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 1,431,816 17,244,568 SH   DFND 1,5 501,015 0 16,743,553
MCGRAW HILL FINL INC COM 580645109 7,197 86,680 SH   DFND 2 86,680 0 0
MCGRAW HILL FINL INC COM 580645109 1,696 20,428 SH   DFND 3 20,428 0 0
MCGRAW HILL FINL INC COM 580645109 14,663 176,602 SH   DFND 6 160,102 0 16,500
MCGRAW HILL FINL INC COM 580645109 27,047 325,750 SH   DFND 7 278,650 0 47,100
1ST SOURCE CORP COM 336901103 8,770 286,400 SH   DFND 1,5 0 0 286,400
21VIANET GROUP INC SPONSORED ADR 90138A103 33,281 1,110,468 SH   DFND 1,5 17,700 0 1,092,768
21VIANET GROUP INC SPONSORED ADR 90138A103 3,536 118,000 SH   DFND 6 81,000 0 37,000
21VIANET GROUP INC SPONSORED ADR 90138A103 1,439 48,000 SH   DFND 7 48,000 0 0
3-D SYS CORP DEL COM NEW 88554D205 10,345 173,000 SH   DFND 1,5 300 0 172,700
3-D SYS CORP DEL COM NEW 88554D205 508 8,501 SH   DFND 6 8,501 0 0
3M CO COM 88579Y101 1,426,540 9,959,088 SH   DFND 1,5 401,641 0 9,557,447
3M CO COM 88579Y101 28,352 197,933 SH   DFND 2 197,933 0 0
3M CO COM 88579Y101 10,511 73,382 SH   DFND 3 73,382 0 0
3M CO COM 88579Y101 7,172 50,070 SH   DFND 6 50,070 0 0
500 COM LTD SPON ADR REP A 33829R100 30,099 813,486 SH   DFND 1,5 0 0 813,486
500 COM LTD SPON ADR REP A 33829R100 517 13,964 SH   DFND 6 13,964 0 0
51JOB INC SP ADR REP COM 316827104 22,351 338,856 SH   DFND 1,5 10,947 0 327,909
58 COM INC SPON ADR REP A 31680Q104 96,468 1,784,457 SH   DFND 1,5 31,800 0 1,752,657
8X8 INC NEW COM 282914100 36,770 4,550,718 SH   DFND 1,5 9,300 0 4,541,418
A H BELO CORP COM CL A 001282102 652 55,000 SH   DFND 1,5 0 0 55,000
AAR CORP COM 000361105 45,794 1,661,604 SH   DFND 1,5 0 0 1,661,604
AARONS INC COM PAR $0.50 002535300 404,845 11,359,276 SH   DFND 1,5 12,200 0 11,347,076
AARONS INC COM PAR $0.50 002535300 306 8,582 SH   DFND 6 8,582 0 0
ABBOTT LABS COM 002824100 274,619 6,714,409 SH   DFND 1,5 102,642 0 6,611,767
ABBOTT LABS COM 002824100 19,562 478,282 SH   DFND 2 478,282 0 0
ABBOTT LABS COM 002824100 8,716 213,100 SH   DFND 3 213,100 0 0
ABBOTT LABS COM 002824100 36,462 891,498 SH   DFND 6 838,398 0 53,100
ABBOTT LABS COM 002824100 67,272 1,644,780 SH   DFND 7 1,492,680 0 152,100
ABBVIE INC COM 00287Y109 3,103,549 54,988,463 SH   DFND 1,5 1,233,344 0 53,755,119
ABBVIE INC COM 00287Y109 28,578 506,346 SH   DFND 2 506,346 0 0
ABBVIE INC COM 00287Y109 9,362 165,870 SH   DFND 3 165,870 0 0
ABBVIE INC COM 00287Y109 28,684 508,213 SH   DFND 6 436,243 0 71,970
ABBVIE INC COM 00287Y109 28,288 501,210 SH   DFND 7 390,910 0 110,300
ABBVIE INC COM 00287Y109 23,449 415,474 SH   DFND   415,474 0 0
ABENGOA YIELD PLC ORD SHS G00349103 44,972 1,189,100 SH   DFND 1,5 1,100 0 1,188,000
ABERCROMBIE & FITCH CO CL A 002896207 481,748 11,138,689 SH   DFND 1,5 271,889 0 10,866,800
ABERCROMBIE & FITCH CO CL A 002896207 2,254 52,112 SH   DFND 6 52,112 0 0
ABRAXAS PETE CORP COM 003830106 1,005 160,500 SH   DFND 1,5 0 0 160,500
ACACIA RESH CORP ACACIA TCH COM 003881307 131,947 7,433,660 SH   DFND 1,5 96,077 0 7,337,583
ACACIA RESH CORP ACACIA TCH COM 003881307 3,120 175,798 SH   DFND 6 175,798 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 335,313 14,843,448 SH   DFND 1,5 352,400 0 14,491,048
ACADIA RLTY TR COM SH BEN INT 004239109 204,730 7,288,353 SH   DFND 1,5 1,916,760 0 5,371,593
ACADIA RLTY TR COM SH BEN INT 004239109 2,455 87,413 SH   DFND 6 87,413 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 1,531 54,500 SH   DFND 7 7,200 0 47,300
ACCELERON PHARMA INC COM 00434H108 160,283 4,718,364 SH   DFND 1,5 1,800 0 4,716,564
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 157,691 1,950,657 SH   DFND 1,5 93,161 0 1,857,496
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,297 201,597 SH   DFND 2 201,597 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,031 74,609 SH   DFND 3 74,609 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,001 61,865 SH   DFND 6 61,865 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,307 65,647 SH   DFND 7 65,647 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 695 8,600 SH   DFND   8,600 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 175,754 2,765,600 SH   DFND 1,5 0 0 2,765,600
ACCO BRANDS CORP COM 00081T108 74,997 11,700,000 SH   DFND 1,5 0 0 11,700,000
ACCURAY INC COM 004397105 80,073 9,099,190 SH   DFND 1,5 0 0 9,099,190
ACCURAY INC COM 004397105 1,552 176,375 SH   DFND 6 176,375 0 0
ACE LTD SHS H0023R105 1,302,876 12,563,894 SH   DFND 1,5 595,673 0 11,968,221
ACE LTD SHS H0023R105 11,152 107,538 SH   DFND 2 107,538 0 0
ACE LTD SHS H0023R105 5,173 49,885 SH   DFND 3 49,885 0 0
ACE LTD SHS H0023R105 9,086 87,622 SH   DFND 6 87,622 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 6,798 663,239 SH   DFND 1,5 200 0 663,039
ACETO CORP COM 004446100 25,122 1,384,900 SH   DFND 1,5 0 0 1,384,900
ACHAOGEN INC COM 004449104 36,722 2,630,497 SH   DFND 1,5 0 0 2,630,497
ACHAOGEN INC COM 004449104 302 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 49,391 6,524,572 SH   DFND 1,5 0 0 6,524,572
ACHILLION PHARMACEUTICALS IN COM 00448Q201 297 39,200 SH   DFND   39,200 0 0
ACNB CORP COM 000868109 2,188 113,419 SH   DFND 1,5 2,600 0 110,819
ACORDA THERAPEUTICS INC COM 00484M106 159,591 4,734,247 SH   DFND 1,5 60 0 4,734,187
ACTAVIS PLC SHS G0083B108 3,666,045 16,435,977 SH   DFND 1,5 283,915 0 16,152,062
ACTAVIS PLC SHS G0083B108 18,793 84,255 SH   DFND 2 84,255 0 0
ACTAVIS PLC SHS G0083B108 1,244 5,577 SH   DFND 3 5,577 0 0
ACTAVIS PLC SHS G0083B108 64,268 288,133 SH   DFND 6 273,777 0 14,356
ACTAVIS PLC SHS G0083B108 22,581 101,236 SH   DFND 7 60,120 0 41,116
ACTAVIS PLC SHS G0083B108 15,346 68,800 SH   DFND   68,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,052,854 47,213,185 SH   DFND 1,5 1,070,852 0 46,142,333
ACTIVISION BLIZZARD INC COM 00507V109 29,833 1,337,812 SH   DFND 6 861,152 0 476,660
ACTIVISION BLIZZARD INC COM 00507V109 81,934 3,674,154 SH   DFND 7 3,383,254 0 290,900
ACTIVISION BLIZZARD INC COM 00507V109 11,558 518,291 SH   DFND   518,291 0 0
ACTUATE CORP COM 00508B102 1,095 229,600 SH   DFND 1,5 0 0 229,600
ACTUATE CORP COM 00508B102 10,852 2,275,000 SH   DFND   2,275,000 0 0
ACUITY BRANDS INC COM 00508Y102 242,576 1,754,615 SH   DFND 1,5 80 0 1,754,535
ACUITY BRANDS INC COM 00508Y102 1,555 11,246 SH   DFND 6 11,246 0 0
ACUITY BRANDS INC COM 00508Y102 968 7,000 SH   DFND   7,000 0 0
ACXIOM CORP COM 005125109 12,847 592,300 SH   DFND 1,5 0 0 592,300
ADAMAS PHARMACEUTICALS INC COM 00548A106 23,759 1,299,741 SH   DFND 1,5 0 0 1,299,741
ADAMS RES & ENERGY INC COM NEW 006351308 12,419 158,951 SH   DFND 1,5 4,000 0 154,951
ADOBE SYS INC COM 00724F101 1,777,584 24,565,833 SH   DFND 1,5 923,806 0 23,642,027
ADOBE SYS INC COM 00724F101 10,666 147,404 SH   DFND 2 147,404 0 0
ADOBE SYS INC COM 00724F101 4,326 59,784 SH   DFND 3 59,784 0 0
ADOBE SYS INC COM 00724F101 34,402 475,435 SH   DFND 6 443,535 0 31,900
ADOBE SYS INC COM 00724F101 55,942 773,100 SH   DFND 7 681,700 0 91,400
ADTRAN INC COM 00738A106 1,726 76,500 SH   DFND 1,5 0 0 76,500
ADTRAN INC COM 00738A106 1,460 64,700 SH   DFND 6 64,700 0 0
ADTRAN INC COM 00738A106 997 44,183 SH   DFND 7 43,633 0 550
ADVANCE AUTO PARTS INC COM 00751Y106 68,611 508,529 SH   DFND 1,5 0 0 508,529
ADVANCE AUTO PARTS INC COM 00751Y106 752 5,571 SH   DFND 6 5,571 0 0
ADVANCED ENERGY INDS COM 007973100 9,627 500,088 SH   DFND 1,5 300 0 499,788
ADVANCED MICRO DEVICES INC COM 007903107 20,748 4,951,876 SH   DFND 1,5 3,112 0 4,948,764
ADVANCED MICRO DEVICES INC COM 007903107 183 43,710 SH   DFND 3 43,710 0 0
ADVANCED MICRO DEVICES INC COM 007903107 202 48,102 SH   DFND 6 48,102 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 26 25,000 PRN   DFND   0 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 2,706 402,700 SH   DFND 6 99,900 0 302,800
ADVANTAGE OIL & GAS LTD COM 00765F101 1,048 156,000 SH   DFND 7 111,200 0 44,800
ADVENT SOFTWARE INC COM 007974108 218 6,682 SH   DFND   6,682 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 486,511 15,109,028 SH   DFND 1,5 885,453 0 14,223,575
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 375 11,657 SH   DFND 6 11,657 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 265 26,300 SH   DFND 1,5 0 0 26,300
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 7,263 719,823 SH   DFND 6 719,823 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,214 120,300 SH   DFND 7 120,300 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 120,388 3,751,574 SH   DFND 1,5 11,400 0 3,740,174
AEGERION PHARMACEUTICALS INC COM 00767E102 762 23,738 SH   DFND 6 23,738 0 0
AEGION CORP COM 00770F104 1,219 52,400 SH   DFND 1,5 0 0 52,400
AERCAP HOLDINGS NV SHS N00985106 298,239 6,511,763 SH   DFND 1,5 147,400 0 6,364,363
AERCAP HOLDINGS NV SHS N00985106 1,644 35,900 SH   DFND 6 35,900 0 0
AERCAP HOLDINGS NV SHS N00985106 3,898 85,118 SH   DFND 7 85,118 0 0
AEROFLEX HLDG CORP COM 007767106 22,815 2,172,862 SH   DFND   2,172,862 0 0
AEROPOSTALE COM 007865108 29,062 8,327,100 SH   DFND 1,5 150,000 0 8,177,100
AEROVIRONMENT INC COM 008073108 26,467 832,280 SH   DFND 1,5 32,300 0 799,980
AES CORP COM 00130H105 278,695 17,922,528 SH   DFND 1,5 584,416 0 17,338,112
AES CORP COM 00130H105 3,268 210,190 SH   DFND 2 210,190 0 0
AES CORP COM 00130H105 734 47,206 SH   DFND 3 47,206 0 0
AES CORP COM 00130H105 1,648 105,989 SH   DFND 6 105,989 0 0
AETNA INC NEW COM 00817Y108 715,911 8,829,686 SH   DFND 1,5 205,224 0 8,624,462
AETNA INC NEW COM 00817Y108 9,228 113,812 SH   DFND 2 113,812 0 0
AETNA INC NEW COM 00817Y108 1,873 23,100 SH   DFND 3 23,100 0 0
AETNA INC NEW COM 00817Y108 4,191 51,693 SH   DFND 6 51,693 0 0
AFFILIATED MANAGERS GROUP COM 008252108 280,974 1,367,938 SH   DFND 1,5 18,864 0 1,349,074
AFFILIATED MANAGERS GROUP COM 008252108 3,616 17,603 SH   DFND 2 17,603 0 0
AFFILIATED MANAGERS GROUP COM 008252108 974 4,740 SH   DFND 6 4,740 0 0
AFFILIATED MANAGERS GROUP COM 008252108 4,634 22,561 SH   DFND 7 22,561 0 0
AFLAC INC COM 001055102 434,638 6,982,136 SH   DFND 1,5 72,222 0 6,909,914
AFLAC INC COM 001055102 9,003 144,619 SH   DFND 2 144,619 0 0
AFLAC INC COM 001055102 3,674 59,018 SH   DFND 3 59,018 0 0
AFLAC INC COM 001055102 4,943 79,410 SH   DFND 6 79,410 0 0
AFLAC INC COM 001055102 33,926 544,991 SH   DFND 7 544,991 0 0
AG MTG INVT TR INC COM 001228105 14,798 781,700 SH   DFND 1,5 0 0 781,700
AGCO CORP COM 001084102 772 13,739 SH   DFND 6 13,739 0 0
AGENUS INC COM NEW 00847G705 514 159,514 SH   DFND 1,5 0 0 159,514
AGILENT TECHNOLOGIES INC COM 00846U101 950,770 16,552,402 SH   DFND 1,5 62,698 0 16,489,704
AGILENT TECHNOLOGIES INC COM 00846U101 6,096 106,125 SH   DFND 2 106,125 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,501 26,140 SH   DFND 3 26,140 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 51,924 903,976 SH   DFND 6 626,606 0 277,370
AGILENT TECHNOLOGIES INC COM 00846U101 174,060 3,030,296 SH   DFND 7 2,853,096 0 177,200
AGIOS PHARMACEUTICALS INC COM 00847X104 233,299 5,091,646 SH   DFND 1,5 154,355 0 4,937,291
AGL RES INC COM 001204106 34,350 624,200 SH   DFND 1,5 0 0 624,200
AGL RES INC COM 001204106 2,090 37,977 SH   DFND 2 37,977 0 0
AGL RES INC COM 001204106 1,180 21,442 SH   DFND 3 21,442 0 0
AGL RES INC COM 001204106 958 17,410 SH   DFND 6 17,410 0 0
AGNICO EAGLE MINES LTD COM 008474108 89,329 2,332,801 SH   DFND 1,5 0 0 2,332,801
AGNICO EAGLE MINES LTD COM 008474108 4,678 122,177 SH   DFND 6 1,377 0 120,800
AGNICO EAGLE MINES LTD COM 008474108 62,313 1,627,300 SH   DFND   1,170,200 0 457,100
AGRIUM INC COM 008916108 111,959 1,222,155 SH   DFND 1,5 246,000 0 976,155
AGRIUM INC COM 008916108 15,380 167,888 SH   DFND 6 58,652 0 109,236
AGRIUM INC COM 008916108 3,902 42,600 SH   DFND 7 28,300 0 14,300
AGRIUM INC COM 008916108 119,170 1,300,870 SH   DFND   982,170 0 318,700
AIR LEASE CORP CL A 00912X302 553,360 14,343,183 SH   DFND 1,5 309,804 0 14,033,379
AIR LEASE CORP CL A 00912X302 558 14,470 SH   DFND 6 14,470 0 0
AIR LEASE CORP CL A 00912X302 235 6,100 SH   DFND 7 6,100 0 0
AIR METHODS CORP COM PAR $.06 009128307 147,281 2,851,515 SH   DFND 1,5 0 0 2,851,515
AIR METHODS CORP COM PAR $.06 009128307 79,070 1,530,877 SH   DFND 6 1,498,577 0 32,300
AIR METHODS CORP COM PAR $.06 009128307 27,415 530,790 SH   DFND 7 386,780 0 144,010
AIR METHODS CORP COM PAR $.06 009128307 31,818 616,036 SH   DFND   616,036 0 0
AIR PRODS & CHEMS INC COM 009158106 27,919 217,064 SH   DFND 1,5 110 0 216,954
AIR PRODS & CHEMS INC COM 009158106 8,694 67,598 SH   DFND 2 67,598 0 0
AIR PRODS & CHEMS INC COM 009158106 3,302 25,676 SH   DFND 3 25,676 0 0
AIR PRODS & CHEMS INC COM 009158106 3,991 31,031 SH   DFND 6 31,031 0 0
AIR T INC COM 009207101 3,194 244,600 SH   DFND 1,5 6,100 0 238,500
AIR TRANSPORT SERVICES GRP I COM 00922R105 8,014 957,449 SH   DFND 6 957,449 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,337 159,690 SH   DFND 7 159,690 0 0
AIRCASTLE LTD COM G0129K104 10,758 605,400 SH   DFND 1,5 0 0 605,400
AIRGAS INC COM 009363102 928,887 8,528,939 SH   DFND 1,5 0 0 8,528,939
AIRGAS INC COM 009363102 2,319 21,293 SH   DFND 2 21,293 0 0
AIRGAS INC COM 009363102 379 3,477 SH   DFND 3 3,477 0 0
AIRGAS INC COM 009363102 3,689 33,868 SH   DFND 6 33,868 0 0
AIXTRON SE SPONSORED ADR 009606104 198 13,600 SH   DFND 1,5 0 0 13,600
AKAMAI TECHNOLOGIES INC COM 00971T101 590,216 9,666,167 SH   DFND 1,5 329,112 0 9,337,055
AKAMAI TECHNOLOGIES INC COM 00971T101 3,461 56,683 SH   DFND 2 56,683 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,845 46,588 SH   DFND 6 46,588 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 28,321 1,019,100 SH   DFND 1,5 10,900 0 1,008,200
AKORN INC COM 009728106 10,032 301,700 SH   DFND 1,5 900 0 300,800
AKORN INC NOTE 3.500% 6/0 009728AB2 19,019 5,000,000 PRN   DFND 1,5 0 0 0
ALAMOS GOLD INC COM 011527108 11,180 1,105,600 SH   DFND 1,5 0 0 1,105,600
ALAMOS GOLD INC COM 011527108 13,529 1,337,900 SH   DFND 6 528,800 0 809,100
ALAMOS GOLD INC COM 011527108 5,129 507,200 SH   DFND 7 387,900 0 119,300
ALAMOS GOLD INC COM 011527108 98,562 9,747,040 SH   DFND   9,747,040 0 0
ALASKA AIR GROUP INC COM 011659109 7,404 77,900 SH   DFND 1,5 0 0 77,900
ALASKA AIR GROUP INC COM 011659109 28,866 303,693 SH   DFND 6 303,693 0 0
ALASKA AIR GROUP INC COM 011659109 12,874 135,440 SH   DFND 7 116,380 0 19,060
ALBEMARLE CORP COM 012653101 63,305 885,390 SH   DFND 1,5 0 0 885,390
ALBEMARLE CORP COM 012653101 5,662 79,193 SH   DFND 6 48,181 0 31,012
ALBEMARLE CORP COM 012653101 4,149 58,032 SH   DFND 7 31,232 0 26,800
ALCATEL-LUCENT SPONSORED ADR 013904305 14,022 3,938,700 SH   DFND 1,5 0 0 3,938,700
ALCOA INC COM 013817101 26,814 1,800,800 SH   DFND 1,5 800 0 1,800,000
ALCOA INC COM 013817101 5,559 373,306 SH   DFND 2 373,306 0 0
ALCOA INC COM 013817101 1,780 119,527 SH   DFND 3 119,527 0 0
ALCOA INC COM 013817101 2,551 171,303 SH   DFND 6 171,303 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 15,406 767,604 SH   DFND 1,5 0 0 767,604
ALDEYRA THERAPEUTICS INC COM 01438T106 5,526 834,811 SH   DFND 1,5 0 0 834,811
ALERE INC PERP PFD CONV SE 01449J204 159,629 506,985 SH   DFND 1,5 65,904 0 441,081
ALERE INC COM 01449J105 96,305 2,573,623 SH   DFND 1,5 0 0 2,573,623
ALERE INC NOTE 3.000% 5/1 01449JAA3 34,313 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 9,423 251,813 SH   DFND 6 251,813 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 746 18,000 SH   DFND 1,5 0 0 18,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 214,169 2,758,491 SH   DFND 1,5 434,756 0 2,323,735
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 37,494 482,924 SH   DFND 6 482,924 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 17,160 221,021 SH   DFND 7 23,750 0 197,271
ALEXION PHARMACEUTICALS INC COM 015351109 2,744,114 17,562,331 SH   DFND 1,5 547,286 0 17,015,045
ALEXION PHARMACEUTICALS INC COM 015351109 9,842 62,987 SH   DFND 2 62,987 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,768 24,112 SH   DFND 3 24,112 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 9,392 60,107 SH   DFND 6 60,107 0 0
ALIGN TECHNOLOGY INC COM 016255101 230,405 4,111,439 SH   DFND 1,5 91,208 0 4,020,231
ALIGN TECHNOLOGY INC COM 016255101 362 6,468 SH   DFND 6 6,468 0 0
ALKERMES PLC SHS G01767105 1,017,835 20,223,225 SH   DFND 1,5 1,326,800 0 18,896,425
ALKERMES PLC SHS G01767105 798 15,864 SH   DFND 6 15,864 0 0
ALLEGHANY CORP DEL COM 017175100 2,526 5,767 SH   DFND 3 5,767 0 0
ALLEGHANY CORP DEL COM 017175100 1,055 2,407 SH   DFND 6 2,407 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 21,373 473,900 SH   DFND 1,5 400 0 473,500
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,559 34,574 SH   DFND 2 34,574 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 715 15,854 SH   DFND 6 15,854 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,936 24,933 SH   DFND 6 24,933 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 35,995 635,058 SH   DFND 1,5 1,866 0 633,192
ALLEGION PUB LTD CO ORD SHS G0176J109 1,620 28,587 SH   DFND 2 28,587 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 364 6,424 SH   DFND 3 6,424 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 424 7,489 SH   DFND 6 7,489 0 0
ALLERGAN INC COM 018490102 631,580 3,732,301 SH   DFND 1,5 135,596 0 3,596,705
ALLERGAN INC COM 018490102 16,034 94,755 SH   DFND 2 94,755 0 0
ALLERGAN INC COM 018490102 8,584 50,727 SH   DFND 3 50,727 0 0
ALLERGAN INC COM 018490102 17,017 100,559 SH   DFND 6 100,559 0 0
ALLERGAN INC COM 018490102 32,413 191,541 SH   DFND 7 191,541 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 621,196 2,208,696 SH   DFND 1,5 33,880 0 2,174,816
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,855 17,262 SH   DFND 2 17,262 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 432 1,537 SH   DFND 3 1,537 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,177 4,184 SH   DFND 6 4,184 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 30,634 1,183,700 SH   DFND 1,5 0 0 1,183,700
ALLIANT ENERGY CORP COM 018802108 57,745 948,822 SH   DFND 1,5 22 0 948,800
ALLIANT ENERGY CORP COM 018802108 200 3,291 SH   DFND 3 3,291 0 0
ALLIANT ENERGY CORP COM 018802108 14,891 244,676 SH   DFND 6 244,676 0 0
ALLIANT ENERGY CORP COM 018802108 8,662 142,321 SH   DFND 7 133,211 0 9,110
ALLIANT TECHSYSTEMS INC COM 018804104 169,629 1,266,641 SH   DFND 1,5 5,227 0 1,261,414
ALLIANT TECHSYSTEMS INC COM 018804104 623 4,652 SH   DFND 6 4,652 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 91,859 685,925 SH   DFND   685,920 0 5
ALLIED NEVADA GOLD CORP COM 019344100 1,023 272,100 SH   DFND 1,5 0 0 272,100
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 267,393 7,032,959 SH   DFND 1,5 336,671 0 6,696,288
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 808 21,258 SH   DFND 6 21,258 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 147,902 4,755,687 SH   DFND 1,5 21,948 0 4,733,739
ALLISON TRANSMISSION HLDGS I COM 01973R101 500 16,093 SH   DFND 6 16,093 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 995 32,000 SH   DFND   32,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 17,409 1,334,000 SH   DFND 1,5 0 0 1,334,000
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 29,222 1,820,663 SH   DFND 1,5 16,163 0 1,804,500
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 637 39,676 SH   DFND 6 39,676 0 0
ALLSTATE CORP COM 020002101 176,299 3,002,373 SH   DFND 1,5 557,800 0 2,444,573
ALLSTATE CORP COM 020002101 8,115 138,201 SH   DFND 2 138,201 0 0
ALLSTATE CORP COM 020002101 5,340 90,942 SH   DFND 3 90,942 0 0
ALLSTATE CORP COM 020002101 3,724 63,425 SH   DFND 6 63,425 0 0
ALLY FINL INC COM 02005N100 536 22,401 SH   DFND 6 22,401 0 0
ALMOST FAMILY INC COM 020409108 27,000 1,222,814 SH   DFND 1,5 23,400 0 1,199,414
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 712,817 11,284,108 SH   DFND 1,5 648,137 0 10,635,971
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,089 48,900 SH   DFND 6 48,900 0 0
ALON USA ENERGY INC COM 020520102 4,307 346,200 SH   DFND 1,5 0 0 346,200
ALON USA ENERGY INC COM 020520102 4,141 332,870 SH   DFND 6 332,870 0 0
ALON USA ENERGY INC COM 020520102 693 55,670 SH   DFND 7 55,670 0 0
ALON USA PARTNERS LP UT LTDPART INT 02052T109 1,277 71,200 SH   DFND 1,5 0 0 71,200
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 34,971 3,772,500 SH   DFND 1,5 371,100 0 3,401,400
ALPHA NATURAL RESOURCES INC COM 02076X102 2,783 750,000 SH   DFND 1,5 0 0 750,000
ALPS ETF TR ALERIAN MLP 00162Q866 25,342 1,333,800 SH   DFND 3 1,333,800 0 0
ALTERA CORP COM 021441100 204,147 5,873,040 SH   DFND 1,5 229 0 5,872,811
ALTERA CORP COM 021441100 3,467 99,754 SH   DFND 2 99,754 0 0
ALTERA CORP COM 021441100 416 11,982 SH   DFND 3 11,982 0 0
ALTERA CORP COM 021441100 1,314 37,797 SH   DFND 6 37,797 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 42,449 58,708 SH   DFND 1,5 0 0 58,708
ALTISOURCE ASSET MGMT CORP COM 02153X108 217 300 SH   DFND   300 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 104,251 909,851 SH   DFND 1,5 150 0 909,701
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 190,693 7,325,886 SH   DFND 1,5 300 0 7,325,586
ALTRIA GROUP INC COM 02209S103 1,402,773 33,447,132 SH   DFND 1,5 1,097,695 0 32,349,437
ALTRIA GROUP INC COM 02209S103 26,530 632,575 SH   DFND 2 632,575 0 0
ALTRIA GROUP INC COM 02209S103 10,581 252,288 SH   DFND 3 252,288 0 0
ALTRIA GROUP INC COM 02209S103 12,682 302,391 SH   DFND 6 302,391 0 0
ALTRIA GROUP INC COM 02209S103 15,603 372,031 SH   DFND   372,031 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 23,701 1,143,873 SH   DFND 1,5 0 0 1,143,873
AMARIN CORP PLC SPONS ADR NEW 023111206 659 374,200 SH   DFND 1,5 0 0 374,200
AMAZON COM INC COM 023135106 3,910,371 12,040,060 SH   DFND 1,5 408,695 0 11,631,365
AMAZON COM INC COM 023135106 38,550 118,695 SH   DFND 2 118,695 0 0
AMAZON COM INC COM 023135106 16,875 51,958 SH   DFND 3 51,958 0 0
AMAZON COM INC COM 023135106 32,389 99,725 SH   DFND 6 99,725 0 0
AMAZON COM INC COM 023135106 260 800 SH   DFND   800 0 0
AMBAC FINL GROUP INC COM NEW 023139884 53,428 1,956,360 SH   DFND 1,5 80,000 0 1,876,360
AMBARELLA INC SHS G037AX101 14,773 473,800 SH   DFND 1,5 600 0 473,200
AMBARELLA INC SHS G037AX101 18,362 588,900 SH   DFND 6 588,900 0 0
AMBARELLA INC SHS G037AX101 5,092 163,300 SH   DFND 7 150,600 0 12,700
AMBARELLA INC SHS G037AX101 5,191 166,500 SH   DFND   166,500 0 0
AMBASSADORS GROUP INC COM 023177108 8,161 1,770,356 SH   DFND 1,5 44,200 0 1,726,156
AMBER RD INC COM 02318Y108 339 21,000 SH   DFND 1,5 0 0 21,000
AMBEV SA SPONSORED ADR 02319V103 175,803 24,972,068 SH   DFND 1,5 687,671 0 24,284,397
AMBEV SA SPONSORED ADR 02319V103 417 59,200 SH   DFND 7 59,200 0 0
AMBIT BIOSCIENCES CORP COM 02318X100 2,755 398,679 SH   DFND 1,5 0 0 398,679
AMC NETWORKS INC CL A 00164V103 103,987 1,691,125 SH   DFND 1,5 8,325 0 1,682,800
AMC NETWORKS INC CL A 00164V103 59,776 972,133 SH   DFND 6 936,373 0 35,760
AMC NETWORKS INC CL A 00164V103 18,806 305,840 SH   DFND 7 210,730 0 95,110
AMDOCS LTD SHS G02602103 662,133 14,291,659 SH   DFND 1,5 628,212 0 13,663,447
AMDOCS LTD SHS G02602103 1,082 23,363 SH   DFND 6 23,363 0 0
AMDOCS LTD SHS G02602103 3,565 76,956 SH   DFND   76,800 0 156
AMEDISYS INC COM 023436108 73,313 4,379,500 SH   DFND 1,5 36,500 0 4,343,000
AMERCO COM 023586100 3,149 10,830 SH   DFND 1,5 30 0 10,800
AMERCO COM 023586100 229 789 SH   DFND 6 789 0 0
AMEREN CORP COM 023608102 16,697 408,436 SH   DFND 1,5 408,436 0 0
AMEREN CORP COM 023608102 3,159 77,265 SH   DFND 2 77,265 0 0
AMEREN CORP COM 023608102 960 23,477 SH   DFND 3 23,477 0 0
AMEREN CORP COM 023608102 1,449 35,453 SH   DFND 6 35,453 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 153,852 7,414,542 SH   DFND 1,5 265,616 0 7,148,926
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 387 18,672 SH   DFND 3 18,672 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 631 30,400 SH   DFND 7 30,400 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,428,674 33,255,916 SH   DFND 1,5 1,178,868 0 32,077,048
AMERICAN AIRLS GROUP INC COM 02376R102 33,162 771,922 SH   DFND 6 715,562 0 56,360
AMERICAN AIRLS GROUP INC COM 02376R102 41,667 969,910 SH   DFND 7 884,810 0 85,100
AMERICAN ASSETS TR INC COM 024013104 54,803 1,586,192 SH   DFND 1,5 1,586,192 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 591 15,455 SH   DFND 6 15,455 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 245,962 10,506,711 SH   DFND 1,5 1,270,264 0 9,236,447
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,682 71,867 SH   DFND 3 71,867 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 3,287 140,408 SH   DFND 6 140,408 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,236 52,817 SH   DFND   52,817 0 0
AMERICAN ELEC PWR INC COM 025537101 476,082 8,536,522 SH   DFND 1,5 589,398 0 7,947,124
AMERICAN ELEC PWR INC COM 025537101 8,668 155,427 SH   DFND 2 155,427 0 0
AMERICAN ELEC PWR INC COM 025537101 4,565 81,848 SH   DFND 3 81,848 0 0
AMERICAN ELEC PWR INC COM 025537101 12,300 220,555 SH   DFND 6 183,425 0 37,130
AMERICAN ELEC PWR INC COM 025537101 9,685 173,660 SH   DFND 7 173,660 0 0
AMERICAN EXPRESS CO COM 025816109 2,978,696 31,397,660 SH   DFND 1,5 965,087 0 30,432,573
AMERICAN EXPRESS CO COM 025816109 27,504 289,911 SH   DFND 2 289,911 0 0
AMERICAN EXPRESS CO COM 025816109 13,044 137,495 SH   DFND 3 137,495 0 0
AMERICAN EXPRESS CO COM 025816109 13,137 138,477 SH   DFND 6 138,477 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 538 9,039 SH   DFND 6 9,039 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3,568 200,900 SH   DFND 1,5 0 0 200,900
AMERICAN HOMES 4 RENT CL A 02665T306 366 20,595 SH   DFND 6 20,595 0 0
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 1,505 56,569 SH   DFND 1,5 0 0 56,569
AMERICAN INTL GROUP INC COM NEW 026874784 930,241 17,043,630 SH   DFND 1,5 368,503 0 16,675,127
AMERICAN INTL GROUP INC COM NEW 026874784 25,144 460,676 SH   DFND 2 460,676 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,999 128,233 SH   DFND 3 128,233 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 44,886 822,387 SH   DFND 6 766,727 0 55,660
AMERICAN INTL GROUP INC COM NEW 026874784 60,948 1,116,670 SH   DFND 7 1,116,670 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 20,286 590,063 SH   DFND 1,5 600 0 589,463
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 14,228 14,000,000 PRN   DFND 1,5 0 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 4,586 366,022 SH   DFND 6 278,652 0 87,370
AMERICAN RLTY CAP PPTYS INC COM 02917T104 616 49,160 SH   DFND 7 49,160 0 0
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 22,344 210,000 SH   DFND 1,5 27,800 0 182,200
AMERICAN TOWER CORP NEW COM 03027X100 988,366 10,984,286 SH   DFND 1,5 149,273 0 10,835,013
AMERICAN TOWER CORP NEW COM 03027X100 11,340 126,023 SH   DFND 2 126,023 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,025 55,841 SH   DFND 3 55,841 0 0
AMERICAN TOWER CORP NEW COM 03027X100 26,598 295,595 SH   DFND 6 259,295 0 36,300
AMERICAN TOWER CORP NEW COM 03027X100 42,581 473,226 SH   DFND 7 367,850 0 105,376
AMERICAN WOODMARK CORP COM 030506109 1,791 56,200 SH   DFND 1,5 0 0 56,200
AMERICAN WOODMARK CORP COM 030506109 5,602 175,780 SH   DFND 6 175,780 0 0
AMERICAN WOODMARK CORP COM 030506109 883 27,710 SH   DFND 7 27,710 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,313 26,556 SH   DFND 6 26,556 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,912 79,120 SH   DFND 7 79,120 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 20,621 417,001 SH   DFND   417,001 0 0
AMERIPRISE FINL INC COM 03076C106 1,579,691 13,164,089 SH   DFND 1,5 314,331 0 12,849,758
AMERIPRISE FINL INC COM 03076C106 7,256 60,466 SH   DFND 2 60,466 0 0
AMERIPRISE FINL INC COM 03076C106 1,896 15,797 SH   DFND 3 15,797 0 0
AMERIPRISE FINL INC COM 03076C106 15,609 130,073 SH   DFND 6 102,993 0 27,080
AMERIPRISE FINL INC COM 03076C106 11,797 98,310 SH   DFND 7 51,710 0 46,600
AMERISAFE INC COM 03071H100 105,570 2,595,781 SH   DFND 1,5 413 0 2,595,368
AMERISOURCEBERGEN CORP COM 03073E105 400,999 5,518,846 SH   DFND 1,5 200,937 0 5,317,909
AMERISOURCEBERGEN CORP COM 03073E105 5,225 71,917 SH   DFND 2 71,917 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,732 51,369 SH   DFND 3 51,369 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,276 17,564 SH   DFND 6 17,564 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,161 57,270 SH   DFND 7 57,270 0 0
AMERISOURCEBERGEN CORP COM 03073E105 730 10,048 SH   DFND   10,001 0 47
AMETEK INC NEW COM 031100100 521,698 9,978,915 SH   DFND 1,5 3,300 0 9,975,615
AMETEK INC NEW COM 031100100 4,084 78,115 SH   DFND 2 78,115 0 0
AMETEK INC NEW COM 031100100 340 6,501 SH   DFND 3 6,501 0 0
AMETEK INC NEW COM 031100100 2,418 46,245 SH   DFND 6 46,245 0 0
AMGEN INC COM 031162100 4,364,755 36,873,829 SH   DFND 1,5 632,991 0 36,240,838
AMGEN INC COM 031162100 28,535 241,069 SH   DFND 2 241,069 0 0
AMGEN INC COM 031162100 10,267 86,735 SH   DFND 3 86,735 0 0
AMGEN INC COM 031162100 26,451 223,462 SH   DFND 6 223,462 0 0
AMGEN INC COM 031162100 10,399 87,853 SH   DFND 7 87,853 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,878 562,204 SH   DFND 1,5 0 0 562,204
AMIRA NATURE FOODS LTD SHS G0335L102 43,468 3,175,152 SH   DFND 1,5 261,944 0 2,913,208
AMIRA NATURE FOODS LTD SHS G0335L102 5,405 394,800 SH   DFND 6 394,800 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 218 17,700 SH   DFND 1,5 0 0 17,700
AMPHENOL CORP NEW CL A 032095101 1,704,620 17,693,797 SH   DFND 1,5 501,643 0 17,192,154
AMPHENOL CORP NEW CL A 032095101 4,821 50,040 SH   DFND 2 50,040 0 0
AMPHENOL CORP NEW CL A 032095101 1,065 11,050 SH   DFND 3 11,050 0 0
AMPHENOL CORP NEW CL A 032095101 1,150 11,941 SH   DFND 6 11,941 0 0
AMSURG CORP COM 03232P405 223,660 4,908,051 SH   DFND 1,5 935 0 4,907,116
AMTRUST FINL SVCS INC COM 032359309 23,460 561,100 SH   DFND 1,5 529,500 0 31,600
AMTRUST FINL SVCS INC COM 032359309 11,256 269,220 SH   DFND 6 269,220 0 0
AMTRUST FINL SVCS INC COM 032359309 3,247 77,670 SH   DFND 7 56,270 0 21,400
AMYRIS INC COM 03236M101 18,385 4,928,945 SH   DFND 1,5 16,333 0 4,912,612
AMYRIS INC COM 03236M101 1,614 432,789 SH   DFND 6 432,789 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 20,379 1,149,416 SH   DFND 1,5 0 0 1,149,416
ANADARKO PETE CORP COM 032511107 2,657,792 24,278,723 SH   DFND 1,5 502,385 0 23,776,338
ANADARKO PETE CORP COM 032511107 17,606 160,831 SH   DFND 2 160,831 0 0
ANADARKO PETE CORP COM 032511107 7,256 66,285 SH   DFND 3 66,285 0 0
ANADARKO PETE CORP COM 032511107 18,347 167,596 SH   DFND 6 167,596 0 0
ANADARKO PETE CORP COM 032511107 2,321 21,200 SH   DFND 7 21,200 0 0
ANADARKO PETE CORP COM 032511107 1,983 18,111 SH   DFND   18,111 0 0
ANALOG DEVICES INC COM 032654105 160,726 2,972,549 SH   DFND 1,5 51,634 0 2,920,915
ANALOG DEVICES INC COM 032654105 5,409 100,037 SH   DFND 2 100,037 0 0
ANALOG DEVICES INC COM 032654105 1,754 32,444 SH   DFND 3 32,444 0 0
ANALOG DEVICES INC COM 032654105 1,953 36,122 SH   DFND 6 36,122 0 0
ANDERSONS INC COM 034164103 31,005 601,100 SH   DFND 1,5 0 0 601,100
ANGIES LIST INC COM 034754101 6,770 566,966 SH   DFND 1,5 0 0 566,966
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 80,283 4,664,877 SH   DFND 1,5 979,565 0 3,685,312
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 526,298 4,578,891 SH   DFND 1,5 103,355 0 4,475,536
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 247 2,148 SH   DFND 3 2,148 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2,955 25,709 SH   DFND 6 25,709 0 0
ANN INC COM 035623107 19,023 462,400 SH   DFND 1,5 0 0 462,400
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 39,659 38,786,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 274,964 24,056,338 SH   DFND 1,5 783,518 0 23,272,820
ANNALY CAP MGMT INC COM 035710409 1,449 126,767 SH   DFND 3 126,767 0 0
ANNALY CAP MGMT INC COM 035710409 3,413 298,602 SH   DFND 6 298,602 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 23,027 22,520,000 PRN   DFND   0 0 0
ANNIES INC COM 03600T104 17,780 525,733 SH   DFND 1,5 200 0 525,533
ANSYS INC COM 03662Q105 511,732 6,749,307 SH   DFND 1,5 116,407 0 6,632,900
ANSYS INC COM 03662Q105 930 12,271 SH   DFND 6 12,271 0 0
ANTERO RES CORP COM 03674X106 279,180 4,253,844 SH   DFND 1,5 92,237 0 4,161,607
ANTERO RES CORP COM 03674X106 286 4,358 SH   DFND 6 4,358 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 9,843 1,907,610 SH   DFND 1,5 0 0 1,907,610
AOL INC COM 00184X105 465 11,676 SH   DFND 6 11,676 0 0
AON PLC SHS CL A G0408V102 28,883 320,600 SH   DFND 1,5 10,200 0 310,400
AON PLC SHS CL A G0408V102 8,506 94,417 SH   DFND 2 94,417 0 0
AON PLC SHS CL A G0408V102 1,932 21,443 SH   DFND 3 21,443 0 0
AON PLC SHS CL A G0408V102 2,487 27,607 SH   DFND 6 27,607 0 0
APACHE CORP COM 037411105 708,244 7,038,804 SH   DFND 1,5 195,423 0 6,843,381
APACHE CORP COM 037411105 12,359 122,825 SH   DFND 2 122,825 0 0
APACHE CORP COM 037411105 6,939 68,962 SH   DFND 3 68,962 0 0
APACHE CORP COM 037411105 57,626 572,705 SH   DFND 6 392,215 0 180,490
APACHE CORP COM 037411105 145,876 1,449,776 SH   DFND 7 1,344,776 0 105,000
APARTMENT INVT & MGMT CO CL A 03748R101 277,797 8,608,523 SH   DFND 1,5 3,668,849 0 4,939,674
APARTMENT INVT & MGMT CO CL A 03748R101 1,501 46,525 SH   DFND 2 46,525 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 770 23,857 SH   DFND 3 23,857 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 507 15,710 SH   DFND 6 15,710 0 0
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 5,282 5,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 19,230 615,364 SH   DFND 1,5 1,131 0 614,233
APOLLO ED GROUP INC CL A 037604105 444 14,196 SH   DFND 6 14,196 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 116,442 4,200,650 SH   DFND 1,5 324,400 0 3,876,250
APOLLO INVT CORP COM 03761U106 181,894 21,125,947 SH   DFND 1,5 856,702 0 20,269,245
APOLLO INVT CORP COM 03761U106 1,353 157,100 SH   DFND 6 157,100 0 0
APPLE INC COM 037833100 16,699,752 179,702,486 SH   DFND 1,5 4,605,080 0 175,097,406
APPLE INC COM 037833100 178,435 1,920,106 SH   DFND 2 1,920,106 0 0
APPLE INC COM 037833100 61,293 659,561 SH   DFND 3 659,561 0 0
APPLE INC COM 037833100 293,259 3,155,701 SH   DFND 6 2,419,231 0 736,470
APPLE INC COM 037833100 639,599 6,882,585 SH   DFND 7 6,521,628 0 360,957
APPLIED GENETIC TECHNOL CORP COM 03820J100 13,934 603,206 SH   DFND 1,5 0 0 603,206
APPLIED INDL TECHNOLOGIES IN COM 03820C105 43,458 856,651 SH   DFND 1,5 151 0 856,500
APPLIED INDL TECHNOLOGIES IN COM 03820C105 6,201 122,234 SH   DFND 6 122,234 0 0
APPLIED MATLS INC COM 038222105 772,561 34,259,909 SH   DFND 1,5 1,786,698 0 32,473,211
APPLIED MATLS INC COM 038222105 8,742 387,673 SH   DFND 2 387,673 0 0
APPLIED MATLS INC COM 038222105 1,862 82,579 SH   DFND 3 82,579 0 0
APPLIED MATLS INC COM 038222105 15,935 706,648 SH   DFND 6 706,648 0 0
APPLIED MATLS INC COM 038222105 4,353 193,050 SH   DFND 7 193,050 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 126,433 11,695,901 SH   DFND 1,5 823,160 0 10,872,741
APTARGROUP INC COM 038336103 50,094 747,556 SH   DFND 1,5 0 0 747,556
APTARGROUP INC COM 038336103 552 8,238 SH   DFND 6 8,238 0 0
AQUA AMERICA INC COM 03836W103 679 25,896 SH   DFND 6 25,896 0 0
ARADIGM CORP COM NO PAR NEW 038505400 1,492 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 401,661 15,520,132 SH   DFND 1,5 1,815,700 0 13,704,432
ARBOR RLTY TR INC COM 038923108 22,537 3,242,675 SH   DFND 1,5 0 0 3,242,675
ARBOR RLTY TR INC COM 038923108 6,357 914,740 SH   DFND 6 914,740 0 0
ARBOR RLTY TR INC COM 038923108 1,073 154,349 SH   DFND 7 154,349 0 0
ARCBEST CORP COM 03937C105 4,377 100,600 SH   DFND 1,5 0 0 100,600
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 12,808 568,500 SH   DFND 1,5 0 0 568,500
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,277 152,500 SH   DFND 1,5 0 0 152,500
ARCH CAP GROUP LTD ORD G0450A105 73,614 1,281,575 SH   DFND 1,5 54,575 0 1,227,000
ARCH CAP GROUP LTD ORD G0450A105 1,347 23,446 SH   DFND 3 23,446 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,126 19,603 SH   DFND 6 19,603 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 477,859 10,833,346 SH   DFND 1,5 501,068 0 10,332,278
ARCHER DANIELS MIDLAND CO COM 039483102 9,193 208,411 SH   DFND 2 208,411 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,294 52,017 SH   DFND 3 52,017 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,343 166,468 SH   DFND 6 109,668 0 56,800
ARCHER DANIELS MIDLAND CO COM 039483102 11,937 270,628 SH   DFND 7 270,628 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 13,233 1,181,560 SH   DFND 1,5 15,497 0 1,166,063
ARCTIC CAT INC COM 039670104 9,110 231,100 SH   DFND 1,5 156,100 0 75,000
ARDMORE SHIPPING CORP COM Y0207T100 7,958 575,450 SH   DFND 1,5 0 0 575,450
ARDMORE SHIPPING CORP COM Y0207T100 4,009 289,900 SH   DFND 6 289,900 0 0
ARDMORE SHIPPING CORP COM Y0207T100 667 48,228 SH   DFND 7 48,228 0 0
ARENA PHARMACEUTICALS INC COM 040047102 348 59,373 SH   DFND 1,5 0 0 59,373
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 36,955 34,740,000 PRN   DFND 1,5 0 0 0
ARES CAP CORP COM 04010L103 132,373 7,411,726 SH   DFND 1,5 403,998 0 7,007,728
ARES CAP CORP COM 04010L103 1,737 97,234 SH   DFND 6 97,234 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 1,596 1,500,000 PRN   DFND 6 0 0 0
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 17,383 17,000,000 PRN   DFND 1,5 0 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 28,770 1,500,000 SH   DFND 1,5 0 0 1,500,000
ARGAN INC COM 04010E109 470 12,600 SH   DFND 1,5 600 0 12,000
ARGO GROUP INTL HLDGS LTD COM G0464B107 925 18,100 SH   DFND 1,5 0 0 18,100
ARIAD PHARMACEUTICALS INC COM 04033A100 85,231 13,380,046 SH   DFND 1,5 0 0 13,380,046
ARISTA NETWORKS INC COM 040413106 26,597 426,300 SH   DFND 1,5 11,300 0 415,000
ARISTA NETWORKS INC COM 040413106 399 6,400 SH   DFND 6 6,400 0 0
ARK RESTAURANTS CORP COM 040712101 4,795 215,595 SH   DFND 1,5 5,600 0 209,995
ARM HLDGS PLC SPONSORED ADR 042068106 4,529 100,117 SH   DFND 1,5 9,400 0 90,717
ARM HLDGS PLC SPONSORED ADR 042068106 2,789 61,642 SH   DFND 3 61,642 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 19,384 2,002,463 SH   DFND 6 2,002,463 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,131 220,194 SH   DFND 7 220,194 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 68,220 1,187,881 SH   DFND 1,5 3,200 0 1,184,681
