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
MCGRAW HILL FINL INC COM 580645109 2,292,523 22,171,401 SH   DFND 1,5 854,891 0 21,316,510
MCGRAW HILL FINL INC COM 580645109 99,419 961,500 SH   DFND 1,10 5,700 0 955,800
MCGRAW HILL FINL INC COM 580645109 9,578 92,634 SH   DFND 2 92,634 0 0
MCGRAW HILL FINL INC COM 580645109 3,251 31,445 SH   DFND 3 31,445 0 0
MCGRAW HILL FINL INC COM 580645109 22,402 216,650 SH   DFND 6 185,165 0 31,485
MCGRAW HILL FINL INC COM 580645109 67,853 656,220 SH   DFND 7 612,720 0 43,500
1ST SOURCE CORP COM 336901103 10,391 323,400 SH   DFND 1,5 0 0 323,400
21VIANET GROUP INC SPONSORED ADR 90138A103 16,669 943,868 SH   DFND 1,5 28,600 0 915,268
21VIANET GROUP INC SPONSORED ADR 90138A103 20,874 1,182,000 SH   DFND 1,9 0 0 1,182,000
2U INC COM 90214J101 63,295 2,474,376 SH   DFND 1,5 0 0 2,474,376
3-D SYS CORP DEL COM NEW 88554D205 1,563 57,000 SH   DFND 1,5 0 0 57,000
3-D SYS CORP DEL COM NEW 88554D205 205 7,490 SH   DFND 6 0 0 7,490
3M CO COM 88579Y101 1,724,329 10,453,645 SH   DFND 1,5 763,381 0 9,690,264
3M CO COM 88579Y101 35,462 214,989 SH   DFND 2 214,989 0 0
3M CO COM 88579Y101 14,154 85,805 SH   DFND 3 85,805 0 0
3M CO COM 88579Y101 7,343 44,514 SH   DFND 6 0 0 44,514
58 COM INC SPON ADR REP A 31680Q104 142,237 2,689,800 SH   DFND 1,5 38,927 0 2,650,873
58 COM INC SPON ADR REP A 31680Q104 113,703 2,150,204 SH   DFND 1,9 0 0 2,150,204
8X8 INC NEW COM 282914100 19,703 2,345,650 SH   DFND 1,5 1,800 0 2,343,850
8X8 INC NEW COM 282914100 15,788 1,879,500 SH   DFND 1,9 0 0 1,879,500
A H BELO CORP COM CL A 001282102 247 30,000 SH   DFND 1,5 0 0 30,000
AARONS INC COM PAR $0.50 002535300 307,519 10,862,545 SH   DFND 1,5 22,100 0 10,840,445
AARONS INC COM PAR $0.50 002535300 231 8,142 SH   DFND 6 0 0 8,142
ABAXIS INC COM 002567105 29,674 462,863 SH   DFND 1,5 0 0 462,863
ABB LTD SPONSORED ADR 000375204 785 37,071 SH   DFND 3 37,071 0 0
ABBOTT LABS COM 002824100 329,884 7,120,307 SH   DFND 1,5 169,640 0 6,950,667
ABBOTT LABS COM 002824100 23,679 511,088 SH   DFND 2 511,088 0 0
ABBOTT LABS COM 002824100 13,420 289,668 SH   DFND 3 289,668 0 0
ABBOTT LABS COM 002824100 11,444 247,004 SH   DFND 6 40,270 0 206,734
ABBOTT LABS COM 002824100 9,422 203,376 SH   DFND 7 203,376 0 0
ABBVIE INC COM 00287Y109 1,192,102 20,363,890 SH   DFND 1,5 434,669 0 19,929,221
ABBVIE INC COM 00287Y109 31,603 539,847 SH   DFND 2 539,847 0 0
ABBVIE INC COM 00287Y109 12,448 212,643 SH   DFND 3 212,643 0 0
ABBVIE INC COM 00287Y109 13,273 226,740 SH   DFND 6 86,780 0 139,960
ABBVIE INC COM 00287Y109 3,004 51,316 SH   DFND 7 51,316 0 0
ABENGOA YIELD PLC ORD SHS G00349103 65,808 1,948,122 SH   DFND 1,5 18 0 1,948,104
ABERCROMBIE & FITCH CO CL A 002896207 196,732 8,926,122 SH   DFND 1,5 367,687 0 8,558,435
ABERCROMBIE & FITCH CO CL A 002896207 200 9,088 SH   DFND 6 0 0 9,088
ABIOMED INC COM 003654100 5,046 70,500 SH   DFND 1,5 0 0 70,500
ABM INDS INC COM 000957100 3,517 110,400 SH   DFND 1,5 0 0 110,400
ABRAXAS PETE CORP COM 003830106 602 185,100 SH   DFND 1,5 0 0 185,100
ACACIA RESH CORP ACACIA TCH COM 003881307 64,617 6,038,988 SH   DFND 1,5 190,693 0 5,848,295
ACACIA RESH CORP ACACIA TCH COM 003881307 1,662 155,298 SH   DFND 6 155,298 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,475 20,600 SH   DFND 1,5 400 0 20,200
ACADIA PHARMACEUTICALS INC COM 004225108 489,689 15,025,757 SH   DFND 1,5 629,526 0 14,396,231
ACADIA RLTY TR COM SH BEN INT 004239109 251,885 7,221,474 SH   DFND 1,5 1,874,281 0 5,347,193
ACCELERON PHARMA INC COM 00434H108 186,366 4,896,648 SH   DFND 1,5 1,800 0 4,894,848
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 126,332 1,348,403 SH   DFND 1,5 81,098 0 1,267,305
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 18,307 195,400 SH   DFND 1,10 0 0 195,400
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 19,932 212,746 SH   DFND 2 212,746 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,101 107,813 SH   DFND 3 107,813 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,123 44,005 SH   DFND 6 831 0 43,174
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,432 47,300 SH   DFND 7 47,300 0 0
ACCESS NATL CORP COM 004337101 337 17,995 SH   DFND 3 17,995 0 0
ACCURAY INC COM 004397105 35,539 3,821,400 SH   DFND 1,5 0 0 3,821,400
ACE LTD SHS H0023R105 1,490,365 13,367,704 SH   DFND 1,5 437,967 0 12,929,737
ACE LTD SHS H0023R105 12,361 110,870 SH   DFND 2 110,870 0 0
ACE LTD SHS H0023R105 8,712 78,138 SH   DFND 3 78,138 0 0
ACE LTD SHS H0023R105 9,481 85,041 SH   DFND 6 38,560 0 46,481
ACELRX PHARMACEUTICALS INC COM 00444T100 6,659 1,725,253 SH   DFND 1,5 200 0 1,725,053
ACETO CORP COM 004446100 31,075 1,412,500 SH   DFND 1,5 300 0 1,412,200
ACHAOGEN INC COM 004449104 25,674 2,630,497 SH   DFND 1,5 0 0 2,630,497
ACHAOGEN INC COM 004449104 211 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 87,458 8,869,972 SH   DFND 1,5 0 0 8,869,972
ACNB CORP COM 000868109 2,675 130,353 SH   DFND 1,5 5,700 0 124,653
ACORDA THERAPEUTICS INC COM 00484M106 212,536 6,386,308 SH   DFND 1,5 60 0 6,386,248
ACTAVIS PLC SHS G0083B108 5,804,361 19,502,591 SH   DFND 1,5 445,674 0 19,056,917
ACTAVIS PLC PFD CONV SER A G0083B116 166,170 164,200 SH   DFND 1,5 46,000 0 118,200
ACTAVIS PLC SHS G0083B108 197,590 663,900 SH   DFND 1,10 4,500 0 659,400
ACTAVIS PLC SHS G0083B108 39,362 132,256 SH   DFND 2 132,256 0 0
ACTAVIS PLC SHS G0083B108 11,952 40,158 SH   DFND 3 40,158 0 0
ACTAVIS PLC SHS G0083B108 41,358 138,963 SH   DFND 6 101,087 0 37,876
ACTAVIS PLC SHS G0083B108 43,916 147,558 SH   DFND 7 106,670 0 40,888
ACTAVIS PLC SHS G0083B108 83,292 279,860 SH   DFND 11 279,860 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,085,759 47,778,186 SH   DFND 1,5 1,672,213 0 46,105,973
ACTIVISION BLIZZARD INC COM 00507V109 28,568 1,257,110 SH   DFND 1,9 0 0 1,257,110
ACTIVISION BLIZZARD INC COM 00507V109 29,271 1,288,041 SH   DFND 6 745,480 0 542,561
ACTIVISION BLIZZARD INC COM 00507V109 76,480 3,365,439 SH   DFND 7 3,102,939 0 262,500
ACTUA CORP COM 005094107 89,751 5,794,094 SH   DFND 1,5 854,300 0 4,939,794
ACTUA CORP COM 005094107 733 47,600 SH   DFND 6 47,600 0 0
ACTUA CORP COM 005094107 3,618 233,598 SH   DFND 11 233,598 0 0
ACUITY BRANDS INC COM 00508Y102 54,237 322,531 SH   DFND 1,5 131 0 322,400
ACUITY BRANDS INC COM 00508Y102 1,541 9,165 SH   DFND 6 6,200 0 2,965
ACXIOM CORP COM 005125109 5,517 298,400 SH   DFND 1,5 0 0 298,400
ADAMAS PHARMACEUTICALS INC COM 00548A106 45,374 2,594,267 SH   DFND 1,5 0 0 2,594,267
ADAMS RES & ENERGY INC COM NEW 006351308 10,683 158,951 SH   DFND 1,5 7,300 0 151,651
ADDUS HOMECARE CORP COM 006739106 7,629 331,400 SH   DFND 6 331,400 0 0
ADDUS HOMECARE CORP COM 006739106 1,497 65,040 SH   DFND 7 56,040 0 9,000
ADEPTUS HEALTH INC CL A 006855100 2,446 48,700 SH   DFND 1,5 400 0 48,300
ADMA BIOLOGICS INC COM 000899104 4,146 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 2,038,928 27,575,437 SH   DFND 1,5 1,223,486 0 26,351,951
ADOBE SYS INC COM 00724F101 148,284 2,005,462 SH   DFND 1,9 0 0 2,005,462
ADOBE SYS INC COM 00724F101 11,918 161,179 SH   DFND 2 161,179 0 0
ADOBE SYS INC COM 00724F101 5,694 77,011 SH   DFND 3 77,011 0 0
ADOBE SYS INC COM 00724F101 33,045 446,910 SH   DFND 6 371,698 0 75,212
ADOBE SYS INC COM 00724F101 76,392 1,033,161 SH   DFND 7 905,561 0 127,600
ADTRAN INC COM 00738A106 5,393 288,878 SH   DFND 1,5 20,628 0 268,250
ADTRAN INC COM 00738A106 545 29,200 SH   DFND 1,9 0 0 29,200
ADTRAN INC COM 00738A106 797 42,700 SH   DFND 6 42,700 0 0
ADTRAN INC COM 00738A106 815 43,654 SH   DFND 7 43,033 0 621
ADVANCE AUTO PARTS INC COM 00751Y106 17,725 118,412 SH   DFND 1,5 0 0 118,412
ADVANCE AUTO PARTS INC COM 00751Y106 742 4,955 SH   DFND 6 0 0 4,955
ADVANCED DRAIN SYS INC DEL COM 00790R104 434 14,500 SH   DFND 1,5 0 0 14,500
ADVANCED MICRO DEVICES INC COM 007903107 27,859 10,394,975 SH   DFND 1,5 145,193 0 10,249,782
ADVANCED MICRO DEVICES INC COM 007903107 406 151,402 SH   DFND 6 111,300 0 40,102
ADVANTAGE OIL & GAS LTD COM 00765F101 1,362 252,900 SH   DFND 1,5 0 0 252,900
ADVANTAGE OIL & GAS LTD COM 00765F101 533 98,900 SH   DFND 6 98,900 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 907 168,400 SH   DFND 7 117,800 0 50,600
ADVAXIS INC COM NEW 007624208 33,944 2,350,705 SH   DFND 1,5 0 0 2,350,705
ADVENT SOFTWARE INC COM 007974108 86,590 1,963,039 SH   DFND 11 1,963,039 0 0
ADVISORY BRD CO COM 00762W107 2,637 49,500 SH   DFND 6 49,500 0 0
ADVISORY BRD CO COM 00762W107 4,529 85,000 SH   DFND 7 61,800 0 23,200
AECOM COM 00766T100 699,428 22,693,969 SH   DFND 1,5 412,046 0 22,281,923
AECOM COM 00766T100 636 20,633 SH   DFND 6 0 0 20,633
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 10,637 740,223 SH   DFND 6 740,223 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,070 144,070 SH   DFND 7 123,970 0 20,100
AEGERION PHARMACEUTICALS INC COM 00767E102 112,031 4,280,907 SH   DFND 1,5 0 0 4,280,907
AEP INDS INC COM 001031103 1,574 28,602 SH   DFND 1,5 3,116 0 25,486
AERCAP HOLDINGS NV SHS N00985106 176,805 4,050,521 SH   DFND 1,5 542,460 0 3,508,061
AERCAP HOLDINGS NV SHS N00985106 77,361 1,772,300 SH   DFND 1,10 14,500 0 1,757,800
AERCAP HOLDINGS NV SHS N00985106 1,240 28,400 SH   DFND 6 28,400 0 0
AERCAP HOLDINGS NV SHS N00985106 2,531 57,992 SH   DFND 7 57,992 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 5,839 186,300 SH   DFND 1,5 0 0 186,300
AEROPOSTALE COM 007865108 29,909 8,619,400 SH   DFND 1,5 509,100 0 8,110,300
AES CORP COM 00130H105 24,149 1,879,268 SH   DFND 1,5 724 0 1,878,544
AES CORP COM 00130H105 2,813 218,942 SH   DFND 2 218,942 0 0
AES CORP COM 00130H105 1,241 96,560 SH   DFND 3 96,560 0 0
AES CORP COM 00130H105 4,904 381,620 SH   DFND 6 176,100 0 205,520
AES CORP COM 00130H105 628 48,900 SH   DFND 7 48,900 0 0
AETNA INC NEW COM 00817Y108 1,290,193 12,111,081 SH   DFND 1,5 432,747 0 11,678,334
AETNA INC NEW COM 00817Y108 12,690 119,120 SH   DFND 2 119,120 0 0
AETNA INC NEW COM 00817Y108 3,405 31,964 SH   DFND 3 31,964 0 0
AETNA INC NEW COM 00817Y108 22,621 212,346 SH   DFND 6 146,986 0 65,360
AETNA INC NEW COM 00817Y108 48,089 451,410 SH   DFND 7 451,410 0 0
AFFILIATED MANAGERS GROUP COM 008252108 132,286 615,916 SH   DFND 1,5 4,915 0 611,001
AFFILIATED MANAGERS GROUP COM 008252108 3,971 18,491 SH   DFND 2 18,491 0 0
AFFILIATED MANAGERS GROUP COM 008252108 975 4,538 SH   DFND 6 677 0 3,861
AFFILIATED MANAGERS GROUP COM 008252108 3,736 17,395 SH   DFND 7 17,395 0 0
AFLAC INC COM 001055102 407,892 6,372,318 SH   DFND 1,5 117,384 0 6,254,934
AFLAC INC COM 001055102 9,515 148,656 SH   DFND 2 148,656 0 0
AFLAC INC COM 001055102 5,591 87,341 SH   DFND 3 87,341 0 0
AFLAC INC COM 001055102 12,829 200,428 SH   DFND 6 137,932 0 62,496
AFLAC INC COM 001055102 56,692 885,681 SH   DFND 7 885,681 0 0
AG MTG INVT TR INC COM 001228105 14,727 781,700 SH   DFND 1,5 0 0 781,700
AGCO CORP COM 001084102 135,690 2,848,246 SH   DFND 1,5 146 0 2,848,100
AGCO CORP COM 001084102 398 8,348 SH   DFND 3 8,348 0 0
AGCO CORP COM 001084102 6,518 136,824 SH   DFND 6 88,357 0 48,467
AGCO CORP COM 001084102 9,085 190,700 SH   DFND 7 78,200 0 112,500
AGENUS INC COM NEW 00847G705 818 159,514 SH   DFND 1,5 0 0 159,514
AGILENT TECHNOLOGIES INC COM 00846U101 634,434 15,269,174 SH   DFND 1,5 104,900 0 15,164,274
AGILENT TECHNOLOGIES INC COM 00846U101 4,726 113,738 SH   DFND 2 113,738 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,198 28,824 SH   DFND 3 28,824 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 20,070 483,044 SH   DFND 6 217,477 0 265,567
AGILENT TECHNOLOGIES INC COM 00846U101 81,114 1,952,203 SH   DFND 7 1,789,303 0 162,900
AGIOS PHARMACEUTICALS INC COM 00847X104 526,125 5,579,268 SH   DFND 1,5 353,318 0 5,225,950
AGIOS PHARMACEUTICALS INC COM 00847X104 330 3,500 SH   DFND 6 3,500 0 0
AGL RES INC COM 001204106 9,766 196,700 SH   DFND 1,5 0 0 196,700
AGL RES INC COM 001204106 2,012 40,528 SH   DFND 2 40,528 0 0
AGL RES INC COM 001204106 1,249 25,159 SH   DFND 3 25,159 0 0
AGL RES INC COM 001204106 815 16,408 SH   DFND 6 0 0 16,408
AGNICO EAGLE MINES LTD COM 008474108 63,412 2,282,301 SH   DFND 1,5 0 0 2,282,301
AGRIUM INC COM 008916108 462,080 4,433,697 SH   DFND 1,5 70,688 0 4,363,009
AGRIUM INC COM 008916108 21,640 207,637 SH   DFND 6 79,601 0 128,036
AGRIUM INC COM 008916108 6,733 64,600 SH   DFND 7 46,900 0 17,700
AGRIUM INC COM 008916108 373,471 3,583,487 SH   DFND 11 2,967,987 0 615,500
AIR LEASE CORP CL A 00912X302 481,739 12,764,683 SH   DFND 1,5 474,245 0 12,290,438
AIR LEASE CORP CL A 00912X302 516 13,663 SH   DFND 6 0 0 13,663
AIR LEASE CORP CL A 00912X302 302 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 111,523 2,393,703 SH   DFND 1,5 0 0 2,393,703
AIR METHODS CORP COM PAR $.06 009128307 96,351 2,068,054 SH   DFND 6 2,032,454 0 35,600
AIR METHODS CORP COM PAR $.06 009128307 29,944 642,709 SH   DFND 7 485,709 0 157,000
AIR METHODS CORP COM PAR $.06 009128307 36,570 784,936 SH   DFND 11 784,936 0 0
AIR PRODS & CHEMS INC COM 009158106 221,159 1,461,915 SH   DFND 1,5 47,033 0 1,414,882
AIR PRODS & CHEMS INC COM 009158106 9,881 65,317 SH   DFND 2 65,317 0 0
AIR PRODS & CHEMS INC COM 009158106 4,967 32,831 SH   DFND 3 32,831 0 0
AIR PRODS & CHEMS INC COM 009158106 4,874 32,219 SH   DFND 6 3,000 0 29,219
AIR T INC COM 009207101 6,015 244,600 SH   DFND 1,5 11,200 0 233,400
AIR TRANSPORT SERVICES GRP I COM 00922R105 7,778 843,629 SH   DFND 6 843,629 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,493 161,920 SH   DFND 7 139,020 0 22,900
AIRCASTLE LTD COM G0129K104 13,761 612,700 SH   DFND 1,5 0 0 612,700
AIRGAS INC COM 009363102 851,716 8,026,729 SH   DFND 1,5 2,200 0 8,024,529
AIRGAS INC COM 009363102 2,430 22,898 SH   DFND 2 22,898 0 0
AIRGAS INC COM 009363102 399 3,763 SH   DFND 3 3,763 0 0
AIRGAS INC COM 009363102 4,279 40,323 SH   DFND 6 35,310 0 5,013
AIXTRON SE SPONSORED ADR 009606104 102 13,600 SH   DFND 1,9 0 0 13,600
AK STL HLDG CORP COM 001547108 89 19,900 SH   DFND 1,5 0 0 19,900
AKAMAI TECHNOLOGIES INC COM 00971T101 737,082 10,374,867 SH   DFND 1,5 618,418 0 9,756,449
AKAMAI TECHNOLOGIES INC COM 00971T101 4,303 60,571 SH   DFND 2 60,571 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 205 2,886 SH   DFND 3 2,886 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,612 36,760 SH   DFND 6 24,634 0 12,126
AKEBIA THERAPEUTICS INC COM 00972D105 8,046 724,200 SH   DFND 1,5 0 0 724,200
AKORN INC NOTE 3.500% 6/0 009728AB2 27,056 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 85,899 1,808,010 SH   DFND 1,5 1,000 0 1,807,010
AKORN INC COM 009728106 41,516 873,830 SH   DFND 6 873,830 0 0
AKORN INC COM 009728106 15,138 318,630 SH   DFND 7 267,630 0 51,000
ALAMOS GOLD INC COM 011527108 6,752 1,152,500 SH   DFND 1,5 0 0 1,152,500
ALAMOS GOLD INC COM 011527108 3,262 556,800 SH   DFND 6 142,200 0 414,600
ALAMOS GOLD INC COM 011527108 1,417 241,900 SH   DFND 7 217,700 0 24,200
ALASKA AIR GROUP INC COM 011659109 61,217 925,000 SH   DFND 1,5 0 0 925,000
ALASKA AIR GROUP INC COM 011659109 215 3,250 SH   DFND 3 3,250 0 0
ALASKA AIR GROUP INC COM 011659109 23,208 350,678 SH   DFND 6 339,843 0 10,835
ALASKA AIR GROUP INC COM 011659109 15,687 237,040 SH   DFND 7 209,740 0 27,300
ALBEMARLE CORP COM 012653101 72,845 1,378,590 SH   DFND 1,5 0 0 1,378,590
ALBEMARLE CORP COM 012653101 2,496 47,243 SH   DFND 6 33,740 0 13,503
ALBEMARLE CORP COM 012653101 2,616 49,500 SH   DFND 7 19,300 0 30,200
ALCATEL-LUCENT SPONSORED ADR 013904305 12,888 3,455,100 SH   DFND 1,5 0 0 3,455,100
ALCOA INC DEP SHS 1/10TH 013817309 17,536 400,000 SH   DFND 1,5 0 0 400,000
ALCOA INC COM 013817101 23,696 1,834,057 SH   DFND 1,5 0 0 1,834,057
ALCOA INC COM 013817101 5,349 413,973 SH   DFND 2 413,973 0 0
ALCOA INC COM 013817101 1,806 139,803 SH   DFND 3 139,803 0 0
ALCOA INC COM 013817101 2,109 163,268 SH   DFND 6 1,918 0 161,350
ALDER BIOPHARMACEUTICALS INC COM 014339105 22,164 767,978 SH   DFND 1,5 0 0 767,978
ALDEYRA THERAPEUTICS INC COM 01438T106 8,665 834,811 SH   DFND 1,5 0 0 834,811
ALERE INC PERP PFD CONV SE 01449J204 201,006 604,529 SH   DFND 1,5 50,404 0 554,125
ALERE INC COM 01449J105 98,593 2,016,218 SH   DFND 1,5 0 0 2,016,218
ALERE INC NOTE 3.000% 5/1 01449JAA3 36,541 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 8,901 182,015 SH   DFND 6 170,656 0 11,359
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 296,587 3,025,159 SH   DFND 1,5 357,524 0 2,667,635
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 49,086 500,673 SH   DFND 6 490,743 0 9,930
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 20,252 206,571 SH   DFND 7 23,200 0 183,371
ALEXION PHARMACEUTICALS INC COM 015351109 3,383,675 19,524,954 SH   DFND 1,5 902,120 0 18,622,834
ALEXION PHARMACEUTICALS INC COM 015351109 11,866 68,468 SH   DFND 2 68,468 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,872 39,651 SH   DFND 3 39,651 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 7,598 43,844 SH   DFND 6 30,000 0 13,844
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,509,569 18,135,138 SH   DFND 1,5 601,773 0 17,533,365
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 146,627 1,761,500 SH   DFND 1,9 0 0 1,761,500
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 34,911 419,400 SH   DFND 1,10 3,400 0 416,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,979 83,846 SH   DFND 3 83,846 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 234,256 2,814,227 SH   DFND 4 2,814,227 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 16,259 195,330 SH   DFND 6 143,030 0 52,300
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,890 94,790 SH   DFND 7 94,790 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,492 90,000 SH   DFND 11 90,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 208,717 3,880,589 SH   DFND 1,5 112,358 0 3,768,231
ALIGN TECHNOLOGY INC COM 016255101 298 5,546 SH   DFND 6 0 0 5,546
ALKERMES PLC SHS G01767105 1,351,653 22,169,149 SH   DFND 1,5 2,469,087 0 19,700,062
ALKERMES PLC SHS G01767105 2,544 41,727 SH   DFND 6 32,063 0 9,664
ALLEGHANY CORP DEL COM 017175100 4,266 8,759 SH   DFND 3 8,759 0 0
ALLEGHANY CORP DEL COM 017175100 1,105 2,268 SH   DFND 6 0 0 2,268
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,104 36,792 SH   DFND 2 36,792 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 449 14,956 SH   DFND 6 0 0 14,956
ALLEGIANT TRAVEL CO COM 01748X102 8,980 46,700 SH   DFND 1,5 0 0 46,700
ALLEGIANT TRAVEL CO COM 01748X102 4,910 25,533 SH   DFND 6 25,533 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 243,576 3,981,955 SH   DFND 1,5 17,320 0 3,964,635
ALLEGION PUB LTD CO ORD SHS G0176J109 1,989 32,518 SH   DFND 2 32,518 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,054 17,223 SH   DFND 3 17,223 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 406 6,631 SH   DFND 6 0 0 6,631
ALLIANCE DATA SYSTEMS CORP COM 018581108 627,241 2,117,268 SH   DFND 1,5 55,460 0 2,061,808
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,302 21,272 SH   DFND 2 21,272 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,177 3,973 SH   DFND 3 3,973 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,188 4,010 SH   DFND 6 0 0 4,010
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 38,547 1,248,700 SH   DFND 1,5 0 0 1,248,700
ALLIANT ENERGY CORP COM 018802108 90,728 1,440,122 SH   DFND 1,5 63,322 0 1,376,800
ALLIANT ENERGY CORP COM 018802108 248 3,930 SH   DFND 3 3,930 0 0
ALLIANT ENERGY CORP COM 018802108 13,279 210,770 SH   DFND 6 195,473 0 15,297
ALLIANT ENERGY CORP COM 018802108 8,992 142,731 SH   DFND 7 142,731 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 272,929 6,755,677 SH   DFND 1,5 107,077 0 6,648,600
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1,340 33,177 SH   DFND 6 19,600 0 13,577
ALLISON TRANSMISSION HLDGS I COM 01973R101 111,818 3,500,882 SH   DFND 1,5 32,751 0 3,468,131
ALLISON TRANSMISSION HLDGS I COM 01973R101 295 9,226 SH   DFND 6 0 0 9,226
ALLISON TRANSMISSION HLDGS I COM 01973R101 958 30,000 SH   DFND 11 30,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 12,406 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 15,122 1,264,378 SH   DFND 1,5 32,688 0 1,231,690
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 254 21,196 SH   DFND 6 0 0 21,196
ALLSTATE CORP COM 020002101 244,505 3,435,508 SH   DFND 1,5 289 0 3,435,219
ALLSTATE CORP COM 020002101 10,038 141,043 SH   DFND 2 141,043 0 0
ALLSTATE CORP COM 020002101 9,781 137,431 SH   DFND 3 137,431 0 0
ALLSTATE CORP COM 020002101 4,250 59,712 SH   DFND 6 0 0 59,712
ALLY FINL INC COM 02005N100 4,838 230,600 SH   DFND 1,5 0 0 230,600
ALLY FINL INC COM 02005N100 426 20,308 SH   DFND 6 0 0 20,308
ALMOST FAMILY INC COM 020409108 54,672 1,222,814 SH   DFND 1,5 43,300 0 1,179,514
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,306,453 12,511,521 SH   DFND 1,5 1,208,923 0 11,302,598
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,482 52,500 SH   DFND 6 52,500 0 0
ALON USA ENERGY INC COM 020520102 5,788 349,300 SH   DFND 1,5 0 0 349,300
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 28,645 3,214,900 SH   DFND 1,5 327,600 0 2,887,300
ALTERA CORP COM 021441100 290,280 6,764,846 SH   DFND 1,5 45,229 0 6,719,617
ALTERA CORP COM 021441100 8,256 192,400 SH   DFND 1,9 0 0 192,400
ALTERA CORP COM 021441100 4,373 101,912 SH   DFND 2 101,912 0 0
ALTERA CORP COM 021441100 501 11,665 SH   DFND 3 11,665 0 0
ALTERA CORP COM 021441100 1,496 34,853 SH   DFND 6 0 0 34,853
ALTISOURCE ASSET MGMT CORP COM 02153X108 3,642 19,671 SH   DFND 1,5 0 0 19,671
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 160,423 7,690,459 SH   DFND 1,5 0 0 7,690,459
ALTRIA GROUP INC COM 02209S103 1,147,088 22,932,587 SH   DFND 1,5 924,443 0 22,008,144
ALTRIA GROUP INC COM 02209S103 33,364 667,004 SH   DFND 2 667,004 0 0
ALTRIA GROUP INC COM 02209S103 16,927 338,401 SH   DFND 3 338,401 0 0
ALTRIA GROUP INC COM 02209S103 7,149 142,930 SH   DFND 6 0 0 142,930
ALTRIA GROUP INC COM 02209S103 17,007 340,000 SH   DFND 11 340,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 247,392 4,526,011 SH   DFND 1,5 0 0 4,526,011
AMAZON COM INC COM 023135106 5,023,013 13,499,094 SH   DFND 1,5 749,448 0 12,749,646
AMAZON COM INC COM 023135106 39,889 107,200 SH   DFND 1,9 0 0 107,200
AMAZON COM INC COM 023135106 47,992 128,975 SH   DFND 2 128,975 0 0
AMAZON COM INC COM 023135106 28,116 75,562 SH   DFND 3 75,562 0 0
AMAZON COM INC COM 023135106 36,959 99,325 SH   DFND 6 73,696 0 25,629
AMAZON COM INC COM 023135106 856 2,300 SH   DFND   2,300 0 0
AMBAC FINL GROUP INC COM NEW 023139884 54,214 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 63,725 841,700 SH   DFND 1,5 500 0 841,200
AMBARELLA INC SHS G037AX101 21,873 288,900 SH   DFND 6 288,900 0 0
AMBARELLA INC SHS G037AX101 8,590 113,460 SH   DFND 7 80,560 0 32,900
AMBARELLA INC SHS G037AX101 15,513 204,900 SH   DFND 11 204,900 0 0
AMBASSADORS GROUP INC COM 023177108 4,479 1,770,356 SH   DFND 1,5 81,800 0 1,688,556
AMBASSADORS GROUP INC COM 023177108 403 159,282 SH   DFND 11 159,282 0 0
AMBER RD INC COM 02318Y108 194 21,000 SH   DFND 1,9 0 0 21,000
AMBEV SA SPONSORED ADR 02319V103 98,150 17,039,856 SH   DFND 1,5 572,006 0 16,467,850
AMBEV SA SPONSORED ADR 02319V103 42,521 7,382,075 SH   DFND 1,10 353,228 0 7,028,847
AMC ENTMT HLDGS INC CL A COM 00165C104 432 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 177,922 2,321,525 SH   DFND 1,5 8,325 0 2,313,200
AMC NETWORKS INC CL A 00164V103 73,818 963,185 SH   DFND 6 942,590 0 20,595
AMC NETWORKS INC CL A 00164V103 20,700 270,090 SH   DFND 7 181,190 0 88,900
AMDOCS LTD SHS G02602103 590,701 10,858,471 SH   DFND 1,5 387,234 0 10,471,237
AMDOCS LTD SHS G02602103 1,198 22,015 SH   DFND 6 0 0 22,015
AMDOCS LTD SHS G02602103 7,274 133,720 SH   DFND 11 133,720 0 0
AMEDISYS INC COM 023436108 96,242 3,593,800 SH   DFND 1,5 30,900 0 3,562,900
AMERCO COM 023586100 253 765 SH   DFND 6 0 0 765
AMEREN CORP COM 023608102 3,468 82,180 SH   DFND 2 82,180 0 0
AMEREN CORP COM 023608102 1,092 25,881 SH   DFND 3 25,881 0 0
AMEREN CORP COM 023608102 1,409 33,379 SH   DFND 6 0 0 33,379
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 84,038 4,107,406 SH   DFND 1,5 121,829 0 3,985,577
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 44,050 2,153,000 SH   DFND 1,10 103,027 0 2,049,973
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 366 17,909 SH   DFND 3 17,909 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,815,778 34,402,767 SH   DFND 1,5 718,244 0 33,684,523
AMERICAN AIRLS GROUP INC COM 02376R102 12,822 242,936 SH   DFND 2 242,936 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 842 15,950 SH   DFND 3 15,950 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 29,226 553,731 SH   DFND 6 478,503 0 75,228
AMERICAN AIRLS GROUP INC COM 02376R102 40,508 767,480 SH   DFND 7 767,480 0 0
AMERICAN ASSETS TR INC COM 024013104 65,621 1,516,192 SH   DFND 1,5 1,516,192 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 403,365 9,409,019 SH   DFND 1,5 3,815,262 0 5,593,757
AMERICAN CAMPUS CMNTYS INC COM 024835100 34,129 796,102 SH   DFND 6 780,500 0 15,602
AMERICAN CAMPUS CMNTYS INC COM 024835100 14,447 337,000 SH   DFND 7 36,900 0 300,100
AMERICAN CAP LTD COM 02503Y103 11,838 800,430 SH   DFND 1,5 0 0 800,430
AMERICAN CAPITAL AGENCY CORP COM 02503X105 279,811 13,118,180 SH   DFND 1,5 402,143 0 12,716,037
AMERICAN CAPITAL AGENCY CORP COM 02503X105 588 27,568 SH   DFND 3 27,568 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,930 137,346 SH   DFND 6 88,600 0 48,746
AMERICAN ELEC PWR INC COM 025537101 268,422 4,771,946 SH   DFND 1,5 191,026 0 4,580,920
AMERICAN ELEC PWR INC COM 025537101 9,328 165,834 SH   DFND 2 165,834 0 0
AMERICAN ELEC PWR INC COM 025537101 6,223 110,634 SH   DFND 3 110,634 0 0
AMERICAN ELEC PWR INC COM 025537101 26,175 465,339 SH   DFND 6 359,998 0 105,341
AMERICAN ELEC PWR INC COM 025537101 66,376 1,180,013 SH   DFND 7 1,180,013 0 0
AMERICAN EXPRESS CO COM 025816109 1,341,751 17,175,509 SH   DFND 1,5 944,121 0 16,231,388
AMERICAN EXPRESS CO COM 025816109 23,191 296,866 SH   DFND 2 296,866 0 0
AMERICAN EXPRESS CO COM 025816109 10,471 134,032 SH   DFND 3 134,032 0 0
AMERICAN EXPRESS CO COM 025816109 5,189 66,418 SH   DFND 6 4,524 0 61,894
AMERICAN EXPRESS CO COM 025816109 6,703 85,806 SH   DFND 7 85,806 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 578 9,014 SH   DFND 6 0 0 9,014
AMERICAN HOMES 4 RENT CL A 02665T306 25,096 1,516,389 SH   DFND 1,5 0 0 1,516,389
AMERICAN HOMES 4 RENT CL A 02665T306 235 14,223 SH   DFND 3 14,223 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 345 20,854 SH   DFND 6 0 0 20,854
AMERICAN INTL GROUP INC COM NEW 026874784 587,510 10,722,934 SH   DFND 1,5 289,984 0 10,432,950
AMERICAN INTL GROUP INC COM NEW 026874784 25,469 464,842 SH   DFND 2 464,842 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,242 150,433 SH   DFND 3 150,433 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 30,592 558,355 SH   DFND 6 317,000 0 241,355
AMERICAN INTL GROUP INC COM NEW 026874784 46,245 844,044 SH   DFND 7 844,044 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,553 51,800 SH   DFND 1,5 2,208 0 49,592
AMERICAN RLTY CAP PPTYS INC COM 02917T104 229,160 23,264,968 SH   DFND 1,5 12,472,534 0 10,792,434
AMERICAN RLTY CAP PPTYS INC COM 02917T104 17,128 1,738,900 SH   DFND 6 1,613,900 0 125,000
AMERICAN RLTY CAP PPTYS INC COM 02917T104 7,091 719,900 SH   DFND 7 76,300 0 643,600
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,197 137,300 SH   DFND 1,5 57,800 0 79,500
AMERICAN TOWER CORP NEW COM 03027X100 1,538,057 16,336,241 SH   DFND 1,5 403,715 0 15,932,526
AMERICAN TOWER CORP NEW COM 03027X100 13,475 143,120 SH   DFND 2 143,120 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,877 62,417 SH   DFND 3 62,417 0 0
AMERICAN TOWER CORP NEW COM 03027X100 9,851 104,633 SH   DFND 6 56,257 0 48,376
AMERICAN TOWER CORP NEW COM 03027X100 9,855 104,676 SH   DFND 7 42,700 0 61,976
AMERICAN VANGUARD CORP COM 030371108 1,648 155,200 SH   DFND 1,5 6,600 0 148,600
AMERICAN WOODMARK CORP COM 030506109 16,019 292,690 SH   DFND 6 292,690 0 0
AMERICAN WOODMARK CORP COM 030506109 6,950 126,980 SH   DFND 7 94,080 0 32,900
AMERICAN WTR WKS CO INC NEW COM 030420103 317 5,851 SH   DFND 3 5,851 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,400 25,825 SH   DFND 6 1,195 0 24,630
AMERICAN WTR WKS CO INC NEW COM 030420103 4,349 80,220 SH   DFND 7 80,220 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 19,516 360,000 SH   DFND 11 360,000 0 0
AMERIPRISE FINL INC COM 03076C106 1,518,086 11,602,613 SH   DFND 1,5 319,693 0 11,282,920
AMERIPRISE FINL INC COM 03076C106 8,088 61,816 SH   DFND 2 61,816 0 0
AMERIPRISE FINL INC COM 03076C106 2,375 18,153 SH   DFND 3 18,153 0 0
AMERIPRISE FINL INC COM 03076C106 14,015 107,113 SH   DFND 6 62,076 0 45,037
AMERIPRISE FINL INC COM 03076C106 14,260 108,985 SH   DFND 7 66,085 0 42,900
AMERIPRISE FINL INC COM 03076C106 18,121 138,500 SH   DFND 11 138,500 0 0
AMERISAFE INC COM 03071H100 53,664 1,160,300 SH   DFND 1,5 300 0 1,160,000
AMERISOURCEBERGEN CORP COM 03073E105 877,830 7,722,620 SH   DFND 1,5 383,110 0 7,339,510
AMERISOURCEBERGEN CORP COM 03073E105 8,032 70,661 SH   DFND 2 70,661 0 0
AMERISOURCEBERGEN CORP COM 03073E105 9,248 81,354 SH   DFND 3 81,354 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,498 21,976 SH   DFND 6 6,600 0 15,376
AMETEK INC NEW COM 031100100 889,076 16,921,892 SH   DFND 1,5 10,500 0 16,911,392
AMETEK INC NEW COM 031100100 4,290 81,649 SH   DFND 2 81,649 0 0
AMETEK INC NEW COM 031100100 499 9,495 SH   DFND 3 9,495 0 0
AMETEK INC NEW COM 031100100 8,721 165,996 SH   DFND 6 114,800 0 51,196
AMETEK INC NEW COM 031100100 9,310 177,200 SH   DFND 7 72,200 0 105,000
AMGEN INC COM 031162100 5,658,479 35,398,683 SH   DFND 1,5 1,244,652 0 34,154,031
AMGEN INC COM 031162100 41,085 257,025 SH   DFND 2 257,025 0 0
AMGEN INC COM 031162100 19,984 125,018 SH   DFND 3 125,018 0 0
AMGEN INC COM 031162100 27,234 170,370 SH   DFND 6 115,531 0 54,839
AMGEN INC COM 031162100 23,769 148,696 SH   DFND 7 148,696 0 0
AMICUS THERAPEUTICS INC COM 03152W109 6,117 562,204 SH   DFND 1,5 0 0 562,204
AMIRA NATURE FOODS LTD SHS G0335L102 29,103 3,248,152 SH   DFND 1,5 334,944 0 2,913,208
AMKOR TECHNOLOGY INC COM 031652100 12,620 1,428,400 SH   DFND 1,5 0 0 1,428,400
AMN HEALTHCARE SERVICES INC COM 001744101 13,055 565,876 SH   DFND 1,5 0 0 565,876
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,496 100,000 SH   DFND 1,5 0 0 100,000
AMPHENOL CORP NEW CL A 032095101 2,575,591 43,705,938 SH   DFND 1,5 1,922,391 0 41,783,547
AMPHENOL CORP NEW CL A 032095101 413 7,000 SH   DFND 1,9 0 0 7,000
AMPHENOL CORP NEW CL A 032095101 6,191 105,063 SH   DFND 2 105,063 0 0
AMPHENOL CORP NEW CL A 032095101 1,831 31,067 SH   DFND 3 31,067 0 0
AMPHENOL CORP NEW CL A 032095101 1,266 21,476 SH   DFND 6 0 0 21,476
AMSURG CORP PFD CNV SR A-1 % 03232P504 19,693 159,300 SH   DFND 1,5 101,600 0 57,700
AMSURG CORP COM 03232P405 290,163 4,716,566 SH   DFND 1,5 250 0 4,716,316
AMSURG CORP COM 03232P405 98,037 1,593,580 SH   DFND 6 1,550,680 0 42,900
AMSURG CORP COM 03232P405 31,408 510,531 SH   DFND 7 344,231 0 166,300
AMTRUST FINL SVCS INC COM 032359309 58,407 1,024,956 SH   DFND 1,5 10,000 0 1,014,956
AMTRUST FINL SVCS INC COM 032359309 1,425 25,000 SH   DFND 6 25,000 0 0
AMTRUST FINL SVCS INC COM 032359309 2,336 41,000 SH   DFND 7 16,800 0 24,200
AMYRIS INC COM 03236M101 11,393 4,747,107 SH   DFND 1,5 0 0 4,747,107
AMYRIS INC COM 03236M101 1,171 488,089 SH   DFND 6 488,089 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 122,008 2,109,049 SH   DFND 1,5 0 0 2,109,049
ANADARKO PETE CORP COM 032511107 1,483,684 17,916,731 SH   DFND 1,5 539,893 0 17,376,838
ANADARKO PETE CORP COM 032511107 14,210 171,602 SH   DFND 2 171,602 0 0
ANADARKO PETE CORP COM 032511107 6,328 76,416 SH   DFND 3 76,416 0 0
ANADARKO PETE CORP COM 032511107 10,806 130,491 SH   DFND 6 63,635 0 66,856
ANADARKO PETE CORP COM 032511107 3,955 47,760 SH   DFND 7 47,760 0 0
ANALOG DEVICES INC COM 032654105 555,670 8,820,162 SH   DFND 1,5 164,819 0 8,655,343
ANALOG DEVICES INC COM 032654105 6,650 105,548 SH   DFND 2 105,548 0 0
ANALOG DEVICES INC COM 032654105 3,043 48,296 SH   DFND 3 48,296 0 0
ANALOG DEVICES INC COM 032654105 32,277 512,329 SH   DFND 6 399,800 0 112,529
ANALOG DEVICES INC COM 032654105 111,333 1,767,197 SH   DFND 7 1,767,197 0 0
ANALOG DEVICES INC COM 032654105 20,091 318,900 SH   DFND 11 318,900 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 40,194 4,303,477 SH   DFND 1,5 779,565 0 3,523,912
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 610 65,300 SH   DFND 6 23,900 0 41,400
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 382,888 3,140,741 SH   DFND 1,5 131,333 0 3,009,408
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 384 3,146 SH   DFND 3 3,146 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 3,658 30,009 SH   DFND 6 30,009 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,827 45,200 SH   DFND 1,5 0 0 45,200
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 38,883 38,786,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 374,978 36,055,529 SH   DFND 1,5 1,321,509 0 34,734,020
ANNALY CAP MGMT INC COM 035710409 532 51,187 SH   DFND 3 51,187 0 0
ANNALY CAP MGMT INC COM 035710409 3,142 302,079 SH   DFND 6 171,200 0 130,879
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 22,576 22,520,000 PRN   DFND 11 0 0 0
ANSYS INC COM 03662Q105 534,971 6,066,119 SH   DFND 1,5 218,219 0 5,847,900
ANSYS INC COM 03662Q105 811 9,200 SH   DFND 1,9 0 0 9,200
ANSYS INC COM 03662Q105 995 11,288 SH   DFND 6 0 0 11,288
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 997 41,200 SH   DFND 1,5 0 0 41,200
ANTERO RES CORP COM 03674X106 142,596 4,037,256 SH   DFND 1,5 179,400 0 3,857,856
ANTHEM INC COM 036752103 1,674,470 10,844,313 SH   DFND 1,5 1,905,153 0 8,939,160
ANTHEM INC COM 036752103 13,952 90,360 SH   DFND 2 90,360 0 0
ANTHEM INC COM 036752103 4,586 29,698 SH   DFND 3 29,698 0 0
ANTHEM INC COM 036752103 5,944 38,493 SH   DFND 6 0 0 38,493
ANWORTH MORTGAGE ASSET CP COM 037347101 9,710 1,907,610 SH   DFND 1,5 0 0 1,907,610
AOL INC COM 00184X105 603 15,219 SH   DFND 1,5 0 0 15,219
AOL INC COM 00184X105 436 11,001 SH   DFND 6 0 0 11,001
AON PLC SHS CL A G0408V102 15,513 161,390 SH   DFND 1,5 0 0 161,390
AON PLC SHS CL A G0408V102 9,124 94,921 SH   DFND 2 94,921 0 0
AON PLC SHS CL A G0408V102 2,492 25,925 SH   DFND 3 25,925 0 0
AON PLC SHS CL A G0408V102 2,269 23,601 SH   DFND 6 0 0 23,601
APACHE CORP COM 037411105 608,955 10,093,733 SH   DFND 1,5 244,788 0 9,848,945
APACHE CORP COM 037411105 7,700 127,629 SH   DFND 2 127,629 0 0
APACHE CORP COM 037411105 5,577 92,447 SH   DFND 3 92,447 0 0
APACHE CORP COM 037411105 33,858 561,206 SH   DFND 6 323,806 0 237,400
APACHE CORP COM 037411105 102,574 1,700,210 SH   DFND 7 1,603,510 0 96,700
APARTMENT INVT & MGMT CO CL A 03748R101 362,492 9,209,648 SH   DFND 1,5 3,953,274 0 5,256,374
APARTMENT INVT & MGMT CO CL A 03748R101 2,083 52,931 SH   DFND 2 52,931 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,215 30,875 SH   DFND 3 30,875 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 613 15,566 SH   DFND 6 0 0 15,566
APOGEE ENTERPRISES INC COM 037598109 9,461 219,003 SH   DFND 1,5 0 0 219,003
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 7,061 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 4,364 230,679 SH   DFND 1,5 50,701 0 179,978
APOLLO ED GROUP INC CL A 037604105 252 13,340 SH   DFND 6 0 0 13,340
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 55,754 2,581,223 SH   DFND 1,5 0 0 2,581,223
APOLLO INVT CORP COM 03761U106 149,536 19,483,565 SH   DFND 1,5 902,706 0 18,580,859
APOLLO INVT CORP COM 03761U106 956 124,500 SH   DFND 6 124,500 0 0
APPLE INC COM 037833100 19,499,048 156,706,967 SH   DFND 1,5 7,204,939 0 149,502,028
APPLE INC COM 037833100 1,081,671 8,693,011 SH   DFND 1,9 0 0 8,693,011
APPLE INC COM 037833100 245,480 1,972,833 SH   DFND 2 1,972,833 0 0
APPLE INC COM 037833100 94,269 757,607 SH   DFND 3 757,607 0 0
APPLE INC COM 037833100 309,894 2,490,512 SH   DFND 6 1,521,836 0 968,676
APPLE INC COM 037833100 793,540 6,377,401 SH   DFND 7 6,027,444 0 349,957
APPLIED GENETIC TECHNOL CORP COM 03820J100 26,694 1,335,389 SH   DFND 1,5 0 0 1,335,389
APPLIED MATLS INC COM 038222105 399,807 17,721,941 SH   DFND 1,5 956,980 0 16,764,961
APPLIED MATLS INC COM 038222105 9,389 416,158 SH   DFND 2 416,158 0 0
APPLIED MATLS INC COM 038222105 2,246 99,570 SH   DFND 3 99,570 0 0
APPLIED MATLS INC COM 038222105 6,755 299,434 SH   DFND 6 188,390 0 111,044
APPLIED MATLS INC COM 038222105 2,377 105,364 SH   DFND 7 105,364 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 60,478 11,858,419 SH   DFND 1,5 1,419,900 0 10,438,519
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 64 12,600 SH   DFND 1,9 0 0 12,600
APTARGROUP INC COM 038336103 55,430 872,641 SH   DFND 1,5 0 0 872,641
APTARGROUP INC COM 038336103 506 7,966 SH   DFND 6 0 0 7,966
AQUA AMERICA INC COM 03836W103 644 24,429 SH   DFND 6 0 0 24,429
ARADIGM CORP COM NO PAR NEW 038505400 1,066 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 799,006 25,261,014 SH   DFND 1,5 2,229,762 0 23,031,252
ARAMARK COM 03852U106 22,590 714,196 SH   DFND 6 711,311 0 2,885
ARAMARK COM 03852U106 5,496 173,765 SH   DFND 7 173,765 0 0
ARBOR RLTY TR INC COM 038923108 22,634 3,242,675 SH   DFND 1,5 0 0 3,242,675
ARBOR RLTY TR INC COM 038923108 5,606 803,090 SH   DFND 6 803,090 0 0
ARBOR RLTY TR INC COM 038923108 1,083 155,189 SH   DFND 7 133,189 0 22,000
ARC GROUP WORLDWIDE INC COM 00213H105 615 115,100 SH   DFND 6 115,100 0 0
ARC GROUP WORLDWIDE INC COM 00213H105 115 21,620 SH   DFND 7 18,420 0 3,200
ARCBEST CORP COM 03937C105 35,079 925,800 SH   DFND 1,5 0 0 925,800
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1,410 149,700 SH   DFND 1,5 0 0 149,700
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 8,536 568,500 SH   DFND 1,5 0 0 568,500
ARCH CAP GROUP LTD ORD G0450A105 85,173 1,382,675 SH   DFND 1,5 84,675 0 1,298,000
ARCH CAP GROUP LTD ORD G0450A105 2,211 35,886 SH   DFND 3 35,886 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,079 17,519 SH   DFND 6 0 0 17,519
ARCHER DANIELS MIDLAND CO COM 039483102 180,813 3,814,624 SH   DFND 1,5 2,296 0 3,812,328
ARCHER DANIELS MIDLAND CO COM 039483102 10,183 214,832 SH   DFND 2 214,832 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,943 62,093 SH   DFND 3 62,093 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,157 151,001 SH   DFND 6 18,211 0 132,790
ARCHER DANIELS MIDLAND CO COM 039483102 13,557 286,023 SH   DFND 7 286,023 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 1,535 311,435 SH   DFND 1,5 35 0 311,400
ARCTIC CAT INC COM 039670104 11,365 312,900 SH   DFND 1,5 13,200 0 299,700
ARCTIC CAT INC COM 039670104 4,373 120,400 SH   DFND 6 120,400 0 0
ARCTIC CAT INC COM 039670104 850 23,400 SH   DFND 7 20,100 0 3,300
ARDELYX INC COM 039697107 34,727 2,652,944 SH   DFND 1,5 0 0 2,652,944
ARDMORE SHIPPING CORP COM Y0207T100 14,751 1,464,829 SH   DFND 1,5 0 0 1,464,829
ARDMORE SHIPPING CORP COM Y0207T100 3,657 363,200 SH   DFND 6 363,200 0 0
ARDMORE SHIPPING CORP COM Y0207T100 709 70,358 SH   DFND 7 60,458 0 9,900
ARENA PHARMACEUTICALS INC COM 040047102 42,826 9,800,000 SH   DFND 1,5 0 0 9,800,000
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 9,297 9,010,000 PRN   DFND 1,5 0 0 0
ARES CAP CORP COM 04010L103 219,116 12,761,536 SH   DFND 1,5 485,470 0 12,276,066
ARES CAP CORP COM 04010L103 1,673 97,434 SH   DFND 6 97,434 0 0
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 17,404 17,000,000 PRN   DFND 1,5 0 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 60,061 3,239,511 SH   DFND 1,5 0 0 3,239,511
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,010 20,130 SH   DFND 1,5 220 0 19,910
ARIAD PHARMACEUTICALS INC COM 04033A100 75,711 9,188,237 SH   DFND 1,5 0 0 9,188,237
ARISTA NETWORKS INC COM 040413106 17,625 249,900 SH   DFND 1,5 19,200 0 230,700
ARK RESTAURANTS CORP COM 040712101 5,373 215,595 SH   DFND 1,5 10,200 0 205,395
ARM HLDGS PLC SPONSORED ADR 042068106 7,328 148,631 SH   DFND 3 148,631 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,574 898,160 SH   DFND 6 898,160 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,565 240,634 SH   DFND 7 216,134 0 24,500
ARMSTRONG WORLD INDS INC NEW COM 04247X102 38,236 665,327 SH   DFND 1,5 8,686 0 656,641
ARQULE INC COM 04269E107 1,502 670,600 SH   DFND 1,5 0 0 670,600
ARRAY BIOPHARMA INC COM 04269X105 136,651 18,541,491 SH   DFND 1,5 577,500 0 17,963,991
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 655 90,300 SH   DFND 1,5 3,300 0 87,000
ARRIS GROUP INC NEW COM 04270V106 11,151 385,900 SH   DFND 1,5 9,880 0 376,020
ARRIS GROUP INC NEW COM 04270V106 252 8,721 SH   DFND 6 0 0 8,721
ARROW ELECTRS INC COM 042735100 144,673 2,365,863 SH   DFND 1,5 160 0 2,365,703
ARROW ELECTRS INC COM 042735100 976 15,954 SH   DFND 6 2,229 0 13,725
ARROW ELECTRS INC COM 042735100 4,063 66,451 SH   DFND 7 66,451 0 0
ARROWHEAD RESH CORP COM NEW 042797209 8,294 1,226,073 SH   DFND 1,5 0 0 1,226,073
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 135,579 2,982,380 SH   DFND 1,5 0 0 2,982,380
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 41,608 915,261 SH   DFND 6 913,250 0 2,011
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 8,037 176,785 SH   DFND 7 173,285 0 3,500
ARUBA NETWORKS INC COM 043176106 30,136 1,230,532 SH   DFND 1,5 0 0 1,230,532
ARUBA NETWORKS INC COM 043176106 48,980 2,000,000 SH   DFND 11 2,000,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 95,872 1,153,700 SH   DFND 1,5 3,000 0 1,150,700
ASCENA RETAIL GROUP INC COM 04351G101 2,902 200,000 SH   DFND 1,5 9,200 0 190,800
ASCENA RETAIL GROUP INC COM 04351G101 260 17,917 SH   DFND 6 0 0 17,917
ASCENA RETAIL GROUP INC COM 04351G101 2,464 169,800 SH   DFND 7 70,100 0 99,700
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 17,026 981,300 SH   DFND 1,5 0 0 981,300
ASHFORD HOSPITALITY PRIME IN COM 044102101 49,146 2,930,579 SH   DFND 1,5 1,020,630 0 1,909,949
ASHFORD HOSPITALITY PRIME IN COM 044102101 9,404 560,744 SH   DFND 6 560,744 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 4,263 254,195 SH   DFND 7 26,500 0 227,695
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,700 176,699 SH   DFND 1,5 0 0 176,699
ASHFORD INC COM 044104107 2,024 17,041 SH   DFND 1,5 2,801 0 14,240
ASHLAND INC NEW COM 044209104 240,136 1,886,230 SH   DFND 1,5 187 0 1,886,043
ASHLAND INC NEW COM 044209104 141,757 1,113,475 SH   DFND 6 934,449 0 179,026
ASHLAND INC NEW COM 044209104 218,429 1,715,726 SH   DFND 7 1,658,026 0 57,700
ASM INTL N V NY REGISTER SH N07045102 13,063 283,250 SH   DFND 1,5 0 0 283,250
ASM INTL N V NY REGISTER SH N07045102 498 10,800 SH   DFND 1,9 0 0 10,800
ASML HOLDING N V N Y REGISTRY SHS N07059210 106,441 1,053,561 SH   DFND 1,5 91,443 0 962,118
ASPEN AEROGELS INC COM 04523Y105 38,558 5,296,425 SH   DFND 1,5 0 0 5,296,425
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 154,481 3,270,833 SH   DFND 1,5 133 0 3,270,700
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 488 10,338 SH   DFND 6 1,800 0 8,538
ASPEN TECHNOLOGY INC COM 045327103 55,564 1,443,596 SH   DFND 1,5 90,996 0 1,352,600
ASPEN TECHNOLOGY INC COM 045327103 241 6,261 SH   DFND 6 6,261 0 0
ASPEN TECHNOLOGY INC COM 045327103 9,507 246,990 SH   DFND 7 189,190 0 57,800
ASPEN TECHNOLOGY INC COM 045327103 6,979 181,330 SH   DFND 11 181,330 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 1,324 100,000 SH   DFND 1,5 0 0 100,000
ASSOCIATED BANC CORP COM 045487105 258,484 13,896,986 SH   DFND 1,5 650 0 13,896,336
ASSOCIATED BANC CORP COM 045487105 383 20,566 SH   DFND 6 0 0 20,566
ASSURANT INC COM 04621X108 345,769 5,630,500 SH   DFND 1,5 233,300 0 5,397,200
ASSURANT INC COM 04621X108 1,432 23,325 SH   DFND 2 23,325 0 0
ASSURANT INC COM 04621X108 443 7,212 SH   DFND 3 7,212 0 0
ASSURANT INC COM 04621X108 605 9,859 SH   DFND 6 0 0 9,859
ASSURED GUARANTY LTD COM G0585R106 2,908 110,200 SH   DFND 1,5 0 0 110,200
ASSURED GUARANTY LTD COM G0585R106 561 21,264 SH   DFND 6 0 0 21,264
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 6,611 980,865 SH   DFND 1,5 0 0 980,865
ASTORIA FINL CORP COM 046265104 120,111 9,274,999 SH   DFND 1,5 0 0 9,274,999
ASTRAZENECA PLC SPONSORED ADR 046353108 107,134 1,565,602 SH   DFND 1,5 2 0 1,565,600
ASTRAZENECA PLC SPONSORED ADR 046353108 439 6,422 SH   DFND 3 6,422 0 0
ASURE SOFTWARE INC COM 04649U102 1,519 263,700 SH   DFND 6 263,700 0 0
AT&T INC COM 00206R102 583,096 17,859,001 SH   DFND 1,5 815,859 0 17,043,142
AT&T INC COM 00206R102 57,395 1,757,901 SH   DFND 2 1,757,901 0 0
AT&T INC COM 00206R102 14,052 430,397 SH   DFND 3 430,397 0 0
AT&T INC COM 00206R102 29,153 892,906 SH   DFND 6 178,500 0 714,406
ATARA BIOTHERAPEUTICS INC COM 046513107 28,843 693,833 SH   DFND 1,5 0 0 693,833
ATHENAHEALTH INC COM 04685W103 651,343 5,455,595 SH   DFND 1,5 211,262 0 5,244,333
ATHENAHEALTH INC COM 04685W103 31,835 266,650 SH   DFND 1,9 0 0 266,650
ATHENAHEALTH INC COM 04685W103 818 6,855 SH   DFND 6 4,300 0 2,555
ATLANTIC TELE NETWORK INC COM NEW 049079205 11,317 163,500 SH   DFND 1,5 0 0 163,500
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 160,037 3,720,072 SH   DFND 1,5 99,106 0 3,620,966
ATMEL CORP COM 049513104 183,968 22,353,292 SH   DFND 1,5 1,080 0 22,352,212
ATMEL CORP COM 049513104 57,182 6,948,000 SH   DFND 1,9 0 0 6,948,000
ATMEL CORP COM 049513104 1,018 123,729 SH   DFND 6 94,000 0 29,729
ATMOS ENERGY CORP COM 049560105 132,704 2,399,716 SH   DFND 1,5 152 0 2,399,564
ATMOS ENERGY CORP COM 049560105 23,855 431,371 SH   DFND 6 417,598 0 13,773
ATMOS ENERGY CORP COM 049560105 11,170 201,990 SH   DFND 7 177,590 0 24,400
ATRICURE INC COM 04963C209 38,111 1,860,000 SH   DFND 1,5 0 0 1,860,000
ATRION CORP COM 049904105 5,874 17,000 SH   DFND 1,5 7,371 0 9,629
ATWOOD OCEANICS INC COM 050095108 131,752 4,687,000 SH   DFND 1,5 268,400 0 4,418,600
ATWOOD OCEANICS INC COM 050095108 216 7,679 SH   DFND 6 0 0 7,679
AUDIENCE INC COM 05070J102 4,443 978,636 SH   DFND 1,9 0 0 978,636
AURICO GOLD INC COM 05155C105 310 112,100 SH   DFND 1,5 0 0 112,100
AURIS MED HLDG AG COM H03579101 8,917 1,666,667 SH   DFND 1,5 0 0 1,666,667
AUSPEX PHARMACEUTICALS INC COM 05211J102 179,724 1,792,398 SH   DFND 1,5 55,809 0 1,736,589
AUTODESK INC COM 052769106 263,077 4,486,300 SH   DFND 1,5 158,130 0 4,328,170
AUTODESK INC COM 052769106 46,560 794,000 SH   DFND 1,9 0 0 794,000
AUTODESK INC COM 052769106 4,503 76,783 SH   DFND 2 76,783 0 0
AUTODESK INC COM 052769106 4,521 77,104 SH   DFND 3 77,104 0 0
AUTODESK INC COM 052769106 3,105 52,957 SH   DFND 6 34,100 0 18,857
AUTOHOME INC SP ADR RP CL A 05278C107 25,363 576,818 SH   DFND 1,5 25,418 0 551,400
AUTOLIV INC COM 052800109 225,217 1,912,350 SH   DFND 1,5 39,400 0 1,872,950
AUTOMATIC DATA PROCESSING IN COM 053015103 9,615 112,270 SH   DFND 1,5 170 0 112,100
AUTOMATIC DATA PROCESSING IN COM 053015103 13,782 160,933 SH   DFND 2 160,933 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,623 100,693 SH   DFND 3 100,693 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,802 32,716 SH   DFND 6 0 0 32,716
AUTONATION INC COM 05329W102 58,090 903,000 SH   DFND 1,5 141,500 0 761,500
AUTONATION INC COM 05329W102 1,633 25,389 SH   DFND 2 25,389 0 0
AUTONATION INC COM 05329W102 424 6,584 SH   DFND 3 6,584 0 0
AUTONATION INC COM 05329W102 302 4,698 SH   DFND 6 0 0 4,698
AUTOZONE INC COM 053332102 1,437,266 2,106,934 SH   DFND 1,5 65,178 0 2,041,756
AUTOZONE INC COM 053332102 7,370 10,804 SH   DFND 2 10,804 0 0
AUTOZONE INC COM 053332102 3,723 5,458 SH   DFND 3 5,458 0 0
AUTOZONE INC COM 053332102 24,621 36,093 SH   DFND 6 16,562 0 19,531
AUTOZONE INC COM 053332102 107,264 157,242 SH   DFND 7 145,642 0 11,600
AUTOZONE INC COM 053332102 31,857 46,700 SH   DFND 11 46,700 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 883,118 6,954,782 SH   DFND 1,5 286,593 0 6,668,189
AVAGO TECHNOLOGIES LTD SHS Y0486S104 508 4,000 SH   DFND 1,9 0 0 4,000
AVAGO TECHNOLOGIES LTD SHS Y0486S104 11,035 86,906 SH   DFND 2 86,906 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,456 11,466 SH   DFND 3 11,466 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,995 31,460 SH   DFND 6 14,400 0 17,060
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 148,720 3,670,276 SH   DFND 1,5 198,904 0 3,471,372
AVALONBAY CMNTYS INC COM 053484101 340,128 1,951,956 SH   DFND 1,5 546,581 0 1,405,375
AVALONBAY CMNTYS INC COM 053484101 7,793 44,725 SH   DFND 2 44,725 0 0
AVALONBAY CMNTYS INC COM 053484101 2,199 12,620 SH   DFND 3 12,620 0 0
AVALONBAY CMNTYS INC COM 053484101 19,890 114,148 SH   DFND 6 96,263 0 17,885
AVALONBAY CMNTYS INC COM 053484101 7,471 42,875 SH   DFND 7 4,550 0 38,325
AVERY DENNISON CORP COM 053611109 76,683 1,449,314 SH   DFND 1,5 194 0 1,449,120
AVERY DENNISON CORP COM 053611109 1,622 30,650 SH   DFND 2 30,650 0 0
AVERY DENNISON CORP COM 053611109 2,486 46,983 SH   DFND 3 46,983 0 0
AVERY DENNISON CORP COM 053611109 23,419 442,620 SH   DFND 6 431,860 0 10,760
AVERY DENNISON CORP COM 053611109 1,212 22,900 SH   DFND 7 19,700 0 3,200
AVG TECHNOLOGIES N V SHS N07831105 10,604 489,800 SH   DFND 1,5 21,100 0 468,700
AVID TECHNOLOGY INC COM 05367P100 14,199 952,966 SH   DFND 11 952,966 0 0
AVIS BUDGET GROUP COM 053774105 424 7,184 SH   DFND 6 0 0 7,184
AVIV REIT INC MD COM 05381L101 23,291 638,114 SH   DFND 1,5 14 0 638,100
AVNET INC COM 053807103 109,986 2,471,600 SH   DFND 1,5 4,500 0 2,467,100
AVNET INC COM 053807103 3,215 72,251 SH   DFND 3 72,251 0 0
AVNET INC COM 053807103 4,260 95,720 SH   DFND 6 48,890 0 46,830
AVNET INC COM 053807103 605 13,590 SH   DFND 7 13,590 0 0
AVON PRODS INC COM 054303102 89,057 11,146,000 SH   DFND 1,5 572,200 0 10,573,800
AVON PRODS INC COM 054303102 287 35,931 SH   DFND 3 35,931 0 0
AVON PRODS INC COM 054303102 1,743 218,172 SH   DFND 6 169,800 0 48,372
AXALTA COATING SYS LTD COM G0750C108 40,151 1,453,703 SH   DFND 1,5 0 0 1,453,703
AXIALL CORP COM 05463D100 129,924 2,767,865 SH   DFND 1,5 500,000 0 2,267,865
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 484,081 9,385,047 SH   DFND 1,5 352,482 0 9,032,565
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 583 11,305 SH   DFND 6 0 0 11,305
AZZ INC COM 002474104 105,647 2,267,587 SH   DFND 1,5 66,687 0 2,200,900
AZZ INC COM 002474104 820 17,604 SH   DFND 7 17,604 0 0
B & G FOODS INC NEW COM 05508R106 44,091 1,498,166 SH   DFND 1,5 56,398 0 1,441,768
B & G FOODS INC NEW COM 05508R106 392 13,319 SH   DFND 6 13,319 0 0
B/E AEROSPACE INC COM 073302101 52,327 822,500 SH   DFND 1,5 2,400 0 820,100
B/E AEROSPACE INC COM 073302101 12,405 194,985 SH   DFND 6 187,722 0 7,263
B/E AEROSPACE INC COM 073302101 7,312 114,930 SH   DFND 7 92,030 0 22,900
B2GOLD CORP COM 11777Q209 156,480 104,862,572 SH   DFND 1,5 3,044,341 0 101,818,231
B2GOLD CORP COM 11777Q209 21 14,182 SH   DFND 6 14,182 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 237,648 7,405,672 SH   DFND 1,5 165,275 0 7,240,397
BABCOCK & WILCOX CO NEW COM 05615F102 7,932 247,195 SH   DFND 6 165,726 0 81,469
BABCOCK & WILCOX CO NEW COM 05615F102 11,414 355,700 SH   DFND 7 144,100 0 211,600
BABCOCK & WILCOX CO NEW COM 05615F102 49,853 1,553,529 SH   DFND 11 1,553,529 0 0
BAIDU INC SPON ADR REP A 056752108 171,738 824,078 SH   DFND 1,5 39,298 0 784,780
BAIDU INC SPON ADR REP A 056752108 667 3,200 SH   DFND 1,9 0 0 3,200
BAIDU INC SPON ADR REP A 056752108 4,473 21,461 SH   DFND 3 21,461 0 0
BAKER HUGHES INC COM 057224107 401,997 6,322,700 SH   DFND 1,5 578 0 6,322,122
BAKER HUGHES INC COM 057224107 9,357 147,173 SH   DFND 2 147,173 0 0
BAKER HUGHES INC COM 057224107 3,555 55,919 SH   DFND 3 55,919 0 0
BAKER HUGHES INC COM 057224107 3,650 57,401 SH   DFND 6 0 0 57,401
BALL CORP COM 058498106 106,593 1,508,961 SH   DFND 1,5 26,884 0 1,482,077
BALL CORP COM 058498106 3,286 46,518 SH   DFND 2 46,518 0 0
BALL CORP COM 058498106 443 6,267 SH   DFND 3 6,267 0 0
BALL CORP COM 058498106 871 12,336 SH   DFND 6 2,837 0 9,499
BALL CORP COM 058498106 5,269 74,594 SH   DFND 7 74,594 0 0
BALL CORP COM 058498106 835 11,820 SH   DFND 11 11,820 0 0
BANCFIRST CORP COM 05945F103 37,287 611,461 SH   DFND 1,5 0 0 611,461
BANCO DE CHILE SPONSORED ADR 059520106 5,128 76,469 SH   DFND 1,10 3,632 0 72,837
BANCO MACRO SA SPON ADR B 05961W105 19,076 333,500 SH   DFND 1,5 18,200 0 315,300
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,336 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 76,227 1,938,127 SH   DFND 1,5 55,210 0 1,882,917
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,794 147,320 SH   DFND 6 104,410 0 42,910
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,066 52,520 SH   DFND 7 52,520 0 0
BANK AMER CORP COM 060505104 5,178,395 336,477,902 SH   DFND 1,5 7,880,087 0 328,597,815
BANK AMER CORP 7.25%CNV PFD L 060505682 122,595 105,959 SH   DFND 1,5 0 0 105,959
BANK AMER CORP COM 060505104 54,834 3,562,960 SH   DFND 2 3,562,960 0 0
BANK AMER CORP COM 060505104 15,529 1,009,033 SH   DFND 3 1,009,033 0 0
BANK AMER CORP COM 060505104 88,120 5,725,786 SH   DFND 6 3,789,198 0 1,936,588
BANK AMER CORP 7.25%CNV PFD L 060505682 810 700 SH   DFND 7 700 0 0
BANK AMER CORP COM 060505104 181,254 11,777,395 SH   DFND 7 10,982,395 0 795,000
BANK HAWAII CORP COM 062540109 376 6,137 SH   DFND 6 0 0 6,137
BANK MONTREAL QUE COM 063671101 10,976 183,160 SH   DFND 6 0 0 183,160
BANK MONTREAL QUE COM 063671101 161,760 2,699,300 SH   DFND 11 2,278,900 0 420,400
BANK N S HALIFAX COM 064149107 27,996 558,040 SH   DFND 1,5 0 0 558,040
BANK N S HALIFAX COM 064149107 110,332 2,199,253 SH   DFND 11 2,199,253 0 0
BANK NEW YORK MELLON CORP COM 064058100 4,024 100,000 SH   DFND 1,5 0 0 100,000
BANK NEW YORK MELLON CORP COM 064058100 15,181 377,273 SH   DFND 2 377,273 0 0
BANK NEW YORK MELLON CORP COM 064058100 7,434 184,734 SH   DFND 3 184,734 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,315 156,935 SH   DFND 6 0 0 156,935
BANK OF THE OZARKS INC COM 063904106 125,681 3,403,210 SH   DFND 1,5 800 0 3,402,410
BANK OF THE OZARKS INC COM 063904106 12,464 337,490 SH   DFND 11 337,490 0 0
BANKRATE INC DEL COM 06647F102 62,719 5,530,740 SH   DFND 1,5 52,560 0 5,478,180
BANKRATE INC DEL COM 06647F102 4,204 370,760 SH   DFND 6 370,760 0 0
BANKRATE INC DEL COM 06647F102 838 73,920 SH   DFND 7 63,920 0 10,000
BANKUNITED INC COM 06652K103 458 13,987 SH   DFND 6 0 0 13,987
BANNER CORP COM NEW 06652V208 74,165 1,615,792 SH   DFND 1,5 292 0 1,615,500
BAR HBR BANKSHARES COM 066849100 4,233 130,037 SH   DFND 1,5 130,037 0 0
BARCLAYS PLC ADR 06738E204 91,350 6,269,750 SH   DFND 1,5 17,900 0 6,251,850
BARD C R INC COM 067383109 103,698 619,646 SH   DFND 1,5 31,048 0 588,598
BARD C R INC COM 067383109 4,209 25,152 SH   DFND 2 25,152 0 0
BARD C R INC COM 067383109 1,190 7,114 SH   DFND 3 7,114 0 0
BARD C R INC COM 067383109 874 5,224 SH   DFND 6 0 0 5,224
BARRICK GOLD CORP COM 067901108 52,593 4,809,469 SH   DFND 1,5 207,100 0 4,602,369
BARRICK GOLD CORP COM 067901108 844 77,192 SH   DFND 3 77,192 0 0
BAXTER INTL INC COM 071813109 275,478 4,021,581 SH   DFND 1,5 375,081 0 3,646,500
BAXTER INTL INC COM 071813109 12,588 183,771 SH   DFND 2 183,771 0 0
BAXTER INTL INC COM 071813109 3,985 58,170 SH   DFND 3 58,170 0 0
BAXTER INTL INC COM 071813109 4,866 71,042 SH   DFND 6 34,130 0 36,912
BAYTEX ENERGY CORP COM 07317Q105 3,237 204,700 SH   DFND 11 204,700 0 0
BAYTEX ENERGY CORP COM 07317Q105 4,529 286,401 SH   DFND   286,401 0 0
BAZAARVOICE INC COM 073271108 6,457 1,142,900 SH   DFND 1,5 0 0 1,142,900
BB&T CORP COM 054937107 34,097 874,500 SH   DFND 1,5 51,700 0 822,800
BB&T CORP COM 054937107 9,519 244,134 SH   DFND 2 244,134 0 0
BB&T CORP COM 054937107 4,160 106,682 SH   DFND 3 106,682 0 0
BB&T CORP COM 054937107 4,331 111,067 SH   DFND 6 12,200 0 98,867
BBCN BANCORP INC COM 073295107 93,024 6,428,738 SH   DFND 1,5 115,045 0 6,313,693
BBCN BANCORP INC COM 073295107 10,405 719,080 SH   DFND 6 719,080 0 0
BCE INC COM NEW 05534B760 3,916 92,504 SH   DFND 6 0 0 92,504
BCE INC COM NEW 05534B760 318,311 7,518,780 SH   DFND 11 7,047,080 0 471,700
BCE INC COM NEW 05534B760 5,051 119,303 SH   DFND   119,303 0 0
BECTON DICKINSON & CO COM 075887109 265,828 1,851,297 SH   DFND 1,5 89,212 0 1,762,085
BECTON DICKINSON & CO COM 075887109 10,154 70,714 SH   DFND 2 70,714 0 0
BECTON DICKINSON & CO COM 075887109 4,506 31,379 SH   DFND 3 31,379 0 0
BECTON DICKINSON & CO COM 075887109 2,255 15,707 SH   DFND 6 325 0 15,382
BECTON DICKINSON & CO COM 075887109 3,547 24,700 SH   DFND 7 24,700 0 0
BED BATH & BEYOND INC COM 075896100 721,151 9,393,049 SH   DFND 1,5 576,149 0 8,816,900
BED BATH & BEYOND INC COM 075896100 4,826 62,863 SH   DFND 2 62,863 0 0
BED BATH & BEYOND INC COM 075896100 1,052 13,702 SH   DFND 3 13,702 0 0
BED BATH & BEYOND INC COM 075896100 1,541 20,066 SH   DFND 6 0 0 20,066
BEL FUSE INC CL A 077347201 4,402 240,000 SH   DFND 1,5 10,600 0 229,400
BELDEN INC COM 077454106 179,186 1,915,200 SH   DFND 1,5 3,900 0 1,911,300
BELLATRIX EXPLORATION LTD COM 078314101 2,388 981,800 SH   DFND 1,5 0 0 981,800
BELLATRIX EXPLORATION LTD COM 078314101 1,045 429,700 SH   DFND   429,700 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 11,953 1,302,070 SH   DFND 1,5 0 0 1,302,070
BEMIS INC COM 081437105 331 7,156 SH   DFND 3 7,156 0 0
BEMIS INC COM 081437105 642 13,859 SH   DFND 6 0 0 13,859
BENEFICIAL BANCORP INC COM 08171T102 9,492 840,724 SH   DFND 1,5 0 0 840,724
BENEFICIAL BANCORP INC COM 08171T102 37,072 3,283,600 SH   DFND 6 3,283,600 0 0
BENEFICIAL BANCORP INC COM 08171T102 2,171 192,275 SH   DFND 7 164,600 0 27,675
BERKLEY W R CORP COM 084423102 10,173 201,400 SH   DFND 1,5 0 0 201,400
