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
1ST SOURCE CORP COM 336901103 6,920 224,660 SH   DFND 1,5 0 0 224,660
2U INC COM 90214J101 147,373 4,105,101 SH   DFND 1,5 1,100 0 4,104,001
2U INC COM 90214J101 276 7,700 SH   DFND 6 7,700 0 0
2U INC COM 90214J101 15,849 441,478 SH   DFND 11 441,478 0 0
3-D SYS CORP DEL COM NEW 88554D205 996 86,200 SH   DFND 1,5 0 0 86,200
3M CO COM 88579Y101 1,199,726 8,462,485 SH   DFND 1,5 876,598 0 7,585,887
3M CO COM 88579Y101 29,730 209,708 SH   DFND 2 209,708 0 0
3M CO COM 88579Y101 15,478 109,175 SH   DFND 3 109,175 0 0
500 COM LTD SPON ADR REP A 33829R100 19,981 1,231,852 SH   DFND 1,9 0 0 1,231,852
51JOB INC SP ADR REP COM 316827104 17,852 651,531 SH   DFND 1,5 8,900 0 642,631
58 COM INC SPON ADR REP A 31680Q104 207,311 4,406,191 SH   DFND 1,5 93,362 0 4,312,829
58 COM INC SPON ADR REP A 31680Q104 93,164 1,980,114 SH   DFND 1,9 0 0 1,980,114
58 COM INC SPON ADR REP A 31680Q104 4,150 88,200 SH   DFND 6 64,000 0 24,200
58 COM INC SPON ADR REP A 31680Q104 2,258 48,000 SH   DFND 7 48,000 0 0
8X8 INC NEW COM 282914100 18,156 2,195,377 SH   DFND 1,5 1,800 0 2,193,577
8X8 INC NEW COM 282914100 10,704 1,294,300 SH   DFND 1,9 0 0 1,294,300
AAR CORP COM 000361105 4,657 245,500 SH   DFND 1,5 18,900 0 226,600
AARONS INC COM PAR $0.50 002535300 336,466 9,317,810 SH   DFND 1,5 38,900 0 9,278,910
ABB LTD SPONSORED ADR 000375204 1,909 108,060 SH   DFND 3 108,060 0 0
ABBOTT LABS COM 002824100 346,541 8,616,139 SH   DFND 1,5 205,372 0 8,410,767
ABBOTT LABS COM 002824100 20,122 500,297 SH   DFND 2 500,297 0 0
ABBOTT LABS COM 002824100 12,917 321,161 SH   DFND 3 321,161 0 0
ABBOTT LABS COM 002824100 2,069 51,442 SH   DFND 6 51,442 0 0
ABBOTT LABS COM 002824100 10,838 269,470 SH   DFND 7 0 0 269,470
ABBVIE INC COM 00287Y109 2,107,614 38,735,778 SH   DFND 1,5 548,444 0 38,187,334
ABBVIE INC COM 00287Y109 30,232 555,627 SH   DFND 2 555,627 0 0
ABBVIE INC COM 00287Y109 15,450 283,958 SH   DFND 3 283,958 0 0
ABBVIE INC COM 00287Y109 8,713 160,140 SH   DFND 6 128,470 0 31,670
ABBVIE INC COM 00287Y109 6,439 118,349 SH   DFND 7 29,080 0 89,269
ABERCROMBIE & FITCH CO CL A 002896207 174,190 8,220,394 SH   DFND 1,5 687,323 0 7,533,071
ABRAXAS PETE CORP COM 003830106 511 399,600 SH   DFND 1,5 0 0 399,600
ACACIA RESH CORP ACACIA TCH COM 003881307 54,534 6,005,944 SH   DFND 1,5 219,149 0 5,786,795
ACACIA RESH CORP ACACIA TCH COM 003881307 1,423 156,698 SH   DFND 6 156,698 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 15,325 231,250 SH   DFND 1,5 13,550 0 217,700
ACADIA PHARMACEUTICALS INC COM 004225108 499,596 15,107,227 SH   DFND 1,5 869,114 0 14,238,113
ACADIA RLTY TR COM SH BEN INT 004239109 247,522 8,231,517 SH   DFND 1,5 2,739,324 0 5,492,193
ACCELERON PHARMA INC COM 00434H108 123,476 4,958,861 SH   DFND 1,5 3,100 0 4,955,761
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 252,951 2,574,305 SH   DFND 1,5 160,995 0 2,413,310
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 20,586 209,504 SH   DFND 2 209,504 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,065 143,138 SH   DFND 3 143,138 0 0
ACCESS NATL CORP COM 004337101 217 10,676 SH   DFND 3 10,676 0 0
ACE LTD SHS H0023R105 1,558,504 15,072,573 SH   DFND 1,5 387,279 0 14,685,294
ACE LTD SHS H0023R105 11,239 108,692 SH   DFND 2 108,692 0 0
ACE LTD SHS H0023R105 16,173 156,411 SH   DFND 3 156,411 0 0
ACE LTD SHS H0023R105 14,480 140,038 SH   DFND 6 113,438 0 26,600
ACE LTD SHS H0023R105 19,052 184,259 SH   DFND 7 98,305 0 85,954
ACELRX PHARMACEUTICALS INC COM 00444T100 3,045 998,314 SH   DFND 1,5 0 0 998,314
ACETO CORP COM 004446100 48,372 1,762,200 SH   DFND 1,5 0 0 1,762,200
ACHAOGEN INC COM 004449104 15,152 2,630,497 SH   DFND 1,5 16,300 0 2,614,197
ACHAOGEN INC COM 004449104 124 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 61,292 8,869,972 SH   DFND 1,5 0 0 8,869,972
ACNB CORP COM 000868109 2,770 131,700 SH   DFND 1,5 10,300 0 121,400
ACORDA THERAPEUTICS INC COM 00484M106 170,378 6,426,933 SH   DFND 1,5 0 0 6,426,933
ACTIVISION BLIZZARD INC COM 00507V109 1,519,607 49,194,155 SH   DFND 1,5 2,620,610 0 46,573,545
ACTIVISION BLIZZARD INC COM 00507V109 38,832 1,257,110 SH   DFND 1,9 0 0 1,257,110
ACTIVISION BLIZZARD INC COM 00507V109 5,200 168,355 SH   DFND 2 168,355 0 0
ACTIVISION BLIZZARD INC COM 00507V109 35,257 1,141,370 SH   DFND 6 770,560 0 370,810
ACTIVISION BLIZZARD INC COM 00507V109 97,957 3,171,165 SH   DFND 7 1,844,075 0 1,327,090
ACTUA CORP COM 005094107 71,583 6,087,012 SH   DFND 1,5 1,137,200 0 4,949,812
ACTUA CORP COM 005094107 422 35,900 SH   DFND 6 35,900 0 0
ACUITY BRANDS INC COM 00508Y102 280,663 1,598,492 SH   DFND 1,5 33,998 0 1,564,494
ACUITY BRANDS INC COM 00508Y102 2,907 16,557 SH   DFND 3 16,557 0 0
ACUITY BRANDS INC COM 00508Y102 6,409 36,500 SH   DFND 6 29,000 0 7,500
ACUITY BRANDS INC COM 00508Y102 6,040 34,400 SH   DFND 7 15,800 0 18,600
ACXIOM CORP COM 005125109 6,792 343,700 SH   DFND 1,5 0 0 343,700
ADAMAS PHARMACEUTICALS INC COM 00548A106 46,212 2,760,581 SH   DFND 1,5 0 0 2,760,581
ADAMS RES & ENERGY INC COM NEW 006351308 7,046 171,851 SH   DFND 1,5 25,800 0 146,051
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 57,695 4,820,007 SH   DFND 1,5 246,300 0 4,573,707
ADDUS HOMECARE CORP COM 006739106 11,488 368,800 SH   DFND 6 368,800 0 0
ADDUS HOMECARE CORP COM 006739106 2,964 95,140 SH   DFND 7 95,140 0 0
ADECOAGRO S A COM L00849106 489 61,375 SH   DFND 1,5 2,875 0 58,500
ADEPTUS HEALTH INC CL A 006855100 117,220 1,451,467 SH   DFND 1,5 2,900 0 1,448,567
ADEPTUS HEALTH INC CL A 006855100 1,688 20,900 SH   DFND 6 20,900 0 0
ADMA BIOLOGICS INC COM 000899104 3,537 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 2,463,131 29,957,806 SH   DFND 1,5 1,589,100 0 28,368,706
ADOBE SYS INC COM 00724F101 62,583 761,162 SH   DFND 1,9 0 0 761,162
ADOBE SYS INC COM 00724F101 13,734 167,045 SH   DFND 2 167,045 0 0
ADOBE SYS INC COM 00724F101 13,932 169,447 SH   DFND 3 169,447 0 0
ADOBE SYS INC COM 00724F101 33,016 401,558 SH   DFND 6 361,658 0 39,900
ADOBE SYS INC COM 00724F101 78,216 951,299 SH   DFND 7 739,450 0 211,849
ADTRAN INC COM 00738A106 4,509 308,840 SH   DFND 1,5 25,060 0 283,780
ADTRAN INC COM 00738A106 426 29,200 SH   DFND 1,9 0 0 29,200
ADTRAN INC COM 00738A106 584 40,000 SH   DFND 6 40,000 0 0
ADTRAN INC COM 00738A106 605 41,454 SH   DFND 7 40,913 0 541
ADURO BIOTECH INC COM 00739L101 117,924 6,087,962 SH   DFND 1,5 42,115 0 6,045,847
ADVANCE AUTO PARTS INC COM 00751Y106 4,658 24,577 SH   DFND 2 24,577 0 0
ADVANCED ENERGY INDS COM 007973100 237 9,000 SH   DFND 1,5 9,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,851 1,076,058 SH   DFND 1,5 194,076 0 881,982
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 17,763 3,235,561 SH   DFND 1,9 0 0 3,235,561
ADVANTAGE OIL & GAS LTD COM 00765F101 5,592 1,070,600 SH   DFND 1,5 0 0 1,070,600
ADVANTAGE OIL & GAS LTD COM 00765F101 475 91,000 SH   DFND 6 91,000 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 788 150,800 SH   DFND 7 106,700 0 44,100
ADVAXIS INC COM NEW 007624208 26,468 2,587,299 SH   DFND 1,5 0 0 2,587,299
ADVISORY BRD CO COM 00762W107 1,990 43,700 SH   DFND 6 43,700 0 0
ADVISORY BRD CO COM 00762W107 3,629 79,690 SH   DFND 7 59,490 0 20,200
AECOM COM 00766T100 621,694 22,598,823 SH   DFND 1,5 693,472 0 21,905,350
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,328 790,523 SH   DFND 6 790,523 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,381 204,970 SH   DFND 7 204,970 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 58,225 4,281,264 SH   DFND 1,5 357 0 4,280,907
AEP INDS INC COM 001031103 8,054 140,480 SH   DFND 1,5 20,500 0 119,980
AERCAP HOLDINGS NV SHS N00985106 291,134 7,613,326 SH   DFND 1,5 1,060,394 0 6,552,932
AERCAP HOLDINGS NV SHS N00985106 95,227 2,490,235 SH   DFND 1,10 41,235 0 2,449,000
AERCAP HOLDINGS NV SHS N00985106 1,235 32,300 SH   DFND 6 32,300 0 0
AERCAP HOLDINGS NV SHS N00985106 3,486 91,172 SH   DFND 7 91,172 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 67,312 4,160,207 SH   DFND 1,5 97,869 0 4,062,338
AEROPOSTALE COM 007865108 1,906 3,074,500 SH   DFND 1,5 234,500 0 2,840,000
AES CORP COM 00130H105 23,221 2,371,928 SH   DFND 1,5 216 0 2,371,712
AES CORP COM 00130H105 2,244 229,205 SH   DFND 2 229,205 0 0
AES CORP COM 00130H105 1,856 189,581 SH   DFND 3 189,581 0 0
AETNA INC NEW COM 00817Y108 1,279,198 11,691,781 SH   DFND 1,5 677,163 0 11,014,618
AETNA INC NEW COM 00817Y108 12,803 117,014 SH   DFND 2 117,014 0 0
AETNA INC NEW COM 00817Y108 5,319 48,618 SH   DFND 3 48,618 0 0
AETNA INC NEW COM 00817Y108 28,807 263,298 SH   DFND 6 220,198 0 43,100
AETNA INC NEW COM 00817Y108 71,833 656,549 SH   DFND 7 600,349 0 56,200
AFFILIATED MANAGERS GROUP COM 008252108 97,886 572,466 SH   DFND 1,5 115 0 572,351
AFFILIATED MANAGERS GROUP COM 008252108 3,116 18,222 SH   DFND 2 18,222 0 0
AFFILIATED MANAGERS GROUP COM 008252108 205 1,201 SH   DFND 3 1,201 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,667 15,595 SH   DFND 7 15,595 0 0
AFFIMED N V COM N01045108 8,487 1,375,573 SH   DFND 1,5 700 0 1,374,873
AFLAC INC COM 001055102 411,381 7,076,921 SH   DFND 1,5 276,477 0 6,800,444
AFLAC INC COM 001055102 8,404 144,571 SH   DFND 2 144,571 0 0
AFLAC INC COM 001055102 5,400 92,889 SH   DFND 3 92,889 0 0
AFLAC INC COM 001055102 10,808 185,924 SH   DFND 6 152,524 0 33,400
AFLAC INC COM 001055102 40,034 688,692 SH   DFND 7 688,692 0 0
AG MTG INVT TR INC COM 001228105 11,897 781,700 SH   DFND 1,5 0 0 781,700
AGCO CORP COM 001084102 156,729 3,361,121 SH   DFND 1,5 26,805 0 3,334,316
AGCO CORP COM 001084102 212 4,546 SH   DFND 3 4,546 0 0
AGCO CORP COM 001084102 6,000 128,674 SH   DFND 6 93,574 0 35,100
AGCO CORP COM 001084102 7,526 161,400 SH   DFND 7 74,000 0 87,400
AGENUS INC COM NEW 00847G705 12,831 2,789,278 SH   DFND 1,5 0 0 2,789,278
AGILENT TECHNOLOGIES INC COM 00846U101 670,783 19,539,257 SH   DFND 1,5 22,740 0 19,516,517
AGILENT TECHNOLOGIES INC COM 00846U101 3,819 111,242 SH   DFND 2 111,242 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 884 25,739 SH   DFND 3 25,739 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 13,117 382,100 SH   DFND 6 233,220 0 148,880
AGILENT TECHNOLOGIES INC COM 00846U101 52,214 1,520,949 SH   DFND 7 898,189 0 622,760
AGIOS PHARMACEUTICALS INC COM 00847X104 396,225 5,613,053 SH   DFND 1,5 557,596 0 5,055,457
AGIOS PHARMACEUTICALS INC COM 00847X104 247 3,500 SH   DFND 6 3,500 0 0
AGL RES INC COM 001204106 3,443 56,400 SH   DFND 1,5 0 0 56,400
AGL RES INC COM 001204106 2,461 40,310 SH   DFND 2 40,310 0 0
AGL RES INC COM 001204106 4,543 74,419 SH   DFND 3 74,419 0 0
AGL RES INC COM 001204106 13,063 214,000 SH   DFND 11 214,000 0 0
AGNICO EAGLE MINES LTD COM 008474108 61,090 2,409,821 SH   DFND 1,5 0 0 2,409,821
AGREE REALTY CORP COM 008492100 4,146 138,900 SH   DFND 1,5 25,100 0 113,800
AGREE REALTY CORP COM 008492100 4,278 143,310 SH   DFND 6 143,310 0 0
AGREE REALTY CORP COM 008492100 1,878 62,900 SH   DFND 7 6,200 0 56,700
AGRIUM INC COM 008916108 237,302 2,647,821 SH   DFND 1,5 64,549 0 2,583,272
AGRIUM INC COM 008916108 11,598 129,413 SH   DFND 6 67,177 0 62,236
AGRIUM INC COM 008916108 9,527 106,300 SH   DFND 7 92,600 0 13,700
AGRIUM INC COM 008916108 251,811 2,809,717 SH   DFND 11 2,176,687 0 633,030
AGRIUM INC COM 008916108 698 7,788 SH   DFND   7,788 0 0
AGROFRESH SOLUTIONS COM 00856G109 8,738 1,100,523 SH   DFND 1,5 0 0 1,100,523
AIMMUNE THERAPEUTICS INC COM 00900T107 153,671 6,069,135 SH   DFND 1,5 86,000 0 5,983,135
AIMMUNE THERAPEUTICS INC COM 00900T107 458 18,100 SH   DFND 6 18,100 0 0
AIR LEASE CORP CL A 00912X302 399,758 12,928,793 SH   DFND 1,5 575,845 0 12,352,948
AIR LEASE CORP CL A 00912X302 247 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 46,807 1,373,031 SH   DFND 1,5 14,400 0 1,358,631
AIR METHODS CORP COM PAR $.06 009128307 80,505 2,361,543 SH   DFND 6 2,327,143 0 34,400
AIR METHODS CORP COM PAR $.06 009128307 22,981 674,113 SH   DFND 7 542,713 0 131,400
AIR METHODS CORP COM PAR $.06 009128307 26,939 790,236 SH   DFND 11 790,236 0 0
AIR PRODS & CHEMS INC COM 009158106 33,516 262,708 SH   DFND 1,5 1,416 0 261,292
AIR PRODS & CHEMS INC COM 009158106 8,286 64,947 SH   DFND 2 64,947 0 0
AIR PRODS & CHEMS INC COM 009158106 5,482 42,967 SH   DFND 3 42,967 0 0
AIR T INC COM 009207101 4,354 244,600 SH   DFND 1,5 19,800 0 224,800
AIR TRANSPORT SERVICES GRP I COM 00922R105 7,703 900,929 SH   DFND 6 900,929 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,004 234,420 SH   DFND 7 234,420 0 0
AIRCASTLE LTD COM G0129K104 12,834 622,700 SH   DFND 1,5 0 0 622,700
AIRGAS INC COM 009363102 277,071 3,101,662 SH   DFND 1,5 14,400 0 3,087,262
AIRGAS INC COM 009363102 2,015 22,553 SH   DFND 2 22,553 0 0
AIRGAS INC COM 009363102 512 5,735 SH   DFND 3 5,735 0 0
AIRGAS INC COM 009363102 3,020 33,810 SH   DFND 6 33,810 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 619,485 8,970,242 SH   DFND 1,5 700,349 0 8,269,893
AKAMAI TECHNOLOGIES INC COM 00971T101 4,140 59,949 SH   DFND 2 59,949 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 312 4,514 SH   DFND 3 4,514 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,908 27,634 SH   DFND 6 27,634 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 18,988 1,965,600 SH   DFND 1,5 0 0 1,965,600
AKORN INC NOTE 3.500% 6/0 009728AB2 16,022 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 16,701 585,910 SH   DFND 1,5 500 0 585,410
AKORN INC COM 009728106 38,460 1,349,230 SH   DFND 6 1,349,230 0 0
AKORN INC COM 009728106 47,852 1,678,708 SH   DFND 7 1,639,908 0 38,800
ALAMOS GOLD INC NEW COM CL A 011532108 7,244 1,956,787 SH   DFND 1,5 0 0 1,956,787
ALAMOS GOLD INC NEW COM CL A 011532108 1,969 531,900 SH   DFND 6 131,400 0 400,500
ALAMOS GOLD INC NEW COM CL A 011532108 802 216,700 SH   DFND 7 192,500 0 24,200
ALASKA AIR GROUP INC COM 011659109 210,633 2,651,140 SH   DFND 1,5 290,659 0 2,360,481
ALASKA AIR GROUP INC COM 011659109 309 3,885 SH   DFND 3 3,885 0 0
ALASKA AIR GROUP INC COM 011659109 13,800 173,699 SH   DFND 6 173,699 0 0
ALASKA AIR GROUP INC COM 011659109 6,431 80,940 SH   DFND 7 80,940 0 0
ALBEMARLE CORP COM 012653101 94,449 2,141,691 SH   DFND 1,5 0 0 2,141,691
ALBEMARLE CORP COM 012653101 11,629 263,690 SH   DFND 6 263,690 0 0
ALBEMARLE CORP COM 012653101 6,499 147,360 SH   DFND 7 121,060 0 26,300
ALCATEL-LUCENT SPONSORED ADR 013904305 10,186 2,790,800 SH   DFND 1,5 0 0 2,790,800
ALCOA INC COM 013817101 4,922 509,500 SH   DFND 1,5 0 0 509,500
ALCOA INC DEP SHS 1/10TH 013817309 13,360 400,000 SH   DFND 1,5 0 0 400,000
ALCOA INC COM 013817101 4,247 439,662 SH   DFND 2 439,662 0 0
ALCOA INC COM 013817101 1,149 118,927 SH   DFND 3 118,927 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 151,926 4,637,556 SH   DFND 1,5 241,100 0 4,396,456
ALDER BIOPHARMACEUTICALS INC COM 014339105 36,186 1,104,580 SH   DFND 6 1,104,580 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 9,589 292,710 SH   DFND 7 266,610 0 26,100
ALDEYRA THERAPEUTICS INC COM 01438T106 8,382 1,437,811 SH   DFND 1,5 0 0 1,437,811
ALERE INC COM 01449J105 93,431 1,940,418 SH   DFND 1,5 0 0 1,940,418
ALERE INC PERP PFD CONV SE 01449J204 166,444 520,122 SH   DFND 1,5 31,404 0 488,718
ALERE INC NOTE 3.000% 5/1 01449JAA3 35,166 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 8,386 174,156 SH   DFND 6 174,156 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 269,367 3,181,380 SH   DFND 1,5 992,506 0 2,188,874
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 33,108 391,026 SH   DFND 6 391,026 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14,417 170,271 SH   DFND 7 16,800 0 153,471
ALEXION PHARMACEUTICALS INC COM 015351109 2,193,458 14,025,562 SH   DFND 1,5 773,842 0 13,251,720
ALEXION PHARMACEUTICALS INC COM 015351109 11,872 75,914 SH   DFND 2 75,914 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 9,441 60,370 SH   DFND 3 60,370 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 15,654 100,095 SH   DFND 6 100,095 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 40,452 258,660 SH   DFND 7 258,660 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,436,349 24,357,291 SH   DFND 1,5 890,855 0 23,466,436
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 95,885 1,626,000 SH   DFND 1,9 0 0 1,626,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 24,632 417,700 SH   DFND 1,10 5,400 0 412,300
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,453 58,562 SH   DFND 3 58,562 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 165,955 2,814,227 SH   DFND 4 2,814,227 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11,706 198,500 SH   DFND 6 150,700 0 47,800
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,287 123,579 SH   DFND 7 123,579 0 0
ALIGN TECHNOLOGY INC COM 016255101 173,764 3,061,389 SH   DFND 1,5 133,958 0 2,927,431
ALKERMES PLC SHS G01767105 1,312,379 22,368,819 SH   DFND 1,5 3,259,787 0 19,109,032
ALKERMES PLC SHS G01767105 2,403 40,963 SH   DFND 6 40,963 0 0
ALLEGHANY CORP DEL COM 017175100 1,890 4,037 SH   DFND 1,5 12 0 4,025
ALLEGHANY CORP DEL COM 017175100 4,355 9,304 SH   DFND 3 9,304 0 0
ALLEGIANT TRAVEL CO COM 01748X102 196,063 906,650 SH   DFND 1,5 151,550 0 755,100
ALLEGIANT TRAVEL CO COM 01748X102 5,413 25,033 SH   DFND 6 25,033 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 164,314 2,849,713 SH   DFND 1,5 8,130 0 2,841,583
ALLEGION PUB LTD CO ORD SHS G0176J109 1,854 32,161 SH   DFND 2 32,161 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,018 17,658 SH   DFND 3 17,658 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 219,134 232,266 SH   DFND 1,5 62,180 0 170,086
ALLERGAN PLC SHS G0177J108 4,179,653 15,377,114 SH   DFND 1,5 374,661 0 15,002,453
ALLERGAN PLC SHS G0177J108 63,169 232,400 SH   DFND 1,10 3,800 0 228,600
ALLERGAN PLC SHS G0177J108 35,915 132,132 SH   DFND 2 132,132 0 0
ALLERGAN PLC SHS G0177J108 14,465 53,216 SH   DFND 3 53,216 0 0
ALLERGAN PLC SHS G0177J108 32,072 117,996 SH   DFND 6 105,404 0 12,592
ALLERGAN PLC PFD CONV SER A G0177J116 2,076 2,200 SH   DFND 6 0 0 2,200
ALLERGAN PLC SHS G0177J108 27,552 101,366 SH   DFND 7 48,064 0 53,302
ALLERGAN PLC SHS G0177J108 31,488 115,847 SH   DFND 11 115,847 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 516,441 1,994,134 SH   DFND 1,5 46,975 0 1,947,159
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,340 20,621 SH   DFND 2 20,621 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,349 5,209 SH   DFND 3 5,209 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 10,357 39,990 SH   DFND 6 19,190 0 20,800
ALLIANCE DATA SYSTEMS CORP COM 018581108 73,451 283,615 SH   DFND 7 180,725 0 102,890
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 27,044 1,016,700 SH   DFND 1,5 0 0 1,016,700
ALLIANT ENERGY CORP COM 018802108 70,798 1,210,422 SH   DFND 1,5 28,022 0 1,182,400
ALLIANT ENERGY CORP COM 018802108 304 5,196 SH   DFND 3 5,196 0 0
ALLIANT ENERGY CORP COM 018802108 12,452 212,890 SH   DFND 6 212,890 0 0
ALLIANT ENERGY CORP COM 018802108 8,395 143,531 SH   DFND 7 143,531 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 157,004 4,113,275 SH   DFND 1,5 33,871 0 4,079,404
ALLISON TRANSMISSION HLDGS I COM 01973R101 15,261 571,783 SH   DFND 1,5 46,642 0 525,141
ALLISON TRANSMISSION HLDGS I COM 01973R101 854 32,000 SH   DFND 11 32,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6,930 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLOT COMMUNICATIONS LTD SHS M0854Q105 1,136 231,277 SH   DFND 11 231,277 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,980 159,651 SH   DFND 1,5 30,953 0 128,698
ALLSTATE CORP COM 020002101 240,370 4,127,230 SH   DFND 1,5 217 0 4,127,013
ALLSTATE CORP COM 020002101 7,827 134,399 SH   DFND 2 134,399 0 0
ALLSTATE CORP COM 020002101 8,377 143,842 SH   DFND 3 143,842 0 0
ALLY FINL INC COM 02005N100 5,233 256,778 SH   DFND 1,5 178 0 256,600
ALLY FINL INC COM 02005N100 1,629 79,918 SH   DFND 3 79,918 0 0
ALLY FINL INC COM 02005N100 13,243 649,780 SH   DFND 6 649,780 0 0
ALLY FINL INC COM 02005N100 6,341 311,140 SH   DFND 7 311,140 0 0
ALMOST FAMILY INC COM 020409108 48,529 1,211,700 SH   DFND 1,5 70,700 0 1,141,000
ALMOST FAMILY INC COM 020409108 8,533 213,051 SH   DFND 6 213,051 0 0
ALMOST FAMILY INC COM 020409108 1,932 48,243 SH   DFND 7 39,312 0 8,931
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,015,732 12,639,769 SH   DFND 1,5 1,593,060 0 11,046,709
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,219 52,500 SH   DFND 6 52,500 0 0
ALON USA ENERGY INC COM 020520102 6,198 343,000 SH   DFND 1,5 0 0 343,000
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 24,966 3,204,900 SH   DFND 1,5 391,600 0 2,813,300
ALPS ETF TR ALERIAN MLP 00162Q866 45,864 3,674,992 SH   DFND 3 3,674,992 0 0
ALTERA CORP COM 021441100 175,736 3,509,099 SH   DFND 1,5 96,566 0 3,412,533
ALTERA CORP COM 021441100 5,085 101,531 SH   DFND 2 101,531 0 0
ALTERA CORP COM 021441100 922 18,419 SH   DFND 3 18,419 0 0
ALTERA CORP COM 021441100 321,789 6,425,500 SH   DFND 11 6,425,500 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 96,687 6,945,880 SH   DFND 1,5 0 0 6,945,880
ALTRIA GROUP INC COM 02209S103 1,194,153 21,951,346 SH   DFND 1,5 1,200,201 0 20,751,145
ALTRIA GROUP INC COM 02209S103 35,803 658,148 SH   DFND 2 658,148 0 0
ALTRIA GROUP INC COM 02209S103 24,385 448,253 SH   DFND 3 448,253 0 0
ALTRIA GROUP INC COM 02209S103 265 4,878 SH   DFND 8 4,878 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 202,724 5,102,553 SH   DFND 1,5 0 0 5,102,553
AMARIN CORP PLC SPONS ADR NEW 023111206 11,005 5,702,069 SH   DFND 1,5 0 0 5,702,069
AMAZON COM INC COM 023135106 8,239,276 16,095,794 SH   DFND 1,5 1,158,377 0 14,937,417
AMAZON COM INC COM 023135106 17,865 34,900 SH   DFND 1,9 0 0 34,900
AMAZON COM INC COM 023135106 65,899 128,737 SH   DFND 2 128,737 0 0
AMAZON COM INC COM 023135106 48,272 94,301 SH   DFND 3 94,301 0 0
AMAZON COM INC COM 023135106 64,058 125,141 SH   DFND 6 118,341 0 6,800
AMAZON COM INC COM 023135106 68,448 133,717 SH   DFND 7 117,017 0 16,700
AMBAC FINL GROUP INC COM NEW 023139884 32,417 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBASSADORS GROUP INC COM 023177108 349 128,200 SH   DFND 1,5 9,900 0 118,300
AMBASSADORS GROUP INC COM 023177108 748 275,000 SH   DFND 11 275,000 0 0
AMBER RD INC COM 02318Y108 84 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 45,498 9,285,207 SH   DFND 1,5 521,972 0 8,763,235
AMBEV SA SPONSORED ADR 02319V103 33,128 6,760,775 SH   DFND 1,10 375,328 0 6,385,447
AMC ENTMT HLDGS INC CL A COM 00165C104 307 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 283,074 3,868,719 SH   DFND 1,5 239,200 0 3,629,519
AMC NETWORKS INC CL A 00164V103 30,037 410,504 SH   DFND 6 385,004 0 25,500
AMC NETWORKS INC CL A 00164V103 19,901 271,980 SH   DFND 7 179,680 0 92,300
AMDOCS LTD SHS G02602103 574,857 10,106,490 SH   DFND 1,5 706,640 0 9,399,850
AMEDISYS INC COM 023436108 115,140 3,032,400 SH   DFND 1,5 33,500 0 2,998,900
AMEREN CORP COM 023608102 3,443 81,445 SH   DFND 2 81,445 0 0
AMEREN CORP COM 023608102 1,261 29,840 SH   DFND 3 29,840 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 85,008 5,136,429 SH   DFND 1,5 137,399 0 4,999,030
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 25,866 1,562,900 SH   DFND 1,10 86,827 0 1,476,073
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 274 16,552 SH   DFND 3 16,552 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 583,732 15,033,018 SH   DFND 1,5 447,835 0 14,585,183
AMERICAN AIRLS GROUP INC COM 02376R102 8,757 225,511 SH   DFND 2 225,511 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,632 42,029 SH   DFND 3 42,029 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 10,215 263,063 SH   DFND 6 237,703 0 25,360
AMERICAN AIRLS GROUP INC COM 02376R102 19,473 501,500 SH   DFND 7 501,500 0 0
AMERICAN ASSETS TR INC COM 024013104 67,672 1,656,192 SH   DFND 1,5 1,656,192 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 281,701 7,773,210 SH   DFND 1,5 4,929,307 0 2,843,903
AMERICAN CAP LTD COM 02503Y103 9,490 780,430 SH   DFND 1,5 0 0 780,430
AMERICAN CAPITAL AGENCY CORP COM 02503X105 148,309 7,930,972 SH   DFND 1,5 274,993 0 7,655,979
AMERICAN CAPITAL AGENCY CORP COM 02503X105 5,196 277,855 SH   DFND 3 277,855 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,524 81,524 SH   DFND 6 81,524 0 0
AMERICAN ELEC PWR INC COM 025537101 276,280 4,858,956 SH   DFND 1,5 156,793 0 4,702,163
AMERICAN ELEC PWR INC COM 025537101 9,363 164,667 SH   DFND 2 164,667 0 0
AMERICAN ELEC PWR INC COM 025537101 12,183 214,254 SH   DFND 3 214,254 0 0
AMERICAN ELEC PWR INC COM 025537101 26,547 466,888 SH   DFND 6 434,958 0 31,930
AMERICAN ELEC PWR INC COM 025537101 83,093 1,461,356 SH   DFND 7 1,461,356 0 0
AMERICAN EXPRESS CO COM 025816109 306,514 4,134,821 SH   DFND 1,5 158,748 0 3,976,073
AMERICAN EXPRESS CO COM 025816109 21,178 285,686 SH   DFND 2 285,686 0 0
AMERICAN EXPRESS CO COM 025816109 12,712 171,485 SH   DFND 3 171,485 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 303 4,400 SH   DFND 1,5 4,400 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 6,365 395,823 SH   DFND 1,5 0 0 395,823
AMERICAN HOMES 4 RENT CL A 02665T306 1,708 106,193 SH   DFND 3 106,193 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 590,678 10,395,598 SH   DFND 1,5 295,772 0 10,099,826
AMERICAN INTL GROUP INC COM NEW 026874784 24,678 434,320 SH   DFND 2 434,320 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 13,777 242,470 SH   DFND 3 242,470 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 18,380 323,482 SH   DFND 6 276,922 0 46,560
AMERICAN INTL GROUP INC COM NEW 026874784 49,495 871,092 SH   DFND 7 598,069 0 273,023
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,717 73,200 SH   DFND 1,5 25,421 0 47,779
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 13,255 767,500 SH   DFND 1,5 51,500 0 716,000
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 5,024 290,900 SH   DFND 6 290,900 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 2,318 134,200 SH   DFND 7 13,600 0 120,600
AMERICAN TOWER CORP NEW COM 03027X100 1,340,550 15,236,987 SH   DFND 1,5 467,356 0 14,769,631
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,185 143,500 SH   DFND 1,5 57,800 0 85,700
AMERICAN TOWER CORP NEW COM 03027X100 12,500 142,082 SH   DFND 2 142,082 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,411 72,871 SH   DFND 3 72,871 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,548 74,430 SH   DFND 6 55,530 0 18,900
AMERICAN TOWER CORP NEW COM 03027X100 10,440 118,665 SH   DFND 7 40,800 0 77,865
AMERICAN WOODMARK CORP COM 030506109 9,542 147,090 SH   DFND 6 147,090 0 0
AMERICAN WOODMARK CORP COM 030506109 6,874 105,960 SH   DFND 7 83,060 0 22,900
AMERICAN WTR WKS CO INC NEW COM 030420103 448 8,133 SH   DFND 3 8,133 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 775 14,069 SH   DFND 6 14,069 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,352 79,020 SH   DFND 7 79,020 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,512 209,000 SH   DFND 11 209,000 0 0
AMERIPRISE FINL INC COM 03076C106 388,605 3,560,932 SH   DFND 1,5 178 0 3,560,754
AMERIPRISE FINL INC COM 03076C106 6,529 59,824 SH   DFND 2 59,824 0 0
AMERIPRISE FINL INC COM 03076C106 2,973 27,240 SH   DFND 3 27,240 0 0
AMERIPRISE FINL INC COM 03076C106 3,255 29,826 SH   DFND 6 19,646 0 10,180
AMERIPRISE FINL INC COM 03076C106 5,578 51,116 SH   DFND 7 51,116 0 0
AMERIPRISE FINL INC COM 03076C106 17,865 163,700 SH   DFND 11 163,700 0 0
AMERISAFE INC COM 03071H100 58,517 1,176,700 SH   DFND 1,5 16,700 0 1,160,000
AMERISOURCEBERGEN CORP COM 03073E105 649,734 6,840,029 SH   DFND 1,5 432,099 0 6,407,930
AMERISOURCEBERGEN CORP COM 03073E105 6,549 68,944 SH   DFND 2 68,944 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,509 100,102 SH   DFND 3 100,102 0 0
AMERISOURCEBERGEN CORP COM 03073E105 522 5,500 SH   DFND 6 5,500 0 0
AMETEK INC NEW COM 031100100 1,061,210 20,283,075 SH   DFND 1,5 68,381 0 20,214,694
AMETEK INC NEW COM 031100100 4,253 81,287 SH   DFND 2 81,287 0 0
AMETEK INC NEW COM 031100100 788 15,054 SH   DFND 3 15,054 0 0
AMETEK INC NEW COM 031100100 10,260 196,100 SH   DFND 6 154,300 0 41,800
AMETEK INC NEW COM 031100100 10,103 193,100 SH   DFND 7 88,700 0 104,400
AMGEN INC COM 031162100 4,010,808 28,996,587 SH   DFND 1,5 1,445,834 0 27,550,753
AMGEN INC COM 031162100 35,205 254,522 SH   DFND 2 254,522 0 0
AMGEN INC COM 031162100 21,452 155,087 SH   DFND 3 155,087 0 0
AMGEN INC COM 031162100 19,204 138,839 SH   DFND 6 138,839 0 0
AMGEN INC COM 031162100 16,731 120,958 SH   DFND 7 0 0 120,958
AMICUS THERAPEUTICS INC COM 03152W109 160,956 11,505,048 SH   DFND 1,5 0 0 11,505,048
AMICUS THERAPEUTICS INC COM 03152W109 37,964 2,713,651 SH   DFND 6 2,713,651 0 0
AMICUS THERAPEUTICS INC COM 03152W109 8,062 576,270 SH   DFND 7 528,170 0 48,100
AMIRA NATURE FOODS LTD SHS G0335L102 14,129 2,559,543 SH   DFND 1,5 325,135 0 2,234,408
AMKOR TECHNOLOGY INC COM 031652100 11,758 2,618,667 SH   DFND 1,5 0 0 2,618,667
AMKOR TECHNOLOGY INC COM 031652100 1,389 309,373 SH   DFND 1,9 0 0 309,373
AMN HEALTHCARE SERVICES INC COM 001744101 8,477 282,476 SH   DFND 1,5 0 0 282,476
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 25,195 2,155,302 SH   DFND 1,5 3,327 0 2,151,975
AMPHENOL CORP NEW CL A 032095101 2,251,187 44,175,575 SH   DFND 1,5 2,470,684 0 41,704,891
AMPHENOL CORP NEW CL A 032095101 357 7,000 SH   DFND 1,9 0 0 7,000
AMPHENOL CORP NEW CL A 032095101 5,288 103,772 SH   DFND 2 103,772 0 0
AMPHENOL CORP NEW CL A 032095101 2,158 42,351 SH   DFND 3 42,351 0 0
AMPLIFY SNACK BRANDS COM 03211L102 61,735 5,764,250 SH   DFND 1,5 417,447 0 5,346,803
AMSURG CORP COM 03232P405 363,848 4,682,128 SH   DFND 1,5 1,700 0 4,680,428
AMSURG CORP PFD CNV SR A-1 % 03232P504 28,477 192,900 SH   DFND 1,5 118,200 0 74,700
AMSURG CORP COM 03232P405 118,435 1,524,062 SH   DFND 6 1,482,462 0 41,600
AMSURG CORP COM 03232P405 30,564 393,310 SH   DFND 7 266,410 0 126,900
AMTRUST FINL SVCS INC COM 032359309 80,630 1,280,240 SH   DFND 1,5 70,300 0 1,209,940
AMTRUST FINL SVCS INC COM 032359309 940 14,927 SH   DFND 6 14,927 0 0
AMTRUST FINL SVCS INC COM 032359309 1,845 29,290 SH   DFND 7 12,590 0 16,700
AMYRIS INC COM 03236M101 8,779 4,367,827 SH   DFND 1,5 0 0 4,367,827
AMYRIS INC COM 03236M101 881 438,489 SH   DFND 6 438,489 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 459,869 3,906,794 SH   DFND 1,5 13,561 0 3,893,233
ANADARKO PETE CORP COM 032511107 1,064,115 17,620,719 SH   DFND 1,5 502,030 0 17,118,689
ANADARKO PETE CORP UNIT 99/99/9999 032511404 9,882 264,000 SH   DFND 1,5 0 0 264,000
ANADARKO PETE CORP COM 032511107 10,298 170,525 SH   DFND 2 170,525 0 0
ANADARKO PETE CORP COM 032511107 7,371 122,063 SH   DFND 3 122,063 0 0
ANADARKO PETE CORP COM 032511107 3,086 51,098 SH   DFND 6 51,098 0 0
ANADARKO PETE CORP COM 032511107 3,634 60,181 SH   DFND 7 0 0 60,181
ANADARKO PETE CORP COM 032511107 1,220 20,200 SH   DFND 11 20,200 0 0
ANALOG DEVICES INC COM 032654105 861,343 15,269,326 SH   DFND 1,5 326,346 0 14,942,980
ANALOG DEVICES INC COM 032654105 26,879 476,500 SH   DFND 1,9 0 0 476,500
ANALOG DEVICES INC COM 032654105 5,939 105,291 SH   DFND 2 105,291 0 0
ANALOG DEVICES INC COM 032654105 4,896 86,793 SH   DFND 3 86,793 0 0
ANALOG DEVICES INC COM 032654105 44,297 785,270 SH   DFND 6 621,920 0 163,350
ANALOG DEVICES INC COM 032654105 155,165 2,750,670 SH   DFND 7 2,031,920 0 718,750
ANALOG DEVICES INC COM 032654105 17,308 306,830 SH   DFND 11 306,830 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 33,112 4,042,977 SH   DFND 1,5 779,565 0 3,263,412
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 123,147 1,158,263 SH   DFND 1,5 43,372 0 1,114,891
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,245 21,120 SH   DFND 3 21,120 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,574 24,209 SH   DFND 6 24,209 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 746 7,016 SH   DFND 7 0 0 7,016
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 7,075 7,680,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 357,010 36,171,234 SH   DFND 1,5 1,867,130 0 34,304,104
ANNALY CAP MGMT INC COM 035710409 3,773 382,227 SH   DFND 3 382,227 0 0
ANNALY CAP MGMT INC COM 035710409 2,186 221,449 SH   DFND 6 221,449 0 0
ANNALY CAP MGMT INC COM 035710409 4,271 432,700 SH   DFND 7 432,700 0 0
ANSYS INC COM 03662Q105 544,621 6,179,041 SH   DFND 1,5 498,341 0 5,680,700
ANSYS INC COM 03662Q105 811 9,200 SH   DFND 1,9 0 0 9,200
ANTERO RES CORP COM 03674X106 128,032 6,050,656 SH   DFND 1,5 250,800 0 5,799,856
ANTHEM INC UNIT 05/01/20188 036752202 65,275 1,349,500 SH   DFND 1,5 392,100 0 957,400
ANTHEM INC COM 036752103 1,259,586 8,997,044 SH   DFND 1,5 1,955,664 0 7,041,380
ANTHEM INC COM 036752103 12,293 87,807 SH   DFND 2 87,807 0 0
ANTHEM INC COM 036752103 5,335 38,106 SH   DFND 3 38,106 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 11,598 1,904,407 SH   DFND 6 1,904,407 0 0
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 1,058 173,700 SH   DFND 7 173,700 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,740 1,566,818 SH   DFND 1,5 80,708 0 1,486,110
AON PLC SHS CL A G0408V102 58,826 663,880 SH   DFND 1,5 0 0 663,880
AON PLC SHS CL A G0408V102 8,330 94,002 SH   DFND 2 94,002 0 0
AON PLC SHS CL A G0408V102 2,993 33,781 SH   DFND 3 33,781 0 0
APACHE CORP COM 037411105 585,117 14,941,699 SH   DFND 1,5 261,353 0 14,680,346
APACHE CORP COM 037411105 4,969 126,879 SH   DFND 2 126,879 0 0
APACHE CORP COM 037411105 9,418 240,510 SH   DFND 3 240,510 0 0
APACHE CORP COM 037411105 20,760 530,124 SH   DFND 6 391,764 0 138,360
APACHE CORP COM 037411105 58,765 1,500,647 SH   DFND 7 694,792 0 805,855
APARTMENT INVT & MGMT CO CL A 03748R101 287,148 7,756,562 SH   DFND 1,5 3,586,488 0 4,170,074
APARTMENT INVT & MGMT CO CL A 03748R101 1,942 52,459 SH   DFND 2 52,459 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,230 33,231 SH   DFND 3 33,231 0 0
APOGEE ENTERPRISES INC COM 037598109 8,604 192,695 SH   DFND 1,5 0 0 192,695
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 6,856 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 1,068 96,600 SH   DFND 1,5 76,700 0 19,900
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 25,785 1,500,880 SH   DFND 1,5 0 0 1,500,880
APOLLO INVT CORP COM 03761U106 65,794 12,006,160 SH   DFND 1,5 521,810 0 11,484,350
APOLLO INVT CORP COM 03761U106 552 100,695 SH   DFND 6 100,695 0 0
APPLE INC COM 037833100 16,575,326 150,274,945 SH   DFND 1,5 9,833,661 0 140,441,284
APPLE INC COM 037833100 786,462 7,130,211 SH   DFND 1,9 0 0 7,130,211
APPLE INC COM 037833100 211,140 1,914,236 SH   DFND 2 1,914,236 0 0
APPLE INC COM 037833100 98,840 896,099 SH   DFND 3 896,099 0 0
APPLE INC COM 037833100 197,814 1,793,422 SH   DFND 6 1,428,182 0 365,240
APPLE INC COM 037833100 617,911 5,602,096 SH   DFND 7 3,338,586 0 2,263,510
APPLIED GENETIC TECHNOL CORP COM 03820J100 17,749 1,350,796 SH   DFND 1,5 0 0 1,350,796
APPLIED MATLS INC COM 038222105 254,636 17,333,947 SH   DFND 1,5 780,331 0 16,553,616
APPLIED MATLS INC COM 038222105 5,920 403,012 SH   DFND 2 403,012 0 0
APPLIED MATLS INC COM 038222105 4,039 274,926 SH   DFND 3 274,926 0 0
APPLIED MATLS INC COM 038222105 2,696 183,500 SH   DFND 6 183,500 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 60,377 11,370,386 SH   DFND 1,5 1,981,700 0 9,388,686
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 67 12,600 SH   DFND 1,9 0 0 12,600
APTARGROUP INC COM 038336103 29,987 454,617 SH   DFND 1,5 0 0 454,617
AQUA AMERICA INC COM 03836W103 219 8,291 SH   DFND 3 8,291 0 0
ARADIGM CORP COM NO PAR NEW 038505400 1,181 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 631,867 21,318,040 SH   DFND 1,5 2,241,467 0 19,076,573
ARAMARK COM 03852U106 21,439 723,313 SH   DFND 6 723,313 0 0
ARAMARK COM 03852U106 5,449 183,835 SH   DFND 7 183,835 0 0
ARATANA THERAPEUTICS INC COM 03874P101 3,046 360,000 SH   DFND 1,5 0 0 360,000
ARBOR RLTY TR INC COM 038923108 21,259 3,342,675 SH   DFND 1,5 0 0 3,342,675
ARBUTUS BIOPHARMA CORP COM 03879J100 71 11,600 SH   DFND 7 11,600 0 0
ARCBEST CORP COM 03937C105 4,955 192,289 SH   DFND 1,5 0 0 192,289
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 4,708 568,500 SH   DFND 1,5 0 0 568,500
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 929 180,300 SH   DFND 1,5 0 0 180,300
ARCH CAP GROUP LTD ORD G0450A105 132,513 1,803,633 SH   DFND 1,5 102,233 0 1,701,400
ARCH CAP GROUP LTD ORD G0450A105 4,448 60,542 SH   DFND 3 60,542 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 9,650 232,822 SH   DFND 1,5 2,758 0 230,064
ARCHER DANIELS MIDLAND CO COM 039483102 8,473 204,403 SH   DFND 2 204,403 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,331 80,368 SH   DFND 3 80,368 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 481 11,596 SH   DFND 6 11,596 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 9,389 226,521 SH   DFND 7 226,521 0 0
ARCTIC CAT INC COM 039670104 8,380 377,800 SH   DFND 1,5 28,800 0 349,000
ARCTIC CAT INC COM 039670104 3,553 160,168 SH   DFND 6 160,168 0 0
ARCTIC CAT INC COM 039670104 916 41,300 SH   DFND 7 41,300 0 0
ARDELYX INC COM 039697107 48,884 2,828,921 SH   DFND 1,5 0 0 2,828,921
ARDMORE SHIPPING CORP COM Y0207T100 16,836 1,393,729 SH   DFND 1,5 0 0 1,393,729
ARDMORE SHIPPING CORP COM Y0207T100 4,695 388,650 SH   DFND 6 388,650 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,221 101,058 SH   DFND 7 101,058 0 0
ARENA PHARMACEUTICALS INC COM 040047102 23,315 12,206,700 SH   DFND 1,5 0 0 12,206,700
ARES CAP CORP COM 04010L103 167,709 11,582,144 SH   DFND 1,5 433,641 0 11,148,503
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 7,275 7,230,000 PRN   DFND 1,5 0 0 0
ARES CAP CORP COM 04010L103 1,334 92,134 SH   DFND 6 92,134 0 0
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 16,841 17,000,000 PRN   DFND 1,5 0 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 48,822 2,793,017 SH   DFND 1,5 0 0 2,793,017
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,139 20,130 SH   DFND 1,5 220 0 19,910
ARIAD PHARMACEUTICALS INC COM 04033A100 44,225 7,572,846 SH   DFND 1,5 0 0 7,572,846
ARISTA NETWORKS INC COM 040413106 26,581 434,400 SH   DFND 1,5 24,600 0 409,800
ARK RESTAURANTS CORP COM 040712101 4,828 210,300 SH   DFND 1,5 16,400 0 193,900
ARM HLDGS PLC SPONSORED ADR 042068106 2,929 67,715 SH   DFND 3 67,715 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,373 959,360 SH   DFND 6 959,360 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 3,072 314,404 SH   DFND 7 314,404 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 26,536 555,840 SH   DFND 1,5 9,120 0 546,720
ARQULE INC COM 04269E107 1,794 959,601 SH   DFND 1,5 0 0 959,601
ARRAY BIOPHARMA INC COM 04269X105 85,105 18,663,391 SH   DFND 1,5 853,400 0 17,809,991
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 563 90,300 SH   DFND 1,5 6,500 0 83,800
ARRIS GROUP INC NEW COM 04270V106 2,955 113,770 SH   DFND 1,5 0 0 113,770
ARROW ELECTRS INC COM 042735100 134,753 2,437,646 SH   DFND 1,5 32,648 0 2,404,998
ARROW ELECTRS INC COM 042735100 2,395 43,317 SH   DFND 7 43,317 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 106,387 3,019,778 SH   DFND 1,5 0 0 3,019,778
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 37,576 1,066,580 SH   DFND 6 1,066,580 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 7,455 211,615 SH   DFND 7 211,615 0 0
ASANKO GOLD INC COM 04341Y105 416 285,000 SH   DFND 1,5 0 0 285,000
ASBURY AUTOMOTIVE GROUP INC COM 043436104 94,203 1,160,850 SH   DFND 1,5 2,850 0 1,158,000
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 22,128 1,250,194 SH   DFND 1,5 2,200 0 1,247,994
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 269 15,200 SH   DFND 6 15,200 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 26,506 1,889,270 SH   DFND 1,5 707,038 0 1,182,232
ASHFORD HOSPITALITY PRIME IN COM 044102101 5,744 409,444 SH   DFND 6 409,444 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 2,551 181,795 SH   DFND 7 18,400 0 163,395
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,543 176,699 SH   DFND 1,5 0 0 176,699
ASHFORD INC COM 044104107 2,108 33,226 SH   DFND 1,5 5,786 0 27,440
ASHLAND INC NEW COM 044209104 189,900 1,887,295 SH   DFND 1,5 1,182 0 1,886,113
ASHLAND INC NEW COM 044209104 77,742 772,633 SH   DFND 6 659,113 0 113,520
ASHLAND INC NEW COM 044209104 148,111 1,471,980 SH   DFND 7 1,023,073 0 448,907
ASML HOLDING N V N Y REGISTRY SHS N07059210 32,100 364,861 SH   DFND 1,5 64,800 0 300,061
ASPEN AEROGELS INC COM 04523Y105 16,796 2,239,519 SH   DFND 1,5 0 0 2,239,519
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 151,996 3,270,833 SH   DFND 1,5 133 0 3,270,700
ASPEN TECHNOLOGY INC COM 045327103 48,176 1,270,796 SH   DFND 1,5 81,596 0 1,189,200
ASPEN TECHNOLOGY INC COM 045327103 5,447 143,690 SH   DFND 7 119,090 0 24,600
ASPEN TECHNOLOGY INC COM 045327103 5,401 142,460 SH   DFND 11 142,460 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 2,009 210,100 SH   DFND 1,5 0 0 210,100
ASSOCIATED BANC CORP COM 045487105 242,667 13,504,021 SH   DFND 1,5 650 0 13,503,371
ASSURANT INC COM 04621X108 438,901 5,555,000 SH   DFND 1,5 417,400 0 5,137,600
ASSURANT INC COM 04621X108 1,772 22,429 SH   DFND 2 22,429 0 0
ASSURANT INC COM 04621X108 550 6,966 SH   DFND 3 6,966 0 0
ASSURANT INC COM 04621X108 25,497 322,706 SH   DFND 6 322,706 0 0
ASSURANT INC COM 04621X108 7,891 99,878 SH   DFND 7 99,878 0 0
ASSURED GUARANTY LTD COM G0585R106 13,231 529,241 SH   DFND 1,5 446 0 528,795
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 3,762 972,165 SH   DFND 1,5 0 0 972,165
ASTORIA FINL CORP COM 046265104 145,893 9,061,680 SH   DFND 1,5 8,000 0 9,053,680
ASTRAZENECA PLC SPONSORED ADR 046353108 69,205 2,174,900 SH   DFND 1,5 0 0 2,174,900
ASTRAZENECA PLC SPONSORED ADR 046353108 570 17,924 SH   DFND 3 17,924 0 0
ASTRONICS CORP COM 046433108 16,022 396,300 SH   DFND 1,5 0 0 396,300
ASURE SOFTWARE INC COM 04649U102 1,566 276,700 SH   DFND 6 276,700 0 0
AT&T INC COM 00206R102 1,952,238 59,921,373 SH   DFND 1,5 995,889 0 58,925,484
AT&T INC COM 00206R102 67,268 2,064,709 SH   DFND 2 2,064,709 0 0
AT&T INC COM 00206R102 30,786 944,925 SH   DFND 3 944,925 0 0
AT&T INC COM 00206R102 16,522 507,122 SH   DFND 6 431,922 0 75,200
AT&T INC COM 00206R102 14,679 450,544 SH   DFND 7 262,144 0 188,400
ATARA BIOTHERAPEUTICS INC COM 046513107 50,432 1,604,081 SH   DFND 1,5 200 0 1,603,881
ATHENAHEALTH INC COM 04685W103 730,328 5,476,777 SH   DFND 1,5 309,900 0 5,166,877
ATHENAHEALTH INC COM 04685W103 41,959 314,650 SH   DFND 1,9 0 0 314,650
ATHENAHEALTH INC COM 04685W103 573 4,300 SH   DFND 6 4,300 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 14,551 196,822 SH   DFND 1,5 0 0 196,822
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 66,155 1,914,200 SH   DFND 1,5 143,700 0 1,770,500
ATMEL CORP COM 049513104 216,040 26,770,737 SH   DFND 1,5 1,080 0 26,769,657
ATMEL CORP COM 049513104 30,448 3,773,000 SH   DFND 1,9 0 0 3,773,000
ATMOS ENERGY CORP COM 049560105 162,492 2,792,923 SH   DFND 1,5 22,812 0 2,770,111
ATMOS ENERGY CORP COM 049560105 29,545 507,822 SH   DFND 6 507,822 0 0
ATMOS ENERGY CORP COM 049560105 22,648 389,280 SH   DFND 7 370,580 0 18,700
ATMOS ENERGY CORP COM 049560105 17,233 296,200 SH   DFND 11 296,200 0 0
ATRICURE INC COM 04963C209 39,876 1,820,000 SH   DFND 1,5 0 0 1,820,000
ATRION CORP COM 049904105 6,449 17,200 SH   DFND 1,5 7,930 0 9,270
ATWOOD OCEANICS INC COM 050095108 125,236 8,456,200 SH   DFND 1,5 1,041,100 0 7,415,100
ATYR PHARMA INC COM 002120103 36,381 3,545,892 SH   DFND 1,5 189,605 0 3,356,287
AUDIOCODES LTD ORD M15342104 339 104,300 SH   DFND 1,5 0 0 104,300
AURIS MED HLDG AG COM H03579101 5,933 1,666,667 SH   DFND 1,5 0 0 1,666,667
AUTODESK INC COM 052769106 348,205 7,888,640 SH   DFND 1,5 195,800 0 7,692,840
AUTODESK INC COM 052769106 21,280 482,100 SH   DFND 1,9 0 0 482,100
AUTODESK INC COM 052769106 3,351 75,928 SH   DFND 2 75,928 0 0
AUTODESK INC COM 052769106 2,852 64,602 SH   DFND 3 64,602 0 0
AUTODESK INC COM 052769106 1,514 34,300 SH   DFND 6 34,300 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 4,099 126,000 SH   DFND 1,5 0 0 126,000
AUTOLIV INC COM 052800109 183,731 1,685,450 SH   DFND 1,5 39,400 0 1,646,050
AUTOLIV INC COM 052800109 5,189 47,600 SH   DFND 7 47,600 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 12,513 155,714 SH   DFND 1,5 14 0 155,700
AUTOMATIC DATA PROCESSING IN COM 053015103 12,565 156,359 SH   DFND 2 156,359 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 14,558 181,165 SH   DFND 3 181,165 0 0
AUTONATION INC COM 05329W102 131,374 2,258,064 SH   DFND 1,5 247,811 0 2,010,253
AUTONATION INC COM 05329W102 1,529 26,274 SH   DFND 2 26,274 0 0
AUTONATION INC COM 05329W102 418 7,192 SH   DFND 3 7,192 0 0
AUTONATION INC COM 05329W102 263 4,527 SH   DFND 6 4,527 0 0
AUTONATION INC COM 05329W102 6,269 107,760 SH   DFND 7 107,760 0 0
AUTOZONE INC COM 053332102 1,942,346 2,683,428 SH   DFND 1,5 135,528 0 2,547,900
AUTOZONE INC COM 053332102 7,501 10,363 SH   DFND 2 10,363 0 0
AUTOZONE INC COM 053332102 5,799 8,011 SH   DFND 3 8,011 0 0
AUTOZONE INC COM 053332102 22,616 31,245 SH   DFND 6 18,555 0 12,690
AUTOZONE INC COM 053332102 106,507 147,144 SH   DFND 7 93,384 0 53,760
AUTOZONE INC COM 053332102 111,180 153,600 SH   DFND 11 153,600 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,677,162 13,416,222 SH   DFND 1,5 511,042 0 12,905,180
AVAGO TECHNOLOGIES LTD SHS Y0486S104 21,664 173,300 SH   DFND 1,9 0 0 173,300
AVAGO TECHNOLOGIES LTD SHS Y0486S104 10,902 87,212 SH   DFND 2 87,212 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,589 28,710 SH   DFND 3 28,710 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 22,020 176,143 SH   DFND 6 169,043 0 7,100
AVAGO TECHNOLOGIES LTD SHS Y0486S104 33,703 269,600 SH   DFND 7 251,900 0 17,700
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 31,695 3,846,483 SH   DFND 1,5 341,100 0 3,505,383
AVALONBAY CMNTYS INC COM 053484101 401,328 2,295,666 SH   DFND 1,5 458,751 0 1,836,915
AVALONBAY CMNTYS INC COM 053484101 7,799 44,611 SH   DFND 2 44,611 0 0
AVALONBAY CMNTYS INC COM 053484101 3,356 19,195 SH   DFND 3 19,195 0 0
AVALONBAY CMNTYS INC COM 053484101 31,129 178,063 SH   DFND 6 178,063 0 0
AVALONBAY CMNTYS INC COM 053484101 13,833 79,125 SH   DFND 7 8,000 0 71,125
AVALONBAY CMNTYS INC COM 053484101 8,916 51,000 SH   DFND 11 51,000 0 0
AVERY DENNISON CORP COM 053611109 57,188 1,010,930 SH   DFND 1,5 2,394 0 1,008,536
AVERY DENNISON CORP COM 053611109 1,736 30,693 SH   DFND 2 30,693 0 0
AVERY DENNISON CORP COM 053611109 3,116 55,091 SH   DFND 3 55,091 0 0
AVG TECHNOLOGIES N V SHS N07831105 20,025 920,700 SH   DFND 1,5 43,700 0 877,000
AVID TECHNOLOGY INC COM 05367P100 10,021 1,258,900 SH   DFND 1,5 97,100 0 1,161,800
AVID TECHNOLOGY INC COM 05367P100 6,774 850,966 SH   DFND 11 850,966 0 0
AVIS BUDGET GROUP COM 053774105 8,456 193,600 SH   DFND 1,5 0 0 193,600
AVNET INC COM 053807103 97,537 2,285,300 SH   DFND 1,5 4,300 0 2,281,000
AVNET INC COM 053807103 5,295 124,067 SH   DFND 3 124,067 0 0
AVNET INC COM 053807103 3,254 76,240 SH   DFND 6 46,690 0 29,550
AVNET INC COM 053807103 525 12,290 SH   DFND 7 12,290 0 0
AVON PRODS INC COM 054303102 65,773 20,237,873 SH   DFND 1,5 978,373 0 19,259,500
AVON PRODS INC COM 054303102 724 222,740 SH   DFND 3 222,740 0 0
AVON PRODS INC COM 054303102 694 213,400 SH   DFND 6 213,400 0 0
AXALTA COATING SYS LTD COM G0750C108 46,775 1,845,898 SH   DFND 1,5 0 0 1,845,898
AXIALL CORP COM 05463D100 27,330 1,741,865 SH   DFND 1,5 500,000 0 1,241,865
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 498,622 9,281,865 SH   DFND 1,5 621,900 0 8,659,965
AXOVANT SCIENCES LTD COM G0750W104 16,263 1,258,781 SH   DFND 1,5 0 0 1,258,781
AZZ INC COM 002474104 123,561 2,537,704 SH   DFND 1,5 190,204 0 2,347,500
AZZ INC COM 002474104 822 16,884 SH   DFND 7 16,884 0 0
B & G FOODS INC NEW COM 05508R106 68,421 1,877,130 SH   DFND 1,5 110,162 0 1,766,968
B & G FOODS INC NEW COM 05508R106 719 19,719 SH   DFND 6 19,719 0 0
B/E AEROSPACE INC COM 073302101 18,679 425,500 SH   DFND 1,5 0 0 425,500
B/E AEROSPACE INC COM 073302101 10,927 248,902 SH   DFND 6 248,902 0 0
B/E AEROSPACE INC COM 073302101 6,034 137,440 SH   DFND 7 117,440 0 20,000
B2GOLD CORP COM 11777Q209 126,985 120,185,572 SH   DFND 1,5 4,659,239 0 115,526,333
B2GOLD CORP COM 11777Q209 17 16,342 SH   DFND 6 16,342 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 7,241 430,998 SH   DFND 1,5 25,622 0 405,376
BAIDU INC SPON ADR REP A 056752108 136,059 990,168 SH   DFND 1,5 64,068 0 926,100
BAIDU INC SPON ADR REP A 056752108 41,759 303,900 SH   DFND 1,9 0 0 303,900
BAIDU INC SPON ADR REP A 056752108 387 2,814 SH   DFND 3 2,814 0 0
BAKER HUGHES INC COM 057224107 739,607 14,212,284 SH   DFND 1,5 2,001 0 14,210,283
BAKER HUGHES INC COM 057224107 7,614 146,313 SH   DFND 2 146,313 0 0
BAKER HUGHES INC COM 057224107 3,947 75,849 SH   DFND 3 75,849 0 0
BAKER HUGHES INC COM 057224107 5,997 115,238 SH   DFND 7 0 0 115,238
BALL CORP COM 058498106 151,938 2,442,727 SH   DFND 1,5 57,078 0 2,385,649
BALL CORP COM 058498106 2,885 46,379 SH   DFND 2 46,379 0 0
BALL CORP COM 058498106 569 9,145 SH   DFND 3 9,145 0 0
BALL CORP COM 058498106 735 11,820 SH   DFND 11 11,820 0 0
BANCFIRST CORP COM 05945F103 39,883 632,061 SH   DFND 1,5 0 0 632,061
BANCO BRADESCO S A SP ADR PFD NEW 059460303 34,765 6,485,930 SH   DFND 1,5 178,600 0 6,307,330
BANCO MACRO SA SPON ADR B 05961W105 1,101 28,669 SH   DFND 1,10 2,969 0 25,700
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,644 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 71,190 2,210,858 SH   DFND 1,5 60,910 0 2,149,948
BANK AMER CORP COM 060505104 4,432,964 284,529,132 SH   DFND 1,5 7,341,910 0 277,187,222
BANK AMER CORP 7.25%CNV PFD L 060505682 114,118 105,959 SH   DFND 1,5 0 0 105,959
BANK AMER CORP COM 060505104 54,748 3,513,982 SH   DFND 2 3,513,982 0 0
BANK AMER CORP COM 060505104 20,030 1,285,619 SH   DFND 3 1,285,619 0 0
BANK AMER CORP COM 060505104 63,808 4,095,481 SH   DFND 6 3,613,391 0 482,090
BANK AMER CORP COM 060505104 161,979 10,396,581 SH   DFND 7 6,200,686 0 4,195,895
BANK AMER CORP 7.25%CNV PFD L 060505682 754 700 SH   DFND 7 700 0 0
BANK MONTREAL QUE COM 063671101 3,434 62,960 SH   DFND 6 35,500 0 27,460
BANK MONTREAL QUE COM 063671101 1,129 20,700 SH   DFND 7 20,700 0 0
BANK MONTREAL QUE COM 063671101 133,541 2,448,610 SH   DFND 11 2,107,000 0 341,610
BANK N S HALIFAX COM 064149107 20,984 475,990 SH   DFND 1,5 0 0 475,990
BANK N S HALIFAX COM 064149107 3,205 72,697 SH   DFND 6 72,600 0 97
BANK N S HALIFAX COM 064149107 86,940 1,972,153 SH   DFND 11 1,972,153 0 0
BANK NEW YORK MELLON CORP COM 064058100 18,123 462,900 SH   DFND 1,5 1,500 0 461,400
BANK NEW YORK MELLON CORP COM 064058100 14,541 371,425 SH   DFND 2 371,425 0 0
BANK NEW YORK MELLON CORP COM 064058100 8,349 213,260 SH   DFND 3 213,260 0 0
BANK NEW YORK MELLON CORP COM 064058100 458 11,700 SH   DFND 6 11,700 0 0
BANK OF THE OZARKS INC COM 063904106 140,358 3,207,455 SH   DFND 1,5 1,045 0 3,206,410
BANK OF THE OZARKS INC COM 063904106 14,769 337,490 SH   DFND 11 337,490 0 0
BANKRATE INC DEL COM 06647F102 60,866 5,880,740 SH   DFND 1,5 92,260 0 5,788,480
BANKRATE INC DEL COM 06647F102 4,097 395,860 SH   DFND 6 395,860 0 0
BANKRATE INC DEL COM 06647F102 1,070 103,420 SH   DFND 7 103,420 0 0
BANNER CORP COM NEW 06652V208 79,850 1,671,553 SH   DFND 1,5 753 0 1,670,800
BAOZUN INC SPONSORED ADR 06684L103 1,843 382,374 SH   DFND 1,9 0 0 382,374
BAR HBR BANKSHARES COM 066849100 4,160 130,037 SH   DFND 1,5 130,037 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 3,264 98,166 SH   DFND 1,5 0 0 98,166
BARCLAYS PLC ADR 06738E204 94,966 6,425,293 SH   DFND 1,5 88,000 0 6,337,293
BARD C R INC COM 067383109 181,074 971,898 SH   DFND 1,5 58,225 0 913,673
BARD C R INC COM 067383109 4,640 24,906 SH   DFND 2 24,906 0 0
BARD C R INC COM 067383109 1,965 10,548 SH   DFND 3 10,548 0 0
BARD C R INC COM 067383109 25,870 138,855 SH   DFND 6 138,855 0 0
BARD C R INC COM 067383109 59,455 319,118 SH   DFND 7 319,118 0 0
BARNES & NOBLE ED INC COM 06777U101 2,175 171,121 SH   DFND 1,5 31,050 0 140,071
BARRICK GOLD CORP COM 067901108 30,641 4,816,369 SH   DFND 1,5 0 0 4,816,369
BARRICK GOLD CORP COM 067901108 1,094 171,892 SH   DFND 3 171,892 0 0
BAXALTA INC COM 07177M103 273,960 8,694,389 SH   DFND 1,5 563,810 0 8,130,579
BAXALTA INC COM 07177M103 5,728 181,791 SH   DFND 2 181,791 0 0
BAXALTA INC COM 07177M103 2,573 81,647 SH   DFND 3 81,647 0 0
BAXALTA INC COM 07177M103 764 24,240 SH   DFND 6 24,240 0 0
BAXTER INTL INC COM 071813109 111,114 3,382,479 SH   DFND 1,5 373,779 0 3,008,700
BAXTER INTL INC COM 071813109 6,016 183,121 SH   DFND 2 183,121 0 0
BAXTER INTL INC COM 071813109 4,102 124,875 SH   DFND 3 124,875 0 0
BAXTER INTL INC COM 071813109 1,121 34,140 SH   DFND 6 34,140 0 0
BAZAARVOICE INC COM 073271108 5,321 1,179,900 SH   DFND 1,5 0 0 1,179,900
BB&T CORP COM 054937107 16,333 458,806 SH   DFND 1,5 0 0 458,806
BB&T CORP COM 054937107 9,316 261,691 SH   DFND 2 261,691 0 0
BB&T CORP COM 054937107 6,393 179,577 SH   DFND 3 179,577 0 0
BBCN BANCORP INC COM 073295107 96,561 6,428,841 SH   DFND 1,5 203,945 0 6,224,896
BBCN BANCORP INC COM 073295107 10,855 722,683 SH   DFND 6 722,683 0 0
BCE INC COM NEW 05534B760 4,579 111,876 SH   DFND 6 92,372 0 19,504
BCE INC COM NEW 05534B760 5,668 138,481 SH   DFND 7 138,481 0 0
BCE INC COM NEW 05534B760 368,281 8,998,010 SH   DFND 11 8,429,580 0 568,430
BECTON DICKINSON & CO COM 075887109 252,580 1,903,964 SH   DFND 1,5 97,995 0 1,805,969
BECTON DICKINSON & CO COM 075887109 9,363 70,576 SH   DFND 2 70,576 0 0