ARQULE INC COM 04269E107 2,083 1,343,907 SH   DFND 1,5 0 0 1,343,907
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 3,985 4,000,000 PRN   DFND 1,5 0 0 0
ARRAY BIOPHARMA INC COM 04269X105 52,208 11,449,070 SH   DFND 1,5 344,100 0 11,104,970
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 600 90,300 SH   DFND 1,5 1,300 0 89,000
ARRIS GROUP INC NEW COM 04270V106 321 9,864 SH   DFND 6 9,864 0 0
ARROW ELECTRS INC COM 042735100 240,109 3,974,651 SH   DFND 1,5 199,948 0 3,774,703
ARROW ELECTRS INC COM 042735100 1,463 24,216 SH   DFND 6 24,216 0 0
ARROW ELECTRS INC COM 042735100 3,639 60,241 SH   DFND 7 60,241 0 0
ARROWHEAD RESH CORP COM NEW 042797209 71,605 5,003,850 SH   DFND 1,5 0 0 5,003,850
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 85,513 1,508,694 SH   DFND 1,5 39,680 0 1,469,014
ARUBA NETWORKS INC COM 043176106 133,979 7,647,195 SH   DFND 1,5 0 0 7,647,195
ARUBA NETWORKS INC COM 043176106 10,204 582,410 SH   DFND 6 582,410 0 0
ARUBA NETWORKS INC COM 043176106 2,066 117,940 SH   DFND 7 117,940 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 151,785 2,208,100 SH   DFND 1,5 2,300 0 2,205,800
ASCENA RETAIL GROUP INC COM 04351G101 30,206 1,766,410 SH   DFND 1,5 6,290 0 1,760,120
ASCENA RETAIL GROUP INC COM 04351G101 3,741 218,755 SH   DFND 6 218,755 0 0
ASCENA RETAIL GROUP INC COM 04351G101 4,206 245,994 SH   DFND 7 150,694 0 95,300
ASHFORD HOSPITALITY PRIME IN COM 044102101 39,649 2,310,572 SH   DFND 1,5 706,314 0 1,604,258
ASHFORD HOSPITALITY PRIME IN COM 044102101 11,448 667,116 SH   DFND 6 667,116 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 4,097 238,755 SH   DFND 7 61,260 0 177,495
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,868 176,699 SH   DFND 1,5 0 0 176,699
ASHLAND INC NEW COM 044209104 113,741 1,045,991 SH   DFND 1,5 234 0 1,045,757
ASHLAND INC NEW COM 044209104 137,743 1,266,723 SH   DFND 6 1,043,783 0 222,940
ASHLAND INC NEW COM 044209104 231,629 2,130,116 SH   DFND 7 2,081,956 0 48,160
ASM INTL N V NY REGISTER SH N07045102 14,771 355,250 SH   DFND 1,5 0 0 355,250
ASML HOLDING N V N Y REGISTRY SHS N07059210 34,031 364,861 SH   DFND 1,5 29,700 0 335,161
ASPEN AEROGELS INC COM 04523Y105 75,640 6,845,215 SH   DFND 1,5 0 0 6,845,215
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 205,004 4,513,528 SH   DFND 1,5 430 0 4,513,098
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 493 10,848 SH   DFND 6 10,848 0 0
ASPEN TECHNOLOGY INC COM 045327103 107,824 2,323,783 SH   DFND 1,5 64,296 0 2,259,487
ASPEN TECHNOLOGY INC COM 045327103 10,910 235,140 SH   DFND 6 235,140 0 0
ASPEN TECHNOLOGY INC COM 045327103 13,030 280,810 SH   DFND 7 229,610 0 51,200
ASPEN TECHNOLOGY INC COM 045327103 6,527 140,661 SH   DFND   140,630 0 31
ASSOCIATED BANC CORP COM 045487105 258,079 14,274,277 SH   DFND 1,5 2,726 0 14,271,551
ASSOCIATED BANC CORP COM 045487105 423 23,385 SH   DFND 6 23,385 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 4,977 276,208 SH   DFND 1,5 0 0 276,208
ASSURANT INC COM 04621X108 367,500 5,606,400 SH   DFND 1,5 122,000 0 5,484,400
ASSURANT INC COM 04621X108 1,495 22,814 SH   DFND 2 22,814 0 0
ASSURANT INC COM 04621X108 492 7,503 SH   DFND 3 7,503 0 0
ASSURANT INC COM 04621X108 685 10,444 SH   DFND 6 10,444 0 0
ASSURED GUARANTY LTD COM G0585R106 2,744 112,000 SH   DFND 1,5 0 0 112,000
ASSURED GUARANTY LTD COM G0585R106 643 26,254 SH   DFND 6 26,254 0 0
ASTORIA FINL CORP COM 046265104 124,749 9,274,999 SH   DFND 1,5 0 0 9,274,999
ASTRAZENECA PLC SPONSORED ADR 046353108 327,748 4,410,552 SH   DFND 1,5 0 0 4,410,552
ASTRAZENECA PLC SPONSORED ADR 046353108 426 5,736 SH   DFND 3 5,736 0 0
ASTRONICS CORP COM 046433108 5,718 101,292 SH   DFND 6 101,292 0 0
ASTRONICS CORP COM 046433108 957 16,960 SH   DFND 7 16,960 0 0
ASURE SOFTWARE INC COM 04649U102 338 56,000 SH   DFND 6 56,000 0 0
AT&T INC COM 00206R102 794,489 22,468,594 SH   DFND 1,5 938,665 0 21,529,929
AT&T INC COM 00206R102 58,440 1,652,720 SH   DFND 2 1,652,720 0 0
AT&T INC COM 00206R102 11,773 332,959 SH   DFND 3 332,959 0 0
AT&T INC COM 00206R102 36,598 1,035,015 SH   DFND 6 995,785 0 39,230
AT&T INC COM 00206R102 780 22,070 SH   DFND 7 22,070 0 0
ATHENAHEALTH INC COM 04685W103 561,200 4,484,939 SH   DFND 1,5 123,998 0 4,360,941
ATHENAHEALTH INC COM 04685W103 908 7,259 SH   DFND 6 7,259 0 0
ATHLON ENERGY INC COM 047477104 215 4,500 SH   DFND 6 4,500 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 150 36,801 SH   DFND   36,801 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 37,248 642,200 SH   DFND 1,5 6,000 0 636,200
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 139,469 3,784,781 SH   DFND 1,5 36,800 0 3,747,981
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 50,220 1,459,878 SH   DFND 1,5 0 0 1,459,878
ATMEL CORP COM 049513104 88,932 9,491,159 SH   DFND 1,5 1,080 0 9,490,079
ATMEL CORP COM 049513104 312 33,350 SH   DFND 6 33,350 0 0
ATMOS ENERGY CORP COM 049560105 208,649 3,907,288 SH   DFND 1,5 169,100 0 3,738,188
ATMOS ENERGY CORP COM 049560105 26,556 497,311 SH   DFND 6 497,311 0 0
ATMOS ENERGY CORP COM 049560105 9,295 174,060 SH   DFND 7 161,200 0 12,860
ATRICURE INC COM 04963C209 12,866 700,000 SH   DFND 1,5 0 0 700,000
ATRION CORP COM 049904105 5,542 17,000 SH   DFND 1,5 7,200 0 9,800
ATWOOD OCEANICS INC COM 050095108 82,142 1,565,200 SH   DFND 1,5 0 0 1,565,200
ATWOOD OCEANICS INC COM 050095108 452 8,616 SH   DFND 6 8,616 0 0
AUDIENCE INC COM 05070J102 27,557 2,304,125 SH   DFND 1,5 0 0 2,304,125
AUSPEX PHARMACEUTICALS INC COM 05211J102 52,548 2,359,571 SH   DFND 1,5 33,400 0 2,326,171
AUTODESK INC COM 052769106 394,246 6,992,650 SH   DFND 1,5 94,000 0 6,898,650
AUTODESK INC COM 052769106 4,091 72,563 SH   DFND 2 72,563 0 0
AUTODESK INC COM 052769106 2,640 46,821 SH   DFND 3 46,821 0 0
AUTODESK INC COM 052769106 5,913 104,879 SH   DFND 6 104,879 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 20,132 584,721 SH   DFND 1,5 11,151 0 573,570
AUTOLIV INC COM 052800109 195,260 1,832,050 SH   DFND 1,5 31,800 0 1,800,250
AUTOMATIC DATA PROCESSING IN COM 053015103 23,752 299,600 SH   DFND 1,5 0 0 299,600
AUTOMATIC DATA PROCESSING IN COM 053015103 12,171 153,522 SH   DFND 2 153,522 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,059 76,430 SH   DFND 3 76,430 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,950 37,210 SH   DFND 6 37,210 0 0
AUTONATION INC COM 05329W102 57,245 959,200 SH   DFND 1,5 91,600 0 867,600
AUTONATION INC COM 05329W102 1,203 20,151 SH   DFND 2 20,151 0 0
AUTONATION INC COM 05329W102 254 4,251 SH   DFND 3 4,251 0 0
AUTONATION INC COM 05329W102 328 5,501 SH   DFND 6 5,501 0 0
AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 99,212 4,747,000 SH   DFND   4,747,000 0 0
AUTOZONE INC COM 053332102 983,653 1,834,352 SH   DFND 1,5 91,900 0 1,742,452
AUTOZONE INC COM 053332102 5,674 10,581 SH   DFND 2 10,581 0 0
AUTOZONE INC COM 053332102 2,638 4,919 SH   DFND 3 4,919 0 0
AUTOZONE INC COM 053332102 11,118 20,734 SH   DFND 6 17,234 0 3,500
AUTOZONE INC COM 053332102 14,559 27,150 SH   DFND 7 16,950 0 10,200
AUTOZONE INC COM 053332102 4,907 9,150 SH   DFND   9,150 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 120,113 5,987,695 SH   DFND 1,5 221,836 0 5,765,859
AUXILIUM PHARMACEUTICALS INC COM 05334D107 22,465 1,119,890 SH   DFND 6 1,119,890 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 3,931 195,950 SH   DFND 7 180,230 0 15,720
AVAGO TECHNOLOGIES LTD SHS Y0486S104 308,149 4,275,695 SH   DFND 1,5 112,602 0 4,163,093
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,777 80,158 SH   DFND 2 80,158 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,391 19,300 SH   DFND 6 19,300 0 0
AVALONBAY CMNTYS INC COM 053484101 340,193 2,392,521 SH   DFND 1,5 1,187,646 0 1,204,875
AVALONBAY CMNTYS INC COM 053484101 5,517 38,797 SH   DFND 2 38,797 0 0
AVALONBAY CMNTYS INC COM 053484101 1,228 8,634 SH   DFND 3 8,634 0 0
AVALONBAY CMNTYS INC COM 053484101 10,601 74,557 SH   DFND 6 74,557 0 0
AVALONBAY CMNTYS INC COM 053484101 3,750 26,375 SH   DFND 7 2,750 0 23,625
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 75,039 13,304,800 SH   DFND 1,5 8,600 0 13,296,200
AVERY DENNISON CORP COM 053611109 1,554 30,317 SH   DFND 2 30,317 0 0
AVERY DENNISON CORP COM 053611109 13,648 266,298 SH   DFND 6 266,298 0 0
AVG TECHNOLOGIES N V SHS N07831105 7,289 362,100 SH   DFND 1,5 9,600 0 352,500
AVIS BUDGET GROUP COM 053774105 20,512 343,645 SH   DFND 1,5 0 0 343,645
AVIS BUDGET GROUP COM 053774105 1,170 19,594 SH   DFND 6 19,594 0 0
AVIV REIT INC MD COM 05381L101 24,998 887,400 SH   DFND 1,5 49,300 0 838,100
AVNET INC COM 053807103 98,235 2,217,000 SH   DFND 1,5 4,000 0 2,213,000
AVNET INC COM 053807103 1,780 40,161 SH   DFND 3 40,161 0 0
AVNET INC COM 053807103 4,499 101,537 SH   DFND 6 70,387 0 31,150
AVNET INC COM 053807103 777 17,530 SH   DFND 7 17,530 0 0
AVON PRODS INC COM 054303102 2,088 142,900 SH   DFND 1,5 0 0 142,900
AVON PRODS INC COM 054303102 2,021 138,347 SH   DFND 2 138,347 0 0
AVON PRODS INC COM 054303102 259 17,700 SH   DFND 3 17,700 0 0
AVON PRODS INC COM 054303102 765 52,329 SH   DFND 6 52,329 0 0
AXIALL CORP COM 05463D100 290,544 6,146,471 SH   DFND 1,5 560,300 0 5,586,171
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 430,745 9,727,747 SH   DFND 1,5 194,282 0 9,533,465
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 14,666 331,205 SH   DFND 6 331,205 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 5,274 119,100 SH   DFND 7 106,200 0 12,900
AXOGEN INC COM 05463X106 671 241,250 SH   DFND 1,5 0 0 241,250
AZZ INC COM 002474104 108,486 2,354,300 SH   DFND 1,5 34,900 0 2,319,400
AZZ INC COM 002474104 802 17,404 SH   DFND 7 17,404 0 0
B & G FOODS INC NEW COM 05508R106 30,909 945,531 SH   DFND 1,5 35,963 0 909,568
B & G FOODS INC NEW COM 05508R106 357 10,919 SH   DFND 6 10,919 0 0
B & G FOODS INC NEW COM 05508R106 270 8,266 SH   DFND   8,266 0 0
B/E AEROSPACE INC COM 073302101 63,226 683,600 SH   DFND 1,5 0 0 683,600
B/E AEROSPACE INC COM 073302101 7,873 85,125 SH   DFND 6 85,125 0 0
B/E AEROSPACE INC COM 073302101 5,572 60,240 SH   DFND 7 37,340 0 22,900
B2GOLD CORP COM 11777Q209 282,425 96,900,775 SH   DFND 1,5 1,923,504 0 94,977,271
BABCOCK & WILCOX CO NEW COM 05615F102 108,271 3,335,535 SH   DFND 1,5 19,540 0 3,315,995
BABCOCK & WILCOX CO NEW COM 05615F102 6,762 208,322 SH   DFND 6 162,022 0 46,300
BABCOCK & WILCOX CO NEW COM 05615F102 8,495 261,700 SH   DFND 7 129,500 0 132,200
BABCOCK & WILCOX CO NEW COM 05615F102 12,693 391,041 SH   DFND   391,000 0 41
BAIDU INC SPON ADR REP A 056752108 170,115 910,630 SH   DFND 1,5 15,310 0 895,320
BAIDU INC SPON ADR REP A 056752108 2,131 11,405 SH   DFND 3 11,405 0 0
BAIDU INC SPON ADR REP A 056752108 1,233 6,600 SH   DFND 6 6,600 0 0
BAKER HUGHES INC COM 057224107 121,652 1,634,003 SH   DFND 1,5 300 0 1,633,703
BAKER HUGHES INC COM 057224107 10,336 138,834 SH   DFND 2 138,834 0 0
BAKER HUGHES INC COM 057224107 6,448 86,608 SH   DFND 3 86,608 0 0
BAKER HUGHES INC COM 057224107 4,562 61,276 SH   DFND 6 61,276 0 0
BALL CORP COM 058498106 76,433 1,219,414 SH   DFND 1,5 30,584 0 1,188,830
BALL CORP COM 058498106 2,783 44,395 SH   DFND 2 44,395 0 0
BALL CORP COM 058498106 333 5,317 SH   DFND 3 5,317 0 0
BALL CORP COM 058498106 827 13,194 SH   DFND 6 13,194 0 0
BALL CORP COM 058498106 9,778 155,991 SH   DFND 7 155,991 0 0
BALL CORP COM 058498106 1,111 17,727 SH   DFND   17,670 0 57
BALLY TECHNOLOGIES INC COM 05874B107 125,941 1,916,330 SH   DFND 1,5 0 0 1,916,330
BALLY TECHNOLOGIES INC COM 05874B107 644 9,805 SH   DFND 6 9,805 0 0
BALLY TECHNOLOGIES INC COM 05874B107 74,015 1,126,210 SH   DFND   1,126,210 0 0
BANCFIRST CORP COM 05945F103 30,067 485,737 SH   DFND 1,5 0 0 485,737
BANCO BRADESCO S A SP ADR PFD NEW 059460303 8,757 603,100 SH   DFND 1,5 0 0 603,100
BANCO DE CHILE SPONSORED ADR 059520106 9,730 121,461 SH   DFND 1,5 5,407 0 116,054
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 16,963 641,315 SH   DFND 1,5 18,906 0 622,409
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,049 153,100 SH   DFND 6 106,300 0 46,800
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 879 33,250 SH   DFND 7 33,250 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 74,887 1,295,630 SH   DFND 1,5 45,159 0 1,250,471
BANCOLOMBIA S A SPON ADR PREF 05968L102 3,231 55,900 SH   DFND 6 38,300 0 17,600
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,327 22,960 SH   DFND 7 22,960 0 0
BANK HAWAII CORP COM 062540109 381 6,496 SH   DFND 6 6,496 0 0
BANK MONTREAL QUE COM 063671101 66,978 909,500 SH   DFND 1,5 0 0 909,500
BANK MONTREAL QUE COM 063671101 11,817 160,460 SH   DFND 6 1,400 0 159,060
BANK MONTREAL QUE COM 063671101 270,201 3,669,101 SH   DFND   3,133,401 0 535,700
BANK N S HALIFAX COM 064149107 107,818 1,617,200 SH   DFND 1,5 0 0 1,617,200
BANK N S HALIFAX COM 064149107 8,394 125,907 SH   DFND 6 1,100 0 124,807
BANK N S HALIFAX COM 064149107 334,142 5,011,890 SH   DFND   4,565,590 0 446,300
BANK NEW YORK MELLON CORP COM 064058100 1,758 46,900 SH   DFND 1,5 0 0 46,900
BANK NEW YORK MELLON CORP COM 064058100 13,611 363,144 SH   DFND 2 363,144 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,524 174,054 SH   DFND 3 174,054 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,247 166,672 SH   DFND 6 166,672 0 0
BANK OF AMERICA CORPORATION COM 060505104 4,047,079 263,310,256 SH   DFND 1,5 3,094,815 0 260,215,441
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 141,572 121,313 SH   DFND 1,5 500 0 120,813
BANK OF AMERICA CORPORATION COM 060505104 51,469 3,348,640 SH   DFND 2 3,348,640 0 0
BANK OF AMERICA CORPORATION COM 060505104 12,860 836,710 SH   DFND 3 836,710 0 0
BANK OF AMERICA CORPORATION COM 060505104 98,756 6,425,232 SH   DFND 6 5,874,142 0 551,090
BANK OF AMERICA CORPORATION COM 060505104 130,636 8,499,427 SH   DFND 7 7,634,627 0 864,800
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 817 700 SH   DFND 7 700 0 0
BANK OF THE OZARKS INC COM 063904106 95,484 2,854,516 SH   DFND 1,5 1,206 0 2,853,310
BANK OF THE OZARKS INC COM 063904106 11,289 337,490 SH   DFND   337,490 0 0
BANKRATE INC DEL COM 06647F102 87,398 4,982,766 SH   DFND 1,5 0 0 4,982,766
BANKRATE INC DEL COM 06647F102 5,838 332,830 SH   DFND 6 332,830 0 0
BANKRATE INC DEL COM 06647F102 975 55,560 SH   DFND 7 55,560 0 0
BANKUNITED INC COM 06652K103 497 14,855 SH   DFND 6 14,855 0 0
BANNER CORP COM NEW 06652V208 70,051 1,767,622 SH   DFND 1,5 738 0 1,766,884
BANRO CORP COM 066800103 876 1,832,582 SH   DFND 1,5 0 0 1,832,582
BAR HBR BANKSHARES COM 066849100 2,789 100,037 SH   DFND 1,5 100,037 0 0
BARCLAYS PLC ADR 06738E204 92,434 6,326,732 SH   DFND 1,5 15,200 0 6,311,532
BARD C R INC COM 067383109 149,148 1,042,917 SH   DFND 1,5 19,000 0 1,023,917
BARD C R INC COM 067383109 3,473 24,284 SH   DFND 2 24,284 0 0
BARD C R INC COM 067383109 843 5,892 SH   DFND 3 5,892 0 0
BARD C R INC COM 067383109 894 6,248 SH   DFND 6 6,248 0 0
BARRICK GOLD CORP COM 067901108 209,147 11,421,198 SH   DFND 1,5 6,075,829 0 5,345,369
BARRICK GOLD CORP COM 067901108 36,048 1,968,551 SH   DFND   1,968,551 0 0
BAXTER INTL INC COM 071813109 267,278 3,696,791 SH   DFND 1,5 194,191 0 3,502,600
BAXTER INTL INC COM 071813109 12,493 172,787 SH   DFND 2 172,787 0 0
BAXTER INTL INC COM 071813109 3,717 51,415 SH   DFND 3 51,415 0 0
BAXTER INTL INC COM 071813109 17,458 241,462 SH   DFND 6 107,692 0 133,770
BAXTER INTL INC COM 071813109 68,273 944,300 SH   DFND 7 944,300 0 0
BAYTEX ENERGY CORP COM 07317Q105 3,289 71,249 SH   DFND 6 0 0 71,249
BAYTEX ENERGY CORP COM 07317Q105 14,904 322,900 SH   DFND   322,900 0 0
BB&T CORP COM 054937107 26,505 672,200 SH   DFND 1,5 412,100 0 260,100
BB&T CORP COM 054937107 9,022 228,800 SH   DFND 2 228,800 0 0
BB&T CORP COM 054937107 2,980 75,576 SH   DFND 3 75,576 0 0
BB&T CORP COM 054937107 4,140 104,996 SH   DFND 6 104,996 0 0
BBCN BANCORP INC COM 073295107 92,983 5,829,655 SH   DFND 1,5 63,859 0 5,765,796
BBCN BANCORP INC COM 073295107 11,176 700,680 SH   DFND 6 700,680 0 0
BCE INC COM NEW 05534B760 159,232 3,510,504 SH   DFND 1,5 2,366,704 0 1,143,800
BCE INC COM NEW 05534B760 302,907 6,678,033 SH   DFND   6,678,033 0 0
BECTON DICKINSON & CO COM 075887109 11,948 101,000 SH   DFND 1,5 3,900 0 97,100
BECTON DICKINSON & CO COM 075887109 7,278 61,524 SH   DFND 2 61,524 0 0
BECTON DICKINSON & CO COM 075887109 2,849 24,079 SH   DFND 3 24,079 0 0
BECTON DICKINSON & CO COM 075887109 1,744 14,743 SH   DFND 6 14,743 0 0
BED BATH & BEYOND INC COM 075896100 573,331 9,991,824 SH   DFND 1,5 254,510 0 9,737,314
BED BATH & BEYOND INC COM 075896100 3,728 64,968 SH   DFND 2 64,968 0 0
BED BATH & BEYOND INC COM 075896100 643 11,213 SH   DFND 3 11,213 0 0
BED BATH & BEYOND INC COM 075896100 1,414 24,645 SH   DFND 6 24,645 0 0
BED BATH & BEYOND INC COM 075896100 2,928 51,022 SH   DFND 7 51,022 0 0
BED BATH & BEYOND INC COM 075896100 17,215 300,010 SH   DFND   300,000 0 10
BEL FUSE INC CL A 077347201 5,899 240,000 SH   DFND 1,5 5,500 0 234,500
BELDEN INC COM 077454106 148,027 1,893,900 SH   DFND 1,5 5,100 0 1,888,800
BELLATRIX EXPLORATION LTD COM 078314101 12,240 1,410,400 SH   DFND 1,5 0 0 1,410,400
BEMIS INC COM 081437105 1,306 32,116 SH   DFND 2 32,116 0 0
BEMIS INC COM 081437105 498 12,250 SH   DFND 3 12,250 0 0
BEMIS INC COM 081437105 600 14,753 SH   DFND 6 14,753 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 2,915 215,000 SH   DFND 1,5 215,000 0 0
BENEFITFOCUS INC COM 08180D106 4,590 99,300 SH   DFND 1,5 200 0 99,100
BERKLEY W R CORP COM 084423102 1,510 32,600 SH   DFND 1,5 0 0 32,600
BERKLEY W R CORP COM 084423102 680 14,675 SH   DFND 6 14,675 0 0
BERKLEY W R CORP COM 084423102 2,748 59,340 SH   DFND 7 59,340 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,551,741 29,235 SH   DFND 1,5 1,087 0 28,148
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,720,546 13,594,706 SH   DFND 1,5 186,290 0 13,408,416
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 72,564 573,357 SH   DFND 2 573,357 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 24,881 196,597 SH   DFND 3 196,597 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 49,133 388,216 SH   DFND 6 362,916 0 25,300
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 30,005 237,079 SH   DFND 7 164,879 0 72,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,946 31,180 SH   DFND   31,180 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,329 7 SH   DFND   7 0 0
BERRY PLASTICS GROUP INC COM 08579W103 31,414 1,217,600 SH   DFND 1,5 0 0 1,217,600
BERRY PLASTICS GROUP INC COM 08579W103 12,171 471,730 SH   DFND 6 471,730 0 0
BERRY PLASTICS GROUP INC COM 08579W103 2,461 95,390 SH   DFND 7 95,390 0 0
BEST BUY INC COM 086516101 1,389,052 44,793,667 SH   DFND 1,5 824,311 0 43,969,356
BEST BUY INC COM 086516101 2,721 87,749 SH   DFND 2 87,749 0 0
BEST BUY INC COM 086516101 6,175 199,122 SH   DFND 6 94,772 0 104,350
BEST BUY INC COM 086516101 21,336 688,050 SH   DFND 7 688,050 0 0
BG MEDICINE INC COM 08861T107 1,316 1,253,211 SH   DFND 1,5 0 0 1,253,211
BHP BILLITON LTD SPONSORED ADR 088606108 283,554 4,142,500 SH   DFND 1,5 107,100 0 4,035,400
BIG 5 SPORTING GOODS CORP COM 08915P101 1,255 102,300 SH   DFND 1,5 2,300 0 100,000
BIG LOTS INC COM 089302103 387,179 8,472,190 SH   DFND 1,5 391,627 0 8,080,563
BIG LOTS INC COM 089302103 326 7,135 SH   DFND 6 7,135 0 0
BIO RAD LABS INC CL A 090572207 12,960 108,261 SH   DFND 6 108,261 0 0
BIO RAD LABS INC CL A 090572207 2,356 19,680 SH   DFND 7 18,730 0 950
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 15,478 512,164 SH   DFND 1,5 11,764 0 500,400
BIOCRYST PHARMACEUTICALS COM 09058V103 135,316 10,613,025 SH   DFND 1,5 0 0 10,613,025
BIOCRYST PHARMACEUTICALS COM 09058V103 1,571 123,200 SH   DFND 6 123,200 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 32,384 2,682,983 SH   DFND 1,5 700 0 2,682,283
BIOGEN IDEC INC COM 09062X103 6,605,336 20,948,704 SH   DFND 1,5 541,836 0 20,406,868
BIOGEN IDEC INC COM 09062X103 23,817 75,535 SH   DFND 2 75,535 0 0
BIOGEN IDEC INC COM 09062X103 13,464 42,700 SH   DFND 3 42,700 0 0
BIOGEN IDEC INC COM 09062X103 21,556 68,364 SH   DFND 6 68,364 0 0
BIOGEN IDEC INC COM 09062X103 2,986 9,469 SH   DFND 7 9,469 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 514,028 8,262,792 SH   DFND 1,5 23,105 0 8,239,687
BIOMARIN PHARMACEUTICAL INC COM 09061G101 24,752 397,871 SH   DFND 6 378,471 0 19,400
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,673 557,354 SH   DFND 7 481,774 0 75,580
BIOMED REALTY TRUST INC COM 09063H107 189,408 8,676,501 SH   DFND 1,5 4,905,601 0 3,770,900
BIOMED REALTY TRUST INC COM 09063H107 627 28,718 SH   DFND 6 28,718 0 0
BIOSCRIP INC COM 09069N108 19,135 2,294,395 SH   DFND 1,5 0 0 2,294,395
BIOSCRIP INC COM 09069N108 5,023 602,294 SH   DFND 6 602,294 0 0
BIOSCRIP INC COM 09069N108 836 100,260 SH   DFND 7 100,260 0 0
BIOTA PHARMACEUTIALS INC COM 090694100 1,349 473,400 SH   DFND 1,5 0 0 473,400
BITAUTO HLDGS LTD SPONSORED ADS 091727107 28,919 593,824 SH   DFND 1,5 17,224 0 576,600
BLACK BOX CORP DEL COM 091826107 42,212 1,800,840 SH   DFND 1,5 44,900 0 1,755,940
BLACK HILLS CORP COM 092113109 16,076 261,874 SH   DFND 1,5 0 0 261,874
BLACKBERRY LTD COM 09228F103 88,328 8,625,830 SH   DFND 1,5 0 0 8,625,830
BLACKBERRY LTD COM 09228F103 5,240 511,700 SH   DFND 6 511,700 0 0
BLACKBERRY LTD COM 09228F103 4,805 469,200 SH   DFND   469,200 0 0
BLACKHAWK NETWORK HLDGS INC CL B 09238E203 63,436 2,362,598 SH   DFND 1,5 53,846 0 2,308,752
BLACKROCK INC COM 09247X101 2,594,880 8,119,148 SH   DFND 1,5 200,840 0 7,918,308
BLACKROCK INC COM 09247X101 12,734 39,842 SH   DFND 2 39,842 0 0
BLACKROCK INC COM 09247X101 5,408 16,922 SH   DFND 3 16,922 0 0
BLACKROCK INC COM 09247X101 28,675 89,720 SH   DFND 6 77,660 0 12,060
BLACKROCK INC COM 09247X101 17,268 54,030 SH   DFND 7 30,530 0 23,500
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,230,433 36,795,239 SH   DFND 1,5 745,276 0 36,049,963
BLACKSTONE MTG TR INC COM CL A 09257W100 31,520 1,086,900 SH   DFND 1,5 0 0 1,086,900
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 14,681 13,500,000 PRN   DFND 1,5 0 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,719 2,500,000 PRN   DFND 7 0 0 0
BLOCK H & R INC COM 093671105 819,827 24,457,860 SH   DFND 1,5 67,061 0 24,390,799
BLOCK H & R INC COM 093671105 2,892 86,279 SH   DFND 2 86,279 0 0
BLOCK H & R INC COM 093671105 744 22,182 SH   DFND 3 22,182 0 0
BLOCK H & R INC COM 093671105 2,964 88,425 SH   DFND 6 88,425 0 0
BLOOMIN BRANDS INC COM 094235108 140,288 6,254,482 SH   DFND 1,5 20,926 0 6,233,556
BLOOMIN BRANDS INC COM 094235108 19,722 879,250 SH   DFND 6 879,250 0 0
BLOOMIN BRANDS INC COM 094235108 1,442 64,270 SH   DFND 7 64,270 0 0
BLOUNT INTL INC NEW COM 095180105 79,789 5,654,789 SH   DFND 1,5 2,518 0 5,652,271
BLUCORA INC COM 095229100 84,958 4,502,264 SH   DFND 1,5 10,877 0 4,491,387
BLUCORA INC COM 095229100 27,614 1,463,372 SH   DFND 6 1,463,372 0 0
BLUE NILE INC COM 09578R103 563 20,091 SH   DFND   20,000 0 91
BLUEBIRD BIO INC COM 09609G100 141,721 3,674,395 SH   DFND 1,5 215,555 0 3,458,840
BLYTH INC COM NEW 09643P207 3,501 450,000 SH   DFND 1,5 11,200 0 438,800
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 24,113 1,303,400 SH   DFND 1,5 1,100 0 1,302,300
BOB EVANS FARMS INC COM 096761101 969 19,354 SH   DFND 1,5 264 0 19,090
BOEING CO COM 097023105 2,127,665 16,722,982 SH   DFND 1,5 326,959 0 16,396,023
BOEING CO COM 097023105 27,181 213,639 SH   DFND 2 213,639 0 0
BOEING CO COM 097023105 9,974 78,391 SH   DFND 3 78,391 0 0
BOEING CO COM 097023105 47,901 376,490 SH   DFND 6 342,650 0 33,840
BOEING CO COM 097023105 69,270 544,446 SH   DFND 7 464,746 0 79,700
BOFI HLDG INC COM 05566U108 19,330 263,100 SH   DFND 1,5 5,000 0 258,100
BOINGO WIRELESS INC COM 09739C102 2,283 334,242 SH   DFND 1,5 0 0 334,242
BOISE CASCADE CO DEL COM 09739D100 115,245 4,023,933 SH   DFND 1,5 0 0 4,023,933
BOISE CASCADE CO DEL COM 09739D100 1,257 43,902 SH   DFND 6 43,902 0 0
BOISE CASCADE CO DEL COM 09739D100 1,761 61,500 SH   DFND 7 27,700 0 33,800
BOK FINL CORP COM NEW 05561Q201 264 3,971 SH   DFND 6 3,971 0 0
BONANZA CREEK ENERGY INC COM 097793103 40,473 707,700 SH   DFND 1,5 200 0 707,500
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 135,254 6,367,897 SH   DFND 1,5 250 0 6,367,647
BORGWARNER INC COM 099724106 266,663 4,090,550 SH   DFND 1,5 67,150 0 4,023,400
BORGWARNER INC COM 099724106 4,746 72,803 SH   DFND 2 72,803 0 0
BORGWARNER INC COM 099724106 1,207 18,519 SH   DFND 3 18,519 0 0
BORGWARNER INC COM 099724106 1,156 17,732 SH   DFND 6 17,732 0 0
BOSTON BEER INC CL A 100557107 235,785 1,054,873 SH   DFND 1,5 22,083 0 1,032,790
BOSTON PRIVATE FINL HLDGS IN COM 101119105 36,239 2,696,333 SH   DFND 1,5 0 0 2,696,333
BOSTON PRIVATE FINL HLDGS IN COM 101119105 46,076 3,428,282 SH   DFND 6 3,428,282 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 14,347 1,067,470 SH   DFND 7 860,720 0 206,750
BOSTON PROPERTIES INC COM 101121101 807,691 6,834,412 SH   DFND 1,5 2,505,545 0 4,328,867
BOSTON PROPERTIES INC COM 101121101 5,760 48,735 SH   DFND 2 48,735 0 0
BOSTON PROPERTIES INC COM 101121101 1,214 10,274 SH   DFND 3 10,274 0 0
BOSTON PROPERTIES INC COM 101121101 58,028 491,015 SH   DFND 6 491,015 0 0
BOSTON PROPERTIES INC COM 101121101 25,573 216,392 SH   DFND 7 23,650 0 192,742
BOSTON PROPERTIES INC COM 101121101 25,660 217,123 SH   DFND   217,123 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,013,067 157,640,332 SH   DFND 1,5 1,473,736 0 156,166,596
BOSTON SCIENTIFIC CORP COM 101137107 5,379 421,197 SH   DFND 2 421,197 0 0
BOSTON SCIENTIFIC CORP COM 101137107 418 32,714 SH   DFND 3 32,714 0 0
BOSTON SCIENTIFIC CORP COM 101137107 16,356 1,280,807 SH   DFND 6 1,173,007 0 107,800
BOSTON SCIENTIFIC CORP COM 101137107 11,241 880,247 SH   DFND 7 568,947 0 311,300
BOTTOMLINE TECH DEL INC COM 101388106 2,017 67,400 SH   DFND 6 67,400 0 0
BOTTOMLINE TECH DEL INC COM 101388106 2,292 76,600 SH   DFND 7 29,500 0 47,100
BP PLC SPONSORED ADR 055622104 2,594 49,166 SH   DFND 1,5 0 0 49,166
BP PLC SPONSORED ADR 055622104 948 17,976 SH   DFND 3 17,976 0 0
BP PLC SPONSORED ADR 055622104 425,219 8,061,018 SH   DFND   8,061,018 0 0
BPZ RESOURCES INC COM 055639108 47,448 15,405,054 SH   DFND 1,5 143,650 0 15,261,404
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 9,310 8,000,000 PRN   DFND 1,5 0 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 118,905 7,622,135 SH   DFND 1,5 5,062,035 0 2,560,100
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 362 23,188 SH   DFND 6 23,188 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 3,221 206,368 SH   DFND 1,5 815 0 205,553
BRIGHT HORIZONS FAM SOL IN D COM 109194100 59,432 1,384,060 SH   DFND 1,5 2,370 0 1,381,690
BRINKER INTL INC COM 109641100 431,998 8,879,714 SH   DFND 1,5 628 0 8,879,086
BRINKER INTL INC COM 109641100 397 8,169 SH   DFND 6 8,169 0 0
BRINKER INTL INC COM 109641100 4,419 90,830 SH   DFND 7 90,830 0 0
BRINKS CO COM 109696104 973 34,495 SH   DFND 1,5 475 0 34,020
BRISTOL MYERS SQUIBB CO COM 110122108 1,406,476 28,993,518 SH   DFND 1,5 680,469 0 28,313,049
BRISTOL MYERS SQUIBB CO COM 110122108 25,600 527,716 SH   DFND 2 527,716 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,082 187,212 SH   DFND 3 187,212 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 42,871 883,759 SH   DFND 6 820,059 0 63,700
BRISTOL MYERS SQUIBB CO COM 110122108 86,163 1,776,193 SH   DFND 7 1,595,093 0 181,100
BRISTOL MYERS SQUIBB CO COM 110122108 90,632 1,868,316 SH   DFND   1,868,316 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,877,879 15,769,891 SH   DFND 1,5 73,794 0 15,696,097
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 11,121 93,395 SH   DFND 6 93,395 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 17,148 144,000 SH   DFND 7 144,000 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 34,049 1,483,600 SH   DFND 1,5 1,079,300 0 404,300
BRIXMOR PPTY GROUP INC COM 11120U105 10,107 440,373 SH   DFND   440,373 0 0
BROADCOM CORP CL A 111320107 1,587,210 42,758,882 SH   DFND 1,5 1,510,331 0 41,248,551
BROADCOM CORP CL A 111320107 6,569 176,975 SH   DFND 2 176,975 0 0
BROADCOM CORP CL A 111320107 2,091 56,334 SH   DFND 3 56,334 0 0
BROADCOM CORP CL A 111320107 16,858 454,141 SH   DFND 6 453,541 0 600
BROADCOM CORP CL A 111320107 10,114 272,474 SH   DFND 7 272,474 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 69,341 1,665,249 SH   DFND 1,5 0 0 1,665,249
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 243 5,831 SH   DFND 3 5,831 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,399 129,667 SH   DFND 6 129,667 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,124 27,000 SH   DFND 7 11,500 0 15,500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 42,347 1,016,986 SH   DFND   1,016,970 0 16
BROADSOFT INC COM 11133B409 100,914 3,823,943 SH   DFND 1,5 0 0 3,823,943
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 99,146 10,776,738 SH   DFND 1,5 259,579 0 10,517,159
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 585 63,581 SH   DFND 6 63,581 0 0
BROOKDALE SR LIVING INC COM 112463104 75,132 2,253,500 SH   DFND 1,5 0 0 2,253,500
BROOKDALE SR LIVING INC COM 112463104 325 9,735 SH   DFND 6 9,735 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 197,011 4,471,834 SH   DFND 1,5 2,486,134 0 1,985,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 17,276 392,136 SH   DFND 6 16,900 0 375,236
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 37,346 847,700 SH   DFND 7 847,700 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 542,162 12,306,188 SH   DFND   10,109,488 0 2,196,700
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 103,404 2,477,810 SH   DFND   2,477,810 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 224,854 10,764,049 SH   DFND   10,764,049 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 35,833 1,212,300 SH   DFND   1,212,300 0 0
BROWN & BROWN INC COM 115236101 81,625 2,657,924 SH   DFND 1,5 395,924 0 2,262,000
BROWN & BROWN INC COM 115236101 533 17,344 SH   DFND 6 17,344 0 0
BROWN FORMAN CORP CL B 115637209 16,016 170,080 SH   DFND 1,5 0 0 170,080
BROWN FORMAN CORP CL B 115637209 4,861 51,619 SH   DFND 2 51,619 0 0
BROWN FORMAN CORP CL B 115637209 295 3,135 SH   DFND 3 3,135 0 0
BROWN FORMAN CORP CL B 115637209 1,123 11,921 SH   DFND 6 11,921 0 0
BRUKER CORP COM 116794108 100,682 4,148,400 SH   DFND 1,5 0 0 4,148,400
BRUKER CORP COM 116794108 56,819 2,341,120 SH   DFND 6 2,341,120 0 0
BRUKER CORP COM 116794108 18,181 749,126 SH   DFND 7 614,326 0 134,800
BRUNSWICK CORP COM 117043109 313,477 7,440,713 SH   DFND 1,5 14,652 0 7,426,061
BRUNSWICK CORP COM 117043109 42,213 1,001,960 SH   DFND 6 1,001,960 0 0
BRUNSWICK CORP COM 117043109 13,813 327,860 SH   DFND 7 277,500 0 50,360
BT GROUP PLC ADR 05577E101 10,993 167,500 SH   DFND 1,5 0 0 167,500
BUCKLE INC COM 118440106 37,706 850,000 SH   DFND 1,5 21,200 0 828,800
BUFFALO WILD WINGS INC COM 119848109 405,752 2,448,564 SH   DFND 1,5 173,397 0 2,275,167
BUFFALO WILD WINGS INC COM 119848109 339 2,048 SH   DFND 6 2,048 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 10,369 1,386,260 SH   DFND 6 1,354,840 0 31,420
BUILDERS FIRSTSOURCE INC COM 12008R107 1,042 139,346 SH   DFND 7 139,346 0 0
BUNGE LIMITED COM G16962105 1,046,737 13,838,403 SH   DFND 1,5 579,422 0 13,258,981
BUNGE LIMITED COM G16962105 18,752 247,913 SH   DFND 6 191,913 0 56,000
BUNGE LIMITED COM G16962105 16,197 214,136 SH   DFND 7 144,136 0 70,000
BURGER KING WORLDWIDE INC COM 121220107 35,734 1,312,800 SH   DFND 1,5 0 0 1,312,800
BURGER KING WORLDWIDE INC COM 121220107 222 8,144 SH   DFND 6 8,144 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 364,866 5,719,804 SH   DFND 1,5 229,225 0 5,490,579
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,015 47,267 SH   DFND 2 47,267 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,007 94,172 SH   DFND 6 94,172 0 0
C&J ENERGY SVCS INC COM 12467B304 53,328 1,578,700 SH   DFND 1,5 0 0 1,578,700
CA INC COM 12673P105 123,835 4,308,800 SH   DFND 1,5 547,834 0 3,760,966
CA INC COM 12673P105 2,919 101,557 SH   DFND 2 101,557 0 0
CA INC COM 12673P105 256 8,890 SH   DFND 3 8,890 0 0
CA INC COM 12673P105 2,349 81,722 SH   DFND 6 81,722 0 0
CABELAS INC COM 126804301 233,961 3,749,377 SH   DFND 1,5 54,577 0 3,694,800
CABELAS INC COM 126804301 431 6,906 SH   DFND 6 6,906 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,217 68,936 SH   DFND 2 68,936 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 268 15,212 SH   DFND 6 15,212 0 0
CABOT CORP COM 127055101 448,364 7,731,752 SH   DFND 1,5 196,078 0 7,535,674
CABOT CORP COM 127055101 2,148 37,038 SH   DFND 6 37,038 0 0
CABOT OIL & GAS CORP COM 127097103 878,519 25,732,845 SH   DFND 1,5 966,040 0 24,766,805
CABOT OIL & GAS CORP COM 127097103 4,537 132,883 SH   DFND 2 132,883 0 0
CABOT OIL & GAS CORP COM 127097103 2,102 61,573 SH   DFND 3 61,573 0 0
CABOT OIL & GAS CORP COM 127097103 2,902 84,993 SH   DFND 6 84,993 0 0
CACI INTL INC CL A 127190304 244,320 3,479,850 SH   DFND 1,5 0 0 3,479,850
CADENCE DESIGN SYSTEM INC COM 127387108 124,520 7,119,500 SH   DFND 1,5 0 0 7,119,500
CADENCE DESIGN SYSTEM INC COM 127387108 24,886 1,422,861 SH   DFND 6 1,422,861 0 0
CAE INC COM 124765108 2,677 204,630 SH   DFND 6 0 0 204,630
CAE INC COM 124765108 53,009 4,051,800 SH   DFND   4,051,800 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 98,625 2,009,467 SH   DFND 1,5 132,210 0 1,877,257
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 987 20,100 SH   DFND 6 20,100 0 0
CAL DIVE INTL INC DEL COM 12802T101 8,006 6,065,300 SH   DFND 1,5 165,300 0 5,900,000
CALAVO GROWERS INC COM 128246105 10,237 302,600 SH   DFND 1,5 0 0 302,600
CALIX INC COM 13100M509 5,941 726,300 SH   DFND 1,5 0 0 726,300
CALLIDUS SOFTWARE INC COM 13123E500 13,316 1,115,213 SH   DFND 1,5 164,713 0 950,500
CALLIDUS SOFTWARE INC COM 13123E500 19,548 1,637,222 SH   DFND 6 1,637,222 0 0
CALLIDUS SOFTWARE INC COM 13123E500 1,635 136,970 SH   DFND 7 136,970 0 0
CALPINE CORP COM NEW 131347304 192,004 8,063,990 SH   DFND 1,5 15,200 0 8,048,790
CALPINE CORP COM NEW 131347304 1,379 57,916 SH   DFND 6 57,916 0 0
CAMAC ENERGY INC COM 131745101 24 34,000 SH   DFND 7 34,000 0 0
CAMDEN NATL CORP COM 133034108 1,650 42,560 SH   DFND 1,5 1,489 0 41,071
CAMDEN PPTY TR SH BEN INT 133131102 202,728 2,849,300 SH   DFND 1,5 1,846,200 0 1,003,100
CAMDEN PPTY TR SH BEN INT 133131102 897 12,606 SH   DFND 6 12,606 0 0
CAMECO CORP COM 13321L108 31,162 1,588,691 SH   DFND 1,5 12,991 0 1,575,700
CAMECO CORP COM 13321L108 39,265 2,001,801 SH   DFND   2,001,801 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 231,197 3,414,520 SH   DFND 1,5 534 0 3,413,986
CAMERON INTERNATIONAL CORP COM 13342B105 4,403 65,022 SH   DFND 2 65,022 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,045 15,438 SH   DFND 3 15,438 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 20,095 296,784 SH   DFND 6 131,077 0 165,707
CAMERON INTERNATIONAL CORP COM 13342B105 98,352 1,452,550 SH   DFND 7 1,452,550 0 0
CAMPBELL SOUP CO COM 134429109 16,496 360,100 SH   DFND 1,5 34,400 0 325,700
CAMPBELL SOUP CO COM 134429109 2,610 56,979 SH   DFND 2 56,979 0 0
CAMPBELL SOUP CO COM 134429109 2,454 53,561 SH   DFND 3 53,561 0 0
CAMPBELL SOUP CO COM 134429109 793 17,302 SH   DFND 6 17,302 0 0
CANADIAN NAT RES LTD COM 136385101 1,090,874 23,740,909 SH   DFND 1,5 2,947,342 0 20,793,567
CANADIAN NAT RES LTD COM 136385101 60,612 1,319,113 SH   DFND 6 604,840 0 714,273
CANADIAN NAT RES LTD COM 136385101 22,579 491,400 SH   DFND 7 377,800 0 113,600
CANADIAN NAT RES LTD COM 136385101 731,293 15,915,289 SH   DFND   14,465,489 0 1,449,800
CANADIAN NATL RY CO COM 136375102 205,949 3,166,544 SH   DFND 1,5 1,463,914 0 1,702,630
CANADIAN NATL RY CO COM 136375102 14,210 218,484 SH   DFND 6 1,300 0 217,184
CANADIAN NATL RY CO COM 136375102 372,743 5,731,051 SH   DFND   5,244,551 0 486,500
CANADIAN PAC RY LTD COM 13645T100 1,942,614 10,723,015 SH   DFND 1,5 307,601 0 10,415,414
CANADIAN PAC RY LTD COM 13645T100 38,334 211,600 SH   DFND 6 87,400 0 124,200
CANADIAN PAC RY LTD COM 13645T100 56,867 313,900 SH   DFND 7 295,200 0 18,700
CANADIAN PAC RY LTD COM 13645T100 693,963 3,830,602 SH   DFND   3,259,602 0 571,000
CANADIAN SOLAR INC COM 136635109 19,784 632,900 SH   DFND 1,5 300 0 632,600
CANADIAN SOLAR INC DEBT 4.250% 2/1 C15396AA9 53,316 51,210,000 PRN   DFND 1,5 0 0 0
CANADIAN SOLAR INC DEBT 4.250% 2/1 C15396AA9 2,145 2,060,000 PRN   DFND 6 0 0 0
CANADIAN SOLAR INC COM 136635109 760 24,300 SH   DFND 6 24,300 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,111,592 25,564,065 SH   DFND 1,5 477,946 0 25,086,119
CAPITAL ONE FINL CORP COM 14040H105 15,035 182,016 SH   DFND 2 182,016 0 0
CAPITAL ONE FINL CORP COM 14040H105 7,621 92,262 SH   DFND 3 92,262 0 0
CAPITAL ONE FINL CORP COM 14040H105 78,766 953,586 SH   DFND 6 641,244 0 312,342
CAPITAL ONE FINL CORP COM 14040H105 253,500 3,069,010 SH   DFND 7 2,933,410 0 135,600
CAPITAL SR LIVING CORP COM 140475104 16,970 711,830 SH   DFND 1,5 128,030 0 583,800
CAPITOL FED FINL INC COM 14057J101 744 61,200 SH   DFND 1,5 0 0 61,200
CAPSTEAD MTG CORP COM NO PAR 14067E506 527 40,100 SH   DFND 1,5 0 0 40,100
CARA THERAPEUTICS INC COM 140755109 26,773 1,573,054 SH   DFND 1,5 0 0 1,573,054
CARBO CERAMICS INC COM 140781105 21,546 139,800 SH   DFND 1,5 13,400 0 126,400
CARDINAL HEALTH INC COM 14149Y108 549,198 8,010,479 SH   DFND 1,5 545,097 0 7,465,382
CARDINAL HEALTH INC COM 14149Y108 7,427 108,335 SH   DFND 2 108,335 0 0
CARDINAL HEALTH INC COM 14149Y108 2,199 32,074 SH   DFND 3 32,074 0 0
CARDINAL HEALTH INC COM 14149Y108 4,508 65,756 SH   DFND 6 65,756 0 0
CARDINAL HEALTH INC COM 14149Y108 3,926 57,270 SH   DFND 7 57,270 0 0
CARDINAL HEALTH INC COM 14149Y108 4,786 69,810 SH   DFND   69,810 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 12,720 1,615,823 SH   DFND 1,5 0 0 1,615,823
CARDIOME PHARMA CORP COM NO PAR 14159U301 492 62,500 SH   DFND 6 62,500 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 33,557 1,076,936 SH   DFND 1,5 0 0 1,076,936
CARDTRONICS INC COM 14161H108 2,304 67,600 SH   DFND 1,5 500 0 67,100
CAREER EDUCATION CORP COM 141665109 36,130 7,720,000 SH   DFND 1,5 1,167,700 0 6,552,300
CAREFUSION CORP COM 14170T101 2,701 60,900 SH   DFND 1,5 60,900 0 0
CAREFUSION CORP COM 14170T101 2,928 66,017 SH   DFND 2 66,017 0 0
CAREFUSION CORP COM 14170T101 801 18,062 SH   DFND 3 18,062 0 0
