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
3M CO COMMON STOCK 88579Y101 2,264 13,586 SH   DFND 2 13,586 0 0
3M CO COMMON STOCK 88579Y101 0 0 SH   DFND 4 0 0 0
8POINT3 ENERGY PARTNERS LP COMMON STOCK 282539105 15 1,037 SH   DFND 2 1,037 0 0
8POINT3 ENERGY PARTNERS LP COMMON STOCK 282539105 5,708 388,300 SH   DFND 4 0 0 388,300
A10 NETWORKS INC COMMON STOCK 002121101 402 67,859 SH   DFND 2 67,859 0 0
A10 NETWORKS INC COMMON STOCK 002121101 670 113,170 SH   DFND 4 8,442 0 104,728
ABBOTT LABORATORIES COMMON STOCK 002824100 1,436 34,322 SH   DFND 2 34,322 0 0
ABBOTT LABORATORIES COMMON STOCK 002824100 15,677 374,790 SH   DFND 4 0 0 374,790
ABBVIE INC COMMON STOCK 00287Y109 2,683 46,980 SH   DFND 2 46,980 0 0
ABBVIE INC COMMON STOCK 00287Y109 53,044 928,641 SH   DFND 4 727 0 927,914
ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 445 14,100 SH   DFND 2 14,100 0 0
ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 2,785 88,300 SH   DFND 4 17,500 0 70,800
ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 826 29,529 SH   DFND 2 29,529 0 0
ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 1,392 49,777 SH   DFND 4 3,722 0 46,055
ACCELERON PHARMA INC COMMON STOCK 00434H108 0 0 SH   DFND 2 0 0 0
ACCELERON PHARMA INC COMMON STOCK 00434H108 3,299 125,000 SH   DFND 4 0 0 125,000
ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 10,532 91,269 SH   DFND 2 86,669 0 4,600
ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 10,497 90,958 SH   DFND 4 0 0 90,958
ACCESS NATIONAL CORP COMMON STOCK 004337101 92 4,650 SH   DFND 2 4,650 0 0
ACCESS NATIONAL CORP COMMON STOCK 004337101 388 19,566 SH   DFND 4 840 0 18,726
ACCO BRANDS CORP COMMON STOCK 00081T108 0 0 SH   DFND 2 0 0 0
ACCO BRANDS CORP COMMON STOCK 00081T108 2,628 292,625 SH   DFND 4 0 0 292,625
ACCURAY INC COMMON STOCK 004397105 390 67,548 SH   DFND 2 67,548 0 0
ACCURAY INC COMMON STOCK 004397105 669 115,789 SH   DFND 4 10,546 0 105,243
ACCURAY INC CONV. NOTE 004397AB1 224 226,000 SH   DFND 2 0 0 226,000
ACCURAY INC CONV. NOTE 004397AB1 726 732,000 SH   DFND 4 0 0 732,000
ACETO CORP COMMON STOCK 004446100 96 4,081 SH   DFND 2 4,081 0 0
ACETO CORP COMMON STOCK 004446100 410 17,394 SH   DFND 4 855 0 16,539
ACHAOGEN INC COMMON STOCK 004449104 0 0 SH   DFND 2 0 0 0
ACHAOGEN INC COMMON STOCK 004449104 341 123,527 SH   DFND 4 0 0 123,527
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 355 10,500 SH   DFND 2 10,500 0 0
ACTIVISION BLIZZARD INC COMMON STOCK 00507V109 121 3,570 SH   DFND 4 0 0 3,570
ADAPTIMMUNE THERAPEUTICS-ADR COMMON STOCK - ADR 00653A107 0 0 SH   DFND 2 0 0 0
ADAPTIMMUNE THERAPEUTICS-ADR COMMON STOCK - ADR 00653A107 419 51,481 SH   DFND 4 0 0 51,481
ADECOAGRO SA ORDINARY SHARES L00849106 1,845 159,729 SH   DFND 2 159,729 0 0
ADECOAGRO SA ORDINARY SHARES L00849106 6,897 597,139 SH   DFND 4 0 0 597,139
ADOBE SYSTEMS INC COMMON STOCK 00724F101 7,049 75,144 SH   DFND 2 75,144 0 0
ADOBE SYSTEMS INC COMMON STOCK 00724F101 40,769 434,635 SH   DFND 4 0 0 434,635
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 18,856 117,599 SH   DFND 2 117,599 0 0
ADVANCE AUTO PARTS INC COMMON STOCK 00751Y106 108,530 676,874 SH   DFND 4 0 0 676,874
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 2,437 70,041 SH   DFND 2 70,041 0 0
ADVANCED ENERGY INDUSTRIES COMMON STOCK 007973100 8,540 245,480 SH   DFND 4 36,744 0 208,736
AEGEAN MARINE PETROLEUM NETW ORDINARY SHARES Y0017S102 816 107,840 SH   DFND 2 107,840 0 0
AEGEAN MARINE PETROLEUM NETW ORDINARY SHARES Y0017S102 5,839 771,278 SH   DFND 4 109,583 0 661,695
AEGERION PHARMACEUTICALS INC COMMON STOCK 00767E102 0 0 SH   DFND 2 0 0 0
AEGERION PHARMACEUTICALS INC COMMON STOCK 00767E102 4,075 1,101,444 SH   DFND 4 0 0 1,101,444
AERCAP HOLDINGS NV ORDINARY SHARES N00985106 2 50 SH   DFND 2 50 0 0
AERCAP HOLDINGS NV ORDINARY SHARES N00985106 14,248 367,600 SH   DFND 4 0 0 367,600
AERIE PHARMACEUTICALS INC COMMON STOCK 00771V108 0 0 SH   DFND 2 0 0 0
AERIE PHARMACEUTICALS INC COMMON STOCK 00771V108 3,890 319,900 SH   DFND 4 0 0 319,900
AES CORP COMMON STOCK 00130H105 897 76,001 SH   DFND 2 76,001 0 0
AES CORP COMMON STOCK 00130H105 4,027 341,242 SH   DFND 4 14,010 0 327,232
AETNA INC COMMON STOCK 00817Y108 939 8,356 SH   DFND 2 8,356 0 0
AETNA INC COMMON STOCK 00817Y108 45,550 405,431 SH   DFND 4 0 0 405,431
AFLAC INC COMMON STOCK 001055102 581 9,201 SH   DFND 2 9,201 0 0
AFLAC INC COMMON STOCK 001055102 0 0 SH   DFND 4 0 0 0
AG MORTGAGE INVESTMENT TRUST COMMON STOCK 001228105 35 2,692 SH   DFND 2 2,692 0 0
AG MORTGAGE INVESTMENT TRUST COMMON STOCK 001228105 149 11,432 SH   DFND 4 459 0 10,973
AGCO CORP COMMON STOCK 001084102 2 44 SH   DFND 2 44 0 0
AGCO CORP COMMON STOCK 001084102 1,809 36,398 SH   DFND 4 0 0 36,398
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 15,305 384,063 SH   DFND 2 384,063 0 0
AGILENT TECHNOLOGIES INC COMMON STOCK 00846U101 339,400 8,516,937 SH   DFND 4 108,895 0 8,408,042
AGREE REALTY CORP COMMON STOCK 008492100 171 4,436 SH   DFND 2 4,436 0 0
AGREE REALTY CORP COMMON STOCK 008492100 755 19,616 SH   DFND 4 519 0 19,097
AIR METHODS CORP COMMON STOCK 009128307 547 15,100 SH   DFND 2 15,100 0 0
AIR METHODS CORP COMMON STOCK 009128307 3,421 94,455 SH   DFND 4 18,855 0 75,600
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 3,957 27,469 SH   DFND 2 27,469 0 0
AIR PRODUCTS & CHEMICALS INC COMMON STOCK 009158106 70,735 491,046 SH   DFND 4 34,800 0 456,246
AIRGAS INC COMMON STOCK 009363102 210 1,484 SH   DFND 2 1,484 0 0
AIRGAS INC COMMON STOCK 009363102 0 0 SH   DFND 4 0 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 218 3,922 SH   DFND 2 3,922 0 0
AKAMAI TECHNOLOGIES INC COMMON STOCK 00971T101 0 0 SH   DFND 4 0 0 0
AKAMAI TECHNOLOGIES INC CONVERTIBLE ZERO 00971TAG6 566 580,000 SH   DFND 2 0 0 580,000
AKAMAI TECHNOLOGIES INC CONVERTIBLE ZERO 00971TAG6 4,138 4,239,000 SH   DFND 4 0 0 4,239,000
AKORN INC COMMON STOCK 009728106 424 18,035 SH   DFND 2 18,035 0 0
AKORN INC COMMON STOCK 009728106 716 30,419 SH   DFND 4 2,700 0 27,719
ALASKA AIR GROUP INC COMMON STOCK 011659109 54 655 SH   DFND 2 655 0 0
ALASKA AIR GROUP INC COMMON STOCK 011659109 11,226 136,865 SH   DFND 4 470 0 136,395
ALBEMARLE CORP COMMON STOCK 012653101 6,457 100,995 SH   DFND 2 100,995 0 0
ALBEMARLE CORP COMMON STOCK 012653101 23,893 373,738 SH   DFND 4 0 0 373,738
ALCOA INC COMMON STOCK 013817101 300 31,361 SH   DFND 2 31,361 0 0
ALCOA INC COMMON STOCK 013817101 20,095 2,097,648 SH   DFND 4 0 0 2,097,648
ALCOA INC CONVERTIBLE PREF 013817309 2,287 60,515 SH   DFND 2 0 0 60,515
ALCOA INC CONVERTIBLE PREF 013817309 32,298 981,510 SH   DFND 4 0 0 981,510
ALERE INC CONVERTIBLE PREF 01449J204 858 2,289 SH   DFND 2 0 0 2,289
ALERE INC CONVERTIBLE PREF 01449J204 7,475 19,947 SH   DFND 4 0 0 19,947
ALEXANDRIA REAL ESTATE E CONVERTIBLE PREF 015271505 1,823 62,316 SH   DFND 2 0 0 62,316
ALEXANDRIA REAL ESTATE E CONVERTIBLE PREF 015271505 8,469 289,532 SH   DFND 4 0 0 289,532
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 809 8,905 SH   DFND 2 8,905 0 0
ALEXANDRIA REAL ESTATE EQUIT COMMON STOCK 015271109 234 2,577 SH   DFND 4 0 0 2,577
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 654 4,700 SH   DFND 2 4,700 0 0
ALEXION PHARMACEUTICALS INC COMMON STOCK 015351109 0 0 SH   DFND 4 0 0 0
ALIBABA GROUP HOLDING-SP ADR COMMON STOCK - ADR 01609W102 5,055 63,968 SH   DFND 2 63,968 0 0
ALIBABA GROUP HOLDING-SP ADR COMMON STOCK - ADR 01609W102 61,840 782,489 SH   DFND 4 931 0 781,558
ALKERMES PLC COMMON STOCK G01767105 3 82 SH   DFND 2 82 0 0
ALKERMES PLC COMMON STOCK G01767105 3,460 101,200 SH   DFND 4 0 0 101,200
ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 1,102 6,190 SH   DFND 2 6,190 0 0
ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 4,507 25,311 SH   DFND 4 1,048 0 24,263
ALLEGION PLC ORDINARY SHARES G0176J109 992 15,568 SH   DFND 2 15,568 0 0
ALLEGION PLC ORDINARY SHARES G0176J109 5,672 89,025 SH   DFND 4 2,823 0 86,202
ALLERGAN PLC COMMON STOCK G0177J108 18,870 70,403 SH   DFND 2 70,403 0 0
ALLERGAN PLC COMMON STOCK G0177J108 346,410 1,292,430 SH   DFND 4 0 0 1,292,430
ALLERGAN PLC CONVERTIBLE PREF G0177J116 8,711 8,262 SH   DFND 2 0 0 8,262
ALLERGAN PLC CONVERTIBLE PREF G0177J116 60,667 66,004 SH   DFND 4 0 0 66,004
ALLETE INC COMMON STOCK 018522300 667 11,900 SH   DFND 2 11,900 0 0
ALLETE INC COMMON STOCK 018522300 4,192 74,768 SH   DFND 4 15,468 0 59,300
ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 302 1,375 SH   DFND 2 1,375 0 0
ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 0 0 SH   DFND 4 0 0 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 535 22,838 SH   DFND 2 22,838 0 0
ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 22,723 969,808 SH   DFND 4 1,047 0 968,761
ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 2,748 78,648 SH   DFND 2 75,640 0 3,008
ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 7,315 209,373 SH   DFND 4 14,857 0 194,516
ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 4,865 180,312 SH   DFND 2 174,192 0 6,120
ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 14,824 549,438 SH   DFND 4 17,574 0 531,864
ALLSTATE CORP COMMON STOCK 020002101 4,429 65,747 SH   DFND 2 65,747 0 0
ALLSTATE CORP COMMON STOCK 020002101 21,350 316,906 SH   DFND 4 13,020 0 303,886
ALLY FINANCIAL INC COMMON STOCK 02005N100 7,095 379,029 SH   DFND 2 335,954 0 43,075
ALLY FINANCIAL INC COMMON STOCK 02005N100 3,698 197,520 SH   DFND 4 37,985 0 159,535
ALPHABET INC-CL A COMMON STOCK 02079K305 46,280 60,663 SH   DFND 2 60,663 0 0
ALPHABET INC-CL A COMMON STOCK 02079K305 536,403 703,111 SH   DFND 4 2,366 0 700,745
ALPHABET INC-CL C COMMON STOCK 02079K107 77,263 103,716 SH   DFND 2 103,574 0 142
ALPHABET INC-CL C COMMON STOCK 02079K107 462,848 621,314 SH   DFND 4 10,429 0 610,885
ALTISOURCE ASSET MANAGEMENT ORDINARY SHARES 02153X108 0 0 SH   DFND 2 0 0 0
ALTISOURCE ASSET MANAGEMENT ORDINARY SHARES 02153X108 3,247 275,198 SH   DFND 4 0 0 275,198
ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 0 0 SH   DFND 2 0 0 0
ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 74,609 3,089,383 SH   DFND 4 0 0 3,089,383
ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 0 0 SH   DFND 2 0 0 0
ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 98,383 8,198,576 SH   DFND 4 0 0 8,198,576
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 608 21,872 SH   DFND 2 21,872 0 0
ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 1,248 44,925 SH   DFND 4 2,344 0 42,581
ALTRIA GROUP INC COMMON STOCK 02209S103 17,379 277,348 SH   DFND 2 266,487 0 10,861
ALTRIA GROUP INC COMMON STOCK 02209S103 26,354 420,592 SH   DFND 4 8,292 0 412,300
AMAG PHARMACEUTICALS INC COMMON STOCK 00163U106 3,272 139,820 SH   DFND 2 139,820 0 0
AMAG PHARMACEUTICALS INC COMMON STOCK 00163U106 42,840 1,830,771 SH   DFND 4 9,480 0 1,821,291
AMAG PHARMACEUTICALS INC CONV. NOTE 00163UAA4 540 499,000 SH   DFND 2 0 0 499,000
AMAG PHARMACEUTICALS INC CONV. NOTE 00163UAA4 21,667 20,004,000 SH   DFND 4 0 0 20,004,000
AMAZON.COM INC COMMON STOCK 023135106 65,982 111,149 SH   DFND 2 110,981 0 168
AMAZON.COM INC COMMON STOCK 023135106 434,657 732,190 SH   DFND 4 1,521 0 730,669
AMBARELLA INC COMMON STOCK G037AX101 507 11,351 SH   DFND 2 11,351 0 0
AMBARELLA INC COMMON STOCK G037AX101 866 19,373 SH   DFND 4 1,686 0 17,687
AMDOCS LTD COMMON STOCK G02602103 4,563 75,529 SH   DFND 2 73,190 0 2,339
AMDOCS LTD COMMON STOCK G02602103 14,895 246,526 SH   DFND 4 8,228 0 238,298
AMEREN CORPORATION COMMON STOCK 023608102 1,390 27,742 SH   DFND 2 27,742 0 0
AMEREN CORPORATION COMMON STOCK 023608102 19,098 381,191 SH   DFND 4 22,400 0 358,791
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 13,769 335,748 SH   DFND 2 335,748 0 0
AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 860,629 20,985,843 SH   DFND 4 121,500 0 20,864,343
AMERICAN ASSETS TRUST INC COMMON STOCK 024013104 693 17,367 SH   DFND 2 17,367 0 0
AMERICAN ASSETS TRUST INC COMMON STOCK 024013104 4,312 108,015 SH   DFND 4 21,794 0 86,221
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 646 41,998 SH   DFND 2 41,998 0 0
AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 1,328 86,262 SH   DFND 4 5,876 0 80,386
AMERICAN CAPITAL AGENCY CORP COMMON STOCK 02503X105 6,462 346,863 SH   DFND 2 330,514 0 16,349
AMERICAN CAPITAL AGENCY CORP COMMON STOCK 02503X105 13,479 723,497 SH   DFND 4 16,451 0 707,046
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 0 0 SH   DFND 2 0 0 0
AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 6,112 366,628 SH   DFND 4 0 0 366,628
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 7,404 111,503 SH   DFND 2 108,009 0 3,494
AMERICAN ELECTRIC POWER COMMON STOCK 025537101 84,392 1,270,965 SH   DFND 4 50,641 0 1,220,324
AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 286 17,003 SH   DFND 2 17,003 0 0
AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 3,210 191,098 SH   DFND 4 2,567 0 188,531
AMERICAN EXPRESS CO COMMON STOCK 025816109 1,134 18,470 SH   DFND 2 18,470 0 0
AMERICAN EXPRESS CO COMMON STOCK 025816109 0 0 SH   DFND 4 0 0 0
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 2,334 33,165 SH   DFND 2 32,099 0 1,066
AMERICAN FINANCIAL GROUP INC COMMON STOCK 025932104 7,809 110,975 SH   DFND 4 12,120 0 98,855
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 13,405 248,011 SH   DFND 2 248,011 0 0
AMERICAN INTERNATIONAL GROUP COMMON STOCK 026874784 253,888 4,697,281 SH   DFND 4 114,300 0 4,582,981
AMERICAN TOWER CORP COMMON STOCK 03027X100 19,210 187,649 SH   DFND 2 187,649 0 0
AMERICAN TOWER CORP COMMON STOCK 03027X100 129,039 1,260,515 SH   DFND 4 25,000 0 1,235,515
AMERICAN VANGUARD CORP COMMON STOCK 030371108 1,536 97,352 SH   DFND 2 97,352 0 0
AMERICAN VANGUARD CORP COMMON STOCK 030371108 6,115 387,543 SH   DFND 4 63,126 0 324,417
AMERICAN WATER WORKS CO INC COMMON STOCK 030420103 2,162 31,362 SH   DFND 2 29,923 0 1,439
AMERICAN WATER WORKS CO INC COMMON STOCK 030420103 17,619 255,609 SH   DFND 4 0 0 255,609
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 2,652 28,210 SH   DFND 2 28,210 0 0
AMERIPRISE FINANCIAL INC COMMON STOCK 03076C106 14,845 157,914 SH   DFND 4 5,258 0 152,656
AMERISAFE INC COMMON STOCK 03071H100 630 12,000 SH   DFND 2 12,000 0 0
AMERISAFE INC COMMON STOCK 03071H100 3,978 75,717 SH   DFND 4 16,117 0 59,600
AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 13,310 153,789 SH   DFND 2 148,699 0 5,090
AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 58,867 680,146 SH   DFND 4 14,558 0 665,588
AMETEK INC COMMON STOCK 031100100 322 6,441 SH   DFND 2 6,441 0 0
AMETEK INC COMMON STOCK 031100100 8,352 167,107 SH   DFND 4 0 0 167,107
AMGEN INC COMMON STOCK 031162100 17,892 119,337 SH   DFND 2 119,337 0 0
AMGEN INC COMMON STOCK 031162100 186,577 1,244,428 SH   DFND 4 11,803 0 1,232,625
AMPHENOL CORP-CL A COMMON STOCK 032095101 398 6,884 SH   DFND 2 6,884 0 0
AMPHENOL CORP-CL A COMMON STOCK 032095101 0 0 SH   DFND 4 0 0 0
AMSURG CORP COMMON STOCK 03232P405 1,038 13,916 SH   DFND 2 13,916 0 0
AMSURG CORP COMMON STOCK 03232P405 2,181 29,239 SH   DFND 4 1,876 0 27,363
AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 973 37,589 SH   DFND 2 37,589 0 0
AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 2,069 79,933 SH   DFND 4 4,667 0 75,266
ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 294 5,501 SH   DFND 2 5,501 0 0
ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 4,816 90,112 SH   DFND 4 820 0 89,292
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 9,404 201,927 SH   DFND 2 201,927 0 0
ANADARKO PETROLEUM CORP COMMON STOCK 032511107 182,122 3,910,722 SH   DFND 4 77,700 0 3,833,022
ANALOG DEVICES INC COMMON STOCK 032654105 465 7,854 SH   DFND 2 7,854 0 0
ANALOG DEVICES INC COMMON STOCK 032654105 1,581 26,713 SH   DFND 4 0 0 26,713
ANALOGIC CORP COMMON STOCK 032657207 0 0 SH   DFND 2 0 0 0
ANALOGIC CORP COMMON STOCK 032657207 3,102 39,260 SH   DFND 4 0 0 39,260
ANDERSONS INC/THE COMMON STOCK 034164103 390 12,414 SH   DFND 2 12,414 0 0
ANDERSONS INC/THE COMMON STOCK 034164103 798 25,408 SH   DFND 4 1,662 0 23,746
ANHEUSER-BUSCH INBEV-SPN ADR COMMON STOCK - ADR 03524A108 12,936 103,773 SH   DFND 2 103,773 0 0
ANHEUSER-BUSCH INBEV-SPN ADR COMMON STOCK - ADR 03524A108 66,571 534,022 SH   DFND 4 171 0 533,851
ANNALY CAPITAL MANAGEMENT IN COMMON STOCK 035710409 2,764 269,363 SH   DFND 2 262,776 0 6,587
ANNALY CAPITAL MANAGEMENT IN COMMON STOCK 035710409 10,371 1,010,823 SH   DFND 4 36,224 0 974,599
ANTHEM INC COMMON STOCK 036752103 6,428 46,247 SH   DFND 2 46,247 0 0
ANTHEM INC COMMON STOCK 036752103 58,401 420,181 SH   DFND 4 9,133 0 411,048
ANTHEM INC CONVERTIBLE PREF 036752202 1,534 32,847 SH   DFND 2 0 0 32,847
ANTHEM INC CONVERTIBLE PREF 036752202 8,923 191,077 SH   DFND 4 0 0 191,077
AON PLC COMMON STOCK G0408V102 646 6,180 SH   DFND 2 6,180 0 0
AON PLC COMMON STOCK G0408V102 0 0 SH   DFND 4 0 0 0
APACHE CORP COMMON STOCK 037411105 510 10,442 SH   DFND 2 10,442 0 0
APACHE CORP COMMON STOCK 037411105 26,526 543,455 SH   DFND 4 0 0 543,455
APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 1,350 32,292 SH   DFND 2 32,292 0 0
APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 3,663 87,597 SH   DFND 4 16,800 0 70,797
APIGEE CORP COMMON STOCK 03765N108 480 57,762 SH   DFND 2 57,762 0 0
APIGEE CORP COMMON STOCK 03765N108 796 95,743 SH   DFND 4 6,968 0 88,775
APOLLO COMMERCIAL REAL ESTAT COMMON STOCK 03762U105 114 7,001 SH   DFND 2 7,001 0 0
APOLLO COMMERCIAL REAL ESTAT COMMON STOCK 03762U105 492 30,177 SH   DFND 4 1,507 0 28,670
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 0 0 SH   DFND 2 0 0 0
APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 676 82,235 SH   DFND 4 0 0 82,235
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 0 0 SH   DFND 2 0 0 0
APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 6,562 383,300 SH   DFND 4 0 0 383,300
APPLE INC COMMON STOCK 037833100 88,873 815,419 SH   DFND 2 810,909 0 4,510
APPLE INC COMMON STOCK 037833100 739,379 6,783,915 SH   DFND 4 102,672 0 6,681,243
APPLIED GENETIC TECHNOLOGIES COMMON STOCK 03820J100 417 29,802 SH   DFND 2 29,802 0 0
APPLIED GENETIC TECHNOLOGIES COMMON STOCK 03820J100 5,384 385,105 SH   DFND 4 3,730 0 381,375
APPLIED MATERIALS INC COMMON STOCK 038222105 539 25,463 SH   DFND 2 25,463 0 0
APPLIED MATERIALS INC COMMON STOCK 038222105 0 0 SH   DFND 4 0 0 0
APTARGROUP INC COMMON STOCK 038336103 849 10,830 SH   DFND 2 10,190 0 640
APTARGROUP INC COMMON STOCK 038336103 996 12,706 SH   DFND 4 0 0 12,706
ARALEZ PHARMACEUTICALS INC ORDINARY SHARES 03852X100 445 125,482 SH   DFND 2 125,482 0 0
ARALEZ PHARMACEUTICALS INC ORDINARY SHARES 03852X100 1,233 347,283 SH   DFND 4 41,243 0 306,040
ARBOR REALTY TRUST INC COMMON STOCK 038923108 182 26,881 SH   DFND 2 26,881 0 0
ARBOR REALTY TRUST INC COMMON STOCK 038923108 779 115,041 SH   DFND 4 4,718 0 110,323
ARC DOCUMENT SOLUTIONS INC COMMON STOCK 00191G103 328 72,800 SH   DFND 2 72,800 0 0
ARC DOCUMENT SOLUTIONS INC COMMON STOCK 00191G103 2,092 464,806 SH   DFND 4 94,106 0 370,700
ARCELORMITTAL-NY REGISTERED COMMON STOCK - ADR 03938L104 97 21,281 SH   DFND 2 21,281 0 0
ARCELORMITTAL-NY REGISTERED COMMON STOCK - ADR 03938L104 1,547 337,837 SH   DFND 4 28,942 0 308,895
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 471 12,973 SH   DFND 2 12,973 0 0
ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 0 0 SH   DFND 4 0 0 0
ARDELYX INC COMMON STOCK 039697107 273 35,174 SH   DFND 2 35,174 0 0
ARDELYX INC COMMON STOCK 039697107 576 74,154 SH   DFND 4 4,987 0 69,167
ARES CAPITAL CORP CONV. NOTE 04010LAM5 254 252,000 SH   DFND 2 0 0 252,000
ARES CAPITAL CORP CONV. NOTE 04010LAM5 4 4,000 SH   DFND 4 0 0 4,000
ARGAN INC COMMON STOCK 04010E109 931 26,483 SH   DFND 2 26,483 0 0
ARGAN INC COMMON STOCK 04010E109 1,934 54,992 SH   DFND 4 3,825 0 51,167
ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 3,787 592,671 SH   DFND 2 592,671 0 0
ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 113,333 17,735,989 SH   DFND 4 10,098 0 17,725,891
ARLINGTON ASSET INVESTMENT-A COMMON STOCK 041356205 37 2,961 SH   DFND 2 2,961 0 0
ARLINGTON ASSET INVESTMENT-A COMMON STOCK 041356205 163 13,014 SH   DFND 4 418 0 12,596
ARMADA HOFFLER PROPERTIES IN COMMON STOCK 04208T108 0 0 SH   DFND 2 0 0 0
ARMADA HOFFLER PROPERTIES IN COMMON STOCK 04208T108 9,049 804,329 SH   DFND 4 0 0 804,329
ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315507 40 1,843 SH   DFND 2 1,843 0 0
ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315507 164 7,618 SH   DFND 4 297 0 7,321
ARRIS INTERNATIONAL PLC COMMON STOCK G0551A103 5,481 239,143 SH   DFND 2 0 0 239,143
ARRIS INTERNATIONAL PLC COMMON STOCK G0551A103 1,069 46,635 SH   DFND 4 0 0 46,635
ARROW ELECTRONICS INC COMMON STOCK 042735100 3 48 SH   DFND 2 48 0 0
ARROW ELECTRONICS INC COMMON STOCK 042735100 3,344 51,920 SH   DFND 4 0 0 51,920
ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 109 17,076 SH   DFND 2 17,076 0 0
ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 455 71,394 SH   DFND 4 2,605 0 68,789
ASPEN INSURANCE HOLDINGS LTD ORDINARY SHARES G05384105 5,823 122,082 SH   DFND 2 27,889 0 94,193
ASPEN INSURANCE HOLDINGS LTD ORDINARY SHARES G05384105 3,194 66,966 SH   DFND 4 1,699 0 65,267
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 677 18,749 SH   DFND 2 18,749 0 0
ASPEN TECHNOLOGY INC COMMON STOCK 045327103 1,137 31,471 SH   DFND 4 2,344 0 29,127
ASSEMBLY BIOSCIENCES INC COMMON STOCK 045396108 0 0 SH   DFND 2 0 0 0
ASSEMBLY BIOSCIENCES INC COMMON STOCK 045396108 1,857 370,000 SH   DFND 4 0 0 370,000
ASSURANT INC COMMON STOCK 04621X108 791 10,258 SH   DFND 2 9,740 0 518
ASSURANT INC COMMON STOCK 04621X108 2,919 37,839 SH   DFND 4 0 0 37,839
ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 7,880 311,458 SH   DFND 2 311,458 0 0
ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 125,347 4,954,433 SH   DFND 4 151,900 0 4,802,533
ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 3,570 126,778 SH   DFND 2 126,778 0 0
ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 118,888 4,221,860 SH   DFND 4 196,300 0 4,025,560
AT&T INC COMMON STOCK 00206R102 18,304 467,292 SH   DFND 2 460,255 0 7,037
AT&T INC COMMON STOCK 00206R102 222,570 5,682,163 SH   DFND 4 292,700 0 5,389,463
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE BONDS 049164BH8 230 270,000 SH   DFND 2 0 0 270,000
ATLAS AIR WORLDWIDE HLDG CONVERTIBLE BONDS 049164BH8 1,822 2,136,000 SH   DFND 4 0 0 2,136,000
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 516 12,200 SH   DFND 2 12,200 0 0
ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 3,208 75,900 SH   DFND 4 15,100 0 60,800
ATRICURE INC COMMON STOCK 04963C209 356 21,162 SH   DFND 2 21,162 0 0
ATRICURE INC COMMON STOCK 04963C209 693 41,205 SH   DFND 4 3,110 0 38,095
AUTODESK INC COMMON STOCK 052769106 291 4,983 SH   DFND 2 4,983 0 0
AUTODESK INC COMMON STOCK 052769106 0 0 SH   DFND 4 0 0 0
AUTOLIV INC ORDINARY SHARES 052800109 6 51 SH   DFND 2 51 0 0
AUTOLIV INC ORDINARY SHARES 052800109 2,975 25,108 SH   DFND 4 0 0 25,108
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 10,571 117,830 SH   DFND 2 111,410 0 6,420
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 11,373 126,779 SH   DFND 4 0 0 126,779
AUTOZONE INC COMMON STOCK 053332102 9,369 11,760 SH   DFND 2 11,156 0 604
AUTOZONE INC COMMON STOCK 053332102 9,474 11,892 SH   DFND 4 0 0 11,892
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 9,027 47,460 SH   DFND 2 45,391 0 2,069
AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 11,604 61,008 SH   DFND 4 0 0 61,008
AVERY DENNISON CORP COMMON STOCK 053611109 3,710 51,455 SH   DFND 2 48,503 0 2,952
AVERY DENNISON CORP COMMON STOCK 053611109 4,205 58,307 SH   DFND 4 0 0 58,307
AVG TECHNOLOGIES ORDINARY SHARES N07831105 589 28,407 SH   DFND 2 28,407 0 0
AVG TECHNOLOGIES ORDINARY SHARES N07831105 1,240 59,783 SH   DFND 4 4,025 0 55,758
AVISTA CORP COMMON STOCK 05379B107 1,259 30,873 SH   DFND 2 30,873 0 0
AVISTA CORP COMMON STOCK 05379B107 7,945 194,819 SH   DFND 4 40,588 0 154,231
AVON PRODUCTS INC COMMON STOCK 054303102 113 23,532 SH   DFND 2 23,532 0 0
AVON PRODUCTS INC COMMON STOCK 054303102 71,145 14,791,134 SH   DFND 4 0 0 14,791,134
AXALTA COATING SYSTEMS LTD COMMON STOCK G0750C108 1,991 68,177 SH   DFND 2 68,177 0 0
AXALTA COATING SYSTEMS LTD COMMON STOCK G0750C108 38,216 1,308,762 SH   DFND 4 8,080 0 1,300,682
AXIALL CORP COMMON STOCK 05463D100 3,073 140,711 SH   DFND 2 140,711 0 0
AXIALL CORP COMMON STOCK 05463D100 21,621 989,951 SH   DFND 4 0 0 989,951
AZZ INC COMMON STOCK 002474104 809 14,296 SH   DFND 2 14,296 0 0
AZZ INC COMMON STOCK 002474104 1,392 24,600 SH   DFND 4 2,308 0 22,292
B/E AEROSPACE INC COMMON STOCK 073302101 982 21,287 SH   DFND 2 21,287 0 0
B/E AEROSPACE INC COMMON STOCK 073302101 5,422 117,571 SH   DFND 4 4,825 0 112,746
BAIDU INC - SPON ADR COMMON STOCK - ADR 056752108 370 1,936 SH   DFND 2 1,936 0 0
BAIDU INC - SPON ADR COMMON STOCK - ADR 056752108 63 329 SH   DFND 4 0 0 329
BAKER HUGHES INC COMMON STOCK 057224107 4,357 99,415 SH   DFND 2 99,415 0 0
BAKER HUGHES INC COMMON STOCK 057224107 57,355 1,308,570 SH   DFND 4 20,395 0 1,288,175
BALL CORP COMMON STOCK 058498106 7,042 98,783 SH   DFND 2 98,783 0 0
BALL CORP COMMON STOCK 058498106 56,052 786,247 SH   DFND 4 47,000 0 739,247
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 753 43,046 SH   DFND 2 43,046 0 0
BANC OF CALIFORNIA INC COMMON STOCK 05990K106 4,486 256,370 SH   DFND 4 46,189 0 210,181
BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 886 118,972 SH   DFND 2 0 0 118,972
BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 2,963 397,671 SH   DFND 4 0 0 397,671
BANK OF AMERICA CORP COMMON STOCK 060505104 21,761 1,609,565 SH   DFND 2 1,609,565 0 0
BANK OF AMERICA CORP COMMON STOCK 060505104 286,984 21,226,658 SH   DFND 4 466,800 0 20,759,858
BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 2,079 1,838 SH   DFND 2 0 0 1,838
BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 8,937 7,900 SH   DFND 4 0 0 7,900
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 3,309 89,850 SH   DFND 2 89,850 0 0
BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 34,970 949,500 SH   DFND 4 10,381 0 939,119
BANKUNITED INC COMMON STOCK 06652K103 76 2,196 SH   DFND 2 2,196 0 0
BANKUNITED INC COMMON STOCK 06652K103 4,009 116,400 SH   DFND 4 0 0 116,400
BARNES & NOBLE EDUCATION INC COMMON STOCK 06777U101 0 0 SH   DFND 2 0 0 0
BARNES & NOBLE EDUCATION INC COMMON STOCK 06777U101 735 74,989 SH   DFND 4 0 0 74,989
BAXALTA INC COMMON STOCK 07177M103 613 15,172 SH   DFND 2 15,172 0 0
BAXALTA INC COMMON STOCK 07177M103 0 0 SH   DFND 4 0 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 613 14,914 SH   DFND 2 14,914 0 0
BAXTER INTERNATIONAL INC COMMON STOCK 071813109 39,762 967,923 SH   DFND 4 0 0 967,923
BB&T CORP COMMON STOCK 054937107 576 17,309 SH   DFND 2 17,309 0 0
BB&T CORP COMMON STOCK 054937107 16,582 498,400 SH   DFND 4 0 0 498,400
BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 932 22,726 SH   DFND 2 22,726 0 0
BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 3,413 83,221 SH   DFND 4 3,164 0 80,057
BECTON DICKINSON AND CO COMMON STOCK 075887109 14,449 95,169 SH   DFND 2 95,169 0 0
BECTON DICKINSON AND CO COMMON STOCK 075887109 128,800 848,373 SH   DFND 4 25,800 0 822,573
BED BATH & BEYOND INC COMMON STOCK 075896100 194 3,904 SH   DFND 2 3,904 0 0
BED BATH & BEYOND INC COMMON STOCK 075896100 12,769 257,224 SH   DFND 4 0 0 257,224
BELLICUM PHARMACEUTICALS INC COMMON STOCK 079481107 0 0 SH   DFND 2 0 0 0
BELLICUM PHARMACEUTICALS INC COMMON STOCK 079481107 239 25,559 SH   DFND 4 0 0 25,559
BEMIS COMPANY COMMON STOCK 081437105 1,305 25,199 SH   DFND 2 23,720 0 1,479
BEMIS COMPANY COMMON STOCK 081437105 1,505 29,061 SH   DFND 4 0 0 29,061
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 8,743 61,626 SH   DFND 2 61,626 0 0
BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 62,414 439,905 SH   DFND 4 29,700 0 410,205
BERKSHIRE HILLS BANCORP INC COMMON STOCK 084680107 511 19,000 SH   DFND 2 19,000 0 0
BERKSHIRE HILLS BANCORP INC COMMON STOCK 084680107 3,193 118,739 SH   DFND 4 23,639 0 95,100
BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 7,474 206,758 SH   DFND 2 185,528 0 21,230
BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 7,175 198,484 SH   DFND 4 21,954 0 176,530
BEST BUY CO INC COMMON STOCK 086516101 211 6,501 SH   DFND 2 6,501 0 0
BEST BUY CO INC COMMON STOCK 086516101 8,180 252,160 SH   DFND 4 0 0 252,160