BECTON DICKINSON & CO COM 075887109 5,195 39,160 SH   DFND 3 39,160 0 0
BECTON DICKINSON & CO COM 075887109 570 4,297 SH   DFND 6 4,297 0 0
BECTON DICKINSON & CO COM 075887109 3,224 24,300 SH   DFND 7 24,300 0 0
BED BATH & BEYOND INC COM 075896100 580,243 10,176,136 SH   DFND 1,5 1,076,636 0 9,099,500
BED BATH & BEYOND INC COM 075896100 3,246 56,928 SH   DFND 2 56,928 0 0
BED BATH & BEYOND INC COM 075896100 637 11,171 SH   DFND 3 11,171 0 0
BEL FUSE INC CL A 077347201 3,545 215,000 SH   DFND 1,5 15,600 0 199,400
BELDEN INC COM 077454106 126,315 2,705,400 SH   DFND 1,5 3,700 0 2,701,700
BELLATRIX EXPLORATION LTD COM 078314101 1,636 1,070,200 SH   DFND 1,5 0 0 1,070,200
BELLEROPHON THERAPEUTICS INC COM 078771102 6,758 1,302,070 SH   DFND 1,5 0 0 1,302,070
BELLICUM PHARMACEUTICALS INC COM 079481107 14,530 1,000,000 SH   DFND 1,5 16,600 0 983,400
BENCHMARK ELECTRS INC COM 08160H101 2,276 104,600 SH   DFND 1,5 0 0 104,600
BENEFICIAL BANCORP INC COM 08171T102 10,972 827,424 SH   DFND 1,5 0 0 827,424
BENEFICIAL BANCORP INC COM 08171T102 11,593 874,300 SH   DFND 6 874,300 0 0
BENEFICIAL BANCORP INC COM 08171T102 2,965 223,575 SH   DFND 7 223,575 0 0
BERKLEY W R CORP COM 084423102 18,725 344,400 SH   DFND 1,5 0 0 344,400
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,763,306 13,522,284 SH   DFND 1,5 25,784 0 13,496,500
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,701,203 29,201 SH   DFND 1,5 2,137 0 27,064
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 82,001 628,845 SH   DFND 2 628,845 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 39,478 302,747 SH   DFND 3 302,747 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 586 3 SH   DFND 3 3 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,955 84,014 SH   DFND 6 63,114 0 20,900
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 36,734 281,701 SH   DFND 7 230,501 0 51,200
BERKSHIRE HATHAWAY INC DEL CL A 084670108 781 4 SH   DFND 11 4 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 40,187 308,180 SH   DFND 11 308,180 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 216 7,837 SH   DFND 3 7,837 0 0
BERRY PLASTICS GROUP INC COM 08579W103 67,285 2,237,600 SH   DFND 1,5 0 0 2,237,600
BEST BUY INC COM 086516101 1,526,774 41,130,762 SH   DFND 1,5 2,716,223 0 38,414,539
BEST BUY INC COM 086516101 3,824 103,021 SH   DFND 2 103,021 0 0
BEST BUY INC COM 086516101 270 7,266 SH   DFND 3 7,266 0 0
BEST BUY INC COM 086516101 460 12,400 SH   DFND 6 12,400 0 0
BIG LOTS INC COM 089302103 59,900 1,250,000 SH   DFND 1,5 0 0 1,250,000
BIOCRYST PHARMACEUTICALS COM 09058V103 87,706 7,693,527 SH   DFND 1,5 56,000 0 7,637,527
BIOCRYST PHARMACEUTICALS COM 09058V103 645 56,600 SH   DFND 6 56,600 0 0
BIODEL INC COM NEW 09064M204 1,760 4,000,000 SH   DFND 1,5 0 0 4,000,000
BIODELIVERY SCIENCES INTL IN COM 09060J106 3,405 612,456 SH   DFND 1,5 1,500 0 610,956
BIOGEN INC COM 09062X103 4,761,799 16,318,148 SH   DFND 1,5 746,087 0 15,572,061
BIOGEN INC COM 09062X103 23,035 78,939 SH   DFND 2 78,939 0 0
BIOGEN INC COM 09062X103 17,768 60,888 SH   DFND 3 60,888 0 0
BIOGEN INC COM 09062X103 14,736 50,500 SH   DFND 6 50,500 0 0
BIOGEN INC COM 09062X103 16,144 55,325 SH   DFND 7 3,700 0 51,625
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 7,216 5,370,000 PRN   DFND 1,5 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,543,486 14,655,204 SH   DFND 1,5 128,794 0 14,526,410
BIOMARIN PHARMACEUTICAL INC COM 09061G101 53,811 510,929 SH   DFND 6 423,469 0 87,460
BIOMARIN PHARMACEUTICAL INC COM 09061G101 149,913 1,423,408 SH   DFND 7 1,055,106 0 368,302
BIOSCRIP INC COM 09069N108 1,025 548,202 SH   DFND 1,5 0 0 548,202
BIOTA PHARMACEUTIALS INC COM 090694100 1,907 962,882 SH   DFND 1,5 0 0 962,882
BIOTELEMETRY INC COM 090672106 784 64,045 SH   DFND 1,5 600 0 63,445
BIOTIE THERAPIES OYJ SPONSORED ADR 09074D103 12,108 925,000 SH   DFND 1,5 0 0 925,000
BIOTIME INC *W EXP 10/01/201 09066L162 108 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,048 68,800 SH   DFND 1,5 0 0 68,800
BITAUTO HLDGS LTD SPONSORED ADS 091727107 7,536 253,143 SH   DFND 1,9 0 0 253,143
BLACK BOX CORP DEL COM 091826107 27,908 1,893,340 SH   DFND 1,5 225,200 0 1,668,140
BLACK HILLS CORP COM 092113109 20,006 483,926 SH   DFND 1,5 0 0 483,926
BLACK STONE MINERALS L P COM UNIT 09225M101 46,057 3,337,470 SH   DFND 1,5 0 0 3,337,470
BLACKBAUD INC COM 09227Q100 16,275 290,000 SH   DFND 1,5 0 0 290,000
BLACKBAUD INC COM 09227Q100 4,484 79,900 SH   DFND 1,9 0 0 79,900
BLACKBERRY LTD COM 09228F103 3,116 507,800 SH   DFND 1,5 0 0 507,800
BLACKBERRY LTD COM 09228F103 78,933 12,861,625 SH   DFND 11 12,861,625 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 219,667 5,182,051 SH   DFND 1,5 172,908 0 5,009,143
BLACKROCK INC COM 09247X101 1,642,599 5,521,898 SH   DFND 1,5 301,616 0 5,220,282
BLACKROCK INC COM 09247X101 12,792 43,003 SH   DFND 2 43,003 0 0
BLACKROCK INC COM 09247X101 7,120 23,937 SH   DFND 3 23,937 0 0
BLACKROCK INC COM 09247X101 9,751 32,779 SH   DFND 6 26,179 0 6,600
BLACKROCK INC COM 09247X101 9,132 30,700 SH   DFND 7 14,100 0 16,600
BLACKROCK INC COM 09247X101 28,230 94,900 SH   DFND 11 94,900 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,638,654 51,741,534 SH   DFND 1,5 958 0 51,740,576
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 11,529 11,000,000 PRN   DFND 1,5 0 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,620 2,500,000 PRN   DFND 7 0 0 0
BLOCK H & R INC COM 093671105 561,274 15,504,797 SH   DFND 1,5 0 0 15,504,797
BLOCK H & R INC COM 093671105 3,357 92,741 SH   DFND 2 92,741 0 0
BLOCK H & R INC COM 093671105 784 21,663 SH   DFND 3 21,663 0 0
BLOCK H & R INC COM 093671105 2,339 64,600 SH   DFND 6 64,600 0 0
BLOCK H & R INC COM 093671105 46,626 1,288,000 SH   DFND 11 1,288,000 0 0
BLOOMIN BRANDS INC COM 094235108 31,491 1,732,200 SH   DFND 1,5 0 0 1,732,200
BLOUNT INTL INC NEW COM 095180105 3,721 668,000 SH   DFND 1,5 0 0 668,000
BLUCORA INC COM 095229100 53,077 3,854,564 SH   DFND 1,5 1,177 0 3,853,387
BLUE BUFFALO PET PRODS INC COM 09531U102 57,121 3,189,341 SH   DFND 1,5 127,422 0 3,061,919
BLUE BUFFALO PET PRODS INC COM 09531U102 213 11,900 SH   DFND 6 11,900 0 0
BLUE HILLS BANCORP INC COM 095573101 9,766 705,106 SH   DFND 6 705,106 0 0
BLUE NILE INC COM 09578R103 1,107 33,000 SH   DFND 11 33,000 0 0
BLUEBIRD BIO INC COM 09609G100 464,583 5,430,543 SH   DFND 1,5 764,259 0 4,666,284
BLUEBIRD BIO INC COM 09609G100 770 9,000 SH   DFND 6 9,000 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 29,251 1,370,711 SH   DFND 1,5 22,778 0 1,347,933
BLUEPRINT MEDICINES CORP COM 09627Y109 53,365 2,500,711 SH   DFND 4 2,500,711 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 3,372 157,996 SH   DFND 6 157,996 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 798 37,400 SH   DFND 7 37,400 0 0
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 56,592 4,808,140 SH   DFND 1,5 1,299 0 4,806,841
BOB EVANS FARMS INC COM 096761101 2,104 48,546 SH   DFND 1,5 8,700 0 39,846
BOEING CO COM 097023105 2,448,282 18,696,308 SH   DFND 1,5 766,107 0 17,930,201
BOEING CO COM 097023105 28,076 214,401 SH   DFND 2 214,401 0 0
BOEING CO COM 097023105 17,340 132,418 SH   DFND 3 132,418 0 0
BOEING CO COM 097023105 36,233 276,690 SH   DFND 6 270,950 0 5,740
BOEING CO COM 097023105 90,709 692,697 SH   DFND 7 512,681 0 180,016
BOFI HLDG INC COM 05566U108 181,044 1,405,290 SH   DFND 1,5 15,900 0 1,389,390
BOISE CASCADE CO DEL COM 09739D100 52,474 2,080,653 SH   DFND 1,5 0 0 2,080,653
BOISE CASCADE CO DEL COM 09739D100 747 29,600 SH   DFND 6 29,600 0 0
BOISE CASCADE CO DEL COM 09739D100 1,503 59,580 SH   DFND 7 26,380 0 33,200
BONA FILM GROUP LTD SPONSORED ADS 09777B107 20,708 1,738,689 SH   DFND 1,5 0 0 1,738,689
BONA FILM GROUP LTD SPONSORED ADS 09777B107 12,007 1,008,161 SH   DFND 1,9 0 0 1,008,161
BOOT BARN HLDGS INC COM 099406100 10,901 591,500 SH   DFND 1,5 121,500 0 470,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 173,942 6,636,465 SH   DFND 1,5 2,134 0 6,634,331
BORGWARNER INC COM 099724106 84,388 2,029,047 SH   DFND 1,5 48,137 0 1,980,910
BORGWARNER INC COM 099724106 3,159 75,967 SH   DFND 2 75,967 0 0
BORGWARNER INC COM 099724106 1,043 25,090 SH   DFND 3 25,090 0 0
BORGWARNER INC COM 099724106 2,362 56,800 SH   DFND 7 56,800 0 0
BOSTON BEER INC CL A 100557107 221,935 1,053,773 SH   DFND 1,5 45,017 0 1,008,756
BOSTON PRIVATE FINL HLDGS IN COM 101119105 29,395 2,512,431 SH   DFND 1,5 0 0 2,512,431
BOSTON PRIVATE FINL HLDGS IN COM 101119105 41,830 3,575,235 SH   DFND 6 3,575,235 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 16,663 1,424,159 SH   DFND 7 1,223,159 0 201,000
BOSTON PROPERTIES INC COM 101121101 874,118 7,382,755 SH   DFND 1,5 2,418,358 0 4,964,397
BOSTON PROPERTIES INC COM 101121101 6,104 51,550 SH   DFND 2 51,550 0 0
BOSTON PROPERTIES INC COM 101121101 2,687 22,694 SH   DFND 3 22,694 0 0
BOSTON PROPERTIES INC COM 101121101 79,204 668,954 SH   DFND 6 646,354 0 22,600
BOSTON PROPERTIES INC COM 101121101 86,663 731,952 SH   DFND 7 489,810 0 242,142
BOSTON PROPERTIES INC COM 101121101 20,589 173,890 SH   DFND 11 173,890 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,257,966 198,535,396 SH   DFND 1,5 3,294,049 0 195,241,347
BOSTON SCIENTIFIC CORP COM 101137107 7,403 451,127 SH   DFND 2 451,127 0 0
BOSTON SCIENTIFIC CORP COM 101137107 691 42,136 SH   DFND 3 42,136 0 0
BOSTON SCIENTIFIC CORP COM 101137107 22,292 1,358,436 SH   DFND 6 1,192,336 0 166,100
BOSTON SCIENTIFIC CORP COM 101137107 19,614 1,195,224 SH   DFND 7 798,324 0 396,900
BOTTOMLINE TECH DEL INC COM 101388106 1,143 45,700 SH   DFND 6 45,700 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,883 75,280 SH   DFND 7 28,980 0 46,300
BOULDER BRANDS INC COM 101405108 2,038 248,893 SH   DFND 1,5 44,480 0 204,413
BP PLC SPONSORED ADR 055622104 264,452 8,653,518 SH   DFND 1,5 871 0 8,652,647
BP PLC SPONSORED ADR 055622104 347 11,349 SH   DFND 3 11,349 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 77,287 6,273,255 SH   DFND 1,5 4,196,155 0 2,077,100
BRIGHT HORIZONS FAM SOL IN D COM 109194100 153,013 2,381,890 SH   DFND 1,5 99,280 0 2,282,610
BRINKER INTL INC COM 109641100 33,610 638,130 SH   DFND 1,5 0 0 638,130
BRINKER INTL INC COM 109641100 7,513 142,635 SH   DFND 6 142,635 0 0
BRINKER INTL INC COM 109641100 5,976 113,460 SH   DFND 7 113,460 0 0
BRINKS CO COM 109696104 5,508 203,928 SH   DFND 1,5 23,363 0 180,565
BRISTOL MYERS SQUIBB CO COM 110122108 2,886,233 48,753,942 SH   DFND 1,5 2,236,772 0 46,517,170
BRISTOL MYERS SQUIBB CO COM 110122108 33,136 559,732 SH   DFND 2 559,732 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 21,387 361,273 SH   DFND 3 361,273 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 21,708 366,684 SH   DFND 6 290,484 0 76,200
BRISTOL MYERS SQUIBB CO COM 110122108 23,266 393,013 SH   DFND 7 245,813 0 147,200
BRISTOL MYERS SQUIBB CO COM 110122108 32,146 543,010 SH   DFND 11 543,010 0 0
BRISTOW GROUP INC COM 110394103 22,150 846,700 SH   DFND 1,5 0 0 846,700
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,232,376 11,195,273 SH   DFND 1,5 135,967 0 11,059,306
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4,645 42,196 SH   DFND 6 42,196 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 15,437 140,238 SH   DFND 7 0 0 140,238
BROADCOM CORP CL A 111320107 1,425,184 27,711,134 SH   DFND 1,5 1,207,120 0 26,504,014
BROADCOM CORP CL A 111320107 69,843 1,358,025 SH   DFND 1,9 0 0 1,358,025
BROADCOM CORP CL A 111320107 9,650 187,640 SH   DFND 2 187,640 0 0
BROADCOM CORP CL A 111320107 8,550 166,244 SH   DFND 3 166,244 0 0
BROADCOM CORP CL A 111320107 11,283 219,389 SH   DFND 6 203,889 0 15,500
BROADCOM CORP CL A 111320107 11,855 230,500 SH   DFND 7 81,800 0 148,700
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 77,871 1,406,879 SH   DFND 1,5 139 0 1,406,740
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 290 5,239 SH   DFND 3 5,239 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,409 97,715 SH   DFND 6 97,715 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 56,289 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC COM 11133B409 30,284 1,010,811 SH   DFND 1,5 300 0 1,010,511
BROADSOFT INC COM 11133B409 686 22,900 SH   DFND 1,9 0 0 22,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 131,028 12,623,080 SH   DFND 1,5 544,024 0 12,079,056
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 104 10,029 SH   DFND 3 10,029 0 0
BROOKDALE SR LIVING INC COM 112463104 97,237 4,235,051 SH   DFND 1,5 0 0 4,235,051
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 64,516 2,050,400 SH   DFND 1,5 28,250 0 2,022,150
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 300 9,537 SH   DFND 3 9,537 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 21,939 697,244 SH   DFND 6 352,990 0 344,254
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 17,553 557,868 SH   DFND 7 486,168 0 71,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 725,509 23,057,678 SH   DFND 11 19,630,035 0 3,427,643
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,850 58,801 SH   DFND   58,801 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 37,000 1,004,210 SH   DFND 11 1,004,210 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 269,235 12,532,049 SH   DFND 11 12,532,049 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 30,515 1,109,300 SH   DFND 11 1,109,300 0 0
BROWN & BROWN INC COM 115236101 180,773 5,837,045 SH   DFND 1,5 18,200 0 5,818,845
BROWN FORMAN CORP CL B 115637209 5,899 60,878 SH   DFND 1,5 70 0 60,808
BROWN FORMAN CORP CL B 115637209 3,451 35,617 SH   DFND 2 35,617 0 0
BROWN FORMAN CORP CL B 115637209 569 5,871 SH   DFND 3 5,871 0 0
BRUKER CORP COM 116794108 182,910 11,132,662 SH   DFND 1,5 0 0 11,132,662
BRUKER CORP COM 116794108 37,211 2,264,815 SH   DFND 6 2,264,815 0 0
BRUKER CORP COM 116794108 15,164 922,966 SH   DFND 7 774,566 0 148,400
BRUNSWICK CORP COM 117043109 242,474 5,063,152 SH   DFND 1,5 13,752 0 5,049,400
BRUNSWICK CORP COM 117043109 32,675 682,290 SH   DFND 6 682,290 0 0
BRUNSWICK CORP COM 117043109 14,577 304,390 SH   DFND 7 272,190 0 32,200
BT GROUP PLC ADR 05577E101 7,956 124,800 SH   DFND 1,5 0 0 124,800
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 7,486 126,300 SH   DFND 1,5 0 0 126,300
BUCKLE INC COM 118440106 36,970 1,000,000 SH   DFND 1,5 94,400 0 905,600
BUFFALO WILD WINGS INC COM 119848109 528,967 2,734,667 SH   DFND 1,5 261,540 0 2,473,127
BUFFALO WILD WINGS INC COM 119848109 18,720 96,779 SH   DFND 6 96,779 0 0
BUFFALO WILD WINGS INC COM 119848109 3,907 20,200 SH   DFND 7 20,200 0 0
BUFFALO WILD WINGS INC COM 119848109 677 3,500 SH   DFND   3,500 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 9,596 756,800 SH   DFND 1,5 3,700 0 753,100
BUILDERS FIRSTSOURCE INC COM 12008R107 16,767 1,322,310 SH   DFND 6 1,322,310 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 3,364 265,326 SH   DFND 7 208,726 0 56,600
BUNGE LIMITED COM G16962105 187,948 2,564,099 SH   DFND 1,5 425 0 2,563,674
BURLINGTON STORES INC COM 122017106 63,205 1,238,350 SH   DFND 1,5 4,450 0 1,233,900
BURLINGTON STORES INC COM 122017106 9,095 178,200 SH   DFND 6 178,200 0 0
BURLINGTON STORES INC COM 122017106 2,088 40,900 SH   DFND 7 40,900 0 0
BWX TECHNOLOGIES INC COM 05605H100 404,828 15,357,659 SH   DFND 1,5 473,507 0 14,884,152
BWX TECHNOLOGIES INC COM 05605H100 7,796 295,742 SH   DFND 6 215,142 0 80,600
BWX TECHNOLOGIES INC COM 05605H100 9,635 365,500 SH   DFND 7 167,200 0 198,300
BWX TECHNOLOGIES INC COM 05605H100 2,714 102,950 SH   DFND 11 102,950 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 244,054 3,600,672 SH   DFND 1,5 220,144 0 3,380,528
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,226 47,598 SH   DFND 2 47,598 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,135 31,501 SH   DFND 3 31,501 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,418 20,925 SH   DFND 6 20,925 0 0
C&J ENERGY SVCS LTD SHS G3164Q101 3,904 1,109,100 SH   DFND 1,5 0 0 1,109,100
CA INC COM 12673P105 2,871 105,174 SH   DFND 2 105,174 0 0
CA INC COM 12673P105 354 12,982 SH   DFND 3 12,982 0 0
CABELAS INC COM 126804301 47,312 1,037,551 SH   DFND 1,5 11,300 0 1,026,251
CABLE ONE INC COM 12685J105 2,206 5,259 SH   DFND 1,5 1,010 0 4,249
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,423 74,632 SH   DFND 2 74,632 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 383 11,802 SH   DFND 3 11,802 0 0
CABOT CORP COM 127055101 827 26,200 SH   DFND 7 0 0 26,200
CABOT OIL & GAS CORP COM 127097103 418,938 19,164,573 SH   DFND 1,5 661,327 0 18,503,246
CABOT OIL & GAS CORP COM 127097103 3,036 138,903 SH   DFND 2 138,903 0 0
CABOT OIL & GAS CORP COM 127097103 481 22,015 SH   DFND 3 22,015 0 0
CABOT OIL & GAS CORP COM 127097103 1,390 63,578 SH   DFND 6 63,578 0 0
CACI INTL INC CL A 127190304 213,783 2,890,134 SH   DFND 1,5 0 0 2,890,134
CADENCE DESIGN SYSTEM INC COM 127387108 145,300 7,026,100 SH   DFND 1,5 0 0 7,026,100
CADENCE DESIGN SYSTEM INC COM 127387108 1,392 67,300 SH   DFND 1,9 0 0 67,300
CADENCE DESIGN SYSTEM INC COM 127387108 16,297 788,056 SH   DFND 6 788,056 0 0
CAE INC COM 124765108 295 27,830 SH   DFND 6 0 0 27,830
CAE INC COM 124765108 40,245 3,798,200 SH   DFND 11 3,798,200 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 105,358 3,465,712 SH   DFND 1,5 394,400 0 3,071,312
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 796 26,200 SH   DFND 6 26,200 0 0
CALAVO GROWERS INC COM 128246105 13,807 309,300 SH   DFND 1,5 0 0 309,300
CALIFORNIA RES CORP COM 13057Q107 36,779 14,145,871 SH   DFND 1,5 1,882 0 14,143,989
CALITHERA BIOSCIENCES INC COM 13089P101 14,548 2,679,158 SH   DFND 1,5 1,800 0 2,677,358
CALITHERA BIOSCIENCES INC COM 13089P101 70 12,800 SH   DFND 6 12,800 0 0
CALIX INC COM 13100M509 144 18,500 SH   DFND 1,5 0 0 18,500
CALIX INC COM 13100M509 3,044 390,700 SH   DFND 6 390,700 0 0
CALIX INC COM 13100M509 782 100,400 SH   DFND 7 100,400 0 0
CALLIDUS SOFTWARE INC COM 13123E500 8,745 514,716 SH   DFND 1,5 34,335 0 480,381
CALLIDUS SOFTWARE INC COM 13123E500 26,082 1,535,135 SH   DFND 6 1,535,135 0 0
CALLIDUS SOFTWARE INC COM 13123E500 3,193 187,940 SH   DFND 7 187,940 0 0
CALLON PETE CO DEL COM 13123X102 4,063 557,400 SH   DFND 6 557,400 0 0
CALLON PETE CO DEL COM 13123X102 1,722 236,280 SH   DFND 7 236,280 0 0
CALPINE CORP COM NEW 131347304 157,981 10,820,612 SH   DFND 1,5 14,872 0 10,805,740
CAMDEN NATL CORP COM 133034108 20,749 513,583 SH   DFND 1,5 13,300 0 500,283
CAMDEN PPTY TR SH BEN INT 133131102 220,236 2,980,184 SH   DFND 1,5 1,846,984 0 1,133,200
CAMDEN PPTY TR SH BEN INT 133131102 1,753 23,720 SH   DFND 6 23,720 0 0
CAMDEN PPTY TR SH BEN INT 133131102 820 11,100 SH   DFND 7 1,100 0 10,000
CAMECO CORP COM 13321L108 15,084 1,237,191 SH   DFND 1,5 16,191 0 1,221,000
CAMERON INTERNATIONAL CORP COM 13342B105 183,290 2,989,081 SH   DFND 1,5 17,735 0 2,971,346
CAMERON INTERNATIONAL CORP COM 13342B105 3,942 64,286 SH   DFND 2 64,286 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,587 25,873 SH   DFND 3 25,873 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 459 7,493 SH   DFND 6 7,493 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 6,234 101,668 SH   DFND 7 101,668 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,519 90,000 SH   DFND 11 90,000 0 0
CAMPBELL SOUP CO COM 134429109 22,382 441,640 SH   DFND 1,5 56,540 0 385,100
CAMPBELL SOUP CO COM 134429109 3,064 60,455 SH   DFND 2 60,455 0 0
CAMPBELL SOUP CO COM 134429109 6,837 134,914 SH   DFND 3 134,914 0 0
CANADIAN NAT RES LTD COM 136385101 23,532 1,208,284 SH   DFND 1,5 206 0 1,208,078
CANADIAN NAT RES LTD COM 136385101 2,050 105,242 SH   DFND 3 105,242 0 0
CANADIAN NAT RES LTD COM 136385101 14,976 768,957 SH   DFND 6 385,384 0 383,573
CANADIAN NAT RES LTD COM 136385101 10,860 557,600 SH   DFND 7 471,400 0 86,200
CANADIAN NAT RES LTD COM 136385101 539,989 27,726,659 SH   DFND 11 25,825,365 0 1,901,294
CANADIAN NAT RES LTD COM 136385101 1,011 51,899 SH   DFND   51,899 0 0
CANADIAN NATL RY CO COM 136375102 91,173 1,605,581 SH   DFND 1,5 1,291 0 1,604,290
CANADIAN NATL RY CO COM 136375102 796 14,025 SH   DFND 6 1,841 0 12,184
CANADIAN NATL RY CO COM 136375102 156,957 2,764,036 SH   DFND 11 2,764,036 0 0
CANADIAN NATL RY CO COM 136375102 1,357 23,902 SH   DFND   23,902 0 0
CANADIAN PAC RY LTD COM 13645T100 730,961 5,092,759 SH   DFND 1,5 311,790 0 4,780,969
CANADIAN PAC RY LTD COM 13645T100 3,028 21,100 SH   DFND 6 3,900 0 17,200
CANADIAN PAC RY LTD COM 13645T100 4,507 31,400 SH   DFND 7 31,400 0 0
CANADIAN PAC RY LTD COM 13645T100 699,910 4,876,423 SH   DFND 11 4,283,016 0 593,407
CANADIAN PAC RY LTD COM 13645T100 1,536 10,701 SH   DFND   10,701 0 0
CANON INC SPONSORED ADR 138006309 23,246 802,400 SH   DFND 1,5 0 0 802,400
CAPITAL ONE FINL CORP COM 14040H105 1,690,958 23,317,127 SH   DFND 1,5 167,188 0 23,149,939
CAPITAL ONE FINL CORP COM 14040H105 13,204 182,077 SH   DFND 2 182,077 0 0
CAPITAL ONE FINL CORP COM 14040H105 13,046 179,894 SH   DFND 3 179,894 0 0
CAPITAL ONE FINL CORP COM 14040H105 44,615 615,208 SH   DFND 6 406,836 0 208,372
CAPITAL ONE FINL CORP COM 14040H105 196,179 2,705,175 SH   DFND 7 1,940,615 0 764,560
CAPITAL SR LIVING CORP COM 140475104 14,268 711,630 SH   DFND 1,5 153,530 0 558,100
CAPITAL SR LIVING CORP COM 140475104 9,085 453,100 SH   DFND 6 453,100 0 0
CAPITAL SR LIVING CORP COM 140475104 2,346 117,000 SH   DFND 7 117,000 0 0
CAPITOL FED FINL INC COM 14057J101 572 47,200 SH   DFND 1,5 0 0 47,200
CAPSTEAD MTG CORP COM NO PAR 14067E506 369 37,300 SH   DFND 1,5 0 0 37,300
CARA THERAPEUTICS INC COM 140755109 55,726 3,899,623 SH   DFND 1,5 0 0 3,899,623
CARBO CERAMICS INC COM 140781105 56,214 2,960,200 SH   DFND 1,5 784,400 0 2,175,800
CARBYLAN THERAPEUTICS INC COM 141384107 11,875 3,326,448 SH   DFND 1,5 0 0 3,326,448
CARDINAL FINL CORP COM 14149F109 224 9,730 SH   DFND 3 9,730 0 0
CARDINAL HEALTH INC COM 14149Y108 434,381 5,654,529 SH   DFND 1,5 291,295 0 5,363,234
CARDINAL HEALTH INC COM 14149Y108 8,441 109,885 SH   DFND 2 109,885 0 0
CARDINAL HEALTH INC COM 14149Y108 5,122 66,677 SH   DFND 3 66,677 0 0
CARDINAL HEALTH INC COM 14149Y108 1,924 25,047 SH   DFND 6 25,047 0 0
CARDINAL HEALTH INC COM 14149Y108 7,238 94,217 SH   DFND 7 94,217 0 0
CARDINAL HEALTH INC COM 14149Y108 92,504 1,204,170 SH   DFND 11 1,204,170 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 6,892 816,582 SH   DFND 1,5 0 0 816,582
CARDIOVASCULAR SYS INC DEL COM 141619106 6,336 400,000 SH   DFND 1,5 0 0 400,000
CARDTRONICS INC COM 14161H108 76,515 2,339,900 SH   DFND 1,5 37,200 0 2,302,700
CARE CAP PPTYS INC COM 141624106 44,530 1,352,253 SH   DFND 1,5 11,827 0 1,340,426
CARE CAP PPTYS INC COM 141624106 2,187 66,407 SH   DFND 6 66,407 0 0
CARE CAP PPTYS INC COM 141624106 1,052 31,961 SH   DFND 7 3,100 0 28,861
CARLISLE COS INC COM 142339100 23,278 266,400 SH   DFND 1,5 0 0 266,400
CARLISLE COS INC COM 142339100 17,519 200,495 SH   DFND 6 200,495 0 0
CARLISLE COS INC COM 142339100 10,213 116,886 SH   DFND 7 103,886 0 13,000
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 10,592 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 182,190 3,071,307 SH   DFND 1,5 511,138 0 2,560,169
CARMAX INC COM 143130102 4,143 69,834 SH   DFND 2 69,834 0 0
CARMAX INC COM 143130102 454 7,657 SH   DFND 3 7,657 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,722 155,381 SH   DFND 2 155,381 0 0
CARNIVAL CORP PAIRED CTF 143658300 6,787 136,551 SH   DFND 3 136,551 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 64,253 2,158,299 SH   DFND 1,5 0 0 2,158,299
CARPENTER TECHNOLOGY CORP COM 144285103 649 21,800 SH   DFND 6 21,800 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 646 21,700 SH   DFND 7 11,500 0 10,200
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 10,517 9,480,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 30,055 1,392,094 SH   DFND 1,5 0 0 1,392,094
CARRIAGE SVCS INC COM 143905107 20,571 952,802 SH   DFND 6 952,802 0 0
CARRIAGE SVCS INC COM 143905107 1,417 65,628 SH   DFND 7 65,628 0 0
CARRIZO OIL & GAS INC COM 144577103 9,849 322,500 SH   DFND 1,5 400 0 322,100
CARRIZO OIL & GAS INC COM 144577103 11,963 391,700 SH   DFND 6 391,700 0 0
CARRIZO OIL & GAS INC COM 144577103 3,835 125,580 SH   DFND 7 125,580 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 6,964 585,210 SH   DFND 6 585,210 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,812 152,270 SH   DFND 7 152,270 0 0
CASEYS GEN STORES INC COM 147528103 42,732 415,200 SH   DFND 1,5 0 0 415,200
CASH AMER INTL INC COM 14754D100 333 11,919 SH   DFND 1,5 0 0 11,919
CASTLIGHT HEALTH INC CL B 14862Q100 24,744 5,891,357 SH   DFND 1,5 776,342 0 5,115,015
CASTLIGHT HEALTH INC CL B 14862Q100 226 53,900 SH   DFND 6 53,900 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 11,621 1,436,498 SH   DFND 1,5 0 0 1,436,498
CATABASIS PHARMACEUTICALS IN COM 14875P107 194 24,000 SH   DFND 6 24,000 0 0
CATALENT INC COM 148806102 106,789 4,394,600 SH   DFND 1,5 271,000 0 4,123,600
CATALYST BIOSCIENCES INC COM 14888D109 184 39,417 SH   DFND 1,5 0 0 39,417
CATERPILLAR INC DEL COM 149123101 60,793 930,125 SH   DFND 1,5 120,900 0 809,225
CATERPILLAR INC DEL COM 149123101 13,221 202,286 SH   DFND 2 202,286 0 0
CATERPILLAR INC DEL COM 149123101 5,702 87,238 SH   DFND 3 87,238 0 0
CATERPILLAR INC DEL COM 149123101 6,761 103,440 SH   DFND 6 53,500 0 49,940
CATERPILLAR INC DEL COM 149123101 25,790 394,585 SH   DFND 7 236,418 0 158,167
CATHAY GEN BANCORP COM 149150104 165,589 5,527,000 SH   DFND 1,5 235,000 0 5,292,000
CAVIUM INC COM 14964U108 395,368 6,442,361 SH   DFND 1,5 957,328 0 5,485,033
CAVIUM INC COM 14964U108 14,753 240,391 SH   DFND 1,9 0 0 240,391
CAVIUM INC COM 14964U108 55,210 899,628 SH   DFND 6 899,628 0 0
CAVIUM INC COM 14964U108 22,569 367,750 SH   DFND 7 315,250 0 52,500
CBIZ INC COM 124805102 52,857 5,382,634 SH   DFND 1,5 97,934 0 5,284,700
CBIZ INC COM 124805102 20,387 2,076,091 SH   DFND 6 2,076,091 0 0
CBIZ INC COM 124805102 3,772 384,064 SH   DFND 7 384,064 0 0
CBL & ASSOC PPTYS INC COM 124830100 61,943 4,504,971 SH   DFND 1,5 0 0 4,504,971
CBRE GROUP INC CL A 12504L109 563,810 17,619,056 SH   DFND 1,5 75,306 0 17,543,750
CBRE GROUP INC CL A 12504L109 3,114 97,300 SH   DFND 2 97,300 0 0
CBRE GROUP INC CL A 12504L109 458 14,313 SH   DFND 3 14,313 0 0
CBRE GROUP INC CL A 12504L109 8,691 271,600 SH   DFND 6 271,600 0 0
CBRE GROUP INC CL A 12504L109 35,060 1,095,623 SH   DFND 7 1,087,023 0 8,600
CBS CORP NEW CL B 124857202 33,837 848,038 SH   DFND 1,5 38 0 848,000
CBS CORP NEW CL B 124857202 5,952 149,175 SH   DFND 2 149,175 0 0
CBS CORP NEW CL B 124857202 6,243 156,465 SH   DFND 3 156,465 0 0
CDK GLOBAL INC COM 12508E101 2,023 42,346 SH   DFND 1,5 8,320 0 34,026
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,387 19,300 SH   DFND 6 19,300 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 49,135 683,880 SH   DFND 11 683,880 0 0
CDW CORP COM 12514G108 701,246 17,162,162 SH   DFND 1,5 1,187,598 0 15,974,564
CDW CORP COM 12514G108 69,724 1,706,419 SH   DFND 6 1,706,419 0 0
CDW CORP COM 12514G108 4,234 103,620 SH   DFND 7 103,620 0 0
CEB INC COM 125134106 126,459 1,850,437 SH   DFND 1,5 1,600 0 1,848,837
CECO ENVIRONMENTAL CORP COM 125141101 6,552 800,000 SH   DFND 1,5 62,500 0 737,500
CEDAR FAIR L P DEPOSITRY UNIT 150185106 19,455 369,788 SH   DFND 1,5 0 0 369,788
CEDAR REALTY TRUST INC COM NEW 150602209 65,652 10,571,917 SH   DFND 1,5 3,507,996 0 7,063,921
CEDAR REALTY TRUST INC COM NEW 150602209 9,408 1,514,992 SH   DFND 6 1,514,992 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,124 664,051 SH   DFND 7 66,070 0 597,981
CELADON GROUP INC COM 150838100 879 54,900 SH   DFND 1,5 0 0 54,900
CELANESE CORP DEL COM SER A 150870103 54,806 926,246 SH   DFND 1,5 200 0 926,046
CELANESE CORP DEL COM SER A 150870103 856 14,470 SH   DFND 3 14,470 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,094 85,000 SH   DFND 1,5 85,000 0 0
CELGENE CORP COM 151020104 3,632,392 33,580,405 SH   DFND 1,5 1,146,923 0 32,433,482
CELGENE CORP COM 151020104 28,704 265,361 SH   DFND 2 265,361 0 0
CELGENE CORP COM 151020104 23,599 218,164 SH   DFND 3 218,164 0 0
CELGENE CORP COM 151020104 11,920 110,200 SH   DFND 6 110,200 0 0
CELLCOM ISRAEL LTD SHS M2196U109 11,065 1,764,476 SH   DFND 1,5 1,001,918 0 762,558
CELLCOM ISRAEL LTD SHS M2196U109 4,638 739,677 SH   DFND 1,10 739,677 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 148,373 14,077,121 SH   DFND 1,5 1,384,213 0 12,692,908
CELLDEX THERAPEUTICS INC NEW COM 15117B103 4,102 389,220 SH   DFND 6 389,220 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 119 11,270 SH   DFND 7 6,070 0 5,200
CELLECTIS S A SPONSORED ADS 15117K103 92,331 3,502,695 SH   DFND 1,5 56,898 0 3,445,797
CEMPRA INC COM 15130J109 23,303 837,023 SH   DFND 1,5 0 0 837,023
CEMPRA INC COM 15130J109 14,449 519,012 SH   DFND 6 519,012 0 0
CEMPRA INC COM 15130J109 1,290 46,320 SH   DFND 7 46,320 0 0
CENOVUS ENERGY INC COM 15135U109 27,995 1,845,842 SH   DFND 1,5 142 0 1,845,700
CENOVUS ENERGY INC COM 15135U109 739 48,741 SH   DFND 6 48,741 0 0
CENTENE CORP DEL COM 15135B101 15,528 286,340 SH   DFND 1,5 212 0 286,128
CENTERPOINT ENERGY INC COM 15189T107 77,696 4,306,860 SH   DFND 1,5 249,560 0 4,057,300
CENTERPOINT ENERGY INC COM 15189T107 2,605 144,426 SH   DFND 2 144,426 0 0
CENTERPOINT ENERGY INC COM 15189T107 778 43,131 SH   DFND 3 43,131 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,108 61,400 SH   DFND 6 61,400 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,116 92,343 SH   DFND 1,5 0 0 92,343
CENTURYLINK INC COM 156700106 72,403 2,882,301 SH   DFND 1,5 1,357 0 2,880,944
CENTURYLINK INC COM 156700106 4,747 188,978 SH   DFND 2 188,978 0 0
CENTURYLINK INC COM 156700106 4,013 159,743 SH   DFND 3 159,743 0 0
CEPHEID COM 15670R107 133,419 2,951,755 SH   DFND 1,5 473,600 0 2,478,155
CERNER CORP COM 156782104 981,144 16,363,311 SH   DFND 1,5 1,298,031 0 15,065,280
CERNER CORP COM 156782104 6,181 103,090 SH   DFND 2 103,090 0 0
CERNER CORP COM 156782104 3,859 64,365 SH   DFND 3 64,365 0 0
CERULEAN PHARMA INC COM 15708Q105 14,385 3,930,414 SH   DFND 1,5 0 0 3,930,414
CF INDS HLDGS INC COM 125269100 905,501 20,167,051 SH   DFND 1,5 699,702 0 19,467,349
CF INDS HLDGS INC COM 125269100 3,512 78,227 SH   DFND 2 78,227 0 0
CF INDS HLDGS INC COM 125269100 724 16,132 SH   DFND 3 16,132 0 0
CF INDS HLDGS INC COM 125269100 12,667 282,119 SH   DFND 6 282,119 0 0
CF INDS HLDGS INC COM 125269100 21,125 470,500 SH   DFND 7 470,500 0 0
CHAMBERS STR PPTYS COM 157842105 98,791 15,222,107 SH   DFND 1,5 10,996,857 0 4,225,250
CHANGYOU COM LTD ADS REP CL A 15911M107 1,040 58,400 SH   DFND 1,9 0 0 58,400
CHANNELADVISOR CORP COM 159179100 5,161 519,212 SH   DFND 1,5 0 0 519,212
CHANNELADVISOR CORP COM 159179100 6,538 657,756 SH   DFND 1,9 0 0 657,756
CHARLES RIV LABS INTL INC COM 159864107 165,046 2,598,327 SH   DFND 11 2,598,327 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 474,549 2,698,600 SH   DFND 1,5 89,509 0 2,609,091
CHASE CORP COM 16150R104 36,759 933,204 SH   DFND 1,5 98,104 0 835,100
CHECK POINT SOFTWARE TECH LT ORD M22465104 281,420 3,547,459 SH   DFND 1,5 256,191 0 3,291,268
CHEFS WHSE INC COM 163086101 11,459 809,242 SH   DFND 1,5 0 0 809,242
CHEFS WHSE INC COM 163086101 3,026 213,680 SH   DFND 6 213,680 0 0
CHEFS WHSE INC COM 163086101 660 46,590 SH   DFND 7 46,590 0 0
CHEGG INC COM 163092109 6,750 936,200 SH   DFND 1,5 0 0 936,200
CHEMED CORP NEW COM 16359R103 213,552 1,600,000 SH   DFND 1,5 0 0 1,600,000
CHEMOURS CO COM 163851108 7,375 1,139,837 SH   DFND 1,5 108,522 0 1,031,315
CHEMTURA CORP COM NEW 163893209 16,892 590,200 SH   DFND 1,5 0 0 590,200
CHENIERE ENERGY INC COM NEW 16411R208 57,453 1,189,500 SH   DFND 1,5 800 0 1,188,700
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 22,966 871,900 SH   DFND 1,5 0 0 871,900
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 65,221 3,430,875 SH   DFND 1,5 0 0 3,430,875
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 9,069 10,545,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,007 273,838 SH   DFND 1,5 138 0 273,700
CHESAPEAKE ENERGY CORP COM 165167107 1,272 173,585 SH   DFND 2 173,585 0 0
CHESAPEAKE ENERGY CORP COM 165167107 630 85,945 SH   DFND 3 85,945 0 0
CHEVRON CORP NEW COM 166764100 3,466,359 43,944,711 SH   DFND 1,5 1,462,059 0 42,482,652
CHEVRON CORP NEW COM 166764100 31,875 404,100 SH   DFND 1,10 6,700 0 397,400
CHEVRON CORP NEW COM 166764100 49,824 631,643 SH   DFND 2 631,643 0 0
CHEVRON CORP NEW COM 166764100 30,368 384,995 SH   DFND 3 384,995 0 0
CHEVRON CORP NEW COM 166764100 58,298 739,073 SH   DFND 6 697,663 0 41,410
CHEVRON CORP NEW COM 166764100 139,224 1,765,015 SH   DFND 7 1,255,113 0 509,902
CHIASMA INC COM 16706W102 61,668 3,101,989 SH   DFND 1,5 24,499 0 3,077,490
CHIASMA INC COM 16706W102 464 23,350 SH   DFND 6 23,350 0 0
CHICOS FAS INC COM 168615102 79,887 5,078,636 SH   DFND 1,5 160,770 0 4,917,866
CHILDRENS PL INC COM 168905107 577 10,000 SH   DFND 1,5 10,000 0 0
CHIMERA INVT CORP COM NEW 16934Q208 4,110 307,380 SH   DFND 1,5 0 0 307,380
CHIMERIX INC COM 16934W106 263,824 6,906,388 SH   DFND 1,5 838,574 0 6,067,814
CHINA BIOLOGIC PRODS INC COM 16938C106 96,313 1,072,293 SH   DFND 1,5 29,061 0 1,043,232
CHINA BIOLOGIC PRODS INC COM 16938C106 539 6,000 SH   DFND 1,9 0 0 6,000
CHINA BIOLOGIC PRODS INC COM 16938C106 1,626 18,100 SH   DFND 7 18,100 0 0
CHINA CORD BLOOD CORP SHS G21107100 589 97,900 SH   DFND 1,5 0 0 97,900
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 13,012 534,795 SH   DFND 1,5 109,695 0 425,100
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 174,022 2,924,747 SH   DFND 1,5 77,926 0 2,846,821
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 21,359 1,672,596 SH   DFND 1,5 45,790 0 1,626,806
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 442 56,500 SH   DFND 1,9 0 0 56,500
CHIPMOS TECH BERMUDA LTD SHS G2110R114 6,777 412,733 SH   DFND 1,9 0 0 412,733
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,787,334 3,869,954 SH   DFND 1,5 256,357 0 3,613,597
CHIPOTLE MEXICAN GRILL INC COM 169656105 7,529 10,453 SH   DFND 2 10,453 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,269 3,151 SH   DFND 3 3,151 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 10,091 14,010 SH   DFND 6 14,010 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,948 6,870 SH   DFND 7 6,870 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 870 1,208 SH   DFND   1,208 0 0
CHUBB CORP COM 171232101 1,762,027 14,366,299 SH   DFND 1,5 563,708 0 13,802,591
CHUBB CORP COM 171232101 9,345 76,189 SH   DFND 2 76,189 0 0
CHUBB CORP COM 171232101 15,767 128,552 SH   DFND 3 128,552 0 0
CHUBB CORP COM 171232101 6,366 51,900 SH   DFND 6 51,900 0 0
CHUBB CORP COM 171232101 24,223 197,500 SH   DFND 11 197,500 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,390 79,100 SH   DFND 1,5 0 0 79,100
CHURCH & DWIGHT INC COM 171340102 178,808 2,131,200 SH   DFND 1,5 173,900 0 1,957,300
CHURCH & DWIGHT INC COM 171340102 410 4,882 SH   DFND 3 4,882 0 0
CHURCH & DWIGHT INC COM 171340102 703 8,382 SH   DFND 6 8,382 0 0
CHURCH & DWIGHT INC COM 171340102 4,774 56,900 SH   DFND 7 56,900 0 0
CHUYS HLDGS INC COM 171604101 62,845 2,212,842 SH   DFND 1,5 452,300 0 1,760,542
CIBER INC COM 17163B102 1,932 607,500 SH   DFND 1,5 0 0 607,500
CIDARA THERAPEUTICS INC COM 171757107 25,710 2,021,217 SH   DFND 1,5 30,455 0 1,990,762
CIENA CORP COM NEW 171779309 218 10,500 SH   DFND 1,5 0 0 10,500
CIENA CORP COM NEW 171779309 23,625 1,140,200 SH   DFND 1,9 0 0 1,140,200
CIGNA CORPORATION COM 125509109 1,395,747 10,337,337 SH   DFND 1,5 193,786 0 10,143,551
CIGNA CORPORATION COM 125509109 11,670 86,433 SH   DFND 2 86,433 0 0
CIGNA CORPORATION COM 125509109 9,785 72,471 SH   DFND 3 72,471 0 0
CIGNA CORPORATION COM 125509109 986 7,300 SH   DFND 6 7,300 0 0
CIGNA CORPORATION COM 125509109 46,312 343,000 SH   DFND 11 343,000 0 0
CIMAREX ENERGY CO COM 171798101 553,776 5,403,743 SH   DFND 1,5 55,274 0 5,348,469
CIMAREX ENERGY CO COM 171798101 3,249 31,706 SH   DFND 2 31,706 0 0
CIMAREX ENERGY CO COM 171798101 1,923 18,766 SH   DFND 6 18,766 0 0
CIMAREX ENERGY CO COM 171798101 19,031 185,700 SH   DFND 11 185,700 0 0
CIMPRESS N V SHS EURO N20146101 187,992 2,470,000 SH   DFND 1,5 0 0 2,470,000
CINCINNATI BELL INC NEW COM 171871106 5,092 1,632,200 SH   DFND 1,5 0 0 1,632,200
CINCINNATI FINL CORP COM 172062101 2,667 49,573 SH   DFND 2 49,573 0 0
CINCINNATI FINL CORP COM 172062101 876 16,288 SH   DFND 3 16,288 0 0
CINEMARK HOLDINGS INC COM 17243V102 145,851 4,489,100 SH   DFND 1,5 16,400 0 4,472,700
CINEMARK HOLDINGS INC COM 17243V102 6,811 209,622 SH   DFND 6 209,622 0 0
CINTAS CORP COM 172908105 2,570 29,966 SH   DFND 2 29,966 0 0
CINTAS CORP COM 172908105 1,999 23,313 SH   DFND 3 23,313 0 0
CIRRUS LOGIC INC COM 172755100 194,127 6,160,820 SH   DFND 1,5 29,100 0 6,131,720
CIRRUS LOGIC INC COM 172755100 3,270 103,766 SH   DFND 1,9 0 0 103,766
CIRRUS LOGIC INC COM 172755100 81,705 2,592,984 SH   DFND 6 2,592,984 0 0
CIRRUS LOGIC INC COM 172755100 19,073 605,300 SH   DFND 7 555,800 0 49,500
CISCO SYS INC COM 17275R102 2,151,209 81,950,800 SH   DFND 1,5 2,459,692 0 79,491,108
CISCO SYS INC COM 17275R102 93,335 3,555,600 SH   DFND 1,9 0 0 3,555,600
CISCO SYS INC COM 17275R102 44,814 1,707,183 SH   DFND 2 1,707,183 0 0
CISCO SYS INC COM 17275R102 42,095 1,603,625 SH   DFND 3 1,603,625 0 0
CISCO SYS INC COM 17275R102 25,488 970,976 SH   DFND 6 870,516 0 100,460
CISCO SYS INC COM 17275R102 43,623 1,661,811 SH   DFND 7 462,571 0 1,199,240
CIT GROUP INC COM NEW 125581801 277,584 6,934,402 SH   DFND 1,5 1,022,600 0 5,911,802
CITI TRENDS INC COM 17306X102 31,201 1,334,500 SH   DFND 1,5 149,434 0 1,185,066
CITIGROUP INC COM NEW 172967424 4,026,776 81,168,628 SH   DFND 1,5 1,748,728 0 79,419,900
CITIGROUP INC COM NEW 172967424 50,122 1,010,316 SH   DFND 2 1,010,316 0 0
CITIGROUP INC COM NEW 172967424 24,799 499,880 SH   DFND 3 499,880 0 0
CITIGROUP INC COM NEW 172967424 66,152 1,333,436 SH   DFND 6 1,197,176 0 136,260
CITIGROUP INC COM NEW 172967424 186,955 3,768,500 SH   DFND 7 2,546,919 0 1,221,581
CITIGROUP INC COM NEW 172967424 117,770 2,373,910 SH   DFND 11 2,373,910 0 0
CITIGROUP INC *W EXP 10/28/201 172967234 156 15,631,200 SH   DFND 11 15,631,200 0 0
CITIZENS FINL GROUP INC COM 174610105 2,727 114,312 SH   DFND 6 69,968 0 44,344
CITIZENS FINL GROUP INC COM 174610105 439 18,419 SH   DFND 7 18,419 0 0
CITRIX SYS INC COM 177376100 246,346 3,555,808 SH   DFND 1,5 95,655 0 3,460,153
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CLECO CORP NEW COM 12561W105 95,153 1,787,243 SH   DFND 11 1,787,243 0 0
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CMS ENERGY CORP COM 125896100 3,280 92,869 SH   DFND 2 92,869 0 0
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CMS ENERGY CORP COM 125896100 97,714 2,766,530 SH   DFND 11 2,766,530 0 0
CNO FINL GROUP INC COM 12621E103 101,629 5,402,900 SH   DFND 1,5 93,700 0 5,309,200
CNOOC LTD SPONSORED ADR 126132109 3,038 29,470 SH   DFND 1,5 500 0 28,970
CNOOC LTD SPONSORED ADR 126132109 16,050 155,700 SH   DFND 1,9 0 0 155,700
CNOVA N V SHS N20947102 4,183 1,385,171 SH   DFND 1,5 37,880 0 1,347,291
COACH INC COM 189754104 143,789 4,970,230 SH   DFND 1,5 407,051 0 4,563,179
COACH INC COM 189754104 2,686 92,856 SH   DFND 2 92,856 0 0
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COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 39,773 55,920,000 PRN   DFND 1,5 0 0 0
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COCA COLA BOTTLING CO CONS COM 191098102 129,410 669,200 SH   DFND 1,5 200 0 669,000
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CODEXIS INC COM 192005106 3,921 1,156,700 SH   DFND 1,5 2,000 0 1,154,700
CODORUS VY BANCORP INC COM 192025104 10,691 521,755 SH   DFND 1,5 41,235 0 480,520
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COGNEX CORP COM 192422103 5,386 156,700 SH   DFND 1,9 0 0 156,700
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COHERUS BIOSCIENCES INC COM 19249H103 64,667 3,226,912 SH   DFND 1,5 219,707 0 3,007,205
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COMCAST CORP NEW CL A 20030N101 2,853,306 50,163,603 SH   DFND 1,5 2,506,383 0 47,657,220
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COMERICA INC COM 200340107 334,151 8,130,191 SH   DFND 1,5 259,661 0 7,870,530
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CRESCENT PT ENERGY CORP COM 22576C101 141 12,332 SH   DFND 6 2,996 0 9,336
CRESCENT PT ENERGY CORP COM 22576C101 47,705 4,169,125 SH   DFND 11 4,169,125 0 0
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 6,180 1,000,000 SH   DFND 1,5 0 0 1,000,000
CRH PLC ADR 12626K203 163,409 6,157,100 SH   DFND 1,5 172,500 0 5,984,600
CRH PLC ADR 12626K203 5,504 207,400 SH   DFND 7 207,400 0 0
CRITEO S A SPONS ADS 226718104 224,449 5,978,941 SH   DFND 1,5 155,700 0 5,823,241
CRITEO S A SPONS ADS 226718104 5,523 147,135 SH   DFND 6 147,135 0 0
CRITEO S A SPONS ADS 226718104 1,200 31,963 SH   DFND 7 31,963 0 0
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 7,426 72,900 SH   DFND 1,5 0 0 72,900
CROWN CASTLE INTL CORP NEW COM 22822V101 126,455 1,603,330 SH   DFND 1,5 16,630 0 1,586,700
CROWN CASTLE INTL CORP NEW COM 22822V101 8,836 112,034 SH   DFND 2 112,034 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,990 50,587 SH   DFND 3 50,587 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 323 4,100 SH   DFND 6 4,100 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 14,078 178,500 SH   DFND 11 178,500 0 0
CROWN HOLDINGS INC COM 228368106 2,497 54,577 SH   DFND 3 54,577 0 0
CROWN MEDIA HLDGS INC CL A 228411104 17,281 3,230,058 SH   DFND 1,5 321,758 0 2,908,300
CSG SYS INTL INC COM 126349109 3,082 100,070 SH   DFND 1,5 0 0 100,070
CSG SYS INTL INC COM 126349109 46,939 1,523,998 SH   DFND 11 1,523,998 0 0
CST BRANDS INC COM 12646R105 96,557 2,868,600 SH   DFND 1,5 223,800 0 2,644,800
CSX CORP COM 126408103 409,213 15,212,383 SH   DFND 1,5 170,073 0 15,042,310
CSX CORP COM 126408103 8,883 330,212 SH   DFND 2 330,212 0 0
CSX CORP COM 126408103 1,958 72,804 SH   DFND 3 72,804 0 0
CSX CORP COM 126408103 19,860 738,290 SH   DFND 6 641,580 0 96,710
CSX CORP COM 126408103 53,510 1,989,213 SH   DFND 7 1,429,590 0 559,623
CTI BIOPHARMA CORP COM 12648L106 14,241 9,753,954 SH   DFND 1,5 0 0 9,753,954
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 108,115 1,711,216 SH   DFND 1,5 233,489 0 1,477,727
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 18,000 284,900 SH   DFND 1,9 0 0 284,900
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 864 13,673 SH   DFND 6 13,673 0 0
CUBESMART COM 229663109 3,105 114,100 SH   DFND 6 114,100 0 0
CUBESMART COM 229663109 4,914 180,600 SH   DFND 7 121,600 0 59,000
CUMMINS INC COM 231021106 125,492 1,155,760 SH   DFND 1,5 36,360 0 1,119,400
CUMMINS INC COM 231021106 6,056 55,770 SH   DFND 2 55,770 0 0
CUMMINS INC COM 231021106 2,370 21,828 SH   DFND 3 21,828 0 0
CUMMINS INC COM 231021106 2,662 24,519 SH   DFND 6 15,779 0 8,740
CUMMINS INC COM 231021106 3,511 32,336 SH   DFND 7 32,336 0 0
CUMULUS MEDIA INC CL A 231082108 3,171 4,505,268 SH   DFND 1,5 3,242,400 0 1,262,868
CURIS INC COM 231269101 39,273 19,442,062 SH   DFND 1,5 0 0 19,442,062
CURTISS WRIGHT CORP COM 231561101 85,911 1,376,330 SH   DFND 1,5 0 0 1,376,330
CUSTOMERS BANCORP INC COM 23204G100 4,030 156,800 SH   DFND 1,5 12,400 0 144,400
CUTERA INC COM 232109108 5,886 450,000 SH   DFND 1,5 86,600 0 363,400
CVB FINL CORP COM 126600105 138,505 8,293,698 SH   DFND 1,5 348,324 0 7,945,374
CVB FINL CORP COM 126600105 11,411 683,282 SH   DFND 6 683,282 0 0
CVB FINL CORP COM 126600105 9,658 578,298 SH   DFND 7 488,398 0 89,900
CVENT INC COM 23247G109 199,632 5,930,846 SH   DFND 1,5 6,000 0 5,924,846
CVENT INC COM 23247G109 10,544 313,259 SH   DFND 1,9 0 0 313,259
CVR REFNG LP COMUNIT REP LT 12663P107 3,225 168,656 SH   DFND 1,5 0 0 168,656
CVS HEALTH CORP COM 126650100 5,102,024 52,881,670 SH   DFND 1,5 2,514,873 0 50,366,797
CVS HEALTH CORP COM 126650100 36,093 374,100 SH   DFND 2 374,100 0 0
CVS HEALTH CORP COM 126650100 39,558 410,013 SH   DFND 3 410,013 0 0
CVS HEALTH CORP COM 126650100 68,050 705,328 SH   DFND 6 561,376 0 143,952
CVS HEALTH CORP COM 126650100 220,058 2,280,869 SH   DFND 7 1,589,465 0 691,404
CVS HEALTH CORP COM 126650100 208,450 2,160,550 SH   DFND 11 2,160,550 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 140,520 2,802,550 SH   DFND 1,5 409,750 0 2,392,800
CYBERONICS INC COM 23251P102 66,507 1,094,222 SH   DFND 1,5 0 0 1,094,222
CYPRESS SEMICONDUCTOR CORP COM 232806109 107,539 12,621,918 SH   DFND 1,5 1,288,500 0 11,333,418
CYPRESS SEMICONDUCTOR CORP COM 232806109 5,894 691,800 SH   DFND 1,9 0 0 691,800
CYRUSONE INC COM 23283R100 1,453 44,500 SH   DFND 1,5 0 0 44,500
CYS INVTS INC COM 12673A108 16,268 2,240,719 SH   DFND 1,5 0 0 2,240,719
CYTEC INDS INC COM 232820100 180,535 2,444,615 SH   DFND 1,5 40,113 0 2,404,502
CYTEC INDS INC COM 232820100 6,506 88,100 SH   DFND 6 88,100 0 0
CYTEC INDS INC COM 232820100 1,558 21,100 SH   DFND 7 21,100 0 0
CYTOKINETICS INC COM NEW 23282W605 12,728 1,902,482 SH   DFND 1,5 0 0 1,902,482
D R HORTON INC COM 23331A109 522,291 17,789,215 SH   DFND 1,5 729,035 0 17,060,180
D R HORTON INC COM 23331A109 3,217 109,574 SH   DFND 2 109,574 0 0
D R HORTON INC COM 23331A109 1,080 36,793 SH   DFND 3 36,793 0 0
D R HORTON INC COM 23331A109 1,600 54,500 SH   DFND 6 54,500 0 0
DANAHER CORP DEL COM 235851102 3,047,312 35,762,378 SH   DFND 1,5 1,309,588 0 34,452,790
DANAHER CORP DEL COM 235851102 17,008 199,601 SH   DFND 2 199,601 0 0
DANAHER CORP DEL COM 235851102 9,989 117,229 SH   DFND 3 117,229 0 0
DANAHER CORP DEL COM 235851102 38,214 448,465 SH   DFND 6 388,461 0 60,004
DANAHER CORP DEL COM 235851102 95,930 1,125,810 SH   DFND 7 999,479 0 126,331
DANAHER CORP DEL COM 235851102 15,823 185,700 SH   DFND 11 185,700 0 0
DARDEN RESTAURANTS INC COM 237194105 2,205 32,165 SH   DFND 1,5 5,951 0 26,214
DARDEN RESTAURANTS INC COM 237194105 2,623 38,267 SH   DFND 2 38,267 0 0
DARDEN RESTAURANTS INC COM 237194105 6,445 94,033 SH   DFND 3 94,033 0 0
DARLING INGREDIENTS INC COM 237266101 96,307 8,568,277 SH   DFND 1,5 19,770 0 8,548,507
DAVE & BUSTERS ENTMT INC COM 238337109 74,315 1,964,457 SH   DFND 1,5 6,400 0 1,958,057
DAVE & BUSTERS ENTMT INC COM 238337109 1,748 46,200 SH   DFND 6 46,200 0 0
DAVIDSTEA INC COM 238661102 7,465 476,661 SH   DFND 1,5 80,639 0 396,022
DAVIDSTEA INC COM 238661102 315 20,100 SH   DFND 7 20,100 0 0
DAVIDSTEA INC COM 238661102 33,593 2,145,147 SH   DFND 11 1,851,547 0 293,600
DAVITA HEALTHCARE PARTNERS I COM 23918K108 387,317 5,354,857 SH   DFND 1,5 4,133 0 5,350,724
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,133 57,146 SH   DFND 2 57,146 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,522 21,038 SH   DFND 3 21,038 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 686 9,490 SH   DFND 6 9,490 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 3,790 52,400 SH   DFND 7 52,400 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 31,438 434,640 SH   DFND 11 434,640 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 60,883 1,710,688 SH   DFND 1,5 0 0 1,710,688
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 70,996 1,994,836 SH   DFND 6 1,994,836 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 13,900 390,570 SH   DFND 7 332,870 0 57,700
DBX ETF TR DBXTR HAR CS 300 233051879 1,921 59,400 SH   DFND 7 59,400 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 322,835 9,591,050 SH   DFND 1,5 4,322,452 0 5,268,598
DCT INDUSTRIAL TRUST INC COM NEW 233153204 32,743 972,750 SH   DFND 6 972,750 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 14,392 427,575 SH   DFND 7 43,950 0 383,625
DDR CORP COM 23317H102 397,356 25,835,886 SH   DFND 1,5 16,866,019 0 8,969,867
DEALERTRACK TECHNOLOGIES INC COM 242309102 221,218 3,502,500 SH   DFND 11 3,502,500 0 0
DEAN FOODS CO NEW COM NEW 242370203 48,728 2,949,645 SH   DFND 1,5 145,100 0 2,804,545
DEAN FOODS CO NEW COM NEW 242370203 177 10,700 SH   DFND 7 10,700 0 0
DECKERS OUTDOOR CORP COM 243537107 109,803 1,891,200 SH   DFND 1,5 24,300 0 1,866,900
DEERE & CO COM 244199105 792,774 10,713,158 SH   DFND 1,5 466,008 0 10,247,150
DEERE & CO COM 244199105 7,744 104,648 SH   DFND 2 104,648 0 0
DEERE & CO COM 244199105 3,759 50,801 SH   DFND 3 50,801 0 0
DEERE & CO COM 244199105 13,859 187,278 SH   DFND 6 148,778 0 38,500
DEERE & CO COM 244199105 19,436 262,655 SH   DFND 7 81,500 0 181,155
DEL FRISCOS RESTAURANT GROUP COM 245077102 3,161 227,600 SH   DFND 1,5 0 0 227,600
DEL TACO RESTAURANTS INC COM 245496104 23,100 1,650,000 SH   DFND 1,5 321,900 0 1,328,100
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 14,161 468,900 SH   DFND 1,5 0 0 468,900
DELPHI AUTOMOTIVE PLC SHS G27823106 625,735 8,229,030 SH   DFND 1,5 298,436 0 7,930,594
DELPHI AUTOMOTIVE PLC SHS G27823106 7,258 95,448 SH   DFND 2 95,448 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,916 38,349 SH   DFND 3 38,349 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 24,977 328,469 SH   DFND 6 285,169 0 43,300
DELPHI AUTOMOTIVE PLC SHS G27823106 61,027 802,563 SH   DFND 7 729,763 0 72,800
DELTA AIR LINES INC DEL COM NEW 247361702 661,147 14,734,719 SH   DFND 1,5 918,451 0 13,816,268
DELTA AIR LINES INC DEL COM NEW 247361702 11,980 266,992 SH   DFND 2 266,992 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 9,348 208,326 SH   DFND 3 208,326 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,354 52,473 SH   DFND 6 52,473 0 0
DELUXE CORP COM 248019101 180,365 3,235,833 SH   DFND 1,5 12,833 0 3,223,000
DELUXE CORP COM 248019101 2,536 45,492 SH   DFND 7 45,492 0 0
DEMANDWARE INC COM 24802Y105 92,263 1,785,266 SH   DFND 1,5 234,143 0 1,551,123
DEMANDWARE INC COM 24802Y105 16,801 325,100 SH   DFND 1,9 0 0 325,100
DENBURY RES INC COM NEW 247916208 39,072 16,013,210 SH   DFND 1,5 1,913,510 0 14,099,700
DENBURY RES INC COM NEW 247916208 1,067 437,254 SH   DFND 3 437,254 0 0
DENBURY RES INC COM NEW 247916208 33 13,630 SH   DFND 6 13,630 0 0
DENNYS CORP COM 24869P104 10,598 960,860 SH   DFND 6 960,860 0 0
DENNYS CORP COM 24869P104 2,727 247,230 SH   DFND 7 247,230 0 0
DENTSPLY INTL INC NEW COM 249030107 163,863 3,240,314 SH   DFND 1,5 106,509 0 3,133,805
DENTSPLY INTL INC NEW COM 249030107 2,373 46,929 SH   DFND 2 46,929 0 0
DENTSPLY INTL INC NEW COM 249030107 797 15,770 SH   DFND 3 15,770 0 0
DENTSPLY INTL INC NEW COM 249030107 647 12,800 SH   DFND 6 12,800 0 0
DEPOMED INC COM 249908104 4,209 223,291 SH   DFND 1,5 891 0 222,400
DERMA SCIENCES INC COM PAR $.01 249827502 11,716 2,487,505 SH   DFND 1,5 0 0 2,487,505
DERMIRA INC COM 24983L104 98,643 4,226,336 SH   DFND 1,5 2,700 0 4,223,636
DERMIRA INC COM 24983L104 455 19,500 SH   DFND 6 19,500 0 0
DESCARTES SYS GROUP INC COM 249906108 1,385 78,200 SH   DFND 1,9 0 0 78,200
DESTINATION MATERNITY CORP COM 25065D100 2,890 313,450 SH   DFND 1,5 24,250 0 289,200
DEUTSCHE BANK AG NAMEN AKT D18190898 2,917 108,101 SH   DFND 1,5 1,860 0 106,241
DEVON ENERGY CORP NEW COM 25179M103 28,300 762,998 SH   DFND 1,5 1,052 0 761,946
DEVON ENERGY CORP NEW COM 25179M103 4,810 129,683 SH   DFND 2 129,683 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,534 176,177 SH   DFND 3 176,177 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,378 144,988 SH   DFND 6 105,788 0 39,200
DEVON ENERGY CORP NEW COM 25179M103 6,765 182,400 SH   DFND 7 83,900 0 98,500
DEVRY ED GROUP INC COM 251893103 46,992 1,727,000 SH   DFND 1,5 61,100 0 1,665,900
DEXCOM INC COM 252131107 375,601 4,374,580 SH   DFND 1,5 351,549 0 4,023,031
DEXCOM INC COM 252131107 1,286 14,978 SH   DFND 3 14,978 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,200 431,200 SH   DFND 6 431,200 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 830 111,800 SH   DFND 7 111,800 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 65 10,400 SH   DFND 7 10,400 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 2,388 379,400 SH   DFND 11 159,600 0 219,800
DIAGEO P L C SPON ADR NEW 25243Q205 50,870 471,939 SH   DFND 1,5 4,504 0 467,435
DIAGEO P L C SPON ADR NEW 25243Q205 947 8,782 SH   DFND 3 8,782 0 0
DIAMOND FOODS INC COM 252603105 25,508 826,574 SH   DFND 6 826,574 0 0
DIAMOND FOODS INC COM 252603105 13,506 437,650 SH   DFND 7 381,650 0 56,000
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 27,278 146,624 SH   DFND 1,5 34,754 0 111,870
DIAMOND OFFSHORE DRILLING IN COM 25271C102 374 21,639 SH   DFND 2 21,639 0 0
DIAMONDBACK ENERGY INC COM 25278X109 300,598 4,653,227 SH   DFND 1,5 60,269 0 4,592,958
DIAMONDBACK ENERGY INC COM 25278X109 25,339 392,242 SH   DFND 6 392,242 0 0
DIAMONDBACK ENERGY INC COM 25278X109 11,758 182,010 SH   DFND 7 164,810 0 17,200
DIAMONDBACK ENERGY INC COM 25278X109 19,671 304,500 SH   DFND 11 304,500 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 113,375 10,260,136 SH   DFND 1,5 6,861,936 0 3,398,200
DICERNA PHARMACEUTICALS INC COM 253031108 25,271 3,078,116 SH   DFND 1,5 356,922 0 2,721,194
DICERNA PHARMACEUTICALS INC COM 253031108 89 10,800 SH   DFND 6 10,800 0 0
DICKS SPORTING GOODS INC COM 253393102 53,559 1,079,600 SH   DFND 1,5 7,400 0 1,072,200
DIEBOLD INC COM 253651103 12,643 424,700 SH   DFND 1,5 0 0 424,700
DIGIMARC CORP NEW COM 25381B101 1,109 36,300 SH   DFND 1,5 0 0 36,300
DIGITAL RLTY TR INC COM 253868103 851,638 13,037,932 SH   DFND 1,5 6,846,032 0 6,191,900
DIGITAL RLTY TR INC COM 253868103 26,828 410,719 SH   DFND 6 410,719 0 0
DIGITAL RLTY TR INC COM 253868103 11,696 179,050 SH   DFND 7 17,950 0 161,100
