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
AAC HOLDINGS INC COM 000307108 2,052 47,118 SH   DFND 2 0 47,118 0
AAON INC COM 000360206 12,164 540,131 SH   DFND 2 0 540,131 0
AAR CORP COM 000361105 12,851 403,285 SH   DFND 2 0 324,272 79,013
ABB LTD-SPON ADR ADR 000375204 654 31,303 SH   DFND 2 0 0 31,303
ABB LTD-SPON ADR ADR 000375204 1,825 87,346 SH   DFND 16 0 0 87,346
ACCO BRANDS CORP COM 00081T108 6,375 820,500 SH   DFND 2 0 820,500 0
ACCO BRANDS CORP COM 00081T108 1 125 SH   DFND 16 0 0 125
ABM INDUSTRIES INC COM 000957100 42,446 1,291,313 SH   DFND 2 0 1,165,659 125,654
ABM INDUSTRIES INC COM 000957100 37 1,127 SH   DFND 16 0 0 1,127
ADT CORP/THE COM 00101J106 4,048 120,595 SH   DFND 2 0 120,595 0
ADT CORP/THE COM 00101J106 67 1,986 SH   DFND 02,03 0 1,986 0
ADT CORP/THE COM 00101J106 0 3 SH   DFND 02,05 0 0 3
ADT CORP/THE COM 00101J106 315 9,394 SH   DFND 16 0 5,613 3,781
AFLAC INC COM 001055102 33,166 533,202 SH   DFND 2 0 504,771 28,431
AFLAC INC COM 001055102 313 5,029 SH   DFND 02,03 0 5,029 0
AFLAC INC COM 001055102 1,502 24,141 SH   DFND 16 0 604 23,537
AFLAC INC PRF 001055300 875 35,914 SH   DFND 16 0 0 35,914
AGCO CORP COM 001084102 22,845 402,378 SH   DFND 2 0 401,208 1,170
AGCO CORP COM 001084102 41 724 SH   DFND 16 0 0 724
AG&E HOLDINGS INC COM 00108M102 10 12,000 SH   DFND 16 0 0 12,000
AGL RESOURCES INC COM 001204106 3,379 72,616 SH   DFND 2 0 69,428 3,188
AGL RESOURCES INC COM 001204106 64 1,385 SH   DFND 02,03 0 1,385 0
AGL RESOURCES INC COM 001204106 70 1,494 SH   DFND 16 0 0 1,494
AG MORTGAGE INVESTMENT TRUST COM 001228105 4,063 235,085 SH   DFND 2 0 235,085 0
AES CORP COM 00130H105 188,993 14,253,006 SH   DFND 2 0 13,554,571 698,435
AES CORP COM 00130H105 373 28,098 SH   DFND 02,03 0 28,098 0
AES CORP COM 00130H105 400 30,193 SH   DFND 16 0 26,560 3,633
AIA GROUP LTD-SP ADR ADR 001317205 1,147 43,787 SH   DFND 2 0 0 43,787
AIA GROUP LTD-SP ADR ADR 001317205 82 3,129 SH   DFND 16 0 0 3,129
AK STEEL HOLDING CORP COM 001547108 11,849 3,061,532 SH   DFND 2 0 2,806,532 255,000
AK STEEL HOLDING CORP COM 001547108 21 5,340 SH   DFND 16 0 0 5,340
COHEN & STEERS GLOBAL REALTY COM 00162Q106 1,221 29,695 SH   DFND 16 0 0 29,695
ALPS INTERNATIONAL SECTOR DI COM 00162Q718 238 9,150 SH   DFND 16 0 0 9,150
ALPS EQ HIGH VOLATILITY PU COM 00162Q734 519 22,416 SH   DFND 16 0 0 22,416
ALPS SECTOR DIVIDEND DOGS COM 00162Q858 2,822 77,192 SH   DFND 16 0 0 77,192
ALERIAN MLP ETF COM 00162Q866 49,869 3,220,545 SH   DFND 16 0 129,765 3,090,780
AMAG PHARMACEUTICALS INC COM 00163U106 12,006 173,848 SH   DFND 2 0 171,028 2,820
AMAG PHARMACEUTICALS INC COM 00163U106 28 401 SH   DFND 02,03 0 401 0
AMAG PHARMACEUTICALS INC COM 00163U106 401 5,808 SH   DFND 16 0 0 5,808
AMAG PHARMACEUTICALS INC CONV BND 00163UAA4 8,921 3,460,000 PRN   DFND 2 0 0 3,460,000
AMC NETWORKS INC-A COM 00164V103 14,217 173,692 SH   DFND 2 0 173,692 0
AMC NETWORKS INC-A COM 00164V103 54 667 SH   DFND 16 0 4 663
AMC ENTERTAINMENT HLDS-CL A COM 00165C104 10,364 337,812 SH   DFND 2 0 337,812 0
AMEC FOSTER WHEELER-SPN ADR ADR 00167X205 154 11,634 SH   DFND 2 0 0 11,634
AMEC FOSTER WHEELER-SPN ADR ADR 00167X205 5 358 SH   DFND 16 0 0 358
AMG 5.15 10/15/37 CONV PRF 00170F209 10,106 167,900 SH   DFND 2 0 0 167,900
AMN HEALTHCARE SERVICES INC COM 001744101 10,688 338,354 SH   DFND 2 0 338,354 0
AMN HEALTHCARE SERVICES INC COM 001744101 323 10,235 SH   DFND 16 0 0 10,235
ANI PHARMACEUTICALS INC COM 00182C103 4,125 66,487 SH   DFND 2 0 66,372 115
ANI PHARMACEUTICALS INC COM 00182C103 9 150 SH   DFND 16 0 0 150
ARC DOCUMENT SOLUTIONS INC COM 00191G103 4,303 565,328 SH   DFND 2 0 515,958 49,370
AMERICAN AIRLINES ESCROW WT 001ESC102 0 237,666 SH   DFND 2 0 0 237,666
AT&T INC COM 00206R102 615,894 17,339,347 SH   DFND 2 0 17,299,913 39,434
AT&T INC COM 00206R102 2,401 67,597 SH   DFND 02,03 0 67,597 0
AT&T INC COM 00206R102 64,478 1,813,668 SH   DFND 16 0 457,079 1,356,589
AT&T INC OPT 00206R102 9,786 275,500 SH Call DFND 2 0 0 275,500
A10 NETWORKS INC COM 002121101 5,867 911,051 SH   DFND 2 0 850,116 60,935
AU OPTRONICS CORP-SPON ADR ADR 002255107 71 15,976 SH   DFND 2 0 0 15,976
AU OPTRONICS CORP-SPON ADR ADR 002255107 633 141,871 SH   DFND 10 0 0 141,871
AVX CORP COM 002444107 5,782 429,504 SH   DFND 2 0 429,504 0
AVX CORP COM 002444107 37 2,777 SH   DFND 16 0 0 2,777
AZZ INC COM 002474104 19,549 377,401 SH   DFND 2 0 377,401 0
AZZ INC COM 002474104 240 4,635 SH   DFND 16 0 0 4,635
AARON'S INC COM 002535300 16,069 443,775 SH   DFND 2 0 443,775 0
ABAXIS INC COM 002567105 7,948 154,392 SH   DFND 2 0 154,392 0
ABBOTT LABORATORIES COM 002824100 421,367 8,585,335 SH   DFND 2 0 8,110,080 475,255
ABBOTT LABORATORIES COM 002824100 4,120 83,938 SH   DFND 02,03 0 83,938 0
ABBOTT LABORATORIES COM 002824100 9,977 203,275 SH   DFND 10 0 0 203,275
ABBOTT LABORATORIES COM 002824100 8,990 181,994 SH   DFND 16 0 88,058 93,936
ABBVIE INC COM 00287Y109 426,971 6,354,695 SH   DFND 2 0 5,458,637 896,058
ABBVIE INC COM 00287Y109 1,377 20,491 SH   DFND 02,03 0 20,491 0
ABBVIE INC COM 00287Y109 64,040 949,131 SH   DFND 16 0 60,346 888,785
ABERCROMBIE & FITCH CO-CL A COM 002896207 19,588 910,683 SH   DFND 2 0 910,679 4
ABERCROMBIE & FITCH CO-CL A COM 002896207 1 60 SH   DFND 16 0 0 60
ABERDEEN ASIA-PAC INCOME FD COM 003009107 66 13,226 SH   DFND 16 0 0 13,226
ABIOMED INC COM 003654100 12,773 194,327 SH   DFND 2 0 194,327 0
ABIOMED INC COM 003654100 114 1,729 SH   DFND 16 0 0 1,729
ABRAXAS PETROLEUM CORP COM 003830106 76 25,900 SH   DFND 16 0 0 25,900
ACACIA RESEARCH CORP COM 003881307 3,834 437,225 SH   DFND 2 0 437,225 0
ACACIA RESEARCH CORP COM 003881307 83 9,836 SH   DFND 16 0 9,666 170
ACADIA HEALTHCARE CO INC COM 00404A109 27,291 348,402 SH   DFND 2 0 348,402 0
ACADIA HEALTHCARE CO INC COM 00404A109 190 2,398 SH   DFND 16 0 2,366 32
ACADIA PHARMACEUTICALS INC COM 004225108 3,634 86,767 SH   DFND 2 0 86,767 0
ACADIA PHARMACEUTICALS INC COM 004225108 0 13 SH   DFND 16 0 7 6
ACADIA REALTY TRUST COM 004239109 16,715 574,223 SH   DFND 2 0 486,768 87,455
ACADIA REALTY TRUST COM 004239109 7 248 SH   DFND 16 0 0 248
ACCOR SA-SPONSORED ADR ADR 00435F309 182 17,672 SH   DFND 2 0 0 17,672
ACETO CORP COM 004446100 3,172 128,778 SH   DFND 2 0 128,778 0
ACETO CORP COM 004446100 43 1,731 SH   DFND 16 0 0 1,731
ACI WORLDWIDE INC COM 004498101 14,313 582,575 SH   DFND 2 0 582,575 0
ACORDA THERAPEUTICS INC COM 00484M106 7,122 213,660 SH   DFND 2 0 213,560 100
ACORDA THERAPEUTICS INC COM 00484M106 2 50 SH   DFND 16 0 0 50
ACORDA THERAPEUTICS INC CONV BND 00484MAA4 13,386 13,220,000 PRN   DFND 2 0 0 13,220,000
ACTELION LTD-UNSP ADR ADR 00507G102 11 294 SH   DFND 2 0 0 294
ACTELION LTD-UNSP ADR ADR 00507G102 975 26,895 SH   DFND 16 0 0 26,895
ACTIVISION BLIZZARD INC COM 00507V109 544,613 22,495,369 SH   DFND 2 0 21,504,395 990,974
ACTIVISION BLIZZARD INC COM 00507V109 3,518 145,305 SH   DFND 02,03 0 145,305 0
ACTIVISION BLIZZARD INC COM 00507V109 10,201 421,360 SH   DFND 10 0 0 421,360
ACTIVISION BLIZZARD INC COM 00507V109 360 14,895 SH   DFND 16 0 8,405 6,490
ACTUANT CORP-A COM 00508X203 10,677 462,413 SH   DFND 2 0 462,413 0
ACTUANT CORP-A COM 00508X203 4 160 SH   DFND 16 0 0 160
ACUITY BRANDS INC COM 00508Y102 21,442 119,125 SH   DFND 2 0 118,877 248
ACUITY BRANDS INC COM 00508Y102 40 221 SH   DFND 02,03 0 221 0
ACUITY BRANDS INC COM 00508Y102 760 4,222 SH   DFND 16 0 3,823 399
ACXIOM CORP COM 005125109 3,440 195,679 SH   DFND 2 0 195,679 0
ACXIOM CORP COM 005125109 6 336 SH   DFND 16 0 0 336
ADECCO SA-REG-UNSPON ADR ADR 006754204 68 1,686 SH   DFND 2 0 0 1,686
ADECCO SA-REG-UNSPON ADR ADR 006754204 257 6,340 SH   DFND 16 0 0 6,340
ADEPTUS HEALTH INC-CLASS A COM 006855100 2,420 25,473 SH   DFND 2 0 25,463 10
ADELPHIA CONTINGENT VALUE COM 00685R706 14 1,410,902 SH   DFND 2 0 0 1,410,902
ADIDAS AG-SPONSORED ADR ADR 00687A107 222 5,794 SH   DFND 2 0 0 5,794
ADIDAS AG-SPONSORED ADR ADR 00687A107 591 11,602 SH   DFND 16 0 0 11,602
ADOBE SYSTEMS INC COM 00724F101 411,645 5,081,380 SH   DFND 2 0 4,804,092 277,288
ADOBE SYSTEMS INC COM 00724F101 7,427 91,689 SH   DFND 02,03 0 91,689 0
ADOBE SYSTEMS INC COM 00724F101 3,844 47,454 SH   DFND 10 0 0 47,454
ADOBE SYSTEMS INC COM 00724F101 1,465 18,080 SH   DFND 16 0 12,284 5,796
ADTRAN INC COM 00738A106 15,056 926,527 SH   DFND 2 0 782,352 144,175
ADTRAN INC COM 00738A106 114 6,999 SH   DFND 16 0 0 6,999
ADURO BIOTECH INC COM 00739L101 430 14,161 SH   DFND 2 0 14,161 0
ADVANCE AUTO PARTS INC COM 00751Y106 63,941 401,409 SH   DFND 2 0 401,409 0
ADVANCE AUTO PARTS INC COM 00751Y106 6,819 42,757 SH   DFND 16 0 40,496 2,261
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 85 12,940 SH   DFND 2 0 0 12,940
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 817 123,491 SH   DFND 10 0 0 123,491
ADVANCED SEMICONDUCTOR E-ADR ADR 00756M404 260 39,478 SH   DFND 16 0 0 39,478
ADVISORY BOARD CO/THE COM 00762W107 5,892 107,769 SH   DFND 2 0 107,769 0
ADVISORY BOARD CO/THE COM 00762W107 97 1,781 SH   DFND 16 0 0 1,781
ADVENT CLAYMORE CONVERTIBLE COM 007639107 86 13,445 SH   DFND 16 0 0 13,445
ADVENT CLAYMORE CVT SEC& INC COM 00764C109 17,411 1,068,407 SH   DFND 16 0 0 1,068,407
ADVANTAGE OIL & GAS LTD COM 00765F101 7,766 1,226,846 SH   DFND 2 0 1,226,846 0
ADVANTAGE OIL & GAS LTD COM 00765F101 16 2,500 SH   DFND 16 0 0 2,500
AECOM COM 00766T100 12,570 379,946 SH   DFND 2 0 379,946 0
AECOM COM 00766T100 36 1,080 SH   DFND 16 0 0 1,080
AEGERION PHARMACEUTICALS INC CONV BND 00767EAA0 21,675 27,270,000 PRN   DFND 2 0 0 27,270,000
AEGION CORP COM 00770F104 3,913 206,582 SH   DFND 2 0 206,582 0
AERIE PHARMACEUTICALS INC COM 00771V108 6,088 344,929 SH   DFND 2 0 327,789 17,140
AEROJET ROCKETDYNE HOLDINGS COM 007800105 6,115 296,728 SH   DFND 2 0 296,728 0
AEROJET ROCKETDYNE HOLDINGS COM 007800105 148 7,192 SH   DFND 16 0 0 7,192
AEROPOSTALE INC COM 007865108 601 371,152 SH   DFND 2 0 371,152 0
ADVANCED MICRO DEVICES COM 007903107 3,748 1,561,953 SH   DFND 2 0 1,561,953 0
ADVANCED MICRO DEVICES COM 007903107 47 19,423 SH   DFND 16 0 0 19,423
ADVANCED DRAINAGE SYSTEMS IN COM 00790R104 6,841 233,237 SH   DFND 2 0 233,237 0
AEGON N.V.-NY REG SHR COM 007924103 152 20,531 SH   DFND 2 0 0 20,531
AEGON N.V.-NY REG SHR COM 007924103 337 45,553 SH   DFND 16 0 0 45,553
AEGON 6 3/8 PRF 007924301 2,911 115,835 SH   DFND 16 0 0 115,835
AEGON NV PRF 007924509 866 35,777 SH   DFND 16 0 0 35,777
AEGON NV PRF 007924608 1,524 55,057 SH   DFND 16 0 0 55,057
ADVANCED ENERGY INDUSTRIES COM 007973100 105,811 3,849,138 SH   DFND 2 0 3,802,206 46,932
ADVANCED ENERGY INDUSTRIES COM 007973100 695 25,285 SH   DFND 10 0 0 25,285
ADVANCED ENERGY INDUSTRIES COM 007973100 50 1,817 SH   DFND 16 0 0 1,817
ADVENT SOFTWARE INC COM 007974108 14,305 323,551 SH   DFND 2 0 323,551 0
AETERNA ZENTARIS INC COM 007975303 7 23,337 SH   DFND 16 0 0 23,337
AEROVIRONMENT INC COM 008073108 2,455 94,104 SH   DFND 2 0 94,104 0
AETNA INC COM 00817Y108 71,682 562,402 SH   DFND 2 0 560,468 1,934
AETNA INC COM 00817Y108 516 4,047 SH   DFND 02,03 0 4,047 0
AETNA INC COM 00817Y108 1,032 8,100 SH   DFND 10 0 8,100 0
AETNA INC COM 00817Y108 2,821 22,131 SH   DFND 16 0 3,375 18,756
AFFILIATED MANAGERS GROUP COM 008252108 46,844 214,296 SH   DFND 2 0 213,632 664
AFFILIATED MANAGERS GROUP COM 008252108 183 838 SH   DFND 02,03 0 838 0
AFFILIATED MANAGERS GROUP COM 008252108 7,593 34,733 SH   DFND 10 0 34,733 0
AFFILIATED MANAGERS GROUP COM 008252108 2,536 11,595 SH   DFND 16 0 10,170 1,425
AFFILIATED MANAGERS GROUP INC. 5.2 PRF 008252868 216 8,546 SH   DFND 16 0 0 8,546
AMG 6 3/8 08/15/42 PRF 008252876 294 11,437 SH   DFND 16 0 0 11,437
AFFYMETRIX INC COM 00826T108 8,906 815,520 SH   DFND 2 0 815,520 0
AFFYMETRIX INC COM 00826T108 21 1,950 SH   DFND 16 0 0 1,950
AGILENT TECHNOLOGIES INC COM 00846U101 55,123 1,428,692 SH   DFND 2 0 1,015,690 413,002
AGILENT TECHNOLOGIES INC COM 00846U101 149 3,858 SH   DFND 02,03 0 3,858 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,150 29,824 SH   DFND 16 0 25,151 4,673
AGNICO EAGLE MINES LTD COM 008474108 3,421 120,574 SH   DFND 2 0 120,574 0
AGNICO EAGLE MINES LTD COM 008474108 19 662 SH   DFND 16 0 0 662
AGENUS INC COM 00847G705 1,664 192,794 SH   DFND 2 0 192,794 0
AGENUS INC COM 00847G705 10 1,124 SH   DFND 16 0 0 1,124
AGILYSYS INC COM 00847J105 647 70,445 SH   DFND 2 0 70,445 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,193 10,738 SH   DFND 2 0 10,613 125
AGREE REALTY CORP COM 008492100 2,554 87,441 SH   DFND 2 0 87,441 0
AGRIUM INC COM 008916108 22,087 208,463 SH   DFND 2 0 208,463 0
AGRIUM INC COM 008916108 212 2,007 SH   DFND 16 0 832 1,175
AIR FRANCE-KLM-ADR ADR 009119108 7,172 1,026,821 SH   DFND 2 0 0 1,026,821
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 407 16,078 SH   DFND 2 0 0 16,078
AIR LIQUIDE-UNSPONSORED ADR ADR 009126202 27 1,073 SH   DFND 16 0 0 1,073
AIR METHODS CORP COM 009128307 25,629 619,971 SH   DFND 2 0 508,344 111,627
AIR METHODS CORP COM 009128307 153 3,733 SH   DFND 16 0 3,733 0
AIR LEASE CORP COM 00912X302 412 12,148 SH   DFND 2 0 12,148 0
AIR LEASE CORP COM 00912X302 130 3,834 SH   DFND 16 0 1,664 2,170
AIR LEASE CORP CONV BND 00912XAK0 16,872 12,679,000 PRN   DFND 2 0 0 12,679,000
AIR LEASE CORP CONV BND 00912XAK0 4 3,000 PRN   DFND 16 0 0 3,000
AIR PRODUCTS & CHEMICALS INC COM 009158106 13,141 95,770 SH   DFND 2 0 92,794 2,976
AIR PRODUCTS & CHEMICALS INC COM 009158106 306 2,236 SH   DFND 02,03 0 2,236 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,850 13,465 SH   DFND 16 0 3,733 9,732
AIR TRANSPORT SERVICES GROUP COM 00922R105 5,896 562,143 SH   DFND 2 0 562,143 0
AIRBUS GROUP SE - UNSP ADR ADR 009279100 356 21,943 SH   DFND 2 0 0 21,943
AIRBUS GROUP SE - UNSP ADR ADR 009279100 2 100 SH   DFND 16 0 0 100
AIRGAS INC COM 009363102 4,181 39,521 SH   DFND 2 0 39,521 0
AIRGAS INC COM 009363102 83 789 SH   DFND 02,03 0 789 0
AIRGAS INC COM 009363102 783 7,404 SH   DFND 10 0 7,404 0
AIRGAS INC COM 009363102 7 67 SH   DFND 16 0 0 67
AIRTRAN HOLDINGS INC CONV BND 00949PAD0 6,536 2,705,000 PRN   DFND 2 0 0 2,705,000
AKAMAI TECHNOLOGIES INC COM 00971T101 8,815 126,250 SH   DFND 2 0 125,334 916
AKAMAI TECHNOLOGIES INC COM 00971T101 144 2,067 SH   DFND 02,03 0 2,067 0
AKAMAI TECHNOLOGIES INC COM 00971T101 347 4,964 SH   DFND 16 0 2,944 2,020
AKORN INC COM 009728106 28,405 650,597 SH   DFND 2 0 629,877 20,720
AKORN INC COM 009728106 86 1,960 SH   DFND 02,03 0 1,960 0
AKORN INC COM 009728106 520 11,911 SH   DFND 16 0 2,377 9,534
AKZO NOBEL NV-SPON ADR ADR 010199305 363 14,977 SH   DFND 2 0 0 14,977
AKZO NOBEL NV-SPON ADR ADR 010199305 893 36,696 SH   DFND 16 0 0 36,696
ALAMO GROUP INC COM 011311107 9,178 168,007 SH   DFND 2 0 112,648 55,359
ALARM.COM HOLDINGS INC COM 011642105 1,926 125,000 SH   DFND 10 0 125,000 0
ALASKA AIR GROUP INC COM 011659109 87,272 1,354,492 SH   DFND 2 0 1,323,861 30,631
ALASKA AIR GROUP INC COM 011659109 80 1,245 SH   DFND 02,03 0 1,245 0
ALASKA AIR GROUP INC COM 011659109 3,031 46,949 SH   DFND 16 0 2,207 44,742
ALBANY INTL CORP-CL A COM 012348108 20,846 523,796 SH   DFND 2 0 467,351 56,445
ALBANY INTL CORP-CL A COM 012348108 62 1,555 SH   DFND 16 0 1,439 116
ALBANY MOLECULAR RESEARCH COM 012423109 2,286 113,038 SH   DFND 2 0 113,038 0
ALBEMARLE CORP COM 012653101 18,921 342,303 SH   DFND 2 0 342,303 0
ALBEMARLE CORP COM 012653101 3,645 65,416 SH   DFND 16 0 61,668 3,748
ALCOA INC COM 013817101 15,820 1,418,793 SH   DFND 2 0 1,418,793 0
ALCOA INC COM 013817101 158 14,152 SH   DFND 02,03 0 14,152 0
ALCOA INC COM 013817101 6,497 599,547 SH   DFND 16 0 393,040 206,507
ALCOA INC CONV PRF 013817309 19,843 501,950 SH   DFND 2 0 0 501,950
ALCOA INC CONV PRF 013817309 189 4,785 SH   DFND 16 0 0 4,785
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 141 39,060 SH   DFND 2 0 0 39,060
ALCATEL-LUCENT-SPONSORED ADR ADR 013904305 45 12,465 SH   DFND 16 0 0 12,465
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,806 34,125 SH   DFND 2 0 33,990 135
ALEXANDER & BALDWIN INC COM 014491104 9,090 230,712 SH   DFND 2 0 230,712 0
ALERE INC COM 01449J105 7,082 134,246 SH   DFND 2 0 134,246 0
ALERE INC COM 01449J105 28 527 SH   DFND 16 0 0 527
ALR 3 CONV PRF 01449J204 14,195 39,750 SH   DFND 2 0 0 39,750
ALEXANDER'S INC COM 014752109 909 2,216 SH   DFND 2 0 2,216 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 118,016 1,349,275 SH   DFND 2 0 1,335,226 14,049
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 20 225 SH   DFND 02,03 0 225 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 10,336 118,231 SH   DFND 10 0 118,231 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 460 5,259 SH   DFND 16 0 4,597 662
ARE 7 CONV PRF 015271505 29,377 1,048,600 SH   DFND 2 0 0 1,048,600
ARE 6.45 PRF 015271703 357 13,876 SH   DFND 16 0 0 13,876
ALEXION PHARMACEUTICALS INC COM 015351109 876,174 4,846,923 SH   DFND 2 0 4,477,209 369,714
ALEXION PHARMACEUTICALS INC COM 015351109 15,247 84,346 SH   DFND 02,03 0 84,346 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,415 24,419 SH   DFND 16 0 16,682 7,737
ALEXION PHARMACEUTICALS, INC. OPT 015351109 3,977 22,000 SH Put DFND 2 0 0 22,000
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 778,600 9,463,956 SH   DFND 2 0 8,966,367 497,589
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 12,557 152,619 SH   DFND 02,03 0 152,619 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 16,413 199,506 SH   DFND 02,10 0 199,506 0
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 52,532 638,462 SH   DFND 10 0 596,690 41,772
ALIBABA GROUP HOLDING-SP ADR ADR 01609W102 5,026 61,122 SH   DFND 16 0 24,482 36,640
ALIGN TECHNOLOGY INC COM 016255101 54,001 861,081 SH   DFND 2 0 840,418 20,663
ALIGN TECHNOLOGY INC COM 016255101 61 970 SH   DFND 02,03 0 970 0
ALIGN TECHNOLOGY INC COM 016255101 6,212 99,054 SH   DFND 02,10 0 99,054 0
ALIGN TECHNOLOGY INC COM 016255101 106,700 1,701,515 SH   DFND 10 0 1,701,515 0
ALIGN TECHNOLOGY INC COM 016255101 58 912 SH   DFND 16 0 9 903
ALLEGHANY CORP COM 017175100 25,420 54,228 SH   DFND 2 0 53,928 300
ALLEGHANY CORP COM 017175100 73 156 SH   DFND 16 0 134 22
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,766 124,665 SH   DFND 2 0 122,540 2,125
ALLEGHENY TECHNOLOGIES INC COM 01741R102 38 1,264 SH   DFND 02,03 0 1,264 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 25 842 SH   DFND 16 0 0 842
ALLEGIANT TRAVEL CO COM 01748X102 20,958 117,817 SH   DFND 2 0 113,587 4,230
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ARBOR REALTY TRUST INC COM 038923108 89 13,200 SH   DFND 16 0 0 13,200
ARCBEST CORP COM 03937C105 8,699 273,584 SH   DFND 2 0 273,584 0
ARCBEST CORP COM 03937C105 16 500 SH   DFND 16 0 0 500
ARCH COAL INC COM 039380100 337 992,270 SH   DFND 2 0 992,270 0
ARCH COAL INC COM 039380100 1 2,587 SH   DFND 16 0 0 2,587
ARCELORMITTAL-NY REGISTERED COM 03938L104 231 23,800 SH   DFND 2 0 0 23,800
ARCELORMITTAL-NY REGISTERED COM 03938L104 18 1,885 SH   DFND 16 0 0 1,885
ARCHER-DANIELS-MIDLAND CO COM 039483102 328,597 6,814,455 SH   DFND 2 0 5,288,560 1,525,895
ARCHER-DANIELS-MIDLAND CO COM 039483102 347 7,187 SH   DFND 02,03 0 7,187 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 1,793 37,242 SH   DFND 16 0 10,121 27,121
ARCTIC CAT INC COM 039670104 16,329 491,731 SH   DFND 2 0 429,561 62,170
ARENA PHARMACEUTICALS INC COM 040047102 1,321 284,679 SH   DFND 2 0 261,219 23,460
ARENA PHARMACEUTICALS INC COM 040047102 17 3,622 SH   DFND 16 0 0 3,622
ARGAN INC COM 04010E109 14,418 357,472 SH   DFND 2 0 290,562 66,910
ARES CAPITAL CORP COM 04010L103 16,149 981,148 SH   DFND 2 0 975,656 5,492
ARES CAPITAL CORP COM 04010L103 46,819 2,844,327 SH   DFND 10 0 2,844,327 0
ARES CAPITAL CORP COM 04010L103 42,808 2,601,571 SH   DFND 16 0 70,412 2,531,159
ARES CAPITAL CORP CONV BND 04010LAM5 13,673 13,430,000 PRN   DFND 2 0 0 13,430,000
ARIAD PHARMACEUTICALS INC COM 04033A100 5,610 678,245 SH   DFND 2 0 678,245 0
ARIAD PHARMACEUTICALS INC COM 04033A100 76 9,165 SH   DFND 16 0 0 9,165
ARIAD PHARMACEUTICALS INC CONV BND 04033AAA8 14,416 12,670,000 PRN   DFND 2 0 0 12,670,000
ARISTA NETWORKS INC COM 040413106 77,355 946,331 SH   DFND 2 0 939,031 7,300
ARISTA NETWORKS INC COM 040413106 327 4,000 SH   DFND 10 0 0 4,000
ARISTA NETWORKS INC COM 040413106 133 1,621 SH   DFND 16 0 1,525 96
ARKANOVA ENERGY CORP COM 040732109 0 26,316 SH   DFND 16 0 0 26,316
ARKEMA-SPONSORED ADR ADR 041232109 7 96 SH   DFND 2 0 0 96
ARKEMA-SPONSORED ADR ADR 041232109 534 7,378 SH   DFND 16 0 0 7,378
ARLINGTON ASSET INVESTMENT-A COM 041356205 3,094 158,160 SH   DFND 2 0 158,160 0
ARLINGTON ASSET INVESTMENT-A COM 041356205 40 2,026 SH   DFND 16 0 0 2,026
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 250,899 5,092,302 SH   DFND 2 0 0 5,092,302
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 5,072 102,945 SH   DFND 02,03 0 0 102,945
ARM HOLDINGS PLC-SPONS ADR ADR 042068106 1,272 23,768 SH   DFND 16 0 0 23,768
ARMOUR RESIDENTIAL REIT INC COM 042315101 25 8,840 SH   DFND 2 0 8,840 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 11 3,900 SH   DFND 16 0 0 3,900
ARMSTRONG WORLD INDUSTRIES COM 04247X102 6,166 115,733 SH   DFND 2 0 115,733 0
ARMSTRONG WORLD INDUSTRIES COM 04247X102 14 258 SH   DFND 16 0 0 258
ARRIS GROUP INC COM 04270V106 21,157 691,367 SH   DFND 2 0 687,967 3,400
ARRIS GROUP INC COM 04270V106 27 885 SH   DFND 02,03 0 885 0
ARRIS GROUP INC COM 04270V106 55 1,800 SH   DFND 10 0 0 1,800
ARRIS GROUP INC COM 04270V106 936 30,586 SH   DFND 16 0 9,228 21,358
ARROW ELECTRONICS INC COM 042735100 42,144 755,261 SH   DFND 2 0 751,112 4,149
ARROW ELECTRONICS INC COM 042735100 179 3,200 SH   DFND 02,03 0 3,200 0
ARROW ELECTRONICS INC COM 042735100 144 2,604 SH   DFND 16 0 2,120 484
ARROWHEAD RESEARCH CORP COM 042797209 6,063 847,818 SH   DFND 2 0 824,398 23,420
ARTISAN PARTNERS ASSET MA -A COM 04316A108 1,288 27,728 SH   DFND 2 0 27,728 0
ARTISAN PARTNERS ASSET MA -A COM 04316A108 3 68 SH   DFND 16 0 0 68
ASBURY AUTOMOTIVE GROUP COM 043436104 4,780 52,748 SH   DFND 2 0 49,060 3,688
ASBURY AUTOMOTIVE GROUP COM 043436104 282 3,109 SH   DFND 16 0 0 3,109
ASCENA RETAIL GROUP INC COM 04351G101 11,944 717,216 SH   DFND 2 0 717,216 0
ASCENA RETAIL GROUP INC COM 04351G101 7 393 SH   DFND 16 0 0 393
ASCENT CAPITAL GROUP INC-A COM 043632108 2,676 62,627 SH   DFND 2 0 62,627 0
ASHLAND INC COM 044209104 54,342 445,788 SH   DFND 2 0 443,812 1,976
ASHLAND INC COM 044209104 198 1,625 SH   DFND 02,03 0 1,625 0
ASHLAND INC COM 044209104 11,064 90,766 SH   DFND 10 0 90,766 0
ASHLAND INC COM 044209104 240 1,970 SH   DFND 16 0 0 1,970
ASHTEAD GROUP PLC-UNSPON ADR ADR 045055100 625 8,988 SH   DFND 16 0 0 8,988
ASPEN TECHNOLOGY INC COM 045327103 10,593 232,556 SH   DFND 2 0 222,514 10,042
ASPEN TECHNOLOGY INC COM 045327103 39 866 SH   DFND 02,03 0 866 0
ASPEN TECHNOLOGY INC COM 045327103 335 7,396 SH   DFND 16 0 6,137 1,259
ASSA ABLOY AB - UNSP ADR ADR 045387107 511 54,302 SH   DFND 2 0 0 54,302
ASSA ABLOY AB - UNSP ADR ADR 045387107 1,897 202,648 SH   DFND 16 0 0 202,648
ASSOCIATED BANC-CORP COM 045487105 16,743 825,965 SH   DFND 2 0 825,965 0
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 28 630 SH   DFND 2 0 0 630
ASSOC BRITISH FOODS-UNSP ADR ADR 045519402 506 11,107 SH   DFND 16 0 0 11,107
ASSOCIATED ESTATES REALTY CP COM 045604105 7,850 274,174 SH   DFND 2 0 274,174 0
ASSOCIATED ESTATES REALTY CP COM 045604105 2 83 SH   DFND 16 0 0 83
AT HOME CORPORATION CONV BND 045919AF4 0 4,193,138 PRN   DFND 2 0 0 4,193,138
ASSURANT INC COM 04621X108 3,029 45,206 SH   DFND 2 0 44,836 370
ASSURANT INC COM 04621X108 53 790 SH   DFND 02,03 0 790 0
ASSURANT INC COM 04621X108 13 200 SH   DFND 16 0 0 200
ASTEC INDUSTRIES INC COM 046224101 5,770 137,982 SH   DFND 2 0 137,982 0
ASSURED GUARANTY MUNICIPAL HOLDING PRF 04623A403 615 26,424 SH   DFND 16 0 0 26,424
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 287 19,951 SH   DFND 2 0 0 19,951
ASTELLAS PHARMA INC-UNSP ADR ADR 04623U102 14 1,000 SH   DFND 16 0 0 1,000
ASTORIA FINANCIAL CORP COM 046265104 16,573 1,201,712 SH   DFND 2 0 1,201,712 0
ASTORIA FINANCIAL CORP COM 046265104 57 4,113 SH   DFND 16 0 3,674 439
ASTRAZENECA PLC-SPONS ADR ADR 046353108 30,594 480,209 SH   DFND 2 0 0 480,209
ASTRAZENECA PLC-SPONS ADR ADR 046353108 18 284 SH   DFND 02,03 0 0 284
ASTRAZENECA PLC-SPONS ADR ADR 046353108 5,591 87,759 SH   DFND 16 0 0 87,759
ASTRONICS CORP COM 046433108 3,968 55,952 SH   DFND 2 0 55,922 30
ATHENAHEALTH INC COM 04685W103 240 2,099 SH   DFND 2 0 1,999 100
ATHENAHEALTH INC COM 04685W103 10 86 SH   DFND 16 0 3 83
ATLANTIA SPA-UNSPONSORED ADR ADR 048173108 108 8,743 SH   DFND 2 0 0 8,743
ATLANTIA SPA-UNSPONSORED ADR ADR 048173108 416 33,545 SH   DFND 16 0 0 33,545
ATLANTIC TELE-NETWORK INC COM 049079205 7,616 110,254 SH   DFND 2 0 110,254 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 24,273 441,689 SH   DFND 2 0 381,635 60,054
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 3 61 SH   DFND 16 0 0 61
ATLAS AIR WORLDWIDE HOLDINGS INC CONV BND 049164BH8 7,795 8,000,000 PRN   DFND 2 0 0 8,000,000
ATMEL CORP COM 049513104 10,539 1,069,452 SH   DFND 2 0 1,068,024 1,428
ATMEL CORP COM 049513104 29 2,955 SH   DFND 16 0 0 2,955
ATMOS ENERGY CORP COM 049560105 16,718 326,019 SH   DFND 2 0 326,019 0
ATMOS ENERGY CORP COM 049560105 208 4,052 SH   DFND 16 0 0 4,052
ATOS ORIGIN SA-UNSP ADR ADR 04962A105 180 11,835 SH   DFND 16 0 0 11,835
ATRICURE INC COM 04963C209 4,614 187,262 SH   DFND 2 0 187,262 0
ATRION CORPORATION COM 049904105 19,010 48,456 SH   DFND 2 0 32,744 15,712
ATWOOD OCEANICS INC COM 050095108 10,588 400,397 SH   DFND 2 0 399,697 700
ATWOOD OCEANICS INC COM 050095108 131 4,946 SH   DFND 02,10 0 4,946 0
ATWOOD OCEANICS INC COM 050095108 112 4,246 SH   DFND 16 0 0 4,246
AUDIENCE INC COM 05070J102 874 178,873 SH   DFND 2 0 178,873 0
AURICO GOLD INC COM 05155C105 14,982 5,275,247 SH   DFND 2 0 5,275,247 0
AURICO GOLD INC COM 05155C105 3 1,000 SH   DFND 16 0 0 1,000
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 690 27,884 SH   DFND 2 0 0 27,884
AUST & NZ BNKG GRP-SPON ADR ADR 052528304 71 2,860 SH   DFND 16 0 0 2,860
AUTOBYTEL INC COM 05275N205 2,710 169,500 SH   DFND 2 0 169,500 0
AUTODESK INC COM 052769106 94,195 1,881,134 SH   DFND 2 0 1,875,948 5,186
AUTODESK INC COM 052769106 238 4,756 SH   DFND 02,03 0 4,756 0
AUTODESK INC COM 052769106 35,165 702,319 SH   DFND 10 0 702,319 0
AUTODESK INC COM 052769106 626 12,490 SH   DFND 16 0 5,290 7,200
AUTOHOME INC-ADR ADR 05278C107 19 373 SH   DFND 2 0 373 0
AUTOHOME INC-ADR ADR 05278C107 253 5,002 SH   DFND 16 0 0 5,002
AUTOLIV INC COM 052800109 3,351 28,704 SH   DFND 2 0 28,704 0
AUTOLIV INC COM 052800109 108 922 SH   DFND 16 0 750 172
AUTOMATIC DATA PROCESSING COM 053015103 209,680 2,612,733 SH   DFND 2 0 2,606,153 6,580
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AUTOMATIC DATA PROCESSING COM 053015103 1,507 18,784 SH   DFND 16 0 585 18,199
AUTONATION INC COM 05329W102 2,330 36,970 SH   DFND 2 0 36,786 184
AUTONATION INC COM 05329W102 55 874 SH   DFND 02,03 0 874 0
AUTONATION INC COM 05329W102 377 5,990 SH   DFND 16 0 0 5,990
AUTOZONE INC COM 053332102 16,321 24,472 SH   DFND 2 0 23,525 947
AUTOZONE INC COM 053332102 248 372 SH   DFND 02,03 0 372 0
AUTOZONE INC COM 053332102 756 1,135 SH   DFND 16 0 548 587
AVALONBAY COMMUNITIES INC COM 053484101 61,740 386,001 SH   DFND 2 0 385,436 565
AVALONBAY COMMUNITIES INC COM 053484101 271 1,696 SH   DFND 02,03 0 1,696 0
AVALONBAY COMMUNITIES INC COM 053484101 124 774 SH   DFND 10 0 774 0
AVALONBAY COMMUNITIES INC COM 053484101 1,652 10,338 SH   DFND 16 0 5,744 4,594
AVERY DENNISON CORP COM 053611109 5,651 92,737 SH   DFND 2 0 92,737 0
AVERY DENNISON CORP COM 053611109 64 1,055 SH   DFND 02,03 0 1,055 0
AVERY DENNISON CORP COM 053611109 930 15,186 SH   DFND 16 0 13,510 1,676
AVIAT NETWORKS INC COM 05366Y102 2,289 1,816,715 SH   DFND 2 0 1,816,715 0
AVID TECHNOLOGY INC COM 05367P100 6,983 523,426 SH   DFND 2 0 386,039 137,387
AVID TECHNOLOGY INC CONV BND 05367PAA8 2,288 2,500,000 PRN   DFND 2 0 0 2,500,000
AVIS BUDGET GROUP INC COM 053774105 6,850 155,388 SH   DFND 2 0 154,942 446
AVIS BUDGET GROUP INC COM 053774105 28 645 SH   DFND 02,03 0 645 0
AVIS BUDGET GROUP INC COM 053774105 3,394 77,000 SH   DFND 10 0 77,000 0
AVIS BUDGET GROUP INC COM 053774105 9 202 SH   DFND 16 0 0 202
AVISTA CORP COM 05379B107 35,976 1,173,795 SH   DFND 2 0 1,088,690 85,105
AVISTA CORP COM 05379B107 180 5,872 SH   DFND 16 0 0 5,872
AVNET INC COM 053807103 19,214 467,347 SH   DFND 2 0 462,321 5,026
AVNET INC COM 053807103 157 3,812 SH   DFND 16 0 1,164 2,648
AVIZA TECHNOLOGY INC COM 05381A105 0 13,037 SH   DFND 16 0 0 13,037
AVIVA PLC - SPON ADR ADR 05382A104 295 18,949 SH   DFND 2 0 0 18,949
AVIVA PLC - SPON ADR ADR 05382A104 61 3,897 SH   DFND 16 0 0 3,897
AVON PRODUCTS INC COM 054303102 7,081 1,131,024 SH   DFND 2 0 1,131,024 0
AVON PRODUCTS INC COM 054303102 25 4,042 SH   DFND 16 0 0 4,042
AXA -SPONS ADR ADR 054536107 642 25,435 SH   DFND 2 0 0 25,435
AXA -SPONS ADR ADR 054536107 255 10,010 SH   DFND 16 0 0 10,010
AXCELIS TECHNOLOGIES INC COM 054540109 6,685 2,258,715 SH   DFND 2 0 2,258,715 0
AXCELIS TECHNOLOGIES INC COM 054540109 3 850 SH   DFND 16 0 0 850
AXIALL CORP COM 05463D100 22,818 632,920 SH   DFND 2 0 593,729 39,191
AXIALL CORP COM 05463D100 57 1,576 SH   DFND 16 0 0 1,576
BB&T CORP COM 054937107 17,208 426,915 SH   DFND 2 0 377,295 49,620
BB&T CORP COM 054937107 341 8,461 SH   DFND 02,03 0 8,461 0
BB&T CORP COM 054937107 92,725 2,300,310 SH   DFND 10 0 2,245,692 54,618
BB&T CORP COM 054937107 5,501 135,026 SH   DFND 16 0 110,489 24,537
BB&T CORP PRF 054937206 1,074 43,225 SH   DFND 2 0 0 43,225
BB&T CORP PRF 054937206 1,135 45,697 SH   DFND 16 0 0 45,697
BBT 5 5/8 PRF 054937404 3,082 127,743 SH   DFND 16 0 0 127,743
BB&T CORP PRF 054937602 447 19,457 SH   DFND 16 0 0 19,457
BB&T CORP PRF 054937800 1,164 50,683 SH   DFND 16 0 0 50,683
B&G FOODS INC COM 05508R106 9,231 323,546 SH   DFND 2 0 273,939 49,607
B&G FOODS INC COM 05508R106 10,215 358,059 SH   DFND 10 0 358,059 0
B&G FOODS INC COM 05508R106 105 3,699 SH   DFND 16 0 12 3,688
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 8,565 301,842 SH   DFND 2 0 0 301,842
BAE SYSTEMS PLC -SPON ADR ADR 05523R107 379 13,351 SH   DFND 16 0 0 13,351
BASF SE-SPON ADR ADR 055262505 1,003 11,418 SH   DFND 2 0 0 11,418
BASF SE-SPON ADR ADR 055262505 145 1,641 SH   DFND 16 0 0 1,641
BCE INC COM 05534B760 85,882 2,020,730 SH   DFND 2 0 2,020,680 50
BCE INC COM 05534B760 46 1,087 SH   DFND 02,03 0 1,087 0
BCE INC COM 05534B760 61,392 1,448,647 SH   DFND 16 0 454,820 993,828
BGC PARTNERS INC-CL A COM 05541T101 2,630 300,537 SH   DFND 2 0 300,537 0
BGC PARTNERS INC-CL A COM 05541T101 9 1,062 SH   DFND 16 0 0 1,062
BG GROUP PLC-SPON ADR ADR 055434203 616 36,957 SH   DFND 2 0 0 36,957
BG GROUP PLC-SPON ADR ADR 055434203 587 34,992 SH   DFND 16 0 0 34,992
BHP BILLITON PLC-ADR ADR 05545E209 353 8,919 SH   DFND 2 0 0 8,919
BHP BILLITON PLC-ADR ADR 05545E209 1,465 37,165 SH   DFND 16 0 0 37,165
BOK FINANCIAL CORPORATION COM 05561Q201 521 7,500 SH   DFND 2 0 7,500 0
BP PLC-SPONS ADR ADR 055622104 317,582 7,947,334 SH   DFND 2 0 0 7,947,334
BP PLC-SPONS ADR ADR 055622104 150 3,762 SH   DFND 02,03 0 0 3,762
BP PLC-SPONS ADR ADR 055622104 16,125 403,735 SH   DFND 16 0 0 403,735
BP PRUDHOE BAY ROYALTY TRUST COM 055630107 251 4,064 SH   DFND 16 0 0 4,064
BNP PARIBAS-ADR ADR 05565A202 798 26,407 SH   DFND 2 0 0 26,407
BNP PARIBAS-ADR ADR 05565A202 1,319 43,278 SH   DFND 16 0 0 43,278
BOFI HOLDING INC COM 05566U108 6,778 64,114 SH   DFND 2 0 64,114 0
BOFI HOLDING INC COM 05566U108 348 3,309 SH   DFND 16 0 2,015 1,294
BT GROUP PLC-SPON ADR ADR 05577E101 939 13,242 SH   DFND 2 0 0 13,242
BT GROUP PLC-SPON ADR ADR 05577E101 277 3,907 SH   DFND 16 0 0 3,907
BABCOCK & WILCOX CO/THE COM 05605H100 2,121 64,663 SH   DFND 2 0 64,663 0
BABCOCK & WILCOX CO/THE COM 05605h100 734 22,332 SH   DFND 16 0 22,332 0
BADGER METER INC COM 056525108 4,442 69,955 SH   DFND 2 0 69,955 0
BAIDU INC - SPON ADR ADR 056752108 624,314 3,136,006 SH   DFND 2 0 295,936 176,650
BAIDU INC - SPON ADR ADR 056752108 11,239 56,456 SH   DFND 02,03 0 5,646 0
BAIDU INC - SPON ADR ADR 056752108 26,744 134,337 SH   DFND 02,10 0 13,434 0
BAIDU INC - SPON ADR ADR 056752108 75,674 380,116 SH   DFND 10 0 37,574 4,380
BAIDU INC - SPON ADR ADR 056752108 4,989 25,054 SH   DFND 16 0 867 16,383
BAKER HUGHES INC COM 057224107 14,772 239,412 SH   DFND 2 0 238,332 1,080
BAKER HUGHES INC COM 057224107 311 5,035 SH   DFND 02,03 0 5,035 0
BAKER HUGHES INC COM 057224107 2,009 32,526 SH   DFND 16 0 15,654 16,872
BALCHEM CORP COM 057665200 13,407 240,604 SH   DFND 2 0 240,604 0
BALCHEM CORP COM 057665200 4 77 SH   DFND 16 0 0 77
BALDWIN & LYONS INC -CL B COM 057755209 6,640 288,481 SH   DFND 2 0 0 288,481
BALL CORP COM 058498106 3,964 56,508 SH   DFND 2 0 56,508 0
BALL CORP COM 058498106 137 1,952 SH   DFND 02,03 0 1,952 0
BALL CORP COM 058498106 3,821 54,477 SH   DFND 16 0 43,257 11,220
BALL CORP OPT 058498106 1,649 23,500 SH Put DFND 2 0 0 23,500
BALTIA AIR LINES INC COM 058823105 8 1,968,333 SH   DFND 16 0 0 1,968,333
BANCFIRST CORP COM 05945F103 10,654 162,792 SH   DFND 2 0 162,792 0
BANCO BRADESCO-ADR ADR 059460303 34,902 3,810,183 SH   DFND 2 0 0 3,810,183
BANCO BRADESCO-ADR ADR 059460303 14,274 1,560,000 SH   DFND 10 0 0 1,560,000
BANCO BRADESCO-ADR ADR 059460303 2 264 SH   DFND 16 0 0 264
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 763 77,310 SH   DFND 2 0 0 77,310
BANCO BILBAO VIZCAYA-SP ADR ADR 05946K101 625 63,117 SH   DFND 16 0 0 63,117
BANCO SANTANDER SA-SPON ADR ADR 05964H105 1,141 162,749 SH   DFND 2 0 0 162,749
BANCO SANTANDER SA-SPON ADR ADR 05964H105 1,485 211,890 SH   DFND 16 0 0 211,890
BANCO SANTANDER-CHILE-ADR ADR 05965X109 60 2,960 SH   DFND 2 0 0 2,960
BANCO SANTANDER-CHILE-ADR ADR 05965X109 11,632 575,000 SH   DFND 10 0 0 575,000
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 130 3,014 SH   DFND 2 0 0 3,014
BANCOLOMBIA S.A.-SPONS ADR ADR 05968L102 18,492 430,122 SH   DFND 10 0 0 430,122
BANCORPSOUTH INC COM 059692103 5,423 210,541 SH   DFND 2 0 210,541 0
BANCORP INC/THE COM 05969A105 4,192 451,656 SH   DFND 2 0 451,656 0
BANC 8 PRF 05990K403 282 10,656 SH   DFND 16 0 0 10,656
BHM TECHNOLOGIES LLC COM 059998948 1 151,041 SH   DFND 2 0 0 151,041
BANK OF AMERICA CORP COM 060505104 740,506 43,508,179 SH   DFND 2 0 40,999,949 2,508,230
BANK OF AMERICA CORP COM 060505104 6,457 379,395 SH   DFND 02,03 0 379,395 0
BANK OF AMERICA CORP COM 060505104 9,911 582,259 SH   DFND 16 0 95,942 486,317
BAC 6 1/2 PRF 060505310 3,039 120,419 SH   DFND 16 0 0 120,419
BAC 6 5/8 PRF 060505344 3,146 123,241 SH   DFND 16 0 0 123,241
BAC 4 PRF 060505583 598 28,329 SH   DFND 16 0 0 28,329
BANK OF AMERICA CORP PRF 060505617 803 31,945 SH   DFND 16 0 0 31,945
BAC 7 1/4 CONV PRF 060505682 35,807 32,200 SH   DFND 2 0 0 32,200
BAC 7 1/4 CONV PRF 060505682 90 81 SH   DFND 16 0 0 81
BANK OF AMERICA CORP PRF 060505740 896 35,157 SH   DFND 16 0 0 35,157
BAC 6.204 PRF 060505831 1,221 48,475 SH   DFND 16 0 0 48,475
BANK OF HAWAII CORP COM 062540109 7,445 111,653 SH   DFND 2 0 111,653 0
BANK OF HAWAII CORP COM 062540109 43 644 SH   DFND 16 0 0 644
BANK OF MONTREAL COM 063671101 62,719 1,058,027 SH   DFND 2 0 1,058,027 0
BANK OF MONTREAL COM 063671101 32 547 SH   DFND 02,03 0 547 0
BANK OF MONTREAL COM 063671101 3,134 52,879 SH   DFND 16 0 30,996 21,883
BANK MUTUAL CORP COM 063750103 11,027 1,437,681 SH   DFND 2 0 1,437,681 0
BANK OF THE OZARKS COM 063904106 34,180 747,117 SH   DFND 2 0 692,117 55,000
BANK OF NEW YORK MELLON CORP COM 064058100 67,030 1,597,065 SH   DFND 2 0 1,584,662 12,403
BANK OF NEW YORK MELLON CORP COM 064058100 545 12,991 SH   DFND 02,03 0 12,991 0
BANK OF NEW YORK MELLON CORP COM 064058100 6,278 147,943 SH   DFND 16 0 132,501 15,442
BK 5.2 PRF 064058209 3,366 140,123 SH   DFND 16 0 0 140,123
BANK OF NOVA SCOTIA COM 064149107 21 398 SH   DFND 2 0 398 0
BANK OF NOVA SCOTIA COM 064149107 680 13,148 SH   DFND 16 0 7,427 5,721
BANK OF CHINA-UNSPN ADR ADR 06426M104 296 17,366 SH   DFND 2 0 0 17,366
BANK OF CHINA-UNSPN ADR ADR 06426M104 4 225 SH   DFND 16 0 0 225
BANKFINANCIAL CORP COM 06643P104 4,584 389,121 SH   DFND 2 0 389,121 0
BANKRATE INC COM 06647F102 1,701 162,150 SH   DFND 2 0 162,150 0
BANKUNITED INC COM 06652K103 25,375 706,215 SH   DFND 2 0 638,152 68,063
BANKUNITED INC COM 06652K103 20,766 578,125 SH   DFND 10 0 578,125 0
BANKUNITED INC COM 06652K103 1,037 28,865 SH   DFND 16 0 26,379 2,486
BANNER CORPORATION COM 06652V208 20,133 420,041 SH   DFND 2 0 420,041 0
BANNER CORPORATION COM 06652V208 4 88 SH   DFND 16 0 0 88
BAOZUN INC-SPN ADR ADR 06684L103 808 75,000 SH   DFND 2 0 225,000 0
BAOZUN INC-SPN ADR ADR 06684L103 2,019 188,047 SH   DFND 10 0 564,141 0
CR BARD INC COM 067383109 32,302 189,239 SH   DFND 2 0 188,378 861
CR BARD INC COM 067383109 146 855 SH   DFND 02,03 0 855 0
CR BARD INC COM 067383109 3,796 22,239 SH   DFND 10 0 0 22,239
CR BARD INC COM 067383109 849 4,976 SH   DFND 16 0 4,449 527
IPATH BLOOMBERG COMMODITY IN COM 06738C778 7,673 264,051 SH   DFND 2 0 0 264,051
IPATH BLOOMBERG COMMODITY IN COM 06738C778 28,924 994,970 SH   DFND 16 0 0 994,970
IPATH S&P GSCI CRUDE OIL TR COM 06738C786 967 80,279 SH   DFND 16 0 0 80,279
IPATH GSCI TOTAL RETURN INDX COM 06738C794 237 11,449 SH   DFND 16 0 0 11,449
BARCLAYS PLC-SPONS ADR ADR 06738E204 8,714 530,008 SH   DFND 2 0 0 530,008
BARCLAYS PLC-SPONS ADR ADR 06738E204 1,224 74,291 SH   DFND 16 0 0 74,291
BACR 6 5/8 PRF 06739F390 1,638 64,460 SH   DFND 16 0 0 64,460
IPATH BLOOMBERG GRAINS SUBIN COM 06739H305 261 6,694 SH   DFND 16 0 0 6,694
IPATH BLOOMBERG COCOA SUBIND COM 06739H313 396 9,335 SH   DFND 16 0 0 9,335
BARCLAYS BANK PLC PRF 06739H362 730 28,070 SH   DFND 16 0 0 28,070
BARCLAYS BANK PLC PRF 06739H511 510 19,693 SH   DFND 16 0 0 19,693
BARCLAYS BANK PLC PRF 06739H776 1,374 52,895 SH   DFND 16 0 0 52,895
BARCLAYS ETN+ DYN VEQTOR COM 06740C337 2,124 14,796 SH   DFND 16 0 0 14,796
BARNES & NOBLE INC COM 067774109 5,736 220,974 SH   DFND 2 0 220,974 0
BARNES & NOBLE INC COM 067774109 1 53 SH   DFND 16 0 0 53
BARNES GROUP INC COM 067806109 22,810 585,006 SH   DFND 2 0 585,006 0
BARRICK GOLD CORP COM 067901108 4,838 453,814 SH   DFND 2 0 453,814 0
BARRICK GOLD CORP COM 067901108 207 19,445 SH   DFND 16 0 376 19,069
BARRACUDA NETWORKS INC COM 068323104 9,500 239,786 SH   DFND 2 0 226,617 13,169
BARRACUDA NETWORKS INC COM 068323104 32 812 SH   DFND 02,03 0 812 0
BILL BARRETT CORP COM 06846N104 13,014 1,515,098 SH   DFND 2 0 1,515,098 0
BASIC ENERGY SERVICES INC COM 06985P100 1,245 164,895 SH   DFND 2 0 164,895 0
BASIC ENERGY SERVICES INC COM 06985P100 1 100 SH   DFND 16 0 0 100
BAXTER INTERNATIONAL INC COM 071813109 207,811 2,971,090 SH   DFND 2 0 2,825,643 145,447
BAXTER INTERNATIONAL INC COM 071813109 1,122 16,053 SH   DFND 02,03 0 16,053 0
BAXTER INTERNATIONAL INC COM 071813109 9,443 135,071 SH   DFND 16 0 32,117 102,954
BAYER AG-SPONSORED ADR ADR 072730302 1,628 11,633 SH   DFND 2 0 0 11,633
BAYER AG-SPONSORED ADR ADR 072730302 2,500 17,734 SH   DFND 16 0 0 17,734
BMW-UNSPONSORED ADR ADR 072743206 448 12,272 SH   DFND 2 0 0 12,272
BMW-UNSPONSORED ADR ADR 072743206 62 1,684 SH   DFND 16 0 0 1,684
BBCN BANCORP INC COM 073295107 5,598 378,557 SH   DFND 2 0 378,557 0
B/E AEROSPACE INC COM 073302101 36,146 658,397 SH   DFND 2 0 658,397 0
B/E AEROSPACE INC COM 073302101 1,913 34,859 SH   DFND 10 0 34,859 0
B/E AEROSPACE INC COM 073302101 262 4,770 SH   DFND 16 0 1,710 3,060
B/E AEROSPACE INC OPT 073302101 2,761 50,300 SH Put DFND 2 0 0 50,300
BEACON ROOFING SUPPLY INC COM 073685109 21,815 656,661 SH   DFND 2 0 601,574 55,087
BEAZER HOMES USA INC COM 07556Q881 19,762 990,570 SH   DFND 2 0 990,570 0
BEAZER HOMES USA INC COM 07556Q881 68 3,410 SH   DFND 16 0 0 3,410
BECTON DICKINSON AND CO COM 075887109 49,874 352,102 SH   DFND 2 0 351,245 857
BECTON DICKINSON AND CO COM 075887109 343 2,423 SH   DFND 02,03 0 2,423 0
BECTON DICKINSON AND CO COM 075887109 1,212 8,560 SH   DFND 16 0 3,405 5,155
BED BATH & BEYOND INC COM 075896100 11,165 161,841 SH   DFND 2 0 161,065 776
BED BATH & BEYOND INC COM 075896100 137 1,981 SH   DFND 02,03 0 1,981 0
BED BATH & BEYOND INC COM 075896100 225 3,262 SH   DFND 16 0 976 2,286
BEL FUSE INC-CL B COM 077347300 1,027 50,093 SH   DFND 2 0 0 50,093
BELDEN INC COM 077454106 52,107 641,489 SH   DFND 2 0 547,438 94,051
BELDEN INC COM 077454106 8 100 SH   DFND 16 0 0 100
BEMIS COMPANY COM 081437105 41,490 921,784 SH   DFND 2 0 889,267 32,517
BEMIS COMPANY COM 081437105 191 4,250 SH   DFND 02,03 0 4,250 0
BEMIS COMPANY COM 081437105 8,510 188,975 SH   DFND 10 0 188,975 0
BEMIS COMPANY COM 081437105 3,989 88,623 SH   DFND 16 0 0 88,623
BENCHMARK ELECTRONICS INC COM 08160H101 17,292 793,927 SH   DFND 2 0 669,499 124,428
BENCHMARK ELECTRONICS INC COM 08160H101 1 38 SH   DFND 16 0 0 38
WR BERKLEY CORP COM 084423102 15,887 305,898 SH   DFND 2 0 305,898 0
WR BERKLEY CORP COM 084423102 323 6,223 SH   DFND 16 0 587 5,636
WRB 5 5/8 04/30/53 PRF 084423409 818 33,800 SH   DFND 16 0 0 33,800
BERKSHIRE HATHAWAY INC-CL A COM 084670108 9,014 44 SH   DFND 2 0 43 1
BERKSHIRE HATHAWAY INC-CL A COM 084670108 819 4 SH   DFND 16 0 0 4
BERKSHIRE HATHAWAY INC-CL B COM 084670702 613,917 4,510,450 SH   DFND 2 0 430 213,003
BERKSHIRE HATHAWAY INC-CL B COM 084670702 6,847 50,302 SH   DFND 02,03 0 5 0
BERKSHIRE HATHAWAY INC-CL B COM 084670702 21,319 156,619 SH   DFND 10 0 7 89,207
BERKSHIRE HATHAWAY INC-CL B COM 084670702 17,055 125,673 SH   DFND 16 0 4 88,100
BERKSHIRE HILLS BANCORP INC COM 084680107 6,376 223,769 SH   DFND 2 0 173,938 49,831
BERRY PLASTICS GROUP INC COM 08579W103 11,850 365,756 SH   DFND 2 0 365,756 0
BERRY PLASTICS GROUP INC COM 08579W103 218 6,745 SH   DFND 16 0 1,739 5,006
Berry Plastics Group Inc OPT 08579W103 2,398 74,000 SH Put DFND 2 0 0 74,000
BEST BUY CO INC COM 086516101 242,043 7,422,063 SH   DFND 2 0 6,047,363 1,374,700
BEST BUY CO INC COM 086516101 333 10,211 SH   DFND 02,03 0 10,211 0
BEST BUY CO INC COM 086516101 31,257 958,504 SH   DFND 10 0 958,504 0
BEST BUY CO INC COM 086516101 9 290 SH   DFND 16 0 0 290
BHP BILLITON LTD-SPON ADR ADR 088606108 8,423 206,908 SH   DFND 2 0 0 206,908
BHP BILLITON LTD-SPON ADR ADR 088606108 1,697 41,681 SH   DFND 16 0 0 41,681
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 1,747 206,212 SH   DFND 2 0 0 206,212
BEZEQ THE ISRAELI-UNSPON ADR ADR 08861Q103 302 35,293 SH   DFND 16 0 0 35,293
BIG 5 SPORTING GOODS CORP COM 08915P101 1,221 85,977 SH   DFND 2 0 85,977 0
BIG LOTS INC COM 089302103 25,320 562,770 SH   DFND 2 0 562,770 0
BIG LOTS INC COM 089302103 14 312 SH   DFND 16 0 0 312
BIGLARI HOLDINGS INC COM 08986R101 8,541 20,642 SH   DFND 2 0 20,642 0
BIGLARI HOLDINGS INC COM 08986R101 3 8 SH   DFND 16 0 0 8
BIO-RAD LABORATORIES-A COM 090572207 23,091 153,324 SH   DFND 2 0 12,796 25,366
BIO-RAD LABORATORIES-A COM 090572207 5 36 SH   DFND 16 0 0 36
BIO-REFERENCE LABS INC COM 09057G602 4,791 116,141 SH   DFND 2 0 116,141 0
BIO-KEY INTERNATIONAL INC COM 09060C200 9 40,000 SH   DFND 16 0 0 40,000
BIODELIVERY SCIENCES INTL COM 09060J106 203 25,480 SH   DFND 2 0 25,480 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 115,178 842,080 SH   DFND 2 0 749,151 92,929
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,198 16,106 SH   DFND 16 0 12,827 3,279
BIOMARIN PHARMACEUTICAL INC CONV BND 09061GAF8 15,018 9,430,000 PRN   DFND 2 0 0 9,430,000
BIOGEN INC COM 09062X103 1,024,341 2,535,877 SH   DFND 2 0 2,409,126 126,751
BIOGEN INC COM 09062X103 14,288 35,370 SH   DFND 02,03 0 35,370 0
BIOGEN INC COM 09062X103 5,330 13,195 SH   DFND 10 0 0 13,195
BIOGEN INC COM 09062X103 11,937 29,545 SH   DFND 16 0 22,043 7,502
BIOMED REALTY TRUST INC COM 09063H107 14,095 728,709 SH   DFND 2 0 728,709 0
BIOMED REALTY TRUST INC COM 09063H107 136 7,039 SH   DFND 16 0 0 7,039
BIODEL INC COM 09064M204 18 17,000 SH   DFND 16 0 0 17,000
BIO-TECHNE CORP COM 09073M104 25,246 256,401 SH   DFND 2 0 231,429 24,972
BIOSPECIFICS TECHNOLOGIES COM 090931106 515 9,971 SH   DFND 16 0 0 9,971
BITAUTO HOLDINGS LTD-ADR ADR 091727107 1,065 20,867 SH   DFND 2 0 20,867 0
BITAUTO HOLDINGS LTD-ADR ADR 091727107 2,049 40,130 SH   DFND 02,10 0 40,130 0
BITAUTO HOLDINGS LTD-ADR ADR 091727107 2,615 51,250 SH   DFND 10 0 43,193 8,057
BITAUTO HOLDINGS LTD-ADR ADR 091727107 10 195 SH   DFND 16 0 0 195
BJ'S RESTAURANTS INC COM 09180C106 4,960 102,360 SH   DFND 2 0 102,360 0
BJ'S RESTAURANTS INC COM 09180C106 5 100 SH   DFND 16 0 0 100
BLACK BOX CORP COM 091826107 5,637 281,843 SH   DFND 2 0 281,843 0
BLACK DRAGON RESOURCE COS IN COM 09202T103 0 10,000 SH   DFND 16 0 0 10,000
BLACK HILLS CORP COM 092113109 5,113 117,141 SH   DFND 2 0 117,141 0
BLACK HILLS CORP COM 092113109 306 7,012 SH   DFND 16 0 6,277 735
BLACK KNIGHT FINANCIAL-CL A COM 09214X100 1,850 59,936 SH   DFND 2 0 59,936 0
BLACKBAUD INC COM 09227Q100 19,848 348,524 SH   DFND 2 0 348,524 0
BLACKBAUD INC COM 09227Q100 6 101 SH   DFND 16 0 0 101
BLACKBERRY LTD COM 09228F103 291 35,551 SH   DFND 16 0 0 35,551
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 11,851 287,655 SH   DFND 2 0 287,655 0
BLACKHAWK NETWORK HOLDINGS I COM 09238E104 8 202 SH   DFND 16 0 0 202
BLACKROCK INVT QUALITY MUNI COM 09247D105 151 10,382 SH   DFND 16 0 0 10,382
BLACKROCK INC COM 09247X101 877,415 2,536,012 SH   DFND 2 0 2,355,907 180,105
BLACKROCK INC COM 09247X101 4,657 13,464 SH   DFND 02,03 0 13,464 0
BLACKROCK INC COM 09247X101 15,406 44,529 SH   DFND 10 0 9,298 35,231
BLACKROCK INC COM 09247X101 20,390 58,857 SH   DFND 16 0 36,815 22,042
BLACKROCK MUNICIPAL INC TRST COM 09248F109 392 29,107 SH   DFND 16 0 0 29,107
BLACKROCK CORE BOND TRUST COM 09249E101 210 16,566 SH   DFND 16 0 0 16,566
BLACKROCK GLOBAL OPP EQTY TR COM 092501105 1,270 92,369 SH   DFND 16 0 0 92,369
BLACKROCK CREDIT ALLOCATION COM 092508100 884 69,189 SH   DFND 16 0 0 69,189
BLACKSTONE GROUP LP/THE LP 09253U108 2,432 59,494 SH   DFND 2 0 11,033 48,461
BLACKSTONE GROUP LP/THE LP 09253U108 226,401 5,543,532 SH   DFND 10 0 5,502,144 41,388
BLACKSTONE GROUP LP/THE LP 09253U108 26,103 636,936 SH   DFND 16 0 9,936 627,000
BLACKROCK MUNIENHANCED FUND COM 09253Y100 140 12,618 SH   DFND 16 0 0 12,618
BLACKROCK MUNIHOLDINGS NY QU COM 09255C106 184 13,557 SH   DFND 16 0 0 13,557
BLACKROCK DEBT STRATEGIES FD COM 09255R103 92 25,457 SH   DFND 16 0 0 25,457
BLACKROCK FLOAT RT INCOME ST COM 09255X100 1,131 83,661 SH   DFND 16 0 0 83,661
BLACKSTONE/GSO STRATEGIC C COM 09257R101 2,287 146,297 SH   DFND 2 0 146,297 0
BLACKSTONE MORTGAGE TRU-CL A COM 09257W100 1,199 43,093 SH   DFND 16 0 3,557 39,536
BLACKSTONE MORTGAGE TRUST INC CONV BND 09257WAA8 19,330 18,595,000 PRN   DFND 2 0 0 18,595,000
BLACKROCK SCIENCE & TECH TR COM 09258G104 233 13,200 SH   DFND 16 0 0 13,200
H&R BLOCK INC COM 093671105 22,651 763,702 SH   DFND 2 0 763,702 0
H&R BLOCK INC COM 093671105 95 3,190 SH   DFND 02,03 0 3,190 0
H&R BLOCK INC COM 093671105 949 32,018 SH   DFND 16 0 27,487 4,531
BLOOMIN' BRANDS INC COM 094235108 15,325 717,821 SH   DFND 2 0 675,321 42,500
BLOOMIN' BRANDS INC COM 094235108 2 102 SH   DFND 16 0 0 102
BLUCORA INC COM 095229100 3,117 192,989 SH   DFND 2 0 192,989 0
BLUCORA INC COM 095229100 153 9,477 SH   DFND 16 0 0 9,477
BLUE NILE INC COM 09578R103 2,337 76,894 SH   DFND 2 0 76,894 0
BLUE NILE INC COM 09578R103 1 18 SH   DFND 16 0 0 18
BLUEBIRD BIO INC COM 09609G100 16,846 100,059 SH   DFND 2 0 98,879 1,180
BLUEBIRD BIO INC COM 09609G100 46 274 SH   DFND 02,03 0 274 0
BLUEBIRD BIO INC COM 09609G100 1,091 6,480 SH   DFND 16 0 0 6,480
BLUEPRINT MEDICINES CORP COM 09627Y109 2,906 109,669 SH   DFND 2 0 101,869 7,800
BLUEPRINT MEDICINES CORP COM 09627Y109 2,288 86,427 SH   DFND 10 0 86,427 0
BOB EVANS FARMS COM 096761101 7,160 140,246 SH   DFND 2 0 140,246 0
BOB EVANS FARMS COM 096761101 8 152 SH   DFND 16 0 0 152
Bob Evans Farms Inc/DE OPT 096761101 3,441 67,400 SH Put DFND 2 0 0 67,400
BOEING CO/THE COM 097023105 536,813 3,869,771 SH   DFND 2 0 3,370,035 499,736
BOEING CO/THE COM 097023105 1,102 7,949 SH   DFND 02,03 0 7,949 0
BOEING CO/THE COM 097023105 3,191 23,006 SH   DFND 10 0 23,006 0
BOEING CO/THE COM 097023105 22,250 159,554 SH   DFND 16 0 86,363 73,191
BOINGO WIRELESS INC COM 09739C102 1,496 181,080 SH   DFND 2 0 181,080 0
BOISE CASCADE CO COM 09739D100 19,187 523,107 SH   DFND 2 0 503,107 20,000
BOISE CASCADE CO COM 09739D100 8,459 230,614 SH   DFND 10 0 230,614 0
BOISE CASCADE CO COM 09739D100 41 1,125 SH   DFND 16 0 0 1,125
BONANZA CREEK ENERGY INC COM 097793103 4,593 251,653 SH   DFND 2 0 251,538 115
BOOT BARN HOLDINGS INC COM 099406100 4,301 134,426 SH   DFND 2 0 134,426 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 2,856 113,160 SH   DFND 2 0 113,160 0
BOOZ ALLEN HAMILTON HOLDINGS COM 099502106 8 321 SH   DFND 16 0 0 321
BORGWARNER INC COM 099724106 5,880 103,443 SH   DFND 2 0 103,181 262
BORGWARNER INC COM 099724106 149 2,619 SH   DFND 02,03 0 2,619 0
BORGWARNER INC COM 099724106 1,069 18,798 SH   DFND 16 0 17,203 1,595
BOSTON BEER COMPANY INC-A COM 100557107 7,016 30,243 SH   DFND 2 0 30,243 0
BOSTON BEER COMPANY INC-A COM 100557107 93 402 SH   DFND 16 0 0 402
BOSTON PRIVATE FINL HOLDING COM 101119105 5,227 389,830 SH   DFND 2 0 389,830 0
BOSTON PRIVATE FINL HOLDING COM 101119105 7 500 SH   DFND 16 0 0 500
BOSTON PROPERTIES INC COM 101121101 23,312 192,438 SH   DFND 2 0 192,438 0
BOSTON PROPERTIES INC COM 101121101 215 1,780 SH   DFND 02,03 0 1,780 0
BOSTON PROPERTIES INC COM 101121101 122 1,008 SH   DFND 10 0 1,008 0
BOSTON PROPERTIES INC COM 101121101 1,282 10,593 SH   DFND 16 0 9,144 1,449
BOSTON SCIENTIFIC CORP COM 101137107 28,224 1,594,504 SH   DFND 2 0 1,594,504 0
BOSTON SCIENTIFIC CORP COM 101137107 275 15,521 SH   DFND 02,03 0 15,521 0
BOSTON SCIENTIFIC CORP COM 101137107 707 39,825 SH   DFND 16 0 30,076 9,749
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 11,469 412,414 SH   DFND 2 0 412,414 0
BOTTOMLINE TECHNOLOGIES (DE) COM 101388106 6 200 SH   DFND 16 0 0 200
BOTTOMLINE TECHNOLOGIES INC CONV BND 101388AA4 6,683 6,030,000 PRN   DFND 2 0 0 6,030,000
BOTTOMLINE TECHNOLOGIES INC CONV BND 101388AA4 4 4,000 PRN   DFND 16 0 0 4,000
BOYD GAMING CORP COM 103304101 5,802 388,030 SH   DFND 2 0 388,030 0
BOYD GAMING CORP COM 103304101 15 1,020 SH   DFND 16 0 0 1,020
BRADY CORPORATION - CL A COM 104674106 7,308 295,384 SH   DFND 2 0 0 295,384
BRAMBLES LTD-SPONSORED ADR ADR 105105209 91 5,585 SH   DFND 2 0 0 5,585
BRAMBLES LTD-SPONSORED ADR ADR 105105209 584 35,920 SH   DFND 16 0 0 35,920
BRANDYWINE REALTY TRUST COM 105368203 27,172 2,046,165 SH   DFND 2 0 1,929,865 116,300
BRANDYWINE REALTY TRUST COM 105368203 16 1,206 SH   DFND 16 0 0 1,206
BRF SA-ADR ADR 10552T107 190 9,099 SH   DFND 2 0 0 9,099
BRF SA-ADR ADR 10552T107 7,430 355,514 SH   DFND 10 0 0 355,514
BRF SA-ADR ADR 10552T107 22 1,040 SH   DFND 16 0 0 1,040
BREEZE-EASTERN CORP COM 106764103 202 17,600 SH   DFND 16 0 0 17,600
BREITBURN ENERGY PARTNERS LP LP 106776107 79 16,524 SH   DFND 16 0 0 16,524
BRIDGE BANCORP INC COM 108035106 3,072 115,110 SH   DFND 2 0 115,110 0
BRIDGEPOINT EDUCATION INC COM 10807M105 5,939 621,250 SH   DFND 2 0 405,058 216,192
BRIDGESTONE CORP-UNSPONS ADR ADR 108441205 328 17,720 SH   DFND 2 0 0 17,720
BRIDGESTONE CORP-UNSPONS ADR ADR 108441205 250 13,544 SH   DFND 16 0 0 13,544
BRIGGS & STRATTON COM 109043109 4,121 213,950 SH   DFND 2 0 213,950 0
BRIGGS & STRATTON COM 109043109 56 2,906 SH   DFND 16 0 0 2,906
BRIGHT HORIZONS FAMILY SOLUT COM 109194100 1,890 32,705 SH   DFND 2 0 32,705 0
BRIGHTCOVE COM 10921T101 87 12,710 SH   DFND 16 0 0 12,710
BRINKER INTERNATIONAL INC COM 109641100 11,210 194,441 SH   DFND 2 0 194,441 0
BRINKER INTERNATIONAL INC COM 109641100 16 285 SH   DFND 16 0 0 285
BRINK'S CO/THE COM 109696104 11,041 375,180 SH   DFND 2 0 375,180 0
BRINK'S CO/THE COM 109696104 6 200 SH   DFND 16 0 0 200
BRISTOL-MYERS SQUIBB CO COM 110122108 1,106,490 16,628,867 SH   DFND 2 0 15,723,083 905,784
BRISTOL-MYERS SQUIBB CO COM 110122108 14,519 218,202 SH   DFND 02,03 0 218,202 0
BRISTOL-MYERS SQUIBB CO COM 110122108 119,561 1,797,880 SH   DFND 10 0 1,797,880 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,004 255,556 SH   DFND 16 0 62,027 193,529
BRISTOW GROUP INC COM 110394103 13,024 244,356 SH   DFND 2 0 244,256 100