BERKLEY W R CORP COM 084423102 697 13,803 SH   DFND 6 0 0 13,803
BERKSHIRE HATHAWAY INC DEL CL A 084670108 6,357,743 29,231 SH   DFND 1,5 1,707 0 27,524
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,774,499 12,295,585 SH   DFND 1,5 17,941 0 12,277,644
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 89,144 617,680 SH   DFND 2 617,680 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 35,606 246,717 SH   DFND 3 246,717 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 48,020 332,731 SH   DFND 6 59,219 0 273,512
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 40,573 281,135 SH   DFND 7 214,535 0 66,600
BERKSHIRE HATHAWAY INC DEL CL A 084670108 870 4 SH   DFND 11 4 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 29,915 207,280 SH   DFND 11 207,280 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 333 12,004 SH   DFND 3 12,004 0 0
BERRY PLASTICS GROUP INC COM 08579W103 66,695 1,842,900 SH   DFND 1,5 0 0 1,842,900
BERRY PLASTICS GROUP INC COM 08579W103 11,854 327,550 SH   DFND 6 327,550 0 0
BERRY PLASTICS GROUP INC COM 08579W103 2,346 64,830 SH   DFND 7 56,130 0 8,700
BEST BUY INC COM 086516101 1,508,630 39,921,398 SH   DFND 1,5 1,431,362 0 38,490,036
BEST BUY INC COM 086516101 3,726 98,606 SH   DFND 2 98,606 0 0
BEST BUY INC COM 086516101 310 8,198 SH   DFND 3 8,198 0 0
BEST BUY INC COM 086516101 1,267 33,530 SH   DFND 6 0 0 33,530
BIG 5 SPORTING GOODS CORP COM 08915P101 1,891 142,517 SH   DFND 1,5 6,120 0 136,397
BIG LOTS INC COM 089302103 128,423 2,673,800 SH   DFND 1,5 15,500 0 2,658,300
BIG LOTS INC COM 089302103 304 6,327 SH   DFND 6 0 0 6,327
BIO RAD LABS INC CL A 090572207 386 2,853 SH   DFND 6 0 0 2,853
BIO TECHNE CORP COM 09073M104 375 3,738 SH   DFND 6 0 0 3,738
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 16,535 469,200 SH   DFND 1,5 19,800 0 449,400
BIOCRYST PHARMACEUTICALS COM 09058V103 96,766 10,716,020 SH   DFND 1,5 0 0 10,716,020
BIOCRYST PHARMACEUTICALS COM 09058V103 1,192 132,000 SH   DFND 6 132,000 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 6,877 654,999 SH   DFND 1,5 700 0 654,299
BIOGEN INC COM 09062X103 9,138,240 21,642,288 SH   DFND 1,5 829,146 0 20,813,142
BIOGEN INC COM 09062X103 33,552 79,463 SH   DFND 2 79,463 0 0
BIOGEN INC COM 09062X103 24,386 57,754 SH   DFND 3 57,754 0 0
BIOGEN INC COM 09062X103 49,815 117,979 SH   DFND 6 93,747 0 24,232
BIOGEN INC COM 09062X103 60,662 143,667 SH   DFND 7 118,267 0 25,400
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,192,067 9,565,612 SH   DFND 1,5 3,550 0 9,562,062
BIOMARIN PHARMACEUTICAL INC COM 09061G101 69,552 558,112 SH   DFND 6 429,029 0 129,083
BIOMARIN PHARMACEUTICAL INC COM 09061G101 189,160 1,517,893 SH   DFND 7 1,409,193 0 108,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 30,058 241,198 SH   DFND 11 241,198 0 0
BIOMED REALTY TRUST INC COM 09063H107 635 28,032 SH   DFND 6 0 0 28,032
BIOSCRIP INC COM 09069N108 7,232 1,632,602 SH   DFND 1,5 0 0 1,632,602
BIOSCRIP INC COM 09069N108 2,359 532,454 SH   DFND 6 532,454 0 0
BIOSCRIP INC COM 09069N108 454 102,400 SH   DFND 7 87,900 0 14,500
BIOTA PHARMACEUTIALS INC COM 090694100 1,460 634,698 SH   DFND 1,5 0 0 634,698
BIOTIME INC *W EXP 10/01/201 09066L162 256 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 19,604 385,300 SH   DFND 1,5 18,200 0 367,100
BLACK BOX CORP DEL COM 091826107 37,692 1,800,840 SH   DFND 1,5 83,100 0 1,717,740
BLACK HILLS CORP COM 092113109 25,752 510,557 SH   DFND 1,5 0 0 510,557
BLACKBAUD INC COM 09227Q100 3,786 79,900 SH   DFND 1,9 0 0 79,900
BLACKBERRY LTD COM 09228F103 5,518 617,900 SH   DFND 1,5 0 0 617,900
BLACKBERRY LTD COM 09228F103 304 34,000 SH   DFND 1,9 0 0 34,000
BLACKBERRY LTD COM 09228F103 44,052 4,933,025 SH   DFND 11 4,933,025 0 0
BLACKHAWK NETWORK HLDGS INC CL B 09238E203 89,939 2,529,934 SH   DFND 1,5 101,135 0 2,428,799
BLACKROCK INC COM 09247X101 2,553,969 6,981,109 SH   DFND 1,5 272,621 0 6,708,488
BLACKROCK INC COM 09247X101 15,719 42,968 SH   DFND 2 42,968 0 0
BLACKROCK INC COM 09247X101 7,852 21,462 SH   DFND 3 21,462 0 0
BLACKROCK INC COM 09247X101 20,767 56,764 SH   DFND 6 31,949 0 24,815
BLACKROCK INC COM 09247X101 15,764 43,089 SH   DFND 7 21,489 0 21,600
BLACKROCK INC COM 09247X101 33,730 92,200 SH   DFND 11 92,200 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,168,792 55,767,356 SH   DFND 1,5 1,200 0 55,766,156
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 14,048 13,500,000 PRN   DFND 1,5 0 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,602 2,500,000 PRN   DFND 7 0 0 0
BLOCK H & R INC COM 093671105 787,276 24,548,684 SH   DFND 1,5 93,461 0 24,455,223
BLOCK H & R INC COM 093671105 2,767 86,279 SH   DFND 2 86,279 0 0
BLOCK H & R INC COM 093671105 599 18,679 SH   DFND 3 18,679 0 0
BLOCK H & R INC COM 093671105 2,913 90,829 SH   DFND 6 71,595 0 19,234
BLOOMIN BRANDS INC COM 094235108 43,026 1,768,452 SH   DFND 1,5 0 0 1,768,452
BLOUNT INTL INC NEW COM 095180105 8,510 660,700 SH   DFND 1,5 0 0 660,700
BLUCORA INC COM 095229100 63,290 4,633,264 SH   DFND 1,5 24,317 0 4,608,947
BLUE HILLS BANCORP INC COM 095573101 11,542 873,052 SH   DFND 6 873,052 0 0
BLUE HILLS BANCORP INC COM 095573101 282 21,369 SH   DFND 7 20,286 0 1,083
BLUE NILE INC COM 09578R103 1,274 40,000 SH   DFND 11 40,000 0 0
BLUEBIRD BIO INC COM 09609G100 569,319 4,714,078 SH   DFND 1,5 479,239 0 4,234,839
BLUEBIRD BIO INC COM 09609G100 688 5,700 SH   DFND 6 5,700 0 0
BLYTH INC COM NEW 09643P207 3,416 450,000 SH   DFND 1,5 20,800 0 429,200
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 73,341 4,555,346 SH   DFND 1,5 3,446 0 4,551,900
BOB EVANS FARMS INC COM 096761101 2,204 47,645 SH   DFND 1,5 8,335 0 39,310
BOEING CO COM 097023105 2,107,931 14,045,383 SH   DFND 1,5 432,581 0 13,612,802
BOEING CO COM 097023105 33,299 221,875 SH   DFND 2 221,875 0 0
BOEING CO COM 097023105 13,714 91,379 SH   DFND 3 91,379 0 0
BOEING CO COM 097023105 37,563 250,286 SH   DFND 6 194,814 0 55,472
BOEING CO COM 097023105 75,969 506,192 SH   DFND 7 506,192 0 0
BOFI HLDG INC COM 05566U108 98,380 1,057,400 SH   DFND 1,5 9,300 0 1,048,100
BOISE CASCADE CO DEL COM 09739D100 79,552 2,123,659 SH   DFND 1,5 0 0 2,123,659
BOISE CASCADE CO DEL COM 09739D100 1,472 39,300 SH   DFND 6 39,300 0 0
BOISE CASCADE CO DEL COM 09739D100 2,461 65,700 SH   DFND 7 27,600 0 38,100
BOK FINL CORP COM NEW 05561Q201 2,143 35,000 SH   DFND 1,5 0 0 35,000
BOK FINL CORP COM NEW 05561Q201 230 3,758 SH   DFND 6 0 0 3,758
BONANZA CREEK ENERGY INC COM 097793103 15,479 627,700 SH   DFND 1,5 0 0 627,700
BONANZA CREEK ENERGY INC COM 097793103 6,498 263,500 SH   DFND 6 263,500 0 0
BONANZA CREEK ENERGY INC COM 097793103 1,265 51,300 SH   DFND 7 44,100 0 7,200
BOOT BARN HLDGS INC COM 099406100 26,312 1,100,000 SH   DFND 1,5 136,000 0 964,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 178,405 6,164,665 SH   DFND 1,5 250 0 6,164,415
BORGWARNER INC COM 099724106 206,745 3,418,410 SH   DFND 1,5 67,300 0 3,351,110
BORGWARNER INC COM 099724106 4,638 76,693 SH   DFND 2 76,693 0 0
BORGWARNER INC COM 099724106 1,112 18,383 SH   DFND 3 18,383 0 0
BORGWARNER INC COM 099724106 2,189 36,196 SH   DFND 6 20,600 0 15,596
BOSTON BEER INC CL A 100557107 287,581 1,075,473 SH   DFND 1,5 35,989 0 1,039,484
BOSTON PRIVATE FINL HLDGS IN COM 101119105 30,383 2,500,631 SH   DFND 1,5 0 0 2,500,631
BOSTON PRIVATE FINL HLDGS IN COM 101119105 42,655 3,510,667 SH   DFND 6 3,510,667 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 16,095 1,324,730 SH   DFND 7 1,072,630 0 252,100
BOSTON PROPERTIES INC COM 101121101 1,100,023 7,830,462 SH   DFND 1,5 2,535,365 0 5,295,097
BOSTON PROPERTIES INC COM 101121101 7,289 51,885 SH   DFND 2 51,885 0 0
BOSTON PROPERTIES INC COM 101121101 2,100 14,951 SH   DFND 3 14,951 0 0
BOSTON PROPERTIES INC COM 101121101 95,950 683,013 SH   DFND 6 646,958 0 36,055
BOSTON PROPERTIES INC COM 101121101 99,601 709,002 SH   DFND 7 468,560 0 240,442
BOSTON PROPERTIES INC COM 101121101 24,428 173,890 SH   DFND 11 173,890 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,431,435 193,320,254 SH   DFND 1,5 2,482,149 0 190,838,105
BOSTON SCIENTIFIC CORP COM 101137107 7,999 450,642 SH   DFND 2 450,642 0 0
BOSTON SCIENTIFIC CORP COM 101137107 493 27,792 SH   DFND 3 27,792 0 0
BOSTON SCIENTIFIC CORP COM 101137107 26,252 1,479,003 SH   DFND 6 1,128,446 0 350,557
BOSTON SCIENTIFIC CORP COM 101137107 15,315 862,800 SH   DFND 7 356,200 0 506,600
BOTTOMLINE TECH DEL INC COM 101388106 1,656 60,500 SH   DFND 6 60,500 0 0
BOTTOMLINE TECH DEL INC COM 101388106 2,283 83,400 SH   DFND 7 30,300 0 53,100
BOYD GAMING CORP COM 103304101 8,345 587,700 SH   DFND 1,5 800 0 586,900
BOYD GAMING CORP COM 103304101 273 19,200 SH   DFND 6 19,200 0 0
BP PLC SPONSORED ADR 055622104 345,352 8,830,278 SH   DFND 1,5 870 0 8,829,408
BP PLC SPONSORED ADR 055622104 557 14,241 SH   DFND 3 14,241 0 0
BP PLC SPONSORED ADR 055622104 107,826 2,757,000 SH   DFND 11 2,757,000 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 84,349 5,278,394 SH   DFND 1,5 3,146,144 0 2,132,250
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 400 25,021 SH   DFND 6 0 0 25,021
BRIGHT HORIZONS FAM SOL IN D COM 109194100 38,010 741,371 SH   DFND 1,5 11,470 0 729,901
BRINKER INTL INC COM 109641100 134,071 2,177,898 SH   DFND 1,5 0 0 2,177,898
BRINKER INTL INC COM 109641100 6,238 101,333 SH   DFND 6 96,915 0 4,418
BRINKER INTL INC COM 109641100 6,234 101,260 SH   DFND 7 101,260 0 0
BRINKS CO COM 109696104 2,376 86,004 SH   DFND 1,5 13,964 0 72,040
BRISTOL MYERS SQUIBB CO COM 110122108 2,661,700 41,266,659 SH   DFND 1,5 1,587,191 0 39,679,468
BRISTOL MYERS SQUIBB CO COM 110122108 36,311 562,957 SH   DFND 2 562,957 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 19,763 306,407 SH   DFND 3 306,407 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 51,876 804,283 SH   DFND 6 512,076 0 292,207
BRISTOL MYERS SQUIBB CO COM 110122108 89,918 1,394,082 SH   DFND 7 1,210,782 0 183,300
BRISTOL MYERS SQUIBB CO COM 110122108 86,437 1,340,110 SH   DFND 11 1,340,110 0 0
BRISTOW GROUP INC COM 110394103 43,375 796,600 SH   DFND 1,5 0 0 796,600
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,437,436 13,852,136 SH   DFND 1,5 90,920 0 13,761,216
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,859 66,096 SH   DFND 6 66,096 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 21,254 204,815 SH   DFND 7 204,815 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 202 7,594 SH   DFND 6 0 0 7,594
BROADCOM CORP CL A 111320107 1,806,437 41,723,912 SH   DFND 1,5 1,429,548 0 40,294,364
BROADCOM CORP CL A 111320107 42,720 986,725 SH   DFND 1,9 0 0 986,725
BROADCOM CORP CL A 111320107 7,993 184,621 SH   DFND 2 184,621 0 0
BROADCOM CORP CL A 111320107 2,760 63,753 SH   DFND 3 63,753 0 0
BROADCOM CORP CL A 111320107 18,124 418,608 SH   DFND 6 344,989 0 73,619
BROADCOM CORP CL A 111320107 15,234 351,856 SH   DFND 7 351,856 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 82,838 1,505,874 SH   DFND 1,5 164 0 1,505,710
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 225 4,083 SH   DFND 3 4,083 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,069 110,323 SH   DFND 6 101,960 0 8,363
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 55,944 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC COM 11133B409 54,793 1,637,577 SH   DFND 1,5 9,470 0 1,628,107
BROADSOFT INC COM 11133B409 766 22,900 SH   DFND 1,9 0 0 22,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 160,853 13,556,940 SH   DFND 1,5 289,479 0 13,267,461
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,715 144,576 SH   DFND 3 144,576 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 711 59,898 SH   DFND 6 0 0 59,898
BROOKDALE SR LIVING INC COM 112463104 245,488 6,501,265 SH   DFND 1,5 0 0 6,501,265
BROOKDALE SR LIVING INC COM 112463104 443 11,723 SH   DFND 6 0 0 11,723
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 28,058 524,600 SH   DFND 1,5 0 0 524,600
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 254 4,743 SH   DFND 3 4,743 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 41,179 769,932 SH   DFND 6 253,796 0 516,136
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 11,928 223,014 SH   DFND 7 161,214 0 61,800
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 771,653 14,427,778 SH   DFND 11 12,246,478 0 2,181,300
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 47,373 1,040,410 SH   DFND 11 1,040,410 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 297,503 12,210,049 SH   DFND 11 12,210,049 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 36,297 1,149,300 SH   DFND 11 1,149,300 0 0
BROOKS AUTOMATION INC COM 114340102 2,074 178,345 SH   DFND 1,5 0 0 178,345
BROWN & BROWN INC COM 115236101 154,673 4,671,500 SH   DFND 1,5 0 0 4,671,500
BROWN & BROWN INC COM 115236101 14,028 423,675 SH   DFND 6 407,330 0 16,345
BROWN & BROWN INC COM 115236101 5,903 178,280 SH   DFND 7 178,280 0 0
BROWN FORMAN CORP CL B 115637209 5,602 62,008 SH   DFND 1,5 0 0 62,008
BROWN FORMAN CORP CL B 115637209 4,769 52,779 SH   DFND 2 52,779 0 0
BROWN FORMAN CORP CL B 115637209 321 3,548 SH   DFND 3 3,548 0 0
BROWN FORMAN CORP CL B 115637209 957 10,587 SH   DFND 6 0 0 10,587
BRUKER CORP COM 116794108 206,296 11,169,262 SH   DFND 1,5 0 0 11,169,262
BRUKER CORP COM 116794108 44,881 2,429,916 SH   DFND 6 2,421,995 0 7,921
BRUKER CORP COM 116794108 18,148 982,556 SH   DFND 7 793,656 0 188,900
BRUNSWICK CORP COM 117043109 300,064 5,832,143 SH   DFND 1,5 12,752 0 5,819,391
BRUNSWICK CORP COM 117043109 32,711 635,777 SH   DFND 6 635,777 0 0
BRUNSWICK CORP COM 117043109 13,584 264,020 SH   DFND 7 220,020 0 44,000
BT GROUP PLC ADR 05577E101 8,700 133,500 SH   DFND 1,5 0 0 133,500
BUCKLE INC COM 118440106 43,427 850,000 SH   DFND 1,5 39,200 0 810,800
BUFFALO WILD WINGS INC COM 119848109 458,619 2,530,453 SH   DFND 1,5 220,412 0 2,310,041
BUFFALO WILD WINGS INC COM 119848109 2,872 15,848 SH   DFND 6 15,848 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 10,100 1,514,210 SH   DFND 6 1,514,210 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 979 146,826 SH   DFND 7 126,126 0 20,700
BUNGE LIMITED COM G16962105 584,537 7,097,340 SH   DFND 1,5 1,164 0 7,096,176
BUNGE LIMITED COM G16962105 13,774 167,246 SH   DFND 6 97,387 0 69,859
BUNGE LIMITED COM G16962105 24,234 294,239 SH   DFND 7 229,839 0 64,400
BURLINGTON STORES INC COM 122017106 33,032 555,900 SH   DFND 1,5 0 0 555,900
BURLINGTON STORES INC COM 122017106 452 7,600 SH   DFND 6 7,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 401,491 5,483,351 SH   DFND 1,5 252,338 0 5,231,013
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,629 49,561 SH   DFND 2 49,561 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,982 40,726 SH   DFND 6 30,525 0 10,201
C&J ENERGY SVCS LTD SHS G3164Q101 44,808 4,025,900 SH   DFND 1,5 0 0 4,025,900
CA INC COM 12673P105 3,521 107,984 SH   DFND 2 107,984 0 0
CA INC COM 12673P105 753 23,094 SH   DFND 3 23,094 0 0
CA INC COM 12673P105 1,435 44,014 SH   DFND 6 0 0 44,014
CABELAS INC COM 126804301 150,137 2,681,977 SH   DFND 1,5 75,877 0 2,606,100
CABELAS INC COM 126804301 365 6,529 SH   DFND 6 0 0 6,529
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,360 74,301 SH   DFND 2 74,301 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 260 14,225 SH   DFND 6 0 0 14,225
CABOT CORP COM 127055101 14,230 316,231 SH   DFND 1,5 0 0 316,231
CABOT CORP COM 127055101 394 8,761 SH   DFND 6 0 0 8,761
CABOT CORP COM 127055101 1,355 30,100 SH   DFND 7 0 0 30,100
CABOT OIL & GAS CORP COM 127097103 636,680 21,560,440 SH   DFND 1,5 659,700 0 20,900,740
CABOT OIL & GAS CORP COM 127097103 4,132 139,940 SH   DFND 2 139,940 0 0
CABOT OIL & GAS CORP COM 127097103 4,600 155,788 SH   DFND 3 155,788 0 0
CABOT OIL & GAS CORP COM 127097103 2,724 92,256 SH   DFND 6 63,828 0 28,428
CACI INTL INC CL A 127190304 265,204 2,949,334 SH   DFND 1,5 0 0 2,949,334
CADENCE DESIGN SYSTEM INC COM 127387108 141,223 7,658,500 SH   DFND 1,5 0 0 7,658,500
CADENCE DESIGN SYSTEM INC COM 127387108 27,064 1,467,653 SH   DFND 6 1,447,740 0 19,913
CAE INC COM 124765108 1,968 168,630 SH   DFND 6 0 0 168,630
CAE INC COM 124765108 46,589 3,992,400 SH   DFND 11 3,992,400 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 211,768 3,488,182 SH   DFND 1,5 308,810 0 3,179,372
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 1,342 22,100 SH   DFND 6 22,100 0 0
CALAVO GROWERS INC COM 128246105 15,647 304,300 SH   DFND 1,5 0 0 304,300
CALIFORNIA RES CORP COM 13057Q107 28,639 3,763,394 SH   DFND 1,5 54,414 0 3,708,980
CALIFORNIA RES CORP COM 13057Q107 329 43,247 SH   DFND 6 0 0 43,247
CALITHERA BIOSCIENCES INC COM 13089P101 34,809 2,119,900 SH   DFND 1,5 0 0 2,119,900
CALITHERA BIOSCIENCES INC COM 13089P101 210 12,800 SH   DFND 6 12,800 0 0
CALIX INC COM 13100M509 320 38,100 SH   DFND 1,5 0 0 38,100
CALLIDUS SOFTWARE INC COM 13123E500 12,312 971,013 SH   DFND 1,5 206,713 0 764,300
CALLIDUS SOFTWARE INC COM 13123E500 19,137 1,509,255 SH   DFND 6 1,509,255 0 0
CALLIDUS SOFTWARE INC COM 13123E500 1,651 130,240 SH   DFND 7 111,740 0 18,500
CALPINE CORP COM NEW 131347304 257,144 11,243,740 SH   DFND 1,5 15,700 0 11,228,040
CALPINE CORP COM NEW 131347304 1,150 50,268 SH   DFND 6 0 0 50,268
CAMDEN NATL CORP COM 133034108 5,716 143,463 SH   DFND 1,5 1,900 0 141,563
CAMDEN PPTY TR SH BEN INT 133131102 341,094 4,365,730 SH   DFND 1,5 1,821,493 0 2,544,237
CAMDEN PPTY TR SH BEN INT 133131102 24,228 310,094 SH   DFND 6 298,279 0 11,815
CAMDEN PPTY TR SH BEN INT 133131102 10,157 130,000 SH   DFND 7 14,100 0 115,900
CAMECO CORP COM 13321L108 17,049 1,223,391 SH   DFND 1,5 16,191 0 1,207,200
CAMECO CORP COM 13321L108 584 41,900 SH   DFND   41,900 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 67,479 1,495,543 SH   DFND 1,5 428 0 1,495,115
CAMERON INTERNATIONAL CORP COM 13342B105 2,960 65,613 SH   DFND 2 65,613 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 337 7,478 SH   DFND 3 7,478 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 952 21,101 SH   DFND 6 3,050 0 18,051
CAMERON INTERNATIONAL CORP COM 13342B105 3,582 79,378 SH   DFND 7 79,378 0 0
CAMPBELL SOUP CO COM 134429109 16,618 357,000 SH   DFND 1,5 54,700 0 302,300
CAMPBELL SOUP CO COM 134429109 2,802 60,194 SH   DFND 2 60,194 0 0
CAMPBELL SOUP CO COM 134429109 4,483 96,308 SH   DFND 3 96,308 0 0
CAMPBELL SOUP CO COM 134429109 730 15,675 SH   DFND 6 0 0 15,675
CANADIAN NAT RES LTD COM 136385101 80,938 2,640,701 SH   DFND 1,5 623 0 2,640,078
CANADIAN NAT RES LTD COM 136385101 1,950 63,628 SH   DFND 3 63,628 0 0
CANADIAN NAT RES LTD COM 136385101 31,113 1,015,102 SH   DFND 6 395,829 0 619,273
CANADIAN NAT RES LTD COM 136385101 10,130 330,500 SH   DFND 7 231,600 0 98,900
CANADIAN NAT RES LTD COM 136385101 456,221 14,884,765 SH   DFND 11 13,095,065 0 1,789,700
CANADIAN NATL RY CO COM 136375102 116,841 1,744,700 SH   DFND 1,5 0 0 1,744,700
CANADIAN NATL RY CO COM 136375102 12,069 180,210 SH   DFND 6 1,726 0 178,484
CANADIAN NATL RY CO COM 136375102 261 3,891 SH   DFND 7 3,891 0 0
CANADIAN NATL RY CO COM 136375102 333,530 4,980,336 SH   DFND 11 4,651,436 0 328,900
CANADIAN PAC RY LTD COM 13645T100 1,514,464 8,271,430 SH   DFND 1,5 369,245 0 7,902,185
CANADIAN PAC RY LTD COM 13645T100 36,875 201,400 SH   DFND 6 75,600 0 125,800
CANADIAN PAC RY LTD COM 13645T100 10,748 58,700 SH   DFND 7 42,500 0 16,200
CANADIAN PAC RY LTD COM 13645T100 662,737 3,619,616 SH   DFND 11 3,079,916 0 539,700
CANADIAN PAC RY LTD COM 13645T100 1,483 8,100 SH   DFND   8,100 0 0
CANADIAN SOLAR INC COM 136635109 381 11,400 SH   DFND 1,5 0 0 11,400
CANON INC SPONSORED ADR 138006309 26,068 737,000 SH   DFND 1,5 0 0 737,000
CAPITAL ONE FINL CORP COM 14040H105 2,086,604 26,473,030 SH   DFND 1,5 162,422 0 26,310,608
CAPITAL ONE FINL CORP COM 14040H105 14,725 186,823 SH   DFND 2 186,823 0 0
CAPITAL ONE FINL CORP COM 14040H105 12,121 153,779 SH   DFND 3 153,779 0 0
CAPITAL ONE FINL CORP COM 14040H105 62,528 793,301 SH   DFND 6 460,748 0 332,553
CAPITAL ONE FINL CORP COM 14040H105 230,525 2,924,699 SH   DFND 7 2,811,199 0 113,500
CAPITAL SR LIVING CORP COM 140475104 18,400 709,330 SH   DFND 1,5 151,230 0 558,100
CAPITAL SR LIVING CORP COM 140475104 11,004 424,200 SH   DFND 6 424,200 0 0
CAPITAL SR LIVING CORP COM 140475104 2,148 82,800 SH   DFND 7 71,300 0 11,500
CAPITOL FED FINL INC COM 14057J101 641 51,300 SH   DFND 1,5 0 0 51,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 455 38,700 SH   DFND 1,5 0 0 38,700
CARA THERAPEUTICS INC COM 140755109 11,653 1,159,541 SH   DFND 1,5 0 0 1,159,541
CARBO CERAMICS INC COM 140781105 71,180 2,333,000 SH   DFND 1,5 123,000 0 2,210,000
CARDINAL HEALTH INC COM 14149Y108 730,652 8,094,072 SH   DFND 1,5 95,064 0 7,999,008
CARDINAL HEALTH INC COM 14149Y108 10,094 111,815 SH   DFND 2 111,815 0 0
CARDINAL HEALTH INC COM 14149Y108 3,776 41,830 SH   DFND 3 41,830 0 0
CARDINAL HEALTH INC COM 14149Y108 5,462 60,508 SH   DFND 6 15,847 0 44,661
CARDINAL HEALTH INC COM 14149Y108 5,242 58,070 SH   DFND 7 58,070 0 0
CARDINAL HEALTH INC COM 14149Y108 152,057 1,684,470 SH   DFND 11 1,684,470 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 8,285 894,761 SH   DFND 1,5 0 0 894,761
CARDIOVASCULAR SYS INC DEL COM 141619106 15,616 400,000 SH   DFND 1,5 0 0 400,000
CARDTRONICS INC COM 14161H108 14,766 392,700 SH   DFND 1,5 0 0 392,700
CAREER EDUCATION CORP COM 141665109 36,023 7,161,600 SH   DFND 1,5 1,261,600 0 5,900,000
CARLISLE COS INC COM 142339100 47,760 515,600 SH   DFND 1,5 0 0 515,600
CARLISLE COS INC COM 142339100 19,130 206,517 SH   DFND 6 197,695 0 8,822
CARLISLE COS INC COM 142339100 11,920 128,686 SH   DFND 7 110,786 0 17,900
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 85,698 3,162,300 SH   DFND 1,5 0 0 3,162,300
CARMAX INC COM 143130102 189,897 2,751,733 SH   DFND 1,5 391,464 0 2,360,269
CARMAX INC COM 143130102 4,909 71,131 SH   DFND 2 71,131 0 0
CARMAX INC COM 143130102 462 6,698 SH   DFND 3 6,698 0 0
CARMAX INC COM 143130102 1,367 19,815 SH   DFND 6 0 0 19,815
CARNIVAL CORP PAIRED CTF 143658300 7,299 152,564 SH   DFND 2 152,564 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,185 24,779 SH   DFND 3 24,779 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,797 58,468 SH   DFND 6 0 0 58,468
CARPENTER TECHNOLOGY CORP COM 144285103 88,316 2,271,499 SH   DFND 1,5 0 0 2,271,499
CARPENTER TECHNOLOGY CORP COM 144285103 1,710 43,978 SH   DFND 6 36,800 0 7,178
CARPENTER TECHNOLOGY CORP COM 144285103 1,411 36,300 SH   DFND 7 17,300 0 19,000
CARRIAGE SVCS INC COM 143905107 33,229 1,392,094 SH   DFND 1,5 0 0 1,392,094
CARRIAGE SVCS INC COM 143905107 20,832 872,735 SH   DFND 6 872,735 0 0
CARRIAGE SVCS INC COM 143905107 1,528 64,020 SH   DFND 7 55,720 0 8,300
CARRIZO OIL & GAS INC COM 144577103 14,657 295,200 SH   DFND 1,5 0 0 295,200
CARRIZO OIL & GAS INC COM 144577103 17,003 342,450 SH   DFND 6 342,450 0 0
CARRIZO OIL & GAS INC COM 144577103 5,650 113,800 SH   DFND 7 109,500 0 4,300
CARROLS RESTAURANT GROUP INC COM 14574X104 4,542 547,910 SH   DFND 6 547,910 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 879 106,070 SH   DFND 7 91,170 0 14,900
CARTER INC COM 146229109 337 3,648 SH   DFND 6 0 0 3,648
CASEYS GEN STORES INC COM 147528103 40,221 446,400 SH   DFND 1,5 0 0 446,400
CASH AMER INTL INC COM 14754D100 30,561 1,311,612 SH   DFND 1,5 0 0 1,311,612
CASTLIGHT HEALTH INC CL B 14862Q100 80,138 10,327,030 SH   DFND 1,5 275,327 0 10,051,703
CASTLIGHT HEALTH INC CL B 14862Q100 204 26,300 SH   DFND 6 26,300 0 0
CATALENT INC COM 148806102 53,690 1,723,600 SH   DFND 1,5 212,800 0 1,510,800
CATAMARAN CORP COM 148887102 108,636 1,824,812 SH   DFND 1,5 144,886 0 1,679,926
CATAMARAN CORP COM 148887102 36,003 604,726 SH   DFND 6 471,220 0 133,506
CATAMARAN CORP COM 148887102 57,253 961,619 SH   DFND 7 924,519 0 37,100
CATAMARAN CORP COM 148887102 188,652 3,168,922 SH   DFND 11 3,168,922 0 0
CATERPILLAR INC DEL COM 149123101 227,456 2,842,138 SH   DFND 1,5 178,513 0 2,663,625
CATERPILLAR INC DEL COM 149123101 16,431 205,308 SH   DFND 2 205,308 0 0
CATERPILLAR INC DEL COM 149123101 3,658 45,709 SH   DFND 3 45,709 0 0
CATERPILLAR INC DEL COM 149123101 14,990 187,300 SH   DFND 6 50,620 0 136,680
CATERPILLAR INC DEL COM 149123101 29,194 364,788 SH   DFND 7 364,788 0 0
CATHAY GEN BANCORP COM 149150104 166,003 5,834,900 SH   DFND 1,5 156,600 0 5,678,300
CAVIUM INC COM 14964U108 486,265 6,866,211 SH   DFND 1,5 753,155 0 6,113,056
CAVIUM INC COM 14964U108 4,525 63,891 SH   DFND 1,9 0 0 63,891
CAVIUM INC COM 14964U108 64,960 917,260 SH   DFND 6 917,260 0 0
CAVIUM INC COM 14964U108 25,626 361,840 SH   DFND 7 298,840 0 63,000
CBIZ INC COM 124805102 52,248 5,600,034 SH   DFND 1,5 58,134 0 5,541,900
CBIZ INC COM 124805102 14,759 1,581,934 SH   DFND 6 1,581,934 0 0
CBIZ INC COM 124805102 1,949 208,934 SH   DFND 7 198,334 0 10,600
CBL & ASSOC PPTYS INC COM 124830100 49,742 2,512,243 SH   DFND 1,5 0 0 2,512,243
CBL & ASSOC PPTYS INC COM 124830100 458 23,115 SH   DFND 6 0 0 23,115
CBOE HLDGS INC COM 12503M108 336 5,851 SH   DFND 6 0 0 5,851
CBRE GROUP INC CL A 12504L109 705,682 18,229,969 SH   DFND 1,5 9,016 0 18,220,953
CBRE GROUP INC CL A 12504L109 3,668 94,748 SH   DFND 2 94,748 0 0
CBRE GROUP INC CL A 12504L109 560 14,472 SH   DFND 3 14,472 0 0
CBRE GROUP INC CL A 12504L109 11,843 305,953 SH   DFND 6 286,770 0 19,183
CBRE GROUP INC CL A 12504L109 40,673 1,050,720 SH   DFND 7 1,042,120 0 8,600
CBS CORP NEW CL B 124857202 50,800 837,872 SH   DFND 1,5 4,661 0 833,211
CBS CORP NEW CL B 124857202 9,395 154,951 SH   DFND 2 154,951 0 0
CBS CORP NEW CL B 124857202 4,857 80,114 SH   DFND 3 80,114 0 0
CBS CORP NEW CL B 124857202 2,253 37,162 SH   DFND 6 0 0 37,162
CDK GLOBAL INC COM 12508E101 2,402 51,369 SH   DFND 1,5 8,283 0 43,086
CDK GLOBAL INC COM 12508E101 272 5,815 SH   DFND 3 5,815 0 0
CDK GLOBAL INC COM 12508E101 513 10,978 SH   DFND 6 0 0 10,978
CDN IMPERIAL BK COMM TORONTO COM 136069101 56,466 778,880 SH   DFND 11 778,880 0 0
CDW CORP COM 12514G108 432,006 11,600,598 SH   DFND 1,5 559,994 0 11,040,604
CDW CORP COM 12514G108 60,606 1,627,450 SH   DFND 6 1,621,599 0 5,851
CDW CORP COM 12514G108 2,842 76,320 SH   DFND 7 67,920 0 8,400
CECO ENVIRONMENTAL CORP COM 125141101 8,488 800,000 SH   DFND 1,5 35,400 0 764,600
CEDAR FAIR L P DEPOSITRY UNIT 150185106 20,732 361,188 SH   DFND 1,5 0 0 361,188
CEDAR REALTY TRUST INC COM NEW 150602209 77,882 10,398,085 SH   DFND 1,5 3,460,358 0 6,937,727
CEDAR REALTY TRUST INC COM NEW 150602209 12,484 1,666,692 SH   DFND 6 1,666,692 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 5,174 690,851 SH   DFND 7 77,070 0 613,781
CELADON GROUP INC COM 150838100 6,495 238,600 SH   DFND 1,5 0 0 238,600
CELANESE CORP DEL COM SER A 150870103 14,963 267,867 SH   DFND 1,5 200 0 267,667
CELANESE CORP DEL COM SER A 150870103 1,139 20,385 SH   DFND 6 0 0 20,385
CELGENE CORP COM 151020104 3,947,730 34,244,705 SH   DFND 1,5 905,982 0 33,338,723
CELGENE CORP COM 151020104 31,259 271,159 SH   DFND 2 271,159 0 0
CELGENE CORP COM 151020104 18,461 160,139 SH   DFND 3 160,139 0 0
CELGENE CORP COM 151020104 14,246 123,576 SH   DFND 6 68,400 0 55,176
CELLADON CORP COM 15117E107 6,277 331,400 SH   DFND 1,5 0 0 331,400
CELLDEX THERAPEUTICS INC NEW COM 15117B103 385,055 13,816,117 SH   DFND 1,5 839,313 0 12,976,804
CELLDEX THERAPEUTICS INC NEW COM 15117B103 17,838 640,030 SH   DFND 6 640,030 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,958 70,270 SH   DFND 7 63,870 0 6,400
CELLECTIS S A SPONSORED ADS 15117K103 119,508 3,454,978 SH   DFND 1,5 44,500 0 3,410,478
CEMPRA INC COM 15130J109 3,253 94,824 SH   DFND 1,5 0 0 94,824
CEMPRA INC COM 15130J109 19,256 561,232 SH   DFND 6 561,232 0 0
CEMPRA INC COM 15130J109 1,781 51,920 SH   DFND 7 46,820 0 5,100
CEMPRA INC COM 15130J109 11,720 341,600 SH   DFND 11 341,600 0 0
CENOVUS ENERGY INC COM 15135U109 4,273 253,493 SH   DFND 6 354 0 253,139
CENOVUS ENERGY INC COM 15135U109 81,066 4,809,080 SH   DFND 11 3,414,480 0 1,394,600
CENTENE CORP DEL COM 15135B101 7,981 112,900 SH   DFND 1,5 0 0 112,900
CENTENE CORP DEL COM 15135B101 563 7,959 SH   DFND 6 0 0 7,959
CENTERPOINT ENERGY INC COM 15189T107 2,971 145,574 SH   DFND 2 145,574 0 0
CENTERPOINT ENERGY INC COM 15189T107 366 17,921 SH   DFND 3 17,921 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,247 61,103 SH   DFND 6 1,958 0 59,145
CENTRAL VALLEY CMNTY BANCORP COM 155685100 268 25,000 SH   DFND 1,5 0 0 25,000
CENTURYLINK INC COM 156700106 55,907 1,618,140 SH   DFND 1,5 171 0 1,617,969
CENTURYLINK INC COM 156700106 6,629 191,867 SH   DFND 2 191,867 0 0
CENTURYLINK INC COM 156700106 3,399 98,383 SH   DFND 3 98,383 0 0
CENTURYLINK INC COM 156700106 2,641 76,432 SH   DFND 6 0 0 76,432
CEPHEID COM 15670R107 205,359 3,609,129 SH   DFND 1,5 443,421 0 3,165,708
CERNER CORP COM 156782104 1,628,926 22,234,862 SH   DFND 1,5 1,175,322 0 21,059,540
CERNER CORP COM 156782104 7,566 103,270 SH   DFND 2 103,270 0 0
CERNER CORP COM 156782104 1,647 22,480 SH   DFND 3 22,480 0 0
CERNER CORP COM 156782104 4,146 56,593 SH   DFND 6 36,182 0 20,411
CERULEAN PHARMA INC COM 15708Q105 21,275 2,361,314 SH   DFND 1,5 0 0 2,361,314
CF INDS HLDGS INC COM 125269100 1,619,823 5,710,035 SH   DFND 1,5 148,983 0 5,561,052
CF INDS HLDGS INC COM 125269100 4,603 16,226 SH   DFND 2 16,226 0 0
CF INDS HLDGS INC COM 125269100 910 3,209 SH   DFND 3 3,209 0 0
CF INDS HLDGS INC COM 125269100 12,424 43,796 SH   DFND 6 37,204 0 6,592
CF INDS HLDGS INC COM 125269100 27,426 96,680 SH   DFND 7 96,680 0 0
CHAMBERS STR PPTYS COM 157842105 122,817 15,585,886 SH   DFND 1,5 10,295,036 0 5,290,850
CHANNELADVISOR CORP COM 159179100 26,905 2,776,618 SH   DFND 1,5 0 0 2,776,618
CHANNELADVISOR CORP COM 159179100 9,196 949,056 SH   DFND 1,9 0 0 949,056
CHARLES RIV LABS INTL INC COM 159864107 8,722 110,000 SH   DFND 1,5 0 0 110,000
CHARLES RIV LABS INTL INC COM 159864107 395 4,978 SH   DFND 6 0 0 4,978
CHARLES RIV LABS INTL INC COM 159864107 166,210 2,096,227 SH   DFND 11 2,096,227 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 227,175 1,176,400 SH   DFND 1,5 22,600 0 1,153,800
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,048 5,428 SH   DFND 6 0 0 5,428
CHASE CORP COM 16150R104 39,772 909,500 SH   DFND 1,5 42,000 0 867,500
CHC GROUP LTD SHS G07021101 754 567,098 SH   DFND 1,5 0 0 567,098
CHECK POINT SOFTWARE TECH LT ORD M22465104 240,967 2,939,700 SH   DFND 1,5 139,300 0 2,800,400
CHEESECAKE FACTORY INC COM 163072101 1,654 33,531 SH   DFND 1,5 0 0 33,531
CHEFS WHSE INC COM 163086101 12,591 561,342 SH   DFND 1,5 0 0 561,342
CHEFS WHSE INC COM 163086101 4,562 203,380 SH   DFND 6 203,380 0 0
CHEFS WHSE INC COM 163086101 872 38,890 SH   DFND 7 33,390 0 5,500
CHEGG INC COM 163092109 7,443 936,200 SH   DFND 1,5 0 0 936,200
CHEMED CORP NEW COM 16359R103 202,980 1,700,000 SH   DFND 1,5 0 0 1,700,000
CHEMTURA CORP COM NEW 163893209 15,288 560,200 SH   DFND 1,5 0 0 560,200
CHENIERE ENERGY INC COM NEW 16411R208 124,986 1,614,800 SH   DFND 1,5 2,100 0 1,612,700
CHENIERE ENERGY INC COM NEW 16411R208 1,259 16,262 SH   DFND 6 42 0 16,220
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 26,122 871,900 SH   DFND 1,5 0 0 871,900
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 70,449 2,939,046 SH   DFND 1,5 0 0 2,939,046
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 21,563 22,505,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 83,519 5,898,226 SH   DFND 1,5 378,359 0 5,519,867
CHESAPEAKE ENERGY CORP COM 165167107 2,481 175,242 SH   DFND 2 175,242 0 0
CHESAPEAKE ENERGY CORP COM 165167107 371 26,177 SH   DFND 3 26,177 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,005 70,974 SH   DFND 6 7,063 0 63,911
CHEVRON CORP NEW COM 166764100 4,496,388 42,830,899 SH   DFND 1,5 1,290,782 0 41,540,117
CHEVRON CORP NEW COM 166764100 79,312 755,500 SH   DFND 1,10 6,200 0 749,300
CHEVRON CORP NEW COM 166764100 66,853 636,814 SH   DFND 2 636,814 0 0
CHEVRON CORP NEW COM 166764100 20,114 191,597 SH   DFND 3 191,597 0 0
CHEVRON CORP NEW COM 166764100 98,388 937,203 SH   DFND 6 639,677 0 297,526
CHEVRON CORP NEW COM 166764100 173,405 1,651,792 SH   DFND 7 1,651,792 0 0
CHEVRON CORP NEW COM 166764100 4,808 45,800 SH   DFND 11 45,800 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 335 6,792 SH   DFND 6 0 0 6,792
CHICOS FAS INC COM 168615102 107,303 6,065,755 SH   DFND 1,5 114,405 0 5,951,350
CHICOS FAS INC COM 168615102 275 15,565 SH   DFND 6 0 0 15,565
CHILDRENS PL INC COM 168905107 2,401 37,400 SH   DFND 6 37,400 0 0
CHILDRENS PL INC COM 168905107 2,914 45,400 SH   DFND 7 28,100 0 17,300
CHIMERA INVT CORP COM 16934Q109 2,631 837,900 SH   DFND 1,5 0 0 837,900
CHIMERA INVT CORP COM 16934Q109 448 142,640 SH   DFND 6 0 0 142,640
CHIMERIX INC COM 16934W106 232,280 6,162,906 SH   DFND 1,5 568,100 0 5,594,806
CHINA BIOLOGIC PRODS INC COM 16938C106 32,950 344,985 SH   DFND 1,5 14,743 0 330,242
CHINA BIOLOGIC PRODS INC COM 16938C106 974 10,200 SH   DFND 1,9 0 0 10,200
CHINA BIOLOGIC PRODS INC COM 16938C106 2,483 26,000 SH   DFND 6 18,000 0 8,000
CHINA BIOLOGIC PRODS INC COM 16938C106 955 10,000 SH   DFND 7 10,000 0 0
CHINA CORD BLOOD CORP SHS G21107100 6,907 1,351,701 SH   DFND 1,5 40,928 0 1,310,773
CHINA CORD BLOOD CORP SHS G21107100 286 56,064 SH   DFND 6 56,064 0 0
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 72 16,800 SH   DFND 1,9 0 0 16,800
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 23,894 1,212,908 SH   DFND 1,5 85,700 0 1,127,208
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 4,101 208,172 SH   DFND 1,9 0 0 208,172
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 173,180 2,663,079 SH   DFND 1,5 81,400 0 2,581,679
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 21,885 1,434,170 SH   DFND 1,5 43,400 0 1,390,770
CHIPMOS TECH BERMUDA LTD SHS G2110R114 570 23,100 SH   DFND 1,5 0 0 23,100
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,434,741 3,742,646 SH   DFND 1,5 199,220 0 3,543,426
CHIPOTLE MEXICAN GRILL INC COM 169656105 6,835 10,507 SH   DFND 2 10,507 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,472 2,263 SH   DFND 3 2,263 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 8,972 13,792 SH   DFND 6 11,675 0 2,117
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,079 6,270 SH   DFND 7 6,270 0 0
CHOICE HOTELS INTL INC COM 169905106 313 4,892 SH   DFND 6 0 0 4,892
CHUBB CORP COM 171232101 1,428,311 14,127,709 SH   DFND 1,5 565,489 0 13,562,220
CHUBB CORP COM 171232101 7,905 78,191 SH   DFND 2 78,191 0 0
CHUBB CORP COM 171232101 6,178 61,111 SH   DFND 3 61,111 0 0
CHUBB CORP COM 171232101 11,456 113,315 SH   DFND 6 70,900 0 42,415
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CIENA CORP COM NEW 171779309 2,134 110,500 SH   DFND 1,5 0 0 110,500
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CIMPRESS N V SHS EURO N20146101 270,840 3,209,764 SH   DFND 1,5 38,921 0 3,170,843
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CIT GROUP INC COM NEW 125581801 260,064 5,763,826 SH   DFND 1,5 73,624 0 5,690,202
CIT GROUP INC COM NEW 125581801 1,868 41,400 SH   DFND 6 16,200 0 25,200
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CLECO CORP NEW COM 12561W105 89,262 1,637,243 SH   DFND 11 1,637,243 0 0
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CNO FINL GROUP INC COM 12621E103 70,860 4,115,000 SH   DFND 1,5 53,100 0 4,061,900
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CNOVA N V SHS N20947102 7,888 1,253,990 SH   DFND 1,5 40,080 0 1,213,910
COACH INC COM 189754104 317,021 7,651,975 SH   DFND 1,5 227,175 0 7,424,800
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COBIZ FINANCIAL INC COM 190897108 16,109 1,307,512 SH   DFND 1,5 0 0 1,307,512
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COHERUS BIOSCIENCES INC COM 19249H103 3,214 105,100 SH   DFND 1,5 0 0 105,100
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COPA HOLDINGS SA CL A P31076105 12,529 124,084 SH   DFND 6 41,060 0 83,024
COPA HOLDINGS SA CL A P31076105 79,075 783,158 SH   DFND 7 783,158 0 0
COPA HOLDINGS SA CL A P31076105 10,572 104,700 SH   DFND   104,700 0 0
COPART INC COM 217204106 7,319 194,800 SH   DFND 1,5 0 0 194,800
COPART INC COM 217204106 10,400 276,820 SH   DFND 6 269,100 0 7,720
COPART INC COM 217204106 1,600 42,600 SH   DFND 7 36,700 0 5,900
CORE LABORATORIES N V COM N22717107 8,411 80,500 SH   DFND 1,5 0 0 80,500
CORE MARK HOLDING CO INC COM 218681104 7,210 112,100 SH   DFND 1,5 0 0 112,100
CORE MARK HOLDING CO INC COM 218681104 22,598 351,332 SH   DFND 6 351,332 0 0
CORE MARK HOLDING CO INC COM 218681104 2,285 35,530 SH   DFND 7 30,430 0 5,100
CORE MOLDING TECHNOLOGIES IN COM 218683100 7,081 412,900 SH   DFND 1,5 21,400 0 391,500
CORELOGIC INC COM 21871D103 6,705 190,100 SH   DFND 1,5 0 0 190,100
CORELOGIC INC COM 21871D103 446 12,649 SH   DFND 6 0 0 12,649
CORESITE RLTY CORP COM 21870Q105 76,187 1,565,050 SH   DFND 1,5 73,746 0 1,491,304
CORESITE RLTY CORP COM 21870Q105 20,552 422,190 SH   DFND 6 422,190 0 0
CORESITE RLTY CORP COM 21870Q105 2,601 53,430 SH   DFND 7 46,630 0 6,800
CORNERSTONE ONDEMAND INC COM 21925Y103 169,567 5,869,412 SH   DFND 1,5 83,683 0 5,785,729
CORNERSTONE ONDEMAND INC COM 21925Y103 32,845 1,136,912 SH   DFND 1,9 0 0 1,136,912
CORNERSTONE ONDEMAND INC COM 21925Y103 3,536 122,400 SH   DFND 6 122,400 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 3,143 108,800 SH   DFND 7 78,000 0 30,800
CORNING INC COM 219350105 55,250 2,436,057 SH   DFND 1,5 167,200 0 2,268,857
CORNING INC COM 219350105 9,766 430,601 SH   DFND 2 430,601 0 0
CORNING INC COM 219350105 2,030 89,495 SH   DFND 3 89,495 0 0
CORNING INC COM 219350105 3,605 158,963 SH   DFND 6 0 0 158,963
CORNING INC COM 219350105 4,450 196,224 SH   DFND 7 196,224 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 113,356 1,419,437 SH   DFND 1,5 1,800 0 1,417,637
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 381 12,976 SH   DFND 6 0 0 12,976
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 207,598 5,156,443 SH   DFND 1,5 2,421,789 0 2,734,654
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 11,636 289,012 SH   DFND 6 272,846 0 16,166
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 5,162 128,225 SH   DFND 7 12,900 0 115,325
CORVEL CORP COM 221006109 36,908 1,072,602 SH   DFND 1,5 61,702 0 1,010,900
CORVEL CORP COM 221006109 1,634 47,500 SH   DFND 7 19,800 0 27,700
COSTAR GROUP INC COM 22160N109 28,468 143,900 SH   DFND 1,5 0 0 143,900
COSTAR GROUP INC COM 22160N109 433 2,189 SH   DFND 6 0 0 2,189
COSTCO WHSL CORP NEW COM 22160K105 2,138,693 14,117,249 SH   DFND 1,5 709,691 0 13,407,558
COSTCO WHSL CORP NEW COM 22160K105 22,575 149,018 SH   DFND 2 149,018 0 0
COSTCO WHSL CORP NEW COM 22160K105 13,662 90,184 SH   DFND 3 90,184 0 0
COSTCO WHSL CORP NEW COM 22160K105 11,007 72,658 SH   DFND 6 40,887 0 31,771
COSTCO WHSL CORP NEW COM 22160K105 5,860 38,680 SH   DFND 7 38,680 0 0
COTT CORP QUE COM 22163N106 77,949 8,318,982 SH   DFND 1,5 0 0 8,318,982
COTT CORP QUE COM 22163N106 4,250 453,547 SH   DFND 6 51,547 0 402,000
COTT CORP QUE COM 22163N106 2,188 233,539 SH   DFND 7 174,339 0 59,200
COTY INC COM CL A 222070203 141,240 5,819,542 SH   DFND 1,5 51,300 0 5,768,242
COUNTERPATH CORP COM NEW 22228P203 1,681 2,877,500 SH   DFND 11 2,877,500 0 0
COUSINS PPTYS INC COM 222795106 321,114 30,293,779 SH   DFND 1,5 9,142,678 0 21,151,101
COUSINS PPTYS INC COM 222795106 19,423 1,832,319 SH   DFND 6 1,832,319 0 0
COUSINS PPTYS INC COM 222795106 7,471 704,800 SH   DFND 7 83,800 0 621,000
COVANTA HLDG CORP COM 22282E102 263 11,713 SH   DFND 6 0 0 11,713
COVISINT CORP COM 22357R103 11,876 5,850,000 SH   DFND 11 5,850,000 0 0
COWEN GROUP INC NEW CL A 223622101 5,395 1,037,500 SH   DFND 6 1,037,500 0 0
COWEN GROUP INC NEW CL A 223622101 2,550 490,300 SH   DFND 7 250,500 0 239,800
CRA INTL INC COM 12618T105 9,318 299,431 SH   DFND 1,5 12,200 0 287,231
CRANE CO COM 224399105 2,514 40,282 SH   DFND 3 40,282 0 0
CRANE CO COM 224399105 350 5,607 SH   DFND 6 0 0 5,607
CRAY INC COM NEW 225223304 7,006 249,500 SH   DFND 1,5 300 0 249,200
CRAY INC COM NEW 225223304 3,069 109,300 SH   DFND 6 109,300 0 0
CRAY INC COM NEW 225223304 5,355 190,700 SH   DFND 7 111,400 0 79,300
CREDICORP LTD COM G2519Y108 84,493 600,815 SH   DFND 1,5 23,361 0 577,454
CREDIT ACCEP CORP MICH COM 225310101 2,823 14,475 SH   DFND 1,5 0 0 14,475
CREE INC COM 225447101 531,268 14,969,515 SH   DFND 1,5 1,556,473 0 13,413,042
CREE INC COM 225447101 1,068 30,100 SH   DFND 1,9 0 0 30,100
CREE INC COM 225447101 1,258 35,438 SH   DFND 6 31,225 0 4,213
CRESCENT PT ENERGY CORP COM 22576C101 1,339 60,036 SH   DFND 6 0 0 60,036
CRESCENT PT ENERGY CORP COM 22576C101 65,410 2,933,600 SH   DFND 11 2,743,700 0 189,900
CRESTWOOD MIDSTREAM PARTNERS UNIT LTD PARTNER 226378107 14,510 1,000,000 SH   DFND 1,5 0 0 1,000,000
CRH PLC ADR 12626K203 153,421 5,858,000 SH   DFND 1,5 137,900 0 5,720,100
CRITEO S A SPONS ADS 226718104 226,918 5,744,771 SH   DFND 1,5 0 0 5,744,771
CRITEO S A SPONS ADS 226718104 5,674 143,635 SH   DFND 6 143,635 0 0
CRITEO S A SPONS ADS 226718104 1,120 28,363 SH   DFND 7 24,430 0 3,933
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 65,569 625,480 SH   DFND 1,5 253,380 0 372,100
CROWN CASTLE INTL CORP NEW COM 22822V101 71,550 866,848 SH   DFND 1,5 248 0 866,600
CROWN CASTLE INTL CORP NEW COM 22822V101 9,333 113,077 SH   DFND 2 113,077 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,305 40,042 SH   DFND 3 40,042 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,872 22,683 SH   DFND 6 0 0 22,683
CROWN CASTLE INTL CORP NEW CNV PFD STK SR A 22822V200 1,562 14,900 SH   DFND 6 0 0 14,900
CROWN CASTLE INTL CORP NEW COM 22822V101 17,911 217,000 SH   DFND 11 217,000 0 0
CROWN HOLDINGS INC COM 228368106 1,704 31,549 SH   DFND 3 31,549 0 0
CROWN HOLDINGS INC COM 228368106 511 9,454 SH   DFND 6 0 0 9,454
CROWN MEDIA HLDGS INC CL A 228411104 200 50,000 SH   DFND 1,5 0 0 50,000
CSG SYS INTL INC COM 126349109 3,041 100,070 SH   DFND 1,5 0 0 100,070
CSG SYS INTL INC COM 126349109 36,851 1,212,598 SH   DFND 11 1,212,598 0 0
CST BRANDS INC COM 12646R105 127,987 2,920,072 SH   DFND 1,5 130,252 0 2,789,820
CST BRANDS INC COM 12646R105 254 5,787 SH   DFND 6 0 0 5,787
CSX CORP COM 126408103 472,746 14,273,744 SH   DFND 1,5 118,405 0 14,155,339
CSX CORP COM 126408103 11,112 335,503 SH   DFND 2 335,503 0 0
CSX CORP COM 126408103 2,228 67,263 SH   DFND 3 67,263 0 0
CSX CORP COM 126408103 17,800 537,450 SH   DFND 6 257,380 0 280,070
CSX CORP COM 126408103 17,579 530,764 SH   DFND 7 530,764 0 0
CTI BIOPHARMA CORP COM 12648L106 15,008 8,291,688 SH   DFND 1,5 0 0 8,291,688
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 207,483 3,539,461 SH   DFND 1,5 177,200 0 3,362,261
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 158,502 2,703,894 SH   DFND 1,9 0 0 2,703,894
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,159 19,773 SH   DFND 6 19,773 0 0
CUBESMART COM 229663109 3,509 145,300 SH   DFND 6 145,300 0 0
CUBESMART COM 229663109 5,709 236,400 SH   DFND 7 168,700 0 67,700
CULLEN FROST BANKERS INC COM 229899109 503 7,284 SH   DFND 6 0 0 7,284
CUMMINS INC COM 231021106 428,021 3,087,286 SH   DFND 1,5 186,647 0 2,900,639
CUMMINS INC COM 231021106 7,909 57,045 SH   DFND 2 57,045 0 0
CUMMINS INC COM 231021106 2,972 21,437 SH   DFND 3 21,437 0 0
CUMMINS INC COM 231021106 12,539 90,444 SH   DFND 6 69,255 0 21,189
CUMMINS INC COM 231021106 32,706 235,905 SH   DFND 7 235,905 0 0
CUMULUS MEDIA INC CL A 231082108 11,124 4,503,525 SH   DFND 1,5 3,242,400 0 1,261,125
CURIS INC COM 231269101 44,989 18,745,368 SH   DFND 1,5 0 0 18,745,368
CURTISS WRIGHT CORP COM 231561101 152,831 2,066,959 SH   DFND 1,5 0 0 2,066,959
CUSTOMERS BANCORP INC COM 23204G100 13,057 536,007 SH   DFND 1,5 7,083 0 528,924
CVB FINL CORP COM 126600105 89,469 5,612,844 SH   DFND 1,5 236,009 0 5,376,835
CVB FINL CORP COM 126600105 2,164 135,738 SH   DFND 6 135,738 0 0
CVB FINL CORP COM 126600105 5,622 352,700 SH   DFND 7 249,600 0 103,100
CVENT INC COM 23247G109 168,478 6,008,503 SH   DFND 1,5 0 0 6,008,503
CVENT INC COM 23247G109 8,955 319,359 SH   DFND 1,9 0 0 319,359
CVR REFNG LP COMUNIT REP LT 12663P107 4,866 234,640 SH   DFND 1,5 0 0 234,640
CVS HEALTH CORP COM 126650100 5,262,685 50,990,068 SH   DFND 1,5 2,005,636 0 48,984,432
CVS HEALTH CORP COM 126650100 39,335 381,121 SH   DFND 2 381,121 0 0
CVS HEALTH CORP COM 126650100 20,999 203,459 SH   DFND 3 203,459 0 0
CVS HEALTH CORP COM 126650100 100,758 976,247 SH   DFND 6 590,472 0 385,775
CVS HEALTH CORP COM 126650100 281,499 2,727,443 SH   DFND 7 2,615,292 0 112,151
CVS HEALTH CORP COM 126650100 211,059 2,044,950 SH   DFND 11 2,044,950 0 0
CYBERONICS INC COM 23251P102 51,041 786,211 SH   DFND 1,5 11 0 786,200
CYPRESS SEMICONDUCTOR CORP COM 232806109 183,143 12,979,653 SH   DFND 1,5 1,147,135 0 11,832,518
CYPRESS SEMICONDUCTOR CORP COM 232806109 147 10,422 SH   DFND 1,9 0 0 10,422
CYRUSONE INC COM 23283R100 1,064 34,200 SH   DFND 1,5 0 0 34,200
CYS INVTS INC COM 12673A108 21,034 2,360,719 SH   DFND 1,5 0 0 2,360,719
CYTEC INDS INC COM 232820100 300,801 5,566,266 SH   DFND 1,5 97,468 0 5,468,798
CYTEC INDS INC COM 232820100 509 9,418 SH   DFND 6 0 0 9,418
CYTEC INDS INC COM 232820100 1,935 35,800 SH   DFND 7 1,700 0 34,100
CYTOKINETICS INC COM NEW 23282W605 9,275 1,367,934 SH   DFND 1,5 0 0 1,367,934
CYTOKINETICS INC COM NEW 23282W605 9,017 1,329,984 SH   DFND 6 1,329,984 0 0
CYTOKINETICS INC COM NEW 23282W605 1,221 180,120 SH   DFND 7 156,720 0 23,400
D R HORTON INC COM 23331A109 505,770 17,758,762 SH   DFND 1,5 447,405 0 17,311,357
D R HORTON INC COM 23331A109 3,208 112,624 SH   DFND 2 112,624 0 0
D R HORTON INC COM 23331A109 877 30,791 SH   DFND 3 30,791 0 0
D R HORTON INC COM 23331A109 3,203 112,473 SH   DFND 6 69,400 0 43,073
DANAHER CORP DEL COM 235851102 3,427,828 40,374,891 SH   DFND 1,5 1,170,468 0 39,204,423
DANAHER CORP DEL COM 235851102 17,657 207,970 SH   DFND 2 207,970 0 0
DANAHER CORP DEL COM 235851102 7,756 91,360 SH   DFND 3 91,360 0 0
DANAHER CORP DEL COM 235851102 46,269 544,984 SH   DFND 6 410,044 0 134,940
DANAHER CORP DEL COM 235851102 84,126 990,878 SH   DFND 7 852,666 0 138,212
DANAHER CORP DEL COM 235851102 11,020 129,800 SH   DFND 11 129,800 0 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 580 21,866 SH   DFND 1,9 0 0 21,866
DARDEN RESTAURANTS INC COM 237194105 521,428 7,519,875 SH   DFND 1,5 357,298 0 7,162,577
DARDEN RESTAURANTS INC COM 237194105 2,913 42,014 SH   DFND 2 42,014 0 0
DARDEN RESTAURANTS INC COM 237194105 5,599 80,744 SH   DFND 3 80,744 0 0
DARDEN RESTAURANTS INC COM 237194105 3,597 51,873 SH   DFND 6 34,816 0 17,057
DARLING INGREDIENTS INC COM 237266101 76,730 5,476,800 SH   DFND 1,5 25,800 0 5,451,000
DATALINK CORP COM 237934104 39,392 3,271,767 SH   DFND 1,5 0 0 3,271,767
DAVITA HEALTHCARE PARTNERS I COM 23918K108 538,313 6,622,951 SH   DFND 1,5 4,265 0 6,618,686
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,753 58,473 SH   DFND 2 58,473 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,205 14,826 SH   DFND 3 14,826 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,702 20,944 SH   DFND 6 852 0 20,092
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,324 53,200 SH   DFND 7 53,200 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 25,915 318,840 SH   DFND 11 318,840 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 30,397 1,301,222 SH   DFND 6 1,301,222 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 5,498 235,343 SH   DFND 7 177,843 0 57,500
DBX ETF TR XTRAK MSCI EAFE 233051200 160,083 5,343,235 SH   DFND 1,5 5,343,235 0 0
DBX ETF TR DB XTR MSCI EUR 233051853 3,188 109,340 SH   DFND 3 109,340 0 0
DBX ETF TR XTRAK MSCI EAFE 233051200 26,895 897,701 SH   DFND 7 897,701 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 368,364 10,627,932 SH   DFND 1,5 4,078,714 0 6,549,218
DCT INDUSTRIAL TRUST INC COM NEW 233153204 35,889 1,035,450 SH   DFND 6 1,035,450 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 14,976 432,075 SH   DFND 7 48,950 0 383,125
DDR CORP COM 23317H102 467,519 25,108,410 SH   DFND 1,5 15,728,543 0 9,379,867
DDR CORP COM 23317H102 778 41,809 SH   DFND 6 0 0 41,809
DEAN FOODS CO NEW COM NEW 242370203 73,107 4,422,707 SH   DFND 1,5 110,200 0 4,312,507
DEAN FOODS CO NEW COM NEW 242370203 177 10,700 SH   DFND 7 10,700 0 0
DECKERS OUTDOOR CORP COM 243537107 224,511 3,080,975 SH   DFND 1,5 13,600 0 3,067,375
DECKERS OUTDOOR CORP COM 243537107 8,155 111,912 SH   DFND 6 109,620 0 2,292
DECKERS OUTDOOR CORP COM 243537107 3,083 42,310 SH   DFND 7 42,310 0 0
DEERE & CO COM 244199105 1,532,443 17,475,685 SH   DFND 1,5 384,089 0 17,091,596
DEERE & CO COM 244199105 10,083 114,987 SH   DFND 2 114,987 0 0
DEERE & CO COM 244199105 3,794 43,265 SH   DFND 3 43,265 0 0
DEERE & CO COM 244199105 20,122 229,462 SH   DFND 6 147,987 0 81,475
DEERE & CO COM 244199105 27,459 313,142 SH   DFND 7 189,042 0 124,100
DELEK US HLDGS INC COM 246647101 2,047 51,500 SH   DFND 1,5 0 0 51,500
DELPHI AUTOMOTIVE PLC SHS G27823106 540,132 6,773,660 SH   DFND 1,5 295,884 0 6,477,776
DELPHI AUTOMOTIVE PLC SHS G27823106 18,189 228,100 SH   DFND 1,10 0 0 228,100
DELPHI AUTOMOTIVE PLC SHS G27823106 7,840 98,317 SH   DFND 2 98,317 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 1,582 19,846 SH   DFND 3 19,846 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 27,327 342,697 SH   DFND 6 289,697 0 53,000
DELPHI AUTOMOTIVE PLC SHS G27823106 74,815 938,239 SH   DFND 7 817,139 0 121,100
DELTA AIR LINES INC DEL COM NEW 247361702 1,297,375 28,856,215 SH   DFND 1,5 898,203 0 27,958,012
DELTA AIR LINES INC DEL COM NEW 247361702 12,552 279,180 SH   DFND 2 279,180 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,203 93,481 SH   DFND 3 93,481 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 14,212 316,109 SH   DFND 6 168,212 0 147,897
DELTA AIR LINES INC DEL COM NEW 247361702 7,774 172,900 SH   DFND 7 72,200 0 100,700
DELTA APPAREL INC COM 247368103 615 50,000 SH   DFND 1,5 50,000 0 0
DELUXE CORP COM 248019101 138,950 2,005,625 SH   DFND 1,5 3,665 0 2,001,960
DEMANDWARE INC COM 24802Y105 160,124 2,629,292 SH   DFND 1,5 234,800 0 2,394,492
DEMANDWARE INC COM 24802Y105 25,694 421,900 SH   DFND 1,9 0 0 421,900
DENBURY RES INC COM NEW 247916208 149,560 20,515,840 SH   DFND 1,5 1,890,840 0 18,625,000
DENBURY RES INC COM NEW 247916208 3,894 534,166 SH   DFND 3 534,166 0 0
DENBURY RES INC COM NEW 247916208 452 62,010 SH   DFND 6 13,600 0 48,410
DENNYS CORP COM 24869P104 11,185 981,160 SH   DFND 6 981,160 0 0
DENNYS CORP COM 24869P104 2,195 192,530 SH   DFND 7 165,930 0 26,600
DENTSPLY INTL INC NEW COM 249030107 152,151 2,989,793 SH   DFND 1,5 51,837 0 2,937,956
DENTSPLY INTL INC NEW COM 249030107 2,419 47,537 SH   DFND 2 47,537 0 0
DENTSPLY INTL INC NEW COM 249030107 545 10,711 SH   DFND 3 10,711 0 0
DENTSPLY INTL INC NEW COM 249030107 1,395 27,419 SH   DFND 6 11,200 0 16,219
DERMA SCIENCES INC COM PAR $.01 249827502 16,527 1,951,200 SH   DFND 1,5 0 0 1,951,200
DERMIRA INC COM 24983L104 49,627 3,233,036 SH   DFND 1,5 11,900 0 3,221,136
DERMIRA INC COM 24983L104 235 15,300 SH   DFND 6 15,300 0 0
DESCARTES SYS GROUP INC COM 249906108 1,180 78,200 SH   DFND 1,9 0 0 78,200
DESTINATION MATERNITY CORP COM 25065D100 4,653 308,950 SH   DFND 1,5 13,350 0 295,600
DESTINATION XL GROUP INC COM 25065K104 137 27,828 SH   DFND 1,5 4,158 0 23,670
DEUTSCHE BANK AG NAMEN AKT D18190898 12,542 361,341 SH   DFND 1,5 0 0 361,341
DEUTSCHE BANK AG NAMEN AKT D18190898 288 8,300 SH   DFND 6 8,300 0 0
DEVON ENERGY CORP NEW COM 25179M103 95,671 1,586,313 SH   DFND 1,5 128,367 0 1,457,946
DEVON ENERGY CORP NEW COM 25179M103 7,894 130,885 SH   DFND 2 130,885 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,461 90,556 SH   DFND 3 90,556 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,813 146,128 SH   DFND 6 64,188 0 81,940
DEVON ENERGY CORP NEW COM 25179M103 8,431 139,800 SH   DFND 7 56,600 0 83,200
DEVRY ED GROUP INC COM 251893103 17,378 520,932 SH   DFND 1,5 17,700 0 503,232
DEVRY ED GROUP INC COM 251893103 292 8,743 SH   DFND 6 0 0 8,743
DEXCOM INC COM 252131107 257,432 4,129,480 SH   DFND 1,5 254,087 0 3,875,393
DHT HOLDINGS INC SHS NEW Y2065G121 3,657 523,900 SH   DFND 6 523,900 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 725 103,800 SH   DFND 7 89,600 0 14,200
DIAGEO P L C SPON ADR NEW 25243Q205 137,272 1,241,498 SH   DFND 1,5 4,365 0 1,237,133
DIAGEO P L C SPON ADR NEW 25243Q205 735 6,646 SH   DFND 3 6,646 0 0
DIAMOND FOODS INC COM 252603105 3,935 120,828 SH   DFND 1,5 554 0 120,274
DIAMOND FOODS INC COM 252603105 18,209 559,080 SH   DFND 6 559,080 0 0
DIAMOND FOODS INC COM 252603105 5,222 160,320 SH   DFND 7 154,120 0 6,200
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 3,165 19,783 SH   DFND 1,5 2,204 0 17,579
DIAMOND OFFSHORE DRILLING IN COM 25271C102 610 22,761 SH   DFND 2 22,761 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 247 9,225 SH   DFND 6 0 0 9,225
DIAMONDBACK ENERGY INC COM 25278X109 142,815 1,858,605 SH   DFND 1,5 15,774 0 1,842,831
DIAMONDBACK ENERGY INC COM 25278X109 29,554 384,612 SH   DFND 6 384,612 0 0
DIAMONDBACK ENERGY INC COM 25278X109 13,847 180,210 SH   DFND 7 156,510 0 23,700
DIAMONDBACK ENERGY INC COM 25278X109 11,680 152,000 SH   DFND 11 152,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 117,556 8,319,634 SH   DFND 1,5 5,271,434 0 3,048,200
DIANA SHIPPING INC COM Y2066G104 144 23,600 SH   DFND 1,5 0 0 23,600
DICERNA PHARMACEUTICALS INC COM 253031108 63,948 2,661,194 SH   DFND 1,5 233,522 0 2,427,672
DICERNA PHARMACEUTICALS INC COM 253031108 260 10,800 SH   DFND 6 10,800 0 0
DICKS SPORTING GOODS INC COM 253393102 44,241 776,300 SH   DFND 1,5 0 0 776,300
DICKS SPORTING GOODS INC COM 253393102 699 12,258 SH   DFND 6 0 0 12,258
DIEBOLD INC COM 253651103 16,010 451,500 SH   DFND 1,5 0 0 451,500
DIGITAL RLTY TR INC COM 253868103 844,046 12,796,325 SH   DFND 1,5 5,555,125 0 7,241,200
DIGITAL RLTY TR INC COM 253868103 58,214 882,567 SH   DFND 6 825,800 0 56,767
DIGITAL RLTY TR INC COM 253868103 29,131 441,650 SH   DFND 7 114,650 0 327,000
DILLARDS INC CL A 254067101 188,678 1,382,156 SH   DFND 1,5 429 0 1,381,727
DILLARDS INC CL A 254067101 5,243 38,408 SH   DFND 6 25,600 0 12,808
DILLARDS INC CL A 254067101 7,535 55,200 SH   DFND 7 22,600 0 32,600
DINEEQUITY INC COM 254423106 204,079 1,907,099 SH   DFND 1,5 50 0 1,907,049
DINEEQUITY INC COM 254423106 6,570 61,400 SH   DFND 6 61,400 0 0
DINEEQUITY INC COM 254423106 1,238 11,570 SH   DFND 7 9,970 0 1,600
DINEEQUITY INC COM 254423106 12,875 120,320 SH   DFND 11 120,320 0 0
DIPLOMAT PHARMACY INC COM 25456K101 111,808 3,233,300 SH   DFND 1,5 120,600 0 3,112,700
DIPLOMAT PHARMACY INC COM 25456K101 1,048 30,300 SH   DFND 6 30,300 0 0
DIPLOMAT PHARMACY INC COM 25456K101 813 23,500 SH   DFND 7 22,900 0 600
DIRECTV COM 25490A309 420,156 4,937,207 SH   DFND 1,5 0 0 4,937,207
DIRECTV COM 25490A309 14,492 170,298 SH   DFND 2 170,298 0 0
DIRECTV COM 25490A309 6,194 72,789 SH   DFND 3 72,789 0 0
DIRECTV COM 25490A309 2,695 31,674 SH   DFND 6 0 0 31,674
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 317 3,500 SH   DFND   3,500 0 0
DISCOVER FINL SVCS COM 254709108 289,979 5,146,025 SH   DFND 1,5 360,490 0 4,785,535
DISCOVER FINL SVCS COM 254709108 8,536 151,479 SH   DFND 2 151,479 0 0
DISCOVER FINL SVCS COM 254709108 4,977 88,322 SH   DFND 3 88,322 0 0
DISCOVER FINL SVCS COM 254709108 3,616 64,178 SH   DFND 6 0 0 64,178
DISCOVER FINL SVCS COM 254709108 1,979 35,117 SH   DFND 7 35,117 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 29,931 973,050 SH   DFND 1,5 200 0 972,850
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,698 91,540 SH   DFND 2 91,540 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,549 50,344 SH   DFND 2 50,344 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 334 11,334 SH   DFND 3 11,334 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 419 13,612 SH   DFND 3 13,612 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 481 15,647 SH   DFND 6 0 0 15,647
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 461 15,647 SH   DFND 6 0 0 15,647
DISCOVERY LABORATORIES INC N COM NEW 254668403 14,858 12,485,505 SH   DFND 1,5 0 0 12,485,505
DISCOVERY LABORATORIES INC N COM NEW 254668403 375 315,114 SH   DFND 6 315,114 0 0
DISH NETWORK CORP CL A 25470M109 142,146 2,028,925 SH   DFND 1,5 105,708 0 1,923,217
DISH NETWORK CORP CL A 25470M109 1,292 18,445 SH   DFND 6 0 0 18,445
DISNEY WALT CO COM DISNEY 254687106 4,740,807 45,197,893 SH   DFND 1,5 2,067,375 0 43,130,518
DISNEY WALT CO COM DISNEY 254687106 55,548 529,588 SH   DFND 2 529,588 0 0
DISNEY WALT CO COM DISNEY 254687106 23,759 226,510 SH   DFND 3 226,510 0 0
DISNEY WALT CO COM DISNEY 254687106 59,385 566,169 SH   DFND 6 385,123 0 181,046
DISNEY WALT CO COM DISNEY 254687106 79,959 762,317 SH   DFND 7 626,317 0 136,000
DISNEY WALT CO COM DISNEY 254687106 17,879 170,450 SH   DFND 11 170,450 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 1,452 105,200 SH   DFND 1,5 6,100 0 99,100
DOLBY LABORATORIES INC COM 25659T107 252 6,595 SH   DFND 6 0 0 6,595
DOLLAR GEN CORP NEW COM 256677105 744,925 9,882,264 SH   DFND 1,5 84,743 0 9,797,521
DOLLAR GEN CORP NEW COM 256677105 7,747 102,770 SH   DFND 2 102,770 0 0
DOLLAR GEN CORP NEW COM 256677105 1,849 24,524 SH   DFND 3 24,524 0 0
DOLLAR GEN CORP NEW COM 256677105 13,602 180,443 SH   DFND 6 154,212 0 26,231
DOLLAR GEN CORP NEW COM 256677105 47,123 625,137 SH   DFND 7 625,137 0 0
DOLLAR TREE INC COM 256746108 465,103 5,731,748 SH   DFND 1,5 281,148 0 5,450,600
DOLLAR TREE INC COM 256746108 5,652 69,655 SH   DFND 2 69,655 0 0
DOLLAR TREE INC COM 256746108 2,005 24,713 SH   DFND 3 24,713 0 0
DOLLAR TREE INC COM 256746108 3,047 37,554 SH   DFND 6 23,500 0 14,054