DILLARDS INC CL A 254067101 229,225 2,623,013 SH   DFND 1,5 3,191 0 2,619,822
DILLARDS INC CL A 254067101 5,305 60,700 SH   DFND 6 44,200 0 16,500
DILLARDS INC CL A 254067101 6,685 76,500 SH   DFND 7 35,100 0 41,400
DINEEQUITY INC COM 254423106 218,243 2,381,009 SH   DFND 1,5 105 0 2,380,904
DINEEQUITY INC COM 254423106 5,784 63,100 SH   DFND 6 63,100 0 0
DINEEQUITY INC COM 254423106 1,500 16,370 SH   DFND 7 16,370 0 0
DIODES INC COM 254543101 3,812 178,400 SH   DFND 1,5 0 0 178,400
DIPLOMAT PHARMACY INC COM 25456K101 85,603 2,979,558 SH   DFND 1,5 95,636 0 2,883,922
DIPLOMAT PHARMACY INC COM 25456K101 3,126 108,800 SH   DFND 6 108,800 0 0
DIPLOMAT PHARMACY INC COM 25456K101 733 25,500 SH   DFND 7 25,500 0 0
DISCOVER FINL SVCS COM 254709108 398,902 7,672,662 SH   DFND 1,5 355,127 0 7,317,535
DISCOVER FINL SVCS COM 254709108 7,597 146,120 SH   DFND 2 146,120 0 0
DISCOVER FINL SVCS COM 254709108 6,655 128,006 SH   DFND 3 128,006 0 0
DISCOVER FINL SVCS COM 254709108 14,595 280,719 SH   DFND 6 251,319 0 29,400
DISCOVER FINL SVCS COM 254709108 38,546 741,420 SH   DFND 7 741,420 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 14,068 540,450 SH   DFND 1,5 41,400 0 499,050
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,242 92,300 SH   DFND 1,5 0 0 92,300
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,305 50,116 SH   DFND 2 50,116 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,102 86,545 SH   DFND 2 86,545 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 758 29,114 SH   DFND 3 29,114 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 644 26,515 SH   DFND 3 26,515 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 3,777 12,591,295 SH   DFND 1,5 250,000 0 12,341,295
DISCOVERY LABORATORIES INC N COM NEW 254668403 91 301,714 SH   DFND 6 301,714 0 0
DISH NETWORK CORP CL A 25470M109 31,243 535,525 SH   DFND 1,5 27,956 0 507,569
DISNEY WALT CO COM DISNEY 254687106 4,432,772 43,373,504 SH   DFND 1,5 2,606,221 0 40,767,283
DISNEY WALT CO COM DISNEY 254687106 53,271 521,239 SH   DFND 2 521,239 0 0
DISNEY WALT CO COM DISNEY 254687106 26,023 254,631 SH   DFND 3 254,631 0 0
DISNEY WALT CO COM DISNEY 254687106 44,896 439,295 SH   DFND 6 397,195 0 42,100
DISNEY WALT CO COM DISNEY 254687106 88,185 862,868 SH   DFND 7 670,010 0 192,858
DIVERSICARE HEALTHCARE SVCS COM 255104101 443 43,000 SH   DFND 1,5 3,100 0 39,900
DOLBY LABORATORIES INC COM 25659T107 352 10,800 SH   DFND 1,5 828 0 9,972
DOLLAR GEN CORP NEW COM 256677105 793,407 10,952,605 SH   DFND 1,5 98,124 0 10,854,481
DOLLAR GEN CORP NEW COM 256677105 7,165 98,909 SH   DFND 2 98,909 0 0
DOLLAR GEN CORP NEW COM 256677105 3,404 46,989 SH   DFND 3 46,989 0 0
DOLLAR GEN CORP NEW COM 256677105 11,530 159,171 SH   DFND 6 159,171 0 0
DOLLAR GEN CORP NEW COM 256677105 46,140 636,940 SH   DFND 7 636,940 0 0
DOLLAR TREE INC COM 256746108 425,697 6,386,089 SH   DFND 1,5 413,889 0 5,972,200
DOLLAR TREE INC COM 256746108 5,252 78,788 SH   DFND 2 78,788 0 0
DOLLAR TREE INC COM 256746108 2,316 34,742 SH   DFND 3 34,742 0 0
DOLLAR TREE INC COM 256746108 2,246 33,700 SH   DFND 6 33,700 0 0
DOMINION DIAMOND CORP COM 257287102 7,893 738,695 SH   DFND 6 316,795 0 421,900
DOMINION DIAMOND CORP COM 257287102 6,121 572,790 SH   DFND 7 435,390 0 137,400
DOMINION RES INC VA NEW COM 25746U109 370,195 5,259,944 SH   DFND 1,5 50 0 5,259,894
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 8,111 163,500 SH   DFND 1,5 103,600 0 59,900
DOMINION RES INC VA NEW COM 25746U109 14,041 199,496 SH   DFND 2 199,496 0 0
DOMINION RES INC VA NEW COM 25746U109 10,666 151,549 SH   DFND 3 151,549 0 0
DOMINOS PIZZA INC COM 25754A201 886,997 8,219,784 SH   DFND 1,5 282,655 0 7,937,129
DOMINOS PIZZA INC COM 25754A201 1,845 17,100 SH   DFND 6 17,100 0 0
DOMTAR CORP COM NEW 257559203 31,431 879,189 SH   DFND 1,5 1,261 0 877,928
DONALDSON INC COM 257651109 59,232 2,109,400 SH   DFND 1,5 29,300 0 2,080,100
DONEGAL GROUP INC CL A 257701201 337 24,000 SH   DFND 1,5 0 0 24,000
DORMAN PRODUCTS INC COM 258278100 11,557 227,100 SH   DFND 1,5 0 0 227,100
DOUGLAS EMMETT INC COM 25960P109 169,920 5,916,442 SH   DFND 1,5 3,012,782 0 2,903,660
DOUGLAS EMMETT INC COM 25960P109 1,660 57,800 SH   DFND 7 18,600 0 39,200
DOVER CORP COM 260003108 3,003 52,521 SH   DFND 2 52,521 0 0
DOVER CORP COM 260003108 2,094 36,618 SH   DFND 3 36,618 0 0
DOW CHEM CO COM 260543103 288,265 6,798,713 SH   DFND 1,5 178,707 0 6,620,006
DOW CHEM CO COM 260543103 16,483 388,741 SH   DFND 2 388,741 0 0
DOW CHEM CO COM 260543103 8,088 190,747 SH   DFND 3 190,747 0 0
DOW CHEM CO COM 260543103 801 18,900 SH   DFND 11 18,900 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 214,549 2,714,097 SH   DFND 1,5 169,138 0 2,544,959
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,065 64,075 SH   DFND 2 64,075 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,691 34,045 SH   DFND 3 34,045 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,089 64,371 SH   DFND 6 49,471 0 14,900
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,523 107,817 SH   DFND 7 67,770 0 40,047
DR REDDYS LABS LTD ADR 256135203 2,946 46,100 SH   DFND 1,10 46,100 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 120,640 6,913,481 SH   DFND 1,5 207,400 0 6,706,081
DRIL-QUIP INC COM 262037104 281,622 4,837,202 SH   DFND 1,5 92 0 4,837,110
DRIL-QUIP INC COM 262037104 11,464 196,916 SH   DFND 6 196,916 0 0
DRIL-QUIP INC COM 262037104 6,472 111,160 SH   DFND 7 96,560 0 14,600
DRIL-QUIP INC COM 262037104 990 17,000 SH   DFND 11 17,000 0 0
DST SYS INC DEL COM 233326107 4,539 43,175 SH   DFND 1,5 1,575 0 41,600
DST SYS INC DEL COM 233326107 77,478 736,900 SH   DFND 11 736,900 0 0
DSW INC CL A 23334L102 7,821 309,000 SH   DFND 1,5 59,700 0 249,300
DTE ENERGY CO COM 233331107 167,347 2,082,208 SH   DFND 1,5 22 0 2,082,186
DTE ENERGY CO COM 233331107 4,842 60,245 SH   DFND 2 60,245 0 0
DTE ENERGY CO COM 233331107 2,592 32,248 SH   DFND 3 32,248 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 759,226 15,751,575 SH   DFND 1,5 429,510 0 15,322,065
DU PONT E I DE NEMOURS & CO COM 263534109 14,640 303,727 SH   DFND 2 303,727 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,101 126,572 SH   DFND 3 126,572 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 8,319 172,597 SH   DFND 6 132,497 0 40,100
DU PONT E I DE NEMOURS & CO COM 263534109 17,314 359,218 SH   DFND 7 86,200 0 273,018
DUKE ENERGY CORP NEW COM NEW 26441C204 16,622 231,052 SH   DFND 2 231,052 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,694 134,755 SH   DFND 3 134,755 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 6,746 93,778 SH   DFND 6 61,278 0 32,500
DUKE ENERGY CORP NEW COM NEW 26441C204 5,084 70,670 SH   DFND 7 70,670 0 0
DUKE REALTY CORP COM NEW 264411505 648,884 34,062,169 SH   DFND 1,5 16,071,669 0 17,990,500
DUKE REALTY CORP COM NEW 264411505 854 44,854 SH   DFND 3 44,854 0 0
DUKE REALTY CORP COM NEW 264411505 7,778 408,300 SH   DFND 6 312,300 0 96,000
DUKE REALTY CORP COM NEW 264411505 8,352 438,400 SH   DFND 7 203,300 0 235,100
DUN & BRADSTREET CORP DEL NE COM 26483E100 224,335 2,136,522 SH   DFND 1,5 285 0 2,136,237
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,273 12,121 SH   DFND 2 12,121 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 387 3,685 SH   DFND 3 3,685 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 41,427 394,547 SH   DFND 6 394,547 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 80,316 764,910 SH   DFND 11 764,910 0 0
DUNKIN BRANDS GROUP INC COM 265504100 409,202 8,351,059 SH   DFND 1,5 834,629 0 7,516,430
DUNKIN BRANDS GROUP INC COM 265504100 1,796 36,661 SH   DFND 3 36,661 0 0
DUNKIN BRANDS GROUP INC COM 265504100 1,021 20,846 SH   DFND 6 20,846 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 95,219 3,679,254 SH   DFND 1,5 2,432,154 0 1,247,100
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 355 13,700 SH   DFND 6 13,700 0 0
DYAX CORP COM 26746E103 415,244 21,751,904 SH   DFND 1,5 214,646 0 21,537,258
DYAX CORP COM 26746E103 3,852 201,769 SH   DFND 6 201,769 0 0
DYCOM INDS INC COM 267475101 2,996 41,400 SH   DFND 1,5 0 0 41,400
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 8,329 339,400 SH   DFND 1,5 300 0 339,100
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 35,849 458,900 SH   DFND 1,5 99,800 0 359,100
DYNEGY INC NEW DEL COM 26817R108 209,286 10,125,119 SH   DFND 1,5 366,562 0 9,758,557
DYNEGY INC NEW DEL COM 26817R108 1,049 50,757 SH   DFND 6 50,757 0 0
DYNEX CAP INC COM NEW 26817Q506 15,405 2,348,386 SH   DFND 1,5 0 0 2,348,386
E HOUSE CHINA HLDGS LTD ADR 26852W103 282 47,500 SH   DFND 1,5 0 0 47,500
E M C CORP MASS COM 268648102 1,468,386 60,777,574 SH   DFND 1,5 2,039,455 0 58,738,119
E M C CORP MASS COM 268648102 28,434 1,176,900 SH   DFND 1,9 0 0 1,176,900
E M C CORP MASS COM 268648102 15,609 646,074 SH   DFND 2 646,074 0 0
E M C CORP MASS COM 268648102 14,750 610,522 SH   DFND 3 610,522 0 0
E M C CORP MASS COM 268648102 15,777 653,032 SH   DFND 6 653,032 0 0
E M C CORP MASS COM 268648102 27,664 1,145,021 SH   DFND 7 280,719 0 864,302
E TRADE FINANCIAL CORP COM NEW 269246401 639,688 24,295,029 SH   DFND 1,5 68,600 0 24,226,429
E TRADE FINANCIAL CORP COM NEW 269246401 2,565 97,403 SH   DFND 2 97,403 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 35,495 1,348,069 SH   DFND 6 1,348,069 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 9,273 352,180 SH   DFND 7 352,180 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 301 50,419 SH   DFND 1,9 0 0 50,419
EAGLE BANCORP INC MD COM 268948106 30,442 669,064 SH   DFND 1,5 43,260 0 625,804
EAGLE BANCORP INC MD COM 268948106 204 4,474 SH   DFND 3 4,474 0 0
EAGLE MATERIALS INC COM 26969P108 217,262 3,175,413 SH   DFND 1,5 2,387 0 3,173,026
EAGLE MATERIALS INC COM 26969P108 10,693 156,292 SH   DFND 6 156,292 0 0
EAGLE MATERIALS INC COM 26969P108 4,712 68,874 SH   DFND 7 68,874 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,122 15,150 SH   DFND 1,5 150 0 15,000
EAST WEST BANCORP INC COM 27579R104 45,789 1,191,803 SH   DFND 1,5 66,300 0 1,125,503
EASTERLY GOVT PPTYS INC COM 27616P103 14,255 893,700 SH   DFND 1,5 0 0 893,700
EASTERN CO COM 276317104 231 14,271 SH   DFND 1,5 14,271 0 0
EASTGROUP PPTY INC COM 277276101 6,778 125,100 SH   DFND 1,5 0 0 125,100
EASTMAN CHEM CO COM 277432100 561,046 8,668,819 SH   DFND 1,5 632 0 8,668,187
EASTMAN CHEM CO COM 277432100 3,230 49,902 SH   DFND 2 49,902 0 0
EASTMAN CHEM CO COM 277432100 2,503 38,682 SH   DFND 3 38,682 0 0
EATON CORP PLC SHS G29183103 392,738 7,655,715 SH   DFND 1,5 486,064 0 7,169,651
EATON CORP PLC SHS G29183103 8,050 156,926 SH   DFND 2 156,926 0 0
EATON CORP PLC SHS G29183103 6,614 128,937 SH   DFND 3 128,937 0 0
EATON CORP PLC SHS G29183103 14,486 282,378 SH   DFND 6 238,578 0 43,800
EATON CORP PLC SHS G29183103 26,526 517,075 SH   DFND 7 351,300 0 165,775
EATON CORP PLC SHS G29183103 974 18,980 SH   DFND 11 18,980 0 0
EATON VANCE CORP COM NON VTG 278265103 45,904 1,373,560 SH   DFND 11 1,373,560 0 0
EBAY INC COM 278642103 286,865 11,737,523 SH   DFND 1,5 1,153,493 0 10,584,030
EBAY INC COM 278642103 1,056 43,200 SH   DFND 1,9 0 0 43,200
EBAY INC COM 278642103 9,195 376,209 SH   DFND 2 376,209 0 0
EBAY INC COM 278642103 6,133 250,938 SH   DFND 3 250,938 0 0
EBAY INC COM 278642103 5,856 239,606 SH   DFND 6 106,496 0 133,110
EBAY INC COM 278642103 39,286 1,607,431 SH   DFND 7 947,564 0 659,867
EBIX INC COM NEW 278715206 95,143 3,811,828 SH   DFND 1,5 261,833 0 3,549,995
EBIX INC COM NEW 278715206 32,977 1,321,179 SH   DFND 6 1,321,179 0 0
EBIX INC COM NEW 278715206 886 35,500 SH   DFND 7 35,500 0 0
ECHOSTAR CORP CL A 278768106 207 4,800 SH   DFND 1,5 0 0 4,800
ECOLAB INC COM 278865100 1,109,643 10,113,411 SH   DFND 1,5 200,893 0 9,912,518
ECOLAB INC COM 278865100 9,781 89,148 SH   DFND 2 89,148 0 0
ECOLAB INC COM 278865100 5,243 47,789 SH   DFND 3 47,789 0 0
ECOLAB INC COM 278865100 7,824 71,307 SH   DFND 6 71,307 0 0
ECOLAB INC COM 278865100 28,461 259,400 SH   DFND 7 259,400 0 0
ECOLAB INC COM 278865100 7,978 72,710 SH   DFND 11 72,710 0 0
EDGEWELL PERS CARE CO COM 28035Q102 125,481 1,537,758 SH   DFND 1,5 2,458 0 1,535,300
EDGEWELL PERS CARE CO COM 28035Q102 10,299 126,210 SH   DFND 6 126,210 0 0
EDGEWELL PERS CARE CO COM 28035Q102 6,284 77,010 SH   DFND 7 77,010 0 0
EDISON INTL COM 281020107 516,581 8,190,596 SH   DFND 1,5 111 0 8,190,485
EDISON INTL COM 281020107 6,898 109,365 SH   DFND 2 109,365 0 0
EDISON INTL COM 281020107 3,038 48,168 SH   DFND 3 48,168 0 0
EDISON INTL COM 281020107 9,694 153,696 SH   DFND 6 117,496 0 36,200
EDISON INTL COM 281020107 25,708 407,607 SH   DFND 7 316,807 0 90,800
EDUCATIONAL DEV CORP COM 281479105 2,921 386,892 SH   DFND 1,5 31,500 0 355,392
EDWARDS LIFESCIENCES CORP COM 28176E108 380,317 2,675,083 SH   DFND 1,5 285 0 2,674,798
EDWARDS LIFESCIENCES CORP COM 28176E108 5,131 36,090 SH   DFND 2 36,090 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,969 13,851 SH   DFND 3 13,851 0 0
EGAIN CORP COM NEW 28225C806 1,232 308,100 SH   DFND 1,9 0 0 308,100
EGALET CORP COM 28226B104 43,079 3,268,521 SH   DFND 1,5 0 0 3,268,521
EHI CAR SVCS LTD SPON ADS CL A 26853A100 2,710 233,788 SH   DFND 1,9 0 0 233,788
EL PASO ELEC CO COM NEW 283677854 80,298 2,180,821 SH   DFND 1,5 0 0 2,180,821
EL POLLO LOCO HLDGS INC COM 268603107 6,509 603,800 SH   DFND 1,5 43,800 0 560,000
ELDORADO GOLD CORP NEW COM 284902103 36,227 11,295,605 SH   DFND 1,5 0 0 11,295,605
ELDORADO GOLD CORP NEW COM 284902103 10,741 3,348,988 SH   DFND 6 2,001,788 0 1,347,200
ELDORADO GOLD CORP NEW COM 284902103 9,108 2,840,000 SH   DFND 7 2,459,200 0 380,800
ELDORADO GOLD CORP NEW COM 284902103 74,517 23,234,300 SH   DFND 11 23,234,300 0 0
ELECTRONIC ARTS INC COM 285512109 1,410,660 20,821,548 SH   DFND 1,5 500,976 0 20,320,572
ELECTRONIC ARTS INC COM 285512109 17,879 263,900 SH   DFND 1,9 0 0 263,900
ELECTRONIC ARTS INC COM 285512109 7,090 104,644 SH   DFND 2 104,644 0 0
ELECTRONIC ARTS INC COM 285512109 1,163 17,167 SH   DFND 3 17,167 0 0
ELECTRONIC ARTS INC COM 285512109 8,428 124,400 SH   DFND 6 124,400 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 165,767 3,830,116 SH   DFND 1,5 150 0 3,829,966
ELECTRONICS FOR IMAGING INC COM 286082102 18,175 419,949 SH   DFND 1,9 0 0 419,949
ELECTRONICS FOR IMAGING INC COM 286082102 37,998 877,957 SH   DFND 6 877,957 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 17,573 406,040 SH   DFND 7 369,240 0 36,800
ELEVEN BIOTHERAPEUTICS INC COM 286221106 6,935 2,877,394 SH   DFND 1,5 385,543 0 2,491,851
ELIZABETH ARDEN INC COM 28660G106 710 60,700 SH   DFND 1,5 0 0 60,700
ELLIE MAE INC COM 28849P100 12,172 182,850 SH   DFND 1,5 1,350 0 181,500
ELLIE MAE INC COM 28849P100 413 6,200 SH   DFND 6 6,200 0 0
ELLINGTON FINANCIAL LLC COM 288522303 21,406 1,197,200 SH   DFND 1,5 0 0 1,197,200
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,159 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 11,256 668,393 SH   DFND 1,5 0 0 668,393
EMBRAER S A SP ADR REP 4 COM 29082A107 2,650 103,600 SH   DFND 1,5 0 0 103,600
EMCOR GROUP INC COM 29084Q100 113,967 2,575,530 SH   DFND 1,5 24,700 0 2,550,830
EMCOR GROUP INC COM 29084Q100 14,940 337,617 SH   DFND 6 337,617 0 0
EMCOR GROUP INC COM 29084Q100 10,884 245,962 SH   DFND 7 223,692 0 22,270
EMERGENT BIOSOLUTIONS INC COM 29089Q105 15,748 552,741 SH   DFND 1,5 0 0 552,741
EMERSON ELEC CO COM 291011104 358,746 8,121,929 SH   DFND 1,5 326,229 0 7,795,700
EMERSON ELEC CO COM 291011104 9,743 220,583 SH   DFND 2 220,583 0 0
EMERSON ELEC CO COM 291011104 7,225 163,572 SH   DFND 3 163,572 0 0
EMERSON ELEC CO COM 291011104 8,310 188,130 SH   DFND 6 108,080 0 80,050
EMERSON ELEC CO COM 291011104 11,668 264,163 SH   DFND 7 82,031 0 182,132
EMPIRE ST RLTY TR INC CL A 292104106 76,209 4,475,000 SH   DFND 1,5 4,475,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 15,119 678,300 SH   DFND 1,5 32,000 0 646,300
EMPLOYERS HOLDINGS INC COM 292218104 406 18,200 SH   DFND 6 18,200 0 0
EMPLOYERS HOLDINGS INC COM 292218104 825 36,990 SH   DFND 7 15,890 0 21,100
ENANTA PHARMACEUTICALS INC COM 29251M106 34,441 952,988 SH   DFND 1,5 0 0 952,988
ENBRIDGE INC COM 29250N105 52,118 1,403,675 SH   DFND 1,5 155 0 1,403,520
ENBRIDGE INC COM 29250N105 2,665 71,786 SH   DFND 6 16,017 0 55,769
ENBRIDGE INC COM 29250N105 4,503 121,283 SH   DFND 7 121,283 0 0
ENBRIDGE INC COM 29250N105 743,936 20,035,987 SH   DFND 11 17,848,155 0 2,187,832
ENBRIDGE INC COM 29250N105 3,163 85,200 SH   DFND   85,200 0 0
ENCANA CORP COM 292505104 63,054 9,795,765 SH   DFND 1,5 3,365 0 9,792,400
ENCANA CORP COM 292505104 290,298 45,099,300 SH   DFND 11 45,099,300 0 0
ENCORE CAP GROUP INC COM 292554102 2,000 54,043 SH   DFND 1,5 9,962 0 44,081
ENDO INTL PLC SHS G30401106 781,526 11,280,688 SH   DFND 1,5 1,444 0 11,279,244
ENDO INTL PLC SHS G30401106 4,843 69,904 SH   DFND 2 69,904 0 0
ENDO INTL PLC SHS G30401106 311 4,483 SH   DFND 3 4,483 0 0
ENDO INTL PLC SHS G30401106 58,195 840,002 SH   DFND 6 796,302 0 43,700
ENDO INTL PLC SHS G30401106 69,631 1,005,072 SH   DFND 7 958,772 0 46,300
ENDOCYTE INC COM 29269A102 16,391 3,578,915 SH   DFND 1,5 657,600 0 2,921,315
ENDOLOGIX INC COM 29266S106 8,582 700,000 SH   DFND 1,5 0 0 700,000
ENDURANCE INTL GROUP HLDGS I COM 29272B105 211,585 15,837,232 SH   DFND 1,5 363,500 0 15,473,732
ENDURANCE INTL GROUP HLDGS I COM 29272B105 39,124 2,928,420 SH   DFND 1,9 0 0 2,928,420
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 213,751 3,502,400 SH   DFND 1,5 212,400 0 3,290,000
ENERGEN CORP COM 29265N108 85,701 1,718,836 SH   DFND 1,5 0 0 1,718,836
ENERGEN CORP COM 29265N108 1,167 23,398 SH   DFND 3 23,398 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 33,627 868,678 SH   DFND 1,5 28,477 0 840,201
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 20,664 993,000 SH   DFND 1,5 0 0 993,000
ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 23,352 568,600 SH   DFND 1,5 0 0 568,600
ENERPLUS CORP COM 292766102 157 32,301 SH   DFND   32,301 0 0
ENERSYS COM 29275Y102 282,684 5,275,930 SH   DFND 1,5 24,080 0 5,251,850
ENERSYS COM 29275Y102 11,882 221,770 SH   DFND 6 221,770 0 0
ENERSYS COM 29275Y102 3,115 58,138 SH   DFND 7 58,138 0 0
ENGILITY HLDGS INC NEW COM 29286C107 45,160 1,751,733 SH   DFND 1,5 200,233 0 1,551,500
ENGILITY HLDGS INC NEW COM 29286C107 29,108 1,129,073 SH   DFND 6 1,129,073 0 0
ENGILITY HLDGS INC NEW COM 29286C107 6,422 249,090 SH   DFND 7 219,190 0 29,900
ENI S P A SPONSORED ADR 26874R108 2,830 90,200 SH   DFND 1,5 0 0 90,200
ENNIS INC COM 293389102 795 45,800 SH   DFND 1,5 45,800 0 0
ENOVA INTL INC COM 29357K103 22,173 2,169,618 SH   DFND 1,5 0 0 2,169,618
ENSCO PLC SHS CLASS A G3157S106 159,023 11,294,253 SH   DFND 1,5 278,346 0 11,015,907
ENSCO PLC SHS CLASS A G3157S106 1,114 79,134 SH   DFND 2 79,134 0 0
ENSCO PLC SHS CLASS A G3157S106 2,042 145,006 SH   DFND 3 145,006 0 0
ENSCO PLC SHS CLASS A G3157S106 3,303 234,603 SH   DFND 6 234,603 0 0
ENSIGN GROUP INC COM 29358P101 87,818 2,060,000 SH   DFND 1,5 51,200 0 2,008,800
ENSTAR GROUP LIMITED SHS G3075P101 26,415 176,100 SH   DFND 1,5 100 0 176,000
ENTEGRA FINL CORP COM 29363J108 9,309 536,869 SH   DFND 6 536,869 0 0
ENTEGRA FINL CORP COM 29363J108 896 51,650 SH   DFND 7 51,650 0 0
ENTEGRIS INC COM 29362U104 16,079 1,219,056 SH   DFND 1,5 0 0 1,219,056
ENTEGRIS INC COM 29362U104 736 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 16,895 937,559 SH   DFND 1,5 182,800 0 754,759
ENTERGY CORP NEW COM 29364G103 130,742 2,008,328 SH   DFND 1,5 99,712 0 1,908,616
ENTERGY CORP NEW COM 29364G103 3,923 60,262 SH   DFND 2 60,262 0 0
ENTERGY CORP NEW COM 29364G103 4,977 76,459 SH   DFND 3 76,459 0 0
ENTERGY CORP NEW COM 29364G103 1,348 20,700 SH   DFND 6 20,700 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 53,090 2,132,123 SH   DFND 1,5 0 0 2,132,123
ENVESTNET INC COM 29404K106 33,578 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 151,041 4,105,500 SH   DFND 1,5 0 0 4,105,500
ENZYMOTEC LTD SHS M4059L101 768 84,900 SH   DFND 1,5 0 0 84,900
EOG RES INC COM 26875P101 1,244,627 17,096,529 SH   DFND 1,5 792,880 0 16,303,649
EOG RES INC COM 26875P101 13,420 184,341 SH   DFND 2 184,341 0 0
EOG RES INC COM 26875P101 12,429 170,730 SH   DFND 3 170,730 0 0
EOG RES INC COM 26875P101 2,741 37,657 SH   DFND 6 37,657 0 0
EOG RES INC COM 26875P101 6,376 87,576 SH   DFND 7 87,576 0 0
EOG RES INC COM 26875P101 27,566 378,660 SH   DFND 11 378,660 0 0
EP ENERGY CORP CL A 268785102 5,556 1,078,800 SH   DFND 1,5 0 0 1,078,800
EPAM SYS INC COM 29414B104 69,301 929,961 SH   DFND 1,5 10,161 0 919,800
EPAM SYS INC COM 29414B104 999 13,400 SH   DFND 1,9 0 0 13,400
EPAM SYS INC COM 29414B104 12,923 173,420 SH   DFND 6 173,420 0 0
EPAM SYS INC COM 29414B104 1,885 25,300 SH   DFND 7 25,300 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 6,519 1,474,800 SH   DFND 1,5 0 0 1,474,800
EPIZYME INC COM 29428V104 79,484 6,180,700 SH   DFND 1,5 0 0 6,180,700
EPR PPTYS COM SH BEN INT 26884U109 19,963 387,100 SH   DFND 1,5 0 0 387,100
EQT CORP COM 26884L109 143,461 2,214,929 SH   DFND 1,5 61 0 2,214,868
EQT CORP COM 26884L109 3,314 51,158 SH   DFND 2 51,158 0 0
EQT CORP COM 26884L109 444 6,851 SH   DFND 3 6,851 0 0
EQT CORP COM 26884L109 10,699 165,182 SH   DFND 6 149,782 0 15,400
EQT CORP COM 26884L109 29,334 452,890 SH   DFND 7 414,390 0 38,500
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 78,674 1,186,100 SH   DFND 1,5 0 0 1,186,100
EQUIFAX INC COM 294429105 200,041 2,058,455 SH   DFND 1,5 88,897 0 1,969,558
EQUIFAX INC COM 294429105 3,857 39,691 SH   DFND 2 39,691 0 0
EQUIFAX INC COM 294429105 437 4,499 SH   DFND 3 4,499 0 0
EQUIFAX INC COM 294429105 33,437 344,070 SH   DFND 11 344,070 0 0
EQUINIX INC NOTE 4.750% 6/1 29444UAH9 7,667 2,250,000 PRN   DFND 1,5 0 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,227 19,119 SH   DFND 2 19,119 0 0
EQUINIX INC COM PAR $0.001 29444U700 330 1,206 SH   DFND 3 1,206 0 0
EQUITY COMWLTH CUM PFD E 7.25% 294628409 21,635 849,112 SH   DFND 1,5 0 0 849,112
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 759 31,237 SH   DFND 1,5 0 0 31,237
EQUITY COMWLTH COM SH BEN INT 294628102 1,362 50,000 SH   DFND 1,5 0 0 50,000
EQUITY LIFESTYLE PPTYS INC COM 29472R108 724,494 12,369,703 SH   DFND 1,5 3,360,336 0 9,009,367
EQUITY LIFESTYLE PPTYS INC COM 29472R108 12,516 213,687 SH   DFND 6 213,687 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,447 58,850 SH   DFND 7 47,950 0 10,900
EQUITY RESIDENTIAL SH BEN INT 29476L107 658,982 8,772,390 SH   DFND 1,5 3,052,977 0 5,719,413
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,181 122,212 SH   DFND 2 122,212 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,794 37,191 SH   DFND 3 37,191 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 14,135 188,172 SH   DFND 6 188,172 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,156 81,954 SH   DFND 7 8,200 0 73,754
EQUITY RESIDENTIAL SH BEN INT 29476L107 15,266 203,220 SH   DFND 11 203,220 0 0
ERA GROUP INC COM 26885G109 3,531 235,900 SH   DFND 1,5 0 0 235,900
ERICSSON ADR B SEK 10 294821608 9,136 934,110 SH   DFND 1,5 0 0 934,110
ESPERION THERAPEUTICS INC NE COM 29664W105 59,831 2,536,271 SH   DFND 1,5 10,200 0 2,526,071
ESSENDANT INC COM 296689102 185,991 5,735,142 SH   DFND 1,5 188,700 0 5,546,442
ESSENT GROUP LTD COM G3198U102 117,431 4,725,578 SH   DFND 1,5 3,400 0 4,722,178
ESSENT GROUP LTD COM G3198U102 24,759 996,348 SH   DFND 6 996,348 0 0
ESSENT GROUP LTD COM G3198U102 9,079 365,350 SH   DFND 7 325,350 0 40,000
ESSEX PPTY TR INC COM 297178105 659,311 2,950,995 SH   DFND 1,5 1,040,207 0 1,910,788
ESSEX PPTY TR INC COM 297178105 4,930 22,068 SH   DFND 2 22,068 0 0
ESSEX PPTY TR INC COM 297178105 1,178 5,275 SH   DFND 3 5,275 0 0
ESSEX PPTY TR INC COM 297178105 48,338 216,355 SH   DFND 6 216,355 0 0
ESSEX PPTY TR INC COM 297178105 21,150 94,663 SH   DFND 7 9,650 0 85,013
ESTERLINE TECHNOLOGIES CORP COM 297425100 174,858 2,432,293 SH   DFND 1,5 61,214 0 2,371,079
ETHAN ALLEN INTERIORS INC COM 297602104 47,056 1,781,734 SH   DFND 1,5 220 0 1,781,514
ETHAN ALLEN INTERIORS INC COM 297602104 7,073 267,800 SH   DFND 6 267,800 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,839 69,640 SH   DFND 7 69,640 0 0
ETSY INC COM 29786A106 57,767 4,219,637 SH   DFND 1,5 208,889 0 4,010,748
EURONAV NV ANTWERPEN SHS B38564108 4,539 325,500 SH   DFND 1,10 18,000 0 307,500
EURONAV NV ANTWERPEN SHS B38564108 14,698 1,052,710 SH   DFND 6 575,710 0 477,000
EURONAV NV ANTWERPEN SHS B38564108 7,994 572,540 SH   DFND 7 512,940 0 59,600
EURONET WORLDWIDE INC COM 298736109 134,622 1,817,000 SH   DFND 1,5 284 0 1,816,716
EURONET WORLDWIDE INC COM 298736109 8,928 120,500 SH   DFND 1,9 0 0 120,500
EURONET WORLDWIDE INC COM 298736109 45,121 609,000 SH   DFND 11 609,000 0 0
EVERBANK FINL CORP COM 29977G102 969 50,200 SH   DFND 1,5 500 0 49,700
EVERBANK FINL CORP COM 29977G102 29,782 1,543,085 SH   DFND 6 1,543,085 0 0
EVERBANK FINL CORP COM 29977G102 3,178 164,680 SH   DFND 7 164,680 0 0
EVEREST RE GROUP LTD COM G3223R108 555 3,200 SH   DFND 1,5 0 0 3,200
EVERI HLDGS INC COM 30034T103 22,551 4,395,900 SH   DFND 1,5 0 0 4,395,900
EVERI HLDGS INC COM 30034T103 4,358 849,450 SH   DFND 6 849,450 0 0
EVERI HLDGS INC COM 30034T103 1,122 218,710 SH   DFND 7 218,710 0 0
EVERSOURCE ENERGY COM 30040W108 5,389 106,466 SH   DFND 2 106,466 0 0
EVERSOURCE ENERGY COM 30040W108 1,975 39,017 SH   DFND 3 39,017 0 0
EVERSOURCE ENERGY COM 30040W108 273 5,400 SH   DFND 6 5,400 0 0
EVERSOURCE ENERGY COM 30040W108 1,861 36,770 SH   DFND 7 36,770 0 0
EVERTEC INC COM 30040P103 156,888 8,682,237 SH   DFND 1,5 174,100 0 8,508,137
EVERTEC INC COM 30040P103 183 10,100 SH   DFND 1,9 0 0 10,100
EVERTEC INC COM 30040P103 37,573 2,079,297 SH   DFND 6 2,079,297 0 0
EVERTEC INC COM 30040P103 2,432 134,610 SH   DFND 7 134,610 0 0
EVOLENT HEALTH INC CL A 30050B101 25,590 1,603,380 SH   DFND 1,5 0 0 1,603,380
EVOLENT HEALTH INC CL A 30050B101 179 11,200 SH   DFND 6 11,200 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,666 300,218 SH   DFND 1,5 0 0 300,218
EXA CORP COM 300614500 21,751 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 47,183 2,622,761 SH   DFND 1,5 0 0 2,622,761
EXACTECH INC COM 30064E109 2,922 167,660 SH   DFND 1,5 29,160 0 138,500
EXAR CORP COM 300645108 8,497 1,428,000 SH   DFND 1,5 0 0 1,428,000
EXCO RESOURCES INC COM 269279402 28 37,814 SH   DFND 3 37,814 0 0
EXELIXIS INC COM 30161Q104 188,963 33,683,293 SH   DFND 1,5 4,442,451 0 29,240,842
EXELIXIS INC COM 30161Q104 737 131,368 SH   DFND 6 131,368 0 0
EXELON CORP COM 30161N101 1,433,204 48,256,019 SH   DFND 1,5 1,289,467 0 46,966,552
EXELON CORP UNIT 99/99/9999 30161N127 17,683 405,100 SH   DFND 1,5 144,400 0 260,700
EXELON CORP COM 30161N101 8,590 289,220 SH   DFND 2 289,220 0 0
EXELON CORP COM 30161N101 9,511 320,231 SH   DFND 3 320,231 0 0
EXELON CORP COM 30161N101 8,294 279,251 SH   DFND 6 279,251 0 0
EXELON CORP COM 30161N101 8,438 284,100 SH   DFND 7 130,900 0 153,200
EXFO INC SUB VTG SHS 302046107 1,202 400,000 SH   DFND 11 400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 124,847 3,380,632 SH   DFND 1,5 28,297 0 3,352,335
EXLSERVICE HOLDINGS INC COM 302081104 50,039 1,354,963 SH   DFND 6 1,354,963 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,924 79,190 SH   DFND 7 79,190 0 0
EXPEDIA INC DEL COM NEW 30212P303 48,081 408,573 SH   DFND 1,5 666 0 407,907
EXPEDIA INC DEL COM NEW 30212P303 3,952 33,583 SH   DFND 2 33,583 0 0
EXPEDIA INC DEL COM NEW 30212P303 582 4,946 SH   DFND 3 4,946 0 0
EXPEDIA INC DEL COM NEW 30212P303 6,271 53,285 SH   DFND 6 24,745 0 28,540
EXPEDIA INC DEL COM NEW 30212P303 32,736 278,179 SH   DFND 7 136,696 0 141,483
EXPEDITORS INTL WASH INC COM 302130109 2,987 63,495 SH   DFND 2 63,495 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,086 129,358 SH   DFND 3 129,358 0 0
EXPONENT INC COM 30214U102 11,363 255,000 SH   DFND 1,5 0 0 255,000
EXPRESS INC COM 30219E103 322 18,000 SH   DFND 1,5 18,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 598,757 7,395,712 SH   DFND 1,5 256,430 0 7,139,282
EXPRESS SCRIPTS HLDG CO COM 30219G108 18,364 226,823 SH   DFND 2 226,823 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,786 194,982 SH   DFND 3 194,982 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,886 196,218 SH   DFND 6 136,551 0 59,667
EXPRESS SCRIPTS HLDG CO COM 30219G108 80,402 993,109 SH   DFND 7 440,165 0 552,944
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 327,535 19,519,339 SH   DFND 1,5 1,883,200 0 17,636,139
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 498 29,700 SH   DFND 6 29,700 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 284 16,900 SH   DFND 7 16,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 666,244 8,634,580 SH   DFND 1,5 2,545,107 0 6,089,473
EXTRA SPACE STORAGE INC COM 30225T102 46,250 599,402 SH   DFND 6 579,102 0 20,300
EXTRA SPACE STORAGE INC COM 30225T102 24,443 316,784 SH   DFND 7 65,500 0 251,284
EXXON MOBIL CORP COM 30231G102 1,434,961 19,300,080 SH   DFND 1,5 629,466 0 18,670,614
EXXON MOBIL CORP COM 30231G102 104,057 1,399,561 SH   DFND 2 1,399,561 0 0
EXXON MOBIL CORP COM 30231G102 35,752 480,860 SH   DFND 3 480,860 0 0
EXXON MOBIL CORP COM 30231G102 8,606 115,747 SH   DFND 6 73,167 0 42,580
EXXON MOBIL CORP COM 30231G102 12,101 162,758 SH   DFND 7 107,893 0 54,865
EXXON MOBIL CORP COM 30231G102 8,903 119,750 SH   DFND 11 119,750 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 8,874 352,688 SH   DFND 6 217,899 0 134,789
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 3,564 141,646 SH   DFND 7 126,666 0 14,980
EZCORP INC CL A NON VTG 302301106 26,804 4,344,288 SH   DFND 1,5 96,144 0 4,248,144
F M C CORP COM NEW 302491303 101,978 3,007,300 SH   DFND 1,5 239,900 0 2,767,400
F M C CORP COM NEW 302491303 1,521 44,851 SH   DFND 2 44,851 0 0
F M C CORP COM NEW 302491303 436 12,852 SH   DFND 3 12,852 0 0
F M C CORP COM NEW 302491303 2,529 74,580 SH   DFND 6 32,130 0 42,450
F M C CORP COM NEW 302491303 19,687 580,556 SH   DFND 7 370,146 0 210,410
F5 NETWORKS INC COM 315616102 196,039 1,692,907 SH   DFND 1,5 43,310 0 1,649,597
F5 NETWORKS INC COM 315616102 2,760 23,834 SH   DFND 2 23,834 0 0
F5 NETWORKS INC COM 315616102 491 4,237 SH   DFND 3 4,237 0 0
FABRINET SHS G3323L100 31,327 1,709,031 SH   DFND 1,5 179,600 0 1,529,431
FACEBOOK INC CL A 30303M102 12,426,831 138,229,483 SH   DFND 1,5 8,617,237 0 129,612,246
FACEBOOK INC CL A 30303M102 350,676 3,900,737 SH   DFND 1,9 0 0 3,900,737
FACEBOOK INC CL A 30303M102 68,192 758,527 SH   DFND 2 758,527 0 0
FACEBOOK INC CL A 30303M102 42,121 468,536 SH   DFND 3 468,536 0 0
FACEBOOK INC CL A 30303M102 64,945 722,410 SH   DFND 6 679,110 0 43,300
FACEBOOK INC CL A 30303M102 105,570 1,174,307 SH   DFND 7 1,029,292 0 145,015
FACEBOOK INC CL A 30303M102 8,990 100,000 SH   DFND 11 100,000 0 0
FACTSET RESH SYS INC COM 303075105 4,588 28,707 SH   DFND 3 28,707 0 0
FAIR ISAAC CORP COM 303250104 73,777 873,100 SH   DFND 1,5 0 0 873,100
FAIR ISAAC CORP COM 303250104 28,289 334,782 SH   DFND 11 334,782 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 6,239 444,400 SH   DFND 1,5 0 0 444,400
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 4,250 302,700 SH   DFND 1,9 0 0 302,700
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 12,941 839,760 SH   DFND 1,5 0 0 839,760
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 6,118 397,006 SH   DFND 6 397,006 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,511 98,045 SH   DFND 7 98,045 0 0
FASTENAL CO COM 311900104 3,566 97,400 SH   DFND 2 97,400 0 0
FASTENAL CO COM 311900104 271 7,390 SH   DFND 3 7,390 0 0
FATE THERAPEUTICS INC COM 31189P102 22,941 4,304,186 SH   DFND 1,5 371,036 0 3,933,150
FEDERAL AGRIC MTG CORP CL C 313148306 17,814 687,000 SH   DFND 1,5 57,800 0 629,200
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 115,343 845,310 SH   DFND 1,5 39,052 0 806,258
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 30,064 220,333 SH   DFND 6 220,333 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 13,216 96,859 SH   DFND 7 9,700 0 87,159
FEDERAL SIGNAL CORP COM 313855108 29,043 2,118,400 SH   DFND 1,5 0 0 2,118,400
FEDERATED INVS INC PA CL B 314211103 248,389 8,594,763 SH   DFND 1,5 28,800 0 8,565,963
FEDERATED INVS INC PA CL B 314211103 351 12,137 SH   DFND 3 12,137 0 0
FEDEX CORP COM 31428X106 1,142,202 7,933,061 SH   DFND 1,5 358,621 0 7,574,440
FEDEX CORP COM 31428X106 12,694 88,167 SH   DFND 2 88,167 0 0
FEDEX CORP COM 31428X106 6,396 44,422 SH   DFND 3 44,422 0 0
FEDEX CORP COM 31428X106 29,085 202,004 SH   DFND 6 164,214 0 37,790
FEDEX CORP COM 31428X106 126,536 878,844 SH   DFND 7 672,340 0 206,504
FEI CO COM 30241L109 555 7,600 SH   DFND 1,9 0 0 7,600
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 3,302 133,000 SH   DFND 1,5 30,000 0 103,000
FELCOR LODGING TR INC COM 31430F101 106,666 15,087,133 SH   DFND 1,5 804,875 0 14,282,258
FELCOR LODGING TR INC COM 31430F101 31,670 4,479,502 SH   DFND 6 4,479,502 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 1,664 67,000 SH   DFND 6 0 0 67,000
FELCOR LODGING TR INC COM 31430F101 12,736 1,801,442 SH   DFND 7 625,170 0 1,176,272
FERRO CORP COM 315405100 32,881 3,002,853 SH   DFND 1,5 0 0 3,002,853
FERRO CORP COM 315405100 9,713 887,010 SH   DFND 6 887,010 0 0
FERRO CORP COM 315405100 3,119 284,860 SH   DFND 7 212,260 0 72,600
FIBROCELL SCIENCE INC COM NEW 315721209 13,885 3,606,440 SH   DFND 1,5 0 0 3,606,440
FIBROGEN INC COM 31572Q808 20,263 924,403 SH   DFND 1,5 2,000 0 922,403
FIBROGEN INC COM 31572Q808 243 11,100 SH   DFND 6 11,100 0 0
FIDELITY MSCI INFO TECH I 316092808 209 6,923 SH   DFND 3 6,923 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 484 2,672 SH   DFND 3 2,672 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 5,309 453,024 SH   DFND 1,5 0 0 453,024
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 26,649 13,750,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 195,142 5,501,611 SH   DFND 1,5 61,529 0 5,440,082
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 278 7,851 SH   DFND 3 7,851 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,181,181 17,608,540 SH   DFND 1,5 445,261 0 17,163,279
FIDELITY NATL INFORMATION SV COM 31620M106 90,310 1,346,300 SH   DFND 1,9 0 0 1,346,300
FIDELITY NATL INFORMATION SV COM 31620M106 6,340 94,519 SH   DFND 2 94,519 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,969 29,356 SH   DFND 3 29,356 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 34,283 511,069 SH   DFND 6 372,679 0 138,390
FIDELITY NATL INFORMATION SV COM 31620M106 136,663 2,037,309 SH   DFND 7 1,468,714 0 568,595
FIESTA RESTAURANT GROUP INC COM 31660B101 107,270 2,364,337 SH   DFND 1,5 91,350 0 2,272,987
FIESTA RESTAURANT GROUP INC COM 31660B101 6,991 154,078 SH   DFND 6 154,078 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 3,853 84,913 SH   DFND 7 45,913 0 39,000
FIFTH THIRD BANCORP COM 316773100 145,592 7,699,202 SH   DFND 1,5 11,399 0 7,687,803
FIFTH THIRD BANCORP COM 316773100 5,099 269,627 SH   DFND 2 269,627 0 0
FIFTH THIRD BANCORP COM 316773100 5,049 266,984 SH   DFND 3 266,984 0 0
FIFTH THIRD BANCORP COM 316773100 1,293 68,400 SH   DFND 6 68,400 0 0
FINISAR CORP COM NEW 31787A507 3,100 278,500 SH   DFND 1,5 0 0 278,500
FIREEYE INC COM 31816Q101 14,319 450,000 SH   DFND 1,5 0 0 450,000
FIRST AMERN FINL CORP COM 31847R102 364,980 9,341,697 SH   DFND 1,5 213,718 0 9,127,979
FIRST AMERN FINL CORP COM 31847R102 13,130 336,075 SH   DFND 6 336,075 0 0
FIRST AMERN FINL CORP COM 31847R102 3,392 86,829 SH   DFND 7 86,829 0 0
FIRST BANCORP P R COM NEW 318672706 26,446 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST CASH FINL SVCS INC COM 31942D107 437 10,900 SH   DFND 1,5 0 0 10,900
FIRST CASH FINL SVCS INC COM 31942D107 2,239 55,900 SH   DFND 1,10 3,134 0 52,766
FIRST CMNTY BANCSHARES INC N COM 31983A103 464 25,941 SH   DFND 1,5 25,941 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 15,403 1,694,500 SH   DFND 1,5 0 0 1,694,500
FIRST CTZNS BANCSHARES INC N CL A 31946M103 340,146 1,505,073 SH   DFND 1,5 80 0 1,504,993
FIRST CTZNS BANCSHARES INC N CL A 31946M103 24,162 106,910 SH   DFND 6 106,910 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,858 8,220 SH   DFND 7 8,220 0 0
FIRST FNDTN INC COM 32026V104 5,226 229,500 SH   DFND 6 229,500 0 0
FIRST FNDTN INC COM 32026V104 583 25,600 SH   DFND 7 25,600 0 0
FIRST HORIZON NATL CORP COM 320517105 1,026 72,369 SH   DFND 1,5 13,190 0 59,179
FIRST HORIZON NATL CORP COM 320517105 15,147 1,068,200 SH   DFND 11 1,068,200 0 0
FIRST NBC BK HLDG CO COM 32115D106 58,761 1,676,964 SH   DFND 1,5 36,400 0 1,640,564
FIRST NIAGARA FINL GP INC COM 33582V108 202,449 19,828,533 SH   DFND 1,5 1,106,585 0 18,721,948
FIRST NIAGARA FINL GP INC COM 33582V108 1,594 156,159 SH   DFND 3 156,159 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,577 154,492 SH   DFND 6 154,492 0 0
FIRST NORTHWEST BANCORP COM 335834107 12,866 1,039,222 SH   DFND 6 1,039,222 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,715 138,500 SH   DFND 7 138,500 0 0
FIRST POTOMAC RLTY TR COM 33610F109 96,070 8,733,626 SH   DFND 1,5 343,162 0 8,390,464
FIRST POTOMAC RLTY TR COM 33610F109 823 74,858 SH   DFND 6 74,858 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 288,622 4,598,092 SH   DFND 1,5 210,792 0 4,387,300
FIRST SOLAR INC COM 336433107 50,124 1,172,500 SH   DFND 1,5 220,298 0 952,202
FIRST SOLAR INC COM 336433107 1,086 25,403 SH   DFND 2 25,403 0 0
FIRST W VA BANCORP INC COM 337493100 1,301 65,000 SH   DFND 1,5 5,200 0 59,800
FIRSTENERGY CORP COM 337932107 85,929 2,744,467 SH   DFND 1,5 2,644 0 2,741,823
FIRSTENERGY CORP COM 337932107 4,440 141,805 SH   DFND 2 141,805 0 0
FIRSTENERGY CORP COM 337932107 727 23,220 SH   DFND 3 23,220 0 0
FIRSTMERIT CORP COM 337915102 145,728 8,247,212 SH   DFND 1,5 298,837 0 7,948,375
FIRSTMERIT CORP COM 337915102 54,600 3,089,966 SH   DFND 6 3,089,966 0 0
FIRSTMERIT CORP COM 337915102 13,750 778,170 SH   DFND 7 658,770 0 119,400
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 16,321 505,000 SH   DFND 11 505,000 0 0
FISERV INC COM 337738108 801,445 9,253,491 SH   DFND 1,5 361,055 0 8,892,436
FISERV INC COM 337738108 987 11,400 SH   DFND 1,9 0 0 11,400
FISERV INC COM 337738108 6,820 78,741 SH   DFND 2 78,741 0 0
FISERV INC COM 337738108 4,518 52,167 SH   DFND 3 52,167 0 0
FISERV INC COM 337738108 10,557 121,897 SH   DFND 6 87,997 0 33,900
FISERV INC COM 337738108 13,225 152,700 SH   DFND 7 70,300 0 82,400
FITBIT INC CL A 33812L102 59,343 1,574,500 SH   DFND 1,5 82,000 0 1,492,500
FITBIT INC CL A 33812L102 1,971 52,306 SH   DFND 3 52,306 0 0
FITBIT INC CL A 33812L102 1,379 36,600 SH   DFND 6 36,600 0 0
FITBIT INC CL A 33812L102 16,742 444,200 SH   DFND 11 444,200 0 0
FIVE BELOW INC COM 33829M101 159,818 4,759,316 SH   DFND 1,5 528,700 0 4,230,616
FIVE BELOW INC COM 33829M101 1,091 32,500 SH   DFND 6 32,500 0 0
FIVE OAKS INVT CORP COM 33830W106 3,145 497,700 SH   DFND 1,5 0 0 497,700
FLANIGANS ENTERPRISES INC COM 338517105 2,017 72,154 SH   DFND 1,5 25,754 0 46,400
FLEETCOR TECHNOLOGIES INC COM 339041105 433,114 3,147,172 SH   DFND 1,5 113,017 0 3,034,155
FLEETCOR TECHNOLOGIES INC COM 339041105 36,621 266,100 SH   DFND 1,9 0 0 266,100
FLEETMATICS GROUP PLC COM G35569105 159,727 3,253,761 SH   DFND 1,5 4,500 0 3,249,261
FLEETMATICS GROUP PLC COM G35569105 69,321 1,412,112 SH   DFND 1,9 0 0 1,412,112
FLEX PHARMA INC COM 33938A105 7,355 612,396 SH   DFND 1,5 8,000 0 604,396
FLEXTRONICS INTL LTD ORD Y2573F102 18,530 1,758,100 SH   DFND 1,5 0 0 1,758,100
FLIR SYS INC COM 302445101 3,023 108,000 SH   DFND 1,5 8,300 0 99,700
FLIR SYS INC COM 302445101 1,318 47,077 SH   DFND 2 47,077 0 0
FLIR SYS INC COM 302445101 463 16,525 SH   DFND 3 16,525 0 0
FLOWSERVE CORP COM 34354P105 1,842 44,768 SH   DFND 2 44,768 0 0
FLOWSERVE CORP COM 34354P105 553 13,431 SH   DFND 3 13,431 0 0
FLUIDIGM CORP DEL COM 34385P108 2,533 312,345 SH   DFND 1,5 0 0 312,345
FLUOR CORP NEW COM 343412102 12,260 289,500 SH   DFND 1,5 59,200 0 230,300
FLUOR CORP NEW COM 343412102 2,060 48,653 SH   DFND 2 48,653 0 0
FLUOR CORP NEW COM 343412102 1,109 26,186 SH   DFND 3 26,186 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 7,827 592,940 SH   DFND 6 592,940 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 3,795 287,470 SH   DFND 7 196,770 0 90,700
FMC TECHNOLOGIES INC COM 30249U101 83,384 2,689,809 SH   DFND 1,5 148,343 0 2,541,466
FMC TECHNOLOGIES INC COM 30249U101 2,388 77,028 SH   DFND 2 77,028 0 0
FNB CORP PA COM 302520101 36,686 2,832,900 SH   DFND 1,5 65,600 0 2,767,300
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 77,240 865,435 SH   DFND 1,5 21,750 0 843,685
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 27,087 303,500 SH   DFND 1,10 16,795 0 286,705
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2,294 25,700 SH   DFND 7 25,700 0 0
FOOT LOCKER INC COM 344849104 492,580 6,844,238 SH   DFND 1,5 195,836 0 6,648,402
FOOT LOCKER INC COM 344849104 2,541 35,302 SH   DFND 3 35,302 0 0
FOOT LOCKER INC COM 344849104 2,453 34,080 SH   DFND 6 34,080 0 0
FOOT LOCKER INC COM 344849104 9,375 130,259 SH   DFND 7 130,259 0 0
FORBES ENERGY SVCS LTD COM 345143101 1,205 2,190,141 SH   DFND 1,5 0 0 2,190,141
FORD MTR CO DEL COM PAR $0.01 345370860 420,867 31,014,511 SH   DFND 1,5 56,178 0 30,958,333
FORD MTR CO DEL COM PAR $0.01 345370860 17,751 1,308,103 SH   DFND 2 1,308,103 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,598 486,243 SH   DFND 3 486,243 0 0
FORESIGHT ENERGY LP COM UNT RP INT 34552U104 15,626 2,931,712 SH   DFND 1,5 0 0 2,931,712
FOREST CITY ENTERPRISES INC CL A 345550107 167,455 8,318,661 SH   DFND 1,5 346,606 0 7,972,055
FOREST CITY ENTERPRISES INC CL A 345550107 29,621 1,471,500 SH   DFND 6 1,471,500 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 11,093 551,091 SH   DFND 7 177,600 0 373,491
FORRESTER RESH INC COM 346563109 324 10,300 SH   DFND 1,5 0 0 10,300
FORTINET INC COM 34959E109 22,618 532,436 SH   DFND 1,5 3,240 0 529,196
FORTINET INC COM 34959E109 883 20,798 SH   DFND 6 20,798 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 52,695 9,494,600 SH   DFND 1,5 0 0 9,494,600
FORTRESS INVESTMENT GROUP LL CL A 34958B106 196 35,400 SH   DFND 7 35,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 91,753 1,932,864 SH   DFND 1,5 41,951 0 1,890,913
FORTUNE BRANDS HOME & SEC IN COM 34964C106 23,895 503,370 SH   DFND 6 503,370 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 38,578 812,690 SH   DFND 7 812,690 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 1,828 149,693 SH   DFND 1,5 393 0 149,300
FORWARD AIR CORP COM 349853101 4,697 113,200 SH   DFND 1,5 0 0 113,200
FORWARD PHARMA A/S SPONSORED ADR 34986J105 3,367 142,900 SH   DFND 1,5 0 0 142,900
FOSSIL GROUP INC COM 34988V106 181,155 3,241,850 SH   DFND 1,5 288,050 0 2,953,800
FOSSIL GROUP INC COM 34988V106 777 13,899 SH   DFND 2 13,899 0 0
FOSSIL GROUP INC COM 34988V106 231 4,134 SH   DFND 3 4,134 0 0
FOUNDATION MEDICINE INC COM 350465100 21,860 1,184,811 SH   DFND 1,5 2,000 0 1,182,811
FOX FACTORY HLDG CORP COM 35138V102 764 45,300 SH   DFND 1,5 700 0 44,600
FRANCESCAS HLDGS CORP COM 351793104 1,976 161,600 SH   DFND 1,5 12,000 0 149,600
FRANCESCAS HLDGS CORP COM 351793104 924 75,563 SH   DFND 6 75,563 0 0
FRANCO NEVADA CORP COM 351858105 190,274 4,317,652 SH   DFND 1,5 199,878 0 4,117,774
FRANCO NEVADA CORP COM 351858105 1,689 38,320 SH   DFND 6 220 0 38,100
FRANCO NEVADA CORP COM 351858105 3,631 82,400 SH   DFND 7 82,400 0 0
FRANCO NEVADA CORP COM 351858105 246,059 5,583,512 SH   DFND 11 4,307,098 0 1,276,414
FRANCO NEVADA CORP COM 351858105 212 4,800 SH   DFND   4,800 0 0
FRANKLIN RES INC COM 354613101 145,095 3,894,130 SH   DFND 1,5 18,000 0 3,876,130
FRANKLIN RES INC COM 354613101 4,837 129,806 SH   DFND 2 129,806 0 0
FRANKLIN RES INC COM 354613101 3,257 87,413 SH   DFND 3 87,413 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 37,831 3,519,200 SH   DFND 1,5 0 0 3,519,200
FRANKS INTL N V COM N33462107 65,366 4,263,900 SH   DFND 1,5 572 0 4,263,328
FREEPORT-MCMORAN INC CL B 35671D857 135,485 13,981,961 SH   DFND 1,5 577,043 0 13,404,918
FREEPORT-MCMORAN INC CL B 35671D857 3,698 381,616 SH   DFND 2 381,616 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,144 221,277 SH   DFND 3 221,277 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,675 379,292 SH   DFND 6 257,552 0 121,740
FREEPORT-MCMORAN INC CL B 35671D857 19,615 2,024,201 SH   DFND 7 1,115,194 0 909,007
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 662,356 18,107,056 SH   DFND 1,5 2,036,008 0 16,071,048
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 27,913 763,074 SH   DFND 1,9 0 0 763,074
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 490 13,400 SH   DFND 7 13,400 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 310,608 7,861,500 SH   DFND 1,5 1,110,600 0 6,750,900
FRESH MKT INC COM 35804H106 24,709 1,093,824 SH   DFND 1,5 0 0 1,093,824
FRESH MKT INC COM 35804H106 14,412 638,000 SH   DFND 11 638,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 49,975 536,500 SH   DFND 1,5 144,900 0 391,600
FRONTIER COMMUNICATIONS CORP COM 35906A108 148,210 31,202,058 SH   DFND 1,5 38,522 0 31,163,536
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,863 392,133 SH   DFND 2 392,133 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,091 229,729 SH   DFND 3 229,729 0 0
FTI CONSULTING INC COM 302941109 197,173 4,750,000 SH   DFND 1,5 0 0 4,750,000
FULLER H B CO COM 359694106 28,686 845,205 SH   DFND 1,5 3,000 0 842,205
FURMANITE CORPORATION COM 361086101 14,107 2,320,257 SH   DFND 6 2,320,257 0 0
FURMANITE CORPORATION COM 361086101 2,041 335,676 SH   DFND 7 335,676 0 0
G & K SVCS INC CL A 361268105 19,566 293,700 SH   DFND 1,5 0 0 293,700
G-III APPAREL GROUP LTD COM 36237H101 332,153 5,386,842 SH   DFND 1,5 2,384 0 5,384,458
G-III APPAREL GROUP LTD COM 36237H101 980 15,900 SH   DFND 6 15,900 0 0
GALAPAGOS NV SPON ADR 36315X101 158,618 3,896,284 SH   DFND 1,5 350,826 0 3,545,458
GALLAGHER ARTHUR J & CO COM 363576109 63,402 1,535,900 SH   DFND 1,5 0 0 1,535,900
GALLAGHER ARTHUR J & CO COM 363576109 15,785 382,380 SH   DFND 6 382,380 0 0
GALLAGHER ARTHUR J & CO COM 363576109 6,765 163,880 SH   DFND 7 163,880 0 0
GAMESTOP CORP NEW CL A 36467W109 582,074 14,124,581 SH   DFND 1,5 848,103 0 13,276,478
GAMESTOP CORP NEW CL A 36467W109 1,476 35,823 SH   DFND 2 35,823 0 0
GAMESTOP CORP NEW CL A 36467W109 41,210 1,000,000 SH   DFND 11 1,000,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 24,368 820,465 SH   DFND 1,5 2,669 0 817,796
GANNETT CO INC COM 36473H104 44,052 2,990,640 SH   DFND 1,5 190,266 0 2,800,374
GAP INC DEL COM 364760108 2,276 79,853 SH   DFND 2 79,853 0 0
GAP INC DEL COM 364760108 446 15,659 SH   DFND 3 15,659 0 0
GARMIN LTD SHS H2906T109 1,426 39,737 SH   DFND 2 39,737 0 0
GARMIN LTD SHS H2906T109 1,057 29,470 SH   DFND 3 29,470 0 0
GARTNER INC COM 366651107 247,134 2,944,527 SH   DFND 1,5 102,467 0 2,842,060
GARTNER INC COM 366651107 209 2,493 SH   DFND 3 2,493 0 0
GASLOG LTD SHS G37585109 27,996 2,910,200 SH   DFND 1,5 207,400 0 2,702,800
GENCO SHIPPING & TRADING LTD SHS NEW Y2685T115 4,030 1,030,700 SH   DFND 1,5 0 0 1,030,700
GENCOR INDS INC COM 368678108 4,016 444,200 SH   DFND 1,5 34,000 0 410,200
GENERAC HLDGS INC COM 368736104 52,026 1,729,015 SH   DFND 1,5 23,500 0 1,705,515
GENERAC HLDGS INC COM 368736104 35,524 1,180,600 SH   DFND 11 1,180,600 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 13,920 23,128,000 PRN   DFND 1,5 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 1,965 113,869 SH   DFND 1,5 0 0 113,869
GENERAL DYNAMICS CORP COM 369550108 490,908 3,558,593 SH   DFND 1,5 104,128 0 3,454,465
GENERAL DYNAMICS CORP COM 369550108 14,047 101,830 SH   DFND 2 101,830 0 0
GENERAL DYNAMICS CORP COM 369550108 11,850 85,900 SH   DFND 3 85,900 0 0
GENERAL DYNAMICS CORP COM 369550108 1,244 9,020 SH   DFND 6 9,020 0 0
GENERAL ELECTRIC CO COM 369604103 5,310,091 210,550,781 SH   DFND 1,5 5,881,860 0 204,668,921
GENERAL ELECTRIC CO COM 369604103 85,472 3,389,074 SH   DFND 2 3,389,074 0 0
GENERAL ELECTRIC CO COM 369604103 50,814 2,014,846 SH   DFND 3 2,014,846 0 0
GENERAL ELECTRIC CO COM 369604103 70,173 2,782,419 SH   DFND 6 2,540,919 0 241,500
GENERAL ELECTRIC CO COM 369604103 101,327 4,017,723 SH   DFND 7 672,837 0 3,344,886
GENERAL GROWTH PPTYS INC NEW COM 370023103 583,626 22,473,074 SH   DFND 1,5 12,042,974 0 10,430,100
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,096 196,211 SH   DFND 2 196,211 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 7,656 294,800 SH   DFND 6 294,800 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 3,389 130,500 SH   DFND 7 13,100 0 117,400
GENERAL GROWTH PPTYS INC NEW COM 370023103 9,139 351,910 SH   DFND 11 351,910 0 0
GENERAL MLS INC COM 370334104 114,517 2,040,204 SH   DFND 1,5 345,704 0 1,694,500
GENERAL MLS INC COM 370334104 11,281 200,979 SH   DFND 2 200,979 0 0
GENERAL MLS INC COM 370334104 9,908 176,526 SH   DFND 3 176,526 0 0
GENERAL MLS INC COM 370334104 769 13,707 SH   DFND 6 13,707 0 0
GENERAL MLS INC COM 370334104 4,281 76,270 SH   DFND 7 76,270 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 37,367 1,833,520 SH   DFND 1,5 80,844 0 1,752,676
GENERAL MTRS CO *W EXP 07/10/201 37045V126 21,761 1,646,071 SH   DFND 1,5 80,844 0 1,565,227
GENERAL MTRS CO COM 37045V100 932,533 31,063,728 SH   DFND 1,5 2,739,689 0 28,324,039
GENERAL MTRS CO COM 37045V100 14,525 483,848 SH   DFND 2 483,848 0 0
GENERAL MTRS CO COM 37045V100 7,527 250,728 SH   DFND 3 250,728 0 0
GENERAL MTRS CO COM 37045V100 13,880 462,366 SH   DFND 6 311,816 0 150,550
GENERAL MTRS CO COM 37045V100 44,457 1,480,900 SH   DFND 7 906,737 0 574,163
GENESCO INC COM 371532102 200,582 3,514,674 SH   DFND 1,5 246 0 3,514,428
GENESCO INC COM 371532102 4,551 79,738 SH   DFND 6 79,738 0 0
GENESEE & WYO INC CL A 371559105 61,573 1,042,200 SH   DFND 1,5 13,100 0 1,029,100
GENESEE & WYO INC CL A 371559105 35,986 609,104 SH   DFND 6 609,104 0 0
GENESEE & WYO INC CL A 371559105 6,753 114,300 SH   DFND 7 114,300 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 12,500 137,000 SH   DFND 1,5 0 0 0
GENMARK DIAGNOSTICS INC COM 372309104 50,033 6,357,379 SH   DFND 1,5 582,948 0 5,774,431
GENOCEA BIOSCIENCES INC COM 372427104 28,759 4,198,336 SH   DFND 1,5 217,200 0 3,981,136
GENOCEA BIOSCIENCES INC COM 372427104 73 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 12,069 570,348 SH   DFND 1,5 0 0 570,348
GENPACT LIMITED SHS G3922B107 157,608 6,675,465 SH   DFND 1,5 37,100 0 6,638,365
GENPACT LIMITED SHS G3922B107 58,231 2,466,385 SH   DFND 6 2,466,385 0 0
GENPACT LIMITED SHS G3922B107 3,273 138,630 SH   DFND 7 138,630 0 0
GENTEX CORP COM 371901109 78,952 5,093,672 SH   DFND 1,5 305,900 0 4,787,772
GENTHERM INC COM 37253A103 7,466 166,210 SH   DFND 6 166,210 0 0
GENTHERM INC COM 37253A103 1,923 42,810 SH   DFND 7 42,810 0 0
GENUINE PARTS CO COM 372460105 4,218 50,887 SH   DFND 2 50,887 0 0
GENUINE PARTS CO COM 372460105 2,570 31,008 SH   DFND 3 31,008 0 0
GENUINE PARTS CO COM 372460105 12,537 151,250 SH   DFND 6 151,250 0 0
GENUINE PARTS CO COM 372460105 9,757 117,708 SH   DFND 7 117,708 0 0
GENWORTH FINL INC COM CL A 37247D106 134,767 29,170,400 SH   DFND 1,5 2,232,500 0 26,937,900
GENWORTH FINL INC COM CL A 37247D106 771 166,969 SH   DFND 2 166,969 0 0
GENWORTH FINL INC COM CL A 37247D106 259 56,034 SH   DFND 3 56,034 0 0
GEO GROUP INC NEW COM 36162J106 132,698 4,461,950 SH   DFND 1,5 1,222,100 0 3,239,850
GEO GROUP INC NEW COM 36162J106 5,425 182,400 SH   DFND 6 182,400 0 0
GEO GROUP INC NEW COM 36162J106 2,382 80,100 SH   DFND 7 8,000 0 72,100
GEOSPACE TECHNOLOGIES CORP COM 37364X109 27,119 1,963,700 SH   DFND 1,5 110,500 0 1,853,200
GERMAN AMERN BANCORP INC COM 373865104 550 18,776 SH   DFND 1,5 8,804 0 9,972
GERON CORP COM 374163103 65,469 23,720,825 SH   DFND 1,5 0 0 23,720,825
GIBRALTAR INDS INC COM 374689107 5,713 311,323 SH   DFND 1,5 0 0 311,323
GILDAN ACTIVEWEAR INC COM 375916103 411,182 13,622,690 SH   DFND 1,5 938,900 0 12,683,790
GILDAN ACTIVEWEAR INC COM 375916103 44,191 1,464,856 SH   DFND 6 1,261,502 0 203,354
GILDAN ACTIVEWEAR INC COM 375916103 17,945 594,598 SH   DFND 7 540,198 0 54,400
GILDAN ACTIVEWEAR INC COM 375916103 525,419 17,407,434 SH   DFND 11 16,068,134 0 1,339,300
GILDAN ACTIVEWEAR INC COM 375916103 1,473 48,789 SH   DFND   48,789 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 10,974 2,560,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 7,728,686 78,711,536 SH   DFND 1,5 3,836,911 0 74,874,625
GILEAD SCIENCES INC COM 375558103 48,372 492,632 SH   DFND 2 492,632 0 0
GILEAD SCIENCES INC COM 375558103 31,082 316,548 SH   DFND 3 316,548 0 0
GILEAD SCIENCES INC COM 375558103 54,992 560,056 SH   DFND 6 381,976 0 178,080
GILEAD SCIENCES INC COM 375558103 196,537 2,001,597 SH   DFND 7 1,177,935 0 823,662
GLAUKOS CORP COM 377322102 29,773 1,230,800 SH   DFND 1,5 0 0 1,230,800
GLAUKOS CORP COM 377322102 210 8,700 SH   DFND 6 8,700 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 403,237 10,487,317 SH   DFND 1,5 30,702 0 10,456,615
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 3,750 97,524 SH   DFND 3 97,524 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 8,058 209,580 SH   DFND 6 209,580 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 23,375 607,942 SH   DFND 7 0 0 607,942
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 178,773 4,240,341 SH   DFND 1,5 46,400 0 4,193,941
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 5,352 126,952 SH   DFND 6 120,152 0 6,800
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,987 47,140 SH   DFND 7 29,640 0 17,500