CAREFUSION CORP COM 14170T101 1,344 30,302 SH   DFND 6 30,302 0 0
CARETRUST REIT INC COM 14174T107 25,120 1,268,700 SH   DFND 1,5 8,851 0 1,259,849
CARLISLE COS INC COM 142339100 42,912 495,400 SH   DFND 1,5 0 0 495,400
CARLISLE COS INC COM 142339100 18,645 215,253 SH   DFND 6 215,253 0 0
CARLISLE COS INC COM 142339100 10,153 117,216 SH   DFND 7 93,756 0 23,460
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 217,006 6,390,055 SH   DFND 1,5 0 0 6,390,055
CARMAX INC COM 143130102 165,206 3,176,433 SH   DFND 1,5 245,164 0 2,931,269
CARMAX INC COM 143130102 3,651 70,197 SH   DFND 2 70,197 0 0
CARMAX INC COM 143130102 336 6,451 SH   DFND 3 6,451 0 0
CARMAX INC COM 143130102 1,126 21,659 SH   DFND 6 21,659 0 0
CARNIVAL CORP PAIRED CTF 143658300 11,939 317,100 SH   DFND 1,5 0 0 317,100
CARNIVAL CORP PAIRED CTF 143658300 5,258 139,650 SH   DFND 2 139,650 0 0
CARNIVAL CORP PAIRED CTF 143658300 861 22,863 SH   DFND 3 22,863 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,338 62,095 SH   DFND 6 62,095 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 261,722 4,137,902 SH   DFND 1,5 0 0 4,137,902
CARPENTER TECHNOLOGY CORP COM 144285103 480 7,596 SH   DFND 6 7,596 0 0
CARRIAGE SVCS INC COM 143905107 22,880 1,335,694 SH   DFND 1,5 0 0 1,335,694
CARRIAGE SVCS INC COM 143905107 9,623 561,782 SH   DFND 6 561,782 0 0
CARRIAGE SVCS INC COM 143905107 553 32,270 SH   DFND 7 32,270 0 0
CARRIZO OIL & GAS INC COM 144577103 86,949 1,255,400 SH   DFND 1,5 0 0 1,255,400
CARRIZO OIL & GAS INC COM 144577103 907 13,100 SH   DFND 6 13,100 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,459 626,210 SH   DFND 6 626,210 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 744 104,440 SH   DFND 7 104,440 0 0
CARTER INC COM 146229109 278 4,036 SH   DFND 6 4,036 0 0
CASH AMER INTL INC COM 14754D100 120,767 2,718,141 SH   DFND 1,5 45,000 0 2,673,141
CASTLIGHT HEALTH INC CL B 14862Q100 144,640 9,515,764 SH   DFND 1,5 29,800 0 9,485,964
CATAMARAN CORP COM 148887102 203,079 4,598,782 SH   DFND 1,5 97,131 0 4,501,651
CATAMARAN CORP COM 148887102 48,058 1,088,277 SH   DFND 6 893,977 0 194,300
CATAMARAN CORP COM 148887102 44,685 1,011,900 SH   DFND 7 928,000 0 83,900
CATAMARAN CORP COM 148887102 75,259 1,704,272 SH   DFND   1,704,272 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 2,941 215,161 SH   DFND   215,161 0 0
CATERPILLAR INC DEL COM 149123101 1,345,318 12,379,849 SH   DFND 1,5 186,377 0 12,193,472
CATERPILLAR INC DEL COM 149123101 21,602 198,783 SH   DFND 2 198,783 0 0
CATERPILLAR INC DEL COM 149123101 6,324 58,198 SH   DFND 3 58,198 0 0
CATERPILLAR INC DEL COM 149123101 47,653 438,510 SH   DFND 6 294,520 0 143,990
CATERPILLAR INC DEL COM 149123101 109,715 1,009,617 SH   DFND 7 920,117 0 89,500
CATHAY GEN BANCORP COM 149150104 184,508 7,218,605 SH   DFND 1,5 85,736 0 7,132,869
CATO CORP NEW CL A 149205106 3,090 100,000 SH   DFND 1,5 0 0 100,000
CAVCO INDS INC DEL COM 149568107 551 6,456 SH   DFND   6,456 0 0
CAVIUM INC COM 14964U108 312,993 6,302,710 SH   DFND 1,5 414,112 0 5,888,598
CAVIUM INC COM 14964U108 59,561 1,199,385 SH   DFND 6 1,199,385 0 0
CAVIUM INC COM 14964U108 17,162 345,580 SH   DFND 7 282,500 0 63,080
CBEYOND INC COM 149847105 35,843 3,602,266 SH   DFND   3,602,266 0 0
CBIZ INC COM 124805102 55,609 6,158,234 SH   DFND 1,5 29,934 0 6,128,300
CBIZ INC COM 124805102 9,809 1,086,308 SH   DFND 6 1,086,308 0 0
CBIZ INC COM 124805102 1,568 173,624 SH   DFND 7 173,624 0 0
CBL & ASSOC PPTYS INC COM 124830100 200,669 10,561,531 SH   DFND 1,5 233,788 0 10,327,743
CBL & ASSOC PPTYS INC COM 124830100 1,661 87,423 SH   DFND 6 87,423 0 0
CBOE HLDGS INC COM 12503M108 336 6,819 SH   DFND 6 6,819 0 0
CBRE GROUP INC CL A 12504L109 562,912 17,569,053 SH   DFND 1,5 0 0 17,569,053
CBRE GROUP INC CL A 12504L109 2,846 88,816 SH   DFND 2 88,816 0 0
CBRE GROUP INC CL A 12504L109 402 12,539 SH   DFND 3 12,539 0 0
CBRE GROUP INC CL A 12504L109 16,272 507,871 SH   DFND 6 507,871 0 0
CBRE GROUP INC CL A 12504L109 42,166 1,316,040 SH   DFND 7 1,316,040 0 0
CBS CORP NEW CL B 124857202 662,970 10,668,968 SH   DFND 1,5 103,002 0 10,565,966
CBS CORP NEW CL B 124857202 10,458 168,302 SH   DFND 2 168,302 0 0
CBS CORP NEW CL B 124857202 4,530 72,894 SH   DFND 3 72,894 0 0
CBS CORP NEW CL B 124857202 12,988 209,013 SH   DFND 6 169,013 0 40,000
CBS CORP NEW CL B 124857202 14,062 226,300 SH   DFND 7 112,000 0 114,300
CBS OUTDOOR AMERS INC COM 14987J106 32,997 1,009,700 SH   DFND 1,5 0 0 1,009,700
CDN IMPERIAL BK COMM TORONTO COM 136069101 18,964 208,400 SH   DFND 1,5 0 0 208,400
CDN IMPERIAL BK COMM TORONTO COM 136069101 559 6,141 SH   DFND 6 0 0 6,141
CDN IMPERIAL BK COMM TORONTO COM 136069101 93,608 1,028,673 SH   DFND   1,028,673 0 0
CDW CORP COM 12514G108 266,609 8,362,907 SH   DFND 1,5 17,100 0 8,345,807
CDW CORP COM 12514G108 52,279 1,639,855 SH   DFND 6 1,639,855 0 0
CDW CORP COM 12514G108 2,411 75,620 SH   DFND 7 75,620 0 0
CECO ENVIRONMENTAL CORP COM 125141101 12,472 800,000 SH   DFND 1,5 19,500 0 780,500
CEDAR FAIR L P DEPOSITRY UNIT 150185106 34,281 648,035 SH   DFND 1,5 147 0 647,888
CEDAR REALTY TRUST INC COM NEW 150602209 64,911 10,385,716 SH   DFND 1,5 3,140,640 0 7,245,076
CEDAR REALTY TRUST INC COM NEW 150602209 6,318 1,010,892 SH   DFND 6 1,010,892 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,048 487,750 SH   DFND 7 51,770 0 435,980
CELANESE CORP DEL COM SER A 150870103 287,158 4,467,293 SH   DFND 1,5 200 0 4,467,093
CELANESE CORP DEL COM SER A 150870103 2,470 38,421 SH   DFND 6 38,421 0 0
CELGENE CORP COM 151020104 814,630 9,485,672 SH   DFND 1,5 256,418 0 9,229,254
CELGENE CORP COM 151020104 21,901 255,020 SH   DFND 2 255,020 0 0
CELGENE CORP COM 151020104 10,514 122,422 SH   DFND 3 122,422 0 0
CELGENE CORP COM 151020104 5,802 67,557 SH   DFND 6 67,557 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 172,976 10,599,045 SH   DFND 1,5 283,773 0 10,315,272
CELLDEX THERAPEUTICS INC NEW COM 15117B103 14,156 867,430 SH   DFND 6 818,530 0 48,900
CELLDEX THERAPEUTICS INC NEW COM 15117B103 5,962 365,308 SH   DFND 7 214,708 0 150,600
CELLDEX THERAPEUTICS INC NEW COM 15117B103 3,633 222,590 SH   DFND   222,590 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 48,103 3,635,898 SH   DFND 1,5 138,281 0 3,497,617
CEMPRA INC COM 15130J109 2,813 262,200 SH   DFND 1,5 0 0 262,200
CEMPRA INC COM 15130J109 14,940 1,392,382 SH   DFND 6 1,392,382 0 0
CEMPRA INC COM 15130J109 1,120 104,340 SH   DFND 7 104,340 0 0
CENOVUS ENERGY INC COM 15135U109 144,844 4,468,233 SH   DFND 1,5 3,371,233 0 1,097,000
CENOVUS ENERGY INC COM 15135U109 13,615 419,996 SH   DFND 6 4,857 0 415,139
CENOVUS ENERGY INC COM 15135U109 372,479 11,490,424 SH   DFND   9,725,224 0 1,765,200
CENTENE CORP DEL COM 15135B101 189,781 2,510,000 SH   DFND 1,5 0 0 2,510,000
CENTENE CORP DEL COM 15135B101 337 4,452 SH   DFND 6 4,452 0 0
CENTERPOINT ENERGY INC COM 15189T107 26,686 1,044,854 SH   DFND 1,5 60 0 1,044,794
CENTERPOINT ENERGY INC COM 15189T107 3,495 136,850 SH   DFND 2 136,850 0 0
CENTERPOINT ENERGY INC COM 15189T107 576 22,559 SH   DFND 3 22,559 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,608 62,977 SH   DFND 6 62,977 0 0
CENTERPOINT ENERGY INC COM 15189T107 488 19,090 SH   DFND 7 19,090 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,959 212,900 SH   DFND 1,5 0 0 212,900
CENTURY CASINOS INC COM 156492100 241 41,600 SH   DFND 1,5 0 0 41,600
CENTURYLINK INC COM 156700106 87,767 2,424,493 SH   DFND 1,5 96,302 0 2,328,191
CENTURYLINK INC COM 156700106 6,602 182,387 SH   DFND 2 182,387 0 0
CENTURYLINK INC COM 156700106 3,611 99,762 SH   DFND 3 99,762 0 0
CENTURYLINK INC COM 156700106 2,940 81,210 SH   DFND 6 81,210 0 0
CEPHEID COM 15670R107 181,598 3,788,029 SH   DFND 1,5 278,921 0 3,509,108
CERNER CORP COM 156782104 1,246,966 24,175,378 SH   DFND 1,5 719,614 0 23,455,764
CERNER CORP COM 156782104 4,850 94,036 SH   DFND 2 94,036 0 0
CERNER CORP COM 156782104 681 13,197 SH   DFND 3 13,197 0 0
CERNER CORP COM 156782104 3,617 70,120 SH   DFND 6 70,120 0 0
CERNER CORP COM 156782104 2,681 51,970 SH   DFND 7 51,970 0 0
CERULEAN PHARMA INC COM 15708Q105 14,102 2,431,400 SH   DFND 1,5 0 0 2,431,400
CERUS CORP COM 157085101 14,235 3,430,078 SH   DFND 1,5 2,000 0 3,428,078
CF INDS HLDGS INC COM 125269100 663,982 2,760,494 SH   DFND 1,5 176,101 0 2,584,393
CF INDS HLDGS INC COM 125269100 3,988 16,582 SH   DFND 2 16,582 0 0
CF INDS HLDGS INC COM 125269100 742 3,083 SH   DFND 3 3,083 0 0
CF INDS HLDGS INC COM 125269100 10,875 45,214 SH   DFND 6 45,214 0 0
CF INDS HLDGS INC COM 125269100 23,589 98,070 SH   DFND 7 98,070 0 0
CHAMBERS STR PPTYS COM 157842105 109,577 13,628,925 SH   DFND 1,5 9,261,375 0 4,367,550
CHANNELADVISOR CORP COM 159179100 91,364 3,466,012 SH   DFND 1,5 600 0 3,465,412
CHARLES RIV LABS INTL INC COM 159864107 298 5,570 SH   DFND 6 5,570 0 0
CHARLES RIV LABS INTL INC COM 159864107 81,976 1,531,690 SH   DFND   1,531,690 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 254,557 1,607,254 SH   DFND 1,5 34,200 0 1,573,054
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 967 6,108 SH   DFND 6 6,108 0 0
CHASE CORP COM 16150R104 30,896 904,986 SH   DFND 1,5 22,600 0 882,386
CHC GROUP LTD SHS G07021101 8,066 955,698 SH   DFND 1,5 0 0 955,698
CHECK POINT SOFTWARE TECH LT ORD M22465104 57,250 854,100 SH   DFND 1,5 16,700 0 837,400
CHEESECAKE FACTORY INC COM 163072101 95,338 2,053,810 SH   DFND 1,5 51,210 0 2,002,600
CHEETAH MOBILE INC ADR 163075104 9,476 446,127 SH   DFND   446,127 0 0
CHEFS WHSE INC COM 163086101 9,583 484,709 SH   DFND 1,5 0 0 484,709
CHEFS WHSE INC COM 163086101 4,544 229,820 SH   DFND 6 229,820 0 0
CHEFS WHSE INC COM 163086101 758 38,330 SH   DFND 7 38,330 0 0
CHEMED CORP NEW COM 16359R103 257,582 2,748,418 SH   DFND 1,5 25,000 0 2,723,418
CHEMTURA CORP COM NEW 163893209 41,505 1,588,386 SH   DFND 1,5 0 0 1,588,386
CHENIERE ENERGY INC COM NEW 16411R208 265,993 3,709,800 SH   DFND 1,5 3,400 0 3,706,400
CHENIERE ENERGY INC COM NEW 16411R208 2,532 35,311 SH   DFND 6 35,311 0 0
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 33,040 1,000,000 SH   DFND 1,5 0 0 1,000,000
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 65,887 2,652,452 SH   DFND 1,5 0 0 2,652,452
CHERRY HILL MTG INVT CORP COM 164651101 279 13,900 SH   DFND   13,900 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 128,994 120,465,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 203,584 6,550,333 SH   DFND 1,5 311,432 0 6,238,901
CHESAPEAKE ENERGY CORP COM 165167107 5,011 161,235 SH   DFND 2 161,235 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,262 40,620 SH   DFND 3 40,620 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 1,606 1,500,000 PRN   DFND 6 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,583 83,099 SH   DFND 6 83,099 0 0
CHEVRON CORP NEW COM 166764100 5,869,415 44,959,136 SH   DFND 1,5 1,081,092 0 43,878,044
CHEVRON CORP NEW COM 166764100 79,140 606,204 SH   DFND 2 606,204 0 0
CHEVRON CORP NEW COM 166764100 21,802 167,000 SH   DFND 3 167,000 0 0
CHEVRON CORP NEW COM 166764100 167,294 1,281,455 SH   DFND 6 1,170,945 0 110,510
CHEVRON CORP NEW COM 166764100 227,259 1,740,781 SH   DFND 7 1,532,981 0 207,800
CHICAGO BRIDGE & IRON CO N V COM 167250109 30,049 440,600 SH   DFND 1,5 0 0 440,600
CHICAGO BRIDGE & IRON CO N V COM 167250109 526 7,708 SH   DFND 6 7,708 0 0
CHICOS FAS INC COM 168615102 91,382 5,388,109 SH   DFND 1,5 45,335 0 5,342,774
CHICOS FAS INC COM 168615102 6,750 397,980 SH   DFND 6 397,980 0 0
CHICOS FAS INC COM 168615102 1,075 63,370 SH   DFND 7 63,370 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 12,297 247,770 SH   DFND 6 247,770 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 5,004 100,830 SH   DFND 7 81,630 0 19,200
CHIMERA INVT CORP COM 16934Q109 1,645 515,700 SH   DFND 1,5 0 0 515,700
CHIMERA INVT CORP COM 16934Q109 484 151,568 SH   DFND 6 151,568 0 0
CHIMERIX INC COM 16934W106 112,660 5,134,891 SH   DFND 1,5 292,900 0 4,841,991
CHINA BIOLOGIC PRODS INC COM 16938C106 7,987 179,600 SH   DFND 1,5 0 0 179,600
CHINA CORD BLOOD CORP SHS G21107100 7,736 1,401,428 SH   DFND 1,5 40,928 0 1,360,500
CHINA CORD BLOOD CORP SHS G21107100 371 67,200 SH   DFND 6 67,200 0 0
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 70 16,800 SH   DFND 1,5 0 0 16,800
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 57,262 2,281,352 SH   DFND 1,5 82,926 0 2,198,426
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 306 12,200 SH   DFND 6 12,200 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,901 39,100 SH   DFND 1,5 0 0 39,100
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 365 7,500 SH   DFND 7 7,500 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,887,351 3,185,349 SH   DFND 1,5 113,458 0 3,071,891
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,865 9,898 SH   DFND 2 9,898 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,206 2,036 SH   DFND 3 2,036 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 9,235 15,586 SH   DFND 6 15,586 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,345 2,270 SH   DFND 7 2,270 0 0
CHOICE HOTELS INTL INC COM 169905106 244 5,182 SH   DFND 6 5,182 0 0
CHUBB CORP COM 171232101 798,776 8,666,332 SH   DFND 1,5 322,019 0 8,344,313
CHUBB CORP COM 171232101 7,176 77,855 SH   DFND 2 77,855 0 0
CHUBB CORP COM 171232101 4,030 43,728 SH   DFND 3 43,728 0 0
CHUBB CORP COM 171232101 6,124 66,443 SH   DFND 6 66,443 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 3,052 95,200 SH   DFND 1,5 0 0 95,200
CHURCH & DWIGHT INC COM 171340102 142,719 2,040,300 SH   DFND 1,5 64,700 0 1,975,600
CHURCH & DWIGHT INC COM 171340102 227 3,251 SH   DFND 3 3,251 0 0
CHURCH & DWIGHT INC COM 171340102 737 10,530 SH   DFND 6 10,530 0 0
CHUYS HLDGS INC COM 171604101 81,577 2,247,310 SH   DFND 1,5 192,968 0 2,054,342
CIBER INC COM 17163B102 7,131 1,443,600 SH   DFND 1,5 0 0 1,443,600
CIENA CORP COM NEW 171779309 2,010 92,800 SH   DFND 1,5 0 0 92,800
CIGNA CORPORATION COM 125509109 682,086 7,416,402 SH   DFND 1,5 272,964 0 7,143,438
CIGNA CORPORATION COM 125509109 7,868 85,550 SH   DFND 2 85,550 0 0
CIGNA CORPORATION COM 125509109 4,327 47,053 SH   DFND 3 47,053 0 0
CIGNA CORPORATION COM 125509109 8,873 96,481 SH   DFND 6 74,781 0 21,700
CIGNA CORPORATION COM 125509109 5,160 56,110 SH   DFND 7 56,110 0 0
CIGNA CORPORATION COM 125509109 5,132 55,800 SH   DFND   55,800 0 0
CIMAREX ENERGY CO COM 171798101 762,461 5,314,802 SH   DFND 1,5 191,900 0 5,122,902
CIMAREX ENERGY CO COM 171798101 3,976 27,715 SH   DFND 2 27,715 0 0
CIMAREX ENERGY CO COM 171798101 202 1,405 SH   DFND 3 1,405 0 0
CIMAREX ENERGY CO COM 171798101 5,073 35,364 SH   DFND 6 35,364 0 0
CINCINNATI BELL INC NEW COM 171871106 5,892 1,499,200 SH   DFND 1,5 0 0 1,499,200
CINCINNATI FINL CORP COM 172062101 2,251 46,866 SH   DFND 2 46,866 0 0
CINCINNATI FINL CORP COM 172062101 544 11,323 SH   DFND 3 11,323 0 0
CINCINNATI FINL CORP COM 172062101 1,147 23,885 SH   DFND 6 23,885 0 0
CINEMARK HOLDINGS INC COM 17243V102 167,850 4,746,900 SH   DFND 1,5 15,600 0 4,731,300
CINEMARK HOLDINGS INC COM 17243V102 14,518 410,586 SH   DFND 6 410,586 0 0
CINTAS CORP COM 172908105 2,043 32,151 SH   DFND 2 32,151 0 0
CINTAS CORP COM 172908105 919 14,462 SH   DFND 3 14,462 0 0
CINTAS CORP COM 172908105 568 8,942 SH   DFND 6 8,942 0 0
CIRRUS LOGIC INC COM 172755100 23,506 1,033,700 SH   DFND 1,5 0 0 1,033,700
CISCO SYS INC COM 17275R102 2,496,642 100,468,474 SH   DFND 1,5 2,519,699 0 97,948,775
CISCO SYS INC COM 17275R102 40,537 1,631,286 SH   DFND 2 1,631,286 0 0
CISCO SYS INC COM 17275R102 18,876 759,592 SH   DFND 3 759,592 0 0
CISCO SYS INC COM 17275R102 74,292 2,989,608 SH   DFND 6 2,439,438 0 550,170
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DORMAN PRODUCTS INC COM 258278100 493 10,000 SH   DFND 1,5 0 0 10,000
DOT HILL SYS CORP COM 25848T109 10,080 2,144,600 SH   DFND 1,5 0 0 2,144,600
DOUGLAS EMMETT INC COM 25960P109 203,901 7,225,400 SH   DFND 1,5 3,105,700 0 4,119,700
DOUGLAS EMMETT INC COM 25960P109 32,574 1,154,280 SH   DFND 6 1,154,280 0 0
DOUGLAS EMMETT INC COM 25960P109 15,138 536,430 SH   DFND 7 255,840 0 280,590
DOUGLAS EMMETT INC COM 25960P109 11,929 422,698 SH   DFND   422,650 0 48
DOVER CORP COM 260003108 48,174 529,679 SH   DFND 1,5 9,233 0 520,446
DOVER CORP COM 260003108 4,822 53,017 SH   DFND 2 53,017 0 0
DOVER CORP COM 260003108 2,066 22,711 SH   DFND 3 22,711 0 0
DOVER CORP COM 260003108 1,434 15,766 SH   DFND 6 15,766 0 0
DOW CHEM CO COM 260543103 207,996 4,041,903 SH   DFND 1,5 110,400 0 3,931,503
DOW CHEM CO COM 260543103 19,731 383,424 SH   DFND 2 383,424 0 0
DOW CHEM CO COM 260543103 7,022 136,448 SH   DFND 3 136,448 0 0
DOW CHEM CO COM 260543103 8,373 162,709 SH   DFND 6 162,709 0 0
DOW CHEM CO COM 260543103 1,710 33,220 SH   DFND   33,220 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 265,566 4,533,386 SH   DFND 1,5 169,700 0 4,363,686
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,663 62,535 SH   DFND 2 62,535 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,616 27,592 SH   DFND 3 27,592 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 10,645 181,710 SH   DFND 6 142,210 0 39,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 19,631 335,107 SH   DFND 7 233,360 0 101,747
DR REDDYS LABS LTD ADR 256135203 2,800 64,900 SH   DFND 1,5 64,900 0 0
DRDGOLD LIMITED SPON ADR REPSTG 26152H301 84 28,300 SH   DFND 1,5 0 0 28,300
DREAMWORKS ANIMATION SKG INC CL A 26153C103 40,475 1,740,100 SH   DFND 1,5 39,900 0 1,700,200
DREAMWORKS ANIMATION SKG INC CL A 26153C103 254 10,921 SH   DFND 6 10,921 0 0
DRESSER-RAND GROUP INC COM 261608103 133,612 2,096,525 SH   DFND 1,5 225 0 2,096,300
DRESSER-RAND GROUP INC COM 261608103 376 5,893 SH   DFND 6 5,893 0 0
DRIL-QUIP INC COM 262037104 238,222 2,180,724 SH   DFND 1,5 1,654 0 2,179,070
DRIL-QUIP INC COM 262037104 36,995 338,660 SH   DFND 6 338,660 0 0
DRIL-QUIP INC COM 262037104 13,676 125,190 SH   DFND 7 98,720 0 26,470
DRYSHIPS INC SHS Y2109Q101 31,120 9,664,700 SH   DFND 1,5 58,000 0 9,606,700
DST SYS INC DEL COM 233326107 29,292 317,800 SH   DFND 1,5 0 0 317,800
DST SYS INC DEL COM 233326107 256 2,780 SH   DFND 6 2,780 0 0
DSW INC CL A 23334L102 96,674 3,460,048 SH   DFND 1,5 3,648 0 3,456,400
DSW INC CL A 23334L102 307 10,983 SH   DFND 6 10,983 0 0
DTE ENERGY CO COM 233331107 61,352 787,880 SH   DFND 1,5 306,822 0 481,058
DTE ENERGY CO COM 233331107 4,390 56,370 SH   DFND 2 56,370 0 0
DTE ENERGY CO COM 233331107 1,360 17,460 SH   DFND 3 17,460 0 0
DTE ENERGY CO COM 233331107 2,032 26,094 SH   DFND 6 26,094 0 0
DTE ENERGY CO COM 233331107 2,973 38,180 SH   DFND 7 38,180 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 581,498 8,885,973 SH   DFND 1,5 143,008 0 8,742,965
DU PONT E I DE NEMOURS & CO COM 263534109 19,137 292,442 SH   DFND 2 292,442 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,778 88,292 SH   DFND 3 88,292 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,414 98,020 SH   DFND 6 98,020 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,121 93,540 SH   DFND 7 93,540 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 69,338 934,606 SH   DFND 1,5 95,346 0 839,260
DUKE ENERGY CORP NEW COM NEW 26441C204 16,709 225,215 SH   DFND 2 225,215 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,520 74,400 SH   DFND 3 74,400 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 37,448 504,761 SH   DFND 6 472,131 0 32,630
DUKE ENERGY CORP NEW COM NEW 26441C204 62,645 844,380 SH   DFND 7 844,380 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 19,698 265,504 SH   DFND   265,504 0 0
DUKE REALTY CORP COM NEW 264411505 266,121 14,654,248 SH   DFND 1,5 9,547,448 0 5,106,800
DUKE REALTY CORP COM NEW 264411505 881 48,492 SH   DFND 6 48,492 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 505,655 4,588,522 SH   DFND 1,5 235,652 0 4,352,870
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,299 11,787 SH   DFND 2 11,787 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 259 2,349 SH   DFND 3 2,349 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 36,827 334,183 SH   DFND 6 334,183 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,881 26,140 SH   DFND 7 26,140 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 64,883 588,773 SH   DFND   588,710 0 63
DUNKIN BRANDS GROUP INC COM 265504100 678,840 14,818,590 SH   DFND 1,5 549,587 0 14,269,003
DUNKIN BRANDS GROUP INC COM 265504100 2,041 44,548 SH   DFND 6 44,548 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 118,538 4,396,807 SH   DFND 1,5 2,636,907 0 1,759,900
DURATA THERAPEUTICS INC COM 26658A107 12,465 731,951 SH   DFND 1,5 0 0 731,951
DURECT CORP COM 266605104 418 229,600 SH   DFND 1,5 0 0 229,600
DXP ENTERPRISES INC NEW COM NEW 233377407 72,712 962,559 SH   DFND 1,5 180 0 962,379
DXP ENTERPRISES INC NEW COM NEW 233377407 31,622 418,611 SH   DFND 6 418,611 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 2,095 27,730 SH   DFND 7 27,730 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 18,679 247,270 SH   DFND   247,270 0 0
DYAX CORP COM 26746E103 106,026 11,044,370 SH   DFND 1,5 15,727 0 11,028,643
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 6,585 271,542 SH   DFND 1,5 0 0 271,542
DYNAVAX TECHNOLOGIES CORP COM 268158102 95 59,212 SH   DFND 1,5 0 0 59,212
DYNAVAX TECHNOLOGIES CORP COM 268158102 31 19,300 SH   DFND   19,300 0 0
DYNEGY INC NEW DEL COM 26817R108 313,172 8,999,186 SH   DFND 1,5 185,709 0 8,813,477
DYNEGY INC NEW DEL COM 26817R108 756 21,724 SH   DFND 6 21,724 0 0
DYNEX CAP INC COM NEW 26817Q506 20,233 2,286,243 SH   DFND 1,5 0 0 2,286,243
E HOUSE CHINA HLDGS LTD ADR 26852W103 113 13,080 SH   DFND 1,5 0 0 13,080
E M C CORP MASS COM 268648102 885,587 33,621,372 SH   DFND 1,5 1,749,897 0 31,871,475
E M C CORP MASS COM 268648102 17,172 651,949 SH   DFND 2 651,949 0 0
E M C CORP MASS COM 268648102 7,991 303,396 SH   DFND 3 303,396 0 0
E M C CORP MASS COM 268648102 20,669 784,704 SH   DFND 6 724,304 0 60,400
E M C CORP MASS COM 268648102 27,783 1,054,796 SH   DFND 7 880,896 0 173,900
E TRADE FINANCIAL CORP COM NEW 269246401 511,667 24,067,102 SH   DFND 1,5 53,800 0 24,013,302
E TRADE FINANCIAL CORP COM NEW 269246401 1,943 91,381 SH   DFND 2 91,381 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 31,277 1,471,184 SH   DFND 6 1,471,184 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 6,436 302,740 SH   DFND 7 281,500 0 21,240
E2OPEN INC COM 29788A104 89,372 4,323,764 SH   DFND 1,5 500 0 4,323,264
EAGLE BANCORP INC MD COM 268948106 18,578 550,460 SH   DFND 1,5 13,860 0 536,600
EAGLE MATERIALS INC COM 26969P108 342,163 3,629,226 SH   DFND 1,5 43,800 0 3,585,426
EAGLE MATERIALS INC COM 26969P108 13,087 138,814 SH   DFND 6 138,814 0 0
EAGLE MATERIALS INC COM 26969P108 5,164 54,774 SH   DFND 7 49,434 0 5,340
EARTHLINK HLDGS CORP COM 27033X101 8,611 2,314,781 SH   DFND 1,5 0 0 2,314,781
EAST WEST BANCORP INC COM 27579R104 182,249 5,208,599 SH   DFND 1,5 72,746 0 5,135,853
EAST WEST BANCORP INC COM 27579R104 32,919 940,809 SH   DFND 6 940,809 0 0
EAST WEST BANCORP INC COM 27579R104 7,425 212,190 SH   DFND 7 195,030 0 17,160
EASTGROUP PPTY INC COM 277276101 8,286 129,000 SH   DFND 1,5 0 0 129,000
EASTMAN CHEM CO COM 277432100 998,472 11,430,709 SH   DFND 1,5 168,627 0 11,262,082
EASTMAN CHEM CO COM 277432100 4,179 47,844 SH   DFND 2 47,844 0 0
EASTMAN CHEM CO COM 277432100 2,574 29,470 SH   DFND 3 29,470 0 0
EASTMAN CHEM CO COM 277432100 15,320 175,391 SH   DFND 6 150,491 0 24,900
EASTMAN CHEM CO COM 277432100 17,392 199,103 SH   DFND 7 127,903 0 71,200
EATON CORP PLC SHS G29183103 560,046 7,256,362 SH   DFND 1,5 143,709 0 7,112,653
EATON CORP PLC SHS G29183103 11,716 151,802 SH   DFND 2 151,802 0 0
EATON CORP PLC SHS G29183103 4,722 61,185 SH   DFND 3 61,185 0 0
EATON CORP PLC SHS G29183103 16,184 209,687 SH   DFND 6 209,687 0 0
EATON CORP PLC SHS G29183103 17,273 223,800 SH   DFND 7 223,800 0 0
EATON CORP PLC SHS G29183103 770 9,982 SH   DFND   9,982 0 0
EATON VANCE CORP COM NON VTG 278265103 18,189 481,319 SH   DFND 6 481,319 0 0
EATON VANCE CORP COM NON VTG 278265103 3,067 81,160 SH   DFND 7 74,900 0 6,260
EATON VANCE CORP COM NON VTG 278265103 15,145 400,760 SH   DFND   400,760 0 0
EBAY INC COM 278642103 293,778 5,868,508 SH   DFND 1,5 335,273 0 5,533,235
EBAY INC COM 278642103 18,183 363,219 SH   DFND 2 363,219 0 0
EBAY INC COM 278642103 4,670 93,293 SH   DFND 3 93,293 0 0
EBAY INC COM 278642103 40,812 815,263 SH   DFND 6 502,753 0 312,510
EBAY INC COM 278642103 164,560 3,287,257 SH   DFND 7 3,287,257 0 0
EBIX INC COM NEW 278715206 42,883 2,996,700 SH   DFND 1,5 71,700 0 2,925,000
ECHOSTAR CORP CL A 278768106 292 5,519 SH   DFND 6 5,519 0 0
ECOLAB INC COM 278865100 845,557 7,594,369 SH   DFND 1,5 194,699 0 7,399,670
ECOLAB INC COM 278865100 9,579 86,037 SH   DFND 2 86,037 0 0
ECOLAB INC COM 278865100 2,772 24,899 SH   DFND 3 24,899 0 0
ECOLAB INC COM 278865100 2,257 20,275 SH   DFND 6 20,275 0 0
ECOLAB INC COM 278865100 20,510 184,210 SH   DFND   184,210 0 0
ECOPETROL S A SPONSORED ADS 279158109 5,703 158,200 SH   DFND 1,5 0 0 158,200
EDISON INTL COM 281020107 618,426 10,642,339 SH   DFND 1,5 520,962 0 10,121,377
EDISON INTL COM 281020107 6,029 103,752 SH   DFND 2 103,752 0 0
EDISON INTL COM 281020107 1,466 25,233 SH   DFND 3 25,233 0 0
EDISON INTL COM 281020107 24,705 425,145 SH   DFND 6 385,945 0 39,200
EDISON INTL COM 281020107 54,869 944,220 SH   DFND 7 832,220 0 112,000
EDUCATION RLTY TR INC COM 28140H104 6,028 561,220 SH   DFND 6 561,220 0 0
EDUCATION RLTY TR INC COM 28140H104 1,005 93,610 SH   DFND 7 93,610 0 0
EDUCATIONAL DEV CORP COM 281479105 1,520 386,892 SH   DFND 1,5 9,700 0 377,192
EDWARDS LIFESCIENCES CORP COM 28176E108 569,649 6,636,173 SH   DFND 1,5 89,145 0 6,547,028
EDWARDS LIFESCIENCES CORP COM 28176E108 2,884 33,594 SH   DFND 2 33,594 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,089 12,689 SH   DFND 3 12,689 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,244 49,436 SH   DFND 6 49,436 0 0
EGAIN CORP COM NEW 28225C806 2,871 424,050 SH   DFND 1,5 250 0 423,800
EGALET CORP COM 28226B104 13,600 1,036,558 SH   DFND 1,5 0 0 1,036,558
EINSTEIN NOAH REST GROUP INC COM 28257U104 13,018 810,565 SH   DFND 6 810,565 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 948 59,030 SH   DFND 7 59,030 0 0
EL PASO ELEC CO COM NEW 283677854 64,984 1,616,121 SH   DFND 1,5 0 0 1,616,121
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 3,522 97,200 SH   DFND 1,5 0 0 97,200
ELDORADO GOLD CORP NEW COM 284902103 76,129 9,955,058 SH   DFND 1,5 0 0 9,955,058
ELDORADO GOLD CORP NEW COM 284902103 4,634 606,018 SH   DFND 6 5,583 0 600,435
ELDORADO GOLD CORP NEW COM 284902103 281,164 36,766,631 SH   DFND   35,144,331 0 1,622,300
ELECTRONIC ARTS INC COM 285512109 806,967 22,496,976 SH   DFND 1,5 244,830 0 22,252,146
ELECTRONIC ARTS INC COM 285512109 3,593 100,163 SH   DFND 2 100,163 0 0
ELECTRONIC ARTS INC COM 285512109 442 12,327 SH   DFND 3 12,327 0 0
ELECTRONIC ARTS INC COM 285512109 7,956 221,799 SH   DFND 6 221,799 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 178,037 3,938,869 SH   DFND 1,5 200 0 3,938,669
ELECTRONICS FOR IMAGING INC COM 286082102 33,750 746,680 SH   DFND 6 746,680 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 8,616 190,610 SH   DFND 7 177,590 0 13,020
ELEVEN BIOTHERAPEUTICS INC COM 286221106 24,087 1,827,512 SH   DFND 1,5 82,600 0 1,744,912
ELIZABETH ARDEN INC COM 28660G106 4,812 224,650 SH   DFND 6 224,650 0 0
ELIZABETH ARDEN INC COM 28660G106 806 37,630 SH   DFND 7 37,630 0 0
ELLINGTON FINANCIAL LLC COM 288522303 21,560 898,316 SH   DFND 1,5 0 0 898,316
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 4,428 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 12,973 697,451 SH   DFND 1,5 11,800 0 685,651
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 32,542 1,437,385 SH   DFND 1,5 456,750 0 980,635
EMBRAER S A SP ADR REP 4 COM 29082A107 21,097 579,100 SH   DFND 1,5 12,466 0 566,634
EMCOR GROUP INC COM 29084Q100 190,010 4,267,008 SH   DFND 1,5 0 0 4,267,008
EMCOR GROUP INC COM 29084Q100 32,425 728,155 SH   DFND 6 728,155 0 0
EMCOR GROUP INC COM 29084Q100 12,466 279,956 SH   DFND 7 205,486 0 74,470
EMCORE CORP COM NEW 290846203 975 236,618 SH   DFND 1,5 3,337 0 233,281
EMERGENT BIOSOLUTIONS INC COM 29089Q105 13,068 581,813 SH   DFND 1,5 0 0 581,813
EMERITUS CORP COM 291005106 80,850 2,554,500 SH   DFND 1,5 0 0 2,554,500
EMERSON ELEC CO COM 291011104 319,633 4,816,656 SH   DFND 1,5 191,600 0 4,625,056
EMERSON ELEC CO COM 291011104 14,829 223,466 SH   DFND 2 223,466 0 0
EMERSON ELEC CO COM 291011104 5,670 85,444 SH   DFND 3 85,444 0 0
EMERSON ELEC CO COM 291011104 13,965 210,437 SH   DFND 6 80,007 0 130,430
EMERSON ELEC CO COM 291011104 10,391 156,580 SH   DFND 7 156,580 0 0
EMPIRE ST RLTY TR INC CL A 292104106 25,905 1,570,000 SH   DFND 1,5 1,570,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 6,900 325,800 SH   DFND 1,5 0 0 325,800
EMPLOYERS HOLDINGS INC COM 292218104 10,096 476,692 SH   DFND 6 476,692 0 0
EMPLOYERS HOLDINGS INC COM 292218104 2,731 128,960 SH   DFND 7 98,060 0 30,900
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 606 13,400 SH   DFND 1,5 0 0 13,400
EMULEX CORP COM NEW 292475209 7,012 1,230,241 SH   DFND 1,5 2,471 0 1,227,770
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 7,790 297,450 SH   DFND 1,5 0 0 297,450
ENANTA PHARMACEUTICALS INC COM 29251M106 85,352 1,981,708 SH   DFND 1,5 3,900 0 1,977,808
ENANTA PHARMACEUTICALS INC COM 29251M106 926 21,500 SH   DFND   21,500 0 0
ENBRIDGE INC COM 29250N105 61,728 1,300,947 SH   DFND 1,5 147 0 1,300,800
ENBRIDGE INC COM 29250N105 18,290 385,469 SH   DFND 6 3,500 0 381,969
ENBRIDGE INC COM 29250N105 553,939 11,674,503 SH   DFND   10,329,503 0 1,345,000
ENCANA CORP COM 292505104 223,718 9,442,989 SH   DFND 1,5 4,358,989 0 5,084,000
ENCANA CORP COM 292505104 46,086 1,945,244 SH   DFND   1,945,244 0 0
ENCORE CAP GROUP INC COM 292554102 985 21,697 SH   DFND 1,5 548 0 21,149
ENCORE CAP GROUP INC COM 292554102 41,832 921,001 SH   DFND 6 921,001 0 0
ENCORE CAP GROUP INC COM 292554102 1,637 36,050 SH   DFND 7 36,050 0 0
ENCORE CAP GROUP INC COM 292554102 50,970 1,122,197 SH   DFND   1,122,197 0 0
ENDO INTL PLC SHS G30401106 91,403 1,305,380 SH   DFND 1,5 58,400 0 1,246,980
ENDO INTL PLC SHS G30401106 30,938 441,850 SH   DFND 6 441,850 0 0
ENDO INTL PLC SHS G30401106 8,652 123,570 SH   DFND 7 116,040 0 7,530
ENDOCYTE INC COM 29269A102 35,616 5,404,572 SH   DFND 1,5 496,700 0 4,907,872
ENDOLOGIX INC COM 29266S106 13,985 919,433 SH   DFND 1,5 0 0 919,433
ENDURANCE INTL GROUP HLDGS I COM 29272B105 137,752 9,009,269 SH   DFND 1,5 0 0 9,009,269
ENDURANCE INTL GROUP HLDGS I COM 29272B105 5,624 367,830 SH   DFND 6 367,830 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 940 61,450 SH   DFND 7 61,450 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 203,904 3,952,400 SH   DFND 1,5 64,900 0 3,887,500
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 210 4,078 SH   DFND 6 4,078 0 0
ENERGEN CORP COM 29265N108 209,991 2,362,630 SH   DFND 1,5 125,100 0 2,237,530
ENERGEN CORP COM 29265N108 944 10,620 SH   DFND 6 10,620 0 0
ENERGIZER HLDGS INC COM 29266R108 30,508 250,000 SH   DFND 1,5 0 0 250,000
ENERGIZER HLDGS INC COM 29266R108 15,993 131,056 SH   DFND 6 116,756 0 14,300
ENERGIZER HLDGS INC COM 29266R108 15,440 126,527 SH   DFND 7 83,417 0 43,110
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 70,539 1,196,791 SH   DFND 1,5 0 0 1,196,791
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 49,770 2,106,214 SH   DFND 1,5 0 0 2,106,214
ENERPLUS CORP COM 292766102 6,300 250,000 SH   DFND 1,5 0 0 250,000
ENERSYS COM 29275Y102 399,517 5,807,782 SH   DFND 1,5 224,373 0 5,583,409
ENERSYS COM 29275Y102 15,792 229,561 SH   DFND 6 229,561 0 0
ENERSYS COM 29275Y102 2,996 43,558 SH   DFND 7 43,558 0 0
ENGILITY HLDGS INC COM 29285W104 62,847 1,642,639 SH   DFND 1,5 170,139 0 1,472,500
ENGILITY HLDGS INC COM 29285W104 11,632 304,024 SH   DFND 6 304,024 0 0
ENI S P A SPONSORED ADR 26874R108 4,952 90,200 SH   DFND 1,5 0 0 90,200
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 3,158 75,800 SH   DFND 1,5 400 0 75,400
ENPHASE ENERGY INC COM 29355A107 9,437 1,103,796 SH   DFND 1,5 102,454 0 1,001,342
ENPRO INDS INC COM 29355X107 1,405 19,200 SH   DFND   19,200 0 0
ENSCO PLC SHS CLASS A G3157S106 388,174 6,985,309 SH   DFND 1,5 256,575 0 6,728,734
ENSCO PLC SHS CLASS A G3157S106 4,136 74,424 SH   DFND 2 74,424 0 0
ENSCO PLC SHS CLASS A G3157S106 315 5,674 SH   DFND 3 5,674 0 0
ENSCO PLC SHS CLASS A G3157S106 5,099 91,766 SH   DFND 6 91,766 0 0
ENSCO PLC SHS CLASS A G3157S106 1,606 28,900 SH   DFND 7 28,900 0 0
ENSERVCO CORP COM 29358Y102 96 37,400 SH   DFND 1,5 0 0 37,400
ENSIGN GROUP INC COM 29358P101 62,717 2,017,933 SH   DFND 1,5 15,700 0 2,002,233
ENSTAR GROUP LIMITED SHS G3075P101 31,337 207,900 SH   DFND 1,5 0 0 207,900
ENTEGRIS INC COM 29362U104 21,578 1,569,856 SH   DFND 1,5 0 0 1,569,856
ENTERGY CORP NEW COM 29364G103 4,689 57,123 SH   DFND 2 57,123 0 0
ENTERGY CORP NEW COM 29364G103 2,659 32,390 SH   DFND 3 32,390 0 0
ENTERGY CORP NEW COM 29364G103 2,152 26,211 SH   DFND 6 26,211 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 17,811 227,500 SH   DFND 1,5 0 0 227,500
ENTROPIC COMMUNICATIONS INC COM 29384R105 2,326 698,612 SH   DFND 1,5 0 0 698,612
ENVESTNET INC COM 29404K106 43,964 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 229 6,376 SH   DFND 6 6,376 0 0
ENZYMOTEC LTD SHS M4059L101 790 58,200 SH   DFND 1,5 0 0 58,200
EOG RES INC COM 26875P101 4,194,920 35,896,975 SH   DFND 1,5 958,255 0 34,938,720
EOG RES INC COM 26875P101 20,337 174,031 SH   DFND 2 174,031 0 0
EOG RES INC COM 26875P101 8,976 76,813 SH   DFND 3 76,813 0 0
EOG RES INC COM 26875P101 10,672 91,324 SH   DFND 6 91,324 0 0
EOG RES INC COM 26875P101 10,492 89,780 SH   DFND 7 89,780 0 0
EOG RES INC COM 26875P101 183,944 1,574,052 SH   DFND   1,574,052 0 0
EP ENERGY CORP CL A 268785102 71,414 3,098,215 SH   DFND 1,5 532,900 0 2,565,315
EP ENERGY CORP CL A 268785102 217 9,400 SH   DFND 7 9,400 0 0
EPAM SYS INC COM 29414B104 111,175 2,541,146 SH   DFND 1,5 12,773 0 2,528,373
EPAM SYS INC COM 29414B104 3,488 79,720 SH   DFND 6 79,720 0 0
EPIZYME INC COM 29428V104 121,366 3,899,931 SH   DFND 1,5 0 0 3,899,931
EPR PPTYS COM SH BEN INT 26884U109 48,361 865,600 SH   DFND 1,5 0 0 865,600
EPR PPTYS COM SH BEN INT 26884U109 2,730 48,871 SH   DFND   48,871 0 0
EQT CORP COM 26884L109 373,774 3,496,487 SH   DFND 1,5 77,766 0 3,418,721
EQT CORP COM 26884L109 5,166 48,324 SH   DFND 2 48,324 0 0
EQT CORP COM 26884L109 1,151 10,771 SH   DFND 3 10,771 0 0
EQT CORP COM 26884L109 19,195 179,564 SH   DFND 6 179,564 0 0
EQT CORP COM 26884L109 51,501 481,770 SH   DFND 7 481,770 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 255,790 2,644,100 SH   DFND 1,5 100 0 2,644,000
EQUIFAX INC COM 294429105 2,819 38,860 SH   DFND 2 38,860 0 0
EQUIFAX INC COM 294429105 975 13,444 SH   DFND 6 13,444 0 0
EQUIFAX INC COM 294429105 21,397 294,970 SH   DFND   294,970 0 0
EQUINIX INC COM NEW 29444U502 14,076 67,000 SH   DFND 1,5 0 0 67,000
EQUINIX INC COM NEW 29444U502 813 3,870 SH   DFND 6 3,870 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 505,624 11,449,812 SH   DFND 1,5 2,748,453 0 8,701,359
EQUITY LIFESTYLE PPTYS INC COM 29472R108 20,735 469,541 SH   DFND 6 469,541 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 11,633 263,429 SH   DFND 7 51,940 0 211,489
EQUITY ONE COM 294752100 2,525 107,053 SH   DFND 1,5 4,931 0 102,122
EQUITY ONE COM 294752100 1,029 43,620 SH   DFND 6 43,620 0 0
EQUITY ONE COM 294752100 463 19,638 SH   DFND 7 2,100 0 17,538
EQUITY RESIDENTIAL SH BEN INT 29476L107 728,427 11,562,338 SH   DFND 1,5 5,277,280 0 6,285,058
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,738 106,955 SH   DFND 2 106,955 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,431 22,708 SH   DFND 3 22,708 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 23,108 366,791 SH   DFND 6 366,791 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,704 138,154 SH   DFND 7 15,600 0 122,554
EQUITY RESIDENTIAL SH BEN INT 29476L107 12,047 191,220 SH   DFND   191,220 0 0
ERA GROUP INC COM 26885G109 7,010 244,423 SH   DFND 1,5 363 0 244,060
ERICSSON ADR B SEK 10 294821608 22,658 1,875,700 SH   DFND 1,5 0 0 1,875,700
ESPERION THERAPEUTICS INC NE COM 29664W105 1,327 83,800 SH   DFND 1,5 0 0 83,800
ESSENT GROUP LTD COM G3198U102 16,651 828,800 SH   DFND 6 828,800 0 0
ESSENT GROUP LTD COM G3198U102 4,761 237,000 SH   DFND 7 217,900 0 19,100
ESSEX PPTY TR INC COM 297178105 617,104 3,337,323 SH   DFND 1,5 995,336 0 2,341,987
ESSEX PPTY TR INC COM 297178105 3,681 19,907 SH   DFND 2 19,907 0 0
ESSEX PPTY TR INC COM 297178105 365 1,976 SH   DFND 3 1,976 0 0
ESSEX PPTY TR INC COM 297178105 57,838 312,792 SH   DFND 6 312,792 0 0
ESSEX PPTY TR INC COM 297178105 25,832 139,703 SH   DFND 7 33,440 0 106,263
ESTERLINE TECHNOLOGIES CORP COM 297425100 223,055 1,937,590 SH   DFND 1,5 142,265 0 1,795,325
EURONET WORLDWIDE INC COM 298736109 36,617 759,054 SH   DFND 1,5 674 0 758,380
EV ENERGY PARTNERS LP COM UNITS 26926V107 127,723 3,223,700 SH   DFND 1,5 0 0 3,223,700
EVERBANK FINL CORP COM 29977G102 1,423 70,600 SH   DFND 1,5 0 0 70,600
EVERBANK FINL CORP COM 29977G102 29,944 1,485,312 SH   DFND 6 1,485,312 0 0
EVERBANK FINL CORP COM 29977G102 4,272 211,890 SH   DFND 7 199,700 0 12,190
EVERCORE PARTNERS INC CLASS A 29977A105 141,723 2,458,760 SH   DFND 1,5 96,600 0 2,362,160
EVEREST RE GROUP LTD COM G3223R108 63,848 397,830 SH   DFND 1,5 97,500 0 300,330
EVEREST RE GROUP LTD COM G3223R108 1,899 11,833 SH   DFND 6 11,833 0 0
EVEREST RE GROUP LTD COM G3223R108 4,700 29,287 SH   DFND 7 29,287 0 0
EVERTEC INC COM 30040P103 73,311 3,024,370 SH   DFND 1,5 31,326 0 2,993,044
EVERTEC INC COM 30040P103 26,993 1,113,554 SH   DFND 6 1,113,554 0 0
EVERTEC INC COM 30040P103 1,268 52,300 SH   DFND 7 52,300 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 4,535 414,200 SH   DFND 1,5 0 0 414,200
EVOLVING SYS INC COM NEW 30049R209 1,712 200,000 SH   DFND 1,5 0 0 200,000
EXA CORP COM 300614500 27,331 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 34,284 2,013,166 SH   DFND 1,5 0 0 2,013,166
EXACTECH INC COM 30064E109 17,921 710,288 SH   DFND 1,5 1,488 0 708,800
EXAR CORP COM 300645108 889 78,700 SH   DFND 1,5 0 0 78,700
EXCEL TR INC COM 30068C109 91,371 6,854,509 SH   DFND 1,5 2,821,097 0 4,033,412