BIG LOTS INC COMMON STOCK 089302103 594 13,119 SH   DFND 2 13,119 0 0
BIG LOTS INC COMMON STOCK 089302103 1,218 26,897 SH   DFND 4 1,812 0 25,085
BIOGEN INC COMMON STOCK 09062X103 16,668 64,029 SH   DFND 2 64,029 0 0
BIOGEN INC COMMON STOCK 09062X103 140,463 539,580 SH   DFND 4 0 0 539,580
BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 1,009 851,000 SH   DFND 2 0 0 851,000
BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 6,775 5,714,000 SH   DFND 4 0 0 5,714,000
BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 1,087 13,173 SH   DFND 2 13,173 0 0
BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 35,722 433,100 SH   DFND 4 0 0 433,100
BIO-RAD LABORATORIES-A COMMON STOCK 090572207 789 5,772 SH   DFND 2 5,422 0 350
BIO-RAD LABORATORIES-A COMMON STOCK 090572207 952 6,963 SH   DFND 4 0 0 6,963
BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 456 13,084 SH   DFND 2 13,084 0 0
BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 788 22,636 SH   DFND 4 2,059 0 20,577
BLACKBAUD INC COMMON STOCK 09227Q100 1,040 16,537 SH   DFND 2 16,537 0 0
BLACKBAUD INC COMMON STOCK 09227Q100 1,764 28,050 SH   DFND 4 2,472 0 25,578
BLACKROCK INC COMMON STOCK 09247X101 974 2,861 SH   DFND 2 2,861 0 0
BLACKROCK INC COMMON STOCK 09247X101 0 0 SH   DFND 4 0 0 0
BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 1,312 1,257,000 SH   DFND 2 0 0 1,257,000
BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 7,092 6,795,000 SH   DFND 4 0 0 6,795,000
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK 09531U102 39 1,531 SH   DFND 2 1,531 0 0
BLUE BUFFALO PET PRODUCTS IN COMMON STOCK 09531U102 980 38,185 SH   DFND 4 0 0 38,185
BLUEPRINT MEDICINES CORP COMMON STOCK 09627Y109 406 22,497 SH   DFND 2 22,497 0 0
BLUEPRINT MEDICINES CORP COMMON STOCK 09627Y109 7,951 440,500 SH   DFND 4 0 0 440,500
BMC STOCK HOLDINGS INC COMMON STOCK 05591B109 525 31,600 SH   DFND 2 31,600 0 0
BMC STOCK HOLDINGS INC COMMON STOCK 05591B109 3,269 196,700 SH   DFND 4 39,100 0 157,600
BNC BANCORP COMMON STOCK 05566T101 530 25,114 SH   DFND 2 25,114 0 0
BNC BANCORP COMMON STOCK 05566T101 5,399 255,658 SH   DFND 4 28,928 0 226,730
BOARDWALK PIPELINE PARTNERS COMMON STOCK 096627104 0 0 SH   DFND 2 0 0 0
BOARDWALK PIPELINE PARTNERS COMMON STOCK 096627104 4,171 282,991 SH   DFND 4 0 0 282,991
BOEING CO/THE COMMON STOCK 097023105 14,837 116,880 SH   DFND 2 114,284 0 2,596
BOEING CO/THE COMMON STOCK 097023105 61,003 480,562 SH   DFND 4 13,442 0 467,120
BOFI HOLDING INC COMMON STOCK 05566U108 1,301 60,972 SH   DFND 2 60,972 0 0
BOFI HOLDING INC COMMON STOCK 05566U108 4,428 207,510 SH   DFND 4 31,229 0 176,281
BOISE CASCADE CO COMMON STOCK 09739D100 3,390 163,595 SH   DFND 2 144,340 0 19,255
BOISE CASCADE CO COMMON STOCK 09739D100 21,048 1,015,820 SH   DFND 4 16,650 0 999,170
BOSTON PROPERTIES INC COMMON STOCK 101121101 5,110 40,213 SH   DFND 2 40,213 0 0
BOSTON PROPERTIES INC COMMON STOCK 101121101 60,180 473,561 SH   DFND 4 34,300 0 439,261
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 1,498 79,625 SH   DFND 2 79,625 0 0
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 41,232 2,192,008 SH   DFND 4 68,000 0 2,124,008
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 146 10,379 SH   DFND 2 10,379 0 0
BRANDYWINE REALTY TRUST COMMON STOCK 105368203 619 44,148 SH   DFND 4 1,466 0 42,682
BRIGGS & STRATTON COMMON STOCK 109043109 866 36,200 SH   DFND 2 36,200 0 0
BRIGGS & STRATTON COMMON STOCK 109043109 5,465 228,477 SH   DFND 4 46,877 0 181,600
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 2,042 31,519 SH   DFND 2 31,519 0 0
BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 17,358 267,957 SH   DFND 4 2,286 0 265,671
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 777 16,910 SH   DFND 2 16,910 0 0
BRINKER INTERNATIONAL INC COMMON STOCK 109641100 1,600 34,818 SH   DFND 4 1,759 0 33,059
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 21,456 335,877 SH   DFND 2 335,877 0 0
BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 221,842 3,472,796 SH   DFND 4 0 0 3,472,796
BRIXMOR PROPERTY GROUP INC COMMON STOCK 11120U105 643 25,104 SH   DFND 2 25,104 0 0
BRIXMOR PROPERTY GROUP INC COMMON STOCK 11120U105 1,339 52,255 SH   DFND 4 0 0 52,255
BROADCOM LTD ORDINARY SHARES Y09827109 10,502 67,976 SH   DFND 2 67,976 0 0
BROADCOM LTD ORDINARY SHARES Y09827109 85,905 556,019 SH   DFND 4 0 0 556,019
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 2,292 38,641 SH   DFND 2 36,915 0 1,726
BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 5,189 87,487 SH   DFND 4 2,203 0 85,284
BROCADE COMMUNICATIONS CONV. NOTE 111621AQ1 1,076 1,086,000 SH   DFND 2 0 0 1,086,000
BROCADE COMMUNICATIONS CONV. NOTE 111621AQ1 6,962 7,028,000 SH   DFND 4 0 0 7,028,000
BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 2,529 239,006 SH   DFND 2 229,139 0 9,867
BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 10,742 1,015,311 SH   DFND 4 16,573 0 998,738
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 1,105 1,159,000 SH   DFND 2 0 0 1,159,000
BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 6,898 7,233,000 SH   DFND 4 0 0 7,233,000
BROOKDALE SENIOR LIVING INC COMMON STOCK 112463104 0 0 SH   DFND 2 0 0 0
BROOKDALE SENIOR LIVING INC COMMON STOCK 112463104 11,365 715,700 SH   DFND 4 0 0 715,700
BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 239 2,425 SH   DFND 2 2,425 0 0
BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 0 0 SH   DFND 4 0 0 0
BRUKER CORP COMMON STOCK 116794108 429 15,338 SH   DFND 2 15,338 0 0
BRUKER CORP COMMON STOCK 116794108 2,381 85,036 SH   DFND 4 3,486 0 81,550
BRUNSWICK CORP COMMON STOCK 117043109 4,811 100,264 SH   DFND 2 100,264 0 0
BRUNSWICK CORP COMMON STOCK 117043109 33,194 691,824 SH   DFND 4 2,003 0 689,821
BUNGE LTD COMMON STOCK G16962105 2,110 37,241 SH   DFND 2 37,241 0 0
BUNGE LTD COMMON STOCK G16962105 11,646 205,504 SH   DFND 4 8,450 0 197,054
BWX TECHNOLOGIES INC COMMON STOCK 05605H100 1,506 44,868 SH   DFND 2 43,141 0 1,727
BWX TECHNOLOGIES INC COMMON STOCK 05605H100 4,131 123,102 SH   DFND 4 3,660 0 119,442
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 236 3,180 SH   DFND 2 3,180 0 0
C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 0 0 SH   DFND 4 0 0 0
CA INC COMMON STOCK 12673P105 204 6,610 SH   DFND 2 6,610 0 0
CA INC COMMON STOCK 12673P105 0 0 SH   DFND 4 0 0 0
CABLE ONE INC COMMON STOCK 12685J105 482 1,103 SH   DFND 2 1,103 0 0
CABLE ONE INC COMMON STOCK 12685J105 0 0 SH   DFND 4 0 0 0
CABOT CORP COMMON STOCK 127055101 415 8,584 SH   DFND 2 8,584 0 0
CABOT CORP COMMON STOCK 127055101 5,695 117,846 SH   DFND 4 1,917 0 115,929
CABOT OIL & GAS CORP COMMON STOCK 127097103 7,757 341,548 SH   DFND 2 341,548 0 0
CABOT OIL & GAS CORP COMMON STOCK 127097103 77,660 3,419,651 SH   DFND 4 0 0 3,419,651
CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 158 1,482 SH   DFND 2 1,482 0 0
CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 658 6,164 SH   DFND 4 435 0 5,729
CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 1,233 35,889 SH   DFND 2 35,889 0 0
CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 5,707 166,130 SH   DFND 4 3,208 0 162,922
CALAMP CORP COMMON STOCK 128126109 1,142 63,694 SH   DFND 2 63,694 0 0
CALAMP CORP COMMON STOCK 128126109 1,909 106,455 SH   DFND 4 7,855 0 98,600
CALATLANTIC GROUP INC COMMON STOCK 128195104 2,057 61,538 SH   DFND 2 61,538 0 0
CALATLANTIC GROUP INC COMMON STOCK 128195104 2,751 82,315 SH   DFND 4 0 0 82,315
CALATLANTIC GROUP INC CONV. NOTE 783764AQ6 121 99,000 SH   DFND 2 0 0 99,000
CALATLANTIC GROUP INC CONV. NOTE 783764AQ6 628 515,000 SH   DFND 4 0 0 515,000
CALATLANTIC GROUP INC CONVERTIBLE BONDS 85375CBC4 161 153,000 SH   DFND 2 0 0 153,000
CALATLANTIC GROUP INC CONVERTIBLE BONDS 85375CBC4 416 395,000 SH   DFND 4 0 0 395,000
CALERES INC COMMON STOCK 129500104 830 29,327 SH   DFND 2 29,327 0 0
CALERES INC COMMON STOCK 129500104 1,675 59,207 SH   DFND 4 3,986 0 55,221
CALIFORNIA RESOURCES CORP COMMON STOCK 13057Q107 17 16,360 SH   DFND 2 15,955 0 405
CALIFORNIA RESOURCES CORP COMMON STOCK 13057Q107 79 77,160 SH   DFND 4 2,277 0 74,883
CALLON PETROLEUM CO COMMON STOCK 13123X102 992 112,048 SH   DFND 2 112,048 0 0
CALLON PETROLEUM CO COMMON STOCK 13123X102 3,899 440,618 SH   DFND 4 74,566 0 366,052
CAL-MAINE FOODS INC COMMON STOCK 128030202 686 13,224 SH   DFND 2 13,224 0 0
CAL-MAINE FOODS INC COMMON STOCK 128030202 1,438 27,711 SH   DFND 4 1,838 0 25,873
CALPINE CORP COMMON STOCK 131347304 11,201 738,382 SH   DFND 2 738,382 0 0
CALPINE CORP COMMON STOCK 131347304 123,368 8,132,348 SH   DFND 4 183,038 0 7,949,310
CAMBREX CORP COMMON STOCK 132011107 883 20,073 SH   DFND 2 20,073 0 0
CAMBREX CORP COMMON STOCK 132011107 1,782 40,510 SH   DFND 4 2,703 0 37,807
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 820 9,747 SH   DFND 2 9,747 0 0
CAMDEN PROPERTY TRUST COMMON STOCK 133131102 233 2,765 SH   DFND 4 0 0 2,765
CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 314 4,684 SH   DFND 2 4,684 0 0
CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 9,353 139,499 SH   DFND 4 0 0 139,499
CAMPBELL SOUP CO COMMON STOCK 134429109 2,678 41,984 SH   DFND 2 41,984 0 0
CAMPBELL SOUP CO COMMON STOCK 134429109 13,427 210,490 SH   DFND 4 8,649 0 201,841
CAPITAL BANK FINANCIAL-CL A COMMON STOCK 139794101 0 0 SH   DFND 2 0 0 0
CAPITAL BANK FINANCIAL-CL A COMMON STOCK 139794101 1,600 51,880 SH   DFND 4 0 0 51,880
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 10,269 148,164 SH   DFND 2 140,256 0 7,908
CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 28,142 406,025 SH   DFND 4 0 0 406,025
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 3,062 165,352 SH   DFND 2 165,352 0 0
CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 4,683 252,855 SH   DFND 4 0 0 252,855
CAPITOL ACQUISITION CORP III STOCK UNIT 14055M205 0 0 SH   DFND 2 0 0 0
CAPITOL ACQUISITION CORP III STOCK UNIT 14055M205 2,462 250,000 SH   DFND 4 0 0 250,000
CARBYLAN THERAPEUTICS INC COMMON STOCK 141384107 0 0 SH   DFND 2 0 0 0
CARBYLAN THERAPEUTICS INC COMMON STOCK 141384107 386 600,000 SH   DFND 4 0 0 600,000
CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 175 8,595 SH   DFND 2 8,595 0 0
CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 757 37,202 SH   DFND 4 1,008 0 36,194
CARDINAL HEALTH INC COMMON STOCK 14149Y108 16,161 197,208 SH   DFND 2 192,351 0 4,857
CARDINAL HEALTH INC COMMON STOCK 14149Y108 103,313 1,260,688 SH   DFND 4 7,121 0 1,253,567
CARDIOME PHARMA CORP ORDINARY SHARES 14159U301 2,717 664,393 SH   DFND 2 664,393 0 0
CARDIOME PHARMA CORP ORDINARY SHARES 14159U301 9,316 2,277,734 SH   DFND 4 25,633 0 2,252,101
CARDTRONICS INC COMMON STOCK 14161H108 668 18,547 SH   DFND 2 18,547 0 0
CARDTRONICS INC COMMON STOCK 14161H108 1,404 39,011 SH   DFND 4 2,619 0 36,392
CARE CAPITAL PROPERTIES INC COMMON STOCK 141624106 778 28,974 SH   DFND 2 27,424 0 1,550
CARE CAPITAL PROPERTIES INC COMMON STOCK 141624106 842 31,360 SH   DFND 4 0 0 31,360
CARLISLE COS INC COMMON STOCK 142339100 618 6,209 SH   DFND 2 6,209 0 0
CARLISLE COS INC COMMON STOCK 142339100 3,417 34,340 SH   DFND 4 1,412 0 32,928
CARMAX INC COMMON STOCK 143130102 238 4,655 SH   DFND 2 4,655 0 0
CARMAX INC COMMON STOCK 143130102 1,024 20,038 SH   DFND 4 0 0 20,038
CARNIVAL CORP COMMON STOCK 143658300 542 10,263 SH   DFND 2 10,263 0 0
CARNIVAL CORP COMMON STOCK 143658300 0 0 SH   DFND 4 0 0 0
CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 0 0 SH   DFND 2 0 0 0
CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 697 48,235 SH   DFND 4 0 0 48,235
CARTER'S INC COMMON STOCK 146229109 2,386 22,643 SH   DFND 2 22,643 0 0
CARTER'S INC COMMON STOCK 146229109 13,219 125,437 SH   DFND 4 5,147 0 120,290
CASTLIGHT HEALTH INC-B COMMON STOCK 14862Q100 49 14,851 SH   DFND 2 14,851 0 0
CASTLIGHT HEALTH INC-B COMMON STOCK 14862Q100 1,270 381,451 SH   DFND 4 0 0 381,451
CATABASIS PHARMACEUTICALS IN COMMON STOCK 14875P107 0 0 SH   DFND 2 0 0 0
CATABASIS PHARMACEUTICALS IN COMMON STOCK 14875P107 607 120,360 SH   DFND 4 0 0 120,360
CATALENT INC COMMON STOCK 148806102 565 21,178 SH   DFND 2 21,178 0 0
CATALENT INC COMMON STOCK 148806102 977 36,616 SH   DFND 4 3,525 0 33,091
CATERPILLAR INC COMMON STOCK 149123101 941 12,300 SH   DFND 2 12,300 0 0
CATERPILLAR INC COMMON STOCK 149123101 6,667 87,109 SH   DFND 4 0 0 87,109
CATO CORP-CLASS A COMMON STOCK 149205106 0 0 SH   DFND 2 0 0 0
CATO CORP-CLASS A COMMON STOCK 149205106 1,763 45,741 SH   DFND 4 0 0 45,741
CAVIUM INC COMMON STOCK 14964U108 4,104 67,110 SH   DFND 2 67,110 0 0
CAVIUM INC COMMON STOCK 14964U108 19,451 318,031 SH   DFND 4 2,096 0 315,935
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 448 37,607 SH   DFND 2 37,607 0 0
CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 2,644 222,145 SH   DFND 4 40,439 0 181,706
CBRE GROUP INC - A COMMON STOCK 12504L109 2,523 87,535 SH   DFND 2 87,535 0 0
CBRE GROUP INC - A COMMON STOCK 12504L109 13,303 461,584 SH   DFND 4 18,308 0 443,276
CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 2,952 53,583 SH   DFND 2 53,583 0 0
CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 47,654 865,027 SH   DFND 4 61,300 0 803,727
CEB INC COMMON STOCK 125134106 544 8,406 SH   DFND 2 8,406 0 0
CEB INC COMMON STOCK 125134106 933 14,412 SH   DFND 4 1,054 0 13,358
CEDAR FAIR LP COMMON STOCK 150185106 0 0 SH   DFND 2 0 0 0
CEDAR FAIR LP COMMON STOCK 150185106 1,602 26,950 SH   DFND 4 1,405 0 25,545
CELGENE CORP COMMON STOCK 151020104 32,162 321,329 SH   DFND 2 321,329 0 0
CELGENE CORP COMMON STOCK 151020104 355,783 3,554,634 SH   DFND 4 0 0 3,554,634
CELLECTIS - ADR COMMON STOCK - ADR 15117K103 0 0 SH   DFND 2 0 0 0
CELLECTIS - ADR COMMON STOCK - ADR 15117K103 1,100 40,000 SH   DFND 4 0 0 40,000
CEMEX SAB DE CV CONV. NOTE 151290BC6 466 447,000 SH   DFND 2 0 0 447,000
CEMEX SAB DE CV CONV. NOTE 151290BC6 4,913 4,716,000 SH   DFND 4 0 0 4,716,000
CEMEX SAB-SPONS ADR PART CER COMMON STOCK - ADR 151290889 294 40,373 SH   DFND 2 40,373 0 0
CEMEX SAB-SPONS ADR PART CER COMMON STOCK - ADR 151290889 1,802 247,468 SH   DFND 4 3,625 0 243,843
CENOVUS ENERGY INC COMMON STOCK 15135U109 206 15,840 SH   DFND 2 15,840 0 0
CENOVUS ENERGY INC COMMON STOCK 15135U109 346 26,600 SH   DFND 4 0 0 26,600
CENTENE CORP COMMON STOCK 15135B101 1,166 18,942 SH   DFND 2 18,942 0 0
CENTENE CORP COMMON STOCK 15135B101 1,978 32,121 SH   DFND 4 1,894 0 30,227
CENTURY COMMUNITIES INC COMMON STOCK 156504300 621 36,400 SH   DFND 2 36,400 0 0
CENTURY COMMUNITIES INC COMMON STOCK 156504300 3,881 227,337 SH   DFND 4 45,337 0 182,000
CENTURYLINK INC COMMON STOCK 156700106 2,544 79,590 SH   DFND 2 79,590 0 0
CENTURYLINK INC COMMON STOCK 156700106 26,999 844,769 SH   DFND 4 65,200 0 779,569
CERNER CORP COMMON STOCK 156782104 339 6,400 SH   DFND 2 6,400 0 0
CERNER CORP COMMON STOCK 156782104 0 0 SH   DFND 4 0 0 0
CEVA INC COMMON STOCK 157210105 1,114 49,498 SH   DFND 2 49,498 0 0
CEVA INC COMMON STOCK 157210105 1,902 84,517 SH   DFND 4 8,215 0 76,302
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 392 12,497 SH   DFND 2 12,497 0 0
CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 19,852 633,440 SH   DFND 4 5,657 0 627,783
CHARLES RIVER LABORATORIES COMMON STOCK 159864107 2,544 33,497 SH   DFND 2 32,955 0 542
CHARLES RIVER LABORATORIES COMMON STOCK 159864107 7,762 102,213 SH   DFND 4 4,383 0 97,830
CHARTER COMMUNICATION-A COMMON STOCK 16117M305 3,974 19,631 SH   DFND 2 19,631 0 0
CHARTER COMMUNICATION-A COMMON STOCK 16117M305 26,430 130,564 SH   DFND 4 0 0 130,564
CHASE CORP COMMON STOCK 16150R104 110 2,086 SH   DFND 2 2,086 0 0
CHASE CORP COMMON STOCK 16150R104 485 9,231 SH   DFND 4 453 0 8,778
CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 866 16,313 SH   DFND 2 16,313 0 0
CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 5,102 96,092 SH   DFND 4 2,833 0 93,259
CHEMED CORP COMMON STOCK 16359R103 1,997 14,740 SH   DFND 2 14,740 0 0
CHEMED CORP COMMON STOCK 16359R103 9,532 70,375 SH   DFND 4 1,930 0 68,445
CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 877 24,565 SH   DFND 2 24,565 0 0
CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 5,485 153,688 SH   DFND 4 30,444 0 123,244
CHEMOCENTRYX INC COMMON STOCK 16383L106 0 0 SH   DFND 2 0 0 0
CHEMOCENTRYX INC COMMON STOCK 16383L106 500 201,000 SH   DFND 4 0 0 201,000
CHENIERE ENERGY INC COMMON STOCK 16411R208 54 1,585 SH   DFND 2 1,585 0 0
CHENIERE ENERGY INC COMMON STOCK 16411R208 1,731 51,177 SH   DFND 4 0 0 51,177
CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 254 17,935 SH   DFND 2 17,935 0 0
CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 1,591 112,364 SH   DFND 4 22,771 0 89,593
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 411 967,000 SH   DFND 2 0 0 967,000
CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 3,384 7,962,000 SH   DFND 4 0 0 7,962,000
CHEVRON CORP COMMON STOCK 166764100 4,771 50,015 SH   DFND 2 50,015 0 0
CHEVRON CORP COMMON STOCK 166764100 5,590 58,595 SH   DFND 4 0 0 58,595
CHIASMA INC COMMON STOCK 16706W102 38 4,166 SH   DFND 2 4,166 0 0
CHIASMA INC COMMON STOCK 16706W102 754 82,300 SH   DFND 4 0 0 82,300
CHICAGO BRIDGE & IRON CO NV COMMON STOCK - ADR 167250109 443 12,120 SH   DFND 2 12,120 0 0
CHICAGO BRIDGE & IRON CO NV COMMON STOCK - ADR 167250109 1,112 30,388 SH   DFND 4 1,710 0 28,678
CHILDREN'S PLACE INC/THE COMMON STOCK 168905107 714 8,555 SH   DFND 2 8,555 0 0
CHILDREN'S PLACE INC/THE COMMON STOCK 168905107 2,941 35,237 SH   DFND 4 1,069 0 34,168
CHIMERA INVESTMENT CORP COMMON STOCK 16934Q208 2,051 150,922 SH   DFND 2 144,440 0 6,482
CHIMERA INVESTMENT CORP COMMON STOCK 16934Q208 4,914 361,563 SH   DFND 4 9,599 0 351,964
CHINA BIOLOGIC PRODUCTS INC ORDINARY SHARES 16938C106 18 159 SH   DFND 2 159 0 0
CHINA BIOLOGIC PRODUCTS INC ORDINARY SHARES 16938C106 4,154 36,286 SH   DFND 4 0 0 36,286
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 7,026 14,918 SH   DFND 2 14,918 0 0
CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 22,859 48,537 SH   DFND 4 0 0 48,537
CHUBB LTD ORDINARY SHARES H1467J104 3,955 33,190 SH   DFND 2 33,190 0 0
CHUBB LTD ORDINARY SHARES H1467J104 97,031 814,364 SH   DFND 4 32,600 0 781,764
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 258 2,800 SH   DFND 2 2,800 0 0
CHURCH & DWIGHT CO INC COMMON STOCK 171340102 0 0 SH   DFND 4 0 0 0
CIDARA THERAPEUTICS INC COMMON STOCK 171757107 0 0 SH   DFND 2 0 0 0
CIDARA THERAPEUTICS INC COMMON STOCK 171757107 1,270 100,000 SH   DFND 4 0 0 100,000
CIENA CORP COMMON STOCK 171779309 463 24,325 SH   DFND 2 24,325 0 0
CIENA CORP COMMON STOCK 171779309 1,783 93,759 SH   DFND 4 4,064 0 89,695
CIENA CORP CONV. NOTE 171779AK7 285 228,000 SH   DFND 2 0 0 228,000
CIENA CORP CONV. NOTE 171779AK7 840 672,000 SH   DFND 4 0 0 672,000
CIGNA CORP COMMON STOCK 125509109 6,757 49,235 SH   DFND 2 49,235 0 0
CIGNA CORP COMMON STOCK 125509109 184,093 1,341,395 SH   DFND 4 65,900 0 1,275,495
CIMAREX ENERGY CO COMMON STOCK 171798101 234 2,404 SH   DFND 2 2,404 0 0
CIMAREX ENERGY CO COMMON STOCK 171798101 1,102 11,329 SH   DFND 4 0 0 11,329
CINCINNATI BELL INC COMMON STOCK 171871106 1,019 263,339 SH   DFND 2 263,339 0 0
CINCINNATI BELL INC COMMON STOCK 171871106 2,108 544,639 SH   DFND 4 36,407 0 508,232
CINCINNATI BELL INC CONVERTIBLE PREF 171871403 152 3,130 SH   DFND 2 0 0 3,130
CINCINNATI BELL INC CONVERTIBLE PREF 171871403 1,113 22,952 SH   DFND 4 0 0 22,952
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 201 3,075 SH   DFND 2 3,075 0 0
CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 0 0 SH   DFND 4 0 0 0
CIRRUS LOGIC INC COMMON STOCK 172755100 832 22,862 SH   DFND 2 22,862 0 0
CIRRUS LOGIC INC COMMON STOCK 172755100 3,200 87,883 SH   DFND 4 3,086 0 84,797
CISCO SYSTEMS INC COMMON STOCK 17275R102 20,918 734,752 SH   DFND 2 707,663 0 27,089
CISCO SYSTEMS INC COMMON STOCK 17275R102 213,215 7,489,110 SH   DFND 4 165,921 0 7,323,189
CIT GROUP INC COMMON STOCK 125581801 3,367 108,518 SH   DFND 2 103,056 0 5,462
CIT GROUP INC COMMON STOCK 125581801 1,799 57,975 SH   DFND 4 11,116 0 46,859
CITIGROUP INC COMMON STOCK 172967424 17,098 409,532 SH   DFND 2 409,532 0 0
CITIGROUP INC COMMON STOCK 172967424 314,896 7,542,428 SH   DFND 4 259,910 0 7,282,518
CITIGROUP INC-CW19 WARRANTS 172967226 29 22,402 SH   DFND 2 0 0 22,402
CITIGROUP INC-CW19 WARRANTS 172967226 225 2,253,773 SH   DFND 4 0 0 2,253,773
CITIZENS & NORTHERN CORP COMMON STOCK 172922106 107 5,405 SH   DFND 2 5,405 0 0
CITIZENS & NORTHERN CORP COMMON STOCK 172922106 462 23,240 SH   DFND 4 0 0 23,240
CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 233 11,100 SH   DFND 2 11,100 0 0
CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 0 0 SH   DFND 4 0 0 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 274 3,492 SH   DFND 2 3,492 0 0
CITRIX SYSTEMS INC COMMON STOCK 177376100 0 0 SH   DFND 4 0 0 0
CITRIX SYSTEMS INC CONV. NOTE 177376AD2 1,332 1,193,000 SH   DFND 2 0 0 1,193,000
CITRIX SYSTEMS INC CONV. NOTE 177376AD2 9,377 8,396,000 SH   DFND 4 0 0 8,396,000
CLOROX COMPANY COMMON STOCK 189054109 3,499 27,758 SH   DFND 2 27,434 0 324
CLOROX COMPANY COMMON STOCK 189054109 14,497 115,001 SH   DFND 4 4,458 0 110,543
CLOVIS ONCOLOGY INC COMMON STOCK 189464100 523 27,223 SH   DFND 2 27,223 0 0
CLOVIS ONCOLOGY INC COMMON STOCK 189464100 0 0 SH   DFND 4 0 0 0
CLUBCORP HOLDINGS INC COMMON STOCK 18948M108 574 40,900 SH   DFND 2 40,900 0 0
CLUBCORP HOLDINGS INC COMMON STOCK 18948M108 3,579 254,916 SH   DFND 4 50,816 0 204,100
CME GROUP INC COMMON STOCK 12572Q105 2,407 25,060 SH   DFND 2 25,060 0 0
CME GROUP INC COMMON STOCK 12572Q105 33,447 348,220 SH   DFND 4 26,900 0 321,320
CMS ENERGY CORP COMMON STOCK 125896100 261 6,144 SH   DFND 2 6,144 0 0
CMS ENERGY CORP COMMON STOCK 125896100 0 0 SH   DFND 4 0 0 0
CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 209 11,685 SH   DFND 2 11,685 0 0
CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 873 48,727 SH   DFND 4 2,189 0 46,538
COACH INC COMMON STOCK 189754104 1,083 27,013 SH   DFND 2 27,013 0 0
COACH INC COMMON STOCK 189754104 1,602 39,961 SH   DFND 4 2,779 0 37,182
COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 669 1,341,000 SH   DFND 2 0 0 1,341,000
COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 7,515 15,068,000 SH   DFND 4 0 0 15,068,000
COCA-COLA CO/THE COMMON STOCK 191216100 3,914 84,363 SH   DFND 2 84,363 0 0
COCA-COLA CO/THE COMMON STOCK 191216100 199 4,290 SH   DFND 4 0 0 4,290
COCA-COLA ENTERPRISES COMMON STOCK 19122T109 5,620 110,766 SH   DFND 2 110,766 0 0
COCA-COLA ENTERPRISES COMMON STOCK 19122T109 84,178 1,659,016 SH   DFND 4 102,437 0 1,556,579
COGENT COMMUNICATIONS HOLDIN COMMON STOCK 19239V302 1,125 28,813 SH   DFND 2 28,813 0 0
COGENT COMMUNICATIONS HOLDIN COMMON STOCK 19239V302 1,921 49,231 SH   DFND 4 4,341 0 44,890
COGNEX CORP COMMON STOCK 192422103 801 20,564 SH   DFND 2 20,564 0 0
COGNEX CORP COMMON STOCK 192422103 12,137 311,600 SH   DFND 4 0 0 311,600
COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 845 13,483 SH   DFND 2 13,483 0 0
COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 0 0 SH   DFND 4 0 0 0
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8,552 121,044 SH   DFND 2 114,963 0 6,081
COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8,444 119,512 SH   DFND 4 0 0 119,512
COLONY CAPITAL INC - A COMMON STOCK 19624R106 423 25,229 SH   DFND 2 25,229 0 0
COLONY CAPITAL INC - A COMMON STOCK 19624R106 2,675 159,522 SH   DFND 4 33,922 0 125,600
COLUMBIA PIPELINE GROUP COMMON STOCK 198280109 217 8,648 SH   DFND 2 8,648 0 0
COLUMBIA PIPELINE GROUP COMMON STOCK 198280109 0 0 SH   DFND 4 0 0 0
COMCAST CORP-CLASS A COMMON STOCK 20030N101 10,471 171,436 SH   DFND 2 171,436 0 0
COMCAST CORP-CLASS A COMMON STOCK 20030N101 230,542 3,774,431 SH   DFND 4 168,550 0 3,605,881
COMERICA INC COMMON STOCK 200340107 149 3,929 SH   DFND 2 3,929 0 0
COMERICA INC COMMON STOCK 200340107 3,912 103,300 SH   DFND 4 0 0 103,300
COMMUNICATIONS SALES & LE COMMON STOCK 20341J104 1,234 55,461 SH   DFND 2 55,461 0 0
COMMUNICATIONS SALES & LE COMMON STOCK 20341J104 13,246 595,330 SH   DFND 4 7,960 0 587,370
COMMUNITY HEALTHCARE TRUST I COMMON STOCK 20369C106 139 7,524 SH   DFND 2 7,524 0 0
COMMUNITY HEALTHCARE TRUST I COMMON STOCK 20369C106 592 32,029 SH   DFND 4 1,066 0 30,963
COMPUTER SCIENCES CORP COMMON STOCK 205363104 8,233 239,391 SH   DFND 2 237,466 0 1,925
COMPUTER SCIENCES CORP COMMON STOCK 205363104 108,416 3,152,548 SH   DFND 4 73,923 0 3,078,625
CONAGRA FOODS INC COMMON STOCK 205887102 3,537 79,268 SH   DFND 2 79,268 0 0
CONAGRA FOODS INC COMMON STOCK 205887102 17,181 385,050 SH   DFND 4 15,821 0 369,229
CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 0 0 SH   DFND 2 0 0 0
CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 408 190,527 SH   DFND 4 0 0 190,527
CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 0 0 SH   DFND 2 0 0 0
CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 2,228 163,131 SH   DFND 4 0 0 163,131
CONCHO RESOURCES INC COMMON STOCK 20605P101 332 3,283 SH   DFND 2 3,283 0 0
CONCHO RESOURCES INC COMMON STOCK 20605P101 28,530 282,359 SH   DFND 4 0 0 282,359
CONMED CORP COMMON STOCK 207410101 620 14,793 SH   DFND 2 14,793 0 0
CONMED CORP COMMON STOCK 207410101 1,264 30,132 SH   DFND 4 1,833 0 28,299
CONOCOPHILLIPS COMMON STOCK 20825C104 1,595 39,601 SH   DFND 2 39,601 0 0
CONOCOPHILLIPS COMMON STOCK 20825C104 91,561 2,273,679 SH   DFND 4 0 0 2,273,679
CONSOL ENERGY INC COMMON STOCK 20854P109 0 0 SH   DFND 2 0 0 0
CONSOL ENERGY INC COMMON STOCK 20854P109 6,012 532,500 SH   DFND 4 0 0 532,500
CONSOLIDATED EDISON INC COMMON STOCK 209115104 467 6,101 SH   DFND 2 6,101 0 0
CONSOLIDATED EDISON INC COMMON STOCK 209115104 0 0 SH   DFND 4 0 0 0
CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 9,082 60,111 SH   DFND 2 56,760 0 3,351
CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 9,995 66,152 SH   DFND 4 0 0 66,152
CONSUMER DISCRETIONARY SELT EXCHANGE TRADED FUNDS 81369Y407 7,757 98,130 SH   DFND 2 74,700 0 23,430
CONSUMER DISCRETIONARY SELT EXCHANGE TRADED FUNDS 81369Y407 26,907 340,383 SH   DFND 4 0 0 340,383
CONSUMER STAPLES SPDR EXCHANGE TRADED FUNDS 81369Y308 7,924 149,364 SH   DFND 2 113,500 0 35,864
CONSUMER STAPLES SPDR EXCHANGE TRADED FUNDS 81369Y308 27,607 520,396 SH   DFND 4 0 0 520,396
CONTINENTAL BUILDING PRODUCT COMMON STOCK 211171103 1,551 83,567 SH   DFND 2 83,567 0 0
CONTINENTAL BUILDING PRODUCT COMMON STOCK 211171103 5,871 316,309 SH   DFND 4 51,046 0 265,263
CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 71 2,340 SH   DFND 2 2,340 0 0
CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 1,827 60,182 SH   DFND 4 0 0 60,182
CONVERGYS CORP COMMON STOCK 212485106 844 30,400 SH   DFND 2 30,400 0 0
CONVERGYS CORP COMMON STOCK 212485106 5,317 191,476 SH   DFND 4 39,676 0 151,800
COOPER COS INC/THE COMMON STOCK 216648402 12,696 82,460 SH   DFND 2 82,460 0 0
COOPER COS INC/THE COMMON STOCK 216648402 63,418 411,883 SH   DFND 4 0 0 411,883
COOPER TIRE & RUBBER COMMON STOCK 216831107 945 25,514 SH   DFND 2 25,514 0 0
COOPER TIRE & RUBBER COMMON STOCK 216831107 7,096 191,671 SH   DFND 4 3,558 0 188,113
COOPER-STANDARD HOLDING COMMON STOCK 21676P103 881 12,258 SH   DFND 2 12,258 0 0
COOPER-STANDARD HOLDING COMMON STOCK 21676P103 1,841 25,630 SH   DFND 4 1,695 0 23,935
COPART INC COMMON STOCK 217204106 1,004 24,623 SH   DFND 2 23,148 0 1,475
COPART INC COMMON STOCK 217204106 1,180 28,953 SH   DFND 4 0 0 28,953
CORE LABORATORIES N.V. ORDINARY SHARES N22717107 284 2,525 SH   DFND 2 2,525 0 0
CORE LABORATORIES N.V. ORDINARY SHARES N22717107 1,763 15,680 SH   DFND 4 3,180 0 12,500
CORELOGIC INC COMMON STOCK 21871D103 1,240 35,748 SH   DFND 2 34,328 0 1,420
CORELOGIC INC COMMON STOCK 21871D103 3,208 92,451 SH   DFND 4 2,628 0 89,823
CORIUM INTERNATIONAL INC COMMON STOCK 21887L107 0 0 SH   DFND 2 0 0 0
CORIUM INTERNATIONAL INC COMMON STOCK 21887L107 1,254 325,000 SH   DFND 4 0 0 325,000
CORNING INC COMMON STOCK 219350105 524 25,086 SH   DFND 2 25,086 0 0
CORNING INC COMMON STOCK 219350105 10,544 504,741 SH   DFND 4 0 0 504,741
CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T108 551 21,013 SH   DFND 2 21,013 0 0
CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T108 159 6,077 SH   DFND 4 0 0 6,077
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 13,303 84,418 SH   DFND 2 84,418 0 0
COSTCO WHOLESALE CORP COMMON STOCK 22160K105 54,266 344,372 SH   DFND 4 0 0 344,372
COTT CORPORATION ORDINARY SHARES 22163N106 533 38,394 SH   DFND 2 38,394 0 0