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 39,197 1,911,125 SH   DFND 1,5 271,440 0 1,639,685
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 5,585 272,300 SH   DFND 6 272,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,440 70,200 SH   DFND 7 70,200 0 0
GLOBAL PMTS INC COM 37940X102 521,554 4,545,928 SH   DFND 1,5 798 0 4,545,130
GLOBAL PMTS INC COM 37940X102 539 4,700 SH   DFND 1,9 0 0 4,700
GLOBAL PMTS INC COM 37940X102 51,406 448,059 SH   DFND 6 448,059 0 0
GLOBAL PMTS INC COM 37940X102 6,422 55,976 SH   DFND 7 55,976 0 0
GLOBAL X FDS GLB X FTSE PT 20 37950E192 133 13,200 SH   DFND 1,5 13,200 0 0
GLOBALSTAR INC COM 378973408 7,704 4,906,829 SH   DFND 1,5 0 0 4,906,829
GLOBANT S A COM L44385109 9,136 298,671 SH   DFND 1,5 0 0 298,671
GLYCOMIMETICS INC COM 38000Q102 780 139,342 SH   DFND 1,5 0 0 139,342
GNC HLDGS INC COM CL A 36191G107 329,542 8,152,951 SH   DFND 1,5 316,851 0 7,836,100
GNC HLDGS INC COM CL A 36191G107 20,891 516,840 SH   DFND 6 516,840 0 0
GNC HLDGS INC COM CL A 36191G107 2,485 61,490 SH   DFND 7 36,390 0 25,100
GODADDY INC CL A 380237107 204,574 8,114,800 SH   DFND 1,5 194,600 0 7,920,200
GOGO INC COM 38046C109 74,548 4,878,786 SH   DFND 1,5 11,900 0 4,866,886
GOGO INC COM 38046C109 32,456 2,124,088 SH   DFND 6 2,124,088 0 0
GOGO INC COM 38046C109 15,327 1,003,090 SH   DFND 7 940,090 0 63,000
GOLAR LNG LTD BERMUDA SHS G9456A100 259,472 9,306,745 SH   DFND 1,5 193,200 0 9,113,545
GOLAR LNG LTD BERMUDA SHS G9456A100 592 21,232 SH   DFND 6 21,232 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 14,191 5,334,926 SH   DFND 1,5 0 0 5,334,926
GOLD STD VENTURES CORP COM 380738104 824 2,155,400 SH   DFND 1,5 0 0 2,155,400
GOLDCORP INC NEW COM 380956409 78,519 6,263,210 SH   DFND 1,5 25,300 0 6,237,910
GOLDCORP INC NEW COM 380956409 3,825 305,098 SH   DFND 3 305,098 0 0
GOLDCORP INC NEW COM 380956409 182 14,481 SH   DFND 6 14,100 0 381
GOLDCORP INC NEW COM 380956409 11,134 888,140 SH   DFND 11 888,140 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 2,460 1,000,000 SH   DFND 1,5 0 0 1,000,000
GOLDMAN SACHS GROUP INC COM 38141G104 1,310,671 7,542,998 SH   DFND 1,5 86,312 0 7,456,686
GOLDMAN SACHS GROUP INC COM 38141G104 23,480 135,131 SH   DFND 2 135,131 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,580 66,646 SH   DFND 3 66,646 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,753 27,353 SH   DFND 6 17,553 0 9,800
GOLDMAN SACHS GROUP INC COM 38141G104 6,635 38,187 SH   DFND 7 24,044 0 14,143
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 2,402 384,300 SH   DFND 11 384,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 21,872 745,705 SH   DFND 1,5 20,874 0 724,831
GOODYEAR TIRE & RUBR CO COM 382550101 2,652 90,429 SH   DFND 2 90,429 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 247 8,416 SH   DFND 3 8,416 0 0
GOOGLE INC CL C 38259P706 8,969,043 14,741,532 SH   DFND 1,5 833,866 0 13,907,666
GOOGLE INC CL A 38259P508 9,711,340 15,212,713 SH   DFND 1,5 1,082,163 0 14,130,550
GOOGLE INC CL A 38259P508 360,528 564,763 SH   DFND 1,9 0 0 564,763
GOOGLE INC CL C 38259P706 376,735 619,202 SH   DFND 1,9 0 0 619,202
GOOGLE INC CL A 38259P508 62,117 97,306 SH   DFND 2 97,306 0 0
GOOGLE INC CL C 38259P706 60,406 99,284 SH   DFND 2 99,284 0 0
GOOGLE INC CL A 38259P508 37,937 59,428 SH   DFND 3 59,428 0 0
GOOGLE INC CL C 38259P706 31,408 51,623 SH   DFND 3 51,623 0 0
GOOGLE INC CL C 38259P706 69,294 113,891 SH   DFND 6 87,020 0 26,871
GOOGLE INC CL A 38259P508 129,762 203,271 SH   DFND 6 174,621 0 28,650
GOOGLE INC CL A 38259P508 378,483 592,889 SH   DFND 7 408,350 0 184,539
GOOGLE INC CL C 38259P706 207,148 340,468 SH   DFND 7 168,294 0 172,174
GOOGLE INC CL C 38259P706 10,282 16,900 SH   DFND 11 16,900 0 0
GOOGLE INC CL A 38259P508 59,745 93,590 SH   DFND 11 93,590 0 0
GOPRO INC CL A 38268T103 11,314 362,400 SH   DFND 1,5 9,200 0 353,200
GP STRATEGIES CORP COM 36225V104 8,000 350,557 SH   DFND 1,5 0 0 350,557
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 4,759 54,800 SH   DFND 1,10 3,000 0 51,800
GRACE W R & CO DEL NEW COM 38388F108 194,298 2,088,108 SH   DFND 1,5 0 0 2,088,108
GRAHAM HLDGS CO COM 384637104 892 1,547 SH   DFND 3 1,547 0 0
GRAINGER W W INC COM 384802104 30,069 139,848 SH   DFND 1,5 148 0 139,700
GRAINGER W W INC COM 384802104 4,381 20,374 SH   DFND 2 20,374 0 0
GRAINGER W W INC COM 384802104 2,297 10,684 SH   DFND 3 10,684 0 0
GRANITE CONSTR INC COM 387328107 877 29,568 SH   DFND 1,5 0 0 29,568
GRAPHIC PACKAGING HLDG CO COM 388689101 236,783 18,513,134 SH   DFND 1,5 0 0 18,513,134
GRAPHIC PACKAGING HLDG CO COM 388689101 22,558 1,763,700 SH   DFND 6 1,763,700 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,010 235,370 SH   DFND 7 235,370 0 0
GRAY TELEVISION INC COM 389375106 100,505 7,876,597 SH   DFND 1,5 24,600 0 7,851,997
GRAY TELEVISION INC COM 389375106 297 23,300 SH   DFND 7 23,300 0 0
GREAT AJAX CORP COM 38983D300 6,185 500,000 SH   DFND 1,5 0 0 500,000
GREAT PLAINS ENERGY INC COM 391164100 20,832 771,000 SH   DFND 1,5 0 0 771,000
GREAT PLAINS ENERGY INC COM 391164100 11,831 437,847 SH   DFND 6 437,847 0 0
GREAT PLAINS ENERGY INC COM 391164100 5,079 187,960 SH   DFND 7 187,960 0 0
GREAT WESTN BANCORP INC COM 391416104 50,168 1,977,463 SH   DFND 6 1,977,463 0 0
GREAT WESTN BANCORP INC COM 391416104 12,733 501,896 SH   DFND 7 445,696 0 56,200
GREATBATCH INC COM 39153L106 11,284 200,000 SH   DFND 1,5 0 0 200,000
GREEN DOT CORP CL A 39304D102 45,278 2,572,600 SH   DFND 1,5 201,200 0 2,371,400
GREENHILL & CO INC COM 395259104 9,873 346,774 SH   DFND 1,5 11,974 0 334,800
GREENHILL & CO INC COM 395259104 509 17,895 SH   DFND 3 17,895 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 16,621 746,010 SH   DFND 1,5 0 0 746,010
GRIFOLS S A SP ADR REP B NVT 398438408 8,938 294,020 SH   DFND 1,5 0 0 294,020
GROUPE CGI INC CL A SUB VTG 39945C109 209,523 5,783,020 SH   DFND 1,5 468,900 0 5,314,120
GROUPE CGI INC CL A SUB VTG 39945C109 1,783 49,200 SH   DFND 6 19,900 0 29,300
GROUPE CGI INC CL A SUB VTG 39945C109 4,311 119,000 SH   DFND 7 119,000 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 638,248 17,616,182 SH   DFND 11 15,477,870 0 2,138,312
GROUPE CGI INC CL A SUB VTG 39945C109 963 26,573 SH   DFND   26,573 0 0
GROUPON INC COM CL A 399473107 287,432 88,169,238 SH   DFND 1,5 2,367,000 0 85,802,238
GROUPON INC COM CL A 399473107 30,101 9,233,400 SH   DFND 1,9 0 0 9,233,400
GROUPON INC COM CL A 399473107 1,262 387,000 SH   DFND 6 387,000 0 0
GRUBHUB INC COM 400110102 6,735 276,700 SH   DFND 1,5 800 0 275,900
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 42,746 1,642,800 SH   DFND 1,5 45,400 0 1,597,400
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 8,587 330,000 SH   DFND 1,10 18,200 0 311,800
GSI TECHNOLOGY COM 36241U106 221 54,385 SH   DFND 1,5 0 0 54,385
GUESS INC COM 401617105 274,348 12,844,000 SH   DFND 1,5 1,297,500 0 11,546,500
GULFMARK OFFSHORE INC CL A NEW 402629208 23,358 3,822,947 SH   DFND 1,5 56,000 0 3,766,947
GULFMARK OFFSHORE INC CL A NEW 402629208 137 22,500 SH   DFND 7 900 0 21,600
GULFPORT ENERGY CORP COM NEW 402635304 54,014 1,819,865 SH   DFND 1,5 415 0 1,819,450
GW PHARMACEUTICALS PLC ADS 36197T103 197,746 2,164,234 SH   DFND 1,5 4,000 0 2,160,234
GW PHARMACEUTICALS PLC ADS 36197T103 1,121 12,265 SH   DFND 6 12,265 0 0
HACKETT GROUP INC COM 404609109 6,485 471,667 SH   DFND 6 471,667 0 0
HAEMONETICS CORP COM 405024100 556 17,214 SH   DFND 3 17,214 0 0
HAEMONETICS CORP COM 405024100 19,250 595,612 SH   DFND 6 595,612 0 0
HAEMONETICS CORP COM 405024100 42,504 1,315,100 SH   DFND 11 1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 219,654 4,256,852 SH   DFND 1,5 246,526 0 4,010,326
HAIN CELESTIAL GROUP INC COM 405217100 1,637 31,722 SH   DFND 6 31,722 0 0
HALLIBURTON CO COM 406216101 297,219 8,407,884 SH   DFND 1,5 45,449 0 8,362,435
HALLIBURTON CO COM 406216101 10,142 286,914 SH   DFND 2 286,914 0 0
HALLIBURTON CO COM 406216101 5,534 156,550 SH   DFND 3 156,550 0 0
HALLIBURTON CO COM 406216101 18,450 521,931 SH   DFND 6 315,171 0 206,760
HALLIBURTON CO COM 406216101 53,385 1,510,176 SH   DFND 7 924,726 0 585,450
HALOZYME THERAPEUTICS INC COM 40637H109 66,334 4,939,208 SH   DFND 1,5 600 0 4,938,608
HALYARD HEALTH INC COM 40650V100 4,270 150,154 SH   DFND 1,5 28,684 0 121,470
HANDY & HARMAN LTD COM 410315105 2,878 120,000 SH   DFND 1,5 65,000 0 55,000
HANESBRANDS INC COM 410345102 168,529 5,823,381 SH   DFND 1,5 6,981 0 5,816,400
HANESBRANDS INC COM 410345102 3,910 135,100 SH   DFND 2 135,100 0 0
HANESBRANDS INC COM 410345102 523 18,076 SH   DFND 3 18,076 0 0
HANESBRANDS INC COM 410345102 1,230 42,500 SH   DFND 6 42,500 0 0
HANESBRANDS INC COM 410345102 169,036 5,840,900 SH   DFND 11 5,840,900 0 0
HANGER INC COM NEW 41043F208 41,070 3,011,000 SH   DFND 1,5 231,000 0 2,780,000
HANGER INC COM NEW 41043F208 28,596 2,096,509 SH   DFND 6 2,096,509 0 0
HANGER INC COM NEW 41043F208 2,539 186,132 SH   DFND 7 139,032 0 47,100
HANMI FINL CORP COM NEW 410495204 55,294 2,194,202 SH   DFND 6 2,194,202 0 0
HANMI FINL CORP COM NEW 410495204 10,557 418,929 SH   DFND 7 356,029 0 62,900
HANOVER INS GROUP INC COM 410867105 19,899 256,100 SH   DFND 1,5 3,300 0 252,800
HARLEY DAVIDSON INC COM 412822108 139,805 2,546,546 SH   DFND 1,5 43 0 2,546,503
HARLEY DAVIDSON INC COM 412822108 3,796 69,137 SH   DFND 2 69,137 0 0
HARLEY DAVIDSON INC COM 412822108 2,244 40,867 SH   DFND 3 40,867 0 0
HARLEY DAVIDSON INC COM 412822108 10,439 190,150 SH   DFND 6 166,350 0 23,800
HARLEY DAVIDSON INC COM 412822108 23,297 424,350 SH   DFND 7 424,350 0 0
HARLEY DAVIDSON INC COM 412822108 1,098 20,000 SH   DFND 11 20,000 0 0
HARMAN INTL INDS INC COM 413086109 142,762 1,487,261 SH   DFND 1,5 2,349 0 1,484,912
HARMAN INTL INDS INC COM 413086109 2,293 23,890 SH   DFND 2 23,890 0 0
HARMAN INTL INDS INC COM 413086109 461 4,804 SH   DFND 3 4,804 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 1,413 2,343,300 SH   DFND 1,5 0 0 2,343,300
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 7 11,000 SH   DFND 8 11,000 0 0
HARRIS CORP DEL COM 413875105 195,282 2,669,608 SH   DFND 1,5 60 0 2,669,548
HARRIS CORP DEL COM 413875105 3,046 41,647 SH   DFND 2 41,647 0 0
HARRIS CORP DEL COM 413875105 1,292 17,667 SH   DFND 3 17,667 0 0
HARTE-HANKS INC COM 416196103 3,145 891,000 SH   DFND 1,5 69,800 0 821,200
HARTFORD FINL SVCS GROUP INC COM 416515104 320,944 7,010,562 SH   DFND 1,5 577,462 0 6,433,100
HARTFORD FINL SVCS GROUP INC COM 416515104 6,375 139,251 SH   DFND 2 139,251 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,312 50,512 SH   DFND 3 50,512 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 13,935 304,380 SH   DFND 6 274,420 0 29,960
HARTFORD FINL SVCS GROUP INC COM 416515104 38,187 834,140 SH   DFND 7 834,140 0 0
HARVARD BIOSCIENCE INC COM 416906105 362 95,784 SH   DFND 6 95,784 0 0
HASBRO INC COM 418056107 90,652 1,256,618 SH   DFND 1,5 35,224 0 1,221,394
HASBRO INC COM 418056107 2,722 37,734 SH   DFND 2 37,734 0 0
HASBRO INC COM 418056107 1,250 17,328 SH   DFND 3 17,328 0 0
HASBRO INC COM 418056107 938 13,000 SH   DFND 6 13,000 0 0
HATTERAS FINL CORP COM 41902R103 14,456 954,200 SH   DFND 1,5 0 0 954,200
HAWAIIAN ELEC INDUSTRIES COM 419870100 5,015 174,800 SH   DFND 1,5 0 0 174,800
HAWAIIAN HOLDINGS INC COM 419879101 2,493 101,000 SH   DFND 1,5 0 0 101,000
HAYNES INTERNATIONAL INC COM NEW 420877201 52,976 1,400,000 SH   DFND 1,5 0 0 1,400,000
HCA HOLDINGS INC COM 40412C101 1,211,574 15,661,508 SH   DFND 1,5 395,968 0 15,265,540
HCA HOLDINGS INC COM 40412C101 8,302 107,313 SH   DFND 2 107,313 0 0
HCA HOLDINGS INC COM 40412C101 1,414 18,278 SH   DFND 3 18,278 0 0
HCA HOLDINGS INC COM 40412C101 20,625 266,613 SH   DFND 6 245,213 0 21,400
HCA HOLDINGS INC COM 40412C101 57,852 747,826 SH   DFND 7 694,326 0 53,500
HCA HOLDINGS INC COM 40412C101 18,350 237,200 SH   DFND 11 237,200 0 0
HCC INS HLDGS INC COM 404132102 41,160 531,300 SH   DFND 1,5 59,600 0 471,700
HCC INS HLDGS INC COM 404132102 344,896 4,452,000 SH   DFND 11 4,452,000 0 0
HCP INC COM 40414L109 586,309 15,739,843 SH   DFND 1,5 7,372,112 0 8,367,731
HCP INC COM 40414L109 5,784 155,277 SH   DFND 2 155,277 0 0
HCP INC COM 40414L109 2,616 70,233 SH   DFND 3 70,233 0 0
HCP INC COM 40414L109 40,745 1,093,830 SH   DFND 6 1,093,830 0 0
HCP INC COM 40414L109 17,800 477,855 SH   DFND 7 47,500 0 430,355
HD SUPPLY HLDGS INC COM 40416M105 709,360 24,785,474 SH   DFND 1,5 337,213 0 24,448,261
HD SUPPLY HLDGS INC COM 40416M105 4,138 144,600 SH   DFND 6 144,600 0 0
HD SUPPLY HLDGS INC COM 40416M105 438 15,300 SH   DFND 7 15,300 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 889,968 14,568,146 SH   DFND 1,5 1,208,031 0 13,360,115
HDFC BANK LTD ADR REPS 3 SHS 40415F101 89,758 1,469,277 SH   DFND 1,10 81,200 0 1,388,077
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,972 48,650 SH   DFND 6 36,600 0 12,050
HDFC BANK LTD ADR REPS 3 SHS 40415F101 240 3,934 SH   DFND 7 3,934 0 0
HEALTH NET INC COM 42222G108 3,252 54,006 SH   DFND 1,5 106 0 53,900
HEALTHCARE RLTY TR COM 421946104 29,827 1,200,300 SH   DFND 1,5 69,000 0 1,131,300
HEALTHCARE RLTY TR COM 421946104 9,371 377,100 SH   DFND 6 377,100 0 0
HEALTHCARE RLTY TR COM 421946104 4,113 165,500 SH   DFND 7 17,300 0 148,200
HEALTHEQUITY INC COM 42226A107 10,354 350,400 SH   DFND 1,5 400 0 350,000
HEALTHSOUTH CORP COM NEW 421924309 44,798 1,167,537 SH   DFND 1,5 0 0 1,167,537
HEALTHSOUTH CORP COM NEW 421924309 44,522 1,160,331 SH   DFND 6 1,160,331 0 0
HEALTHSOUTH CORP COM NEW 421924309 5,591 145,700 SH   DFND 7 123,200 0 22,500
HEALTHSTREAM INC COM 42222N103 98,141 4,499,820 SH   DFND 1,5 138,000 0 4,361,820
HEARTLAND EXPRESS INC COM 422347104 10,494 526,290 SH   DFND 6 526,290 0 0
HEARTLAND EXPRESS INC COM 422347104 3,810 191,080 SH   DFND 7 157,180 0 33,900
HEARTLAND PMT SYS INC COM 42235N108 108,724 1,725,500 SH   DFND 1,5 124,200 0 1,601,300
HEARTLAND PMT SYS INC COM 42235N108 37,266 591,426 SH   DFND 6 591,426 0 0
HEARTLAND PMT SYS INC COM 42235N108 3,227 51,210 SH   DFND 7 51,210 0 0
HEARTWARE INTL INC COM 422368100 135,747 2,595,058 SH   DFND 1,5 88,593 0 2,506,465
HEICO CORP NEW COM 422806109 10,393 212,625 SH   DFND 1,5 0 0 212,625
HELEN OF TROY CORP LTD COM G4388N106 340,856 3,816,980 SH   DFND 1,5 230,700 0 3,586,280
HELEN OF TROY CORP LTD COM G4388N106 38,558 431,777 SH   DFND 6 431,777 0 0
HELEN OF TROY CORP LTD COM G4388N106 3,920 43,900 SH   DFND 7 43,900 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,846 385,370 SH   DFND 6 385,370 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 475 99,080 SH   DFND 7 99,080 0 0
HELMERICH & PAYNE INC COM 423452101 100,376 2,123,904 SH   DFND 1,5 124,224 0 1,999,680
HELMERICH & PAYNE INC COM 423452101 1,709 36,169 SH   DFND 2 36,169 0 0
HELMERICH & PAYNE INC COM 423452101 551 11,661 SH   DFND 3 11,661 0 0
HELMERICH & PAYNE INC COM 423452101 397 8,400 SH   DFND 6 8,400 0 0
HERBALIFE LTD COM USD SHS G4412G101 666,602 12,231,221 SH   DFND 1,5 1,288,225 0 10,942,996
HERBALIFE LTD COM USD SHS G4412G101 7,038 129,145 SH   DFND 6 129,145 0 0
HERON THERAPEUTICS INC COM 427746102 130,523 5,349,302 SH   DFND 1,5 309,568 0 5,039,734
HERSHEY CO COM 427866108 532,889 5,799,842 SH   DFND 1,5 358,613 0 5,441,229
HERSHEY CO COM 427866108 4,505 49,029 SH   DFND 2 49,029 0 0
HERSHEY CO COM 427866108 5,188 56,466 SH   DFND 3 56,466 0 0
HERSHEY CO COM 427866108 4,258 46,339 SH   DFND 6 46,339 0 0
HERSHEY CO COM 427866108 4,261 46,380 SH   DFND 7 46,380 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 88,116 5,266,928 SH   DFND 1,5 25,522 0 5,241,406
HESS CORP COM 42809H107 186,359 3,722,706 SH   DFND 1,5 77,536 0 3,645,170
HESS CORP COM 42809H107 4,052 80,940 SH   DFND 2 80,940 0 0
HESS CORP COM 42809H107 5,934 118,539 SH   DFND 3 118,539 0 0
HESS CORP COM 42809H107 4,681 93,504 SH   DFND 6 93,504 0 0
HESS CORP COM 42809H107 16,983 339,260 SH   DFND 7 339,260 0 0
HEWLETT PACKARD CO COM 428236103 1,340,264 52,333,634 SH   DFND 1,5 1,206,845 0 51,126,789
HEWLETT PACKARD CO COM 428236103 115,353 4,504,217 SH   DFND 1,9 0 0 4,504,217
HEWLETT PACKARD CO COM 428236103 15,529 606,360 SH   DFND 2 606,360 0 0
HEWLETT PACKARD CO COM 428236103 11,364 443,722 SH   DFND 3 443,722 0 0
HEWLETT PACKARD CO COM 428236103 19,313 754,109 SH   DFND 6 536,869 0 217,240
HEWLETT PACKARD CO COM 428236103 23,780 928,540 SH   DFND 7 518,340 0 410,200
HEWLETT PACKARD CO COM 428236103 197,453 7,710,000 SH   DFND 11 7,710,000 0 0
HFF INC CL A 40418F108 23,490 695,800 SH   DFND 1,5 3,000 0 692,800
HIBBETT SPORTS INC COM 428567101 84,175 2,404,300 SH   DFND 1,5 11,600 0 2,392,700
HIGHER ONE HLDGS INC COM 42983D104 3,942 2,001,200 SH   DFND 1,5 0 0 2,001,200
HIGHWOODS PPTYS INC COM 431284108 90,351 2,331,639 SH   DFND 1,5 1,508,516 0 823,123
HILL ROM HLDGS INC COM 431475102 124,776 2,400,000 SH   DFND 1,5 0 0 2,400,000
HILLENBRAND INC COM 431571108 35,960 1,382,534 SH   DFND 1,5 41,800 0 1,340,734
HILLTOP HOLDINGS INC COM 432748101 43,580 2,199,880 SH   DFND 1,5 700 0 2,199,180
HILLTOP HOLDINGS INC COM 432748101 5,881 296,860 SH   DFND 6 296,860 0 0
HILLTOP HOLDINGS INC COM 432748101 2,507 126,560 SH   DFND 7 126,560 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 450,023 19,617,381 SH   DFND 1,5 271,447 0 19,345,934
HILTON WORLDWIDE HLDGS INC COM 43300A104 3,035 132,300 SH   DFND 6 132,300 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 12,657 1,588,143 SH   DFND 1,9 0 0 1,588,143
HINGHAM INSTN SVGS MASS COM 433323102 2,598 22,389 SH   DFND 1,5 12,289 0 10,100
HISTOGENICS CORP COM 43358V109 7,635 1,913,520 SH   DFND 1,5 0 0 1,913,520
HMS HLDGS CORP COM 40425J101 582 66,400 SH   DFND 6 66,400 0 0
HMS HLDGS CORP COM 40425J101 1,230 140,300 SH   DFND 7 92,100 0 48,200
HNI CORP COM 404251100 118,014 2,750,917 SH   DFND 1,5 0 0 2,750,917
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 12,648 778,355 SH   DFND 1,10 12,900 0 765,455
HOLLYFRONTIER CORP COM 436106108 83,674 1,713,229 SH   DFND 1,5 79,530 0 1,633,699
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 30,638 22,716,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 131,141 3,351,424 SH   DFND 1,5 0 0 3,351,424
HOLOGIC INC COM 436440101 257 6,566 SH   DFND 3 6,566 0 0
HOLOGIC INC COM 436440101 360 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 3,315,468 28,707,834 SH   DFND 1,5 1,479,494 0 27,228,340
HOME DEPOT INC COM 437076102 49,780 431,036 SH   DFND 2 431,036 0 0
HOME DEPOT INC COM 437076102 29,866 258,601 SH   DFND 3 258,601 0 0
HOME DEPOT INC COM 437076102 64,363 557,302 SH   DFND 6 412,832 0 144,470
HOME DEPOT INC COM 437076102 263,392 2,280,652 SH   DFND 7 1,582,445 0 698,207
HOME DEPOT INC COM 437076102 17,427 150,900 SH   DFND 11 150,900 0 0
HOME PROPERTIES INC COM 437306103 58,141 777,810 SH   DFND 1,5 0 0 777,810
HOMEAWAY INC COM 43739Q100 153,429 5,781,048 SH   DFND 1,5 16,500 0 5,764,548
HOMEAWAY INC COM 43739Q100 32,880 1,238,900 SH   DFND 1,9 0 0 1,238,900
HOMEAWAY INC COM 43739Q100 1,948 73,400 SH   DFND 6 73,400 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 119,538 4,159,274 SH   DFND 1,5 840,274 0 3,319,000
HOMETRUST BANCSHARES INC COM 437872104 532 28,690 SH   DFND 6 28,690 0 0
HONDA MOTOR LTD AMERN SHS 438128308 2,215 74,095 SH   DFND 1,5 0 0 74,095
HONEYWELL INTL INC COM 438516106 896,668 9,469,512 SH   DFND 1,5 748,376 0 8,721,136
HONEYWELL INTL INC COM 438516106 24,848 262,414 SH   DFND 2 262,414 0 0
HONEYWELL INTL INC COM 438516106 15,924 168,171 SH   DFND 3 168,171 0 0
HONEYWELL INTL INC COM 438516106 16,280 171,929 SH   DFND 6 100,419 0 71,510
HONEYWELL INTL INC COM 438516106 85,769 905,788 SH   DFND 7 551,372 0 354,416
HONEYWELL INTL INC COM 438516106 8,124 85,800 SH   DFND 11 85,800 0 0
HOOKER FURNITURE CORP COM 439038100 301 12,800 SH   DFND 1,5 0 0 12,800
HORIZON BANCORP IND COM 440407104 1,425 60,000 SH   DFND 1,5 60,000 0 0
HORIZON GLOBAL CORP COM 44052W104 6,914 783,861 SH   DFND 1,5 28,371 0 755,490
HORIZON PHARMA PLC SHS G4617B105 441,049 22,252,716 SH   DFND 1,5 249,800 0 22,002,916
HORIZON PHARMA PLC SHS G4617B105 19,789 998,426 SH   DFND 6 998,426 0 0
HORIZON PHARMA PLC SHS G4617B105 1,467 74,000 SH   DFND 7 74,000 0 0
HORMEL FOODS CORP COM 440452100 1,299 20,512 SH   DFND 1,5 612 0 19,900
HORMEL FOODS CORP COM 440452100 2,864 45,242 SH   DFND 2 45,242 0 0
HORMEL FOODS CORP COM 440452100 933 14,741 SH   DFND 3 14,741 0 0
HORMEL FOODS CORP COM 440452100 562 8,883 SH   DFND 6 8,883 0 0
HORMEL FOODS CORP COM 440452100 3,619 57,170 SH   DFND 7 57,170 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 43,528 3,217,170 SH   DFND 1,5 0 0 3,217,170
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 3,232 5,000,000 PRN   DFND 1,5 0 0 0
HORTONWORKS INC COM 440894103 11,004 502,700 SH   DFND 1,5 100,500 0 402,200
HOST HOTELS & RESORTS INC COM 44107P104 527,969 33,394,637 SH   DFND 1,5 19,485,889 0 13,908,748
HOST HOTELS & RESORTS INC COM 44107P104 3,986 252,130 SH   DFND 2 252,130 0 0
HOST HOTELS & RESORTS INC COM 44107P104 242 15,321 SH   DFND 3 15,321 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,182 327,760 SH   DFND 6 327,760 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,284 144,487 SH   DFND 7 14,200 0 130,287
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 221,240 10,893,147 SH   DFND 1,5 118,700 0 10,774,447
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 17,428 858,100 SH   DFND 6 858,100 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,730 134,400 SH   DFND 7 134,400 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 8,468 1,335,700 SH   DFND 1,5 177,300 0 1,158,400
HOVNANIAN ENTERPRISES INC CL A 442487203 4,602 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 6,688 58,290 SH   DFND 6 58,290 0 0
HOWARD HUGHES CORP COM 44267D107 5,021 43,762 SH   DFND 7 29,862 0 13,900
HSBC HLDGS PLC SPON ADR NEW 404280406 324,874 8,576,391 SH   DFND 1,5 143,518 0 8,432,873
HSN INC COM 404303109 20,195 352,815 SH   DFND 1,5 200 0 352,615
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 5,132 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 142,276 3,907,603 SH   DFND 1,5 166,552 0 3,741,051
HUB GROUP INC CL A 443320106 14,353 394,200 SH   DFND 6 394,200 0 0
HUB GROUP INC CL A 443320106 7,168 196,880 SH   DFND 7 152,680 0 44,200
HUBBELL INC CL B 443510201 105,786 1,245,270 SH   DFND 1,5 10,500 0 1,234,770
HUBBELL INC CL B 443510201 1,257 14,800 SH   DFND 6 14,800 0 0
HUBSPOT INC COM 443573100 159,356 3,436,611 SH   DFND 1,5 217,948 0 3,218,663
HUDBAY MINERALS INC COM 443628102 153 41,400 SH   DFND   41,400 0 0
HUDSON CITY BANCORP COM 443683107 15,504 1,524,485 SH   DFND 1,5 0 0 1,524,485
HUDSON CITY BANCORP COM 443683107 1,645 161,750 SH   DFND 2 161,750 0 0
HUDSON CITY BANCORP COM 443683107 2,139 210,320 SH   DFND 3 210,320 0 0
HUDSON PAC PPTYS INC COM 444097109 47,986 1,666,760 SH   DFND 1,5 1,462,760 0 204,000
HUGOTON RTY TR TEX UNIT BEN INT 444717102 74 25,000 SH   DFND 1,5 25,000 0 0
HUMANA INC COM 444859102 149,197 833,500 SH   DFND 1,5 14,900 0 818,600
HUMANA INC COM 444859102 8,901 49,728 SH   DFND 2 49,728 0 0
HUMANA INC COM 444859102 3,295 18,409 SH   DFND 3 18,409 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,120,299 15,690,460 SH   DFND 1,5 158,549 0 15,531,911
HUNT J B TRANS SVCS INC COM 445658107 2,201 30,827 SH   DFND 2 30,827 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,355 60,989 SH   DFND 6 60,989 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,082 57,170 SH   DFND 7 57,170 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,071 15,000 SH   DFND 11 15,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 54,747 41,009 SH   DFND 1,5 0 0 41,009
HUNTINGTON BANCSHARES INC COM 446150104 495,850 46,778,334 SH   DFND 1,5 214,095 0 46,564,239
HUNTINGTON BANCSHARES INC COM 446150104 2,857 269,566 SH   DFND 2 269,566 0 0
HUNTINGTON BANCSHARES INC COM 446150104 685 64,583 SH   DFND 3 64,583 0 0
HUNTINGTON BANCSHARES INC COM 446150104 72,656 6,854,300 SH   DFND 11 6,854,300 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 333,095 3,108,684 SH   DFND 1,5 2,739 0 3,105,945
HUNTINGTON INGALLS INDS INC COM 446413106 470 4,386 SH   DFND 6 4,386 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,542 33,061 SH   DFND 7 33,061 0 0
HUNTSMAN CORP COM 447011107 666 68,747 SH   DFND 3 68,747 0 0
HURCO COMPANIES INC COM 447324104 15,983 609,100 SH   DFND 1,5 89,200 0 519,900
HURON CONSULTING GROUP INC COM 447462102 59,345 949,068 SH   DFND 1,5 0 0 949,068
HURON CONSULTING GROUP INC COM 447462102 9,787 156,510 SH   DFND 6 156,510 0 0
HURON CONSULTING GROUP INC COM 447462102 2,515 40,220 SH   DFND 7 40,220 0 0
HURON CONSULTING GROUP INC COM 447462102 58,639 937,766 SH   DFND 11 937,766 0 0
HYATT HOTELS CORP COM CL A 448579102 51,360 1,090,440 SH   DFND 1,5 193,800 0 896,640
HYSTER YALE MATLS HANDLING I CL A 449172105 15,793 273,100 SH   DFND 1,5 43,300 0 229,800
IAC INTERACTIVECORP COM PAR $.001 44919P508 46,342 710,000 SH   DFND 1,5 40,800 0 669,200
IAMGOLD CORP COM 450913108 1,596 977,100 SH   DFND 1,5 0 0 977,100
ICF INTL INC COM 44925C103 81,673 2,687,493 SH   DFND 1,5 24,080 0 2,663,413
ICF INTL INC COM 44925C103 4,735 155,800 SH   DFND 1,9 0 0 155,800
ICICI BK LTD ADR 45104G104 318 37,900 SH   DFND 6 37,900 0 0
ICU MED INC COM 44930G107 73,736 673,390 SH   DFND 1,5 35,673 0 637,717
IDACORP INC COM 451107106 239,060 3,694,326 SH   DFND 1,5 61,178 0 3,633,148
IDERA PHARMACEUTICALS INC COM NEW 45168K306 5,595 1,670,121 SH   DFND 6 1,670,121 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 48 14,460 SH   DFND 7 14,460 0 0
IDEX CORP COM 45167R104 106,020 1,486,959 SH   DFND 1,5 0 0 1,486,959
IDEX CORP COM 45167R104 18,373 257,688 SH   DFND 6 257,688 0 0
IDEX CORP COM 45167R104 8,654 121,380 SH   DFND 7 121,380 0 0
IDEXX LABS INC COM 45168D104 31,571 425,204 SH   DFND 1,5 6,800 0 418,404
IDEXX LABS INC COM 45168D104 273 3,676 SH   DFND 3 3,676 0 0
IDREAMSKY TECHNOLOGY LIMITED SPONSORED ADS 45173K101 7,049 697,874 SH   DFND 1,9 0 0 697,874
IDT CORP CL B NEW 448947507 5,388 376,806 SH   DFND 1,5 0 0 376,806
IGI LABS INC COM 449575109 5,205 795,900 SH   DFND 6 795,900 0 0
IGI LABS INC COM 449575109 1,347 205,930 SH   DFND 7 205,930 0 0
IGNYTA INC COM 451731103 16,946 1,930,109 SH   DFND 1,5 500 0 1,929,609
II VI INC COM 902104108 1,937 120,440 SH   DFND 1,5 95,180 0 25,260
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 610 41,200 SH   DFND 1,9 0 0 41,200
ILLINOIS TOOL WKS INC COM 452308109 270,532 3,286,743 SH   DFND 1,5 225,673 0 3,061,070
ILLINOIS TOOL WKS INC COM 452308109 9,103 110,597 SH   DFND 2 110,597 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,802 70,494 SH   DFND 3 70,494 0 0
ILLUMINA INC COM 452327109 604,501 3,438,183 SH   DFND 1,5 326,731 0 3,111,452
ILLUMINA INC COM 452327109 5,889 33,496 SH   DFND 3 33,496 0 0
ILLUMINA INC COM 452327109 1,131 6,434 SH   DFND 6 6,434 0 0
IMAGE SENSING SYS INC COM 45244C104 386 105,200 SH   DFND 1,5 9,600 0 95,600
IMMERSION CORP COM 452521107 1,014 90,300 SH   DFND 1,5 0 0 90,300
IMMUNE DESIGN CORP COM 45252L103 19,277 1,580,041 SH   DFND 1,5 0 0 1,580,041
IMMUNOGEN INC COM 45253H101 69,669 7,257,201 SH   DFND 1,5 300,700 0 6,956,501
IMMUNOMEDICS INC COM 452907108 24,413 14,193,886 SH   DFND 1,5 951,500 0 13,242,386
IMPAX LABORATORIES INC COM 45256B101 6,722 190,900 SH   DFND 1,5 0 0 190,900
IMPAX LABORATORIES INC COM 45256B101 2,221 63,080 SH   DFND 7 22,080 0 41,000
IMPERIAL OIL LTD COM NEW 453038408 581,231 18,345,629 SH   DFND 1,5 140,319 0 18,205,310
IMPERIAL OIL LTD COM NEW 453038408 32,180 1,015,700 SH   DFND 1,10 16,900 0 998,800
IMPERIAL OIL LTD COM NEW 453038408 11,129 351,278 SH   DFND 6 262,678 0 88,600
IMPERIAL OIL LTD COM NEW 453038408 18,108 571,537 SH   DFND 7 103,200 0 468,337
IMPERIAL OIL LTD COM NEW 453038408 188,072 5,936,200 SH   DFND 11 5,936,200 0 0
IMPERVA INC COM 45321L100 186,982 2,855,566 SH   DFND 1,5 257,900 0 2,597,666
IMPERVA INC COM 45321L100 24,141 368,673 SH   DFND 6 368,673 0 0
IMPERVA INC COM 45321L100 12,236 186,870 SH   DFND 7 169,870 0 17,000
INCONTACT INC COM 45336E109 69,323 9,230,789 SH   DFND 1,5 1,100 0 9,229,689
INCYTE CORP COM 45337C102 557,369 5,051,834 SH   DFND 1,5 18,200 0 5,033,634
INCYTE CORP COM 45337C102 452 4,100 SH   DFND 6 4,100 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 17,641 3,542,422 SH   DFND 1,5 0 0 3,542,422
INDEPENDENT BANK CORP MICH COM NEW 453838609 11,234 761,086 SH   DFND 6 761,086 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 3,631 246,030 SH   DFND 7 177,730 0 68,300
INFINERA CORPORATION COM 45667G103 388,028 19,837,824 SH   DFND 1,5 3,850,500 0 15,987,324
INFINERA CORPORATION COM 45667G103 270 13,800 SH   DFND 1,9 0 0 13,800
INFINITY PHARMACEUTICALS INC COM 45665G303 17,714 2,096,367 SH   DFND 1,5 0 0 2,096,367
INFOSYS LTD SPONSORED ADR 456788108 16,969 888,900 SH   DFND 1,5 66,800 0 822,100
INFRAREIT INC COM 45685L100 4,985 210,500 SH   DFND 1,5 0 0 210,500
ING GROEP N V SPONSORED ADR 456837103 838 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 194,065 3,822,430 SH   DFND 1,5 4,540 0 3,817,890
INGERSOLL-RAND PLC SHS G47791101 4,522 89,071 SH   DFND 2 89,071 0 0
INGERSOLL-RAND PLC SHS G47791101 1,900 37,424 SH   DFND 3 37,424 0 0
INGERSOLL-RAND PLC SHS G47791101 20,969 413,020 SH   DFND 6 363,420 0 49,600
INGERSOLL-RAND PLC SHS G47791101 49,619 977,325 SH   DFND 7 888,320 0 89,005
INGRAM MICRO INC CL A 457153104 356,486 13,086,855 SH   DFND 1,5 20,214 0 13,066,641
INGRAM MICRO INC CL A 457153104 41,152 1,510,706 SH   DFND 6 1,485,406 0 25,300
INGRAM MICRO INC CL A 457153104 5,081 186,537 SH   DFND 7 186,537 0 0
INGRAM MICRO INC CL A 457153104 137,043 5,030,933 SH   DFND 11 5,030,933 0 0
INGREDION INC COM 457187102 25,739 294,802 SH   DFND 1,5 2 0 294,800
INLAND REAL ESTATE CORP REDM PFD SER B 457461507 7,518 300,100 SH   DFND 1,5 0 0 300,100
INNERWORKINGS INC COM 45773Y105 5,434 869,451 SH   DFND 6 869,451 0 0
INNERWORKINGS INC COM 45773Y105 1,397 223,480 SH   DFND 7 223,480 0 0
INNOCOLL AG SPONSORED ADR 45780Q103 11,778 928,881 SH   DFND 1,5 0 0 928,881
INNOSPEC INC COM 45768S105 57,626 1,239,003 SH   DFND 1,5 146,203 0 1,092,800
INNOSPEC INC COM 45768S105 11,025 237,043 SH   DFND 6 237,043 0 0
INNOSPEC INC COM 45768S105 4,700 101,050 SH   DFND 7 101,050 0 0
INOGEN INC COM 45780L104 27,052 557,200 SH   DFND 1,5 800 0 556,400
INPHI CORP COM 45772F107 22,979 955,880 SH   DFND 1,5 51,537 0 904,343
INPHI CORP COM 45772F107 483 20,100 SH   DFND 1,9 0 0 20,100
INSIGHT ENTERPRISES INC COM 45765U103 88,363 3,418,300 SH   DFND 1,5 204,800 0 3,213,500
INSMED INC COM PAR $.01 457669307 171,491 9,234,839 SH   DFND 1,5 9,800 0 9,225,039
INSMED INC COM PAR $.01 457669307 542 29,200 SH   DFND 6 29,200 0 0
INSPERITY INC COM 45778Q107 2,057 46,823 SH   DFND 1,5 8,371 0 38,452
INSTALLED BLDG PRODS INC COM 45780R101 11,730 464,000 SH   DFND 6 464,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,745 148,160 SH   DFND 7 148,160 0 0
INSULET CORP COM 45784P101 71,522 2,760,400 SH   DFND 1,5 551,500 0 2,208,900
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 70,210 2,466,984 SH   DFND 1,5 0 0 2,466,984
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 325,703 5,469,407 SH   DFND 1,5 82 0 5,469,325
INTEGRATED DEVICE TECHNOLOGY COM 458118106 22,870 1,126,600 SH   DFND 1,5 226,800 0 899,800
INTEL CORP COM 458140100 239,601 7,949,595 SH   DFND 1,5 147,000 0 7,802,595
INTEL CORP SDCV 3.250% 8/0 458140AF7 28,772 19,070,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 6,803 225,700 SH   DFND 1,9 0 0 225,700
INTEL CORP COM 458140100 48,097 1,595,778 SH   DFND 2 1,595,778 0 0
INTEL CORP COM 458140100 22,996 762,979 SH   DFND 3 762,979 0 0
INTEL CORP COM 458140100 7,219 239,500 SH   DFND 6 174,900 0 64,600
INTEL CORP SDCV 3.250% 8/0 458140AF7 453 300,000 PRN   DFND 6 0 0 0
INTEL CORP COM 458140100 8,985 298,100 SH   DFND 7 137,100 0 161,000
INTELIQUENT INC COM 45825N107 21,635 968,863 SH   DFND 1,5 0 0 968,863
INTELSAT S A COM L5140P101 59,794 9,299,300 SH   DFND 1,5 8,100 0 9,291,200
INTER PARFUMS INC COM 458334109 24,653 993,675 SH   DFND 1,5 8,575 0 985,100
INTERACTIVE BROKERS GROUP IN COM 45841N107 29,356 743,767 SH   DFND 1,5 0 0 743,767
INTERACTIVE BROKERS GROUP IN COM 45841N107 6,074 153,891 SH   DFND 6 153,891 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 10,818 274,085 SH   DFND 7 164,185 0 109,900
INTERACTIVE INTELLIGENCE GRO COM 45841V109 39,582 1,332,287 SH   DFND 1,5 3,700 0 1,328,587
INTERACTIVE INTELLIGENCE GRO COM 45841V109 9,267 311,900 SH   DFND 1,9 0 0 311,900
INTERCEPT PHARMACEUTICALS IN COM 45845P108 592,902 3,574,714 SH   DFND 1,5 76,311 0 3,498,403
INTERCEPT PHARMACEUTICALS IN COM 45845P108 6,935 41,810 SH   DFND 6 41,810 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,289 13,800 SH   DFND 7 0 0 13,800
INTERCONTINENTAL EXCHANGE IN COM 45866F104 307,861 1,310,102 SH   DFND 1,5 14,274 0 1,295,828
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,715 37,088 SH   DFND 2 37,088 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,232 35,030 SH   DFND 3 35,030 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 268,765 7,761,040 SH   DFND 1,5 193,244 0 7,567,796
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 8,045 232,300 SH   DFND 7 232,300 0 0
INTERDIGITAL INC COM 45867G101 2,540 50,200 SH   DFND 1,5 0 0 50,200
INTERFACE INC COM 458665304 81,785 3,644,599 SH   DFND 1,5 90,631 0 3,553,968
INTERFACE INC COM 458665304 1,046 46,600 SH   DFND 6 46,600 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 751 30,000 SH   DFND 1,5 30,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,703,706 11,752,131 SH   DFND 1,5 717,531 0 11,034,600
INTERNATIONAL BUSINESS MACHS COM 459200101 43,853 302,495 SH   DFND 2 302,495 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 28,479 196,448 SH   DFND 3 196,448 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,058 117,668 SH   DFND 6 117,668 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 24,442 168,603 SH   DFND 7 0 0 168,603
INTERNATIONAL BUSINESS MACHS COM 459200101 337,215 2,326,100 SH   DFND 11 2,326,100 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 75,092 727,214 SH   DFND 1,5 10,462 0 716,752
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,793 27,050 SH   DFND 2 27,050 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 473 4,581 SH   DFND 3 4,581 0 0
INTERPUBLIC GROUP COS INC COM 460690100 159,431 8,334,099 SH   DFND 1,5 3 0 8,334,096
INTERPUBLIC GROUP COS INC COM 460690100 2,635 137,760 SH   DFND 2 137,760 0 0
INTERPUBLIC GROUP COS INC COM 460690100 498 26,028 SH   DFND 3 26,028 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,334 278,828 SH   DFND 6 207,428 0 71,400
INTERPUBLIC GROUP COS INC COM 460690100 9,029 471,982 SH   DFND 7 290,982 0 181,000
INTERSIL CORP CL A 46069S109 212,577 18,169,012 SH   DFND 1,5 10,700 0 18,158,312
INTERSIL CORP CL A 46069S109 19,286 1,648,396 SH   DFND 1,9 0 0 1,648,396
INTERVAL LEISURE GROUP INC COM 46113M108 16,922 921,700 SH   DFND 1,5 70,700 0 851,000
INTERVAL LEISURE GROUP INC COM 46113M108 8,481 461,910 SH   DFND 6 461,910 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 5,388 293,490 SH   DFND 7 233,490 0 60,000
INTERVAL LEISURE GROUP INC COM 46113M108 31,948 1,740,100 SH   DFND 11 1,740,100 0 0
INTEVAC INC COM 461148108 122 26,554 SH   DFND 1,5 3,219 0 23,335
INTL PAPER CO COM 460146103 105,221 2,784,363 SH   DFND 1,5 180 0 2,784,183
INTL PAPER CO COM 460146103 5,299 140,223 SH   DFND 2 140,223 0 0
INTL PAPER CO COM 460146103 2,977 78,790 SH   DFND 3 78,790 0 0
INTL PAPER CO COM 460146103 235 6,226 SH   DFND 6 6,226 0 0
INTL PAPER CO COM 460146103 4,454 117,858 SH   DFND 7 117,858 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 251,758 6,287,661 SH   DFND 1,5 551,512 0 5,736,149
INTRALINKS HLDGS INC COM 46118H104 7,010 845,589 SH   DFND 6 845,589 0 0
INTRALINKS HLDGS INC COM 46118H104 1,808 218,100 SH   DFND 7 218,100 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 6,618 764,235 SH   DFND 1,5 12,700 0 751,535
INTREPID POTASH INC COM 46121Y102 30,873 5,572,692 SH   DFND 1,5 74,505 0 5,498,187
INTREPID POTASH INC COM 46121Y102 616 111,192 SH   DFND 6 111,192 0 0
INTREXON CORP COM 46122T102 248,876 7,826,305 SH   DFND 1,5 479,545 0 7,346,760
INTREXON CORP COM 46122T102 696 21,900 SH   DFND 6 21,900 0 0
INTUIT COM 461202103 438,002 4,935,230 SH   DFND 1,5 313,602 0 4,621,628
INTUIT COM 461202103 68,648 773,500 SH   DFND 1,9 0 0 773,500
INTUIT COM 461202103 8,261 93,084 SH   DFND 2 93,084 0 0
INTUIT COM 461202103 3,520 39,657 SH   DFND 3 39,657 0 0
INTUIT COM 461202103 7,107 80,075 SH   DFND 6 60,675 0 19,400
INTUIT COM 461202103 7,979 89,900 SH   DFND 7 41,200 0 48,700
INTUITIVE SURGICAL INC COM NEW 46120E602 193,014 419,980 SH   DFND 1,5 29,973 0 390,007
INTUITIVE SURGICAL INC COM NEW 46120E602 5,711 12,426 SH   DFND 2 12,426 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,003 2,182 SH   DFND 3 2,182 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,341 5,093 SH   DFND 6 5,093 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 4,137 4,600,000 PRN   DFND 1,5 0 0 0
INVENSENSE INC COM 46123D205 4,198 451,900 SH   DFND 1,5 0 0 451,900
INVENTURE FOODS INC COM 461212102 6,179 695,785 SH   DFND 1,5 53,985 0 641,800
INVENTURE FOODS INC COM 461212102 3,494 393,500 SH   DFND 6 393,500 0 0
INVENTURE FOODS INC COM 461212102 908 102,300 SH   DFND 7 102,300 0 0
INVENTURE FOODS INC COM 461212102 4,087 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 512,873 16,422,443 SH   DFND 1,5 5,145 0 16,417,298
INVESCO LTD SHS G491BT108 4,494 143,908 SH   DFND 2 143,908 0 0
INVESCO LTD SHS G491BT108 355 11,373 SH   DFND 3 11,373 0 0
INVESCO LTD SHS G491BT108 14,590 467,170 SH   DFND 6 390,470 0 76,700
INVESCO LTD SHS G491BT108 54,319 1,739,310 SH   DFND 7 1,663,710 0 75,600
INVESCO LTD SHS G491BT108 1,076 34,450 SH   DFND 11 34,450 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 11,599 947,657 SH   DFND 1,5 0 0 947,657
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,001 150,000 SH   DFND 1,5 0 0 150,000
INVESTORS BANCORP INC NEW COM 46146L101 262,801 21,296,644 SH   DFND 1,5 217,968 0 21,078,676
INVESTORS BANCORP INC NEW COM 46146L101 20,866 1,690,886 SH   DFND 6 1,690,886 0 0
INVESTORS BANCORP INC NEW COM 46146L101 4,043 327,638 SH   DFND 7 327,638 0 0
INVUITY INC COM NEW 46187J205 22,959 1,637,600 SH   DFND 1,5 0 0 1,637,600
INVUITY INC COM NEW 46187J205 328 23,400 SH   DFND 6 23,400 0 0
IPC HEALTHCARE INC COM 44984A105 3,908 50,300 SH   DFND 1,5 0 0 50,300
IPG PHOTONICS CORP COM 44980X109 306,960 4,040,537 SH   DFND 1,5 208,218 0 3,832,319
IRIDIUM COMMUNICATIONS INC COM 46269C102 5,820 946,300 SH   DFND 1,5 0 0 946,300
IRON MTN INC NEW COM 46284V101 1,998 64,399 SH   DFND 2 64,399 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 201,940 19,380,014 SH   DFND 1,5 1,987,638 0 17,392,376
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 637 61,103 SH   DFND 6 61,103 0 0
ISHARES MSCI JAPAN ETF 464286848 4,126 361,000 SH   DFND 1,5 0 0 361,000
ISHARES MSCI SPAN CP ETF 464286764 258 8,700 SH   DFND 1,5 8,700 0 0
ISHARES ALL PERU CAP ETF 464289842 851 38,400 SH   DFND 1,5 11,000 0 27,400
ISHARES NW ZEALND CP ETF 464289123 2,127 66,500 SH   DFND 1,5 8,100 0 58,400
ISHARES MSCI EURZONE ETF 464286608 277 8,052 SH   DFND 3 8,052 0 0
ISHARES MSCI GERMANY ETF 464286806 305 12,344 SH   DFND 3 12,344 0 0
ISHARES MSCI SPAN CP ETF 464286764 152,745 5,149,850 SH   DFND 3 5,149,850 0 0
ISHARES MSCI JAPAN ETF 464286848 748,262 65,464,769 SH   DFND 3 65,464,769 0 0
ISHARES MSCI ITALCPD ETF 464286855 211,027 14,736,498 SH   DFND 3 14,736,498 0 0
ISHARES MSCI AUST ETF 464286103 73,776 4,116,943 SH   DFND 3 4,116,943 0 0
ISHARES EM MK MINVOL ETF 464286533 1,468 29,458 SH   DFND 6 0 0 29,458
ISHARES GOLD TRUST ISHARES 464285105 2,487 230,725 SH   DFND 3 230,725 0 0
ISHARES INC CORE MSCI EMKT 46434G103 139,064 3,486,198 SH   DFND 3 3,486,198 0 0
ISHARES TR JP MOR EM MK ETF 464288281 454 4,271 SH   DFND 1,5 72 0 4,199
ISHARES TR MSCI EAFE ETF 464287465 9,932 173,265 SH   DFND 1,5 44,986 0 128,279
ISHARES TR 20+ YR TR BD ETF 464287432 96,651 782,342 SH   DFND 1,5 341,079 0 441,263
ISHARES TR MSCI INDIA ETF 46429B598 731 25,600 SH   DFND 1,5 25,600 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,689 56,300 SH   DFND 1,5 9,500 0 46,800
ISHARES TR MSCI USAMOMFCT 46432F396 1,617 23,700 SH   DFND 1,5 2,300 0 21,400
ISHARES TR MSCI EMG MKT ETF 464287234 29,290 893,519 SH   DFND 1,5 0 0 893,519
ISHARES TR 10-20 YR TRS ETF 464288653 7,453 54,300 SH   DFND 1,5 0 0 54,300
ISHARES TR 7-10 Y TR BD ETF 464287440 5,782 53,600 SH   DFND 1,5 0 0 53,600
ISHARES TR CORE S&P500 ETF 464287200 18,369 95,321 SH   DFND 1,5 0 0 95,321
ISHARES TR 3-7 YR TR BD ETF 464288661 42,439 340,469 SH   DFND 1,5 969 0 339,500
ISHARES TR TIPS BD ETF 464287176 5,500 49,687 SH   DFND 1,5 87 0 49,600
ISHARES TR USA MIN VOL ETF 46429B697 45,957 1,160,820 SH   DFND 1,5 95,251 0 1,065,569
ISHARES TR MSCI POL CAP ETF 46429B606 311 14,900 SH   DFND 1,5 14,900 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 67,789 506,000 SH   DFND 1,5 0 0 506,000
ISHARES TR U.S. REAL ES ETF 464287739 378 5,328 SH   DFND 3 5,328 0 0
ISHARES TR S&P 100 ETF 464287101 20,278 239,178 SH   DFND 3 239,178 0 0
ISHARES TR RUS MID-CAP ETF 464287499 51,862 333,388 SH   DFND 3 333,388 0 0
ISHARES TR MSCI EAFE ETF 464287465 75,295 1,313,595 SH   DFND 3 1,313,595 0 0
ISHARES TR EAFE SML CP ETF 464288273 307,753 6,442,398 SH   DFND 3 6,442,398 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,377,400 14,766,295 SH   DFND 3 14,766,295 0 0
ISHARES TR CORE S&P SCP ETF 464287804 82,242 781,326 SH   DFND 3 781,326 0 0
ISHARES TR INTL SEL DIV ETF 464288448 124,420 4,423,045 SH   DFND 3 4,423,045 0 0
ISHARES TR NAT AMT FREE BD 464288414 1,518 13,855 SH   DFND 3 13,855 0 0
ISHARES TR GLOBAL 100 ETF 464287572 323 4,752 SH   DFND 3 4,752 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 201 1,460 SH   DFND 3 1,460 0 0
ISHARES TR IBOXX INV CP ETF 464287242 201,692 1,737,374 SH   DFND 3 1,737,374 0 0
ISHARES TR IBOXX HI YD ETF 464288513 420,711 5,051,160 SH   DFND 3 5,051,160 0 0
ISHARES TR SELECT DIVID ETF 464287168 85,044 1,168,989 SH   DFND 3 1,168,989 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,246 11,146 SH   DFND 3 11,146 0 0
ISHARES TR EUROPE ETF 464287861 250,425 6,292,088 SH   DFND 3 6,292,088 0 0
ISHARES TR SP SMCP600VL ETF 464287879 53,750 512,932 SH   DFND 3 512,932 0 0
ISHARES TR USA MIN VOL ETF 46429B697 237 5,993 SH   DFND 3 5,993 0 0
ISHARES TR CORE US GRW ETF 464287671 34,170 458,780 SH   DFND 3 458,780 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,982 60,478 SH   DFND 3 60,478 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 296,541 4,420,048 SH   DFND 3 4,420,048 0 0
ISHARES TR RUS MD CP GR ETF 464287481 111,646 1,259,968 SH   DFND 3 1,259,968 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 15,923 145,811 SH   DFND 3 145,811 0 0
ISHARES TR COHEN&STEER REIT 464287564 998 10,774 SH   DFND 3 10,774 0 0
ISHARES TR CORE US VAL ETF 464287663 2,894 24,200 SH   DFND 3 24,200 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,338,605 14,393,607 SH   DFND 3 14,393,607 0 0
ISHARES TR CORE S&P500 ETF 464287200 15,087 78,288 SH   DFND 3 78,288 0 0
ISHARES TR U.S. TECH ETF 464287721 521 5,266 SH   DFND 3 5,266 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,098 9,521 SH   DFND 3 9,521 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 2,066 22,927 SH   DFND 3 22,927 0 0
ISHARES TR U.S. FINLS ETF 464287788 172,089 2,045,996 SH   DFND 3 2,045,996 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,089 37,743 SH   DFND 3 37,743 0 0
ISHARES TR SP SMCP600GR ETF 464287887 70,597 587,669 SH   DFND 3 587,669 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 18,350 170,222 SH   DFND 3 170,222 0 0
ISHARES TR EAFE GRWTH ETF 464288885 341 5,339 SH   DFND 3 5,339 0 0
ISHARES TR S&P 500 VAL ETF 464287408 145,472 1,731,192 SH   DFND 3 1,731,192 0 0
ISHARES TR CUR HD EURZN ETF 46434V639 89,607 3,613,172 SH   DFND 3 3,613,172 0 0
ISHARES TR MSCI ACWI ETF 464288257 398 7,539 SH   DFND 3 7,539 0 0
ISHARES TR US HLTHCARE ETF 464287762 281 2,010 SH   DFND 3 2,010 0 0
ISHARES TR 1-3 YR CR BD ETF 464288646 250,977 2,387,297 SH   DFND 3 2,387,297 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 473 1,559 SH   DFND 3 1,559 0 0
ISHARES TR RUS 1000 ETF 464287622 662,864 6,308,187 SH   DFND 3 6,308,187 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 173,131 2,488,232 SH   DFND 3 2,488,232 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 22,761 169,893 SH   DFND 3 169,893 0 0
ISHARES TR U.S. PFD STK ETF 464288687 290,352 7,522,074 SH   DFND 3 7,522,074 0 0
ISHARES TR CORE S&P TTL STK 464287150 576 6,693 SH   DFND 3 6,693 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,150 7,322 SH   DFND 3 7,322 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 130,176 3,670,039 SH   DFND 3 3,670,039 0 0
ISHARES TR EAFE VALUE ETF 464288877 339 7,319 SH   DFND 3 7,319 0 0
ISHARES TR DOW JONES US ETF 464287846 414 4,290 SH   DFND 3 4,290 0 0
ISHARES TR EAFE SML CP ETF 464288273 4,024 84,244 SH   DFND 6 75,666 0 8,578
ISHARES TR RUSSELL 2000 ETF 464287655 1,700 15,565 SH   DFND 6 0 0 15,565
ISHARES TR EAFE MIN VOL ETF 46429B689 13,149 210,751 SH   DFND 6 155,140 0 55,611
ISHARES TR JP MOR EM MK ETF 464288281 801 7,527 SH   DFND 6 0 0 7,527
ISHARES TR CORE US AGGBD ET 464287226 26,364 240,589 SH   DFND 6 17,858 0 222,731
ISHARES TR USA MIN VOL ETF 46429B697 13,734 346,909 SH   DFND 6 132,760 0 214,149
ISHARES TR MSCI INDIA SM CP 46429B614 497 15,000 SH   DFND 6 15,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 1,793 31,286 SH   DFND 6 0 0 31,286
ISHARES TR EAFE MIN VOL ETF 46429B689 926 14,836 SH   DFND 7 14,836 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 23,554 190,658 SH   DFND 7 190,658 0 0
ISHARES TR MSCI INDIA ETF 46429B598 3,583 125,400 SH   DFND 7 125,400 0 0
ISHARES TR JP MOR EM MK ETF 464288281 1,090 10,245 SH   DFND 7 10,245 0 0
ISHARES TR USA MIN VOL ETF 46429B697 1,963 49,575 SH   DFND 7 49,575 0 0
ISHARES TR MSCI EAFE ETF 464287465 19,982 348,596 SH   DFND 7 348,596 0 0
ISHARES TR CORE US AGGBD ET 464287226 54,134 494,012 SH   DFND 7 494,012 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 7,387 225,340 SH   DFND 7 90,700 0 134,640
ISHARES TR CORE S&P500 ETF 464287200 6,116 31,739 SH   DFND 7 31,739 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 847 7,754 SH   DFND 7 7,754 0 0
ISHARES TR U.S. TECH ETF 464287721 2,082 21,048 SH   DFND 7 21,048 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 5,763 67,417 SH   DFND 7 67,417 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 205 3,000 SH   DFND   3,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 14,945 455,914 SH   DFND   5 0 455,909
ISIS PHARMACEUTICALS INC COM 464330109 714,587 17,679,047 SH   DFND 1,5 2,604,145 0 15,074,902
ISIS PHARMACEUTICALS INC COM 464330109 348 8,600 SH   DFND 6 8,600 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 14,685 6,000,000 PRN   DFND 1,5 0 0 0
ISTAR INC COM 45031U101 56,519 4,492,791 SH   DFND 1,5 0 0 4,492,791
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 93,594 14,138,050 SH   DFND 1,5 360,294 0 13,777,756
ITC HLDGS CORP COM 465685105 156,960 4,707,847 SH   DFND 1,5 0 0 4,707,847
ITRON INC COM 465741106 2,163 67,797 SH   DFND 1,5 12,880 0 54,917
ITT CORP NEW COM NEW 450911201 7,167 214,400 SH   DFND 1,5 40,700 0 173,700
ITURAN LOCATION AND CONTROL SHS M6158M104 11,666 567,978 SH   DFND 1,5 0 0 567,978
IXIA COM 45071R109 44,636 3,080,482 SH   DFND 1,5 22,838 0 3,057,644
IXIA COM 45071R109 11,098 765,900 SH   DFND 1,9 0 0 765,900
J & J SNACK FOODS CORP COM 466032109 30,215 265,839 SH   DFND 1,5 339 0 265,500
J ALEXANDERS HLDGS INC COM 46609J106 780 78,244 SH   DFND 1,5 0 0 78,244
J2 GLOBAL INC COM 48123V102 246,202 3,474,970 SH   DFND 1,5 670 0 3,474,300
J2 GLOBAL INC COM 48123V102 19,172 270,595 SH   DFND 6 270,595 0 0
JABIL CIRCUIT INC COM 466313103 154,725 6,916,624 SH   DFND 1,5 43,503 0 6,873,121
JACK IN THE BOX INC COM 466367109 51,473 668,137 SH   DFND 1,5 250 0 667,887
JACK IN THE BOX INC COM 466367109 3,988 51,764 SH   DFND 7 51,764 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 129,970 3,472,352 SH   DFND 1,5 138,543 0 3,333,809
JACOBS ENGR GROUP INC DEL COM 469814107 1,555 41,556 SH   DFND 2 41,556 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,389 90,550 SH   DFND 3 90,550 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,085 29,000 SH   DFND 11 29,000 0 0
JAKKS PAC INC COM 47012E106 6,447 756,700 SH   DFND 1,5 57,700 0 699,000
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 16,425 1,365,300 SH   DFND 1,5 17,000 0 1,348,300
JAMES RIV GROUP LTD COM G5005R107 35,532 1,321,400 SH   DFND 1,5 76,100 0 1,245,300
JAMES RIV GROUP LTD COM G5005R107 4,109 152,800 SH   DFND 6 152,800 0 0
JAMES RIV GROUP LTD COM G5005R107 1,073 39,900 SH   DFND 7 39,900 0 0
JARDEN CORP NOTE 1.875% 9/1 471109AH1 32,483 20,270,000 PRN   DFND 1,5 0 0 0
JARDEN CORP COM 471109108 324,409 6,636,836 SH   DFND 1,5 29,320 0 6,607,516
JARDEN CORP COM 471109108 60,890 1,245,710 SH   DFND 6 1,245,710 0 0
JARDEN CORP COM 471109108 6,595 134,929 SH   DFND 7 134,929 0 0
JARDEN CORP COM 471109108 148,481 3,037,671 SH   DFND 11 3,037,671 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 13,475 13,260,000 PRN   DFND 1,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,178,163 8,871,042 SH   DFND 1,5 175,712 0 8,695,330
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 33,889 255,167 SH   DFND 6 255,167 0 0
JD COM INC SPON ADR CL A 47215P106 28,079 1,077,461 SH   DFND 1,5 87,761 0 989,700
JD COM INC SPON ADR CL A 47215P106 8,808 338,000 SH   DFND 1,9 0 0 338,000
JD COM INC SPON ADR CL A 47215P106 461 17,700 SH   DFND 6 17,700 0 0
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 9,331 10,000,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP DBCV 6.750%10/1 477143AG6 30,778 5,810,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 512,076 19,871,023 SH   DFND 1,5 3,597,600 0 16,273,423
JETBLUE AIRWAYS CORP COM 477143101 10,187 395,310 SH   DFND 6 395,310 0 0
JETBLUE AIRWAYS CORP COM 477143101 4,324 167,800 SH   DFND 7 167,800 0 0
JINPAN INTL LTD ORD G5138L100 376 104,000 SH   DFND 1,5 8,700 0 95,300
JIVE SOFTWARE INC COM 47760A108 50 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 3,081 496,200 SH   DFND 1,5 0 0 496,200
JOHNSON & JOHNSON COM 478160104 4,293,193 45,990,283 SH   DFND 1,5 2,132,945 0 43,857,338
JOHNSON & JOHNSON COM 478160104 86,769 929,507 SH   DFND 2 929,507 0 0
JOHNSON & JOHNSON COM 478160104 71,852 769,709 SH   DFND 3 769,709 0 0
JOHNSON & JOHNSON COM 478160104 52,590 563,359 SH   DFND 6 500,959 0 62,400
JOHNSON & JOHNSON COM 478160104 76,009 814,233 SH   DFND 7 223,452 0 590,781
JOHNSON & JOHNSON COM 478160104 217,832 2,333,500 SH   DFND 11 2,333,500 0 0
JOHNSON CTLS INC COM 478366107 385,622 9,323,550 SH   DFND 1,5 895,374 0 8,428,176
JOHNSON CTLS INC COM 478366107 9,081 219,552 SH   DFND 2 219,552 0 0
JOHNSON CTLS INC COM 478366107 3,350 80,997 SH   DFND 3 80,997 0 0
JOHNSON CTLS INC COM 478366107 255 6,162 SH   DFND 6 6,162 0 0
JOHNSON CTLS INC COM 478366107 5,604 135,504 SH   DFND 7 135,504 0 0
JOHNSON OUTDOORS INC CL A 479167108 923 43,731 SH   DFND 11 43,731 0 0
JONES LANG LASALLE INC COM 48020Q107 130,824 909,956 SH   DFND 1,5 3,635 0 906,321
JONES LANG LASALLE INC COM 48020Q107 20,338 141,464 SH   DFND 6 141,464 0 0
JONES LANG LASALLE INC COM 48020Q107 18,562 129,106 SH   DFND 7 116,506 0 12,600
JOURNAL MEDIA GROUP INC COM 48114A109 25,109 3,347,804 SH   DFND 1,5 619,545 0 2,728,259
JOY GLOBAL INC COM 481165108 11,513 771,100 SH   DFND 1,5 18,114 0 752,986
JOY GLOBAL INC COM 481165108 488 32,712 SH   DFND 2 32,712 0 0
JOY GLOBAL INC COM 481165108 3,740 250,487 SH   DFND 3 250,487 0 0
JOY GLOBAL INC COM 481165108 385 25,800 SH   DFND 6 25,800 0 0
JOY GLOBAL INC COM 481165108 5,517 369,500 SH   DFND 11 369,500 0 0
JPMORGAN CHASE & CO COM 46625H100 7,279,171 119,389,385 SH   DFND 1,5 3,531,671 0 115,857,714
JPMORGAN CHASE & CO COM 46625H100 75,684 1,241,332 SH   DFND 2 1,241,332 0 0
JPMORGAN CHASE & CO COM 46625H100 56,528 927,139 SH   DFND 3 927,139 0 0
JPMORGAN CHASE & CO COM 46625H100 108,737 1,783,451 SH   DFND 6 1,426,371 0 357,080
JPMORGAN CHASE & CO COM 46625H100 315,208 5,169,888 SH   DFND 7 2,604,196 0 2,565,692
JPMORGAN CHASE & CO COM 46625H100 22,559 370,000 SH   DFND 11 370,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 74,699 7,568,243 SH   DFND 1,9 0 0 7,568,243
JUNIPER NETWORKS INC COM 48203R104 133,573 5,195,374 SH   DFND 1,5 293,264 0 4,902,110
JUNIPER NETWORKS INC COM 48203R104 2,626 102,123 SH   DFND 1,9 0 0 102,123
JUNIPER NETWORKS INC COM 48203R104 3,052 118,718 SH   DFND 2 118,718 0 0
JUNIPER NETWORKS INC COM 48203R104 449 17,465 SH   DFND 3 17,465 0 0
JUNO THERAPEUTICS INC COM 48205A109 289,327 7,110,524 SH   DFND 1,5 639,518 0 6,471,006
JUNO THERAPEUTICS INC COM 48205A109 281 6,900 SH   DFND 6 6,900 0 0
K2M GROUP HLDGS INC COM 48273J107 18,600 1,000,000 SH   DFND 1,5 0 0 1,000,000
KADANT INC COM 48282T104 663 17,000 SH   DFND 1,5 17,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,143 26,700 SH   DFND 6 26,700 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,891 36,020 SH   DFND 7 27,420 0 8,600
KAMAN CORP COM 483548103 36,265 1,011,580 SH   DFND 1,5 20,200 0 991,380
KANSAS CITY SOUTHERN COM NEW 485170302 179,896 1,979,486 SH   DFND 1,5 98,781 0 1,880,705
