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
AAON INC COM PAR $0.004 000360206 11,768 368,325 SH   SOLE   337,863 0 30,462
AAON INC COM PAR $0.004 000360206 10 319 SH   DFND 1 0 319 0
AAR CORP COM 000361105 89 3,169 SH   SOLE   3,169 0 0
AAR CORP COM 000361105 221 7,899 SH   DFND 1 0 7,899 0
ACCO BRANDS CORP COM 00081T108 61,030 9,081,787 SH   SOLE   6,652,622 0 2,429,165
ACCO BRANDS CORP COM 00081T108 33,009 4,912,071 SH   DFND 1 0 4,912,071 0
ACCO BRANDS CORP COM 00081T108 6,067 902,900 SH   DFND 2 0 902,900 0
ACNB CORP COM 000868109 5,248 290,600 SH   SOLE   290,600 0 0
THE ADT CORPORATION COM 00101J106 327,286 8,087,127 SH   SOLE   6,046,840 0 2,040,287
THE ADT CORPORATION COM 00101J106 12,876 318,162 SH   DFND 1 0 318,162 0
THE ADT CORPORATION COM 00101J106 737 18,200 SH   DFND 3 0 18,200 0
THE ADT CORPORATION COM 00101J106 13,308 328,836 SH   DFND 2 0 241,985 86,851
AEP INDS INC COM 001031103 1,426 27,000 SH   SOLE   27,000 0 0
AEP INDS INC COM 001031103 8 150 SH   DFND 1 0 150 0
AFC ENTERPRISES INC COM 00104Q107 13,460 349,615 SH   SOLE   216,150 0 133,465
AFC ENTERPRISES INC COM 00104Q107 5,450 141,569 SH   DFND 1 0 141,569 0
AFLAC INC COM 001055102 803,864 12,033,896 SH   SOLE   6,954,278 15,090 5,064,528
AFLAC INC COM 001055102 11,978 179,311 SH   DFND 1 0 179,311 0
AFLAC INC COM 001055102 20,037 299,960 SH   DFND 3 0 46,335 253,625
AFLAC INC COM 001055102 15,534 232,544 SH   DFND 2 0 131,690 100,854
AGCO CORP COM 001084102 74,669 1,261,520 SH   SOLE   633,630 0 627,890
AGCO CORP COM 001084102 11,041 186,534 SH   DFND 1 0 186,534 0
AGCO CORP COM 001084102 30 500 SH   DFND 2 0 500 0
AGCO CORP NOTE 1.250%12/1 001084AM4 394 270,000 PRN   SOLE   80,000 0 190,000
AGCO CORP NOTE 1.250%12/1 001084AM4 365 250,000 PRN   DFND 1 0 250,000 0
AES CORP COM 00130H105 6 434 SH   SOLE   434 0 0
AES CORP COM 00130H105 468 32,272 SH   DFND 1 0 32,272 0
AK STL HLDG CORP COM 001547108 16,141 1,968,445 SH   SOLE   1,612,045 0 356,400
AK STL HLDG CORP COM 001547108 7,443 907,710 SH   DFND 1 0 907,710 0
AMAG PHARMACEUTICALS INC COM 00163U106 7,986 329,050 SH   SOLE   322,000 0 7,050
AMAG PHARMACEUTICALS INC COM 00163U106 229 9,442 SH   DFND 1 0 9,442 0
AMAG PHARMACEUTICALS INC COM 00163U106 186 7,660 SH   DFND 2 0 7,660 0
AOL INC COM 00184X105 888 19,041 SH   SOLE   19,041 0 0
AOL INC COM 00184X105 32 676 SH   DFND 1 0 676 0
AT&T INC COM 00206R102 296,223 8,424,991 SH   SOLE   1,427,068 0 6,997,923
AT&T INC COM 00206R102 2,113 60,083 SH   DFND 1 0 60,083 0
ASB BANCORP INC NC COM 00213T109 4,799 278,202 SH   SOLE   278,202 0 0
AZZ INC COM 002474104 12,174 249,163 SH   SOLE   230,313 0 18,850
ABBOTT LABS COM 002824100 377,733 9,854,750 SH   SOLE   1,193,460 0 8,661,290
ABBOTT LABS COM 002824100 10,135 264,410 SH   DFND 1 0 264,410 0
ABBOTT LABS COM 002824100 3,291 85,860 SH   DFND 3 0 62,580 23,280
ABBOTT LABS COM 002824100 5,679 148,160 SH   DFND 2 0 0 148,160
ABBVIE INC COM 00287Y109 92,814 1,757,516 SH   SOLE   17,916 0 1,739,600
ABBVIE INC COM 00287Y109 1,511 28,614 SH   DFND 1 0 28,614 0
ABERCROMBIE & FITCH CO CL A 002896207 5,171 157,131 SH   SOLE   44,494 0 112,637
ABERCROMBIE & FITCH CO CL A 002896207 80 2,424 SH   DFND 1 0 2,424 0
ABIOMED INC COM 003654100 30,045 1,123,580 SH   SOLE   264,270 0 859,310
ABIOMED INC COM 003654100 266 9,940 SH   DFND 1 0 9,940 0
ABIOMED INC COM 003654100 235 8,800 SH   DFND 2 0 8,800 0
ABRAXAS PETE CORP COM 003830106 719 219,100 SH   SOLE   219,100 0 0
ABRAXAS PETE CORP COM 003830106 8 2,440 SH   DFND 1 0 2,440 0
ACADIA HEALTHCARECOMPANY IN COM 00404A109 93,614 1,977,897 SH   SOLE   1,693,878 0 284,019
ACADIA HEALTHCARECOMPANY IN COM 00404A109 8,086 170,844 SH   DFND 1 0 170,844 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,298 91,954 SH   SOLE   91,954 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,537 61,500 SH   DFND 1 0 61,500 0
ACADIA RLTY TR COM SH BEN INT 004239109 14,481 583,225 SH   SOLE   461,220 0 122,005
ACADIA RLTY TR COM SH BEN INT 004239109 4,924 198,290 SH   DFND 1 0 198,290 0
ACCELERON PHARMA INC COM 00434H108 2,235 56,450 SH   SOLE   0 0 56,450
ACETO CORP COM 004446100 16,677 666,797 SH   SOLE   218,678 0 448,119
ACETO CORP COM 004446100 9,003 359,994 SH   DFND 1 0 359,994 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,941 584,700 SH   SOLE   572,300 0 12,400
ACHILLION PHARMACEUTICALS IN COM 00448Q201 48 14,600 SH   DFND 1 0 14,600 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 41 12,200 SH   DFND 2 0 12,200 0
ACORDA THERAPEUTICS INC COM 00484M106 33,883 1,160,377 SH   SOLE   646,477 0 513,900
ACORDA THERAPEUTICS INC COM 00484M106 502 17,196 SH   DFND 1 0 17,196 0
ACORDA THERAPEUTICS INC COM 00484M106 651 22,280 SH   DFND 2 0 4,980 17,300
ACTIVISION BLIZZARD INC COM 00507V109 545,411 30,589,515 SH   SOLE   22,747,317 0 7,842,198
ACTIVISION BLIZZARD INC COM 00507V109 29,270 1,641,642 SH   DFND 1 0 1,641,642 0
ACTIVISION BLIZZARD INC COM 00507V109 8,308 465,949 SH   DFND 3 0 370,665 95,284
ACTIVISION BLIZZARD INC COM 00507V109 17,592 986,629 SH   DFND 2 0 954,300 32,329
ACTUATE CORP COM 00508B102 14,463 1,875,851 SH   SOLE   864,580 0 1,011,271
ACTUATE CORP COM 00508B102 5,782 749,892 SH   DFND 1 0 749,892 0
ACUITY BRANDS INC COM 00508Y102 71,706 655,924 SH   SOLE   546,548 0 109,376
ACUITY BRANDS INC COM 00508Y102 10,532 96,342 SH   DFND 1 0 96,342 0
ACXIOM CORP COM 005125109 64,937 1,756,016 SH   SOLE   1,509,455 0 246,561
ACXIOM CORP COM 005125109 1,140 30,817 SH   DFND 1 0 30,817 0
ADDUS HOMECARE CORP COM 006739106 691 30,800 SH   SOLE   30,800 0 0
ADDUS HOMECARE CORP COM 006739106 3 149 SH   DFND 1 0 149 0
ADOBE SYS INC COM 00724F101 20,383 340,394 SH   SOLE   340,394 0 0
ADOBE SYS INC COM 00724F101 3,292 54,976 SH   DFND 1 0 54,976 0
ADVANCE AUTO PARTS INC COM 00751Y106 290,701 2,626,500 SH   SOLE   2,068,275 0 558,225
ADVANCE AUTO PARTS INC COM 00751Y106 92,884 839,215 SH   DFND 1 0 839,215 0
ADVANCE AUTO PARTS INC COM 00751Y106 5,507 49,760 SH   DFND 3 0 49,760 0
ADVANCE AUTO PARTS INC COM 00751Y106 19,137 172,900 SH   DFND 2 0 172,900 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 23,967 441,953 SH   SOLE   189,816 0 252,137
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 11,068 204,097 SH   DFND 1 0 204,097 0
AERIE PHARMACEUTICALS INC COM 00771V108 24,668 1,373,501 SH   SOLE   1,153,201 0 220,300
AERIE PHARMACEUTICALS INC COM 00771V108 4,677 260,402 SH   DFND 1 0 260,402 0
AERIE PHARMACEUTICALS INC COM 00771V108 269 15,000 SH   DFND 3 0 11,000 4,000
AERIE PHARMACEUTICALS INC COM 00771V108 106 5,900 SH   DFND 2 0 5,900 0
AEROPOSTALE COM 007865108 13,198 1,451,885 SH   SOLE   908,885 0 543,000
AEROPOSTALE COM 007865108 1,120 123,242 SH   DFND 1 0 123,242 0
ADVENT SOFTWARE INC COM 007974108 3,277 93,655 SH   SOLE   93,655 0 0
ADVENT SOFTWARE INC COM 007974108 46 1,322 SH   DFND 1 0 1,322 0
AETNA INC NEW COM 00817Y108 1,190,393 17,355,199 SH   SOLE   8,380,469 0 8,974,730
AETNA INC NEW COM 00817Y108 29,611 431,708 SH   DFND 1 0 431,708 0
AETNA INC NEW COM 00817Y108 12,976 189,185 SH   DFND 3 0 174,980 14,205
AETNA INC NEW COM 00817Y108 52,506 765,500 SH   DFND 2 0 559,720 205,780
AFFILIATED MANAGERS GROUP COM 008252108 28,656 132,128 SH   SOLE   98,028 0 34,100
AFFILIATED MANAGERS GROUP COM 008252108 7,222 33,300 SH   DFND 1 0 33,300 0
AGILENT TECHNOLOGIES INC COM 00846U101 394,480 6,897,714 SH   SOLE   937,169 0 5,960,545
AGILENT TECHNOLOGIES INC COM 00846U101 4,102 71,720 SH   DFND 1 0 71,720 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,979 34,610 SH   DFND 3 0 25,225 9,385
AGILENT TECHNOLOGIES INC COM 00846U101 1,384 24,200 SH   DFND 2 0 6,600 17,600
AGNICO EAGLE MINES LTD COM 008474108 2,275 86,223 SH   SOLE   73,035 0 13,188
AGNICO EAGLE MINES LTD COM 008474108 13,634 516,813 SH   DFND 1 0 516,813 0
AGENUS INC COM NEW 00847G705 115 43,400 SH   SOLE   43,400 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 30,299 1,265,097 SH   SOLE   1,193,656 0 71,441
AGIOS PHARMACEUTICALS INC COM 00847X104 2,009 83,896 SH   DFND 1 0 83,896 0
AGIOS PHARMACEUTICALS INC COM 00847X104 189 7,900 SH   DFND 2 0 7,900 0
AGRIUM INC COM 008916108 13,700 149,802 SH   SOLE   90,187 0 59,615
AGRIUM INC COM 008916108 40,941 447,664 SH   DFND 1 0 447,664 0
AIR LEASE CORP CL A 00912X302 18,771 603,968 SH   SOLE   543,200 0 60,768
AIRMEDIA GROUP INC SPONSORED ADR 009411109 8,671 4,250,720 SH   SOLE   3,799,320 0 451,400
AIRMEDIA GROUP INC SPONSORED ADR 009411109 968 474,383 SH   DFND 1 0 474,383 0
AIRMEDIA GROUP INC SPONSORED ADR 009411109 1,366 669,600 SH   DFND 2 0 669,600 0
AKAMAI TECHNOLOGIES INC COM 00971T101 498,227 10,560,134 SH   SOLE   7,726,103 0 2,834,031
AKAMAI TECHNOLOGIES INC COM 00971T101 22,684 480,805 SH   DFND 1 0 480,805 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,437 178,827 SH   DFND 3 0 133,917 44,910
AKAMAI TECHNOLOGIES INC COM 00971T101 12,117 256,834 SH   DFND 2 0 129,175 127,659
ALAMO GROUP INC COM 011311107 16,104 265,354 SH   SOLE   65,204 0 200,150
ALAMO GROUP INC COM 011311107 8,630 142,203 SH   DFND 1 0 142,203 0
ALAMOS GOLD INC COM 011527108 867 71,612 SH   SOLE   65,548 0 6,064
ALAMOS GOLD INC COM 011527108 7,013 578,927 SH   DFND 1 0 578,927 0
ALASKA AIR GROUP INC COM 011659109 4,048 55,179 SH   SOLE   55,179 0 0
ALASKA AIR GROUP INC COM 011659109 70 949 SH   DFND 1 0 949 0
ALBANY INTL CORP CL A 012348108 83,487 2,323,604 SH   SOLE   1,655,905 0 667,699
ALBANY INTL CORP CL A 012348108 13,125 365,287 SH   DFND 1 0 365,287 0
ALBANY MOLECULAR RESH INC COM 012423109 19,521 1,936,600 SH   SOLE   789,500 0 1,147,100
ALBANY MOLECULAR RESH INC COM 012423109 9,011 893,900 SH   DFND 1 0 893,900 0
ALCOA INC COM 013817101 3,206 301,646 SH   SOLE   215,930 0 85,716
ALCOA INC COM 013817101 10,455 983,512 SH   DFND 1 0 983,512 0
ALCATEL-LUCENT SPONSORED ADR 013904305 3,258 740,349 SH   SOLE   740,349 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 52 11,927 SH   DFND 2 0 0 11,927
ALEXANDER & BALDWIN INC NEW COM 014491104 47,989 1,149,978 SH   SOLE   932,698 0 217,280
ALEXANDER & BALDWIN INC NEW COM 014491104 17,080 409,286 SH   DFND 1 0 409,286 0
ALERE INC COM 01449J105 1,187 32,800 SH   SOLE   32,800 0 0
ALEXANDERS INC COM 014752109 1,361 4,125 SH   SOLE   4,125 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,281 92,398 SH   SOLE   92,398 0 0
ALIGN TECHNOLOGY INC COM 016255101 42 737 SH   DFND 1 0 737 0
ALLEGHANY CORP DEL COM 017175100 134,027 335,100 SH   SOLE   276,846 0 58,254
ALLEGHANY CORP DEL COM 017175100 49,442 123,618 SH   DFND 1 0 123,618 0
ALLEGHANY CORP DEL COM 017175100 2,616 6,540 SH   DFND 3 0 6,540 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 97,536 2,737,474 SH   SOLE   1,174,383 0 1,563,091
ALLEGHENY TECHNOLOGIES INC COM 01741R102 26,068 731,626 SH   DFND 1 0 731,626 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 629 17,650 SH   DFND 3 0 12,870 4,780
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2,105 59,090 SH   DFND 2 0 1,700 57,390
ALLEGIANT TRAVEL CO COM 01748X102 2,346 22,254 SH   SOLE   22,254 0 0
ALLEGIANT TRAVEL CO COM 01748X102 38 362 SH   DFND 1 0 362 0
ALLERGAN INC COM 018490102 72,992 657,110 SH   SOLE   309,370 0 347,740
ALLERGAN INC COM 018490102 9,204 82,857 SH   DFND 1 0 82,857 0
ALLETE INC COM NEW 018522300 12,598 252,570 SH   SOLE   168,870 0 83,700
ALLETE INC COM NEW 018522300 4,674 93,700 SH   DFND 1 0 93,700 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 360,554 1,371,293 SH   SOLE   789,858 0 581,435
ALLIANCE DATA SYSTEMS CORP COM 018581108 28,440 108,165 SH   DFND 1 0 108,165 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,047 53,425 SH   DFND 2 0 40,700 12,725
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 805 53,500 SH   SOLE   53,500 0 0
ALLIANT ENERGY CORP COM 018802108 107,414 2,081,675 SH   SOLE   1,698,525 0 383,150
ALLIANT ENERGY CORP COM 018802108 6,624 128,370 SH   DFND 1 0 128,370 0
ALLIANT TECHSYSTEMS INC COM 018804104 1,151 9,457 SH   SOLE   9,457 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 66 546 SH   DFND 1 0 546 0
ALLIED NEVADA GOLD CORP COM 019344100 23,430 6,599,995 SH   SOLE   5,214,492 0 1,385,503
ALLIED NEVADA GOLD CORP COM 019344100 3,930 1,107,121 SH   DFND 1 0 1,107,121 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 132,866 4,812,246 SH   SOLE   4,107,664 0 704,582
ALLISON TRANSMISSION HLDGS I COM 01973R101 10,664 386,225 SH   DFND 1 0 386,225 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,660 96,360 SH   DFND 3 0 96,360 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 304,208 19,677,111 SH   SOLE   7,419,044 0 12,258,067
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 21,598 1,397,056 SH   DFND 1 0 1,397,056 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,002 129,520 SH   DFND 3 0 129,520 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 255 16,500 SH   DFND 2 0 16,500 0
ALLSTATE CORP COM 020002101 58,433 1,071,381 SH   SOLE   552,841 0 518,540
ALLSTATE CORP COM 020002101 8,052 147,626 SH   DFND 1 0 147,626 0
ALLSTATE CORP COM 020002101 3,689 67,645 SH   DFND 3 0 49,330 18,315
ALLSTATE CORP COM 020002101 6,059 111,090 SH   DFND 2 0 0 111,090
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 498,267 7,745,490 SH   SOLE   3,054,439 0 4,691,051
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 22,271 346,202 SH   DFND 1 0 346,202 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 2,489 38,684 SH   DFND 3 0 33,954 4,730
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,126 17,500 SH   DFND 2 0 2,300 15,200
ALON USA ENERGY INC COM 020520102 76,335 4,615,152 SH   SOLE   2,524,122 0 2,091,030
ALON USA ENERGY INC COM 020520102 25,607 1,548,204 SH   DFND 1 0 1,548,204 0
ALON USA ENERGY INC COM 020520102 6,499 392,945 SH   DFND 3 0 243,205 149,740
ALON USA ENERGY INC COM 020520102 5,017 303,345 SH   DFND 2 0 303,345 0
ALPHATEC HOLDINGSINC COM 02081G102 5,203 2,588,523 SH   SOLE   2,317,723 0 270,800
ALPHATEC HOLDINGSINC COM 02081G102 526 261,800 SH   DFND 1 0 261,800 0
ALPHATEC HOLDINGSINC COM 02081G102 119 59,000 SH   DFND 2 0 59,000 0
ALTERA CORP COM 021441100 223,255 6,863,044 SH   SOLE   4,041,279 0 2,821,765
ALTERA CORP COM 021441100 11,459 352,265 SH   DFND 1 0 352,265 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 14,764 490,320 SH   SOLE   464,780 0 25,540
ALTISOURCE ASSET MGMT CORP COM 02153X108 14,750 15,860 SH   SOLE   15,860 0 0
ALTRA INDL MOTIONCORP COM 02208R106 109,999 3,214,462 SH   SOLE   2,493,231 0 721,231
ALTRA INDL MOTIONCORP COM 02208R106 17,304 505,668 SH   DFND 1 0 505,668 0
ALTRA INDL MOTIONCORP NOTE 2.750% 3/0 02208RAE6 816 595,000 PRN   SOLE   160,000 0 435,000
ALTRA INDL MOTIONCORP NOTE 2.750% 3/0 02208RAE6 741 540,000 PRN   DFND 1 0 540,000 0
ALTRIA GROUP INC COM 02209S103 324,202 8,444,972 SH   SOLE   2,975,637 0 5,469,335
ALTRIA GROUP INC COM 02209S103 20,478 533,419 SH   DFND 1 0 533,419 0
ALTRIA GROUP INC COM 02209S103 14,611 380,599 SH   DFND 3 0 227,365 153,234
ALTRIA GROUP INC COM 02209S103 29,699 773,601 SH   DFND 2 0 363,495 410,106
AMAZON COM INC COM 023135106 465,756 1,167,922 SH   SOLE   675,251 0 492,671
AMAZON COM INC COM 023135106 36,158 90,669 SH   DFND 1 0 90,669 0
AMAZON COM INC COM 023135106 14,996 37,605 SH   DFND 3 0 18,570 19,035
AMAZON COM INC COM 023135106 83,505 209,395 SH   DFND 2 0 160,655 48,740
AMBEV SA SPONSORED ADR 02319V103 17,275 2,350,285 SH   SOLE   2,055,010 0 295,275
AMBEV SA SPONSORED ADR 02319V103 9,871 1,342,975 SH   DFND 1 0 1,342,975 0
AMBEV SA SPONSORED ADR 02319V103 11,151 1,517,075 SH   DFND 2 0 1,517,075 0
AMBOW ED HLDG LTD ADR REPSTG CL A 02322P101 1,013 742,760 SH   SOLE   742,760 0 0
AMBOW ED HLDG LTD ADR REPSTG CL A 02322P101 11 7,940 SH   DFND 1 0 7,940 0
AMBOW ED HLDG LTD ADR REPSTG CL A 02322P101 154 112,700 SH   DFND 2 0 0 112,700
AMERCO COM 023586100 512 2,151 SH   SOLE   2,151 0 0
AMERCO COM 023586100 35 146 SH   DFND 1 0 146 0
AMEREN CORP COM 023608102 8,487 234,712 SH   SOLE   175,512 0 59,200
AMEREN CORP COM 023608102 4,127 114,145 SH   DFND 1 0 114,145 0
AMEREN CORP COM 023608102 441 12,200 SH   DFND 3 0 8,900 3,300
AMEREN CORP COM 023608102 448 12,400 SH   DFND 2 0 0 12,400
AMERICA MOVIL SABDE CV SPON ADR L SHS 02364W105 4,849 207,482 SH   SOLE   182,673 0 24,809
AMERICA MOVIL SABDE CV SPON ADR L SHS 02364W105 177 7,562 SH   DFND 1 0 7,562 0
AMERICAN AIRLS GROUP INC COM 02376R102 181,968 7,206,671 SH   SOLE   3,181,926 0 4,024,745
AMERICAN AIRLS GROUP INC COM 02376R102 17,797 704,821 SH   DFND 1 0 704,821 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,551 140,630 SH   DFND 3 0 63,140 77,490
AMERICAN AIRLS GROUP INC COM 02376R102 7,445 294,840 SH   DFND 2 0 294,840 0
AMERICAN ASSETS TR INC COM 024013104 63,137 2,008,804 SH   SOLE   1,629,903 0 378,901
AMERICAN ASSETS TR INC COM 024013104 10,345 329,148 SH   DFND 1 0 329,148 0
AMERICAN ASSETS TR INC COM 024013104 655 20,855 SH   DFND 3 0 0 20,855
AMERICAN CAPITAL AGENCY CORP COM 02503X105 117,208 6,076,123 SH   SOLE   5,840,943 0 235,180
AMERICAN CAPITAL AGENCY CORP COM 02503X105 414 21,460 SH   DFND 1 0 21,460 0
AMERICAN CAP LTD COM 02503Y103 241,331 15,430,342 SH   SOLE   15,206,580 0 223,762
AMERICAN CAP MTG INVT CORP COM 02504A104 42,663 2,443,476 SH   SOLE   2,219,941 0 223,535
AMERICAN CAP MTG INVT CORP COM 02504A104 5,087 291,368 SH   DFND 1 0 291,368 0
AMERICAN ELEC PWRINC COM 025537101 13,949 298,432 SH   SOLE   219,087 0 79,345
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,005 38,100 SH   SOLE   38,100 0 0
AMERICAN EXPRESS CO COM 025816109 306,505 3,378,210 SH   SOLE   1,830,133 0 1,548,077
AMERICAN EXPRESS CO COM 025816109 24,180 266,500 SH   DFND 1 0 266,500 0
AMERICAN EXPRESS CO COM 025816109 2,590 28,545 SH   DFND 2 0 28,545 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 2,188 108,064 SH   SOLE   108,064 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,587,431 31,095,615 SH   SOLE   18,263,832 0 12,831,783
AMERICAN INTL GROUP INC COM NEW 026874784 54,952 1,076,433 SH   DFND 1 0 1,076,433 0
AMERICAN INTL GROUP INC COM NEW 026874784 20,744 406,353 SH   DFND 3 0 270,104 136,249
AMERICAN INTL GROUP INC COM NEW 026874784 104,524 2,047,480 SH   DFND 2 0 1,667,265 380,215
AMERICAN PUBLIC EDUCATION IN COM 02913V103 49,178 1,131,320 SH   SOLE   791,420 0 339,900
AMERICAN PUBLIC EDUCATION IN COM 02913V103 6,665 153,318 SH   DFND 1 0 153,318 0
AMERICAN RAILCAR INDS INC COM 02916P103 464 10,146 SH   SOLE   10,146 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 11 248 SH   DFND 1 0 248 0
AMERICAN RIVER BANKSHARES COM 029326105 7,795 824,918 SH   SOLE   824,918 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 417 5,800 SH   SOLE   5,800 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 12 168 SH   DFND 1 0 168 0
AMERICAN SOFTWAREINC CL A 029683109 3,365 340,947 SH   SOLE   80,600 0 260,347
AMERICAN SOFTWAREINC CL A 029683109 2,061 208,775 SH   DFND 1 0 208,775 0
AMERICAN TOWER CORP NEW COM 03027X100 97,181 1,217,497 SH   SOLE   614,307 0 603,190
AMERICAN TOWER CORP NEW COM 03027X100 16,503 206,748 SH   DFND 1 0 206,748 0
AMERICAN TOWER CORP NEW COM 03027X100 3,052 38,240 SH   DFND 3 0 27,525 10,715
AMERICAN TOWER CORP NEW COM 03027X100 6,896 86,395 SH   DFND 2 0 35,270 51,125
AMERICAN VANGUARDCORP COM 030371108 11,922 490,803 SH   SOLE   120,900 0 369,903
AMERICAN VANGUARDCORP COM 030371108 7,455 306,924 SH   DFND 1 0 306,924 0
AMERICAN WTR WKS CO INC NEW COM 030420103 6,137 145,226 SH   SOLE   140,886 0 4,340
AMERICAN WTR WKS CO INC NEW COM 030420103 1,011 23,924 SH   DFND 1 0 23,924 0
AMERICAN WOODMARKCORP COM 030506109 55,720 1,409,555 SH   SOLE   344,106 0 1,065,449
AMERICAN WOODMARKCORP COM 030506109 10,336 261,467 SH   DFND 1 0 261,467 0
AMERISAFE INC COM 03071H100 40,507 958,984 SH   SOLE   671,641 0 287,343
AMERISAFE INC COM 03071H100 5,508 130,390 SH   DFND 1 0 130,390 0
AMERISOURCEBERGEN CORP COM 03073E105 175,094 2,490,308 SH   SOLE   5,508 0 2,484,800
AMERISOURCEBERGEN CORP COM 03073E105 83 1,185 SH   DFND 1 0 1,185 0
AMERISERV FINL INC COM 03074A102 3,360 1,108,873 SH   SOLE   1,108,873 0 0
AMERIPRISE FINL INC COM 03076C106 1,163,200 10,110,386 SH   SOLE   6,114,773 0 3,995,613
AMERIPRISE FINL INC COM 03076C106 27,876 242,299 SH   DFND 1 0 242,299 0
AMERIPRISE FINL INC COM 03076C106 24,033 208,890 SH   DFND 3 0 34,535 174,355
AMERIPRISE FINL INC COM 03076C106 68,739 597,473 SH   DFND 2 0 456,313 141,160
AMERIS BANCORP COM 03076K108 41,154 1,949,483 SH   SOLE   1,657,801 0 291,682
AMERIS BANCORP COM 03076K108 6,417 303,965 SH   DFND 1 0 303,965 0
AMETEK INC NEW COM 031100100 321,652 6,106,923 SH   SOLE   3,429,116 0 2,677,807
AMETEK INC NEW COM 031100100 18,838 357,664 SH   DFND 1 0 357,664 0
AMETEK INC NEW COM 031100100 2,507 47,600 SH   DFND 3 0 0 47,600
AMETEK INC NEW COM 031100100 52,979 1,005,874 SH   DFND 2 0 818,409 187,465
AMGEN INC COM 031162100 2,054,034 17,992,592 SH   SOLE   4,610,728 0 13,381,864
AMGEN INC COM 031162100 31,965 280,000 SH   DFND 1 0 280,000 0
AMGEN INC COM 031162100 10,947 95,894 SH   DFND 3 0 71,894 24,000
AMGEN INC COM 031162100 54,650 478,710 SH   DFND 2 0 404,500 74,210
AMKOR TECHNOLOGY INC COM 031652100 341 55,582 SH   SOLE   55,582 0 0
AMKOR TECHNOLOGY INC COM 031652100 38 6,159 SH   DFND 1 0 6,159 0
AMPCO-PITTSBURGH CORP COM 032037103 567 29,172 SH   SOLE   29,172 0 0
AMPHENOL CORP NEW CL A 032095101 76,127 853,629 SH   SOLE   709,379 0 144,250
AMPHENOL CORP NEW CL A 032095101 7,460 83,650 SH   DFND 1 0 83,650 0
AMPHENOL CORP NEW CL A 032095101 2,085 23,380 SH   DFND 3 0 23,380 0
AMSURG CORP COM 03232P405 87,358 1,902,394 SH   SOLE   1,318,444 0 583,950
AMSURG CORP COM 03232P405 14,135 307,811 SH   DFND 1 0 307,811 0
AMTRUST FINL SVCSINC COM 032359309 1,652 50,538 SH   SOLE   50,538 0 0
AMTRUST FINL SVCSINC COM 032359309 9 288 SH   DFND 1 0 288 0
ANACOR PHARMACEUTICALS INC COM 032420101 59,192 3,527,533 SH   SOLE   3,073,011 0 454,522
ANACOR PHARMACEUTICALS INC COM 032420101 6,629 395,047 SH   DFND 1 0 395,047 0
ANACOR PHARMACEUTICALS INC COM 032420101 693 41,300 SH   DFND 2 0 41,300 0
ANADARKO PETE CORP COM 032511107 1,773,211 22,355,156 SH   SOLE   7,494,306 16,090 14,844,760
ANADARKO PETE CORP COM 032511107 118,805 1,497,800 SH   DFND 1 0 1,497,800 0
ANADARKO PETE CORP COM 032511107 21,468 270,655 SH   DFND 3 0 38,400 232,255
ANADARKO PETE CORP COM 032511107 57,649 726,785 SH   DFND 2 0 574,605 152,180
ANALOG DEVICES INC COM 032654105 917,455 18,014,034 SH   SOLE   5,173,475 0 12,840,559
ANALOG DEVICES INC COM 032654105 506 9,941 SH   DFND 1 0 9,941 0
ANALOGIC CORP COM PAR $0.05 032657207 1,227 13,860 SH   SOLE   13,860 0 0
ANDERSONS INC COM 034164103 398 4,463 SH   SOLE   1,028 0 3,435
ANDERSONS INC COM 034164103 227 2,544 SH   DFND 1 0 2,544 0
ANGIES LIST INC COM 034754101 116,908 7,716,715 SH   SOLE   6,124,055 0 1,592,660
ANGIES LIST INC COM 034754101 6,974 460,330 SH   DFND 1 0 460,330 0
ANGIODYNAMICS INC COM 03475V101 2,218 129,035 SH   SOLE   129,035 0 0
ANGLOGOLD ASHANTILTD SPONSORED ADR 035128206 3,618 308,703 SH   SOLE   85,041 0 223,662
ANGLOGOLD ASHANTILTD SPONSORED ADR 035128206 2,104 179,491 SH   DFND 1 0 179,491 0
ANGLOGOLD ASHANTILTD SPONSORED ADR 035128206 3,321 283,400 SH   DFND 2 0 169,200 114,200
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,005,413 9,444,045 SH   SOLE   5,151,902 0 4,292,143
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 72,808 683,902 SH   DFND 1 0 683,902 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 15,085 141,700 SH   DFND 3 0 89,980 51,720
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 30,273 284,360 SH   DFND 2 0 87,500 196,860
ANIKA THERAPEUTICS INC COM 035255108 1,839 48,200 SH   SOLE   48,200 0 0
ANIKA THERAPEUTICS INC COM 035255108 5,816 152,410 SH   DFND 1 0 152,410 0
ANN INC COM 035623107 1,744 47,706 SH   SOLE   47,706 0 0
ANN INC COM 035623107 35 969 SH   DFND 1 0 969 0
ANSYS INC COM 03662Q105 79,772 914,816 SH   SOLE   713,897 0 200,919
ANSYS INC COM 03662Q105 6,844 78,490 SH   DFND 1 0 78,490 0
ANSYS INC COM 03662Q105 1,885 21,620 SH   DFND 3 0 21,620 0
ANTERO RES CORP COM 03674X106 70,803 1,116,067 SH   SOLE   338,962 0 777,105
ANTERO RES CORP COM 03674X106 13,823 217,896 SH   DFND 1 0 217,896 0
ANTERO RES CORP COM 03674X106 390 6,155 SH   DFND 3 0 0 6,155
ANTERO RES CORP COM 03674X106 2,103 33,155 SH   DFND 2 0 33,155 0
ANWORTH MORTGAGE ASSET CP COM 037347101 32,285 7,668,552 SH   SOLE   6,423,919 0 1,244,633
ANWORTH MORTGAGE ASSET CP COM 037347101 3,487 828,355 SH   DFND 1 0 828,355 0
APACHE CORP COM 037411105 211,754 2,463,972 SH   SOLE   847,287 0 1,616,685
APACHE CORP COM 037411105 31,798 369,999 SH   DFND 1 0 369,999 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,783 107,393 SH   SOLE   107,393 0 0
APOGEE ENTERPRISES INC COM 037598109 4,747 132,204 SH   SOLE   78,437 0 53,767
APOGEE ENTERPRISES INC COM 037598109 2,133 59,410 SH   DFND 1 0 59,410 0
APOLLO INVT CORP COM 03761U106 8,931 1,053,126 SH   SOLE   76,826 0 976,300
APOLLO INVT CORP COM 03761U106 32 3,759 SH   DFND 1 0 3,759 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 15,277 1,033,627 SH   SOLE   1,033,627 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 5 352 SH   DFND 1 0 352 0
APPLE INC COM 037833100 2,474,146 4,409,378 SH   SOLE   1,950,067 0 2,459,311
APPLE INC COM 037833100 92,713 165,232 SH   DFND 1 0 165,232 0
APPLE INC COM 037833100 60,147 107,193 SH   DFND 3 0 44,733 62,460
APPLE INC COM 037833100 94,438 168,306 SH   DFND 2 0 94,075 74,231
APPLIED INDL TECHNOLOGIES IN COM 03820C105 87,760 1,787,728 SH   SOLE   1,546,768 0 240,960
APPLIED INDL TECHNOLOGIES IN COM 03820C105 9,704 197,674 SH   DFND 1 0 197,674 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 7,805 583,315 SH   SOLE   429,980 0 153,335
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 2,244 167,700 SH   DFND 1 0 167,700 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 33 2,500 SH   DFND 2 0 0 2,500
APTARGROUP INC COM 038336103 10,386 153,159 SH   SOLE   153,159 0 0
APTARGROUP INC COM 038336103 747 11,023 SH   DFND 1 0 11,023 0
ARABIAN AMERN DEVCO COM 038465100 10,269 818,261 SH   SOLE   202,517 0 615,744
ARABIAN AMERN DEVCO COM 038465100 24,075 1,918,349 SH   DFND 1 0 1,918,349 0
ARATANA THERAPEUTICS INC COM 03874P101 7,243 379,190 SH   SOLE   299,340 0 79,850
ARATANA THERAPEUTICS INC COM 03874P101 1,444 75,595 SH   DFND 1 0 75,595 0
ARBOR RLTY TR INC COM 038923108 37,513 5,632,543 SH   SOLE   4,431,587 0 1,200,956
ARBOR RLTY TR INC COM 038923108 5,914 887,930 SH   DFND 1 0 887,930 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 11,273 631,921 SH   SOLE   348,124 0 283,797
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 37,672 2,111,685 SH   DFND 1 0 2,111,685 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 494 27,700 SH   DFND 3 0 27,700 0
ARCHER DANIELS MIDLAND CO COM 039483102 109,784 2,529,590 SH   SOLE   51,270 0 2,478,320
ARCHER DANIELS MIDLAND CO COM 039483102 2,779 64,035 SH   DFND 1 0 64,035 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 212 200,000 PRN   SOLE   50,000 0 150,000
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 397 375,000 PRN   DFND 1 0 375,000 0
ARCTIC CAT INC COM 039670104 14,389 252,535 SH   SOLE   232,545 0 19,990
ARENA PHARMACEUTICALS INC COM 040047102 155,324 26,551,079 SH   SOLE   17,192,654 0 9,358,425
ARENA PHARMACEUTICALS INC COM 040047102 9,807 1,676,475 SH   DFND 1 0 1,676,475 0
ARENA PHARMACEUTICALS INC COM 040047102 2,167 370,460 SH   DFND 3 0 250,030 120,430
ARENA PHARMACEUTICALS INC COM 040047102 8,342 1,426,000 SH   DFND 2 0 853,000 573,000
ARES CAP CORP COM 04010L103 16,995 956,385 SH   SOLE   956,385 0 0
ARES CAP CORP COM 04010L103 1,048 58,981 SH   DFND 1 0 58,981 0
ARES COML REAL ESTATE CORP COM 04013V108 25,303 1,931,533 SH   SOLE   1,931,533 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 13,962 1,504,490 SH   SOLE   647,790 0 856,700
ARMADA HOFFLER PPTYS INC COM 04208T108 6,544 705,181 SH   DFND 1 0 705,181 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 401,232 6,964,630 SH   SOLE   4,363,649 0 2,600,981
ARMSTRONG WORLD INDS INC NEW COM 04247X102 27,729 481,327 SH   DFND 1 0 481,327 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,053 35,644 SH   DFND 3 0 35,644 0
ARRAY BIOPHARMA INC COM 04269X105 675 134,681 SH   SOLE   134,681 0 0
ARRIS GROUP INC NEW COM 04270V106 5,437 223,160 SH   SOLE   223,160 0 0
ARROW ELECTRS INC COM 042735100 348,491 6,423,794 SH   SOLE   1,584,294 0 4,839,500
ARROW ELECTRS INC COM 042735100 3,776 69,600 SH   DFND 1 0 69,600 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 114,535 1,756,946 SH   SOLE   1,530,590 0 226,356
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 3,221 49,405 SH   DFND 1 0 49,405 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,120 17,183 SH   DFND 3 0 6,500 10,683
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 8,745 134,150 SH   DFND 2 0 105,050 29,100
ARUBA NETWORKS INC COM 043176106 2,423 135,362 SH   SOLE   135,362 0 0
ARUBA NETWORKS INC COM 043176106 34 1,885 SH   DFND 1 0 1,885 0
ASCENA RETAIL GROUP INC COM 04351G101 99,156 4,686,027 SH   SOLE   3,359,227 0 1,326,800
ASCENA RETAIL GROUP INC COM 04351G101 17,029 804,764 SH   DFND 1 0 804,764 0
ASPEN TECHNOLOGY INC COM 045327103 18,045 431,710 SH   SOLE   402,500 0 29,210
ASSOCIATED BANC CORP COM 045487105 17,822 1,024,275 SH   SOLE   809,685 0 214,590
ASSOCIATED BANC CORP COM 045487105 7,833 450,172 SH   DFND 1 0 450,172 0
ASSURANT INC COM 04621X108 10,719 161,504 SH   SOLE   144,324 0 17,180
ASSURANT INC COM 04621X108 5,853 88,191 SH   DFND 1 0 88,191 0
ASTORIA FINL CORP COM 046265104 122,213 8,836,800 SH   SOLE   8,836,800 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,711,570 28,828,870 SH   SOLE   9,760,286 34,100 19,034,484
ASTRAZENECA PLC SPONSORED ADR 046353108 30,322 510,726 SH   DFND 1 0 510,726 0
ASTRAZENECA PLC SPONSORED ADR 046353108 11,215 188,903 SH   DFND 3 0 80,963 107,940
ASTRAZENECA PLC SPONSORED ADR 046353108 3,574 60,200 SH   DFND 2 0 0 60,200
ASTRONICS CORP COM 046433108 26,523 520,060 SH   SOLE   332,399 0 187,661
ASTRONICS CORP COM 046433108 6,422 125,922 SH   DFND 1 0 125,922 0
ATHLON ENERGY INC COM 047477104 41,585 1,374,705 SH   SOLE   1,166,701 0 208,004
ATHLON ENERGY INC COM 047477104 10,521 347,793 SH   DFND 1 0 347,793 0
ATLANTIC COAST FINL CORP COM 048426100 5,927 1,368,820 SH   SOLE   1,368,820 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 639 183,600 SH   SOLE   183,600 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 9 2,724 SH   DFND 1 0 2,724 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 58,919 1,431,811 SH   SOLE   1,005,013 0 426,798
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 10,251 249,114 SH   DFND 1 0 249,114 0
ATMOS ENERGY CORP COM 049560105 49,447 1,088,664 SH   SOLE   734,324 0 354,340
ATMOS ENERGY CORP COM 049560105 8,590 189,128 SH   DFND 1 0 189,128 0
ATMOS ENERGY CORP COM 049560105 527 11,600 SH   DFND 3 0 8,500 3,100
ATRICURE INC COM 04963C209 7,945 425,340 SH   SOLE   425,340 0 0
ATRION CORP COM 049904105 10,491 35,414 SH   SOLE   30,734 0 4,680
ATRION CORP COM 049904105 267 900 SH   DFND 1 0 900 0
ATWOOD OCEANICS INC COM 050095108 56,697 1,061,947 SH   SOLE   761,590 0 300,357
ATWOOD OCEANICS INC COM 050095108 12,046 225,620 SH   DFND 1 0 225,620 0
AUDIENCE INC COM 05070J102 477 41,000 SH   SOLE   41,000 0 0
AURICO GOLD INC COM 05155C105 52,075 14,228,050 SH   SOLE   12,321,985 0 1,906,065
AURICO GOLD INC COM 05155C105 20,809 5,685,424 SH   DFND 1 0 5,685,424 0
AURICO GOLD INC COM 05155C105 25 6,900 SH   DFND 2 0 6,900 0
AUTODESK INC COM 052769106 540,834 10,745,754 SH   SOLE   7,177,656 0 3,568,098
AUTODESK INC COM 052769106 29,853 593,155 SH   DFND 1 0 593,155 0
AUTODESK INC COM 052769106 13,150 261,278 SH   DFND 3 0 155,682 105,596
AUTODESK INC COM 052769106 21,852 434,168 SH   DFND 2 0 315,355 118,813
AUTOHOME INC SP ADR RP CL A 05278C107 1,062 29,035 SH   SOLE   29,035 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 2,694 73,633 SH   DFND 1 0 73,633 0
AUTOMATIC DATA PROCESSING IN COM 053015103 791,907 9,799,612 SH   SOLE   3,186,228 0 6,613,384
AUTOMATIC DATA PROCESSING IN COM 053015103 13,097 162,076 SH   DFND 1 0 162,076 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,577 106,141 SH   DFND 3 0 54,785 51,356
AUTOMATIC DATA PROCESSING IN COM 053015103 24,519 303,421 SH   DFND 2 0 162,260 141,161
AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 188 13,200 SH   DFND 1 0 13,200 0
AUTOZONE INC COM 053332102 808,908 1,692,488 SH   SOLE   1,305,408 0 387,080
AUTOZONE INC COM 053332102 42,380 88,672 SH   DFND 1 0 88,672 0
AUTOZONE INC COM 053332102 16,253 34,006 SH   DFND 3 0 23,181 10,825
AUTOZONE INC COM 053332102 31,286 65,460 SH   DFND 2 0 35,100 30,360
AUXILIUM PHARMACEUTICALS INC COM 05334D107 31,042 1,496,719 SH   SOLE   771,054 0 725,665
AUXILIUM PHARMACEUTICALS INC COM 05334D107 2,445 117,898 SH   DFND 1 0 117,898 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 939 45,271 SH   DFND 2 0 6,771 38,500
AVALONBAY CMNTYS INC COM 053484101 85,197 720,601 SH   SOLE   561,056 0 159,545
AVALONBAY CMNTYS INC COM 053484101 8,662 73,268 SH   DFND 1 0 73,268 0
AVALONBAY CMNTYS INC COM 053484101 1,214 10,270 SH   DFND 3 0 7,480 2,790
AVALONBAY CMNTYS INC COM 053484101 1,782 15,075 SH   DFND 2 0 0 15,075
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 7,877 2,344,374 SH   SOLE   2,078,774 0 265,600
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 1,412 420,100 SH   DFND 1 0 420,100 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 152 45,300 SH   DFND 2 0 45,300 0
AVERY DENNISON CORP COM 053611109 607 12,100 SH   SOLE   12,100 0 0
AVERY DENNISON CORP COM 053611109 261 5,200 SH   DFND 1 0 5,200 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 37,095 2,402,500 SH   SOLE   2,176,300 0 226,200
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 9,684 627,200 SH   DFND 1 0 624,900 2,300
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 545 35,300 SH   DFND 3 0 25,900 9,400
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 2,696 174,600 SH   DFND 2 0 164,300 10,300
AVIS BUDGET GROUP COM 053774105 102,716 2,541,217 SH   SOLE   2,254,943 0 286,274
AVIS BUDGET GROUP COM 053774105 2,662 65,862 SH   DFND 1 0 65,862 0
AVNET INC COM 053807103 909 20,600 SH   SOLE   20,600 0 0
AXIALL CORP COM 05463D100 4,659 98,200 SH   SOLE   31,760 0 66,440
AXIALL CORP COM 05463D100 52 1,104 SH   DFND 1 0 1,104 0
BB&T CORP COM 054937107 209,789 5,621,347 SH   SOLE   5,225,160 0 396,187
BB&T CORP COM 054937107 1,897 50,821 SH   DFND 1 0 50,821 0
BB&T CORP COM 054937107 8,958 240,030 SH   DFND 3 0 0 240,030
BCE INC COM NEW 05534B760 345 7,976 SH   SOLE   7,976 0 0
BCE INC COM NEW 05534B760 1,222 28,231 SH   DFND 1 0 28,231 0
BHP BILLITON PLC SPONSORED ADR 05545E209 11,049 177,861 SH   SOLE   116,547 0 61,314
BHP BILLITON PLC SPONSORED ADR 05545E209 45,180 727,309 SH   DFND 1 0 727,309 0
BOK FINL CORP COM NEW 05561Q201 31,865 480,481 SH   SOLE   256,335 0 224,146
BOK FINL CORP COM NEW 05561Q201 5,928 89,387 SH   DFND 1 0 89,387 0
BOK FINL CORP COM NEW 05561Q201 1,616 24,360 SH   DFND 3 0 24,360 0
BP PLC SPONSORED ADR 055622104 2,267,645 46,649,754 SH   SOLE   15,055,868 48,800 31,545,086
BP PLC SPONSORED ADR 055622104 129,322 2,660,407 SH   DFND 1 0 2,660,407 0
BP PLC SPONSORED ADR 055622104 13,302 273,640 SH   DFND 3 0 99,700 173,940
BPZ RESOURCES INC COM 055639108 12,373 6,798,110 SH   SOLE   3,818,690 0 2,979,420
BPZ RESOURCES INC COM 055639108 3,757 2,064,209 SH   DFND 1 0 2,064,209 0
BRE PROPERTIES INC CL A 05564E106 3,476 63,540 SH   SOLE   63,540 0 0
BNC BANCORP COM 05566T101 26,675 1,556,298 SH   SOLE   1,556,298 0 0
BSB BANCORP INC MD COM 05573H108 11,339 751,414 SH   SOLE   609,651 0 141,763
BSB BANCORP INC MD COM 05573H108 1,975 130,900 SH   DFND 1 0 130,900 0
BAIDU INC SPON ADR REP A 056752108 4,043 22,730 SH   SOLE   22,730 0 0
BAIDU INC SPON ADR REP A 056752108 2,573 14,463 SH   DFND 1 0 14,463 0
BAKER HUGHES INC COM 057224107 565,111 10,226,399 SH   SOLE   1,190,430 0 9,035,969
BAKER HUGHES INC COM 057224107 74,774 1,353,139 SH   DFND 1 0 1,353,139 0
BAKER HUGHES INC COM 057224107 14,356 259,793 SH   DFND 3 0 175,093 84,700
BAKER HUGHES INC COM 057224107 7,736 139,995 SH   DFND 2 0 111,800 28,195
BALL CORP COM 058498106 239,357 4,633,319 SH   SOLE   2,942,513 0 1,690,806
BALL CORP COM 058498106 32,749 633,934 SH   DFND 1 0 633,934 0
BALL CORP COM 058498106 9,786 189,440 SH   DFND 3 0 77,130 112,310
BALL CORP COM 058498106 27,338 529,195 SH   DFND 2 0 444,525 84,670
BALLY TECHNOLOGIES INC COM 05874B107 470 5,994 SH   SOLE   5,994 0 0
BALLY TECHNOLOGIES INC COM 05874B107 20 254 SH   DFND 1 0 254 0
BANCFIRST CORP COM 05945F103 15,422 275,106 SH   SOLE   237,726 0 37,380
BANCFIRST CORP COM 05945F103 7,204 128,513 SH   DFND 1 0 128,513 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 319 25,486 SH   SOLE   25,486 0 0
BANCO MACRO SA SPON ADR B 05961W105 4,947 203,828 SH   SOLE   185,138 0 18,690
BANCO MACRO SA SPON ADR B 05961W105 4,740 195,300 SH   DFND 1 0 195,300 0
BANCO MACRO SA SPON ADR B 05961W105 3,930 161,929 SH   DFND 3 0 0 161,929
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2,561 108,642 SH   SOLE   76,048 0 32,594
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,171 49,691 SH   DFND 1 0 49,691 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 52 2,200 SH   DFND 3 0 0 2,200
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 936 39,700 SH   DFND 2 0 32,600 7,100
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 76,531 12,546,026 SH   SOLE   11,204,106 0 1,341,920
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 8,157 1,337,241 SH   DFND 1 0 1,337,241 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 2,655 435,250 SH   DFND 3 0 158,150 277,100
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 4,505 738,500 SH   DFND 2 0 738,500 0
BANCORP INC DEL COM 05969A105 63,656 3,554,224 SH   SOLE   3,554,224 0 0
BANK OF AMERICA CORPORATION COM 060505104 811,627 52,127,616 SH   SOLE   15,580,018 0 36,547,598
BANK OF AMERICA CORPORATION COM 060505104 17,529 1,125,827 SH   DFND 1 0 1,125,827 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 127 120 SH   SOLE   60 0 60
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 80 75 SH   DFND 1 0 75 0
BANK KY FINL CORP COM 062896105 1,823 49,416 SH   SOLE   49,416 0 0
BANK OF MARIN BANCORP COM 063425102 10,868 250,470 SH   SOLE   250,470 0 0
BANK MONTREAL QUE COM 063671101 494 7,412 SH   SOLE   7,412 0 0
BANK MUTUAL CORP NEW COM 063750103 3,051 435,239 SH   SOLE   435,239 0 0
BANK NEW YORK MELLON CORP COM 064058100 483 13,814 SH   SOLE   13,814 0 0
BANK N S HALIFAX COM 064149107 359,633 5,749,889 SH   SOLE   2,147,589 16,630 3,585,670
BANK N S HALIFAX COM 064149107 15,956 255,175 SH   DFND 1 0 255,175 0
BANK N S HALIFAX COM 064149107 10,528 168,340 SH   DFND 3 0 0 168,340
BANK N S HALIFAX COM 064149107 16,043 256,600 SH   DFND 2 0 256,600 0
BANK COMM HLDGS COM 06424J103 7,947 1,391,710 SH   SOLE   1,391,710 0 0
BANKFINANCIAL CORP COM 06643P104 18,820 2,054,614 SH   SOLE   2,054,614 0 0
BANKRATE INC DEL COM 06647F102 193,424 10,781,698 SH   SOLE   7,616,077 0 3,165,621
BANKRATE INC DEL COM 06647F102 14,137 788,037 SH   DFND 1 0 788,037 0
BANKUNITED INC COM 06652K103 324,695 9,863,166 SH   SOLE   9,635,368 0 227,798
BANKUNITED INC COM 06652K103 1,817 55,200 SH   DFND 1 0 55,200 0
BANRO CORP COM 066800103 363 676,813 SH   SOLE   676,813 0 0
BANRO CORP COM 066800103 3,651 6,806,454 SH   DFND 1 0 6,806,454 0
BARD C R INC COM 067383109 165,318 1,234,272 SH   SOLE   508,540 0 725,732
BARD C R INC COM 067383109 6,470 48,305 SH   DFND 1 0 48,305 0
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 2,256 39,609 SH   SOLE   39,609 0 0
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 490 8,600 SH   DFND 1 0 8,600 0
BARCLAYS BK PLC IPT NICKEL ETN 06740P213 1,460 58,550 SH   DFND 1 0 58,550 0
BARNES GROUP INC COM 067806109 102,216 2,668,134 SH   SOLE   2,191,276 0 476,858
BARNES GROUP INC COM 067806109 3,578 93,384 SH   DFND 1 0 93,384 0
BARRICK GOLD CORP COM 067901108 225,008 12,764,637 SH   SOLE   11,155,424 0 1,609,213
BARRICK GOLD CORP COM 067901108 55,965 3,175,137 SH   DFND 1 0 3,175,137 0
BARRICK GOLD CORP COM 067901108 6,387 362,292 SH   DFND 3 0 240,992 121,300
BARRICK GOLD CORP COM 067901108 3,893 220,800 SH   DFND 2 0 209,800 11,000
BARRETT BUSINESS SERVICES IN COM 068463108 4,489 48,399 SH   SOLE   48,399 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 11 124 SH   DFND 1 0 124 0
BAXANO SURGICAL INC COM 071773105 745 737,618 SH   SOLE   726,918 0 10,700
BAXANO SURGICAL INC COM 071773105 12 12,300 SH   DFND 1 0 12,300 0
BAXANO SURGICAL INC COM 071773105 11 11,200 SH   DFND 2 0 11,200 0
BAXTER INTL INC COM 071813109 558,854 8,035,282 SH   SOLE   2,317,522 0 5,717,760
BAXTER INTL INC COM 071813109 564 8,107 SH   DFND 1 0 8,107 0
BAYTEX ENERGY CORP COM 07317Q105 225 5,745 SH   SOLE   2,048 0 3,697
BAYTEX ENERGY CORP COM 07317Q105 734 18,744 SH   DFND 1 0 18,744 0
B/E AEROSPACE INC COM 073302101 4,402 50,580 SH   SOLE   0 0 50,580
B/E AEROSPACE INC COM 073302101 99 1,135 SH   DFND 1 0 1,135 0
BECTON DICKINSON & CO COM 075887109 404,528 3,661,221 SH   SOLE   610,829 0 3,050,392
BECTON DICKINSON & CO COM 075887109 7,752 70,161 SH   DFND 1 0 70,161 0
BECTON DICKINSON & CO COM 075887109 188 1,700 SH   DFND 2 0 1,700 0
BED BATH & BEYONDINC COM 075896100 16,308 203,086 SH   SOLE   95,911 0 107,175
BED BATH & BEYONDINC COM 075896100 4,938 61,500 SH   DFND 1 0 61,500 0
BELDEN INC COM 077454106 235,584 3,343,986 SH   SOLE   2,417,066 0 926,920
BELDEN INC COM 077454106 92,053 1,306,641 SH   DFND 1 0 1,306,641 0
BELDEN INC COM 077454106 5,559 78,910 SH   DFND 2 0 78,910 0
BENCHMARK ELECTRSINC COM 08160H101 489 21,202 SH   SOLE   21,202 0 0
BENCHMARK ELECTRSINC COM 08160H101 7 310 SH   DFND 1 0 310 0
BENEFICIAL MUTUALBANCORP IN COM 08173R104 56,275 5,153,403 SH   SOLE   5,153,403 0 0
BERKLEY W R CORP COM 084423102 62,967 1,451,189 SH   SOLE   1,111,369 0 339,820
BERKLEY W R CORP COM 084423102 5,624 129,605 SH   DFND 1 0 129,605 0
BERKLEY W R CORP COM 084423102 1,564 36,040 SH   DFND 3 0 36,040 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,534 88,850 SH   SOLE   88,850 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 781 6,590 SH   DFND 1 0 6,590 0
BEST BUY INC COM 086516101 473,223 11,866,163 SH   SOLE   10,815,298 0 1,050,865
BEST BUY INC COM 086516101 21,367 535,780 SH   DFND 1 0 535,780 0
BEST BUY INC COM 086516101 9,300 233,210 SH   DFND 3 0 189,490 43,720
BEST BUY INC COM 086516101 6,761 169,530 SH   DFND 2 0 0 169,530