BRISTOW GROUP INC COM 110394103 126 2,369 SH   DFND 16 0 2,047 322
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,050 9,699 SH   DFND 2 0 0 9,699
BRITISH AMERICAN TOB-SP ADR ADR 110448107 1,836 16,960 SH   DFND 16 0 0 16,960
BRIXMOR PROPERTY GROUP INC COM 11120U105 18,157 785,011 SH   DFND 2 0 783,686 1,325
BROADCOM CORP-CL A COM 111320107 779,867 15,145,972 SH   DFND 2 0 14,682,028 463,944
BROADCOM CORP-CL A COM 111320107 3,556 69,077 SH   DFND 02,03 0 69,077 0
BROADCOM CORP-CL A COM 111320107 10,649 206,802 SH   DFND 10 0 0 206,802
BROADCOM CORP-CL A COM 111320107 486 9,455 SH   DFND 16 0 3,837 5,618
BROADSOFT INC COM 11133B409 15,429 446,293 SH   DFND 2 0 437,733 8,560
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 18,135 362,593 SH   DFND 2 0 362,593 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 1,024 26,070 SH   DFND 16 0 23,081 2,989
BROCADE COMMUNICATIONS SYS COM 111621306 1,143 96,157 SH   DFND 2 0 96,157 0
BROCADE COMMUNICATIONS SYS COM 111621306 241 20,249 SH   DFND 16 0 19,505 744
BROOKDALE SENIOR LIVING INC COM 112463104 758 21,834 SH   DFND 2 0 21,438 396
BROOKDALE SENIOR LIVING INC COM 112463104 24 706 SH   DFND 02,03 0 706 0
BROOKDALE SENIOR LIVING INC COM 112463104 445 12,821 SH   DFND 16 0 10,629 2,192
BROOKFIELD ASSET MANAGE-CL A COM 112585104 209 5,970 SH   DFND 2 0 5,970 0
BROOKFIELD ASSET MANAGE-CL A COM 112585104 223 6,384 SH   DFND 16 0 0 6,384
BROOKFIELD HIGH INCOME FUND COM 11272P102 113 13,812 SH   DFND 16 0 0 13,812
BROOKLINE BANCORP INC COM 11373M107 14,195 1,257,278 SH   DFND 2 0 1,257,278 0
BROOKLINE BANCORP INC COM 11373M107 128 11,368 SH   DFND 16 0 0 11,368
BROOKS AUTOMATION INC COM 114340102 13,219 1,154,490 SH   DFND 2 0 1,154,490 0
BROWN & BROWN INC COM 115236101 9,287 282,621 SH   DFND 2 0 282,621 0
BROWN & BROWN INC COM 115236101 5 150 SH   DFND 16 0 0 150
BROWN-FORMAN CORP-CLASS A COM 115637100 1,171 10,484 SH   DFND 2 0 10,435 49
BROWN-FORMAN CORP-CLASS A COM 115637100 274 2,457 SH   DFND 16 0 0 2,457
BROWN-FORMAN CORP-CLASS B COM 115637209 33,884 338,163 SH   DFND 2 0 0 338,163
BROWN-FORMAN CORP-CLASS B COM 115637209 181 1,808 SH   DFND 02,03 0 0 1,808
BROWN-FORMAN CORP-CLASS B COM 115637209 187 1,871 SH   DFND 16 0 0 1,871
BRUKER CORP COM 116794108 5,698 279,172 SH   DFND 2 0 190,437 88,735
BRUKER CORP COM 116794108 23 1,172 SH   DFND 16 0 1,151 21
BRUNSWICK CORP COM 117043109 12,173 239,328 SH   DFND 2 0 239,328 0
BRUNSWICK CORP COM 117043109 210 4,141 SH   DFND 16 0 3,444 697
BRYN MAWR BANK CORP COM 117665109 21,517 713,425 SH   DFND 2 0 577,422 136,003
BRYN MAWR BANK CORP COM 117665109 4 117 SH   DFND 16 0 0 117
B2GOLD CORP COM 11777Q209 3,020 1,974,100 SH   DFND 2 0 1,974,100 0
BUCKEYE PARTNERS LP LP 118230101 89 1,210 SH   DFND 2 0 1,210 0
BUCKEYE PARTNERS LP LP 118230101 645 8,726 SH   DFND 16 0 0 8,726
BUCKLE INC/THE COM 118440106 24,194 528,579 SH   DFND 2 0 466,952 61,627
BUCKLE INC/THE COM 118440106 186 4,108 SH   DFND 16 0 3,533 575
BUFFALO WILD WINGS INC COM 119848109 7,419 47,350 SH   DFND 2 0 47,350 0
BUFFALO WILD WINGS INC COM 119848109 9,633 61,495 SH   DFND 10 0 61,495 0
BUFFALO WILD WINGS INC COM 119848109 242 1,546 SH   DFND 16 0 0 1,546
BUILD-A-BEAR WORKSHOP INC COM 120076104 2,239 139,950 SH   DFND 2 0 139,950 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,957 152,472 SH   DFND 2 0 152,472 0
BUILDERS FIRSTSOURCE INC COM 12008R107 6 500 SH   DFND 16 0 0 500
BUNZL PLC -SPONS ADR ADR 120738406 172 6,193 SH   DFND 2 0 0 6,193
BUNZL PLC -SPONS ADR ADR 120738406 1,364 49,318 SH   DFND 16 0 0 49,318
BURLINGTON STORES INC COM 122017106 24,043 469,583 SH   DFND 2 0 469,583 0
BURLINGTON STORES INC COM 122017106 30 584 SH   DFND 16 0 584 0
CAI INTERNATIONAL INC COM 12477X106 2,838 137,879 SH   DFND 2 0 137,879 0
CAI INTERNATIONAL INC COM 12477X106 210 10,298 SH   DFND 16 0 10,134 164
CBIZ INC COM 124805102 126 13,040 SH   DFND 2 0 13,040 0
CBL & ASSOCIATES PROPERTIES COM 124830100 13,813 852,273 SH   DFND 2 0 845,623 6,650
CBL & ASSOCIATES PROPERTIES COM 124830100 85 5,214 SH   DFND 16 0 2,698 2,516
CBS CORP-CLASS B NON VOTING COM 124857202 239,643 4,317,570 SH   DFND 2 0 0 4,317,570
CBS CORP-CLASS B NON VOTING COM 124857202 2,542 45,790 SH   DFND 02,03 0 0 45,790
CBS CORP-CLASS B NON VOTING COM 124857202 6,924 124,750 SH   DFND 10 0 0 124,750
CBS CORP-CLASS B NON VOTING COM 124857202 711 12,819 SH   DFND 16 0 0 12,819
CBOE HOLDINGS INC COM 12503M108 35,034 612,260 SH   DFND 2 0 610,235 2,025
CBOE HOLDINGS INC COM 12503M108 526 9,199 SH   DFND 16 0 8,952 247
CBRE CLARION GL R/E INCOME F COM 12504G100 1,364 173,811 SH   DFND 16 0 0 173,811
CBRE GROUP INC - A COM 12504L109 61,932 1,673,809 SH   DFND 2 0 1,667,886 5,923
CBRE GROUP INC - A COM 12504L109 392 10,592 SH   DFND 02,03 0 10,592 0
CBRE GROUP INC - A COM 12504L109 1,154 31,190 SH   DFND 16 0 21,075 10,115
CDI CORP COM 125071100 1,196 91,974 SH   DFND 2 0 91,974 0
CDK GLOBAL INC COM 12508E101 22,788 422,147 SH   DFND 2 0 421,463 684
CDK GLOBAL INC COM 12508E101 165 3,069 SH   DFND 16 0 194 2,875
CEB INC COM 125134106 17,948 206,153 SH   DFND 2 0 197,333 8,820
CEB INC COM 125134106 49 568 SH   DFND 02,03 0 568 0
CEB INC COM 125134106 9 100 SH   DFND 16 0 0 100
CDW CORP/DE COM 12514G108 16 470 SH   DFND 2 0 470 0
CDW CORP/DE COM 12514G108 51 1,482 SH   DFND 02,03 0 1,482 0
CDW CORP/DE COM 12514G108 139 4,078 SH   DFND 16 0 2,434 1,644
CF INDUSTRIES HOLDINGS INC COM 125269100 14,741 229,334 SH   DFND 2 0 221,159 8,175
CF INDUSTRIES HOLDINGS INC COM 125269100 175 2,730 SH   DFND 02,03 0 2,730 0
CF INDUSTRIES HOLDINGS INC COM 125269100 846 13,165 SH   DFND 10 0 13,165 0
CF INDUSTRIES HOLDINGS INC COM 125269100 909 14,136 SH   DFND 16 0 740 13,396
C.H. ROBINSON WORLDWIDE INC COM 12541W209 167,087 2,678,101 SH   DFND 2 0 2,049,101 629,000
C.H. ROBINSON WORLDWIDE INC COM 12541W209 106 1,693 SH   DFND 02,03 0 1,693 0
C.H. ROBINSON WORLDWIDE INC COM 12541W209 35 563 SH   DFND 16 0 0 563
CIGNA CORP COM 125509109 349,973 2,160,328 SH   DFND 2 0 2,037,721 122,607
CIGNA CORP COM 125509109 3,232 19,952 SH   DFND 02,03 0 19,952 0
CIGNA CORP COM 125509109 34,894 215,493 SH   DFND 10 0 163,829 51,664
CIGNA CORP COM 125509109 7,265 45,059 SH   DFND 16 0 35,484 9,574
CIT GROUP INC COM 125581801 16,995 365,516 SH   DFND 2 0 361,084 4,432
CIT GROUP INC COM 125581801 1,428 30,717 SH   DFND 16 0 22,251 8,466
CLECO CORPORATION COM 12561W105 8,191 152,095 SH   DFND 2 0 152,095 0
CLECO CORPORATION COM 12561W105 17 220 SH   DFND 16 0 0 220
CK HUTCHISON HOLDIN-UNSP ADR ADR 12562Y100 1,950 60,862 SH   DFND 2 0 0 60,862
CK HUTCHISON HOLDIN-UNSP ADR ADR 12562Y100 612 26,451 SH   DFND 16 0 0 26,451
CME GROUP INC COM 12572Q105 163,638 1,758,439 SH   DFND 2 0 1,736,654 21,785
CME GROUP INC COM 12572Q105 419 4,496 SH   DFND 02,03 0 4,496 0
CME GROUP INC COM 12572Q105 177,536 1,908,794 SH   DFND 10 0 1,908,794 0
CME GROUP INC COM 12572Q105 140 1,502 SH   DFND 16 0 0 1,502
CMS ENERGY CORP COM 125896100 121,328 3,810,450 SH   DFND 2 0 3,801,723 8,727
CMS ENERGY CORP COM 125896100 386 12,130 SH   DFND 02,03 0 12,130 0
CMS ENERGY CORP COM 125896100 301 9,459 SH   DFND 16 0 4,387 5,072
CNA FINANCIAL CORP COM 126117100 2,584 67,654 SH   DFND 2 0 67,654 0
CNOOC LTD-SPON ADR ADR 126132109 507 3,484 SH   DFND 2 0 0 3,484
CNOOC LTD-SPON ADR ADR 126132109 3,621 25,517 SH   DFND 10 0 0 25,517
CNOOC LTD-SPON ADR ADR 126132109 929 6,547 SH   DFND 16 0 0 6,547
CPFL ENERGIA SA-ADR ADR 126153105 115 9,403 SH   DFND 2 0 0 9,403
CPFL ENERGIA SA-ADR ADR 126153105 3,528 287,974 SH   DFND 10 0 0 287,974
CPFL ENERGIA SA-ADR ADR 126153105 15 1,236 SH   DFND 16 0 0 1,236
CNO FINANCIAL GROUP INC COM 12621E103 56,854 3,098,216 SH   DFND 2 0 2,735,969 362,247
CNO FINANCIAL GROUP INC COM 12621E103 15,327 835,276 SH   DFND 10 0 835,276 0
CNO FINANCIAL GROUP INC COM 12621E103 6 321 SH   DFND 16 0 0 321
CRH PLC-SPONSORED ADR ADR 12626K203 396 14,102 SH   DFND 2 0 0 14,102
CRH PLC-SPONSORED ADR ADR 12626K203 5 193 SH   DFND 16 0 0 193
CSG SYSTEMS INTL INC COM 126349109 11,982 378,450 SH   DFND 2 0 378,450 0
CSG SYSTEMS INTL INC COM 126349109 241 7,406 SH   DFND 16 0 0 7,406
CSL LTD-SPONSORED ADR ADR 12637N204 221 6,663 SH   DFND 2 0 0 6,663
CSL LTD-SPONSORED ADR ADR 12637N204 12 360 SH   DFND 16 0 0 360
CSX CORP COM 126408103 148,215 4,539,480 SH   DFND 2 0 4,279,081 260,399
CSX CORP COM 126408103 374 11,440 SH   DFND 02,03 0 11,440 0
CSX CORP COM 126408103 6,361 194,826 SH   DFND 16 0 0 194,826
CST BRANDS INC COM 12646R105 11,403 291,927 SH   DFND 2 0 291,642 285
CST BRANDS INC COM 12646R105 0 1 SH   DFND 10 0 1 0
CST BRANDS INC COM 12646R105 85 2,180 SH   DFND 16 0 0 2,180
CTS CORP COM 126501105 9,884 512,908 SH   DFND 2 0 396,084 116,824
CVB FINANCIAL CORP COM 126600105 8,204 465,841 SH   DFND 2 0 465,841 0
CVR PARTNERS LP LP 126633106 132 10,430 SH   DFND 16 0 0 10,430
CVS HEALTH CORP COM 126650100 1,759,103 16,772,487 SH   DFND 2 0 15,702,870 1,069,617
CVS HEALTH CORP COM 126650100 16,289 155,300 SH   DFND 02,03 0 155,300 0
CVS HEALTH CORP COM 126650100 238,709 2,276,603 SH   DFND 10 0 2,084,726 191,877
CVS HEALTH CORP COM 126650100 26,875 255,962 SH   DFND 16 0 157,731 98,231
CYS INVESTMENTS INC COM 12673A108 2,364 305,652 SH   DFND 2 0 305,652 0
CYS INVESTMENTS INC COM 12673A108 81 10,446 SH   DFND 16 0 0 10,446
CA INC COM 12673P105 47,976 1,637,982 SH   DFND 2 0 1,636,502 1,480
CA INC COM 12673P105 107 3,663 SH   DFND 02,03 0 3,663 0
CA INC COM 12673P105 561 19,239 SH   DFND 16 0 16,585 2,654
CABELA'S INC COM 126804301 35,299 706,278 SH   DFND 2 0 704,724 1,554
CABELA'S INC COM 126804301 135 2,700 SH   DFND 02,03 0 2,700 0
CABELA'S INC COM 126804301 9,295 186,093 SH   DFND 10 0 186,093 0
CABELA'S INC COM 126804301 21 417 SH   DFND 16 0 0 417
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 1,864 77,840 SH   DFND 2 0 77,840 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 61 2,552 SH   DFND 02,03 0 2,552 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 142 5,930 SH   DFND 16 0 0 5,930
CABOT CORP COM 127055101 5,984 160,478 SH   DFND 2 0 160,478 0
CABOT CORP COM 127055101 125 3,352 SH   DFND 16 0 1,164 2,188
CABOT OIL & GAS CORP COM 127097103 504,914 16,008,653 SH   DFND 2 0 14,959,412 1,049,241
CABOT OIL & GAS CORP COM 127097103 9,374 297,231 SH   DFND 02,03 0 297,231 0
CABOT OIL & GAS CORP COM 127097103 139 4,419 SH   DFND 02,10 0 4,419 0
CABOT OIL & GAS CORP COM 127097103 66,383 2,104,751 SH   DFND 10 0 2,104,751 0
CABOT OIL & GAS CORP COM 127097103 2,840 90,357 SH   DFND 16 0 79,628 10,729
CABOT MICROELECTRONICS CORP COM 12709P103 5,850 124,174 SH   DFND 2 0 124,174 0
CABOT MICROELECTRONICS CORP COM 12709P103 102 2,159 SH   DFND 16 0 1,999 160
CACI INTERNATIONAL INC -CL A COM 127190304 26,937 333,037 SH   DFND 2 0 331,845 1,192
CACI INTERNATIONAL INC -CL A COM 127190304 11 137 SH   DFND 16 0 0 137
CADENCE DESIGN SYS INC COM 127387108 16,886 858,866 SH   DFND 2 0 858,866 0
CADENCE DESIGN SYS INC COM 127387108 11,434 581,893 SH   DFND 10 0 581,893 0
CADENCE DESIGN SYS INC COM 127387108 30 1,545 SH   DFND 16 0 0 1,545
CAL DIVE INTERNATIONAL INC COM 12802T101 0 20,625 SH   DFND 16 0 0 20,625
CAL DIVE INTERNATIONAL INC CONV BND 12802TAB7 180 1,749,000 PRN   DFND 2 0 0 1,749,000
CAL-MAINE FOODS INC COM 128030202 15,068 288,681 SH   DFND 2 0 288,681 0
CAL-MAINE FOODS INC COM 128030202 35 665 SH   DFND 16 0 0 665
CALAMOS CVT AND HIGH INCOME COM 12811P108 1,378 103,703 SH   DFND 16 0 0 103,703
CALAMOS ASSET MANAGEMENT-A COM 12811R104 1,355 110,617 SH   DFND 2 0 110,617 0
CALAMOS ASSET MANAGEMENT-A COM 12811R104 142 11,624 SH   DFND 16 0 0 11,624
CALAMOS DYNAMIC CONVERTIBLE COM 12811V105 211 9,324 SH   DFND 16 0 0 9,324
CALAMOS STRAT TOT RETURN FD COM 128125101 601 54,792 SH   DFND 16 0 0 54,792
CALAMP CORP COM 128126109 3,104 170,009 SH   DFND 2 0 170,009 0
CALAMP CORP COM 128126109 318 17,415 SH   DFND 16 0 0 17,415
CALAVO GROWERS INC COM 128246105 3,770 72,612 SH   DFND 2 0 72,612 0
CALAVO GROWERS INC COM 128246105 3 65 SH   DFND 16 0 0 65
CALERES INC COM 129500104 14,439 454,349 SH   DFND 2 0 454,349 0
CALGON CARBON CORP COM 129603106 4,831 249,250 SH   DFND 2 0 249,250 0
CALGON CARBON CORP COM 129603106 19 1,017 SH   DFND 16 0 17 1,001
CALIFORNIA RESOURCES CORP COM 13057Q107 4,925 815,461 SH   DFND 2 0 815,461 0
CALIFORNIA RESOURCES CORP COM 13057Q107 205 33,940 SH   DFND 16 0 0 33,940
CALIX INC COM 13100M509 15,850 2,082,945 SH   DFND 2 0 2,082,945 0
CALLAWAY GOLF COMPANY COM 131193104 10,519 1,176,658 SH   DFND 2 0 992,622 184,036
CALLAWAY GOLF COMPANY COM 131193104 0 12 SH   DFND 16 0 0 12
CALLIDUS SOFTWARE INC COM 13123E500 2,261 145,148 SH   DFND 2 0 145,148 0
CALLON PETROLEUM CO COM 13123X102 8,606 1,034,361 SH   DFND 2 0 1,034,361 0
CALLON PETROLEUM CO COM 13123X102 10 1,250 SH   DFND 16 0 0 1,250
CALPINE CORP COM 131347304 1,930 107,266 SH   DFND 2 0 107,266 0
CALPINE CORP COM 131347304 264 14,636 SH   DFND 16 0 13,881 755
CALUMET SPECIALTY PRODUCTS LP 131476103 269 10,581 SH   DFND 16 0 0 10,581
CALPINE CORP - ESCROW 4 COM 131ESC9C1 0 29,236,000 SH   DFND 2 0 29,236,000 0
CAMBREX CORP COM 132011107 8,882 202,133 SH   DFND 2 0 202,133 0
CAMBREX CORP COM 132011107 2,390 54,382 SH   DFND 16 0 0 54,382
CAMDEN PROPERTY TRUST COM 133131102 48,051 646,800 SH   DFND 2 0 645,558 1,242
CAMDEN PROPERTY TRUST COM 133131102 186 2,500 SH   DFND 02,03 0 2,500 0
CAMDEN PROPERTY TRUST COM 133131102 672 9,043 SH   DFND 16 0 8,214 829
CAMECO CORP COM 13321L108 835 58,376 SH   DFND 2 0 58,376 0
CAMECO CORP COM 13321L108 923 64,779 SH   DFND 16 0 46,583 18,196
CAMERON INTERNATIONAL CORP COM 13342B105 75,538 1,442,376 SH   DFND 2 0 1,436,603 5,773
CAMERON INTERNATIONAL CORP COM 13342B105 418 7,987 SH   DFND 02,03 0 7,987 0
CAMERON INTERNATIONAL CORP COM 13342B105 55,271 1,055,204 SH   DFND 10 0 1,038,793 16,411
CAMERON INTERNATIONAL CORP COM 13342B105 730 13,935 SH   DFND 16 0 1,427 12,508
CAMPBELL SOUP CO COM 134429109 3,402 71,381 SH   DFND 2 0 70,596 785
CAMPBELL SOUP CO COM 134429109 98 2,054 SH   DFND 02,03 0 2,054 0
CAMPBELL SOUP CO COM 134429109 400 8,197 SH   DFND 16 0 0 8,197
CANADIAN ENERGY SERVICES & T COM 13566W108 732 130,796 SH   DFND 16 0 0 130,796
CANADIAN NATL RAILWAY CO COM 136375102 10,462 181,166 SH   DFND 2 0 181,166 0
CANADIAN NATL RAILWAY CO COM 136375102 2,122 36,758 SH   DFND 16 0 4,493 32,265
CANADIAN NATURAL RESOURCES COM 136385101 144,850 5,333,224 SH   DFND 2 0 4,962,235 370,989
CANADIAN NATURAL RESOURCES COM 136385101 1,462 53,801 SH   DFND 02,03 0 53,801 0
CANADIAN NATURAL RESOURCES COM 136385101 583 21,494 SH   DFND 16 0 9,548 11,946
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 90,205 562,960 SH   DFND 2 0 560,384 2,576
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,622 10,189 SH   DFND 16 0 4,201 5,988
CANON INC-SPONS ADR ADR 138006309 796 24,573 SH   DFND 2 0 0 24,573
CANON INC-SPONS ADR ADR 138006309 167 5,148 SH   DFND 16 0 0 5,148
CANTEL MEDICAL CORP COM 138098108 17,655 328,963 SH   DFND 2 0 328,963 0
CANTEL MEDICAL CORP COM 138098108 273 5,085 SH   DFND 16 0 2,756 2,329
CAPGEMINI SA - UNSPONSOR ADR ADR 139098107 99 2,243 SH   DFND 2 0 0 2,243
CAPGEMINI SA - UNSPONSOR ADR ADR 139098107 257 5,777 SH   DFND 16 0 0 5,777
CAPELLA EDUCATION CO COM 139594105 10,779 200,877 SH   DFND 2 0 193,577 7,300
CAPELLA EDUCATION CO COM 139594105 1 12 SH   DFND 16 0 0 12
CAPITAL CITY BANK GROUP INC COM 139674105 6,938 454,395 SH   DFND 2 0 454,395 0
CAPITAL BANK FINANCIAL-CL A COM 139794101 758 26,085 SH   DFND 2 0 26,085 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 380,897 4,329,865 SH   DFND 2 0 3,400,697 929,168
CAPITAL ONE FINANCIAL CORP COM 14040H105 557 6,330 SH   DFND 02,03 0 6,330 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 186,081 2,115,984 SH   DFND 10 0 2,079,157 36,827
CAPITAL ONE FINANCIAL CORP COM 14040H105 3,476 39,724 SH   DFND 16 0 17,374 22,350
COF 6 PRF 14040H402 2,952 119,761 SH   DFND 16 0 0 119,761
COF 6 1/4 PRF 14040H600 1,024 49,971 SH   DFND 16 0 0 49,971
COF 6.7 PRF 14040H709 1,882 81,549 SH   DFND 16 0 0 81,549
CAPITAL SOUTHWEST CORP COM 140501107 5,357 107,296 SH   DFND 2 0 107,296 0
CAPSTEAD MORTGAGE CORP COM 14067E506 7,474 673,245 SH   DFND 2 0 673,245 0
CAPSTEAD MORTGAGE CORP COM 14067E506 23 2,063 SH   DFND 16 0 0 2,063
CARBO CERAMICS INC COM 140781105 7,734 185,776 SH   DFND 2 0 184,696 1,080
CARBO CERAMICS INC COM 140781105 2 54 SH   DFND 16 0 0 54
CARDINAL FINANCIAL CORP COM 14149F109 3,297 151,282 SH   DFND 2 0 151,282 0
CARDINAL HEALTH INC COM 14149Y108 408,881 4,887,680 SH   DFND 2 0 4,643,087 244,593
CARDINAL HEALTH INC COM 14149Y108 3,161 37,789 SH   DFND 02,03 0 37,789 0
CARDINAL HEALTH INC COM 14149Y108 8,684 103,809 SH   DFND 10 0 0 103,809
CARDINAL HEALTH INC COM 14149Y108 1,787 21,402 SH   DFND 16 0 11,018 10,384
CARDIOVASCULAR SYSTEMS INC COM 141619106 2,988 112,974 SH   DFND 2 0 112,974 0
CARDTRONICS INC COM 14161H108 7,842 211,675 SH   DFND 2 0 211,675 0
CARDTRONICS INC COM 14161H108 508 13,739 SH   DFND 16 0 4,932 8,807
CAREER EDUCATION CORP COM 141665109 930 281,973 SH   DFND 2 0 281,973 0
CARETRUST REIT INC COM 14174T107 1,666 131,456 SH   DFND 2 0 131,456 0
CARLISLE COS INC COM 142339100 142,595 1,424,245 SH   DFND 2 0 1,422,420 1,825
CARLISLE COS INC COM 142339100 363 3,625 SH   DFND 02,03 0 3,625 0
CARLISLE COS INC COM 142339100 875 9,044 SH   DFND 16 0 7,768 1,276
CARLSBERG AS-B-SPON ADR ADR 142795202 225 12,408 SH   DFND 2 0 0 12,408
CARLSBERG AS-B-SPON ADR ADR 142795202 959 52,578 SH   DFND 16 0 0 52,578
CARLYLE GROUP/THE LP 14309L102 714 25,370 SH   DFND 16 0 0 25,370
CARMAX INC COM 143130102 5,952 89,911 SH   DFND 2 0 89,911 0
CARMAX INC COM 143130102 160 2,422 SH   DFND 02,03 0 2,422 0
CARMAX INC COM 143130102 472 7,131 SH   DFND 16 0 2,966 4,165
CARMIKE CINEMAS INC COM 143436400 10,324 388,884 SH   DFND 2 0 266,808 122,076
CARNIVAL CORP COM 143658300 10,168 205,859 SH   DFND 2 0 205,859 0
CARNIVAL CORP COM 143658300 258 5,219 SH   DFND 02,03 0 5,219 0
CARNIVAL CORP COM 143658300 1,046 21,183 SH   DFND 16 0 5,160 16,023
CARNIVAL PLC-ADR ADR 14365C103 2,868 55,930 SH   DFND 2 0 0 55,930
CARNIVAL PLC-ADR ADR 14365C103 6 110 SH   DFND 16 0 0 110
CARPENTER TECHNOLOGY COM 144285103 13,824 357,410 SH   DFND 2 0 331,185 26,225
CARPENTER TECHNOLOGY COM 144285103 171 4,414 SH   DFND 16 0 0 4,414
CARREFOUR SA-SP ADR ADR 144430204 208 32,346 SH   DFND 2 0 0 32,346
CARREFOUR SA-SP ADR ADR 144430204 3 451 SH   DFND 16 0 0 451
CARRIZO OIL & GAS INC COM 144577103 27,405 556,565 SH   DFND 2 0 500,845 55,720
CARRIZO OIL & GAS INC COM 144577103 31 623 SH   DFND 02,03 0 623 0
CARRIZO OIL & GAS INC COM 144577103 69 1,396 SH   DFND 16 0 0 1,396
CARTER'S INC COM 146229109 14,937 140,520 SH   DFND 2 0 138,939 1,581
CARTER'S INC COM 146229109 1,571 14,777 SH   DFND 16 0 13,769 1,008
CASCADE BANCORP COM 147154207 7,735 1,493,439 SH   DFND 2 0 1,493,439 0
CASCADE BANCORP COM 147154207 0 10 SH   DFND 16 0 0 10
CASELLA WASTE SYSTEMS INC-A COM 147448104 58 10,390 SH   DFND 2 0 10,390 0
CASELLA WASTE SYSTEMS INC-A COM 147448104 45 8,000 SH   DFND 16 0 0 8,000
CASEY'S GENERAL STORES INC COM 147528103 32,488 339,345 SH   DFND 2 0 314,218 25,127
CASEY'S GENERAL STORES INC COM 147528103 190 1,979 SH   DFND 16 0 947 1,032
CASH AMERICA INTL INC COM 14754D100 14,109 538,720 SH   DFND 2 0 538,720 0
CASH AMERICA INTL INC COM 14754D100 73 2,790 SH   DFND 16 0 2,527 263
CASTLE (A.M.) & CO COM 148411101 524 84,834 SH   DFND 2 0 84,834 0
CATALENT INC COM 148806102 44,308 1,510,676 SH   DFND 2 0 1,407,107 103,569
CATALENT INC COM 148806102 52 1,758 SH   DFND 02,03 0 1,758 0
CATALENT INC COM 148806102 17,416 593,813 SH   DFND 10 0 593,813 0
CATAMARAN CORP COM 148887102 3,351 54,857 SH   DFND 2 0 54,855 2
CATAMARAN CORP COM 148887102 1,338 21,801 SH   DFND 16 0 17,944 3,857
Catamaran Corp OPT 148887102 67 1,100 SH Call DFND 2 0 0 1,100
Catamaran Corp OPT 148887102 31 500 SH Put DFND 2 0 0 500
CATERPILLAR INC COM 149123101 27,440 323,509 SH   DFND 2 0 321,121 2,388
CATERPILLAR INC COM 149123101 593 6,993 SH   DFND 02,03 0 6,993 0
CATERPILLAR INC COM 149123101 3,613 42,595 SH   DFND 16 0 0 42,595
CATHAY GENERAL BANCORP COM 149150104 17,274 532,303 SH   DFND 2 0 495,303 37,000
CATO CORP-CLASS A COM 149205106 13,263 342,198 SH   DFND 2 0 342,198 0
CATO CORP-CLASS A COM 149205106 693 17,878 SH   DFND 16 0 0 17,878
CAVCO INDUSTRIES INC COM 149568107 10,489 139,033 SH   DFND 2 0 139,033 0
CAVIUM INC COM 14964U108 60,730 882,554 SH   DFND 2 0 869,950 12,604
CAVIUM INC COM 14964U108 7,432 108,004 SH   DFND 10 0 104,204 3,800
CAVIUM INC COM 14964U108 6 92 SH   DFND 16 0 0 92
CEDAR REALTY TRUST INC COM 150602209 2,458 384,031 SH   DFND 2 0 384,031 0
CEDAR REALTY TRUST INC COM 150602209 9 1,400 SH   DFND 16 0 0 1,400
CELADON GROUP INC COM 150838100 2,658 128,512 SH   DFND 2 0 128,512 0
CELADON GROUP INC COM 150838100 92 4,458 SH   DFND 16 0 0 4,458
CELANESE CORP-SERIES A COM 150870103 36,659 510,009 SH   DFND 2 0 510,009 0
CELANESE CORP-SERIES A COM 150870103 2,195 30,532 SH   DFND 16 0 0 30,532
CELESTICA INC COM 15101Q108 2,516 216,123 SH   DFND 2 0 216,123 0
CELGENE CORP COM 151020104 1,151,691 9,951,090 SH   DFND 2 0 9,181,836 769,254
CELGENE CORP COM 151020104 15,044 129,992 SH   DFND 02,03 0 129,992 0
CELGENE CORP COM 151020104 67,189 580,569 SH   DFND 10 0 498,939 81,630
CELGENE CORP COM 151020104 10,022 86,619 SH   DFND 16 0 23,113 63,506
CELLDEX THERAPEUTICS INC COM 15117B103 7,624 302,257 SH   DFND 2 0 294,787 7,470
CELLDEX THERAPEUTICS INC COM 15117B103 126 5,006 SH   DFND 16 0 6 5,000
CEMEX SAB-SPONS ADR PART CER ADR 151290889 23,650 2,581,833 SH   DFND 2 0 0 2,581,833
CEMEX SAB-SPONS ADR PART CER ADR 151290889 13,038 1,423,402 SH   DFND 02,10 0 0 1,423,402
CEMEX SAB-SPONS ADR PART CER ADR 151290889 37,887 4,140,725 SH   DFND 10 0 0 4,140,725
CEMEX SAB-SPONS ADR PART CER ADR 151290889 56 6,083 SH   DFND 16 0 0 6,083
CEMEX SAB DE CV CONV BND 151290BQ5 13,950 13,310,000 PRN   DFND 2 0 0 13,310,000
CEMPRA INC COM 15130J109 1,169 34,006 SH   DFND 2 0 34,006 0
CEMPRA INC COM 15130J109 21 625 SH   DFND 16 0 0 625
CENTENE CORP COM 15135B101 58,001 721,414 SH   DFND 2 0 718,893 2,521
CENTENE CORP COM 15135B101 8,535 106,202 SH   DFND 10 0 106,202 0
CENTENE CORP COM 15135B101 10,267 127,680 SH   DFND 16 0 114,811 12,869
CENOVUS ENERGY INC COM 15135U109 1,812 113,160 SH   DFND 2 0 112,778 382
CENOVUS ENERGY INC COM 15135U109 28 1,756 SH   DFND 16 0 0 1,756
CENTERPOINT ENERGY INC COM 15189T107 20,335 1,068,586 SH   DFND 2 0 1,068,586 0
CENTERPOINT ENERGY INC COM 15189T107 95 4,982 SH   DFND 02,03 0 4,982 0
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CENTERSTATE BANKS INC COM 15201P109 6,396 473,368 SH   DFND 2 0 473,368 0
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CENTRAL GARDEN AND PET CO-A COM 153527205 2,249 197,063 SH   DFND 2 0 0 197,063
CENTRAL PACIFIC FINANCIAL CO COM 154760409 7,545 317,652 SH   DFND 2 0 317,652 0
CENTRAL PACIFIC FINANCIAL CO COM 154760409 8 353 SH   DFND 16 0 0 353
CENTRICA PLC-SP ADR ADR 15639K300 188 10,974 SH   DFND 2 0 0 10,974
CENTURY ALUMINUM COMPANY COM 156431108 5,946 570,203 SH   DFND 2 0 570,203 0
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CENTURY COMMUNITIES INC COM 156504300 8,263 410,543 SH   DFND 2 0 269,904 140,639
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CEPHEID INC COM 15670R107 8,865 144,964 SH   DFND 2 0 144,964 0
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CEVA INC COM 157210105 3,256 167,562 SH   DFND 2 0 167,562 0
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CHARTER COMMUNICATIONS INC OPT 16117M305 2,072 12,100 SH Put DFND 2 0 0 12,100
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CHECKPOINT SYSTEMS INC COM 162825103 6,801 668,130 SH   DFND 2 0 668,130 0
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CHENIERE ENERGY PARTNERS LP LP 16411Q101 93 3,025 SH   DFND 2 0 3,025 0
CHENIERE ENERGY PARTNERS LP LP 16411Q101 137 4,451 SH   DFND 16 0 0 4,451
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CHK 5 CONV PRF 165167826 4,298 56,000 SH   DFND 2 0 0 56,000
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CHICAGO BRIDGE & IRON CO NV COM 167250109 779 15,557 SH   DFND 2 0 12,520 3,037
CHICAGO BRIDGE & IRON CO NV COM 167250109 1,481 29,610 SH   DFND 16 0 7,371 22,239
CHICO'S FAS INC COM 168615102 13,701 823,842 SH   DFND 2 0 823,842 0
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CHILDREN'S PLACE INC/THE COM 168905107 10,699 163,738 SH   DFND 10 0 163,738 0
CHILDREN'S PLACE INC/THE COM 168905107 8 120 SH   DFND 16 0 0 120
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CHINA BIOLOGIC PRODUCTS INC COM 16938C106 13,483 117,078 SH   DFND 2 0 116,071 1,007
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 3,765 32,692 SH   DFND 02,10 0 32,692 0
CHINA BIOLOGIC PRODUCTS INC COM 16938C106 32 280 SH   DFND 16 0 0 280
CHINA LIFE INSURANCE CO-ADR ADR 16939P106 709 32,581 SH   DFND 2 0 0 32,581
CHINA LIFE INSURANCE CO-ADR ADR 16939P106 2 105 SH   DFND 16 0 0 105
CHINA SOUTHERN AIR-SPONS ADR ADR 169409109 219 3,754 SH   DFND 2 0 0 3,754
CHINA MOBILE LTD-SPON ADR ADR 16941M109 11,550 180,052 SH   DFND 2 0 0 180,052
CHINA MOBILE LTD-SPON ADR ADR 16941M109 5,815 90,732 SH   DFND 02,10 0 0 90,732
CHINA MOBILE LTD-SPON ADR ADR 16941M109 852 13,297 SH   DFND 10 0 0 13,297
CHINA MOBILE LTD-SPON ADR ADR 16941M109 6,980 108,916 SH   DFND 16 0 0 108,916
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 405 4,627 SH   DFND 2 0 0 4,627
CHINA PETROLEUM & CHEM-ADR ADR 16941R108 11 133 SH   DFND 16 0 0 133
CHINA UNICOM HONG KONG-ADR ADR 16945R104 122 7,785 SH   DFND 2 0 0 7,785
CHINA UNICOM HONG KONG-ADR ADR 16945R104 208 13,261 SH   DFND 10 0 0 13,261
CHINA UNICOM HONG KONG-ADR ADR 16945R104 26 1,675 SH   DFND 16 0 0 1,675
CHINACACHE INTERNAT-SPON ADR ADR 16950M107 1 113 SH   DFND 2 0 1,808 0
CHINACACHE INTERNAT-SPON ADR ADR 16950M107 396 31,671 SH   DFND 10 0 126,672 23,754
CHIPOTLE MEXICAN GRILL INC COM 169656105 72,318 119,536 SH   DFND 2 0 118,339 1,197
CHIPOTLE MEXICAN GRILL INC COM 169656105 218 360 SH   DFND 02,03 0 360 0
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CHOICE HOTELS INTL INC COM 169905106 2,752 50,718 SH   DFND 2 0 50,718 0
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CHUBB CORP COM 171232101 6,731 71,104 SH   DFND 16 0 60,071 11,033
CHUNGHWA TELECOM LT-SPON ADR ADR 17133Q106 468 14,677 SH   DFND 10 0 0 14,677
CHURCH & DWIGHT CO INC COM 171340102 29,197 359,891 SH   DFND 2 0 359,891 0
CHURCH & DWIGHT CO INC COM 171340102 1,400 17,249 SH   DFND 16 0 11,274 5,975
CHUY'S HOLDINGS INC COM 171604101 4,723 176,289 SH   DFND 2 0 161,139 15,150
CIBER INC COM 17163B102 1,163 337,202 SH   DFND 2 0 337,202 0
CIBER INC COM 17163B102 0 129 SH   DFND 16 0 0 129
CIELO SA-SPONSORED ADR ADR 171778202 182 12,856 SH   DFND 2 0 0 12,856
CIELO SA-SPONSORED ADR ADR 171778202 270 19,060 SH   DFND 16 0 0 19,060
CIENA CORP COM 171779309 7,382 311,728 SH   DFND 2 0 308,078 3,650
CIENA CORP COM 171779309 29 1,225 SH   DFND 16 0 0 1,225
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CIENA CORP CONV BND 171779AK7 13,579 9,660,000 PRN   DFND 2 0 0 9,660,000
CIMAREX ENERGY CO COM 171798101 47,691 432,346 SH   DFND 2 0 431,175 1,171
CIMAREX ENERGY CO COM 171798101 348 3,155 SH   DFND 02,03 0 3,155 0
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CINCINNATI BELL INC COM 171871106 3,819 999,550 SH   DFND 2 0 999,550 0
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CINEMARK HOLDINGS INC COM 17243V102 65,126 1,621,241 SH   DFND 2 0 1,587,055 34,186
CINEMARK HOLDINGS INC COM 17243V102 85 2,125 SH   DFND 02,03 0 2,125 0
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CIRCOR INTERNATIONAL INC COM 17273K109 4,414 80,956 SH   DFND 2 0 80,956 0
CIRRUS LOGIC INC COM 172755100 11,913 350,071 SH   DFND 2 0 350,071 0
CIRRUS LOGIC INC COM 172755100 68 1,985 SH   DFND 16 0 0 1,985
CISCO SYSTEMS INC COM 17275R102 1,323,961 48,214,094 SH   DFND 2 0 44,625,665 3,588,429
CISCO SYSTEMS INC COM 17275R102 1,969 71,682 SH   DFND 02,03 0 71,682 0
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CISCO SYSTEMS INC COM 17275R102 28,339 1,033,170 SH   DFND 16 0 765,898 267,272
CIRTRAN CORP COM 17276F206 0 200,000 SH   DFND 16 0 0 200,000
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CINTAS CORP COM 172908105 93 1,095 SH   DFND 02,03 0 1,095 0
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CITIGROUP INC COM 172967424 1,339,125 24,242,076 SH   DFND 2 0 21,457,231 2,784,845
CITIGROUP INC COM 172967424 7,194 130,242 SH   DFND 02,03 0 130,242 0
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CITI TRENDS INC COM 17306X102 7,217 298,245 SH   DFND 2 0 298,245 0
C 7 7/8 10/30/40 PRF 173080201 57,928 2,231,438 SH   DFND 2 0 0 2,231,438
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CITIZENS FINANCIAL GROUP COM 174610105 4,761 174,313 SH   DFND 2 0 174,313 0
CITIZENS FINANCIAL GROUP COM 174610105 410 14,944 SH   DFND 16 0 13,376 1,568
CITRIX SYSTEMS INC COM 177376100 50,797 724,002 SH   DFND 2 0 724,002 0
CITRIX SYSTEMS INC COM 177376100 130 1,854 SH   DFND 02,03 0 1,854 0
CITRIX SYSTEMS INC COM 177376100 459 6,548 SH   DFND 16 0 5,118 1,430
CITY HOLDING CO COM 177835105 4,065 82,533 SH   DFND 2 0 82,533 0
CITY HOLDING CO COM 177835105 88 1,792 SH   DFND 16 0 0 1,792
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CLARCOR INC COM 179895107 9,113 146,419 SH   DFND 2 0 146,419 0
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GUGGENHEIM BULLET 2022 CORP COM 18383M258 516 25,000 SH   DFND 16 0 0 25,000
GUGGENHEIM BULLET 2021 COR COM 18383M266 521 25,000 SH   DFND 16 0 0 25,000
GUGGENHEIM BULLETSHARES 2019 COM 18383M373 280 11,121 SH   DFND 16 0 0 11,121
GUGGENHEIM BULLETSHARES 2018 COM 18383M381 657 25,371 SH   DFND 16 0 0 25,371
GUGGENHEIM BULLETSHARES 2017 COM 18383M399 2,821 106,797 SH   DFND 16 0 0 106,797
GUGGENHEIM BULLETSHARES 2016 COM 18383M415 2,773 105,425 SH   DFND 16 0 0 105,425
GUGGENHEIM BULLETSHARES 2015 COM 18383M423 258 9,918 SH   DFND 16 0 0 9,918
GUGGENHEIM MULTI-ASSET INCOM COM 18383M506 810 38,580 SH   DFND 16 0 0 38,580
GUGGENHEIM BULLETSHARES 2020 COM 18383M514 728 34,304 SH   DFND 16 0 0 34,304
GUGGENHEIM BULLETSHARES 2019 COM 18383M522 1,695 80,462 SH   DFND 16 0 0 80,462
GUGGENHEIM BULLETSHARES 2018 COM 18383M530 1,964 92,391 SH   DFND 16 0 0 92,391
GUGGENHEIM BULLETSHARES 2017 COM 18383M548 2,541 101,767 SH   DFND 16 0 0 101,767
GUGGENHEIM BULLETSHARES 2016 COM 18383M555 2,088 93,978 SH   DFND 16 0 0 93,978
GUGGENHEIM BULLETSHARES 2015 COM 18383M563 1,237 57,129 SH   DFND 16 0 0 57,129
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GUGGENHEIM RAYMOND JAMES SB- COM 18383M613 430 11,727 SH   DFND 16 0 0 11,727
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COHEN & STEERS QUAL INC RLTY COM 19247L106 1,049 98,087 SH   DFND 16 0 0 98,087
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COHU INC COM 192576106 2,106 159,182 SH   DFND 2 0 159,182 0
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COLGATE-PALMOLIVE CO COM 194162103 27,112 414,522 SH   DFND 2 0 414,050 472
COLGATE-PALMOLIVE CO COM 194162103 644 9,847 SH   DFND 02,03 0 9,847 0
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COLGATE-PALMOLIVE CO COM 194162103 3,736 57,092 SH   DFND 16 0 8,570 48,522
COLONIAL BANCGROUP INC COM 195493309 0 21,027 SH   DFND 16 0 0 21,027
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COLUMBIA BANKING SYSTEM INC COM 197236102 20,615 633,517 SH   DFND 2 0 633,517 0
COLUMBIA SELECT LARGE CAP VA COM 19761R109 2,281 50,022 SH   DFND 02,05 0 0 50,022
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DANAHER CORP COM 235851102 1,340 15,658 SH   DFND 16 0 7,720 7,939
DANONE-SPONS ADR ADR 23636T100 105,342 8,134,564 SH   DFND 2 0 0 8,134,564
DANONE-SPONS ADR ADR 23636T100 11 883 SH   DFND 16 0 0 883
DARDEN RESTAURANTS INC COM 237194105 280,915 3,952,095 SH   DFND 2 0 2,862,665 1,089,430
DARDEN RESTAURANTS INC COM 237194105 103 1,455 SH   DFND 02,03 0 1,455 0
DARDEN RESTAURANTS INC COM 237194105 1,073 15,097 SH   DFND 16 0 829 14,268
DARLING INGREDIENTS INC COM 237266101 13,260 904,471 SH   DFND 2 0 904,471 0
DASSAULT SYSTEMES S-SPON ADR ADR 237545108 76 1,045 SH   DFND 2 0 0 1,045
DASSAULT SYSTEMES S-SPON ADR ADR 237545108 224 3,064 SH   DFND 16 0 0 3,064
DAVE & BUSTER'S ENTERTAINMEN COM 238337109 24,137 668,800 SH   DFND 2 0 626,800 42,000
DAVIDE CAMPARI-MI-UNSPON ADR ADR 23857W105 1 171 SH   DFND 2 0 0 171
DAVIDE CAMPARI-MI-UNSPON ADR ADR 23857W105 288 74,604 SH   DFND 16 0 0 74,604
DAVITA HEALTHCARE PARTNERS I COM 23918K108 34,719 436,885 SH   DFND 2 0 435,697 1,188
DAVITA HEALTHCARE PARTNERS I COM 23918K108 158 1,989 SH   DFND 02,03 0 1,989 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 2,495 31,400 SH   DFND 10 0 31,400 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 351 4,414 SH   DFND 16 0 229 4,185
DAWSON GEOPHYSICAL CO COM 239360100 3,686 784,288 SH   DFND 2 0 784,288 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 18,114 288,477 SH   DFND 2 0 288,477 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 0 8 SH   DFND 16 0 8 0
DEAN FOODS CO COM 242370203 28,551 1,765,743 SH   DFND 2 0 1,765,743 0
DEAN FOODS CO COM 242370203 17 1,040 SH   DFND 16 0 0 1,040
DECKERS OUTDOOR CORP COM 243537107 20,307 282,162 SH   DFND 2 0 279,854 2,308
DECKERS OUTDOOR CORP COM 243537107 377 5,250 SH   DFND 16 0 4,909 341
DEERE & CO COM 244199105 24,229 249,094 SH   DFND 2 0 249,080 14
DEERE & CO COM 244199105 375 3,865 SH   DFND 02,03 0 3,865 0
DEERE & CO COM 244199105 1,417 14,543 SH   DFND 16 0 616 13,927
DELEK US HOLDINGS INC COM 246647101 31,538 856,525 SH   DFND 2 0 808,525 48,000
DELEK US HOLDINGS INC COM 246647101 129 3,491 SH   DFND 02,10 0 3,491 0
DELEK US HOLDINGS INC COM 246647101 12 325 SH   DFND 16 0 0 325
DELTA AIR LINES INC COM 247361702 271,486 6,608,727 SH   DFND 2 0 5,526,425 1,082,302
DELTA AIR LINES INC COM 247361702 391 9,510 SH   DFND 02,03 0 9,510 0
DELTA AIR LINES INC COM 247361702 3,755 91,362 SH   DFND 16 0 30,668 60,694
DELTIC TIMBER CORP COM 247850100 3,573 52,827 SH   DFND 2 0 52,827 0
DENBURY RESOURCES INC COM 247916208 12,943 2,035,083 SH   DFND 2 0 2,035,083 0
DENBURY RESOURCES INC COM 247916208 22 3,382 SH   DFND 16 0 0 3,382
DELUXE CORP COM 248019101 55,094 888,612 SH   DFND 2 0 825,102 63,510
DELUXE CORP COM 248019101 1,049 16,935 SH   DFND 16 0 2,829 14,106
DEMANDWARE INC COM 24802Y105 7,278 102,390 SH   DFND 2 0 102,390 0
DEMANDWARE INC COM 24802Y105 77 1,080 SH   DFND 16 0 828 252
DENNY'S CORP COM 24869P104 6,970 600,276 SH   DFND 2 0 441,982 158,294
DENSO CORPORATION-UNSPON ADR ADR 24872B100 271 10,892 SH   DFND 2 0 0 10,892
DENSO CORPORATION-UNSPON ADR ADR 24872B100 4 147 SH   DFND 16 0 0 147
DENTSPLY INTERNATIONAL INC COM 249030107 14,598 283,136 SH   DFND 2 0 283,136 0
DENTSPLY INTERNATIONAL INC COM 249030107 83 1,615 SH   DFND 02,03 0 1,615 0
DENTSPLY INTERNATIONAL INC COM 249030107 104 2,024 SH   DFND 16 0 0 2,024
DEPOMED INC COM 249908104 6,076 283,145 SH   DFND 2 0 283,145 0
DEPOMED INC COM 249908104 11 500 SH   DFND 16 0 0 500
DESTINATION MATERNITY CORP COM 25065D100 5,419 464,675 SH   DFND 2 0 332,503 132,172
DESTINATION XL GROUP INC COM 25065K104 53 10,605 SH   DFND 2 0 10,605 0
DB 6.55 PRF 25153X208 2,972 112,942 SH   DFND 16 0 0 112,942
DEUTSCHE BOERSE AG-UNSPN ADR ADR 251542106 277 33,441 SH   DFND 2 0 0 33,441
DEUTSCHE BOERSE AG-UNSPN ADR ADR 251542106 535 64,462 SH   DFND 16 0 0 64,462
DEUTSCHE BK CONTGNT CAP TR TR PFD PRF 25154A108 483 17,842 SH   DFND 16 0 0 17,842
DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 546 31,618 SH   DFND 2 0 0 31,618
DEUTSCHE TELEKOM AG-SPON ADR ADR 251566105 23 1,339 SH   DFND 16 0 0 1,339
DEUTSCHE POST AG-SPON ADR ADR 25157Y202 269 9,187 SH   DFND 2 0 0 9,187
DEUTSCHE POST AG-SPON ADR ADR 25157Y202 144 4,840 SH   DFND 16 0 0 4,840
DEUTSCHE STRATEGIC MUNICIPAL COM 25159F102 154 11,927 SH   DFND 16 0 0 11,927
DEUTSCHE MULTI-MARKET INCOME COM 25160E102 82 10,122 SH   DFND 16 0 0 10,122
DEUTSCHE STRATEGIC INCOME TR COM 25160F109 314 28,287 SH   DFND 16 0 0 28,287
DEVON ENERGY CORP COM 25179M103 51,865 871,840 SH   DFND 2 0 870,850 990
DEVON ENERGY CORP COM 25179M103 266 4,477 SH   DFND 02,03 0 4,477 0
DEVON ENERGY CORP COM 25179M103 406 6,833 SH   DFND 02,10 0 6,833 0
DEVON ENERGY CORP COM 25179M103 5,675 95,579 SH   DFND 16 0 62,329 33,250
DEVRY EDUCATION GROUP INC COM 251893103 4,471 149,149 SH   DFND 2 0 145,496 3,653
DEVRY EDUCATION GROUP INC COM 251893103 10 337 SH   DFND 16 0 0 337
DB MAND EXCH NOTE 14.37 SAB LN PRF 25190H265 47,550 923,660 SH   DFND 2 0 0 923,660
DB MAND EXCH NOTE 14.37 SAB LN PRF 25190H265 38 740 SH   DFND 02,03 0 0 740
DB MAND EXCH NOTE 5.37 DOW PRF 25190H281 48,855 968,320 SH   DFND 2 0 0 968,320
DB MAND EXCH NOTE 5.37 DOW PRF 25190H281 34 680 SH   DFND 02,03 0 0 680
DB MAND EXCH NOTE 5.0 AGN PRF 25190H323 53,718 179,160 SH   DFND 2 0 0 179,160
DB MAND EXCH NOTE 5.0 AGN PRF 25190H323 42 140 SH   DFND 02,03 0 0 140
DB MAND EXCH NOTE 4.0 DVN PRF 25190H505 67,551 1,144,080 SH   DFND 2 0 0 1,144,080
DB MAND EXCH NOTE 4.0 DVN PRF 25190H505 54 920 SH   DFND 02,03 0 0 920
DEXCOM INC COM 252131107 48,211 602,803 SH   DFND 2 0 601,813 990
DEXCOM INC COM 252131107 43 539 SH   DFND 02,03 0 539 0
DEXCOM INC COM 252131107 799 9,988 SH   DFND 16 0 0 9,988
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 218,234 1,880,664 SH   DFND 2 0 0 1,880,664
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 2,269 19,556 SH   DFND 02,03 0 0 19,556
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 7,015 60,454 SH   DFND 10 0 0 60,454
DIAGEO PLC-SPONSORED ADR ADR 25243Q205 3,057 26,350 SH   DFND 16 0 0 26,350
DIAMOND FOODS INC COM 252603105 3,917 124,818 SH   DFND 2 0 124,818 0
DIAMOND FOODS INC COM 252603105 50 1,200 SH   DFND 16 0 0 1,200
DIAMOND OFFSHORE DRILLING COM 25271C102 633 24,483 SH   DFND 2 0 24,483 0
DIAMOND OFFSHORE DRILLING COM 25271C102 20 777 SH   DFND 02,03 0 777 0
DIAMOND OFFSHORE DRILLING COM 25271C102 493 19,100 SH   DFND 16 0 15,393 3,707
DIAMOND RESORTS INTERNATIONA COM 25272T104 1,445 45,791 SH   DFND 2 0 45,791 0
DIAMONDROCK HOSPITALITY CO COM 252784301 12,908 1,007,520 SH   DFND 2 0 1,007,511 9
DIAMONDBACK ENERGY INC COM 25278X109 13,358 177,202 SH   DFND 2 0 132,326 44,876
DIAMONDBACK ENERGY INC COM 25278X109 82 1,084 SH   DFND 02,03 0 1,084 0
DIAMONDBACK ENERGY INC COM 25278X109 804 10,656 SH   DFND 16 0 8,988 1,668
DICK'S SPORTING GOODS INC COM 253393102 12,713 245,556 SH   DFND 2 0 245,556 0
DICK'S SPORTING GOODS INC COM 253393102 532 10,266 SH   DFND 16 0 6,141 4,125
DIEBOLD INC COM 253651103 5,564 158,986 SH   DFND 2 0 158,986 0
DIEBOLD INC COM 253651103 20 575 SH   DFND 16 0 0 575
DIGI INTERNATIONAL INC COM 253798102 5,296 554,595 SH   DFND 2 0 554,595 0
DIGITAL REALTY TRUST INC COM 253868103 53,527 802,709 SH   DFND 2 0 505,304 297,405
DIGITAL REALTY TRUST INC COM 253868103 4,385 65,819 SH   DFND 16 0 49,951 15,868
DLR 7 PRF 253868707 472 18,471 SH   DFND 16 0 0 18,471
DLR 6 5/8 PRF 253868806 353 13,938 SH   DFND 16 0 0 13,938
DLR 7 3/8 PRF 253868871 407 15,114 SH   DFND 16 0 0 15,114
DLR 5 7/8 PRF 253868889 430 18,153 SH   DFND 16 0 0 18,153
DIGITALGLOBE INC COM 25389M877 208 7,490 SH   DFND 2 0 7,490 0
DIGITALGLOBE INC COM 25389M877 11 410 SH   DFND 16 0 0 410
DIME COMMUNITY BANCSHARES COM 253922108 10,324 609,323 SH   DFND 2 0 468,045 141,278
DILLARDS INC-CL A COM 254067101 2,104 19,994 SH   DFND 2 0 18,532 1,462
DILLARDS INC-CL A COM 254067101 46 442 SH   DFND 16 0 0 442
DINEEQUITY INC COM 254423106 13,262 133,771 SH   DFND 2 0 132,187 1,584
DIODES INC COM 254543101 18,954 786,135 SH   DFND 2 0 786,135 0
DIPLOMAT PHARMACY INC COM 25456K101 7,605 169,960 SH   DFND 2 0 159,474 10,486
DIPLOMAT PHARMACY INC COM 25456K101 45 1,012 SH   DFND 02,03 0 1,012 0
DIPLOMAT PHARMACY INC COM 25456K101 4 100 SH   DFND 16 0 0 100
DIREXION NASDAQ-100 EQ WEIGH COM 25459Y207 228 3,497 SH   DFND 16 0 0 3,497
DIREXION ALL CAP INSIDER SEN COM 25459Y769 319 4,502 SH   DFND 16 0 0 4,502
WALT DISNEY CO/THE COM 254687106 528,678 4,631,847 SH   DFND 2 0 4,340,258 291,589
WALT DISNEY CO/THE COM 254687106 2,064 18,080 SH   DFND 02,03 0 18,080 0
WALT DISNEY CO/THE COM 254687106 15,078 132,104 SH   DFND 02,10 0 132,104 0
WALT DISNEY CO/THE COM 254687106 292,109 2,560,353 SH   DFND 10 0 2,538,730 21,623
WALT DISNEY CO/THE COM 254687106 28,931 253,526 SH   DFND 16 0 18,788 234,738
DISCOVER FINANCIAL SERVICES COM 254709108 35,306 612,735 SH   DFND 2 0 612,200 535
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DISCOVER FINANCIAL SERVICES COM 254709108 1,043 18,113 SH   DFND 10 0 18,113 0
DISCOVER FINANCIAL SERVICES COM 254709108 10,240 177,847 SH   DFND 16 0 6,030 171,817
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DISCOVERY COMMUNICATIONS-A COM 25470F104 58 1,729 SH   DFND 02,03 0 1,729 0
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DISCOVERY COMMUNICATIONS-C COM 25470F302 94 3,019 SH   DFND 02,03 0 0 3,019
DISCOVERY COMMUNICATIONS-C COM 25470F302 436 13,997 SH   DFND 16 0 0 13,997
DISH NETWORK CORP-A COM 25470M109 150,198 2,218,258 SH   DFND 2 0 2,217,349 909
DISH NETWORK CORP-A COM 25470M109 120 1,775 SH   DFND 02,03 0 1,775 0
DISH NETWORK CORP-A COM 25470M109 3,828 56,541 SH   DFND 10 0 56,541 0
DISH NETWORK CORP-A COM 25470M109 61 897 SH   DFND 16 0 0 897
DISH NETWORK CORP OPT 25470M109 1,706 25,200 SH Put DFND 2 0 0 25,200
DIRECTV COM 25490A309 138,721 1,495,006 SH   DFND 2 0 1,484,286 10,720
DIRECTV COM 25490A309 540 5,820 SH   DFND 02,03 0 5,820 0
DIRECTV COM 25490A309 1,171 12,624 SH   DFND 10 0 7,000 5,624
DIRECTV COM 25490A309 236 2,543 SH   DFND 16 0 0 2,543
DIVERSIFIED RESTAURANT HOLDI COM 25532M105 5,380 1,446,061 SH   DFND 2 0 1,068,897 377,164
DOCTOR REDDY'S LAB-ADR ADR 256135203 809 14,617 SH   DFND 2 0 0 14,617
DOCTOR REDDY'S LAB-ADR ADR 256135203 19 335 SH   DFND 16 0 0 335
DOLLAR GENERAL CORP COM 256677105 60,067 772,537 SH   DFND 2 0 770,866 1,671
DOLLAR GENERAL CORP COM 256677105 267 3,438 SH   DFND 02,03 0 3,438 0
DOLLAR GENERAL CORP COM 256677105 544 6,992 SH   DFND 16 0 2,071 4,921
DOLLAR TREE INC COM 256746108 154,092 1,950,760 SH   DFND 2 0 1,939,991 10,769
DOLLAR TREE INC COM 256746108 188 2,386 SH   DFND 02,03 0 2,386 0
DOLLAR TREE INC COM 256746108 4,251 53,866 SH   DFND 16 0 40,857 13,009
DOMINION MIDSTREAM PARTNERS LP 257454108 504 13,158 SH   DFND 16 0 0 13,158
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D 6 07/01/16 CONV PRF 25746U885 10,664 198,100 SH   DFND 2 0 0 198,100
DOMINO'S PIZZA INC COM 25754A201 42,930 378,574 SH   DFND 2 0 373,106 5,468
DOMINO'S PIZZA INC COM 25754A201 64 568 SH   DFND 02,03 0 568 0
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DOMTAR CORP COM 257559203 7,558 182,578 SH   DFND 2 0 182,578 0
DOMTAR CORP COM 257559203 2,546 61,947 SH   DFND 16 0 61,121 826
DONALDSON CO INC COM 257651109 19,054 532,200 SH   DFND 2 0 532,120 80
DONALDSON CO INC COM 257651109 96 2,683 SH   DFND 16 0 8 2,675
RR DONNELLEY & SONS CO COM 257867101 77,150 4,426,249 SH   DFND 2 0 4,425,174 1,075
RR DONNELLEY & SONS CO COM 257867101 44 2,530 SH   DFND 02,03 0 2,530 0
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DOVER CORP COM 260003108 70,598 1,005,973 SH   DFND 2 0 1,003,497 2,476
DOVER CORP COM 260003108 175 2,488 SH   DFND 02,03 0 2,488 0
DOVER CORP COM 260003108 183 2,615 SH   DFND 16 0 388 2,227
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DOW CHEMICAL CO/THE COM 260543103 642 12,545 SH   DFND 02,03 0 12,545 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 162 2,219 SH   DFND 02,03 0 2,219 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 7,022 96,329 SH   DFND 16 0 86,379 9,950
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DREAMWORKS ANIMATION SKG-A COM 26153C103 12 450 SH   DFND 16 0 0 450
DRESSER-RAND GROUP INC COM 261608103 16,372 192,212 SH   DFND 2 0 192,025 187
DRESSER-RAND GROUP INC COM 261608103 71 839 SH   DFND 16 0 0 839
DREW INDUSTRIES INC COM 26168L205 13,071 225,292 SH   DFND 2 0 225,292 0
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DREYFUS STRATEGIC MUNI BD FD COM 26202F107 78 10,135 SH   DFND 16 0 0 10,135
DRIL-QUIP INC COM 262037104 8,990 119,472 SH   DFND 2 0 118,691 781
DRIL-QUIP INC COM 262037104 669 8,917 SH   DFND 16 0 8,734 183
DREYFUS MUNICIPAL BOND INFRA COM 26203D101 137 11,760 SH   DFND 16 0 0 11,760
DU PONT (E.I.) DE NEMOURS COM 263534109 52,597 822,470 SH   DFND 2 0 767,337 55,133
DU PONT (E.I.) DE NEMOURS COM 263534109 671 10,485 SH   DFND 02,03 0 10,485 0
DU PONT (E.I.) DE NEMOURS COM 263534109 9,242 146,095 SH   DFND 16 0 80,445 65,650
DU PONT (E.I.) DE NEMOUR-W/I COM 263534117 83,529 1,358,210 SH   DFND 2 0 0 1,358,210
DUCOMMUN INC COM 264147109 1,445 56,295 SH   DFND 2 0 56,295 0
DUKE REALTY CORP COM 264411505 92,518 4,982,330 SH   DFND 2 0 4,978,722 3,608
DUKE REALTY CORP COM 264411505 19 1,010 SH   DFND 02,03 0 1,010 0
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DUKE ENERGY CORP COM 26441C204 626 8,855 SH   DFND 02,03 0 8,855 0
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DUN & BRADSTREET CORP COM 26483E100 163,504 1,340,222 SH   DFND 2 0 1,221,552 118,670
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DUNKIN' BRANDS GROUP INC COM 265504100 13,094 238,080 SH   DFND 2 0 238,080 0
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DUPONT FABROS TECHNOLOGY COM 26613Q106 14,537 494,696 SH   DFND 16 0 0 494,696
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DYAX CORP COM 26746E103 33 1,234 SH   DFND 02,03 0 1,234 0
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DYCOM INDUSTRIES INC COM 267475101 7 120 SH   DFND 16 0 0 120
DYNAMIC MATERIALS CORP COM 267888105 7,217 656,029 SH   DFND 2 0 656,029 0
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DYNAVAX TECHNOLOGIES CORP COM 268158201 1,965 83,959 SH   DFND 10 0 83,959 0
DYNAVAX TECHNOLOGIES CORP COM 268158201 15 650 SH   DFND 16 0 0 650
DYNEX CAPITAL INC COM 26817Q506 27 3,590 SH   DFND 2 0 3,590 0
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DYNEGY INC COM 26817R108 0 3 SH   DFND 16 0 0 3
DYNEGY INC OPT 26817R108 2,012 68,800 SH Put DFND 2 0 0 68,800
EGSHARES EM CONSUMER ETF COM 268461779 306 11,749 SH   DFND 16 0 0 11,749
EMC CORP/MA COM 268648102 361,727 13,705,122 SH   DFND 2 0 13,132,325 572,797
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EMC CORP/MA COM 268648102 37,838 1,433,806 SH   DFND 10 0 1,163,953 269,853
EMC CORP/MA COM 268648102 5,367 203,822 SH   DFND 16 0 97,277 106,545
EMC INS GROUP INC COM 268664109 7,461 297,647 SH   DFND 2 0 297,647 0
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ENI SPA-SPONSORED ADR ADR 26874R108 712 20,032 SH   DFND 16 0 0 20,032
EOG RESOURCES INC COM 26875P101 89,575 1,023,109 SH   DFND 2 0 902,531 120,578
EOG RESOURCES INC COM 26875P101 557 6,359 SH   DFND 02,03 0 6,359 0
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EPIQ SYSTEMS INC COM 26882D109 46 2,747 SH   DFND 16 0 2,547 200
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EQT CORP COM 26884L109 7,900 97,122 SH   DFND 2 0 96,791 331
EQT CORP COM 26884L109 143 1,760 SH   DFND 02,03 0 1,760 0
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ERA GROUP INC COM 26885G109 1,887 92,144 SH   DFND 2 0 92,144 0
ALPHACLONE ALTERNATIVE ALPHA COM 26922A305 23,725 526,663 SH   DFND 16 0 0 526,663
ETFS PHYSICAL PRECIOUS METAL COM 26922W109 713 12,061 SH   DFND 16 0 0 12,061
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EAGLE MATERIALS INC COM 26969P108 27,833 364,629 SH   DFND 2 0 358,479 6,150
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EL PASO ELECTRIC CO COM 283677854 11,039 318,497 SH   DFND 2 0 318,497 0
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EMERSON ELECTRIC CO COM 291011104 81,521 1,470,684 SH   DFND 2 0 1,402,900 67,784
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ENERGY TRANSFER EQUITY LP LP 29273V100 7,405 115,837 SH   DFND 16 0 60,776 55,061
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ENTERGY CORP COM 29364G103 146 2,078 SH   DFND 02,03 0 2,078 0
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ESCO TECHNOLOGIES INC COM 296315104 23,475 627,502 SH   DFND 2 0 587,731 39,771
ESSENDANT INC COM 296689102 19,126 487,261 SH   DFND 2 0 452,261 35,000
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ETHAN ALLEN INTERIORS INC COM 297602104 10,486 398,076 SH   DFND 2 0 398,076 0
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FEI COMPANY COM 30241L109 8,656 104,379 SH   DFND 2 0 104,379 0
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FLIR SYSTEMS INC COM 302445101 31,935 1,036,220 SH   DFND 2 0 1,032,895 3,325
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FBR & CO COM 30247C400 1,399 60,445 SH   DFND 2 0 60,445 0
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FMC TECHNOLOGIES INC COM 30249U101 268,722 6,476,686 SH   DFND 2 0 5,859,592 617,094
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FS INVESTMENT CORP COM 302635107 19,971 2,044,185 SH   DFND 16 0 0 2,044,185
FXCM INC-A COM 302693106 309 212,965 SH   DFND 2 0 212,965 0
FTD COS INC COM 30281V108 2,465 87,449 SH   DFND 2 0 87,449 0
FTI CONSULTING INC COM 302941109 9,365 227,094 SH   DFND 2 0 227,094 0
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FACEBOOK INC-A COM 30303M102 1,548,955 18,060,471 SH   DFND 2 0 17,245,494 814,977
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FRESH MARKET INC/THE COM 35804H106 3,639 113,210 SH   DFND 2 0 113,210 0
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G & K SERVICES INC -CL A COM 361268105 11,323 163,776 SH   DFND 2 0 163,776 0
GAMCO INVESTORS INC-A COM 361438104 598 8,712 SH   DFND 2 0 8,712 0
GAMCO INVESTORS INC-A COM 361438104 21 300 SH   DFND 16 0 0 300
GATX CORP COM 361448103 6,173 116,134 SH   DFND 2 0 116,134 0
GATX CORP COM 361448103 5,594 105,264 SH   DFND 10 0 105,264 0
GATX CORP COM 361448103 132 2,479 SH   DFND 16 0 1,955 524
GDF SUEZ-SPON ADR ADR 36160B105 262 14,153 SH   DFND 2 0 0 14,153
GDF SUEZ-SPON ADR ADR 36160B105 10 546 SH   DFND 16 0 0 546
GEO GROUP INC/THE COM 36162J106 46,983 1,375,394 SH   DFND 2 0 1,341,694 33,700
GEO GROUP INC/THE COM 36162J106 70 2,047 SH   DFND 16 0 1,226 821
GSI GROUP INC COM 36191C205 17,177 1,142,757 SH   DFND 2 0 983,176 159,581
GNC HOLDINGS INC-CL A COM 36191G107 28,274 635,649 SH   DFND 2 0 635,649 0
GNC HOLDINGS INC-CL A COM 36191G107 18 404 SH   DFND 16 0 0 404
GSV CAPITAL CORP COM 36191J101 504 48,930 SH   DFND 2 0 48,930 0
GSV CAPITAL CORP COM 36191J101 3 300 SH   DFND 16 0 0 300
GW PHARMACEUTICALS -ADR ADR 36197T103 3,564 29,004 SH   DFND 2 0 0 29,004
GW PHARMACEUTICALS -ADR ADR 36197T103 23 189 SH   DFND 16 0 0 189
GP STRATEGIES CORP COM 36225V104 482 14,500 SH   DFND 2 0 14,500 0
G-III APPAREL GROUP LTD COM 36237H101 28,926 411,181 SH   DFND 2 0 411,181 0
G-III APPAREL GROUP LTD COM 36237H101 18 254 SH   DFND 16 0 0 254
GABELLI EQUITY TRUST COM 362397101 571 91,159 SH   DFND 16 0 0 91,159
GABELLI DIVIDEND & INCOME TR COM 36242H104 694 33,314 SH   DFND 16 0 0 33,314
GALENA BIOPHARMA INC COM 363256108 62 36,250 SH   DFND 16 0 0 36,250
ARTHUR J GALLAGHER & CO COM 363576109 36,180 764,886 SH   DFND 2 0 720,832 44,054
ARTHUR J GALLAGHER & CO COM 363576109 18 375 SH   DFND 02,03 0 375 0
ARTHUR J GALLAGHER & CO COM 363576109 73 1,548 SH   DFND 16 0 6 1,542
GAMING AND LEISURE PROPERTIE COM 36467J108 15,004 409,266 SH   DFND 2 0 409,266 0
GAMING AND LEISURE PROPERTIE COM 36467J108 5 138 SH   DFND 16 0 0 138
GAMESTOP CORP-CLASS A COM 36467W109 18,797 437,556 SH   DFND 2 0 434,090 3,466
GAMESTOP CORP-CLASS A COM 36467W109 53 1,236 SH   DFND 02,03 0 1,236 0
GAMESTOP CORP-CLASS A COM 36467W109 64 1,500 SH   DFND 10 0 0 1,500
GAMESTOP CORP-CLASS A COM 36467W109 2,312 53,839 SH   DFND 16 0 46,683 7,156
GAMESA CORP TECN-UNSPON ADR ADR 36468A106 42 13,490 SH   DFND 2 0 0 13,490
GANNETT CO INC COM 36473H104 8,644 618,036 SH   DFND 2 0 618,036 0
GANNETT CO INC COM 36473H104 18 1,312 SH   DFND 02,03 0 1,312 0
GANNETT CO INC COM 36473H104 128 9,164 SH   DFND 16 0 0 9,164
GAP INC/THE COM 364760108 5,039 132,020 SH   DFND 2 0 132,020 0
GAP INC/THE COM 364760108 116 3,048 SH   DFND 02,03 0 3,048 0
GAP INC/THE COM 364760108 175 4,586 SH   DFND 16 0 2,066 2,520