KANSAS CITY SOUTHERN COM NEW 485170302 3,367 37,045 SH   DFND 2 37,045 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,245 24,700 SH   DFND 6 24,700 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 4,383 265,500 SH   DFND 6 265,500 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,131 68,500 SH   DFND 7 68,500 0 0
KAR AUCTION SVCS INC COM 48238T109 253,420 7,138,605 SH   DFND 1,5 219,515 0 6,919,090
KAR AUCTION SVCS INC COM 48238T109 3,070 86,489 SH   DFND 3 86,489 0 0
KAR AUCTION SVCS INC COM 48238T109 10,259 288,986 SH   DFND 6 288,986 0 0
KAR AUCTION SVCS INC COM 48238T109 4,754 133,920 SH   DFND 7 120,120 0 13,800
KARYOPHARM THERAPEUTICS INC COM 48576U106 56,406 5,356,672 SH   DFND 1,5 10,400 0 5,346,272
KATE SPADE & CO COM 485865109 326,197 17,069,425 SH   DFND 1,5 2,574,306 0 14,495,119
KB HOME COM 48666K109 82,941 6,121,109 SH   DFND 1,5 28,400 0 6,092,709
KB HOME COM 48666K109 1,480 109,200 SH   DFND 6 109,200 0 0
KCG HLDGS INC CL A 48244B100 6,367 580,444 SH   DFND 1,5 0 0 580,444
KEARNY FINL CORP MD COM 48716P108 560 48,800 SH   DFND 1,5 0 0 48,800
KEARNY FINL CORP MD COM 48716P108 45,005 3,923,696 SH   DFND 6 3,923,696 0 0
KEARNY FINL CORP MD COM 48716P108 12,345 1,076,280 SH   DFND 7 1,076,280 0 0
KELLOGG CO COM 487836108 63,250 950,410 SH   DFND 1,5 189,110 0 761,300
KELLOGG CO COM 487836108 5,687 85,454 SH   DFND 2 85,454 0 0
KELLOGG CO COM 487836108 3,025 45,454 SH   DFND 3 45,454 0 0
KELLOGG CO COM 487836108 10,240 153,872 SH   DFND 6 72,482 0 81,390
KELLOGG CO COM 487836108 74,863 1,124,908 SH   DFND 7 721,488 0 403,420
KELLOGG CO COM 487836108 12,312 185,000 SH   DFND 11 185,000 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 89,144 4,020,911 SH   DFND 1,5 0 0 4,020,911
KENNEDY-WILSON HLDGS INC COM 489398107 8,133 366,850 SH   DFND 6 366,850 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,093 94,400 SH   DFND 7 94,400 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 14,860 4,221,592 SH   DFND 1,5 0 0 4,221,592
KERYX BIOPHARMACEUTICALS INC COM 492515101 915 259,905 SH   DFND   259,905 0 0
KEURIG GREEN MTN INC COM 49271M100 1,190,710 22,836,781 SH   DFND 1,5 1,659,652 0 21,177,129
KEURIG GREEN MTN INC COM 49271M100 2,024 38,821 SH   DFND 2 38,821 0 0
KEURIG GREEN MTN INC COM 49271M100 9,269 177,776 SH   DFND 6 165,976 0 11,800
KEURIG GREEN MTN INC COM 49271M100 2,873 55,100 SH   DFND 7 25,400 0 29,700
KEYCORP NEW COM 493267108 107,908 8,294,260 SH   DFND 1,5 541,060 0 7,753,200
KEYCORP NEW COM 493267108 3,672 282,252 SH   DFND 2 282,252 0 0
KEYCORP NEW COM 493267108 2,116 162,607 SH   DFND 3 162,607 0 0
KEYCORP NEW COM 493267108 11,779 905,410 SH   DFND 6 819,510 0 85,900
KEYCORP NEW COM 493267108 27,299 2,098,320 SH   DFND 7 2,098,320 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 184,465 5,981,347 SH   DFND 1,5 317,388 0 5,663,959
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,088 100,135 SH   DFND 6 42,635 0 57,500
KEYSIGHT TECHNOLOGIES INC COM 49338L103 22,594 732,620 SH   DFND 7 453,590 0 279,030
KEYW HLDG CORP COM 493723100 35,102 5,707,687 SH   DFND 1,5 195,996 0 5,511,691
KEYW HLDG CORP COM 493723100 450 73,244 SH   DFND 6 73,244 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,270 190,300 SH   DFND 1,5 34,191 0 156,109
KIMBERLY CLARK CORP COM 494368103 80,711 740,200 SH   DFND 1,5 125,400 0 614,800
KIMBERLY CLARK CORP COM 494368103 13,333 122,276 SH   DFND 2 122,276 0 0
KIMBERLY CLARK CORP COM 494368103 10,322 94,663 SH   DFND 3 94,663 0 0
KIMCO RLTY CORP COM 49446R109 366,064 14,984,186 SH   DFND 1,5 9,637,586 0 5,346,600
KIMCO RLTY CORP COM 49446R109 3,388 138,677 SH   DFND 2 138,677 0 0
KIMCO RLTY CORP COM 49446R109 938 38,405 SH   DFND 3 38,405 0 0
KINDER MORGAN INC DEL COM 49456B101 710,943 25,684,368 SH   DFND 1,5 233,234 0 25,451,134
KINDER MORGAN INC DEL COM 49456B101 16,700 603,330 SH   DFND 2 603,330 0 0
KINDER MORGAN INC DEL COM 49456B101 6,526 235,769 SH   DFND 3 235,769 0 0
KINDER MORGAN INC DEL COM 49456B101 4,730 170,864 SH   DFND 6 170,864 0 0
KINDER MORGAN INC DEL COM 49456B101 10,230 369,565 SH   DFND 7 0 0 369,565
KINDRED HEALTHCARE INC COM 494580103 12,112 769,000 SH   DFND 1,5 0 0 769,000
KINDRED HEALTHCARE INC COM 494580103 11,201 711,200 SH   DFND 6 711,200 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 25,838 1,908,275 SH   DFND 1,5 134,947 0 1,773,328
KINROSS GOLD CORP COM NO PAR 496902404 4,450 2,559,758 SH   DFND 1,5 0 0 2,559,758
KINROSS GOLD CORP COM NO PAR 496902404 123 70,890 SH   DFND 3 70,890 0 0
KIRBY CORP COM 497266106 1,041 16,800 SH   DFND 6 16,800 0 0
KIRBY CORP COM 497266106 2,924 47,200 SH   DFND 7 25,100 0 22,100
KITE PHARMA INC COM 49803L109 176,383 3,167,803 SH   DFND 1,5 53,500 0 3,114,303
KITE PHARMA INC COM 49803L109 256 4,600 SH   DFND 6 4,600 0 0
KITE RLTY GROUP TR COM NEW 49803T300 213,216 8,954,905 SH   DFND 1,5 3,949,530 0 5,005,375
KITE RLTY GROUP TR COM NEW 49803T300 6,206 260,658 SH   DFND 6 260,658 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,735 114,859 SH   DFND 7 11,625 0 103,234
KKR & CO L P DEL COM UNITS 48248M102 679,433 40,490,617 SH   DFND 1,5 0 0 40,490,617
KLA-TENCOR CORP COM 482480100 44,325 886,500 SH   DFND 1,5 101,400 0 785,100
KLA-TENCOR CORP COM 482480100 2,644 52,879 SH   DFND 2 52,879 0 0
KLA-TENCOR CORP COM 482480100 2,064 41,283 SH   DFND 3 41,283 0 0
KLX INC COM 482539103 52,997 1,482,844 SH   DFND 1,5 10,898 0 1,471,946
KNIGHT TRANSN INC COM 499064103 33,962 1,415,100 SH   DFND 11 1,415,100 0 0
KNOLL INC COM NEW 498904200 88,921 4,045,530 SH   DFND 1,5 600 0 4,044,930
KNOWLES CORP COM 49926D109 2,438 132,296 SH   DFND 1,5 23,869 0 108,427
KOHLS CORP COM 500255104 145,700 3,146,197 SH   DFND 1,5 96,915 0 3,049,282
KOHLS CORP COM 500255104 3,076 66,421 SH   DFND 2 66,421 0 0
KOHLS CORP COM 500255104 636 13,741 SH   DFND 3 13,741 0 0
KOHLS CORP COM 500255104 1,058 22,840 SH   DFND 6 22,840 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,017 100,000 SH   DFND 1,5 0 0 100,000
KOPPERS HOLDINGS INC COM 50060P106 7,606 377,110 SH   DFND 6 377,110 0 0
KOPPERS HOLDINGS INC COM 50060P106 3,242 160,750 SH   DFND 7 160,750 0 0
KORNIT DIGITAL LTD SHS M6372Q113 22,231 1,760,200 SH   DFND 1,5 0 0 1,760,200
KOSMOS ENERGY LTD SHS G5315B107 1,367 245,000 SH   DFND 1,5 0 0 245,000
KRAFT HEINZ CO COM 500754106 119,809 1,697,498 SH   DFND 1,5 152,061 0 1,545,437
KRAFT HEINZ CO COM 500754106 14,080 199,485 SH   DFND 2 199,485 0 0
KRAFT HEINZ CO COM 500754106 15,389 218,030 SH   DFND 3 218,030 0 0
KRAFT HEINZ CO COM 500754106 13,481 191,000 SH   DFND 11 191,000 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 5,161 288,300 SH   DFND 1,5 22,600 0 265,700
KROGER CO COM 501044101 1,066,433 29,565,646 SH   DFND 1,5 901,048 0 28,664,598
KROGER CO COM 501044101 11,762 326,078 SH   DFND 2 326,078 0 0
KROGER CO COM 501044101 8,947 248,040 SH   DFND 3 248,040 0 0
KROGER CO COM 501044101 6,373 176,679 SH   DFND 6 176,679 0 0
KROGER CO COM 501044101 13,408 371,724 SH   DFND 7 371,724 0 0
KROGER CO COM 501044101 82,532 2,288,120 SH   DFND 11 2,288,120 0 0
L BRANDS INC COM 501797104 997,361 11,065,810 SH   DFND 1,5 349,881 0 10,715,929
L BRANDS INC COM 501797104 7,773 86,243 SH   DFND 2 86,243 0 0
L BRANDS INC COM 501797104 2,033 22,551 SH   DFND 3 22,551 0 0
L BRANDS INC COM 501797104 10,320 114,504 SH   DFND 6 96,404 0 18,100
L BRANDS INC COM 501797104 7,544 83,700 SH   DFND 7 38,400 0 45,300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 186,086 1,780,390 SH   DFND 1,5 6 0 1,780,384
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,818 26,965 SH   DFND 2 26,965 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,346 22,444 SH   DFND 3 22,444 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 74,203 2,670,126 SH   DFND 1,5 400 0 2,669,726
LA QUINTA HLDGS INC COM 50420D108 6,363 403,210 SH   DFND 6 403,210 0 0
LA QUINTA HLDGS INC COM 50420D108 2,711 171,810 SH   DFND 7 171,810 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 229,514 2,115,920 SH   DFND 1,5 65,813 0 2,050,107
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,663 33,768 SH   DFND 2 33,768 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,908 17,587 SH   DFND 3 17,587 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 697 6,426 SH   DFND 6 6,426 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,872 35,700 SH   DFND 7 35,700 0 0
LACLEDE GROUP INC COM 505597104 32,314 592,600 SH   DFND 1,5 0 0 592,600
LADDER CAP CORP CL A 505743104 30,025 2,096,741 SH   DFND 1,5 0 0 2,096,741
LAKE SHORE GOLD CORP COM 510728108 2,431 2,896,600 SH   DFND 1,5 0 0 2,896,600
LAKE SUNAPEE BK GROUP COM 510866106 3,054 210,300 SH   DFND 1,5 16,000 0 194,300
LAKELAND FINL CORP COM 511656100 62,622 1,386,972 SH   DFND 1,5 113,072 0 1,273,900
LAM RESEARCH CORP COM 512807108 55,879 855,336 SH   DFND 1,5 18,800 0 836,536
LAM RESEARCH CORP COM 512807108 9,375 143,500 SH   DFND 1,9 0 0 143,500
LAM RESEARCH CORP COM 512807108 3,469 53,099 SH   DFND 2 53,099 0 0
LAM RESEARCH CORP COM 512807108 2,196 33,609 SH   DFND 3 33,609 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 68,009 1,303,358 SH   DFND 1,5 0 0 1,303,358
LANDAUER INC COM 51476K103 2,334 63,100 SH   DFND 1,5 0 0 63,100
LANDSTAR SYS INC COM 515098101 55,378 872,500 SH   DFND 1,5 200 0 872,300
LAREDO PETROLEUM INC COM 516806106 1,435 152,180 SH   DFND 1,5 380 0 151,800
LAS VEGAS SANDS CORP COM 517834107 745,369 19,630,472 SH   DFND 1,5 485,214 0 19,145,258
LAS VEGAS SANDS CORP COM 517834107 7,837 206,400 SH   DFND 6 166,600 0 39,800
LAS VEGAS SANDS CORP COM 517834107 11,435 301,155 SH   DFND 7 84,800 0 216,355
LATTICE SEMICONDUCTOR CORP COM 518415104 1,238 321,503 SH   DFND 1,5 0 0 321,503
LATTICE SEMICONDUCTOR CORP COM 518415104 1,252 325,300 SH   DFND 6 325,300 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 2,228 578,600 SH   DFND 7 390,300 0 188,300
LAUDER ESTEE COS INC CL A 518439104 2,161,533 26,791,438 SH   DFND 1,5 1,417,377 0 25,374,061
LAUDER ESTEE COS INC CL A 518439104 6,117 75,815 SH   DFND 2 75,815 0 0
LAUDER ESTEE COS INC CL A 518439104 4,662 57,781 SH   DFND 3 57,781 0 0
LAUDER ESTEE COS INC CL A 518439104 24,523 303,950 SH   DFND 6 273,850 0 30,100
LAUDER ESTEE COS INC CL A 518439104 70,499 873,807 SH   DFND 7 778,851 0 94,956
LAZARD LTD SHS A G54050102 135,605 3,131,745 SH   DFND 1,5 250 0 3,131,495
LAZARD LTD SHS A G54050102 10,954 252,968 SH   DFND 6 252,968 0 0
LAZARD LTD SHS A G54050102 7,228 166,937 SH   DFND 7 166,937 0 0
LCNB CORP COM 50181P100 13,199 815,269 SH   DFND 1,5 110,456 0 704,813
LDR HLDG CORP COM 50185U105 4,619 133,755 SH   DFND 1,5 0 0 133,755
LEAR CORP COM NEW 521865204 32,743 301,000 SH   DFND 1,5 6,000 0 295,000
LEAR CORP COM NEW 521865204 4,305 39,574 SH   DFND 3 39,574 0 0
LEGACY RESVS LP UNIT LP INT 524707304 42,613 10,418,723 SH   DFND 1,5 0 0 10,418,723
LEGG MASON INC COM 524901105 9,870 237,202 SH   DFND 1,5 18,002 0 219,200
LEGG MASON INC COM 524901105 1,532 36,826 SH   DFND 2 36,826 0 0
LEGG MASON INC COM 524901105 357 8,591 SH   DFND 3 8,591 0 0
LEGGETT & PLATT INC COM 524660107 46,778 1,134,000 SH   DFND 1,5 38,402 0 1,095,598
LEGGETT & PLATT INC COM 524660107 1,895 45,929 SH   DFND 2 45,929 0 0
LEGGETT & PLATT INC COM 524660107 1,381 33,477 SH   DFND 3 33,477 0 0
LEIDOS HLDGS INC COM 525327102 133,820 3,239,421 SH   DFND 1,5 179,692 0 3,059,729
LEIDOS HLDGS INC COM 525327102 7,291 176,500 SH   DFND 6 176,500 0 0
LEIDOS HLDGS INC COM 525327102 1,890 45,740 SH   DFND 7 45,740 0 0
LEJU HLDGS LTD SPONSORED ADS 50187J108 13,609 2,434,585 SH   DFND 1,5 67,113 0 2,367,472
LENDINGCLUB CORP COM 52603A109 135,635 10,252,051 SH   DFND 1,5 580,305 0 9,671,746
LENNAR CORP CL A 526057104 385,746 8,014,660 SH   DFND 1,5 131,610 0 7,883,050
LENNAR CORP CL A 526057104 2,810 58,386 SH   DFND 2 58,386 0 0
LENNAR CORP CL A 526057104 847 17,596 SH   DFND 3 17,596 0 0
LENNAR CORP CL A 526057104 14,865 308,850 SH   DFND 6 278,650 0 30,200
LENNAR CORP CL A 526057104 5,460 113,440 SH   DFND 7 113,440 0 0
LENNOX INTL INC COM 526107107 214,210 1,890,145 SH   DFND 1,5 100 0 1,890,045
LENNOX INTL INC COM 526107107 1,609 14,200 SH   DFND 6 14,200 0 0
LEUCADIA NATL CORP COM 527288104 27,108 1,338,030 SH   DFND 1,5 22,400 0 1,315,630
LEUCADIA NATL CORP COM 527288104 2,294 113,213 SH   DFND 2 113,213 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 373,032 8,538,148 SH   DFND 1,5 246,333 0 8,291,815
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,227 96,749 SH   DFND 2 96,749 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 166,921 15,541,961 SH   DFND 1,5 1,919,941 0 13,622,020
LEXINGTON REALTY TRUST COM 529043101 43,193 5,332,482 SH   DFND 1,5 0 0 5,332,482
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 26,242 554,661 SH   DFND 1,5 0 0 554,661
LEXMARK INTL NEW CL A 529771107 95,955 3,311,060 SH   DFND 1,5 265,960 0 3,045,100
LHC GROUP INC COM 50187A107 79,691 1,780,000 SH   DFND 1,5 130,000 0 1,650,000
LIBBEY INC COM 529898108 24,725 758,200 SH   DFND 1,5 58,200 0 700,000
LIBBEY INC COM 529898108 16,197 496,688 SH   DFND 6 496,688 0 0
LIBBEY INC COM 529898108 1,761 54,000 SH   DFND 7 54,000 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 55,372 1,076,437 SH   DFND 1,5 40,553 0 1,035,884
LIBERTY BROADBAND CORP COM SER C 530307305 148,930 2,910,499 SH   DFND 1,5 95,179 0 2,815,320
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 11,750 343,170 SH   DFND 1,5 24,086 0 319,084
LIBERTY GLOBAL PLC SHS CL C G5480U120 344,314 8,393,815 SH   DFND 1,5 498,831 0 7,894,984
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 40,633 1,206,078 SH   DFND 1,5 117,202 0 1,088,876
LIBERTY GLOBAL PLC SHS CL A G5480U104 697,551 16,244,794 SH   DFND 1,5 775,489 0 15,469,305
LIBERTY GLOBAL PLC SHS CL A G5480U104 30,861 718,700 SH   DFND 1,10 12,000 0 706,700
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,211 53,889 SH   DFND 3 53,889 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 5,271 128,500 SH   DFND 6 92,200 0 36,300
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,653 38,500 SH   DFND 6 38,500 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 6,895 168,100 SH   DFND 7 76,900 0 91,200
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,864 43,400 SH   DFND 7 43,400 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 7,785 192,926 SH   DFND 1,5 0 0 192,926
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 470,402 17,933,731 SH   DFND 1,5 72,499 0 17,861,232
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 24,727 16,540,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 34,798 66,313,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,107 5,920,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 8,511 9,000,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 214,755 6,232,002 SH   DFND 1,5 430,181 0 5,801,821
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 3,455 100,262 SH   DFND 3 100,262 0 0
LIBERTY PPTY TR SH BEN INT 531172104 66,869 2,122,154 SH   DFND 1,5 62,354 0 2,059,800
LIBERTY PPTY TR SH BEN INT 531172104 11,189 355,092 SH   DFND 6 355,092 0 0
LIBERTY PPTY TR SH BEN INT 531172104 4,815 152,800 SH   DFND 7 14,500 0 138,300
LIBERTY TAX INC CL A 53128T102 510 21,911 SH   DFND 6 21,911 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,852 83,515 SH   DFND 1,5 14,385 0 69,130
LIFEPOINT HEALTH INC COM 53219L109 8,806 124,200 SH   DFND 1,5 9,900 0 114,300
LIFEWAY FOODS INC COM 531914109 1,249 119,200 SH   DFND 1,5 9,200 0 110,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 89,064 1,039,862 SH   DFND 1,5 100 0 1,039,762
LILLY ELI & CO COM 532457108 465,914 5,567,145 SH   DFND 1,5 215,994 0 5,351,151
LILLY ELI & CO COM 532457108 27,404 327,452 SH   DFND 2 327,452 0 0
LILLY ELI & CO COM 532457108 21,142 252,621 SH   DFND 3 252,621 0 0
LILLY ELI & CO COM 532457108 1,256 15,005 SH   DFND 6 15,005 0 0
LILLY ELI & CO COM 532457108 4,678 55,900 SH   DFND 7 55,900 0 0
LINCOLN NATL CORP IND COM 534187109 407,839 8,593,317 SH   DFND 1,5 613,917 0 7,979,400
LINCOLN NATL CORP IND COM 534187109 3,998 84,237 SH   DFND 2 84,237 0 0
LINCOLN NATL CORP IND COM 534187109 2,487 52,399 SH   DFND 3 52,399 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,899 146,200 SH   DFND 1,5 0 0 146,200
LINEAR TECHNOLOGY CORP COM 535678106 3,247 80,480 SH   DFND 2 80,480 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,193 128,711 SH   DFND 3 128,711 0 0
LINKEDIN CORP COM CL A 53578A108 307,460 1,617,106 SH   DFND 1,5 93,950 0 1,523,156
LINKEDIN CORP COM CL A 53578A108 1,331 7,000 SH   DFND 1,9 0 0 7,000
LINKEDIN CORP COM CL A 53578A108 6,423 33,781 SH   DFND 3 33,781 0 0
LINKEDIN CORP COM CL A 53578A108 7,014 36,890 SH   DFND 6 36,890 0 0
LINKEDIN CORP COM CL A 53578A108 21,662 113,930 SH   DFND 7 113,930 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 33,393 5,797,328 SH   DFND 1,5 50,800 0 5,746,528
LIONBRIDGE TECHNOLOGIES INC COM 536252109 26,417 5,347,575 SH   DFND 1,5 0 0 5,347,575
LIONBRIDGE TECHNOLOGIES INC COM 536252109 654 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 320,305 8,703,951 SH   DFND 1,5 286,581 0 8,417,370
LIQUIDITY SERVICES INC COM 53635B107 3,516 475,796 SH   DFND 1,5 76,896 0 398,900
LITHIA MTRS INC CL A 536797103 362 3,350 SH   DFND 1,5 150 0 3,200
LITTELFUSE INC COM 537008104 24,556 269,400 SH   DFND 1,5 27,500 0 241,900
LIVE NATION ENTERTAINMENT IN COM 538034109 145,132 6,037,114 SH   DFND 1,5 98,300 0 5,938,814
LKQ CORP COM 501889208 28,088 990,400 SH   DFND 1,5 0 0 990,400
LKQ CORP COM 501889208 31,168 1,099,000 SH   DFND 11 1,099,000 0 0
LOCKHEED MARTIN CORP COM 539830109 233,493 1,126,300 SH   DFND 1,5 223,100 0 903,200
LOCKHEED MARTIN CORP COM 539830109 18,584 89,644 SH   DFND 2 89,644 0 0
LOCKHEED MARTIN CORP COM 539830109 17,379 83,831 SH   DFND 3 83,831 0 0
LOCKHEED MARTIN CORP COM 539830109 324 1,562 SH   DFND 6 1,562 0 0
LOCKHEED MARTIN CORP COM 539830109 5,305 25,592 SH   DFND 7 25,592 0 0
LOEWS CORP COM 540424108 3,604 99,712 SH   DFND 1,5 912 0 98,800
LOEWS CORP COM 540424108 3,480 96,282 SH   DFND 2 96,282 0 0
LOEWS CORP COM 540424108 3,200 88,553 SH   DFND 3 88,553 0 0
LOGITECH INTL S A SHS H50430232 23,273 1,786,000 SH   DFND 1,5 136,360 0 1,649,640
LOGMEIN INC COM 54142L109 86,577 1,270,203 SH   DFND 1,5 81,870 0 1,188,333
LOGMEIN INC COM 54142L109 640 9,391 SH   DFND 1,9 0 0 9,391
LOUISIANA PAC CORP COM 546347105 39,797 2,794,700 SH   DFND 1,5 10,500 0 2,784,200
LOWES COS INC COM 548661107 517,474 7,508,328 SH   DFND 1,5 2,515 0 7,505,813
LOWES COS INC COM 548661107 21,405 310,573 SH   DFND 2 310,573 0 0
LOWES COS INC COM 548661107 16,395 237,884 SH   DFND 3 237,884 0 0
LOWES COS INC COM 548661107 10,591 153,672 SH   DFND 6 143,552 0 10,120
LOWES COS INC COM 548661107 38,885 564,209 SH   DFND 7 127,416 0 436,793
LOXO ONCOLOGY INC COM 548862101 1,998 114,286 SH   DFND 1,5 0 0 114,286
LOXO ONCOLOGY INC COM 548862101 1,557 89,100 SH   DFND 6 89,100 0 0
LOXO ONCOLOGY INC COM 548862101 470 26,900 SH   DFND 7 26,900 0 0
LPL FINL HLDGS INC COM 50212V100 2,898 72,880 SH   DFND 1,5 9,660 0 63,220
LTC PPTYS INC COM 502175102 7,839 183,713 SH   DFND 1,5 0 0 183,713
LULULEMON ATHLETICA INC COM 550021109 997,856 19,701,000 SH   DFND 1,5 2,864,300 0 16,836,700
LULULEMON ATHLETICA INC COM 550021109 2,063 40,723 SH   DFND 6 40,723 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 37,437 2,849,119 SH   DFND 1,5 414,574 0 2,434,545
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 917 69,800 SH   DFND 6 69,800 0 0
LUMENTUM HLDGS INC COM 55024U109 815 48,080 SH   DFND 1,5 0 0 48,080
LUMOS NETWORKS CORP COM 550283105 14,720 1,210,502 SH   DFND 1,5 0 0 1,210,502
LUXFER HLDGS PLC SPONSORED ADR 550678106 4,674 433,200 SH   DFND 1,5 6,300 0 426,900
LUXFER HLDGS PLC SPONSORED ADR 550678106 7,668 710,680 SH   DFND 6 710,680 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 833 77,210 SH   DFND 7 77,210 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 21,205 335,050 SH   DFND 1,5 10,200 0 324,850
LUXOFT HLDG INC ORD SHS CL A G57279104 3,608 57,000 SH   DFND 1,9 0 0 57,000
LYON WILLIAM HOMES CL A NEW 552074700 9,180 445,607 SH   DFND 1,5 0 0 445,607
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,503,991 30,038,274 SH   DFND 1,5 1,010,999 0 29,027,275
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,429 125,104 SH   DFND 2 125,104 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 7,416 88,965 SH   DFND 3 88,965 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 20,767 249,128 SH   DFND 6 201,528 0 47,600
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 43,969 527,463 SH   DFND 7 387,393 0 140,070
M & T BK CORP COM 55261F104 912,782 7,484,890 SH   DFND 1,5 347,712 0 7,137,178
M & T BK CORP COM 55261F104 5,454 44,724 SH   DFND 2 44,724 0 0
M & T BK CORP COM 55261F104 17,076 140,021 SH   DFND 3 140,021 0 0
M & T BK CORP COM 55261F104 18,022 147,784 SH   DFND 6 130,884 0 16,900
M & T BK CORP COM 55261F104 13,785 113,040 SH   DFND 7 71,240 0 41,800
M D C HLDGS INC COM 552676108 68,347 2,610,655 SH   DFND 1,5 126,755 0 2,483,900
M D C HLDGS INC COM 552676108 812 31,000 SH   DFND 6 31,000 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,193 11,495,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 5,802 246,070 SH   DFND 6 246,070 0 0
M/I HOMES INC COM 55305B101 1,503 63,760 SH   DFND 7 63,760 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 9,732 335,710 SH   DFND 1,5 13,900 0 321,810
MACERICH CO COM 554382101 382,525 4,979,503 SH   DFND 1,5 2,725,903 0 2,253,600
MACERICH CO COM 554382101 3,470 45,172 SH   DFND 2 45,172 0 0
MACERICH CO COM 554382101 639 8,319 SH   DFND 3 8,319 0 0
MACERICH CO COM 554382101 14,703 191,400 SH   DFND 6 191,400 0 0
MACERICH CO COM 554382101 6,361 82,800 SH   DFND 7 8,300 0 74,500
MACERICH CO COM 554382101 5,972 77,740 SH   DFND 11 77,740 0 0
MACK CALI RLTY CORP COM 554489104 72,801 3,856,000 SH   DFND 1,5 170,900 0 3,685,100
MACK CALI RLTY CORP COM 554489104 26,249 1,390,300 SH   DFND 6 1,390,300 0 0
MACK CALI RLTY CORP COM 554489104 10,114 535,700 SH   DFND 7 151,800 0 383,900
MACQUARIE INFRASTRUCTURE COR COM 55608B105 2,971 39,800 SH   DFND 1,5 0 0 39,800
MACROGENICS INC COM 556099109 74,736 3,489,082 SH   DFND 1,5 0 0 3,489,082
MACYS INC COM 55616P104 290,810 5,666,598 SH   DFND 1,5 178,514 0 5,488,084
MACYS INC COM 55616P104 5,789 112,800 SH   DFND 1,10 0 0 112,800
MACYS INC COM 55616P104 5,702 111,101 SH   DFND 2 111,101 0 0
MACYS INC COM 55616P104 2,873 55,991 SH   DFND 3 55,991 0 0
MACYS INC COM 55616P104 7,360 143,418 SH   DFND 6 117,318 0 26,100
MACYS INC COM 55616P104 6,353 123,800 SH   DFND 7 56,800 0 67,000
MADDEN STEVEN LTD COM 556269108 106,375 2,904,823 SH   DFND 1,5 74,893 0 2,829,930
MADDEN STEVEN LTD COM 556269108 14,928 407,645 SH   DFND 6 407,645 0 0
MADDEN STEVEN LTD COM 556269108 5,614 153,310 SH   DFND 7 122,310 0 31,000
MAG SILVER CORP COM 55903Q104 2,084 292,700 SH   DFND 1,5 0 0 292,700
MAGELLAN HEALTH INC COM NEW 559079207 11,086 200,000 SH   DFND 1,5 0 0 200,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 19,555 325,314 SH   DFND 1,5 0 0 325,314
MAGNA INTL INC COM 559222401 82,077 1,711,176 SH   DFND 1,5 79,908 0 1,631,268
MAGNA INTL INC COM 559222401 15,999 333,558 SH   DFND 6 198,550 0 135,008
MAGNA INTL INC COM 559222401 9,009 187,814 SH   DFND 7 152,014 0 35,800
MAGNA INTL INC COM 559222401 115,392 2,405,720 SH   DFND 11 2,405,720 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,124 777,530 SH   DFND 1,5 46,200 0 731,330
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 4,678 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 2,841 206,600 SH   DFND 1,5 0 0 206,600
MALIBU BOATS INC COM CL A 56117J100 7,145 511,100 SH   DFND 1,5 0 0 511,100
MALLINCKRODT PUB LTD CO SHS G5785G107 156,610 2,449,327 SH   DFND 1,5 14,323 0 2,435,004
MALLINCKRODT PUB LTD CO SHS G5785G107 2,519 39,389 SH   DFND 2 39,389 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 68,331 3,979,700 SH   DFND 1,5 0 0 3,979,700
MANHATTAN ASSOCS INC COM 562750109 321 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC INC COM 563571108 43,322 2,888,140 SH   DFND 1,5 0 0 2,888,140
MANNING & NAPIER INC CL A 56382Q102 2,919 396,600 SH   DFND 1,5 396,600 0 0
MANNING & NAPIER INC CL A 56382Q102 651 88,500 SH   DFND 6 88,500 0 0
MANNKIND CORP COM 56400P201 29,580 9,214,968 SH   DFND 1,5 0 0 9,214,968
MANNKIND CORP COM 56400P201 161 50,000 SH   DFND 3 50,000 0 0
MANPOWERGROUP INC COM 56418H100 106,118 1,295,862 SH   DFND 1,5 11,911 0 1,283,951
MANPOWERGROUP INC COM 56418H100 26,264 320,717 SH   DFND 6 320,717 0 0
MANPOWERGROUP INC COM 56418H100 16,971 207,245 SH   DFND 7 207,245 0 0
MANTECH INTL CORP CL A 564563104 36,328 1,413,524 SH   DFND 1,5 78,954 0 1,334,570
MANULIFE FINL CORP COM 56501R106 3,426 221,487 SH   DFND 6 58,489 0 162,998
MANULIFE FINL CORP COM 56501R106 5,896 381,208 SH   DFND 7 381,208 0 0
MANULIFE FINL CORP COM 56501R106 677,598 43,810,771 SH   DFND 11 37,517,171 0 6,293,600
MARATHON OIL CORP COM 565849106 57,520 3,735,035 SH   DFND 1,5 97,460 0 3,637,575
MARATHON OIL CORP COM 565849106 3,501 227,311 SH   DFND 2 227,311 0 0
MARATHON OIL CORP COM 565849106 3,303 214,478 SH   DFND 3 214,478 0 0
MARATHON OIL CORP COM 565849106 8,417 546,560 SH   DFND 6 374,520 0 172,040
MARATHON OIL CORP COM 565849106 6,959 451,872 SH   DFND 7 225,630 0 226,242
MARATHON PETE CORP COM 56585A102 321,463 6,938,555 SH   DFND 1,5 262,072 0 6,676,483
MARATHON PETE CORP COM 56585A102 8,338 179,972 SH   DFND 2 179,972 0 0
MARATHON PETE CORP COM 56585A102 6,195 133,717 SH   DFND 3 133,717 0 0
MARATHON PETE CORP COM 56585A102 20,118 434,242 SH   DFND 6 333,242 0 101,000
MARATHON PETE CORP COM 56585A102 38,321 827,128 SH   DFND 7 664,128 0 163,000
MARATHON PETE CORP COM 56585A102 2,190 47,260 SH   DFND 11 47,260 0 0
MARINEMAX INC COM 567908108 10,298 728,800 SH   DFND 1,5 2,600 0 726,200
MARKEL CORP COM 570535104 25,824 32,205 SH   DFND 1,5 5 0 32,200
MARKEL CORP COM 570535104 266 332 SH   DFND 3 332 0 0
MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 1,137 65,600 SH   DFND 1,5 8,000 0 57,600
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 3,016 194,800 SH   DFND 1,5 0 0 194,800
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 208 10,601 SH   DFND   10,601 0 0
MARKETO INC COM 57063L107 166,759 5,867,648 SH   DFND 1,5 735,600 0 5,132,048
MARKETO INC COM 57063L107 15,284 537,807 SH   DFND 1,9 0 0 537,807
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 269,401 6,278,291 SH   DFND 1,5 0 0 6,278,291
MARRIOTT INTL INC NEW CL A 571903202 683,764 10,025,866 SH   DFND 1,5 631,630 0 9,394,236
MARRIOTT INTL INC NEW CL A 571903202 4,565 66,938 SH   DFND 2 66,938 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,718 25,189 SH   DFND 3 25,189 0 0
MARSH & MCLENNAN COS INC COM 571748102 673,627 12,899,787 SH   DFND 1,5 365,126 0 12,534,661
MARSH & MCLENNAN COS INC COM 571748102 9,290 177,903 SH   DFND 2 177,903 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,695 51,604 SH   DFND 3 51,604 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,339 102,241 SH   DFND 7 0 0 102,241
MARTIN MARIETTA MATLS INC COM 573284106 363,853 2,394,555 SH   DFND 1,5 112,517 0 2,282,038
MARTIN MARIETTA MATLS INC COM 573284106 3,417 22,490 SH   DFND 2 22,490 0 0
MARTIN MARIETTA MATLS INC COM 573284106 315 2,073 SH   DFND 3 2,073 0 0
MARTIN MARIETTA MATLS INC COM 573284106 13,465 88,612 SH   DFND 6 88,612 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,301 48,050 SH   DFND 7 48,050 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,216 8,000 SH   DFND 11 8,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 576,976 63,754,301 SH   DFND 1,5 502,738 0 63,251,563
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 124,521 13,759,280 SH   DFND 1,9 0 0 13,759,280
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,140 126,000 SH   DFND 6 126,000 0 0
MASCO CORP COM 574599106 2,907 115,454 SH   DFND 2 115,454 0 0
MASCO CORP COM 574599106 2,065 82,016 SH   DFND 3 82,016 0 0
MASIMO CORP COM 574795100 14,785 383,426 SH   DFND 1,5 9,475 0 373,951
MASONITE INTL CORP NEW COM 575385109 325 5,358 SH   DFND 1,5 0 0 5,358
MASTERCARD INC CL A 57636Q104 4,729,916 52,484,642 SH   DFND 1,5 3,158,235 0 49,326,407
MASTERCARD INC CL A 57636Q104 30,190 334,998 SH   DFND 2 334,998 0 0
MASTERCARD INC CL A 57636Q104 16,719 185,516 SH   DFND 3 185,516 0 0
MASTERCARD INC CL A 57636Q104 32,694 362,781 SH   DFND 6 328,681 0 34,100
MASTERCARD INC CL A 57636Q104 59,380 658,898 SH   DFND 7 264,000 0 394,898
MASTERCARD INC CL A 57636Q104 1,127 12,500 SH   DFND 11 12,500 0 0
MATTEL INC COM 577081102 247,593 11,756,552 SH   DFND 1,5 419,382 0 11,337,170
MATTEL INC COM 577081102 2,394 113,662 SH   DFND 2 113,662 0 0
MATTEL INC COM 577081102 2,199 104,400 SH   DFND 3 104,400 0 0
MATTEL INC COM 577081102 1,782 84,600 SH   DFND 6 84,600 0 0
MATTERSIGHT CORP COM 577097108 14,302 1,854,975 SH   DFND 1,5 0 0 1,854,975
MATTHEWS INTL CORP CL A 577128101 20,489 418,389 SH   DFND 1,5 24,173 0 394,216
MATTHEWS INTL CORP CL A 577128101 10,573 215,916 SH   DFND 6 215,916 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 765,278 22,912,508 SH   DFND 1,5 325,296 0 22,587,212
MAXIM INTEGRATED PRODS INC COM 57772K101 70,300 2,104,800 SH   DFND 1,9 0 0 2,104,800
MAXIM INTEGRATED PRODS INC COM 57772K101 1,202 35,975 SH   DFND 3 35,975 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,994 59,700 SH   DFND 6 59,700 0 0
MAXIMUS INC COM 577933104 251,257 4,218,554 SH   DFND 1,5 554 0 4,218,000
MAXIMUS INC COM 577933104 18,780 315,316 SH   DFND 6 315,316 0 0
MAXIMUS INC COM 577933104 3,283 55,120 SH   DFND 7 55,120 0 0
MAXIMUS INC COM 577933104 47,177 792,100 SH   DFND 11 792,100 0 0
MAXLINEAR INC CL A 57776J100 1,999 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM 57777M102 2,143 525,200 SH   DFND 6 525,200 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 552 135,220 SH   DFND 7 135,220 0 0
MB FINANCIAL INC NEW COM 55264U108 80,281 2,459,600 SH   DFND 1,5 200 0 2,459,400
MBIA INC COM 55262C100 3,093 508,780 SH   DFND 1,5 32,980 0 475,800
MCBC HLDGS INC COM 55276F107 1,835 141,600 SH   DFND 1,5 2,300 0 139,300
MCCORMICK & CO INC COM NON VTG 579780206 477 5,800 SH   DFND 1,5 200 0 5,600
MCCORMICK & CO INC COM NON VTG 579780206 3,199 38,926 SH   DFND 2 38,926 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,950 23,723 SH   DFND 3 23,723 0 0
MCDONALDS CORP COM 580135101 1,825,389 18,526,225 SH   DFND 1,5 815,568 0 17,710,657
MCDONALDS CORP COM 580135101 31,149 316,138 SH   DFND 2 316,138 0 0
MCDONALDS CORP COM 580135101 23,912 242,684 SH   DFND 3 242,684 0 0
MCDONALDS CORP COM 580135101 27,087 274,910 SH   DFND 6 209,620 0 65,290
MCDONALDS CORP COM 580135101 80,157 813,525 SH   DFND 7 489,865 0 323,660
MCEWEN MNG INC COM 58039P107 507 579,110 SH   DFND 1,5 0 0 579,110
MCGRAW HILL FINL INC COM 580645109 1,702,317 19,679,965 SH   DFND 1,5 940,399 0 18,739,566
MCGRAW HILL FINL INC COM 580645109 64,278 743,100 SH   DFND 1,10 10,043 0 733,057
MCGRAW HILL FINL INC COM 580645109 7,912 91,470 SH   DFND 2 91,470 0 0
MCGRAW HILL FINL INC COM 580645109 3,615 41,794 SH   DFND 3 41,794 0 0
MCGRAW HILL FINL INC COM 580645109 14,752 170,538 SH   DFND 6 151,938 0 18,600
MCGRAW HILL FINL INC COM 580645109 40,968 473,620 SH   DFND 7 428,420 0 45,200
MCGRAW HILL FINL INC COM 580645109 1,125 13,000 SH   DFND 11 13,000 0 0
MCKESSON CORP COM 58155Q103 2,067,289 11,172,723 SH   DFND 1,5 356,971 0 10,815,752
MCKESSON CORP COM 58155Q103 14,434 78,011 SH   DFND 2 78,011 0 0
MCKESSON CORP COM 58155Q103 12,363 66,816 SH   DFND 3 66,816 0 0
MCKESSON CORP COM 58155Q103 29,417 158,986 SH   DFND 6 145,186 0 13,800
MCKESSON CORP COM 58155Q103 90,880 491,162 SH   DFND 7 339,234 0 151,928
MCKESSON CORP COM 58155Q103 35,257 190,550 SH   DFND 11 190,550 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 39,985 2,169,538 SH   DFND 1,5 0 0 2,169,538
MDC PARTNERS INC CL A SUB VTG 552697104 5,230 283,800 SH   DFND 1,10 0 0 283,800
MDC PARTNERS INC CL A SUB VTG 552697104 10,377 563,060 SH   DFND 6 563,060 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 2,697 146,360 SH   DFND 7 146,360 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 888,010 12,613,775 SH   DFND 1,5 686,261 0 11,927,514
MEAD JOHNSON NUTRITION CO COM 582839106 4,791 68,054 SH   DFND 2 68,054 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,048 14,883 SH   DFND 3 14,883 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 18,090 256,967 SH   DFND 6 228,967 0 28,000
MEAD JOHNSON NUTRITION CO COM 582839106 46,214 656,446 SH   DFND 7 586,046 0 70,400
MEDASSETS INC COM 584045108 67,106 3,345,278 SH   DFND 1,5 19,630 0 3,325,648
MEDASSETS INC COM 584045108 10,563 526,574 SH   DFND 6 526,574 0 0
MEDASSETS INC COM 584045108 2,116 105,470 SH   DFND 7 105,470 0 0
MEDASSETS INC COM 584045108 42,218 2,104,584 SH   DFND 11 2,104,584 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 41,984 3,796,046 SH   DFND 1,5 3,497,000 0 299,046
MEDICAL PPTYS TRUST INC COM 58463J304 11,230 1,015,414 SH   DFND 6 1,015,414 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,638 328,890 SH   DFND 7 182,600 0 146,290
MEDICINES CO COM 584688105 337,341 8,886,762 SH   DFND 1,5 489,278 0 8,397,484
MEDICINES CO COM 584688105 4,560 120,130 SH   DFND 6 120,130 0 0
MEDICINES CO COM 584688105 1,135 29,900 SH   DFND 7 29,900 0 0
MEDICINOVA INC COM NEW 58468P206 9,962 3,507,800 SH   DFND 1,5 0 0 3,507,800
MEDIDATA SOLUTIONS INC COM 58471A105 107,615 2,555,567 SH   DFND 1,5 67,750 0 2,487,817
MEDIDATA SOLUTIONS INC COM 58471A105 4,097 97,300 SH   DFND 1,9 0 0 97,300
MEDIVATION INC COM 58501N101 857,925 20,186,467 SH   DFND 1,5 364,401 0 19,822,066
MEDIVATION INC COM 58501N101 47,250 1,111,756 SH   DFND 6 1,056,456 0 55,300
MEDIVATION INC COM 58501N101 58,004 1,364,804 SH   DFND 7 1,182,004 0 182,800
MEDNAX INC COM 58502B106 238,010 3,099,497 SH   DFND 1,5 38,902 0 3,060,595
MEDNAX INC COM 58502B106 9,499 123,705 SH   DFND 6 123,705 0 0
MEDNAX INC COM 58502B106 2,453 31,950 SH   DFND 7 31,950 0 0
MEDNAX INC COM 58502B106 25,562 332,880 SH   DFND 11 332,880 0 0
MEDTRONIC PLC SHS G5960L103 4,874,672 72,821,509 SH   DFND 1,5 1,306,027 0 71,515,482
MEDTRONIC PLC SHS G5960L103 31,777 474,702 SH   DFND 2 474,702 0 0
MEDTRONIC PLC SHS G5960L103 11,099 165,807 SH   DFND 3 165,807 0 0
MEDTRONIC PLC SHS G5960L103 45,273 676,322 SH   DFND 6 463,942 0 212,380
MEDTRONIC PLC SHS G5960L103 144,747 2,162,340 SH   DFND 7 1,274,167 0 888,173
MEDTRONIC PLC SHS G5960L103 80,857 1,207,900 SH   DFND 11 1,207,900 0 0
MEI PHARMA INC COM NEW 55279B202 854 544,012 SH   DFND 1,5 0 0 544,012
MELCO CROWN ENTMT LTD ADR 585464100 1,449 105,335 SH   DFND 1,5 0 0 105,335
MELLANOX TECHNOLOGIES LTD SHS M51363113 56,533 1,495,989 SH   DFND 1,5 303,500 0 1,192,489
MEMORIAL RESOURCE DEV CORP COM 58605Q109 228,001 12,969,321 SH   DFND 1,5 164,300 0 12,805,021
MEMORIAL RESOURCE DEV CORP COM 58605Q109 368 20,913 SH   DFND 6 20,913 0 0
MENS WEARHOUSE INC COM 587118100 35,356 831,504 SH   DFND 1,5 16,499 0 815,005
MENTOR GRAPHICS CORP COM 587200106 36,865 1,496,770 SH   DFND 1,5 600 0 1,496,170
MENTOR GRAPHICS CORP COM 587200106 21,606 877,229 SH   DFND 6 877,229 0 0
MERCADOLIBRE INC COM 58733R102 23,585 259,000 SH   DFND 1,5 53,600 0 205,400
MERCADOLIBRE INC COM 58733R102 3,040 33,387 SH   DFND 3 33,387 0 0
MERCHANTS BANCSHARES COM 588448100 335 11,410 SH   DFND 1,5 1,410 0 10,000
MERCK & CO INC NEW COM 58933Y105 324,432 6,568,782 SH   DFND 1,5 20,310 0 6,548,472
MERCK & CO INC NEW COM 58933Y105 46,696 945,461 SH   DFND 2 945,461 0 0
MERCK & CO INC NEW COM 58933Y105 24,176 489,500 SH   DFND 3 489,500 0 0
MERCK & CO INC NEW COM 58933Y105 11,806 239,044 SH   DFND 6 102,747 0 136,297
MERCK & CO INC NEW COM 58933Y105 92,703 1,876,952 SH   DFND 7 1,201,384 0 675,568
MEREDITH CORP COM 589433101 207 4,857 SH   DFND 3 4,857 0 0
MERIDIAN BANCORP INC MD COM 58958U103 65,131 4,764,522 SH   DFND 1,5 89,603 0 4,674,919
MERIDIAN BANCORP INC MD COM 58958U103 2,422 177,169 SH   DFND 6 177,169 0 0
MERIT MED SYS INC COM 589889104 9,850 411,963 SH   DFND 6 411,963 0 0
MERIT MED SYS INC COM 589889104 5,113 213,830 SH   DFND 7 144,430 0 69,400
MERITAGE HOMES CORP COM 59001A102 116,418 3,187,780 SH   DFND 1,5 0 0 3,187,780
MERRIMACK PHARMACEUTICALS IN COM 590328100 141,662 16,646,569 SH   DFND 1,5 2,430,950 0 14,215,619
MERRIMACK PHARMACEUTICALS IN COM 590328100 564 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 34,534 310,000 SH   DFND 1,5 25,300 0 284,700
METABOLIX INC COM NEW 591018882 115 83,565 SH   DFND 1,5 17,926 0 65,639
METHANEX CORP COM 59151K108 74,240 2,240,462 SH   DFND 1,5 0 0 2,240,462
METHANEX CORP COM 59151K108 455 13,743 SH   DFND 3 13,743 0 0
METHANEX CORP COM 59151K108 12,237 369,300 SH   DFND 6 98,000 0 271,300
METHANEX CORP COM 59151K108 9,600 289,700 SH   DFND 7 242,200 0 47,500
METHANEX CORP COM 59151K108 225,033 6,791,206 SH   DFND 11 5,874,406 0 916,800
METHANEX CORP COM 59151K108 424 12,800 SH   DFND   12,800 0 0
METHODE ELECTRS INC COM 591520200 33,083 1,037,100 SH   DFND 1,5 15,000 0 1,022,100
METLIFE INC COM 59156R108 1,501,702 31,849,467 SH   DFND 1,5 895,045 0 30,954,422
METLIFE INC COM 59156R108 17,677 374,904 SH   DFND 2 374,904 0 0
METLIFE INC COM 59156R108 17,809 377,702 SH   DFND 3 377,702 0 0
METLIFE INC COM 59156R108 24,980 529,797 SH   DFND 6 452,357 0 77,440
METLIFE INC COM 59156R108 31,913 676,837 SH   DFND 7 236,492 0 440,345
METTLER TOLEDO INTERNATIONAL COM 592688105 698,321 2,452,486 SH   DFND 1,5 149,104 0 2,303,382
MFA FINL INC COM 55272X102 240,229 35,275,949 SH   DFND 1,5 211 0 35,275,738
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,870 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 130,108 14,050,521 SH   DFND 1,5 656,800 0 13,393,721
MGIC INVT CORP WIS COM 552848103 7,506 810,604 SH   DFND 6 810,604 0 0
MGIC INVT CORP WIS COM 552848103 1,053 113,700 SH   DFND 7 113,700 0 0
MGM RESORTS INTERNATIONAL COM 552953101 39,093 2,118,866 SH   DFND 1,5 1,900 0 2,116,966
MGM RESORTS INTERNATIONAL COM 552953101 247 13,400 SH   DFND 6 13,400 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 174,659 4,134,931 SH   DFND 1,5 97,120 0 4,037,811
MICHAEL KORS HLDGS LTD SHS G60754101 2,742 64,926 SH   DFND 2 64,926 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 317 7,508 SH   DFND 3 7,508 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 735 17,400 SH   DFND 6 17,400 0 0
MICHAELS COS INC COM 59408Q106 228,526 9,892,897 SH   DFND 1,5 4,095 0 9,888,802
MICHAELS COS INC COM 59408Q106 557 24,100 SH   DFND 6 24,100 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 15,650 8,930,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 7,592 176,196 SH   DFND 1,5 1 0 176,195
MICROCHIP TECHNOLOGY INC COM 595017104 3,053 70,857 SH   DFND 2 70,857 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,928 44,733 SH   DFND 3 44,733 0 0
MICRON TECHNOLOGY INC COM 595112103 428,979 28,636,806 SH   DFND 1,5 300,126 0 28,336,680
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 34,558 41,110,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 25,296 15,250,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 37,254 2,486,900 SH   DFND 1,9 0 0 2,486,900
MICRON TECHNOLOGY INC COM 595112103 5,413 361,328 SH   DFND 2 361,328 0 0
MICRON TECHNOLOGY INC COM 595112103 933 62,266 SH   DFND 3 62,266 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,875 2,230,000 PRN   DFND 6 0 0 0
MICROSEMI CORP COM 595137100 39,292 1,197,200 SH   DFND 1,9 0 0 1,197,200
MICROSOFT CORP COM 594918104 5,417,857 122,409,785 SH   DFND 1,5 7,180,138 0 115,229,647
MICROSOFT CORP COM 594918104 67,954 1,535,340 SH   DFND 1,9 0 0 1,535,340
MICROSOFT CORP COM 594918104 118,824 2,684,686 SH   DFND 2 2,684,686 0 0
MICROSOFT CORP COM 594918104 70,082 1,583,424 SH   DFND 3 1,583,424 0 0
MICROSOFT CORP COM 594918104 24,843 561,307 SH   DFND 6 561,307 0 0
MICROSOFT CORP COM 594918104 71,325 1,611,497 SH   DFND 7 205,122 0 1,406,375
MICROSOFT CORP COM 594918104 22,891 517,200 SH   DFND 11 517,200 0 0
MICROSTRATEGY INC CL A NEW 594972408 13,340 67,900 SH   DFND 1,5 4,622 0 63,278
MID-AMER APT CMNTYS INC COM 59522J103 260,227 3,178,536 SH   DFND 1,5 52,586 0 3,125,950
MID-AMER APT CMNTYS INC COM 59522J103 40,603 495,941 SH   DFND 6 495,941 0 0
MID-AMER APT CMNTYS INC COM 59522J103 18,452 225,380 SH   DFND 7 107,580 0 117,800
MIDDLEBY CORP COM 596278101 12,449 118,350 SH   DFND 1,5 450 0 117,900
MIDDLEBY CORP COM 596278101 1,073 10,200 SH   DFND 6 10,200 0 0
MILLER HERMAN INC COM 600544100 12,687 439,900 SH   DFND 1,5 0 0 439,900
MILLER INDS INC TENN COM NEW 600551204 453 23,200 SH   DFND 1,5 23,200 0 0
MIMEDX GROUP INC COM 602496101 12,138 1,257,777 SH   DFND 1,5 1,000 0 1,256,777
MINDBODY INC COM CL A 60255W105 10,463 669,400 SH   DFND 1,5 0 0 669,400
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 25,785 1,179,000 SH   DFND 1,5 119,800 0 1,059,200
MINERVA NEUROSCIENCES INC COM 603380106 14,521 2,765,922 SH   DFND 1,5 0 0 2,765,922
MIRATI THERAPEUTICS INC COM 60468T105 95,804 2,783,388 SH   DFND 1,5 17,100 0 2,766,288
MIRATI THERAPEUTICS INC COM 60468T105 217 6,300 SH   DFND 6 6,300 0 0
MITEL NETWORKS CORP COM 60671Q104 430 66,710 SH   DFND 1,5 0 0 66,710
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 645,532 14,193,755 SH   DFND 1,5 627,841 0 13,565,914
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 9,060 199,200 SH   DFND 1,9 0 0 199,200
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 4,962 109,105 SH   DFND 3 109,105 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 696 15,300 SH   DFND 6 15,300 0 0
MODINE MFG CO COM 607828100 1,671 212,342 SH   DFND 1,5 0 0 212,342
MOELIS & CO CL A 60786M105 7,222 275,000 SH   DFND 1,5 0 0 275,000
MOELIS & CO CL A 60786M105 1,268 48,300 SH   DFND 6 48,300 0 0
MOELIS & CO CL A 60786M105 1,998 76,100 SH   DFND 7 76,100 0 0
MOHAWK INDS INC COM 608190104 384,419 2,114,632 SH   DFND 1,5 83,959 0 2,030,673
MOHAWK INDS INC COM 608190104 3,879 21,337 SH   DFND 2 21,337 0 0
MOHAWK INDS INC COM 608190104 401 2,208 SH   DFND 3 2,208 0 0
MOHAWK INDS INC COM 608190104 11,725 64,500 SH   DFND 6 64,500 0 0
MOHAWK INDS INC COM 608190104 10,480 57,650 SH   DFND 7 57,650 0 0
MOLINA HEALTHCARE INC COM 60855R100 40,973 595,100 SH   DFND 1,5 0 0 595,100
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 26,100 15,000,000 PRN   DFND 1,5 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 13,419 194,900 SH   DFND 6 194,900 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,540 51,420 SH   DFND 7 51,420 0 0
MOLSON COORS BREWING CO CL B 60871R209 383,988 4,625,241 SH   DFND 1,5 135,582 0 4,489,659
MOLSON COORS BREWING CO CL B 60871R209 4,404 53,050 SH   DFND 2 53,050 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,839 70,331 SH   DFND 3 70,331 0 0
MOLSON COORS BREWING CO CL B 60871R209 8,467 101,989 SH   DFND 6 101,989 0 0
MOLSON COORS BREWING CO CL B 60871R209 20,780 250,300 SH   DFND 7 250,300 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 169,313 10,317,660 SH   DFND 1,5 1,803,898 0 8,513,762
MOMO INC ADR 60879B107 645 51,577 SH   DFND 1,9 0 0 51,577
MONARCH CASINO & RESORT INC COM 609027107 437 24,300 SH   DFND 6 24,300 0 0
MONDELEZ INTL INC CL A 609207105 1,116,195 26,658,581 SH   DFND 1,5 881,006 0 25,777,575
MONDELEZ INTL INC CL A 609207105 22,646 540,868 SH   DFND 2 540,868 0 0
MONDELEZ INTL INC CL A 609207105 22,237 531,107 SH   DFND 3 531,107 0 0
MONDELEZ INTL INC CL A 609207105 37,969 906,830 SH   DFND 6 681,890 0 224,940
MONDELEZ INTL INC CL A 609207105 121,123 2,892,830 SH   DFND 7 2,143,673 0 749,157
MONEYGRAM INTL INC COM NEW 60935Y208 33,255 4,146,549 SH   DFND 1,5 40,900 0 4,105,649
MONMOUTH REAL ESTATE INVT CO CL A 609720107 8,844 907,073 SH   DFND 1,5 0 0 907,073
MONOLITHIC PWR SYS INC COM 609839105 91,363 1,784,436 SH   DFND 1,5 3,590 0 1,780,846
MONOLITHIC PWR SYS INC COM 609839105 17,938 350,347 SH   DFND 1,9 0 0 350,347
MONOLITHIC PWR SYS INC COM 609839105 83,019 1,621,459 SH   DFND 6 1,621,459 0 0
MONOLITHIC PWR SYS INC COM 609839105 29,079 567,956 SH   DFND 7 536,556 0 31,400
MONOLITHIC PWR SYS INC COM 609839105 7,202 140,665 SH   DFND 11 140,665 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 360 16,500 SH   DFND 6 16,500 0 0
MONSANTO CO NEW COM 61166W101 1,331,909 15,607,089 SH   DFND 1,5 593,122 0 15,013,967
MONSANTO CO NEW COM 61166W101 13,402 157,038 SH   DFND 2 157,038 0 0
MONSANTO CO NEW COM 61166W101 5,613 65,774 SH   DFND 3 65,774 0 0
MONSANTO CO NEW COM 61166W101 26,757 313,537 SH   DFND 6 207,917 0 105,620
MONSANTO CO NEW COM 61166W101 125,365 1,469,010 SH   DFND 7 760,993 0 708,017
MONSANTO CO NEW COM 61166W101 6,827 80,000 SH   DFND 11 80,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,245,099 16,613,133 SH   DFND 1,5 1,500,613 0 15,112,520
MONSTER BEVERAGE CORP NEW COM 61174X109 24,677 182,600 SH   DFND 1,10 3,000 0 179,600
MONSTER BEVERAGE CORP NEW COM 61174X109 6,898 51,045 SH   DFND 2 51,045 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 13,976 103,416 SH   DFND 3 103,416 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 30,878 228,490 SH   DFND 6 206,090 0 22,400
MONSTER BEVERAGE CORP NEW COM 61174X109 63,994 473,537 SH   DFND 7 418,937 0 54,600
MONSTER WORLDWIDE INC COM 611742107 35,310 5,500,000 SH   DFND 1,5 0 0 5,500,000
MOODYS CORP COM 615369105 338,277 3,444,779 SH   DFND 1,5 50,217 0 3,394,562
MOODYS CORP COM 615369105 5,744 58,494 SH   DFND 2 58,494 0 0
MOODYS CORP COM 615369105 2,411 24,552 SH   DFND 3 24,552 0 0
MOODYS CORP COM 615369105 534 5,435 SH   DFND 6 5,435 0 0
MOODYS CORP COM 615369105 7,236 73,690 SH   DFND 7 73,690 0 0
MOODYS CORP COM 615369105 81,031 825,160 SH   DFND 11 825,160 0 0
MOOG INC CL A 615394202 118,842 2,197,922 SH   DFND 1,5 0 0 2,197,922
MORGAN STANLEY COM NEW 617446448 1,212,138 38,480,580 SH   DFND 1,5 1,838,961 0 36,641,619
MORGAN STANLEY COM NEW 617446448 16,110 511,441 SH   DFND 2 511,441 0 0
MORGAN STANLEY COM NEW 617446448 7,851 249,227 SH   DFND 3 249,227 0 0
MORGAN STANLEY COM NEW 617446448 13,538 429,788 SH   DFND 6 429,788 0 0
MORGAN STANLEY COM NEW 617446448 21,695 688,728 SH   DFND 7 0 0 688,728
MOSAIC CO NEW COM 61945C103 29,735 955,812 SH   DFND 1,5 113,570 0 842,242
MOSAIC CO NEW COM 61945C103 3,521 113,174 SH   DFND 2 113,174 0 0
MOSAIC CO NEW COM 61945C103 1,473 47,349 SH   DFND 3 47,349 0 0
MOTORCAR PTS AMER INC COM 620071100 25,335 808,406 SH   DFND 6 808,406 0 0
MOTORCAR PTS AMER INC COM 620071100 2,545 81,221 SH   DFND 7 81,221 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 49,650 726,086 SH   DFND 1,5 41,441 0 684,645
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,690 53,968 SH   DFND 2 53,968 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,430 35,531 SH   DFND 3 35,531 0 0
MOVADO GROUP INC COM 624580106 8,287 320,840 SH   DFND 1,5 220,950 0 99,890
MPLX LP COM UNIT REP LTD 55336V100 6,328 165,600 SH   DFND 1,5 0 0 165,600
MRC GLOBAL INC COM 55345K103 29,464 2,642,503 SH   DFND 1,5 111,870 0 2,530,633
MRC GLOBAL INC COM 55345K103 979 87,800 SH   DFND 6 87,800 0 0
MRC GLOBAL INC COM 55345K103 1,683 150,970 SH   DFND 7 109,470 0 41,500
MSCI INC COM 55354G100 42,278 711,029 SH   DFND 1,5 6,679 0 704,350
MUELLER INDS INC COM 624756102 118,495 4,005,924 SH   DFND 1,5 11,950 0 3,993,974
MULTI COLOR CORP COM 625383104 35,027 457,931 SH   DFND 1,5 13,650 0 444,281
MULTI COLOR CORP COM 625383104 127,865 1,671,651 SH   DFND 6 1,671,651 0 0
MULTI COLOR CORP COM 625383104 14,415 188,460 SH   DFND 7 170,260 0 18,200
MULTI FINELINE ELECTRONIX IN COM 62541B101 23,780 1,423,974 SH   DFND 1,5 98,830 0 1,325,144
MURPHY OIL CORP COM 626717102 37,771 1,560,800 SH   DFND 1,5 65,600 0 1,495,200
MURPHY OIL CORP COM 626717102 1,319 54,508 SH   DFND 2 54,508 0 0
MURPHY OIL CORP COM 626717102 2,241 92,607 SH   DFND 3 92,607 0 0
MURPHY USA INC COM 626755102 105,826 1,925,854 SH   DFND 1,5 5,121 0 1,920,733
MYLAN N V SHS EURO N59465109 266,682 6,623,995 SH   DFND 1,5 355,790 0 6,268,205
MYLAN N V SHS EURO N59465109 5,580 138,600 SH   DFND 2 138,600 0 0
MYLAN N V SHS EURO N59465109 877 21,775 SH   DFND 3 21,775 0 0
MYOS CORP COM NEW 554051201 210 80,000 SH   DFND 1,5 0 0 80,000
MYRIAD GENETICS INC COM 62855J104 84,828 2,263,293 SH   DFND 1,5 54,708 0 2,208,585
NABORS INDUSTRIES LTD SHS G6359F103 21,066 2,229,200 SH   DFND 1,5 56,077 0 2,173,123
NABORS INDUSTRIES LTD SHS G6359F103 1,094 115,770 SH   DFND 3 115,770 0 0
NACCO INDS INC CL A 629579103 14,741 310,000 SH   DFND 1,5 25,300 0 284,700
NANOMETRICS INC COM 630077105 1,638 134,900 SH   DFND 1,9 0 0 134,900
NANTKWEST INC COM 63016Q102 17,514 1,528,300 SH   DFND 1,5 43,411 0 1,484,889
NASDAQ INC COM 631103108 5,413 101,500 SH   DFND 1,5 18,400 0 83,100
NASDAQ INC COM 631103108 2,117 39,693 SH   DFND 2 39,693 0 0
NASDAQ INC COM 631103108 423 7,925 SH   DFND 3 7,925 0 0
NASDAQ INC COM 631103108 103,179 1,934,727 SH   DFND 6 1,934,727 0 0
NASDAQ INC COM 631103108 60,620 1,136,688 SH   DFND 7 1,136,688 0 0
NASDAQ INC COM 631103108 35,651 668,500 SH   DFND 11 668,500 0 0
NATIONAL BANKSHARES INC VA COM 634865109 622 20,000 SH   DFND 1,5 20,000 0 0
NATIONAL BEVERAGE CORP COM 635017106 2,294 74,662 SH   DFND 11 74,662 0 0
NATIONAL FUEL GAS CO N J COM 636180101 10,062 201,311 SH   DFND 1,5 0 0 201,311
NATIONAL GRID PLC SPON ADR NEW 636274300 710 10,194 SH   DFND 3 10,194 0 0
NATIONAL HEALTH INVS INC COM 63633D104 34,477 599,700 SH   DFND 1,5 594,000 0 5,700
NATIONAL HEALTHCARE CORP COM 635906100 2,070 34,000 SH   DFND 1,5 553 0 33,447
NATIONAL HOLDINGS CORP COM NEW 636375206 1,832 666,160 SH   DFND 6 666,160 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 322 117,091 SH   DFND 7 117,091 0 0
NATIONAL INTERSTATE CORP COM 63654U100 24,546 920,000 SH   DFND 1,5 72,400 0 847,600
NATIONAL OILWELL VARCO INC COM 637071101 142,097 3,774,152 SH   DFND 1,5 108,905 0 3,665,247
NATIONAL OILWELL VARCO INC COM 637071101 4,851 128,833 SH   DFND 2 128,833 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,506 119,678 SH   DFND 3 119,678 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,283 60,630 SH   DFND 6 60,630 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 36,045 3,067,700 SH   DFND 1,5 0 0 3,067,700
NATIONAL RETAIL PPTYS INC COM 637417106 89,422 2,465,459 SH   DFND 1,5 159 0 2,465,300
NATIONAL WESTN LIFE INS CO CL A 638522102 40,269 180,820 SH   DFND 1,5 12,500 0 168,320
NATIONAL WESTN LIFE INS CO CL A 638522102 5,345 24,000 SH   DFND 6 24,000 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 1,381 6,200 SH   DFND 7 6,200 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 931 67,100 SH   DFND 1,5 0 0 67,100
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 336 53,365 SH   DFND 1,5 53,365 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 288 12,700 SH   DFND 1,5 0 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 12,763 562,499 SH   DFND 6 562,499 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 6,023 265,460 SH   DFND 7 231,060 0 34,400
NATUS MEDICAL INC DEL COM 639050103 25,643 650,000 SH   DFND 1,5 0 0 650,000
NAVIENT CORP COM 63938C108 165,310 14,707,284 SH   DFND 1,5 32,307 0 14,674,977
NAVIENT CORP COM 63938C108 1,411 125,552 SH   DFND 2 125,552 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 11,792 4,735,633 SH   DFND 1,5 13,700 0 4,721,933
NCI INC CL A 62886K104 12,445 937,849 SH   DFND 1,5 113,719 0 824,130
NCR CORP NEW COM 62886E108 92,195 4,052,510 SH   DFND 1,5 8,100 0 4,044,410
NCR CORP NEW COM 62886E108 7,191 316,080 SH   DFND 6 135,690 0 180,390
NCR CORP NEW COM 62886E108 56,016 2,462,249 SH   DFND 7 1,568,982 0 893,267
NEENAH PAPER INC COM 640079109 49,649 851,900 SH   DFND 1,5 1,800 0 850,100
NEKTAR THERAPEUTICS COM 640268108 18,739 1,709,803 SH   DFND 1,5 0 0 1,709,803
NELNET INC CL A 64031N108 928 26,800 SH   DFND 1,5 0 0 26,800
NEONODE INC COM NEW 64051M402 8,886 3,641,841 SH   DFND 1,5 253,390 0 3,388,451
NEOVASC INC COM 64065J106 49,105 9,940,348 SH   DFND 1,5 0 0 9,940,348
NEOVASC INC COM 64065J106 93 18,800 SH   DFND 6 18,800 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 13,275 792,981 SH   DFND 1,5 133,581 0 659,400
NETAPP INC COM 64110D104 9,020 304,737 SH   DFND 1,5 25,510 0 279,227
NETAPP INC COM 64110D104 2,982 100,729 SH   DFND 2 100,729 0 0
NETEASE INC SPONSORED ADR 64110W102 21,946 182,700 SH   DFND 1,9 0 0 182,700
NETFLIX INC COM 64110L106 1,723,402 16,689,930 SH   DFND 1,5 1,144,671 0 15,545,259
NETFLIX INC COM 64110L106 14,766 142,997 SH   DFND 2 142,997 0 0
NETFLIX INC COM 64110L106 7,888 76,387 SH   DFND 3 76,387 0 0
NETFLIX INC COM 64110L106 7,593 73,528 SH   DFND 6 73,528 0 0
NETGEAR INC COM 64111Q104 127,121 4,357,953 SH   DFND 1,5 438,594 0 3,919,359
NETSUITE INC COM 64118Q107 68,646 818,189 SH   DFND 1,5 3,200 0 814,989
NETSUITE INC COM 64118Q107 39,072 465,700 SH   DFND 1,9 0 0 465,700
NEUROCRINE BIOSCIENCES INC COM 64125C109 481,451 12,099,787 SH   DFND 1,5 198,523 0 11,901,264
NEUROCRINE BIOSCIENCES INC COM 64125C109 28,618 719,231 SH   DFND 6 719,231 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,465 61,960 SH   DFND 7 61,960 0 0
NEUSTAR INC CL A 64126X201 37,446 1,376,200 SH   DFND 1,5 109,800 0 1,266,400
NEVRO CORP COM 64157F103 133,179 2,870,850 SH   DFND 1,5 750 0 2,870,100
NEW GOLD INC CDA COM 644535106 26,609 11,797,159 SH   DFND 1,5 0 0 11,797,159
NEW HOME CO INC COM 645370107 4,663 360,040 SH   DFND 1,5 0 0 360,040
NEW JERSEY RES COM 646025106 10,745 357,795 SH   DFND 6 313,295 0 44,500
NEW JERSEY RES COM 646025106 2,572 85,638 SH   DFND 7 85,638 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,164 139,989 SH   DFND 1,5 25,624 0 114,365