COTT CORPORATION ORDINARY SHARES 22163N106 3,319 238,948 SH   DFND 4 47,469 0 191,479
COTY INC-CL A COMMON STOCK 222070203 17,869 642,085 SH   DFND 2 642,085 0 0
COTY INC-CL A COMMON STOCK 222070203 227,908 8,189,278 SH   DFND 4 320,964 0 7,868,314
CR BARD INC COMMON STOCK 067383109 21,490 106,035 SH   DFND 2 106,035 0 0
CR BARD INC COMMON STOCK 067383109 159,528 787,132 SH   DFND 4 3,423 0 783,709
CREDICORP LTD ORDINARY SHARES G2519Y108 80 613 SH   DFND 2 613 0 0
CREDICORP LTD ORDINARY SHARES G2519Y108 190 1,452 SH   DFND 4 0 0 1,452
CRITEO SA-SPON ADR COMMON STOCK - ADR 226718104 749 18,079 SH   DFND 2 18,079 0 0
CRITEO SA-SPON ADR COMMON STOCK - ADR 226718104 21,564 520,610 SH   DFND 4 0 0 520,610
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 634 7,335 SH   DFND 2 7,335 0 0
CROWN CASTLE INTL CORP COMMON STOCK 22822V101 0 0 SH   DFND 4 0 0 0
CROWN CASTLE INTL CORP CONVERTIBLE PREF 22822V200 5,420 44,181 SH   DFND 2 0 0 44,181
CROWN CASTLE INTL CORP CONVERTIBLE PREF 22822V200 10,758 100,359 SH   DFND 4 0 0 100,359
CROWN HOLDINGS INC COMMON STOCK 228368106 4,637 93,502 SH   DFND 2 91,924 0 1,578
CROWN HOLDINGS INC COMMON STOCK 228368106 19,887 401,024 SH   DFND 4 15,201 0 385,823
CSG SYSTEMS INTL INC COMMON STOCK 126349109 1,145 25,364 SH   DFND 2 25,364 0 0
CSG SYSTEMS INTL INC COMMON STOCK 126349109 7,875 174,391 SH   DFND 4 3,602 0 170,789
CSRA INC COMMON STOCK 12650T104 2,343 87,097 SH   DFND 2 84,910 0 2,187
CSRA INC COMMON STOCK 12650T104 25,266 939,269 SH   DFND 4 62,489 0 876,780
CSX CORP COMMON STOCK 126408103 533 20,703 SH   DFND 2 20,703 0 0
CSX CORP COMMON STOCK 126408103 0 0 SH   DFND 4 0 0 0
CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 5,198 117,435 SH   DFND 2 117,435 0 0
CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 40,114 906,327 SH   DFND 4 645 0 905,682
CUBIC CORP COMMON STOCK 229669106 922 23,073 SH   DFND 2 23,073 0 0
CUBIC CORP COMMON STOCK 229669106 1,918 48,001 SH   DFND 4 3,235 0 44,766
CUMMINS INC COMMON STOCK 231021106 801 7,282 SH   DFND 2 7,282 0 0
CUMMINS INC COMMON STOCK 231021106 0 0 SH   DFND 4 0 0 0
CUSTOMERS BANCORP INC COMMON STOCK 23204G100 846 35,812 SH   DFND 2 35,812 0 0
CUSTOMERS BANCORP INC COMMON STOCK 23204G100 1,830 77,441 SH   DFND 4 4,788 0 72,653
CVR ENERGY INC COMMON STOCK 12662P108 290 11,093 SH   DFND 2 11,093 0 0
CVR ENERGY INC COMMON STOCK 12662P108 1,604 61,445 SH   DFND 4 2,524 0 58,921
CVS HEALTH CORP COMMON STOCK 126650100 23,045 222,162 SH   DFND 2 222,162 0 0
CVS HEALTH CORP COMMON STOCK 126650100 365,941 3,527,823 SH   DFND 4 79,700 0 3,448,123
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 1,286 148,521 SH   DFND 2 148,521 0 0
CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 4,025 464,809 SH   DFND 4 62,920 0 401,889
CYS INVESTMENTS INC COMMON STOCK 12673A108 73 8,930 SH   DFND 2 8,930 0 0
CYS INVESTMENTS INC COMMON STOCK 12673A108 341 41,883 SH   DFND 4 1,568 0 40,315
CYTOMX THERAPEUTICS INC COMMON STOCK 23284F105 0 0 SH   DFND 2 0 0 0
CYTOMX THERAPEUTICS INC COMMON STOCK 23284F105 4,192 325,000 SH   DFND 4 0 0 325,000
DANA HOLDING CORP COMMON STOCK 235825205 0 0 SH   DFND 2 0 0 0
DANA HOLDING CORP COMMON STOCK 235825205 3,597 255,305 SH   DFND 4 0 0 255,305
DANAHER CORP COMMON STOCK 235851102 14,590 153,807 SH   DFND 2 153,807 0 0
DANAHER CORP COMMON STOCK 235851102 126,411 1,332,601 SH   DFND 4 48,600 0 1,284,001
DARDEN RESTAURANTS INC COMMON STOCK 237194105 162 2,450 SH   DFND 2 2,450 0 0
DARDEN RESTAURANTS INC COMMON STOCK 237194105 947 14,278 SH   DFND 4 0 0 14,278
DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK 238337109 1,184 30,519 SH   DFND 2 30,519 0 0
DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK 238337109 17,918 462,055 SH   DFND 4 0 0 462,055
DAVIDSTEA INC ORDINARY SHARES 238661102 253 20,908 SH   DFND 2 20,908 0 0
DAVIDSTEA INC ORDINARY SHARES 238661102 3,687 304,433 SH   DFND 4 0 0 304,433
DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 4,386 59,775 SH   DFND 2 56,456 0 3,319
DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 4,802 65,434 SH   DFND 4 0 0 65,434
DECKERS OUTDOOR CORP COMMON STOCK 243537107 0 0 SH   DFND 2 0 0 0
DECKERS OUTDOOR CORP COMMON STOCK 243537107 1,295 21,622 SH   DFND 4 0 0 21,622
DEERE & CO COMMON STOCK 244199105 501 6,502 SH   DFND 2 6,502 0 0
DEERE & CO COMMON STOCK 244199105 11,394 147,988 SH   DFND 4 0 0 147,988
DEL TACO RESTAURANTS INC COMMON STOCK 245496104 511 49,458 SH   DFND 2 49,458 0 0
DEL TACO RESTAURANTS INC COMMON STOCK 245496104 7,941 768,692 SH   DFND 4 61,514 0 707,178
DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 3,871 51,606 SH   DFND 2 51,606 0 0
DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 68,411 911,910 SH   DFND 4 70,600 0 841,310
DELTA AIR LINES INC COMMON STOCK 247361702 6,797 139,631 SH   DFND 2 139,631 0 0
DELTA AIR LINES INC COMMON STOCK 247361702 50,156 1,030,317 SH   DFND 4 27,796 0 1,002,521
DELUXE CORP COMMON STOCK 248019101 1,057 16,915 SH   DFND 2 16,915 0 0
DELUXE CORP COMMON STOCK 248019101 13,422 214,788 SH   DFND 4 11,000 0 203,788
DENTSPLY SIRONA INC COMMON STOCK 24906P109 334 5,416 SH   DFND 2 5,416 0 0
DENTSPLY SIRONA INC COMMON STOCK 24906P109 0 0 SH   DFND 4 0 0 0
DEPOMED INC COMMON STOCK 249908104 260 18,644 SH   DFND 2 18,644 0 0
DEPOMED INC COMMON STOCK 249908104 449 32,197 SH   DFND 4 2,843 0 29,354
DEVON ENERGY CORP COMMON STOCK 25179M103 363 13,245 SH   DFND 2 13,245 0 0
DEVON ENERGY CORP COMMON STOCK 25179M103 1,085 39,540 SH   DFND 4 0 0 39,540
DEXCOM INC COMMON STOCK 252131107 3,291 48,461 SH   DFND 2 48,461 0 0
DEXCOM INC COMMON STOCK 252131107 14,491 213,391 SH   DFND 4 1,992 0 211,399
DHT HOLDINGS INC ORDINARY SHARES Y2065G121 79 13,697 SH   DFND 2 13,697 0 0
DHT HOLDINGS INC ORDINARY SHARES Y2065G121 328 56,891 SH   DFND 4 0 0 56,891
DIAMOND RESORTS INTERNATIONA COMMON STOCK 25272T104 734 30,186 SH   DFND 2 30,186 0 0
DIAMOND RESORTS INTERNATIONA COMMON STOCK 25272T104 1,230 50,630 SH   DFND 4 3,693 0 46,937
DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 6,293 81,539 SH   DFND 2 81,539 0 0
DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 59,654 772,918 SH   DFND 4 951 0 771,967
DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 438 43,245 SH   DFND 2 43,245 0 0
DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 126 12,423 SH   DFND 4 0 0 12,423
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 223 2,522 SH   DFND 2 2,522 0 0
DIGITAL REALTY TRUST INC COMMON STOCK 253868103 61 694 SH   DFND 4 0 0 694
DILLARDS INC-CL A COMMON STOCK 254067101 674 7,936 SH   DFND 2 7,936 0 0
DILLARDS INC-CL A COMMON STOCK 254067101 3,860 45,457 SH   DFND 4 1,142 0 44,315
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 34 1,244 SH   DFND 2 1,244 0 0
DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 2,742 100,088 SH   DFND 4 0 0 100,088
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 5,161 101,360 SH   DFND 2 100,411 0 949
DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 26,122 512,992 SH   DFND 4 0 0 512,992
DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 7,512 262,371 SH   DFND 2 262,371 0 0
DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 66,292 2,315,470 SH   DFND 4 49,009 0 2,266,461
DISH NETWORK CORP-A COMMON STOCK 25470M109 14,478 312,961 SH   DFND 2 258,219 0 54,742
DISH NETWORK CORP-A COMMON STOCK 25470M109 1,907,666 41,237,924 SH   DFND 4 6,900 0 41,231,024
DOLBY LABORATORIES INC-CL A COMMON STOCK 25659T107 585 13,452 SH   DFND 2 12,659 0 793
DOLBY LABORATORIES INC-CL A COMMON STOCK 25659T107 682 15,685 SH   DFND 4 0 0 15,685
DOLLAR GENERAL CORP COMMON STOCK 256677105 23,741 277,345 SH   DFND 2 270,581 0 6,764
DOLLAR GENERAL CORP COMMON STOCK 256677105 78,655 918,865 SH   DFND 4 0 0 918,865
DOLLAR TREE INC COMMON STOCK 256746108 431 5,231 SH   DFND 2 5,231 0 0
DOLLAR TREE INC COMMON STOCK 256746108 0 0 SH   DFND 4 0 0 0
DOMINION DIAMOND CORP COMMON STOCK 257287102 410 37,000 SH   DFND 2 37,000 0 0
DOMINION DIAMOND CORP COMMON STOCK 257287102 1,125 101,482 SH   DFND 4 0 0 101,482
DOMINION RESOURCES INC CONVERTIBLE PREF 25746U869 1,034 20,547 SH   DFND 2 0 0 20,547
DOMINION RESOURCES INC CONVERTIBLE PREF 25746U869 6,409 127,417 SH   DFND 4 0 0 127,417
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 936 12,466 SH   DFND 2 12,466 0 0
DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 2,667 35,500 SH   DFND 4 0 0 35,500
DOMTAR CORP ORDINARY SHARES 257559203 196 4,845 SH   DFND 2 4,845 0 0
DOMTAR CORP ORDINARY SHARES 257559203 5,300 130,866 SH   DFND 4 977 0 129,889
DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 76 3,328 SH   DFND 2 3,328 0 0
DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 333 14,536 SH   DFND 4 720 0 13,816
DOVER CORP COMMON STOCK 260003108 212 3,300 SH   DFND 2 3,300 0 0
DOVER CORP COMMON STOCK 260003108 0 0 SH   DFND 4 0 0 0
DOW CHEMICAL CO/THE COMMON STOCK 260543103 13,909 273,486 SH   DFND 2 273,486 0 0
DOW CHEMICAL CO/THE COMMON STOCK 260543103 183,032 3,598,750 SH   DFND 4 79,800 0 3,518,950
DR HORTON INC COMMON STOCK 23331A109 212 7,014 SH   DFND 2 7,014 0 0
DR HORTON INC COMMON STOCK 23331A109 759 25,112 SH   DFND 4 0 0 25,112
DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 12,480 139,561 SH   DFND 2 139,561 0 0
DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 110,817 1,239,288 SH   DFND 4 64,759 0 1,174,529
DSP GROUP INC COMMON STOCK 23332B106 644 70,561 SH   DFND 2 70,561 0 0
DSP GROUP INC COMMON STOCK 23332B106 1,319 144,629 SH   DFND 4 9,629 0 135,000
DST SYSTEMS INC COMMON STOCK 233326107 3,872 34,331 SH   DFND 2 32,288 0 2,043
DST SYSTEMS INC COMMON STOCK 233326107 4,546 40,308 SH   DFND 4 0 0 40,308
DSW INC-CLASS A COMMON STOCK 23334L102 585 21,157 SH   DFND 2 21,157 0 0
DSW INC-CLASS A COMMON STOCK 23334L102 3,808 137,767 SH   DFND 4 3,047 0 134,720
DTE ENERGY COMPANY COMMON STOCK 233331107 365 4,021 SH   DFND 2 4,021 0 0
DTE ENERGY COMPANY COMMON STOCK 233331107 0 0 SH   DFND 4 0 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 16,363 258,413 SH   DFND 2 258,413 0 0
DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 169,696 2,679,976 SH   DFND 4 55,800 0 2,624,176
DUKE ENERGY CORP COMMON STOCK 26441C204 1,177 14,586 SH   DFND 2 14,586 0 0
DUKE ENERGY CORP COMMON STOCK 26441C204 12,284 152,251 SH   DFND 4 0 0 152,251
DUKE REALTY CORP COMMON STOCK 264411505 775 34,380 SH   DFND 2 34,380 0 0
DUKE REALTY CORP COMMON STOCK 264411505 220 9,753 SH   DFND 4 0 0 9,753
DULUTH HOLDINGS INC COMMON STOCK 26443V101 0 0 SH   DFND 2 0 0 0
DULUTH HOLDINGS INC COMMON STOCK 26443V101 1,431 73,431 SH   DFND 4 0 0 73,431
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 1,106 27,281 SH   DFND 2 27,281 0 0
DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 315 7,769 SH   DFND 4 0 0 7,769
DYCOM INDUSTRIES INC COMMON STOCK 267475101 2,320 35,881 SH   DFND 2 35,881 0 0
DYCOM INDUSTRIES INC COMMON STOCK 267475101 10,399 160,802 SH   DFND 4 15,097 0 145,705
DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158201 812 42,222 SH   DFND 2 42,222 0 0
DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158201 1,384 71,934 SH   DFND 4 6,666 0 65,268
DYNEGY INC COMMON STOCK 26817R108 322 22,400 SH   DFND 2 22,400 0 0
DYNEGY INC COMMON STOCK 26817R108 3,999 278,319 SH   DFND 4 29,519 0 248,800
DYNEGY INC CONVERTIBLE PREF 26817R207 405 7,570 SH   DFND 2 0 0 7,570
DYNEGY INC CONVERTIBLE PREF 26817R207 2,897 54,148 SH   DFND 4 0 0 54,148
E*TRADE FINANCIAL CORP COMMON STOCK 269246401 8,879 362,542 SH   DFND 2 362,542 0 0
E*TRADE FINANCIAL CORP COMMON STOCK 269246401 41,174 1,681,269 SH   DFND 4 17,854 0 1,663,415
EAGLE BANCORP INC COMMON STOCK 268948106 232 4,830 SH   DFND 2 4,830 0 0
EAGLE BANCORP INC COMMON STOCK 268948106 1,462 30,459 SH   DFND 4 6,229 0 24,230
EAGLE PHARMACEUTICALS INC COMMON STOCK 269796108 509 12,578 SH   DFND 2 12,578 0 0
EAGLE PHARMACEUTICALS INC COMMON STOCK 269796108 3,261 80,530 SH   DFND 4 11,851 0 68,679
EAST WEST BANCORP INC COMMON STOCK 27579R104 228 7,028 SH   DFND 2 7,028 0 0
EAST WEST BANCORP INC COMMON STOCK 27579R104 3,540 108,994 SH   DFND 4 1,699 0 107,295
EASTERLY ACQUISITION CORP STOCK UNIT 27616L201 0 0 SH   DFND 2 0 0 0
EASTERLY ACQUISITION CORP STOCK UNIT 27616L201 9,983 1,006,400 SH   DFND 4 0 0 1,006,400
EASTERLY GOVERNMENT PROPERTI COMMON STOCK 27616P103 0 0 SH   DFND 2 0 0 0
EASTERLY GOVERNMENT PROPERTI COMMON STOCK 27616P103 13,413 724,271 SH   DFND 4 0 0 724,271
EASTMAN CHEMICAL CO COMMON STOCK 277432100 245 3,387 SH   DFND 2 3,387 0 0
EASTMAN CHEMICAL CO COMMON STOCK 277432100 0 0 SH   DFND 4 0 0 0
EATON CORP PLC COMMON STOCK G29183103 655 10,471 SH   DFND 2 10,471 0 0
EATON CORP PLC COMMON STOCK G29183103 0 0 SH   DFND 4 0 0 0
EBAY INC COMMON STOCK 278642103 14,071 589,723 SH   DFND 2 570,295 0 19,428
EBAY INC COMMON STOCK 278642103 50,175 2,102,871 SH   DFND 4 54,135 0 2,048,736
ECHO GLOBAL LOGISTICS CONV. NOTE 27875TAA9 1,009 1,002,000 SH   DFND 2 0 0 1,002,000
ECHO GLOBAL LOGISTICS CONV. NOTE 27875TAA9 6,747 6,701,000 SH   DFND 4 0 0 6,701,000
ECHOSTAR CORP-A COMMON STOCK 278768106 0 0 SH   DFND 2 0 0 0
ECHOSTAR CORP-A COMMON STOCK 278768106 611,243 13,800,931 SH   DFND 4 0 0 13,800,931
ECOLAB INC COMMON STOCK 278865100 1,957 17,551 SH   DFND 2 16,854 0 697
ECOLAB INC COMMON STOCK 278865100 1,514 13,577 SH   DFND 4 0 0 13,577
E-COMMERCE CHINA-SPON ADR -A COMMON STOCK - ADR 26833A105 256 35,952 SH   DFND 2 35,952 0 0
E-COMMERCE CHINA-SPON ADR -A COMMON STOCK - ADR 26833A105 0 0 SH   DFND 4 0 0 0
ECOPETROL SA-SPONSORED ADR COMMON STOCK - ADR 279158109 1,141 132,538 SH   DFND 2 0 0 132,538
ECOPETROL SA-SPONSORED ADR COMMON STOCK - ADR 279158109 3,814 442,997 SH   DFND 4 0 0 442,997
EDGEWELL PERSONAL CARE CO COMMON STOCK 28035Q102 12,014 149,181 SH   DFND 2 149,181 0 0
EDGEWELL PERSONAL CARE CO COMMON STOCK 28035Q102 155,798 1,934,658 SH   DFND 4 61,303 0 1,873,355
EDISON INTERNATIONAL COMMON STOCK 281020107 3,708 51,578 SH   DFND 2 51,578 0 0
EDISON INTERNATIONAL COMMON STOCK 281020107 99,040 1,377,656 SH   DFND 4 58,300 0 1,319,356
EDUCATION REALTY TRUST INC COMMON STOCK 28140H203 583 14,004 SH   DFND 2 14,004 0 0
EDUCATION REALTY TRUST INC COMMON STOCK 28140H203 3,622 87,074 SH   DFND 4 17,609 0 69,465
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 3,312 37,544 SH   DFND 2 37,544 0 0
EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 21,584 244,684 SH   DFND 4 0 0 244,684
EL PASO ELECTRIC CO COMMON STOCK 283677854 436 9,500 SH   DFND 2 9,500 0 0
EL PASO ELECTRIC CO COMMON STOCK 283677854 2,712 59,100 SH   DFND 4 11,900 0 47,200
ELDORADO RESORTS INC COMMON STOCK 28470R102 2,709 236,790 SH   DFND 2 213,235 0 23,555
ELDORADO RESORTS INC COMMON STOCK 28470R102 1,561 136,470 SH   DFND 4 23,275 0 113,195
ELECTRONIC ARTS INC COMMON STOCK 285512109 12,239 185,138 SH   DFND 2 185,138 0 0
ELECTRONIC ARTS INC COMMON STOCK 285512109 78,458 1,186,784 SH   DFND 4 0 0 1,186,784
ELECTRONICS FOR IMAGING CONV. NOTE 286082AC6 1,159 1,114,000 SH   DFND 2 0 0 1,114,000
ELECTRONICS FOR IMAGING CONV. NOTE 286082AC6 7,155 6,880,000 SH   DFND 4 0 0 6,880,000
ELI LILLY & CO COMMON STOCK 532457108 16,983 235,840 SH   DFND 2 235,840 0 0
ELI LILLY & CO COMMON STOCK 532457108 297,789 4,135,385 SH   DFND 4 176,000 0 3,959,385
EMBRAER SA-SPON ADR COMMON STOCK - ADR 29082A107 508 19,290 SH   DFND 2 19,290 0 0
EMBRAER SA-SPON ADR COMMON STOCK - ADR 29082A107 11,399 432,429 SH   DFND 4 0 0 432,429
EMC CORP/MA COMMON STOCK 268648102 4,497 168,752 SH   DFND 2 168,752 0 0
EMC CORP/MA COMMON STOCK 268648102 123,251 4,624,788 SH   DFND 4 179,900 0 4,444,888
EMCOR GROUP INC COMMON STOCK 29084Q100 0 0 SH   DFND 2 0 0 0
EMCOR GROUP INC COMMON STOCK 29084Q100 3,514 72,300 SH   DFND 4 0 0 72,300
EMERGENT BIOSOLUTIONS CONV. NOTE 29089QAB1 554 427,000 SH   DFND 2 0 0 427,000
EMERGENT BIOSOLUTIONS CONV. NOTE 29089QAB1 4,070 3,135,000 SH   DFND 4 0 0 3,135,000
EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 1,358 37,367 SH   DFND 2 37,367 0 0
EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 12,555 345,389 SH   DFND 4 21,288 0 324,101
EMERSON ELECTRIC CO COMMON STOCK 291011104 785 14,444 SH   DFND 2 14,444 0 0
EMERSON ELECTRIC CO COMMON STOCK 291011104 0 0 SH   DFND 4 0 0 0
EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 1,896 67,389 SH   DFND 2 67,389 0 0
EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 6,587 234,072 SH   DFND 4 34,394 0 199,678
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 944 36,679 SH   DFND 2 36,679 0 0
ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 4,525 175,790 SH   DFND 4 31,993 0 143,797
ENCORE CAPITAL GROUP INC CONV. NOTE 292554AF9 741 962,000 SH   DFND 2 0 0 962,000
ENCORE CAPITAL GROUP INC CONV. NOTE 292554AF9 4,056 5,263,000 SH   DFND 4 0 0 5,263,000
ENDO INTERNATIONAL PLC COMMON STOCK G30401106 129 4,571 SH   DFND 2 4,571 0 0
ENDO INTERNATIONAL PLC COMMON STOCK G30401106 5,071 180,146 SH   DFND 4 0 0 180,146
ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 1,648 25,219 SH   DFND 2 24,352 0 867
ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 5,413 82,845 SH   DFND 4 13,221 0 69,624
ENERGEN CORP COMMON STOCK 29265N108 617 16,869 SH   DFND 2 16,869 0 0
ENERGEN CORP COMMON STOCK 29265N108 17,350 474,162 SH   DFND 4 20,969 0 453,193
ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 484 11,953 SH   DFND 2 11,953 0 0
ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 3,634 89,709 SH   DFND 4 2,716 0 86,993
ENERGY XXI LTD CONV. NOTE 29274UAB7 0 0 SH   DFND 2 0 0 0
ENERGY XXI LTD CONV. NOTE 29274UAB7 2 469,000 SH   DFND 4 0 0 469,000
ENERSYS COMMON STOCK 29275Y102 1,144 20,523 SH   DFND 2 20,523 0 0
ENERSYS COMMON STOCK 29275Y102 2,441 43,814 SH   DFND 4 2,534 0 41,280
ENNIS INC COMMON STOCK 293389102 594 30,384 SH   DFND 2 30,384 0 0
ENNIS INC COMMON STOCK 293389102 3,475 177,724 SH   DFND 4 32,678 0 145,046
ENPRO INDUSTRIES INC COMMON STOCK 29355X107 461 8,000 SH   DFND 2 8,000 0 0
ENPRO INDUSTRIES INC COMMON STOCK 29355X107 2,884 50,000 SH   DFND 4 10,000 0 40,000
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 590 26,072 SH   DFND 2 26,072 0 0
ENSIGN GROUP INC/THE COMMON STOCK 29358P101 3,690 163,000 SH   DFND 4 32,474 0 130,526
ENTELLUS MEDICAL INC COMMON STOCK 29363K105 321 17,645 SH   DFND 2 17,645 0 0
ENTELLUS MEDICAL INC COMMON STOCK 29363K105 555 30,530 SH   DFND 4 3,047 0 27,483
ENTERGY CORP COMMON STOCK 29364G103 6,266 79,031 SH   DFND 2 79,031 0 0
ENTERGY CORP COMMON STOCK 29364G103 49,495 624,308 SH   DFND 4 17,096 0 607,212
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 0 0 SH   DFND 2 0 0 0
ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 5,143 208,908 SH   DFND 4 0 0 208,908
ENTRAVISION COMMUNICATIONS-A COMMON STOCK 29382R107 672 90,284 SH   DFND 2 90,284 0 0
ENTRAVISION COMMUNICATIONS-A COMMON STOCK 29382R107 1,392 187,092 SH   DFND 4 12,732 0 174,360
EOG RESOURCES INC COMMON STOCK 26875P101 13,396 184,565 SH   DFND 2 184,565 0 0
EOG RESOURCES INC COMMON STOCK 26875P101 109,811 1,512,962 SH   DFND 4 37,300 0 1,475,662
EP ENERGY CORP-CL A COMMON STOCK 268785102 1,438 318,205 SH   DFND 2 296,285 0 21,920
EP ENERGY CORP-CL A COMMON STOCK 268785102 775 171,388 SH   DFND 4 18,295 0 153,093
EPR PROPERTIES COMMON STOCK 26884U109 889 13,346 SH   DFND 2 13,346 0 0
EPR PROPERTIES COMMON STOCK 26884U109 5,156 77,390 SH   DFND 4 13,543 0 63,847
EPR PROPERTIES CONVERTIBLE PREF 26884U208 5,224 170,803 SH   DFND 2 0 0 170,803
EPR PROPERTIES CONVERTIBLE PREF 26884U208 4,981 191,701 SH   DFND 4 0 0 191,701
EQT CORP COMMON STOCK 26884L109 221 3,288 SH   DFND 2 3,288 0 0
EQT CORP COMMON STOCK 26884L109 0 0 SH   DFND 4 0 0 0
EQUIFAX INC COMMON STOCK 294429105 303 2,651 SH   DFND 2 2,651 0 0
EQUIFAX INC COMMON STOCK 294429105 0 0 SH   DFND 4 0 0 0
EQUINIX INC COMMON STOCK 29444U700 603 1,823 SH   DFND 2 1,823 0 0
EQUINIX INC COMMON STOCK 29444U700 2,500 7,559 SH   DFND 4 0 0 7,559
EQUITY COMMONWEALTH COMMON STOCK 294628102 1,487 52,678 SH   DFND 2 50,907 0 1,771
EQUITY COMMONWEALTH COMMON STOCK 294628102 4,997 177,068 SH   DFND 4 28,700 0 148,368
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 3,507 48,221 SH   DFND 2 48,221 0 0
EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 64,751 890,287 SH   DFND 4 65,809 0 824,478
EQUITY RESIDENTIAL COMMON STOCK 29476L107 2,262 30,146 SH   DFND 2 30,146 0 0
EQUITY RESIDENTIAL COMMON STOCK 29476L107 475 6,331 SH   DFND 4 0 0 6,331
ESSENT GROUP LTD ORDINARY SHARES G3198U102 716 34,416 SH   DFND 2 34,416 0 0
ESSENT GROUP LTD ORDINARY SHARES G3198U102 1,214 58,379 SH   DFND 4 4,775 0 53,604
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 844 3,611 SH   DFND 2 3,611 0 0
ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 1,378 5,892 SH   DFND 4 0 0 5,892
ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 3,172 33,631 SH   DFND 2 33,631 0 0
ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 15,018 159,237 SH   DFND 4 6,535 0 152,702
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 983 30,880 SH   DFND 2 30,880 0 0
ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 1,920 60,328 SH   DFND 4 4,189 0 56,139
EURONET WORLDWIDE INC CONVERTIBLE BONDS 298736AH2 835 701,000 SH   DFND 2 0 0 701,000
EURONET WORLDWIDE INC CONVERTIBLE BONDS 298736AH2 6,056 5,084,000 SH   DFND 4 0 0 5,084,000
EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 1,833 9,283 SH   DFND 2 8,726 0 557
EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 2,136 10,819 SH   DFND 4 0 0 10,819
EVERI HOLDINGS INC COMMON STOCK 30034T103 209 91,300 SH   DFND 2 91,300 0 0
EVERI HOLDINGS INC COMMON STOCK 30034T103 1,300 567,714 SH   DFND 4 118,314 0 449,400
EVERSOURCE ENERGY COMMON STOCK 30040W108 402 6,894 SH   DFND 2 6,894 0 0
EVERSOURCE ENERGY COMMON STOCK 30040W108 0 0 SH   DFND 4 0 0 0
EVERYDAY HEALTH INC COMMON STOCK 300415106 458 81,700 SH   DFND 2 81,700 0 0
EVERYDAY HEALTH INC COMMON STOCK 300415106 2,853 509,476 SH   DFND 4 101,576 0 407,900
EXELON CORP COMMON STOCK 30161N101 14,264 397,781 SH   DFND 2 397,781 0 0
EXELON CORP COMMON STOCK 30161N101 209,289 5,836,275 SH   DFND 4 152,800 0 5,683,475
EXELON CORP CONVERTIBLE PREF 30161N127 1,909 39,205 SH   DFND 2 0 0 39,205
EXELON CORP CONVERTIBLE PREF 30161N127 11,694 240,119 SH   DFND 4 0 0 240,119
EXPEDIA INC COMMON STOCK 30212P303 4,216 39,103 SH   DFND 2 39,103 0 0
EXPEDIA INC COMMON STOCK 30212P303 14,913 138,315 SH   DFND 4 0 0 138,315
EXPEDITORS INTL WASH INC COMMON STOCK 302130109 212 4,339 SH   DFND 2 4,339 0 0
EXPEDITORS INTL WASH INC COMMON STOCK 302130109 0 0 SH   DFND 4 0 0 0
EXPRESS INC COMMON STOCK 30219E103 1,636 76,407 SH   DFND 2 76,407 0 0
EXPRESS INC COMMON STOCK 30219E103 7,851 366,720 SH   DFND 4 44,068 0 322,652
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 1,103 16,053 SH   DFND 2 16,053 0 0
EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 34,291 499,219 SH   DFND 4 0 0 499,219
EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 401 4,287 SH   DFND 2 4,287 0 0
EXTRA SPACE STORAGE INC COMMON STOCK 30225T102 38 405 SH   DFND 4 0 0 405
EXXON MOBIL CORP COMMON STOCK 30231G102 39,399 471,331 SH   DFND 2 459,439 0 11,892
EXXON MOBIL CORP COMMON STOCK 30231G102 274,908 3,288,763 SH   DFND 4 142,950 0 3,145,813
F5 NETWORKS INC COMMON STOCK 315616102 169 1,600 SH   DFND 2 1,600 0 0
F5 NETWORKS INC COMMON STOCK 315616102 3,100 29,290 SH   DFND 4 0 0 29,290
FABRINET COMMON STOCK G3323L100 129 3,977 SH   DFND 2 3,977 0 0
FABRINET COMMON STOCK G3323L100 284 8,770 SH   DFND 4 0 0 8,770
FACEBOOK INC-A COMMON STOCK 30303M102 60,109 526,808 SH   DFND 2 526,808 0 0
FACEBOOK INC-A COMMON STOCK 30303M102 466,444 4,088,026 SH   DFND 4 0 0 4,088,026
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 0 0 SH   DFND 2 0 0 0
FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 1,808 11,933 SH   DFND 4 0 0 11,933
FARMERS CAPITAL BANK CORP COMMON STOCK 309562106 108 4,093 SH   DFND 2 4,093 0 0
FARMERS CAPITAL BANK CORP COMMON STOCK 309562106 445 16,856 SH   DFND 4 0 0 16,856
FASTENAL CO COMMON STOCK 311900104 294 6,000 SH   DFND 2 6,000 0 0
FASTENAL CO COMMON STOCK 311900104 0 0 SH   DFND 4 0 0 0
FCB FINANCIAL HOLDINGS-CL A COMMON STOCK 30255G103 953 28,660 SH   DFND 2 28,660 0 0
FCB FINANCIAL HOLDINGS-CL A COMMON STOCK 30255G103 1,987 59,748 SH   DFND 4 4,286 0 55,462
FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 154 4,088 SH   DFND 2 4,088 0 0
FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 668 17,707 SH   DFND 4 874 0 16,833
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 2,537 16,259 SH   DFND 2 16,259 0 0
FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 36,043 230,971 SH   DFND 4 17,000 0 213,971
FEDERAL SIGNAL CORP COMMON STOCK 313855108 0 0 SH   DFND 2 0 0 0
FEDERAL SIGNAL CORP COMMON STOCK 313855108 1,108 83,585 SH   DFND 4 0 0 83,585
FEDERATED NATIONAL HOLDING C COMMON STOCK 31422T101 836 42,511 SH   DFND 2 42,511 0 0
FEDERATED NATIONAL HOLDING C COMMON STOCK 31422T101 1,790 91,073 SH   DFND 4 6,037 0 85,036
FEDEX CORP COMMON STOCK 31428X106 899 5,524 SH   DFND 2 5,524 0 0
FEDEX CORP COMMON STOCK 31428X106 0 0 SH   DFND 4 0 0 0
FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 301 11,936 SH   DFND 2 0 0 11,936
FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 995 39,473 SH   DFND 4 0 0 39,473
FERRO CORP COMMON STOCK 315405100 525 44,200 SH   DFND 2 44,200 0 0
FERRO CORP COMMON STOCK 315405100 3,272 275,626 SH   DFND 4 54,926 0 220,700
FERROGLOBE PLC ORDINARY SHARES G33856108 506 57,451 SH   DFND 2 57,451 0 0
FERROGLOBE PLC ORDINARY SHARES G33856108 3,160 358,653 SH   DFND 4 71,518 0 287,135
FIAT CHRYSLER AUTOMOBILE NV CONVERTIBLE PREF N31738110 1,376 18,783 SH   DFND 2 0 0 18,783
FIAT CHRYSLER AUTOMOBILE NV CONVERTIBLE PREF N31738110 29,123 397,415 SH   DFND 4 0 0 397,415
FIAT CHRYSLER AUTOMOBILES NV ORDINARY SHARES N31738102 0 0 SH   DFND 2 0 0 0
FIAT CHRYSLER AUTOMOBILES NV ORDINARY SHARES N31738102 23,323 2,893,676 SH   DFND 4 0 0 2,893,676
FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 10,113 159,730 SH   DFND 2 157,763 0 1,967
FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 71,593 1,130,825 SH   DFND 4 43,700 0 1,087,125
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 1,051 562,000 SH   DFND 2 0 0 562,000
FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 6,208 3,321,000 SH   DFND 4 0 0 3,321,000
FIDELITY SOUTHERN CORP COMMON STOCK 316394105 200 12,449 SH   DFND 2 12,449 0 0
FIDELITY SOUTHERN CORP COMMON STOCK 316394105 826 51,522 SH   DFND 4 0 0 51,522
FIFTH THIRD BANCORP COMMON STOCK 316773100 301 18,022 SH   DFND 2 18,022 0 0
FIFTH THIRD BANCORP COMMON STOCK 316773100 1,825 109,320 SH   DFND 4 0 0 109,320
FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 163 5,595 SH   DFND 2 5,595 0 0
FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 698 23,996 SH   DFND 4 0 0 23,996
FINANCIAL SELECT SECTOR SPDR EXCHANGE TRADED FUNDS 81369Y605 7,122 316,388 SH   DFND 2 240,400 0 75,988
FINANCIAL SELECT SECTOR SPDR EXCHANGE TRADED FUNDS 81369Y605 24,823 1,102,769 SH   DFND 4 0 0 1,102,769
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 773 264,826 SH   DFND 2 264,826 0 0
FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 1,586 543,279 SH   DFND 4 34,652 0 508,627
FIRST BUSEY CORP COMMON STOCK 319383204 604 29,500 SH   DFND 2 29,500 0 0
FIRST BUSEY CORP COMMON STOCK 319383204 3,766 183,900 SH   DFND 4 36,700 0 147,200
FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 116 5,841 SH   DFND 2 5,841 0 0
FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 470 23,708 SH   DFND 4 956 0 22,752
FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 298 18,700 SH   DFND 2 18,700 0 0
FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 1,894 118,663 SH   DFND 4 24,263 0 94,400
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 589 32,400 SH   DFND 2 32,400 0 0
FIRST FINANCIAL BANCORP COMMON STOCK 320209109 3,681 202,500 SH   DFND 4 40,300 0 162,200
FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 129 5,666 SH   DFND 2 5,666 0 0
FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 507 22,313 SH   DFND 4 0 0 22,313
FIRST MERCHANTS CORP COMMON STOCK 320817109 643 27,300 SH   DFND 2 27,300 0 0
FIRST MERCHANTS CORP COMMON STOCK 320817109 4,013 170,275 SH   DFND 4 33,975 0 136,300
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 6 97 SH   DFND 2 97 0 0
FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 7,419 111,330 SH   DFND 4 0 0 111,330