GARTNER INC COM 366651107 32,676 380,939 SH   DFND 2 0 379,570 1,369
GARTNER INC COM 366651107 101 1,173 SH   DFND 16 0 525 648
GAZPROM OAO-SPON ADR ADR 368287207 243 46,449 SH   DFND 2 0 46,449 0
GAZPROM OAO-SPON ADR ADR 368287207 3,990 774,688 SH   DFND 10 0 0 774,688
GAZPROM OAO-SPON ADR ADR 368287207 23 4,333 SH   DFND 16 0 3,912 421
GENERAC HOLDINGS INC COM 368736104 8,831 222,162 SH   DFND 2 0 211,902 10,260
GENERAC HOLDINGS INC COM 368736104 145 3,657 SH   DFND 16 0 0 3,657
GENERAL CABLE CORP COM 369300108 13,077 662,814 SH   DFND 2 0 660,159 2,655
GENERAL CABLE CORP COM 369300108 651 33,020 SH   DFND 10 0 33,020 0
GENERAL CABLE CORP COM 369300108 2 100 SH   DFND 16 0 0 100
GENERAL CABLE CORP CONV BND 369300AL2 22,526 27,140,000 PRN   DFND 2 0 0 27,140,000
GENERAL COMMUNICATION INC-A COM 369385109 23,253 1,367,065 SH   DFND 2 0 1,053,978 313,087
GENERAL DYNAMICS CORP COM 369550108 563,911 3,979,844 SH   DFND 2 0 3,365,793 614,051
GENERAL DYNAMICS CORP COM 369550108 584 4,123 SH   DFND 02,03 0 4,123 0
GENERAL DYNAMICS CORP COM 369550108 110,799 782,149 SH   DFND 10 0 770,683 11,466
GENERAL DYNAMICS CORP COM 369550108 5,660 39,947 SH   DFND 16 0 24,262 15,685
GENERAL ELECTRIC CO COM 369604103 766,667 28,838,053 SH   DFND 2 0 27,493,353 1,344,700
GENERAL ELECTRIC CO COM 369604103 6,770 254,819 SH   DFND 02,03 0 254,819 0
GENERAL ELECTRIC CO COM 369604103 169,667 6,385,646 SH   DFND 10 0 5,911,175 474,471
GENERAL ELECTRIC CO COM 369604103 86,192 3,237,645 SH   DFND 16 0 392,140 2,845,505
GE 4.7 05/16/53 PRF 369622394 1,493 61,419 SH   DFND 16 0 0 61,419
GE 4 7/8 01/29/53 PRF 369622410 1,700 68,869 SH   DFND 16 0 0 68,869
GE 4 7/8 10/15/52 PRF 369622428 3,113 125,638 SH   DFND 16 0 0 125,638
GENERAL GROWTH PROPERTIES COM 370023103 68,279 2,660,858 SH   DFND 2 0 2,421,175 239,683
GENERAL GROWTH PROPERTIES COM 370023103 187 7,285 SH   DFND 02,03 0 7,285 0
GENERAL GROWTH PROPERTIES COM 370023103 81 3,147 SH   DFND 10 0 3,147 0
GENERAL GROWTH PROPERTIES COM 370023103 1,033 40,236 SH   DFND 16 0 36,931 3,305
GENERAL MILLS INC COM 370334104 269,391 4,834,691 SH   DFND 2 0 4,827,957 6,734
GENERAL MILLS INC COM 370334104 543 9,737 SH   DFND 02,03 0 9,737 0
GENERAL MILLS INC COM 370334104 5,581 100,336 SH   DFND 16 0 53,558 46,778
GENERAL MOTORS CO COM 37045V100 138,380 4,151,832 SH   DFND 2 0 4,149,910 1,922
GENERAL MOTORS CO COM 37045V100 581 17,430 SH   DFND 02,03 0 17,430 0
GENERAL MOTORS CO COM 37045V100 53,523 1,605,410 SH   DFND 10 0 1,605,410 0
GENERAL MOTORS CO COM 37045V100 3,345 100,360 SH   DFND 16 0 18,811 81,549
GENESCO INC COM 371532102 13,111 198,570 SH   DFND 2 0 198,140 430
GENESEE & WYOMING INC-CL A COM 371559105 23,755 311,828 SH   DFND 2 0 311,828 0
GENESEE & WYOMING INC-CL A COM 371559105 14 189 SH   DFND 16 0 5 184
GENTEX CORP COM 371901109 65,620 3,996,277 SH   DFND 2 0 3,983,727 12,550
GENTEX CORP COM 371901109 234 14,225 SH   DFND 02,03 0 14,225 0
GENTEX CORP COM 371901109 55 3,328 SH   DFND 16 0 0 3,328
GENUINE PARTS CO COM 372460105 17,186 191,849 SH   DFND 2 0 191,370 479
GENUINE PARTS CO COM 372460105 158 1,765 SH   DFND 02,03 0 1,765 0
GENUINE PARTS CO COM 372460105 2,117 23,661 SH   DFND 16 0 16,912 6,749
GENWORTH FINANCIAL INC-CL A COM 37247D106 21,766 2,875,202 SH   DFND 2 0 2,867,727 7,475
GENWORTH FINANCIAL INC-CL A COM 37247D106 154 20,280 SH   DFND 02,03 0 20,280 0
GENWORTH FINANCIAL INC-CL A COM 37247D106 78 10,276 SH   DFND 16 0 0 10,276
GENTHERM INC COM 37253A103 24,032 437,644 SH   DFND 2 0 437,644 0
GENTHERM INC COM 37253A103 45 820 SH   DFND 02,03 0 820 0
GENTHERM INC COM 37253A103 7,307 133,128 SH   DFND 10 0 133,128 0
GENTHERM INC COM 37253A103 320 5,863 SH   DFND 16 0 3,493 2,370
GEOSPACE TECHNOLOGIES CORP COM 37364X109 5,731 248,624 SH   DFND 2 0 248,524 100
GERDAU SA -SPON ADR ADR 373737105 7 2,944 SH   DFND 2 0 0 2,944
GERDAU SA -SPON ADR ADR 373737105 7,289 3,037,078 SH   DFND 10 0 0 3,037,078
GERDAU SA -SPON ADR ADR 373737105 39 16,009 SH   DFND 16 0 0 16,009
GERBER SCIENTIFIC INC RTS WT 37373ESC5 0 124,138 SH   DFND 2 0 0 124,138
GERON CORP COM 374163103 20 4,560 SH   DFND 2 0 4,560 0
GERON CORP COM 374163103 135 31,545 SH   DFND 16 0 0 31,545
GETTY REALTY CORP COM 374297109 9,006 550,294 SH   DFND 2 0 550,294 0
GETTY REALTY CORP COM 374297109 38 2,300 SH   DFND 16 0 0 2,300
GIBRALTAR INDUSTRIES INC COM 374689107 8,964 440,060 SH   DFND 2 0 440,060 0
GIGAMON INC COM 37518B102 2,059 62,435 SH   DFND 2 0 62,435 0
GILEAD SCIENCES INC COM 375558103 569,851 4,867,239 SH   DFND 2 0 4,572,646 294,593
GILEAD SCIENCES INC COM 375558103 2,098 17,923 SH   DFND 02,03 0 17,923 0
GILEAD SCIENCES INC COM 375558103 298,738 2,551,353 SH   DFND 10 0 2,494,111 57,242
GILEAD SCIENCES INC COM 375558103 24,179 206,585 SH   DFND 16 0 35,552 171,033
GILEAD SCIENCES INC CONV BND 375558AP8 12,617 2,442,000 PRN   DFND 2 0 0 2,442,000
GIVAUDAN-UNSPON ADR ADR 37636P108 104 3,006 SH   DFND 2 0 0 3,006
GIVAUDAN-UNSPON ADR ADR 37636P108 1,080 31,175 SH   DFND 16 0 0 31,175
GLACIER BANCORP INC COM 37637Q105 10,512 357,313 SH   DFND 2 0 357,313 0
GLACIER BANCORP INC COM 37637Q105 0 1 SH   DFND 16 0 0 1
GLATFELTER COM 377316104 15,852 720,935 SH   DFND 2 0 626,862 94,073
GLATFELTER COM 377316104 7 329 SH   DFND 16 0 0 329
GLAUKOS CORP COM 377322102 3,233 111,550 SH   DFND 2 0 0 111,550
GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 2,114 50,127 SH   DFND 2 0 0 50,127
GLAXOSMITHKLINE PLC-SPON ADR ADR 37733W105 57,012 1,375,528 SH   DFND 16 0 0 1,375,528
GLENCORE PLC -UNSP ADR ADR 37827X100 390 45,854 SH   DFND 2 0 0 45,854
GLOBALSTAR INC COM 378973408 7,664 3,631,600 SH   DFND 2 0 3,631,600 0
GLOBALSTAR INC COM 378973408 7 3,250 SH   DFND 16 0 0 3,250
GLOBAL PAYMENTS INC COM 37940X102 19,992 193,240 SH   DFND 2 0 192,558 682
GLOBAL PAYMENTS INC COM 37940X102 319 3,084 SH   DFND 16 0 1,798 1,286
GLOBAL POWER EQUIPMENT GROUP COM 37941P306 2,205 283,919 SH   DFND 2 0 196,543 87,376
GLOBAL X SUPERDIVIDEND ETF COM 37950E549 650 29,363 SH   DFND 16 0 0 29,363
GLOBAL EAGLE ENTERTAINMENT INC CONV BND 37951DAA0 3,400 3,500,000 PRN   DFND 2 0 0 3,500,000
GLOBAL BRASS & COPPER HOLDIN COM 37953G103 4,545 267,223 SH   DFND 2 0 267,223 0
GLOBE SPECIALTY METALS INC COM 37954N206 7,014 396,292 SH   DFND 2 0 396,292 0
GLOBUS MEDICAL INC - A COM 379577208 39,156 1,525,409 SH   DFND 2 0 1,434,409 91,000
GLOBUS MEDICAL INC - A COM 379577208 192 7,545 SH   DFND 16 0 7,545 0
GLORI ENERGY INC COM 379606106 1,403 980,108 SH   DFND 2 0 755,454 224,654
GOGO INC COM 38046C109 2,508 117,017 SH   DFND 2 0 117,017 0
GOGO INC CONV BND 38046CAA7 15,653 14,760,000 PRN   DFND 2 0 0 14,760,000
GOLD FIELDS LTD-SPONS ADR ADR 38059T106 44 13,584 SH   DFND 2 0 0 13,584
GOLD FIELDS LTD-SPONS ADR ADR 38059T106 2 600 SH   DFND 16 0 0 600
GOLDCORP INC COM 380956409 2,127 131,286 SH   DFND 2 0 131,286 0
GOLDCORP INC COM 380956409 428 26,392 SH   DFND 16 0 0 26,392
GOLDMAN SACHS GROUP INC COM 38141G104 506,277 2,424,804 SH   DFND 2 0 2,320,736 104,068
GOLDMAN SACHS GROUP INC COM 38141G104 3,891 18,638 SH   DFND 02,03 0 18,638 0
GOLDMAN SACHS GROUP INC COM 38141G104 15,445 73,968 SH   DFND 10 0 31,332 42,636
GOLDMAN SACHS GROUP INC COM 38141G104 1,418 6,790 SH   DFND 16 0 1,952 4,839
GS 6 1/2 11/01/61 PRF 38144G184 2,357 89,741 SH   DFND 16 0 0 89,741
GS 4 PRF 38144G804 352 17,320 SH   DFND 16 0 0 17,320
GS 6.2 PRF 38144X500 658 25,996 SH   DFND 16 0 0 25,996
GS 5.95 PRF 38145G209 423 17,011 SH   DFND 16 0 0 17,011
GS 5 1/2 PRF 38145G308 2,308 94,111 SH   DFND 16 0 0 94,111
GS 6 1/8 11/01/60 PRF 38145X111 2,874 113,577 SH   DFND 16 0 0 113,577
GS MAND EXCH NOTE 5.8 PXD PRF 38146U702 51,517 371,348 SH   DFND 2 0 0 371,348
GS MAND EXCH NOTE 5.8 PXD PRF 38146U702 42 300 SH   DFND 02,03 0 0 300
GS MAND EXCH NOTE 7.0 GSS1OILP PRF 38146U876 55,643 917,428 SH   DFND 2 0 0 917,428
GS MAND EXCH NOTE 7.0 GSS1OILP PRF 38146U876 45 750 SH   DFND 02,03 0 0 750
GS 6 3/8 PRF 38148B108 1,534 59,055 SH   DFND 16 0 0 59,055
GOLDMAN SACHS MLP ENERGY REN COM 38148G107 702 55,704 SH   DFND 16 0 0 55,704
GS MAND EXCH NOTE 5.0 SU PRF 38148W169 41,926 1,523,180 SH   DFND 2 0 0 1,523,180
GS MAND EXCH NOTE 5.0 SU PRF 38148W169 34 1,220 SH   DFND 02,03 0 0 1,220
GS MAND EXCH NOTE 5.35 BX PRF 38148W243 25,695 636,990 SH   DFND 2 0 0 636,990
GS MAND EXCH NOTE 5.35 BX PRF 38148W243 21 510 SH   DFND 02,03 0 0 510
GS MAND EXCH NOTE 5.35 BX PRF 38148W318 33,077 819,340 SH   DFND 2 0 0 819,340
GS MAND EXCH NOTE 5.35 BX PRF 38148W318 27 660 SH   DFND 02,03 0 0 660
GS MAND EXCH NOTE 5.0 DOW PRF 38148W599 192,962 3,780,544 SH   DFND 2 0 0 3,780,544
GS MAND EXCH NOTE 5.0 DOW PRF 38148W599 160 3,140 SH   DFND 02,03 0 0 3,140
GOODRICH PETROLEUM CORP COM 382410405 3,178 1,708,630 SH   DFND 2 0 1,708,630 0
GOODRICH PETROLEUM CORP COM 382410405 0 16 SH   DFND 16 0 0 16
GOODYEAR TIRE & RUBBER CO COM 382550101 23,758 788,005 SH   DFND 2 0 787,275 730
GOODYEAR TIRE & RUBBER CO COM 382550101 94 3,123 SH   DFND 02,03 0 3,123 0
GOODYEAR TIRE & RUBBER CO COM 382550101 396 13,140 SH   DFND 16 0 3,875 9,265
GOOGLE INC-CL A COM 38259P508 585,540 1,084,247 SH   DFND 2 0 1,053,735 30,512
GOOGLE INC-CL A COM 38259P508 3,838 7,108 SH   DFND 02,03 0 7,108 0
GOOGLE INC-CL A COM 38259P508 7,782 14,410 SH   DFND 02,10 0 14,410 0
GOOGLE INC-CL A COM 38259P508 343,108 635,350 SH   DFND 10 0 615,945 19,405
GOOGLE INC-CL A COM 38259P508 15,152 28,054 SH   DFND 16 0 11,001 17,053
GOOGLE INC-CL C COM 38259P706 766,285 1,472,177 SH   DFND 2 0 0 1,472,177
GOOGLE INC-CL C COM 38259P706 5,396 10,368 SH   DFND 02,03 0 0 10,368
GOOGLE INC-CL C COM 38259P706 53,422 102,641 SH   DFND 10 0 0 102,641
GOOGLE INC-CL C COM 38259P706 9,849 18,901 SH   DFND 16 0 0 18,901
GOPRO INC-CLASS A COM 38268T103 112 2,125 SH   DFND 2 0 2,085 40
GOPRO INC-CLASS A COM 38268T103 1,228 23,297 SH   DFND 16 0 0 23,297
GORMAN-RUPP CO COM 383082104 4,606 164,025 SH   DFND 2 0 164,025 0
GORMAN-RUPP CO COM 383082104 9 338 SH   DFND 16 0 0 338
GOVERNMENT PROPERTIES INCOME COM 38376A103 6,323 340,847 SH   DFND 2 0 340,847 0
GOVERNMENT PROPERTIES INCOME COM 38376A103 92 4,942 SH   DFND 16 0 0 4,942
WR GRACE & CO COM 38388F108 836 8,338 SH   DFND 2 0 6,210 2,128
WR GRACE & CO COM 38388F108 1,295 12,907 SH   DFND 16 0 12,030 877
GRACO INC COM 384109104 10,438 146,977 SH   DFND 2 0 146,705 272
GRACO INC COM 384109104 3,851 54,219 SH   DFND 02,10 0 54,219 0
GRACO INC COM 384109104 3,990 56,165 SH   DFND 10 0 56,165 0
GRACO INC COM 384109104 7 97 SH   DFND 16 0 3 94
GRAHAM HOLDINGS CO-CLASS B COM 384637104 17,549 16,324 SH   DFND 2 0 15,959 365
GRAHAM HOLDINGS CO-CLASS B COM 384637104 31 29 SH   DFND 16 0 0 29
WW GRAINGER INC COM 384802104 7,604 32,131 SH   DFND 2 0 31,041 1,090
WW GRAINGER INC COM 384802104 164 691 SH   DFND 02,03 0 691 0
WW GRAINGER INC COM 384802104 1,586 6,700 SH   DFND 10 0 0 6,700
WW GRAINGER INC COM 384802104 554 2,336 SH   DFND 16 0 0 2,336
GRAMERCY PROPERTY TRUST INC COM 38489R605 2,193 93,868 SH   DFND 2 0 93,868 0
GRAN TIERRA ENERGY INC COM 38500T101 2,417 811,025 SH   DFND 2 0 811,025 0
GRAND CANYON EDUCATION INC COM 38526M106 12,722 300,054 SH   DFND 2 0 287,904 12,150
GRAND CANYON EDUCATION INC COM 38526M106 38 895 SH   DFND 02,03 0 895 0
GRAND CANYON EDUCATION INC COM 38526M106 64 1,519 SH   DFND 16 0 1,457 62
GRANITE CONSTRUCTION INC COM 387328107 3,188 89,802 SH   DFND 2 0 89,802 0
GRANITE REAL ESTATE INVESTME COM 387437114 27,347 801,005 SH   DFND 2 0 801,005 0
GRANITE REAL ESTATE INVESTME COM 387437114 9 266 SH   DFND 16 0 0 266
GRAPHIC PACKAGING HOLDING CO COM 388689101 665 47,561 SH   DFND 2 0 32,537 15,024
GRAPHIC PACKAGING HOLDING CO COM 388689101 94 6,718 SH   DFND 16 0 6,440 278
GRAY TELEVISION INC COM 389375106 1,929 123,047 SH   DFND 2 0 123,047 0
GRAY TELEVISION INC COM 389375106 28 1,800 SH   DFND 16 0 0 1,800
GREAT LAKES DREDGE & DOCK CO COM 390607109 8,173 1,371,248 SH   DFND 2 0 1,105,681 265,567
GREAT PLAINS ENERGY INC COM 391164100 62,948 2,605,392 SH   DFND 2 0 2,597,892 7,500
GREAT PLAINS ENERGY INC COM 391164100 355 14,700 SH   DFND 02,03 0 14,700 0
GREAT PLAINS ENERGY INC COM 391164100 109 4,494 SH   DFND 16 0 1,236 3,258
GREATBATCH INC COM 39153L106 17,015 315,516 SH   DFND 2 0 283,832 31,684
GREATBATCH INC COM 39153L106 0 9 SH   DFND 16 0 0 9
GREEN DOT CORP-CLASS A COM 39304D102 13,230 691,978 SH   DFND 2 0 691,978 0
GREEN PLAINS INC COM 393222104 5,003 181,602 SH   DFND 2 0 181,602 0
GREEN PLAINS INC COM 393222104 5 178 SH   DFND 16 0 13 165
GREENBRIER COMPANIES INC COM 393657101 204 4,360 SH   DFND 2 0 4,310 50
GREENBRIER COMPANIES INC COM 393657101 33 700 SH   DFND 16 0 0 700
GREENBRIER CO INC CONV BND 393657AH4 6,612 5,290,000 PRN   DFND 2 0 0 5,290,000
GREENHILL & CO INC COM 395259104 34,483 834,343 SH   DFND 2 0 834,343 0
GREENHILL & CO INC COM 395259104 3 67 SH   DFND 16 0 0 67
GREIF INC-CL A COM 397624107 16,555 461,729 SH   DFND 2 0 0 461,729
GRIFFON CORP COM 398433102 3,119 195,914 SH   DFND 2 0 195,914 0
GRIFOLS SA-ADR ADR 398438408 82 2,658 SH   DFND 2 0 0 2,658
GRIFOLS SA-ADR ADR 398438408 43,629 1,408,718 SH   DFND 10 0 0 1,408,718
GRIFOLS SA-ADR ADR 398438408 6 179 SH   DFND 16 0 0 179
GROUP 1 AUTOMOTIVE INC COM 398905109 9,491 104,498 SH   DFND 2 0 104,172 326
CGI GROUP INC - CLASS A COM 39945C109 228 5,844 SH   DFND 16 0 5,384 460
GROUPON INC COM 399473107 49 9,750 SH   DFND 2 0 9,750 0
GROUPON INC COM 399473107 41 8,180 SH   DFND 16 0 0 8,180
GRUBHUB INC COM 400110102 3,276 96,164 SH   DFND 2 0 87,824 8,340
GRUBHUB INC COM 400110102 21 611 SH   DFND 02,03 0 611 0
GRUBHUB INC COM 400110102 454 13,232 SH   DFND 16 0 11,911 1,321
GRUMA S.A.B.-SPONSORED ADR ADR 400131306 16 311 SH   DFND 2 0 0 311
GRUMA S.A.B.-SPONSORED ADR ADR 400131306 259 5,021 SH   DFND 16 0 0 5,021
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 34,629 892,026 SH   DFND 2 0 0 892,026
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 38,926 1,003,263 SH   DFND 10 0 0 1,003,263
GRUPO TELEVISA SA-SPON ADR ADR 40049J206 2 51 SH   DFND 16 0 0 51
GRUPO AEROPORTUARIO SUR-ADR ADR 40051E202 1,934 13,632 SH   DFND 2 0 0 13,632
GRUPO FIN BANORTE-SPON ADR ADR 40052P107 22 800 SH   DFND 2 0 0 800
GRUPO FIN BANORTE-SPON ADR ADR 40052P107 431 15,701 SH   DFND 16 0 0 15,701
GRUPO FIN SANTANDER-ADR B ADR 40053C105 6,281 686,485 SH   DFND 2 0 0 686,485
GRUPO FIN SANTANDER-ADR B ADR 40053C105 3,058 334,245 SH   DFND 02,10 0 0 334,245
GRUPO FIN SANTANDER-ADR B ADR 40053C105 8,915 973,700 SH   DFND 10 0 0 973,700
GRUPO FIN SANTANDER-ADR B ADR 40053C105 1 120 SH   DFND 16 0 0 120
GRUPO AVAL ACCIONES Y VALORE ADR 40053W101 47 4,795 SH   DFND 2 0 0 4,795
GRUPO AVAL ACCIONES Y VALORE ADR 40053W101 6,853 700,000 SH   DFND 10 0 0 700,000
GUESS? INC COM 401617105 3,119 162,628 SH   DFND 2 0 162,628 0
GUIDEWIRE SOFTWARE INC COM 40171V100 20,399 385,416 SH   DFND 2 0 374,147 11,269
GUIDEWIRE SOFTWARE INC COM 40171V100 27 513 SH   DFND 02,03 0 513 0
GULF ISLAND FABRICATION INC COM 402307102 4,041 361,827 SH   DFND 2 0 361,827 0
GULFMARK OFFSHORE INC-CL A COM 402629208 5,672 489,020 SH   DFND 2 0 417,415 71,605
GULFMARK OFFSHORE INC-CL A COM 402629208 14 1,250 SH   DFND 16 0 0 1,250
GULFPORT ENERGY CORP COM 402635304 17,805 442,366 SH   DFND 2 0 442,366 0
GULFPORT ENERGY CORP COM 402635304 522 12,957 SH   DFND 16 0 12,341 616
H&E EQUIPMENT SERVICES INC COM 404030108 1,008 50,511 SH   DFND 2 0 50,456 55
H&E EQUIPMENT SERVICES INC COM 404030108 23 1,140 SH   DFND 02,03 0 1,140 0
HCA HOLDINGS INC COM 40412C101 169,228 1,865,388 SH   DFND 2 0 1,854,841 10,547
HCA HOLDINGS INC COM 40412C101 305 3,359 SH   DFND 02,03 0 3,359 0
HCA HOLDINGS INC COM 40412C101 62,727 691,660 SH   DFND 10 0 670,756 20,904
HCA HOLDINGS INC COM 40412C101 1,545 16,651 SH   DFND 16 0 2,774 13,877
HCC INSURANCE HOLDINGS INC COM 404132102 19,878 258,641 SH   DFND 2 0 258,641 0
HCC INSURANCE HOLDINGS INC COM 404132102 1,853 24,127 SH   DFND 16 0 20,933 3,194
HC2 HOLDINGS INC COM 404139107 1,598 178,513 SH   DFND 2 0 178,513 0
HCP INC COM 40414L109 7,080 194,131 SH   DFND 2 0 194,131 0
HCP INC COM 40414L109 195 5,349 SH   DFND 02,03 0 5,349 0
HCP INC COM 40414L109 121 3,314 SH   DFND 10 0 3,314 0
HCP INC COM 40414L109 13,512 371,393 SH   DFND 16 0 323,446 47,948
HDFC BANK LTD-ADR ADR 40415F101 14,930 246,676 SH   DFND 2 0 0 246,676
HDFC BANK LTD-ADR ADR 40415F101 22,094 365,018 SH   DFND 02,10 0 0 365,018
HDFC BANK LTD-ADR ADR 40415F101 32,549 537,826 SH   DFND 10 0 0 537,826
HDFC BANK LTD-ADR ADR 40415F101 447 7,385 SH   DFND 16 0 0 7,385
HCI GROUP INC COM 40416E103 2,281 51,580 SH   DFND 2 0 51,580 0
HCI GROUP INC COM 40416E103 196 4,464 SH   DFND 16 0 4,089 375
HCI 8 01/30/20 PRF 40416E301 456 17,567 SH   DFND 16 0 0 17,567
HD SUPPLY HOLDINGS INC COM 40416M105 23 641 SH   DFND 2 0 641 0
HD SUPPLY HOLDINGS INC COM 40416M105 49 1,380 SH   DFND 02,03 0 1,380 0
HD SUPPLY HOLDINGS INC COM 40416M105 240 6,830 SH   DFND 16 0 6,426 404
HFF INC-CLASS A COM 40418F108 6,483 155,345 SH   DFND 2 0 155,345 0
HFF INC-CLASS A COM 40418F108 208 5,017 SH   DFND 16 0 3,719 1,298
HNI CORP COM 404251100 6,478 126,638 SH   DFND 2 0 126,638 0
HMS HOLDINGS CORP COM 40425J101 5,224 304,269 SH   DFND 2 0 304,269 0
HMS HOLDINGS CORP COM 40425J101 1 48 SH   DFND 16 0 9 39
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 55,264 1,232,900 SH   DFND 2 0 0 1,232,900
HSBC HOLDINGS PLC-SPONS ADR ADR 404280406 3,391 75,635 SH   DFND 16 0 0 75,635
HSBC 6.2 PRF 404280604 5 180 SH   DFND 2 0 0 180
HSBC 6.2 PRF 404280604 653 25,914 SH   DFND 16 0 0 25,914
HSBC 8 PRF 404280802 10,723 414,190 SH   DFND 2 0 0 414,190
HSBC 8 PRF 404280802 42 1,635 SH   DFND 02,03 0 0 1,635
HSBC 8 PRF 404280802 6,247 241,294 SH   DFND 16 0 0 241,294
HSN INC COM 404303109 5,787 82,441 SH   DFND 2 0 82,441 0
HSN INC COM 404303109 8 114 SH   DFND 16 0 0 114
HABIT RESTAURANTS INC/THE-A COM 40449J103 1,841 58,825 SH   DFND 2 0 58,825 0
HAEMONETICS CORP/MASS COM 405024100 34,597 836,557 SH   DFND 2 0 787,785 48,772
HAEMONETICS CORP/MASS COM 405024100 737 17,847 SH   DFND 16 0 15,952 1,895
HAIN CELESTIAL GROUP INC COM 405217100 37,105 563,387 SH   DFND 2 0 562,157 1,230
HAIN CELESTIAL GROUP INC COM 405217100 45 684 SH   DFND 02,03 0 684 0
HAIN CELESTIAL GROUP INC COM 405217100 1,281 19,458 SH   DFND 16 0 14,806 4,652
HALCON RESOURCES CORP COM 40537Q209 290 249,730 SH   DFND 2 0 249,730 0
HALCON RESOURCES CORP COM 40537Q209 25 21,608 SH   DFND 16 0 0 21,608
HAIGHTS CROSS COMM INC COM 405990425 0 302,134 SH   DFND 2 0 0 302,134
HALLIBURTON CO COM 406216101 130,438 3,028,445 SH   DFND 2 0 2,918,613 109,832
HALLIBURTON CO COM 406216101 1,058 24,568 SH   DFND 02,03 0 24,568 0
HALLIBURTON CO COM 406216101 638 14,824 SH   DFND 02,10 0 14,824 0
HALLIBURTON CO COM 406216101 143,265 3,327,047 SH   DFND 10 0 3,248,028 79,019
HALLIBURTON CO COM 406216101 3,201 74,372 SH   DFND 16 0 33,170 41,202
HALOZYME THERAPEUTICS INC COM 40637H109 1,740 77,077 SH   DFND 2 0 77,077 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,366 60,518 SH   DFND 16 0 0 60,518
HALYARD HEALTH INC COM 40650V100 5,248 129,569 SH   DFND 2 0 129,569 0
HALYARD HEALTH INC COM 40650V100 189 4,665 SH   DFND 16 0 0 4,665
HAMPTON ROADS BANKSHARES INC COM 409321502 156 74,763 SH   DFND 2 0 74,763 0
HANEI CORP COM 409998168 0 49,382 SH   DFND 2 0 0 49,382
HANCOCK HOLDING CO COM 410120109 16,576 519,497 SH   DFND 2 0 519,497 0
HANCOCK HOLDING CO COM 410120109 4 124 SH   DFND 16 0 0 124
HANESBRANDS INC COM 410345102 188,838 5,667,167 SH   DFND 2 0 5,658,349 8,818
HANESBRANDS INC COM 410345102 236 7,089 SH   DFND 02,03 0 7,089 0
HANESBRANDS INC COM 410345102 7,528 225,948 SH   DFND 16 0 197,843 28,105
HANGER INC COM 41043F208 3,889 165,934 SH   DFND 2 0 165,934 0
HANMI FINANCIAL CORPORATION COM 410495204 14,603 587,891 SH   DFND 2 0 587,891 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 626 30,800 SH   DFND 2 0 30,800 0
HANNON ARMSTRONG SUSTAINABLE COM 41068X100 37 1,854 SH   DFND 16 0 0 1,854
HANOVER INSURANCE GROUP INC/ COM 410867105 46,243 624,683 SH   DFND 2 0 624,683 0
HANOVER INSURANCE GROUP INC/ COM 410867105 33 448 SH   DFND 16 0 0 448
HARDINGE INC COM 412324303 2,318 235,270 SH   DFND 2 0 235,270 0
HARLEY-DAVIDSON INC COM 412822108 42,718 758,060 SH   DFND 2 0 754,644 3,416
HARLEY-DAVIDSON INC COM 412822108 318 5,645 SH   DFND 02,03 0 5,645 0
HARLEY-DAVIDSON INC COM 412822108 720 12,782 SH   DFND 16 0 8,747 4,035
HARMAN INTERNATIONAL COM 413086109 31,204 262,350 SH   DFND 2 0 259,550 2,800
HARMAN INTERNATIONAL COM 413086109 111 936 SH   DFND 02,03 0 936 0
HARMAN INTERNATIONAL COM 413086109 754 6,339 SH   DFND 16 0 1,168 5,171
HARMONIC INC COM 413160102 2,916 426,967 SH   DFND 2 0 426,967 0
HARMONIC INC COM 413160102 3 500 SH   DFND 16 0 0 500
HARRIS CORP COM 413875105 32,116 417,596 SH   DFND 2 0 415,680 1,916
HARRIS CORP COM 413875105 262 3,405 SH   DFND 02,03 0 3,405 0
HARRIS CORP COM 413875105 10,984 142,826 SH   DFND 10 0 142,826 0
HARRIS CORP COM 413875105 356 4,626 SH   DFND 16 0 691 3,935
HARRIS CORP OPT 413875105 1,715 22,300 SH Put DFND 2 0 0 22,300
HARSCO CORP COM 415864107 7,497 454,303 SH   DFND 2 0 454,303 0
HARSCO CORP COM 415864107 20 1,184 SH   DFND 16 0 0 1,184
HARTE-HANKS INC COM 416196103 1,199 201,050 SH   DFND 2 0 201,050 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 152,339 3,664,113 SH   DFND 2 0 3,652,424 11,689
HARTFORD FINANCIAL SVCS GRP COM 416515104 604 14,536 SH   DFND 02,03 0 14,536 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 2,543 60,882 SH   DFND 16 0 50,410 10,472
HIG 7 7/8 04/15/42 PRF 416518504 889 29,881 SH   DFND 16 0 0 29,881
HASBRO INC COM 418056107 35,454 474,058 SH   DFND 2 0 273,217 200,841
HASBRO INC COM 418056107 97 1,298 SH   DFND 02,03 0 1,298 0
HASBRO INC COM 418056107 45,488 608,212 SH   DFND 16 0 16,432 591,780
HAVERTY FURNITURE COM 419596101 7,421 343,243 SH   DFND 2 0 343,243 0
HAWAIIAN ELECTRIC INDS COM 419870100 7,859 264,381 SH   DFND 2 0 264,381 0
HAWAIIAN ELECTRIC INDS COM 419870100 160 5,396 SH   DFND 16 0 0 5,396
HAWAIIAN HOLDINGS INC COM 419879101 6,183 260,353 SH   DFND 2 0 260,353 0
HAWAIIAN HOLDINGS INC COM 419879101 18 775 SH   DFND 16 0 0 775
HAWAIIAN TELCOM HOLDCO INC COM 420031106 408 15,642 SH   DFND 2 0 15,642 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 87 3,343 SH   DFND 02,04 0 0 3,343
HAWAIIAN TELCOM HOLDCO INC COM 420031106 250 9,576 SH   DFND 02,05 0 0 9,576
HAWKINS INC COM 420261109 1,840 45,538 SH   DFND 2 0 45,538 0
HAYNES INTERNATIONAL INC COM 420877201 2,982 60,462 SH   DFND 2 0 60,462 0
HEALTHCARE SERVICES GROUP COM 421906108 15,859 479,862 SH   DFND 2 0 479,862 0
HEALTHSOUTH CORP COM 421924309 20,583 446,813 SH   DFND 2 0 431,724 15,089
HEALTHSOUTH CORP COM 421924309 60 1,298 SH   DFND 02,03 0 1,298 0
HEALTHSOUTH CORP COM 421924309 1,194 25,917 SH   DFND 16 0 21,855 4,062
HEALTHCARE REALTY TRUST INC COM 421946104 11,480 493,526 SH   DFND 2 0 493,526 0
HEADWATERS INC COM 42210P102 10,766 590,854 SH   DFND 2 0 566,564 24,290
HEADWATERS INC COM 42210P102 1 40 SH   DFND 16 0 0 40
HEALTH CARE REIT INC COM 42217K106 10,779 164,246 SH   DFND 2 0 164,246 0
HEALTH CARE REIT INC COM 42217K106 267 4,068 SH   DFND 02,03 0 4,068 0
HEALTH CARE REIT INC COM 42217K106 126 1,923 SH   DFND 10 0 1,923 0
HEALTH CARE REIT INC COM 42217K106 9,606 147,499 SH   DFND 16 0 126,357 21,142
HCN 6 1/2 CONV PRF 42217K601 29,506 496,400 SH   DFND 2 0 0 496,400
HCN 6 1/2 PRF 42217K700 693 27,243 SH   DFND 16 0 0 27,243
HEALTH NET INC COM 42222G108 41,073 640,561 SH   DFND 2 0 636,685 3,876
HEALTH NET INC COM 42222G108 4,999 77,953 SH   DFND 16 0 71,421 6,532
HEALTHSTREAM INC COM 42222N103 9,291 305,419 SH   DFND 2 0 305,419 0
HEALTHWAYS INC COM 422245100 2,014 168,179 SH   DFND 2 0 168,179 0
HEALTHWAYS INC COM 422245100 1 100 SH   DFND 16 0 0 100
HEALTHCARE TRUST OF AME-CL A COM 42225P501 10,455 436,517 SH   DFND 2 0 436,517 0
HEALTHCARE TRUST OF AME-CL A COM 42225P501 373 15,573 SH   DFND 16 0 0 15,573
HEALTHEQUITY INC COM 42226A107 13,314 415,436 SH   DFND 2 0 402,262 13,174
HEALTHEQUITY INC COM 42226A107 24 746 SH   DFND 02,03 0 746 0
HEARTLAND EXPRESS INC COM 422347104 11,448 565,927 SH   DFND 2 0 565,927 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 9,421 174,278 SH   DFND 2 0 174,278 0
HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 6 104 SH   DFND 16 0 0 104
HEARTWARE INTERNATIONAL INC COM 422368100 555 7,636 SH   DFND 2 0 7,536 100
HEARTWARE INTERNATIONAL INC CONV BND 422368AB6 14,481 14,795,000 PRN   DFND 2 0 0 14,795,000
HECLA MINING CO COM 422704106 56 21,195 SH   DFND 2 0 21,195 0
HECLA MINING CO COM 422704106 6 2,100 SH   DFND 16 0 0 2,100
HEICO CORP-CLASS A COM 422806208 8,397 165,400 SH   DFND 2 0 16,540 0
HEIDRICK & STRUGGLES INTL COM 422819102 2,580 98,971 SH   DFND 2 0 98,971 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 9,603 760,467 SH   DFND 2 0 668,890 91,577
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 429 33,946 SH   DFND 16 0 20,862 13,084
HELMERICH & PAYNE COM 423452101 5,567 79,051 SH   DFND 2 0 77,599 1,452
HELMERICH & PAYNE COM 423452101 88 1,251 SH   DFND 02,03 0 1,251 0
HELMERICH & PAYNE COM 423452101 85 1,209 SH   DFND 16 0 5 1,205
HENKEL KGAA-SPONS ADR PFD ADR 42550U208 61 542 SH   DFND 2 0 0 542
HENKEL KGAA-SPONS ADR PFD ADR 42550U208 1,056 9,347 SH   DFND 16 0 0 9,347
HENNES & MAURITZ AB-UNSP ADR ADR 425883105 366 47,556 SH   DFND 2 0 0 47,556
JACK HENRY & ASSOCIATES INC COM 426281101 13,961 215,768 SH   DFND 2 0 215,768 0
JACK HENRY & ASSOCIATES INC COM 426281101 89 1,374 SH   DFND 16 0 0 1,374
HERITAGE COMMERCE CORP COM 426927109 147 15,266 SH   DFND 16 0 0 15,266
HERCULES OFFSHORE INC COM 427093109 4 17,490 SH   DFND 2 0 17,490 0
HERCULES OFFSHORE INC COM 427093109 0 300 SH   DFND 16 0 0 300
HERITAGE FINANCIAL CORP COM 42722X106 2,760 154,405 SH   DFND 2 0 154,405 0
HERITAGE FINANCIAL CORP COM 42722X106 6 339 SH   DFND 16 0 0 339
HERITAGE INSURANCE HOLDINGS COM 42727J102 9,838 427,930 SH   DFND 2 0 427,930 0
HERITAGE INSURANCE HOLDINGS COM 42727J102 110 4,801 SH   DFND 16 0 0 4,801
HERON THERAPEUTICS INC COM 427746102 3,567 114,472 SH   DFND 2 0 104,547 9,925
HERSHA HOSPITALITY TRUST COM 427825500 3,999 155,935 SH   DFND 2 0 155,935 0
HERSHA HOSPITALITY TRUST COM 427825500 10 375 SH   DFND 16 0 0 375
HERSHEY CO/THE COM 427866108 31,808 358,067 SH   DFND 2 0 357,092 975
HERSHEY CO/THE COM 427866108 335 3,774 SH   DFND 02,03 0 3,774 0
HERSHEY CO/THE COM 427866108 547 6,153 SH   DFND 16 0 0 6,153
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3,864 213,245 SH   DFND 2 0 213,245 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 254 14,049 SH   DFND 10 0 14,049 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 48 2,673 SH   DFND 16 0 0 2,673
HESS CORP COM 42809H107 12,246 183,087 SH   DFND 2 0 183,087 0
HESS CORP COM 42809H107 189 2,830 SH   DFND 02,03 0 2,830 0
HESS CORP COM 42809H107 163 2,433 SH   DFND 16 0 850 1,583
HEWLETT-PACKARD CO COM 428236103 181,671 6,051,470 SH   DFND 2 0 5,779,365 272,105
HEWLETT-PACKARD CO COM 428236103 1,645 54,807 SH   DFND 02,03 0 54,807 0
HEWLETT-PACKARD CO COM 428236103 58,549 1,952,824 SH   DFND 10 0 1,794,631 158,193
HEWLETT-PACKARD CO COM 428236103 4,196 143,545 SH   DFND 16 0 105,582 37,963
HEWLETT-PACKARD CO OPT 428236103 3,187 106,200 SH Put DFND 2 0 0 106,200
HEXCEL CORP COM 428291108 1,659 33,347 SH   DFND 2 0 33,347 0
HEXCEL CORP COM 428291108 1,833 36,850 SH   DFND 16 0 32,030 4,820
HI-CRUSH PARTNERS LP LP 428337109 445 14,505 SH   DFND 16 0 0 14,505
HIBBETT SPORTS INC COM 428567101 16,594 356,242 SH   DFND 2 0 321,322 34,920
HIGHER ONE HOLDINGS INC COM 42983D104 3,586 1,199,230 SH   DFND 2 0 1,199,230 0
HIGHER ONE HOLDINGS INC COM 42983D104 1 200 SH   DFND 16 0 0 200
HIGHLAND/IBOXX SENIOR LOAN E COM 430101774 1,687 87,926 SH   DFND 16 0 0 87,926
HIGHWOODS PROPERTIES INC COM 431284108 58,433 1,462,684 SH   DFND 2 0 1,409,684 53,000
HIGHWOODS PROPERTIES INC COM 431284108 7 184 SH   DFND 16 0 0 184
HILL-ROM HOLDINGS INC COM 431475102 24,304 447,320 SH   DFND 2 0 410,426 36,894
HILL-ROM HOLDINGS INC COM 431475102 91 1,884 SH   DFND 16 0 1,459 425
HILLENBRAND INC COM 431571108 9,858 321,086 SH   DFND 2 0 321,086 0
HILLENBRAND INC COM 431571108 312 9,860 SH   DFND 16 0 0 9,860
HILLTOP HOLDINGS INC COM 432748101 21,344 886,022 SH   DFND 2 0 796,022 90,000
HILLTOP HOLDINGS INC COM 432748101 1 36 SH   DFND 16 0 0 36
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 3 353 SH   DFND 2 0 353 0
HIMAX TECHNOLOGIES INC-ADR ADR 43289P106 316 39,383 SH   DFND 16 0 0 39,383
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 70,169 2,546,943 SH   DFND 2 0 2,541,055 5,888
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 4,828 175,329 SH   DFND 10 0 175,329 0
HILTON WORLDWIDE HOLDINGS IN COM 43300A104 2,054 74,600 SH   DFND 16 0 66,051 8,549
HINGHAM INSTITUTION FOR SVGS COM 433323102 20 170 SH   DFND 2 0 170 0
HINGHAM INSTITUTION FOR SVGS COM 433323102 447 3,883 SH   DFND 16 0 0 3,883
HITACHI LTD -ADR ADR 433578507 301 4,563 SH   DFND 2 0 0 4,563
HITACHI LTD -ADR ADR 433578507 8 125 SH   DFND 16 0 0 125
HOLCIM LTD-UNSPON ADR ADR 434741203 181 12,240 SH   DFND 2 0 0 12,240
HOLLYFRONTIER CORP COM 436106108 56,390 1,320,979 SH   DFND 2 0 1,084,386 236,593
HOLLYFRONTIER CORP COM 436106108 231 5,406 SH   DFND 02,10 0 5,406 0
HOLLYFRONTIER CORP COM 436106108 59,663 1,397,576 SH   DFND 10 0 1,397,576 0
HOLLYFRONTIER CORP COM 436106108 4,360 102,123 SH   DFND 16 0 522 101,601
HOLOGIC INC COM 436440101 25,897 680,431 SH   DFND 2 0 680,431 0
HOLOGIC INC COM 436440101 123 3,232 SH   DFND 16 0 1,829 1,403
HOME BANCSHARES INC COM 436893200 10,120 276,786 SH   DFND 2 0 276,786 0
HOME BANCSHARES INC COM 436893200 2 49 SH   DFND 16 0 49 0
HOME DEPOT INC COM 437076102 769,084 6,920,583 SH   DFND 2 0 6,049,409 871,174
HOME DEPOT INC COM 437076102 1,829 16,459 SH   DFND 02,03 0 16,459 0
HOME DEPOT INC COM 437076102 146,925 1,322,693 SH   DFND 10 0 1,300,924 21,769
HOME DEPOT INC COM 437076102 21,809 196,243 SH   DFND 16 0 13,517 182,726
HOME PROPERTIES INC COM 437306103 10,748 147,133 SH   DFND 2 0 146,909 224
HOME PROPERTIES INC COM 437306103 70 960 SH   DFND 16 0 0 960
HOMEAWAY INC COM 43739Q100 21,531 691,877 SH   DFND 2 0 687,777 4,100
HOMEAWAY INC COM 43739Q100 68 2,200 SH   DFND 10 0 0 2,200
HOMEAWAY INC COM 43739Q100 184 5,912 SH   DFND 16 0 0 5,912
HOMESTREET INC COM 43785V102 12,068 528,845 SH   DFND 2 0 528,845 0
HOMESTREET INC COM 43785V102 190 8,407 SH   DFND 16 0 8,407 0
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 1,652 50,981 SH   DFND 2 0 0 50,981
HONDA MOTOR CO LTD-SPONS ADR ADR 438128308 126 3,874 SH   DFND 16 0 0 3,874
HONEYWELL INTERNATIONAL INC COM 438516106 1,102,217 10,809,182 SH   DFND 2 0 10,376,635 432,547
HONEYWELL INTERNATIONAL INC COM 438516106 5,617 55,086 SH   DFND 02,03 0 55,086 0
HONEYWELL INTERNATIONAL INC COM 438516106 19,238 188,671 SH   DFND 10 0 51,622 137,049
HONEYWELL INTERNATIONAL INC COM 438516106 9,733 95,212 SH   DFND 16 0 19,018 76,194
HONG KONG & CHINA GAS-SP ADR ADR 438550303 49 23,551 SH   DFND 2 0 0 23,551
HONGKONG LAND HOLDINGS LTD COM 438584997 11,920 1,453,700 SH   DFND 2 0 1,453,700 0
HONGKONG LAND HOLDINGS LTD COM 438584997 10,052 1,225,900 SH   DFND 02,10 0 1,225,900 0
HONG KONG EXCHANGES-UNSP ADR ADR 43858F109 340 9,639 SH   DFND 2 0 0 9,639
HONG KONG EXCHANGES-UNSP ADR ADR 43858F109 271 7,686 SH   DFND 16 0 0 7,686
HOOKER FURNITURE CORP COM 439038100 6,263 249,405 SH   DFND 2 0 249,405 0
HORACE MANN EDUCATORS COM 440327104 41,848 1,150,356 SH   DFND 2 0 1,064,336 86,020
HORACE MANN EDUCATORS COM 440327104 63 1,724 SH   DFND 16 0 1,598 126
HORMEL FOODS CORP COM 440452100 2,543 45,121 SH   DFND 2 0 45,121 0
HORMEL FOODS CORP COM 440452100 88 1,556 SH   DFND 02,03 0 1,556 0
HORMEL FOODS CORP COM 440452100 1,002 17,784 SH   DFND 16 0 15,228 2,556
HORNBECK OFFSHORE SERVICES COM 440543106 4,396 214,148 SH   DFND 2 0 214,048 100
HORNBECK OFFSHORE SERVICES COM 440543106 0 2 SH   DFND 16 0 0 2
HORTONWORKS INC COM 440894103 805 31,785 SH   DFND 2 0 31,785 0
HOSPIRA INC COM 441060100 14,015 157,984 SH   DFND 2 0 157,980 4
HOSPIRA INC COM 441060100 177 1,999 SH   DFND 02,03 0 1,999 0
HOSPIRA INC COM 441060100 39 441 SH   DFND 16 0 0 441
HOSPITALITY PROPERTIES TRUST COM 44106M102 11,291 391,761 SH   DFND 2 0 391,761 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 666 23,096 SH   DFND 16 0 18,781 4,315
HPT 7 1/8 PRF 44106M607 990 38,729 SH   DFND 16 0 0 38,729
HOST HOTELS & RESORTS INC COM 44107P104 81,014 4,084,395 SH   DFND 2 0 4,013,447 70,948
HOST HOTELS & RESORTS INC COM 44107P104 537 27,095 SH   DFND 02,03 0 27,095 0
HOST HOTELS & RESORTS INC COM 44107P104 102 5,155 SH   DFND 10 0 5,155 0
HOST HOTELS & RESORTS INC COM 44107P104 3,067 154,616 SH   DFND 16 0 146,775 7,841
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 57,726 2,290,705 SH   DFND 2 0 2,285,313 5,392
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 265 10,519 SH   DFND 02,03 0 10,519 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 339 13,474 SH   DFND 16 0 13,113 361
HOUSTON WIRE & CABLE CO COM 44244K109 4,320 435,447 SH   DFND 2 0 435,447 0
HOWARD HUGHES CORP/THE COM 44267D107 433 3,021 SH   DFND 2 0 2,601 420
HOWARD HUGHES CORP/THE COM 44267D107 0 1 SH   DFND 16 0 0 1
HUB GROUP INC-CL A COM 443320106 14,412 357,300 SH   DFND 2 0 302,077 55,223
HUB GROUP INC-CL A COM 443320106 39 960 SH   DFND 02,03 0 960 0
HUBBELL INC -CL B COM 443510201 16,987 156,877 SH   DFND 2 0 156,035 842
HUBBELL INC -CL B COM 443510201 669 6,179 SH   DFND 16 0 5,578 601
HUBSPOT INC COM 443573100 3,801 76,652 SH   DFND 2 0 76,652 0
HUBSPOT INC COM 443573100 285 5,758 SH   DFND 16 0 0 5,758
HUDSON CITY BANCORP INC COM 443683107 1,848 187,045 SH   DFND 2 0 187,045 0
HUDSON CITY BANCORP INC COM 443683107 55 5,577 SH   DFND 02,03 0 5,577 0
HUDSON CITY BANCORP INC COM 443683107 31 3,148 SH   DFND 16 0 0 3,148
HUDSON PACIFIC PROPERTIES IN COM 444097109 1,249 44,040 SH   DFND 2 0 44,040 0
HUDSON PACIFIC PROPERTIES IN COM 444097109 39 1,366 SH   DFND 16 0 1,275 91
HUDSON VALLEY HOLDING CORP COM 444172100 9,290 329,325 SH   DFND 2 0 329,325 0
HUMANA INC COM 444859102 212,056 1,108,560 SH   DFND 2 0 1,033,146 75,414
HUMANA INC COM 444859102 331 1,733 SH   DFND 02,03 0 1,733 0
HUMANA INC COM 444859102 1,342 6,694 SH   DFND 16 0 2,374 4,320
HUNT (JB) TRANSPRT SVCS INC COM 445658107 32,981 401,772 SH   DFND 2 0 400,862 910
HUNT (JB) TRANSPRT SVCS INC COM 445658107 3,970 48,359 SH   DFND 10 0 48,359 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 313 3,786 SH   DFND 16 0 1,168 2,618
HUNTINGTON BANCSHARES INC COM 446150104 26,278 2,322,545 SH   DFND 2 0 2,322,545 0
HUNTINGTON BANCSHARES INC COM 446150104 106 9,358 SH   DFND 02,03 0 9,358 0
HUNTINGTON BANCSHARES INC COM 446150104 38,370 3,395,525 SH   DFND 10 0 3,395,525 0
HUNTINGTON BANCSHARES INC COM 446150104 408 35,980 SH   DFND 16 0 5,310 30,670
HUNTINGTON INGALLS INDUSTRIE COM 446413106 26,436 234,783 SH   DFND 2 0 234,225 558
HUNTINGTON INGALLS INDUSTRIE COM 446413106 87 778 SH   DFND 16 0 600 178
HUNTSMAN CORP COM 447011107 583 26,384 SH   DFND 2 0 26,384 0
HUNTSMAN CORP COM 447011107 235 10,588 SH   DFND 16 0 8,981 1,607
HURON CONSULTING GROUP INC COM 447462102 2,055 29,315 SH   DFND 2 0 29,315 0
HUTCHISON PORT HOLDINGS TR-U COM 448415984 2,003 3,179,500 SH   DFND 2 0 3,179,500 0
HYATT HOTELS CORP - CL A COM 448579102 334 5,890 SH   DFND 2 0 5,890 0
HYSTER-YALE MATERIALS COM 449172105 7,898 114,005 SH   DFND 2 0 113,990 15
IAC/INTERACTIVECORP COM 44919P508 1,336 16,769 SH   DFND 2 0 16,767 2
IAC/INTERACTIVECORP COM 44919P508 999 12,441 SH   DFND 16 0 307 12,134
ICU MEDICAL INC COM 44930G107 10,968 114,647 SH   DFND 2 0 110,467 4,180
IPG PHOTONICS CORP COM 44980X109 14,571 171,076 SH   DFND 2 0 169,974 1,102
IPG PHOTONICS CORP COM 44980X109 224 2,632 SH   DFND 16 0 955 1,677
IPC HEALTHCARE INC COM 44984A105 9,338 168,603 SH   DFND 2 0 168,603 0
ISTAR FINANCIAL INC COM 45031U101 156 11,740 SH   DFND 2 0 11,740 0
ISTAR FINANCIAL INC COM 45031U101 1 46 SH   DFND 16 0 0 46
STAR 4 1/2 CONV PRF 45031U887 14,514 254,600 SH   DFND 2 0 0 254,600
ITV PLC-UNSPON ADR ADR 45069P107 172 4,065 SH   DFND 2 0 0 4,065
ITV PLC-UNSPON ADR ADR 45069P107 257 6,187 SH   DFND 16 0 0 6,187
IXIA COM 45071R109 3,498 281,175 SH   DFND 2 0 281,175 0
IBERDROLA SA-SPONSORED ADR ADR 450737101 333 12,363 SH   DFND 2 0 0 12,363
IBERDROLA SA-SPONSORED ADR ADR 450737101 5 189 SH   DFND 16 0 0 189
IBERIABANK CORP COM 450828108 5,275 77,307 SH   DFND 2 0 77,307 0
ITT CORP COM 450911201 12,941 309,277 SH   DFND 2 0 309,277 0
ITT CORP COM 450911201 170 4,065 SH   DFND 16 0 0 4,065
IAMGOLD CORP COM 450913108 32 16,000 SH   DFND 16 0 0 16,000
ICICI BANK LTD-SPON ADR ADR 45104G104 24,139 2,316,541 SH   DFND 2 0 0 2,316,541
ICICI BANK LTD-SPON ADR ADR 45104G104 17,245 1,655,000 SH   DFND 02,10 0 0 1,655,000
ICICI BANK LTD-SPON ADR ADR 45104G104 28,030 2,692,619 SH   DFND 10 0 0 2,692,619
ICICI BANK LTD-SPON ADR ADR 45104G104 126 12,102 SH   DFND 16 0 0 12,102
ICONIX BRAND GROUP INC COM 451055107 5,907 236,582 SH   DFND 2 0 233,428 3,154
ICONIX BRAND GROUP INC COM 451055107 11 424 SH   DFND 16 0 0 424
ICONIX BRAND GROUP INC CONV BND 451055AF4 6,040 5,908,000 PRN   DFND 2 0 0 5,908,000
IDACORP INC COM 451107106 26,964 480,282 SH   DFND 2 0 480,282 0
IDACORP INC COM 451107106 54 963 SH   DFND 16 0 0 963
IDEX CORP COM 45167R104 18,730 238,342 SH   DFND 2 0 238,342 0
IDEX CORP COM 45167R104 74 940 SH   DFND 02,03 0 940 0
IDEX CORP COM 45167R104 1,141 14,521 SH   DFND 16 0 10,520 4,001
IDEXX LABORATORIES INC COM 45168D104 37,603 586,262 SH   DFND 2 0 584,306 1,956
IDEXX LABORATORIES INC COM 45168D104 57 892 SH   DFND 02,03 0 892 0
IDEXX LABORATORIES INC COM 45168D104 12,216 190,468 SH   DFND 10 0 190,468 0
IDEXX LABORATORIES INC COM 45168D104 1,438 22,447 SH   DFND 16 0 18,921 3,526
IGATE CORP COM 45169U105 8,013 168,025 SH   DFND 2 0 168,025 0
IGATE CORP COM 45169U105 33 692 SH   DFND 16 0 0 692
IGNITE RESTAURANT GROUP INC COM 451730105 2,911 591,740 SH   DFND 2 0 591,740 0
IHS INC-CLASS A COM 451734107 126,812 985,864 SH   DFND 2 0 927,571 58,293
IHS INC-CLASS A COM 451734107 1,057 8,215 SH   DFND 02,03 0 8,215 0
IHS INC-CLASS A COM 451734107 8,215 63,856 SH   DFND 10 0 38,871 24,985
IHS INC-CLASS A COM 451734107 15 116 SH   DFND 16 0 0 116
ILLINOIS TOOL WORKS COM 452308109 108,311 1,179,589 SH   DFND 2 0 1,175,799 3,790
ILLINOIS TOOL WORKS COM 452308109 404 4,393 SH   DFND 02,03 0 4,393 0
ILLINOIS TOOL WORKS COM 452308109 1,126 12,269 SH   DFND 16 0 14 12,254
ILLUMINA INC COM 452327109 730,186 3,343,944 SH   DFND 2 0 3,134,933 209,011
ILLUMINA INC COM 452327109 14,054 64,362 SH   DFND 02,03 0 64,362 0
ILLUMINA INC COM 452327109 5,062 23,177 SH   DFND 16 0 11,408 11,769
IMAX CORP COM 45245E109 9,066 225,126 SH   DFND 2 0 212,216 12,910
IMAX CORP COM 45245E109 90 2,227 SH   DFND 02,03 0 2,227 0
IMAX CORP COM 45245E109 503 12,523 SH   DFND 16 0 11,651 872
IMMERSION CORPORATION COM 452521107 1,723 135,979 SH   DFND 2 0 135,979 0
IMMUNOGEN INC COM 45253H101 90 6,258 SH   DFND 2 0 6,258 0
IMMUNOGEN INC COM 45253H101 122 8,489 SH   DFND 16 0 0 8,489
IMPAX LABORATORIES INC COM 45256B101 40,562 883,334 SH   DFND 2 0 883,334 0
IMPAX LABORATORIES INC COM 45256B101 150 3,257 SH   DFND 16 0 0 3,257
IMPAX LABORATORIES INC CONV BND 45256BAD3 13,991 14,000,000 PRN   DFND 2 0 0 14,000,000
IMMUNOMEDICS INC CONV BND 452907AJ7 5,603 5,403,000 PRN   DFND 2 0 0 5,403,000
IMPERIAL OIL LTD COM 453038408 278 7,171 SH   DFND 2 0 7,171 0
IMPERIAL OIL LTD COM 453038408 28 715 SH   DFND 16 0 0 715
IMPERIAL TOBACCO GR-SPON ADR ADR 453142101 519 5,340 SH   DFND 2 0 0 5,340
IMPERIAL TOBACCO GR-SPON ADR ADR 453142101 13 138 SH   DFND 16 0 0 138
IMPERVA INC COM 45321L100 6,863 101,370 SH   DFND 2 0 101,370 0
INC RESEARCH HOLDINGS INC-A COM 45329R109 12,271 305,835 SH   DFND 2 0 295,463 10,372
INC RESEARCH HOLDINGS INC-A COM 45329R109 51 1,270 SH   DFND 02,03 0 1,270 0
INC RESEARCH HOLDINGS INC-A COM 45329R109 30 750 SH   DFND 16 0 0 750
INCONTACT INC COM 45336E109 540 54,688 SH   DFND 2 0 54,688 0
INCYTE CORP COM 45337C102 138,684 1,330,831 SH   DFND 2 0 1,231,740 99,091
INCYTE CORP COM 45337C102 46 444 SH   DFND 02,03 0 444 0
INCYTE CORP COM 45337C102 34,111 327,357 SH   DFND 10 0 327,357 0
INCYTE CORP COM 45337C102 147 1,385 SH   DFND 16 0 793 592
INCYTE CORP CONV BND 45337CAN2 20,177 9,740,000 PRN   DFND 2 0 0 9,740,000
INDEPENDENT BANK CORP/MA COM 453836108 32,557 694,299 SH   DFND 2 0 629,299 65,000
INDEPENDENT BANK CORP/MA COM 453836108 5 104 SH   DFND 16 0 0 104
INDEPENDENT BANK CORP - MICH COM 453838609 8,666 639,037 SH   DFND 2 0 445,342 193,695
INDEPENDENT BANK CORP - MICH COM 453838609 10 745 SH   DFND 16 0 0 745
INDIA FUND INC COM 454089103 476 17,893 SH   DFND 16 0 0 17,893
IQ HEDGE MULTI-STRAT TRACKER COM 45409B107 912 30,848 SH   DFND 16 0 0 30,848
IQ MERGER ARBITRAGE ETF COM 45409B800 281 9,777 SH   DFND 16 0 0 9,777
INDITEX-UNSPON ADR ADR 455793109 442 27,231 SH   DFND 2 0 0 27,231
IND & COMM BK OF-UNSPON ADR ADR 455807107 723 45,500 SH   DFND 2 0 0 45,500
INFINEON TECHNOLOGIES-ADR ADR 45662N103 233 18,780 SH   DFND 2 0 0 18,780
INFINEON TECHNOLOGIES-ADR ADR 45662N103 2 172 SH   DFND 16 0 0 172
INFINITY PROPERTY & CASUALTY COM 45665Q103 4,168 54,953 SH   DFND 2 0 54,953 0
INFORMATICA CORP COM 45666Q102 25,965 535,662 SH   DFND 2 0 532,480 3,182
INFORMATICA CORP COM 45666Q102 42 860 SH   DFND 16 0 0 860
INFINERA CORP COM 45667G103 8,240 392,831 SH   DFND 2 0 386,331 6,500
INFINERA CORP COM 45667G103 77 3,650 SH   DFND 16 0 0 3,650
INFORMA PLC-SP ADR ADR 45672B305 14 821 SH   DFND 2 0 0 821
INFORMA PLC-SP ADR ADR 45672B305 679 39,068 SH   DFND 16 0 0 39,068
INFOBLOX INC COM 45672H104 1,585 60,497 SH   DFND 2 0 60,497 0
INFOSYS LTD-SP ADR ADR 456788108 343 21,621 SH   DFND 2 0 0 21,621
INFOSYS LTD-SP ADR ADR 456788108 11,513 726,352 SH   DFND 02,10 0 0 726,352
INFOSYS LTD-SP ADR ADR 456788108 14,208 896,922 SH   DFND 10 0 0 896,922
INFOSYS LTD-SP ADR ADR 456788108 83 5,273 SH   DFND 16 0 0 5,273
ING GROEP N.V.-SPONSORED ADR ADR 456837103 756 45,603 SH   DFND 2 0 0 45,603
ING GROEP N.V.-SPONSORED ADR ADR 456837103 907 54,728 SH   DFND 16 0 0 54,728
INTNED 7.2 PRF 456837301 218 8,474 SH   DFND 16 0 0 8,474
INTNED 6.2 PRF 456837400 525 20,531 SH   DFND 16 0 0 20,531
INTNED 6 1/8 PRF 456837509 901 35,442 SH   DFND 16 0 0 35,442
INTNED 6 3/8 PRF 456837608 1,840 71,956 SH   DFND 16 0 0 71,956
ING GROEP NV PRF 456837707 238 9,543 SH   DFND 16 0 0 9,543
INFRAREIT INC COM 45685L100 3,861 136,131 SH   DFND 2 0 136,131 0
INFRAREIT INC COM 45685L100 4 140 SH   DFND 16 0 0 140
FHLB MEMBERSHIP STK CLASS B COM 4568FHLB2 10,005 10,004,756 SH   DFND 02,05 0 0 10,004,756
FHLB ACTIVITY SHARES COM 4569FHLB0 6,000 6,000,000 SH   DFND 02,05 0 0 6,000,000
INGLES MARKETS INC-CLASS A COM 457030104 4,288 89,766 SH   DFND 2 0 89,766 0
INGRAM MICRO INC-CL A COM 457153104 10,601 423,545 SH   DFND 2 0 423,545 0
INGRAM MICRO INC-CL A COM 457153104 6 255 SH   DFND 16 0 0 255
INGREDION INC COM 457187102 18,248 228,607 SH   DFND 2 0 228,607 0
INGREDION INC COM 457187102 25 309 SH   DFND 16 0 0 309
INLAND REAL ESTATE CORP COM 457461200 3,937 417,896 SH   DFND 2 0 417,896 0
INLAND REAL ESTATE CORP COM 457461200 57 6,048 SH   DFND 16 0 0 6,048
INSIGHT ENTERPRISES INC COM 45765U103 8,129 271,764 SH   DFND 2 0 271,764 0
INSIGHT ENTERPRISES INC COM 45765U103 3 100 SH   DFND 16 0 0 100
INSMED INC COM 457669307 4,728 193,598 SH   DFND 2 0 188,578 5,020
INNOSPEC INC COM 45768S105 11,978 265,911 SH   DFND 2 0 258,211 7,700
INPHI CORP COM 45772F107 1,806 79,018 SH   DFND 2 0 79,018 0
INPHI CORP COM 45772F107 132 5,785 SH   DFND 16 0 0 5,785
INOVIO PHARMACEUTICALS INC COM 45773H201 5 610 SH   DFND 2 0 610 0
INOVIO PHARMACEUTICALS INC COM 45773H201 131 16,110 SH   DFND 16 0 0 16,110
INNOPHOS HOLDINGS INC COM 45774N108 13,447 255,487 SH   DFND 2 0 211,981 43,506
INSPERITY INC COM 45778Q107 6,190 121,606 SH   DFND 2 0 121,606 0
INSTALLED BUILDING PRODUCTS COM 45780R101 8,073 329,718 SH   DFND 2 0 226,732 102,986
INSULET CORP COM 45784P101 4,844 156,343 SH   DFND 2 0 142,733 13,610
INSULET CORP COM 45784P101 23 741 SH   DFND 02,03 0 741 0
INSULET CORP COM 45784P101 2 78 SH   DFND 16 0 13 65
INPEX CORP-UNSPON ADR ADR 45790H101 115 10,150 SH   DFND 2 0 0 10,150
INTEGRA LIFESCIENCES HOLDING COM 457985208 20,562 305,213 SH   DFND 2 0 305,213 0
INTEGRATED DEVICE TECH INC COM 458118106 43,376 1,998,891 SH   DFND 2 0 1,904,891 94,000
INTEGRATED DEVICE TECH INC COM 458118106 61 2,815 SH   DFND 16 0 0 2,815
INTEGRATED SILICON SOLUTION COM 45812P107 482 21,740 SH   DFND 2 0 21,740 0
INTEL CORP COM 458140100 729,046 23,970,149 SH   DFND 2 0 21,635,056 2,335,093
INTEL CORP COM 458140100 1,859 61,113 SH   DFND 02,03 0 61,113 0
INTEL CORP COM 458140100 54,590 1,795,172 SH   DFND 10 0 1,749,039 46,133
INTEL CORP COM 458140100 14,120 464,279 SH   DFND 16 0 93,765 370,514
INTEL CORP CONV BND 458140AF7 25,085 16,490,000 PRN   DFND 2 0 0 16,490,000
INTEL CORP CONV BND 458140AF7 15 10,000 PRN   DFND 16 0 0 10,000
INTELLIPHARMACEUTICS INTERNA COM 458173101 59 20,000 SH   DFND 16 0 0 20,000
TEG 6 08/01/73 PRF 45822P204 2,291 86,023 SH   DFND 16 0 0 86,023
INSYS THERAPEUTICS INC COM 45824V209 2,531 70,475 SH   DFND 2 0 64,365 6,110
INSYS THERAPEUTICS INC COM 45824V209 5 150 SH   DFND 16 0 0 150
INTER PARFUMS INC COM 458334109 12,121 357,193 SH   DFND 2 0 357,193 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 11,616 279,495 SH   DFND 2 0 279,495 0
INTERACTIVE BROKERS GRO-CL A COM 45841N107 3 80 SH   DFND 16 0 0 80
INTERACTIVE INTELLIGENCE GRO COM 45841V109 3,616 81,322 SH   DFND 2 0 81,322 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 7 150 SH   DFND 16 0 0 150
INTERCEPT PHARMACEUTICALS IN COM 45845P108 352,598 1,460,755 SH   DFND 2 0 1,365,599 95,156
INTERCEPT PHARMACEUTICALS IN COM 45845P108 7,441 30,827 SH   DFND 02,03 0 30,827 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,084 4,497 SH   DFND 16 0 4,442 55
INTERCONTINENTAL HOTELS-ADR ADR 45857P509 254 6,270 SH   DFND 2 0 0 6,270
INTERFACE INC COM 458665304 9,735 388,621 SH   DFND 2 0 388,621 0
INTERFACE INC COM 458665304 1 40 SH   DFND 16 0 0 40
INTERCONTINENTAL EXCHANGE IN COM 45866F104 321,452 1,437,560 SH   DFND 2 0 1,333,619 103,941
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,196 36,654 SH   DFND 02,03 0 36,654 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,752 12,278 SH   DFND 16 0 11,099 1,179
INTERDIGITAL INC COM 45867G101 17,389 305,663 SH   DFND 2 0 244,638 61,025
INTERNATIONAL BANCSHARES CRP COM 459044103 8,919 331,982 SH   DFND 2 0 331,982 0
INTL BUSINESS MACHINES CORP COM 459200101 161,799 994,720 SH   DFND 2 0 982,982 11,738
INTL BUSINESS MACHINES CORP COM 459200101 1,725 10,603 SH   DFND 02,03 0 10,603 0
INTL BUSINESS MACHINES CORP COM 459200101 58,442 359,295 SH   DFND 10 0 347,083 12,212
INTL BUSINESS MACHINES CORP COM 459200101 8,463 51,931 SH   DFND 16 0 13,316 38,615
INTL FLAVORS & FRAGRANCES COM 459506101 53,660 490,980 SH   DFND 2 0 488,991 1,989
INTL FLAVORS & FRAGRANCES COM 459506101 300 2,743 SH   DFND 02,03 0 2,743 0
INTL FLAVORS & FRAGRANCES COM 459506101 11 100 SH   DFND 16 0 0 100
INTERNATIONAL PAPER CO COM 460146103 374,774 7,875,007 SH   DFND 2 0 6,462,161 1,412,846
INTERNATIONAL PAPER CO COM 460146103 233 4,900 SH   DFND 02,03 0 4,900 0
INTERNATIONAL PAPER CO COM 460146103 1,676 35,267 SH   DFND 16 0 11,680 23,587
INTL SPEEDWAY CORP-CL A COM 460335201 9,091 247,931 SH   DFND 2 0 49,586 0
INTL SPEEDWAY CORP-CL A COM 460335201 10 259 SH   DFND 16 0 0 259
INTERPUBLIC GROUP OF COS INC COM 460690100 28,224 1,464,607 SH   DFND 2 0 1,458,343 6,264
INTERPUBLIC GROUP OF COS INC COM 460690100 113 5,844 SH   DFND 02,03 0 5,844 0
INTERPUBLIC GROUP OF COS INC COM 460690100 65 3,354 SH   DFND 16 0 572 2,782
INTERSIL CORP-A COM 46069S109 4,025 321,707 SH   DFND 2 0 321,707 0
INTERSIL CORP-A COM 46069S109 0 25 SH   DFND 16 0 0 25
INTERSECT ENT INC COM 46071F103 4,293 149,951 SH   DFND 2 0 149,951 0
INTERVAL LEISURE GROUP COM 46113M108 5,124 224,265 SH   DFND 2 0 224,265 0
INTEVAC INC COM 461148108 3,547 606,662 SH   DFND 2 0 393,897 212,765
INTEVAC INC COM 461148108 1 250 SH   DFND 16 0 0 250
INTESA SANPAOLO-SPON ADR ADR 46115H107 647 29,728 SH   DFND 2 0 0 29,728
INTESA SANPAOLO-SPON ADR ADR 46115H107 2 111 SH   DFND 16 0 0 111
INTL FCSTONE INC COM 46116V105 17,345 521,878 SH   DFND 2 0 419,033 102,845
INTL FCSTONE INC COM 46116V105 263 7,916 SH   DFND 16 0 0 7,916
INTRA-CELLULAR THERAPIES INC COM 46116X101 1,525 47,720 SH   DFND 2 0 47,620 100
INTUIT INC COM 461202103 223,398 2,216,918 SH   DFND 2 0 2,110,213 106,705
INTUIT INC COM 461202103 1,759 17,451 SH   DFND 02,03 0 17,451 0
INTUIT INC COM 461202103 94,569 938,557 SH   DFND 10 0 895,320 43,237
INTUIT INC COM 461202103 364 3,611 SH   DFND 16 0 973 2,638
INVACARE CORP COM 461203101 12,273 567,383 SH   DFND 2 0 449,836 117,547
INTUITIVE SURGICAL INC COM 46120E602 8,018 16,549 SH   DFND 2 0 16,549 0
INTUITIVE SURGICAL INC COM 46120E602 207 428 SH   DFND 02,03 0 428 0
INTUITIVE SURGICAL INC COM 46120E602 1,938 4,000 SH   DFND 10 0 0 4,000
INTUITIVE SURGICAL INC COM 46120E602 770 1,589 SH   DFND 16 0 798 791
INTREPID POTASH INC COM 46121Y102 10,192 853,461 SH   DFND 2 0 853,461 0
INTREPID POTASH INC COM 46121Y102 0 28 SH   DFND 16 0 0 28
INTREXON CORP COM 46122T102 51 1,055 SH   DFND 2 0 865 190
INTREXON CORP COM 46122T102 445 9,120 SH   DFND 16 0 0 9,120
INVESCO MORTGAGE CAPITAL COM 46131B100 84 5,670 SH   DFND 2 0 5,670 0
INVESCO MORTGAGE CAPITAL COM 46131B100 136 9,524 SH   DFND 16 0 0 9,524
INVESCO SENIOR INCOME TRUST COM 46131H107 523 117,163 SH   DFND 16 0 0 117,163
INVESCO AD MIT II COM 46132E103 263 23,980 SH   DFND 16 0 0 23,980
INVESTMENT TECHNOLOGY GROUP COM 46145F105 5,337 215,221 SH   DFND 2 0 215,221 0
INVESTORS BANCORP INC COM 46146L101 20,922 1,701,011 SH   DFND 2 0 1,701,011 0
INVESTORS BANCORP INC COM 46146L101 12 1,026 SH   DFND 16 0 26 1,000
INVESTORS REAL ESTATE TRUST COM 461730103 1,923 269,126 SH   DFND 2 0 269,126 0
INVESTORS REAL ESTATE TRUST COM 461730103 110 15,420 SH   DFND 16 0 0 15,420
ION GEOPHYSICAL CORP COM 462044108 641 599,708 SH   DFND 2 0 599,708 0
BANK OF IRELAND-SPONS ADR ADR 46267Q202 585 36,354 SH   DFND 2 0 0 36,354
BANK OF IRELAND-SPONS ADR ADR 46267Q202 160 10,108 SH   DFND 16 0 0 10,108
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,385 372,371 SH   DFND 2 0 372,371 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 9 1,000 SH   DFND 16 0 0 1,000
IROBOT CORP COM 462726100 4,477 140,455 SH   DFND 2 0 140,455 0
IROBOT CORP COM 462726100 49 1,545 SH   DFND 16 0 0 1,545
IRON MOUNTAIN INC COM 46284V101 9,778 315,420 SH   DFND 2 0 315,420 0
IRON MOUNTAIN INC COM 46284V101 67 2,167 SH   DFND 02,03 0 2,167 0
IRON MOUNTAIN INC COM 46284V101 32 1,047 SH   DFND 10 0 1,047 0
IRON MOUNTAIN INC COM 46284V101 12,157 392,167 SH   DFND 16 0 18,904 373,263
ISHARES GOLD TRUST COM 464285105 1,292 114,003 SH   DFND 16 0 0 114,003
ISHARES MSCI AUSTRALIA ETF COM 464286103 11,587 552,845 SH   DFND 16 0 0 552,845
ISHARES MSCI FRONTIER 100 COM 464286145 352 12,017 SH   DFND 16 0 0 12,017
ISHARES GLOBAL EX USD HIGH Y COM 464286210 244 5,188 SH   DFND 16 0 0 5,188
ISHARES EMERGING MARKETS HIG COM 464286285 27,777 578,594 SH   DFND 16 0 45 578,549
ISHARES MSCI BELGIUM CAPPED COM 464286301 584 33,618 SH   DFND 16 0 0 33,618
ISHARES EMERGING MARKETS DIV COM 464286319 337 8,129 SH   DFND 16 0 0 8,129
ISHARES MSCI BRAZIL CAPPED E COM 464286400 769 23,470 SH   DFND 16 0 0 23,470
ISHARES MSCI CANADA ETF COM 464286509 18,108 678,952 SH   DFND 2 0 678,952 0
ISHARES MSCI CANADA ETF COM 464286509 4,295 161,567 SH   DFND 16 0 0 161,567
ISHARES MSCI ALL COUNTRY WOR COM 464286525 10,366 148,773 SH   DFND 16 0 0 148,773
ISHARES MSCI EMERG MKT MIN V COM 464286533 8,027 139,168 SH   DFND 16 0 0 139,168
ISHARES MSCI EUROZONE ETF COM 464286608 550 14,663 SH   DFND 16 0 0 14,663
ISHARES MSCI BRIC ETF COM 464286657 5,217 139,418 SH   DFND 16 0 0 139,418
ISHARES MSCI PACIFIC EX JAPA COM 464286665 1,105 25,450 SH   DFND 16 0 0 25,450
ISHARES MSCI SINGAPORE ETF COM 464286673 4,117 327,332 SH   DFND 16 0 0 327,332
ISHARES MSCI FRANCE ETF COM 464286707 36,986 1,437,053 SH   DFND 16 0 67 1,436,986