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,608 228,000 SH   DFND 1,5 0 0 228,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 50,828 2,514,988 SH   DFND 1,9 0 0 2,514,988
NEW RELIC INC COM 64829B100 50,829 1,333,752 SH   DFND 1,5 126,310 0 1,207,442
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,587 121,150 SH   DFND 1,5 0 0 121,150
NEW SR INVT GROUP INC COM 648691103 21,189 2,025,756 SH   DFND 1,5 0 0 2,025,756
NEW YORK CMNTY BANCORP INC COM 649445103 4,618 255,700 SH   DFND 1,5 0 0 255,700
NEW YORK MTG TR INC PFD-C CONV 649604808 5,716 273,091 SH   DFND 1,5 0 0 273,091
NEW YORK REIT INC COM 64976L109 113,702 11,302,397 SH   DFND 1,5 7,592,194 0 3,710,203
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 8,997 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL RUBBERMAID INC COM 651229106 174,958 4,405,881 SH   DFND 1,5 14,981 0 4,390,900
NEWELL RUBBERMAID INC COM 651229106 3,570 89,893 SH   DFND 2 89,893 0 0
NEWELL RUBBERMAID INC COM 651229106 4,123 103,838 SH   DFND 3 103,838 0 0
NEWFIELD EXPL CO COM 651290108 413,759 12,576,258 SH   DFND 1,5 169,172 0 12,407,086
NEWFIELD EXPL CO COM 651290108 1,800 54,703 SH   DFND 2 54,703 0 0
NEWFIELD EXPL CO COM 651290108 766 23,273 SH   DFND 3 23,273 0 0
NEWLINK GENETICS CORP COM 651511107 62,406 1,741,226 SH   DFND 1,5 300 0 1,740,926
NEWLINK GENETICS CORP COM 651511107 13,477 376,045 SH   DFND 6 376,045 0 0
NEWLINK GENETICS CORP COM 651511107 1,606 44,800 SH   DFND 7 44,800 0 0
NEWMARKET CORP COM 651587107 33,113 92,753 SH   DFND 1,5 0 0 92,753
NEWMONT MINING CORP COM 651639106 39,831 2,478,600 SH   DFND 1,5 0 0 2,478,600
NEWMONT MINING CORP COM 651639106 2,854 177,588 SH   DFND 2 177,588 0 0
NEWMONT MINING CORP COM 651639106 210 13,051 SH   DFND 3 13,051 0 0
NEWS CORP NEW CL A 65249B109 15,570 1,233,795 SH   DFND 1,5 29,279 0 1,204,516
NEWS CORP NEW CL A 65249B109 1,614 127,891 SH   DFND 2 127,891 0 0
NEWS CORP NEW CL B 65249B208 464 36,185 SH   DFND 2 36,185 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 97,307 2,055,052 SH   DFND 1,5 3,600 0 2,051,452
NEXTERA ENERGY INC COM 65339F101 766,494 7,857,451 SH   DFND 1,5 37 0 7,857,414
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 7,088 133,200 SH   DFND 1,5 81,900 0 51,300
NEXTERA ENERGY INC COM 65339F101 15,071 154,500 SH   DFND 2 154,500 0 0
NEXTERA ENERGY INC COM 65339F101 8,387 85,977 SH   DFND 3 85,977 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 23,483 1,077,200 SH   DFND 1,5 0 0 1,077,200
NIC INC COM 62914B100 42,090 2,376,596 SH   DFND 1,5 1,100 0 2,375,496
NIC INC COM 62914B100 5,267 297,400 SH   DFND 1,9 0 0 297,400
NICE SYS LTD SPONSORED ADR 653656108 8,686 154,200 SH   DFND 6 154,200 0 0
NICE SYS LTD SPONSORED ADR 653656108 5,955 105,710 SH   DFND 7 85,810 0 19,900
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,608 277,990 SH   DFND 1,5 37,790 0 240,200
NIELSEN HLDGS PLC SHS EUR G6518L108 8,764 197,086 SH   DFND 1,5 786 0 196,300
NIELSEN HLDGS PLC SHS EUR G6518L108 5,476 123,144 SH   DFND 2 123,144 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 460 10,354 SH   DFND 3 10,354 0 0
NIKE INC CL B 654106103 4,893,648 39,795,465 SH   DFND 1,5 2,358,403 0 37,437,062
NIKE INC CL B 654106103 27,982 227,549 SH   DFND 2 227,549 0 0
NIKE INC CL B 654106103 25,638 208,489 SH   DFND 3 208,489 0 0
NIKE INC CL B 654106103 19,226 156,351 SH   DFND 6 131,751 0 24,600
NIKE INC CL B 654106103 27,531 223,880 SH   DFND 7 162,880 0 61,000
NIMBLE STORAGE INC COM 65440R101 238,794 9,900,235 SH   DFND 1,5 431,841 0 9,468,394
NIMBLE STORAGE INC COM 65440R101 586 24,300 SH   DFND 1,9 0 0 24,300
NIMBLE STORAGE INC COM 65440R101 543 22,512 SH   DFND 6 22,512 0 0
NISOURCE INC COM 65473P105 121,341 6,541,304 SH   DFND 1,5 665 0 6,540,639
NISOURCE INC COM 65473P105 1,979 106,696 SH   DFND 2 106,696 0 0
NISOURCE INC COM 65473P105 587 31,630 SH   DFND 3 31,630 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 1,297 100,000 SH   DFND 1,5 0 0 100,000
NN INC COM 629337106 6,076 328,450 SH   DFND 6 328,450 0 0
NN INC COM 629337106 1,563 84,500 SH   DFND 7 84,500 0 0
NOAH HLDGS LTD SPONSORED ADS 65487X102 674 28,700 SH   DFND 1,9 0 0 28,700
NOBLE CORP PLC SHS USD G65431101 34,382 3,151,400 SH   DFND 1,5 151,400 0 3,000,000
NOBLE ENERGY INC COM 655044105 834,315 27,644,633 SH   DFND 1,5 1,258,904 0 26,385,729
NOBLE ENERGY INC COM 655044105 4,306 142,682 SH   DFND 2 142,682 0 0
NOBLE ENERGY INC COM 655044105 2,254 74,675 SH   DFND 3 74,675 0 0
NOBLE ENERGY INC COM 655044105 2,035 67,439 SH   DFND 6 67,439 0 0
NOKIA CORP SPONSORED ADR 654902204 9,478 1,398,000 SH   DFND 1,5 0 0 1,398,000
NOKIA CORP SPONSORED ADR 654902204 108 15,889 SH   DFND 3 15,889 0 0
NOODLES & CO CL A 65540B105 47,590 3,360,900 SH   DFND 1,5 293,100 0 3,067,800
NORD ANGLIA EDUCATION INC SHS G6583A102 9,507 467,633 SH   DFND 1,5 1,651 0 465,982
NORDSON CORP COM 655663102 1,190 18,900 SH   DFND 1,5 0 0 18,900
NORDSTROM INC COM 655664100 50,746 707,658 SH   DFND 1,5 144,858 0 562,800
NORDSTROM INC COM 655664100 3,353 46,757 SH   DFND 2 46,757 0 0
NORDSTROM INC COM 655664100 641 8,933 SH   DFND 3 8,933 0 0
NORFOLK SOUTHERN CORP COM 655844108 95,019 1,243,700 SH   DFND 1,5 86 0 1,243,614
NORFOLK SOUTHERN CORP COM 655844108 7,729 101,167 SH   DFND 2 101,167 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,972 65,076 SH   DFND 3 65,076 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,644 21,520 SH   DFND 6 21,520 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,760 88,476 SH   DFND 7 0 0 88,476
NORTEK INC COM NEW 656559309 19,033 300,625 SH   DFND 1,5 0 0 300,625
NORTHERN OIL & GAS INC NEV COM 665531109 40,795 9,229,582 SH   DFND 1,5 0 0 9,229,582
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 18,240 800,000 SH   DFND 1,5 0 0 800,000
NORTHERN TR CORP COM 665859104 411,711 6,040,354 SH   DFND 1,5 7,369 0 6,032,985
NORTHERN TR CORP COM 665859104 5,008 73,472 SH   DFND 2 73,472 0 0
NORTHERN TR CORP COM 665859104 3,182 46,688 SH   DFND 3 46,688 0 0
NORTHERN TR CORP COM 665859104 5,345 78,423 SH   DFND 6 78,423 0 0
NORTHROP GRUMMAN CORP COM 666807102 106,849 643,860 SH   DFND 1,5 160 0 643,700
NORTHROP GRUMMAN CORP COM 666807102 10,439 62,902 SH   DFND 2 62,902 0 0
NORTHROP GRUMMAN CORP COM 666807102 6,360 38,327 SH   DFND 3 38,327 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 20,101 1,399,806 SH   DFND 1,5 21,995 0 1,377,811
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 115,862 9,381,565 SH   DFND 1,5 1,461 0 9,380,104
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 19,481 1,577,430 SH   DFND 6 1,577,430 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 8,202 664,140 SH   DFND 7 601,440 0 62,700
NORWOOD FINANCIAL CORP COM 669549107 6,035 208,110 SH   DFND 1,5 15,900 0 192,210
NOVADAQ TECHNOLOGIES INC COM 66987G102 67,246 6,447,341 SH   DFND 1,5 236,000 0 6,211,341
NOVADAQ TECHNOLOGIES INC COM 66987G102 244 23,400 SH   DFND 6 23,400 0 0
NOVAGOLD RES INC COM NEW 66987E206 39,384 10,881,474 SH   DFND 1,5 909,857 0 9,971,617
NOVARTIS A G SPONSORED ADR 66987V109 119,455 1,299,559 SH   DFND 1,5 29 0 1,299,530
NOVARTIS A G SPONSORED ADR 66987V109 7,433 80,865 SH   DFND 3 80,865 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,782 30,264 SH   DFND 7 0 0 30,264
NOVAVAX INC COM 670002104 227,783 32,218,264 SH   DFND 1,5 105,200 0 32,113,064
NOVAVAX INC COM 670002104 145 20,500 SH   DFND 6 20,500 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 39,163 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 490,896 9,050,441 SH   DFND 1,5 178,500 0 8,871,941
NOVO-NORDISK A S ADR 670100205 11,628 214,372 SH   DFND 3 214,372 0 0
NOW INC COM 67011P100 741 50,069 SH   DFND 1,5 2,779 0 47,290
NRG ENERGY INC COM NEW 629377508 90,424 6,089,149 SH   DFND 1,5 941 0 6,088,208
NRG ENERGY INC COM NEW 629377508 1,648 110,991 SH   DFND 2 110,991 0 0
NRG ENERGY INC COM NEW 629377508 271 18,268 SH   DFND 3 18,268 0 0
NRG ENERGY INC COM NEW 629377508 6,971 469,410 SH   DFND 6 469,410 0 0
NRG ENERGY INC COM NEW 629377508 25,498 1,717,010 SH   DFND 7 1,717,010 0 0
NRG YIELD INC CL C 62942X405 46,820 4,032,690 SH   DFND 1,5 1,685,542 0 2,347,148
NRG YIELD INC CL A NEW 62942X306 5,118 459,023 SH   DFND 1,5 0 0 459,023
NU SKIN ENTERPRISES INC CL A 67018T105 267,994 6,492,095 SH   DFND 1,5 25,100 0 6,466,995
NU SKIN ENTERPRISES INC CL A 67018T105 16,921 409,900 SH   DFND 6 409,900 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 32,580 32,000,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 40,289 2,461,135 SH   DFND 1,5 94,995 0 2,366,140
NUCOR CORP COM 670346105 77,204 2,056,036 SH   DFND 1,5 91,436 0 1,964,600
NUCOR CORP COM 670346105 4,028 107,280 SH   DFND 2 107,280 0 0
NUCOR CORP COM 670346105 3,592 95,659 SH   DFND 3 95,659 0 0
NUCOR CORP COM 670346105 827 22,030 SH   DFND 6 22,030 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 28,592 1,211,004 SH   DFND 1,5 160,900 0 1,050,104
NUTRI SYS INC NEW COM 67069D108 11,305 426,300 SH   DFND 1,5 1,500 0 424,800
NUVASIVE INC COM 670704105 4,822 100,000 SH   DFND 1,5 0 0 100,000
NVIDIA CORP COM 67066G104 1,986,178 80,575,175 SH   DFND 1,5 12,226,903 0 68,348,272
NVIDIA CORP COM 67066G104 4,215 171,002 SH   DFND 2 171,002 0 0
NVIDIA CORP COM 67066G104 432 17,539 SH   DFND 3 17,539 0 0
NVIDIA CORP COM 67066G104 2,093 84,910 SH   DFND 6 84,910 0 0
NVR INC COM 62944T105 228,245 149,647 SH   DFND 1,5 1,300 0 148,347
NXP SEMICONDUCTORS N V COM N6596X109 1,194,728 13,721,470 SH   DFND 1,5 314,383 0 13,407,087
NXP SEMICONDUCTORS N V COM N6596X109 11,598 133,200 SH   DFND 1,9 0 0 133,200
NXP SEMICONDUCTORS N V COM N6596X109 581 6,668 SH   DFND 3 6,668 0 0
NXP SEMICONDUCTORS N V COM N6596X109 58,981 677,400 SH   DFND 6 642,700 0 34,700
NXP SEMICONDUCTORS N V COM N6596X109 54,189 622,356 SH   DFND 7 622,356 0 0
NXSTAGE MEDICAL INC COM 67072V103 41,164 2,610,300 SH   DFND 1,5 0 0 2,610,300
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,019,566 4,078,263 SH   DFND 1,5 216,932 0 3,861,331
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,342 33,367 SH   DFND 2 33,367 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,274 13,097 SH   DFND 3 13,097 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,086 4,344 SH   DFND 6 4,344 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,316 29,265 SH   DFND 7 29,265 0 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 313,427 6,331,859 SH   DFND 1,5 0 0 6,331,859
OASIS PETE INC NEW COM 674215108 1,540 177,380 SH   DFND 1,5 380 0 177,000
OCCIDENTAL PETE CORP DEL COM 674599105 41,614 629,086 SH   DFND 1,5 30,886 0 598,200
OCCIDENTAL PETE CORP DEL COM 674599105 16,963 256,436 SH   DFND 2 256,436 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 15,793 238,746 SH   DFND 3 238,746 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 22,042 333,212 SH   DFND 6 232,090 0 101,122
OCCIDENTAL PETE CORP DEL COM 674599105 74,031 1,119,132 SH   DFND 7 843,233 0 275,899
OCEAN RIG UDW INC SHS Y64354205 3,193 1,498,915 SH   DFND 1,5 50,000 0 1,448,915
OCEANEERING INTL INC COM 675232102 558,942 14,229,674 SH   DFND 1,5 402,711 0 13,826,963
OCEANEERING INTL INC COM 675232102 7,251 184,600 SH   DFND 6 155,900 0 28,700
OCEANEERING INTL INC COM 675232102 5,817 148,100 SH   DFND 7 72,700 0 75,400
OCI RES LP COM UNIT LTD 67081B106 6,864 350,000 SH   DFND 1,5 0 0 350,000
OCULAR THERAPEUTIX INC COM 67576A100 42,076 2,992,627 SH   DFND 1,5 500 0 2,992,127
OCWEN FINL CORP COM NEW 675746309 324 48,267 SH   DFND 1,5 467 0 47,800
OFFICE DEPOT INC COM 676220106 109,399 17,040,283 SH   DFND 1,5 189,675 0 16,850,608
OFFICE DEPOT INC COM 676220106 125 19,500 SH   DFND 7 19,500 0 0
OFG BANCORP COM 67103X102 22,288 2,553,042 SH   DFND 1,5 104,800 0 2,448,242
OGE ENERGY CORP COM 670837103 240,363 8,785,208 SH   DFND 1,5 41,605 0 8,743,603
OGE ENERGY CORP COM 670837103 745 27,225 SH   DFND 6 27,225 0 0
OGE ENERGY CORP COM 670837103 4,252 155,400 SH   DFND 7 155,400 0 0
OIL STS INTL INC COM 678026105 87,197 3,337,059 SH   DFND 1,5 203,159 0 3,133,900
OLD DOMINION FGHT LINES INC COM 679580100 99,134 1,625,147 SH   DFND 1,5 347 0 1,624,800
OLD DOMINION FGHT LINES INC COM 679580100 11,265 184,674 SH   DFND 6 184,674 0 0
OLD DOMINION FGHT LINES INC COM 679580100 4,778 78,330 SH   DFND 7 78,330 0 0
OLD REP INTL CORP COM 680223104 4,664 298,216 SH   DFND 1,5 0 0 298,216
OLIN CORP COM PAR $1 680665205 2,172 129,180 SH   DFND 1,5 0 0 129,180
OM ASSET MGMT PLC SHS G67506108 143,082 9,279,014 SH   DFND 1,5 0 0 9,279,014
OM ASSET MGMT PLC SHS G67506108 15,194 985,348 SH   DFND 6 985,348 0 0
OM ASSET MGMT PLC SHS G67506108 1,906 123,620 SH   DFND 7 123,620 0 0
OMEGA FLEX INC COM 682095104 823 24,650 SH   DFND 1,5 971 0 23,679
OMEGA HEALTHCARE INVS INC COM 681936100 331 9,410 SH   DFND 3 9,410 0 0
OMEGA PROTEIN CORP COM 68210P107 10,767 634,500 SH   DFND 1,5 48,200 0 586,300
OMNICOM GROUP INC COM 681919106 82,077 1,245,477 SH   DFND 1,5 587 0 1,244,890
OMNICOM GROUP INC COM 681919106 5,374 81,550 SH   DFND 2 81,550 0 0
OMNICOM GROUP INC COM 681919106 4,855 73,673 SH   DFND 3 73,673 0 0
OMNICOM GROUP INC COM 681919106 7,942 120,520 SH   DFND 6 51,840 0 68,680
OMNICOM GROUP INC COM 681919106 60,139 912,587 SH   DFND 7 572,022 0 340,565
OMNOVA SOLUTIONS INC COM 682129101 31,828 5,745,094 SH   DFND 1,5 21,000 0 5,724,094
ON ASSIGNMENT INC COM 682159108 7,771 210,600 SH   DFND 6 210,600 0 0
ON ASSIGNMENT INC COM 682159108 2,000 54,200 SH   DFND 7 54,200 0 0
ON SEMICONDUCTOR CORP COM 682189105 77,221 8,214,965 SH   DFND 1,5 17,049 0 8,197,916
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 30,203 27,012,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 13,496 1,435,700 SH   DFND 1,9 0 0 1,435,700
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 168 75,532 SH   DFND 1,5 0 0 75,532
ONCOMED PHARMACEUTICALS INC COM 68234X102 14,826 893,664 SH   DFND 1,5 0 0 893,664
ONEOK INC NEW COM 682680103 2,261 70,211 SH   DFND 2 70,211 0 0
ONEOK INC NEW COM 682680103 997 30,974 SH   DFND 3 30,974 0 0
OPEN TEXT CORP COM 683715106 34,531 771,122 SH   DFND 1,5 0 0 771,122
OPEN TEXT CORP COM 683715106 346,965 7,748,077 SH   DFND 11 7,748,077 0 0
OPHTHOTECH CORP COM 683745103 194,515 4,800,472 SH   DFND 1,5 14,300 0 4,786,172
OPKO HEALTH INC COM 68375N103 27,816 3,307,460 SH   DFND 1,5 0 0 3,307,460
OPOWER INC COM 68375Y109 68,786 7,720,065 SH   DFND 1,5 18,200 0 7,701,865
OPUS BK IRVINE CALIF COM 684000102 11,068 289,430 SH   DFND 6 289,430 0 0
OPUS BK IRVINE CALIF COM 684000102 2,860 74,780 SH   DFND 7 74,780 0 0
ORACLE CORP COM 68389X105 1,668,232 46,185,819 SH   DFND 1,5 3,099,057 0 43,086,762
ORACLE CORP COM 68389X105 108,465 3,002,900 SH   DFND 1,9 0 0 3,002,900
ORACLE CORP COM 68389X105 39,429 1,091,620 SH   DFND 2 1,091,620 0 0
ORACLE CORP COM 68389X105 27,210 753,331 SH   DFND 3 753,331 0 0
ORACLE CORP COM 68389X105 40,449 1,119,837 SH   DFND 6 829,747 0 290,090
ORACLE CORP COM 68389X105 170,790 4,728,398 SH   DFND 7 3,002,135 0 1,726,263
ORACLE CORP COM 68389X105 84,938 2,351,550 SH   DFND 11 2,351,550 0 0
ORAGENICS INC COM NEW 684023203 4,501 2,795,566 SH   DFND 1,5 0 0 2,795,566
ORBITAL ATK INC COM 68557N103 162,050 2,254,768 SH   DFND 1,5 0 0 2,254,768
ORBOTECH LTD ORD M75253100 15,421 998,100 SH   DFND 1,5 79,800 0 918,300
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 6,881 10,000,000 PRN   DFND 1,5 0 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 24,473 11,598,705 SH   DFND 1,5 0 0 11,598,705
ORGANOVO HLDGS INC COM 68620A104 3,498 1,305,100 SH   DFND 1,5 0 0 1,305,100
ORION ENGINEERED CARBONS S A COM L72967109 19,639 1,359,090 SH   DFND 1,5 0 0 1,359,090
ORMAT TECHNOLOGIES INC COM 686688102 2,787 81,900 SH   DFND 1,5 0 0 81,900
OSHKOSH CORP COM 688239201 85,539 2,354,500 SH   DFND 1,5 188,200 0 2,166,300
OSIRIS THERAPEUTICS INC NEW COM 68827R108 38,251 2,070,966 SH   DFND 1,5 0 0 2,070,966
OTONOMY INC COM 68906L105 10,751 603,645 SH   DFND 1,5 3,800 0 599,845
OUTERWALL INC COM 690070107 6,251 109,800 SH   DFND 1,5 84,800 0 25,000
OUTFRONT MEDIA INC COM 69007J106 152,814 7,346,815 SH   DFND 1,5 98,974 0 7,247,841
OUTFRONT MEDIA INC COM 69007J106 9,734 468,000 SH   DFND 6 468,000 0 0
OUTFRONT MEDIA INC COM 69007J106 4,208 202,300 SH   DFND 7 20,300 0 182,000
OVASCIENCE INC COM 69014Q101 34,724 4,090,027 SH   DFND 1,5 63,971 0 4,026,056
OWENS & MINOR INC NEW COM 690732102 102,208 3,200,000 SH   DFND 1,5 0 0 3,200,000
OWENS ILL INC COM NEW 690768403 28,250 1,363,425 SH   DFND 1,5 19,648 0 1,343,777
OWENS ILL INC COM NEW 690768403 1,118 53,965 SH   DFND 2 53,965 0 0
P & F INDS INC CL A NEW 692830508 3,770 388,700 SH   DFND 1,5 40,700 0 348,000
PACCAR INC COM 693718108 97,663 1,872,023 SH   DFND 1,5 113,096 0 1,758,927
PACCAR INC COM 693718108 6,216 119,152 SH   DFND 2 119,152 0 0
PACCAR INC COM 693718108 3,658 70,122 SH   DFND 3 70,122 0 0
PACIFIC PREMIER BANCORP COM 69478X105 39,138 1,926,059 SH   DFND 1,5 71,373 0 1,854,686
PACIRA PHARMACEUTICALS INC COM 695127100 122,786 2,987,498 SH   DFND 1,5 0 0 2,987,498
PACKAGING CORP AMER COM 695156109 171,968 2,858,510 SH   DFND 1,5 76,110 0 2,782,400
PACKAGING CORP AMER COM 695156109 1,506 25,028 SH   DFND 3 25,028 0 0
PACKAGING CORP AMER COM 695156109 1,095 18,200 SH   DFND 6 18,200 0 0
PACWEST BANCORP DEL COM 695263103 304,264 7,107,307 SH   DFND 1,5 836 0 7,106,471
PALO ALTO NETWORKS INC COM 697435105 180,417 1,048,938 SH   DFND 1,5 91,479 0 957,459
PALO ALTO NETWORKS INC COM 697435105 4,283 24,900 SH   DFND 1,9 0 0 24,900
PALO ALTO NETWORKS INC COM 697435105 801 4,657 SH   DFND 6 4,657 0 0
PALO ALTO NETWORKS INC COM 697435105 15,893 92,400 SH   DFND 11 92,400 0 0
PAN AMERICAN SILVER CORP COM 697900108 27,976 4,405,737 SH   DFND 1,5 119,837 0 4,285,900
PANDORA MEDIA INC COM 698354107 31,993 1,499,194 SH   DFND 1,5 0 0 1,499,194
PANERA BREAD CO CL A 69840W108 489,683 2,531,841 SH   DFND 1,5 99,836 0 2,432,005
PANERA BREAD CO CL A 69840W108 242 1,251 SH   DFND 3 1,251 0 0
PANERA BREAD CO CL A 69840W108 1,509 7,800 SH   DFND 6 7,800 0 0
PAPA JOHNS INTL INC COM 698813102 267,356 3,904,143 SH   DFND 1,5 350,764 0 3,553,379
PAPA JOHNS INTL INC COM 698813102 1,370 20,006 SH   DFND 6 20,006 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 304 1,267,457 SH   DFND 1,5 1,017,557 0 249,900
PARAMOUNT GROUP INC COM 69924R108 103,253 6,146,030 SH   DFND 1,5 6,146,030 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 45,809 2,411,021 SH   DFND 1,5 0 0 2,411,021
PAREXEL INTL CORP COM 699462107 19,050 307,647 SH   DFND 1,5 647 0 307,000
PAREXEL INTL CORP COM 699462107 259 4,183 SH   DFND 3 4,183 0 0
PARK CITY GROUP INC COM NEW 700215304 11,017 1,042,304 SH   DFND 6 1,042,304 0 0
PARK CITY GROUP INC COM NEW 700215304 1,261 119,330 SH   DFND 7 119,330 0 0
PARK OHIO HLDGS CORP COM 700666100 8,891 308,060 SH   DFND 1,5 0 0 308,060
PARKER HANNIFIN CORP COM 701094104 2,634 27,066 SH   DFND 1,5 366 0 26,700
PARKER HANNIFIN CORP COM 701094104 4,521 46,463 SH   DFND 2 46,463 0 0
PARKER HANNIFIN CORP COM 701094104 1,419 14,587 SH   DFND 3 14,587 0 0
PARKWAY PPTYS INC COM 70159Q104 89,210 5,733,300 SH   DFND 1,5 305,666 0 5,427,634
PARKWAY PPTYS INC COM 70159Q104 14,939 960,100 SH   DFND 6 960,100 0 0
PARKWAY PPTYS INC COM 70159Q104 6,521 419,100 SH   DFND 7 43,200 0 375,900
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 2,807 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 82,843 5,497,198 SH   DFND 1,5 0 0 5,497,198
PARTNERRE LTD COM G6852T105 2,180 15,700 SH   DFND 1,5 0 0 15,700
PARTY CITY HOLDCO INC COM 702149105 12,215 764,900 SH   DFND 1,5 15,300 0 749,600
PATTERN ENERGY GROUP INC CL A 70338P100 25,663 1,344,300 SH   DFND 1,5 0 0 1,344,300
PATTERN ENERGY GROUP INC CL A 70338P100 6,871 359,950 SH   DFND 11 359,950 0 0
PATTERSON COMPANIES INC COM 703395103 41,704 964,250 SH   DFND 1,5 0 0 964,250
PATTERSON COMPANIES INC COM 703395103 1,261 29,148 SH   DFND 2 29,148 0 0
PATTERSON COMPANIES INC COM 703395103 620 14,337 SH   DFND 3 14,337 0 0
PAYCHEX INC COM 704326107 597,057 12,535,318 SH   DFND 1,5 439,267 0 12,096,051
PAYCHEX INC COM 704326107 5,140 107,909 SH   DFND 2 107,909 0 0
PAYCHEX INC COM 704326107 9,313 195,529 SH   DFND 3 195,529 0 0
PAYCHEX INC COM 704326107 7,653 160,676 SH   DFND 6 160,676 0 0
PAYCOM SOFTWARE INC COM 70432V102 8,345 232,400 SH   DFND 1,5 1,700 0 230,700
PAYCOM SOFTWARE INC COM 70432V102 8,798 245,000 SH   DFND 6 245,000 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,270 63,200 SH   DFND 7 63,200 0 0
PAYLOCITY HLDG CORP COM 70438V106 30,806 1,027,200 SH   DFND 1,5 115,000 0 912,200
PAYLOCITY HLDG CORP COM 70438V106 6,002 200,119 SH   DFND 1,9 0 0 200,119
PAYPAL HLDGS INC COM 70450Y103 792,012 25,515,841 SH   DFND 1,5 1,913,991 0 23,601,850
PAYPAL HLDGS INC COM 70450Y103 1,341 43,200 SH   DFND 1,9 0 0 43,200
PAYPAL HLDGS INC COM 70450Y103 11,555 372,275 SH   DFND 2 372,275 0 0
PAYPAL HLDGS INC COM 70450Y103 7,043 226,886 SH   DFND 3 226,886 0 0
PAYPAL HLDGS INC COM 70450Y103 23,895 769,820 SH   DFND 6 585,710 0 184,110
PAYPAL HLDGS INC COM 70450Y103 85,659 2,759,625 SH   DFND 7 1,997,618 0 762,007
PBF ENERGY INC CL A 69318G106 10,223 362,129 SH   DFND 1,5 1,225 0 360,904
PDC ENERGY INC COM 69327R101 227,656 4,294,578 SH   DFND 1,5 98,240 0 4,196,338
PDC ENERGY INC COM 69327R101 15,999 301,819 SH   DFND 6 301,819 0 0
PDC ENERGY INC COM 69327R101 7,695 145,160 SH   DFND 7 131,060 0 14,100
PDL BIOPHARMA INC COM 69329Y104 1,876 373,004 SH   DFND 1,5 0 0 373,004
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 27,807 264,827,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 469 4,470,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 61 580,000 PRN   DFND 7 0 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 25,187 710,500 SH   DFND 1,5 39,900 0 670,600
PEBBLEBROOK HOTEL TR COM 70509V100 8,154 230,000 SH   DFND 6 230,000 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 3,421 96,500 SH   DFND 7 10,100 0 86,400
PEGASYSTEMS INC COM 705573103 18,448 749,600 SH   DFND 1,5 0 0 749,600
PEMBINA PIPELINE CORP COM 706327103 202 8,400 SH   DFND 6 8,400 0 0
PEMBINA PIPELINE CORP COM 706327103 40,640 1,689,000 SH   DFND 11 1,689,000 0 0
PENDRELL CORP COM 70686R104 27 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 11,082 660,400 SH   DFND 1,5 2,400 0 658,000
PENNEY J C INC COM 708160106 87,788 9,449,778 SH   DFND 1,5 0 0 9,449,778
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 12,061 608,220 SH   DFND 6 608,220 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 5,126 258,510 SH   DFND 7 258,510 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 21,445 23,762,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,106 71,500 SH   DFND 7 34,600 0 36,900
PENTAIR PLC SHS G7S00T104 115,673 2,266,313 SH   DFND 1,5 7,484 0 2,258,829
PENTAIR PLC SHS G7S00T104 3,085 60,439 SH   DFND 2 60,439 0 0
PENTAIR PLC SHS G7S00T104 933 18,276 SH   DFND 3 18,276 0 0
PENUMBRA INC COM 70975L107 147,717 3,683,731 SH   DFND 1,5 182,009 0 3,501,722
PEOPLES UNITED FINANCIAL INC COM 712704105 1,637 104,055 SH   DFND 2 104,055 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 530 33,665 SH   DFND 3 33,665 0 0
PEPCO HOLDINGS INC COM 713291102 26,600 1,098,252 SH   DFND 1,5 52 0 1,098,200
PEPCO HOLDINGS INC COM 713291102 2,061 85,081 SH   DFND 2 85,081 0 0
PEPCO HOLDINGS INC COM 713291102 1,681 69,410 SH   DFND 3 69,410 0 0
PEPCO HOLDINGS INC COM 713291102 333,965 13,788,791 SH   DFND 11 13,788,791 0 0
PEPSICO INC COM 713448108 1,154,075 12,238,337 SH   DFND 1,5 835,040 0 11,403,297
PEPSICO INC COM 713448108 46,499 493,098 SH   DFND 2 493,098 0 0
PEPSICO INC COM 713448108 28,546 302,713 SH   DFND 3 302,713 0 0
PEPSICO INC COM 713448108 29,091 308,494 SH   DFND 6 172,644 0 135,850
PEPSICO INC COM 713448108 188,053 1,994,200 SH   DFND 7 1,134,470 0 859,730
PEPSICO INC COM 713448108 6,601 70,000 SH   DFND 11 70,000 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 470 461,255 SH   DFND 1,5 0 0 461,255
PERFICIENT INC COM 71375U101 28,958 1,876,752 SH   DFND 1,5 237 0 1,876,515
PERFICIENT INC COM 71375U101 5,913 383,194 SH   DFND 6 383,194 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 1,047 78,161 SH   DFND 1,5 0 0 78,161
PERFORMANT FINL CORP COM 71377E105 5,636 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 12,713 276,600 SH   DFND 1,5 0 0 276,600
PERKINELMER INC COM 714046109 1,749 38,059 SH   DFND 2 38,059 0 0
PERKINELMER INC COM 714046109 570 12,409 SH   DFND 3 12,409 0 0
PERRIGO CO PLC SHS G97822103 393,709 2,503,395 SH   DFND 1,5 4,315 0 2,499,080
PERRIGO CO PLC SHS G97822103 7,722 49,102 SH   DFND 2 49,102 0 0
PERRIGO CO PLC SHS G97822103 2,440 15,516 SH   DFND 3 15,516 0 0
PETMED EXPRESS INC COM 716382106 2,125 132,000 SH   DFND 1,5 83,500 0 48,500
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 45,854 12,460,200 SH   DFND 1,5 340,494 0 12,119,706
PFENEX INC COM 717071104 3,455 230,200 SH   DFND 1,5 0 0 230,200
PFENEX INC COM 717071104 2,621 174,600 SH   DFND 6 174,600 0 0
PFIZER INC COM 717081103 879,044 27,986,130 SH   DFND 1,5 1,179,342 0 26,806,788
PFIZER INC COM 717081103 65,025 2,070,197 SH   DFND 2 2,070,197 0 0
PFIZER INC COM 717081103 42,704 1,359,574 SH   DFND 3 1,359,574 0 0
PFIZER INC COM 717081103 15,136 481,873 SH   DFND 6 371,072 0 110,801
PFIZER INC COM 717081103 60,662 1,931,290 SH   DFND 7 1,382,059 0 549,231
PG&E CORP COM 69331C108 167,629 3,174,786 SH   DFND 1,5 568 0 3,174,218
PG&E CORP COM 69331C108 8,670 164,199 SH   DFND 2 164,199 0 0
PG&E CORP COM 69331C108 2,526 47,837 SH   DFND 3 47,837 0 0
PHARMATHENE INC COM 71714G102 431 324,290 SH   DFND 1,5 0 0 324,290
PHARMERICA CORP COM 71714F104 8,689 305,200 SH   DFND 6 305,200 0 0
PHARMERICA CORP COM 71714F104 2,230 78,340 SH   DFND 7 78,340 0 0
PHH CORP COM NEW 693320202 254 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 10,109 319,600 SH   DFND 1,5 20,400 0 299,200
PHILIP MORRIS INTL INC COM 718172109 1,250,779 15,766,784 SH   DFND 1,5 819,166 0 14,947,618
PHILIP MORRIS INTL INC COM 718172109 41,253 520,016 SH   DFND 2 520,016 0 0
PHILIP MORRIS INTL INC COM 718172109 18,853 237,648 SH   DFND 3 237,648 0 0
PHILIP MORRIS INTL INC COM 718172109 15,402 194,156 SH   DFND 6 194,156 0 0
PHILIP MORRIS INTL INC COM 718172109 173,186 2,183,108 SH   DFND 7 1,185,861 0 997,247
PHILIP MORRIS INTL INC COM 718172109 287 3,618 SH   DFND 8 3,618 0 0
PHILLIPS 66 COM 718546104 415,072 5,401,772 SH   DFND 1,5 775 0 5,400,997
PHILLIPS 66 COM 718546104 12,350 160,726 SH   DFND 2 160,726 0 0
PHILLIPS 66 COM 718546104 16,575 215,712 SH   DFND 3 215,712 0 0
PHILLIPS 66 COM 718546104 708 9,210 SH   DFND 6 9,210 0 0
PHILLIPS 66 COM 718546104 2,334 30,370 SH   DFND 7 30,370 0 0
PHILLIPS 66 COM 718546104 2,916 37,950 SH   DFND 11 37,950 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 28,197 572,300 SH   DFND 1,5 0 0 572,300
PICO HLDGS INC COM NEW 693366205 470 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT NAT GAS INC COM 720186105 214 5,335 SH   DFND 3 5,335 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 184,412 10,308,130 SH   DFND 1,5 3,321,634 0 6,986,496
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,913 1,057,199 SH   DFND 6 974,299 0 82,900
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 6,016 336,280 SH   DFND 7 336,280 0 0
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 4,385 240,000 SH   DFND 1,5 0 0 240,000
PINNACLE FOODS INC DEL COM 72348P104 164,808 3,935,242 SH   DFND 1,5 212,736 0 3,722,506
PINNACLE WEST CAP CORP COM 723484101 8,525 132,919 SH   DFND 1,5 19 0 132,900
PINNACLE WEST CAP CORP COM 723484101 2,386 37,197 SH   DFND 2 37,197 0 0
PINNACLE WEST CAP CORP COM 723484101 1,317 20,528 SH   DFND 3 20,528 0 0
PIONEER NAT RES CO COM 723787107 535,903 4,405,651 SH   DFND 1,5 232,500 0 4,173,151
PIONEER NAT RES CO COM 723787107 6,096 50,118 SH   DFND 2 50,118 0 0
PIONEER NAT RES CO COM 723787107 2,406 19,780 SH   DFND 3 19,780 0 0
PIONEER NAT RES CO COM 723787107 2,147 17,654 SH   DFND 6 17,654 0 0
PIONEER NAT RES CO COM 723787107 7,384 60,700 SH   DFND 11 60,700 0 0
PITNEY BOWES INC COM 724479100 1,345 67,778 SH   DFND 2 67,778 0 0
PITNEY BOWES INC COM 724479100 1,157 58,302 SH   DFND 3 58,302 0 0
PLANET FITNESS INC CL A 72703H101 17,023 993,161 SH   DFND 1,5 87,100 0 906,061
PLANTRONICS INC NEW COM 727493108 27,605 542,869 SH   DFND 1,5 0 0 542,869
PLATFORM SPECIALTY PRODS COR COM 72766Q105 14,219 1,124,064 SH   DFND 1,5 43,615 0 1,080,449
PLATFORM SPECIALTY PRODS COR COM 72766Q105 692 54,700 SH   DFND 11 54,700 0 0
PLEXUS CORP COM 729132100 864 22,400 SH   DFND 1,5 22,400 0 0
PLUM CREEK TIMBER CO INC COM 729251108 2,317 58,651 SH   DFND 2 58,651 0 0
PLUM CREEK TIMBER CO INC COM 729251108 619 15,673 SH   DFND 3 15,673 0 0
PLY GEM HLDGS INC COM 72941W100 482 41,200 SH   DFND 1,5 0 0 41,200
PMC-SIERRA INC COM 69344F106 87,660 12,948,284 SH   DFND 1,5 0 0 12,948,284
PMC-SIERRA INC COM 69344F106 10,988 1,623,100 SH   DFND 1,9 0 0 1,623,100
PNC FINL SVCS GROUP INC COM 693475105 444,710 4,985,534 SH   DFND 1,5 66,368 0 4,919,166
PNC FINL SVCS GROUP INC COM 693475105 15,378 172,400 SH   DFND 2 172,400 0 0
PNC FINL SVCS GROUP INC COM 693475105 8,326 93,342 SH   DFND 3 93,342 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,279 25,548 SH   DFND 6 25,548 0 0
PNC FINL SVCS GROUP INC COM 693475105 13,473 151,039 SH   DFND 7 0 0 151,039
PNM RES INC COM 69349H107 27,917 995,266 SH   DFND 1,5 0 0 995,266
POINTS INTL LTD COM NEW 730843208 1,867 171,950 SH   DFND 6 171,950 0 0
POINTS INTL LTD COM NEW 730843208 408 37,531 SH   DFND 7 37,531 0 0
POLARIS INDS INC COM 731068102 327,167 2,729,350 SH   DFND 1,5 87 0 2,729,263
POLARIS INDS INC COM 731068102 22,569 188,280 SH   DFND 11 188,280 0 0
POLYCOM INC COM 73172K104 43,986 4,197,182 SH   DFND 1,5 80,000 0 4,117,182
POLYONE CORP COM 73179P106 123,049 4,193,888 SH   DFND 1,5 27,277 0 4,166,611
POOL CORPORATION COM 73278L105 107,672 1,489,240 SH   DFND 1,5 98,739 0 1,390,501
POPEYES LA KITCHEN INC COM 732872106 15,385 272,980 SH   DFND 1,5 980 0 272,000
POPULAR INC COM NEW 733174700 140,216 4,638,306 SH   DFND 1,5 147,100 0 4,491,206
PORTLAND GEN ELEC CO COM NEW 736508847 43,581 1,178,819 SH   DFND 1,5 0 0 1,178,819
PORTLAND GEN ELEC CO COM NEW 736508847 9,697 262,300 SH   DFND 6 262,300 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,503 67,700 SH   DFND 7 67,700 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 271,060 6,359,930 SH   DFND 1,5 45,600 0 6,314,330
PORTOLA PHARMACEUTICALS INC COM 737010108 200 4,700 SH   DFND 6 4,700 0 0
POST HLDGS INC COM 737446104 304,367 5,150,035 SH   DFND 1,5 180,707 0 4,969,328
POST PPTYS INC COM 737464107 130,373 2,236,619 SH   DFND 1,5 1,474,319 0 762,300
POTASH CORP SASK INC COM 73755L107 286,744 13,950,411 SH   DFND 1,5 235,391 0 13,715,020
POTASH CORP SASK INC COM 73755L107 16,210 788,646 SH   DFND 6 473,916 0 314,730
POTASH CORP SASK INC COM 73755L107 9,068 441,160 SH   DFND 7 360,060 0 81,100
POTASH CORP SASK INC COM 73755L107 31,184 1,517,118 SH   DFND 11 1,242,682 0 274,436
POTASH CORP SASK INC COM 73755L107 216 10,504 SH   DFND   10,504 0 0
POTLATCH CORP NEW COM 737630103 18,152 630,500 SH   DFND 1,5 400 0 630,100
POWELL INDS INC COM 739128106 36,120 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 8,287 196,514 SH   DFND 1,9 0 0 196,514
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 311 7,690 SH   DFND 3 7,690 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 9,334 91,727 SH   DFND 3 91,727 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 255 2,510 SH   DFND   2,510 0 0
POZEN INC COM 73941U102 1,595 273,270 SH   DFND 1,5 0 0 273,270
POZEN INC COM 73941U102 140 24,000 SH   DFND   24,000 0 0
PPG INDS INC COM 693506107 1,408,717 16,064,745 SH   DFND 1,5 722,030 0 15,342,715
PPG INDS INC COM 693506107 7,969 90,873 SH   DFND 2 90,873 0 0
PPG INDS INC COM 693506107 5,644 64,369 SH   DFND 3 64,369 0 0
PPG INDS INC COM 693506107 803 9,156 SH   DFND 6 9,156 0 0
PPG INDS INC COM 693506107 2,638 30,078 SH   DFND 7 17,440 0 12,638
PPG INDS INC COM 693506107 38,983 444,560 SH   DFND 11 444,560 0 0
PPL CORP COM 69351T106 708,475 21,540,727 SH   DFND 1,5 331,655 0 21,209,072
PPL CORP COM 69351T106 7,397 224,889 SH   DFND 2 224,889 0 0
PPL CORP COM 69351T106 9,412 286,159 SH   DFND 3 286,159 0 0
PPL CORP COM 69351T106 3,581 108,868 SH   DFND 6 108,868 0 0
PPL CORP COM 69351T106 3,761 114,350 SH   DFND 7 114,350 0 0
PRA GROUP INC COM 69354N106 46,892 886,100 SH   DFND 1,5 0 0 886,100
PRA HEALTH SCIENCES INC COM 69354M108 109,274 2,814,153 SH   DFND 1,5 4,400 0 2,809,753
PRAXAIR INC COM 74005P104 75,242 738,681 SH   DFND 1,5 81,060 0 657,621
PRAXAIR INC COM 74005P104 9,795 96,160 SH   DFND 2 96,160 0 0
PRAXAIR INC COM 74005P104 5,911 58,034 SH   DFND 3 58,034 0 0
PRAXAIR INC COM 74005P104 416 4,080 SH   DFND 6 4,080 0 0
PRAXAIR INC COM 74005P104 1,357 13,320 SH   DFND 7 13,320 0 0
PRECISION CASTPARTS CORP COM 740189105 205,513 894,663 SH   DFND 1,5 0 0 894,663
PRECISION CASTPARTS CORP COM 740189105 10,602 46,154 SH   DFND 2 46,154 0 0
PRECISION CASTPARTS CORP COM 740189105 9,270 40,354 SH   DFND 3 40,354 0 0
PRECISION CASTPARTS CORP COM 740189105 429,764 1,870,900 SH   DFND 11 1,870,900 0 0
PRECISION DRILLING CORP COM 2010 74022D308 6,129 1,655,600 SH   DFND 1,5 130,000 0 1,525,600
PRECISION DRILLING CORP COM 2010 74022D308 22,903 6,187,011 SH   DFND 11 6,187,011 0 0
PRECISION DRILLING CORP COM 2010 74022D308 42 11,301 SH   DFND   11,301 0 0
PREFORMED LINE PRODS CO COM 740444104 325 8,743 SH   DFND 1,5 8,743 0 0
PREFORMED LINE PRODS CO COM 740444104 2,646 71,222 SH   DFND 6 71,222 0 0
PREFORMED LINE PRODS CO COM 740444104 512 13,790 SH   DFND 7 13,790 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 13,620 991,300 SH   DFND 1,5 0 0 991,300
PRESBIA PLC SHS G7234P100 7,319 1,335,547 SH   DFND 1,5 263,576 0 1,071,971
PRESS GANEY HLDGS INC COM 74113L102 6,815 230,300 SH   DFND 1,5 300 0 230,000
PRESTIGE BRANDS HLDGS INC COM 74112D101 306,194 6,780,203 SH   DFND 1,5 418,037 0 6,362,166
PRETIUM RES INC COM 74139C102 6,752 1,115,138 SH   DFND 1,5 0 0 1,115,138
PRGX GLOBAL INC COM NEW 69357C503 154 40,736 SH   DFND 1,5 651 0 40,085
PRICE T ROWE GROUP INC COM 74144T108 66,546 957,500 SH   DFND 1,5 179,500 0 778,000
PRICE T ROWE GROUP INC COM 74144T108 5,977 86,003 SH   DFND 2 86,003 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,488 21,405 SH   DFND 3 21,405 0 0
PRICELINE GRP INC COM NEW 741503403 2,683,844 2,169,885 SH   DFND 1,5 138,430 0 2,031,455
PRICELINE GRP INC COM NEW 741503403 21,050 17,019 SH   DFND 2 17,019 0 0
PRICELINE GRP INC COM NEW 741503403 19,896 16,086 SH   DFND 3 16,086 0 0
PRICELINE GRP INC COM NEW 741503403 20,332 16,438 SH   DFND 6 16,438 0 0
PRICELINE GRP INC COM NEW 741503403 42,773 34,582 SH   DFND 7 30,169 0 4,413
PRICESMART INC COM 741511109 91,219 1,179,449 SH   DFND 1,5 18,929 0 1,160,520
PRICESMART INC COM 741511109 1,794 23,200 SH   DFND 7 23,200 0 0
PRIMERICA INC COM 74164M108 200,675 4,452,509 SH   DFND 1,5 40,600 0 4,411,909
PRIMERO MNG CORP COM 74164W106 5,320 2,275,500 SH   DFND 1,5 0 0 2,275,500
PRINCIPAL FINL GROUP INC COM 74251V102 335,797 7,093,311 SH   DFND 1,5 957 0 7,092,354
PRINCIPAL FINL GROUP INC COM 74251V102 4,356 92,012 SH   DFND 2 92,012 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,838 59,956 SH   DFND 3 59,956 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,097 44,300 SH   DFND 6 44,300 0 0
PRIVATEBANCORP INC COM 742962103 193,575 5,050,226 SH   DFND 1,5 1,010,600 0 4,039,626
PROASSURANCE CORP COM 74267C106 111,617 2,274,640 SH   DFND 1,5 0 0 2,274,640
PROCTER & GAMBLE CO COM 742718109 2,998,075 41,674,664 SH   DFND 1,5 1,342,729 0 40,331,935
PROCTER & GAMBLE CO COM 742718109 65,503 910,527 SH   DFND 2 910,527 0 0
PROCTER & GAMBLE CO COM 742718109 38,509 535,298 SH   DFND 3 535,298 0 0
PROCTER & GAMBLE CO COM 742718109 57,056 793,112 SH   DFND 6 610,456 0 182,656
PROCTER & GAMBLE CO COM 742718109 63,930 888,656 SH   DFND 7 214,208 0 674,448
PROCTER & GAMBLE CO COM 742718109 4,892 68,000 SH   DFND 11 68,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 30,500 5,332,151 SH   DFND 1,5 0 0 5,332,151
PROGRESS SOFTWARE CORP COM 743312100 56,759 2,197,414 SH   DFND 1,5 8,668 0 2,188,746
PROGRESS SOFTWARE CORP COM 743312100 6,109 236,500 SH   DFND 1,9 0 0 236,500
PROGRESS SOFTWARE CORP COM 743312100 3,742 144,871 SH   DFND 6 144,871 0 0
PROGRESS SOFTWARE CORP COM 743312100 5,945 230,165 SH   DFND 7 170,865 0 59,300
PROGRESSIVE CORP OHIO COM 743315103 131,732 4,299,351 SH   DFND 1,5 94,611 0 4,204,740
PROGRESSIVE CORP OHIO COM 743315103 6,026 196,680 SH   DFND 2 196,680 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,444 112,407 SH   DFND 3 112,407 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,218 83,877 SH   DFND 1,5 15,127 0 68,750
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,313 87,458 SH   DFND 6 64,458 0 23,000
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 396 14,970 SH   DFND 7 14,970 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 17,189 650,000 SH   DFND 11 650,000 0 0
PROLOGIS INC COM 74340W103 459,937 11,823,569 SH   DFND 1,5 6,788,662 0 5,034,907
PROLOGIS INC COM 74340W103 6,844 175,934 SH   DFND 2 175,934 0 0
PROLOGIS INC COM 74340W103 2,059 52,926 SH   DFND 3 52,926 0 0
PROLOGIS INC COM 74340W103 7,624 195,985 SH   DFND 6 195,985 0 0
PROLOGIS INC COM 74340W103 3,356 86,267 SH   DFND 7 8,500 0 77,767
PRONAI THERAPEUTICS INC COM 74346L101 92,238 4,495,015 SH   DFND 1,5 115,723 0 4,379,292
PRONAI THERAPEUTICS INC COM 74346L101 281 13,700 SH   DFND 6 13,700 0 0
PROOFPOINT INC COM 743424103 6,116 101,400 SH   DFND 11 101,400 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 32,925 2,259,801 SH   DFND 1,5 0 0 2,259,801
PROSPERITY BANCSHARES INC COM 743606105 208,031 4,236,021 SH   DFND 1,5 14,081 0 4,221,940
PROSPERITY BANCSHARES INC COM 743606105 4,854 98,848 SH   DFND 6 98,848 0 0
PROSPERITY BANCSHARES INC COM 743606105 2,074 42,230 SH   DFND 7 42,230 0 0
PROTEON THERAPEUTICS INC COM 74371L109 11,824 850,000 SH   DFND 1,5 0 0 850,000
PROTHENA CORP PLC SHS G72800108 213,225 4,702,797 SH   DFND 1,5 652,400 0 4,050,397
PROVIDENCE SVC CORP COM 743815102 49,107 1,126,831 SH   DFND 1,5 813 0 1,126,018
PROVIDENCE SVC CORP COM 743815102 25,493 584,975 SH   DFND 6 584,975 0 0
PROVIDENCE SVC CORP COM 743815102 2,888 66,270 SH   DFND 7 66,270 0 0
PRUDENTIAL FINL INC COM 744320102 245,252 3,218,102 SH   DFND 1,5 192,454 0 3,025,648
PRUDENTIAL FINL INC COM 744320102 11,537 151,387 SH   DFND 2 151,387 0 0
PRUDENTIAL FINL INC COM 744320102 6,398 83,952 SH   DFND 3 83,952 0 0
PRUDENTIAL FINL INC COM 744320102 3,765 49,407 SH   DFND 6 49,407 0 0
PTC INC COM 69370C100 121,184 3,818,030 SH   DFND 1,5 56,402 0 3,761,628
PTC INC COM 69370C100 6,348 200,000 SH   DFND 1,9 0 0 200,000
PTC THERAPEUTICS INC COM 69366J200 38,657 1,447,813 SH   DFND 1,5 2,200 0 1,445,613
PUBLIC STORAGE COM 74460D109 1,431,609 6,764,677 SH   DFND 1,5 2,726,932 0 4,037,745
PUBLIC STORAGE COM 74460D109 10,444 49,351 SH   DFND 2 49,351 0 0
PUBLIC STORAGE COM 74460D109 5,644 26,670 SH   DFND 3 26,670 0 0
PUBLIC STORAGE COM 74460D109 40,990 193,685 SH   DFND 6 193,685 0 0
PUBLIC STORAGE COM 74460D109 21,968 103,802 SH   DFND 7 30,060 0 73,742
PUBLIC STORAGE COM 74460D109 13,758 65,010 SH   DFND 11 65,010 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 224,602 5,327,365 SH   DFND 1,5 150 0 5,327,215
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,159 169,803 SH   DFND 2 169,803 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,916 45,447 SH   DFND 3 45,447 0 0
PULASKI FINL CORP COM 745548107 420 31,000 SH   DFND 1,5 31,000 0 0
PULTE GROUP INC COM 745867101 305,240 16,175,952 SH   DFND 1,5 337 0 16,175,615
PULTE GROUP INC COM 745867101 2,033 107,763 SH   DFND 2 107,763 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 365,238 4,846,573 SH   DFND 1,5 15,577 0 4,830,996
PVH CORP COM 693656100 256,672 2,517,869 SH   DFND 1,5 11,769 0 2,506,100
PVH CORP COM 693656100 2,824 27,707 SH   DFND 2 27,707 0 0
PVH CORP COM 693656100 327 3,209 SH   DFND 3 3,209 0 0
PVH CORP COM 693656100 23,835 233,816 SH   DFND 6 210,516 0 23,300
PVH CORP COM 693656100 30,295 297,180 SH   DFND 7 264,080 0 33,100
Q2 HLDGS INC COM 74736L109 10,546 426,600 SH   DFND 1,5 0 0 426,600
QEP RES INC COM 74733V100 65,432 5,222,000 SH   DFND 1,5 6,300 0 5,215,700
QEP RES INC COM 74733V100 1,232 98,296 SH   DFND 3 98,296 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 6,298 131,680 SH   DFND 1,9 0 0 131,680
QLIK TECHNOLOGIES INC COM 74733T105 234,778 6,441,103 SH   DFND 1,5 280,155 0 6,160,948
QLIK TECHNOLOGIES INC COM 74733T105 10,629 291,600 SH   DFND 1,9 0 0 291,600
QLIK TECHNOLOGIES INC COM 74733T105 51,946 1,425,141 SH   DFND 6 1,425,141 0 0
QLIK TECHNOLOGIES INC COM 74733T105 17,331 475,460 SH   DFND 7 424,860 0 50,600
QLOGIC CORP COM 747277101 28,118 2,743,200 SH   DFND 1,5 135,234 0 2,607,966
QORVO INC COM 74736K101 873,629 19,392,437 SH   DFND 1,5 181,263 0 19,211,174
QORVO INC COM 74736K101 57,930 1,285,906 SH   DFND 1,9 0 0 1,285,906
QORVO INC COM 74736K101 2,261 50,193 SH   DFND 2 50,193 0 0
QUAD / GRAPHICS INC COM CL A 747301109 218 18,000 SH   DFND 1,5 18,000 0 0
QUAKER CHEM CORP COM 747316107 4,564 59,210 SH   DFND 1,5 0 0 59,210
QUALCOMM INC COM 747525103 2,964,681 55,177,395 SH   DFND 1,5 1,588,491 0 53,588,904
QUALCOMM INC COM 747525103 176,707 3,288,800 SH   DFND 1,9 0 0 3,288,800
QUALCOMM INC COM 747525103 28,338 527,406 SH   DFND 2 527,406 0 0
QUALCOMM INC COM 747525103 16,182 301,176 SH   DFND 3 301,176 0 0
QUALCOMM INC COM 747525103 44,603 830,125 SH   DFND 6 610,715 0 219,410
QUALCOMM INC COM 747525103 139,842 2,602,686 SH   DFND 7 1,158,117 0 1,444,569
QUANTA SVCS INC COM 74762E102 32,270 1,332,900 SH   DFND 1,5 0 0 1,332,900
QUANTA SVCS INC COM 74762E102 1,659 68,530 SH   DFND 2 68,530 0 0
QUANTA SVCS INC COM 74762E102 636 26,263 SH   DFND 3 26,263 0 0
QUANTUM CORP COM DSSG 747906204 19,312 27,695,804 SH   DFND 1,5 875,957 0 26,819,847
QUEST DIAGNOSTICS INC COM 74834L100 43,748 711,700 SH   DFND 1,5 80,000 0 631,700
QUEST DIAGNOSTICS INC COM 74834L100 2,962 48,187 SH   DFND 2 48,187 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,784 45,290 SH   DFND 3 45,290 0 0
QUESTAR CORP COM 748356102 5,433 279,900 SH   DFND 1,5 0 0 279,900
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 501 7,200 SH   DFND 6 7,200 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 3,388 48,700 SH   DFND 7 48,700 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 19,685 654,652 SH   DFND 1,5 101,152 0 553,500
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 16,727 556,280 SH   DFND 1,9 0 0 556,280
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 3,022 100,500 SH   DFND 6 69,600 0 30,900
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 890 29,600 SH   DFND 7 29,600 0 0
RACKSPACE HOSTING INC COM 750086100 489,408 19,830,164 SH   DFND 1,5 1,107,128 0 18,723,036
RACKSPACE HOSTING INC COM 750086100 3,511 142,256 SH   DFND 1,9 0 0 142,256
RACKSPACE HOSTING INC COM 750086100 4,830 195,692 SH   DFND 6 195,692 0 0
RADIAN GROUP INC COM 750236101 294,914 18,536,396 SH   DFND 1,5 422,103 0 18,114,293
RADIAN GROUP INC COM 750236101 3,535 222,182 SH   DFND 6 222,182 0 0
RADIUS HEALTH INC COM NEW 750469207 366,551 5,288,571 SH   DFND 1,5 250 0 5,288,321
RADIUS HEALTH INC COM NEW 750469207 63,903 921,982 SH   DFND 6 921,982 0 0
RADIUS HEALTH INC COM NEW 750469207 10,812 155,990 SH   DFND 7 125,590 0 30,400
RADWARE LTD ORD M81873107 14,296 879,197 SH   DFND 1,5 0 0 879,197
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 39,794 47,800,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 279 56,200 SH   DFND 7 34,100 0 22,100
RALPH LAUREN CORP CL A 751212101 98,131 830,495 SH   DFND 1,5 553 0 829,942
RALPH LAUREN CORP CL A 751212101 2,371 20,062 SH   DFND 2 20,062 0 0
RALPH LAUREN CORP CL A 751212101 858 7,262 SH   DFND 3 7,262 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 6,414 5,500,000 PRN   DFND 1,5 0 0 0
RAMBUS INC DEL COM 750917106 111,044 9,410,500 SH   DFND 1,5 1,903,400 0 7,507,100
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 169,394 11,285,407 SH   DFND 1,5 3,578,740 0 7,706,667
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 6,141 409,100 SH   DFND 6 409,100 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,691 179,258 SH   DFND 7 17,758 0 161,500
RANDGOLD RES LTD ADR 752344309 74,759 1,265,175 SH   DFND 1,5 0 0 1,265,175
RANDGOLD RES LTD ADR 752344309 58,171 984,440 SH   DFND 11 984,440 0 0
RANGE RES CORP COM 75281A109 36,938 1,150,002 SH   DFND 1,5 17,702 0 1,132,300
RANGE RES CORP COM 75281A109 1,826 56,850 SH   DFND 2 56,850 0 0
RAPID7 INC COM 753422104 12,010 527,900 SH   DFND 1,5 65,882 0 462,018
RAPID7 INC COM 753422104 275 12,100 SH   DFND 1,9 0 0 12,100
RAPTOR PHARMACEUTICAL CORP COM 75382F106 21,832 3,608,530 SH   DFND 1,5 0 0 3,608,530
RAYMOND JAMES FINANCIAL INC COM 754730109 177,629 3,579,073 SH   DFND 1,5 112 0 3,578,961
RAYMOND JAMES FINANCIAL INC COM 754730109 7,671 154,557 SH   DFND 6 154,557 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 18,461 371,972 SH   DFND 7 330,172 0 41,800
RAYONIER INC COM 754907103 2,657 120,400 SH   DFND 1,5 0 0 120,400
RAYTHEON CO COM NEW 755111507 485,363 4,442,277 SH   DFND 1,5 51,621 0 4,390,656
RAYTHEON CO COM NEW 755111507 11,133 101,892 SH   DFND 2 101,892 0 0
RAYTHEON CO COM NEW 755111507 12,870 117,790 SH   DFND 3 117,790 0 0
RAYTHEON CO COM NEW 755111507 1,395 12,771 SH   DFND 6 12,771 0 0
REACHLOCAL INC COM 75525F104 31 14,600 SH   DFND 1,9 0 0 14,600
REAL IND INC COM 75601W104 2,512 284,800 SH   DFND 6 284,800 0 0
REAL IND INC COM 75601W104 647 73,400 SH   DFND 7 73,400 0 0
REALD INC COM 75604L105 13,044 1,357,344 SH   DFND 1,5 38,464 0 1,318,880
REALOGY HLDGS CORP COM 75605Y106 417,424 11,092,846 SH   DFND 1,5 334,691 0 10,758,155
REALPAGE INC COM 75606N109 21,182 1,274,501 SH   DFND 1,5 28,200 0 1,246,301
REALPAGE INC COM 75606N109 16,620 1,000,000 SH   DFND 1,9 0 0 1,000,000
REALTY INCOME CORP COM 756109104 3,736 78,839 SH   DFND 2 78,839 0 0
REALTY INCOME CORP COM 756109104 796 16,797 SH   DFND 3 16,797 0 0
RED HAT INC COM 756577102 984,701 13,699,234 SH   DFND 1,5 1,940,517 0 11,758,717
RED HAT INC COM 756577102 6,390 88,900 SH   DFND 1,9 0 0 88,900
RED HAT INC COM 756577102 4,427 61,590 SH   DFND 2 61,590 0 0
RED HAT INC COM 756577102 673 9,362 SH   DFND 3 9,362 0 0
RED HAT INC COM 756577102 1,538 21,400 SH   DFND 6 21,400 0 0
RED HAT INC COM 756577102 15,562 216,500 SH   DFND 11 216,500 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,751 23,118 SH   DFND 1,5 0 0 23,118
REDWOOD TR INC COM 758075402 46,396 3,352,286 SH   DFND 1,5 0 0 3,352,286
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 16,549 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 14,241 1,028,990 SH   DFND 6 1,028,990 0 0
REDWOOD TR INC COM 758075402 7,577 547,460 SH   DFND 7 440,960 0 106,500
REGAL BELOIT CORP COM 758750103 74,683 1,322,990 SH   DFND 1,5 9,300 0 1,313,690
REGAL BELOIT CORP COM 758750103 2,032 36,000 SH   DFND 6 36,000 0 0
REGAL BELOIT CORP COM 758750103 2,473 43,800 SH   DFND 7 33,700 0 10,100
REGAL ENTMT GROUP CL A 758766109 8,194 438,400 SH   DFND 1,5 0 0 438,400
REGAL ENTMT GROUP CL A 758766109 1,056 56,500 SH   DFND 7 3,300 0 53,200
REGENERON PHARMACEUTICALS COM 75886F107 2,583,088 5,553,355 SH   DFND 1,5 554,355 0 4,999,000
REGENERON PHARMACEUTICALS COM 75886F107 12,072 25,954 SH   DFND 2 25,954 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,657 10,012 SH   DFND 3 10,012 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,628 20,700 SH   DFND 6 20,700 0 0
REGENXBIO INC COM 75901B107 43,812 1,988,750 SH   DFND 1,5 800 0 1,987,950
REGENXBIO INC COM 75901B107 23,921 1,085,816 SH   DFND 4 1,085,816 0 0
REGIONAL MGMT CORP COM 75902K106 2,310 149,058 SH   DFND 6 149,058 0 0
REGIONAL MGMT CORP COM 75902K106 546 35,196 SH   DFND 7 35,196 0 0
REGIONS FINL CORP NEW COM 7591EP100 933,834 103,644,204 SH   DFND 1,5 2,297,904 0 101,346,300
REGIONS FINL CORP NEW COM 7591EP100 4,007 444,732 SH   DFND 2 444,732 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,626 180,501 SH   DFND 3 180,501 0 0
REGIONS FINL CORP NEW COM 7591EP100 20,986 2,329,180 SH   DFND 6 2,174,710 0 154,470
REGIONS FINL CORP NEW COM 7591EP100 44,340 4,921,149 SH   DFND 7 4,921,149 0 0
REGIONS FINL CORP NEW COM 7591EP100 66,027 7,328,200 SH   DFND 11 7,328,200 0 0
REGULUS THERAPEUTICS INC COM 75915K101 50,933 7,787,929 SH   DFND 1,5 1,059,138 0 6,728,791
REINSURANCE GROUP AMER INC COM NEW 759351604 303,878 3,354,437 SH   DFND 1,5 2,600 0 3,351,837
REINSURANCE GROUP AMER INC COM NEW 759351604 84,594 933,809 SH   DFND 6 933,809 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 25,186 278,020 SH   DFND 7 243,320 0 34,700
RELIANCE STEEL & ALUMINUM CO COM 759509102 12,961 239,974 SH   DFND 1,5 129 0 239,845
RELYPSA INC COM 759531106 22,760 1,229,600 SH   DFND 1,5 9,700 0 1,219,900
REMY INTL INC NEW COM 75971M108 19,934 681,507 SH   DFND 1,5 0 0 681,507
REMY INTL INC NEW COM 75971M108 96,145 3,287,000 SH   DFND 11 3,287,000 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 329,592 3,100,000 SH   DFND 1,5 253,100 0 2,846,900
RENREN INC SPONSORED ADR 759892102 2,488 802,500 SH   DFND 1,9 0 0 802,500
RENT A CTR INC NEW COM 76009N100 133,375 5,500,000 SH   DFND 1,5 0 0 5,500,000
REPLIGEN CORP COM 759916109 72,590 2,606,473 SH   DFND 1,5 742 0 2,605,731
REPROS THERAPEUTICS INC COM NEW 76028H209 27,056 3,641,425 SH   DFND 1,5 0 0 3,641,425
REPUBLIC AWYS HLDGS INC COM 760276105 7,439 1,287,100 SH   DFND 1,5 0 0 1,287,100
REPUBLIC SVCS INC COM 760759100 58,025 1,408,377 SH   DFND 1,5 165,488 0 1,242,889
REPUBLIC SVCS INC COM 760759100 3,330 80,814 SH   DFND 2 80,814 0 0
REPUBLIC SVCS INC COM 760759100 1,299 31,527 SH   DFND 3 31,527 0 0
REPUBLIC SVCS INC COM 760759100 2,220 53,890 SH   DFND 6 53,890 0 0
RESEARCH FRONTIERS INC COM 760911107 1,442 284,350 SH   DFND 1,5 0 0 284,350
RESMED INC COM 761152107 195,951 3,845,184 SH   DFND 1,5 51,100 0 3,794,084
RESMED INC COM 761152107 2,008 39,400 SH   DFND 7 39,400 0 0
RESMED INC COM 761152107 17,084 335,240 SH   DFND 11 335,240 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,935 4,300,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 16,839 18,000,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 32,916 2,184,184 SH   DFND 1,5 74,700 0 2,109,484
RESTAURANT BRANDS INTL INC COM 76131D103 479 13,300 SH   DFND 6 0 0 13,300
RESTAURANT BRANDS INTL INC COM 76131D103 794 22,063 SH   DFND 7 22,063 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 490,172 13,616,467 SH   DFND 11 13,061,648 0 554,819
RESTAURANT BRANDS INTL INC COM 76131D103 1,048 29,101 SH   DFND   29,101 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 554,193 5,939,266 SH   DFND 1,5 603,683 0 5,335,583
RESTORATION HARDWARE HLDGS I COM 761283100 8,482 90,901 SH   DFND 6 90,901 0 0
RETAIL PPTYS AMER INC CL A 76131V202 39,509 2,804,076 SH   DFND 1,5 147,826 0 2,656,250
RETAIL PPTYS AMER INC CL A 76131V202 1,617 114,759 SH   DFND 3 114,759 0 0
RETAIL PPTYS AMER INC CL A 76131V202 462 32,765 SH   DFND 6 32,765 0 0
RETROPHIN INC COM 761299106 12,316 607,900 SH   DFND 1,5 300 0 607,600
REVLON INC CL A NEW 761525609 43,751 1,485,600 SH   DFND 1,5 3,800 0 1,481,800
REXNORD CORP NEW COM 76169B102 116,996 6,890,216 SH   DFND 1,5 0 0 6,890,216
REXNORD CORP NEW COM 76169B102 1,058 62,300 SH   DFND 6 62,300 0 0
REYNOLDS AMERICAN INC COM 761713106 735,231 16,607,884 SH   DFND 1,5 318,381 0 16,289,503
REYNOLDS AMERICAN INC COM 761713106 12,317 278,230 SH   DFND 2 278,230 0 0
REYNOLDS AMERICAN INC COM 761713106 12,840 290,035 SH   DFND 3 290,035 0 0
REYNOLDS AMERICAN INC COM 761713106 28,935 653,604 SH   DFND 6 635,004 0 18,600
REYNOLDS AMERICAN INC COM 761713106 75,497 1,705,370 SH   DFND 7 1,546,570 0 158,800
RICE ENERGY INC COM 762760106 30,468 1,885,414 SH   DFND 1,5 0 0 1,885,414
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 9,199 690,600 SH   DFND 1,5 0 0 690,600
RICHMONT MINES INC COM 76547T106 120 42,800 SH   DFND 1,5 0 0 42,800
RIGEL PHARMACEUTICALS INC COM NEW 766559603 32,791 13,275,627 SH   DFND 1,5 1,536,416 0 11,739,211
RIGHTSIDE GROUP LTD COM 76658B100 2,217 289,090 SH   DFND 1,5 47,896 0 241,194
RIGNET INC COM 766582100 1,443 56,600 SH   DFND 1,5 0 0 56,600
RIGNET INC COM 766582100 5,766 226,130 SH   DFND 6 226,130 0 0
RIGNET INC COM 766582100 1,498 58,750 SH   DFND 7 58,750 0 0
RINGCENTRAL INC CL A 76680R206 16,903 931,300 SH   DFND 1,5 0 0 931,300
RINGCENTRAL INC CL A 76680R206 15,293 842,600 SH   DFND 1,9 0 0 842,600
RIO TINTO PLC SPONSORED ADR 767204100 1,180 34,900 SH   DFND 1,5 0 0 34,900
RITE AID CORP COM 767754104 14,014 2,308,800 SH   DFND 1,5 11,100 0 2,297,700
RITE AID CORP COM 767754104 125 20,523 SH   DFND 3 20,523 0 0
RITE AID CORP COM 767754104 7,229 1,190,870 SH   DFND 6 1,190,870 0 0
RITE AID CORP COM 767754104 3,475 572,570 SH   DFND 7 572,570 0 0
RLI CORP COM 749607107 21,155 395,200 SH   DFND 1,5 9,200 0 386,000
RLJ LODGING TR COM 74965L101 192,902 7,633,648 SH   DFND 1,5 3,086,848 0 4,546,800
RLJ LODGING TR COM 74965L101 25,791 1,020,600 SH   DFND 6 1,020,600 0 0
RLJ LODGING TR COM 74965L101 11,334 448,500 SH   DFND 7 45,500 0 403,000
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 15,807 859,050 SH   DFND 1,5 53,650 0 805,400
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 13,014 707,306 SH   DFND 6 707,306 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,796 97,600 SH   DFND 7 97,600 0 0