BHP BILLITON LTD SPONSORED ADR 088606108 14,367 210,657 SH   SOLE   138,037 0 72,620
BHP BILLITON LTD SPONSORED ADR 088606108 72,678 1,065,654 SH   DFND 1 0 1,065,654 0
BIG LOTS INC COM 089302103 453 14,033 SH   SOLE   14,033 0 0
BIG LOTS INC COM 089302103 30 930 SH   DFND 1 0 930 0
BIOCRYST PHARMACEUTICALS COM 09058V103 30,453 4,007,024 SH   SOLE   2,989,031 0 1,017,993
BIOCRYST PHARMACEUTICALS COM 09058V103 5,042 663,372 SH   DFND 1 0 663,372 0
BIOCRYST PHARMACEUTICALS COM 09058V103 918 120,834 SH   DFND 3 0 88,068 32,766
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,689 38,263 SH   SOLE   38,263 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 141 132,000 PRN   SOLE   36,000 0 96,000
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 211 197,000 PRN   DFND 1 0 197,000 0
BIOGEN IDEC INC COM 09062X103 833,038 2,977,795 SH   SOLE   1,193,525 0 1,784,270
BIOGEN IDEC INC COM 09062X103 46,736 167,062 SH   DFND 1 0 167,062 0
BIOGEN IDEC INC COM 09062X103 8,040 28,740 SH   DFND 2 0 290 28,450
BIODEL INC COM NEW 09064M204 1,256 546,245 SH   SOLE   546,245 0 0
BLACK HILLS CORP COM 092113109 6,107 116,300 SH   SOLE   63,500 0 52,800
BLACK HILLS CORP COM 092113109 3,138 59,756 SH   DFND 1 0 59,756 0
BLACKHAWK NETWORKHLDGS INC CL A 09238E104 9,337 369,630 SH   SOLE   369,630 0 0
BLACKROCK INC COM 09247X101 2,761,469 8,725,848 SH   SOLE   3,348,744 0 5,377,104
BLACKROCK INC COM 09247X101 39,861 125,954 SH   DFND 1 0 125,954 0
BLACKROCK INC COM 09247X101 32,551 102,856 SH   DFND 3 0 28,153 74,703
BLACKROCK INC COM 09247X101 100,014 316,031 SH   DFND 2 0 256,770 59,261
BLACKSTONE MTG TRINC COM CL A 09257W100 43,261 1,594,600 SH   SOLE   1,302,600 0 292,000
BLACKSTONE MTG TRINC COM CL A 09257W100 1,989 73,300 SH   DFND 1 0 73,300 0
BLOOMIN BRANDS INC COM 094235108 245,608 10,229,406 SH   SOLE   7,450,286 0 2,779,120
BLOOMIN BRANDS INC COM 094235108 13,136 547,114 SH   DFND 1 0 547,114 0
BLOOMIN BRANDS INC COM 094235108 1,717 71,506 SH   DFND 3 0 0 71,506
BLUCORA INC COM 095229100 513 17,600 SH   SOLE   17,600 0 0
BLUE NILE INC COM 09578R103 115 2,450 SH   SOLE   2,450 0 0
BLUE NILE INC COM 09578R103 285 6,056 SH   DFND 1 0 6,056 0
BOB EVANS FARMS INC COM 096761101 508 10,032 SH   SOLE   10,032 0 0
BOB EVANS FARMS INC COM 096761101 187 3,700 SH   DFND 1 0 3,700 0
BOEING CO COM 097023105 1,002,500 7,344,861 SH   SOLE   2,942,901 4,290 4,397,670
BOEING CO COM 097023105 31,392 229,997 SH   DFND 1 0 229,997 0
BOEING CO COM 097023105 6,014 44,065 SH   DFND 3 0 29,655 14,410
BOEING CO COM 097023105 22,206 162,695 SH   DFND 2 0 99,065 63,630
BOISE CASCADE CO DEL COM 09739D100 11,189 379,534 SH   SOLE   242,634 0 136,900
BOISE CASCADE CO DEL COM 09739D100 4,472 151,700 SH   DFND 1 0 151,700 0
BOISE CASCADE CO DEL COM 09739D100 24 800 SH   DFND 2 0 800 0
BONANZA CREEK ENERGY INC COM 097793103 2,260 51,990 SH   SOLE   51,990 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 56,116 2,930,358 SH   SOLE   2,343,691 0 586,667
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,568 81,867 SH   DFND 1 0 81,867 0
BORGWARNER INC COM 099724106 332 5,946 SH   SOLE   5,946 0 0
BORGWARNER INC COM 099724106 212 3,800 SH   DFND 1 0 3,800 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 971 76,930 SH   SOLE   0 0 76,930
BOSTON PROPERTIESINC COM 101121101 39,738 395,915 SH   SOLE   311,715 0 84,200
BOSTON PROPERTIESINC COM 101121101 3,804 37,895 SH   DFND 1 0 37,895 0
BOSTON SCIENTIFICCORP COM 101137107 572,926 47,664,357 SH   SOLE   7,844,457 0 39,819,900
BOSTON SCIENTIFICCORP COM 101137107 5,354 445,448 SH   DFND 1 0 445,448 0
BOSTON SCIENTIFICCORP COM 101137107 2,453 204,100 SH   DFND 2 0 41,900 162,200
BOTTOMLINE TECH DEL INC COM 101388106 4,765 131,789 SH   SOLE   131,789 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,683 46,556 SH   DFND 1 0 46,556 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 228 170,000 PRN   SOLE   50,000 0 120,000
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 214 160,000 PRN   DFND 1 0 160,000 0
BOYD GAMING CORP COM 103304101 1,181 104,900 SH   SOLE   104,900 0 0
BOYD GAMING CORP COM 103304101 6 546 SH   DFND 1 0 546 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,444 244,400 SH   SOLE   79,800 0 164,600
BRAVO BRIO RESTAURANT GROUP COM 10567B109 16,572 1,018,550 SH   SOLE   875,550 0 143,000
BRAVO BRIO RESTAURANT GROUP COM 10567B109 7,798 479,280 SH   DFND 1 0 479,280 0
BRIDGE CAP HLDGS COM 108030107 11,324 551,310 SH   SOLE   383,900 0 167,410
BRIDGE CAP HLDGS COM 108030107 3,422 166,600 SH   DFND 1 0 166,600 0
BRIDGE BANCORP INC COM 108035106 28,097 1,080,638 SH   SOLE   1,080,638 0 0
BRIDGEPOINT ED INC COM 10807M105 718 40,538 SH   SOLE   40,538 0 0
BRIDGEPOINT ED INC COM 10807M105 6 343 SH   DFND 1 0 343 0
BRIGGS & STRATTONCORP COM 109043109 6,783 311,714 SH   SOLE   190,239 0 121,475
BRIGGS & STRATTONCORP COM 109043109 2,967 136,367 SH   DFND 1 0 136,367 0
BRIGHTCOVE INC COM 10921T101 882 62,398 SH   SOLE   62,398 0 0
BRIGHTCOVE INC COM 10921T101 8 567 SH   DFND 1 0 567 0
BRINKER INTL INC COM 109641100 28,269 610,030 SH   SOLE   445,520 0 164,510
BRINKER INTL INC COM 109641100 3,868 83,477 SH   DFND 1 0 83,477 0
BRINKS CO COM 109696104 3,387 99,200 SH   SOLE   300 0 98,900
BRINKS CO COM 109696104 17 505 SH   DFND 1 0 505 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,007,402 75,397,964 SH   SOLE   23,724,807 0 51,673,157
BRISTOL MYERS SQUIBB CO COM 110122108 83,857 1,577,750 SH   DFND 1 0 1,577,750 0
BRISTOL MYERS SQUIBB CO COM 110122108 30,384 571,674 SH   DFND 3 0 275,091 296,583
BRISTOL MYERS SQUIBB CO COM 110122108 105,812 1,990,815 SH   DFND 2 0 1,392,808 598,007
BRITISH AMERN TOBPLC SPONSORED ADR 110448107 4,587 42,700 SH   SOLE   42,700 0 0
BROADCOM CORP CL A 111320107 149,973 5,058,124 SH   SOLE   3,853,024 0 1,205,100
BROADCOM CORP CL A 111320107 6,829 230,320 SH   DFND 1 0 230,320 0
BROADCOM CORP CL A 111320107 10,375 349,900 SH   DFND 3 0 59,400 290,500
BROADCOM CORP CL A 111320107 7,017 236,671 SH   DFND 2 0 94,080 142,591
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 352 350,000 PRN   SOLE   95,000 0 255,000
BROADSOFT INC NOTE 1.500% 7/0 11133BAB8 347 345,000 PRN   DFND 1 0 345,000 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,033 116,494 SH   SOLE   116,494 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 369 41,641 SH   DFND 1 0 41,641 0
BROOKDALE SR LIVING INC COM 112463104 67,501 2,483,492 SH   SOLE   2,111,519 0 371,973
BROOKDALE SR LIVING INC COM 112463104 2,653 97,600 SH   DFND 1 0 97,600 0
BROWN & BROWN INC COM 115236101 5,949 189,506 SH   SOLE   185,586 0 3,920
BROWN & BROWN INC COM 115236101 691 22,021 SH   DFND 1 0 22,021 0
BRUKER CORP COM 116794108 78,007 3,945,709 SH   SOLE   602,441 0 3,343,268
BRUKER CORP COM 116794108 7 353 SH   DFND 1 0 353 0
BRUNSWICK CORP COM 117043109 4,692 101,860 SH   SOLE   101,860 0 0
BRUNSWICK CORP COM 117043109 18 381 SH   DFND 1 0 381 0
BRYN MAWR BK CORP COM 117665109 20,359 674,600 SH   SOLE   674,600 0 0
B2GOLD CORP COM 11777Q209 115 55,840 SH   SOLE   55,840 0 0
BUCKLE INC COM 118440106 51,512 980,056 SH   SOLE   547,359 0 432,697
BUCKLE INC COM 118440106 2,371 45,110 SH   DFND 1 0 45,110 0
BUFFALO WILD WINGS INC COM 119848109 96,472 655,379 SH   SOLE   507,448 0 147,931
BUFFALO WILD WINGS INC COM 119848109 5,054 34,335 SH   DFND 1 0 34,335 0
C&J ENERGY SVCS INC COM 12467B304 4,415 191,130 SH   SOLE   191,130 0 0
CAE INC COM 124765108 3,001 235,995 SH   SOLE   124,175 0 111,820
CAE INC COM 124765108 45 3,504 SH   DFND 1 0 3,504 0
CAS MED SYS INC COM PAR $0.004 124769209 1,030 605,900 SH   DFND 1 0 605,900 0
CAI INTERNATIONALINC COM 12477X106 22,618 959,623 SH   SOLE   375,950 0 583,673
CAI INTERNATIONALINC COM 12477X106 11,123 471,925 SH   DFND 1 0 471,925 0
CBS CORP NEW CL B 124857202 116,273 1,824,184 SH   SOLE   1,431,419 0 392,765
CBS CORP NEW CL B 124857202 911 14,287 SH   DFND 1 0 14,287 0
CEC ENTMT INC COM 125137109 80,933 1,827,759 SH   SOLE   1,295,830 0 531,929
CEC ENTMT INC COM 125137109 13,198 298,057 SH   DFND 1 0 298,057 0
CDW CORP COM 12514G108 34,609 1,481,550 SH   SOLE   1,113,750 0 367,800
CDW CORP COM 12514G108 5,382 230,400 SH   DFND 1 0 230,400 0
CF INDS HLDGS INC COM 125269100 839 3,601 SH   SOLE   3,601 0 0
CF INDS HLDGS INC COM 125269100 1,784 7,655 SH   DFND 1 0 7,655 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,257 55,830 SH   SOLE   55,830 0 0
CIGNA CORPORATION COM 125509109 872,289 9,971,293 SH   SOLE   1,095,456 0 8,875,837
CIGNA CORPORATION COM 125509109 11,410 130,435 SH   DFND 1 0 130,435 0
CIGNA CORPORATION COM 125509109 4,276 48,885 SH   DFND 3 0 48,885 0
CIGNA CORPORATION COM 125509109 3,566 40,768 SH   DFND 2 0 6,200 34,568
CLECO CORP NEW COM 12561W105 718 15,411 SH   SOLE   8,404 0 7,007
CLECO CORP NEW COM 12561W105 391 8,389 SH   DFND 1 0 8,389 0
CME GROUP INC COM 12572Q105 9,073 115,636 SH   SOLE   115,636 0 0
CME GROUP INC COM 12572Q105 2,657 33,866 SH   DFND 1 0 33,866 0
CSS INDS INC COM 125906107 319 11,131 SH   SOLE   11,131 0 0
CNB FINL CORP PA COM 126128107 6,276 330,300 SH   SOLE   330,300 0 0
CNOOC LTD SPONSORED ADR 126132109 6,906 36,800 SH   SOLE   17,800 0 19,000
CNO FINL GROUP INC COM 12621E103 7,462 421,809 SH   SOLE   229,434 0 192,375
CNO FINL GROUP INC COM 12621E103 3,843 217,251 SH   DFND 1 0 217,251 0
CSG SYS INTL INC COM 126349109 7,750 263,594 SH   SOLE   194,094 0 69,500
CSG SYS INTL INC COM 126349109 1,721 58,537 SH   DFND 1 0 58,537 0
CSX CORP COM 126408103 558,844 19,424,543 SH   SOLE   4,243,173 0 15,181,370
CSX CORP COM 126408103 11,283 392,180 SH   DFND 3 0 0 392,180
CU BANCORP CALIF COM 126534106 853 48,788 SH   SOLE   27,803 0 20,985
CU BANCORP CALIF COM 126534106 423 24,197 SH   DFND 1 0 24,197 0
CVR ENERGY INC COM 12662P108 1,445 33,271 SH   SOLE   33,271 0 0
CVR ENERGY INC COM 12662P108 7 152 SH   DFND 1 0 152 0
CVS CAREMARK CORPORATION COM 126650100 3,414,426 47,707,508 SH   SOLE   18,625,429 21,800 29,060,279
CVS CAREMARK CORPORATION COM 126650100 69,949 977,346 SH   DFND 1 0 977,346 0
CVS CAREMARK CORPORATION COM 126650100 44,202 617,606 SH   DFND 3 0 217,885 399,721
CVS CAREMARK CORPORATION COM 126650100 37,045 517,605 SH   DFND 2 0 353,550 164,055
CA INC COM 12673P105 2,284 67,869 SH   SOLE   67,869 0 0
CA INC COM 12673P105 1,709 50,793 SH   DFND 1 0 50,793 0
CABOT CORP COM 127055101 162,606 3,163,544 SH   SOLE   2,491,214 0 672,330
CABOT CORP COM 127055101 11,869 230,910 SH   DFND 1 0 230,910 0
CABOT CORP COM 127055101 2,464 47,930 SH   DFND 3 0 34,335 13,595
CABOT OIL & GAS CORP COM 127097103 462,467 11,931,565 SH   SOLE   2,559,958 0 9,371,607
CABOT OIL & GAS CORP COM 127097103 106,440 2,746,142 SH   DFND 1 0 2,746,142 0
CABOT OIL & GAS CORP COM 127097103 1,180 30,448 SH   DFND 3 0 30,448 0
CABOT OIL & GAS CORP COM 127097103 3,302 85,200 SH   DFND 2 0 85,200 0
CACI INTL INC CL A 127190304 7,572 103,421 SH   SOLE   67,946 0 35,475
CACI INTL INC CL A 127190304 2,908 39,714 SH   DFND 1 0 39,714 0
CADENCE DESIGN SYSTEM INC COM 127387108 412,615 29,430,450 SH   SOLE   18,615,896 0 10,814,554
CADENCE DESIGN SYSTEM INC COM 127387108 28,998 2,068,350 SH   DFND 1 0 2,068,350 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,466 389,848 SH   DFND 3 0 203,946 185,902
CADENCE DESIGN SYSTEM INC COM 127387108 531 37,878 SH   DFND 2 0 4,345 33,533
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 366 195,000 PRN   SOLE   60,000 0 135,000
CADENCE DESIGN SYSTEM INC NOTE 2.625% 6/0 127387AJ7 394 210,000 PRN   DFND 1 0 210,000 0
CADENCE PHARMACEUTICALS INC COM 12738T100 41,527 4,588,619 SH   SOLE   4,193,709 0 394,910
CADENCE PHARMACEUTICALS INC COM 12738T100 4,764 526,360 SH   DFND 1 0 526,360 0
CADENCE PHARMACEUTICALS INC COM 12738T100 341 37,700 SH   DFND 2 0 37,700 0
CAESARS ENTMT CORP COM 127686103 1,213 56,300 SH   SOLE   56,300 0 0
CAESARS ENTMT CORP COM 127686103 8 353 SH   DFND 1 0 353 0
CALAMP CORP COM 128126109 8,664 309,767 SH   SOLE   174,742 0 135,025
CALAMP CORP COM 128126109 4,136 147,855 SH   DFND 1 0 147,855 0
CALAMP CORP COM 128126109 158 5,632 SH   DFND 2 0 0 5,632
CALIX INC COM 13100M509 42,280 4,385,848 SH   SOLE   3,368,058 0 1,017,790
CALIX INC COM 13100M509 11,855 1,229,766 SH   DFND 1 0 1,229,766 0
CALIX INC COM 13100M509 272 28,224 SH   DFND 2 0 2,325 25,899
CALLON PETE CO DEL COM 13123X102 10,392 1,591,420 SH   SOLE   1,189,045 0 402,375
CALLON PETE CO DEL COM 13123X102 8,560 1,310,803 SH   DFND 1 0 1,310,803 0
CALPINE CORP COM NEW 131347304 6,584 337,491 SH   SOLE   156,200 0 181,291
CALPINE CORP COM NEW 131347304 1,272 65,205 SH   DFND 1 0 65,205 0
CALPINE CORP COM NEW 131347304 591 30,290 SH   DFND 3 0 21,190 9,100
CALPINE CORP COM NEW 131347304 782 40,100 SH   DFND 2 0 0 40,100
CAMCO FINL CORP COM 132618109 3,008 450,310 SH   SOLE   450,310 0 0
CAMDEN PPTY TR SH BEN INT 133131102 17,137 301,290 SH   SOLE   301,290 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,001 35,171 SH   DFND 1 0 35,171 0
CAMECO CORP COM 13321L108 113,302 5,455,085 SH   SOLE   2,841,121 0 2,613,964
CAMECO CORP COM 13321L108 13,124 631,938 SH   DFND 1 0 631,938 0
CAMERON INTERNATIONAL CORP COM 13342B105 30,283 508,703 SH   SOLE   353,803 0 154,900
CAMERON INTERNATIONAL CORP COM 13342B105 8,576 144,061 SH   DFND 1 0 144,061 0
CAMPUS CREST CMNTYS INC COM 13466Y105 40,789 4,334,672 SH   SOLE   3,067,460 0 1,267,212
CAMPUS CREST CMNTYS INC COM 13466Y105 6,525 693,380 SH   DFND 1 0 693,380 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 18,606 217,910 SH   SOLE   217,910 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 6,620 77,533 SH   DFND 1 0 77,533 0
CANADIAN NATL RY CO COM 136375102 83,021 1,456,570 SH   SOLE   1,397,170 0 59,400
CANADIAN NATL RY CO COM 136375102 39,386 691,018 SH   DFND 1 0 686,618 4,400
CANADIAN NAT RES LTD COM 136385101 427,306 12,627,631 SH   SOLE   2,303,017 0 10,324,614
CANADIAN NAT RES LTD COM 136385101 46,945 1,387,421 SH   DFND 1 0 1,387,421 0
CANADIAN NAT RES LTD COM 136385101 6,275 185,510 SH   DFND 2 0 185,510 0
CANADIAN PAC RY LTD COM 13645T100 275 1,822 SH   SOLE   1,822 0 0
CAPE BANCORP INC COM 139209100 8,815 867,609 SH   SOLE   867,609 0 0
CAPELLA EDUCATIONCOMPANY COM 139594105 3,782 56,930 SH   SOLE   56,930 0 0
CAPELLA EDUCATIONCOMPANY COM 139594105 14 210 SH   DFND 1 0 210 0
CAPITAL BK FINL CORP CL A COM 139794101 57,517 2,528,200 SH   SOLE   2,528,200 0 0
CAPITAL ONE FINL CORP COM 14040H105 9,502 124,029 SH   SOLE   124,029 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,073 14,000 SH   DFND 1 0 14,000 0
CAPITALSOURCE INC COM 14055X102 60,536 4,212,650 SH   SOLE   1,050,850 0 3,161,800
CAPITALSOURCE INC COM 14055X102 8,476 589,871 SH   DFND 1 0 589,871 0
CAPITOL ACQUISITION CORP II UNIT 99/99/9999 14056V204 2,220 219,800 SH   SOLE   219,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 3,617 299,390 SH   SOLE   299,390 0 0
CARBONITE INC COM 141337105 17,221 1,455,713 SH   SOLE   1,281,223 0 174,490
CARBONITE INC COM 141337105 1,565 132,314 SH   DFND 1 0 132,314 0
CARBONITE INC COM 141337105 107 9,062 SH   DFND 2 0 0 9,062
CARDINAL HEALTH INC COM 14149Y108 2,161,630 32,354,889 SH   SOLE   7,737,025 20,000 24,597,864
CARDINAL HEALTH INC COM 14149Y108 13,662 204,484 SH   DFND 1 0 204,484 0
CARDINAL HEALTH INC COM 14149Y108 22,011 329,450 SH   DFND 3 0 26,460 302,990
CARDINAL HEALTH INC COM 14149Y108 6,756 101,130 SH   DFND 2 0 10,200 90,930
CARDTRONICS INC COM 14161H108 21,723 499,955 SH   SOLE   390,875 0 109,080
CARDTRONICS INC COM 14161H108 9,881 227,410 SH   DFND 1 0 227,410 0
CAREFUSION CORP COM 14170T101 229,214 5,756,247 SH   SOLE   346,443 0 5,409,804
CAREFUSION CORP COM 14170T101 695 17,450 SH   DFND 1 0 17,450 0
CAREFUSION CORP COM 14170T101 480 12,050 SH   DFND 2 0 12,050 0
CARLISLE COS INC COM 142339100 34,921 439,808 SH   SOLE   439,808 0 0
CARLISLE COS INC COM 142339100 59,638 751,113 SH   DFND 1 0 751,113 0
CARLISLE COS INC COM 142339100 58 725 SH   DFND 2 0 725 0
CARMAX INC COM 143130102 122,427 2,603,723 SH   SOLE   2,033,766 0 569,957
CARMAX INC COM 143130102 10,657 226,642 SH   DFND 1 0 226,642 0
CARMAX INC COM 143130102 2,682 57,044 SH   DFND 3 0 57,044 0
CARNIVAL CORP PAIRED CTF 143658300 20,842 518,850 SH   SOLE   129,335 0 389,515
CARNIVAL CORP PAIRED CTF 143658300 571 14,207 SH   DFND 1 0 14,207 0
CARNIVAL CORP PAIRED CTF 143658300 3,739 93,090 SH   DFND 2 0 0 93,090
CAROLINA TR BK LINCOLNTON NC COM 144200102 1,333 385,312 SH   SOLE   385,312 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4,738 76,166 SH   SOLE   66,136 0 10,030
CARPENTER TECHNOLOGY CORP COM 144285103 2,120 34,080 SH   DFND 1 0 34,080 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,334 21,450 SH   DFND 3 0 15,640 5,810
CARRIZO OIL & GASINC COM 144577103 17,497 390,823 SH   SOLE   338,593 0 52,230
CARRIZO OIL & GASINC COM 144577103 16,061 358,741 SH   DFND 1 0 358,741 0
CARVER BANCORP INC COM NEW 146875604 93 13,293 SH   SOLE   13,293 0 0
CASEYS GEN STORESINC COM 147528103 100,804 1,434,926 SH   SOLE   1,137,420 0 297,506
CASEYS GEN STORESINC COM 147528103 10,244 145,824 SH   DFND 1 0 145,824 0
CASS INFORMATION SYS INC COM 14808P109 18,650 276,915 SH   SOLE   251,930 0 24,985
CASTLE A M & CO COM 148411101 876 59,300 SH   SOLE   59,300 0 0
CASTLE A M & CO COM 148411101 19 1,268 SH   DFND 1 0 1,268 0
CATAMARAN CORP COM 148887102 217,451 4,579,854 SH   SOLE   3,090,205 0 1,489,649
CATAMARAN CORP COM 148887102 9,336 196,629 SH   DFND 1 0 196,629 0
CATAMARAN CORP COM 148887102 3,609 76,003 SH   DFND 3 0 40,442 35,561
CATERPILLAR INC DEL COM 149123101 292,051 3,216,066 SH   SOLE   700,546 4,780 2,510,740
CATERPILLAR INC DEL COM 149123101 53 588 SH   DFND 1 0 588 0
CATERPILLAR INC DEL COM 149123101 6,938 76,400 SH   DFND 3 0 0 76,400
CATHAY GENERAL BANCORP COM 149150104 16,496 617,135 SH   SOLE   368,700 0 248,435
CATHAY GENERAL BANCORP COM 149150104 7,261 271,635 SH   DFND 1 0 271,635 0
CATO CORP NEW CL A 149205106 99,454 3,127,477 SH   SOLE   2,101,781 0 1,025,696
CATO CORP NEW CL A 149205106 18,260 574,207 SH   DFND 1 0 574,207 0
CELADON GROUP INC COM 150838100 26,800 1,375,757 SH   SOLE   719,840 0 655,917
CELADON GROUP INC COM 150838100 9,474 486,339 SH   DFND 1 0 486,339 0
CELANESE CORP DEL COM SER A 150870103 260,886 4,716,798 SH   SOLE   1,914,493 0 2,802,305
CELANESE CORP DEL COM SER A 150870103 8,997 162,659 SH   DFND 1 0 162,659 0
CELANESE CORP DEL COM SER A 150870103 3,494 63,170 SH   DFND 3 0 25,500 37,670
CELANESE CORP DEL COM SER A 150870103 11,128 201,200 SH   DFND 2 0 148,000 53,200
CELGENE CORP COM 151020104 808,276 4,783,828 SH   SOLE   2,090,328 0 2,693,500
CELGENE CORP COM 151020104 47,994 284,055 SH   DFND 1 0 284,055 0
CELGENE CORP COM 151020104 2,042 12,086 SH   DFND 3 0 12,086 0
CELGENE CORP COM 151020104 58,161 344,230 SH   DFND 2 0 282,430 61,800
CEMEX SAB DE CV SPON ADR NEW 151290889 120,474 10,183,796 SH   SOLE   6,251,158 0 3,932,638
CEMEX SAB DE CV SPON ADR NEW 151290889 25,065 2,118,775 SH   DFND 1 0 2,111,175 7,600
CEMEX SAB DE CV SPON ADR NEW 151290889 11,158 943,193 SH   DFND 3 0 239,011 704,182
CEMEX SAB DE CV SPON ADR NEW 151290889 10,796 912,564 SH   DFND 2 0 792,259 120,305
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 13,779 10,160,000 PRN   SOLE   5,915,000 0 4,245,000
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 1,139 840,000 PRN   DFND 1 0 840,000 0
CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 1,960 1,445,000 PRN   DFND 3 0 875,000 570,000
CENTENE CORP DEL COM 15135B101 4,149 70,377 SH   SOLE   70,377 0 0
CENTENE CORP DEL COM 15135B101 40 679 SH   DFND 1 0 679 0
CENOVUS ENERGY INC COM 15135U109 167,459 5,845,800 SH   SOLE   480,207 0 5,365,593
CENOVUS ENERGY INC COM 15135U109 30,040 1,048,770 SH   DFND 1 0 1,048,770 0
CENTERPOINT ENERGY INC COM 15189T107 2,130 91,900 SH   SOLE   0 0 91,900
CENTERPOINT ENERGY INC COM 15189T107 57 2,469 SH   DFND 1 0 2,469 0
CENTERSTATE BANKSINC COM 15201P109 20,701 2,039,484 SH   SOLE   2,039,484 0 0
CENTRAL FED CORP COM NEW 15346Q202 1,786 1,342,735 SH   SOLE   1,342,735 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,410 214,222 SH   SOLE   214,222 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 9,581 288,147 SH   SOLE   288,147 0 0
CENTURYLINK INC COM 156700106 2,630 82,583 SH   SOLE   10,083 0 72,500
CENTURYLINK INC COM 156700106 1,769 55,551 SH   DFND 1 0 55,551 0
CEPHEID COM 15670R107 15,702 336,081 SH   SOLE   202,826 0 133,255
CEPHEID COM 15670R107 6,730 144,050 SH   DFND 1 0 144,050 0
CERNER CORP COM 156782104 600,161 10,767,158 SH   SOLE   1,958 0 10,765,200
CHANGYOU COM LTD ADS REP CL A 15911M107 1,201 37,462 SH   SOLE   37,462 0 0
CHANGYOU COM LTD ADS REP CL A 15911M107 37 1,145 SH   DFND 1 0 1,145 0
CHANGYOU COM LTD ADS REP CL A 15911M107 551 17,205 SH   DFND 2 0 0 17,205
CHARLES RIV LABS INTL INC COM 159864107 117,892 2,222,691 SH   SOLE   1,577,071 0 645,620
CHARLES RIV LABS INTL INC COM 159864107 22,122 417,089 SH   DFND 1 0 417,089 0
CHART INDS INC COM PAR $0.01 16115Q308 16,969 177,422 SH   SOLE   163,912 0 13,510
CHART INDS INC COM PAR $0.01 16115Q308 26 268 SH   DFND 1 0 268 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 178 115,000 PRN   SOLE   30,000 0 85,000
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 147 95,000 PRN   DFND 1 0 95,000 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 11,400 83,355 SH   SOLE   31,855 0 51,500
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,556 11,380 SH   DFND 1 0 11,380 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,026 7,500 SH   DFND 3 0 5,500 2,000
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,586 11,600 SH   DFND 2 0 0 11,600
CHARTER FINL CORPMD COM 16122W108 22,532 2,092,129 SH   SOLE   2,092,129 0 0
CHASE CORP COM 16150R104 10,905 308,917 SH   DFND 1 0 308,917 0
CHECKPOINT SYS INC COM 162825103 423 26,800 SH   SOLE   26,800 0 0
CHEESECAKE FACTORY INC COM 163072101 71,098 1,472,914 SH   SOLE   525,356 0 947,558
CHEESECAKE FACTORY INC COM 163072101 12,216 253,067 SH   DFND 1 0 253,067 0
CHEMBIO DIAGNOSTICS INC COM NEW 163572209 2,764 820,280 SH   DFND 1 0 820,280 0
CHEMUNG FINL CORP COM 164024101 1,832 53,627 SH   SOLE   53,627 0 0
CHENIERE ENERGY INC COM NEW 16411R208 2,027 47,000 SH   SOLE   47,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 72 1,665 SH   DFND 1 0 1,665 0
CHEROKEE INC DEL NEW COM 16444H102 75 5,400 SH   SOLE   5,400 0 0
CHEROKEE INC DEL NEW COM 16444H102 3,479 252,128 SH   DFND 1 0 252,128 0
CHERRY HILL MTG INVT CORP COM 164651101 4,341 243,900 SH   DFND 1 0 243,900 0
CHESAPEAKE ENERGYCORP COM 165167107 16,332 601,782 SH   SOLE   415,871 0 185,911
CHESAPEAKE ENERGYCORP COM 165167107 2,243 82,653 SH   DFND 1 0 82,653 0
CHESAPEAKE ENERGYCORP NOTE 2.750%11/1 165167BW6 343 328,000 PRN   SOLE   90,000 0 238,000
CHESAPEAKE ENERGYCORP NOTE 2.750%11/1 165167BW6 565 540,000 PRN   DFND 1 0 540,000 0
CHEVRON CORP NEW COM 166764100 4,772,582 38,208,170 SH   SOLE   11,680,405 13,410 26,514,355
CHEVRON CORP NEW COM 166764100 256,234 2,051,347 SH   DFND 1 0 2,051,347 0
CHEVRON CORP NEW COM 166764100 65,519 524,529 SH   DFND 3 0 175,557 348,972
CHEVRON CORP NEW COM 166764100 53,541 428,638 SH   DFND 2 0 338,363 90,275
CHEVIOT FINL CORPNEW COM 16677X105 6,926 666,598 SH   SOLE   666,598 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 246,682 2,967,065 SH   SOLE   790,400 0 2,176,665
CHICAGO BRIDGE & IRON CO N V COM 167250109 10,823 130,175 SH   DFND 1 0 130,175 0
CHICOS FAS INC COM 168615102 93 4,945 SH   SOLE   4,945 0 0
CHICOS FAS INC COM 168615102 230 12,216 SH   DFND 1 0 12,216 0
CHILDRENS PL RETAIL STORES I COM 168905107 1,874 32,899 SH   SOLE   32,899 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 18 311 SH   DFND 1 0 311 0
CHIMERIX INC COM 16934W106 1,031 68,266 SH   DFND 1 0 68,266 0
CHINA PETE & CHEMCORP SPON ADR H SHS 16941R108 13,404 163,130 SH   SOLE   107,420 0 55,710
CHINA PETE & CHEMCORP SPON ADR H SHS 16941R108 9,595 116,770 SH   DFND 1 0 116,770 0
CHINA PETE & CHEMCORP SPON ADR H SHS 16941R108 303 3,690 SH   DFND 3 0 0 3,690
CHINA PETE & CHEMCORP SPON ADR H SHS 16941R108 6,248 76,040 SH   DFND 2 0 55,150 20,890
CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR 16943C109 109 59,500 SH   SOLE   0 0 59,500
CHINDEX INTERNATIONAL INC COM 169467107 1,765 101,280 SH   SOLE   94,880 0 6,400
CHINA ZENIX AUTO INTL LTD ADS 16951E104 6,861 2,638,813 SH   SOLE   2,638,813 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 146,413 274,810 SH   SOLE   139,759 0 135,051
CHIPOTLE MEXICAN GRILL INC COM 169656105 11,856 22,253 SH   DFND 1 0 22,253 0
CHOICE HOTELS INTL INC COM 169905106 28,831 587,080 SH   SOLE   254,846 0 332,234
CHOICE HOTELS INTL INC COM 169905106 6,849 139,460 SH   DFND 1 0 139,460 0
CHOICE HOTELS INTL INC COM 169905106 1,508 30,710 SH   DFND 3 0 30,710 0
CHUBB CORP COM 171232101 675,993 6,995,680 SH   SOLE   2,056,100 0 4,939,580
CHUBB CORP COM 171232101 3,561 36,851 SH   DFND 1 0 36,851 0
CHURCHILL DOWNS INC COM 171484108 78,849 879,522 SH   SOLE   319,537 0 559,985
CHURCHILL DOWNS INC COM 171484108 17,317 193,164 SH   DFND 1 0 193,164 0
CIENA CORP COM NEW 171779309 30,190 1,261,615 SH   SOLE   394,515 0 867,100
CIENA CORP COM NEW 171779309 4,089 170,857 SH   DFND 1 0 170,857 0
CINCINNATI FINL CORP COM 172062101 663 12,651 SH   SOLE   12,651 0 0
CINEMARK HOLDINGSINC COM 17243V102 106 3,195 SH   SOLE   3,195 0 0
CINEMARK HOLDINGSINC COM 17243V102 263 7,900 SH   DFND 1 0 7,900 0
CIRRUS LOGIC INC COM 172755100 982 48,054 SH   SOLE   48,054 0 0
CIRRUS LOGIC INC COM 172755100 18 867 SH   DFND 1 0 867 0
CISCO SYS INC COM 17275R102 2,318,291 103,264,623 SH   SOLE   44,175,370 63,880 59,025,373
CISCO SYS INC COM 17275R102 24,235 1,079,500 SH   DFND 1 0 1,079,500 0
CISCO SYS INC COM 17275R102 33,096 1,474,214 SH   DFND 3 0 527,254 946,960
CISCO SYS INC COM 17275R102 7,979 355,400 SH   DFND 2 0 337,700 17,700
CINTAS CORP COM 172908105 267 4,474 SH   SOLE   4,474 0 0
CITIZENS & NORTHNCORP COM 172922106 8,966 434,600 SH   SOLE   434,600 0 0
CITIZENS & NORTHNCORP COM 172922106 25 1,214 SH   DFND 1 0 1,214 0
CITIGROUP INC COM NEW 172967424 2,318,648 44,495,268 SH   SOLE   22,469,508 12,400 22,013,360
CITIGROUP INC COM NEW 172967424 63,533 1,219,205 SH   DFND 1 0 1,219,205 0
CITIGROUP INC COM NEW 172967424 46,368 889,810 SH   DFND 3 0 276,910 612,900
CITIGROUP INC COM NEW 172967424 154,256 2,960,195 SH   DFND 2 0 2,132,295 827,900
CITI TRENDS INC COM 17306X102 4,422 260,140 SH   SOLE   142,350 0 117,790
CITI TRENDS INC COM 17306X102 2,290 134,725 SH   DFND 1 0 134,725 0
CITRIX SYS INC COM 177376100 53,960 853,125 SH   SOLE   546,360 0 306,765
CITRIX SYS INC COM 177376100 4,626 73,144 SH   DFND 1 0 73,144 0
CLEAN HARBORS INC COM 184496107 193,526 3,227,591 SH   SOLE   2,529,450 0 698,141
CLEAN HARBORS INC COM 184496107 10,840 180,791 SH   DFND 1 0 180,791 0
CLEAN HARBORS INC COM 184496107 2,483 41,409 SH   DFND 3 0 41,409 0
CLEAN ENERGY FUELS CORP COM 184499101 863 67,000 SH   SOLE   38,000 0 29,000
CLEAN ENERGY FUELS CORP COM 184499101 444 34,500 SH   DFND 1 0 34,500 0
CLEARWATER PAPER CORP COM 18538R103 537 10,226 SH   SOLE   10,226 0 0
CLEARWATER PAPER CORP COM 18538R103 12 232 SH   DFND 1 0 232 0
CLIFFS NAT RES INC COM 18683K101 1,219 46,496 SH   SOLE   37,204 0 9,292
CLIFFS NAT RES INC COM 18683K101 2,833 108,082 SH   DFND 1 0 108,082 0
COACH INC COM 189754104 17,854 318,087 SH   SOLE   136,707 0 181,380
COACH INC COM 189754104 2,545 45,349 SH   DFND 1 0 45,349 0
COACH INC COM 189754104 5,002 89,120 SH   DFND 2 0 89,120 0
COBALT INTL ENERGY INC COM 19075F106 830,402 50,480,377 SH   SOLE   25,182,448 0 25,297,929
COBALT INTL ENERGY INC COM 19075F106 72,157 4,386,439 SH   DFND 1 0 4,386,439 0
COBALT INTL ENERGY INC COM 19075F106 13,243 805,037 SH   DFND 3 0 521,667 283,370
COBALT INTL ENERGY INC COM 19075F106 31,403 1,909,015 SH   DFND 2 0 967,760 941,255
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 20,640 23,338,000 PRN   SOLE   15,378,000 0 7,960,000
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,330 1,504,000 PRN   DFND 1 0 1,504,000 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,118 2,395,000 PRN   DFND 3 0 1,340,000 1,055,000
COCA COLA CO COM 191216100 396,527 9,598,817 SH   SOLE   1,471,227 0 8,127,590
COCA COLA CO COM 191216100 192 4,650 SH   DFND 1 0 4,650 0
COCA COLA CO COM 191216100 161 3,890 SH   DFND 2 0 3,890 0
COCA COLA ENTERPRISES INC NE COM 19122T109 468 10,596 SH   DFND 1 0 10,596 0
COEUR MNG INC COM NEW 192108504 277 25,523 SH   SOLE   16,254 0 9,269
COEUR MNG INC COM NEW 192108504 849 78,264 SH   DFND 1 0 78,264 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 517,990 5,129,633 SH   SOLE   3,226,783 0 1,902,850
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 42,179 417,698 SH   DFND 1 0 417,698 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,989 69,210 SH   DFND 3 0 32,565 36,645
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 28,306 280,316 SH   DFND 2 0 168,155 112,161
COHERENT INC COM 192479103 51,375 690,620 SH   SOLE   505,920 0 184,700
COHERENT INC COM 192479103 7,400 99,470 SH   DFND 1 0 99,470 0
COLEMAN CABLE INC COM 193459302 291 11,100 SH   SOLE   11,100 0 0
COLFAX CORP COM 194014106 2,192 34,419 SH   SOLE   34,419 0 0
COLGATE PALMOLIVECO COM 194162103 446,030 6,839,906 SH   SOLE   1,697,463 0 5,142,443
COLGATE PALMOLIVECO COM 194162103 5,680 87,098 SH   DFND 1 0 87,098 0
COLGATE PALMOLIVECO COM 194162103 4,636 71,098 SH   DFND 3 0 26,810 44,288
COLGATE PALMOLIVECO COM 194162103 15,892 243,710 SH   DFND 2 0 186,630 57,080
COLONIAL FINL SVCS INC COM 19566B101 840 65,000 SH   SOLE   65,000 0 0
COMCAST CORP NEW CL A 20030N101 2,207,959 42,489,342 SH   SOLE   14,747,350 33,450 27,708,542
COMCAST CORP NEW CL A 20030N101 47,068 905,761 SH   DFND 1 0 905,761 0
COMCAST CORP NEW CL A 20030N101 35,763 688,215 SH   DFND 3 0 84,680 603,535
COMCAST CORP NEW CL A 20030N101 12,489 240,335 SH   DFND 2 0 60,915 179,420
COMCAST CORP NEW CL A SPL 20030N200 102,622 2,057,387 SH   SOLE   12,087 0 2,045,300
COMCAST CORP NEW CL A SPL 20030N200 9 183 SH   DFND 1 0 183 0
COMERICA INC COM 200340107 74,817 1,573,771 SH   SOLE   1,333,536 0 240,235
COMERICA INC COM 200340107 2,971 62,500 SH   DFND 1 0 62,500 0
COMMERCE BANCSHARES INC COM 200525103 4,271 95,100 SH   SOLE   95,100 0 0
COMMERCE BANCSHARES INC COM 200525103 1,583 35,242 SH   DFND 1 0 35,242 0
COMMERCIAL METALSCO COM 201723103 1,604 78,900 SH   DFND 1 0 78,900 0
COMMUNITY BK SHS IND INC COM 203599105 745 38,376 SH   SOLE   38,376 0 0
COMMUNITY BANKERSTR CORP COM 203612106 8,071 2,146,596 SH   SOLE   2,146,596 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 99,996 2,546,378 SH   SOLE   1,304,565 0 1,241,813
COMMUNITY HEALTH SYS INC NEW COM 203668108 5,596 142,510 SH   DFND 1 0 142,510 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 932 23,740 SH   DFND 2 0 13,300 10,440
COMMVAULT SYSTEMSINC COM 204166102 7,401 98,833 SH   SOLE   72,788 0 26,045
COMMVAULT SYSTEMSINC COM 204166102 2,172 29,000 SH   DFND 1 0 29,000 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 276 35,455 SH   DFND 1 0 35,455 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 3,195 71,528 SH   SOLE   71,528 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 8,061 180,462 SH   DFND 1 0 180,462 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 18,796 1,657,520 SH   SOLE   1,620,220 0 37,300
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 19,789 1,745,078 SH   DFND 1 0 1,745,078 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 8,923 786,900 SH   DFND 3 0 529,900 257,000
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 6,560 499,223 SH   SOLE   488,123 0 11,100
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 12,419 945,123 SH   DFND 1 0 945,123 0
COMPANIA DE MINASBUENAVENTU SPONSORED ADR 204448104 950 84,639 SH   SOLE   68,965 0 15,674
COMPANIA DE MINASBUENAVENTU SPONSORED ADR 204448104 5,664 504,815 SH   DFND 1 0 504,815 0
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1,074 54,690 SH   SOLE   0 0 54,690
COMPUTER PROGRAMS& SYS INC COM 205306103 2,003 32,400 SH   SOLE   32,400 0 0
COMPUTER SCIENCESCORP COM 205363104 1,897 33,942 SH   SOLE   32,477 0 1,465
COMPUTER SCIENCESCORP COM 205363104 1,483 26,542 SH   DFND 1 0 26,542 0
COMSCORE INC COM 20564W105 655 22,900 SH   SOLE   22,900 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 4,198 133,186 SH   SOLE   133,186 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 24 760 SH   DFND 1 0 760 0
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CONSTELLATION BRANDS INC CL A 21036P108 3,003 42,675 SH   DFND 1 0 42,675 0
CONSTELLATION BRANDS INC CL A 21036P108 7,918 112,500 SH   DFND 2 0 112,500 0
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CORDIA BANCORP INC COM 218513109 117 28,217 SH   SOLE   28,217 0 0
CORE MARK HOLDINGCO INC COM 218681104 17,602 231,817 SH   SOLE   211,436 0 20,381
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CORNERSTONE ONDEMAND INC COM 21925Y103 99,343 1,862,449 SH   SOLE   1,540,974 0 321,475
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CORNING INC COM 219350105 1,289 72,318 SH   DFND 1 0 72,318 0
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COSTCO WHSL CORP NEW COM 22160K105 6,135 51,549 SH   DFND 1 0 51,549 0
COSTAR GROUP INC COM 22160N109 136,758 740,916 SH   SOLE   594,769 0 146,147
COSTAR GROUP INC COM 22160N109 11,712 63,452 SH   DFND 1 0 63,452 0
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COTY INC COM CL A 222070203 101,912 6,682,749 SH   SOLE   4,968,590 0 1,714,159
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COTY INC COM CL A 222070203 3,387 222,100 SH   DFND 2 0 154,500 67,600
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COVANCE INC COM 222816100 12,382 140,609 SH   DFND 1 0 140,609 0
COVANCE INC COM 222816100 1,314 14,916 SH   DFND 2 0 1,900 13,016
COVENANT TRANSN GROUP INC CL A 22284P105 133 16,142 SH   SOLE   16,142 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 16,851 153,089 SH   SOLE   102,186 0 50,903
CRACKER BARREL OLD CTRY STOR COM 22410J106 5,551 50,432 SH   DFND 1 0 50,432 0
CRANE CO COM 224399105 13,289 197,612 SH   SOLE   135,012 0 62,600
CRANE CO COM 224399105 4,136 61,500 SH   DFND 1 0 61,500 0
CREDIT ACCEP CORPMICH COM 225310101 1,625 12,500 SH   SOLE   12,500 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 39,019 1,257,053 SH   SOLE   1,137,911 0 119,142
CREDIT SUISSE GROUP SPONSORED ADR 225401108 252 8,132 SH   DFND 1 0 8,132 0
CROWN CRAFTS INC COM 228309100 6,644 855,068 SH   DFND 1 0 855,068 0
CROWN HOLDINGS INC COM 228368106 57,399 1,287,848 SH   SOLE   816,533 0 471,315
CROWN HOLDINGS INC COM 228368106 4,273 95,872 SH   DFND 1 0 95,872 0
CROWN HOLDINGS INC COM 228368106 10,130 227,290 SH   DFND 2 0 164,200 63,090
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 17,660 355,906 SH   SOLE   255,394 0 100,512
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 6,698 134,987 SH   DFND 1 0 134,987 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 314 6,337 SH   DFND 3 0 0 6,337
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,426 48,900 SH   DFND 2 0 48,900 0
CUBIC CORP COM 229669106 64,937 1,233,135 SH   SOLE   920,847 0 312,288
CUBIC CORP COM 229669106 11,848 224,983 SH   DFND 1 0 224,983 0
CUBIST PHARMACEUTICALS INC COM 229678107 372,829 5,413,518 SH   SOLE   3,197,397 0 2,216,121
CUBIST PHARMACEUTICALS INC COM 229678107 27,793 403,562 SH   DFND 1 0 403,562 0
CUBIST PHARMACEUTICALS INC COM 229678107 2,525 36,660 SH   DFND 3 0 36,660 0
CUBIST PHARMACEUTICALS INC COM 229678107 1,455 21,129 SH   DFND 2 0 3,300 17,829
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 120 88,600 SH   SOLE   88,600 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 754 310,000 PRN   SOLE   80,000 0 230,000
CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 954 392,000 PRN   DFND 1 0 392,000 0
CULLEN FROST BANKERS INC COM 229899109 39,163 526,166 SH   SOLE   410,605 0 115,561
CULLEN FROST BANKERS INC COM 229899109 3,226 43,345 SH   DFND 1 0 43,345 0
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CUMBERLAND PHARMACEUTICALS I COM 230770109 139 27,180 SH   SOLE   27,180 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 2 431 SH   DFND 1 0 431 0
CUMMINS INC COM 231021106 243,552 1,727,685 SH   SOLE   1,580,185 0 147,500
CUMMINS INC COM 231021106 2,261 16,038 SH   DFND 1 0 16,038 0
CUMMINS INC COM 231021106 43,596 309,260 SH   DFND 2 0 261,600 47,660
CURTISS WRIGHT CORP COM 231561101 61,701 991,502 SH   SOLE   803,987 0 187,515
CURTISS WRIGHT CORP COM 231561101 7,985 128,320 SH   DFND 1 0 128,320 0
CURTISS WRIGHT CORP COM 231561101 597 9,600 SH   DFND 3 0 9,600 0
CUSTOMERS BANCORPINC COM 23204G100 31,564 1,542,704 SH   SOLE   1,542,704 0 0
CVENT INC COM 23247G109 7,737 212,600 SH   SOLE   190,590 0 22,010
CYBERONICS INC COM 23251P102 15,955 243,546 SH   SOLE   228,256 0 15,290
CYBERONICS INC COM 23251P102 16 237 SH   DFND 1 0 237 0
CYNOSURE INC CL A 232577205 3,719 139,400 SH   SOLE   139,400 0 0
CYTOKINETICS INC COM NEW 23282W605 3,789 582,926 SH   SOLE   582,926 0 0
CYTOKINETICS INC COM NEW 23282W605 855 131,611 SH   DFND 1 0 131,611 0
DDR CORP COM 23317H102 9,125 593,667 SH   SOLE   593,667 0 0
DDR CORP COM 23317H102 1,833 119,235 SH   DFND 1 0 119,235 0
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DFC GLOBAL CORP COM 23324T107 46,762 4,084,037 SH   SOLE   3,532,255 0 551,782
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DFC GLOBAL CORP NOTE 3.250% 4/1 23324TAB3 111 124,000 PRN   SOLE   20,000 0 104,000
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D R HORTON INC COM 23331A109 272,719 12,218,608 SH   SOLE   7,544,598 0 4,674,010
D R HORTON INC COM 23331A109 28,645 1,283,371 SH   DFND 1 0 1,283,371 0
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 129 75,000 PRN   SOLE   15,000 0 60,000
D R HORTON INC NOTE 2.000% 5/1 23331ABB4 207 120,000 PRN   DFND 1 0 120,000 0
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DTE ENERGY CO COM 233331107 1,300 19,577 SH   DFND 1 0 19,577 0
DSW INC CL A 23334L102 11,179 261,626 SH   SOLE   236,576 0 25,050
DSW INC CL A 23334L102 21 500 SH   DFND 2 0 500 0
DXP ENTERPRISES INC NEW COM NEW 233377407 2,776 24,100 SH   SOLE   24,100 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 11 99 SH   DFND 1 0 99 0
DANA HLDG CORP COM 235825205 121,246 6,179,691 SH   SOLE   2,930,975 0 3,248,716
DANA HLDG CORP COM 235825205 15,681 799,261 SH   DFND 1 0 799,261 0
DANAHER CORP DEL COM 235851102 284,991 3,691,591 SH   SOLE   2,248,700 0 1,442,891
DANAHER CORP DEL COM 235851102 21,253 275,304 SH   DFND 1 0 275,304 0
DANAHER CORP DEL COM 235851102 8,048 104,255 SH   DFND 3 0 54,160 50,095
DANAHER CORP DEL COM 235851102 15,423 199,785 SH   DFND 2 0 153,025 46,760
DANAHER CORP DEL NOTE 1/2 235851AF9 213 95,000 PRN   SOLE   25,000 0 70,000
DANAHER CORP DEL NOTE 1/2 235851AF9 180 80,000 PRN   DFND 1 0 80,000 0
DARLING INTL INC COM 237266101 15,257 730,720 SH   SOLE   678,140 0 52,580
DATALINK CORP COM 237934104 11,862 1,088,300 SH   SOLE   268,500 0 819,800
DATALINK CORP COM 237934104 9,808 899,775 SH   DFND 1 0 899,775 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 70,646 1,469,344 SH   SOLE   1,321,533 0 147,811
DEALERTRACK TECHNOLOGIES INC COM 242309102 6,139 127,674 SH   DFND 1 0 127,674 0
DEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1 242309AB8 256 185,000 PRN   SOLE   50,000 0 135,000
DEALERTRACK TECHNOLOGIES INC NOTE 1.500% 3/1 242309AB8 346 250,000 PRN   DFND 1 0 250,000 0
DEAN FOODS CO NEW COM NEW 242370203 3,367 195,863 SH   SOLE   24,913 0 170,950
DEAN FOODS CO NEW COM NEW 242370203 19 1,107 SH   DFND 1 0 1,107 0
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DECKERS OUTDOOR CORP COM 243537107 270 3,200 SH   DFND 1 0 3,200 0
DEERE & CO COM 244199105 660,271 7,229,508 SH   SOLE   1,897,403 7,202 5,324,903
DEERE & CO COM 244199105 4,296 47,038 SH   DFND 1 0 47,038 0
DEERE & CO COM 244199105 11,008 120,535 SH   DFND 3 0 0 120,535
DEL FRISCOS RESTAURANT GROUP COM 245077102 36,111 1,532,056 SH   SOLE   863,200 0 668,856
DEL FRISCOS RESTAURANT GROUP COM 245077102 11,998 509,058 SH   DFND 1 0 509,058 0
DELEK US HLDGS INC COM 246647101 1,695 49,268 SH   SOLE   49,268 0 0
DELEK US HLDGS INC COM 246647101 23 672 SH   DFND 1 0 672 0
DELTA AIR LINES INC DEL COM NEW 247361702 257,066 9,358,070 SH   SOLE   6,952,622 0 2,405,448
DELTA AIR LINES INC DEL COM NEW 247361702 9,648 351,237 SH   DFND 1 0 351,237 0
DELTA AIR LINES INC DEL COM NEW 247361702 18,171 661,484 SH   DFND 3 0 406,949 254,535
DELTA AIR LINES INC DEL COM NEW 247361702 24,696 899,000 SH   DFND 2 0 615,495 283,505
DELTIC TIMBER CORP COM 247850100 59,055 869,222 SH   SOLE   624,942 0 244,280
DELTIC TIMBER CORP COM 247850100 21,923 322,680 SH   DFND 1 0 322,680 0
DENBURY RES INC COM NEW 247916208 215,198 13,097,890 SH   SOLE   3,607,997 0 9,489,893
DENBURY RES INC COM NEW 247916208 44,779 2,725,433 SH   DFND 1 0 2,725,433 0
DENBURY RES INC COM NEW 247916208 1,378 83,850 SH   DFND 3 0 83,850 0
DELUXE CORP COM 248019101 21,868 419,006 SH   SOLE   386,436 0 32,570
DELUXE CORP COM 248019101 52 989 SH   DFND 1 0 989 0
DEMANDWARE INC COM 24802Y105 90,314 1,408,520 SH   SOLE   1,097,052 0 311,468
DEMANDWARE INC COM 24802Y105 6,850 106,828 SH   DFND 1 0 106,828 0
DEMANDWARE INC COM 24802Y105 50 784 SH   DFND 2 0 0 784
DENNYS CORP COM 24869P104 48,342 6,723,442 SH   SOLE   2,577,693 0 4,145,749
DENNYS CORP COM 24869P104 8,497 1,181,741 SH   DFND 1 0 1,181,741 0
DENTSPLY INTL INCNEW COM 249030107 146,616 3,024,248 SH   SOLE   166,748 0 2,857,500
DESTINATION MATERNITY CORP COM 25065D100 17,621 589,730 SH   SOLE   230,127 0 359,603
DESTINATION MATERNITY CORP COM 25065D100 8,860 296,505 SH   DFND 1 0 296,505 0
DEVELOPERS DIVERSIFIED RLTY NOTE 1.750%11/1 251591AX1 235 210,000 PRN   SOLE   60,000 0 150,000
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DEVON ENERGY CORPNEW COM 25179M103 110,916 1,792,725 SH   SOLE   43,771 0 1,748,954
DEVON ENERGY CORPNEW COM 25179M103 32,706 528,630 SH   DFND 1 0 528,630 0
DEXCOM INC COM 252131107 142,023 4,010,817 SH   SOLE   3,198,461 0 812,356
DEXCOM INC COM 252131107 4,870 137,539 SH   DFND 1 0 137,539 0
DIAGEO P L C SPON ADR NEW 25243Q205 466,159 3,520,305 SH   SOLE   1,956,160 0 1,564,145
DIAGEO P L C SPON ADR NEW 25243Q205 25,205 190,339 SH   DFND 1 0 190,339 0
DIAGEO P L C SPON ADR NEW 25243Q205 8,071 60,950 SH   DFND 3 0 43,280 17,670
DIAGEO P L C SPON ADR NEW 25243Q205 12,037 90,900 SH   DFND 2 0 0 90,900
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DIAMOND OFFSHORE DRILLING IN COM 25271C102 757 13,292 SH   DFND 1 0 13,292 0