EXCEL TR INC COM 30068C109 4,817 361,344 SH   DFND 6 361,344 0 0
EXCEL TR INC COM 30068C109 2,545 190,927 SH   DFND 7 18,000 0 172,927
EXELIS INC COM 30162A108 30,840 1,816,265 SH   DFND 1,5 37,450 0 1,778,815
EXELIS INC COM 30162A108 471 27,717 SH   DFND 6 27,717 0 0
EXELIXIS INC COM 30161Q104 98,403 29,027,479 SH   DFND 1,5 1,770,600 0 27,256,879
EXELIXIS INC COM 30161Q104 599 176,763 SH   DFND 6 176,763 0 0
EXELON CORP COM 30161N101 641,454 17,583,704 SH   DFND 1,5 279,261 0 17,304,443
EXELON CORP COM 30161N101 9,976 273,454 SH   DFND 2 273,454 0 0
EXELON CORP COM 30161N101 4,038 110,701 SH   DFND 3 110,701 0 0
EXELON CORP COM 30161N101 5,661 155,183 SH   DFND 6 155,183 0 0
EXFO INC SUB VTG SHS 302046107 1,934 400,000 SH   DFND   400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 106,921 3,630,604 SH   DFND 1,5 8,000 0 3,622,604
EXLSERVICE HOLDINGS INC COM 302081104 38,112 1,294,111 SH   DFND 6 1,294,111 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,198 108,600 SH   DFND 7 96,980 0 11,620
EXPEDIA INC DEL COM NEW 30212P303 34,201 434,243 SH   DFND 1,5 0 0 434,243
EXPEDIA INC DEL COM NEW 30212P303 2,573 32,663 SH   DFND 2 32,663 0 0
EXPEDIA INC DEL COM NEW 30212P303 390 4,946 SH   DFND 3 4,946 0 0
EXPEDIA INC DEL COM NEW 30212P303 7,957 101,023 SH   DFND 6 48,763 0 52,260
EXPEDIA INC DEL COM NEW 30212P303 27,991 355,390 SH   DFND 7 355,390 0 0
EXPEDITORS INTL WASH INC COM 302130109 31,100 704,250 SH   DFND 1,5 9,743 0 694,507
EXPEDITORS INTL WASH INC COM 302130109 2,776 62,852 SH   DFND 2 62,852 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,488 56,341 SH   DFND 3 56,341 0 0
EXPEDITORS INTL WASH INC COM 302130109 670 15,179 SH   DFND 6 15,179 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 462,565 6,671,936 SH   DFND 1,5 943,306 0 5,728,630
EXPRESS SCRIPTS HLDG CO COM 30219G108 17,066 246,150 SH   DFND 2 246,150 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 9,163 132,168 SH   DFND 3 132,168 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 49,934 720,243 SH   DFND 6 406,436 0 313,807
EXPRESS SCRIPTS HLDG CO COM 30219G108 181,236 2,614,101 SH   DFND 7 2,510,560 0 103,541
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,984 57,462 SH   DFND   57,462 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 254,750 10,999,574 SH   DFND 1,5 0 0 10,999,574
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 391 16,900 SH   DFND 7 16,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 260,425 4,890,616 SH   DFND 1,5 2,232,103 0 2,658,513
EXTRA SPACE STORAGE INC COM 30225T102 7,390 138,777 SH   DFND 6 138,777 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,206 60,200 SH   DFND 7 6,500 0 53,700
EXXON MOBIL CORP COM 30231G102 3,179,775 31,582,984 SH   DFND 1,5 758,154 0 30,824,830
EXXON MOBIL CORP COM 30231G102 137,681 1,367,514 SH   DFND 2 1,367,514 0 0
EXXON MOBIL CORP COM 30231G102 43,894 435,978 SH   DFND 3 435,978 0 0
EXXON MOBIL CORP COM 30231G102 125,040 1,241,955 SH   DFND 6 1,136,175 0 105,780
EXXON MOBIL CORP COM 30231G102 65,506 650,636 SH   DFND 7 451,236 0 199,400
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 4,027 156,257 SH   DFND 1,5 0 0 156,257
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 13,242 514,024 SH   DFND 6 379,235 0 134,789
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 7,419 287,966 SH   DFND 7 235,686 0 52,280
EZCORP INC CL A NON VTG 302301106 84,684 7,331,935 SH   DFND 1,5 204,200 0 7,127,735
EZCORP INC CL A NON VTG 302301106 9,516 823,921 SH   DFND 6 823,921 0 0
F M C CORP COM NEW 302491303 673,402 9,459,219 SH   DFND 1,5 82,095 0 9,377,124
F M C CORP COM NEW 302491303 3,019 42,405 SH   DFND 2 42,405 0 0
F M C CORP COM NEW 302491303 495 6,955 SH   DFND 3 6,955 0 0
F M C CORP COM NEW 302491303 976 13,706 SH   DFND 6 13,706 0 0
F5 NETWORKS INC COM 315616102 387,913 3,480,912 SH   DFND 1,5 61,302 0 3,419,610
F5 NETWORKS INC COM 315616102 2,687 24,114 SH   DFND 2 24,114 0 0
F5 NETWORKS INC COM 315616102 390 3,501 SH   DFND 3 3,501 0 0
F5 NETWORKS INC COM 315616102 2,753 24,708 SH   DFND 6 24,708 0 0
FABRINET SHS G3323L100 29,424 1,428,331 SH   DFND 1,5 6,000 0 1,422,331
FACEBOOK INC CL A 30303M102 8,803,628 130,831,147 SH   DFND 1,5 3,952,820 0 126,878,327
FACEBOOK INC CL A 30303M102 36,845 547,548 SH   DFND 2 547,548 0 0
FACEBOOK INC CL A 30303M102 12,373 183,882 SH   DFND 3 183,882 0 0
FACEBOOK INC CL A 30303M102 62,990 936,094 SH   DFND 6 882,794 0 53,300
FACEBOOK INC CL A 30303M102 64,278 955,232 SH   DFND 7 803,632 0 151,600
FACTSET RESH SYS INC COM 303075105 1,328 11,039 SH   DFND 3 11,039 0 0
FACTSET RESH SYS INC COM 303075105 413 3,431 SH   DFND 6 3,431 0 0
FAIR ISAAC CORP COM 303250104 29,151 457,200 SH   DFND 1,5 0 0 457,200
FAIR ISAAC CORP COM 303250104 26,833 420,850 SH   DFND   420,850 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 104,607 6,705,592 SH   DFND 1,5 0 0 6,705,592
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 15,849 1,134,473 SH   DFND 1,5 0 0 1,134,473
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 14,717 1,053,464 SH   DFND 6 1,053,464 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,091 78,061 SH   DFND 7 78,061 0 0
FAMILY DLR STORES INC COM 307000109 2,014 30,447 SH   DFND 2 30,447 0 0
FAMILY DLR STORES INC COM 307000109 323 4,887 SH   DFND 3 4,887 0 0
FAMILY DLR STORES INC COM 307000109 509 7,691 SH   DFND 6 7,691 0 0
FARMER BROS CO COM 307675108 538 24,900 SH   DFND 1,5 0 0 24,900
FASTENAL CO COM 311900104 4,303 86,945 SH   DFND 2 86,945 0 0
FASTENAL CO COM 311900104 2,984 60,290 SH   DFND 3 60,290 0 0
FASTENAL CO COM 311900104 1,118 22,587 SH   DFND 6 22,587 0 0
FATE THERAPEUTICS INC COM 31189P102 19,268 3,053,573 SH   DFND 1,5 11,400 0 3,042,173
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 137,789 1,139,508 SH   DFND 1,5 35,300 0 1,104,208
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 37,800 312,602 SH   DFND 6 312,602 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 17,680 146,209 SH   DFND 7 15,250 0 130,959
FEDERAL SIGNAL CORP COM 313855108 30,434 2,077,400 SH   DFND 1,5 0 0 2,077,400
FEDERATED INVS INC PA CL B 314211103 302,255 9,775,398 SH   DFND 1,5 16,335 0 9,759,063
FEDERATED INVS INC PA CL B 314211103 249 8,062 SH   DFND 6 8,062 0 0
FEDEX CORP COM 31428X106 1,545,333 10,208,304 SH   DFND 1,5 192,160 0 10,016,144
FEDEX CORP COM 31428X106 13,391 88,459 SH   DFND 2 88,459 0 0
FEDEX CORP COM 31428X106 5,083 33,575 SH   DFND 3 33,575 0 0
FEDEX CORP COM 31428X106 49,998 330,282 SH   DFND 6 238,662 0 91,620
FEDEX CORP COM 31428X106 147,072 971,541 SH   DFND 7 971,541 0 0
FEI CO COM 30241L109 1,733 19,100 SH   DFND 1,5 0 0 19,100
FELCOR LODGING TR INC COM 31430F101 73,873 7,028,831 SH   DFND 1,5 258,339 0 6,770,492
FELCOR LODGING TR INC COM 31430F101 29,856 2,840,755 SH   DFND 6 2,840,755 0 0
FELCOR LODGING TR INC COM 31430F101 12,276 1,167,992 SH   DFND 7 220,120 0 947,872
FERRO CORP COM 315405100 144,031 11,467,460 SH   DFND 1,5 0 0 11,467,460
FERRO CORP COM 315405100 17,135 1,364,290 SH   DFND 6 1,364,290 0 0
FERRO CORP COM 315405100 2,598 206,870 SH   DFND 7 133,170 0 73,700
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 399 41,000 SH   DFND 1,5 0 0 41,000
FIBROCELL SCIENCE INC COM NEW 315721209 14,390 3,606,440 SH   DFND 1,5 0 0 3,606,440
FIDELITY & GTY LIFE COM 315785105 7,058 294,800 SH   DFND 1,5 0 0 294,800
FIDELITY & GTY LIFE COM 315785105 5,623 234,870 SH   DFND 6 234,870 0 0
FIDELITY & GTY LIFE COM 315785105 945 39,470 SH   DFND 7 39,470 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 457 2,642 SH   DFND 3 2,642 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 240,367 7,337,202 SH   DFND 1,5 727,509 0 6,609,693
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 85,008 51,520,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 1,324 40,427 SH   DFND 6 40,427 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,442,843 26,358,115 SH   DFND 1,5 460,310 0 25,897,805
FIDELITY NATL INFORMATION SV COM 31620M106 5,017 91,647 SH   DFND 2 91,647 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 503 9,184 SH   DFND 3 9,184 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 33,740 616,370 SH   DFND 6 431,920 0 184,450
FIDELITY NATL INFORMATION SV COM 31620M106 101,536 1,854,872 SH   DFND 7 1,738,172 0 116,700
FIESTA RESTAURANT GROUP INC COM 31660B101 61,853 1,332,750 SH   DFND 1,5 550 0 1,332,200
FIESTA RESTAURANT GROUP INC COM 31660B101 9,441 203,420 SH   DFND 6 203,420 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 3,612 77,823 SH   DFND 7 38,223 0 39,600
FIFTH THIRD BANCORP COM 316773100 80,798 3,784,461 SH   DFND 1,5 827,157 0 2,957,304
FIFTH THIRD BANCORP COM 316773100 5,782 270,840 SH   DFND 2 270,840 0 0
FIFTH THIRD BANCORP COM 316773100 3,097 145,071 SH   DFND 3 145,071 0 0
FIFTH THIRD BANCORP COM 316773100 2,653 124,247 SH   DFND 6 124,247 0 0
FINISAR CORP COM NEW 31787A507 11,937 604,400 SH   DFND 1,5 700 0 603,700
FINISH LINE INC CL A 317923100 4,402 148,000 SH   DFND 1,5 0 0 148,000
FIREEYE INC COM 31816Q101 20,039 494,191 SH   DFND 1,5 44,200 0 449,991
FIREEYE INC COM 31816Q101 317 7,822 SH   DFND 6 7,822 0 0
FIRST AMERN FINL CORP COM 31847R102 47,752 1,718,300 SH   DFND 1,5 0 0 1,718,300
FIRST BANCORP P R COM NEW 318672706 41,255 7,583,572 SH   DFND 1,5 3,800 0 7,579,772
FIRST CASH FINL SVCS INC COM 31942D107 4,699 81,600 SH   DFND 1,5 1,934 0 79,666
FIRST CASH FINL SVCS INC COM 31942D107 10,144 176,137 SH   DFND 6 176,137 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 7,524 816,100 SH   DFND 1,5 0 0 816,100
FIRST CTZNS BANCSHARES INC N CL A 31946M103 273,401 1,115,924 SH   DFND 1,5 27,280 0 1,088,644
FIRST CTZNS BANCSHARES INC N CL A 31946M103 14,316 58,433 SH   DFND 6 58,433 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 965 3,940 SH   DFND 7 3,940 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 6,209 101,790 SH   DFND 6 101,790 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 1,041 17,060 SH   DFND 7 17,060 0 0
FIRST HORIZON NATL CORP COM 320517105 971 81,877 SH   DFND 1,5 1,129 0 80,748
FIRST HORIZON NATL CORP COM 320517105 410 34,579 SH   DFND 6 34,579 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 53,426 2,835,761 SH   DFND 1,5 761 0 2,835,000
FIRST NBC BK HLDG CO COM 32115D106 15,441 460,800 SH   DFND 1,5 10,800 0 450,000
FIRST NIAGARA FINL GP INC COM 33582V108 22,418 2,565,000 SH   DFND 1,5 0 0 2,565,000
FIRST NIAGARA FINL GP INC COM 33582V108 455 52,092 SH   DFND 6 52,092 0 0
FIRST POTOMAC RLTY TR COM 33610F109 104,246 7,945,589 SH   DFND 1,5 326,025 0 7,619,564
FIRST POTOMAC RLTY TR COM 33610F109 1,163 88,658 SH   DFND 6 88,658 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 125,839 2,288,392 SH   DFND 1,5 95,292 0 2,193,100
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,105 20,099 SH   DFND 6 20,099 0 0
FIRST SOLAR INC COM 336433107 636,395 8,955,740 SH   DFND 1,5 600,718 0 8,355,022
FIRST SOLAR INC COM 336433107 1,609 22,638 SH   DFND 2 22,638 0 0
FIRST SOLAR INC COM 336433107 5,443 76,591 SH   DFND 6 76,591 0 0
FIRST W VA BANCORP INC COM 337493100 840 44,784 SH   DFND 1,5 1,135 0 43,649
FIRSTENERGY CORP COM 337932107 107,411 3,093,644 SH   DFND 1,5 2,644 0 3,091,000
FIRSTENERGY CORP COM 337932107 4,643 133,717 SH   DFND 2 133,717 0 0
FIRSTENERGY CORP COM 337932107 2,448 70,519 SH   DFND 3 70,519 0 0
FIRSTENERGY CORP COM 337932107 2,130 61,356 SH   DFND 6 61,356 0 0
FIRSTMERIT CORP COM 337915102 124,360 6,296,729 SH   DFND 1,5 183,854 0 6,112,875
FIRSTMERIT CORP COM 337915102 61,887 3,133,536 SH   DFND 6 3,133,536 0 0
FIRSTMERIT CORP COM 337915102 16,643 842,690 SH   DFND 7 711,370 0 131,320
FIRSTSERVICE CORP SUB VTG SH 33761N109 218 4,300 SH   DFND 1,5 0 0 4,300
FIRSTSERVICE CORP SUB VTG SH 33761N109 28,007 552,600 SH   DFND   552,600 0 0
FISERV INC COM 337738108 600,848 9,961,010 SH   DFND 1,5 184,314 0 9,776,696
FISERV INC COM 337738108 4,787 79,365 SH   DFND 2 79,365 0 0
FISERV INC COM 337738108 1,815 30,096 SH   DFND 3 30,096 0 0
FISERV INC COM 337738108 9,403 155,881 SH   DFND 6 123,081 0 32,800
FISERV INC COM 337738108 11,250 186,500 SH   DFND 7 92,300 0 94,200
FIVE BELOW INC COM 33829M101 130,358 3,266,311 SH   DFND 1,5 260,156 0 3,006,155
FIVE OAKS INVT CORP COM 33830W106 4,516 400,000 SH   DFND 1,5 0 0 400,000
FIVE9 INC COM 338307101 33,738 4,685,800 SH   DFND 1,5 0 0 4,685,800
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 5,712 380,780 SH   DFND 1,5 0 0 380,780
FLANIGANS ENTERPRISES INC COM 338517105 883 60,357 SH   DFND 1,5 1,500 0 58,857
FLEETCOR TECHNOLOGIES INC COM 339041105 316,300 2,399,847 SH   DFND 1,5 17,600 0 2,382,247
FLEETCOR TECHNOLOGIES INC COM 339041105 666 5,050 SH   DFND 6 5,050 0 0
FLEETMATICS GROUP PLC COM G35569105 121,260 3,749,536 SH   DFND 1,5 61,200 0 3,688,336
FLEXTRONICS INTL LTD ORD Y2573F102 24,853 2,245,041 SH   DFND 1,5 0 0 2,245,041
FLEXTRONICS INTL LTD ORD Y2573F102 11,377 1,027,700 SH   DFND 6 1,027,700 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 4,248 383,700 SH   DFND 7 342,400 0 41,300
FLIR SYS INC COM 302445101 1,566 45,099 SH   DFND 2 45,099 0 0
FLIR SYS INC COM 302445101 399 11,488 SH   DFND 3 11,488 0 0
FLIR SYS INC COM 302445101 483 13,908 SH   DFND 6 13,908 0 0
FLOTEK INDS INC DEL COM 343389102 40,532 1,260,323 SH   DFND 1,5 0 0 1,260,323
FLOWERS FOODS INC COM 343498101 280 13,295 SH   DFND 6 13,295 0 0
FLOWSERVE CORP COM 34354P105 3,251 43,732 SH   DFND 2 43,732 0 0
FLOWSERVE CORP COM 34354P105 604 8,127 SH   DFND 3 8,127 0 0
FLOWSERVE CORP COM 34354P105 14,773 198,690 SH   DFND 6 198,690 0 0
FLOWSERVE CORP COM 34354P105 5,219 70,190 SH   DFND 7 62,670 0 7,520
FLUIDIGM CORP DEL COM 34385P108 33,120 1,126,545 SH   DFND 1,5 500 0 1,126,045
FLUOR CORP NEW COM 343412102 98,247 1,277,600 SH   DFND 1,5 75,800 0 1,201,800
FLUOR CORP NEW COM 343412102 3,897 50,678 SH   DFND 2 50,678 0 0
FLUOR CORP NEW COM 343412102 802 10,436 SH   DFND 3 10,436 0 0
FLUOR CORP NEW COM 343412102 1,282 16,672 SH   DFND 6 16,672 0 0
FMC TECHNOLOGIES INC COM 30249U101 585,923 9,594,293 SH   DFND 1,5 213,215 0 9,381,078
FMC TECHNOLOGIES INC COM 30249U101 4,574 74,893 SH   DFND 2 74,893 0 0
FMC TECHNOLOGIES INC COM 30249U101 2,968 48,596 SH   DFND 3 48,596 0 0
FMC TECHNOLOGIES INC COM 30249U101 11,341 185,711 SH   DFND 6 185,711 0 0
FMC TECHNOLOGIES INC COM 30249U101 27,235 445,970 SH   DFND 7 445,970 0 0
FNB CORP PA COM 302520101 32,082 2,502,500 SH   DFND 1,5 0 0 2,502,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 185,262 1,978,238 SH   DFND 1,5 63,668 0 1,914,570
FOOT LOCKER INC COM 344849104 423,062 8,341,132 SH   DFND 1,5 99,419 0 8,241,713
FOOT LOCKER INC COM 344849104 13,438 264,936 SH   DFND 6 264,936 0 0
FOOT LOCKER INC COM 344849104 8,869 174,870 SH   DFND 7 166,100 0 8,770
FORBES ENERGY SVCS LTD COM 345143101 6,366 1,393,043 SH   DFND 1,5 0 0 1,393,043
FORD MTR CO DEL COM PAR $0.01 345370860 281,599 16,334,024 SH   DFND 1,5 49,900 0 16,284,124
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 170,926 85,540,000 PRN   DFND 1,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 21,709 1,259,207 SH   DFND 2 1,259,207 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 8,510 493,620 SH   DFND 3 493,620 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 9,786 567,659 SH   DFND 6 567,659 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 146,630 7,379,467 SH   DFND 1,5 166,040 0 7,213,427
FOREST CITY ENTERPRISES INC CL A 345550107 23,043 1,159,671 SH   DFND 6 1,159,671 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 8,178 411,561 SH   DFND 7 101,770 0 309,791
FOREST LABS INC COM 345838106 303,281 3,063,447 SH   DFND 1,5 90,568 0 2,972,879
FOREST LABS INC COM 345838106 1,803 18,209 SH   DFND 3 18,209 0 0
FOREST LABS INC COM 345838106 1,830 18,481 SH   DFND 6 18,481 0 0
FOREST LABS INC COM 345838106 87,287 881,690 SH   DFND   881,690 0 0
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 15,885 14,480,000 PRN   DFND 1,5 0 0 0
FORRESTER RESH INC COM 346563109 390 10,300 SH   DFND 1,5 0 0 10,300
FORTINET INC COM 34959E109 22,228 884,502 SH   DFND 1,5 0 0 884,502
FORTINET INC COM 34959E109 1,194 47,503 SH   DFND 6 47,503 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 55,990 7,525,500 SH   DFND 1,5 2,520,400 0 5,005,100
FORTRESS INVESTMENT GROUP LL CL A 34958B106 263 35,400 SH   DFND 7 35,400 0 0
FORTUNA SILVER MINES INC COM 349915108 1,287 232,800 SH   DFND   232,800 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 120,410 3,015,527 SH   DFND 1,5 42,484 0 2,973,043
FORTUNE BRANDS HOME & SEC IN COM 34964C106 783 19,612 SH   DFND 6 19,612 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 14,572 400,000 SH   DFND 1,5 9,800 0 390,200
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 60,711 1,666,508 SH   DFND 6 1,666,508 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 11,555 317,170 SH   DFND 7 240,410 0 76,760
FORWARD AIR CORP COM 349853101 2,493 52,100 SH   DFND 1,5 0 0 52,100
FOSSIL GROUP INC COM 34988V106 389,253 3,724,193 SH   DFND 1,5 103,800 0 3,620,393
FOSSIL GROUP INC COM 34988V106 1,585 15,168 SH   DFND 2 15,168 0 0
FOSSIL GROUP INC COM 34988V106 378 3,615 SH   DFND 6 3,615 0 0
FOSTER WHEELER AG COM H27178104 13,117 385,000 SH   DFND 1,5 9,000 0 376,000
FOSTER WHEELER AG COM H27178104 246 7,225 SH   DFND 6 7,225 0 0
FOUNDATION MEDICINE INC COM 350465100 71,555 2,654,112 SH   DFND 1,5 200 0 2,653,912
FOX CHASE BANCORP INC NEW COM 35137T108 779 46,227 SH   DFND 1,5 927 0 45,300
FRANCESCAS HLDGS CORP COM 351793104 28,760 1,951,146 SH   DFND 1,5 1,703 0 1,949,443
FRANCO NEVADA CORP COM 351858105 477,455 8,317,858 SH   DFND 1,5 204,303 0 8,113,555
FRANCO NEVADA CORP COM 351858105 34,766 605,660 SH   DFND 6 161,460 0 444,200
FRANCO NEVADA CORP COM 351858105 36,008 627,300 SH   DFND 7 588,800 0 38,500
FRANCO NEVADA CORP COM 351858105 415,254 7,234,229 SH   DFND   5,612,929 0 1,621,300
FRANKLIN RES INC COM 354613101 120,180 2,077,800 SH   DFND 1,5 12,700 0 2,065,100
FRANKLIN RES INC COM 354613101 7,399 127,926 SH   DFND 2 127,926 0 0
FRANKLIN RES INC COM 354613101 2,778 48,024 SH   DFND 3 48,024 0 0
FRANKLIN RES INC COM 354613101 2,087 36,074 SH   DFND 6 36,074 0 0
FRANKLIN RES INC COM 354613101 409 7,063 SH   DFND   7,063 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 150,960 12,000,000 SH   DFND 1,5 0 0 12,000,000
FRANKS INTL N V COM N33462107 10,813 439,569 SH   DFND 1,5 0 0 439,569
FREEPORT-MCMORAN COPPER & GO COM 35671D857 812,173 22,251,313 SH   DFND 1,5 541,882 0 21,709,431
FREEPORT-MCMORAN COPPER & GO COM 35671D857 12,073 330,771 SH   DFND 2 330,771 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,928 80,208 SH   DFND 3 80,208 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 34,991 958,654 SH   DFND 6 634,474 0 324,180
FREEPORT-MCMORAN COPPER & GO COM 35671D857 107,068 2,933,377 SH   DFND 7 2,753,777 0 179,600
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 708,483 30,148,216 SH   DFND 1,5 382,260 0 29,765,956
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 2,443 103,967 SH   DFND 6 103,967 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 262,677 8,570,200 SH   DFND 1,5 797,200 0 7,773,000
FRESH MKT INC COM 35804H106 14,623 436,911 SH   DFND 1,5 0 0 436,911
FRONTIER COMMUNICATIONS CORP COM 35906A108 80,622 13,805,056 SH   DFND 1,5 31,922 0 13,773,134
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,864 319,170 SH   DFND 2 319,170 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 466 79,787 SH   DFND 3 79,787 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 855 146,395 SH   DFND 6 146,395 0 0
FTD COS INC COM 30281V108 588 18,487 SH   DFND 1,5 383 0 18,104
FTI CONSULTING INC COM 302941109 196,687 5,200,600 SH   DFND 1,5 7,600 0 5,193,000
FULLER H B CO COM 359694106 40,645 845,005 SH   DFND 1,5 2,800 0 842,205
FULTON FINL CORP PA COM 360271100 342 27,638 SH   DFND 6 27,638 0 0
FURIEX PHARMACEUTICALS INC COM 36106P101 21,236 200,000 SH   DFND   200,000 0 0
FURMANITE CORPORATION COM 361086101 29,099 2,499,872 SH   DFND 6 2,499,872 0 0
FURMANITE CORPORATION COM 361086101 2,514 215,986 SH   DFND 7 215,986 0 0
FUSION-IO INC COM 36112J107 25,334 2,241,981 SH   DFND 1,5 216,424 0 2,025,557
FXCM INC COM CL A 302693106 53,734 3,591,847 SH   DFND 1,5 0 0 3,591,847
FXCM INC COM CL A 302693106 28,098 1,878,180 SH   DFND 6 1,878,180 0 0
FXCM INC COM CL A 302693106 1,439 96,200 SH   DFND 7 96,200 0 0
G-III APPAREL GROUP LTD COM 36237H101 193,988 2,375,558 SH   DFND 1,5 209 0 2,375,349
G-III APPAREL GROUP LTD COM 36237H101 302 3,700 SH   DFND 6 3,700 0 0
GALLAGHER ARTHUR J & CO COM 363576109 97,631 2,095,080 SH   DFND 1,5 233,600 0 1,861,480
GALLAGHER ARTHUR J & CO COM 363576109 597 12,821 SH   DFND 6 12,821 0 0
GAMESTOP CORP NEW CL A 36467W109 623,365 15,403,130 SH   DFND 1,5 495,426 0 14,907,704
GAMESTOP CORP NEW CL A 36467W109 1,477 36,491 SH   DFND 2 36,491 0 0
GAMESTOP CORP NEW CL A 36467W109 643 15,876 SH   DFND 6 15,876 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 45,310 1,333,818 SH   DFND 1,5 3,007 0 1,330,811
GAMING & LEISURE PPTYS INC COM 36467J108 394 11,598 SH   DFND 6 11,598 0 0
GANNETT INC COM 364730101 34,608 1,105,325 SH   DFND 1,5 18,725 0 1,086,600
GANNETT INC COM 364730101 2,261 72,220 SH   DFND 2 72,220 0 0
GANNETT INC COM 364730101 639 20,402 SH   DFND 3 20,402 0 0
GANNETT INC COM 364730101 1,039 33,174 SH   DFND 6 33,174 0 0
GAP INC DEL COM 364760108 200,941 4,833,802 SH   DFND 1,5 0 0 4,833,802
GAP INC DEL COM 364760108 3,442 82,804 SH   DFND 2 82,804 0 0
GAP INC DEL COM 364760108 552 13,274 SH   DFND 3 13,274 0 0
GAP INC DEL COM 364760108 2,233 53,718 SH   DFND 6 53,718 0 0
GARMIN LTD SHS H2906T109 126,167 2,071,700 SH   DFND 1,5 58,100 0 2,013,600
GARMIN LTD SHS H2906T109 2,380 39,075 SH   DFND 2 39,075 0 0
GARMIN LTD SHS H2906T109 692 11,355 SH   DFND 3 11,355 0 0
GARMIN LTD SHS H2906T109 1,161 19,063 SH   DFND 6 19,063 0 0
GARTNER INC COM 366651107 262,304 3,719,574 SH   DFND 1,5 24,757 0 3,694,817
GARTNER INC COM 366651107 492 6,976 SH   DFND 6 6,976 0 0
GASLOG LTD SHS G37585109 25,907 812,400 SH   DFND 1,5 0 0 812,400
GATX CORP COM 361448103 31,375 468,700 SH   DFND 1,5 0 0 468,700
GATX CORP COM 361448103 451 6,732 SH   DFND 6 6,732 0 0
GENCOR INDS INC COM 368678108 4,512 409,800 SH   DFND 1,5 9,800 0 400,000
GENCORP INC COM 368682100 11,689 612,000 SH   DFND 1,5 14,400 0 597,600
GENERAC HLDGS INC COM 368736104 298,489 6,124,103 SH   DFND 1,5 83,446 0 6,040,657
GENERAC HLDGS INC COM 368736104 14,815 303,952 SH   DFND 6 303,952 0 0
GENERAC HLDGS INC COM 368736104 2,243 46,020 SH   DFND 7 46,020 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 17,994 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 54,620 2,128,614 SH   DFND 1,5 514 0 2,128,100
GENERAL COMMUNICATION INC CL A 369385109 3,275 295,571 SH   DFND 1,5 0 0 295,571
GENERAL DYNAMICS CORP COM 369550108 213,758 1,834,049 SH   DFND 1,5 1,950 0 1,832,099
GENERAL DYNAMICS CORP COM 369550108 12,089 103,723 SH   DFND 2 103,723 0 0
GENERAL DYNAMICS CORP COM 369550108 5,225 44,830 SH   DFND 3 44,830 0 0
GENERAL DYNAMICS CORP COM 369550108 5,209 44,689 SH   DFND 6 44,689 0 0
GENERAL ELECTRIC CO COM 369604103 2,557,269 97,308,552 SH   DFND 1,5 2,693,982 0 94,614,570
GENERAL ELECTRIC CO COM 369604103 83,919 3,193,274 SH   DFND 2 3,193,274 0 0
GENERAL ELECTRIC CO COM 369604103 27,795 1,057,661 SH   DFND 3 1,057,661 0 0
GENERAL ELECTRIC CO COM 369604103 76,339 2,904,831 SH   DFND 6 2,824,601 0 80,230
GENERAL ELECTRIC CO COM 369604103 37,302 1,419,404 SH   DFND 7 1,419,404 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 234,225 9,941,628 SH   DFND 1,5 4,487,528 0 5,454,100
GENERAL GROWTH PPTYS INC NEW COM 370023103 3,912 166,037 SH   DFND 2 166,037 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,960 83,206 SH   DFND 6 83,206 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 49,868 2,116,620 SH   DFND   2,116,620 0 0
GENERAL MLS INC COM 370334104 57,831 1,100,700 SH   DFND 1,5 105,200 0 995,500
GENERAL MLS INC COM 370334104 10,281 195,681 SH   DFND 2 195,681 0 0
GENERAL MLS INC COM 370334104 5,091 96,905 SH   DFND 3 96,905 0 0
GENERAL MLS INC COM 370334104 2,484 47,279 SH   DFND 6 47,279 0 0
GENERAL MLS INC COM 370334104 4,012 76,370 SH   DFND 7 76,370 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 32,495 1,750,818 SH   DFND 1,5 52,121 0 1,698,697
GENERAL MTRS CO COM 37045V100 613,282 16,894,829 SH   DFND 1,5 2,637,573 0 14,257,256
GENERAL MTRS CO *W EXP 07/10/201 37045V118 46,589 1,750,818 SH   DFND 1,5 52,121 0 1,698,697
GENERAL MTRS CO COM 37045V100 15,201 418,768 SH   DFND 2 418,768 0 0
GENERAL MTRS CO COM 37045V100 1,885 51,931 SH   DFND 3 51,931 0 0
GENERAL MTRS CO COM 37045V100 23,915 658,803 SH   DFND 6 405,633 0 253,170
GENERAL MTRS CO COM 37045V100 76,947 2,119,740 SH   DFND 7 2,119,740 0 0
GENESCO INC COM 371532102 295,497 3,597,921 SH   DFND 1,5 293 0 3,597,628
GENESCO INC COM 371532102 6,738 82,038 SH   DFND 6 82,038 0 0
GENESEE & WYO INC CL A 371559105 22,977 218,830 SH   DFND 1,5 130 0 218,700
GENESEE & WYO INC UNIT 10/01/2015 371559204 18,459 137,000 SH   DFND 1,5 0 0 137,000
GENESEE & WYO INC CL A 371559105 59,545 567,097 SH   DFND 6 567,097 0 0
GENESEE & WYO INC CL A 371559105 9,301 88,580 SH   DFND 7 80,940 0 7,640
GENESIS ENERGY L P UNIT LTD PARTN 371927104 28,213 503,450 SH   DFND 1,5 0 0 503,450
GENMARK DIAGNOSTICS INC COM 372309104 85,049 6,285,955 SH   DFND 1,5 270,000 0 6,015,955
GENOCEA BIOSCIENCES INC COM 372427104 48,725 2,598,664 SH   DFND 1,5 82,333 0 2,516,331
GENOMIC HEALTH INC COM 37244C101 47,275 1,725,348 SH   DFND 1,5 0 0 1,725,348
GENOMIC HEALTH INC COM 37244C101 5,023 183,330 SH   DFND 6 183,330 0 0
GENOMIC HEALTH INC COM 37244C101 839 30,610 SH   DFND 7 30,610 0 0
GENPACT LIMITED SHS G3922B107 72,169 4,116,895 SH   DFND 1,5 14,700 0 4,102,195
GENPACT LIMITED SHS G3922B107 52,242 2,980,161 SH   DFND 6 2,980,161 0 0
GENPACT LIMITED SHS G3922B107 5,490 313,200 SH   DFND 7 288,500 0 24,700
GENTEX CORP COM 371901109 117,388 4,035,332 SH   DFND 1,5 54,475 0 3,980,857
GENTEX CORP COM 371901109 872 29,960 SH   DFND 6 29,960 0 0
GENTHERM INC COM 37253A103 4,195 94,380 SH   DFND 6 94,380 0 0
GENTHERM INC COM 37253A103 706 15,880 SH   DFND 7 15,880 0 0
GENUINE PARTS CO COM 372460105 4,295 48,914 SH   DFND 2 48,914 0 0
GENUINE PARTS CO COM 372460105 2,491 28,373 SH   DFND 3 28,373 0 0
GENUINE PARTS CO COM 372460105 1,084 12,344 SH   DFND 6 12,344 0 0
GENWORTH FINL INC COM CL A 37247D106 558,961 32,124,203 SH   DFND 1,5 468,500 0 31,655,703
GENWORTH FINL INC COM CL A 37247D106 2,750 158,037 SH   DFND 2 158,037 0 0
GENWORTH FINL INC COM CL A 37247D106 385 22,105 SH   DFND 3 22,105 0 0
GENWORTH FINL INC COM CL A 37247D106 25,016 1,437,702 SH   DFND 6 1,378,682 0 59,020
GENWORTH FINL INC COM CL A 37247D106 7,145 410,610 SH   DFND 7 370,200 0 40,410
GEO GROUP INC COM 36159R103 85,752 2,400,000 SH   DFND 1,5 0 0 2,400,000
GEOSPACE TECHNOLOGIES CORP COM 37364X109 3,051 55,400 SH   DFND 1,5 0 0 55,400
GERDAU S A SPON ADR REP PFD 373737105 44,449 7,546,500 SH   DFND 1,5 273,200 0 7,273,300
GERON CORP COM 374163103 75,566 23,540,743 SH   DFND 1,5 0 0 23,540,743
GFI GROUP INC COM 361652209 23,610 7,111,436 SH   DFND 1,5 149,700 0 6,961,736
GFI GROUP INC COM 361652209 9,811 2,955,156 SH   DFND 6 2,955,156 0 0
GFI GROUP INC COM 361652209 875 263,540 SH   DFND 7 263,540 0 0
GIANT INTERACTIVE GROUP INC ADR 374511103 164,549 13,897,701 SH   DFND   13,897,701 0 0
GIBRALTAR INDS INC COM 374689107 2,192 141,340 SH   DFND 1,5 0 0 141,340
GILDAN ACTIVEWEAR INC COM 375916103 481,266 8,168,195 SH   DFND 1,5 183,300 0 7,984,895
GILDAN ACTIVEWEAR INC COM 375916103 47,625 808,627 SH   DFND 6 602,400 0 206,227
GILDAN ACTIVEWEAR INC COM 375916103 31,727 538,500 SH   DFND 7 502,500 0 36,000
GILDAN ACTIVEWEAR INC COM 375916103 546,887 9,281,950 SH   DFND   8,420,500 0 861,450
GILEAD SCIENCES INC COM 375558103 7,697,463 92,841,188 SH   DFND 1,5 1,758,541 0 91,082,647
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 48,029 13,180,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 40,545 489,027 SH   DFND 2 489,027 0 0
GILEAD SCIENCES INC COM 375558103 16,795 202,569 SH   DFND 3 202,569 0 0
GILEAD SCIENCES INC COM 375558103 120,022 1,447,617 SH   DFND 6 1,061,237 0 386,380
GILEAD SCIENCES INC COM 375558103 319,740 3,856,469 SH   DFND 7 3,674,469 0 182,000
GLATFELTER COM 377316104 23,326 879,223 SH   DFND 1,5 0 0 879,223
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 331,147 6,191,980 SH   DFND 1,5 45,765 0 6,146,215
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 983 18,374 SH   DFND 3 18,374 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 5,743 107,380 SH   DFND 6 107,380 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 9,127 170,658 SH   DFND 7 170,658 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 63,317 5,846,401 SH   DFND 1,5 3,927,122 0 1,919,279
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 48,599 2,875,673 SH   DFND 1,5 30,340 0 2,845,333
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,825 285,530 SH   DFND 6 285,530 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 669 39,570 SH   DFND 7 39,570 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 5,044 566,700 SH   DFND 1,5 0 0 566,700
GLOBAL CASH ACCESS HLDGS INC COM 378967103 6,291 706,850 SH   DFND 6 706,850 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 1,051 118,140 SH   DFND 7 118,140 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 625 50,400 SH   DFND 1,5 500 0 49,900
GLOBAL EAGLE ENTMT INC COM 37951D102 6,756 544,820 SH   DFND 6 544,820 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,129 91,040 SH   DFND 7 91,040 0 0
GLOBAL PMTS INC COM 37940X102 378,462 5,195,084 SH   DFND 1,5 22,840 0 5,172,244
GLOBAL PMTS INC COM 37940X102 32,334 443,839 SH   DFND 6 443,839 0 0
GLOBAL PMTS INC COM 37940X102 1,560 21,420 SH   DFND 7 21,420 0 0
GLOBALSTAR INC COM 378973408 892 209,800 SH   DFND 1,5 0 0 209,800
GNC HLDGS INC COM CL A 36191G107 67,205 1,970,809 SH   DFND 1,5 344,456 0 1,626,353
GNC HLDGS INC COM CL A 36191G107 16,803 492,747 SH   DFND 6 492,747 0 0
GNC HLDGS INC COM CL A 36191G107 2,141 62,800 SH   DFND 7 37,300 0 25,500
GOGO INC COM 38046C109 24,912 1,273,600 SH   DFND 1,5 0 0 1,273,600
GOGO INC COM 38046C109 757 38,700 SH   DFND 6 38,700 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 379,643 6,316,856 SH   DFND 1,5 92,520 0 6,224,336
GOLAR LNG LTD BERMUDA SHS G9456A100 872 14,503 SH   DFND 6 14,503 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 26,988 7,254,726 SH   DFND 1,5 0 0 7,254,726
GOLD RESOURCE CORP COM 38068T105 506 100,000 SH   DFND 1,5 0 0 100,000
GOLD STD VENTURES CORP COM 380738104 335 425,400 SH   DFND 1,5 0 0 425,400
GOLDCORP INC NEW COM 380956409 221,649 7,941,910 SH   DFND 1,5 50,800 0 7,891,110
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 29,416 29,390,000 PRN   DFND 1,5 0 0 0
GOLDCORP INC NEW COM 380956409 2,096 75,097 SH   DFND 3 75,097 0 0
GOLDCORP INC NEW COM 380956409 5,473 196,116 SH   DFND 6 2,935 0 193,181
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 3,103 3,100,000 PRN   DFND 6 0 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 35,272 35,240,000 PRN   DFND   0 0 0
GOLDCORP INC NEW COM 380956409 197,642 7,081,747 SH   DFND   6,270,047 0 811,700
GOLDMAN SACHS GROUP INC COM 38141G104 289,768 1,730,578 SH   DFND 1,5 49,047 0 1,681,531
GOLDMAN SACHS GROUP INC COM 38141G104 22,174 132,432 SH   DFND 2 132,432 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,879 47,056 SH   DFND 3 47,056 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,715 69,965 SH   DFND 6 69,965 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,055 6,300 SH   DFND 7 6,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 89,561 3,223,955 SH   DFND 1,5 10,898 0 3,213,057
GOODYEAR TIRE & RUBR CO COM 382550101 2,442 87,899 SH   DFND 2 87,899 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 282 10,156 SH   DFND 3 10,156 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 530 19,070 SH   DFND 6 19,070 0 0
GOOGLE INC CL A 38259P508 11,437,614 19,562,513 SH   DFND 1,5 594,106 0 18,968,407
GOOGLE INC CL C 38259P706 11,253,308 19,561,445 SH   DFND 1,5 565,988 0 18,995,457
GOOGLE INC CL C 38259P706 51,897 90,211 SH   DFND 2 90,211 0 0
GOOGLE INC CL A 38259P508 52,744 90,211 SH   DFND 2 90,211 0 0
GOOGLE INC CL C 38259P706 17,448 30,329 SH   DFND 3 30,329 0 0
GOOGLE INC CL A 38259P508 19,075 32,625 SH   DFND 3 32,625 0 0
GOOGLE INC CL C 38259P706 115,648 201,029 SH   DFND 6 154,319 0 46,710
GOOGLE INC CL A 38259P508 123,601 211,403 SH   DFND 6 163,143 0 48,260
GOOGLE INC CL A 38259P508 290,393 496,678 SH   DFND 7 476,845 0 19,833
GOOGLE INC CL C 38259P706 278,348 483,847 SH   DFND 7 463,924 0 19,923
GOOGLE INC CL C 38259P706 1,151 2,000 SH   DFND   2,000 0 0
GOOGLE INC CL A 38259P508 69,786 119,360 SH   DFND   119,360 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 8,283 122,500 SH   DFND 1,5 5,300 0 117,200
GRACE W R & CO DEL NEW COM 38388F108 401,117 4,243,282 SH   DFND 1,5 15,000 0 4,228,282
GRACE W R & CO DEL NEW COM 38388F108 628 6,642 SH   DFND 6 6,642 0 0
GRACO INC COM 384109104 14,020 179,559 SH   DFND 1,5 0 0 179,559
GRACO INC COM 384109104 374 4,787 SH   DFND 6 4,787 0 0
GRAFTECH INTL LTD COM 384313102 212,412 20,307,102 SH   DFND 1,5 2,500 0 20,304,602
GRAHAM HLDGS CO COM 384637104 999 1,391 SH   DFND 2 1,391 0 0
GRAHAM HLDGS CO COM 384637104 1,665 2,318 SH   DFND 3 2,318 0 0
GRAHAM HLDGS CO COM 384637104 467 650 SH   DFND 6 650 0 0
GRAINGER W W INC COM 384802104 558,391 2,196,055 SH   DFND 1,5 18,950 0 2,177,105
GRAINGER W W INC COM 384802104 4,931 19,394 SH   DFND 2 19,394 0 0
GRAINGER W W INC COM 384802104 1,722 6,772 SH   DFND 3 6,772 0 0
GRAINGER W W INC COM 384802104 1,133 4,456 SH   DFND 6 4,456 0 0
GRAMERCY PPTY TR INC COM 38489R100 378 62,500 SH   DFND 1,5 62,500 0 0
GRAN TIERRA ENERGY INC COM 38500T101 3,712 456,800 SH   DFND 6 5,970 0 450,830
GRAN TIERRA ENERGY INC COM 38500T101 120,579 14,840,597 SH   DFND   12,529,970 0 2,310,627
GRAND CANYON ED INC COM 38526M106 47,120 1,025,010 SH   DFND 1,5 350 0 1,024,660
GRANITE CONSTR INC COM 387328107 12,441 345,768 SH   DFND 1,5 0 0 345,768
GRAPHIC PACKAGING HLDG CO COM 388689101 219,769 18,783,674 SH   DFND 1,5 1,385,100 0 17,398,574
GRAPHIC PACKAGING HLDG CO COM 388689101 19,985 1,708,100 SH   DFND 6 1,708,100 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,764 150,790 SH   DFND 7 150,790 0 0
GRAY TELEVISION INC COM 389375106 99,281 7,561,397 SH   DFND 1,5 22,500 0 7,538,897
GRAY TELEVISION INC COM 389375106 150 11,400 SH   DFND 6 11,400 0 0
GRAY TELEVISION INC COM 389375106 284 21,600 SH   DFND 7 21,600 0 0
GREAT PLAINS ENERGY INC COM 391164100 43,699 1,626,300 SH   DFND 1,5 759,300 0 867,000
GREAT PLAINS ENERGY INC COM 391164100 14,191 528,127 SH   DFND 6 528,127 0 0
GREAT PLAINS ENERGY INC COM 391164100 5,066 188,550 SH   DFND 7 168,360 0 20,190
GREAT SOUTHN BANCORP INC COM 390905107 962 30,000 SH   DFND 1,5 30,000 0 0
GREATBATCH INC COM 39153L106 10,951 223,215 SH   DFND 1,5 0 0 223,215
GREEN DOT CORP CL A 39304D102 38,907 2,049,900 SH   DFND 1,5 49,900 0 2,000,000
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 21,565 12,860,000 PRN   DFND 1,5 0 0 0
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 17,111 13,500,000 PRN   DFND 1,5 0 0 0
GREENHILL & CO INC COM 395259104 41,727 847,246 SH   DFND 1,5 7,226 0 840,020
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 27,771 843,080 SH   DFND 1,5 0 0 843,080
GREIF INC CL A 397624107 254 4,652 SH   DFND 6 4,652 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 320,415 7,273,885 SH   DFND 1,5 44,017 0 7,229,868
GROUPE CGI INC CL A SUB VTG 39945C109 401,315 11,322,676 SH   DFND 1,5 275,798 0 11,046,878
GROUPE CGI INC CL A SUB VTG 39945C109 33,576 947,300 SH   DFND 6 374,000 0 573,300
GROUPE CGI INC CL A SUB VTG 39945C109 22,698 640,400 SH   DFND 7 547,200 0 93,200
GROUPE CGI INC CL A SUB VTG 39945C109 913,802 25,781,933 SH   DFND   24,050,533 0 1,731,400
GROUPON INC COM CL A 399473107 407,031 61,485,070 SH   DFND 1,5 0 0 61,485,070
GROUPON INC COM CL A 399473107 539 81,356 SH   DFND 6 81,356 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 18,371 1,254,020 SH   DFND 1,5 48,440 0 1,205,580
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 115,618 3,369,800 SH   DFND 1,5 122,900 0 3,246,900
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 724 21,100 SH   DFND   21,100 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 132,946 7,147,637 SH   DFND 1,5 177,460 0 6,970,177
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 108,276 43,550,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 53,426 30,550,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 2,238 900,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 4,145 2,370,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 698 37,500 SH   DFND 6 37,500 0 0
GUESS INC COM 401617105 328,604 12,170,500 SH   DFND 1,5 203,200 0 11,967,300
GUIDEWIRE SOFTWARE INC COM 40171V100 67,280 1,654,703 SH   DFND 1,5 158,400 0 1,496,303
GULFMARK OFFSHORE INC CL A NEW 402629208 14,058 311,159 SH   DFND 1,5 0 0 311,159
GULFMARK OFFSHORE INC CL A NEW 402629208 1,030 22,800 SH   DFND 7 500 0 22,300
GULFPORT ENERGY CORP COM NEW 402635304 117,643 1,873,300 SH   DFND 1,5 0 0 1,873,300
GULFPORT ENERGY CORP COM NEW 402635304 497 7,914 SH   DFND 6 7,914 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 81,129 756,162 SH   DFND 1,5 0 0 756,162
GW PHARMACEUTICALS PLC ADS 36197T103 1,584 14,765 SH   DFND 6 14,765 0 0
HACKETT GROUP INC COM 404609109 3,536 592,256 SH   DFND 6 592,256 0 0
HACKETT GROUP INC COM 404609109 944 158,200 SH   DFND 7 158,200 0 0
HAEMONETICS CORP COM 405024100 5,657 160,354 SH   DFND 1,5 10,354 0 150,000
HAEMONETICS CORP COM 405024100 33,746 956,520 SH   DFND 6 956,520 0 0
HAEMONETICS CORP COM 405024100 6,350 180,000 SH   DFND 7 142,400 0 37,600
HAEMONETICS CORP COM 405024100 46,397 1,315,100 SH   DFND   1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 38,655 435,600 SH   DFND 1,5 12,700 0 422,900
HAIN CELESTIAL GROUP INC COM 405217100 375 4,226 SH   DFND 6 4,226 0 0
HALLIBURTON CO COM 406216101 2,634,622 37,102,133 SH   DFND 1,5 614,203 0 36,487,930
HALLIBURTON CO COM 406216101 19,097 268,932 SH   DFND 2 268,932 0 0