DOMINION DIAMOND CORP COM 257287102 13,535 792,195 SH   DFND 6 354,695 0 437,500
DOMINION DIAMOND CORP COM 257287102 10,272 601,200 SH   DFND 7 454,800 0 146,400
DOMINION MIDSTREAM PARTNERS COM UT REP LTD 257454108 14,451 348,127 SH   DFND 1,5 0 0 348,127
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 9,002 186,000 SH   DFND 1,5 118,200 0 67,800
DOMINION RES INC VA NEW COM 25746U109 388,009 5,474,944 SH   DFND 1,5 50 0 5,474,894
DOMINION RES INC VA NEW COM 25746U109 14,117 199,201 SH   DFND 2 199,201 0 0
DOMINION RES INC VA NEW COM 25746U109 9,131 128,847 SH   DFND 3 128,847 0 0
DOMINION RES INC VA NEW COM 25746U109 5,491 77,479 SH   DFND 6 0 0 77,479
DOMINOS PIZZA INC COM 25754A201 779,658 7,753,936 SH   DFND 1,5 142,457 0 7,611,479
DOMINOS PIZZA INC COM 25754A201 2,257 22,447 SH   DFND 6 18,600 0 3,847
DOMTAR CORP COM NEW 257559203 73,194 1,583,601 SH   DFND 1,5 1,043 0 1,582,558
DOMTAR CORP COM NEW 257559203 408 8,823 SH   DFND 6 0 0 8,823
DONALDSON INC COM 257651109 70,352 1,865,600 SH   DFND 1,5 0 0 1,865,600
DONALDSON INC COM 257651109 403 10,687 SH   DFND 6 0 0 10,687
DONEGAL GROUP INC CL A 257701201 880 56,000 SH   DFND 1,5 0 0 56,000
DONNELLEY R R & SONS CO COM 257867101 513 26,739 SH   DFND 6 0 0 26,739
DORMAN PRODUCTS INC COM 258278100 8,122 163,250 SH   DFND 1,5 250 0 163,000
DOT HILL SYS CORP COM 25848T109 12,448 2,348,700 SH   DFND 1,5 0 0 2,348,700
DOUGLAS EMMETT INC COM 25960P109 148,413 4,978,640 SH   DFND 1,5 2,679,740 0 2,298,900
DOUGLAS EMMETT INC COM 25960P109 595 19,961 SH   DFND 6 0 0 19,961
DOUGLAS EMMETT INC COM 25960P109 1,896 63,600 SH   DFND 7 18,600 0 45,000
DOUGLAS EMMETT INC COM 25960P109 6,607 221,650 SH   DFND 11 221,650 0 0
DOVER CORP COM 260003108 3,817 55,223 SH   DFND 2 55,223 0 0
DOVER CORP COM 260003108 866 12,533 SH   DFND 3 12,533 0 0
DOVER CORP COM 260003108 998 14,442 SH   DFND 6 0 0 14,442
DOW CHEM CO COM 260543103 146,426 3,051,806 SH   DFND 1,5 138,900 0 2,912,906
DOW CHEM CO COM 260543103 17,685 368,583 SH   DFND 2 368,583 0 0
DOW CHEM CO COM 260543103 7,824 163,075 SH   DFND 3 163,075 0 0
DOW CHEM CO COM 260543103 7,314 152,446 SH   DFND 6 0 0 152,446
DR PEPPER SNAPPLE GROUP INC COM 26138E109 197,687 2,518,946 SH   DFND 1,5 130,734 0 2,388,212
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,129 65,356 SH   DFND 2 65,356 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,561 32,630 SH   DFND 3 32,630 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,649 71,978 SH   DFND 6 43,101 0 28,877
DR PEPPER SNAPPLE GROUP INC COM 26138E109 13,406 170,823 SH   DFND 7 118,676 0 52,147
DR REDDYS LABS LTD ADR 256135203 2,632 46,100 SH   DFND   46,100 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 273,072 11,283,967 SH   DFND 1,5 120,800 0 11,163,167
DREAMWORKS ANIMATION SKG INC CL A 26153C103 249 10,291 SH   DFND 6 0 0 10,291
DRESSER-RAND GROUP INC COM 261608103 401 4,993 SH   DFND 6 0 0 4,993
DRESSER-RAND GROUP INC COM 261608103 293,760 3,656,000 SH   DFND 11 3,656,000 0 0
DRIL-QUIP INC COM 262037104 306,558 4,482,497 SH   DFND 1,5 10,692 0 4,471,805
DRIL-QUIP INC COM 262037104 11,625 169,986 SH   DFND 6 167,473 0 2,513
DRIL-QUIP INC COM 262037104 6,715 98,190 SH   DFND 7 80,490 0 17,700
DRYSHIPS INC SHS Y2109Q101 333 437,733 SH   DFND 1,5 18,947 0 418,786
DST SYS INC DEL COM 233326107 4,606 41,600 SH   DFND 1,5 0 0 41,600
DST SYS INC DEL COM 233326107 531 4,800 SH   DFND 1,9 0 0 4,800
DST SYS INC DEL COM 233326107 254 2,292 SH   DFND 6 0 0 2,292
DST SYS INC DEL COM 233326107 72,858 658,100 SH   DFND 11 658,100 0 0
DSW INC CL A 23334L102 14,499 393,148 SH   DFND 1,5 9,148 0 384,000
DSW INC CL A 23334L102 381 10,338 SH   DFND 6 0 0 10,338
DTE ENERGY CO COM 233331107 8,918 110,525 SH   DFND 1,5 425 0 110,100
DTE ENERGY CO COM 233331107 4,844 60,027 SH   DFND 2 60,027 0 0
DTE ENERGY CO COM 233331107 1,569 19,442 SH   DFND 3 19,442 0 0
DTE ENERGY CO COM 233331107 1,965 24,350 SH   DFND 6 0 0 24,350
DU PONT E I DE NEMOURS & CO COM 263534109 1,640,812 22,958,059 SH   DFND 1,5 400,207 0 22,557,852
DU PONT E I DE NEMOURS & CO COM 263534109 21,917 306,662 SH   DFND 2 306,662 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 8,307 116,231 SH   DFND 3 116,231 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 23,164 324,109 SH   DFND 6 216,376 0 107,733
DU PONT E I DE NEMOURS & CO COM 263534109 26,580 371,905 SH   DFND 7 241,005 0 130,900
DUKE ENERGY CORP NEW COM NEW 26441C204 18,400 239,647 SH   DFND 2 239,647 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,781 114,367 SH   DFND 3 114,367 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 7,498 97,659 SH   DFND 6 300 0 97,359
DUKE ENERGY CORP NEW COM NEW 26441C204 4,459 58,070 SH   DFND 7 58,070 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 15,663 204,000 SH   DFND 11 204,000 0 0
DUKE REALTY CORP COM NEW 264411505 713,896 32,792,652 SH   DFND 1,5 12,560,152 0 20,232,500
DUKE REALTY CORP COM NEW 264411505 41,637 1,912,604 SH   DFND 6 1,767,500 0 145,104
DUKE REALTY CORP COM NEW 264411505 24,221 1,112,600 SH   DFND 7 283,100 0 829,500
DUN & BRADSTREET CORP DEL NE COM 26483E100 348,561 2,715,499 SH   DFND 1,5 18,860 0 2,696,639
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,564 12,183 SH   DFND 2 12,183 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 349 2,718 SH   DFND 3 2,718 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 44,529 346,911 SH   DFND 6 342,634 0 4,277
DUN & BRADSTREET CORP DEL NE COM 26483E100 3,355 26,140 SH   DFND 7 26,140 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 94,038 732,610 SH   DFND 11 732,610 0 0
DUNKIN BRANDS GROUP INC COM 265504100 395,354 8,312,738 SH   DFND 1,5 642,411 0 7,670,327
DUNKIN BRANDS GROUP INC COM 265504100 1,177 24,755 SH   DFND 6 18,100 0 6,655
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 111,971 3,426,272 SH   DFND 1,5 2,180,272 0 1,246,000
DXP ENTERPRISES INC NEW COM NEW 233377407 10,902 247,270 SH   DFND 11 247,270 0 0
DYAX CORP COM 26746E103 233,276 13,922,779 SH   DFND 1,5 0 0 13,922,779
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 3,768 168,000 SH   DFND 1,5 0 0 168,000
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 48,997 448,900 SH   DFND 1,5 99,400 0 349,500
DYNEGY INC NEW DEL COM 26817R108 308,355 9,810,853 SH   DFND 1,5 225,709 0 9,585,144
DYNEGY INC NEW DEL COM 26817R108 1,833 58,307 SH   DFND 6 58,307 0 0
DYNEX CAP INC COM NEW 26817Q506 19,788 2,336,243 SH   DFND 1,5 0 0 2,336,243
E HOUSE CHINA HLDGS LTD ADR 26852W103 71 13,080 SH   DFND 1,9 0 0 13,080
E M C CORP MASS COM 268648102 788,598 30,852,824 SH   DFND 1,5 479,783 0 30,373,041
E M C CORP MASS COM 268648102 17,211 673,362 SH   DFND 2 673,362 0 0
E M C CORP MASS COM 268648102 9,445 369,509 SH   DFND 3 369,509 0 0
E M C CORP MASS COM 268648102 9,543 373,351 SH   DFND 6 106,000 0 267,351
E M C CORP MASS COM 268648102 6,234 243,883 SH   DFND 7 243,883 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 695,671 24,362,493 SH   DFND 1,5 1,100 0 24,361,393
E TRADE FINANCIAL CORP COM NEW 269246401 2,595 90,894 SH   DFND 2 90,894 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 38,013 1,331,231 SH   DFND 6 1,291,539 0 39,692
E TRADE FINANCIAL CORP COM NEW 269246401 7,487 262,210 SH   DFND 7 253,410 0 8,800
EAGLE BANCORP INC MD COM 268948106 21,142 550,560 SH   DFND 1,5 24,760 0 525,800
EAGLE MATERIALS INC COM 26969P108 195,434 2,338,846 SH   DFND 1,5 550 0 2,338,296
EAGLE MATERIALS INC COM 26969P108 9,888 118,333 SH   DFND 6 114,842 0 3,491
EAGLE MATERIALS INC COM 26969P108 4,617 55,254 SH   DFND 7 55,254 0 0
EARTHLINK HLDGS CORP COM 27033X101 9,334 2,102,181 SH   DFND 1,5 4,300 0 2,097,881
EAST WEST BANCORP INC COM 27579R104 186,460 4,608,503 SH   DFND 1,5 132,700 0 4,475,803
EAST WEST BANCORP INC COM 27579R104 20,917 516,972 SH   DFND 6 497,225 0 19,747
EAST WEST BANCORP INC COM 27579R104 4,869 120,330 SH   DFND 7 116,630 0 3,700
EASTERLY GOVT PPTYS INC COM 27616P103 14,344 893,700 SH   DFND 1,5 0 0 893,700
EASTGROUP PPTY INC COM 277276101 8,239 137,000 SH   DFND 1,5 0 0 137,000
EASTMAN CHEM CO COM 277432100 598,409 8,640,040 SH   DFND 1,5 90,802 0 8,549,238
EASTMAN CHEM CO COM 277432100 3,487 50,346 SH   DFND 2 50,346 0 0
EASTMAN CHEM CO COM 277432100 2,044 29,517 SH   DFND 3 29,517 0 0
EASTMAN CHEM CO COM 277432100 782 11,293 SH   DFND 6 46 0 11,247
EATON CORP PLC SHS G29183103 311,095 4,578,968 SH   DFND 1,5 429,617 0 4,149,351
EATON CORP PLC SHS G29183103 10,921 160,746 SH   DFND 2 160,746 0 0
EATON CORP PLC SHS G29183103 4,561 67,133 SH   DFND 3 67,133 0 0
EATON CORP PLC SHS G29183103 13,820 203,422 SH   DFND 6 137,800 0 65,622
EATON CORP PLC SHS G29183103 25,077 369,100 SH   DFND 7 369,100 0 0
EATON CORP PLC SHS G29183103 1,154 16,980 SH   DFND 11 16,980 0 0
EATON VANCE CORP COM NON VTG 278265103 348 8,366 SH   DFND 6 0 0 8,366
EATON VANCE CORP COM NON VTG 278265103 57,195 1,373,560 SH   DFND 11 1,373,560 0 0
EBAY INC COM 278642103 330,187 5,724,463 SH   DFND 1,5 592,463 0 5,132,000
EBAY INC COM 278642103 5,364 93,000 SH   DFND 1,9 0 0 93,000
EBAY INC COM 278642103 21,512 372,955 SH   DFND 2 372,955 0 0
EBAY INC COM 278642103 7,436 128,922 SH   DFND 3 128,922 0 0
EBAY INC COM 278642103 40,369 699,870 SH   DFND 6 363,030 0 336,840
EBAY INC COM 278642103 173,468 3,007,424 SH   DFND 7 3,007,424 0 0
EBIX INC COM NEW 278715206 123,564 4,067,295 SH   DFND 1,5 162,000 0 3,905,295
EBIX INC COM NEW 278715206 42,665 1,404,379 SH   DFND 6 1,404,379 0 0
EBIX INC COM NEW 278715206 905 29,800 SH   DFND 7 27,300 0 2,500
ECHOSTAR CORP CL A 278768106 393 7,600 SH   DFND 1,5 0 0 7,600
ECHOSTAR CORP CL A 278768106 272 5,254 SH   DFND 6 0 0 5,254
ECOLAB INC COM 278865100 1,383,037 12,091,600 SH   DFND 1,5 284,145 0 11,807,455
ECOLAB INC COM 278865100 10,434 91,220 SH   DFND 2 91,220 0 0
ECOLAB INC COM 278865100 3,805 33,266 SH   DFND 3 33,266 0 0
ECOLAB INC COM 278865100 10,482 91,640 SH   DFND 6 73,440 0 18,200
ECOLAB INC COM 278865100 30,345 265,300 SH   DFND 7 265,300 0 0
ECOLAB INC COM 278865100 17,684 154,610 SH   DFND 11 154,610 0 0
EDISON INTL COM 281020107 555,352 8,889,896 SH   DFND 1,5 187 0 8,889,709
EDISON INTL COM 281020107 6,894 110,352 SH   DFND 2 110,352 0 0
EDISON INTL COM 281020107 2,029 32,485 SH   DFND 3 32,485 0 0
EDISON INTL COM 281020107 25,227 403,822 SH   DFND 6 321,377 0 82,445
EDISON INTL COM 281020107 77,702 1,243,830 SH   DFND 7 1,126,830 0 117,000
EDUCATIONAL DEV CORP COM 281479105 1,598 386,892 SH   DFND 1,5 17,700 0 369,192
EDWARDS LIFESCIENCES CORP COM 28176E108 491,761 3,451,925 SH   DFND 1,5 49,549 0 3,402,376
EDWARDS LIFESCIENCES CORP COM 28176E108 5,203 36,525 SH   DFND 2 36,525 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,831 12,850 SH   DFND 3 12,850 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,028 7,215 SH   DFND 6 0 0 7,215
EGAIN CORP COM NEW 28225C806 1,444 437,700 SH   DFND 1,9 0 0 437,700
EGALET CORP COM 28226B104 19,467 1,505,604 SH   DFND 1,5 0 0 1,505,604
EHI CAR SVCS LTD SPON ADS CL A 26853A100 181 18,900 SH   DFND 1,9 0 0 18,900
EL PASO ELEC CO COM NEW 283677854 82,845 2,144,021 SH   DFND 1,5 0 0 2,144,021
ELDORADO GOLD CORP NEW COM 284902103 48,875 10,654,605 SH   DFND 1,5 0 0 10,654,605
ELDORADO GOLD CORP NEW COM 284902103 3,027 659,800 SH   DFND 7 659,800 0 0
ELDORADO GOLD CORP NEW COM 284902103 118,386 25,807,500 SH   DFND 11 25,807,500 0 0
ELECTRONIC ARTS INC COM 285512109 393,428 6,689,253 SH   DFND 1,5 53,679 0 6,635,574
ELECTRONIC ARTS INC COM 285512109 6,194 105,314 SH   DFND 2 105,314 0 0
ELECTRONIC ARTS INC COM 285512109 798 13,564 SH   DFND 3 13,564 0 0
ELECTRONIC ARTS INC COM 285512109 1,823 30,992 SH   DFND 6 4,411 0 26,581
ELECTRONIC ARTS INC COM 285512109 7,217 122,710 SH   DFND 7 122,710 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 154,696 3,705,289 SH   DFND 1,5 0 0 3,705,289
ELECTRONICS FOR IMAGING INC COM 286082102 17,533 419,949 SH   DFND 1,9 0 0 419,949
ELECTRONICS FOR IMAGING INC COM 286082102 33,839 810,506 SH   DFND 6 810,506 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 14,491 347,099 SH   DFND 7 293,499 0 53,600
ELEVEN BIOTHERAPEUTICS INC COM 286221106 15,745 1,765,112 SH   DFND 1,5 141,000 0 1,624,112
ELIZABETH ARDEN INC COM 28660G106 7,471 478,900 SH   DFND 1,5 17,200 0 461,700
ELLINGTON FINANCIAL LLC COM 288522303 23,836 1,197,200 SH   DFND 1,5 0 0 1,197,200
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 4,259 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 8,110 641,623 SH   DFND 1,5 0 0 641,623
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 16,721 1,111,038 SH   DFND 1,5 0 0 1,111,038
EMBRAER S A SP ADR REP 4 COM 29082A107 6,845 222,600 SH   DFND 1,5 0 0 222,600
EMBRAER S A SP ADR REP 4 COM 29082A107 3,675 119,500 SH   DFND 1,10 5,566 0 113,934
EMCOR GROUP INC COM 29084Q100 130,360 2,805,251 SH   DFND 1,5 0 0 2,805,251
EMCOR GROUP INC COM 29084Q100 18,328 394,400 SH   DFND 6 394,400 0 0
EMCOR GROUP INC COM 29084Q100 13,153 283,036 SH   DFND 7 191,666 0 91,370
EMERGE ENERGY SVCS LP COM REP PARTN 29102H108 4,686 98,800 SH   DFND 1,5 0 0 98,800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 15,710 546,241 SH   DFND 1,5 0 0 546,241
EMERSON ELEC CO COM 291011104 261,196 4,613,140 SH   DFND 1,5 327,129 0 4,286,011
EMERSON ELEC CO COM 291011104 13,140 232,077 SH   DFND 2 232,077 0 0
EMERSON ELEC CO COM 291011104 5,175 91,397 SH   DFND 3 91,397 0 0
EMERSON ELEC CO COM 291011104 11,742 207,385 SH   DFND 6 30,050 0 177,335
EMERSON ELEC CO COM 291011104 6,715 118,602 SH   DFND 7 118,602 0 0
EMPIRE ST RLTY TR INC CL A 292104106 76,557 4,070,000 SH   DFND 1,5 4,070,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 10,264 380,300 SH   DFND 1,5 0 0 380,300
EMPLOYERS HOLDINGS INC COM 292218104 11,320 419,402 SH   DFND 6 419,402 0 0
EMPLOYERS HOLDINGS INC COM 292218104 3,612 133,820 SH   DFND 7 88,520 0 45,300
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 4,870 296,950 SH   DFND 1,5 0 0 296,950
ENANTA PHARMACEUTICALS INC COM 29251M106 41,626 1,359,435 SH   DFND 1,5 1,550 0 1,357,885
ENBRIDGE INC COM 29250N105 105,410 2,186,845 SH   DFND 1,5 255 0 2,186,590
ENBRIDGE INC COM 29250N105 17,379 360,553 SH   DFND 6 1,684 0 358,869
ENBRIDGE INC COM 29250N105 1,111 23,050 SH   DFND 7 23,050 0 0
ENBRIDGE INC COM 29250N105 980,617 20,343,982 SH   DFND 11 18,311,498 0 2,032,484
ENBRIDGE INC COM 29250N105 940 19,501 SH   DFND   19,501 0 0
ENCANA CORP COM 292505104 76,785 6,877,754 SH   DFND 1,5 1,754 0 6,876,000
ENCANA CORP COM 292505104 2,945 263,800 SH   DFND 11 263,800 0 0
ENCORE CAP GROUP INC COM 292554102 2,202 52,941 SH   DFND 1,5 9,302 0 43,639
ENDO INTL PLC SHS G30401106 619,577 6,907,209 SH   DFND 1,5 0 0 6,907,209
ENDO INTL PLC SHS G30401106 5,393 60,122 SH   DFND 2 60,122 0 0
ENDO INTL PLC SHS G30401106 205 2,281 SH   DFND 3 2,281 0 0
ENDO INTL PLC SHS G30401106 55,522 618,979 SH   DFND 6 567,655 0 51,324
ENDO INTL PLC SHS G30401106 53,959 601,547 SH   DFND 7 554,147 0 47,400
ENDOCYTE INC COM 29269A102 30,810 4,921,723 SH   DFND 1,5 729,200 0 4,192,523
ENDOLOGIX INC COM 29266S106 82,372 4,825,520 SH   DFND 1,5 0 0 4,825,520
ENDURANCE INTL GROUP HLDGS I COM 29272B105 198,382 10,408,276 SH   DFND 1,5 235,700 0 10,172,576
ENDURANCE INTL GROUP HLDGS I COM 29272B105 50,435 2,646,120 SH   DFND 1,9 0 0 2,646,120
ENDURANCE INTL GROUP HLDGS I COM 29272B105 8,199 430,150 SH   DFND 6 430,150 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 1,575 82,630 SH   DFND 7 70,930 0 11,700
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 214,137 3,502,400 SH   DFND 1,5 119,900 0 3,382,500
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 249 4,078 SH   DFND 6 0 0 4,078
ENERGEN CORP COM 29265N108 109,540 1,659,695 SH   DFND 1,5 0 0 1,659,695
ENERGEN CORP COM 29265N108 769 11,647 SH   DFND 3 11,647 0 0
ENERGEN CORP COM 29265N108 665 10,070 SH   DFND 6 53 0 10,017
ENERGIZER HLDGS INC COM 29266R108 247,604 1,793,581 SH   DFND 1,5 3,385 0 1,790,196
ENERGIZER HLDGS INC COM 29266R108 18,975 137,447 SH   DFND 6 117,360 0 20,087
ENERGIZER HLDGS INC COM 29266R108 19,472 141,050 SH   DFND 7 103,550 0 37,500
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 54,129 854,304 SH   DFND 1,5 0 0 854,304
ENERGY XXI LTD USD UNRS SHS G10082140 8,599 2,362,300 SH   DFND 1,5 0 0 2,362,300
ENERSYS COM 29275Y102 367,387 5,718,974 SH   DFND 1,5 14,076 0 5,704,898
ENERSYS COM 29275Y102 13,341 207,670 SH   DFND 6 207,670 0 0
ENERSYS COM 29275Y102 2,720 42,338 SH   DFND 7 36,738 0 5,600
ENGILITY HLDGS INC NEW COM 29286C107 52,003 1,731,133 SH   DFND 1,5 189,733 0 1,541,400
ENGILITY HLDGS INC NEW COM 29286C107 18,319 609,824 SH   DFND 6 609,824 0 0
ENGILITY HLDGS INC NEW COM 29286C107 1,442 48,000 SH   DFND 7 41,400 0 6,600
ENI S P A SPONSORED ADR 26874R108 3,122 90,200 SH   DFND 1,5 0 0 90,200
ENOVA INTL INC COM 29357K103 51,653 2,623,294 SH   DFND 1,5 0 0 2,623,294
ENPHASE ENERGY INC COM 29355A107 14,421 1,093,296 SH   DFND 1,5 164,554 0 928,742
ENSCO PLC SHS CLASS A G3157S106 226,885 10,768,168 SH   DFND 1,5 321,461 0 10,446,707
ENSCO PLC SHS CLASS A G3157S106 1,672 79,360 SH   DFND 2 79,360 0 0
ENSCO PLC SHS CLASS A G3157S106 1,210 57,405 SH   DFND 3 57,405 0 0
ENSCO PLC SHS CLASS A G3157S106 4,425 210,003 SH   DFND 6 210,003 0 0
ENSIGN GROUP INC COM 29358P101 99,146 2,115,800 SH   DFND 1,5 30,700 0 2,085,100
ENSTAR GROUP LIMITED SHS G3075P101 24,982 176,100 SH   DFND 1,5 100 0 176,000
ENTEGRA FINL CORP COM 29363J108 8,387 540,719 SH   DFND 6 540,719 0 0
ENTEGRA FINL CORP COM 29363J108 741 47,750 SH   DFND 7 44,350 0 3,400
ENTEGRIS INC COM 29362U104 34,814 2,543,056 SH   DFND 1,5 0 0 2,543,056
ENTEGRIS INC COM 29362U104 764 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 21,939 1,001,776 SH   DFND 1,5 100,100 0 901,676
ENTERGY CORP NEW COM 29364G103 60,668 782,920 SH   DFND 1,5 404 0 782,516
ENTERGY CORP NEW COM 29364G103 4,737 61,129 SH   DFND 2 61,129 0 0
ENTERGY CORP NEW COM 29364G103 3,182 41,057 SH   DFND 3 41,057 0 0
ENTERGY CORP NEW COM 29364G103 1,913 24,690 SH   DFND 6 0 0 24,690
ENTERPRISE PRODS PARTNERS L COM 293792107 47,834 1,452,600 SH   DFND 1,5 0 0 1,452,600
ENVESTNET INC COM 29404K106 62,832 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 139,046 3,625,700 SH   DFND 1,5 0 0 3,625,700
ENVISION HEALTHCARE HLDGS IN COM 29413U103 215 5,599 SH   DFND 6 0 0 5,599
ENZYMOTEC LTD SHS M4059L101 6,571 912,604 SH   DFND 1,5 0 0 912,604
EOG RES INC COM 26875P101 2,171,942 23,687,880 SH   DFND 1,5 1,046,912 0 22,640,968
EOG RES INC COM 26875P101 17,032 185,757 SH   DFND 2 185,757 0 0
EOG RES INC COM 26875P101 8,873 96,772 SH   DFND 3 96,772 0 0
EOG RES INC COM 26875P101 8,022 87,488 SH   DFND 6 50,224 0 37,264
EOG RES INC COM 26875P101 10,225 111,522 SH   DFND 7 111,522 0 0
EOG RES INC COM 26875P101 65,601 715,460 SH   DFND 11 715,460 0 0
EP ENERGY CORP CL A 268785102 68,575 6,543,389 SH   DFND 1,5 1,441,182 0 5,102,207
EPAM SYS INC COM 29414B104 60,602 988,773 SH   DFND 1,5 9,973 0 978,800
EPAM SYS INC COM 29414B104 821 13,400 SH   DFND 1,9 0 0 13,400
EPAM SYS INC COM 29414B104 4,653 75,920 SH   DFND 6 75,920 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 13,199 1,474,800 SH   DFND 1,5 0 0 1,474,800
EPIZYME INC COM 29428V104 100,782 5,366,439 SH   DFND 1,5 0 0 5,366,439
EPLUS INC COM 294268107 991 11,400 SH   DFND 1,5 0 0 11,400
EPR PPTYS COM SH BEN INT 26884U109 23,238 387,100 SH   DFND 1,5 0 0 387,100
EQT CORP COM 26884L109 59,120 713,412 SH   DFND 1,5 2 0 713,410
EQT CORP COM 26884L109 4,263 51,446 SH   DFND 2 51,446 0 0
EQT CORP COM 26884L109 2,000 24,139 SH   DFND 3 24,139 0 0
EQT CORP COM 26884L109 10,989 132,603 SH   DFND 6 121,273 0 11,330
EQT CORP COM 26884L109 35,708 430,890 SH   DFND 7 430,890 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 92,516 1,191,300 SH   DFND 1,5 0 0 1,191,300
EQUIFAX INC COM 294429105 99,900 1,074,189 SH   DFND 1,5 30,600 0 1,043,589
EQUIFAX INC COM 294429105 3,764 40,470 SH   DFND 2 40,470 0 0
EQUIFAX INC COM 294429105 299 3,220 SH   DFND 3 3,220 0 0
EQUIFAX INC COM 294429105 1,229 13,212 SH   DFND 6 1,000 0 12,212
EQUIFAX INC COM 294429105 27,432 294,970 SH   DFND 11 294,970 0 0
EQUINIX INC COM PAR $0.001 29444U700 4,454 19,128 SH   DFND 2 19,128 0 0
EQUINIX INC COM PAR $0.001 29444U700 895 3,843 SH   DFND 6 0 0 3,843
EQUITY COMWLTH CUM PFD E 7.25% 294628409 22,136 849,112 SH   DFND 1,5 0 0 849,112
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 701 28,414 SH   DFND 1,5 0 0 28,414
EQUITY COMWLTH COM SH BEN INT 294628102 4,779 180,000 SH   DFND 1,5 0 0 180,000
EQUITY COMWLTH COM SH BEN INT 294628102 475 17,894 SH   DFND 6 0 0 17,894
EQUITY LIFESTYLE PPTYS INC COM 29472R108 628,604 11,439,570 SH   DFND 1,5 2,948,402 0 8,491,168
EQUITY LIFESTYLE PPTYS INC COM 29472R108 8,848 161,016 SH   DFND 6 153,470 0 7,546
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,618 29,450 SH   DFND 7 25,250 0 4,200
EQUITY RESIDENTIAL SH BEN INT 29476L107 787,765 10,117,708 SH   DFND 1,5 2,980,176 0 7,137,532
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,594 123,218 SH   DFND 2 123,218 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,175 27,937 SH   DFND 3 27,937 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 20,350 261,366 SH   DFND 6 211,572 0 49,794
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,965 89,454 SH   DFND 7 10,000 0 79,454
EQUITY RESIDENTIAL SH BEN INT 29476L107 14,888 191,220 SH   DFND 11 191,220 0 0
ERA GROUP INC COM 26885G109 4,916 235,900 SH   DFND 1,5 0 0 235,900
ERICSSON ADR B SEK 10 294821608 13,486 1,074,600 SH   DFND 1,5 0 0 1,074,600
EROS INTL PLC SHS NEW G3788M114 856 49,000 SH   DFND 1,5 0 0 49,000
EROS INTL PLC SHS NEW G3788M114 447 25,600 SH   DFND 6 25,600 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 202,454 2,186,332 SH   DFND 1,5 7,700 0 2,178,632
ESSENT GROUP LTD COM G3198U102 16,390 685,500 SH   DFND 1,5 2,600 0 682,900
ESSENT GROUP LTD COM G3198U102 24,202 1,012,200 SH   DFND 6 1,012,200 0 0
ESSENT GROUP LTD COM G3198U102 8,214 343,550 SH   DFND 7 332,450 0 11,100
ESSEX PPTY TR INC COM 297178105 740,276 3,219,992 SH   DFND 1,5 868,467 0 2,351,525
ESSEX PPTY TR INC COM 297178105 5,071 22,058 SH   DFND 2 22,058 0 0
ESSEX PPTY TR INC COM 297178105 825 3,591 SH   DFND 3 3,591 0 0
ESSEX PPTY TR INC COM 297178105 60,830 264,595 SH   DFND 6 255,955 0 8,640
ESSEX PPTY TR INC COM 297178105 25,614 111,413 SH   DFND 7 12,100 0 99,313
ESTERLINE TECHNOLOGIES CORP COM 297425100 182,425 1,594,345 SH   DFND 1,5 29,280 0 1,565,065
ETHAN ALLEN INTERIORS INC COM 297602104 38,122 1,379,234 SH   DFND 1,5 220 0 1,379,014
ETHAN ALLEN INTERIORS INC COM 297602104 6,932 250,800 SH   DFND 6 250,800 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,342 48,540 SH   DFND 7 41,740 0 6,800
EURONET WORLDWIDE INC COM 298736109 119,418 2,032,650 SH   DFND 1,5 534 0 2,032,116
EURONET WORLDWIDE INC COM 298736109 7,079 120,500 SH   DFND 1,9 0 0 120,500
EURONET WORLDWIDE INC COM 298736109 16,908 287,798 SH   DFND 11 287,798 0 0
EVERBANK FINL CORP COM 29977G102 1,006 55,800 SH   DFND 1,5 0 0 55,800
EVERBANK FINL CORP COM 29977G102 27,308 1,514,574 SH   DFND 6 1,514,574 0 0
EVERBANK FINL CORP COM 29977G102 2,064 114,480 SH   DFND 7 98,180 0 16,300
EVERCORE PARTNERS INC CLASS A 29977A105 16,979 328,660 SH   DFND 1,5 24,800 0 303,860
EVEREST RE GROUP LTD COM G3223R108 11,554 66,400 SH   DFND 1,5 0 0 66,400
EVEREST RE GROUP LTD COM G3223R108 1,104 6,342 SH   DFND 6 0 0 6,342
EVEREST RE GROUP LTD COM G3223R108 2,959 17,007 SH   DFND 7 17,007 0 0
EVERSOURCE ENERGY COM 30040W108 5,421 107,299 SH   DFND 2 107,299 0 0
EVERSOURCE ENERGY COM 30040W108 1,673 33,108 SH   DFND 3 33,108 0 0
EVERSOURCE ENERGY COM 30040W108 2,214 43,831 SH   DFND 6 300 0 43,531
EVERSOURCE ENERGY COM 30040W108 2,797 55,370 SH   DFND 7 55,370 0 0
EVERTEC INC COM 30040P103 138,895 6,353,845 SH   DFND 1,5 33,000 0 6,320,845
EVERTEC INC COM 30040P103 221 10,100 SH   DFND 1,9 0 0 10,100
EVERTEC INC COM 30040P103 34,233 1,566,013 SH   DFND 6 1,566,013 0 0
EVERTEC INC COM 30040P103 1,644 75,210 SH   DFND 7 64,610 0 10,600
EVOLUTION PETROLEUM CORP COM 30049A107 2,484 417,400 SH   DFND 1,5 0 0 417,400
EXA CORP COM 300614500 25,015 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 135,293 6,144,084 SH   DFND 1,5 175,362 0 5,968,722
EXACTECH INC COM 30064E109 1,290 50,328 SH   DFND 1,5 2,528 0 47,800
EXAR CORP COM 300645108 4,219 419,800 SH   DFND 1,5 0 0 419,800
EXCEL TR INC COM 30068C109 118,641 8,462,245 SH   DFND 1,5 3,028,729 0 5,433,516
EXCEL TR INC COM 30068C109 6,011 428,744 SH   DFND 6 428,744 0 0
EXCEL TR INC COM 30068C109 2,490 177,627 SH   DFND 7 19,800 0 157,827
EXELIS INC COM 30162A108 636 26,086 SH   DFND 6 0 0 26,086
EXELIXIS INC COM 30161Q104 41,720 16,233,341 SH   DFND 1,5 1,781,300 0 14,452,041
EXELON CORP UNIT 99/99/9999 30161N127 66,543 1,367,793 SH   DFND 1,5 525,800 0 841,993
EXELON CORP COM 30161N101 1,092,657 32,509,872 SH   DFND 1,5 754,567 0 31,755,305
EXELON CORP COM 30161N101 9,788 291,224 SH   DFND 2 291,224 0 0
EXELON CORP COM 30161N101 3,372 100,336 SH   DFND 3 100,336 0 0
EXELON CORP UNIT 99/99/9999 30161N127 2,540 52,200 SH   DFND 6 0 0 52,200
EXELON CORP COM 30161N101 7,822 232,726 SH   DFND 6 114,525 0 118,201
EXELON CORP COM 30161N101 4,467 132,900 SH   DFND 7 132,900 0 0
EXFO INC SUB VTG SHS 302046107 1,472 400,000 SH   DFND 11 400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 124,338 3,342,426 SH   DFND 1,5 15,220 0 3,327,206
EXLSERVICE HOLDINGS INC COM 302081104 45,879 1,233,311 SH   DFND 6 1,233,311 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,602 96,840 SH   DFND 7 96,840 0 0
EXPEDIA INC DEL COM NEW 30212P303 3,151 33,477 SH   DFND 2 33,477 0 0
EXPEDIA INC DEL COM NEW 30212P303 470 4,990 SH   DFND 3 4,990 0 0
EXPEDIA INC DEL COM NEW 30212P303 6,748 71,689 SH   DFND 6 21,995 0 49,694
EXPEDIA INC DEL COM NEW 30212P303 28,150 299,056 SH   DFND 7 299,056 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,784 140,807 SH   DFND 1,5 0 0 140,807
EXPEDITORS INTL WASH INC COM 302130109 3,129 64,946 SH   DFND 2 64,946 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,137 106,626 SH   DFND 3 106,626 0 0
EXPEDITORS INTL WASH INC COM 302130109 654 13,564 SH   DFND 6 0 0 13,564
EXPRESS SCRIPTS HLDG CO COM 30219G108 548,777 6,324,504 SH   DFND 1,5 236,748 0 6,087,756
EXPRESS SCRIPTS HLDG CO COM 30219G108 21,363 246,199 SH   DFND 2 246,199 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,337 176,754 SH   DFND 3 176,754 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 38,264 440,981 SH   DFND 6 182,953 0 258,028
EXPRESS SCRIPTS HLDG CO COM 30219G108 175,392 2,021,339 SH   DFND 7 2,021,339 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 19,164 220,860 SH   DFND 11 220,860 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 385,046 19,715,602 SH   DFND 1,5 1,878,900 0 17,836,702
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 330 16,900 SH   DFND 7 16,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 584,440 8,649,402 SH   DFND 1,5 2,621,911 0 6,027,491
EXTRA SPACE STORAGE INC COM 30225T102 45,171 668,514 SH   DFND 6 660,500 0 8,014
EXTRA SPACE STORAGE INC COM 30225T102 18,629 275,700 SH   DFND 7 30,800 0 244,900
EXXON MOBIL CORP COM 30231G102 1,500,577 17,653,847 SH   DFND 1,5 143,797 0 17,510,050
EXXON MOBIL CORP COM 30231G102 120,762 1,420,735 SH   DFND 2 1,420,735 0 0
EXXON MOBIL CORP COM 30231G102 31,746 373,488 SH   DFND 3 373,488 0 0
EXXON MOBIL CORP COM 30231G102 60,327 709,735 SH   DFND 6 76,390 0 633,345
EXXON MOBIL CORP COM 30231G102 18,180 213,883 SH   DFND 7 213,883 0 0
EXXON MOBIL CORP COM 30231G102 7,722 90,850 SH   DFND 11 90,850 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 3,285 171,800 SH   DFND 1,5 0 0 171,800
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 9,098 474,690 SH   DFND 6 339,901 0 134,789
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 5,725 298,937 SH   DFND 7 241,857 0 57,080
EZCORP INC CL A NON VTG 302301106 61,814 6,770,432 SH   DFND 1,5 42,000 0 6,728,432
F M C CORP COM NEW 302491303 470,964 8,226,451 SH   DFND 1,5 189,600 0 8,036,851
F M C CORP COM NEW 302491303 3,390 59,211 SH   DFND 1,10 0 0 59,211
F M C CORP COM NEW 302491303 2,585 45,155 SH   DFND 2 45,155 0 0
F M C CORP COM NEW 302491303 1,050 18,344 SH   DFND 3 18,344 0 0
F M C CORP COM NEW 302491303 7,817 136,544 SH   DFND 6 63,870 0 72,674
F M C CORP COM NEW 302491303 35,132 613,667 SH   DFND 7 613,667 0 0
F5 NETWORKS INC COM 315616102 192,721 1,676,708 SH   DFND 1,5 11,296 0 1,665,412
F5 NETWORKS INC COM 315616102 2,808 24,433 SH   DFND 2 24,433 0 0
F5 NETWORKS INC COM 315616102 444 3,860 SH   DFND 3 3,860 0 0
F5 NETWORKS INC COM 315616102 595 5,175 SH   DFND 6 0 0 5,175
FABRINET SHS G3323L100 30,075 1,583,731 SH   DFND 1,5 17,600 0 1,566,131
FACEBOOK INC CL A 30303M102 11,169,831 135,861,224 SH   DFND 1,5 6,539,066 0 129,322,158
FACEBOOK INC CL A 30303M102 514,093 6,253,037 SH   DFND 1,9 0 0 6,253,037
FACEBOOK INC CL A 30303M102 58,456 711,013 SH   DFND 2 711,013 0 0
FACEBOOK INC CL A 30303M102 28,589 347,735 SH   DFND 3 347,735 0 0
FACEBOOK INC CL A 30303M102 67,711 823,587 SH   DFND 6 644,006 0 179,581
FACEBOOK INC CL A 30303M102 100,882 1,227,048 SH   DFND 7 1,088,548 0 138,500
FACEBOOK INC CL A 30303M102 25,676 312,300 SH   DFND 11 312,300 0 0
FACTSET RESH SYS INC COM 303075105 3,668 23,038 SH   DFND 3 23,038 0 0
FACTSET RESH SYS INC COM 303075105 456 2,862 SH   DFND 6 0 0 2,862
FAIR ISAAC CORP COM 303250104 13,033 146,900 SH   DFND 1,5 0 0 146,900
FAIR ISAAC CORP COM 303250104 12,152 136,971 SH   DFND 6 136,971 0 0
FAIR ISAAC CORP COM 303250104 1,162 13,100 SH   DFND 7 11,300 0 1,800
FAIR ISAAC CORP COM 303250104 37,338 420,850 SH   DFND 11 420,850 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 7,403 407,192 SH   DFND 1,5 0 0 407,192
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 14,560 800,873 SH   DFND 1,9 0 0 800,873
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 16,058 912,360 SH   DFND 1,5 0 0 912,360
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 17,825 1,012,764 SH   DFND 6 1,012,764 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,381 78,481 SH   DFND 7 67,381 0 11,100
FAMILY DLR STORES INC COM 307000109 29,739 375,300 SH   DFND 1,5 0 0 375,300
FAMILY DLR STORES INC COM 307000109 2,580 32,561 SH   DFND 2 32,561 0 0
FAMILY DLR STORES INC COM 307000109 433 5,464 SH   DFND 3 5,464 0 0
FAMILY DLR STORES INC COM 307000109 512 6,467 SH   DFND 6 0 0 6,467
FASTENAL CO COM 311900104 5,834 140,800 SH   DFND 1,5 0 0 140,800
FASTENAL CO COM 311900104 3,815 92,076 SH   DFND 2 92,076 0 0
FASTENAL CO COM 311900104 632 15,259 SH   DFND 3 15,259 0 0
FASTENAL CO COM 311900104 1,035 24,973 SH   DFND 6 4,600 0 20,373
FATE THERAPEUTICS INC COM 31189P102 15,137 3,095,582 SH   DFND 1,5 123,836 0 2,971,746
FEDERAL AGRIC MTG CORP CL C 313148306 15,341 544,200 SH   DFND 1,5 27,300 0 516,900
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 128,133 870,408 SH   DFND 1,5 34,600 0 835,808
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 38,619 262,337 SH   DFND 6 255,933 0 6,404
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 16,643 113,059 SH   DFND 7 12,100 0 100,959
FEDERAL SIGNAL CORP COM 313855108 33,450 2,118,400 SH   DFND 1,5 0 0 2,118,400
FEDERATED INVS INC PA CL B 314211103 302,630 8,929,763 SH   DFND 1,5 17,500 0 8,912,263
FEDERATED INVS INC PA CL B 314211103 530 15,640 SH   DFND 3 15,640 0 0
FEDERATED INVS INC PA CL B 314211103 297 8,760 SH   DFND 6 0 0 8,760
FEDEX CORP COM 31428X106 2,419,217 14,622,043 SH   DFND 1,5 325,191 0 14,296,852
FEDEX CORP COM 31428X106 14,765 89,241 SH   DFND 2 89,241 0 0
FEDEX CORP COM 31428X106 6,328 38,250 SH   DFND 3 38,250 0 0
FEDEX CORP COM 31428X106 54,508 329,456 SH   DFND 6 212,909 0 116,547
FEDEX CORP COM 31428X106 168,133 1,016,214 SH   DFND 7 948,114 0 68,100
FEI CO COM 30241L109 1,244 16,300 SH   DFND 1,9 0 0 16,300
FELCOR LODGING TR INC COM 31430F101 117,327 10,211,253 SH   DFND 1,5 412,739 0 9,798,514
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 3,478 133,000 SH   DFND 1,5 30,000 0 103,000
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 1,752 67,000 SH   DFND 6 0 0 67,000
FELCOR LODGING TR INC COM 31430F101 42,862 3,730,392 SH   DFND 6 3,730,392 0 0
FELCOR LODGING TR INC COM 31430F101 16,199 1,409,812 SH   DFND 7 261,840 0 1,147,972
FERRO CORP COM 315405100 116,494 9,282,418 SH   DFND 1,5 0 0 9,282,418
FERRO CORP COM 315405100 22,269 1,774,434 SH   DFND 6 1,774,434 0 0
FERRO CORP COM 315405100 3,073 244,890 SH   DFND 7 139,190 0 105,700
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,703 288,400 SH   DFND 1,5 0 0 288,400
FIBROCELL SCIENCE INC COM NEW 315721209 16,265 3,606,440 SH   DFND 1,5 0 0 3,606,440
FIBROGEN INC COM 31572Q808 25,077 799,142 SH   DFND 1,5 54,100 0 745,042
FIDELITY & GTY LIFE COM 315785105 8,189 386,294 SH   DFND 1,5 0 0 386,294
FIDELITY & GTY LIFE COM 315785105 1,677 79,122 SH   DFND 6 79,122 0 0
FIDELITY & GTY LIFE COM 315785105 244 11,530 SH   DFND 7 11,530 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 413 2,144 SH   DFND 3 2,144 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 208,516 5,672,356 SH   DFND 1,5 10,604 0 5,661,752
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 6,414 454,903 SH   DFND 1,5 0 0 454,903
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 85,297 42,305,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,401 38,119 SH   DFND 6 0 0 38,119
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 2,238 1,110,000 PRN   DFND 6 0 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 179 12,698 SH   DFND 6 0 0 12,698
FIDELITY NATL INFORMATION SV COM 31620M106 1,233,254 18,120,107 SH   DFND 1,5 396,571 0 17,723,536
FIDELITY NATL INFORMATION SV COM 31620M106 167,128 2,455,600 SH   DFND 1,9 0 0 2,455,600
FIDELITY NATL INFORMATION SV COM 31620M106 25,148 369,500 SH   DFND 1,10 0 0 369,500
FIDELITY NATL INFORMATION SV COM 31620M106 6,571 96,552 SH   DFND 2 96,552 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,343 19,740 SH   DFND 3 19,740 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 37,191 546,444 SH   DFND 6 336,652 0 209,792
FIDELITY NATL INFORMATION SV COM 31620M106 139,015 2,042,533 SH   DFND 7 1,910,633 0 131,900
FIESTA RESTAURANT GROUP INC COM 31660B101 122,366 2,006,005 SH   DFND 1,5 450 0 2,005,555
FIESTA RESTAURANT GROUP INC COM 31660B101 6,896 113,050 SH   DFND 6 113,050 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 4,301 70,513 SH   DFND 7 23,113 0 47,400
FIFTH THIRD BANCORP COM 316773100 145,259 7,706,049 SH   DFND 1,5 1,746 0 7,704,303
FIFTH THIRD BANCORP COM 316773100 5,202 275,960 SH   DFND 2 275,960 0 0
FIFTH THIRD BANCORP COM 316773100 3,802 201,681 SH   DFND 3 201,681 0 0
FIFTH THIRD BANCORP COM 316773100 3,190 169,234 SH   DFND 6 52,200 0 117,034
FINISAR CORP COM NEW 31787A507 48,205 2,258,900 SH   DFND 1,5 0 0 2,258,900
FINISAR CORP COM NEW 31787A507 22,633 1,060,600 SH   DFND 1,9 0 0 1,060,600
FIREEYE INC COM 31816Q101 2,748 70,000 SH   DFND 1,5 7,700 0 62,300
FIREEYE INC COM 31816Q101 291 7,405 SH   DFND 6 0 0 7,405
FIRST AMERN FINL CORP COM 31847R102 281,457 7,888,365 SH   DFND 1,5 149,478 0 7,738,887
FIRST AMERN FINL CORP COM 31847R102 11,400 319,500 SH   DFND 6 319,500 0 0
FIRST AMERN FINL CORP COM 31847R102 2,223 62,300 SH   DFND 7 53,600 0 8,700
FIRST BANCORP P R COM NEW 318672706 46,057 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST BANCORP P R COM NEW 318672706 2,170 350,000 SH   DFND 1,10 16,300 0 333,700
FIRST CASH FINL SVCS INC COM 31942D107 1,084 23,300 SH   DFND 1,5 0 0 23,300
FIRST CASH FINL SVCS INC COM 31942D107 2,577 55,400 SH   DFND 1,10 2,634 0 52,766
FIRST COMWLTH FINL CORP PA COM 319829107 15,179 1,686,600 SH   DFND 1,5 0 0 1,686,600
FIRST CTZNS BANCSHARES INC N CL A 31946M103 386,727 1,489,186 SH   DFND 1,5 80 0 1,489,106
FIRST CTZNS BANCSHARES INC N CL A 31946M103 30,042 115,684 SH   DFND 6 115,684 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,952 19,070 SH   DFND 7 18,070 0 1,000
FIRST HORIZON NATL CORP COM 320517105 2,366 165,546 SH   DFND 1,5 27,318 0 138,228
FIRST HORIZON NATL CORP COM 320517105 464 32,472 SH   DFND 6 0 0 32,472
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 32,591 1,520,800 SH   DFND 1,5 0 0 1,520,800
FIRST NBC BK HLDG CO COM 32115D106 46,208 1,401,100 SH   DFND 1,5 20,100 0 1,381,000
FIRST NIAGARA FINL GP INC COM 33582V108 192,822 21,812,449 SH   DFND 1,5 573,789 0 21,238,660
FIRST NIAGARA FINL GP INC COM 33582V108 1,376 155,692 SH   DFND 6 106,792 0 48,900
FIRST NORTHWEST BANCORP COM 335834107 13,104 1,050,022 SH   DFND 6 1,050,022 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,594 127,700 SH   DFND 7 110,100 0 17,600
FIRST POTOMAC RLTY TR COM 33610F109 96,746 8,136,783 SH   DFND 1,5 343,119 0 7,793,664
FIRST POTOMAC RLTY TR COM 33610F109 890 74,858 SH   DFND 6 74,858 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 256,396 4,491,092 SH   DFND 1,5 207,392 0 4,283,700
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,081 18,936 SH   DFND 6 0 0 18,936
FIRST SOLAR INC COM 336433107 553,813 9,262,640 SH   DFND 1,5 1,187,118 0 8,075,522
FIRST SOLAR INC COM 336433107 1,523 25,477 SH   DFND 2 25,477 0 0
FIRST SOLAR INC COM 336433107 3,687 61,664 SH   DFND 6 51,580 0 10,084
FIRST W VA BANCORP INC COM 337493100 1,213 51,060 SH   DFND 1,5 2,160 0 48,900
FIRSTENERGY CORP COM 337932107 87,049 2,482,863 SH   DFND 1,5 3,540 0 2,479,323
FIRSTENERGY CORP COM 337932107 5,001 142,654 SH   DFND 2 142,654 0 0
FIRSTENERGY CORP COM 337932107 2,219 63,290 SH   DFND 3 63,290 0 0
FIRSTENERGY CORP COM 337932107 2,026 57,782 SH   DFND 6 0 0 57,782
FIRSTMERIT CORP COM 337915102 208,995 10,965,085 SH   DFND 1,5 285,638 0 10,679,447
FIRSTMERIT CORP COM 337915102 59,524 3,122,996 SH   DFND 6 3,122,996 0 0
FIRSTMERIT CORP COM 337915102 14,869 780,090 SH   DFND 7 645,790 0 134,300
FIRSTSERVICE CORP SUB VTG SH 33761N109 32,683 505,000 SH   DFND 11 505,000 0 0
FISERV INC COM 337738108 803,416 10,118,593 SH   DFND 1,5 272,724 0 9,845,869
FISERV INC COM 337738108 905 11,400 SH   DFND 1,9 0 0 11,400
FISERV INC COM 337738108 6,419 80,845 SH   DFND 2 80,845 0 0
FISERV INC COM 337738108 3,154 39,719 SH   DFND 3 39,719 0 0
FISERV INC COM 337738108 10,734 135,184 SH   DFND 6 83,400 0 51,784
FISERV INC COM 337738108 14,363 180,900 SH   DFND 7 73,400 0 107,500
FIVE BELOW INC COM 33829M101 153,240 4,308,116 SH   DFND 1,5 430,800 0 3,877,316
FIVE BELOW INC COM 33829M101 854 24,000 SH   DFND 6 24,000 0 0
FIVE OAKS INVT CORP COM 33830W106 5,301 497,700 SH   DFND 1,5 0 0 497,700
FIVE9 INC COM 338307101 20,597 3,704,518 SH   DFND 1,5 0 0 3,704,518
FLANIGANS ENTERPRISES INC COM 338517105 1,589 50,400 SH   DFND 1,5 2,200 0 48,200
FLEETCOR TECHNOLOGIES INC COM 339041105 377,408 2,500,714 SH   DFND 1,5 56,852 0 2,443,862
FLEETCOR TECHNOLOGIES INC COM 339041105 483 3,200 SH   DFND 1,9 0 0 3,200
FLEETCOR TECHNOLOGIES INC COM 339041105 855 5,664 SH   DFND 6 0 0 5,664
FLEETMATICS GROUP PLC COM G35569105 77,159 1,720,390 SH   DFND 1,5 58,000 0 1,662,390
FLEETMATICS GROUP PLC COM G35569105 55,319 1,233,412 SH   DFND 1,9 0 0 1,233,412
FLEX PHARMA INC COM 33938A105 12,003 612,396 SH   DFND 1,5 0 0 612,396
FLEXTRONICS INTL LTD ORD Y2573F102 7,026 554,300 SH   DFND 6 554,300 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 3,076 242,700 SH   DFND 7 242,700 0 0
FLIR SYS INC COM 302445101 1,481 47,348 SH   DFND 2 47,348 0 0
FLIR SYS INC COM 302445101 507 16,198 SH   DFND 3 16,198 0 0
FLIR SYS INC COM 302445101 387 12,370 SH   DFND 6 0 0 12,370
FLOWERS FOODS INC COM 343498101 275 12,080 SH   DFND 6 0 0 12,080
FLOWSERVE CORP COM 34354P105 2,577 45,627 SH   DFND 2 45,627 0 0
FLOWSERVE CORP COM 34354P105 646 11,438 SH   DFND 3 11,438 0 0
FLOWSERVE CORP COM 34354P105 7,600 134,531 SH   DFND 6 125,137 0 9,394
FLOWSERVE CORP COM 34354P105 3,084 54,590 SH   DFND 7 54,590 0 0
FLUIDIGM CORP DEL COM 34385P108 48,560 1,153,445 SH   DFND 1,5 300 0 1,153,145
FLUOR CORP NEW COM 343412102 36,417 637,100 SH   DFND 1,5 99,400 0 537,700
FLUOR CORP NEW COM 343412102 2,861 50,056 SH   DFND 2 50,056 0 0
FLUOR CORP NEW COM 343412102 643 11,252 SH   DFND 3 11,252 0 0
FLUOR CORP NEW COM 343412102 807 14,122 SH   DFND 6 0 0 14,122
FLY LEASING LTD SPONSORED ADR 34407D109 6,955 477,700 SH   DFND 6 477,700 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 2,943 202,100 SH   DFND 7 120,100 0 82,000
FMC TECHNOLOGIES INC COM 30249U101 225,103 6,082,209 SH   DFND 1,5 284,177 0 5,798,032
FMC TECHNOLOGIES INC COM 30249U101 2,901 78,390 SH   DFND 2 78,390 0 0
FMC TECHNOLOGIES INC COM 30249U101 2,569 69,424 SH   DFND 3 69,424 0 0
FMC TECHNOLOGIES INC COM 30249U101 592 15,998 SH   DFND 6 0 0 15,998
FMC TECHNOLOGIES INC COM 30249U101 234 6,320 SH   DFND 7 6,320 0 0
FNB CORP PA COM 302520101 32,883 2,502,500 SH   DFND 1,5 0 0 2,502,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 76,432 817,458 SH   DFND 1,5 16,273 0 801,185
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 32,258 345,000 SH   DFND 1,10 16,495 0 328,505
FOOT LOCKER INC COM 344849104 423,367 6,720,111 SH   DFND 1,5 161,049 0 6,559,062
FOOT LOCKER INC COM 344849104 271 4,296 SH   DFND 3 4,296 0 0
FOOT LOCKER INC COM 344849104 17,292 274,483 SH   DFND 6 255,721 0 18,762
FOOT LOCKER INC COM 344849104 15,153 240,528 SH   DFND 7 240,528 0 0
FORBES ENERGY SVCS LTD COM 345143101 2,120 2,058,243 SH   DFND 1,5 0 0 2,058,243
FORD MTR CO DEL COM PAR $0.01 345370860 909,971 56,379,841 SH   DFND 1,5 1,820,254 0 54,559,587
FORD MTR CO DEL COM PAR $0.01 345370860 21,626 1,339,871 SH   DFND 2 1,339,871 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 7,557 468,219 SH   DFND 3 468,219 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,675 537,487 SH   DFND 6 3,000 0 534,487
FORESIGHT ENERGY LP COM UNT RP INT 34552U104 37,317 2,393,628 SH   DFND 1,5 0 0 2,393,628
FOREST CITY ENTERPRISES INC CL A 345550107 321,519 12,598,710 SH   DFND 1,5 370,193 0 12,228,517
FOREST CITY ENTERPRISES INC CL A 345550107 41,943 1,643,537 SH   DFND 6 1,620,900 0 22,637
FOREST CITY ENTERPRISES INC CL A 345550107 14,896 583,691 SH   DFND 7 128,800 0 454,891
FORRESTER RESH INC COM 346563109 379 10,300 SH   DFND 1,5 0 0 10,300
FORTINET INC COM 34959E109 19,872 568,596 SH   DFND 1,5 0 0 568,596
FORTINET INC COM 34959E109 269 7,700 SH   DFND 1,9 0 0 7,700
FORTINET INC COM 34959E109 1,188 33,985 SH   DFND 6 24,598 0 9,387
FORTRESS INVESTMENT GROUP LL CL A 34958B106 84,643 10,488,600 SH   DFND 1,5 0 0 10,488,600
FORTRESS INVESTMENT GROUP LL CL A 34958B106 286 35,400 SH   DFND 7 35,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 74,656 1,572,357 SH   DFND 1,5 21,365 0 1,550,992
FORTUNE BRANDS HOME & SEC IN COM 34964C106 865 18,226 SH   DFND 6 0 0 18,226
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 6,479 330,573 SH   DFND 1,5 373 0 330,200
FORWARD AIR CORP COM 349853101 23,892 440,000 SH   DFND 1,5 0 0 440,000
FORWARD PHARMA A/S SPONSORED ADR 34986J105 4,047 142,900 SH   DFND 1,5 0 0 142,900
FOSSIL GROUP INC COM 34988V106 385,610 4,676,892 SH   DFND 1,5 162,299 0 4,514,593
FOSSIL GROUP INC COM 34988V106 1,238 15,016 SH   DFND 2 15,016 0 0
FOSSIL GROUP INC COM 34988V106 243 2,953 SH   DFND 6 0 0 2,953
FOUNDATION MEDICINE INC COM 350465100 111,177 2,310,900 SH   DFND 1,5 200 0 2,310,700
FRANCESCAS HLDGS CORP COM 351793104 1,857 104,300 SH   DFND 1,5 4,400 0 99,900
FRANCESCAS HLDGS CORP COM 351793104 1,418 79,663 SH   DFND 6 79,663 0 0
FRANCO NEVADA CORP COM 351858105 288,533 5,953,752 SH   DFND 1,5 213,811 0 5,739,941
FRANCO NEVADA CORP COM 351858105 19,637 405,207 SH   DFND 6 82,207 0 323,000
FRANCO NEVADA CORP COM 351858105 3,688 76,100 SH   DFND 7 56,100 0 20,000
FRANCO NEVADA CORP COM 351858105 332,263 6,856,098 SH   DFND 11 5,469,298 0 1,386,800
FRANKLIN RES INC COM 354613101 56,283 1,096,700 SH   DFND 1,5 0 0 1,096,700
FRANKLIN RES INC COM 354613101 6,809 132,685 SH   DFND 2 132,685 0 0
FRANKLIN RES INC COM 354613101 2,474 48,198 SH   DFND 3 48,198 0 0
FRANKLIN RES INC COM 354613101 1,683 32,785 SH   DFND 6 0 0 32,785
FRANKLIN STREET PPTYS CORP COM 35471R106 45,116 3,519,200 SH   DFND 1,5 0 0 3,519,200
FRANKS INTL N V COM N33462107 41,447 2,216,412 SH   DFND 1,5 26 0 2,216,386
FREEPORT-MCMORAN INC CL B 35671D857 360,651 19,031,723 SH   DFND 1,5 488,767 0 18,542,956
FREEPORT-MCMORAN INC CL B 35671D857 7,896 416,700 SH   DFND 1,10 0 0 416,700
FREEPORT-MCMORAN INC CL B 35671D857 6,674 352,200 SH   DFND 2 352,200 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,780 93,921 SH   DFND 3 93,921 0 0
FREEPORT-MCMORAN INC CL B 35671D857 16,254 857,757 SH   DFND 6 480,882 0 376,875
FREEPORT-MCMORAN INC CL B 35671D857 47,634 2,513,677 SH   DFND 7 2,360,977 0 152,700
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 1,065,065 26,130,148 SH   DFND 1,5 2,185,863 0 23,944,285
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 38,485 944,183 SH   DFND 1,9 0 0 944,183
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 4,080 100,105 SH   DFND 6 92,308 0 7,797
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 546 13,400 SH   DFND 7 13,400 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 318,673 8,190,000 SH   DFND 1,5 930,500 0 7,259,500
FRESH MKT INC COM 35804H106 22,308 548,911 SH   DFND 1,5 0 0 548,911
FRONTIER COMMUNICATIONS CORP COM 35906A108 94,015 13,335,456 SH   DFND 1,5 39,922 0 13,295,534
FRONTIER COMMUNICATIONS CORP COM 35906A108 2,394 339,535 SH   DFND 2 339,535 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 829 117,629 SH   DFND 3 117,629 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 972 137,933 SH   DFND 6 0 0 137,933
FTD COS INC COM 30281V108 1,269 42,375 SH   DFND 1,5 10,251 0 32,124
FTI CONSULTING INC COM 302941109 182,685 4,876,800 SH   DFND 1,5 0 0 4,876,800
FULLER H B CO COM 359694106 36,243 845,405 SH   DFND 1,5 3,200 0 842,205
FULTON FINL CORP PA COM 360271100 305 24,734 SH   DFND 6 0 0 24,734
FURMANITE CORPORATION COM 361086101 3,575 453,118 SH   DFND 1,5 0 0 453,118
FURMANITE CORPORATION COM 361086101 16,950 2,148,270 SH   DFND 6 2,148,270 0 0
FURMANITE CORPORATION COM 361086101 1,686 213,676 SH   DFND 7 182,576 0 31,100
G & K SVCS INC CL A 361268105 21,230 292,700 SH   DFND 1,5 0 0 292,700
G-III APPAREL GROUP LTD COM 36237H101 354,803 3,149,603 SH   DFND 1,5 274 0 3,149,329
G-III APPAREL GROUP LTD COM 36237H101 360 3,200 SH   DFND 6 3,200 0 0
GALLAGHER ARTHUR J & CO COM 363576109 102,108 2,184,118 SH   DFND 1,5 18 0 2,184,100
GALLAGHER ARTHUR J & CO COM 363576109 532 11,384 SH   DFND 6 0 0 11,384
GAMESTOP CORP NEW CL A 36467W109 571,432 15,053,529 SH   DFND 1,5 364,134 0 14,689,395
GAMESTOP CORP NEW CL A 36467W109 1,372 36,141 SH   DFND 2 36,141 0 0
GAMESTOP CORP NEW CL A 36467W109 561 14,772 SH   DFND 6 0 0 14,772
GAMESTOP CORP NEW CL A 36467W109 44,413 1,170,000 SH   DFND 11 1,170,000 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 30,885 837,665 SH   DFND 1,5 2,669 0 834,996
GAMING & LEISURE PPTYS INC COM 36467J108 404 10,952 SH   DFND 6 0 0 10,952
GANNETT INC COM 364730101 40,626 1,095,625 SH   DFND 1,5 35,025 0 1,060,600
GANNETT INC COM 364730101 2,849 76,834 SH   DFND 2 76,834 0 0
GANNETT INC COM 364730101 779 21,018 SH   DFND 3 21,018 0 0
GANNETT INC COM 364730101 1,158 31,217 SH   DFND 6 0 0 31,217
GAP INC DEL COM 364760108 3,892 89,833 SH   DFND 2 89,833 0 0
GAP INC DEL COM 364760108 1,446 33,373 SH   DFND 3 33,373 0 0
GAP INC DEL COM 364760108 741 17,101 SH   DFND 6 0 0 17,101
GARMIN LTD SHS H2906T109 46,110 970,330 SH   DFND 1,5 30 0 970,300
GARMIN LTD SHS H2906T109 1,945 40,929 SH   DFND 2 40,929 0 0
GARMIN LTD SHS H2906T109 645 13,582 SH   DFND 3 13,582 0 0
GARMIN LTD SHS H2906T109 799 16,808 SH   DFND 6 0 0 16,808
GARTNER INC COM 366651107 312,741 3,729,762 SH   DFND 1,5 61,026 0 3,668,736
GARTNER INC COM 366651107 200 2,386 SH   DFND 3 2,386 0 0
GARTNER INC COM 366651107 705 8,413 SH   DFND 6 2,246 0 6,167
GARTNER INC COM 366651107 4,745 56,590 SH   DFND 7 56,590 0 0
GASLOG LTD SHS G37585109 57,095 2,940,000 SH   DFND 1,5 175,200 0 2,764,800
GATX CORP COM 361448103 5,148 88,794 SH   DFND 1,5 0 0 88,794
GATX CORP COM 361448103 368 6,340 SH   DFND 6 0 0 6,340
GENCOR INDS INC COM 368678108 4,610 460,500 SH   DFND 1,5 20,100 0 440,400
GENCORP INC COM 368682100 91,816 3,959,294 SH   DFND 1,5 56,750 0 3,902,544
GENERAC HLDGS INC COM 368736104 84,960 1,744,915 SH   DFND 1,5 3,700 0 1,741,215
GENERAC HLDGS INC COM 368736104 7,017 144,110 SH   DFND 6 144,110 0 0
GENERAC HLDGS INC COM 368736104 1,372 28,170 SH   DFND 7 24,270 0 3,900
GENERAC HLDGS INC COM 368736104 43,470 892,800 SH   DFND 11 892,800 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 14,378 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 925 53,705 SH   DFND 1,5 8,555 0 45,150
GENERAL COMMUNICATION INC CL A 369385109 1,511 95,869 SH   DFND 1,5 0 0 95,869
GENERAL DYNAMICS CORP COM 369550108 288,669 2,126,785 SH   DFND 1,5 975 0 2,125,810
GENERAL DYNAMICS CORP COM 369550108 14,487 106,731 SH   DFND 2 106,731 0 0
GENERAL DYNAMICS CORP COM 369550108 8,415 61,999 SH   DFND 3 61,999 0 0
GENERAL DYNAMICS CORP COM 369550108 12,772 94,095 SH   DFND 6 37,999 0 56,096
GENERAL DYNAMICS CORP COM 369550108 21,778 160,450 SH   DFND 7 115,850 0 44,600
GENERAL ELECTRIC CO COM 369604103 3,152,211 127,054,055 SH   DFND 1,5 3,934,359 0 123,119,696
GENERAL ELECTRIC CO COM 369604103 84,576 3,408,968 SH   DFND 2 3,408,968 0 0
GENERAL ELECTRIC CO COM 369604103 26,666 1,074,817 SH   DFND 3 1,074,817 0 0
GENERAL ELECTRIC CO COM 369604103 72,734 2,931,633 SH   DFND 6 1,551,388 0 1,380,245
GENERAL ELECTRIC CO COM 369604103 61,772 2,489,789 SH   DFND 7 2,489,789 0 0
GENERAL ELECTRIC CO COM 369604103 21,783 878,000 SH   DFND 11 878,000 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 477,529 16,160,033 SH   DFND 1,5 7,451,633 0 8,708,400
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,288 212,800 SH   DFND 2 212,800 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 14,031 474,809 SH   DFND 6 396,600 0 78,209
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,620 190,200 SH   DFND 7 18,600 0 171,600
GENERAL GROWTH PPTYS INC NEW COM 370023103 12,733 430,910 SH   DFND 11 430,910 0 0
GENERAL MLS INC COM 370334104 228,141 4,030,768 SH   DFND 1,5 280,968 0 3,749,800
GENERAL MLS INC COM 370334104 11,574 204,488 SH   DFND 2 204,488 0 0
GENERAL MLS INC COM 370334104 7,872 139,077 SH   DFND 3 139,077 0 0
GENERAL MLS INC COM 370334104 2,438 43,072 SH   DFND 6 1,189 0 41,883
GENERAL MLS INC COM 370334104 4,385 77,470 SH   DFND 7 77,470 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 50,880 1,833,520 SH   DFND 1,5 80,844 0 1,752,676
GENERAL MTRS CO COM 37045V100 966,862 25,782,998 SH   DFND 1,5 2,370,939 0 23,412,059
GENERAL MTRS CO *W EXP 07/10/201 37045V126 32,345 1,646,071 SH   DFND 1,5 80,844 0 1,565,227
GENERAL MTRS CO COM 37045V100 17,181 458,160 SH   DFND 2 458,160 0 0
GENERAL MTRS CO COM 37045V100 5,054 134,779 SH   DFND 3 134,779 0 0
GENERAL MTRS CO COM 37045V100 21,070 561,858 SH   DFND 6 161,856 0 400,002
GENERAL MTRS CO COM 37045V100 56,867 1,516,466 SH   DFND 7 1,516,466 0 0
GENESCO INC COM 371532102 250,756 3,520,374 SH   DFND 1,5 246 0 3,520,128
GENESCO INC COM 371532102 5,844 82,038 SH   DFND 6 82,038 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 16,628 137,000 SH   DFND 1,5 0 0 137,000
GENESEE & WYO INC CL A 371559105 109,411 1,134,500 SH   DFND 1,5 0 0 1,134,500
GENESEE & WYO INC CL A 371559105 54,344 563,502 SH   DFND 6 558,064 0 5,438
GENESEE & WYO INC CL A 371559105 9,542 98,940 SH   DFND 7 96,940 0 2,000
GENESIS ENERGY L P UNIT LTD PARTN 371927104 12,145 258,400 SH   DFND 1,5 0 0 258,400
GENMARK DIAGNOSTICS INC COM 372309104 81,544 6,282,297 SH   DFND 1,5 454,900 0 5,827,397
GENOCEA BIOSCIENCES INC COM 372427104 41,336 3,485,340 SH   DFND 1,5 155,500 0 3,329,840
GENOCEA BIOSCIENCES INC COM 372427104 127 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 17,730 580,348 SH   DFND 1,5 0 0 580,348
GENPACT LIMITED SHS G3922B107 185,604 7,982,965 SH   DFND 1,5 26,600 0 7,956,365
GENPACT LIMITED SHS G3922B107 65,710 2,826,242 SH   DFND 6 2,805,232 0 21,010
GENPACT LIMITED SHS G3922B107 6,169 265,330 SH   DFND 7 251,630 0 13,700
GENTEX CORP COM 371901109 70,315 3,842,372 SH   DFND 1,5 9,100 0 3,833,272
GENTEX CORP COM 371901109 518 28,304 SH   DFND 6 0 0 28,304
GENTHERM INC COM 37253A103 7,860 155,610 SH   DFND 6 155,610 0 0
GENTHERM INC COM 37253A103 1,541 30,510 SH   DFND 7 26,310 0 4,200
GENUINE PARTS CO COM 372460105 10,162 109,044 SH   DFND 1,5 429 0 108,615
GENUINE PARTS CO COM 372460105 4,820 51,719 SH   DFND 2 51,719 0 0
GENUINE PARTS CO COM 372460105 3,291 35,316 SH   DFND 3 35,316 0 0
GENUINE PARTS CO COM 372460105 1,043 11,187 SH   DFND 6 0 0 11,187
GENWORTH FINL INC COM CL A 37247D106 203,586 27,850,350 SH   DFND 1,5 1,139,000 0 26,711,350
GENWORTH FINL INC COM CL A 37247D106 1,230 168,231 SH   DFND 2 168,231 0 0
GENWORTH FINL INC COM CL A 37247D106 458 62,676 SH   DFND 3 62,676 0 0
GENWORTH FINL INC COM CL A 37247D106 1,282 175,411 SH   DFND 6 107,100 0 68,311
GEO GROUP INC NEW COM 36162J106 104,976 2,400,000 SH   DFND 1,5 0 0 2,400,000
GEOSPACE TECHNOLOGIES CORP COM 37364X109 30,236 1,831,400 SH   DFND 1,5 60,100 0 1,771,300
GERDAU S A SPON ADR REP PFD 373737105 435 135,900 SH   DFND 1,5 0 0 135,900
GERON CORP COM 374163103 88,744 23,539,643 SH   DFND 1,5 0 0 23,539,643
GIBRALTAR INDS INC COM 374689107 2,319 141,340 SH   DFND 1,5 0 0 141,340
GILDAN ACTIVEWEAR INC COM 375916103 470,444 15,957,190 SH   DFND 1,5 612,200 0 15,344,990
GILDAN ACTIVEWEAR INC COM 375916103 47,605 1,613,454 SH   DFND 6 1,230,800 0 382,654
GILDAN ACTIVEWEAR INC COM 375916103 12,868 436,380 SH   DFND 7 362,580 0 73,800
GILDAN ACTIVEWEAR INC COM 375916103 535,075 18,149,406 SH   DFND 11 16,766,306 0 1,383,100
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 4,782 1,110,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 8,665,841 88,309,800 SH   DFND 1,5 3,322,962 0 84,986,838
GILEAD SCIENCES INC COM 375558103 49,502 504,458 SH   DFND 2 504,458 0 0
GILEAD SCIENCES INC COM 375558103 23,937 243,928 SH   DFND 3 243,928 0 0
GILEAD SCIENCES INC COM 375558103 74,399 758,170 SH   DFND 6 397,597 0 360,573
GILEAD SCIENCES INC COM 375558103 217,872 2,220,240 SH   DFND 7 2,140,640 0 79,600
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 540,191 11,705,113 SH   DFND 1,5 27,898 0 11,677,215
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 682 14,778 SH   DFND 3 14,778 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 8,952 193,980 SH   DFND 6 193,980 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 24,717 535,572 SH   DFND 7 535,572 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 43,208 2,796,638 SH   DFND 1,5 63,560 0 2,733,078
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,032 261,000 SH   DFND 6 261,000 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 878 56,800 SH   DFND 7 49,500 0 7,300
GLOBAL CASH ACCESS HLDGS INC COM 378967103 30,116 3,952,200 SH   DFND 1,5 0 0 3,952,200
GLOBAL CASH ACCESS HLDGS INC COM 378967103 4,715 618,750 SH   DFND 6 618,750 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 914 120,010 SH   DFND 7 103,210 0 16,800
GLOBAL EAGLE ENTMT INC COM 37951D102 5,785 434,600 SH   DFND 1,5 0 0 434,600
GLOBAL PMTS INC COM 37940X102 460,201 5,019,647 SH   DFND 1,5 176 0 5,019,471
GLOBAL PMTS INC COM 37940X102 431 4,700 SH   DFND 1,9 0 0 4,700
GLOBAL PMTS INC COM 37940X102 41,179 449,161 SH   DFND 6 444,510 0 4,651
GLOBAL PMTS INC COM 37940X102 2,168 23,650 SH   DFND 7 20,450 0 3,200
GLOBALSTAR INC COM 378973408 17,249 5,180,000 SH   DFND 1,5 0 0 5,180,000
GLOBANT S A COM L44385109 9,352 444,087 SH   DFND 1,5 0 0 444,087
GLOBANT S A COM L44385109 13,712 651,109 SH   DFND 6 651,109 0 0
GLOBANT S A COM L44385109 1,344 63,800 SH   DFND 7 59,300 0 4,500
GNC HLDGS INC COM CL A 36191G107 420,727 8,574,010 SH   DFND 1,5 195,193 0 8,378,817
GNC HLDGS INC COM CL A 36191G107 27,921 569,004 SH   DFND 6 562,740 0 6,264
GNC HLDGS INC COM CL A 36191G107 3,258 66,400 SH   DFND 7 37,600 0 28,800
GOGO INC COM 38046C109 40,859 2,143,685 SH   DFND 1,5 0 0 2,143,685
GOGO INC COM 38046C109 31,330 1,643,760 SH   DFND 6 1,643,760 0 0
GOGO INC COM 38046C109 14,019 735,530 SH   DFND 7 666,730 0 68,800
GOLAR LNG LTD BERMUDA SHS G9456A100 268,853 8,078,522 SH   DFND 1,5 167,020 0 7,911,502
GOLAR LNG LTD BERMUDA SHS G9456A100 236 7,085 SH   DFND 6 102 0 6,983
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 23,026 5,742,226 SH   DFND 1,5 0 0 5,742,226
GOLD RESOURCE CORP COM 38068T105 140 44,000 SH   DFND 1,5 0 0 44,000
GOLD STD VENTURES CORP COM 380738104 919 2,155,400 SH   DFND 1,5 0 0 2,155,400
GOLDCORP INC NEW COM 380956409 102,925 5,687,610 SH   DFND 1,5 24,100 0 5,663,510
GOLDCORP INC NEW COM 380956409 2,442 134,924 SH   DFND 3 134,924 0 0
GOLDCORP INC NEW COM 380956409 43,409 2,398,740 SH   DFND 11 2,398,740 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 767,427 4,082,712 SH   DFND 1,5 112 0 4,082,600
GOLDMAN SACHS GROUP INC COM 38141G104 25,792 137,216 SH   DFND 2 137,216 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,996 58,501 SH   DFND 3 58,501 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,358 65,744 SH   DFND 6 4,200 0 61,544
GOLDMAN SACHS GROUP INC COM 38141G104 1,621 8,626 SH   DFND 7 8,626 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 1,505 209,300 SH   DFND 11 209,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 89,917 3,320,437 SH   DFND 1,5 33,058 0 3,287,379
GOODYEAR TIRE & RUBR CO COM 382550101 2,472 91,300 SH   DFND 2 91,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 238 8,788 SH   DFND 3 8,788 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 506 18,693 SH   DFND 6 0 0 18,693