ISHARES MSCI TAIWAN ETF COM 464286731 8,228 521,119 SH   DFND 16 0 0 521,119
ISHARES MSCI SWITZERLAND CAP COM 464286749 8,671 264,611 SH   DFND 16 0 0 264,611
ISHARES MSCI SWEDEN ETF COM 464286756 214 6,736 SH   DFND 16 0 0 6,736
ISHARES MSCI SPAIN CAPPED ET COM 464286764 20,651 615,282 SH   DFND 16 0 17 615,265
ISHARES MSCI SOUTH KOREA CAP COM 464286772 7,926 143,747 SH   DFND 16 0 0 143,747
ISHARES MSCI GERMANY ETF COM 464286806 1,428 51,216 SH   DFND 16 0 0 51,216
ISHARES MSCI NETHERLANDS ETF COM 464286814 9,241 360,951 SH   DFND 16 0 0 360,951
ISHARES MSCI MEXICO CAPPED COM 464286822 617 10,811 SH   DFND 16 0 0 10,811
ISHARES MSCI MALAYSIA ETF COM 464286830 3,853 317,950 SH   DFND 16 0 0 317,950
ISHARES MSCI JAPAN ETF COM 464286848 30,090 2,355,406 SH   DFND 16 0 71,909 2,283,497
ISHARES MSCI ITALY CAPPED ET COM 464286855 223 14,950 SH   DFND 16 0 0 14,950
ISHARES MSCI HONG KONG ETF COM 464286871 21,973 975,832 SH   DFND 16 0 0 975,832
ISHARES S&P 100 ETF COM 464287101 2,865 31,548 SH   DFND 16 0 0 31,548
ISHARES MORNINGSTAR LARGE-CA COM 464287119 3,624 30,419 SH   DFND 16 0 0 30,419
ISHARES MORNINGSTAR LARGE-CA COM 464287127 7,193 59,492 SH   DFND 16 0 0 59,492
ISHARES CORE S&P TOTAL U.S. COM 464287150 5,243 55,515 SH   DFND 16 0 0 55,515
ISHARES SELECT DIVIDEND ETF COM 464287168 2,484 33,060 SH   DFND 2 0 33,060 0
ISHARES SELECT DIVIDEND ETF COM 464287168 30,914 413,263 SH   DFND 16 0 0 413,263
ISHARES TIPS BOND ETF COM 464287176 14,541 129,751 SH   DFND 2 0 26,021 103,730
ISHARES TIPS BOND ETF COM 464287176 11,257 100,922 SH   DFND 16 0 641 100,281
ISHARES CHINA LARGE-CAP ETF COM 464287184 3,258 70,662 SH   DFND 16 0 0 70,662
ISHARES TRANSPORTATION AVERA COM 464287192 307 2,117 SH   DFND 16 0 0 2,117
ISHARES CORE S&P 500 ETF COM 464287200 383 1,848 SH   DFND 2 0 1,848 0
ISHARES CORE S&P 500 ETF COM 464287200 46,907 225,726 SH   DFND 16 0 31 225,695
ISHARES CORE U.S. AGGREGATE COM 464287226 269,204 2,475,838 SH   DFND 16 0 0 2,475,838
ISHARES MSCI EMERGING MARKET COM 464287234 11,054 279,932 SH   DFND 16 0 0 279,932
ISHARES IBOXX INVESTMENT GRA COM 464287242 2,039 17,622 SH   DFND 2 0 17,622 0
ISHARES IBOXX INVESTMENT GRA COM 464287242 72,952 632,220 SH   DFND 16 0 110,707 521,513
ISHARES GLOBAL TELECOM ETF COM 464287275 214 3,446 SH   DFND 16 0 0 3,446
ISHARES GLOBAL TECH ETF COM 464287291 543 5,680 SH   DFND 16 0 0 5,680
ISHARES S&P 500 GROWTH ETF COM 464287309 34,150 298,818 SH   DFND 16 0 0 298,818
ISHARES GLOBAL HEALTHCARE ET COM 464287325 2,641 24,290 SH   DFND 16 0 0 24,290
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ISHARES JAPAN LARGE-CAP ETF COM 464287382 4,050 73,197 SH   DFND 16 0 0 73,197
ISHARES LATIN AMERICA 40 ETF COM 464287390 3,095 104,126 SH   DFND 16 0 0 104,126
ISHARES S&P 500 VALUE ETF COM 464287408 14,600 158,975 SH   DFND 16 0 0 158,975
ISHARES 20+ YEAR TREASURY BO COM 464287432 28,697 244,662 SH   DFND 16 0 0 244,662
ISHARES 7-10 YEAR TREASURY B COM 464287440 32,240 305,831 SH   DFND 16 0 0 305,831
ISHARES 1-3 YEAR TREASURY BO COM 464287457 38,409 452,801 SH   DFND 16 0 0 452,801
ISHARES MSCI EAFE ETF COM 464287465 510,709 8,042,923 SH   DFND 2 0 7,306,630 736,293
ISHARES MSCI EAFE ETF COM 464287465 43,769 691,163 SH   DFND 16 0 173 690,990
ISHARES RUSSELL MID-CAP VALU COM 464287473 4,974 67,437 SH   DFND 16 0 584 66,853
ISHARES RUSSELL MID-CAP GROW COM 464287481 4,620 47,736 SH   DFND 16 0 0 47,736
ISHARES RUSSELL MID-CAP ETF COM 464287499 30,079 176,641 SH   DFND 16 0 666 175,975
ISHARES CORE S&P MIDCAP ETF COM 464287507 19,809 132,115 SH   DFND 16 0 0 132,115
ISHARES NORTH AMERICAN TECH COM 464287549 622 6,006 SH   DFND 16 0 0 6,006
ISHARES NASDAQ BIOTECHNOLOGY COM 464287556 21,373 57,927 SH   DFND 16 0 0 57,927
ISHARES COHEN & STEERS REIT COM 464287564 4,075 45,477 SH   DFND 16 0 0 45,477
ISHARES U.S. CONSUMER SERVIC COM 464287580 1,102 7,702 SH   DFND 16 0 0 7,702
ISHARES RUSSELL 1000 VALUE E COM 464287598 1,146 11,110 SH   DFND 2 0 11,110 0
ISHARES RUSSELL 1000 VALUE E COM 464287598 17,460 169,298 SH   DFND 16 0 0 169,298
ISHARES S&P MID-CAP 400 GROW COM 464287606 6,231 37,714 SH   DFND 16 0 0 37,714
ISHARES RUSSELL 1000 GROWTH COM 464287614 24,784 250,313 SH   DFND 2 0 1,979 248,334
ISHARES RUSSELL 1000 GROWTH COM 464287614 34,342 350,667 SH   DFND 16 0 139 350,528
ISHARES RUSSELL 1000 ETF COM 464287622 4,777 41,167 SH   DFND 2 0 0 41,167
ISHARES RUSSELL 1000 ETF COM 464287622 10,338 89,309 SH   DFND 16 0 0 89,309
ISHARES RUSSELL 2000 VALUE E COM 464287630 8,169 80,113 SH   DFND 2 0 80,113 0
ISHARES RUSSELL 2000 VALUE E COM 464287630 5,796 57,356 SH   DFND 16 0 75 57,281
ISHARES RUSSELL 2000 GROWTH COM 464287648 4,559 29,494 SH   DFND 2 0 29,494 0
ISHARES RUSSELL 2000 GROWTH COM 464287648 15,211 100,722 SH   DFND 16 0 0 100,722
ISHARES RUSSELL 2000 ETF COM 464287655 139,711 1,118,938 SH   DFND 2 0 1,091,827 27,111
ISHARES RUSSELL 2000 ETF COM 464287655 25,164 202,005 SH   DFND 16 0 889 201,116
ISHARES CORE US VALUE ETF COM 464287663 760 5,635 SH   DFND 16 0 0 5,635
ISHARES CORE US GROWTH ETF COM 464287671 2,879 35,399 SH   DFND 16 0 0 35,399
ISHARES RUSSELL 3000 ETF COM 464287689 4,051 32,674 SH   DFND 2 0 1,378 31,296
ISHARES RUSSELL 3000 ETF COM 464287689 5,973 48,175 SH   DFND 16 0 0 48,175
ISHARES US UTILITIES ETF COM 464287697 3,139 30,277 SH   DFND 16 0 0 30,277
ISHARES S&P MID-CAP 400 VALU COM 464287705 3,349 25,969 SH   DFND 16 0 0 25,969
ISHARES US TELECOMMUNICATION COM 464287713 12,534 428,003 SH   DFND 16 0 0 428,003
ISHARES USTECHNOLOGY ETF COM 464287721 59,549 568,827 SH   DFND 16 0 0 568,827
ISHARES US REAL ESTATE ETF COM 464287739 29,784 417,722 SH   DFND 2 0 417,722 0
ISHARES US REAL ESTATE ETF COM 464287739 4,064 56,947 SH   DFND 16 0 0 56,947
ISHARES U.S. INDUSTRIALS ETF COM 464287754 2,227 21,142 SH   DFND 16 0 0 21,142
ISHARES U.S. HEALTHCARE ETF COM 464287762 3,810 24,005 SH   DFND 16 0 0 24,005
ISHARES U.S. FINANCIAL SERVI COM 464287770 355 3,781 SH   DFND 16 0 0 3,781
ISHARES US FINANCIALS ETF COM 464287788 12,488 139,334 SH   DFND 16 0 0 139,334
ISHARES U.S. ENERGY ETF COM 464287796 2,144 50,661 SH   DFND 16 0 533 50,128
ISHARES CORE S&P SMALL-CAP E COM 464287804 11,026 93,475 SH   DFND 16 0 108 93,367
ISHARES US CONSUMER GOODS ET COM 464287812 322 3,066 SH   DFND 16 0 0 3,066
ISHARES U.S. BASIC MATERIALS COM 464287838 2,218 27,524 SH   DFND 16 0 0 27,524
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ISHARES EUROPE ETF COM 464287861 2,093 48,015 SH   DFND 16 0 0 48,015
ISHARES S&P SMALL-CAP 600 VA COM 464287879 2,680 22,756 SH   DFND 16 0 0 22,756
ISHARES S&P SMALL-CAP 600 GR COM 464287887 13,020 100,449 SH   DFND 16 0 0 100,449
ISHARES MORNINGSTAR LARGE-CA COM 464288109 1,911 22,771 SH   DFND 16 0 0 22,771
ISHARES INTERNATIONAL TREASU COM 464288117 224 2,494 SH   DFND 16 0 0 2,494
ISHARES SHORT-TERM NATIONAL COM 464288158 1,994 18,873 SH   DFND 16 0 0 18,873
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ISHARES MSCI ALL COUNTRY ASI COM 464288182 6,285 99,588 SH   DFND 16 0 0 99,588
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ISHARES MSCI ACWI ETF COM 464288257 2,958 49,757 SH   DFND 16 0 0 49,757
ISHARES MSCI EAFE SMALL-CAP COM 464288273 2,368 45,232 SH   DFND 16 0 0 45,232
ISHARES JP MORGAN USD EMERGI COM 464288281 4,246 38,633 SH   DFND 2 0 38,633 0
ISHARES JP MORGAN USD EMERGI COM 464288281 39,707 361,429 SH   DFND 16 0 19 361,410
ISHARES MORNINGSTAR MID-CAP COM 464288307 2,877 17,479 SH   DFND 16 0 0 17,479
ISHARES NEW YORK AMT-FREE MU COM 464288323 501 4,572 SH   DFND 16 0 0 4,572
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ISHARES MORNINGSTAR MID-CAP COM 464288406 455 3,679 SH   DFND 16 0 0 3,679
ISHARES NATIONAL AMT-FREE MU COM 464288414 11,768 108,782 SH   DFND 16 0 548 108,234
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ISHARES INTERNATIONAL SELECT COM 464288448 24,417 756,153 SH   DFND 16 0 0 756,153
ISHARES MORNINGSTAR SMALL-CA COM 464288505 4,913 34,307 SH   DFND 16 0 0 34,307
ISHARES IBOXX HIGH YIELD COR COM 464288513 3,240 36,485 SH   DFND 2 0 36,485 0
ISHARES IBOXX HIGH YIELD COR COM 464288513 13,278 149,547 SH   DFND 16 0 355 149,192
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ISHARES RESIDENTIAL REAL EST COM 464288562 389 6,940 SH   DFND 16 0 0 6,940
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ISHARES MBS ETF COM 464288588 83,433 767,597 SH   DFND 16 0 38 767,559
ISHARES MORNINGSTAR SMALL-CA COM 464288604 627 4,324 SH   DFND 16 0 0 4,324
ISHARES INTERMEDIATE GOVERNM COM 464288612 476 4,329 SH   DFND 16 0 0 4,329
ISHARES CORE US CREDIT BOND COM 464288620 2,863 26,371 SH   DFND 16 0 0 26,371
ISHARES INTERMEDIATE CREDIT COM 464288638 7,630 70,084 SH   DFND 16 0 301 69,783
ISHARES 1-3 YEAR CREDIT BOND COM 464288646 30,660 290,885 SH   DFND 16 0 170 290,715
ISHARES 3-7 YEAR TREASURY BO COM 464288661 4,368 35,442 SH   DFND 16 0 0 35,442
ISHARES SHORT TREASURY BOND COM 464288679 4,242 38,463 SH   DFND 16 0 416 38,047
ISHARES US PREFERRED STOCK E COM 464288687 139,726 3,567,291 SH   DFND 16 0 0 3,567,291
ISHARES MORNINGSTAR SMALL-CA COM 464288703 2,474 19,651 SH   DFND 16 0 0 19,651
ISHARES GLOBAL UTILITIES ETF COM 464288711 312 7,047 SH   DFND 16 0 0 7,047
ISHARES GLOBAL CONSUMER STAP COM 464288737 282 3,130 SH   DFND 16 0 409 2,721
ISHARES GLOBAL CONSUMER DISC COM 464288745 257 2,815 SH   DFND 16 0 167 2,648
ISHARES U.S. HOME CONSTRUCTI COM 464288752 801 29,174 SH   DFND 16 0 0 29,174
ISHARES U.S. AEROSPACE & DEF COM 464288760 226 1,894 SH   DFND 16 0 0 1,894
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ISHARES U.S. HEALTHCARE PROV COM 464288828 5,248 36,712 SH   DFND 16 0 0 36,712
ISHARES US PHARMACEUTICALS E COM 464288836 573 3,280 SH   DFND 16 0 0 3,280
ISHARES U.S. OIL & GAS EXPLO COM 464288851 639 9,045 SH   DFND 16 0 0 9,045
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ISHARES MSCI EAFE GROWTH ETF COM 464288885 765 10,942 SH   DFND 16 0 0 10,942
ISHARES IBONDS SEP 2017 AMT- COM 464289271 549 20,025 SH   DFND 16 0 1,763 18,262
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ISHARES RUSSELL TOP 200 GROW COM 464289438 3,915 75,148 SH   DFND 16 0 0 75,148
ISHARES RUSSELL TOP 200 ETF COM 464289446 4,132 87,717 SH   DFND 16 0 0 87,717
ISHARES INDIA 50 ETF COM 464289529 475 15,953 SH   DFND 16 0 0 15,953
ISHARES CORE AGGRESSIVE ALLO COM 464289859 3,227 67,935 SH   DFND 16 0 0 67,935
ISHARES CORE GROWTH ALLOCATI COM 464289867 930 21,953 SH   DFND 16 0 0 21,953
ISHARES CORE MODERATE ALLOCA COM 464289875 1,224 34,722 SH   DFND 16 0 0 34,722
ISHARES SILVER TRUST COM 46428Q109 1,629 108,408 SH   DFND 16 0 0 108,408
ISHARES S&P GSCI COMMODITY I COM 46428R107 742 35,160 SH   DFND 16 0 0 35,160
ISHARES INTERNATIONAL PREFER COM 46429B135 1,176 59,791 SH   DFND 16 0 0 59,791
ISHARES AAA - A RATED CORPOR COM 46429B291 268 5,313 SH   DFND 16 0 0 5,313
ISHARES CMBS ETF COM 46429B366 299 5,829 SH   DFND 16 0 0 5,829
ISHARES MSCI PHILIPPINES ETF COM 46429B408 405 10,530 SH   DFND 16 0 0 10,530
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ISHARES IBONDS SEP 2018 AMT- COM 46429B580 360 14,102 SH   DFND 16 0 0 14,102
ISHARES FLOATING RATE BOND E COM 46429B655 33,407 659,490 SH   DFND 16 0 42 659,448
ISHARES CORE HIGH DIVIDEND E COM 46429B663 3,447 46,851 SH   DFND 2 0 46,851 0
ISHARES CORE HIGH DIVIDEND E COM 46429B663 11,132 151,511 SH   DFND 16 0 719 150,792
ISHARES MSCI EAFE MINIMUM VO COM 46429B689 38,963 597,152 SH   DFND 16 0 0 597,152
ISHARES MSCI USA MINIMUM VOL COM 46429B697 174,383 4,323,548 SH   DFND 16 0 21,089 4,302,459
ISHARES BAA - BA RATED CORPO COM 46432F107 1,405 27,314 SH   DFND 16 0 0 27,314
ISHARES MSCI USA QUALITY FAC COM 46432F339 36,834 582,705 SH   DFND 16 0 0 582,705
ISHARES MSCI USA MOMENTUM COM 46432F396 21,624 302,508 SH   DFND 16 0 0 302,508
ISHARES B - CA RATED CORPORA COM 46432F404 462 9,469 SH   DFND 16 0 0 9,469
ISHARES CORE INTL STOCK ETF COM 46432F834 3,164 57,419 SH   DFND 16 0 0 57,419
ISHARES CORE MSCI EAFE ETF COM 46432F842 7,345 125,981 SH   DFND 16 0 0 125,981
ISHARES MORNINGSTAR MULTI-AS COM 46432F875 611 24,757 SH   DFND 16 0 0 24,757
ISHARES IBONDS MAR 2016 CORP COM 46432FAD9 755 7,608 SH   DFND 16 0 0 7,608
ISHARES IBONDS MAR 2018 CORP COM 46432FAG2 493 4,955 SH   DFND 16 0 0 4,955
ISHARES IBONDS MAR 2020 CORP COM 46432FAK3 606 6,179 SH   DFND 16 0 0 6,179
ISHARES IBONDS MAR 2023 CORP COM 46432FAN7 542 5,654 SH   DFND 16 0 0 5,654
ISHARES IBONDS MAR 2016 CORP COM 46432FAT4 722 7,166 SH   DFND 16 0 0 7,166
ISHARES IBONDS MAR 2018 CORP COM 46432FAW7 767 7,463 SH   DFND 16 0 0 7,463
ISIS PHARMACEUTICALS INC COM 464330109 2,937 51,034 SH   DFND 2 0 50,554 480
ISIS PHARMACEUTICALS INC COM 464330109 17 300 SH   DFND 02,03 0 300 0
ISIS PHARMACEUTICALS INC COM 464330109 116 2,013 SH   DFND 16 0 367 1,646
ISIS PHARMACEUTICALS INC CONV BND 464337AH7 6,595 6,110,000 PRN   DFND 2 0 0 6,110,000
ISHARES CORE MSCI EMERGING COM 46434G103 4,075 84,810 SH   DFND 16 0 7,113 77,697
ISHARES 0-5 YR HY CORP BOND COM 46434V407 218 4,476 SH   DFND 16 0 0 4,476
ISHA IBONDS SEP 2020 MUNI COM 46434V571 366 14,503 SH   DFND 16 0 0 14,503
ISHARES CORE TOTAL BOND ETF COM 46434V613 242 2,412 SH   DFND 16 0 0 2,412
ISHARES CURRENCY HEDGED MSCI COM 46434V639 417 15,046 SH   DFND 16 0 650 14,396
ISHA HEDGED MSCI GERMANY COM 46434V704 103,836 3,986,389 SH   DFND 16 0 112 3,986,277
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ISHARES MSCI EUROPE MIN VOL COM 46434V720 769 32,420 SH   DFND 16 0 0 32,420
ISHA CURR HEDGED MSCI EAFE COM 46434V803 46,035 1,685,627 SH   DFND 2 0 0 1,685,627
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ISHA CURR HEDGED MSCI JAPAN COM 46434V886 30,422 963,454 SH   DFND 16 0 0 963,454
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 42,056 3,840,729 SH   DFND 2 0 0 3,840,729
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 21,206 1,936,590 SH   DFND 02,10 0 0 1,936,590
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 56,162 5,133,565 SH   DFND 10 0 0 5,133,565
ITAU UNIBANCO H-SPON PRF ADR ADR 465562106 86 7,799 SH   DFND 16 0 0 7,799
ITC HOLDINGS CORP COM 465685105 17,959 558,104 SH   DFND 2 0 554,300 3,804
ITC HOLDINGS CORP COM 465685105 1,614 50,176 SH   DFND 16 0 42,184 7,992
ITOCHU CORP-UNSPONSORED ADR ADR 465717106 355 13,230 SH   DFND 2 0 0 13,230
ITOCHU CORP-UNSPONSORED ADR ADR 465717106 2 74 SH   DFND 16 0 0 74
ITRON INC COM 465741106 3,375 98,005 SH   DFND 2 0 98,005 0
ITRON INC COM 465741106 63 1,837 SH   DFND 16 0 1,423 414
IVANHOE ENERGY INC COM 465790509 0 10,000 SH   DFND 16 0 0 10,000
IXYS CORPORATION COM 46600W106 22,328 1,459,363 SH   DFND 2 0 1,362,363 97,000
IXYS CORPORATION COM 46600W106 194 11,925 SH   DFND 16 0 0 11,925
J & J SNACK FOODS CORP COM 466032109 9,007 81,388 SH   DFND 2 0 81,388 0
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JPMORGAN CHASE & CO COM 46625H100 1,984,299 29,284,136 SH   DFND 2 0 27,398,848 1,885,288
JPMORGAN CHASE & CO COM 46625H100 9,305 137,320 SH   DFND 02,03 0 137,320 0
JPMORGAN CHASE & CO COM 46625H100 337,174 4,976,019 SH   DFND 10 0 4,646,753 329,266
JPMORGAN CHASE & CO COM 46625H100 34,495 509,607 SH   DFND 16 0 234,504 275,102
JPMORGAN ALERIAN MLP INDEX COM 46625H365 9,446 238,479 SH   DFND 16 0 0 238,479
MMC NORILSK NICKEL PJSC-ADR ADR 46626D991 15,364 910,752 SH   DFND 2 0 0 910,752
MMC NORILSK NICKEL PJSC-ADR ADR 46626D991 8,916 528,531 SH   DFND 02,10 0 0 528,531
HALYK SAVINGS BANK-GDR REG S GDR 46627J302 422 49,650 SH   DFND 2 0 0 49,650
RUSHYDRO JSC-ADR ADR 466294105 16 16,298 SH   DFND 2 0 0 16,298
JABIL CIRCUIT INC COM 466313103 13,930 654,351 SH   DFND 2 0 654,351 0
JABIL CIRCUIT INC COM 466313103 45 2,123 SH   DFND 16 0 1,937 186
JACK IN THE BOX INC COM 466367109 32,277 366,121 SH   DFND 2 0 360,271 5,850
JACK IN THE BOX INC COM 466367109 31 350 SH   DFND 02,03 0 350 0
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JPM 5.45 PRF 46637G124 1,779 75,418 SH   DFND 16 0 0 75,418
JACOBS ENGINEERING GROUP INC COM 469814107 2,821 69,434 SH   DFND 2 0 69,232 202
JACOBS ENGINEERING GROUP INC COM 469814107 59 1,452 SH   DFND 02,03 0 1,452 0
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JAGUAR MINING INC COM 47009M400 394 2,658,666 SH   DFND 2 0 2,658,666 0
JAMES HARDIE INDUSTRIES-CDI GDR 470123993 12,751 958,010 SH   DFND 2 0 958,010 0
JAMES HARDIE INDUSTRIES-CDI GDR 470123993 12,411 932,474 SH   DFND 02,10 0 932,474 0
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JAPAN TOBACCO INC-UNSPON ADR ADR 471105205 882 49,497 SH   DFND 16 0 0 49,497
JARDEN CORP COM 471109108 88,400 1,708,254 SH   DFND 2 0 1,608,891 99,363
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JARDEN CORP CONV BND 471109AH1 10 6,000 PRN   DFND 16 0 0 6,000
JARDINE MATHESON HD-UNSP ADR ADR 471115402 93 1,647 SH   DFND 2 0 0 1,647
JARDINE MATHESON HD-UNSP ADR ADR 471115402 781 13,773 SH   DFND 16 0 0 13,773
JARDINE MATHESON HLDGS LTD COM 471115998 799 14,100 SH   DFND 2 0 14,100 0
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JD.COM INC-ADR ADR 47215P106 102 3,001 SH   DFND 2 0 3,001 0
JD.COM INC-ADR ADR 47215P106 1,661 48,729 SH   DFND 10 0 48,729 0
JD.COM INC-ADR ADR 47215P106 724 22,216 SH   DFND 16 0 21,362 854
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JOHN BEAN TECHNOLOGIES CORP COM 477839104 11,230 298,759 SH   DFND 2 0 289,258 9,501
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JOHNSON & JOHNSON COM 478160104 1,827,465 18,750,973 SH   DFND 2 0 17,314,217 1,436,756
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JONES ENERGY INC - A COM 48019R108 4,867 537,710 SH   DFND 2 0 537,710 0
JONES LANG LASALLE INC COM 48020Q107 23,260 136,028 SH   DFND 2 0 135,436 592
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JOY GLOBAL INC COM 481165108 2,493 68,873 SH   DFND 2 0 66,383 2,490
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JPM MAND EXCH NOTE 5.0 GILD PRF 48123Y106 69 590 SH   DFND 02,03 0 0 590
JPM 6.3 PRF 481246700 1,147 45,416 SH   DFND 16 0 0 45,416
JPM 5 1/2 PRF 48126E750 2,505 105,896 SH   DFND 16 0 0 105,896
JPM 6.7 PRF 48127A161 1,542 58,779 SH   DFND 16 0 0 58,779
JPM 6 1/8 PRF 48127R461 2,885 116,281 SH   DFND 16 0 0 116,281
JPM 6.1 PRF 48127X542 512 20,690 SH   DFND 16 0 0 20,690
JPM MAND EXCH NOTE 6.65 KKR PRF 48127X591 49,590 2,178,810 SH   DFND 2 0 0 2,178,810
JPM MAND EXCH NOTE 6.65 KKR PRF 48127X591 40 1,740 SH   DFND 02,03 0 0 1,740
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JUNIPER NETWORKS INC COM 48203R104 107,649 4,145,122 SH   DFND 2 0 3,859,042 286,080
JUNIPER NETWORKS INC COM 48203R104 106 4,072 SH   DFND 02,03 0 4,072 0
JUNIPER NETWORKS INC COM 48203R104 57 2,212 SH   DFND 16 0 0 2,212
JUNO THERAPEUTICS INC COM 48205A109 5,777 108,342 SH   DFND 2 0 108,342 0
JUNO THERAPEUTICS INC COM 48205A109 7 125 SH   DFND 16 0 0 125
KAR AUCTION SERVICES INC COM 48238T109 4,454 119,078 SH   DFND 2 0 119,078 0
KAR AUCTION SERVICES INC COM 48238T109 6 159 SH   DFND 16 0 0 159
KB FINANCIAL GROUP INC-ADR ADR 48241A105 228 6,925 SH   DFND 2 0 0 6,925
KB FINANCIAL GROUP INC-ADR ADR 48241A105 87 2,647 SH   DFND 16 0 0 2,647
KBC GROEP NV-UNSP ADR ADR 48241F104 157 4,706 SH   DFND 2 0 0 4,706
KBC GROEP NV-UNSP ADR ADR 48241F104 502 14,957 SH   DFND 16 0 0 14,957
KBR INC COM 48242W106 6,951 356,791 SH   DFND 2 0 356,791 0
KBR INC COM 48242W106 4 209 SH   DFND 16 0 0 209
KLA-TENCOR CORP COM 482480100 13,002 231,338 SH   DFND 2 0 231,336 2
KLA-TENCOR CORP COM 482480100 104 1,850 SH   DFND 02,03 0 1,850 0
KLA-TENCOR CORP COM 482480100 78 1,394 SH   DFND 10 0 1,394 0
KLA-TENCOR CORP COM 482480100 156 2,778 SH   DFND 16 0 0 2,778
KKR & CO LP LP 48248M102 6,356 278,149 SH   DFND 2 0 278,149 0
KKR & CO LP LP 48248M102 6,066 265,487 SH   DFND 16 0 0 265,487
KLX INC COM 482539103 15,094 342,023 SH   DFND 2 0 342,023 0
KLX INC COM 482539103 55 1,255 SH   DFND 16 0 0 1,255
KLX Inc OPT 482539103 2,789 63,200 SH Put DFND 2 0 0 63,200
K12 INC COM 48273U102 2,871 227,007 SH   DFND 2 0 227,007 0
KADANT INC COM 48282T104 9,452 200,242 SH   DFND 2 0 200,242 0
KADANT INC COM 48282T104 49 1,044 SH   DFND 16 0 0 1,044
KAISER ALUMINUM CORP COM 483007704 10,643 128,111 SH   DFND 2 0 128,081 30
KAMAN CORP COM 483548103 21,545 513,733 SH   DFND 2 0 411,353 102,380
KAMAN CORP COM 483548103 305 7,569 SH   DFND 16 0 0 7,569
KANSAS CITY SOUTHERN COM 485170302 53,128 582,498 SH   DFND 2 0 549,728 32,770
KANSAS CITY SOUTHERN COM 485170302 535 5,864 SH   DFND 02,03 0 5,864 0
KANSAS CITY SOUTHERN COM 485170302 1,260 13,819 SH   DFND 10 0 0 13,819
KANSAS CITY SOUTHERN COM 485170302 1,085 11,898 SH   DFND 16 0 321 11,577
KAO CORP-SPONSORED ADR ADR 485537302 258 5,549 SH   DFND 2 0 0 5,549
KAO CORP-SPONSORED ADR ADR 485537302 0 3 SH   DFND 16 0 0 3
KAPSTONE PAPER AND PACKAGING COM 48562P103 31,778 1,374,353 SH   DFND 2 0 1,327,353 47,000
KAPSTONE PAPER AND PACKAGING COM 48562P103 11 494 SH   DFND 16 0 0 494
KASIKORNBANK PCL-UNSPON ADR ADR 485785109 115 5,157 SH   DFND 2 0 0 5,157
KASIKORNBANK PCL-UNSPON ADR ADR 485785109 463 20,530 SH   DFND 16 0 0 20,530
KATE SPADE & CO COM 485865109 21,499 998,126 SH   DFND 2 0 994,725 3,401
KATE SPADE & CO COM 485865109 0 11 SH   DFND 16 0 11 0
KAYNE ANDERSON MLP INVESTMEN COM 486606106 17,969 585,500 SH   DFND 2 0 585,500 0
KAYNE ANDERSON MLP INVESTMEN COM 486606106 570 18,581 SH   DFND 16 0 0 18,581
KB HOME COM 48666K109 16,302 982,161 SH   DFND 2 0 982,161 0
KB HOME COM 48666K109 63 3,773 SH   DFND 16 0 0 3,773
KDDI CORP-UNSPONSORED ADR ADR 48667L106 611 50,660 SH   DFND 2 0 0 50,660
KDDI CORP-UNSPONSORED ADR ADR 48667L106 1,942 161,731 SH   DFND 16 0 0 161,731
KELLOGG CO COM 487836108 13,381 213,395 SH   DFND 2 0 213,395 0
KELLOGG CO COM 487836108 182 2,903 SH   DFND 02,03 0 2,903 0
KELLOGG CO COM 487836108 1,753 27,916 SH   DFND 16 0 14,801 13,115
KELLY SERVICES INC -A COM 488152208 5,763 375,452 SH   DFND 2 0 0 375,452
KELLY SERVICES INC -A COM 488152208 51 3,300 SH   DFND 16 0 0 3,300
KEMPER CORP COM 488401100 4,733 122,780 SH   DFND 2 0 122,780 0
KEMPER CORP COM 488401100 140 3,631 SH   DFND 16 0 0 3,631
KENNAMETAL INC COM 489170100 15,455 452,942 SH   DFND 2 0 452,780 162
KENNAMETAL INC COM 489170100 4 125 SH   DFND 16 0 0 125
KENNEDY-WILSON HOLDINGS INC COM 489398107 3,595 146,167 SH   DFND 2 0 146,167 0
KEPPEL CORP LTD-SPONS ADR ADR 492051305 275 22,515 SH   DFND 2 0 0 22,515
KEPPEL CORP LTD-SPONS ADR ADR 492051305 255 20,894 SH   DFND 16 0 0 20,894
KERYX BIOPHARMACEUTICALS COM 492515101 1,878 188,225 SH   DFND 2 0 177,355 10,870
KERYX BIOPHARMACEUTICALS COM 492515101 677 67,826 SH   DFND 16 0 1,276 66,550
KEURIG GREEN MOUNTAIN INC COM 49271M100 19,894 259,573 SH   DFND 2 0 258,152 1,421
KEURIG GREEN MOUNTAIN INC COM 49271M100 102 1,335 SH   DFND 02,03 0 1,335 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 173 2,258 SH   DFND 16 0 0 2,258
KEY TECHNOLOGY INC COM 493143101 7,546 571,561 SH   DFND 2 0 383,229 188,332
KEYCORP COM 493267108 9,804 652,705 SH   DFND 2 0 652,705 0
KEYCORP COM 493267108 148 9,828 SH   DFND 02,03 0 9,828 0
KEYCORP COM 493267108 760 50,516 SH   DFND 16 0 2,911 47,605
KEYSIGHT TECHNOLOGIES IN COM 49338L103 17,176 550,665 SH   DFND 2 0 549,715 950
KEYSIGHT TECHNOLOGIES IN COM 49338L103 1,208 38,720 SH   DFND 16 0 35,521 3,199
KEYW HOLDING CORP/THE COM 493723100 4,768 511,580 SH   DFND 2 0 511,580 0
KFORCE INC COM 493732101 9,523 416,366 SH   DFND 2 0 280,019 136,347
KILROY REALTY CORP COM 49427F108 58,007 863,808 SH   DFND 2 0 827,008 36,800
KILROY REALTY CORP COM 49427F108 1,358 20,219 SH   DFND 16 0 19,014 1,205
KIMBERLY-CLARK CORP COM 494368103 129,612 1,222,537 SH   DFND 2 0 1,220,165 2,372
KIMBERLY-CLARK CORP COM 494368103 503 4,746 SH   DFND 02,03 0 4,746 0
KIMBERLY-CLARK CORP COM 494368103 51,012 481,760 SH   DFND 16 0 49,194 432,566
KIMCO REALTY CORP COM 49446R109 6,484 287,679 SH   DFND 2 0 287,679 0
KIMCO REALTY CORP COM 49446R109 108 4,776 SH   DFND 02,03 0 4,776 0
KIMCO REALTY CORP COM 49446R109 66 2,909 SH   DFND 10 0 2,909 0
KIMCO REALTY CORP COM 49446R109 64 2,872 SH   DFND 16 0 1,706 1,166
KIM 5 5/8 PRF 49446R745 357 14,766 SH   DFND 16 0 0 14,766
KIM 5 1/2 PRF 49446R778 354 14,681 SH   DFND 16 0 0 14,681
KIM 6 PRF 49446R794 1,004 40,753 SH   DFND 16 0 0 40,753
KIM 6.9 PRF 49446R828 397 15,751 SH   DFND 16 0 0 15,751
KINDER MORGAN INC COM 49456B101 352,004 9,169,085 SH   DFND 2 0 9,158,301 10,784
KINDER MORGAN INC COM 49456B101 906 23,601 SH   DFND 02,03 0 23,601 0
KINDER MORGAN INC COM 49456B101 1,521 39,622 SH   DFND 02,10 0 39,622 0
KINDER MORGAN INC COM 49456B101 53,329 1,393,303 SH   DFND 16 0 189,054 1,204,250
KINDER MORGAN INC-CW17 WT 49456B119 908 336,171 SH   DFND 2 0 0 336,171
KINDER MORGAN INC-CW17 WT 49456B119 156 57,817 SH   DFND 02,10 0 0 57,817
KINDER MORGAN INC-CW17 WT 49456B119 28 10,198 SH   DFND 16 0 0 10,198
KINDRED HEALTHCARE INC COM 494580103 37,439 1,845,218 SH   DFND 2 0 1,754,299 90,919
KINDRED HEALTHCARE INC COM 494580103 132 6,496 SH   DFND 16 0 0 6,496
KINGFISHER PLC-SPONS ADR ADR 495724403 167 15,256 SH   DFND 2 0 0 15,256
KINGFISHER PLC-SPONS ADR ADR 495724403 19 1,756 SH   DFND 16 0 0 1,756
KINROSS GOLD CORP COM 496902404 39 16,942 SH   DFND 16 0 8,727 8,215
KIRBY CORP COM 497266106 32,730 426,941 SH   DFND 2 0 425,589 1,352
KIRBY CORP COM 497266106 40 517 SH   DFND 02,03 0 517 0
KIRBY CORP COM 497266106 49 645 SH   DFND 16 0 0 645
KIRIN HOLDINGS CO-SPON ADR ADR 497350306 169 12,259 SH   DFND 2 0 0 12,259
KIRIN HOLDINGS CO-SPON ADR ADR 497350306 1 85 SH   DFND 16 0 0 85
KIRKLAND'S INC COM 497498105 6,968 250,025 SH   DFND 2 0 250,025 0
KITE PHARMA INC COM 49803L109 2,305 37,822 SH   DFND 2 0 37,672 150
KITE PHARMA INC COM 49803L109 709 11,627 SH   DFND 16 0 0 11,627
KITE REALTY GROUP TRUST COM 49803T300 12,998 531,224 SH   DFND 2 0 531,224 0
KITE REALTY GROUP TRUST COM 49803T300 6 254 SH   DFND 16 0 0 254
KNOLL INC COM 498904200 3,747 149,670 SH   DFND 2 0 149,670 0
KNOLL INC COM 498904200 139 5,558 SH   DFND 16 0 0 5,558
KNIGHT TRANSPORTATION INC COM 499064103 7,869 294,279 SH   DFND 2 0 294,279 0
KNIGHT TRANSPORTATION INC COM 499064103 0 9 SH   DFND 16 0 0 9
KNOWLES CORP COM 49926D109 15,318 846,357 SH   DFND 2 0 846,357 0
KNOWLES CORP COM 49926D109 36 2,001 SH   DFND 16 0 0 2,001
KOHLS CORP COM 500255104 41,129 656,909 SH   DFND 2 0 507,690 149,219
KOHLS CORP COM 500255104 143 2,287 SH   DFND 02,03 0 2,287 0
KOHLS CORP COM 500255104 2,099 33,610 SH   DFND 16 0 26,551 7,059
KOMATSU LTD -SPONS ADR ADR 500458401 338 16,636 SH   DFND 2 0 0 16,636
KOMATSU LTD -SPONS ADR ADR 500458401 549 27,362 SH   DFND 16 0 0 27,362
KONINKLIJKE AHOLD-SP ADR ADR 500467105 264 14,095 SH   DFND 2 0 0 14,095
KONINKLIJKE AHOLD-SP ADR ADR 500467105 867 45,928 SH   DFND 16 0 0 45,928
KONINKLIJKE PHILIPS NVR- NY COM 500472303 1,175 46,131 SH   DFND 2 0 0 46,131
KONINKLIJKE PHILIPS NVR- NY COM 500472303 42,688 1,683,412 SH   DFND 16 0 0 1,683,412
KOPIN CORP COM 500600101 995 288,191 SH   DFND 2 0 288,191 0
KOPPERS HOLDINGS INC COM 50060P106 2,448 99,076 SH   DFND 2 0 97,521 1,555
KOREA ELEC POWER CORP-SP ADR ADR 500631106 271 13,314 SH   DFND 2 0 0 13,314
KOREA ELEC POWER CORP-SP ADR ADR 500631106 6,494 319,236 SH   DFND 10 0 0 319,236
KOREA ELEC POWER CORP-SP ADR ADR 500631106 1 38 SH   DFND 16 0 0 38
KORN/FERRY INTERNATIONAL COM 500643200 14,664 421,728 SH   DFND 2 0 421,728 0
KORN/FERRY INTERNATIONAL COM 500643200 87 2,512 SH   DFND 16 0 0 2,512
KRAFT FOODS GROUP INC COM 50076Q106 23,452 275,445 SH   DFND 2 0 275,369 76
KRAFT FOODS GROUP INC COM 50076Q106 584 6,861 SH   DFND 02,03 0 6,861 0
KRAFT FOODS GROUP INC COM 50076Q106 14,054 165,162 SH   DFND 16 0 130,402 34,760
KRAFT FOODS GROUP INC OPT 50076Q106 4,589 53,900 SH Call DFND 2 0 0 53,900
KRAFT FOODS GROUP INC OPT 50076Q106 409 4,800 SH Put DFND 2 0 0 4,800
KRATON PERFORMANCE POLYMERS COM 50077C106 3,537 148,112 SH   DFND 2 0 148,112 0
KRATON PERFORMANCE POLYMERS COM 50077C106 5 200 SH   DFND 16 0 0 200
KRISPY KREME DOUGHNUTS INC COM 501014104 2,068 107,400 SH   DFND 2 0 107,400 0
KRISPY KREME DOUGHNUTS INC COM 501014104 27 1,400 SH   DFND 16 0 0 1,400
KROGER CO COM 501044101 418,799 5,775,761 SH   DFND 2 0 4,621,833 1,153,928
KROGER CO COM 501044101 411 5,672 SH   DFND 02,03 0 5,672 0
KROGER CO COM 501044101 18,333 253,076 SH   DFND 16 0 93,729 159,347
KRONOS WORLDWIDE INC COM 50105F105 3 310 SH   DFND 2 0 310 0
KRONOS WORLDWIDE INC COM 50105F105 133 12,180 SH   DFND 16 0 0 12,180
KROTON EDUCACIONAL-SPONS ADR ADR 50106A402 41 10,824 SH   DFND 2 0 0 10,824
KULICKE & SOFFA INDUSTRIES COM 501242101 30,521 2,606,367 SH   DFND 2 0 2,456,640 149,727
KULICKE & SOFFA INDUSTRIES COM 501242101 113 9,692 SH   DFND 16 0 9,037 655
KWIKWEB.COM INC COM 501526107 0 21,885 SH   DFND 16 0 0 21,885
KYOCERA CORP -SPONS ADR ADR 501556203 211 4,018 SH   DFND 2 0 0 4,018
KYOCERA CORP -SPONS ADR ADR 501556203 5 100 SH   DFND 16 0 0 100
KYTHERA BIOPHARMACEUTICALS I COM 501570105 642 8,530 SH   DFND 2 0 8,370 160
L BRANDS INC COM 501797104 45,230 527,581 SH   DFND 2 0 510,132 17,449
L BRANDS INC COM 501797104 243 2,835 SH   DFND 02,03 0 2,835 0
L BRANDS INC COM 501797104 143,523 1,673,949 SH   DFND 10 0 1,653,642 20,307
L BRANDS INC COM 501797104 2,750 32,082 SH   DFND 16 0 22,139 9,943
LDR HOLDING CORP COM 50185U105 1,684 38,939 SH   DFND 2 0 38,939 0
LHC GROUP INC COM 50187A107 26,372 689,441 SH   DFND 2 0 636,395 53,046
LKQ CORP COM 501889208 22,828 754,768 SH   DFND 2 0 754,768 0
LKQ CORP COM 501889208 6,088 201,327 SH   DFND 10 0 201,327 0
LKQ CORP COM 501889208 51 1,662 SH   DFND 16 0 884 778
LI & FUNG LTD-UNSP ADR ADR 501897102 23 14,625 SH   DFND 2 0 0 14,625
LMP REAL ESTATE INCOME FUND COM 50208C108 131 11,233 SH   DFND 16 0 0 11,233
L'OREAL-UNSPONSORED ADR ADR 502117203 560 15,703 SH   DFND 2 0 0 15,703
L'OREAL-UNSPONSORED ADR ADR 502117203 667 18,587 SH   DFND 16 0 0 18,587
LSB INDUSTRIES INC COM 502160104 13,381 327,648 SH   DFND 2 0 327,648 0
LSB INDUSTRIES INC COM 502160104 58 1,325 SH   DFND 16 0 0 1,325
LSI INDUSTRIES INC COM 50216C108 17,717 1,896,926 SH   DFND 2 0 1,306,670 590,256
LSI INDUSTRIES INC COM 50216C108 5 500 SH   DFND 16 0 0 500
LTC PROPERTIES INC COM 502175102 7,007 168,450 SH   DFND 2 0 168,450 0
LTC PROPERTIES INC COM 502175102 512 12,318 SH   DFND 16 0 0 12,318
L-3 COMMUNICATIONS HOLDINGS COM 502424104 60,093 530,012 SH   DFND 2 0 363,082 166,930
L-3 COMMUNICATIONS HOLDINGS COM 502424104 108 955 SH   DFND 02,03 0 955 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 202 1,780 SH   DFND 16 0 0 1,780
LVMH MOET HENNESSY-UNSP ADR ADR 502441306 1,341 38,303 SH   DFND 2 0 0 38,303
LVMH MOET HENNESSY-UNSP ADR ADR 502441306 76 2,167 SH   DFND 16 0 0 2,167
LA QUINTA HOLDINGS INC COM 50420D108 2,526 110,526 SH   DFND 2 0 110,526 0
LA QUINTA HOLDINGS INC COM 50420D108 27 1,170 SH   DFND 02,03 0 1,170 0
LA-Z-BOY INC COM 505336107 6,422 243,791 SH   DFND 2 0 243,791 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 76,353 629,877 SH   DFND 2 0 629,877 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 140 1,159 SH   DFND 02,03 0 1,159 0
LABORATORY CRP OF AMER HLDGS COM 50540R409 1,175 9,594 SH   DFND 16 0 7,455 2,139
LACLEDE GROUP INC/THE COM 505597104 44,995 864,229 SH   DFND 2 0 814,105 50,124
LACLEDE GROUP INC/THE COM 505597104 28 547 SH   DFND 16 0 0 547
LADDER CAPITAL CORP-REIT COM 505743104 14,138 814,779 SH   DFND 2 0 814,779 0
LAKELAND FINANCIAL CORP COM 511656100 9,129 210,513 SH   DFND 2 0 210,513 0
LAM RESEARCH CORP COM 512807108 543,689 6,683,158 SH   DFND 2 0 6,624,521 58,637
LAM RESEARCH CORP COM 512807108 149 1,829 SH   DFND 02,03 0 1,829 0
LAM RESEARCH CORP COM 512807108 130,220 1,600,744 SH   DFND 10 0 1,550,238 50,506
LAM RESEARCH CORP COM 512807108 1,257 15,455 SH   DFND 16 0 8,432 7,023
LAMAR ADVERTISING CO-A COM 512816109 12,627 219,671 SH   DFND 2 0 219,349 322
LAMAR ADVERTISING CO-A COM 512816109 20 355 SH   DFND 02,03 0 355 0
LAMAR ADVERTISING CO-A COM 512816109 4,389 76,385 SH   DFND 16 0 73,984 2,401
LANCASTER COLONY CORP COM 513847103 4,552 50,118 SH   DFND 2 0 50,118 0
LANCASTER COLONY CORP COM 513847103 70 771 SH   DFND 16 0 0 771
LANDAUER INC COM 51476K103 1,675 46,969 SH   DFND 2 0 46,969 0
LANDAUER INC COM 51476K103 6 174 SH   DFND 16 0 0 174
LANDSTAR SYSTEM INC COM 515098101 9,727 145,461 SH   DFND 2 0 145,461 0
LANDSTAR SYSTEM INC COM 515098101 33 498 SH   DFND 16 0 0 498
LANDS' END INC COM 51509F105 9,441 380,214 SH   DFND 2 0 380,205 9
LANDS' END INC COM 51509F105 1 60 SH   DFND 16 0 0 60
LANNETT CO INC COM 516012101 11,074 186,307 SH   DFND 2 0 186,307 0
LANNETT CO INC COM 516012101 903 15,225 SH   DFND 16 0 2,786 12,439
LAREDO PETROLEUM INC COM 516806106 1,006 79,937 SH   DFND 2 0 79,937 0
LAREDO PETROLEUM INC COM 516806106 3,059 243,537 SH   DFND 10 0 243,537 0
LAS VEGAS SANDS CORP COM 517834107 36,539 695,020 SH   DFND 2 0 672,087 22,933
LAS VEGAS SANDS CORP COM 517834107 150 2,855 SH   DFND 02,03 0 2,855 0
LAS VEGAS SANDS CORP COM 517834107 34,565 657,719 SH   DFND 10 0 648,969 8,750
LAS VEGAS SANDS CORP COM 517834107 2,407 46,010 SH   DFND 16 0 21,885 24,125
LASALLE HOTEL PROPERTIES COM 517942108 32,752 923,478 SH   DFND 2 0 888,478 35,000
LASALLE HOTEL PROPERTIES COM 517942108 28 784 SH   DFND 16 0 560 224
LATTICE SEMICONDUCTOR CORP COM 518415104 79,882 13,562,290 SH   DFND 2 0 13,454,368 107,922
LATTICE SEMICONDUCTOR CORP COM 518415104 338 57,401 SH   DFND 10 0 0 57,401
ESTEE LAUDER COMPANIES-CL A COM 518439104 8,164 94,213 SH   DFND 2 0 94,096 117
ESTEE LAUDER COMPANIES-CL A COM 518439104 224 2,590 SH   DFND 02,03 0 2,590 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 7,682 88,643 SH   DFND 02,10 0 88,643 0
ESTEE LAUDER COMPANIES-CL A COM 518439104 218,910 2,526,360 SH   DFND 10 0 2,504,950 21,410
ESTEE LAUDER COMPANIES-CL A COM 518439104 862 9,949 SH   DFND 16 0 8,005 1,944
LEAR CORP COM 521865204 6,376 56,792 SH   DFND 2 0 53,674 3,118
LEAR CORP COM 521865204 704 6,276 SH   DFND 16 0 2,135 4,141
LEGGETT & PLATT INC COM 524660107 113,233 2,325,931 SH   DFND 2 0 2,234,731 91,200
LEGGETT & PLATT INC COM 524660107 155 3,179 SH   DFND 02,03 0 3,179 0
LEGGETT & PLATT INC COM 524660107 1,113 22,873 SH   DFND 16 0 14,058 8,815
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 16,470 545,333 SH   DFND 2 0 502,333 43,000
LEGG MASON INC COM 524901105 3,761 72,873 SH   DFND 2 0 70,489 2,384
LEGG MASON INC COM 524901105 58 1,133 SH   DFND 02,03 0 1,133 0
LEGG MASON INC COM 524901105 4 75 SH   DFND 16 0 0 75
LEIDOS HOLDINGS INC COM 525327102 6,216 153,967 SH   DFND 2 0 153,967 0
LEIDOS HOLDINGS INC COM 525327102 498 12,341 SH   DFND 16 0 11,272 1,069
LENDINGCLUB CORP COM 52603A109 0 5 SH   DFND 2 0 5 0
LENDINGCLUB CORP COM 52603A109 231 15,765 SH   DFND 16 0 15,192 573
LENDINGTREE INC COM 52603B107 1,882 23,944 SH   DFND 2 0 23,944 0
LENNAR CORP-A COM 526057104 44,043 862,913 SH   DFND 2 0 860,637 2,276
LENNAR CORP-A COM 526057104 105 2,066 SH   DFND 02,03 0 2,066 0
LENNAR CORP-A COM 526057104 89,508 1,754,073 SH   DFND 10 0 1,734,082 19,991
LENNAR CORP-A COM 526057104 735 14,396 SH   DFND 16 0 0 14,396
LENNOX INTERNATIONAL INC COM 526107107 11,195 103,945 SH   DFND 2 0 103,697 248
LENNOX INTERNATIONAL INC COM 526107107 40 373 SH   DFND 02,03 0 373 0
LENNOX INTERNATIONAL INC COM 526107107 52 485 SH   DFND 16 0 454 31
LENOVO GROUP LTD-ADR ADR 526250105 93 3,368 SH   DFND 2 0 0 3,368
LENOVO GROUP LTD-ADR ADR 526250105 267 9,616 SH   DFND 16 0 0 9,616
LEUCADIA NATIONAL CORP COM 527288104 7,709 317,523 SH   DFND 2 0 317,523 0
LEUCADIA NATIONAL CORP COM 527288104 89 3,654 SH   DFND 02,03 0 3,654 0
LEUCADIA NATIONAL CORP COM 527288104 85 3,514 SH   DFND 16 0 0 3,514
LEVEL 3 COMMUNICATIONS INC COM 52729N308 5,790 109,942 SH   DFND 2 0 109,941 1
LEVEL 3 COMMUNICATIONS INC COM 52729N308 179 3,405 SH   DFND 02,03 0 3,405 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 717 13,615 SH   DFND 16 0 7,268 6,347
LEVY ACQUISITION CORP COM 52748T104 1,578 103,674 SH   DFND 2 0 103,674 0
LEXINGTON REALTY TRUST COM 529043101 8,932 1,052,354 SH   DFND 2 0 1,052,354 0
LEXINGTON REALTY TRUST COM 529043101 1 174 SH   DFND 16 0 0 174
LEXMARK INTERNATIONAL INC-A COM 529771107 7,444 168,414 SH   DFND 2 0 168,414 0
LEXMARK INTERNATIONAL INC-A COM 529771107 128 2,901 SH   DFND 16 0 0 2,901
LIBBEY INC COM 529898108 1,566 37,889 SH   DFND 2 0 37,889 0
LIBBEY INC COM 529898108 42 1,006 SH   DFND 16 0 0 1,006
LIBERTY BROADBAND-A COM 530307107 138 2,704 SH   DFND 2 0 2,544 160
LIBERTY BROADBAND-A COM 530307107 270 5,303 SH   DFND 16 0 4,891 412
LIBERTY BROADBAND-C COM 530307305 319 6,248 SH   DFND 2 0 0 6,248
LIBERTY BROADBAND-C COM 530307305 1,116 21,808 SH   DFND 16 0 0 21,808
LIBERTY INTERACTIVE CORP Q-A COM 53071M104 5,584 201,223 SH   DFND 2 0 198,918 2,305
LIBERTY INTERACTIVE CORP Q-A COM 53071M104 124 4,449 SH   DFND 16 0 1,795 2,654
LIBERTY VENTURES - SER A COM 53071M880 9,010 229,443 SH   DFND 2 0 226,536 2,907
LIBERTY VENTURES - SER A COM 53071M880 352 8,954 SH   DFND 16 0 8,318 636
LIBERTY PROPERTY TRUST COM 531172104 13,273 411,790 SH   DFND 2 0 411,790 0
LIBERTY PROPERTY TRUST COM 531172104 113 3,519 SH   DFND 16 0 2,157 1,362
LIBERTY MEDIA CORP - A COM 531229102 752 20,873 SH   DFND 2 0 20,229 644
LIBERTY MEDIA CORP - A COM 531229102 287 7,980 SH   DFND 16 0 7,024 956
LIBERTY MEDIA CORP - C COM 531229300 1,588 44,247 SH   DFND 2 0 0 44,247
LIBERTY MEDIA CORP - C COM 531229300 1,529 43,881 SH   DFND 16 0 0 43,881
LIBERTY STAR URANIUM & METAL COM 53123T206 0 20,000 SH   DFND 16 0 0 20,000
LIBERTY TAX INC COM 53128T102 1,899 76,740 SH   DFND 2 0 76,740 0
LIBERTY TRIPADVISOR HDG-A COM 531465102 5,198 161,353 SH   DFND 2 0 146,043 15,310
LIBERTY TRIPADVISOR HDG-A COM 531465102 0 12 SH   DFND 16 0 0 12
LIFEPOINT HEALTH INC COM 53219L109 105,111 1,208,850 SH   DFND 2 0 1,172,194 36,656
LIFEPOINT HEALTH INC COM 53219L109 372 4,277 SH   DFND 02,03 0 4,277 0
LIGAND PHARMACEUTICALS COM 53220K504 34,254 339,500 SH   DFND 2 0 339,400 100
LIGAND PHARMACEUTICALS COM 53220K504 850 8,420 SH   DFND 16 0 0 8,420
LIFELOCK INC COM 53224V100 62,482 3,809,979 SH   DFND 2 0 3,769,789 40,190
LIFELOCK INC COM 53224V100 48 2,939 SH   DFND 02,03 0 2,939 0
LIFELOCK INC COM 53224V100 244 14,900 SH   DFND 10 0 0 14,900
LIFELOCK INC COM 53224V100 80 4,894 SH   DFND 16 0 3,146 1,748
ELI LILLY & CO COM 532457108 93,157 1,115,793 SH   DFND 2 0 1,089,117 26,676
ELI LILLY & CO COM 532457108 984 11,782 SH   DFND 02,03 0 11,782 0
ELI LILLY & CO COM 532457108 5,114 61,385 SH   DFND 16 0 27,206 34,179
LINCOLN ELECTRIC HOLDINGS COM 533900106 24,770 406,807 SH   DFND 2 0 405,687 1,120
LINCOLN ELECTRIC HOLDINGS COM 533900106 62 1,019 SH   DFND 02,03 0 1,019 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 2,063 33,925 SH   DFND 16 0 33,311 614
LINCOLN NATIONAL CORP COM 534187109 140,876 2,378,817 SH   DFND 2 0 2,262,531 116,286
LINCOLN NATIONAL CORP COM 534187109 648 10,934 SH   DFND 02,03 0 10,934 0
LINCOLN NATIONAL CORP COM 534187109 1,567 26,451 SH   DFND 16 0 21,577 4,874
LINDE AG-SPONSORED ADR ADR 535223200 387 20,433 SH   DFND 2 0 0 20,433
LINDE AG-SPONSORED ADR ADR 535223200 1,189 62,502 SH   DFND 16 0 0 62,502
LINDSAY CORP COM 535555106 5,043 57,367 SH   DFND 2 0 57,071 296
LINDSAY CORP COM 535555106 79 895 SH   DFND 16 0 0 895
LINEAR TECHNOLOGY CORP COM 535678106 7,885 178,311 SH   DFND 2 0 178,311 0
LINEAR TECHNOLOGY CORP COM 535678106 123 2,771 SH   DFND 02,03 0 2,771 0
LINEAR TECHNOLOGY CORP COM 535678106 204 4,605 SH   DFND 16 0 0 4,605
LINN CO LLC COM 535782106 2,139 226,404 SH   DFND 2 0 226,404 0
LINN CO LLC COM 535782106 24 2,563 SH   DFND 16 0 0 2,563
LINKEDIN CORP - A COM 53578A108 648,890 3,140,349 SH   DFND 2 0 2,978,010 162,339
LINKEDIN CORP - A COM 53578A108 10,409 50,376 SH   DFND 02,03 0 50,376 0
LINKEDIN CORP - A COM 53578A108 1,789 8,651 SH   DFND 16 0 7,083 1,568
LINKEDIN CORP CONV BND 53578AAA6 11,777 11,740,000 PRN   DFND 2 0 0 11,740,000
LIONS GATE ENTERTAINMENT COR COM 535919203 22 581 SH   DFND 2 0 581 0
LIONS GATE ENTERTAINMENT COR COM 535919203 292 7,873 SH   DFND 16 0 0 7,873
LINN ENERGY LLC-UNITS LP 536020100 231 25,924 SH   DFND 16 0 0 25,924
LIONBRIDGE TECHNOLOGIES INC COM 536252109 6,102 989,035 SH   DFND 2 0 989,035 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 0 57 SH   DFND 16 0 0 57
LIPOCINE INC COM 53630X104 1,079 125,800 SH   DFND 16 0 0 125,800
LIQUIDITY SERVICES INC COM 53635B107 2,111 219,102 SH   DFND 2 0 219,102 0
LITHIA MOTORS INC-CL A COM 536797103 17,824 157,513 SH   DFND 2 0 153,311 4,202
LITHIA MOTORS INC-CL A COM 536797103 375 3,327 SH   DFND 16 0 2,376 951
LITTELFUSE INC COM 537008104 27,965 294,723 SH   DFND 2 0 259,050 35,673
LITTELFUSE INC COM 537008104 105 1,104 SH   DFND 16 0 1,022 82
LIVE NATION ENTERTAINMENT IN COM 538034109 9,843 358,080 SH   DFND 2 0 358,080 0
LIVE NATION ENTERTAINMENT IN COM 538034109 17 631 SH   DFND 16 0 0 631
LIVEPERSON INC COM 538146101 2,396 244,269 SH   DFND 2 0 244,269 0
LIVEPERSON INC COM 538146101 3 300 SH   DFND 16 0 0 300
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 1,856 341,859 SH   DFND 2 0 0 341,859
LLOYDS BANKING GROUP PLC-ADR ADR 539439109 2,116 389,589 SH   DFND 16 0 0 389,589
LLOYDS BANKING GROUP PLC PRF 539439802 3,638 145,625 SH   DFND 16 0 0 145,625
LOCKHEED MARTIN CORP COM 539830109 470,001 2,528,238 SH   DFND 2 0 2,527,259 979
LOCKHEED MARTIN CORP COM 539830109 807 4,338 SH   DFND 02,03 0 4,338 0
LOCKHEED MARTIN CORP COM 539830109 9,286 49,943 SH   DFND 16 0 28,483 21,461
LOEWS CORP COM 540424108 15,388 399,626 SH   DFND 2 0 399,190 436
LOEWS CORP COM 540424108 133 3,442 SH   DFND 02,03 0 3,442 0
LOEWS CORP COM 540424108 401 10,420 SH   DFND 16 0 4,541 5,879
LOGMEIN INC COM 54142L109 18,778 291,165 SH   DFND 2 0 286,255 4,910
LOGMEIN INC COM 54142L109 75 1,165 SH   DFND 16 0 0 1,165
LOUISIANA-PACIFIC CORP COM 546347105 6,217 365,058 SH   DFND 2 0 365,058 0
LOUISIANA-PACIFIC CORP COM 546347105 387 22,750 SH   DFND 16 0 0 22,750
LOWE'S COS INC COM 548661107 805,814 12,032,415 SH   DFND 2 0 10,778,451 1,253,964
LOWE'S COS INC COM 548661107 3,070 45,850 SH   DFND 02,03 0 45,850 0
LOWE'S COS INC COM 548661107 7,245 108,178 SH   DFND 10 0 0 108,178
LOWE'S COS INC COM 548661107 3,183 47,731 SH   DFND 16 0 21,444 26,287
LULULEMON ATHLETICA INC COM 550021109 77,778 1,191,080 SH   DFND 2 0 1,186,455 4,625
LULULEMON ATHLETICA INC COM 550021109 62 944 SH   DFND 16 0 0 944
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 3,075 148,446 SH   DFND 2 0 148,446 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 7 349 SH   DFND 16 0 0 349
LUMINEX CORP COM 55027E102 3,121 180,805 SH   DFND 2 0 180,805 0
LUMOS NETWORKS CORP COM 550283105 2,468 166,907 SH   DFND 2 0 166,907 0
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 245 3,684 SH   DFND 2 0 0 3,684
LUXOTTICA GROUP SPA-SPON ADR ADR 55068R202 32 480 SH   DFND 16 0 0 480
LYDALL INC COM 550819106 7,455 252,179 SH   DFND 2 0 252,179 0
WILLIAM LYON HOMES-CL A COM 552074700 12,512 487,409 SH   DFND 2 0 487,409 0
M & T BANK CORP COM 55261F104 90,593 725,146 SH   DFND 2 0 718,892 6,254
M & T BANK CORP COM 55261F104 726 5,813 SH   DFND 02,03 0 5,813 0
M & T BANK CORP COM 55261F104 1,203 9,622 SH   DFND 16 0 6,555 3,067
MTB 6 3/8 PRF 55261F609 15,685 15,530 SH   DFND 2 0 0 15,530
M&T BANK CORPORATION PRF 55261F708 3,384 3,165 SH   DFND 2 0 0 3,165
MBIA INC COM 55262C100 2,301 382,955 SH   DFND 2 0 382,955 0
MBIA INC COM 55262C100 1 158 SH   DFND 16 0 0 158
MB FINANCIAL INC COM 55264U108 13,539 393,128 SH   DFND 2 0 393,128 0
MDC HOLDINGS INC COM 552676108 3,412 113,823 SH   DFND 2 0 113,823 0
MDU RESOURCES GROUP INC COM 552690109 9,475 485,046 SH   DFND 2 0 485,046 0
MDU RESOURCES GROUP INC COM 552690109 678 34,707 SH   DFND 16 0 32,813 1,894
MFA FINANCIAL INC COM 55272X102 1,593 215,055 SH   DFND 2 0 215,055 0
MFA FINANCIAL INC COM 55272X102 170 23,053 SH   DFND 16 0 0 23,053
MGE ENERGY INC COM 55277P104 4,733 122,168 SH   DFND 2 0 122,168 0
MGE ENERGY INC COM 55277P104 21 538 SH   DFND 16 0 0 538
MGIC INVESTMENT CORP COM 552848103 37,142 3,263,763 SH   DFND 2 0 3,129,763 134,000
MGIC INVESTMENT CORP COM 552848103 14,493 1,272,401 SH   DFND 10 0 1,272,401 0
MGIC INVESTMENT CORP COM 552848103 419 36,801 SH   DFND 16 0 7,467 29,334
MGIC INVESTMENT CORP CONV BND 552848AB9 14,978 11,650,000 PRN   DFND 2 0 0 11,650,000
MGM RESORTS INTERNATIONAL COM 552953101 6,348 347,825 SH   DFND 2 0 347,825 0
MGM RESORTS INTERNATIONAL COM 552953101 262 14,248 SH   DFND 16 0 10,779 3,469
MGM RESORTS INTERNATIONAL OPT 552953101 2,259 123,800 SH Put DFND 2 0 0 123,800
M/I HOMES INC COM 55305B101 2,894 117,284 SH   DFND 2 0 117,284 0
MKS INSTRUMENTS INC COM 55306N104 9,667 254,794 SH   DFND 2 0 254,794 0
MKS INSTRUMENTS INC COM 55306N104 151 3,990 SH   DFND 16 0 2,467 1,523
MPLX LP LP 55336V100 971 13,602 SH   DFND 16 0 0 13,602
MRC GLOBAL INC COM 55345K103 7,908 512,033 SH   DFND 2 0 390,522 121,511
MS&AD INSURANCE-UNSPONS ADR ADR 553491101 416 26,442 SH   DFND 2 0 0 26,442
MS&AD INSURANCE-UNSPONS ADR ADR 553491101 5 335 SH   DFND 16 0 0 335
MSA SAFETY INC COM 553498106 3,793 78,188 SH   DFND 2 0 78,188 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 8,714 124,891 SH   DFND 2 0 124,739 152
MSC INDUSTRIAL DIRECT CO-A COM 553530106 25 365 SH   DFND 02,03 0 365 0
MSC INDUSTRIAL DIRECT CO-A COM 553530106 22 320 SH   DFND 16 0 3 318
MSCI INC COM 55354G100 17,696 287,515 SH   DFND 2 0 287,515 0
MSCI INC COM 55354G100 1,009 16,401 SH   DFND 10 0 16,401 0
MSCI INC COM 55354G100 50 816 SH   DFND 16 0 0 816
MTS SYSTEMS CORP COM 553777103 10,994 159,446 SH   DFND 2 0 159,446 0
MVC CAPITAL INC COM 553829102 5,807 569,423 SH   DFND 2 0 378,086 191,337
MYR GROUP INC/DELAWARE COM 55405W104 1,499 48,407 SH   DFND 2 0 48,407 0
MYR GROUP INC/DELAWARE COM 55405W104 1 19 SH   DFND 16 0 0 19
MA-COM TECHNOLOGY SOLUTIONS COM 55405Y100 9,268 242,269 SH   DFND 2 0 242,269 0
MACERICH CO/THE COM 554382101 15,139 202,919 SH   DFND 2 0 202,617 302
MACERICH CO/THE COM 554382101 122 1,635 SH   DFND 02,03 0 1,635 0
MACERICH CO/THE COM 554382101 71 947 SH   DFND 10 0 947 0
MACERICH CO/THE COM 554382101 1,192 15,780 SH   DFND 16 0 14,271 1,509
MACK-CALI REALTY CORP COM 554489104 8,991 487,888 SH   DFND 2 0 487,888 0
MACK-CALI REALTY CORP COM 554489104 9 495 SH   DFND 16 0 0 495
MACQUARIE INFRASTRUCTURE COR COM 55608B105 41,825 506,160 SH   DFND 2 0 506,160 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 926 11,210 SH   DFND 16 0 8,002 3,208
MACY'S INC COM 55616P104 176,340 2,613,334 SH   DFND 2 0 2,608,966 4,368
MACY'S INC COM 55616P104 335 4,960 SH   DFND 02,03 0 4,960 0
MACY'S INC COM 55616P104 3,577 53,042 SH   DFND 16 0 13,646 39,396
STEVEN MADDEN LTD COM 556269108 23,811 556,635 SH   DFND 2 0 556,635 0
STEVEN MADDEN LTD COM 556269108 4 99 SH   DFND 16 0 0 99
MADISON SQUARE GARDEN CO-A COM 55826P100 1,257 15,052 SH   DFND 2 0 15,052 0
MADISON SQUARE GARDEN CO-A COM 55826P100 3,093 37,051 SH   DFND 10 0 37,051 0
MADISON SQUARE GARDEN CO-A COM 55826P100 673 8,065 SH   DFND 16 0 5,111 2,954
MAGELLAN HEALTH INC COM 559079207 29,093 415,190 SH   DFND 2 0 365,166 50,024
MAGELLAN MIDSTREAM PARTNERS LP 559080106 5,376 73,264 SH   DFND 16 0 0 73,264
MAGNA INTERNATIONAL INC COM 559222401 13,075 233,096 SH   DFND 2 0 233,096 0
MAGNA INTERNATIONAL INC COM 559222401 1,083 19,326 SH   DFND 16 0 13,839 5,487
MAGNIT PJSC-SPON GDR 144A GDR 55953Q103 11,231 201,780 SH   DFND 2 0 0 201,780
MAGNIT PJSC-SPON GDR 144A GDR 55953Q103 7,636 137,197 SH   DFND 02,10 0 0 137,197
Magnum Hunter Res Corp Wts WT 55973B110 2 45,089 SH   DFND 2 0 0 45,089
Magnum Hunter Res Corp Wts WT 55973B110 0 100 SH   DFND 16 0 0 100
MAIL.RU GROUP LTD-GDR 144A GDR 560317109 4,896 234,791 SH   DFND 2 0 0 234,791
MAIL.RU GROUP LTD-GDR 144A GDR 560317109 4,090 196,157 SH   DFND 02,10 0 0 196,157
MAIL.RU GROUP-GDR REGS GDR 560317208 2,186 104,805 SH   DFND 2 0 98,589 6,216
MAIN STREET CAPITAL CORP COM 56035L104 41 1,270 SH   DFND 2 0 1,270 0
MAIN STREET CAPITAL CORP COM 56035L104 476 14,920 SH   DFND 16 0 0 14,920
MAKITA CORP-SPONS ADR ADR 560877300 55 1,021 SH   DFND 2 0 0 1,021
MAKITA CORP-SPONS ADR ADR 560877300 774 14,197 SH   DFND 16 0 0 14,197
MALIBU BOATS INC - A COM 56117J100 5,846 290,993 SH   DFND 2 0 290,993 0
MANHATTAN ASSOCIATES INC COM 562750109 16,785 281,389 SH   DFND 2 0 273,569 7,820
MANHATTAN ASSOCIATES INC COM 562750109 401 6,733 SH   DFND 16 0 3,287 3,446
MANITOWOC COMPANY INC COM 563571108 2,209 112,675 SH   DFND 2 0 112,675 0
MANITOWOC COMPANY INC COM 563571108 225 11,483 SH   DFND 16 0 0 11,483
MANNING & NAPIER INC COM 56382Q102 1,090 109,300 SH   DFND 2 0 109,300 0
MANNKIND CORP COM 56400P201 48 8,510 SH   DFND 2 0 8,510 0
MANNKIND CORP COM 56400P201 15 2,650 SH   DFND 16 0 0 2,650
MANPOWERGROUP INC COM 56418H100 18,424 206,118 SH   DFND 2 0 205,560 558
MANPOWERGROUP INC COM 56418H100 148 1,661 SH   DFND 16 0 666 995
MANTECH INTERNATIONAL CORP-A COM 564563104 16,287 561,554 SH   DFND 2 0 561,554 0
MANTECH INTERNATIONAL CORP-A COM 564563104 7 250 SH   DFND 16 0 0 250
MANULIFE FINANCIAL CORP COM 56501R106 236 12,687 SH   DFND 2 0 12,687 0
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MARATHON OIL CORP COM 565849106 105,442 3,973,001 SH   DFND 2 0 3,813,824 159,177
MARATHON OIL CORP COM 565849106 207 7,816 SH   DFND 02,03 0 7,816 0
MARATHON OIL CORP COM 565849106 2,670 100,703 SH   DFND 16 0 16,855 83,848
MARATHON PETROLEUM CORP COM 56585A102 169,227 3,235,047 SH   DFND 2 0 3,106,250 128,797
MARATHON PETROLEUM CORP COM 56585A102 329 6,290 SH   DFND 02,03 0 6,290 0
MARATHON PETROLEUM CORP COM 56585A102 499 9,532 SH   DFND 02,10 0 9,532 0
MARATHON PETROLEUM CORP COM 56585A102 864 16,523 SH   DFND 16 0 6,462 10,061
MARCHEX INC-CLASS B COM 56624R108 1,449 292,650 SH   DFND 2 0 292,650 0
MARCUS CORPORATION COM 566330106 2,881 150,181 SH   DFND 2 0 150,181 0
MARCUS CORPORATION COM 566330106 55 2,880 SH   DFND 16 0 0 2,880
MARINEMAX INC COM 567908108 2,859 121,614 SH   DFND 2 0 121,114 500
DAYCO LLC COM 570388108 389 9,586 SH   DFND 02,04 0 0 9,586
MARKEL CORP COM 570535104 5,278 6,592 SH   DFND 2 0 6,230 362
MARKEL CORP COM 570535104 1,260 1,567 SH   DFND 16 0 1,014 553
MARKETAXESS HOLDINGS INC COM 57060D108 25,973 279,981 SH   DFND 2 0 279,981 0
MARKETAXESS HOLDINGS INC COM 57060D108 4 38 SH   DFND 16 0 0 38
MARKET VECTORS GOLD MINERS COM 57060U100 3,594 202,365 SH   DFND 16 0 0 202,365
MARKET VECTORS MORNINGSTAR W COM 57060U134 2,976 97,013 SH   DFND 16 0 0 97,013
MARKET VECTORS BIOTECH ETF COM 57060U183 2,184 16,196 SH   DFND 16 0 0 16,196
MARKET VECTORS OIL SERVICE E COM 57060U191 543 15,566 SH   DFND 16 0 0 15,566
MARKET VECTORS SEMICONDUCTOR COM 57060U233 814 14,910 SH   DFND 2 0 14,910 0
MARKET VECTORS SEMICONDUCTOR COM 57060U233 26 476 SH   DFND 16 0 0 476
MARKET VECTORS MORTGAGE REIT COM 57060U324 357 16,276 SH   DFND 16 0 0 16,276
MARKET VECTORS RUSSIA ETF COM 57060U506 8,571 468,608 SH   DFND 16 0 0 468,608
MARKET VECTORS EMERGING MARK COM 57060U522 374 19,118 SH   DFND 16 0 0 19,118
MARKET VECTORS AGRIBUSINESS COM 57060U605 138 2,500 SH   DFND 2 0 2,500 0
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MARKET VECTORS VIETNAM ETF COM 57060U761 223 11,953 SH   DFND 16 0 0 11,953
MARKET VECTORS SHORT MUNICIP COM 57060U803 734 42,379 SH   DFND 16 0 0 42,379
MARKET VECTORS COAL ETF COM 57060U837 171 15,050 SH   DFND 16 0 0 15,050
MARKET VECTORS INTERMEDIATE COM 57060U845 4,550 196,169 SH   DFND 16 0 0 196,169
MARKET VECTORS HI YLD MUNI COM 57060U878 3,064 102,466 SH   DFND 16 0 0 102,466
MARKET VECTORS EMER H/Y BOND COM 57061R403 52,009 2,157,166 SH   DFND 16 0 173 2,156,993
MARKET VECTORS JR GOLD MINER COM 57061R544 281 11,647 SH   DFND 16 0 0 11,647
MARKETO INC COM 57063L107 2,866 102,137 SH   DFND 2 0 102,137 0
MARKWEST ENERGY PARTNERS LP LP 570759100 312 5,530 SH   DFND 2 0 5,530 0
MARKWEST ENERGY PARTNERS LP LP 570759100 2,528 44,757 SH   DFND 16 0 35,670 9,087
MARLIN BUSINESS SERVICES INC COM 571157106 1,458 86,393 SH   DFND 2 0 86,393 0
MARRIOTT VACATIONS WORLD COM 57164Y107 22,652 246,864 SH   DFND 2 0 243,604 3,260
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MARSH & MCLENNAN COS COM 571748102 181,317 3,197,895 SH   DFND 2 0 3,190,306 7,589
MARSH & MCLENNAN COS COM 571748102 457 8,061 SH   DFND 02,03 0 8,061 0