DIAMOND RESORTS INTL INC COM 25272T104 199,290 10,868,231 SH   SOLE   10,868,231 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 37,591 3,254,619 SH   SOLE   2,202,157 0 1,052,462
DIAMONDROCK HOSPITALITY CO COM 252784301 6,004 519,788 SH   DFND 1 0 519,788 0
DIAMONDBACK ENERGY INC COM 25278X109 153,570 2,905,222 SH   SOLE   2,377,953 0 527,269
DIAMONDBACK ENERGY INC COM 25278X109 47,523 899,044 SH   DFND 1 0 899,044 0
DICE HLDGS INC COM 253017107 547 75,400 SH   SOLE   75,400 0 0
DICKS SPORTING GOODS INC COM 253393102 190,745 3,283,054 SH   SOLE   2,598,780 0 684,274
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DIEBOLD INC COM 253651103 25,864 783,529 SH   DFND 1 0 783,529 0
DIGITAL RIV INC COM 25388B104 21,216 1,146,811 SH   SOLE   721,985 0 424,826
DIGITAL RIV INC COM 25388B104 8,333 450,418 SH   DFND 1 0 450,418 0
DIGITALGLOBE INC COM NEW 25389M877 399,219 9,701,555 SH   SOLE   6,955,621 0 2,745,934
DIGITALGLOBE INC COM NEW 25389M877 27,394 665,715 SH   DFND 1 0 665,715 0
DIGITALGLOBE INC COM NEW 25389M877 6,723 163,380 SH   DFND 3 0 77,922 85,458
DILLARDS INC CL A 254067101 1,231 12,659 SH   SOLE   12,659 0 0
DILLARDS INC CL A 254067101 369 3,792 SH   DFND 1 0 3,792 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 5,412 2,405,185 SH   SOLE   2,405,185 0 0
DISNEY WALT CO COM DISNEY 254687106 1,527,984 19,999,795 SH   SOLE   6,942,290 0 13,057,505
DISNEY WALT CO COM DISNEY 254687106 44,897 587,663 SH   DFND 1 0 587,663 0
DISNEY WALT CO COM DISNEY 254687106 27,474 359,610 SH   DFND 3 0 91,530 268,080
DISNEY WALT CO COM DISNEY 254687106 39,285 514,205 SH   DFND 2 0 315,165 199,040
DISCOVER FINL SVCS COM 254709108 13,262 237,032 SH   SOLE   139,832 0 97,200
DISCOVER FINL SVCS COM 254709108 324 5,782 SH   DFND 1 0 5,782 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 86,929 961,389 SH   SOLE   522,791 0 438,598
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,425 48,943 SH   DFND 1 0 48,943 0
DISH NETWORK CORP CL A 25470M109 30,201 521,428 SH   SOLE   446,313 0 75,115
DISH NETWORK CORP CL A 25470M109 7,428 128,241 SH   DFND 1 0 128,241 0
DIRECTV COM 25490A309 99,798 1,444,458 SH   SOLE   804,337 0 640,121
DIRECTV COM 25490A309 18,879 273,259 SH   DFND 1 0 273,259 0
DIRECTV COM 25490A309 5,880 85,100 SH   DFND 3 0 71,000 14,100
DIRECTV COM 25490A309 3,054 44,200 SH   DFND 2 0 0 44,200
DR REDDYS LABS LTD ADR 256135203 11,634 283,550 SH   SOLE   235,180 0 48,370
DR REDDYS LABS LTD ADR 256135203 142 3,470 SH   DFND 1 0 3,470 0
DR REDDYS LABS LTD ADR 256135203 1,565 38,135 SH   DFND 3 0 0 38,135
DOLLAR GEN CORP NEW COM 256677105 112,713 1,868,579 SH   SOLE   1,192,969 0 675,610
DOLLAR GEN CORP NEW COM 256677105 9,130 151,365 SH   DFND 1 0 151,365 0
DOLLAR TREE INC COM 256746108 331,821 5,881,264 SH   SOLE   3,802,204 0 2,079,060
DOLLAR TREE INC COM 256746108 19,898 352,673 SH   DFND 1 0 352,673 0
DOLLAR TREE INC COM 256746108 14,458 256,255 SH   DFND 3 0 175,085 81,170
DOLLAR TREE INC COM 256746108 25,615 454,000 SH   DFND 2 0 284,305 169,695
DOMINION DIAMOND CORP COM 257287102 4,345 302,603 SH   SOLE   298,954 0 3,649
DOMINION DIAMOND CORP COM 257287102 2,021 140,719 SH   DFND 1 0 140,719 0
DOMINION RES INC VA NEW COM 25746U109 1,338,933 20,697,679 SH   SOLE   5,573,524 16,200 15,107,955
DOMINION RES INC VA NEW COM 25746U109 18,111 279,972 SH   DFND 1 0 279,972 0
DOMINION RES INC VA NEW COM 25746U109 27,100 418,925 SH   DFND 3 0 83,510 335,415
DOMINION RES INC VA NEW COM 25746U109 15,351 237,305 SH   DFND 2 0 0 237,305
DOMINOS PIZZA INC COM 25754A201 4,839 69,474 SH   SOLE   69,474 0 0
DOMINOS PIZZA INC COM 25754A201 313 4,492 SH   DFND 1 0 4,492 0
DOMTAR CORP COM NEW 257559203 10,736 113,799 SH   SOLE   11,899 0 101,900
DOMTAR CORP COM NEW 257559203 61 642 SH   DFND 1 0 642 0
DOUGLAS EMMETT INC COM 25960P109 11,890 510,540 SH   SOLE   471,795 0 38,745
DOUGLAS EMMETT INC COM 25960P109 2,708 116,285 SH   DFND 1 0 116,285 0
DOVER CORP COM 260003108 357,078 3,698,757 SH   SOLE   1,011,914 0 2,686,843
DOVER CORP COM 260003108 12,612 130,636 SH   DFND 1 0 130,636 0
DOVER CORP COM 260003108 3,288 34,055 SH   DFND 3 0 23,335 10,720
DOVER CORP COM 260003108 4,154 43,033 SH   DFND 2 0 850 42,183
DOW CHEM CO COM 260543103 1,471,334 33,138,157 SH   SOLE   10,374,112 30,700 22,733,345
DOW CHEM CO COM 260543103 9,085 204,628 SH   DFND 1 0 204,628 0
DOW CHEM CO COM 260543103 16,154 363,835 SH   DFND 3 0 30,305 333,530
DOW CHEM CO COM 260543103 3,659 82,420 SH   DFND 2 0 0 82,420
DREAMWORKS ANIMATION SKG INC CL A 26153C103 146,468 4,125,858 SH   SOLE   2,422,392 0 1,703,466
DREAMWORKS ANIMATION SKG INC CL A 26153C103 22,092 622,311 SH   DFND 1 0 622,311 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 2,931 82,560 SH   DFND 3 0 63,815 18,745
DREAMWORKS ANIMATION SKG INC CL A 26153C103 4,008 112,910 SH   DFND 2 0 112,910 0
DRESSER-RAND GROUP INC COM 261608103 2,662 44,645 SH   DFND 1 0 44,645 0
DRIL-QUIP INC COM 262037104 13,985 127,219 SH   SOLE   108,960 0 18,259
DRIL-QUIP INC COM 262037104 3,715 33,796 SH   DFND 1 0 33,796 0
DRIL-QUIP INC COM 262037104 43 390 SH   DFND 2 0 390 0
DU PONT E I DE NEMOURS & CO COM 263534109 359,967 5,540,508 SH   SOLE   1,528,524 0 4,011,984
DU PONT E I DE NEMOURS & CO COM 263534109 3,650 56,173 SH   DFND 1 0 56,173 0
DUKE ENERGY CORP NEW COM NEW 26441C204 219,905 3,186,567 SH   SOLE   730,226 0 2,456,341
DUKE ENERGY CORP NEW COM NEW 26441C204 7,770 112,598 SH   DFND 1 0 112,598 0
DUKE ENERGY CORP NEW COM NEW 26441C204 6,101 88,402 SH   DFND 3 0 44,486 43,916
DUKE ENERGY CORP NEW COM NEW 26441C204 17,339 251,256 SH   DFND 2 0 148,200 103,056
DUN & BRADSTREET CORP DEL NE COM 26483E100 20,280 165,210 SH   SOLE   11,210 0 154,000
DUN & BRADSTREET CORP DEL NE COM 26483E100 966 7,871 SH   DFND 1 0 7,871 0
DUNKIN BRANDS GROUP INC COM 265504100 153,680 3,188,392 SH   SOLE   1,912,127 0 1,276,265
DUNKIN BRANDS GROUP INC COM 265504100 18,411 381,970 SH   DFND 1 0 381,970 0
DURATA THERAPEUTICS INC COM 26658A107 23,765 1,858,076 SH   SOLE   1,640,276 0 217,800
DURATA THERAPEUTICS INC COM 26658A107 4,492 351,220 SH   DFND 1 0 351,220 0
DYAX CORP COM 26746E103 11,705 1,554,423 SH   SOLE   1,554,423 0 0
DYAX CORP COM 26746E103 1,014 134,723 SH   DFND 1 0 134,723 0
DYNEX CAP INC COM NEW 26817Q506 234 29,200 SH   SOLE   29,200 0 0
E M C CORP MASS COM 268648102 1,329,939 52,880,288 SH   SOLE   26,827,838 18,429 26,034,021
E M C CORP MASS COM 268648102 36,016 1,432,052 SH   DFND 1 0 1,432,052 0
E M C CORP MASS COM 268648102 37,626 1,496,046 SH   DFND 3 0 748,453 747,593
E M C CORP MASS COM 268648102 101,057 4,018,190 SH   DFND 2 0 3,005,250 1,012,940
ENI S P A SPONSORED ADR 26874R108 261,370 5,390,184 SH   SOLE   123,359 0 5,266,825
ENI S P A SPONSORED ADR 26874R108 58,557 1,207,614 SH   DFND 1 0 1,207,614 0
EOG RES INC COM 26875P101 586,755 3,495,918 SH   SOLE   1,099,601 0 2,396,317
EOG RES INC COM 26875P101 124,567 742,176 SH   DFND 1 0 742,176 0
EOG RES INC COM 26875P101 10,083 60,075 SH   DFND 2 0 16,485 43,590
EPL OIL & GAS INC COM 26883D108 10,972 385,000 SH   SOLE   364,000 0 21,000
EQT CORP COM 26884L109 382,994 4,265,917 SH   SOLE   1,253,250 0 3,012,667
EQT CORP COM 26884L109 89,774 999,932 SH   DFND 1 0 999,932 0
EQT CORP COM 26884L109 2,043 22,754 SH   DFND 3 0 22,754 0
ERA GROUP INC COM 26885G109 46,787 1,516,116 SH   SOLE   1,102,544 0 413,572
ERA GROUP INC COM 26885G109 26,712 865,585 SH   DFND 1 0 865,585 0
EAGLE BANCORP INCMD COM 268948106 14,237 464,800 SH   SOLE   108,619 0 356,181
EAGLE BANCORP INCMD COM 268948106 8,331 271,974 SH   DFND 1 0 271,974 0
ETFS PLATINUM TR SH BEN INT 26922V101 66,182 494,300 SH   SOLE   494,300 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 1,734 12,952 SH   DFND 1 0 12,952 0
EAGLE BANCORP MONT INC COM 26942G100 2,648 241,200 SH   SOLE   241,200 0 0
EAST WEST BANCORPINC COM 27579R104 35,744 1,022,127 SH   SOLE   787,867 0 234,260
EAST WEST BANCORPINC COM 27579R104 3,078 88,020 SH   DFND 1 0 88,020 0
EAST WEST BANCORPINC COM 27579R104 852 24,370 SH   DFND 3 0 24,370 0
EASTERN VA BANKSHARES INC COM 277196101 7,091 1,012,971 SH   SOLE   1,012,971 0 0
EASTGROUP PPTY INC COM 277276101 6,315 109,017 SH   SOLE   109,017 0 0
EASTGROUP PPTY INC COM 277276101 1,871 32,299 SH   DFND 1 0 32,299 0
EASTMAN CHEM CO COM 277432100 7,614 94,350 SH   SOLE   29,950 0 64,400
EASTMAN CHEM CO COM 277432100 314 3,887 SH   DFND 1 0 3,887 0
EATON VANCE CORP COM NON VTG 278265103 600 14,025 SH   SOLE   14,025 0 0
EATON VANCE FLTING RATE INC COM 278279104 237 15,500 SH   SOLE   0 0 15,500
EATON VANCE MUN BD FD COM 27827X101 2,844 251,700 SH   SOLE   251,700 0 0
EBAY INC COM 278642103 1,390,988 25,341,366 SH   SOLE   9,196,442 14,700 16,130,224
EBAY INC COM 278642103 31,335 570,874 SH   DFND 1 0 570,874 0
EBAY INC COM 278642103 29,664 540,425 SH   DFND 3 0 140,730 399,695
EBAY INC COM 278642103 45,052 820,762 SH   DFND 2 0 498,955 321,807
ECHELON CORP COM 27874N105 277 128,920 SH   SOLE   128,920 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 2,828 131,660 SH   SOLE   116,640 0 15,020
ECHO GLOBAL LOGISTICS INC COM 27875T101 324 15,105 SH   DFND 1 0 15,105 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 127 5,900 SH   DFND 3 0 0 5,900
ECHO GLOBAL LOGISTICS INC COM 27875T101 690 32,100 SH   DFND 2 0 32,100 0
ECOLAB INC COM 278865100 454,020 4,354,269 SH   SOLE   1,266,738 0 3,087,531
ECOLAB INC COM 278865100 2,537 24,330 SH   DFND 1 0 24,330 0
ECOPETROL S A SPONSORED ADS 279158109 25,654 667,200 SH   SOLE   12,700 0 654,500
ECOPETROL S A SPONSORED ADS 279158109 6,890 179,200 SH   DFND 1 0 179,200 0
EDISON INTL COM 281020107 44,798 967,569 SH   SOLE   910,325 0 57,244
EDISON INTL COM 281020107 360 7,783 SH   DFND 1 0 7,783 0
EDUCATION RLTY TRINC COM 28140H104 41,462 4,700,907 SH   SOLE   3,347,040 0 1,353,867
EDUCATION RLTY TRINC COM 28140H104 7,572 858,449 SH   DFND 1 0 858,449 0
EDWARDS LIFESCIENCES CORP COM 28176E108 364,705 5,546,000 SH   SOLE   214,200 0 5,331,800
EDWARDS LIFESCIENCES CORP COM 28176E108 644 9,800 SH   DFND 1 0 9,800 0
EDWARDS LIFESCIENCES CORP COM 28176E108 572 8,700 SH   DFND 2 0 8,700 0
EGAIN CORP COM NEW 28225C806 1,458 142,400 SH   SOLE   142,400 0 0
EGAIN CORP COM NEW 28225C806 5 480 SH   DFND 1 0 480 0
EHEALTH INC COM 28238P109 104,022 2,237,507 SH   SOLE   602,082 0 1,635,425
EHEALTH INC COM 28238P109 15,050 323,729 SH   DFND 1 0 323,729 0
EINSTEIN NOAH RESTGROUP INC COM 28257U104 11,113 766,400 SH   SOLE   182,800 0 583,600
EINSTEIN NOAH RESTGROUP INC COM 28257U104 6,954 479,577 SH   DFND 1 0 479,577 0
EL PASO ELEC CO COM NEW 283677854 6,568 187,070 SH   SOLE   91,110 0 95,960
EL PASO ELEC CO COM NEW 283677854 3,002 85,507 SH   DFND 1 0 85,507 0
ELDORADO GOLD CORP NEW COM 284902103 9,474 1,666,937 SH   SOLE   1,509,196 0 157,741
ELDORADO GOLD CORP NEW COM 284902103 28,528 5,025,705 SH   DFND 1 0 5,025,705 0
ELECTRO RENT CORP COM 285218103 374 20,200 SH   SOLE   5,100 0 15,100
ELECTRO RENT CORP COM 285218103 191 10,300 SH   DFND 1 0 10,300 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 186 175,000 PRN   SOLE   50,000 0 125,000
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 186 175,000 PRN   DFND 1 0 175,000 0
ELIZABETH ARDEN INC COM 28660G106 10,931 308,347 SH   SOLE   282,417 0 25,930
ELLIE MAE INC COM 28849P100 8,149 303,290 SH   SOLE   276,170 0 27,120
ELLINGTON FINANCIAL LLC COM 288522303 78,105 3,445,295 SH   SOLE   3,445,295 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 13,907 904,204 SH   SOLE   904,204 0 0
EMCOR GROUP INC COM 29084Q100 4,311 101,578 SH   SOLE   101,578 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,334 188,500 SH   SOLE   188,500 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 16 688 SH   DFND 1 0 688 0
EMERSON ELEC CO COM 291011104 622,710 8,873,034 SH   SOLE   2,015,949 0 6,857,085
EMERSON ELEC CO COM 291011104 1,281 18,260 SH   DFND 1 0 18,260 0
EMERSON ELEC CO COM 291011104 8,426 120,060 SH   DFND 3 0 0 120,060
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,588 313,833 SH   SOLE   284,533 0 29,300
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,409 278,399 SH   DFND 1 0 278,399 0
EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 1,070 211,417 SH   DFND 3 0 0 211,417
EMULEX CORP COM NEW 292475209 2,939 410,481 SH   SOLE   410,481 0 0
ENCANA CORP COM 292505104 145,158 8,041,894 SH   SOLE   1,605,689 0 6,436,205
ENCANA CORP COM 292505104 25,443 1,409,577 SH   DFND 1 0 1,409,577 0
ENBRIDGE INC COM 29250N105 800,083 18,316,909 SH   SOLE   3,799,595 0 14,517,314
ENBRIDGE INC COM 29250N105 90,968 2,082,592 SH   DFND 1 0 2,082,592 0
ENBRIDGE INC COM 29250N105 4,786 109,565 SH   DFND 3 0 79,885 29,680
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 11,898 414,866 SH   SOLE   414,866 0 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 17,802 620,707 SH   DFND 1 0 620,707 0
ENCORE CAP GROUP INC COM 292554102 3,985 79,281 SH   SOLE   17,307 0 61,974
ENCORE CAP GROUP INC COM 292554102 2,508 49,900 SH   DFND 1 0 49,900 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 861 12,757 SH   SOLE   12,757 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 62 919 SH   DFND 1 0 919 0
ENERGEN CORP COM 29265N108 193,340 2,732,723 SH   SOLE   1,015,085 0 1,717,638
ENERGEN CORP COM 29265N108 39,407 556,988 SH   DFND 1 0 556,988 0
ENERGEN CORP COM 29265N108 1,074 15,182 SH   DFND 3 0 15,182 0
ENERGIZER HLDGS INC COM 29266R108 6,055 55,938 SH   SOLE   938 0 55,000
ENERGIZER HLDGS INC COM 29266R108 234 2,160 SH   DFND 1 0 2,160 0
ENERSYS COM 29275Y102 4,051 57,800 SH   SOLE   57,800 0 0
ENERSYS COM 29275Y102 8 109 SH   DFND 1 0 109 0
ENPHASE ENERGY INC COM 29355A107 745 117,550 SH   SOLE   117,550 0 0
ENPRO INDS INC COM 29355X107 14,763 256,082 SH   SOLE   199,567 0 56,515
ENPRO INDS INC COM 29355X107 3,615 62,700 SH   DFND 1 0 62,700 0
ENSIGN GROUP INC COM 29358P101 24,555 554,671 SH   SOLE   243,519 0 311,152
ENSIGN GROUP INC COM 29358P101 11,043 249,448 SH   DFND 1 0 249,448 0
ENTERGY CORP NEW COM 29364G103 66,861 1,056,752 SH   SOLE   851,437 0 205,315
ENTERGY CORP NEW COM 29364G103 2,451 38,738 SH   DFND 1 0 38,738 0
ENTERPRISE FINL SVCS CORP COM 293712105 14,142 692,860 SH   SOLE   692,860 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 795 130,600 SH   SOLE   130,600 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 10 1,645 SH   DFND 1 0 1,645 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 504 107,100 SH   SOLE   107,100 0 0
ENVESTNET INC COM 29404K106 169,628 4,209,123 SH   SOLE   3,878,616 0 330,507
ENVESTNET INC COM 29404K106 13,700 339,962 SH   DFND 1 0 339,962 0
ENVESTNET INC COM 29404K106 2,052 50,920 SH   DFND 3 0 20,220 30,700
ENVESTNET INC COM 29404K106 5,283 131,100 SH   DFND 2 0 131,100 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 125,976 3,546,626 SH   SOLE   2,703,996 0 842,630
ENVISION HEALTHCARE HLDGS IN COM 29413U103 4,343 122,283 SH   DFND 1 0 122,283 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 498 14,020 SH   DFND 3 0 14,020 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 1,178 33,167 SH   DFND 2 0 8,800 24,367
EPAM SYS INC COM 29414B104 14,963 428,258 SH   SOLE   340,503 0 87,755
EPAM SYS INC COM 29414B104 3,442 98,515 SH   DFND 1 0 98,515 0
EPLUS INC COM 294268107 19,195 337,700 SH   SOLE   151,300 0 186,400
EPLUS INC COM 294268107 14,842 261,123 SH   DFND 1 0 261,123 0
EPIZYME INC COM 29428V104 3,491 167,827 SH   SOLE   126,427 0 41,400
EPIZYME INC COM 29428V104 1,238 59,543 SH   DFND 1 0 59,543 0
EQUIFAX INC COM 294429105 722,508 10,457,498 SH   SOLE   7,387,573 15,230 3,054,695
EQUIFAX INC COM 294429105 39,284 568,590 SH   DFND 1 0 568,590 0
EQUIFAX INC COM 294429105 20,232 292,831 SH   DFND 3 0 78,023 214,808
EQUIFAX INC COM 294429105 49,720 719,634 SH   DFND 2 0 496,509 223,125
EQUINIX INC NOTE 3.000%10/1 29444UAG1 174 110,000 PRN   SOLE   20,000 0 90,000
EQUINIX INC NOTE 3.000%10/1 29444UAG1 134 85,000 PRN   DFND 1 0 85,000 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 415 190,000 PRN   SOLE   55,000 0 135,000
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 338 155,000 PRN   DFND 1 0 155,000 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 95,598 2,638,646 SH   SOLE   2,240,746 0 397,900
EQUITY LIFESTYLE PPTYS INC COM 29472R108 34,854 962,017 SH   DFND 1 0 962,017 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,736 149,144 SH   SOLE   149,144 0 0
ESCO TECHNOLOGIESINC COM 296315104 51,315 1,497,819 SH   SOLE   1,045,387 0 452,432
ESCO TECHNOLOGIESINC COM 296315104 8,387 244,804 SH   DFND 1 0 244,804 0
ESPEY MFG & ELECTRS CORP COM 296650104 2,665 81,638 SH   DFND 1 0 81,638 0
ESSA BANCORP INC COM 29667D104 3,966 343,118 SH   SOLE   343,118 0 0
ESSEX PPTY TR INC COM 297178105 31,570 219,987 SH   SOLE   219,987 0 0
ESSEX PPTY TR INC COM 297178105 5,193 36,189 SH   DFND 1 0 36,189 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 161,714 1,586,050 SH   SOLE   1,049,189 0 536,861
ESTERLINE TECHNOLOGIES CORP COM 297425100 20,958 205,547 SH   DFND 1 0 205,547 0
DELHAIZE GROUP SPONSORED ADR 29759W101 3,815 64,200 SH   SOLE   0 0 64,200
ETHAN ALLEN INTERIORS INC COM 297602104 748 24,600 SH   SOLE   24,600 0 0
EURONET WORLDWIDEINC COM 298736109 5,407 112,990 SH   SOLE   112,990 0 0
EURONET WORLDWIDEINC COM 298736109 1,776 37,115 SH   DFND 1 0 37,115 0
EVANS BANCORP INC COM NEW 29911Q208 8,708 410,154 SH   SOLE   410,154 0 0
EVERCORE PARTNERSINC CLASS A 29977A105 7,096 118,697 SH   SOLE   118,697 0 0
EVERCORE PARTNERSINC CLASS A 29977A105 2,508 41,949 SH   DFND 1 0 41,949 0
EVERBANK FINL CORP COM 29977G102 187,683 10,233,539 SH   SOLE   9,641,795 0 591,744
EVERBANK FINL CORP COM 29977G102 2,061 112,400 SH   DFND 1 0 112,400 0
EVERTEC INC COM 30040P103 54,947 2,228,170 SH   SOLE   1,543,725 0 684,445
EVERTEC INC COM 30040P103 12,364 501,360 SH   DFND 1 0 501,360 0
EVERTEC INC COM 30040P103 1,798 72,915 SH   DFND 3 0 35,545 37,370
EVERTEC INC COM 30040P103 3,152 127,820 SH   DFND 2 0 127,820 0
EVOLUTION PETROLEUM CORP COM 30049A107 13,335 1,080,670 SH   SOLE   254,995 0 825,675
EVOLUTION PETROLEUM CORP COM 30049A107 7,614 616,997 SH   DFND 1 0 616,997 0
EXAR CORP COM 300645108 5,187 439,950 SH   SOLE   276,670 0 163,280
EXAR CORP COM 300645108 2,162 183,345 SH   DFND 1 0 183,345 0
EXACTECH INC COM 30064E109 1,348 56,750 SH   SOLE   12,200 0 44,550
EXACTECH INC COM 30064E109 838 35,250 SH   DFND 1 0 35,250 0
EXAMWORKS GROUP INC COM 30066A105 34,747 1,163,274 SH   SOLE   1,068,016 0 95,258
EXAMWORKS GROUP INC COM 30066A105 973 32,558 SH   DFND 1 0 32,558 0
EXCEL TR INC COM 30068C109 26,105 2,291,893 SH   SOLE   2,100,963 0 190,930
EXCEL TR INC COM 30068C109 2,819 247,497 SH   DFND 1 0 247,497 0
EXELON CORP COM 30161N101 432,755 15,799,727 SH   SOLE   4,416,951 0 11,382,776
EXELON CORP COM 30161N101 3,488 127,346 SH   DFND 1 0 127,346 0
EXELON CORP COM 30161N101 8,235 300,650 SH   DFND 3 0 0 300,650
EXELIXIS INC COM 30161Q104 125,020 20,394,861 SH   SOLE   12,163,459 0 8,231,402
EXELIXIS INC COM 30161Q104 10,287 1,678,196 SH   DFND 1 0 1,678,196 0
EXELIXIS INC COM 30161Q104 856 139,680 SH   DFND 3 0 100,630 39,050
EXELIXIS INC COM 30161Q104 1,554 253,522 SH   DFND 2 0 0 253,522
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 13,746 11,227,000 PRN   SOLE   6,575,000 0 4,652,000
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 1,167 953,000 PRN   DFND 1 0 953,000 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 1,390 1,135,000 PRN   DFND 3 0 535,000 600,000
EXELIS INC COM 30162A108 407 21,355 SH   SOLE   21,355 0 0
EXETER RES CORP COM 301835104 50 94,600 SH   SOLE   94,600 0 0
EXLSERVICE HOLDINGS INC COM 302081104 46,250 1,674,495 SH   SOLE   1,437,378 0 237,117
EXLSERVICE HOLDINGS INC COM 302081104 6,119 221,531 SH   DFND 1 0 221,531 0
EXPEDITORS INTL WASH INC COM 302130109 165,113 3,731,358 SH   SOLE   3,093,055 0 638,303
EXPEDITORS INTL WASH INC COM 302130109 12,328 278,589 SH   DFND 1 0 278,589 0
EXPEDITORS INTL WASH INC COM 302130109 2,744 62,000 SH   DFND 3 0 62,000 0
EXPONENT INC COM 30214U102 16,537 213,548 SH   SOLE   193,888 0 19,660
EXPRESS INC COM 30219E103 34,993 1,874,290 SH   SOLE   1,384,630 0 489,660
EXPRESS INC COM 30219E103 1,535 82,222 SH   DFND 1 0 82,222 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 135,594 1,930,442 SH   SOLE   1,103,408 0 827,034
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,504 92,592 SH   DFND 1 0 92,592 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,342 165,330 SH   SOLE   159,090 0 6,240
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,142 43,489 SH   DFND 1 0 43,489 0
EXTRA SPACE STORAGE INC COM 30225T102 33,333 791,186 SH   SOLE   677,086 0 114,100
EXTRA SPACE STORAGE INC COM 30225T102 2,624 62,275 SH   DFND 1 0 62,275 0
EXTREME NETWORKS INC COM 30226D106 601 85,923 SH   SOLE   85,923 0 0
EXTREME NETWORKS INC COM 30226D106 27 3,814 SH   DFND 1 0 3,814 0
EXXON MOBIL CORP COM 30231G102 5,139,229 50,782,891 SH   SOLE   12,328,377 18,230 38,436,284
EXXON MOBIL CORP COM 30231G102 375,660 3,712,058 SH   DFND 1 0 3,712,058 0
EXXON MOBIL CORP COM 30231G102 45,320 447,827 SH   DFND 3 0 69,583 378,244
EXXON MOBIL CORP COM 30231G102 15,087 149,080 SH   DFND 2 0 1,150 147,930
FBL FINL GROUP INC CL A 30239F106 618 13,796 SH   SOLE   13,796 0 0
FBL FINL GROUP INC CL A 30239F106 24 528 SH   DFND 1 0 528 0
FEI CO COM 30241L109 62,751 702,228 SH   SOLE   587,764 0 114,464
FEI CO COM 30241L109 5,510 61,663 SH   DFND 1 0 61,663 0
FEI CO COM 30241L109 999 11,177 SH   DFND 3 0 11,177 0
FBR & CO COM NEW 30247C400 20,079 761,144 SH   SOLE   761,144 0 0
F M C CORP COM NEW 302491303 444 5,880 SH   SOLE   0 0 5,880
F M C CORP COM NEW 302491303 105 1,392 SH   DFND 1 0 1,392 0
FS BANCORP INC COM 30263Y104 5,093 297,676 SH   SOLE   297,676 0 0
FACEBOOK INC CL A 30303M102 591,967 10,829,988 SH   SOLE   6,619,391 0 4,210,597
FACEBOOK INC CL A 30303M102 48,499 887,289 SH   DFND 1 0 887,289 0
FACEBOOK INC CL A 30303M102 5,632 103,040 SH   DFND 2 0 72,725 30,315
FACTSET RESH SYS INC COM 303075105 58,384 537,705 SH   SOLE   428,596 0 109,109
FACTSET RESH SYS INC COM 303075105 4,862 44,781 SH   DFND 1 0 44,781 0
FACTSET RESH SYS INC COM 303075105 1,339 12,330 SH   DFND 3 0 12,330 0
FAIR ISAAC CORP COM 303250104 19,226 305,945 SH   SOLE   284,245 0 21,700
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 46,013 3,446,680 SH   SOLE   889,380 0 2,557,300
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 6,579 492,810 SH   DFND 1 0 492,810 0
FARMERS NATL BANCCORP COM 309627107 4,414 673,854 SH   SOLE   673,854 0 0
FARO TECHNOLOGIESINC COM 311642102 3,767 64,621 SH   SOLE   64,621 0 0
FARO TECHNOLOGIESINC COM 311642102 1,422 24,385 SH   DFND 1 0 24,385 0
FATE THERAPEUTICSINC COM 31189P102 7,273 1,158,200 SH   SOLE   1,141,200 0 17,000
FATE THERAPEUTICSINC COM 31189P102 132 21,000 SH   DFND 1 0 21,000 0
FATE THERAPEUTICSINC COM 31189P102 113 18,000 SH   DFND 2 0 18,000 0
FASTENAL CO COM 311900104 389 8,190 SH   SOLE   8,190 0 0
FASTENAL CO COM 311900104 57 1,196 SH   DFND 1 0 1,196 0
FAUQUIER BANKSHARES INC VA COM 312059108 850 62,198 SH   SOLE   62,198 0 0
FEDERAL AGRIC MTGCORP CL C 313148306 32,138 938,332 SH   SOLE   938,332 0 0
FEDERAL AGRIC MTGCORP CL C 313148306 1,938 56,578 SH   DFND 1 0 56,578 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,467 24,325 SH   SOLE   24,325 0 0
FEDEX CORP COM 31428X106 1,147,720 7,983,026 SH   SOLE   2,380,173 0 5,602,853
FEDEX CORP COM 31428X106 16,685 116,055 SH   DFND 1 0 116,055 0
FEDEX CORP COM 31428X106 21,024 146,231 SH   DFND 3 0 16,429 129,802
FEDEX CORP COM 31428X106 34,694 241,315 SH   DFND 2 0 143,250 98,065
FEDFIRST FINL CORP NEW COM 31429C101 2,009 100,937 SH   SOLE   100,937 0 0
FERRO CORP COM 315405100 62,151 4,844,212 SH   SOLE   1,956,562 0 2,887,650
FERRO CORP COM 315405100 15,710 1,224,479 SH   DFND 1 0 1,224,479 0
F5 NETWORKS INC COM 315616102 16,919 186,205 SH   SOLE   117,260 0 68,945
F5 NETWORKS INC COM 315616102 183 2,017 SH   DFND 1 0 2,017 0
F5 NETWORKS INC COM 315616102 1,227 13,500 SH   DFND 3 0 13,500 0
F5 NETWORKS INC COM 315616102 355 3,906 SH   DFND 2 0 195 3,711
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FIRST CONN BANCORP INC MD COM 319850103 2,932 181,868 SH   DFND 1 0 181,868 0
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FIRST HORIZON NATL CORP COM 320517105 7,147 613,435 SH   DFND 1 0 613,435 0
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FIRST INDUSTRIAL REALTY TRUS COM 32054K103 6,145 352,171 SH   DFND 1 0 352,171 0
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FIRST MERCHANTS CORP COM 320817109 7,802 342,799 SH   DFND 1 0 342,799 0
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FIRST NIAGARA FINL GP INC COM 33582V108 6,859 645,828 SH   DFND 1 0 645,828 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 211,958 4,048,873 SH   SOLE   3,651,781 0 397,092
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,668 184,682 SH   DFND 1 0 184,682 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,134 40,760 SH   DFND 3 0 40,760 0
FIRST SOLAR INC COM 336433107 158,528 2,901,321 SH   SOLE   1,574,829 0 1,326,492
FIRST SOLAR INC COM 336433107 25,875 473,546 SH   DFND 1 0 473,546 0
FIRST SOLAR INC COM 336433107 20 375 SH   DFND 2 0 375 0
1ST SOURCE CORP COM 336901103 3,894 121,912 SH   SOLE   121,912 0 0
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FIRSTBANK CORP MICH COM 33761G104 12,010 620,968 SH   SOLE   620,968 0 0
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FIRSTENERGY CORP COM 337932107 2,008 60,900 SH   DFND 2 0 0 60,900
FIVE BELOW INC COM 33829M101 53,850 1,246,524 SH   SOLE   1,056,182 0 190,342
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FIVE BELOW INC COM 33829M101 30 700 SH   DFND 2 0 700 0
500 COM LTD SPON ADR REP A 33829R100 1,072 30,300 SH   SOLE   30,300 0 0
500 COM LTD SPON ADR REP A 33829R100 2,720 76,900 SH   DFND 1 0 76,900 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 13,595 809,712 SH   SOLE   545,512 0 264,200
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,935 115,250 SH   DFND 1 0 115,250 0
FIVE STAR QUALITYCARE INC COM 33832D106 10,529 1,917,800 SH   SOLE   457,400 0 1,460,400
FIVE STAR QUALITYCARE INC COM 33832D106 6,201 1,129,479 SH   DFND 1 0 1,129,479 0
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FLEXSTEEL INDS INC COM 339382103 1,901 61,876 SH   DFND 1 0 61,876 0
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FLOWSERVE CORP COM 34354P105 96,524 1,224,453 SH   SOLE   805,355 0 419,098
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FLUIDIGM CORP DEL COM 34385P108 3,713 96,900 SH   SOLE   93,500 0 3,400
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FLUSHING FINL CORP COM 343873105 47,772 2,307,848 SH   SOLE   1,492,195 0 815,653
FLUSHING FINL CORP COM 343873105 11,111 536,750 SH   DFND 1 0 536,750 0
FOOT LOCKER INC COM 344849104 1,798 43,400 SH   SOLE   43,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,673,468 108,455,466 SH   SOLE   52,027,122 100,840 56,327,504
FORD MTR CO DEL COM PAR $0.01 345370860 17,649 1,143,843 SH   DFND 1 0 1,143,843 0
FORD MTR CO DEL COM PAR $0.01 345370860 20,631 1,337,050 SH   DFND 3 0 203,800 1,133,250
FORD MTR CO DEL COM PAR $0.01 345370860 41,606 2,696,420 SH   DFND 2 0 2,375,520 320,900
FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 183 105,000 PRN   SOLE   20,000 0 85,000
FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 113 65,000 PRN   DFND 1 0 65,000 0
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 323 175,000 PRN   SOLE   55,000 0 120,000
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 351 190,000 PRN   DFND 1 0 190,000 0
FOREST CITY ENTERPRISES INC CL A 345550107 201,840 10,567,547 SH   SOLE   10,018,133 0 549,414
FOREST CITY ENTERPRISES INC CL A 345550107 6,724 352,052 SH   DFND 1 0 352,052 0
FOREST CITY ENTERPRISES INC CL A 345550107 1,216 63,670 SH   DFND 3 0 0 63,670
FOREST CITY ENTERPRISES INC CL A 345550107 6,644 347,835 SH   DFND 2 0 347,835 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 8/1 345550AP2 384 345,000 PRN   SOLE   95,000 0 250,000
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FOREST LABS INC COM 345838106 2,148,243 35,786,158 SH   SOLE   6,327,177 0 29,458,981
FOREST LABS INC COM 345838106 29,809 496,567 SH   DFND 1 0 496,567 0
FOREST LABS INC COM 345838106 13,866 230,980 SH   DFND 3 0 152,000 78,980
FOREST LABS INC COM 345838106 44,299 737,940 SH   DFND 2 0 502,550 235,390
FORESTAR GROUP INC COM 346233109 10,646 500,515 SH   SOLE   272,140 0 228,375
FORESTAR GROUP INC COM 346233109 5,391 253,475 SH   DFND 1 0 253,475 0
FORRESTER RESH INC COM 346563109 89,429 2,337,396 SH   SOLE   1,728,654 0 608,742
FORRESTER RESH INC COM 346563109 15,794 412,804 SH   DFND 1 0 412,804 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 164,013 19,160,398 SH   SOLE   19,160,398 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 345 7,546 SH   SOLE   7,546 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 245 5,351 SH   DFND 1 0 5,351 0
FOSSIL GROUP INC COM 34988V106 47,258 394,012 SH   SOLE   274,312 0 119,700
FOSSIL GROUP INC COM 34988V106 6,676 55,660 SH   DFND 1 0 55,660 0
FORTUNA SILVER MINES INC COM 349915108 30 10,516 SH   SOLE   10,516 0 0
FOSTER L B CO COM 350060109 345 7,299 SH   SOLE   7,299 0 0
FOUNDATION MEDICINE INC COM 350465100 38,500 1,616,279 SH   SOLE   1,485,079 0 131,200
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FOUNDATION MEDICINE INC COM 350465100 74 3,100 SH   DFND 2 0 3,100 0
FOX CHASE BANCORPINC NEW COM 35137T108 7,627 438,865 SH   SOLE   438,865 0 0
FRANCESCAS HLDGS CORP COM 351793104 47,029 2,554,531 SH   SOLE   1,712,591 0 841,940
FRANCESCAS HLDGS CORP COM 351793104 6,040 328,078 SH   DFND 1 0 328,078 0
FRANCO NEVADA CORP COM 351858105 1,753 43,022 SH   SOLE   29,966 0 13,056
FRANCO NEVADA CORP COM 351858105 4,645 114,009 SH   DFND 1 0 114,009 0
FRANKLIN ELEC INC COM 353514102 2,372 53,130 SH   SOLE   53,130 0 0
FRANKLIN FINL CORP VA COM 35353C102 7,640 386,230 SH   SOLE   386,230 0 0
FRANKLIN RES INC COM 354613101 7,749 134,226 SH   SOLE   134,226 0 0
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FREDS INC CL A 356108100 70,390 3,800,773 SH   SOLE   2,691,273 0 1,109,500
FREDS INC CL A 356108100 11,386 614,806 SH   DFND 1 0 614,806 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 10,690 283,249 SH   SOLE   219,853 0 63,396
FREEPORT-MCMORAN COPPER & GO COM 35671D857 25,979 688,381 SH   DFND 1 0 688,381 0
FREIGHTCAR AMER INC COM 357023100 10,413 391,172 SH   SOLE   337,991 0 53,181
FREIGHTCAR AMER INC COM 357023100 4,844 181,973 SH   DFND 1 0 181,973 0
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FRESH MKT INC COM 35804H106 10,137 250,300 SH   DFND 2 0 250,300 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 8,013 1,723,189 SH   SOLE   2,389 0 1,720,800
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FUSION-IO INC COM 36112J107 10,762 1,207,870 SH   SOLE   768,125 0 439,745
FUSION-IO INC COM 36112J107 347 38,890 SH   DFND 1 0 38,890 0
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G & K SVCS INC CL A 361268105 95,408 1,533,147 SH   SOLE   1,070,447 0 462,700
G & K SVCS INC CL A 361268105 15,403 247,523 SH   DFND 1 0 247,523 0
GATX CORP COM 361448103 77,598 1,487,398 SH   SOLE   1,077,998 0 409,400
GATX CORP COM 361448103 48,853 936,422 SH   DFND 1 0 936,422 0
GEO GROUP INC COM 36159R103 235 7,300 SH   SOLE   7,300 0 0
GSI GROUP INC CDANEW COM NEW 36191C205 8,966 797,674 SH   SOLE   191,024 0 606,650
GSI GROUP INC CDANEW COM NEW 36191C205 5,446 484,476 SH   DFND 1 0 484,476 0
GNC HLDGS INC COM CL A 36191G107 225,381 3,855,967 SH   SOLE   1,081,867 0 2,774,100
GNC HLDGS INC COM CL A 36191G107 9,042 154,700 SH   DFND 1 0 154,700 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 103,914 11,916,740 SH   SOLE   7,194,675 0 4,722,065
GT ADVANCED TECHNOLOGIES INC COM 36191U106 4,690 537,830 SH   DFND 1 0 537,830 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 137 100,000 PRN   SOLE   35,000 0 65,000
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 144 105,000 PRN   DFND 1 0 105,000 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 2,120 2,091,000 PRN   SOLE   1,956,000 0 135,000
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 215 212,000 PRN   DFND 1 0 212,000 0
GP STRATEGIES CORP COM 36225V104 28,441 954,729 SH   SOLE   493,120 0 461,609
GP STRATEGIES CORP COM 36225V104 9,490 318,572 SH   DFND 1 0 318,572 0
G-III APPAREL GROUP LTD COM 36237H101 5,751 77,937 SH   SOLE   42,187 0 35,750
G-III APPAREL GROUP LTD COM 36237H101 3,127 42,380 SH   DFND 1 0 42,380 0
GAMING PARTNERS INTL CORP COM 36467A107 480 58,571 SH   DFND 1 0 58,571 0
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GAMESTOP CORP NEW CL A 36467W109 177,817 3,609,759 SH   SOLE   1,566,119 0 2,043,640
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GAMESTOP CORP NEW CL A 36467W109 92 1,861 SH   DFND 2 0 0 1,861
GANNETT INC COM 364730101 1,549 52,356 SH   SOLE   52,356 0 0
GAP INC DEL COM 364760108 42,384 1,084,540 SH   SOLE   298,150 0 786,390
GAP INC DEL COM 364760108 3,940 100,828 SH   DFND 1 0 100,828 0
GAP INC DEL COM 364760108 31,085 795,418 SH   DFND 2 0 671,500 123,918
GARTNER INC COM 366651107 59,017 830,638 SH   SOLE   665,656 0 164,982
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GARTNER INC COM 366651107 1,321 18,593 SH   DFND 3 0 18,593 0
GASTAR EXPL INC COM NEW 367299203 320 46,300 SH   SOLE   46,300 0 0
GENERAC HLDGS INC COM 368736104 48,310 852,933 SH   SOLE   783,109 0 69,824
GENERAC HLDGS INC COM 368736104 1,394 24,604 SH   DFND 1 0 24,604 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,009 34,300 SH   SOLE   34,300 0 0
GENERAL DYNAMICS CORP COM 369550108 821,595 8,598,592 SH   SOLE   1,513,370 0 7,085,222
GENERAL DYNAMICS CORP COM 369550108 7,699 80,572 SH   DFND 1 0 80,572 0
GENERAL ELECTRIC CO COM 369604103 2,313,072 82,521,282 SH   SOLE   23,990,325 0 58,530,957
GENERAL ELECTRIC CO COM 369604103 16,384 584,512 SH   DFND 1 0 584,512 0
GENERAL ELECTRIC CO COM 369604103 33,057 1,179,351 SH   DFND 3 0 285,241 894,110
GENERAL ELECTRIC CO COM 369604103 9,489 338,520 SH   DFND 2 0 328,720 9,800
GENERAL GROWTH PPTYS INC NEW COM 370023103 39,230 1,954,641 SH   SOLE   1,936,491 0 18,150
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,959 346,719 SH   DFND 1 0 346,719 0
GENERAL MLS INC COM 370334104 83,886 1,680,739 SH   SOLE   141,829 0 1,538,910
GENERAL MTRS CO COM 37045V100 67,785 1,658,563 SH   SOLE   1,158,449 0 500,114
GENERAL MTRS CO COM 37045V100 2,640 64,600 SH   DFND 1 0 64,600 0
GENESCO INC COM 371532102 4,215 57,687 SH   SOLE   31,570 0 26,117
GENESCO INC COM 371532102 2,090 28,610 SH   DFND 1 0 28,610 0
GENESEE & WYO INC CL A 371559105 72,751 757,427 SH   SOLE   596,671 0 160,756
GENESEE & WYO INC CL A 371559105 7,617 79,306 SH   DFND 1 0 79,306 0
GENESEE & WYO INC CL A 371559105 2,217 23,077 SH   DFND 3 0 20,997 2,080
GENESEE & WYO INC UNIT 10/01/2015 371559204 283 2,200 SH   SOLE   600 0 1,600
GENESEE & WYO INC UNIT 10/01/2015 371559204 244 1,900 SH   DFND 1 0 1,900 0
GENOMIC HEALTH INC COM 37244C101 1,873 64,000 SH   SOLE   64,000 0 0
GENOMIC HEALTH INC COM 37244C101 9 297 SH   DFND 1 0 297 0
GENUINE PARTS CO COM 372460105 342 4,110 SH   DFND 1 0 4,110 0
GENTIVA HEALTH SERVICES INC COM 37247A102 5,216 420,300 SH   SOLE   420,300 0 0
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GENWORTH FINL INC COM CL A 37247D106 3,901 251,181 SH   SOLE   55,681 0 195,500
GENWORTH FINL INC COM CL A 37247D106 437 28,154 SH   DFND 1 0 28,154 0
GEORGETOWN BANCORP INC MD COM 372591107 907 61,080 SH   SOLE   61,080 0 0
GERDAU S A SPON ADR REP PFD 373737105 873 111,396 SH   SOLE   111,396 0 0
GERDAU S A SPON ADR REP PFD 373737105 2,837 361,832 SH   DFND 1 0 361,832 0
GERDAU S A SPON ADR REP PFD 373737105 4,181 533,325 SH   DFND 3 0 0 533,325
GIGAMON INC COM 37518B102 6,368 226,782 SH   SOLE   137,392 0 89,390
GIGAMON INC COM 37518B102 2,785 99,185 SH   DFND 1 0 99,185 0
GIGAMON INC COM 37518B102 43 1,545 SH   DFND 2 0 0 1,545
GILEAD SCIENCES INC COM 375558103 2,451,284 32,618,548 SH   SOLE   17,288,273 0 15,330,275
GILEAD SCIENCES INC COM 375558103 103,417 1,376,142 SH   DFND 1 0 1,376,142 0
GILEAD SCIENCES INC COM 375558103 14,992 199,497 SH   DFND 3 0 179,257 20,240
GILEAD SCIENCES INC COM 375558103 68,907 916,923 SH   DFND 2 0 581,935 334,988
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 2,078 630,000 PRN   SOLE   165,000 0 465,000
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 1,896 575,000 PRN   DFND 1 0 575,000 0
GLADSTONE COML CORP COM 376536108 2,960 164,730 SH   SOLE   164,730 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 34,430 644,881 SH   SOLE   0 0 644,881
GLEN BURNIE BANCORP COM 377407101 3,178 265,178 SH   SOLE   265,178 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 19,139 1,915,800 SH   SOLE   557,700 0 1,358,100
GLOBAL CASH ACCESS HLDGS INC COM 378967103 11,039 1,105,036 SH   DFND 1 0 1,105,036 0
GLIMCHER RLTY TR SH BEN INT 379302102 7,127 761,384 SH   SOLE   632,034 0 129,350
GLOBAL PMTS INC COM 37940X102 163,610 2,517,464 SH   SOLE   2,183,677 0 333,787
GLOBAL PMTS INC COM 37940X102 16,727 257,374 SH   DFND 1 0 257,374 0
GLOBAL PMTS INC COM 37940X102 3,029 46,609 SH   DFND 3 0 23,203 23,406
GLOBAL PMTS INC COM 37940X102 5,175 79,630 SH   DFND 2 0 79,630 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 13,663 698,180 SH   SOLE   167,300 0 530,880
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 8,513 434,990 SH   DFND 1 0 434,990 0
GLOBAL EAGLE ENTMT INC COM 37951D102 44,675 3,004,389 SH   SOLE   3,004,389 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,297 259,624 SH   SOLE   141,284 0 118,340
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 2,226 134,485 SH   DFND 1 0 134,485 0
GLOBE SPECIALTY METALS INC COM 37954N206 850 47,200 SH   SOLE   47,200 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 12 643 SH   DFND 1 0 643 0
GLOBUS MED INC CL A 379577208 103,124 5,110,189 SH   SOLE   2,950,032 0 2,160,157
GLOBUS MED INC CL A 379577208 14,991 742,870 SH   DFND 1 0 742,870 0
GLOBUS MED INC CL A 379577208 101 5,000 SH   DFND 2 0 5,000 0
GLU MOBILE INC COM 379890106 681 174,983 SH   SOLE   174,983 0 0
GLU MOBILE INC COM 379890106 292 75,048 SH   DFND 2 0 0 75,048
GOL LINHAS AEREASINTLG S A SP ADR REP PFD 38045R107 28,167 6,163,562 SH   SOLE   4,411,062 0 1,752,500
GOL LINHAS AEREASINTLG S A SP ADR REP PFD 38045R107 13,578 2,971,080 SH   DFND 1 0 2,971,080 0
GOL LINHAS AEREASINTLG S A SP ADR REP PFD 38045R107 419 91,700 SH   DFND 3 0 0 91,700
GOL LINHAS AEREASINTLG S A SP ADR REP PFD 38045R107 10,449 2,286,400 SH   DFND 2 0 1,753,000 533,400
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 169 52,716 SH   SOLE   25,933 0 26,783
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 781 244,150 SH   DFND 1 0 244,150 0
GOLD RESOURCE CORP COM 38068T105 1,291 284,906 SH   SOLE   284,906 0 0
GOLD RESOURCE CORP COM 38068T105 5 1,032 SH   DFND 1 0 1,032 0
GOLDCORP INC NEW COM 380956409 222,788 10,280,672 SH   SOLE   3,781,711 26,300 6,472,661
GOLDCORP INC NEW COM 380956409 30,229 1,394,400 SH   DFND 1 0 1,394,400 0
GOLDCORP INC NEW COM 380956409 5,017 231,510 SH   DFND 3 0 0 231,510
GOLDEN STAR RES LTD CDA COM 38119T104 124 279,909 SH   SOLE   279,909 0 0
GOLDEN STAR RES LTD CDA COM 38119T104 1,215 2,762,420 SH   DFND 1 0 2,762,420 0
GOLDMAN SACHS GROUP INC COM 38141G104 168,610 951,202 SH   SOLE   801,965 0 149,237
GOLDMAN SACHS GROUP INC COM 38141G104 3,516 19,834 SH   DFND 1 0 19,834 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,830 66,737 SH   DFND 3 0 44,937 21,800
GOLDMAN SACHS GROUP INC COM 38141G104 5,353 30,200 SH   DFND 2 0 28,700 1,500
GOODRICH PETE CORP COM NEW 382410405 1,949 114,495 SH   SOLE   114,495 0 0
GOODRICH PETE CORP COM NEW 382410405 25 1,474 SH   DFND 1 0 1,474 0
GOODYEAR TIRE & RUBR CO COM 382550101 239,381 10,036,928 SH   SOLE   9,787,328 0 249,600
GOODYEAR TIRE & RUBR CO COM 382550101 1,660 69,583 SH   DFND 1 0 69,583 0
GOOGLE INC CL A 38259P508 1,775,887 1,584,609 SH   SOLE   1,002,574 0 582,035
GOOGLE INC CL A 38259P508 112,359 100,257 SH   DFND 1 0 100,257 0
GOOGLE INC CL A 38259P508 18,979 16,935 SH   DFND 3 0 9,225 7,710
GOOGLE INC CL A 38259P508 59,411 53,012 SH   DFND 2 0 28,148 24,864
GRAFTECH INTL LTD COM 384313102 28,608 2,547,428 SH   SOLE   2,275,708 0 271,720
GRAFTECH INTL LTD COM 384313102 14,734 1,311,992 SH   DFND 1 0 1,311,992 0
GRAFTECH INTL LTD COM 384313102 45 4,000 SH   DFND 2 0 4,000 0
GRAINGER W W INC COM 384802104 13,187 51,629 SH   SOLE   24,049 0 27,580
GRAINGER W W INC COM 384802104 1,644 6,435 SH   DFND 1 0 6,435 0
GRAN TIERRA ENERGY INC COM 38500T101 285 38,961 SH   SOLE   38,961 0 0
GRAN TIERRA ENERGY INC COM 38500T101 8 1,052 SH   DFND 1 0 1,052 0
GRAND CANYON ED INC COM 38526M106 41,157 943,965 SH   SOLE   657,265 0 286,700
GRAND CANYON ED INC COM 38526M106 5,114 117,294 SH   DFND 1 0 117,294 0
GRAPHIC PACKAGINGHLDG CO COM 388689101 145,550 15,161,482 SH   SOLE   7,427,638 0 7,733,844
GRAPHIC PACKAGINGHLDG CO COM 388689101 37,583 3,914,854 SH   DFND 1 0 3,914,854 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 18,671 2,029,412 SH   SOLE   493,651 0 1,535,761
GREAT LAKES DREDGE & DOCK CO COM 390607109 11,156 1,212,601 SH   DFND 1 0 1,212,601 0
GREAT PLAINS ENERGY INC COM 391164100 31,455 1,297,666 SH   SOLE   1,110,066 0 187,600
GREAT PLAINS ENERGY INC COM 391164100 1,182 48,748 SH   DFND 1 0 48,748 0
GREATBATCH INC COM 39153L106 20,770 469,479 SH   SOLE   195,160 0 274,319
GREATBATCH INC COM 39153L106 9,692 219,068 SH   DFND 1 0 219,068 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 430,725 5,698,931 SH   SOLE   3,290,364 0 2,408,567
GREEN MTN COFFEE ROASTERS IN COM 393122106 37,481 495,910 SH   DFND 1 0 495,910 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 4,180 55,305 SH   DFND 2 0 55,305 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 537 27,700 SH   SOLE   27,700 0 0
GREEN PLAINS RENEWABLE ENERG COM 393222104 8 415 SH   DFND 1 0 415 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 207 175,000 PRN   DFND 1 0 175,000 0
GREENHILL & CO INC COM 395259104 46,069 795,119 SH   SOLE   618,595 0 176,524
GREENHILL & CO INC COM 395259104 4,083 70,465 SH   DFND 1 0 70,465 0
GREENHILL & CO INC COM 395259104 1,151 19,870 SH   DFND 3 0 19,870 0
GREIF INC CL A 397624107 35,239 672,505 SH   SOLE   471,655 0 200,850
GREIF INC CL A 397624107 5,707 108,904 SH   DFND 1 0 108,904 0
GRIFFON CORP COM 398433102 3,653 276,500 SH   SOLE   150,100 0 126,400
GRIFFON CORP COM 398433102 1,967 148,900 SH   DFND 1 0 148,900 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,602 163,364 SH   SOLE   148,869 0 14,495