GOOGLE INC CL C 38259P706 8,616,225 15,723,039 SH   DFND 1,5 695,935 0 15,027,104
GOOGLE INC CL A 38259P508 8,119,690 14,637,985 SH   DFND 1,5 790,518 0 13,847,467
GOOGLE INC CL A 38259P508 340,621 614,063 SH   DFND 1,9 0 0 614,063
GOOGLE INC CL C 38259P706 342,876 625,686 SH   DFND 1,9 0 0 625,686
GOOGLE INC CL C 38259P706 18,687 34,100 SH   DFND 1,10 0 0 34,100
GOOGLE INC CL A 38259P508 53,651 96,720 SH   DFND 2 96,720 0 0
GOOGLE INC CL C 38259P706 53,113 96,922 SH   DFND 2 96,922 0 0
GOOGLE INC CL C 38259P706 21,178 38,646 SH   DFND 3 38,646 0 0
GOOGLE INC CL A 38259P508 25,105 45,259 SH   DFND 3 45,259 0 0
GOOGLE INC CL C 38259P706 76,611 139,801 SH   DFND 6 82,082 0 57,719
GOOGLE INC CL A 38259P508 119,369 215,195 SH   DFND 6 156,523 0 58,672
GOOGLE INC CL C 38259P706 206,376 376,599 SH   DFND 7 361,456 0 15,143
GOOGLE INC CL A 38259P508 325,512 586,825 SH   DFND 7 568,632 0 18,193
GOOGLE INC CL A 38259P508 50,139 90,390 SH   DFND 11 90,390 0 0
GOOGLE INC CL C 38259P706 1,370 2,500 SH   DFND 11 2,500 0 0
GOPRO INC CL A 38268T103 135,279 3,116,300 SH   DFND 1,5 0 0 3,116,300
GOPRO INC CL A 38268T103 3,176 73,154 SH   DFND 6 71,100 0 2,054
GP STRATEGIES CORP COM 36225V104 12,231 330,557 SH   DFND 1,5 0 0 330,557
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 7,275 111,000 SH   DFND 1,10 5,300 0 105,700
GRACE W R & CO DEL NEW COM 38388F108 243,346 2,461,268 SH   DFND 1,5 1,000 0 2,460,268
GRACE W R & CO DEL NEW COM 38388F108 591 5,974 SH   DFND 6 0 0 5,974
GRACO INC COM 384109104 296 4,098 SH   DFND 6 0 0 4,098
GRAFTECH INTL LTD COM 384313102 58,719 15,094,902 SH   DFND 1,5 4,600 0 15,090,302
GRAHAM HLDGS CO COM 384637104 2,135 2,034 SH   DFND 3 2,034 0 0
GRAHAM HLDGS CO COM 384637104 503 479 SH   DFND 6 0 0 479
GRAINGER W W INC COM 384802104 23,590 100,038 SH   DFND 1,5 138 0 99,900
GRAINGER W W INC COM 384802104 4,794 20,330 SH   DFND 2 20,330 0 0
GRAINGER W W INC COM 384802104 2,807 11,904 SH   DFND 3 11,904 0 0
GRAINGER W W INC COM 384802104 939 3,980 SH   DFND 6 0 0 3,980
GRAMERCY PPTY TR INC COM NEW 38489R605 52,601 1,873,925 SH   DFND 1,5 42,675 0 1,831,250
GRAMERCY PPTY TR INC COM NEW 38489R605 8,430 300,325 SH   DFND 6 300,325 0 0
GRAMERCY PPTY TR INC COM NEW 38489R605 3,372 120,125 SH   DFND 7 14,200 0 105,925
GRANITE CONSTR INC COM 387328107 1,036 29,468 SH   DFND 1,5 0 0 29,468
GRAPHIC PACKAGING HLDG CO COM 388689101 197,131 13,557,834 SH   DFND 1,5 0 0 13,557,834
GRAPHIC PACKAGING HLDG CO COM 388689101 542 37,264 SH   DFND 3 37,264 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 25,244 1,736,160 SH   DFND 6 1,736,160 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 2,480 170,570 SH   DFND 7 149,670 0 20,900
GRAY TELEVISION INC COM 389375106 103,032 7,455,297 SH   DFND 1,5 27,900 0 7,427,397
GRAY TELEVISION INC COM 389375106 441 31,900 SH   DFND 7 31,900 0 0
GREAT AJAX CORP COM 38983D300 7,265 500,000 SH   DFND 1,5 0 0 500,000
GREAT PLAINS ENERGY INC COM 391164100 40,980 1,536,000 SH   DFND 1,5 0 0 1,536,000
GREAT PLAINS ENERGY INC COM 391164100 11,785 441,726 SH   DFND 6 420,547 0 21,179
GREAT PLAINS ENERGY INC COM 391164100 4,911 184,060 SH   DFND 7 184,060 0 0
GREEN DOT CORP CL A 39304D102 34,863 2,189,900 SH   DFND 1,5 92,800 0 2,097,100
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 19,467 12,860,000 PRN   DFND 1,5 0 0 0
GREENHILL & CO INC COM 395259104 49,106 1,238,485 SH   DFND 1,5 30,815 0 1,207,670
GREENHILL & CO INC COM 395259104 250 6,300 SH   DFND 6 6,300 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 18,926 595,170 SH   DFND 1,5 0 0 595,170
GRIFOLS S A SP ADR REP B NVT 398438408 8,382 255,460 SH   DFND 1,5 0 0 255,460
GROUPE CGI INC CL A SUB VTG 39945C109 267,703 6,311,601 SH   DFND 1,5 267,600 0 6,044,001
GROUPE CGI INC CL A SUB VTG 39945C109 8,504 200,500 SH   DFND 6 0 0 200,500
GROUPE CGI INC CL A SUB VTG 39945C109 653 15,400 SH   DFND 7 15,400 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 777,981 18,342,357 SH   DFND 11 16,354,257 0 1,988,100
GROUPON INC COM CL A 399473107 655,933 90,975,409 SH   DFND 1,5 845,000 0 90,130,409
GROUPON INC COM CL A 399473107 68,856 9,550,000 SH   DFND 1,9 0 0 9,550,000
GROUPON INC COM CL A 399473107 2,989 414,591 SH   DFND 6 381,500 0 33,091
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 49,463 2,136,641 SH   DFND 1,5 83,871 0 2,052,770
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 121,248 3,673,056 SH   DFND 1,5 99,506 0 3,573,550
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 10,656 322,800 SH   DFND 1,10 15,400 0 307,400
GSI TECHNOLOGY COM 36241U106 670 113,600 SH   DFND 1,5 0 0 113,600
GUESS INC COM 401617105 222,214 11,953,400 SH   DFND 1,5 383,300 0 11,570,100
GUIDEWIRE SOFTWARE INC COM 40171V100 86,586 1,645,800 SH   DFND 1,5 258,300 0 1,387,500
GULFMARK OFFSHORE INC CL A NEW 402629208 50,123 3,843,817 SH   DFND 1,5 118,000 0 3,725,817
GULFMARK OFFSHORE INC CL A NEW 402629208 346 26,500 SH   DFND 7 1,300 0 25,200
GULFPORT ENERGY CORP COM NEW 402635304 70,861 1,543,471 SH   DFND 1,5 421 0 1,543,050
GULFPORT ENERGY CORP COM NEW 402635304 311 6,765 SH   DFND 6 0 0 6,765
GW PHARMACEUTICALS PLC ADS 36197T103 152,503 1,673,470 SH   DFND 1,5 0 0 1,673,470
GW PHARMACEUTICALS PLC ADS 36197T103 1,154 12,665 SH   DFND 6 12,665 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 17,978 559,373 SH   DFND 1,5 0 0 559,373
HABIT RESTAURANTS INC COM CL A 40449J103 575 17,900 SH   DFND 6 17,900 0 0
HACKETT GROUP INC COM 404609109 4,336 485,067 SH   DFND 6 485,067 0 0
HACKETT GROUP INC COM 404609109 472 52,764 SH   DFND 7 52,764 0 0
HAEMONETICS CORP COM 405024100 39,890 888,030 SH   DFND 6 888,030 0 0
HAEMONETICS CORP COM 405024100 3,959 88,140 SH   DFND 7 53,940 0 34,200
HAEMONETICS CORP COM 405024100 59,074 1,315,100 SH   DFND 11 1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 290,045 4,528,418 SH   DFND 1,5 160,698 0 4,367,720
HAIN CELESTIAL GROUP INC COM 405217100 2,508 39,154 SH   DFND 6 31,600 0 7,554
HALLIBURTON CO COM 406216101 809,681 18,452,171 SH   DFND 1,5 617,056 0 17,835,115
HALLIBURTON CO COM 406216101 12,628 287,783 SH   DFND 2 287,783 0 0
HALLIBURTON CO COM 406216101 5,932 135,189 SH   DFND 3 135,189 0 0
HALLIBURTON CO COM 406216101 22,860 520,971 SH   DFND 6 248,836 0 272,135
HALLIBURTON CO COM 406216101 78,748 1,794,616 SH   DFND 7 1,643,416 0 151,200
HALLIBURTON CO COM 406216101 658 15,000 SH   DFND 11 15,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 51,798 3,627,337 SH   DFND 1,5 0 0 3,627,337
HALYARD HEALTH INC COM 40650V100 6,256 127,154 SH   DFND 1,5 20,432 0 106,722
HANESBRANDS INC COM 410345102 237,712 7,093,760 SH   DFND 1,5 660 0 7,093,100
HANESBRANDS INC COM 410345102 4,549 135,750 SH   DFND 2 135,750 0 0
HANESBRANDS INC COM 410345102 313 9,349 SH   DFND 3 9,349 0 0
HANESBRANDS INC COM 410345102 2,831 84,491 SH   DFND 6 57,376 0 27,115
HANESBRANDS INC COM 410345102 3,338 99,624 SH   DFND 7 99,624 0 0
HANESBRANDS INC COM 410345102 156,230 4,662,200 SH   DFND 11 4,662,200 0 0
HANGER INC COM NEW 41043F208 49,224 2,169,400 SH   DFND 1,5 93,400 0 2,076,000
HANGER INC COM NEW 41043F208 62,425 2,751,232 SH   DFND 6 2,751,232 0 0
HANGER INC COM NEW 41043F208 8,313 366,372 SH   DFND 7 303,572 0 62,800
HANMI FINL CORP COM NEW 410495204 6,806 321,800 SH   DFND 1,5 0 0 321,800
HANMI FINL CORP COM NEW 410495204 46,095 2,179,411 SH   DFND 6 2,179,411 0 0
HANMI FINL CORP COM NEW 410495204 7,545 356,730 SH   DFND 7 271,630 0 85,100
HANOVER INS GROUP INC COM 410867105 3,491 48,100 SH   DFND 1,5 0 0 48,100
HANOVER INS GROUP INC COM 410867105 441 6,077 SH   DFND 6 0 0 6,077
HARLEY DAVIDSON INC COM 412822108 649,238 10,688,800 SH   DFND 1,5 71,800 0 10,617,000
HARLEY DAVIDSON INC COM 412822108 4,352 71,643 SH   DFND 2 71,643 0 0
HARLEY DAVIDSON INC COM 412822108 795 13,083 SH   DFND 3 13,083 0 0
HARLEY DAVIDSON INC COM 412822108 12,989 213,851 SH   DFND 6 179,290 0 34,561
HARLEY DAVIDSON INC COM 412822108 26,136 430,300 SH   DFND 7 430,300 0 0
HARMAN INTL INDS INC COM 413086109 375,843 2,812,563 SH   DFND 1,5 59,523 0 2,753,040
HARMAN INTL INDS INC COM 413086109 3,106 23,244 SH   DFND 2 23,244 0 0
HARMAN INTL INDS INC COM 413086109 547 4,093 SH   DFND 3 4,093 0 0
HARMAN INTL INDS INC COM 413086109 1,017 7,608 SH   DFND 6 2,961 0 4,647
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,982 2,288,300 SH   DFND 1,5 0 0 2,288,300
HARRIS CORP DEL COM 413875105 142,258 1,806,217 SH   DFND 1,5 17 0 1,806,200
HARRIS CORP DEL COM 413875105 2,777 35,265 SH   DFND 2 35,265 0 0
HARRIS CORP DEL COM 413875105 459 5,823 SH   DFND 3 5,823 0 0
HARRIS CORP DEL COM 413875105 1,022 12,974 SH   DFND 6 0 0 12,974
HARTE-HANKS INC COM 416196103 7,540 966,700 SH   DFND 1,5 41,000 0 925,700
HARTFORD FINL SVCS GROUP INC COM 416515104 303,849 7,265,643 SH   DFND 1,5 297,443 0 6,968,200
HARTFORD FINL SVCS GROUP INC COM 416515104 5,962 142,575 SH   DFND 2 142,575 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 871 20,825 SH   DFND 3 20,825 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,028 168,055 SH   DFND 6 68,550 0 99,505
HARTFORD FINL SVCS GROUP INC COM 416515104 798 19,080 SH   DFND 7 19,080 0 0
HARVARD BIOSCIENCE INC COM 416906105 564 96,884 SH   DFND 6 96,884 0 0
HASBRO INC COM 418056107 22,128 349,900 SH   DFND 1,5 0 0 349,900
HASBRO INC COM 418056107 2,396 37,894 SH   DFND 2 37,894 0 0
HASBRO INC COM 418056107 857 13,548 SH   DFND 3 13,548 0 0
HASBRO INC COM 418056107 578 9,136 SH   DFND 6 0 0 9,136
HATTERAS FINL CORP COM 41902R103 18,026 992,600 SH   DFND 1,5 0 0 992,600
HAWAIIAN ELEC INDUSTRIES COM 419870100 10,433 324,800 SH   DFND 1,5 0 0 324,800
HAWAIIAN ELEC INDUSTRIES COM 419870100 449 13,974 SH   DFND 6 0 0 13,974
HAWAIIAN HOLDINGS INC COM 419879101 4,392 199,400 SH   DFND 1,5 0 0 199,400
HAYNES INTERNATIONAL INC COM NEW 420877201 79,268 1,776,903 SH   DFND 1,5 0 0 1,776,903
HCA HOLDINGS INC COM 40412C101 1,382,196 18,372,931 SH   DFND 1,5 282,556 0 18,090,375
HCA HOLDINGS INC COM 40412C101 7,501 99,714 SH   DFND 2 99,714 0 0
HCA HOLDINGS INC COM 40412C101 303 4,023 SH   DFND 3 4,023 0 0
HCA HOLDINGS INC COM 40412C101 23,111 307,209 SH   DFND 6 237,903 0 69,306
HCA HOLDINGS INC COM 40412C101 52,638 699,700 SH   DFND 7 613,400 0 86,300
HCC INS HLDGS INC COM 404132102 81,200 1,432,863 SH   DFND 1,5 24,763 0 1,408,100
HCC INS HLDGS INC COM 404132102 780 13,766 SH   DFND 6 0 0 13,766
HCP INC COM 40414L109 659,136 15,254,253 SH   DFND 1,5 6,242,122 0 9,012,131
HCP INC COM 40414L109 6,743 156,060 SH   DFND 2 156,060 0 0
HCP INC COM 40414L109 1,587 36,730 SH   DFND 3 36,730 0 0
HCP INC COM 40414L109 63,902 1,478,863 SH   DFND 6 1,415,727 0 63,136
HCP INC COM 40414L109 26,252 607,555 SH   DFND 7 66,300 0 541,255
HD SUPPLY HLDGS INC COM 40416M105 466,781 14,982,524 SH   DFND 1,5 0 0 14,982,524
HD SUPPLY HLDGS INC COM 40416M105 3,489 111,974 SH   DFND 6 104,600 0 7,374
HD SUPPLY HLDGS INC COM 40416M105 271 8,700 SH   DFND 7 8,700 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 907,833 15,415,738 SH   DFND 1,5 900,371 0 14,515,367
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,018 187,100 SH   DFND 1,10 1,500 0 185,600
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,000 50,950 SH   DFND 6 36,300 0 14,650
HDFC BANK LTD ADR REPS 3 SHS 40415F101 232 3,934 SH   DFND 7 3,934 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,215 54,600 SH   DFND   54,600 0 0
HEALTH CARE REIT INC COM 42217K106 50,613 654,255 SH   DFND 1,5 19,488 0 634,767
HEALTH CARE REIT INC PFD PER CON I 42217K601 4,524 66,800 SH   DFND 1,5 0 0 66,800
HEALTH CARE REIT INC COM 42217K106 9,157 118,363 SH   DFND 2 118,363 0 0
HEALTH CARE REIT INC COM 42217K106 4,745 61,341 SH   DFND 3 61,341 0 0
HEALTH CARE REIT INC COM 42217K106 13,813 178,556 SH   DFND 6 143,520 0 35,036
HEALTH CARE REIT INC COM 42217K106 5,532 71,514 SH   DFND 7 6,700 0 64,814
HEALTH NET INC COM 42222G108 45,972 760,000 SH   DFND 1,5 0 0 760,000
HEALTH NET INC COM 42222G108 668 11,046 SH   DFND 6 0 0 11,046
HEALTHCARE TR AMER INC CL A NEW 42225P501 458 16,422 SH   DFND 6 0 0 16,422
HEALTHSOUTH CORP COM NEW 421924309 30,193 680,637 SH   DFND 1,5 400 0 680,237
HEALTHSOUTH CORP COM NEW 421924309 37,790 851,900 SH   DFND 6 851,900 0 0
HEALTHSOUTH CORP COM NEW 421924309 2,715 61,200 SH   DFND 7 52,600 0 8,600
HEALTHSTREAM INC COM 42222N103 83,562 3,315,950 SH   DFND 1,5 0 0 3,315,950
HEALTHWAYS INC COM 422245100 8,668 440,000 SH   DFND 1,5 0 0 440,000
HEARTLAND EXPRESS INC COM 422347104 6,850 288,300 SH   DFND 6 288,300 0 0
HEARTLAND EXPRESS INC COM 422347104 1,399 58,900 SH   DFND 7 51,100 0 7,800
HEARTLAND PMT SYS INC COM 42235N108 100,564 2,146,500 SH   DFND 1,5 87,000 0 2,059,500
HEARTLAND PMT SYS INC COM 42235N108 27,622 589,586 SH   DFND 6 589,586 0 0
HEARTLAND PMT SYS INC COM 42235N108 1,668 35,610 SH   DFND 7 30,510 0 5,100
HEARTWARE INTL INC COM 422368100 226,954 2,585,776 SH   DFND 1,5 65,211 0 2,520,565
HEICO CORP NEW COM 422806109 14,559 238,402 SH   DFND 1,5 1,877 0 236,525
HELEN OF TROY CORP LTD COM G4388N106 315,063 3,866,272 SH   DFND 1,5 130,700 0 3,735,572
HELEN OF TROY CORP LTD COM G4388N106 32,420 397,836 SH   DFND 6 397,836 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,769 318,780 SH   DFND 6 318,780 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 930 62,180 SH   DFND 7 53,480 0 8,700
HELMERICH & PAYNE INC COM 423452101 131,743 1,935,404 SH   DFND 1,5 134,624 0 1,800,780
HELMERICH & PAYNE INC COM 423452101 2,482 36,458 SH   DFND 2 36,458 0 0
HELMERICH & PAYNE INC COM 423452101 575 8,441 SH   DFND 3 8,441 0 0
HELMERICH & PAYNE INC COM 423452101 990 14,540 SH   DFND 6 5,700 0 8,840
HENRY JACK & ASSOC INC COM 426281101 409 5,850 SH   DFND 6 0 0 5,850
HERBALIFE LTD COM USD SHS G4412G101 559,285 13,079,627 SH   DFND 1,5 983,481 0 12,096,146
HERBALIFE LTD COM USD SHS G4412G101 5,190 121,384 SH   DFND 6 116,345 0 5,039
HERSHEY CO COM 427866108 315,080 3,122,389 SH   DFND 1,5 158,658 0 2,963,731
HERSHEY CO COM 427866108 5,057 50,112 SH   DFND 2 50,112 0 0
HERSHEY CO COM 427866108 989 9,802 SH   DFND 3 9,802 0 0
HERSHEY CO COM 427866108 1,087 10,773 SH   DFND 6 606 0 10,167
HERSHEY CO COM 427866108 3,903 38,680 SH   DFND 7 38,680 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 110,736 5,107,764 SH   DFND 1,5 22,637 0 5,085,127
HERTZ GLOBAL HOLDINGS INC COM 42805T105 664 30,616 SH   DFND 6 0 0 30,616
HESS CORP COM 42809H107 200,954 2,960,860 SH   DFND 1,5 145,060 0 2,815,800
HESS CORP COM 42809H107 5,585 82,290 SH   DFND 2 82,290 0 0
HESS CORP COM 42809H107 2,597 38,263 SH   DFND 3 38,263 0 0
HESS CORP COM 42809H107 15,957 235,117 SH   DFND 6 162,914 0 72,203
HESS CORP COM 42809H107 35,846 528,160 SH   DFND 7 412,260 0 115,900
HEWLETT PACKARD CO COM 428236103 1,243,164 39,896,138 SH   DFND 1,5 292,528 0 39,603,610
HEWLETT PACKARD CO COM 428236103 128,489 4,123,517 SH   DFND 1,9 0 0 4,123,517
HEWLETT PACKARD CO COM 428236103 19,182 615,604 SH   DFND 2 615,604 0 0
HEWLETT PACKARD CO COM 428236103 8,908 285,895 SH   DFND 3 285,895 0 0
HEWLETT PACKARD CO COM 428236103 23,570 756,407 SH   DFND 6 340,432 0 415,975
HEWLETT PACKARD CO COM 428236103 23,499 754,140 SH   DFND 7 461,840 0 292,300
HEWLETT PACKARD CO COM 428236103 247,317 7,937,000 SH   DFND 11 7,937,000 0 0
HEXCEL CORP NEW COM 428291108 356 6,928 SH   DFND 6 0 0 6,928
HFF INC CL A 40418F108 3,773 100,500 SH   DFND 1,5 900 0 99,600
HIGHER ONE HLDGS INC COM 42983D104 4,051 1,673,815 SH   DFND 1,5 0 0 1,673,815
HIGHWOODS PPTYS INC COM 431284108 111,550 2,436,660 SH   DFND 1,5 1,503,537 0 933,123
HIGHWOODS PPTYS INC COM 431284108 5,113 111,690 SH   DFND 11 111,690 0 0
HILL ROM HLDGS INC COM 431475102 156,153 3,186,800 SH   DFND 1,5 0 0 3,186,800
HILL ROM HLDGS INC COM 431475102 380 7,764 SH   DFND 6 0 0 7,764
HILLENBRAND INC COM 431571108 4,025 130,400 SH   DFND 1,5 900 0 129,500
HILLTOP HOLDINGS INC COM 432748101 37,308 1,919,149 SH   DFND 1,5 700 0 1,918,449
HILLTOP HOLDINGS INC COM 432748101 40,256 2,070,784 SH   DFND 6 2,070,784 0 0
HILLTOP HOLDINGS INC COM 432748101 6,626 340,840 SH   DFND 7 333,040 0 7,800
HILTON WORLDWIDE HLDGS INC COM 43300A104 365,447 12,337,842 SH   DFND 1,5 204,210 0 12,133,632
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,933 65,254 SH   DFND 6 56,100 0 9,154
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 11,976 1,891,900 SH   DFND 1,5 0 0 1,891,900
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 2,785 439,900 SH   DFND 1,9 0 0 439,900
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 180 28,500 SH   DFND 6 28,500 0 0
HINGHAM INSTN SVGS MASS COM 433323102 1,990 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 19,116 1,913,520 SH   DFND 1,5 0 0 1,913,520
HMS HLDGS CORP COM 40425J101 1,146 74,200 SH   DFND 6 74,200 0 0
HMS HLDGS CORP COM 40425J101 2,314 149,800 SH   DFND 7 94,500 0 55,300
HNI CORP COM 404251100 151,691 2,749,517 SH   DFND 1,5 0 0 2,749,517
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 16,897 778,655 SH   DFND 1,10 6,300 0 772,355
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 19,467 619,171 SH   DFND 1,5 0 0 619,171
HOLLYFRONTIER CORP COM 436106108 123,119 3,057,330 SH   DFND 1,5 21,356 0 3,035,974
HOLLYFRONTIER CORP COM 436106108 1,008 25,038 SH   DFND 6 0 0 25,038
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 28,125 22,716,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 120,321 3,643,324 SH   DFND 1,5 0 0 3,643,324
HOLOGIC INC COM 436440101 210 6,356 SH   DFND 3 6,356 0 0
HOLOGIC INC COM 436440101 1,450 43,912 SH   DFND 6 16,200 0 27,712
HOLOGIC INC COM 436440101 304 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 2,889,315 25,431,874 SH   DFND 1,5 1,116,180 0 24,315,694
HOME DEPOT INC COM 437076102 50,709 446,346 SH   DFND 2 446,346 0 0
HOME DEPOT INC COM 437076102 24,659 217,046 SH   DFND 3 217,046 0 0
HOME DEPOT INC COM 437076102 83,725 736,947 SH   DFND 6 427,113 0 309,834
HOME DEPOT INC COM 437076102 273,105 2,403,884 SH   DFND 7 2,369,684 0 34,200
HOME DEPOT INC COM 437076102 11,679 102,800 SH   DFND 11 102,800 0 0
HOME PROPERTIES INC COM 437306103 149,662 2,159,937 SH   DFND 1,5 166,704 0 1,993,233
HOME PROPERTIES INC COM 437306103 11,883 171,498 SH   DFND 6 163,529 0 7,969
HOME PROPERTIES INC COM 437306103 4,770 68,840 SH   DFND 7 68,840 0 0
HOMEAWAY INC COM 43739Q100 163,529 5,420,239 SH   DFND 1,5 600 0 5,419,639
HOMEAWAY INC COM 43739Q100 1,233 40,867 SH   DFND 6 34,000 0 6,867
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 106,129 4,483,694 SH   DFND 1,5 655,700 0 3,827,994
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 272 11,500 SH   DFND 6 11,500 0 0
HONDA MOTOR LTD AMERN SHS 438128308 7,508 229,195 SH   DFND 1,5 0 0 229,195
HONEYWELL INTL INC COM 438516106 1,325,712 12,709,344 SH   DFND 1,5 611,999 0 12,097,345
HONEYWELL INTL INC COM 438516106 27,651 265,087 SH   DFND 2 265,087 0 0
HONEYWELL INTL INC COM 438516106 14,694 140,871 SH   DFND 3 140,871 0 0
HONEYWELL INTL INC COM 438516106 29,685 284,585 SH   DFND 6 123,950 0 160,635
HONEYWELL INTL INC COM 438516106 105,549 1,011,878 SH   DFND 7 1,011,878 0 0
HOOKER FURNITURE CORP COM 439038100 286 15,000 SH   DFND 1,5 0 0 15,000
HORIZON BANCORP IND COM 440407104 1,403 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA PLC SHS G4617B105 226,195 8,709,848 SH   DFND 1,5 0 0 8,709,848
HORMEL FOODS CORP COM 440452100 5,907 103,900 SH   DFND 1,5 4,300 0 99,600
HORMEL FOODS CORP COM 440452100 2,593 45,614 SH   DFND 2 45,614 0 0
HORMEL FOODS CORP COM 440452100 688 12,099 SH   DFND 3 12,099 0 0
HORMEL FOODS CORP COM 440452100 548 9,645 SH   DFND 6 503 0 9,142
HORMEL FOODS CORP COM 440452100 3,301 58,070 SH   DFND 7 58,070 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 5,284 5,000,000 PRN   DFND 1,5 0 0 0
HORTONWORKS INC COM 440894103 12,480 523,500 SH   DFND 1,5 78,000 0 445,500
HOSPIRA INC COM 441060100 18,306 208,400 SH   DFND 1,5 0 0 208,400
HOSPIRA INC COM 441060100 5,100 58,057 SH   DFND 2 58,057 0 0
HOSPIRA INC COM 441060100 920 10,468 SH   DFND 3 10,468 0 0
HOSPIRA INC COM 441060100 2,021 23,003 SH   DFND 6 0 0 23,003
HOSPIRA INC COM 441060100 321,582 3,661,000 SH   DFND 11 3,661,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 686 20,794 SH   DFND 6 0 0 20,794
HOST HOTELS & RESORTS INC COM 44107P104 623,599 30,901,834 SH   DFND 1,5 16,138,986 0 14,762,848
HOST HOTELS & RESORTS INC COM 44107P104 5,178 256,571 SH   DFND 2 256,571 0 0
HOST HOTELS & RESORTS INC COM 44107P104 251 12,421 SH   DFND 3 12,421 0 0
HOST HOTELS & RESORTS INC COM 44107P104 16,258 805,669 SH   DFND 6 701,360 0 104,309
HOST HOTELS & RESORTS INC COM 44107P104 6,552 324,687 SH   DFND 7 32,800 0 291,887
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 182,626 7,777,953 SH   DFND 1,5 68,300 0 7,709,653
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 47,064 2,004,440 SH   DFND 6 2,004,440 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 9,765 415,870 SH   DFND 7 346,970 0 68,900
HOUSTON WIRE & CABLE CO COM 44244K109 12,276 1,261,700 SH   DFND 1,5 58,300 0 1,203,400
HOVNANIAN ENTERPRISES INC CL A 442487203 9,256 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 10,021 64,646 SH   DFND 6 60,490 0 4,156
HOWARD HUGHES CORP COM 44267D107 7,218 46,562 SH   DFND 7 29,862 0 16,700
HSBC HLDGS PLC SPON ADR NEW 404280406 343,938 8,075,548 SH   DFND 1,5 148,575 0 7,926,973
HSN INC COM 404303109 15,829 232,000 SH   DFND 1,5 0 0 232,000
HUB GROUP INC CL A 443320106 176,044 4,480,626 SH   DFND 1,5 106,966 0 4,373,660
HUB GROUP INC CL A 443320106 12,798 325,744 SH   DFND 6 325,744 0 0
HUB GROUP INC CL A 443320106 7,060 179,700 SH   DFND 7 123,900 0 55,800
HUBBELL INC CL B 443510201 201,075 1,834,290 SH   DFND 1,5 0 0 1,834,290
HUBBELL INC CL B 443510201 2,410 21,989 SH   DFND 6 14,400 0 7,589
HUBSPOT INC COM 443573100 26,642 667,711 SH   DFND 1,5 0 0 667,711
HUDBAY MINERALS INC COM 443628102 169 20,700 SH   DFND   20,700 0 0
HUDSON CITY BANCORP COM 443683107 3,065 292,485 SH   DFND 1,5 0 0 292,485
HUDSON CITY BANCORP COM 443683107 1,709 163,026 SH   DFND 2 163,026 0 0
HUDSON CITY BANCORP COM 443683107 2,310 220,386 SH   DFND 3 220,386 0 0
HUDSON CITY BANCORP COM 443683107 762 72,675 SH   DFND 6 0 0 72,675
HUDSON PAC PPTYS INC COM 444097109 50,210 1,512,811 SH   DFND 1,5 1,322,811 0 190,000
HUMANA INC COM 444859102 292,678 1,644,071 SH   DFND 1,5 25,700 0 1,618,371
HUMANA INC COM 444859102 9,021 50,672 SH   DFND 2 50,672 0 0
HUMANA INC COM 444859102 1,941 10,903 SH   DFND 3 10,903 0 0
HUMANA INC COM 444859102 3,792 21,302 SH   DFND 6 0 0 21,302
HUNT J B TRANS SVCS INC COM 445658107 1,217,203 14,253,798 SH   DFND 1,5 104,774 0 14,149,024
HUNT J B TRANS SVCS INC COM 445658107 6,119 71,656 SH   DFND 6 65,301 0 6,355
HUNT J B TRANS SVCS INC COM 445658107 4,959 58,070 SH   DFND 7 58,070 0 0
HUNTINGTON BANCSHARES INC COM 446150104 657,790 59,528,509 SH   DFND 1,5 97,770 0 59,430,739
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 54,937 41,213 SH   DFND 1,5 0 0 41,213
HUNTINGTON BANCSHARES INC COM 446150104 3,032 274,354 SH   DFND 2 274,354 0 0
HUNTINGTON BANCSHARES INC COM 446150104 699 63,226 SH   DFND 3 63,226 0 0
HUNTINGTON BANCSHARES INC COM 446150104 6,643 601,183 SH   DFND 6 356,301 0 244,882
HUNTINGTON BANCSHARES INC COM 446150104 8,541 772,910 SH   DFND 7 312,700 0 460,210
HUNTINGTON INGALLS INDS INC COM 446413106 338,403 2,414,578 SH   DFND 1,5 5,149 0 2,409,429
HUNTINGTON INGALLS INDS INC COM 446413106 225 1,606 SH   DFND 3 1,606 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,193 8,514 SH   DFND 6 4,586 0 3,928
HUNTINGTON INGALLS INDS INC COM 446413106 5,180 36,961 SH   DFND 7 36,961 0 0
HUNTSMAN CORP COM 447011107 452 20,410 SH   DFND 3 20,410 0 0
HUNTSMAN CORP COM 447011107 394 17,792 SH   DFND 6 0 0 17,792
HURCO COMPANIES INC COM 447324104 18,579 564,200 SH   DFND 1,5 24,100 0 540,100
HURON CONSULTING GROUP INC COM 447462102 133,400 2,016,623 SH   DFND 1,5 150 0 2,016,473
HURON CONSULTING GROUP INC COM 447462102 15,757 238,200 SH   DFND 1,10 0 0 238,200
HURON CONSULTING GROUP INC COM 447462102 11,364 171,791 SH   DFND 6 171,791 0 0
HURON CONSULTING GROUP INC COM 447462102 2,092 31,620 SH   DFND 7 27,220 0 4,400
HURON CONSULTING GROUP INC COM 447462102 43,234 653,580 SH   DFND 11 653,580 0 0
HYATT HOTELS CORP COM CL A 448579102 152,210 2,570,240 SH   DFND 1,5 190,800 0 2,379,440
HYATT HOTELS CORP COM CL A 448579102 2,724 46,002 SH   DFND 6 40,600 0 5,402
HYSTER YALE MATLS HANDLING I CL A 449172105 41,043 560,000 SH   DFND 1,5 11,400 0 548,600
IAC INTERACTIVECORP COM PAR $.001 44919P508 14,000 207,500 SH   DFND 1,5 31,500 0 176,000
IAC INTERACTIVECORP COM PAR $.001 44919P508 7,015 103,970 SH   DFND 6 32,480 0 71,490
IAC INTERACTIVECORP COM PAR $.001 44919P508 29,872 442,738 SH   DFND 7 442,738 0 0
IAMGOLD CORP COM 450913108 3,461 1,857,600 SH   DFND 1,5 0 0 1,857,600
ICF INTL INC COM 44925C103 107,431 2,629,893 SH   DFND 1,5 11,080 0 2,618,813
ICF INTL INC COM 44925C103 6,364 155,800 SH   DFND 1,9 0 0 155,800
ICICI BK LTD ADR 45104G104 41,575 4,013,036 SH   DFND 1,5 1,991 0 4,011,045
ICICI BK LTD ADR 45104G104 1,731 167,055 SH   DFND 6 167,055 0 0
ICON PLC SHS G4705A100 17,850 253,090 SH   DFND 1,5 12,240 0 240,850
ICU MED INC COM 44930G107 11,214 120,397 SH   DFND 1,5 389 0 120,008
IDACORP INC COM 451107106 218,575 3,476,618 SH   DFND 1,5 170 0 3,476,448
IDERA PHARMACEUTICALS INC COM NEW 45168K306 11,030 2,972,981 SH   DFND 6 2,972,981 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 949 255,840 SH   DFND 7 221,640 0 34,200
IDERA PHARMACEUTICALS INC COM NEW 45168K306 4,997 1,346,949 SH   DFND 11 1,346,949 0 0
IDEX CORP COM 45167R104 68,361 901,500 SH   DFND 1,5 0 0 901,500
IDEX CORP COM 45167R104 19,157 252,632 SH   DFND 6 246,601 0 6,031
IDEX CORP COM 45167R104 8,499 112,080 SH   DFND 7 112,080 0 0
IDEXX LABS INC COM 45168D104 61,471 397,924 SH   DFND 1,5 10,203 0 387,721
IDEXX LABS INC COM 45168D104 211 1,368 SH   DFND 3 1,368 0 0
IDEXX LABS INC COM 45168D104 504 3,263 SH   DFND 6 0 0 3,263
IDT CORP CL B NEW 448947507 5,293 298,200 SH   DFND 1,5 0 0 298,200
IGATE CORP COM 45169U105 6,859 160,792 SH   DFND 1,5 400 0 160,392
IGATE CORP COM 45169U105 42,845 1,004,342 SH   DFND 6 1,004,342 0 0
IGATE CORP COM 45169U105 1,681 39,400 SH   DFND 7 33,900 0 5,500
IGI LABS INC COM 449575109 6,082 745,400 SH   DFND 6 745,400 0 0
IGI LABS INC COM 449575109 1,197 146,630 SH   DFND 7 126,430 0 20,200
IGNYTA INC COM 451731103 14,225 1,429,609 SH   DFND 1,5 0 0 1,429,609
IHS INC CL A 451734107 531 4,667 SH   DFND 6 0 0 4,667
II VI INC COM 902104108 720 39,000 SH   DFND 1,5 0 0 39,000
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 668 41,200 SH   DFND 1,9 0 0 41,200
ILLINOIS TOOL WKS INC COM 452308109 703,212 7,239,156 SH   DFND 1,5 377,509 0 6,861,647
ILLINOIS TOOL WKS INC COM 452308109 11,486 118,237 SH   DFND 2 118,237 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,040 62,180 SH   DFND 3 62,180 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,113 21,752 SH   DFND 6 0 0 21,752
ILLUMINA INC COM 452327109 604,648 3,257,100 SH   DFND 1,5 175,651 0 3,081,449
ILLUMINA INC COM 452327109 4,684 25,230 SH   DFND 3 25,230 0 0
ILLUMINA INC COM 452327109 3,463 18,656 SH   DFND 6 9,127 0 9,529
IMAGE SENSING SYS INC COM 45244C104 607 262,935 SH   DFND 1,5 11,450 0 251,485
IMATION CORP COM 45245A107 3,580 888,255 SH   DFND 1,5 0 0 888,255
IMAX CORP COM 45245E109 30,554 906,369 SH   DFND 1,5 69 0 906,300
IMAX CORP COM 45245E109 5,370 159,300 SH   DFND 6 159,300 0 0
IMAX CORP COM 45245E109 2,555 75,800 SH   DFND 7 75,800 0 0
IMMUNE DESIGN CORP COM 45252L103 18,079 856,441 SH   DFND 1,5 0 0 856,441
IMMUNOGEN INC COM 45253H101 81,347 9,089,083 SH   DFND 1,5 890,812 0 8,198,271
IMMUNOMEDICS INC COM 452907108 52,973 13,830,947 SH   DFND 1,5 1,139,600 0 12,691,347
IMPAX LABORATORIES INC COM 45256B101 84,173 1,795,883 SH   DFND 1,5 0 0 1,795,883
IMPAX LABORATORIES INC COM 45256B101 3,675 78,400 SH   DFND 7 31,400 0 47,000
IMPERIAL OIL LTD COM NEW 453038408 574,938 14,405,292 SH   DFND 1,5 68,908 0 14,336,384
IMPERIAL OIL LTD COM NEW 453038408 40,554 1,016,100 SH   DFND 1,10 8,300 0 1,007,800
IMPERIAL OIL LTD COM NEW 453038408 10,071 252,337 SH   DFND 6 186,537 0 65,800
IMPERIAL OIL LTD COM NEW 453038408 16,551 414,700 SH   DFND 7 392,200 0 22,500
IMPERIAL OIL LTD COM NEW 453038408 388,859 9,743,006 SH   DFND 11 9,485,700 0 257,306
IMPERVA INC COM 45321L100 137,340 3,216,386 SH   DFND 1,5 0 0 3,216,386
IMPERVA INC COM 45321L100 6,806 159,383 SH   DFND 6 159,383 0 0
IMPERVA INC COM 45321L100 1,324 31,000 SH   DFND 7 26,700 0 4,300
INCONTACT INC COM 45336E109 99,618 9,139,277 SH   DFND 1,5 1,100 0 9,138,177
INCYTE CORP COM 45337C102 346,340 3,778,524 SH   DFND 1,5 0 0 3,778,524
INCYTE CORP COM 45337C102 935 10,199 SH   DFND 6 0 0 10,199
INDEPENDENCE CONTRACT DRIL I COM 453415309 25,750 3,694,423 SH   DFND 1,5 0 0 3,694,423
INDEPENDENT BANK CORP MICH COM NEW 453838609 11,662 908,932 SH   DFND 6 908,932 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,794 139,800 SH   DFND 7 60,400 0 79,400
INFINERA CORPORATION COM 45667G103 380,320 19,335,032 SH   DFND 1,5 2,706,911 0 16,628,121
INFINERA CORPORATION COM 45667G103 271 13,800 SH   DFND 1,9 0 0 13,800
INFINITY PHARMACEUTICALS INC COM 45665G303 33,663 2,407,942 SH   DFND 1,5 13,675 0 2,394,267
INFORMATICA CORP COM 45666Q102 47,043 1,072,700 SH   DFND 1,5 52,300 0 1,020,400
INFORMATICA CORP COM 45666Q102 22,956 523,452 SH   DFND 1,9 0 0 523,452
INFORMATICA CORP COM 45666Q102 356 8,115 SH   DFND 6 0 0 8,115
INFRAREIT INC COM 45685L100 13,770 481,630 SH   DFND 1,5 0 0 481,630
ING GROEP N V SPONSORED ADR 456837103 866 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 391,936 5,756,985 SH   DFND 1,5 6,321 0 5,750,664
INGERSOLL-RAND PLC SHS G47791101 6,072 89,187 SH   DFND 2 89,187 0 0
INGERSOLL-RAND PLC SHS G47791101 2,052 30,148 SH   DFND 3 30,148 0 0
INGERSOLL-RAND PLC SHS G47791101 27,116 398,290 SH   DFND 6 319,836 0 78,454
INGERSOLL-RAND PLC SHS G47791101 54,697 803,425 SH   DFND 7 712,920 0 90,505
INGLES MKTS INC CL A 457030104 215 4,336 SH   DFND 1,5 4,336 0 0
INGRAM MICRO INC CL A 457153104 435,957 17,354,958 SH   DFND 1,5 17,019 0 17,337,939
INGRAM MICRO INC CL A 457153104 37,814 1,505,330 SH   DFND 6 1,471,047 0 34,283
INGRAM MICRO INC CL A 457153104 1,382 55,010 SH   DFND 7 49,110 0 5,900
INGRAM MICRO INC CL A 457153104 113,528 4,519,433 SH   DFND 11 4,519,433 0 0
INGREDION INC COM 457187102 71,313 916,379 SH   DFND 1,5 5,109 0 911,270
INGREDION INC COM 457187102 745 9,569 SH   DFND 6 0 0 9,569
INLAND REAL ESTATE CORP REDM PFD SER B 457461507 7,605 300,000 SH   DFND 1,5 0 0 300,000
INNERWORKINGS INC COM 45773Y105 10,297 1,532,337 SH   DFND 6 1,532,337 0 0
INNERWORKINGS INC COM 45773Y105 831 123,680 SH   DFND 7 106,380 0 17,300
INNOCOLL AG SPONSORED ADR 45780Q103 6,373 849,681 SH   DFND 1,5 0 0 849,681
INNOPHOS HOLDINGS INC COM 45774N108 18,058 320,406 SH   DFND 1,5 0 0 320,406
INNOSPEC INC COM 45768S105 48,895 1,054,003 SH   DFND 1,5 46,303 0 1,007,700
INNOSPEC INC COM 45768S105 15,407 332,113 SH   DFND 6 332,113 0 0
INNOSPEC INC COM 45768S105 6,698 144,380 SH   DFND 7 144,380 0 0
INOGEN INC COM 45780L104 12,796 400,000 SH   DFND 1,5 0 0 400,000
INPHI CORP COM 45772F107 22,257 1,248,309 SH   DFND 1,5 24,095 0 1,224,214
INPHI CORP COM 45772F107 358 20,100 SH   DFND 1,9 0 0 20,100
INSIGHT ENTERPRISES INC COM 45765U103 53,583 1,878,800 SH   DFND 1,5 28,800 0 1,850,000
INSMED INC COM PAR $.01 457669307 178,471 8,580,314 SH   DFND 1,5 46,642 0 8,533,672
INSMED INC COM PAR $.01 457669307 774 37,200 SH   DFND 6 37,200 0 0
INSPERITY INC COM 45778Q107 2,306 44,106 SH   DFND 1,5 7,386 0 36,720
INSTALLED BLDG PRODS INC COM 45780R101 8,434 387,600 SH   DFND 6 387,600 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,662 76,360 SH   DFND 7 65,960 0 10,400
INSULET CORP COM 45784P101 165,100 4,950,513 SH   DFND 1,5 745,929 0 4,204,584
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 71,412 1,228,492 SH   DFND 1,5 0 0 1,228,492
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 303,113 4,916,676 SH   DFND 1,5 82 0 4,916,594
INTEGRATED DEVICE TECHNOLOGY COM 458118106 23,389 1,168,300 SH   DFND 1,5 175,800 0 992,500
INTEGRATED SILICON SOLUTION COM 45812P107 2,350 131,380 SH   DFND 1,5 21,660 0 109,720
INTEGRATED SILICON SOLUTION COM 45812P107 1,444 80,700 SH   DFND 1,9 0 0 80,700
INTEGRYS ENERGY GROUP INC COM 45822P105 1,940 26,938 SH   DFND 2 26,938 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 555 7,711 SH   DFND 3 7,711 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 794 11,021 SH   DFND 6 0 0 11,021
INTEL CORP COM 458140100 705,956 22,576,156 SH   DFND 1,5 173,300 0 22,402,856
INTEL CORP SDCV 3.250% 8/0 458140AF7 66,844 42,340,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 50,159 1,604,075 SH   DFND 2 1,604,075 0 0
INTEL CORP COM 458140100 15,331 490,284 SH   DFND 3 490,284 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 4,373 2,770,000 PRN   DFND 6 0 0 0
INTEL CORP COM 458140100 20,504 655,694 SH   DFND 6 0 0 655,694
INTELSAT S A MAN CONV JR PFD L5140P119 13,243 380,557 SH   DFND 1,5 236,273 0 144,284
INTELSAT S A COM L5140P101 112,496 9,374,700 SH   DFND 1,5 8,100 0 9,366,600
INTER PARFUMS INC COM 458334109 31,202 956,525 SH   DFND 1,5 925 0 955,600
INTERACTIVE BROKERS GROUP IN COM 45841N107 39,744 1,168,267 SH   DFND 1,5 0 0 1,168,267
INTERACTIVE BROKERS GROUP IN COM 45841N107 17,266 507,530 SH   DFND 6 500,129 0 7,401
INTERACTIVE BROKERS GROUP IN COM 45841N107 13,761 404,485 SH   DFND 7 250,485 0 154,000
INTERACTIVE INTELLIGENCE GRO COM 45841V109 69,313 1,683,165 SH   DFND 1,5 378 0 1,682,787
INTERACTIVE INTELLIGENCE GRO COM 45841V109 20,442 496,400 SH   DFND 1,9 0 0 496,400
INTERCEPT PHARMACEUTICALS IN COM 45845P108 995,073 3,528,376 SH   DFND 1,5 54,111 0 3,474,265
INTERCEPT PHARMACEUTICALS IN COM 45845P108 11,537 40,910 SH   DFND 6 40,910 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,892 13,800 SH   DFND 7 13,800 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 324,466 1,390,945 SH   DFND 1,5 111 0 1,390,834
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,850 37,937 SH   DFND 2 37,937 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,935 12,581 SH   DFND 3 12,581 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,982 17,069 SH   DFND 6 4,600 0 12,469
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,785 11,940 SH   DFND 7 11,940 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 276,044 7,049,140 SH   DFND 1,5 147,344 0 6,901,796
INTERDIGITAL INC COM 45867G101 9,793 193,000 SH   DFND 1,5 39,700 0 153,300
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 5,348 4,960,000 PRN   DFND 1,5 0 0 0
INTERFACE INC COM 458665304 115,802 5,572,758 SH   DFND 1,5 186,158 0 5,386,600
INTERFACE INC COM 458665304 1,120 53,900 SH   DFND 6 53,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,901,309 11,846,160 SH   DFND 1,5 727,458 0 11,118,702
INTERNATIONAL BUSINESS MACHS COM 459200101 49,971 311,343 SH   DFND 2 311,343 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,387 102,099 SH   DFND 3 102,099 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 26,170 163,052 SH   DFND 6 98,551 0 64,501
INTERNATIONAL BUSINESS MACHS COM 459200101 18,921 117,885 SH   DFND 7 117,885 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 432,628 2,695,500 SH   DFND 11 2,695,500 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 77,048 656,287 SH   DFND 1,5 8,377 0 647,910
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,211 27,348 SH   DFND 2 27,348 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 503 4,284 SH   DFND 3 4,284 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 655 5,581 SH   DFND 6 0 0 5,581
INTERNATIONAL GAME TECHNOLOG COM 459902102 186 10,670 SH   DFND 3 10,670 0 0
INTERPUBLIC GROUP COS INC COM 460690100 189,194 8,553,068 SH   DFND 1,5 0 0 8,553,068
INTERPUBLIC GROUP COS INC COM 460690100 3,089 139,659 SH   DFND 2 139,659 0 0
INTERPUBLIC GROUP COS INC COM 460690100 602 27,233 SH   DFND 3 27,233 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,428 290,605 SH   DFND 6 187,628 0 102,977
INTERPUBLIC GROUP COS INC COM 460690100 14,474 654,349 SH   DFND 7 418,749 0 235,600
INTERSIL CORP CL A 46069S109 187,646 13,103,768 SH   DFND 1,5 11,300 0 13,092,468
INTERSIL CORP CL A 46069S109 20,313 1,418,500 SH   DFND 1,9 0 0 1,418,500
INTERVAL LEISURE GROUP INC COM 46113M108 47,951 1,829,486 SH   DFND 1,5 146,500 0 1,682,986
INTERVAL LEISURE GROUP INC COM 46113M108 11,288 430,679 SH   DFND 6 430,679 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 7,061 269,390 SH   DFND 7 192,290 0 77,100
INTERVAL LEISURE GROUP INC COM 46113M108 32,503 1,240,100 SH   DFND 11 1,240,100 0 0
INTEVAC INC COM 461148108 6,842 1,114,289 SH   DFND 1,5 3,219 0 1,111,070
INTL PAPER CO COM 460146103 234,602 4,227,817 SH   DFND 1,5 97,159 0 4,130,658
INTL PAPER CO COM 460146103 7,947 143,217 SH   DFND 2 143,217 0 0
INTL PAPER CO COM 460146103 5,000 90,101 SH   DFND 3 90,101 0 0
INTL PAPER CO COM 460146103 3,284 59,188 SH   DFND 6 4,169 0 55,019
INTL PAPER CO COM 460146103 4,218 76,018 SH   DFND 7 76,018 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 125,114 5,239,263 SH   DFND 1,5 303,600 0 4,935,663
INTRALINKS HLDGS INC COM 46118H104 10,262 992,450 SH   DFND 6 992,450 0 0
INTRALINKS HLDGS INC COM 46118H104 1,562 151,100 SH   DFND 7 129,600 0 21,500
INTRAWEST RESORTS HLDGS INC COM 46090K109 6,664 764,235 SH   DFND 1,5 0 0 764,235
INTREPID POTASH INC COM 46121Y102 38,631 3,344,705 SH   DFND 1,5 39,318 0 3,305,387
INTREPID POTASH INC COM 46121Y102 757 65,539 SH   DFND 6 65,539 0 0
INTREXON CORP COM 46122T102 143,344 3,159,435 SH   DFND 1,5 198,840 0 2,960,595
INTREXON CORP COM 46122T102 921 20,300 SH   DFND 6 20,300 0 0
INTUIT COM 461202103 1,138,821 11,745,264 SH   DFND 1,5 484,398 0 11,260,866
INTUIT COM 461202103 93,411 963,400 SH   DFND 1,9 0 0 963,400
INTUIT COM 461202103 9,088 93,727 SH   DFND 2 93,727 0 0
INTUIT COM 461202103 3,438 35,459 SH   DFND 3 35,459 0 0
INTUIT COM 461202103 9,607 99,081 SH   DFND 6 59,632 0 39,449
INTUIT COM 461202103 14,978 154,480 SH   DFND 7 91,780 0 62,700
INTUITIVE SURGICAL INC COM NEW 46120E602 190,450 377,107 SH   DFND 1,5 23,100 0 354,007
INTUITIVE SURGICAL INC COM NEW 46120E602 6,260 12,396 SH   DFND 2 12,396 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,104 2,187 SH   DFND 3 2,187 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,903 7,729 SH   DFND 6 5,093 0 2,636
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 8,159 8,400,000 PRN   DFND 1,5 0 0 0
INVENTURE FOODS INC COM 461212102 4,122 368,400 SH   DFND 6 368,400 0 0
INVENTURE FOODS INC COM 461212102 797 71,200 SH   DFND 7 61,200 0 10,000
INVENTURE FOODS INC COM 461212102 3,238 289,340 SH   DFND 11 289,340 0 0
INVESCO LTD SHS G491BT108 654,335 16,486,147 SH   DFND 1,5 10,387 0 16,475,760
INVESCO LTD SHS G491BT108 5,770 145,378 SH   DFND 2 145,378 0 0
INVESCO LTD SHS G491BT108 408 10,289 SH   DFND 3 10,289 0 0
INVESCO LTD SHS G491BT108 27,731 698,684 SH   DFND 6 565,596 0 133,088
INVESCO LTD SHS G491BT108 77,559 1,954,129 SH   DFND 7 1,855,529 0 98,600
INVESCO LTD SHS G491BT108 1,189 29,950 SH   DFND 11 29,950 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 947 60,957 SH   DFND 1,5 0 0 60,957
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 6,967 229,842 SH   DFND 6 229,842 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,341 44,238 SH   DFND 7 38,038 0 6,200
INVESTORS BANCORP INC NEW COM 46146L101 216,159 18,443,633 SH   DFND 1,5 153,225 0 18,290,408
INVESTORS BANCORP INC NEW COM 46146L101 43,558 3,716,547 SH   DFND 6 3,716,547 0 0
INVESTORS BANCORP INC NEW COM 46146L101 4,034 344,238 SH   DFND 7 310,938 0 33,300
IPC HEALTHCARE INC COM 44984A105 6,917 148,300 SH   DFND 1,5 0 0 148,300
IPG PHOTONICS CORP COM 44980X109 87,411 942,946 SH   DFND 1,5 37,099 0 905,847
IPG PHOTONICS CORP COM 44980X109 226 2,441 SH   DFND 6 0 0 2,441
IRIDIUM COMMUNICATIONS INC COM 46269C102 7,215 743,000 SH   DFND 1,5 0 0 743,000
IRON MTN INC NEW COM 46284V101 40,740 1,116,778 SH   DFND 1,5 22 0 1,116,756
IRON MTN INC NEW COM 46284V101 2,310 63,324 SH   DFND 2 63,324 0 0
IRON MTN INC NEW COM 46284V101 515 14,111 SH   DFND 6 0 0 14,111
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 315,117 19,694,832 SH   DFND 1,5 1,504,538 0 18,190,294
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 978 61,103 SH   DFND 6 61,103 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,561 79,200 SH   DFND 1,10 4,100 0 75,100
ISHARES 3-7 YR TR BD ETF 464288661 47,222 380,300 SH   DFND 1,5 0 0 380,300
ISHARES MSCI STH KOR ETF 464286772 870 15,200 SH   DFND 1,5 1,800 0 13,400
ISHARES MSCI MALAYSI ETF 464286830 803 60,400 SH   DFND 1,5 7,600 0 52,800
ISHARES MSCI CDA ETF 464286509 2,784 102,438 SH   DFND 1,5 7,400 0 95,038
ISHARES 10-20 YR TRS ETF 464288653 7,525 54,300 SH   DFND 1,5 0 0 54,300
ISHARES MSCI TAIWAN ETF 464286731 1,018 64,700 SH   DFND 1,5 8,100 0 56,600
ISHARES IBOXX HI YD ETF 464288513 6,316 69,700 SH   DFND 1,5 11,100 0 58,600
ISHARES MRG RL ES CP ETF 464288539 6,269 536,229 SH   DFND 1,5 62,129 0 474,100
ISHARES MSCI JAPAN ETF 464286848 771,343 61,559,663 SH   DFND 3 61,559,663 0 0
ISHARES INTERM CR BD ETF 464288638 202 1,825 SH   DFND 3 1,825 0 0
ISHARES MSCI AUST ETF 464286103 97,314 4,256,943 SH   DFND 3 4,256,943 0 0
ISHARES U.S. PFD STK ETF 464288687 338,583 8,441,356 SH   DFND 3 8,441,356 0 0
ISHARES JP MOR EM MK ETF 464288281 583 5,204 SH   DFND 3 5,204 0 0
ISHARES MSCI GERMANY ETF 464286806 336 11,268 SH   DFND 3 11,268 0 0
ISHARES IBOXX HI YD ETF 464288513 614,434 6,781,081 SH   DFND 3 6,781,081 0 0
ISHARES MSCI SPAN CP ETF 464286764 147,757 4,248,330 SH   DFND 3 4,248,330 0 0
ISHARES 1-3 YR CR BD ETF 464288646 250,717 2,375,793 SH   DFND 3 2,375,793 0 0
ISHARES MSCI ITALCPD ETF 464286855 218,100 14,736,498 SH   DFND 3 14,736,498 0 0
ISHARES NAT AMT FREE BD 464288414 972 8,791 SH   DFND 3 8,791 0 0
ISHARES MSCI CDA ETF 464286509 234 8,627 SH   DFND 3 8,627 0 0
ISHARES MSCI PAC JP ETF 464286665 271 5,914 SH   DFND 3 5,914 0 0
ISHARES EAFE GRWTH ETF 464288885 480 6,856 SH   DFND 3 6,856 0 0
ISHARES EAFE SML CP ETF 464288273 316,477 6,397,343 SH   DFND 3 6,397,343 0 0
ISHARES MSCI TAIWAN ETF 464286731 1,235 78,472 SH   DFND 3 78,472 0 0
ISHARES INTL SEL DIV ETF 464288448 368,421 10,951,876 SH   DFND 3 10,951,876 0 0
ISHARES EAFE VALUE ETF 464288877 639 12,002 SH   DFND 3 12,002 0 0
ISHARES MSCI ACWI US ETF 464288240 230 5,076 SH   DFND 3 5,076 0 0
ISHARES MSCI ACWI ETF 464288257 442 7,289 SH   DFND 3 7,289 0 0
ISHARES EAFE SML CP ETF 464288273 4,842 97,874 SH   DFND 6 77,366 0 20,508
ISHARES MSCI CDA ETF 464286509 311 11,440 SH   DFND 6 0 0 11,440
ISHARES EM MK MINVOL ETF 464286533 3,823 64,783 SH   DFND 6 41,787 0 22,996
ISHARES JP MOR EM MK ETF 464288281 280 2,500 SH   DFND 6 0 0 2,500
ISHARES JP MOR EM MK ETF 464288281 2,313 20,629 SH   DFND 7 20,629 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,553 222,957 SH   DFND 3 222,957 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,532 31,700 SH   DFND 1,5 6,900 0 24,800
ISHARES INC CORE MSCI EMKT 46434G103 136,143 2,816,942 SH   DFND 3 2,816,942 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 36,151 813,300 SH   DFND 1,5 0 0 813,300
ISHARES TR MSCI EMG MKT ETF 464287234 71,781 1,788,700 SH   DFND 1,5 0 0 1,788,700
ISHARES TR MSCI EAFE ETF 464287465 336,225 5,239,595 SH   DFND 1,5 61,449 0 5,178,146
ISHARES TR RUS 2000 GRW ETF 464287648 20,459 135,000 SH   DFND 1,5 0 0 135,000
ISHARES TR USA MIN VOL ETF 46429B697 41,402 1,003,447 SH   DFND 1,5 61,114 0 942,333
ISHARES TR CORE S&P500 ETF 464287200 228,650 1,100,177 SH   DFND 1,5 763,677 0 336,500
ISHARES TR MSCI PHILIPS ETF 46429B408 1,090 26,200 SH   DFND 1,5 3,100 0 23,100
ISHARES TR 20+ YR TR BD ETF 464287432 95,390 729,897 SH   DFND 1,5 258,099 0 471,798
ISHARES TR CORE US VAL ETF 464287663 3,109 22,902 SH   DFND 3 22,902 0 0
ISHARES TR RUS MID-CAP ETF 464287499 102,305 590,949 SH   DFND 3 590,949 0 0
ISHARES TR EUROPE ETF 464287861 278,511 6,291,183 SH   DFND 3 6,291,183 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 517,002 6,894,279 SH   DFND 3 6,894,279 0 0
ISHARES TR S&P 500 VAL ETF 464287408 44,097 476,419 SH   DFND 3 476,419 0 0
ISHARES TR USA MIN VOL ETF 46429B697 304 7,363 SH   DFND 3 7,363 0 0
ISHARES TR U.S. TECH ETF 464287721 815 7,763 SH   DFND 3 7,763 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 81,299 536,452 SH   DFND 3 536,452 0 0
ISHARES TR MSCI EAFE ETF 464287465 228,805 3,565,609 SH   DFND 3 3,565,609 0 0
ISHARES TR SP SMCP600VL ETF 464287879 61,625 518,250 SH   DFND 3 518,250 0 0
ISHARES TR SELECT DIVID ETF 464287168 2,619 33,602 SH   DFND 3 33,602 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 559 1,629 SH   DFND 3 1,629 0 0
ISHARES TR CORE S&P SCP ETF 464287804 72,805 614,438 SH   DFND 3 614,438 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,493,524 15,098,304 SH   DFND 3 15,098,304 0 0
ISHARES TR CORE S&P500 ETF 464287200 14,137 68,020 SH   DFND 3 68,020 0 0
ISHARES TR S&P MC 400GR ETF 464287606 883 5,147 SH   DFND 3 5,147 0 0
ISHARES TR US HLTHCARE ETF 464287762 276 1,790 SH   DFND 3 1,790 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 266,475 3,540,724 SH   DFND 3 3,540,724 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,042 10,095 SH   DFND 3 10,095 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 211 1,460 SH   DFND 3 1,460 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,700,248 16,494,454 SH   DFND 3 16,494,454 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 19,031 153,047 SH   DFND 3 153,047 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,581 12,663 SH   DFND 3 12,663 0 0
ISHARES TR COHEN&STEER REIT 464287564 989 9,779 SH   DFND 3 9,779 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 573,548 14,292,251 SH   DFND 3 14,292,251 0 0
ISHARES TR RUS MD CP GR ETF 464287481 68,280 697,235 SH   DFND 3 697,235 0 0
ISHARES TR CORE S&P TTL STK 464287150 551 5,766 SH   DFND 3 5,766 0 0
ISHARES TR SP SMCP600GR ETF 464287887 57,888 444,780 SH   DFND 3 444,780 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,022 7,806 SH   DFND 3 7,806 0 0
ISHARES TR U.S. FINLS ETF 464287788 45,710 513,245 SH   DFND 3 513,245 0 0
ISHARES TR RUS 1000 ETF 464287622 509,913 4,428,631 SH   DFND 3 4,428,631 0 0
ISHARES TR DOW JONES US ETF 464287846 254 2,407 SH   DFND 3 2,407 0 0
ISHARES TR CORE US GRW ETF 464287671 38,461 469,612 SH   DFND 3 469,612 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,277 34,611 SH   DFND 3 34,611 0 0
ISHARES TR IBOXX INV CP ETF 464287242 132,757 1,090,766 SH   DFND 3 1,090,766 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 202 4,551 SH   DFND 3 4,551 0 0
ISHARES TR U.S. REAL ES ETF 464287739 384 4,840 SH   DFND 3 4,840 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 4,537 39,812 SH   DFND 3 39,812 0 0
ISHARES TR S&P 100 ETF 464287101 23,189 256,917 SH   DFND 3 256,917 0 0
ISHARES TR GLOBAL 100 ETF 464287572 371 4,763 SH   DFND 3 4,763 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 1,662 12,720 SH   DFND 3 12,720 0 0
ISHARES TR CORE US AGGBD ET 464287226 29,210 262,138 SH   DFND 6 18,088 0 244,050
ISHARES TR RUSSELL 2000 ETF 464287655 2,681 21,563 SH   DFND 6 452 0 21,111
ISHARES TR EAFE MIN VOL ETF 46429B689 6,863 104,156 SH   DFND 6 54,480 0 49,676
ISHARES TR MSCI INDIA SM CP 46429B614 449 12,500 SH   DFND 6 12,500 0 0
ISHARES TR MSCI EAFE ETF 464287465 5,986 93,276 SH   DFND 6 43,090 0 50,186
ISHARES TR USA MIN VOL ETF 46429B697 9,128 221,242 SH   DFND 6 19,293 0 201,949
ISHARES TR MSCI EAFE ETF 464287465 17,903 279,000 SH   DFND 7 279,000 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 11,058 84,610 SH   DFND 7 84,610 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,157 9,304 SH   DFND 7 9,304 0 0
ISHARES TR CORE US AGGBD ET 464287226 6,442 57,810 SH   DFND 7 57,810 0 0
ISHARES TR U.S. TECH ETF 464287721 3,825 36,445 SH   DFND 7 36,445 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 11,225 279,710 SH   DFND 7 74,300 0 205,410
ISHARES TR U.S. FIN SVC ETF 464287770 7,093 79,354 SH   DFND 7 79,354 0 0
ISHARES TR CORE S&P500 ETF 464287200 34,732 167,116 SH   DFND 7 167,116 0 0
ISHARES TR USA MIN VOL ETF 46429B697 1,799 43,601 SH   DFND 7 43,601 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 1,175 17,828 SH   DFND 7 17,828 0 0
ISHARES TR MSCI EAFE ETF 464287465 154,785 2,412,102 SH   DFND   5 0 2,412,097
ISIS PHARMACEUTICALS INC COM 464330109 1,116,794 17,540,350 SH   DFND 1,5 1,956,500 0 15,583,850
ISIS PHARMACEUTICALS INC COM 464330109 363 5,700 SH   DFND 6 5,700 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 23,048 6,000,000 PRN   DFND 1,5 0 0 0
ISTAR FINL INC COM 45031U101 28,742 2,210,890 SH   DFND 1,5 0 0 2,210,890
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 127,587 11,535,935 SH   DFND 1,5 308,403 0 11,227,532
ITC HLDGS CORP COM 465685105 161,821 4,323,294 SH   DFND 1,5 0 0 4,323,294
ITC HLDGS CORP COM 465685105 429 11,449 SH   DFND 6 0 0 11,449
ITT CORP NEW COM NEW 450911201 7,559 189,400 SH   DFND 1,5 30,200 0 159,200
ITT CORP NEW COM NEW 450911201 456 11,424 SH   DFND 6 0 0 11,424
ITT EDUCATIONAL SERVICES INC COM 45068B109 4,607 678,514 SH   DFND 1,5 6,814 0 671,700
ITURAN LOCATION AND CONTROL SHS M6158M104 12,894 588,493 SH   DFND 1,5 0 0 588,493
ITURAN LOCATION AND CONTROL SHS M6158M104 768 34,807 SH   DFND 6 0 0 34,807
ITURAN LOCATION AND CONTROL SHS M6158M104 921 41,734 SH   DFND 7 41,734 0 0
IXIA COM 45071R109 59,739 4,924,900 SH   DFND 1,5 53,730 0 4,871,170
IXIA COM 45071R109 14,304 1,179,200 SH   DFND 1,9 0 0 1,179,200
J & J SNACK FOODS CORP COM 466032109 30,488 285,739 SH   DFND 1,5 339 0 285,400
J2 GLOBAL INC COM 48123V102 241,353 3,674,676 SH   DFND 1,5 376 0 3,674,300
J2 GLOBAL INC COM 48123V102 10,362 157,772 SH   DFND 6 157,772 0 0
JABIL CIRCUIT INC COM 466313103 127,111 5,436,752 SH   DFND 1,5 0 0 5,436,752
JABIL CIRCUIT INC COM 466313103 653 27,939 SH   DFND 6 0 0 27,939
JACK IN THE BOX INC COM 466367109 67,119 699,737 SH   DFND 1,5 150 0 699,587
JACK IN THE BOX INC COM 466367109 519 5,412 SH   DFND 6 5,412 0 0
JACK IN THE BOX INC COM 466367109 3,395 35,390 SH   DFND 7 35,390 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 288,373 6,385,579 SH   DFND 1,5 103,774 0 6,281,805
JACOBS ENGR GROUP INC DEL COM 469814107 1,963 43,457 SH   DFND 2 43,457 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,732 82,630 SH   DFND 3 82,630 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 5,621 124,458 SH   DFND 6 77,437 0 47,021
JACOBS ENGR GROUP INC DEL COM 469814107 7,474 165,500 SH   DFND 7 67,100 0 98,400
JAKKS PAC INC COM 47012E106 5,662 827,800 SH   DFND 1,5 35,500 0 792,300
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 40,475 699,770 SH   DFND 1,5 6,000 0 693,770
JARDEN CORP COM 471109108 424,943 8,032,943 SH   DFND 1,5 6,084 0 8,026,859
JARDEN CORP NOTE 1.875% 9/1 471109AH1 13,791 8,050,000 PRN   DFND 1,5 0 0 0
JARDEN CORP COM 471109108 70,756 1,337,536 SH   DFND 6 1,315,069 0 22,467
JARDEN CORP COM 471109108 7,943 150,159 SH   DFND 7 150,159 0 0
JARDEN CORP COM 471109108 132,434 2,503,471 SH   DFND 11 2,503,471 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,499,010 8,675,328 SH   DFND 1,5 166,910 0 8,508,418
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 45,085 260,921 SH   DFND 6 256,456 0 4,465
JD COM INC SPON ADR CL A 47215P106 12,075 411,000 SH   DFND 1,5 65,100 0 345,900
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 10,344 10,000,000 PRN   DFND 1,5 0 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 5,592 426,202 SH   DFND 1,5 29,562 0 396,640
JDS UNIPHASE CORP COM PAR $0.001 46612J507 417 31,810 SH   DFND 6 0 0 31,810
JETBLUE AIRWAYS CORP COM 477143101 471,163 24,476,023 SH   DFND 1,5 2,790,500 0 21,685,523
JETBLUE AIRWAYS CORP COM 477143101 13,337 692,830 SH   DFND 6 692,830 0 0
JETBLUE AIRWAYS CORP COM 477143101 5,811 301,880 SH   DFND 7 301,880 0 0
JINPAN INTL LTD ORD G5138L100 471 104,000 SH   DFND 1,5 5,000 0 99,000
JIVE SOFTWARE INC COM 47760A108 55 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 4,158 496,200 SH   DFND 1,5 0 0 496,200
JOHNSON & JOHNSON COM 478160104 5,861,879 58,269,177 SH   DFND 1,5 2,359,725 0 55,909,452
JOHNSON & JOHNSON COM 478160104 94,740 941,747 SH   DFND 2 941,747 0 0
JOHNSON & JOHNSON COM 478160104 39,769 395,315 SH   DFND 3 395,315 0 0
JOHNSON & JOHNSON COM 478160104 83,633 831,338 SH   DFND 6 408,091 0 423,247
JOHNSON & JOHNSON COM 478160104 76,745 762,872 SH   DFND 7 561,172 0 201,700
JOHNSON & JOHNSON COM 478160104 23,540 234,000 SH   DFND 11 234,000 0 0
JOHNSON CTLS INC COM 478366107 508,612 10,083,510 SH   DFND 1,5 557,574 0 9,525,936
JOHNSON CTLS INC COM 478366107 11,229 222,624 SH   DFND 2 222,624 0 0
JOHNSON CTLS INC COM 478366107 2,713 53,778 SH   DFND 3 53,778 0 0
JOHNSON CTLS INC COM 478366107 3,982 78,949 SH   DFND 6 0 0 78,949
JONES LANG LASALLE INC COM 48020Q107 141,808 832,207 SH   DFND 1,5 107 0 832,100
JONES LANG LASALLE INC COM 48020Q107 26,343 154,596 SH   DFND 6 149,256 0 5,340
JONES LANG LASALLE INC COM 48020Q107 22,673 133,058 SH   DFND 7 118,558 0 14,500
JOY GLOBAL INC COM 481165108 25,710 656,200 SH   DFND 1,5 5,700 0 650,500
JOY GLOBAL INC COM 481165108 1,292 32,981 SH   DFND 2 32,981 0 0
JOY GLOBAL INC COM 481165108 655 16,710 SH   DFND 3 16,710 0 0
JOY GLOBAL INC COM 481165108 1,700 43,382 SH   DFND 6 29,600 0 13,782
JPMORGAN CHASE & CO COM 46625H100 6,942,207 114,595,693 SH   DFND 1,5 3,014,193 0 111,581,500
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 3,244 75,800 SH   DFND 1,5 0 0 75,800
JPMORGAN CHASE & CO COM 46625H100 76,499 1,262,773 SH   DFND 2 1,262,773 0 0
JPMORGAN CHASE & CO COM 46625H100 30,161 497,875 SH   DFND 3 497,875 0 0
JPMORGAN CHASE & CO COM 46625H100 146,482 2,417,991 SH   DFND 6 1,442,922 0 975,069
JPMORGAN CHASE & CO COM 46625H100 319,791 5,278,828 SH   DFND 7 4,985,328 0 293,500
JPMORGAN CHASE & CO COM 46625H100 26,807 442,500 SH   DFND 11 442,500 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 17,468 1,104,200 SH   DFND 1,9 0 0 1,104,200
JUNIPER NETWORKS INC COM 48203R104 201,982 8,945,176 SH   DFND 1,5 207,719 0 8,737,457
JUNIPER NETWORKS INC COM 48203R104 4,839 214,323 SH   DFND 1,9 0 0 214,323
JUNIPER NETWORKS INC COM 48203R104 2,770 122,683 SH   DFND 2 122,683 0 0
JUNIPER NETWORKS INC COM 48203R104 380 16,831 SH   DFND 3 16,831 0 0
JUNIPER NETWORKS INC COM 48203R104 1,129 49,984 SH   DFND 6 0 0 49,984
JUNO THERAPEUTICS INC COM 48205A109 389,961 6,428,631 SH   DFND 1,5 523,322 0 5,905,309
K2M GROUP HLDGS INC COM 48273J107 17,640 800,000 SH   DFND 1,5 0 0 800,000
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,353 30,600 SH   DFND 6 30,600 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,963 38,530 SH   DFND 7 28,630 0 9,900
KAMAN CORP COM 483548103 37,367 880,680 SH   DFND 1,5 0 0 880,680
KANSAS CITY SOUTHERN COM NEW 485170302 344,293 3,372,781 SH   DFND 1,5 117,262 0 3,255,519
KANSAS CITY SOUTHERN COM NEW 485170302 3,817 37,396 SH   DFND 2 37,396 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,254 22,083 SH   DFND 6 12,800 0 9,283
KAR AUCTION SVCS INC COM 48238T109 396,722 10,459,317 SH   DFND 1,5 209,848 0 10,249,469
KAR AUCTION SVCS INC COM 48238T109 11,727 309,166 SH   DFND 6 294,086 0 15,080
KAR AUCTION SVCS INC COM 48238T109 5,865 154,630 SH   DFND 7 125,930 0 28,700
KARYOPHARM THERAPEUTICS INC COM 48576U106 158,542 5,179,416 SH   DFND 1,5 41,715 0 5,137,701
KATE SPADE & CO COM 485865109 634,795 19,011,516 SH   DFND 1,5 1,946,637 0 17,064,879
KATE SPADE & CO COM 485865109 3,331 99,755 SH   DFND 6 91,040 0 8,715
KB HOME COM 48666K109 139,882 8,955,302 SH   DFND 1,5 24,200 0 8,931,102
KB HOME COM 48666K109 1,290 82,600 SH   DFND 6 82,600 0 0
KBR INC COM 48242W106 293 20,267 SH   DFND 6 0 0 20,267
KCG HLDGS INC CL A 48244B100 7,356 600,000 SH   DFND 1,5 0 0 600,000
KELLOGG CO COM 487836108 567,799 8,609,539 SH   DFND 1,5 554,504 0 8,055,035
KELLOGG CO COM 487836108 5,655 85,747 SH   DFND 2 85,747 0 0
KELLOGG CO COM 487836108 2,821 42,777 SH   DFND 3 42,777 0 0
KELLOGG CO COM 487836108 20,299 307,788 SH   DFND 6 166,452 0 141,336
KELLOGG CO COM 487836108 81,939 1,242,445 SH   DFND 7 1,242,445 0 0
KELLOGG CO COM 487836108 14,443 219,000 SH   DFND 11 219,000 0 0
KEMET CORP COM NEW 488360207 1,156 279,300 SH   DFND 1,5 0 0 279,300
KENNAMETAL INC COM 489170100 364 10,800 SH   DFND 1,5 510 0 10,290
KENNAMETAL INC COM 489170100 365 10,820 SH   DFND 6 0 0 10,820
KENNEDY-WILSON HLDGS INC COM 489398107 96,376 3,686,921 SH   DFND 1,5 600 0 3,686,321
KENNEDY-WILSON HLDGS INC COM 489398107 16,138 617,380 SH   DFND 6 617,380 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 5,164 197,550 SH   DFND 7 189,150 0 8,400
KERYX BIOPHARMACEUTICALS INC COM 492515101 68,089 5,348,725 SH   DFND 1,5 100 0 5,348,625
KERYX BIOPHARMACEUTICALS INC COM 492515101 481 37,767 SH   DFND 6 37,767 0 0
KEURIG GREEN MTN INC COM 49271M100 2,016,178 18,045,092 SH   DFND 1,5 998,043 0 17,047,049
KEURIG GREEN MTN INC COM 49271M100 4,589 41,069 SH   DFND 2 41,069 0 0
KEURIG GREEN MTN INC COM 49271M100 11,315 101,268 SH   DFND 6 91,617 0 9,651
KEURIG GREEN MTN INC COM 49271M100 1,452 13,000 SH   DFND 7 13,000 0 0
KEYCORP NEW COM 493267108 53,030 3,745,059 SH   DFND 1,5 211,000 0 3,534,059
KEYCORP NEW COM 493267108 4,102 289,697 SH   DFND 2 289,697 0 0
KEYCORP NEW COM 493267108 2,719 192,054 SH   DFND 3 192,054 0 0
KEYCORP NEW COM 493267108 13,467 951,032 SH   DFND 6 778,729 0 172,303