ROBERT HALF INTL INC COM 770323103 186,761 3,650,534 SH   DFND 1,5 156,549 0 3,493,985
ROBERT HALF INTL INC COM 770323103 2,310 45,148 SH   DFND 2 45,148 0 0
ROBERT HALF INTL INC COM 770323103 477 9,323 SH   DFND 3 9,323 0 0
ROBERT HALF INTL INC COM 770323103 4,627 90,444 SH   DFND 7 90,444 0 0
ROCKWELL AUTOMATION INC COM 773903109 196,332 1,934,877 SH   DFND 1,5 274,119 0 1,660,758
ROCKWELL AUTOMATION INC COM 773903109 4,568 45,015 SH   DFND 2 45,015 0 0
ROCKWELL AUTOMATION INC COM 773903109 641 6,314 SH   DFND 3 6,314 0 0
ROCKWELL COLLINS INC COM 774341101 206,304 2,520,821 SH   DFND 1,5 5,600 0 2,515,221
ROCKWELL COLLINS INC COM 774341101 3,620 44,231 SH   DFND 2 44,231 0 0
ROCKWELL COLLINS INC COM 774341101 1,499 18,311 SH   DFND 3 18,311 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,310 472,019 SH   DFND 1,5 62,137 0 409,882
ROGERS COMMUNICATIONS INC CL B 775109200 58,246 1,690,506 SH   DFND 1,5 16 0 1,690,490
ROGERS COMMUNICATIONS INC CL B 775109200 16,336 474,133 SH   DFND 6 288,067 0 186,066
ROGERS COMMUNICATIONS INC CL B 775109200 14,312 415,398 SH   DFND 7 373,798 0 41,600
ROGERS COMMUNICATIONS INC CL B 775109200 722,113 20,958,250 SH   DFND 11 19,636,650 0 1,321,600
ROGERS CORP COM 775133101 776 14,600 SH   DFND 1,5 0 0 14,600
ROPER TECHNOLOGIES INC COM 776696106 1,121,589 7,157,557 SH   DFND 1,5 1,872 0 7,155,685
ROPER TECHNOLOGIES INC COM 776696106 5,295 33,791 SH   DFND 2 33,791 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,991 12,703 SH   DFND 3 12,703 0 0
ROPER TECHNOLOGIES INC COM 776696106 399 2,544 SH   DFND 6 2,544 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,695 17,200 SH   DFND 7 17,200 0 0
ROSS STORES INC COM 778296103 1,372,780 28,322,268 SH   DFND 1,5 1,639,394 0 26,682,874
ROSS STORES INC COM 778296103 6,732 138,897 SH   DFND 2 138,897 0 0
ROSS STORES INC COM 778296103 1,677 34,596 SH   DFND 3 34,596 0 0
ROSS STORES INC COM 778296103 3,367 69,466 SH   DFND 6 69,466 0 0
ROSS STORES INC COM 778296103 4,294 88,600 SH   DFND 7 88,600 0 0
ROUSE PPTYS INC COM 779287101 135,390 8,690,000 SH   DFND 1,5 0 0 8,690,000
ROVI CORP COM 779376102 28,365 2,704,033 SH   DFND 1,5 59,463 0 2,644,570
ROVI CORP COM 779376102 22,719 2,165,787 SH   DFND 6 2,165,787 0 0
ROVI CORP COM 779376102 825 78,630 SH   DFND 7 78,630 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 7,355 455,422 SH   DFND 1,5 122 0 455,300
ROYAL BK CDA MONTREAL QUE COM 780087102 120,636 2,181,709 SH   DFND 1,5 179 0 2,181,530
ROYAL BK CDA MONTREAL QUE COM 780087102 13,647 246,800 SH   DFND 1,9 0 0 246,800
ROYAL BK CDA MONTREAL QUE COM 780087102 47,694 862,560 SH   DFND 6 449,960 0 412,600
ROYAL BK CDA MONTREAL QUE COM 780087102 35,780 647,091 SH   DFND 7 560,391 0 86,700
ROYAL BK CDA MONTREAL QUE COM 780087102 1,252,153 22,645,324 SH   DFND 11 19,167,680 0 3,477,644
ROYAL BK CDA MONTREAL QUE COM 780087102 2,318 41,913 SH   DFND   41,913 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 299 3,353 SH   DFND 1,5 453 0 2,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,130 57,586 SH   DFND 2 57,586 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 230 2,578 SH   DFND 3 2,578 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 624,638 13,180,804 SH   DFND 2 13,180,804 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,997 42,133 SH   DFND 3 42,133 0 0
ROYAL GOLD INC COM 780287108 34,534 735,073 SH   DFND 1,5 0 0 735,073
RPC INC COM 749660106 221 25,000 SH   DFND 1,5 0 0 25,000
RPC INC COM 749660106 2,988 337,600 SH   DFND 6 337,600 0 0
RPC INC COM 749660106 768 86,800 SH   DFND 7 86,800 0 0
RPM INTL INC COM 749685103 6,617 157,950 SH   DFND 1,5 12,750 0 145,200
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,173 1,950,000 PRN   DFND 1,5 0 0 0
RSP PERMIAN INC COM 74978Q105 17,907 884,300 SH   DFND 1,5 0 0 884,300
RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 25 25,000 PRN   DFND   0 0 0
RTI SURGICAL INC COM 74975N105 870 153,162 SH   DFND 7 91,400 0 61,762
RUBICON MINERALS CORP COM 780911103 3,868 5,376,402 SH   DFND 1,5 0 0 5,376,402
RUBICON TECHNOLOGY INC COM 78112T107 3,234 3,139,517 SH   DFND 1,9 0 0 3,139,517
RUBY TUESDAY INC COM 781182100 13,848 2,230,000 SH   DFND 1,5 170,000 0 2,060,000
RUCKUS WIRELESS INC COM 781220108 14,105 1,187,320 SH   DFND 1,5 0 0 1,187,320
RUCKUS WIRELESS INC COM 781220108 9,400 791,230 SH   DFND 6 791,230 0 0
RUCKUS WIRELESS INC COM 781220108 5,441 457,960 SH   DFND 7 373,960 0 84,000
RUSH ENTERPRISES INC CL A 781846209 27,918 1,153,626 SH   DFND 1,5 99,026 0 1,054,600
RUTHS HOSPITALITY GROUP INC COM 783332109 73,198 4,507,272 SH   DFND 1,5 0 0 4,507,272
RUTHS HOSPITALITY GROUP INC COM 783332109 10,347 637,130 SH   DFND 6 637,130 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,227 137,112 SH   DFND 7 137,112 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 1,169,927 14,941,591 SH   DFND 1,5 965,856 0 13,975,735
RYANAIR HLDGS PLC SPONSORED ADR 783513104 11,768 150,300 SH   DFND 1,10 0 0 150,300
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,039 89,900 SH   DFND 6 42,600 0 47,300
RYANAIR HLDGS PLC SPONSORED ADR 783513104 2,870 36,650 SH   DFND 7 19,050 0 17,600
RYDER SYS INC COM 783549108 1,327 17,916 SH   DFND 2 17,916 0 0
RYDER SYS INC COM 783549108 1,932 26,100 SH   DFND 6 26,100 0 0
RYDER SYS INC COM 783549108 4,508 60,890 SH   DFND 7 30,390 0 30,500
RYLAND GROUP INC COM 783764103 8,254 202,150 SH   DFND 1,5 350 0 201,800
RYLAND GROUP INC COM 783764103 4,107 100,600 SH   DFND 6 100,600 0 0
RYLAND GROUP INC COM 783764103 6,597 161,570 SH   DFND 7 110,770 0 50,800
SABRA HEALTH CARE REIT INC COM 78573L106 186,995 8,067,083 SH   DFND 1,5 175,771 0 7,891,312
SABRA HEALTH CARE REIT INC COM 78573L106 30,882 1,332,257 SH   DFND 6 1,332,257 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,594 370,765 SH   DFND 7 96,200 0 274,565
SABRE CORP COM 78573M104 225,676 8,303,022 SH   DFND 1,5 11,200 0 8,291,822
SABRE CORP COM 78573M104 1,335 49,100 SH   DFND 6 49,100 0 0
SAEXPLORATION HLDGS INC COM 78636X105 6,342 2,366,307 SH   DFND 1,5 0 0 2,366,307
SAGA COMMUNICATIONS INC CL A NEW 786598300 15,592 463,900 SH   DFND 1,5 40,300 0 423,600
SAGE THERAPEUTICS INC COM 78667J108 182,907 4,321,989 SH   DFND 1,5 370,082 0 3,951,907
SAGENT PHARMACEUTICALS INC COM 786692103 2,998 195,570 SH   DFND 6 195,570 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 779 50,790 SH   DFND 7 50,790 0 0
SAIA INC COM 78709Y105 38,674 1,249,578 SH   DFND 1,5 0 0 1,249,578
SALESFORCE COM INC COM 79466L302 6,461,434 93,064,002 SH   DFND 1,5 9,394,582 0 83,669,420
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 19,098 15,590,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 111,607 1,607,480 SH   DFND 1,9 0 0 1,607,480
SALESFORCE COM INC COM 79466L302 14,459 208,250 SH   DFND 2 208,250 0 0
SALESFORCE COM INC COM 79466L302 5,404 77,837 SH   DFND 3 77,837 0 0
SALESFORCE COM INC COM 79466L302 35,065 505,035 SH   DFND 6 505,035 0 0
SALESFORCE COM INC COM 79466L302 55,589 800,642 SH   DFND 7 684,990 0 115,652
SALLY BEAUTY HLDGS INC COM 79546E104 155,336 6,540,450 SH   DFND 1,5 176,100 0 6,364,350
SALLY BEAUTY HLDGS INC COM 79546E104 677 28,500 SH   DFND 6 28,500 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 898 37,800 SH   DFND 7 2,000 0 35,800
SANDERSON FARMS INC COM 800013104 34,692 505,938 SH   DFND 1,5 37,538 0 468,400
SANDERSON FARMS INC COM 800013104 569 8,300 SH   DFND 6 8,300 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 22,653 18,250,000 PRN   DFND 1,5 0 0 0
SANDISK CORP COM 80004C101 285,905 5,262,382 SH   DFND 1,5 184,382 0 5,078,000
SANDISK CORP COM 80004C101 733 13,500 SH   DFND 1,9 0 0 13,500
SANDISK CORP COM 80004C101 3,728 68,624 SH   DFND 2 68,624 0 0
SANDISK CORP COM 80004C101 1,310 24,116 SH   DFND 3 24,116 0 0
SANDISK CORP COM 80004C101 255 4,700 SH   DFND 6 4,700 0 0
SANDY SPRING BANCORP INC COM 800363103 348 13,289 SH   DFND 3 13,289 0 0
SANGAMO BIOSCIENCES INC COM 800677106 25,322 4,489,783 SH   DFND 1,5 0 0 4,489,783
SANOFI SPONSORED ADR 80105N105 565,195 11,906,352 SH   DFND 1,5 6,308 0 11,900,044
SANOFI SPONSORED ADR 80105N105 2,146 45,198 SH   DFND 3 45,198 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 93,840 4,595,472 SH   DFND 1,5 305,687 0 4,289,785
SAPIENS INTL CORP N V SHS NEW N7716A151 293 26,281 SH   DFND 1,5 0 0 26,281
SAREPTA THERAPEUTICS INC COM 803607100 66,667 2,076,212 SH   DFND 1,5 0 0 2,076,212
SBA COMMUNICATIONS CORP COM 78388J106 84,593 807,652 SH   DFND 1,5 764 0 806,888
SBA COMMUNICATIONS CORP COM 78388J106 9,454 90,260 SH   DFND 6 68,560 0 21,700
SBA COMMUNICATIONS CORP COM 78388J106 20,948 199,999 SH   DFND 7 147,299 0 52,700
SCANA CORP NEW COM 80589M102 2,699 47,973 SH   DFND 2 47,973 0 0
SCANA CORP NEW COM 80589M102 1,400 24,884 SH   DFND 3 24,884 0 0
SCANSOURCE INC COM 806037107 112,568 3,174,500 SH   DFND 1,5 895,900 0 2,278,600
SCHEIN HENRY INC COM 806407102 1,012,616 7,629,715 SH   DFND 1,5 290,140 0 7,339,575
SCHEIN HENRY INC COM 806407102 3,715 27,994 SH   DFND 2 27,994 0 0
SCHEIN HENRY INC COM 806407102 838 6,312 SH   DFND 3 6,312 0 0
SCHEIN HENRY INC COM 806407102 670 5,045 SH   DFND 6 5,045 0 0
SCHEIN HENRY INC COM 806407102 4,406 33,200 SH   DFND 7 33,200 0 0
SCHLUMBERGER LTD COM 806857108 1,993,944 28,910,310 SH   DFND 1,5 504,485 0 28,405,825
SCHLUMBERGER LTD COM 806857108 29,297 424,774 SH   DFND 2 424,774 0 0
SCHLUMBERGER LTD COM 806857108 12,322 178,655 SH   DFND 3 178,655 0 0
SCHLUMBERGER LTD COM 806857108 32,449 470,478 SH   DFND 6 423,578 0 46,900
SCHLUMBERGER LTD COM 806857108 101,253 1,468,076 SH   DFND 7 1,175,136 0 292,940
SCHLUMBERGER LTD COM 806857108 20,256 293,700 SH   DFND 11 293,700 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,020,820 35,743,006 SH   DFND 1,5 3,253,757 0 32,489,249
SCHWAB CHARLES CORP NEW COM 808513105 11,477 401,871 SH   DFND 2 401,871 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,586 90,533 SH   DFND 3 90,533 0 0
SCHWAB CHARLES CORP NEW COM 808513105 5,427 190,024 SH   DFND 6 190,024 0 0
SCHWAB CHARLES CORP NEW COM 808513105 11,992 419,885 SH   DFND 7 0 0 419,885
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 7,881 175,487 SH   DFND 3 175,487 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 22,052 641,425 SH   DFND 1,5 39 0 641,386
SCIENCE APPLICATNS INTL CP N COM 808625107 79,934 1,987,911 SH   DFND 1,5 55,811 0 1,932,100
SCIENCE APPLICATNS INTL CP N COM 808625107 1,620 40,290 SH   DFND 6 40,290 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,351 129,295 SH   DFND 1,5 0 0 129,295
SCIQUEST INC NEW COM 80908T101 4,129 412,857 SH   DFND 1,5 0 0 412,857
SCIQUEST INC NEW COM 80908T101 8,875 887,530 SH   DFND 1,9 0 0 887,530
SCORPIO TANKERS INC SHS Y7542C106 24,588 2,681,382 SH   DFND 1,5 222,849 0 2,458,533
SCOTTS MIRACLE GRO CO CL A 810186106 15,004 246,688 SH   DFND 1,5 0 0 246,688
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 104,970 2,133,980 SH   DFND 1,5 0 0 2,133,980
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,555 31,620 SH   DFND 2 31,620 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 842 17,111 SH   DFND 3 17,111 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,225 24,900 SH   DFND 6 24,900 0 0
SCYNEXIS INC COM 811292101 13,258 1,821,100 SH   DFND 1,5 0 0 1,821,100
SEABOARD CORP COM 811543107 194,476 63,162 SH   DFND 1,5 16,874 0 46,288
SEABRIDGE GOLD INC COM 811916105 4,186 721,667 SH   DFND 1,5 0 0 721,667
SEACHANGE INTL INC COM 811699107 7,067 1,121,712 SH   DFND 11 1,121,712 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 5,565 7,000,000 PRN   DFND 1,5 0 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,610,924 35,958,117 SH   DFND 1,5 2,637,364 0 33,320,753
SEAGATE TECHNOLOGY PLC SHS G7945M107 55,046 1,228,700 SH   DFND 1,9 0 0 1,228,700
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,542 101,384 SH   DFND 2 101,384 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,179 26,310 SH   DFND 3 26,310 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 11,031 246,219 SH   DFND 6 189,919 0 56,300
SEAGATE TECHNOLOGY PLC SHS G7945M107 14,167 316,220 SH   DFND 7 175,420 0 140,800
SEALED AIR CORP NEW COM 81211K100 353,233 7,534,829 SH   DFND 1,5 276,797 0 7,258,032
SEALED AIR CORP NEW COM 81211K100 3,239 69,095 SH   DFND 2 69,095 0 0
SEALED AIR CORP NEW COM 81211K100 563 12,007 SH   DFND 3 12,007 0 0
SEALED AIR CORP NEW COM 81211K100 1,097 23,400 SH   DFND 6 23,400 0 0
SEASPINE HLDGS CORP COM 81255T108 2,084 128,620 SH   DFND 1,5 22,340 0 106,280
SEATTLE GENETICS INC COM 812578102 661,255 17,148,725 SH   DFND 1,5 2,096,400 0 15,052,325
SEATTLE GENETICS INC COM 812578102 551 14,300 SH   DFND 6 14,300 0 0
SEI INVESTMENTS CO COM 784117103 6,033 125,097 SH   DFND 3 125,097 0 0
SELECT COMFORT CORP COM 81616X103 58,529 2,675,000 SH   DFND 1,5 80,300 0 2,594,700
SELECT INCOME REIT COM SH BEN INT 81618T100 36,826 1,937,182 SH   DFND 1,5 1,422,316 0 514,866
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,237 36,546 SH   DFND 1,5 8,128 0 28,418
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 824 20,629 SH   DFND 1,5 5,729 0 14,900
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 4,987 126,241 SH   DFND 1,5 38,441 0 87,800
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,241 143,024 SH   DFND 1,5 47,024 0 96,000
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 799 18,446 SH   DFND 1,5 5,146 0 13,300
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,414 51,552 SH   DFND 1,5 16,252 0 35,300
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,199 46,595 SH   DFND 1,5 14,395 0 32,200
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,232 43,517 SH   DFND 1,5 13,517 0 30,000
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,002 40,130 SH   DFND 1,5 13,230 0 26,900
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,089 16,436 SH   DFND 3 16,436 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 866 20,012 SH   DFND 3 20,012 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 963 24,390 SH   DFND 3 24,390 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 875 11,779 SH   DFND 3 11,779 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 950,881 41,962,972 SH   DFND 3 41,962,972 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 450 9,019 SH   DFND 3 9,019 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 232 3,789 SH   DFND 3 3,789 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 918 19,450 SH   DFND 3 19,450 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,126 34,740 SH   DFND 7 34,740 0 0
SELECTIVE INS GROUP INC COM 816300107 742 23,900 SH   DFND 1,5 0 0 23,900
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 449 100,000 SH   DFND 1,9 0 0 100,000
SEMPRA ENERGY COM 816851109 634,998 6,565,318 SH   DFND 1,5 26 0 6,565,292
SEMPRA ENERGY COM 816851109 7,646 79,057 SH   DFND 2 79,057 0 0
SEMPRA ENERGY COM 816851109 5,808 60,045 SH   DFND 3 60,045 0 0
SEMPRA ENERGY COM 816851109 545 5,630 SH   DFND 6 5,630 0 0
SEMPRA ENERGY COM 816851109 3,683 38,080 SH   DFND 7 38,080 0 0
SEMTECH CORP COM 816850101 130,548 8,645,590 SH   DFND 1,5 21,720 0 8,623,870
SEMTECH CORP COM 816850101 18,426 1,220,280 SH   DFND 1,9 0 0 1,220,280
SENIOR HSG PPTYS TR SH BEN INT 81721M109 95,891 5,919,200 SH   DFND 1,5 120,200 0 5,799,000
SENIOR HSG PPTYS TR SH BEN INT 81721M109 15,576 961,500 SH   DFND 6 885,500 0 76,000
SENIOR HSG PPTYS TR SH BEN INT 81721M109 7,476 461,477 SH   DFND 7 159,330 0 302,147
SENOMYX INC COM 81724Q107 2,687 602,408 SH   DFND 1,5 0 0 602,408
SENSIENT TECHNOLOGIES CORP COM 81725T100 60,418 985,606 SH   DFND 1,5 0 0 985,606
SERES THERAPEUTICS INC COM 81750R102 154,592 5,215,633 SH   DFND 1,5 382,678 0 4,832,955
SERES THERAPEUTICS INC COM 81750R102 12,808 432,134 SH   DFND 6 398,934 0 33,200
SERES THERAPEUTICS INC COM 81750R102 5,833 196,779 SH   DFND 7 111,551 0 85,228
SERVICE CORP INTL COM 817565104 690,318 25,472,998 SH   DFND 1,5 56,400 0 25,416,598
SERVICE CORP INTL COM 817565104 64,275 2,371,768 SH   DFND 6 2,371,768 0 0
SERVICE CORP INTL COM 817565104 8,596 317,210 SH   DFND 7 317,210 0 0
SERVICE CORP INTL COM 817565104 51,314 1,893,500 SH   DFND 11 1,893,500 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 270,271 8,055,762 SH   DFND 1,5 5,012 0 8,050,750
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 12,146 362,030 SH   DFND 6 362,030 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5,423 161,630 SH   DFND 7 118,030 0 43,600
SERVICENOW INC COM 81762P102 623,813 8,982,192 SH   DFND 1,5 1,067,962 0 7,914,230
SERVICENOW INC COM 81762P102 23,238 334,600 SH   DFND 1,9 0 0 334,600
SERVICENOW INC COM 81762P102 4,747 68,345 SH   DFND 3 68,345 0 0
SERVICENOW INC COM 81762P102 10,833 155,980 SH   DFND 6 155,980 0 0
SERVICENOW INC COM 81762P102 4,614 66,430 SH   DFND 7 66,430 0 0
SERVICESOURCE INTL LLC COM 81763U100 89 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,095 163,256 SH   DFND 1,5 12,556 0 150,700
SHAW COMMUNICATIONS INC CL B CONV 82028K200 28,996 1,497,500 SH   DFND 11 1,497,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 542 28,000 SH   DFND   28,000 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 4,076 95,200 SH   DFND 1,5 0 0 95,200
SHERWIN WILLIAMS CO COM 824348106 784,458 3,521,221 SH   DFND 1,5 195,018 0 3,326,203
SHERWIN WILLIAMS CO COM 824348106 5,925 26,595 SH   DFND 2 26,595 0 0
SHERWIN WILLIAMS CO COM 824348106 3,041 13,649 SH   DFND 3 13,649 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,875 300,000 SH   DFND 1,5 0 0 300,000
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 29,606 27,790,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 527,269 2,569,159 SH   DFND 1,5 5,200 0 2,563,959
SHIRE PLC SPONSORED ADR 82481R106 1,481 7,215 SH   DFND 6 7,215 0 0
SHIRE PLC SPONSORED ADR 82481R106 6,275 30,574 SH   DFND 7 30,574 0 0
SHOPIFY INC CL A 82509L107 45,686 1,306,646 SH   DFND 1,5 249,000 0 1,057,646
SHOPIFY INC CL A 82509L107 26,410 755,329 SH   DFND 11 730,329 0 25,000
SHUTTERSTOCK INC COM 825690100 32,818 1,085,250 SH   DFND 1,5 3,100 0 1,082,150
SIBANYE GOLD LTD SPONSORED ADR 825724206 3,930 846,906 SH   DFND 1,5 0 0 846,906
SIENTRA INC COM 82621J105 5,075 500,000 SH   DFND 1,5 0 0 500,000
SIERRA WIRELESS INC COM 826516106 241 11,400 SH   DFND 1,5 0 0 11,400
SIGMA ALDRICH CORP COM 826552101 61,896 445,551 SH   DFND 1,5 351 0 445,200
SIGMA ALDRICH CORP COM 826552101 5,569 40,088 SH   DFND 2 40,088 0 0
SIGMA ALDRICH CORP COM 826552101 1,680 12,095 SH   DFND 3 12,095 0 0
SIGMA ALDRICH CORP COM 826552101 478,232 3,442,500 SH   DFND 11 3,442,500 0 0
SIGMATRON INTL INC COM 82661L101 2,011 286,000 SH   DFND 1,5 21,800 0 264,200
SIGNATURE BK NEW YORK N Y COM 82669G104 134,270 976,085 SH   DFND 1,5 122,800 0 853,285
SIGNET JEWELERS LIMITED SHS G81276100 333,354 2,448,792 SH   DFND 1,5 89,626 0 2,359,166
SIGNET JEWELERS LIMITED SHS G81276100 3,637 26,717 SH   DFND 2 26,717 0 0
SIGNET JEWELERS LIMITED SHS G81276100 23,190 170,352 SH   DFND 6 170,352 0 0
SIGNET JEWELERS LIMITED SHS G81276100 29,808 218,965 SH   DFND 7 218,965 0 0
SILGAN HOLDINGS INC COM 827048109 313,225 6,018,936 SH   DFND 1,5 101,424 0 5,917,512
SILICON GRAPHICS INTL CORP COM 82706L108 15,342 3,903,880 SH   DFND 1,5 81,750 0 3,822,130
SILICON GRAPHICS INTL CORP COM 82706L108 4,055 1,031,700 SH   DFND 1,9 0 0 1,031,700
SILICON LABORATORIES INC COM 826919102 257,510 6,199,074 SH   DFND 1,5 1,123,000 0 5,076,074
SILICON LABORATORIES INC COM 826919102 10,225 246,140 SH   DFND 1,9 0 0 246,140
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 3,321 121,588 SH   DFND 1,9 0 0 121,588
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 11,928 1,897,814 SH   DFND 1,9 0 0 1,897,814
SILVER WHEATON CORP COM 828336107 17,835 1,483,870 SH   DFND 1,5 0 0 1,483,870
SILVER WHEATON CORP COM 828336107 1,627 135,371 SH   DFND 6 135,371 0 0
SILVER WHEATON CORP COM 828336107 4,036 335,800 SH   DFND 7 335,800 0 0
SILVER WHEATON CORP COM 828336107 335,978 27,952,800 SH   DFND 11 27,952,800 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,244,490 6,773,839 SH   DFND 1,5 2,246,007 0 4,527,832
SIMON PPTY GROUP INC NEW COM 828806109 19,081 103,860 SH   DFND 2 103,860 0 0
SIMON PPTY GROUP INC NEW COM 828806109 9,519 51,810 SH   DFND 3 51,810 0 0
SIMON PPTY GROUP INC NEW COM 828806109 105,998 576,956 SH   DFND 6 576,956 0 0
SIMON PPTY GROUP INC NEW COM 828806109 46,328 252,169 SH   DFND 7 25,000 0 227,169
SIMON PPTY GROUP INC NEW COM 828806109 52,336 284,870 SH   DFND 11 284,870 0 0
SINA CORP ORD G81477104 7,089 176,700 SH   DFND 1,9 0 0 176,700
SINCLAIR BROADCAST GROUP INC CL A 829226109 162,377 6,412,986 SH   DFND 1,5 0 0 6,412,986
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,137 84,400 SH   DFND 6 84,400 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 218 8,600 SH   DFND 7 8,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 15,235 4,073,529 SH   DFND 1,5 0 0 4,073,529
SIRIUS XM HLDGS INC COM 82968B103 180 48,153 SH   DFND 3 48,153 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 30,840 330,400 SH   DFND 1,5 0 0 330,400
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,213 13,000 SH   DFND 11 13,000 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 46,239 1,895,054 SH   DFND 1,5 52,614 0 1,842,440
SKECHERS U S A INC CL A 830566105 835,456 6,231,023 SH   DFND 1,5 1,016,821 0 5,214,202
SKECHERS U S A INC CL A 830566105 19,884 148,300 SH   DFND 6 148,300 0 0
SKECHERS U S A INC CL A 830566105 3,180 23,720 SH   DFND 7 23,720 0 0
SKYWEST INC COM 830879102 1,997 119,700 SH   DFND 1,5 0 0 119,700
SKYWORKS SOLUTIONS INC COM 83088M102 573,045 6,804,948 SH   DFND 1,5 329,447 0 6,475,501
SKYWORKS SOLUTIONS INC COM 83088M102 5,392 64,025 SH   DFND 2 64,025 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,501 41,578 SH   DFND 3 41,578 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 632 7,500 SH   DFND 6 7,500 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 345 4,100 SH   DFND 7 4,100 0 0
SL GREEN RLTY CORP COM 78440X101 480,049 4,438,323 SH   DFND 1,5 1,668,464 0 2,769,859
SL GREEN RLTY CORP COM 78440X101 3,617 33,437 SH   DFND 2 33,437 0 0
SL GREEN RLTY CORP COM 78440X101 243 2,250 SH   DFND 3 2,250 0 0
SL GREEN RLTY CORP COM 78440X101 43,103 398,510 SH   DFND 6 398,510 0 0
SL GREEN RLTY CORP COM 78440X101 18,892 174,667 SH   DFND 7 17,800 0 156,867
SL GREEN RLTY CORP COM 78440X101 6,544 60,500 SH   DFND 11 60,500 0 0
SLM CORP COM 78442P106 224,663 30,359,910 SH   DFND 1,5 150,800 0 30,209,110
SLM CORP COM 78442P106 91 12,323 SH   DFND 3 12,323 0 0
SM ENERGY CO COM 78454L100 224,604 7,010,100 SH   DFND 1,5 36,900 0 6,973,200
SM ENERGY CO COM 78454L100 2,011 62,771 SH   DFND 6 62,771 0 0
SMART TECHNOLOGIES INC COM SHS 83172R108 7 11,200 SH   DFND 1,9 0 0 11,200
SMITH & WESSON HLDG CORP COM 831756101 59,951 3,553,700 SH   DFND 1,5 93,700 0 3,460,000
SMITH A O COM 831865209 330,588 5,071,142 SH   DFND 1,5 37,470 0 5,033,672
SMITH A O COM 831865209 747 11,465 SH   DFND 6 11,465 0 0
SMUCKER J M CO COM NEW 832696405 119,094 1,043,863 SH   DFND 1,5 39 0 1,043,824
SMUCKER J M CO COM NEW 832696405 3,941 34,544 SH   DFND 2 34,544 0 0
SMUCKER J M CO COM NEW 832696405 1,763 15,454 SH   DFND 3 15,454 0 0
SMUCKER J M CO COM NEW 832696405 775 6,789 SH   DFND 6 6,789 0 0
SMUCKER J M CO COM NEW 832696405 4,345 38,080 SH   DFND 7 38,080 0 0
SNAP ON INC COM 833034101 60,378 400,016 SH   DFND 1,5 116 0 399,900
SNAP ON INC COM 833034101 2,947 19,527 SH   DFND 2 19,527 0 0
SNAP ON INC COM 833034101 1,374 9,100 SH   DFND 3 9,100 0 0
SNAP ON INC COM 833034101 134,726 892,580 SH   DFND 11 892,580 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 23,503 1,616,412 SH   DFND 1,5 2,912 0 1,613,500
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 7,515 546,180 SH   DFND 1,5 0 0 546,180
SOHU COM INC COM 83408W103 3,548 85,900 SH   DFND 1,9 0 0 85,900
SOLARCITY CORP COM 83416T100 229,498 5,373,406 SH   DFND 1,5 135,600 0 5,237,806
SOLARCITY CORP COM 83416T100 2,126 49,770 SH   DFND 6 49,770 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 11,451 499,600 SH   DFND 1,5 99,500 0 400,100
SOLARWINDS INC COM 83416B109 140,127 3,571,037 SH   DFND 1,5 13,570 0 3,557,467
SOLARWINDS INC COM 83416B109 28,352 722,520 SH   DFND 6 581,750 0 140,770
SOLARWINDS INC COM 83416B109 72,141 1,838,451 SH   DFND 7 1,114,499 0 723,952
SONIC AUTOMOTIVE INC CL A 83545G102 21,441 1,050,000 SH   DFND 1,5 88,000 0 962,000
SONIC CORP COM 835451105 11,845 516,116 SH   DFND 1,5 656 0 515,460
SONIC CORP COM 835451105 2,227 97,046 SH   DFND 7 97,046 0 0
SONOCO PRODS CO COM 835495102 39,221 1,039,253 SH   DFND 1,5 29,967 0 1,009,286
SONOCO PRODS CO COM 835495102 1,107 29,343 SH   DFND 3 29,343 0 0
SONUS NETWORKS INC COM NEW 835916503 4,524 790,910 SH   DFND 1,5 0 0 790,910
SONUS NETWORKS INC COM NEW 835916503 71 12,400 SH   DFND 1,9 0 0 12,400
SONY CORP ADR NEW 835699307 32,438 1,323,991 SH   DFND 1,5 6,291 0 1,317,700
SONY CORP ADR NEW 835699307 12,142 495,600 SH   DFND 1,9 0 0 495,600
SONY CORP ADR NEW 835699307 911 37,200 SH   DFND 6 37,200 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 345 41,130 SH   DFND 1,5 0 0 41,130
SOTHEBYS COM 835898107 1,868 58,398 SH   DFND 1,5 10,670 0 47,728
SOUFUN HLDGS LTD ADR 836034108 218 33,000 SH   DFND 1,5 0 0 33,000
SOUFUN HLDGS LTD ADR 836034108 16,575 2,511,400 SH   DFND 1,9 0 0 2,511,400
SOUTH JERSEY INDS INC COM 838518108 21,998 871,194 SH   DFND 6 871,194 0 0
SOUTH JERSEY INDS INC COM 838518108 10,936 433,090 SH   DFND 7 384,790 0 48,300
SOUTHERN CO COM 842587107 385,627 8,627,004 SH   DFND 1,5 773,153 0 7,853,851
SOUTHERN CO COM 842587107 13,630 304,931 SH   DFND 2 304,931 0 0
SOUTHERN CO COM 842587107 14,233 318,414 SH   DFND 3 318,414 0 0
SOUTHERN CO COM 842587107 8,098 181,164 SH   DFND 6 181,164 0 0
SOUTHWEST AIRLS CO COM 844741108 1,701,685 44,734,089 SH   DFND 1,5 3,058,939 0 41,675,150
SOUTHWEST AIRLS CO COM 844741108 8,419 221,326 SH   DFND 2 221,326 0 0
SOUTHWEST AIRLS CO COM 844741108 3,807 100,092 SH   DFND 3 100,092 0 0
SOUTHWEST AIRLS CO COM 844741108 3,469 91,198 SH   DFND 6 91,198 0 0
SOUTHWEST GAS CORP COM 844895102 66,468 1,139,719 SH   DFND 1,5 0 0 1,139,719
SOUTHWEST GAS CORP COM 844895102 1,172 20,100 SH   DFND 6 20,100 0 0
SOUTHWEST GAS CORP COM 844895102 2,024 34,700 SH   DFND 7 17,000 0 17,700
SOUTHWESTERN ENERGY CO COM 845467109 19,811 1,561,176 SH   DFND 1,5 122,976 0 1,438,200
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 59,506 1,914,600 SH   DFND 1,5 733,600 0 1,181,000
SOUTHWESTERN ENERGY CO COM 845467109 1,638 129,046 SH   DFND 2 129,046 0 0
SOUTHWESTERN ENERGY CO COM 845467109 413 32,569 SH   DFND 3 32,569 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 1,368 44,000 SH   DFND 6 0 0 44,000
SPAN AMER MED SYS INC COM 846396109 5,418 306,963 SH   DFND 1,5 41,563 0 265,400
SPARK THERAPEUTICS INC COM 84652J103 153,300 3,673,606 SH   DFND 1,5 35,334 0 3,638,272
SPARK THERAPEUTICS INC COM 84652J103 434 10,400 SH   DFND 6 10,400 0 0
SPARTANNASH CO COM 847215100 215 8,300 SH   DFND 1,5 8,300 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,153 13,435 SH   DFND 3 13,435 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,691 43,900 SH   DFND 11 43,900 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 60,161 1,529,251 SH   DFND 3 1,529,251 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 82,926 1,202,692 SH   DFND 3 1,202,692 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,049,941 5,478,999 SH   DFND 3 5,478,999 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,186 37,501 SH   DFND 6 0 0 37,501
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,484 33,836 SH   DFND 7 33,836 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,118 12,526 SH   DFND 3 12,526 0 0
SPDR SERIES TRUST S&P TELECOM 78464A540 312 5,900 SH   DFND 1,5 1,600 0 4,300
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 5,738 110,200 SH   DFND 1,5 10,900 0 99,300
SPDR SERIES TRUST S&P REGL BKG 78464A698 5,192 126,077 SH   DFND 1,5 0 0 126,077
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 3,090 86,648 SH   DFND 1,5 2,009 0 84,639
SPDR SERIES TRUST DJ REIT ETF 78464A607 336 3,900 SH   DFND 3 3,900 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 3,021 41,864 SH   DFND 3 41,864 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 200 4,265 SH   DFND 3 4,265 0 0
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 390 16,177 SH   DFND 3 16,177 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 80,388 1,797,576 SH   DFND 3 1,797,576 0 0
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 1,875 77,769 SH   DFND 6 0 0 77,769
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,632 45,763 SH   DFND 6 0 0 45,763
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 1,498 61,498 SH   DFND 6 0 0 61,498
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 7,193 201,721 SH   DFND 7 201,721 0 0
SPECTRA ENERGY CORP COM 847560109 5,920 225,357 SH   DFND 2 225,357 0 0
SPECTRA ENERGY CORP COM 847560109 2,894 110,169 SH   DFND 3 110,169 0 0
SPECTRANETICS CORP COM 84760C107 15,327 1,300,000 SH   DFND 1,5 0 0 1,300,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 4,999 54,630 SH   DFND 1,5 0 0 54,630
SPECTRUM PHARMACEUTICALS INC COM 84763A108 25,368 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 8,906 10,000,000 PRN   DFND 1,5 0 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 24,388 504,508 SH   DFND 1,5 8 0 504,500
SPIRIT AIRLS INC COM 848577102 408,223 8,630,517 SH   DFND 1,5 830,012 0 7,800,505
SPIRIT AIRLS INC COM 848577102 1,087 22,988 SH   DFND 6 22,988 0 0
SPIRIT AIRLS INC COM 848577102 107,996 2,283,209 SH   DFND 11 2,283,209 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,738 3,000,000 PRN   DFND 1,5 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 80,067 8,760,036 SH   DFND 1,5 8,760,036 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 203 22,213 SH   DFND 3 22,213 0 0
SPLUNK INC COM 848637104 109,848 1,984,600 SH   DFND 1,5 411,300 0 1,573,300
SPLUNK INC COM 848637104 5,569 100,610 SH   DFND 1,9 0 0 100,610
SPLUNK INC COM 848637104 5,312 95,976 SH   DFND 3 95,976 0 0
SPOK HLDGS INC COM 84863T106 198 12,000 SH   DFND 1,5 0 0 12,000
SPORTSMANS WHSE HLDGS INC COM 84920Y106 331 26,900 SH   DFND 1,5 0 0 26,900
SPRINGLEAF HLDGS INC COM 85172J101 449,715 10,286,259 SH   DFND 1,5 211,100 0 10,075,159
SPRINGLEAF HLDGS INC COM 85172J101 463 10,600 SH   DFND 6 10,600 0 0
SPRINGLEAF HLDGS INC COM 85172J101 258 5,900 SH   DFND 7 5,900 0 0
SPRINT CORP COM SER 1 85207U105 18,130 4,721,267 SH   DFND 1,5 70 0 4,721,197
SPROUTS FMRS MKT INC COM 85208M102 280,321 13,285,353 SH   DFND 1,5 567,937 0 12,717,416
SPROUTS FMRS MKT INC COM 85208M102 1,808 85,700 SH   DFND 6 85,700 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 472,039 6,739,562 SH   DFND 1,5 57,005 0 6,682,557
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 16,691 238,300 SH   DFND 1,9 0 0 238,300
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,262 132,236 SH   DFND 6 132,236 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,707 67,200 SH   DFND 7 67,200 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,341 147,650 SH   DFND 11 147,650 0 0
ST JUDE MED INC COM 790849103 674,236 10,686,893 SH   DFND 1,5 376,494 0 10,310,399
ST JUDE MED INC COM 790849103 5,967 94,573 SH   DFND 2 94,573 0 0
ST JUDE MED INC COM 790849103 2,544 40,323 SH   DFND 3 40,323 0 0
ST JUDE MED INC COM 790849103 1,705 27,030 SH   DFND 6 27,030 0 0
STAG INDL INC COM 85254J102 681 37,400 SH   DFND 6 37,400 0 0
STAG INDL INC COM 85254J102 754 41,400 SH   DFND 7 0 0 41,400
STAGE STORES INC COM NEW 85254C305 45,197 4,593,171 SH   DFND 1,5 525,471 0 4,067,700
STAGE STORES INC COM NEW 85254C305 712 72,311 SH   DFND 3 72,311 0 0
STAGE STORES INC COM NEW 85254C305 800 81,300 SH   DFND 6 81,300 0 0
STAMPS COM INC COM NEW 852857200 173,701 2,346,999 SH   DFND 1,5 86,961 0 2,260,038
STANCORP FINL GROUP INC COM 852891100 124,367 1,089,026 SH   DFND 1,5 0 0 1,089,026
STANCORP FINL GROUP INC COM 852891100 4,339 37,993 SH   DFND 3 37,993 0 0
STANCORP FINL GROUP INC COM 852891100 16,476 144,270 SH   DFND 6 144,270 0 0
STANCORP FINL GROUP INC COM 852891100 4,031 35,300 SH   DFND 7 35,300 0 0
STANCORP FINL GROUP INC COM 852891100 110,660 969,000 SH   DFND 11 969,000 0 0
STANDARD MTR PRODS INC COM 853666105 61,087 1,751,337 SH   DFND 1,5 0 0 1,751,337
STANDARD PAC CORP NEW COM 85375C101 48,617 6,077,100 SH   DFND 1,5 0 0 6,077,100
STANDARD PAC CORP NEW COM 85375C101 126 15,700 SH   DFND 7 15,700 0 0
STANDEX INTL CORP COM 854231107 48,518 643,900 SH   DFND 1,5 0 0 643,900
STANLEY BLACK & DECKER INC COM 854502101 43,139 444,825 SH   DFND 1,5 425 0 444,400
STANLEY BLACK & DECKER INC COM 854502101 4,988 51,438 SH   DFND 2 51,438 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,439 14,837 SH   DFND 3 14,837 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 1,435 486,600 SH   DFND 1,5 38,134 0 448,466
STANTEC INC COM 85472N109 127,743 5,842,138 SH   DFND 1,5 336,688 0 5,505,450
STANTEC INC COM 85472N109 1,596 73,007 SH   DFND 6 66,807 0 6,200
STANTEC INC COM 85472N109 213 9,725 SH   DFND 7 9,725 0 0
STANTEC INC COM 85472N109 83,439 3,815,930 SH   DFND 11 3,730,230 0 85,700
STAPLES INC COM 855030102 504,553 43,013,857 SH   DFND 1,5 1,957,677 0 41,056,180
STAPLES INC COM 855030102 2,534 216,026 SH   DFND 2 216,026 0 0
STAPLES INC COM 855030102 713 60,790 SH   DFND 3 60,790 0 0
STAPLES INC COM 855030102 457 38,922 SH   DFND 6 38,922 0 0
STAPLES INC COM 855030102 2,314 197,300 SH   DFND 7 197,300 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 14,440 1,700,800 SH   DFND 1,5 0 0 1,700,800
STARBUCKS CORP COM 855244109 5,752,406 101,203,490 SH   DFND 1,5 5,357,908 0 95,845,582
STARBUCKS CORP COM 855244109 28,318 498,202 SH   DFND 2 498,202 0 0
STARBUCKS CORP COM 855244109 22,898 402,843 SH   DFND 3 402,843 0 0
STARBUCKS CORP COM 855244109 21,588 379,806 SH   DFND 6 345,906 0 33,900
STARBUCKS CORP COM 855244109 9,487 166,900 SH   DFND 7 82,100 0 84,800
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 196,853 2,961,090 SH   DFND 1,5 503,200 0 2,457,890
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,802 57,191 SH   DFND 2 57,191 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,047 15,752 SH   DFND 3 15,752 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 299 4,500 SH   DFND 6 4,500 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 3,968 4,000,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 392,864 10,521,262 SH   DFND 1,5 231,749 0 10,289,513
STARZ COM SER A 85571Q102 34,820 932,509 SH   DFND 6 898,709 0 33,800
STARZ COM SER A 85571Q102 12,509 334,990 SH   DFND 7 282,790 0 52,200
STATE STR CORP COM 857477103 890,987 13,256,767 SH   DFND 1,5 416,591 0 12,840,176
STATE STR CORP COM 857477103 9,207 136,992 SH   DFND 2 136,992 0 0
STATE STR CORP COM 857477103 9,291 138,236 SH   DFND 3 138,236 0 0
STATE STR CORP COM 857477103 16,535 246,020 SH   DFND 6 246,020 0 0
STATE STR CORP COM 857477103 54,138 805,507 SH   DFND 7 386,737 0 418,770
STATOIL ASA SPONSORED ADR 85771P102 10,984 754,400 SH   DFND 1,5 0 0 754,400
STEALTHGAS INC SHS Y81669106 14,228 3,168,889 SH   DFND 1,5 1,400 0 3,167,489
STEEL DYNAMICS INC COM 858119100 116,016 6,752,946 SH   DFND 1,5 1,821 0 6,751,125
STEEL DYNAMICS INC COM 858119100 3,137 182,597 SH   DFND 6 182,597 0 0
STEEL DYNAMICS INC COM 858119100 806 46,900 SH   DFND 7 46,900 0 0
STEINER LEISURE LTD ORD P8744Y102 59,629 943,800 SH   DFND 1,5 74,800 0 869,000
STEINER LEISURE LTD ORD P8744Y102 5,704 90,283 SH   DFND 6 90,283 0 0
STEINER LEISURE LTD ORD P8744Y102 13,514 213,900 SH   DFND 11 213,900 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 16,441 1,861,914 SH   DFND 1,5 522 0 1,861,392
STERICYCLE INC COM 858912108 489,502 3,513,762 SH   DFND 1,5 236,447 0 3,277,315
STERICYCLE INC DEP PFD A 1/10 858912207 17,265 170,000 SH   DFND 1,5 105,000 0 65,000
STERICYCLE INC COM 858912108 3,967 28,476 SH   DFND 2 28,476 0 0
STERICYCLE INC COM 858912108 1,752 12,576 SH   DFND 3 12,576 0 0
STERICYCLE INC COM 858912108 918 6,591 SH   DFND 6 6,591 0 0
STERICYCLE INC COM 858912108 5,304 38,075 SH   DFND 7 38,075 0 0
STERIS CORP COM 859152100 215,462 3,316,331 SH   DFND 1,5 829 0 3,315,502
STERIS CORP COM 859152100 22,649 348,600 SH   DFND 11 348,600 0 0
STERLING CONSTRUCTION CO INC COM 859241101 7,834 1,906,200 SH   DFND 1,5 150,400 0 1,755,800
STIFEL FINL CORP COM 860630102 53,400 1,268,400 SH   DFND 1,5 0 0 1,268,400
STOCK YDS BANCORP INC COM 861025104 3,213 88,400 SH   DFND 1,5 16,300 0 72,100
STONE ENERGY CORP COM 861642106 42,550 8,578,603 SH   DFND 1,5 57,398 0 8,521,205
STONERIDGE INC COM 86183P102 1,441 116,740 SH   DFND 1,5 0 0 116,740
STORE CAP CORP COM 862121100 183,093 8,862,200 SH   DFND 1,5 168,000 0 8,694,200
STORE CAP CORP COM 862121100 26,000 1,258,448 SH   DFND 6 1,258,448 0 0
STORE CAP CORP COM 862121100 10,239 495,600 SH   DFND 7 121,500 0 374,100
STRATEGIC HOTELS & RESORTS I COM 86272T106 113,285 8,215,000 SH   DFND 11 8,215,000 0 0
STRATTEC SEC CORP COM 863111100 14,245 225,900 SH   DFND 1,5 63,800 0 162,100
STRAYER ED INC COM 863236105 934 17,000 SH   DFND 1,5 7,000 0 10,000
STRYKER CORP COM 863667101 391,146 4,156,710 SH   DFND 1,5 203,326 0 3,953,384
STRYKER CORP COM 863667101 9,991 106,176 SH   DFND 2 106,176 0 0
STRYKER CORP COM 863667101 8,415 89,422 SH   DFND 3 89,422 0 0
SUN CMNTYS INC COM 866674104 454,855 6,712,737 SH   DFND 1,5 2,100,197 0 4,612,540
SUN CMNTYS INC COM 866674104 45,354 669,329 SH   DFND 6 669,329 0 0
SUN CMNTYS INC COM 866674104 17,602 259,772 SH   DFND 7 145,772 0 114,000
SUN LIFE FINL INC COM 866796105 55,078 1,707,750 SH   DFND 1,5 0 0 1,707,750
SUN LIFE FINL INC COM 866796105 24,304 753,572 SH   DFND 6 434,972 0 318,600
SUN LIFE FINL INC COM 866796105 14,367 445,456 SH   DFND 7 365,056 0 80,400
SUN LIFE FINL INC COM 866796105 180,698 5,602,740 SH   DFND 11 5,241,840 0 360,900
SUNCOKE ENERGY INC COM 86722A103 15,987 2,054,887 SH   DFND 1,5 0 0 2,054,887
SUNCOR ENERGY INC NEW COM 867224107 1,246,836 46,620,989 SH   DFND 1,5 1,111,715 0 45,509,274
SUNCOR ENERGY INC NEW COM 867224107 19,571 731,800 SH   DFND 1,10 12,200 0 719,600
SUNCOR ENERGY INC NEW COM 867224107 6,678 249,706 SH   DFND 3 249,706 0 0
SUNCOR ENERGY INC NEW COM 867224107 40,830 1,526,708 SH   DFND 6 1,008,270 0 518,438
SUNCOR ENERGY INC NEW COM 867224107 50,486 1,887,727 SH   DFND 7 688,558 0 1,199,169
SUNCOR ENERGY INC NEW COM 867224107 639,445 23,909,743 SH   DFND 11 20,192,989 0 3,716,754
SUNCOR ENERGY INC NEW COM 867224107 1,494 55,877 SH   DFND   55,877 0 0
SUNEDISON INC COM 86732Y109 22,120 3,080,800 SH   DFND 1,5 14,000 0 3,066,800
SUNEDISON INC COM 86732Y109 682 95,000 SH   DFND 6 95,000 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 309 29,300 SH   DFND 1,9 0 0 29,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 4,118 5,083,834 SH   DFND 1,5 0 0 5,083,834
SUNOPTA INC COM 8676EP108 6,344 1,305,400 SH   DFND 1,5 0 0 1,305,400
SUNOPTA INC COM 8676EP108 3,931 808,800 SH   DFND 6 808,800 0 0
SUNOPTA INC COM 8676EP108 1,021 210,050 SH   DFND 7 210,050 0 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 8,702 341,261 SH   DFND 1,5 0 0 341,261
SUNTRUST BKS INC COM 867914103 1,040,285 27,204,099 SH   DFND 1,5 721,579 0 26,482,520
SUNTRUST BKS INC COM 867914103 6,650 173,892 SH   DFND 2 173,892 0 0
SUNTRUST BKS INC COM 867914103 9,370 245,043 SH   DFND 3 245,043 0 0
SUNTRUST BKS INC COM 867914103 9,690 253,404 SH   DFND 6 253,404 0 0
SUNTRUST BKS INC COM 867914103 66,048 1,727,200 SH   DFND 11 1,727,200 0 0
SUPER MICRO COMPUTER INC COM 86800U104 85,447 3,134,521 SH   DFND 1,5 117,363 0 3,017,158
SUPERIOR DRILLING PRODS INC COM 868153107 3,298 2,443,330 SH   DFND 1,5 0 0 2,443,330
SUPERIOR ENERGY SVCS INC COM 868157108 61,887 4,900,012 SH   DFND 1,5 12 0 4,900,000
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,152 438,500 SH   DFND 1,5 500 0 438,000
SUPREME INDS INC CL A 868607102 9,240 1,109,292 SH   DFND 1,5 0 0 1,109,292
SURGICAL CARE AFFILIATES INC COM 86881L106 162,421 4,968,518 SH   DFND 1,5 1,097 0 4,967,421
SURGICAL CARE AFFILIATES INC COM 86881L106 7,970 243,820 SH   DFND 6 243,820 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,074 63,450 SH   DFND 7 63,450 0 0
SVB FINL GROUP COM 78486Q101 3,591 31,080 SH   DFND 11 31,080 0 0
SWIFT ENERGY CO COM 870738101 2,330 6,188,700 SH   DFND 1,5 133,200 0 6,055,500
SWIFT TRANSN CO CL A 87074U101 70,192 4,673,231 SH   DFND 1,5 0 0 4,673,231
SWIFT TRANSN CO CL A 87074U101 748 49,785 SH   DFND 6 49,785 0 0
SYKES ENTERPRISES INC COM 871237103 1,586 62,200 SH   DFND 1,5 25,000 0 37,200
SYMANTEC CORP COM 871503108 224,344 11,522,532 SH   DFND 1,5 47,906 0 11,474,626
SYMANTEC CORP COM 871503108 4,471 229,657 SH   DFND 2 229,657 0 0
SYMANTEC CORP COM 871503108 573 29,422 SH   DFND 3 29,422 0 0
SYMANTEC CORP COM 871503108 17,579 902,900 SH   DFND 11 902,900 0 0
SYMETRA FINL CORP COM 87151Q106 1,111 35,100 SH   DFND 1,5 0 0 35,100
SYMETRA FINL CORP COM 87151Q106 44,011 1,391,000 SH   DFND 11 1,391,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 88,386 2,694,690 SH   DFND 1,5 24,600 0 2,670,090
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 11,510 11,410,000 PRN   DFND 1,5 0 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 33,516 1,021,830 SH   DFND 6 1,021,830 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6,519 198,760 SH   DFND 7 198,760 0 0
SYNCHRONY FINL COM 87165B103 126,884 4,053,800 SH   DFND 1,5 392,600 0 3,661,200
SYNERGY RES CORP COM 87164P103 59,567 6,078,300 SH   DFND 1,5 0 0 6,078,300
SYNGENTA AG SPONSORED ADR 87160A100 2,060 32,300 SH   DFND 1,5 0 0 32,300
SYNNEX CORP COM 87162W100 501,145 5,891,659 SH   DFND 1,5 280,400 0 5,611,259
SYNOPSYS INC COM 871607107 193,095 4,181,359 SH   DFND 1,5 27,200 0 4,154,159
SYNOPSYS INC COM 871607107 13,418 290,561 SH   DFND 6 290,561 0 0
SYNOVUS FINL CORP COM NEW 87161C501 92,755 3,133,606 SH   DFND 1,5 0 0 3,133,606
SYNOVUS FINL CORP COM NEW 87161C501 10,959 370,225 SH   DFND 6 370,225 0 0
SYNOVUS FINL CORP COM NEW 87161C501 5,282 178,453 SH   DFND 7 141,525 0 36,928
SYNTA PHARMACEUTICALS CORP COM 87162T206 6,482 3,725,303 SH   DFND 1,5 0 0 3,725,303
SYNTEL INC COM 87162H103 85,745 1,892,400 SH   DFND 1,5 0 0 1,892,400
SYNTEL INC COM 87162H103 23,589 520,615 SH   DFND 6 520,615 0 0
SYNTEL INC COM 87162H103 2,540 56,060 SH   DFND 7 56,060 0 0
SYNTEL INC COM 87162H103 50,731 1,119,648 SH   DFND 11 1,119,648 0 0
SYSCO CORP COM 871829107 37,612 965,142 SH   DFND 1,5 10,390 0 954,752
SYSCO CORP COM 871829107 7,237 185,718 SH   DFND 2 185,718 0 0
SYSCO CORP COM 871829107 6,243 160,205 SH   DFND 3 160,205 0 0
SYSCO CORP COM 871829107 726 18,617 SH   DFND 6 18,617 0 0
SYSCO CORP COM 871829107 4,037 103,600 SH   DFND 7 103,600 0 0
T MOBILE US INC COM 872590104 351,466 8,828,583 SH   DFND 1,5 548,384 0 8,280,199
T MOBILE US INC CONV PFD SER A 872590203 58,320 844,485 SH   DFND 1,5 235,000 0 609,485
T MOBILE US INC COM 872590104 14,240 357,710 SH   DFND 6 310,410 0 47,300
T MOBILE US INC CONV PFD SER A 872590203 1,388 20,100 SH   DFND 6 0 0 20,100
T MOBILE US INC COM 872590104 36,110 907,050 SH   DFND 7 788,150 0 118,900
TABLEAU SOFTWARE INC CL A 87336U105 67,689 848,451 SH   DFND 1,5 24,851 0 823,600
TABLEAU SOFTWARE INC CL A 87336U105 1,221 15,300 SH   DFND 1,9 0 0 15,300
TABLEAU SOFTWARE INC CL A 87336U105 1,005 12,600 SH   DFND 6 12,600 0 0
TABLEAU SOFTWARE INC CL A 87336U105 16,054 201,230 SH   DFND 11 201,230 0 0
TAHOE RES INC COM 873868103 13,281 1,719,122 SH   DFND 1,5 0 0 1,719,122
TAHOE RES INC COM 873868103 1,713 221,699 SH   DFND 1,10 12,265 0 209,434
TAHOE RES INC COM 873868103 4,911 635,715 SH   DFND 6 322,415 0 313,300
TAHOE RES INC COM 873868103 2,761 357,400 SH   DFND 7 294,100 0 63,300
TAHOE RES INC COM 873868103 147,774 19,127,505 SH   DFND 11 19,127,505 0 0
TAITRON COMPONENTS INC CL A 874028103 107 108,000 SH   DFND 1,5 8,300 0 99,700
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 501,220 24,155,162 SH   DFND 1,5 2,258,248 0 21,896,914
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,899 1,007,200 SH   DFND 1,9 0 0 1,007,200
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 465 22,414 SH   DFND 3 22,414 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,300 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,541 1,000,000 PRN   DFND 1,5 0 0 0
TAL ED GROUP ADS REPSTG COM 874080104 26,794 833,400 SH   DFND 1,5 36,800 0 796,600
TAL ED GROUP ADS REPSTG COM 874080104 2,132 66,300 SH   DFND 1,9 0 0 66,300
TAL ED GROUP ADS REPSTG COM 874080104 2,058 64,000 SH   DFND 6 44,000 0 20,000
TAL ED GROUP ADS REPSTG COM 874080104 739 23,000 SH   DFND 7 23,000 0 0
TALEN ENERGY CORP COM 87422J105 27,567 2,729,429 SH   DFND 1,5 229,608 0 2,499,821
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 3,697 94,100 SH   DFND 1,5 0 0 94,100
TALMER BANCORP INC COM 87482X101 798 47,900 SH   DFND 6 47,900 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 129,654 3,932,485 SH   DFND 1,5 2,591,185 0 1,341,300
TANGOE INC COM 87582Y108 10,508 1,459,400 SH   DFND 1,5 0 0 1,459,400
TARGA RES CORP COM 87612G101 7,651 148,500 SH   DFND 1,5 0 0 148,500
TARGET CORP COM 87612E106 1,764,004 22,425,679 SH   DFND 1,5 846,743 0 21,578,936
TARGET CORP COM 87612E106 16,593 210,945 SH   DFND 2 210,945 0 0
TARGET CORP COM 87612E106 18,907 240,358 SH   DFND 3 240,358 0 0
TARGET CORP COM 87612E106 29,325 372,803 SH   DFND 6 372,803 0 0
TARGET CORP COM 87612E106 46,792 594,869 SH   DFND 7 65,663 0 529,206
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 10,674 74,700 SH   DFND 1,5 5,000 0 69,700
TATA MTRS LTD SPONSORED ADR 876568502 2,561 113,840 SH   DFND 1,5 0 0 113,840
TATA MTRS LTD SPONSORED ADR 876568502 2,305 102,429 SH   DFND 1,10 102,429 0 0
TAUBMAN CTRS INC COM 876664103 58,899 852,622 SH   DFND 1,5 30,000 0 822,622
TAUBMAN CTRS INC COM 876664103 11,702 169,400 SH   DFND 6 169,400 0 0
TAUBMAN CTRS INC COM 876664103 5,226 75,650 SH   DFND 7 7,550 0 68,100
TAYLOR MORRISON HOME CORP CL A 87724P106 91,446 4,900,651 SH   DFND 1,5 20,200 0 4,880,451
TAYLOR MORRISON HOME CORP CL A 87724P106 1,144 61,300 SH   DFND 6 61,300 0 0
TCF FINL CORP COM 872275102 210,112 13,859,645 SH   DFND 1,5 1,245 0 13,858,400
TCF FINL CORP COM 872275102 13,527 892,258 SH   DFND 6 892,258 0 0
TCF FINL CORP COM 872275102 1,988 131,110 SH   DFND 7 131,110 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 23,836 748,626 SH   DFND 1,5 450 0 748,176
TE CONNECTIVITY LTD REG SHS H84989104 383,713 6,406,968 SH   DFND 1,5 330,405 0 6,076,563
TE CONNECTIVITY LTD REG SHS H84989104 976 16,300 SH   DFND 1,9 0 0 16,300
TE CONNECTIVITY LTD REG SHS H84989104 8,089 135,068 SH   DFND 2 135,068 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,569 109,679 SH   DFND 3 109,679 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,172 19,570 SH   DFND 6 19,570 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 122,668 2,270,369 SH   DFND 1,5 889 0 2,269,480
TEAM HEALTH HOLDINGS INC COM 87817A107 29,997 555,190 SH   DFND 6 555,190 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 2,550 47,200 SH   DFND 7 47,200 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 59,449 1,100,300 SH   DFND 11 1,100,300 0 0
TEAM INC COM 878155100 23,863 742,947 SH   DFND 6 742,947 0 0
TEAM INC COM 878155100 6,640 206,730 SH   DFND 7 178,530 0 28,200
TECH DATA CORP COM 878237106 307,923 4,495,223 SH   DFND 1,5 8,850 0 4,486,373
TECK RESOURCES LTD CL B 878742204 1,842 385,900 SH   DFND 1,5 0 0 385,900
TECK RESOURCES LTD CL B 878742204 5,179 1,085,000 SH   DFND 11 1,085,000 0 0
TECO ENERGY INC COM 872375100 2,073 78,955 SH   DFND 2 78,955 0 0
TECO ENERGY INC COM 872375100 1,033 39,323 SH   DFND 3 39,323 0 0
TECO ENERGY INC COM 872375100 140,097 5,335,000 SH   DFND 11 5,335,000 0 0
TEEKAY TANKERS LTD CL A Y8565N102 867 125,600 SH   DFND 1,5 0 0 125,600
TEGNA INC COM 87901J105 18,248 815,000 SH   DFND 1,5 67,100 0 747,900
TEGNA INC COM 87901J105 1,702 76,020 SH   DFND 2 76,020 0 0
TEGNA INC COM 87901J105 591 26,379 SH   DFND 3 26,379 0 0
TEJON RANCH CO COM 879080109 8,593 394,000 SH   DFND 1,5 30,000 0 364,000
TELADOC INC COM 87918A105 48,779 2,188,379 SH   DFND 1,5 95,206 0 2,093,173
TELADOC INC COM 87918A105 274 12,300 SH   DFND 6 12,300 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 9,973 684,969 SH   DFND 1,5 18,796 0 666,173
TELEDYNE TECHNOLOGIES INC COM 879360105 280,053 3,101,367 SH   DFND 1,5 40,207 0 3,061,160
TELEDYNE TECHNOLOGIES INC COM 879360105 10,472 115,970 SH   DFND 6 115,970 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,697 29,870 SH   DFND 7 29,870 0 0
TELEFLEX INC COM 879369106 144,407 1,162,600 SH   DFND 1,5 0 0 1,162,600
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 12,175 6,020,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 16,377 131,853 SH   DFND 6 131,853 0 0
TELEFLEX INC COM 879369106 2,408 19,390 SH   DFND 7 19,390 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 3,124 342,200 SH   DFND 1,5 0 0 342,200
TELEFONICA S A SPONSORED ADR 879382208 225 18,648 SH   DFND 1,5 0 0 18,648
TELEPHONE & DATA SYS INC COM NEW 879433829 63,223 2,532,973 SH   DFND 1,5 0 0 2,532,973
TELUS CORP COM 87971M103 22,371 709,980 SH   DFND 1,5 0 0 709,980
TELUS CORP COM 87971M103 4,349 138,011 SH   DFND 6 78,249 0 59,762
TELUS CORP COM 87971M103 7,781 246,947 SH   DFND 7 246,947 0 0
TELUS CORP COM 87971M103 392,711 12,463,076 SH   DFND 11 10,285,276 0 2,177,800
TEMPUR SEALY INTL INC COM 88023U101 154,567 2,163,901 SH   DFND 1,5 32,550 0 2,131,351
TEMPUR SEALY INTL INC COM 88023U101 450 6,300 SH   DFND 6 6,300 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 119,173 3,227,859 SH   DFND 1,5 9,850 0 3,218,009
TENET HEALTHCARE CORP COM NEW 88033G407 1,234 33,421 SH   DFND 2 33,421 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 432 11,689 SH   DFND 3 11,689 0 0
TENNECO INC COM 880349105 315,932 7,056,782 SH   DFND 1,5 87,627 0 6,969,155
TENNECO INC COM 880349105 25,078 560,144 SH   DFND 6 560,144 0 0
TENNECO INC COM 880349105 15,290 341,530 SH   DFND 7 316,730 0 24,800
TERADATA CORP DEL COM 88076W103 3,352 115,752 SH   DFND 1,5 195 0 115,557
TERADATA CORP DEL COM 88076W103 1,376 47,531 SH   DFND 2 47,531 0 0
TERADATA CORP DEL COM 88076W103 202 6,983 SH   DFND 3 6,983 0 0
TERADYNE INC COM 880770102 198 11,000 SH   DFND 1,5 11,000 0 0
TEREX CORP NEW COM 880779103 32,683 1,821,800 SH   DFND 1,5 99,000 0 1,722,800
TERRENO RLTY CORP COM 88146M101 113,755 5,791,983 SH   DFND 1,5 2,012,162 0 3,779,821
TERRENO RLTY CORP COM 88146M101 9,042 460,400 SH   DFND 6 460,400 0 0
TERRENO RLTY CORP COM 88146M101 3,964 201,836 SH   DFND 7 20,100 0 181,736
TESARO INC COM 881569107 223,830 5,581,793 SH   DFND 1,5 23,994 0 5,557,799
TESARO INC COM 881569107 13,828 344,846 SH   DFND 6 344,846 0 0
TESARO INC COM 881569107 3,100 77,310 SH   DFND 7 77,310 0 0
TESCO CORP COM 88157K101 3,718 520,765 SH   DFND 1,5 0 0 520,765
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 17,686 18,790,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 2,795,270 11,253,099 SH   DFND 1,5 599,504 0 10,653,595
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 10,664 5,250,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 9,100 9,430,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 112,525 453,000 SH   DFND 1,9 0 0 453,000
TESLA MTRS INC COM 88160R101 5,136 20,676 SH   DFND 3 20,676 0 0
TESLA MTRS INC COM 88160R101 12,487 50,271 SH   DFND 6 50,271 0 0
TESLA MTRS INC COM 88160R101 1,120 4,510 SH   DFND 7 0 0 4,510
TESLA MTRS INC COM 88160R101 49,459 199,109 SH   DFND 11 199,109 0 0
TESORO CORP COM 881609101 371,437 3,819,800 SH   DFND 1,5 215,485 0 3,604,315
TESORO CORP COM 881609101 4,018 41,320 SH   DFND 2 41,320 0 0
TESORO CORP COM 881609101 2,397 24,654 SH   DFND 3 24,654 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 2,628 58,396 SH   DFND 1,5 0 0 58,396
TESSCO TECHNOLOGIES INC COM 872386107 13,257 630,100 SH   DFND 1,5 49,500 0 580,600
TETRA TECHNOLOGIES INC DEL COM 88162F105 10,296 1,742,185 SH   DFND 1,5 0 0 1,742,185
TETRAPHASE PHARMACEUTICALS I COM 88165N105 16,028 2,148,534 SH   DFND 1,5 400 0 2,148,134
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 8,382 6,180,000 PRN   DFND 1,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,709,965 65,709,613 SH   DFND 1,5 1,594,696 0 64,114,917
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 109,798 1,944,700 SH   DFND 1,10 27,800 0 1,916,900
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,426 78,400 SH   DFND 3 78,400 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 88,959 1,575,615 SH   DFND 6 1,168,666 0 406,949
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 95,468 1,690,904 SH   DFND 7 809,470 0 881,434
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 104,293 1,847,200 SH   DFND 11 1,847,200 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 22,378 426,900 SH   DFND 1,5 9,900 0 417,000
TEXAS INSTRS INC COM 882508104 215,317 4,348,078 SH   DFND 1,5 787,900 0 3,560,178
TEXAS INSTRS INC COM 882508104 7,017 141,700 SH   DFND 1,9 0 0 141,700
TEXAS INSTRS INC COM 882508104 17,061 344,528 SH   DFND 2 344,528 0 0
TEXAS INSTRS INC COM 882508104 10,923 220,587 SH   DFND 3 220,587 0 0
TEXAS ROADHOUSE INC COM 882681109 98,067 2,636,200 SH   DFND 1,5 0 0 2,636,200
TEXTRON INC COM 883203101 466,837 12,402,671 SH   DFND 1,5 182,969 0 12,219,702
TEXTRON INC COM 883203101 3,493 92,787 SH   DFND 2 92,787 0 0
TEXTRON INC COM 883203101 352 9,341 SH   DFND 3 9,341 0 0
TEXTRON INC COM 883203101 5,967 158,540 SH   DFND 6 116,540 0 42,000