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 367 290,000 PRN   SOLE   95,000 0 195,000
GROUP 1 AUTOMOTIVE INC FRNT 2.250% 6/1 398905AE9 367 290,000 PRN   DFND 1 0 290,000 0
GROUPON INC COM CL A 399473107 309,103 26,261,903 SH   SOLE   18,598,519 0 7,663,384
GROUPON INC COM CL A 399473107 13,741 1,167,433 SH   DFND 1 0 1,167,433 0
GROUPON INC COM CL A 399473107 1,193 101,400 SH   DFND 3 0 101,400 0
GROUPON INC COM CL A 399473107 94 8,000 SH   DFND 2 0 0 8,000
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 9,755 933,473 SH   SOLE   702,673 0 230,800
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 2,770 265,100 SH   DFND 1 0 265,100 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 4,946 473,300 SH   DFND 3 0 0 473,300
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 23,829 191,194 SH   SOLE   133,575 0 57,619
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 15,963 128,082 SH   DFND 1 0 128,082 0
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 5,229 41,958 SH   DFND 3 0 0 41,958
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 12,292 98,627 SH   DFND 2 0 76,527 22,100
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 11,086 812,722 SH   SOLE   558,542 0 254,180
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 5,740 420,800 SH   DFND 1 0 420,800 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 160 11,700 SH   DFND 3 0 0 11,700
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 2,905 213,000 SH   DFND 2 0 213,000 0
GUARANTY BANCORP DEL COM NEW 40075T607 5,343 380,293 SH   SOLE   380,293 0 0
GUESS INC COM 401617105 459 14,774 SH   SOLE   14,774 0 0
GUESS INC COM 401617105 27 880 SH   DFND 1 0 880 0
GUIDEWIRE SOFTWARE INC COM 40171V100 12,418 253,070 SH   SOLE   165,680 0 87,390
GUIDEWIRE SOFTWARE INC COM 40171V100 4,789 97,605 SH   DFND 1 0 97,605 0
GULFPORT ENERGY CORP COM NEW 402635304 8,156 129,154 SH   SOLE   129,154 0 0
GULFPORT ENERGY CORP COM NEW 402635304 7,212 114,211 SH   DFND 1 0 114,211 0
H & E EQUIPMENT SERVICES INC COM 404030108 18,596 627,615 SH   SOLE   259,873 0 367,742
H & E EQUIPMENT SERVICES INC COM 404030108 8,029 270,965 SH   DFND 1 0 270,965 0
HCA HOLDINGS INC COM 40412C101 632,787 13,263,193 SH   SOLE   4,420,688 0 8,842,505
HCA HOLDINGS INC COM 40412C101 18,144 380,301 SH   DFND 1 0 380,301 0
HCA HOLDINGS INC COM 40412C101 7,744 162,305 SH   DFND 3 0 72,005 90,300
HCA HOLDINGS INC COM 40412C101 45,322 949,955 SH   DFND 2 0 666,070 283,885
HCP INC COM 40414L109 234 6,430 SH   SOLE   6,430 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 382 11,104 SH   SOLE   2,826 0 8,278
HCI GROUP INC COM 40416E103 856 16,000 SH   SOLE   16,000 0 0
HCI GROUP INC COM 40416E103 8 154 SH   DFND 1 0 154 0
HD SUPPLY HLDGS INC COM 40416M105 324,055 13,496,661 SH   SOLE   8,988,449 0 4,508,212
HD SUPPLY HLDGS INC COM 40416M105 17,879 744,629 SH   DFND 1 0 744,629 0
HD SUPPLY HLDGS INC COM 40416M105 6,304 262,542 SH   DFND 3 0 180,422 82,120
HF FINL CORP COM 404172108 7,778 600,600 SH   SOLE   600,600 0 0
HFF INC CL A 40418F108 24,992 930,792 SH   SOLE   491,925 0 438,867
HFF INC CL A 40418F108 8,894 331,264 SH   DFND 1 0 331,264 0
HSBC HLDGS PLC SPON ADR NEW 404280406 308,683 5,599,190 SH   SOLE   261,330 22,640 5,315,220
HSN INC COM 404303109 164,174 2,635,216 SH   SOLE   1,723,340 0 911,876
HSN INC COM 404303109 22,923 367,943 SH   DFND 1 0 367,943 0
HSN INC COM 404303109 19 300 SH   DFND 2 0 300 0
HAEMONETICS CORP COM 405024100 6,605 156,772 SH   SOLE   97,072 0 59,700
HAEMONETICS CORP COM 405024100 1,249 29,650 SH   DFND 1 0 29,650 0
HAIN CELESTIAL GROUP INC COM 405217100 123 1,357 SH   SOLE   1,357 0 0
HAIN CELESTIAL GROUP INC COM 405217100 305 3,358 SH   DFND 1 0 3,358 0
HALLIBURTON CO COM 406216101 1,080,008 21,280,948 SH   SOLE   8,855,431 0 12,425,517
HALLIBURTON CO COM 406216101 88,785 1,749,453 SH   DFND 1 0 1,749,453 0
HALLIBURTON CO COM 406216101 11,095 218,615 SH   DFND 3 0 39,860 178,755
HALLIBURTON CO COM 406216101 56,723 1,117,690 SH   DFND 2 0 805,440 312,250
HANCOCK HLDG CO COM 410120109 41,167 1,122,320 SH   SOLE   792,820 0 329,500
HANCOCK HLDG CO COM 410120109 6,599 179,903 SH   DFND 1 0 179,903 0
HANESBRANDS INC COM 410345102 3,982 56,672 SH   SOLE   56,672 0 0
HANESBRANDS INC COM 410345102 337 4,789 SH   DFND 1 0 4,789 0
HANMI FINL CORP COM NEW 410495204 1,040 47,530 SH   SOLE   47,530 0 0
HANMI FINL CORP COM NEW 410495204 15 677 SH   DFND 1 0 677 0
HANOVER INS GROUPINC COM 410867105 122,316 2,048,506 SH   SOLE   1,626,069 0 422,437
HANOVER INS GROUPINC COM 410867105 14,121 236,492 SH   DFND 1 0 236,492 0
HARLEY DAVIDSON INC COM 412822108 398,321 5,752,754 SH   SOLE   3,999,932 0 1,752,822
HARLEY DAVIDSON INC COM 412822108 38,133 550,730 SH   DFND 1 0 550,730 0
HARLEY DAVIDSON INC COM 412822108 3,707 53,540 SH   DFND 3 0 53,540 0
HARMAN INTL INDS INC COM 413086109 87 1,062 SH   SOLE   1,062 0 0
HARMAN INTL INDS INC COM 413086109 215 2,627 SH   DFND 1 0 2,627 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 251 99,223 SH   SOLE   47,827 0 51,396
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,116 440,959 SH   DFND 1 0 440,959 0
HARTFORD FINL SVCS GROUP INC COM 416515104 445,121 12,285,966 SH   SOLE   6,473,476 0 5,812,490
HARTFORD FINL SVCS GROUP INC COM 416515104 25,809 712,354 SH   DFND 1 0 712,354 0
HARTFORD FINL SVCS GROUP INC COM 416515104 8,628 238,135 SH   DFND 3 0 122,550 115,585
HARTFORD FINL SVCS GROUP INC COM 416515104 24,186 667,580 SH   DFND 2 0 358,820 308,760
HATTERAS FINL CORP COM 41902R103 77,738 4,757,507 SH   SOLE   4,398,007 0 359,500
HATTERAS FINL CORP COM 41902R103 835 51,078 SH   DFND 1 0 51,078 0
HAVERTY FURNITUREINC COM 419596101 8,240 263,270 SH   SOLE   232,470 0 30,800
HAVERTY FURNITUREINC COM 419596101 4,447 142,070 SH   DFND 1 0 142,070 0
HAWAIIAN HOLDINGSINC COM 419879101 1,618 168,000 SH   SOLE   168,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 3,455 62,540 SH   SOLE   34,900 0 27,640
HAYNES INTERNATIONAL INC COM NEW 420877201 1,881 34,050 SH   DFND 1 0 34,050 0
HEALTHSOUTH CORP COM NEW 421924309 30,917 927,879 SH   SOLE   825,555 0 102,324
HEALTHSOUTH CORP COM NEW 421924309 220 6,600 SH   DFND 1 0 6,600 0
HEALTHSOUTH CORP COM NEW 421924309 197 5,900 SH   DFND 2 0 5,900 0
HEALTH MGMT ASSOCINC NEW CL A 421933102 246,735 18,834,700 SH   SOLE   0 0 18,834,700
HEADWATERS INC COM 42210P102 24,328 2,485,031 SH   SOLE   1,852,389 0 632,642
HEADWATERS INC COM 42210P102 5,800 592,472 SH   DFND 1 0 592,472 0
HEALTH CARE REIT INC COM 42217K106 17,788 332,049 SH   SOLE   332,049 0 0
HEALTH CARE REIT INC COM 42217K106 5,184 96,768 SH   DFND 1 0 96,768 0
HEALTH NET INC COM 42222G108 34,289 1,155,677 SH   SOLE   18,919 0 1,136,758
HEALTH NET INC COM 42222G108 33 1,114 SH   DFND 1 0 1,114 0
HEALTHCARE TR AMER INC CL A 42225P105 1,784 181,286 SH   SOLE   181,286 0 0
HEALTHCARE TR AMER INC CL A 42225P105 416 42,232 SH   DFND 1 0 42,232 0
HEARTLAND EXPRESSINC COM 422347104 2,585 131,748 SH   SOLE   131,748 0 0
HEARTLAND EXPRESSINC COM 422347104 12 627 SH   DFND 1 0 627 0
HEARTLAND PMT SYSINC COM 42235N108 210,762 4,228,778 SH   SOLE   3,445,950 0 782,828
HEARTLAND PMT SYSINC COM 42235N108 32,782 657,741 SH   DFND 1 0 657,741 0
HEARTLAND PMT SYSINC COM 42235N108 3,559 71,405 SH   DFND 3 0 39,005 32,400
HEARTLAND PMT SYSINC COM 42235N108 5,525 110,850 SH   DFND 2 0 99,020 11,830
HEARTWARE INTL INC COM 422368100 133,435 1,420,121 SH   SOLE   1,164,383 0 255,738
HEARTWARE INTL INC COM 422368100 9,933 105,716 SH   DFND 1 0 105,716 0
HEARTWARE INTL INC COM 422368100 620 6,600 SH   DFND 2 0 6,600 0
HEARTWARE INTL INC NOTE 3.500%12/1 422368AA8 438 365,000 PRN   SOLE   100,000 0 265,000
HEARTWARE INTL INC NOTE 3.500%12/1 422368AA8 408 340,000 PRN   DFND 1 0 340,000 0
HECLA MNG CO COM 422704106 248 80,415 SH   SOLE   56,967 0 23,448
HECLA MNG CO COM 422704106 752 244,020 SH   DFND 1 0 244,020 0
HEICO CORP NEW COM 422806109 17,414 300,500 SH   SOLE   281,213 0 19,287
HEICO CORP NEW CL A 422806208 13,466 319,694 SH   SOLE   243,074 0 76,620
HEICO CORP NEW CL A 422806208 3,626 86,092 SH   DFND 1 0 86,092 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 85 4,235 SH   SOLE   4,235 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 212 10,510 SH   DFND 1 0 10,510 0
HELMERICH & PAYNEINC COM 423452101 2,429 28,895 SH   SOLE   28,895 0 0
HELMERICH & PAYNEINC COM 423452101 1,510 17,965 SH   DFND 1 0 17,965 0
HERITAGE COMMERCECORP COM 426927109 13,375 1,623,131 SH   SOLE   1,623,131 0 0
HERCULES TECH GROWTH CAP INC COM 427096508 996 60,743 SH   SOLE   0 0 60,743
HERITAGE OAKS BANCORP COM 42724R107 15,147 2,019,557 SH   SOLE   2,019,557 0 0
HERITAGE FINL GROUP INC COM 42726X102 10,698 555,766 SH   SOLE   555,766 0 0
HERSHEY CO COM 427866108 1,748 17,974 SH   SOLE   0 0 17,974
HERSHEY CO COM 427866108 1,497 15,393 SH   DFND 1 0 15,393 0
HESKA CORP COM RESTRC NEW 42805E306 716 81,900 SH   DFND 1 0 81,900 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 772,704 26,998,759 SH   SOLE   17,941,946 0 9,056,813
HERTZ GLOBAL HOLDINGS INC COM 42805T105 32,717 1,143,149 SH   DFND 1 0 1,143,149 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 9,820 343,130 SH   DFND 3 0 212,640 130,490
HERTZ GLOBAL HOLDINGS INC COM 42805T105 18,832 658,005 SH   DFND 2 0 439,600 218,405
HESS CORP COM 42809H107 78,725 948,494 SH   SOLE   22,422 0 926,072
HESS CORP COM 42809H107 13,968 168,287 SH   DFND 1 0 168,287 0
HEWLETT PACKARD CO COM 428236103 45,353 1,620,901 SH   SOLE   1,244,726 0 376,175
HEWLETT PACKARD CO COM 428236103 2,303 82,319 SH   DFND 1 0 82,319 0
HHGREGG INC COM 42833L108 520 37,200 SH   SOLE   37,200 0 0
HIGHER ONE HLDGS INC COM 42983D104 50,177 5,141,099 SH   SOLE   5,066,304 0 74,795
HIGHER ONE HLDGS INC COM 42983D104 13,906 1,424,822 SH   DFND 1 0 1,424,822 0
HILL ROM HLDGS INC COM 431475102 1,093 26,449 SH   SOLE   26,449 0 0
HILL ROM HLDGS INC COM 431475102 61 1,480 SH   DFND 1 0 1,480 0
HILLSHIRE BRANDS CO COM 432589109 135,610 4,055,330 SH   SOLE   1,657,190 0 2,398,140
HILLSHIRE BRANDS CO COM 432589109 1,084 32,422 SH   DFND 1 0 32,422 0
HILLSHIRE BRANDS CO COM 432589109 8,115 242,675 SH   DFND 3 0 169,500 73,175
HILLSHIRE BRANDS CO COM 432589109 13,203 394,825 SH   DFND 2 0 394,825 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 11,060 497,090 SH   SOLE   353,560 0 143,530
HILTON WORLDWIDE HLDGS INC COM 43300A104 938 42,140 SH   DFND 1 0 42,140 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 823 36,995 SH   DFND 3 0 14,420 22,575
HILTON WORLDWIDE HLDGS INC COM 43300A104 2,737 123,010 SH   DFND 2 0 92,340 30,670
HITTITE MICROWAVECORP COM 43365Y104 7,736 125,320 SH   SOLE   72,380 0 52,940
HITTITE MICROWAVECORP COM 43365Y104 3,637 58,925 SH   DFND 1 0 58,925 0
HOLLYFRONTIER CORP COM 436106108 69,301 1,394,659 SH   SOLE   770,849 0 623,810
HOLLYFRONTIER CORP COM 436106108 20,160 405,723 SH   DFND 1 0 405,723 0
HOLLYFRONTIER CORP COM 436106108 2,479 49,880 SH   DFND 3 0 36,380 13,500
HOLLYFRONTIER CORP COM 436106108 6,439 129,580 SH   DFND 2 0 0 129,580
HOLOGIC INC COM 436440101 186,031 8,323,534 SH   SOLE   575,274 0 7,748,260
HOLOGIC INC COM 436440101 429 19,210 SH   DFND 1 0 19,210 0
HOLOGIC INC COM 436440101 525 23,500 SH   DFND 2 0 4,600 18,900
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,049 900,000 PRN   SOLE   240,000 0 660,000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 933 800,000 PRN   DFND 1 0 800,000 0
HOME DEPOT INC COM 437076102 951,590 11,556,841 SH   SOLE   6,253,541 0 5,303,300
HOME DEPOT INC COM 437076102 38,222 464,198 SH   DFND 1 0 464,198 0
HOME DEPOT INC COM 437076102 14,113 171,400 SH   DFND 3 0 115,700 55,700
HOME DEPOT INC COM 437076102 6,649 80,745 SH   DFND 2 0 76,945 3,800
HOME FED BANCORP INC LA NEW COM 43708L108 1,888 107,572 SH   SOLE   107,572 0 0
HOME FED BANCORP INC MD COM 43710G105 7,082 475,328 SH   SOLE   475,328 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 12,404 284,225 SH   SOLE   218,475 0 65,750
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 8,675 198,789 SH   DFND 1 0 198,789 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 6,619 151,680 SH   DFND 2 0 132,180 19,500
HOMEAWAY INC COM 43739Q100 243,299 5,951,552 SH   SOLE   4,086,377 0 1,865,175
HOMEAWAY INC COM 43739Q100 14,184 346,966 SH   DFND 1 0 346,966 0
HOMEAWAY INC COM 43739Q100 2,265 55,414 SH   DFND 3 0 55,414 0
HOMESTREET INC COM 43785V102 13,842 692,120 SH   SOLE   664,100 0 28,020
HOMETRUST BANCSHARES INC COM 437872104 13,649 853,600 SH   SOLE   853,600 0 0
HONEYWELL INTL INC COM 438516106 1,670,406 18,281,781 SH   SOLE   4,749,915 0 13,531,866
HONEYWELL INTL INC COM 438516106 27,826 304,544 SH   DFND 1 0 304,544 0
HONEYWELL INTL INC COM 438516106 23,881 261,361 SH   DFND 3 0 55,641 205,720
HONEYWELL INTL INC COM 438516106 25,436 278,384 SH   DFND 2 0 158,040 120,344
HOPFED BANCORP INC COM 439734104 7,801 684,895 SH   SOLE   684,895 0 0
HORMEL FOODS CORP COM 440452100 1,501 33,239 SH   DFND 1 0 33,239 0
HORNBECK OFFSHORESVCS INC N NOTE 1.500% 9/0 440543AN6 146 123,000 PRN   SOLE   45,000 0 78,000
HORNBECK OFFSHORESVCS INC N NOTE 1.500% 9/0 440543AN6 178 150,000 PRN   DFND 1 0 150,000 0
HOSPIRA INC COM 441060100 289,446 7,011,770 SH   SOLE   179,660 0 6,832,110
HOSPIRA INC COM 441060100 319 7,720 SH   DFND 1 0 7,720 0
HOSPIRA INC COM 441060100 294 7,110 SH   DFND 2 0 7,110 0
HOSPITALITY PPTYSTR COM SH BEN INT 44106M102 370 13,700 SH   DFND 1 0 13,700 0
HOST HOTELS & RESORTS INC COM 44107P104 166,771 8,578,753 SH   SOLE   7,131,671 0 1,447,082
HOST HOTELS & RESORTS INC COM 44107P104 3,488 179,448 SH   DFND 1 0 179,448 0
HUBBELL INC CL B 443510201 82,366 756,348 SH   SOLE   653,017 0 103,331
HUBBELL INC CL B 443510201 4,902 45,012 SH   DFND 1 0 45,012 0
HUDSON CITY BANCORP COM 443683107 1,911 202,700 SH   SOLE   202,700 0 0
HUMANA INC COM 444859102 700,565 6,787,106 SH   SOLE   141,512 0 6,645,594
HUMANA INC COM 444859102 568 5,500 SH   DFND 1 0 5,500 0
HUMANA INC COM 444859102 506 4,900 SH   DFND 2 0 4,900 0
HUNT J B TRANS SVCS INC COM 445658107 203,239 2,629,218 SH   SOLE   1,530,737 0 1,098,481
HUNT J B TRANS SVCS INC COM 445658107 21,403 276,880 SH   DFND 1 0 276,880 0
HUNT J B TRANS SVCS INC COM 445658107 3,624 46,887 SH   DFND 3 0 30,194 16,693
HUNT J B TRANS SVCS INC COM 445658107 12,112 156,690 SH   DFND 2 0 73,290 83,400
HUNTINGTON BANCSHARES INC COM 446150104 1,544 160,000 SH   SOLE   160,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 202 20,900 SH   DFND 1 0 20,900 0
HUNTSMAN CORP COM 447011107 765 31,100 SH   SOLE   31,100 0 0
HURON CONSULTING GROUP INC COM 447462102 111,955 1,785,001 SH   SOLE   958,207 0 826,794
HURON CONSULTING GROUP INC COM 447462102 19,142 305,205 SH   DFND 1 0 305,205 0
HURON CONSULTING GROUP INC COM 447462102 645 10,290 SH   DFND 2 0 1,000 9,290
IDT CORP CL B NEW 448947507 1,442 80,700 SH   SOLE   80,700 0 0
IDT CORP CL B NEW 448947507 5 266 SH   DFND 1 0 266 0
HYPERION THERAPEUTICS INC COM 44915N101 47,826 2,365,298 SH   SOLE   1,631,450 0 733,848
HYPERION THERAPEUTICS INC COM 44915N101 4,735 234,176 SH   DFND 1 0 234,176 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 388,742 5,659,373 SH   SOLE   3,421,506 0 2,237,867
IAC INTERACTIVECORP COM PAR $.001 44919P508 37,418 544,735 SH   DFND 1 0 544,735 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 1,121 16,325 SH   DFND 3 0 0 16,325
IAC INTERACTIVECORP COM PAR $.001 44919P508 6,050 88,075 SH   DFND 2 0 88,075 0
ICF INTL INC COM 44925C103 14,947 430,633 SH   SOLE   102,800 0 327,833
ICF INTL INC COM 44925C103 8,993 259,094 SH   DFND 1 0 259,094 0
ICU MED INC COM 44930G107 70,029 1,099,179 SH   SOLE   704,120 0 395,059
ICU MED INC COM 44930G107 14,050 220,523 SH   DFND 1 0 220,523 0
I D SYSTEMS INC COM 449489103 2,055 355,000 SH   DFND 1 0 355,000 0
IF BANCORP INC COM 44951J105 5,841 349,567 SH   SOLE   349,567 0 0
IPG PHOTONICS CORP COM 44980X109 7,330 94,450 SH   SOLE   94,450 0 0
IPG PHOTONICS CORP COM 44980X109 1,965 25,325 SH   DFND 1 0 25,325 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 17,453 519,742 SH   SOLE   425,788 0 93,954
ITT EDUCATIONAL SERVICES INC COM 45068B109 486 14,470 SH   DFND 1 0 14,470 0
IXIA NOTE 3.000%12/1 45071RAB5 172 160,000 PRN   SOLE   40,000 0 120,000
IXIA NOTE 3.000%12/1 45071RAB5 140 130,000 PRN   DFND 1 0 130,000 0
IBERIABANK CORP COM 450828108 46,999 747,800 SH   SOLE   633,500 0 114,300
IBERIABANK CORP COM 450828108 1,703 27,100 SH   DFND 1 0 27,100 0
IAMGOLD CORP COM 450913108 2,437 733,646 SH   SOLE   733,646 0 0
IAMGOLD CORP COM 450913108 1,100 331,000 SH   DFND 1 0 331,000 0
ICICI BK LTD ADR 45104G104 33,743 907,806 SH   SOLE   845,553 0 62,253
ICICI BK LTD ADR 45104G104 7,187 193,360 SH   DFND 1 0 193,360 0
ICICI BK LTD ADR 45104G104 4,432 119,248 SH   DFND 3 0 53,470 65,778
ICICI BK LTD ADR 45104G104 1,491 40,100 SH   DFND 2 0 40,100 0
ICONIX BRAND GROUP INC COM 451055107 3,544 89,265 SH   SOLE   89,265 0 0
ICONIX BRAND GROUP INC COM 451055107 230 5,805 SH   DFND 1 0 5,805 0
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 295 215,000 PRN   SOLE   55,000 0 160,000
ICONIX BRAND GROUP INC NOTE 2.500% 6/0 451055AE7 350 255,000 PRN   DFND 1 0 255,000 0
IDACORP INC COM 451107106 7,370 142,163 SH   SOLE   102,463 0 39,700
IDACORP INC COM 451107106 2,478 47,800 SH   DFND 1 0 47,800 0
IDEX CORP COM 45167R104 109,559 1,483,537 SH   SOLE   1,181,336 0 302,201
IDEX CORP COM 45167R104 9,249 125,240 SH   DFND 1 0 125,240 0
IDEX CORP COM 45167R104 2,431 32,915 SH   DFND 3 0 32,915 0
IDEX CORP COM 45167R104 130 1,760 SH   DFND 2 0 1,760 0
IGATE CORP COM 45169U105 25,546 636,102 SH   SOLE   437,276 0 198,826
IGATE CORP COM 45169U105 3,305 82,296 SH   DFND 1 0 82,296 0
IGNITE RESTAURANTGROUP INC COM 451730105 22,714 1,817,120 SH   SOLE   1,094,466 0 722,654
IGNITE RESTAURANTGROUP INC COM 451730105 7,276 582,060 SH   DFND 1 0 582,060 0
IHS INC CL A 451734107 398,353 3,327,927 SH   SOLE   2,166,549 0 1,161,378
IHS INC CL A 451734107 24,294 202,956 SH   DFND 1 0 202,956 0
IHS INC CL A 451734107 6,221 51,975 SH   DFND 3 0 34,783 17,192
ILLINOIS TOOL WKSINC COM 452308109 465,488 5,536,251 SH   SOLE   3,069,792 0 2,466,459
ILLINOIS TOOL WKSINC COM 452308109 18,779 223,350 SH   DFND 1 0 223,350 0
ILLINOIS TOOL WKSINC COM 452308109 7,940 94,430 SH   DFND 3 0 45,190 49,240
ILLINOIS TOOL WKSINC COM 452308109 21,916 260,655 SH   DFND 2 0 170,895 89,760
ILLUMINA INC COM 452327109 409,271 3,699,795 SH   SOLE   1,227,149 0 2,472,646
ILLUMINA INC COM 452327109 7,851 70,970 SH   DFND 1 0 70,970 0
ILLUMINA INC COM 452327109 1,752 15,840 SH   DFND 3 0 15,840 0
ILLUMINA INC COM 452327109 487 4,400 SH   DFND 2 0 4,400 0
IMAX CORP COM 45245E109 174,881 5,932,179 SH   SOLE   3,876,747 0 2,055,432
IMAX CORP COM 45245E109 16,357 554,846 SH   DFND 1 0 554,846 0
IMAX CORP COM 45245E109 90 3,064 SH   DFND 2 0 0 3,064
IMMUNOGEN INC COM 45253H101 43,430 2,960,482 SH   SOLE   2,247,067 0 713,415
IMMUNOGEN INC COM 45253H101 2,478 168,890 SH   DFND 1 0 168,890 0
IMMUNOGEN INC COM 45253H101 279 19,025 SH   DFND 3 0 13,770 5,255
IMMUNOGEN INC COM 45253H101 474 32,300 SH   DFND 2 0 900 31,400
IMPAX LABORATORIES INC COM 45256B101 1,467 58,362 SH   SOLE   58,362 0 0
IMPAX LABORATORIES INC COM 45256B101 41 1,618 SH   DFND 1 0 1,618 0
IMPERIAL HLDGS INC COM 452834104 11,458 1,751,997 SH   SOLE   1,751,997 0 0
IMMUNOMEDICS INC COM 452907108 1,801 391,500 SH   SOLE   391,500 0 0
IMMUNOMEDICS INC COM 452907108 7 1,418 SH   DFND 1 0 1,418 0
IMPERIAL OIL LTD COM NEW 453038408 217,725 4,921,945 SH   SOLE   3,984,262 30,950 906,733
IMPERIAL OIL LTD COM NEW 453038408 30,360 686,372 SH   DFND 1 0 686,372 0
IMPERIAL OIL LTD COM NEW 453038408 16,018 362,097 SH   DFND 3 0 58,026 304,071
IMPERIAL OIL LTD COM NEW 453038408 22,065 498,870 SH   DFND 2 0 498,870 0
IMPERVA INC COM 45321L100 19,038 395,545 SH   SOLE   299,840 0 95,705
IMPERVA INC COM 45321L100 4,156 86,345 SH   DFND 1 0 86,345 0
IMRIS INC COM 45322N105 2,592 1,630,500 SH   DFND 1 0 1,630,500 0
INCYTE CORP COM 45337C102 414,113 8,179,201 SH   SOLE   2,838,521 0 5,340,680
INCYTE CORP COM 45337C102 17,099 337,731 SH   DFND 1 0 337,731 0
INCYTE CORP COM 45337C102 2,533 50,035 SH   DFND 3 0 50,035 0
INCYTE CORP COM 45337C102 1,845 36,440 SH   DFND 2 0 9,550 26,890
INCYTE CORP NOTE 4.750%10/0 45337CAJ1 230 40,000 PRN   DFND 1 0 40,000 0
INDEPENDENCE RLTYTR INC COM 45378A106 4,462 535,000 SH   DFND 1 0 535,000 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 18,899 1,574,900 SH   SOLE   1,412,200 0 162,700
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,945 162,100 SH   DFND 1 0 162,100 0
INFINITY PHARMACEUTICALS INC COM 45665G303 26,145 1,893,200 SH   SOLE   1,659,900 0 233,300
INFINITY PHARMACEUTICALS INC COM 45665G303 516 37,400 SH   DFND 1 0 37,400 0
INFINITY PHARMACEUTICALS INC COM 45665G303 461 33,400 SH   DFND 2 0 33,400 0
INFORMATICA CORP COM 45666Q102 103,853 2,502,485 SH   SOLE   1,657,943 0 844,542
INFORMATICA CORP COM 45666Q102 8,193 197,428 SH   DFND 1 0 197,428 0
INFORMATICA CORP COM 45666Q102 1,092 26,314 SH   DFND 3 0 26,314 0
INFOBLOX INC COM 45672H104 8,020 242,893 SH   SOLE   135,308 0 107,585
INFOBLOX INC COM 45672H104 3,934 119,150 SH   DFND 1 0 119,150 0
INFOBLOX INC COM 45672H104 84 2,554 SH   DFND 2 0 0 2,554
INFORMATION SERVICES GROUP I COM 45675Y104 3,387 798,800 SH   DFND 1 0 798,800 0
INFOSYS LTD SPONSORED ADR 456788108 4,076 72,016 SH   SOLE   33,916 0 38,100
INFOSYS LTD SPONSORED ADR 456788108 391 6,900 SH   DFND 1 0 6,900 0
INFOSYS LTD SPONSORED ADR 456788108 830 14,673 SH   DFND 3 0 0 14,673
ING GROEP N V SPONSORED ADR 456837103 3,938 281,100 SH   SOLE   0 0 281,100
INGRAM MICRO INC CL A 457153104 577 24,600 SH   SOLE   24,600 0 0
INGREDION INC COM 457187102 247,639 3,617,283 SH   SOLE   996,438 0 2,620,845
INGREDION INC COM 457187102 25,575 373,580 SH   DFND 1 0 373,580 0
INNOSPEC INC COM 45768S105 61,090 1,321,726 SH   SOLE   893,367 0 428,359
INNOSPEC INC COM 45768S105 10,036 217,134 SH   DFND 1 0 217,134 0
INPHI CORP COM 45772F107 18,280 1,417,016 SH   SOLE   585,713 0 831,303
INPHI CORP COM 45772F107 8,809 682,887 SH   DFND 1 0 682,887 0
INSULET CORP COM 45784P101 94,462 2,546,138 SH   SOLE   1,452,830 0 1,093,308
INSULET CORP COM 45784P101 8,397 226,329 SH   DFND 1 0 226,329 0
INSULET CORP NOTE 3.750% 6/1 45784PAC5 451 307,000 PRN   SOLE   80,000 0 227,000
INSULET CORP NOTE 3.750% 6/1 45784PAC5 392 267,000 PRN   DFND 1 0 267,000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4,585 96,100 SH   SOLE   92,900 0 3,200
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 186 3,900 SH   DFND 1 0 3,900 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 157 3,300 SH   DFND 2 0 3,300 0
INTEGRATED SILICON SOLUTION COM 45812P107 6,018 497,765 SH   SOLE   219,851 0 277,914
INTEGRATED SILICON SOLUTION COM 45812P107 2,536 209,735 SH   DFND 1 0 209,735 0
INTEL CORP COM 458140100 2,164,988 83,397,058 SH   SOLE   31,988,304 0 51,408,754
INTEL CORP COM 458140100 13,037 502,199 SH   DFND 1 0 502,199 0
INTEL CORP COM 458140100 37,314 1,437,362 SH   DFND 3 0 490,657 946,705
INTEL CORP COM 458140100 10,431 401,804 SH   DFND 2 0 389,304 12,500
INTEL CORP SDCV 2.950%12/1 458140AD2 224 200,000 PRN   SOLE   50,000 0 150,000
INTEL CORP SDCV 2.950%12/1 458140AD2 196 175,000 PRN   DFND 1 0 175,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 5,002 3,680,000 PRN   SOLE   1,997,000 0 1,683,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 1,400 1,030,000 PRN   DFND 1 0 1,030,000 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,472 2,554,000 PRN   DFND 3 0 879,000 1,675,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 1,843 1,356,000 PRN   DFND 2 0 857,000 499,000
INTEGRYS ENERGY GROUP INC COM 45822P105 366 6,729 SH   SOLE   6,729 0 0
INTELIQUENT INC COM 45825N107 981 85,919 SH   SOLE   85,919 0 0
INTER PARFUMS INC COM 458334109 1,665 46,500 SH   SOLE   46,500 0 0
INTER PARFUMS INC COM 458334109 8 222 SH   DFND 1 0 222 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 381 374,000 PRN   SOLE   100,000 0 274,000
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 316 310,000 PRN   DFND 1 0 310,000 0
INTERFACE INC COM 458665304 2,599 118,360 SH   SOLE   65,595 0 52,765
INTERFACE INC COM 458665304 1,248 56,820 SH   DFND 1 0 56,820 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 923,218 4,104,650 SH   SOLE   2,668,161 0 1,436,489
INTERCONTINENTALEXCHANGE GRO COM 45866F104 41,887 186,231 SH   DFND 1 0 186,231 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 4,548 20,220 SH   DFND 3 0 9,035 11,185
INTERCONTINENTALEXCHANGE GRO COM 45866F104 57,016 253,494 SH   DFND 2 0 208,240 45,254
INTERNATIONAL BANCSHARES COR COM 459044103 149,460 5,663,517 SH   SOLE   2,818,401 0 2,845,116
INTERNATIONAL BANCSHARES COR COM 459044103 24,938 944,996 SH   DFND 1 0 944,996 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,537,582 8,197,375 SH   SOLE   1,757,487 0 6,439,888
INTERNATIONAL BUSINESS MACHS COM 459200101 6,346 33,834 SH   DFND 1 0 33,834 0
INTERNATIONAL BUSINESS MACHS COM 459200101 18,161 96,825 SH   DFND 3 0 0 96,825
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 139 1,622 SH   SOLE   1,622 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 64 748 SH   DFND 1 0 748 0
INTL PAPER CO COM 460146103 1,245,092 25,394,484 SH   SOLE   8,668,619 13,300 16,712,565
INTL PAPER CO COM 460146103 28,431 579,872 SH   DFND 1 0 579,872 0
INTL PAPER CO COM 460146103 35,644 726,986 SH   DFND 3 0 329,936 397,050
INTL PAPER CO COM 460146103 48,475 988,671 SH   DFND 2 0 800,000 188,671
INTERNATIONAL RECTIFIER CORP COM 460254105 10,876 417,195 SH   SOLE   235,965 0 181,230
INTERNATIONAL RECTIFIER CORP COM 460254105 3,945 151,321 SH   DFND 1 0 151,321 0
INTERNATIONAL RECTIFIER CORP COM 460254105 117 4,485 SH   DFND 2 0 1,000 3,485
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,493 42,073 SH   SOLE   42,073 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 59 1,653 SH   DFND 1 0 1,653 0
INTERPUBLIC GROUPCOS INC COM 460690100 583,078 32,942,234 SH   SOLE   26,339,637 0 6,602,597
INTERPUBLIC GROUPCOS INC COM 460690100 16,868 953,003 SH   DFND 1 0 953,003 0
INTERPUBLIC GROUPCOS INC COM 460690100 24,247 1,369,905 SH   DFND 3 0 562,320 807,585
INTERPUBLIC GROUPCOS INC COM 460690100 13,792 779,232 SH   DFND 2 0 764,677 14,555
INTEROIL CORP COM 460951106 6,987 135,695 SH   SOLE   132,705 0 2,990
INTEROIL CORP COM 460951106 2,205 42,825 SH   DFND 1 0 42,825 0
INTEROIL CORP COM 460951106 369 7,170 SH   DFND 3 0 0 7,170
INTEROIL CORP COM 460951106 1,993 38,705 SH   DFND 2 0 38,705 0
INTERVAL LEISURE GROUP INC COM 46113M108 1,021 33,040 SH   SOLE   0 0 33,040
INTEVAC INC COM 461148108 625 84,160 SH   SOLE   84,160 0 0
INTUIT COM 461202103 198,310 2,598,406 SH   SOLE   1,444,693 0 1,153,713
INTUIT COM 461202103 14,477 189,691 SH   DFND 1 0 189,691 0
INVACARE CORP COM 461203101 3,651 157,284 SH   SOLE   151,484 0 5,800
INVACARE CORP COM 461203101 167 7,200 SH   DFND 1 0 7,200 0
INVACARE CORP COM 461203101 139 6,000 SH   DFND 2 0 6,000 0
INTUITIVE SURGICAL INC COM NEW 46120E602 60,852 158,435 SH   SOLE   82,125 0 76,310
INTUITIVE SURGICAL INC COM NEW 46120E602 7,622 19,845 SH   DFND 1 0 19,845 0
INTUITIVE SURGICAL INC COM NEW 46120E602 250 652 SH   DFND 2 0 652 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 27,891 1,356,578 SH   SOLE   1,222,309 0 134,269
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 10,417 506,654 SH   DFND 1 0 506,654 0
INVESTORS BANCORPINC COM 46146P102 59,728 2,334,932 SH   SOLE   2,334,932 0 0
ION GEOPHYSICAL CORP COM 462044108 1,166 353,200 SH   SOLE   353,200 0 0
ION GEOPHYSICAL CORP COM 462044108 9 2,709 SH   DFND 1 0 2,709 0
IRON MTN INC COM 462846106 9,778 322,190 SH   SOLE   322,190 0 0
IRON MTN INC COM 462846106 55 1,800 SH   DFND 1 0 1,800 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 145,899 12,566,692 SH   SOLE   7,348,684 0 5,218,008
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 9,445 813,529 SH   DFND 1 0 813,529 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,983 170,795 SH   DFND 3 0 142,995 27,800
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 863 74,310 SH   DFND 2 0 29,800 44,510
ISHARES MSCI CDA ETF 464286509 5,972 204,786 SH   SOLE   204,786 0 0
ISHARES MSCI PAC JP ETF 464286665 1,420 30,380 SH   SOLE   30,380 0 0
ISHARES MSCI UK ETF 464286699 8,491 406,656 SH   SOLE   406,656 0 0
ISHARES MSCI FRANCE ETF 464286707 10,380 364,845 SH   SOLE   364,845 0 0
ISHARES MSCI TAIWAN ETF 464286731 10,433 723,522 SH   SOLE   723,522 0 0
ISHARES MSCI SZ CAP ETF 464286749 4,209 127,597 SH   SOLE   127,597 0 0
ISHARES MSCI SPAN CP ETF 464286764 4,309 111,714 SH   SOLE   111,714 0 0
ISHARES MSCI STH KOR ETF 464286772 40,964 633,438 SH   SOLE   298,048 0 335,390
ISHARES MSCI GERMANY ETF 464286806 9,836 309,686 SH   SOLE   309,686 0 0
ISHARES MSCI NETHERL ETF 464286814 3,906 150,625 SH   SOLE   150,625 0 0
ISHARES MSCI JAPAN ETF 464286848 10,260 845,862 SH   SOLE   762,962 0 82,900
ISHARES MSCI JAPAN ETF 464286848 600 49,481 SH   DFND 1 0 49,481 0
ISHARES CHINA LG-CAP ETF 464287184 12,606 328,710 SH   SOLE   328,710 0 0
ISHARES CORE TOTUSBD ETF 464287226 87,522 822,340 SH   SOLE   822,340 0 0
ISHARES MSCI EMG MKT ETF 464287234 42,302 1,012,745 SH   SOLE   495,980 0 516,765
ISHARES MSCI EMG MKT ETF 464287234 19,152 458,520 SH   DFND 1 0 458,520 0
ISHARES 20+ YR TR BD ETF 464287432 393 3,856 SH   SOLE   3,856 0 0
ISHARES MSCI EAFE ETF 464287465 95,972 1,431,135 SH   SOLE   893,765 0 537,370
ISHARES MSCI EAFE ETF 464287465 19,007 283,438 SH   DFND 1 0 283,438 0
ISHARES MSCI EAFE ETF 464287465 997 14,870 SH   DFND 3 0 0 14,870
ISHARES N AMER TECH ETF 464287549 4,257 47,495 SH   SOLE   20,905 0 26,590
ISHARES RUS 1000 GRW ETF 464287614 4,518 52,562 SH   SOLE   52,562 0 0
ISHARES RUS 1000 GRW ETF 464287614 48 557 SH   DFND 1 0 557 0
ISHARES RUS 2000 GRW ETF 464287648 42,137 310,953 SH   SOLE   310,953 0 0
ISHARES RUSSELL 2000 ETF 464287655 111,742 969,057 SH   SOLE   453,387 0 515,670
ISHARES RUSSELL 2000 ETF 464287655 33,599 291,382 SH   DFND 1 0 291,382 0
ISHARES MSCI AC ASIA ETF 464288182 63 1,038 SH   SOLE   1,038 0 0
ISHARES MSCI AC ASIA ETF 464288182 452 7,490 SH   DFND 3 0 0 7,490
ISHARES MSCI ACWI US ETF 464288240 5,914 126,700 SH   DFND 3 0 126,700 0
ISHARES MSCI ACWI ETF 464288257 6,105 105,934 SH   DFND 1 0 105,934 0
ISHARES IBOXX HI YD ETF 464288513 19,078 205,410 SH   SOLE   203,960 0 1,450
ISHARES 1-3 YR CR BD ETF 464288646 30,054 284,981 SH   SOLE   284,981 0 0
ISIS PHARMACEUTICALS INC COM 464330109 21,286 534,288 SH   SOLE   534,288 0 0
ISIS PHARMACEUTICALS INC COM 464330109 4,800 120,471 SH   DFND 1 0 120,471 0
ISHARES INC CORE MSCI EMKT 46434G103 5,693 114,300 SH   SOLE   114,300 0 0
ISHARES INC CORE MSCI EMKT 46434G103 7 145 SH   DFND 1 0 145 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 42,915 3,162,480 SH   SOLE   2,402,200 0 760,280
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 39,064 2,878,697 SH   DFND 1 0 2,878,697 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4,210 310,263 SH   DFND 3 0 63,445 246,818
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 14,375 1,059,300 SH   DFND 2 0 874,800 184,500
JDS UNIPHASE CORP COM PAR $0.001 46612J507 21,465 1,653,670 SH   SOLE   858,288 0 795,382
JDS UNIPHASE CORP COM PAR $0.001 46612J507 849 65,384 SH   DFND 1 0 65,384 0
JGWPT HLDGS INC CL A 46617M109 5,518 317,300 SH   SOLE   317,300 0 0
JPMORGAN CHASE & CO COM 46625H100 4,177,709 71,438,260 SH   SOLE   30,216,220 40,080 41,181,960
JPMORGAN CHASE & CO COM 46625H100 43,629 746,051 SH   DFND 1 0 746,051 0
JPMORGAN CHASE & CO COM 46625H100 59,009 1,009,039 SH   DFND 3 0 247,914 761,125
JPMORGAN CHASE & CO COM 46625H100 26,063 445,670 SH   DFND 2 0 437,570 8,100
JMP GROUP INC COM 46629U107 9,625 1,300,714 SH   DFND 1 0 1,300,714 0
JACKSONVILLE BANCORP INC FLA COM NEW 469249205 3,333 266,643 SH   SOLE   266,643 0 0
JACOBS ENGR GROUPINC DEL COM 469814107 141,717 2,249,836 SH   SOLE   1,908,003 0 341,833
JACOBS ENGR GROUPINC DEL COM 469814107 11,851 188,136 SH   DFND 1 0 188,136 0
JACOBS ENGR GROUPINC DEL COM 469814107 3,024 48,010 SH   DFND 3 0 48,010 0
JARDEN CORP COM 471109108 7,490 122,093 SH   SOLE   122,093 0 0
JARDEN CORP COM 471109108 1,890 30,805 SH   DFND 1 0 30,805 0
JETBLUE AIRWAYS CORP COM 477143101 285,476 33,389,023 SH   SOLE   26,103,153 0 7,285,870
JETBLUE AIRWAYS CORP COM 477143101 15,378 1,798,560 SH   DFND 1 0 1,798,560 0
JETBLUE AIRWAYS CORP COM 477143101 3,647 426,600 SH   DFND 3 0 426,600 0
JETPAY CORP COM 477177109 2,358 1,150,428 SH   SOLE   1,150,428 0 0
JEWETT CAMERON TRADING LTD COM NEW 47733C207 2,654 254,016 SH   DFND 1 0 254,016 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 50,849 1,733,701 SH   SOLE   353,246 0 1,380,455
JOHN BEAN TECHNOLOGIES CORP COM 477839104 14,384 490,424 SH   DFND 1 0 490,424 0
JOHNSON & JOHNSON COM 478160104 3,898,387 42,563,459 SH   SOLE   12,957,759 15,000 29,590,700
JOHNSON & JOHNSON COM 478160104 39,865 435,255 SH   DFND 1 0 435,255 0
JOHNSON & JOHNSON COM 478160104 58,727 641,197 SH   DFND 3 0 171,597 469,600
JOHNSON & JOHNSON COM 478160104 21,278 232,315 SH   DFND 2 0 70,700 161,615
JOHNSON CTLS INC COM 478366107 189 3,690 SH   SOLE   3,690 0 0
JOHNSON CTLS INC COM 478366107 83 1,619 SH   DFND 1 0 1,619 0
JOHNSON OUTDOORS INC CL A 479167108 7,268 269,700 SH   SOLE   66,100 0 203,600
JOHNSON OUTDOORS INC CL A 479167108 4,676 173,500 SH   DFND 1 0 173,500 0
JONES ENERGY INC COM CL A 48019R108 13,141 907,520 SH   SOLE   847,100 0 60,420
JONES LANG LASALLE INC COM 48020Q107 4,853 47,400 SH   SOLE   47,400 0 0
JOS A BANK CLOTHIERS INC COM 480838101 28,770 525,669 SH   SOLE   409,271 0 116,398
JOS A BANK CLOTHIERS INC COM 480838101 2,609 47,675 SH   DFND 1 0 47,675 0
JOS A BANK CLOTHIERS INC COM 480838101 732 13,370 SH   DFND 3 0 13,370 0
J2 GLOBAL INC COM 48123V102 19,858 397,074 SH   SOLE   365,134 0 31,940
JUNIPER NETWORKS INC COM 48203R104 480,899 21,306,989 SH   SOLE   10,604,365 0 10,702,624
JUNIPER NETWORKS INC COM 48203R104 35,597 1,577,204 SH   DFND 1 0 1,577,204 0
JUNIPER NETWORKS INC COM 48203R104 11,123 492,815 SH   DFND 3 0 263,880 228,935
JUNIPER NETWORKS INC COM 48203R104 43,619 1,932,610 SH   DFND 2 0 1,375,750 556,860
KBR INC COM 48242W106 449,219 14,086,509 SH   SOLE   8,314,283 0 5,772,226
KBR INC COM 48242W106 13,326 417,860 SH   DFND 1 0 417,860 0
KBR INC COM 48242W106 14,893 467,008 SH   DFND 3 0 346,738 120,270
KBR INC COM 48242W106 6,549 205,370 SH   DFND 2 0 195,470 9,900
KLA-TENCOR CORP COM 482480100 634 9,828 SH   SOLE   9,828 0 0
KT CORP SPONSORED ADR 48268K101 10,680 718,200 SH   SOLE   0 0 718,200
KAISER ALUMINUM CORP COM PAR $0.01 483007704 5,156 73,410 SH   SOLE   40,175 0 33,235
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,599 37,005 SH   DFND 1 0 37,005 0
KANSAS CITY SOUTHERN COM NEW 485170302 175,106 1,414,086 SH   SOLE   1,006,313 0 407,773
KANSAS CITY SOUTHERN COM NEW 485170302 15,129 122,177 SH   DFND 1 0 122,177 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,232 9,950 SH   DFND 3 0 5,030 4,920
KANSAS CITY SOUTHERN COM NEW 485170302 6,301 50,885 SH   DFND 2 0 16,995 33,890
KAPSTONE PAPER & PACKAGING C COM 48562P103 196,232 3,512,919 SH   SOLE   2,324,675 0 1,188,244
KAPSTONE PAPER & PACKAGING C COM 48562P103 22,984 411,464 SH   DFND 1 0 411,464 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 8,698 379,495 SH   SOLE   335,020 0 44,475
KARYOPHARM THERAPEUTICS INC COM 48576U106 2,474 107,945 SH   DFND 1 0 107,945 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 407 17,770 SH   DFND 3 0 12,970 4,800
KB HOME COM 48666K109 32,574 1,781,957 SH   SOLE   1,174,417 0 607,540
KB HOME NOTE 1.375% 2/0 48666KAS8 139 140,000 PRN   SOLE   25,000 0 115,000
KB HOME NOTE 1.375% 2/0 48666KAS8 109 110,000 PRN   DFND 1 0 110,000 0
KEARNY FINL CORP COM 487169104 7,112 611,504 SH   SOLE   611,504 0 0
KELLOGG CO COM 487836108 16,967 277,834 SH   SOLE   30,474 0 247,360
KELLOGG CO COM 487836108 7,831 128,230 SH   DFND 1 0 128,230 0
KENNAMETAL INC COM 489170100 32,788 629,690 SH   SOLE   165,490 0 464,200
KENNAMETAL INC COM 489170100 4,716 90,569 SH   DFND 1 0 90,569 0
KENNEDY-WILSON HLDGS INC COM 489398107 51,318 2,306,432 SH   SOLE   2,039,958 0 266,474
KENNEDY-WILSON HLDGS INC COM 489398107 6,734 302,673 SH   DFND 1 0 302,673 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 4,076 314,764 SH   SOLE   314,764 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 1,278 98,700 SH   DFND 1 0 98,700 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 1,662 106,400 SH   DFND 1 0 106,400 0
KEY ENERGY SVCS INC COM 492914106 12,633 1,599,055 SH   SOLE   1,373,855 0 225,200
KEY ENERGY SVCS INC COM 492914106 6,034 763,852 SH   DFND 1 0 763,852 0
KEYCORP NEW COM 493267108 12,952 965,134 SH   SOLE   631,934 0 333,200
KEYCORP NEW COM 493267108 3,412 254,235 SH   DFND 1 0 254,235 0
KFORCE INC COM 493732101 579 28,300 SH   SOLE   28,300 0 0
KILROY RLTY CORP COM 49427F108 4,964 98,925 SH   SOLE   98,925 0 0
KILROY RLTY CORP COM 49427F108 1,454 28,970 SH   DFND 1 0 28,970 0
KIMBERLY CLARK CORP COM 494368103 99,843 955,804 SH   SOLE   84,036 0 871,768
KIMBERLY CLARK CORP COM 494368103 1,978 18,934 SH   DFND 1 0 18,934 0
KIMCO RLTY CORP COM 49446R109 16,252 822,900 SH   SOLE   0 0 822,900
KIMCO RLTY CORP COM 49446R109 1,169 59,200 SH   DFND 1 0 59,200 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 12,971 171,434 SH   SOLE   171,434 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 19,402 256,431 SH   DFND 1 0 256,431 0
KINDER MORGAN INCDEL COM 49456B101 771 21,425 SH   SOLE   13,459 0 7,966
KINDER MORGAN INCDEL COM 49456B101 1,833 50,910 SH   DFND 1 0 50,910 0
KINDRED HEALTHCARE INC COM 494580103 72,738 3,684,819 SH   SOLE   942,060 0 2,742,759
KINDRED HEALTHCARE INC COM 494580103 10,204 516,944 SH   DFND 1 0 516,944 0
KINROSS GOLD CORP COM NO PAR 496902404 4,133 943,711 SH   SOLE   864,181 0 79,530
KINROSS GOLD CORP COM NO PAR 496902404 4,868 1,112,092 SH   DFND 1 0 1,112,092 0
KIRKLANDS INC COM 497498105 1,367 57,745 SH   SOLE   57,745 0 0
KIRKLANDS INC COM 497498105 228 9,651 SH   DFND 1 0 9,651 0
KITE RLTY GROUP TR COM 49803T102 3,625 551,715 SH   SOLE   421,715 0 130,000
KITE RLTY GROUP TR COM 49803T102 1,455 221,436 SH   DFND 1 0 221,436 0
KNOLL INC COM NEW 498904200 18,084 987,641 SH   SOLE   557,441 0 430,200
KNOLL INC COM NEW 498904200 297 16,200 SH   DFND 1 0 16,200 0
KNIGHT TRANSN INC COM 499064103 31,686 1,727,705 SH   SOLE   1,110,305 0 617,400
KNIGHT TRANSN INC COM 499064103 1,482 80,800 SH   DFND 1 0 80,800 0
KODIAK OIL & GAS CORP COM 50015Q100 10,861 968,827 SH   SOLE   712,007 0 256,820
KODIAK OIL & GAS CORP COM 50015Q100 4,604 410,725 SH   DFND 1 0 410,725 0
KOHLS CORP COM 500255104 80,583 1,419,968 SH   SOLE   997,545 0 422,423
KOHLS CORP COM 500255104 1,308 23,046 SH   DFND 1 0 23,046 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 23,443 634,100 SH   SOLE   526,600 0 107,500
KONA GRILL INC COM 50047H201 5,904 318,800 SH   DFND 1 0 318,800 0
KOPPERS HOLDINGS INC COM 50060P106 40,897 893,916 SH   SOLE   622,348 0 271,568
KOPPERS HOLDINGS INC COM 50060P106 6,818 149,024 SH   DFND 1 0 149,024 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 7,904 475,865 SH   SOLE   475,865 0 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 6 370 SH   DFND 1 0 370 0
KOREA ELECTRIC PWR SPONSORED ADR 500631106 336 20,200 SH   DFND 2 0 0 20,200
KORN FERRY INTL COM NEW 500643200 79 3,020 SH   SOLE   3,020 0 0
KORN FERRY INTL COM NEW 500643200 196 7,496 SH   DFND 1 0 7,496 0
KRAFT FOODS GROUPINC COM 50076Q106 1,431,734 26,552,935 SH   SOLE   8,416,421 22,754 18,113,760
KRAFT FOODS GROUPINC COM 50076Q106 16,562 307,161 SH   DFND 1 0 307,161 0
KRAFT FOODS GROUPINC COM 50076Q106 24,363 451,829 SH   DFND 3 0 120,663 331,166
KRAFT FOODS GROUPINC COM 50076Q106 8,129 150,756 SH   DFND 2 0 82,100 68,656
KRATON PERFORMANCE POLYMERS COM 50077C106 498 21,600 SH   SOLE   21,600 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 10 429 SH   DFND 1 0 429 0
KRISPY KREME DOUGHNUTS INC COM 501014104 891 46,200 SH   SOLE   46,200 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 5 263 SH   DFND 1 0 263 0
KROGER CO COM 501044101 33,579 849,451 SH   SOLE   162,479 0 686,972
KROGER CO COM 501044101 4,965 125,613 SH   DFND 1 0 125,613 0
KULICKE & SOFFA INDS INC COM 501242101 2,761 207,570 SH   SOLE   207,570 0 0
KULICKE & SOFFA INDS INC COM 501242101 5 358 SH   DFND 1 0 358 0
L BRANDS INC COM 501797104 65,150 1,053,359 SH   SOLE   382,667 0 670,692
L BRANDS INC COM 501797104 2,616 42,300 SH   DFND 1 0 42,300 0
L BRANDS INC COM 501797104 30,022 485,400 SH   DFND 2 0 403,200 82,200
LHC GROUP INC COM 50187A107 2,945 122,500 SH   SOLE   122,500 0 0
LGI HOMES INC COM 50187T106 20,736 1,165,610 SH   SOLE   483,110 0 682,500
LGI HOMES INC COM 50187T106 9,994 561,800 SH   DFND 1 0 561,800 0
LKQ CORP COM 501889208 10,191 309,760 SH   SOLE   124,500 0 185,260
LKQ CORP COM 501889208 569 17,300 SH   DFND 1 0 17,300 0
LKQ CORP COM 501889208 11,907 361,900 SH   DFND 2 0 301,900 60,000
LNB BANCORP INC COM 502100100 5,233 521,780 SH   SOLE   521,780 0 0
LPL FINL HLDGS INC COM 50212V100 367,084 7,805,315 SH   SOLE   7,000,182 0 805,133
LPL FINL HLDGS INC COM 50212V100 10,501 223,290 SH   DFND 1 0 223,290 0
LPL FINL HLDGS INC COM 50212V100 1,627 34,605 SH   DFND 3 0 17,730 16,875
LPL FINL HLDGS INC COM 50212V100 14,320 304,495 SH   DFND 2 0 304,495 0
LSB INDS INC COM 502160104 4,926 120,090 SH   SOLE   120,090 0 0
LSI CORPORATION COM 502161102 128 11,657 SH   SOLE   11,657 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 17 155 SH   SOLE   155 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,741 16,297 SH   DFND 1 0 16,297 0
LA Z BOY INC COM 505336107 4,117 132,800 SH   SOLE   132,800 0 0
LA Z BOY INC COM 505336107 16 523 SH   DFND 1 0 523 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 12,158 133,068 SH   SOLE   133,068 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6 66 SH   DFND 1 0 66 0
LACLEDE GROUP INC COM 505597104 32,575 715,314 SH   SOLE   513,014 0 202,300
LACLEDE GROUP INC COM 505597104 5,074 111,410 SH   DFND 1 0 111,410 0
LAKELAND BANCORP INC COM 511637100 35,655 2,882,390 SH   SOLE   2,380,057 0 502,333
LAKELAND BANCORP INC COM 511637100 6,625 535,549 SH   DFND 1 0 535,549 0
LAM RESEARCH CORP COM 512807108 158,642 2,913,540 SH   SOLE   161,345 0 2,752,195
LANCASTER COLONY CORP COM 513847103 1,657 18,800 SH   SOLE   18,800 0 0
LANDEC CORP COM 514766104 1,002 82,700 SH   SOLE   82,700 0 0