MARSH & MCLENNAN COS COM 571748102 804 14,224 SH   DFND 16 0 9,255 4,969
MARRIOTT INTERNATIONAL -CL A COM 571903202 9,266 124,569 SH   DFND 2 0 1,245,670 2
MARRIOTT INTERNATIONAL -CL A COM 571903202 178 2,389 SH   DFND 02,03 0 23,890 0
MARRIOTT INTERNATIONAL -CL A COM 571903202 6,059 81,226 SH   DFND 16 0 684,441 12,782
MARTEN TRANSPORT LTD COM 573075108 9,406 433,462 SH   DFND 2 0 352,513 80,949
MARTHA STEWART LIVING-A COM 573083102 56 9,050 SH   DFND 2 0 9,050 0
MARTHA STEWART LIVING-A COM 573083102 10 1,671 SH   DFND 16 0 0 1,671
MARTIN MARIETTA MATERIALS COM 573284106 5,761 40,711 SH   DFND 2 0 40,227 484
MARTIN MARIETTA MATERIALS COM 573284106 205 1,453 SH   DFND 02,03 0 1,453 0
MARTIN MARIETTA MATERIALS COM 573284106 285 2,016 SH   DFND 16 0 3 2,013
MASCO CORP COM 574599106 8,544 320,367 SH   DFND 2 0 317,246 3,121
MASCO CORP COM 574599106 107 4,021 SH   DFND 02,03 0 4,021 0
MASCO CORP COM 574599106 85,233 3,195,875 SH   DFND 10 0 3,147,861 48,014
MASCO CORP COM 574599106 768 28,801 SH   DFND 16 0 23,988 4,813
MASIMO CORP COM 574795100 17,909 462,282 SH   DFND 2 0 462,282 0
MASIMO CORP COM 574795100 74 1,921 SH   DFND 16 0 1,921 0
MASTEC INC COM 576323109 12,020 604,985 SH   DFND 2 0 423,453 181,532
MASTEC INC COM 576323109 32 1,643 SH   DFND 16 0 12 1,631
MASTERCARD INC-CLASS A COM 57636Q104 862,475 9,226,337 SH   DFND 2 0 7,900,834 1,325,503
MASTERCARD INC-CLASS A COM 57636Q104 4,699 50,274 SH   DFND 02,03 0 50,274 0
MASTERCARD INC-CLASS A COM 57636Q104 19,454 208,107 SH   DFND 02,10 0 208,107 0
MASTERCARD INC-CLASS A COM 57636Q104 269,117 2,879,154 SH   DFND 10 0 2,678,814 200,340
MASTERCARD INC-CLASS A COM 57636Q104 10,463 111,863 SH   DFND 16 0 45,774 66,089
MATADOR RESOURCES CO COM 576485205 57,402 2,296,059 SH   DFND 2 0 2,076,367 219,692
MATADOR RESOURCES CO COM 576485205 3 132 SH   DFND 16 0 19 113
MATERION CORP COM 576690101 24,899 706,350 SH   DFND 2 0 652,350 54,000
MATERION CORP COM 576690101 1 28 SH   DFND 16 0 0 28
MATRIX SERVICE CO COM 576853105 2,294 125,477 SH   DFND 2 0 125,477 0
MATRIX SERVICE CO COM 576853105 1 77 SH   DFND 16 0 0 77
MATSON INC COM 57686G105 20,239 481,409 SH   DFND 2 0 481,409 0
MATTEL INC COM 577081102 74,612 2,904,310 SH   DFND 2 0 2,904,310 0
MATTEL INC COM 577081102 120 4,641 SH   DFND 02,03 0 4,641 0
MATTEL INC COM 577081102 834 32,492 SH   DFND 16 0 26,609 5,883
MATTHEWS INTL CORP-CLASS A COM 577128101 7,452 140,223 SH   DFND 2 0 140,223 0
MATTHEWS INTL CORP-CLASS A COM 577128101 43 550 SH   DFND 16 0 0 550
MATTSON TECHNOLOGY INC COM 577223100 40,697 12,148,257 SH   DFND 2 0 12,020,920 127,337
MATTSON TECHNOLOGY INC COM 577223100 232 69,158 SH   DFND 10 0 0 69,158
MATTRESS FIRM HOLDING CORP COM 57722W106 0 5 SH   DFND 2 0 5 0
MATTRESS FIRM HOLDING CORP COM 57722W106 2,443 40,078 SH   DFND 10 0 40,078 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 220,007 6,363,234 SH   DFND 2 0 6,314,834 48,400
MAXIM INTEGRATED PRODUCTS COM 57772K101 19 543 SH   DFND 02,03 0 543 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,534 44,366 SH   DFND 10 0 18,066 26,300
MAXIM INTEGRATED PRODUCTS COM 57772K101 44,132 1,275,665 SH   DFND 16 0 73,763 1,201,902
MAXLINEAR INC-CLASS A COM 57776J100 1,896 156,728 SH   DFND 2 0 156,728 0
MAXLINEAR INC-CLASS A COM 57776J100 1 63 SH   DFND 16 0 0 63
MAXPOINT INTERACTIVE INC COM 57777M102 741 91,681 SH   DFND 2 0 91,681 0
MAXIMUS INC COM 577933104 23,443 356,639 SH   DFND 2 0 350,269 6,370
MAXIMUS INC COM 577933104 8,854 134,704 SH   DFND 10 0 134,704 0
MAXIMUS INC COM 577933104 2,331 35,349 SH   DFND 16 0 34,521 828
MCCORMICK & CO-NON VTG SHRS COM 579780206 6,411 79,191 SH   DFND 2 0 0 79,191
MCCORMICK & CO-NON VTG SHRS COM 579780206 120 1,482 SH   DFND 02,03 0 0 1,482
MCCORMICK & CO-NON VTG SHRS COM 579780206 2,541 31,309 SH   DFND 16 0 0 31,309
MCDERMOTT INTL INC COM 580037109 57 10,681 SH   DFND 2 0 10,681 0
MCDERMOTT INTL INC COM 580037109 21 3,951 SH   DFND 16 0 0 3,951
MCDONALD'S CORP COM 580135101 336,242 3,536,807 SH   DFND 2 0 3,465,396 71,411
MCDONALD'S CORP COM 580135101 2,092 21,998 SH   DFND 02,03 0 21,998 0
MCDONALD'S CORP COM 580135101 66,042 694,803 SH   DFND 10 0 665,758 29,045
MCDONALD'S CORP COM 580135101 13,082 137,605 SH   DFND 16 0 77,389 60,216
MCGRATH RENTCORP COM 580589109 14,009 460,397 SH   DFND 2 0 330,178 130,219
MCGRAW HILL FINANCIAL INC COM 580645109 59,480 592,127 SH   DFND 2 0 589,662 2,465
MCGRAW HILL FINANCIAL INC COM 580645109 318 3,170 SH   DFND 02,03 0 3,170 0
MCGRAW HILL FINANCIAL INC COM 580645109 1,957 19,474 SH   DFND 16 0 17,301 2,173
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MEDASSETS INC COM 584045108 20,727 939,578 SH   DFND 2 0 864,178 75,400
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MEDIA GENERAL INC OPT 58441K100 1,122 67,900 SH Put DFND 2 0 0 67,900
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MEDICINES COMPANY COM 584688105 8,993 314,334 SH   DFND 2 0 314,334 0
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MEN'S WEARHOUSE INC/THE COM 587118100 27,694 432,245 SH   DFND 2 0 432,083 162
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NATIONAL CINEMEDIA INC COM 635309107 240 15,021 SH   DFND 16 0 14,545 476
NATIONAL FUEL GAS CO COM 636180101 12,467 211,664 SH   DFND 2 0 211,664 0
NATIONAL FUEL GAS CO COM 636180101 1,550 26,355 SH   DFND 16 0 21,489 4,866
NATIONAL GENERAL HLDGS COM 636220303 4,555 218,680 SH   DFND 10 0 218,680 0
NATIONAL GRID PLC-SP ADR ADR 636274300 930 13,995 SH   DFND 2 0 0 13,995
NATIONAL GRID PLC-SP ADR ADR 636274300 53,292 826,210 SH   DFND 16 0 0 826,210
NATL HEALTH INVESTORS INC COM 63633D104 3,888 62,408 SH   DFND 2 0 62,308 100
NATL HEALTH INVESTORS INC COM 63633D104 312 5,013 SH   DFND 16 0 0 5,013
NATIONAL HEALTH INVESTORS INC CONV BND 63633DAE4 8,773 8,890,000 PRN   DFND 2 0 0 8,890,000
KASIKORNBANK PCL-NVDR GDR 636476699 35,822 6,420,786 SH   DFND 2 0 0 6,420,786
KASIKORNBANK PCL-NVDR GDR 636476699 7,588 1,360,048 SH   DFND 02,10 0 0 1,360,048
NATIONAL INSTRUMENTS CORP COM 636518102 9,904 336,185 SH   DFND 2 0 336,185 0
NATIONAL OILWELL VARCO INC COM 637071101 152,747 3,163,734 SH   DFND 2 0 2,452,894 710,840
NATIONAL OILWELL VARCO INC COM 637071101 217 4,489 SH   DFND 02,03 0 4,489 0
NATIONAL OILWELL VARCO INC COM 637071101 396 8,207 SH   DFND 10 0 8,207 0
NATIONAL OILWELL VARCO INC COM 637071101 1,017 21,074 SH   DFND 16 0 1,575 19,499
NATL PENN BCSHS INC COM 637138108 11,503 1,019,784 SH   DFND 2 0 1,019,784 0
NATIONAL PRESTO INDS INC COM 637215104 2,217 27,598 SH   DFND 2 0 27,598 0
NATIONAL PRESTO INDS INC COM 637215104 16 200 SH   DFND 16 0 0 200
NATIONAL RESEARCH CORP-A COM 637372202 2,130 149,900 SH   DFND 2 0 1,499 0
NATIONAL RESEARCH CORP-CL B COM 637372301 2,380 70,429 SH   DFND 2 0 70,429 0
NATIONAL RETAIL PROPERTIES COM 637417106 13,226 377,742 SH   DFND 2 0 377,742 0
NATIONAL RETAIL PROPERTIES COM 637417106 2,107 60,176 SH   DFND 16 0 0 60,176
NNN 6 5/8 PRF 637417601 909 35,375 SH   DFND 16 0 0 35,375
NNN 5.7 PRF 637417809 740 30,534 SH   DFND 16 0 0 30,534
NATL WESTERN LIFE INS-CL A COM 638522102 10,982 45,860 SH   DFND 2 0 43,981 1,879
NATL WESTERN LIFE INS-CL A COM 638522102 46 190 SH   DFND 16 0 0 190
NATURAL GAS SERVICES GROUP COM 63886Q109 4,798 210,209 SH   DFND 2 0 210,209 0
NAVIGATORS GROUP INC COM 638904102 14,298 184,359 SH   DFND 2 0 184,359 0
NATUS MEDICAL INC COM 639050103 11,150 261,993 SH   DFND 2 0 258,623 3,370
NATUS MEDICAL INC COM 639050103 38 890 SH   DFND 16 0 0 890
NAUTILUS INC COM 63910B102 1,136 52,832 SH   DFND 2 0 52,832 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 130 5,735 SH   DFND 2 0 5,605 130
NAVISTAR INTERNATIONAL CORP COM 63934E108 90 3,982 SH   DFND 16 0 0 3,982
NAVISTAR INTERNATIONAL CORP CONV BND 63934EAQ1 4,876 5,720,000 PRN   DFND 2 0 0 5,720,000
NAVISTAR INTERNATIONAL CORP CONV BND 63934EAS7 36,420 42,565,000 PRN   DFND 2 0 0 42,565,000
NAVIGANT CONSULTING INC COM 63935N107 4,846 325,897 SH   DFND 2 0 325,897 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 4 2,210 SH   DFND 2 0 2,210 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 21 13,100 SH   DFND 16 0 0 13,100
NAVIENT CORP COM 63938C108 190,700 10,472,358 SH   DFND 2 0 8,455,039 2,017,319
NAVIENT CORP COM 63938C108 82 4,505 SH   DFND 02,03 0 4,505 0
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NEENAH PAPER INC COM 640079109 25,564 433,590 SH   DFND 2 0 393,590 40,000
NEENAH PAPER INC COM 640079109 159 2,689 SH   DFND 16 0 0 2,689
NEFF CORP-CLASS A COM 640094207 16,499 1,635,243 SH   DFND 2 0 1,529,111 106,132
NEKTAR THERAPEUTICS COM 640268108 7,736 618,335 SH   DFND 2 0 618,335 0
NEKTAR THERAPEUTICS COM 640268108 8 600 SH   DFND 16 0 0 600
NELNET INC-CL A COM 64031N108 4,879 112,666 SH   DFND 2 0 112,666 0
NEOGEN CORP COM 640491106 16,795 354,028 SH   DFND 2 0 354,028 0
NEONODE INC COM 64051M402 33 11,025 SH   DFND 16 0 0 11,025
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NEOPHOTONICS CORP COM 64051T100 0 1 SH   DFND 16 0 0 1
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NESTLE SA-SPONS ADR ADR 641069406 2,007 27,826 SH   DFND 16 0 0 27,826
NETAPP INC COM 64110D104 5,171 163,835 SH   DFND 2 0 158,725 5,110
NETAPP INC COM 64110D104 114 3,612 SH   DFND 02,03 0 3,612 0
NETAPP INC COM 64110D104 112 3,564 SH   DFND 16 0 0 3,564
NETFLIX INC COM 64110L106 43,656 66,451 SH   DFND 2 0 65,247 1,204
NETFLIX INC COM 64110L106 463 705 SH   DFND 02,03 0 705 0
NETFLIX INC COM 64110L106 1,969 2,991 SH   DFND 16 0 876 2,115
NETEASE INC-ADR ADR 64110W102 3,124 21,566 SH   DFND 2 0 539,150 0
NETEASE INC-ADR ADR 64110W102 511 3,526 SH   DFND 10 0 88,150 0
NETEASE INC-ADR ADR 64110W102 570 4,607 SH   DFND 16 0 51,825 2,534
NETGEAR INC COM 64111Q104 5,414 180,376 SH   DFND 2 0 180,376 0
NETSCOUT SYSTEMS INC COM 64115T104 26,435 720,933 SH   DFND 2 0 648,553 72,380
NETSCOUT SYSTEMS INC COM 64115T104 22 604 SH   DFND 16 0 0 604
NETSUITE INC COM 64118Q107 2,277 24,809 SH   DFND 2 0 23,648 1,161
NETSUITE INC COM 64118Q107 12 135 SH   DFND 16 0 0 135
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,188 150,526 SH   DFND 2 0 145,126 5,400
NEUROCRINE BIOSCIENCES INC COM 64125C109 1 11 SH   DFND 16 0 11 0
NEUSTAR INC-CLASS A COM 64126X201 14,354 491,389 SH   DFND 2 0 491,389 0
NEUSTAR INC-CLASS A COM 64126X201 262 9,009 SH   DFND 16 0 5,118 3,891
NEVRO CORP COM 64157F103 2,866 53,324 SH   DFND 2 0 53,324 0
NEVRO CORP COM 64157F103 3 50 SH   DFND 16 0 0 50
NEUBERGER BERMAN REAL ESTATE COM 64190A103 86 18,046 SH   DFND 16 0 0 18,046
NEW JERSEY RESOURCES CORP COM 646025106 43,135 1,565,670 SH   DFND 2 0 1,410,345 155,325
NEW JERSEY RESOURCES CORP COM 646025106 46 1,667 SH   DFND 16 0 0 1,667
NEW MOUNTAIN FINANCE CORP COM 647551100 26,871 1,854,444 SH   DFND 2 0 1,854,444 0
NEW MOUNTAIN FINANCE CORP COM 647551100 22 1,551 SH   DFND 02,03 0 1,551 0
NEW MOUNTAIN FINANCE CORP COM 647551100 194 13,397 SH   DFND 16 0 13,032 365
NEW RESIDENTIAL INVESTMENT COM 64828T201 1,468 96,305 SH   DFND 2 0 96,305 0
NEW RESIDENTIAL INVESTMENT COM 64828T201 78 5,125 SH   DFND 16 0 0 5,125
NEW WORLD GOLD CORP COM 649285103 1 2,125,000 SH   DFND 16 0 0 2,125,000
NEW YORK COMMUNITY BANCORP COM 649445103 21,969 1,195,222 SH   DFND 2 0 1,195,222 0
NEW YORK COMMUNITY BANCORP COM 649445103 7,441 398,793 SH   DFND 16 0 273,521 125,272
NEW YORK MORTGAGE TRUST INC COM 649604501 15 1,970 SH   DFND 2 0 1,970 0
NEW YORK MORTGAGE TRUST INC COM 649604501 186 26,856 SH   DFND 16 0 0 26,856
NEW YORK REGIONAL RAIL CORP COM 649768108 0 375,000 SH   DFND 2 0 375,000 0
NEW YORK REIT INC COM 64976L109 40 4,010 SH   DFND 2 0 4,010 0
NEW YORK REIT INC COM 64976L109 213 21,450 SH   DFND 16 0 0 21,450
NEW YORK TIMES CO-A COM 650111107 4,431 324,646 SH   DFND 2 0 324,646 0
NEW YORK TIMES CO-A COM 650111107 6 454 SH   DFND 16 0 0 454
NEWCASTLE INVESTMENT CORP COM 65105M603 52 11,805 SH   DFND 2 0 11,805 0
NEWCASTLE INVESTMENT CORP COM 65105M603 1 307 SH   DFND 16 0 0 307
NEWCREST MINING LTD-SPON ADR ADR 651191108 95 9,519 SH   DFND 2 0 0 9,519
NEWCREST MINING LTD-SPON ADR ADR 651191108 140 13,900 SH   DFND 16 0 0 13,900
NEWELL RUBBERMAID INC COM 651229106 10,106 245,863 SH   DFND 2 0 245,863 0
NEWELL RUBBERMAID INC COM 651229106 128 3,116 SH   DFND 02,03 0 3,116 0
NEWELL RUBBERMAID INC COM 651229106 751 18,269 SH   DFND 16 0 14,715 3,554
NEWFIELD EXPLORATION CO COM 651290108 4,175 115,579 SH   DFND 2 0 115,579 0
NEWFIELD EXPLORATION CO COM 651290108 68 1,888 SH   DFND 02,03 0 1,888 0
NEWFIELD EXPLORATION CO COM 651290108 229 6,352 SH   DFND 16 0 2,412 3,940
NEWMARKET CORP COM 651587107 24,905 56,097 SH   DFND 2 0 56,097 0
NEWMARKET CORP COM 651587107 31 70 SH   DFND 16 0 0 70
NEWMONT MINING CORP COM 651639106 7,033 301,030 SH   DFND 2 0 301,030 0
NEWMONT MINING CORP COM 651639106 143 6,127 SH   DFND 02,03 0 6,127 0
NEWMONT MINING CORP COM 651639106 1,092 46,734 SH   DFND 16 0 0 46,734
NEWPARK RESOURCES INC COM 651718504 9,965 1,225,770 SH   DFND 2 0 1,052,319 173,451
NEWPARK RESOURCES INC COM 651718504 54 6,650 SH   DFND 16 0 6,166 484
NEWPARK RESOURCES INC CONV BND 651718AC2 4,724 4,478,000 PRN   DFND 2 0 0 4,478,000
NEWPARK RESOURCES INC CONV BND 651718AC2 6 6,000 PRN   DFND 16 0 0 6,000
NEWPORT CORP COM 651824104 14,268 752,565 SH   DFND 2 0 565,578 186,987
NEWS CORP - CLASS A COM 65249B109 10,367 710,541 SH   DFND 2 0 0 710,541
NEWS CORP - CLASS A COM 65249B109 85 5,797 SH   DFND 02,03 0 0 5,797
NEWS CORP - CLASS A COM 65249B109 9 643 SH   DFND 16 0 0 643
NEWS CORP - CLASS B COM 65249B208 223 15,627 SH   DFND 2 0 15,627 0
NEWS CORP - CLASS B COM 65249B208 1 50 SH   DFND 16 0 0 50
NEWSTAR FINANCIAL INC COM 65251F105 232 21,113 SH   DFND 2 0 21,113 0
NEXSTAR BROADCASTING GROUP-A COM 65336K103 3,416 61,020 SH   DFND 2 0 61,020 0
NEXSTAR BROADCASTING GROUP-A COM 65336K103 6 100 SH   DFND 16 0 0 100
NEXTERA ENERGY INC COM 65339F101 132,297 1,349,588 SH   DFND 2 0 1,325,410 24,178
NEXTERA ENERGY INC COM 65339F101 547 5,581 SH   DFND 02,03 0 5,581 0
NEXTERA ENERGY INC COM 65339F101 14,570 149,050 SH   DFND 16 0 126,567 22,483
NEXTERA ENERGY INC CONV PRF 65339F861 13,616 254,500 SH   DFND 2 0 0 254,500
NEXTERA ENERGY INC CONV PRF 65339F861 4 84 SH   DFND 16 0 0 84
NEE 5.7 03/01/72 PRF 65339K605 366 15,177 SH   DFND 16 0 0 15,177
NEE 5 5/8 06/15/72 PRF 65339K704 339 14,123 SH   DFND 16 0 0 14,123
NEE 5 1/8 11/15/72 PRF 65339K803 688 30,480 SH   DFND 16 0 0 30,480
NEE 5 01/15/73 PRF 65339K886 289 12,740 SH   DFND 16 0 0 12,740
NEXPOINT RESIDENTIAL COM 65341D102 154 11,498 SH   DFND 16 0 0 11,498
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 5,847 91,954 SH   DFND 2 0 0 91,954
NICE SYSTEMS LTD-SPONS ADR ADR 653656108 313 4,929 SH   DFND 16 0 0 4,929
NIDEC CORPORATION-SPON ADR ADR 654090109 337 18,008 SH   DFND 2 0 0 18,008
NIKE INC -CL B COM 654106103 800,575 7,410,894 SH   DFND 2 0 7,030,006 380,888
NIKE INC -CL B COM 654106103 13,862 128,331 SH   DFND 02,03 0 128,331 0
NIKE INC -CL B COM 654106103 10,077 93,291 SH   DFND 02,10 0 93,291 0
NIKE INC -CL B COM 654106103 106,706 987,932 SH   DFND 10 0 951,483 36,449
NIKE INC -CL B COM 654106103 9,883 89,575 SH   DFND 16 0 35,457 54,118
NIMBLE STORAGE INC COM 65440R101 1,425 50,769 SH   DFND 2 0 50,769 0
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 577 15,742 SH   DFND 2 0 0 15,742
NIPPON TELEGRAPH & TELE-ADR ADR 654624105 595 16,348 SH   DFND 16 0 0 16,348
NISOURCE INC COM 65473P105 9,877 216,677 SH   DFND 2 0 216,677 0
NISOURCE INC COM 65473P105 168 3,680 SH   DFND 02,03 0 3,680 0
NISOURCE INC COM 65473P105 11,324 248,464 SH   DFND 16 0 221,778 26,686
NISSAN MOTOR CO LTD-SPON ADR ADR 654744408 537 25,431 SH   DFND 2 0 0 25,431
NISSAN MOTOR CO LTD-SPON ADR ADR 654744408 14 670 SH   DFND 16 0 0 670
NIVALIS THERAPEUTICS INC COM 65481J109 947 62,515 SH   DFND 2 0 62,515 0
NOKIA CORP-SPON ADR ADR 654902204 203 29,627 SH   DFND 2 0 0 29,627
NOKIA CORP-SPON ADR ADR 654902204 140 20,449 SH   DFND 16 0 0 20,449
NOBLE ENERGY INC COM 655044105 170,882 4,003,821 SH   DFND 2 0 3,832,260 171,561
NOBLE ENERGY INC COM 655044105 1,600 37,474 SH   DFND 02,03 0 37,474 0
NOBLE ENERGY INC COM 655044105 3,019 70,742 SH   DFND 10 0 0 70,742
NOBLE ENERGY INC COM 655044105 27 637 SH   DFND 16 0 0 637
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 431 63,534 SH   DFND 2 0 0 63,534
NOMURA HOLDINGS INC-SPON ADR ADR 65535H208 92 13,671 SH   DFND 16 0 0 13,671
NMR MAND EXCH NOTE 1.72 YHOO PRF 65539ABW9 9,205 10,000 SH   DFND 2 0 0 10,000
NORDEA BANK AB-SPON ADR ADR 65557A206 481 38,564 SH   DFND 2 0 0 38,564
NORDEA BANK AB-SPON ADR ADR 65557A206 656 52,253 SH   DFND 16 0 0 52,253
NORDSON CORP COM 655663102 19,473 250,011 SH   DFND 2 0 249,763 248
NORDSON CORP COM 655663102 807 10,364 SH   DFND 16 0 8,747 1,617
NORDSTROM INC COM 655664100 113,665 1,525,724 SH   DFND 2 0 1,421,440 104,284
NORDSTROM INC COM 655664100 122 1,637 SH   DFND 02,03 0 1,637 0
NORDSTROM INC COM 655664100 1,430 19,193 SH   DFND 16 0 10,635 8,558
NORFOLK SOUTHERN CORP COM 655844108 20,244 231,727 SH   DFND 2 0 227,734 3,993
NORFOLK SOUTHERN CORP COM 655844108 308 3,529 SH   DFND 02,03 0 3,529 0
NORFOLK SOUTHERN CORP COM 655844108 1,915 21,928 SH   DFND 16 0 262 21,666
NORSK HYDRO AS-SPONS ADR ADR 656531605 47 11,081 SH   DFND 2 0 0 11,081
NORSK HYDRO AS-SPONS ADR ADR 656531605 10 2,500 SH   DFND 16 0 0 2,500
NORTH AMERICAN OIL & GAS COR COM 65704V202 0 12,500 SH   DFND 16 0 0 12,500
NORTHERN OIL AND GAS INC COM 665531109 2,158 318,855 SH   DFND 2 0 318,855 0
NORTHERN OIL AND GAS INC COM 665531109 5 715 SH   DFND 16 0 15 700
NORTHERN TRUST CORP COM 665859104 105,862 1,384,261 SH   DFND 2 0 1,380,204 4,057
NORTHERN TRUST CORP COM 665859104 260 3,399 SH   DFND 02,03 0 3,399 0
NORTHERN TRUST CORP COM 665859104 1,123 14,685 SH   DFND 16 0 12,022 2,663
NORTHRIM BANCORP INC COM 666762109 10,160 396,340 SH   DFND 2 0 396,340 0
NORTHROP GRUMMAN CORP COM 666807102 170,653 1,075,798 SH   DFND 2 0 1,074,352 1,446
NORTHROP GRUMMAN CORP COM 666807102 357 2,248 SH   DFND 02,03 0 2,248 0
NORTHROP GRUMMAN CORP COM 666807102 100,150 631,377 SH   DFND 10 0 620,192 11,185
NORTHROP GRUMMAN CORP COM 666807102 1,648 10,399 SH   DFND 16 0 3,166 7,233
NRF 8 3/4 PRF 66704R605 1,041 41,308 SH   DFND 2 0 0 41,308
NORTHSTAR REALTY FINANCE COM 66704R704 127 7,977 SH   DFND 2 0 7,977 0
NORTHSTAR REALTY FINANCE COM 66704R704 11,932 747,698 SH   DFND 16 0 715,717 31,981
NORTHWEST BANCSHARES INC COM 667340103 8,493 662,507 SH   DFND 2 0 662,507 0
NORTHWEST BANCSHARES INC COM 667340103 4 296 SH   DFND 16 0 0 296
NORTHWEST NATURAL GAS CO COM 667655104 5,650 133,951 SH   DFND 2 0 133,221 730
NORTHWEST NATURAL GAS CO COM 667655104 175 4,160 SH   DFND 16 0 0 4,160
NORTHWESTERN CORP COM 668074305 10,894 223,465 SH   DFND 2 0 223,465 0
NORTHWESTERN CORP COM 668074305 0 6 SH   DFND 16 0 0 6
NOVARTIS AG-SPONSORED ADR ADR 66987V109 158,579 1,612,560 SH   DFND 2 0 0 1,612,560
NOVARTIS AG-SPONSORED ADR ADR 66987V109 31 311 SH   DFND 02,03 0 0 311
NOVARTIS AG-SPONSORED ADR ADR 66987V109 9,630 97,651 SH   DFND 16 0 0 97,651
NOVAVAX INC COM 670002104 38,336 3,441,242 SH   DFND 2 0 3,383,847 57,395
NOVAVAX INC COM 670002104 150 13,500 SH   DFND 16 0 0 13,500
NOVELLUS SYSTEMS INC CONV BND 670008AD3 20,660 8,640,000 PRN   DFND 2 0 0 8,640,000
NOVELLUS SYSTEMS INC CONV BND 670008AD3 5 2,000 PRN   DFND 16 0 0 2,000
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 430,410 7,860,017 SH   DFND 2 0 0 7,860,017
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 7,500 136,958 SH   DFND 02,03 0 0 136,958
NOVO-NORDISK A/S-SPONS ADR ADR 670100205 12,322 225,309 SH   DFND 16 0 0 225,309
NOW INC COM 67011P100 11,295 567,298 SH   DFND 2 0 567,298 0
NOW INC COM 67011P100 109 5,460 SH   DFND 16 0 99 5,361
NU SKIN ENTERPRISES INC - A COM 67018T105 17,274 366,485 SH   DFND 2 0 346,485 20,000
NU SKIN ENTERPRISES INC - A COM 67018T105 5 113 SH   DFND 16 0 0 113
NUANCE COMMUNICATIONS INC COM 67020Y100 63,181 3,608,283 SH   DFND 2 0 3,580,204 28,079
NUANCE COMMUNICATIONS INC COM 67020Y100 261 14,894 SH   DFND 10 0 0 14,894
NUANCE COMMUNICATIONS INC COM 67020Y100 92 5,264 SH   DFND 16 0 0 5,264
NUCOR CORP COM 670346105 58,013 1,315,769 SH   DFND 2 0 1,284,950 30,819
NUCOR CORP COM 670346105 190 4,310 SH   DFND 02,03 0 4,310 0
NUCOR CORP COM 670346105 38,301 869,489 SH   DFND 10 0 845,301 24,188
NUCOR CORP COM 670346105 38,552 877,614 SH   DFND 16 0 3,637 873,977
NUSTAR ENERGY LP LP 67058H102 798 13,445 SH   DFND 16 0 0 13,445
NUVEEN CT PREM INC MUNI FD COM 67060D107 166 13,292 SH   DFND 16 0 0 13,292
NUVEEN NC PREM INC MUNI FD COM 67060P100 232 18,282 SH   DFND 16 0 0 18,282
NUVEEN CA AMT-FR MUNI INC FD COM 670651108 181 12,760 SH   DFND 16 0 0 12,760
NUVEEN NY AMT-FR MUNI INC FD COM 670656107 248 19,741 SH   DFND 16 0 0 19,741
NUVEEN AMT-FREE MUNI INC FD COM 670657105 205 16,077 SH   DFND 16 0 0 16,077
NVIDIA CORP COM 67066G104 106,027 5,272,424 SH   DFND 2 0 3,955,624 1,316,800
NVIDIA CORP COM 67066G104 119 5,922 SH   DFND 02,03 0 5,922 0
NVIDIA CORP COM 67066G104 97 4,800 SH   DFND 10 0 0 4,800
NVIDIA CORP COM 67066G104 795 39,540 SH   DFND 16 0 0 39,540
NVIDIA CORP CONV BND 67066GAC8 10,127 8,840,000 PRN   DFND 2 0 0 8,840,000
NUVEEN NY DIV ADV MUNI FD COM 67066X107 162 11,970 SH   DFND 16 0 0 11,970
NUVEEN INTERMEDIATE DURATION COM 670671106 637 52,025 SH   DFND 16 0 0 52,025
NUTRISYSTEM INC COM 67069D108 3,516 141,316 SH   DFND 2 0 141,316 0
NUTRISYSTEM INC COM 67069D108 3 116 SH   DFND 16 0 0 116
NUVEEN FLT RATE INC OPP FD COM 6706EN100 641 59,402 SH   DFND 16 0 0 59,402
NUVEEN S&P500 BUY-WRT INC FD COM 6706ER101 1,589 123,956 SH   DFND 16 0 0 123,956
NUVEEN S&P500 DYN OVERWRT FD COM 6706EW100 160 11,673 SH   DFND 16 0 0 11,673
NUVASIVE INC COM 670704105 10,788 227,696 SH   DFND 2 0 227,696 0
NUVASIVE INC COM 670704105 49 1,028 SH   DFND 16 0 0 1,028
NUVEEN QUAL PFD INC FD COM 67071S101 155 19,564 SH   DFND 16 0 0 19,564
NUVEEN FLOAT RATE INC FD COM 67072T108 382 35,589 SH   DFND 2 0 35,589 0
NUVEEN FLOAT RATE INC FD COM 67072T108 720 67,082 SH   DFND 16 0 0 67,082
NXSTAGE MEDICAL INC COM 67072V103 2,068 144,807 SH   DFND 2 0 144,807 0
NXSTAGE MEDICAL INC COM 67072V103 114 8,839 SH   DFND 16 0 8,495 344
NUVEEN PFD INC OPP FD COM 67073B106 407 44,481 SH   DFND 16 0 0 44,481
NUVEEN CREDIT STRAT INC FD COM 67073D102 728 84,564 SH   DFND 16 0 0 84,564
NUVEEN DOW30 DYN OVERWRT FD COM 67075F105 234 15,744 SH   DFND 16 0 0 15,744
NUVEEN GLOBAL HIGH INC FD COM 67075G103 235 14,037 SH   DFND 16 0 0 14,037
OGE ENERGY CORP COM 670837103 14,197 496,873 SH   DFND 2 0 496,873 0
OGE ENERGY CORP COM 670837103 507 17,751 SH   DFND 16 0 17,161 590
OM GROUP INC COM 670872100 12,300 366,023 SH   DFND 2 0 366,023 0
NUVEEN QUAL INC MUNI FD COM 670977107 167 12,524 SH   DFND 16 0 0 12,524
NUVEEN MUNI OPP FD COM 670984103 561 41,628 SH   DFND 16 0 0 41,628
O'REILLY AUTOMOTIVE INC COM 67103H107 57,782 255,692 SH   DFND 2 0 254,971 721
O'REILLY AUTOMOTIVE INC COM 67103H107 265 1,172 SH   DFND 02,03 0 1,172 0
O'REILLY AUTOMOTIVE INC COM 67103H107 706 3,075 SH   DFND 16 0 1,093 1,982
OFG BANCORP COM 67103X102 26,653 2,498,082 SH   DFND 2 0 2,152,135 345,947
OSI SYSTEMS INC COM 671044105 23,932 338,066 SH   DFND 2 0 338,066 0
OSI SYSTEMS INC COM 671044105 128 1,802 SH   DFND 16 0 1,593 209
OAKTREE CAPITAL GROUP LLC LP 674001201 343 6,343 SH   DFND 16 0 0 6,343
OASIS PETROLEUM INC COM 674215108 6,958 439,042 SH   DFND 2 0 439,042 0
OCCIDENTAL PETROLEUM CORP COM 674599105 508,260 6,534,347 SH   DFND 2 0 6,494,217 40,130
OCCIDENTAL PETROLEUM CORP COM 674599105 959 12,323 SH   DFND 02,03 0 12,323 0
OCCIDENTAL PETROLEUM CORP COM 674599105 1,180 15,168 SH   DFND 02,10 0 15,168 0
OCCIDENTAL PETROLEUM CORP COM 674599105 217,934 2,802,995 SH   DFND 10 0 2,777,425 25,570
OCCIDENTAL PETROLEUM CORP COM 674599105 7,030 90,745 SH   DFND 16 0 59,978 30,767
OCEANEERING INTL INC COM 675232102 37,272 800,050 SH   DFND 2 0 774,368 25,682
OCEANEERING INTL INC COM 675232102 135 2,900 SH   DFND 02,03 0 2,900 0
OCEANEERING INTL INC COM 675232102 390 8,355 SH   DFND 16 0 7,098 1,257
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 1 50 SH   DFND 2 0 50 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 38 3,070 SH   DFND 02,03 0 3,070 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 54,947 4,496,474 SH   DFND 10 0 4,496,474 0
OCH-ZIFF CAPITAL MANAGEMEN-A LP 67551U105 155 12,693 SH   DFND 16 0 0 12,693
OCWEN FINANCIAL CORP COM 675746309 1,942 190,333 SH   DFND 2 0 190,333 0
OCWEN FINANCIAL CORP COM 675746309 0 45 SH   DFND 16 0 0 45
OFFICE DEPOT INC COM 676220106 10,750 1,241,361 SH   DFND 2 0 1,241,361 0
OFFICE DEPOT INC COM 676220106 65 7,545 SH   DFND 16 0 0 7,545
LUKOIL OAO-SPON ADR ADR 677862104 17,596 392,218 SH   DFND 2 0 0 392,218
LUKOIL OAO-SPON ADR ADR 677862104 10,209 227,523 SH   DFND 02,10 0 0 227,523
LUKOIL OAO-SPON ADR ADR 677862104 85 1,901 SH   DFND 16 0 0 1,901
LUKOIL OAO-SPON ADR ADR 677862997 315 7,168 SH   DFND 2 0 0 7,168
OIL STATES INTERNATIONAL INC COM 678026105 8,041 216,008 SH   DFND 2 0 216,008 0
OIL STATES INTERNATIONAL INC COM 678026105 70 1,879 SH   DFND 16 0 1,514 365
OLD DOMINION FREIGHT LINE COM 679580100 16,843 245,510 SH   DFND 2 0 245,510 0
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OLD NATIONAL BANCORP COM 680033107 11,347 784,739 SH   DFND 2 0 784,739 0
OLD NATIONAL BANCORP COM 680033107 43 3,000 SH   DFND 16 0 0 3,000
OLD REPUBLIC INTL CORP COM 680223104 10,057 643,398 SH   DFND 2 0 643,398 0
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OLIN CORP COM 680665205 21,270 789,155 SH   DFND 2 0 789,155 0
OLIN CORP COM 680665205 57 2,121 SH   DFND 16 0 0 2,121
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OMNICARE INC COM 681904108 45,207 479,657 SH   DFND 2 0 479,187 470
OMNICARE INC COM 681904108 14,702 156,040 SH   DFND 10 0 156,040 0
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OMNICOM GROUP COM 681919106 197 2,829 SH   DFND 02,03 0 2,829 0
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OMEGA PROTEIN CORP COM 68210P107 167 12,261 SH   DFND 16 0 12,261 0
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ON ASSIGNMENT INC COM 682159108 52,986 1,348,922 SH   DFND 2 0 1,277,922 71,000
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ON SEMICONDUCTOR CORP COM 682189105 1,029 87,856 SH   DFND 16 0 78,275 9,581
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ONE GAS INC COM 68235P108 5,601 131,630 SH   DFND 2 0 131,630 0
ONE GAS INC COM 68235P108 189 4,449 SH   DFND 16 0 0 4,449
1-800-FLOWERS.COM INC-CL A COM 68243Q106 4,746 453,668 SH   DFND 2 0 453,668 0
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ONEOK INC COM 682680103 3,103 78,613 SH   DFND 2 0 78,123 490
ONEOK INC COM 682680103 95 2,416 SH   DFND 02,03 0 2,416 0
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ONEOK PARTNERS LP LP 68268N103 11,432 337,505 SH   DFND 16 0 33,923 303,582
OPEN TEXT CORP COM 683715106 1,432 35,337 SH   DFND 2 0 35,337 0
OPEN TEXT CORP COM 683715106 20 483 SH   DFND 16 0 0 483
OPKO HEALTH INC COM 68375N103 74 4,605 SH   DFND 2 0 4,605 0
OPKO HEALTH INC COM 68375N103 836 51,993 SH   DFND 16 0 0 51,993
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ORACLE CORP COM 68389X105 13,134 327,138 SH   DFND 16 0 87,113 240,025
OPUS BANK COM 684000102 11,610 320,939 SH   DFND 2 0 320,939 0
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ORANGE-SPON ADR ADR 684060106 44 2,853 SH   DFND 16 0 0 2,853
ORASURE TECHNOLOGIES INC COM 68554V108 1,361 252,595 SH   DFND 2 0 252,595 0
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ORBITAL ATK INC COM 68557N103 26,129 356,176 SH   DFND 2 0 356,176 0
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ORCHIDS PAPER PRODUCTS CO COM 68572N104 2,508 104,178 SH   DFND 2 0 104,078 100
ORGANOVO HOLDINGS INC COM 68620A104 85 23,527 SH   DFND 16 0 0 23,527
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OSHKOSH CORP COM 688239201 19,821 467,705 SH   DFND 2 0 467,705 0
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OWENS CORNING COM 690742101 9,265 224,597 SH   DFND 10 0 224,597 0
OWENS CORNING COM 690742101 8 200 SH   DFND 16 0 0 200
OWENS-ILLINOIS INC COM 690768403 11,102 483,947 SH   DFND 2 0 483,947 0
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OWENS-ILLINOIS INC COM 690768403 7 300 SH   DFND 16 0 0 300
OXFORD INDUSTRIES INC COM 691497309 7,704 88,111 SH   DFND 2 0 88,111 0
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PBF ENERGY INC-CLASS A COM 69318G106 137 4,830 SH   DFND 02,10 0 4,830 0
PBF ENERGY INC-CLASS A COM 69318G106 20 700 SH   DFND 16 0 0 700
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PDC ENERGY INC COM 69327R101 10 191 SH   DFND 16 0 0 191
P G & E CORP COM 69331C108 151,234 3,079,589 SH   DFND 2 0 3,049,945 29,644
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P G & E CORP COM 69331C108 605 12,319 SH   DFND 16 0 6,326 5,993
PHH CORP COM 693320202 14,357 551,518 SH   DFND 2 0 486,518 65,000
PHH CORP COM 693320202 0 13 SH   DFND 16 0 0 13
PICO HOLDINGS INC COM 693366205 9,940 675,270 SH   DFND 2 0 675,270 0
PICO HOLDINGS INC COM 693366205 115 7,200 SH   DFND 16 0 0 7,200
PHI INC-NON VOTING COM 69336T205 1,252 41,723 SH   DFND 2 0 0 41,723
PGT INC COM 69336V101 5,091 350,886 SH   DFND 2 0 350,886 0
PMFG INC COM 69345P103 11,909 1,852,478 SH   DFND 2 0 1,347,257 505,221
PMFG INC COM 69345P103 4 680 SH   DFND 16 0 0 680
PNC FINANCIAL SERVICES GROUP COM 693475105 278,578 2,912,430 SH   DFND 2 0 2,880,917 31,513
PNC FINANCIAL SERVICES GROUP COM 693475105 657 6,875 SH   DFND 02,03 0 6,875 0
PNC FINANCIAL SERVICES GROUP COM 693475105 64,263 671,870 SH   DFND 10 0 653,319 18,551
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PNC 6 1/8 PRF 693475857 4,186 152,544 SH   DFND 16 0 0 152,544
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PNM RESOURCES INC COM 69349H107 5,326 216,536 SH   DFND 2 0 212,306 4,230
PNM RESOURCES INC COM 69349H107 7 285 SH   DFND 16 0 0 285
PPG INDUSTRIES INC COM 693506107 120,575 1,051,040 SH   DFND 2 0 1,046,808 4,232
PPG INDUSTRIES INC COM 693506107 636 5,550 SH   DFND 02,03 0 5,550 0
PPG INDUSTRIES INC COM 693506107 10,822 94,336 SH   DFND 02,10 0 94,336 0
PPG INDUSTRIES INC COM 693506107 89,677 781,770 SH   DFND 10 0 781,770 0
PPG INDUSTRIES INC COM 693506107 4,028 35,117 SH   DFND 16 0 19,035 16,081
PPL CORP COM 69351T106 97,916 3,321,483 SH   DFND 2 0 3,273,606 47,877
PPL CORP COM 69351T106 552 18,713 SH   DFND 02,03 0 18,713 0
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PPL 5.9 04/30/73 PRF 69352P202 244 9,856 SH   DFND 16 0 0 9,856
PRA GROUP INC COM 69354N106 20,661 331,595 SH   DFND 2 0 326,351 5,244
PRA GROUP INC COM 69354N106 81 1,297 SH   DFND 02,03 0 1,297 0
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PVH CORP COM 693656100 144,233 1,252,017 SH   DFND 2 0 1,181,362 70,655
PVH CORP COM 693656100 1,230 10,674 SH   DFND 02,03 0 10,674 0
PVH CORP COM 693656100 3,406 29,563 SH   DFND 10 0 0 29,563
PVH CORP COM 693656100 1,239 10,757 SH   DFND 16 0 9,451 1,306
PTC THERAPEUTICS INC COM 69366J200 4,354 90,484 SH   DFND 2 0 89,159 1,325
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BANK MANDIRI TBK-UNSPON ADR ADR 69367U105 265 35,316 SH   DFND 16 0 0 35,316
PTC INC COM 69370C100 57,175 1,393,772 SH   DFND 2 0 1,366,862 26,910
PTC INC COM 69370C100 173 4,225 SH   DFND 02,03 0 4,225 0
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PACCAR INC COM 693718108 13,949 218,582 SH   DFND 2 0 214,262 4,320
PACCAR INC COM 693718108 262 4,105 SH   DFND 02,03 0 4,105 0
PACCAR INC COM 693718108 1,071 16,778 SH   DFND 16 0 2,346 14,432
PACIFIC ETHANOL INC COM 69423U305 4,738 459,160 SH   DFND 2 0 459,160 0
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PACIRA PHARMACEUTICALS INC COM 695127100 0 5 SH   DFND 16 0 5 0
PACKAGING CORP OF AMERICA COM 695156109 43,301 692,809 SH   DFND 2 0 691,334 1,475
PACKAGING CORP OF AMERICA COM 695156109 178 2,850 SH   DFND 02,03 0 2,850 0
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PALL CORP COM 696429307 51,066 410,343 SH   DFND 2 0 408,340 2,003
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PALL CORP COM 696429307 320 2,571 SH   DFND 16 0 0 2,571
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PAPA JOHN'S INTL INC COM 698813102 17,941 237,285 SH   DFND 2 0 234,095 3,190
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PARADIGM ADVANCED TECH INC COM 699004107 0 19,500 SH   DFND 16 0 0 19,500
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PAREXEL INTERNATIONAL CORP COM 699462107 60,903 947,040 SH   DFND 2 0 919,390 27,650
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PARK NATIONAL CORP COM 700658107 769 8,801 SH   DFND 2 0 5,963 2,838
PARKER DRILLING CO COM 701081101 3,208 966,367 SH   DFND 2 0 966,367 0
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PARKER HANNIFIN CORP COM 701094104 94,220 809,917 SH   DFND 2 0 808,102 1,815
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PARKS! AMERICA INC COM 701455107 26 535,000 SH   DFND 16 0 0 535,000
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PARTY CITY HOLDCO INC COM 702149105 35,033 1,728,320 SH   DFND 2 0 1,636,320 92,000
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PATRICK INDUSTRIES INC COM 703343103 1,067 28,048 SH   DFND 2 0 28,048 0
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PATTERN ENERGY GROUP INC COM 70338P100 755 26,281 SH   DFND 2 0 24,211 2,070
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PATRIOT NATIONAL INC COM 70338T102 2,054 128,385 SH   DFND 2 0 128,385 0
PATTERSON COS INC COM 703395103 2,415 49,647 SH   DFND 2 0 49,647 0
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PAYCHEX INC COM 704326107 48,166 1,027,451 SH   DFND 2 0 1,025,630 1,821
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PAYLOCITY HOLDING CORP COM 70438V106 3,080 85,910 SH   DFND 2 0 85,910 0
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PEARSON PLC-SPONSORED ADR ADR 705015105 199 10,471 SH   DFND 2 0 0 10,471
PEARSON PLC-SPONSORED ADR ADR 705015105 790 41,670 SH   DFND 16 0 0 41,670
PEBBLEBROOK HOTEL TRUST COM 70509V100 5,830 135,934 SH   DFND 2 0 135,934 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 838 19,539 SH   DFND 16 0 18,095 1,444
PEGASYSTEMS INC COM 705573103 4,079 178,176 SH   DFND 2 0 178,176 0
PEMBINA PIPELINE CORP COM 706327103 435 13,444 SH   DFND 16 0 8,226 5,218
PENN NATIONAL GAMING INC COM 707569109 21,442 1,168,477 SH   DFND 2 0 1,070,477 98,000
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PENN VIRGINIA CORP COM 707882106 7,081 1,616,528 SH   DFND 2 0 1,616,528 0
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J.C. PENNEY CO INC COM 708160106 22,597 2,667,706 SH   DFND 2 0 2,666,690 1,016
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PENSKE AUTOMOTIVE GROUP INC COM 70959W103 17,864 342,782 SH   DFND 2 0 238,922 103,860
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PEP BOYS-MANNY MOE & JACK COM 713278109 3,133 255,307 SH   DFND 2 0 255,307 0
PEP BOYS-MANNY MOE & JACK COM 713278109 146 11,800 SH   DFND 16 0 0 11,800
PEPCO HOLDINGS INC COM 713291102 5,795 215,114 SH   DFND 2 0 193,871 21,243
PEPCO HOLDINGS INC COM 713291102 79 2,931 SH   DFND 02,03 0 2,931 0
PEPCO HOLDINGS INC COM 713291102 227 8,433 SH   DFND 16 0 0 8,433
PEPSICO INC COM 713448108 748,967 8,024,074 SH   DFND 2 0 7,156,211 867,863
PEPSICO INC COM 713448108 5,249 56,225 SH   DFND 02,03 0 56,225 0
PEPSICO INC COM 713448108 49,173 526,815 SH   DFND 10 0 396,305 130,510
PEPSICO INC COM 713448108 22,026 234,875 SH   DFND 16 0 76,017 158,858
PERFICIENT INC COM 71375U101 3,212 166,919 SH   DFND 2 0 166,919 0
PERFICIENT INC COM 71375U101 21 1,070 SH   DFND 16 0 0 1,070
PERFORMANCE SPORTS GROUP LTD COM 71377G100 3,122 173,428 SH   DFND 2 0 173,428 0
PERICOM SEMICONDUCTOR CORP COM 713831105 1,257 95,554 SH   DFND 2 0 95,554 0
PERKINELMER INC COM 714046109 5,324 101,123 SH   DFND 2 0 101,123 0
PERKINELMER INC COM 714046109 69 1,313 SH   DFND 02,03 0 1,313 0
PERKINELMER INC COM 714046109 18,030 342,589 SH   DFND 10 0 342,589 0
PERKINELMER INC COM 714046109 1,186 22,496 SH   DFND 16 0 19,886 2,610
PERNOD-RICARD SA-UNSPON ADR ADR 714264207 114 4,958 SH   DFND 2 0 0 4,958
PERNOD-RICARD SA-UNSPON ADR ADR 714264207 640 27,818 SH   DFND 16 0 0 27,818
PERNIX THERAPEUTICS HOLDINGS COM 71426V108 1,976 333,795 SH   DFND 2 0 333,795 0
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 364 8,377 SH   DFND 2 0 0 8,377
TELEKOMUNIK INDONESIA-SP ADR ADR 715684106 8 175 SH   DFND 16 0 0 175
PETMED EXPRESS INC COM 716382106 3,373 195,332 SH   DFND 2 0 195,332 0
PETMED EXPRESS INC COM 716382106 30 1,725 SH   DFND 16 0 0 1,725
PETROCHINA CO LTD -ADR ADR 71646E100 418 3,723 SH   DFND 2 0 0 3,723
PETROCHINA CO LTD -ADR ADR 71646E100 31 276 SH   DFND 16 0 0 276
PETRO ONE ENERGY CORP COM 71646L104 5 75,000 SH   DFND 16 0 0 75,000
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 247 30,280 SH   DFND 2 0 0 30,280
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 24,608 3,015,759 SH   DFND 10 0 0 3,015,759
PETROLEO BRASIL-SP PREF ADR ADR 71654V101 9 1,043 SH   DFND 16 0 0 1,043
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 218 24,105 SH   DFND 2 0 0 24,105
PETROLEO BRASILEIRO-SPON ADR ADR 71654V408 639 70,581 SH   DFND 16 0 0 70,581
PETROQUEST ENERGY INC COM 716748108 3,315 1,674,400 SH   DFND 2 0 1,674,400 0
PFIZER INC COM 717081103 1,348,547 40,218,997 SH   DFND 2 0 36,788,609 3,430,388
PFIZER INC COM 717081103 2,831 84,429 SH   DFND 02,03 0 84,429 0
PFIZER INC COM 717081103 382,371 11,410,603 SH   DFND 10 0 11,283,805 126,798
PFIZER INC COM 717081103 34,177 1,032,602 SH   DFND 16 0 579,281 453,322
PHARMERICA CORP COM 71714F104 71,545 2,148,471 SH   DFND 2 0 2,055,471 93,000
PHARMERICA CORP COM 71714F104 1 32 SH   DFND 16 0 0 32
PHIBRO ANIMAL HEALTH CORP-A COM 71742Q106 10,248 263,152 SH   DFND 2 0 249,931 13,221
PHIBRO ANIMAL HEALTH CORP-A COM 71742Q106 16 400 SH   DFND 16 0 0 400
PHILIP MORRIS INTERNATIONAL COM 718172109 1,399,968 17,459,381 SH   DFND 2 0 17,171,699 287,682
PHILIP MORRIS INTERNATIONAL COM 718172109 4,068 50,748 SH   DFND 02,03 0 50,748 0
PHILIP MORRIS INTERNATIONAL COM 718172109 87,979 1,097,785 SH   DFND 10 0 1,012,755 85,030
PHILIP MORRIS INTERNATIONAL COM 718172109 29,902 375,899 SH   DFND 16 0 240,938 134,961
PHILIPPINE LONG DIST -SP ADR ADR 718252604 98 1,570 SH   DFND 2 0 0 1,570
PHILIPPINE LONG DIST -SP ADR ADR 718252604 6,660 106,900 SH   DFND 10 0 0 106,900
PHILIPPINE LONG DIST -SP ADR ADR 718252604 2 40 SH   DFND 16 0 0 40
PHILLIPS 66 COM 718546104 91,259 1,132,808 SH   DFND 2 0 1,131,303 1,505
PHILLIPS 66 COM 718546104 538 6,684 SH   DFND 02,03 0 6,684 0
PHILLIPS 66 COM 718546104 489 6,068 SH   DFND 02,10 0 6,068 0
PHILLIPS 66 COM 718546104 6,112 75,855 SH   DFND 16 0 27,609 48,246
PHOENIX COMPANIES INC COM 71902E604 200 10,944 SH   DFND 2 0 10,944 0
PHOENIX COMPANIES INC COM 71902E604 3 165 SH   DFND 16 0 0 165
PHOTRONICS INC COM 719405102 13,579 1,427,821 SH   DFND 2 0 1,427,821 0
PHOTRONICS INC COM 719405102 3 285 SH   DFND 16 0 0 285
PHYSICIANS REALTY TRUST COM 71943U104 8,644 562,825 SH   DFND 2 0 370,774 192,051
PHYSICIANS REALTY TRUST COM 71943U104 119 7,739 SH   DFND 16 0 0 7,739
PIEDMONT NATURAL GAS CO COM 720186105 13,242 374,972 SH   DFND 2 0 374,972 0
PIEDMONT NATURAL GAS CO COM 720186105 242 6,868 SH   DFND 16 0 0 6,868
PIEDMONT OFFICE REALTY TRU-A COM 720190206 324 18,394 SH   DFND 2 0 18,394 0
PIEDMONT OFFICE REALTY TRU-A COM 720190206 149 8,462 SH   DFND 16 0 0 8,462
PIER 1 IMPORTS INC COM 720279108 1,487 117,745 SH   DFND 2 0 117,745 0
PIER 1 IMPORTS INC COM 720279108 4 300 SH   DFND 16 0 0 300
PILGRIM'S PRIDE CORP COM 72147K108 7,063 307,458 SH   DFND 2 0 306,108 1,350
PILGRIM'S PRIDE CORP COM 72147K108 675 29,366 SH   DFND 16 0 0 29,366
PIMCO CORPORATE & INCOME STR COM 72200U100 622 43,810 SH   DFND 16 0 0 43,810
PIMCO STRATEGIC INCOME FUND COM 72200X104 115 13,279 SH   DFND 16 0 0 13,279
PIMCO GLOBAL STOCKSPLUS & IN COM 722011103 212 12,500 SH   DFND 16 0 0 12,500
PIMCO HIGH INCOME FUND COM 722014107 192 19,266 SH   DFND 16 0 0 19,266
PIMCO MUNI INCOME FUND III COM 72201A103 123 11,561 SH   DFND 16 0 0 11,561
PIMCO CORPORATE & INCOME OPP COM 72201B101 482 33,276 SH   DFND 16 0 0 33,276
PIMCO INCOME STRATEGY FD II COM 72201J104 124 12,591 SH   DFND 16 0 0 12,591
PIMCO 1-5 YEAR US TIPS INDEX COM 72201R205 634 12,132 SH   DFND 16 0 0 12,132
PIMCO 0-5 YEAR H/Y CORP BOND COM 72201R783 54,056 541,049 SH   DFND 16 0 41 541,008
PING AN INSURANCE-ADR ADR 72341E304 225 8,318 SH   DFND 2 0 0 8,318
PINNACLE ENTERTAINMENT INC COM 723456109 10,699 286,984 SH   DFND 2 0 286,484 500
PINNACLE FINANCIAL PARTNERS COM 72346Q104 8,595 158,074 SH   DFND 2 0 158,074 0
PINNACLE WEST CAPITAL COM 723484101 15,103 265,508 SH   DFND 2 0 264,358 1,150
PINNACLE WEST CAPITAL COM 723484101 73 1,278 SH   DFND 02,03 0 1,278 0
PINNACLE WEST CAPITAL COM 723484101 129 2,269 SH   DFND 16 0 0 2,269
PINNACLE FOODS INC COM 72348P104 24,017 527,401 SH   DFND 2 0 495,477 31,924
PINNACLE FOODS INC COM 72348P104 15,771 346,308 SH   DFND 10 0 346,308 0
PINNACLE FOODS INC COM 72348P104 150 3,294 SH   DFND 16 0 0 3,294
PIONEER ENERGY SERVICES CORP COM 723664108 3,414 538,398 SH   DFND 2 0 538,398 0
PIONEER FLOATING RATE TRUST COM 72369J102 401 35,228 SH   DFND 16 0 0 35,228
PIONEER NATURAL RESOURCES CO COM 723787107 18,468 133,161 SH   DFND 2 0 132,191 970
PIONEER NATURAL RESOURCES CO COM 723787107 240 1,733 SH   DFND 02,03 0 1,733 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,555 10,886 SH   DFND 16 0 9,120 1,766
PIPER JAFFRAY COS COM 724078100 4,761 109,088 SH   DFND 2 0 109,076 12
PIPER JAFFRAY COS COM 724078100 0 9 SH   DFND 16 0 0 9
PITNEY BOWES INC COM 724479100 1,588 76,350 SH   DFND 2 0 76,350 0
PITNEY BOWES INC COM 724479100 49 2,336 SH   DFND 02,03 0 2,336 0
PITNEY BOWES INC COM 724479100 384 18,433 SH   DFND 16 0 0 18,433
PLAINS ALL AMER PIPELINE LP LP 726503105 360 8,255 SH   DFND 2 0 8,255 0
PLAINS ALL AMER PIPELINE LP LP 726503105 48,268 1,107,608 SH   DFND 10 0 1,107,608 0
PLAINS ALL AMER PIPELINE LP LP 726503105 4,487 103,041 SH   DFND 16 0 60,291 42,750
PLAINS GP HOLDINGS LP-CL A LP 72651A108 10,369 401,298 SH   DFND 2 0 401,298 0
PLAINS GP HOLDINGS LP-CL A LP 72651A108 302 11,669 SH   DFND 02,10 0 11,669 0
PLAINS GP HOLDINGS LP-CL A LP 72651A108 49 1,897 SH   DFND 16 0 0 1,897
PLANTRONICS INC COM 727493108 37,313 662,654 SH   DFND 2 0 552,794 109,860
PLANTRONICS INC COM 727493108 15 258 SH   DFND 16 0 0 258
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 11,744 459,090 SH   DFND 2 0 459,090 0
PLATFORM SPECIALTY PRODUCTS COM 72766Q105 79 3,093 SH   DFND 16 0 2,551 542
PLEXUS CORP COM 729132100 32,390 738,129 SH   DFND 2 0 609,598 128,531
PLUM CREEK TIMBER CO COM 729251108 4,429 109,146 SH   DFND 2 0 109,146 0
PLUM CREEK TIMBER CO COM 729251108 82 2,033 SH   DFND 02,03 0 2,033 0
PLUM CREEK TIMBER CO COM 729251108 55 1,361 SH   DFND 10 0 1,361 0
PLUM CREEK TIMBER CO COM 729251108 500 12,313 SH   DFND 16 0 0 12,313
POLARIS INDUSTRIES INC COM 731068102 22,637 152,838 SH   DFND 2 0 152,838 0
POLARIS INDUSTRIES INC COM 731068102 49 331 SH   DFND 02,03 0 331 0
POLARIS INDUSTRIES INC COM 731068102 984 6,645 SH   DFND 16 0 602 6,043
POLYCOM INC COM 73172K104 21,505 1,879,979 SH   DFND 2 0 1,879,979 0
POLYCOM INC COM 73172K104 5 400 SH   DFND 16 0 0 400
POLYONE CORPORATION COM 73179P106 31,652 808,036 SH   DFND 2 0 799,346 8,690
POLYONE CORPORATION COM 73179P106 706 18,018 SH   DFND 16 0 16,846 1,172
POLYMET MINING CORP COM 731916102 14 12,448 SH   DFND 16 0 0 12,448
POOL CORP COM 73278L105 18,519 263,880 SH   DFND 2 0 263,880 0
POOL CORP COM 73278L105 18 258 SH   DFND 16 0 0 258
POPEYES LOUISIANA KITCHEN IN COM 732872106 6,517 108,633 SH   DFND 2 0 108,633 0
POPEYES LOUISIANA KITCHEN IN COM 732872106 43 725 SH   DFND 16 0 0 725
POPULAR INC COM 733174700 529 18,343 SH   DFND 2 0 18,343 0
POPULAR INC COM 733174700 2 70 SH   DFND 16 0 0 70
PORSCHE AUTOMOBIL-UNSP ADR ADR 73328P106 162 19,219 SH   DFND 2 0 0 19,219
PORTLAND GENERAL ELECTRIC CO COM 736508847 75,072 2,263,763 SH   DFND 2 0 2,258,688 5,075
PORTLAND GENERAL ELECTRIC CO COM 736508847 332 10,025 SH   DFND 02,03 0 10,025 0
PORTLAND GENERAL ELECTRIC CO COM 736508847 116 3,483 SH   DFND 16 0 2,620 863
PORTOLA PHARMACEUTICALS INC COM 737010108 1,912 41,975 SH   DFND 2 0 41,870 105
PORTOLA PHARMACEUTICALS INC COM 737010108 0 8 SH   DFND 16 0 8 0
POST HOLDINGS INC COM 737446104 8,662 160,608 SH   DFND 2 0 160,608 0
POST HOLDINGS INC COM 737446104 110 2,041 SH   DFND 16 0 0 2,041
POST 3 3/4 CONV PRF 737446203 19,078 158,800 SH   DFND 2 0 0 158,800
POST PROPERTIES INC COM 737464107 15,256 280,492 SH   DFND 2 0 280,492 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 94 3,040 SH   DFND 2 0 3,040 0
POTASH CORP OF SASKATCHEWAN COM 73755L107 1,356 43,978 SH   DFND 16 0 0 43,978
POTLATCH CORP COM 737630103 10,625 300,810 SH   DFND 2 0 300,810 0
POWELL INDUSTRIES INC COM 739128106 1,566 44,518 SH   DFND 2 0 44,518 0
POWER INTEGRATIONS INC COM 739276103 11,626 257,328 SH   DFND 2 0 249,518 7,810
POWER SOLUTIONS INTERNATIONA COM 73933G202 2,501 46,280 SH   DFND 2 0 45,955 325
POWER SOLUTIONS INTERNATIONA COM 73933G202 16 300 SH   DFND 16 0 0 300
POWERSHARES QQQ TRUST SERIES COM 73935A104 39,699 371,812 SH   DFND 16 0 0 371,812
POWERSHARES INDIA PORTFOLIO COM 73935L100 778 35,978 SH   DFND 16 0 0 35,978
POWERSHARES DB COMMODITY IND COM 73935S105 1,326 73,391 SH   DFND 16 0 0 73,391
POWERSHARES DYNAMIC MKT PORT COM 73935X104 860 11,330 SH   DFND 16 0 0 11,330
POWERSHARES NASDAQ INTERNET COM 73935X146 201 2,736 SH   DFND 16 0 0 2,736
POWERSHARES DWA MOMENTUM POR COM 73935X153 22,509 522,929 SH   DFND 16 0 0 522,929
POWERSHARES GLB LIST PRIV EQ COM 73935X195 8,649 746,226 SH   DFND 2 0 746,226 0
POWERSHARES GLB LIST PRIV EQ COM 73935X195 236 20,397 SH   DFND 16 0 0 20,397
POWERSHARES FINANCIAL PREFRD COM 73935X229 1,305 71,810 SH   DFND 16 0 0 71,810
POWERSHARES BUYBACK ACHVERS COM 73935X286 7,151 147,112 SH   DFND 16 0 0 147,112
POWERSHARES H/Y EQ DVD ACHIE COM 73935X302 760 59,477 SH   DFND 16 0 0 59,477
POWERSHARES DWA TECHNOLOGY M COM 73935X344 3,440 80,911 SH   DFND 16 0 0 80,911
POWERSHARES DWA HEALTHCARE M COM 73935X351 2,539 39,975 SH   DFND 16 0 0 39,975
POWERSHARES DWA INDUSTRIALS COM 73935X369 1,988 42,924 SH   DFND 16 0 0 42,924
POWERSHARES DWA ENERGY MOMEN COM 73935X385 285 6,267 SH   DFND 16 0 0 6,267
POWERSHARES GLD DRG CHINA COM 73935X401 591 16,568 SH   DFND 16 0 0 16,568
POWERSHARES DWA CONSUMER CYC COM 73935X419 2,115 45,137 SH   DFND 16 0 0 45,137
POWERSHARES RUSSELL MIDCAP E COM 73935X443 213 5,397 SH   DFND 16 0 0 5,397
POWERSHARES RUSSELL TOP 200 COM 73935X450 1,517 38,024 SH   DFND 16 0 0 38,024
POWERSHARES WILDERH CLEAN EN COM 73935X500 106 19,470 SH   DFND 16 0 0 19,470
POWERSHARES FTSE RAFI US1500 COM 73935X567 42 408 SH   DFND 2 0 408 0
POWERSHARES FTSE RAFI US1500 COM 73935X567 3,781 36,435 SH   DFND 16 0 0 36,435
POWERSHARES WATER RESOURCES COM 73935X575 283 11,343 SH   DFND 16 0 0 11,343
POWERSHARES FTSE RAFI US 1K COM 73935X583 43 475 SH   DFND 2 0 475 0
POWERSHARES FTSE RAFI US 1K COM 73935X583 24,126 265,535 SH   DFND 16 0 0 265,535
POWERSHARES DYN L CAP GROWTH COM 73935X609 523 17,026 SH   DFND 16 0 0 17,026
POWERSHARES DYN ENRG EXP PRO COM 73935X658 263 9,066 SH   DFND 16 0 0 9,066
POWERSHARES AERO & DEFENSE COM 73935X690 1,364 38,606 SH   DFND 16 0 0 38,606
POWERSHARES DYN L/C VALUE COM 73935X708 1,444 47,380 SH   DFND 16 0 0 47,380
POWERSHARES INTER DVD ACHIEV COM 73935X716 7,347 429,149 SH   DFND 16 0 0 429,149
POWERSHARES DVD ACHIEVERS PT COM 73935X732 738 35,568 SH   DFND 16 0 0 35,568
POWERSHARES DYN LEISURE&ENT COM 73935X757 685 18,708 SH   DFND 16 0 0 18,708
POWERSHARES DYN PHARMACEUTIC COM 73935X799 23,970 305,869 SH   DFND 16 0 0 305,869
POWERSHARES DYN BIOTECH&GENO COM 73935X856 767 13,139 SH   DFND 16 0 0 13,139
POWERSHARES DB OIL FUND COM 73936B507 2,014 137,934 SH   DFND 16 0 0 137,934
POWERSHARES DB US DOL IND BU COM 73936D107 5,621 224,078 SH   DFND 16 0 0 224,078
POWERSHARES DWA DEVELOPED MA COM 73936Q108 2,268 94,975 SH   DFND 16 0 0 94,975
POWERSHARES DWA EMERGING MAR COM 73936Q207 834 46,077 SH   DFND 16 0 0 46,077
POWERSHARES DWA SMALLCAP MOM COM 73936Q744 1,717 41,393 SH   DFND 16 0 0 41,393
POWERSHARES SENIOR LOAN COM 73936Q769 14,798 625,471 SH   DFND 16 0 0 625,471
POWERSHARES KBW HIGH DIVIDEN COM 73936Q793 245 10,132 SH   DFND 16 0 0 10,132
POWERSHARES KBW PREM YD REIT COM 73936Q819 327 10,913 SH   DFND 16 0 0 10,913
POWERSHARES INT CORP BOND COM 73936Q835 1,100 41,780 SH   DFND 16 0 0 41,780
POWERSHARES CEF INCOME COMPO COM 73936Q843 890 39,396 SH   DFND 16 0 0 39,396
POWERSHARES GLBL GOLD PR-MTL COM 73936Q876 506 34,300 SH   DFND 16 0 0 34,300
POWERSHARES NATIONAL AMT-FRE COM 73936T474 6,079 245,902 SH   DFND 16 0 0 245,902
POWERSHARES 1-30 LADDERED TP COM 73936T524 1,255 39,475 SH   DFND 16 0 0 39,475
POWERSHARES FDMNL H/Y CORP B COM 73936T557 247 13,212 SH   DFND 16 0 0 13,212
POWERSHARES PREFERRED PORTFO COM 73936T565 18,959 1,307,173 SH   DFND 16 0 0 1,307,173
POWERSHARES EM MKT SOVR DEBT COM 73936T573 23,650 851,431 SH   DFND 16 0 0 851,431
POWERSHARES FTSE RAFI EM MKT COM 73936T763 12 622 SH   DFND 2 0 622 0
POWERSHARES FTSE RAFI EM MKT COM 73936T763 2,798 145,441 SH   DFND 16 0 0 145,441
POWERSHARES FTSE RAFI DEV EX COM 73936T789 25 621 SH   DFND 2 0 621 0
POWERSHARES FTSE RAFI DEV EX COM 73936T789 3,652 89,872 SH   DFND 16 0 0 89,872
POWERSHARES BUILD AMRICA BND COM 73937B407 335 11,631 SH   DFND 16 0 0 11,631
POWERSHARES S&P SC CONS-DISC COM 73937B506 1,012 18,883 SH   DFND 16 0 0 18,883
POWERSHARES VARIABLE RATE PR COM 73937B597 696 28,516 SH   DFND 16 0 0 28,516
POWERSHARES S&P SMALLCAP LOW COM 73937B639 1,032 31,107 SH   DFND 16 0 0 31,107
POWERSHARES S&P MIDCAP LOW V COM 73937B647 449 13,507 SH   DFND 16 0 0 13,507
POWERSHARES S&P 500 HIGH DIV COM 73937B654 3,012 95,144 SH   DFND 2 0 95,144 0
POWERSHARES S&P 500 HIGH DIV COM 73937B654 455 14,639 SH   DFND 16 0 0 14,639
POWERSHARES S&P 500 LOW VOLA COM 73937B779 27,165 742,090 SH   DFND 16 0 0 742,090
POWERSHARES S&P SC INFO TECH COM 73937B860 1,964 38,029 SH   DFND 16 0 0 38,029
POWERSHARES S&P SC HEALTH CA COM 73937B886 2,397 33,918 SH   DFND 16 0 0 33,918
POZEN INC COM 73941U102 1 130 SH   DFND 2 0 130 0
POZEN INC COM 73941U102 113 11,006 SH   DFND 16 0 0 11,006
PRAXAIR INC COM 74005P104 31,691 265,082 SH   DFND 2 0 263,689 1,393
PRAXAIR INC COM 74005P104 399 3,339 SH   DFND 02,03 0 3,339 0
PRAXAIR INC COM 74005P104 8,821 73,784 SH   DFND 02,10 0 73,784 0
PRAXAIR INC COM 74005P104 16,414 137,298 SH   DFND 10 0 115,996 21,302
PRAXAIR INC COM 74005P104 1,483 12,393 SH   DFND 16 0 3,582 8,811
MAXIS NIKKEI 225 INDEX FUND COM 74016W106 1,589 81,290 SH   DFND 16 0 0 81,290
PRECISION CASTPARTS CORP COM 740189105 313,008 1,566,038 SH   DFND 2 0 1,465,679 100,359
PRECISION CASTPARTS CORP COM 740189105 6,073 30,384 SH   DFND 02,03 0 30,384 0
PRECISION CASTPARTS CORP COM 740189105 3,449 17,256 SH   DFND 10 0 0 17,256
PRECISION CASTPARTS CORP COM 740189105 5,320 27,429 SH   DFND 16 0 25,068 2,361
PRECISION DRILLING CORP COM 74022D308 2,591 385,546 SH   DFND 2 0 385,546 0
PRECISION DRILLING CORP COM 74022D308 0 5 SH   DFND 16 0 0 5
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 11,450 247,641 SH   DFND 2 0 247,641 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1,383 29,919 SH   DFND 16 0 0 29,919
T ROWE PRICE GROUP INC COM 74144T108 104,097 1,339,175 SH   DFND 2 0 1,334,360 4,815
T ROWE PRICE GROUP INC COM 74144T108 283 3,638 SH   DFND 02,03 0 3,638 0
T ROWE PRICE GROUP INC COM 74144T108 70,453 906,748 SH   DFND 10 0 906,748 0
T ROWE PRICE GROUP INC COM 74144T108 1,624 20,953 SH   DFND 16 0 0 20,953
PRICELINE GROUP INC/THE COM 741503403 885,730 769,284 SH   DFND 2 0 723,259 46,025
PRICELINE GROUP INC/THE COM 741503403 13,660 11,864 SH   DFND 02,03 0 11,864 0
PRICELINE GROUP INC/THE COM 741503403 8,256 7,171 SH   DFND 02,10 0 7,171 0
PRICELINE GROUP INC/THE COM 741503403 153,257 133,208 SH   DFND 10 0 126,142 7,066
PRICELINE GROUP INC/THE COM 741503403 7,842 6,795 SH   DFND 16 0 5,940 855
PRICELINE GROUP INC/THE CONV BND 741503AQ9 25,427 19,100,000 PRN   DFND 2 0 0 19,100,000