HALLIBURTON CO COM 406216101 9,138 128,679 SH   DFND 3 128,679 0 0
HALLIBURTON CO COM 406216101 32,030 451,057 SH   DFND 6 393,357 0 57,700
HALLIBURTON CO COM 406216101 36,356 511,985 SH   DFND 7 347,685 0 164,300
HALLIBURTON CO COM 406216101 16,569 233,340 SH   DFND   233,340 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 31,689 3,207,340 SH   DFND 1,5 0 0 3,207,340
HANDY & HARMAN LTD COM 410315105 719 26,862 SH   DFND 1,5 700 0 26,162
HANESBRANDS INC COM 410345102 293,592 2,982,450 SH   DFND 1,5 28,166 0 2,954,284
HANESBRANDS INC COM 410345102 246 2,502 SH   DFND 3 2,502 0 0
HANESBRANDS INC COM 410345102 753 7,649 SH   DFND 6 7,649 0 0
HANESBRANDS INC COM 410345102 98,159 997,150 SH   DFND   997,150 0 0
HANGER INC COM NEW 41043F208 14,240 452,797 SH   DFND 1,5 2,400 0 450,397
HANGER INC COM NEW 41043F208 55,982 1,780,036 SH   DFND 6 1,780,036 0 0
HANGER INC COM NEW 41043F208 11,440 363,742 SH   DFND 7 298,542 0 65,200
HANMI FINL CORP COM NEW 410495204 6,585 312,400 SH   DFND 1,5 600 0 311,800
HANMI FINL CORP COM NEW 410495204 48,199 2,286,491 SH   DFND 6 2,286,491 0 0
HANMI FINL CORP COM NEW 410495204 5,743 272,460 SH   DFND 7 191,170 0 81,290
HANOVER INS GROUP INC COM 410867105 3,113 49,300 SH   DFND 1,5 0 0 49,300
HANOVER INS GROUP INC COM 410867105 407 6,449 SH   DFND 6 6,449 0 0
HARLEY DAVIDSON INC COM 412822108 949,042 13,586,857 SH   DFND 1,5 154,212 0 13,432,645
HARLEY DAVIDSON INC COM 412822108 4,857 69,537 SH   DFND 2 69,537 0 0
HARLEY DAVIDSON INC COM 412822108 927 13,265 SH   DFND 3 13,265 0 0
HARLEY DAVIDSON INC COM 412822108 1,220 17,461 SH   DFND 6 17,461 0 0
HARMAN INTL INDS INC COM 413086109 136,954 1,274,822 SH   DFND 1,5 50 0 1,274,772
HARMAN INTL INDS INC COM 413086109 2,330 21,686 SH   DFND 2 21,686 0 0
HARMAN INTL INDS INC COM 413086109 461 4,289 SH   DFND 3 4,289 0 0
HARMAN INTL INDS INC COM 413086109 567 5,276 SH   DFND 6 5,276 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 7,049 2,373,400 SH   DFND 1,5 0 0 2,373,400
HARRIS CORP DEL COM 413875105 1,674 22,100 SH   DFND 1,5 0 0 22,100
HARRIS CORP DEL COM 413875105 2,569 33,914 SH   DFND 2 33,914 0 0
HARRIS CORP DEL COM 413875105 329 4,340 SH   DFND 3 4,340 0 0
HARRIS CORP DEL COM 413875105 1,120 14,779 SH   DFND 6 14,779 0 0
HARRIS CORP DEL COM 413875105 5,007 66,094 SH   DFND 7 66,094 0 0
HARSCO CORP COM 415864107 52,315 1,964,500 SH   DFND 1,5 7,200 0 1,957,300
HARTE-HANKS INC COM 416196103 31,383 4,364,800 SH   DFND 1,5 23,200 0 4,341,600
HARTFORD FINL SVCS GROUP INC COM 416515104 316,878 8,848,869 SH   DFND 1,5 771,269 0 8,077,600
HARTFORD FINL SVCS GROUP INC COM 416515104 5,128 143,201 SH   DFND 2 143,201 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 772 21,559 SH   DFND 3 21,559 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,527 182,264 SH   DFND 6 138,604 0 43,660
HARTFORD FINL SVCS GROUP INC COM 416515104 879 24,560 SH   DFND 7 24,560 0 0
HARVEST CAP CR CORP COM 41753F109 3,179 214,393 SH   DFND 1,5 0 0 214,393
HASBRO INC COM 418056107 18,546 349,600 SH   DFND 1,5 0 0 349,600
HASBRO INC COM 418056107 1,952 36,791 SH   DFND 2 36,791 0 0
HASBRO INC COM 418056107 617 11,637 SH   DFND 3 11,637 0 0
HASBRO INC COM 418056107 534 10,075 SH   DFND 6 10,075 0 0
HATTERAS FINL CORP COM 41902R103 17,492 883,000 SH   DFND 1,5 0 0 883,000
HAWAIIAN ELEC INDUSTRIES COM 419870100 74,218 2,931,200 SH   DFND 1,5 0 0 2,931,200
HAWAIIAN ELEC INDUSTRIES COM 419870100 376 14,849 SH   DFND 6 14,849 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 4,120 144,000 SH   DFND 1,5 0 0 144,000
HAYNES INTERNATIONAL INC COM NEW 420877201 89,364 1,579,147 SH   DFND 1,5 0 0 1,579,147
HCA HOLDINGS INC COM 40412C101 951,981 16,885,078 SH   DFND 1,5 548,638 0 16,336,440
HCA HOLDINGS INC COM 40412C101 23,646 419,399 SH   DFND 6 366,599 0 52,800
HCA HOLDINGS INC COM 40412C101 39,586 702,130 SH   DFND 7 551,230 0 150,900
HCC INS HLDGS INC COM 404132102 69,287 1,415,763 SH   DFND 1,5 13,663 0 1,402,100
HCC INS HLDGS INC COM 404132102 716 14,631 SH   DFND 6 14,631 0 0
HCP INC COM 40414L109 607,125 14,671,937 SH   DFND 1,5 7,012,406 0 7,659,531
HCP INC COM 40414L109 6,038 145,910 SH   DFND 2 145,910 0 0
HCP INC COM 40414L109 1,595 38,540 SH   DFND 3 38,540 0 0
HCP INC COM 40414L109 43,824 1,059,070 SH   DFND 6 1,059,070 0 0
HCP INC COM 40414L109 18,809 454,555 SH   DFND 7 50,000 0 404,555
HD SUPPLY HLDGS INC COM 40416M105 10,572 372,400 SH   DFND 1,5 8,800 0 363,600
HD SUPPLY HLDGS INC COM 40416M105 236 8,329 SH   DFND 6 8,329 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 369,389 7,889,566 SH   DFND 1,5 468,532 0 7,421,034
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,062 86,750 SH   DFND 6 33,000 0 53,750
HEALTH CARE REIT INC COM 42217K106 40,763 650,435 SH   DFND 1,5 21,768 0 628,667
HEALTH CARE REIT INC PFD PER CON I 42217K601 3,881 66,800 SH   DFND 1,5 0 0 66,800
HEALTH CARE REIT INC COM 42217K106 6,096 97,271 SH   DFND 2 97,271 0 0
HEALTH CARE REIT INC COM 42217K106 2,591 41,348 SH   DFND 3 41,348 0 0
HEALTH CARE REIT INC COM 42217K106 13,551 216,234 SH   DFND 6 216,234 0 0
HEALTH CARE REIT INC COM 42217K106 4,350 69,414 SH   DFND 7 9,100 0 60,314
HEALTH CARE REIT INC COM 42217K106 4,840 77,233 SH   DFND   77,233 0 0
HEALTH NET INC COM 42222G108 33,560 807,900 SH   DFND 1,5 0 0 807,900
HEALTH NET INC COM 42222G108 487 11,717 SH   DFND 6 11,717 0 0
HEALTHCARE TR AMER INC CL A 42225P105 153 12,724 SH   DFND 3 12,724 0 0
HEALTHCARE TR AMER INC CL A 42225P105 397 32,996 SH   DFND 6 32,996 0 0
HEALTHSOUTH CORP COM NEW 421924309 233 6,500 SH   DFND 1,5 6,500 0 0
HEALTHSTREAM INC COM 42222N103 37,626 1,548,394 SH   DFND 1,5 49,516 0 1,498,878
HEARTLAND FINL USA INC COM 42234Q102 5,413 218,900 SH   DFND 1,5 0 0 218,900
HEARTLAND PMT SYS INC COM 42235N108 88,746 2,153,517 SH   DFND 1,5 46,500 0 2,107,017
HEARTLAND PMT SYS INC COM 42235N108 26,930 653,490 SH   DFND 6 653,490 0 0
HEARTLAND PMT SYS INC COM 42235N108 1,451 35,220 SH   DFND 7 35,220 0 0
HEARTWARE INTL INC COM 422368100 202,184 2,284,570 SH   DFND 1,5 54,011 0 2,230,559
HEICO CORP NEW CL A 422806208 4,146 102,130 SH   DFND 1,5 0 0 102,130
HEICO CORP NEW COM 422806109 12,814 246,702 SH   DFND 1,5 4,977 0 241,725
HELEN OF TROY CORP LTD COM G4388N106 233,909 3,857,973 SH   DFND 1,5 71,000 0 3,786,973
HELEN OF TROY CORP LTD COM G4388N106 25,279 416,936 SH   DFND 6 416,936 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 26,380 1,002,649 SH   DFND 1,5 0 0 1,002,649
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9,481 360,360 SH   DFND 6 360,360 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,551 58,950 SH   DFND 7 58,950 0 0
HELMERICH & PAYNE INC COM 423452101 107,542 926,204 SH   DFND 1,5 33,624 0 892,580
HELMERICH & PAYNE INC COM 423452101 3,998 34,437 SH   DFND 2 34,437 0 0
HELMERICH & PAYNE INC COM 423452101 443 3,815 SH   DFND 3 3,815 0 0
HELMERICH & PAYNE INC COM 423452101 1,121 9,653 SH   DFND 6 9,653 0 0
HENRY JACK & ASSOC INC COM 426281101 399 6,718 SH   DFND 6 6,718 0 0
HERBALIFE LTD COM USD SHS G4412G101 689,334 10,680,726 SH   DFND 1,5 705,900 0 9,974,826
HERBALIFE LTD COM USD SHS G4412G101 3,335 51,677 SH   DFND 6 51,677 0 0
HERCULES OFFSHORE INC COM 427093109 5,131 1,276,300 SH   DFND 1,5 0 0 1,276,300
HERON THERAPEUTICS INC COM 427746102 5,622 456,320 SH   DFND 1,5 0 0 456,320
HERSHEY CO COM 427866108 219,441 2,253,684 SH   DFND 1,5 106,643 0 2,147,041
HERSHEY CO COM 427866108 4,626 47,514 SH   DFND 2 47,514 0 0
HERSHEY CO COM 427866108 625 6,417 SH   DFND 3 6,417 0 0
HERSHEY CO COM 427866108 1,128 11,583 SH   DFND 6 11,583 0 0
HERSHEY CO COM 427866108 3,718 38,180 SH   DFND 7 38,180 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 256,109 9,136,963 SH   DFND 1,5 18,260 0 9,118,703
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,874 102,549 SH   DFND 6 102,549 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 241 8,600 SH   DFND 7 8,600 0 0
HESS CORP COM 42809H107 481,941 4,873,505 SH   DFND 1,5 147,389 0 4,726,116
HESS CORP COM 42809H107 8,312 84,048 SH   DFND 2 84,048 0 0
HESS CORP COM 42809H107 3,321 33,587 SH   DFND 3 33,587 0 0
HESS CORP COM 42809H107 34,877 352,681 SH   DFND 6 305,761 0 46,920
HESS CORP COM 42809H107 51,069 516,420 SH   DFND 7 423,520 0 92,900
HEWLETT PACKARD CO COM 428236103 925,834 27,489,142 SH   DFND 1,5 325,705 0 27,163,437
HEWLETT PACKARD CO COM 428236103 20,071 595,919 SH   DFND 2 595,919 0 0
HEWLETT PACKARD CO COM 428236103 9,336 277,195 SH   DFND 3 277,195 0 0
HEWLETT PACKARD CO COM 428236103 20,186 599,356 SH   DFND 6 506,916 0 92,440
HEWLETT PACKARD CO COM 428236103 13,993 415,458 SH   DFND 7 415,458 0 0
HEWLETT PACKARD CO COM 428236103 306,320 9,095,004 SH   DFND   9,095,004 0 0
HEXCEL CORP NEW COM 428291108 319 7,793 SH   DFND 6 7,793 0 0
HFF INC CL A 40418F108 10,686 287,330 SH   DFND 6 287,330 0 0
HFF INC CL A 40418F108 1,788 48,070 SH   DFND 7 48,070 0 0
HHGREGG INC COM 42833L108 1,018 100,100 SH   DFND   100,100 0 0
HIGHER ONE HLDGS INC COM 42983D104 852 223,600 SH   DFND 1,5 0 0 223,600
HIGHWOODS PPTYS INC COM 431284108 119,445 2,847,326 SH   DFND 1,5 1,518,275 0 1,329,051
HIGHWOODS PPTYS INC COM 431284108 8,964 213,690 SH   DFND   213,690 0 0
HILL ROM HLDGS INC COM 431475102 150,681 3,630,000 SH   DFND 1,5 0 0 3,630,000
HILL ROM HLDGS INC COM 431475102 341 8,222 SH   DFND 6 8,222 0 0
HILLSHIRE BRANDS CO COM 432589109 57,796 927,700 SH   DFND 1,5 0 0 927,700
HILLSHIRE BRANDS CO COM 432589109 238 3,815 SH   DFND 3 3,815 0 0
HILLSHIRE BRANDS CO COM 432589109 745 11,955 SH   DFND 6 11,955 0 0
HILLSHIRE BRANDS CO COM 432589109 292,054 4,687,872 SH   DFND   4,687,872 0 0
HILLTOP HOLDINGS INC COM 432748101 13,840 650,965 SH   DFND 1,5 700 0 650,265
HILLTOP HOLDINGS INC COM 432748101 41,108 1,933,584 SH   DFND 6 1,933,584 0 0
HILLTOP HOLDINGS INC COM 432748101 5,819 273,730 SH   DFND 7 251,450 0 22,280
HILTON WORLDWIDE HLDGS INC COM 43300A104 5,072 217,700 SH   DFND 1,5 0 0 217,700
HILTON WORLDWIDE HLDGS INC COM 43300A104 435 18,673 SH   DFND 6 18,673 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 2,889 421,203 SH   DFND 1,5 0 0 421,203
HINGHAM INSTN SVGS MASS COM 433323102 1,358 17,100 SH   DFND 1,5 7,000 0 10,100
HITTITE MICROWAVE CORP COM 43365Y104 79,954 1,025,711 SH   DFND   1,025,711 0 0
HMS HLDGS CORP COM 40425J101 2,786 136,500 SH   DFND 6 136,500 0 0
HMS HLDGS CORP COM 40425J101 3,613 177,000 SH   DFND 7 116,600 0 60,400
HNI CORP COM 404251100 116,150 2,969,837 SH   DFND 1,5 0 0 2,969,837
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 82,873 2,409,800 SH   DFND 1,5 0 0 2,409,800
HOLLYFRONTIER CORP COM 436106108 173,354 3,967,830 SH   DFND 1,5 25,244 0 3,942,586
HOLLYFRONTIER CORP COM 436106108 1,281 29,321 SH   DFND 6 29,321 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 24,789 22,716,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 65,617 2,588,455 SH   DFND 1,5 541 0 2,587,914
HOLOGIC INC COM 436440101 762 30,066 SH   DFND 6 30,066 0 0
HOLOGIC INC COM 436440101 441 17,410 SH   DFND 7 17,410 0 0
HOME DEPOT INC COM 437076102 1,682,372 20,780,288 SH   DFND 1,5 495,698 0 20,284,590
HOME DEPOT INC COM 437076102 35,271 435,661 SH   DFND 2 435,661 0 0
HOME DEPOT INC COM 437076102 14,237 175,848 SH   DFND 3 175,848 0 0
HOME DEPOT INC COM 437076102 94,199 1,163,528 SH   DFND 6 843,378 0 320,150
HOME DEPOT INC COM 437076102 270,034 3,335,400 SH   DFND 7 3,166,600 0 168,800
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 147,578 4,311,372 SH   DFND 1,5 354,000 0 3,957,372
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 572 16,700 SH   DFND 6 16,700 0 0
HOME PROPERTIES INC COM 437306103 249,364 3,898,756 SH   DFND 1,5 726,812 0 3,171,944
HOME PROPERTIES INC COM 437306103 9,453 147,794 SH   DFND 6 147,794 0 0
HOME PROPERTIES INC COM 437306103 2,904 45,400 SH   DFND 7 40,540 0 4,860
HOMEAWAY INC COM 43739Q100 75,636 2,172,200 SH   DFND 1,5 600 0 2,171,600
HOMEAWAY INC COM 43739Q100 12,515 359,423 SH   DFND 6 359,423 0 0
HOMEAWAY INC COM 43739Q100 3,188 91,560 SH   DFND 7 84,710 0 6,850
HONDA MOTOR LTD AMERN SHS 438128308 52,401 1,497,611 SH   DFND 1,5 0 0 1,497,611
HONEYWELL INTL INC COM 438516106 1,753,240 18,862,188 SH   DFND 1,5 480,837 0 18,381,351
HONEYWELL INTL INC COM 438516106 23,180 249,379 SH   DFND 2 249,379 0 0
HONEYWELL INTL INC COM 438516106 8,292 89,208 SH   DFND 3 89,208 0 0
HONEYWELL INTL INC COM 438516106 29,284 315,050 SH   DFND 6 181,270 0 133,780
HONEYWELL INTL INC COM 438516106 113,608 1,222,251 SH   DFND 7 1,222,251 0 0
HONEYWELL INTL INC COM 438516106 21,193 228,008 SH   DFND   228,008 0 0
HOOPER HOLMES INC COM 439104100 9 12,182 SH   DFND 3 12,182 0 0
HORIZON BANCORP IND COM 440407104 1,310 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA INC COM 44047T109 69,740 4,408,313 SH   DFND 1,5 0 0 4,408,313
HORIZON PHARMA INC COM 44047T109 265 16,755 SH   DFND 7 16,755 0 0
HORMEL FOODS CORP COM 440452100 2,116 42,875 SH   DFND 2 42,875 0 0
HORMEL FOODS CORP COM 440452100 624 12,641 SH   DFND 3 12,641 0 0
HORMEL FOODS CORP COM 440452100 530 10,744 SH   DFND 6 10,744 0 0
HORMEL FOODS CORP COM 440452100 2,826 57,270 SH   DFND 7 57,270 0 0
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 13,020 9,380,000 PRN   DFND 1,5 0 0 0
HOSPIRA INC COM 441060100 267,463 5,206,600 SH   DFND 1,5 478,200 0 4,728,400
HOSPIRA INC COM 441060100 2,734 53,226 SH   DFND 2 53,226 0 0
HOSPIRA INC COM 441060100 439 8,537 SH   DFND 3 8,537 0 0
HOSPIRA INC COM 441060100 1,254 24,414 SH   DFND 6 24,414 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 670 22,048 SH   DFND 6 22,048 0 0
HOST HOTELS & RESORTS INC COM 44107P104 625,674 28,426,795 SH   DFND 1,5 15,305,047 0 13,121,748
HOST HOTELS & RESORTS INC COM 44107P104 5,305 241,042 SH   DFND 2 241,042 0 0
HOST HOTELS & RESORTS INC COM 44107P104 255 11,596 SH   DFND 3 11,596 0 0
HOST HOTELS & RESORTS INC COM 44107P104 23,973 1,089,187 SH   DFND 6 1,089,187 0 0
HOST HOTELS & RESORTS INC COM 44107P104 10,410 472,987 SH   DFND 7 48,700 0 424,287
HOST HOTELS & RESORTS INC COM 44107P104 8,726 396,436 SH   DFND   396,436 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 88,988 4,644,473 SH   DFND 1,5 24,100 0 4,620,373
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 10,159 530,240 SH   DFND 6 530,240 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,789 197,740 SH   DFND 7 176,570 0 21,170
HOUSTON WIRE & CABLE CO COM 44244K109 15,776 1,271,223 SH   DFND 1,5 31,700 0 1,239,523
HOVNANIAN ENTERPRISES INC CL A 442487203 13,390 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 43,424 275,130 SH   DFND 1,5 0 0 275,130
HOWARD HUGHES CORP COM 44267D107 13,216 83,736 SH   DFND 6 83,736 0 0
HOWARD HUGHES CORP COM 44267D107 7,879 49,920 SH   DFND 7 35,820 0 14,100
HSBC HLDGS PLC SPON ADR NEW 404280406 646,807 12,732,427 SH   DFND 1,5 161,254 0 12,571,173
HSBC HLDGS PLC SPON ADR NEW 404280406 312 6,151 SH   DFND 3 6,151 0 0
HSN INC COM 404303109 23,400 395,000 SH   DFND 1,5 0 0 395,000
HUB GROUP INC CL A 443320106 198,994 3,948,301 SH   DFND 1,5 58,116 0 3,890,185
HUB GROUP INC CL A 443320106 12,890 255,760 SH   DFND 6 255,760 0 0
HUB GROUP INC CL A 443320106 7,268 144,210 SH   DFND 7 99,910 0 44,300
HUBBELL INC CL B 443510201 576,580 4,681,932 SH   DFND 1,5 13,000 0 4,668,932
HUBBELL INC CL B 443510201 2,064 16,764 SH   DFND 6 16,764 0 0
HUDSON CITY BANCORP COM 443683107 4,165 423,685 SH   DFND 1,5 0 0 423,685
HUDSON CITY BANCORP COM 443683107 1,490 151,537 SH   DFND 2 151,537 0 0
HUDSON CITY BANCORP COM 443683107 1,694 172,342 SH   DFND 3 172,342 0 0
HUDSON CITY BANCORP COM 443683107 759 77,188 SH   DFND 6 77,188 0 0
HUDSON PAC PPTYS INC COM 444097109 52,522 2,072,700 SH   DFND 1,5 1,702,700 0 370,000
HUMANA INC COM 444859102 411,090 3,218,685 SH   DFND 1,5 21,514 0 3,197,171
HUMANA INC COM 444859102 6,295 49,290 SH   DFND 2 49,290 0 0
HUMANA INC COM 444859102 1,234 9,665 SH   DFND 3 9,665 0 0
HUMANA INC COM 444859102 2,954 23,127 SH   DFND 6 23,127 0 0
HUMANA INC COM 444859102 3,779 29,590 SH   DFND 7 29,590 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,106,854 15,002,083 SH   DFND 1,5 6,174 0 14,995,909
HUNT J B TRANS SVCS INC COM 445658107 4,773 64,687 SH   DFND 6 64,687 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,225 57,270 SH   DFND 7 57,270 0 0
HUNTINGTON BANCSHARES INC COM 446150104 540,985 56,707,053 SH   DFND 1,5 55,863 0 56,651,190
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 54,915 41,213 SH   DFND 1,5 0 0 41,213
HUNTINGTON BANCSHARES INC COM 446150104 2,515 263,598 SH   DFND 2 263,598 0 0
HUNTINGTON BANCSHARES INC COM 446150104 488 51,110 SH   DFND 3 51,110 0 0
HUNTINGTON BANCSHARES INC COM 446150104 8,010 839,574 SH   DFND 6 671,674 0 167,900
HUNTINGTON BANCSHARES INC COM 446150104 9,402 985,510 SH   DFND 7 487,100 0 498,410
HUNTINGTON INGALLS INDS INC COM 446413106 184,897 1,954,720 SH   DFND 1,5 11,424 0 1,943,296
HUNTINGTON INGALLS INDS INC COM 446413106 407 4,306 SH   DFND 6 4,306 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,567 27,137 SH   DFND 7 27,137 0 0
HUNTSMAN CORP COM 447011107 235,405 8,377,411 SH   DFND 1,5 830 0 8,376,581
HUNTSMAN CORP COM 447011107 1,728 61,489 SH   DFND 6 61,489 0 0
HURCO COMPANIES INC COM 447324104 18,099 641,800 SH   DFND 1,5 15,800 0 626,000
HURON CONSULTING GROUP INC COM 447462102 192,004 2,711,154 SH   DFND 1,5 100 0 2,711,054
HURON CONSULTING GROUP INC COM 447462102 679 9,581 SH   DFND 6 9,581 0 0
HURON CONSULTING GROUP INC COM 447462102 32,735 462,233 SH   DFND   462,180 0 53
HYATT HOTELS CORP COM CL A 448579102 130,109 2,133,640 SH   DFND 1,5 115,800 0 2,017,840
HYATT HOTELS CORP COM CL A 448579102 5,468 89,676 SH   DFND 6 68,606 0 21,070
HYATT HOTELS CORP COM CL A 448579102 723 11,850 SH   DFND 7 11,850 0 0
HYPERION THERAPEUTICS INC COM 44915N101 79,014 3,027,338 SH   DFND 1,5 200 0 3,027,138
HYSTER YALE MATLS HANDLING I CL A 449172105 34,996 395,262 SH   DFND 1,5 6,503 0 388,759
IAC INTERACTIVECORP COM PAR $.001 44919P508 82,512 1,191,855 SH   DFND 1,5 20,100 0 1,171,755
IAC INTERACTIVECORP COM PAR $.001 44919P508 743 10,740 SH   DFND 3 10,740 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 13,271 191,691 SH   DFND 6 85,101 0 106,590
IAC INTERACTIVECORP COM PAR $.001 44919P508 49,142 709,830 SH   DFND 7 709,830 0 0
IAMGOLD CORP COM 450913108 15,361 3,733,700 SH   DFND 1,5 0 0 3,733,700
IAMGOLD CORP COM 450913108 43 10,400 SH   DFND 7 10,400 0 0
ICF INTL INC COM 44925C103 91,492 2,587,447 SH   DFND 1,5 0 0 2,587,447
ICG GROUP INC COM 44928D108 118,824 5,690,794 SH   DFND 1,5 493,700 0 5,197,094
ICG GROUP INC COM 44928D108 994 47,600 SH   DFND 6 47,600 0 0
ICICI BK LTD ADR 45104G104 40,690 815,429 SH   DFND 1,5 110,300 0 705,129
ICICI BK LTD ADR 45104G104 1,331 26,671 SH   DFND 6 26,671 0 0
ICON PLC SHS G4705A100 18,753 398,066 SH   DFND 1,5 6,966 0 391,100
ICON PLC SHS G4705A100 490 10,400 SH   DFND 6 10,400 0 0
ICONIX BRAND GROUP INC COM 451055107 78,207 1,821,300 SH   DFND 1,5 500 0 1,820,800
ICONIX BRAND GROUP INC COM 451055107 9,751 227,090 SH   DFND 6 227,090 0 0
ICONIX BRAND GROUP INC COM 451055107 1,628 37,920 SH   DFND 7 37,920 0 0
IDACORP INC COM 451107106 102,452 1,771,600 SH   DFND 1,5 277,100 0 1,494,500
IDENIX PHARMACEUTICALS INC COM 45166R204 123,040 5,105,411 SH   DFND   5,105,411 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 6,032 2,080,151 SH   DFND 6 2,080,151 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 728 251,090 SH   DFND 7 251,090 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 3,967 1,368,049 SH   DFND   1,368,049 0 0
IDEX CORP COM 45167R104 68,749 851,487 SH   DFND 1,5 0 0 851,487
IDEX CORP COM 45167R104 20,158 249,662 SH   DFND 6 249,662 0 0
IDEX CORP COM 45167R104 7,684 95,170 SH   DFND 7 85,370 0 9,800
IDEXX LABS INC COM 45168D104 523 3,913 SH   DFND 6 3,913 0 0
IDT CORP CL B NEW 448947507 6,053 347,500 SH   DFND 1,5 0 0 347,500
IGATE CORP COM 45169U105 5,735 157,600 SH   DFND 1,5 0 0 157,600
IGNYTA INC COM 451731103 12,995 1,429,609 SH   DFND 1,5 0 0 1,429,609
IHS INC CL A 451734107 713 5,255 SH   DFND 6 5,255 0 0
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 17,666 1,018,800 SH   DFND 1,5 0 0 1,018,800
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 560 32,300 SH   DFND 6 32,300 0 0
ILLINOIS TOOL WKS INC COM 452308109 722,117 8,247,106 SH   DFND 1,5 280,787 0 7,966,319
ILLINOIS TOOL WKS INC COM 452308109 10,584 120,874 SH   DFND 2 120,874 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,609 52,636 SH   DFND 3 52,636 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,258 25,792 SH   DFND 6 25,792 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,789 66,111 SH   DFND   66,111 0 0
ILLUMINA INC COM 452327109 1,624,709 9,099,973 SH   DFND 1,5 167,072 0 8,932,901
ILLUMINA INC COM 452327109 2,350 13,164 SH   DFND 3 13,164 0 0
ILLUMINA INC COM 452327109 9,358 52,416 SH   DFND 6 52,416 0 0
IMAGE SENSING SYS INC COM 45244C104 1,207 365,685 SH   DFND 1,5 9,100 0 356,585
IMATION CORP COM 45245A107 3,522 1,023,900 SH   DFND 1,5 0 0 1,023,900
IMAX CORP COM 45245E109 17,637 619,269 SH   DFND 1,5 69 0 619,200
IMMUNOGEN INC COM 45253H101 137,945 11,640,950 SH   DFND 1,5 723,212 0 10,917,738
IMMUNOMEDICS INC COM 452907108 50,141 13,737,152 SH   DFND 1,5 710,000 0 13,027,152
IMPAX LABORATORIES INC COM 45256B101 111,081 3,703,932 SH   DFND 1,5 57,621 0 3,646,311
IMPAX LABORATORIES INC COM 45256B101 2,177 72,600 SH   DFND 7 31,000 0 41,600
IMPERIAL OIL LTD COM NEW 453038408 675,155 12,812,105 SH   DFND 1,5 212,803 0 12,599,302
IMPERIAL OIL LTD COM NEW 453038408 13,121 249,000 SH   DFND 6 182,700 0 66,300
IMPERIAL OIL LTD COM NEW 453038408 9,464 179,600 SH   DFND 7 154,600 0 25,000
IMPERIAL OIL LTD COM NEW 453038408 382,056 7,250,101 SH   DFND   7,250,101 0 0
IMPERVA INC COM 45321L100 102,850 3,928,553 SH   DFND 1,5 1,237 0 3,927,316
IMPERVA INC COM 45321L100 430 16,423 SH   DFND 6 16,423 0 0
INCONTACT INC COM 45336E109 81,828 8,904,077 SH   DFND 1,5 1,100 0 8,902,977
INCYTE CORP COM 45337C102 168,308 2,982,068 SH   DFND 1,5 0 0 2,982,068
INCYTE CORP COM 45337C102 649 11,498 SH   DFND 6 11,498 0 0
INCYTE CORP COM 45337C102 4,643 82,270 SH   DFND   82,270 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 12,295 955,322 SH   DFND 6 955,322 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,834 142,500 SH   DFND 7 63,100 0 79,400
INDEPENDENT BK GROUP INC COM 45384B106 2,780 49,937 SH   DFND 6 49,937 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 420 83,900 SH   DFND 1,5 2,000 0 81,900
INFINERA CORPORATION COM 45667G103 120,386 13,085,409 SH   DFND 1,5 1,081,900 0 12,003,509
INFINITY PHARMACEUTICALS INC COM 45665G303 63,575 4,990,187 SH   DFND 1,5 117,175 0 4,873,012
INFOBLOX INC COM 45672H104 19,819 1,507,132 SH   DFND 1,5 400 0 1,506,732
INFORMATICA CORP COM 45666Q102 357 10,004 SH   DFND 6 10,004 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,769 70,100 SH   DFND 1,5 70,100 0 0
ING GROEP N V SPONSORED ADR 456837103 831 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 400,142 6,401,254 SH   DFND 1,5 4,800 0 6,396,454
INGERSOLL-RAND PLC SHS G47791101 4,997 79,932 SH   DFND 2 79,932 0 0
INGERSOLL-RAND PLC SHS G47791101 1,444 23,093 SH   DFND 3 23,093 0 0
INGERSOLL-RAND PLC SHS G47791101 29,753 475,979 SH   DFND 6 437,579 0 38,400
INGERSOLL-RAND PLC SHS G47791101 51,445 822,985 SH   DFND 7 755,180 0 67,805
INGRAM MICRO INC CL A 457153104 416,309 14,252,290 SH   DFND 1,5 1,353 0 14,250,937
INGRAM MICRO INC CL A 457153104 19,904 681,402 SH   DFND 6 681,402 0 0
INGRAM MICRO INC CL A 457153104 2,848 97,500 SH   DFND 7 97,500 0 0
INGRAM MICRO INC CL A 457153104 106,180 3,635,068 SH   DFND   3,635,020 0 48
INGREDION INC COM 457187102 128,579 1,713,467 SH   DFND 1,5 36,550 0 1,676,917
INGREDION INC COM 457187102 758 10,096 SH   DFND 6 10,096 0 0
INGREDION INC COM 457187102 2,655 35,380 SH   DFND 7 35,380 0 0
INGREDION INC COM 457187102 542 7,217 SH   DFND   7,200 0 17
INNERWORKINGS INC COM 45773Y105 16,685 1,962,920 SH   DFND 6 1,962,920 0 0
INNERWORKINGS INC COM 45773Y105 1,048 123,330 SH   DFND 7 123,330 0 0
INNOPHOS HOLDINGS INC COM 45774N108 17,711 307,644 SH   DFND 1,5 400 0 307,244
INNOSPEC INC COM 45768S105 77,646 1,798,621 SH   DFND 1,5 25,103 0 1,773,518
INNOSPEC INC COM 45768S105 40,646 941,526 SH   DFND 6 941,526 0 0
INNOSPEC INC COM 45768S105 7,763 179,820 SH   DFND 7 164,260 0 15,560
INOGEN INC COM 45780L104 9,024 400,000 SH   DFND 1,5 0 0 400,000
INPHI CORP COM 45772F107 12,246 834,220 SH   DFND 1,5 0 0 834,220
INSIGHT ENTERPRISES INC COM 45765U103 89,567 2,913,700 SH   DFND 1,5 21,200 0 2,892,500
INSMED INC COM PAR $.01 457669307 117,212 5,866,475 SH   DFND 1,5 42 0 5,866,433
INSMED INC COM PAR $.01 457669307 488 24,400 SH   DFND 6 24,400 0 0
INSULET CORP COM 45784P101 234,542 5,912,337 SH   DFND 1,5 470,720 0 5,441,617
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 32,360 1,036,170 SH   DFND 1,5 0 0 1,036,170
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 220,105 4,677,114 SH   DFND 1,5 102 0 4,677,012
INTEGRATED DEVICE TECHNOLOGY COM 458118106 65,696 4,249,387 SH   DFND 1,5 112,700 0 4,136,687
INTEGRATED SILICON SOLUTION COM 45812P107 19,095 1,292,830 SH   DFND 1,5 0 0 1,292,830
INTEGRYS ENERGY GROUP INC COM 45822P105 1,811 25,464 SH   DFND 2 25,464 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 385 5,410 SH   DFND 3 5,410 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 831 11,687 SH   DFND 6 11,687 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 63,162 40,980,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 468,677 15,167,556 SH   DFND 1,5 57,500 0 15,110,056
INTEL CORP COM 458140100 48,983 1,585,210 SH   DFND 2 1,585,210 0 0
INTEL CORP COM 458140100 13,016 421,234 SH   DFND 3 421,234 0 0
INTEL CORP COM 458140100 21,573 698,171 SH   DFND 6 698,171 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 16,627 326,600 SH   DFND 1,5 238,200 0 88,400
INTELSAT S A COM L5140P101 164,134 8,712,000 SH   DFND 1,5 8,300 0 8,703,700
INTER PARFUMS INC COM 458334109 33,175 1,122,685 SH   DFND 1,5 0 0 1,122,685
INTERACTIVE BROKERS GROUP IN COM 45841N107 42,112 1,808,167 SH   DFND 1,5 321,400 0 1,486,767
INTERACTIVE BROKERS GROUP IN COM 45841N107 72,789 3,125,351 SH   DFND 6 3,125,351 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 17,995 772,635 SH   DFND 7 564,565 0 208,070
INTERACTIVE INTELLIGENCE GRO COM 45841V109 100,971 1,798,880 SH   DFND 1,5 468 0 1,798,412
INTERCEPT PHARMACEUTICALS IN COM 45845P108 741,820 3,134,938 SH   DFND 1,5 29,387 0 3,105,551
INTERCEPT PHARMACEUTICALS IN COM 45845P108 8,758 37,010 SH   DFND 6 37,010 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 336,978 1,783,894 SH   DFND 1,5 103 0 1,783,791
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,923 36,651 SH   DFND 2 36,651 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,369 7,249 SH   DFND 3 7,249 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,548 13,488 SH   DFND 6 13,488 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 567 3,000 SH   DFND 7 3,000 0 0
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 307,331 7,403,782 SH   DFND 1,5 141,100 0 7,262,682
INTERDIGITAL INC COM 45867G101 2,882 60,300 SH   DFND 1,5 0 0 60,300
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 104,541 94,710,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 4,051 3,670,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 78,426 4,162,758 SH   DFND 1,5 186,158 0 3,976,600
INTERMOLECULAR INC COM 45882D109 6,027 2,586,674 SH   DFND 1,5 0 0 2,586,674
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 13,702 4,000,000 PRN   DFND 1,5 0 0 0
INTERMUNE INC COM 45884X103 642,111 14,543,860 SH   DFND 1,5 51,400 0 14,492,460
INTERMUNE INC COM 45884X103 1,079 24,430 SH   DFND 6 24,430 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,489,154 8,215,115 SH   DFND 1,5 505,158 0 7,709,957
INTERNATIONAL BUSINESS MACHS COM 459200101 54,922 302,983 SH   DFND 2 302,983 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 15,844 87,407 SH   DFND 3 87,407 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 44,300 244,385 SH   DFND 6 217,055 0 27,330
INTERNATIONAL BUSINESS MACHS COM 459200101 33,667 185,728 SH   DFND 7 129,428 0 56,300
INTERNATIONAL BUSINESS MACHS COM 459200101 560,915 3,094,353 SH   DFND   3,094,353 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,025 38,600 SH   DFND 1,5 0 0 38,600
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,699 25,886 SH   DFND 2 25,886 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 387 3,711 SH   DFND 3 3,711 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 648 6,214 SH   DFND 6 6,214 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 13,485 847,600 SH   DFND 1,5 32,900 0 814,700
INTERNATIONAL GAME TECHNOLOG COM 459902102 272 17,112 SH   DFND 3 17,112 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 575 36,118 SH   DFND 6 36,118 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 39,087 1,400,955 SH   DFND 1,5 0 0 1,400,955
INTERPUBLIC GROUP COS INC COM 460690100 234,744 12,031,984 SH   DFND 1,5 0 0 12,031,984
INTERPUBLIC GROUP COS INC COM 460690100 2,632 134,910 SH   DFND 2 134,910 0 0
INTERPUBLIC GROUP COS INC COM 460690100 551 28,235 SH   DFND 3 28,235 0 0
INTERPUBLIC GROUP COS INC COM 460690100 632 32,416 SH   DFND 6 32,416 0 0
INTERSIL CORP CL A 46069S109 122,588 8,199,835 SH   DFND 1,5 24,265 0 8,175,570
INTERVAL LEISURE GROUP INC COM 46113M108 8,777 400,050 SH   DFND 6 400,050 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 5,805 264,570 SH   DFND 7 203,670 0 60,900
INTERVAL LEISURE GROUP INC COM 46113M108 25,883 1,179,700 SH   DFND   1,179,700 0 0
INTERXION HOLDING N.V SHS N47279109 41,300 1,508,389 SH   DFND 1,5 0 0 1,508,389
INTEVAC INC COM 461148108 9,317 1,163,142 SH   DFND 1,5 1,757 0 1,161,385
INTL PAPER CO COM 460146103 114,712 2,272,883 SH   DFND 1,5 0 0 2,272,883
INTL PAPER CO COM 460146103 6,962 137,945 SH   DFND 2 137,945 0 0
INTL PAPER CO COM 460146103 2,894 57,350 SH   DFND 3 57,350 0 0
INTL PAPER CO COM 460146103 3,167 62,741 SH   DFND 6 62,741 0 0
INTL PAPER CO COM 460146103 8,336 165,177 SH   DFND 7 165,177 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 73,917 4,384,161 SH   DFND 1,5 46,500 0 4,337,661
INTRALINKS HLDGS INC COM 46118H104 9,716 1,092,900 SH   DFND 6 1,092,900 0 0
INTRALINKS HLDGS INC COM 46118H104 1,332 149,790 SH   DFND 7 149,790 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 8,758 764,235 SH   DFND 1,5 0 0 764,235
INTREPID POTASH INC COM 46121Y102 86,180 5,141,992 SH   DFND 1,5 19,652 0 5,122,340
INTREPID POTASH INC COM 46121Y102 1,380 82,332 SH   DFND 6 82,332 0 0
INTREXON CORP COM 46122T102 74,824 2,977,495 SH   DFND 1,5 153,100 0 2,824,395
INTREXON CORP COM 46122T102 241 9,600 SH   DFND 6 9,600 0 0
INTUIT COM 461202103 429,584 5,334,461 SH   DFND 1,5 62,611 0 5,271,850
INTUIT COM 461202103 7,280 90,402 SH   DFND 2 90,402 0 0
INTUIT COM 461202103 2,337 29,017 SH   DFND 3 29,017 0 0
INTUIT COM 461202103 2,331 28,945 SH   DFND 6 28,945 0 0
INTUIT COM 461202103 3,075 38,180 SH   DFND 7 38,180 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 239,610 581,861 SH   DFND 1,5 14,484 0 567,377
INTUITIVE SURGICAL INC COM NEW 46120E602 5,036 12,229 SH   DFND 2 12,229 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 702 1,704 SH   DFND 3 1,704 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,313 8,045 SH   DFND 6 8,045 0 0
INVACARE CORP COM 461203101 16,533 900,000 SH   DFND 1,5 22,000 0 878,000
INVENSENSE INC COM 46123D205 126,430 5,572,043 SH   DFND 1,5 19,364 0 5,552,679
INVENSENSE INC COM 46123D205 41,218 1,816,552 SH   DFND 6 1,816,552 0 0
INVENSENSE INC COM 46123D205 15,470 681,800 SH   DFND 7 577,830 0 103,970
INVENTURE FOODS INC COM 461212102 3,261 289,340 SH   DFND   289,340 0 0
INVESCO LTD SHS G491BT108 695,743 18,430,274 SH   DFND 1,5 1,026,303 0 17,403,971
INVESCO LTD SHS G491BT108 5,201 137,783 SH   DFND 2 137,783 0 0
INVESCO LTD SHS G491BT108 391 10,360 SH   DFND 3 10,360 0 0
INVESCO LTD SHS G491BT108 36,029 954,418 SH   DFND 6 866,218 0 88,200
INVESCO LTD SHS G491BT108 70,952 1,879,519 SH   DFND 7 1,764,319 0 115,200
INVESCO LTD SHS G491BT108 58,175 1,541,051 SH   DFND   1,541,051 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,357 78,157 SH   DFND 1,5 0 0 78,157
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 4,429 262,372 SH   DFND 6 262,372 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 741 43,898 SH   DFND 7 43,898 0 0
INVESTORS BANCORP INC NEW COM 46146L101 137,019 12,399,903 SH   DFND 1,5 729,205 0 11,670,698
INVESTORS BANCORP INC NEW COM 46146L101 32,515 2,942,556 SH   DFND 6 2,942,556 0 0
INVESTORS BANCORP INC NEW COM 46146L101 5,948 538,281 SH   DFND 7 502,153 0 36,128
IPC THE HOSPITALIST CO INC COM 44984A105 3,542 80,100 SH   DFND 1,5 5,000 0 75,100
IPG PHOTONICS CORP COM 44980X109 9,076 131,920 SH   DFND 1,5 20 0 131,900
IRIDIUM COMMUNICATIONS INC COM 46269C102 8,751 1,034,400 SH   DFND 1,5 0 0 1,034,400
IROBOT CORP COM 462726100 40,086 978,900 SH   DFND 1,5 400 0 978,500
IRON MTN INC COM 462846106 63,874 1,801,793 SH   DFND 1,5 0 0 1,801,793
IRON MTN INC COM 462846106 1,929 54,403 SH   DFND 2 54,403 0 0
IRON MTN INC COM 462846106 513 14,485 SH   DFND 6 14,485 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 301,922 19,694,832 SH   DFND 1,5 887,038 0 18,807,794
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 937 61,103 SH   DFND 6 61,103 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 131 10,971 SH   DFND   10,971 0 0
IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 226 13,800 SH   DFND 1,5 0 0 13,800
ISHARES MSCI TAIWAN ETF 464286731 1,022 64,700 SH   DFND 1,5 8,100 0 56,600
ISHARES RUSSELL 3000 ETF 464287689 42,375 359,900 SH   DFND 1,5 55,500 0 304,400
ISHARES MSCI BRZ CAP ETF 464286400 196,672 4,116,200 SH   DFND 1,5 0 0 4,116,200
ISHARES 3-7 YR TR BD ETF 464288661 42,667 350,304 SH   DFND 1,5 0 0 350,304
ISHARES MSCI MEX CAP ETF 464286822 73,092 1,077,900 SH   DFND 1,5 0 0 1,077,900
ISHARES MSCI TURKEY ETF 464286715 21,691 390,400 SH   DFND 1,5 0 0 390,400
ISHARES CORE TOTUSBD ETF 464287226 54,405 497,300 SH   DFND 1,5 0 0 497,300
ISHARES MSCI EAFE ETF 464287465 60,419 883,700 SH   DFND 1,5 69,500 0 814,200
ISHARES 7-10 Y TR BD ETF 464287440 11,599 111,979 SH   DFND 1,5 0 0 111,979
ISHARES MSCI EMG MKT ETF 464287234 182,206 4,214,800 SH   DFND 1,5 0 0 4,214,800
ISHARES CHINA LG-CAP ETF 464287184 132,099 3,566,400 SH   DFND 1,5 0 0 3,566,400
ISHARES MSCI MALAYSI ETF 464286830 959 60,400 SH   DFND 1,5 7,600 0 52,800
ISHARES MSCI STH KOR ETF 464286772 988 15,200 SH   DFND 1,5 1,800 0 13,400
ISHARES EAFE SML CP ETF 464288273 21,872 413,300 SH   DFND 1,5 0 0 413,300
ISHARES MSCI CDA ETF 464286509 2,751 85,400 SH   DFND 1,5 7,400 0 78,000
ISHARES SP SMCP600GR ETF 464287887 468 3,885 SH   DFND 3 3,885 0 0
ISHARES NASDQ BIOTEC ETF 464287556 617 2,402 SH   DFND 3 2,402 0 0
ISHARES 10+ YR CR BD ETF 464289511 65,169 1,076,470 SH   DFND 3 1,076,470 0 0
ISHARES S&P MC 400GR ETF 464287606 874 5,564 SH   DFND 3 5,564 0 0
ISHARES US HLTHCARE ETF 464287762 300 2,334 SH   DFND 3 2,334 0 0
ISHARES U.S. PFD STK ETF 464288687 173,793 4,354,624 SH   DFND 3 4,354,624 0 0
ISHARES RUS 1000 ETF 464287622 288,164 2,617,055 SH   DFND 3 2,617,055 0 0
ISHARES 1-3 YR CR BD ETF 464288646 90,571 857,029 SH   DFND 3 857,029 0 0
ISHARES S&P 500 GRWT ETF 464287309 3,184 30,268 SH   DFND 3 30,268 0 0
ISHARES RUS 2000 GRW ETF 464287648 14,860 107,351 SH   DFND 3 107,351 0 0
ISHARES U.S. TECH ETF 464287721 78,401 809,255 SH   DFND 3 809,255 0 0
ISHARES S&P MC 400VL ETF 464287705 927 7,305 SH   DFND 3 7,305 0 0
ISHARES U.S. INDS ETF 464287754 220 2,122 SH   DFND 3 2,122 0 0
ISHARES EAFE SML CP ETF 464288273 338,461 6,395,717 SH   DFND 3 6,395,717 0 0
ISHARES RUS 1000 GRW ETF 464287614 1,169,371 12,860,121 SH   DFND 3 12,860,121 0 0
ISHARES CORE S&P SCP ETF 464287804 2,538 22,723 SH   DFND 3 22,723 0 0
ISHARES US OIL EQ&SV ETF 464288844 207 2,687 SH   DFND 3 2,687 0 0
ISHARES MSCI AUST ETF 464286103 123,794 4,737,630 SH   DFND 3 4,737,630 0 0
ISHARES GLOBAL 100 ETF 464287572 339 4,300 SH   DFND 3 4,300 0 0
ISHARES U.S. TELECOM ETF 464287713 9,195 303,150 SH   DFND 3 303,150 0 0
ISHARES RUSSELL 2000 ETF 464287655 23,225 195,479 SH   DFND 3 195,479 0 0
ISHARES RUSSELL 2000 ETF 464287655 7,670 64,800 SH Put DFND 7 0 0 0
ISHARES COHEN&STEER REIT 464287564 945 10,800 SH   DFND 3 10,800 0 0
ISHARES IBOXX HI YD ETF 464288513 207,349 2,178,032 SH   DFND 3 2,178,032 0 0
ISHARES U.S. REAL ES ETF 464287739 294 4,101 SH   DFND 3 4,101 0 0
ISHARES MSCI ACWI US ETF 464288240 269 5,599 SH   DFND 3 5,599 0 0
ISHARES MSCI ACWI ETF 464288257 569 9,441 SH   DFND 3 9,441 0 0
ISHARES MSCI TAIWAN ETF 464286731 1,599 101,172 SH   DFND 3 101,172 0 0
ISHARES SELECT DIVID ETF 464287168 2,421 31,456 SH   DFND 3 31,456 0 0
ISHARES RUS 3000 GRW ETF 464287671 37,681 507,755 SH   DFND 3 507,755 0 0
ISHARES CORE S&P500 ETF 464287200 7,760 39,392 SH   DFND 3 39,392 0 0
ISHARES EMU ETF 464286608 306 7,232 SH   DFND 3 7,232 0 0
ISHARES JP MOR EM MK ETF 464288281 625 5,420 SH   DFND 3 5,420 0 0
ISHARES RUS MDCP VAL ETF 464287473 320,001 4,407,117 SH   DFND 3 4,407,117 0 0
ISHARES CORE TOTUSBD ETF 464287226 262 2,391 SH   DFND 3 2,391 0 0
ISHARES MSCI PAC JP ETF 464286665 449 9,108 SH   DFND 3 9,108 0 0
ISHARES EM MKTS DIV ETF 464286319 16,930 347,854 SH   DFND 3 347,854 0 0
ISHARES MSCI EAFE ETF 464287465 43,860 641,513 SH   DFND 3 641,513 0 0
ISHARES EAFE VALUE ETF 464288877 517 8,833 SH   DFND 3 8,833 0 0
ISHARES MSCI JAPAN ETF 464286848 641,583 53,287,630 SH   DFND 3 53,287,630 0 0
ISHARES EAFE GRWTH ETF 464288885 387 5,341 SH   DFND 3 5,341 0 0
ISHARES S&P 100 ETF 464287101 410,992 4,749,710 SH   DFND 3 4,749,710 0 0
ISHARES RUS MD CP GR ETF 464287481 20,619 230,223 SH   DFND 3 230,223 0 0
ISHARES MSCI UK ETF 464286699 250 12,006 SH   DFND 3 12,006 0 0
ISHARES INTL SEL DIV ETF 464288448 242,419 6,077,182 SH   DFND 3 6,077,182 0 0
ISHARES U.S. FINLS ETF 464287788 32,650 392,709 SH   DFND 3 392,709 0 0
ISHARES MSCI GERMANY ETF 464286806 373 11,954 SH   DFND 3 11,954 0 0
ISHARES IBOXX INV CP ETF 464287242 621 5,204 SH   DFND 3 5,204 0 0
ISHARES MSCI SPAN CP ETF 464286764 146,698 3,425,930 SH   DFND 3 3,425,930 0 0
ISHARES RUS 1000 VAL ETF 464287598 1,438,090 14,200,557 SH   DFND 3 14,200,557 0 0