LANDSTAR SYS INC COM 515098101 5,273 91,785 SH   SOLE   91,785 0 0
LANNET INC COM 516012101 2,170 65,567 SH   SOLE   65,567 0 0
LANNET INC COM 516012101 26 777 SH   DFND 1 0 777 0
LAPORTE BANCORP INC MD COM 516651106 6,559 589,857 SH   SOLE   589,857 0 0
LAREDO PETE HLDGSINC COM 516806106 22,197 801,632 SH   SOLE   741,332 0 60,300
LAREDO PETE HLDGSINC COM 516806106 16,961 612,533 SH   DFND 1 0 612,533 0
LAREDO PETE HLDGSINC COM 516806106 1,687 60,930 SH   DFND 3 0 44,430 16,500
LAS VEGAS SANDS CORP COM 517834107 17,391 220,504 SH   SOLE   182,809 0 37,695
LAS VEGAS SANDS CORP COM 517834107 2,632 33,375 SH   DFND 1 0 33,375 0
LATTICE SEMICONDUCTOR CORP COM 518415104 61,381 11,139,904 SH   SOLE   9,159,643 0 1,980,261
LATTICE SEMICONDUCTOR CORP COM 518415104 11,739 2,130,532 SH   DFND 1 0 2,130,532 0
LAUDER ESTEE COS INC CL A 518439104 91,957 1,220,878 SH   SOLE   446,958 0 773,920
LAUDER ESTEE COS INC CL A 518439104 4,355 57,823 SH   DFND 1 0 57,823 0
LAUDER ESTEE COS INC CL A 518439104 47,200 626,664 SH   DFND 2 0 529,000 97,664
LEAPFROG ENTERPRISES INC CL A 52186N106 3,787 476,900 SH   SOLE   193,500 0 283,400
LEAPFROG ENTERPRISES INC CL A 52186N106 1,771 223,100 SH   DFND 1 0 223,100 0
LEGG MASON INC COM 524901105 276 6,337 SH   SOLE   6,337 0 0
LEMAITRE VASCULARINC COM 525558201 1,701 212,356 SH   SOLE   212,356 0 0
LEMAITRE VASCULARINC COM 525558201 8,141 1,016,414 SH   DFND 1 0 1,016,414 0
LENNAR CORP CL A 526057104 605,642 15,309,448 SH   SOLE   7,474,530 0 7,834,918
LENNAR CORP CL A 526057104 27,951 706,554 SH   DFND 1 0 706,554 0
LENNAR CORP CL A 526057104 4,844 122,446 SH   DFND 3 0 64,875 57,571
LENNOX INTL INC COM 526107107 233,815 2,748,822 SH   SOLE   2,032,668 0 716,154
LENNOX INTL INC COM 526107107 18,659 219,361 SH   DFND 1 0 219,361 0
LENNOX INTL INC COM 526107107 4,187 49,220 SH   DFND 3 0 49,220 0
LEUCADIA NATL CORP COM 527288104 15 515 SH   SOLE   515 0 0
LEUCADIA NATL CORP COM 527288104 206 7,256 SH   DFND 1 0 7,256 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 9,942 299,727 SH   SOLE   206,739 0 92,988
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,784 83,937 SH   DFND 1 0 83,937 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 6,588 198,600 SH   DFND 2 0 198,600 0
LEXINGTON REALTY TRUST COM 529043101 2,135 209,100 SH   SOLE   209,100 0 0
LEXMARK INTL NEW CL A 529771107 596 16,773 SH   SOLE   16,773 0 0
LEXMARK INTL NEW CL A 529771107 31 859 SH   DFND 1 0 859 0
LIBBEY INC COM 529898108 567 27,000 SH   SOLE   27,000 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 116,533 3,970,460 SH   SOLE   3,970,460 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 495 16,863 SH   DFND 1 0 16,863 0
LIBERTY PPTY TR SH BEN INT 531172104 293 8,643 SH   SOLE   8,643 0 0
LIFE TIME FITNESSINC COM 53217R207 54,953 1,169,214 SH   SOLE   791,950 0 377,264
LIFE TIME FITNESSINC COM 53217R207 634 13,480 SH   DFND 1 0 13,480 0
LIFEPOINT HOSPITALS INC COM 53219L109 38,172 722,402 SH   SOLE   510,002 0 212,400
LIFEPOINT HOSPITALS INC COM 53219L109 14,566 275,669 SH   DFND 1 0 275,669 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 152 140,000 PRN   SOLE   25,000 0 115,000
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 152 140,000 PRN   DFND 1 0 140,000 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 10,990 208,926 SH   SOLE   205,026 0 3,900
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 258 4,909 SH   DFND 1 0 4,909 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 231 4,400 SH   DFND 2 0 4,400 0
LIFETIME BRANDS INC COM 53222Q103 9,261 588,728 SH   DFND 1 0 588,728 0
LILLY ELI & CO COM 532457108 3,085,836 60,506,596 SH   SOLE   12,746,377 24,150 47,736,069
LILLY ELI & CO COM 532457108 34,172 670,030 SH   DFND 1 0 670,030 0
LILLY ELI & CO COM 532457108 32,264 632,634 SH   DFND 3 0 154,019 478,615
LILLY ELI & CO COM 532457108 89,870 1,762,157 SH   DFND 2 0 1,353,175 408,982
LIMONEIRA CO COM 532746104 1,569 58,995 SH   SOLE   31,385 0 27,610
LIMONEIRA CO COM 532746104 3,996 150,265 SH   DFND 1 0 150,265 0
LINCOLN NATL CORPIND COM 534187109 42,390 821,197 SH   SOLE   417,727 0 403,470
LINCOLN NATL CORPIND COM 534187109 2,004 38,823 SH   DFND 1 0 38,823 0
LINDSAY CORP COM 535555106 20,815 251,537 SH   SOLE   194,527 0 57,010
LINDSAY CORP COM 535555106 3,658 44,200 SH   DFND 1 0 44,200 0
LINEAR TECHNOLOGYCORP COM 535678106 152,245 3,342,370 SH   SOLE   378,090 0 2,964,280
LINKEDIN CORP COM CL A 53578A108 503,803 2,323,495 SH   SOLE   1,477,372 0 846,123
LINKEDIN CORP COM CL A 53578A108 41,712 192,371 SH   DFND 1 0 192,371 0
LINKEDIN CORP COM CL A 53578A108 8,289 38,230 SH   DFND 3 0 22,143 16,087
LINKEDIN CORP COM CL A 53578A108 18,008 83,053 SH   DFND 2 0 52,386 30,667
LIVE NATION ENTERTAINMENT IN COM 538034109 70 3,549 SH   SOLE   3,549 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 179 9,048 SH   DFND 1 0 9,048 0
LOCKHEED MARTIN CORP COM 539830109 905,483 6,090,965 SH   SOLE   1,500,163 0 4,590,802
LOCKHEED MARTIN CORP COM 539830109 11,245 75,640 SH   DFND 1 0 75,640 0
LOCKHEED MARTIN CORP COM 539830109 7,344 49,400 SH   DFND 3 0 37,430 11,970
LOCKHEED MARTIN CORP COM 539830109 17,721 119,205 SH   DFND 2 0 65,380 53,825
LORAL SPACE & COMMUNICATNS I COM 543881106 6,721 82,995 SH   SOLE   82,995 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 2,598 32,080 SH   DFND 1 0 32,080 0
LORILLARD INC COM 544147101 91,358 1,802,641 SH   SOLE   1,646,858 0 155,783
LORILLARD INC COM 544147101 19,720 389,110 SH   DFND 1 0 389,110 0
LORILLARD INC COM 544147101 13,394 264,289 SH   DFND 3 0 143,711 120,578
LORILLARD INC COM 544147101 32,857 648,325 SH   DFND 2 0 342,400 305,925
LOUISIANA PAC CORP COM 546347105 136,705 7,385,462 SH   SOLE   4,841,118 0 2,544,344
LOUISIANA PAC CORP COM 546347105 6,242 337,234 SH   DFND 1 0 337,234 0
LOWES COS INC COM 548661107 2,792,281 56,352,798 SH   SOLE   22,101,299 27,610 34,223,889
LOWES COS INC COM 548661107 90,310 1,822,609 SH   DFND 1 0 1,822,609 0
LOWES COS INC COM 548661107 39,622 799,639 SH   DFND 3 0 242,899 556,740
LOWES COS INC COM 548661107 61,279 1,236,720 SH   DFND 2 0 922,815 313,905
LULULEMON ATHLETICA INC COM 550021109 475,375 8,053,110 SH   SOLE   4,925,569 0 3,127,541
LULULEMON ATHLETICA INC COM 550021109 33,335 564,712 SH   DFND 1 0 564,712 0
LULULEMON ATHLETICA INC COM 550021109 8,308 140,744 SH   DFND 3 0 83,389 57,355
LULULEMON ATHLETICA INC COM 550021109 8,081 136,905 SH   DFND 2 0 48,375 88,530
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 118,325 1,150,012 SH   SOLE   880,706 0 269,306
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 2,322 22,564 SH   DFND 1 0 22,564 0
LUMINEX CORP DEL COM 55027E102 2,578 132,900 SH   SOLE   132,900 0 0
LUMINEX CORP DEL COM 55027E102 8 436 SH   DFND 1 0 436 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 32,189 1,543,082 SH   SOLE   1,061,757 0 481,325
LUXFER HLDGS PLC SPONSORED ADR 550678106 11,790 565,215 SH   DFND 1 0 565,215 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 2,055 98,495 SH   DFND 3 0 81,195 17,300
LUXFER HLDGS PLC SPONSORED ADR 550678106 36 1,740 SH   DFND 2 0 1,740 0
LYON WILLIAM HOMES CL A NEW 552074700 5,351 241,700 SH   SOLE   147,200 0 94,500
LYON WILLIAM HOMES CL A NEW 552074700 2,161 97,591 SH   DFND 1 0 97,591 0
M & T BK CORP COM 55261F104 684,295 5,877,809 SH   SOLE   2,641,501 0 3,236,308
M & T BK CORP COM 55261F104 17,342 148,960 SH   DFND 1 0 148,960 0
M & T BK CORP COM 55261F104 3,761 32,305 SH   DFND 3 0 32,305 0
M & T BK CORP *W EXP 12/23/201 55261F112 517 12,023 SH   SOLE   0 0 12,023
M & T BK CORP *W EXP 12/23/201 55261F112 2,689 62,546 SH   DFND 1 0 62,546 0
MB FINANCIAL INC NEW COM 55264U108 82,551 2,572,494 SH   SOLE   1,786,036 0 786,458
MB FINANCIAL INC NEW COM 55264U108 18,072 563,165 SH   DFND 1 0 563,165 0
MDC PARTNERS INC CL A SUB VTG 552697104 9,192 360,343 SH   SOLE   204,137 0 156,206
MDC PARTNERS INC CL A SUB VTG 552697104 4,311 169,001 SH   DFND 1 0 169,001 0
MFA FINL INC COM 55272X102 38,735 5,486,484 SH   SOLE   2,499,783 0 2,986,701
MFA FINL INC COM 55272X102 8,886 1,258,591 SH   DFND 1 0 1,258,591 0
MFA FINL INC COM 55272X102 540 76,519 SH   DFND 3 0 76,519 0
MGE ENERGY INC COM 55277P104 226 3,900 SH   SOLE   3,900 0 0
MGIC INVT CORP WIS COM 552848103 9,052 1,072,517 SH   SOLE   693,582 0 378,935
MGIC INVT CORP WIS COM 552848103 3,628 429,837 SH   DFND 1 0 429,837 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 127 92,000 PRN   SOLE   26,000 0 66,000
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 91 66,000 PRN   DFND 1 0 66,000 0
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 418 321,000 PRN   SOLE   85,000 0 236,000
M/I HOMES INC NOTE 3.250% 9/1 55292PAA3 463 356,000 PRN   DFND 1 0 356,000 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 5,646 5,098,000 PRN   SOLE   3,103,000 0 1,995,000
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 220 199,000 PRN   DFND 1 0 199,000 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 739 667,000 PRN   DFND 3 0 394,000 273,000
MGM RESORTS INTERNATIONAL COM 552953101 57,967 2,464,595 SH   SOLE   280,280 0 2,184,315
MGM RESORTS INTERNATIONAL COM 552953101 4,955 210,663 SH   DFND 1 0 210,663 0
MGM RESORTS INTERNATIONAL COM 552953101 3,008 127,910 SH   DFND 2 0 127,910 0
M/I HOMES INC COM 55305B101 47,267 1,857,256 SH   SOLE   1,105,525 0 751,731
M/I HOMES INC COM 55305B101 13,047 512,636 SH   DFND 1 0 512,636 0
MRC GLOBAL INC COM 55345K103 59,786 1,853,250 SH   SOLE   608,730 0 1,244,520
MRC GLOBAL INC COM 55345K103 16,582 514,011 SH   DFND 1 0 514,011 0
MSC INDL DIRECT INC CL A 553530106 141,555 1,750,399 SH   SOLE   1,404,799 0 345,600
MSC INDL DIRECT INC CL A 553530106 10,577 130,786 SH   DFND 1 0 130,786 0
MSC INDL DIRECT INC CL A 553530106 2,698 33,365 SH   DFND 3 0 33,365 0
MSCI INC COM 55354G100 113 2,585 SH   SOLE   2,585 0 0
MSCI INC COM 55354G100 279 6,384 SH   DFND 1 0 6,384 0
MTS SYS CORP COM 553777103 37,002 519,325 SH   SOLE   368,625 0 150,700
MTS SYS CORP COM 553777103 5,890 82,660 SH   DFND 1 0 82,660 0
MACK CALI RLTY CORP COM 554489104 2,023 94,162 SH   SOLE   94,162 0 0
MACK CALI RLTY CORP COM 554489104 24 1,131 SH   DFND 1 0 1,131 0
MACKINAC FINL CORP COM 554571109 3,255 328,796 SH   SOLE   328,796 0 0
MACYS INC COM 55616P104 2,995 56,093 SH   SOLE   7,393 0 48,700
MACYS INC COM 55616P104 724 13,553 SH   DFND 1 0 13,553 0
MADDEN STEVEN LTD COM 556269108 57,615 1,574,603 SH   SOLE   1,355,510 0 219,093
MADDEN STEVEN LTD COM 556269108 6,944 189,785 SH   DFND 1 0 189,785 0
MADISON CNTY FINLINC COM 556777100 2,205 123,935 SH   SOLE   123,935 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 4,325 72,189 SH   SOLE   72,189 0 0
MAGELLAN HEALTH SVCS INC COM NEW 559079207 42 709 SH   DFND 1 0 709 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 322 17,874 SH   SOLE   17,874 0 0
MALVERN BANCORP INC COM 561409103 2,728 248,923 SH   SOLE   248,923 0 0
MANHATTAN ASSOCS INC COM 562750109 24,769 210,836 SH   SOLE   199,656 0 11,180
MANHATTAN ASSOCS INC COM 562750109 39 334 SH   DFND 1 0 334 0
MANPOWERGROUP INC COM 56418H100 185,293 2,158,079 SH   SOLE   1,458,104 0 699,975
MANPOWERGROUP INC COM 56418H100 14,675 170,919 SH   DFND 1 0 170,919 0
MANPOWERGROUP INC COM 56418H100 4,177 48,645 SH   DFND 3 0 45,240 3,405
MARATHON OIL CORP COM 565849106 200,457 5,678,679 SH   SOLE   3,135,275 0 2,543,404
MARATHON OIL CORP COM 565849106 25,537 723,427 SH   DFND 1 0 723,427 0
MARATHON OIL CORP COM 565849106 13,590 385,000 SH   DFND 3 0 258,100 126,900
MARATHON OIL CORP COM 565849106 6,206 175,800 SH   DFND 2 0 167,100 8,700
MARATHON PETE CORP COM 56585A102 262,845 2,865,425 SH   SOLE   625,486 0 2,239,939
MARATHON PETE CORP COM 56585A102 53,254 580,554 SH   DFND 1 0 580,554 0
MARATHON PETE CORP COM 56585A102 1,058 11,530 SH   DFND 3 0 5,950 5,580
MARATHON PETE CORP COM 56585A102 3,653 39,820 SH   DFND 2 0 18,920 20,900
MARCUS & MILLICHAP INC COM 566324109 12,073 810,284 SH   SOLE   431,684 0 378,600
MARCUS & MILLICHAP INC COM 566324109 4,850 325,500 SH   DFND 1 0 325,500 0
MARINEMAX INC COM 567908108 95 5,890 SH   SOLE   5,890 0 0
MARINEMAX INC COM 567908108 234 14,547 SH   DFND 1 0 14,547 0
MARKEL CORP COM 570535104 181,952 313,522 SH   SOLE   251,126 0 62,396
MARKEL CORP COM 570535104 11,692 20,146 SH   DFND 1 0 20,146 0
MARKEL CORP COM 570535104 3,303 5,691 SH   DFND 3 0 5,691 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 51,816 2,453,421 SH   SOLE   1,828,770 0 624,651
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 178,086 8,432,106 SH   DFND 1 0 8,432,106 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 870 30,144 SH   SOLE   30,144 0 0
MARKETO INC COM 57063L107 5,735 154,700 SH   SOLE   83,500 0 71,200
MARKETO INC COM 57063L107 2,875 77,560 SH   DFND 1 0 77,560 0
MARLIN BUSINESS SVCS CORP COM 571157106 2,329 92,413 SH   SOLE   23,745 0 68,668
MARLIN BUSINESS SVCS CORP COM 571157106 1,166 46,275 SH   DFND 1 0 46,275 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 16,395 310,740 SH   SOLE   279,050 0 31,690
MARSH & MCLENNAN COS INC COM 571748102 2,144,325 44,340,873 SH   SOLE   14,568,482 0 29,772,391
MARSH & MCLENNAN COS INC COM 571748102 15,830 327,331 SH   DFND 1 0 327,331 0
MARSH & MCLENNAN COS INC COM 571748102 35,633 736,828 SH   DFND 3 0 317,788 419,040
MARSH & MCLENNAN COS INC COM 571748102 28,400 587,260 SH   DFND 2 0 406,600 180,660
MARRIOTT INTL INCNEW CL A 571903202 2,242 45,430 SH   SOLE   38,540 0 6,890
MARRIOTT INTL INCNEW CL A 571903202 268 5,421 SH   DFND 1 0 5,421 0
MARTEN TRANS LTD COM 573075108 7,308 361,951 SH   SOLE   361,951 0 0
MASCO CORP COM 574599106 28,754 1,262,824 SH   SOLE   850,424 0 412,400
MASCO CORP COM 574599106 8,212 360,655 SH   DFND 1 0 360,655 0
MASCO CORP COM 574599106 20,744 911,040 SH   DFND 2 0 911,040 0
MASIMO CORP COM 574795100 412 14,100 SH   SOLE   14,100 0 0
MASONITE INTL CORP NEW COM 575385109 6,110 101,836 SH   SOLE   84,636 0 17,200
MASONITE INTL CORP NEW COM 575385109 1,203 20,055 SH   DFND 1 0 20,055 0
MASTERCARD INC CL A 57636Q104 302,538 362,122 SH   SOLE   200,714 0 161,408
MASTERCARD INC CL A 57636Q104 24,537 29,369 SH   DFND 1 0 29,369 0
MASTERCARD INC CL A 57636Q104 36,977 44,260 SH   DFND 2 0 37,100 7,160
MATERIAL SCIENCESCORP COM 576674105 7,060 597,774 SH   DFND 1 0 597,774 0
MATRIX SVC CO COM 576853105 292 11,926 SH   SOLE   11,926 0 0
MATRIX SVC CO COM 576853105 316 12,917 SH   DFND 1 0 12,917 0
MATTEL INC COM 577081102 984,564 20,692,817 SH   SOLE   6,660,796 0 14,032,021
MATTEL INC COM 577081102 83,030 1,745,066 SH   DFND 1 0 1,745,066 0
MATTEL INC COM 577081102 15,010 315,460 SH   DFND 3 0 0 315,460
MATTHEWS INTL CORP CL A 577128101 68,951 1,618,197 SH   SOLE   1,132,284 0 485,913
MATTHEWS INTL CORP CL A 577128101 11,340 266,139 SH   DFND 1 0 266,139 0
MAVENIR SYS INC COM 577675101 15,480 1,387,123 SH   SOLE   876,686 0 510,437
MAVENIR SYS INC COM 577675101 2,503 224,285 SH   DFND 1 0 224,285 0
MAVENIR SYS INC COM 577675101 307 27,475 SH   DFND 2 0 0 27,475
MAXIM INTEGRATED PRODS INC COM 57772K101 731,878 26,222,798 SH   SOLE   13,623,879 0 12,598,919
MAXIM INTEGRATED PRODS INC COM 57772K101 58,972 2,112,934 SH   DFND 1 0 2,112,934 0
MAXIM INTEGRATED PRODS INC COM 57772K101 21,924 785,525 SH   DFND 3 0 545,955 239,570
MAXIM INTEGRATED PRODS INC COM 57772K101 14,774 529,340 SH   DFND 2 0 430,990 98,350
MAXIMUS INC COM 577933104 82,891 1,884,308 SH   SOLE   1,553,991 0 330,317
MAXIMUS INC COM 577933104 7,390 168,001 SH   DFND 1 0 168,001 0
MCDERMOTT INTL INC COM 580037109 32,327 3,529,142 SH   SOLE   1,739,918 0 1,789,224
MCDERMOTT INTL INC COM 580037109 1,496 163,280 SH   DFND 1 0 163,280 0
MCDONALDS CORP COM 580135101 1,064,529 10,971,133 SH   SOLE   2,541,947 0 8,429,186
MCDONALDS CORP COM 580135101 4,474 46,106 SH   DFND 1 0 46,106 0
MCEWEN MNG INC COM 58039P107 30 15,265 SH   SOLE   15,265 0 0
MCGRAW HILL FINLINC COM 580645109 10,992 140,565 SH   SOLE   140,565 0 0
MCGRAW HILL FINLINC COM 580645109 4,101 52,444 SH   DFND 1 0 52,444 0
MCKESSON CORP COM 58155Q103 1,885,015 11,679,151 SH   SOLE   2,110,484 0 9,568,667
MCKESSON CORP COM 58155Q103 30,222 187,248 SH   DFND 1 0 187,248 0
MCKESSON CORP COM 58155Q103 14,585 90,366 SH   DFND 3 0 48,661 41,705
MCKESSON CORP COM 58155Q103 94,607 586,163 SH   DFND 2 0 441,065 145,098
MEAD JOHNSON NUTRITION CO COM 582839106 33,025 394,283 SH   SOLE   186,993 0 207,290
MEAD JOHNSON NUTRITION CO COM 582839106 4,976 59,405 SH   DFND 1 0 59,405 0
MEADWESTVACO CORP COM 583334107 455 12,323 SH   SOLE   12,323 0 0
MEADWESTVACO CORP COM 583334107 174 4,720 SH   DFND 1 0 4,720 0
MEASUREMENT SPECIALTIES INC COM 583421102 1,168 19,245 SH   SOLE   11,985 0 7,260
MEASUREMENT SPECIALTIES INC COM 583421102 484 7,980 SH   DFND 1 0 7,980 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,488 285,410 SH   SOLE   285,410 0 0
MEDICINES CO COM 584688105 332,362 8,605,954 SH   SOLE   2,573,561 0 6,032,393
MEDICINES CO COM 584688105 10,176 263,500 SH   DFND 1 0 263,500 0
MEDICINES CO COM 584688105 2,584 66,900 SH   DFND 2 0 10,800 56,100
MEDICINES CO DBCV 1.375% 6/0 584688AC9 195 130,000 PRN   SOLE   40,000 0 90,000
MEDICINES CO DBCV 1.375% 6/0 584688AC9 188 125,000 PRN   DFND 1 0 125,000 0
MEDIFAST INC COM 58470H101 753 28,800 SH   SOLE   28,800 0 0
MEDIFAST INC COM 58470H101 5 196 SH   DFND 1 0 196 0
MEDIDATA SOLUTIONS INC COM 58471A105 3,537 58,401 SH   SOLE   58,401 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 32 533 SH   DFND 1 0 533 0
MEDIVATION INC COM 58501N101 114,382 1,792,255 SH   SOLE   1,391,379 0 400,876
MEDIVATION INC COM 58501N101 11,613 181,968 SH   DFND 1 0 181,968 0
MEDIVATION INC COM 58501N101 1,674 26,230 SH   DFND 3 0 26,230 0
MEDNAX INC COM 58502B106 65,100 1,219,558 SH   SOLE   348,574 0 870,984
MEDNAX INC COM 58502B106 1,428 26,756 SH   DFND 1 0 26,756 0
MEDNAX INC COM 58502B106 391 7,326 SH   DFND 3 0 7,326 0
MEDTRONIC INC COM 585055106 2,767,617 48,224,730 SH   SOLE   11,337,914 21,967 36,864,849
MEDTRONIC INC COM 585055106 30,462 530,791 SH   DFND 1 0 530,791 0
MEDTRONIC INC COM 585055106 30,095 524,387 SH   DFND 3 0 89,498 434,889
MEDTRONIC INC COM 585055106 23,711 413,158 SH   DFND 2 0 161,110 252,048
MELCO CROWN ENTMTLTD ADR 585464100 192,577 4,910,168 SH   SOLE   2,736,557 0 2,173,611
MELCO CROWN ENTMTLTD ADR 585464100 19,008 484,643 SH   DFND 1 0 484,643 0
MELCO CROWN ENTMTLTD ADR 585464100 17,411 443,928 SH   DFND 3 0 107,397 336,531
MELCO CROWN ENTMTLTD ADR 585464100 15,087 384,671 SH   DFND 2 0 223,971 160,700
MENS WEARHOUSE INC COM 587118100 690 13,500 SH   SOLE   13,500 0 0
MENTOR GRAPHICS CORP COM 587200106 2,845 118,200 SH   SOLE   22,000 0 96,200
MERCADOLIBRE INC COM 58733R102 19,039 176,633 SH   SOLE   125,425 0 51,208
MERCADOLIBRE INC COM 58733R102 8,700 80,713 SH   DFND 1 0 80,713 0
MERCADOLIBRE INC COM 58733R102 269 2,500 SH   DFND 3 0 0 2,500
MERCADOLIBRE INC COM 58733R102 6,230 57,800 SH   DFND 2 0 43,900 13,900
MERCANTILE BANK CORP COM 587376104 14,881 689,584 SH   SOLE   519,691 0 169,893
MERCANTILE BANK CORP COM 587376104 3,722 172,461 SH   DFND 1 0 172,461 0
MERCHANTS BANCSHARES COM 588448100 1,258 37,540 SH   SOLE   20,309 0 17,231
MERCHANTS BANCSHARES COM 588448100 557 16,616 SH   DFND 1 0 16,616 0
MERCK & CO INC NEW COM 58933Y105 7,355,303 146,959,094 SH   SOLE   41,351,434 50,550 99,999,999
MERCK & CO INC NEW COM 58933Y105 92,033 1,838,814 SH   DFND 1 0 1,838,814 0
MERCK & CO INC NEW COM 58933Y105 103,549 2,068,909 SH   DFND 3 0 748,111 1,320,798
MERCK & CO INC NEW COM 58933Y105 157,631 3,149,466 SH   DFND 2 0 2,345,243 804,223
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 32,123 1,422,642 SH   SOLE   1,422,642 0 0
MERITOR INC COM 59001K100 4,280 410,380 SH   SOLE   323,660 0 86,720
MERITOR INC COM 59001K100 1,037 99,418 SH   DFND 1 0 99,418 0
META FINL GROUP INC COM 59100U108 21,597 535,500 SH   SOLE   535,500 0 0
METHANEX CORP COM 59151K108 238,063 4,020,744 SH   SOLE   2,795,137 0 1,225,607
METHANEX CORP COM 59151K108 27,661 467,366 SH   DFND 1 0 467,366 0
METHANEX CORP COM 59151K108 3,383 57,220 SH   DFND 3 0 0 57,220
METHANEX CORP COM 59151K108 18,240 308,500 SH   DFND 2 0 308,500 0
METLIFE INC COM 59156R108 812,635 15,071,127 SH   SOLE   3,986,161 0 11,084,966
METLIFE INC COM 59156R108 1,756 32,570 SH   DFND 1 0 32,570 0
METLIFE INC COM 59156R108 11,483 212,970 SH   DFND 3 0 0 212,970
METRO BANCORP INCPA COM 59161R101 29,578 1,373,174 SH   SOLE   1,373,174 0 0
METROCORP BANCSHARES INC COM 591650106 24,309 1,613,067 SH   SOLE   1,613,067 0 0
MICREL INC COM 594793101 15,311 1,551,258 SH   SOLE   1,102,616 0 448,642
MICREL INC COM 594793101 2,448 247,982 SH   DFND 1 0 247,982 0
MICROS SYS INC COM 594901100 159,446 2,779,253 SH   SOLE   2,290,340 0 488,913
MICROS SYS INC COM 594901100 46,455 809,745 SH   DFND 1 0 809,745 0
MICROS SYS INC COM 594901100 3,673 64,030 SH   DFND 3 0 58,570 5,460
MICROS SYS INC COM 594901100 178 3,105 SH   DFND 2 0 250 2,855
MICROSOFT CORP COM 594918104 5,396,125 144,165,772 SH   SOLE   53,435,902 78,450 90,651,420
MICROSOFT CORP COM 594918104 91,083 2,433,416 SH   DFND 1 0 2,433,416 0
MICROSOFT CORP COM 594918104 68,753 1,836,842 SH   DFND 3 0 573,037 1,263,805
MICROSOFT CORP COM 594918104 36,464 974,205 SH   DFND 2 0 636,105 338,100
MICROSTRATEGY INC CL A NEW 594972408 2,892 23,277 SH   SOLE   23,277 0 0
MICROSTRATEGY INC CL A NEW 594972408 935 7,526 SH   DFND 1 0 7,526 0
MICROCHIP TECHNOLOGY INC COM 595017104 95,475 2,133,510 SH   SOLE   1,167,144 0 966,366
MICROCHIP TECHNOLOGY INC COM 595017104 4,769 106,578 SH   DFND 1 0 106,578 0
MICRON TECHNOLOGYINC COM 595112103 630,948 28,995,758 SH   SOLE   24,545,054 0 4,450,704
MICRON TECHNOLOGYINC COM 595112103 24,288 1,116,162 SH   DFND 1 0 1,116,162 0
MICRON TECHNOLOGYINC COM 595112103 3,910 179,700 SH   DFND 3 0 179,700 0
MICRON TECHNOLOGYINC COM 595112103 3,110 142,910 SH   DFND 2 0 142,910 0
MICRON TECHNOLOGYINC NOTE 1.875% 8/0 595112AR4 1,047 455,000 PRN   DFND 1 0 455,000 0
MICRON TECHNOLOGYINC NOTE 3.125% 5/0 595112AX1 569 250,000 PRN   SOLE   35,000 0 215,000
MICROSEMI CORP COM 595137100 122,872 4,924,746 SH   SOLE   2,927,321 0 1,997,425
MICROSEMI CORP COM 595137100 13,017 521,713 SH   DFND 1 0 521,713 0
MID-AMER APT CMNTYS INC COM 59522J103 18,354 302,166 SH   SOLE   302,166 0 0
MID-AMER APT CMNTYS INC COM 59522J103 714 11,760 SH   DFND 1 0 11,760 0
MIDDLEBURG FINANCIAL CORP COM 596094102 6,042 334,900 SH   SOLE   334,900 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 7,117 261,657 SH   SOLE   171,711 0 89,946
MIDWESTONE FINL GROUP INC NE COM 598511103 2,496 91,783 SH   DFND 1 0 91,783 0
MILLER HERMAN INC COM 600544100 43,932 1,488,210 SH   SOLE   1,029,110 0 459,100
MILLER HERMAN INC COM 600544100 4,721 159,922 SH   DFND 1 0 159,922 0
MIMEDX GROUP INC COM 602496101 6,087 696,500 SH   SOLE   602,400 0 94,100
MIMEDX GROUP INC COM 602496101 2,738 313,300 SH   DFND 1 0 313,300 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 338 9,300 SH   SOLE   0 0 9,300
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 73 2,000 SH   DFND 1 0 2,000 0
MINERALS TECHNOLOGIES INC COM 603158106 76,380 1,271,512 SH   SOLE   482,752 0 788,760
MINERALS TECHNOLOGIES INC COM 603158106 14,254 237,294 SH   DFND 1 0 237,294 0
MITCHAM INDS INC COM 606501104 9,450 533,578 SH   SOLE   125,600 0 407,978
MITCHAM INDS INC COM 606501104 15,438 871,721 SH   DFND 1 0 871,721 0
MITEK SYS INC COM NEW 606710200 5,840 983,087 SH   SOLE   888,237 0 94,850
MITEL NETWORKS CORP COM 60671Q104 10,470 1,037,647 SH   SOLE   671,833 0 365,814
MITEL NETWORKS CORP COM 60671Q104 5,242 519,571 SH   DFND 1 0 519,571 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 249 11,517 SH   SOLE   11,517 0 0
MODEL N INC COM 607525102 5,040 427,497 SH   SOLE   427,497 0 0
MOLINA HEALTHCAREINC COM 60855R100 16,544 476,079 SH   SOLE   416,579 0 59,500
MOLINA HEALTHCAREINC COM 60855R100 6,923 199,233 SH   DFND 1 0 199,233 0
MOLSON COORS BREWING CO CL B 60871R209 116,114 2,067,933 SH   SOLE   1,712,594 0 355,339
MOLSON COORS BREWING CO CL B 60871R209 6,709 119,486 SH   DFND 1 0 119,486 0
MOLSON COORS BREWING CO CL B 60871R209 1,897 33,787 SH   DFND 3 0 33,787 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,866 162,100 SH   SOLE   162,100 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 735 41,600 SH   DFND 1 0 41,600 0
MONARCH FINANCIALHOLDINGS I COM 60907Q100 4,768 387,288 SH   SOLE   387,288 0 0
MONDELEZ INTL INC CL A 609207105 735,480 20,835,133 SH   SOLE   13,525,348 0 7,309,785
MONDELEZ INTL INC CL A 609207105 42,454 1,202,649 SH   DFND 1 0 1,202,649 0
MONDELEZ INTL INC CL A 609207105 14,327 405,870 SH   DFND 3 0 166,980 238,890
MONDELEZ INTL INC CL A 609207105 45,363 1,285,060 SH   DFND 2 0 946,480 338,580
MONOLITHIC PWR SYS INC COM 609839105 10,768 310,666 SH   SOLE   267,510 0 43,156
MONOLITHIC PWR SYS INC COM 609839105 5,194 149,843 SH   DFND 1 0 149,843 0
MONSANTO CO NEW COM 61166W101 592,579 5,084,336 SH   SOLE   2,404,988 0 2,679,348
MONSANTO CO NEW COM 61166W101 155,779 1,336,586 SH   DFND 1 0 1,336,586 0
MONSANTO CO NEW COM 61166W101 4,989 42,808 SH   DFND 3 0 18,696 24,112
MONSANTO CO NEW COM 61166W101 79 675 SH   DFND 2 0 675 0
MONSTER BEVERAGE CORP COM 611740101 563,394 8,313,325 SH   SOLE   4,522,312 0 3,791,013
MONSTER BEVERAGE CORP COM 611740101 63,864 942,367 SH   DFND 1 0 942,367 0
MONSTER BEVERAGE CORP COM 611740101 21,571 318,293 SH   DFND 3 0 241,578 76,715
MONSTER BEVERAGE CORP COM 611740101 81,086 1,196,490 SH   DFND 2 0 868,070 328,420
MOODYS CORP COM 615369105 91,192 1,162,120 SH   SOLE   935,058 0 227,062
MOODYS CORP COM 615369105 8,559 109,068 SH   DFND 1 0 109,068 0
MOODYS CORP COM 615369105 2,141 27,290 SH   DFND 3 0 27,290 0
MOOG INC CL A 615394202 238,668 3,512,925 SH   SOLE   2,400,742 0 1,112,183
MOOG INC CL A 615394202 21,316 313,742 SH   DFND 1 0 313,742 0
MORGAN STANLEY COM NEW 617446448 160,357 5,113,434 SH   SOLE   342,994 0 4,770,440
MORNINGSTAR INC COM 617700109 8,724 111,721 SH   SOLE   111,721 0 0
MORNINGSTAR INC COM 617700109 219 2,800 SH   DFND 1 0 2,800 0
MOSAIC CO NEW COM 61945C103 18,301 387,162 SH   SOLE   304,094 0 83,068
MOSAIC CO NEW COM 61945C103 16,132 341,269 SH   DFND 1 0 341,269 0
MOSAIC CO NEW COM 61945C103 34 725 SH   DFND 2 0 725 0
MOTORCAR PTS AMERINC COM 620071100 8,310 430,594 SH   DFND 1 0 430,594 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 535 7,921 SH   SOLE   7,921 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 789 11,690 SH   DFND 1 0 11,690 0
MUELLER INDS INC COM 624756102 100,284 1,591,564 SH   SOLE   1,093,564 0 498,000
MUELLER INDS INC COM 624756102 16,402 260,310 SH   DFND 1 0 260,310 0
MUELLER WTR PRODSINC COM SER A 624758108 2,519 268,800 SH   SOLE   268,800 0 0
MUELLER WTR PRODSINC COM SER A 624758108 5 511 SH   DFND 1 0 511 0
MULTI COLOR CORP COM 625383104 442 11,700 SH   SOLE   11,700 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 2,225 70,952 SH   SOLE   70,952 0 0
MULTIMEDIA GAMES HLDG CO INC COM 625453105 6 203 SH   DFND 1 0 203 0
MURPHY OIL CORP COM 626717102 49,881 768,821 SH   SOLE   17,009 0 751,812
MURPHY OIL CORP COM 626717102 11,504 177,315 SH   DFND 1 0 177,315 0
MURPHY USA INC COM 626755102 18,564 446,687 SH   SOLE   119,901 0 326,786
MURPHY USA INC COM 626755102 2,926 70,416 SH   DFND 1 0 70,416 0
MYERS INDS INC COM 628464109 19,920 943,169 SH   SOLE   395,869 0 547,300
MYERS INDS INC COM 628464109 9,556 452,478 SH   DFND 1 0 452,478 0
MYLAN INC COM 628530107 573,462 13,213,412 SH   SOLE   3,959,247 0 9,254,165
MYLAN INC COM 628530107 20,951 482,751 SH   DFND 1 0 482,751 0
MYLAN INC COM 628530107 3,687 84,955 SH   DFND 3 0 84,955 0
MYLAN INC COM 628530107 7,728 178,065 SH   DFND 2 0 6,200 171,865
MYRIAD GENETICS INC COM 62855J104 5,238 249,644 SH   SOLE   243,944 0 5,700
MYRIAD GENETICS INC COM 62855J104 170 8,093 SH   DFND 1 0 8,093 0
MYRIAD GENETICS INC COM 62855J104 128 6,100 SH   DFND 2 0 6,100 0
NCI BUILDING SYS INC COM NEW 628852204 11,711 667,678 SH   SOLE   395,639 0 272,039
NCI BUILDING SYS INC COM NEW 628852204 5,122 292,009 SH   DFND 1 0 292,009 0
NII HLDGS INC CL B NEW 62913F201 2,463 895,635 SH   SOLE   895,635 0 0
NII HLDGS INC CL B NEW 62913F201 199 72,308 SH   DFND 1 0 72,308 0
NIC INC COM 62914B100 1,112 44,700 SH   SOLE   44,700 0 0
NN INC COM 629337106 4,171 206,592 SH   SOLE   113,385 0 93,207
NN INC COM 629337106 7,831 387,846 SH   DFND 1 0 387,846 0
NPS PHARMACEUTICALS INC COM 62936P103 177,251 5,838,311 SH   SOLE   4,219,546 0 1,618,765
NPS PHARMACEUTICALS INC COM 62936P103 15,285 503,475 SH   DFND 1 0 503,475 0
NPS PHARMACEUTICALS INC COM 62936P103 543 17,900 SH   DFND 3 0 12,500 5,400
NPS PHARMACEUTICALS INC COM 62936P103 5,898 194,280 SH   DFND 2 0 97,210 97,070
NRG ENERGY INC COM NEW 629377508 133,051 4,632,688 SH   SOLE   3,180,735 0 1,451,953
NRG ENERGY INC COM NEW 629377508 1,566 54,543 SH   DFND 1 0 54,543 0
NRG ENERGY INC COM NEW 629377508 11,111 386,890 SH   DFND 3 0 0 386,890
NRG ENERGY INC COM NEW 629377508 2,600 90,540 SH   DFND 2 0 0 90,540
NRG YIELD INC COM CL A 62942X108 71,407 1,784,735 SH   SOLE   712,443 0 1,072,292
NRG YIELD INC COM CL A 62942X108 19,249 481,106 SH   DFND 1 0 481,106 0
NRG YIELD INC COM CL A 62942X108 292 7,300 SH   DFND 3 0 5,300 2,000
NVR INC COM 62944T105 162,355 158,239 SH   SOLE   129,619 0 28,620
NVR INC COM 62944T105 11,465 11,174 SH   DFND 1 0 11,174 0
NVR INC COM 62944T105 2,842 2,770 SH   DFND 3 0 2,770 0
NACCO INDS INC CL A 629579103 652 10,482 SH   SOLE   10,482 0 0
NACCO INDS INC CL A 629579103 8 121 SH   DFND 1 0 121 0
NANOMETRICS INC COM 630077105 32,575 1,709,988 SH   SOLE   780,310 0 929,678
NANOMETRICS INC COM 630077105 4,004 210,205 SH   DFND 1 0 210,205 0
NASDAQ OMX GROUP INC COM 631103108 86,334 2,169,192 SH   SOLE   327,515 0 1,841,677
NASDAQ OMX GROUP INC COM 631103108 2,317 58,224 SH   DFND 1 0 58,224 0
NATIONAL BK HLDGSCORP CL A 633707104 77,013 3,598,746 SH   SOLE   3,598,746 0 0
NATIONAL FUEL GASCO N J COM 636180101 1,491 20,876 SH   SOLE   20,876 0 0
NATIONAL FUEL GASCO N J COM 636180101 39 548 SH   DFND 1 0 548 0
NATIONAL GRID PLC SPON ADR NEW 636274300 43,289 662,720 SH   SOLE   612,820 0 49,900
NATIONAL INSTRS CORP COM 636518102 93,308 2,914,066 SH   SOLE   2,235,701 0 678,365
NATIONAL INSTRS CORP COM 636518102 8,717 272,245 SH   DFND 1 0 272,245 0
NATIONAL INSTRS CORP COM 636518102 2,256 70,465 SH   DFND 3 0 70,465 0
NATIONAL INSTRS CORP COM 636518102 131 4,100 SH   DFND 2 0 0 4,100
NATIONAL OILWELL VARCO INC COM 637071101 421,913 5,305,081 SH   SOLE   1,536,509 0 3,768,572
NATIONAL OILWELL VARCO INC COM 637071101 36,472 458,591 SH   DFND 1 0 458,591 0
NATIONAL OILWELL VARCO INC COM 637071101 72 905 SH   DFND 2 0 905 0
NATIONAL PENN BANCSHARES INC COM 637138108 504 44,490 SH   SOLE   0 0 44,490
NATIONAL PRESTO INDS INC COM 637215104 1,932 24,000 SH   SOLE   24,000 0 0
NATIONAL PRESTO INDS INC COM 637215104 9 117 SH   DFND 1 0 117 0
NATIONSTAR MTG HLDGS INC COM 63861C109 876 23,700 SH   SOLE   23,700 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 16,561 390,141 SH   SOLE   300,946 0 89,195
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,304 77,840 SH   DFND 1 0 77,840 0
NATUS MEDICAL INCDEL COM 639050103 21,814 969,523 SH   SOLE   382,523 0 587,000
NATUS MEDICAL INCDEL COM 639050103 10,134 450,400 SH   DFND 1 0 450,400 0
NAUTILUS INC COM 63910B102 926 109,900 SH   SOLE   109,900 0 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 5,029 2,429,531 SH   SOLE   2,064,176 0 365,355
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 1,390 671,592 SH   DFND 1 0 671,592 0
NEENAH PAPER INC COM 640079109 99 2,305 SH   SOLE   2,305 0 0
NEENAH PAPER INC COM 640079109 244 5,700 SH   DFND 1 0 5,700 0
NELNET INC CL A 64031N108 5,163 122,532 SH   SOLE   67,984 0 54,548
NELNET INC CL A 64031N108 2,639 62,635 SH   DFND 1 0 62,635 0
NEOGENOMICS INC COM NEW 64049M209 4,082 1,127,629 SH   DFND 1 0 1,127,629 0
NEONODE INC COM NEW 64051M402 11,819 1,870,159 SH   SOLE   560,531 0 1,309,628
NEONODE INC COM NEW 64051M402 11,584 1,832,984 SH   DFND 1 0 1,832,984 0
NEONODE INC COM NEW 64051M402 16 2,600 SH   DFND 2 0 0 2,600
NETAPP INC COM 64110D104 291,223 7,078,825 SH   SOLE   3,966,654 0 3,112,171
NETAPP INC COM 64110D104 16,524 401,645 SH   DFND 1 0 401,645 0
NETAPP INC COM 64110D104 27,741 674,300 SH   DFND 2 0 562,500 111,800
NETFLIX INC COM 64110L106 168,152 456,723 SH   SOLE   343,034 0 113,689
NETFLIX INC COM 64110L106 3,878 10,533 SH   DFND 1 0 10,533 0
NETFLIX INC COM 64110L106 2,126 5,775 SH   DFND 3 0 3,010 2,765
NETFLIX INC COM 64110L106 6,535 17,749 SH   DFND 2 0 8,760 8,989
NETEASE INC SPONSORED ADR 64110W102 22,033 280,312 SH   SOLE   245,852 0 34,460
NETEASE INC SPONSORED ADR 64110W102 13,663 173,834 SH   DFND 1 0 173,834 0
NETEASE INC SPONSORED ADR 64110W102 7,342 93,407 SH   DFND 2 0 76,975 16,432
NETGEAR INC COM 64111Q104 4,374 132,800 SH   SOLE   132,800 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 2,016 345,819 SH   DFND 1 0 345,819 0
NETSCOUT SYS INC COM 64115T104 12,258 414,249 SH   SOLE   388,419 0 25,830
NETSUITE INC COM 64118Q107 59,664 579,148 SH   SOLE   327,854 0 251,294
NETSUITE INC COM 64118Q107 2,866 27,816 SH   DFND 1 0 27,816 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 1,380 93,860 SH   SOLE   93,860 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 2,546 173,210 SH   DFND 1 0 173,210 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 287 19,510 SH   DFND 2 0 0 19,510
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,193 663,103 SH   SOLE   654,103 0 9,000
NEUROCRINE BIOSCIENCES INC COM 64125C109 106 11,400 SH   DFND 1 0 11,400 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 91 9,700 SH   DFND 2 0 9,700 0
NEUSTAR INC CL A 64126X201 3,023 60,627 SH   SOLE   14,327 0 46,300
NEUSTAR INC CL A 64126X201 573 11,500 SH   DFND 1 0 11,500 0
NEVSUN RES LTD COM 64156L101 755 227,294 SH   SOLE   227,294 0 0
NEVSUN RES LTD COM 64156L101 7,560 2,277,092 SH   DFND 1 0 2,277,092 0
NEW GOLD INC CDA COM 644535106 59,560 11,366,964 SH   SOLE   10,794,595 0 572,369
NEW GOLD INC CDA COM 644535106 24,905 4,753,681 SH   DFND 1 0 4,753,681 0
NEW GOLD INC CDA COM 644535106 594 113,324 SH   DFND 3 0 113,324 0
NEW JERSEY RES COM 646025106 19,317 417,748 SH   SOLE   295,598 0 122,150
NEW JERSEY RES COM 646025106 3,125 67,576 SH   DFND 1 0 67,576 0
NEW MTN FIN CORP COM 647551100 785 52,200 SH   SOLE   52,200 0 0
NEW MTN FIN CORP COM 647551100 18 1,165 SH   DFND 1 0 1,165 0
NEW ORIENTAL ED &TECH GRP I SPON ADR 647581107 26,940 855,231 SH   SOLE   680,290 0 174,941
NEW ORIENTAL ED &TECH GRP I SPON ADR 647581107 21,324 676,953 SH   DFND 1 0 676,953 0
NEW ORIENTAL ED &TECH GRP I SPON ADR 647581107 13,802 438,162 SH   DFND 2 0 386,640 51,522
NEW YORK TIMES CO CL A 650111107 47,595 2,999,030 SH   SOLE   773,830 0 2,225,200
NEW YORK TIMES CO CL A 650111107 6,842 431,118 SH   DFND 1 0 431,118 0
NEWBRIDGE BANCORP CL A NO PAR 65080T102 15,093 2,012,437 SH   SOLE   2,012,437 0 0
NEWELL RUBBERMAIDINC COM 651229106 291,644 8,998,590 SH   SOLE   3,967,290 0 5,031,300
NEWELL RUBBERMAIDINC COM 651229106 4,420 136,370 SH   DFND 1 0 136,370 0
NEWFIELD EXPL CO COM 651290108 121,541 4,934,660 SH   SOLE   2,082,033 0 2,852,627
NEWFIELD EXPL CO COM 651290108 12,908 524,068 SH   DFND 1 0 524,068 0
NEWMARKET CORP COM 651587107 437 1,308 SH   SOLE   1,308 0 0
NEWMONT MINING CORP COM 651639106 3,509 152,351 SH   SOLE   110,902 0 41,449
NEWMONT MINING CORP COM 651639106 8,331 361,746 SH   DFND 1 0 361,746 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 306 300,000 PRN   SOLE   80,000 0 220,000
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 263 258,000 PRN   DFND 1 0 258,000 0
NEXTERA ENERGY INC COM 65339F101 1,436,377 16,776,181 SH   SOLE   5,269,552 16,200 11,490,429
NEXTERA ENERGY INC COM 65339F101 58,963 688,665 SH   DFND 1 0 688,665 0
NEXTERA ENERGY INC COM 65339F101 14,469 168,990 SH   DFND 3 0 74,540 94,450
NEXTERA ENERGY INC COM 65339F101 46,062 537,980 SH   DFND 2 0 361,500 176,480
NICE SYS LTD SPONSORED ADR 653656108 4,883 119,225 SH   SOLE   119,225 0 0
NIKE INC CL B 654106103 516,317 6,565,572 SH   SOLE   1,687,544 0 4,878,028
NIKE INC CL B 654106103 5,404 68,723 SH   DFND 1 0 68,723 0
NIKE INC CL B 654106103 1,243 15,800 SH   DFND 3 0 0 15,800
NIKE INC CL B 654106103 6,936 88,200 SH   DFND 2 0 88,200 0
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 320 11,831 SH   SOLE   11,831 0 0
NISOURCE INC COM 65473P105 345 10,496 SH   SOLE   10,496 0 0
NISOURCE INC COM 65473P105 64 1,952 SH   DFND 1 0 1,952 0
NOKIA CORP SPONSORED ADR 654902204 3,101 382,370 SH   SOLE   382,370 0 0
NOKIA CORP SPONSORED ADR 654902204 242 29,800 SH   DFND 1 0 29,800 0
NOBLE ENERGY INC COM 655044105 225,419 3,309,629 SH   SOLE   242,256 0 3,067,373
NOBLE ENERGY INC COM 655044105 61,716 906,126 SH   DFND 1 0 906,126 0
NOODLES & CO CL A 65540B105 1,793 49,905 SH   SOLE   31,720 0 18,185
NOODLES & CO CL A 65540B105 708 19,720 SH   DFND 1 0 19,720 0
NORDSTROM INC COM 655664100 306,423 4,958,302 SH   SOLE   1,972,097 0 2,986,205
NORDSTROM INC COM 655664100 3,678 59,521 SH   DFND 1 0 59,521 0
NORDSTROM INC COM 655664100 13,389 216,655 SH   DFND 3 0 136,155 80,500
NORDSTROM INC COM 655664100 6,903 111,700 SH   DFND 2 0 106,100 5,600
NORFOLK SOUTHERN CORP COM 655844108 226,336 2,438,179 SH   SOLE   540,929 0 1,897,250
NORFOLK SOUTHERN CORP COM 655844108 9,361 100,845 SH   DFND 1 0 100,845 0
NORFOLK SOUTHERN CORP COM 655844108 1,317 14,190 SH   DFND 3 0 7,200 6,990
NORFOLK SOUTHERN CORP COM 655844108 5,313 57,230 SH   DFND 2 0 22,785 34,445
NORTH AMERN PALLADIUM LTD COM 656912102 13 18,637 SH   SOLE   18,637 0 0
NORTH VALLEY BANCORP COM NEW 66304M204 11,296 597,332 SH   SOLE   597,332 0 0
NORTHEAST BANCORP COM NEW 663904209 8,143 850,040 SH   SOLE   850,040 0 0
NORTHEAST UTILS COM 664397106 512,974 12,101,309 SH   SOLE   5,179,744 0 6,921,565
NORTHEAST UTILS COM 664397106 18,083 426,578 SH   DFND 1 0 426,578 0
NORTHEAST UTILS COM 664397106 6,252 147,485 SH   DFND 3 0 97,180 50,305
NORTHEAST UTILS COM 664397106 11,659 275,030 SH   DFND 2 0 109,880 165,150
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 2,060 1,563,031 SH   SOLE   1,429,031 0 134,000
NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 824 625,270 SH   DFND 1 0 625,270 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 7,054 286,752 SH   SOLE   286,752 0 0
NORTHERN TR CORP COM 665859104 30,999 500,868 SH   SOLE   360,568 0 140,300
NORTHFIELD BANCORP INC DEL COM 66611T108 20,615 1,561,750 SH   SOLE   1,561,750 0 0
NORTHROP GRUMMAN CORP COM 666807102 372,529 3,250,410 SH   SOLE   979,563 0 2,270,847
NORTHROP GRUMMAN CORP COM 666807102 5,258 45,877 SH   DFND 1 0 45,877 0
NORTHSTAR RLTY FIN CORP COM 66704R100 33,022 2,455,180 SH   SOLE   2,129,660 0 325,520
NORTHSTAR RLTY FIN CORP COM 66704R100 16,274 1,209,972 SH   DFND 1 0 1,209,972 0
NORTHWEST BANCSHARES INC MD COM 667340103 66,001 4,465,553 SH   SOLE   3,126,653 0 1,338,900
NORTHWEST BANCSHARES INC MD COM 667340103 10,707 724,420 SH   DFND 1 0 724,420 0
NORWOOD FINANCIALCORP COM 669549107 2,028 75,379 SH   SOLE   75,379 0 0
NOVAGOLD RES INC COM NEW 66987E206 50 19,501 SH   SOLE   19,501 0 0
NOVAVAX INC COM 670002104 18,425 3,598,547 SH   SOLE   3,126,444 0 472,103
NOVAVAX INC COM 670002104 5,756 1,124,288 SH   DFND 1 0 1,124,288 0
NOVAVAX INC COM 670002104 518 101,117 SH   DFND 3 0 73,738 27,379
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 226 135,000 PRN   SOLE   35,000 0 100,000
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 201 120,000 PRN   DFND 1 0 120,000 0
NU SKIN ENTERPRISES INC CL A 67018T105 5,547 40,134 SH   SOLE   40,134 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 473 3,421 SH   DFND 1 0 3,421 0
NUANCE COMMUNICATIONS INC COM 67020Y100 6,272 412,635 SH   SOLE   412,635 0 0
NUCOR CORP COM 670346105 376,994 7,062,455 SH   SOLE   2,437,060 0 4,625,395
NUCOR CORP COM 670346105 16,892 316,446 SH   DFND 1 0 316,446 0
NUCOR CORP COM 670346105 1,313 24,595 SH   DFND 3 0 2,090 22,505
NUCOR CORP COM 670346105 8,575 160,650 SH   DFND 2 0 117,360 43,290
NUTRACEUTICAL INTL CORP COM 67060Y101 7,599 283,751 SH   DFND 1 0 283,751 0
NVIDIA CORP COM 67066G104 12,712 793,500 SH   SOLE   0 0 793,500
NVIDIA CORP COM 67066G104 716 44,700 SH   DFND 1 0 44,700 0
NUTRI SYS INC NEW COM 67069D108 2,101 127,800 SH   SOLE   127,800 0 0
NUTRI SYS INC NEW COM 67069D108 9 531 SH   DFND 1 0 531 0
NUVASIVE INC COM 670704105 54,962 1,700,039 SH   SOLE   71,736 0 1,628,303
NUVASIVE INC COM 670704105 31 953 SH   DFND 1 0 953 0
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 785 725,000 PRN   SOLE   195,000 0 530,000
NUVASIVE INC NOTE 2.750% 7/0 670704AC9 731 675,000 PRN   DFND 1 0 675,000 0
OGE ENERGY CORP COM 670837103 17,528 517,056 SH   SOLE   477,406 0 39,650
OGE ENERGY CORP COM 670837103 5,356 157,988 SH   DFND 1 0 157,988 0
OGE ENERGY CORP COM 670837103 2,057 60,680 SH   DFND 3 0 43,300 17,380
OM GROUP INC COM 670872100 1,698 46,624 SH   SOLE   46,624 0 0
OM GROUP INC COM 670872100 22 597 SH   DFND 1 0 597 0
OCI PARTNERS LP COM UNIT REP LP 67091N108 696 25,200 SH   SOLE   25,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 107,253 833,291 SH   SOLE   448,304 0 384,987
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,535 43,002 SH   DFND 1 0 43,002 0
OFG BANCORP COM 67103X102 52,778 3,043,732 SH   SOLE   2,982,912 0 60,820
OAKTREE CAP GROUPLLC UNIT CL A 674001201 4,014 68,219 SH   SOLE   68,219 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,190,216 12,515,416 SH   SOLE   3,736,616 0 8,778,800
OCCIDENTAL PETE CORP DEL COM 674599105 74,552 783,929 SH   DFND 1 0 783,929 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,961 73,200 SH   DFND 3 0 0 73,200
OCCIDENTAL PETE CORP DEL COM 674599105 1,846 19,410 SH   DFND 2 0 19,410 0
OCEAN SHORE HLDG CO NEW COM 67501R103 1,281 93,766 SH   SOLE   93,766 0 0
OCEANEERING INTL INC COM 675232102 169,194 2,144,961 SH   SOLE   1,432,777 0 712,184
OCEANEERING INTL INC COM 675232102 14,019 177,723 SH   DFND 1 0 177,723 0
OCEANEERING INTL INC COM 675232102 1,720 21,800 SH   DFND 3 0 21,800 0
OCEANFIRST FINL CORP COM 675234108 20,456 1,194,187 SH   SOLE   657,124 0 537,063
OCEANFIRST FINL CORP COM 675234108 7,414 432,810 SH   DFND 1 0 432,810 0
OCONEE FED FINL CORP COM 675607105 702 39,689 SH   SOLE   39,689 0 0
OCWEN FINL CORP COM NEW 675746309 394,071 7,106,779 SH   SOLE   6,984,972 0 121,807
OCWEN FINL CORP COM NEW 675746309 20 368 SH   DFND 1 0 368 0
OFFICE DEPOT INC COM 676220106 22,646 4,280,912 SH   SOLE   2,822,676 0 1,458,236
OFFICE DEPOT INC COM 676220106 672 127,115 SH   DFND 1 0 127,115 0
OIL STS INTL INC COM 678026105 18,010 177,053 SH   SOLE   6,053 0 171,000