KEYCORP NEW COM 493267108 33,799 2,386,940 SH   DFND 7 2,386,940 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 195,000 5,248,983 SH   DFND 1,5 59,226 0 5,189,757
KEYSIGHT TECHNOLOGIES INC COM 49338L103 8,709 234,422 SH   DFND 1,9 0 0 234,422
KEYSIGHT TECHNOLOGIES INC COM 49338L103 221 5,937 SH   DFND 3 5,937 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 10,906 293,555 SH   DFND 6 146,075 0 147,480
KEYSIGHT TECHNOLOGIES INC COM 49338L103 37,174 1,000,656 SH   DFND 7 867,656 0 133,000
KEYW HLDG CORP COM 493723100 46,165 5,609,387 SH   DFND 1,5 29,096 0 5,580,291
KEYW HLDG CORP COM 493723100 211 25,644 SH   DFND 6 25,644 0 0
KILROY RLTY CORP COM 49427F108 915 12,007 SH   DFND 6 0 0 12,007
KIMBALL ELECTRONICS INC COM 49428J109 2,200 155,589 SH   DFND 1,5 25,349 0 130,240
KIMBERLY CLARK CORP COM 494368103 66,772 623,400 SH   DFND 1,5 97,600 0 525,800
KIMBERLY CLARK CORP COM 494368103 13,259 123,784 SH   DFND 2 123,784 0 0
KIMBERLY CLARK CORP COM 494368103 8,550 79,824 SH   DFND 3 79,824 0 0
KIMBERLY CLARK CORP COM 494368103 3,241 30,255 SH   DFND 6 0 0 30,255
KIMCO RLTY CORP COM 49446R109 400,417 14,913,124 SH   DFND 1,5 9,088,524 0 5,824,600
KIMCO RLTY CORP COM 49446R109 3,752 139,739 SH   DFND 2 139,739 0 0
KIMCO RLTY CORP COM 49446R109 1,084 40,366 SH   DFND 3 40,366 0 0
KIMCO RLTY CORP COM 49446R109 1,527 56,865 SH   DFND 6 0 0 56,865
KINDER MORGAN INC DEL COM 49456B101 1,336,414 31,773,983 SH   DFND 1,5 289,460 0 31,484,523
KINDER MORGAN INC DEL COM 49456B101 24,275 577,156 SH   DFND 2 577,156 0 0
KINDER MORGAN INC DEL COM 49456B101 4,594 109,216 SH   DFND 3 109,216 0 0
KINDER MORGAN INC DEL COM 49456B101 21,735 516,761 SH   DFND 6 264,600 0 252,161
KINDER MORGAN INC DEL COM 49456B101 27,029 642,621 SH   DFND 7 354,921 0 287,700
KINDER MORGAN INC DEL COM 49456B101 4,168 99,100 SH   DFND 11 99,100 0 0
KINDRED HEALTHCARE INC COM 494580103 9,309 391,300 SH   DFND 6 391,300 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 33,756 2,104,500 SH   DFND 1,5 63,700 0 2,040,800
KINROSS GOLD CORP COM NO PAR 496902404 6,832 3,079,558 SH   DFND 1,5 0 0 3,079,558
KINROSS GOLD CORP COM NO PAR 496902404 332 149,677 SH   DFND 3 149,677 0 0
KIRBY CORP COM 497266106 1,721 22,936 SH   DFND 6 19,100 0 3,836
KIRBY CORP COM 497266106 3,805 50,700 SH   DFND 7 25,400 0 25,300
KITE PHARMA INC COM 49803L109 162,735 2,821,342 SH   DFND 1,5 103,100 0 2,718,242
KITE PHARMA INC COM 49803L109 265 4,600 SH   DFND 6 4,600 0 0
KITE RLTY GROUP TR COM NEW 49803T300 261,106 9,268,929 SH   DFND 1,5 3,221,454 0 6,047,475
KITE RLTY GROUP TR COM NEW 49803T300 19,261 683,758 SH   DFND 6 683,758 0 0
KITE RLTY GROUP TR COM NEW 49803T300 8,644 306,859 SH   DFND 7 32,325 0 274,534
KKR & CO L P DEL COM UNITS 48248M102 928,937 40,724,989 SH   DFND 1,5 0 0 40,724,989
KLA-TENCOR CORP COM 482480100 42,050 721,400 SH   DFND 1,5 79,000 0 642,400
KLA-TENCOR CORP COM 482480100 3,211 55,094 SH   DFND 2 55,094 0 0
KLA-TENCOR CORP COM 482480100 616 10,571 SH   DFND 3 10,571 0 0
KLA-TENCOR CORP COM 482480100 721 12,373 SH   DFND 6 0 0 12,373
KLX INC COM 482539103 2,239 58,104 SH   DFND 1,5 10,074 0 48,030
KLX INC COM 482539103 363 9,423 SH   DFND 6 5,450 0 3,973
KLX INC COM 482539103 734 19,050 SH   DFND 7 7,550 0 11,500
KNIGHT TRANSN INC COM 499064103 79,354 2,460,600 SH   DFND 11 2,460,600 0 0
KNOLL INC COM NEW 498904200 99,854 4,261,800 SH   DFND 1,5 71,800 0 4,190,000
KNOWLES CORP COM 49926D109 11,002 570,929 SH   DFND 1,5 24,379 0 546,550
KNOWLES CORP COM 49926D109 225 11,701 SH   DFND 6 0 0 11,701
KOHLS CORP COM 500255104 270,971 3,462,886 SH   DFND 1,5 172,950 0 3,289,936
KOHLS CORP COM 500255104 5,354 68,420 SH   DFND 2 68,420 0 0
KOHLS CORP COM 500255104 1,249 15,963 SH   DFND 3 15,963 0 0
KOHLS CORP COM 500255104 5,144 65,736 SH   DFND 6 37,640 0 28,096
KOHLS CORP COM 500255104 20,353 260,100 SH   DFND 11 260,100 0 0
KOSMOS ENERGY LTD SHS G5315B107 11,369 1,437,300 SH   DFND 1,5 0 0 1,437,300
KRAFT FOODS GROUP INC COM 50076Q106 134,149 1,539,902 SH   DFND 1,5 105,602 0 1,434,300
KRAFT FOODS GROUP INC COM 50076Q106 17,349 199,151 SH   DFND 2 199,151 0 0
KRAFT FOODS GROUP INC COM 50076Q106 12,257 140,705 SH   DFND 3 140,705 0 0
KRAFT FOODS GROUP INC COM 50076Q106 3,538 40,608 SH   DFND 6 0 0 40,608
KRAFT FOODS GROUP INC COM 50076Q106 100,426 1,152,800 SH   DFND 11 1,152,800 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 16,352 809,100 SH   DFND 1,5 34,300 0 774,800
KROGER CO COM 501044101 1,422,118 18,550,984 SH   DFND 1,5 392,282 0 18,158,702
KROGER CO COM 501044101 12,757 166,411 SH   DFND 2 166,411 0 0
KROGER CO COM 501044101 9,156 119,432 SH   DFND 3 119,432 0 0
KROGER CO COM 501044101 23,690 309,023 SH   DFND 6 274,278 0 34,745
KROGER CO COM 501044101 60,094 783,897 SH   DFND 7 783,897 0 0
KROGER CO COM 501044101 80,735 1,053,160 SH   DFND 11 1,053,160 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 189,187 3,772,425 SH   DFND 1,5 0 0 3,772,425
KYTHERA BIOPHARMACEUTICALS I COM 501570105 1,094 21,811 SH   DFND 6 21,811 0 0
L BRANDS INC COM 501797104 734,281 7,787,480 SH   DFND 1,5 263,682 0 7,523,798
L BRANDS INC COM 501797104 7,852 83,270 SH   DFND 2 83,270 0 0
L BRANDS INC COM 501797104 1,548 16,420 SH   DFND 3 16,420 0 0
L BRANDS INC COM 501797104 7,185 76,198 SH   DFND 6 48,704 0 27,494
L-3 COMMUNICATIONS HLDGS INC COM 502424104 190,014 1,510,569 SH   DFND 1,5 2,682 0 1,507,887
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,516 27,952 SH   DFND 2 27,952 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,527 20,089 SH   DFND 3 20,089 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,084 16,567 SH   DFND 6 4,700 0 11,867
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 34,883 1,906,167 SH   DFND 1,5 400 0 1,905,767
LABORATORY CORP AMER HLDGS COM NEW 50540R409 65,781 521,700 SH   DFND 1,5 23,200 0 498,500
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,283 33,971 SH   DFND 2 33,971 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,740 13,801 SH   DFND 3 13,801 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,386 10,990 SH   DFND 6 545 0 10,445
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,476 35,500 SH   DFND 7 35,500 0 0
LACLEDE GROUP INC COM 505597104 30,010 585,900 SH   DFND 1,5 0 0 585,900
LADDER CAP CORP CL A 505743104 38,720 2,091,841 SH   DFND 1,5 0 0 2,091,841
LAKE SHORE GOLD CORP COM 510728108 2,282 2,806,600 SH   DFND 1,5 0 0 2,806,600
LAKELAND FINL CORP COM 511656100 52,761 1,300,182 SH   DFND 1,5 84,072 0 1,216,110
LAM RESEARCH CORP COM 512807108 93,374 1,329,454 SH   DFND 1,5 8,600 0 1,320,854
LAM RESEARCH CORP COM 512807108 3,790 53,960 SH   DFND 2 53,960 0 0
LAM RESEARCH CORP COM 512807108 2,430 34,596 SH   DFND 3 34,596 0 0
LAM RESEARCH CORP COM 512807108 1,351 19,235 SH   DFND 6 0 0 19,235
LAMAR ADVERTISING CO NEW CL A 512816109 114,429 1,930,646 SH   DFND 1,5 0 0 1,930,646
LAMAR ADVERTISING CO NEW CL A 512816109 310 5,236 SH   DFND 6 0 0 5,236
LANDAUER INC COM 51476K103 2,217 63,100 SH   DFND 1,5 0 0 63,100
LANDSTAR SYS INC COM 515098101 62,607 944,300 SH   DFND 1,5 300 0 944,000
LAS VEGAS SANDS CORP COM 517834107 824,143 14,973,521 SH   DFND 1,5 287,977 0 14,685,544
LAS VEGAS SANDS CORP COM 517834107 505 9,179 SH   DFND 3 9,179 0 0
LAS VEGAS SANDS CORP COM 517834107 11,521 209,312 SH   DFND 6 150,906 0 58,406
LAS VEGAS SANDS CORP COM 517834107 15,183 275,850 SH   DFND 7 174,150 0 101,700
LATTICE SEMICONDUCTOR CORP COM 518415104 20,244 3,193,100 SH   DFND 1,5 0 0 3,193,100
LATTICE SEMICONDUCTOR CORP COM 518415104 2,332 367,900 SH   DFND 6 367,900 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 3,944 622,100 SH   DFND 7 406,100 0 216,000
LAUDER ESTEE COS INC CL A 518439104 2,088,260 25,111,346 SH   DFND 1,5 984,438 0 24,126,908
LAUDER ESTEE COS INC CL A 518439104 6,283 75,551 SH   DFND 2 75,551 0 0
LAUDER ESTEE COS INC CL A 518439104 4,485 53,932 SH   DFND 3 53,932 0 0
LAUDER ESTEE COS INC CL A 518439104 23,251 279,597 SH   DFND 6 232,766 0 46,831
LAUDER ESTEE COS INC CL A 518439104 69,723 838,420 SH   DFND 7 743,220 0 95,200
LAZARD LTD SHS A G54050102 205,808 3,913,445 SH   DFND 1,5 350 0 3,913,095
LAZARD LTD SHS A G54050102 11,027 209,686 SH   DFND 6 209,686 0 0
LAZARD LTD SHS A G54050102 7,927 150,729 SH   DFND 7 150,729 0 0
LCNB CORP COM 50181P100 11,920 779,084 SH   DFND 1,5 48,388 0 730,696
LDR HLDG CORP COM 50185U105 5,634 153,755 SH   DFND 1,5 0 0 153,755
LEAR CORP COM NEW 521865204 3,101 27,983 SH   DFND 3 27,983 0 0
LEAR CORP COM NEW 521865204 736 6,642 SH   DFND 6 0 0 6,642
LEGACY RESVS LP UNIT LP INT 524707304 67,611 6,680,900 SH   DFND 1,5 0 0 6,680,900
LEGG MASON INC COM 524901105 11,980 217,032 SH   DFND 1,5 32 0 217,000
LEGG MASON INC COM 524901105 1,854 33,578 SH   DFND 2 33,578 0 0
LEGG MASON INC COM 524901105 961 17,414 SH   DFND 3 17,414 0 0
LEGG MASON INC COM 524901105 631 11,432 SH   DFND 6 0 0 11,432
LEGGETT & PLATT INC COM 524660107 23,511 510,100 SH   DFND 1,5 0 0 510,100
LEGGETT & PLATT INC COM 524660107 2,160 46,857 SH   DFND 2 46,857 0 0
LEGGETT & PLATT INC COM 524660107 1,437 31,168 SH   DFND 3 31,168 0 0
LEGGETT & PLATT INC COM 524660107 649 14,087 SH   DFND 6 0 0 14,087
LEIDOS HLDGS INC COM 525327102 105,673 2,518,425 SH   DFND 1,5 58,496 0 2,459,929
LEIDOS HLDGS INC COM 525327102 6,904 164,540 SH   DFND 6 155,700 0 8,840
LEIDOS HLDGS INC COM 525327102 1,277 30,440 SH   DFND 7 26,240 0 4,200
LEJU HLDGS LTD SPONSORED ADS 50187J108 10,809 1,357,917 SH   DFND 1,5 42,593 0 1,315,324
LENDINGCLUB CORP COM 52603A109 31,536 1,604,900 SH   DFND 1,5 107,800 0 1,497,100
LENDINGCLUB CORP COM 52603A109 578 29,400 SH   DFND 1,9 0 0 29,400
LENNAR CORP CL A 526057104 405,775 7,831,973 SH   DFND 1,5 50,591 0 7,781,382
LENNAR CORP CL A 526057104 3,133 60,467 SH   DFND 2 60,467 0 0
LENNAR CORP CL A 526057104 744 14,354 SH   DFND 3 14,354 0 0
LENNAR CORP CL A 526057104 16,765 323,588 SH   DFND 6 269,000 0 54,588
LENNAR CORP CL A 526057104 5,838 112,690 SH   DFND 7 112,690 0 0
LENNOX INTL INC COM 526107107 135,049 1,209,145 SH   DFND 1,5 0 0 1,209,145
LENNOX INTL INC COM 526107107 1,546 13,838 SH   DFND 6 10,810 0 3,028
LENNOX INTL INC COM 526107107 3,191 28,570 SH   DFND 7 28,570 0 0
LEUCADIA NATL CORP COM 527288104 2,381 106,797 SH   DFND 2 106,797 0 0
LEUCADIA NATL CORP COM 527288104 225 10,091 SH   DFND 3 10,091 0 0
LEUCADIA NATL CORP COM 527288104 1,041 46,721 SH   DFND 6 0 0 46,721
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 543,214 10,089,406 SH   DFND 1,5 533,348 0 9,556,058
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,230 97,136 SH   DFND 2 97,136 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,012 18,798 SH   DFND 6 0 0 18,798
LEXICON PHARMACEUTICALS INC COM 528872104 101,111 107,075,179 SH   DFND 1,5 9,320,200 0 97,754,979
LEXINGTON REALTY TRUST COM 529043101 54,948 5,589,801 SH   DFND 1,5 116,919 0 5,472,882
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 27,199 552,261 SH   DFND 1,5 0 0 552,261
LEXINGTON REALTY TRUST COM 529043101 8,466 861,253 SH   DFND 6 861,253 0 0
LEXINGTON REALTY TRUST COM 529043101 2,554 259,828 SH   DFND 7 40,300 0 219,528
LEXMARK INTL NEW CL A 529771107 125,090 2,954,409 SH   DFND 1,5 87,273 0 2,867,136
LEXMARK INTL NEW CL A 529771107 360 8,510 SH   DFND 6 0 0 8,510
LGI HOMES INC COM 50187T106 5,714 342,989 SH   DFND 1,5 0 0 342,989
LHC GROUP INC COM 50187A107 73,498 2,225,200 SH   DFND 1,5 180,000 0 2,045,200
LIBBEY INC COM 529898108 32,080 803,800 SH   DFND 1,5 34,800 0 769,000
LIBBEY INC COM 529898108 11,474 287,500 SH   DFND 6 287,500 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 23,757 420,624 SH   DFND 1,5 24 0 420,600
LIBERTY BROADBAND CORP COM SER C 530307305 151,508 2,676,825 SH   DFND 1,5 75,337 0 2,601,488
LIBERTY BROADBAND CORP COM SER C 530307305 481 8,494 SH   DFND 6 0 0 8,494
LIBERTY GLOBAL PLC SHS CL A G5480U104 709,452 13,783,805 SH   DFND 1,5 452,171 0 13,331,634
LIBERTY GLOBAL PLC SHS CL C G5480U120 367,105 7,370,115 SH   DFND 1,5 368,226 0 7,001,889
LIBERTY GLOBAL PLC SHS CL A G5480U104 37,007 719,000 SH   DFND 1,10 5,900 0 713,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 4,221 84,748 SH   DFND 3 84,748 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,292 25,100 SH   DFND 6 25,100 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 8,063 191,926 SH   DFND 1,5 0 0 191,926
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 633,659 21,708,096 SH   DFND 1,5 22,600 0 21,685,496
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 413 9,827 SH   DFND 6 0 0 9,827
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1,477 50,583 SH   DFND 6 0 0 50,583
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 37,277 26,710,000 PRN   DFND 1,5 0 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 1,396 1,000,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 42,629 77,373,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,262 5,920,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 38,844 1,007,636 SH   DFND 1,5 2,929 0 1,004,707
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 685,050 17,933,248 SH   DFND 1,5 376,355 0 17,556,893
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 8,983 9,000,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 2,008 52,574 SH   DFND 3 52,574 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 578 14,991 SH   DFND 3 14,991 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 981 25,689 SH   DFND 6 0 0 25,689
LIBERTY MEDIA CORP DELAWARE CL A 531229102 521 13,519 SH   DFND 6 0 0 13,519
LIBERTY PPTY TR SH BEN INT 531172104 732 20,497 SH   DFND 6 0 0 20,497
LIBERTY TAX INC CL A 53128T102 376 13,500 SH   DFND 1,5 0 0 13,500
LIBERTY TAX INC CL A 53128T102 768 27,611 SH   DFND 6 27,611 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,128 66,926 SH   DFND 1,5 12,096 0 54,830
LIFE TIME FITNESS INC COM 53217R207 24,059 339,056 SH   DFND 1,5 556 0 338,500
LIFELOCK INC COM 53224V100 41,599 2,948,202 SH   DFND 1,5 1,000 0 2,947,202
LIFELOCK INC COM 53224V100 483 34,200 SH   DFND 1,9 0 0 34,200
LIFEPOINT HOSPITALS INC COM 53219L109 10,301 140,250 SH   DFND 1,5 250 0 140,000
LIFEPOINT HOSPITALS INC COM 53219L109 450 6,124 SH   DFND 6 0 0 6,124
LIFEWAY FOODS INC COM 531914109 1,564 73,140 SH   DFND 1,5 3,140 0 70,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 78,289 1,015,292 SH   DFND 1,5 0 0 1,015,292
LILLY ELI & CO COM 532457108 37,744 519,530 SH   DFND 1,5 30 0 519,500
LILLY ELI & CO COM 532457108 24,060 331,170 SH   DFND 2 331,170 0 0
LILLY ELI & CO COM 532457108 12,824 176,515 SH   DFND 3 176,515 0 0
LILLY ELI & CO COM 532457108 9,837 135,407 SH   DFND 6 0 0 135,407
LINCOLN EDL SVCS CORP COM 533535100 57 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN ELEC HLDGS INC COM 533900106 567 8,673 SH   DFND 6 0 0 8,673
LINCOLN NATL CORP IND COM 534187109 496,197 8,635,514 SH   DFND 1,5 335,814 0 8,299,700
LINCOLN NATL CORP IND COM 534187109 4,990 86,839 SH   DFND 2 86,839 0 0
LINCOLN NATL CORP IND COM 534187109 1,997 34,763 SH   DFND 3 34,763 0 0
LINCOLN NATL CORP IND COM 534187109 2,086 36,298 SH   DFND 6 0 0 36,298
LINEAR TECHNOLOGY CORP COM 535678106 38,998 833,300 SH   DFND 1,5 47,099 0 786,201
LINEAR TECHNOLOGY CORP COM 535678106 3,792 81,015 SH   DFND 2 81,015 0 0
LINEAR TECHNOLOGY CORP COM 535678106 5,110 109,186 SH   DFND 3 109,186 0 0
LINEAR TECHNOLOGY CORP COM 535678106 757 16,173 SH   DFND 6 0 0 16,173
LINKEDIN CORP COM CL A 53578A108 538,112 2,153,654 SH   DFND 1,5 126,696 0 2,026,958
LINKEDIN CORP COM CL A 53578A108 63,115 252,600 SH   DFND 1,9 0 0 252,600
LINKEDIN CORP COM CL A 53578A108 6,130 24,535 SH   DFND 3 24,535 0 0
LINKEDIN CORP COM CL A 53578A108 17,430 69,758 SH   DFND 6 62,640 0 7,118
LINKEDIN CORP COM CL A 53578A108 44,023 176,190 SH   DFND 7 176,190 0 0
LINKEDIN CORP COM CL A 53578A108 33,306 133,300 SH   DFND 11 133,300 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 69,600 5,747,328 SH   DFND 1,5 0 0 5,747,328
LIONBRIDGE TECHNOLOGIES INC COM 536252109 45,333 7,925,410 SH   DFND 1,5 0 0 7,925,410
LIONBRIDGE TECHNOLOGIES INC COM 536252109 757 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 176,706 5,209,507 SH   DFND 1,5 76,338 0 5,133,169
LIQUIDITY SERVICES INC COM 53635B107 5,039 510,000 SH   DFND 1,5 21,000 0 489,000
LITHIA MTRS INC CL A 536797103 4,836 48,650 SH   DFND 1,5 350 0 48,300
LIVE NATION ENTERTAINMENT IN COM 538034109 182,783 7,244,685 SH   DFND 1,5 63,200 0 7,181,485
LIVE NATION ENTERTAINMENT IN COM 538034109 364 14,423 SH   DFND 6 0 0 14,423
LKQ CORP COM 501889208 34,243 1,339,730 SH   DFND 1,5 4,000 0 1,335,730
LKQ CORP COM 501889208 531 20,775 SH   DFND 6 0 0 20,775
LKQ CORP COM 501889208 20,448 800,000 SH   DFND 11 800,000 0 0
LOCKHEED MARTIN CORP COM 539830109 228,878 1,127,700 SH   DFND 1,5 179,000 0 948,700
LOCKHEED MARTIN CORP COM 539830109 18,440 90,855 SH   DFND 2 90,855 0 0
LOCKHEED MARTIN CORP COM 539830109 13,017 64,135 SH   DFND 3 64,135 0 0
LOCKHEED MARTIN CORP COM 539830109 3,743 18,443 SH   DFND 6 0 0 18,443
LOEWS CORP COM 540424108 3,762 92,142 SH   DFND 1,5 842 0 91,300
LOEWS CORP COM 540424108 4,129 101,115 SH   DFND 2 101,115 0 0
LOEWS CORP COM 540424108 1,598 39,135 SH   DFND 3 39,135 0 0
LOEWS CORP COM 540424108 1,833 44,894 SH   DFND 6 0 0 44,894
LOGITECH INTL S A SHS H50430232 44,459 3,362,300 SH   DFND 1,5 143,580 0 3,218,720
LOGMEIN INC COM 54142L109 33,487 598,097 SH   DFND 1,5 21,300 0 576,797
LOGMEIN INC COM 54142L109 526 9,391 SH   DFND 1,9 0 0 9,391
LORILLARD INC COM 544147101 1,491,385 22,821,503 SH   DFND 1,5 796,293 0 22,025,210
LORILLARD INC COM 544147101 7,969 121,947 SH   DFND 2 121,947 0 0
LORILLARD INC COM 544147101 5,856 89,615 SH   DFND 3 89,615 0 0
LORILLARD INC COM 544147101 30,472 466,283 SH   DFND 6 430,901 0 35,382
LORILLARD INC COM 544147101 51,477 787,718 SH   DFND 7 670,190 0 117,528
LOUISIANA PAC CORP COM 546347105 46,145 2,795,000 SH   DFND 1,5 10,800 0 2,784,200
LOWES COS INC COM 548661107 606,985 8,159,501 SH   DFND 1,5 2,509 0 8,156,992
LOWES COS INC COM 548661107 24,513 329,523 SH   DFND 2 329,523 0 0
LOWES COS INC COM 548661107 15,617 209,933 SH   DFND 3 209,933 0 0
LOWES COS INC COM 548661107 16,984 228,314 SH   DFND 6 148,884 0 79,430
LOWES COS INC COM 548661107 41,760 561,370 SH   DFND 7 561,370 0 0
LPL FINL HLDGS INC COM 50212V100 272 6,211 SH   DFND 6 0 0 6,211
LTC PPTYS INC COM 502175102 20,609 448,013 SH   DFND 1,5 0 0 448,013
LULULEMON ATHLETICA INC COM 550021109 1,266,715 19,786,244 SH   DFND 1,5 2,182,444 0 17,603,800
LULULEMON ATHLETICA INC COM 550021109 2,415 37,723 SH   DFND 6 37,723 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 123,843 4,023,496 SH   DFND 1,5 447,381 0 3,576,115
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,136 36,900 SH   DFND 6 36,900 0 0
LUMENIS LTD SHS CL B M6778Q121 33,131 2,767,828 SH   DFND 1,5 0 0 2,767,828
LUMOS NETWORKS CORP COM 550283105 15,303 1,002,802 SH   DFND 1,5 0 0 1,002,802
LUXFER HLDGS PLC SPONSORED ADR 550678106 5,639 421,800 SH   DFND 1,5 1,300 0 420,500
LUXFER HLDGS PLC SPONSORED ADR 550678106 9,579 716,453 SH   DFND 6 716,453 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 738 55,210 SH   DFND 7 47,510 0 7,700
LUXOFT HLDG INC ORD SHS CL A G57279104 21,692 419,250 SH   DFND 1,5 5,800 0 413,450
LUXOFT HLDG INC ORD SHS CL A G57279104 8,020 155,000 SH   DFND 1,9 0 0 155,000
LUXOFT HLDG INC ORD SHS CL A G57279104 1,474 28,487 SH   DFND 6 0 0 28,487
LUXOFT HLDG INC ORD SHS CL A G57279104 492 9,500 SH   DFND 7 0 0 9,500
LYON WILLIAM HOMES CL A NEW 552074700 8,969 347,381 SH   DFND 1,5 0 0 347,381
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,129,606 24,255,191 SH   DFND 1,5 785,097 0 23,470,094
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11,777 134,134 SH   DFND 2 134,134 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,872 55,495 SH   DFND 3 55,495 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 22,492 256,178 SH   DFND 6 178,952 0 77,226
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 44,345 505,064 SH   DFND 7 399,464 0 105,600
M & T BK CORP COM 55261F104 806,917 6,353,680 SH   DFND 1,5 314,964 0 6,038,716
M & T BK CORP COM 55261F104 5,717 45,017 SH   DFND 2 45,017 0 0
M & T BK CORP COM 55261F104 3,534 27,827 SH   DFND 3 27,827 0 0
M & T BK CORP COM 55261F104 24,281 191,188 SH   DFND 6 155,597 0 35,591
M & T BK CORP COM 55261F104 36,850 290,160 SH   DFND 7 236,660 0 53,500
M D C HLDGS INC COM 552676108 67,538 2,369,755 SH   DFND 1,5 112,355 0 2,257,400
M D C HLDGS INC COM 552676108 701 24,600 SH   DFND 6 24,600 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 14,818 14,430,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 6,229 261,270 SH   DFND 6 261,270 0 0
M/I HOMES INC COM 55305B101 1,229 51,560 SH   DFND 7 44,460 0 7,100
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 167,587 4,497,780 SH   DFND 1,5 174,000 0 4,323,780
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 5,308 142,467 SH   DFND 1,9 0 0 142,467
MACERICH CO COM 554382101 171,219 2,030,345 SH   DFND 1,5 453,381 0 1,576,964
MACERICH CO COM 554382101 4,021 47,676 SH   DFND 2 47,676 0 0
MACERICH CO COM 554382101 15,394 182,543 SH   DFND 6 160,800 0 21,743
MACERICH CO COM 554382101 5,600 66,400 SH   DFND 7 7,600 0 58,800
MACERICH CO COM 554382101 7,821 92,740 SH   DFND 11 92,740 0 0
MACK CALI RLTY CORP COM 554489104 482 25,000 SH   DFND 1,5 25,000 0 0
MACROGENICS INC COM 556099109 100,762 3,212,042 SH   DFND 1,5 200 0 3,211,842
MACYS INC COM 55616P104 556,457 8,572,744 SH   DFND 1,5 208,430 0 8,364,314
MACYS INC COM 55616P104 13,495 207,900 SH   DFND 1,10 0 0 207,900
MACYS INC COM 55616P104 7,488 115,361 SH   DFND 2 115,361 0 0
MACYS INC COM 55616P104 1,649 25,404 SH   DFND 3 25,404 0 0
MACYS INC COM 55616P104 14,219 219,059 SH   DFND 6 163,518 0 55,541
MACYS INC COM 55616P104 17,865 275,229 SH   DFND 7 187,929 0 87,300
MADDEN STEVEN LTD COM 556269108 87,981 2,315,293 SH   DFND 1,5 41,263 0 2,274,030
MADDEN STEVEN LTD COM 556269108 14,466 380,695 SH   DFND 6 380,695 0 0
MADDEN STEVEN LTD COM 556269108 5,184 136,430 SH   DFND 7 91,930 0 44,500
MADISON SQUARE GARDEN CO CL A 55826P100 654,796 7,735,338 SH   DFND 1,5 0 0 7,735,338
MADISON SQUARE GARDEN CO CL A 55826P100 719 8,494 SH   DFND 6 0 0 8,494
MAG SILVER CORP COM 55903Q104 932 150,600 SH   DFND 1,5 0 0 150,600
MAGELLAN HEALTH INC COM NEW 559079207 17,705 250,000 SH   DFND 1,5 0 0 250,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 17,460 227,614 SH   DFND 1,5 0 0 227,614
MAGNA INTL INC COM 559222401 35,149 657,476 SH   DFND 1,5 308 0 657,168
MAGNA INTL INC COM 559222401 31,903 596,764 SH   DFND 6 304,056 0 292,708
MAGNA INTL INC COM 559222401 12,574 235,210 SH   DFND 7 162,410 0 72,800
MAGNA INTL INC COM 559222401 382,225 7,149,720 SH   DFND 11 6,784,520 0 365,200
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 24,790 4,531,990 SH   DFND 1,5 0 0 4,531,990
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 3,883 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 9,930 452,200 SH   DFND 1,5 0 0 452,200
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 332 15,100 SH   DFND 6 15,100 0 0
MALIBU BOATS INC COM CL A 56117J100 7,642 327,300 SH   DFND 1,5 0 0 327,300
MALLINCKRODT PUB LTD CO SHS G5785G107 1,179,903 9,316,248 SH   DFND 1,5 21,497 0 9,294,751
MALLINCKRODT PUB LTD CO SHS G5785G107 4,997 39,452 SH   DFND 2 39,452 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 886 6,997 SH   DFND 3 6,997 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 2,464 19,452 SH   DFND 6 9,600 0 9,852
MANCHESTER UTD PLC NEW ORD CL A G5784H106 63,317 3,979,700 SH   DFND 1,5 0 0 3,979,700
MANHATTAN ASSOCS INC COM 562750109 261 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC INC COM 563571108 338,669 15,708,222 SH   DFND 1,5 16,395 0 15,691,827
MANITOWOC INC COM 563571108 928 43,021 SH   DFND 6 34,139 0 8,882
MANNKIND CORP COM 56400P201 47,918 9,214,968 SH   DFND 1,5 0 0 9,214,968
MANPOWERGROUP INC COM 56418H100 61,656 715,683 SH   DFND 1,5 476 0 715,207
MANPOWERGROUP INC COM 56418H100 27,560 319,902 SH   DFND 6 308,942 0 10,960
MANPOWERGROUP INC COM 56418H100 14,930 173,299 SH   DFND 7 171,099 0 2,200
MANTECH INTL CORP CL A 564563104 74,578 2,197,345 SH   DFND 1,5 83,624 0 2,113,721
MANULIFE FINL CORP COM 56501R106 10,163 598,427 SH   DFND 1,5 477 0 597,950
MANULIFE FINL CORP COM 56501R106 17,611 1,036,981 SH   DFND 6 4,793 0 1,032,188
MANULIFE FINL CORP COM 56501R106 556 32,719 SH   DFND 7 32,719 0 0
MANULIFE FINL CORP COM 56501R106 801,420 47,189,121 SH   DFND 11 41,680,421 0 5,508,700
MARATHON OIL CORP COM 565849106 49,625 1,900,599 SH   DFND 1,5 24,537 0 1,876,062
MARATHON OIL CORP COM 565849106 5,969 228,603 SH   DFND 2 228,603 0 0
MARATHON OIL CORP COM 565849106 2,923 111,956 SH   DFND 3 111,956 0 0
MARATHON OIL CORP COM 565849106 10,352 396,462 SH   DFND 6 207,756 0 188,706
MARATHON OIL CORP COM 565849106 8,553 327,572 SH   DFND 7 143,230 0 184,342
MARATHON PETE CORP COM 56585A102 400,013 3,906,756 SH   DFND 1,5 202,780 0 3,703,976
MARATHON PETE CORP COM 56585A102 9,470 92,486 SH   DFND 2 92,486 0 0
MARATHON PETE CORP COM 56585A102 7,264 70,940 SH   DFND 3 70,940 0 0
MARATHON PETE CORP COM 56585A102 26,235 256,222 SH   DFND 6 191,450 0 64,772
MARATHON PETE CORP COM 56585A102 58,595 572,274 SH   DFND 7 467,974 0 104,300
MARATHON PETE CORP COM 56585A102 2,164 21,130 SH   DFND 11 21,130 0 0
MARINEMAX INC COM 567908108 15,927 600,800 SH   DFND 1,5 2,300 0 598,500
MARKEL CORP COM 570535104 23,915 31,100 SH   DFND 1,5 0 0 31,100
MARKEL CORP COM 570535104 1,479 1,923 SH   DFND 6 0 0 1,923
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 299 16,415 SH   DFND 3 16,415 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,029 56,408 SH   DFND 7 56,408 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,168 26,150 SH   DFND 1,5 150 0 26,000
MARKETO INC COM 57063L107 147,803 5,769,037 SH   DFND 1,5 534,789 0 5,234,248
MARKETO INC COM 57063L107 13,779 537,807 SH   DFND 1,9 0 0 537,807
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 444,343 6,722,291 SH   DFND 1,5 0 0 6,722,291
MARRIOTT INTL INC NEW CL A 571903202 823,739 10,255,711 SH   DFND 1,5 531,657 0 9,724,054
MARRIOTT INTL INC NEW CL A 571903202 5,642 70,248 SH   DFND 2 70,248 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,782 34,637 SH   DFND 3 34,637 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,541 19,184 SH   DFND 6 3,100 0 16,084
MARSH & MCLENNAN COS INC COM 571748102 906,424 16,160,180 SH   DFND 1,5 422,266 0 15,737,914
MARSH & MCLENNAN COS INC COM 571748102 10,236 182,484 SH   DFND 2 182,484 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,412 43,010 SH   DFND 3 43,010 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,796 49,841 SH   DFND 6 0 0 49,841
MARSH & MCLENNAN COS INC COM 571748102 5,247 93,550 SH   DFND 7 93,550 0 0
MARTEN TRANS LTD COM 573075108 1,157 49,853 SH   DFND 1,5 0 0 49,853
MARTIN MARIETTA MATLS INC COM 573284106 112,190 802,500 SH   DFND 1,5 12,020 0 790,480
MARTIN MARIETTA MATLS INC COM 573284106 2,927 20,940 SH   DFND 2 20,940 0 0
MARTIN MARIETTA MATLS INC COM 573284106 204 1,459 SH   DFND 3 1,459 0 0
MARTIN MARIETTA MATLS INC COM 573284106 16,578 118,586 SH   DFND 6 114,362 0 4,224
MARTIN MARIETTA MATLS INC COM 573284106 5,522 39,500 SH   DFND 7 38,300 0 1,200
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 757,096 51,503,124 SH   DFND 1,5 331,158 0 51,171,966
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 70,229 4,777,500 SH   DFND 1,9 0 0 4,777,500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,234 356,048 SH   DFND 6 212,400 0 143,648
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6,734 458,100 SH   DFND 7 187,300 0 270,800
MASCO CORP COM 574599106 3,161 118,390 SH   DFND 2 118,390 0 0
MASCO CORP COM 574599106 1,911 71,568 SH   DFND 3 71,568 0 0
MASCO CORP COM 574599106 787 29,457 SH   DFND 6 5,107 0 24,350
MASCO CORP COM 574599106 3,564 133,475 SH   DFND 7 133,475 0 0
MASIMO CORP COM 574795100 13,122 397,892 SH   DFND 1,5 12,232 0 385,660
MASONITE INTL CORP NEW COM 575385109 360 5,358 SH   DFND 1,5 0 0 5,358
MASTERCARD INC CL A 57636Q104 4,317,978 49,982,383 SH   DFND 1,5 2,356,375 0 47,626,008
MASTERCARD INC CL A 57636Q104 1,270 14,700 SH   DFND 1,9 0 0 14,700
MASTERCARD INC CL A 57636Q104 28,563 330,632 SH   DFND 2 330,632 0 0
MASTERCARD INC CL A 57636Q104 11,062 128,048 SH   DFND 3 128,048 0 0
MASTERCARD INC CL A 57636Q104 36,329 420,522 SH   DFND 6 316,703 0 103,819
MASTERCARD INC CL A 57636Q104 51,033 590,723 SH   DFND 7 480,523 0 110,200
MASTERCARD INC CL A 57636Q104 1,512 17,500 SH   DFND 11 17,500 0 0
MATTEL INC COM 577081102 151,583 6,633,816 SH   DFND 1,5 199,468 0 6,434,348
MATTEL INC COM 577081102 2,618 114,566 SH   DFND 2 114,566 0 0
MATTEL INC COM 577081102 415 18,183 SH   DFND 3 18,183 0 0
MATTEL INC COM 577081102 1,760 77,021 SH   DFND 6 38,200 0 38,821
MATTHEWS INTL CORP CL A 577128101 13,540 262,869 SH   DFND 1,5 16,949 0 245,920
MATTHEWS INTL CORP CL A 577128101 11,192 217,280 SH   DFND 6 217,280 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 512,589 14,725,339 SH   DFND 1,5 160,042 0 14,565,297
MAXIM INTEGRATED PRODS INC COM 57772K101 83,676 2,403,800 SH   DFND 1,9 0 0 2,403,800
MAXIM INTEGRATED PRODS INC COM 57772K101 3,147 90,409 SH   DFND 6 69,500 0 20,909
MAXIMUS INC COM 577933104 264,441 3,961,065 SH   DFND 1,5 765 0 3,960,300
MAXIMUS INC COM 577933104 16,234 243,177 SH   DFND 6 243,177 0 0
MAXIMUS INC COM 577933104 5,214 78,107 SH   DFND 7 74,407 0 3,700
MAXIMUS INC COM 577933104 52,881 792,100 SH   DFND 11 792,100 0 0
MAXLINEAR INC CL A 57776J100 20,064 2,467,882 SH   DFND 1,5 0 0 2,467,882
MAXLINEAR INC CL A 57776J100 1,306 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM 57777M102 4,786 499,600 SH   DFND 6 499,600 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 1,596 166,589 SH   DFND 7 155,389 0 11,200
MB FINANCIAL INC NEW COM 55264U108 68,127 2,175,900 SH   DFND 1,5 0 0 2,175,900
MBIA INC COM 55262C100 3,844 413,300 SH   DFND 1,5 17,900 0 395,400
MBIA INC COM 55262C100 181 19,503 SH   DFND 6 0 0 19,503
MCCORMICK & CO INC COM NON VTG 579780206 1,897 24,600 SH   DFND 1,5 0 0 24,600
MCCORMICK & CO INC COM NON VTG 579780206 3,350 43,444 SH   DFND 2 43,444 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,360 17,638 SH   DFND 3 17,638 0 0
MCCORMICK & CO INC COM NON VTG 579780206 688 8,920 SH   DFND 6 0 0 8,920
MCDONALDS CORP COM 580135101 1,610,797 16,531,166 SH   DFND 1,5 715,275 0 15,815,891
MCDONALDS CORP COM 580135101 31,720 325,529 SH   DFND 2 325,529 0 0
MCDONALDS CORP COM 580135101 9,872 101,313 SH   DFND 3 101,313 0 0
MCDONALDS CORP COM 580135101 34,405 353,093 SH   DFND 6 187,875 0 165,218
MCDONALDS CORP COM 580135101 84,136 863,460 SH   DFND 7 863,460 0 0
MCEWEN MNG INC COM 58039P107 693 679,110 SH   DFND 1,5 0 0 679,110
MCKESSON CORP COM 58155Q103 2,865,644 12,668,630 SH   DFND 1,5 277,222 0 12,391,408
MCKESSON CORP COM 58155Q103 17,839 78,864 SH   DFND 2 78,864 0 0
MCKESSON CORP COM 58155Q103 15,893 70,263 SH   DFND 3 70,263 0 0
MCKESSON CORP COM 58155Q103 37,647 166,433 SH   DFND 6 134,971 0 31,462
MCKESSON CORP COM 58155Q103 109,930 485,988 SH   DFND 7 437,288 0 48,700
MCKESSON CORP COM 58155Q103 40,388 178,550 SH   DFND 11 178,550 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 180,665 6,372,656 SH   DFND 1,5 0 0 6,372,656
MDC PARTNERS INC CL A SUB VTG 552697104 12,315 434,400 SH   DFND 6 434,400 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 2,959 104,360 SH   DFND 7 94,060 0 10,300
MDU RES GROUP INC COM 552690109 8,821 413,375 SH   DFND 1,5 0 0 413,375
MDU RES GROUP INC COM 552690109 563 26,404 SH   DFND 6 0 0 26,404
MEAD JOHNSON NUTRITION CO COM 582839106 1,906,516 18,964,649 SH   DFND 1,5 703,881 0 18,260,768
MEAD JOHNSON NUTRITION CO COM 582839106 6,888 68,519 SH   DFND 2 68,519 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,330 23,175 SH   DFND 3 23,175 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 12,669 126,027 SH   DFND 6 92,894 0 33,133
MEAD JOHNSON NUTRITION CO COM 582839106 18,940 188,400 SH   DFND 7 125,500 0 62,900
MEADOWBROOK INS GROUP INC COM 58319P108 11,560 1,360,000 SH   DFND 11 1,360,000 0 0
MEADWESTVACO CORP COM 583334107 58,018 1,163,378 SH   DFND 1,5 46,071 0 1,117,307
MEADWESTVACO CORP COM 583334107 2,828 56,712 SH   DFND 2 56,712 0 0
MEADWESTVACO CORP COM 583334107 807 16,186 SH   DFND 3 16,186 0 0
MEADWESTVACO CORP COM 583334107 1,152 23,105 SH   DFND 6 0 0 23,105
MEDASSETS INC COM 584045108 70,719 3,757,666 SH   DFND 1,5 0 0 3,757,666
MEDASSETS INC COM 584045108 9,329 495,674 SH   DFND 6 495,674 0 0
MEDASSETS INC COM 584045108 1,392 73,970 SH   DFND 7 64,070 0 9,900
MEDASSETS INC COM 584045108 39,608 2,104,584 SH   DFND 11 2,104,584 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 24,548 1,665,400 SH   DFND 1,5 287,200 0 1,378,200
MEDICAL PPTYS TRUST INC COM 58463J304 17,151 1,163,600 SH   DFND 6 1,163,600 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,149 349,300 SH   DFND 7 126,700 0 222,600
MEDICINES CO COM 584688105 33,400 1,192,000 SH   DFND 1,5 0 0 1,192,000
MEDIDATA SOLUTIONS INC COM 58471A105 136,290 2,779,167 SH   DFND 1,5 54,950 0 2,724,217
MEDIDATA SOLUTIONS INC COM 58471A105 25,363 517,200 SH   DFND 1,9 0 0 517,200
MEDIVATION INC COM 58501N101 1,362,405 10,555,551 SH   DFND 1,5 143,426 0 10,412,125
MEDIVATION INC COM 58501N101 68,144 527,959 SH   DFND 6 494,644 0 33,315
MEDIVATION INC COM 58501N101 65,904 510,604 SH   DFND 7 408,704 0 101,900
MEDIVATION INC COM 58501N101 18,096 140,200 SH   DFND 11 140,200 0 0
MEDNAX INC COM 58502B106 212,851 2,935,477 SH   DFND 1,5 9,779 0 2,925,698
MEDNAX INC COM 58502B106 7,126 98,272 SH   DFND 6 89,100 0 9,172
MEDNAX INC COM 58502B106 1,280 17,650 SH   DFND 7 15,250 0 2,400
MEDNAX INC COM 58502B106 24,137 332,880 SH   DFND 11 332,880 0 0
MEDTRONIC PLC SHS G5960L103 4,772,606 61,195,106 SH   DFND 1,5 1,046,343 0 60,148,763
MEDTRONIC PLC SHS G5960L103 37,643 482,668 SH   DFND 2 482,668 0 0
MEDTRONIC PLC SHS G5960L103 11,864 152,125 SH   DFND 3 152,125 0 0
MEDTRONIC PLC SHS G5960L103 82,541 1,058,349 SH   DFND 6 598,062 0 460,287
MEDTRONIC PLC SHS G5960L103 231,858 2,972,926 SH   DFND 7 2,761,426 0 211,500
MEDTRONIC PLC SHS G5960L103 146,496 1,878,400 SH   DFND 11 1,878,400 0 0
MEI PHARMA INC COM NEW 55279B202 2,461 1,375,031 SH   DFND 1,5 9,213 0 1,365,818
MEI PHARMA INC COM NEW 55279B202 136 75,890 SH   DFND 6 75,890 0 0
MELCO CROWN ENTMT LTD ADR 585464100 101,500 4,729,735 SH   DFND 1,5 216,100 0 4,513,635
MELCO CROWN ENTMT LTD ADR 585464100 281 13,100 SH   DFND 6 13,100 0 0
MELCO CROWN ENTMT LTD ADR 585464100 1,118 52,100 SH   DFND 7 52,100 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 77,686 1,713,420 SH   DFND 1,5 227,831 0 1,485,589
MEMORIAL RESOURCE DEV CORP COM 58605Q109 155,685 8,775,921 SH   DFND 1,5 124,400 0 8,651,521
MENS WEARHOUSE INC COM 587118100 42,169 807,834 SH   DFND 1,5 9,729 0 798,105
MENTOR GRAPHICS CORP COM 587200106 15,888 661,170 SH   DFND 1,5 0 0 661,170
MENTOR GRAPHICS CORP COM 587200106 21,404 890,729 SH   DFND 6 890,729 0 0
MERCADOLIBRE INC COM 58733R102 43,152 352,200 SH   DFND 1,5 46,400 0 305,800
MERCADOLIBRE INC COM 58733R102 3,350 27,346 SH   DFND 3 27,346 0 0
MERCHANTS BANCSHARES COM 588448100 292 10,000 SH   DFND 1,5 0 0 10,000
MERCK & CO INC NEW COM 58933Y105 719,174 12,511,730 SH   DFND 1,5 197,994 0 12,313,736
MERCK & CO INC NEW COM 58933Y105 55,255 961,291 SH   DFND 2 961,291 0 0
MERCK & CO INC NEW COM 58933Y105 19,940 346,905 SH   DFND 3 346,905 0 0
MERCK & CO INC NEW COM 58933Y105 48,369 841,496 SH   DFND 6 219,176 0 622,320
MERCK & CO INC NEW COM 58933Y105 115,178 2,003,787 SH   DFND 7 2,003,787 0 0
MERCURY GENL CORP NEW COM 589400100 214 3,699 SH   DFND 6 0 0 3,699
MERIDIAN BANCORP INC MD COM 58958U103 54,802 4,161,093 SH   DFND 1,5 51,403 0 4,109,690
MERIDIAN BANCORP INC MD COM 58958U103 7,840 595,269 SH   DFND 6 595,269 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,168 88,710 SH   DFND 7 77,410 0 11,300
MERIDIAN BIOSCIENCE INC COM 589584101 40,339 2,114,217 SH   DFND 1,5 102,792 0 2,011,425
MERIDIAN BIOSCIENCE INC COM 589584101 511 26,800 SH   DFND 6 26,800 0 0
MERIT MED SYS INC COM 589889104 7,888 409,763 SH   DFND 6 409,763 0 0
MERIT MED SYS INC COM 589889104 3,901 202,660 SH   DFND 7 114,160 0 88,500
MERITAGE HOMES CORP COM 59001A102 131,332 2,700,080 SH   DFND 1,5 0 0 2,700,080
MERRIMACK PHARMACEUTICALS IN COM 590328100 190,949 16,073,152 SH   DFND 1,5 1,677,760 0 14,395,392
MERRIMACK PHARMACEUTICALS IN COM 590328100 788 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 22,382 310,000 SH   DFND 1,5 14,300 0 295,700
METABOLIX INC COM 591018809 1,104 1,781,399 SH   DFND 1,5 286,000 0 1,495,399
METHANEX CORP COM 59151K108 312,328 5,833,647 SH   DFND 1,5 500 0 5,833,147
METHANEX CORP COM 59151K108 32,755 611,800 SH   DFND 6 176,600 0 435,200
METHANEX CORP COM 59151K108 17,298 323,100 SH   DFND 7 256,000 0 67,100
METHANEX CORP COM 59151K108 307,015 5,734,406 SH   DFND 11 4,998,906 0 735,500
METHODE ELECTRS INC COM 591520200 52,426 1,114,500 SH   DFND 1,5 200 0 1,114,300
METLIFE INC COM 59156R108 1,498,518 29,644,278 SH   DFND 1,5 862,518 0 28,781,760
METLIFE INC COM 59156R108 19,132 378,475 SH   DFND 2 378,475 0 0
METLIFE INC COM 59156R108 6,970 137,884 SH   DFND 3 137,884 0 0
METLIFE INC COM 59156R108 31,603 625,180 SH   DFND 6 428,962 0 196,218
METLIFE INC COM 59156R108 37,385 739,558 SH   DFND 7 643,858 0 95,700
METTLER TOLEDO INTERNATIONAL COM 592688105 992,153 3,018,875 SH   DFND 1,5 152,486 0 2,866,389
METTLER TOLEDO INTERNATIONAL COM 592688105 659 2,004 SH   DFND 6 0 0 2,004
MFA FINL INC COM 55272X102 260,414 33,131,539 SH   DFND 1,5 501 0 33,131,038
MFA FINL INC COM 55272X102 402 51,112 SH   DFND 6 0 0 51,112
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,936 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 120,308 12,493,046 SH   DFND 1,5 110,300 0 12,382,746
MGIC INVT CORP WIS COM 552848103 2,498 259,409 SH   DFND 6 259,409 0 0
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 110,800 97,300,000 PRN   DFND 1,5 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 4,561 216,900 SH   DFND 1,5 0 0 216,900
MGM RESORTS INTERNATIONAL COM 552953101 1,030 48,984 SH   DFND 6 0 0 48,984
MICHAEL KORS HLDGS LTD SHS G60754101 284,958 4,333,966 SH   DFND 1,5 130,722 0 4,203,244
MICHAEL KORS HLDGS LTD SHS G60754101 1,894 28,800 SH   DFND 1,9 0 0 28,800
MICHAEL KORS HLDGS LTD SHS G60754101 4,471 67,996 SH   DFND 2 67,996 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,306 35,072 SH   DFND 3 35,072 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 13,985 212,702 SH   DFND 6 174,792 0 37,910
MICHAEL KORS HLDGS LTD SHS G60754101 30,258 460,200 SH   DFND 7 383,800 0 76,400
MICHAEL KORS HLDGS LTD SHS G60754101 9,027 137,300 SH   DFND 11 137,300 0 0
MICHAELS COS INC COM 59408Q106 150,339 5,555,777 SH   DFND 1,5 0 0 5,555,777
MICHAELS COS INC COM 59408Q106 778 28,743 SH   DFND 6 25,600 0 3,143
MICREL INC COM 594793101 12,992 861,549 SH   DFND 1,5 24,080 0 837,469
MICREL INC COM 594793101 18,767 1,244,500 SH   DFND 1,9 0 0 1,244,500
MICROCHIP TECHNOLOGY INC COM 595017104 69,548 1,422,245 SH   DFND 1,5 0 0 1,422,245
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 27,869 14,260,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,336 68,230 SH   DFND 2 68,230 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,729 35,360 SH   DFND 3 35,360 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 2,150 1,100,000 PRN   DFND 6 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 672 13,752 SH   DFND 6 0 0 13,752
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 37,182 33,630,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 511,751 18,862,915 SH   DFND 1,5 108,664 0 18,754,251
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 33,588 12,090,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 3,144 115,900 SH   DFND 1,9 0 0 115,900
MICRON TECHNOLOGY INC COM 595112103 9,899 364,884 SH   DFND 2 364,884 0 0
MICRON TECHNOLOGY INC COM 595112103 2,092 77,127 SH   DFND 3 77,127 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 1,327 1,200,000 PRN   DFND 6 0 0 0
MICRON TECHNOLOGY INC COM 595112103 2,229 82,161 SH   DFND 6 0 0 82,161
MICROSEMI CORP COM 595137100 29,722 839,600 SH   DFND 1,9 0 0 839,600
MICROSOFT CORP COM 594918104 6,473,070 159,219,525 SH   DFND 1,5 6,982,532 0 152,236,993
MICROSOFT CORP COM 594918104 6,062 149,100 SH   DFND 1,9 0 0 149,100
MICROSOFT CORP COM 594918104 112,964 2,778,608 SH   DFND 2 2,778,608 0 0
MICROSOFT CORP COM 594918104 41,060 1,009,967 SH   DFND 3 1,009,967 0 0
MICROSOFT CORP COM 594918104 69,304 1,704,693 SH   DFND 6 826,351 0 878,342
MICROSOFT CORP COM 594918104 91,250 2,244,502 SH   DFND 7 2,069,870 0 174,632
MICROSOFT CORP COM 594918104 53,855 1,324,680 SH   DFND 11 1,324,680 0 0
MID-AMER APT CMNTYS INC COM 59522J103 140,075 1,812,800 SH   DFND 1,5 0 0 1,812,800
MID-AMER APT CMNTYS INC COM 59522J103 803 10,389 SH   DFND 6 0 0 10,389
MIDDLEBY CORP COM 596278101 313 3,050 SH   DFND 1,5 350 0 2,700
MIDDLEBY CORP COM 596278101 403 3,923 SH   DFND 6 0 0 3,923
MILLER HERMAN INC COM 600544100 12,153 437,800 SH   DFND 1,5 0 0 437,800
MIMEDX GROUP INC COM 602496101 13,076 1,257,277 SH   DFND 1,5 500 0 1,256,777
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 28,335 1,036,000 SH   DFND 1,5 42,200 0 993,800
MINERVA NEUROSCIENCES INC COM 603380106 13,830 2,765,922 SH   DFND 1,5 0 0 2,765,922
MIRATI THERAPEUTICS INC COM 60468T105 71,074 2,424,075 SH   DFND 1,5 0 0 2,424,075
MITEL NETWORKS CORP COM 60671Q104 999 98,200 SH   DFND 1,5 0 0 98,200
MKS INSTRUMENT INC COM 55306N104 9,577 283,264 SH   DFND 1,5 0 0 283,264
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 596,376 14,189,300 SH   DFND 1,5 545,600 0 13,643,700
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 23,743 564,900 SH   DFND 1,10 4,500 0 560,400
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 679 16,158 SH   DFND 3 16,158 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 403 9,600 SH   DFND 6 9,600 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 15,627 371,800 SH   DFND 11 371,800 0 0
MODINE MFG CO COM 607828100 809 60,041 SH   DFND 1,5 0 0 60,041
MOELIS & CO CL A 60786M105 16,997 564,300 SH   DFND 1,5 0 0 564,300
MOELIS & CO CL A 60786M105 1,214 40,300 SH   DFND 6 40,300 0 0
MOELIS & CO CL A 60786M105 2,039 67,700 SH   DFND 7 67,700 0 0
MOHAWK INDS INC COM 608190104 307,333 1,654,553 SH   DFND 1,5 50,770 0 1,603,783
MOHAWK INDS INC COM 608190104 3,904 21,019 SH   DFND 2 21,019 0 0
MOHAWK INDS INC COM 608190104 13,086 70,450 SH   DFND 6 62,000 0 8,450
MOHAWK INDS INC COM 608190104 5,025 27,050 SH   DFND 7 27,050 0 0
MOLINA HEALTHCARE INC COM 60855R100 15,181 225,600 SH   DFND 1,5 0 0 225,600
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 25,238 15,000,000 PRN   DFND 1,5 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 15,046 223,600 SH   DFND 6 223,600 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,969 44,120 SH   DFND 7 38,020 0 6,100
MOLSON COORS BREWING CO CL B 60871R209 463,140 6,220,822 SH   DFND 1,5 101,061 0 6,119,761
MOLSON COORS BREWING CO CL B 60871R209 4,031 54,144 SH   DFND 2 54,144 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,612 35,087 SH   DFND 3 35,087 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,971 39,912 SH   DFND 6 21,209 0 18,703
MOLSON COORS BREWING CO CL B 60871R209 201 2,702 SH   DFND   2,702 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 99,436 6,541,814 SH   DFND 1,5 828,100 0 5,713,714
MOMO INC ADR 60879B107 361 34,077 SH   DFND 1,9 0 0 34,077
MONARCH CASINO & RESORT INC COM 609027107 479 25,000 SH   DFND 6 25,000 0 0
MONDELEZ INTL INC CL A 609207105 741,521 20,546,453 SH   DFND 1,5 471,393 0 20,075,060
MONDELEZ INTL INC CL A 609207105 20,163 558,676 SH   DFND 2 558,676 0 0
MONDELEZ INTL INC CL A 609207105 12,754 353,392 SH   DFND 3 353,392 0 0
MONDELEZ INTL INC CL A 609207105 43,396 1,202,445 SH   DFND 6 653,463 0 548,982
MONDELEZ INTL INC CL A 609207105 125,585 3,479,763 SH   DFND 7 3,238,432 0 241,331
MONEYGRAM INTL INC COM NEW 60935Y208 22,504 2,604,600 SH   DFND 1,5 0 0 2,604,600
MONMOUTH REAL ESTATE INVT CO CL A 609720107 24,646 2,218,345 SH   DFND 1,5 1,174,672 0 1,043,673
MONOLITHIC PWR SYS INC COM 609839105 101,711 1,931,836 SH   DFND 1,5 4,200 0 1,927,636
MONOLITHIC PWR SYS INC COM 609839105 18,446 350,347 SH   DFND 1,9 0 0 350,347
MONOLITHIC PWR SYS INC COM 609839105 83,332 1,582,754 SH   DFND 6 1,582,754 0 0
MONOLITHIC PWR SYS INC COM 609839105 22,637 429,950 SH   DFND 7 380,550 0 49,400
MONOLITHIC PWR SYS INC COM 609839105 11,551 219,390 SH   DFND 11 219,390 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 715 21,900 SH   DFND 6 21,900 0 0
MONSANTO CO NEW COM 61166W101 2,226,161 19,781,063 SH   DFND 1,5 681,431 0 19,099,632
MONSANTO CO NEW COM 61166W101 18,421 163,688 SH   DFND 2 163,688 0 0
MONSANTO CO NEW COM 61166W101 13,135 116,710 SH   DFND 3 116,710 0 0
MONSANTO CO NEW COM 61166W101 38,566 342,687 SH   DFND 6 204,278 0 138,409
MONSANTO CO NEW COM 61166W101 129,846 1,153,780 SH   DFND 7 1,090,680 0 63,100
MONSTER BEVERAGE CORP COM 611740101 2,341,650 16,920,045 SH   DFND 1,5 1,124,400 0 15,795,645
MONSTER BEVERAGE CORP COM 611740101 12,220 88,300 SH   DFND 1,10 700 0 87,600
MONSTER BEVERAGE CORP COM 611740101 6,854 49,522 SH   DFND 2 49,522 0 0
MONSTER BEVERAGE CORP COM 611740101 6,849 49,486 SH   DFND 3 49,486 0 0
MONSTER BEVERAGE CORP COM 611740101 26,901 194,375 SH   DFND 6 170,601 0 23,774
MONSTER BEVERAGE CORP COM 611740101 60,351 436,076 SH   DFND 7 393,476 0 42,600
MONSTER WORLDWIDE INC COM 611742107 18,386 2,900,000 SH   DFND 1,5 0 0 2,900,000
MOODYS CORP COM 615369105 278,477 2,682,826 SH   DFND 1,5 129,636 0 2,553,190
MOODYS CORP COM 615369105 6,251 60,223 SH   DFND 2 60,223 0 0
MOODYS CORP COM 615369105 2,097 20,202 SH   DFND 3 20,202 0 0
MOODYS CORP COM 615369105 2,126 20,484 SH   DFND 6 8,227 0 12,257
MOODYS CORP COM 615369105 6,071 58,490 SH   DFND 7 58,490 0 0
MOODYS CORP COM 615369105 83,700 806,360 SH   DFND 11 806,360 0 0
MOOG INC CL A 615394202 82,587 1,100,422 SH   DFND 1,5 0 0 1,100,422
MORGAN STANLEY COM NEW 617446448 1,414,480 39,632,379 SH   DFND 1,5 1,784,216 0 37,848,163
MORGAN STANLEY COM NEW 617446448 18,637 522,191 SH   DFND 2 522,191 0 0
MORGAN STANLEY COM NEW 617446448 7,613 213,300 SH   DFND 3 213,300 0 0
MORGAN STANLEY COM NEW 617446448 21,481 601,879 SH   DFND 6 390,788 0 211,091
MORGAN STANLEY COM NEW 617446448 19,432 544,464 SH   DFND 7 544,464 0 0
MOSAIC CO NEW COM 61945C103 109,326 2,373,548 SH   DFND 1,5 86,299 0 2,287,249
MOSAIC CO NEW COM 61945C103 4,851 105,324 SH   DFND 2 105,324 0 0
MOSAIC CO NEW COM 61945C103 2,104 45,689 SH   DFND 3 45,689 0 0
MOSAIC CO NEW COM 61945C103 2,206 47,889 SH   DFND 6 1,827 0 46,062
MOTORCAR PTS AMER INC COM 620071100 23,955 861,986 SH   DFND 6 861,986 0 0
MOTORCAR PTS AMER INC COM 620071100 1,928 69,360 SH   DFND 7 59,760 0 9,600
MOTOROLA SOLUTIONS INC COM NEW 620076307 8,435 126,524 SH   DFND 1,5 528 0 125,996
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,306 64,582 SH   DFND 2 64,582 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,138 32,064 SH   DFND 3 32,064 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,614 24,214 SH   DFND 6 0 0 24,214
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 1,536 408,800 SH   DFND   408,800 0 0
MPLX LP COM UNIT REP LTD 55336V100 125,447 1,712,354 SH   DFND 1,5 0 0 1,712,354
MRC GLOBAL INC COM 55345K103 101,144 8,535,349 SH   DFND 1,5 72,770 0 8,462,579
MRC GLOBAL INC COM 55345K103 1,314 110,888 SH   DFND 6 100,000 0 10,888
MRC GLOBAL INC COM 55345K103 1,917 161,800 SH   DFND 7 114,200 0 47,600
MSC INDL DIRECT INC CL A 553530106 219 3,028 SH   DFND 6 0 0 3,028
MSCI INC COM 55354G100 2,357 38,442 SH   DFND 1,5 6,374 0 32,068
MSCI INC COM 55354G100 18,988 309,700 SH   DFND 1,10 0 0 309,700
MSCI INC COM 55354G100 783 12,766 SH   DFND 6 0 0 12,766
MUELLER INDS INC COM 624756102 127,435 3,527,125 SH   DFND 1,5 925 0 3,526,200
MULTI COLOR CORP COM 625383104 28,558 411,914 SH   DFND 1,5 11,778 0 400,136
MULTI COLOR CORP COM 625383104 118,838 1,714,098 SH   DFND 6 1,714,098 0 0
MULTI COLOR CORP COM 625383104 8,560 123,470 SH   DFND 7 113,870 0 9,600
MULTI FINELINE ELECTRONIX IN COM 62541B101 46,984 2,571,639 SH   DFND 1,5 101,229 0 2,470,410
MURPHY OIL CORP COM 626717102 2,488 53,400 SH   DFND 1,5 0 0 53,400
MURPHY OIL CORP COM 626717102 2,633 56,512 SH   DFND 2 56,512 0 0
MURPHY OIL CORP COM 626717102 1,948 41,807 SH   DFND 3 41,807 0 0
MURPHY OIL CORP COM 626717102 1,155 24,785 SH   DFND 6 80 0 24,705
MURPHY USA INC COM 626755102 309,054 4,270,475 SH   DFND 1,5 5,533 0 4,264,942
MURPHY USA INC COM 626755102 1,648 22,765 SH   DFND 6 17,830 0 4,935
MYLAN N V SHS EURO N59465109 549,887 9,265,161 SH   DFND 1,5 321,427 0 8,943,734
MYLAN N V SHS EURO N59465109 7,496 126,298 SH   DFND 2 126,298 0 0
MYLAN N V SHS EURO N59465109 922 15,537 SH   DFND 3 15,537 0 0
MYLAN N V SHS EURO N59465109 1,513 25,494 SH   DFND 6 0 0 25,494
MYOS CORP COM NEW 554051201 370 80,000 SH   DFND 1,5 0 0 80,000
MYRIAD GENETICS INC COM 62855J104 49,008 1,384,400 SH   DFND 1,5 0 0 1,384,400
MYRIAD GENETICS INC COM 62855J104 223 6,289 SH   DFND 6 0 0 6,289
NABORS INDUSTRIES LTD SHS G6359F103 41,430 3,035,200 SH   DFND 1,5 31,477 0 3,003,723
NABORS INDUSTRIES LTD SHS G6359F103 2,289 167,717 SH   DFND 3 167,717 0 0
NABORS INDUSTRIES LTD SHS G6359F103 536 39,265 SH   DFND 6 0 0 39,265
NACCO INDS INC CL A 629579103 16,427 310,000 SH   DFND 1,5 14,300 0 295,700
NANOMETRICS INC COM 630077105 2,269 134,900 SH   DFND 1,9 0 0 134,900
NANOSPHERE INC COM 63009F105 464 2,000,125 SH   DFND 1,5 0 0 2,000,125
NASDAQ OMX GROUP INC COM 631103108 102,063 2,003,592 SH   DFND 1,5 6,900 0 1,996,692
NASDAQ OMX GROUP INC COM 631103108 2,039 40,027 SH   DFND 2 40,027 0 0
NASDAQ OMX GROUP INC COM 631103108 365 7,168 SH   DFND 3 7,168 0 0
NASDAQ OMX GROUP INC COM 631103108 107,276 2,105,933 SH   DFND 6 2,050,807 0 55,126
NASDAQ OMX GROUP INC COM 631103108 65,473 1,285,294 SH   DFND 7 1,280,494 0 4,800
NASDAQ OMX GROUP INC COM 631103108 30,462 598,000 SH   DFND 11 598,000 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,822 74,662 SH   DFND 11 74,662 0 0
NATIONAL BK GREECE S A SPN ADR REP 1 SH 633643705 8,944 6,987,708 SH   DFND 1,5 168,500 0 6,819,208
NATIONAL FUEL GAS CO N J COM 636180101 162,062 2,686,252 SH   DFND 1,5 0 0 2,686,252
NATIONAL FUEL GAS CO N J COM 636180101 699 11,582 SH   DFND 6 0 0 11,582
NATIONAL GRID PLC SPON ADR NEW 636274300 470 7,267 SH   DFND 3 7,267 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,166 34,000 SH   DFND 1,5 315 0 33,685
NATIONAL HOLDINGS CORP COM NEW 636375206 2,601 666,860 SH   DFND 6 666,860 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 486 124,691 SH   DFND 7 107,971 0 16,720
NATIONAL INSTRS CORP COM 636518102 210 6,543 SH   DFND 6 0 0 6,543
NATIONAL INTERSTATE CORP COM 63654U100 26,780 953,700 SH   DFND 1,5 43,900 0 909,800
NATIONAL OILWELL VARCO INC COM 637071101 192,706 3,854,893 SH   DFND 1,5 116,529 0 3,738,364
NATIONAL OILWELL VARCO INC COM 637071101 6,941 138,844 SH   DFND 2 138,844 0 0
NATIONAL OILWELL VARCO INC COM 637071101 637 12,743 SH   DFND 3 12,743 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,904 98,098 SH   DFND 6 41,830 0 56,268
NATIONAL OILWELL VARCO INC COM 637071101 3,183 63,676 SH   DFND 7 63,676 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 82,677 7,676,600 SH   DFND 1,5 0 0 7,676,600
NATIONAL RETAIL PPTYS INC COM 637417106 102,759 2,508,159 SH   DFND 1,5 159 0 2,508,000
NATIONAL RETAIL PPTYS INC COM 637417106 748 18,266 SH   DFND 6 0 0 18,266
NATIONAL WESTN LIFE INS CO CL A 638522102 40,083 157,620 SH   DFND 1,5 6,900 0 150,720
NATIONSTAR MTG HLDGS INC COM 63861C109 1,887 76,200 SH   DFND 1,5 0 0 76,200
NATURAL GROCERS BY VITAMIN C COM 63888U108 351 12,700 SH   DFND 1,5 0 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 13,287 481,239 SH   DFND 6 481,239 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 4,815 174,390 SH   DFND 7 168,890 0 5,500
NATUS MEDICAL INC DEL COM 639050103 25,656 650,000 SH   DFND 1,5 0 0 650,000
NAVIENT CORP COM 63938C108 369,245 18,162,591 SH   DFND 1,5 19,315 0 18,143,276
NAVIENT CORP COM 63938C108 2,764 135,974 SH   DFND 2 135,974 0 0
NAVIENT CORP COM 63938C108 315 15,475 SH   DFND 3 15,475 0 0
NAVIENT CORP COM 63938C108 1,123 55,260 SH   DFND 6 0 0 55,260
NAVIOS MARITIME HOLDINGS INC COM Y62196103 19,795 4,735,633 SH   DFND 1,5 13,700 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 28,703 972,978 SH   DFND 1,5 0 0 972,978
NAVISTAR INTL CORP NEW COM 63934E108 5,870 198,981 SH   DFND 6 191,720 0 7,261
NAVISTAR INTL CORP NEW COM 63934E108 1,089 36,910 SH   DFND 7 31,710 0 5,200
NCI BUILDING SYS INC COM NEW 628852204 2,861 165,540 SH   DFND 6 165,540 0 0
NCI BUILDING SYS INC COM NEW 628852204 565 32,680 SH   DFND 7 27,780 0 4,900
NCI INC CL A 62886K104 8,990 897,230 SH   DFND 1,5 41,200 0 856,030
NCR CORP NEW COM 62886E108 170,639 5,782,403 SH   DFND 1,5 13,670 0 5,768,733
NCR CORP NEW COM 62886E108 11,115 376,640 SH   DFND 6 120,260 0 256,380
NCR CORP NEW COM 62886E108 66,638 2,258,146 SH   DFND 7 2,258,146 0 0
NEENAH PAPER INC COM 640079109 31,251 499,700 SH   DFND 1,5 1,800 0 497,900
NEKTAR THERAPEUTICS COM 640268108 18,808 1,709,803 SH   DFND 1,5 0 0 1,709,803
NELNET INC CL A 64031N108 1,448 30,600 SH   DFND 1,5 0 0 30,600
NEONODE INC COM NEW 64051M402 17,463 5,508,755 SH   DFND 1,5 178,490 0 5,330,265
NEOVASC INC COM 64065J106 84,851 9,427,900 SH   DFND 1,5 0 0 9,427,900
NEOVASC INC COM 64065J106 103 11,400 SH   DFND 6 11,400 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 9,830 718,600 SH   DFND 1,5 33,700 0 684,900
NETAPP INC COM 64110D104 28,606 806,723 SH   DFND 1,5 80,810 0 725,913
NETAPP INC COM 64110D104 3,744 105,592 SH   DFND 2 105,592 0 0
NETAPP INC COM 64110D104 618 17,435 SH   DFND 3 17,435 0 0
NETAPP INC COM 64110D104 1,239 34,942 SH   DFND 6 0 0 34,942
NETFLIX INC COM 64110L106 569,514 1,366,757 SH   DFND 1,5 98,776 0 1,267,981
NETFLIX INC COM 64110L106 8,538 20,491 SH   DFND 2 20,491 0 0
NETFLIX INC COM 64110L106 954 2,290 SH   DFND 3 2,290 0 0
NETFLIX INC COM 64110L106 2,662 6,388 SH   DFND 6 2,299 0 4,089
NETGEAR INC COM 64111Q104 135,373 4,117,170 SH   DFND 1,5 93,911 0 4,023,259
NETGEAR INC COM 64111Q104 3,061 93,100 SH   DFND 6 93,100 0 0
NETGEAR INC COM 64111Q104 4,018 122,200 SH   DFND 7 87,800 0 34,400
NETSUITE INC COM 64118Q107 145,979 1,573,730 SH   DFND 1,5 41 0 1,573,689
NETSUITE INC COM 64118Q107 42,902 462,500 SH   DFND 1,9 0 0 462,500
NETSUITE INC COM 64118Q107 270 2,910 SH   DFND 6 0 0 2,910
NEUROCRINE BIOSCIENCES INC COM 64125C109 442,378 11,140,221 SH   DFND 1,5 77,300 0 11,062,921
NEUROCRINE BIOSCIENCES INC COM 64125C109 28,042 706,173 SH   DFND 6 706,173 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,738 43,760 SH   DFND 7 37,660 0 6,100
NEUSTAR INC CL A 64126X201 61,586 2,501,459 SH   DFND 1,5 99,200 0 2,402,259
NEVRO CORP COM 64157F103 42,476 886,200 SH   DFND 1,5 0 0 886,200
NEW GOLD INC CDA COM 644535106 33,899 10,102,359 SH   DFND 1,5 0 0 10,102,359
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 2,466 158,100 SH   DFND 1,5 7,100 0 151,000
NEW JERSEY RES COM 646025106 3,659 117,800 SH   DFND 6 73,600 0 44,200
NEW JERSEY RES COM 646025106 636 20,480 SH   DFND 7 20,480 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 3,379 141,200 SH   DFND 1,5 25,360 0 115,840
NEW RELIC INC COM 64829B100 38,448 1,108,017 SH   DFND 1,5 103,975 0 1,004,042
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 575 38,250 SH   DFND 1,5 0 0 38,250
NEW SR INVT GROUP INC COM 648691103 28,753 1,728,974 SH   DFND 1,5 0 0 1,728,974
NEW SR INVT GROUP INC COM 648691103 517 31,100 SH   DFND 7 31,100 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 4,122 246,400 SH   DFND 1,5 0 0 246,400
NEW YORK CMNTY BANCORP INC COM 649445103 1,017 60,806 SH   DFND 6 0 0 60,806
NEW YORK REIT INC COM 64976L109 157,635 15,041,486 SH   DFND 1,5 7,700,770 0 7,340,716
NEW YORK REIT INC COM 64976L109 6,984 666,387 SH   DFND 6 666,387 0 0
NEW YORK REIT INC COM 64976L109 2,927 279,277 SH   DFND 7 31,900 0 247,377
NEW YORK TIMES CO CL A 650111107 275 20,000 SH   DFND 1,5 0 0 20,000
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 9,939 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL RUBBERMAID INC COM 651229106 177,026 4,530,984 SH   DFND 1,5 15,984 0 4,515,000
NEWELL RUBBERMAID INC COM 651229106 3,587 91,821 SH   DFND 2 91,821 0 0
NEWELL RUBBERMAID INC COM 651229106 3,469 88,799 SH   DFND 3 88,799 0 0
NEWELL RUBBERMAID INC COM 651229106 1,035 26,501 SH   DFND 6 0 0 26,501
NEWFIELD EXPL CO COM 651290108 366,078 10,432,541 SH   DFND 1,5 101,833 0 10,330,708
NEWFIELD EXPL CO COM 651290108 1,911 54,458 SH   DFND 2 54,458 0 0
NEWFIELD EXPL CO COM 651290108 792 22,570 SH   DFND 3 22,570 0 0
NEWFIELD EXPL CO COM 651290108 891 25,389 SH   DFND 6 2,997 0 22,392
NEWLINK GENETICS CORP COM 651511107 104,432 1,908,826 SH   DFND 1,5 200 0 1,908,626
NEWLINK GENETICS CORP COM 651511107 20,435 373,520 SH   DFND 6 373,520 0 0
NEWLINK GENETICS CORP COM 651511107 1,953 35,700 SH   DFND 7 32,100 0 3,600
NEWMARKET CORP COM 651587107 87,174 182,449 SH   DFND 1,5 0 0 182,449
NEWMARKET CORP COM 651587107 299 625 SH   DFND 6 0 0 625
NEWMONT MINING CORP COM 651639106 36,347 1,674,200 SH   DFND 1,5 0 0 1,674,200
NEWMONT MINING CORP COM 651639106 3,668 168,962 SH   DFND 2 168,962 0 0
NEWMONT MINING CORP COM 651639106 353 16,247 SH   DFND 3 16,247 0 0
NEWMONT MINING CORP COM 651639106 1,507 69,403 SH   DFND 6 787 0 68,616