PRICELINE GROUP INC/THE CONV BND 741503AQ9 3 2,000 PRN   DFND 16 0 0 2,000
PRICESMART INC COM 741511109 7,153 78,391 SH   DFND 2 0 78,391 0
PRICESMART INC COM 741511109 4 42 SH   DFND 16 0 0 42
PRIMORIS SERVICES CORP COM 74164F103 11,931 602,564 SH   DFND 2 0 457,977 144,587
PRIMERICA INC COM 74164M108 5,865 128,368 SH   DFND 2 0 128,368 0
PRIMERICA INC COM 74164M108 201 4,426 SH   DFND 16 0 3,883 543
PRIMERO MINING CORP CONV BND 74164WAA4 1,483 1,484,000 PRN   DFND 2 0 0 1,484,000
PRINCIPAL FINANCIAL GROUP COM 74251V102 70,006 1,364,923 SH   DFND 2 0 1,359,863 5,060
PRINCIPAL FINANCIAL GROUP COM 74251V102 559 10,894 SH   DFND 02,03 0 10,894 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 645 12,569 SH   DFND 16 0 7,568 5,001
PROASSURANCE CORP COM 74267C106 11,985 259,348 SH   DFND 2 0 259,348 0
PROASSURANCE CORP COM 74267C106 0 6 SH   DFND 16 0 0 6
PROCTER & GAMBLE CO/THE COM 742718109 724,925 9,265,351 SH   DFND 2 0 9,223,280 42,071
PROCTER & GAMBLE CO/THE COM 742718109 2,798 35,762 SH   DFND 02,03 0 35,762 0
PROCTER & GAMBLE CO/THE COM 742718109 103,718 1,326,294 SH   DFND 10 0 1,300,529 25,765
PROCTER & GAMBLE CO/THE COM 742718109 71,308 914,516 SH   DFND 16 0 193,680 720,836
PRIVATEBANCORP INC COM 742962103 41,905 1,052,362 SH   DFND 2 0 972,162 80,200
PROGENICS PHARMACEUTICALS COM 743187106 1,692 226,852 SH   DFND 2 0 226,852 0
PROGENICS PHARMACEUTICALS COM 743187106 295 39,518 SH   DFND 16 0 0 39,518
PROGRESS SOFTWARE CORP COM 743312100 20,137 732,262 SH   DFND 2 0 646,942 85,320
PROGRESS SOFTWARE CORP COM 743312100 25 814 SH   DFND 16 0 0 814
PROGRESSIVE CORP COM 743315103 6,193 222,538 SH   DFND 2 0 222,538 0
PROGRESSIVE CORP COM 743315103 172 6,187 SH   DFND 02,03 0 6,187 0
PROGRESSIVE CORP COM 743315103 925 33,211 SH   DFND 16 0 29,627 3,584
PROLOGIS INC COM 74340W103 19,859 535,309 SH   DFND 2 0 534,088 1,221
PROLOGIS INC COM 74340W103 225 6,071 SH   DFND 02,03 0 6,071 0
PROLOGIS INC COM 74340W103 142 3,837 SH   DFND 10 0 3,837 0
PROLOGIS INC COM 74340W103 1,148 30,950 SH   DFND 16 0 25,743 5,207
PROOFPOINT INC COM 743424103 13,206 207,412 SH   DFND 2 0 207,412 0
PROOFPOINT INC COM 743424103 3 55 SH   DFND 16 0 5 50
PROOFPOINT INC CONV BND 743424AC7 9,133 8,500,000 PRN   DFND 2 0 0 8,500,000
PROSAFE SE-UNSP ADR ADR 74346V109 56 16,277 SH   DFND 2 0 0 16,277
PROS HOLDINGS INC COM 74346Y103 5,901 279,529 SH   DFND 2 0 279,529 0
PROSIEBEN SAT.1-UNSP ADR ADR 743476202 131 10,635 SH   DFND 2 0 0 10,635
PROSIEBEN SAT.1-UNSP ADR ADR 743476202 1 112 SH   DFND 16 0 0 112
PROSHARES GLB INFRASTRUCTURE COM 74347B508 392 9,088 SH   DFND 16 0 0 9,088
PROSHARES LARGE CAP CORE PLU COM 74347R248 299 6,015 SH   DFND 16 0 0 6,015
PROSHARES HEDGE REPLICAT ETF COM 74347X294 226 5,246 SH   DFND 16 0 0 5,246
PROSHARES S&P 500 DIVIDEND A COM 74348A467 803 16,592 SH   DFND 16 0 0 16,592
PROSPECT CAPITAL CORP COM 74348T102 89 12,082 SH   DFND 16 0 0 12,082
PROSPERITY BANCSHARES INC COM 743606105 19,151 331,663 SH   DFND 2 0 331,663 0
PL 6 1/4 05/15/42 PRF 743674608 846 33,009 SH   DFND 16 0 0 33,009
PROTO LABS INC COM 743713109 6,122 90,715 SH   DFND 2 0 90,680 35
PROTO LABS INC COM 743713109 6,930 102,710 SH   DFND 10 0 102,710 0
PROTO LABS INC COM 743713109 75 1,108 SH   DFND 16 0 0 1,108
PROVIDENCE SERVICE CORP COM 743815102 30,578 690,565 SH   DFND 2 0 490,210 200,355
PROVIDENT FINANCIAL SERVICES COM 74386T105 9,193 484,098 SH   DFND 2 0 484,098 0
PROVIDENT FINANCIAL-SPON ADR ADR 74387B103 390 8,455 SH   DFND 16 0 0 8,455
PRUDENTIAL FINANCIAL INC COM 744320102 261,628 2,989,344 SH   DFND 2 0 2,501,408 487,936
PRUDENTIAL FINANCIAL INC COM 744320102 459 5,248 SH   DFND 02,03 0 5,248 0
PRUDENTIAL FINANCIAL INC COM 744320102 51,795 591,945 SH   DFND 10 0 579,239 12,706
PRUDENTIAL FINANCIAL INC COM 744320102 1,893 21,616 SH   DFND 16 0 1,111 20,505
PRU 5 3/4 12/15/52 PRF 744320607 1,599 64,946 SH   DFND 16 0 0 64,946
PRU 5.7 03/15/53 PRF 744320706 1,200 48,158 SH   DFND 16 0 0 48,158
PRUDENTIAL PLC-ADR ADR 74435K204 799 16,450 SH   DFND 2 0 0 16,450
PRUDENTIAL PLC-ADR ADR 74435K204 3,571 73,555 SH   DFND 16 0 0 73,555
PUBLIC SERVICE ENTERPRISE GP COM 744573106 366,598 9,332,917 SH   DFND 2 0 7,701,847 1,631,070
PUBLIC SERVICE ENTERPRISE GP COM 744573106 262 6,660 SH   DFND 02,03 0 6,660 0
PUBLIC SERVICE ENTERPRISE GP COM 744573106 914 23,292 SH   DFND 16 0 12,142 11,150
PUBLIC STORAGE COM 74460D109 183,162 993,440 SH   DFND 2 0 990,111 3,329
PUBLIC STORAGE COM 74460D109 390 2,114 SH   DFND 02,03 0 2,114 0
PUBLIC STORAGE COM 74460D109 178 965 SH   DFND 10 0 965 0
PUBLIC STORAGE COM 74460D109 1,746 9,498 SH   DFND 16 0 7,014 2,484
PSA 6.35 PRF 74460D125 1,012 39,834 SH   DFND 16 0 0 39,834
PSA 6 1/2 PRF 74460D141 520 20,450 SH   DFND 16 0 0 20,450
PSA 5.2 PRF 74460W107 211 9,025 SH   DFND 16 0 0 9,025
PSA 5.9 PRF 74460W206 949 38,234 SH   DFND 16 0 0 38,234
PUBLIC STORAGE PRF 74460W404 1,159 47,699 SH   DFND 16 0 0 47,699
PUBLIC STORAGE PRF 74460W602 784 32,151 SH   DFND 16 0 0 32,151
PSA 5 7/8 PRF 74460W792 243 9,731 SH   DFND 16 0 0 9,731
PSA 5 3/8 PRF 74460W800 941 40,680 SH   DFND 16 0 0 40,680
PSA 6 PRF 74460W826 623 24,840 SH   DFND 16 0 0 24,840
PSA 6 3/8 PRF 74460W842 467 17,875 SH   DFND 16 0 0 17,875
PUBLICIS GROUPE-ADR ADR 74463M106 263 14,246 SH   DFND 2 0 0 14,246
PUBLICIS GROUPE-ADR ADR 74463M106 723 38,940 SH   DFND 16 0 0 38,940
PULTEGROUP INC COM 745867101 4,890 242,329 SH   DFND 2 0 242,254 75
PULTEGROUP INC COM 745867101 77 3,799 SH   DFND 02,03 0 3,799 0
PULTEGROUP INC COM 745867101 29 1,451 SH   DFND 16 0 0 1,451
PUMA BIOTECHNOLOGY INC COM 74587V107 3,291 28,195 SH   DFND 2 0 28,195 0
PUMA BIOTECHNOLOGY INC COM 74587V107 18 153 SH   DFND 02,03 0 153 0
PUMA BIOTECHNOLOGY INC COM 74587V107 0 1 SH   DFND 16 0 1 0
PUTNAM MANAGED MUNI INCM TRS COM 746823103 381 53,833 SH   DFND 16 0 0 53,833
QLOGIC CORP COM 747277101 33,813 2,382,905 SH   DFND 2 0 2,369,005 13,900
QLOGIC CORP COM 747277101 106 7,500 SH   DFND 10 0 0 7,500
QCR HOLDINGS INC COM 74727A104 622 28,549 SH   DFND 2 0 27,632 917
QUAD GRAPHICS INC COM 747301109 4,761 257,153 SH   DFND 2 0 256,919 234
QUAKER CHEMICAL CORP COM 747316107 6,003 67,574 SH   DFND 2 0 67,574 0
QLIK TECHNOLOGIES INC COM 74733T105 19,570 559,787 SH   DFND 2 0 538,337 21,450
QLIK TECHNOLOGIES INC COM 74733T105 180 5,160 SH   DFND 16 0 3,895 1,265
QEP RESOURCES INC COM 74733V100 1,526 82,442 SH   DFND 2 0 82,442 0
QEP RESOURCES INC COM 74733V100 35 1,885 SH   DFND 02,03 0 1,885 0
QEP RESOURCES INC COM 74733V100 4,671 252,600 SH   DFND 10 0 252,600 0
QEP RESOURCES INC COM 74733V100 84 4,549 SH   DFND 16 0 1,613 2,936
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 2,340 34,575 SH   DFND 2 0 51,863 0
QIHOO 360 TECHNOLOGY CO-ADR ADR 74734M109 698 11,127 SH   DFND 16 0 14,186 1,670
QIHOO 360 TECHNOLOGY CO LTD CONV BND 74734MAD1 6,771 7,340,000 PRN   DFND 2 0 0 7,340,000
QIWI PLC-SPONSORED ADR ADR 74735M108 5,427 193,518 SH   DFND 2 0 189,908 3,610
QIWI PLC-SPONSORED ADR ADR 74735M108 3,198 114,006 SH   DFND 02,10 0 114,006 0
QTS REALTY TRUST INC-CL A COM 74736A103 16,108 441,932 SH   DFND 2 0 441,932 0
QORVO INC COM 74736K101 227,541 2,834,686 SH   DFND 2 0 2,808,931 25,755
QORVO INC COM 74736K101 239 2,971 SH   DFND 02,03 0 2,971 0
QORVO INC COM 74736K101 5,643 70,311 SH   DFND 10 0 59,034 11,277
QORVO INC COM 74736K101 3,747 46,672 SH   DFND 16 0 35,489 11,183
Q2 HOLDINGS INC COM 74736L109 4,292 151,968 SH   DFND 2 0 151,968 0
QUALCOMM INC COM 747525103 415,398 6,632,549 SH   DFND 2 0 6,377,446 255,103
QUALCOMM INC COM 747525103 3,437 54,865 SH   DFND 02,03 0 54,865 0
QUALCOMM INC COM 747525103 9,741 155,534 SH   DFND 10 0 0 155,534
QUALCOMM INC COM 747525103 9,104 145,398 SH   DFND 16 0 52,428 92,970
QUALITY SYSTEMS INC COM 747582104 10,960 661,401 SH   DFND 2 0 661,401 0
QUALITY SYSTEMS INC COM 747582104 18 1,085 SH   DFND 16 0 0 1,085
QUALYS INC COM 74758T303 2,166 53,695 SH   DFND 2 0 53,695 0
QUALYS INC COM 74758T303 347 8,595 SH   DFND 16 0 0 8,595
QUANEX BUILDING PRODUCTS COM 747619104 3,402 158,722 SH   DFND 2 0 158,722 0
QUANTA SERVICES INC COM 74762E102 51,811 1,797,671 SH   DFND 2 0 1,797,671 0
QUANTA SERVICES INC COM 74762E102 71 2,457 SH   DFND 02,03 0 2,457 0
QUANTA SERVICES INC COM 74762E102 16,655 578,112 SH   DFND 10 0 578,112 0
QUANTA SERVICES INC COM 74762E102 1,655 57,426 SH   DFND 16 0 51,341 6,085
QUANTUM CORP COM 747906204 41 24,390 SH   DFND 2 0 24,390 0
QUEST DIAGNOSTICS INC COM 74834L100 7,549 104,109 SH   DFND 2 0 103,759 350
QUEST DIAGNOSTICS INC COM 74834L100 121 1,664 SH   DFND 02,03 0 1,664 0
QUEST DIAGNOSTICS INC COM 74834L100 5,742 78,897 SH   DFND 16 0 74,376 4,521
QUESTAR CORP COM 748356102 19,760 945,007 SH   DFND 2 0 945,007 0
QUESTAR CORP COM 748356102 613 29,325 SH   DFND 16 0 15,583 13,742
QUINSTREET INC COM 74874Q100 1,093 169,481 SH   DFND 2 0 169,481 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 28,143 387,584 SH   DFND 2 0 387,584 0
QUINTILES TRANSNATIONAL HOLD COM 74876Y101 619 8,536 SH   DFND 16 0 7,457 1,079
CTL 7 3/8 06/01/51 PRF 74913G204 1,183 45,507 SH   DFND 16 0 0 45,507
CTL 7 1/2 09/15/51 PRF 74913G303 3,305 130,756 SH   DFND 16 0 0 130,756
CTL 7 04/01/52 PRF 74913G402 823 32,075 SH   DFND 16 0 0 32,075
CTL 7 07/01/52 PRF 74913G501 1,245 48,677 SH   DFND 16 0 0 48,677
RAM CAPITAL LLC LP 749200994 0 3,654,271 SH   DFND 02,05 0 0 3,654,271
RAIT FINANCIAL TRUST COM 749227609 522 85,495 SH   DFND 2 0 85,495 0
RAIT FINANCIAL TRUST COM 749227609 4 619 SH   DFND 16 0 0 619
RLI CORP COM 749607107 9,089 176,859 SH   DFND 2 0 176,859 0
RLI CORP COM 749607107 10 201 SH   DFND 16 0 0 201
RLJ LODGING TRUST COM 74965L101 41,269 1,385,738 SH   DFND 2 0 1,339,738 46,000
RPC INC COM 749660106 2,623 189,631 SH   DFND 2 0 189,631 0
RPC INC COM 749660106 192 13,889 SH   DFND 16 0 0 13,889
RPM INTERNATIONAL INC COM 749685103 16,221 331,249 SH   DFND 2 0 331,249 0
RPM INTERNATIONAL INC COM 749685103 52 1,060 SH   DFND 02,03 0 1,060 0
RPM INTERNATIONAL INC COM 749685103 2,213 45,184 SH   DFND 16 0 15,047 30,137
RPX CORP COM 74972G103 4,725 279,685 SH   DFND 2 0 279,685 0
RTI INTERNATIONAL METALS INC COM 74973W107 4,593 145,712 SH   DFND 2 0 145,712 0
RWT HOLDINGS INC CONV BND 749772AA7 14,452 15,090,000 PRN   DFND 2 0 0 15,090,000
RSP PERMIAN INC COM 74978Q105 3,418 121,575 SH   DFND 2 0 121,575 0
RACKSPACE HOSTING INC COM 750086100 11,164 300,224 SH   DFND 2 0 300,224 0
RACKSPACE HOSTING INC COM 750086100 40 1,068 SH   DFND 02,03 0 1,068 0
RACKSPACE HOSTING INC COM 750086100 104 2,819 SH   DFND 16 0 2,323 496
RADIAN GROUP INC COM 750236101 145,414 7,751,237 SH   DFND 2 0 7,575,138 176,099
RADIAN GROUP INC COM 750236101 365 19,425 SH   DFND 02,03 0 19,425 0
RADIAN GROUP INC COM 750236101 29,363 1,565,990 SH   DFND 10 0 1,565,990 0
RADIAN GROUP INC COM 750236101 1,335 71,125 SH   DFND 16 0 67,569 3,556
RADIAN GROUP INC CONV BND 750236AK7 12,326 7,420,000 PRN   DFND 2 0 0 7,420,000
RADISYS CORP COM 750459109 1,570 613,300 SH   DFND 2 0 613,300 0
RADIUS HEALTH INC COM 750469207 368 5,440 SH   DFND 2 0 5,440 0
RADIUS HEALTH INC COM 750469207 431 6,370 SH   DFND 16 0 0 6,370
RAMBUS INC COM 750917106 5,068 349,801 SH   DFND 2 0 327,721 22,080
RAMBUS INC COM 750917106 4 300 SH   DFND 16 0 0 300
RALPH LAUREN CORP COM 751212101 3,141 23,701 SH   DFND 2 0 23,701 0
RALPH LAUREN CORP COM 751212101 93 699 SH   DFND 02,03 0 699 0
RALPH LAUREN CORP COM 751212101 142 1,071 SH   DFND 16 0 647 424
RAMCO-GERSHENSON PROPERTIES COM 751452202 5,223 319,967 SH   DFND 2 0 319,967 0
RAND LOGISTICS INC COM 752182105 6,062 1,870,920 SH   DFND 2 0 1,324,618 546,302
RAND LOGISTICS INC COM 752182105 6 1,900 SH   DFND 16 0 0 1,900
RANGE RESOURCES CORP COM 75281A109 173,780 3,519,278 SH   DFND 2 0 3,304,173 215,105
RANGE RESOURCES CORP COM 75281A109 1,614 32,702 SH   DFND 02,03 0 32,702 0
RANGE RESOURCES CORP COM 75281A109 87 1,768 SH   DFND 02,10 0 1,768 0
RANGE RESOURCES CORP COM 75281A109 4,655 94,265 SH   DFND 10 0 0 94,265
RANGE RESOURCES CORP COM 75281A109 27 538 SH   DFND 16 0 0 538
RAVE RESTAURANT GROUP INC COM 754198109 320 24,556 SH   DFND 16 0 0 24,556
RAVEN INDUSTRIES INC COM 754212108 9,309 457,982 SH   DFND 2 0 366,913 91,069
RAYMOND JAMES FINANCIAL INC COM 754730109 84,572 1,419,430 SH   DFND 2 0 1,415,160 4,270
RAYMOND JAMES FINANCIAL INC COM 754730109 438 7,350 SH   DFND 02,03 0 7,350 0
RAYMOND JAMES FINANCIAL INC COM 754730109 969 16,273 SH   DFND 16 0 3,631 12,642
RJF 6.9 03/15/42 PRF 754730208 618 23,617 SH   DFND 16 0 0 23,617
RAYONIER INC COM 754907103 81,043 3,171,789 SH   DFND 2 0 2,988,221 183,568
RAYONIER INC COM 754907103 655 25,660 SH   DFND 02,03 0 25,660 0
RAYONIER INC COM 754907103 1,400 54,785 SH   DFND 10 0 0 54,785
RAYONIER INC COM 754907103 54 2,102 SH   DFND 16 0 0 2,102
RAYONIER ADVANCED MATERIALS COM 75508B104 9,633 592,429 SH   DFND 2 0 463,804 128,625
RAYONIER ADVANCED MATERIALS COM 75508B104 10 595 SH   DFND 16 0 0 595
RAYTHEON COMPANY COM 755111507 30,805 321,627 SH   DFND 2 0 320,518 1,109
RAYTHEON COMPANY COM 755111507 338 3,535 SH   DFND 02,03 0 3,535 0
RAYTHEON COMPANY COM 755111507 5,216 54,548 SH   DFND 16 0 15,292 39,256
REALD INC COM 75604L105 827 67,032 SH   DFND 2 0 67,032 0
REALD INC COM 75604L105 0 35 SH   DFND 16 0 0 35
REALTY INCOME CORP COM 756109104 3,280 73,833 SH   DFND 2 0 73,833 0
REALTY INCOME CORP COM 756109104 119 2,690 SH   DFND 02,03 0 2,690 0
REALTY INCOME CORP COM 756109104 39,515 894,451 SH   DFND 16 0 46,958 847,493
O 6 5/8 PRF 756109807 1,471 56,978 SH   DFND 16 0 0 56,978
RECEPTOS INC COM 756207106 28,472 149,793 SH   DFND 2 0 148,330 1,463
RECEPTOS INC COM 756207106 32 168 SH   DFND 02,03 0 168 0
RECEPTOS INC COM 756207106 6,507 34,245 SH   DFND 10 0 34,245 0
RECEPTOS INC COM 756207106 12 65 SH   DFND 16 0 0 65
RECON CAPITAL NASDAQ-100 COV COM 75623U102 215 9,273 SH   DFND 16 0 0 9,273
RECKITT BENCKISER-SPON ADR ADR 756255204 662 38,317 SH   DFND 2 0 0 38,317
RECKITT BENCKISER-SPON ADR ADR 756255204 2 93 SH   DFND 16 0 0 93
RED ELECTRICA COR-UNSPON ADR ADR 756568101 73 4,439 SH   DFND 2 0 0 4,439
RED ELECTRICA COR-UNSPON ADR ADR 756568101 634 39,753 SH   DFND 16 0 0 39,753
RED HAT INC COM 756577102 157,436 2,073,438 SH   DFND 2 0 2,068,342 5,096
RED HAT INC COM 756577102 161 2,123 SH   DFND 02,03 0 2,123 0
RED HAT INC COM 756577102 142 1,868 SH   DFND 10 0 0 1,868
RED HAT INC COM 756577102 1,167 15,371 SH   DFND 16 0 14,006 1,365
RED HAT INC CONV BND 756577AC6 10,341 8,450,000 PRN   DFND 2 0 0 8,450,000
RED ROBIN GOURMET BURGERS COM 75689M101 43,440 506,179 SH   DFND 2 0 478,839 27,340
RED ROBIN GOURMET BURGERS COM 75689M101 0 3 SH   DFND 16 0 3 0
REDWOOD TRUST INC COM 758075402 1,699 108,188 SH   DFND 2 0 108,188 0
REDWOOD TRUST INC COM 758075402 136 8,682 SH   DFND 16 0 0 8,682
REGAL BELOIT CORP COM 758750103 10,943 150,736 SH   DFND 2 0 150,432 304
REGAL BELOIT CORP COM 758750103 23 318 SH   DFND 16 0 0 318
REGAL ENTERTAINMENT GROUP-A COM 758766109 50,008 2,391,626 SH   DFND 2 0 2,391,626 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 38 1,822 SH   DFND 02,03 0 1,822 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 68,463 3,277,306 SH   DFND 10 0 3,277,306 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 1,461 69,988 SH   DFND 16 0 60,037 9,951
REGENCY CENTERS CORP COM 758849103 17,949 304,329 SH   DFND 2 0 304,329 0
REGENCY CENTERS CORP COM 758849103 66 1,131 SH   DFND 16 0 868 263
REG 6 5/8 PRF 758849707 713 27,882 SH   DFND 16 0 0 27,882
REG 6 PRF 758849806 213 8,575 SH   DFND 16 0 0 8,575
REGENERON PHARMACEUTICALS COM 75886F107 39,765 77,953 SH   DFND 2 0 77,583 370
REGENERON PHARMACEUTICALS COM 75886F107 444 870 SH   DFND 02,03 0 870 0
REGENERON PHARMACEUTICALS COM 75886F107 1,860 3,664 SH   DFND 16 0 335 3,329
REGIS CORP COM 758932107 3,313 210,233 SH   DFND 2 0 210,233 0
REGIS CORP COM 758932107 113 7,199 SH   DFND 16 0 0 7,199
REGULUS THERAPEUTICS INC COM 75915K101 3,190 291,194 SH   DFND 2 0 281,579 9,615
REGULUS THERAPEUTICS INC COM 75915K101 8 696 SH   DFND 02,03 0 696 0
REGIONS FINANCIAL CORP COM 7591EP100 8,867 854,313 SH   DFND 2 0 854,313 0
REGIONS FINANCIAL CORP COM 7591EP100 161 15,520 SH   DFND 02,03 0 15,520 0
REGIONS FINANCIAL CORP COM 7591EP100 694 66,763 SH   DFND 16 0 16,491 50,272
RF 6 3/8 PRF 7591EP308 1,123 44,600 SH   DFND 2 0 0 44,600
RF 6 3/8 PRF 7591EP308 67 2,645 SH   DFND 16 0 0 2,645
RF 6 3/8 PRF 7591EP506 1,064 41,348 SH   DFND 16 0 0 41,348
REINSURANCE GROUP OF AMERICA COM 759351604 19,362 204,086 SH   DFND 2 0 203,391 695
REINSURANCE GROUP OF AMERICA COM 759351604 1,308 13,786 SH   DFND 16 0 12,862 924
RELIANCE STEEL & ALUMINUM COM 759509102 18,276 302,173 SH   DFND 2 0 300,415 1,758
RELIANCE STEEL & ALUMINUM COM 759509102 1,165 19,268 SH   DFND 16 0 15,794 3,474
REED ELSEVIER PLC-SPONS ADR ADR 759530108 211 3,248 SH   DFND 2 0 0 3,248
REED ELSEVIER PLC-SPONS ADR ADR 759530108 949 14,591 SH   DFND 16 0 0 14,591
REED ELSEVIER NV-SPONS ADR ADR 75955B102 344 7,351 SH   DFND 2 0 0 7,351
RENASANT CORP COM 75970E107 32,656 1,001,670 SH   DFND 2 0 901,670 100,000
REMY INTERNATIONAL INC COM 75971M108 15,687 709,520 SH   DFND 2 0 709,520 0
REMY INTERNATIONAL INC COM 75971M108 1 26 SH   DFND 16 0 0 26
RENEWABLE ENERGY GROUP INC COM 75972A301 1,507 130,328 SH   DFND 2 0 130,328 0
RENEWABLE ENERGY GROUP INC COM 75972A301 1 112 SH   DFND 16 0 0 112
REPLIGEN CORP COM 759916109 28,478 690,044 SH   DFND 2 0 574,362 115,682
REPLIGEN CORP COM 759916109 36 875 SH   DFND 16 0 0 875
RENT-A-CENTER INC COM 76009N100 9,679 341,420 SH   DFND 2 0 341,420 0
RENT-A-CENTER INC COM 76009N100 2 68 SH   DFND 16 0 0 68
REPSOL SA-SPONSORED ADR ADR 76026T205 240 13,279 SH   DFND 2 0 0 13,279
REPSOL SA-SPONSORED ADR ADR 76026T205 3 163 SH   DFND 16 0 0 163
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 2,253 245,452 SH   DFND 2 0 245,452 0
REPUBLIC AIRWAYS HOLDINGS IN COM 760276105 1 135 SH   DFND 16 0 0 135
REPUBLIC SERVICES INC COM 760759100 56,629 1,445,329 SH   DFND 2 0 1,441,654 3,675
REPUBLIC SERVICES INC COM 760759100 392 10,015 SH   DFND 02,03 0 10,015 0
REPUBLIC SERVICES INC COM 760759100 1,861 47,504 SH   DFND 16 0 0 47,504
RESMED INC COM 761152107 19,627 348,173 SH   DFND 2 0 348,173 0
RESMED INC COM 761152107 66 1,167 SH   DFND 16 0 0 1,167
RESOLUTE FOREST PRODUCTS COM 76117W109 17,603 1,564,707 SH   DFND 2 0 1,564,707 0
RESOURCE CAPITAL CORP COM 76120W302 46 11,510 SH   DFND 2 0 11,510 0
RESOURCES CONNECTION INC COM 76122Q105 4,256 264,449 SH   DFND 2 0 264,449 0
RESTORATION HARDWARE HOLDING COM 761283100 13,715 140,483 SH   DFND 2 0 140,483 0
RESTORATION HARDWARE HOLDING COM 761283100 427 4,381 SH   DFND 16 0 1,181 3,200
RESTORATION HARDWARE HOLDINGS INC CONV BND 761283AB6 6,941 7,000,000 PRN   DFND 2 0 0 7,000,000
RETROPHIN INC COM 761299106 1,140 34,390 SH   DFND 2 0 34,390 0
RESTAURANT BRANDS INTERN COM 76131D103 193 5,049 SH   DFND 2 0 5,049 0
RESTAURANT BRANDS INTERN COM 76131D103 32 846 SH   DFND 02,03 0 846 0
RESTAURANT BRANDS INTERN COM 76131D103 100 2,624 SH   DFND 16 0 2,483 141
RETAIL OPPORTUNITY INVESTMEN COM 76131N101 6,892 441,254 SH   DFND 2 0 441,254 0
RETAIL PROPERTIES OF AME - A COM 76131V202 6,296 451,850 SH   DFND 2 0 451,850 0
RETAIL PROPERTIES OF AME - A COM 76131V202 386 27,705 SH   DFND 16 0 0 27,705
RETAILMENOT INC COM 76132B106 8,234 461,750 SH   DFND 2 0 461,750 0
RETAILMENOT INC COM 76132B106 2 100 SH   DFND 16 0 0 100
REVENUESHARES LARGE CAP ETF COM 761396100 2,423 59,228 SH   DFND 16 0 0 59,228
REVENUESHARES MID CAP ETF COM 761396209 236 4,771 SH   DFND 16 0 0 4,771
REVENUESHARES SMALL CAP ETF COM 761396308 2,380 40,932 SH   DFND 16 0 0 40,932
REVENUESHARES ULTRA DIVIDEND COM 761396886 1,255 43,512 SH   DFND 16 0 0 43,512
REX ENERGY CORP COM 761565100 1,338 239,396 SH   DFND 2 0 239,396 0
REX ENERGY CORP COM 761565100 9 1,678 SH   DFND 16 0 0 1,678
REX AMERICAN RESOURCES CORP COM 761624105 4,875 76,619 SH   DFND 2 0 76,619 0
REXAM PLC-SPONSORED ADR ADR 761655604 127 2,929 SH   DFND 2 0 0 2,929
REXAM PLC-SPONSORED ADR ADR 761655604 704 16,143 SH   DFND 16 0 0 16,143
REXNORD CORP COM 76169B102 2,365 98,914 SH   DFND 2 0 98,914 0
REXNORD CORP COM 76169B102 2 66 SH   DFND 16 0 0 66
REXFORD INDUSTRIAL REALTY IN COM 76169C100 7,918 543,101 SH   DFND 2 0 543,101 0
REYNOLDS AMERICAN INC COM 761713106 50,426 674,944 SH   DFND 2 0 662,420 12,524
REYNOLDS AMERICAN INC COM 761713106 376 5,040 SH   DFND 02,03 0 5,040 0
REYNOLDS AMERICAN INC COM 761713106 108,837 1,458,366 SH   DFND 10 0 1,451,919 6,447
REYNOLDS AMERICAN INC COM 761713106 11,128 149,264 SH   DFND 16 0 128,711 20,552
RHODES COMPANIES COM 762356XX6 0 109,053 SH   DFND 2 0 0 109,053
RINGCENTRAL INC-CLASS A COM 76680R206 2,461 133,069 SH   DFND 2 0 133,069 0
RIO TINTO PLC-SPON ADR ADR 767204100 2,593 62,931 SH   DFND 2 0 0 62,931
RIO TINTO PLC-SPON ADR ADR 767204100 740 17,966 SH   DFND 16 0 0 17,966
RITCHIE BROS AUCTIONEERS COM 767744105 2,472 88,529 SH   DFND 2 0 88,529 0
RITCHIE BROS AUCTIONEERS COM 767744105 4,407 157,979 SH   DFND 10 0 157,979 0
RITE AID CORP COM 767754104 17,308 2,072,889 SH   DFND 2 0 2,072,889 0
RITE AID CORP COM 767754104 1,149 137,610 SH   DFND 16 0 6,251 131,359
ROADRUNNER TRANSPORTATION SY COM 76973Q105 3,366 130,465 SH   DFND 2 0 130,465 0
ROBERT HALF INTL INC COM 770323103 4,981 89,749 SH   DFND 2 0 89,749 0
ROBERT HALF INTL INC COM 770323103 87 1,564 SH   DFND 02,03 0 1,564 0
ROBERT HALF INTL INC COM 770323103 11,710 211,036 SH   DFND 10 0 211,036 0
ROBERT HALF INTL INC COM 770323103 690 12,449 SH   DFND 16 0 5,235 7,214
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 3,301 94,187 SH   DFND 2 0 0 94,187
ROCHE HOLDINGS LTD-SPONS ADR ADR 771195104 3,263 92,993 SH   DFND 16 0 0 92,993
ROCK CREEK PHARMACEUTICALS I COM 772081204 362 237,851 SH   DFND 16 0 0 237,851
ROCK-TENN COMPANY -CL A COM 772739207 56,672 941,401 SH   DFND 2 0 936,543 4,858
ROCK-TENN COMPANY -CL A COM 772739207 30,826 510,116 SH   DFND 10 0 510,116 0
ROCK-TENN COMPANY -CL A COM 772739207 23 375 SH   DFND 16 0 0 375
ROCKWELL AUTOMATION INC COM 773903109 199,212 1,598,314 SH   DFND 2 0 1,351,386 246,928
ROCKWELL AUTOMATION INC COM 773903109 195 1,561 SH   DFND 02,03 0 1,561 0
ROCKWELL AUTOMATION INC COM 773903109 1,973 15,739 SH   DFND 16 0 12,165 3,574
ROCKWELL COLLINS INC COM 774341101 15,996 173,196 SH   DFND 2 0 172,516 680
ROCKWELL COLLINS INC COM 774341101 142 1,535 SH   DFND 02,03 0 1,535 0
ROCKWELL COLLINS INC COM 774341101 1,268 13,726 SH   DFND 16 0 11,405 2,321
ROCKWELL MEDICAL INC COM 774374102 1,560 96,780 SH   DFND 2 0 96,780 0
ROCKWELL MEDICAL INC COM 774374102 25 1,550 SH   DFND 16 0 0 1,550
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 3,670 132,942 SH   DFND 2 0 132,942 0
ROGERS CORP COM 775133101 33,173 501,565 SH   DFND 2 0 437,403 64,162
ROLLINS INC COM 775711104 11,899 417,096 SH   DFND 2 0 417,096 0
ROLLS-ROYCE HOLDINGS-SP ADR ADR 775781206 233 3,349 SH   DFND 2 0 0 3,349
ROLLS-ROYCE HOLDINGS-SP ADR ADR 775781206 80 1,163 SH   DFND 16 0 0 1,163
ROPER TECHNOLOGIES INC COM 776696106 64,677 375,022 SH   DFND 2 0 374,099 923
ROPER TECHNOLOGIES INC COM 776696106 201 1,166 SH   DFND 02,03 0 1,166 0
ROPER TECHNOLOGIES INC COM 776696106 1,477 8,566 SH   DFND 16 0 5,301 3,265
ROSETTA RESOURCES INC COM 777779307 6,527 282,117 SH   DFND 2 0 281,937 180
ROSETTA RESOURCES INC COM 777779307 61 2,650 SH   DFND 16 0 0 2,650
ROSS STORES INC COM 778296103 41,088 845,254 SH   DFND 2 0 842,134 3,120
ROSS STORES INC COM 778296103 233 4,794 SH   DFND 02,03 0 4,794 0
ROSS STORES INC COM 778296103 3,182 65,441 SH   DFND 16 0 57,116 8,325
ROUSE PROPERTIES INC COM 779287101 195 11,939 SH   DFND 2 0 11,939 0
ROUSE PROPERTIES INC COM 779287101 1 43 SH   DFND 16 0 0 43
ROVI CORP COM 779376102 71,244 4,466,655 SH   DFND 2 0 4,429,955 36,700
ROVI CORP COM 779376102 317 19,900 SH   DFND 10 0 0 19,900
ROVI CORP COM 779376102 71 4,462 SH   DFND 16 0 3,949 513
ROYAL BANK OF CANADA COM 780087102 597 9,755 SH   DFND 2 0 9,755 0
ROYAL BANK OF CANADA COM 780087102 244 3,989 SH   DFND 16 0 0 3,989
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 4,092 369,659 SH   DFND 2 0 0 369,659
ROYAL BANK OF SCOT-SPON ADR ADR 780097689 1 100 SH   DFND 16 0 0 100
ROYAL BANK OF SCOTLAND GROUP PLC PRF 780097739 667 26,743 SH   DFND 16 0 0 26,743
ROYAL BANK OF SCOTLAND PRF 780097770 543 21,839 SH   DFND 16 0 0 21,839
RBS 5 3/4 PRF 780097788 2,977 122,830 SH   DFND 16 0 0 122,830
RBS 6.4 PRF 780097796 969 38,817 SH   DFND 16 0 0 38,817
RBS US M/C TRENDPILOT ETN COM 78009L209 2,019 56,469 SH   DFND 16 0 0 56,469
RBS US L/C TRENDPILOT ETN COM 78009L308 21,724 546,514 SH   DFND 16 0 0 546,514
RBS NASDAQ 100 TRENDPILOT ET COM 78009P143 882 22,149 SH   DFND 16 0 0 22,149
KONINKLIJKE DSM NV-SPONS ADR ADR 780249108 54 3,753 SH   DFND 2 0 0 3,753
KONINKLIJKE DSM NV-SPONS ADR ADR 780249108 189 12,799 SH   DFND 16 0 0 12,799
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 17,253 300,832 SH   DFND 2 0 0 300,832
ROYAL DUTCH SHELL-SPON ADR-B ADR 780259107 7,655 133,999 SH   DFND 16 0 0 133,999
ROYAL DUTCH SHELL PLC OPT 780259107 1,084 18,900 SH Put DFND 2 0 0 18,900
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 190,724 3,345,491 SH   DFND 2 0 0 3,345,491
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 61 1,075 SH   DFND 02,03 0 0 1,075
ROYAL DUTCH SHELL-SPON ADR-A ADR 780259206 3,620 63,497 SH   DFND 16 0 0 63,497
ROYAL GOLD INC COM 780287108 10,947 177,734 SH   DFND 2 0 176,123 1,611
ROYAL GOLD INC COM 780287108 71 1,160 SH   DFND 16 0 0 1,160
ROYAL GOLD INC CONV BND 780287AA6 9,717 9,501,000 PRN   DFND 2 0 0 9,501,000
KONINKLIJKE KPN NV - SP ADR ADR 780641205 92 23,979 SH   DFND 2 0 0 23,979
KONINKLIJKE KPN NV - SP ADR ADR 780641205 815 210,146 SH   DFND 16 0 0 210,146
ROYCE VALUE TRUST COM 780910105 730 52,952 SH   DFND 16 0 0 52,952
ROYCE MICRO-CAP TRUST INC COM 780915104 427 46,265 SH   DFND 16 0 0 46,265
RUBY TUESDAY INC COM 781182100 1,820 290,264 SH   DFND 2 0 290,264 0
RUBY TUESDAY INC COM 781182100 9 1,450 SH   DFND 16 0 0 1,450
RUCKUS WIRELESS INC COM 781220108 709 68,590 SH   DFND 2 0 68,590 0
RUCKUS WIRELESS INC COM 781220108 20 1,904 SH   DFND 02,03 0 1,904 0
RUCKUS WIRELESS INC COM 781220108 4,535 438,589 SH   DFND 10 0 438,589 0
RUCKUS WIRELESS INC COM 781220108 10 1,000 SH   DFND 16 0 0 1,000
RUDOLPH TECHNOLOGIES INC COM 781270103 6,886 573,298 SH   DFND 2 0 573,298 0
RUSH ENTERPRISES INC-CL A COM 781846209 12,148 463,510 SH   DFND 2 0 18,089 101,724
RUSH ENTERPRISES INC - CL B COM 781846308 2,078 86,600 SH   DFND 2 0 86,600 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 4,047 251,095 SH   DFND 2 0 251,095 0
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 1,839 25,776 SH   DFND 2 0 0 25,776
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 124,702 1,748,478 SH   DFND 10 0 0 1,748,478
RYANAIR HOLDINGS PLC-SP ADR ADR 783513104 888 12,452 SH   DFND 16 0 0 12,452
RYDER SYSTEM INC COM 783549108 63,598 727,917 SH   DFND 2 0 726,124 1,793
RYDER SYSTEM INC COM 783549108 246 2,814 SH   DFND 02,03 0 2,814 0
RYDER SYSTEM INC COM 783549108 9,154 104,785 SH   DFND 10 0 104,785 0
RYDER SYSTEM INC COM 783549108 1,140 13,054 SH   DFND 16 0 8,535 4,519
GUGGENHEIM S&P 500 EQUAL WEI COM 78355W106 42,572 533,932 SH   DFND 16 0 0 533,932
GUGGENHEIM RUSSELL TOP 50 ME COM 78355W205 958 6,773 SH   DFND 16 0 0 6,773
GUGGENHEIM S&P 500 PURE VALU COM 78355W304 6,963 129,959 SH   DFND 16 0 0 129,959
GUGGENHEIM S&P 500 PURE GROW COM 78355W403 3,610 44,401 SH   DFND 16 0 0 44,401
GUGGENHEIM S&P MIDCAP 400 PU COM 78355W601 1,823 13,789 SH   DFND 16 0 0 13,789
GUGGENHEIM S&P SMALLCAP 600 COM 78355W809 1,714 19,054 SH   DFND 16 0 0 19,054
GUGG S&P 500 EQ WGT TECH COM 78355W817 236 2,610 SH   DFND 16 0 0 2,610
GUGG S&P 500 EQ WGT ENERGY COM 78355W866 261 4,055 SH   DFND 16 0 0 4,055
RYLAND GROUP INC/THE COM 783764103 28,261 609,473 SH   DFND 2 0 565,473 44,000
RYLAND GROUP INC/THE COM 783764103 4 80 SH   DFND 16 0 0 80
RYMAN HOSPITALITY PROPERTIES COM 78377T107 5,831 109,684 SH   DFND 2 0 109,684 0
S & T BANCORP INC COM 783859101 4,078 137,828 SH   DFND 2 0 137,828 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 148,192 1,288,963 SH   DFND 2 0 1,283,726 5,237
SBA COMMUNICATIONS CORP-CL A COM 78388J106 239 2,075 SH   DFND 02,03 0 2,075 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 7,428 64,611 SH   DFND 10 0 64,611 0
SBA COMMUNICATIONS CORP-CL A COM 78388J106 2,097 19,234 SH   DFND 16 0 17,600 1,634
RYOHIN KEIKAKU CO -UNSP ADR ADR 78392U105 1 30 SH   DFND 2 0 0 30
RYOHIN KEIKAKU CO -UNSP ADR ADR 78392U105 571 14,685 SH   DFND 16 0 0 14,685
SEI INVESTMENTS COMPANY COM 784117103 119,359 2,434,422 SH   DFND 2 0 2,434,422 0
SEI INVESTMENTS COMPANY COM 784117103 1,208 24,638 SH   DFND 16 0 22,034 2,604
SJW CORP COM 784305104 2,523 82,225 SH   DFND 2 0 82,225 0
SK TELECOM CO LTD-SPON ADR ADR 78440P108 130 5,236 SH   DFND 2 0 0 5,236
SK TELECOM CO LTD-SPON ADR ADR 78440P108 343 13,842 SH   DFND 16 0 0 13,842
SL GREEN REALTY CORP COM 78440X101 72,891 663,185 SH   DFND 2 0 661,127 2,058
SL GREEN REALTY CORP COM 78440X101 458 4,175 SH   DFND 02,03 0 4,175 0
SL GREEN REALTY CORP COM 78440X101 46 415 SH   DFND 10 0 415 0
SL GREEN REALTY CORP COM 78440X101 1,162 10,583 SH   DFND 16 0 9,883 700
SLM CORP COM 78442P106 13,674 1,385,322 SH   DFND 2 0 1,385,182 140
SLM CORP COM 78442P106 1,059 107,341 SH   DFND 16 0 100,917 6,424
SLM CORPORATION PRF 78442P304 300 13,850 SH   DFND 16 0 0 13,850
SMC CORP-SPONSORED ADR ADR 78445W306 173 11,478 SH   DFND 2 0 0 11,478
SMC CORP-SPONSORED ADR ADR 78445W306 974 64,308 SH   DFND 16 0 0 64,308
SM ENERGY CO COM 78454L100 21,387 463,714 SH   DFND 2 0 463,554 160
SM ENERGY CO COM 78454L100 3,275 71,000 SH   DFND 10 0 71,000 0
SM ENERGY CO COM 78454L100 142 3,081 SH   DFND 16 0 0 3,081
SPDR S&P 500 ETF TRUST COM 78462F103 771,775 3,749,080 SH   DFND 2 0 3,747,310 1,770
SPDR S&P 500 ETF TRUST COM 78462F103 1,025,588 4,973,366 SH   DFND 16 0 295 4,973,071
SPX CORP COM 784635104 13,847 191,251 SH   DFND 2 0 191,246 5
SPX CORP COM 784635104 11,001 151,970 SH   DFND 10 0 151,970 0
SPX CORP COM 784635104 23 317 SH   DFND 16 0 0 317
SPX CORP OPT 784635104 3,728 51,500 SH Put DFND 2 0 0 51,500
SPS COMMERCE INC COM 78463M107 20,040 304,550 SH   DFND 2 0 304,550 0
SPDR GOLD SHARES COM 78463V107 61 545 SH   DFND 2 0 545 0
SPDR GOLD SHARES COM 78463V107 8,305 74,043 SH   DFND 16 0 0 74,043
SPDR STOXX EUROPE 50 ETF COM 78463X103 2,421 69,634 SH   DFND 16 0 80 69,554
SPDR EURO STOXX 50 ETF COM 78463X202 2,202 58,963 SH   DFND 16 0 0 58,963
SPDR S&P EMERGING ASIA PACIF COM 78463X301 804 9,114 SH   DFND 16 0 0 9,114
SPDR S&P CHINA ETF COM 78463X400 1,166 13,107 SH   DFND 16 0 0 13,107
SPDR S&P GLOBAL DIVIDEND ETF COM 78463X459 299 4,646 SH   DFND 16 0 0 4,646
SPDR S&P INTL UTILITIES SECT COM 78463X632 275 16,233 SH   DFND 16 0 0 16,233
SPDR DJ GLOBAL REAL ESTATE E COM 78463X749 1,592 34,742 SH   DFND 16 0 0 34,742
SPDR S&P INTER DVD ETF COM 78463X772 462 11,144 SH   DFND 16 0 0 11,144
SPDR RUSSELL/NOMURA S/C JPN COM 78463X822 1,100 20,152 SH   DFND 16 0 0 20,152
SPDR MSCI ACWI EX-US COM 78463X848 155,828 4,526,031 SH   DFND 16 0 207 4,525,824
SPDR DJ INTERNATIONAL REAL E COM 78463X863 373 8,921 SH   DFND 16 0 0 8,921
SPDR BARCLAYS INT CORP BOND COM 78464A151 371 11,812 SH   DFND 16 0 0 11,812
SPDR NUVEEN S&P HIGH YIELD M COM 78464A284 1,078 19,440 SH   DFND 16 0 0 19,440
SPDR S&P 600 SMALL CAP VALUE COM 78464A300 396 3,732 SH   DFND 16 0 0 3,732
SPDR BARCLAYS CONVERTIBLE SE COM 78464A359 1,843 38,747 SH   DFND 2 0 38,747 0
SPDR BARCLAYS CONVERTIBLE SE COM 78464A359 15,516 326,481 SH   DFND 16 0 0 326,481
SPDR BARCLAYS LONG TERM CORP COM 78464A367 2,494 65,126 SH   DFND 2 0 65,126 0
SPDR BARCLAYS LONG TERM CORP COM 78464A367 19 500 SH   DFND 16 0 0 500
SPDR BARCLAYS INTERMEDIATE COM 78464A375 3,684 108,722 SH   DFND 16 0 0 108,722
SPDR S&P 500 GROWTH ETF COM 78464A409 1,221 12,357 SH   DFND 16 0 0 12,357
SPDR BARCLAYS HIGH YIELD BD COM 78464A417 95,563 2,486,753 SH   DFND 16 0 0 2,486,753
SPDR NUVEEN BARCLAYS S/T MUN COM 78464A425 4,588 189,002 SH   DFND 16 0 0 189,002
SPDR NUVEEN BARCLAYS MUNI COM 78464A458 2,100 88,514 SH   DFND 16 0 0 88,514
SPDR BARCLAYS SHORT TERM COR COM 78464A474 1,841 60,148 SH   DFND 16 0 0 60,148
SPDR DB INTL GOV INFL-PROT COM 78464A490 1,179 21,412 SH   DFND 16 0 0 21,412
SPDR BARCLAYS INTL TREASURY COM 78464A516 353 6,786 SH   DFND 16 0 0 6,786
SPDR S&P SOFTWARE & SER ETF COM 78464A599 226 2,204 SH   DFND 16 0 0 2,204
SPDR DOW JONES REIT ETF COM 78464A607 1,195 14,160 SH   DFND 2 0 14,160 0
SPDR DOW JONES REIT ETF COM 78464A607 2,427 28,683 SH   DFND 16 0 0 28,683
SPDR BARCLAYS TIPS ETF COM 78464A656 512 9,195 SH   DFND 16 0 0 9,195
SPDR BARCLAYS INTERMEDIATE COM 78464A672 1,274 21,223 SH   DFND 16 0 0 21,223
SPDR BARCLAYS 1-3 MONTH T-BI COM 78464A680 48,591 1,062,509 SH   DFND 16 0 23 1,062,486
SPDR S&P REGIONAL BANKING COM 78464A698 1,420 32,149 SH   DFND 16 0 0 32,149
SPDR S&P RETAIL ETF COM 78464A714 515 5,224 SH   DFND 16 0 0 5,224
SPDR S&P OIL & GAS EXP & PR COM 78464A730 497 10,662 SH   DFND 16 0 0 10,662
SPDR S&P DIVIDEND ETF COM 78464A763 23,259 305,854 SH   DFND 16 0 0 305,854
SPDR S&P BANK ETF COM 78464A797 278 7,672 SH   DFND 16 0 979 6,693
SPDR S&P 600 SMALL CAP ETF COM 78464A813 2,340 21,590 SH   DFND 16 0 0 21,590
SPDR S&P 400 MID CAP VALUE E COM 78464A839 558 6,488 SH   DFND 16 0 0 6,488
SPDR S&P SEMICONDUCTOR ETF COM 78464A862 991 11,513 SH   DFND 16 0 0 11,513
SPDR S&P BIOTECH ETF COM 78464A870 4,271 16,932 SH   DFND 16 0 0 16,932
SPDR S&P HOMEBUILDERS ETF COM 78464A888 1,918 50,499 SH   DFND 16 0 0 50,499
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 1,529 24,452 SH   DFND 2 0 24,452 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 3,701 59,218 SH   DFND 10 0 59,218 0
SS&C TECHNOLOGIES HOLDINGS COM 78467J100 13 214 SH   DFND 16 0 0 214
SSE PLC-SPN ADR ADR 78467K107 297 12,287 SH   DFND 2 0 0 12,287
SSE PLC-SPN ADR ADR 78467K107 4 165 SH   DFND 16 0 0 165
SPDR BLACKSTONE/GSO SEN LOAN COM 78467V608 3,208 65,155 SH   DFND 2 0 65,155 0
SPDR BLACKSTONE/GSO SEN LOAN COM 78467V608 18 374 SH   DFND 16 0 0 374
SPDR DJIA TRUST COM 78467X109 8,150 46,358 SH   DFND 16 0 0 46,358
SPDR S&P MIDCAP 400 ETF TRST COM 78467Y107 252 920 SH   DFND 2 0 920 0
SPDR S&P MIDCAP 400 ETF TRST COM 78467Y107 13,928 50,951 SH   DFND 16 0 65 50,886
SPDR BARCLAYS INVESTMENT GRA COM 78468R200 1,316 42,947 SH   DFND 16 0 0 42,947
SPDR BARCLAYS SHORT-TERM HIG COM 78468R408 131,613 4,551,250 SH   DFND 16 0 287 4,550,963
SP PLUS CORP COM 78469C103 7,305 279,786 SH   DFND 2 0 279,786 0
SVB FINANCIAL GROUP COM 78486Q101 61,936 430,165 SH   DFND 2 0 429,471 694
SVB FINANCIAL GROUP COM 78486Q101 77,177 536,236 SH   DFND 10 0 527,536 8,700
SVB FINANCIAL GROUP COM 78486Q101 30 210 SH   DFND 16 0 0 210
SABMILLER PLC-SPONS ADR ADR 78572M105 77,347 1,480,949 SH   DFND 2 0 0 1,480,949
SABMILLER PLC-SPONS ADR ADR 78572M105 660 12,623 SH   DFND 16 0 0 12,623
SABRA HEALTH CARE REIT INC COM 78573L106 7,920 307,711 SH   DFND 2 0 307,711 0
SABRA HEALTH CARE REIT INC COM 78573L106 6 250 SH   DFND 16 0 0 250
SABRE CORP COM 78573M104 46,957 1,972,983 SH   DFND 2 0 1,953,914 19,069
SABRE CORP COM 78573M104 51,080 2,147,987 SH   DFND 10 0 2,137,687 10,300
SAFETY INSURANCE GROUP INC COM 78648T100 10,719 185,739 SH   DFND 2 0 185,739 0
SAFETY INSURANCE GROUP INC COM 78648T100 29 500 SH   DFND 16 0 0 500
SAFRAN SA-UNSPON ADR ADR 786584102 325 19,196 SH   DFND 2 0 0 19,196
SAFRAN SA-UNSPON ADR ADR 786584102 690 40,655 SH   DFND 16 0 0 40,655
SAGE THERAPEUTICS INC COM 78667J108 2,754 37,728 SH   DFND 2 0 37,728 0
SAGENT PHARMACEUTICALS INC COM 786692103 2,605 107,175 SH   DFND 2 0 107,175 0
SAIA INC COM 78709Y105 4,649 118,326 SH   DFND 2 0 118,326 0
ST JOE CO/THE COM 790148100 792 50,995 SH   DFND 2 0 50,995 0
ST JOE CO/THE COM 790148100 23 1,484 SH   DFND 16 0 0 1,484
ST JUDE MEDICAL INC COM 790849103 290,321 3,973,054 SH   DFND 2 0 3,784,543 188,511
ST JUDE MEDICAL INC COM 790849103 2,164 29,623 SH   DFND 02,03 0 29,623 0
ST JUDE MEDICAL INC COM 790849103 5,897 80,706 SH   DFND 10 0 0 80,706
ST JUDE MEDICAL INC COM 790849103 5,715 76,927 SH   DFND 16 0 71,395 5,532
SALESFORCE.COM INC COM 79466L302 264,653 3,800,824 SH   DFND 2 0 3,786,647 14,177
SALESFORCE.COM INC COM 79466L302 491 7,056 SH   DFND 02,03 0 7,056 0
SALESFORCE.COM INC COM 79466L302 40,308 579,004 SH   DFND 10 0 576,332 2,672
SALESFORCE.COM INC COM 79466L302 1,139 16,376 SH   DFND 16 0 9,347 7,029
SALESFORCE COM OPT 79466L302 2,451 35,200 SH Put DFND 2 0 0 35,200
SALESFORCE COM INC CONV BND 79466LAD6 13,542 11,140,000 PRN   DFND 2 0 0 11,140,000
SALESFORCE COM INC CONV BND 79466LAD6 6 5,000 PRN   DFND 16 0 0 5,000
SAMPO OYJ-A SHS-UNSP ADR ADR 79588J102 160 6,804 SH   DFND 2 0 0 6,804
SAMPO OYJ-A SHS-UNSP ADR ADR 79588J102 1,109 47,173 SH   DFND 16 0 0 47,173
SANDERSON FARMS INC COM 800013104 21,567 286,955 SH   DFND 2 0 286,955 0
SANDERSON FARMS INC COM 800013104 83 1,100 SH   DFND 16 0 0 1,100
SANDISK CORP COM 80004C101 7,456 128,055 SH   DFND 2 0 124,257 3,798
SANDISK CORP COM 80004C101 140 2,404 SH   DFND 02,03 0 2,404 0
SANDISK CORP COM 80004C101 2,600 44,670 SH   DFND 10 0 44,670 0
SANDISK CORP COM 80004C101 312 5,393 SH   DFND 16 0 1,065 4,328
SANDRIDGE ENERGY INC COM 80007P307 1 986 SH   DFND 2 0 986 0
SANDRIDGE ENERGY INC COM 80007P307 38 43,040 SH   DFND 16 0 0 43,040
SANDY SPRING BANCORP INC COM 800363103 24,443 873,626 SH   DFND 2 0 790,626 83,000
JOHN B. SANFILIPPO & SON INC COM 800422107 8,238 158,731 SH   DFND 2 0 158,731 0
SANLAM LTD-SPONSORED ADR ADR 80104Q208 167 15,232 SH   DFND 2 0 0 15,232
SANLAM LTD-SPONSORED ADR ADR 80104Q208 314 28,610 SH   DFND 16 0 0 28,610
SANMINA CORP COM 801056102 39,452 1,957,008 SH   DFND 2 0 1,957,008 0
SANMINA CORP COM 801056102 65 3,222 SH   DFND 16 0 2,893 329
SANOFI-ADR ADR 80105N105 1,346 27,173 SH   DFND 2 0 0 27,173
SANOFI-ADR ADR 80105N105 4,018 81,135 SH   DFND 16 0 0 81,135
SANTANDER CONSUMER USA HOLDI COM 80283M101 8,896 347,924 SH   DFND 2 0 345,724 2,200
SANTANDER CONSUMER USA HOLDI COM 80283M101 5 206 SH   DFND 16 0 0 206
SANTEN PHARMACEUTICAL-UN ADR ADR 80287P100 1 75 SH   DFND 2 0 0 75
SANTEN PHARMACEUTICAL-UN ADR ADR 80287P100 795 56,225 SH   DFND 16 0 0 56,225
SAP SE-SPONSORED ADR ADR 803054204 756 10,762 SH   DFND 2 0 0 10,762
SAP SE-SPONSORED ADR ADR 803054204 3,364 47,888 SH   DFND 16 0 0 47,888
SAREPTA THERAPEUTICS INC COM 803607100 2,177 71,535 SH   DFND 2 0 71,530 5
SAREPTA THERAPEUTICS INC COM 803607100 1,068 35,092 SH   DFND 16 0 0 35,092
SASOL LTD-SPONSORED ADR ADR 803866300 46,320 1,249,860 SH   DFND 2 0 0 1,249,860
SASOL LTD-SPONSORED ADR ADR 803866300 5,504 148,530 SH   DFND 10 0 0 148,530
SASOL LTD-SPONSORED ADR ADR 803866300 70 1,861 SH   DFND 16 0 0 1,861
SAUL CENTERS INC COM 804395101 3,173 64,492 SH   DFND 2 0 64,492 0
SAUL CENTERS INC COM 804395101 270 5,493 SH   DFND 16 0 5,168 325
SCANA CORP COM 80589M102 4,248 83,569 SH   DFND 2 0 73,804 9,765
SCANA CORP COM 80589M102 84 1,650 SH   DFND 02,03 0 1,650 0
SCANA CORP COM 80589M102 539 10,645 SH   DFND 16 0 2,868 7,777
SCANSOURCE INC COM 806037107 5,177 136,018 SH   DFND 2 0 136,018 0
HENRY SCHEIN INC COM 806407102 23,801 167,467 SH   DFND 2 0 166,431 1,036
HENRY SCHEIN INC COM 806407102 138 970 SH   DFND 02,03 0 970 0
HENRY SCHEIN INC COM 806407102 895 6,300 SH   DFND 10 0 6,300 0
HENRY SCHEIN INC COM 806407102 92 648 SH   DFND 16 0 0 648
SCHLUMBERGER LTD COM 806857108 447,374 5,189,426 SH   DFND 2 0 5,082,683 106,743
SCHLUMBERGER LTD COM 806857108 2,572 29,853 SH   DFND 02,03 0 29,853 0
SCHLUMBERGER LTD COM 806857108 6,603 76,614 SH   DFND 10 0 0 76,614
SCHLUMBERGER LTD COM 806857108 8,345 96,442 SH   DFND 16 0 16,454 79,988
SCHNEIDER ELECT SE-UNSP ADR ADR 80687P106 539 38,431 SH   DFND 2 0 0 38,431
SCHNEIDER ELECT SE-UNSP ADR ADR 80687P106 1,120 80,687 SH   DFND 16 0 0 80,687
SCHNITZER STEEL INDS INC-A COM 806882106 3,962 226,755 SH   DFND 2 0 226,755 0
SCHNITZER STEEL INDS INC-A COM 806882106 24 1,375 SH   DFND 16 0 0 1,375
SCHOLASTIC CORP COM 807066105 5,623 127,438 SH   DFND 2 0 127,438 0
SCHOLASTIC CORP COM 807066105 4 85 SH   DFND 16 0 0 85
SCHULMAN (A.) INC COM 808194104 11,047 252,691 SH   DFND 2 0 252,691 0
SCHULMAN (A.) INC COM 808194104 11 240 SH   DFND 16 0 0 240
SCHULMAN A INC CONV PRF 808194302 15,108 14,400 SH   DFND 2 0 0 14,400
SCHWAB (CHARLES) CORP COM 808513105 152,097 4,658,410 SH   DFND 2 0 4,634,719 23,691
SCHWAB (CHARLES) CORP COM 808513105 437 13,381 SH   DFND 02,03 0 13,381 0
SCHWAB (CHARLES) CORP COM 808513105 1,818 54,904 SH   DFND 16 0 40,517 14,387
SCHW 6 PRF 808513204 1,155 44,798 SH   DFND 16 0 0 44,798
SCHWAB US BROAD MARKET ETF COM 808524102 3,344 66,569 SH   DFND 16 0 0 66,569
SCHWAB US LARGE-CAP ETF COM 808524201 235 4,775 SH   DFND 16 0 0 4,775
SCHWAB U.S. LARGE-CAP GROWTH COM 808524300 1,432 26,641 SH   DFND 16 0 0 26,641
SCHWAB US LARGE-CAP VALUE COM 808524409 930 21,603 SH   DFND 16 0 0 21,603
SCHWAB US MID CAP ETF COM 808524508 1,941 45,524 SH   DFND 16 0 0 45,524
SCHWAB US SMALL-CAP ETF COM 808524607 6,396 111,422 SH   DFND 16 0 0 111,422
SCHWAB EMERGING MARKETS EQUI COM 808524706 672 27,376 SH   DFND 16 0 0 27,376
SCHWAB FUNDAMENTAL BROAD MKT COM 808524789 548 18,479 SH   DFND 16 0 0 18,479
SCHWAB US DVD EQUITY ETF COM 808524797 1,286 33,399 SH   DFND 16 0 0 33,399
SCHWAB INTL EQUITY ETF COM 808524805 228 7,481 SH   DFND 16 0 0 7,481
SCHWAB US AGGREGATE BOND ETF COM 808524839 1,920 37,113 SH   DFND 16 0 0 37,113
SCHWAB US REIT ETF COM 808524847 10,441 286,931 SH   DFND 16 0 0 286,931
SCHWEITZER-MAUDUIT INTL INC COM 808541106 11,025 276,475 SH   DFND 2 0 276,475 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1 20 SH   DFND 16 0 0 20
SCIENCE APPLICATIONS INTE COM 808625107 11,178 211,506 SH   DFND 2 0 211,506 0
SCIENCE APPLICATIONS INTE COM 808625107 31 585 SH   DFND 16 0 0 585
SCIENTIFIC GAMES CORP-A COM 80874P109 3,722 239,533 SH   DFND 2 0 239,533 0
SCIQUEST INC COM 80908T101 3,173 214,250 SH   DFND 2 0 214,250 0
SCORPIO TANKERS INC CONV BND 80918TAA7 6,782 6,330,000 PRN   DFND 2 0 0 6,330,000
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 17,301 292,200 SH   DFND 2 0 292,200 0
SCOTTS MIRACLE-GRO CO-CL A COM 810186106 84 1,904 SH   DFND 16 0 1,552 352
EW SCRIPPS CO/THE-A COM 811054402 5,746 251,465 SH   DFND 2 0 0 251,465
SCRIPPS NETWORKS INTER-CL A COM 811065101 2,306 35,271 SH   DFND 2 0 34,925 346
SCRIPPS NETWORKS INTER-CL A COM 811065101 72 1,103 SH   DFND 02,03 0 1,103 0
SCRIPPS NETWORKS INTER-CL A COM 811065101 152 1,843 SH   DFND 16 0 83 1,760
SEABOARD CORP COM 811543107 911 253 SH   DFND 2 0 253 0
SEACOR HOLDINGS INC COM 811904101 7,880 111,078 SH   DFND 2 0 111,078 0
SEALED AIR CORP COM 81211K100 43,979 855,954 SH   DFND 2 0 853,479 2,475
SEALED AIR CORP COM 81211K100 422 8,202 SH   DFND 02,03 0 8,202 0
SEALED AIR CORP COM 81211K100 4,785 93,108 SH   DFND 10 0 93,108 0
SEALED AIR CORP COM 81211K100 249 4,837 SH   DFND 16 0 0 4,837
SEATTLE GENETICS INC COM 812578102 2,356 48,683 SH   DFND 2 0 48,683 0
SEATTLE GENETICS INC COM 812578102 123 2,550 SH   DFND 16 0 0 2,550
SEAWORLD ENTERTAINMENT INC COM 81282V100 1,891 102,544 SH   DFND 2 0 102,544 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 103 5,570 SH   DFND 16 0 0 5,570
SECOM LTD -UNSPONSORED ADR ADR 813113206 283 17,302 SH   DFND 2 0 0 17,302
SECOM LTD -UNSPONSORED ADR ADR 813113206 168 10,227 SH   DFND 16 0 0 10,227
MATERIALS SELECT SECTOR SPDR COM 81369Y100 938 19,407 SH   DFND 16 0 0 19,407
HEALTH CARE SELECT SECTOR COM 81369Y209 328,226 4,404,287 SH   DFND 16 0 47 4,404,240
CONSUMER STAPLES SPDR COM 81369Y308 26,464 555,989 SH   DFND 16 0 0 555,989
CONSUMER DISCRETIONARY SELT COM 81369Y407 330,462 4,314,559 SH   DFND 16 0 350 4,314,209
ENERGY SELECT SECTOR SPDR COM 81369Y506 436 5,803 SH   DFND 02,10 0 5,803 0
ENERGY SELECT SECTOR SPDR COM 81369Y506 64,496 858,567 SH   DFND 16 0 0 858,567
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 5,370 220,245 SH   DFND 2 0 220,245 0
FINANCIAL SELECT SECTOR SPDR COM 81369Y605 143,030 5,863,071 SH   DFND 16 0 47 5,863,024
INDUSTRIAL SELECT SECT SPDR COM 81369Y704 22,134 409,404 SH   DFND 16 0 0 409,404
TECHNOLOGY SELECT SECT SPDR COM 81369Y803 304,900 7,361,014 SH   DFND 16 0 81 7,360,933
UTILITIES SELECT SECTOR SPDR COM 81369Y886 17,507 421,962 SH   DFND 16 0 0 421,962
SELECT COMFORT CORPORATION COM 81616X103 10,036 333,785 SH   DFND 2 0 333,785 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 7,412 457,561 SH   DFND 2 0 457,561 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 16 1,000 SH   DFND 16 0 0 1,000
SELECTIVE INSURANCE GROUP COM 816300107 12,200 434,958 SH   DFND 2 0 434,958 0
SELECTIVE INSURANCE GROUP COM 816300107 17 606 SH   DFND 16 0 0 606
SEMGROUP CORP-CLASS A COM 81663A105 1,898 23,886 SH   DFND 2 0 23,886 0
SEMGROUP CORP-CLASS A COM 81663A105 224 2,824 SH   DFND 02,10 0 2,824 0
SEMGROUP CORP-CLASS A COM 81663A105 15 187 SH   DFND 16 0 0 187
SEMTECH CORP COM 816850101 3,185 160,472 SH   DFND 2 0 160,472 0
SEMPRA ENERGY COM 816851109 136,341 1,377,664 SH   DFND 2 0 1,371,807 5,857
SEMPRA ENERGY COM 816851109 350 3,536 SH   DFND 02,03 0 3,536 0
SEMPRA ENERGY COM 816851109 1,366 13,786 SH   DFND 16 0 8,395 5,391
SENDTEC INC COM 81688A106 0 25,000 SH   DFND 16 0 0 25,000
SENECA FOODS CORP - CL A COM 817070501 894 32,176 SH   DFND 2 0 1,609 0
SENIOR HOUSING PROP TRUST COM 81721M109 11,441 651,896 SH   DFND 2 0 651,896 0
SENIOR HOUSING PROP TRUST COM 81721M109 12,730 726,844 SH   DFND 16 0 39,698 687,146
SNH 5 5/8 08/01/42 PRF 81721M208 687 29,785 SH   DFND 16 0 0 29,785
SENSIENT TECHNOLOGIES CORP COM 81725T100 35,083 513,351 SH   DFND 2 0 408,307 105,044
SEQUENTIAL BRANDS GROUP INC COM 817340201 16,066 1,050,770 SH   DFND 2 0 931,770 119,000
SERITAGE GROWTH PROP-RTS WT 81752R118 90 28,160 SH   DFND 2 0 0 28,160
SERITAGE GROWTH PROP-RTS WT 81752R118 2 650 SH   DFND 16 0 0 650
SERVICE CORP INTERNATIONAL COM 817565104 29,283 994,981 SH   DFND 2 0 994,981 0
SERVICE CORP INTERNATIONAL COM 817565104 2,502 85,009 SH   DFND 10 0 85,009 0
SERVICE CORP INTERNATIONAL COM 817565104 363 12,328 SH   DFND 16 0 2,571 9,757
SERVICEMASTER GLOBAL HOLDING COM 81761R109 15,500 428,540 SH   DFND 2 0 428,540 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 16,754 463,196 SH   DFND 10 0 463,196 0
SERVICEMASTER GLOBAL HOLDING COM 81761R109 566 15,661 SH   DFND 16 0 15,164 497
SERVICENOW INC COM 81762P102 473,595 6,373,214 SH   DFND 2 0 6,006,450 366,764
SERVICENOW INC COM 81762P102 8,570 115,335 SH   DFND 02,03 0 115,335 0
SERVICENOW INC COM 81762P102 2,097 28,210 SH   DFND 16 0 26,247 1,963
SERVICENOW INC CONV BND 81762PAB8 7,551 6,420,000 PRN   DFND 2 0 0 6,420,000
SES GDR 817712995 292 8,700 SH   DFND 2 0 8,700 0
SEVEN & I HOLDINGS-UNSPN ADR ADR 81783H105 665 30,912 SH   DFND 2 0 0 30,912
SEVEN & I HOLDINGS-UNSPN ADR ADR 81783H105 1,233 57,321 SH   DFND 16 0 0 57,321
SGS SA-UNSPONSORED ADR ADR 818800104 46 2,514 SH   DFND 2 0 0 2,514
SGS SA-UNSPONSORED ADR ADR 818800104 849 46,762 SH   DFND 16 0 0 46,762
SHAW COMMUNICATIONS INC-B COM 82028K200 274 12,614 SH   DFND 16 0 0 12,614
SHENANDOAH TELECOMMUNICATION COM 82312B106 10,283 300,450 SH   DFND 2 0 300,450 0
SHERWIN-WILLIAMS CO/THE COM 824348106 367,185 1,335,118 SH   DFND 2 0 1,328,445 6,673
SHERWIN-WILLIAMS CO/THE COM 824348106 340 1,237 SH   DFND 02,03 0 1,237 0
SHERWIN-WILLIAMS CO/THE COM 824348106 5,551 20,146 SH   DFND 16 0 16,250 3,896
SHIN-ETSU CHEM-UNSPON ADR ADR 824551105 255 16,422 SH   DFND 2 0 0 16,422
SHINHAN FINANCIAL GROUP-ADR ADR 824596100 216 5,815 SH   DFND 2 0 0 5,815
SHINHAN FINANCIAL GROUP-ADR ADR 824596100 3 91 SH   DFND 16 0 0 91
SHIRE PLC-ADR ADR 82481R106 709 2,936 SH   DFND 2 0 0 2,936
SHIRE PLC-ADR ADR 82481R106 2,177 9,085 SH   DFND 16 0 0 9,085
SIAM CEMENT PCL-NVDR GDR 825566995 8,430 548,800 SH   DFND 02,10 0 0 548,800
SHUTTERFLY INC COM 82568P304 1,909 39,938 SH   DFND 2 0 39,786 152
SHUTTERSTOCK INC COM 825690100 3,052 52,071 SH   DFND 2 0 47,583 4,488
SHUTTERSTOCK INC COM 825690100 38 646 SH   DFND 02,03 0 646 0
SHUTTERSTOCK INC COM 825690100 202 3,720 SH   DFND 16 0 3,658 62
SIEMENS AG-SPONS ADR ADR 826197501 1,117 11,099 SH   DFND 2 0 0 11,099
SIEMENS AG-SPONS ADR ADR 826197501 761 7,490 SH   DFND 16 0 0 7,490
SIERRA WIRELESS INC COM 826516106 481 18,580 SH   DFND 16 0 0 18,580
SIGMA-ALDRICH COM 826552101 9,262 66,465 SH   DFND 2 0 66,465 0
SIGMA-ALDRICH COM 826552101 193 1,386 SH   DFND 02,03 0 1,386 0
SIGMA-ALDRICH COM 826552101 142 1,020 SH   DFND 16 0 0 1,020
SIGMA DESIGNS INC COM 826565103 2,089 175,094 SH   DFND 2 0 175,094 0
SIGMA DESIGNS INC COM 826565103 58 4,750 SH   DFND 16 0 0 4,750
SIGMA LABS INC COM 826598104 1 15,000 SH   DFND 16 0 0 15,000
SIGNATURE BANK COM 82669G104 63,133 431,274 SH   DFND 2 0 429,566 1,708
SIGNATURE BANK COM 82669G104 78 531 SH   DFND 02,03 0 531 0
SIGNATURE BANK COM 82669G104 1,286 8,783 SH   DFND 16 0 7,757 1,026
SILICON LABORATORIES INC COM 826919102 13,856 256,531 SH   DFND 2 0 248,311 8,220
SILICON LABORATORIES INC COM 826919102 7 129 SH   DFND 16 0 0 129
SILGAN HOLDINGS INC COM 827048109 7,118 134,909 SH   DFND 2 0 134,909 0
SILICON GRAPHICS INTERNATION COM 82706L108 6,081 939,872 SH   DFND 2 0 939,872 0
SILVER SPRING NETWORKS INC COM 82817Q103 5,416 436,366 SH   DFND 2 0 436,366 0
SILVER WHEATON CORP COM 828336107 954 55,036 SH   DFND 2 0 55,036 0
SILVER WHEATON CORP COM 828336107 483 27,853 SH   DFND 16 0 0 27,853
SIMMONS FIRST NATL CORP-CL A COM 828730200 15,461 331,274 SH   DFND 2 0 288,615 42,659
SIMMONS FIRST NATL CORP-CL A COM 828730200 1 19 SH   DFND 16 0 0 19
SIMON PROPERTY GROUP INC COM 828806109 479,216 2,769,698 SH   DFND 2 0 2,422,283 347,415
SIMON PROPERTY GROUP INC COM 828806109 668 3,861 SH   DFND 02,03 0 3,861 0
SIMON PROPERTY GROUP INC COM 828806109 348 2,010 SH   DFND 10 0 2,010 0
SIMON PROPERTY GROUP INC COM 828806109 7,207 41,753 SH   DFND 16 0 16,350 25,403
SILVER PEAKS SYSTEMS CONV PRF 82899H930 2,227 2,620,545 SH   DFND 2 0 2,620,545 0
SIMPSON MANUFACTURING CO INC COM 829073105 33,087 973,096 SH   DFND 2 0 973,096 0
SINCLAIR BROADCAST GROUP -A COM 829226109 57,711 2,067,765 SH   DFND 2 0 2,007,465 60,300
SINCLAIR BROADCAST GROUP -A COM 829226109 235 8,425 SH   DFND 02,03 0 8,425 0
SINCLAIR BROADCAST GROUP -A COM 829226109 115 4,116 SH   DFND 16 0 2,032 2,084
SINGAPORE TELECOMMUNICAT-ADR ADR 82929R304 215 6,865 SH   DFND 2 0 0 6,865
SINGAPORE TELECOMMUNICAT-ADR ADR 82929R304 9 296 SH   DFND 16 0 0 296
SINOFRESH HEALTHCARE INC COM 82935D109 0 23,000 SH   DFND 16 0 0 23,000
SIRONA DENTAL SYSTEMS INC COM 82966C103 24,063 239,631 SH   DFND 2 0 239,211 420
SIRONA DENTAL SYSTEMS INC COM 82966C103 7,468 74,372 SH   DFND 02,10 0 74,372 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 55,357 551,245 SH   DFND 10 0 551,245 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 145 1,439 SH   DFND 16 0 256 1,183
SIRIUS XM HOLDINGS INC COM 82968B103 746 200,061 SH   DFND 2 0 200,061 0
SIRIUS XM HOLDINGS INC COM 82968B103 1,615 432,863 SH   DFND 16 0 0 432,863
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 9,922 221,260 SH   DFND 2 0 205,650 15,610
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 69 1,530 SH   DFND 02,03 0 1,530 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 98,242 2,190,468 SH   DFND 10 0 2,190,468 0
SIX FLAGS ENTERTAINMENT CORP COM 83001A102 41 922 SH   DFND 16 0 138 784
SIZMEK INC COM 83013P105 716 100,747 SH   DFND 2 0 100,747 0
SIZMEK INC COM 83013P105 1 92 SH   DFND 16 0 0 92
SKECHERS USA INC-CL A COM 830566105 47,225 430,135 SH   DFND 2 0 408,125 22,010
SKECHERS USA INC-CL A COM 830566105 100 915 SH   DFND 02,03 0 915 0
SKECHERS USA INC-CL A COM 830566105 5,690 51,821 SH   DFND 16 0 39,882 11,939
SKY PLC-SPN ADR ADR 83084V106 207 3,170 SH   DFND 2 0 0 3,170
SKY PLC-SPN ADR ADR 83084V106 208 3,138 SH   DFND 16 0 0 3,138
SKYWEST INC COM 830879102 5,145 341,828 SH   DFND 2 0 341,828 0
SKYWEST INC COM 830879102 170 11,432 SH   DFND 16 0 11,432 0
SKYWORKS SOLUTIONS INC COM 83088M102 404,763 3,888,273 SH   DFND 2 0 3,781,243 107,030
SKYWORKS SOLUTIONS INC COM 83088M102 1,788 17,168 SH   DFND 02,03 0 17,168 0
SKYWORKS SOLUTIONS INC COM 83088M102 62,317 598,788 SH   DFND 10 0 553,331 45,457