OIL STS INTL INC COM 678026105 9 89 SH   DFND 1 0 89 0
OLD DOMINION FGHTLINES INC COM 679580100 78,494 1,480,463 SH   SOLE   1,284,565 0 195,898
OLD DOMINION FGHTLINES INC COM 679580100 8,163 153,956 SH   DFND 1 0 153,956 0
OLD LINE BANCSHARES INC COM 67984M100 9,698 671,918 SH   SOLE   671,918 0 0
OLD POINT FINL CORP COM 680194107 1,903 148,478 SH   SOLE   148,478 0 0
OLIN CORP COM PAR $1 680665205 8,318 288,327 SH   SOLE   266,177 0 22,150
OMNICARE INC COM 681904108 52,239 865,457 SH   SOLE   708,810 0 156,647
OMNICARE INC COM 681904108 7,354 121,840 SH   DFND 1 0 121,840 0
OMNICARE INC COM 681904108 426 7,060 SH   DFND 3 0 7,060 0
OMNICOM GROUP INC COM 681919106 947,678 12,742,746 SH   SOLE   5,690,243 11,600 7,040,903
OMNICOM GROUP INC COM 681919106 13,609 182,988 SH   DFND 1 0 182,988 0
OMNICOM GROUP INC COM 681919106 15,045 202,295 SH   DFND 3 0 0 202,295
OMNICOM GROUP INC COM 681919106 3,649 49,060 SH   DFND 2 0 0 49,060
OMNOVA SOLUTIONS INC COM 682129101 17,377 1,907,493 SH   SOLE   1,373,273 0 534,220
OMNOVA SOLUTIONS INC COM 682129101 4,543 498,687 SH   DFND 1 0 498,687 0
OMNICELL INC COM 68213N109 23,789 931,822 SH   SOLE   633,150 0 298,672
OMNICELL INC COM 68213N109 6,393 250,422 SH   DFND 1 0 250,422 0
OMNICELL INC COM 68213N109 245 9,600 SH   DFND 2 0 9,600 0
ON ASSIGNMENT INC COM 682159108 39,862 1,141,535 SH   SOLE   1,039,842 0 101,693
ON ASSIGNMENT INC COM 682159108 697 19,969 SH   DFND 1 0 19,969 0
OMNIAMERICAN BANCORP INC COM 68216R107 7,363 344,400 SH   SOLE   344,400 0 0
ON SEMICONDUCTOR CORP COM 682189105 37,702 4,575,457 SH   SOLE   1,141,247 0 3,434,210
ON SEMICONDUCTOR CORP COM 682189105 5,090 617,683 SH   DFND 1 0 617,683 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 10,469 9,523,000 PRN   SOLE   5,772,000 0 3,751,000
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 519 472,000 PRN   DFND 1 0 472,000 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 1,019 927,000 PRN   DFND 3 0 403,000 524,000
ONEIDA FINL CORP MD COM 682479100 1,831 144,158 SH   SOLE   144,158 0 0
ONEOK INC NEW COM 682680103 273 4,390 SH   SOLE   4,390 0 0
ONEOK INC NEW COM 682680103 85 1,364 SH   DFND 1 0 1,364 0
OPEN TEXT CORP COM 683715106 8,863 96,374 SH   SOLE   96,374 0 0
OPEN TEXT CORP COM 683715106 603 6,552 SH   DFND 1 0 6,552 0
OPENTABLE INC COM 68372A104 124,195 1,564,756 SH   SOLE   1,288,369 0 276,387
OPENTABLE INC COM 68372A104 5,577 70,270 SH   DFND 1 0 70,270 0
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 18,503 994,769 SH   SOLE   514,440 0 480,329
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 6,934 372,813 SH   DFND 1 0 372,813 0
ORACLE CORP COM 68389X105 1,858,941 48,587,056 SH   SOLE   18,794,343 0 29,792,713
ORACLE CORP COM 68389X105 50,433 1,318,177 SH   DFND 1 0 1,318,177 0
ORACLE CORP COM 68389X105 9,802 256,190 SH   DFND 3 0 0 256,190
ORACLE CORP COM 68389X105 591 15,446 SH   DFND 2 0 0 15,446
ORBCOMM INC COM 68555P100 4,916 775,369 SH   DFND 1 0 775,369 0
ORBITZ WORLDWIDE INC COM 68557K109 1,161 161,717 SH   SOLE   161,717 0 0
ORBITZ WORLDWIDE INC COM 68557K109 27 3,825 SH   DFND 1 0 3,825 0
ORION MARINE GROUP INC COM 68628V308 7,730 642,584 SH   SOLE   156,100 0 486,484
ORION MARINE GROUP INC COM 68628V308 4,742 394,216 SH   DFND 1 0 394,216 0
OSHKOSH CORP COM 688239201 825 16,381 SH   SOLE   16,381 0 0
OUTERWALL INC COM 690070107 40,661 604,440 SH   SOLE   335,025 0 269,415
OUTERWALL INC COM 690070107 1,655 24,595 SH   DFND 1 0 24,595 0
OVERSTOCK COM INCDEL COM 690370101 1,391 45,190 SH   SOLE   45,190 0 0
OVERSTOCK COM INCDEL COM 690370101 5 148 SH   DFND 1 0 148 0
OWENS & MINOR INCNEW COM 690732102 111,779 3,057,419 SH   SOLE   57,419 0 3,000,000
OWENS & MINOR INCNEW COM 690732102 26 705 SH   DFND 1 0 705 0
OWENS CORNING NEW COM 690742101 613,080 15,055,998 SH   SOLE   11,827,679 0 3,228,319
OWENS CORNING NEW COM 690742101 22,022 540,826 SH   DFND 1 0 540,826 0
OWENS CORNING NEW COM 690742101 4,271 104,877 SH   DFND 3 0 55,550 49,327
OWENS ILL INC COM NEW 690768403 181,990 5,086,368 SH   SOLE   1,732,637 0 3,353,731
OWENS ILL INC COM NEW 690768403 5,377 150,276 SH   DFND 1 0 150,276 0
OWENS ILL INC COM NEW 690768403 2,649 74,045 SH   DFND 3 0 39,200 34,845
OWENS ILL INC COM NEW 690768403 6,549 183,030 SH   DFND 2 0 102,300 80,730
PBF ENERGY INC CL A 69318G106 12,351 392,599 SH   SOLE   361,139 0 31,460
PBF ENERGY INC CL A 69318G106 23 724 SH   DFND 1 0 724 0
PCM INC COM 69323K100 1,892 184,256 SH   DFND 1 0 184,256 0
PDC ENERGY INC COM 69327R101 56,077 1,053,682 SH   SOLE   832,161 0 221,521
PDC ENERGY INC COM 69327R101 22,210 417,326 SH   DFND 1 0 417,326 0
PDL BIOPHARMA INC COM 69329Y104 5,762 682,685 SH   SOLE   682,685 0 0
PDL BIOPHARMA INC COM 69329Y104 21 2,450 SH   DFND 1 0 2,450 0
PG&E CORP COM 69331C108 206,352 5,122,942 SH   SOLE   1,435,488 0 3,687,454
PG&E CORP COM 69331C108 29,875 741,690 SH   DFND 1 0 741,690 0
PG&E CORP COM 69331C108 5,687 141,195 SH   DFND 3 0 82,215 58,980
PG&E CORP COM 69331C108 13,647 338,810 SH   DFND 2 0 142,080 196,730
PICO HLDGS INC COM NEW 693366205 7,931 343,200 SH   SOLE   343,200 0 0
PICO HLDGS INC COM NEW 693366205 15 655 SH   DFND 1 0 655 0
PNC FINL SVCS GROUP INC COM 693475105 3,157,143 40,695,321 SH   SOLE   19,711,467 17,900 20,965,954
PNC FINL SVCS GROUP INC COM 693475105 50,727 653,869 SH   DFND 1 0 653,869 0
PNC FINL SVCS GROUP INC COM 693475105 64,840 835,780 SH   DFND 3 0 338,453 497,327
PNC FINL SVCS GROUP INC COM 693475105 90,257 1,163,408 SH   DFND 2 0 854,096 309,312
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 59 3,337 SH   SOLE   0 0 3,337
PNC FINL SVCS GROUP INC *W EXP 12/31/201 693475121 308 17,342 SH   DFND 1 0 17,342 0
POSCO SPONSORED ADR 693483109 29,476 377,898 SH   SOLE   279,456 0 98,442
POSCO SPONSORED ADR 693483109 15,323 196,443 SH   DFND 1 0 196,443 0
POSCO SPONSORED ADR 693483109 991 12,700 SH   DFND 3 0 9,500 3,200
POSCO SPONSORED ADR 693483109 5,850 75,000 SH   DFND 2 0 52,000 23,000
PPG INDS INC COM 693506107 3,483 18,366 SH   SOLE   1,263 0 17,103
PPG INDS INC COM 693506107 72 379 SH   DFND 1 0 379 0
PS BUSINESS PKS INC CALIF COM 69360J107 23,656 309,557 SH   SOLE   233,812 0 75,745
PS BUSINESS PKS INC CALIF COM 69360J107 9,101 119,097 SH   DFND 1 0 119,097 0
PVH CORP COM 693656100 465,488 3,422,201 SH   SOLE   2,631,506 0 790,695
PVH CORP COM 693656100 11,923 87,653 SH   DFND 1 0 87,653 0
PVH CORP COM 693656100 11,793 86,700 SH   DFND 3 0 58,500 28,200
PVH CORP COM 693656100 5,318 39,100 SH   DFND 2 0 37,200 1,900
PTC THERAPEUTICS INC COM 69366J200 21,923 1,291,862 SH   SOLE   1,207,874 0 83,988
PTC THERAPEUTICS INC COM 69366J200 2,684 158,136 SH   DFND 1 0 158,136 0
PTC THERAPEUTICS INC COM 69366J200 226 13,347 SH   DFND 3 0 9,729 3,618
PTC THERAPEUTICS INC COM 69366J200 112 6,600 SH   DFND 2 0 6,600 0
PTC INC COM 69370C100 145,526 4,112,056 SH   SOLE   2,376,637 0 1,735,419
PTC INC COM 69370C100 12,209 344,994 SH   DFND 1 0 344,994 0
PACCAR INC COM 693718108 187,335 3,166,044 SH   SOLE   2,759,504 0 406,540
PACCAR INC COM 693718108 9,509 160,709 SH   DFND 1 0 160,709 0
PACCAR INC COM 693718108 2,533 42,807 SH   DFND 3 0 42,807 0
PACIFIC PREMIER BANCORP COM 69478X105 19,699 1,251,519 SH   SOLE   1,251,519 0 0
PACIFIC SUNWEAR CALIF INC COM 694873100 3,307 990,215 SH   SOLE   990,215 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 48,204 838,485 SH   SOLE   794,012 0 44,473
PACIRA PHARMACEUTICALS INC COM 695127100 3,019 52,510 SH   DFND 1 0 52,510 0
PACIRA PHARMACEUTICALS INC COM 695127100 190 3,300 SH   DFND 2 0 3,300 0
PACKAGING CORP AMER COM 695156109 185,500 2,931,423 SH   SOLE   2,286,340 0 645,083
PACKAGING CORP AMER COM 695156109 22,229 351,275 SH   DFND 1 0 351,275 0
PACKAGING CORP AMER COM 695156109 1,667 26,340 SH   DFND 3 0 26,340 0
PACWEST BANCORP DEL COM 695263103 102,599 2,430,101 SH   SOLE   2,294,466 0 135,635
PACWEST BANCORP DEL COM 695263103 3,833 90,791 SH   DFND 1 0 90,791 0
PALL CORP COM 696429307 190,284 2,229,455 SH   SOLE   1,765,997 0 463,458
PALL CORP COM 696429307 7,710 90,337 SH   DFND 1 0 90,337 0
PALL CORP COM 696429307 1,876 21,980 SH   DFND 3 0 21,980 0
PALO ALTO NETWORKS INC COM 697435105 209,010 3,636,858 SH   SOLE   2,695,330 0 941,528
PALO ALTO NETWORKS INC COM 697435105 4,701 81,801 SH   DFND 1 0 81,801 0
PALO ALTO NETWORKS INC COM 697435105 1,460 25,400 SH   DFND 3 0 0 25,400
PALO ALTO NETWORKS INC COM 697435105 880 15,321 SH   DFND 2 0 340 14,981
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,980 377,885 SH   SOLE   342,985 0 34,900
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,791 341,850 SH   DFND 1 0 341,850 0
PAMPA ENERGIA S A SPONS ADR LVL I 697660207 1,400 267,164 SH   DFND 3 0 0 267,164
PAN AMERICAN SILVER CORP COM 697900108 205 17,522 SH   SOLE   17,522 0 0
PANDORA MEDIA INC COM 698354107 243,642 9,159,469 SH   SOLE   7,026,283 0 2,133,186
PANDORA MEDIA INC COM 698354107 25,113 944,099 SH   DFND 1 0 944,099 0
PANDORA MEDIA INC COM 698354107 7,637 287,115 SH   DFND 3 0 176,800 110,315
PANDORA MEDIA INC COM 698354107 10,192 383,143 SH   DFND 2 0 332,570 50,573
PANERA BREAD CO CL A 69840W108 285,658 1,616,721 SH   SOLE   1,119,489 0 497,232
PANERA BREAD CO CL A 69840W108 15,122 85,587 SH   DFND 1 0 85,587 0
PANERA BREAD CO CL A 69840W108 3,834 21,700 SH   DFND 3 0 11,000 10,700
PANERA BREAD CO CL A 69840W108 18 100 SH   DFND 2 0 100 0
PAPA JOHNS INTL INC COM 698813102 96 2,118 SH   SOLE   2,118 0 0
PAPA JOHNS INTL INC COM 698813102 238 5,242 SH   DFND 1 0 5,242 0
PARAMOUNT GOLD & SILVER CORP COM 69924P102 12 12,799 SH   SOLE   12,799 0 0
PAREXEL INTL CORP COM 699462107 259,239 5,737,926 SH   SOLE   720,536 0 5,017,390
PAREXEL INTL CORP COM 699462107 9,091 201,219 SH   DFND 1 0 201,219 0
PAREXEL INTL CORP COM 699462107 218 4,830 SH   DFND 2 0 4,830 0
PARK OHIO HLDGS CORP COM 700666100 5,339 101,895 SH   SOLE   91,856 0 10,039
PARK OHIO HLDGS CORP COM 700666100 393 7,500 SH   DFND 1 0 7,500 0
PARK STERLING CORP COM 70086Y105 21,040 2,946,818 SH   SOLE   2,946,818 0 0
PARKER HANNIFIN CORP COM 701094104 362,716 2,819,624 SH   SOLE   1,378,557 0 1,441,067
PARKER HANNIFIN CORP COM 701094104 21,106 164,069 SH   DFND 1 0 164,069 0
PARKER HANNIFIN CORP COM 701094104 78,242 608,227 SH   DFND 2 0 509,685 98,542
PARKERVISION INC COM 701354102 54,168 11,905,118 SH   SOLE   11,268,118 0 637,000
PARKERVISION INC COM 701354102 2,193 482,000 SH   DFND 1 0 482,000 0
PATTERN ENERGY GROUP INC CL A 70338P100 57,174 1,886,311 SH   SOLE   1,703,456 0 182,855
PATTERN ENERGY GROUP INC CL A 70338P100 19,552 645,083 SH   DFND 1 0 645,083 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,334 44,000 SH   DFND 3 0 16,400 27,600
PATTERN ENERGY GROUP INC CL A 70338P100 3,277 108,113 SH   DFND 2 0 108,113 0
PATTERSON COMPANIES INC COM 703395103 102,623 2,490,846 SH   SOLE   2,007,029 0 483,817
PATTERSON COMPANIES INC COM 703395103 8,222 199,570 SH   DFND 1 0 199,570 0
PATTERSON COMPANIES INC COM 703395103 2,284 55,445 SH   DFND 3 0 55,445 0
PATTERSON UTI ENERGY INC COM 703481101 216,813 8,562,910 SH   SOLE   5,514,256 0 3,048,654
PATTERSON UTI ENERGY INC COM 703481101 28,319 1,118,444 SH   DFND 1 0 1,118,444 0
PATTERSON UTI ENERGY INC COM 703481101 7,951 314,018 SH   DFND 3 0 295,698 18,320
PATTERSON UTI ENERGY INC COM 703481101 46 1,800 SH   DFND 2 0 1,800 0
PAYCHEX INC COM 704326107 81,630 1,792,889 SH   SOLE   992,751 0 800,138
PAYCHEX INC COM 704326107 4,009 88,050 SH   DFND 1 0 88,050 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 123 155,000 PRN   SOLE   30,000 0 125,000
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 115 145,000 PRN   DFND 1 0 145,000 0
PEAPACK-GLADSTONE FINLCORP COM 704699107 12,095 633,236 SH   SOLE   633,236 0 0
PEBBLEBROOK HOTELTR COM 70509V100 35,303 1,147,699 SH   SOLE   904,684 0 243,015
PEBBLEBROOK HOTELTR COM 70509V100 14,097 458,280 SH   DFND 1 0 458,280 0
PEGASYSTEMS INC COM 705573103 11,554 234,941 SH   SOLE   234,941 0 0
PEGASYSTEMS INC COM 705573103 2,204 44,812 SH   DFND 1 0 44,812 0
PEMBINA PIPELINE CORP COM 706327103 501 14,214 SH   SOLE   5,967 0 8,247
PEMBINA PIPELINE CORP COM 706327103 1,960 55,665 SH   DFND 1 0 55,665 0
PENFORD CORP COM 707051108 6,888 536,001 SH   DFND 1 0 536,001 0
PEOPLES BANCORP INC COM 709789101 506 22,495 SH   SOLE   22,495 0 0
PEPSICO INC COM 713448108 151,043 1,821,116 SH   SOLE   232,066 0 1,589,050
PEPSICO INC COM 713448108 231 2,780 SH   DFND 1 0 2,780 0
PERCEPTRON INC COM 71361F100 7,967 574,377 SH   DFND 1 0 574,377 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 12,490 702,500 SH   SOLE   379,100 0 323,400
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 5,467 307,500 SH   DFND 1 0 307,500 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 251 14,100 SH   DFND 3 0 0 14,100
PERFORMANT FINL CORP COM 71377E105 29,601 2,873,897 SH   SOLE   2,512,707 0 361,190
PERFORMANT FINL CORP COM 71377E105 9,170 890,270 SH   DFND 1 0 890,270 0
PERKINELMER INC COM 714046109 59,429 1,441,400 SH   SOLE   0 0 1,441,400
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,155 60,100 SH   SOLE   60,100 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 5,438 151,700 SH   DFND 1 0 151,700 0
PETMED EXPRESS INC COM 716382106 2,121 127,520 SH   SOLE   127,520 0 0
PETMED EXPRESS INC COM 716382106 11 650 SH   DFND 1 0 650 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 227,508 2,073,159 SH   SOLE   366,458 0 1,706,701
PETROCHINA CO LTD SPONSORED ADR 71646E100 54,303 494,836 SH   DFND 1 0 494,836 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 847 7,722 SH   DFND 3 0 0 7,722
PETROCHINA CO LTD SPONSORED ADR 71646E100 17,181 156,565 SH   DFND 2 0 105,172 51,393
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,371 93,300 SH   SOLE   50,600 0 42,700
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 217,803 15,805,708 SH   SOLE   4,366,363 0 11,439,345
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 32,522 2,360,075 SH   DFND 1 0 2,360,075 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5,512 399,989 SH   DFND 3 0 91,873 308,116
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 13,749 997,730 SH   DFND 2 0 997,730 0
PETROLOGISTICS LP UNIT LTD PTH INT 71672U101 3,141 269,590 SH   SOLE   269,590 0 0
PETSMART INC COM 716768106 75,780 1,041,652 SH   SOLE   605,784 0 435,868
PETSMART INC COM 716768106 3,673 50,494 SH   DFND 1 0 50,494 0
PETSMART INC COM 716768106 25 350 SH   DFND 2 0 350 0
PHARMACYCLICS INC COM 716933106 10,319 97,549 SH   SOLE   97,549 0 0
PHARMACYCLICS INC COM 716933106 2,773 26,219 SH   DFND 1 0 26,219 0
PFIZER INC COM 717081103 2,769,544 90,419,316 SH   SOLE   20,820,111 34,282 69,564,923
PFIZER INC COM 717081103 12,136 396,218 SH   DFND 1 0 396,218 0
PFIZER INC COM 717081103 27,389 894,193 SH   DFND 3 0 0 894,193
PFSWEB INC COM NEW 717098206 6,269 691,200 SH   DFND 1 0 691,200 0
PHILIP MORRIS INTL INC COM 718172109 1,500,536 17,221,802 SH   SOLE   4,906,430 0 12,315,372
PHILIP MORRIS INTL INC COM 718172109 13,194 151,430 SH   DFND 1 0 151,430 0
PHILIP MORRIS INTL INC COM 718172109 19,806 227,311 SH   DFND 3 0 43,431 183,880
PHILIP MORRIS INTL INC COM 718172109 13,764 157,973 SH   DFND 2 0 65,495 92,478
PHILLIPS 66 COM 718546104 938,177 12,163,585 SH   SOLE   4,371,637 0 7,791,948
PHILLIPS 66 COM 718546104 86,166 1,117,152 SH   DFND 1 0 1,117,152 0
PHILLIPS 66 COM 718546104 18,191 235,850 SH   DFND 3 0 0 235,850
PHILLIPS 66 COM 718546104 63,340 821,206 SH   DFND 2 0 730,780 90,426
PHOENIX COS INC NEW COM NEW 71902E604 11,753 191,412 SH   SOLE   182,204 0 9,208
PHOENIX COS INC NEW COM NEW 71902E604 418 6,811 SH   DFND 1 0 6,811 0
PHOENIX NEW MEDIALTD SPONSORED ADS 71910C103 8,817 915,533 SH   SOLE   915,533 0 0
PHOENIX NEW MEDIALTD SPONSORED ADS 71910C103 1,084 112,515 SH   DFND 1 0 112,515 0
PHOENIX NEW MEDIALTD SPONSORED ADS 71910C103 1,305 135,524 SH   DFND 2 0 0 135,524
PHOTOMEDEX INC COM PAR $0.01 719358301 3,800 293,451 SH   SOLE   129,704 0 163,747
PHOTOMEDEX INC COM PAR $0.01 719358301 1,609 124,249 SH   DFND 1 0 124,249 0
PHOTRONICS INC COM 719405102 102 11,300 SH   SOLE   11,300 0 0
PHOTRONICS INC COM 719405102 9 957 SH   DFND 1 0 957 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 15,433 934,200 SH   SOLE   142,000 0 792,200
PIER 1 IMPORTS INC COM 720279108 138,847 6,015,892 SH   SOLE   4,845,875 0 1,170,017
PIER 1 IMPORTS INC COM 720279108 9,077 393,291 SH   DFND 1 0 393,291 0
PIER 1 IMPORTS INC COM 720279108 18 800 SH   DFND 2 0 800 0
PIKE ELEC CORP COM 721283109 13,794 1,305,002 SH   SOLE   317,577 0 987,425
PIKE ELEC CORP COM 721283109 8,553 809,192 SH   DFND 1 0 809,192 0
PILGRIMS PRIDE CORP NEW COM 72147K108 2,796 172,091 SH   SOLE   172,091 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 287 17,684 SH   DFND 1 0 17,684 0
PINNACLE FINL PARTNERS INC COM 72346Q104 846 26,000 SH   SOLE   0 0 26,000
PINNACLE WEST CAPCORP COM 723484101 17,845 337,202 SH   SOLE   325,582 0 11,620
PINNACLE WEST CAPCORP COM 723484101 2,469 46,658 SH   DFND 1 0 46,658 0
PINNACLE WEST CAPCORP COM 723484101 4,998 94,437 SH   DFND 3 0 94,437 0
PIONEER NAT RES CO COM 723787107 1,278,825 6,947,491 SH   SOLE   2,617,795 0 4,329,696
PIONEER NAT RES CO COM 723787107 188,939 1,026,451 SH   DFND 1 0 1,026,451 0
PIONEER NAT RES CO COM 723787107 12,350 67,094 SH   DFND 3 0 52,561 14,533
PIONEER NAT RES CO COM 723787107 35,999 195,573 SH   DFND 2 0 117,405 78,168
PITNEY BOWES INC COM 724479100 792 33,989 SH   SOLE   33,989 0 0
PITNEY BOWES INC COM 724479100 504 21,643 SH   DFND 1 0 21,643 0
PLANTRONICS INC NEW COM 727493108 17,828 383,808 SH   SOLE   360,203 0 23,605
PLATINUM GROUP METALS LTD COM NEW 72765Q205 3,416 2,857,658 SH   SOLE   2,857,658 0 0
PLATINUM GROUP METALS LTD COM NEW 72765Q205 8,276 6,923,780 SH   DFND 1 0 6,923,780 0
PLEXUS CORP COM 729132100 2,061 47,600 SH   SOLE   47,600 0 0
PLUM CREEK TIMBERCO INC COM 729251108 338,181 7,271,147 SH   SOLE   3,045,707 0 4,225,440
PLUM CREEK TIMBERCO INC COM 729251108 3,362 72,280 SH   DFND 1 0 72,280 0
PLY GEM HLDGS INC COM 72941W100 2,470 137,000 SH   SOLE   76,300 0 60,700
PLY GEM HLDGS INC COM 72941W100 999 55,400 SH   DFND 1 0 55,400 0
POAGE BANKSHARES INC COM 730206109 4,431 315,817 SH   SOLE   315,817 0 0
POLARIS INDS INC COM 731068102 18,001 123,600 SH   SOLE   96,900 0 26,700
POLARIS INDS INC COM 731068102 4,920 33,784 SH   DFND 1 0 33,784 0
POLYCOM INC COM 73172K104 4,375 389,617 SH   SOLE   389,617 0 0
POLYONE CORP COM 73179P106 20,598 582,675 SH   SOLE   533,850 0 48,825
POLYPORE INTL INC COM 73179V103 16,786 431,513 SH   SOLE   237,273 0 194,240
POLYPORE INTL INC COM 73179V103 378 9,710 SH   DFND 1 0 9,710 0
POPULAR INC COM NEW 733174700 23,901 831,913 SH   SOLE   802,723 0 29,190
POPULAR INC COM NEW 733174700 26 902 SH   DFND 1 0 902 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 9,302 176,035 SH   SOLE   157,265 0 18,770
PORTLAND GEN ELECCO COM NEW 736508847 7,953 263,358 SH   SOLE   178,833 0 84,525
PORTLAND GEN ELECCO COM NEW 736508847 2,934 97,168 SH   DFND 1 0 97,168 0
PORTOLA PHARMACEUTICALS INC COM 737010108 125,304 4,866,178 SH   SOLE   3,543,464 0 1,322,714
PORTOLA PHARMACEUTICALS INC COM 737010108 8,864 344,251 SH   DFND 1 0 344,251 0
PORTOLA PHARMACEUTICALS INC COM 737010108 142 5,500 SH   DFND 2 0 5,500 0
POST HLDGS INC COM 737446104 39,601 803,761 SH   SOLE   588,944 0 214,817
POST HLDGS INC COM 737446104 28,454 577,504 SH   DFND 1 0 577,504 0
POST PPTYS INC COM 737464107 1,389 30,700 SH   SOLE   30,700 0 0
POTASH CORP SASK INC COM 73755L107 9,214 279,559 SH   SOLE   188,074 0 91,485
POTASH CORP SASK INC COM 73755L107 20,682 627,476 SH   DFND 1 0 627,476 0
POWER INTEGRATIONS INC COM 739276103 102 1,835 SH   SOLE   1,835 0 0
POWER INTEGRATIONS INC COM 739276103 254 4,542 SH   DFND 1 0 4,542 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 39,687 1,547,263 SH   SOLE   1,547,263 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 3,799 148,097 SH   DFND 1 0 148,097 0
POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D107 65,139 3,026,885 SH   SOLE   3,026,885 0 0
POWERSECURE INTL INC COM 73936N105 3,436 200,124 SH   DFND 1 0 200,124 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 38,414 1,543,962 SH   SOLE   1,543,962 0 0
POZEN INC COM 73941U102 871 108,300 SH   SOLE   108,300 0 0
PRAXAIR INC COM 74005P104 650,030 4,999,081 SH   SOLE   1,241,108 0 3,757,973
PRAXAIR INC COM 74005P104 3,135 24,106 SH   DFND 1 0 24,106 0
PRECISION CASTPARTS CORP COM 740189105 62,810 233,234 SH   SOLE   104,084 0 129,150
PRECISION CASTPARTS CORP COM 740189105 8,095 30,058 SH   DFND 1 0 30,058 0
PRECISION CASTPARTS CORP COM 740189105 961 3,570 SH   DFND 3 0 3,570 0
PRECISION CASTPARTS CORP COM 740189105 2,103 7,810 SH   DFND 2 0 200 7,610
PREFERRED BK LOS ANGELES CA COM NEW 740367404 12,872 641,983 SH   SOLE   641,983 0 0
PREMIER INC CL A 74051N102 12,572 342,000 SH   SOLE   67,600 0 274,400
PRESTIGE BRANDS HLDGS INC COM 74112D101 20,866 582,852 SH   SOLE   503,812 0 79,040
PRESTIGE BRANDS HLDGS INC COM 74112D101 1,568 43,791 SH   DFND 1 0 43,791 0
PRETIUM RES INC COM 74139C102 115 22,331 SH   SOLE   14,472 0 7,859
PRETIUM RES INC COM 74139C102 358 69,373 SH   DFND 1 0 69,373 0
PRICE T ROWE GROUP INC COM 74144T108 75,099 896,489 SH   SOLE   702,319 0 194,170
PRICE T ROWE GROUP INC COM 74144T108 6,318 75,420 SH   DFND 1 0 75,420 0
PRICE T ROWE GROUP INC COM 74144T108 1,756 20,965 SH   DFND 3 0 20,965 0
PRICELINE COM INC COM NEW 741503403 900,730 774,888 SH   SOLE   502,100 0 272,788
PRICELINE COM INC COM NEW 741503403 67,438 58,016 SH   DFND 1 0 58,016 0
PRICELINE COM INC COM NEW 741503403 14,551 12,518 SH   DFND 3 0 7,550 4,968
PRICELINE COM INC COM NEW 741503403 20,577 17,702 SH   DFND 2 0 12,220 5,482
PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 267 70,000 PRN   SOLE   20,000 0 50,000
PRICELINE COM INC NOTE 1.250% 3/1 741503AN6 210 55,000 PRN   DFND 1 0 55,000 0
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 862 625,000 PRN   SOLE   165,000 0 460,000
PRICELINE COM INC DEBT 1.000% 3/1 741503AQ9 813 590,000 PRN   DFND 1 0 590,000 0
PRICESMART INC COM 741511109 58,603 507,210 SH   SOLE   394,650 0 112,560
PRICESMART INC COM 741511109 4,893 42,350 SH   DFND 1 0 42,350 0
PRICESMART INC COM 741511109 1,194 10,330 SH   DFND 3 0 10,330 0
PRIMERICA INC COM 74164M108 142,377 3,318,038 SH   SOLE   1,989,864 0 1,328,174
PRIMERICA INC COM 74164M108 24,843 578,962 SH   DFND 1 0 578,962 0
PRINCIPAL FINL GROUP INC COM 74251V102 442,867 8,981,277 SH   SOLE   5,107,881 0 3,873,396
PRINCIPAL FINL GROUP INC COM 74251V102 4,889 99,147 SH   DFND 1 0 99,147 0
PRINCIPAL FINL GROUP INC COM 74251V102 12,660 256,745 SH   DFND 3 0 0 256,745
PROCTER & GAMBLE CO COM 742718109 1,674,176 20,564,743 SH   SOLE   4,854,336 0 15,710,407
PROCTER & GAMBLE CO COM 742718109 12,049 148,002 SH   DFND 1 0 148,002 0
PROCTER & GAMBLE CO COM 742718109 23,678 290,850 SH   DFND 3 0 62,900 227,950
PROCTER & GAMBLE CO COM 742718109 4,733 58,135 SH   DFND 2 0 55,435 2,700
PRIVATEBANCORP INC COM 742962103 22,432 775,374 SH   SOLE   775,374 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 4,284 803,734 SH   SOLE   803,734 0 0
PROGRESSIVE CORP OHIO COM 743315103 314 11,529 SH   SOLE   3,516 0 8,013
PROGRESSIVE CORP OHIO COM 743315103 1,151 42,201 SH   DFND 1 0 42,201 0
PROLOGIS INC COM 74340W103 291 7,867 SH   SOLE   7,867 0 0
PROS HOLDINGS INC COM 74346Y103 2,457 61,585 SH   SOLE   33,700 0 27,885
PROS HOLDINGS INC COM 74346Y103 1,221 30,600 SH   DFND 1 0 30,600 0
PROSHARES TR II ULTRASHORT YEN N 74347W569 645 9,100 SH   DFND 1 0 9,100 0
PROTECTIVE LIFE CORP COM 743674103 107,787 2,127,659 SH   SOLE   1,424,492 0 703,167
PROTECTIVE LIFE CORP COM 743674103 13,844 273,275 SH   DFND 1 0 273,275 0
PROTO LABS INC COM 743713109 1,889 26,535 SH   SOLE   26,535 0 0
PROTO LABS INC COM 743713109 36 500 SH   DFND 1 0 500 0
PROVIDENCE SVC CORP COM 743815102 751 29,200 SH   SOLE   29,200 0 0
PROVIDENCE SVC CORP COM 743815102 6 249 SH   DFND 1 0 249 0
PRUDENTIAL FINL INC COM 744320102 1,579,060 17,122,747 SH   SOLE   4,942,780 23,530 12,156,437
PRUDENTIAL FINL INC COM 744320102 16,130 174,907 SH   DFND 1 0 174,907 0
PRUDENTIAL FINL INC COM 744320102 30,224 327,735 SH   DFND 3 0 41,900 285,835
PRUDENTIAL FINL INC COM 744320102 9,286 100,690 SH   DFND 2 0 0 100,690
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,717 53,587 SH   SOLE   53,587 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,243 70,005 SH   DFND 1 0 70,005 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,022 31,900 SH   DFND 3 0 31,900 0
PUBLIC STORAGE COM 74460D109 403,444 2,680,335 SH   SOLE   676,362 0 2,003,973
PUBLIC STORAGE COM 74460D109 11,925 79,225 SH   DFND 1 0 79,225 0
PUBLIC STORAGE COM 74460D109 2,025 13,455 SH   DFND 3 0 9,795 3,660
PUBLIC STORAGE COM 74460D109 2,904 19,290 SH   DFND 2 0 0 19,290
PULTE GROUP INC COM 745867101 600,374 29,473,433 SH   SOLE   22,439,741 0 7,033,692
PULTE GROUP INC COM 745867101 26,599 1,305,807 SH   DFND 1 0 1,305,807 0
PULTE GROUP INC COM 745867101 15,025 737,600 SH   DFND 3 0 568,000 169,600
PULTE GROUP INC COM 745867101 16,127 791,700 SH   DFND 2 0 780,400 11,300
PUMA BIOTECHNOLOGY INC COM 74587V107 42,188 407,495 SH   SOLE   355,833 0 51,662
PUMA BIOTECHNOLOGY INC COM 74587V107 6,601 63,764 SH   DFND 1 0 63,764 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,011 9,767 SH   DFND 3 0 7,115 2,652
QLOGIC CORP COM 747277101 416 35,194 SH   SOLE   35,194 0 0
QUAKER CHEM CORP COM 747316107 7,148 92,742 SH   SOLE   20,920 0 71,822
QUAKER CHEM CORP COM 747316107 4,373 56,740 SH   DFND 1 0 56,740 0
QEP RES INC COM 74733V100 89,911 2,933,467 SH   SOLE   2,331,083 0 602,384
QEP RES INC COM 74733V100 12,638 412,336 SH   DFND 1 0 412,336 0
QIWI PLC SPON ADR REP B 74735M108 32,501 580,367 SH   SOLE   523,387 0 56,980
QIWI PLC SPON ADR REP B 74735M108 19,280 344,294 SH   DFND 1 0 343,294 1,000
QIWI PLC SPON ADR REP B 74735M108 1,137 20,310 SH   DFND 3 0 10,445 9,865
QIWI PLC SPON ADR REP B 74735M108 3,044 54,350 SH   DFND 2 0 53,250 1,100
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 6,718 289,300 SH   SOLE   289,300 0 0
QUALCOMM INC COM 747525103 962,769 12,966,593 SH   SOLE   5,489,558 17,344 7,459,691
QUALCOMM INC COM 747525103 46,324 623,890 SH   DFND 1 0 623,890 0
QUALCOMM INC COM 747525103 22,976 309,435 SH   DFND 3 0 138,720 170,715
QUALCOMM INC COM 747525103 89,699 1,208,061 SH   DFND 2 0 750,505 457,556
QUALITY SYS INC COM 747582104 3,385 160,711 SH   SOLE   160,711 0 0
QUALITY SYS INC COM 747582104 41 1,935 SH   DFND 1 0 1,935 0
QUALYS INC COM 74758T303 14,433 624,535 SH   SOLE   473,975 0 150,560
QUALYS INC COM 74758T303 3,700 160,100 SH   DFND 1 0 160,100 0
QUALYS INC COM 74758T303 92 3,991 SH   DFND 2 0 0 3,991
QUANTUM CORP COM DSSG 747906204 1,410 1,175,100 SH   SOLE   1,175,100 0 0
QUANTUM CORP NOTE 3.500%11/1 747906AG0 61 65,000 PRN   SOLE   0 0 65,000
QUANTUM CORP NOTE 3.500%11/1 747906AG0 189 200,000 PRN   DFND 1 0 200,000 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3,251 59,700 SH   SOLE   59,700 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 8 152 SH   DFND 1 0 152 0
QUIDEL CORP COM 74838J101 9,982 323,140 SH   SOLE   175,910 0 147,230
QUIDEL CORP COM 74838J101 4,943 160,010 SH   DFND 1 0 160,010 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 305,059 6,583,051 SH   SOLE   1,907,376 0 4,675,675
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 3,239 69,887 SH   DFND 1 0 69,887 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 3,910 84,367 SH   DFND 2 0 30,800 53,567
RLJ LODGING TR COM 74965L101 11,523 473,805 SH   SOLE   355,910 0 117,895
RLJ LODGING TR COM 74965L101 4,860 199,816 SH   DFND 1 0 199,816 0
RMG NETWORKS HLDGCORP COM 74966K102 3,159 650,000 SH   DFND 1 0 650,000 0
RPX CORP COM 74972G103 27,473 1,625,642 SH   SOLE   1,395,492 0 230,150
RPX CORP COM 74972G103 7,022 415,523 SH   DFND 1 0 415,523 0
RTI INTL METALS INC COM 74973W107 3,845 112,380 SH   SOLE   61,200 0 51,180
RTI INTL METALS INC COM 74973W107 2,054 60,050 SH   DFND 1 0 60,050 0
RF MICRODEVICES INC COM 749941100 7,047 1,365,606 SH   SOLE   1,050,666 0 314,940
RF MICRODEVICES INC COM 749941100 1,808 350,390 SH   DFND 1 0 350,390 0
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 285 285,000 PRN   SOLE   50,000 0 235,000
RF MICRODEVICES INC NOTE 1.000% 4/1 749941AJ9 275 275,000 PRN   DFND 1 0 275,000 0
RADIAN GROUP INC COM 750236101 7,620 539,645 SH   SOLE   341,300 0 198,345
RADIAN GROUP INC COM 750236101 3,161 223,859 SH   DFND 1 0 223,859 0
RADISYS CORP COM 750459109 5,570 2,432,500 SH   DFND 1 0 2,432,500 0
RALPH LAUREN CORP CL A 751212101 92,939 526,356 SH   SOLE   299,056 0 227,300
RALPH LAUREN CORP CL A 751212101 8,073 45,723 SH   DFND 1 0 45,723 0
RALPH LAUREN CORP CL A 751212101 26 150 SH   DFND 2 0 150 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 6,716 426,687 SH   SOLE   380,357 0 46,330
RANDGOLD RES LTD ADR 752344309 17,443 277,717 SH   SOLE   208,042 0 69,675
RANDGOLD RES LTD ADR 752344309 40,208 640,150 SH   DFND 1 0 640,150 0
RANDGOLD RES LTD ADR 752344309 729 11,600 SH   DFND 3 0 7,800 3,800
RANDGOLD RES LTD ADR 752344309 2,066 32,900 SH   DFND 2 0 32,900 0
RANGE RES CORP COM 75281A109 621,983 7,377,332 SH   SOLE   3,142,483 0 4,234,849
RANGE RES CORP COM 75281A109 104,418 1,238,500 SH   DFND 1 0 1,238,500 0
RANGE RES CORP COM 75281A109 6,379 75,664 SH   DFND 3 0 68,154 7,510
RANGE RES CORP COM 75281A109 28,790 341,475 SH   DFND 2 0 267,575 73,900
RAYONIER INC COM 754907103 114,394 2,717,205 SH   SOLE   2,368,130 13,470 335,605
RAYONIER INC COM 754907103 5,201 123,550 SH   DFND 1 0 123,550 0
RAYONIER INC COM 754907103 9,288 220,615 SH   DFND 3 0 0 220,615
RAYONIER INC COM 754907103 6,568 156,005 SH   DFND 2 0 156,005 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 134 100,000 PRN   SOLE   25,000 0 75,000
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 107 80,000 PRN   DFND 1 0 80,000 0
RAYTHEON CO COM NEW 755111507 727,060 8,016,101 SH   SOLE   2,247,786 13,040 5,755,275
RAYTHEON CO COM NEW 755111507 11,350 125,140 SH   DFND 1 0 125,140 0
RAYTHEON CO COM NEW 755111507 15,393 169,715 SH   DFND 3 0 57,100 112,615
RAYTHEON CO COM NEW 755111507 14,659 161,625 SH   DFND 2 0 87,385 74,240
REALOGY HLDGS CORP COM 75605Y106 71,798 1,451,345 SH   SOLE   1,038,380 0 412,965
REALOGY HLDGS CORP COM 75605Y106 7,620 154,038 SH   DFND 1 0 154,038 0
REALOGY HLDGS CORP COM 75605Y106 8,634 174,530 SH   DFND 2 0 174,530 0
RED HAT INC COM 756577102 8,261 147,405 SH   SOLE   147,405 0 0
RED HAT INC COM 756577102 593 10,586 SH   DFND 1 0 10,586 0
RED HAT INC COM 756577102 964 17,200 SH   DFND 3 0 17,200 0
RED ROBIN GOURMETBURGERS IN COM 75689M101 76 1,035 SH   SOLE   1,035 0 0
RED ROBIN GOURMETBURGERS IN COM 75689M101 188 2,554 SH   DFND 1 0 2,554 0
REDWOOD TR INC COM 758075402 52,380 2,704,195 SH   SOLE   728,595 0 1,975,600
REDWOOD TR INC COM 758075402 7,254 374,475 SH   DFND 1 0 374,475 0
REGENCY CTRS CORP COM 758849103 257 5,554 SH   SOLE   5,554 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,046,206 3,801,067 SH   SOLE   1,384,256 0 2,416,811
REGENERON PHARMACEUTICALS COM 75886F107 56,052 203,647 SH   DFND 1 0 203,647 0
REGENERON PHARMACEUTICALS COM 75886F107 11,356 41,258 SH   DFND 3 0 26,638 14,620
REGENERON PHARMACEUTICALS COM 75886F107 77,077 280,035 SH   DFND 2 0 192,325 87,710
REGIONAL MGMT CORP COM 75902K106 24,055 708,972 SH   SOLE   294,070 0 414,902
REGIONAL MGMT CORP COM 75902K106 10,621 313,029 SH   DFND 1 0 313,029 0
REGULUS THERAPEUTICS INC COM 75915K101 5,705 772,000 SH   SOLE   757,500 0 14,500
REGULUS THERAPEUTICS INC COM 75915K101 130 17,600 SH   DFND 1 0 17,600 0
REGULUS THERAPEUTICS INC COM 75915K101 112 15,100 SH   DFND 2 0 15,100 0
REGIONS FINL CORPNEW COM 7591EP100 53,306 5,389,889 SH   SOLE   5,385,291 0 4,598
REGIONS FINL CORPNEW COM 7591EP100 307 31,091 SH   DFND 1 0 31,091 0
REINSURANCE GROUPAMER INC COM NEW 759351604 166,910 2,156,179 SH   SOLE   1,804,555 0 351,624
REINSURANCE GROUPAMER INC COM NEW 759351604 5,209 67,292 SH   DFND 1 0 67,292 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 69,485 916,207 SH   SOLE   732,557 0 183,650
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,285 16,945 SH   DFND 1 0 16,945 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,102 14,530 SH   DFND 3 0 0 14,530
RELIANCE STEEL & ALUMINUM CO COM 759509102 5,948 78,425 SH   DFND 2 0 78,425 0
RELYPSA INC COM 759531106 20,632 825,270 SH   SOLE   742,570 0 82,700
RELYPSA INC COM 759531106 4,398 175,900 SH   DFND 1 0 175,900 0
RELYPSA INC COM 759531106 823 32,900 SH   DFND 3 0 24,000 8,900
REPLIGEN CORP COM 759916109 2,152 157,800 SH   SOLE   157,800 0 0
REPLIGEN CORP COM 759916109 9 694 SH   DFND 1 0 694 0
RENT A CTR INC NEW COM 76009N100 17,650 529,407 SH   SOLE   380,107 0 149,300
RENT A CTR INC NEW COM 76009N100 4,074 122,200 SH   DFND 1 0 122,200 0
RENT A CTR INC NEW COM 76009N100 10,669 320,000 SH   DFND 2 0 320,000 0
REPUBLIC AWYS HLDGS INC COM 760276105 791 74,000 SH   SOLE   74,000 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 11 993 SH   DFND 1 0 993 0
REPUBLIC FIRST BANCORP INC COM 760416107 6,672 2,239,000 SH   SOLE   2,239,000 0 0
REPUBLIC SVCS INC COM 760759100 3,780 113,866 SH   SOLE   108,766 0 5,100
REPUBLIC SVCS INC COM 760759100 822 24,770 SH   DFND 1 0 24,770 0
RESOLUTE FST PRODS INC COM 76117W109 718 44,822 SH   SOLE   44,822 0 0
RESOLUTE FST PRODS INC COM 76117W109 27 1,715 SH   DFND 1 0 1,715 0
RESPONSYS INC COM 761248103 55,930 2,040,486 SH   SOLE   521,080 0 1,519,406
RESPONSYS INC COM 761248103 7,750 282,730 SH   DFND 1 0 282,730 0
RESTORATION HARDWARE HLDGS I COM 761283100 40,696 604,693 SH   SOLE   415,248 0 189,445
RESTORATION HARDWARE HLDGS I COM 761283100 4,267 63,405 SH   DFND 1 0 63,405 0
RESTORATION HARDWARE HLDGS I COM 761283100 9,539 141,745 SH   DFND 2 0 141,745 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,092 210,032 SH   SOLE   210,032 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 718 48,805 SH   DFND 1 0 48,805 0
RETAIL PPTYS AMERINC CL A 76131V202 7,867 618,487 SH   SOLE   156,987 0 461,500
RETAIL PPTYS AMERINC CL A 76131V202 791 62,171 SH   DFND 1 0 62,171 0
RETAILMENOT INC COM SER 1 76132B106 872 30,277 SH   SOLE   30,277 0 0
REX ENERGY CORPORATION COM 761565100 32,266 1,637,062 SH   SOLE   1,227,730 0 409,332
REX ENERGY CORPORATION COM 761565100 8,110 411,443 SH   DFND 1 0 411,443 0
REX AMERICAN RESOURCES CORP COM 761624105 653 14,600 SH   SOLE   14,600 0 0
REX AMERICAN RESOURCES CORP COM 761624105 8 175 SH   DFND 1 0 175 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 11,380 3,993,020 SH   SOLE   3,373,000 0 620,020
RIGEL PHARMACEUTICALS INC COM NEW 766559603 1,413 495,658 SH   DFND 1 0 495,658 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 138 48,500 SH   DFND 2 0 48,500 0
RING ENERGY INC COM 76680V108 5,316 435,700 SH   SOLE   104,700 0 331,000
RING ENERGY INC COM 76680V108 3,224 264,300 SH   DFND 1 0 264,300 0
RIO TINTO PLC SPONSORED ADR 767204100 19,673 348,618 SH   SOLE   228,438 0 120,180
RIO TINTO PLC SPONSORED ADR 767204100 80,448 1,425,622 SH   DFND 1 0 1,425,622 0
RITE AID CORP COM 767754104 2,504 494,957 SH   SOLE   494,957 0 0
RITE AID CORP COM 767754104 91 17,904 SH   DFND 1 0 17,904 0
RIVERVIEW BANCORPINC COM 769397100 6,093 2,101,174 SH   SOLE   2,101,174 0 0
ROBERT HALF INTL INC COM 770323103 211,751 5,042,903 SH   SOLE   3,921,302 0 1,121,601
ROBERT HALF INTL INC COM 770323103 23,755 565,725 SH   DFND 1 0 565,725 0
ROBERT HALF INTL INC COM 770323103 4,030 95,980 SH   DFND 3 0 95,980 0
ROCK-TENN CO CL A 772739207 150,616 1,434,305 SH   SOLE   977,760 0 456,545
ROCK-TENN CO CL A 772739207 7,622 72,588 SH   DFND 1 0 72,588 0
ROCK-TENN CO CL A 772739207 1,463 13,933 SH   DFND 3 0 0 13,933
ROCKWELL AUTOMATION INC COM 773903109 125,171 1,059,333 SH   SOLE   562,904 0 496,429
ROCKWELL AUTOMATION INC COM 773903109 6,602 55,871 SH   DFND 1 0 55,871 0
ROCKWELL COLLINS INC COM 774341101 84 1,133 SH   SOLE   1,133 0 0
ROCKWELL COLLINS INC COM 774341101 1,107 14,980 SH   DFND 1 0 14,980 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,524 77,888 SH   SOLE   2,688 0 75,200
ROGERS COMMUNICATIONS INC CL B 775109200 67 1,486 SH   DFND 1 0 1,486 0
ROGERS CORP COM 775133101 31,257 508,249 SH   SOLE   322,929 0 185,320
ROGERS CORP COM 775133101 14,517 236,055 SH   DFND 1 0 236,055 0
ROGERS CORP COM 775133101 25 400 SH   DFND 2 0 400 0
ROSETTA RESOURCESINC COM 777779307 149,848 3,119,244 SH   SOLE   1,985,552 0 1,133,692
ROSETTA RESOURCESINC COM 777779307 29,229 608,427 SH   DFND 1 0 608,427 0
ROSETTA STONE INC COM 777780107 348 28,500 SH   SOLE   28,500 0 0
ROSS STORES INC COM 778296103 268,553 3,584,047 SH   SOLE   2,118,540 0 1,465,507
ROSS STORES INC COM 778296103 14,197 189,476 SH   DFND 1 0 189,476 0
ROSS STORES INC COM 778296103 1,975 26,359 SH   DFND 3 0 26,359 0
ROSS STORES INC COM 778296103 8,756 116,860 SH   DFND 2 0 450 116,410
ROVI CORP NOTE 2.625% 2/1 779376AB8 186 185,000 PRN   SOLE   0 0 185,000
ROVI CORP NOTE 2.625% 2/1 779376AB8 247 245,000 PRN   DFND 1 0 245,000 0
ROYAL BK CDA MONTREAL QUE COM 780087102 917 13,651 SH   SOLE   13,651 0 0
ROYAL DUTCH SHELLPLC SPON ADR B 780259107 30,244 402,667 SH   SOLE   260,245 0 142,422
ROYAL DUTCH SHELLPLC SPON ADR B 780259107 3,148 41,917 SH   DFND 1 0 41,917 0
ROYAL DUTCH SHELLPLC SPONS ADR A 780259206 589,430 8,270,383 SH   SOLE   209,675 0 8,060,708
ROYAL DUTCH SHELLPLC SPONS ADR A 780259206 138,100 1,937,707 SH   DFND 1 0 1,937,707 0
ROYAL GOLD INC COM 780287108 743 16,133 SH   SOLE   14,524 0 1,609
ROYAL GOLD INC COM 780287108 4,404 95,583 SH   DFND 1 0 95,583 0
RUBICON MINERALS CORP COM 780911103 13,589 14,738,947 SH   SOLE   14,442,787 0 296,160
RUBICON MINERALS CORP COM 780911103 6,990 7,643,148 SH   DFND 1 0 7,643,148 0
RUBICON TECHNOLOGY INC COM 78112T107 118 11,900 SH   SOLE   11,900 0 0
RUTHS HOSPITALITYGROUP INC COM 783332109 408 28,700 SH   SOLE   28,700 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 3,599 76,679 SH   SOLE   76,679 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 8,387 178,722 SH   DFND 1 0 178,722 0
SBA COMMUNICATIONS CORP COM 78388J106 11,142 124,015 SH   SOLE   111,095 0 12,920
SBA COMMUNICATIONS CORP COM 78388J106 1,170 13,020 SH   DFND 1 0 13,020 0
SEI INVESTMENTS CO COM 784117103 177,124 5,100,016 SH   SOLE   3,863,016 0 1,237,000
SEI INVESTMENTS CO COM 784117103 13,676 393,784 SH   DFND 1 0 393,784 0
SEI INVESTMENTS CO COM 784117103 3,168 91,220 SH   DFND 3 0 91,220 0
SEI INVESTMENTS CO COM 784117103 2,581 74,312 SH   DFND 2 0 0 74,312
SESA STERLITE LTD SPONSORED ADR 78413F103 7,408 562,947 SH   SOLE   562,947 0 0
SESA STERLITE LTD SPONSORED ADR 78413F103 4,395 333,977 SH   DFND 1 0 333,977 0
SI FINL GROUP INCMD COM 78425V104 12,793 1,061,649 SH   SOLE   1,061,649 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 11,078 449,967 SH   SOLE   9,467 0 440,500
SK TELECOM LTD SPONSORED ADR 78440P108 273 11,100 SH   DFND 2 0 0 11,100
SL GREEN RLTY CORP COM 78440X101 20,929 226,555 SH   SOLE   223,505 0 3,050
SL GREEN RLTY CORP COM 78440X101 5,362 58,041 SH   DFND 1 0 58,041 0
S L INDS INC COM 784413106 10,124 373,587 SH   DFND 1 0 373,587 0
SLM CORP COM 78442P106 781 29,700 SH   DFND 1 0 29,700 0
SM ENERGY CO COM 78454L100 1,312 15,789 SH   SOLE   15,789 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 305,189 1,652,617 SH   SOLE   1,485,188 0 167,429
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,016 5,500 SH   DFND 1 0 5,500 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,007 5,455 SH   DFND 3 0 0 5,455
SPDR GOLD TRUST GOLD SHS 78463V107 33,624 289,439 SH   SOLE   287,994 0 1,445
SPDR GOLD TRUST GOLD SHS 78463V107 97,106 835,893 SH   DFND 1 0 835,893 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 2,645 56,600 SH   SOLE   56,600 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 14,928 368,041 SH   SOLE   368,041 0 0
SS&C TECHNOLOGIESHLDGS INC COM 78467J100 3,338 75,408 SH   SOLE   75,408 0 0
SS&C TECHNOLOGIESHLDGS INC COM 78467J100 8 182 SH   DFND 1 0 182 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 15,025 300,381 SH   SOLE   300,381 0 0
SPDR SER TR SHT TRM HGH YLD 78468R408 16,300 528,208 SH   SOLE   528,208 0 0
SP PLUS CORP COM 78469C103 55,255 2,121,926 SH   SOLE   1,305,818 0 816,108
SP PLUS CORP COM 78469C103 10,286 395,004 SH   DFND 1 0 395,004 0
SVB FINL GROUP COM 78486Q101 5,308 50,619 SH   SOLE   50,619 0 0
SVB FINL GROUP COM 78486Q101 1,640 15,643 SH   DFND 1 0 15,643 0
SPAR GROUP INC COM 784933103 264 137,400 SH   DFND 1 0 137,400 0
S Y BANCORP INC COM 785060104 303 9,508 SH   SOLE   9,508 0 0
S&W SEED CO COM 785135104 6,140 883,500 SH   DFND 1 0 883,500 0
SABRA HEALTH CAREREIT INC COM 78573L106 3,819 146,100 SH   SOLE   146,100 0 0
SAFEWAY INC COM NEW 786514208 4,850 148,900 SH   SOLE   0 0 148,900
SAFEWAY INC COM NEW 786514208 111 3,405 SH   DFND 1 0 3,405 0
ST JUDE MED INC COM 790849103 522,351 8,431,821 SH   SOLE   1,160,782 0 7,271,039
ST JUDE MED INC COM 790849103 9,829 158,659 SH   DFND 1 0 158,659 0
ST JUDE MED INC COM 790849103 2,215 35,748 SH   DFND 3 0 26,048 9,700
ST JUDE MED INC COM 790849103 4,490 72,478 SH   DFND 2 0 4,675 67,803
SALESFORCE COM INC COM 79466L302 300,773 5,449,771 SH   SOLE   3,354,766 0 2,095,005
SALESFORCE COM INC COM 79466L302 28,389 514,394 SH   DFND 1 0 514,394 0
SALESFORCE COM INC COM 79466L302 2,781 50,390 SH   DFND 2 0 48,730 1,660
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 129 50,000 PRN   SOLE   15,000 0 35,000
SALESFORCE COM INC NOTE 0.750% 1/1 79466LAB0 374 145,000 PRN   DFND 1 0 145,000 0
SALIX PHARMACEUTICALS INC COM 795435106 579,985 6,448,578 SH   SOLE   3,007,534 0 3,441,044
SALIX PHARMACEUTICALS INC COM 795435106 39,706 441,473 SH   DFND 1 0 441,473 0
SALIX PHARMACEUTICALS INC COM 795435106 4,577 50,890 SH   DFND 3 0 32,920 17,970
SALIX PHARMACEUTICALS INC COM 795435106 18,136 201,650 SH   DFND 2 0 178,050 23,600
SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 344 175,000 PRN   SOLE   45,000 0 130,000
SALIX PHARMACEUTICALS INC NOTE 2.750% 5/1 795435AC0 856 435,000 PRN   DFND 1 0 435,000 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 385 258,000 PRN   SOLE   70,000 0 188,000
SANDERSON FARMS INC COM 800013104 62,690 866,724 SH   SOLE   350,504 0 516,220
SANDERSON FARMS INC COM 800013104 17,934 247,950 SH   DFND 1 0 247,950 0
SANDISK CORP COM 80004C101 448,930 6,364,188 SH   SOLE   2,814,361 0 3,549,827
SANDISK CORP COM 80004C101 10,823 153,426 SH   DFND 1 0 153,426 0
SANDRIDGE ENERGY INC COM 80007P307 478 78,778 SH   SOLE   78,778 0 0
SANDRIDGE ENERGY INC COM 80007P307 17 2,822 SH   DFND 1 0 2,822 0