NEWS CORP NEW CL A 65249B109 2,237 139,754 SH   DFND 1,5 25,785 0 113,969
NEWS CORP NEW CL A 65249B109 2,708 169,154 SH   DFND 2 169,154 0 0
NEWS CORP NEW CL A 65249B109 1,432 89,443 SH   DFND 3 89,443 0 0
NEWS CORP NEW CL A 65249B109 1,097 68,525 SH   DFND 6 0 0 68,525
NEXSTAR BROADCASTING GROUP I CL A 65336K103 98,313 1,718,152 SH   DFND 1,5 3,600 0 1,714,552
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 8,006 143,600 SH   DFND 1,5 92,300 0 51,300
NEXTERA ENERGY INC COM 65339F101 856,774 8,234,256 SH   DFND 1,5 37 0 8,234,219
NEXTERA ENERGY INC COM 65339F101 15,628 150,197 SH   DFND 2 150,197 0 0
NEXTERA ENERGY INC COM 65339F101 8,115 77,994 SH   DFND 3 77,994 0 0
NEXTERA ENERGY INC COM 65339F101 6,246 60,028 SH   DFND 6 0 0 60,028
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 71,427 1,630,000 SH   DFND 1,5 0 0 1,630,000
NIC INC COM 62914B100 32,279 1,826,796 SH   DFND 1,5 1,800 0 1,824,996
NIC INC COM 62914B100 5,255 297,400 SH   DFND 1,9 0 0 297,400
NICE SYS LTD SPONSORED ADR 653656108 640 10,500 SH   DFND 1,5 0 0 10,500
NICE SYS LTD SPONSORED ADR 653656108 8,884 145,800 SH   DFND 6 145,800 0 0
NICE SYS LTD SPONSORED ADR 653656108 6,070 99,620 SH   DFND 7 73,420 0 26,200
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,657 261,000 SH   DFND 1,5 11,400 0 249,600
NIELSEN N V COM N63218106 59,770 1,341,026 SH   DFND 1,5 787 0 1,340,239
NIELSEN N V COM N63218106 4,764 106,884 SH   DFND 2 106,884 0 0
NIELSEN N V COM N63218106 1,079 24,220 SH   DFND 6 0 0 24,220
NIKE INC CL B 654106103 3,982,174 39,690,762 SH   DFND 1,5 1,825,045 0 37,865,717
NIKE INC CL B 654106103 23,780 237,018 SH   DFND 2 237,018 0 0
NIKE INC CL B 654106103 15,939 158,869 SH   DFND 3 158,869 0 0
NIKE INC CL B 654106103 17,648 175,903 SH   DFND 6 102,861 0 73,042
NIKE INC CL B 654106103 19,250 191,870 SH   DFND 7 112,270 0 79,600
NIMBLE STORAGE INC COM 65440R101 175,178 7,852,002 SH   DFND 1,5 331,770 0 7,520,232
NIMBLE STORAGE INC COM 65440R101 542 24,300 SH   DFND 1,9 0 0 24,300
NIMBLE STORAGE INC COM 65440R101 391 17,512 SH   DFND 6 17,512 0 0
NISOURCE INC COM 65473P105 785,594 17,789,722 SH   DFND 1,5 503,688 0 17,286,034
NISOURCE INC COM 65473P105 4,730 107,100 SH   DFND 2 107,100 0 0
NISOURCE INC COM 65473P105 1,136 25,721 SH   DFND 3 25,721 0 0
NISOURCE INC COM 65473P105 1,993 45,136 SH   DFND 6 1,790 0 43,346
NISOURCE INC COM 65473P105 4,390 99,400 SH   DFND 7 99,400 0 0
NOBLE CORP PLC SHS USD G65431101 81,165 5,683,800 SH   DFND 1,5 309,800 0 5,374,000
NOBLE CORP PLC SHS USD G65431101 1,170 81,949 SH   DFND 2 81,949 0 0
NOBLE CORP PLC SHS USD G65431101 1,953 136,764 SH   DFND 3 136,764 0 0
NOBLE ENERGY INC COM 655044105 1,775,500 36,308,802 SH   DFND 1,5 1,539,564 0 34,769,238
NOBLE ENERGY INC COM 655044105 6,406 130,994 SH   DFND 2 130,994 0 0
NOBLE ENERGY INC COM 655044105 1,358 27,778 SH   DFND 3 27,778 0 0
NOBLE ENERGY INC COM 655044105 2,447 50,041 SH   DFND 6 15,842 0 34,199
NOKIA CORP SPONSORED ADR 654902204 32,872 4,336,740 SH   DFND 1,5 0 0 4,336,740
NOKIA CORP SPONSORED ADR 654902204 151 19,976 SH   DFND 3 19,976 0 0
NOODLES & CO CL A 65540B105 27,452 1,574,086 SH   DFND 1,5 107,300 0 1,466,786
NOODLES & CO CL A 65540B105 464 26,600 SH   DFND 6 26,600 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 8,933 750,000 SH   DFND 1,5 0 0 750,000
NORDSON CORP COM 655663102 351 4,483 SH   DFND 6 0 0 4,483
NORDSTROM INC COM 655664100 61,280 762,949 SH   DFND 1,5 121,449 0 641,500
NORDSTROM INC COM 655664100 3,827 47,646 SH   DFND 2 47,646 0 0
NORDSTROM INC COM 655664100 664 8,263 SH   DFND 3 8,263 0 0
NORDSTROM INC COM 655664100 752 9,363 SH   DFND 6 0 0 9,363
NORFOLK SOUTHERN CORP COM 655844108 171,695 1,668,235 SH   DFND 1,5 69 0 1,668,166
NORFOLK SOUTHERN CORP COM 655844108 10,716 104,120 SH   DFND 2 104,120 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,429 52,748 SH   DFND 3 52,748 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,924 57,558 SH   DFND 6 19,520 0 38,038
NORFOLK SOUTHERN CORP COM 655844108 7,518 73,043 SH   DFND 7 73,043 0 0
NORTEK INC COM NEW 656559309 31,823 360,605 SH   DFND 1,5 0 0 360,605
NORTHERN OIL & GAS INC NEV COM 665531109 70,621 9,159,682 SH   DFND 1,5 0 0 9,159,682
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 20,272 800,000 SH   DFND 1,5 0 0 800,000
NORTHERN TR CORP COM 665859104 328,979 4,723,310 SH   DFND 1,5 525 0 4,722,785
NORTHERN TR CORP COM 665859104 5,178 74,337 SH   DFND 2 74,337 0 0
NORTHERN TR CORP COM 665859104 2,136 30,674 SH   DFND 3 30,674 0 0
NORTHERN TR CORP COM 665859104 5,800 83,272 SH   DFND 6 50,723 0 32,549
NORTHROP GRUMMAN CORP COM 666807102 87,846 545,760 SH   DFND 1,5 160 0 545,600
NORTHROP GRUMMAN CORP COM 666807102 10,817 67,200 SH   DFND 2 67,200 0 0
NORTHROP GRUMMAN CORP COM 666807102 5,011 31,132 SH   DFND 3 31,132 0 0
NORTHROP GRUMMAN CORP COM 666807102 4,475 27,800 SH   DFND 6 0 0 27,800
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 39,768 1,703,856 SH   DFND 1,5 16,472 0 1,687,384
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 527 22,595 SH   DFND 6 0 0 22,595
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 165,856 9,153,174 SH   DFND 1,5 1,202 0 9,151,972
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 17,257 952,388 SH   DFND 6 923,030 0 29,358
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 5,443 300,410 SH   DFND 7 289,910 0 10,500
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 363 6,727 SH   DFND 6 0 0 6,727
NORWOOD FINANCIAL CORP COM 669549107 5,815 208,110 SH   DFND 1,5 8,500 0 199,610
NOVADAQ TECHNOLOGIES INC COM 66987G102 125,278 7,714,158 SH   DFND 1,5 69,900 0 7,644,258
NOVADAQ TECHNOLOGIES INC COM 66987G102 380 23,400 SH   DFND 6 23,400 0 0
NOVAGOLD RES INC COM NEW 66987E206 5,406 1,835,700 SH   DFND 1,5 0 0 1,835,700
NOVARTIS A G SPONSORED ADR 66987V109 426,683 4,326,972 SH   DFND 1,5 49 0 4,326,923
NOVARTIS A G SPONSORED ADR 66987V109 5,932 60,158 SH   DFND 3 60,158 0 0
NOVARTIS A G SPONSORED ADR 66987V109 687 6,967 SH   DFND 6 6,967 0 0
NOVARTIS A G SPONSORED ADR 66987V109 4,875 49,435 SH   DFND 7 49,435 0 0
NOVAVAX INC COM 670002104 219,105 26,493,961 SH   DFND 1,5 1,500 0 26,492,461
NOVAVAX INC COM 670002104 170 20,500 SH   DFND 6 20,500 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 40,838 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 496,268 9,295,141 SH   DFND 1,5 150,090 0 9,145,051
NOVO-NORDISK A S ADR 670100205 5,465 102,362 SH   DFND 3 102,362 0 0
NOW INC COM 67011P100 1,003 46,369 SH   DFND 1,5 2,779 0 43,590
NOW INC COM 67011P100 311 14,364 SH   DFND 6 0 0 14,364
NRG ENERGY INC COM NEW 629377508 189,341 7,516,515 SH   DFND 1,5 954 0 7,515,561
NRG ENERGY INC COM NEW 629377508 2,881 114,377 SH   DFND 2 114,377 0 0
NRG ENERGY INC COM NEW 629377508 512 20,308 SH   DFND 3 20,308 0 0
NRG ENERGY INC COM NEW 629377508 1,169 46,403 SH   DFND 6 0 0 46,403
NRG YIELD INC COM CL A 62942X108 65,569 1,292,506 SH   DFND 1,5 9 0 1,292,497
NTELOS HLDGS CORP COM NEW 67020Q305 76 15,906 SH   DFND 1,5 0 0 15,906
NU SKIN ENTERPRISES INC CL A 67018T105 342,633 5,690,631 SH   DFND 1,5 0 0 5,690,631
NU SKIN ENTERPRISES INC CL A 67018T105 8,037 133,479 SH   DFND 6 129,400 0 4,079
NUANCE COMMUNICATIONS INC COM 67020Y100 43,191 3,009,800 SH   DFND 1,5 30,960 0 2,978,840
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 31,760 32,000,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 518 36,109 SH   DFND 6 0 0 36,109
NUCOR CORP COM 670346105 240,917 5,068,726 SH   DFND 1,5 90,632 0 4,978,094
NUCOR CORP COM 670346105 5,136 108,061 SH   DFND 2 108,061 0 0
NUCOR CORP COM 670346105 3,569 75,096 SH   DFND 3 75,096 0 0
NUCOR CORP COM 670346105 3,106 65,341 SH   DFND 6 21,513 0 43,828
NUTRACEUTICAL INTL CORP COM 67060Y101 22,527 1,143,504 SH   DFND 1,5 52,700 0 1,090,804
NUVASIVE INC COM 670704105 19,265 418,888 SH   DFND 1,5 0 0 418,888
NVE CORP COM NEW 629445206 3,124 45,323 SH   DFND 1,5 0 0 45,323
NVIDIA CORP COM 67066G104 1,718,709 82,136,614 SH   DFND 1,5 9,328,844 0 72,807,770
NVIDIA CORP COM 67066G104 3,590 171,556 SH   DFND 2 171,556 0 0
NVIDIA CORP COM 67066G104 397 18,994 SH   DFND 3 18,994 0 0
NVIDIA CORP COM 67066G104 2,966 141,726 SH   DFND 6 71,710 0 70,016
NVR INC COM 62944T105 216,572 163,000 SH   DFND 1,5 0 0 163,000
NVR INC COM 62944T105 372 280 SH   DFND 6 0 0 280
NXP SEMICONDUCTORS N V COM N6596X109 1,913,312 19,064,487 SH   DFND 1,5 417,756 0 18,646,731
NXP SEMICONDUCTORS N V COM N6596X109 14,902 148,484 SH   DFND 1,9 0 0 148,484
NXP SEMICONDUCTORS N V COM N6596X109 105,832 1,054,528 SH   DFND 6 1,054,528 0 0
NXP SEMICONDUCTORS N V COM N6596X109 62,715 624,900 SH   DFND 7 624,900 0 0
NXP SEMICONDUCTORS N V COM N6596X109 13,348 133,000 SH   DFND 11 133,000 0 0
NXSTAGE MEDICAL INC COM 67072V103 72,690 4,201,753 SH   DFND 1,5 0 0 4,201,753
O REILLY AUTOMOTIVE INC NEW COM 67103H107 809,814 3,744,979 SH   DFND 1,5 158,308 0 3,586,671
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,445 34,428 SH   DFND 2 34,428 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,387 6,413 SH   DFND 3 6,413 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,854 8,572 SH   DFND 6 1,342 0 7,230
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,240 42,730 SH   DFND 7 42,730 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 2,677 1,021,879 SH   DFND 1,5 0 0 1,021,879
OAKTREE CAP GROUP LLC UNIT CL A 674001201 308,439 5,970,559 SH   DFND 1,5 0 0 5,970,559
OCCIDENTAL PETE CORP DEL COM 674599105 52,772 722,907 SH   DFND 1,5 72,007 0 650,900
OCCIDENTAL PETE CORP DEL COM 674599105 19,052 260,984 SH   DFND 2 260,984 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,790 106,713 SH   DFND 3 106,713 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 32,127 440,091 SH   DFND 6 203,941 0 236,150
OCCIDENTAL PETE CORP DEL COM 674599105 98,117 1,344,067 SH   DFND 7 1,302,430 0 41,637
OCEAN RIG UDW INC SHS Y64354205 33,020 5,010,608 SH   DFND 1,5 0 0 5,010,608
OCEANEERING INTL INC COM 675232102 780,044 14,464,017 SH   DFND 1,5 195,645 0 14,268,372
OCEANEERING INTL INC COM 675232102 9,609 178,181 SH   DFND 6 142,293 0 35,888
OCEANEERING INTL INC COM 675232102 8,699 161,300 SH   DFND 7 72,800 0 88,500
OCERA THERAPEUTICS INC COM 67552A108 273 58,000 SH   DFND 1,5 0 0 58,000
OCH ZIFF CAP MGMT GROUP CL A 67551U105 8,037 635,800 SH   DFND 1,5 0 0 635,800
OCI RES LP COM UNIT LTD 67081B106 7,910 350,000 SH   DFND 1,5 0 0 350,000
OCULAR THERAPEUTIX INC COM 67576A100 57,510 1,369,764 SH   DFND 1,5 0 0 1,369,764
OCWEN FINL CORP COM NEW 675746309 40,210 4,873,896 SH   DFND 1,5 0 0 4,873,896
OFFICE DEPOT INC COM 676220106 159,494 17,336,336 SH   DFND 1,5 118,276 0 17,218,060
OFFICE DEPOT INC COM 676220106 362 39,300 SH   DFND 7 39,300 0 0
OFG BANCORP COM 67103X102 42,144 2,582,342 SH   DFND 1,5 99,000 0 2,483,342
OGE ENERGY CORP COM 670837103 237,228 7,504,831 SH   DFND 1,5 47 0 7,504,784
OGE ENERGY CORP COM 670837103 211 6,666 SH   DFND 3 6,666 0 0
OGE ENERGY CORP COM 670837103 867 27,439 SH   DFND 6 0 0 27,439
OIL STS INTL INC COM 678026105 145,936 3,669,488 SH   DFND 1,5 90,988 0 3,578,500
OIL STS INTL INC COM 678026105 257 6,460 SH   DFND 6 0 0 6,460
OLD DOMINION FGHT LINES INC COM 679580100 7,601 98,326 SH   DFND 6 93,930 0 4,396
OLD DOMINION FGHT LINES INC COM 679580100 3,169 41,000 SH   DFND 7 41,000 0 0
OLD REP INTL CORP COM 680223104 33,644 2,251,916 SH   DFND 1,5 0 0 2,251,916
OLD REP INTL CORP COM 680223104 537 35,928 SH   DFND 6 0 0 35,928
OLIN CORP COM PAR $1 680665205 46,071 1,437,907 SH   DFND 1,5 50,202 0 1,387,705
OM ASSET MGMT PLC SHS G67506108 152,915 8,203,614 SH   DFND 1,5 0 0 8,203,614
OM ASSET MGMT PLC SHS G67506108 16,624 891,838 SH   DFND 6 891,838 0 0
OM ASSET MGMT PLC SHS G67506108 1,350 72,420 SH   DFND 7 62,320 0 10,100
OM GROUP INC COM 670872100 18,817 626,600 SH   DFND 1,5 26,600 0 600,000
OMEGA FLEX INC COM 682095104 536 21,303 SH   DFND 1,5 1,603 0 19,700
OMEGA HEALTHCARE INVS INC COM 681936100 653 16,095 SH   DFND 6 0 0 16,095
OMEGA PROTEIN CORP COM 68210P107 8,996 657,100 SH   DFND 1,5 28,300 0 628,800
OMEROS CORP COM 682143102 41,283 1,873,939 SH   DFND 1,5 139 0 1,873,800
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,282 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 213,784 2,774,252 SH   DFND 1,5 141 0 2,774,111
OMNICARE INC COM 681904108 1,788 23,208 SH   DFND 3 23,208 0 0
OMNICARE INC COM 681904108 14,906 193,438 SH   DFND 6 179,806 0 13,632
OMNICARE INC COM 681904108 9,844 127,750 SH   DFND 7 127,750 0 0
OMNICELL INC COM 68213N109 10,596 301,884 SH   DFND 1,5 500 0 301,384
OMNICOM GROUP INC COM 681919106 181,646 2,329,392 SH   DFND 1,5 19,742 0 2,309,650
OMNICOM GROUP INC COM 681919106 6,516 83,564 SH   DFND 2 83,564 0 0
OMNICOM GROUP INC COM 681919106 4,063 52,097 SH   DFND 3 52,097 0 0
OMNICOM GROUP INC COM 681919106 14,460 185,436 SH   DFND 6 57,040 0 128,396
OMNICOM GROUP INC COM 681919106 81,367 1,043,433 SH   DFND 7 1,043,433 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 10,123 383,900 SH   DFND 1,5 0 0 383,900
OMNOVA SOLUTIONS INC COM 682129101 49,010 5,745,594 SH   DFND 1,5 21,500 0 5,724,094
ON ASSIGNMENT INC COM 682159108 7,368 192,017 SH   DFND 1,5 1,300 0 190,717
ON ASSIGNMENT INC COM 682159108 5,878 153,200 SH   DFND 6 153,200 0 0
ON ASSIGNMENT INC COM 682159108 1,147 29,900 SH   DFND 7 25,700 0 4,200
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 37,775 29,512,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 147,724 12,198,540 SH   DFND 1,5 22,240 0 12,176,300
ON SEMICONDUCTOR CORP COM 682189105 13,807 1,140,100 SH   DFND 1,9 0 0 1,140,100
ON SEMICONDUCTOR CORP COM 682189105 543 44,834 SH   DFND 6 0 0 44,834
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 1,059 492,454 SH   DFND 1,5 0 0 492,454
ONCOMED PHARMACEUTICALS INC COM 68234X102 21,974 852,366 SH   DFND 1,5 0 0 852,366
ONE GAS INC COM 68235P108 873 20,193 SH   DFND 1,5 4,443 0 15,750
ONEOK INC NEW COM 682680103 9,601 199,023 SH   DFND 1,5 23 0 199,000
ONEOK INC NEW COM 682680103 3,405 70,585 SH   DFND 2 70,585 0 0
ONEOK INC NEW COM 682680103 1,382 28,649 SH   DFND 3 28,649 0 0
ONEOK INC NEW COM 682680103 1,015 21,042 SH   DFND 6 0 0 21,042
OPEN TEXT CORP COM 683715106 31,891 604,114 SH   DFND 1,5 0 0 604,114
OPEN TEXT CORP COM 683715106 13,625 258,100 SH   DFND 1,10 0 0 258,100
OPEN TEXT CORP COM 683715106 288,732 5,469,546 SH   DFND 11 5,469,546 0 0
OPHTHOTECH CORP COM 683745103 238,516 5,126,072 SH   DFND 1,5 2,100 0 5,123,972
OPKO HEALTH INC COM 68375N103 46,867 3,307,460 SH   DFND 1,5 0 0 3,307,460
OPOWER INC COM 68375Y109 77,091 7,610,197 SH   DFND 1,5 144,600 0 7,465,597
OPUS BK IRVINE CALIF COM 684000102 8,366 270,930 SH   DFND 6 270,930 0 0
OPUS BK IRVINE CALIF COM 684000102 1,633 52,880 SH   DFND 7 45,480 0 7,400
ORACLE CORP COM 68389X105 2,620,886 60,738,953 SH   DFND 1,5 2,604,484 0 58,134,469
ORACLE CORP COM 68389X105 74,999 1,738,100 SH   DFND 1,9 0 0 1,738,100
ORACLE CORP COM 68389X105 46,851 1,085,765 SH   DFND 2 1,085,765 0 0
ORACLE CORP COM 68389X105 29,116 674,774 SH   DFND 3 674,774 0 0
ORACLE CORP COM 68389X105 76,195 1,765,827 SH   DFND 6 1,006,166 0 759,661
ORACLE CORP COM 68389X105 278,759 6,460,223 SH   DFND 7 6,174,120 0 286,103
ORACLE CORP COM 68389X105 104,809 2,428,950 SH   DFND 11 2,428,950 0 0
ORAGENICS INC COM NEW 684023203 2,851 2,795,566 SH   DFND 1,5 0 0 2,795,566
ORBITAL ATK INC COM 68557N103 148,827 1,942,151 SH   DFND 1,5 4,604 0 1,937,547
ORBITAL ATK INC COM 68557N103 714 9,322 SH   DFND 6 1,200 0 8,122
ORBITZ WORLDWIDE INC COM 68557K109 1,010 86,600 SH   DFND 1,5 0 0 86,600
ORBITZ WORLDWIDE INC COM 68557K109 106,374 9,123,000 SH   DFND 11 9,123,000 0 0
ORBOTECH LTD ORD M75253100 16,000 998,100 SH   DFND 1,5 44,200 0 953,900
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 11,519 10,000,000 PRN   DFND 1,5 0 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 85,302 10,894,205 SH   DFND 1,5 0 0 10,894,205
ORGANOVO HLDGS INC COM 68620A104 4,620 1,305,100 SH   DFND 1,5 0 0 1,305,100
ORION ENGINEERED CARBONS S A COM L72967109 35,083 1,949,036 SH   DFND 1,5 0 0 1,949,036
ORMAT TECHNOLOGIES INC COM 686688102 3,247 85,410 SH   DFND 1,5 10 0 85,400
OSHKOSH CORP COM 688239201 114,876 2,354,500 SH   DFND 1,5 104,400 0 2,250,100
OSHKOSH CORP COM 688239201 525 10,754 SH   DFND 6 0 0 10,754
OSIRIS THERAPEUTICS INC NEW COM 68827R108 36,408 2,070,966 SH   DFND 1,5 0 0 2,070,966
OTONOMY INC COM 68906L105 32,402 916,338 SH   DFND 1,5 0 0 916,338
OUTERWALL INC COM 690070107 1,653 25,000 SH   DFND 1,5 0 0 25,000
OUTFRONT MEDIA INC COM 69007J106 84,076 2,810,015 SH   DFND 1,5 12,997 0 2,797,018
OUTFRONT MEDIA INC COM 69007J106 543 18,159 SH   DFND 6 0 0 18,159
OVASCIENCE INC COM 69014Q101 140,426 4,043,350 SH   DFND 1,5 37,622 0 4,005,728
OWENS & MINOR INC NEW COM 690732102 108,288 3,200,000 SH   DFND 1,5 0 0 3,200,000
OWENS CORNING NEW COM 690742101 2,309 53,199 SH   DFND 6 37,000 0 16,199
OWENS CORNING NEW COM 690742101 1,745 40,200 SH   DFND 7 13,600 0 26,600
OWENS ILL INC COM NEW 690768403 2,256 96,759 SH   DFND 1,5 16,629 0 80,130
OWENS ILL INC COM NEW 690768403 1,297 55,622 SH   DFND 2 55,622 0 0
OWENS ILL INC COM NEW 690768403 382 16,367 SH   DFND 6 0 0 16,367
OXFORD INDS INC COM 691497309 21,564 285,803 SH   DFND 1,5 0 0 285,803
P & F INDS INC CL A NEW 692830508 2,635 388,700 SH   DFND 1,5 27,200 0 361,500
PACCAR INC COM 693718108 185,519 2,938,223 SH   DFND 1,5 132,125 0 2,806,098
PACCAR INC COM 693718108 7,581 120,074 SH   DFND 2 120,074 0 0
PACCAR INC COM 693718108 3,944 62,469 SH   DFND 3 62,469 0 0
PACCAR INC COM 693718108 1,659 26,280 SH   DFND 6 0 0 26,280
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 1,445 371,400 SH   DFND 1,5 0 0 371,400
PACIFIC PREMIER BANCORP COM 69478X105 25,638 1,583,559 SH   DFND 1,5 44,173 0 1,539,386
PACIRA PHARMACEUTICALS INC COM 695127100 294,821 3,318,185 SH   DFND 1,5 513 0 3,317,672
PACIRA PHARMACEUTICALS INC COM 695127100 502 5,648 SH   DFND 6 5,648 0 0
PACKAGING CORP AMER COM 695156109 142,967 1,828,454 SH   DFND 1,5 44,030 0 1,784,424
PACKAGING CORP AMER COM 695156109 523 6,694 SH   DFND 6 0 0 6,694
PACWEST BANCORP DEL COM 695263103 299,288 6,382,762 SH   DFND 1,5 691 0 6,382,071
PACWEST BANCORP DEL COM 695263103 657 14,020 SH   DFND 6 0 0 14,020
PALL CORP COM 696429307 426,529 4,248,717 SH   DFND 1,5 29,000 0 4,219,717
PALL CORP COM 696429307 3,626 36,120 SH   DFND 2 36,120 0 0
PALL CORP COM 696429307 400 3,980 SH   DFND 3 3,980 0 0
PALL CORP COM 696429307 10,164 101,245 SH   DFND 6 93,730 0 7,515
PALL CORP COM 696429307 33,839 337,080 SH   DFND 7 337,080 0 0
PALO ALTO NETWORKS INC COM 697435105 172,416 1,180,288 SH   DFND 1,5 61,838 0 1,118,450
PALO ALTO NETWORKS INC COM 697435105 2,065 14,137 SH   DFND 6 10,357 0 3,780
PALO ALTO NETWORKS INC COM 697435105 12,563 86,000 SH   DFND 11 86,000 0 0
PAN AMERICAN SILVER CORP COM 697900108 33,679 3,840,237 SH   DFND 1,5 109,037 0 3,731,200
PANDORA MEDIA INC COM 698354107 5,416 334,094 SH   DFND 1,5 0 0 334,094
PANDORA MEDIA INC COM 698354107 226 13,971 SH   DFND 6 0 0 13,971
PANERA BREAD CO CL A 69840W108 605,193 3,782,575 SH   DFND 1,5 29,110 0 3,753,465
PANERA BREAD CO CL A 69840W108 2,635 16,468 SH   DFND 6 14,800 0 1,668
PAPA JOHNS INTL INC COM 698813102 103,322 1,671,613 SH   DFND 1,5 44,700 0 1,626,913
PAPA JOHNS INTL INC COM 698813102 1,310 21,200 SH   DFND 6 21,200 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 2,724 2,095,457 SH   DFND 1,5 53,257 0 2,042,200
PARAMOUNT GROUP INC COM 69924R108 143,702 7,445,717 SH   DFND 1,5 6,601,217 0 844,500
PARAMOUNT GROUP INC COM 69924R108 402 20,846 SH   DFND 6 0 0 20,846
PARATEK PHARMACEUTICALS INC COM 699374302 56,930 1,821,188 SH   DFND 1,5 0 0 1,821,188
PAREXEL INTL CORP COM 699462107 75,845 1,099,359 SH   DFND 1,5 509 0 1,098,850
PARK CITY GROUP INC COM NEW 700215304 9,460 686,473 SH   DFND 6 686,473 0 0
PARK CITY GROUP INC COM NEW 700215304 924 67,030 SH   DFND 7 57,530 0 9,500
PARK OHIO HLDGS CORP COM 700666100 12,412 235,660 SH   DFND 1,5 0 0 235,660
PARKER HANNIFIN CORP COM 701094104 19,646 165,398 SH   DFND 1,5 98 0 165,300
PARKER HANNIFIN CORP COM 701094104 5,731 48,249 SH   DFND 2 48,249 0 0
PARKER HANNIFIN CORP COM 701094104 1,815 15,281 SH   DFND 3 15,281 0 0
PARKER HANNIFIN CORP COM 701094104 1,780 14,985 SH   DFND 6 0 0 14,985
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 4,007 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 54,752 3,426,281 SH   DFND 1,5 0 0 3,426,281
PARTNERRE LTD COM G6852T105 1,772 15,500 SH   DFND 1,5 0 0 15,500
PARTNERRE LTD COM G6852T105 745 6,519 SH   DFND 6 0 0 6,519
PATTERN ENERGY GROUP INC CL A 70338P100 36,349 1,283,518 SH   DFND 1,5 18 0 1,283,500
PATTERN ENERGY GROUP INC CL A 70338P100 9,661 341,150 SH   DFND 11 341,150 0 0
PATTERSON COMPANIES INC COM 703395103 49,554 1,015,650 SH   DFND 1,5 0 0 1,015,650
PATTERSON COMPANIES INC COM 703395103 1,416 29,021 SH   DFND 2 29,021 0 0
PATTERSON COMPANIES INC COM 703395103 709 14,531 SH   DFND 3 14,531 0 0
PATTERSON COMPANIES INC COM 703395103 551 11,291 SH   DFND 6 0 0 11,291
PATTERSON UTI ENERGY INC COM 703481101 3,952 210,489 SH   DFND 1,5 289 0 210,200
PATTERSON UTI ENERGY INC COM 703481101 291 15,483 SH   DFND 6 0 0 15,483
PAYCHEX INC COM 704326107 745,985 15,035,480 SH   DFND 1,5 671,877 0 14,363,603
PAYCHEX INC COM 704326107 5,492 110,698 SH   DFND 2 110,698 0 0
PAYCHEX INC COM 704326107 2,343 47,222 SH   DFND 3 47,222 0 0
PAYCHEX INC COM 704326107 11,463 231,036 SH   DFND 6 206,576 0 24,460
PAYCOM SOFTWARE INC COM 70432V102 388 12,093 SH   DFND 1,5 300 0 11,793
PAYCOM SOFTWARE INC COM 70432V102 1,318 41,120 SH   DFND 6 41,120 0 0
PAYCOM SOFTWARE INC COM 70432V102 741 23,107 SH   DFND 7 20,507 0 2,600
PAYLOCITY HLDG CORP COM 70438V106 5,731 200,119 SH   DFND 1,9 0 0 200,119
PBF ENERGY INC CL A 69318G106 10,043 296,065 SH   DFND 1,5 740 0 295,325
PBF ENERGY INC CL A 69318G106 266 7,835 SH   DFND 6 0 0 7,835
PDC ENERGY INC COM 69327R101 185,038 3,424,094 SH   DFND 1,5 236,356 0 3,187,738
PDC ENERGY INC COM 69327R101 15,163 280,594 SH   DFND 6 280,594 0 0
PDC ENERGY INC COM 69327R101 7,174 132,760 SH   DFND 7 113,160 0 19,600
PDF SOLUTIONS INC COM 693282105 3,892 217,204 SH   DFND 1,5 0 0 217,204
PDF SOLUTIONS INC COM 693282105 8,274 461,701 SH   DFND 6 461,701 0 0
PDL BIOPHARMA INC COM 69329Y104 1,188 168,923 SH   DFND 1,5 0 0 168,923
PEABODY ENERGY CORP COM 704549104 79,807 16,220,866 SH   DFND 1,5 207,108 0 16,013,758
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 90,498 256,277,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 1,578 4,470,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP COM 704549104 740 150,491 SH   DFND 6 113,144 0 37,347
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 205 580,000 PRN   DFND 7 0 0 0
PEGASYSTEMS INC COM 705573103 18,033 829,100 SH   DFND 1,5 0 0 829,100
PEMBINA PIPELINE CORP COM 706327103 52,673 1,667,000 SH   DFND 11 1,667,000 0 0
PENDRELL CORP COM 70686R104 49 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 18,984 1,212,272 SH   DFND 1,5 2,400 0 1,209,872
PENN NATL GAMING INC COM 707569109 265 16,900 SH   DFND 6 16,900 0 0
PENNEY J C INC COM 708160106 92,375 10,983,900 SH   DFND 1,5 0 0 10,983,900
PENNEY J C INC COM 708160106 395 46,948 SH   DFND 6 5,000 0 41,948
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 12,994 13,500,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,409 66,200 SH   DFND 7 23,900 0 42,300
PENSKE AUTOMOTIVE GRP INC COM 70959W103 251 4,867 SH   DFND 6 0 0 4,867
PENTAIR PLC SHS G7S00T104 9,029 143,568 SH   DFND 1,5 557 0 143,011
PENTAIR PLC SHS G7S00T104 3,886 61,793 SH   DFND 2 61,793 0 0
PENTAIR PLC SHS G7S00T104 952 15,134 SH   DFND 3 15,134 0 0
PENTAIR PLC SHS G7S00T104 1,515 24,085 SH   DFND 6 0 0 24,085
PEOPLES UNITED FINANCIAL INC COM 712704105 476 31,300 SH   DFND 1,5 0 0 31,300
PEOPLES UNITED FINANCIAL INC COM 712704105 1,587 104,392 SH   DFND 2 104,392 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 423 27,835 SH   DFND 3 27,835 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 647 42,587 SH   DFND 6 0 0 42,587
PEPCO HOLDINGS INC COM 713291102 2,246 83,694 SH   DFND 2 83,694 0 0
PEPCO HOLDINGS INC COM 713291102 2,187 81,524 SH   DFND 3 81,524 0 0
PEPCO HOLDINGS INC COM 713291102 948 35,331 SH   DFND 6 775 0 34,556
PEPCO HOLDINGS INC COM 713291102 604,334 22,524,561 SH   DFND 11 22,524,561 0 0
PEPSICO INC COM 713448108 1,177,526 12,314,639 SH   DFND 1,5 597,302 0 11,717,337
PEPSICO INC COM 713448108 48,009 502,076 SH   DFND 2 502,076 0 0
PEPSICO INC COM 713448108 22,826 238,717 SH   DFND 3 238,717 0 0
PEPSICO INC COM 713448108 50,843 531,715 SH   DFND 6 224,889 0 306,826
PEPSICO INC COM 713448108 202,155 2,114,152 SH   DFND 7 2,114,152 0 0
PEPSICO INC COM 713448108 6,693 70,000 SH   DFND 11 70,000 0 0
PERFICIENT INC COM 71375U101 31,800 1,536,952 SH   DFND 1,5 237 0 1,536,715
PERFORMANCE SPORTS GROUP LTD COM 71377G100 1,525 78,161 SH   DFND 1,5 0 0 78,161
PERFORMANT FINL CORP COM 71377E105 7,918 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 13,915 272,100 SH   DFND 1,5 0 0 272,100
PERKINELMER INC COM 714046109 1,958 38,282 SH   DFND 2 38,282 0 0
PERKINELMER INC COM 714046109 965 18,864 SH   DFND 3 18,864 0 0
PERKINELMER INC COM 714046109 731 14,294 SH   DFND 6 0 0 14,294
PERRIGO CO PLC SHS G97822103 642,849 3,883,111 SH   DFND 1,5 29,112 0 3,853,999
PERRIGO CO PLC SHS G97822103 7,895 47,687 SH   DFND 2 47,687 0 0
PERRIGO CO PLC SHS G97822103 908 5,484 SH   DFND 3 5,484 0 0
PERRIGO CO PLC SHS G97822103 2,901 17,522 SH   DFND 6 377 0 17,145
PERRIGO CO PLC SHS G97822103 4,337 26,200 SH   DFND 7 26,200 0 0
PETMED EXPRESS INC COM 716382106 1,723 104,300 SH   DFND 1,5 4,400 0 99,900
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 34,062 5,593,100 SH   DFND 1,5 169,594 0 5,423,506
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15,288 2,543,700 SH   DFND 1,5 0 0 2,543,700
PFENEX INC COM 717071104 17,510 1,098,500 SH   DFND 1,5 3,300 0 1,095,200
PFENEX INC COM 717071104 2,790 175,000 SH   DFND 6 175,000 0 0
PFIZER INC COM 717081103 1,361,559 39,136,507 SH   DFND 1,5 1,312,522 0 37,823,985
PFIZER INC COM 717081103 72,218 2,075,833 SH   DFND 2 2,075,833 0 0
PFIZER INC COM 717081103 34,734 998,398 SH   DFND 3 998,398 0 0
PFIZER INC COM 717081103 49,193 1,413,991 SH   DFND 6 370,008 0 1,043,983
PFIZER INC COM 717081103 71,393 2,052,119 SH   DFND 7 2,052,119 0 0
PG&E CORP COM 69331C108 209,833 3,953,894 SH   DFND 1,5 568 0 3,953,326
PG&E CORP COM 69331C108 8,563 161,356 SH   DFND 2 161,356 0 0
PG&E CORP COM 69331C108 2,273 42,839 SH   DFND 3 42,839 0 0
PG&E CORP COM 69331C108 3,394 63,960 SH   DFND 6 0 0 63,960
PHARMACYCLICS INC COM 716933106 17,917 70,002 SH   DFND 1,5 2 0 70,000
PHARMACYCLICS INC COM 716933106 3,761 14,695 SH   DFND 3 14,695 0 0
PHARMACYCLICS INC COM 716933106 1,076 4,205 SH   DFND 6 0 0 4,205
PHARMERICA CORP COM 71714F104 7,749 274,900 SH   DFND 6 274,900 0 0
PHARMERICA CORP COM 71714F104 1,506 53,440 SH   DFND 7 45,940 0 7,500
PHH CORP COM NEW 693320202 17,163 710,100 SH   DFND 1,5 0 0 710,100
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 33,700 951,697 SH   DFND 1,5 14,100 0 937,597
PHILIP MORRIS INTL INC COM 718172109 1,134,963 15,066,542 SH   DFND 1,5 763,885 0 14,302,657
PHILIP MORRIS INTL INC COM 718172109 39,469 523,943 SH   DFND 2 523,943 0 0
PHILIP MORRIS INTL INC COM 718172109 9,312 123,613 SH   DFND 3 123,613 0 0
PHILIP MORRIS INTL INC COM 718172109 27,598 366,363 SH   DFND 6 214,060 0 152,303
PHILIP MORRIS INTL INC COM 718172109 164,599 2,185,040 SH   DFND 7 2,185,040 0 0
PHILLIPS 66 COM 718546104 376,800 4,793,896 SH   DFND 1,5 340 0 4,793,556
PHILLIPS 66 COM 718546104 14,469 184,082 SH   DFND 2 184,082 0 0
PHILLIPS 66 COM 718546104 13,492 171,660 SH   DFND 3 171,660 0 0
PHILLIPS 66 COM 718546104 5,824 74,097 SH   DFND 6 12,310 0 61,787
PHILLIPS 66 COM 718546104 2,780 35,370 SH   DFND 7 35,370 0 0
PHILLIPS 66 COM 718546104 2,220 28,250 SH   DFND 11 28,250 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 99,410 1,406,681 SH   DFND 1,5 0 0 1,406,681
PICO HLDGS INC COM NEW 693366205 787 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 131,297 7,055,166 SH   DFND 1,5 1,875,276 0 5,179,890
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 24,299 1,305,684 SH   DFND 6 1,180,819 0 124,865
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 6,693 359,630 SH   DFND 7 359,630 0 0
PIER 1 IMPORTS INC COM 720279108 1,741 124,500 SH   DFND 6 124,500 0 0
PIER 1 IMPORTS INC COM 720279108 2,611 186,800 SH   DFND 7 132,800 0 54,000
PILGRIMS PRIDE CORP NEW COM 72147K108 9,264 410,073 SH   DFND 1,5 854 0 409,219
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 4,901 240,000 SH   DFND 1,5 0 0 240,000
PINNACLE FOODS INC DEL COM 72348P104 22,613 554,100 SH   DFND 1,5 19,500 0 534,600
PINNACLE FOODS INC DEL COM 72348P104 304 7,444 SH   DFND 6 0 0 7,444
PINNACLE WEST CAP CORP COM 723484101 31,099 487,825 SH   DFND 1,5 25 0 487,800
PINNACLE WEST CAP CORP COM 723484101 2,388 37,452 SH   DFND 2 37,452 0 0
PINNACLE WEST CAP CORP COM 723484101 1,345 21,100 SH   DFND 3 21,100 0 0
PINNACLE WEST CAP CORP COM 723484101 969 15,199 SH   DFND 6 0 0 15,199
PIONEER NAT RES CO COM 723787107 705,810 4,316,617 SH   DFND 1,5 378,516 0 3,938,101
PIONEER NAT RES CO COM 723787107 8,250 50,454 SH   DFND 2 50,454 0 0
PIONEER NAT RES CO COM 723787107 3,219 19,687 SH   DFND 3 19,687 0 0
PIONEER NAT RES CO COM 723787107 4,975 30,427 SH   DFND 6 20,651 0 9,776
PIONEER NAT RES CO COM 723787107 2,083 12,742 SH   DFND 7 12,742 0 0
PIONEER NAT RES CO COM 723787107 7,145 43,700 SH   DFND 11 43,700 0 0
PITNEY BOWES INC COM 724479100 1,592 68,289 SH   DFND 2 68,289 0 0
PITNEY BOWES INC COM 724479100 1,162 49,844 SH   DFND 3 49,844 0 0
PITNEY BOWES INC COM 724479100 491 21,054 SH   DFND 6 0 0 21,054
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 127,414 4,491,154 SH   DFND 1,5 0 0 4,491,154
PLANTRONICS INC NEW COM 727493108 88,182 1,665,391 SH   DFND 1,5 300 0 1,665,091
PLATFORM SPECIALTY PRODS COR COM 72766Q105 98,955 3,856,407 SH   DFND 1,5 231,300 0 3,625,107
PLEXUS CORP COM 729132100 18,306 449,006 SH   DFND 1,5 0 0 449,006
PLUM CREEK TIMBER CO INC COM 729251108 2,591 59,631 SH   DFND 2 59,631 0 0
PLUM CREEK TIMBER CO INC COM 729251108 1,055 24,280 SH   DFND 3 24,280 0 0
PLUM CREEK TIMBER CO INC COM 729251108 791 18,204 SH   DFND 6 0 0 18,204
PLY GEM HLDGS INC COM 72941W100 536 41,200 SH   DFND 1,5 0 0 41,200
PMC-SIERRA INC COM 69344F106 172,042 18,538,967 SH   DFND 1,5 0 0 18,538,967
PMC-SIERRA INC COM 69344F106 15,062 1,623,100 SH   DFND 1,9 0 0 1,623,100
PNC FINL SVCS GROUP INC COM 693475105 775,609 8,318,420 SH   DFND 1,5 109,982 0 8,208,438
PNC FINL SVCS GROUP INC COM 693475105 16,444 176,357 SH   DFND 2 176,357 0 0
PNC FINL SVCS GROUP INC COM 693475105 7,670 82,265 SH   DFND 3 82,265 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,815 105,261 SH   DFND 6 31,754 0 73,507
PNC FINL SVCS GROUP INC COM 693475105 12,768 136,932 SH   DFND 7 136,932 0 0
PNM RES INC COM 69349H107 17,289 592,100 SH   DFND 1,5 0 0 592,100
POINTS INTL LTD COM NEW 730843208 760 75,000 SH   DFND 1,5 300 0 74,700
POINTS INTL LTD COM NEW 730843208 1,701 167,950 SH   DFND 6 167,950 0 0
POINTS INTL LTD COM NEW 730843208 362 35,731 SH   DFND 7 31,131 0 4,600
POLARIS INDS INC COM 731068102 439,444 3,114,418 SH   DFND 1,5 28,837 0 3,085,581
POLARIS INDS INC COM 731068102 216 1,529 SH   DFND 3 1,529 0 0
POLARIS INDS INC COM 731068102 630 4,466 SH   DFND 6 0 0 4,466
POLARIS INDS INC COM 731068102 45,474 322,280 SH   DFND 11 322,280 0 0
POLYCOM INC COM 73172K104 55,028 4,106,562 SH   DFND 1,5 0 0 4,106,562
POLYONE CORP COM 73179P106 167,948 4,496,605 SH   DFND 1,5 15,877 0 4,480,728
POOL CORPORATION COM 73278L105 128,969 1,848,749 SH   DFND 1,5 117,548 0 1,731,201
POPEYES LA KITCHEN INC COM 732872106 9,909 165,650 SH   DFND 1,5 650 0 165,000
POPULAR INC COM NEW 733174700 159,434 4,636,067 SH   DFND 1,5 94,400 0 4,541,667
POPULAR INC COM NEW 733174700 241 7,006 SH   DFND 6 0 0 7,006
PORTLAND GEN ELEC CO COM NEW 736508847 42,243 1,138,919 SH   DFND 1,5 0 0 1,138,919
PORTLAND GEN ELEC CO COM NEW 736508847 7,277 196,200 SH   DFND 6 196,200 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,372 37,000 SH   DFND 7 31,700 0 5,300
PORTOLA PHARMACEUTICALS INC COM 737010108 235,027 6,191,430 SH   DFND 1,5 0 0 6,191,430
POST HLDGS INC COM 737446104 191,028 4,078,300 SH   DFND 1,5 0 0 4,078,300
POST PPTYS INC COM 737464107 144,111 2,531,374 SH   DFND 1,5 1,371,727 0 1,159,647
POST PPTYS INC COM 737464107 5,879 103,275 SH   DFND 6 95,700 0 7,575
POST PPTYS INC COM 737464107 2,610 45,849 SH   DFND 7 4,700 0 41,149
POTASH CORP SASK INC COM 73755L107 568,015 17,619,862 SH   DFND 1,5 240,392 0 17,379,470
POTASH CORP SASK INC COM 73755L107 27,921 866,100 SH   DFND 1,10 7,000 0 859,100
POTASH CORP SASK INC COM 73755L107 27,471 852,148 SH   DFND 6 437,918 0 414,230
POTASH CORP SASK INC COM 73755L107 9,396 291,460 SH   DFND 7 199,860 0 91,600
POTASH CORP SASK INC COM 73755L107 94,825 2,941,482 SH   DFND 11 2,443,782 0 497,700
POTLATCH CORP NEW COM 737630103 29,409 734,500 SH   DFND 1,5 400 0 734,100
POWELL INDS INC COM 739128106 40,524 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 10,234 196,514 SH   DFND 1,9 0 0 196,514
POWER SOLUTIONS INTL INC COM NEW 73933G202 17,108 266,100 SH   DFND 1,5 1,300 0 264,800
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 321 7,690 SH   DFND 3 7,690 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 499 20,700 SH   DFND 1,5 20,700 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 4,273 189,300 SH   DFND 7 189,300 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 7,840 74,242 SH   DFND 3 74,242 0 0
PPG INDS INC COM 693506107 1,343,432 5,956,515 SH   DFND 1,5 261,472 0 5,695,043
PPG INDS INC COM 693506107 10,393 46,080 SH   DFND 2 46,080 0 0
PPG INDS INC COM 693506107 6,564 29,103 SH   DFND 3 29,103 0 0
PPG INDS INC COM 693506107 3,080 13,654 SH   DFND 6 4,250 0 9,404
PPG INDS INC COM 693506107 2,282 10,120 SH   DFND 7 10,120 0 0
PPG INDS INC COM 693506107 22,707 100,680 SH   DFND 11 100,680 0 0
PPL CORP COM 69351T106 749,832 22,276,647 SH   DFND 1,5 14,960 0 22,261,687
PPL CORP COM 69351T106 7,604 225,901 SH   DFND 2 225,901 0 0
PPL CORP COM 69351T106 3,969 117,917 SH   DFND 3 117,917 0 0
PPL CORP COM 69351T106 3,790 112,585 SH   DFND 6 21,133 0 91,452
PPL CORP COM 69351T106 3,910 116,150 SH   DFND 7 116,150 0 0
PRA GROUP INC COM 69354N106 50,639 932,239 SH   DFND 1,5 0 0 932,239
PRA HEALTH SCIENCES INC COM 69354M108 84,915 2,944,357 SH   DFND 1,5 4,600 0 2,939,757
PRAXAIR INC COM 74005P104 384,979 3,188,499 SH   DFND 1,5 110,178 0 3,078,321
PRAXAIR INC COM 74005P104 11,810 97,812 SH   DFND 2 97,812 0 0
PRAXAIR INC COM 74005P104 5,430 44,972 SH   DFND 3 44,972 0 0
PRAXAIR INC COM 74005P104 2,846 23,574 SH   DFND 6 3,780 0 19,794
PRAXAIR INC COM 74005P104 1,850 15,320 SH   DFND 7 15,320 0 0
PRAXAIR INC COM 74005P104 9,171 75,960 SH   DFND 11 75,960 0 0
PRECISION CASTPARTS CORP COM 740189105 68,163 324,584 SH   DFND 1,5 21,231 0 303,353
PRECISION CASTPARTS CORP COM 740189105 10,084 48,017 SH   DFND 2 48,017 0 0
PRECISION CASTPARTS CORP COM 740189105 6,857 32,652 SH   DFND 3 32,652 0 0
PRECISION CASTPARTS CORP COM 740189105 2,075 9,880 SH   DFND 6 0 0 9,880
PRECISION DRILLING CORP COM 2010 74022D308 10,510 1,655,600 SH   DFND 1,5 70,900 0 1,584,700
PRECISION DRILLING CORP COM 2010 74022D308 2,305 363,114 SH   DFND 6 0 0 363,114
PRECISION DRILLING CORP COM 2010 74022D308 71,828 11,315,207 SH   DFND 11 9,571,607 0 1,743,600
PRECISION DRILLING CORP COM 2010 74022D308 69 10,802 SH   DFND   10,802 0 0
PREFORMED LINE PRODS CO COM 740444104 2,933 69,622 SH   DFND 6 69,622 0 0
PREFORMED LINE PRODS CO COM 740444104 568 13,490 SH   DFND 7 11,590 0 1,900
PREMIERE GLOBAL SVCS INC COM 740585104 7,476 782,000 SH   DFND 1,5 0 0 782,000
PRESBIA PLC SHS G7234P100 2,587 350,000 SH   DFND 1,5 51,300 0 298,700
PRESTIGE BRANDS HLDGS INC COM 74112D101 336,262 7,840,103 SH   DFND 1,5 399,697 0 7,440,406
PRETIUM RES INC COM 74139C102 6,581 1,306,538 SH   DFND 1,5 0 0 1,306,538
PRGX GLOBAL INC COM NEW 69357C503 260 64,636 SH   DFND 1,5 651 0 63,985
PRICE T ROWE GROUP INC COM 74144T108 75,401 931,105 SH   DFND 1,5 140,105 0 791,000
PRICE T ROWE GROUP INC COM 74144T108 7,151 88,308 SH   DFND 2 88,308 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,891 23,351 SH   DFND 3 23,351 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,482 18,298 SH   DFND 6 0 0 18,298
PRICELINE GRP INC COM NEW 741503403 2,713,698 2,331,055 SH   DFND 1,5 109,604 0 2,221,451
PRICELINE GRP INC COM NEW 741503403 219 188 SH   DFND 1,9 0 0 188
PRICELINE GRP INC COM NEW 741503403 20,480 17,592 SH   DFND 2 17,592 0 0
PRICELINE GRP INC COM NEW 741503403 15,635 13,430 SH   DFND 3 13,430 0 0
PRICELINE GRP INC COM NEW 741503403 21,884 18,798 SH   DFND 6 15,280 0 3,518
PRICELINE GRP INC COM NEW 741503403 39,512 33,941 SH   DFND 7 33,941 0 0
PRICESMART INC COM 741511109 94,963 1,117,470 SH   DFND 1,5 15,550 0 1,101,920
PRIMERICA INC COM 74164M108 243,150 4,777,005 SH   DFND 1,5 23,900 0 4,753,105
PRIMERO MNG CORP COM 74164W106 6,766 2,006,800 SH   DFND 1,5 0 0 2,006,800
PRINCIPAL FINL GROUP INC COM 74251V102 336,285 6,546,333 SH   DFND 1,5 933 0 6,545,400
PRINCIPAL FINL GROUP INC COM 74251V102 4,759 92,642 SH   DFND 2 92,642 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,497 29,134 SH   DFND 3 29,134 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,877 56,002 SH   DFND 6 15,500 0 40,502
PRIVATEBANCORP INC COM 742962103 178,471 5,074,526 SH   DFND 1,5 797,300 0 4,277,226
PROASSURANCE CORP COM 74267C106 63,012 1,372,520 SH   DFND 1,5 0 0 1,372,520
PROASSURANCE CORP COM 74267C106 353 7,694 SH   DFND 6 0 0 7,694
PROCERA NETWORKS INC COM NEW 74269U203 1,024 109,100 SH   DFND 1,9 0 0 109,100
PROCERA NETWORKS INC COM NEW 74269U203 4,054 431,730 SH   DFND 11 431,730 0 0
PROCTER & GAMBLE CO COM 742718109 3,808,887 46,483,853 SH   DFND 1,5 1,424,524 0 45,059,329
PROCTER & GAMBLE CO COM 742718109 74,947 914,658 SH   DFND 2 914,658 0 0
PROCTER & GAMBLE CO COM 742718109 30,118 367,557 SH   DFND 3 367,557 0 0
PROCTER & GAMBLE CO COM 742718109 84,445 1,030,572 SH   DFND 6 482,767 0 547,805
PROCTER & GAMBLE CO COM 742718109 64,612 788,525 SH   DFND 7 644,746 0 143,779
PROCTER & GAMBLE CO COM 742718109 5,818 71,000 SH   DFND 11 71,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 32,618 5,454,546 SH   DFND 1,5 0 0 5,454,546
PROGRESS SOFTWARE CORP COM 743312100 31,356 1,154,056 SH   DFND 1,5 909 0 1,153,147
PROGRESS SOFTWARE CORP COM 743312100 10,374 381,800 SH   DFND 1,9 0 0 381,800
PROGRESS SOFTWARE CORP COM 743312100 12,883 474,170 SH   DFND 6 474,170 0 0
PROGRESS SOFTWARE CORP COM 743312100 8,244 303,413 SH   DFND 7 226,613 0 76,800
PROGRESSIVE CORP OHIO COM 743315103 120,218 4,419,764 SH   DFND 1,5 31,804 0 4,387,960
PROGRESSIVE CORP OHIO COM 743315103 4,937 181,518 SH   DFND 2 181,518 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,089 76,792 SH   DFND 3 76,792 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,214 81,413 SH   DFND 6 0 0 81,413
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,249 76,624 SH   DFND 1,5 13,174 0 63,450
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,403 47,789 SH   DFND 6 24,789 0 23,000
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 493 16,787 SH   DFND 7 16,787 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 35,960 1,225,000 SH   DFND 11 1,225,000 0 0
PROLOGIS INC COM 74340W103 436,343 10,017,052 SH   DFND 1,5 4,957,767 0 5,059,285
PROLOGIS INC COM 74340W103 7,556 173,460 SH   DFND 2 173,460 0 0
PROLOGIS INC COM 74340W103 1,426 32,741 SH   DFND 3 32,741 0 0
PROLOGIS INC COM 74340W103 16,361 375,596 SH   DFND 6 306,685 0 68,911
PROLOGIS INC COM 74340W103 5,422 124,467 SH   DFND 7 14,500 0 109,967
PROOFPOINT INC COM 743424103 8,309 140,300 SH   DFND 1,5 300 0 140,000
PROOFPOINT INC COM 743424103 7,411 125,140 SH   DFND 6 125,140 0 0
PROOFPOINT INC COM 743424103 1,417 23,920 SH   DFND 7 20,520 0 3,400
PROOFPOINT INC COM 743424103 15,397 260,000 SH   DFND 11 260,000 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 48,602 2,221,315 SH   DFND 1,5 0 0 2,221,315
PROS HOLDINGS INC COM 74346Y103 2,039 82,500 SH   DFND 1,9 0 0 82,500
PROSPERITY BANCSHARES INC COM 743606105 264,601 5,041,949 SH   DFND 1,5 77 0 5,041,872
PROTEON THERAPEUTICS INC COM 74371L109 9,886 850,000 SH   DFND 1,5 0 0 850,000
PROTHENA CORP PLC SHS G72800108 156,753 4,109,930 SH   DFND 1,5 460,400 0 3,649,530
PROVIDENCE SVC CORP COM 743815102 58,407 1,099,530 SH   DFND 1,5 512 0 1,099,018
PROVIDENCE SVC CORP COM 743815102 21,853 411,394 SH   DFND 6 411,394 0 0
PROVIDENCE SVC CORP COM 743815102 1,709 32,170 SH   DFND 7 27,570 0 4,600
PRUDENTIAL FINL INC COM 744320102 228,056 2,839,694 SH   DFND 1,5 187,067 0 2,652,627
PRUDENTIAL FINL INC COM 744320102 12,349 153,769 SH   DFND 2 153,769 0 0
PRUDENTIAL FINL INC COM 744320102 6,890 85,797 SH   DFND 3 85,797 0 0
PRUDENTIAL FINL INC COM 744320102 8,568 106,684 SH   DFND 6 43,371 0 63,313
PTC INC COM 69370C100 248,547 6,871,647 SH   DFND 1,5 38,902 0 6,832,745
PTC INC COM 69370C100 7,234 200,000 SH   DFND 1,9 0 0 200,000
PTC INC COM 69370C100 21,651 598,592 SH   DFND 6 590,648 0 7,944
PTC INC COM 69370C100 15,906 439,760 SH   DFND 7 358,660 0 81,100
PTC THERAPEUTICS INC COM 69366J200 307,495 5,053,336 SH   DFND 1,5 0 0 5,053,336
PUBLIC STORAGE COM 74460D109 1,047,200 5,311,963 SH   DFND 1,5 2,533,764 0 2,778,199
PUBLIC STORAGE COM 74460D109 9,692 49,165 SH   DFND 2 49,165 0 0
PUBLIC STORAGE COM 74460D109 3,244 16,455 SH   DFND 3 16,455 0 0
PUBLIC STORAGE COM 74460D109 35,717 181,177 SH   DFND 6 170,588 0 10,589
PUBLIC STORAGE COM 74460D109 19,636 99,602 SH   DFND 7 30,260 0 69,342
PUBLIC STORAGE COM 74460D109 12,816 65,010 SH   DFND 11 65,010 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,895 45,200 SH   DFND 1,5 0 0 45,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,187 171,442 SH   DFND 2 171,442 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,873 44,671 SH   DFND 3 44,671 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,919 69,626 SH   DFND 6 0 0 69,626
PULASKI FINL CORP COM 745548107 309 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 332,735 14,967,819 SH   DFND 1,5 88,104 0 14,879,715
PULTE GROUP INC COM 745867101 2,495 112,238 SH   DFND 2 112,238 0 0
PULTE GROUP INC COM 745867101 1,159 52,117 SH   DFND 6 0 0 52,117
PUMA BIOTECHNOLOGY INC COM 74587V107 949,540 4,021,598 SH   DFND 1,5 400 0 4,021,198
PUMA BIOTECHNOLOGY INC COM 74587V107 992 4,200 SH   DFND 6 4,200 0 0
PVH CORP COM 693656100 254,394 2,387,333 SH   DFND 1,5 0 0 2,387,333
PVH CORP COM 693656100 2,976 27,926 SH   DFND 2 27,926 0 0
PVH CORP COM 693656100 15,269 143,288 SH   DFND 6 110,870 0 32,418
PVH CORP COM 693656100 28,814 270,400 SH   DFND 7 227,300 0 43,100
Q2 HLDGS INC COM 74736L109 4,801 227,100 SH   DFND 1,5 500 0 226,600
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 1,366 87,100 SH   DFND 1,5 0 0 87,100
QEP RES INC COM 74733V100 39,477 1,893,400 SH   DFND 1,5 10,100 0 1,883,300
QEP RES INC COM 74733V100 1,141 54,702 SH   DFND 2 54,702 0 0
QEP RES INC COM 74733V100 1,349 64,721 SH   DFND 3 64,721 0 0
QEP RES INC COM 74733V100 490 23,486 SH   DFND 6 98 0 23,388
QIAGEN NV REG SHS N72482107 810 32,158 SH   DFND 6 0 0 32,158
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 5,592 109,219 SH   DFND 1,5 19 0 109,200
QLIK TECHNOLOGIES INC COM 74733T105 168,539 5,414,049 SH   DFND 1,5 175,938 0 5,238,111
QLIK TECHNOLOGIES INC COM 74733T105 14,986 481,400 SH   DFND 1,9 0 0 481,400
QLIK TECHNOLOGIES INC COM 74733T105 43,892 1,409,970 SH   DFND 6 1,409,970 0 0
QLIK TECHNOLOGIES INC COM 74733T105 13,224 424,810 SH   DFND 7 374,510 0 50,300
QLOGIC CORP COM 747277101 32,797 2,225,054 SH   DFND 1,5 20,534 0 2,204,520
QORVO INC COM 74736K101 1,145,683 14,374,946 SH   DFND 1,5 243,022 0 14,131,924
QORVO INC COM 74736K101 64,852 813,706 SH   DFND 1,9 0 0 813,706
QORVO INC COM 74736K101 16,448 206,380 SH   DFND 6 206,380 0 0
QORVO INC COM 74736K101 3,143 39,437 SH   DFND 7 34,437 0 5,000
QTS RLTY TR INC COM CL A 74736A103 4,391 120,600 SH   DFND 1,5 120,600 0 0
QUAD / GRAPHICS INC COM CL A 747301109 52,816 2,298,355 SH   DFND 1,5 0 0 2,298,355
QUAKER CHEM CORP COM 747316107 2,205 25,747 SH   DFND 1,5 0 0 25,747
QUALCOMM INC COM 747525103 3,892,643 56,138,498 SH   DFND 1,5 2,079,639 0 54,058,859
QUALCOMM INC COM 747525103 184,084 2,654,800 SH   DFND 1,9 0 0 2,654,800
QUALCOMM INC COM 747525103 38,740 558,703 SH   DFND 2 558,703 0 0
QUALCOMM INC COM 747525103 18,738 270,232 SH   DFND 3 270,232 0 0
QUALCOMM INC COM 747525103 65,428 943,587 SH   DFND 6 506,914 0 436,673
QUALCOMM INC COM 747525103 222,685 3,211,492 SH   DFND 7 3,122,355 0 89,137
QUALITY DISTR INC FLA COM 74756M102 2,958 286,310 SH   DFND 6 286,310 0 0
QUALITY DISTR INC FLA COM 74756M102 575 55,660 SH   DFND 7 47,860 0 7,800
QUALITY SYS INC COM 747582104 4,941 309,200 SH   DFND 1,5 13,300 0 295,900
QUANTA SVCS INC COM 74762E102 52,641 1,845,100 SH   DFND 1,5 0 0 1,845,100
QUANTA SVCS INC COM 74762E102 2,043 71,621 SH   DFND 2 71,621 0 0
QUANTA SVCS INC COM 74762E102 846 29,657 SH   DFND 3 29,657 0 0
QUANTA SVCS INC COM 74762E102 752 26,375 SH   DFND 6 0 0 26,375
QUANTUM CORP COM DSSG 747906204 45,003 28,127,120 SH   DFND 1,5 501,873 0 27,625,247
QUEST DIAGNOSTICS INC COM 74834L100 65,841 856,750 SH   DFND 1,5 0 0 856,750
QUEST DIAGNOSTICS INC COM 74834L100 3,756 48,878 SH   DFND 2 48,878 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,329 30,310 SH   DFND 3 30,310 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,527 19,876 SH   DFND 6 0 0 19,876
QUESTAR CORP COM 748356102 2,887 121,000 SH   DFND 1,5 0 0 121,000
QUESTAR CORP COM 748356102 575 24,103 SH   DFND 6 0 0 24,103
QUIDEL CORP COM 74838J101 25,236 935,344 SH   DFND 1,5 0 0 935,344
QUINSTREET INC COM 74874Q100 23,814 4,002,400 SH   DFND 1,5 2,400 0 4,000,000
QUINSTREET INC COM 74874Q100 5,035 846,224 SH   DFND 6 846,224 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 434 6,487 SH   DFND 6 1,051 0 5,436
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 4,735 70,700 SH   DFND 7 70,700 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 19,198 465,400 SH   DFND 1,5 47,100 0 418,300
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 78,284 1,897,802 SH   DFND 1,9 0 0 1,897,802
RACKSPACE HOSTING INC COM 750086100 1,083,642 21,004,877 SH   DFND 1,5 670,142 0 20,334,735
RACKSPACE HOSTING INC COM 750086100 7,339 142,256 SH   DFND 1,9 0 0 142,256
RACKSPACE HOSTING INC COM 750086100 3,933 76,234 SH   DFND 6 68,092 0 8,142
RADIAN GROUP INC COM 750236101 288,209 17,165,506 SH   DFND 1,5 151,803 0 17,013,703
RADIAN GROUP INC COM 750236101 295 17,544 SH   DFND 6 17,544 0 0
RADIUS HEALTH INC COM NEW 750469207 187,613 4,558,144 SH   DFND 1,5 0 0 4,558,144
RADIUS HEALTH INC COM NEW 750469207 36,016 875,026 SH   DFND 6 875,026 0 0
RADIUS HEALTH INC COM NEW 750469207 4,045 98,278 SH   DFND 7 70,803 0 27,475
RADWARE LTD ORD M81873107 32,624 1,560,229 SH   DFND 1,5 700 0 1,559,529
RADWARE LTD ORD M81873107 4,301 205,673 SH   DFND 1,9 0 0 205,673
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 35,208 41,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 6,024 878,177 SH   DFND 6 878,177 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,576 229,720 SH   DFND 7 180,420 0 49,300
RALLY SOFTWARE DEV CORP COM 751198102 6,252 398,447 SH   DFND 1,5 0 0 398,447
RALPH LAUREN CORP CL A 751212101 67,893 516,300 SH   DFND 1,5 0 0 516,300
RALPH LAUREN CORP CL A 751212101 2,683 20,406 SH   DFND 2 20,406 0 0
RALPH LAUREN CORP CL A 751212101 248 1,883 SH   DFND 3 1,883 0 0
RALPH LAUREN CORP CL A 751212101 659 5,014 SH   DFND 6 0 0 5,014
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 6,662 5,500,000 PRN   DFND 1,5 0 0 0
RAMBUS INC DEL COM 750917106 135,039 10,738,700 SH   DFND 1,5 1,485,600 0 9,253,100
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 192,600 10,354,862 SH   DFND 1,5 3,535,238 0 6,819,624
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,460 186,000 SH   DFND 6 186,000 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,867 100,400 SH   DFND 7 9,000 0 91,400
RANDGOLD RES LTD ADR 752344309 105,893 1,528,695 SH   DFND 1,5 17,400 0 1,511,295
RANDGOLD RES LTD ADR 752344309 66,312 957,300 SH   DFND 11 957,300 0 0
RANGE RES CORP COM 75281A109 80,464 1,546,192 SH   DFND 1,5 99,903 0 1,446,289
RANGE RES CORP COM 75281A109 2,923 56,166 SH   DFND 2 56,166 0 0
RANGE RES CORP COM 75281A109 261 5,017 SH   DFND 3 5,017 0 0
RANGE RES CORP COM 75281A109 587 11,279 SH   DFND 6 75 0 11,204
RAPTOR PHARMACEUTICAL CORP COM 75382F106 39,225 3,608,530 SH   DFND 1,5 0 0 3,608,530
RAYMOND JAMES FINANCIAL INC COM 754730109 219,551 3,866,699 SH   DFND 1,5 138 0 3,866,561
RAYMOND JAMES FINANCIAL INC COM 754730109 23,427 412,596 SH   DFND 6 395,407 0 17,189
RAYMOND JAMES FINANCIAL INC COM 754730109 24,984 440,022 SH   DFND 7 392,122 0 47,900
RAYONIER INC COM 754907103 445 16,516 SH   DFND 6 0 0 16,516
RAYTHEON CO COM NEW 755111507 263,180 2,408,972 SH   DFND 1,5 4,926 0 2,404,046
RAYTHEON CO COM NEW 755111507 11,372 104,090 SH   DFND 2 104,090 0 0
RAYTHEON CO COM NEW 755111507 9,562 87,520 SH   DFND 3 87,520 0 0
RAYTHEON CO COM NEW 755111507 4,705 43,062 SH   DFND 6 0 0 43,062
RE MAX HLDGS INC CL A 75524W108 840 25,300 SH   DFND 1,5 300 0 25,000
REACHLOCAL INC COM 75525F104 42 14,600 SH   DFND 1,9 0 0 14,600
REALD INC COM 75604L105 12,110 946,852 SH   DFND 1,5 26,872 0 919,980
REALOGY HLDGS CORP COM 75605Y106 490,286 10,780,260 SH   DFND 1,5 604,248 0 10,176,012
REALOGY HLDGS CORP COM 75605Y106 3,018 66,355 SH   DFND 6 50,638 0 15,717
REALPAGE INC COM 75606N109 57,539 2,856,927 SH   DFND 1,5 0 0 2,856,927
REALTY INCOME CORP COM 756109104 29,268 567,200 SH   DFND 1,5 56,300 0 510,900
REALTY INCOME CORP COM 756109104 365 7,079 SH   DFND 3 7,079 0 0
REALTY INCOME CORP COM 756109104 22,970 445,160 SH   DFND 6 414,611 0 30,549
REALTY INCOME CORP COM 756109104 7,203 139,600 SH   DFND 7 19,600 0 120,000
RECEPTOS INC COM 756207106 747,156 4,531,236 SH   DFND 1,5 70,226 0 4,461,010
RECEPTOS INC COM 756207106 4,980 30,200 SH   DFND 6 30,200 0 0
RED HAT INC COM 756577102 1,067,226 14,088,790 SH   DFND 1,5 1,528,161 0 12,560,629
RED HAT INC COM 756577102 25,975 342,900 SH   DFND 1,9 0 0 342,900
RED HAT INC COM 756577102 4,706 62,122 SH   DFND 2 62,122 0 0
RED HAT INC COM 756577102 846 11,167 SH   DFND 3 11,167 0 0
RED HAT INC COM 756577102 2,573 33,969 SH   DFND 6 21,000 0 12,969
RED ROBIN GOURMET BURGERS IN COM 75689M101 2,960 34,018 SH   DFND 1,5 0 0 34,018
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 17,067 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 46,959 2,627,786 SH   DFND 1,5 0 0 2,627,786
REDWOOD TR INC COM 758075402 17,713 991,220 SH   DFND 6 922,610 0 68,610
REDWOOD TR INC COM 758075402 8,933 499,910 SH   DFND 7 362,510 0 137,400
REGAL BELOIT CORP COM 758750103 118,484 1,482,528 SH   DFND 1,5 0 0 1,482,528
REGAL BELOIT CORP COM 758750103 16,405 205,268 SH   DFND 6 199,061 0 6,207
REGAL BELOIT CORP COM 758750103 9,896 123,830 SH   DFND 7 104,630 0 19,200
REGAL ENTMT GROUP CL A 758766109 9,908 433,800 SH   DFND 1,5 0 0 433,800
REGAL ENTMT GROUP CL A 758766109 226 9,892 SH   DFND 6 0 0 9,892
REGAL ENTMT GROUP CL A 758766109 1,469 64,300 SH   DFND 7 3,300 0 61,000
REGENCY CTRS CORP COM 758849103 878 12,897 SH   DFND 6 0 0 12,897
REGENERON PHARMACEUTICALS COM 75886F107 2,689,616 5,957,332 SH   DFND 1,5 475,877 0 5,481,455
REGENERON PHARMACEUTICALS COM 75886F107 11,281 24,987 SH   DFND 2 24,987 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,969 4,362 SH   DFND 3 4,362 0 0
REGENERON PHARMACEUTICALS COM 75886F107 10,831 23,989 SH   DFND 6 18,500 0 5,489
REGIONAL MGMT CORP COM 75902K106 3,536 239,600 SH   DFND 6 239,600 0 0
REGIONAL MGMT CORP COM 75902K106 687 46,520 SH   DFND 7 40,020 0 6,500
REGIONS FINL CORP NEW COM 7591EP100 460,499 48,730,084 SH   DFND 1,5 521,384 0 48,208,700
REGIONS FINL CORP NEW COM 7591EP100 4,298 454,836 SH   DFND 2 454,836 0 0
REGIONS FINL CORP NEW COM 7591EP100 191 20,204 SH   DFND 3 20,204 0 0
REGIONS FINL CORP NEW COM 7591EP100 14,505 1,534,916 SH   DFND 6 1,191,890 0 343,026
REGIONS FINL CORP NEW COM 7591EP100 19,321 2,044,570 SH   DFND 7 2,044,570 0 0
REGIS CORP MINN COM 758932107 11,092 678,000 SH   DFND 1,5 28,700 0 649,300
REGULUS THERAPEUTICS INC COM 75915K101 128,363 7,577,511 SH   DFND 1,5 798,100 0 6,779,411
REINSURANCE GROUP AMER INC COM NEW 759351604 317,856 3,410,837 SH   DFND 1,5 0 0 3,410,837
REINSURANCE GROUP AMER INC COM NEW 759351604 93,367 1,001,902 SH   DFND 6 973,835 0 28,067
REINSURANCE GROUP AMER INC COM NEW 759351604 30,650 328,898 SH   DFND 7 288,298 0 40,600
RELIANCE STEEL & ALUMINUM CO COM 759509102 35,962 588,774 SH   DFND 1,5 129 0 588,645
RELIANCE STEEL & ALUMINUM CO COM 759509102 653 10,696 SH   DFND 6 0 0 10,696
RELYPSA INC COM 759531106 47,563 1,318,625 SH   DFND 1,5 0 0 1,318,625
REMY INTL INC NEW COM 75971M108 15,170 683,007 SH   DFND 1,5 1,500 0 681,507
RENAISSANCERE HOLDINGS LTD COM G7496G103 337,417 3,383,300 SH   DFND 1,5 143,000 0 3,240,300
RENAISSANCERE HOLDINGS LTD COM G7496G103 581 5,822 SH   DFND 6 0 0 5,822
RENT A CTR INC NEW COM 76009N100 168,931 6,156,367 SH   DFND 1,5 0 0 6,156,367
REPLIGEN CORP COM 759916109 82,200 2,707,522 SH   DFND 1,5 10,270 0 2,697,252
REPROS THERAPEUTICS INC COM NEW 76028H209 27,017 3,145,146 SH   DFND 1,5 28 0 3,145,118
REPUBLIC AWYS HLDGS INC COM 760276105 16,591 1,206,600 SH   DFND 1,5 52,100 0 1,154,500
REPUBLIC SVCS INC COM 760759100 65,646 1,618,499 SH   DFND 1,5 244,710 0 1,373,789
REPUBLIC SVCS INC COM 760759100 3,444 84,902 SH   DFND 2 84,902 0 0
REPUBLIC SVCS INC COM 760759100 605 14,904 SH   DFND 3 14,904 0 0
REPUBLIC SVCS INC COM 760759100 3,661 90,270 SH   DFND 6 53,700 0 36,570
RESEARCH FRONTIERS INC COM 760911107 1,331 218,150 SH   DFND 1,5 0 0 218,150
RESMED INC COM 761152107 309,445 4,311,020 SH   DFND 1,5 61,800 0 4,249,220
RESMED INC COM 761152107 687 9,568 SH   DFND 6 0 0 9,568
RESMED INC COM 761152107 32,096 447,140 SH   DFND 11 447,140 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 16,553 17,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,929 4,300,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 9,262 529,280 SH   DFND 1,5 2,100 0 527,180
RESTAURANT BRANDS INTL INC COM 76131D103 3,161 82,444 SH   DFND 6 0 0 82,444
RESTAURANT BRANDS INTL INC COM 76131D103 493 12,863 SH   DFND 7 12,863 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 478,264 12,474,167 SH   DFND 11 12,066,348 0 407,819
RESTORATION HARDWARE HLDGS I COM 761283100 584,227 5,889,980 SH   DFND 1,5 437,616 0 5,452,364
RESTORATION HARDWARE HLDGS I COM 761283100 9,314 93,901 SH   DFND 6 93,901 0 0
RETAIL PPTYS AMER INC CL A 76131V202 67,371 4,202,810 SH   DFND 1,5 134,160 0 4,068,650
RETAIL PPTYS AMER INC CL A 76131V202 964 60,163 SH   DFND 6 27,265 0 32,898
RETROPHIN INC COM 761299106 16,511 689,100 SH   DFND 1,5 0 0 689,100
RETROPHIN INC COM 761299106 223 9,300 SH   DFND 6 9,300 0 0
REVLON INC CL A NEW 761525609 80,052 1,943,000 SH   DFND 1,5 0 0 1,943,000
REXNORD CORP NEW COM 76169B102 77,729 2,912,274 SH   DFND 1,5 31,500 0 2,880,774
REXNORD CORP NEW COM 76169B102 814 30,500 SH   DFND 6 30,500 0 0
REYNOLDS AMERICAN INC COM 761713106 363,372 5,273,135 SH   DFND 1,5 145,665 0 5,127,470
REYNOLDS AMERICAN INC COM 761713106 7,192 104,368 SH   DFND 2 104,368 0 0
REYNOLDS AMERICAN INC COM 761713106 5,819 84,438 SH   DFND 3 84,438 0 0
REYNOLDS AMERICAN INC COM 761713106 11,993 174,036 SH   DFND 6 140,983 0 33,053
REYNOLDS AMERICAN INC COM 761713106 18,627 270,310 SH   DFND 7 197,410 0 72,900
RICE ENERGY INC COM 762760106 31,667 1,455,300 SH   DFND 1,5 0 0 1,455,300
RICE ENERGY INC COM 762760106 920 42,270 SH   DFND 6 38,600 0 3,670
RICHMONT MINES INC COM 76547T106 617 192,900 SH   DFND 1,5 0 0 192,900
RIGEL PHARMACEUTICALS INC COM NEW 766559603 47,147 13,206,546 SH   DFND 1,5 1,177,325 0 12,029,221
RIGHTSIDE GROUP LTD COM 76658B100 2,669 262,953 SH   DFND 1,5 40,306 0 222,647
RIGNET INC COM 766582100 13,942 487,653 SH   DFND 1,5 1,600 0 486,053
RIGNET INC COM 766582100 6,051 211,630 SH   DFND 6 211,630 0 0
RIGNET INC COM 766582100 1,208 42,250 SH   DFND 7 36,450 0 5,800
RINGCENTRAL INC CL A 76680R206 45,478 2,966,600 SH   DFND 1,5 100 0 2,966,500
RINGCENTRAL INC CL A 76680R206 17,407 1,135,500 SH   DFND 1,9 0 0 1,135,500
RIO ALTO MNG LTD NEW COM 76689T104 5,979 2,427,235 SH   DFND 1,5 0 0 2,427,235
RIO ALTO MNG LTD NEW COM 76689T104 1,485 602,782 SH   DFND 1,10 30,382 0 572,400
RIO ALTO MNG LTD NEW COM 76689T104 1,355 550,000 SH   DFND 11 550,000 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,445 34,900 SH   DFND 1,5 0 0 34,900
RITE AID CORP COM 767754104 18,124 2,085,600 SH   DFND 1,5 0 0 2,085,600
RITE AID CORP COM 767754104 221 25,438 SH   DFND 3 25,438 0 0
RITE AID CORP COM 767754104 1,386 159,476 SH   DFND 6 69,900 0 89,576
RIVERBED TECHNOLOGY INC COM 768573107 7,655 366,086 SH   DFND 1,5 9,096 0 356,990
RIVERBED TECHNOLOGY INC COM 768573107 1,234 59,000 SH   DFND 1,9 0 0 59,000
RIVERBED TECHNOLOGY INC COM 768573107 3,443 164,663 SH   DFND 6 154,300 0 10,363
RIVERBED TECHNOLOGY INC COM 768573107 37,638 1,800,000 SH   DFND 11 1,800,000 0 0
RLJ LODGING TR COM 74965L101 171,915 5,490,741 SH   DFND 1,5 2,531,741 0 2,959,000
RLJ LODGING TR COM 74965L101 27,619 882,100 SH   DFND 6 882,100 0 0
RLJ LODGING TR COM 74965L101 12,176 388,900 SH   DFND 7 41,700 0 347,200