FIRSTENERGY CORP COMMON STOCK 337932107 321 8,935 SH   DFND 2 8,935 0 0
FIRSTENERGY CORP COMMON STOCK 337932107 8,997 250,134 SH   DFND 4 0 0 250,134
FIRSTMERIT CORP COMMON STOCK 337915102 152 7,234 SH   DFND 2 7,234 0 0
FIRSTMERIT CORP COMMON STOCK 337915102 596 28,295 SH   DFND 4 0 0 28,295
FISERV INC COMMON STOCK 337738108 5,930 57,812 SH   DFND 2 54,646 0 3,166
FISERV INC COMMON STOCK 337738108 6,403 62,420 SH   DFND 4 0 0 62,420
FIVE BELOW COMMON STOCK 33829M101 1,274 30,823 SH   DFND 2 30,823 0 0
FIVE BELOW COMMON STOCK 33829M101 19,929 482,064 SH   DFND 4 0 0 482,064
FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 787 19,376 SH   DFND 2 19,376 0 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 15,940 392,322 SH   DFND 4 3,077 0 389,245
FLAGSTAR BANCORP INC COMMON STOCK 337930705 689 32,100 SH   DFND 2 32,100 0 0
FLAGSTAR BANCORP INC COMMON STOCK 337930705 4,310 200,831 SH   DFND 4 41,031 0 159,800
FLEX PHARMA INC COMMON STOCK 33938A105 0 0 SH   DFND 2 0 0 0
FLEX PHARMA INC COMMON STOCK 33938A105 189 17,241 SH   DFND 4 0 0 17,241
FLUSHING FINANCIAL CORP COMMON STOCK 343873105 128 5,911 SH   DFND 2 5,911 0 0
FLUSHING FINANCIAL CORP COMMON STOCK 343873105 539 24,947 SH   DFND 4 1,082 0 23,865
FOMENTO ECONOMICO MEX-SP ADR COMMON STOCK - ADR 344419106 196 2,035 SH   DFND 2 2,035 0 0
FOMENTO ECONOMICO MEX-SP ADR COMMON STOCK - ADR 344419106 1,117 11,599 SH   DFND 4 193 0 11,406
FORD MOTOR CO COMMON STOCK 345370860 1,140 84,418 SH   DFND 2 84,418 0 0
FORD MOTOR CO COMMON STOCK 345370860 0 0 SH   DFND 4 0 0 0
FORMFACTOR INC COMMON STOCK 346375108 601 82,601 SH   DFND 2 82,601 0 0
FORMFACTOR INC COMMON STOCK 346375108 3,817 525,032 SH   DFND 4 106,029 0 419,003
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 7,096 126,625 SH   DFND 2 126,625 0 0
FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 55,612 992,357 SH   DFND 4 702 0 991,655
FOUR CORNERS PROPERTY TRUST COMMON STOCK 35086T109 700 39,019 SH   DFND 2 36,689 0 2,330
FOUR CORNERS PROPERTY TRUST COMMON STOCK 35086T109 828 46,109 SH   DFND 4 0 0 46,109
FRANKLIN FINANCIAL NETWORK COMMON STOCK 35352P104 646 23,923 SH   DFND 2 23,923 0 0
FRANKLIN FINANCIAL NETWORK COMMON STOCK 35352P104 4,021 148,928 SH   DFND 4 29,713 0 119,215
FRANKLIN RESOURCES INC COMMON STOCK 354613101 336 8,594 SH   DFND 2 8,594 0 0
FRANKLIN RESOURCES INC COMMON STOCK 354613101 0 0 SH   DFND 4 0 0 0
FRANK'S INTERNATIONAL NV ORDINARY SHARES N33462107 410 24,877 SH   DFND 2 23,493 0 1,384
FRANK'S INTERNATIONAL NV ORDINARY SHARES N33462107 982 59,607 SH   DFND 4 0 0 59,607
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 286 27,677 SH   DFND 2 27,677 0 0
FREEPORT-MCMORAN INC COMMON STOCK 35671D857 1,840 177,961 SH   DFND 4 0 0 177,961
FRONTIER COMMUNICATIONS CONVERTIBLE PREF 35906A207 1,875 17,335 SH   DFND 2 0 0 17,335
FRONTIER COMMUNICATIONS CONVERTIBLE PREF 35906A207 23,565 226,047 SH   DFND 4 0 0 226,047
FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 434 77,689 SH   DFND 2 77,689 0 0
FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 12,037 2,153,281 SH   DFND 4 6,449 0 2,146,832
FTD COS INC COMMON STOCK 30281V108 625 23,800 SH   DFND 2 23,800 0 0
FTD COS INC COMMON STOCK 30281V108 3,925 149,541 SH   DFND 4 30,641 0 118,900
FULTON FINANCIAL CORP COMMON STOCK 360271100 388 29,000 SH   DFND 2 29,000 0 0
FULTON FINANCIAL CORP COMMON STOCK 360271100 2,421 180,936 SH   DFND 4 36,036 0 144,900
G & K SERVICES INC -CL A COMMON STOCK 361268105 787 10,745 SH   DFND 2 10,745 0 0
G & K SERVICES INC -CL A COMMON STOCK 361268105 1,613 22,017 SH   DFND 4 1,482 0 20,535
GAMCO INVESTORS INC-A COMMON STOCK 361438104 0 0 SH   DFND 2 0 0 0
GAMCO INVESTORS INC-A COMMON STOCK 361438104 740 19,955 SH   DFND 4 0 0 19,955
GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 79 2,500 SH   DFND 2 2,500 0 0
GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 2,260 71,240 SH   DFND 4 0 0 71,240
GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 2,361 76,354 SH   DFND 2 76,354 0 0
GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 88,779 2,871,237 SH   DFND 4 67,800 0 2,803,437
GAP INC/THE COMMON STOCK 364760108 3,193 108,619 SH   DFND 2 108,619 0 0
GAP INC/THE COMMON STOCK 364760108 100,313 3,412,018 SH   DFND 4 130,200 0 3,281,818
GARTNER INC COMMON STOCK 366651107 1,581 17,694 SH   DFND 2 16,646 0 1,048
GARTNER INC COMMON STOCK 366651107 1,863 20,853 SH   DFND 4 0 0 20,853
GCP APPLIED TECHNOLOGIES COMMON STOCK 36164Y101 0 0 SH   DFND 2 0 0 0
GCP APPLIED TECHNOLOGIES COMMON STOCK 36164Y101 4,051 203,156 SH   DFND 4 0 0 203,156
GENERAL CABLE CORP COMMON STOCK 369300108 514 42,100 SH   DFND 2 42,100 0 0
GENERAL CABLE CORP COMMON STOCK 369300108 3,281 268,733 SH   DFND 4 54,433 0 214,300
GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 551 1,008,000 SH   DFND 2 0 0 1,008,000
GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 4,567 8,360,000 SH   DFND 4 0 0 8,360,000
GENERAL DYNAMICS CORP COMMON STOCK 369550108 29,576 225,133 SH   DFND 2 221,261 0 3,872
GENERAL DYNAMICS CORP COMMON STOCK 369550108 269,470 2,051,226 SH   DFND 4 34,246 0 2,016,980
GENERAL ELECTRIC CO COMMON STOCK 369604103 9,766 307,192 SH   DFND 2 307,192 0 0
GENERAL ELECTRIC CO COMMON STOCK 369604103 143,614 4,517,595 SH   DFND 4 139,500 0 4,378,095
GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 3,492 117,463 SH   DFND 2 117,463 0 0
GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 12,161 409,042 SH   DFND 4 12,599 0 396,443
GENERAL MILLS INC COMMON STOCK 370334104 847 13,375 SH   DFND 2 13,375 0 0
GENERAL MILLS INC COMMON STOCK 370334104 0 0 SH   DFND 4 0 0 0
GENERAL MOTORS CO COMMON STOCK 37045V100 6,431 204,619 SH   DFND 2 195,984 0 8,635
GENERAL MOTORS CO COMMON STOCK 37045V100 70,655 2,248,016 SH   DFND 4 132,497 0 2,115,519
GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 0 0 SH   DFND 2 0 0 0
GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 11,579 184,670 SH   DFND 4 0 0 184,670
GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 1,526 289,653 SH   DFND 2 289,653 0 0
GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 30,358 5,760,496 SH   DFND 4 7,855 0 5,752,641
GENPACT LTD ORDINARY SHARES G3922B107 1,032 37,962 SH   DFND 2 35,707 0 2,255
GENPACT LTD ORDINARY SHARES G3922B107 1,212 44,591 SH   DFND 4 0 0 44,591
GENTEX CORP COMMON STOCK 371901109 383 24,430 SH   DFND 2 23,039 0 1,391
GENTEX CORP COMMON STOCK 371901109 443 28,221 SH   DFND 4 0 0 28,221
GENUINE PARTS CO COMMON STOCK 372460105 322 3,241 SH   DFND 2 3,241 0 0
GENUINE PARTS CO COMMON STOCK 372460105 0 0 SH   DFND 4 0 0 0
GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 779 285,463 SH   DFND 2 285,463 0 0
GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 21,554 7,895,259 SH   DFND 4 349,207 0 7,546,052
GEO GROUP INC/THE COMMON STOCK 36162J106 2,715 78,296 SH   DFND 2 78,296 0 0
GEO GROUP INC/THE COMMON STOCK 36162J106 4,950 142,775 SH   DFND 4 8,907 0 133,868
GIGAMON INC COMMON STOCK 37518B102 347 11,187 SH   DFND 2 11,187 0 0
GIGAMON INC COMMON STOCK 37518B102 606 19,522 SH   DFND 4 1,851 0 17,671
G-III APPAREL GROUP LTD COMMON STOCK 36237H101 1,234 25,248 SH   DFND 2 25,248 0 0
G-III APPAREL GROUP LTD COMMON STOCK 36237H101 4,450 91,023 SH   DFND 4 3,622 0 87,401
GILEAD SCIENCES INC COMMON STOCK 375558103 30,838 335,710 SH   DFND 2 335,710 0 0
GILEAD SCIENCES INC COMMON STOCK 375558103 394,367 4,293,132 SH   DFND 4 19,815 0 4,273,317
GILEAD SCIENCES INC CONV. NOTE 375558AP8 662 161,000 SH   DFND 2 0 0 161,000
GILEAD SCIENCES INC CONV. NOTE 375558AP8 5,980 1,454,000 SH   DFND 4 0 0 1,454,000
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 0 0 SH   DFND 2 0 0 0
GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 45,425 5,331,522 SH   DFND 4 0 0 5,331,522
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 2,735 41,876 SH   DFND 2 41,876 0 0
GLOBAL PAYMENTS INC COMMON STOCK 37940X102 15,119 231,531 SH   DFND 4 9,503 0 222,028
GLOBUS MEDICAL INC - A COMMON STOCK 379577208 713 30,005 SH   DFND 2 30,005 0 0
GLOBUS MEDICAL INC - A COMMON STOCK 379577208 1,231 51,849 SH   DFND 4 4,653 0 47,196
GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 1,220 38,410 SH   DFND 2 38,410 0 0
GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 10,380 326,933 SH   DFND 4 26,684 0 300,249
GODADDY INC - CLASS A COMMON STOCK 380237107 4,737 146,526 SH   DFND 2 146,526 0 0
GODADDY INC - CLASS A COMMON STOCK 380237107 18,675 577,622 SH   DFND 4 0 0 577,622
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 3,346 21,314 SH   DFND 2 21,314 0 0
GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 108,807 693,129 SH   DFND 4 19,300 0 673,829
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 1,172 35,538 SH   DFND 2 35,538 0 0
GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 15,294 463,746 SH   DFND 4 33,860 0 429,886
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 882 20,631 SH   DFND 2 20,631 0 0
GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 1,820 42,589 SH   DFND 4 2,110 0 40,479
GRANITE CONSTRUCTION INC COMMON STOCK 387328107 779 16,300 SH   DFND 2 16,300 0 0
GRANITE CONSTRUCTION INC COMMON STOCK 387328107 4,861 101,700 SH   DFND 4 20,300 0 81,400
GRAPHIC PACKAGING HOLDING CO COMMON STOCK 388689101 2,531 196,965 SH   DFND 2 189,276 0 7,689
GRAPHIC PACKAGING HOLDING CO COMMON STOCK 388689101 10,079 784,393 SH   DFND 4 15,217 0 769,176
GRAY TELEVISION INC COMMON STOCK 389375106 823 70,222 SH   DFND 2 70,222 0 0
GRAY TELEVISION INC COMMON STOCK 389375106 1,684 143,649 SH   DFND 4 9,685 0 133,964
GREAT WESTERN BANCORP INC COMMON STOCK 391416104 633 23,200 SH   DFND 2 23,200 0 0
GREAT WESTERN BANCORP INC COMMON STOCK 391416104 3,950 144,857 SH   DFND 4 28,757 0 116,100
GREATBATCH INC COMMON STOCK 39153L106 998 28,004 SH   DFND 2 28,004 0 0
GREATBATCH INC COMMON STOCK 39153L106 3,847 107,940 SH   DFND 4 3,908 0 104,032
GREEN DOT CORP-CLASS A COMMON STOCK 39304D102 216 9,384 SH   DFND 2 9,384 0 0
GREEN DOT CORP-CLASS A COMMON STOCK 39304D102 0 0 SH   DFND 4 0 0 0
GREEN PLAINS PARTNERS LP COMMON STOCK 393221106 0 0 SH   DFND 2 0 0 0
GREEN PLAINS PARTNERS LP COMMON STOCK 393221106 5,418 402,800 SH   DFND 4 0 0 402,800
GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 5,600 361,969 SH   DFND 2 361,969 0 0
GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 27,982 1,808,775 SH   DFND 4 0 0 1,808,775
GROUPON INC COMMON STOCK 399473107 14 3,548 SH   DFND 2 3,548 0 0
GROUPON INC COMMON STOCK 399473107 355 88,951 SH   DFND 4 0 0 88,951
GRUBHUB INC COMMON STOCK 400110102 2,565 102,052 SH   DFND 2 102,052 0 0
GRUBHUB INC COMMON STOCK 400110102 4,262 169,587 SH   DFND 4 0 0 169,587
GTT COMMUNICATIONS INC COMMON STOCK 362393100 681 41,200 SH   DFND 2 41,200 0 0
GTT COMMUNICATIONS INC COMMON STOCK 362393100 4,266 257,938 SH   DFND 4 51,138 0 206,800
GULFPORT ENERGY CORP COMMON STOCK 402635304 5,069 178,854 SH   DFND 2 174,116 0 4,738
GULFPORT ENERGY CORP COMMON STOCK 402635304 235,411 8,306,683 SH   DFND 4 17,920 0 8,288,763
H&R BLOCK INC COMMON STOCK 093671105 140 5,297 SH   DFND 2 5,297 0 0
H&R BLOCK INC COMMON STOCK 093671105 2,362 89,399 SH   DFND 4 0 0 89,399
HALLIBURTON CO COMMON STOCK 406216101 4,495 125,833 SH   DFND 2 125,833 0 0
HALLIBURTON CO COMMON STOCK 406216101 98,792 2,765,725 SH   DFND 4 52,388 0 2,713,337
HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 295 31,117 SH   DFND 2 31,117 0 0
HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 506 53,423 SH   DFND 4 4,992 0 48,431
HANESBRANDS INC COMMON STOCK 410345102 600 21,168 SH   DFND 2 21,168 0 0
HANESBRANDS INC COMMON STOCK 410345102 13,021 459,455 SH   DFND 4 0 0 459,455
HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 875 39,720 SH   DFND 2 39,720 0 0
HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 4,905 222,760 SH   DFND 4 36,789 0 185,971
HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 0 0 SH   DFND 2 0 0 0
HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 3,492 181,693 SH   DFND 4 0 0 181,693
HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 1,176 13,035 SH   DFND 2 12,831 0 204
HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 9,722 107,762 SH   DFND 4 11,992 0 95,770
HARLEY-DAVIDSON INC COMMON STOCK 412822108 205 4,000 SH   DFND 2 4,000 0 0
HARLEY-DAVIDSON INC COMMON STOCK 412822108 0 0 SH   DFND 4 0 0 0
HARRIS CORP COMMON STOCK 413875105 215 2,756 SH   DFND 2 2,756 0 0
HARRIS CORP COMMON STOCK 413875105 0 0 SH   DFND 4 0 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 11,953 259,389 SH   DFND 2 259,389 0 0
HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 147,616 3,203,477 SH   DFND 4 92,700 0 3,110,777
HASBRO INC COMMON STOCK 418056107 205 2,565 SH   DFND 2 2,565 0 0
HASBRO INC COMMON STOCK 418056107 0 0 SH   DFND 4 0 0 0
HC2 HOLDINGS INC COMMON STOCK 404139107 0 0 SH   DFND 2 0 0 0
HC2 HOLDINGS INC COMMON STOCK 404139107 9,117 2,386,764 SH   DFND 4 0 0 2,386,764
HCA HOLDINGS INC COMMON STOCK 40412C101 554 7,098 SH   DFND 2 7,098 0 0
HCA HOLDINGS INC COMMON STOCK 40412C101 13,503 173,010 SH   DFND 4 0 0 173,010
HCI GROUP INC COMMON STOCK 40416E103 672 20,187 SH   DFND 2 20,187 0 0
HCI GROUP INC COMMON STOCK 40416E103 1,384 41,568 SH   DFND 4 2,731 0 38,837
HCP INC COMMON STOCK 40414L109 974 29,893 SH   DFND 2 29,893 0 0
HCP INC COMMON STOCK 40414L109 183 5,620 SH   DFND 4 0 0 5,620
HEALTH CARE SELECT SECTOR EXCHANGE TRADED FUNDS 81369Y209 7,537 111,200 SH   DFND 2 84,400 0 26,800
HEALTH CARE SELECT SECTOR EXCHANGE TRADED FUNDS 81369Y209 25,908 382,239 SH   DFND 4 0 0 382,239
HEALTHCARE REALTY TRUST INC COMMON STOCK 421946104 596 19,295 SH   DFND 2 19,295 0 0
HEALTHCARE REALTY TRUST INC COMMON STOCK 421946104 172 5,582 SH   DFND 4 0 0 5,582
HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P501 527 17,900 SH   DFND 2 17,900 0 0
HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P501 3,303 112,255 SH   DFND 4 22,705 0 89,550
HEALTHSOUTH CORP COMMON STOCK 421924309 969 25,744 SH   DFND 2 25,744 0 0
HEALTHSOUTH CORP COMMON STOCK 421924309 3,743 99,462 SH   DFND 4 3,463 0 95,999
HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 116 3,753 SH   DFND 2 3,753 0 0
HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 495 16,088 SH   DFND 4 0 0 16,088
HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 360 15,200 SH   DFND 2 15,200 0 0
HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 2,243 94,656 SH   DFND 4 18,956 0 75,700
HELMERICH & PAYNE COMMON STOCK 423452101 137 2,329 SH   DFND 2 2,329 0 0
HELMERICH & PAYNE COMMON STOCK 423452101 1,266 21,560 SH   DFND 4 0 0 21,560
HENRY SCHEIN INC COMMON STOCK 806407102 394 2,284 SH   DFND 2 2,284 0 0
HENRY SCHEIN INC COMMON STOCK 806407102 1,681 9,738 SH   DFND 4 0 0 9,738
HERBALIFE LTD ORDINARY SHARES G4412G101 0 0 SH   DFND 2 0 0 0
HERBALIFE LTD ORDINARY SHARES G4412G101 2,591 42,092 SH   DFND 4 0 0 42,092
HERCULES CAPITAL INC COMMON STOCK 427096508 672 55,978 SH   DFND 2 55,978 0 0
HERCULES CAPITAL INC COMMON STOCK 427096508 3,993 332,464 SH   DFND 4 61,040 0 271,424
HERCULES CAPITAL INC CONV. NOTE 427096AB8 95 86,000 SH   DFND 2 0 0 86,000
HERCULES CAPITAL INC CONV. NOTE 427096AB8 526 474,000 SH   DFND 4 0 0 474,000
HERITAGE INSURANCE HOLDINGS COMMON STOCK 42727J102 786 49,203 SH   DFND 2 49,203 0 0
HERITAGE INSURANCE HOLDINGS COMMON STOCK 42727J102 1,744 109,191 SH   DFND 4 6,279 0 102,912
HERMAN MILLER INC COMMON STOCK 600544100 0 0 SH   DFND 2 0 0 0
HERMAN MILLER INC COMMON STOCK 600544100 1,342 43,445 SH   DFND 4 0 0 43,445
HERSHA HOSPITALITY TRUST COMMON STOCK 427825500 98 4,596 SH   DFND 2 4,596 0 0
HERSHA HOSPITALITY TRUST COMMON STOCK 427825500 420 19,671 SH   DFND 4 643 0 19,028
HERSHEY CO/THE COMMON STOCK 427866108 276 3,001 SH   DFND 2 3,001 0 0
HERSHEY CO/THE COMMON STOCK 427866108 0 0 SH   DFND 4 0 0 0
HESS CORP COMMON STOCK 42809H107 341 6,478 SH   DFND 2 6,478 0 0
HESS CORP COMMON STOCK 42809H107 874 16,604 SH   DFND 4 0 0 16,604
HEWLETT PACKARD ENTERPRIS COMMON STOCK 42824C109 809 45,637 SH   DFND 2 45,637 0 0
HEWLETT PACKARD ENTERPRIS COMMON STOCK 42824C109 29,157 1,644,481 SH   DFND 4 0 0 1,644,481
HIBBETT SPORTS INC COMMON STOCK 428567101 0 0 SH   DFND 2 0 0 0
HIBBETT SPORTS INC COMMON STOCK 428567101 1,433 39,905 SH   DFND 4 0 0 39,905
HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 725 15,171 SH   DFND 2 15,171 0 0
HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 210 4,389 SH   DFND 4 0 0 4,389
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 30,237 1,342,658 SH   DFND 2 1,331,183 0 11,475
HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 210,834 9,362,086 SH   DFND 4 205,836 0 9,156,250
HOLLYFRONTIER CORP COMMON STOCK 436106108 1,004 28,414 SH   DFND 2 28,414 0 0
HOLLYFRONTIER CORP COMMON STOCK 436106108 5,535 156,697 SH   DFND 4 6,435 0 150,262
HOLLYSYS AUTOMATION TECHNOLO ORDINARY SHARES G45667105 481 22,855 SH   DFND 2 22,855 0 0
HOLLYSYS AUTOMATION TECHNOLO ORDINARY SHARES G45667105 916 43,512 SH   DFND 4 682 0 42,830
HOLOGIC INC COMMON STOCK 436440101 1,599 46,353 SH   DFND 2 46,353 0 0
HOLOGIC INC COMMON STOCK 436440101 7,787 225,699 SH   DFND 4 9,281 0 216,418
HOLOGIC INC CONVERTIBLE BONDS 436440AC5 1,366 1,057,000 SH   DFND 2 0 0 1,057,000
HOLOGIC INC CONVERTIBLE BONDS 436440AC5 6,910 5,346,000 SH   DFND 4 0 0 5,346,000
HOME DEPOT INC COMMON STOCK 437076102 36,485 273,442 SH   DFND 2 272,843 0 599
HOME DEPOT INC COMMON STOCK 437076102 267,803 2,007,065 SH   DFND 4 16,492 0 1,990,573
HOMESTREET INC COMMON STOCK 43785V102 616 29,600 SH   DFND 2 29,600 0 0
HOMESTREET INC COMMON STOCK 43785V102 3,848 184,900 SH   DFND 4 36,900 0 148,000
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 28,761 256,676 SH   DFND 2 256,482 0 194
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 301,848 2,693,870 SH   DFND 4 56,600 0 2,637,270
HORACE MANN EDUCATORS COMMON STOCK 440327104 0 0 SH   DFND 2 0 0 0
HORACE MANN EDUCATORS COMMON STOCK 440327104 4,729 149,215 SH   DFND 4 0 0 149,215
HORIZON BANCORP INDIANA COMMON STOCK 440407104 110 4,440 SH   DFND 2 4,440 0 0
HORIZON BANCORP INDIANA COMMON STOCK 440407104 468 18,913 SH   DFND 4 650 0 18,263
HORMEL FOODS CORP COMMON STOCK 440452100 3,924 90,747 SH   DFND 2 85,686 0 5,061
HORMEL FOODS CORP COMMON STOCK 440452100 4,331 100,173 SH   DFND 4 0 0 100,173
HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 271 457,000 SH   DFND 2 0 0 457,000
HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 2,156 3,635,000 SH   DFND 4 0 0 3,635,000
HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 686 41,062 SH   DFND 2 41,062 0 0
HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 2,413 144,486 SH   DFND 4 0 0 144,486
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK 44157R109 0 0 SH   DFND 2 0 0 0
HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK 44157R109 843 42,253 SH   DFND 4 0 0 42,253
HP INC COMMON STOCK 40434L105 582 47,244 SH   DFND 2 47,244 0 0
HP INC COMMON STOCK 40434L105 27,313 2,216,951 SH   DFND 4 0 0 2,216,951
HTG MOLECULAR DIAGNOSTICS COMMON STOCK 40434H104 87 30,217 SH   DFND 2 30,217 0 0
HTG MOLECULAR DIAGNOSTICS COMMON STOCK 40434H104 1,560 543,400 SH   DFND 4 0 0 543,400
HUMANA INC COMMON STOCK 444859102 602 3,289 SH   DFND 2 3,289 0 0
HUMANA INC COMMON STOCK 444859102 0 0 SH   DFND 4 0 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 164 17,158 SH   DFND 2 17,158 0 0
HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 0 0 SH   DFND 4 0 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 0 0 SH   DFND 2 0 0 0
HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 3,408 24,890 SH   DFND 4 0 0 24,890
HURON CONSULTING GROUP I CONV. NOTE 447462AB8 727 748,000 SH   DFND 2 0 0 748,000
HURON CONSULTING GROUP I CONV. NOTE 447462AB8 4,399 4,526,000 SH   DFND 4 0 0 4,526,000
HYATT HOTELS CORP - CL A COMMON STOCK 448579102 982 19,849 SH   DFND 2 18,673 0 1,176
HYATT HOTELS CORP - CL A COMMON STOCK 448579102 1,159 23,409 SH   DFND 4 0 0 23,409
HYSTER-YALE MATERIALS COMMON STOCK 449172105 107 1,606 SH   DFND 2 1,606 0 0
HYSTER-YALE MATERIALS COMMON STOCK 449172105 2,137 32,082 SH   DFND 4 0 0 32,082
IAC/INTERACTIVECORP COMMON STOCK 44919P508 0 0 SH   DFND 2 0 0 0
IAC/INTERACTIVECORP COMMON STOCK 44919P508 2,147 45,599 SH   DFND 4 940 0 44,659
IBERIABANK CORP COMMON STOCK 450828108 390 7,600 SH   DFND 2 7,600 0 0
IBERIABANK CORP COMMON STOCK 450828108 2,435 47,500 SH   DFND 4 9,500 0 38,000
ICF INTERNATIONAL INC COMMON STOCK 44925C103 1,088 31,662 SH   DFND 2 31,662 0 0
ICF INTERNATIONAL INC COMMON STOCK 44925C103 4,217 122,680 SH   DFND 4 4,535 0 118,145
ICU MEDICAL INC COMMON STOCK 44930G107 1,717 16,490 SH   DFND 2 16,490 0 0
ICU MEDICAL INC COMMON STOCK 44930G107 3,527 33,879 SH   DFND 4 2,273 0 31,606
IDACORP INC COMMON STOCK 451107106 1,343 18,000 SH   DFND 2 18,000 0 0
IDACORP INC COMMON STOCK 451107106 8,486 113,774 SH   DFND 4 23,674 0 90,100
IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 349 176,057 SH   DFND 2 176,057 0 0
IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 7,927 4,003,423 SH   DFND 4 0 0 4,003,423
IDEX CORP COMMON STOCK 45167R104 590 7,113 SH   DFND 2 7,113 0 0
IDEX CORP COMMON STOCK 45167R104 3,277 39,541 SH   DFND 4 1,620 0 37,921
IDT CORP-CLASS B COMMON STOCK 448947507 457 29,296 SH   DFND 2 29,296 0 0
IDT CORP-CLASS B COMMON STOCK 448947507 799 51,249 SH   DFND 4 4,693 0 46,556
ILLINOIS TOOL WORKS COMMON STOCK 452308109 751 7,329 SH   DFND 2 7,329 0 0
ILLINOIS TOOL WORKS COMMON STOCK 452308109 60 587 SH   DFND 4 0 0 587
ILLUMINA INC COMMON STOCK 452327109 486 3,000 SH   DFND 2 3,000 0 0
ILLUMINA INC COMMON STOCK 452327109 0 0 SH   DFND 4 0 0 0
IMMUNE DESIGN CORP COMMON STOCK 45252L103 271 20,853 SH   DFND 2 20,853 0 0
IMMUNE DESIGN CORP COMMON STOCK 45252L103 3,416 262,803 SH   DFND 4 3,194 0 259,609
IMPAX LABORATORIES INC COMMON STOCK 45256B101 5,660 176,757 SH   DFND 2 176,757 0 0
IMPAX LABORATORIES INC COMMON STOCK 45256B101 16,318 509,620 SH   DFND 4 1,054 0 508,566
IMPRIVATA INC COMMON STOCK 45323J103 738 58,426 SH   DFND 2 58,426 0 0
IMPRIVATA INC COMMON STOCK 45323J103 2,201 174,274 SH   DFND 4 8,970 0 165,304
INC RESEARCH HOLDINGS INC-A COMMON STOCK 45329R109 677 16,431 SH   DFND 2 16,431 0 0
INC RESEARCH HOLDINGS INC-A COMMON STOCK 45329R109 2,238 54,306 SH   DFND 4 2,654 0 51,652
INCONTACT INC COMMON STOCK 45336E109 814 91,512 SH   DFND 2 91,512 0 0
INCONTACT INC COMMON STOCK 45336E109 1,374 154,523 SH   DFND 4 11,138 0 143,385
INCYTE CORP COMMON STOCK 45337C102 3,430 47,331 SH   DFND 2 47,331 0 0
INCYTE CORP COMMON STOCK 45337C102 13,428 185,289 SH   DFND 4 7,608 0 177,681
INCYTE CORP CONV. NOTE 45337CAN2 147 92,000 SH   DFND 2 0 0 92,000
INCYTE CORP CONV. NOTE 45337CAN2 2,143 1,345,000 SH   DFND 4 0 0 1,345,000
INDEPENDENCE CONTRACT DRILLI COMMON STOCK 453415309 147 30,899 SH   DFND 2 30,899 0 0
INDEPENDENCE CONTRACT DRILLI COMMON STOCK 453415309 929 194,796 SH   DFND 4 40,604 0 154,192
INDUSTRIAL SELECT SECT SPDR EXCHANGE TRADED FUNDS 81369Y704 7,861 141,718 SH   DFND 2 108,500 0 33,218
INDUSTRIAL SELECT SECT SPDR EXCHANGE TRADED FUNDS 81369Y704 27,921 503,350 SH   DFND 4 0 0 503,350
INFINERA CORP COMMON STOCK 45667G103 473 29,478 SH   DFND 2 29,478 0 0
INFINERA CORP COMMON STOCK 45667G103 797 49,649 SH   DFND 4 4,411 0 45,238
INFINERA CORP CONV. NOTE 45667GAB9 930 653,000 SH   DFND 2 0 0 653,000
INFINERA CORP CONV. NOTE 45667GAB9 4,395 3,087,000 SH   DFND 4 0 0 3,087,000
INGERSOLL-RAND PLC ORDINARY SHARES G47791101 362 5,830 SH   DFND 2 5,830 0 0
INGERSOLL-RAND PLC ORDINARY SHARES G47791101 0 0 SH   DFND 4 0 0 0
INGRAM MICRO INC-CL A COMMON STOCK 457153104 2,283 63,589 SH   DFND 2 60,956 0 2,633
INGRAM MICRO INC-CL A COMMON STOCK 457153104 5,705 158,860 SH   DFND 4 4,385 0 154,475
INNOCOLL HOLDINGS PLC ORDINARY SHARES G4783X105 0 0 SH   DFND 2 0 0 0
INNOCOLL HOLDINGS PLC ORDINARY SHARES G4783X105 2,955 351,000 SH   DFND 4 0 0 351,000
INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 340 11,014 SH   DFND 2 11,014 0 0
INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 731 23,634 SH   DFND 4 1,311 0 22,323
INNOSPEC INC COMMON STOCK 45768S105 1,042 24,021 SH   DFND 2 24,021 0 0
INNOSPEC INC COMMON STOCK 45768S105 1,771 40,855 SH   DFND 4 3,049 0 37,806
INOTEK PHARMACEUTICALS CORP COMMON STOCK 45780V102 219 29,598 SH   DFND 2 29,598 0 0
INOTEK PHARMACEUTICALS CORP COMMON STOCK 45780V102 367 49,627 SH   DFND 4 3,868 0 45,759
INOVIO PHARMACEUTICALS INC COMMON STOCK 45773H201 0 0 SH   DFND 2 0 0 0
INOVIO PHARMACEUTICALS INC COMMON STOCK 45773H201 1,408 161,600 SH   DFND 4 0 0 161,600
INSTRUCTURE INC COMMON STOCK 45781U103 457 25,457 SH   DFND 2 25,457 0 0
INSTRUCTURE INC COMMON STOCK 45781U103 0 0 SH   DFND 4 0 0 0
INSULET CORP COMMON STOCK 45784P101 713 21,509 SH   DFND 2 21,509 0 0
INSULET CORP COMMON STOCK 45784P101 1,238 37,342 SH   DFND 4 3,576 0 33,766
INSULET CORPORATION CONV. NOTE 45784PAD3 455 470,000 SH   DFND 2 0 0 470,000
INSULET CORPORATION CONV. NOTE 45784PAD3 3,541 3,660,000 SH   DFND 4 0 0 3,660,000
INSYS THERAPEUTICS INC COMMON STOCK 45824V209 433 27,095 SH   DFND 2 27,095 0 0
INSYS THERAPEUTICS INC COMMON STOCK 45824V209 752 47,056 SH   DFND 4 4,103 0 42,953
INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 384 18,773 SH   DFND 2 18,773 0 0
INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 661 32,361 SH   DFND 4 3,079 0 29,282
INTEL CORP COMMON STOCK 458140100 12,168 376,140 SH   DFND 2 376,140 0 0
INTEL CORP COMMON STOCK 458140100 185,947 5,747,990 SH   DFND 4 174,800 0 5,573,190
INTEL CORP CONVERTIBLE BONDS 458140AF7 2,303 1,448,000 SH   DFND 2 0 0 1,448,000
INTEL CORP CONVERTIBLE BONDS 458140AF7 14,343 9,017,000 SH   DFND 4 0 0 9,017,000
INTELIQUENT INC COMMON STOCK 45825N107 924 57,552 SH   DFND 2 57,552 0 0
INTELIQUENT INC COMMON STOCK 45825N107 2,555 159,211 SH   DFND 4 8,187 0 151,024
INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 639 2,716 SH   DFND 2 2,716 0 0
INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 0 0 SH   DFND 4 0 0 0
INTERDIGITAL INC COMMON STOCK 45867G101 747 13,424 SH   DFND 2 13,424 0 0
INTERDIGITAL INC COMMON STOCK 45867G101 3,472 62,389 SH   DFND 4 2,131 0 60,258
INTERNATIONAL PAPER CO COMMON STOCK 460146103 365 8,885 SH   DFND 2 8,885 0 0
INTERNATIONAL PAPER CO COMMON STOCK 460146103 0 0 SH   DFND 4 0 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 213 9,291 SH   DFND 2 9,291 0 0
INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 0 0 SH   DFND 4 0 0 0
INTERSIL CORP-A COMMON STOCK 46069S109 485 36,246 SH   DFND 2 36,246 0 0
INTERSIL CORP-A COMMON STOCK 46069S109 1,022 76,424 SH   DFND 4 5,316 0 71,108
INTERXION HOLDING NV ORDINARY SHARES N47279109 1,207 34,905 SH   DFND 2 34,905 0 0
INTERXION HOLDING NV ORDINARY SHARES N47279109 4,558 131,800 SH   DFND 4 0 0 131,800
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 2,956 19,518 SH   DFND 2 19,518 0 0
INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 22,834 150,767 SH   DFND 4 0 0 150,767
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 205 1,802 SH   DFND 2 1,802 0 0
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 0 0 SH   DFND 4 0 0 0
INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 314 39,794 SH   DFND 2 39,794 0 0
INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 532 67,540 SH   DFND 4 6,495 0 61,045
INTUIT INC COMMON STOCK 461202103 4,278 41,135 SH   DFND 2 41,135 0 0
INTUIT INC COMMON STOCK 461202103 20,389 196,028 SH   DFND 4 8,048 0 187,980
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 8,529 14,190 SH   DFND 2 14,190 0 0
INTUITIVE SURGICAL INC COMMON STOCK 46120E602 68,314 113,658 SH   DFND 4 0 0 113,658
INVESCO LTD COMMON STOCK G491BT108 2,225 72,303 SH   DFND 2 72,303 0 0
INVESCO LTD COMMON STOCK G491BT108 29,425 956,295 SH   DFND 4 66,600 0 889,695
INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 51 4,179 SH   DFND 2 4,179 0 0
INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 219 18,020 SH   DFND 4 0 0 18,020
INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 91 12,579 SH   DFND 2 12,579 0 0
INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 380 52,329 SH   DFND 4 2,056 0 50,273
IONIS PHARMACEUTICALS INC COMMON STOCK 462222100 305 7,528 SH   DFND 2 7,528 0 0
IONIS PHARMACEUTICALS INC COMMON STOCK 462222100 528 13,042 SH   DFND 4 1,235 0 11,807
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 0 0 SH   DFND 2 0 0 0
IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 2,911 369,849 SH   DFND 4 0 0 369,849
IRON MOUNTAIN INC COMMON STOCK 46284V101 805 23,727 SH   DFND 2 23,727 0 0