SANDY SPRING BANCORP INC COM 800363103 719 25,520 SH   SOLE   0 0 25,520
SANOFI SPONSORED ADR 80105N105 13,522 252,130 SH   SOLE   231,630 20,500 0
SAPIENT CORP COM 803062108 33,033 1,902,797 SH   SOLE   1,645,732 0 257,065
SAPIENT CORP COM 803062108 3,496 201,366 SH   DFND 1 0 201,366 0
SAREPTA THERAPEUTICS INC COM 803607100 2,383 117,000 SH   SOLE   117,000 0 0
SAREPTA THERAPEUTICS INC COM 803607100 5 253 SH   DFND 1 0 253 0
SCANSOURCE INC COM 806037107 59,492 1,402,121 SH   SOLE   983,021 0 419,100
SCANSOURCE INC COM 806037107 9,679 228,115 SH   DFND 1 0 228,115 0
SCHLUMBERGER LTD COM 806857108 1,014,291 11,256,146 SH   SOLE   1,755,322 0 9,500,824
SCHLUMBERGER LTD COM 806857108 151,085 1,676,677 SH   DFND 1 0 1,676,677 0
SCHLUMBERGER LTD COM 806857108 6,456 71,650 SH   DFND 2 0 35,320 36,330
SCHNITZER STL INDS CL A 806882106 1,918 58,700 SH   DFND 1 0 58,700 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,682 71,540 SH   SOLE   71,540 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 23 450 SH   DFND 1 0 450 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,572 311,900 SH   SOLE   311,900 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 6 1,112 SH   DFND 1 0 1,112 0
SCIENTIFIC GAMES CORP CL A 80874P109 58 3,400 SH   SOLE   3,400 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 142 8,400 SH   DFND 1 0 8,400 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 118,368 1,369,845 SH   SOLE   627,439 0 742,406
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6,575 76,088 SH   DFND 1 0 76,088 0
SEACHANGE INTL INC COM 811699107 10,046 826,162 SH   SOLE   366,093 0 460,069
SEACHANGE INTL INC COM 811699107 3,540 291,126 SH   DFND 1 0 291,126 0
SEACOAST BKG CORPFLA COM NEW 811707801 27,136 2,224,231 SH   SOLE   2,224,231 0 0
SEACOR HOLDINGS INC COM 811904101 148,799 1,631,572 SH   SOLE   544,409 0 1,087,163
SEACOR HOLDINGS INC COM 811904101 47,528 521,144 SH   DFND 1 0 521,144 0
SEALED AIR CORP NEW COM 81211K100 14,633 429,760 SH   SOLE   15,660 0 414,100
SEALED AIR CORP NEW COM 81211K100 892 26,190 SH   DFND 1 0 26,190 0
SEATTLE GENETICS INC COM 812578102 104,116 2,610,072 SH   SOLE   2,007,669 0 602,403
SEATTLE GENETICS INC COM 812578102 13,168 330,102 SH   DFND 1 0 330,102 0
SEATTLE GENETICS INC COM 812578102 625 15,674 SH   DFND 3 0 11,417 4,257
SEATTLE GENETICS INC COM 812578102 1,248 31,276 SH   DFND 2 0 1,000 30,276
SELECT COMFORT CORP COM 81616X103 618 29,300 SH   SOLE   29,300 0 0
SELECT MED HLDGS CORP COM 81619Q105 459 39,563 SH   SOLE   39,563 0 0
SELECT MED HLDGS CORP COM 81619Q105 14 1,220 SH   DFND 1 0 1,220 0
SEMGROUP CORP CL A 81663A105 90,825 1,392,386 SH   SOLE   935,158 0 457,228
SEMGROUP CORP CL A 81663A105 14,968 229,458 SH   DFND 1 0 229,458 0
SEMILEDS CORP COM 816645105 147 156,920 SH   SOLE   156,920 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 42,818 882,487 SH   SOLE   623,287 0 259,200
SENSIENT TECHNOLOGIES CORP COM 81725T100 6,957 143,391 SH   DFND 1 0 143,391 0
SERVICENOW INC COM 81762P102 113,549 2,027,308 SH   SOLE   1,296,702 0 730,606
SERVICENOW INC COM 81762P102 8,122 145,003 SH   DFND 1 0 145,003 0
SERVICENOW INC COM 81762P102 11,946 213,284 SH   DFND 2 0 190,700 22,584
SERVICESOURCE INTL LLC COM 81763U100 36,698 4,379,234 SH   SOLE   3,675,256 0 703,978
SERVICESOURCE INTL LLC COM 81763U100 5,859 699,173 SH   DFND 1 0 699,173 0
SHERWIN WILLIAMS CO COM 824348106 247,673 1,349,718 SH   SOLE   842,181 0 507,537
SHERWIN WILLIAMS CO COM 824348106 21,852 119,082 SH   DFND 1 0 119,082 0
SHERWIN WILLIAMS CO COM 824348106 6,244 34,025 SH   DFND 3 0 20,740 13,285
SHERWIN WILLIAMS CO COM 824348106 11,478 62,550 SH   DFND 2 0 42,370 20,180
SHINHAN FINANCIALGROUP CO L SPN ADR RESTRD 824596100 4,820 105,475 SH   SOLE   105,475 0 0
SHINHAN FINANCIALGROUP CO L SPN ADR RESTRD 824596100 10 219 SH   DFND 1 0 219 0
SHIRE PLC SPONSORED ADR 82481R106 8,831 62,500 SH   SOLE   0 0 62,500
SHOE CARNIVAL INC COM 824889109 45,468 1,567,306 SH   SOLE   366,471 0 1,200,835
SHOE CARNIVAL INC COM 824889109 11,603 399,968 SH   DFND 1 0 399,968 0
SHORE BANCSHARES INC COM 825107105 4,225 458,189 SH   SOLE   458,189 0 0
SHORETEL INC COM 825211105 17,795 1,917,550 SH   SOLE   1,478,955 0 438,595
SHORETEL INC COM 825211105 4,461 480,668 SH   DFND 1 0 480,668 0
SHORETEL INC COM 825211105 117 12,565 SH   DFND 2 0 0 12,565
SHUTTERSTOCK INC COM 825690100 104,317 1,247,365 SH   SOLE   1,086,281 0 161,084
SHUTTERSTOCK INC COM 825690100 8,754 104,670 SH   DFND 1 0 104,670 0
SIBANYE GOLD LTD SPONSORED ADR 825724206 52 10,914 SH   SOLE   5,566 0 5,348
SIBANYE GOLD LTD SPONSORED ADR 825724206 222 46,230 SH   DFND 1 0 46,230 0
SIEMENS A G SPONSORED ADR 826197501 138,759 1,001,798 SH   SOLE   994,048 0 7,750
SIEMENS A G SPONSORED ADR 826197501 519 3,745 SH   DFND 1 0 3,745 0
SIEMENS A G SPONSORED ADR 826197501 5,389 38,910 SH   DFND 3 0 0 38,910
SIERRA BANCORP COM 82620P102 10,960 681,139 SH   SOLE   681,139 0 0
SIFCO INDS INC COM 826546103 576 20,532 SH   DFND 1 0 20,532 0
SIGMA ALDRICH CORP COM 826552101 1,473 15,666 SH   DFND 1 0 15,666 0
SILICON LABORATORIES INC COM 826919102 78,454 1,811,455 SH   SOLE   638,975 0 1,172,480
SILICON LABORATORIES INC COM 826919102 13,228 305,430 SH   DFND 1 0 305,430 0
SILICON LABORATORIES INC COM 826919102 238 5,500 SH   DFND 2 0 600 4,900
SILGAN HOLDINGS INC COM 827048109 62,337 1,298,155 SH   SOLE   1,049,297 0 248,858
SILGAN HOLDINGS INC COM 827048109 3,877 80,731 SH   DFND 1 0 80,731 0
SILGAN HOLDINGS INC COM 827048109 1,086 22,610 SH   DFND 3 0 22,610 0
SILICON IMAGE INC COM 82705T102 2,585 420,300 SH   SOLE   420,300 0 0
SILICON IMAGE INC COM 82705T102 9 1,444 SH   DFND 1 0 1,444 0
SILICON GRAPHICS INTL CORP COM 82706L108 991 73,900 SH   SOLE   73,900 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 6 458 SH   DFND 1 0 458 0
SILVER EAGLE ACQUISITION COR UNIT 99/99/9999 827694209 19,514 1,951,380 SH   SOLE   1,688,580 0 262,800
SILVER EAGLE ACQUISITION COR UNIT 99/99/9999 827694209 58 5,800 SH   DFND 1 0 5,800 0
SILVER SPRING NETWORKS INC COM 82817Q103 4,050 192,840 SH   SOLE   192,840 0 0
SILVER STD RES INC COM 82823L106 125 18,051 SH   SOLE   12,678 0 5,373
SILVER STD RES INC COM 82823L106 340 49,012 SH   DFND 1 0 49,012 0
SILVER WHEATON CORP COM 828336107 2,466 122,166 SH   SOLE   83,849 0 38,317
SILVER WHEATON CORP COM 828336107 7,137 353,483 SH   DFND 1 0 353,483 0
SILVERCORP METALSINC COM 82835P103 34 14,902 SH   SOLE   14,902 0 0
SIMON PPTY GROUP INC NEW COM 828806109 93,768 616,248 SH   SOLE   444,468 0 171,780
SIMON PPTY GROUP INC NEW COM 828806109 15,529 102,057 SH   DFND 1 0 102,057 0
SIMON PPTY GROUP INC NEW COM 828806109 5,983 39,320 SH   DFND 3 0 21,895 17,425
SIMON PPTY GROUP INC NEW COM 828806109 13,555 89,085 SH   DFND 2 0 53,115 35,970
SIMPLICITY BANCORP COM 828867101 12,416 768,305 SH   SOLE   768,305 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 74,413 1,060,008 SH   SOLE   822,196 0 237,812
SIRONA DENTAL SYSTEMS INC COM 82966C103 6,778 96,556 SH   DFND 1 0 96,556 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,855 26,424 SH   DFND 3 0 26,424 0
SIRIUS XM HLDGS INC COM 82968B103 110,315 31,608,754 SH   SOLE   17,112,234 0 14,496,520
SIRIUS XM HLDGS INC COM 82968B103 13,080 3,747,899 SH   DFND 1 0 3,747,899 0
SIRIUS XM HLDGS INC COM 82968B103 3,656 1,047,425 SH   DFND 2 0 612,030 435,395
SKECHERS U S A INC CL A 830566105 49,512 1,494,486 SH   SOLE   1,374,256 0 120,230
SKECHERS U S A INC CL A 830566105 1,353 40,825 SH   DFND 1 0 40,825 0
SKULLCANDY INC COM 83083J104 1,091 151,300 SH   SOLE   151,300 0 0
SKULLCANDY INC COM 83083J104 9 1,212 SH   DFND 1 0 1,212 0
SKYWEST INC COM 830879102 684 46,100 SH   SOLE   46,100 0 0
SKYWEST INC COM 830879102 7 450 SH   DFND 1 0 450 0
SKYWORKS SOLUTIONS INC COM 83088M102 340,657 11,927,771 SH   SOLE   5,583,003 0 6,344,768
SKYWORKS SOLUTIONS INC COM 83088M102 11,617 406,768 SH   DFND 1 0 406,768 0
SKYWORKS SOLUTIONS INC COM 83088M102 51 1,782 SH   DFND 2 0 0 1,782
SMITH A O COM 831865209 16,083 298,164 SH   SOLE   298,164 0 0
SMUCKER J M CO COM NEW 832696405 17,386 167,785 SH   SOLE   6,885 0 160,900
SMUCKER J M CO COM NEW 832696405 354 3,412 SH   DFND 1 0 3,412 0
SNAP ON INC COM 833034101 756 6,900 SH   DFND 1 0 6,900 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 478 18,455 SH   SOLE   0 0 18,455
SOHU COM INC COM 83408W103 5,410 74,183 SH   SOLE   74,183 0 0
SOHU COM INC COM 83408W103 30 412 SH   DFND 1 0 412 0
SOHU COM INC COM 83408W103 449 6,151 SH   DFND 2 0 0 6,151
SOLAR CAP LTD COM 83413U100 88,062 3,905,167 SH   SOLE   1,915,239 0 1,989,928
SOLAR CAP LTD COM 83413U100 17,850 791,569 SH   DFND 1 0 791,569 0
SOLARWINDS INC COM 83416B109 2,651 70,070 SH   SOLE   70,070 0 0
SOLARWINDS INC COM 83416B109 11 301 SH   DFND 1 0 301 0
SOLAR SR CAP LTD COM 83416M105 3,644 200,000 SH   SOLE   200,000 0 0
SOLAR SR CAP LTD COM 83416M105 186 10,200 SH   DFND 1 0 10,200 0
SOLERA HOLDINGS INC COM 83421A104 123,202 1,741,132 SH   SOLE   1,418,209 0 322,923
SOLERA HOLDINGS INC COM 83421A104 4,447 62,849 SH   DFND 1 0 62,849 0
SOLERA HOLDINGS INC COM 83421A104 727 10,280 SH   DFND 3 0 10,280 0
SOLERA HOLDINGS INC COM 83421A104 7,584 107,184 SH   DFND 2 0 83,345 23,839
SOTHEBYS COM 835898107 18,908 355,405 SH   SOLE   331,585 0 23,820
SOUFUN HLDGS LTD ADR 836034108 6,513 79,035 SH   SOLE   79,035 0 0
SOUFUN HLDGS LTD ADR 836034108 14,027 170,209 SH   DFND 1 0 170,209 0
SOUFUN HLDGS LTD ADR 836034108 313 3,800 SH   DFND 3 0 0 3,800
SOUND FINL BANCORP INC COM 83607A100 3,369 199,343 SH   SOLE   199,343 0 0
SOUTH JERSEY INDSINC COM 838518108 6,798 121,485 SH   SOLE   64,985 0 56,500
SOUTH JERSEY INDSINC COM 838518108 3,509 62,700 SH   DFND 1 0 62,700 0
SOUTHERN CO COM 842587107 1,192 28,999 SH   SOLE   28,999 0 0
SOUTHERN CO COM 842587107 1,851 45,017 SH   DFND 1 0 45,017 0
SOUTHERN COPPER CORP COM 84265V105 319 11,121 SH   SOLE   11,121 0 0
SOUTHERN COPPER CORP COM 84265V105 931 32,421 SH   DFND 1 0 32,421 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 4,751 356,143 SH   SOLE   356,143 0 0
SOUTHERN MO BANCORP INC COM 843380106 8,318 250,000 SH   SOLE   250,000 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 10,677 1,066,656 SH   SOLE   1,066,656 0 0
SOUTHWEST AIRLS CO COM 844741108 20,945 1,111,731 SH   SOLE   3,931 0 1,107,800
SOUTHWEST AIRLS CO COM 844741108 1,670 88,619 SH   DFND 1 0 88,619 0
SOUTHWEST BANCORPINC OKLA COM 844767103 6,158 386,800 SH   SOLE   386,800 0 0
SOUTHWEST GAS CORP COM 844895102 38,802 694,005 SH   SOLE   518,210 0 175,795
SOUTHWEST GAS CORP COM 844895102 18,256 326,532 SH   DFND 1 0 326,532 0
SOUTHWESTERN ENERGY CO COM 845467109 557,747 14,181,205 SH   SOLE   4,201,608 0 9,979,597
SOUTHWESTERN ENERGY CO COM 845467109 45,870 1,166,277 SH   DFND 1 0 1,166,277 0
SOUTHWESTERN ENERGY CO COM 845467109 9,286 236,100 SH   DFND 2 0 236,100 0
SOVRAN SELF STORAGE INC COM 84610H108 8,257 126,705 SH   SOLE   99,155 0 27,550
SOVRAN SELF STORAGE INC COM 84610H108 2,335 35,830 SH   DFND 1 0 35,830 0
SPANSION INC COM CL A NEW 84649R200 136 9,785 SH   SOLE   9,785 0 0
SPANSION INC COM CL A NEW 84649R200 58 4,196 SH   DFND 2 0 0 4,196
SPARTAN STORES INC COM 846822104 517 21,300 SH   SOLE   21,300 0 0
SPECTRA ENERGY CORP COM 847560109 13,683 384,152 SH   SOLE   175,183 0 208,969
SPECTRA ENERGY CORP COM 847560109 6,558 184,109 SH   DFND 1 0 184,109 0
SPECTRA ENERGY CORP COM 847560109 1,026 28,800 SH   DFND 3 0 21,000 7,800
SPECTRA ENERGY CORP COM 847560109 1,589 44,600 SH   DFND 2 0 0 44,600
SPECTRANETICS CORP COM 84760C107 2,035 81,400 SH   SOLE   81,400 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 7,418 838,167 SH   SOLE   814,267 0 23,900
SPECTRUM PHARMACEUTICALS INC COM 84763A108 269 30,400 SH   DFND 1 0 30,400 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 238 26,900 SH   DFND 2 0 26,900 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 101,950 1,445,070 SH   SOLE   1,188,062 0 257,008
SPECTRUM BRANDS HLDGS INC COM 84763R101 10,567 149,784 SH   DFND 1 0 149,784 0
SPEED COMM INC COM 84764T106 16,952 3,629,974 SH   SOLE   1,578,900 0 2,051,074
SPEED COMM INC COM 84764T106 15,337 3,284,126 SH   DFND 1 0 3,284,126 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 80,826 2,371,642 SH   SOLE   2,176,542 0 195,100
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7,234 212,279 SH   DFND 1 0 212,279 0
SPIRIT AIRLS INC COM 848577102 156,902 3,455,236 SH   SOLE   2,733,194 0 722,042
SPIRIT AIRLS INC COM 848577102 13,211 290,926 SH   DFND 1 0 290,926 0
SPLUNK INC COM 848637104 140,032 2,039,207 SH   SOLE   1,328,515 0 710,692
SPLUNK INC COM 848637104 11,968 174,286 SH   DFND 1 0 174,286 0
SPLUNK INC COM 848637104 1,831 26,670 SH   DFND 2 0 26,670 0
SPRAGUE RES LP COM UNIT REP LTD 849343108 7,600 416,660 SH   SOLE   416,660 0 0
SPRINGLEAF HLDGS INC COM 85172J101 13,845 547,681 SH   SOLE   539,181 0 8,500
SPRINT CORP COM SER 1 85207U105 94 8,771 SH   SOLE   8,771 0 0
SPRINT CORP COM SER 1 85207U105 245 22,815 SH   DFND 1 0 22,815 0
STAGE STORES INC COM NEW 85254C305 55,079 2,478,825 SH   SOLE   1,759,350 0 719,475
STAGE STORES INC COM NEW 85254C305 8,796 395,881 SH   DFND 1 0 395,881 0
STAG INDL INC COM 85254J102 14,288 700,718 SH   SOLE   429,525 0 271,193
STAG INDL INC COM 85254J102 5,579 273,603 SH   DFND 1 0 273,603 0
STAMPS COM INC COM NEW 852857200 1,415 33,600 SH   SOLE   33,600 0 0
STAMPS COM INC COM NEW 852857200 7 159 SH   DFND 1 0 159 0
STANDARD MTR PRODS INC COM 853666105 18,532 503,597 SH   SOLE   208,456 0 295,141
STANDARD MTR PRODS INC COM 853666105 8,961 243,515 SH   DFND 1 0 243,515 0
STANDARD PAC CORPNEW COM 85375C101 139,189 15,380,018 SH   SOLE   9,506,939 0 5,873,079
STANDARD PAC CORPNEW COM 85375C101 22,972 2,538,314 SH   DFND 1 0 2,538,314 0
STANDEX INTL CORP COM 854231107 13,630 216,766 SH   SOLE   52,039 0 164,727
STANDEX INTL CORP COM 854231107 8,362 132,984 SH   DFND 1 0 132,984 0
STANLEY BLACK & DECKER INC COM 854502101 236,919 2,936,166 SH   SOLE   882,236 0 2,053,930
STARBUCKS CORP COM 855244109 15,393 196,365 SH   SOLE   128,674 0 67,691
STARBUCKS CORP COM 855244109 4,289 54,710 SH   DFND 1 0 54,710 0
STARBUCKS CORP COM 855244109 2,587 33,005 SH   DFND 2 0 33,005 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 416,823 5,246,357 SH   SOLE   3,311,223 0 1,935,134
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 25,586 322,043 SH   DFND 1 0 322,043 0
STATE STR CORP COM 857477103 188,306 2,565,820 SH   SOLE   6,613 0 2,559,207
STATE STR CORP COM 857477103 175 2,390 SH   DFND 1 0 2,390 0
STATOIL ASA SPONSORED ADR 85771P102 121,180 5,021,958 SH   SOLE   578,364 0 4,443,594
STATOIL ASA SPONSORED ADR 85771P102 25,738 1,066,620 SH   DFND 1 0 1,066,620 0
STEEL DYNAMICS INC COM 858119100 90,568 4,635,008 SH   SOLE   2,480,747 0 2,154,261
STEEL DYNAMICS INC COM 858119100 1,630 83,416 SH   DFND 1 0 83,416 0
STEELCASE INC CL A 858155203 1,243 78,400 SH   SOLE   78,400 0 0
STERIS CORP COM 859152100 89,440 1,861,388 SH   SOLE   740,005 0 1,121,383
STERIS CORP COM 859152100 8,183 170,311 SH   DFND 1 0 170,311 0
STERLING BANCORP DEL COM 85917A100 58,230 4,355,277 SH   SOLE   3,682,054 0 673,223
STERLING BANCORP DEL COM 85917A100 9,896 740,148 SH   DFND 1 0 740,148 0
STERLING CONSTRUCTION CO INC COM 859241101 5,537 472,033 SH   SOLE   257,518 0 214,515
STERLING CONSTRUCTION CO INC COM 859241101 2,748 234,242 SH   DFND 1 0 234,242 0
STEWART INFORMATION SVCS COR COM 860372101 25,004 774,830 SH   SOLE   611,445 0 163,385
STEWART INFORMATION SVCS COR COM 860372101 9,048 280,380 SH   DFND 1 0 280,380 0
STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 242 95,000 PRN   SOLE   30,000 0 65,000
STEWART INFORMATION SVCS COR NOTE 6.000%10/1 860372AB7 280 110,000 PRN   DFND 1 0 110,000 0
STIFEL FINL CORP COM 860630102 8,858 184,860 SH   SOLE   177,720 0 7,140
STIFEL FINL CORP COM 860630102 1,168 24,370 SH   DFND 1 0 24,370 0
STIFEL FINL CORP COM 860630102 771 16,080 SH   DFND 3 0 11,680 4,400
STILLWATER MNG CO COM 86074Q102 984 79,771 SH   SOLE   44,041 0 35,730
STILLWATER MNG CO COM 86074Q102 3,789 307,080 SH   DFND 1 0 307,080 0
STONE ENERGY CORP COM 861642106 478 13,827 SH   SOLE   13,827 0 0
STONE ENERGY CORP COM 861642106 48 1,386 SH   DFND 1 0 1,386 0
STRATTEC SEC CORP COM 863111100 7,719 172,800 SH   DFND 1 0 172,800 0
STRAYER ED INC COM 863236105 693 20,100 SH   SOLE   20,100 0 0
STRAYER ED INC COM 863236105 4 115 SH   DFND 1 0 115 0
STRYKER CORP COM 863667101 230,840 3,072,134 SH   SOLE   707,949 0 2,364,185
STRYKER CORP COM 863667101 7,907 105,234 SH   DFND 1 0 105,234 0
STRYKER CORP COM 863667101 3,232 43,010 SH   DFND 3 0 31,360 11,650
STRYKER CORP COM 863667101 8,802 117,135 SH   DFND 2 0 2,995 114,140
STURM RUGER & CO INC COM 864159108 1,344 18,385 SH   SOLE   18,385 0 0
STURM RUGER & CO INC COM 864159108 31 425 SH   DFND 1 0 425 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 401 42,700 SH   SOLE   42,700 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 5 503 SH   DFND 1 0 503 0
SUMMIT HOTEL PPTYS COM 866082100 51,434 5,714,927 SH   SOLE   3,505,255 0 2,209,672
SUMMIT HOTEL PPTYS COM 866082100 13,519 1,502,063 SH   DFND 1 0 1,502,063 0
SUN HYDRAULICS CORP COM 866942105 8,912 218,268 SH   SOLE   201,283 0 16,985
SUN HYDRAULICS CORP COM 866942105 9 228 SH   DFND 1 0 228 0
SUNCOR ENERGY INCNEW COM 867224107 1,017,222 29,022,034 SH   SOLE   7,942,441 28,171 21,051,422
SUNCOR ENERGY INCNEW COM 867224107 64,917 1,852,133 SH   DFND 1 0 1,849,533 2,600
SUNCOR ENERGY INCNEW COM 867224107 10,308 294,088 SH   DFND 3 0 0 294,088
SUNCOKE ENERGY INC COM 86722A103 3,757 164,695 SH   SOLE   164,695 0 0
SUNCOKE ENERGY INC COM 86722A103 24 1,055 SH   DFND 1 0 1,055 0
SUNEDISON INC COM 86732Y109 282,713 21,663,812 SH   SOLE   12,902,699 0 8,761,113
SUNEDISON INC COM 86732Y109 17,938 1,374,571 SH   DFND 1 0 1,374,571 0
SUNEDISON INC COM 86732Y109 1,736 133,000 SH   DFND 3 0 133,000 0
SUNEDISON INC COM 86732Y109 1,214 93,000 SH   DFND 2 0 93,000 0
SUNPOWER CORP COM 867652406 11,113 372,803 SH   SOLE   301,598 0 71,205
SUNPOWER CORP COM 867652406 4,685 157,162 SH   DFND 1 0 157,162 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 34,171 2,550,045 SH   SOLE   2,445,685 0 104,360
SUNSTONE HOTEL INVS INC NEW COM 867892101 925 69,048 SH   DFND 1 0 69,048 0
SUNTRUST BKS INC COM 867914103 393 10,671 SH   SOLE   10,671 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 191,400 7,192,773 SH   SOLE   5,545,260 0 1,647,513
SUPERIOR ENERGY SVCS INC COM 868157108 27,173 1,021,152 SH   DFND 1 0 1,021,152 0
SUPERIOR ENERGY SVCS INC COM 868157108 5,038 189,317 SH   DFND 3 0 162,502 26,815
SUPERIOR INDS INTL INC COM 868168105 444 21,500 SH   SOLE   21,500 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 533 70,700 SH   SOLE   70,700 0 0
SUPERTEX INC COM 868532102 15,390 614,362 SH   SOLE   147,700 0 466,662
SUPERTEX INC COM 868532102 9,492 378,918 SH   DFND 1 0 378,918 0
SUPERVALU INC COM 868536103 1,712 234,778 SH   SOLE   234,778 0 0
SUPERVALU INC COM 868536103 27 3,642 SH   DFND 1 0 3,642 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,686 77,100 SH   SOLE   77,100 0 0
SURMODICS INC COM 868873100 1,598 65,500 SH   SOLE   16,000 0 49,500
SURMODICS INC COM 868873100 995 40,800 SH   DFND 1 0 40,800 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 6,882 536,002 SH   SOLE   291,593 0 244,409
SUSQUEHANNA BANCSHARES INC P COM 869099101 3,442 268,064 SH   DFND 1 0 268,064 0
SUSSEX BANCORP COM 869245100 3,370 443,389 SH   SOLE   443,389 0 0
SWIFT TRANSN CO CL A 87074U101 59,434 2,675,983 SH   SOLE   1,128,518 0 1,547,465
SWIFT TRANSN CO CL A 87074U101 13,482 607,026 SH   DFND 1 0 607,026 0
SYKES ENTERPRISESINC COM 871237103 938 43,000 SH   SOLE   43,000 0 0
SYKES ENTERPRISESINC COM 871237103 5 228 SH   DFND 1 0 228 0
SYMANTEC CORP COM 871503108 473,005 20,059,602 SH   SOLE   13,812,712 0 6,246,890
SYMANTEC CORP COM 871503108 4,366 185,174 SH   DFND 1 0 185,174 0
SYMANTEC CORP COM 871503108 17,984 762,700 SH   DFND 3 0 315,800 446,900
SYMANTEC CORP COM 871503108 4,980 211,200 SH   DFND 2 0 200,700 10,500
SYMETRA FINL CORP COM 87151Q106 3,860 203,579 SH   SOLE   58,279 0 145,300
SYMETRA FINL CORP COM 87151Q106 31 1,657 SH   DFND 1 0 1,657 0
SYMMETRY MED INC COM 871546206 2,026 201,000 SH   SOLE   201,000 0 0
SYNACOR INC COM 871561106 617 252,000 SH   SOLE   252,000 0 0
SYNACOR INC COM 871561106 1,680 685,861 SH   DFND 1 0 685,861 0
SYNAPTICS INC COM 87157D109 7,049 136,064 SH   SOLE   136,064 0 0
SYNAPTICS INC COM 87157D109 2,187 42,220 SH   DFND 1 0 42,220 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 6,648 102,718 SH   SOLE   84,818 0 17,900
SYNAGEVA BIOPHARMA CORP COM 87159A103 1,210 18,700 SH   DFND 1 0 18,700 0
SYNGENTA AG SPONSORED ADR 87160A100 289 3,620 SH   SOLE   0 0 3,620
SYNTEL INC COM 87162H103 7,749 85,200 SH   SOLE   42,200 0 43,000
SYNTEL INC COM 87162H103 18 199 SH   DFND 1 0 199 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 817 155,900 SH   SOLE   155,900 0 0
SYNNEX CORP COM 87162W100 747 11,081 SH   SOLE   11,081 0 0
SYNERGY RES CORP COM 87164P103 13,228 1,428,480 SH   SOLE   652,980 0 775,500
SYNERGY RES CORP COM 87164P103 5,841 630,755 SH   DFND 1 0 630,755 0
SYSCO CORP COM 871829107 277,153 7,677,381 SH   SOLE   1,021,181 0 6,656,200
TD AMERITRADE HLDG CORP COM 87236Y108 35,771 1,167,454 SH   SOLE   847,319 0 320,135
TD AMERITRADE HLDG CORP COM 87236Y108 3,851 125,696 SH   DFND 1 0 125,696 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,926 62,875 SH   DFND 3 0 33,240 29,635
TD AMERITRADE HLDG CORP COM 87236Y108 4,985 162,685 SH   DFND 2 0 93,865 68,820
TCP CAP CORP COM 87238Q103 1,148 68,400 SH   SOLE   68,400 0 0
TFS FINL CORP COM 87240R107 2,162 178,432 SH   SOLE   178,432 0 0
TJX COS INC NEW COM 872540109 876,767 13,757,530 SH   SOLE   5,590,824 0 8,166,706
TJX COS INC NEW COM 872540109 9,489 148,899 SH   DFND 1 0 148,899 0
TJX COS INC NEW COM 872540109 76 1,200 SH   DFND 2 0 1,200 0
T-MOBILE US INC COM 872590104 224,263 6,666,555 SH   SOLE   3,808,050 0 2,858,505
T-MOBILE US INC COM 872590104 20,714 615,750 SH   DFND 1 0 615,750 0
T-MOBILE US INC COM 872590104 9,749 289,815 SH   DFND 3 0 154,840 134,975
T-MOBILE US INC COM 872590104 33,729 1,002,644 SH   DFND 2 0 525,540 477,104
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 621 245,000 PRN   SOLE   65,000 0 180,000
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 621 245,000 PRN   DFND 1 0 245,000 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 341,533 4,591,112 SH   SOLE   3,684,737 0 906,375
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 6,807 91,499 SH   DFND 1 0 91,499 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 33,721 453,300 SH   DFND 2 0 386,700 66,600
TW TELECOM INC COM 87311L104 65,319 2,143,705 SH   SOLE   591,420 0 1,552,285
TW TELECOM INC COM 87311L104 9,916 325,427 SH   DFND 1 0 325,427 0
TABLEAU SOFTWARE INC CL A 87336U105 110,670 1,605,546 SH   SOLE   1,385,289 0 220,257
TABLEAU SOFTWARE INC CL A 87336U105 6,509 94,423 SH   DFND 1 0 94,423 0
TAHOE RES INC COM 873868103 322 19,355 SH   SOLE   13,293 0 6,062
TAHOE RES INC COM 873868103 850 51,115 SH   DFND 1 0 51,115 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 162,238 9,302,610 SH   SOLE   6,730,701 82,200 2,489,709
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 41,208 2,362,868 SH   DFND 1 0 2,334,768 28,100
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,491 1,002,900 SH   DFND 3 0 641,900 361,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 35,853 2,055,806 SH   DFND 2 0 1,527,432 528,374
TAL ED GROUP ADS REPSTG COM 874080104 279 12,693 SH   DFND 3 0 0 12,693
TALISMAN ENERGY INC COM 87425E103 36,954 3,173,272 SH   SOLE   1,771,338 0 1,401,934
TALISMAN ENERGY INC COM 87425E103 10,005 859,792 SH   DFND 1 0 859,792 0
TALISMAN ENERGY INC COM 87425E103 2,485 213,370 SH   DFND 3 0 144,440 68,930
TALISMAN ENERGY INC COM 87425E103 4,503 386,700 SH   DFND 2 0 82,500 304,200
TARGACEPT INC COM 87611R306 3,210 773,508 SH   SOLE   629,398 0 144,110
TARGACEPT INC COM 87611R306 674 162,515 SH   DFND 1 0 162,515 0
TARGET CORP COM 87612E106 811,937 12,832,895 SH   SOLE   2,140,905 0 10,691,990
TARGET CORP COM 87612E106 3,597 56,854 SH   DFND 1 0 56,854 0
TARGA RES CORP COM 87612G101 9,535 108,140 SH   SOLE   58,040 0 50,100
TARGA RES CORP COM 87612G101 4,938 56,000 SH   DFND 1 0 56,000 0
TASER INTL INC COM 87651B104 4,659 293,371 SH   SOLE   293,371 0 0
TASER INTL INC COM 87651B104 30 1,893 SH   DFND 1 0 1,893 0
TATA MTRS LTD SPONSORED ADR 876568502 1,959 63,600 SH   SOLE   63,600 0 0
TATA MTRS LTD SPONSORED ADR 876568502 354 11,500 SH   DFND 1 0 11,500 0
TATA MTRS LTD SPONSORED ADR 876568502 1,827 59,323 SH   DFND 3 0 0 59,323
TAUBMAN CTRS INC COM 876664103 13,175 206,118 SH   SOLE   202,406 0 3,712
TAUBMAN CTRS INC COM 876664103 3,479 54,425 SH   DFND 1 0 54,425 0
TAYLOR MORRISON HOME CORP CL A 87724P106 115,240 5,133,202 SH   SOLE   4,174,407 0 958,795
TAYLOR MORRISON HOME CORP CL A 87724P106 9,185 409,112 SH   DFND 1 0 409,112 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,468 65,400 SH   DFND 3 0 65,400 0
TEAM HEALTH HOLDINGS INC COM 87817A107 154,164 3,384,509 SH   SOLE   2,659,115 0 725,394
TEAM HEALTH HOLDINGS INC COM 87817A107 14,000 307,348 SH   DFND 1 0 307,348 0
TEAM HEALTH HOLDINGS INC COM 87817A107 400 8,785 SH   DFND 3 0 8,785 0
TEAM HEALTH HOLDINGS INC COM 87817A107 182 4,000 SH   DFND 2 0 4,000 0
TECH DATA CORP COM 878237106 757 14,661 SH   SOLE   14,661 0 0
TECH DATA CORP COM 878237106 47 908 SH   DFND 1 0 908 0
TECK RESOURCES LTD CL B 878742204 3,472 133,423 SH   SOLE   97,656 0 35,767
TECK RESOURCES LTD CL B 878742204 10,309 396,154 SH   DFND 1 0 396,154 0
TELEDYNE TECHNOLOGIES INC COM 879360105 145,710 1,586,222 SH   SOLE   1,035,664 0 550,558
TELEDYNE TECHNOLOGIES INC COM 879360105 19,406 211,257 SH   DFND 1 0 211,257 0
TELEPHONE & DATA SYS INC COM NEW 879433829 988 38,332 SH   SOLE   38,332 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 74 2,859 SH   DFND 1 0 2,859 0
TELUS CORP COM 87971M103 2,407 69,909 SH   SOLE   6,209 0 63,700
TELUS CORP COM 87971M103 69 1,996 SH   DFND 1 0 1,996 0
TENARIS S A SPONSORED ADR 88031M109 420 9,616 SH   SOLE   4,027 0 5,589
TENARIS S A SPONSORED ADR 88031M109 1,670 38,216 SH   DFND 1 0 38,216 0
TENET HEALTHCARE CORP COM NEW 88033G407 58,968 1,400,000 SH   SOLE   0 0 1,400,000
TENET HEALTHCARE CORP COM NEW 88033G407 55 1,300 SH   DFND 1 0 1,300 0
TENNECO INC COM 880349105 217,441 3,843,749 SH   SOLE   2,408,166 0 1,435,583
TENNECO INC COM 880349105 20,898 369,427 SH   DFND 1 0 369,427 0
TERADATA CORP DEL COM 88076W103 4,326 95,100 SH   SOLE   63,100 0 32,000
TERADATA CORP DEL COM 88076W103 1,415 31,100 SH   DFND 1 0 31,100 0
TEREX CORP NEW COM 880779103 42,884 1,021,300 SH   SOLE   0 0 1,021,300
TERNIUM SA SPON ADR 880890108 11,640 371,881 SH   SOLE   371,881 0 0
TERNIUM SA SPON ADR 880890108 4,208 134,450 SH   DFND 1 0 134,450 0
TESARO INC COM 881569107 85,190 3,016,656 SH   SOLE   2,237,658 0 778,998
TESARO INC COM 881569107 8,081 286,161 SH   DFND 1 0 286,161 0
TESARO INC COM 881569107 801 28,350 SH   DFND 3 0 20,670 7,680
TESARO INC COM 881569107 144 5,100 SH   DFND 2 0 5,100 0
TESORO CORP COM 881609101 1,620 27,700 SH   SOLE   0 0 27,700
TESLA MTRS INC COM 88160R101 456 3,034 SH   SOLE   3,034 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,756,003 43,812,441 SH   SOLE   13,852,266 22,850 29,937,325
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 15,036 375,139 SH   DFND 1 0 375,139 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16,060 400,706 SH   DFND 3 0 182,800 217,906
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 28,497 711,007 SH   DFND 2 0 585,381 125,626
TETRA TECHNOLOGIES INC DEL COM 88162F105 18,724 1,514,916 SH   SOLE   0 0 1,514,916
TETRAPHASE PHARMACEUTICALS I COM 88165N105 19,717 1,458,350 SH   SOLE   1,256,750 0 201,600
TETRAPHASE PHARMACEUTICALS I COM 88165N105 3,529 261,050 SH   DFND 1 0 261,050 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 427 31,600 SH   DFND 3 0 24,200 7,400
TETRALOGIC PHARMACEUTICALS C COM 88165U109 4,077 428,300 SH   SOLE   428,300 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 4,896 78,717 SH   SOLE   78,717 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,725 27,733 SH   DFND 1 0 27,733 0
TEXAS INSTRS INC COM 882508104 1,088,631 24,792,317 SH   SOLE   5,595,525 28,600 19,168,192
TEXAS INSTRS INC COM 882508104 17,191 391,495 SH   DFND 3 0 0 391,495
TEXAS ROADHOUSE INC COM 882681109 8,049 289,540 SH   SOLE   212,940 0 76,600
TEXAS ROADHOUSE INC COM 882681109 2,562 92,172 SH   DFND 1 0 92,172 0
TEXTRON INC COM 883203101 198,379 5,396,597 SH   SOLE   4,524,319 0 872,278
TEXTRON INC COM 883203101 14,421 392,302 SH   DFND 1 0 392,302 0
TEXTURA CORP COM 883211104 3,809 127,225 SH   SOLE   86,500 0 40,725
TEXTURA CORP COM 883211104 1,352 45,145 SH   DFND 1 0 45,145 0
THERAPEUTICSMD INC COM 88338N107 101,142 19,413,015 SH   SOLE   14,742,708 0 4,670,307
THERAPEUTICSMD INC COM 88338N107 4,594 881,763 SH   DFND 1 0 881,763 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,150 10,329 SH   SOLE   10,329 0 0
THOMSON REUTERS CORP COM 884903105 364,485 9,637,354 SH   SOLE   3,831,344 0 5,806,010
THOMSON REUTERS CORP COM 884903105 453 11,972 SH   DFND 1 0 11,972 0
THOMSON REUTERS CORP COM 884903105 45 1,200 SH   DFND 2 0 1,200 0
THORATEC CORP COM NEW 885175307 2,586 70,661 SH   SOLE   70,661 0 0
THORATEC CORP COM NEW 885175307 163 4,442 SH   DFND 1 0 4,442 0
THORATEC CORP COM NEW 885175307 102 2,800 SH   DFND 2 0 2,800 0
3-D SYS CORP DEL COM NEW 88554D205 20,008 215,299 SH   SOLE   215,299 0 0
3-D SYS CORP DEL COM NEW 88554D205 6,655 71,618 SH   DFND 1 0 71,618 0
3M CO COM 88579Y101 676,601 4,824,248 SH   SOLE   2,487,384 0 2,336,864
3M CO COM 88579Y101 12,050 85,921 SH   DFND 1 0 85,921 0
3M CO COM 88579Y101 1,192 8,500 SH   DFND 3 0 0 8,500
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 5,959 5,948,000 PRN   SOLE   5,948,000 0 0
TIFFANY & CO NEW COM 886547108 52,294 563,636 SH   SOLE   451,305 0 112,331
TIFFANY & CO NEW COM 886547108 4,217 45,450 SH   DFND 1 0 45,450 0
TIFFANY & CO NEW COM 886547108 1,201 12,940 SH   DFND 3 0 12,940 0
TILE SHOP HLDGS INC COM 88677Q109 15,056 833,215 SH   SOLE   477,405 0 355,810
TILE SHOP HLDGS INC COM 88677Q109 425 23,500 SH   DFND 1 0 23,500 0
TIM HORTONS INC COM 88706M103 171,539 2,940,043 SH   SOLE   1,781,795 0 1,158,248
TIM HORTONS INC COM 88706M103 14,359 246,065 SH   DFND 1 0 240,465 5,600
TIM HORTONS INC COM 88706M103 45,755 784,230 SH   DFND 2 0 670,850 113,380
TIMBERLAND BANCORP INC COM 887098101 408 42,437 SH   SOLE   42,437 0 0
TIME WARNER INC COM NEW 887317303 1,617,650 23,202,088 SH   SOLE   8,570,152 9,517 14,622,419
TIME WARNER INC COM NEW 887317303 26,645 382,175 SH   DFND 1 0 382,175 0
TIME WARNER INC COM NEW 887317303 25,003 358,616 SH   DFND 3 0 42,320 316,296
TIME WARNER INC COM NEW 887317303 31,626 453,615 SH   DFND 2 0 318,210 135,405
TIME WARNER CABLEINC COM 88732J207 194,679 1,436,742 SH   SOLE   1,066,482 0 370,260
TIME WARNER CABLEINC COM 88732J207 9,010 66,495 SH   DFND 1 0 66,495 0
TIME WARNER CABLEINC COM 88732J207 13,997 103,300 SH   DFND 3 0 69,600 33,700
TIME WARNER CABLEINC COM 88732J207 6,287 46,400 SH   DFND 2 0 44,000 2,400
TIMKEN CO COM 887389104 898 16,300 SH   SOLE   16,300 0 0
TIPTREE FINL INC CL A 88822Q103 2,930 399,196 SH   SOLE   399,196 0 0
TITAN INTL INC ILL COM 88830M102 25,939 1,442,675 SH   SOLE   1,059,541 0 383,134
TITAN INTL INC ILL COM 88830M102 7,968 443,135 SH   DFND 1 0 443,135 0
TIVO INC COM 888706108 106,925 8,149,739 SH   SOLE   3,065,879 0 5,083,860
TIVO INC COM 888706108 20,573 1,568,077 SH   DFND 1 0 1,568,077 0
TIVO INC COM 888706108 2,682 204,400 SH   DFND 2 0 204,400 0
TOLL BROTHERS INC COM 889478103 219,771 5,939,750 SH   SOLE   1,751,546 0 4,188,204
TOLL BROTHERS INC COM 889478103 2,338 63,200 SH   DFND 1 0 63,200 0
TORCHMARK CORP COM 891027104 387 4,951 SH   SOLE   4,951 0 0
TORCHMARK CORP COM 891027104 64 821 SH   DFND 1 0 821 0
TORONTO DOMINION BK ONT COM NEW 891160509 810 8,598 SH   SOLE   8,598 0 0
TOTAL S A SPONSORED ADR 89151E109 419,386 6,844,878 SH   SOLE   415,958 0 6,428,920
TOTAL S A SPONSORED ADR 89151E109 87,267 1,424,305 SH   DFND 1 0 1,424,305 0
TOWER FINANCIAL CORP COM 891769101 2,834 113,730 SH   SOLE   113,730 0 0
TOWER INTL INC COM 891826109 696 32,500 SH   SOLE   32,500 0 0
TOWERS WATSON & CO CL A 891894107 22,042 172,726 SH   SOLE   123,401 0 49,325
TOTAL SYS SVCS INC COM 891906109 5,044 151,570 SH   SOLE   151,570 0 0
TOTAL SYS SVCS INC COM 891906109 1,914 57,500 SH   DFND 1 0 57,500 0
TRACTOR SUPPLY CO COM 892356106 10,095 130,130 SH   SOLE   130,130 0 0
TRACTOR SUPPLY CO COM 892356106 4,830 62,262 SH   DFND 1 0 62,262 0
TRANSDIGM GROUP INC COM 893641100 36,328 225,613 SH   SOLE   221,198 0 4,415
TRANSDIGM GROUP INC COM 893641100 4,637 28,795 SH   DFND 1 0 28,795 0
TRAVELERS COMPANIES INC COM 89417E109 557 6,154 SH   SOLE   6,154 0 0
TRAVELZOO INC COM NEW 89421Q205 1,671 78,400 SH   SOLE   78,400 0 0
TRAVELZOO INC COM NEW 89421Q205 8 373 SH   DFND 1 0 373 0
TREEHOUSE FOODS INC COM 89469A104 9,971 144,670 SH   SOLE   144,670 0 0
TREEHOUSE FOODS INC COM 89469A104 38 550 SH   DFND 1 0 550 0
TREMOR VIDEO INC COM 89484Q100 11,099 1,913,580 SH   SOLE   901,250 0 1,012,330
TREMOR VIDEO INC COM 89484Q100 1,996 344,210 SH   DFND 1 0 344,210 0
TREX CO INC COM 89531P105 4,272 53,719 SH   SOLE   53,719 0 0
TREX CO INC COM 89531P105 59 746 SH   DFND 1 0 746 0
TRICO BANCSHARES COM 896095106 26,687 940,685 SH   SOLE   825,256 0 115,429
TRICO BANCSHARES COM 896095106 3,444 121,400 SH   DFND 1 0 121,400 0
TRIMAS CORP COM NEW 896215209 8,873 222,435 SH   SOLE   199,565 0 22,870
TRIMBLE NAVIGATION LTD COM 896239100 179,087 5,161,016 SH   SOLE   4,014,764 0 1,146,252
TRIMBLE NAVIGATION LTD COM 896239100 35,077 1,010,858 SH   DFND 1 0 1,010,858 0
TRIMBLE NAVIGATION LTD COM 896239100 3,715 107,060 SH   DFND 3 0 107,060 0
TRINITY INDS INC COM 896522109 577 10,586 SH   SOLE   10,586 0 0
TRINITY INDS INC COM 896522109 22 412 SH   DFND 1 0 412 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 375 285,000 PRN   SOLE   75,000 0 210,000
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 323 245,000 PRN   DFND 1 0 245,000 0
TRIPLE-S MGMT CORP CL B 896749108 1,467 75,442 SH   SOLE   75,442 0 0
TRIPLE-S MGMT CORP CL B 896749108 12 623 SH   DFND 1 0 623 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1,768 212,022 SH   SOLE   212,022 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 30 3,608 SH   DFND 1 0 3,608 0
TRIPADVISOR INC COM 896945201 429,036 5,179,714 SH   SOLE   3,681,452 0 1,498,262
TRIPADVISOR INC COM 896945201 27,028 326,312 SH   DFND 1 0 326,312 0
TRIPADVISOR INC COM 896945201 8,752 105,658 SH   DFND 3 0 82,624 23,034
TRIPADVISOR INC COM 896945201 25 300 SH   DFND 2 0 300 0
TRUEBLUE INC COM 89785X101 71,583 2,776,705 SH   SOLE   2,467,511 0 309,194
TRUEBLUE INC COM 89785X101 13,014 504,803 SH   DFND 1 0 504,803 0
TRULIA INC COM 897888103 102,216 2,898,113 SH   SOLE   2,242,966 0 655,147
TRULIA INC COM 897888103 5,995 169,966 SH   DFND 1 0 169,966 0
TUESDAY MORNING CORP COM NEW 899035505 48,118 3,014,904 SH   SOLE   2,558,076 0 456,828
TUESDAY MORNING CORP COM NEW 899035505 11,106 695,858 SH   DFND 1 0 695,858 0
TUMI HLDGS INC COM 89969Q104 45,366 2,011,800 SH   SOLE   708,565 0 1,303,235
TUMI HLDGS INC COM 89969Q104 9,978 442,482 SH   DFND 1 0 442,482 0
TURKCELL ILETISIMHIZMETLERI SPON ADR NEW 900111204 260 19,494 SH   SOLE   19,494 0 0
TURKCELL ILETISIMHIZMETLERI SPON ADR NEW 900111204 913 68,399 SH   DFND 3 0 0 68,399
TURQUOISE HILL RES LTD COM 900435108 49,358 14,956,811 SH   SOLE   14,583,611 0 373,200
TURQUOISE HILL RES LTD COM 900435108 6,488 1,966,195 SH   DFND 1 0 1,966,195 0
TURQUOISE HILL RES LTD COM 900435108 67 20,300 SH   DFND 3 0 0 20,300
TURQUOISE HILL RES LTD COM 900435108 882 267,200 SH   DFND 2 0 267,200 0
TURQUOISE HILL RES LTD RIGHT 01/07/2014 900435116 14,370 14,968,574 SH   SOLE   14,595,374 0 373,200
TURQUOISE HILL RES LTD RIGHT 01/07/2014 900435116 1,880 1,958,561 SH   DFND 1 0 1,958,561 0
TURQUOISE HILL RES LTD RIGHT 01/07/2014 900435116 19 20,300 SH   DFND 3 0 0 20,300
TURQUOISE HILL RES LTD RIGHT 01/07/2014 900435116 208 216,900 SH   DFND 2 0 216,900 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 386,115 10,975,414 SH   SOLE   6,699,351 0 4,276,063
TWENTY FIRST CENTY FOX INC CL A 90130A101 31,176 886,194 SH   DFND 1 0 886,194 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 3,405 96,775 SH   DFND 2 0 96,775 0
21VIANET GROUP INC SPONSORED ADR 90138A103 48,861 2,077,416 SH   SOLE   1,503,970 0 573,446
21VIANET GROUP INC SPONSORED ADR 90138A103 20,827 885,516 SH   DFND 1 0 885,516 0
21VIANET GROUP INC SPONSORED ADR 90138A103 209 8,900 SH   DFND 3 0 0 8,900
21VIANET GROUP INC SPONSORED ADR 90138A103 10,218 434,419 SH   DFND 2 0 316,200 118,219
TWITTER INC COM 90184L102 7,871 123,656 SH   SOLE   123,656 0 0
TWITTER INC COM 90184L102 2,839 44,596 SH   DFND 1 0 44,596 0
TWO HBRS INVT CORP COM 90187B101 143,695 15,484,379 SH   SOLE   15,256,926 0 227,453
TYLER TECHNOLOGIES INC COM 902252105 82,660 809,356 SH   SOLE   708,620 0 100,736
TYLER TECHNOLOGIES INC COM 902252105 986 9,651 SH   DFND 1 0 9,651 0
TYLER TECHNOLOGIES INC COM 902252105 52 514 SH   DFND 2 0 0 514
TYSON FOODS INC CL A 902494103 7,303 218,248 SH   SOLE   128,353 0 89,895
TYSON FOODS INC CL A 902494103 25,977 776,353 SH   DFND 1 0 776,353 0
UDR INC COM 902653104 11,378 487,286 SH   SOLE   487,286 0 0
UCP INC CL A 90265Y106 15,868 1,083,900 SH   SOLE   1,083,900 0 0
UFP TECHNOLOGIES INC COM 902673102 9,914 393,100 SH   DFND 1 0 393,100 0
UGI CORP NEW COM 902681105 459,266 11,077,319 SH   SOLE   7,544,333 0 3,532,986
UGI CORP NEW COM 902681105 57,334 1,382,887 SH   DFND 1 0 1,382,887 0
UGI CORP NEW COM 902681105 2,423 58,445 SH   DFND 3 0 58,445 0
US BANCORP DEL COM NEW 902973304 742,458 18,377,681 SH   SOLE   5,567,911 0 12,809,770
US BANCORP DEL COM NEW 902973304 5,092 126,030 SH   DFND 1 0 126,030 0
UNS ENERGY CORP COM 903119105 47,442 792,677 SH   SOLE   555,877 0 236,800
UNS ENERGY CORP COM 903119105 7,665 128,074 SH   DFND 1 0 128,074 0
URS CORP NEW COM 903236107 514 9,700 SH   SOLE   9,700 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,249 16,524 SH   SOLE   16,524 0 0
USANA HEALTH SCIENCES INC COM 90328M107 25 333 SH   DFND 1 0 333 0
U S G CORP COM NEW 903293405 4,104 144,610 SH   SOLE   144,610 0 0
U S G CORP COM NEW 903293405 1,283 45,225 SH   DFND 1 0 45,225 0
U S PHYSICAL THERAPY INC COM 90337L108 13,776 390,703 SH   SOLE   356,058 0 34,645
U S SILICA HLDGS INC COM 90346E103 6,416 188,086 SH   SOLE   188,086 0 0
U S SILICA HLDGS INC COM 90346E103 1,989 58,317 SH   DFND 1 0 58,317 0
UBIQUITI NETWORKSINC COM 90347A100 16,701 363,384 SH   SOLE   333,874 0 29,510
UBIQUITI NETWORKSINC COM 90347A100 48 1,036 SH   DFND 1 0 1,036 0
ULTRALIFE CORP COM 903899102 5,320 1,498,563 SH   DFND 1 0 1,498,563 0
ULTRATECH INC COM 904034105 17,897 617,135 SH   SOLE   499,630 0 117,505
ULTRATECH INC COM 904034105 3,110 107,250 SH   DFND 1 0 107,250 0
UMPQUA HLDGS CORP COM 904214103 9,372 489,677 SH   SOLE   439,737 0 49,940
UNDER ARMOUR INC CL A 904311107 84 959 SH   SOLE   959 0 0
UNDER ARMOUR INC CL A 904311107 207 2,373 SH   DFND 1 0 2,373 0
UNIFIRST CORP MASS COM 904708104 3,585 33,502 SH   SOLE   33,502 0 0
UNIFIRST CORP MASS COM 904708104 56 528 SH   DFND 1 0 528 0
UNILEVER N V N Y SHS NEW 904784709 1,248,583 31,036,106 SH   SOLE   8,818,241 39,100 22,178,765
UNILEVER N V N Y SHS NEW 904784709 4,753 118,157 SH   DFND 1 0 118,157 0
UNILEVER N V N Y SHS NEW 904784709 6,274 155,950 SH   DFND 3 0 0 155,950
UNION FIRST MKT BANKSH CP COM 90662P104 4,485 180,781 SH   SOLE   96,191 0 84,590
UNION FIRST MKT BANKSH CP COM 90662P104 1,539 62,043 SH   DFND 1 0 62,043 0
UNION PAC CORP COM 907818108 320,370 1,906,967 SH   SOLE   5,787 0 1,901,180
UNISYS CORP COM NEW 909214306 1,957 58,287 SH   SOLE   58,287 0 0
UNISYS CORP COM NEW 909214306 46 1,374 SH   DFND 1 0 1,374 0
UNITED BANCSHARESINC OHIO COM 909458101 808 56,087 SH   SOLE   56,087 0 0
UNITED CMNTY FINLCORP OHIO COM 909839102 2,772 776,471 SH   SOLE   776,471 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 66,205 3,729,845 SH   SOLE   3,729,845 0 0
UNITED BANCORP INC OHIO COM 909911109 665 82,851 SH   SOLE   82,851 0 0
UNITED CONTL HLDGS INC COM 910047109 676,791 17,890,337 SH   SOLE   15,012,879 0 2,877,458
UNITED CONTL HLDGS INC COM 910047109 22,644 598,569 SH   DFND 1 0 598,569 0
UNITED CONTL HLDGS INC COM 910047109 31,551 834,010 SH   DFND 3 0 318,480 515,530
UNITED CONTL HLDGS INC COM 910047109 42,440 1,121,870 SH   DFND 2 0 963,900 157,970
UNITED INS HLDGS CORP COM 910710102 393 27,900 SH   SOLE   27,900 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 5,160 2,529,500 SH   SOLE   0 0 2,529,500
UNITED PARCEL SERVICE INC CL B 911312106 2,503,394 23,823,692 SH   SOLE   6,765,282 16,190 17,042,220
UNITED PARCEL SERVICE INC CL B 911312106 16,417 156,238 SH   DFND 1 0 156,238 0
UNITED PARCEL SERVICE INC CL B 911312106 16,044 152,685 SH   DFND 3 0 0 152,685
UNITED RENTALS INC COM 911363109 8,317 106,700 SH   SOLE   106,700 0 0
UNITED RENTALS INC COM 911363109 2,202 28,250 SH   DFND 1 0 28,250 0
UNITED STATES STLCORP NEW COM 912909108 938 31,794 SH   SOLE   21,385 0 10,409
UNITED STATES STLCORP NEW COM 912909108 3,619 122,662 SH   DFND 1 0 122,662 0
UNITED STATIONERSINC COM 913004107 97,510 2,124,869 SH   SOLE   1,505,249 0 619,620
UNITED STATIONERSINC COM 913004107 15,526 338,327 SH   DFND 1 0 338,327 0
UNITED TECHNOLOGIES CORP COM 913017109 2,112,073 18,559,517 SH   SOLE   6,057,801 9,800 12,491,916
UNITED TECHNOLOGIES CORP COM 913017109 30,192 265,305 SH   DFND 1 0 265,305 0
UNITED TECHNOLOGIES CORP COM 913017109 20,778 182,582 SH   DFND 3 0 129,672 52,910
UNITED TECHNOLOGIES CORP COM 913017109 35,086 308,312 SH   DFND 2 0 188,785 119,527
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,841 16,280 SH   SOLE   16,280 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 334 2,957 SH   DFND 1 0 2,957 0
UNITEDHEALTH GROUP INC COM 91324P102 3,639,999 48,339,957 SH   SOLE   8,896,938 0 39,443,019
UNITEDHEALTH GROUP INC COM 91324P102 28,108 373,282 SH   DFND 1 0 373,282 0
UNITEDHEALTH GROUP INC COM 91324P102 40,137 533,024 SH   DFND 3 0 242,939 290,085
UNITEDHEALTH GROUP INC COM 91324P102 40,749 541,160 SH   DFND 2 0 362,750 178,410
UNITY BANCORP INC COM 913290102 363 47,429 SH   SOLE   47,429 0 0
UNIVERSAL CORP VA COM 913456109 208 3,809 SH   SOLE   3,809 0 0