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 24,086 953,150 SH   DFND 1,5 27,350 0 925,800
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 21,659 857,116 SH   DFND 6 857,116 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1,751 69,300 SH   DFND 7 59,700 0 9,600
ROBERT HALF INTL INC COM 770323103 232,133 3,835,634 SH   DFND 1,5 151,949 0 3,683,685
ROBERT HALF INTL INC COM 770323103 2,770 45,772 SH   DFND 2 45,772 0 0
ROBERT HALF INTL INC COM 770323103 605 10,002 SH   DFND 3 10,002 0 0
ROBERT HALF INTL INC COM 770323103 710 11,728 SH   DFND 6 2,234 0 9,494
ROBERT HALF INTL INC COM 770323103 3,411 56,354 SH   DFND 7 56,354 0 0
ROCK-TENN CO CL A 772739207 1,283,131 19,893,498 SH   DFND 1,5 181,288 0 19,712,210
ROCK-TENN CO CL A 772739207 44,100 683,720 SH   DFND 6 617,420 0 66,300
ROCK-TENN CO CL A 772739207 16,873 261,600 SH   DFND 7 163,700 0 97,900
ROCKWELL AUTOMATION INC COM 773903109 221,971 1,913,709 SH   DFND 1,5 213,951 0 1,699,758
ROCKWELL AUTOMATION INC COM 773903109 5,323 45,894 SH   DFND 2 45,894 0 0
ROCKWELL AUTOMATION INC COM 773903109 692 5,969 SH   DFND 3 5,969 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,094 9,429 SH   DFND 6 0 0 9,429
ROCKWELL COLLINS INC COM 774341101 224,537 2,325,599 SH   DFND 1,5 10,030 0 2,315,569
ROCKWELL COLLINS INC COM 774341101 4,348 45,029 SH   DFND 2 45,029 0 0
ROCKWELL COLLINS INC COM 774341101 1,589 16,453 SH   DFND 3 16,453 0 0
ROCKWELL COLLINS INC COM 774341101 1,003 10,384 SH   DFND 6 0 0 10,384
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 6,549 471,832 SH   DFND 1,5 21,426 0 450,406
ROGERS COMMUNICATIONS INC CL B 775109200 49,708 1,484,836 SH   DFND 1,5 16 0 1,484,820
ROGERS COMMUNICATIONS INC CL B 775109200 19,471 581,639 SH   DFND 6 222,913 0 358,726
ROGERS COMMUNICATIONS INC CL B 775109200 9,984 298,237 SH   DFND 7 244,437 0 53,800
ROGERS COMMUNICATIONS INC CL B 775109200 528,684 15,792,550 SH   DFND 11 14,854,550 0 938,000
ROGERS CORP COM 775133101 1,102 13,400 SH   DFND 1,5 0 0 13,400
ROKA BIOSCIENCE INC COM 775431109 2,273 710,289 SH   DFND 1,5 0 0 710,289
ROPER INDS INC NEW COM 776696106 891,738 5,184,526 SH   DFND 1,5 1,855 0 5,182,671
ROPER INDS INC NEW COM 776696106 5,846 33,991 SH   DFND 2 33,991 0 0
ROPER INDS INC NEW COM 776696106 1,654 9,617 SH   DFND 3 9,617 0 0
ROPER INDS INC NEW COM 776696106 1,834 10,665 SH   DFND 6 0 0 10,665
ROSETTA RESOURCES INC COM 777779307 10,268 603,300 SH   DFND 1,5 0 0 603,300
ROSETTA RESOURCES INC COM 777779307 298 17,500 SH   DFND 6 17,500 0 0
ROSS STORES INC COM 778296103 1,416,731 13,446,576 SH   DFND 1,5 517,266 0 12,929,310
ROSS STORES INC COM 778296103 7,386 70,106 SH   DFND 2 70,106 0 0
ROSS STORES INC COM 778296103 1,482 14,064 SH   DFND 3 14,064 0 0
ROSS STORES INC COM 778296103 6,441 61,137 SH   DFND 6 46,729 0 14,408
ROSS STORES INC COM 778296103 10,011 95,021 SH   DFND 7 95,021 0 0
ROUSE PPTYS INC COM 779287101 164,288 8,665,000 SH   DFND 1,5 0 0 8,665,000
ROVI CORP COM 779376102 113,947 6,257,396 SH   DFND 1,5 1,275 0 6,256,121
ROVI CORP COM 779376102 29,689 1,630,391 SH   DFND 6 1,617,347 0 13,044
ROVI CORP COM 779376102 2,362 129,710 SH   DFND 7 125,110 0 4,600
ROWAN COMPANIES PLC SHS CL A G7665A101 19,885 1,122,784 SH   DFND 1,5 2,616 0 1,120,168
ROWAN COMPANIES PLC SHS CL A G7665A101 303 17,123 SH   DFND 6 0 0 17,123
ROYAL BK CDA MONTREAL QUE COM 780087102 143,696 2,387,169 SH   DFND 1,5 179 0 2,386,990
ROYAL BK CDA MONTREAL QUE COM 780087102 86,201 1,432,031 SH   DFND 6 506,431 0 925,600
ROYAL BK CDA MONTREAL QUE COM 780087102 26,070 433,086 SH   DFND 7 306,186 0 126,900
ROYAL BK CDA MONTREAL QUE COM 780087102 1,300,592 21,606,303 SH   DFND 11 18,517,480 0 3,088,823
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 10,547 421,561 SH   DFND 1,5 0 0 421,561
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 31,410 1,256,889 SH   DFND 1,5 79,656 0 1,177,233
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 2,735 109,332 SH   DFND 6 109,332 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 316 12,617 SH   DFND 7 12,617 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 66,408 811,332 SH   DFND 1,5 49,603 0 761,729
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,566 55,789 SH   DFND 2 55,789 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,871 22,854 SH   DFND 6 0 0 22,854
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 726,495 12,179,297 SH   DFND 2 12,179,297 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,891 31,709 SH   DFND 3 31,709 0 0
ROYAL GOLD INC COM 780287108 82,934 1,314,113 SH   DFND 1,5 0 0 1,314,113
ROYAL GOLD INC COM 780287108 565 8,945 SH   DFND 6 74 0 8,871
RPC INC COM 749660106 320 25,000 SH   DFND 1,5 0 0 25,000
RPM INTL INC COM 749685103 60,174 1,253,879 SH   DFND 1,5 17,700 0 1,236,179
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,299 1,950,000 PRN   DFND 1,5 0 0 0
RPM INTL INC COM 749685103 468 9,756 SH   DFND 6 0 0 9,756
RSP PERMIAN INC COM 74978Q105 2,192 87,000 SH   DFND 1,5 0 0 87,000
RTI INTL METALS INC COM 74973W107 96,418 2,685,000 SH   DFND 1,5 0 0 2,685,000
RTI SURGICAL INC COM 74975N105 831 168,162 SH   DFND 7 97,300 0 70,862
RUBICON MINERALS CORP COM 780911103 4,882 5,376,402 SH   DFND 1,5 0 0 5,376,402
RUBICON TECHNOLOGY INC COM 78112T107 12,370 3,139,517 SH   DFND 1,9 0 0 3,139,517
RUBY TUESDAY INC COM 781182100 26,816 4,461,900 SH   DFND 1,5 549,900 0 3,912,000
RUCKUS WIRELESS INC COM 781220108 30,771 2,390,900 SH   DFND 1,5 0 0 2,390,900
RUCKUS WIRELESS INC COM 781220108 6,432 499,800 SH   DFND 6 499,800 0 0
RUCKUS WIRELESS INC COM 781220108 1,247 96,900 SH   DFND 7 83,500 0 13,400
RUSH ENTERPRISES INC CL A 781846209 31,508 1,151,626 SH   DFND 1,5 82,526 0 1,069,100
RUTHS HOSPITALITY GROUP INC COM 783332109 64,800 4,080,593 SH   DFND 1,5 0 0 4,080,593
RUTHS HOSPITALITY GROUP INC COM 783332109 9,635 606,730 SH   DFND 6 606,730 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,886 118,750 SH   DFND 7 102,250 0 16,500
RYANAIR HLDGS PLC SPONSORED ADR 783513104 747,835 11,200,159 SH   DFND 1,5 559,446 0 10,640,713
RYANAIR HLDGS PLC SPONSORED ADR 783513104 10,076 150,900 SH   DFND 1,10 0 0 150,900
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,485 112,100 SH   DFND 6 63,300 0 48,800
RYANAIR HLDGS PLC SPONSORED ADR 783513104 1,372 20,550 SH   DFND 7 8,950 0 11,600
RYDER SYS INC COM 783549108 1,703 17,947 SH   DFND 2 17,947 0 0
RYDER SYS INC COM 783549108 3,579 37,718 SH   DFND 6 30,400 0 7,318
RYDER SYS INC COM 783549108 6,481 68,300 SH   DFND 7 33,300 0 35,000
RYLAND GROUP INC COM 783764103 9,648 197,950 SH   DFND 1,5 450 0 197,500
RYLAND GROUP INC COM 783764103 5,703 117,000 SH   DFND 6 117,000 0 0
RYLAND GROUP INC COM 783764103 8,456 173,500 SH   DFND 7 115,200 0 58,300
SABRA HEALTH CARE REIT INC COM 78573L106 235,829 7,113,983 SH   DFND 1,5 155,400 0 6,958,583
SABRA HEALTH CARE REIT INC COM 78573L106 42,026 1,267,757 SH   DFND 6 1,267,757 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 11,717 353,465 SH   DFND 7 79,800 0 273,665
SABRE CORP COM 78573M104 244,182 10,048,639 SH   DFND 1,5 0 0 10,048,639
SABRE CORP COM 78573M104 313 12,868 SH   DFND 6 8,900 0 3,968
SAGA COMMUNICATIONS INC CL A NEW 786598300 20,573 461,900 SH   DFND 1,5 21,800 0 440,100
SAGE THERAPEUTICS INC COM 78667J108 194,456 3,871,303 SH   DFND 1,5 220,879 0 3,650,424
SAGENT PHARMACEUTICALS INC COM 786692103 4,368 187,870 SH   DFND 6 187,870 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 844 36,290 SH   DFND 7 31,190 0 5,100
SAIA INC COM 78709Y105 80,554 1,818,378 SH   DFND 1,5 0 0 1,818,378
SALESFORCE COM INC COM 79466L302 6,226,418 93,195,899 SH   DFND 1,5 7,402,734 0 85,793,165
SALESFORCE COM INC COM 79466L302 120,150 1,798,380 SH   DFND 1,9 0 0 1,798,380
SALESFORCE COM INC COM 79466L302 13,463 201,513 SH   DFND 2 201,513 0 0
SALESFORCE COM INC COM 79466L302 6,977 104,437 SH   DFND 3 104,437 0 0
SALESFORCE COM INC COM 79466L302 29,241 437,676 SH   DFND 6 395,725 0 41,951
SALESFORCE COM INC COM 79466L302 28,731 430,047 SH   DFND 7 430,047 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 25,465 9,580,000 PRN   DFND 1,5 0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 34,843 201,627 SH   DFND 1,5 0 0 201,627
SALIX PHARMACEUTICALS INC COM 795435106 28,654 165,814 SH   DFND 6 161,460 0 4,354
SALIX PHARMACEUTICALS INC COM 795435106 17,091 98,900 SH   DFND 7 98,900 0 0
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 26,581 10,000,000 PRN   DFND 11 0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 183,265 1,060,500 SH   DFND 11 1,060,500 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 241,121 7,015,461 SH   DFND 1,5 41,500 0 6,973,961
SALLY BEAUTY HLDGS INC COM 79546E104 3,028 88,089 SH   DFND 6 74,000 0 14,089
SALLY BEAUTY HLDGS INC COM 79546E104 904 26,300 SH   DFND 7 1,300 0 25,000
SANDERSON FARMS INC COM 800013104 18,488 232,116 SH   DFND 1,5 11,616 0 220,500
SANDERSON FARMS INC COM 800013104 255 3,200 SH   DFND 6 3,200 0 0
SANDISK CORP COM 80004C101 336,250 5,285,290 SH   DFND 1,5 199,290 0 5,086,000
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 9,697 7,120,000 PRN   DFND 1,5 0 0 0
SANDISK CORP COM 80004C101 1,845 29,000 SH   DFND 1,9 0 0 29,000
SANDISK CORP COM 80004C101 4,590 72,147 SH   DFND 2 72,147 0 0
SANDISK CORP COM 80004C101 1,161 18,250 SH   DFND 3 18,250 0 0
SANDISK CORP COM 80004C101 1,420 22,315 SH   DFND 6 0 0 22,315
SANDRIDGE ENERGY INC COM 80007P307 121 68,051 SH   DFND 6 0 0 68,051
SANDY SPRING BANCORP INC COM 800363103 374 14,259 SH   DFND 3 14,259 0 0
SANGAMO BIOSCIENCES INC COM 800677106 66,180 4,220,681 SH   DFND 1,5 0 0 4,220,681
SANOFI SPONSORED ADR 80105N105 640,154 12,948,106 SH   DFND 1,5 6,362 0 12,941,744
SANOFI SPONSORED ADR 80105N105 997 20,158 SH   DFND 3 20,158 0 0
SANOFI SPONSORED ADR 80105N105 17,378 351,500 SH   DFND 11 351,500 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 96,410 4,166,400 SH   DFND 1,5 166,800 0 3,999,600
SANTANDER CONSUMER USA HDG I COM 80283M101 272 11,746 SH   DFND 6 0 0 11,746
SAP SE SPON ADR 803054204 166,619 2,308,700 SH   DFND 1,5 0 0 2,308,700
SAPIENS INTL CORP N V SHS NEW N7716A151 310 37,798 SH   DFND 1,5 0 0 37,798
SAREPTA THERAPEUTICS INC COM 803607100 16,699 1,257,433 SH   DFND 1,5 0 0 1,257,433
SBA COMMUNICATIONS CORP COM 78388J106 72,731 621,104 SH   DFND 1,5 216 0 620,888
SBA COMMUNICATIONS CORP COM 78388J106 16,405 140,096 SH   DFND 6 108,965 0 31,131
SBA COMMUNICATIONS CORP COM 78388J106 52,280 446,454 SH   DFND 7 377,654 0 68,800
SCANA CORP NEW COM 80589M102 2,662 48,406 SH   DFND 2 48,406 0 0
SCANA CORP NEW COM 80589M102 822 14,946 SH   DFND 3 14,946 0 0
SCANA CORP NEW COM 80589M102 1,071 19,484 SH   DFND 6 0 0 19,484
SCANSOURCE INC COM 806037107 116,653 2,869,700 SH   DFND 1,5 602,400 0 2,267,300
SCHEIN HENRY INC COM 806407102 941,802 6,745,469 SH   DFND 1,5 232,660 0 6,512,809
SCHEIN HENRY INC COM 806407102 3,963 28,384 SH   DFND 2 28,384 0 0
SCHEIN HENRY INC COM 806407102 313 2,239 SH   DFND 3 2,239 0 0
SCHEIN HENRY INC COM 806407102 873 6,250 SH   DFND 6 489 0 5,761
SCHEIN HENRY INC COM 806407102 4,705 33,700 SH   DFND 7 33,700 0 0
SCHLUMBERGER LTD COM 806857108 2,261,899 27,108,087 SH   DFND 1,5 1,072,600 0 26,035,487
SCHLUMBERGER LTD COM 806857108 36,042 431,946 SH   DFND 2 431,946 0 0
SCHLUMBERGER LTD COM 806857108 14,823 177,649 SH   DFND 3 177,649 0 0
SCHLUMBERGER LTD COM 806857108 43,713 523,885 SH   DFND 6 386,787 0 137,098
SCHLUMBERGER LTD COM 806857108 113,887 1,364,895 SH   DFND 7 1,212,295 0 152,600
SCHLUMBERGER LTD COM 806857108 5,831 69,880 SH   DFND 11 69,880 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,271,808 41,780,805 SH   DFND 1,5 2,585,773 0 39,195,032
SCHWAB CHARLES CORP NEW COM 808513105 11,895 390,766 SH   DFND 2 390,766 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,186 71,810 SH   DFND 3 71,810 0 0
SCHWAB CHARLES CORP NEW COM 808513105 10,146 333,296 SH   DFND 6 190,816 0 142,480
SCHWAB CHARLES CORP NEW COM 808513105 12,487 410,203 SH   DFND 7 410,203 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 9,373 187,647 SH   DFND 3 187,647 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 22,974 498,138 SH   DFND 1,5 52 0 498,086
SCIENCE APPLICATNS INTL CP N COM 808625107 68,404 1,332,107 SH   DFND 1,5 36,618 0 1,295,489
SCIENCE APPLICATNS INTL CP N COM 808625107 2,238 43,582 SH   DFND 6 43,582 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,919 56,852 SH   DFND 7 56,852 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 2,624 250,600 SH   DFND 1,5 0 0 250,600
SCIQUEST INC NEW COM 80908T101 30,907 1,825,557 SH   DFND 1,5 0 0 1,825,557
SCIQUEST INC NEW COM 80908T101 15,026 887,530 SH   DFND 1,9 0 0 887,530
SCORPIO TANKERS INC SHS Y7542C106 35,230 3,739,933 SH   DFND 1,5 251,700 0 3,488,233
SCOTTS MIRACLE GRO CO CL A 810186106 15,738 234,307 SH   DFND 1,5 0 0 234,307
SCOTTS MIRACLE GRO CO CL A 810186106 223 3,327 SH   DFND 6 0 0 3,327
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 35,869 523,180 SH   DFND 1,5 0 0 523,180
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,262 33,000 SH   DFND 2 33,000 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 440 6,411 SH   DFND 3 6,411 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 450 6,565 SH   DFND 6 0 0 6,565
SEABOARD CORP COM 811543107 262,407 63,506 SH   DFND 1,5 15,200 0 48,306
SEABRIDGE GOLD INC COM 811916105 3,619 659,166 SH   DFND 1,5 0 0 659,166
SEACHANGE INTL INC COM 811699107 7,339 934,954 SH   DFND 11 934,954 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,077 7,000,000 PRN   DFND 1,5 0 0 0
SEADRILL LIMITED SHS G7945E105 397 42,478 SH   DFND 6 0 0 42,478
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,607,129 30,888,500 SH   DFND 1,5 1,332,700 0 29,555,800
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,786 111,208 SH   DFND 2 111,208 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 667 12,810 SH   DFND 3 12,810 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,216 61,820 SH   DFND 7 61,820 0 0
SEALED AIR CORP NEW COM 81211K100 395,959 8,690,940 SH   DFND 1,5 192,240 0 8,498,700
SEALED AIR CORP NEW COM 81211K100 3,243 71,178 SH   DFND 2 71,178 0 0
SEALED AIR CORP NEW COM 81211K100 458 10,059 SH   DFND 3 10,059 0 0
SEALED AIR CORP NEW COM 81211K100 2,503 54,931 SH   DFND 6 40,200 0 14,731
SEATTLE GENETICS INC COM 812578102 658,799 18,636,456 SH   DFND 1,5 1,935,864 0 16,700,592
SEATTLE GENETICS INC COM 812578102 398 11,271 SH   DFND 6 4,600 0 6,671
SEI INVESTMENTS CO COM 784117103 8,818 200,000 SH   DFND 1,5 0 0 200,000
SEI INVESTMENTS CO COM 784117103 4,407 99,960 SH   DFND 3 99,960 0 0
SEI INVESTMENTS CO COM 784117103 458 10,389 SH   DFND 6 0 0 10,389
SELECT COMFORT CORP COM 81616X103 92,486 2,683,100 SH   DFND 1,5 44,700 0 2,638,400
SELECT INCOME REIT COM SH BEN INT 81618T100 105,183 4,209,016 SH   DFND 1,5 2,875,150 0 1,333,866
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,297 47,123 SH   DFND 1,5 14,923 0 32,200
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,446 142,921 SH   DFND 1,5 46,921 0 96,000
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 822 18,512 SH   DFND 1,5 5,212 0 13,300
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,071 26,697 SH   DFND 1,5 8,097 0 18,600
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,730 51,449 SH   DFND 1,5 16,149 0 35,300
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,265 43,463 SH   DFND 1,5 13,463 0 30,000
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,235 40,067 SH   DFND 1,5 13,167 0 26,900
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,009 20,677 SH   DFND 1,5 5,777 0 14,900
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,231 126,225 SH   DFND 1,5 38,425 0 87,800
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 372 4,797 SH   DFND 3 4,797 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 487 8,726 SH   DFND 3 8,726 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 944 13,020 SH   DFND 3 13,020 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 759 18,305 SH   DFND 3 18,305 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,090,727 45,239,616 SH   DFND 3 45,239,616 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 636 14,306 SH   DFND 3 14,306 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 600 7,986 SH   DFND 3 7,986 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 583 11,952 SH   DFND 3 11,952 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,983 27,357 SH   DFND   27,357 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,506 62,457 SH   DFND   62,457 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 235 3,125 SH   DFND   3,125 0 0
SELECTIVE INS GROUP INC COM 816300107 1,101 37,900 SH   DFND 1,5 0 0 37,900
SEMGROUP CORP CL A 81663A105 13,803 169,700 SH   DFND 1,5 0 0 169,700
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 1,618 342,100 SH   DFND 1,9 0 0 342,100
SEMPRA ENERGY COM 816851109 741,811 6,804,358 SH   DFND 1,5 26 0 6,804,332
SEMPRA ENERGY COM 816851109 8,550 78,423 SH   DFND 2 78,423 0 0
SEMPRA ENERGY COM 816851109 6,096 55,917 SH   DFND 3 55,917 0 0
SEMPRA ENERGY COM 816851109 3,705 33,983 SH   DFND 6 200 0 33,783
SEMPRA ENERGY COM 816851109 4,217 38,680 SH   DFND 7 38,680 0 0
SEMTECH CORP COM 816850101 130,795 4,908,811 SH   DFND 1,5 0 0 4,908,811
SEMTECH CORP COM 816850101 19,949 748,700 SH   DFND 1,9 0 0 748,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 120,869 5,447,000 SH   DFND 1,5 124,900 0 5,322,100
SENIOR HSG PPTYS TR SH BEN INT 81721M109 47,810 2,154,580 SH   DFND 6 2,036,060 0 118,520
SENIOR HSG PPTYS TR SH BEN INT 81721M109 20,014 901,917 SH   DFND 7 504,370 0 397,547
SENOMYX INC COM 81724Q107 3,212 728,392 SH   DFND 1,5 0 0 728,392
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 8,727 151,903 SH   DFND 1,5 9,196 0 142,707
SENSIENT TECHNOLOGIES CORP COM 81725T100 41,749 606,106 SH   DFND 1,5 0 0 606,106
SERVICE CORP INTL COM 817565104 691,604 26,549,099 SH   DFND 1,5 58,400 0 26,490,699
SERVICE CORP INTL COM 817565104 66,058 2,535,801 SH   DFND 6 2,516,768 0 19,033
SERVICE CORP INTL COM 817565104 9,133 350,580 SH   DFND 7 350,580 0 0
SERVICE CORP INTL COM 817565104 51,027 1,958,800 SH   DFND 11 1,958,800 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 263,843 7,817,567 SH   DFND 1,5 4,143 0 7,813,424
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 18,356 543,872 SH   DFND 6 540,000 0 3,872
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 6,542 193,850 SH   DFND 7 135,550 0 58,300
SERVICENOW INC COM 81762P102 654,239 8,304,633 SH   DFND 1,5 875,824 0 7,428,809
SERVICENOW INC COM 81762P102 29,259 371,400 SH   DFND 1,9 0 0 371,400
SERVICENOW INC COM 81762P102 771 9,785 SH   DFND 6 0 0 9,785
SERVICESOURCE INTL LLC COM 81763U100 1,720 554,771 SH   DFND 1,5 110,251 0 444,520
SERVICESOURCE INTL LLC COM 81763U100 69 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,125 163,256 SH   DFND 1,5 6,656 0 156,600
SHENANDOAH TELECOMMUNICATION COM 82312B106 3,923 125,900 SH   DFND 1,5 0 0 125,900
SHERWIN WILLIAMS CO COM 824348106 1,039,089 3,652,335 SH   DFND 1,5 142,364 0 3,509,971
SHERWIN WILLIAMS CO COM 824348106 7,773 27,320 SH   DFND 2 27,320 0 0
SHERWIN WILLIAMS CO COM 824348106 3,373 11,855 SH   DFND 3 11,855 0 0
SHERWIN WILLIAMS CO COM 824348106 1,846 6,488 SH   DFND 6 640 0 5,848
SHERWIN WILLIAMS CO COM 824348106 4,190 14,726 SH   DFND 7 14,726 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 59,197 59,360,000 PRN   DFND 1,5 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,440 300,000 SH   DFND 1,5 0 0 300,000
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 1,596 1,600,000 PRN   DFND 6 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 928,591 3,880,609 SH   DFND 1,5 0 0 3,880,609
SHIRE PLC SPONSORED ADR 82481R106 10,295 43,023 SH   DFND 6 43,023 0 0
SHIRE PLC SPONSORED ADR 82481R106 30,004 125,389 SH   DFND 7 125,389 0 0
SHORETEL INC COM 825211105 1,351 198,100 SH   DFND 1,5 0 0 198,100
SHUTTERSTOCK INC COM 825690100 73,713 1,073,435 SH   DFND 1,5 40,945 0 1,032,490
SIBANYE GOLD LTD SPONSORED ADR 825724206 7,953 932,306 SH   DFND 1,5 0 0 932,306
SIENTRA INC COM 82621J105 9,979 520,000 SH   DFND 1,5 0 0 520,000
SIERRA WIRELESS INC COM 826516106 377 11,400 SH   DFND 1,5 0 0 11,400
SIGMA ALDRICH CORP COM 826552101 22,114 159,956 SH   DFND 1,5 356 0 159,600
SIGMA ALDRICH CORP COM 826552101 5,592 40,450 SH   DFND 2 40,450 0 0
SIGMA ALDRICH CORP COM 826552101 1,436 10,387 SH   DFND 3 10,387 0 0
SIGMA ALDRICH CORP COM 826552101 1,745 12,621 SH   DFND 6 0 0 12,621
SIGMA ALDRICH CORP COM 826552101 481,460 3,482,533 SH   DFND 11 3,482,533 0 0
SIGMATRON INTL INC COM 82661L101 1,849 259,000 SH   DFND 1,5 11,400 0 247,600
SIGNATURE BK NEW YORK N Y COM 82669G104 116,192 896,685 SH   DFND 1,5 92,300 0 804,385
SIGNATURE BK NEW YORK N Y COM 82669G104 502 3,877 SH   DFND 6 0 0 3,877
SIGNET JEWELERS LIMITED SHS G81276100 274,095 1,974,892 SH   DFND 1,5 61,072 0 1,913,820
SIGNET JEWELERS LIMITED SHS G81276100 18,010 129,763 SH   DFND 6 122,500 0 7,263
SIGNET JEWELERS LIMITED SHS G81276100 8,128 58,565 SH   DFND 7 58,565 0 0
SILGAN HOLDINGS INC COM 827048109 269,515 4,636,412 SH   DFND 1,5 41,500 0 4,594,912
SILICON GRAPHICS INTL CORP COM 82706L108 36,148 4,159,680 SH   DFND 1,5 42,250 0 4,117,430
SILICON GRAPHICS INTL CORP COM 82706L108 8,965 1,031,700 SH   DFND 1,9 0 0 1,031,700
SILICON LABORATORIES INC COM 826919102 312,667 6,158,495 SH   DFND 1,5 760,300 0 5,398,195
SILICON LABORATORIES INC COM 826919102 8,230 162,100 SH   DFND 1,9 0 0 162,100
SILVER WHEATON CORP COM 828336107 9,577 504,170 SH   DFND 1,5 0 0 504,170
SILVER WHEATON CORP COM 828336107 4,248 223,600 SH   DFND 7 223,600 0 0
SILVER WHEATON CORP COM 828336107 237,388 12,496,400 SH   DFND 11 12,496,400 0 0
SILVER WHEATON CORP COM 828336107 429 22,600 SH   DFND   22,600 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,355,347 6,927,758 SH   DFND 1,5 2,636,863 0 4,290,895
SIMON PPTY GROUP INC NEW COM 828806109 20,598 105,284 SH   DFND 2 105,284 0 0
SIMON PPTY GROUP INC NEW COM 828806109 7,223 36,919 SH   DFND 3 36,919 0 0
SIMON PPTY GROUP INC NEW COM 828806109 117,581 601,009 SH   DFND 6 574,320 0 26,689
SIMON PPTY GROUP INC NEW COM 828806109 49,755 254,319 SH   DFND 7 27,150 0 227,169
SIMON PPTY GROUP INC NEW COM 828806109 55,732 284,870 SH   DFND 11 284,870 0 0
SINA CORP ORD G81477104 16,082 500,061 SH   DFND 1,5 14,010 0 486,051
SINCLAIR BROADCAST GROUP INC CL A 829226109 291,592 9,283,418 SH   DFND 1,5 96,473 0 9,186,945
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,938 93,551 SH   DFND 6 93,551 0 0
SIRIUS XM HLDGS INC COM 82968B103 15,561 4,073,529 SH   DFND 1,5 0 0 4,073,529
SIRIUS XM HLDGS INC COM 82968B103 128 33,422 SH   DFND 3 33,422 0 0
SIRIUS XM HLDGS INC COM 82968B103 673 176,301 SH   DFND 6 0 0 176,301
SIRONA DENTAL SYSTEMS INC COM 82966C103 25,233 280,400 SH   DFND 1,5 0 0 280,400
SIRONA DENTAL SYSTEMS INC COM 82966C103 489 5,430 SH   DFND 6 0 0 5,430
SIX FLAGS ENTMT CORP NEW COM 83001A102 14,334 296,100 SH   DFND 1,5 0 0 296,100
SIX FLAGS ENTMT CORP NEW COM 83001A102 714 14,756 SH   DFND 6 9,800 0 4,956
SK TELECOM LTD SPONSORED ADR 78440P108 30,952 1,137,523 SH   DFND 1,5 34,470 0 1,103,053
SKECHERS U S A INC CL A 830566105 433,178 6,023,886 SH   DFND 1,5 752,440 0 5,271,446
SKECHERS U S A INC CL A 830566105 12,987 180,600 SH   DFND 6 180,600 0 0
SKECHERS U S A INC CL A 830566105 2,029 28,220 SH   DFND 7 25,620 0 2,600
SKYWEST INC COM 830879102 15,758 1,078,600 SH   DFND 1,5 46,900 0 1,031,700
SKYWORKS SOLUTIONS INC COM 83088M102 732,730 7,454,776 SH   DFND 1,5 292,951 0 7,161,825
SKYWORKS SOLUTIONS INC COM 83088M102 6,352 64,630 SH   DFND 2 64,630 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 466 4,743 SH   DFND 3 4,743 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,812 28,610 SH   DFND 6 15,600 0 13,010
SKYWORKS SOLUTIONS INC COM 83088M102 403 4,100 SH   DFND 7 4,100 0 0
SL GREEN RLTY CORP COM 78440X101 607,652 4,733,229 SH   DFND 1,5 1,652,570 0 3,080,659
SL GREEN RLTY CORP COM 78440X101 4,288 33,404 SH   DFND 2 33,404 0 0
SL GREEN RLTY CORP COM 78440X101 67,395 524,962 SH   DFND 6 511,790 0 13,172
SL GREEN RLTY CORP COM 78440X101 28,848 224,707 SH   DFND 7 76,040 0 148,667
SLM CORP COM 78442P106 282,362 30,426,910 SH   DFND 1,5 84,800 0 30,342,110
SLM CORP COM 78442P106 451 48,629 SH   DFND 6 0 0 48,629
SM ENERGY CO COM 78454L100 197,297 3,817,672 SH   DFND 1,5 772 0 3,816,900
SM ENERGY CO COM 78454L100 1,013 19,605 SH   DFND 6 15,115 0 4,490
SMART TECHNOLOGIES INC COM SHS 83172R108 14 11,200 SH   DFND 1,9 0 0 11,200
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 47,838 1,400,000 SH   DFND 1,5 0 0 1,400,000
SMITH & WESSON HLDG CORP COM 831756101 45,239 3,553,700 SH   DFND 1,5 53,100 0 3,500,600
SMITH A O COM 831865209 433,536 6,602,739 SH   DFND 1,5 22,281 0 6,580,458
SMITH A O COM 831865209 7,190 109,500 SH   DFND 6 75,865 0 33,635
SMITH A O COM 831865209 8,884 135,300 SH   DFND 7 55,300 0 80,000
SMUCKER J M CO COM NEW 832696405 157,458 1,360,565 SH   DFND 1,5 34 0 1,360,531
SMUCKER J M CO COM NEW 832696405 3,989 34,467 SH   DFND 2 34,467 0 0
SMUCKER J M CO COM NEW 832696405 1,550 13,390 SH   DFND 3 13,390 0 0
SMUCKER J M CO COM NEW 832696405 1,718 14,848 SH   DFND 6 574 0 14,274
SMUCKER J M CO COM NEW 832696405 4,476 38,680 SH   DFND 7 38,680 0 0
SNAP ON INC COM 833034101 123,783 841,717 SH   DFND 1,5 117 0 841,600
SNAP ON INC COM 833034101 2,895 19,687 SH   DFND 2 19,687 0 0
SNAP ON INC COM 833034101 660 4,491 SH   DFND 3 4,491 0 0
SNAP ON INC COM 833034101 1,234 8,394 SH   DFND 6 947 0 7,447
SNAP ON INC COM 833034101 124,469 846,380 SH   DFND 11 846,380 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,936 160,858 SH   DFND 1,5 0 0 160,858
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 6,912 341,180 SH   DFND 1,5 5,000 0 336,180
SOLAR CAP LTD COM 83413U100 2,141 105,800 SH   DFND 1,5 5,800 0 100,000
SOLARCITY CORP COM 83416T100 145,400 2,835,406 SH   DFND 1,5 55,100 0 2,780,306
SOLARCITY CORP COM 83416T100 1,783 34,774 SH   DFND 6 32,042 0 2,732
SOLAREDGE TECHNOLOGIES INC COM 83417M104 14,246 649,600 SH   DFND 1,5 100,200 0 549,400
SOLARWINDS INC COM 83416B109 130,782 2,552,337 SH   DFND 1,5 7,000 0 2,545,337
SOLARWINDS INC COM 83416B109 21,434 418,301 SH   DFND 6 246,700 0 171,601
SOLARWINDS INC COM 83416B109 75,941 1,482,062 SH   DFND 7 1,482,062 0 0
SOLERA HOLDINGS INC COM 83421A104 128,615 2,489,645 SH   DFND 1,5 17,731 0 2,471,914
SOLERA HOLDINGS INC COM 83421A104 243 4,696 SH   DFND 6 0 0 4,696
SONIC AUTOMOTIVE INC CL A 83545G102 26,016 1,044,800 SH   DFND 1,5 45,600 0 999,200
SONIC CORP COM 835451105 26,912 848,968 SH   DFND 1,5 6,400 0 842,568
SONIC CORP COM 835451105 495 15,600 SH   DFND 6 15,600 0 0
SONOCO PRODS CO COM 835495102 49,646 1,092,079 SH   DFND 1,5 16,667 0 1,075,412
SONOCO PRODS CO COM 835495102 697 15,339 SH   DFND 3 15,339 0 0
SONOCO PRODS CO COM 835495102 640 14,068 SH   DFND 6 0 0 14,068
SONUS NETWORKS INC COM NEW 835916503 5,534 702,300 SH   DFND 1,5 0 0 702,300
SONUS NETWORKS INC COM NEW 835916503 479 60,820 SH   DFND 1,9 0 0 60,820
SONY CORP ADR NEW 835699307 31,742 1,185,300 SH   DFND 1,5 1,400 0 1,183,900
SONY CORP ADR NEW 835699307 860 32,100 SH   DFND 6 32,100 0 0
SONY CORP ADR NEW 835699307 14,025 523,700 SH   DFND 11 523,700 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 475 41,130 SH   DFND 1,5 0 0 41,130
SOTHEBYS COM 835898107 2,252 53,300 SH   DFND 1,5 9,132 0 44,168
SOUFUN HLDGS LTD ADR 836034108 19,990 3,331,696 SH   DFND 1,5 186,996 0 3,144,700
SOUFUN HLDGS LTD ADR 836034108 23,518 3,919,600 SH   DFND 1,9 0 0 3,919,600
SOUTH JERSEY INDS INC COM 838518108 20,505 377,758 SH   DFND 6 377,758 0 0
SOUTH JERSEY INDS INC COM 838518108 9,497 174,960 SH   DFND 7 149,760 0 25,200
SOUTHERN CO COM 842587107 335,108 7,567,932 SH   DFND 1,5 831,852 0 6,736,080
SOUTHERN CO COM 842587107 13,646 308,174 SH   DFND 2 308,174 0 0
SOUTHERN CO COM 842587107 6,138 138,627 SH   DFND 3 138,627 0 0
SOUTHERN CO COM 842587107 11,889 268,494 SH   DFND 6 145,805 0 122,689
SOUTHERN COPPER CORP COM 84265V105 293 10,027 SH   DFND 6 0 0 10,027
SOUTHWEST AIRLS CO COM 844741108 1,601,978 36,162,031 SH   DFND 1,5 2,363,392 0 33,798,639
SOUTHWEST AIRLS CO COM 844741108 10,143 228,958 SH   DFND 2 228,958 0 0
SOUTHWEST AIRLS CO COM 844741108 3,677 83,010 SH   DFND 3 83,010 0 0
SOUTHWEST AIRLS CO COM 844741108 4,126 93,147 SH   DFND 6 39,207 0 53,940
SOUTHWEST AIRLS CO COM 844741108 6,479 146,248 SH   DFND 7 146,248 0 0
SOUTHWEST GAS CORP COM 844895102 44,864 771,256 SH   DFND 1,5 0 0 771,256
SOUTHWEST GAS CORP COM 844895102 5,131 88,200 SH   DFND 6 88,200 0 0
SOUTHWEST GAS CORP COM 844895102 2,964 50,950 SH   DFND 7 28,850 0 22,100
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 128,056 2,541,300 SH   DFND 1,5 925,500 0 1,615,800
SOUTHWESTERN ENERGY CO COM 845467109 51,561 2,223,400 SH   DFND 1,5 168,300 0 2,055,100
SOUTHWESTERN ENERGY CO COM 845467109 3,020 130,222 SH   DFND 2 130,222 0 0
SOUTHWESTERN ENERGY CO COM 845467109 412 17,771 SH   DFND 3 17,771 0 0
SOUTHWESTERN ENERGY CO COM 845467109 611 26,329 SH   DFND 6 161 0 26,168
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 3,386 67,200 SH   DFND 6 0 0 67,200
SPAN AMER MED SYS INC COM 846396109 5,589 289,000 SH   DFND 1,5 13,300 0 275,700
SPARK THERAPEUTICS INC COM 84652J103 121,789 1,571,477 SH   DFND 1,5 18,200 0 1,553,277
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,215 12,474 SH   DFND 3 12,474 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,626 40,700 SH   DFND 11 40,700 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 66,205 1,528,271 SH   DFND 3 1,528,271 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 41,129 485,927 SH   DFND 3 485,927 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,513,250 7,330,572 SH   DFND 3 7,330,572 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 16,822 81,488 SH   DFND 6 45,611 0 35,877
SPDR S&P 500 ETF TR TR UNIT 78462F103 18,875 91,435 SH   DFND 7 91,435 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,403 12,273 SH   DFND 3 12,273 0 0
SPDR SERIES TRUST S&P TELECOM 78464A540 345 5,900 SH   DFND 1,5 1,600 0 4,300
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 6,661 125,400 SH   DFND 1,5 10,900 0 114,500
SPDR SERIES TRUST S&P DIVID ETF 78464A763 2,609 33,369 SH   DFND 3 33,369 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 446 4,718 SH   DFND 3 4,718 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 484 11,860 SH   DFND 3 11,860 0 0
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 404 16,667 SH   DFND 3 16,667 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 250 10,289 SH   DFND 3 10,289 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 205 1,637 SH   DFND 3 1,637 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 103,664 2,170,510 SH   DFND 3 2,170,510 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,807 71,569 SH   DFND 3 71,569 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,700 43,353 SH   DFND 6 0 0 43,353
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 7,045 179,631 SH   DFND 7 179,631 0 0
SPECTRA ENERGY CORP COM 847560109 8,221 227,297 SH   DFND 2 227,297 0 0
SPECTRA ENERGY CORP COM 847560109 3,630 100,358 SH   DFND 3 100,358 0 0
SPECTRA ENERGY CORP COM 847560109 3,339 92,302 SH   DFND 6 0 0 92,302
SPECTRANETICS CORP COM 84760C107 9,733 280,000 SH   DFND 1,5 0 0 280,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 8,759 97,800 SH   DFND 1,5 0 0 97,800
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 9,144 10,000,000 PRN   DFND 1,5 0 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 25,750 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 17,720 339,400 SH   DFND 1,5 0 0 339,400
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 464 8,891 SH   DFND 6 0 0 8,891
SPIRIT AIRLS INC COM 848577102 625,409 8,084,400 SH   DFND 1,5 415,017 0 7,669,383
SPIRIT AIRLS INC COM 848577102 1,778 22,988 SH   DFND 6 22,988 0 0
SPIRIT AIRLS INC COM 848577102 217,304 2,808,999 SH   DFND 11 2,808,999 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,998 3,000,000 PRN   DFND 1,5 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 135,864 11,247,054 SH   DFND 1,5 8,978,554 0 2,268,500
SPIRIT RLTY CAP INC NEW COM 84860W102 668 55,286 SH   DFND 6 0 0 55,286
SPLUNK INC COM 848637104 133,940 2,262,500 SH   DFND 1,5 343,700 0 1,918,800
SPLUNK INC COM 848637104 5,956 100,610 SH   DFND 1,9 0 0 100,610
SPLUNK INC COM 848637104 4,053 68,461 SH   DFND 3 68,461 0 0
SPLUNK INC COM 848637104 655 11,058 SH   DFND 6 2,900 0 8,158
SPOK HLDGS INC COM 84863T106 286 14,900 SH   DFND 1,5 0 0 14,900
SPRINGLEAF HLDGS INC COM 85172J101 409,256 7,905,271 SH   DFND 1,5 80,700 0 7,824,571
SPRINGLEAF HLDGS INC COM 85172J101 5,250 101,404 SH   DFND 6 101,404 0 0
SPRINGLEAF HLDGS INC COM 85172J101 818 15,800 SH   DFND 7 15,800 0 0
SPRINT CORP COM SER 1 85207U105 10,488 2,212,667 SH   DFND 1,5 70 0 2,212,597
SPRINT CORP COM SER 1 85207U105 475 100,273 SH   DFND 6 0 0 100,273
SPROUTS FMRS MKT INC COM 85208M102 501,905 14,246,509 SH   DFND 1,5 418,037 0 13,828,472
SPROUTS FMRS MKT INC COM 85208M102 10,035 284,856 SH   DFND 6 278,200 0 6,656
SPROUTS FMRS MKT INC COM 85208M102 1,314 37,300 SH   DFND 7 32,100 0 5,200
SPX CORP COM 784635104 1,904 22,424 SH   DFND 1,5 4,548 0 17,876
SPX CORP COM 784635104 480 5,657 SH   DFND 6 0 0 5,657
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 556,377 8,930,608 SH   DFND 1,5 48,155 0 8,882,453
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 14,032 225,236 SH   DFND 6 225,236 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,199 147,650 SH   DFND 11 147,650 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 493 10,000 SH   DFND 1,5 10,000 0 0
ST JOE CO COM 790148100 48,572 2,617,051 SH   DFND 1,5 365,616 0 2,251,435
ST JUDE MED INC COM 790849103 492,818 7,535,444 SH   DFND 1,5 287,244 0 7,248,200
ST JUDE MED INC COM 790849103 6,231 95,270 SH   DFND 2 95,270 0 0
ST JUDE MED INC COM 790849103 624 9,546 SH   DFND 3 9,546 0 0
ST JUDE MED INC COM 790849103 3,859 59,011 SH   DFND 6 32,530 0 26,481
STAG INDL INC COM 85254J102 2,315 98,410 SH   DFND 6 98,410 0 0
STAG INDL INC COM 85254J102 1,353 57,510 SH   DFND 7 8,510 0 49,000
STAMPS COM INC COM NEW 852857200 145,623 2,164,109 SH   DFND 1,5 19,300 0 2,144,809
STANCORP FINL GROUP INC COM 852891100 131,577 1,918,026 SH   DFND 1,5 0 0 1,918,026
STANCORP FINL GROUP INC COM 852891100 1,799 26,224 SH   DFND 3 26,224 0 0
STANCORP FINL GROUP INC COM 852891100 26,260 382,794 SH   DFND 6 376,762 0 6,032
STANCORP FINL GROUP INC COM 852891100 6,005 87,540 SH   DFND 7 84,240 0 3,300
STANDARD MTR PRODS INC COM 853666105 49,830 1,179,137 SH   DFND 1,5 0 0 1,179,137
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 9,618 7,800,000 PRN   DFND 1,5 0 0 0
STANDARD PAC CORP NEW COM 85375C101 54,336 6,037,300 SH   DFND 1,5 0 0 6,037,300
STANDARD PAC CORP NEW COM 85375C101 141 15,700 SH   DFND 7 15,700 0 0
STANDEX INTL CORP COM 854231107 43,496 529,600 SH   DFND 1,5 0 0 529,600
STANLEY BLACK & DECKER INC COM 854502101 138,737 1,454,874 SH   DFND 1,5 63,607 0 1,391,267
STANLEY BLACK & DECKER INC COM 854502101 5,084 53,313 SH   DFND 2 53,313 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,267 13,290 SH   DFND 3 13,290 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,277 34,368 SH   DFND 6 14,043 0 20,325
STANLEY FURNITURE CO INC COM NEW 854305208 3,192 1,013,200 SH   DFND 1,5 43,200 0 970,000
STANTEC INC COM 85472N109 160,240 6,695,868 SH   DFND 1,5 187,188 0 6,508,680
STANTEC INC COM 85472N109 848 35,453 SH   DFND 6 20,153 0 15,300
STANTEC INC COM 85472N109 249 10,400 SH   DFND 7 10,400 0 0
STANTEC INC COM 85472N109 62,016 2,591,430 SH   DFND 11 2,591,430 0 0
STAPLES INC COM 855030102 543,384 33,367,166 SH   DFND 1,5 1,051,700 0 32,315,466
STAPLES INC COM 855030102 3,533 216,932 SH   DFND 2 216,932 0 0
STAPLES INC COM 855030102 1,041 63,914 SH   DFND 3 63,914 0 0
STAPLES INC COM 855030102 1,449 88,994 SH   DFND 6 0 0 88,994
STARBUCKS CORP COM 855244109 5,013,191 52,937,601 SH   DFND 1,5 2,047,194 0 50,890,407
STARBUCKS CORP COM 855244109 24,050 253,956 SH   DFND 2 253,956 0 0
STARBUCKS CORP COM 855244109 16,294 172,054 SH   DFND 3 172,054 0 0
STARBUCKS CORP COM 855244109 33,958 358,584 SH   DFND 6 281,045 0 77,539
STARBUCKS CORP COM 855244109 41,099 433,990 SH   DFND 7 349,490 0 84,500
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 247,710 2,966,590 SH   DFND 1,5 414,300 0 2,552,290
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,856 58,152 SH   DFND 2 58,152 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,389 16,640 SH   DFND 3 16,640 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,593 19,082 SH   DFND 6 0 0 19,082
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 4,170 4,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC COM 85571B105 748 30,777 SH   DFND 6 0 0 30,777
STARZ COM SER A 85571Q102 170,857 4,965,344 SH   DFND 1,5 94,258 0 4,871,086
STARZ COM SER A 85571Q102 22,090 641,972 SH   DFND 6 635,351 0 6,621
STARZ COM SER A 85571Q102 6,259 181,890 SH   DFND 7 129,890 0 52,000
STATE STR CORP COM 857477103 871,694 11,854,946 SH   DFND 1,5 191,553 0 11,663,393
STATE STR CORP COM 857477103 10,268 139,639 SH   DFND 2 139,639 0 0
STATE STR CORP COM 857477103 4,751 64,609 SH   DFND 3 64,609 0 0
STATE STR CORP COM 857477103 17,254 234,659 SH   DFND 6 175,420 0 59,239
STATE STR CORP COM 857477103 54,171 736,725 SH   DFND 7 736,725 0 0
STATOIL ASA SPONSORED ADR 85771P102 11,755 668,300 SH   DFND 1,5 15,500 0 652,800
STEALTHGAS INC SHS Y81669106 22,138 3,379,789 SH   DFND 1,5 1,400 0 3,378,389
STEEL DYNAMICS INC COM 858119100 134,518 6,692,417 SH   DFND 1,5 336 0 6,692,081
STEEL DYNAMICS INC COM 858119100 668 33,215 SH   DFND 6 188 0 33,027
STEINER LEISURE LTD ORD P8744Y102 78,809 1,662,644 SH   DFND 1,5 65,500 0 1,597,144
STEINER LEISURE LTD ORD P8744Y102 4,355 91,883 SH   DFND 6 91,883 0 0
STEINER LEISURE LTD ORD P8744Y102 11,039 232,900 SH   DFND 11 232,900 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 28,446 1,965,892 SH   DFND 1,5 0 0 1,965,892
STERICYCLE INC COM 858912108 467,996 3,332,593 SH   DFND 1,5 199,263 0 3,133,330
STERICYCLE INC COM 858912108 4,040 28,769 SH   DFND 2 28,769 0 0
STERICYCLE INC COM 858912108 1,638 11,664 SH   DFND 3 11,664 0 0
STERICYCLE INC COM 858912108 962 6,851 SH   DFND 6 1,111 0 5,740
STERICYCLE INC COM 858912108 5,431 38,675 SH   DFND 7 38,675 0 0
STERIS CORP COM 859152100 321,685 4,577,843 SH   DFND 1,5 841 0 4,577,002
STERIS CORP COM 859152100 9,416 134,000 SH   DFND 6 134,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 8,616 1,906,200 SH   DFND 1,5 82,400 0 1,823,800
STIFEL FINL CORP COM 860630102 20,906 375,000 SH   DFND 1,5 0 0 375,000
STOCK YDS BANCORP INC COM 861025104 2,871 83,400 SH   DFND 1,5 8,500 0 74,900
STONE ENERGY CORP COM 861642106 123,695 8,426,103 SH   DFND 1,5 112,098 0 8,314,005
STONEGATE MTG CORP COM 86181Q300 298 27,545 SH   DFND 6 27,545 0 0
STONEGATE MTG CORP COM 86181Q300 789 72,955 SH   DFND 7 71,546 0 1,409
STONERIDGE INC COM 86183P102 1,740 154,140 SH   DFND 1,5 0 0 154,140
STORE CAP CORP COM 862121100 84,131 3,603,061 SH   DFND 1,5 1,490,612 0 2,112,449
STORE CAP CORP COM 862121100 12,199 522,448 SH   DFND 6 522,448 0 0
STORE CAP CORP COM 862121100 7,010 300,200 SH   DFND 7 24,700 0 275,500
STRATASYS LTD SHS M85548101 24,844 470,700 SH   DFND 1,5 75,607 0 395,093
STRATASYS LTD SHS M85548101 263 4,981 SH   DFND 6 0 0 4,981
STRATTEC SEC CORP COM 863111100 16,680 225,900 SH   DFND 1,5 57,500 0 168,400
STRYKER CORP COM 863667101 267,551 2,900,278 SH   DFND 1,5 153,362 0 2,746,916
STRYKER CORP COM 863667101 9,349 101,343 SH   DFND 2 101,343 0 0
STRYKER CORP COM 863667101 4,849 52,560 SH   DFND 3 52,560 0 0
STRYKER CORP COM 863667101 2,989 32,399 SH   DFND 6 0 0 32,399
SUN CMNTYS INC COM 866674104 421,545 6,318,120 SH   DFND 1,5 1,722,116 0 4,596,004
SUN CMNTYS INC COM 866674104 20,495 307,176 SH   DFND 6 307,176 0 0
SUN CMNTYS INC COM 866674104 8,513 127,600 SH   DFND 7 14,500 0 113,100
SUN HYDRAULICS CORP COM 866942105 4,880 118,000 SH   DFND 1,5 600 0 117,400
SUN LIFE FINL INC COM 866796105 49,725 1,613,620 SH   DFND 1,5 0 0 1,613,620
SUN LIFE FINL INC COM 866796105 21,087 684,296 SH   DFND 6 362,096 0 322,200
SUN LIFE FINL INC COM 866796105 8,792 285,310 SH   DFND 7 197,910 0 87,400
SUN LIFE FINL INC COM 866796105 140,149 4,547,940 SH   DFND 11 4,547,940 0 0
SUNCOKE ENERGY INC COM 86722A103 32,678 2,187,260 SH   DFND 1,5 0 0 2,187,260
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 25,857 1,214,504 SH   DFND 1,5 0 0 1,214,504
SUNCOR ENERGY INC NEW COM 867224107 1,340,177 45,863,325 SH   DFND 1,5 666,141 0 45,197,184
SUNCOR ENERGY INC NEW COM 867224107 21,393 732,100 SH   DFND 1,10 6,000 0 726,100
SUNCOR ENERGY INC NEW COM 867224107 62,178 2,127,858 SH   DFND 6 1,003,710 0 1,124,148
SUNCOR ENERGY INC NEW COM 867224107 44,244 1,514,120 SH   DFND 7 1,351,715 0 162,405
SUNCOR ENERGY INC NEW COM 867224107 759,942 26,006,613 SH   DFND 11 22,340,381 0 3,666,232
SUNEDISON INC COM 86732Y109 736 30,676 SH   DFND 6 0 0 30,676
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 757 29,300 SH   DFND 1,9 0 0 29,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 12,455 5,083,834 SH   DFND 1,5 0 0 5,083,834
SUNOPTA INC COM 8676EP108 13,721 1,291,950 SH   DFND 1,5 250 0 1,291,700
SUNOPTA INC COM 8676EP108 13,495 1,270,761 SH   DFND 6 1,270,761 0 0
SUNOPTA INC COM 8676EP108 1,540 145,050 SH   DFND 7 124,450 0 20,600
SUNSTONE HOTEL INVS INC NEW COM 867892101 26,425 1,585,174 SH   DFND 1,5 75,076 0 1,510,098
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 9,784 374,862 SH   DFND 1,5 0 0 374,862
SUNSTONE HOTEL INVS INC NEW COM 867892101 9,246 554,654 SH   DFND 6 554,654 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,175 250,425 SH   DFND 7 26,222 0 224,203
SUNTRUST BKS INC COM 867914103 1,246,793 30,342,970 SH   DFND 1,5 683,571 0 29,659,399
SUNTRUST BKS INC COM 867914103 7,300 177,661 SH   DFND 2 177,661 0 0
SUNTRUST BKS INC COM 867914103 2,571 62,558 SH   DFND 3 62,558 0 0
SUNTRUST BKS INC COM 867914103 13,014 316,713 SH   DFND 6 243,372 0 73,341
SUPER MICRO COMPUTER INC COM 86800U104 127,111 3,827,480 SH   DFND 1,5 42,500 0 3,784,980
SUPERIOR DRILLING PRODS INC COM 868153107 7,916 2,570,019 SH   DFND 1,5 0 0 2,570,019
SUPERIOR ENERGY SVCS INC COM 868157108 114,840 5,140,560 SH   DFND 1,5 160 0 5,140,400
SUPERIOR ENERGY SVCS INC COM 868157108 461 20,620 SH   DFND 6 0 0 20,620
SUPREME INDS INC CL A 868607102 8,466 1,081,200 SH   DFND 1,5 0 0 1,081,200
SURGICAL CARE AFFILIATES INC COM 86881L106 151,924 4,425,387 SH   DFND 1,5 866 0 4,424,521
SURGICAL CARE AFFILIATES INC COM 86881L106 7,838 228,320 SH   DFND 6 228,320 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1,485 43,250 SH   DFND 7 37,550 0 5,700
SUSQUEHANNA BANCSHARES INC P COM 869099101 5,858 427,300 SH   DFND 1,5 0 0 427,300
SVB FINL GROUP COM 78486Q101 4,014 31,600 SH   DFND 1,5 0 0 31,600
SVB FINL GROUP COM 78486Q101 864 6,802 SH   DFND 6 0 0 6,802
SWIFT ENERGY CO COM 870738101 12,936 5,988,700 SH   DFND 1,5 303,600 0 5,685,100
SWIFT TRANSN CO CL A 87074U101 92,328 3,548,331 SH   DFND 1,5 28,400 0 3,519,931
SWIFT TRANSN CO CL A 87074U101 1,660 63,800 SH   DFND 6 63,800 0 0
SYKES ENTERPRISES INC COM 871237103 924 37,200 SH   DFND 1,5 0 0 37,200
SYMANTEC CORP COM 871503108 422,494 18,082,347 SH   DFND 1,5 296,783 0 17,785,564
SYMANTEC CORP COM 871503108 5,400 231,121 SH   DFND 2 231,121 0 0
SYMANTEC CORP COM 871503108 1,018 43,589 SH   DFND 3 43,589 0 0
SYMANTEC CORP COM 871503108 2,225 95,216 SH   DFND 6 0 0 95,216
SYMANTEC CORP COM 871503108 22,963 982,800 SH   DFND 11 982,800 0 0
SYMMETRY SURGICAL INC COM 87159G100 568 77,500 SH   DFND 11 77,500 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 488,041 5,004,009 SH   DFND 1,5 142,850 0 4,861,159
SYNAGEVA BIOPHARMA CORP COM 87159A103 34,807 356,886 SH   DFND 6 356,886 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 7,398 75,856 SH   DFND 7 72,156 0 3,700
SYNAGEVA BIOPHARMA CORP COM 87159A103 10,435 106,990 SH   DFND 11 106,990 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 13,679 11,850,000 PRN   DFND 1,5 0 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 263,614 5,554,445 SH   DFND 1,5 0 0 5,554,445
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 30,352 639,529 SH   DFND 6 639,529 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,401 50,600 SH   DFND 7 43,600 0 7,000
SYNCHRONY FINL COM 87165B103 124,235 4,093,400 SH   DFND 1,5 260,300 0 3,833,100
SYNCHRONY FINL COM 87165B103 514 16,945 SH   DFND 6 6,000 0 10,945
SYNERGY RES CORP COM 87164P103 20,830 1,757,800 SH   DFND 1,5 0 0 1,757,800
SYNNEX CORP COM 87162W100 457,825 5,926,537 SH   DFND 1,5 155,700 0 5,770,837
SYNOPSYS INC COM 871607107 262,960 5,677,023 SH   DFND 1,5 15,723 0 5,661,300
SYNOPSYS INC COM 871607107 3,369 72,730 SH   DFND 6 51,406 0 21,324
SYNOPSYS INC COM 871607107 4,571 98,690 SH   DFND 7 98,690 0 0
SYNOVUS FINL CORP COM NEW 87161C501 87,657 3,129,506 SH   DFND 1,5 0 0 3,129,506
SYNOVUS FINL CORP COM NEW 87161C501 12,161 434,167 SH   DFND 6 415,039 0 19,128
SYNOVUS FINL CORP COM NEW 87161C501 6,721 239,953 SH   DFND 7 180,325 0 59,628
SYNTA PHARMACEUTICALS CORP COM 87162T206 7,227 3,725,303 SH   DFND 1,5 0 0 3,725,303
SYNTEL INC COM 87162H103 58,460 1,130,100 SH   DFND 1,5 0 0 1,130,100
SYNTEL INC COM 87162H103 207 4,000 SH   DFND 1,9 0 0 4,000
SYNTEL INC COM 87162H103 3,241 62,660 SH   DFND 7 62,660 0 0
SYNTEL INC COM 87162H103 50,558 977,348 SH   DFND 11 977,348 0 0
SYSCO CORP COM 871829107 111,956 2,967,300 SH   DFND 1,5 0 0 2,967,300
SYSCO CORP COM 871829107 7,570 200,626 SH   DFND 2 200,626 0 0
SYSCO CORP COM 871829107 4,598 121,876 SH   DFND 3 121,876 0 0
SYSCO CORP COM 871829107 2,516 66,675 SH   DFND 6 1,570 0 65,105
SYSCO CORP COM 871829107 3,969 105,200 SH   DFND 7 105,200 0 0
T MOBILE US INC CONV PFD SER A 872590203 90,181 1,537,350 SH   DFND 1,5 479,300 0 1,058,050
T MOBILE US INC COM 872590104 295,090 9,311,786 SH   DFND 1,5 262,000 0 9,049,786
T MOBILE US INC CONV PFD SER A 872590203 3,696 63,000 SH   DFND 6 0 0 63,000
T MOBILE US INC COM 872590104 7,700 242,965 SH   DFND 6 173,630 0 69,335
T MOBILE US INC COM 872590104 16,645 525,230 SH   DFND 7 412,930 0 112,300
TABLEAU SOFTWARE INC CL A 87336U105 195,134 2,109,100 SH   DFND 1,5 40,900 0 2,068,200
TABLEAU SOFTWARE INC CL A 87336U105 1,416 15,300 SH   DFND 1,9 0 0 15,300
TABLEAU SOFTWARE INC CL A 87336U105 2,220 23,999 SH   DFND 6 21,500 0 2,499
TABLEAU SOFTWARE INC CL A 87336U105 19,663 212,530 SH   DFND 11 212,530 0 0
TAHOE RES INC COM 873868103 80,456 7,341,640 SH   DFND 1,5 306,747 0 7,034,893
TAHOE RES INC COM 873868103 6,628 604,827 SH   DFND 6 218,662 0 386,165
TAHOE RES INC COM 873868103 4,079 372,200 SH   DFND 7 308,900 0 63,300
TAHOE RES INC COM 873868103 100,353 9,157,250 SH   DFND 11 8,842,950 0 314,300
TAHOE RES INC COM 873868103 294 26,800 SH   DFND   26,800 0 0
TAITRON COMPONENTS INC CL A 874028103 195 195,300 SH   DFND 1,5 8,300 0 187,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 768,089 32,712,472 SH   DFND 1,5 1,889,390 0 30,823,082
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 462 19,672 SH   DFND 3 19,672 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,870 250,000 SH   DFND 11 250,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,405 1,000,000 PRN   DFND 1,5 0 0 0
TALISMAN ENERGY INC COM 87425E103 543,784 70,930,000 SH   DFND 11 70,930,000 0 0
TALMER BANCORP INC COM 87482X101 974 63,600 SH   DFND 6 63,600 0 0
TANDEM DIABETES CARE INC COM 875372104 8,203 650,000 SH   DFND 1,5 0 0 650,000
TANGER FACTORY OUTLET CTRS I COM 875465106 156,244 4,442,530 SH   DFND 1,5 2,800,230 0 1,642,300
TANGER FACTORY OUTLET CTRS I COM 875465106 316 8,990 SH   DFND 6 0 0 8,990
TANGER FACTORY OUTLET CTRS I COM 875465106 8,159 232,000 SH   DFND 11 232,000 0 0
TANGOE INC COM 87582Y108 28,315 2,051,800 SH   DFND 1,5 0 0 2,051,800
TARGA RES CORP COM 87612G101 57,302 598,200 SH   DFND 1,5 0 0 598,200
TARGA RES CORP COM 87612G101 323 3,376 SH   DFND 6 0 0 3,376
TARGACEPT INC COM 87611R306 1,540 518,606 SH   DFND 1,5 0 0 518,606
TARGET CORP COM 87612E106 2,024,485 24,667,778 SH   DFND 1,5 868,772 0 23,799,006
TARGET CORP COM 87612E106 17,706 215,739 SH   DFND 2 215,739 0 0
TARGET CORP COM 87612E106 10,613 129,314 SH   DFND 3 129,314 0 0
TARGET CORP COM 87612E106 40,331 491,423 SH   DFND 6 408,696 0 82,727
TARGET CORP COM 87612E106 42,661 519,810 SH   DFND 7 519,810 0 0
TATA MTRS LTD SPONSORED ADR 876568502 84,390 1,872,833 SH   DFND 1,5 84,226 0 1,788,607
TATA MTRS LTD SPONSORED ADR 876568502 590 13,100 SH   DFND 6 13,100 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,298 73,201 SH   DFND   73,201 0 0
TAUBMAN CTRS INC COM 876664103 176,395 2,286,984 SH   DFND 1,5 460,662 0 1,826,322
TAUBMAN CTRS INC COM 876664103 31,365 406,649 SH   DFND 6 401,900 0 4,749
TAUBMAN CTRS INC COM 876664103 12,950 167,900 SH   DFND 7 19,000 0 148,900
TAYLOR MORRISON HOME CORP CL A 87724P106 101,953 4,889,816 SH   DFND 1,5 20,200 0 4,869,616
TAYLOR MORRISON HOME CORP CL A 87724P106 1,473 70,654 SH   DFND 6 66,200 0 4,454
TC PIPELINES LP UT COM LTD PRT 87233Q108 16,431 252,200 SH   DFND 1,5 0 0 252,200
TCF FINL CORP COM 872275102 233,145 14,831,095 SH   DFND 1,5 33,695 0 14,797,400
TCF FINL CORP COM 872275102 31,375 1,995,858 SH   DFND 6 1,972,858 0 23,000
TCF FINL CORP COM 872275102 1,821 115,810 SH   DFND 7 99,610 0 16,200
TCP INTL HLDGS LTD COM H84689100 527 286,546 SH   DFND 1,5 0 0 286,546
TCP INTL HLDGS LTD COM H84689100 22 11,789 SH   DFND 6 11,789 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 27,901 748,826 SH   DFND 1,5 650 0 748,176
TD AMERITRADE HLDG CORP COM 87236Y108 790 21,198 SH   DFND 6 0 0 21,198
TE CONNECTIVITY LTD REG SHS H84989104 919,918 12,844,430 SH   DFND 1,5 442,821 0 12,401,609
TE CONNECTIVITY LTD REG SHS H84989104 54,882 766,300 SH   DFND 1,9 0 0 766,300
TE CONNECTIVITY LTD REG SHS H84989104 9,854 137,586 SH   DFND 2 137,586 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,766 94,477 SH   DFND 3 94,477 0 0
TE CONNECTIVITY LTD REG SHS H84989104 14,595 203,788 SH   DFND 6 154,788 0 49,000
TE CONNECTIVITY LTD REG SHS H84989104 18,492 258,200 SH   DFND 7 105,000 0 153,200
TEAM HEALTH HOLDINGS INC COM 87817A107 156,761 2,679,221 SH   DFND 1,5 941 0 2,678,280
TEAM HEALTH HOLDINGS INC COM 87817A107 36,820 629,290 SH   DFND 6 629,290 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 2,820 48,200 SH   DFND 7 41,500 0 6,700
TEAM HEALTH HOLDINGS INC COM 87817A107 90,878 1,553,200 SH   DFND 11 1,553,200 0 0
TEAM INC COM 878155100 20,406 523,503 SH   DFND 6 523,503 0 0
TEAM INC COM 878155100 6,894 176,850 SH   DFND 7 138,450 0 38,400
TECH DATA CORP COM 878237106 316,775 5,483,383 SH   DFND 1,5 153 0 5,483,230
TECH DATA CORP COM 878237106 303 5,253 SH   DFND 6 0 0 5,253
TECK RESOURCES LTD CL B 878742204 3,483 253,800 SH   DFND 1,5 0 0 253,800
TECO ENERGY INC COM 872375100 26,413 1,361,482 SH   DFND 1,5 0 0 1,361,482
TECO ENERGY INC COM 872375100 1,548 79,773 SH   DFND 2 79,773 0 0
TECO ENERGY INC COM 872375100 574 29,601 SH   DFND 3 29,601 0 0
TECO ENERGY INC COM 872375100 623 32,102 SH   DFND 6 0 0 32,102
TEEKAY CORPORATION COM Y8564W103 235 5,055 SH   DFND 6 0 0 5,055
TEEKAY TANKERS LTD CL A Y8565N102 3,414 594,724 SH   DFND 1,5 3,679 0 591,045
TEJON RANCH CO COM 879080109 4,150 156,900 SH   DFND 1,5 7,000 0 149,900
TEKMIRA PHARMACEUTICALS CORP COM NEW 87911B209 203 11,600 SH   DFND 7 11,600 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 13,028 573,682 SH   DFND 1,5 16,806 0 556,876
TELEDYNE TECHNOLOGIES INC COM 879360105 259,421 2,430,631 SH   DFND 1,5 31,036 0 2,399,595
TELEDYNE TECHNOLOGIES INC COM 879360105 11,598 108,670 SH   DFND 6 108,670 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,388 22,370 SH   DFND 7 19,370 0 3,000
TELEFLEX INC COM 879369106 58,433 483,600 SH   DFND 1,5 0 0 483,600
TELEFLEX INC COM 879369106 15,368 127,189 SH   DFND 6 121,490 0 5,699
TELEFLEX INC COM 879369106 1,497 12,390 SH   DFND 7 10,690 0 1,700
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,381 155,700 SH   DFND 1,5 0 0 155,700
TELEFONICA S A SPONSORED ADR 879382208 268 18,648 SH   DFND 1,5 0 0 18,648
TELEPHONE & DATA SYS INC COM NEW 879433829 73,392 2,947,462 SH   DFND 1,5 0 0 2,947,462
TELEPHONE & DATA SYS INC COM NEW 879433829 295 11,854 SH   DFND 6 0 0 11,854
TELUS CORP COM 87971M103 20,632 621,130 SH   DFND 1,5 0 0 621,130
TELUS CORP COM 87971M103 12,900 388,359 SH   DFND 6 2,497 0 385,862
TELUS CORP COM 87971M103 248 7,468 SH   DFND 7 7,468 0 0
TELUS CORP COM 87971M103 459,449 13,832,076 SH   DFND 11 11,940,976 0 1,891,100
TEMPUR SEALY INTL INC COM 88023U101 19,880 344,300 SH   DFND 1,5 53,500 0 290,800
TEMPUR SEALY INTL INC COM 88023U101 238 4,129 SH   DFND 6 0 0 4,129
TENET HEALTHCARE CORP COM NEW 88033G407 195,027 3,939,134 SH   DFND 1,5 11,350 0 3,927,784
TENET HEALTHCARE CORP COM NEW 88033G407 1,652 33,360 SH   DFND 2 33,360 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 620 12,529 SH   DFND 3 12,529 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 332 6,712 SH   DFND 6 0 0 6,712
TENNECO INC COM 880349105 485,790 8,460,297 SH   DFND 1,5 77,295 0 8,383,002
TENNECO INC COM 880349105 24,624 428,840 SH   DFND 6 428,840 0 0
TENNECO INC COM 880349105 12,534 218,290 SH   DFND 7 211,590 0 6,700
TERADATA CORP DEL COM 88076W103 12,874 291,657 SH   DFND 1,5 0 0 291,657
TERADATA CORP DEL COM 88076W103 2,170 49,162 SH   DFND 2 49,162 0 0
TERADATA CORP DEL COM 88076W103 589 13,348 SH   DFND 3 13,348 0 0
TERADATA CORP DEL COM 88076W103 533 12,083 SH   DFND 6 0 0 12,083
TERADYNE INC COM 880770102 25,693 1,363,000 SH   DFND 1,5 0 0 1,363,000
TERADYNE INC COM 880770102 510 27,079 SH   DFND 6 0 0 27,079
TEREX CORP NEW COM 880779103 33,280 1,251,604 SH   DFND 1,5 53,204 0 1,198,400
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 15,770 9,590,000 PRN   DFND 1,5 0 0 0
TEREX CORP NEW COM 880779103 404 15,179 SH   DFND 6 0 0 15,179
TERRENO RLTY CORP COM 88146M101 132,657 5,818,271 SH   DFND 1,5 1,981,262 0 3,837,009
TERRENO RLTY CORP COM 88146M101 10,417 456,900 SH   DFND 6 456,900 0 0
TERRENO RLTY CORP COM 88146M101 3,563 156,250 SH   DFND 7 21,300 0 134,950
TESARO INC COM 881569107 214,355 3,734,411 SH   DFND 1,5 0 0 3,734,411
TESARO INC COM 881569107 11,451 199,494 SH   DFND 6 199,494 0 0
TESARO INC COM 881569107 2,934 51,110 SH   DFND 7 49,410 0 1,700
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 5,056 3,150,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 1,545,102 8,185,106 SH   DFND 1,5 384,200 0 7,800,906
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 7,713 9,210,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 56,612 299,900 SH   DFND 1,9 0 0 299,900
TESLA MTRS INC COM 88160R101 1,516 8,030 SH   DFND 3 8,030 0 0
TESLA MTRS INC COM 88160R101 9,965 52,787 SH   DFND 6 46,271 0 6,516
TESLA MTRS INC COM 88160R101 43,551 230,709 SH   DFND 11 230,709 0 0
TESORO CORP COM 881609101 630,410 6,905,575 SH   DFND 1,5 112,965 0 6,792,610
TESORO CORP COM 881609101 3,862 42,303 SH   DFND 2 42,303 0 0
TESORO CORP COM 881609101 2,137 23,409 SH   DFND 3 23,409 0 0
TESORO CORP COM 881609101 1,559 17,076 SH   DFND 6 3,148 0 13,928
TESORO CORP COM 881609101 5,563 60,938 SH   DFND 7 60,938 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 1,695 31,500 SH   DFND 1,5 0 0 31,500
TESSCO TECHNOLOGIES INC COM 872386107 12,947 525,000 SH   DFND 1,5 23,500 0 501,500
TETRA TECHNOLOGIES INC DEL COM 88162F105 7,975 1,290,385 SH   DFND 1,5 0 0 1,290,385
TETRAPHASE PHARMACEUTICALS I COM 88165N105 116,898 3,190,434 SH   DFND 1,5 0 0 3,190,434
TETRAPHASE PHARMACEUTICALS I COM 88165N105 359 9,800 SH   DFND 6 9,800 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,134,889 50,319,251 SH   DFND 1,5 988,697 0 49,330,554
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 83,152 1,334,700 SH   DFND 1,10 6,400 0 1,328,300
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,335 37,475 SH   DFND 3 37,475 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 100,787 1,617,769 SH   DFND 6 1,227,500 0 390,269
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 86,415 1,387,074 SH   DFND 7 1,020,061 0 367,013
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 85,936 1,379,391 SH   DFND 11 1,379,391 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 20,676 425,000 SH   DFND 1,5 0 0 425,000
TEXAS INSTRS INC COM 882508104 386,586 6,760,278 SH   DFND 1,5 714,000 0 6,046,278
TEXAS INSTRS INC COM 882508104 20,282 354,665 SH   DFND 2 354,665 0 0
TEXAS INSTRS INC COM 882508104 11,021 192,732 SH   DFND 3 192,732 0 0
TEXAS INSTRS INC COM 882508104 4,201 73,466 SH   DFND 6 0 0 73,466
TEXAS ROADHOUSE INC COM 882681109 158,169 4,341,731 SH   DFND 1,5 31,120 0 4,310,611
TEXAS ROADHOUSE INC COM 882681109 324 8,900 SH   DFND 6 8,900 0 0
TEXTRON INC COM 883203101 678,416 15,303,762 SH   DFND 1,5 149,507 0 15,154,255
TEXTRON INC COM 883203101 4,157 93,764 SH   DFND 2 93,764 0 0
TEXTRON INC COM 883203101 381 8,596 SH   DFND 3 8,596 0 0
TEXTRON INC COM 883203101 8,308 187,421 SH   DFND 6 105,600 0 81,821
TEXTRON INC COM 883203101 10,090 227,600 SH   DFND 7 93,500 0 134,100
TEXTURA CORP COM 883211104 73,198 2,693,089 SH   DFND 1,5 0 0 2,693,089
TEXTURA CORP COM 883211104 30,838 1,134,600 SH   DFND 1,9 0 0 1,134,600
TFS FINL CORP COM 87240R107 51,407 3,501,818 SH   DFND 1,5 0 0 3,501,818
TFS FINL CORP COM 87240R107 6,525 444,471 SH   DFND 6 433,850 0 10,621
TFS FINL CORP COM 87240R107 1,212 82,540 SH   DFND 7 70,740 0 11,800