SKYWORKS SOLUTIONS INC COM 83088M102 11,527 110,732 SH   DFND 16 0 79,433 31,299
SMITH & WESSON HOLDING CORP COM 831756101 14,116 850,971 SH   DFND 2 0 814,391 36,580
SMITH & WESSON HOLDING CORP COM 831756101 390 23,503 SH   DFND 16 0 0 23,503
SMITH & NEPHEW PLC -SPON ADR ADR 83175M205 268 7,901 SH   DFND 2 0 0 7,901
SMITH & NEPHEW PLC -SPON ADR ADR 83175M205 274 8,030 SH   DFND 16 0 0 8,030
SMITH (A.O.) CORP COM 831865209 13,375 185,822 SH   DFND 2 0 18,533 496
SMITH (A.O.) CORP COM 831865209 710 9,924 SH   DFND 16 0 65 9,275
SMART & FINAL STORES INC COM 83190B101 7,046 394,312 SH   DFND 2 0 360,394 33,918
JM SMUCKER CO/THE COM 832696405 68,994 636,411 SH   DFND 2 0 634,209 2,202
JM SMUCKER CO/THE COM 832696405 408 3,769 SH   DFND 02,03 0 3,769 0
JM SMUCKER CO/THE COM 832696405 910 8,382 SH   DFND 16 0 2,206 6,176
SNAP-ON INC COM 833034101 109,860 689,864 SH   DFND 2 0 689,616 248
SNAP-ON INC COM 833034101 107 674 SH   DFND 02,03 0 674 0
SNAP-ON INC COM 833034101 1,311 8,229 SH   DFND 16 0 2,264 5,965
SNYDERS-LANCE INC COM 833551104 7,936 245,935 SH   DFND 2 0 245,935 0
SNYDERS-LANCE INC COM 833551104 7 206 SH   DFND 16 0 0 206
SOCIAL MEDIA VENTURES INC COM 833626104 0 250,000 SH   DFND 16 0 0 250,000
QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 848 52,934 SH   DFND 2 0 52,934 0
QUIMICA Y MINERA CHIL-SP ADR ADR 833635105 1 36 SH   DFND 16 0 0 36
SOCIETE GENERALE-SPONS ADR ADR 83364L109 519 55,564 SH   DFND 2 0 0 55,564
SOCIETE GENERALE-SPONS ADR ADR 83364L109 93 9,805 SH   DFND 16 0 0 9,805
SODEXO-SPONSORED ADR ADR 833792104 14 145 SH   DFND 2 0 0 145
SODEXO-SPONSORED ADR ADR 833792104 1,090 11,365 SH   DFND 16 0 0 11,365
SOFTBANK CORP-UNSPON ADR ADR 83404D109 599 20,360 SH   DFND 2 0 0 20,360
SOFTBANK CORP-UNSPON ADR ADR 83404D109 1,966 66,738 SH   DFND 16 0 0 66,738
SOLARWINDS INC COM 83416B109 101,617 2,202,876 SH   DFND 2 0 2,184,076 18,800
SOLARWINDS INC COM 83416B109 471 10,200 SH   DFND 10 0 0 10,200
SOLARCITY CORP COM 83416T100 45 836 SH   DFND 2 0 741 95
SOLARCITY CORP COM 83416T100 183 3,550 SH   DFND 16 0 0 3,550
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,266 62,325 SH   DFND 2 0 62,325 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 750 20,639 SH   DFND 10 0 20,639 0
SOLERA HOLDINGS INC COM 83421A104 10,284 230,807 SH   DFND 2 0 230,807 0
SOLERA HOLDINGS INC COM 83421A104 599 13,431 SH   DFND 16 0 12,783 648
SONIC CORP COM 835451105 13,942 484,086 SH   DFND 2 0 467,116 16,970
SONIC CORP COM 835451105 41 1,425 SH   DFND 02,03 0 1,425 0
SONIC CORP COM 835451105 15 538 SH   DFND 16 0 0 538
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 3,927 164,777 SH   DFND 2 0 164,777 0
SONIC AUTOMOTIVE INC-CLASS A COM 83545G102 6 250 SH   DFND 16 0 0 250
SONOCO PRODUCTS CO COM 835495102 73,795 1,721,769 SH   DFND 2 0 1,718,354 3,415
SONOCO PRODUCTS CO COM 835495102 41 950 SH   DFND 02,03 0 950 0
SONOCO PRODUCTS CO COM 835495102 16,189 378,137 SH   DFND 16 0 10,273 367,864
SONY CORP-SPONSORED ADR ADR 835699307 532 18,742 SH   DFND 2 0 0 18,742
SONY CORP-SPONSORED ADR ADR 835699307 2,861 100,735 SH   DFND 16 0 0 100,735
SONOVA HOLDING-UNSPON ADR ADR 83569C102 8 294 SH   DFND 2 0 0 294
SONOVA HOLDING-UNSPON ADR ADR 83569C102 470 17,359 SH   DFND 16 0 0 17,359
SORRENTO THERAPEUTICS INC COM 83587F202 1,797 102,001 SH   DFND 2 0 102,001 0
SORRENTO THERAPEUTICS INC COM 83587F202 5 300 SH   DFND 16 0 0 300
SOTHEBY'S COM 835898107 28,543 630,911 SH   DFND 2 0 628,536 2,375
SOTHEBY'S COM 835898107 147 3,271 SH   DFND 16 0 2,541 730
SONUS NETWORKS INC COM 835916503 3,519 508,591 SH   DFND 2 0 340,873 167,718
SONUS NETWORKS INC COM 835916503 0 65 SH   DFND 16 0 0 65
SOUFUN HOLDINGS LTD-ADR ADR 836034108 16 1,884 SH   DFND 2 0 1,884 0
SOUFUN HOLDINGS LTD-ADR ADR 836034108 776 100,662 SH   DFND 16 0 96,994 3,668
SOUTH JERSEY INDUSTRIES COM 838518108 46,912 1,896,888 SH   DFND 2 0 1,722,305 174,583
SOUTH JERSEY INDUSTRIES COM 838518108 280 11,307 SH   DFND 16 0 2,708 8,599
SOUTH STATE CORP COM 840441109 6,801 89,492 SH   DFND 2 0 62,129 27,363
SOUTH STATE CORP COM 840441109 1 12 SH   DFND 16 0 0 12
SOUTHERN CO/THE COM 842587107 15,128 361,062 SH   DFND 2 0 361,062 0
SOUTHERN CO/THE COM 842587107 441 10,519 SH   DFND 02,03 0 10,519 0
SOUTHERN CO/THE COM 842587107 7,314 174,604 SH   DFND 10 0 174,604 0
SOUTHERN CO/THE COM 842587107 8,834 211,733 SH   DFND 16 0 121,756 89,977
SOUTHERN COPPER CORP COM 84265V105 5,956 202,552 SH   DFND 2 0 199,251 3,301
SOUTHERN COPPER CORP COM 84265V105 3,093 105,174 SH   DFND 02,10 0 105,174 0
SOUTHERN COPPER CORP COM 84265V105 13,172 447,728 SH   DFND 10 0 447,728 0
SOUTHERN COPPER CORP COM 84265V105 344 11,694 SH   DFND 16 0 0 11,694
SOUTHSIDE BANCSHARES INC COM 84470P109 3,195 109,323 SH   DFND 2 0 109,323 0
SOUTHSIDE BANCSHARES INC COM 84470P109 48 1,644 SH   DFND 16 0 0 1,644
SOUTH32 - ADR ADR 84473L105 270 40,195 SH   DFND 2 0 0 40,195
SOUTH32 - ADR ADR 84473L105 117 17,374 SH   DFND 16 0 0 17,374
SOUTHWEST AIRLINES CO COM 844741108 103,676 3,133,174 SH   DFND 2 0 3,116,433 16,741
SOUTHWEST AIRLINES CO COM 844741108 256 7,739 SH   DFND 02,03 0 7,739 0
SOUTHWEST AIRLINES CO COM 844741108 78,744 2,379,695 SH   DFND 10 0 2,352,372 27,323
SOUTHWEST AIRLINES CO COM 844741108 7,074 214,290 SH   DFND 16 0 168,954 45,336
SOUTHWEST BANCORP INC/OKLA COM 844767103 16,420 882,336 SH   DFND 2 0 613,741 268,595
SOUTHWEST GAS CORP COM 844895102 70,224 1,319,762 SH   DFND 2 0 1,274,762 45,000
SOUTHWEST GAS CORP COM 844895102 18 338 SH   DFND 16 0 0 338
SOUTHWESTERN ENERGY CO COM 845467109 6,110 268,769 SH   DFND 2 0 266,150 2,619
SOUTHWESTERN ENERGY CO COM 845467109 102 4,482 SH   DFND 02,03 0 4,482 0
SOUTHWESTERN ENERGY CO COM 845467109 226 9,933 SH   DFND 16 0 0 9,933
SOUTHWESTERN ENERGY CO CONV PRF 845467208 26,930 541,000 SH   DFND 2 0 0 541,000
SOVRAN SELF STORAGE INC COM 84610H108 33,999 391,195 SH   DFND 2 0 380,375 10,820
SOVRAN SELF STORAGE INC COM 84610H108 81 935 SH   DFND 02,03 0 935 0
SOVRAN SELF STORAGE INC COM 84610H108 22 256 SH   DFND 16 0 6 250
SPANSION LLC CONV BND 84649PAL9 6,220 2,960,000 PRN   DFND 2 0 0 2,960,000
SPARK NEW ZEALAND-SPON ADR ADR 84652A102 147 15,533 SH   DFND 2 0 0 15,533
SPARK NEW ZEALAND-SPON ADR ADR 84652A102 10 1,029 SH   DFND 16 0 0 1,029
SPARK THERAPEUTICS INC COM 84652J103 3,125 51,822 SH   DFND 2 0 50,018 1,804
SPARTAN MOTORS INC COM 846819100 35 7,720 SH   DFND 2 0 7,720 0
SPARTAN MOTORS INC COM 846819100 121 26,491 SH   DFND 16 0 0 26,491
SPARTANNASH CO COM 847215100 19,178 589,380 SH   DFND 2 0 537,960 51,420
SPARTANNASH CO COM 847215100 205 6,341 SH   DFND 16 0 6,251 90
SPECTRA ENERGY CORP COM 847560109 62,762 1,925,168 SH   DFND 2 0 1,925,168 0
SPECTRA ENERGY CORP COM 847560109 294 8,991 SH   DFND 02,03 0 8,991 0
SPECTRA ENERGY CORP COM 847560109 6,155 188,873 SH   DFND 10 0 188,873 0
SPECTRA ENERGY CORP COM 847560109 4,324 132,651 SH   DFND 16 0 81,637 51,014
SPECTRANETICS CORP COM 84760C107 6,186 268,806 SH   DFND 2 0 268,806 0
SPECTRANETICS CORP COM 84760C107 2 74 SH   DFND 16 0 0 74
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,958 286,227 SH   DFND 2 0 286,227 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 86 12,500 SH   DFND 16 0 0 12,500
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 32,503 589,764 SH   DFND 2 0 586,494 3,270
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 9,989 181,250 SH   DFND 10 0 181,250 0
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 4,766 86,491 SH   DFND 16 0 77,418 9,073
SPIRIT AIRLINES INC COM 848577102 3,471 55,900 SH   DFND 2 0 55,900 0
SPIRIT AIRLINES INC COM 848577102 57,742 929,941 SH   DFND 10 0 929,941 0
SPIRIT AIRLINES INC COM 848577102 491 7,905 SH   DFND 16 0 0 7,905
SPIRIT REALTY CAPITAL INC COM 84860W102 189 19,341 SH   DFND 2 0 19,341 0
SPIRIT REALTY CAPITAL INC COM 84860W102 46 4,745 SH   DFND 16 0 0 4,745
SPLUNK INC COM 848637104 508,127 7,298,640 SH   DFND 2 0 6,797,280 501,360
SPLUNK INC COM 848637104 10,761 154,571 SH   DFND 02,03 0 154,571 0
SPLUNK INC COM 848637104 2,084 29,928 SH   DFND 16 0 28,368 1,560
SPOK HOLDINGS INC COM 84863T106 2,136 126,855 SH   DFND 2 0 126,855 0
SPOK HOLDINGS INC COM 84863T106 3 200 SH   DFND 16 0 0 200
SPONGETECH DELIVERY SYSTEMS COM 849109103 0 222,327 SH   DFND 16 0 0 222,327
SPRINGLEAF HOLDINGS INC COM 85172J101 26 565 SH   DFND 2 0 565 0
SPRINGLEAF HOLDINGS INC COM 85172J101 10,900 237,520 SH   DFND 10 0 237,520 0
SPRINGLEAF HOLDINGS INC COM 85172J101 678 14,780 SH   DFND 16 0 14,349 431
SPROTT PHYSICAL GOLD TRUST COM 85207H104 183 18,980 SH   DFND 16 0 0 18,980
SPRINT CORP COM 85207U105 2,106 461,722 SH   DFND 2 0 455,004 6,718
SPRINT CORP COM 85207U105 21 4,707 SH   DFND 16 0 0 4,707
SPROUTS FARMERS MARKET INC COM 85208M102 17,488 648,158 SH   DFND 2 0 624,858 23,300
SPROUTS FARMERS MARKET INC COM 85208M102 70 2,576 SH   DFND 16 0 0 2,576
STAAR SURGICAL CO COM 852312305 19,650 2,034,258 SH   DFND 2 0 1,472,642 561,616
STAGE STORES INC COM 85254C305 4,013 228,904 SH   DFND 2 0 228,904 0
STAG INDUSTRIAL INC COM 85254J102 11,112 555,595 SH   DFND 2 0 360,974 194,621
STAG INDUSTRIAL INC COM 85254J102 36 1,800 SH   DFND 16 0 0 1,800
STAMPS.COM INC COM 852857200 14,405 195,810 SH   DFND 2 0 195,810 0
STANCORP FINANCIAL GROUP COM 852891100 8,710 115,200 SH   DFND 2 0 115,200 0
STANDARD MOTOR PRODS COM 853666105 6,111 174,017 SH   DFND 2 0 174,017 0
STANDARD PACIFIC CORP COM 85375C101 6,320 709,316 SH   DFND 2 0 709,316 0
STANDARD PACIFIC CORP COM 85375C101 12 1,360 SH   DFND 16 0 0 1,360
STANDEX INTERNATIONAL CORP COM 854231107 14,075 176,090 SH   DFND 2 0 176,090 0
STANLEY BLACK & DECKER INC COM 854502101 21,417 203,508 SH   DFND 2 0 203,508 0
STANLEY BLACK & DECKER INC COM 854502101 187 1,781 SH   DFND 02,03 0 1,781 0
STANLEY BLACK & DECKER INC COM 854502101 677 6,431 SH   DFND 16 0 4,091 2,340
SWK 5 3/4 07/25/52 PRF 854502705 16,693 672,825 SH   DFND 2 0 0 672,825
SWK 5 3/4 07/25/52 PRF 854502705 124 5,000 SH   DFND 02,03 0 0 5,000
SWK 5 3/4 07/25/52 PRF 854502705 1,418 57,155 SH   DFND 16 0 0 57,155
STAPLES INC COM 855030102 22,538 1,471,813 SH   DFND 2 0 1,471,813 0
STAPLES INC COM 855030102 114 7,417 SH   DFND 02,03 0 7,417 0
STAPLES INC COM 855030102 606 39,624 SH   DFND 16 0 28,660 10,964
STAPLES INC OPT 855030102 380 24,800 SH Call DFND 2 0 0 24,800
STARBUCKS CORP COM 855244109 194,333 3,624,599 SH   DFND 2 0 3,605,644 18,955
STARBUCKS CORP COM 855244109 932 17,380 SH   DFND 02,03 0 17,380 0
STARBUCKS CORP COM 855244109 2,787 51,991 SH   DFND 10 0 0 51,991
STARBUCKS CORP COM 855244109 19,825 368,821 SH   DFND 16 0 111,265 257,556
STATE AUTO FINANCIAL CORP COM 855707105 4,892 204,211 SH   DFND 2 0 132,697 71,514
STATE AUTO FINANCIAL CORP COM 855707105 36 1,474 SH   DFND 16 0 1,368 106
STARWOOD PROPERTY TRUST INC COM 85571B105 23,000 1,066,219 SH   DFND 2 0 1,004,348 61,871
STARWOOD PROPERTY TRUST INC COM 85571B105 79,763 3,697,904 SH   DFND 10 0 3,697,904 0
STARWOOD PROPERTY TRUST INC COM 85571B105 1,484 68,781 SH   DFND 16 0 4,639 64,142
STARWOOD PROPERTY TRUST INC CONV BND 85571BAC9 10,179 10,110,000 PRN   DFND 2 0 0 10,110,000
STARZ - A COM 85571Q102 573 12,808 SH   DFND 2 0 12,164 644
STARZ - A COM 85571Q102 897 20,044 SH   DFND 16 0 16,850 3,194
STARWOOD WAYPOINT RESIDENTIAL TST CONV BND 85571WAA7 7,799 8,500,000 PRN   DFND 2 0 0 8,500,000
STARWOOD WAYPOINT RESIDENTIAL TST CONV BND 85571WAC3 12,948 13,071,000 PRN   DFND 2 0 0 13,071,000
STARWOOD HOTELS & RESORTS COM 85590A401 123,296 1,520,443 SH   DFND 2 0 1,519,273 1,170
STARWOOD HOTELS & RESORTS COM 85590A401 161 1,982 SH   DFND 02,03 0 1,982 0
STARWOOD HOTELS & RESORTS COM 85590A401 36,592 451,297 SH   DFND 10 0 451,297 0
STARWOOD HOTELS & RESORTS COM 85590A401 179 2,213 SH   DFND 16 0 0 2,213
STARWOOD HOTELS & RESORTS WORL OPT 85590A401 2,076 25,600 SH Put DFND 2 0 0 25,600
STATE NATIONAL COS INC COM 85711T305 9,753 900,425 SH   DFND 2 0 900,425 0
STATE STREET CORP COM 857477103 35,327 458,379 SH   DFND 2 0 454,229 4,150
STATE STREET CORP COM 857477103 367 4,766 SH   DFND 02,03 0 4,766 0
STATE STREET CORP COM 857477103 740 9,599 SH   DFND 16 0 3,852 5,747
STT 5 1/4 PRF 857477509 1,251 51,343 SH   DFND 16 0 0 51,343
STT 5.9 PRF 857477608 8,322 324,180 SH   DFND 2 0 0 324,180
STT 5.9 PRF 857477608 1,178 45,867 SH   DFND 16 0 0 45,867
STT 6 PRF 857477889 2,436 97,310 SH   DFND 16 0 0 97,310
STATOIL ASA-SPON ADR ADR 85771P102 1,148 64,127 SH   DFND 2 0 0 64,127
STATOIL ASA-SPON ADR ADR 85771P102 968 54,078 SH   DFND 16 0 0 54,078
STEEL DYNAMICS INC COM 858119100 81,550 3,936,702 SH   DFND 2 0 3,928,327 8,375
STEEL DYNAMICS INC COM 858119100 334 16,100 SH   DFND 02,03 0 16,100 0
STEEL DYNAMICS INC COM 858119100 11,064 534,243 SH   DFND 10 0 534,243 0
STEEL DYNAMICS INC COM 858119100 282 13,611 SH   DFND 16 0 0 13,611
STEELCASE INC-CL A COM 858155203 39,169 2,071,374 SH   DFND 2 0 1,997,374 74,000
STEIN MART INC COM 858375108 1,398 133,549 SH   DFND 2 0 133,549 0
STEPAN CO COM 858586100 13,204 244,072 SH   DFND 2 0 198,244 45,828
STEPAN CO COM 858586100 241 4,490 SH   DFND 16 0 4,490 0
STERICYCLE INC COM 858912108 21,039 157,104 SH   DFND 2 0 156,694 410
STERICYCLE INC COM 858912108 132 984 SH   DFND 02,03 0 984 0
STERICYCLE INC COM 858912108 4,309 32,190 SH   DFND 10 0 32,190 0
STERICYCLE INC COM 858912108 1,105 8,255 SH   DFND 16 0 6,071 2,184
STERIS CORP COM 859152100 10,917 169,425 SH   DFND 2 0 169,425 0
STERIS CORP COM 859152100 80 1,244 SH   DFND 16 0 1,029 215
STERLING BANCORP/DE COM 85917A100 37,177 2,529,067 SH   DFND 2 0 2,324,067 205,000
STERLING BANCORP/DE COM 85917A100 81 5,538 SH   DFND 16 0 0 5,538
STERLING CONSTRUCTION CO COM 859241101 5,596 1,398,854 SH   DFND 2 0 982,429 416,425
STEWART INFORMATION SERVICES COM 860372101 4,128 103,738 SH   DFND 2 0 103,738 0
STIFEL FINANCIAL CORP COM 860630102 9,764 169,112 SH   DFND 2 0 169,112 0
STIFEL FINANCIAL CORP COM 860630102 115 1,995 SH   DFND 16 0 1,820 175
STILLWATER MINING CO COM 86074Q102 20,273 1,749,048 SH   DFND 2 0 1,730,078 18,970
STILLWATER MINING CO COM 86074Q102 2 200 SH   DFND 16 0 0 200
STMICROELECTRONICS NV-NY SHS COM 861012102 71 8,709 SH   DFND 2 0 0 8,709
STMICROELECTRONICS NV-NY SHS COM 861012102 1,297 159,777 SH   DFND 16 0 0 159,777
STONE ENERGY CORP COM 861642106 9,461 751,551 SH   DFND 2 0 751,551 0
STONE ENERGY CORP COM 861642106 83 6,625 SH   DFND 16 0 0 6,625
STONE ENERGY CORP CONV BND 861642AN6 6,894 7,550,000 PRN   DFND 2 0 0 7,550,000
STONE ENERGY CORP CONV BND 861642AN6 2 2,000 PRN   DFND 16 0 0 2,000
STONE HARBOR EMER MKT INC COM 86164T107 153 10,163 SH   DFND 16 0 0 10,163
STONEMOR PARTNERS LP LP 86183Q100 244 8,093 SH   DFND 16 0 0 8,093
STORE CAPITAL CORP COM 862121100 4,471 222,396 SH   DFND 2 0 208,695 13,701
STORE CAPITAL CORP COM 862121100 24 1,196 SH   DFND 02,03 0 1,196 0
STORE CAPITAL CORP COM 862121100 137 6,799 SH   DFND 16 0 6,397 402
STRATEGIC HOTELS & RESORTS I COM 86272T106 6,589 543,565 SH   DFND 2 0 543,565 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 387 31,941 SH   DFND 16 0 30,052 1,889
STRATOCOMM CORP COM 863095105 0 15,500 SH   DFND 16 0 0 15,500
STRAYER EDUCATION INC COM 863236105 2,508 58,201 SH   DFND 2 0 58,201 0
STRYKER CORP COM 863667101 45,610 476,941 SH   DFND 2 0 475,167 1,774
STRYKER CORP COM 863667101 330 3,457 SH   DFND 02,03 0 3,457 0
STRYKER CORP COM 863667101 4,609 48,228 SH   DFND 10 0 0 48,228
STRYKER CORP COM 863667101 450 4,721 SH   DFND 16 0 0 4,721
STURM RUGER & CO INC COM 864159108 15,031 261,631 SH   DFND 2 0 261,631 0
STURM RUGER & CO INC COM 864159108 1,666 28,996 SH   DFND 16 0 0 28,996
SUBSEA 7 SA-SPON ADR ADR 864323100 98 10,023 SH   DFND 2 0 0 10,023
SUBSEA 7 SA-SPON ADR ADR 864323100 0 6 SH   DFND 16 0 0 6
SUBURBAN PROPANE PARTNERS LP LP 864482104 405 10,164 SH   DFND 16 0 0 10,164
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 830 93,318 SH   DFND 2 0 0 93,318
SUMITOMO MITSUI-SPONS ADR ADR 86562M209 2,313 259,992 SH   DFND 16 0 0 259,992
SUMITOMO MITSUI TR-SPON ADR ADR 86562X106 257 55,575 SH   DFND 2 0 0 55,575
SUMITOMO MITSUI TR-SPON ADR ADR 86562X106 689 149,271 SH   DFND 16 0 0 149,271
SUMMIT HOTEL PROPERTIES INC COM 866082100 21,639 1,663,202 SH   DFND 2 0 1,370,476 292,726
SUMMIT HOTEL PROPERTIES INC COM 866082100 10 750 SH   DFND 16 0 0 750
SUMMIT MATERIALS INC -CL A COM 86614U100 16,436 644,526 SH   DFND 2 0 642,570 1,956
SUMMIT MATERIALS INC -CL A COM 86614U100 99 3,874 SH   DFND 02,03 0 3,874 0
SUMMIT MATERIALS INC -CL A COM 86614U100 6,132 240,451 SH   DFND 10 0 240,451 0
SUN COMMUNITIES INC COM 866674104 13,211 213,638 SH   DFND 2 0 213,466 172
SUN COMMUNITIES INC COM 866674104 1,331 21,540 SH   DFND 16 0 19,783 1,757
SUN LIFE FINANCIAL INC COM 866796105 389 11,651 SH   DFND 2 0 11,651 0
SUN LIFE FINANCIAL INC COM 866796105 22 658 SH   DFND 16 0 0 658
SUN HYDRAULICS CORP COM 866942105 5,977 156,833 SH   DFND 2 0 156,833 0
SUNCOR ENERGY INC COM 867224107 37,999 1,380,786 SH   DFND 2 0 1,380,786 0
SUNCOR ENERGY INC COM 867224107 1,365 49,570 SH   DFND 16 0 31,753 17,817
SUNCOKE ENERGY INC COM 86722A103 4,091 314,677 SH   DFND 2 0 314,677 0
SUNERGY INC COM 86732G306 2 1,464,555 SH   DFND 16 0 0 1,464,555
SUNEDISON INC COM 86732Y109 92,466 3,091,570 SH   DFND 2 0 3,029,490 62,080
SUNEDISON INC COM 86732Y109 10,787 360,763 SH   DFND 10 0 360,763 0
SUNEDISON INC COM 86732Y109 1,991 66,620 SH   DFND 16 0 8,600 58,020
SUNEDISON INC CONV BND 86732YAG4 14,344 10,790,000 PRN   DFND 2 0 0 10,790,000
SUNEDISON INC CONV BND 86732YAK5 22,712 21,950,000 PRN   DFND 2 0 0 21,950,000
SUNOCO LOGISTICS PARTNERS LP LP 86764L108 102 2,680 SH   DFND 2 0 2,680 0
SUNOCO LOGISTICS PARTNERS LP LP 86764L108 396 10,426 SH   DFND 16 0 0 10,426
SUNPOWER CORP COM 867652406 1,961 69,020 SH   DFND 2 0 69,020 0
SUNPOWER CORP COM 867652406 155 5,440 SH   DFND 16 0 0 5,440
SUNSTONE HOTEL INVESTORS INC COM 867892101 24,625 1,640,414 SH   DFND 2 0 1,640,414 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 472 31,448 SH   DFND 16 0 29,575 1,873
SUNTRUST BANKS INC COM 867914103 22,172 515,407 SH   DFND 2 0 513,188 2,219
SUNTRUST BANKS INC COM 867914103 257 5,973 SH   DFND 02,03 0 5,973 0
SUNTRUST BANKS INC COM 867914103 2,461 56,970 SH   DFND 16 0 40,846 16,124
STI 5 7/8 PRF 867914889 338 13,892 SH   DFND 16 0 0 13,892
SUPER MICRO COMPUTER INC COM 86800U104 16,370 553,362 SH   DFND 2 0 503,362 50,000
SUPER MICRO COMPUTER INC COM 86800U104 0 7 SH   DFND 16 0 7 0
SUNTORY BEVERAGE & FOOD-UADR ADR 86803T104 64 3,208 SH   DFND 2 0 0 3,208
SUNTORY BEVERAGE & FOOD-UADR ADR 86803T104 171 8,486 SH   DFND 16 0 0 8,486
SUPERIOR ENERGY SERVICES INC COM 868157108 50,845 2,416,579 SH   DFND 2 0 2,412,879 3,700
SUPERIOR ENERGY SERVICES INC COM 868157108 153 7,250 SH   DFND 02,03 0 7,250 0
SUPERIOR ENERGY SERVICES INC COM 868157108 8,597 408,778 SH   DFND 10 0 408,778 0
SUPERIOR ENERGY SERVICES INC COM 868157108 131 6,237 SH   DFND 16 0 0 6,237
SUPERIOR INDUSTRIES INTL COM 868168105 2,150 117,415 SH   DFND 2 0 117,415 0
SUPERIOR INDUSTRIES INTL COM 868168105 108 5,877 SH   DFND 16 0 0 5,877
SUPERNUS PHARMACEUTICALS INC COM 868459108 21,441 1,262,874 SH   DFND 2 0 1,029,035 233,839
SUPERNUS PHARMACEUTICALS INC COM 868459108 3 150 SH   DFND 16 0 0 150
SUPERVALU INC COM 868536103 32,311 3,993,936 SH   DFND 2 0 3,820,936 173,000
SUPERVALU INC COM 868536103 60 7,365 SH   DFND 16 0 0 7,365
SURMODICS INC COM 868873100 1,465 62,530 SH   DFND 2 0 62,530 0
SUSQUEHANNA BANCSHARES INC COM 869099101 12,938 916,285 SH   DFND 2 0 916,285 0
SVENSKA HANDELSB-A-UNSP ADR ADR 86959C103 325 44,610 SH   DFND 2 0 0 44,610
SVENSKA HANDELSB-A-UNSP ADR ADR 86959C103 16 2,192 SH   DFND 16 0 0 2,192
SWEDBANK AB-ADR ADR 870195104 179 7,666 SH   DFND 2 0 0 7,666
SWEDBANK AB-ADR ADR 870195104 926 39,515 SH   DFND 16 0 0 39,515
ELEMENTS ROGERS AGRI TOT RET COM 870297603 95 13,100 SH   DFND 16 0 0 13,100
ELEMENTS ROGERS TOTAL RETURN COM 870297801 58 10,102 SH   DFND 16 0 0 10,102
SWIFT ENERGY CO COM 870738101 434 213,937 SH   DFND 2 0 213,937 0
SWIFT TRANSPORTATION CO COM 87074U101 44,704 1,971,870 SH   DFND 2 0 1,907,260 64,610
SWIFT TRANSPORTATION CO COM 87074U101 32 1,392 SH   DFND 02,03 0 1,392 0
SWIFT TRANSPORTATION CO COM 87074U101 195 8,617 SH   DFND 16 0 0 8,617
SWISS RE LTD-SPN ADR ADR 870886108 216 9,779 SH   DFND 2 0 0 9,779
SWISS RE LTD-SPN ADR ADR 870886108 4 195 SH   DFND 16 0 0 195
SYKES ENTERPRISES INC COM 871237103 7,417 305,865 SH   DFND 2 0 305,865 0
SYMANTEC CORP COM 871503108 49,466 2,127,610 SH   DFND 2 0 2,125,880 1,730
SYMANTEC CORP COM 871503108 183 7,880 SH   DFND 02,03 0 7,880 0
SYMANTEC CORP COM 871503108 1,503 64,654 SH   DFND 16 0 36,618 28,036
SYMETRA FINANCIAL CORP COM 87151Q106 38,562 1,595,434 SH   DFND 2 0 1,482,434 113,000
SYMETRA FINANCIAL CORP COM 87151Q106 24 1,025 SH   DFND 16 0 1,007 18
SYMRISE AG-UNSPON ADR ADR 87155N109 18 1,190 SH   DFND 2 0 0 1,190
SYMRISE AG-UNSPON ADR ADR 87155N109 403 25,948 SH   DFND 16 0 0 25,948
SYNACOR INC COM 871561106 45 28,000 SH   DFND 16 0 0 28,000
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 13,615 297,729 SH   DFND 2 0 297,729 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 66 1,443 SH   DFND 02,03 0 1,443 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 27 610 SH   DFND 16 0 10 600
SYNAPTICS INC COM 87157D109 357,223 4,118,553 SH   DFND 2 0 4,080,184 38,369
SYNAPTICS INC COM 87157D109 1,817 20,948 SH   DFND 10 0 0 20,948
SYNAPTICS INC COM 87157D109 301 3,383 SH   DFND 16 0 1,861 1,522
SYNOPSYS INC COM 871607107 484,837 9,572,255 SH   DFND 2 0 9,485,393 86,862
SYNOPSYS INC COM 871607107 2,342 46,232 SH   DFND 10 0 0 46,232
SYNOPSYS INC COM 871607107 756 14,904 SH   DFND 16 0 4,846 10,058
SYNGENTA AG-ADR ADR 87160A100 2,611 31,965 SH   DFND 2 0 0 31,965
SYNGENTA AG-ADR ADR 87160A100 83 1,017 SH   DFND 16 0 0 1,017
SNV 7 7/8 PRF 87161C402 7,087 255,000 SH   DFND 2 0 0 255,000
SYNOVUS FINANCIAL CORP COM 87161C501 23,015 746,734 SH   DFND 2 0 746,734 0
SYNOVUS FINANCIAL CORP COM 87161C501 9 294 SH   DFND 16 0 0 294
SYNTEL INC COM 87162H103 2,855 60,125 SH   DFND 2 0 60,125 0
SYNTEL INC COM 87162H103 31 650 SH   DFND 16 0 0 650
SYNNEX CORP COM 87162W100 9,755 133,295 SH   DFND 2 0 133,295 0
SYNNEX CORP COM 87162W100 165 2,257 SH   DFND 16 0 0 2,257
SYNERGY PHARMACEUTICALS INC COM 871639308 1,943 234,125 SH   DFND 2 0 234,125 0
SYNERGY PHARMACEUTICALS INC COM 871639308 820 98,778 SH   DFND 16 0 0 98,778
SYNUTRA INTERNATIONAL INC COM 87164C102 2 340 SH   DFND 2 0 340 0
SYNUTRA INTERNATIONAL INC COM 87164C102 181 25,353 SH   DFND 16 0 0 25,353
SYNERGY RESOURCES CORP COM 87164P103 12,408 1,085,631 SH   DFND 2 0 1,085,631 0
SYNCHRONY FINANCIAL COM 87165B103 59,616 1,810,399 SH   DFND 2 0 1,804,399 6,000
SYNCHRONY FINANCIAL COM 87165B103 350 10,625 SH   DFND 02,03 0 10,625 0
SYNCHRONY FINANCIAL COM 87165B103 109,168 3,318,127 SH   DFND 10 0 3,274,209 43,918
SYNCHRONY FINANCIAL COM 87165B103 740 22,449 SH   DFND 16 0 14,644 7,805
SYSCO CORP COM 871829107 8,532 236,353 SH   DFND 2 0 236,353 0
SYSCO CORP COM 871829107 248 6,879 SH   DFND 02,03 0 6,879 0
SYSCO CORP COM 871829107 7,276 202,036 SH   DFND 16 0 139,876 62,160
SYSMEX CORP-UNSPON ADR ADR 87184P109 269 9,000 SH   DFND 2 0 0 9,000
SYSMEX CORP-UNSPON ADR ADR 87184P109 72 2,417 SH   DFND 16 0 0 2,417
TCF FINANCIAL CORP COM 872275102 12,490 752,006 SH   DFND 2 0 752,006 0
TCB 7 1/2 PRF 872277207 826 31,530 SH   DFND 16 0 0 31,530
TD AMERITRADE HOLDING CORP COM 87236Y108 99,675 2,707,073 SH   DFND 2 0 2,703,798 3,275
TD AMERITRADE HOLDING CORP COM 87236Y108 221 6,000 SH   DFND 02,03 0 6,000 0
TD AMERITRADE HOLDING CORP COM 87236Y108 26,876 729,927 SH   DFND 10 0 729,927 0
TD AMERITRADE HOLDING CORP COM 87236Y108 244 6,617 SH   DFND 16 0 2,883 3,734
TECO ENERGY INC COM 872375100 3,342 189,291 SH   DFND 2 0 189,291 0
TECO ENERGY INC COM 872375100 48 2,726 SH   DFND 02,03 0 2,726 0
TECO ENERGY INC COM 872375100 2,051 116,289 SH   DFND 16 0 36,725 79,564
TFS FINANCIAL CORP COM 87240R107 4,252 252,801 SH   DFND 2 0 252,801 0
TFS FINANCIAL CORP COM 87240R107 2 100 SH   DFND 16 0 0 100
TICC CAPITAL CORP COM 87244T109 106 15,837 SH   DFND 16 0 0 15,837
TJX COMPANIES INC COM 872540109 108,079 1,633,326 SH   DFND 2 0 1,629,646 3,680
TJX COMPANIES INC COM 872540109 557 8,416 SH   DFND 02,03 0 8,416 0
TJX COMPANIES INC COM 872540109 7,367 111,341 SH   DFND 02,10 0 111,341 0
TJX COMPANIES INC COM 872540109 64,260 971,279 SH   DFND 10 0 893,414 77,865
TJX COMPANIES INC COM 872540109 5,854 88,722 SH   DFND 16 0 50,871 37,851
T-MOBILE US INC COM 872590104 4,062 104,764 SH   DFND 2 0 104,764 0
T-MOBILE US INC COM 872590104 209 5,397 SH   DFND 16 0 0 5,397
T-MOBILE US INC OPT 872590104 1,469 37,900 SH Call DFND 2 0 0 37,900
TMUS 5 1/2 12/15/17 CONV PRF 872590203 17,894 265,100 SH   DFND 2 0 0 265,100
TRI POINTE HOMES INC COM 87265H109 21 1,399 SH   DFND 2 0 1,399 0
TRI POINTE HOMES INC COM 87265H109 11,410 746,705 SH   DFND 10 0 746,705 0
TRI POINTE HOMES INC COM 87265H109 168 10,962 SH   DFND 16 0 10,702 260
TTM TECHNOLOGIES COM 87305R109 3,015 301,868 SH   DFND 2 0 301,868 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 24,977 216,616 SH   DFND 2 0 215,718 898
TABLEAU SOFTWARE INC-CL A COM 87336U105 19 168 SH   DFND 02,03 0 168 0
TABLEAU SOFTWARE INC-CL A COM 87336U105 652 5,657 SH   DFND 16 0 5,204 453
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 28,672 1,261,138 SH   DFND 2 0 0 1,261,138
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 34,541 1,520,971 SH   DFND 02,10 0 0 1,520,971
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 57,097 2,515,250 SH   DFND 10 0 0 2,515,250
TAIWAN SEMICONDUCTOR-SP ADR ADR 874039100 1,754 77,649 SH   DFND 16 0 0 77,649
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 11,428 414,477 SH   DFND 2 0 414,477 0
TAKE-TWO INTERACTIVE SOFTWRE COM 874054109 9 339 SH   DFND 16 0 0 339
TAKEDA PHARMACEUTIC-SP ADR ADR 874060205 412 16,801 SH   DFND 2 0 0 16,801
TAKEDA PHARMACEUTIC-SP ADR ADR 874060205 2 95 SH   DFND 16 0 0 95
TALEN ENERGY CORP COM 87422J105 3,640 212,122 SH   DFND 2 0 212,122 0
TALEN ENERGY CORP COM 87422J105 73 4,216 SH   DFND 16 0 1,661 2,555
TALMER BANCORP INC -CL A COM 87482X101 4,586 273,830 SH   DFND 2 0 273,830 0
TANDEM DIABETES CARE INC COM 875372104 443 40,871 SH   DFND 2 0 40,871 0
TANGER FACTORY OUTLET CENTER COM 875465106 22,259 702,136 SH   DFND 2 0 672,911 29,225
TANGER FACTORY OUTLET CENTER COM 875465106 9 272 SH   DFND 16 0 0 272
TANGOE INC/CT COM 87582Y108 2,349 186,713 SH   DFND 2 0 186,713 0
TARGA RESOURCES PARTNERS LP LP 87611X105 87 2,255 SH   DFND 2 0 2,255 0
TARGA RESOURCES PARTNERS LP LP 87611X105 20,736 540,677 SH   DFND 16 0 0 540,677
TARGET CORP COM 87612E106 294,220 3,604,313 SH   DFND 2 0 3,125,873 478,440
TARGET CORP COM 87612E106 604 7,395 SH   DFND 02,03 0 7,395 0
TARGET CORP COM 87612E106 14,272 175,046 SH   DFND 16 0 145,600 29,446
TARGA RESOURCES CORP COM 87612G101 141 1,581 SH   DFND 2 0 1,581 0
TARGA RESOURCES CORP COM 87612G101 20 229 SH   DFND 02,03 0 229 0
TARGA RESOURCES CORP COM 87612G101 53 595 SH   DFND 16 0 2 593
TASER INTERNATIONAL INC COM 87651B104 10,141 304,430 SH   DFND 2 0 304,345 85
TASER INTERNATIONAL INC COM 87651B104 169 7,396 SH   DFND 16 0 0 7,396
TATA MOTORS LTD-SPON ADR ADR 876568502 2,788 80,847 SH   DFND 2 0 0 80,847
TATA MOTORS LTD-SPON ADR ADR 876568502 277 8,020 SH   DFND 10 0 0 8,020
TATA MOTORS LTD-SPON ADR ADR 876568502 6,016 175,084 SH   DFND 16 0 0 175,084
TAUBMAN CENTERS INC COM 876664103 51,121 735,545 SH   DFND 2 0 733,545 2,000
TAUBMAN CENTERS INC COM 876664103 273 3,925 SH   DFND 02,03 0 3,925 0
TAUBMAN CENTERS INC COM 876664103 10 142 SH   DFND 16 0 57 85
TAYLOR MORRISON HOME CORP-A COM 87724P106 1,013 49,763 SH   DFND 2 0 49,763 0
TAYLOR MORRISON HOME CORP-A COM 87724P106 5,638 276,357 SH   DFND 10 0 276,357 0
TEAM HEALTH HOLDINGS INC COM 87817A107 15,736 240,877 SH   DFND 2 0 226,917 13,960
TEAM HEALTH HOLDINGS INC COM 87817A107 53 813 SH   DFND 02,03 0 813 0
TEAM HEALTH HOLDINGS INC COM 87817A107 72 1,095 SH   DFND 16 0 0 1,095
TECH DATA CORP COM 878237106 18,182 315,885 SH   DFND 2 0 313,253 2,632
TECHTARGET COM 87874R100 646 72,487 SH   DFND 2 0 51,914 20,573
TECUMSEH PRODUCTS CO COM 878895309 101 40,925 SH   DFND 2 0 40,925 0
TEGNA INC COM 87901J105 5,870 182,799 SH   DFND 2 0 182,799 0
TEGNA INC COM 87901J105 84 2,623 SH   DFND 02,03 0 2,623 0
TEJON RANCH CO COM 879080109 2,211 85,985 SH   DFND 2 0 85,985 0
TEJON RANCH CO-CW16-W/I WT 879080133 7 14,423 SH   DFND 2 0 0 14,423
TEJON RANCH CO-CW16-W/I WT 879080133 0 12 SH   DFND 16 0 0 12
TEKLA HEALTHCARE OPPORTUNITI COM 879105104 558 28,171 SH   DFND 16 0 5,000 23,171
TEKMIRA PHARMACEUTICALS CORP COM 87911B209 457 38,520 SH   DFND 2 0 35,170 3,350
TEKMIRA PHARMACEUTICALS CORP COM 87911B209 356 30,051 SH   DFND 16 0 0 30,051
TEKLA HEALTHCARE INVESTORS COM 87911J103 491 13,806 SH   DFND 16 0 0 13,806
TEKLA LIFE SCIENCES INVESTOR COM 87911K100 271 9,624 SH   DFND 16 0 0 9,624
TELECOM ITALIA SPA-SPON ADR ADR 87927Y102 161 12,647 SH   DFND 2 0 0 12,647
TELECOM ITALIA SPA-SPON ADR ADR 87927Y102 76 5,952 SH   DFND 16 0 0 5,952
TELEDYNE TECHNOLOGIES INC COM 879360105 25,718 243,752 SH   DFND 2 0 220,534 23,218
TELEDYNE TECHNOLOGIES INC COM 879360105 211 1,999 SH   DFND 16 0 1,650 349
TELEFLEX INC COM 879369106 109,407 807,738 SH   DFND 2 0 788,874 18,864
TELEFLEX INC COM 879369106 447 3,300 SH   DFND 02,03 0 3,300 0
TELEFLEX INC COM 879369106 126 928 SH   DFND 16 0 296 632
TELEFLEX INC CONV BND 879369AA4 19,234 8,720,000 PRN   DFND 2 0 0 8,720,000
TELEFLEX INC CONV BND 879369AA4 13 6,000 PRN   DFND 16 0 0 6,000
TELEFONICA BRASIL-ADR ADR 87936R106 18 1,285 SH   DFND 2 0 0 1,285
TELEFONICA BRASIL-ADR ADR 87936R106 291 20,841 SH   DFND 16 0 0 20,841
TELEFONICA SA-SPON ADR ADR 879382208 5,296 372,917 SH   DFND 2 0 0 372,917
TELEFONICA SA-SPON ADR ADR 879382208 207 14,538 SH   DFND 16 0 0 14,538
TELEPHONE AND DATA SYSTEMS COM 879433829 38,797 1,319,642 SH   DFND 2 0 1,319,642 0
TELEPHONE AND DATA SYSTEMS COM 879433829 729 24,593 SH   DFND 16 0 21,846 2,747
TELENOR ASA-ADR ADR 87944W105 176 2,683 SH   DFND 2 0 0 2,683
TELENOR ASA-ADR ADR 87944W105 1,100 16,797 SH   DFND 16 0 0 16,797
TELIASONERA AB-UNSPON ADR ADR 87960M205 214 18,170 SH   DFND 2 0 0 18,170
TELSTRA CORP-ADR ADR 87969N204 609 25,827 SH   DFND 2 0 0 25,827
TELSTRA CORP-ADR ADR 87969N204 295 12,589 SH   DFND 16 0 0 12,589
TELETECH HOLDINGS INC COM 879939106 11,041 407,706 SH   DFND 2 0 407,706 0
TEMPLETON DRAGON FUND INC COM 88018T101 258 10,397 SH   DFND 16 0 0 10,397
TEMPLETON EMERG MKTS INC FD COM 880192109 674 62,962 SH   DFND 16 0 0 62,962
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,424 202,533 SH   DFND 16 0 0 202,533
TEMPUR SEALY INTERNATIONAL I COM 88023U101 33,114 502,472 SH   DFND 2 0 502,470 2
TEMPUR SEALY INTERNATIONAL I COM 88023U101 9,726 147,585 SH   DFND 10 0 147,585 0
TEMPUR SEALY INTERNATIONAL I COM 88023U101 6 91 SH   DFND 16 0 0 91
TENARIS SA-ADR ADR 88031M109 583 21,558 SH   DFND 2 0 0 21,558
TENARIS SA-ADR ADR 88031M109 3,241 120,000 SH   DFND 10 0 0 120,000
TENCENT HOLDINGS LTD-UNS ADR ADR 88032Q109 5,634 282,283 SH   DFND 2 0 0 282,283
TENCENT HOLDINGS LTD-UNS ADR ADR 88032Q109 2 75 SH   DFND 16 0 0 75
TENET HEALTHCARE CORP COM 88033G407 11,611 200,588 SH   DFND 2 0 200,588 0
TENET HEALTHCARE CORP COM 88033G407 66 1,146 SH   DFND 02,03 0 1,146 0
TENET HEALTHCARE CORP COM 88033G407 219 3,781 SH   DFND 16 0 1,869 1,912
TENNANT CO COM 880345103 5,637 86,277 SH   DFND 2 0 86,277 0
TENNECO INC COM 880349105 38,977 678,550 SH   DFND 2 0 636,768 41,782
TENNECO INC COM 880349105 11,300 196,760 SH   DFND 10 0 196,760 0
TENNECO INC COM 880349105 166 2,882 SH   DFND 16 0 749 2,133
TVA 3.55 06/01/28 PRF 880591300 1,310 54,705 SH   DFND 16 0 0 54,705
TVA 3.955 05/01/29 PRF 880591409 266 11,046 SH   DFND 16 0 0 11,046
TERADATA CORP COM 88076W103 132,752 3,587,916 SH   DFND 2 0 3,339,059 248,857
TERADATA CORP COM 88076W103 61 1,640 SH   DFND 02,03 0 1,640 0
TERADATA CORP COM 88076W103 123 3,329 SH   DFND 16 0 0 3,329
TERADYNE INC COM 880770102 274,560 14,233,319 SH   DFND 2 0 14,128,355 104,964
TERADYNE INC COM 880770102 1,081 56,019 SH   DFND 10 0 0 56,019
TERADYNE INC COM 880770102 610 31,633 SH   DFND 16 0 29,572 2,061
TEREX CORP COM 880779103 21,619 929,897 SH   DFND 2 0 833,797 96,100
TEREX CORP COM 880779103 370 15,935 SH   DFND 16 0 701 15,234
TERNIUM SA-SPONSORED ADR ADR 880890108 23 1,352 SH   DFND 2 0 13,520 0
TERNIUM SA-SPONSORED ADR ADR 880890108 5,539 320,000 SH   DFND 10 0 3,200,000 0
TERRAFORM POWER INC - A COM 88104R100 5,681 149,594 SH   DFND 2 0 131,001 18,593
TERRAFORM POWER INC - A COM 88104R100 53 1,410 SH   DFND 16 0 1,326 84
TERRENO REALTY CORP COM 88146M101 8,005 406,376 SH   DFND 2 0 406,376 0
TESARO INC COM 881569107 9,892 168,246 SH   DFND 2 0 163,143 5,103
TESARO INC COM 881569107 41 701 SH   DFND 02,03 0 701 0
TESARO INC CONV BND 881569AA5 7,251 3,960,000 PRN   DFND 2 0 0 3,960,000
TESCO PLC-SPONSORED ADR ADR 881575302 238 23,770 SH   DFND 2 0 0 23,770
TESCO PLC-SPONSORED ADR ADR 881575302 89 8,875 SH   DFND 16 0 0 8,875
TESCO CORP COM 88157K101 1,824 167,397 SH   DFND 2 0 167,397 0
TESCO CORP COM 88157K101 2 202 SH   DFND 16 0 0 202
TESORO CORP COM 881609101 28,430 336,803 SH   DFND 2 0 336,473 330
TESORO CORP COM 881609101 123 1,459 SH   DFND 02,03 0 1,459 0
TESORO CORP COM 881609101 534 6,322 SH   DFND 02,10 0 6,322 0
TESORO CORP COM 881609101 1,252 15,104 SH   DFND 16 0 486 14,618
TESLA MOTORS INC COM 88160R101 417,231 1,555,316 SH   DFND 2 0 1,456,436 98,880
TESLA MOTORS INC COM 88160R101 8,036 29,956 SH   DFND 02,03 0 29,956 0
TESLA MOTORS INC COM 88160R101 6,024 22,386 SH   DFND 16 0 4,092 18,294
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 138,281 2,339,773 SH   DFND 2 0 0 2,339,773
TEVA PHARMACEUTICAL-SP ADR ADR 881624209 3,361 56,903 SH   DFND 16 0 0 56,903
TEVA PHARMACEUTICALS IND LTD OPT 881624209 2,193 37,100 SH Put DFND 2 0 0 37,100
TETRA TECHNOLOGIES INC COM 88162F105 26,183 4,103,870 SH   DFND 2 0 3,435,851 668,019
TETRA TECH INC COM 88162G103 8,636 336,829 SH   DFND 2 0 336,829 0
TETRA TECH INC COM 88162G103 118 4,620 SH   DFND 16 0 0 4,620
TESSERA TECHNOLOGIES INC COM 88164L100 13,223 348,145 SH   DFND 2 0 348,145 0
TESSERA TECHNOLOGIES INC COM 88164L100 53 1,389 SH   DFND 16 0 0 1,389
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,656 55,967 SH   DFND 2 0 55,867 100
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 45,175 725,818 SH   DFND 2 0 725,818 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 182 2,920 SH   DFND 16 0 0 2,920
TEXAS INSTRUMENTS INC COM 882508104 177,290 3,441,769 SH   DFND 2 0 3,424,360 17,409
TEXAS INSTRUMENTS INC COM 882508104 690 13,396 SH   DFND 02,03 0 13,396 0
TEXAS INSTRUMENTS INC COM 882508104 2,488 48,318 SH   DFND 16 0 25,187 23,131
TEXAS ROADHOUSE INC COM 882681109 33,997 908,277 SH   DFND 2 0 900,197 8,080
TEXAS ROADHOUSE INC COM 882681109 168 4,499 SH   DFND 16 0 0 4,499
TEXTRON INC COM 883203101 52,111 1,167,617 SH   DFND 2 0 1,164,067 3,550
TEXTRON INC COM 883203101 423 9,487 SH   DFND 02,03 0 9,487 0
TEXTRON INC COM 883203101 1,756 39,300 SH   DFND 16 0 11,211 28,089
TEXTURA CORP COM 883211104 2,563 92,118 SH   DFND 2 0 92,118 0
TG THERAPEUTICS INC COM 88322Q108 1,581 95,285 SH   DFND 2 0 95,285 0
TG THERAPEUTICS INC COM 88322Q108 33 2,000 SH   DFND 16 0 0 2,000
THERAVANCE INC. CONV BND 88338TAB0 5,833 6,220,000 PRN   DFND 2 0 0 6,220,000
THERMO FISHER SCIENTIFIC INC COM 883556102 72,168 556,080 SH   DFND 2 0 552,402 3,678
THERMO FISHER SCIENTIFIC INC COM 883556102 598 4,605 SH   DFND 02,03 0 4,605 0
THERMO FISHER SCIENTIFIC INC COM 883556102 15,071 116,142 SH   DFND 02,10 0 116,142 0
THERMO FISHER SCIENTIFIC INC COM 883556102 157,301 1,212,444 SH   DFND 10 0 1,195,390 17,054
THERMO FISHER SCIENTIFIC INC COM 883556102 7,019 54,087 SH   DFND 16 0 27,204 26,883
THERMON GROUP HOLDINGS INC COM 88362T103 1,308 54,321 SH   DFND 2 0 54,321 0
THOMSON REUTERS CORP COM 884903105 743 19,494 SH   DFND 2 0 12,572 6,922
THOMSON REUTERS CORP COM 884903105 122 3,202 SH   DFND 16 0 0 3,202
THOR INDUSTRIES INC COM 885160101 14,574 258,890 SH   DFND 2 0 258,890 0
THOR INDUSTRIES INC COM 885160101 668 11,863 SH   DFND 16 0 10,890 973
THORATEC CORP COM 885175307 16,709 374,916 SH   DFND 2 0 301,041 73,875
THORATEC CORP COM 885175307 0 8 SH   DFND 16 0 0 8
3D SYSTEMS CORP COM 88554D205 5,127 262,633 SH   DFND 2 0 260,693 1,940
3D SYSTEMS CORP COM 88554D205 436 22,324 SH   DFND 16 0 0 22,324
3M CO COM 88579Y101 425,839 2,759,823 SH   DFND 2 0 2,204,021 555,802
3M CO COM 88579Y101 1,134 7,348 SH   DFND 02,03 0 7,348 0
3M CO COM 88579Y101 4,667 30,260 SH   DFND 10 0 30,260 0
3M CO COM 88579Y101 10,657 69,365 SH   DFND 16 0 36,270 33,095
TIDEWATER INC COM 886423102 13,308 585,546 SH   DFND 2 0 585,441 105
TIDEWATER INC COM 886423102 4 181 SH   DFND 16 0 0 181
TIFFANY & CO COM 886547108 4,695 51,034 SH   DFND 2 0 50,517 517
TIFFANY & CO COM 886547108 119 1,301 SH   DFND 02,03 0 1,301 0
TIFFANY & CO COM 886547108 618 6,881 SH   DFND 16 0 0 6,881
TIME INC COM 887228104 7,370 320,384 SH   DFND 2 0 319,798 586
TIME INC COM 887228104 17 745 SH   DFND 16 0 118 627
TIME WARNER INC COM 887317303 381,807 4,368,026 SH   DFND 2 0 4,358,714 9,312
TIME WARNER INC COM 887317303 937 10,719 SH   DFND 02,03 0 10,719 0
TIME WARNER INC COM 887317303 5,587 63,986 SH   DFND 16 0 41,160 22,826
TIME WARNER CABLE COM 88732J207 26,890 150,690 SH   DFND 2 0 149,622 1,068
TIME WARNER CABLE COM 88732J207 584 3,275 SH   DFND 02,03 0 3,275 0
TIME WARNER CABLE COM 88732J207 9,692 54,559 SH   DFND 10 0 54,559 0
TIME WARNER CABLE COM 88732J207 1,091 6,019 SH   DFND 16 0 3,630 2,389
TIMKEN CO COM 887389104 7,151 195,533 SH   DFND 2 0 195,533 0
TIMKEN CO COM 887389104 181 4,953 SH   DFND 16 0 3,071 1,882
TIMKENSTEEL CORP COM 887399103 2,595 96,121 SH   DFND 2 0 94,471 1,650
TIMKENSTEEL CORP COM 887399103 63 2,310 SH   DFND 16 0 803 1,507
TIPTREE FINANCIAL INC - A COM 88822Q103 0 5 SH   DFND 2 0 5 0
TIPTREE FINANCIAL INC - A COM 88822Q103 83 11,499 SH   DFND 16 0 0 11,499
TITAN INTERNATIONAL INC COM 88830M102 8,332 775,765 SH   DFND 2 0 775,765 0
TITAN INTERNATIONAL INC COM 88830M102 9 842 SH   DFND 16 0 0 842
TITAN MACHINERY INC COM 88830R101 3,784 256,905 SH   DFND 2 0 256,905 0
TIVO INC. CONV BND 888706AE8 19,150 21,030,000 PRN   DFND 2 0 0 21,030,000
TOKAI PHARMACEUTICALS INC COM 88907J107 1,823 137,075 SH   DFND 2 0 125,210 11,865
TOKIO MARINE HOLDINGS-ADR ADR 889094108 622 14,950 SH   DFND 2 0 0 14,950
TOLL BROTHERS INC COM 889478103 30,066 787,252 SH   DFND 2 0 787,252 0
TOLL BROTHERS INC COM 889478103 2,772 72,596 SH   DFND 10 0 72,596 0
TOLL BROTHERS INC COM 889478103 924 24,210 SH   DFND 16 0 22,292 1,918
TOMPKINS FINANCIAL CORP COM 890110109 3,063 57,001 SH   DFND 2 0 57,001 0
TOMPKINS FINANCIAL CORP COM 890110109 5 100 SH   DFND 16 0 0 100
TOOTSIE ROLL INDS COM 890516107 1,872 57,910 SH   DFND 2 0 57,910 0
TOOTSIE ROLL INDS COM 890516107 4 110 SH   DFND 16 0 0 110
TOPDANMARK A/S-UNSPON ADR ADR 89054C101 236 89,517 SH   DFND 16 0 0 89,517
TORCHMARK CORP COM 891027104 3,835 65,875 SH   DFND 2 0 65,207 668
TORCHMARK CORP COM 891027104 85 1,457 SH   DFND 02,03 0 1,457 0
TORCHMARK CORP COM 891027104 153 2,634 SH   DFND 16 0 1,157 1,477
TMK 5 7/8 12/15/52 PRF 891027302 217 8,621 SH   DFND 16 0 0 8,621
TORO CO COM 891092108 21,445 316,373 SH   DFND 2 0 316,373 0
TORO CO COM 891092108 17 247 SH   DFND 16 0 0 247
TORONTO-DOMINION BANK COM 891160509 3,449 81,141 SH   DFND 2 0 81,141 0
TORONTO-DOMINION BANK COM 891160509 826 19,427 SH   DFND 16 0 0 19,427
TORVEC INC COM 891479107 2 10,250 SH   DFND 16 0 0 10,250
TORTOISE ENERGY INFRASTRUCTU COM 89147L100 541 13,939 SH   DFND 16 0 0 13,939
TOTAL SA-SPON ADR ADR 89151E109 88,897 1,807,614 SH   DFND 2 0 0 1,807,614
TOTAL SA-SPON ADR ADR 89151E109 7,604 154,670 SH   DFND 16 0 0 154,670
TOWER INTERNATIONAL INC COM 891826109 19,150 735,150 SH   DFND 2 0 671,293 63,857
TOWERS WATSON & CO-CL A COM 891894107 42,415 337,170 SH   DFND 2 0 337,170 0
TOWERS WATSON & CO-CL A COM 891894107 101,507 806,944 SH   DFND 10 0 806,944 0
TOWERS WATSON & CO-CL A COM 891894107 847 6,383 SH   DFND 16 0 5,405 978
TOTAL SYSTEM SERVICES INC COM 891906109 3,765 90,129 SH   DFND 2 0 90,129 0
TOTAL SYSTEM SERVICES INC COM 891906109 79 1,901 SH   DFND 02,03 0 1,901 0
TOTAL SYSTEM SERVICES INC COM 891906109 1,487 35,612 SH   DFND 16 0 4,513 31,099
TOWNE BANK COM 89214P109 7,353 451,454 SH   DFND 2 0 451,454 0
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 4,015 29,982 SH   DFND 2 0 0 29,982
TOYOTA MOTOR CORP -SPON ADR ADR 892331307 3,408 25,479 SH   DFND 16 0 0 25,479
TRACTOR SUPPLY COMPANY COM 892356106 456,995 5,081,136 SH   DFND 2 0 4,720,606 360,530
TRACTOR SUPPLY COMPANY COM 892356106 10,208 113,502 SH   DFND 02,03 0 113,502 0
TRACTOR SUPPLY COMPANY COM 892356106 1,462 16,267 SH   DFND 10 0 16,267 0
TRACTOR SUPPLY COMPANY COM 892356106 3,165 35,181 SH   DFND 16 0 26,658 8,523
TRANSCANADA CORP COM 89353D107 1,105 27,223 SH   DFND 16 0 7,302 19,921
TRANSDIGM GROUP INC COM 893641100 20,860 92,851 SH   DFND 2 0 91,918 933
TRANSDIGM GROUP INC COM 893641100 721 3,185 SH   DFND 16 0 1,636 1,549
TRANSUNION COM 89400J107 33,538 1,336,160 SH   DFND 2 0 1,322,068 14,092
TRAVELCENTERS OF AMERICA LLC COM 894174101 25,912 1,744,930 SH   DFND 2 0 1,623,930 121,000
TRAVELCENTERS OF AMERICA LLC COM 894174101 1 60 SH   DFND 16 0 0 60
TRAVELERS COS INC/THE COM 89417E109 98,427 1,018,303 SH   DFND 2 0 1,017,328 975
TRAVELERS COS INC/THE COM 89417E109 357 3,692 SH   DFND 02,03 0 3,692 0
TRAVELERS COS INC/THE COM 89417E109 4,296 44,446 SH   DFND 16 0 10,977 33,469
TREDEGAR CORP COM 894650100 4,245 191,985 SH   DFND 2 0 191,985 0
TREDEGAR CORP COM 894650100 313 13,977 SH   DFND 16 0 0 13,977
TREASURY WINE ESTATES-ADR ADR 89465J109 1,962 504,357 SH   DFND 2 0 0 504,357
TREEHOUSE FOODS INC COM 89469A104 30,594 377,554 SH   DFND 2 0 357,125 20,429
TREEHOUSE FOODS INC COM 89469A104 19 232 SH   DFND 16 0 0 232
TREX COMPANY INC COM 89531P105 15,219 307,888 SH   DFND 2 0 307,888 0
TREX COMPANY INC COM 89531P105 13,654 276,427 SH   DFND 10 0 276,427 0
TREX COMPANY INC COM 89531P105 144 2,945 SH   DFND 16 0 2,945 0
TRI CITY BANKSHARES CORP COM 895364107 1,022 58,749 SH   DFND 16 0 0 58,749
TRIBUNE MEDIA CO - A COM 896047503 1,666 31,210 SH   DFND 2 0 31,210 0
TRIBUNE MEDIA CO - A COM 896047503 685 12,825 SH   DFND 02,04 0 0 12,825
TRIBUNE MEDIA CO - A COM 896047503 340 6,361 SH   DFND 02,05 0 0 6,361
TRIBUNE MEDIA CO - A COM 896047503 20 380 SH   DFND 16 0 0 380
TRICO BANCSHARES COM 896095106 7,730 321,375 SH   DFND 2 0 219,568 101,807
TRIMAS CORP COM 896215209 11,688 394,858 SH   DFND 2 0 296,689 98,169
TRIMBLE NAVIGATION LTD COM 896239100 14,879 634,262 SH   DFND 2 0 634,262 0
TRIMBLE NAVIGATION LTD COM 896239100 2 94 SH   DFND 16 0 0 94
TRINET GROUP INC COM 896288107 3,299 130,186 SH   DFND 2 0 117,076 13,110
TRINET GROUP INC COM 896288107 58 2,282 SH   DFND 16 0 2,244 38
TRINITY INDUSTRIES INC COM 896522109 32,503 1,229,748 SH   DFND 2 0 1,178,550 51,198
TRINITY INDUSTRIES INC COM 896522109 1,631 61,703 SH   DFND 16 0 6 61,697
TRIPLE-S MANAGEMENT CORP-B COM 896749108 4,738 184,670 SH   DFND 2 0 184,670 0
TRIPLEPOINT VENTURE GROWTH B COM 89677Y100 4,677 346,934 SH   DFND 2 0 309,334 37,600
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TRIUS THERAPEUTICS INC CONTINGENT VALUE RIGHT COM 896CVR990 32 186,725 SH   DFND 2 0 0 186,725
TRIUS THERAPEUTICS INC CONTINGENT VALUE RIGHT COM 896CVR990 0 1,804 SH   DFND 16 0 0 1,804
TRUEBLUE INC COM 89785X101 45,061 1,507,030 SH   DFND 2 0 1,442,530 64,500
TRUEBLUE INC COM 89785X101 9,988 334,261 SH   DFND 10 0 334,261 0
TRUSTCO BANK CORP NY COM 898349105 6,530 928,721 SH   DFND 2 0 928,721 0
TRUSTCO BANK CORP NY COM 898349105 250 35,620 SH   DFND 16 0 0 35,620
TRUSTMARK CORP COM 898402102 4,202 168,226 SH   DFND 2 0 168,226 0
TRUSTMARK CORP COM 898402102 362 14,479 SH   DFND 16 0 2,725 11,754
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TUESDAY MORNING CORP COM 899035505 18 1,575 SH   DFND 16 0 0 1,575
TUMI HOLDINGS INC COM 89969Q104 1,401 68,277 SH   DFND 2 0 68,277 0
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TUPPERWARE BRANDS CORP COM 899896104 910 14,096 SH   DFND 16 0 0 14,096
TURKIYE GARANTI BANKASI-ADR ADR 900148701 70 22,411 SH   DFND 2 0 0 22,411
TURKIYE GARANTI BANKASI-ADR ADR 900148701 9 2,789 SH   DFND 16 0 0 2,789
TUTOR PERINI CORP COM 901109108 25,327 1,173,653 SH   DFND 2 0 1,103,593 70,060
TWENTY-FIRST CENTURY FOX-A COM 90130A101 68,134 2,093,542 SH   DFND 2 0 0 2,093,542
TWENTY-FIRST CENTURY FOX-A COM 90130A101 667 20,494 SH   DFND 02,03 0 0 20,494
TWENTY-FIRST CENTURY FOX-A COM 90130A101 588 18,056 SH   DFND 16 0 0 18,056
TWENTY-FIRST CENTURY FOX - B COM 90130A200 164 5,089 SH   DFND 2 0 5,089 0
TWENTY-FIRST CENTURY FOX - B COM 90130A200 164 4,811 SH   DFND 16 0 4,237 574
TWIN DISC INC COM 901476101 2,389 128,145 SH   DFND 2 0 128,145 0
TWITTER INC COM 90184L102 3,415 94,284 SH   DFND 2 0 94,284 0
TWITTER INC COM 90184L102 581 16,050 SH   DFND 10 0 16,050 0
TWITTER INC COM 90184L102 2,614 72,166 SH   DFND 16 0 11,870 60,296
Twitter Inc OPT 90184L102 2,572 71,000 SH Call DFND 2 0 0 71,000
TWITTER INC CONV BND 90184LAC6 11,401 13,020,000 PRN   DFND 2 0 0 13,020,000
TWO HARBORS INVESTMENT CORP COM 90187B101 264 26,389 SH   DFND 2 0 26,389 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,062 109,079 SH   DFND 16 0 0 109,079
II-VI INC COM 902104108 33,276 1,753,224 SH   DFND 2 0 1,656,224 97,000
2U INC COM 90214J101 2,152 66,864 SH   DFND 2 0 66,864 0
TYLER TECHNOLOGIES INC COM 902252105 23,690 183,111 SH   DFND 2 0 180,381 2,730
TYLER TECHNOLOGIES INC COM 902252105 45 349 SH   DFND 02,03 0 349 0
TYLER TECHNOLOGIES INC COM 902252105 10 78 SH   DFND 16 0 5 73
TYSON FOODS INC-CL A COM 902494103 297,234 6,972,367 SH   DFND 2 0 6,590,129 382,238
TYSON FOODS INC-CL A COM 902494103 344 8,078 SH   DFND 02,03 0 8,078 0
TYSON FOODS INC-CL A COM 902494103 10,163 238,448 SH   DFND 10 0 238,448 0
TYSON FOODS INC-CL A COM 902494103 1,596 37,482 SH   DFND 16 0 1,175 36,306
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UBS 0.8855 PRF 90263W201 1,262 66,066 SH   DFND 16 0 0 66,066
ETRACS WELLS FARGO BDCI ETN COM 902641588 834 37,384 SH   DFND 16 0 0 37,384
ETRACS ALERIAN NAT GAS MLP COM 902641620 229 7,563 SH   DFND 16 0 0 7,563
ETRACS ALERIAN INFRASTRUCTUR COM 902641646 8,872 254,069 SH   DFND 16 0 0 254,069
UDR INC COM 902653104 63,240 1,974,394 SH   DFND 2 0 1,969,444 4,950
UDR INC COM 902653104 311 9,700 SH   DFND 02,03 0 9,700 0
UDR INC COM 902653104 60 1,869 SH   DFND 16 0 0 1,869
UCP INC - CL A COM 90265Y106 5,827 768,759 SH   DFND 2 0 768,759 0
UGI CORP COM 902681105 16,981 492,842 SH   DFND 2 0 492,842 0
UGI CORP COM 902681105 840 24,409 SH   DFND 16 0 15,554 8,855
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UIL HOLDINGS CORP COM 902748102 12,461 271,885 SH   DFND 2 0 271,885 0
UIL HOLDINGS CORP COM 902748102 26 575 SH   DFND 16 0 0 575
UMB FINANCIAL CORP COM 902788108 10,962 192,238 SH   DFND 2 0 192,238 0
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US BANCORP COM 902973304 969 22,333 SH   DFND 02,03 0 22,333 0
US BANCORP COM 902973304 5,474 126,436 SH   DFND 16 0 7,417 119,020
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USB 6 1/2 PRF 902973833 2,059 72,975 SH   DFND 16 0 0 72,975
USANA HEALTH SCIENCES INC COM 90328M107 5,359 39,222 SH   DFND 2 0 39,222 0
USG CORP COM 903293405 34,267 1,233,054 SH   DFND 2 0 1,227,081 5,973
USG CORP COM 903293405 182 6,550 SH   DFND 02,03 0 6,550 0
USG CORP COM 903293405 220 7,911 SH   DFND 16 0 0 7,911
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U.S. PHYSICAL THERAPY INC COM 90337L108 1,762 32,184 SH   DFND 2 0 32,184 0
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US SILICA HOLDINGS INC COM 90346E103 678 23,223 SH   DFND 16 0 8 23,215
UBIQUITI NETWORKS INC COM 90347A100 26 814 SH   DFND 2 0 814 0
UBIQUITI NETWORKS INC COM 90347A100 187 5,914 SH   DFND 16 0 5,914 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 38,345 248,271 SH   DFND 2 0 247,641 630
ULTA SALON COSMETICS & FRAGR COM 90384S303 29 190 SH   DFND 02,03 0 190 0
ULTA SALON COSMETICS & FRAGR COM 90384S303 3,379 21,873 SH   DFND 16 0 10,998 10,875
ULTIMATE SOFTWARE GROUP INC COM 90385D107 23,472 142,832 SH   DFND 2 0 142,266 566
ULTIMATE SOFTWARE GROUP INC COM 90385D107 27 162 SH   DFND 02,03 0 162 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,923 29,963 SH   DFND 10 0 29,963 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2 10 SH   DFND 16 0 0 10
ULTRA PETROLEUM CORP COM 903914109 68 5,398 SH   DFND 2 0 5,398 0
ULTRA PETROLEUM CORP COM 903914109 1,150 94,982 SH   DFND 16 0 85,772 9,210
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 11,517 112,497 SH   DFND 2 0 110,767 1,730
ULTRAPAR PARTICPAC-SPON ADR ADR 90400P101 327 15,533 SH   DFND 2 0 0 15,533
ULTRATECH INC COM 904034105 2,427 130,795 SH   DFND 2 0 130,795 0
ULTRATECH INC COM 904034105 4 200 SH   DFND 16 0 0 200
UMPQUA HOLDINGS CORP COM 904214103 58,884 3,272,720 SH   DFND 2 0 3,133,720 139,000
UMPQUA HOLDINGS CORP COM 904214103 48 2,693 SH   DFND 16 0 0 2,693
UNDER ARMOUR INC-CLASS A COM 904311107 34,117 408,880 SH   DFND 2 0 408,880 0
UNDER ARMOUR INC-CLASS A COM 904311107 163 1,950 SH   DFND 02,03 0 1,950 0
UNDER ARMOUR INC-CLASS A COM 904311107 3,216 38,292 SH   DFND 16 0 10,999 27,293
UNICHARM CORP - SPN ADR ADR 90460M204 129 27,076 SH   DFND 2 0 0 27,076
UNICHARM CORP - SPN ADR ADR 90460M204 24 5,073 SH   DFND 16 0 0 5,073
UNIFI INC COM 904677200 2,265 67,584 SH   DFND 2 0 67,584 0
UNIFIRST CORP/MA COM 904708104 44,367 396,632 SH   DFND 2 0 360,219 36,413
UNILEVER PLC-SPONSORED ADR ADR 904767704 870 20,241 SH   DFND 2 0 0 20,241
UNILEVER PLC-SPONSORED ADR ADR 904767704 15,634 363,885 SH   DFND 16 0 0 363,885
UNILEVER N V -NY SHARES COM 904784709 2,169 51,460 SH   DFND 2 0 49,855 1,605
UNILEVER N V -NY SHARES COM 904784709 7,963 189,746 SH   DFND 16 0 169,030 20,716
UNION BANKSHARES CORP COM 90539J109 36,724 1,580,159 SH   DFND 2 0 1,347,861 232,298
UNION PACIFIC CORP COM 907818108 322,828 3,385,043 SH   DFND 2 0 3,295,233 89,810
UNION PACIFIC CORP COM 907818108 1,017 10,664 SH   DFND 02,03 0 10,664 0
UNION PACIFIC CORP COM 907818108 9,405 98,611 SH   DFND 02,10 0 98,611 0
UNION PACIFIC CORP COM 907818108 92,096 965,870 SH   DFND 10 0 954,251 11,619
UNION PACIFIC CORP COM 907818108 6,387 67,323 SH   DFND 16 0 33,385 33,938
UNISYS CORP COM 909214306 8,193 409,837 SH   DFND 2 0 409,837 0
UNISYS CORP COM 909214306 4 229 SH   DFND 16 0 10 219
UNIT CORP COM 909218109 11,270 415,516 SH   DFND 2 0 364,220 51,296
UNITED COMMUNITY BANKS/GA COM 90984P303 8,680 415,869 SH   DFND 2 0 415,869 0
UNITED COMMUNITY BANKS/GA COM 90984P303 23 1,103 SH   DFND 16 0 0 1,103
UNITED BANKSHARES INC COM 909907107 12,268 304,881 SH   DFND 2 0 304,881 0
UNITED BANKSHARES INC COM 909907107 125 3,113 SH   DFND 16 0 1,959 1,154
UNITED CONTINENTAL HOLDINGS COM 910047109 59,732 1,126,788 SH   DFND 2 0 1,123,644 3,144
UNITED CONTINENTAL HOLDINGS COM 910047109 183 3,450 SH   DFND 02,03 0 3,450 0
UNITED CONTINENTAL HOLDINGS COM 910047109 1,762 33,233 SH   DFND 16 0 26,596 6,637
UNITED FIRE GROUP INC COM 910340108 16,873 515,077 SH   DFND 2 0 515,077 0
UNITED FIRE GROUP INC COM 910340108 201 6,133 SH   DFND 16 0 2,394 3,739
UNITED INSURANCE HOLDINGS CO COM 910710102 1,214 78,100 SH   DFND 2 0 78,100 0
UNITED MICROELECTRON-SP ADR ADR 910873405 37 18,033 SH   DFND 2 0 0 18,033
UNITED NATURAL FOODS INC COM 911163103 13,177 206,941 SH   DFND 2 0 206,941 0
UNITED NATURAL FOODS INC COM 911163103 41 647 SH   DFND 02,03 0 647 0
UNITED NATURAL FOODS INC COM 911163103 72 1,122 SH   DFND 16 0 452 670
UNITED OVERSEAS BANK-SP ADR ADR 911271302 316 9,226 SH   DFND 2 0 0 9,226
UNITED OVERSEAS BANK-SP ADR ADR 911271302 481 13,958 SH   DFND 16 0 0 13,958
UNITED PARCEL SERVICE-CL B COM 911312106 333,853 3,444,928 SH   DFND 2 0 3,254,636 190,292
UNITED PARCEL SERVICE-CL B COM 911312106 857 8,851 SH   DFND 02,03 0 8,851 0
UNITED PARCEL SERVICE-CL B COM 911312106 878 9,064 SH   DFND 10 0 9,064 0
UNITED PARCEL SERVICE-CL B COM 911312106 19,753 203,593 SH   DFND 16 0 153,861 49,732