UNIVERSAL CORP VA COM 913456109 10 184 SH   DFND 1 0 184 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 4,465 123,811 SH   SOLE   80,170 0 43,641
UNIVERSAL STAINLESS & ALLOY COM 913837100 2,141 59,381 SH   DFND 1 0 59,381 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 352 9,760 SH   DFND 3 0 6,920 2,840
UNIVERSAL HLTH SVCS INC CL B 913903100 569,335 7,006,336 SH   SOLE   2,241,229 0 4,765,107
UNIVERSAL HLTH SVCS INC CL B 913903100 15,810 194,556 SH   DFND 1 0 194,556 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,334 28,719 SH   DFND 3 0 28,719 0
UNIVERSAL HLTH SVCS INC CL B 913903100 731 9,000 SH   DFND 2 0 9,000 0
UNUM GROUP COM 91529Y106 422,513 12,044,281 SH   SOLE   4,320,248 0 7,724,033
UNUM GROUP COM 91529Y106 5,617 160,126 SH   DFND 1 0 160,126 0
URBAN OUTFITTERS INC COM 917047102 55,202 1,487,924 SH   SOLE   81,664 0 1,406,260
URBAN OUTFITTERS INC COM 917047102 1,698 45,770 SH   DFND 1 0 45,770 0
URBAN OUTFITTERS INC COM 917047102 4,297 115,810 SH   DFND 2 0 115,810 0
V F CORP COM 918204108 25,691 412,104 SH   SOLE   208,904 0 203,200
V F CORP COM 918204108 1,396 22,400 SH   DFND 1 0 22,400 0
V F CORP COM 918204108 29,400 471,600 SH   DFND 2 0 408,000 63,600
VOXX INTL CORP CL A 91829F104 17,280 1,034,709 SH   SOLE   238,873 0 795,836
VOXX INTL CORP CL A 91829F104 10,357 620,180 SH   DFND 1 0 620,180 0
VAALCO ENERGY INC COM NEW 91851C201 1,928 279,840 SH   SOLE   279,840 0 0
VAALCO ENERGY INC COM NEW 91851C201 9 1,348 SH   DFND 1 0 1,348 0
VAIL RESORTS INC COM 91879Q109 8,076 107,350 SH   SOLE   58,700 0 48,650
VAIL RESORTS INC COM 91879Q109 4,338 57,664 SH   DFND 1 0 57,664 0
VALE S A ADR 91912E105 40,124 2,631,055 SH   SOLE   1,818,355 0 812,700
VALE S A ADR 91912E105 20,746 1,360,401 SH   DFND 1 0 1,360,401 0
VALE S A ADR 91912E105 645 42,300 SH   DFND 3 0 0 42,300
VALE S A ADR 91912E105 21,716 1,424,000 SH   DFND 2 0 1,188,800 235,200
VALERO ENERGY CORP NEW COM 91913Y100 417,026 8,274,319 SH   SOLE   1,982,469 0 6,291,850
VALERO ENERGY CORP NEW COM 91913Y100 59,270 1,176,002 SH   DFND 1 0 1,176,002 0
VALERO ENERGY CORP NEW COM 91913Y100 840 16,670 SH   DFND 3 0 12,150 4,520
VALERO ENERGY CORP NEW COM 91913Y100 1,305 25,890 SH   DFND 2 0 0 25,890
VALLEY FINL CORP VA COM 919629105 3,108 278,019 SH   SOLE   278,019 0 0
VALUE LINE INC COM 920437100 52 4,482 SH   SOLE   0 0 4,482
VALUE LINE INC COM 920437100 275 23,725 SH   DFND 1 0 23,725 0
VALUECLICK INC COM 92046N102 20,048 857,855 SH   SOLE   681,315 0 176,540
VALUECLICK INC COM 92046N102 6,880 294,410 SH   DFND 1 0 294,410 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,427 34,235 SH   SOLE   34,235 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 13,805 335,570 SH   SOLE   322,305 0 13,265
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 814 9,798 SH   SOLE   9,798 0 0
VANTAGESOUTH BANCSHARES INC COM 92209W105 979 185,777 SH   SOLE   185,777 0 0
VANTIV INC CL A 92210H105 231,054 7,085,359 SH   SOLE   5,690,131 0 1,395,228
VANTIV INC CL A 92210H105 22,047 676,095 SH   DFND 1 0 676,095 0
VANTIV INC CL A 92210H105 7,350 225,385 SH   DFND 3 0 177,670 47,715
VANTIV INC CL A 92210H105 5,397 165,495 SH   DFND 2 0 165,495 0
VARIAN MED SYS INC COM 92220P105 792 10,199 SH   DFND 1 0 10,199 0
VASCULAR SOLUTIONS INC COM 92231M109 18,830 813,406 SH   SOLE   627,133 0 186,273
VASCULAR SOLUTIONS INC COM 92231M109 2,094 90,466 SH   DFND 1 0 90,466 0
VECTREN CORP COM 92240G101 259 7,300 SH   SOLE   7,300 0 0
VERA BRADLEY INC COM 92335C106 28,381 1,180,579 SH   SOLE   763,779 0 416,800
VERA BRADLEY INC COM 92335C106 3,120 129,800 SH   DFND 1 0 129,800 0
VERISIGN INC COM 92343E102 103,088 1,724,454 SH   SOLE   1,282,725 0 441,729
VERISIGN INC COM 92343E102 6,520 109,067 SH   DFND 1 0 109,067 0
VERISIGN INC COM 92343E102 2,389 39,960 SH   DFND 3 0 39,960 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,801,389 57,008,328 SH   SOLE   16,266,908 30,000 40,711,420
VERIZON COMMUNICATIONS INC COM 92343V104 11,945 243,084 SH   DFND 1 0 243,084 0
VERIZON COMMUNICATIONS INC COM 92343V104 37,852 770,280 SH   DFND 3 0 79,100 691,180
VERIZON COMMUNICATIONS INC COM 92343V104 2,585 52,600 SH   DFND 2 0 50,000 2,600
VERINT SYS INC COM 92343X100 265,545 6,184,095 SH   SOLE   5,107,585 0 1,076,510
VERINT SYS INC COM 92343X100 35,832 834,458 SH   DFND 1 0 834,458 0
VERINT SYS INC COM 92343X100 17,292 402,712 SH   DFND 2 0 399,030 3,682
VERISK ANALYTICS INC CL A 92345Y106 17,801 270,861 SH   SOLE   200,471 0 70,390
VERISK ANALYTICS INC CL A 92345Y106 13 196 SH   DFND 1 0 196 0
VERMILION ENERGY INC COM 923725105 501 8,540 SH   SOLE   3,515 0 5,025
VERMILION ENERGY INC COM 923725105 1,967 33,515 SH   DFND 1 0 33,515 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,187,579 15,983,565 SH   SOLE   3,410,559 0 12,573,006
VERTEX PHARMACEUTICALS INC COM 92532F100 27,418 369,016 SH   DFND 1 0 369,016 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,019 40,635 SH   DFND 3 0 30,520 10,115
VERTEX PHARMACEUTICALS INC COM 92532F100 11,054 148,770 SH   DFND 2 0 102,240 46,530
VERTEX ENERGY INC COM 92534K107 2,217 661,700 SH   DFND 1 0 661,700 0
VIAD CORP COM NEW 92552R406 464 16,700 SH   SOLE   16,700 0 0
VIAD CORP COM NEW 92552R406 11 400 SH   DFND 1 0 400 0
VIASAT INC COM 92552V100 2,312 36,900 SH   SOLE   36,900 0 0
VIACOM INC NEW CL B 92553P201 22,155 253,662 SH   SOLE   165,280 0 88,382
VIMPELCOM LTD SPONSORED ADR 92719A106 2,659 205,500 SH   SOLE   0 0 205,500
VINCE HLDG CORP COM 92719W108 7,091 231,219 SH   SOLE   210,539 0 20,680
VISA INC COM CL A 92826C839 605,356 2,718,503 SH   SOLE   1,597,109 0 1,121,394
VISA INC COM CL A 92826C839 39,337 176,653 SH   DFND 1 0 176,653 0
VISA INC COM CL A 92826C839 11,280 50,655 SH   DFND 3 0 25,990 24,665
VISA INC COM CL A 92826C839 31,885 143,189 SH   DFND 2 0 77,910 65,279
VIRTUSA CORP COM 92827P102 37,006 971,536 SH   SOLE   876,647 0 94,889
VIRTUSA CORP COM 92827P102 1,493 39,185 SH   DFND 1 0 39,185 0
VIRTUS INVT PARTNERS INC COM 92828Q109 108,964 544,683 SH   SOLE   471,201 0 73,482
VIRTUS INVT PARTNERS INC COM 92828Q109 5,433 27,159 SH   DFND 1 0 27,159 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,097 5,483 SH   DFND 3 0 2,628 2,855
VIRTUS INVT PARTNERS INC COM 92828Q109 16,449 82,222 SH   DFND 2 0 70,463 11,759
VMWARE INC CL A COM 928563402 4,570 50,943 SH   SOLE   50,943 0 0
VMWARE INC CL A COM 928563402 72 799 SH   DFND 1 0 799 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 183,406 4,665,640 SH   SOLE   1,508,910 0 3,156,730
VOLCANO CORPORATION COM 928645100 30,261 1,384,944 SH   SOLE   1,197,949 0 186,995
VOLCANO CORPORATION COM 928645100 2,547 116,580 SH   DFND 1 0 116,580 0
VOLCANO CORPORATION COM 928645100 629 28,800 SH   DFND 2 0 28,800 0
VOLCANO CORPORATION NOTE 2.875% 9/0 928645AA8 339 323,000 PRN   SOLE   60,000 0 263,000
VOLCANO CORPORATION NOTE 2.875% 9/0 928645AA8 327 311,000 PRN   DFND 1 0 311,000 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 174 177,000 PRN   SOLE   70,000 0 107,000
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 105 107,000 PRN   DFND 1 0 107,000 0
VONAGE HLDGS CORP COM 92886T201 57,014 17,121,372 SH   SOLE   6,482,182 0 10,639,190
VONAGE HLDGS CORP COM 92886T201 12,077 3,626,678 SH   DFND 1 0 3,626,678 0
VORNADO RLTY TR SH BEN INT 929042109 108,185 1,218,433 SH   SOLE   172,153 0 1,046,280
VORNADO RLTY TR SH BEN INT 929042109 1,606 18,090 SH   DFND 1 0 18,090 0
VULCAN MATLS CO COM 929160109 68,097 1,146,032 SH   SOLE   398,850 0 747,182
VULCAN MATLS CO COM 929160109 2,624 44,167 SH   DFND 1 0 44,167 0
VULCAN MATLS CO COM 929160109 27,344 460,182 SH   DFND 2 0 382,300 77,882
WCI CMNTYS INC COM PAR $0.01 92923C807 2,714 142,174 SH   SOLE   78,077 0 64,097
WCI CMNTYS INC COM PAR $0.01 92923C807 1,419 74,338 SH   DFND 1 0 74,338 0
WGL HLDGS INC COM 92924F106 33,398 833,695 SH   SOLE   590,795 0 242,900
WGL HLDGS INC COM 92924F106 5,313 132,621 SH   DFND 1 0 132,621 0
WABCO HLDGS INC COM 92927K102 130,970 1,402,095 SH   SOLE   992,051 0 410,044
WABCO HLDGS INC COM 92927K102 15,078 161,420 SH   DFND 1 0 161,420 0
WABCO HLDGS INC COM 92927K102 1,659 17,765 SH   DFND 3 0 17,765 0
WABCO HLDGS INC COM 92927K102 43,310 463,658 SH   DFND 2 0 386,200 77,458
WSFS FINL CORP COM 929328102 22,374 288,584 SH   SOLE   110,855 0 177,729
WSFS FINL CORP COM 929328102 9,693 125,018 SH   DFND 1 0 125,018 0
WNS HOLDINGS LTD SPON ADR 92932M101 69,460 3,170,242 SH   SOLE   2,806,390 0 363,852
WNS HOLDINGS LTD SPON ADR 92932M101 15,052 686,990 SH   DFND 1 0 686,990 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 89,254 2,325,531 SH   SOLE   1,643,600 0 681,931
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 32,124 837,011 SH   DFND 1 0 833,311 3,700
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 1,356 35,330 SH   DFND 2 0 0 35,330
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 195 150,000 PRN   SOLE   35,000 0 115,000
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 163 125,000 PRN   DFND 1 0 125,000 0
WABTEC CORP COM 929740108 96,171 1,294,882 SH   SOLE   458,250 0 836,632
WABTEC CORP COM 929740108 3,760 50,620 SH   DFND 1 0 50,620 0
WABTEC CORP COM 929740108 39,720 534,810 SH   DFND 2 0 445,200 89,610
WADDELL & REED FINL INC CL A 930059100 76,051 1,167,854 SH   SOLE   840,970 0 326,884
WADDELL & REED FINL INC CL A 930059100 8,873 136,257 SH   DFND 1 0 136,257 0
WAGEWORKS INC COM 930427109 90,533 1,523,097 SH   SOLE   1,342,573 0 180,524
WAGEWORKS INC COM 930427109 10,091 169,765 SH   DFND 1 0 169,765 0
WAL-MART STORES INC COM 931142103 1,488,741 18,919,058 SH   SOLE   4,139,766 0 14,779,292
WAL-MART STORES INC COM 931142103 3,447 43,802 SH   DFND 1 0 43,802 0
WAL-MART STORES INC COM 931142103 6,453 82,000 SH   DFND 3 0 0 82,000
WALGREEN CO COM 931422109 1,193,406 20,776,569 SH   SOLE   2,512,109 0 18,264,460
WALGREEN CO COM 931422109 16,149 281,148 SH   DFND 1 0 281,148 0
WALGREEN CO COM 931422109 7,785 135,540 SH   DFND 3 0 64,545 70,995
WALGREEN CO COM 931422109 32,249 561,430 SH   DFND 2 0 379,805 181,625
WALTER ENERGY INC COM 93317Q105 795 47,800 SH   SOLE   47,800 0 0
WASHINGTON BKG COOAK HBR WA COM 937303105 18,533 1,045,298 SH   SOLE   1,045,298 0 0
WASHINGTONFIRST BANKSHARES I COM 940730104 4,686 327,928 SH   SOLE   327,928 0 0
WASTE CONNECTIONSINC COM 941053100 186,541 4,275,525 SH   SOLE   2,496,155 0 1,779,370
WASTE CONNECTIONSINC COM 941053100 15,904 364,520 SH   DFND 1 0 364,520 0
WASTE CONNECTIONSINC COM 941053100 3,246 74,390 SH   DFND 3 0 74,390 0
WASTE MGMT INC DEL COM 94106L109 284,247 6,334,907 SH   SOLE   1,133,237 0 5,201,670
WATERS CORP COM 941848103 91,110 911,101 SH   SOLE   711,556 0 199,545
WATERS CORP COM 941848103 8,043 80,430 SH   DFND 1 0 80,430 0
WATERS CORP COM 941848103 2,044 20,440 SH   DFND 3 0 20,440 0
WATSCO INC COM 942622200 7,195 74,900 SH   SOLE   40,300 0 34,600
WATSCO INC COM 942622200 3,694 38,455 SH   DFND 1 0 38,455 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 13,107 211,853 SH   SOLE   122,253 0 89,600
WATTS WATER TECHNOLOGIES INC CL A 942749102 6,157 99,512 SH   DFND 1 0 99,512 0
WEB COM GROUP INC COM 94733A104 188,797 5,938,886 SH   SOLE   4,771,355 0 1,167,531
WEB COM GROUP INC COM 94733A104 20,073 631,425 SH   DFND 1 0 631,425 0
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 219 195,000 PRN   SOLE   50,000 0 145,000
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 297 265,000 PRN   DFND 1 0 265,000 0
WEBMD HEALTH CORP COM 94770V102 12,225 309,504 SH   SOLE   289,154 0 20,350
WEBMD HEALTH CORP COM 94770V102 20 501 SH   DFND 1 0 501 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 152 155,000 PRN   SOLE   30,000 0 125,000
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 157 160,000 PRN   DFND 1 0 160,000 0
WEBSTER FINL CORPCONN COM 947890109 83,794 2,687,424 SH   SOLE   1,869,394 0 818,030
WEBSTER FINL CORPCONN COM 947890109 13,254 425,096 SH   DFND 1 0 425,096 0
WELLCARE HEALTH PLANS INC COM 94946T106 234,949 3,336,392 SH   SOLE   1,750,129 0 1,586,263
WELLCARE HEALTH PLANS INC COM 94946T106 17,630 250,351 SH   DFND 1 0 250,351 0
WELLCARE HEALTH PLANS INC COM 94946T106 472 6,700 SH   DFND 2 0 6,700 0
WELLESLEY BANCORPINC COM 949485106 3,789 193,801 SH   SOLE   193,801 0 0
WELLPOINT INC COM 94973V107 626,506 6,781,100 SH   SOLE   322,800 0 6,458,300
WELLPOINT INC COM 94973V107 1,216 13,166 SH   DFND 1 0 13,166 0
WELLPOINT INC COM 94973V107 240 2,600 SH   DFND 2 0 2,600 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 133 98,000 PRN   SOLE   25,000 0 73,000
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 88 65,000 PRN   DFND 1 0 65,000 0
WELLS FARGO & CO NEW COM 949746101 5,824,008 128,282,125 SH   SOLE   48,339,404 81,600 79,861,121
WELLS FARGO & CO NEW COM 949746101 117,441 2,586,813 SH   DFND 1 0 2,586,813 0
WELLS FARGO & CO NEW COM 949746101 108,194 2,383,135 SH   DFND 3 0 704,449 1,678,686
WELLS FARGO & CO NEW COM 949746101 79,887 1,759,620 SH   DFND 2 0 1,106,820 652,800
WESCO INTL INC COM 95082P105 450,644 4,948,331 SH   SOLE   3,335,545 0 1,612,786
WESCO INTL INC COM 95082P105 22,472 246,753 SH   DFND 1 0 246,753 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 194 60,000 PRN   SOLE   15,000 0 45,000
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 146 45,000 PRN   DFND 1 0 45,000 0
WEST CORP COM 952355204 2,830 110,070 SH   SOLE   110,070 0 0
WESTAMERICA BANCORPORATION COM 957090103 20,210 357,946 SH   SOLE   248,986 0 108,960
WESTAMERICA BANCORPORATION COM 957090103 3,126 55,361 SH   DFND 1 0 55,361 0
WESTAR ENERGY INC COM 95709T100 53,905 1,675,642 SH   SOLE   1,479,242 0 196,400
WESTAR ENERGY INC COM 95709T100 2,229 69,288 SH   DFND 1 0 69,288 0
WESTAR ENERGY INC COM 95709T100 1,657 51,500 SH   DFND 3 0 51,500 0
WESTBURY BANCORP INC COM 95727P106 2,073 149,058 SH   SOLE   149,058 0 0
WESTBURY BANCORP INC COM 95727P106 5,008 360,000 SH   DFND 1 0 360,000 0
WESTELL TECHNOLOGIES INC CL A 957541105 3,823 944,069 SH   SOLE   215,010 0 729,059
WESTELL TECHNOLOGIES INC CL A 957541105 2,318 572,431 SH   DFND 1 0 572,431 0
WESTERN ALLIANCE BANCORP COM 957638109 1,908 79,951 SH   SOLE   28,400 0 51,551
WESTERN DIGITAL CORP COM 958102105 148,502 1,769,992 SH   SOLE   966,417 0 803,575
WESTERN DIGITAL CORP COM 958102105 9,914 118,160 SH   DFND 1 0 118,160 0
WESTERN REFNG INC COM 959319104 81,558 1,923,079 SH   SOLE   728,889 0 1,194,190
WESTERN REFNG INC COM 959319104 16,241 382,961 SH   DFND 1 0 382,961 0
WESTLAKE CHEM CORP COM 960413102 932 7,639 SH   SOLE   7,639 0 0
WESTLAKE CHEM CORP COM 960413102 195 1,601 SH   DFND 1 0 1,601 0
WESTLAKE CHEM CORP COM 960413102 37 300 SH   DFND 2 0 300 0
WESTPORT INNOVATIONS INC COM NEW 960908309 41,929 2,138,155 SH   SOLE   1,385,750 0 752,405
WESTPORT INNOVATIONS INC COM NEW 960908309 3,293 167,905 SH   DFND 1 0 167,905 0
WESTWOOD HLDGS GROUP INC COM 961765104 8,998 145,342 SH   SOLE   34,526 0 110,816
WESTWOOD HLDGS GROUP INC COM 961765104 5,151 83,205 SH   DFND 1 0 83,205 0
WEX INC COM 96208T104 319,473 3,226,018 SH   SOLE   2,423,265 0 802,753
WEX INC COM 96208T104 43,399 438,246 SH   DFND 1 0 438,246 0
WEX INC COM 96208T104 7,265 73,365 SH   DFND 3 0 50,540 22,825
WEX INC COM 96208T104 7,474 75,473 SH   DFND 2 0 74,143 1,330
WEYERHAEUSER CO COM 962166104 249,847 7,914,079 SH   SOLE   2,640,531 0 5,273,548
WEYERHAEUSER CO COM 962166104 6,891 218,275 SH   DFND 1 0 218,275 0
WEYERHAEUSER CO COM 962166104 5,375 170,250 SH   DFND 3 0 98,490 71,760
WEYERHAEUSER CO COM 962166104 11,557 366,080 SH   DFND 2 0 189,890 176,190
WHIRLPOOL CORP COM 963320106 220,892 1,408,212 SH   SOLE   918,659 0 489,553
WHIRLPOOL CORP COM 963320106 8,087 51,558 SH   DFND 1 0 51,558 0
WHIRLPOOL CORP COM 963320106 4,225 26,932 SH   DFND 3 0 13,822 13,110
WHITESTONE REIT COM 966084204 416 31,100 SH   SOLE   31,100 0 0
WHITEWAVE FOODS CO COM CL A 966244105 184,826 8,056,936 SH   SOLE   6,315,312 0 1,741,624
WHITEWAVE FOODS CO COM CL A 966244105 9,884 430,849 SH   DFND 1 0 430,849 0
WHITEWAVE FOODS CO COM CL A 966244105 1,920 83,710 SH   DFND 3 0 61,270 22,440
WHITING PETE CORPNEW COM 966387102 139,692 2,257,832 SH   SOLE   851,257 0 1,406,575
WHITING PETE CORPNEW COM 966387102 39,115 632,211 SH   DFND 1 0 632,211 0
WHOLE FOODS MKT INC COM 966837106 114,129 1,973,533 SH   SOLE   1,549,115 0 424,418
WHOLE FOODS MKT INC COM 966837106 1,087 18,796 SH   DFND 1 0 18,796 0
WILLIAMS COS INC DEL COM 969457100 11,064 286,843 SH   SOLE   220,543 0 66,300
WILLIAMS COS INC DEL COM 969457100 2,170 56,250 SH   DFND 1 0 56,250 0
WILLIAMS COS INC DEL COM 969457100 5,643 146,300 SH   DFND 2 0 146,300 0
WILLIAMS SONOMA INC COM 969904101 519 8,899 SH   SOLE   8,899 0 0
WILLIAMS SONOMA INC COM 969904101 11 196 SH   DFND 1 0 196 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 520 47,040 SH   SOLE   0 0 47,040
WINTRUST FINL CORP COM 97650W108 63,599 1,378,987 SH   SOLE   1,314,648 0 64,339
WINTRUST FINL CORP COM 97650W108 2,947 63,900 SH   DFND 1 0 63,900 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,907 151,441 SH   SOLE   118,841 0 32,600
WIPRO LTD SPON ADR 1 SH 97651M109 12 926 SH   DFND 1 0 926 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,739 138,100 SH   DFND 3 0 0 138,100
WISCONSIN ENERGY CORP COM 976657106 80,365 1,944,008 SH   SOLE   1,641,073 0 302,935
WISCONSIN ENERGY CORP COM 976657106 32,709 791,219 SH   DFND 1 0 791,219 0
WISCONSIN ENERGY CORP COM 976657106 917 22,170 SH   DFND 3 0 22,170 0
WISDOMTREE INVTS INC COM 97717P104 227,330 12,836,250 SH   SOLE   8,433,149 0 4,403,101
WISDOMTREE INVTS INC COM 97717P104 19,098 1,078,360 SH   DFND 1 0 1,078,360 0
WISDOMTREE INVTS INC COM 97717P104 1,445 81,610 SH   DFND 3 0 32,485 49,125
WISDOMTREE INVTS INC COM 97717P104 23,833 1,345,750 SH   DFND 2 0 1,169,320 176,430
WISDOMTREE TR INDIA ERNGS FD 97717W422 6,502 372,820 SH   SOLE   303,480 0 69,340
WISDOMTREE TR JAPN HEDGE EQT 97717W851 19,073 375,154 SH   SOLE   375,154 0 0
WOLVERINE WORLD WIDE INC COM 978097103 9,287 273,480 SH   SOLE   148,660 0 124,820
WOLVERINE WORLD WIDE INC COM 978097103 4,780 140,748 SH   DFND 1 0 140,748 0
WOODWARD INC COM 980745103 1,934 42,399 SH   SOLE   42,399 0 0
WORLD ACCEP CORP DEL COM 981419104 1,625 18,566 SH   SOLE   18,566 0 0
WORLD ACCEP CORP DEL COM 981419104 10 110 SH   DFND 1 0 110 0
WORLD PT TERMS LP UNIT REP LTD PT 98159G107 1,653 85,700 SH   SOLE   85,700 0 0
WORTHINGTON INDS INC COM 981811102 6,191 147,130 SH   SOLE   96,450 0 50,680
WORTHINGTON INDS INC COM 981811102 2,404 57,119 SH   DFND 1 0 57,119 0
WYNDHAM WORLDWIDECORP COM 98310W108 720,337 9,775,229 SH   SOLE   7,456,038 0 2,319,191
WYNDHAM WORLDWIDECORP COM 98310W108 34,842 472,813 SH   DFND 1 0 472,813 0
WYNDHAM WORLDWIDECORP COM 98310W108 5,626 76,349 SH   DFND 3 0 55,634 20,715
WYNDHAM WORLDWIDECORP COM 98310W108 7,154 97,085 SH   DFND 2 0 0 97,085
WYNN RESORTS LTD COM 983134107 242,183 1,247,017 SH   SOLE   701,674 0 545,343
WYNN RESORTS LTD COM 983134107 19,390 99,838 SH   DFND 1 0 99,838 0
XO GROUP INC COM 983772104 1,674 112,620 SH   SOLE   112,620 0 0
XO GROUP INC COM 983772104 14 960 SH   DFND 1 0 960 0
XPO LOGISTICS INC COM 983793100 1,826 69,475 SH   SOLE   45,650 0 23,825
XPO LOGISTICS INC COM 983793100 679 25,840 SH   DFND 1 0 25,840 0
XPO LOGISTICS INC COM 983793100 357 13,578 SH   DFND 2 0 13,578 0
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 21,214 12,679,000 PRN   SOLE   12,574,000 0 105,000
XPO LOGISTICS INC NOTE 4.500%10/0 983793AA8 218 130,000 PRN   DFND 1 0 130,000 0
XCEL ENERGY INC COM 98389B100 444,358 15,904,003 SH   SOLE   5,001,273 0 10,902,730
XCEL ENERGY INC COM 98389B100 4,568 163,483 SH   DFND 1 0 163,483 0
XCEL ENERGY INC COM 98389B100 9,074 324,752 SH   DFND 3 0 224,552 100,200
XCEL ENERGY INC COM 98389B100 4,423 158,300 SH   DFND 2 0 150,300 8,000
XILINX INC COM 983919101 351,209 7,648,277 SH   SOLE   4,536,324 0 3,111,953
XILINX INC COM 983919101 7,692 167,517 SH   DFND 1 0 167,517 0
XILINX INC NOTE 2.625% 6/1 983919AF8 558 350,000 PRN   SOLE   95,000 0 255,000
XILINX INC NOTE 2.625% 6/1 983919AF8 518 325,000 PRN   DFND 1 0 325,000 0
XENITH BANKSHARESINC COM 98410X105 5,665 961,757 SH   SOLE   961,757 0 0
XENOPORT INC COM 98411C100 33,513 5,828,398 SH   SOLE   5,199,409 0 628,989
XENOPORT INC COM 98411C100 4,502 783,036 SH   DFND 1 0 783,036 0
XENOPORT INC COM 98411C100 339 58,900 SH   DFND 2 0 58,900 0
XEROX CORP COM 984121103 186,357 15,312,856 SH   SOLE   10,808,840 0 4,504,016
XEROX CORP COM 984121103 2,820 231,700 SH   DFND 1 0 231,700 0
XEROX CORP COM 984121103 10,712 880,200 SH   DFND 3 0 0 880,200
XEROX CORP COM 984121103 36,543 3,002,700 SH   DFND 2 0 2,507,300 495,400
XERIUM TECHNOLOGIES INC COM NEW 98416J118 529 32,050 SH   SOLE   32,050 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 6 340 SH   DFND 1 0 340 0
XUEDA ED GROUP SPONSORED ADR 98418W109 5,337 870,622 SH   SOLE   870,622 0 0
XOMA CORP DEL COM 98419J107 3,462 514,363 SH   SOLE   514,363 0 0
XOMA CORP DEL COM 98419J107 896 133,063 SH   DFND 1 0 133,063 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 49,479 1,501,195 SH   SOLE   903,673 0 597,522
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 14,677 445,294 SH   DFND 1 0 445,294 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 12,783 387,826 SH   DFND 3 0 105,447 282,379
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 6,358 192,900 SH   DFND 2 0 192,900 0
YADKIN FINL CORP COM 984305102 23,160 1,359,181 SH   SOLE   1,359,181 0 0
YAHOO INC COM 984332106 778,768 19,257,370 SH   SOLE   13,164,664 0 6,092,706
YAHOO INC COM 984332106 43,376 1,072,595 SH   DFND 1 0 1,072,595 0
YAHOO INC COM 984332106 15,144 374,486 SH   DFND 3 0 215,334 159,152
YAHOO INC COM 984332106 25,247 624,320 SH   DFND 2 0 370,805 253,515
YAMANA GOLD INC COM 98462Y100 1,854 215,091 SH   SOLE   180,147 0 34,944
YAMANA GOLD INC COM 98462Y100 7,993 927,153 SH   DFND 1 0 927,153 0
YELP INC CL A 985817105 59,731 866,294 SH   SOLE   729,479 0 136,815
YELP INC CL A 985817105 6,314 91,568 SH   DFND 1 0 91,568 0
YELP INC CL A 985817105 1,057 15,326 SH   DFND 3 0 15,326 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 5,229 172,568 SH   SOLE   172,568 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 1,678 55,380 SH   DFND 1 0 55,380 0
YUM BRANDS INC COM 988498101 123,825 1,637,684 SH   SOLE   898,220 0 739,464
YUM BRANDS INC COM 988498101 11,507 152,190 SH   DFND 1 0 152,190 0
YUM BRANDS INC COM 988498101 32,149 425,200 SH   DFND 2 0 351,800 73,400
ZALE CORP NEW COM 988858106 8,964 568,400 SH   SOLE   310,240 0 258,160
ZALE CORP NEW COM 988858106 4,533 287,425 SH   DFND 1 0 287,425 0
ZAIS FINL CORP COM 98886K108 2,820 175,900 SH   DFND 1 0 175,900 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 53,453 988,401 SH   SOLE   689,001 0 299,400
ZEBRA TECHNOLOGIES CORP CL A 989207105 8,640 159,760 SH   DFND 1 0 159,760 0
ZEP INC COM 98944B108 41,393 2,279,357 SH   SOLE   1,398,182 0 881,175
ZEP INC COM 98944B108 7,817 430,471 SH   DFND 1 0 430,471 0
ZILLOW INC CL A 98954A107 190,039 2,325,205 SH   SOLE   1,753,882 0 571,323
ZILLOW INC CL A 98954A107 10,317 126,232 SH   DFND 1 0 126,232 0
ZILLOW INC CL A 98954A107 1,793 21,944 SH   DFND 3 0 5,320 16,624
ZIMMER HLDGS INC COM 98956P102 437,468 4,694,368 SH   SOLE   1,411,895 0 3,282,473
ZIMMER HLDGS INC COM 98956P102 11,703 125,587 SH   DFND 1 0 125,587 0
ZIMMER HLDGS INC COM 98956P102 2,567 27,550 SH   DFND 2 0 4,750 22,800
ZIONS BANCORPORATION COM 989701107 433,511 14,469,667 SH   SOLE   12,406,453 0 2,063,214
ZIONS BANCORPORATION COM 989701107 7,235 241,502 SH   DFND 1 0 241,502 0
ZIX CORP COM 98974P100 12,199 2,675,200 SH   SOLE   649,300 0 2,025,900
ZIX CORP COM 98974P100 7,695 1,687,512 SH   DFND 1 0 1,687,512 0
ZOGENIX INC COM 98978L105 2,916 847,780 SH   SOLE   847,780 0 0
ZOETIS INC CL A 98978V103 882,734 27,003,187 SH   SOLE   6,612,107 13,577 20,377,503
ZOETIS INC CL A 98978V103 13,448 411,369 SH   DFND 1 0 411,369 0
ZOETIS INC CL A 98978V103 11,362 347,579 SH   DFND 3 0 0 347,579
ZOETIS INC CL A 98978V103 49,600 1,517,285 SH   DFND 2 0 1,314,685 202,600
ZYGO CORP COM 989855101 4,916 332,638 SH   SOLE   81,594 0 251,044
ZYGO CORP COM 989855101 2,811 190,160 SH   DFND 1 0 190,160 0
ZYNGA INC CL A 98986T108 4,424 1,164,200 SH   SOLE   1,164,200 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 743 15,550 SH   SOLE   13,033 0 2,517
DEUTSCHE BANK AG NAMEN AKT D18190898 1,230 25,734 SH   DFND 1 0 25,734 0
ACTAVIS PLC SHS G0083B108 854,014 5,083,414 SH   SOLE   2,760,768 0 2,322,646
ACTAVIS PLC SHS G0083B108 43,644 259,787 SH   DFND 1 0 259,787 0
ACTAVIS PLC SHS G0083B108 16,897 100,578 SH   DFND 3 0 73,582 26,996
ACTAVIS PLC SHS G0083B108 7,542 44,895 SH   DFND 2 0 900 43,995
AIRCASTLE LTD COM G0129K104 11,291 589,310 SH   SOLE   540,100 0 49,210
AIRCASTLE LTD COM G0129K104 4,243 221,452 SH   DFND 1 0 221,452 0
ALKERMES PLC SHS G01767105 681,014 16,749,000 SH   SOLE   9,089,685 0 7,659,315
ALKERMES PLC SHS G01767105 47,794 1,175,447 SH   DFND 1 0 1,175,447 0
ALKERMES PLC SHS G01767105 9,347 229,880 SH   DFND 3 0 151,137 78,743
ALKERMES PLC SHS G01767105 36,659 901,591 SH   DFND 2 0 684,050 217,541
AMDOCS LTD ORD G02602103 6,407 155,368 SH   SOLE   155,368 0 0
AMDOCS LTD ORD G02602103 50 1,205 SH   DFND 1 0 1,205 0
AON PLC SHS CL A G0408V102 135,776 1,618,504 SH   SOLE   1,038,159 0 580,345
AON PLC SHS CL A G0408V102 8,007 95,444 SH   DFND 1 0 95,444 0
AON PLC SHS CL A G0408V102 6,148 73,285 SH   DFND 3 0 30,235 43,050
AON PLC SHS CL A G0408V102 22,514 268,375 SH   DFND 2 0 171,540 96,835
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 525 43,295 SH   SOLE   36,502 0 6,793
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2 201 SH   DFND 1 0 201 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 65,650 1,412,124 SH   SOLE   1,182,557 0 229,567
ARGO GROUP INTL HLDGS LTD COM G0464B107 12,999 279,608 SH   DFND 1 0 279,608 0
APCO OIL & GAS INTERNATIONAL SHS G0471F109 2,712 173,973 SH   SOLE   133,273 0 40,700
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 455 11,025 SH   SOLE   11,025 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 46 1,104 SH   DFND 1 0 1,104 0
ASSURED GUARANTY LTD COM G0585R106 267,966 11,359,300 SH   SOLE   9,711,826 0 1,647,474
ASSURED GUARANTY LTD COM G0585R106 14,058 595,948 SH   DFND 1 0 595,948 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 505 10,608 SH   SOLE   10,608 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 15,001 554,360 SH   SOLE   514,590 0 39,770
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 5 181 SH   DFND 1 0 181 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,865,821 22,693,037 SH   SOLE   6,700,552 15,040 15,977,445
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 26,581 323,289 SH   DFND 1 0 323,289 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 27,747 337,468 SH   DFND 3 0 58,996 278,472
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 110,502 1,343,978 SH   DFND 2 0 1,047,210 296,768
BUNGE LIMITED COM G16962105 188,066 2,290,420 SH   SOLE   503,855 0 1,786,565
BUNGE LIMITED COM G16962105 41,161 501,286 SH   DFND 1 0 501,286 0
COVIDIEN PLC SHS G2554F113 1,218,011 17,885,618 SH   SOLE   7,699,686 0 10,185,932
COVIDIEN PLC SHS G2554F113 36,387 534,314 SH   DFND 1 0 532,314 2,000
COVIDIEN PLC SHS G2554F113 10,188 149,605 SH   DFND 3 0 81,145 68,460
COVIDIEN PLC SHS G2554F113 30,185 443,251 SH   DFND 2 0 205,240 238,011
DELPHI AUTOMOTIVEPLC SHS G27823106 583 9,699 SH   SOLE   9,699 0 0
EATON CORP PLC SHS G29183103 2,077,112 27,287,334 SH   SOLE   7,654,730 8,430 19,624,174
EATON CORP PLC SHS G29183103 23,308 306,198 SH   DFND 1 0 306,198 0
EATON CORP PLC SHS G29183103 17,184 225,755 SH   DFND 3 0 37,540 188,215
EATON CORP PLC SHS G29183103 14,478 190,200 SH   DFND 2 0 126,310 63,890
ENSTAR GROUP LIMITED SHS G3075P101 1,486 10,700 SH   SOLE   10,700 0 0
ENSTAR GROUP LIMITED SHS G3075P101 14 104 SH   DFND 1 0 104 0
ENSCO PLC SHS CLASS A G3157S106 159,724 2,793,348 SH   SOLE   49,672 0 2,743,676
ENSCO PLC SHS CLASS A G3157S106 33,598 587,580 SH   DFND 1 0 587,580 0
ESSENT GROUP LTD COM G3198U102 126,432 5,254,858 SH   SOLE   5,254,858 0 0
EVEREST RE GROUP LTD COM G3223R108 2,856 18,326 SH   SOLE   18,326 0 0
EVEREST RE GROUP LTD COM G3223R108 358 2,296 SH   DFND 1 0 2,296 0
EVEREST RE GROUP LTD COM G3223R108 695 4,459 SH   DFND 3 0 4,459 0
FLEETMATICS GROUPPLC COM G35569105 196,706 4,548,122 SH   SOLE   3,779,836 0 768,286
FLEETMATICS GROUPPLC COM G35569105 10,794 249,574 SH   DFND 1 0 249,574 0
GENPACT LIMITED SHS G3922B107 475,380 25,878,051 SH   SOLE   19,897,165 0 5,980,886
GENPACT LIMITED SHS G3922B107 24,482 1,332,697 SH   DFND 1 0 1,332,697 0
GENPACT LIMITED SHS G3922B107 5,132 279,367 SH   DFND 3 0 237,342 42,025
GENPACT LIMITED SHS G3922B107 4,876 265,415 SH   DFND 2 0 231,990 33,425
GLOBAL SOURCES LTD ORD G39300101 570 70,164 SH   SOLE   70,164 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 4,017 119,159 SH   SOLE   119,159 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 31 919 SH   DFND 1 0 919 0
HELEN OF TROY CORP LTD COM G4388N106 81,468 1,645,482 SH   SOLE   1,095,936 0 549,546
HELEN OF TROY CORP LTD COM G4388N106 13,932 281,393 SH   DFND 1 0 281,393 0
HERBALIFE LTD COM USD SHS G4412G101 657 8,354 SH   SOLE   8,354 0 0
HERBALIFE LTD COM USD SHS G4412G101 71 906 SH   DFND 1 0 906 0
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 4,910 259,369 SH   SOLE   46,400 0 212,969
HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 363 19,200 SH   DFND 1 0 19,200 0
ICON PLC SHS G4705A100 56,364 1,394,808 SH   SOLE   987,308 0 407,500
ICON PLC SHS G4705A100 9,030 223,462 SH   DFND 1 0 223,462 0
INGERSOLL-RAND PLC SHS G47791101 92,224 1,497,145 SH   SOLE   1,445,481 0 51,664
INGERSOLL-RAND PLC SHS G47791101 517 8,386 SH   DFND 1 0 8,386 0
INGERSOLL-RAND PLC SHS G47791101 28 455 SH   DFND 2 0 455 0
INVESCO LTD SHS G491BT108 204,876 5,628,471 SH   SOLE   3,410,554 0 2,217,917
INVESCO LTD SHS G491BT108 12,520 343,961 SH   DFND 1 0 343,961 0
INVESCO LTD SHS G491BT108 1,460 40,100 SH   DFND 3 0 40,100 0
INVESCO LTD SHS G491BT108 21,734 597,082 SH   DFND 2 0 463,500 133,582
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 15,154 119,739 SH   SOLE   119,739 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,068 32,139 SH   DFND 1 0 32,139 0
KOFAX LTD COM USD G5307C105 3,053 410,333 SH   SOLE   410,333 0 0
LAZARD LTD SHS A G54050102 90,035 1,986,645 SH   SOLE   1,986,645 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,730 53,149 SH   SOLE   51,079 0 2,070
LIBERTY GLOBAL PLC SHS CL A G5480U104 901 10,130 SH   DFND 1 0 10,130 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 10,265 121,740 SH   SOLE   121,740 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 61,553 729,990 SH   DFND 1 0 729,990 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,004 91,900 SH   SOLE   91,900 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 11 1,012 SH   DFND 1 0 1,012 0
MALLINCKRODT PUB LTD CO SHS G5785G107 27,281 522,027 SH   SOLE   21,702 0 500,325
MICHAEL KORS HLDGS LTD SHS G60754101 88,592 1,091,166 SH   SOLE   694,506 0 396,660
MICHAEL KORS HLDGS LTD SHS G60754101 13,860 170,710 SH   DFND 1 0 170,710 0
MONTAGE TECHNOLOGY GROUP LTD SHS G6209T105 10,477 642,370 SH   SOLE   563,170 0 79,200
MONTAGE TECHNOLOGY GROUP LTD SHS G6209T105 1,161 71,155 SH   DFND 1 0 71,155 0
MONTAGE TECHNOLOGY GROUP LTD SHS G6209T105 687 42,100 SH   DFND 3 0 12,300 29,800
MONTAGE TECHNOLOGY GROUP LTD SHS G6209T105 2,596 159,185 SH   DFND 2 0 156,720 2,465
MONTPELIER RE HOLDINGS LTD SHS G62185106 3,300 113,400 SH   SOLE   113,400 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 12 401 SH   DFND 1 0 401 0
NABORS INDUSTRIESLTD SHS G6359F103 253 14,884 SH   SOLE   6,037 0 8,847
NABORS INDUSTRIESLTD SHS G6359F103 988 58,162 SH   DFND 1 0 58,162 0
NOBLE CORP PLC SHS USD G65431101 251 6,689 SH   SOLE   2,628 0 4,061
NOBLE CORP PLC SHS USD G65431101 5,301 141,485 SH   DFND 1 0 141,485 0
HOME LN SERVICINGSOLUTIONS ORD SHS G6648D109 4,402 191,660 SH   SOLE   191,660 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 85,423 2,408,329 SH   SOLE   2,120,849 0 287,480
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 6,624 186,755 SH   DFND 1 0 186,755 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 3,234 91,165 SH   DFND 3 0 42,880 48,285
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 6,162 173,735 SH   DFND 2 0 173,735 0
ONEBEACON INSURANCE GROUP LT CL A G67742109 14,646 925,800 SH   SOLE   726,390 0 199,410
ONEBEACON INSURANCE GROUP LT CL A G67742109 3,371 213,060 SH   DFND 1 0 213,060 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 42,185 688,396 SH   SOLE   472,678 0 215,718
PLATINUM UNDERWRITER HLDGS L COM G7127P100 6,711 109,517 SH   DFND 1 0 109,517 0
PROTHENA CORP PLC SHS G72800108 34,830 1,313,337 SH   SOLE   386,971 0 926,366
PROTHENA CORP PLC SHS G72800108 1,677 63,245 SH   DFND 1 0 63,245 0
PROTHENA CORP PLC SHS G72800108 973 36,705 SH   DFND 3 0 26,216 10,489
PROTHENA CORP PLC SHS G72800108 169 6,356 SH   DFND 2 0 6,356 0
SEADRILL LIMITED SHS G7945E105 1,516 37,043 SH   SOLE   9,735 0 27,308
SEADRILL LIMITED SHS G7945E105 2,347 57,123 SH   DFND 1 0 57,123 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 667 11,878 SH   SOLE   4,198 0 7,680
SEAGATE TECHNOLOGY PLC SHS G7945M107 668 11,886 SH   DFND 1 0 11,886 0
UTI WORLDWIDE INC ORD G87210103 43,267 2,463,980 SH   SOLE   1,744,680 0 719,300
UTI WORLDWIDE INC ORD G87210103 7,001 398,711 SH   DFND 1 0 398,711 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 3,883 96,540 SH   SOLE   96,540 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 370 9,187 SH   SOLE   9,187 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 41 1,026 SH   DFND 1 0 1,026 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 2,837 1,541,795 SH   SOLE   1,541,795 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 3,996 2,171,653 SH   DFND 1 0 2,171,653 0
WHITE MTNS INS GROUP LTD COM G9618E107 10,287 17,057 SH   SOLE   17,057 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 751 1,245 SH   DFND 1 0 1,245 0
XL GROUP PLC SHS G98290102 495,708 15,568,720 SH   SOLE   8,234,222 25,600 7,308,898
XL GROUP PLC SHS G98290102 25,468 799,890 SH   DFND 1 0 799,890 0
XL GROUP PLC SHS G98290102 13,995 439,552 SH   DFND 3 0 317,027 122,525
XL GROUP PLC SHS G98290102 21,768 683,675 SH   DFND 2 0 465,375 218,300
ACE LTD SHS H0023R105 2,547,248 24,603,962 SH   SOLE   7,714,645 21,800 16,867,517
ACE LTD SHS H0023R105 16,506 159,435 SH   DFND 1 0 159,435 0
ACE LTD SHS H0023R105 48,307 466,595 SH   DFND 3 0 173,030 293,565
ACE LTD SHS H0023R105 6,678 64,500 SH   DFND 2 0 60,500 4,000
ALLIED WRLD ASSURCOM HLDG A SHS H01531104 1,848 16,379 SH   SOLE   16,379 0 0
ALLIED WRLD ASSURCOM HLDG A SHS H01531104 1,177 10,437 SH   DFND 3 0 10,437 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 280 18,088 SH   SOLE   7,417 0 10,671
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,063 68,654 SH   DFND 1 0 68,654 0
GARMIN LTD SHS H2906T109 108 2,334 SH   SOLE   2,334 0 0
GARMIN LTD SHS H2906T109 696 15,055 SH   DFND 1 0 15,055 0
PENTAIR LTD SHS H6169Q108 261,229 3,363,313 SH   SOLE   932,262 0 2,431,051
PENTAIR LTD SHS H6169Q108 9,616 123,804 SH   DFND 1 0 123,804 0
PENTAIR LTD SHS H6169Q108 5,920 76,217 SH   DFND 3 0 40,583 35,634
PENTAIR LTD SHS H6169Q108 12,998 167,350 SH   DFND 2 0 98,295 69,055
TE CONNECTIVITY LTD REG SHS H84989104 528 9,572 SH   SOLE   9,572 0 0
TRANSOCEAN LTD REG SHS H8817H100 7,917 160,228 SH   SOLE   155,285 0 4,943
TRANSOCEAN LTD REG SHS H8817H100 2,468 50,040 SH   DFND 1 0 50,040 0
TYCO INTERNATIONAL LTD SHS H89128104 78,291 1,907,665 SH   SOLE   1,004,898 0 902,767
TYCO INTERNATIONAL LTD SHS H89128104 4,000 97,467 SH   DFND 1 0 97,467 0
UBS AG SHS NEW H89231338 542,538 28,327,426 SH   SOLE   11,711,614 55,700 16,560,112
UBS AG SHS NEW H89231338 37,374 1,962,586 SH   DFND 1 0 1,942,486 20,100
UBS AG SHS NEW H89231338 19,415 1,019,984 SH   DFND 3 0 226,432 793,552
UBS AG SHS NEW H89231338 28,435 1,493,522 SH   DFND 2 0 1,401,342 92,180
ADECOAGRO S A COM L00849106 37,240 4,603,215 SH   SOLE   4,449,890 0 153,325
ADECOAGRO S A COM L00849106 9,669 1,195,125 SH   DFND 1 0 1,195,125 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 34,510 217,549 SH   SOLE   217,549 0 0
INTELSAT S A COM L5140P101 85,897 3,810,876 SH   SOLE   3,499,184 0 311,692
INTELSAT S A COM L5140P101 4,596 203,908 SH   DFND 1 0 203,908 0
INTELSAT S A COM L5140P101 1,798 79,764 SH   DFND 3 0 79,764 0
INTELSAT S A MAN CONV JR PFD L5140P119 10,579 180,835 SH   SOLE   137,861 0 42,974
INTELSAT S A MAN CONV JR PFD L5140P119 902 15,417 SH   DFND 1 0 15,417 0
INTELSAT S A MAN CONV JR PFD L5140P119 476 8,132 SH   DFND 3 0 8,132 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 3,974 346,765 SH   SOLE   346,765 0 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 2,940 256,575 SH   DFND 1 0 256,575 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 457,638 7,092,959 SH   SOLE   2,904,281 0 4,188,678
CHECK POINT SOFTWARE TECH LT ORD M22465104 17,097 264,982 SH   DFND 1 0 264,982 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 847 13,120 SH   DFND 3 0 13,120 0
CIMATRON LTD ORD M23798107 8,540 945,761 SH   DFND 1 0 945,761 0
ELBIT SYS LTD ORD M3760D101 137 2,273 SH   SOLE   2,273 0 0
ELBIT SYS LTD ORD M3760D101 63 1,041 SH   DFND 1 0 1,041 0
EVOGENE LTD SHS M4119S104 1,136 57,839 SH   SOLE   31,824 0 26,015
EVOGENE LTD SHS M4119S104 4,541 231,183 SH   DFND 1 0 231,183 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 1,354 55,000 SH   SOLE   14,400 0 40,600
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 982 39,900 SH   DFND 1 0 39,900 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 391 15,900 SH   DFND 3 0 15,900 0
MAGICJACK VOCALTEC LTD SHS M6787E101 647 54,300 SH   SOLE   54,300 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 6 499 SH   DFND 1 0 499 0
ORBOTECH LTD ORD M75253100 7,481 553,315 SH   SOLE   425,115 0 128,200
ORBOTECH LTD ORD M75253100 825 61,040 SH   DFND 1 0 61,040 0
SILICOM LTD ORD M84116108 9,284 203,058 SH   DFND 1 0 203,058 0
STRATASYS LTD SHS M85548101 30,514 226,532 SH   SOLE   198,687 0 27,845
STRATASYS LTD SHS M85548101 6,466 48,000 SH   DFND 1 0 48,000 0
STRATASYS LTD SHS M85548101 339 2,516 SH   DFND 2 0 0 2,516
WIX COM LTD SHS M98068105 24,572 915,145 SH   SOLE   827,801 0 87,344
WIX COM LTD SHS M98068105 721 26,870 SH   DFND 1 0 26,870 0
AERCAP HOLDINGS NV SHS N00985106 345,298 9,003,872 SH   SOLE   6,293,993 0 2,709,879
AERCAP HOLDINGS NV SHS N00985106 34,654 903,621 SH   DFND 1 0 903,621 0
AERCAP HOLDINGS NV SHS N00985106 4,662 121,552 SH   DFND 3 0 80,172 41,380
AERCAP HOLDINGS NV SHS N00985106 8,577 223,650 SH   DFND 2 0 223,650 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 161,503 1,723,615 SH   SOLE   336,321 0 1,387,294
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,349 46,410 SH   DFND 1 0 45,310 1,100
ASML HOLDING N V N Y REGISTRY SHS N07059210 700 7,470 SH   DFND 3 0 5,438 2,032
ASML HOLDING N V N Y REGISTRY SHS N07059210 3,454 36,865 SH   DFND 2 0 0 36,865
AVG TECHNOLOGIES N V SHS N07831105 1,926 111,900 SH   SOLE   111,900 0 0
AVG TECHNOLOGIES N V SHS N07831105 6 361 SH   DFND 1 0 361 0
CNH INDL N V SHS N20944109 139,172 12,190,503 SH   SOLE   1,237,687 0 10,952,816
CNH INDL N V SHS N20944109 2,067 181,051 SH   DFND 1 0 181,051 0
CONSTELLIUM HOLDCO B V CL A N22035104 38,540 1,656,218 SH   SOLE   1,230,098 0 426,120
CONSTELLIUM HOLDCO B V CL A N22035104 8,968 385,407 SH   DFND 1 0 385,407 0
CONSTELLIUM HOLDCO B V CL A N22035104 3,106 133,465 SH   DFND 3 0 91,915 41,550
CONSTELLIUM HOLDCO B V CL A N22035104 5,268 226,395 SH   DFND 2 0 226,395 0
CORE LABORATORIESN V COM N22717107 2,496 13,069 SH   SOLE   5,869 0 7,200
CORE LABORATORIESN V COM N22717107 64 337 SH   DFND 1 0 337 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 194,253 2,419,694 SH   SOLE   760,992 0 1,658,702
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 13,314 165,840 SH   DFND 1 0 165,840 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,606 44,920 SH   DFND 3 0 16,635 28,285
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 14,272 177,780 SH   DFND 2 0 120,545 57,235
NIELSEN HOLDINGS N V COM N63218106 308,448 6,721,463 SH   SOLE   4,295,342 0 2,426,121
NIELSEN HOLDINGS N V COM N63218106 25,537 556,474 SH   DFND 1 0 556,474 0
NIELSEN HOLDINGS N V COM N63218106 3,606 78,570 SH   DFND 3 0 39,250 39,320
NIELSEN HOLDINGS N V COM N63218106 47,865 1,043,036 SH   DFND 2 0 826,685 216,351
NXP SEMICONDUCTORS N V COM N6596X109 1,184,461 25,788,388 SH   SOLE   16,753,650 0 9,034,738
NXP SEMICONDUCTORS N V COM N6596X109 55,116 1,199,995 SH   DFND 1 0 1,193,295 6,700
NXP SEMICONDUCTORS N V COM N6596X109 12,906 280,984 SH   DFND 3 0 160,444 120,540
NXP SEMICONDUCTORS N V COM N6596X109 76,534 1,666,310 SH   DFND 2 0 1,458,800 207,510
ORTHOFIX INTL N V COM N6748L102 22,740 996,493 SH   SOLE   783,415 0 213,078
ORTHOFIX INTL N V COM N6748L102 3,271 143,336 SH   DFND 1 0 143,336 0
TORNIER N V SHS N87237108 14,352 763,821 SH   SOLE   602,490 0 161,331
TORNIER N V SHS N87237108 1,026 54,605 SH   DFND 1 0 54,605 0
VISTAPRINT N V SHS N93540107 3,059 53,800 SH   SOLE   53,800 0 0
VISTAPRINT N V SHS N93540107 18 311 SH   DFND 1 0 311 0
YANDEX N V SHS CLASS A N97284108 54,083 1,253,369 SH   SOLE   899,051 0 354,318
YANDEX N V SHS CLASS A N97284108 35,664 826,506 SH   DFND 1 0 826,506 0
YANDEX N V SHS CLASS A N97284108 793 18,368 SH   DFND 3 0 0 18,368
YANDEX N V SHS CLASS A N97284108 18,284 423,736 SH   DFND 2 0 309,134 114,602
COPA HOLDINGS SA CL A P31076105 66,775 417,055 SH   SOLE   350,105 0 66,950
COPA HOLDINGS SA CL A P31076105 8,169 51,021 SH   DFND 1 0 50,421 600
COPA HOLDINGS SA CL A P31076105 1,093 6,825 SH   DFND 3 0 6,825 0
SINOVAC BIOTECH LTD SHS P8696W104 20,697 3,381,864 SH   SOLE   2,925,644 0 456,220
SINOVAC BIOTECH LTD SHS P8696W104 3,100 506,609 SH   DFND 1 0 506,609 0
STEINER LEISURE LTD ORD P8744Y102 2,601 52,878 SH   SOLE   26,370 0 26,508
STEINER LEISURE LTD ORD P8744Y102 1,088 22,122 SH   DFND 1 0 22,122 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 366,323 6,926,133 SH   SOLE   1,785,049 0 5,141,084
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,961 74,900 SH   DFND 1 0 74,900 0
OCEAN RIG UDW INC SHS Y64354205 16,547 859,579 SH   SOLE   712,079 0 147,500
OCEAN RIG UDW INC SHS Y64354205 666 34,600 SH   DFND 1 0 34,600 0
SCORPIO TANKERS INC SHS Y7542C106 105,124 8,916,403 SH   SOLE   6,494,503 0 2,421,900
SCORPIO TANKERS INC SHS Y7542C106 61,612 5,225,826 SH   DFND 1 0 5,225,826 0
SCORPIO BULKERS INC SHS Y7546A106 669 66,530 SH   SOLE   66,530 0 0