IRON MOUNTAIN INC COMMON STOCK 46284V101 187 5,525 SH   DFND 4 0 0 5,525
ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 935 27,285 SH   DFND 2 27,285 0 0
ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 1,978 57,749 SH   DFND 4 46,651 0 11,098
ISHARES MSCI JAPAN ETF EXCHANGE TRADED FUNDS 464286848 0 0 SH   DFND 2 0 0 0
ISHARES MSCI JAPAN ETF EXCHANGE TRADED FUNDS 464286848 137 11,974 SH   DFND 4 0 0 11,974
ISHARES RUSSELL 1000 VALUE E EXCHANGE TRADED FUNDS 464287598 1,446 14,637 SH   DFND 2 14,637 0 0
ISHARES RUSSELL 1000 VALUE E EXCHANGE TRADED FUNDS 464287598 0 0 SH   DFND 4 0 0 0
ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 638 4,807 SH   DFND 2 4,807 0 0
ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 0 0 SH   DFND 4 0 0 0
ISHARES RUSSELL 2000 VALUE E EXCHANGE TRADED FUNDS 464287630 397 4,264 SH   DFND 2 4,264 0 0
ISHARES RUSSELL 2000 VALUE E EXCHANGE TRADED FUNDS 464287630 626 6,714 SH   DFND 4 0 0 6,714
ISTAR INC COMMON STOCK 45031U101 574 59,400 SH   DFND 2 59,400 0 0
ISTAR INC COMMON STOCK 45031U101 3,585 371,154 SH   DFND 4 75,154 0 296,000
ISTAR INC CONV. NOTE 45031UBR1 12,086 4,853,000 SH   DFND 2 0 0 4,853,000
ISTAR INC CONV. NOTE 45031UBR1 4,528 4,401,000 SH   DFND 4 0 0 4,401,000
ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 11 3,407 SH   DFND 2 3,407 0 0
ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 10,459 3,384,651 SH   DFND 4 0 0 3,384,651
IXIA COMMON STOCK 45071R109 596 47,807 SH   DFND 2 47,807 0 0
IXIA COMMON STOCK 45071R109 1,222 98,069 SH   DFND 4 6,750 0 91,319
J2 GLOBAL COMMUNICATIONS CONVERTIBLE BONDS 48123VAC6 1,100 1,014,000 SH   DFND 2 0 0 1,014,000
J2 GLOBAL COMMUNICATIONS CONVERTIBLE BONDS 48123VAC6 7,304 6,732,000 SH   DFND 4 0 0 6,732,000
J2 GLOBAL INC COMMON STOCK 48123V102 548 8,900 SH   DFND 2 8,900 0 0
J2 GLOBAL INC COMMON STOCK 48123V102 3,427 55,645 SH   DFND 4 11,045 0 44,600
JABIL CIRCUIT INC COMMON STOCK 466313103 577 29,968 SH   DFND 2 29,968 0 0
JABIL CIRCUIT INC COMMON STOCK 466313103 4,500 233,544 SH   DFND 4 4,290 0 229,254
JARDEN CORP CONV. NOTE 471109AH1 661 352,000 SH   DFND 2 0 0 352,000
JARDEN CORP CONV. NOTE 471109AH1 3,074 1,636,000 SH   DFND 4 0 0 1,636,000
JARDEN CORP CONVERTIBLE BONDS 471109AM0 892 705,000 SH   DFND 2 0 0 705,000
JARDEN CORP CONVERTIBLE BONDS 471109AM0 7,691 6,080,000 SH   DFND 4 0 0 6,080,000
JAZZ INVESTMENTS I LTD CONV. NOTE 472145AB7 1,840 1,791,000 SH   DFND 2 0 0 1,791,000
JAZZ INVESTMENTS I LTD CONV. NOTE 472145AB7 28,251 27,495,000 SH   DFND 4 0 0 27,495,000
JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 18,117 138,775 SH   DFND 2 138,775 0 0
JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 1,329,604 10,184,631 SH   DFND 4 3,172 0 10,181,459
JAZZ US HOLDINGS INC CONV. NOTE 47216EAA8 1,236 908,000 SH   DFND 2 0 0 908,000
JAZZ US HOLDINGS INC CONV. NOTE 47216EAA8 5,492 3,909,000 SH   DFND 4 0 0 3,909,000
JETBLUE AIRWAYS CORP COMMON STOCK 477143101 0 0 SH   DFND 2 0 0 0
JETBLUE AIRWAYS CORP COMMON STOCK 477143101 5,659 267,925 SH   DFND 4 3,850 0 264,075
JM SMUCKER CO/THE COMMON STOCK 832696405 9,549 73,544 SH   DFND 2 73,544 0 0
JM SMUCKER CO/THE COMMON STOCK 832696405 107,000 824,090 SH   DFND 4 33,526 0 790,564
JOHN B. SANFILIPPO & SON INC COMMON STOCK 800422107 1,621 23,460 SH   DFND 2 23,460 0 0
JOHN B. SANFILIPPO & SON INC COMMON STOCK 800422107 3,396 49,152 SH   DFND 4 3,224 0 45,928
JOHNSON & JOHNSON COMMON STOCK 478160104 30,339 280,393 SH   DFND 2 271,522 0 8,871
JOHNSON & JOHNSON COMMON STOCK 478160104 336,124 3,106,511 SH   DFND 4 105,230 0 3,001,281
JOHNSON CONTROLS INC COMMON STOCK 478366107 562 14,428 SH   DFND 2 14,428 0 0
JOHNSON CONTROLS INC COMMON STOCK 478366107 58 1,488 SH   DFND 4 0 0 1,488
JONES LANG LASALLE INC COMMON STOCK 48020Q107 1,434 12,224 SH   DFND 2 12,224 0 0
JONES LANG LASALLE INC COMMON STOCK 48020Q107 10,100 86,086 SH   DFND 4 2,772 0 83,314
JPMORGAN CHASE & CO COMMON STOCK 46625H100 23,382 394,839 SH   DFND 2 394,839 0 0
JPMORGAN CHASE & CO COMMON STOCK 46625H100 509,102 8,596,793 SH   DFND 4 223,541 0 8,373,252
JUNIPER NETWORKS INC COMMON STOCK 48203R104 9,944 389,819 SH   DFND 2 375,338 0 14,481
JUNIPER NETWORKS INC COMMON STOCK 48203R104 26,876 1,053,534 SH   DFND 4 31,521 0 1,022,013
KADANT INC COMMON STOCK 48282T104 740 16,397 SH   DFND 2 16,397 0 0
KADANT INC COMMON STOCK 48282T104 1,522 33,694 SH   DFND 4 1,759 0 31,935
KANSAS CITY SOUTHERN COMMON STOCK 485170302 217 2,537 SH   DFND 2 2,537 0 0
KANSAS CITY SOUTHERN COMMON STOCK 485170302 61 715 SH   DFND 4 0 0 715
KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 436 31,490 SH   DFND 2 31,490 0 0
KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 929 67,072 SH   DFND 4 4,229 0 62,843
KAR AUCTION SERVICES INC COMMON STOCK 48238T109 1,818 47,676 SH   DFND 2 47,676 0 0
KAR AUCTION SERVICES INC COMMON STOCK 48238T109 20,372 534,129 SH   DFND 4 6,976 0 527,153
KBR INC COMMON STOCK 48242W106 663 42,802 SH   DFND 2 42,802 0 0
KBR INC COMMON STOCK 48242W106 3,670 237,062 SH   DFND 4 9,732 0 227,330
KELLOGG CO COMMON STOCK 487836108 430 5,622 SH   DFND 2 5,622 0 0
KELLOGG CO COMMON STOCK 487836108 0 0 SH   DFND 4 0 0 0
KENNEDY-WILSON HOLDINGS INC COMMON STOCK 489398107 6,370 290,875 SH   DFND 2 290,875 0 0
KENNEDY-WILSON HOLDINGS INC COMMON STOCK 489398107 61,509 2,808,648 SH   DFND 4 0 0 2,808,648
KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 28 5,902 SH   DFND 2 5,902 0 0
KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 3,128 669,800 SH   DFND 4 0 0 669,800
KEYCORP COMMON STOCK 493267108 2,380 215,578 SH   DFND 2 215,578 0 0
KEYCORP COMMON STOCK 493267108 43,362 3,927,727 SH   DFND 4 199,200 0 3,728,527
KFORCE INC COMMON STOCK 493732101 928 47,410 SH   DFND 2 47,410 0 0
KFORCE INC COMMON STOCK 493732101 3,053 155,932 SH   DFND 4 22,404 0 133,528
KIMBERLY-CLARK CORP COMMON STOCK 494368103 3,606 26,811 SH   DFND 2 26,811 0 0
KIMBERLY-CLARK CORP COMMON STOCK 494368103 45,876 341,057 SH   DFND 4 26,200 0 314,857
KIMCO REALTY CORP COMMON STOCK 49446R109 1,407 48,895 SH   DFND 2 48,895 0 0
KIMCO REALTY CORP COMMON STOCK 49446R109 4,811 167,154 SH   DFND 4 0 0 167,154
KINDER MORGAN INC COMMON STOCK 49456B101 826 46,262 SH   DFND 2 46,262 0 0
KINDER MORGAN INC COMMON STOCK 49456B101 3,086 172,815 SH   DFND 4 0 0 172,815
KINDRED HEALTHCARE INC COMMON STOCK 494580103 90 7,319 SH   DFND 2 7,319 0 0
KINDRED HEALTHCARE INC COMMON STOCK 494580103 381 30,825 SH   DFND 4 1,376 0 29,449
KITE PHARMA INC COMMON STOCK 49803L109 0 0 SH   DFND 2 0 0 0
KITE PHARMA INC COMMON STOCK 49803L109 2,137 46,550 SH   DFND 4 0 0 46,550
KKR & CO LP COMMON STOCK 48248M102 918 62,473 SH   DFND 2 62,473 0 0
KKR & CO LP COMMON STOCK 48248M102 173,452 11,807,504 SH   DFND 4 240,500 0 11,567,004
KLA-TENCOR CORP COMMON STOCK 482480100 263 3,606 SH   DFND 2 3,606 0 0
KLA-TENCOR CORP COMMON STOCK 482480100 0 0 SH   DFND 4 0 0 0
KOHLS CORP COMMON STOCK 500255104 212 4,553 SH   DFND 2 4,553 0 0
KOHLS CORP COMMON STOCK 500255104 5,475 117,470 SH   DFND 4 0 0 117,470
KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 529 18,700 SH   DFND 2 18,700 0 0
KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 1,080 38,184 SH   DFND 4 2,521 0 35,663
KRAFT HEINZ CO/THE COMMON STOCK 500754106 7,886 100,388 SH   DFND 2 100,388 0 0
KRAFT HEINZ CO/THE COMMON STOCK 500754106 64,551 821,674 SH   DFND 4 29,600 0 792,074
KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 685 39,597 SH   DFND 2 39,597 0 0
KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 4,123 238,303 SH   DFND 4 44,661 0 193,642
KROGER CO COMMON STOCK 501044101 11,960 312,673 SH   DFND 2 299,599 0 13,074
KROGER CO COMMON STOCK 501044101 39,836 1,041,468 SH   DFND 4 16,486 0 1,024,982
L BRANDS INC COMMON STOCK 501797104 506 5,766 SH   DFND 2 5,766 0 0
L BRANDS INC COMMON STOCK 501797104 0 0 SH   DFND 4 0 0 0
L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 12,722 107,361 SH   DFND 2 107,361 0 0
L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 470,856 3,973,471 SH   DFND 4 59,007 0 3,914,464
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 261 2,225 SH   DFND 2 2,225 0 0
LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 0 0 SH   DFND 4 0 0 0
LAKELAND FINANCIAL CORP COMMON STOCK 511656100 481 10,500 SH   DFND 2 10,500 0 0
LAKELAND FINANCIAL CORP COMMON STOCK 511656100 3,002 65,574 SH   DFND 4 12,974 0 52,600
LAM RESEARCH CORP COMMON STOCK 512807108 9,541 115,511 SH   DFND 2 115,511 0 0
LAM RESEARCH CORP COMMON STOCK 512807108 79,520 962,716 SH   DFND 4 0 0 962,716
LANDAUER INC COMMON STOCK 51476K103 650 19,661 SH   DFND 2 19,661 0 0
LANDAUER INC COMMON STOCK 51476K103 1,357 41,028 SH   DFND 4 2,641 0 38,387
LANNETT CO INC COMMON STOCK 516012101 1,018 56,760 SH   DFND 2 56,760 0 0
LANNETT CO INC COMMON STOCK 516012101 4,513 251,677 SH   DFND 4 35,162 0 216,515
LANTHEUS HOLDINGS INC COMMON STOCK 516544103 10 5,222 SH   DFND 2 5,222 0 0
LANTHEUS HOLDINGS INC COMMON STOCK 516544103 62 32,808 SH   DFND 4 6,641 0 26,167
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 907 159,652 SH   DFND 2 159,652 0 0
LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 1,877 330,464 SH   DFND 4 21,983 0 308,481
LAZARD LTD-CL A ORDINARY SHARES G54050102 0 0 SH   DFND 2 0 0 0
LAZARD LTD-CL A ORDINARY SHARES G54050102 3,460 89,170 SH   DFND 4 2,142 0 87,028
LEAR CORP COMMON STOCK 521865204 2,507 22,552 SH   DFND 2 22,552 0 0
LEAR CORP COMMON STOCK 521865204 28,546 256,775 SH   DFND 4 5,118 0 251,657
LEGGETT & PLATT INC COMMON STOCK 524660107 1,229 25,387 SH   DFND 2 25,387 0 0
LEGGETT & PLATT INC COMMON STOCK 524660107 5,958 123,098 SH   DFND 4 5,051 0 118,047
LEIDOS HOLDINGS INC COMMON STOCK 525327102 3,137 62,332 SH   DFND 2 61,033 0 1,299
LEIDOS HOLDINGS INC COMMON STOCK 525327102 12,564 249,677 SH   DFND 4 9,188 0 240,489
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N308 9,684 183,243 SH   DFND 2 183,243 0 0
LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N308 42,665 807,294 SH   DFND 4 0 0 807,294
LEXINGTON REALTY TRUST COMMON STOCK 529043101 213 24,785 SH   DFND 2 24,785 0 0
LEXINGTON REALTY TRUST COMMON STOCK 529043101 886 102,977 SH   DFND 4 3,654 0 99,323
LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 96 2,881 SH   DFND 2 2,881 0 0
LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 392 11,731 SH   DFND 4 0 0 11,731
LHC GROUP INC COMMON STOCK 50187A107 0 0 SH   DFND 2 0 0 0
LHC GROUP INC COMMON STOCK 50187A107 1,743 49,025 SH   DFND 4 0 0 49,025
LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 9,913 257,487 SH   DFND 2 257,487 0 0
LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 48,975 1,272,086 SH   DFND 4 0 0 1,272,086
LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 3,433 91,413 SH   DFND 2 91,413 0 0
LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 92,285 2,456,993 SH   DFND 4 75,000 0 2,381,993
LIBERTY INTERACTIVE CORP Q-A COMMON STOCK 53071M104 1,396 55,283 SH   DFND 2 55,283 0 0
LIBERTY INTERACTIVE CORP Q-A COMMON STOCK 53071M104 7,693 304,675 SH   DFND 4 12,509 0 292,166
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530610AC8 1,585 950,000 SH   DFND 2 0 0 950,000
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530610AC8 8,821 5,286,000 SH   DFND 4 0 0 5,286,000
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 211 399,000 SH   DFND 2 0 0 399,000
LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 509 961,000 SH   DFND 4 0 0 961,000
LIBERTY MEDIA CORP CONV. NOTE 531229AB8 1,440 1,456,000 SH   DFND 2 0 0 1,456,000
LIBERTY MEDIA CORP CONV. NOTE 531229AB8 8,702 8,801,000 SH   DFND 4 0 0 8,801,000
LIBERTY MEDIA CORP - A COMMON STOCK 531229102 2,407 62,315 SH   DFND 2 59,998 0 2,317
LIBERTY MEDIA CORP - A COMMON STOCK 531229102 6,760 174,985 SH   DFND 4 5,320 0 169,665
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 561 16,776 SH   DFND 2 16,776 0 0
LIBERTY PROPERTY TRUST COMMON STOCK 531172104 161 4,800 SH   DFND 4 0 0 4,800
LIBERTY VENTURES - SER A COMMON STOCK 53071M880 782 19,986 SH   DFND 2 19,986 0 0
LIBERTY VENTURES - SER A COMMON STOCK 53071M880 4,329 110,668 SH   DFND 4 4,545 0 106,123
LIFEPOINT HEALTH INC COMMON STOCK 53219L109 0 0 SH   DFND 2 0 0 0
LIFEPOINT HEALTH INC COMMON STOCK 53219L109 858 12,392 SH   DFND 4 0 0 12,392
LIGAND PHARMACEUTICALS COMMON STOCK 53220K504 612 5,718 SH   DFND 2 5,718 0 0
LIGAND PHARMACEUTICALS COMMON STOCK 53220K504 1,039 9,703 SH   DFND 4 928 0 8,775
LINCOLN NATIONAL CORP COMMON STOCK 534187109 2,088 53,254 SH   DFND 2 53,254 0 0
LINCOLN NATIONAL CORP COMMON STOCK 534187109 16,382 417,901 SH   DFND 4 10,807 0 407,094
LINDBLAD EXPEDITIONS HOLDING COMMON STOCK 535219109 4,067 409,187 SH   DFND 2 409,187 0 0
LINDBLAD EXPEDITIONS HOLDING COMMON STOCK 535219109 19,399 1,951,560 SH   DFND 4 0 0 1,951,560
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 236 5,297 SH   DFND 2 5,297 0 0
LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 0 0 SH   DFND 4 0 0 0
LIONS GATE ENTERTAINMENT COR ORDINARY SHARES 535919203 4,696 214,940 SH   DFND 2 214,940 0 0
LIONS GATE ENTERTAINMENT COR ORDINARY SHARES 535919203 16,181 740,533 SH   DFND 4 6,444 0 734,089
LITTELFUSE INC COMMON STOCK 537008104 968 7,861 SH   DFND 2 7,861 0 0
LITTELFUSE INC COMMON STOCK 537008104 1,914 15,547 SH   DFND 4 1,079 0 14,468
LIVE NATION ENTERTAINMEN CONV. NOTE 538034AJ8 1,345 1,362,000 SH   DFND 2 0 0 1,362,000
LIVE NATION ENTERTAINMEN CONV. NOTE 538034AJ8 10,520 10,653,000 SH   DFND 4 0 0 10,653,000
LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 17,281 774,585 SH   DFND 2 754,940 0 19,645
LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 88,578 3,970,321 SH   DFND 4 43,999 0 3,926,322
LOCKHEED MARTIN CORP COMMON STOCK 539830109 1,879 8,483 SH   DFND 2 8,308 0 175
LOCKHEED MARTIN CORP COMMON STOCK 539830109 774 3,495 SH   DFND 4 0 0 3,495
LOEWS CORP COMMON STOCK 540424108 251 6,553 SH   DFND 2 6,553 0 0
LOEWS CORP COMMON STOCK 540424108 0 0 SH   DFND 4 0 0 0
LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 441 27,702 SH   DFND 2 27,702 0 0
LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 2,744 172,489 SH   DFND 4 34,379 0 138,110
LOWE'S COS INC COMMON STOCK 548661107 12,671 167,269 SH   DFND 2 167,269 0 0
LOWE'S COS INC COMMON STOCK 548661107 65,977 870,983 SH   DFND 4 22,703 0 848,280
LSB INDUSTRIES INC COMMON STOCK 502160104 276 21,665 SH   DFND 2 21,665 0 0
LSB INDUSTRIES INC COMMON STOCK 502160104 566 44,388 SH   DFND 4 3,029 0 41,359
LTC PROPERTIES INC COMMON STOCK 502175102 738 16,302 SH   DFND 2 16,302 0 0
LTC PROPERTIES INC COMMON STOCK 502175102 4,040 89,292 SH   DFND 4 13,051 0 76,241
LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 6,679 78,040 SH   DFND 2 78,040 0 0
LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 44,145 515,829 SH   DFND 4 16,081 0 499,748
M & T BANK CORP COMMON STOCK 55261F104 392 3,532 SH   DFND 2 3,532 0 0
M & T BANK CORP COMMON STOCK 55261F104 0 0 SH   DFND 4 0 0 0
MACERICH CO/THE COMMON STOCK 554382101 537 6,781 SH   DFND 2 6,781 0 0
MACERICH CO/THE COMMON STOCK 554382101 86 1,091 SH   DFND 4 0 0 1,091
MACQUARIE INFRASTRUCTURE CONV. NOTE 55608BAA3 1,376 1,246,000 SH   DFND 2 0 0 1,246,000
MACQUARIE INFRASTRUCTURE CONV. NOTE 55608BAA3 8,222 7,445,000 SH   DFND 4 0 0 7,445,000
MACY'S INC COMMON STOCK 55616P104 307 6,965 SH   DFND 2 6,965 0 0
MACY'S INC COMMON STOCK 55616P104 19,387 439,708 SH   DFND 4 0 0 439,708
MADISON SQUARE GARDEN CO- A COMMON STOCK 55825T103 438 2,633 SH   DFND 2 2,633 0 0
MADISON SQUARE GARDEN CO- A COMMON STOCK 55825T103 2,762 16,601 SH   DFND 4 3,269 0 13,332
MAGNACHIP SEMICONDUCT ORDINARY SHARES 55933J203 0 0 SH   DFND 2 0 0 0
MAGNACHIP SEMICONDUCT ORDINARY SHARES 55933J203 658 120,998 SH   DFND 4 0 0 120,998
MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 673 51,972 SH   DFND 2 51,972 0 0
MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 3,945 304,881 SH   DFND 4 53,244 0 251,637
MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 179 8,480 SH   DFND 2 8,480 0 0
MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 778 36,910 SH   DFND 4 1,166 0 35,744
MALIBU BOATS INC - A COMMON STOCK 56117J100 89 5,398 SH   DFND 2 5,398 0 0
MALIBU BOATS INC - A COMMON STOCK 56117J100 2,218 135,224 SH   DFND 4 0 0 135,224
MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 770 13,545 SH   DFND 2 13,545 0 0
MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 1,308 23,002 SH   DFND 4 1,640 0 21,362
MANITOWOC FOODSERVICE IN COMMON STOCK 563568104 4,372 296,606 SH   DFND 2 296,606 0 0
MANITOWOC FOODSERVICE IN COMMON STOCK 563568104 16,382 1,111,377 SH   DFND 4 0 0 1,111,377
MANPOWERGROUP INC COMMON STOCK 56418H100 4 45 SH   DFND 2 45 0 0
MANPOWERGROUP INC COMMON STOCK 56418H100 1,459 17,915 SH   DFND 4 0 0 17,915
MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 0 0 SH   DFND 2 0 0 0
MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 4,338 135,590 SH   DFND 4 0 0 135,590
MARATHON OIL CORP COMMON STOCK 565849106 4,135 371,218 SH   DFND 2 371,218 0 0
MARATHON OIL CORP COMMON STOCK 565849106 96,497 8,662,184 SH   DFND 4 532,167 0 8,130,017
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 479 12,872 SH   DFND 2 12,872 0 0
MARATHON PETROLEUM CORP COMMON STOCK 56585A102 0 0 SH   DFND 4 0 0 0
MARCUS CORPORATION COMMON STOCK 566330106 435 22,981 SH   DFND 2 22,981 0 0
MARCUS CORPORATION COMMON STOCK 566330106 878 46,336 SH   DFND 4 2,410 0 43,926
MARINUS PHARMACEUTICALS INC COMMON STOCK 56854Q101 0 0 SH   DFND 2 0 0 0
MARINUS PHARMACEUTICALS INC COMMON STOCK 56854Q101 1,614 300,000 SH   DFND 4 0 0 300,000
MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 0 0 SH   DFND 2 0 0 0
MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 15,818 791,700 SH   DFND 4 0 0 791,700
MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 0 0 SH   DFND 2 0 0 0
MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 16,844 604,800 SH   DFND 4 0 0 604,800
MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 385 5,413 SH   DFND 2 5,413 0 0
MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 6,154 86,455 SH   DFND 4 0 0 86,455
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 706 10,461 SH   DFND 2 10,461 0 0
MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 5,878 87,081 SH   DFND 4 9,927 0 77,154
MARSH & MCLENNAN COS COMMON STOCK 571748102 727 11,962 SH   DFND 2 11,962 0 0
MARSH & MCLENNAN COS COMMON STOCK 571748102 0 0 SH   DFND 4 0 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 274 1,718 SH   DFND 2 1,718 0 0
MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 976 6,117 SH   DFND 4 0 0 6,117
MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 2 209 SH   DFND 2 209 0 0
MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 4,589 445,115 SH   DFND 4 0 0 445,115
MASCO CORP COMMON STOCK 574599106 3,206 101,947 SH   DFND 2 101,947 0 0
MASCO CORP COMMON STOCK 574599106 16,466 523,573 SH   DFND 4 21,515 0 502,058
MASTEC INC COMMON STOCK 576323109 2,211 109,260 SH   DFND 2 109,260 0 0
MASTEC INC COMMON STOCK 576323109 8,087 399,536 SH   DFND 4 60,218 0 339,318
MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 2,331 24,665 SH   DFND 2 24,665 0 0
MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 18,859 199,562 SH   DFND 4 0 0 199,562
MATCH GROUP INC COMMON STOCK 57665R106 487 44,044 SH   DFND 2 41,407 0 2,637
MATCH GROUP INC COMMON STOCK 57665R106 577 52,198 SH   DFND 4 0 0 52,198
MATRIX SERVICE CO COMMON STOCK 576853105 616 34,775 SH   DFND 2 34,775 0 0
MATRIX SERVICE CO COMMON STOCK 576853105 3,605 203,693 SH   DFND 4 35,465 0 168,228
MATSON INC COMMON STOCK 57686G105 506 12,589 SH   DFND 2 12,589 0 0
MATSON INC COMMON STOCK 57686G105 881 21,935 SH   DFND 4 2,035 0 19,900
MATTEL INC COMMON STOCK 577081102 241 7,176 SH   DFND 2 7,176 0 0
MATTEL INC COMMON STOCK 577081102 0 0 SH   DFND 4 0 0 0
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 11,015 299,493 SH   DFND 2 285,900 0 13,593
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 23,014 625,718 SH   DFND 4 14,529 0 611,189
MAXIMUS INC COMMON STOCK 577933104 594 11,292 SH   DFND 2 11,292 0 0
MAXIMUS INC COMMON STOCK 577933104 1,037 19,702 SH   DFND 4 1,405 0 18,297
MCBC HOLDINGS INC COMMON STOCK 55276F107 953 67,690 SH   DFND 2 67,690 0 0
MCBC HOLDINGS INC COMMON STOCK 55276F107 10,269 729,302 SH   DFND 4 4,803 0 724,499
MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 263 2,647 SH   DFND 2 2,647 0 0
MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 0 0 SH   DFND 4 0 0 0
MCDONALD'S CORP COMMON STOCK 580135101 14,094 112,145 SH   DFND 2 106,805 0 5,340
MCDONALD'S CORP COMMON STOCK 580135101 30,724 244,463 SH   DFND 4 0 0 244,463
MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 609 6,148 SH   DFND 2 6,148 0 0
MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 0 0 SH   DFND 4 0 0 0
MCKESSON CORP COMMON STOCK 58155Q103 10,858 69,052 SH   DFND 2 66,265 0 2,787
MCKESSON CORP COMMON STOCK 58155Q103 34,850 221,621 SH   DFND 4 3,843 0 217,778
MDC PARTNERS INC-A ORDINARY SHARES 552697104 749 31,750 SH   DFND 2 31,750 0 0
MDC PARTNERS INC-A ORDINARY SHARES 552697104 4,674 198,046 SH   DFND 4 39,546 0 158,500
MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 377 4,442 SH   DFND 2 4,442 0 0
MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 0 0 SH   DFND 4 0 0 0
MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 688 53,003 SH   DFND 2 53,003 0 0
MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 196 15,101 SH   DFND 4 0 0 15,101
MEDICINES COMPANY COMMON STOCK 584688105 56 1,769 SH   DFND 2 1,769 0 0
MEDICINES COMPANY COMMON STOCK 584688105 6,504 204,737 SH   DFND 4 475 0 204,262
MEDICINES COMPANY CONV. NOTE 584688AE5 497 440,000 SH   DFND 2 0 0 440,000
MEDICINES COMPANY CONV. NOTE 584688AE5 3,639 3,220,000 SH   DFND 4 0 0 3,220,000
MEDIDATA SOLUTIONS INC CONV. NOTE 58471AAB1 968 954,000 SH   DFND 2 0 0 954,000
MEDIDATA SOLUTIONS INC CONV. NOTE 58471AAB1 5,905 5,821,000 SH   DFND 4 0 0 5,821,000
MEDIVATION INC COMMON STOCK 58501N101 8,364 181,913 SH   DFND 2 181,913 0 0
MEDIVATION INC COMMON STOCK 58501N101 49,897 1,085,198 SH   DFND 4 0 0 1,085,198
MEDLEY CAPITAL CORP COMMON STOCK 58503F106 132 20,059 SH   DFND 2 20,059 0 0
MEDLEY CAPITAL CORP COMMON STOCK 58503F106 568 86,007 SH   DFND 4 2,625 0 83,382
MEDNAX INC COMMON STOCK 58502B106 1,338 20,700 SH   DFND 2 19,480 0 1,220
MEDNAX INC COMMON STOCK 58502B106 10,646 164,748 SH   DFND 4 0 0 164,748
MEDTRONIC PLC COMMON STOCK G5960L103 4,920 65,596 SH   DFND 2 65,596 0 0
MEDTRONIC PLC COMMON STOCK G5960L103 132,772 1,770,292 SH   DFND 4 53,559 0 1,716,733
MELCO CROWN ENTERTAINME-ADR COMMON STOCK - ADR 585464100 24 1,455 SH   DFND 2 1,455 0 0
MELCO CROWN ENTERTAINME-ADR COMMON STOCK - ADR 585464100 9,396 569,133 SH   DFND 4 0 0 569,133
MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 1,140 20,982 SH   DFND 2 20,982 0 0
MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 1,949 35,881 SH   DFND 4 3,312 0 32,569
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK 58605Q109 515 50,600 SH   DFND 2 50,600 0 0
MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK 58605Q109 15,758 1,547,907 SH   DFND 4 62,792 0 1,485,115
MENTOR GRAPHICS CORP COMMON STOCK 587200106 1,567 77,068 SH   DFND 2 77,068 0 0
MENTOR GRAPHICS CORP COMMON STOCK 587200106 5,750 282,850 SH   DFND 4 43,966 0 238,884
MERCK & CO. INC. COMMON STOCK 58933Y105 11,168 211,074 SH   DFND 2 206,214 0 4,860
MERCK & CO. INC. COMMON STOCK 58933Y105 215,918 4,080,846 SH   DFND 4 97,800 0 3,983,046
MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 665 448,000 SH   DFND 2 0 0 448,000
MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 4,758 3,204,000 SH   DFND 4 0 0 3,204,000
MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 627 74,966 SH   DFND 2 74,966 0 0
MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 21,729 2,596,005 SH   DFND 4 11,688 0 2,584,317
META FINANCIAL GROUP INC COMMON STOCK 59100U108 868 19,034 SH   DFND 2 19,034 0 0
META FINANCIAL GROUP INC COMMON STOCK 59100U108 5,107 111,985 SH   DFND 4 20,147 0 91,838
METLIFE INC COMMON STOCK 59156R108 1,082 24,632 SH   DFND 2 24,632 0 0
METLIFE INC COMMON STOCK 59156R108 43,917 999,487 SH   DFND 4 0 0 999,487
MFA FINANCIAL INC COMMON STOCK 55272X102 3,543 517,243 SH   DFND 2 508,712 0 8,531
MFA FINANCIAL INC COMMON STOCK 55272X102 43,391 6,334,419 SH   DFND 4 458,833 0 5,875,586
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 1,539 1,304,000 SH   DFND 2 0 0 1,304,000
MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 22,637 21,845,000 SH   DFND 4 0 0 21,845,000
MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 1,787 31,373 SH   DFND 2 31,373 0 0
MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 31,603 554,836 SH   DFND 4 42,200 0 512,636
MICHAELS COS INC/THE COMMON STOCK 59408Q106 87 3,114 SH   DFND 2 3,114 0 0
MICHAELS COS INC/THE COMMON STOCK 59408Q106 36,071 1,289,628 SH   DFND 4 4,744 0 1,284,884
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 224 4,650 SH   DFND 2 4,650 0 0
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 0 0 SH   DFND 4 0 0 0
MICROCHIP TECHNOLOGY INC CONVERTIBLE BONDS 595017AD6 1,824 1,773,000 SH   DFND 2 0 0 1,773,000
MICROCHIP TECHNOLOGY INC CONVERTIBLE BONDS 595017AD6 12,656 12,302,000 SH   DFND 4 0 0 12,302,000
MICRON TECHNOLOGY INC COMMON STOCK 595112103 2,465 235,448 SH   DFND 2 235,448 0 0
MICRON TECHNOLOGY INC COMMON STOCK 595112103 51,790 4,946,509 SH   DFND 4 0 0 4,946,509
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 1,036 880,000 SH   DFND 2 0 0 880,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 4,211 3,578,000 SH   DFND 4 0 0 3,578,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AY9 1,071 1,572,000 SH   DFND 2 0 0 1,572,000
MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AY9 4,921 7,224,000 SH   DFND 4 0 0 7,224,000
MICROSEMI CORP COMMON STOCK 595137100 767 20,009 SH   DFND 2 20,009 0 0
MICROSEMI CORP COMMON STOCK 595137100 1,323 34,529 SH   DFND 4 3,057 0 31,472
MICROSOFT CORP COMMON STOCK 594918104 63,851 1,156,087 SH   DFND 2 1,151,944 0 4,143
MICROSOFT CORP COMMON STOCK 594918104 666,489 12,067,513 SH   DFND 4 325,821 0 11,741,692
MIDDLEBY CORP COMMON STOCK 596278101 2,300 21,546 SH   DFND 2 21,546 0 0
MIDDLEBY CORP COMMON STOCK 596278101 33,654 315,200 SH   DFND 4 0 0 315,200
MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 119 5,869 SH   DFND 2 5,869 0 0
MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 496 24,478 SH   DFND 4 1,026 0 23,452
MIMEDX GROUP INC COMMON STOCK 602496101 564 64,556 SH   DFND 2 64,556 0 0
MIMEDX GROUP INC COMMON STOCK 602496101 960 109,856 SH   DFND 4 9,884 0 99,972
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 1,300 22,874 SH   DFND 2 22,874 0 0
MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 6,329 111,326 SH   DFND 4 14,510 0 96,816
MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 0 0 SH   DFND 2 0 0 0
MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 694 175,800 SH   DFND 4 0 0 175,800
MKS INSTRUMENTS INC COMMON STOCK 55306N104 721 19,155 SH   DFND 2 19,155 0 0
MKS INSTRUMENTS INC COMMON STOCK 55306N104 1,564 41,536 SH   DFND 4 2,581 0 38,955
MOBILEIRON INC COMMON STOCK 60739U204 439 97,094 SH   DFND 2 97,094 0 0
MOBILEIRON INC COMMON STOCK 60739U204 721 159,584 SH   DFND 4 10,716 0 148,868
MOBILEYE NV ORDINARY SHARES N51488117 4,159 111,524 SH   DFND 2 111,524 0 0
MOBILEYE NV ORDINARY SHARES N51488117 25,615 686,924 SH   DFND 4 0 0 686,924
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 263 1,377 SH   DFND 2 1,377 0 0
MOHAWK INDUSTRIES INC COMMON STOCK 608190104 0 0 SH   DFND 4 0 0 0
MOLINA HEALTHCARE INC COMMON STOCK 60855R100 280 4,336 SH   DFND 2 4,336 0 0
MOLINA HEALTHCARE INC COMMON STOCK 60855R100 489 7,583 SH   DFND 4 644 0 6,939
MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 5,268 54,775 SH   DFND 2 54,775 0 0
MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 67,517 701,989 SH   DFND 4 0 0 701,989
MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 1,635 40,762 SH   DFND 2 40,762 0 0
MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 39,754 990,868 SH   DFND 4 0 0 990,868
MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 790 12,415 SH   DFND 2 12,415 0 0
MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 2,295 36,059 SH   DFND 4 1,843 0 34,216
MONSANTO CO COMMON STOCK 61166W101 7,382 84,134 SH   DFND 2 84,134 0 0
MONSANTO CO COMMON STOCK 61166W101 30,480 347,386 SH   DFND 4 0 0 347,386