UNITED RENTALS INC COM 911363109 46,758 533,620 SH   DFND 2 0 531,599 2,021
UNITED RENTALS INC COM 911363109 99 1,125 SH   DFND 02,03 0 1,125 0
UNITED RENTALS INC COM 911363109 1,438 16,414 SH   DFND 10 0 16,414 0
UNITED RENTALS INC COM 911363109 2,935 33,502 SH   DFND 16 0 5,722 27,780
US CELLULAR CORP COM 911684108 218 5,803 SH   DFND 2 0 5,803 0
US CELLULAR CORP COM 911684108 58 1,545 SH   DFND 16 0 0 1,545
UNITED STATES COMMODITY INDE COM 911717106 258 5,464 SH   DFND 16 0 0 5,464
US NATURAL GAS FUND LP COM 912318201 358 26,390 SH   DFND 16 0 0 26,390
UNITED STATES OIL FUND LP COM 91232N108 255 12,830 SH   DFND 16 0 0 12,830
UNITED STATES STEEL CORP COM 912909108 26,224 1,271,700 SH   DFND 2 0 1,259,964 11,736
UNITED STATES STEEL CORP COM 912909108 102 4,969 SH   DFND 16 0 0 4,969
UNITED TECHNOLOGIES CORP COM 913017109 667,057 6,013,308 SH   DFND 2 0 5,759,523 253,785
UNITED TECHNOLOGIES CORP COM 913017109 3,776 34,041 SH   DFND 02,03 0 34,041 0
UNITED TECHNOLOGIES CORP COM 913017109 163,080 1,470,623 SH   DFND 10 0 1,384,862 85,761
UNITED TECHNOLOGIES CORP COM 913017109 7,999 72,167 SH   DFND 16 0 29,250 42,916
UTX 7 1/2 08/01/15 CONV PRF 913017117 1,794 31,315 SH   DFND 2 0 0 31,315
UTX 7 1/2 08/01/15 CONV PRF 913017117 63 1,093 SH   DFND 16 0 0 1,093
UNITED THERAPEUTICS CORP COM 91307C102 20,602 118,431 SH   DFND 2 0 118,183 248
UNITED THERAPEUTICS CORP COM 91307C102 22 127 SH   DFND 02,03 0 127 0
UNITED THERAPEUTICS CORP COM 91307C102 226 1,287 SH   DFND 16 0 479 808
UNITED THERAPEUTICS CORP CONV BND 91307CAF9 6,961 1,900,000 PRN   DFND 2 0 0 1,900,000
UNITEDHEALTH GROUP INC COM 91324P102 348,100 2,853,276 SH   DFND 2 0 2,623,140 230,136
UNITEDHEALTH GROUP INC COM 91324P102 1,344 11,020 SH   DFND 02,03 0 11,020 0
UNITEDHEALTH GROUP INC COM 91324P102 127,858 1,048,521 SH   DFND 10 0 1,033,862 14,659
UNITEDHEALTH GROUP INC COM 91324P102 10,014 81,914 SH   DFND 16 0 15,083 66,831
UNIVERSAL CORP/VA COM 913456109 6,692 116,746 SH   DFND 2 0 116,746 0
UNIVERSAL CORP/VA COM 913456109 360 6,274 SH   DFND 16 0 0 6,274
UNIVERSAL DISPLAY CORP COM 91347P105 1,523 29,446 SH   DFND 2 0 29,446 0
UNIVERSAL DISPLAY CORP COM 91347P105 162 3,140 SH   DFND 16 0 0 3,140
UNIVERSAL ELECTRONICS INC COM 913483103 3,768 75,614 SH   DFND 2 0 75,614 0
UNIVERSAL ELECTRONICS INC COM 913483103 1 16 SH   DFND 16 0 0 16
UNIVERSAL FOREST PRODUCTS COM 913543104 14,890 286,184 SH   DFND 2 0 286,184 0
UNIVERSAL FOREST PRODUCTS COM 913543104 0 1 SH   DFND 16 0 0 1
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 3,018 64,944 SH   DFND 2 0 64,844 100
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 35 751 SH   DFND 16 0 0 751
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 3,814 157,583 SH   DFND 2 0 157,583 0
UNIVERSAL INSURANCE HOLDINGS COM 91359V107 88 3,632 SH   DFND 16 0 0 3,632
UNIVERSAL STAINLESS & ALLOY COM 913837100 6,339 322,553 SH   DFND 2 0 266,058 56,495
UNIVERSAL HEALTH SERVICES-B COM 913903100 9,010 63,404 SH   DFND 2 0 6,304 361
UNIVERSAL HEALTH SERVICES-B COM 913903100 150 1,055 SH   DFND 02,03 0 106 0
UNIVERSAL HEALTH SERVICES-B COM 913903100 917 6,435 SH   DFND 16 0 337 3,068
UNIVERSAL TECHNICAL INSTITUT COM 913915104 4,641 539,556 SH   DFND 2 0 539,556 0
UNUM GROUP COM 91529Y106 171,697 4,802,743 SH   DFND 2 0 4,448,681 354,062
UNUM GROUP COM 91529Y106 103 2,893 SH   DFND 02,03 0 2,893 0
UNUM GROUP COM 91529Y106 107 2,882 SH   DFND 16 0 1,001 1,881
URBAN OUTFITTERS INC COM 917047102 1,095 31,250 SH   DFND 2 0 31,250 0
URBAN OUTFITTERS INC COM 917047102 40 1,129 SH   DFND 02,03 0 1,129 0
URBAN OUTFITTERS INC COM 917047102 194 5,561 SH   DFND 16 0 4,957 604
URBAN EDGE PROPERTIES COM 91704F104 5,374 258,521 SH   DFND 2 0 258,133 388
URBAN EDGE PROPERTIES COM 91704F104 9 433 SH   DFND 16 0 45 388
URSTADT BIDDLE - CLASS A COM 917286205 4,864 260,395 SH   DFND 2 0 13,020 0
US ECOLOGY INC COM 91732J102 6,290 129,102 SH   DFND 2 0 129,102 0
US ECOLOGY INC COM 91732J102 24 500 SH   DFND 16 0 0 500
VCA INC COM 918194101 54,055 993,583 SH   DFND 2 0 943,583 50,000
VCA INC COM 918194101 0 6 SH   DFND 16 0 0 6
VF CORP COM 918204108 163,358 2,342,366 SH   DFND 2 0 2,335,810 6,556
VF CORP COM 918204108 333 4,762 SH   DFND 02,03 0 4,762 0
VF CORP COM 918204108 67,738 971,585 SH   DFND 10 0 957,885 13,700
VF CORP COM 918204108 2,433 34,494 SH   DFND 16 0 2,493 32,001
VOC ENERGY TRUST COM 91829B103 88 15,555 SH   DFND 2 0 15,555 0
VOC ENERGY TRUST COM 91829B103 71 12,521 SH   DFND 16 0 0 12,521
VOXX INTERNATIONAL CORP COM 91829F104 7,782 939,691 SH   DFND 2 0 939,691 0
VWR CORP COM 91843L103 1,487 55,650 SH   DFND 2 0 55,650 0
VAIL RESORTS INC COM 91879Q109 937 8,570 SH   DFND 2 0 8,570 0
VALEANT PHARMACEUTICALS INTE COM 91911K102 126,366 568,842 SH   DFND 2 0 565,299 3,543
VALEANT PHARMACEUTICALS INTE COM 91911K102 7,461 33,482 SH   DFND 16 0 17,020 16,462
VALE SA-SP ADR ADR 91912E105 86 14,545 SH   DFND 2 0 0 14,545
VALE SA-SP ADR ADR 91912E105 646 109,600 SH   DFND 10 0 0 109,600
VALE SA-SP ADR ADR 91912E105 398 67,617 SH   DFND 16 0 0 67,617
VALE SA-SP PREF ADR ADR 91912E204 128 25,313 SH   DFND 2 0 0 25,313
VALE SA-SP PREF ADR ADR 91912E204 16,835 3,339,100 SH   DFND 10 0 0 3,339,100
VALE SA-SP PREF ADR ADR 91912E204 0 3 SH   DFND 16 0 0 3
VALEO SA-SPON ADR ADR 919134304 204 2,592 SH   DFND 2 0 0 2,592
VALEO SA-SPON ADR ADR 919134304 1,061 13,398 SH   DFND 16 0 0 13,398
VALERO ENERGY CORP COM 91913Y100 643,558 10,280,514 SH   DFND 2 0 8,714,736 1,565,778
VALERO ENERGY CORP COM 91913Y100 406 6,478 SH   DFND 02,03 0 6,478 0
VALERO ENERGY CORP COM 91913Y100 512 8,176 SH   DFND 02,10 0 8,176 0
VALERO ENERGY CORP COM 91913Y100 4,624 73,840 SH   DFND 16 0 3,107 70,733
VALERO ENERGY PARTNERS LP LP 91914J102 2,847 55,732 SH   DFND 2 0 0 55,732
VALLEY NATIONAL BANCORP COM 919794107 11,495 1,114,838 SH   DFND 2 0 1,114,838 0
VALLEY NATIONAL BANCORP COM 919794107 19 1,800 SH   DFND 16 0 0 1,800
VALMONT INDUSTRIES COM 920253101 6,991 58,811 SH   DFND 2 0 58,776 35
VALMONT INDUSTRIES COM 920253101 11 95 SH   DFND 16 0 0 95
VALSPAR CORP/THE COM 920355104 15,766 192,710 SH   DFND 2 0 192,338 372
VALSPAR CORP/THE COM 920355104 428 5,236 SH   DFND 16 0 2,436 2,800
VANGUARD DIVIDEND APPREC ETF COM 921908844 28,666 364,846 SH   DFND 16 0 0 364,846
VANGUARD TOTAL INTL STOCK COM 921909768 61 1,194 SH   DFND 2 0 1,194 0
VANGUARD TOTAL INTL STOCK COM 921909768 3,054 60,660 SH   DFND 16 0 0 60,660
VANGUARD EXTENDED DUR TREAS COM 921910709 501 4,556 SH   DFND 16 0 0 4,556
VANGUARD MEGA CAP GROWTH ETF COM 921910816 5,496 66,248 SH   DFND 16 0 0 66,248
VANGUARD MEGA CAP VALUE ETF COM 921910840 6,543 109,287 SH   DFND 16 0 0 109,287
VANGUARD MEGA CAP ETF COM 921910873 3,198 45,395 SH   DFND 16 0 0 45,395
VANGUARD S&P 500 GROWTH ETF COM 921932505 268 2,626 SH   DFND 16 0 0 2,626
VANGUARD S&P 500 VALUE ETF COM 921932703 1,011 11,388 SH   DFND 16 0 0 11,388
VANGUARD S&P SMALL-CAP 600 V COM 921932778 518 5,073 SH   DFND 16 0 0 5,073
VANGUARD S&P SMALL-CAP 600 E COM 921932828 679 6,354 SH   DFND 16 0 0 6,354
VANGUARD INTERMEDIATE-TERM B COM 921937819 26,682 316,306 SH   DFND 16 0 0 316,306
VANGUARD SHORT-TERM BOND ETF COM 921937827 33,436 416,780 SH   DFND 16 0 347 416,433
VANGUARD TOTAL BOND MARKET COM 921937835 88,064 1,083,315 SH   DFND 16 0 217 1,083,098
VANGUARD FTSE DEVELOPED ETF COM 921943858 24,950 629,297 SH   DFND 16 0 0 629,297
VANGUARD HIGH DVD YIELD ETF COM 921946406 8,189 121,640 SH   DFND 16 0 0 121,640
VANGUARD EMERG MKTS GOV BND COM 921946885 774 10,060 SH   DFND 16 0 0 10,060
VANGUARD SHORT-TERM TIPS COM 922020805 1,009 20,737 SH   DFND 16 0 0 20,737
VANGUARD TOTAL INTL BOND ETF COM 92203J407 28,595 545,939 SH   DFND 16 0 0 545,939
VANGUARD GLBL EX-US REAL EST COM 922042676 273 4,917 SH   DFND 16 0 0 4,917
VANGUARD FTSE ALL WO X-US SC COM 922042718 391 3,838 SH   DFND 16 0 0 3,838
VANGUARD TOT WORLD STK ETF COM 922042742 5,991 97,380 SH   DFND 16 0 0 97,380
VANGUARD FTSE ALL-WORLD EX-U COM 922042775 15,905 320,420 SH   DFND 16 0 1,400 319,020
VANGUARD FTSE EMERGING MARKE COM 922042858 33 800 SH   DFND 2 0 0 800
VANGUARD FTSE EMERGING MARKE COM 922042858 36,789 901,607 SH   DFND 16 0 0 901,607
VANGUARD FTSE EUROPE ETF COM 922042874 11,863 219,900 SH   DFND 16 0 0 219,900
VANGUARD CONSUMER DISCRE ETF COM 92204A108 11,307 91,024 SH   DFND 16 0 0 91,024
VANGUARD CONSUMER STAPLE ETF COM 92204A207 2,830 22,662 SH   DFND 16 0 530 22,132
VANGUARD ENERGY ETF COM 92204A306 2,576 24,089 SH   DFND 16 0 0 24,089
VANGUARD FINANCIALS ETF COM 92204A405 1,970 39,669 SH   DFND 16 0 0 39,669
VANGUARD HEALTH CARE ETF COM 92204A504 13,735 98,133 SH   DFND 16 0 0 98,133
VANGUARD INDUSTRIALS ETF COM 92204A603 1,280 12,224 SH   DFND 16 0 0 12,224
VANGUARD INFO TECH ETF COM 92204A702 9,666 91,113 SH   DFND 16 0 0 91,113
VANGUARD MATERIALS ETF COM 92204A801 836 7,764 SH   DFND 16 0 0 7,764
VANGUARD UTILITIES ETF COM 92204A876 557 6,198 SH   DFND 16 0 0 6,198
VANGUARD TELECOM SERVICE ETF COM 92204A884 293 3,370 SH   DFND 16 0 0 3,370
VANGUARD SHORT-TERM GOV BND COM 92206C102 1,152 18,857 SH   DFND 16 0 0 18,857
VANGUARD S/T CORP BOND ETF COM 92206C409 112,536 1,415,266 SH   DFND 16 0 650,542 764,724
VANGUARD RUSSELL 2000 GROWTH COM 92206C623 1,015 9,019 SH   DFND 16 0 0 9,019
VANGUARD RUSSELL 2000 COM 92206C664 29,296 292,409 SH   DFND 2 0 292,409 0
VANGUARD RUSSELL 2000 COM 92206C664 780 7,783 SH   DFND 16 0 0 7,783
VANGUARD RUSSELL 1000 GROWTH COM 92206C680 1,802 17,802 SH   DFND 16 0 0 17,802
VANGUARD RUSSELL 1000 VALUE COM 92206C714 846 9,430 SH   DFND 16 0 0 9,430
VANGUARD RUSSELL 1000 COM 92206C730 792 8,302 SH   DFND 16 0 0 8,302
VANGUARD MORTGAGE-BACKED SEC COM 92206C771 3,109 58,849 SH   DFND 16 0 0 58,849
VANGUARD LONG-TERM CORP BOND COM 92206C813 11,049 129,481 SH   DFND 16 0 167 129,314
VANGUARD INT-TERM CORPORATE COM 92206C870 91,721 1,075,220 SH   DFND 16 0 120,555 954,665
VANTAGE DRILLING CO. CONV BND 92209XAA1 3,576 5,184,000 PRN   DFND 2 0 0 5,184,000
VANTIV INC - CL A COM 92210H105 29,962 784,560 SH   DFND 2 0 778,860 5,700
VANTIV INC - CL A COM 92210H105 118 3,100 SH   DFND 10 0 0 3,100
VANTIV INC - CL A COM 92210H105 415 10,865 SH   DFND 16 0 3,252 7,613
VARDE INV PARTNER LP LP 922155999 119 116,742 SH   DFND 02,05 0 0 116,742
VARIAN MEDICAL SYSTEMS INC COM 92220P105 75,589 896,336 SH   DFND 2 0 895,890 446
VARIAN MEDICAL SYSTEMS INC COM 92220P105 97 1,156 SH   DFND 02,03 0 1,156 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 93 1,101 SH   DFND 16 0 0 1,101
VASCO DATA SECURITY INTL COM 92230Y104 4,255 140,953 SH   DFND 2 0 140,953 0
VASCO DATA SECURITY INTL COM 92230Y104 403 14,238 SH   DFND 16 0 0 14,238
VASCULAR SOLUTIONS INC COM 92231M109 6,804 195,944 SH   DFND 2 0 195,944 0
VECTREN CORP COM 92240G101 17,452 453,561 SH   DFND 2 0 453,561 0
VECTREN CORP COM 92240G101 83 2,154 SH   DFND 16 0 0 2,154
VECTOR GROUP LTD COM 92240M108 562 23,943 SH   DFND 2 0 23,943 0
VECTOR GROUP LTD COM 92240M108 258 11,005 SH   DFND 16 0 0 11,005
VECTOR GROUP LTD CONV BND 92240MAY4 14,243 9,629,000 PRN   DFND 2 0 0 9,629,000
VECTOR GROUP LTD CONV BND 92240MBC1 16,431 14,970,000 PRN   DFND 2 0 0 14,970,000
VEECO INSTRUMENTS INC COM 922417100 5,653 196,689 SH   DFND 2 0 196,689 0
VEECO INSTRUMENTS INC COM 922417100 6 200 SH   DFND 16 0 0 200
VEEVA SYSTEMS INC-CLASS A COM 922475108 35,021 1,249,476 SH   DFND 2 0 1,228,025 21,451
VEEVA SYSTEMS INC-CLASS A COM 922475108 62 2,200 SH   DFND 10 0 0 2,200
VEEVA SYSTEMS INC-CLASS A COM 922475108 3 110 SH   DFND 16 0 0 110
VENTAS INC COM 92276F100 32,693 526,547 SH   DFND 2 0 525,777 770
VENTAS INC COM 92276F100 238 3,835 SH   DFND 02,03 0 3,835 0
VENTAS INC COM 92276F100 124 1,995 SH   DFND 10 0 1,995 0
VENTAS INC COM 92276F100 6,177 99,507 SH   DFND 16 0 79,494 20,013
VTR 5.45 03/15/43 PRF 92276M204 660 27,381 SH   DFND 16 0 0 27,381
VANGUARD S&P 500 ETF COM 922908363 194 1,025 SH   DFND 2 0 1,025 0
VANGUARD S&P 500 ETF COM 922908363 133,068 705,613 SH   DFND 16 0 0 705,613
VANGUARD MID-CAP VALUE ETF COM 922908512 2,437 27,082 SH   DFND 16 0 0 27,082
VANGUARD MID-CAP GROWTH ETF COM 922908538 1,705 15,997 SH   DFND 16 0 0 15,997
VANGUARD REIT ETF COM 922908553 61,956 829,502 SH   DFND 2 0 829,502 0
VANGUARD REIT ETF COM 922908553 102,156 1,369,241 SH   DFND 16 0 172 1,369,069
VANGUARD SMALL-CAP GRWTH ETF COM 922908595 13,067 97,266 SH   DFND 16 0 0 97,266
VANGUARD SMALL-CAP VALUE ETF COM 922908611 6,007 55,745 SH   DFND 16 0 0 55,745
VANGUARD MID-CAP ETF COM 922908629 22,973 180,135 SH   DFND 16 0 0 180,135
VANGUARD LARGE-CAP ETF COM 922908637 2,508 26,459 SH   DFND 16 0 0 26,459
VANGUARD EXTENDED MARKET ETF COM 922908652 7,309 79,451 SH   DFND 16 0 0 79,451
VANGUARD GROWTH ETF COM 922908736 14,919 141,378 SH   DFND 16 0 0 141,378
VANGUARD VALUE ETF COM 922908744 9,005 107,906 SH   DFND 16 0 0 107,906
VANGUARD SMALL-CAP ETF COM 922908751 14,693 121,072 SH   DFND 16 0 0 121,072
VANGUARD TOTAL STOCK MKT ETF COM 922908769 54,000 505,141 SH   DFND 16 0 0 505,141
VEOLIA ENVIRONNEMENT-ADR ADR 92334N103 337 16,500 SH   DFND 2 0 0 16,500
VEOLIA ENVIRONNEMENT-ADR ADR 92334N103 1,327 64,880 SH   DFND 16 0 0 64,880
VERA BRADLEY INC COM 92335C106 1,931 171,250 SH   DFND 2 0 171,250 0
VERA BRADLEY INC COM 92335C106 1 50 SH   DFND 16 0 0 50
VERIFONE SYSTEMS INC COM 92342Y109 9,532 280,704 SH   DFND 2 0 280,704 0
VERIFONE SYSTEMS INC COM 92342Y109 5,161 152,849 SH   DFND 16 0 16,961 135,888
VERISIGN INC COM 92343E102 224,594 3,638,925 SH   DFND 2 0 2,842,322 796,603
VERISIGN INC COM 92343E102 75 1,211 SH   DFND 02,03 0 1,211 0
VERISIGN INC COM 92343E102 33 535 SH   DFND 16 0 0 535
VERIZON COMMUNICATIONS INC COM 92343V104 1,355,787 29,087,925 SH   DFND 2 0 27,218,445 1,869,480
VERIZON COMMUNICATIONS INC COM 92343V104 7,110 152,518 SH   DFND 02,03 0 152,518 0
VERIZON COMMUNICATIONS INC COM 92343v104 14,568 312,544 SH   DFND 10 0 0 312,544
VERIZON COMMUNICATIONS INC COM 92343V104 32,307 693,718 SH   DFND 16 0 307,986 385,733
VZ 5.9 02/15/54 PRF 92343V302 1,775 67,697 SH   DFND 16 0 0 67,697
VERINT SYSTEMS INC COM 92343X100 72,417 1,192,136 SH   DFND 2 0 1,180,487 11,649
VERINT SYSTEMS INC COM 92343X100 372 6,126 SH   DFND 10 0 0 6,126
VERINT SYSTEMS INC COM 92343X100 150 2,470 SH   DFND 16 0 1,445 1,025
VERINT SYSTEMS INC CONV BND 92343XAA8 7,025 6,210,000 PRN   DFND 2 0 0 6,210,000
VERINT SYSTEMS INC CONV BND 92343XAA8 6 5,000 PRN   DFND 16 0 0 5,000
VERITEX HOLDINGS INC COM 923451108 4,254 284,753 SH   DFND 2 0 188,740 96,013
VERITIV CORP COM 923454102 7,232 198,349 SH   DFND 2 0 198,192 157
VERITIV CORP COM 923454102 10 266 SH   DFND 16 0 0 266
VERISK ANALYTICS INC COM 92345Y106 21,601 296,870 SH   DFND 2 0 295,254 1,616
VERISK ANALYTICS INC COM 92345Y106 4,401 60,486 SH   DFND 10 0 60,486 0
VERISK ANALYTICS INC COM 92345Y106 1,061 14,590 SH   DFND 16 0 13,563 1,027
VERTEX PHARMACEUTICALS INC COM 92532F100 1,060,573 8,589,039 SH   DFND 2 0 7,933,850 655,189
VERTEX PHARMACEUTICALS INC COM 92532F100 15,091 122,215 SH   DFND 02,03 0 122,215 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,587 29,046 SH   DFND 02,10 0 29,046 0
VERTEX PHARMACEUTICALS INC COM 92532F100 137,489 1,113,465 SH   DFND 10 0 1,067,679 45,786
VERTEX PHARMACEUTICALS INC COM 92532F100 2,517 20,796 SH   DFND 16 0 17,464 3,332
VIAD CORP COM 92552R406 2,603 95,992 SH   DFND 2 0 95,992 0
VIASAT INC COM 92552V100 12,904 214,152 SH   DFND 2 0 214,152 0
VIACOM INC-CLASS B COM 92553P201 30,865 477,065 SH   DFND 2 0 0 477,065
VIACOM INC-CLASS B COM 92553P201 267 4,134 SH   DFND 02,03 0 0 4,134
VIACOM INC-CLASS B COM 92553P201 1,670 25,835 SH   DFND 16 0 0 25,835
VIACOM INC OPT 92553P201 1,332 20,600 SH Put DFND 2 0 0 20,600
VICOR CORP COM 925815102 961 78,832 SH   DFND 2 0 78,832 0
VIDEOCON D2H LTD -ADR ADR 92657J101 1,454 115,331 SH   DFND 2 0 115,331 0
VILLAGE SUPER MARKET-CLASS A COM 927107409 2,611 82,391 SH   DFND 2 0 82,391 0
VINCI S.A.-UNSPONS ADR ADR 927320101 351 24,312 SH   DFND 2 0 0 24,312
VINCI S.A.-UNSPONS ADR ADR 927320101 553 38,243 SH   DFND 16 0 0 38,243
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 34,883 1,567,829 SH   DFND 2 0 1,549,522 18,307
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 20,805 935,029 SH   DFND 02,10 0 935,029 0
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 18,195 817,748 SH   DFND 10 0 817,748 0
VIPSHOP HOLDINGS LTD - ADR ADR 92763W103 1,353 61,181 SH   DFND 16 0 17,023 44,158
VIRGIN AMERICA INC COM 92765X208 3,218 117,062 SH   DFND 2 0 117,062 0
VIRGIN AMERICA INC COM 92765X208 81 2,965 SH   DFND 16 0 0 2,965
VIRTU FINANCIAL INC-CLASS A COM 928254101 27,228 1,159,614 SH   DFND 2 0 1,079,614 80,000
VIRTU FINANCIAL INC-CLASS A COM 928254101 2,348 100,000 SH   DFND 10 0 100,000 0
VISA INC-CLASS A SHARES COM 92826C839 1,404,532 20,916,221 SH   DFND 2 0 19,969,068 947,153
VISA INC-CLASS A SHARES COM 92826C839 14,934 222,402 SH   DFND 02,03 0 222,402 0
VISA INC-CLASS A SHARES COM 92826C839 7,596 113,124 SH   DFND 02,10 0 113,124 0
VISA INC-CLASS A SHARES COM 92826C839 90,571 1,349,395 SH   DFND 10 0 1,342,995 6,400
VISA INC-CLASS A SHARES COM 92826C839 18,355 278,250 SH   DFND 16 0 150,634 127,616
VIRTRA SYSTEMS INC COM 92827K103 2 22,000 SH   DFND 16 0 0 22,000
VIRTUSA CORP COM 92827P102 8,331 162,086 SH   DFND 2 0 162,086 0
VIRTUSA CORP COM 92827P102 1 21 SH   DFND 16 0 0 21
VIRTUS INVESTMENT PARTNERS COM 92828Q109 15,795 119,420 SH   DFND 2 0 100,556 18,864
VIRTUS INVESTMENT PARTNERS COM 92828Q109 2 15 SH   DFND 16 0 0 15
VISHAY INTERTECHNOLOGY INC COM 928298108 16,388 1,402,946 SH   DFND 2 0 1,402,946 0
VISHAY INTERTECHNOLOGY INC COM 928298108 212 18,180 SH   DFND 16 0 0 18,180
VISTA OUTDOOR INC COM 928377100 13,983 311,433 SH   DFND 2 0 309,379 2,054
VISTA OUTDOOR INC COM 928377100 18 404 SH   DFND 16 0 0 404
VISTEON CORP COM 92839U206 66,652 634,903 SH   DFND 2 0 632,283 2,620
VISTEON CORP COM 92839U206 29,167 278,055 SH   DFND 10 0 278,055 0
VISTEON CORP COM 92839U206 154 1,488 SH   DFND 16 0 1,356 132
VISTEON CORP OPT 92839U206 399 3,800 SH Put DFND 2 0 0 3,800
VITAMIN SHOPPE INC COM 92849E101 20,482 549,563 SH   DFND 2 0 549,563 0
VITAMIN SHOPPE INC COM 92849E101 9 235 SH   DFND 16 0 0 235
VIVENDI SA-UNSPON ADR ADR 92852T201 318 12,619 SH   DFND 2 0 0 12,619
VIVENDI SA-UNSPON ADR ADR 92852T201 1 53 SH   DFND 16 0 0 53
VIVINT SOLAR INC COM 92854Q106 1,432 117,697 SH   DFND 2 0 117,697 0
VMWARE INC-CLASS A COM 928563402 479,797 5,595,942 SH   DFND 2 0 5,260,664 335,278
VMWARE INC-CLASS A COM 928563402 8,137 94,907 SH   DFND 02,03 0 94,907 0
VMWARE INC-CLASS A COM 928563402 459 5,349 SH   DFND 10 0 0 5,349
VMWARE INC-CLASS A COM 928563402 2,337 27,253 SH   DFND 16 0 19,718 7,535
VODAFONE GROUP PLC-SP ADR ADR 92857W308 87,651 2,403,087 SH   DFND 2 0 0 2,403,087
VODAFONE GROUP PLC-SP ADR ADR 92857W308 45 1,224 SH   DFND 02,03 0 0 1,224
VODAFONE GROUP PLC-SP ADR ADR 92857W308 24,947 683,421 SH   DFND 16 0 0 683,421
VOLKSWAGEN AG-SPONS ADR ADR 928662303 305 6,601 SH   DFND 2 0 0 6,601
VOLKSWAGEN AG-SPONS ADR ADR 928662303 462 9,984 SH   DFND 16 0 0 9,984
VOLKSWAGEN AG-SPONS ADR PFD ADR 928662402 277 5,967 SH   DFND 2 0 0 5,967
VOLKSWAGEN AG-SPONS ADR PFD ADR 928662402 753 16,123 SH   DFND 16 0 0 16,123
VOLVO AB-SPONSORED ADR ADR 928856400 283 22,821 SH   DFND 2 0 0 22,821
VONAGE HOLDINGS CORP COM 92886T201 2,662 542,200 SH   DFND 2 0 542,200 0
VONAGE HOLDINGS CORP COM 92886T201 12 2,480 SH   DFND 16 0 0 2,480
VORNADO REALTY TRUST COM 929042109 25,802 271,770 SH   DFND 2 0 270,993 777
VORNADO REALTY TRUST COM 929042109 193 2,030 SH   DFND 02,03 0 2,030 0
VORNADO REALTY TRUST COM 929042109 124 1,307 SH   DFND 10 0 1,307 0
VORNADO REALTY TRUST COM 929042109 917 9,657 SH   DFND 16 0 7,922 1,735
VNO 5.4 PRF 929042844 338 15,089 SH   DFND 16 0 0 15,089
VNO 5.7 PRF 929042851 474 19,961 SH   DFND 16 0 0 19,961
VNO 6 7/8 PRF 929042869 452 17,654 SH   DFND 16 0 0 17,654
VOYA FINANCIAL INC COM 929089100 133,990 2,883,348 SH   DFND 2 0 2,345,098 538,250
VOYA FINANCIAL INC COM 929089100 412 8,875 SH   DFND 02,03 0 8,875 0
VOYA FINANCIAL INC COM 929089100 1,006 21,709 SH   DFND 16 0 19,656 2,053
VRINGO INC COM 92911N104 7 11,790 SH   DFND 2 0 11,790 0
VRINGO INC COM 92911N104 2 3,200 SH   DFND 16 0 0 3,200
VOYA EMERGING MARKETS HIGH I COM 92912P108 2,482 250,524 SH   DFND 16 0 0 250,524
ING GLOBAL EQUITY & PR OPPT COM 92912T100 625 76,482 SH   DFND 16 0 0 76,482
VOYA INFRASTRUCTURE INDUSTRI COM 92912X101 685 46,874 SH   DFND 16 0 0 46,874
VOYA PRIME RATE TRUST COM 92913A100 89 16,974 SH   DFND 16 0 0 16,974
VOYA NATURAL RESOURCES EQUIT COM 92913C106 237 30,425 SH   DFND 16 0 0 30,425
VULCAN MATERIALS CO COM 929160109 6,861 81,738 SH   DFND 2 0 80,002 1,736
VULCAN MATERIALS CO COM 929160109 129 1,534 SH   DFND 02,03 0 1,534 0
VULCAN MATERIALS CO COM 929160109 107 1,277 SH   DFND 16 0 1,107 170
W&T OFFSHORE INC COM 92922P106 5,946 1,084,979 SH   DFND 2 0 1,084,979 0
W&T OFFSHORE INC COM 92922P106 4 700 SH   DFND 16 0 0 700
WD-40 CO COM 929236107 5,728 65,717 SH   DFND 2 0 65,717 0
WD-40 CO COM 929236107 1,471 16,912 SH   DFND 10 0 16,912 0
WD-40 CO COM 929236107 249 2,860 SH   DFND 16 0 0 2,860
WGL HOLDINGS INC COM 92924F106 11,480 211,483 SH   DFND 2 0 211,483 0
WGL HOLDINGS INC COM 92924F106 179 3,191 SH   DFND 16 0 1,896 1,295
WABCO HOLDINGS INC COM 92927K102 788 6,371 SH   DFND 2 0 5,082 1,289
WABCO HOLDINGS INC COM 92927K102 57 463 SH   DFND 02,03 0 463 0
WABCO HOLDINGS INC COM 92927K102 3,099 25,059 SH   DFND 10 0 25,059 0
WABCO HOLDINGS INC COM 92927K102 1,272 10,275 SH   DFND 16 0 9,229 1,046
WSFS FINANCIAL CORP COM 929328102 7,333 268,144 SH   DFND 2 0 268,144 0
WNS HOLDINGS LTD-ADR ADR 92932M101 3,091 115,536 SH   DFND 2 0 115,536 0
WUXI PHARMATECH CAYMAN-ADR ADR 929352102 14,340 339,303 SH   DFND 2 0 2,677,024 4,675
WUXI PHARMATECH CAYMAN-ADR ADR 929352102 6,004 142,079 SH   DFND 02,10 0 1,136,632 0
WMIH CORP COM 92936P100 196 75,243 SH   DFND 2 0 75,243 0
WMIH CORP COM 92936P100 0 20 SH   DFND 16 0 0 20
WP CAREY INC COM 92936U109 387 6,473 SH   DFND 2 0 2,718 3,755
WP CAREY INC COM 92936U109 14,469 250,633 SH   DFND 16 0 172,456 78,177
WPP PLC-SPONSORED ADR ADR 92937A102 691 6,026 SH   DFND 2 0 0 6,026
WPP PLC-SPONSORED ADR ADR 92937A102 253 2,223 SH   DFND 16 0 0 2,223
WP GLIMCHER INC COM 92939N102 7,570 559,499 SH   DFND 2 0 559,499 0
WP GLIMCHER INC COM 92939N102 169 12,475 SH   DFND 16 0 7,809 4,666
WEC ENERGY GROUP INC COM 92939U106 75,892 1,687,593 SH   DFND 2 0 1,683,970 3,623
WEC ENERGY GROUP INC COM 92939U106 204 4,528 SH   DFND 02,03 0 4,528 0
WEC ENERGY GROUP INC COM 92939U106 251 5,573 SH   DFND 16 0 0 5,573
WABASH NATIONAL CORP COM 929566107 42,268 3,370,833 SH   DFND 2 0 3,018,633 352,200
WABASH NATIONAL CORP CONV BND 929566AH0 13,864 11,082,000 PRN   DFND 2 0 0 11,082,000
WABASH NATIONAL CORP CONV BND 929566AH0 5 4,000 PRN   DFND 16 0 0 4,000
WABTEC CORP COM 929740108 44,628 473,557 SH   DFND 2 0 472,363 1,194
WABTEC CORP COM 929740108 32 335 SH   DFND 02,03 0 335 0
WABTEC CORP COM 929740108 2,780 29,502 SH   DFND 16 0 15,709 13,793
WADDELL & REED FINANCIAL-A COM 930059100 19,980 422,311 SH   DFND 2 0 421,793 518
WADDELL & REED FINANCIAL-A COM 930059100 435 9,209 SH   DFND 16 0 4,914 4,295
WAGEWORKS INC COM 930427109 11,157 275,847 SH   DFND 2 0 275,847 0
WAL-MART STORES INC COM 931142103 409,410 5,772,044 SH   DFND 2 0 4,967,993 804,051
WAL-MART STORES INC COM 931142103 1,355 19,099 SH   DFND 02,03 0 19,099 0
WAL-MART STORES INC COM 931142103 155,448 2,192,198 SH   DFND 10 0 2,133,150 59,048
WAL-MART STORES INC COM 931142103 5,788 81,534 SH   DFND 16 0 18,755 62,779
WALGREENS BOOTS ALLIANCE INC COM 931427108 146,889 1,739,504 SH   DFND 2 0 1,636,464 103,040
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,046 24,229 SH   DFND 02,03 0 24,229 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,613 42,787 SH   DFND 10 0 0 42,787
WALGREENS BOOTS ALLIANCE INC COM 931427108 7,443 88,291 SH   DFND 16 0 6,069 82,222
WALKER & DUNLOP INC COM 93148P102 8,983 335,888 SH   DFND 2 0 335,888 0
WALKER & DUNLOP INC COM 93148P102 249 14,124 SH   DFND 16 0 4,270 9,854
WALTER INVESTMENT MANAGEMENT CORP CONV BND 93317WAA0 15,004 18,324,000 PRN   DFND 2 0 0 18,324,000
WASHINGTON FEDERAL INC COM 938824109 20,572 881,067 SH   DFND 2 0 881,067 0
WASHINGTON REIT COM 939653101 96 3,703 SH   DFND 2 0 3,703 0
WASHINGTON REIT COM 939653101 236 9,078 SH   DFND 16 0 0 9,078
WASTE CONNECTIONS INC COM 941053100 30,384 644,844 SH   DFND 2 0 644,844 0
WASTE CONNECTIONS INC COM 941053100 40 845 SH   DFND 02,03 0 845 0
WASTE CONNECTIONS INC COM 941053100 14 316 SH   DFND 16 0 10 306
WASTE MANAGEMENT INC COM 94106L109 85,844 1,852,164 SH   DFND 2 0 1,847,660 4,504
WASTE MANAGEMENT INC COM 94106L109 282 6,070 SH   DFND 02,03 0 6,070 0
WASTE MANAGEMENT INC COM 94106L109 12,935 273,549 SH   DFND 16 0 73,010 200,539
WATERS CORP COM 941848103 5,121 39,881 SH   DFND 2 0 39,191 690
WATERS CORP COM 941848103 122 953 SH   DFND 02,03 0 953 0
WATERS CORP COM 941848103 1 9 SH   DFND 16 0 0 9
WATSCO INC COM 942622200 8,371 67,649 SH   DFND 2 0 67,649 0
WATSCO INC COM 942622200 31 248 SH   DFND 16 0 226 22
WATTS WATER TECHNOLOGIES-A COM 942749102 17,793 343,131 SH   DFND 2 0 335,633 7,498
WATTS WATER TECHNOLOGIES-A COM 942749102 27 533 SH   DFND 16 0 4 529
WAUSAU PAPER CORP COM 943315101 2,237 243,637 SH   DFND 2 0 243,637 0
WAUSAU PAPER CORP COM 943315101 14 1,500 SH   DFND 16 0 0 1,500
WAYFAIR INC- CLASS A COM 94419L101 1,713 45,507 SH   DFND 2 0 45,507 0
WEBSTER CITY FEDERAL BANCORP COM 947692109 72 10,080 SH   DFND 16 0 0 10,080
WEBSTER FINANCIAL CORP COM 947890109 23,816 602,173 SH   DFND 2 0 581,543 20,630
WEBSTER FINANCIAL CORP COM 947890109 61 1,531 SH   DFND 16 0 0 1,531
WEINGARTEN REALTY INVESTORS COM 948741103 9,420 288,149 SH   DFND 2 0 288,149 0
WEINGARTEN REALTY INVESTORS COM 948741103 30 919 SH   DFND 16 0 0 919
WEIS MARKETS INC COM 948849104 3,550 84,217 SH   DFND 2 0 84,217 0
WELLCARE HEALTH PLANS INC COM 94946T106 57,621 679,234 SH   DFND 2 0 678,159 1,075
WELLCARE HEALTH PLANS INC COM 94946T106 172 2,025 SH   DFND 02,03 0 2,025 0
WELLCARE HEALTH PLANS INC COM 94946T106 23 274 SH   DFND 16 0 5 269
ANTHEM INC CONV BND 94973VBG1 11,915 5,430,000 PRN   DFND 2 0 0 5,430,000
WELLS FARGO & CO COM 949746101 1,246,581 22,165,310 SH   DFND 2 0 21,509,360 655,950
WELLS FARGO & CO COM 949746101 6,058 107,713 SH   DFND 02,03 0 107,713 0
WELLS FARGO & CO COM 949746101 7,732 137,477 SH   DFND 02,10 0 137,477 0
WELLS FARGO & CO COM 949746101 17,414 309,585 SH   DFND 10 0 157,354 152,231
WELLS FARGO & CO COM 949746101 62,920 1,118,495 SH   DFND 16 0 81,395 1,037,101
WFC 6 5/8 PRF 949746465 1,961 71,039 SH   DFND 16 0 0 71,039
WFC 5.85 PRF 949746556 6,938 272,085 SH   DFND 2 0 0 272,085
WFC 5.85 PRF 949746556 66 2,585 SH   DFND 02,03 0 0 2,585
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WFC 5.2 PRF 949746747 916 39,548 SH   DFND 16 0 0 39,548
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WFC 7 1/2 CONV PRF 949746804 15 13 SH   DFND 16 0 0 13
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CLAYTON WILLIAMS ENERGY INC COM 969490101 9,622 146,325 SH   DFND 2 0 145,570 755
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WINTRUST FINANCIAL CORP COM 97650W108 52,616 985,725 SH   DFND 2 0 934,725 51,000
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AIRCASTLE LTD COM G0129K104 89 3,930 SH   DFND 2 0 3,930 0
AIRCASTLE LTD COM G0129K104 126 5,565 SH   DFND 16 0 0 5,565
ALKERMES PLC COM G01767105 161,603 2,511,676 SH   DFND 2 0 2,286,846 224,830
ALKERMES PLC COM G01767105 65 1,003 SH   DFND 02,03 0 1,003 0
ALKERMES PLC COM G01767105 12,693 197,347 SH   DFND 10 0 197,347 0
ALKERMES PLC COM G01767105 226 3,503 SH   DFND 16 0 2,687 816
ALLEGION PLC COM G0176J109 3,064 50,954 SH   DFND 2 0 50,954 0
ALLEGION PLC COM G0176J109 67 1,108 SH   DFND 02,03 0 1,108 0
ALLEGION PLC COM G0176J109 60 996 SH   DFND 16 0 0 996
ALLERGAN PLC COM G0177J108 360,396 1,187,628 SH   DFND 2 0 1,182,344 5,284
ALLERGAN PLC COM G0177J108 1,378 4,541 SH   DFND 02,03 0 4,541 0
ALLERGAN PLC COM G0177J108 16,070 52,973 SH   DFND 16 0 36,776 16,197
ALLERGAN PLC OPT G0177J108 5,037 16,600 SH Put DFND 2 0 0 16,600
ALLERGAN PLC CONV PRF G0177J116 67,996 65,210 SH   DFND 2 0 0 65,210
ALLERGAN PLC CONV PRF G0177J116 5 5 SH   DFND 16 0 0 5
AMDOCS LTD COM G02602103 6,013 110,121 SH   DFND 2 0 110,121 0
AMDOCS LTD COM G02602103 9,277 169,964 SH   DFND 10 0 169,964 0
AMDOCS LTD COM G02602103 1,225 22,413 SH   DFND 16 0 19,590 2,823
AON PLC COM G0408V102 628,161 6,301,796 SH   DFND 2 0 5,529,972 771,824
AON PLC COM G0408V102 3,152 31,622 SH   DFND 02,03 0 31,622 0
AON PLC COM G0408V102 102,421 1,027,595 SH   DFND 10 0 949,363 78,232
AON PLC COM G0408V102 2,395 24,030 SH   DFND 16 0 21,206 2,824
ARCH CAPITAL GROUP LTD COM G0450A105 1,113 16,628 SH   DFND 2 0 16,628 0
ARCH CAPITAL GROUP LTD COM G0450A105 132 1,979 SH   DFND 16 0 1,587 392
ACGL 6 3/4 PRF G0450A204 1,193 46,729 SH   DFND 16 0 0 46,729
ARGO GROUP INTERNATIONAL COM G0464B107 42,593 764,692 SH   DFND 2 0 710,192 54,500
ASPEN INSURANCE HOLDINGS LTD COM G05384105 37,122 774,985 SH   DFND 2 0 772,295 2,690
ASPEN INSURANCE HOLDINGS LTD COM G05384105 27 568 SH   DFND 16 0 0 568
ASSURED GUARANTY LTD COM G0585R106 36,489 1,521,106 SH   DFND 2 0 1,513,356 7,750
AXIS CAPITAL HOLDINGS LTD COM G0692U109 800 14,958 SH   DFND 2 0 14,958 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 122 2,282 SH   DFND 16 0 1,890 392
Axis Capital Holdings Ltd OPT G0692U109 304 5,700 SH Put DFND 2 0 0 5,700
AXS 5 1/2 PRF G0692U117 684 29,029 SH   DFND 16 0 0 29,029
AXS 6 7/8 PRF G0692U307 1,246 48,604 SH   DFND 16 0 0 48,604
AXALTA COATING SYSTEMS LTD COM G0750C108 2,318 70,069 SH   DFND 2 0 70,069 0
AXALTA COATING SYSTEMS LTD COM G0750C108 2,076 62,727 SH   DFND 10 0 62,727 0
AXALTA COATING SYSTEMS LTD COM G0750C108 220 6,623 SH   DFND 16 0 6,358 265
Axalta Coating Systems Ltd OPT G0750C108 1,085 32,800 SH Put DFND 2 0 0 32,800
ENERGY XXI LTD COM G10082140 6 2,241 SH   DFND 2 0 2,241 0
ENERGY XXI LTD COM G10082140 27 10,257 SH   DFND 16 0 0 10,257
ACCENTURE PLC-CL A COM G1151C101 100,729 1,040,818 SH   DFND 2 0 1,038,120 2,698
ACCENTURE PLC-CL A COM G1151C101 702 7,255 SH   DFND 02,03 0 7,255 0
ACCENTURE PLC-CL A COM G1151C101 606 6,264 SH   DFND 16 0 36 6,228
BROOKFIELD INFRASTRUCTURE PA LP G16252101 7 159 SH   DFND 2 0 159 0
BROOKFIELD INFRASTRUCTURE PA LP G16252101 245 5,487 SH   DFND 16 0 0 5,487
BUNGE LTD COM G16962105 3,266 37,196 SH   DFND 2 0 37,196 0
BUNGE LTD COM G16962105 128 1,457 SH   DFND 16 0 0 1,457
BUNGE LTD CONV PRF G16962204 30,071 277,300 SH   DFND 2 0 0 277,300
CREDICORP LTD COM G2519Y108 14,998 107,954 SH   DFND 2 0 105,883 2,071
CREDICORP LTD COM G2519Y108 7,933 57,108 SH   DFND 02,10 0 57,108 0
CREDICORP LTD COM G2519Y108 18,851 135,685 SH   DFND 10 0 111,000 24,685
CREDICORP LTD COM G2519Y108 269 1,970 SH   DFND 16 0 1,892 78
DELPHI AUTOMOTIVE PLC COM G27823106 602,209 7,077,323 SH   DFND 2 0 6,477,534 599,789
DELPHI AUTOMOTIVE PLC COM G27823106 3,586 42,141 SH   DFND 02,03 0 42,141 0
DELPHI AUTOMOTIVE PLC COM G27823106 164,404 1,932,315 SH   DFND 10 0 1,792,128 140,187
DELPHI AUTOMOTIVE PLC COM G27823106 2,233 26,256 SH   DFND 16 0 19,439 6,817
EATON CORP PLC COM G29183103 81,294 1,204,524 SH   DFND 2 0 1,172,857 31,667
EATON CORP PLC COM G29183103 365 5,408 SH   DFND 02,03 0 5,408 0
EATON CORP PLC COM G29183103 160,143 2,373,510 SH   DFND 10 0 2,336,442 37,068
EATON CORP PLC COM G29183103 6,352 94,138 SH   DFND 16 0 74,572 19,566
ENDURANCE SPECIALTY HOLDINGS COM G30397106 28,617 435,566 SH   DFND 2 0 435,566 0
ENDURANCE SPECIALTY HOLDINGS COM G30397106 3,900 59,113 SH   DFND 16 0 55,883 3,230
ENDO INTERNATIONAL PLC COM G30401106 41,857 525,487 SH   DFND 2 0 525,487 0
ENDO INTERNATIONAL PLC COM G30401106 187 2,350 SH   DFND 02,03 0 2,350 0
ENDO INTERNATIONAL PLC COM G30401106 305 3,837 SH   DFND 16 0 2,581 1,256
ENSTAR GROUP LTD COM G3075P101 12,114 78,182 SH   DFND 2 0 61,799 16,383
ENSCO PLC-CL A COM G3157S106 7,439 334,051 SH   DFND 2 0 308,207 25,844
ENSCO PLC-CL A COM G3157S106 60 2,712 SH   DFND 02,03 0 2,712 0
ENSCO PLC-CL A COM G3157S106 620 27,827 SH   DFND 16 0 0 27,827
C&J ENERGY SERVICES LTD COM G3164Q101 12,264 929,080 SH   DFND 2 0 849,080 80,000
C&J ENERGY SERVICES LTD COM G3164Q101 1 88 SH   DFND 16 0 0 88
ESSENT GROUP LTD COM G3198U102 1,527 55,828 SH   DFND 2 0 55,828 0
ESSENT GROUP LTD COM G3198U102 9,045 330,716 SH   DFND 10 0 330,716 0
ESSENT GROUP LTD COM G3198U102 14 507 SH   DFND 16 0 0 507
EVEREST RE GROUP LTD COM G3223R108 31,295 171,944 SH   DFND 2 0 171,369 575
EVEREST RE GROUP LTD COM G3223R108 413 2,267 SH   DFND 16 0 0 2,267
FABRINET COM G3323L100 2,664 142,268 SH   DFND 2 0 142,268 0
FLEETMATICS GROUP PLC COM G35569105 8,097 172,900 SH   DFND 2 0 172,900 0
FLEETMATICS GROUP PLC COM G35569105 4,783 102,136 SH   DFND 10 0 102,136 0
FLEETMATICS GROUP PLC COM G35569105 107 2,293 SH   DFND 16 0 1,979 314
FRESH DEL MONTE PRODUCE INC COM G36738105 13,306 344,145 SH   DFND 2 0 344,145 0
FRESH DEL MONTE PRODUCE INC COM G36738105 8 200 SH   DFND 16 0 0 200
FREESCALE SEMICONDUCTOR LTD COM G3727Q101 2,224 55,647 SH   DFND 2 0 55,647 0
GASLOG LTD COM G37585109 4 220 SH   DFND 2 0 220 0
GASLOG LTD COM G37585109 234 11,769 SH   DFND 16 0 7,840 3,929
EROS INTERNATIONAL PLC COM G3788M114 19,382 771,600 SH   DFND 2 0 730,443 41,157
GREENLIGHT CAPITAL RE LTD-A COM G4095J109 69 2,365 SH   DFND 2 0 2,365 0
GREENLIGHT CAPITAL RE LTD-A COM G4095J109 624 21,405 SH   DFND 16 0 0 21,405
HELEN OF TROY LTD COM G4388N106 87,302 895,508 SH   DFND 2 0 802,768 92,740
HELEN OF TROY LTD COM G4388N106 2 23 SH   DFND 16 0 0 23
HERBALIFE LTD COM G4412G101 24,501 444,765 SH   DFND 2 0 443,420 1,345
HERBALIFE LTD COM G4412G101 13 237 SH   DFND 16 0 0 237
HOLLYSYS AUTOMATION TECHNOLO COM G45667105 2,274 94,644 SH   DFND 10 0 79,119 15,525
HORIZON PHARMA PLC COM G4617B105 5,867 168,872 SH   DFND 2 0 168,872 0
HORIZON PHARMA PLC COM G4617B105 923 26,583 SH   DFND 16 0 3,916 22,667
ICON PLC COM G4705A100 12,222 181,580 SH   DFND 2 0 171,230 10,350
ICON PLC COM G4705A100 2,798 41,591 SH   DFND 16 0 11,988 29,603
INGERSOLL-RAND PLC COM G47791101 153,822 2,281,613 SH   DFND 2 0 2,279,748 1,865
INGERSOLL-RAND PLC COM G47791101 207 3,070 SH   DFND 02,03 0 3,070 0
INGERSOLL-RAND PLC COM G47791101 133,851 1,985,605 SH   DFND 10 0 1,947,502 38,103
INGERSOLL-RAND PLC COM G47791101 1,074 15,927 SH   DFND 16 0 2,477 13,450
WEATHERFORD INTERNATIONAL PL COM G48833100 45,226 3,685,896 SH   DFND 2 0 3,678,571 7,325
WEATHERFORD INTERNATIONAL PL COM G48833100 175 14,225 SH   DFND 02,03 0 14,225 0
WEATHERFORD INTERNATIONAL PL COM G48833100 1,449 115,818 SH   DFND 16 0 86,428 29,390
WEATHERFORD INTERNATIONAL PLC OPT G48833100 1,814 147,800 SH Put DFND 2 0 0 147,800
INVESCO LTD COM G491BT108 149,404 3,985,190 SH   DFND 2 0 3,981,831 3,359
INVESCO LTD COM G491BT108 187 4,992 SH   DFND 02,03 0 4,992 0
INVESCO LTD COM G491BT108 44,779 1,197,463 SH   DFND 16 0 60,415 1,137,048
JAZZ PHARMACEUTICALS PLC COM G50871105 20,922 118,836 SH   DFND 2 0 117,305 1,531
JAZZ PHARMACEUTICALS PLC COM G50871105 35 199 SH   DFND 02,03 0 199 0
JAZZ PHARMACEUTICALS PLC COM G50871105 1,438 8,252 SH   DFND 16 0 3,630 4,622
AVOLON HOLDINGS LTD COM G52237107 6,507 283,905 SH   DFND 10 0 283,905 0
KING DIGITAL ENTERTAINMENT P COM G5258J109 126,653 8,887,936 SH   DFND 2 0 8,799,272 88,664
KING DIGITAL ENTERTAINMENT P COM G5258J109 685 48,100 SH   DFND 10 0 0 48,100
KING DIGITAL ENTERTAINMENT P COM G5258J109 17 1,200 SH   DFND 16 0 0 1,200
KOSMOS ENERGY LTD COM G5315B107 1,096 130,037 SH   DFND 2 0 130,037 0
KOSMOS ENERGY LTD COM G5315B107 12 1,403 SH   DFND 16 0 1,377 26
LAZARD LTD-CL A LP G54050102 18,529 329,466 SH   DFND 2 0 329,466 0
LAZARD LTD-CL A LP G54050102 43 756 SH   DFND 02,03 0 756 0
LAZARD LTD-CL A LP G54050102 17,501 311,299 SH   DFND 10 0 311,299 0
LAZARD LTD-CL A LP G54050102 820 14,663 SH   DFND 16 0 2,201 12,462
LIBERTY GLOBAL PLC-A COM G5480U104 10,952 202,560 SH   DFND 2 0 202,554 6
LIBERTY GLOBAL PLC-A COM G5480U104 69,369 1,283,159 SH   DFND 10 0 1,265,744 17,415
LIBERTY GLOBAL PLC-A COM G5480U104 22 402 SH   DFND 16 0 0 402
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 26,729 527,942 SH   DFND 2 0 0 527,942
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 34,451 680,298 SH   DFND 10 0 0 680,298
LIBERTY GLOBAL PLC-SERIES C COM G5480U120 2,207 43,107 SH   DFND 16 0 0 43,107
LUXOFT HOLDING INC COM G57279104 14,837 262,378 SH   DFND 2 0 256,516 5,862
LUXOFT HOLDING INC COM G57279104 7,595 134,311 SH   DFND 02,10 0 134,311 0
LUXOFT HOLDING INC COM G57279104 1,085 19,230 SH   DFND 16 0 0 19,230
MAIDEN HOLDINGS LTD COM G5753U112 5,431 344,175 SH   DFND 2 0 344,175 0
MAIDEN HOLDINGS LTD COM G5753U112 31 1,950 SH   DFND 16 0 0 1,950
MALLINCKRODT PLC COM G5785G107 6,842 58,121 SH   DFND 2 0 57,528 593
MALLINCKRODT PLC COM G5785G107 159 1,354 SH   DFND 02,03 0 1,354 0
MALLINCKRODT PLC COM G5785G107 941 7,992 SH   DFND 16 0 4,620 3,372
MARKIT LTD COM G58249106 68,622 2,686,909 SH   DFND 10 0 2,686,909 0
MARKIT LTD COM G58249106 173 6,677 SH   DFND 16 0 6,677 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 113,892 8,637,922 SH   DFND 2 0 8,554,252 83,670
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 570 43,256 SH   DFND 10 0 0 43,256
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 147 11,141 SH   DFND 16 0 5,353 5,788
MEDTRONIC PLC COM G5960L103 1,039,511 14,027,983 SH   DFND 2 0 13,509,554 518,429
MEDTRONIC PLC COM G5960L103 6,682 90,166 SH   DFND 02,03 0 90,166 0
MEDTRONIC PLC COM G5960L103 0 6 SH   DFND 02,05 0 0 6
MEDTRONIC PLC COM G5960L103 7,130 96,222 SH   DFND 02,10 0 96,222 0
MEDTRONIC PLC COM G5960L103 85,093 1,148,591 SH   DFND 10 0 905,540 243,051
MEDTRONIC PLC COM G5960L103 8,193 110,887 SH   DFND 16 0 50,924 59,963
MICHAEL KORS HOLDINGS LTD COM G60754101 2,618 62,182 SH   DFND 2 0 60,885 1,297
MICHAEL KORS HOLDINGS LTD COM G60754101 97 2,300 SH   DFND 02,03 0 2,300 0
MICHAEL KORS HOLDINGS LTD COM G60754101 618 14,686 SH   DFND 16 0 9,581 5,105
MGM HOLDINGS II INC COM G60991737 5,407 68,207 SH   DFND 2 0 0 68,207
MGM HOLDINGS II INC COM G60991737 2,953 37,251 SH   DFND 02,04 0 0 37,251
MGM HOLDINGS II INC COM G60991737 3,428 43,244 SH   DFND 02,05 0 0 43,244
MONTPELIER RE HOLDINGS LTD COM G62185106 40,700 1,030,388 SH   DFND 2 0 1,030,388 0
MONTPELIER RE HOLDINGS LTD COM G62185106 14 351 SH   DFND 16 0 0 351
MONITISE PLC COM G6258F105 179 1,092,000 SH   DFND 16 0 0 1,092,000
NABORS INDUSTRIES LTD COM G6359F103 13,428 930,518 SH   DFND 2 0 930,518 0
NABORS INDUSTRIES LTD COM G6359F103 146 10,164 SH   DFND 16 0 15 10,149
NOBLE CORP PLC COM G65431101 2,821 183,279 SH   DFND 2 0 183,279 0
NOBLE CORP PLC COM G65431101 43 2,802 SH   DFND 02,03 0 2,802 0
NOBLE CORP PLC COM G65431101 109 7,083 SH   DFND 16 0 0 7,083
NORDIC AMERICAN TANKERS LTD COM G65773106 787 55,273 SH   DFND 2 0 1,255 54,018
NORDIC AMERICAN TANKERS LTD COM G65773106 8,702 612,400 SH   DFND 10 0 612,400 0
NORDIC AMERICAN TANKERS LTD COM G65773106 29 2,017 SH   DFND 16 0 0 2,017
NORD ANGLIA EDUCATION INC COM G6583A102 34,169 1,393,500 SH   DFND 2 0 1,299,500 94,000
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 48,992 874,241 SH   DFND 2 0 874,241 0
NORWEGIAN CRUISE LINE HOLDIN COM G66721104 954 17,040 SH   DFND 16 0 15,575 1,465
OM ASSET MANAGEMENT PLC COM G67506108 29 1,625 SH   DFND 2 0 1,625 0
OM ASSET MANAGEMENT PLC COM G67506108 12,089 680,332 SH   DFND 10 0 680,332 0
PARTNERRE LTD COM G6852T105 5,172 40,248 SH   DFND 2 0 40,000 248
PARTNERRE LTD COM G6852T105 1,349 10,496 SH   DFND 16 0 9,892 604
PRE 5 7/8 PRF G68603128 770 31,862 SH   DFND 16 0 0 31,862
PARTNERRE LTD PRF G68603409 1,005 39,915 SH   DFND 16 0 0 39,915
PRE 7 1/4 PRF G68603508 1,658 63,890 SH   DFND 16 0 0 63,890
PARAGON OFFSHORE PLC COM G6S01W108 2,017 1,850,478 SH   DFND 2 0 1,850,478 0
PARAGON OFFSHORE PLC COM G6S01W108 0 384 SH   DFND 16 0 0 384
PROTHENA CORP PLC COM G72800108 2,331 44,250 SH   DFND 2 0 44,100 150
PROTHENA CORP PLC COM G72800108 7 136 SH   DFND 16 0 0 136
RENAISSANCERE HOLDINGS LTD COM G7496G103 18,336 180,648 SH   DFND 2 0 180,523 125
RENAISSANCERE HOLDINGS LTD COM G7496G103 2 18 SH   DFND 16 0 0 18
RNR 5 3/8 PRF G7498P119 700 30,910 SH   DFND 16 0 0 30,910
ROWAN COMPANIES PLC-A COM G7665A101 6,770 320,701 SH   DFND 2 0 320,701 0
ROWAN COMPANIES PLC-A COM G7665A101 39 1,857 SH   DFND 16 0 0 1,857
SEADRILL LTD COM G7945E105 1,526 147,612 SH   DFND 2 0 147,612 0
SEADRILL LTD COM G7945E105 331 31,977 SH   DFND 16 0 105 31,872
SEAGATE TECHNOLOGY COM G7945M107 83,296 1,753,584 SH   DFND 2 0 1,752,284 1,300
SEAGATE TECHNOLOGY COM G7945M107 336 7,058 SH   DFND 02,03 0 7,058 0
SEAGATE TECHNOLOGY COM G7945M107 2,855 60,108 SH   DFND 16 0 48,128 11,980
PENTAIR PLC COM G7S00T104 18,956 275,717 SH   DFND 2 0 275,321 396
PENTAIR PLC COM G7S00T104 143 2,079 SH   DFND 02,03 0 2,079 0
PENTAIR PLC COM G7S00T104 0 1 SH   DFND 02,05 0 0 1
PENTAIR PLC COM G7S00T104 868 12,625 SH   DFND 16 0 5,445 7,180
SIGNET JEWELERS LTD COM G81276100 84,559 659,379 SH   DFND 2 0 656,387 2,992
SIGNET JEWELERS LTD COM G81276100 249 1,942 SH   DFND 02,03 0 1,942 0
SIGNET JEWELERS LTD COM G81276100 709 5,792 SH   DFND 16 0 5,218 574
UTI WORLDWIDE INC COM G87210103 4,325 432,976 SH   DFND 2 0 432,976 0
UTI WORLDWIDE INC COM G87210103 1 58 SH   DFND 16 0 0 58
TRAVELPORT WORLDWIDE LTD COM G9019D104 50,918 3,695,023 SH   DFND 2 0 3,660,688 34,335
TRAVELPORT WORLDWIDE LTD COM G9019D104 252 18,291 SH   DFND 10 0 0 18,291
TYCO INTERNATIONAL PLC COM G91442106 291,041 7,563,351 SH   DFND 2 0 7,137,533 425,818
TYCO INTERNATIONAL PLC COM G91442106 2,455 63,812 SH   DFND 02,03 0 63,812 0
TYCO INTERNATIONAL PLC COM G91442106 0 7 SH   DFND 02,05 0 0 7
TYCO INTERNATIONAL PLC COM G91442106 7,006 182,073 SH   DFND 10 0 0 182,073
TYCO INTERNATIONAL PLC COM G91442106 1,055 26,682 SH   DFND 16 0 21,238 5,444
VALIDUS HOLDINGS LTD COM G9319H102 8,707 197,922 SH   DFND 2 0 197,922 0
VALIDUS HOLDINGS LTD COM G9319H102 263 5,972 SH   DFND 16 0 5,972 0
VANTAGE DRILLING CO COM G93205113 5 25,160 SH   DFND 2 0 25,160 0
GOLAR LNG LTD COM G9456A100 562 12,003 SH   DFND 2 0 11,798 205
GOLAR LNG LTD COM G9456A100 1,563 33,305 SH   DFND 16 0 32,015 1,290
WHITE MOUNTAINS INSURANCE GP COM G9618E107 15,847 24,196 SH   DFND 2 0 24,096 100
WHITE MOUNTAINS INSURANCE GP COM G9618E107 16 25 SH   DFND 16 0 0 25
WILLIS GROUP HOLDINGS PLC COM G96666105 5,361 114,303 SH   DFND 2 0 114,303 0
WILLIS GROUP HOLDINGS PLC COM G96666105 566 12,015 SH   DFND 16 0 10,815 1,200
PERRIGO CO PLC COM G97822103 89,235 482,808 SH   DFND 2 0 451,012 31,796
PERRIGO CO PLC COM G97822103 1,115 6,030 SH   DFND 02,03 0 6,030 0
PERRIGO CO PLC COM G97822103 4,057 21,966 SH   DFND 16 0 20,758 1,208
PERRIGO CO PLC OPT G97822103 1,090 5,900 SH Put DFND 2 0 0 5,900
XL GROUP PLC COM G98290102 26,219 704,789 SH   DFND 2 0 704,789 0
XL GROUP PLC COM G98290102 132 3,554 SH   DFND 02,03 0 3,554 0
XL GROUP PLC COM G98290102 3 76 SH   DFND 10 0 76 0
XL GROUP PLC COM G98290102 586 15,747 SH   DFND 16 0 1,171 14,576
ACE LTD COM H0023R105 221,458 2,177,656 SH   DFND 2 0 2,149,857 27,799
ACE LTD COM H0023R105 474 4,660 SH   DFND 02,03 0 4,660 0
ACE LTD COM H0023R105 135,847 1,336,015 SH   DFND 10 0 1,314,605 21,410
ACE LTD COM H0023R105 4,031 39,897 SH   DFND 16 0 20,754 19,143
ALLIED WORLD ASSURANCE CO COM H01531104 2,247 51,938 SH   DFND 2 0 51,194 744
ALLIED WORLD ASSURANCE CO COM H01531104 964 22,393 SH   DFND 16 0 17,086 5,307
GARMIN LTD COM H2906T109 6,566 149,433 SH   DFND 2 0 147,601 1,832
GARMIN LTD COM H2906T109 77 1,762 SH   DFND 02,03 0 1,762 0
GARMIN LTD COM H2906T109 22 508 SH   DFND 16 0 0 508
UBS GROUP AG-REG COM H42097107 925 43,619 SH   DFND 2 0 43,619 0
UBS GROUP AG-REG COM H42097107 4,449 209,348 SH   DFND 16 0 51,959 157,389
LOGITECH INTERNATIONAL-REG COM H50430232 2,664 181,766 SH   DFND 2 0 181,766 0
LOGITECH INTERNATIONAL-REG COM H50430232 41 2,770 SH   DFND 16 0 0 2,770
TE CONNECTIVITY LTD COM H84989104 27,214 423,241 SH   DFND 2 0 423,241 0
TE CONNECTIVITY LTD COM H84989104 303 4,711 SH   DFND 02,03 0 4,711 0
TE CONNECTIVITY LTD COM H84989104 0 7 SH   DFND 02,05 0 0 7
TE CONNECTIVITY LTD COM H84989104 121,705 1,893,645 SH   DFND 10 0 1,857,468 36,177
TE CONNECTIVITY LTD COM H84989104 540 8,353 SH   DFND 16 0 3,820 4,533
TRANSOCEAN LTD COM H8817H100 3,209 199,063 SH   DFND 2 0 199,063 0
TRANSOCEAN LTD COM H8817H100 64 3,950 SH   DFND 02,03 0 3,950 0
TRANSOCEAN LTD COM H8817H100 410 25,456 SH   DFND 16 0 0 25,456
UBS AG-REG COM H89231338 372 17,508 SH   DFND 2 0 16,110 1,398
UBS AG-REG COM H89231338 858 40,416 SH   DFND 16 0 0 40,416
GENMAB A/S COM K3967W102 328 3,775 SH   DFND 16 0 0 3,775
ATENTO SA COM L0427L105 7,862 546,730 SH   DFND 2 0 537,292 9,438
ATENTO SA COM L0427L105 4,351 302,589 SH   DFND 02,10 0 302,589 0
MILLICOM INTL CELLULAR-SDR GDR L6388F995 2,471 33,492 SH   DFND 02,10 0 0 33,492
ORION ENGINEERED CARBONS SA COM L72967109 27,455 1,487,235 SH   DFND 2 0 1,396,842 90,393
ALLOT COMMUNICATIONS LTD COM M0854Q105 4,484 623,558 SH   DFND 2 0 623,558 0
CAESARSTONE SDOT-YAM LTD COM M20598104 4,895 71,422 SH   DFND 2 0 71,422 0
CHECK POINT SOFTWARE TECH COM M22465104 159,579 2,006,037 SH   DFND 2 0 1,987,403 18,634
CHECK POINT SOFTWARE TECH COM M22465104 788 9,912 SH   DFND 10 0 0 9,912
CHECK POINT SOFTWARE TECH COM M22465104 10,482 131,791 SH   DFND 16 0 39,791 92,000
CLICKSOFTWARE TECHNOLOGIES COM M25082104 604 48,062 SH   DFND 2 0 48,062 0
CYBERARK SOFTWARE LTD/ISRAEL COM M2682V108 250 3,987 SH   DFND 16 0 0 3,987
MELLANOX TECHNOLOGIES LTD COM M51363113 1,844 37,952 SH   DFND 2 0 37,952 0
MELLANOX TECHNOLOGIES LTD COM M51363113 5 100 SH   DFND 16 0 0 100
ITURAN LOCATION AND CONTROL COM M6158M104 2,850 114,751 SH   DFND 2 0 114,751 0
ITURAN LOCATION AND CONTROL COM M6158M104 2 76 SH   DFND 16 0 0 76
MAGICJACK VOCALTEC LTD COM M6787E101 3,252 437,588 SH   DFND 2 0 437,588 0
ORBOTECH LTD COM M75253100 2,704 129,987 SH   DFND 2 0 129,987 0
STRATASYS LTD COM M85548101 6,133 175,552 SH   DFND 2 0 175,472 80
STRATASYS LTD COM M85548101 634 18,139 SH   DFND 16 0 2 18,138
SYNERON MEDICAL LTD COM M87245102 3,034 285,704 SH   DFND 2 0 285,704 0
SODASTREAM INTERNATIONAL LTD COM M9068E105 8,027 379,905 SH   DFND 2 0 379,905 0
AERCAP HOLDINGS NV COM N00985106 72,539 1,584,143 SH   DFND 2 0 1,581,343 2,800
AERCAP HOLDINGS NV COM N00985106 247 5,400 SH   DFND 02,03 0 5,400 0
AERCAP HOLDINGS NV COM N00985106 1,211 26,492 SH   DFND 16 0 5,590 20,902
ASML HOLDING NV-NY REG SHS COM N07059210 127,821 1,227,533 SH   DFND 2 0 0 1,227,533
ASML HOLDING NV-NY REG SHS COM N07059210 1,345 12,907 SH   DFND 16 0 0 12,907
AVG TECHNOLOGIES COM N07831105 62,318 2,290,295 SH   DFND 2 0 2,255,106 35,189
AVG TECHNOLOGIES COM N07831105 519 19,067 SH   DFND 10 0 0 19,067
CIMPRESS NV COM N20146101 864 10,264 SH   DFND 2 0 10,264 0
CONSTELLIUM NV- CLASS A COM N22035104 5,780 488,555 SH   DFND 2 0 488,555 0
CONSTELLIUM NV- CLASS A COM N22035104 2 153 SH   DFND 16 0 8 145
CORE LABORATORIES N.V. COM N22717107 1,735 15,214 SH   DFND 2 0 15,214 0
CORE LABORATORIES N.V. COM N22717107 12,295 107,893 SH   DFND 10 0 107,893 0
CORE LABORATORIES N.V. COM N22717107 358 3,138 SH   DFND 16 0 1,544 1,594
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 115 7,910 SH   DFND 2 0 7,910 0
FIAT CHRYSLER AUTOMOBILES NV COM N31738102 208 14,336 SH   DFND 16 0 0 14,336
FIAT CHRYSLER AUTOMOBILES NV CONV PRF N31738110 37,732 299,100 SH   DFND 2 0 0 299,100
FIAT CHRYSLER AUTOMOBILES NV CONV PRF N31738110 6 49 SH   DFND 16 0 0 49
INTERXION HOLDING NV COM N47279109 2,158 78,052 SH   DFND 2 0 78,052 0
MOBILEYE NV COM N51488117 505,284 9,503,123 SH   DFND 2 0 8,979,249 523,874
MOBILEYE NV COM N51488117 8,534 160,497 SH   DFND 02,03 0 160,497 0
MOBILEYE NV COM N51488117 9,633 181,173 SH   DFND 10 0 169,874 11,299
MOBILEYE NV COM N51488117 1,650 31,013 SH   DFND 16 0 20,769 10,244
LYONDELLBASELL INDU-CL A COM N53745100 612,507 5,916,817 SH   DFND 2 0 5,375,042 541,775
LYONDELLBASELL INDU-CL A COM N53745100 3,098 29,921 SH   DFND 02,03 0 29,921 0
LYONDELLBASELL INDU-CL A COM N53745100 1,676 16,188 SH   DFND 02,04 0 0 16,188
LYONDELLBASELL INDU-CL A COM N53745100 2,366 22,852 SH   DFND 02,05 0 0 22,852
LYONDELLBASELL INDU-CL A COM N53745100 159,473 1,541,205 SH   DFND 10 0 1,454,727 86,478
LYONDELLBASELL INDU-CL A COM N53745100 22,466 190,859 SH   DFND 16 0 160,879 29,980
MYLAN NV COM N59465109 32,734 482,369 SH   DFND 2 0 478,515 3,854
MYLAN NV COM N59465109 323 4,767 SH   DFND 02,03 0 4,767 0
MYLAN NV COM N59465109 6,059 89,282 SH   DFND 16 0 35,347 53,935
MYLAN NV OPT N59465109 4,397 64,800 SH Call DFND 2 0 0 64,800
MYLAN NV OPT N59465109 1,513 22,300 SH Put DFND 2 0 0 22,300
NIELSEN NV COM N63218106 389,681 8,704,039 SH   DFND 2 0 8,119,942 584,097
NIELSEN NV COM N63218106 3,818 85,299 SH   DFND 02,03 0 85,299 0
NIELSEN NV COM N63218106 11,288 252,130 SH   DFND 10 0 0 252,130
NIELSEN NV COM N63218106 1,481 33,055 SH   DFND 16 0 29,996 3,059
NXP SEMICONDUCTORS NV COM N6596X109 154,296 1,571,231 SH   DFND 2 0 1,564,969 6,262
NXP SEMICONDUCTORS NV COM N6596X109 32,753 333,572 SH   DFND 10 0 333,572 0
NXP SEMICONDUCTORS NV COM N6596X109 16,458 167,933 SH   DFND 16 0 93,563 74,370
ORTHOFIX INTERNATIONAL NV COM N6748L102 16,313 492,541 SH   DFND 2 0 492,541 0
Prosensa Hldgs CVR COM N71CVR992 0 16,099 SH   DFND 2 0 0 16,099
SENSATA TECHNOLOGIES HOLDING COM N7902X106 18 340 SH   DFND 2 0 340 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 1,428 27,061 SH   DFND 10 0 27,061 0
SENSATA TECHNOLOGIES HOLDING COM N7902X106 1,451 27,501 SH   DFND 16 0 25,076 2,425
UNIQURE NV COM N90064101 568 21,034 SH   DFND 16 0 0 21,034
YANDEX NV-A COM N97284108 4,114 270,662 SH   DFND 10 0 270,662 0
YANDEX NV-A COM N97284108 410 26,954 SH   DFND 16 0 0 26,954
BANCO LATINOAMERICANO COME-E COM P16994132 6,408 199,069 SH   DFND 2 0 199,069 0
BANCO LATINOAMERICANO COME-E COM P16994132 3 100 SH   DFND 16 0 0 100
COPA HOLDINGS SA-CLASS A COM P31076105 1,323 16,026 SH   DFND 2 0 0 16,026
COPA HOLDINGS SA-CLASS A COM P31076105 277 3,349 SH   DFND 16 0 0 3,349
STEINER LEISURE LTD COM P8744Y102 23,760 441,811 SH   DFND 2 0 370,175 71,636
STEINER LEISURE LTD COM P8744Y102 1 23 SH   DFND 16 0 0 23
TRONOX LTD-CL A COM Q9235V101 8,912 609,121 SH   DFND 2 0 609,016 105
TRONOX LTD-CL A COM Q9235V101 6 400 SH   DFND 16 0 0 400
ALERIS INTERNATIONAL INC COM U01995148 761 20,554 SH   DFND 2 0 0 20,554
ALERIS INTERNATIONAL INC COM U01995148 198 5,356 SH   DFND 02,04 0 0 5,356
MEDIANEWS GROUP COM U58991834 442 13,008 SH   DFND 2 0 0 13,008
MEDIANEWS GROUP COM U58991834 93 2,748 SH   DFND 02,04 0 0 2,748
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 88,534 1,125,121 SH   DFND 2 0 1,120,197 4,924
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 459 5,835 SH   DFND 02,03 0 5,835 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,811 22,994 SH   DFND 16 0 13,836 9,158
VARDE FUND V LP LP VARVLP009 71 30,000,000 SH   DFND 2 0 0 30,000,000
UNIBET GROUP PLC-SDR GDR X9415A101 2,537 41,641 SH   DFND 2 0 41,641 0
AEGEAN MARINE PETROLEUM NETW COM Y0017S102 18,740 1,516,250 SH   DFND 2 0 1,416,250 100,000
ARDMORE SHIPPING CORP COM Y0207T100 4,363 360,181 SH   DFND 2 0 360,181 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 352,040 2,648,311 SH   DFND 2 0 2,635,139 13,172
AVAGO TECHNOLOGIES LTD COM Y0486S104 414 3,115 SH   DFND 02,03 0 3,115 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 42,375 318,765 SH   DFND 10 0 312,562 6,203
AVAGO TECHNOLOGIES LTD COM Y0486S104 9,418 70,854 SH   DFND 16 0 62,134 8,720
Avago Technologies Ltd OPT Y0486S104 6,593 49,600 SH Call DFND 2 0 0 49,600
COSTAMARE INC COM Y1771G102 265 14,409 SH   DFND 16 0 0 14,409
DHT HOLDINGS INC COM Y2065G121 2,180 280,550 SH   DFND 2 0 280,550 0
FLEXTRONICS INTL LTD COM Y2573F102 3,301 291,859 SH   DFND 2 0 291,859 0
FLEXTRONICS INTL LTD COM Y2573F102 78 6,936 SH   DFND 16 0 3,137 3,799
TEEKAY LNG PARTNERS LP LP Y8564M105 213 6,626 SH   DFND 16 0 0 6,626
TEEKAY CORP COM Y8564W103 432 10,099 SH   DFND 2 0 9,855 244
TEEKAY TANKERS LTD-CLASS A COM Y8565N102 9,721 1,470,400 SH   DFND 2 0 1,310,400 160,000
TEEKAY TANKERS LTD-CLASS A COM Y8565N102 131 19,837 SH   DFND 16 0 0 19,837