ISHARES CORE S&P MCP ETF 464287507 4,632 32,518 SH   DFND 3 32,518 0 0
ISHARES RUSSELL 3000 ETF 464287689 2,051 17,422 SH   DFND 3 17,422 0 0
ISHARES NAT AMT FREE BD 464288414 714 6,568 SH   DFND 3 6,568 0 0
ISHARES RUS 2000 VAL ETF 464287630 34,817 337,175 SH   DFND 3 337,175 0 0
ISHARES RUS MID-CAP ETF 464287499 53,144 326,918 SH   DFND 3 326,918 0 0
ISHARES EUROPE ETF 464287861 317,904 6,545,283 SH   DFND 3 6,545,283 0 0
ISHARES SP SMCP600VL ETF 464287879 400 3,479 SH   DFND 3 3,479 0 0
ISHARES MSCI ITALCPD ETF 464286855 143,010 8,228,449 SH   DFND 3 8,228,449 0 0
ISHARES TIPS BD ETF 464287176 386 3,344 SH   DFND 3 3,344 0 0
ISHARES MSCI CDA ETF 464286509 342 10,612 SH   DFND 3 10,612 0 0
ISHARES INTERM CR BD ETF 464288638 36,251 329,020 SH   DFND 3 329,020 0 0
ISHARES S&P 500 VAL ETF 464287408 34,537 382,553 SH   DFND 3 382,553 0 0
ISHARES MSCI EMG MKT ETF 464287234 6,552 151,557 SH   DFND 3 151,557 0 0
ISHARES MSCI CDA ETF 464286509 271 8,400 SH   DFND 6 0 0 8,400
ISHARES JP MOR EM MK ETF 464288281 646 5,600 SH   DFND 6 0 0 5,600
ISHARES RUSSELL 2000 ETF 464287655 889 7,483 SH   DFND 6 0 0 7,483
ISHARES MSCI EAFE ETF 464287465 3,130 45,785 SH   DFND 6 0 0 45,785
ISHARES EAFE SML CP ETF 464288273 1,355 25,600 SH   DFND 6 0 0 25,600
ISHARES MSCI EMG MKT ETF 464287234 18,821 435,364 SH   DFND 7 229,954 0 205,410
ISHARES CORE S&P500 ETF 464287200 8,116 41,198 SH   DFND 7 41,198 0 0
ISHARES U.S. FIN SVC ETF 464287770 1,729 20,478 SH   DFND 7 20,478 0 0
ISHARES IBOXX HI YD ETF 464288513 3,732 39,200 SH   DFND 7 39,200 0 0
ISHARES MSCI CDA ETF 464286509 812 25,200 SH   DFND 7 25,200 0 0
ISHARES RUS 1000 GRW ETF 464287614 2,064 22,700 SH   DFND 7 22,700 0 0
ISHARES CORE TOTUSBD ETF 464287226 6,450 58,958 SH   DFND 7 58,958 0 0
ISHARES JP MOR EM MK ETF 464288281 4,833 41,928 SH   DFND 7 41,928 0 0
ISHARES MSCI EAFE ETF 464287465 4,898 71,642 SH   DFND 7 71,642 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,897 224,945 SH   DFND 3 224,945 0 0
ISHARES INC CORE MSCI EMKT 46434G103 414 8,000 SH   DFND 6 0 0 8,000
ISHARES TR MSCI PHILIPS ETF 46429B408 965 26,200 SH   DFND 1,5 3,100 0 23,100
ISHARES TR HIGH DIVIDND ETF 46429B663 168,770 2,238,032 SH   DFND 3 2,238,032 0 0
ISIS PHARMACEUTICALS INC COM 464330109 604,588 17,549,733 SH   DFND 1,5 1,150,300 0 16,399,433
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 13,208 6,000,000 PRN   DFND 1,5 0 0 0
ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 13,439 2,461,360 SH   DFND 4 2,461,360 0 0
ISTAR FINL INC COM 45031U101 21,127 1,410,330 SH   DFND 1,5 0 0 1,410,330
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 207,954 14,461,349 SH   DFND 1,5 648,434 0 13,812,915
ITC HLDGS CORP COM 465685105 301,247 8,257,860 SH   DFND 1,5 104,000 0 8,153,860
ITC HLDGS CORP COM 465685105 463 12,679 SH   DFND 6 12,679 0 0
ITRON INC COM 465741106 4,992 123,100 SH   DFND 1,5 0 0 123,100
ITRON INC COM 465741106 446 11,000 SH   DFND 6 11,000 0 0
ITT CORP NEW COM NEW 450911201 166,677 3,465,214 SH   DFND 1,5 18,050 0 3,447,164
ITT CORP NEW COM NEW 450911201 1,574 32,719 SH   DFND 6 32,719 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 11,324 678,514 SH   DFND 1,5 3,514 0 675,000
ITT EDUCATIONAL SERVICES INC COM 45068B109 10,016 600,117 SH   DFND   600,000 0 117
ITURAN LOCATION AND CONTROL SHS M6158M104 14,280 585,993 SH   DFND 1,5 0 0 585,993
ITURAN LOCATION AND CONTROL SHS M6158M104 1,037 42,600 SH   DFND 6 0 0 42,600
ITURAN LOCATION AND CONTROL SHS M6158M104 1,241 51,000 SH   DFND 7 51,000 0 0
IXIA COM 45071R109 69,887 6,114,386 SH   DFND 1,5 27,200 0 6,087,186
IXIA COM 45071R109 4,878 426,750 SH   DFND 6 426,750 0 0
IXIA COM 45071R109 813 71,170 SH   DFND 7 71,170 0 0
J & J SNACK FOODS CORP COM 466032109 27,323 290,300 SH   DFND 1,5 0 0 290,300
J2 GLOBAL INC COM 48123V102 212,146 4,171,176 SH   DFND 1,5 176 0 4,171,000
JABIL CIRCUIT INC COM 466313103 145,891 6,980,419 SH   DFND 1,5 170,648 0 6,809,771
JABIL CIRCUIT INC COM 466313103 1,231 58,905 SH   DFND 2 58,905 0 0
JABIL CIRCUIT INC COM 466313103 205 9,818 SH   DFND 3 9,818 0 0
JABIL CIRCUIT INC COM 466313103 621 29,720 SH   DFND 6 29,720 0 0
JACK IN THE BOX INC COM 466367109 112,267 1,876,113 SH   DFND 1,5 28,700 0 1,847,413
JACK IN THE BOX INC COM 466367109 21,538 359,920 SH   DFND 6 359,920 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 225,831 4,238,561 SH   DFND 1,5 78,743 0 4,159,818
JACOBS ENGR GROUP INC DEL COM 469814107 2,244 42,119 SH   DFND 2 42,119 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 474 8,889 SH   DFND 3 8,889 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 6,013 112,848 SH   DFND 6 90,348 0 22,500
JACOBS ENGR GROUP INC DEL COM 469814107 6,777 127,198 SH   DFND 7 63,098 0 64,100
JAKKS PAC INC COM 47012E106 7,957 1,028,100 SH   DFND 1,5 28,100 0 1,000,000
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 46,090 705,070 SH   DFND 1,5 7,300 0 697,770
JARDEN CORP COM 471109108 137,996 2,325,114 SH   DFND 1,5 256 0 2,324,858
JARDEN CORP COM 471109108 53,223 896,765 SH   DFND 6 896,765 0 0
JARDEN CORP COM 471109108 6,029 101,585 SH   DFND 7 91,600 0 9,985
JARDEN CORP COM 471109108 83,356 1,404,481 SH   DFND   1,404,481 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 837,337 5,695,783 SH   DFND 1,5 125,754 0 5,570,029
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 35,954 244,571 SH   DFND 6 244,571 0 0
JD COM INC SPON ADR CL A 47215P106 30,272 1,061,800 SH   DFND 1,5 38,200 0 1,023,600
JDS UNIPHASE CORP COM PAR $0.001 46612J507 3,667 294,048 SH   DFND 1,5 1,228 0 292,820
JDS UNIPHASE CORP COM PAR $0.001 46612J507 421 33,799 SH   DFND 6 33,799 0 0
JETBLUE AIRWAYS CORP COM 477143101 306,815 28,277,883 SH   DFND 1,5 1,632,100 0 26,645,783
JETBLUE AIRWAYS CORP COM 477143101 14,813 1,365,250 SH   DFND 6 1,365,250 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,360 217,520 SH   DFND 7 203,400 0 14,120
JINPAN INTL LTD ORD G5138L100 2,545 377,640 SH   DFND 1,5 9,400 0 368,240
JIVE SOFTWARE INC COM 47760A108 2,158 253,600 SH   DFND 1,5 0 0 253,600
JOHNSON & JOHNSON COM 478160104 5,200,425 49,707,752 SH   DFND 1,5 1,524,267 0 48,183,485
JOHNSON & JOHNSON COM 478160104 94,253 900,908 SH   DFND 2 900,908 0 0
JOHNSON & JOHNSON COM 478160104 33,690 322,027 SH   DFND 3 322,027 0 0
JOHNSON & JOHNSON COM 478160104 72,118 689,336 SH   DFND 6 657,336 0 32,000
JOHNSON & JOHNSON COM 478160104 45,878 438,520 SH   DFND 7 346,920 0 91,600
JOHNSON & JOHNSON COM 478160104 16,375 156,518 SH   DFND   156,518 0 0
JOHNSON CTLS INC COM 478366107 850,971 17,043,274 SH   DFND 1,5 387,574 0 16,655,700
JOHNSON CTLS INC COM 478366107 10,560 211,497 SH   DFND 2 211,497 0 0
JOHNSON CTLS INC COM 478366107 2,816 56,393 SH   DFND 3 56,393 0 0
JOHNSON CTLS INC COM 478366107 5,795 116,070 SH   DFND 6 116,070 0 0
JONES LANG LASALLE INC COM 48020Q107 100,989 799,029 SH   DFND 1,5 29 0 799,000
JONES LANG LASALLE INC COM 48020Q107 25,984 205,584 SH   DFND 6 205,584 0 0
JONES LANG LASALLE INC COM 48020Q107 15,722 124,394 SH   DFND 7 106,984 0 17,410
JOY GLOBAL INC COM 481165108 1,959 31,816 SH   DFND 2 31,816 0 0
JOY GLOBAL INC COM 481165108 901 14,631 SH   DFND 6 14,631 0 0
JPMORGAN CHASE & CO COM 46625H100 6,884,475 119,480,644 SH   DFND 1,5 2,316,258 0 117,164,386
JPMORGAN CHASE & CO COM 46625H100 69,445 1,205,216 SH   DFND 2 1,205,216 0 0
JPMORGAN CHASE & CO COM 46625H100 19,952 346,276 SH   DFND 3 346,276 0 0
JPMORGAN CHASE & CO COM 46625H100 170,646 2,961,575 SH   DFND 6 2,409,305 0 552,270
JPMORGAN CHASE & CO COM 46625H100 321,323 5,576,584 SH   DFND 7 5,234,784 0 341,800
JPMORGAN CHASE & CO COM 46625H100 64,420 1,118,012 SH   DFND   1,118,012 0 0
JTH HLDG INC CL A 46637N103 433 13,000 SH   DFND 1,5 0 0 13,000
JTH HLDG INC CL A 46637N103 896 26,911 SH   DFND 6 26,911 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1,692 62,200 SH   DFND 1,5 0 0 62,200
JUNIPER NETWORKS INC COM 48203R104 327,428 13,342,619 SH   DFND 1,5 86,822 0 13,255,797
JUNIPER NETWORKS INC COM 48203R104 3,702 150,866 SH   DFND 2 150,866 0 0
JUNIPER NETWORKS INC COM 48203R104 1,688 68,772 SH   DFND 3 68,772 0 0
JUNIPER NETWORKS INC COM 48203R104 1,524 62,118 SH   DFND 6 62,118 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,988 41,000 SH   DFND 6 41,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,684 36,830 SH   DFND 7 28,030 0 8,800
KALOBIOS PHARMACEUTICALS INC COM 48344T100 3,595 1,576,666 SH   DFND 1,5 0 0 1,576,666
KAMADA LTD SHS M6240T109 3,291 462,769 SH   DFND 1,5 1,284 0 461,485
KAMAN CORP COM 483548103 34,551 808,580 SH   DFND 1,5 0 0 808,580
KAMAN CORP COM 483548103 1,948 45,600 SH   DFND 6 45,600 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 363,022 3,376,634 SH   DFND 1,5 83,864 0 3,292,770
KANSAS CITY SOUTHERN COM NEW 485170302 3,777 35,132 SH   DFND 2 35,132 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,193 20,399 SH   DFND 6 20,399 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 12,487 376,900 SH   DFND 1,5 600 0 376,300
KAR AUCTION SVCS INC COM 48238T109 568,368 17,833,966 SH   DFND 1,5 165,475 0 17,668,491
KAR AUCTION SVCS INC COM 48238T109 30,580 959,525 SH   DFND 6 959,525 0 0
KAR AUCTION SVCS INC COM 48238T109 7,282 228,490 SH   DFND 7 187,390 0 41,100
KARYOPHARM THERAPEUTICS INC COM 48576U106 158,928 3,414,131 SH   DFND 1,5 21,500 0 3,392,631
KATE SPADE & CO COM 485865109 570,426 14,956,102 SH   DFND 1,5 1,045,478 0 13,910,624
KATE SPADE & CO COM 485865109 3,709 97,252 SH   DFND 6 97,252 0 0
KB HOME COM 48666K109 192,593 10,310,125 SH   DFND 1,5 0 0 10,310,125
KBR INC COM 48242W106 513 21,515 SH   DFND 6 21,515 0 0
KELLOGG CO COM 487836108 602,968 9,177,595 SH   DFND 1,5 391,660 0 8,785,935
KELLOGG CO COM 487836108 5,333 81,178 SH   DFND 2 81,178 0 0
KELLOGG CO COM 487836108 2,361 35,936 SH   DFND 3 35,936 0 0
KELLOGG CO COM 487836108 17,905 272,524 SH   DFND 6 176,984 0 95,540
KELLOGG CO COM 487836108 59,715 908,904 SH   DFND 7 908,904 0 0
KENNAMETAL INC COM 489170100 10,341 223,440 SH   DFND 1,5 0 0 223,440
KENNAMETAL INC COM 489170100 532 11,492 SH   DFND 6 11,492 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 127,658 4,759,821 SH   DFND 1,5 300,500 0 4,459,321
KENNEDY-WILSON HLDGS INC COM 489398107 14,713 548,570 SH   DFND 6 548,570 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,921 108,910 SH   DFND 7 108,910 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 57,928 3,766,433 SH   DFND 1,5 100 0 3,766,333
KERYX BIOPHARMACEUTICALS INC COM 492515101 450 29,267 SH   DFND 6 29,267 0 0
KEURIG GREEN MTN INC COM 49271M100 2,404,349 19,294,995 SH   DFND 1,5 661,350 0 18,633,645
KEURIG GREEN MTN INC COM 49271M100 5,037 40,421 SH   DFND 2 40,421 0 0
KEURIG GREEN MTN INC COM 49271M100 16,754 134,451 SH   DFND 6 134,451 0 0
KEY ENERGY SVCS INC COM 492914106 55,554 6,078,100 SH   DFND 1,5 24,400 0 6,053,700
KEYCORP NEW COM 493267108 6,109 426,280 SH   DFND 1,5 0 0 426,280
KEYCORP NEW COM 493267108 4,031 281,281 SH   DFND 2 281,281 0 0
KEYCORP NEW COM 493267108 1,306 91,109 SH   DFND 3 91,109 0 0
KEYCORP NEW COM 493267108 1,851 129,138 SH   DFND 6 129,138 0 0
KEYW HLDG CORP COM 493723100 70,240 5,587,936 SH   DFND 1,5 29,600 0 5,558,336
KEYW HLDG CORP COM 493723100 322 25,644 SH   DFND 6 25,644 0 0
KILROY RLTY CORP COM 49427F108 758 12,168 SH   DFND 6 12,168 0 0
KIMBERLY CLARK CORP COM 494368103 70,591 634,700 SH   DFND 1,5 60,600 0 574,100
KIMBERLY CLARK CORP COM 494368103 13,345 119,987 SH   DFND 2 119,987 0 0
KIMBERLY CLARK CORP COM 494368103 7,837 70,460 SH   DFND 3 70,460 0 0
KIMBERLY CLARK CORP COM 494368103 3,702 33,284 SH   DFND 6 33,284 0 0
KIMCO RLTY CORP COM 49446R109 244,043 10,619,780 SH   DFND 1,5 6,747,580 0 3,872,200
KIMCO RLTY CORP COM 49446R109 3,005 130,751 SH   DFND 2 130,751 0 0
KIMCO RLTY CORP COM 49446R109 851 37,030 SH   DFND 3 37,030 0 0
KIMCO RLTY CORP COM 49446R109 1,391 60,510 SH   DFND 6 60,510 0 0
KINDER MORGAN INC DEL COM 49456B101 132,476 3,653,500 SH   DFND 1,5 240,700 0 3,412,800
KINDER MORGAN INC DEL COM 49456B101 7,715 212,764 SH   DFND 2 212,764 0 0
KINDER MORGAN INC DEL COM 49456B101 596 16,424 SH   DFND 3 16,424 0 0
KINDER MORGAN INC DEL COM 49456B101 3,073 84,744 SH   DFND 6 84,744 0 0
KINDRED BIOSCIENCES INC COM 494577109 40,282 2,161,052 SH   DFND 1,5 0 0 2,161,052
KING DIGITAL ENTMT PLC ORD SHS G5258J109 39,355 1,915,106 SH   DFND 1,5 57,100 0 1,858,006
KING DIGITAL ENTMT PLC ORD SHS G5258J109 4,698 228,600 SH   DFND   228,600 0 0
KINROSS GOLD CORP COM NO PAR 496902404 25,277 6,102,263 SH   DFND 1,5 0 0 6,102,263
KINROSS GOLD CORP COM NO PAR 496902404 1,010 243,885 SH   DFND 3 243,885 0 0
KIRBY CORP COM 497266106 14,385 122,800 SH   DFND 1,5 0 0 122,800
KIRBY CORP COM 497266106 3,492 29,811 SH   DFND 6 29,811 0 0
KIRBY CORP COM 497266106 5,435 46,400 SH   DFND 7 24,000 0 22,400
KITE RLTY GROUP TR COM 49803T102 69,723 11,355,471 SH   DFND 1,5 2,152,556 0 9,202,915
KITE RLTY GROUP TR COM 49803T102 1,210 197,032 SH   DFND 6 197,032 0 0
KITE RLTY GROUP TR COM 49803T102 654 106,439 SH   DFND 7 9,300 0 97,139
KKR & CO L P DEL COM UNITS 48248M102 1,036,599 42,605,811 SH   DFND 1,5 752,245 0 41,853,566
KLA-TENCOR CORP COM 482480100 46,882 645,400 SH   DFND 1,5 48,100 0 597,300
KLA-TENCOR CORP COM 482480100 3,836 52,806 SH   DFND 2 52,806 0 0
KLA-TENCOR CORP COM 482480100 491 6,756 SH   DFND 3 6,756 0 0
KLA-TENCOR CORP COM 482480100 1,004 13,824 SH   DFND 6 13,824 0 0
KNIGHT TRANSN INC COM 499064103 4,497 189,200 SH   DFND 1,5 0 0 189,200
KNOLL INC COM NEW 498904200 86,828 5,010,300 SH   DFND 1,5 70,300 0 4,940,000
KNOWLES CORP COM 49926D109 14,458 470,344 SH   DFND 1,5 578 0 469,766
KNOWLES CORP COM 49926D109 382 12,425 SH   DFND 6 12,425 0 0
KODIAK OIL & GAS CORP COM 50015Q100 136,946 9,412,100 SH   DFND 1,5 12,100 0 9,400,000
KODIAK OIL & GAS CORP COM 50015Q100 1,432 98,400 SH   DFND 7 98,400 0 0
KOHLS CORP COM 500255104 302,204 5,736,596 SH   DFND 1,5 254,982 0 5,481,614
KOHLS CORP COM 500255104 3,269 62,055 SH   DFND 2 62,055 0 0
KOHLS CORP COM 500255104 819 15,539 SH   DFND 3 15,539 0 0
KOHLS CORP COM 500255104 5,089 96,604 SH   DFND 6 96,604 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 15,200 478,600 SH   DFND 1,5 12,100 0 466,500
KOPPERS HOLDINGS INC COM 50060P106 12,867 336,400 SH   DFND 1,5 0 0 336,400
KOSMOS ENERGY LTD SHS G5315B107 24,047 2,141,300 SH   DFND 1,5 201,200 0 1,940,100
KOSMOS ENERGY LTD SHS G5315B107 121 10,810 SH   DFND 6 10,810 0 0
KRAFT FOODS GROUP INC COM 50076Q106 35,508 592,297 SH   DFND 1,5 48,218 0 544,079
KRAFT FOODS GROUP INC COM 50076Q106 11,365 189,570 SH   DFND 2 189,570 0 0
KRAFT FOODS GROUP INC COM 50076Q106 6,324 105,490 SH   DFND 3 105,490 0 0
KRAFT FOODS GROUP INC COM 50076Q106 9,483 158,183 SH   DFND 6 77,183 0 81,000
KRAFT FOODS GROUP INC COM 50076Q106 41,933 699,461 SH   DFND 7 699,461 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 25,245 1,127,500 SH   DFND 1,5 27,500 0 1,100,000
KROGER CO COM 501044101 1,412,518 28,576,130 SH   DFND 1,5 570,709 0 28,005,421
KROGER CO COM 501044101 8,021 162,264 SH   DFND 2 162,264 0 0
KROGER CO COM 501044101 4,284 86,674 SH   DFND 3 86,674 0 0
KROGER CO COM 501044101 31,371 634,662 SH   DFND 6 566,762 0 67,900
KROGER CO COM 501044101 56,614 1,145,331 SH   DFND 7 950,831 0 194,500
KROGER CO COM 501044101 8,871 179,461 SH   DFND   179,461 0 0
KRONOS WORLDWIDE INC COM 50105F105 34,116 2,177,144 SH   DFND 1,5 0 0 2,177,144
KYTHERA BIOPHARMACEUTICALS I COM 501570105 129,724 3,380,880 SH   DFND 1,5 0 0 3,380,880
KYTHERA BIOPHARMACEUTICALS I COM 501570105 676 17,611 SH   DFND 6 17,611 0 0
L BRANDS INC COM 501797104 199,589 3,402,479 SH   DFND 1,5 122,400 0 3,280,079
L BRANDS INC COM 501797104 4,581 78,092 SH   DFND 2 78,092 0 0
L BRANDS INC COM 501797104 900 15,350 SH   DFND 3 15,350 0 0
L BRANDS INC COM 501797104 4,337 73,932 SH   DFND 6 73,932 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 46,833 387,854 SH   DFND 1,5 7,136 0 380,718
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,316 27,460 SH   DFND 2 27,460 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,044 16,927 SH   DFND 3 16,927 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,521 12,596 SH   DFND 6 12,596 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 4,421 481,641 SH   DFND 1,5 0 0 481,641
LABORATORY CORP AMER HLDGS COM NEW 50540R409 13,958 136,306 SH   DFND 1,5 2,606 0 133,700
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,765 27,004 SH   DFND 2 27,004 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,453 14,193 SH   DFND 3 14,193 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,009 9,857 SH   DFND 6 9,857 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,503 34,205 SH   DFND   34,205 0 0
LADDER CAP CORP CL A 505743104 18,215 1,008,011 SH   DFND 1,5 0 0 1,008,011
LAKE SHORE GOLD CORP COM 510728108 2,551 2,806,600 SH   DFND 1,5 0 0 2,806,600
LAKELAND FINL CORP COM 511656100 46,325 1,213,971 SH   DFND 1,5 67,276 0 1,146,695
LAM RESEARCH CORP COM 512807108 64,124 948,854 SH   DFND 1,5 0 0 948,854
LAM RESEARCH CORP COM 512807108 3,489 51,629 SH   DFND 2 51,629 0 0
LAM RESEARCH CORP COM 512807108 2,221 32,863 SH   DFND 3 32,863 0 0
LAM RESEARCH CORP COM 512807108 1,528 22,610 SH   DFND 6 22,610 0 0
LAM RESEARCH CORP COM 512807108 9,035 133,690 SH   DFND 7 133,690 0 0
LAMAR ADVERTISING CO CL A 512815101 74,754 1,410,446 SH   DFND 1,5 171,400 0 1,239,046
LAMAR ADVERTISING CO CL A 512815101 308 5,818 SH   DFND 6 5,818 0 0
LANDAUER INC COM 51476K103 2,650 63,100 SH   DFND 1,5 0 0 63,100
LANDSTAR SYS INC COM 515098101 11,731 183,300 SH   DFND 1,5 0 0 183,300
LANDSTAR SYS INC COM 515098101 218 3,407 SH   DFND 6 3,407 0 0
LANNET INC COM 516012101 4,441 89,500 SH   DFND 1,5 0 0 89,500
LAREDO PETROLEUM INC COM 516806106 16,413 529,800 SH   DFND 1,5 0 0 529,800
LAREDO PETROLEUM INC COM 516806106 46,333 1,495,583 SH   DFND 6 1,495,583 0 0
LAREDO PETROLEUM INC COM 516806106 12,094 390,370 SH   DFND 7 335,480 0 54,890
LAS VEGAS SANDS CORP COM 517834107 1,050,175 13,778,210 SH   DFND 1,5 239,921 0 13,538,289
LAS VEGAS SANDS CORP COM 517834107 18,469 242,311 SH   DFND 6 219,611 0 22,700
LAS VEGAS SANDS CORP COM 517834107 10,191 133,700 SH   DFND 7 68,800 0 64,900
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 82,810 2,346,570 SH   DFND 1,5 92,865 0 2,253,705
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 28,424 805,433 SH   DFND 6 805,433 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 13,202 374,104 SH   DFND 7 40,600 0 333,504
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 6,494 483,917 SH   DFND 1,5 20,305 0 463,612
LATTICE SEMICONDUCTOR CORP COM 518415104 16,045 1,944,800 SH   DFND 1,5 0 0 1,944,800
LATTICE SEMICONDUCTOR CORP COM 518415104 28,982 3,512,998 SH   DFND 6 3,512,998 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 7,763 940,994 SH   DFND 7 738,974 0 202,020
LAUDER ESTEE COS INC CL A 518439104 1,625,444 21,888,556 SH   DFND 1,5 695,442 0 21,193,114
LAUDER ESTEE COS INC CL A 518439104 5,975 80,454 SH   DFND 2 80,454 0 0
LAUDER ESTEE COS INC CL A 518439104 2,636 35,501 SH   DFND 3 35,501 0 0
LAUDER ESTEE COS INC CL A 518439104 14,756 198,711 SH   DFND 6 198,711 0 0
LAUDER ESTEE COS INC CL A 518439104 42,613 573,830 SH   DFND 7 573,830 0 0
LAZARD LTD SHS A G54050102 173,801 3,370,845 SH   DFND 1,5 350 0 3,370,495
LCNB CORP COM 50181P100 12,441 769,884 SH   DFND 1,5 24,100 0 745,784
LDR HLDG CORP COM 50185U105 11,880 475,000 SH   DFND 1,5 0 0 475,000
LEAR CORP COM NEW 521865204 1,879 21,038 SH   DFND 3 21,038 0 0
LEAR CORP COM NEW 521865204 708 7,929 SH   DFND 6 7,929 0 0
LEAR CORP COM NEW 521865204 3,076 34,439 SH   DFND 7 34,439 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 40,496 1,296,300 SH   DFND 1,5 0 0 1,296,300
LEGG MASON INC COM 524901105 40,576 790,800 SH   DFND 1,5 3,800 0 787,000
LEGG MASON INC COM 524901105 1,679 32,732 SH   DFND 2 32,732 0 0
LEGG MASON INC COM 524901105 1,148 22,367 SH   DFND 3 22,367 0 0
LEGG MASON INC COM 524901105 664 12,942 SH   DFND 6 12,942 0 0
LEGGETT & PLATT INC COM 524660107 45,373 1,323,600 SH   DFND 1,5 0 0 1,323,600
LEGGETT & PLATT INC COM 524660107 1,514 44,156 SH   DFND 2 44,156 0 0
LEGGETT & PLATT INC COM 524660107 618 18,039 SH   DFND 3 18,039 0 0
LEGGETT & PLATT INC COM 524660107 530 15,469 SH   DFND 6 15,469 0 0
LEIDOS HLDGS INC COM 525327102 50,529 1,317,925 SH   DFND 1,5 31,200 0 1,286,725
LEIDOS HLDGS INC COM 525327102 359 9,371 SH   DFND 6 9,371 0 0
LENNAR CORP CL A 526057104 187,668 4,470,419 SH   DFND 1,5 86,900 0 4,383,519
LENNAR CORP CL A 526057104 2,350 55,982 SH   DFND 2 55,982 0 0
LENNAR CORP CL A 526057104 627 14,944 SH   DFND 3 14,944 0 0
LENNAR CORP CL A 526057104 1,048 24,973 SH   DFND 6 24,973 0 0
LENNOX INTL INC COM 526107107 174,831 1,951,891 SH   DFND 1,5 0 0 1,951,891
LENNOX INTL INC COM 526107107 331 3,701 SH   DFND 6 3,701 0 0
LEUCADIA NATL CORP COM 527288104 2,647 100,936 SH   DFND 2 100,936 0 0
LEUCADIA NATL CORP COM 527288104 333 12,716 SH   DFND 3 12,716 0 0
LEUCADIA NATL CORP COM 527288104 1,309 49,938 SH   DFND 6 49,938 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 50,214 30,000,000 PRN   DFND 1,5 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 202,548 4,612,808 SH   DFND 1,5 6,853 0 4,605,955
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 646 14,716 SH   DFND 6 14,716 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 124,359 77,241,324 SH   DFND 1,5 5,064,200 0 72,177,124
LEXINGTON REALTY TRUST COM 529043101 56,450 5,127,201 SH   DFND 1,5 98,719 0 5,028,482
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 22,813 467,966 SH   DFND 1,5 0 0 467,966
LEXINGTON REALTY TRUST COM 529043101 9,424 855,953 SH   DFND 6 855,953 0 0
LEXINGTON REALTY TRUST COM 529043101 3,867 351,228 SH   DFND 7 43,000 0 308,228
LEXMARK INTL NEW CL A 529771107 126,143 2,619,256 SH   DFND 1,5 45,605 0 2,573,651
LEXMARK INTL NEW CL A 529771107 435 9,033 SH   DFND 6 9,033 0 0
LHC GROUP INC COM 50187A107 48,884 2,287,500 SH   DFND 1,5 164,300 0 2,123,200
LIBBEY INC COM 529898108 27,629 1,037,118 SH   DFND 1,5 18,000 0 1,019,118
LIBERTY GLOBAL PLC SHS CL A G5480U104 646,618 14,622,740 SH   DFND 1,5 254,890 0 14,367,850
LIBERTY GLOBAL PLC SHS CL C G5480U120 387,218 9,151,915 SH   DFND 1,5 240,480 0 8,911,435
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,054 24,920 SH   DFND 3 24,920 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 27,235 643,700 SH   DFND   643,700 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 95,453 1,293,402 SH   DFND 1,5 51,742 0 1,241,660
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 635,482 21,644,494 SH   DFND 1,5 152,296 0 21,492,198
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1,597 54,380 SH   DFND 6 54,380 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 432 5,854 SH   DFND 6 5,854 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 44,345 33,000,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 33,061 36,196,439 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,133 2,335,113 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 967,257 7,076,799 SH   DFND 1,5 171,084 0 6,905,715
LIBERTY MEDIA CORP DELAWARE CL A 531229102 1,002 7,328 SH   DFND 3 7,328 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 1,896 13,874 SH   DFND 6 13,874 0 0
LIBERTY PPTY TR SH BEN INT 531172104 54,035 1,424,600 SH   DFND 1,5 21,300 0 1,403,300
LIBERTY PPTY TR SH BEN INT 531172104 7,813 205,987 SH   DFND 6 205,987 0 0
LIBERTY PPTY TR SH BEN INT 531172104 3,163 83,400 SH   DFND 7 9,300 0 74,100
LIFE TIME FITNESS INC COM 53217R207 45,807 939,821 SH   DFND 1,5 1,031 0 938,790
LIFE TIME FITNESS INC COM 53217R207 4,367 89,600 SH   DFND 6 89,600 0 0
LIFE TIME FITNESS INC COM 53217R207 4,621 94,800 SH   DFND 7 67,600 0 27,200
LIFELOCK INC COM 53224V100 14,425 1,033,300 SH   DFND 1,5 1,000 0 1,032,300
LIFELOCK INC COM 53224V100 1,388 99,400 SH   DFND   99,400 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 7,266 117,000 SH   DFND 1,5 0 0 117,000
LIFEPOINT HOSPITALS INC COM 53219L109 403 6,486 SH   DFND 6 6,486 0 0
LIFEWAY FOODS INC COM 531914109 3,471 248,249 SH   DFND 1,5 6,040 0 242,209
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 107,044 1,718,486 SH   DFND 1,5 7,100 0 1,711,386
LILLY ELI & CO COM 532457108 37,521 603,530 SH   DFND 1,5 30 0 603,500
LILLY ELI & CO COM 532457108 19,503 313,704 SH   DFND 2 313,704 0 0
LILLY ELI & CO COM 532457108 7,996 128,620 SH   DFND 3 128,620 0 0
LILLY ELI & CO COM 532457108 8,939 143,780 SH   DFND 6 143,780 0 0
LINCOLN EDL SVCS CORP COM 533535100 112 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN ELEC HLDGS INC COM 533900106 694 9,937 SH   DFND 6 9,937 0 0
LINCOLN NATL CORP IND COM 534187109 478,135 9,295,000 SH   DFND 1,5 188,500 0 9,106,500
LINCOLN NATL CORP IND COM 534187109 4,320 83,988 SH   DFND 2 83,988 0 0
LINCOLN NATL CORP IND COM 534187109 1,857 36,095 SH   DFND 3 36,095 0 0
LINCOLN NATL CORP IND COM 534187109 4,630 90,000 SH   DFND 6 90,000 0 0
LINEAR TECHNOLOGY CORP COM 535678106 36,225 769,600 SH   DFND 1,5 0 0 769,600
LINEAR TECHNOLOGY CORP COM 535678106 3,546 75,329 SH   DFND 2 75,329 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,924 62,130 SH   DFND 3 62,130 0 0
LINEAR TECHNOLOGY CORP COM 535678106 860 18,277 SH   DFND 6 18,277 0 0
LINKEDIN CORP COM CL A 53578A108 289,677 1,689,375 SH   DFND 1,5 81,975 0 1,607,400
LINKEDIN CORP COM CL A 53578A108 1,710 9,973 SH   DFND 3 9,973 0 0
LINKEDIN CORP COM CL A 53578A108 1,584 9,240 SH   DFND 6 9,240 0 0
LINNCO LLC COMSHS LTD INT 535782106 87,856 2,807,788 SH   DFND 1,5 0 0 2,807,788
LIONBRIDGE TECHNOLOGIES INC COM 536252109 47,256 7,955,610 SH   DFND 1,5 0 0 7,955,610
LIONS GATE ENTMNT CORP COM NEW 535919203 79,465 2,780,457 SH   DFND 1,5 65,419 0 2,715,038
LIPOSCIENCE INC COM 53630M108 2,179 637,120 SH   DFND 1,5 0 0 637,120
LIQUIDITY SERVICES INC COM 53635B107 25,788 1,636,300 SH   DFND 1,5 36,300 0 1,600,000
LITHIA MTRS INC CL A 536797103 28,400 301,900 SH   DFND 1,5 0 0 301,900
LIVE NATION ENTERTAINMENT IN COM 538034109 134,443 5,445,225 SH   DFND 1,5 33,700 0 5,411,525
LIVE NATION ENTERTAINMENT IN COM 538034109 399 16,179 SH   DFND 6 16,179 0 0
LKQ CORP COM 501889208 40,878 1,531,600 SH   DFND 1,5 4,000 0 1,527,600
LKQ CORP COM 501889208 618 23,145 SH   DFND 6 23,145 0 0
LOCKHEED MARTIN CORP COM 539830109 194,467 1,209,900 SH   DFND 1,5 111,700 0 1,098,200
LOCKHEED MARTIN CORP COM 539830109 13,645 84,896 SH   DFND 2 84,896 0 0
LOCKHEED MARTIN CORP COM 539830109 6,641 41,320 SH   DFND 3 41,320 0 0
LOCKHEED MARTIN CORP COM 539830109 3,528 21,948 SH   DFND 6 21,948 0 0
LOCKHEED MARTIN CORP COM 539830109 11,117 69,168 SH   DFND 7 69,168 0 0
LOEWS CORP COM 540424108 4,150 94,300 SH   DFND 1,5 0 0 94,300
LOEWS CORP COM 540424108 4,279 97,232 SH   DFND 2 97,232 0 0
LOEWS CORP COM 540424108 1,703 38,704 SH   DFND 3 38,704 0 0
LOEWS CORP COM 540424108 2,095 47,614 SH   DFND 6 47,614 0 0
LOGITECH INTL S A SHS H50430232 60,580 4,651,280 SH   DFND 1,5 401,280 0 4,250,000
LOGMEIN INC COM 54142L109 17,415 373,546 SH   DFND 1,5 400 0 373,146
LOMBARD MED INC COM G55598109 992 137,741 SH   DFND 1,5 0 0 137,741
LORILLARD INC COM 544147101 1,973,406 32,366,828 SH   DFND 1,5 855,376 0 31,511,452
LORILLARD INC COM 544147101 7,039 115,448 SH   DFND 2 115,448 0 0
LORILLARD INC COM 544147101 4,398 72,126 SH   DFND 3 72,126 0 0
LORILLARD INC COM 544147101 53,963 885,082 SH   DFND 6 861,882 0 23,200
LORILLARD INC COM 544147101 68,894 1,129,959 SH   DFND 7 880,831 0 249,128
LOUISIANA PAC CORP COM 546347105 41,958 2,793,500 SH   DFND 1,5 9,300 0 2,784,200
LOWES COS INC COM 548661107 530,281 11,049,827 SH   DFND 1,5 314 0 11,049,513
LOWES COS INC COM 548661107 15,241 317,588 SH   DFND 2 317,588 0 0
LOWES COS INC COM 548661107 8,093 168,637 SH   DFND 3 168,637 0 0
LOWES COS INC COM 548661107 16,566 345,192 SH   DFND 6 317,072 0 28,120
LOWES COS INC COM 548661107 15,964 332,647 SH   DFND 7 332,647 0 0
LPL FINL HLDGS INC COM 50212V100 30,380 610,786 SH   DFND 1,5 586 0 610,200
LPL FINL HLDGS INC COM 50212V100 362 7,277 SH   DFND 6 7,277 0 0
LTC PPTYS INC COM 502175102 21,398 548,113 SH   DFND 1,5 0 0 548,113
LULULEMON ATHLETICA INC COM 550021109 700,833 17,313,056 SH   DFND 1,5 1,181,544 0 16,131,512
LULULEMON ATHLETICA INC COM 550021109 624 15,423 SH   DFND 6 15,423 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 279,126 3,675,128 SH   DFND 1,5 249,961 0 3,425,167
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 851 11,200 SH   DFND 6 11,200 0 0
LUMENIS LTD SHS CL B M6778Q121 15,159 1,556,400 SH   DFND 1,5 0 0 1,556,400
LUMOS NETWORKS CORP COM 550283105 13,644 942,902 SH   DFND 1,5 0 0 942,902
LUXFER HLDGS PLC SPONSORED ADR 550678106 10,913 575,880 SH   DFND 1,5 3,405 0 572,475
LUXFER HLDGS PLC SPONSORED ADR 550678106 14,053 741,601 SH   DFND 6 741,601 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 1,029 54,300 SH   DFND 7 54,300 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 23,436 649,906 SH   DFND 1,5 11,300 0 638,606
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,352,702 24,093,213 SH   DFND 1,5 995,592 0 23,097,621
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,953 132,652 SH   DFND 2 132,652 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,244 53,697 SH   DFND 3 53,697 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 35,268 361,172 SH   DFND 6 316,772 0 44,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 65,106 666,733 SH   DFND 7 572,833 0 93,900
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 96,068 983,801 SH   DFND   983,801 0 0
M & T BK CORP COM 55261F104 1,005,003 8,101,600 SH   DFND 1,5 460,523 0 7,641,077
M & T BK CORP COM 55261F104 5,194 41,872 SH   DFND 2 41,872 0 0
M & T BK CORP COM 55261F104 2,838 22,881 SH   DFND 3 22,881 0 0
M & T BK CORP COM 55261F104 29,575 238,408 SH   DFND 6 213,908 0 24,500
M & T BK CORP COM 55261F104 42,031 338,820 SH   DFND 7 268,120 0 70,700
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 21,939 20,310,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 14,778 608,900 SH   DFND 6 608,900 0 0
M/I HOMES INC COM 55305B101 2,648 109,120 SH   DFND 7 109,120 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 14,651 651,756 SH   DFND 1,5 1,500 0 650,256
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 28,990 1,289,571 SH   DFND 6 1,289,571 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 2,065 91,850 SH   DFND 7 91,850 0 0
MACERICH CO COM 554382101 406,738 6,093,457 SH   DFND 1,5 2,422,039 0 3,671,418
MACERICH CO COM 554382101 2,991 44,803 SH   DFND 2 44,803 0 0
MACERICH CO COM 554382101 1,381 20,692 SH   DFND 6 20,692 0 0
MACERICH CO COM 554382101 10,296 154,240 SH   DFND   154,240 0 0
MACK CALI RLTY CORP COM 554489104 537 25,000 SH   DFND 1,5 25,000 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1,915 30,700 SH   DFND 1,5 0 0 30,700
MACROGENICS INC COM 556099109 70,852 3,260,568 SH   DFND 1,5 200 0 3,260,368
MACYS INC COM 55616P104 380,947 6,565,796 SH   DFND 1,5 399,308 0 6,166,488
MACYS INC COM 55616P104 6,659 114,777 SH   DFND 2 114,777 0 0
MACYS INC COM 55616P104 1,538 26,508 SH   DFND 3 26,508 0 0
MACYS INC COM 55616P104 28,991 499,673 SH   DFND 6 449,353 0 50,320
MACYS INC COM 55616P104 48,981 844,211 SH   DFND 7 749,911 0 94,300
MADDEN STEVEN LTD COM 556269108 153,442 4,473,538 SH   DFND 1,5 15,333 0 4,458,205
MADDEN STEVEN LTD COM 556269108 25,025 729,585 SH   DFND 6 729,585 0 0
MADDEN STEVEN LTD COM 556269108 4,622 134,740 SH   DFND 7 103,240 0 31,500
MADISON SQUARE GARDEN CO CL A 55826P100 371,878 5,954,809 SH   DFND 1,5 0 0 5,954,809
MADISON SQUARE GARDEN CO CL A 55826P100 564 9,030 SH   DFND 6 9,030 0 0
MAG SILVER CORP COM 55903Q104 1,712 181,000 SH   DFND 1,5 0 0 181,000
MAGELLAN HEALTH INC COM NEW 559079207 18,672 300,000 SH   DFND 1,5 0 0 300,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 21,299 253,434 SH   DFND 1,5 0 0 253,434
MAGICJACK VOCALTEC LTD SHS M6787E101 3,966 262,300 SH   DFND 1,5 0 0 262,300
MAGNA INTL INC COM 559222401 136,747 1,270,384 SH   DFND 1,5 0 0 1,270,384
MAGNA INTL INC COM 559222401 42,740 397,054 SH   DFND 6 179,800 0 217,254
MAGNA INTL INC COM 559222401 42,157 391,640 SH   DFND 7 352,440 0 39,200
MAGNA INTL INC COM 559222401 520,010 4,830,900 SH   DFND   4,191,300 0 639,600
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 73,909 5,241,806 SH   DFND 1,5 0 0 5,241,806
MAGNUM HUNTER RES CORP DEL COM 55973B102 641 78,170 SH   DFND 1,5 1,700 0 76,470
MAJESCO ENTERTAINMENT CO COM PAR $.001 560690307 73 32,243 SH   DFND   32,243 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 20,741 590,400 SH   DFND 1,5 0 0 590,400
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 622 17,700 SH   DFND 6 17,700 0 0
MALIBU BOATS INC COM CL A 56117J100 6,231 310,000 SH   DFND 1,5 0 0 310,000
MALLINCKRODT PUB LTD CO SHS G5785G107 39,522 493,896 SH   DFND 1,5 172 0 493,724
MALLINCKRODT PUB LTD CO SHS G5785G107 537 6,709 SH   DFND 6 6,709 0 0
MANHATTAN ASSOCS INC COM 562750109 3,451 100,219 SH   DFND 1,5 459 0 99,760
MANITOWOC INC COM 563571108 664,551 20,223,695 SH   DFND 1,5 900 0 20,222,795
MANITOWOC INC COM 563571108 1,622 49,370 SH   DFND 6 49,370 0 0
MANNKIND CORP COM 56400P201 101,272 9,214,968 SH   DFND 1,5 0 0 9,214,968
MANNKIND CORP COM 56400P201 157 14,300 SH   DFND 3 14,300 0 0
MANPOWERGROUP INC COM 56418H100 32,459 382,543 SH   DFND 1,5 36 0 382,507
MANPOWERGROUP INC COM 56418H100 52,002 612,874 SH   DFND 6 612,874 0 0
MANPOWERGROUP INC COM 56418H100 13,379 157,678 SH   DFND 7 148,458 0 9,220
MANTECH INTL CORP CL A 564563104 78,294 2,652,245 SH   DFND 1,5 44,805 0 2,607,440
MANULIFE FINL CORP COM 56501R106 64,211 3,230,377 SH   DFND 1,5 477 0 3,229,900
MANULIFE FINL CORP COM 56501R106 49,528 2,491,688 SH   DFND 6 864,800 0 1,626,888
MANULIFE FINL CORP COM 56501R106 12,360 621,832 SH   DFND 7 411,200 0 210,632
MANULIFE FINL CORP COM 56501R106 1,017,218 51,175,042 SH   DFND   47,044,842 0 4,130,200
MARATHON OIL CORP COM 565849106 49,899 1,249,982 SH   DFND 1,5 182 0 1,249,800
MARATHON OIL CORP COM 565849106 8,594 215,292 SH   DFND 2 215,292 0 0
MARATHON OIL CORP COM 565849106 4,383 109,783 SH   DFND 3 109,783 0 0
MARATHON OIL CORP COM 565849106 15,952 399,593 SH   DFND 6 313,753 0 85,840
MARATHON OIL CORP COM 565849106 22,302 558,674 SH   DFND 7 430,832 0 127,842
MARATHON PETE CORP COM 56585A102 253,087 3,241,796 SH   DFND 1,5 159,952 0 3,081,844
MARATHON PETE CORP COM 56585A102 7,176 91,913 SH   DFND 2 91,913 0 0
MARATHON PETE CORP COM 56585A102 2,710 34,710 SH   DFND 3 34,710 0 0
MARATHON PETE CORP COM 56585A102 12,850 164,602 SH   DFND 6 153,252 0 11,350
MARATHON PETE CORP COM 56585A102 21,299 272,825 SH   DFND 7 272,825 0 0
MARATHON PETE CORP COM 56585A102 1,486 19,031 SH   DFND   19,031 0 0
MARKEL CORP COM 570535104 5,180 7,900 SH   DFND 1,5 0 0 7,900
MARKEL CORP COM 570535104 1,339 2,042 SH   DFND 6 2,042 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 68,590 2,605,000 SH   DFND 1,5 0 0 2,605,000
MARKET VECTORS ETF TR INDIA SMALL CP 57061R551 4,049 78,400 SH   DFND 1,5 78,400 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 493 18,648 SH   DFND 7 18,648 0 0
MARKETO INC COM 57063L107 176,620 6,073,574 SH   DFND 1,5 271,889 0 5,801,685
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 500,437 6,991,301 SH   DFND 1,5 0 0 6,991,301
MARRIOTT INTL INC NEW CL A 571903202 819,574 12,785,868 SH   DFND 1,5 417,794 0 12,368,074
MARRIOTT INTL INC NEW CL A 571903202 4,482 69,922 SH   DFND 2 69,922 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,740 27,150 SH   DFND 3 27,150 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,598 24,937 SH   DFND 6 24,937 0 0
MARSH & MCLENNAN COS INC COM 571748102 978,639 18,885,349 SH   DFND 1,5 266,880 0 18,618,469
MARSH & MCLENNAN COS INC COM 571748102 9,069 175,017 SH   DFND 2 175,017 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,975 38,115 SH   DFND 3 38,115 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,841 54,830 SH   DFND 6 54,830 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,075 59,336 SH   DFND 7 59,336 0 0
MARTEN TRANS LTD COM 573075108 9,965 445,859 SH   DFND 1,5 0 0 445,859
MARTIN MARIETTA MATLS INC COM 573284106 240,903 1,824,330 SH   DFND 1,5 22,450 0 1,801,880
MARTIN MARIETTA MATLS INC COM 573284106 18,042 136,631 SH   DFND 6 136,631 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,228 39,590 SH   DFND 7 36,220 0 3,370
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 232,083 16,195,614 SH   DFND 1,5 748,727 0 15,446,887
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 849 59,273 SH   DFND 6 59,273 0 0
MASCO CORP COM 574599106 12,066 543,500 SH   DFND 1,5 0 0 543,500
MASCO CORP COM 574599106 2,521 113,540 SH   DFND 2 113,540 0 0
MASCO CORP COM 574599106 855 38,494 SH   DFND 3 38,494 0 0
MASCO CORP COM 574599106 611 27,538 SH   DFND 6 27,538 0 0
MASIMO CORP COM 574795100 119,922 5,081,455 SH   DFND 1,5 2,117 0 5,079,338
MASONITE INTL CORP NEW COM 575385109 301 5,358 SH   DFND 1,5 0 0 5,358
MASTEC INC NOTE 4.250%12/1 576323AM1 44,043 21,953,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 176,985 5,742,527 SH   DFND 1,5 18,525 0 5,724,002
MASTEC INC COM 576323109 6,840 221,926 SH   DFND 6 180,726 0 41,200
MASTEC INC COM 576323109 8,177 265,300 SH   DFND 7 116,500 0 148,800
MASTERCARD INC CL A 57636Q104 3,599,840 48,997,418 SH   DFND 1,5 1,545,022 0 47,452,396
MASTERCARD INC CL A 57636Q104 23,509 319,979 SH   DFND 2 319,979 0 0
MASTERCARD INC CL A 57636Q104 8,152 110,957 SH   DFND 3 110,957 0 0
MASTERCARD INC CL A 57636Q104 34,125 464,478 SH   DFND 6 430,478 0 34,000
MASTERCARD INC CL A 57636Q104 33,745 459,301 SH   DFND 7 361,501 0 97,800
MATADOR RES CO COM 576485205 269 9,200 SH   DFND 1,5 0 0 9,200
MATSON INC COM 57686G105 349 13,000 SH   DFND 1,5 0 0 13,000
MATTEL INC COM 577081102 4,210 108,032 SH   DFND 2 108,032 0 0
MATTEL INC COM 577081102 582 14,946 SH   DFND 3 14,946 0 0
MATTEL INC COM 577081102 1,599 41,027 SH   DFND 6 41,027 0 0
MATTHEWS INTL CORP CL A 577128101 970 23,341 SH   DFND 1,5 351 0 22,990
MATTHEWS INTL CORP CL A 577128101 10,446 251,280 SH   DFND 6 251,280 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 64,918 1,920,093 SH   DFND 1,5 0 0 1,920,093
MAXIM INTEGRATED PRODS INC COM 57772K101 788 23,318 SH   DFND 6 23,318 0 0
MAXIMUS INC COM 577933104 84,045 1,953,617 SH   DFND 1,5 1,017 0 1,952,600
MAXIMUS INC COM 577933104 29,780 692,225 SH   DFND   692,100 0 125