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 7,621 57,137 SH   DFND 2 57,137 0 0
MONSTER BEVERAGE CORP COMMON STOCK 61174X109 37,916 284,267 SH   DFND 4 0 0 284,267
MONSTER WORLDWIDE INC COMMON STOCK 611742107 501 153,686 SH   DFND 2 153,686 0 0
MONSTER WORLDWIDE INC COMMON STOCK 611742107 12,701 3,896,003 SH   DFND 4 82,094 0 3,813,909
MONSTER WORLDWIDE INC CONV. NOTE 611742AB3 577 631,000 SH   DFND 2 0 0 631,000
MONSTER WORLDWIDE INC CONV. NOTE 611742AB3 3,461 3,785,000 SH   DFND 4 0 0 3,785,000
MOODY'S CORP COMMON STOCK 615369105 370 3,827 SH   DFND 2 3,827 0 0
MOODY'S CORP COMMON STOCK 615369105 0 0 SH   DFND 4 0 0 0
MORGAN STANLEY COMMON STOCK 617446448 12,652 505,883 SH   DFND 2 505,883 0 0
MORGAN STANLEY COMMON STOCK 617446448 117,259 4,688,485 SH   DFND 4 35,705 0 4,652,780
MOSAIC CO/THE COMMON STOCK 61945C103 186 6,900 SH   DFND 2 6,900 0 0
MOSAIC CO/THE COMMON STOCK 61945C103 953 35,289 SH   DFND 4 0 0 35,289
MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 280 3,705 SH   DFND 2 3,705 0 0
MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 0 0 SH   DFND 4 0 0 0
MSA SAFETY INC COMMON STOCK 553498106 573 11,844 SH   DFND 2 11,844 0 0
MSA SAFETY INC COMMON STOCK 553498106 983 20,333 SH   DFND 4 1,523 0 18,810
MSG NETWORKS INC- A COMMON STOCK 553573106 764 44,191 SH   DFND 2 42,439 0 1,752
MSG NETWORKS INC- A COMMON STOCK 553573106 1,987 114,907 SH   DFND 4 3,364 0 111,543
MTS SYSTEMS CORP COMMON STOCK 553777103 474 7,797 SH   DFND 2 7,797 0 0
MTS SYSTEMS CORP COMMON STOCK 553777103 802 13,172 SH   DFND 4 937 0 12,235
MYLAN NV COMMON STOCK N59465109 710 15,308 SH   DFND 2 15,308 0 0
MYLAN NV COMMON STOCK N59465109 38,485 830,314 SH   DFND 4 0 0 830,314
MYRIAD GENETICS INC COMMON STOCK 62855J104 467 12,482 SH   DFND 2 12,482 0 0
MYRIAD GENETICS INC COMMON STOCK 62855J104 2,300 61,454 SH   DFND 4 2,138 0 59,316
NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 0 0 SH   DFND 2 0 0 0
NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 3,582 389,304 SH   DFND 4 0 0 389,304
NATIONAL CINEMEDIA INC COMMON STOCK 635309107 725 47,648 SH   DFND 2 47,648 0 0
NATIONAL CINEMEDIA INC COMMON STOCK 635309107 1,514 99,564 SH   DFND 4 6,519 0 93,045
NATIONAL GENERAL HLDGS COMMON STOCK 636220303 579 26,800 SH   DFND 2 26,800 0 0
NATIONAL GENERAL HLDGS COMMON STOCK 636220303 3,613 167,349 SH   DFND 4 33,649 0 133,700
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 1,097 35,270 SH   DFND 2 35,270 0 0
NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 16,901 543,450 SH   DFND 4 42,200 0 501,250
NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 1,609 24,187 SH   DFND 2 24,187 0 0
NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 2,620 39,386 SH   DFND 4 2,044 0 37,342
NAVIGANT CONSULTING INC COMMON STOCK 63935N107 0 0 SH   DFND 2 0 0 0
NAVIGANT CONSULTING INC COMMON STOCK 63935N107 4,021 254,340 SH   DFND 4 0 0 254,340
NAVISTAR INTL CORP CONV. NOTE 63934EAQ1 3,166 2,282,000 SH   DFND 2 0 0 2,282,000
NAVISTAR INTL CORP CONV. NOTE 63934EAQ1 2,183 3,661,000 SH   DFND 4 0 0 3,661,000
NAVISTAR INTL CORP CONV. NOTE 63934EAS7 634 1,065,000 SH   DFND 2 0 0 1,065,000
NAVISTAR INTL CORP CONV. NOTE 63934EAS7 5,237 8,802,000 SH   DFND 4 0 0 8,802,000
NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 537 37,814 SH   DFND 2 37,814 0 0
NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 3,365 236,983 SH   DFND 4 47,020 0 189,963
NCR CORPORATION COMMON STOCK 62886E108 1,320 44,093 SH   DFND 2 44,093 0 0
NCR CORPORATION COMMON STOCK 62886E108 5,132 171,457 SH   DFND 4 6,417 0 165,040
NELNET INC-CL A COMMON STOCK 64031N108 258 6,547 SH   DFND 2 6,547 0 0
NELNET INC-CL A COMMON STOCK 64031N108 3,245 82,419 SH   DFND 4 1,172 0 81,247
NEONODE INC COMMON STOCK 64051M402 210 102,800 SH   DFND 2 102,800 0 0
NEONODE INC COMMON STOCK 64051M402 1,342 657,621 SH   DFND 4 133,721 0 523,900
NEOS THERAPEUTICS INC COMMON STOCK 64052L106 0 0 SH   DFND 2 0 0 0
NEOS THERAPEUTICS INC COMMON STOCK 64052L106 2,320 215,000 SH   DFND 4 0 0 215,000
NETEASE INC-ADR COMMON STOCK - ADR 64110W102 1,142 7,953 SH   DFND 2 22 0 7,931
NETEASE INC-ADR COMMON STOCK - ADR 64110W102 3,801 26,472 SH   DFND 4 0 0 26,472
NETFLIX INC COMMON STOCK 64110L106 6,202 60,668 SH   DFND 2 60,668 0 0
NETFLIX INC COMMON STOCK 64110L106 28,396 277,767 SH   DFND 4 0 0 277,767
NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 158 6,872 SH   DFND 2 6,872 0 0
NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 262 11,388 SH   DFND 4 820 0 10,568
NEURALSTEM INC COMMON STOCK 64127R302 517 689,961 SH   DFND 2 689,961 0 0
NEURALSTEM INC COMMON STOCK 64127R302 2,939 3,919,061 SH   DFND 4 0 0 3,919,061
NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 1,151 29,094 SH   DFND 2 29,094 0 0
NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 1,990 50,317 SH   DFND 4 4,516 0 45,801
NEUSTAR INC-CLASS A COMMON STOCK 64126X201 487 19,814 SH   DFND 2 19,814 0 0
NEUSTAR INC-CLASS A COMMON STOCK 64126X201 972 39,509 SH   DFND 4 2,617 0 36,892
NEW HOME CO INC/THE COMMON STOCK 645370107 0 0 SH   DFND 2 0 0 0
NEW HOME CO INC/THE COMMON STOCK 645370107 5,459 445,239 SH   DFND 4 0 0 445,239
NEW ORIENTAL EDUCATIO-SP ADR COMMON STOCK - ADR 647581107 821 23,735 SH   DFND 2 23,735 0 0
NEW ORIENTAL EDUCATIO-SP ADR COMMON STOCK - ADR 647581107 1,632 47,192 SH   DFND 4 752 0 46,440
NEWELL RUBBERMAID INC COMMON STOCK 651229106 264 5,963 SH   DFND 2 5,963 0 0
NEWELL RUBBERMAID INC COMMON STOCK 651229106 0 0 SH   DFND 4 0 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 3,688 138,748 SH   DFND 2 138,748 0 0
NEWMONT MINING CORP COMMON STOCK 651639106 29,812 1,121,607 SH   DFND 4 0 0 1,121,607
NEWS CORP - CLASS A COMMON STOCK 65249B109 990 77,531 SH   DFND 2 77,531 0 0
NEWS CORP - CLASS A COMMON STOCK 65249B109 4,908 384,326 SH   DFND 4 15,818 0 368,508
NEWS CORP - CLASS B COMMON STOCK 65249B208 465 35,124 SH   DFND 2 33,183 0 1,941
NEWS CORP - CLASS B COMMON STOCK 65249B208 508 38,347 SH   DFND 4 0 0 38,347
NEXSTAR BROADCASTING GROUP-A COMMON STOCK 65336K103 674 15,230 SH   DFND 2 15,230 0 0
NEXSTAR BROADCASTING GROUP-A COMMON STOCK 65336K103 1,140 25,747 SH   DFND 4 2,199 0 23,548
NEXTERA ENERGY INC COMMON STOCK 65339F101 3,791 32,038 SH   DFND 2 32,038 0 0
NEXTERA ENERGY INC COMMON STOCK 65339F101 73,664 622,477 SH   DFND 4 30,600 0 591,877
NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 58 2,124 SH   DFND 2 2,124 0 0
NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 7,872 289,514 SH   DFND 4 0 0 289,514
NIELSEN HOLDINGS PLC COMMON STOCK G6518L108 430 8,171 SH   DFND 2 8,171 0 0
NIELSEN HOLDINGS PLC COMMON STOCK G6518L108 0 0 SH   DFND 4 0 0 0
NIKE INC -CL B COMMON STOCK 654106103 30,750 500,242 SH   DFND 2 490,366 0 9,876
NIKE INC -CL B COMMON STOCK 654106103 134,758 2,192,261 SH   DFND 4 11,663 0 2,180,598
NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 337 66,700 SH   DFND 2 66,700 0 0
NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 2,153 426,314 SH   DFND 4 86,314 0 340,000
NN INC COMMON STOCK 629337106 160 11,694 SH   DFND 2 11,694 0 0
NN INC COMMON STOCK 629337106 665 48,591 SH   DFND 4 1,807 0 46,784
NOBLE ENERGY INC COMMON STOCK 655044105 297 9,470 SH   DFND 2 9,470 0 0
NOBLE ENERGY INC COMMON STOCK 655044105 0 0 SH   DFND 4 0 0 0
NOMAD FOODS LTD ORDINARY SHARES G6564A105 3,249 360,548 SH   DFND 2 360,548 0 0
NOMAD FOODS LTD ORDINARY SHARES G6564A105 16,681 1,851,405 SH   DFND 4 0 0 1,851,405
NORDSTROM INC COMMON STOCK 655664100 172 3,000 SH   DFND 2 3,000 0 0
NORDSTROM INC COMMON STOCK 655664100 7,976 139,417 SH   DFND 4 0 0 139,417
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 525 6,301 SH   DFND 2 6,301 0 0
NORFOLK SOUTHERN CORP COMMON STOCK 655844108 0 0 SH   DFND 4 0 0 0
NORTHERN OIL AND GAS INC COMMON STOCK 665531109 84 20,960 SH   DFND 2 20,960 0 0
NORTHERN OIL AND GAS INC COMMON STOCK 665531109 362 90,783 SH   DFND 4 4,326 0 86,457
NORTHERN TRUST CORP COMMON STOCK 665859104 303 4,648 SH   DFND 2 4,648 0 0
NORTHERN TRUST CORP COMMON STOCK 665859104 0 0 SH   DFND 4 0 0 0
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 57,796 292,047 SH   DFND 2 289,366 0 2,681
NORTHROP GRUMMAN CORP COMMON STOCK 666807102 801,921 4,052,151 SH   DFND 4 82,441 0 3,969,710
NORTHSTAR REALTY FINANCE COMMON STOCK 66704R803 0 0 SH   DFND 2 0 0 0
NORTHSTAR REALTY FINANCE COMMON STOCK 66704R803 9,196 700,915 SH   DFND 4 0 0 700,915
NOVATEL WIRELESS INC CONV. NOTE 66987MAD1 6 10,000 SH   DFND 2 0 0 10,000
NOVATEL WIRELESS INC CONV. NOTE 66987MAD1 0 0 SH   DFND 4 0 0 0
NOVAVAX INC COMMON STOCK 670002104 180 34,789 SH   DFND 2 34,789 0 0
NOVAVAX INC COMMON STOCK 670002104 305 59,115 SH   DFND 4 4,572 0 54,543
NRG ENERGY INC COMMON STOCK 629377508 6,779 521,060 SH   DFND 2 521,060 0 0
NRG ENERGY INC COMMON STOCK 629377508 126,485 9,722,147 SH   DFND 4 141,400 0 9,580,747
NRG YIELD INC-CLASS C COMMON STOCK 62942X405 3,527 247,707 SH   DFND 2 247,707 0 0
NRG YIELD INC-CLASS C COMMON STOCK 62942X405 6,927 486,460 SH   DFND 4 0 0 486,460
NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 792 42,398 SH   DFND 2 42,398 0 0
NUANCE COMMUNICATIONS INC COMMON STOCK 67020Y100 4,377 234,188 SH   DFND 4 9,612 0 224,576
NUCOR CORP COMMON STOCK 670346105 377 7,980 SH   DFND 2 7,980 0 0
NUCOR CORP COMMON STOCK 670346105 9,027 190,838 SH   DFND 4 0 0 190,838
NUTRACEUTICAL INTL CORP COMMON STOCK 67060Y101 494 20,274 SH   DFND 2 20,274 0 0
NUTRACEUTICAL INTL CORP COMMON STOCK 67060Y101 862 35,415 SH   DFND 4 3,272 0 32,143
NUVECTRA CORP COMMON STOCK 67075N108 50 9,329 SH   DFND 2 9,329 0 0
NUVECTRA CORP COMMON STOCK 67075N108 195 35,972 SH   DFND 4 1,300 0 34,672
NVIDIA CORP COMMON STOCK 67066G104 4,529 127,114 SH   DFND 2 127,114 0 0
NVIDIA CORP COMMON STOCK 67066G104 32,488 911,822 SH   DFND 4 26,318 0 885,504
NVIDIA CORP CONV. NOTE 67066GAC8 2,156 1,208,000 SH   DFND 2 0 0 1,208,000
NVIDIA CORP CONV. NOTE 67066GAC8 12,874 7,215,000 SH   DFND 4 0 0 7,215,000
NXP SEMICONDUCTOR NV CONV. NOTE 62952QAB6 1,280 1,157,000 SH   DFND 2 0 0 1,157,000
NXP SEMICONDUCTOR NV CONV. NOTE 62952QAB6 9,103 8,229,000 SH   DFND 4 0 0 8,229,000
NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 4,055 50,019 SH   DFND 2 50,019 0 0
NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 92,543 1,141,516 SH   DFND 4 53,511 0 1,088,005
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 13,565 198,228 SH   DFND 2 193,972 0 4,256
OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 56,169 820,823 SH   DFND 4 24,326 0 796,497
OCEANEERING INTL INC COMMON STOCK 675232102 23 704 SH   DFND 2 704 0 0
OCEANEERING INTL INC COMMON STOCK 675232102 494 14,862 SH   DFND 4 0 0 14,862
OCWEN FINANCIAL CORP COMMON STOCK 675746309 0 0 SH   DFND 2 0 0 0
OCWEN FINANCIAL CORP COMMON STOCK 675746309 24,373 9,867,800 SH   DFND 4 0 0 9,867,800
OFG BANCORP COMMON STOCK 67103X102 427 61,125 SH   DFND 2 61,125 0 0
OFG BANCORP COMMON STOCK 67103X102 4,886 699,019 SH   DFND 4 76,948 0 622,071
OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 0 0 SH   DFND 2 0 0 0
OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 1,373 43,555 SH   DFND 4 0 0 43,555
OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 853 12,252 SH   DFND 2 12,252 0 0
OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 14,944 214,646 SH   DFND 4 543 0 214,103
OLD NATIONAL BANCORP COMMON STOCK 680033107 612 50,200 SH   DFND 2 50,200 0 0
OLD NATIONAL BANCORP COMMON STOCK 680033107 5,916 485,295 SH   DFND 4 64,765 0 420,530
OLIN CORP COMMON STOCK 680665205 481 27,700 SH   DFND 2 27,700 0 0
OLIN CORP COMMON STOCK 680665205 3,003 172,902 SH   DFND 4 34,502 0 138,400
OM ASSET MANAGEMENT PLC ORDINARY SHARES G67506108 470 35,186 SH   DFND 2 35,186 0 0
OM ASSET MANAGEMENT PLC ORDINARY SHARES G67506108 5,416 405,726 SH   DFND 4 44,808 0 360,918
OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 1,016 28,779 SH   DFND 2 28,779 0 0
OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 2,197 62,245 SH   DFND 4 3,869 0 58,376
OMEGA PROTEIN CORP COMMON STOCK 68210P107 73 4,333 SH   DFND 2 4,333 0 0
OMEGA PROTEIN CORP COMMON STOCK 68210P107 1,143 67,493 SH   DFND 4 1,002 0 66,491
OMNICOM GROUP COMMON STOCK 681919106 761 9,140 SH   DFND 2 8,913 0 227
OMNICOM GROUP COMMON STOCK 681919106 9,775 117,443 SH   DFND 4 0 0 117,443
ON ASSIGNMENT INC COMMON STOCK 682159108 1,128 30,552 SH   DFND 2 30,552 0 0
ON ASSIGNMENT INC COMMON STOCK 682159108 5,424 146,908 SH   DFND 4 16,669 0 130,239
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 5,302 552,879 SH   DFND 2 552,879 0 0
ON SEMICONDUCTOR CORP COMMON STOCK 682189105 22,439 2,339,869 SH   DFND 4 12,319 0 2,327,550
ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 1,340 1,239,000 SH   DFND 2 0 0 1,239,000
ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 8,855 8,190,000 SH   DFND 4 0 0 8,190,000
ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 0 0 SH   DFND 2 0 0 0
ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 34 50,200 SH   DFND 4 0 0 50,200
ONCOMED PHARMACEUTICALS INC COMMON STOCK 68234X102 146 14,396 SH   DFND 2 14,396 0 0
ONCOMED PHARMACEUTICALS INC COMMON STOCK 68234X102 242 23,918 SH   DFND 4 1,759 0 22,159
ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 134 5,962 SH   DFND 2 5,962 0 0
ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 557 24,851 SH   DFND 4 746 0 24,105
OPHTHOTECH CORP COMMON STOCK 683745103 672 15,892 SH   DFND 2 15,892 0 0
OPHTHOTECH CORP COMMON STOCK 683745103 1,156 27,342 SH   DFND 4 2,470 0 24,872
OPPENHEIMER HOLDINGS-CL A ORDINARY SHARES 683797104 92 5,838 SH   DFND 2 5,838 0 0
OPPENHEIMER HOLDINGS-CL A ORDINARY SHARES 683797104 383 24,269 SH   DFND 4 0 0 24,269
OPUS BANK COMMON STOCK 684000102 175 5,153 SH   DFND 2 5,153 0 0
OPUS BANK COMMON STOCK 684000102 726 21,349 SH   DFND 4 0 0 21,349
ORACLE CORP COMMON STOCK 68389X105 2,973 72,669 SH   DFND 2 72,669 0 0
ORACLE CORP COMMON STOCK 68389X105 40,403 987,614 SH   DFND 4 0 0 987,614
ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 829 114,594 SH   DFND 2 114,594 0 0
ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 3,446 476,573 SH   DFND 4 16,031 0 460,542
ORBITAL ATK INC COMMON STOCK 68557N103 1,129 12,981 SH   DFND 2 12,981 0 0
ORBITAL ATK INC COMMON STOCK 68557N103 8,758 100,741 SH   DFND 4 2,946 0 97,795
ORBOTECH LTD ORDINARY SHARES M75253100 730 30,700 SH   DFND 2 30,700 0 0
ORBOTECH LTD ORDINARY SHARES M75253100 4,554 191,500 SH   DFND 4 38,200 0 153,300
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 5,778 21,113 SH   DFND 2 19,989 0 1,124
O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 6,091 22,259 SH   DFND 4 0 0 22,259
ORION ENGINEERED CARBONS SA ORDINARY SHARES L72967109 586 41,507 SH   DFND 2 41,507 0 0
ORION ENGINEERED CARBONS SA ORDINARY SHARES L72967109 3,364 238,230 SH   DFND 4 39,272 0 198,958
ORION MARINE GROUP INC COMMON STOCK 68628V308 211 40,800 SH   DFND 2 40,800 0 0
ORION MARINE GROUP INC COMMON STOCK 68628V308 1,369 264,222 SH   DFND 4 56,322 0 207,900
OSHKOSH CORP COMMON STOCK 688239201 1,576 38,560 SH   DFND 2 38,560 0 0
OSHKOSH CORP COMMON STOCK 688239201 34,497 844,059 SH   DFND 4 59,800 0 784,259
OWENS & MINOR INC COMMON STOCK 690732102 0 0 SH   DFND 2 0 0 0
OWENS & MINOR INC COMMON STOCK 690732102 3,772 93,330 SH   DFND 4 0 0 93,330
OWENS-ILLINOIS INC COMMON STOCK 690768403 188 11,768 SH   DFND 2 11,768 0 0
OWENS-ILLINOIS INC COMMON STOCK 690768403 2,050 128,425 SH   DFND 4 1,868 0 126,557
OXFORD INDUSTRIES INC COMMON STOCK 691497309 554 8,241 SH   DFND 2 8,241 0 0
OXFORD INDUSTRIES INC COMMON STOCK 691497309 1,136 16,897 SH   DFND 4 1,156 0 15,741
P G & E CORP COMMON STOCK 69331C108 8,414 140,893 SH   DFND 2 135,446 0 5,447
P G & E CORP COMMON STOCK 69331C108 102,498 1,716,316 SH   DFND 4 52,800 0 1,663,516
PACCAR INC COMMON STOCK 693718108 412 7,531 SH   DFND 2 7,531 0 0
PACCAR INC COMMON STOCK 693718108 0 0 SH   DFND 4 0 0 0
PACE HOLDINGS CORP STOCK UNIT G6865N129 0 0 SH   DFND 2 0 0 0
PACE HOLDINGS CORP STOCK UNIT G6865N129 5,010 501,500 SH   DFND 4 0 0 501,500
PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 761 35,625 SH   DFND 2 35,625 0 0
PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 4,502 210,685 SH   DFND 4 38,981 0 171,704
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 814 15,364 SH   DFND 2 15,364 0 0
PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 1,386 26,170 SH   DFND 4 2,527 0 23,643
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 3 56 SH   DFND 2 56 0 0
PACKAGING CORP OF AMERICA COMMON STOCK 695156109 4,063 67,260 SH   DFND 4 0 0 67,260
PACWEST BANCORP COMMON STOCK 695263103 2,318 62,390 SH   DFND 2 62,390 0 0
PACWEST BANCORP COMMON STOCK 695263103 41,856 1,126,689 SH   DFND 4 0 0 1,126,689
PAMPA ENERGIA SA-SPON ADR COMMON STOCK - ADR 697660207 145 6,760 SH   DFND 2 6,760 0 0
PAMPA ENERGIA SA-SPON ADR COMMON STOCK - ADR 697660207 787 36,714 SH   DFND 4 0 0 36,714
PANDORA MEDIA INC COMMON STOCK 698354107 0 0 SH   DFND 2 0 0 0
PANDORA MEDIA INC COMMON STOCK 698354107 258 28,777 SH   DFND 4 0 0 28,777
PAPA JOHN'S INTL INC COMMON STOCK 698813102 737 13,609 SH   DFND 2 13,609 0 0
PAPA JOHN'S INTL INC COMMON STOCK 698813102 1,250 23,061 SH   DFND 4 2,107 0 20,954
PARAMOUNT GROUP INC COMMON STOCK 69924R108 566 35,500 SH   DFND 2 35,500 0 0
PARAMOUNT GROUP INC COMMON STOCK 69924R108 3,523 220,900 SH   DFND 4 44,600 0 176,300
PARKER HANNIFIN CORP COMMON STOCK 701094104 329 2,963 SH   DFND 2 2,963 0 0
PARKER HANNIFIN CORP COMMON STOCK 701094104 0 0 SH   DFND 4 0 0 0
PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 705 16,459 SH   DFND 2 16,459 0 0
PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 4,411 103,007 SH   DFND 4 20,573 0 82,434
PATRICK INDUSTRIES INC COMMON STOCK 703343103 1,141 25,127 SH   DFND 2 25,127 0 0
PATRICK INDUSTRIES INC COMMON STOCK 703343103 2,383 52,508 SH   DFND 4 3,549 0 48,959
PATTERSON COS INC COMMON STOCK 703395103 84 1,805 SH   DFND 2 1,805 0 0
PATTERSON COS INC COMMON STOCK 703395103 4,754 102,175 SH   DFND 4 0 0 102,175
PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 560 31,800 SH   DFND 2 31,800 0 0
PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 3,489 198,005 SH   DFND 4 39,305 0 158,700
PAYCHEX INC COMMON STOCK 704326107 7,837 145,096 SH   DFND 2 136,848 0 8,248
PAYCHEX INC COMMON STOCK 704326107 8,800 162,924 SH   DFND 4 0 0 162,924
PAYLOCITY HOLDING CORP COMMON STOCK 70438V106 378 11,534 SH   DFND 2 11,534 0 0
PAYLOCITY HOLDING CORP COMMON STOCK 70438V106 657 20,056 SH   DFND 4 1,864 0 18,192
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 1,601 41,488 SH   DFND 2 41,488 0 0
PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 20,040 519,165 SH   DFND 4 0 0 519,165
PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 664 20,000 SH   DFND 2 20,000 0 0
PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 4,160 125,309 SH   DFND 4 25,209 0 100,100
PEAK RESORTS INC COMMON STOCK 70469L100 0 0 SH   DFND 2 0 0 0
PEAK RESORTS INC COMMON STOCK 70469L100 352 103,650 SH   DFND 4 0 0 103,650
PEBBLEBROOK HOTEL TRUST COMMON STOCK 70509V100 21 720 SH   DFND 2 720 0 0
PEBBLEBROOK HOTEL TRUST COMMON STOCK 70509V100 544 18,702 SH   DFND 4 0 0 18,702
PENN NATIONAL GAMING INC COMMON STOCK 707569109 5,435 325,621 SH   DFND 2 287,311 0 38,310
PENN NATIONAL GAMING INC COMMON STOCK 707569109 46,259 2,771,668 SH   DFND 4 40,300 0 2,731,368
PENNYMAC FINANCIAL SERVICE-A COMMON STOCK 70932B101 461 39,204 SH   DFND 2 39,204 0 0
PENNYMAC FINANCIAL SERVICE-A COMMON STOCK 70932B101 774 65,775 SH   DFND 4 4,897 0 60,878
PENTAIR PLC COMMON STOCK G7S00T104 2,179 40,164 SH   DFND 2 40,164 0 0
PENTAIR PLC COMMON STOCK G7S00T104 0 0 SH   DFND 4 0 0 0
PEOPLES BANCORP INC COMMON STOCK 709789101 106 5,442 SH   DFND 2 5,442 0 0
PEOPLES BANCORP INC COMMON STOCK 709789101 448 22,910 SH   DFND 4 845 0 22,065
PEPSICO INC COMMON STOCK 713448108 29,798 290,767 SH   DFND 2 285,971 0 4,796
PEPSICO INC COMMON STOCK 713448108 130,916 1,277,475 SH   DFND 4 14,138 0 1,263,337
PERFICIENT INC COMMON STOCK 71375U101 1,008 46,426 SH   DFND 2 46,426 0 0
PERFICIENT INC COMMON STOCK 71375U101 5,914 272,300 SH   DFND 4 48,303 0 223,997
PERKINELMER INC COMMON STOCK 714046109 1,858 37,574 SH   DFND 2 35,477 0 2,097
PERKINELMER INC COMMON STOCK 714046109 2,052 41,498 SH   DFND 4 0 0 41,498
PERRIGO CO PLC COMMON STOCK G97822103 14,809 115,757 SH   DFND 2 115,757 0 0
PERRIGO CO PLC COMMON STOCK G97822103 172,939 1,351,826 SH   DFND 4 0 0 1,351,826
PFIZER INC COMMON STOCK 717081103 27,304 921,195 SH   DFND 2 898,411 0 22,784
PFIZER INC COMMON STOCK 717081103 282,806 9,541,351 SH   DFND 4 204,580 0 9,336,771
PGT INC COMMON STOCK 69336V101 1,522 154,700 SH   DFND 2 154,700 0 0
PGT INC COMMON STOCK 69336V101 5,278 536,376 SH   DFND 4 81,897 0 454,479
PHARMERICA CORP COMMON STOCK 71714F104 447 20,214 SH   DFND 2 20,214 0 0
PHARMERICA CORP COMMON STOCK 71714F104 1,747 79,005 SH   DFND 4 2,911 0 76,094
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 17,801 181,435 SH   DFND 2 181,435 0 0
PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 259,426 2,644,238 SH   DFND 4 80,950 0 2,563,288
PHILLIPS 66 COMMON STOCK 718546104 901 10,406 SH   DFND 2 10,406 0 0
PHILLIPS 66 COMMON STOCK 718546104 0 0 SH   DFND 4 0 0 0
PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 0 0 SH   DFND 2 0 0 0
PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 2,580 101,590 SH   DFND 4 0 0 101,590
PINNACLE FOODS INC COMMON STOCK 72348P104 602 13,471 SH   DFND 2 13,471 0 0
PINNACLE FOODS INC COMMON STOCK 72348P104 5,382 120,465 SH   DFND 4 1,945 0 118,520
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 10,280 73,046 SH   DFND 2 73,046 0 0
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 189,102 1,343,628 SH   DFND 4 0 0 1,343,628
PIPER JAFFRAY COS COMMON STOCK 724078100 0 0 SH   DFND 2 0 0 0
PIPER JAFFRAY COS COMMON STOCK 724078100 2,507 50,590 SH   DFND 4 815 0 49,775
PITNEY BOWES INC COMMON STOCK 724479100 243 11,295 SH   DFND 2 11,295 0 0
PITNEY BOWES INC COMMON STOCK 724479100 629 29,179 SH   DFND 4 0 0 29,179
PLAINS ALL AMER PIPELINE LP COMMON STOCK 726503105 0 0 SH   DFND 2 0 0 0
PLAINS ALL AMER PIPELINE LP COMMON STOCK 726503105 508 24,206 SH   DFND 4 0 0 24,206
PLANTRONICS INC COMMON STOCK 727493108 695 17,726 SH   DFND 2 17,726 0 0
PLANTRONICS INC COMMON STOCK 727493108 2,121 54,131 SH   DFND 4 2,453 0 51,678
PLEXUS CORP COMMON STOCK 729132100 859 21,745 SH   DFND 2 21,745 0 0
PLEXUS CORP COMMON STOCK 729132100 1,785 45,171 SH   DFND 4 3,046 0 42,125
PLY GEM HOLDINGS INC COMMON STOCK 72941W100 555 39,532 SH   DFND 2 39,532 0 0
PLY GEM HOLDINGS INC COMMON STOCK 72941W100 3,456 245,968 SH   DFND 4 48,898 0 197,070
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 8,110 95,898 SH   DFND 2 90,825 0 5,073
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 16,509 195,216 SH   DFND 4 0 0 195,216
PNM RESOURCES INC COMMON STOCK 69349H107 695 20,600 SH   DFND 2 20,600 0 0
PNM RESOURCES INC COMMON STOCK 69349H107 4,413 130,875 SH   DFND 4 27,275 0 103,600
POLYCOM INC COMMON STOCK 73172K104 0 0 SH   DFND 2 0 0 0
POLYCOM INC COMMON STOCK 73172K104 1,104 99,019 SH   DFND 4 0 0 99,019
POPULAR INC COMMON STOCK 733174700 2,235 78,133 SH   DFND 2 76,074 0 2,059
POPULAR INC COMMON STOCK 733174700 10,043 351,026 SH   DFND 4 25,631 0 325,395
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 584 14,800 SH   DFND 2 14,800 0 0
PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 3,747 94,890 SH   DFND 4 20,190 0 74,700
PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 181 8,866 SH   DFND 2 8,866 0 0
PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 3,562 174,587 SH   DFND 4 937 0 173,650
POST PROPERTIES INC COMMON STOCK 737464107 633 10,594 SH   DFND 2 10,594 0 0
POST PROPERTIES INC COMMON STOCK 737464107 670 11,212 SH   DFND 4 0 0 11,212
POWER INTEGRATIONS INC COMMON STOCK 739276103 668 13,445 SH   DFND 2 13,445 0 0
POWER INTEGRATIONS INC COMMON STOCK 739276103 1,144 23,031 SH   DFND 4 2,108 0 20,923
PPG INDUSTRIES INC COMMON STOCK 693506107 1,141 10,230 SH   DFND 2 10,230 0 0
PPG INDUSTRIES INC COMMON STOCK 693506107 5,907 52,978 SH   DFND 4 0 0 52,978
PPL CORP COMMON STOCK 69351T106 6,304 165,584 SH   DFND 2 165,584 0 0
PPL CORP COMMON STOCK 69351T106 66,973 1,759,217 SH   DFND 4 118,574 0 1,640,643
PRA GROUP INC COMMON STOCK 69354N106 662 22,523 SH   DFND 2 22,523 0 0
PRA GROUP INC COMMON STOCK 69354N106 2,783 94,702 SH   DFND 4 16,040 0 78,662
PRA GROUP INC CONV. NOTE 73640QAB1 494 620,000 SH   DFND 2 0 0 620,000
PRA GROUP INC CONV. NOTE 73640QAB1 3,143 3,944,000 SH   DFND 4 0 0 3,944,000
PRAXAIR INC COMMON STOCK 74005P104 833 7,282 SH   DFND 2 7,282 0 0
PRAXAIR INC COMMON STOCK 74005P104 2,358 20,603 SH   DFND 4 0 0 20,603
PREMIER INC-CLASS A COMMON STOCK 74051N102 1,598 47,907 SH   DFND 2 47,907 0 0
PREMIER INC-CLASS A COMMON STOCK 74051N102 24,205 725,561 SH   DFND 4 0 0 725,561
PRESS GANEY HOLDINGS INC COMMON STOCK 74113L102 26 854 SH   DFND 2 854 0 0
PRESS GANEY HOLDINGS INC COMMON STOCK 74113L102 659 21,916 SH   DFND 4 0 0 21,916
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 1,012 18,950 SH   DFND 2 18,950 0 0
PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 1,729 32,378 SH   DFND 4 2,821 0 29,557
PRICELINE GROUP INC/THE COMMON STOCK 741503403 12,316 9,555 SH   DFND 2 9,555 0 0
PRICELINE GROUP INC/THE COMMON STOCK 741503403 614,617 476,832 SH   DFND 4 0 0 476,832
PRICELINE GROUP INC/THE CONV. NOTE 741503AQ9 1,893 1,321,000 SH   DFND 2 0 0 1,321,000
PRICELINE GROUP INC/THE CONV. NOTE 741503AQ9 10,766 7,512,000 SH   DFND 4 0 0 7,512,000
PRICELINE GROUP INC/THE CONV. NOTE 741503AX4 1,024 1,018,000 SH   DFND 2 0 0 1,018,000
PRICELINE GROUP INC/THE CONV. NOTE 741503AX4 7,250 7,205,000 SH   DFND 4 0 0 7,205,000
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 243 6,151 SH   DFND 2 6,151 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 0 0 SH   DFND 4 0 0 0
PROASSURANCE CORP COMMON STOCK 74267C106 721 14,257 SH   DFND 2 13,409 0 848
PROASSURANCE CORP COMMON STOCK 74267C106 843 16,658 SH   DFND 4 0 0 16,658
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 4,647 56,458 SH   DFND 2 56,458 0 0
PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 32,660 396,790 SH   DFND 4 0 0 396,790
PROGRESSIVE CORP COMMON STOCK 743315103 432 12,301 SH   DFND 2 12,301 0 0
PROGRESSIVE CORP COMMON STOCK 743315103 0 0 SH   DFND 4 0 0 0
PROLOGIS INC COMMON STOCK 74340W103 2,055 46,525 SH   DFND 2 46,525 0 0
PROLOGIS INC COMMON STOCK 74340W103 441 9,990 SH   DFND 4 0 0 9,990
PROOFPOINT INC COMMON STOCK 743424103 1,390 25,843 SH   DFND 2 25,843 0 0
PROOFPOINT INC COMMON STOCK 743424103 3,725 69,260 SH   DFND 4 3,227 0 66,033
PROTHENA CORP PLC ORDINARY SHARES G72800108 1,233 29,964 SH   DFND 2 29,964 0 0
PROTHENA CORP PLC ORDINARY SHARES G72800108 2,078 50,481 SH   DFND 4 4,534 0 45,947
PROVIDENCE SERVICE CORP COMMON STOCK 743815102 716 14,025 SH   DFND 2 14,025 0 0
PROVIDENCE SERVICE CORP COMMON STOCK 743815102 1,476 28,910 SH   DFND 4 1,962 0 26,948
PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 672 33,300 SH   DFND 2 33,300 0 0
PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 4,192 207,622 SH   DFND 4 41,222 0 166,400
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 5,519 76,413 SH   DFND 2 76,413 0 0
PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 26,779 370,800 SH   DFND 4 15,233 0 355,567
PTC THERAPEUTICS INC COMMON STOCK 69366J200 0 0 SH   DFND 2 0 0 0
PTC THERAPEUTICS INC COMMON STOCK 69366J200 1,417 220,000 SH   DFND 4 0 0 220,000
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 531 11,255 SH   DFND 2 11,255 0 0
PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 3,861 81,900 SH   DFND 4 0 0 81,900
PUBLIC STORAGE COMMON STOCK 74460D109 6,192 22,449 SH   DFND 2 21,873 0 576
PUBLIC STORAGE COMMON STOCK 74460D109 7,367 26,710 SH   DFND 4 0 0 26,710
PULTEGROUP INC COMMON STOCK 745867101 17,144 916,284 SH   DFND 2 909,392 0 6,892
PULTEGROUP INC COMMON STOCK 745867101 129,875 6,941,469 SH   DFND 4 105,500 0 6,835,969
QAD INC-A COMMON STOCK 74727D306 778 36,589 SH   DFND 2 36,589 0 0
QAD INC-A COMMON STOCK 74727D306 1,329 62,541 SH   DFND 4 5,992 0 56,549
QEP RESOURCES INC COMMON STOCK 74733V100 867 61,445 SH   DFND 2 61,445 0 0
QEP RESOURCES INC COMMON STOCK 74733V100 17,444 1,236,260 SH   DFND 4 95,400 0 1,140,860
QLOGIC CORP COMMON STOCK 747277101 1,931 143,648 SH   DFND 2 143,648 0 0
QLOGIC CORP COMMON STOCK 747277101 6,266 466,211 SH   DFND 4 66,492 0 399,719