TEXTRON INC COM 883203101 11,587 307,839 SH   DFND 7 203,639 0 104,200
TEXTURA CORP COM 883211104 54,075 2,092,703 SH   DFND 1,5 6,600 0 2,086,103
TEXTURA CORP COM 883211104 29,318 1,134,600 SH   DFND 1,9 0 0 1,134,600
TFS FINL CORP COM 87240R107 45,117 2,615,452 SH   DFND 1,5 0 0 2,615,452
TFS FINL CORP COM 87240R107 7,995 463,450 SH   DFND 6 463,450 0 0
TFS FINL CORP COM 87240R107 2,069 119,940 SH   DFND 7 119,940 0 0
TG THERAPEUTICS INC COM 88322Q108 60,110 5,963,301 SH   DFND 1,5 0 0 5,963,301
THE ADT CORPORATION COM 00101J106 141,490 4,732,113 SH   DFND 1,5 788 0 4,731,325
THE ADT CORPORATION COM 00101J106 1,706 57,041 SH   DFND 2 57,041 0 0
THE ADT CORPORATION COM 00101J106 344 11,492 SH   DFND 3 11,492 0 0
THE ADT CORPORATION COM 00101J106 3,547 118,615 SH   DFND 6 118,615 0 0
THERAPEUTICSMD INC COM 88338N107 132,103 22,543,186 SH   DFND 1,5 35,818 0 22,507,368
THERAPEUTICSMD INC COM 88338N107 719 122,700 SH   DFND 6 122,700 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 1,345 122,419 SH   DFND 1,5 0 0 122,419
THERAVANCE INC COM 88338T104 125,705 17,507,614 SH   DFND 1,5 0 0 17,507,614
THERAVANCE INC COM 88338T104 441 61,400 SH   DFND 6 61,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 972,764 7,955,218 SH   DFND 1,5 287,953 0 7,667,265
THERMO FISHER SCIENTIFIC INC COM 883556102 16,356 133,761 SH   DFND 2 133,761 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 12,582 102,896 SH   DFND 3 102,896 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,801 112,867 SH   DFND 6 53,077 0 59,790
THERMO FISHER SCIENTIFIC INC COM 883556102 66,506 543,880 SH   DFND 7 312,188 0 231,692
THERMO FISHER SCIENTIFIC INC COM 883556102 59,597 487,380 SH   DFND 11 487,380 0 0
THIRD PT REINS LTD COM G8827U100 4,886 363,300 SH   DFND 6 363,300 0 0
THIRD PT REINS LTD COM G8827U100 1,249 92,850 SH   DFND 7 92,850 0 0
THOMSON REUTERS CORP COM 884903105 266 6,617 SH   DFND 6 6,417 0 200
THOMSON REUTERS CORP COM 884903105 60,196 1,497,600 SH   DFND 11 1,497,600 0 0
THORATEC CORP COM NEW 885175307 76,734 1,213,000 SH   DFND 11 1,213,000 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 4,329 1,063,654 SH   DFND 1,5 0 0 1,063,654
TIDEWATER INC COM 886423102 79,826 6,075,000 SH   DFND 1,5 0 0 6,075,000
TIFFANY & CO NEW COM 886547108 54,865 710,500 SH   DFND 1,5 40,200 0 670,300
TIFFANY & CO NEW COM 886547108 2,908 37,657 SH   DFND 2 37,657 0 0
TIFFANY & CO NEW COM 886547108 1,233 15,968 SH   DFND 3 15,968 0 0
TILE SHOP HLDGS INC COM 88677Q109 3,849 321,300 SH   DFND 6 321,300 0 0
TILE SHOP HLDGS INC COM 88677Q109 998 83,300 SH   DFND 7 83,300 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,216 128,700 SH   DFND 1,5 0 0 128,700
TIME INC NEW COM 887228104 2,172 114,000 SH   DFND 1,5 21,195 0 92,805
TIME WARNER CABLE INC COM 88732J207 181,240 1,010,426 SH   DFND 1,5 188,857 0 821,569
TIME WARNER CABLE INC COM 88732J207 17,038 94,986 SH   DFND 2 94,986 0 0
TIME WARNER CABLE INC COM 88732J207 10,717 59,749 SH   DFND 3 59,749 0 0
TIME WARNER CABLE INC COM 88732J207 314 1,750 SH   DFND 7 1,750 0 0
TIME WARNER INC COM NEW 887317303 639,146 9,296,671 SH   DFND 1,5 56,777 0 9,239,894
TIME WARNER INC COM NEW 887317303 18,821 273,766 SH   DFND 2 273,766 0 0
TIME WARNER INC COM NEW 887317303 11,329 164,788 SH   DFND 3 164,788 0 0
TIME WARNER INC COM NEW 887317303 12,966 188,599 SH   DFND 6 170,149 0 18,450
TIME WARNER INC COM NEW 887317303 30,738 447,092 SH   DFND 7 7,650 0 439,442
TIMKENSTEEL CORP COM 887399103 2,114 208,900 SH   DFND 1,5 750 0 208,150
TITAN MACHY INC COM 88830R101 36,838 3,208,884 SH   DFND 1,5 91,300 0 3,117,584
TJX COS INC NEW COM 872540109 3,650,081 51,107,272 SH   DFND 1,5 2,658,148 0 48,449,124
TJX COS INC NEW COM 872540109 16,167 226,366 SH   DFND 2 226,366 0 0
TJX COS INC NEW COM 872540109 17,515 245,232 SH   DFND 3 245,232 0 0
TJX COS INC NEW COM 872540109 24,516 343,263 SH   DFND 6 189,358 0 153,905
TJX COS INC NEW COM 872540109 138,021 1,932,531 SH   DFND 7 1,169,641 0 762,890
TOBIRA THERAPEUTICS INC COM 88883P101 12,361 1,279,588 SH   DFND 1,5 0 0 1,279,588
TOKAI PHARMACEUTICALS INC COM 88907J107 5,951 575,000 SH   DFND 1,5 0 0 575,000
TOLL BROTHERS INC COM 889478103 178,910 5,225,162 SH   DFND 1,5 184,912 0 5,040,250
TOPBUILD CORP COM 89055F103 2,055 66,356 SH   DFND 1,5 12,985 0 53,371
TORCHMARK CORP COM 891027104 194,554 3,449,534 SH   DFND 1,5 111,450 0 3,338,084
TORCHMARK CORP COM 891027104 2,203 39,058 SH   DFND 2 39,058 0 0
TORCHMARK CORP COM 891027104 2,595 46,011 SH   DFND 3 46,011 0 0
TORNIER N V SHS N87237108 150,677 7,389,763 SH   DFND 1,5 0 0 7,389,763
TORO CO COM 891092108 15,526 220,098 SH   DFND 1,5 98 0 220,000
TORONTO DOMINION BK ONT COM NEW 891160509 112,245 2,847,746 SH   DFND 1,5 236 0 2,847,510
TORONTO DOMINION BK ONT COM NEW 891160509 13,618 345,500 SH   DFND 1,9 0 0 345,500
TORONTO DOMINION BK ONT COM NEW 891160509 44,466 1,128,128 SH   DFND 6 599,688 0 528,440
TORONTO DOMINION BK ONT COM NEW 891160509 33,451 848,681 SH   DFND 7 740,335 0 108,346
TORONTO DOMINION BK ONT COM NEW 891160509 1,885,189 47,828,612 SH   DFND 11 42,917,441 0 4,911,171
TORONTO DOMINION BK ONT COM NEW 891160509 2,072 52,566 SH   DFND   52,566 0 0
TOTAL S A SPONSORED ADR 89151E109 10,130 226,567 SH   DFND 1,5 0 0 226,567
TOTAL S A SPONSORED ADR 89151E109 2,721 60,864 SH   DFND 3 60,864 0 0
TOTAL SYS SVCS INC COM 891906109 639,458 14,075,669 SH   DFND 1,5 261,407 0 13,814,262
TOTAL SYS SVCS INC COM 891906109 49,559 1,090,897 SH   DFND 1,9 0 0 1,090,897
TOTAL SYS SVCS INC COM 891906109 2,581 56,807 SH   DFND 2 56,807 0 0
TOTAL SYS SVCS INC COM 891906109 1,157 25,471 SH   DFND 3 25,471 0 0
TOTAL SYS SVCS INC COM 891906109 55,874 1,229,898 SH   DFND 6 1,229,898 0 0
TOTAL SYS SVCS INC COM 891906109 16,980 373,761 SH   DFND 7 373,761 0 0
TOWERS WATSON & CO CL A 891894107 50,361 429,040 SH   DFND 1,5 9,940 0 419,100
TOWERSTREAM CORP COM 892000100 10,651 9,954,173 SH   DFND 1,5 0 0 9,954,173
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 9,854 84,017 SH   DFND 1,5 0 0 84,017
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 760 6,480 SH   DFND 3 6,480 0 0
TPG SPECIALTY LENDING INC COM 87265K102 76,612 4,662,922 SH   DFND 1,5 136,022 0 4,526,900
TPG SPECIALTY LENDING INC COM 87265K102 487 29,619 SH   DFND 6 29,619 0 0
TRACTOR SUPPLY CO COM 892356106 15,639 185,477 SH   DFND 1,5 77 0 185,400
TRACTOR SUPPLY CO COM 892356106 3,844 45,590 SH   DFND 2 45,590 0 0
TRACTOR SUPPLY CO COM 892356106 4,571 54,207 SH   DFND 3 54,207 0 0
TRANSCANADA CORP COM 89353D107 597 18,866 SH   DFND 6 18,701 0 165
TRANSCANADA CORP COM 89353D107 162,242 5,130,600 SH   DFND 11 5,130,600 0 0
TRANSDIGM GROUP INC COM 893641100 970,615 4,569,533 SH   DFND 1,5 77,734 0 4,491,799
TRANSGENOMIC INC COM NEW 89365K305 235 250,000 SH   DFND 1,5 0 0 250,000
TRANSITION THERAPEUTICS INC COM NEW 893716209 9,841 5,497,607 SH   DFND 1,5 912,533 0 4,585,074
TRANSOCEAN LTD REG SHS H8817H100 9,085 703,213 SH   DFND 1,5 5,013 0 698,200
TRANSOCEAN LTD REG SHS H8817H100 1,482 114,712 SH   DFND 2 114,712 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,265 97,888 SH   DFND 3 97,888 0 0
TRAVELERS COMPANIES INC COM 89417E109 452,147 4,542,818 SH   DFND 1,5 78,341 0 4,464,477
TRAVELERS COMPANIES INC COM 89417E109 10,397 104,463 SH   DFND 2 104,463 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,150 152,219 SH   DFND 3 152,219 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,408 94,523 SH   DFND 6 73,623 0 20,900
TRAVELERS COMPANIES INC COM 89417E109 15,655 157,285 SH   DFND 7 105,885 0 51,400
TRAVELPORT WORLDWIDE LTD SHS G9019D104 195,393 14,780,133 SH   DFND 1,5 76,800 0 14,703,333
TRAVELPORT WORLDWIDE LTD SHS G9019D104 5,251 397,200 SH   DFND 1,9 0 0 397,200
TREEHOUSE FOODS INC COM 89469A104 513 6,600 SH   DFND 1,5 0 0 6,600
TREVENA INC COM 89532E109 74,920 7,238,626 SH   DFND 1,5 87,400 0 7,151,226
TREVENA INC COM 89532E109 470 45,400 SH   DFND 6 45,400 0 0
TREX CO INC COM 89531P105 2,683 80,500 SH   DFND 1,5 800 0 79,700
TRI POINTE GROUP INC COM 87265H109 25,088 1,916,600 SH   DFND 1,5 10,500 0 1,906,100
TRI POINTE GROUP INC COM 87265H109 653 49,900 SH   DFND 6 49,900 0 0
TRIBUNE MEDIA CO CL A 896047503 3,815 107,170 SH   DFND 1,5 5,000 0 102,170
TRIBUNE PUBG CO COM 896082104 1,831 233,564 SH   DFND 1,5 67,983 0 165,581
TRICO BANCSHARES COM 896095106 9,860 401,301 SH   DFND 1,5 33,117 0 368,184
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 1,223 93,875 SH   DFND 11 93,875 0 0
TRIMAS CORP COM NEW 896215209 107,386 6,567,976 SH   DFND 1,5 166,701 0 6,401,275
TRIMBLE NAVIGATION LTD COM 896239100 236,774 14,419,884 SH   DFND 1,5 286,700 0 14,133,184
TRIMBLE NAVIGATION LTD COM 896239100 81,452 4,960,514 SH   DFND 1,9 0 0 4,960,514
TRINET GROUP INC COM 896288107 63,871 3,801,836 SH   DFND 1,5 23,600 0 3,778,236
TRINSEO S A SHS L9340P101 17,969 711,642 SH   DFND 1,5 557,144 0 154,498
TRIO TECH INTL COM NEW 896712205 704 287,500 SH   DFND 1,5 23,800 0 263,700
TRIPADVISOR INC COM 896945201 238,651 3,786,907 SH   DFND 1,5 287,462 0 3,499,445
TRIPADVISOR INC COM 896945201 2,389 37,902 SH   DFND 2 37,902 0 0
TRIPADVISOR INC COM 896945201 230 3,653 SH   DFND 3 3,653 0 0
TRIPLE-S MGMT CORP CL B 896749108 42,695 2,397,234 SH   DFND 1,5 238,800 0 2,158,434
TRIUMPH GROUP INC NEW COM 896818101 19,688 467,867 SH   DFND 1,5 8,997 0 458,870
TRIUMPH GROUP INC NEW COM 896818101 3,965 94,220 SH   DFND 6 65,170 0 29,050
TRIUMPH GROUP INC NEW COM 896818101 1,649 39,180 SH   DFND 7 23,880 0 15,300
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 12,750 2,550,000 SH   DFND 1,5 0 0 2,550,000
TRONOX LTD SHS CL A Q9235V101 34,812 7,966,239 SH   DFND 1,5 290,263 0 7,675,976
TRONOX LTD SHS CL A Q9235V101 1,340 306,605 SH   DFND 6 306,605 0 0
TRONOX LTD SHS CL A Q9235V101 246 56,230 SH   DFND 7 56,230 0 0
TRUEBLUE INC COM 89785X101 18,111 806,000 SH   DFND 1,5 128,400 0 677,600
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 12,309 1,514,000 SH   DFND 1,5 66,300 0 1,447,700
TTM TECHNOLOGIES INC COM 87305R109 55,061 8,838,018 SH   DFND 1,5 79,491 0 8,758,527
TUNIU CORP SPONSORED ADS CL 89977P106 10,624 895,000 SH   DFND 1,9 0 0 895,000
TUPPERWARE BRANDS CORP COM 899896104 226,332 4,573,293 SH   DFND 1,5 129,293 0 4,444,000
TUPPERWARE BRANDS CORP COM 899896104 1,548 31,286 SH   DFND 3 31,286 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,757 55,700 SH   DFND 6 55,700 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,301 46,490 SH   DFND 7 29,190 0 17,300
TUTOR PERINI CORP COM 901109108 16,168 982,289 SH   DFND 1,5 53,400 0 928,889
TWENTY FIRST CENTY FOX INC CL B 90130A200 28,889 1,067,204 SH   DFND 1,5 13,835 0 1,053,369
TWENTY FIRST CENTY FOX INC CL A 90130A101 215,540 7,988,866 SH   DFND 1,5 305,959 0 7,682,907
TWENTY FIRST CENTY FOX INC CL A 90130A101 11,057 409,834 SH   DFND 2 409,834 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 3,918 144,742 SH   DFND 2 144,742 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,361 198,717 SH   DFND 3 198,717 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 384 14,175 SH   DFND 3 14,175 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,890 403,639 SH   DFND 6 217,139 0 186,500
TWENTY FIRST CENTY FOX INC CL A 90130A101 60,046 2,225,586 SH   DFND 7 1,389,036 0 836,550
TWITTER INC COM 90184L102 536,887 19,928,980 SH   DFND 1,5 1,975,590 0 17,953,390
TWITTER INC COM 90184L102 18,263 677,900 SH   DFND 1,9 0 0 677,900
TWITTER INC COM 90184L102 7,605 282,300 SH   DFND 6 282,300 0 0
TWITTER INC COM 90184L102 7,952 295,172 SH   DFND 7 0 0 295,172
TWO HBRS INVT CORP COM 90187B101 95,477 10,825,085 SH   DFND 1,5 1,083 0 10,824,002
TWO HBRS INVT CORP COM 90187B101 1,277 144,824 SH   DFND 3 144,824 0 0
TYCO INTL PLC SHS G91442106 68,993 2,061,945 SH   DFND 1,5 2,921 0 2,059,024
TYCO INTL PLC SHS G91442106 4,734 141,490 SH   DFND 2 141,490 0 0
TYCO INTL PLC SHS G91442106 2,917 87,171 SH   DFND 3 87,171 0 0
TYLER TECHNOLOGIES INC COM 902252105 4,504 30,165 SH   DFND 1,5 2,109 0 28,056
TYSON FOODS INC CL A 902494103 37,730 875,400 SH   DFND 1,5 170,200 0 705,200
TYSON FOODS INC UNIT 99/99/9999 902494301 41,008 800,000 SH   DFND 1,5 0 0 800,000
TYSON FOODS INC CL A 902494103 4,403 102,164 SH   DFND 2 102,164 0 0
TYSON FOODS INC CL A 902494103 4,754 110,304 SH   DFND 3 110,304 0 0
U M H PROPERTIES INC CV RED PFD-A 903002202 18,239 710,231 SH   DFND 1,5 0 0 710,231
U S PHYSICAL THERAPY INC COM 90337L108 16,127 359,251 SH   DFND 1,5 12,351 0 346,900
U S PHYSICAL THERAPY INC COM 90337L108 7,568 168,594 SH   DFND 6 168,594 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,952 43,480 SH   DFND 7 43,480 0 0
UBIQUITI NETWORKS INC COM 90347A100 339 10,000 SH   DFND 1,5 10,000 0 0
UBS GROUP AG SHS H42097107 672,089 36,328,408 SH   DFND 1,5 1,612,058 0 34,716,350
UBS GROUP AG SHS H42097107 128,345 6,945,326 SH   DFND 1,10 113,390 0 6,831,936
UBS GROUP AG SHS H42097107 963 52,137 SH   DFND 2 0 0 52,137
UBS GROUP AG SHS H42097107 76,605 4,145,440 SH   DFND 6 2,651,808 0 1,493,632
UBS GROUP AG SHS H42097107 80,528 4,356,763 SH   DFND 7 2,738,326 0 1,618,437
UDR INC COM 902653104 665,234 19,293,327 SH   DFND 1,5 8,305,986 0 10,987,341
UDR INC COM 902653104 43,563 1,263,424 SH   DFND 6 1,263,424 0 0
UDR INC COM 902653104 20,981 608,500 SH   DFND 7 112,800 0 495,700
UFP TECHNOLOGIES INC COM 902673102 2,285 100,000 SH   DFND 1,5 100,000 0 0
UIL HLDG CORP COM 902748102 138,243 2,750,000 SH   DFND 1,5 0 0 2,750,000
ULTA SALON COSMETCS & FRAG I COM 90384S303 446,612 2,734,081 SH   DFND 1,5 74,956 0 2,659,125
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,160 7,100 SH   DFND 6 7,100 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 397,403 2,220,003 SH   DFND 1,5 116,555 0 2,103,448
ULTIMATE SOFTWARE GROUP INC COM 90385D107 949 5,300 SH   DFND 1,9 0 0 5,300
ULTRA PETROLEUM CORP COM 903914109 12,141 1,900,000 SH   DFND 1,5 145,500 0 1,754,500
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 558,305 5,796,956 SH   DFND 1,5 242,157 0 5,554,799
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 293 3,040 SH   DFND 6 3,040 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 1,780 4,340,279 SH   DFND 1,5 55,485 0 4,284,794
ULTRATECH INC COM 904034105 7,284 454,700 SH   DFND 1,9 0 0 454,700
ULTRATECH INC COM 904034105 495 30,900 SH   DFND 7 30,900 0 0
UMB FINL CORP COM 902788108 170,030 3,346,379 SH   DFND 1,5 24,031 0 3,322,348
UNDER ARMOUR INC CL A 904311107 1,339,380 13,839,427 SH   DFND 1,5 1,101,017 0 12,738,410
UNDER ARMOUR INC CL A 904311107 5,846 60,408 SH   DFND 2 60,408 0 0
UNDER ARMOUR INC CL A 904311107 1,173 12,123 SH   DFND 3 12,123 0 0
UNDER ARMOUR INC CL A 904311107 1,548 16,000 SH   DFND 6 16,000 0 0
UNIFI INC COM NEW 904677200 5,806 194,774 SH   DFND 1,5 0 0 194,774
UNIFIRST CORP MASS COM 904708104 31,430 294,257 SH   DFND 1,5 57 0 294,200
UNILEVER N V N Y SHS NEW 904784709 9,446 234,972 SH   DFND 1,5 0 0 234,972
UNILEVER N V N Y SHS NEW 904784709 569 14,155 SH   DFND 3 14,155 0 0
UNILEVER PLC SPON ADR NEW 904767704 591 14,485 SH   DFND 3 14,485 0 0
UNION BANKSHARES CORP NEW COM 90539J109 466 19,403 SH   DFND 3 19,403 0 0
UNION PAC CORP COM 907818108 1,581,296 17,885,944 SH   DFND 1,5 1,765,325 0 16,120,619
UNION PAC CORP COM 907818108 25,750 291,259 SH   DFND 2 291,259 0 0
UNION PAC CORP COM 907818108 16,045 181,490 SH   DFND 3 181,490 0 0
UNION PAC CORP COM 907818108 2,452 27,730 SH   DFND 6 18,830 0 8,900
UNION PAC CORP COM 907818108 14,301 161,756 SH   DFND 7 3,710 0 158,046
UNIQURE NV SHS N90064101 38,209 1,868,419 SH   DFND 1,5 7,100 0 1,861,319
UNIQURE NV SHS N90064101 7,396 361,640 SH   DFND 6 361,640 0 0
UNIQURE NV SHS N90064101 857 41,920 SH   DFND 7 41,920 0 0
UNISYS CORP COM NEW 909214306 87,138 7,322,533 SH   DFND 1,5 51,730 0 7,270,803
UNISYS CORP COM NEW 909214306 1,708 143,514 SH   DFND 6 143,514 0 0
UNIT CORP COM 909218109 66,171 5,876,600 SH   DFND 1,5 1,013,800 0 4,862,800
UNITED BANKSHARES INC WEST V COM 909907107 241 6,334 SH   DFND 3 6,334 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 24,424 1,194,900 SH   DFND 1,5 35,700 0 1,159,200
UNITED CONTL HLDGS INC COM 910047109 772,908 14,569,420 SH   DFND 1,5 1,904,961 0 12,664,459
UNITED CONTL HLDGS INC COM 910047109 6,727 126,804 SH   DFND 2 126,804 0 0
UNITED CONTL HLDGS INC COM 910047109 1,222 23,041 SH   DFND 3 23,041 0 0
UNITED CONTL HLDGS INC COM 910047109 2,682 50,560 SH   DFND 6 50,560 0 0
UNITED CONTL HLDGS INC COM 910047109 3,390 63,907 SH   DFND 7 63,907 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1,620 1,000,000 SH   DFND 1,9 0 0 1,000,000
UNITED NAT FOODS INC COM 911163103 175,111 3,609,796 SH   DFND 1,5 74,000 0 3,535,796
UNITED NAT FOODS INC COM 911163103 5,035 103,800 SH   DFND 6 103,800 0 0
UNITED NAT FOODS INC COM 911163103 965 19,900 SH   DFND 7 19,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,718,455 17,412,654 SH   DFND 1,5 944,283 0 16,468,371
UNITED PARCEL SERVICE INC CL B 911312106 23,138 234,448 SH   DFND 2 234,448 0 0
UNITED PARCEL SERVICE INC CL B 911312106 31,111 315,237 SH   DFND 3 315,237 0 0
UNITED PARCEL SERVICE INC CL B 911312106 38,173 386,800 SH   DFND 6 293,580 0 93,220
UNITED PARCEL SERVICE INC CL B 911312106 138,892 1,407,352 SH   DFND 7 692,395 0 714,957
UNITED PARCEL SERVICE INC CL B 911312106 1,135 11,500 SH   DFND 11 11,500 0 0
UNITED RENTALS INC COM 911363109 347,833 5,792,390 SH   DFND 1,5 561,517 0 5,230,873
UNITED RENTALS INC COM 911363109 1,922 32,013 SH   DFND 2 32,013 0 0
UNITED RENTALS INC COM 911363109 889 14,800 SH   DFND 6 14,800 0 0
UNITED RENTALS INC COM 911363109 348 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 5,290 149,303 SH   DFND 1,5 0 0 149,303
UNITED STATES OIL FUND LP UNITS 91232N108 3,592 244,689 SH   DFND 1,5 29,136 0 215,553
UNITED TECHNOLOGIES CORP COM 913017109 976,199 10,969,763 SH   DFND 1,5 318,527 0 10,651,236
UNITED TECHNOLOGIES CORP COM 913017109 24,741 278,021 SH   DFND 2 278,021 0 0
UNITED TECHNOLOGIES CORP COM 913017109 16,457 184,931 SH   DFND 3 184,931 0 0
UNITED TECHNOLOGIES CORP COM 913017109 24,817 278,870 SH   DFND 6 238,180 0 40,690
UNITED TECHNOLOGIES CORP COM 913017109 136,682 1,535,924 SH   DFND 7 836,086 0 699,838
UNITED TECHNOLOGIES CORP COM 913017109 1,068 12,000 SH   DFND 11 12,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 520,993 3,969,774 SH   DFND 1,5 0 0 3,969,774
UNITEDHEALTH GROUP INC COM 91324P102 6,401,029 55,176,529 SH   DFND 1,5 3,489,055 0 51,687,474
UNITEDHEALTH GROUP INC COM 91324P102 37,133 320,083 SH   DFND 2 320,083 0 0
UNITEDHEALTH GROUP INC COM 91324P102 16,105 138,828 SH   DFND 3 138,828 0 0
UNITEDHEALTH GROUP INC COM 91324P102 32,278 278,237 SH   DFND 6 155,637 0 122,600
UNITEDHEALTH GROUP INC COM 91324P102 153,037 1,319,168 SH   DFND 7 830,873 0 488,295
UNIVERSAL CORP VA COM 913456109 107,014 2,158,851 SH   DFND 1,5 112,772 0 2,046,079
UNIVERSAL DISPLAY CORP COM 91347P105 959 28,300 SH   DFND 1,9 0 0 28,300
UNIVERSAL ELECTRS INC COM 913483103 13,627 324,209 SH   DFND 1,5 0 0 324,209
UNIVERSAL FST PRODS INC COM 913543104 12,143 210,525 SH   DFND 1,5 525 0 210,000
UNIVERSAL HLTH SVCS INC CL B 913903100 563,343 4,513,607 SH   DFND 1,5 121,236 0 4,392,371
UNIVERSAL HLTH SVCS INC CL B 913903100 3,843 30,793 SH   DFND 2 30,793 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 924 167,961 SH   DFND 1,5 12,300 0 155,661
UNIVERSAL STAINLESS & ALLOY COM 913837100 614 58,000 SH   DFND 1,5 8,100 0 49,900
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 28,859 1,853,488 SH   DFND 1,5 230,898 0 1,622,590
UNUM GROUP COM 91529Y106 708,678 22,090,962 SH   DFND 1,5 1,564,798 0 20,526,164
UNUM GROUP COM 91529Y106 2,529 78,836 SH   DFND 2 78,836 0 0
UNUM GROUP COM 91529Y106 203 6,322 SH   DFND 3 6,322 0 0
URBAN EDGE PPTYS COM 91704F104 132,990 6,159,784 SH   DFND 1,5 232,708 0 5,927,076
URBAN EDGE PPTYS COM 91704F104 28,271 1,309,457 SH   DFND 6 1,309,457 0 0
URBAN EDGE PPTYS COM 91704F104 12,314 570,375 SH   DFND 7 57,325 0 513,050
URBAN OUTFITTERS INC COM 917047102 89,577 3,048,901 SH   DFND 1,5 145,600 0 2,903,301
URBAN OUTFITTERS INC COM 917047102 935 31,827 SH   DFND 2 31,827 0 0
URBAN OUTFITTERS INC COM 917047102 714 24,311 SH   DFND 3 24,311 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,100 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 3,507,005 85,515,844 SH   DFND 1,5 3,119,449 0 82,396,395
US BANCORP DEL COM NEW 902973304 22,787 555,650 SH   DFND 2 555,650 0 0
US BANCORP DEL COM NEW 902973304 20,735 505,617 SH   DFND 3 505,617 0 0
US BANCORP DEL COM NEW 902973304 24,952 608,446 SH   DFND 6 538,446 0 70,000
US BANCORP DEL COM NEW 902973304 44,450 1,083,887 SH   DFND 7 240,900 0 842,987
US BANCORP DEL COM NEW 902973304 84,046 2,049,400 SH   DFND 11 2,049,400 0 0
US ECOLOGY INC COM 91732J102 31,816 728,892 SH   DFND 1,5 64,355 0 664,537
USANA HEALTH SCIENCES INC COM 90328M107 94,974 708,600 SH   DFND 1,5 303,600 0 405,000
UTAH MED PRODS INC COM 917488108 24,185 448,956 SH   DFND 1,5 58,756 0 390,200
UTI WORLDWIDE INC ORD G87210103 3,223 702,119 SH   DFND 1,5 61,221 0 640,898
V F CORP COM 918204108 551,746 8,088,934 SH   DFND 1,5 319,578 0 7,769,356
V F CORP COM 918204108 7,796 114,300 SH   DFND 2 114,300 0 0
V F CORP COM 918204108 3,700 54,242 SH   DFND 3 54,242 0 0
V F CORP COM 918204108 7,791 114,219 SH   DFND 6 89,319 0 24,900
V F CORP COM 918204108 12,204 178,920 SH   DFND 7 113,820 0 65,100
VAIL RESORTS INC COM 91879Q109 198,038 1,891,840 SH   DFND 1,5 1,500 0 1,890,340
VALE S A ADR REPSTG PFD 91912E204 28,005 8,359,600 SH   DFND 1,5 217,600 0 8,142,000
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,179,923 6,610,448 SH   DFND 1,5 273,986 0 6,336,462
VALEANT PHARMACEUTICALS INTL COM 91911K102 230 1,291 SH   DFND 3 1,291 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 59,238 331,950 SH   DFND 6 234,340 0 97,610
VALEANT PHARMACEUTICALS INTL COM 91911K102 110,642 620,101 SH   DFND 7 598,656 0 21,445
VALEANT PHARMACEUTICALS INTL COM 91911K102 944,777 5,293,051 SH   DFND 11 4,601,877 0 691,174
VALEANT PHARMACEUTICALS INTL COM 91911K102 894 5,009 SH   DFND   5,009 0 0
VALERO ENERGY CORP NEW COM 91913Y100 633,970 10,548,578 SH   DFND 1,5 391,135 0 10,157,443
VALERO ENERGY CORP NEW COM 91913Y100 10,029 166,866 SH   DFND 2 166,866 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,101 84,868 SH   DFND 3 84,868 0 0
VALERO ENERGY CORP NEW COM 91913Y100 423 7,046 SH   DFND 6 7,046 0 0
VALERO ENERGY CORP NEW COM 91913Y100 9,734 161,959 SH   DFND 7 161,959 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,602 43,300 SH   DFND 11 43,300 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 104,923 2,328,000 SH   DFND 1,5 161,000 0 2,167,000
VALIDUS HOLDINGS LTD COM SHS G9319H102 384 8,520 SH   DFND 3 8,520 0 0
VALLEY NATL BANCORP COM 919794107 20,396 2,072,739 SH   DFND 1,5 439 0 2,072,300
VALLEY NATL BANCORP COM 919794107 242 24,594 SH   DFND 3 24,594 0 0
VALMONT INDS INC COM 920253101 132,204 1,393,233 SH   DFND 1,5 83 0 1,393,150
VALMONT INDS INC COM 920253101 901 9,500 SH   DFND 6 9,500 0 0
VALSPAR CORP COM 920355104 106,524 1,481,973 SH   DFND 1,5 14,833 0 1,467,140
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 1,600 19,904 SH   DFND 6 19,904 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 13,565 139,964 SH   DFND 3 139,964 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 30,233 316,473 SH   DFND 3 316,473 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 687 8,546 SH   DFND 3 8,546 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 3,840 40,288 SH   DFND 3 40,288 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 497,279 4,958,408 SH   DFND 3 4,958,408 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,146 41,653 SH   DFND 3 41,653 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 6,982 85,594 SH   DFND 3 85,594 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,212 19,363 SH   DFND 3 19,363 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 15,168 142,661 SH   DFND 3 142,661 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 505 4,360 SH   DFND 3 4,360 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,091 11,898 SH   DFND 3 11,898 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 497,589 6,483,240 SH   DFND 3 6,483,240 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 255,034 2,952,469 SH   DFND 3 2,952,469 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,651 21,855 SH   DFND 6 0 0 21,855
VANGUARD INDEX FDS VALUE ETF 922908744 3,245 42,285 SH   DFND 7 42,285 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 733 14,900 SH   DFND 1,5 14,900 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 644 11,850 SH   DFND 3 11,850 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,259 30,120 SH   DFND 3 30,120 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 370,395 7,531,412 SH   DFND 3 7,531,412 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 500 15,120 SH   DFND 3 15,120 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,406 46,189 SH   DFND 3 46,189 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,663 74,709 SH   DFND 3 74,709 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 5,105 143,236 SH   DFND 7 143,236 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 1,994 31,822 SH   DFND 3 31,822 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 646 6,596 SH   DFND 3 6,596 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 435 9,396 SH   DFND 3 9,396 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 554 4,522 SH   DFND 3 4,522 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 5,080 41,890 SH   DFND 7 41,890 0 0
VANGUARD WORLD FDS TELCOMM ETF 92204A884 2,987 37,905 SH   DFND 7 37,905 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 3,536 30,015 SH   DFND 7 30,015 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 5,020 40,957 SH   DFND 7 40,957 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 5,842 61,541 SH   DFND 7 61,541 0 0
VANTIV INC CL A 92210H105 135,625 3,019,250 SH   DFND 1,5 46,850 0 2,972,400
VANTIV INC CL A 92210H105 49,057 1,092,100 SH   DFND 1,9 0 0 1,092,100
VANTIV INC CL A 92210H105 58,865 1,310,446 SH   DFND 6 1,310,446 0 0
VANTIV INC CL A 92210H105 2,219 49,400 SH   DFND 7 49,400 0 0
VARIAN MED SYS INC COM 92220P105 4,855 65,800 SH   DFND 1,5 40,800 0 25,000
VARIAN MED SYS INC COM 92220P105 2,445 33,136 SH   DFND 2 33,136 0 0
VARIAN MED SYS INC COM 92220P105 2,415 32,739 SH   DFND 3 32,739 0 0
VARONIS SYS INC COM 922280102 30,130 1,933,898 SH   DFND 1,5 0 0 1,933,898
VASCULAR SOLUTIONS INC COM 92231M109 15,573 480,500 SH   DFND 1,5 500 0 480,000
VCA INC COM 918194101 134,798 2,560,263 SH   DFND 1,5 263 0 2,560,000
VECTOR GROUP LTD FRNT 1/1 92240MAY4 34,503 22,933,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 19,728 872,547 SH   DFND 6 872,547 0 0
VECTOR GROUP LTD COM 92240M108 1,902 84,100 SH   DFND 7 84,100 0 0
VECTRUS INC COM 92242T101 1,839 83,424 SH   DFND 1,5 14,923 0 68,501
VEEVA SYS INC CL A COM 922475108 24,372 1,041,100 SH   DFND 1,5 17,300 0 1,023,800
VENTAS INC COM 92276F100 863,382 15,401,028 SH   DFND 1,5 3,196,176 0 12,204,852
VENTAS INC COM 92276F100 6,257 111,611 SH   DFND 2 111,611 0 0
VENTAS INC COM 92276F100 2,337 41,693 SH   DFND 3 41,693 0 0
VENTAS INC COM 92276F100 34,509 615,567 SH   DFND 6 615,567 0 0
VENTAS INC COM 92276F100 18,071 322,345 SH   DFND 7 89,400 0 232,945
VENTAS INC COM 92276F100 13,146 234,490 SH   DFND 11 234,490 0 0
VERA BRADLEY INC COM 92335C106 70,272 5,572,700 SH   DFND 1,5 103,900 0 5,468,800
VERASTEM INC COM 92337C104 4,110 2,296,041 SH   DFND 1,5 0 0 2,296,041
VEREIT INC COM 92339V100 298,201 38,627,108 SH   DFND 1,5 12,340,400 0 26,286,708
VEREIT INC COM 92339V100 24,801 3,212,522 SH   DFND 6 3,212,522 0 0
VEREIT INC COM 92339V100 10,778 1,396,100 SH   DFND 7 139,100 0 1,257,000
VERIFONE SYS INC COM 92342Y109 131,964 4,758,900 SH   DFND 1,5 639,100 0 4,119,800
VERINT SYS INC COM 92343X100 37,612 871,650 SH   DFND 1,5 650 0 871,000
VERISIGN INC COM 92343E102 49,158 696,687 SH   DFND 1,5 87 0 696,600
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 38,440 18,420,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,366 33,525 SH   DFND 2 33,525 0 0
VERISIGN INC COM 92343E102 1,078 15,271 SH   DFND 3 15,271 0 0
VERISK ANALYTICS INC COM 92345Y106 232,781 3,149,526 SH   DFND 1,5 2,200 0 3,147,326
VERISK ANALYTICS INC COM 92345Y106 2,289 30,970 SH   DFND 6 30,970 0 0
VERITIV CORP COM 923454102 23,858 640,653 SH   DFND 1,5 11,500 0 629,153
VERIZON COMMUNICATIONS INC COM 92343V104 1,956,914 44,976,181 SH   DFND 1,5 2,230,080 0 42,746,101
VERIZON COMMUNICATIONS INC COM 92343V104 59,380 1,364,733 SH   DFND 2 1,364,733 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 36,050 828,547 SH   DFND 3 828,547 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 30,428 699,330 SH   DFND 6 699,330 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 110,144 2,531,458 SH   DFND 7 1,843,895 0 687,563
VERIZON COMMUNICATIONS INC COM 92343V104 34,625 795,800 SH   DFND 11 795,800 0 0
VERMILION ENERGY INC COM 923725105 47,842 1,485,800 SH   DFND 11 1,485,800 0 0
VERMILLION INC COM NEW 92407M206 12,474 6,175,000 SH   DFND 1,5 0 0 6,175,000
VERSARTIS INC COM 92529L102 50,669 4,394,576 SH   DFND 1,5 181,563 0 4,213,013
VERTEX PHARMACEUTICALS INC COM 92532F100 1,750,741 16,811,420 SH   DFND 1,5 136,361 0 16,675,059
VERTEX PHARMACEUTICALS INC COM 92532F100 8,552 82,124 SH   DFND 2 82,124 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,367 70,744 SH   DFND 3 70,744 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 20,687 198,644 SH   DFND 6 183,744 0 14,900
VERTEX PHARMACEUTICALS INC COM 92532F100 54,795 526,169 SH   DFND 7 488,969 0 37,200
VIACOM INC NEW CL B 92553P201 333,574 7,730,564 SH   DFND 1,5 136,264 0 7,594,300
VIACOM INC NEW CL A 92553P102 11,510 260,000 SH   DFND 1,5 60,000 0 200,000
VIACOM INC NEW CL B 92553P201 5,033 116,632 SH   DFND 2 116,632 0 0
VIACOM INC NEW CL B 92553P201 3,402 78,841 SH   DFND 3 78,841 0 0
VIACOM INC NEW CL B 92553P201 14,503 336,115 SH   DFND 6 211,250 0 124,865
VIACOM INC NEW CL B 92553P201 82,116 1,903,029 SH   DFND 7 996,232 0 906,797
VIASAT INC COM 92552V100 951 14,800 SH   DFND 1,5 0 0 14,800
VIAVI SOLUTIONS INC COM 925550105 2,455 457,191 SH   DFND 1,5 37,351 0 419,840
VICAL INC COM 925602104 4,244 9,227,121 SH   DFND 1,5 0 0 9,227,121
VIGGLE INC COM NEW 92672V204 46 56,268 SH   DFND 1,5 0 0 56,268
VILLAGE SUPER MKT INC CL A NEW 927107409 314 13,284 SH   DFND 1,5 13,284 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 303,880 18,088,121 SH   DFND 1,5 2,709,621 0 15,378,500
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 4,180 248,800 SH   DFND 1,9 0 0 248,800
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 8,193 487,700 SH   DFND 6 338,400 0 149,300
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,782 165,600 SH   DFND 7 165,600 0 0
VIRGIN AMER INC COM VTG 92765X208 26,230 766,300 SH   DFND 1,5 153,800 0 612,500
VIRTUS INVT PARTNERS INC COM 92828Q109 64,029 637,100 SH   DFND 1,5 1,000 0 636,100
VIRTUS INVT PARTNERS INC COM 92828Q109 18,300 182,090 SH   DFND 6 182,090 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 3,394 33,770 SH   DFND 7 27,670 0 6,100
VIRTUSA CORP COM 92827P102 41,568 810,125 SH   DFND 1,5 327 0 809,798
VIRTUSA CORP COM 92827P102 595 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 29,306 571,157 SH   DFND 6 571,157 0 0
VIRTUSA CORP COM 92827P102 3,694 71,990 SH   DFND 7 71,990 0 0
VIRTUSA CORP COM 92827P102 15,125 294,770 SH   DFND 11 294,770 0 0
VISA INC COM CL A 92826C839 6,947,023 99,727,574 SH   DFND 1,5 5,607,290 0 94,120,284
VISA INC COM CL A 92826C839 160,880 2,309,500 SH   DFND 1,9 0 0 2,309,500
VISA INC COM CL A 92826C839 86,622 1,243,500 SH   DFND 1,10 19,000 0 1,224,500
VISA INC COM CL A 92826C839 45,629 655,023 SH   DFND 2 655,023 0 0
VISA INC COM CL A 92826C839 42,065 603,868 SH   DFND 3 603,868 0 0
VISA INC COM CL A 92826C839 40,701 584,284 SH   DFND 6 531,984 0 52,300
VISA INC COM CL A 92826C839 59,433 853,187 SH   DFND 7 304,895 0 548,292
VISTA OUTDOOR INC COM 928377100 162,579 3,659,227 SH   DFND 1,5 8,637 0 3,650,590
VISTA OUTDOOR INC COM 928377100 6,336 142,600 SH   DFND 6 142,600 0 0
VISTA OUTDOOR INC COM 928377100 1,635 36,800 SH   DFND 7 36,800 0 0
VISTA OUTDOOR INC COM 928377100 14,895 335,242 SH   DFND 11 335,242 0 0
VISTEON CORP COM NEW 92839U206 177,822 1,756,444 SH   DFND 1,5 56 0 1,756,388
VITAE PHARMACEUTICALS INC COM 92847N103 36,052 3,274,473 SH   DFND 1,5 0 0 3,274,473
VITAL THERAPIES INC COM 92847R104 5,945 1,471,479 SH   DFND 1,5 0 0 1,471,479
VITAMIN SHOPPE INC COM 92849E101 6,606 202,375 SH   DFND 1,5 0 0 202,375
VMWARE INC CL A COM 928563402 2,986 37,900 SH   DFND 1,5 0 0 37,900
VMWARE INC CL A COM 928563402 1,285 16,314 SH   DFND 3 16,314 0 0
VMWARE INC CL A COM 928563402 4,213 53,474 SH   DFND 7 53,474 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 260,542 8,208,634 SH   DFND 1,5 703 0 8,207,931
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 276 8,710 SH   DFND 3 8,710 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 8,729 275,000 SH   DFND 11 275,000 0 0
VONAGE HLDGS CORP COM 92886T201 13,243 2,252,226 SH   DFND 1,5 0 0 2,252,226
VORNADO RLTY TR SH BEN INT 929042109 13,811 152,740 SH   DFND 1,5 0 0 152,740
VORNADO RLTY TR SH BEN INT 929042109 5,378 59,477 SH   DFND 2 59,477 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,349 14,916 SH   DFND 3 14,916 0 0
VOYA FINL INC COM 929089100 84,020 2,167,131 SH   DFND 1,5 172,731 0 1,994,400
VSE CORP COM 918284100 25,840 644,863 SH   DFND 1,5 39,369 0 605,494
VTV THERAPEUTICS INC CL A 918385105 2,382 365,400 SH   DFND 1,5 0 0 365,400
VULCAN MATLS CO COM 929160109 41,246 462,399 SH   DFND 1,5 100 0 462,299
VULCAN MATLS CO COM 929160109 3,988 44,707 SH   DFND 2 44,707 0 0
VULCAN MATLS CO COM 929160109 412 4,615 SH   DFND 3 4,615 0 0
VWR CORP COM 91843L103 32,683 1,272,200 SH   DFND 1,5 0 0 1,272,200
W & T OFFSHORE INC COM 92922P106 26,913 8,971,000 SH   DFND 1,5 112,600 0 8,858,400
W P CAREY INC COM 92936U109 231,950 4,012,289 SH   DFND 1,5 1,726,889 0 2,285,400
W P CAREY INC COM 92936U109 218 3,766 SH   DFND 3 3,766 0 0
W P CAREY INC COM 92936U109 18,727 323,934 SH   DFND 6 323,934 0 0
W P CAREY INC COM 92936U109 8,208 141,981 SH   DFND 7 14,600 0 127,381
WABASH NATL CORP COM 929566107 481 45,400 SH   DFND 1,5 45,400 0 0
WABCO HLDGS INC COM 92927K102 155,402 1,482,423 SH   DFND 1,5 111 0 1,482,312
WABCO HLDGS INC COM 92927K102 15,603 148,840 SH   DFND 6 148,840 0 0
WABCO HLDGS INC COM 92927K102 7,565 72,160 SH   DFND 7 72,160 0 0
WABTEC CORP COM 929740108 309,705 3,517,376 SH   DFND 1,5 500 0 3,516,876
WADDELL & REED FINL INC CL A 930059100 288,380 8,293,928 SH   DFND 1,5 352 0 8,293,576
WADDELL & REED FINL INC CL A 930059100 10,893 313,300 SH   DFND 6 313,300 0 0
WAGEWORKS INC COM 930427109 225,024 4,991,670 SH   DFND 1,5 14,000 0 4,977,670
WAGEWORKS INC COM 930427109 14,107 312,932 SH   DFND 1,9 0 0 312,932
WAGEWORKS INC COM 930427109 1,316 29,200 SH   DFND 6 29,200 0 0
WAGEWORKS INC COM 930427109 1,997 44,290 SH   DFND 7 19,590 0 24,700
WAL-MART STORES INC COM 931142103 677,557 10,449,673 SH   DFND 1,5 270,014 0 10,179,659
WAL-MART STORES INC COM 931142103 34,346 529,711 SH   DFND 2 529,711 0 0
WAL-MART STORES INC COM 931142103 15,013 231,539 SH   DFND 3 231,539 0 0
WAL-MART STORES INC COM 931142103 4,278 65,976 SH   DFND 6 65,976 0 0
WAL-MART STORES INC COM 931142103 152,666 2,354,500 SH   DFND 11 2,354,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 791,187 9,520,906 SH   DFND 1,5 425,248 0 9,095,658
WALGREENS BOOTS ALLIANCE INC COM 931427108 24,375 293,318 SH   DFND 2 293,318 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 22,490 270,636 SH   DFND 3 270,636 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,869 82,660 SH   DFND 6 82,660 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,336 136,415 SH   DFND 7 0 0 136,415
WASHINGTON FED INC COM 938824109 192,196 8,448,184 SH   DFND 1,5 829 0 8,447,355
WASTE MGMT INC DEL COM 94106L109 7,032 141,181 SH   DFND 2 141,181 0 0
WASTE MGMT INC DEL COM 94106L109 3,145 63,133 SH   DFND 3 63,133 0 0
WATERS CORP COM 941848103 223,105 1,887,360 SH   DFND 1,5 115,141 0 1,772,219
WATERS CORP COM 941848103 3,264 27,616 SH   DFND 2 27,616 0 0
WATERS CORP COM 941848103 695 5,881 SH   DFND 3 5,881 0 0
WATSCO INC COM 942622200 127,425 1,075,498 SH   DFND 1,5 52 0 1,075,446
WAYFAIR INC CL A 94419L101 227,575 6,491,020 SH   DFND 1,5 400,494 0 6,090,526
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,628 93,600 SH   DFND 1,5 93,600 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 1,413 62,418 SH   DFND 1,5 0 0 62,418
WEATHERFORD INTL PLC ORD SHS G48833100 35,893 4,232,698 SH   DFND 1,5 2,932 0 4,229,766
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,688 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 68,432 3,246,278 SH   DFND 1,5 30,000 0 3,216,278
WEB COM GROUP INC COM 94733A104 19,851 941,700 SH   DFND 1,9 0 0 941,700
WEB COM GROUP INC COM 94733A104 1,809 85,800 SH   DFND 6 85,800 0 0
WEB COM GROUP INC COM 94733A104 2,235 106,015 SH   DFND 7 67,115 0 38,900
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 9,994 10,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 20,125 20,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 6,096 6,100,000 PRN   DFND 11 0 0 0
WEBSTER FINL CORP CONN COM 947890109 489 13,731 SH   DFND 3 13,731 0 0
WEC ENERGY GROUP INC COM 92939U106 35,276 675,529 SH   DFND 1,5 29 0 675,500
WEC ENERGY GROUP INC COM 92939U106 5,534 105,966 SH   DFND 2 105,966 0 0
WEC ENERGY GROUP INC COM 92939U106 2,721 52,114 SH   DFND 3 52,114 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 38,713 6,067,900 SH   DFND 1,5 441,400 0 5,626,500
WELLCARE HEALTH PLANS INC COM 94946T106 150,677 1,748,400 SH   DFND 1,5 13,000 0 1,735,400
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 211,426 181,015 SH   DFND 1,5 19,060 0 161,955
WELLS FARGO & CO NEW COM 949746101 7,618,677 148,367,624 SH   DFND 1,5 7,742,525 0 140,625,099
WELLS FARGO & CO NEW COM 949746101 80,519 1,568,037 SH   DFND 2 1,568,037 0 0
WELLS FARGO & CO NEW COM 949746101 54,314 1,057,713 SH   DFND 3 1,057,713 0 0
WELLS FARGO & CO NEW COM 949746101 46,261 900,902 SH   DFND 6 699,842 0 201,060
WELLS FARGO & CO NEW COM 949746101 56,727 1,104,712 SH   DFND 7 421,476 0 683,236
WELLS FARGO & CO NEW COM 949746101 43,068 838,710 SH   DFND 11 838,710 0 0
WELLTOWER INC COM 95040Q104 38,332 566,055 SH   DFND 1,5 19,888 0 546,167
WELLTOWER INC COM 95040Q104 7,999 118,117 SH   DFND 2 118,117 0 0
WELLTOWER INC COM 95040Q104 4,038 59,975 SH   DFND 3 59,975 0 0
WELLTOWER INC COM 95040Q104 7,674 113,320 SH   DFND 6 113,320 0 0
WELLTOWER INC COM 95040Q104 3,353 49,514 SH   DFND 7 4,800 0 44,714
WENDYS CO COM 95058W100 127 14,633 SH   DFND 3 14,633 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 33,024 2,706,900 SH   DFND 1,5 62,700 0 2,644,200
WESCO INTL INC COM 95082P105 274,302 5,902,777 SH   DFND 1,5 15,103 0 5,887,674
WESCO INTL INC COM 95082P105 18,417 396,327 SH   DFND 6 396,327 0 0
WESCO INTL INC COM 95082P105 10,828 233,013 SH   DFND 7 194,713 0 38,300
WEST CORP COM 952355204 187,739 8,381,186 SH   DFND 1,5 92,255 0 8,288,931
WEST PHARMACEUTICAL SVSC INC COM 955306105 10,023 185,192 SH   DFND 1,5 592 0 184,600
WESTERN ALLIANCE BANCORP COM 957638109 16,335 531,904 SH   DFND 6 531,904 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,658 86,540 SH   DFND 7 86,540 0 0
WESTERN DIGITAL CORP COM 958102105 472,620 5,949,394 SH   DFND 1,5 103,704 0 5,845,690
WESTERN DIGITAL CORP COM 958102105 74,070 932,400 SH   DFND 1,9 0 0 932,400
WESTERN DIGITAL CORP COM 958102105 6,144 77,339 SH   DFND 2 77,339 0 0
WESTERN DIGITAL CORP COM 958102105 5,168 65,060 SH   DFND 3 65,060 0 0
WESTERN DIGITAL CORP COM 958102105 1,925 24,230 SH   DFND 6 24,230 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 16,691 356,500 SH   DFND 1,5 0 0 356,500
WESTERN REFNG INC COM 959319104 114,423 2,593,444 SH   DFND 1,5 3,100 0 2,590,344
WESTERN REFNG INC COM 959319104 7,080 160,478 SH   DFND 6 160,478 0 0
WESTERN REFNG INC COM 959319104 3,019 68,420 SH   DFND 7 68,420 0 0
WESTERN UN CO COM 959802109 839,112 45,703,265 SH   DFND 1,5 2,014,204 0 43,689,061
WESTERN UN CO COM 959802109 3,152 171,673 SH   DFND 2 171,673 0 0
WESTERN UN CO COM 959802109 1,205 65,613 SH   DFND 3 65,613 0 0
WESTERN UN CO COM 959802109 567 30,880 SH   DFND 6 30,880 0 0
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 11,891 679,466 SH   DFND 1,5 0 0 679,466
WESTROCK CO COM 96145D105 1,340,875 26,066,774 SH   DFND 1,5 439,682 0 25,627,092
WESTROCK CO COM 96145D105 4,521 87,895 SH   DFND 2 87,895 0 0
WESTROCK CO COM 96145D105 4,198 81,608 SH   DFND 3 81,608 0 0
WESTROCK CO COM 96145D105 31,726 616,764 SH   DFND 6 567,924 0 48,840
WESTROCK CO COM 96145D105 18,266 355,091 SH   DFND 7 259,891 0 95,200
WEX INC COM 96208T104 88,073 1,014,200 SH   DFND 1,5 0 0 1,014,200
WEYERHAEUSER CO PREF CONV SER A 962166872 38,547 807,800 SH   DFND 1,5 310,300 0 497,500
WEYERHAEUSER CO COM 962166104 88,213 3,226,514 SH   DFND 1,5 66,175 0 3,160,339
WEYERHAEUSER CO COM 962166104 4,719 172,600 SH   DFND 2 172,600 0 0
WEYERHAEUSER CO COM 962166104 791 28,936 SH   DFND 3 28,936 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,217 25,500 SH   DFND 6 0 0 25,500
WHIRLPOOL CORP COM 963320106 262,799 1,784,594 SH   DFND 1,5 3,427 0 1,781,167
WHIRLPOOL CORP COM 963320106 3,876 26,323 SH   DFND 2 26,323 0 0
WHIRLPOOL CORP COM 963320106 686 4,660 SH   DFND 3 4,660 0 0
WHIRLPOOL CORP COM 963320106 3,220 21,868 SH   DFND 6 21,868 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,196 1,600 SH   DFND 1,5 0 0 1,600
WHITEWAVE FOODS CO COM 966244105 67,572 1,682,998 SH   DFND 1,5 139,800 0 1,543,198
WHITEWAVE FOODS CO COM 966244105 863 21,502 SH   DFND 6 21,502 0 0
WHITING PETE CORP NEW COM 966387102 101,051 6,617,609 SH   DFND 1,5 47,697 0 6,569,912
WHITING PETE CORP NEW COM 966387102 3,854 252,389 SH   DFND 6 202,389 0 50,000
WHITING PETE CORP NEW COM 966387102 4,208 275,544 SH   DFND 7 150,144 0 125,400
WHOLE FOODS MKT INC COM 966837106 430,746 13,609,658 SH   DFND 1,5 544,537 0 13,065,121
WHOLE FOODS MKT INC COM 966837106 3,802 120,122 SH   DFND 2 120,122 0 0
WHOLE FOODS MKT INC COM 966837106 1,393 44,012 SH   DFND 3 44,012 0 0
WHOLE FOODS MKT INC COM 966837106 2,220 70,130 SH   DFND 6 70,130 0 0
WI-LAN INC COM 928972108 744 410,200 SH   DFND 1,5 0 0 410,200
WILEY JOHN & SONS INC CL A 968223206 10,129 202,449 SH   DFND 1,5 49 0 202,400
WILEY JOHN & SONS INC CL A 968223206 24,990 499,505 SH   DFND 6 499,505 0 0
WILEY JOHN & SONS INC CL A 968223206 5,312 106,180 SH   DFND 7 106,180 0 0
WILLIAMS COS INC DEL COM 969457100 612,492 16,621,213 SH   DFND 1,5 1,419,206 0 15,202,007
WILLIAMS COS INC DEL COM 969457100 8,439 229,007 SH   DFND 2 229,007 0 0
WILLIAMS COS INC DEL COM 969457100 8,303 225,326 SH   DFND 3 225,326 0 0
WILLIAMS COS INC DEL COM 969457100 11,760 319,140 SH   DFND 6 319,140 0 0
WILLIAMS COS INC DEL COM 969457100 8,679 235,531 SH   DFND 7 0 0 235,531
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 292,531 9,164,497 SH   DFND 1,5 0 0 9,164,497
WILLIAMS SONOMA INC COM 969904101 112,983 1,479,800 SH   DFND 1,5 15,600 0 1,464,200
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 15,868 387,300 SH   DFND 1,5 0 0 387,300
WILLIS LEASE FINANCE CORP COM 970646105 325 20,000 SH   DFND 1,5 1,551 0 18,449
WILSHIRE BANCORP INC COM 97186T108 52,779 5,021,780 SH   DFND 1,5 210,280 0 4,811,500
WINDSTREAM HLDGS INC COM NEW 97382A200 600 97,658 SH   DFND 1,5 0 0 97,658
WINGSTOP INC COM 974155103 25,901 1,080,100 SH   DFND 1,5 42,400 0 1,037,700
WINGSTOP INC COM 974155103 456 19,000 SH   DFND 6 19,000 0 0
WIRELESS TELECOM GROUP INC COM 976524108 1,415 936,846 SH   DFND 1,5 475,346 0 461,500
WISDOMTREE INVTS INC COM 97717P104 1,305 80,900 SH   DFND 1,5 900 0 80,000
WISDOMTREE TR JAPN HEDGE EQT 97717W851 2,243 46,100 SH   DFND 1,5 5,500 0 40,600
WISDOMTREE TR INDIA ERNGS FD 97717W422 22,020 1,105,400 SH   DFND 1,5 1,105,400 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 296,763 5,430,250 SH   DFND 3 5,430,250 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 22,897 470,556 SH   DFND 3 470,556 0 0
WIX COM LTD SHS M98068105 66,251 3,803,169 SH   DFND 1,5 362,542 0 3,440,627
WIX COM LTD SHS M98068105 674 38,700 SH   DFND 1,9 0 0 38,700
WMIH CORP COM 92936P100 57 22,189 SH   DFND 1,5 0 0 22,189
WNS HOLDINGS LTD SPON ADR 92932M101 103,043 3,686,683 SH   DFND 1,5 41,300 0 3,645,383
WNS HOLDINGS LTD SPON ADR 92932M101 45,444 1,625,896 SH   DFND 6 1,625,896 0 0
WOODWARD INC COM 980745103 31,058 763,088 SH   DFND 1,5 0 0 763,088
WORKDAY INC CL A 98138H101 477,773 6,938,325 SH   DFND 1,5 346,791 0 6,591,534
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 8,835 8,000,000 PRN   DFND 1,5 0 0 0
WORKDAY INC CL A 98138H101 3,643 52,900 SH   DFND 1,9 0 0 52,900
WORKDAY INC CL A 98138H101 351 5,100 SH   DFND 6 5,100 0 0
WORKIVA INC COM CL A 98139A105 2,546 167,600 SH   DFND 1,9 0 0 167,600
WORLD FUEL SVCS CORP COM 981475106 300,580 8,396,101 SH   DFND 1,5 277,473 0 8,118,628
WORLD FUEL SVCS CORP COM 981475106 38,500 1,075,409 SH   DFND 6 1,075,409 0 0
WORLD FUEL SVCS CORP COM 981475106 2,023 56,500 SH   DFND 7 56,500 0 0
WORLD FUEL SVCS CORP COM 981475106 36,630 1,023,190 SH   DFND 11 1,023,190 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 7,267 430,000 SH   DFND 1,5 0 0 430,000
WP GLIMCHER IN COM 92939N102 91,035 7,807,456 SH   DFND 1,5 160,170 0 7,647,286
WP GLIMCHER IN COM 92939N102 17,221 1,476,910 SH   DFND 6 1,372,110 0 104,800
WP GLIMCHER IN COM 92939N102 5,842 501,059 SH   DFND 7 182,525 0 318,534
WPX ENERGY INC COM 98212B103 6,397 966,300 SH   DFND 1,5 75,729 0 890,571
WRIGHT MED GROUP INC COM 98235T107 66,894 3,182,400 SH   DFND 1,5 0 0 3,182,400
WRIGHT MED GROUP INC COM 98235T107 13,869 659,792 SH   DFND 6 659,792 0 0
WRIGHT MED GROUP INC COM 98235T107 7,064 336,040 SH   DFND 7 336,040 0 0
WSFS FINL CORP COM 929328102 72,230 2,507,113 SH   DFND 1,5 218 0 2,506,895
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 8,551 197,900 SH   DFND 1,9 0 0 197,900
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 38,664 894,800 SH   DFND 1,10 14,900 0 879,900
WYNDHAM WORLDWIDE CORP COM 98310W108 652,846 9,079,911 SH   DFND 1,5 7,348 0 9,072,563
WYNDHAM WORLDWIDE CORP COM 98310W108 2,851 39,646 SH   DFND 2 39,646 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 649 9,025 SH   DFND 3 9,025 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 23,849 331,690 SH   DFND 6 297,990 0 33,700
WYNDHAM WORLDWIDE CORP COM 98310W108 38,066 529,430 SH   DFND 7 483,434 0 45,996
WYNDHAM WORLDWIDE CORP COM 98310W108 13,724 190,880 SH   DFND 11 190,880 0 0
WYNN RESORTS LTD COM 983134107 187,725 3,533,977 SH   DFND 1,5 0 0 3,533,977
WYNN RESORTS LTD COM 983134107 1,448 27,266 SH   DFND 2 27,266 0 0
WYNN RESORTS LTD COM 983134107 278 5,229 SH   DFND 3 5,229 0 0
WYNN RESORTS LTD COM 983134107 332 6,250 SH   DFND 6 6,250 0 0
WYNN RESORTS LTD COM 983134107 1,036 19,510 SH   DFND 7 19,510 0 0
XCEL ENERGY INC COM 98389B100 196,951 5,562,014 SH   DFND 1,5 161,914 0 5,400,100
XCEL ENERGY INC COM 98389B100 6,029 170,256 SH   DFND 2 170,256 0 0
XCEL ENERGY INC COM 98389B100 1,336 37,722 SH   DFND 3 37,722 0 0
XCEL ENERGY INC COM 98389B100 10,026 283,137 SH   DFND 6 217,737 0 65,400
XCEL ENERGY INC COM 98389B100 15,504 437,847 SH   DFND 7 273,747 0 164,100
XCEL ENERGY INC COM 98389B100 23,110 652,650 SH   DFND 11 652,650 0 0
XCERRA CORP COM 98400J108 3,386 539,100 SH   DFND 1,5 0 0 539,100
XENCOR INC COM 98401F105 74,184 6,065,704 SH   DFND 1,5 500 0 6,065,204
XENON PHARMACEUTICALS INC COM 98420N105 7,524 910,920 SH   DFND 1,5 0 0 910,920
XENOPORT INC COM 98411C100 9,260 2,668,709 SH   DFND 1,5 0 0 2,668,709
XEROX CORP COM 984121103 167,948 17,260,864 SH   DFND 1,5 825,199 0 16,435,665
XEROX CORP COM 984121103 3,281 337,237 SH   DFND 2 337,237 0 0
XEROX CORP COM 984121103 778 80,004 SH   DFND 3 80,004 0 0
XEROX CORP COM 984121103 2,915 299,550 SH   DFND 6 183,320 0 116,230
XEROX CORP COM 984121103 470 48,280 SH   DFND 7 48,280 0 0
XILINX INC COM 983919101 20,170 475,712 SH   DFND 1,5 96,112 0 379,600
XILINX INC NOTE 2.625% 6/1 983919AF8 8,657 5,810,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 3,681 86,824 SH   DFND 2 86,824 0 0
XILINX INC COM 983919101 1,197 28,234 SH   DFND 3 28,234 0 0
XL GROUP PLC SHS G98290102 6,516 179,400 SH   DFND 1,5 0 0 179,400
XL GROUP PLC SHS G98290102 3,686 101,478 SH   DFND 2 101,478 0 0
XL GROUP PLC SHS G98290102 2,505 68,959 SH   DFND 3 68,959 0 0
XOMA CORP DEL COM 98419J107 12,212 16,245,530 SH   DFND 1,5 32,500 0 16,213,030
XPO LOGISTICS INC COM 983793100 22,758 955,000 SH   DFND 1,5 198,006 0 756,994
XUNLEI LTD SPONSORED ADR 98419E108 20,315 2,782,871 SH   DFND 1,9 0 0 2,782,871
XURA INC COM 98420V107 2,463 110,048 SH   DFND 1,5 21,994 0 88,054
XYLEM INC COM 98419M100 26,356 802,303 SH   DFND 1,5 112,203 0 690,100
XYLEM INC COM 98419M100 2,001 60,924 SH   DFND 2 60,924 0 0
YAHOO INC COM 984332106 541,212 18,720,579 SH   DFND 1,5 409,074 0 18,311,505
YAHOO INC COM 984332106 159,292 5,509,927 SH   DFND 1,9 0 0 5,509,927
YAHOO INC COM 984332106 8,405 290,717 SH   DFND 2 290,717 0 0
YAHOO INC COM 984332106 5,399 186,764 SH   DFND 3 186,764 0 0
YAHOO INC COM 984332106 6,294 217,696 SH   DFND 6 217,696 0 0
YAHOO INC COM 984332106 7,835 271,007 SH   DFND 7 0 0 271,007
YAMANA GOLD INC COM 98462Y100 12,031 7,135,920 SH   DFND 1,5 0 0 7,135,920
YANDEX N V SHS CLASS A N97284108 16,747 1,560,743 SH   DFND 1,5 42,680 0 1,518,063
YELP INC CL A 985817105 23,031 1,063,300 SH   DFND 1,5 4,400 0 1,058,900
YELP INC CL A 985817105 6,223 287,300 SH   DFND 1,9 0 0 287,300
YELP INC CL A 985817105 652 30,100 SH   DFND 6 30,100 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 142,114 8,060,903 SH   DFND 1,5 4,300 0 8,056,603
YOUKU TUDOU INC SPONSORED ADR 98742U100 123,571 7,009,142 SH   DFND 1,9 0 0 7,009,142
YOUKU TUDOU INC SPONSORED ADR 98742U100 517 29,300 SH   DFND 6 29,300 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 30,210 1,983,600 SH   DFND 1,5 54,000 0 1,929,600
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 2,241 147,151 SH   DFND 1,10 147,151 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,903 143,500 SH   DFND 1,5 0 0 143,500
YUM BRANDS INC COM 988498101 614,988 7,692,157 SH   DFND 1,5 501,932 0 7,190,225
YUM BRANDS INC COM 988498101 4,093 51,200 SH   DFND 1,9 0 0 51,200
YUM BRANDS INC COM 988498101 11,572 144,743 SH   DFND 2 144,743 0 0
YUM BRANDS INC COM 988498101 10,805 135,151 SH   DFND 3 135,151 0 0
YUM BRANDS INC COM 988498101 11,763 147,128 SH   DFND 6 135,128 0 12,000
YUM BRANDS INC COM 988498101 19,735 246,836 SH   DFND 7 83,870 0 162,966
YY INC ADS REPCOM CLA 98426T106 4,568 83,755 SH   DFND 1,9 0 0 83,755
ZAFGEN INC COM 98885E103 129,989 4,068,520 SH   DFND 1,5 0 0 4,068,520
ZAGG INC COM 98884U108 475 70,000 SH   DFND 1,5 70,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 10,152 400,300 SH   DFND 1,5 0 0 400,300
ZEBRA TECHNOLOGIES CORP CL A 989207105 210,640 2,751,669 SH   DFND 1,5 277,469 0 2,474,200
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,179 15,400 SH   DFND 7 0 0 15,400
ZELTIQ AESTHETICS INC COM 98933Q108 88,662 2,768,100 SH   DFND 1,5 200 0 2,767,900
ZELTIQ AESTHETICS INC COM 98933Q108 541 16,900 SH   DFND 6 16,900 0 0
ZENDESK INC COM 98936J101 233,136 11,828,300 SH   DFND 1,5 571,154 0 11,257,146
ZENDESK INC COM 98936J101 26,455 1,342,211 SH   DFND 1,9 0 0 1,342,211
ZENDESK INC COM 98936J101 554 28,100 SH   DFND 6 28,100 0 0
ZHAOPIN LTD SPONSORED ADR 98954L103 3,481 269,833 SH   DFND 1,5 14,192 0 255,641
ZILLOW GROUP INC CL C CAP STK 98954M200 17,626 652,800 SH   DFND 1,5 1,800 0 651,000
ZILLOW GROUP INC CL A 98954M101 9,377 326,400 SH   DFND 1,5 900 0 325,500
ZILLOW GROUP INC CL C CAP STK 98954M200 2,658 98,434 SH   DFND 1,9 0 0 98,434
ZILLOW GROUP INC CL A 98954M101 1,414 49,217 SH   DFND 1,9 0 0 49,217
ZIMMER BIOMET HLDGS INC COM 98956P102 971,016 10,337,653 SH   DFND 1,5 180,460 0 10,157,193
ZIMMER BIOMET HLDGS INC COM 98956P102 5,386 57,341 SH   DFND 2 57,341 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,692 71,240 SH   DFND 3 71,240 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,735 29,122 SH   DFND 6 29,122 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,748 39,900 SH   DFND 7 39,900 0 0
ZIONS BANCORPORATION COM 989701107 1,887 68,534 SH   DFND 2 68,534 0 0
ZIONS BANCORPORATION COM 989701107 3,343 121,396 SH   DFND 3 121,396 0 0
ZIONS BANCORPORATION COM 989701107 48,760 1,770,500 SH   DFND 11 1,770,500 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 1,845 204,770 SH   DFND 1,5 1 0 204,769
ZOES KITCHEN INC COM 98979J109 32,713 828,390 SH   DFND 1,5 36,890 0 791,500
ZOES KITCHEN INC COM 98979J109 383 9,700 SH   DFND 6 9,700 0 0
ZOETIS INC CL A 98978V103 7,323 177,818 SH   DFND 1,5 8,640 0 169,178
ZOETIS INC CL A 98978V103 6,345 154,082 SH   DFND 2 154,082 0 0
ZOETIS INC CL A 98978V103 1,859 45,140 SH   DFND 3 45,140 0 0
ZOGENIX INC COM NEW 98978L204 33,647 2,492,361 SH   DFND 1,5 0 0 2,492,361
ZOSANO PHARMA CORP COM 98979H103 3,960 1,000,000 SH   DFND 1,5 0 0 1,000,000
ZS PHARMA INC COM 98979G105 246,590 3,755,558 SH   DFND 1,5 1,500 0 3,754,058
ZS PHARMA INC COM 98979G105 768 11,700 SH   DFND 6 11,700 0 0
ZUMIEZ INC COM 989817101 35,520 2,272,572 SH   DFND 1,5 64,300 0 2,208,272
ZYNGA INC CL A 98986T108 13,133 5,759,942 SH   DFND 1,5 29,500 0 5,730,442
ZYNGA INC CL A 98986T108 472 207,139 SH   DFND 6 207,139 0 0