MAXLINEAR INC CL A 57776J100 20,748 2,060,403 SH   DFND 1,5 168,294 0 1,892,109
MB FINANCIAL INC NEW COM 55264U108 23,318 862,036 SH   DFND 1,5 306 0 861,730
MBIA INC COM 55262C100 229 20,722 SH   DFND 6 20,722 0 0
MCCORMICK & CO INC COM NON VTG 579780206 787 11,000 SH   DFND 1,5 0 0 11,000
MCCORMICK & CO INC COM NON VTG 579780206 2,975 41,557 SH   DFND 2 41,557 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,030 14,385 SH   DFND 3 14,385 0 0
MCCORMICK & CO INC COM NON VTG 579780206 720 10,063 SH   DFND 6 10,063 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,733 38,180 SH   DFND 7 38,180 0 0
MCDERMOTT INTL INC COM 580037109 68,415 8,456,700 SH   DFND 1,5 290,000 0 8,166,700
MCDONALDS CORP COM 580135101 1,490,019 14,790,737 SH   DFND 1,5 487,769 0 14,302,968
MCDONALDS CORP COM 580135101 31,708 314,755 SH   DFND 2 314,755 0 0
MCDONALDS CORP COM 580135101 10,156 100,810 SH   DFND 3 100,810 0 0
MCDONALDS CORP COM 580135101 30,951 307,239 SH   DFND 6 187,839 0 119,400
MCDONALDS CORP COM 580135101 107,199 1,064,114 SH   DFND 7 1,064,114 0 0
MCEWEN MNG INC COM 58039P107 1,956 679,110 SH   DFND 1,5 0 0 679,110
MCKESSON CORP COM 58155Q103 2,250,683 12,086,798 SH   DFND 1,5 166,857 0 11,919,941
MCKESSON CORP COM 58155Q103 13,673 73,426 SH   DFND 2 73,426 0 0
MCKESSON CORP COM 58155Q103 9,241 49,629 SH   DFND 3 49,629 0 0
MCKESSON CORP COM 58155Q103 21,953 117,896 SH   DFND 6 103,296 0 14,600
MCKESSON CORP COM 58155Q103 43,934 235,939 SH   DFND 7 193,839 0 42,100
MCKESSON CORP COM 58155Q103 3,679 19,758 SH   DFND   19,758 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 147,380 6,858,059 SH   DFND 1,5 0 0 6,858,059
MDC PARTNERS INC CL A SUB VTG 552697104 10,496 488,400 SH   DFND 6 488,400 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,539 71,600 SH   DFND 7 71,600 0 0
MDU RES GROUP INC COM 552690109 26,031 741,625 SH   DFND 1,5 450 0 741,175
MDU RES GROUP INC COM 552690109 982 27,968 SH   DFND 6 27,968 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,461,062 15,681,678 SH   DFND 1,5 408,245 0 15,273,433
MEAD JOHNSON NUTRITION CO COM 582839106 5,996 64,358 SH   DFND 2 64,358 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,982 21,272 SH   DFND 3 21,272 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 16,685 179,078 SH   DFND 6 155,278 0 23,800
MEAD JOHNSON NUTRITION CO COM 582839106 16,417 176,210 SH   DFND 7 108,210 0 68,000
MEADOWBROOK INS GROUP INC COM 58319P108 12,246 1,703,200 SH   DFND 1,5 41,600 0 1,661,600
MEADOWBROOK INS GROUP INC COM 58319P108 9,135 1,270,453 SH   DFND 6 1,270,453 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 1,076 149,600 SH   DFND 7 149,600 0 0
MEADWESTVACO CORP COM 583334107 963 21,768 SH   DFND 1,5 298 0 21,470
MEADWESTVACO CORP COM 583334107 2,366 53,455 SH   DFND 2 53,455 0 0
MEADWESTVACO CORP COM 583334107 506 11,439 SH   DFND 3 11,439 0 0
MEADWESTVACO CORP COM 583334107 1,085 24,523 SH   DFND 6 24,523 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 10,914 126,800 SH   DFND   126,800 0 0
MEDASSETS INC COM 584045108 118,442 5,185,710 SH   DFND 1,5 52,103 0 5,133,607
MEDASSETS INC COM 584045108 2,522 110,425 SH   DFND 6 110,425 0 0
MEDICAL ACTION INDS INC COM 58449L100 11,547 841,000 SH   DFND   841,000 0 0
MEDICINES CO COM 584688105 132,818 4,570,462 SH   DFND 1,5 400 0 4,570,062
MEDIDATA SOLUTIONS INC COM 58471A105 74,432 1,738,658 SH   DFND 1,5 250 0 1,738,408
MEDIFAST INC COM 58470H101 10,644 350,000 SH   DFND 1,5 0 0 350,000
MEDIVATION INC COM 58501N101 486,822 6,315,798 SH   DFND 1,5 550 0 6,315,248
MEDIVATION INC COM 58501N101 102,603 1,331,129 SH   DFND 6 1,307,229 0 23,900
MEDIVATION INC COM 58501N101 63,753 827,104 SH   DFND 7 728,124 0 98,980
MEDIWOUND LTD ORD SHS M68830104 439 38,600 SH   DFND 6 38,600 0 0
MEDNAX INC COM 58502B106 264,022 4,540,367 SH   DFND 1,5 5,211 0 4,535,156
MEDNAX INC COM 58502B106 1,336 22,977 SH   DFND 6 22,977 0 0
MEDNAX INC COM 58502B106 1,099 18,900 SH   DFND 7 5,000 0 13,900
MEDNAX INC COM 58502B106 19,357 332,880 SH   DFND   332,880 0 0
MEDTRONIC INC COM 585055106 469,939 7,370,429 SH   DFND 1,5 143,110 0 7,227,319
MEDTRONIC INC COM 585055106 20,284 318,124 SH   DFND 2 318,124 0 0
MEDTRONIC INC COM 585055106 7,328 114,938 SH   DFND 3 114,938 0 0
MEDTRONIC INC COM 585055106 32,017 502,151 SH   DFND 6 278,591 0 223,560
MEDTRONIC INC COM 585055106 106,435 1,669,300 SH   DFND 7 1,669,300 0 0
MEI PHARMA INC COM NEW 55279B202 16,268 2,565,896 SH   DFND 1,5 41,519 0 2,524,377
MEI PHARMA INC COM NEW 55279B202 1,160 183,000 SH   DFND 6 183,000 0 0
MELCO CROWN ENTMT LTD ADR 585464100 127,033 3,557,342 SH   DFND 1,5 18,957 0 3,538,385
MELCO CROWN ENTMT LTD ADR 585464100 1,489 41,700 SH   DFND 6 41,700 0 0
MELCO CROWN ENTMT LTD ADR 585464100 1,864 52,200 SH   DFND 7 52,200 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 103,362 2,965,070 SH   DFND 1,5 136,231 0 2,828,839
MELLANOX TECHNOLOGIES LTD SHS M51363113 272 7,800 SH   DFND 6 7,800 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 130,335 5,350,370 SH   DFND 1,5 60,200 0 5,290,170
MEMORIAL RESOURCE DEV CORP COM 58605Q109 2,423 99,470 SH   DFND 6 99,470 0 0
MENS WEARHOUSE INC COM 587118100 42,485 761,385 SH   DFND 1,5 11,780 0 749,605
MENTOR GRAPHICS CORP COM 587200106 29,943 1,388,170 SH   DFND 1,5 0 0 1,388,170
MENTOR GRAPHICS CORP COM 587200106 18,861 874,429 SH   DFND 6 874,429 0 0
MERCADOLIBRE INC COM 58733R102 41,757 437,704 SH   DFND 1,5 31,904 0 405,800
MERCK & CO INC NEW COM 58933Y105 2,307,834 39,893,420 SH   DFND 1,5 677,849 0 39,215,571
MERCK & CO INC NEW COM 58933Y105 53,836 930,611 SH   DFND 2 930,611 0 0
MERCK & CO INC NEW COM 58933Y105 17,770 307,170 SH   DFND 3 307,170 0 0
MERCK & CO INC NEW COM 58933Y105 105,173 1,818,033 SH   DFND 6 1,408,156 0 409,877
MERCK & CO INC NEW COM 58933Y105 232,308 4,015,692 SH   DFND 7 3,812,892 0 202,800
MERCK & CO INC NEW COM 58933Y105 97,450 1,684,530 SH   DFND   1,684,530 0 0
MERCURY GENL CORP NEW COM 589400100 9,316 198,040 SH   DFND 1,5 0 0 198,040
MERIDIAN BIOSCIENCE INC COM 589584101 5,113 247,727 SH   DFND 1,5 9,704 0 238,023
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 23,872 929,600 SH   DFND 1,5 235,900 0 693,700
MERIT MED SYS INC COM 589889104 9,185 608,253 SH   DFND 6 608,253 0 0
MERIT MED SYS INC COM 589889104 3,237 214,380 SH   DFND 7 143,880 0 70,500
MERRIMACK PHARMACEUTICALS IN COM 590328100 112,613 15,447,572 SH   DFND 1,5 8,406 0 15,439,166
MERRIMACK PHARMACEUTICALS IN COM 590328100 461 63,200 SH   DFND 6 63,200 0 0
MESA LABS INC COM 59064R109 26,036 310,100 SH   DFND 1,5 7,800 0 302,300
METABOLIX INC COM 591018809 2,232 2,565,400 SH   DFND 1,5 242,100 0 2,323,300
METHANEX CORP COM 59151K108 367,608 5,945,977 SH   DFND 1,5 53,123 0 5,892,854
METHANEX CORP COM 59151K108 44,550 720,586 SH   DFND 6 180,486 0 540,100
METHANEX CORP COM 59151K108 19,827 320,700 SH   DFND 7 254,300 0 66,400
METHANEX CORP COM 59151K108 408,772 6,611,800 SH   DFND   5,964,100 0 647,700
METHODE ELECTRS INC COM 591520200 32,360 846,900 SH   DFND 1,5 0 0 846,900
METLIFE INC COM 59156R108 2,780,297 50,041,345 SH   DFND 1,5 1,569,557 0 48,471,788
METLIFE INC COM 59156R108 19,914 358,432 SH   DFND 2 358,432 0 0
METLIFE INC COM 59156R108 6,017 108,299 SH   DFND 3 108,299 0 0
METLIFE INC COM 59156R108 69,355 1,248,282 SH   DFND 6 1,158,842 0 89,440
METLIFE INC COM 59156R108 85,572 1,540,171 SH   DFND 7 1,398,671 0 141,500
METLIFE INC UNIT 99/99/9999 59156R116 31,688 991,500 SH   DFND 1,5 0 0 991,500
METTLER TOLEDO INTERNATIONAL COM 592688105 754,836 2,981,422 SH   DFND 1,5 94,537 0 2,886,885
METTLER TOLEDO INTERNATIONAL COM 592688105 572 2,261 SH   DFND 6 2,261 0 0
MFA FINL INC COM 55272X102 241,245 29,384,259 SH   DFND 1,5 2,411,900 0 26,972,359
MFA FINL INC COM 55272X102 447 54,460 SH   DFND 6 54,460 0 0
MGIC INVT CORP WIS COM 552848103 115,169 12,464,165 SH   DFND 1,5 110,300 0 12,353,865
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,987 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 2,332 252,400 SH   DFND 6 252,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 54,278 2,056,000 SH   DFND 1,5 0 0 2,056,000
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 121,135 82,300,000 PRN   DFND 1,5 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,976 112,736 SH   DFND 6 112,736 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 407,356 4,595,107 SH   DFND 1,5 134,561 0 4,460,546
MICHAEL KORS HLDGS LTD SHS G60754101 5,075 57,248 SH   DFND 2 57,248 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 3,188 35,961 SH   DFND 3 35,961 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,797 54,117 SH   DFND 6 54,117 0 0
MICREL INC COM 594793101 8,368 741,812 SH   DFND 1,5 0 0 741,812
MICROCHIP TECHNOLOGY INC COM 595017104 91,638 1,877,445 SH   DFND 1,5 41,500 0 1,835,945
MICROCHIP TECHNOLOGY INC COM 595017104 3,113 63,781 SH   DFND 2 63,781 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,375 28,174 SH   DFND 3 28,174 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 768 15,738 SH   DFND 6 15,738 0 0
MICRON TECHNOLOGY INC COM 595112103 889,054 26,981,898 SH   DFND 1,5 324,864 0 26,657,034
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 77,453 23,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 104,531 30,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 11,231 340,855 SH   DFND 2 340,855 0 0
MICRON TECHNOLOGY INC COM 595112103 2,502 75,932 SH   DFND 3 75,932 0 0
MICRON TECHNOLOGY INC COM 595112103 8,747 265,470 SH   DFND 6 265,470 0 0
MICROS SYS INC COM 594901100 42,563 626,843 SH   DFND 1,5 143 0 626,700
MICROS SYS INC COM 594901100 487 7,175 SH   DFND 6 7,175 0 0
MICROS SYS INC COM 594901100 411,820 6,065,089 SH   DFND   6,065,000 0 89
MICROSOFT CORP COM 594918104 10,747,350 257,730,210 SH   DFND 1,5 5,934,388 0 251,795,822
MICROSOFT CORP COM 594918104 99,818 2,393,729 SH   DFND 2 2,393,729 0 0
MICROSOFT CORP COM 594918104 34,947 838,067 SH   DFND 3 838,067 0 0
MICROSOFT CORP COM 594918104 144,820 3,472,894 SH   DFND 6 3,301,094 0 171,800
MICROSOFT CORP COM 594918104 189,147 4,535,895 SH   DFND 7 4,049,463 0 486,432
MICROSOFT CORP COM 594918104 354 8,500 SH Put DFND 7 0 0 0
MICROSOFT CORP COM 594918104 165,625 3,971,832 SH   DFND   3,971,832 0 0
MICROSTRATEGY INC CL A NEW 594972408 47,590 338,432 SH   DFND 1,5 0 0 338,432
MID-AMER APT CMNTYS INC COM 59522J103 265,372 3,632,742 SH   DFND 1,5 50,894 0 3,581,848
MID-AMER APT CMNTYS INC COM 59522J103 33,406 457,306 SH   DFND 6 457,306 0 0
MID-AMER APT CMNTYS INC COM 59522J103 15,177 207,761 SH   DFND 7 22,200 0 185,561
MIDDLEBY CORP COM 596278101 364 4,400 SH   DFND 6 4,400 0 0
MIMEDX GROUP INC COM 602496101 8,911 1,256,777 SH   DFND 1,5 0 0 1,256,777
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,613 51,200 SH   DFND 1,5 1,200 0 50,000
MIRATI THERAPEUTICS INC COM 60468T105 24,286 1,214,275 SH   DFND 1,5 0 0 1,214,275
MITEL NETWORKS CORP COM 60671Q104 22,561 2,140,500 SH   DFND 1,5 40,500 0 2,100,000
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 2,801 455,500 SH   DFND 1,5 0 0 455,500
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 8,344 422,670 SH   DFND 1,5 1,170 0 421,500
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5,776 292,620 SH   DFND 6 196,330 0 96,290
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,309 116,960 SH   DFND 7 116,960 0 0
MOBILEIRON INC COM NEW 60739U204 15,636 1,642,400 SH   DFND 1,5 69,800 0 1,572,600
MOELIS & CO CL A 60786M105 6,530 194,300 SH   DFND 1,5 0 0 194,300
MOHAWK INDS INC COM 608190104 166,863 1,206,182 SH   DFND 1,5 16,970 0 1,189,212
MOHAWK INDS INC COM 608190104 2,695 19,481 SH   DFND 2 19,481 0 0
MOHAWK INDS INC COM 608190104 31,538 227,975 SH   DFND 6 221,925 0 6,050
MOHAWK INDS INC COM 608190104 37,449 270,700 SH   DFND 7 265,870 0 4,830
MOLINA HEALTHCARE INC COM 60855R100 55,003 1,232,423 SH   DFND 1,5 323 0 1,232,100
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 63,980 51,210,000 PRN   DFND 1,5 0 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 1,774 1,420,000 PRN   DFND 6 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 11,314 253,500 SH   DFND 6 253,500 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,917 42,960 SH   DFND 7 42,960 0 0
MOLSON COORS BREWING CO CL B 60871R209 435,342 5,870,305 SH   DFND 1,5 363,735 0 5,506,570
MOLSON COORS BREWING CO CL B 60871R209 3,752 50,598 SH   DFND 2 50,598 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,380 32,095 SH   DFND 3 32,095 0 0
MOLSON COORS BREWING CO CL B 60871R209 3,491 47,072 SH   DFND 6 47,072 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 35,036 2,900,314 SH   DFND 1,5 156,400 0 2,743,914
MONDELEZ INTL INC CL A 609207105 1,304,946 34,696,794 SH   DFND 1,5 906,024 0 33,790,770
MONDELEZ INTL INC CL A 609207105 20,258 538,636 SH   DFND 2 538,636 0 0
MONDELEZ INTL INC CL A 609207105 10,401 276,542 SH   DFND 3 276,542 0 0
MONDELEZ INTL INC CL A 609207105 33,818 899,183 SH   DFND 6 586,493 0 312,690
MONDELEZ INTL INC CL A 609207105 100,215 2,664,573 SH   DFND 7 2,434,642 0 229,931
MONDELEZ INTL INC CL A 609207105 1,002 26,630 SH   DFND   26,630 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 9,947 675,300 SH   DFND 1,5 0 0 675,300
MONEYGRAM INTL INC COM NEW 60935Y208 14,046 953,573 SH   DFND 6 953,573 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 942 63,930 SH   DFND 7 63,930 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 27,112 2,700,445 SH   DFND 1,5 1,409,672 0 1,290,773
MONOLITHIC PWR SYS INC COM 609839105 86,826 2,050,197 SH   DFND 1,5 0 0 2,050,197
MONOLITHIC PWR SYS INC COM 609839105 68,576 1,619,274 SH   DFND 6 1,619,274 0 0
MONOLITHIC PWR SYS INC COM 609839105 15,453 364,890 SH   DFND 7 315,960 0 48,930
MONOLITHIC PWR SYS INC COM 609839105 8,930 210,865 SH   DFND   210,865 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 84,459 2,998,203 SH   DFND 1,5 1,000 0 2,997,203
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 687 24,400 SH   DFND 6 24,400 0 0
MONSANTO CO NEW COM 61166W101 3,230,867 25,900,810 SH   DFND 1,5 694,722 0 25,206,088
MONSANTO CO NEW COM 61166W101 20,821 166,919 SH   DFND 2 166,919 0 0
MONSANTO CO NEW COM 61166W101 11,106 89,030 SH   DFND 3 89,030 0 0
MONSANTO CO NEW COM 61166W101 33,319 267,107 SH   DFND 6 243,307 0 23,800
MONSANTO CO NEW COM 61166W101 27,843 223,205 SH   DFND 7 154,605 0 68,600
MONSTER BEVERAGE CORP COM 611740101 1,266,536 17,831,004 SH   DFND 1,5 635,177 0 17,195,827
MONSTER BEVERAGE CORP COM 611740101 3,061 43,096 SH   DFND 2 43,096 0 0
MONSTER BEVERAGE CORP COM 611740101 1,958 27,563 SH   DFND 3 27,563 0 0
MONSTER BEVERAGE CORP COM 611740101 7,574 106,634 SH   DFND 6 106,634 0 0
MONSTER BEVERAGE CORP COM 611740101 11,488 161,730 SH   DFND 7 161,730 0 0
MOODYS CORP COM 615369105 47,482 541,660 SH   DFND 1,5 56,000 0 485,660
MOODYS CORP COM 615369105 5,250 59,885 SH   DFND 2 59,885 0 0
MOODYS CORP COM 615369105 1,459 16,646 SH   DFND 3 16,646 0 0
MOODYS CORP COM 615369105 1,287 14,686 SH   DFND 6 14,686 0 0
MOODYS CORP COM 615369105 74,201 846,462 SH   DFND   846,462 0 0
MOOG INC CL A 615394202 33,646 461,600 SH   DFND 1,5 0 0 461,600
MORGAN STANLEY COM NEW 617446448 1,382,314 42,756,402 SH   DFND 1,5 1,441,361 0 41,315,041
MORGAN STANLEY COM NEW 617446448 14,409 445,699 SH   DFND 2 445,699 0 0
MORGAN STANLEY COM NEW 617446448 5,549 171,636 SH   DFND 3 171,636 0 0
MORGAN STANLEY COM NEW 617446448 23,038 712,602 SH   DFND 6 712,602 0 0
MORGAN STANLEY COM NEW 617446448 17,451 539,790 SH   DFND 7 539,790 0 0
MORGAN STANLEY COM NEW 617446448 55,285 1,710,021 SH   DFND   1,710,021 0 0
MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 5,940 6,000,000 PRN   DFND 1,5 0 0 0
MOSAIC CO NEW COM 61945C103 120,620 2,439,227 SH   DFND 1,5 87,806 0 2,351,421
MOSAIC CO NEW COM 61945C103 5,094 103,011 SH   DFND 2 103,011 0 0
MOSAIC CO NEW COM 61945C103 1,711 34,599 SH   DFND 3 34,599 0 0
MOSAIC CO NEW COM 61945C103 3,620 73,207 SH   DFND 6 73,207 0 0
MOTORCAR PTS AMER INC COM 620071100 8,259 339,175 SH   DFND 1,5 0 0 339,175
MOTORCAR PTS AMER INC COM 620071100 4,014 164,860 SH   DFND 6 164,860 0 0
MOTORCAR PTS AMER INC COM 620071100 670 27,530 SH   DFND 7 27,530 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 9,968 149,740 SH   DFND 1,5 144 0 149,596
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,796 72,046 SH   DFND 2 72,046 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,719 25,825 SH   DFND 3 25,825 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,939 29,124 SH   DFND 6 29,124 0 0
MOVE INC COM NEW 62458M207 75,840 5,127,765 SH   DFND 1,5 800 0 5,126,965
MOVE INC COM NEW 62458M207 9,738 658,450 SH   DFND 6 658,450 0 0
MOVE INC COM NEW 62458M207 1,432 96,850 SH   DFND 7 96,850 0 0
MPLX LP COM UNIT REP LTD 55336V100 220,024 3,411,228 SH   DFND 1,5 0 0 3,411,228
MRC GLOBAL INC COM 55345K103 31,852 1,125,900 SH   DFND 1,5 0 0 1,125,900
MRC GLOBAL INC COM 55345K103 88,209 3,118,016 SH   DFND 6 3,118,016 0 0
MRC GLOBAL INC COM 55345K103 12,815 452,970 SH   DFND 7 396,570 0 56,400
MSA SAFETY INC COM 553498106 7,943 138,179 SH   DFND 1,5 0 0 138,179
MSA SAFETY INC COM 553498106 17,929 311,917 SH   DFND 6 311,917 0 0
MSA SAFETY INC COM 553498106 1,616 28,110 SH   DFND 7 28,110 0 0
MSC INDL DIRECT INC CL A 553530106 353 3,696 SH   DFND 6 3,696 0 0
MSCI INC COM 55354G100 972 21,194 SH   DFND 1,5 306 0 20,888
MSCI INC COM 55354G100 629 13,717 SH   DFND 6 13,717 0 0
MUELLER INDS INC COM 624756102 26,882 914,044 SH   DFND 1,5 0 0 914,044
MULTI COLOR CORP COM 625383104 16,004 400,000 SH   DFND 1,5 10,000 0 390,000
MULTI COLOR CORP COM 625383104 70,906 1,772,215 SH   DFND 6 1,772,215 0 0
MULTI COLOR CORP COM 625383104 5,221 130,490 SH   DFND 7 125,320 0 5,170
MULTI FINELINE ELECTRONIX IN COM 62541B101 33,628 3,046,022 SH   DFND 1,5 57,400 0 2,988,622
MULTIMEDIA GAMES HLDG CO INC COM 625453105 39,146 1,320,710 SH   DFND 1,5 85,110 0 1,235,600
MULTIMEDIA GAMES HLDG CO INC COM 625453105 264 8,900 SH   DFND 6 8,900 0 0
MURPHY OIL CORP COM 626717102 34,078 512,600 SH   DFND 1,5 0 0 512,600
MURPHY OIL CORP COM 626717102 3,571 53,715 SH   DFND 2 53,715 0 0
MURPHY OIL CORP COM 626717102 752 11,318 SH   DFND 3 11,318 0 0
MURPHY OIL CORP COM 626717102 1,747 26,282 SH   DFND 6 26,282 0 0
MURPHY USA INC COM 626755102 267,704 5,475,630 SH   DFND 1,5 257 0 5,475,373
MURPHY USA INC COM 626755102 2,755 56,361 SH   DFND 6 56,361 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 32,572 229,396 SH   DFND 1,5 296 0 229,100
MYLAN INC COM 628530107 220,508 4,276,720 SH   DFND 1,5 177,220 0 4,099,500
MYLAN INC COM 628530107 6,136 119,012 SH   DFND 2 119,012 0 0
MYLAN INC COM 628530107 1,805 35,013 SH   DFND 3 35,013 0 0
MYLAN INC COM 628530107 1,489 28,873 SH   DFND 6 28,873 0 0
MYRIAD GENETICS INC COM 62855J104 64,650 1,661,100 SH   DFND 1,5 0 0 1,661,100
MYRIAD GENETICS INC COM 62855J104 262 6,732 SH   DFND 6 6,732 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,511 85,500 SH   DFND 1,5 0 0 85,500
NABORS INDUSTRIES LTD SHS G6359F103 2,448 83,353 SH   DFND 2 83,353 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,123 72,274 SH   DFND 3 72,274 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,221 41,560 SH   DFND 6 41,560 0 0
NACCO INDS INC CL A 629579103 15,686 310,000 SH   DFND 1,5 7,700 0 302,300
NANOMETRICS INC COM 630077105 2,431 133,200 SH   DFND 1,5 0 0 133,200
NANOSPHERE INC COM 63009F105 945 598,200 SH   DFND 1,5 0 0 598,200
NASDAQ OMX GROUP INC COM 631103108 129,122 3,343,392 SH   DFND 1,5 10,700 0 3,332,692
NASDAQ OMX GROUP INC COM 631103108 1,448 37,501 SH   DFND 2 37,501 0 0
NASDAQ OMX GROUP INC COM 631103108 231 5,975 SH   DFND 3 5,975 0 0
NASDAQ OMX GROUP INC COM 631103108 57,616 1,491,880 SH   DFND 6 1,450,430 0 41,450
NASDAQ OMX GROUP INC COM 631103108 3,109 80,510 SH   DFND 7 80,510 0 0
NASDAQ OMX GROUP INC COM 631103108 4,087 105,861 SH   DFND   105,861 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,941 102,600 SH   DFND 1,5 2,600 0 100,000
NATIONAL BEVERAGE CORP COM 635017106 1,413 74,662 SH   DFND   74,662 0 0
NATIONAL FUEL GAS CO N J COM 636180101 296,611 3,788,141 SH   DFND 1,5 33,300 0 3,754,841
NATIONAL FUEL GAS CO N J COM 636180101 962 12,280 SH   DFND 6 12,280 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 410 5,518 SH   DFND 3 5,518 0 0
NATIONAL HEALTH INVS INC COM 63633D104 39,713 634,800 SH   DFND 1,5 0 0 634,800
NATIONAL HEALTHCARE CORP COM 635906100 1,914 34,000 SH   DFND 1,5 200 0 33,800
NATIONAL INSTRS CORP COM 636518102 262 8,075 SH   DFND 6 8,075 0 0
NATIONAL INTERSTATE CORP COM 63654U100 26,742 954,400 SH   DFND 1,5 23,700 0 930,700
NATIONAL OILWELL VARCO INC COM 637071101 746,988 9,070,887 SH   DFND 1,5 407,500 0 8,663,387
NATIONAL OILWELL VARCO INC COM 637071101 11,251 136,627 SH   DFND 2 136,627 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,439 66,052 SH   DFND 3 66,052 0 0
NATIONAL OILWELL VARCO INC COM 637071101 23,779 288,754 SH   DFND 6 260,924 0 27,830
NATIONAL OILWELL VARCO INC COM 637071101 25,946 315,072 SH   DFND 7 315,072 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 147,053 13,899,194 SH   DFND 1,5 151,200 0 13,747,994
NATIONAL RETAIL PPTYS INC COM 637417106 239,257 6,433,356 SH   DFND 1,5 2,851,425 0 3,581,931
NATIONAL RETAIL PPTYS INC COM 637417106 32,297 868,435 SH   DFND 6 868,435 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 14,457 388,746 SH   DFND 7 42,500 0 346,246
NATIONAL WESTN LIFE INS CO CL A 638522102 39,337 157,720 SH   DFND 1,5 12,450 0 145,270
NATIONSTAR MTG HLDGS INC COM 63861C109 1,891 52,100 SH   DFND 1,5 0 0 52,100
NATURAL GROCERS BY VITAMIN C COM 63888U108 7,024 328,049 SH   DFND 6 328,049 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 2,190 102,280 SH   DFND 7 95,230 0 7,050
NATUS MEDICAL INC DEL COM 639050103 15,084 600,000 SH   DFND 1,5 0 0 600,000
NAVIENT CORP COM 63938C108 303,956 17,162,977 SH   DFND 1,5 1,298,888 0 15,864,089
NAVIENT CORP COM 63938C108 2,384 134,618 SH   DFND 2 134,618 0 0
NAVIENT CORP COM 63938C108 1,094 61,788 SH   DFND 6 61,788 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 38,157 1,298,737 SH   DFND 1,5 20,500 0 1,278,237
NAVIOS MARITIME HOLDINGS INC COM Y62196103 47,925 4,735,633 SH   DFND 1,5 13,700 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 63,224 1,686,878 SH   DFND 1,5 3,900 0 1,682,978
NAVISTAR INTL CORP NEW COM 63934E108 7,970 212,653 SH   DFND 6 212,653 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,163 31,020 SH   DFND 7 31,020 0 0
NCI BUILDING SYS INC COM NEW 628852204 5,946 306,000 SH   DFND 6 306,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 994 51,160 SH   DFND 7 51,160 0 0
NCI INC CL A 62886K104 7,967 897,230 SH   DFND 1,5 22,200 0 875,030
NCR CORP NEW COM 62886E108 258,753 7,373,985 SH   DFND 1,5 18,582 0 7,355,403
NCR CORP NEW COM 62886E108 202 5,750 SH   DFND 3 5,750 0 0
NCR CORP NEW COM 62886E108 48,622 1,385,632 SH   DFND 6 1,094,572 0 291,060
NCR CORP NEW COM 62886E108 92,703 2,641,870 SH   DFND 7 2,635,490 0 6,380
NEENAH PAPER INC COM 640079109 34,680 652,500 SH   DFND 1,5 2,500 0 650,000
NELNET INC CL A 64031N108 1,156 27,900 SH   DFND 1,5 0 0 27,900
NEONODE INC COM NEW 64051M402 18,967 6,059,809 SH   DFND 1,5 0 0 6,059,809
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 8,172 718,100 SH   DFND 1,5 18,100 0 700,000
NETAPP INC COM 64110D104 35,698 977,494 SH   DFND 1,5 51,081 0 926,413
NETAPP INC COM 64110D104 3,853 105,492 SH   DFND 2 105,492 0 0
NETAPP INC COM 64110D104 675 18,485 SH   DFND 3 18,485 0 0
NETAPP INC COM 64110D104 1,473 40,336 SH   DFND 6 40,336 0 0
NETAPP INC COM 64110D104 3,231 88,485 SH   DFND 7 88,485 0 0
NETEASE INC SPONSORED ADR 64110W102 313 4,000 SH   DFND 1,5 4,000 0 0
NETFLIX INC COM 64110L106 797,234 1,809,427 SH   DFND 1,5 66,843 0 1,742,584
NETFLIX INC COM 64110L106 8,411 19,090 SH   DFND 2 19,090 0 0
NETFLIX INC COM 64110L106 1,470 3,337 SH   DFND 3 3,337 0 0
NETFLIX INC COM 64110L106 4,188 9,505 SH   DFND 6 9,505 0 0
NETGEAR INC COM 64111Q104 145,404 4,181,884 SH   DFND 1,5 59,911 0 4,121,973
NETGEAR INC COM 64111Q104 4,305 123,800 SH   DFND 6 123,800 0 0
NETGEAR INC COM 64111Q104 4,496 129,300 SH   DFND 7 98,900 0 30,400
NETSUITE INC COM 64118Q107 356,543 4,103,856 SH   DFND 1,5 29,041 0 4,074,815
NETSUITE INC COM 64118Q107 5,364 61,745 SH   DFND 6 47,845 0 13,900
NETSUITE INC COM 64118Q107 6,898 79,400 SH   DFND 7 39,300 0 40,100
NEUROCRINE BIOSCIENCES INC COM 64125C109 156,573 10,550,755 SH   DFND 1,5 0 0 10,550,755
NEUROCRINE BIOSCIENCES INC COM 64125C109 12,238 824,640 SH   DFND 6 824,640 0 0
NEUSTAR INC CL A 64126X201 70,369 2,704,419 SH   DFND 1,5 55,136 0 2,649,283
NEW GOLD INC CDA COM 644535106 72,067 11,358,859 SH   DFND 1,5 0 0 11,358,859
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 2,339 153,700 SH   DFND 1,5 3,500 0 150,200
NEW JERSEY RES COM 646025106 13,107 229,300 SH   DFND 1,5 0 0 229,300
NEW MEDIA INVT GROUP INC COM 64704V106 904 64,048 SH   DFND 1,5 946 0 63,102
NEW RESIDENTIAL INVT CORP COM 64828T102 1,488 236,156 SH   DFND 1,5 2,454 0 233,702
NEW YORK CMNTY BANCORP INC COM 649445103 5,374 336,300 SH   DFND 1,5 0 0 336,300
NEW YORK CMNTY BANCORP INC COM 649445103 1,034 64,697 SH   DFND 6 64,697 0 0
NEW YORK TIMES CO CL A 650111107 4,289 282,000 SH   DFND 1,5 0 0 282,000
NEWCASTLE INVT CORP COM 65105M108 26,338 5,498,500 SH   DFND 1,5 0 0 5,498,500
NEWELL RUBBERMAID INC COM 651229106 132,997 4,291,600 SH   DFND 1,5 14,000 0 4,277,600
NEWELL RUBBERMAID INC COM 651229106 2,731 88,113 SH   DFND 2 88,113 0 0
NEWELL RUBBERMAID INC COM 651229106 1,336 43,115 SH   DFND 3 43,115 0 0
NEWELL RUBBERMAID INC COM 651229106 902 29,102 SH   DFND 6 29,102 0 0
NEWFIELD EXPL CO COM 651290108 478,032 10,815,197 SH   DFND 1,5 324,000 0 10,491,197
NEWFIELD EXPL CO COM 651290108 1,919 43,417 SH   DFND 2 43,417 0 0
NEWFIELD EXPL CO COM 651290108 889 20,102 SH   DFND 3 20,102 0 0
NEWFIELD EXPL CO COM 651290108 3,599 81,417 SH   DFND 6 81,417 0 0
NEWLINK GENETICS CORP COM 651511107 62,353 2,348,526 SH   DFND 1,5 300 0 2,348,226
NEWLINK GENETICS CORP COM 651511107 16,942 638,120 SH   DFND 6 638,120 0 0
NEWLINK GENETICS CORP COM 651511107 1,097 41,310 SH   DFND 7 41,310 0 0
NEWLINK GENETICS CORP COM 651511107 11,684 440,065 SH   DFND   440,065 0 0
NEWMARKET CORP COM 651587107 49,163 125,380 SH   DFND 1,5 30 0 125,350
NEWMARKET CORP COM 651587107 270 688 SH   DFND 6 688 0 0
NEWMONT MINING CORP COM 651639106 49,094 1,929,800 SH   DFND 1,5 0 0 1,929,800
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 26,040 26,040,000 PRN   DFND 1,5 0 0 0
NEWMONT MINING CORP COM 651639106 4,039 158,753 SH   DFND 2 158,753 0 0
NEWMONT MINING CORP COM 651639106 432 16,979 SH   DFND 3 16,979 0 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 4,300 4,300,000 PRN   DFND 6 0 0 0
NEWMONT MINING CORP COM 651639106 1,867 73,399 SH   DFND 6 73,399 0 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 34,940 34,940,000 PRN   DFND   0 0 0
NEWS CORP NEW CL A 65249B109 1,991 110,999 SH   DFND 1,5 830 0 110,169
NEWS CORP NEW CL A 65249B109 2,845 158,572 SH   DFND 2 158,572 0 0
NEWS CORP NEW CL A 65249B109 843 46,995 SH   DFND 3 46,995 0 0
NEWS CORP NEW CL A 65249B109 1,305 72,764 SH   DFND 6 72,764 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 101,658 1,969,730 SH   DFND 1,5 3,578 0 1,966,152
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,538 29,800 SH   DFND 6 29,800 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,724 33,400 SH   DFND 7 15,300 0 18,100
NEXTERA ENERGY INC COM 65339F101 869,063 8,480,318 SH   DFND 1,5 61,147 0 8,419,171
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 31,557 485,870 SH   DFND 1,5 239,870 0 246,000
NEXTERA ENERGY INC UNIT 99/99/9999 65339F861 39,093 685,000 SH   DFND 1,5 496,000 0 189,000
NEXTERA ENERGY INC COM 65339F101 14,232 138,879 SH   DFND 2 138,879 0 0
NEXTERA ENERGY INC COM 65339F101 6,747 65,839 SH   DFND 3 65,839 0 0
NEXTERA ENERGY INC COM 65339F101 10,772 105,115 SH   DFND 6 89,685 0 15,430
NEXTERA ENERGY INC COM 65339F101 4,802 46,860 SH   DFND 7 46,860 0 0
NIC INC COM 62914B100 32,114 2,026,140 SH   DFND 1,5 1,900 0 2,024,240
NICE SYS LTD SPONSORED ADR 653656108 8,733 214,000 SH   DFND 1,5 200,000 0 14,000
NICE SYS LTD SPONSORED ADR 653656108 17,022 417,110 SH   DFND 6 417,110 0 0
NICE SYS LTD SPONSORED ADR 653656108 3,844 94,200 SH   DFND 7 74,000 0 20,200
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,391 236,175 SH   DFND 1,5 5,900 0 230,275
NIELSEN N V COM N63218106 117,711 2,431,539 SH   DFND 1,5 9,600 0 2,421,939
NIELSEN N V COM N63218106 4,673 96,530 SH   DFND 2 96,530 0 0
NIELSEN N V COM N63218106 1,291 26,669 SH   DFND 6 26,669 0 0
NII HLDGS INC CL B NEW 62913F201 258 469,200 SH   DFND 1,5 424,800 0 44,400
NIKE INC CL B 654106103 2,806,851 36,194,087 SH   DFND 1,5 1,094,692 0 35,099,395
NIKE INC CL B 654106103 18,216 234,895 SH   DFND 2 234,895 0 0
NIKE INC CL B 654106103 7,701 99,300 SH   DFND 3 99,300 0 0
NIKE INC CL B 654106103 17,570 226,567 SH   DFND 6 196,567 0 30,000
NIKE INC CL B 654106103 17,749 228,870 SH   DFND 7 142,170 0 86,700
NIMBLE STORAGE INC COM 65440R101 122,037 3,972,548 SH   DFND 1,5 164,413 0 3,808,135
NIMBLE STORAGE INC COM 65440R101 222 7,214 SH   DFND 6 7,214 0 0
NISOURCE INC COM 65473P105 415,644 10,565,418 SH   DFND 1,5 252,746 0 10,312,672
NISOURCE INC COM 65473P105 3,945 100,270 SH   DFND 2 100,270 0 0
NISOURCE INC COM 65473P105 976 24,820 SH   DFND 3 24,820 0 0
NISOURCE INC COM 65473P105 1,815 46,135 SH   DFND 6 46,135 0 0
NISOURCE INC COM 65473P105 862 21,910 SH   DFND 7 21,910 0 0
NOBLE CORP PLC SHS USD G65431101 291,162 8,675,877 SH   DFND 1,5 274,584 0 8,401,293
NOBLE CORP PLC SHS USD G65431101 2,717 80,959 SH   DFND 2 80,959 0 0
NOBLE CORP PLC SHS USD G65431101 1,991 59,321 SH   DFND 3 59,321 0 0
NOBLE CORP PLC SHS USD G65431101 7,539 224,631 SH   DFND 6 187,531 0 37,100
NOBLE CORP PLC SHS USD G65431101 7,843 233,700 SH   DFND 7 125,700 0 108,000
NOBLE ENERGY INC COM 655044105 4,180,955 53,975,670 SH   DFND 1,5 1,759,171 0 52,216,499
NOBLE ENERGY INC COM 655044105 8,787 113,436 SH   DFND 2 113,436 0 0
NOBLE ENERGY INC COM 655044105 279 3,600 SH   DFND 3 3,600 0 0
NOBLE ENERGY INC COM 655044105 1,418 18,306 SH   DFND 6 18,306 0 0
NOKIA CORP SPONSORED ADR 654902204 20,679 2,735,340 SH   DFND 1,5 0 0 2,735,340
NOMURA HLDGS INC SPONSORED ADR 65535H208 692 98,500 SH   DFND 1,5 0 0 98,500
NOODLES & CO CL A 65540B105 258 7,500 SH   DFND 1,5 0 0 7,500
NORDIC AMERICAN TANKERS LIMI COM G65773106 7,148 750,000 SH   DFND 1,5 0 0 750,000
NORDION INC COM 65563C105 116,586 9,276,900 SH   DFND   9,276,900 0 0
NORDSON CORP COM 655663102 400 4,988 SH   DFND 6 4,988 0 0
NORDSTROM INC COM 655664100 59,140 870,600 SH   DFND 1,5 75,500 0 795,100
NORDSTROM INC COM 655664100 3,041 44,766 SH   DFND 2 44,766 0 0
NORDSTROM INC COM 655664100 581 8,555 SH   DFND 3 8,555 0 0
NORDSTROM INC COM 655664100 715 10,521 SH   DFND 6 10,521 0 0
NORFOLK SOUTHERN CORP COM 655844108 362,075 3,514,271 SH   DFND 1,5 133,457 0 3,380,814
NORFOLK SOUTHERN CORP COM 655844108 10,159 98,605 SH   DFND 2 98,605 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,950 48,043 SH   DFND 3 48,043 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,884 66,816 SH   DFND 6 66,816 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,000 58,235 SH   DFND 7 58,235 0 0
NORTEK INC COM NEW 656559309 34,396 383,195 SH   DFND 1,5 0 0 383,195
NORTH AMERN PALLADIUM LTD COM 656912102 239 835,100 SH   DFND 1,5 0 0 835,100
NORTH VALLEY BANCORP COM NEW 66304M204 9,261 425,000 SH   DFND 1,5 10,600 0 414,400
NORTHEAST UTILS COM 664397106 32,750 692,838 SH   DFND 1,5 38 0 692,800
NORTHEAST UTILS COM 664397106 4,756 100,623 SH   DFND 2 100,623 0 0
NORTHEAST UTILS COM 664397106 1,113 23,552 SH   DFND 3 23,552 0 0
NORTHEAST UTILS COM 664397106 2,203 46,602 SH   DFND 6 46,602 0 0
NORTHEAST UTILS COM 664397106 3,610 76,370 SH   DFND 7 76,370 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 140,918 8,650,582 SH   DFND 1,5 0 0 8,650,582
NORTHERN OIL & GAS INC NEV COM 665531109 7,141 438,360 SH   DFND 6 438,360 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 1,096 67,300 SH   DFND 7 67,300 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 21,392 800,000 SH   DFND 1,5 0 0 800,000
NORTHERN TR CORP COM 665859104 315,797 4,918,195 SH   DFND 1,5 510 0 4,917,685
NORTHERN TR CORP COM 665859104 4,545 70,787 SH   DFND 2 70,787 0 0
NORTHERN TR CORP COM 665859104 1,684 26,221 SH   DFND 3 26,221 0 0
NORTHERN TR CORP COM 665859104 6,292 97,989 SH   DFND 6 97,989 0 0
NORTHRIM BANCORP INC COM 666762109 12,785 500,000 SH   DFND 1,5 12,200 0 487,800
NORTHROP GRUMMAN CORP COM 666807102 8,158 68,190 SH   DFND 2 68,190 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,737 22,883 SH   DFND 3 22,883 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,815 31,891 SH   DFND 6 31,891 0 0
NORTHROP GRUMMAN CORP COM 666807102 3,963 33,130 SH   DFND 7 33,130 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 82,561 4,750,330 SH   DFND 1,5 832,500 0 3,917,830
NORTHSTAR RLTY FIN CORP COM 66704R100 15,110 869,405 SH   DFND 6 869,405 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 2,848 163,870 SH   DFND 7 163,870 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 236 7,433 SH   DFND 6 7,433 0 0
NORWOOD FINANCIAL CORP COM 669549107 3,671 128,809 SH   DFND 1,5 3,200 0 125,609
NOVACOPPER INC COM 66988K102 532 488,333 SH   DFND 1,5 0 0 488,333
NOVADAQ TECHNOLOGIES INC COM 66987G102 76,537 4,644,251 SH   DFND 1,5 37,500 0 4,606,751
NOVADAQ TECHNOLOGIES INC COM 66987G102 565 34,300 SH   DFND 6 34,300 0 0
NOVAGOLD RES INC COM NEW 66987E206 8,355 1,981,100 SH   DFND 1,5 0 0 1,981,100
NOVARTIS A G SPONSORED ADR 66987V109 245,491 2,711,710 SH   DFND 1,5 47 0 2,711,663
NOVARTIS A G SPONSORED ADR 66987V109 3,546 39,171 SH   DFND 3 39,171 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,007 22,167 SH   DFND 6 22,167 0 0
NOVARTIS A G SPONSORED ADR 66987V109 4,313 47,639 SH   DFND 7 47,639 0 0
NOVAVAX INC COM 670002104 114,836 24,856,261 SH   DFND 1,5 2,000 0 24,854,261
NOVAVAX INC COM 670002104 267 57,900 SH   DFND   57,900 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 40,475 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 492,523 10,662,971 SH   DFND 1,5 161,751 0 10,501,220
NOVO-NORDISK A S ADR 670100205 1,581 34,233 SH   DFND 3 34,233 0 0
NOW INC COM 67011P100 87,673 2,421,226 SH   DFND 1,5 80,575 0 2,340,651
NOW INC COM 67011P100 261 7,198 SH   DFND 3 7,198 0 0
NOW INC COM 67011P100 795 21,969 SH   DFND 6 21,969 0 0
NPS PHARMACEUTICALS INC COM 62936P103 515,443 15,595,856 SH   DFND 1,5 1,016,687 0 14,579,169
NRG ENERGY INC COM NEW 629377508 316,056 8,496,127 SH   DFND 1,5 132,320 0 8,363,807
NRG ENERGY INC COM NEW 629377508 3,995 107,392 SH   DFND 2 107,392 0 0
NRG ENERGY INC COM NEW 629377508 579 15,576 SH   DFND 3 15,576 0 0
NRG ENERGY INC COM NEW 629377508 1,928 51,827 SH   DFND 6 51,827 0 0
NRG YIELD INC COM CL A 62942X108 31,780 610,574 SH   DFND 1,5 10,800 0 599,774
NTELOS HLDGS CORP COM NEW 67020Q305 2,917 234,106 SH   DFND 1,5 0 0 234,106
NTT DOCOMO INC SPONS ADR 62942M201 783 45,800 SH   DFND 1,5 0 0 45,800
NU SKIN ENTERPRISES INC CL A 67018T105 93,356 1,262,253 SH   DFND 1,5 50,000 0 1,212,253
NU SKIN ENTERPRISES INC CL A 67018T105 14,163 191,501 SH   DFND 6 191,501 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 6,369 86,120 SH   DFND 7 79,400 0 6,720
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 27,120 25,585,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 86,152 86,260,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 139,024 7,406,705 SH   DFND 1,5 191,703 0 7,215,002
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,398 1,400,000 PRN   DFND 6 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 720 38,348 SH   DFND 6 38,348 0 0
NUCOR CORP COM 670346105 75,131 1,525,512 SH   DFND 1,5 18,912 0 1,506,600
NUCOR CORP COM 670346105 4,995 101,413 SH   DFND 2 101,413 0 0
NUCOR CORP COM 670346105 2,045 41,520 SH   DFND 3 41,520 0 0
NUCOR CORP COM 670346105 2,293 46,551 SH   DFND 6 46,551 0 0
NUCOR CORP COM 670346105 916 18,606 SH   DFND   18,606 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 27,284 1,143,504 SH   DFND 1,5 28,500 0 1,115,004
NVE CORP COM NEW 629445206 14,762 265,557 SH   DFND 1,5 0 0 265,557
NVIDIA CORP COM 67066G104 1,378,961 74,377,595 SH   DFND 1,5 5,451,364 0 68,926,231
NVIDIA CORP COM 67066G104 3,294 177,680 SH   DFND 2 177,680 0 0
NVIDIA CORP COM 67066G104 399 21,526 SH   DFND 3 21,526 0 0
NVIDIA CORP COM 67066G104 2,631 141,890 SH   DFND 6 141,890 0 0
NVR INC COM 62944T105 182,268 158,411 SH   DFND 1,5 0 0 158,411
NVR INC COM 62944T105 383 333 SH   DFND 6 333 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,514,451 22,883,819 SH   DFND 1,5 77,694 0 22,806,125
NXP SEMICONDUCTORS N V COM N6596X109 82,226 1,242,465 SH   DFND 6 1,242,465 0 0
NXP SEMICONDUCTORS N V COM N6596X109 40,701 615,000 SH   DFND 7 604,700 0 10,300
NXSTAGE MEDICAL INC COM 67072V103 58,881 4,097,471 SH   DFND 1,5 0 0 4,097,471
O REILLY AUTOMOTIVE INC NEW COM 67103H107 374,580 2,487,249 SH   DFND 1,5 73,545 0 2,413,704
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,087 33,780 SH   DFND 2 33,780 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 912 6,058 SH   DFND 3 6,058 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,914 59,189 SH   DFND 6 46,889 0 12,300
O REILLY AUTOMOTIVE INC NEW COM 67103H107 14,251 94,630 SH   DFND 7 59,430 0 35,200
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 2,335 684,779 SH   DFND 1,5 0 0 684,779
OAKTREE CAP GROUP LLC UNIT CL A 674001201 246,438 4,929,751 SH   DFND 1,5 0 0 4,929,751
OASIS PETE INC NEW COM 674215108 38,916 696,300 SH   DFND 1,5 0 0 696,300
OASIS PETE INC NEW COM 674215108 8,586 153,615 SH   DFND 6 153,615 0 0
OASIS PETE INC NEW COM 674215108 8,428 150,800 SH   DFND 7 108,900 0 41,900
OCCIDENTAL PETE CORP DEL COM 674599105 956,311 9,318,046 SH   DFND 1,5 313,119 0 9,004,927
OCCIDENTAL PETE CORP DEL COM 674599105 25,675 250,173 SH   DFND 2 250,173 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 10,879 106,000 SH   DFND 3 106,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 75,833 738,895 SH   DFND 6 551,483 0 187,412
OCCIDENTAL PETE CORP DEL COM 674599105 184,273 1,795,509 SH   DFND 7 1,695,972 0 99,537