QUALCOMM INC COMMON STOCK 747525103 3,611 70,604 SH   DFND 2 70,604 0 0
QUALCOMM INC COMMON STOCK 747525103 55,919 1,093,450 SH   DFND 4 52,500 0 1,040,950
QUANTA SERVICES INC COMMON STOCK 74762E102 1,481 65,652 SH   DFND 2 65,652 0 0
QUANTA SERVICES INC COMMON STOCK 74762E102 7,679 340,384 SH   DFND 4 13,969 0 326,415
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 227 3,177 SH   DFND 2 3,177 0 0
QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 0 0 SH   DFND 4 0 0 0
QUESTAR CORP COMMON STOCK 748356102 395 15,935 SH   DFND 2 15,935 0 0
QUESTAR CORP COMMON STOCK 748356102 2,186 88,133 SH   DFND 4 3,622 0 84,511
RADIAN GROUP INC COMMON STOCK 750236101 4,820 388,691 SH   DFND 2 388,691 0 0
RADIAN GROUP INC COMMON STOCK 750236101 93,583 7,547,017 SH   DFND 4 244,139 0 7,302,878
RADIAN GROUP INC CONV. NOTE 750236AN1 1,324 1,055,000 SH   DFND 2 0 0 1,055,000
RADIAN GROUP INC CONV. NOTE 750236AN1 6,684 5,326,000 SH   DFND 4 0 0 5,326,000
RADIAN GROUP INC. CONV. NOTE 750236AK7 25 21,000 SH   DFND 2 0 0 21,000
RADIAN GROUP INC. CONV. NOTE 750236AK7 5 4,000 SH   DFND 4 0 0 4,000
RADNET INC COMMON STOCK 750491102 446 92,414 SH   DFND 2 92,414 0 0
RADNET INC COMMON STOCK 750491102 759 157,071 SH   DFND 4 14,708 0 142,363
RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 50 50,000 SH   DFND 2 0 0 50,000
RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 0 0 SH   DFND 4 0 0 0
RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 127 7,068 SH   DFND 2 7,068 0 0
RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 542 30,047 SH   DFND 4 1,032 0 29,015
RAYONIER INC COMMON STOCK 754907103 792 32,100 SH   DFND 2 32,100 0 0
RAYONIER INC COMMON STOCK 754907103 8,091 327,817 SH   DFND 4 40,317 0 287,500
RAYTHEON COMPANY COMMON STOCK 755111507 16,709 136,259 SH   DFND 2 132,102 0 4,157
RAYTHEON COMPANY COMMON STOCK 755111507 88,894 724,897 SH   DFND 4 3,542 0 721,355
RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 11,993 349,640 SH   DFND 2 349,640 0 0
RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 46,882 1,366,830 SH   DFND 4 24,899 0 1,341,931
REALOGY HOLDINGS CORP COMMON STOCK 75605Y106 1,367 37,866 SH   DFND 2 37,866 0 0
REALOGY HOLDINGS CORP COMMON STOCK 75605Y106 7,558 209,311 SH   DFND 4 8,590 0 200,721
REALTY INCOME CORP COMMON STOCK 756109104 744 11,903 SH   DFND 2 11,903 0 0
REALTY INCOME CORP COMMON STOCK 756109104 112 1,792 SH   DFND 4 0 0 1,792
RED HAT INC COMMON STOCK 756577102 315 4,233 SH   DFND 2 4,233 0 0
RED HAT INC COMMON STOCK 756577102 0 0 SH   DFND 4 0 0 0
RED HAT INC CONV. NOTE 756577AD4 1,159 934,000 SH   DFND 2 0 0 934,000
RED HAT INC CONV. NOTE 756577AD4 8,368 6,745,000 SH   DFND 4 0 0 6,745,000
REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 1,021 48,285 SH   DFND 2 48,285 0 0
REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 6,216 294,020 SH   DFND 4 6,909 0 287,111
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 613 1,700 SH   DFND 2 1,700 0 0
REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 0 0 SH   DFND 4 0 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 3,506 446,680 SH   DFND 2 446,680 0 0
REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 88,671 11,295,645 SH   DFND 4 421,813 0 10,873,832
REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 2,439 25,338 SH   DFND 2 24,646 0 692
REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 9,134 94,902 SH   DFND 4 10,851 0 84,051
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 687 9,925 SH   DFND 2 9,925 0 0
RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 3,810 55,061 SH   DFND 4 2,257 0 52,804
RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 2,293 19,132 SH   DFND 2 18,288 0 844
RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 5,630 46,986 SH   DFND 4 6,100 0 40,886
RENASANT CORP COMMON STOCK 75970E107 928 28,198 SH   DFND 2 28,198 0 0
RENASANT CORP COMMON STOCK 75970E107 1,566 47,593 SH   DFND 4 3,517 0 44,076
REPLIGEN CORP COMMON STOCK 759916109 560 20,863 SH   DFND 2 20,863 0 0
REPLIGEN CORP COMMON STOCK 759916109 939 35,022 SH   DFND 4 2,599 0 32,423
REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 93 3,591 SH   DFND 2 3,591 0 0
REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 374 14,481 SH   DFND 4 0 0 14,481
REPUBLIC SERVICES INC COMMON STOCK 760759100 263 5,511 SH   DFND 2 5,511 0 0
REPUBLIC SERVICES INC COMMON STOCK 760759100 0 0 SH   DFND 4 0 0 0
RESMED INC COMMON STOCK 761152107 0 0 SH   DFND 2 0 0 0
RESMED INC COMMON STOCK 761152107 4,950 85,610 SH   DFND 4 0 0 85,610
RESTAURANT BRANDS INTERN ORDINARY SHARES 76131D103 6,040 155,552 SH   DFND 2 155,552 0 0
RESTAURANT BRANDS INTERN ORDINARY SHARES 76131D103 9,906 255,120 SH   DFND 4 0 0 255,120
REYNOLDS AMERICAN INC COMMON STOCK 761713106 1,070 21,278 SH   DFND 2 21,278 0 0
REYNOLDS AMERICAN INC COMMON STOCK 761713106 0 0 SH   DFND 4 0 0 0
RING ENERGY INC COMMON STOCK 76680V108 174 34,361 SH   DFND 2 34,361 0 0
RING ENERGY INC COMMON STOCK 76680V108 1,098 217,505 SH   DFND 4 45,288 0 172,217
RINGCENTRAL INC-CLASS A COMMON STOCK 76680R206 313 19,887 SH   DFND 2 19,887 0 0
RINGCENTRAL INC-CLASS A COMMON STOCK 76680R206 0 0 SH   DFND 4 0 0 0
ROCKWELL AUTOMATION INC COMMON STOCK 773903109 349 3,069 SH   DFND 2 3,069 0 0
ROCKWELL AUTOMATION INC COMMON STOCK 773903109 0 0 SH   DFND 4 0 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 264 2,863 SH   DFND 2 2,863 0 0
ROCKWELL COLLINS INC COMMON STOCK 774341101 14,329 155,400 SH   DFND 4 0 0 155,400
ROCKWELL MEDICAL INC COMMON STOCK 774374102 404 53,838 SH   DFND 2 53,838 0 0
ROCKWELL MEDICAL INC COMMON STOCK 774374102 812 108,122 SH   DFND 4 7,652 0 100,470
ROLLINS INC COMMON STOCK 775711104 194 7,154 SH   DFND 2 7,154 0 0
ROLLINS INC COMMON STOCK 775711104 2,422 89,300 SH   DFND 4 0 0 89,300
ROPER TECHNOLOGIES INC COMMON STOCK 776696106 2,504 13,701 SH   DFND 2 13,701 0 0
ROPER TECHNOLOGIES INC COMMON STOCK 776696106 11,637 63,670 SH   DFND 4 2,609 0 61,061
ROSS STORES INC COMMON STOCK 778296103 539 9,310 SH   DFND 2 9,310 0 0
ROSS STORES INC COMMON STOCK 778296103 0 0 SH   DFND 4 0 0 0
ROVI CORP COMMON STOCK 779376102 149 7,260 SH   DFND 2 7,260 0 0
ROVI CORP COMMON STOCK 779376102 622 30,341 SH   DFND 4 1,203 0 29,138
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 288 3,500 SH   DFND 2 3,500 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 0 0 SH   DFND 4 0 0 0
ROYAL DUTCH SHELL-SPON ADR-A COMMON STOCK - ADR 780259206 4,151 85,684 SH   DFND 2 85,684 0 0
ROYAL DUTCH SHELL-SPON ADR-A COMMON STOCK - ADR 780259206 207,449 4,281,706 SH   DFND 4 133,503 0 4,148,203
RPX CORP COMMON STOCK 74972G103 0 0 SH   DFND 2 0 0 0
RPX CORP COMMON STOCK 74972G103 2,537 225,270 SH   DFND 4 0 0 225,270
RYANAIR HOLDINGS PLC-SP ADR COMMON STOCK - ADR 783513203 937 10,913 SH   DFND 2 10,913 0 0
RYANAIR HOLDINGS PLC-SP ADR COMMON STOCK - ADR 783513203 2,465 28,725 SH   DFND 4 1,284 0 27,441
RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 598 11,615 SH   DFND 2 11,615 0 0
RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 1,438 27,927 SH   DFND 4 0 0 27,927
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 1,504 1,397,000 SH   DFND 2 0 0 1,397,000
SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 6,411 5,957,000 SH   DFND 4 0 0 5,957,000
SAGE THERAPEUTICS INC COMMON STOCK 78667J108 235 7,330 SH   DFND 2 7,330 0 0
SAGE THERAPEUTICS INC COMMON STOCK 78667J108 392 12,224 SH   DFND 4 820 0 11,404
SAIA INC COMMON STOCK 78709Y105 583 20,700 SH   DFND 2 20,700 0 0
SAIA INC COMMON STOCK 78709Y105 3,648 129,600 SH   DFND 4 25,700 0 103,900
SALESFORCE.COM INC COMMON STOCK 79466L302 18,869 255,578 SH   DFND 2 255,578 0 0
SALESFORCE.COM INC COMMON STOCK 79466L302 122,551 1,659,910 SH   DFND 4 0 0 1,659,910
SALESFORCE.COM INC CONV. NOTE 79466LAD6 2,079 1,680,000 SH   DFND 2 0 0 1,680,000
SALESFORCE.COM INC CONV. NOTE 79466LAD6 12,769 10,318,000 SH   DFND 4 0 0 10,318,000
SANDERSON FARMS INC COMMON STOCK 800013104 1,576 17,474 SH   DFND 2 17,474 0 0
SANDERSON FARMS INC COMMON STOCK 800013104 8,500 94,256 SH   DFND 4 9,543 0 84,713
SANDISK CORP COMMON STOCK 80004C101 907 11,926 SH   DFND 2 11,926 0 0
SANDISK CORP COMMON STOCK 80004C101 11,529 151,534 SH   DFND 4 11,728 0 139,806
SANDISK CORP CONV. NOTE 80004CAD3 82 52,000 SH   DFND 2 0 0 52,000
SANDISK CORP CONV. NOTE 80004CAD3 353 224,000 SH   DFND 4 0 0 224,000
SANMINA CORP COMMON STOCK 801056102 717 30,649 SH   DFND 2 30,649 0 0
SANMINA CORP COMMON STOCK 801056102 4,175 178,574 SH   DFND 4 30,400 0 148,174
SANOFI-ADR COMMON STOCK - ADR 80105N105 0 0 SH   DFND 2 0 0 0
SANOFI-ADR COMMON STOCK - ADR 80105N105 24,570 611,800 SH   DFND 4 0 0 611,800
SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 4,729 47,207 SH   DFND 2 47,207 0 0
SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 7,332 73,200 SH   DFND 4 0 0 73,200
SCANA CORP COMMON STOCK 80589M102 209 2,973 SH   DFND 2 2,973 0 0
SCANA CORP COMMON STOCK 80589M102 0 0 SH   DFND 4 0 0 0
SCANSOURCE INC COMMON STOCK 806037107 0 0 SH   DFND 2 0 0 0
SCANSOURCE INC COMMON STOCK 806037107 4,440 109,955 SH   DFND 4 0 0 109,955
SCHLUMBERGER LTD COMMON STOCK 806857108 17,959 243,517 SH   DFND 2 237,749 0 5,768
SCHLUMBERGER LTD COMMON STOCK 806857108 117,047 1,587,075 SH   DFND 4 26,443 0 1,560,632
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 13,593 485,130 SH   DFND 2 485,130 0 0
SCHWAB (CHARLES) CORP COMMON STOCK 808513105 164,554 5,872,717 SH   DFND 4 198,500 0 5,674,217
SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 3,131 537,088 SH   DFND 2 537,088 0 0
SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 75,424 12,937,271 SH   DFND 4 132,332 0 12,804,939
SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 1,281 17,606 SH   DFND 2 16,942 0 664
SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 3,506 48,179 SH   DFND 4 1,438 0 46,741
SEACOR HOLDINGS INC CONVERTIBLE BONDS 81170YAB5 127 165,000 SH   DFND 2 0 0 165,000
SEACOR HOLDINGS INC CONVERTIBLE BONDS 81170YAB5 506 657,000 SH   DFND 4 0 0 657,000
SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 536 566,000 SH   DFND 2 0 0 566,000
SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 3,719 3,928,000 SH   DFND 4 0 0 3,928,000
SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 385 11,180 SH   DFND 2 11,180 0 0
SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 59 1,719 SH   DFND 4 0 0 1,719
SEALED AIR CORP COMMON STOCK 81211K100 11,229 233,887 SH   DFND 2 233,887 0 0
SEALED AIR CORP COMMON STOCK 81211K100 80,216 1,670,816 SH   DFND 4 85,599 0 1,585,217
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 3 80 SH   DFND 2 80 0 0
SEI INVESTMENTS COMPANY COMMON STOCK 784117103 5,254 122,050 SH   DFND 4 0 0 122,050
SELECT INCOME REIT COMMON STOCK 81618T100 105 4,575 SH   DFND 2 4,575 0 0
SELECT INCOME REIT COMMON STOCK 81618T100 443 19,221 SH   DFND 4 825 0 18,396
SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 732 61,951 SH   DFND 2 61,951 0 0
SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 5,941 503,019 SH   DFND 4 8,459 0 494,560
SEMPRA ENERGY COMMON STOCK 816851109 708 6,808 SH   DFND 2 6,808 0 0
SEMPRA ENERGY COMMON STOCK 816851109 15,564 149,585 SH   DFND 4 0 0 149,585
SEMTECH CORP COMMON STOCK 816850101 270 12,262 SH   DFND 2 12,262 0 0
SEMTECH CORP COMMON STOCK 816850101 555 25,221 SH   DFND 4 1,612 0 23,609
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 7,987 323,620 SH   DFND 2 303,030 0 20,590
SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 9,420 381,680 SH   DFND 4 17,800 0 363,880
SERVICEMASTER GLOBAL HOLDING COMMON STOCK 81761R109 2,724 72,285 SH   DFND 2 69,329 0 2,956
SERVICEMASTER GLOBAL HOLDING COMMON STOCK 81761R109 6,880 182,594 SH   DFND 4 5,074 0 177,520
SERVISFIRST BANCSHARES INC COMMON STOCK 81768T108 409 9,218 SH   DFND 2 9,218 0 0
SERVISFIRST BANCSHARES INC COMMON STOCK 81768T108 2,547 57,368 SH   DFND 4 11,378 0 45,990
SEVENTY SEVEN ENERGY INC COMMON STOCK 818097107 100 173,140 SH   DFND 2 159,715 0 13,425
SEVENTY SEVEN ENERGY INC COMMON STOCK 818097107 52 90,165 SH   DFND 4 10,370 0 79,795
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 12,766 44,846 SH   DFND 2 44,409 0 437
SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 67,242 236,211 SH   DFND 4 0 0 236,211
SHOPIFY INC - CLASS A ORDINARY SHARES 82509L107 4,276 151,563 SH   DFND 2 151,563 0 0
SHOPIFY INC - CLASS A ORDINARY SHARES 82509L107 23,228 823,385 SH   DFND 4 0 0 823,385
SHORETEL INC COMMON STOCK 825211105 583 78,308 SH   DFND 2 78,308 0 0
SHORETEL INC COMMON STOCK 825211105 998 134,152 SH   DFND 4 13,277 0 120,875
SHUTTERFLY INC COMMON STOCK 82568P304 276 5,944 SH   DFND 2 5,944 0 0
SHUTTERFLY INC COMMON STOCK 82568P304 499 10,770 SH   DFND 4 702 0 10,068
SIGNET JEWELERS LTD COMMON STOCK G81276100 223 1,795 SH   DFND 2 1,795 0 0
SIGNET JEWELERS LTD COMMON STOCK G81276100 0 0 SH   DFND 4 0 0 0
SILGAN HOLDINGS INC COMMON STOCK 827048109 0 0 SH   DFND 2 0 0 0
SILGAN HOLDINGS INC COMMON STOCK 827048109 13,911 261,630 SH   DFND 4 0 0 261,630
SILICON LABORATORIES INC COMMON STOCK 826919102 330 7,339 SH   DFND 2 7,339 0 0
SILICON LABORATORIES INC COMMON STOCK 826919102 569 12,662 SH   DFND 4 1,228 0 11,434
SILVER RUN ACQUISITION CORP STOCK UNIT 82811P200 23 2,174 SH   DFND 2 0 0 2,174
SILVER RUN ACQUISITION CORP STOCK UNIT 82811P200 8,671 837,799 SH   DFND 4 0 0 837,799
SIMMONS FIRST NATL CORP-CL A COMMON STOCK 828730200 311 6,903 SH   DFND 2 6,903 0 0
SIMMONS FIRST NATL CORP-CL A COMMON STOCK 828730200 1,928 42,783 SH   DFND 4 8,531 0 34,252
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 6,253 30,107 SH   DFND 2 30,107 0 0
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 9,766 47,021 SH   DFND 4 976 0 46,045
SINCLAIR BROADCAST GROUP -A COMMON STOCK 829226109 606 19,721 SH   DFND 2 19,721 0 0
SINCLAIR BROADCAST GROUP -A COMMON STOCK 829226109 1,267 41,189 SH   DFND 4 2,856 0 38,333
SIRIUS XM HOLDINGS INC COMMON STOCK 82968B103 7,188 1,819,863 SH   DFND 2 1,747,134 0 72,729
SIRIUS XM HOLDINGS INC COMMON STOCK 82968B103 18,651 4,721,665 SH   DFND 4 134,823 0 4,586,842
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 1,000 18,020 SH   DFND 2 18,020 0 0
SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 5,527 99,610 SH   DFND 4 4,096 0 95,514
SKYWEST INC COMMON STOCK 830879102 642 32,100 SH   DFND 2 32,100 0 0
SKYWEST INC COMMON STOCK 830879102 4,021 201,160 SH   DFND 4 40,460 0 160,700
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 1,283 16,466 SH   DFND 2 16,466 0 0
SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 7,973 102,355 SH   DFND 4 2,300 0 100,055
SL GREEN REALTY CORP COMMON STOCK 78440X101 465 4,802 SH   DFND 2 4,802 0 0
SL GREEN REALTY CORP COMMON STOCK 78440X101 73 758 SH   DFND 4 0 0 758
SLM CORP COMMON STOCK 78442P106 1,425 224,003 SH   DFND 2 210,822 0 13,181
SLM CORP COMMON STOCK 78442P106 1,668 262,301 SH   DFND 4 0 0 262,301
SMITH & WESSON HOLDING CORP COMMON STOCK 831756101 1,472 55,280 SH   DFND 2 55,280 0 0
SMITH & WESSON HOLDING CORP COMMON STOCK 831756101 3,095 116,274 SH   DFND 4 7,662 0 108,612
SNAP-ON INC COMMON STOCK 833034101 268 1,708 SH   DFND 2 1,708 0 0
SNAP-ON INC COMMON STOCK 833034101 13,401 85,362 SH   DFND 4 287 0 85,075
SOLAR CAPITAL LTD COMMON STOCK 83413U100 685 39,649 SH   DFND 2 39,649 0 0
SOLAR CAPITAL LTD COMMON STOCK 83413U100 4,023 232,832 SH   DFND 4 41,852 0 190,980
SONOCO PRODUCTS CO COMMON STOCK 835495102 1,056 21,751 SH   DFND 2 20,449 0 1,302
SONOCO PRODUCTS CO COMMON STOCK 835495102 1,243 25,592 SH   DFND 4 0 0 25,592
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 9 1,761 SH   DFND 2 1,761 0 0
SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 1,130 210,100 SH   DFND 4 0 0 210,100
SOUTHERN CO/THE COMMON STOCK 842587107 10,353 200,143 SH   DFND 2 189,409 0 10,734
SOUTHERN CO/THE COMMON STOCK 842587107 10,962 211,902 SH   DFND 4 0 0 211,902
SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 473 18,145 SH   DFND 2 18,145 0 0
SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 2,973 114,029 SH   DFND 4 22,564 0 91,465
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 931 20,790 SH   DFND 2 20,399 0 391
SOUTHWEST AIRLINES CO COMMON STOCK 844741108 16,764 374,187 SH   DFND 4 0 0 374,187
SOUTHWEST GAS CORP COMMON STOCK 844895102 703 10,673 SH   DFND 2 10,673 0 0
SOUTHWEST GAS CORP COMMON STOCK 844895102 4,411 66,990 SH   DFND 4 13,959 0 53,031
SOUTHWESTERN ENERGY CO CONVERTIBLE PREF 845467208 171 8,703 SH   DFND 2 0 0 8,703
SOUTHWESTERN ENERGY CO CONVERTIBLE PREF 845467208 2,060 105,027 SH   DFND 4 0 0 105,027
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 543 4,607 SH   DFND 2 4,607 0 0
SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 905 7,675 SH   DFND 4 572 0 7,103
SPANSION LLC CONV. NOTE 84649PAL9 175 105,000 SH   DFND 2 0 0 105,000
SPANSION LLC CONV. NOTE 84649PAL9 2,215 1,330,000 SH   DFND 4 0 0 1,330,000
SPARTANNASH CO COMMON STOCK 847215100 867 28,620 SH   DFND 2 28,620 0 0
SPARTANNASH CO COMMON STOCK 847215100 4,911 162,042 SH   DFND 4 26,523 0 135,519
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 15,693 76,344 SH   DFND 2 76,344 0 0
SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 2,500 12,160 SH   DFND 4 9,610 0 2,550
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 576 2,193 SH   DFND 2 2,193 0 0
SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 333 1,266 SH   DFND 4 1,027 0 239
SPECTRA ENERGY CORP COMMON STOCK 847560109 459 14,985 SH   DFND 2 14,985 0 0
SPECTRA ENERGY CORP COMMON STOCK 847560109 0 0 SH   DFND 4 0 0 0
SPECTRANETICS CORP COMMON STOCK 84760C107 453 31,176 SH   DFND 2 31,176 0 0
SPECTRANETICS CORP COMMON STOCK 84760C107 775 53,352 SH   DFND 4 5,105 0 48,247
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK 84763R101 3,886 35,560 SH   DFND 2 32,090 0 3,470
SPECTRUM BRANDS HOLDINGS INC COMMON STOCK 84763R101 2,248 20,575 SH   DFND 4 3,315 0 17,260
SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK 848574109 946 20,866 SH   DFND 2 20,866 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK 848574109 13,541 298,519 SH   DFND 4 4,743 0 293,776
SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 202 17,997 SH   DFND 2 17,997 0 0
SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 58 5,129 SH   DFND 4 0 0 5,129
SPOK HOLDINGS INC COMMON STOCK 84863T106 111 6,343 SH   DFND 2 6,343 0 0
SPOK HOLDINGS INC COMMON STOCK 84863T106 476 27,179 SH   DFND 4 0 0 27,179
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 1,330 20,972 SH   DFND 2 20,972 0 0
SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 20,182 318,224 SH   DFND 4 0 0 318,224
ST JUDE MEDICAL INC COMMON STOCK 790849103 344 6,255 SH   DFND 2 6,255 0 0
ST JUDE MEDICAL INC COMMON STOCK 790849103 0 0 SH   DFND 4 0 0 0
STAAR SURGICAL CO COMMON STOCK 852312305 381 51,526 SH   DFND 2 51,526 0 0
STAAR SURGICAL CO COMMON STOCK 852312305 56,905 7,700,328 SH   DFND 4 6,916 0 7,693,412
STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 1,069 13,742 SH   DFND 2 13,742 0 0
STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 1,910 24,543 SH   DFND 4 2,094 0 22,449
STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 1,017 8,989 SH   DFND 2 0 0 8,989
STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 5,610 49,593 SH   DFND 4 0 0 49,593
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 350 3,327 SH   DFND 2 3,327 0 0
STANLEY BLACK & DECKER INC COMMON STOCK 854502101 0 0 SH   DFND 4 0 0 0
STAPLES INC COMMON STOCK 855030102 161 14,596 SH   DFND 2 14,596 0 0
STAPLES INC COMMON STOCK 855030102 0 0 SH   DFND 4 0 0 0
STARBUCKS CORP COMMON STOCK 855244109 6,740 112,890 SH   DFND 2 112,890 0 0
STARBUCKS CORP COMMON STOCK 855244109 26,395 442,132 SH   DFND 4 18,158 0 423,974
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 300 3,600 SH   DFND 2 3,600 0 0
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 0 0 SH   DFND 4 0 0 0
STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 1,560 1,551,000 SH   DFND 2 0 0 1,551,000
STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 7,552 7,510,000 SH   DFND 4 0 0 7,510,000
STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 3,263 172,379 SH   DFND 2 165,217 0 7,162
STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 8,087 427,212 SH   DFND 4 11,726 0 415,486
STATE STREET CORP COMMON STOCK 857477103 5,643 96,428 SH   DFND 2 96,428 0 0
STATE STREET CORP COMMON STOCK 857477103 133,747 2,285,490 SH   DFND 4 107,668 0 2,177,822
STEEL DYNAMICS INC COMMON STOCK 858119100 26 1,151 SH   DFND 2 1,151 0 0
STEEL DYNAMICS INC COMMON STOCK 858119100 386 17,145 SH   DFND 4 0 0 17,145
STERICYCLE INC COMMON STOCK 858912108 241 1,906 SH   DFND 2 1,906 0 0
STERICYCLE INC COMMON STOCK 858912108 0 0 SH   DFND 4 0 0 0
STERICYCLE INC CONVERTIBLE PREF 858912207 874 9,371 SH   DFND 2 0 0 9,371
STERICYCLE INC CONVERTIBLE PREF 858912207 5,010 53,694 SH   DFND 4 0 0 53,694
STERIS PLC ORDINARY SHARES G84720104 621 8,734 SH   DFND 2 8,734 0 0
STERIS PLC ORDINARY SHARES G84720104 1,053 14,819 SH   DFND 4 1,290 0 13,529
STERLING BANCORP/DE COMMON STOCK 85917A100 443 27,800 SH   DFND 2 27,800 0 0
STERLING BANCORP/DE COMMON STOCK 85917A100 2,753 172,805 SH   DFND 4 35,305 0 137,500
STEVEN MADDEN LTD COMMON STOCK 556269108 685 18,498 SH   DFND 2 18,498 0 0
STEVEN MADDEN LTD COMMON STOCK 556269108 2,478 66,908 SH   DFND 4 2,404 0 64,504
STONE ENERGY CORP CONV. NOTE 861642AN6 296 762,000 SH   DFND 2 0 0 762,000
STONE ENERGY CORP CONV. NOTE 861642AN6 8,777 22,614,000 SH   DFND 4 0 0 22,614,000
STONERIDGE INC COMMON STOCK 86183P102 911 62,595 SH   DFND 2 62,595 0 0
STONERIDGE INC COMMON STOCK 86183P102 5,288 363,161 SH   DFND 4 63,780 0 299,381
STRYKER CORP COMMON STOCK 863667101 708 6,601 SH   DFND 2 6,601 0 0
STRYKER CORP COMMON STOCK 863667101 0 0 SH   DFND 4 0 0 0
SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 566 51,770 SH   DFND 2 51,770 0 0
SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 1,804 165,051 SH   DFND 4 7,986 0 157,065
SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 986 82,414 SH   DFND 2 82,414 0 0
SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 5,747 480,149 SH   DFND 4 86,344 0 393,805
SUNCOR ENERGY INC COMMON STOCK 867224107 406 14,615 SH   DFND 2 14,615 0 0
SUNCOR ENERGY INC COMMON STOCK 867224107 13,373 480,874 SH   DFND 4 0 0 480,874
SUNEDISON SEMICONDUCTOR LTD ORDINARY SHARES Y8213L102 583 89,977 SH   DFND 2 89,977 0 0
SUNEDISON SEMICONDUCTOR LTD ORDINARY SHARES Y8213L102 1,058 163,310 SH   DFND 4 0 0 163,310
SUNSTONE HOTEL INVESTORS INC COMMON STOCK 867892101 581 41,497 SH   DFND 2 41,497 0 0
SUNSTONE HOTEL INVESTORS INC COMMON STOCK 867892101 168 12,000 SH   DFND 4 0 0 12,000
SUNTRUST BANKS INC COMMON STOCK 867914103 424 11,748 SH   DFND 2 11,748 0 0
SUNTRUST BANKS INC COMMON STOCK 867914103 0 0 SH   DFND 4 0 0 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK 868459108 646 42,352 SH   DFND 2 42,352 0 0
SUPERNUS PHARMACEUTICALS INC COMMON STOCK 868459108 1,120 73,454 SH   DFND 4 7,283 0 66,171
SURGERY PARTNERS INC COMMON STOCK 86881A100 0 0 SH   DFND 2 0 0 0
SURGERY PARTNERS INC COMMON STOCK 86881A100 1,774 133,821 SH   DFND 4 0 0 133,821
SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 1,179 25,466 SH   DFND 2 25,466 0 0
SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 2,455 53,037 SH   DFND 4 3,547 0 49,490
SYMANTEC CORP COMMON STOCK 871503108 1,150 62,550 SH   DFND 2 62,550 0 0
SYMANTEC CORP COMMON STOCK 871503108 17,504 952,350 SH   DFND 4 73,600 0 878,750
SYNAPTICS INC COMMON STOCK 87157D109 562 7,048 SH   DFND 2 7,048 0 0
SYNAPTICS INC COMMON STOCK 87157D109 1,104 13,845 SH   DFND 4 796 0 13,049
SYNCHRONOSS TECHNOLOGIES CONV. NOTE 87157BAA1 534 554,000 SH   DFND 2 0 0 554,000
SYNCHRONOSS TECHNOLOGIES CONV. NOTE 87157BAA1 3,529 3,662,000 SH   DFND 4 0 0 3,662,000
SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 418 12,912 SH   DFND 2 12,912 0 0
SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 692 21,410 SH   DFND 4 1,585 0 19,825
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 14,709 513,221 SH   DFND 2 495,915 0 17,306
SYNCHRONY FINANCIAL COMMON STOCK 87165B103 69,259 2,416,583 SH   DFND 4 37,122 0 2,379,461
SYNNEX CORP COMMON STOCK 87162W100 849 9,171 SH   DFND 2 9,171 0 0
SYNNEX CORP COMMON STOCK 87162W100 1,796 19,399 SH   DFND 4 1,231 0 18,168
SYNOPSYS INC COMMON STOCK 871607107 1,856 38,317 SH   DFND 2 36,041 0 2,276
SYNOPSYS INC COMMON STOCK 871607107 2,181 45,016 SH   DFND 4 0 0 45,016
SYNTEL INC COMMON STOCK 87162H103 0 0 SH   DFND 2 0 0 0
SYNTEL INC COMMON STOCK 87162H103 2,094 41,945 SH   DFND 4 0 0 41,945
SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 0 0 SH   DFND 2 0 0 0
SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 1,936 389,500 SH   DFND 4 0 0 389,500
SYSCO CORP COMMON STOCK 871829107 6,226 133,235 SH   DFND 2 125,988 0 7,247
SYSCO CORP COMMON STOCK 871829107 7,698 164,725 SH   DFND 4 0 0 164,725
T ROWE PRICE GROUP INC COMMON STOCK 74144T108 389 5,300 SH   DFND 2 5,300 0 0
T ROWE PRICE GROUP INC COMMON STOCK 74144T108 0 0 SH   DFND 4 0 0 0
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK - ADR 874039100 9,394 358,568 SH   DFND 2 299,336 0 59,232
TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK - ADR 874039100 40,494 1,545,574 SH   DFND 4 0 0 1,545,574
TALEN ENERGY CORP COMMON STOCK 87422J105 130 14,498 SH   DFND 2 14,498 0 0
TALEN ENERGY CORP COMMON STOCK 87422J105 565 62,731 SH   DFND 4 2,612 0 60,119
TALMER BANCORP INC -CL A COMMON STOCK 87482X101 173 9,566 SH   DFND 2 9,566 0 0
TALMER BANCORP INC -CL A COMMON STOCK 87482X101 749 41,395 SH   DFND 4 1,541 0 39,854
TANGER FACTORY OUTLET CENTER COMMON STOCK 875465106 582 16,000 SH   DFND 2 16,000 0 0
TANGER FACTORY OUTLET CENTER COMMON STOCK 875465106 3,617 99,400 SH   DFND 4 20,100 0 79,300
TARGET CORP COMMON STOCK 87612E106 11,236 136,564 SH   DFND 2 129,206 0 7,358
TARGET CORP COMMON STOCK 87612E106 25,587 310,980 SH   DFND 4 0 0 310,980
TAUBMAN CENTERS INC COMMON STOCK 876664103 632 8,875 SH   DFND 2 8,875 0 0
TAUBMAN CENTERS INC COMMON STOCK 876664103 180 2,529 SH   DFND 4 0 0 2,529
TCF FINANCIAL CORP COMMON STOCK 872275102 728 59,372 SH   DFND 2 55,859 0 3,513
TCF FINANCIAL CORP COMMON STOCK 872275102 854 69,666 SH   DFND 4 0 0 69,666
TCP CAPITAL CORP COMMON STOCK 87238Q103 587 39,395 SH   DFND 2 39,395 0 0
TCP CAPITAL CORP COMMON STOCK 87238Q103 3,754 251,779 SH   DFND 4 51,179 0 200,600
TCP CAPITAL CORP CONV. NOTE 87238QAB9 240 245,000 SH   DFND 2 0 0 245,000
TCP CAPITAL CORP CONV. NOTE 87238QAB9 874 894,000 SH   DFND 4 0 0 894,000
TE CONNECTIVITY LTD ORDINARY SHARES H84989104 667 10,778 SH   DFND 2 10,778 0 0
TE CONNECTIVITY LTD ORDINARY SHARES H84989104 3,408 55,035 SH   DFND 4 0 0 55,035
TEAM HEALTH HOLDINGS INC COMMON STOCK 87817A107 392 9,383 SH   DFND 2 9,383 0 0
TEAM HEALTH HOLDINGS INC COMMON STOCK 87817A107 670 16,028 SH   DFND 4 1,172 0 14,856
TECH DATA CORP COMMON STOCK 878237106 134 1,739 SH   DFND 2 1,739 0 0
TECH DATA CORP COMMON STOCK 878237106 3,278 42,694 SH   DFND 4 317 0 42,377
TELEFLEX INC CONV. NOTE 879369AA4 186 73,000 SH   DFND 2 0 0 73,000
TELEFLEX INC CONV. NOTE 879369AA4 49 19,000 SH   DFND 4 0 0 19,000
TELIGENT INC CONV. NOTE 449575AB5 498 625,000 SH   DFND 2 0 0 625,000
TELIGENT INC CONV. NOTE 449575AB5 3,645 4,570,000 SH   DFND 4 0 0 4,570,000
TEMPUR SEALY INTERNATIONAL I COMMON STOCK 88023U101 753 12,383 SH   DFND 2 12,383 0 0
TEMPUR SEALY INTERNATIONAL I COMMON STOCK 88023U101 26,458 435,242 SH   DFND 4 0 0 435,242
TENNECO INC COMMON STOCK 880349105 746 14,486 SH   DFND 2 14,486 0 0
TENNECO INC COMMON STOCK 880349105 4,400 85,424 SH   DFND 4 2,550 0 82,874
TERADYNE INC COMMON STOCK 880770102 1,545 71,562 SH   DFND 2 71,562 0 0
TERADYNE INC COMMON STOCK 880770102 13,146 608,912 SH   DFND 4 16,269 0 592,643
TEREX CORP COMMON STOCK 880779103 115 4,642 SH   DFND 2 4,642 0 0
TEREX CORP COMMON STOCK 880779103 1,228 49,369 SH   DFND 4 964 0 48,405
TESARO INC COMMON STOCK 881569107 1,479 33,600 SH   DFND 2 33,600 0 0
TESARO INC COMMON STOCK 881569107 30,386 690,131 SH   DFND 4 4,133 0 685,998
TESARO INC CONV. NOTE 881569AA5 176 120,000 SH   DFND 2 0 0 120,000
TESARO INC CONV. NOTE 881569AA5 2,816 1,920,000 SH   DFND 4 0 0 1,920,000
TESLA MOTORS INC COMMON STOCK 88160R101 13 56 SH   DFND 2 56 0 0
TESLA MOTORS INC COMMON STOCK 88160R101 13,533 58,900 SH   DFND 4 0 0 58,900
TESLA MOTORS INC CONV. NOTE 88160RAC5 1,300 1,517,000 SH   DFND 2 0 0 1,517,000