TG THERAPEUTICS INC COM 88322Q108 47,385 3,061,070 SH   DFND 1,5 70 0 3,061,000
THE ADT CORPORATION COM 00101J106 258,412 6,223,803 SH   DFND 1,5 0 0 6,223,803
THE ADT CORPORATION COM 00101J106 2,407 57,969 SH   DFND 2 57,969 0 0
THE ADT CORPORATION COM 00101J106 745 17,950 SH   DFND 3 17,950 0 0
THE ADT CORPORATION COM 00101J106 5,468 131,696 SH   DFND 6 107,715 0 23,981
THERAPEUTICSMD INC COM 88338N107 132,503 21,901,306 SH   DFND 1,5 37,718 0 21,863,588
THERAPEUTICSMD INC COM 88338N107 751 124,100 SH   DFND 6 124,100 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 426 24,570 SH   DFND 1,5 0 0 24,570
THERAVANCE INC COM 88338T104 274,160 17,440,220 SH   DFND 1,5 0 0 17,440,220
THERAVANCE INC COM 88338T104 965 61,400 SH   DFND 6 61,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,474,705 10,977,411 SH   DFND 1,5 298,181 0 10,679,230
THERMO FISHER SCIENTIFIC INC COM 883556102 18,054 134,390 SH   DFND 2 134,390 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,227 98,459 SH   DFND 3 98,459 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 23,962 178,370 SH   DFND 6 53,130 0 125,240
THERMO FISHER SCIENTIFIC INC COM 883556102 78,810 586,647 SH   DFND 7 586,647 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 94,909 706,480 SH   DFND 11 706,480 0 0
THIRD PT REINS LTD COM G8827U100 7,712 545,000 SH   DFND 1,5 0 0 545,000
THIRD PT REINS LTD COM G8827U100 21,347 1,508,592 SH   DFND 6 1,508,592 0 0
THIRD PT REINS LTD COM G8827U100 1,511 106,750 SH   DFND 7 91,250 0 15,500
THOMSON REUTERS CORP COM 884903105 2,144 52,880 SH   DFND 6 2,544 0 50,336
THOMSON REUTERS CORP COM 884903105 3,613 89,123 SH   DFND 7 89,123 0 0
THOMSON REUTERS CORP COM 884903105 135,126 3,332,900 SH   DFND 11 3,332,900 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 4,318 1,063,654 SH   DFND 1,5 0 0 1,063,654
TIFFANY & CO NEW COM 886547108 89,606 1,018,134 SH   DFND 1,5 0 0 1,018,134
TIFFANY & CO NEW COM 886547108 3,355 38,116 SH   DFND 2 38,116 0 0
TIFFANY & CO NEW COM 886547108 1,410 16,017 SH   DFND 3 16,017 0 0
TIFFANY & CO NEW COM 886547108 1,357 15,421 SH   DFND 6 7,700 0 7,721
TILE SHOP HLDGS INC COM 88677Q109 3,643 300,800 SH   DFND 6 300,800 0 0
TILE SHOP HLDGS INC COM 88677Q109 712 58,800 SH   DFND 7 50,600 0 8,200
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,782 107,500 SH   DFND 1,5 0 0 107,500
TIME INC NEW COM 887228104 6,276 279,667 SH   DFND 1,5 42,807 0 236,860
TIME INC NEW COM 887228104 738 32,903 SH   DFND 3 32,903 0 0
TIME WARNER CABLE INC COM 88732J207 510,698 3,407,378 SH   DFND 1,5 248,887 0 3,158,491
TIME WARNER CABLE INC COM 88732J207 14,260 95,140 SH   DFND 2 95,140 0 0
TIME WARNER CABLE INC COM 88732J207 6,960 46,438 SH   DFND 3 46,438 0 0
TIME WARNER CABLE INC COM 88732J207 2,851 19,025 SH   DFND 6 42 0 18,983
TIME WARNER CABLE INC COM 88732J207 525 3,500 SH   DFND 7 3,500 0 0
TIME WARNER INC COM NEW 887317303 721,275 8,541,863 SH   DFND 1,5 10,259 0 8,531,604
TIME WARNER INC COM NEW 887317303 23,753 281,296 SH   DFND 2 281,296 0 0
TIME WARNER INC COM NEW 887317303 14,158 167,667 SH   DFND 3 167,667 0 0
TIME WARNER INC COM NEW 887317303 34,123 404,114 SH   DFND 6 230,159 0 173,955
TIME WARNER INC COM NEW 887317303 46,481 550,459 SH   DFND 7 441,359 0 109,100
TIMKEN CO COM 887389104 462 10,972 SH   DFND 6 0 0 10,972
TIMKENSTEEL CORP COM 887399103 5,530 208,900 SH   DFND 1,5 750 0 208,150
TIMMINS GOLD CORP COM 88741P103 84 122,600 SH   DFND 1,5 0 0 122,600
TIMMINS GOLD CORP COM 88741P103 92 133,700 SH   DFND   133,700 0 0
TITAN MACHY INC COM 88830R101 42,880 3,211,980 SH   DFND 1,5 50,500 0 3,161,480
TIVO INC COM 888706108 3,893 366,941 SH   DFND 1,5 41 0 366,900
TJX COS INC NEW COM 872540109 3,619,017 51,663,342 SH   DFND 1,5 2,040,490 0 49,622,852
TJX COS INC NEW COM 872540109 16,198 231,229 SH   DFND 2 231,229 0 0
TJX COS INC NEW COM 872540109 13,194 188,358 SH   DFND 3 188,358 0 0
TJX COS INC NEW COM 872540109 34,557 493,315 SH   DFND 6 215,602 0 277,713
TJX COS INC NEW COM 872540109 151,165 2,157,953 SH   DFND 7 2,157,953 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 6,498 575,000 SH   DFND 1,5 0 0 575,000
TOLL BROTHERS INC COM 889478103 155,588 3,954,962 SH   DFND 1,5 134,012 0 3,820,950
TOLL BROTHERS INC COM 889478103 961 24,436 SH   DFND 6 0 0 24,436
TORCHMARK CORP COM 891027104 177,943 3,240,034 SH   DFND 1,5 49,150 0 3,190,884
TORCHMARK CORP COM 891027104 2,364 43,051 SH   DFND 2 43,051 0 0
TORCHMARK CORP COM 891027104 1,273 23,176 SH   DFND 3 23,176 0 0
TORCHMARK CORP COM 891027104 995 18,110 SH   DFND 6 0 0 18,110
TORNIER N V SHS N87237108 158,542 6,046,606 SH   DFND 1,5 0 0 6,046,606
TORO CO COM 891092108 16,143 230,216 SH   DFND 1,5 0 0 230,216
TORO CO COM 891092108 259 3,697 SH   DFND 6 0 0 3,697
TORONTO DOMINION BK ONT COM NEW 891160509 136,101 3,179,826 SH   DFND 1,5 236 0 3,179,590
TORONTO DOMINION BK ONT COM NEW 891160509 83,942 1,961,204 SH   DFND 6 672,664 0 1,288,540
TORONTO DOMINION BK ONT COM NEW 891160509 25,022 584,605 SH   DFND 7 411,359 0 173,246
TORONTO DOMINION BK ONT COM NEW 891160509 2,013,478 47,042,441 SH   DFND 11 42,558,741 0 4,483,700
TOTAL S A SPONSORED ADR 89151E109 12,509 251,900 SH   DFND 1,5 0 0 251,900
TOTAL S A SPONSORED ADR 89151E109 1,909 38,449 SH   DFND 3 38,449 0 0
TOTAL SYS SVCS INC COM 891906109 651,105 17,066,985 SH   DFND 1,5 174,311 0 16,892,674
TOTAL SYS SVCS INC COM 891906109 49,641 1,301,200 SH   DFND 1,9 0 0 1,301,200
TOTAL SYS SVCS INC COM 891906109 23,191 607,900 SH   DFND 1,10 0 0 607,900
TOTAL SYS SVCS INC COM 891906109 2,128 55,783 SH   DFND 2 55,783 0 0
TOTAL SYS SVCS INC COM 891906109 860 22,535 SH   DFND 3 22,535 0 0
TOTAL SYS SVCS INC COM 891906109 56,132 1,471,350 SH   DFND 6 1,457,197 0 14,153
TOTAL SYS SVCS INC COM 891906109 39,093 1,024,711 SH   DFND 7 1,024,711 0 0
TOWERS WATSON & CO CL A 891894107 228,965 1,732,156 SH   DFND 1,5 6,208 0 1,725,948
TOWERS WATSON & CO CL A 891894107 1,182 8,940 SH   DFND 6 0 0 8,940
TOWERSTREAM CORP COM 892000100 21,501 9,954,173 SH   DFND 1,5 0 0 9,954,173
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 31,240 223,317 SH   DFND 1,5 0 0 223,317
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 849 6,066 SH   DFND 3 6,066 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 294 2,100 SH   DFND 6 2,100 0 0
TPG SPECIALTY LENDING INC COM 87265K102 82,976 4,821,371 SH   DFND 1,5 136,022 0 4,685,349
TPG SPECIALTY LENDING INC COM 87265K102 510 29,619 SH   DFND 6 29,619 0 0
TRACTOR SUPPLY CO COM 892356106 125,059 1,470,250 SH   DFND 1,5 0 0 1,470,250
TRACTOR SUPPLY CO COM 892356106 3,924 46,129 SH   DFND 2 46,129 0 0
TRACTOR SUPPLY CO COM 892356106 4,948 58,175 SH   DFND 3 58,175 0 0
TRACTOR SUPPLY CO COM 892356106 805 9,465 SH   DFND 6 0 0 9,465
TRANSCANADA CORP COM 89353D107 216,195 5,055,800 SH   DFND 11 5,055,800 0 0
TRANSDIGM GROUP INC COM 893641100 908,815 4,155,154 SH   DFND 1,5 57,102 0 4,098,052
TRANSDIGM GROUP INC COM 893641100 787 3,596 SH   DFND 6 0 0 3,596
TRANSGENOMIC INC COM NEW 89365K305 363 250,000 SH   DFND 1,5 0 0 250,000
TRANSGLOBE ENERGY CORP COM 893662106 890 250,000 SH   DFND 11 250,000 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 39,334 5,758,935 SH   DFND 1,5 698,804 0 5,060,131
TRANSOCEAN LTD REG SHS H8817H100 10,278 700,600 SH   DFND 1,5 2,400 0 698,200
TRANSOCEAN LTD REG SHS H8817H100 1,692 115,347 SH   DFND 2 115,347 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,590 108,365 SH   DFND 3 108,365 0 0
TRAVELERS COMPANIES INC COM 89417E109 717,849 6,638,760 SH   DFND 1,5 185,514 0 6,453,246
TRAVELERS COMPANIES INC COM 89417E109 11,770 108,847 SH   DFND 2 108,847 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,951 101,274 SH   DFND 3 101,274 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,593 144,207 SH   DFND 6 78,400 0 65,807
TRAVELERS COMPANIES INC COM 89417E109 19,462 179,985 SH   DFND 7 112,985 0 67,000
TRAVELPORT WORLDWIDE LTD SHS G9019D104 230,122 13,779,772 SH   DFND 1,5 170,179 0 13,609,593
TRAVELPORT WORLDWIDE LTD SHS G9019D104 6,633 397,200 SH   DFND 1,9 0 0 397,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 34,330 2,055,700 SH   DFND 1,10 16,700 0 2,039,000
TRAVELPORT WORLDWIDE LTD SHS G9019D104 5,139 307,700 SH   DFND 6 226,500 0 81,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 7,542 451,600 SH   DFND 7 182,900 0 268,700
TREEHOUSE FOODS INC COM 89469A104 10,337 121,580 SH   DFND 1,5 0 0 121,580
TRI POINTE HOMES INC COM 87265H109 33,235 2,153,900 SH   DFND 1,5 0 0 2,153,900
TRI POINTE HOMES INC COM 87265H109 893 57,900 SH   DFND 6 57,900 0 0
TRIBUNE MEDIA CO CL A 896047503 8,341 137,170 SH   DFND 1,5 5,000 0 132,170
TRIBUNE PUBG CO COM 896082104 2,278 117,439 SH   DFND 1,5 18,826 0 98,613
TRICO BANCSHARES COM 896095106 9,674 400,901 SH   DFND 1,5 18,417 0 382,484
TRIMAS CORP COM NEW 896215209 138,297 4,491,615 SH   DFND 1,5 55,240 0 4,436,375
TRIMAS CORP COM NEW 896215209 6,221 202,050 SH   DFND 6 202,050 0 0
TRIMAS CORP COM NEW 896215209 1,195 38,800 SH   DFND 7 33,300 0 5,500
TRIMBLE NAVIGATION LTD COM 896239100 461,522 18,314,360 SH   DFND 1,5 223,760 0 18,090,600
TRIMBLE NAVIGATION LTD COM 896239100 106,748 4,236,014 SH   DFND 1,9 0 0 4,236,014
TRIMBLE NAVIGATION LTD COM 896239100 449 17,822 SH   DFND 6 0 0 17,822
TRINET GROUP INC COM 896288107 324 9,200 SH   DFND 1,5 500 0 8,700
TRINITY INDS INC COM 896522109 469 13,209 SH   DFND 6 0 0 13,209
TRINSEO S A SHS L9340P101 21,598 1,090,791 SH   DFND 1,5 760,293 0 330,498
TRINSEO S A SHS L9340P101 2,732 137,955 SH   DFND 6 137,955 0 0
TRIO TECH INTL COM NEW 896712205 779 287,500 SH   DFND 1,5 13,600 0 273,900
TRIPADVISOR INC COM 896945201 574,238 6,904,389 SH   DFND 1,5 383,138 0 6,521,251
TRIPADVISOR INC COM 896945201 3,140 37,759 SH   DFND 2 37,759 0 0
TRIPADVISOR INC COM 896945201 327 3,931 SH   DFND 3 3,931 0 0
TRIPADVISOR INC COM 896945201 633 7,614 SH   DFND 6 0 0 7,614
TRIPLE-S MGMT CORP CL B 896749108 50,639 2,547,234 SH   DFND 1,5 164,900 0 2,382,334
TRIUMPH GROUP INC NEW COM 896818101 70,125 1,174,234 SH   DFND 1,5 10,173 0 1,164,061
TRIUMPH GROUP INC NEW COM 896818101 6,417 107,457 SH   DFND 6 72,160 0 35,297
TRIUMPH GROUP INC NEW COM 896818101 2,705 45,300 SH   DFND 7 27,800 0 17,500
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 21,517 2,051,152 SH   DFND 1,5 0 0 2,051,152
TRONOX LTD SHS CL A Q9235V101 169,345 8,329,828 SH   DFND 1,5 138,236 0 8,191,592
TRONOX LTD SHS CL A Q9235V101 5,589 274,903 SH   DFND 6 274,903 0 0
TRONOX LTD SHS CL A Q9235V101 944 46,430 SH   DFND 7 46,130 0 300
TRUECAR INC COM 89785L107 2,570 144,000 SH   DFND 6 144,000 0 0
TRUECAR INC COM 89785L107 503 28,200 SH   DFND 7 24,300 0 3,900
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 78,459 748,300 SH   DFND 1,5 2,400 0 745,900
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 8,711 83,076 SH   DFND 6 22,140 0 60,936
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 42,880 408,965 SH   DFND 7 408,965 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 454,320 4,333,045 SH   DFND 11 4,333,045 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 13,783 1,685,000 SH   DFND 1,5 44,500 0 1,640,500
TTM TECHNOLOGIES INC COM 87305R109 111,240 12,346,238 SH   DFND 1,5 22,320 0 12,323,918
TUNIU CORP SPONSORED ADS CL 89977P106 10,693 850,000 SH   DFND 1,9 0 0 850,000
TUPPERWARE BRANDS CORP COM 899896104 278,659 4,037,362 SH   DFND 1,5 56,982 0 3,980,380
TUPPERWARE BRANDS CORP COM 899896104 3,662 53,058 SH   DFND 6 49,700 0 3,358
TUPPERWARE BRANDS CORP COM 899896104 3,513 50,900 SH   DFND 7 31,000 0 19,900
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 8,245 632,740 SH   DFND 1,5 19,380 0 613,360
TURQUOISE HILL RES LTD COM 900435108 1,360 436,050 SH   DFND 1,5 0 0 436,050
TUTOR PERINI CORP COM 901109108 23,468 1,005,042 SH   DFND 1,5 30,700 0 974,342
TWENTY FIRST CENTY FOX INC CL A 90130A101 632,158 18,680,805 SH   DFND 1,5 324,338 0 18,356,467
TWENTY FIRST CENTY FOX INC CL A 90130A101 20,957 619,302 SH   DFND 2 619,302 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 7,116 210,290 SH   DFND 3 210,290 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 26,885 794,482 SH   DFND 6 558,430 0 236,052
TWENTY FIRST CENTY FOX INC CL A 90130A101 70,825 2,092,938 SH   DFND 7 1,871,238 0 221,700
TWITTER INC COM 90184L102 1,795,365 35,849,949 SH   DFND 1,5 2,326,920 0 33,523,029
TWITTER INC COM 90184L102 93,299 1,863,000 SH   DFND 1,9 0 0 1,863,000
TWITTER INC COM 90184L102 5,677 113,363 SH   DFND 3 113,363 0 0
TWITTER INC COM 90184L102 14,989 299,300 SH   DFND 6 264,100 0 35,200
TWITTER INC COM 90184L102 6,728 134,346 SH   DFND 7 134,346 0 0
TWITTER INC COM 90184L102 43,089 860,400 SH   DFND 11 860,400 0 0
TWO HBRS INVT CORP COM 90187B101 122,412 11,526,552 SH   DFND 1,5 86,650 0 11,439,902
TWO HBRS INVT CORP COM 90187B101 734 69,080 SH   DFND 6 18,100 0 50,980
TYCO INTL PLC SHS G91442106 78,366 1,819,924 SH   DFND 1,5 2,000 0 1,817,924
TYCO INTL PLC SHS G91442106 6,126 142,269 SH   DFND 2 142,269 0 0
TYCO INTL PLC SHS G91442106 3,211 74,563 SH   DFND 3 74,563 0 0
TYCO INTL PLC SHS G91442106 1,370 31,821 SH   DFND 6 0 0 31,821
TYSON FOODS INC CL A 902494103 70,614 1,843,714 SH   DFND 1,5 236,314 0 1,607,400
TYSON FOODS INC UNIT 99/99/9999 902494301 38,784 800,000 SH   DFND 1,5 0 0 800,000
TYSON FOODS INC CL A 902494103 3,790 98,959 SH   DFND 2 98,959 0 0
TYSON FOODS INC CL A 902494103 2,606 68,051 SH   DFND 3 68,051 0 0
TYSON FOODS INC CL A 902494103 1,483 38,724 SH   DFND 6 0 0 38,724
U M H PROPERTIES INC CV RED PFD-A 903002202 18,417 710,000 SH   DFND 1,5 0 0 710,000
U S PHYSICAL THERAPY INC COM 90337L108 16,851 354,751 SH   DFND 1,5 10,851 0 343,900
U S PHYSICAL THERAPY INC COM 90337L108 7,500 157,894 SH   DFND 6 157,894 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,472 30,980 SH   DFND 7 26,680 0 4,300
UBIQUITI NETWORKS INC COM 90347A100 296 10,000 SH   DFND 1,5 10,000 0 0
UBS GROUP AG SHS H42097107 726,103 38,612,541 SH   DFND 1,5 1,084,097 0 37,528,444
UBS GROUP AG SHS H42097107 176,622 9,369,052 SH   DFND 1,10 60,010 0 9,309,042
UBS GROUP AG SHS H42097107 841 44,633 SH   DFND 2 0 0 44,633
UBS GROUP AG SHS H42097107 75,848 4,023,408 SH   DFND 6 2,172,867 0 1,850,541
UBS GROUP AG SHS H42097107 50,178 2,661,743 SH   DFND 7 1,630,395 0 1,031,348
UDR INC COM 902653104 536,887 15,776,861 SH   DFND 1,5 6,954,620 0 8,822,241
UDR INC COM 902653104 42,727 1,255,568 SH   DFND 6 1,220,800 0 34,768
UDR INC COM 902653104 19,632 576,900 SH   DFND 7 116,700 0 460,200
UFP TECHNOLOGIES INC COM 902673102 2,278 100,000 SH   DFND 1,5 100,000 0 0
UGI CORP NEW COM 902681105 775 23,788 SH   DFND 6 0 0 23,788
UIL HLDG CORP COM 902748102 169,718 3,300,629 SH   DFND 1,5 0 0 3,300,629
ULTA SALON COSMETCS & FRAG I COM 90384S303 375,709 2,490,615 SH   DFND 1,5 48,129 0 2,442,486
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,839 12,190 SH   DFND 6 7,800 0 4,390
ULTIMATE SOFTWARE GROUP INC COM 90385D107 273,515 1,609,340 SH   DFND 1,5 54,925 0 1,554,415
ULTIMATE SOFTWARE GROUP INC COM 90385D107 901 5,300 SH   DFND 1,9 0 0 5,300
ULTRA PETROLEUM CORP COM 903914109 29,697 1,900,000 SH   DFND 1,5 0 0 1,900,000
ULTRA PETROLEUM CORP COM 903914109 282 18,023 SH   DFND 6 0 0 18,023
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 330,854 5,328,620 SH   DFND 1,5 131,800 0 5,196,820
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 258 4,163 SH   DFND 4 4,163 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 6,219 4,288,623 SH   DFND 1,5 0 0 4,288,623
ULTRATECH INC COM 904034105 7,449 429,600 SH   DFND 1,5 0 0 429,600
ULTRATECH INC COM 904034105 7,884 454,700 SH   DFND 1,9 0 0 454,700
ULTRATECH INC COM 904034105 11,481 662,110 SH   DFND 6 662,110 0 0
ULTRATECH INC COM 904034105 4,253 245,250 SH   DFND 7 236,550 0 8,700
UMB FINL CORP COM 902788108 155,856 2,946,792 SH   DFND 1,5 8,500 0 2,938,292
UNDER ARMOUR INC CL A 904311107 1,146,592 14,199,282 SH   DFND 1,5 838,171 0 13,361,111
UNDER ARMOUR INC CL A 904311107 4,563 56,513 SH   DFND 2 56,513 0 0
UNDER ARMOUR INC CL A 904311107 929 11,505 SH   DFND 3 11,505 0 0
UNDER ARMOUR INC CL A 904311107 956 11,841 SH   DFND 6 0 0 11,841
UNIFI INC COM NEW 904677200 3,199 88,641 SH   DFND 1,5 0 0 88,641
UNIFIRST CORP MASS COM 904708104 34,624 294,200 SH   DFND 1,5 0 0 294,200
UNILEVER N V N Y SHS NEW 904784709 14,406 344,972 SH   DFND 1,5 0 0 344,972
UNILEVER N V N Y SHS NEW 904784709 777 18,616 SH   DFND 3 18,616 0 0
UNILEVER PLC SPON ADR NEW 904767704 856 20,530 SH   DFND 3 20,530 0 0
UNION BANKSHARES CORP NEW COM 90539J109 545 24,527 SH   DFND 3 24,527 0 0
UNION PAC CORP COM 907818108 3,359,602 31,018,388 SH   DFND 1,5 1,820,422 0 29,197,966
UNION PAC CORP COM 907818108 32,329 298,489 SH   DFND 2 298,489 0 0
UNION PAC CORP COM 907818108 16,813 155,232 SH   DFND 3 155,232 0 0
UNION PAC CORP COM 907818108 28,424 262,436 SH   DFND 6 191,836 0 70,600
UNION PAC CORP COM 907818108 65,569 605,384 SH   DFND 7 605,384 0 0
UNIQURE NV SHS N90064101 34,130 1,403,391 SH   DFND 1,5 0 0 1,403,391
UNIQURE NV SHS N90064101 7,837 322,240 SH   DFND 6 322,240 0 0
UNIQURE NV SHS N90064101 823 33,820 SH   DFND 7 31,720 0 2,100
UNISYS CORP COM NEW 909214306 116,143 5,003,997 SH   DFND 1,5 25,430 0 4,978,567
UNISYS CORP COM NEW 909214306 2,212 95,314 SH   DFND 6 95,314 0 0
UNIT CORP COM 909218109 187,410 6,698,012 SH   DFND 1,5 419,412 0 6,278,600
UNITED BANKSHARES INC WEST V COM 909907107 274 7,289 SH   DFND 3 7,289 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 21,886 1,159,200 SH   DFND 1,5 0 0 1,159,200
UNITED CONTL HLDGS INC COM 910047109 1,530,819 22,763,115 SH   DFND 1,5 1,570,811 0 21,192,304
UNITED CONTL HLDGS INC COM 910047109 6,086 90,496 SH   DFND 6 64,200 0 26,296
UNITED FINL BANCORP INC NEW COM 910304104 556 44,700 SH   DFND 1,5 0 0 44,700
UNITED NAT FOODS INC COM 911163103 109,296 1,418,697 SH   DFND 1,5 0 0 1,418,697
UNITED PARCEL SERVICE INC CL B 911312106 1,611,836 16,627,148 SH   DFND 1,5 810,477 0 15,816,671
UNITED PARCEL SERVICE INC CL B 911312106 22,818 235,380 SH   DFND 2 235,380 0 0
UNITED PARCEL SERVICE INC CL B 911312106 12,843 132,487 SH   DFND 3 132,487 0 0
UNITED PARCEL SERVICE INC CL B 911312106 39,036 402,687 SH   DFND 6 232,214 0 170,473
UNITED PARCEL SERVICE INC CL B 911312106 130,612 1,347,354 SH   DFND 7 1,347,354 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,115 11,500 SH   DFND 11 11,500 0 0
UNITED RENTALS INC COM 911363109 421,059 4,618,906 SH   DFND 1,5 282,333 0 4,336,573
UNITED RENTALS INC COM 911363109 2,980 32,692 SH   DFND 2 32,692 0 0
UNITED RENTALS INC COM 911363109 854 9,368 SH   DFND 6 2,700 0 6,668
UNITED RENTALS INC COM 911363109 529 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 4,515 126,400 SH   DFND 1,5 0 0 126,400
UNITED STATES OIL FUND LP UNITS 91232N108 1,783 105,900 SH   DFND 1,5 0 0 105,900
UNITED STATES STL CORP NEW COM 912909108 20,725 849,385 SH   DFND 1,5 885 0 848,500
UNITED STATES STL CORP NEW COM 912909108 1,108 45,407 SH   DFND 6 25,500 0 19,907
UNITED STATIONERS INC COM 913004107 238,527 5,819,142 SH   DFND 1,5 106,400 0 5,712,742
UNITED TECHNOLOGIES CORP UNIT 06/01/2015 913017117 63,454 1,031,100 SH   DFND 1,5 418,600 0 612,500
UNITED TECHNOLOGIES CORP COM 913017109 2,144,575 18,298,418 SH   DFND 1,5 456,432 0 17,841,986
UNITED TECHNOLOGIES CORP COM 913017109 32,803 279,887 SH   DFND 2 279,887 0 0
UNITED TECHNOLOGIES CORP COM 913017109 16,142 137,731 SH   DFND 3 137,731 0 0
UNITED TECHNOLOGIES CORP COM 913017109 55,082 469,980 SH   DFND 6 291,542 0 178,438
UNITED TECHNOLOGIES CORP UNIT 06/01/2015 913017117 2,345 38,100 SH   DFND 6 0 0 38,100
UNITED TECHNOLOGIES CORP COM 913017109 198,338 1,692,302 SH   DFND 7 1,566,790 0 125,512
UNITED TECHNOLOGIES CORP COM 913017109 12,271 104,700 SH   DFND 11 104,700 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 755,323 4,380,334 SH   DFND 1,5 1 0 4,380,333
UNITED THERAPEUTICS CORP DEL COM 91307C102 607 3,522 SH   DFND 6 0 0 3,522
UNITEDHEALTH GROUP INC COM 91324P102 6,755,702 57,111,354 SH   DFND 1,5 2,439,375 0 54,671,979
UNITEDHEALTH GROUP INC COM 91324P102 38,209 323,015 SH   DFND 2 323,015 0 0
UNITEDHEALTH GROUP INC COM 91324P102 13,354 112,895 SH   DFND 3 112,895 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 4,008 33,881 SH   DFND 7 33,881 0 0
UNIVERSAL CORP VA COM 913456109 90,791 1,925,179 SH   DFND 1,5 73,051 0 1,852,128
UNIVERSAL DISPLAY CORP COM 91347P105 2,903 62,100 SH   DFND 1,9 0 0 62,100
UNIVERSAL ELECTRS INC COM 913483103 13,337 236,309 SH   DFND 1,5 0 0 236,309
UNIVERSAL FST PRODS INC COM 913543104 9,465 170,600 SH   DFND 1,5 600 0 170,000
UNIVERSAL HLTH SVCS INC CL B 913903100 559,252 4,751,100 SH   DFND 1,5 106,012 0 4,645,088
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UNIVERSAL HLTH SVCS INC CL B 913903100 1,274 10,822 SH   DFND 6 0 0 10,822
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,351 241,255 SH   DFND 1,5 11,100 0 230,155
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 18,924 751,539 SH   DFND 1,5 32,350 0 719,189
UNUM GROUP COM 91529Y106 759,838 22,527,062 SH   DFND 1,5 860,998 0 21,666,064
UNUM GROUP COM 91529Y106 2,689 79,736 SH   DFND 2 79,736 0 0
UNUM GROUP COM 91529Y106 288 8,544 SH   DFND 3 8,544 0 0
UNUM GROUP COM 91529Y106 1,195 35,431 SH   DFND 6 0 0 35,431
URBAN EDGE PPTYS COM 91704F104 103,256 4,356,784 SH   DFND 1,5 128,508 0 4,228,276
URBAN EDGE PPTYS COM 91704F104 22,361 943,508 SH   DFND 6 931,257 0 12,251
URBAN EDGE PPTYS COM 91704F104 9,842 415,275 SH   DFND 7 44,025 0 371,250
URBAN OUTFITTERS INC COM 917047102 53,004 1,161,100 SH   DFND 1,5 86,340 0 1,074,760
URBAN OUTFITTERS INC COM 917047102 1,547 33,887 SH   DFND 2 33,887 0 0
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URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,202 200,000 SH   DFND 1,5 0 0 200,000
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US BANCORP DEL COM NEW 902973304 40,376 924,579 SH   DFND 7 700,479 0 224,100
US BANCORP DEL COM NEW 902973304 73,370 1,680,100 SH   DFND 11 1,680,100 0 0
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USANA HEALTH SCIENCES INC COM 90328M107 111,120 1,000,000 SH   DFND 1,5 500,000 0 500,000
UTAH MED PRODS INC COM 917488108 25,441 425,000 SH   DFND 1,5 19,700 0 405,300
UTI WORLDWIDE INC ORD G87210103 45,874 3,729,611 SH   DFND 1,5 109,981 0 3,619,630
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 177 66,666 SH   DFND 1,9 0 0 66,666
V F CORP COM 918204108 619,182 8,221,778 SH   DFND 1,5 307,732 0 7,914,046
V F CORP COM 918204108 8,733 115,956 SH   DFND 2 115,956 0 0
V F CORP COM 918204108 2,989 39,688 SH   DFND 3 39,688 0 0
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V F CORP COM 918204108 15,192 201,720 SH   DFND 7 116,920 0 84,800
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VALE S A ADR REPSTG PFD 91912E204 35,040 7,224,800 SH   DFND 1,5 201,500 0 7,023,300
VALEANT PHARMACEUTICALS INTL COM 91911K102 929,232 4,703,319 SH   DFND 1,5 201,475 0 4,501,844
VALEANT PHARMACEUTICALS INTL COM 91911K102 68,405 345,740 SH   DFND 6 172,730 0 173,010
VALEANT PHARMACEUTICALS INTL COM 91911K102 91,382 460,926 SH   DFND 7 444,681 0 16,245
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,229,340 6,222,857 SH   DFND 11 5,418,857 0 804,000
VALERO ENERGY CORP NEW COM 91913Y100 496,873 7,810,020 SH   DFND 1,5 284,384 0 7,525,636
VALERO ENERGY CORP NEW COM 91913Y100 11,095 174,392 SH   DFND 2 174,392 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,246 66,736 SH   DFND 3 66,736 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,593 72,199 SH   DFND 6 7,608 0 64,591
VALERO ENERGY CORP NEW COM 91913Y100 4,856 76,329 SH   DFND 7 76,329 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 86,958 1,796,649 SH   DFND 1,5 0 0 1,796,649
VALIDUS HOLDINGS LTD COM SHS G9319H102 137,122 3,257,058 SH   DFND 1,5 84,300 0 3,172,758
VALIDUS HOLDINGS LTD COM SHS G9319H102 246 5,842 SH   DFND 3 5,842 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 485 11,532 SH   DFND 6 0 0 11,532
VALLEY NATL BANCORP COM 919794107 43,641 4,623,003 SH   DFND 1,5 135,303 0 4,487,700
VALLEY NATL BANCORP COM 919794107 359 38,069 SH   DFND 3 38,069 0 0
VALLEY NATL BANCORP COM 919794107 275 29,100 SH   DFND 6 29,100 0 0
VALMONT INDS INC COM 920253101 280,339 2,281,404 SH   DFND 1,5 79 0 2,281,325
VALMONT INDS INC COM 920253101 7,199 58,587 SH   DFND 6 55,300 0 3,287
VALMONT INDS INC COM 920253101 1,069 8,700 SH   DFND 7 7,500 0 1,200
VALSPAR CORP COM 920355104 52,953 630,170 SH   DFND 1,5 0 0 630,170
VALSPAR CORP COM 920355104 477 5,675 SH   DFND 6 0 0 5,675
VANDA PHARMACEUTICALS INC COM 921659108 27,485 2,955,429 SH   DFND 1,5 128 0 2,955,301
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 1,566 19,454 SH   DFND 6 19,454 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 3,610 27,202 SH   DFND 3 27,202 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 319,120 3,050,571 SH   DFND 3 3,050,571 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 373 2,774 SH   DFND 3 2,774 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,345 12,270 SH   DFND 3 12,270 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 222,040 2,652,804 SH   DFND 3 2,652,804 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 13,568 125,367 SH   DFND 3 125,367 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,146 37,420 SH   DFND 3 37,420 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,372 11,190 SH   DFND 3 11,190 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 719 7,752 SH   DFND 3 7,752 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 6,669 69,510 SH   DFND 3 69,510 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 455 4,195 SH   DFND 3 4,195 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,758 19,077 SH   DFND 3 19,077 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,259 6,652 SH   DFND 3 6,652 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,896 22,553 SH   DFND 6 0 0 22,553
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,775 67,900 SH   DFND 1,5 6,300 0 61,600
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 808 14,900 SH   DFND 1,5 14,900 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,508 30,640 SH   DFND 3 30,640 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 230 3,755 SH   DFND 3 3,755 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 679 10,950 SH   DFND 3 10,950 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 408,276 7,529,993 SH   DFND 3 7,529,993 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 738 18,047 SH   DFND 3 18,047 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 8,892 94,500 SH   DFND 6 94,500 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,246 40,343 SH   DFND 3 40,343 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 383 7,518 SH   DFND 3 7,518 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,884 72,397 SH   DFND 3 72,397 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 4,677 117,419 SH   DFND 7 117,419 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 1,737 25,428 SH   DFND 3 25,428 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 351 7,123 SH   DFND 3 7,123 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 386 2,850 SH   DFND 3 2,850 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 585 5,462 SH   DFND 3 5,462 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 7,216 58,933 SH   DFND 7 58,933 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 4,411 41,092 SH   DFND 7 41,092 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 5,160 40,634 SH   DFND 7 40,634 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 7,643 56,399 SH   DFND 7 56,399 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 11,034 33,693,084 SH   DFND 1,5 0 0 33,693,084
VANTAGE DRILLING COMPANY ORD SHS G93205113 387 1,180,214 SH   DFND 6 1,180,214 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 72 221,100 SH   DFND 7 189,400 0 31,700
VANTIV INC CL A 92210H105 98,872 2,622,610 SH   DFND 1,5 26,500 0 2,596,110
VANTIV INC CL A 92210H105 47,287 1,254,300 SH   DFND 1,9 0 0 1,254,300
VANTIV INC CL A 92210H105 50,288 1,333,890 SH   DFND 6 1,325,451 0 8,439
VANTIV INC CL A 92210H105 1,893 50,200 SH   DFND 7 50,200 0 0
VARIAN MED SYS INC COM 92220P105 3,189 33,894 SH   DFND 2 33,894 0 0
VARIAN MED SYS INC COM 92220P105 4,130 43,893 SH   DFND 3 43,893 0 0
VARIAN MED SYS INC COM 92220P105 668 7,098 SH   DFND 6 0 0 7,098
VARONIS SYS INC COM 922280102 11,351 442,379 SH   DFND 1,5 0 0 442,379
VASCULAR SOLUTIONS INC COM 92231M109 8,502 280,400 SH   DFND 1,5 400 0 280,000
VCA INC COM 918194101 149,673 2,730,263 SH   DFND 1,5 263 0 2,730,000
VCA INC COM 918194101 626 11,424 SH   DFND 6 0 0 11,424
VECTOR GROUP LTD FRNT 1/1 92240MAY4 57,171 40,556,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 17,624 802,200 SH   DFND 6 802,200 0 0
VECTOR GROUP LTD COM 92240M108 1,138 51,800 SH   DFND 7 44,600 0 7,200
VECTREN CORP COM 92240G101 503 11,385 SH   DFND 6 0 0 11,385
VECTRUS INC COM 92242T101 3,833 150,379 SH   DFND 1,5 14,020 0 136,359
VEEVA SYS INC CL A COM 922475108 41,859 1,639,603 SH   DFND 1,5 0 0 1,639,603
VEEVA SYS INC CL A COM 922475108 302 11,847 SH   DFND 6 8,800 0 3,047
VENTAS INC COM 92276F100 746,395 10,221,783 SH   DFND 1,5 4,432,058 0 5,789,725
VENTAS INC COM 92276F100 8,182 112,045 SH   DFND 2 112,045 0 0
VENTAS INC COM 92276F100 1,730 23,690 SH   DFND 3 23,690 0 0
VENTAS INC COM 92276F100 35,612 487,697 SH   DFND 6 453,031 0 34,666
VENTAS INC COM 92276F100 14,359 196,645 SH   DFND 7 21,200 0 175,445
VENTAS INC COM 92276F100 19,167 262,490 SH   DFND 11 262,490 0 0
VERA BRADLEY INC COM 92335C106 62,984 3,880,692 SH   DFND 1,5 51,300 0 3,829,392
VERA BRADLEY INC COM 92335C106 1,154 71,100 SH   DFND 6 71,100 0 0
VERA BRADLEY INC COM 92335C106 1,850 114,000 SH   DFND 7 80,100 0 33,900
VERASTEM INC COM 92337C104 23,351 2,296,041 SH   DFND 1,5 0 0 2,296,041
VERIFONE SYS INC COM 92342Y109 449,954 12,896,350 SH   DFND 1,5 1,379,850 0 11,516,500
VERIFONE SYS INC COM 92342Y109 1,846 52,911 SH   DFND 6 45,100 0 7,811
VERINT SYS INC COM 92343X100 61,041 985,650 SH   DFND 1,5 750 0 984,900
VERISIGN INC COM 92343E102 47,006 701,900 SH   DFND 1,5 0 0 701,900
VERISIGN INC COM 92343E102 2,386 35,630 SH   DFND 2 35,630 0 0
VERISIGN INC COM 92343E102 1,003 14,975 SH   DFND 3 14,975 0 0
VERISIGN INC COM 92343E102 508 7,579 SH   DFND 6 0 0 7,579
VERISK ANALYTICS INC CL A 92345Y106 409,826 5,739,866 SH   DFND 1,5 2,100 0 5,737,766
VERISK ANALYTICS INC CL A 92345Y106 43,018 602,495 SH   DFND 1,9 0 0 602,495
VERISK ANALYTICS INC CL A 92345Y106 3,405 47,689 SH   DFND 6 36,461 0 11,228
VERITIV CORP COM 923454102 746 16,902 SH   DFND 1,5 80 0 16,822
VERIZON COMMUNICATIONS INC COM 92343V104 2,865,124 58,916,802 SH   DFND 1,5 2,076,046 0 56,840,756
VERIZON COMMUNICATIONS INC COM 92343V104 68,443 1,407,430 SH   DFND 2 1,407,430 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 19,780 406,742 SH   DFND 3 406,742 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 60,900 1,252,316 SH   DFND 6 882,661 0 369,655
VERIZON COMMUNICATIONS INC COM 92343V104 121,287 2,494,074 SH   DFND 7 2,315,461 0 178,613
VERIZON COMMUNICATIONS INC COM 92343V104 40,256 827,800 SH   DFND 11 827,800 0 0
VERMILION ENERGY INC COM 923725105 11,030 262,350 SH   DFND 1,5 0 0 262,350
VERMILION ENERGY INC COM 923725105 6,998 166,453 SH   DFND 6 102,853 0 63,600
VERMILION ENERGY INC COM 923725105 3,461 82,323 SH   DFND 7 56,823 0 25,500
VERMILION ENERGY INC COM 923725105 137,364 3,267,200 SH   DFND 11 3,256,900 0 10,300
VERSARTIS INC COM 92529L102 78,473 4,271,794 SH   DFND 1,5 118,163 0 4,153,631
VERTEX PHARMACEUTICALS INC COM 92532F100 1,736,823 14,722,583 SH   DFND 1,5 104,427 0 14,618,156
VERTEX PHARMACEUTICALS INC COM 92532F100 9,673 81,995 SH   DFND 2 81,995 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5,334 45,215 SH   DFND 3 45,215 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,423 139,215 SH   DFND 6 122,716 0 16,499
VERTEX PHARMACEUTICALS INC COM 92532F100 48,812 413,765 SH   DFND 7 413,765 0 0
VIACOM INC NEW CL B 92553P201 377,311 5,524,323 SH   DFND 1,5 124,923 0 5,399,400
VIACOM INC NEW CL B 92553P201 8,448 123,688 SH   DFND 2 123,688 0 0
VIACOM INC NEW CL B 92553P201 4,099 60,020 SH   DFND 3 60,020 0 0
VIACOM INC NEW CL B 92553P201 24,675 361,268 SH   DFND 6 146,540 0 214,728
VIACOM INC NEW CL B 92553P201 126,389 1,850,497 SH   DFND 7 1,850,497 0 0
VIASAT INC COM 92552V100 1,484 24,900 SH   DFND 1,5 0 0 24,900
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 30,764 1,758,935 SH   DFND 1,5 3,218 0 1,755,717
VICAL INC COM 925602104 7,718 8,168,296 SH   DFND 1,5 0 0 8,168,296
VIGGLE INC COM NEW 92672V204 80 56,268 SH   DFND 1,5 0 0 56,268
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 175,674 5,967,200 SH   DFND 1,5 688,150 0 5,279,050
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 24,338 826,700 SH   DFND 1,9 0 0 826,700
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 12,223 415,200 SH   DFND 6 307,900 0 107,300
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,786 128,600 SH   DFND 7 128,600 0 0
VIRGIN AMER INC COM VTG 92765X208 60,897 2,003,200 SH   DFND 1,5 241,600 0 1,761,600
VIRGIN AMER INC COM VTG 92765X208 380 12,500 SH   DFND 6 12,500 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 113,809 870,300 SH   DFND 1,5 1,400 0 868,900
VIRTUS INVT PARTNERS INC COM 92828Q109 21,419 163,790 SH   DFND 6 163,790 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 3,947 30,180 SH   DFND 7 22,680 0 7,500
VIRTUSA CORP COM 92827P102 33,224 802,903 SH   DFND 1,5 1,500 0 801,403
VIRTUSA CORP COM 92827P102 480 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 25,477 615,691 SH   DFND 6 615,691 0 0
VIRTUSA CORP COM 92827P102 1,655 39,990 SH   DFND 7 34,690 0 5,300
VIRTUSA CORP COM 92827P102 12,198 294,770 SH   DFND 11 294,770 0 0
VISA INC COM CL A 92826C839 6,263,105 95,751,492 SH   DFND 1,5 4,278,256 0 91,473,236
VISA INC COM CL A 92826C839 122,918 1,879,200 SH   DFND 1,9 0 0 1,879,200
VISA INC COM CL A 92826C839 83,587 1,277,900 SH   DFND 1,10 10,700 0 1,267,200
VISA INC COM CL A 92826C839 42,978 657,050 SH   DFND 2 657,050 0 0
VISA INC COM CL A 92826C839 32,276 493,443 SH   DFND 3 493,443 0 0
VISA INC COM CL A 92826C839 44,293 677,157 SH   DFND 6 486,240 0 190,917
VISA INC COM CL A 92826C839 44,166 675,220 SH   DFND 7 506,820 0 168,400
VISHAY INTERTECHNOLOGY INC COM 928298108 258 18,670 SH   DFND 6 0 0 18,670
VISTA OUTDOOR INC COM 928377100 200,967 4,693,289 SH   DFND 1,5 175,691 0 4,517,598
VISTA OUTDOOR INC COM 928377100 4,943 115,447 SH   DFND 6 106,675 0 8,772
VISTA OUTDOOR INC COM 928377100 754 17,600 SH   DFND 7 15,300 0 2,300
VISTA OUTDOOR INC COM 928377100 21,849 510,242 SH   DFND 11 510,242 0 0
VISTEON CORP COM NEW 92839U206 156,085 1,619,139 SH   DFND 1,5 56 0 1,619,083
VISTEON CORP COM NEW 92839U206 583 6,052 SH   DFND 6 0 0 6,052
VITAE PHARMACEUTICALS INC COM 92847N103 33,720 2,879,582 SH   DFND 1,5 0 0 2,879,582
VITAL THERAPIES INC COM 92847R104 51,771 2,070,000 SH   DFND 1,5 0 0 2,070,000
VITAMIN SHOPPE INC COM 92849E101 27,515 668,000 SH   DFND 1,5 0 0 668,000
VMWARE INC CL A COM 928563402 16,659 203,138 SH   DFND 1,5 25,205 0 177,933
VMWARE INC CL A COM 928563402 8,201 100,000 SH   DFND 1,9 0 0 100,000
VMWARE INC CL A COM 928563402 3,558 43,390 SH   DFND 3 43,390 0 0
VMWARE INC CL A COM 928563402 491 5,988 SH   DFND 6 0 0 5,988
VOCERA COMMUNICATIONS INC COM 92857F107 684 69,000 SH   DFND 1,5 0 0 69,000
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 375,966 11,504,471 SH   DFND 1,5 740 0 11,503,731
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 281 8,587 SH   DFND 3 8,587 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 13,889 425,000 SH   DFND 11 425,000 0 0
VONAGE HLDGS CORP COM 92886T201 11,823 2,408,036 SH   DFND 1,5 0 0 2,408,036
VORNADO RLTY TR SH BEN INT 929042109 38,209 341,153 SH   DFND 1,5 7,899 0 333,254
VORNADO RLTY TR SH BEN INT 929042109 6,628 59,182 SH   DFND 2 59,182 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,212 10,819 SH   DFND 3 10,819 0 0
VORNADO RLTY TR SH BEN INT 929042109 9,457 84,435 SH   DFND 6 61,615 0 22,820
VORNADO RLTY TR SH BEN INT 929042109 2,593 23,150 SH   DFND 7 2,850 0 20,300
VOYA FINL INC COM 929089100 105,887 2,456,200 SH   DFND 1,5 108,300 0 2,347,900
VOYA FINL INC COM 929089100 765 17,734 SH   DFND 6 0 0 17,734
VSE CORP COM 918284100 55,238 674,620 SH   DFND 1,5 21,520 0 653,100
VULCAN MATLS CO COM 929160109 31,441 372,964 SH   DFND 1,5 0 0 372,964
VULCAN MATLS CO COM 929160109 3,772 44,744 SH   DFND 2 44,744 0 0
VULCAN MATLS CO COM 929160109 373 4,427 SH   DFND 3 4,427 0 0
VULCAN MATLS CO COM 929160109 1,517 17,990 SH   DFND 6 0 0 17,990
VWR CORP COM 91843L103 50,545 1,944,800 SH   DFND 1,5 29,200 0 1,915,600
VWR CORP COM 91843L103 9,256 356,141 SH   DFND 6 353,100 0 3,041
W & T OFFSHORE INC COM 92922P106 40,030 7,833,600 SH   DFND 1,5 239,700 0 7,593,900
W P CAREY INC COM 92936U109 297,589 4,376,308 SH   DFND 1,5 1,834,108 0 2,542,200
W P CAREY INC COM 92936U109 24,715 363,453 SH   DFND 6 355,316 0 8,137
W P CAREY INC COM 92936U109 9,675 142,281 SH   DFND 7 16,800 0 125,481
WABCO HLDGS INC COM 92927K102 178,991 1,456,629 SH   DFND 1,5 111 0 1,456,518
WABCO HLDGS INC COM 92927K102 200 1,631 SH   DFND 3 1,631 0 0
WABCO HLDGS INC COM 92927K102 21,461 174,652 SH   DFND 6 170,720 0 3,932
WABCO HLDGS INC COM 92927K102 9,914 80,680 SH   DFND 7 80,680 0 0
WABTEC CORP COM 929740108 160,553 1,689,856 SH   DFND 1,5 0 0 1,689,856
WABTEC CORP COM 929740108 633 6,666 SH   DFND 6 0 0 6,666
WADDELL & REED FINL INC CL A 930059100 426,394 8,607,057 SH   DFND 1,5 325 0 8,606,732
WADDELL & REED FINL INC CL A 930059100 16,171 326,424 SH   DFND 6 320,300 0 6,124
WAGEWORKS INC COM 930427109 136,014 2,550,429 SH   DFND 1,5 2,300 0 2,548,129
WAGEWORKS INC COM 930427109 6,506 122,000 SH   DFND 1,9 0 0 122,000
WAGEWORKS INC COM 930427109 1,504 28,200 SH   DFND 6 28,200 0 0
WAGEWORKS INC COM 930427109 1,691 31,700 SH   DFND 7 11,000 0 20,700
WAL-MART STORES INC COM 931142103 1,240,180 15,078,182 SH   DFND 1,5 379,629 0 14,698,553
WAL-MART STORES INC COM 931142103 43,998 534,928 SH   DFND 2 534,928 0 0
WAL-MART STORES INC COM 931142103 12,960 157,573 SH   DFND 3 157,573 0 0
WAL-MART STORES INC COM 931142103 20,251 246,214 SH   DFND 6 38,335 0 207,879
WAL-MART STORES INC COM 931142103 12,121 147,371 SH   DFND 7 147,371 0 0
WAL-MART STORES INC COM 931142103 41,495 504,500 SH   DFND 11 504,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 888,061 10,487,259 SH   DFND 1,5 519,019 0 9,968,240
WALGREENS BOOTS ALLIANCE INC COM 931427108 25,009 295,338 SH   DFND 2 295,338 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 16,167 190,913 SH   DFND 3 190,913 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 13,928 164,477 SH   DFND 6 82,960 0 81,517
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,851 139,946 SH   DFND 7 139,946 0 0
WASHINGTON FED INC COM 938824109 192,068 8,808,429 SH   DFND 1,5 829 0 8,807,600
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 7,029 254,400 SH   DFND 1,5 0 0 254,400
WASTE CONNECTIONS INC COM 941053100 561 11,651 SH   DFND 6 0 0 11,651
WASTE MGMT INC DEL COM 94106L109 7,843 144,620 SH   DFND 2 144,620 0 0
WASTE MGMT INC DEL COM 94106L109 2,757 50,847 SH   DFND 3 50,847 0 0
WASTE MGMT INC DEL COM 94106L109 3,270 60,305 SH   DFND 6 0 0 60,305
WATERS CORP COM 941848103 167,277 1,345,533 SH   DFND 1,5 65,019 0 1,280,514
WATERS CORP COM 941848103 3,496 28,121 SH   DFND 2 28,121 0 0
WATERS CORP COM 941848103 586 4,715 SH   DFND 3 4,715 0 0
WATERS CORP COM 941848103 722 5,811 SH   DFND 6 0 0 5,811
WATERSTONE FINL INC MD COM 94188P101 14,198 1,105,750 SH   DFND 6 1,105,750 0 0
WATERSTONE FINL INC MD COM 94188P101 1,059 82,450 SH   DFND 7 70,950 0 11,500
WATSCO INC COM 942622200 355,326 2,826,779 SH   DFND 1,5 61,733 0 2,765,046
WATSCO INC COM 942622200 1,634 13,000 SH   DFND 6 13,000 0 0
WAYFAIR INC CL A 94419L101 105,764 3,292,768 SH   DFND 1,5 25,800 0 3,266,968
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 881 50,000 SH   DFND 1,5 50,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 56,942 4,629,443 SH   DFND 1,5 2,577 0 4,626,866
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,606 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 124,256 6,557,028 SH   DFND 1,5 0 0 6,557,028
WEB COM GROUP INC COM 94733A104 17,845 941,700 SH   DFND 1,9 0 0 941,700
WEB COM GROUP INC COM 94733A104 1,891 99,800 SH   DFND 6 99,800 0 0
WEB COM GROUP INC COM 94733A104 2,199 116,045 SH   DFND 7 71,445 0 44,600
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 20,325 20,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 10,019 10,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 6,111 6,100,000 PRN   DFND 11 0 0 0
WEBSTER FINL CORP CONN COM 947890109 580 15,664 SH   DFND 3 15,664 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 42,415 6,067,900 SH   DFND 1,5 268,200 0 5,799,700
WEINGARTEN RLTY INVS SH BEN INT 948741103 615 17,081 SH   DFND 6 0 0 17,081
WELLCARE HEALTH PLANS INC COM 94946T106 158,015 1,727,700 SH   DFND 1,5 38,100 0 1,689,600
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 135,154 65,430,000 PRN   DFND 1,5 0 0 0
WELLS FARGO & CO NEW COM 949746101 8,191,136 150,572,359 SH   DFND 1,5 7,004,251 0 143,568,108
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 212,330 173,614 SH   DFND 1,5 8,360 0 165,254
WELLS FARGO & CO NEW COM 949746101 86,388 1,588,013 SH   DFND 2 1,588,013 0 0
WELLS FARGO & CO NEW COM 949746101 40,352 741,772 SH   DFND 3 741,772 0 0
WELLS FARGO & CO NEW COM 949746101 89,167 1,639,093 SH   DFND 6 777,310 0 861,783
WELLS FARGO & CO NEW COM 949746101 64,975 1,194,393 SH   DFND 7 829,453 0 364,940
WELLS FARGO & CO NEW COM 949746101 51,681 950,010 SH   DFND 11 950,010 0 0
WENDYS CO COM 95058W100 412 37,843 SH   DFND 6 0 0 37,843
WERNER ENTERPRISES INC COM 950755108 16,911 538,400 SH   DFND 1,5 0 0 538,400
WESCO AIRCRAFT HLDGS INC COM 950814103 36,460 2,379,900 SH   DFND 1,5 35,500 0 2,344,400
WESCO INTL INC COM 95082P105 236,977 3,390,712 SH   DFND 1,5 103 0 3,390,609
WESCO INTL INC COM 95082P105 25,350 362,709 SH   DFND 6 356,608 0 6,101
WESCO INTL INC COM 95082P105 15,024 214,973 SH   DFND 7 168,973 0 46,000
WEST CORP COM 952355204 208,871 6,192,441 SH   DFND 1,5 47,580 0 6,144,861
WEST CORP COM 952355204 7,140 211,680 SH   DFND 6 211,680 0 0
WEST CORP COM 952355204 1,364 40,430 SH   DFND 7 34,630 0 5,800
WEST PHARMACEUTICAL SVSC INC COM 955306105 15,005 249,208 SH   DFND 1,5 708 0 248,500
WESTAR ENERGY INC COM 95709T100 74,729 1,928,000 SH   DFND 1,5 0 0 1,928,000
WESTAR ENERGY INC COM 95709T100 259 6,676 SH   DFND 3 6,676 0 0
WESTAR ENERGY INC COM 95709T100 687 17,733 SH   DFND 6 0 0 17,733
WESTERN ALLIANCE BANCORP COM 957638109 15,437 520,804 SH   DFND 6 520,804 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,821 61,440 SH   DFND 7 52,940 0 8,500
WESTERN DIGITAL CORP COM 958102105 196,611 2,160,328 SH   DFND 1,5 1,064 0 2,159,264
WESTERN DIGITAL CORP COM 958102105 6,694 73,555 SH   DFND 2 73,555 0 0
WESTERN DIGITAL CORP COM 958102105 2,816 30,942 SH   DFND 3 30,942 0 0
WESTERN DIGITAL CORP COM 958102105 2,789 30,642 SH   DFND 6 0 0 30,642
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 17,272 262,300 SH   DFND 1,5 0 0 262,300
WESTERN REFNG INC COM 959319104 128,090 2,593,444 SH   DFND 1,5 3,500 0 2,589,944
WESTERN REFNG INC COM 959319104 8,054 163,078 SH   DFND 6 163,078 0 0
WESTERN REFNG INC COM 959319104 3,502 70,910 SH   DFND 7 70,910 0 0
WESTERN UN CO COM 959802109 969,762 46,600,749 SH   DFND 1,5 938,514 0 45,662,235
WESTERN UN CO COM 959802109 3,441 165,372 SH   DFND 2 165,372 0 0
WESTERN UN CO COM 959802109 1,834 88,149 SH   DFND 3 88,149 0 0
WESTERN UN CO COM 959802109 1,911 91,810 SH   DFND 6 55,080 0 36,730
WESTLAKE CHEM CORP COM 960413102 15,415 214,271 SH   DFND 1,5 71 0 214,200
WESTLAKE CHEM CORP COM 960413102 242 3,362 SH   DFND 6 0 0 3,362
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 2,006 74,800 SH   DFND 1,5 0 0 74,800
WEX INC COM 96208T104 95,540 889,900 SH   DFND 1,5 0 0 889,900
WEX INC COM 96208T104 569 5,300 SH   DFND 1,9 0 0 5,300
WEYERHAEUSER CO COM 962166104 80,576 2,430,654 SH   DFND 1,5 715 0 2,429,939
WEYERHAEUSER CO PREF CONV SER A 962166872 31,075 567,900 SH   DFND 1,5 175,200 0 392,700
WEYERHAEUSER CO COM 962166104 5,895 177,816 SH   DFND 2 177,816 0 0
WEYERHAEUSER CO COM 962166104 605 18,246 SH   DFND 3 18,246 0 0
WEYERHAEUSER CO COM 962166104 2,260 68,184 SH   DFND 6 96 0 68,088
WHIRLPOOL CORP COM 963320106 538,004 2,662,595 SH   DFND 1,5 39,255 0 2,623,340
WHIRLPOOL CORP COM 963320106 5,345 26,453 SH   DFND 2 26,453 0 0
WHIRLPOOL CORP COM 963320106 769 3,806 SH   DFND 3 3,806 0 0
WHIRLPOOL CORP COM 963320106 7,684 38,029 SH   DFND 6 27,900 0 10,129
WHIRLPOOL CORP COM 963320106 525 2,600 SH   DFND 7 2,600 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 583 851 SH   DFND 6 0 0 851
WHITEWAVE FOODS CO COM 966244105 167,392 3,775,192 SH   DFND 1,5 132,575 0 3,642,617
WHITEWAVE FOODS CO COM 966244105 11,131 251,048 SH   DFND 6 239,032 0 12,016
WHITEWAVE FOODS CO COM 966244105 4,432 99,950 SH   DFND 7 99,950 0 0
WHITING PETE CORP NEW COM 966387102 208,886 6,760,078 SH   DFND 1,5 15,884 0 6,744,194
WHITING PETE CORP NEW COM 966387102 6,495 210,194 SH   DFND 6 149,359 0 60,835
WHITING PETE CORP NEW COM 966387102 8,196 265,244 SH   DFND 7 135,744 0 129,500
WHOLE FOODS MKT INC COM 966837106 294,837 5,661,235 SH   DFND 1,5 283,586 0 5,377,649
WHOLE FOODS MKT INC COM 966837106 6,364 122,190 SH   DFND 2 122,190 0 0
WHOLE FOODS MKT INC COM 966837106 1,601 30,739 SH   DFND 3 30,739 0 0
WHOLE FOODS MKT INC COM 966837106 3,671 70,488 SH   DFND 6 31,030 0 39,458
WI-LAN INC COM 928972108 786 319,100 SH   DFND 1,5 0 0 319,100
WILEY JOHN & SONS INC CL A 968223206 6,881 112,539 SH   DFND 1,5 39 0 112,500
WILEY JOHN & SONS INC CL A 968223206 11,468 187,566 SH   DFND 6 181,490 0 6,076
WILEY JOHN & SONS INC CL A 968223206 3,523 57,630 SH   DFND 7 57,630 0 0
WILLIAMS COS INC DEL COM 969457100 1,026,388 20,288,363 SH   DFND 1,5 1,501,103 0 18,787,260
WILLIAMS COS INC DEL COM 969457100 11,534 227,980 SH   DFND 2 227,980 0 0
WILLIAMS COS INC DEL COM 969457100 4,364 86,260 SH   DFND 3 86,260 0 0
WILLIAMS COS INC DEL COM 969457100 18,892 373,432 SH   DFND 6 322,640 0 50,792
WILLIAMS COS INC DEL COM 969457100 11,709 231,447 SH   DFND 7 231,447 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 175,335 3,562,263 SH   DFND 1,5 0 0 3,562,263
WILLIAMS SONOMA INC COM 969904101 57,806 725,200 SH   DFND 1,5 8,900 0 716,300
WILLIAMS SONOMA INC COM 969904101 1,309 16,423 SH   DFND 6 10,000 0 6,423
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 3,850 79,900 SH   DFND 1,5 0 0 79,900
WILSHIRE BANCORP INC COM 97186T108 33,070 3,316,980 SH   DFND 1,5 1,180 0 3,315,800
WINDSTREAM HLDGS INC COM 97382A101 6,648 898,354 SH   DFND 1,5 0 0 898,354
WINDSTREAM HLDGS INC COM 97382A101 1,510 204,113 SH   DFND 2 204,113 0 0
WINDSTREAM HLDGS INC COM 97382A101 708 95,739 SH   DFND 3 95,739 0 0
WINDSTREAM HLDGS INC COM 97382A101 325 43,858 SH   DFND 6 0 0 43,858
WIRELESS TELECOM GROUP INC COM 976524108 1,304 501,600 SH   DFND 1,5 22,200 0 479,400
WISCONSIN ENERGY CORP COM 976657106 3,781 76,379 SH   DFND 2 76,379 0 0
WISCONSIN ENERGY CORP COM 976657106 1,971 39,809 SH   DFND 3 39,809 0 0
WISCONSIN ENERGY CORP COM 976657106 1,536 31,021 SH   DFND 6 0 0 31,021
WISDOMTREE INVTS INC COM 97717P104 20,331 947,400 SH   DFND 1,5 52,044 0 895,356
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1,680 25,400 SH   DFND 1,5 5,500 0 19,900
WISDOMTREE TR INDIA ERNGS FD 97717W422 17,862 783,400 SH   DFND 1,5 783,400 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 3,238 142,000 SH   DFND 1,10 142,000 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 32,197 584,132 SH   DFND 3 584,132 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 359,842 5,440,606 SH   DFND 3 5,440,606 0 0
WISDOMTREE TR ITL HDG DIV GT 97717X594 4,461 165,077 SH   DFND 6 165,077 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 10,186 154,002 SH   DFND 7 154,002 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 13,981 253,653 SH   DFND 7 253,653 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 1,505 66,001 SH   DFND   66,001 0 0
WIX COM LTD SHS M98068105 71,429 3,728,033 SH   DFND 1,5 273,242 0 3,454,791
WIX COM LTD SHS M98068105 741 38,700 SH   DFND 1,9 0 0 38,700
WNS HOLDINGS LTD SPON ADR 92932M101 128,825 5,297,083 SH   DFND 1,5 0 0 5,297,083
WNS HOLDINGS LTD SPON ADR 92932M101 39,544 1,625,996 SH   DFND 6 1,625,996 0 0
WOODWARD INC COM 980745103 39,180 768,088 SH   DFND 1,5 0 0 768,088
WORKDAY INC CL A 98138H101 239,663 2,839,268 SH   DFND 1,5 163,113 0 2,676,155
WORKDAY INC CL A 98138H101 717 8,500 SH   DFND 1,9 0 0 8,500
WORKDAY INC CL A 98138H101 545 6,461 SH   DFND 6 0 0 6,461
WORKIVA INC COM CL A 98139A105 3,384 234,999 SH   DFND 1,5 0 0 234,999
WORKIVA INC COM CL A 98139A105 2,413 167,600 SH   DFND 1,9 0 0 167,600
WORLD FUEL SVCS CORP COM 981475106 420,374 7,313,395 SH   DFND 1,5 101,733 0 7,211,662
WORLD FUEL SVCS CORP COM 981475106 86,238 1,500,312 SH   DFND 6 1,491,356 0 8,956
WORLD FUEL SVCS CORP COM 981475106 2,885 50,200 SH   DFND 7 43,500 0 6,700
WORLD FUEL SVCS CORP COM 981475106 53,743 934,990 SH   DFND 11 934,990 0 0
WP GLIMCHER IN COM 92939N102 345,152 20,754,774 SH   DFND 1,5 5,059,132 0 15,695,642
WP GLIMCHER IN COM 92939N102 41,788 2,512,799 SH   DFND 6 2,384,870 0 127,929
WP GLIMCHER IN COM 92939N102 14,931 897,819 SH   DFND 7 484,785 0 413,034
WPX ENERGY INC COM 98212B103 8,457 773,700 SH   DFND 1,5 33,429 0 740,271
WPX ENERGY INC COM 98212B103 304 27,827 SH   DFND 6 0 0 27,827
WRIGHT MED GROUP INC COM 98235T107 9,675 375,000 SH   DFND 1,5 0 0 375,000
WSFS FINL CORP COM 929328102 63,852 844,265 SH   DFND 1,5 0 0 844,265
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 117,286 3,024,400 SH   DFND 1,9 0 0 3,024,400
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 34,712 895,100 SH   DFND 1,10 7,300 0 887,800
WYNDHAM WORLDWIDE CORP COM 98310W108 784,802 8,674,722 SH   DFND 1,5 446 0 8,674,276
WYNDHAM WORLDWIDE CORP COM 98310W108 3,694 40,833 SH   DFND 2 40,833 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 727 8,033 SH   DFND 3 8,033 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 22,381 247,389 SH   DFND 6 204,849 0 42,540
WYNDHAM WORLDWIDE CORP COM 98310W108 21,617 238,946 SH   DFND 7 179,650 0 59,296
WYNDHAM WORLDWIDE CORP COM 98310W108 12,963 143,280 SH   DFND 11 143,280 0 0
WYNN RESORTS LTD COM 983134107 193,694 1,538,719 SH   DFND 1,5 244 0 1,538,475
WYNN RESORTS LTD COM 983134107 3,454 27,436 SH   DFND 2 27,436 0 0
WYNN RESORTS LTD COM 983134107 1,271 10,098 SH   DFND 3 10,098 0 0
WYNN RESORTS LTD COM 983134107 699 5,554 SH   DFND 6 0 0 5,554
XCEL ENERGY INC COM 98389B100 143,875 4,133,163 SH   DFND 1,5 1,547 0 4,131,616
XCEL ENERGY INC COM 98389B100 5,966 171,376 SH   DFND 2 171,376 0 0
XCEL ENERGY INC COM 98389B100 1,477 42,434 SH   DFND 3 42,434 0 0
XCEL ENERGY INC COM 98389B100 10,609 304,761 SH   DFND 6 167,987 0 136,774
XCEL ENERGY INC COM 98389B100 17,146 492,547 SH   DFND 7 281,247 0 211,300
XCEL ENERGY INC COM 98389B100 12,077 346,950 SH   DFND 11 346,950 0 0
XCERRA CORP COM 98400J108 2,335 262,700 SH   DFND 1,5 0 0 262,700
XENCOR INC COM 98401F105 22,067 1,440,419 SH   DFND 1,5 0 0 1,440,419
XENON PHARMACEUTICALS INC COM 98420N105 15,362 910,920 SH   DFND 1,5 0 0 910,920
XENON PHARMACEUTICALS INC COM 98420N105 5,822 345,319 SH   DFND 11 345,319 0 0
XENOPORT INC COM 98411C100 22,014 3,091,831 SH   DFND 1,5 0 0 3,091,831
XENOPORT INC COM 98411C100 357 50,086 SH   DFND 6 50,086 0 0
XEROX CORP COM 984121103 193,118 15,028,667 SH   DFND 1,5 423,275 0 14,605,392
XEROX CORP COM 984121103 4,550 354,073 SH   DFND 2 354,073 0 0
XEROX CORP COM 984121103 841 65,440 SH   DFND 3 65,440 0 0
XEROX CORP COM 984121103 6,016 468,145 SH   DFND 6 192,120 0 276,025
XEROX CORP COM 984121103 686 53,380 SH   DFND 7 53,380 0 0
XILINX INC COM 983919101 160,298 3,789,551 SH   DFND 1,5 154,561 0 3,634,990
XILINX INC COM 983919101 3,746 88,548 SH   DFND 2 88,548 0 0
XILINX INC COM 983919101 1,308 30,912 SH   DFND 3 30,912 0 0
XILINX INC COM 983919101 1,032 24,406 SH   DFND 6 6,000 0 18,406
XL GROUP PLC SHS G98290102 6,363 172,900 SH   DFND 1,5 0 0 172,900
XL GROUP PLC SHS G98290102 3,181 86,449 SH   DFND 2 86,449 0 0
XL GROUP PLC SHS G98290102 853 23,178 SH   DFND 3 23,178 0 0
XL GROUP PLC SHS G98290102 1,291 35,082 SH   DFND 6 0 0 35,082
XO GROUP INC COM 983772104 2,192 124,057 SH   DFND 1,5 19,567 0 104,490
XOMA CORP DEL COM 98419J107 55,935 15,366,760 SH   DFND 1,5 758 0 15,366,002
XOMA CORP DEL COM 98419J107 201 55,167 SH   DFND 6 55,167 0 0
XOOM CORP COM 98419Q101 11,659 793,701 SH   DFND 1,5 0 0 793,701
XPO LOGISTICS INC COM 983793100 224,540 4,938,206 SH   DFND 1,5 370,737 0 4,567,469
XPO LOGISTICS INC COM 983793100 1,169 25,700 SH   DFND 6 25,700 0 0
XUNLEI LTD SPONSORED ADR 98419E108 485 76,100 SH   DFND 1,9 0 0 76,100
XYLEM INC COM 98419M100 19,622 560,300 SH   DFND 1,5 56,900 0 503,400
XYLEM INC COM 98419M100 2,162 61,748 SH   DFND 2 61,748 0 0
XYLEM INC COM 98419M100 566 16,168 SH   DFND 6 0 0 16,168
YADKIN FINL CORP COM 984305102 2,410 118,703 SH   DFND 6 118,703 0 0
YAHOO INC COM 984332106 1,720,059 38,709,543 SH   DFND 1,5 1,141,319 0 37,568,224
YAHOO INC COM 984332106 105,770 2,380,327 SH   DFND 1,9 0 0 2,380,327
YAHOO INC COM 984332106 13,102 294,868 SH   DFND 2 294,868 0 0
YAHOO INC COM 984332106 7,611 171,290 SH   DFND 3 171,290 0 0
YAHOO INC COM 984332106 20,248 455,678 SH   DFND 6 325,296 0 130,382
YAHOO INC COM 984332106 15,808 355,760 SH   DFND 7 355,760 0 0
YAMANA GOLD INC COM 98462Y100 26,245 7,321,720 SH   DFND 1,5 0 0 7,321,720
YANDEX N V SHS CLASS A N97284108 9,129 601,974 SH   DFND 1,5 18,100 0 583,874
YELP INC CL A 985817105 29,078 614,100 SH   DFND 1,9 0 0 614,100
YODLEE INC COM 98600P201 16,928 1,257,643 SH   DFND 1,5 0 0 1,257,643
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 161,708 5,890,992 SH   DFND 1,5 175,444 0 5,715,548
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 13,430 489,257 SH   DFND   489,257 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 6,902 384,300 SH   DFND 1,5 0 0 384,300
YUM BRANDS INC COM 988498101 824,648 10,475,714 SH   DFND 1,5 513,168 0 9,962,546
YUM BRANDS INC COM 988498101 4,707 59,800 SH   DFND 1,9 0 0 59,800
YUM BRANDS INC COM 988498101 11,548 146,695 SH   DFND 2 146,695 0 0
YUM BRANDS INC COM 988498101 6,594 83,767 SH   DFND 3 83,767 0 0
YUM BRANDS INC COM 988498101 14,570 185,087 SH   DFND 6 142,874 0 42,213
YUM BRANDS INC COM 988498101 24,186 307,241 SH   DFND 7 265,541 0 41,700
ZAFGEN INC COM 98885E103 155,281 3,920,252 SH   DFND 1,5 0 0 3,920,252
ZAYO GROUP HLDGS INC COM 98919V105 752 26,900 SH   DFND 1,5 0 0 26,900
ZEBRA TECHNOLOGIES CORP CL A 989207105 214,323 2,362,595 SH   DFND 1,5 242,895 0 2,119,700
ZEBRA TECHNOLOGIES CORP CL A 989207105 214 2,362 SH   DFND 3 2,362 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 358 3,942 SH   DFND 6 510 0 3,432
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,361 15,000 SH   DFND 7 0 0 15,000
ZELTIQ AESTHETICS INC COM 98933Q108 87,307 2,831,900 SH   DFND 1,5 800 0 2,831,100
ZELTIQ AESTHETICS INC COM 98933Q108 771 25,000 SH   DFND 6 25,000 0 0
ZENDESK INC COM 98936J101 207,056 9,125,425 SH   DFND 1,5 457,001 0 8,668,424
ZENDESK INC COM 98936J101 17,554 773,644 SH   DFND 1,9 0 0 773,644
ZENDESK INC COM 98936J101 354 15,600 SH   DFND 6 15,600 0 0
ZILLOW GROUP INC CL A 98954M101 26,850 267,700 SH   DFND 1,5 100 0 267,600
ZILLOW GROUP INC CL A 98954M101 503 5,017 SH   DFND 1,9 0 0 5,017
ZILLOW GROUP INC CL A 98954M101 326 3,254 SH   DFND 6 0 0 3,254
ZIMMER HLDGS INC COM 98956P102 1,594,970 13,571,899 SH   DFND 1,5 252,545 0 13,319,354
ZIMMER HLDGS INC COM 98956P102 6,763 57,546 SH   DFND 2 57,546 0 0
ZIMMER HLDGS INC COM 98956P102 4,245 36,121 SH   DFND 3 36,121 0 0
ZIMMER HLDGS INC COM 98956P102 4,532 38,567 SH   DFND 6 16,351 0 22,216
ZIMMER HLDGS INC COM 98956P102 4,325 36,800 SH   DFND 7 36,800 0 0
ZIONS BANCORPORATION COM 989701107 9,180 340,000 SH   DFND 1,5 0 0 340,000
ZIONS BANCORPORATION COM 989701107 1,856 68,733 SH   DFND 2 68,733 0 0
ZIONS BANCORPORATION COM 989701107 2,528 93,628 SH   DFND 3 93,628 0 0
ZIONS BANCORPORATION COM 989701107 753 27,900 SH   DFND 6 0 0 27,900
ZIOPHARM ONCOLOGY INC COM 98973P101 16,216 1,505,700 SH   DFND 1,5 0 0 1,505,700
ZIOPHARM ONCOLOGY INC COM 98973P101 530 49,200 SH   DFND 6 49,200 0 0
ZOES KITCHEN INC COM 98979J109 15,686 471,200 SH   DFND 1,5 0 0 471,200
ZOES KITCHEN INC COM 98979J109 563 16,900 SH   DFND 6 16,900 0 0
ZOETIS INC CL A 98978V103 7,497 161,956 SH   DFND 1,5 8,320 0 153,636
ZOETIS INC CL A 98978V103 7,852 169,616 SH   DFND 2 169,616 0 0
ZOETIS INC CL A 98978V103 1,497 32,340 SH   DFND 3 32,340 0 0
ZOETIS INC CL A 98978V103 1,750 37,813 SH   DFND 6 3,642 0 34,171
ZOETIS INC CL A 98978V103 4,727 102,107 SH   DFND 7 102,107 0 0
ZOGENIX INC COM 98978L105 15,193 11,089,697 SH   DFND 1,5 0 0 11,089,697
ZOSANO PHARMA CORP COM 98979H103 10,110 1,000,000 SH   DFND 1,5 0 0 1,000,000
ZS PHARMA INC COM 98979G105 156,786 3,725,902 SH   DFND 1,5 100 0 3,725,802
ZS PHARMA INC COM 98979G105 492 11,700 SH   DFND 6 11,700 0 0
ZULILY INC CL A 989774104 130,131 10,017,782 SH   DFND 1,5 5,800 0 10,011,982
ZUMIEZ INC COM 989817101 76,357 1,897,075 SH   DFND 1,5 500 0 1,896,575
ZYNGA INC CL A 98986T108 23,634 8,292,542 SH   DFND 1,5 0 0 8,292,542
ZYNGA INC CL A 98986T108 1,125 394,875 SH   DFND 6 295,539 0 99,336