TESLA MOTORS INC CONV. NOTE 88160RAC5 6,964 8,127,000 SH   DFND 4 0 0 8,127,000
TESORO CORP COMMON STOCK 881609101 1,159 13,474 SH   DFND 2 13,474 0 0
TESORO CORP COMMON STOCK 881609101 5,222 60,711 SH   DFND 4 2,498 0 58,213
TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 1,470 47,428 SH   DFND 2 47,428 0 0
TESSERA TECHNOLOGIES INC COMMON STOCK 88164L100 7,277 234,726 SH   DFND 4 30,161 0 204,565
TETRA TECH INC COMMON STOCK 88162G103 1,012 33,942 SH   DFND 2 33,942 0 0
TETRA TECH INC COMMON STOCK 88162G103 2,400 80,494 SH   DFND 4 4,129 0 76,365
TETRAPHASE PHARMACEUTICALS I COMMON STOCK 88165N105 0 0 SH   DFND 2 0 0 0
TETRAPHASE PHARMACEUTICALS I COMMON STOCK 88165N105 347 75,000 SH   DFND 4 0 0 75,000
TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 812 15,183 SH   DFND 2 15,183 0 0
TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 314,511 5,877,619 SH   DFND 4 1,674 0 5,875,945
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 4,022 70,045 SH   DFND 2 70,045 0 0
TEXAS INSTRUMENTS INC COMMON STOCK 882508104 60,445 1,052,682 SH   DFND 4 70,900 0 981,782
TEXTRON INC COMMON STOCK 883203101 224 6,143 SH   DFND 2 6,143 0 0
TEXTRON INC COMMON STOCK 883203101 0 0 SH   DFND 4 0 0 0
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 10,596 74,836 SH   DFND 2 70,881 0 3,955
THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 29,482 208,223 SH   DFND 4 0 0 208,223
THOMSON REUTERS CORP COMMON STOCK 884903105 1,974 48,763 SH   DFND 2 45,848 0 2,915
THOMSON REUTERS CORP COMMON STOCK 884903105 2,317 57,234 SH   DFND 4 0 0 57,234
THOR INDUSTRIES INC COMMON STOCK 885160101 287 4,501 SH   DFND 2 4,501 0 0
THOR INDUSTRIES INC COMMON STOCK 885160101 1,593 24,984 SH   DFND 4 1,027 0 23,957
TICC CAPITAL CORP COMMON STOCK 87244T109 483 100,600 SH   DFND 2 100,600 0 0
TICC CAPITAL CORP COMMON STOCK 87244T109 3,006 626,300 SH   DFND 4 125,500 0 500,800
TIER REIT INC COMMON STOCK 88650V208 0 0 SH   DFND 2 0 0 0
TIER REIT INC COMMON STOCK 88650V208 1,022 76,066 SH   DFND 4 0 0 76,066
TIFFANY & CO COMMON STOCK 886547108 1,811 24,674 SH   DFND 2 24,674 0 0
TIFFANY & CO COMMON STOCK 886547108 31,693 431,901 SH   DFND 4 32,100 0 399,801
TILE SHOP HLDGS INC COMMON STOCK 88677Q109 2,775 186,127 SH   DFND 2 186,127 0 0
TILE SHOP HLDGS INC COMMON STOCK 88677Q109 18,088 1,213,140 SH   DFND 4 0 0 1,213,140
TIME WARNER CABLE COMMON STOCK 88732J207 5,445 26,608 SH   DFND 2 26,608 0 0
TIME WARNER CABLE COMMON STOCK 88732J207 105,169 513,972 SH   DFND 4 26,800 0 487,172
TIME WARNER INC COMMON STOCK 887317303 10,957 151,020 SH   DFND 2 151,020 0 0
TIME WARNER INC COMMON STOCK 887317303 133,143 1,835,185 SH   DFND 4 78,110 0 1,757,075
TIVO INC COMMON STOCK 888706108 6,455 678,747 SH   DFND 2 678,747 0 0
TIVO INC COMMON STOCK 888706108 42,487 4,467,609 SH   DFND 4 0 0 4,467,609
TIVO INC CONV. NOTE 888706AF5 704 756,000 SH   DFND 2 0 0 756,000
TIVO INC CONV. NOTE 888706AF5 4,121 4,428,000 SH   DFND 4 0 0 4,428,000
TJX COMPANIES INC COMMON STOCK 872540109 12,260 156,472 SH   DFND 2 156,472 0 0
TJX COMPANIES INC COMMON STOCK 872540109 67,287 858,800 SH   DFND 4 0 0 858,800
T-MOBILE US INC COMMON STOCK 872590104 6 156 SH   DFND 2 156 0 0
T-MOBILE US INC COMMON STOCK 872590104 1,436 37,500 SH   DFND 4 0 0 37,500
TMUS 5.5% CV PFD CONVERTIBLE PREF 872590203 7,791 101,361 SH   DFND 2 0 0 101,361
TMUS 5.5% CV PFD CONVERTIBLE PREF 872590203 13,529 204,890 SH   DFND 4 0 0 204,890
TOKAI PHARMACEUTICALS INC COMMON STOCK 88907J107 61 10,953 SH   DFND 2 10,953 0 0
TOKAI PHARMACEUTICALS INC COMMON STOCK 88907J107 502 89,559 SH   DFND 4 1,169 0 88,390
TORCHMARK CORP COMMON STOCK 891027104 143 2,645 SH   DFND 2 2,645 0 0
TORCHMARK CORP COMMON STOCK 891027104 2,812 51,920 SH   DFND 4 0 0 51,920
TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 917 20,200 SH   DFND 2 20,200 0 0
TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 25,171 554,188 SH   DFND 4 0 0 554,188
TOWER SEMICONDUCTOR LTD ORDINARY SHARES M87915274 686 56,600 SH   DFND 2 56,600 0 0
TOWER SEMICONDUCTOR LTD ORDINARY SHARES M87915274 4,294 354,293 SH   DFND 4 71,293 0 283,000
TOWNSQUARE MEDIA INC - CL A COMMON STOCK 892231101 0 0 SH   DFND 2 0 0 0
TOWNSQUARE MEDIA INC - CL A COMMON STOCK 892231101 724 64,620 SH   DFND 4 0 0 64,620
TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 278 3,069 SH   DFND 2 3,069 0 0
TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 0 0 SH   DFND 4 0 0 0
TRANSDIGM GROUP INC COMMON STOCK 893641100 481 2,181 SH   DFND 2 2,181 0 0
TRANSDIGM GROUP INC COMMON STOCK 893641100 5,713 25,926 SH   DFND 4 0 0 25,926
TRANSENTERIX INC COMMON STOCK 89366M201 601 141,319 SH   DFND 2 141,319 0 0
TRANSENTERIX INC COMMON STOCK 89366M201 1,025 241,289 SH   DFND 4 22,056 0 219,233
TRAVELERS COS INC/THE COMMON STOCK 89417E109 728 6,237 SH   DFND 2 6,237 0 0
TRAVELERS COS INC/THE COMMON STOCK 89417E109 11,473 98,305 SH   DFND 4 0 0 98,305
TREEHOUSE FOODS INC COMMON STOCK 89469A104 3,494 40,274 SH   DFND 2 40,274 0 0
TREEHOUSE FOODS INC COMMON STOCK 89469A104 17,014 196,126 SH   DFND 4 0 0 196,126
TREVENA INC COMMON STOCK 89532E109 321 38,801 SH   DFND 2 38,801 0 0
TREVENA INC COMMON STOCK 89532E109 4,685 566,475 SH   DFND 4 6,216 0 560,259
TREX COMPANY INC COMMON STOCK 89531P105 437 9,118 SH   DFND 2 9,118 0 0
TREX COMPANY INC COMMON STOCK 89531P105 758 15,823 SH   DFND 4 1,534 0 14,289
TRILLIUM THERAPEUTICS INC ORDINARY SHARES 89620X506 0 0 SH   DFND 2 0 0 0
TRILLIUM THERAPEUTICS INC ORDINARY SHARES 89620X506 925 100,000 SH   DFND 4 0 0 100,000
TRINITY INDUSTRIES INC COMMON STOCK 896522109 0 0 SH   DFND 2 0 0 0
TRINITY INDUSTRIES INC COMMON STOCK 896522109 5,435 296,822 SH   DFND 4 0 0 296,822
TRINSEO SA COMMON STOCK L9340P101 1,312 35,631 SH   DFND 2 35,631 0 0
TRINSEO SA COMMON STOCK L9340P101 3,287 89,294 SH   DFND 4 5,098 0 84,196
TRIPADVISOR INC COMMON STOCK 896945201 205 3,082 SH   DFND 2 3,082 0 0
TRIPADVISOR INC COMMON STOCK 896945201 0 0 SH   DFND 4 0 0 0
TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 506 48,189 SH   DFND 2 48,189 0 0
TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 3,193 304,069 SH   DFND 4 63,431 0 240,638
TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 121 4,882 SH   DFND 2 4,882 0 0
TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 529 21,268 SH   DFND 4 1,048 0 20,220
TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 638 50,634 SH   DFND 2 50,634 0 0
TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 3,979 315,830 SH   DFND 4 64,543 0 251,287
TRUEBLUE INC COMMON STOCK 89785X101 375 14,346 SH   DFND 2 14,346 0 0
TRUEBLUE INC COMMON STOCK 89785X101 803 30,717 SH   DFND 4 2,005 0 28,712
TTM TECHNOLOGIES COMMON STOCK 87305R109 445 66,979 SH   DFND 2 66,979 0 0
TTM TECHNOLOGIES COMMON STOCK 87305R109 2,795 420,238 SH   DFND 4 83,263 0 336,975
TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 383 430,000 SH   DFND 2 0 0 430,000
TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 4,184 4,698,000 SH   DFND 4 0 0 4,698,000
TUBEMOGUL INC COMMON STOCK 898570106 935 72,218 SH   DFND 2 72,218 0 0
TUBEMOGUL INC COMMON STOCK 898570106 18,845 1,456,351 SH   DFND 4 0 0 1,456,351
TWENTY-FIRST CENTURY FOX - B COMMON STOCK 90130A200 5,847 207,328 SH   DFND 2 195,578 0 11,750
TWENTY-FIRST CENTURY FOX - B COMMON STOCK 90130A200 6,544 232,071 SH   DFND 4 0 0 232,071
TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 664 23,806 SH   DFND 2 23,806 0 0
TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 0 0 SH   DFND 4 0 0 0
TWITTER INC CONVERTIBLE BONDS 90184LAD4 716 855,000 SH   DFND 2 0 0 855,000
TWITTER INC CONVERTIBLE BONDS 90184LAD4 4,680 5,588,000 SH   DFND 4 0 0 5,588,000
TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 1,594 200,809 SH   DFND 2 192,248 0 8,561
TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 3,840 483,600 SH   DFND 4 12,910 0 470,690
TYCO INTERNATIONAL PLC ORDINARY SHARES G91442106 22,243 605,904 SH   DFND 2 605,904 0 0
TYCO INTERNATIONAL PLC ORDINARY SHARES G91442106 211,217 5,753,652 SH   DFND 4 121,470 0 5,632,182
TYLER TECHNOLOGIES INC COMMON STOCK 902252105 881 6,849 SH   DFND 2 6,849 0 0
TYLER TECHNOLOGIES INC COMMON STOCK 902252105 2,687 20,894 SH   DFND 4 1,027 0 19,867
TYSON FOODS INC CONVERTIBLE PREF 902494301 6,164 71,958 SH   DFND 2 0 0 71,958
TYSON FOODS INC CONVERTIBLE PREF 902494301 13,597 182,577 SH   DFND 4 0 0 182,577
TYSON FOODS INC-CL A COMMON STOCK 902494103 451 6,772 SH   DFND 2 6,772 0 0
TYSON FOODS INC-CL A COMMON STOCK 902494103 6,388 95,836 SH   DFND 4 0 0 95,836
UBIQUITI NETWORKS INC COMMON STOCK 90347A100 466 13,997 SH   DFND 2 13,997 0 0
UBIQUITI NETWORKS INC COMMON STOCK 90347A100 770 23,156 SH   DFND 4 1,719 0 21,437
UCP INC - CL A COMMON STOCK 90265Y106 18 2,290 SH   DFND 2 2,290 0 0
UCP INC - CL A COMMON STOCK 90265Y106 7,607 946,098 SH   DFND 4 0 0 946,098
UDR INC COMMON STOCK 902653104 393 10,202 SH   DFND 2 10,202 0 0
UDR INC COMMON STOCK 902653104 48 1,247 SH   DFND 4 0 0 1,247
UGI CORP COMMON STOCK 902681105 2,681 66,532 SH   DFND 2 66,532 0 0
UGI CORP COMMON STOCK 902681105 26,088 647,494 SH   DFND 4 16,104 0 631,390
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 0 0 SH   DFND 2 0 0 0
ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 4,108 64,880 SH   DFND 4 0 0 64,880
UNDER ARMOUR INC-CLASS A COMMON STOCK 904311107 342 4,026 SH   DFND 2 4,026 0 0
UNDER ARMOUR INC-CLASS A COMMON STOCK 904311107 0 0 SH   DFND 4 0 0 0
UNILIFE CORP COMMON STOCK 90478E103 0 0 SH   DFND 2 0 0 0
UNILIFE CORP COMMON STOCK 90478E103 421 619,385 SH   DFND 4 0 0 619,385
UNION PACIFIC CORP COMMON STOCK 907818108 30,517 383,623 SH   DFND 2 383,623 0 0
UNION PACIFIC CORP COMMON STOCK 907818108 265,627 3,339,121 SH   DFND 4 50,600 0 3,288,521
UNIQURE NV ORDINARY SHARES N90064101 230 19,331 SH   DFND 2 19,331 0 0
UNIQURE NV ORDINARY SHARES N90064101 3,910 329,138 SH   DFND 4 2,976 0 326,162
UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 108 5,864 SH   DFND 2 5,864 0 0
UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 466 25,208 SH   DFND 4 1,260 0 23,948
UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 473 7,895 SH   DFND 2 7,895 0 0
UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 73,221 1,223,206 SH   DFND 4 0 0 1,223,206
UNITED INSURANCE HOLDINGS CO COMMON STOCK 910710102 1,235 64,290 SH   DFND 2 64,290 0 0
UNITED INSURANCE HOLDINGS CO COMMON STOCK 910710102 2,579 134,236 SH   DFND 4 9,029 0 125,207
UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 16,701 158,346 SH   DFND 2 152,446 0 5,900
UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 38,320 363,328 SH   DFND 4 10,128 0 353,200
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 5,415 54,096 SH   DFND 2 54,096 0 0
UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 102,094 1,019,921 SH   DFND 4 24,000 0 995,921
UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 3 26 SH   DFND 2 26 0 0
UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 5,735 51,464 SH   DFND 4 0 0 51,464
UNITED THERAPEUTICS CORP CONV. NOTE 91307CAF9 9 4,000 SH   DFND 2 0 0 4,000
UNITED THERAPEUTICS CORP CONV. NOTE 91307CAF9 2,103 905,000 SH   DFND 4 0 0 905,000
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 2,642 20,496 SH   DFND 2 20,496 0 0
UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 61,150 474,395 SH   DFND 4 0 0 474,395
UNITIL CORP COMMON STOCK 913259107 425 10,000 SH   DFND 2 10,000 0 0
UNITIL CORP COMMON STOCK 913259107 2,647 62,300 SH   DFND 4 12,500 0 49,800
UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 75 1,336 SH   DFND 2 1,336 0 0
UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 352 6,254 SH   DFND 4 170 0 6,084
UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 251 2,013 SH   DFND 2 2,013 0 0
UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 0 0 SH   DFND 4 0 0 0
US BANCORP COMMON STOCK 902973304 5,141 126,661 SH   DFND 2 121,729 0 4,932
US BANCORP COMMON STOCK 902973304 11,088 273,167 SH   DFND 4 0 0 273,167
US CONCRETE INC COMMON STOCK 90333L201 1,380 23,166 SH   DFND 2 23,166 0 0
US CONCRETE INC COMMON STOCK 90333L201 2,342 39,310 SH   DFND 4 2,813 0 36,497
UTILITIES SELECT SECTOR SPDR EXCHANGE TRADED FUNDS 81369Y886 7,891 159,036 SH   DFND 2 120,700 0 38,336
UTILITIES SELECT SECTOR SPDR EXCHANGE TRADED FUNDS 81369Y886 27,138 546,921 SH   DFND 4 0 0 546,921
VALERO ENERGY CORP COMMON STOCK 91913Y100 6,449 100,551 SH   DFND 2 100,551 0 0
VALERO ENERGY CORP COMMON STOCK 91913Y100 92,937 1,448,969 SH   DFND 4 88,855 0 1,360,114
VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 2,223 47,111 SH   DFND 2 45,267 0 1,844
VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 12,368 262,088 SH   DFND 4 21,382 0 240,706
VANTIV INC - CL A COMMON STOCK 92210H105 4,855 90,114 SH   DFND 2 84,758 0 5,356
VANTIV INC - CL A COMMON STOCK 92210H105 5,715 106,060 SH   DFND 4 0 0 106,060
VECTOR GROUP LTD COMMON STOCK 92240M108 927 40,587 SH   DFND 2 40,587 0 0
VECTOR GROUP LTD COMMON STOCK 92240M108 3,719 162,829 SH   DFND 4 5,913 0 156,916
VECTOR GROUP LTD CONV. NOTE 92240MAY4 1,278 856,000 SH   DFND 2 0 0 856,000
VECTOR GROUP LTD CONV. NOTE 92240MAY4 7,440 4,982,000 SH   DFND 4 0 0 4,982,000
VECTREN CORP COMMON STOCK 92240G101 333 6,591 SH   DFND 2 6,591 0 0
VECTREN CORP COMMON STOCK 92240G101 5,284 104,504 SH   DFND 4 2,273 0 102,231
VECTRUS INC COMMON STOCK 92242T101 339 14,900 SH   DFND 2 14,900 0 0
VECTRUS INC COMMON STOCK 92242T101 2,216 97,404 SH   DFND 4 20,604 0 76,800
VEEVA SYSTEMS INC-CLASS A COMMON STOCK 922475108 697 27,839 SH   DFND 2 27,839 0 0
VEEVA SYSTEMS INC-CLASS A COMMON STOCK 922475108 2,457 98,134 SH   DFND 4 4,213 0 93,921
VENTAS INC COMMON STOCK 92276F100 1,300 20,654 SH   DFND 2 20,654 0 0
VENTAS INC COMMON STOCK 92276F100 2,776 44,095 SH   DFND 4 0 0 44,095
VERASTEM INC COMMON STOCK 92337C104 0 0 SH   DFND 2 0 0 0
VERASTEM INC COMMON STOCK 92337C104 623 394,561 SH   DFND 4 0 0 394,561
VEREIT INC COMMON STOCK 92339V100 162 18,304 SH   DFND 2 18,304 0 0
VEREIT INC COMMON STOCK 92339V100 46 5,138 SH   DFND 4 0 0 5,138
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 624 22,093 SH   DFND 2 22,093 0 0
VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 1,796 63,593 SH   DFND 4 3,439 0 60,154
VERINT SYSTEMS INC COMMON STOCK 92343X100 579 17,332 SH   DFND 2 17,332 0 0
VERINT SYSTEMS INC COMMON STOCK 92343X100 1,006 30,134 SH   DFND 4 2,753 0 27,381
VERINT SYSTEMS INC CONV. NOTE 92343XAA8 990 1,124,000 SH   DFND 2 0 0 1,124,000
VERINT SYSTEMS INC CONV. NOTE 92343XAA8 5,600 6,359,000 SH   DFND 4 0 0 6,359,000
VERISIGN INC COMMON STOCK 92343E102 206 2,322 SH   DFND 2 2,322 0 0
VERISIGN INC COMMON STOCK 92343E102 0 0 SH   DFND 4 0 0 0
VERISK ANALYTICS INC COMMON STOCK 92345Y106 272 3,398 SH   DFND 2 3,398 0 0
VERISK ANALYTICS INC COMMON STOCK 92345Y106 0 0 SH   DFND 4 0 0 0
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 34,117 630,869 SH   DFND 2 617,307 0 13,562
VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 219,611 4,060,851 SH   DFND 4 158,424 0 3,902,427
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 405 5,100 SH   DFND 2 5,100 0 0
VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 14,539 182,900 SH   DFND 4 0 0 182,900
VF CORP COMMON STOCK 918204108 494 7,629 SH   DFND 2 7,629 0 0
VF CORP COMMON STOCK 918204108 0 0 SH   DFND 4 0 0 0
VIACOM INC-CLASS B COMMON STOCK 92553P201 1,888 45,737 SH   DFND 2 45,737 0 0
VIACOM INC-CLASS B COMMON STOCK 92553P201 8,645 209,421 SH   DFND 4 8,596 0 200,825
VINA CONCHA Y TORO SA-SP ADR COMMON STOCK - ADR 927191106 522 15,100 SH   DFND 2 15,100 0 0
VINA CONCHA Y TORO SA-SP ADR COMMON STOCK - ADR 927191106 1,163 33,625 SH   DFND 4 735 0 32,890
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 51,577 674,388 SH   DFND 2 674,388 0 0
VISA INC-CLASS A SHARES COMMON STOCK 92826C839 333,346 4,358,610 SH   DFND 4 0 0 4,358,610
VISTA OUTDOOR INC COMMON STOCK 928377100 840 16,181 SH   DFND 2 16,181 0 0
VISTA OUTDOOR INC COMMON STOCK 928377100 10,335 199,086 SH   DFND 4 18,025 0 181,061
VISTEON CORP COMMON STOCK 92839U206 4,315 54,218 SH   DFND 2 52,713 0 1,505
VISTEON CORP COMMON STOCK 92839U206 10,274 129,087 SH   DFND 4 5,482 0 123,605
VITAE PHARMACEUTICALS INC COMMON STOCK 92847N103 28 4,249 SH   DFND 2 4,249 0 0
VITAE PHARMACEUTICALS INC COMMON STOCK 92847N103 928 140,000 SH   DFND 4 0 0 140,000
VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 9,745 304,053 SH   DFND 2 304,053 0 0
VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 97,820 3,052,111 SH   DFND 4 116,081 0 2,936,030
VORNADO REALTY TRUST COMMON STOCK 929042109 989 10,475 SH   DFND 2 10,475 0 0
VORNADO REALTY TRUST COMMON STOCK 929042109 1,259 13,331 SH   DFND 4 0 0 13,331
VOYA FINANCIAL INC COMMON STOCK 929089100 4,209 141,369 SH   DFND 2 135,720 0 5,649
VOYA FINANCIAL INC COMMON STOCK 929089100 10,955 367,987 SH   DFND 4 10,523 0 357,464
VULCAN MATERIALS CO COMMON STOCK 929160109 325 3,080 SH   DFND 2 3,080 0 0
VULCAN MATERIALS CO COMMON STOCK 929160109 308 2,914 SH   DFND 4 0 0 2,914
WABASH NATIONAL CORP COMMON STOCK 929566107 1,026 77,747 SH   DFND 2 77,747 0 0
WABASH NATIONAL CORP COMMON STOCK 929566107 4,777 361,929 SH   DFND 4 10,923 0 351,006
WABCO HOLDINGS INC COMMON STOCK 92927K102 3 32 SH   DFND 2 32 0 0
WABCO HOLDINGS INC COMMON STOCK 92927K102 1,113 10,405 SH   DFND 4 0 0 10,405
WABTEC CORP COMMON STOCK 929740108 1,046 13,192 SH   DFND 2 13,192 0 0
WABTEC CORP COMMON STOCK 929740108 19,578 246,914 SH   DFND 4 796 0 246,118
WAGEWORKS INC COMMON STOCK 930427109 622 12,298 SH   DFND 2 12,298 0 0
WAGEWORKS INC COMMON STOCK 930427109 1,063 20,994 SH   DFND 4 1,788 0 19,206
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 12,695 150,701 SH   DFND 2 150,701 0 0
WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 75,779 899,556 SH   DFND 4 0 0 899,556
WALKER & DUNLOP INC COMMON STOCK 93148P102 552 22,748 SH   DFND 2 22,748 0 0
WALKER & DUNLOP INC COMMON STOCK 93148P102 3,434 141,493 SH   DFND 4 28,123 0 113,370
WAL-MART STORES INC COMMON STOCK 931142103 11,166 163,033 SH   DFND 2 162,681 0 352
WAL-MART STORES INC COMMON STOCK 931142103 116,442 1,700,128 SH   DFND 4 27,772 0 1,672,356
WALT DISNEY CO/THE COMMON STOCK 254687106 3,529 35,533 SH   DFND 2 35,533 0 0
WALT DISNEY CO/THE COMMON STOCK 254687106 15,221 153,266 SH   DFND 4 0 0 153,266
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 60 106,000 SH   DFND 2 0 0 106,000
WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 188 329,000 SH   DFND 4 0 0 329,000
WASHINGTON FEDERAL INC COMMON STOCK 938824109 625 27,600 SH   DFND 2 27,600 0 0
WASHINGTON FEDERAL INC COMMON STOCK 938824109 3,992 176,236 SH   DFND 4 35,836 0 140,400
WASHINGTON REIT COMMON STOCK 939653101 433 14,819 SH   DFND 2 14,819 0 0
WASHINGTON REIT COMMON STOCK 939653101 125 4,289 SH   DFND 4 0 0 4,289
WASTE CONNECTIONS INC COMMON STOCK 941053100 1,980 30,662 SH   DFND 2 30,662 0 0
WASTE CONNECTIONS INC COMMON STOCK 941053100 14,240 220,473 SH   DFND 4 6,756 0 213,717
WASTE MANAGEMENT INC COMMON STOCK 94106L109 7,319 124,047 SH   DFND 2 117,234 0 6,813
WASTE MANAGEMENT INC COMMON STOCK 94106L109 7,941 134,585 SH   DFND 4 0 0 134,585
WATERS CORP COMMON STOCK 941848103 2,451 18,582 SH   DFND 2 17,572 0 1,010
WATERS CORP COMMON STOCK 941848103 2,634 19,968 SH   DFND 4 0 0 19,968
WCI COMMUNITIES INC COMMON STOCK 92923C807 399 21,493 SH   DFND 2 21,493 0 0
WCI COMMUNITIES INC COMMON STOCK 92923C807 8,226 442,708 SH   DFND 4 26,798 0 415,910
WEATHERFORD INTERNATIONAL PL COMMON STOCK G48833100 102 13,133 SH   DFND 2 13,133 0 0
WEATHERFORD INTERNATIONAL PL COMMON STOCK G48833100 25,213 3,240,737 SH   DFND 4 0 0 3,240,737
WEB.COM GROUP INC COMMON STOCK 94733A104 1,769 89,246 SH   DFND 2 89,246 0 0
WEB.COM GROUP INC COMMON STOCK 94733A104 8,126 409,987 SH   DFND 4 53,455 0 356,532
WEC ENERGY GROUP INC COMMON STOCK 92939U106 414 6,898 SH   DFND 2 6,898 0 0
WEC ENERGY GROUP INC COMMON STOCK 92939U106 2,323 38,664 SH   DFND 4 0 0 38,664
WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 720 19,178 SH   DFND 2 19,178 0 0
WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 205 5,465 SH   DFND 4 0 0 5,465
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 571 6,153 SH   DFND 2 6,153 0 0
WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 974 10,503 SH   DFND 4 820 0 9,683
WELLS FARGO & CO COMMON STOCK 949746101 27,649 571,736 SH   DFND 2 555,513 0 16,223
WELLS FARGO & CO COMMON STOCK 949746101 327,561 6,773,396 SH   DFND 4 211,499 0 6,561,897
WELLS FARGO & CO-CW18 WARRANTS 949746119 0 0 SH   DFND 2 0 0 0
WELLS FARGO & CO-CW18 WARRANTS 949746119 15,491 989,225 SH   DFND 4 0 0 989,225
WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 2,399 1,991 SH   DFND 2 0 0 1,991
WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 14,303 11,870 SH   DFND 4 0 0 11,870
WELLTOWER INC COMMON STOCK 95040Q104 1,505 21,698 SH   DFND 2 21,698 0 0
WELLTOWER INC COMMON STOCK 95040Q104 281 4,057 SH   DFND 4 0 0 4,057
WELLTOWER INC CONVERTIBLE PREF 95040Q203 292 4,726 SH   DFND 2 0 0 4,726
WELLTOWER INC CONVERTIBLE PREF 95040Q203 809 13,086 SH   DFND 4 0 0 13,086
WESBANCO INC COMMON STOCK 950810101 478 16,100 SH   DFND 2 16,100 0 0
WESBANCO INC COMMON STOCK 950810101 3,052 102,740 SH   DFND 4 20,840 0 81,900
WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 996 450,000 SH   DFND 2 0 0 450,000
WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 14,838 7,746,000 SH   DFND 4 0 0 7,746,000
WEST CORP COMMON STOCK 952355204 0 0 SH   DFND 2 0 0 0
WEST CORP COMMON STOCK 952355204 3,434 150,492 SH   DFND 4 0 0 150,492
WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 1,358 19,589 SH   DFND 2 19,589 0 0
WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 2,803 40,439 SH   DFND 4 2,697 0 37,742
WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 1,020 30,568 SH   DFND 2 30,568 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 3,699 110,821 SH   DFND 4 16,788 0 94,033
WESTERN DIGITAL CORP COMMON STOCK 958102105 241 5,092 SH   DFND 2 5,092 0 0
WESTERN DIGITAL CORP COMMON STOCK 958102105 14,095 298,364 SH   DFND 4 0 0 298,364
WESTERN UNION CO COMMON STOCK 959802109 209 10,853 SH   DFND 2 10,853 0 0
WESTERN UNION CO COMMON STOCK 959802109 0 0 SH   DFND 4 0 0 0
WESTROCK CO COMMON STOCK 96145D105 1,609 41,236 SH   DFND 2 41,236 0 0
WESTROCK CO COMMON STOCK 96145D105 28,014 717,756 SH   DFND 4 55,462 0 662,294
WEYERHAEUSER CO COMMON STOCK 962166104 546 17,633 SH   DFND 2 17,633 0 0
WEYERHAEUSER CO COMMON STOCK 962166104 0 0 SH   DFND 4 0 0 0
WEYERHAEUSER CO CONVERTIBLE PREF 962166872 293 5,734 SH   DFND 2 0 0 5,734
WEYERHAEUSER CO CONVERTIBLE PREF 962166872 860 16,850 SH   DFND 4 0 0 16,850
WHIRLPOOL CORP COMMON STOCK 963320106 317 1,756 SH   DFND 2 1,756 0 0
WHIRLPOOL CORP COMMON STOCK 963320106 10,694 59,300 SH   DFND 4 0 0 59,300
WHITING PETROLEUM CORP COMMON STOCK 966387102 20 2,464 SH   DFND 2 2,464 0 0
WHITING PETROLEUM CORP COMMON STOCK 966387102 21,807 2,732,684 SH   DFND 4 0 0 2,732,684
WHOLE FOODS MARKET INC COMMON STOCK 966837106 228 7,326 SH   DFND 2 7,326 0 0
WHOLE FOODS MARKET INC COMMON STOCK 966837106 0 0 SH   DFND 4 0 0 0
WILEY (JOHN) & SONS-CLASS A COMMON STOCK 968223206 547 11,190 SH   DFND 2 10,520 0 670
WILEY (JOHN) & SONS-CLASS A COMMON STOCK 968223206 651 13,315 SH   DFND 4 0 0 13,315
WILLIAMS COS INC COMMON STOCK 969457100 244 15,169 SH   DFND 2 15,169 0 0
WILLIAMS COS INC COMMON STOCK 969457100 0 0 SH   DFND 4 0 0 0
WILLIS TOWERS WATSON PLC ORDINARY SHARES G96629103 1,398 11,781 SH   DFND 2 11,781 0 0
WILLIS TOWERS WATSON PLC ORDINARY SHARES G96629103 20,687 174,336 SH   DFND 4 13,503 0 160,833
WILSHIRE BANCORP INC COMMON STOCK 97186T108 0 0 SH   DFND 2 0 0 0
WILSHIRE BANCORP INC COMMON STOCK 97186T108 2,553 247,903 SH   DFND 4 3,813 0 244,090
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 417 9,400 SH   DFND 2 9,400 0 0
WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 2,584 58,288 SH   DFND 4 11,788 0 46,500
WIX.COM LTD ORDINARY SHARES M98068105 346 17,088 SH   DFND 2 17,088 0 0
WIX.COM LTD ORDINARY SHARES M98068105 625 30,811 SH   DFND 4 0 0 30,811
WNS HOLDINGS LTD-ADR COMMON STOCK - ADR 92932M101 919 29,992 SH   DFND 2 0 0 29,992
WNS HOLDINGS LTD-ADR COMMON STOCK - ADR 92932M101 3,059 99,853 SH   DFND 4 0 0 99,853
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 469 25,473 SH   DFND 2 25,473 0 0
WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 980 53,223 SH   DFND 4 3,547 0 49,676
WOODWARD INC COMMON STOCK 980745103 1,231 23,659 SH   DFND 2 23,659 0 0
WOODWARD INC COMMON STOCK 980745103 2,586 49,713 SH   DFND 4 3,258 0 46,455
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 1,256 25,844 SH   DFND 2 24,783 0 1,061
WORLD FUEL SERVICES CORP COMMON STOCK 981475106 3,188 65,617 SH   DFND 4 1,830 0 63,787
WR BERKLEY CORP COMMON STOCK 084423102 3 53 SH   DFND 2 53 0 0
WR BERKLEY CORP COMMON STOCK 084423102 2,718 48,367 SH   DFND 4 0 0 48,367
WR GRACE & CO COMMON STOCK 38388F108 1,677 23,555 SH   DFND 2 23,555 0 0
WR GRACE & CO COMMON STOCK 38388F108 124,492 1,748,978 SH   DFND 4 0 0 1,748,978
WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAE7 775 868,000 SH   DFND 2 0 0 868,000
WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAE7 5,007 5,606,000 SH   DFND 4 0 0 5,606,000
WSFS FINANCIAL CORP COMMON STOCK 929328102 543 16,700 SH   DFND 2 16,700 0 0
WSFS FINANCIAL CORP COMMON STOCK 929328102 3,363 103,403 SH   DFND 4 20,503 0 82,900
WW GRAINGER INC COMMON STOCK 384802104 280 1,200 SH   DFND 2 1,200 0 0
WW GRAINGER INC COMMON STOCK 384802104 0 0 SH   DFND 4 0 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 206 2,695 SH   DFND 2 2,695 0 0
WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 7,037 92,074 SH   DFND 4 0 0 92,074
WYNN RESORTS LTD COMMON STOCK 983134107 826 8,840 SH   DFND 2 8,840 0 0
WYNN RESORTS LTD COMMON STOCK 983134107 33,596 359,584 SH   DFND 4 0 0 359,584
XCEL ENERGY INC COMMON STOCK 98389B100 441 10,546 SH   DFND 2 10,546 0 0
XCEL ENERGY INC COMMON STOCK 98389B100 0 0 SH   DFND 4 0 0 0
XENIA HOTELS & RESORTS INC COMMON STOCK 984017103 0 0 SH   DFND 2 0 0 0
XENIA HOTELS & RESORTS INC COMMON STOCK 984017103 1,025 65,650 SH   DFND 4 0 0 65,650
XEROX CORP COMMON STOCK 984121103 3,159 283,107 SH   DFND 2 283,107 0 0
XEROX CORP COMMON STOCK 984121103 24,128 2,162,024 SH   DFND 4 59,289 0 2,102,735
XILINX INC COMMON STOCK 983919101 2,072 43,680 SH   DFND 2 41,430 0 2,250
XILINX INC COMMON STOCK 983919101 2,115 44,588 SH   DFND 4 0 0 44,588
XL GROUP PLC ORDINARY SHARES G98290102 5,996 162,939 SH   DFND 2 153,663 0 9,276
XL GROUP PLC ORDINARY SHARES G98290102 6,753 183,492 SH   DFND 4 0 0 183,492
XPO LOGISTICS INC COMMON STOCK 983793100 532 17,325 SH   DFND 2 17,325 0 0
XPO LOGISTICS INC COMMON STOCK 983793100 1,951 63,548 SH   DFND 4 2,722 0 60,826
XURA INC COMMON STOCK 98420V107 710 36,100 SH   DFND 2 36,100 0 0
XURA INC COMMON STOCK 98420V107 7,965 404,915 SH   DFND 4 44,897 0 360,018
YADKIN FINANCIAL CORP COMMON STOCK 984305102 533 22,500 SH   DFND 2 22,500 0 0
YADKIN FINANCIAL CORP COMMON STOCK 984305102 3,323 140,394 SH   DFND 4 28,694 0 111,700
YAHOO INC CONVERTIBLE ZERO 984332AF3 1,349 1,365,000 SH   DFND 2 0 0 1,365,000
YAHOO INC CONVERTIBLE ZERO 984332AF3 7,540 7,631,000 SH   DFND 4 0 0 7,631,000
YAHOO! INC COMMON STOCK 984332106 7,517 204,218 SH   DFND 2 204,218 0 0
YAHOO! INC COMMON STOCK 984332106 66,941 1,818,557 SH   DFND 4 0 0 1,818,557
YANDEX NV-A ORDINARY SHARES N97284108 175 11,409 SH   DFND 2 11,409 0 0
YANDEX NV-A ORDINARY SHARES N97284108 1,010 65,932 SH   DFND 4 1,111 0 64,821
YUM! BRANDS INC COMMON STOCK 988498101 10,997 134,353 SH   DFND 2 134,353 0 0
YUM! BRANDS INC COMMON STOCK 988498101 50,599 618,186 SH   DFND 4 0 0 618,186
ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 866 31,872 SH   DFND 2 31,872 0 0
ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 1,495 55,052 SH   DFND 4 5,086 0 49,966
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 406 3,811 SH   DFND 2 3,811 0 0
ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 15,941 149,500 SH   DFND 4 0 0 149,500
ZOETIS INC COMMON STOCK 98978V103 3,110 70,153 SH   DFND 2 70,153 0 0
ZOETIS INC COMMON STOCK 98978V103 51,725 1,166,820 SH   DFND 4 13,625 0 1,153,195
ZOSANO PHARMA CORP COMMON STOCK 98979H103 0 0 SH   DFND 2 0 0 0
ZOSANO PHARMA CORP COMMON STOCK 98979H103 920 400,000 SH   DFND 4 0 0 400,000
ZUMIEZ INC COMMON STOCK 989817101 0 0 SH   DFND 2 0 0 0
ZUMIEZ INC COMMON STOCK 989817101 1,487 74,660 SH   DFND 4 0 0 74,660