OCEAN RIG UDW INC SHS Y64354205 113,723 6,007,548 SH   DFND 1,5 0 0 6,007,548
OCEANEERING INTL INC COM 675232102 896,855 11,479,015 SH   DFND 1,5 60,943 0 11,418,072
OCEANEERING INTL INC COM 675232102 1,619 20,721 SH   DFND 6 20,721 0 0
OCEANEERING INTL INC COM 675232102 1,524 19,500 SH   DFND 7 19,500 0 0
OCERA THERAPEUTICS INC COM 67552A108 443 58,000 SH   DFND 1,5 0 0 58,000
OCH ZIFF CAP MGMT GROUP CL A 67551U105 32,904 2,379,200 SH   DFND 1,5 2,100 0 2,377,100
OCI PARTNERS LP COM UNIT REP LP 67091N108 4,260 200,465 SH   DFND 1,5 0 0 200,465
OCI RES LP COM UNIT LTD 67081B106 8,862 350,000 SH   DFND 1,5 0 0 350,000
OCWEN FINL CORP COM NEW 675746309 119,076 3,209,607 SH   DFND 1,5 300 0 3,209,307
OCWEN FINL CORP COM NEW 675746309 308 8,313 SH   DFND 6 8,313 0 0
OFFICE DEPOT INC COM 676220106 134,207 23,586,547 SH   DFND 1,5 55,985 0 23,530,562
OFFICE DEPOT INC COM 676220106 278 48,800 SH   DFND 7 48,800 0 0
OFG BANCORP COM 67103X102 47,948 2,604,442 SH   DFND 1,5 99,900 0 2,504,542
OGE ENERGY CORP COM 670837103 232,169 5,940,871 SH   DFND 1,5 0 0 5,940,871
OGE ENERGY CORP COM 670837103 203 5,204 SH   DFND 3 5,204 0 0
OGE ENERGY CORP COM 670837103 1,141 29,199 SH   DFND 6 29,199 0 0
OIL STS INTL INC COM 678026105 275,496 4,298,584 SH   DFND 1,5 48,371 0 4,250,213
OIL STS INTL INC COM 678026105 2,113 32,967 SH   DFND 6 32,967 0 0
OIL STS INTL INC COM 678026105 1,841 28,731 SH   DFND 7 15,731 0 13,000
OLD DOMINION FGHT LINES INC COM 679580100 310 4,862 SH   DFND 6 4,862 0 0
OLD REP INTL CORP COM 680223104 38,795 2,345,516 SH   DFND 1,5 173,700 0 2,171,816
OLD REP INTL CORP COM 680223104 630 38,089 SH   DFND 6 38,089 0 0
OM GROUP INC COM 670872100 64,750 1,996,600 SH   DFND 1,5 46,500 0 1,950,100
OMEGA HEALTHCARE INVS INC COM 681936100 576 15,631 SH   DFND 6 15,631 0 0
OMEGA PROTEIN CORP COM 68210P107 698 51,000 SH   DFND 1,5 1,000 0 50,000
OMNICARE INC NOTE 3.750% 4/0 681904AP3 16,613 10,000,000 PRN   DFND 1,5 0 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,219 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 115,254 1,731,317 SH   DFND 1,5 248,000 0 1,483,317
OMNICARE INC COM 681904108 729 10,955 SH   DFND 3 10,955 0 0
OMNICARE INC COM 681904108 13,049 196,016 SH   DFND 6 196,016 0 0
OMNICARE INC COM 681904108 6,118 91,900 SH   DFND 7 84,600 0 7,300
OMNICOM GROUP INC COM 681919106 106,620 1,497,050 SH   DFND 1,5 48,300 0 1,448,750
OMNICOM GROUP INC COM 681919106 5,861 82,299 SH   DFND 2 82,299 0 0
OMNICOM GROUP INC COM 681919106 2,741 38,490 SH   DFND 3 38,490 0 0
OMNICOM GROUP INC COM 681919106 15,027 210,989 SH   DFND 6 75,409 0 135,580
OMNICOM GROUP INC COM 681919106 87,786 1,232,610 SH   DFND 7 1,232,610 0 0
OMNOVA SOLUTIONS INC COM 682129101 52,201 5,742,694 SH   DFND 1,5 18,600 0 5,724,094
ON ASSIGNMENT INC COM 682159108 8,309 233,600 SH   DFND 6 233,600 0 0
ON ASSIGNMENT INC COM 682159108 1,389 39,060 SH   DFND 7 39,060 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 34,713 29,512,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 99,003 10,831,881 SH   DFND 1,5 19,040 0 10,812,841
ON SEMICONDUCTOR CORP COM 682189105 450 49,216 SH   DFND 6 49,216 0 0
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 1,582 424,213 SH   DFND 1,5 0 0 424,213
ONCOMED PHARMACEUTICALS INC COM 68234X102 19,860 852,366 SH   DFND 1,5 0 0 852,366
ONCONOVA THERAPEUTICS INC COM 68232V108 1,196 220,200 SH   DFND 1,5 0 0 220,200
ONCOTHYREON INC COM 682324108 1,113 343,600 SH   DFND 1,5 0 0 343,600
ONE GAS INC COM 68235P108 627 16,619 SH   DFND 1,5 349 0 16,270
ONEOK INC NEW COM 682680103 90,954 1,335,987 SH   DFND 1,5 23 0 1,335,964
ONEOK INC NEW COM 682680103 4,506 66,194 SH   DFND 2 66,194 0 0
ONEOK INC NEW COM 682680103 836 12,279 SH   DFND 3 12,279 0 0
ONEOK INC NEW COM 682680103 1,614 23,703 SH   DFND 6 23,703 0 0
ONEOK INC NEW COM 682680103 3,498 51,380 SH   DFND 7 51,380 0 0
OPEN TEXT CORP COM 683715106 15,379 320,514 SH   DFND 1,5 0 0 320,514
OPEN TEXT CORP COM 683715106 351,188 7,319,046 SH   DFND   7,319,046 0 0
OPHTHOTECH CORP COM 683745103 208,809 4,935,223 SH   DFND 1,5 2,100 0 4,933,123
OPKO HEALTH INC COM 68375N103 39,501 4,468,460 SH   DFND 1,5 0 0 4,468,460
OPOWER INC COM 68375Y109 46,058 2,443,403 SH   DFND 1,5 8,600 0 2,434,803
OPUS BK IRVINE CALIF COM 684000102 3,761 129,410 SH   DFND 6 129,410 0 0
OPUS BK IRVINE CALIF COM 684000102 629 21,630 SH   DFND 7 21,630 0 0
ORACLE CORP COM 68389X105 2,312,338 57,052,494 SH   DFND 1,5 1,350,848 0 55,701,646
ORACLE CORP COM 68389X105 44,312 1,093,324 SH   DFND 2 1,093,324 0 0
ORACLE CORP COM 68389X105 21,611 533,199 SH   DFND 3 533,199 0 0
ORACLE CORP COM 68389X105 76,018 1,875,594 SH   DFND 6 1,273,734 0 601,860
ORACLE CORP COM 68389X105 260,929 6,437,917 SH   DFND 7 6,257,614 0 180,303
ORACLE CORP COM 68389X105 37,437 923,696 SH   DFND   923,696 0 0
ORAGENICS INC COM NEW 684023203 5,451 2,795,566 SH   DFND 1,5 0 0 2,795,566
ORBOTECH LTD ORD M75253100 15,151 998,100 SH   DFND 1,5 23,100 0 975,000
OREXIGEN THERAPEUTICS INC COM 686164104 61,315 9,921,581 SH   DFND 1,5 1,000 0 9,920,581
ORGANOVO HLDGS INC COM 68620A104 13,757 1,647,600 SH   DFND 1,5 0 0 1,647,600
ORMAT TECHNOLOGIES INC COM 686688102 2,462 85,410 SH   DFND 1,5 10 0 85,400
ORTHOFIX INTL N V COM N6748L102 11,673 322,000 SH   DFND 1,5 0 0 322,000
OSHKOSH CORP COM 688239201 162,068 2,918,568 SH   DFND 1,5 54,953 0 2,863,615
OSHKOSH CORP COM 688239201 689 12,410 SH   DFND 6 12,410 0 0
OSIRIS THERAPEUTICS INC NEW COM 68827R108 32,348 2,070,966 SH   DFND 1,5 0 0 2,070,966
OUTERWALL INC COM 690070107 2,968 50,000 SH   DFND 1,5 0 0 50,000
OVASCIENCE INC COM 69014Q101 16,697 1,820,859 SH   DFND 1,5 0 0 1,820,859
OWENS & MINOR INC NEW COM 690732102 108,736 3,200,000 SH   DFND 1,5 0 0 3,200,000
OWENS CORNING NEW COM 690742101 1,141 29,500 SH   DFND 1,5 0 0 29,500
OWENS CORNING NEW COM 690742101 2,259 58,413 SH   DFND 6 58,413 0 0
OWENS CORNING NEW COM 690742101 1,423 36,800 SH   DFND 7 13,300 0 23,500
OWENS ILL INC COM NEW 690768403 971 28,044 SH   DFND 1,5 394 0 27,650
OWENS ILL INC COM NEW 690768403 1,821 52,567 SH   DFND 2 52,567 0 0
OWENS ILL INC COM NEW 690768403 600 17,333 SH   DFND 6 17,333 0 0
OXFORD INDS INC COM 691497309 87,018 1,305,204 SH   DFND 1,5 0 0 1,305,204
P & F INDS INC CL A NEW 692830508 2,969 378,700 SH   DFND 1,5 9,200 0 369,500
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 37,141 891,527 SH   DFND 1,5 33,730 0 857,797
PACCAR INC COM 693718108 68,912 1,096,803 SH   DFND 1,5 36,907 0 1,059,896
PACCAR INC COM 693718108 7,097 112,951 SH   DFND 2 112,951 0 0
PACCAR INC COM 693718108 3,281 52,215 SH   DFND 3 52,215 0 0
PACCAR INC COM 693718108 1,837 29,239 SH   DFND 6 29,239 0 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 24,089 2,408,923 SH   DFND 1,5 0 0 2,408,923
PACIFIC PREMIER BANCORP COM 69478X105 22,539 1,599,659 SH   DFND 1,5 24,773 0 1,574,886
PACIRA PHARMACEUTICALS INC COM 695127100 284,787 3,100,234 SH   DFND 1,5 262 0 3,099,972
PACIRA PHARMACEUTICALS INC COM 695127100 601 6,548 SH   DFND 6 6,548 0 0
PACKAGING CORP AMER COM 695156109 213,592 2,987,719 SH   DFND 1,5 22,019 0 2,965,700
PACKAGING CORP AMER COM 695156109 547 7,647 SH   DFND 6 7,647 0 0
PACWEST BANCORP DEL COM 695263103 359,522 8,328,050 SH   DFND 1,5 1,336 0 8,326,714
PACWEST BANCORP DEL COM 695263103 642 14,870 SH   DFND 6 14,870 0 0
PAIN THERAPEUTICS INC COM 69562K100 838 145,717 SH   DFND 1,5 10,000 0 135,717
PALL CORP COM 696429307 84,009 983,827 SH   DFND 1,5 0 0 983,827
PALL CORP COM 696429307 2,982 34,927 SH   DFND 2 34,927 0 0
PALL CORP COM 696429307 286 3,349 SH   DFND 3 3,349 0 0
PALL CORP COM 696429307 20,459 239,600 SH   DFND 6 218,600 0 21,000
PALL CORP COM 696429307 42,038 492,310 SH   DFND 7 431,910 0 60,400
PALO ALTO NETWORKS INC COM 697435105 84,063 1,002,543 SH   DFND 1,5 11,100 0 991,443
PALO ALTO NETWORKS INC COM 697435105 1,948 23,229 SH   DFND 6 23,229 0 0
PAN AMERICAN SILVER CORP COM 697900108 25,351 1,651,500 SH   DFND 1,5 57,400 0 1,594,100
PANDORA MEDIA INC COM 698354107 57,786 1,958,863 SH   DFND 1,5 158,500 0 1,800,363
PANDORA MEDIA INC COM 698354107 475 16,107 SH   DFND 6 16,107 0 0
PANERA BREAD CO CL A 69840W108 443,152 2,957,698 SH   DFND 1,5 22,010 0 2,935,688
PANERA BREAD CO CL A 69840W108 3,219 21,482 SH   DFND 6 21,482 0 0
PAPA JOHNS INTL INC COM 698813102 8,630 203,576 SH   DFND 1,5 2,300 0 201,276
PAPA JOHNS INTL INC COM 698813102 16,966 400,227 SH   DFND 6 400,227 0 0
PAPA JOHNS INTL INC COM 698813102 3,131 73,858 SH   DFND 7 48,858 0 25,000
PARAMOUNT GOLD & SILVER CORP COM 69924P102 11 11,800 SH   DFND   11,800 0 0
PAREXEL INTL CORP COM 699462107 91,825 1,737,790 SH   DFND 1,5 440 0 1,737,350
PARK OHIO HLDGS CORP COM 700666100 10,219 175,860 SH   DFND 1,5 0 0 175,860
PARKER HANNIFIN CORP COM 701094104 127,855 1,016,900 SH   DFND 1,5 205,500 0 811,400
PARKER HANNIFIN CORP COM 701094104 5,963 47,428 SH   DFND 2 47,428 0 0
PARKER HANNIFIN CORP COM 701094104 2,800 22,271 SH   DFND 3 22,271 0 0
PARKER HANNIFIN CORP COM 701094104 2,051 16,309 SH   DFND 6 16,309 0 0
PARKWAY PPTYS INC COM 70159Q104 50,225 2,432,225 SH   DFND 1,5 653 0 2,431,572
PARSLEY ENERGY INC CL A 701877102 19,035 790,800 SH   DFND 1,5 0 0 790,800
PARTNERRE LTD COM G6852T105 2,107 19,296 SH   DFND 1,5 96 0 19,200
PARTNERRE LTD COM G6852T105 806 7,378 SH   DFND 6 7,378 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 44,540 1,345,200 SH   DFND 1,5 0 0 1,345,200
PATTERN ENERGY GROUP INC CL A 70338P100 11,365 343,240 SH   DFND 6 343,240 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,908 57,630 SH   DFND 7 57,630 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 31,892 961,850 SH   DFND   961,850 0 0
PATTERSON COMPANIES INC COM 703395103 42,286 1,070,250 SH   DFND 1,5 0 0 1,070,250
PATTERSON COMPANIES INC COM 703395103 1,033 26,144 SH   DFND 2 26,144 0 0
PATTERSON COMPANIES INC COM 703395103 418 10,591 SH   DFND 3 10,591 0 0
PATTERSON COMPANIES INC COM 703395103 472 11,940 SH   DFND 6 11,940 0 0
PATTERSON UTI ENERGY INC COM 703481101 24,500 701,200 SH   DFND 1,5 16,500 0 684,700
PATTERSON UTI ENERGY INC COM 703481101 562 16,092 SH   DFND 6 16,092 0 0
PAYCHEX INC COM 704326107 811,762 19,532,294 SH   DFND 1,5 482,343 0 19,049,951
PAYCHEX INC COM 704326107 4,284 103,089 SH   DFND 2 103,089 0 0
PAYCHEX INC COM 704326107 1,448 34,850 SH   DFND 3 34,850 0 0
PAYCHEX INC COM 704326107 11,139 268,014 SH   DFND 6 268,014 0 0
PAYLOCITY HLDG CORP COM 70438V106 3,582 165,600 SH   DFND 1,5 0 0 165,600
PBF ENERGY INC CL A 69318G106 243 9,133 SH   DFND 6 9,133 0 0
PDC ENERGY INC COM 69327R101 159,606 2,527,408 SH   DFND 1,5 145,570 0 2,381,838
PDF SOLUTIONS INC COM 693282105 27,780 1,309,125 SH   DFND 1,5 600 0 1,308,525
PDF SOLUTIONS INC COM 693282105 8,711 410,501 SH   DFND 6 410,501 0 0
PDL BIOPHARMA INC COM 69329Y104 3,317 342,621 SH   DFND 1,5 0 0 342,621
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 148,569 197,927,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP COM 704549104 422,418 25,835,976 SH   DFND 1,5 206,508 0 25,629,468
PEABODY ENERGY CORP COM 704549104 1,413 86,400 SH   DFND 2 86,400 0 0
PEABODY ENERGY CORP COM 704549104 537 32,840 SH   DFND 3 32,840 0 0
PEABODY ENERGY CORP COM 704549104 2,147 131,318 SH   DFND 6 131,318 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 435 580,000 PRN   DFND 7 0 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 793 21,446 SH   DFND   21,446 0 0
PEGASYSTEMS INC COM 705573103 11,056 523,500 SH   DFND 1,5 0 0 523,500
PEMBINA PIPELINE CORP COM 706327103 19,701 457,900 SH   DFND 1,5 0 0 457,900
PEMBINA PIPELINE CORP COM 706327103 30,204 702,000 SH   DFND 7 702,000 0 0
PEMBINA PIPELINE CORP COM 706327103 312,346 7,259,601 SH   DFND   6,920,401 0 339,200
PENDRELL CORP COM 70686R104 66 37,472 SH   DFND 1,5 0 0 37,472
PENGROWTH ENERGY CORP COM 70706P104 143 20,002 SH   DFND   20,002 0 0
PENN NATL GAMING INC COM 707569109 26,248 2,162,142 SH   DFND 1,5 2,400 0 2,159,742
PENN WEST PETE LTD NEW COM 707887105 7,242 741,600 SH   DFND 1,5 0 0 741,600
PENNEY J C INC COM 708160106 403 44,559 SH   DFND 6 44,559 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 11,366 603,910 SH   DFND 6 603,910 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 4,238 225,200 SH   DFND 7 201,090 0 24,110
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 5,437 5,500,000 PRN   DFND 1,5 0 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 250 5,045 SH   DFND 6 5,045 0 0
PENTAIR PLC SHS G7S00T104 35,094 486,611 SH   DFND 1,5 1,100 0 485,511
PENTAIR PLC SHS G7S00T104 4,472 62,002 SH   DFND 2 62,002 0 0
PENTAIR PLC SHS G7S00T104 1,435 19,904 SH   DFND 3 19,904 0 0
PENTAIR PLC SHS G7S00T104 1,983 27,500 SH   DFND 6 27,500 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,564 169,000 SH   DFND 1,5 0 0 169,000
PEOPLES UNITED FINANCIAL INC COM 712704105 1,498 98,769 SH   DFND 2 98,769 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 524 34,535 SH   DFND 3 34,535 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 689 45,422 SH   DFND 6 45,422 0 0
PEPCO HOLDINGS INC COM 713291102 2,182 79,413 SH   DFND 2 79,413 0 0
PEPCO HOLDINGS INC COM 713291102 3,114 113,310 SH   DFND 3 113,310 0 0
PEPCO HOLDINGS INC COM 713291102 994 36,166 SH   DFND 6 36,166 0 0
PEPCO HOLDINGS INC COM 713291102 613,852 22,338,140 SH   DFND   22,338,140 0 0
PEPSICO INC COM 713448108 1,147,957 12,849,301 SH   DFND 1,5 352,190 0 12,497,111
PEPSICO INC COM 713448108 43,131 482,776 SH   DFND 2 482,776 0 0
PEPSICO INC COM 713448108 15,382 172,175 SH   DFND 3 172,175 0 0
PEPSICO INC COM 713448108 78,780 881,797 SH   DFND 6 613,117 0 268,680
PEPSICO INC COM 713448108 246,737 2,761,779 SH   DFND 7 2,715,279 0 46,500
PEPSICO INC COM 713448108 10,767 120,512 SH   DFND   120,512 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 12,743 1,857,633 SH   DFND 1,5 0 0 1,857,633
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 6,047 881,520 SH   DFND 6 881,520 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 1,007 146,760 SH   DFND 7 146,760 0 0
PERFICIENT INC COM 71375U101 27,218 1,397,937 SH   DFND 1,5 1,237 0 1,396,700
PERFORMANT FINL CORP COM 71377E105 10,830 1,072,300 SH   DFND 1,5 0 0 1,072,300
PERFORMANT FINL CORP COM 71377E105 18,532 1,834,867 SH   DFND   1,834,867 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 702 77,630 SH   DFND 1,5 0 0 77,630
PERKINELMER INC COM 714046109 12,736 271,900 SH   DFND 1,5 0 0 271,900
PERKINELMER INC COM 714046109 1,689 36,054 SH   DFND 2 36,054 0 0
PERKINELMER INC COM 714046109 207 4,419 SH   DFND 3 4,419 0 0
PERKINELMER INC COM 714046109 716 15,292 SH   DFND 6 15,292 0 0
PERRIGO CO PLC SHS G97822103 732,099 5,022,630 SH   DFND 1,5 27,504 0 4,995,126
PERRIGO CO PLC SHS G97822103 6,211 42,608 SH   DFND 2 42,608 0 0
PERRIGO CO PLC SHS G97822103 228 1,566 SH   DFND 3 1,566 0 0
PERRIGO CO PLC SHS G97822103 3,863 26,502 SH   DFND 6 26,502 0 0
PERRIGO CO PLC SHS G97822103 3,600 24,700 SH   DFND 7 24,700 0 0
PETMED EXPRESS INC COM 716382106 4,078 302,500 SH   DFND 1,5 2,500 0 300,000
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 24,126 1,542,600 SH   DFND 1,5 50,894 0 1,491,706
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 108,881 7,442,293 SH   DFND 1,5 242,434 0 7,199,859
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 305 19,500 SH   DFND 7 19,500 0 0
PETSMART INC COM 716768106 104,103 1,740,849 SH   DFND 1,5 56,768 0 1,684,081
PETSMART INC COM 716768106 1,889 31,592 SH   DFND 2 31,592 0 0
PETSMART INC COM 716768106 284 4,743 SH   DFND 3 4,743 0 0
PETSMART INC COM 716768106 1,161 19,409 SH   DFND 6 19,409 0 0
PETSMART INC COM 716768106 4,017 67,170 SH   DFND 7 67,170 0 0
PETSMART INC COM 716768106 661 11,049 SH   DFND   11,001 0 48
PFIZER INC COM 717081103 1,060,005 35,714,439 SH   DFND 1,5 1,295,346 0 34,419,093
PFIZER INC COM 717081103 60,288 2,031,259 SH   DFND 2 2,031,259 0 0
PFIZER INC COM 717081103 20,992 707,265 SH   DFND 3 707,265 0 0
PFIZER INC COM 717081103 44,842 1,510,853 SH   DFND 6 1,273,742 0 237,111
PFIZER INC COM 717081103 69,789 2,351,373 SH   DFND 7 2,351,373 0 0
PG&E CORP COM 69331C108 139,070 2,896,094 SH   DFND 1,5 568 0 2,895,526
PG&E CORP COM 69331C108 7,107 147,998 SH   DFND 2 147,998 0 0
PG&E CORP COM 69331C108 1,586 33,023 SH   DFND 3 33,023 0 0
PG&E CORP COM 69331C108 3,281 68,323 SH   DFND 6 68,323 0 0
PG&E CORP COM 69331C108 3,667 76,370 SH   DFND 7 76,370 0 0
PHARMACYCLICS INC COM 716933106 201,053 2,241,146 SH   DFND 1,5 0 0 2,241,146
PHARMACYCLICS INC COM 716933106 1,175 13,097 SH   DFND 3 13,097 0 0
PHARMACYCLICS INC COM 716933106 4,802 53,528 SH   DFND 6 44,328 0 9,200
PHARMACYCLICS INC COM 716933106 4,710 52,500 SH   DFND 7 25,600 0 26,900
PHARMERICA CORP COM 71714F104 25,255 883,334 SH   DFND 1,5 734 0 882,600
PHH CORP COM NEW 693320202 414 18,000 SH   DFND 1,5 0 0 18,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 68,638 3,127,000 SH   DFND 1,5 74,000 0 3,053,000
PHILIP MORRIS INTL INC COM 718172109 1,443,698 17,123,692 SH   DFND 1,5 552,832 0 16,570,860
PHILIP MORRIS INTL INC COM 718172109 42,229 500,872 SH   DFND 2 500,872 0 0
PHILIP MORRIS INTL INC COM 718172109 11,056 131,135 SH   DFND 3 131,135 0 0
PHILIP MORRIS INTL INC COM 718172109 31,787 377,029 SH   DFND 6 377,029 0 0
PHILIP MORRIS INTL INC COM 718172109 197,797 2,346,069 SH   DFND 7 2,346,069 0 0
PHILLIPS 66 COM 718546104 833,658 10,365,011 SH   DFND 1,5 710 0 10,364,301
PHILLIPS 66 COM 718546104 14,493 180,190 SH   DFND 2 180,190 0 0
PHILLIPS 66 COM 718546104 9,354 116,300 SH   DFND 3 116,300 0 0
PHILLIPS 66 COM 718546104 7,450 92,627 SH   DFND 6 92,627 0 0
PHILLIPS 66 COM 718546104 7,760 96,478 SH   DFND 7 96,478 0 0
PHILLIPS 66 COM 718546104 2,152 26,754 SH   DFND   26,754 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 318,988 4,221,650 SH   DFND 1,5 0 0 4,221,650
PHOENIX COS INC NEW COM NEW 71902E604 407 8,418 SH   DFND 6 8,418 0 0
PHOTOMEDEX INC COM PAR $0.01 719358301 141 11,516 SH   DFND   11,516 0 0
PICO HLDGS INC COM NEW 693366205 1,154 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 386,968 20,431,266 SH   DFND 1,5 4,483,582 0 15,947,684
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 30,806 1,626,486 SH   DFND 6 1,626,486 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 12,430 656,266 SH   DFND 7 78,600 0 577,666
PIER 1 IMPORTS INC COM 720279108 24,312 1,577,700 SH   DFND 1,5 37,500 0 1,540,200
PIER 1 IMPORTS INC COM 720279108 2,666 173,000 SH   DFND 6 173,000 0 0
PIER 1 IMPORTS INC COM 720279108 2,832 183,800 SH   DFND 7 132,200 0 51,600
PILGRIMS PRIDE CORP NEW COM 72147K108 242 8,847 SH   DFND 6 8,847 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 22,911 210,193 SH   DFND 6 0 0 210,193
PINNACLE FOODS INC DEL COM 72348P104 261 7,943 SH   DFND 6 7,943 0 0
PINNACLE WEST CAP CORP COM 723484101 33,325 576,158 SH   DFND 1,5 25,258 0 550,900
PINNACLE WEST CAP CORP COM 723484101 2,033 35,142 SH   DFND 2 35,142 0 0
PINNACLE WEST CAP CORP COM 723484101 1,009 17,437 SH   DFND 3 17,437 0 0
PINNACLE WEST CAP CORP COM 723484101 1,451 25,091 SH   DFND 6 25,091 0 0
PINNACLE WEST CAP CORP COM 723484101 3,757 64,960 SH   DFND 7 64,960 0 0
PIONEER NAT RES CO COM 723787107 1,054,799 4,589,874 SH   DFND 1,5 257,233 0 4,332,641
PIONEER NAT RES CO COM 723787107 10,468 45,552 SH   DFND 2 45,552 0 0
PIONEER NAT RES CO COM 723787107 2,238 9,737 SH   DFND 3 9,737 0 0
PIONEER NAT RES CO COM 723787107 8,514 37,047 SH   DFND 6 37,047 0 0
PITNEY BOWES INC COM 724479100 1,782 64,529 SH   DFND 2 64,529 0 0
PITNEY BOWES INC COM 724479100 1,411 51,088 SH   DFND 3 51,088 0 0
PITNEY BOWES INC COM 724479100 642 23,245 SH   DFND 6 23,245 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 43,105 1,347,437 SH   DFND 1,5 0 0 1,347,437
PLANTRONICS INC NEW COM 727493108 63,919 1,330,268 SH   DFND 1,5 177 0 1,330,091
PLATFORM SPECIALTY PRODS COR COM 72766Q105 440 15,700 SH   DFND   15,700 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 169,249 2,609,849 SH   DFND 1,5 0 0 2,609,849
PLUM CREEK TIMBER CO INC COM 729251108 2,543 56,395 SH   DFND 2 56,395 0 0
PLUM CREEK TIMBER CO INC COM 729251108 489 10,834 SH   DFND 3 10,834 0 0
PLUM CREEK TIMBER CO INC COM 729251108 907 20,101 SH   DFND 6 20,101 0 0
PLX TECHNOLOGY INC COM 693417107 212 32,804 SH   DFND   32,804 0 0
PLY GEM HLDGS INC COM 72941W100 20,791 2,058,527 SH   DFND 1,5 0 0 2,058,527
PMC-SIERRA INC COM 69344F106 131,774 17,315,840 SH   DFND 1,5 0 0 17,315,840
PNC FINL SVCS GROUP INC COM 693475105 1,144,180 12,848,742 SH   DFND 1,5 317,797 0 12,530,945
PNC FINL SVCS GROUP INC COM 693475105 15,147 170,090 SH   DFND 2 170,090 0 0
PNC FINL SVCS GROUP INC COM 693475105 5,708 64,094 SH   DFND 3 64,094 0 0
PNC FINL SVCS GROUP INC COM 693475105 16,054 180,281 SH   DFND 6 157,441 0 22,840
PNC FINL SVCS GROUP INC COM 693475105 7,063 79,319 SH   DFND 7 79,319 0 0
PNM RES INC COM 69349H107 54,727 1,865,900 SH   DFND 1,5 0 0 1,865,900
POINTS INTL LTD COM NEW 730843208 34,530 1,522,469 SH   DFND 1,5 300 0 1,522,169
POINTS INTL LTD COM NEW 730843208 5,092 224,500 SH   DFND 6 224,500 0 0
POINTS INTL LTD COM NEW 730843208 851 37,500 SH   DFND 7 37,500 0 0
POLARIS INDS INC COM 731068102 196,359 1,507,671 SH   DFND 1,5 17,174 0 1,490,497
POLARIS INDS INC COM 731068102 675 5,185 SH   DFND 6 5,185 0 0
POLARIS INDS INC COM 731068102 38,068 292,290 SH   DFND   292,280 0 10
POLYCOM INC COM 73172K104 256,419 20,464,368 SH   DFND 1,5 15,400 0 20,448,968
POLYONE CORP COM 73179P106 213,345 5,062,776 SH   DFND 1,5 8,537 0 5,054,239
POOL CORPORATION COM 73278L105 47,549 840,677 SH   DFND 1,5 39,877 0 800,800
POPULAR INC COM NEW 733174700 158,208 4,628,680 SH   DFND 1,5 157,199 0 4,471,481
POPULAR INC COM NEW 733174700 239 7,006 SH   DFND 6 7,006 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 41,391 695,300 SH   DFND 1,5 300 0 695,000
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 7,246 121,713 SH   DFND 6 121,713 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 42,177 1,216,519 SH   DFND 1,5 0 0 1,216,519
PORTLAND GEN ELEC CO COM NEW 736508847 24,400 703,783 SH   DFND 6 703,783 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 6,947 200,380 SH   DFND 7 184,270 0 16,110
PORTOLA PHARMACEUTICALS INC COM 737010108 125,181 4,289,950 SH   DFND 1,5 0 0 4,289,950
POSCO SPONSORED ADR 693483109 506 6,800 SH   DFND 7 6,800 0 0
POST HLDGS INC COM 737446104 203,054 3,988,487 SH   DFND 1,5 187 0 3,988,300
POST PPTYS INC COM 737464107 255,670 4,782,451 SH   DFND 1,5 1,886,400 0 2,896,051
POST PPTYS INC COM 737464107 29,838 558,139 SH   DFND 6 558,139 0 0
POST PPTYS INC COM 737464107 13,811 258,349 SH   DFND 7 27,700 0 230,649
POST PPTYS INC COM 737464107 5,659 105,850 SH   DFND   105,850 0 0
POTASH CORP SASK INC COM 73755L107 745,409 19,600,509 SH   DFND 1,5 224,338 0 19,376,171
POTASH CORP SASK INC COM 73755L107 1,419 37,305 SH   DFND 3 37,305 0 0
POTASH CORP SASK INC COM 73755L107 25,960 682,613 SH   DFND 6 316,083 0 366,530
POTASH CORP SASK INC COM 73755L107 31,963 840,460 SH   DFND 7 777,260 0 63,200
POTASH CORP SASK INC COM 73755L107 244,286 6,423,487 SH   DFND   5,382,087 0 1,041,400
POTLATCH CORP NEW COM 737630103 410 9,900 SH   DFND 1,5 0 0 9,900
POWELL INDS INC COM 739128106 63,222 967,000 SH   DFND 1,5 0 0 967,000
POWER INTEGRATIONS INC COM 739276103 15,801 274,614 SH   DFND 1,5 0 0 274,614
POWER SOLUTIONS INTL INC COM NEW 73933G202 19,468 270,500 SH   DFND 1,5 1,300 0 269,200
POWER SOLUTIONS INTL INC COM NEW 73933G202 4,905 68,160 SH   DFND   68,160 0 0
POWERSECURE INTL INC COM 73936N105 985 101,168 SH   DFND 1,5 1,608 0 99,560
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 5,457 205,300 SH   DFND 7 205,300 0 0
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 304 7,690 SH   DFND 3 7,690 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 12,380 572,600 SH   DFND 7 572,600 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 445,164 4,740,329 SH   DFND 3 4,740,329 0 0
PPG INDS INC COM 693506107 1,016,526 4,837,146 SH   DFND 1,5 134,844 0 4,702,302
PPG INDS INC COM 693506107 9,252 44,028 SH   DFND 2 44,028 0 0
PPG INDS INC COM 693506107 5,642 26,849 SH   DFND 3 26,849 0 0
PPG INDS INC COM 693506107 7,212 34,317 SH   DFND 6 34,317 0 0
PPG INDS INC COM 693506107 13,719 65,280 SH   DFND 7 65,280 0 0
PPG INDS INC COM 693506107 23,299 110,870 SH   DFND   110,870 0 0
PPL CORP COM 69351T106 880,580 24,784,140 SH   DFND 1,5 1,173,222 0 23,610,918
PPL CORP COM 69351T106 7,148 201,175 SH   DFND 2 201,175 0 0
PPL CORP COM 69351T106 2,730 76,842 SH   DFND 3 76,842 0 0
PPL CORP COM 69351T106 9,038 254,381 SH   DFND 6 254,381 0 0
PPL CORP COM 69351T106 4,070 114,550 SH   DFND 7 114,550 0 0
PRAXAIR INC COM 74005P104 437,367 3,292,431 SH   DFND 1,5 63,578 0 3,228,853
PRAXAIR INC COM 74005P104 12,392 93,283 SH   DFND 2 93,283 0 0
PRAXAIR INC COM 74005P104 5,197 39,125 SH   DFND 3 39,125 0 0
PRAXAIR INC COM 74005P104 3,486 26,245 SH   DFND 6 26,245 0 0
PRAXAIR INC COM 74005P104 1,982 14,920 SH   DFND 7 14,920 0 0
PRAXAIR INC COM 74005P104 13,096 98,581 SH   DFND   98,581 0 0
PRECISION CASTPARTS CORP COM 740189105 596,970 2,365,173 SH   DFND 1,5 65,232 0 2,299,941
PRECISION CASTPARTS CORP COM 740189105 11,635 46,099 SH   DFND 2 46,099 0 0
PRECISION CASTPARTS CORP COM 740189105 6,320 25,039 SH   DFND 3 25,039 0 0
PRECISION CASTPARTS CORP COM 740189105 7,582 30,039 SH   DFND 6 30,039 0 0
PRECISION DRILLING CORP COM 2010 74022D308 71,084 5,019,900 SH   DFND 1,5 37,500 0 4,982,400
PRECISION DRILLING CORP COM 2010 74022D308 6,793 479,714 SH   DFND 6 5,400 0 474,314
PRECISION DRILLING CORP COM 2010 74022D308 231,950 16,380,027 SH   DFND   14,286,327 0 2,093,700
PREFORMED LINE PRODS CO COM 740444104 4,240 78,762 SH   DFND 6 78,762 0 0
PREFORMED LINE PRODS CO COM 740444104 707 13,140 SH   DFND 7 13,140 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 10,393 778,500 SH   DFND 1,5 0 0 778,500
PRESTIGE BRANDS HLDGS INC COM 74112D101 192,875 5,691,210 SH   DFND 1,5 224,300 0 5,466,910
PRETIUM RES INC COM 74139C102 11,720 1,416,338 SH   DFND 1,5 0 0 1,416,338
PRGX GLOBAL INC COM NEW 69357C503 1,401 219,192 SH   DFND 1,5 7,151 0 212,041
PRICE T ROWE GROUP INC COM 74144T108 90,775 1,075,405 SH   DFND 1,5 86,305 0 989,100
PRICE T ROWE GROUP INC COM 74144T108 7,062 83,666 SH   DFND 2 83,666 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,590 18,834 SH   DFND 3 18,834 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,756 20,807 SH   DFND 6 20,807 0 0
PRICELINE GRP INC COM NEW 741503403 2,645,019 2,198,686 SH   DFND 1,5 73,865 0 2,124,821
PRICELINE GRP INC COM NEW 741503403 20,086 16,697 SH   DFND 2 16,697 0 0
PRICELINE GRP INC COM NEW 741503403 12,029 9,999 SH   DFND 3 9,999 0 0
PRICELINE GRP INC COM NEW 741503403 15,591 12,960 SH   DFND 6 12,960 0 0
PRICESMART INC COM 741511109 140,611 1,615,470 SH   DFND 1,5 20,750 0 1,594,720
PRIMERICA INC COM 74164M108 234,080 4,891,963 SH   DFND 1,5 13,442 0 4,878,521
PRIMERO MNG CORP COM 74164W106 15,251 1,903,400 SH   DFND 1,5 0 0 1,903,400
PRIMERO MNG CORP COM 74164W106 42,470 5,300,300 SH   DFND   5,300,300 0 0
PRIMORIS SVCS CORP COM 74164F103 25,673 890,183 SH   DFND 1,5 500 0 889,683
PRINCIPAL FINL GROUP INC COM 74251V102 39,987 792,141 SH   DFND 1,5 641 0 791,500
PRINCIPAL FINL GROUP INC COM 74251V102 4,399 87,137 SH   DFND 2 87,137 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,299 25,734 SH   DFND 3 25,734 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,171 43,011 SH   DFND 6 43,011 0 0
PRIVATEBANCORP INC COM 742962103 150,282 5,171,426 SH   DFND 1,5 487,800 0 4,683,626
PROASSURANCE CORP COM 74267C106 62,065 1,397,850 SH   DFND 1,5 0 0 1,397,850
PROASSURANCE CORP COM 74267C106 385 8,671 SH   DFND 6 8,671 0 0
PROCERA NETWORKS INC COM NEW 74269U203 1,558 154,400 SH   DFND 1,5 0 0 154,400
PROCTER & GAMBLE CO COM 742718109 3,365,350 42,821,602 SH   DFND 1,5 883,790 0 41,937,812
PROCTER & GAMBLE CO COM 742718109 67,721 861,695 SH   DFND 2 861,695 0 0
PROCTER & GAMBLE CO COM 742718109 22,989 292,515 SH   DFND 3 292,515 0 0
PROCTER & GAMBLE CO COM 742718109 99,464 1,265,603 SH   DFND 6 1,043,663 0 221,940
PROCTER & GAMBLE CO COM 742718109 68,161 867,299 SH   DFND 7 739,220 0 128,079
PROCTER & GAMBLE CO COM 742718109 8,450 107,524 SH   DFND   107,524 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 17,568 4,076,046 SH   DFND 1,5 0 0 4,076,046
PROGRESS SOFTWARE CORP COM 743312100 23,647 983,656 SH   DFND 1,5 1,209 0 982,447
PROGRESS SOFTWARE CORP COM 743312100 26,107 1,085,988 SH   DFND 6 1,085,988 0 0
PROGRESS SOFTWARE CORP COM 743312100 5,890 244,993 SH   DFND 7 193,993 0 51,000
PROGRESSIVE CORP OHIO COM 743315103 35,181 1,387,278 SH   DFND 1,5 18,008 0 1,369,270
PROGRESSIVE CORP OHIO COM 743315103 4,398 173,439 SH   DFND 2 173,439 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,332 52,512 SH   DFND 3 52,512 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,194 86,498 SH   DFND 6 86,498 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 59,725 2,326,757 SH   DFND 1,5 25,509 0 2,301,248
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,258 49,000 SH   DFND 6 26,000 0 23,000
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 418 16,300 SH   DFND 7 16,300 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 34,011 1,325,000 SH   DFND   1,325,000 0 0
PROLOGIS INC COM 74340W103 510,267 12,418,274 SH   DFND 1,5 5,591,289 0 6,826,985
PROLOGIS INC COM 74340W103 6,538 159,122 SH   DFND 2 159,122 0 0
PROLOGIS INC COM 74340W103 1,401 34,107 SH   DFND 3 34,107 0 0
PROLOGIS INC COM 74340W103 32,376 787,936 SH   DFND 6 787,936 0 0
PROLOGIS INC COM 74340W103 13,341 324,667 SH   DFND 7 36,500 0 288,167
PROLOGIS INC COM 74340W103 6,482 157,750 SH   DFND   157,750 0 0
PROOFPOINT INC COM 743424103 6,129 163,620 SH   DFND 6 163,620 0 0
PROOFPOINT INC COM 743424103 1,024 27,330 SH   DFND 7 27,330 0 0
PROS HOLDINGS INC COM 74346Y103 1,473 55,700 SH   DFND 1,5 700 0 55,000
PROSENSA HLDG N V SHS USD N71546100 4,490 355,812 SH   DFND 1,5 0 0 355,812
PROSPERITY BANCSHARES INC COM 743606105 116,050 1,853,827 SH   DFND 1,5 286,700 0 1,567,127
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 3,894 1,066,785 SH   DFND 1,5 0 0 1,066,785
PROTECTIVE LIFE CORP COM 743674103 104,737 1,510,700 SH   DFND 1,5 34,900 0 1,475,800
PROTECTIVE LIFE CORP COM 743674103 799 11,522 SH   DFND 6 11,522 0 0
PROTECTIVE LIFE CORP COM 743674103 357,420 5,155,338 SH   DFND   5,155,310 0 28
PROTHENA CORP PLC SHS G72800108 62,087 2,753,292 SH   DFND 1,5 206,700 0 2,546,592
PROVIDENCE SVC CORP COM 743815102 28,415 776,576 SH   DFND 1,5 576 0 776,000
PROVIDENCE SVC CORP COM 743815102 15,344 419,340 SH   DFND 6 419,340 0 0
PROVIDENCE SVC CORP COM 743815102 870 23,780 SH   DFND 7 23,780 0 0
PRUDENTIAL FINL INC COM 744320102 213,890 2,409,489 SH   DFND 1,5 124,362 0 2,285,127
PRUDENTIAL FINL INC COM 744320102 13,060 147,121 SH   DFND 2 147,121 0 0
PRUDENTIAL FINL INC COM 744320102 4,602 51,839 SH   DFND 3 51,839 0 0
PRUDENTIAL FINL INC COM 744320102 8,995 101,333 SH   DFND 6 101,333 0 0
PSIVIDA CORP COM 74440J101 852 196,300 SH   DFND   196,300 0 0
PTC INC COM 69370C100 216,214 5,572,527 SH   DFND 1,5 19,452 0 5,553,075
PTC INC COM 69370C100 72,266 1,862,534 SH   DFND 6 1,862,534 0 0
PTC INC COM 69370C100 16,138 415,920 SH   DFND 7 343,230 0 72,690
PTC THERAPEUTICS INC COM 69366J200 117,922 4,511,167 SH   DFND 1,5 0 0 4,511,167
PUBLIC STORAGE COM 74460D109 941,474 5,494,449 SH   DFND 1,5 2,811,374 0 2,683,075
PUBLIC STORAGE COM 74460D109 7,908 46,153 SH   DFND 2 46,153 0 0
PUBLIC STORAGE COM 74460D109 2,170 12,663 SH   DFND 3 12,663 0 0
PUBLIC STORAGE COM 74460D109 55,211 322,213 SH   DFND 6 322,213 0 0
PUBLIC STORAGE COM 74460D109 25,401 148,242 SH   DFND 7 15,300 0 132,942
PUBLIC STORAGE COM 74460D109 12,887 75,211 SH   DFND   75,211 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 66,255 1,624,288 SH   DFND 1,5 994 0 1,623,294
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,572 161,109 SH   DFND 2 161,109 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,380 33,824 SH   DFND 3 33,824 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,014 73,902 SH   DFND 6 73,902 0 0
PULASKI FINL CORP COM 745548107 285 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 181,900 9,022,804 SH   DFND 1,5 889 0 9,021,915
PULTE GROUP INC COM 745867101 2,188 108,521 SH   DFND 2 108,521 0 0
PULTE GROUP INC COM 745867101 1,117 55,391 SH   DFND 6 55,391 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 100,229 1,518,618 SH   DFND 1,5 0 0 1,518,618
PVH CORP COM 693656100 259,809 2,228,204 SH   DFND 1,5 100 0 2,228,104
PVH CORP COM 693656100 3,055 26,200 SH   DFND 2 26,200 0 0
PVH CORP COM 693656100 369 3,167 SH   DFND 3 3,167 0 0
PVH CORP COM 693656100 11,592 99,415 SH   DFND 6 83,215 0 16,200
PVH CORP COM 693656100 10,797 92,600 SH   DFND 7 45,800 0 46,800
Q2 HLDGS INC COM 74736L109 5,758 403,800 SH   DFND 1,5 0 0 403,800
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 2,243 87,100 SH   DFND 1,5 0 0 87,100
QEP RES INC COM 74733V100 1,376 39,894 SH   DFND 1,5 433 0 39,461
QEP RES INC COM 74733V100 1,978 57,342 SH   DFND 2 57,342 0 0
QEP RES INC COM 74733V100 353 10,224 SH   DFND 3 10,224 0 0
QEP RES INC COM 74733V100 880 25,508 SH   DFND 6 25,508 0 0
QIAGEN NV REG SHS N72482107 835 34,153 SH   DFND 6 34,153 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 40,014 434,749 SH   DFND 1,5 25,949 0 408,800
QIWI PLC SPON ADR REP B 74735M108 43,812 1,086,337 SH   DFND 1,5 102,500 0 983,837
QLIK TECHNOLOGIES INC COM 74733T105 26,355 1,165,138 SH   DFND 1,5 38 0 1,165,100
QLOGIC CORP COM 747277101 27,182 2,693,923 SH   DFND 1,5 0 0 2,693,923
QUAD / GRAPHICS INC COM CL A 747301109 99,341 4,440,834 SH   DFND 1,5 0 0 4,440,834
QUALCOMM INC COM 747525103 3,945,783 49,820,493 SH   DFND 1,5 1,472,694 0 48,347,799
QUALCOMM INC COM 747525103 42,569 537,492 SH   DFND 2 537,492 0 0
QUALCOMM INC COM 747525103 17,733 223,899 SH   DFND 3 223,899 0 0
QUALCOMM INC COM 747525103 111,892 1,412,772 SH   DFND 6 1,019,592 0 393,180
QUALCOMM INC COM 747525103 318,713 4,024,152 SH   DFND 7 3,860,615 0 163,537
QUALCOMM INC COM 747525103 13,860 175,002 SH   DFND   175,002 0 0
QUALITY DISTR INC FLA COM 74756M102 5,445 366,426 SH   DFND 1,5 0 0 366,426
QUALITY DISTR INC FLA COM 74756M102 6,428 432,540 SH   DFND 6 432,540 0 0
QUALITY DISTR INC FLA COM 74756M102 1,079 72,620 SH   DFND 7 72,620 0 0
QUALITY SYS INC COM 747582104 20,842 1,298,540 SH   DFND 1,5 12,500 0 1,286,040
QUANTA SVCS INC COM 74762E102 96,804 2,799,435 SH   DFND 1,5 35 0 2,799,400
QUANTA SVCS INC COM 74762E102 2,399 69,376 SH   DFND 2 69,376 0 0
QUANTA SVCS INC COM 74762E102 1,082 31,299 SH   DFND 3 31,299 0 0
QUANTA SVCS INC COM 74762E102 959 27,735 SH   DFND 6 27,735 0 0
QUANTUM CORP COM DSSG 747906204 33,995 27,865,089 SH   DFND 1,5 179,902 0 27,685,187
QUEST DIAGNOSTICS INC COM 74834L100 231,300 3,941,052 SH   DFND 1,5 47,974 0 3,893,078
QUEST DIAGNOSTICS INC COM 74834L100 2,700 46,010 SH   DFND 2 46,010 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,365 23,255 SH   DFND 3 23,255 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,489 59,445 SH   DFND 6 59,445 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,852 48,590 SH   DFND 7 48,590 0 0
QUESTAR CORP COM 748356102 636 25,664 SH   DFND 6 25,664 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 28,819 311,592 SH   DFND 1,5 0 0 311,592
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 435 4,706 SH   DFND 6 4,706 0 0
QUIDEL CORP COM 74838J101 62,464 2,825,145 SH   DFND 1,5 0 0 2,825,145
QUINSTREET INC COM 74874Q100 22,058 4,003,300 SH   DFND 1,5 3,300 0 4,000,000
QUINSTREET INC COM 74874Q100 4,373 793,646 SH   DFND 6 793,646 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 346 6,499 SH   DFND 6 6,499 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 20,266 709,840 SH   DFND 1,5 0 0 709,840
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 4,285 150,100 SH   DFND 6 103,000 0 47,100
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 1,733 60,700 SH   DFND 7 60,700 0 0
RACKSPACE HOSTING INC COM 750086100 714,756 21,234,590 SH   DFND 1,5 377,642 0 20,856,948
RACKSPACE HOSTING INC COM 750086100 2,566 76,234 SH   DFND 6 76,234 0 0
RADIAN GROUP INC COM 750236101 250,992 16,947,457 SH   DFND 1,5 151,803 0 16,795,654
RADIAN GROUP INC COM 750236101 209 14,144 SH   DFND 6 14,144 0 0
RADWARE LTD ORD M81873107 75,600 4,481,339 SH   DFND 1,5 0 0 4,481,339
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 11,003 11,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 9,390 1,135,457 SH   DFND 6 1,135,457 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 2,088 252,440 SH   DFND 7 228,940 0 23,500
RALPH LAUREN CORP CL A 751212101 255,783 1,591,780 SH   DFND 1,5 0 0 1,591,780
RALPH LAUREN CORP CL A 751212101 2,997 18,648 SH   DFND 2 18,648 0 0
RALPH LAUREN CORP CL A 751212101 1,133 7,050 SH   DFND 3 7,050 0 0
RALPH LAUREN CORP CL A 751212101 1,646 10,245 SH   DFND 6 10,245 0 0
RAMBUS INC DEL COM 750917106 161,201 11,272,771 SH   DFND 1,5 926,500 0 10,346,271
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 110,776 6,665,241 SH   DFND 1,5 2,170,017 0 4,495,224
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,464 40,000 SH   DFND 1,5 0 0 40,000
RANDGOLD RES LTD ADR 752344309 97,851 1,156,628 SH   DFND 1,5 0 0 1,156,628
RANDGOLD RES LTD ADR 752344309 111,230 1,314,781 SH   DFND   1,314,700 0 81
RANGE RES CORP COM 75281A109 401,526 4,617,892 SH   DFND 1,5 304,803 0 4,313,089
RANGE RES CORP COM 75281A109 4,670 53,708 SH   DFND 2 53,708 0 0
RANGE RES CORP COM 75281A109 1,059 12,176 SH   DFND 3 12,176 0 0
RANGE RES CORP COM 75281A109 1,128 12,974 SH   DFND 6 12,974 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 35,591 3,081,430 SH   DFND 1,5 0 0 3,081,430
RAYMOND JAMES FINANCIAL INC COM 754730109 134,583 2,652,924 SH   DFND 1,5 321,100 0 2,331,824
RAYMOND JAMES FINANCIAL INC COM 754730109 21,452 422,860 SH   DFND 6 422,860 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 22,738 448,221 SH   DFND 7 405,821 0 42,400
RAYONIER INC COM 754907103 35,035 985,500 SH   DFND 1,5 0 0 985,500
RAYONIER INC COM 754907103 621 17,476 SH   DFND 6 17,476 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 6,457 4,280,000 PRN   DFND 1,5 0 0 0
RAYTHEON CO COM NEW 755111507 15,429 167,252 SH   DFND 1,5 3,396 0 163,856
RAYTHEON CO COM NEW 755111507 9,191 99,627 SH   DFND 2 99,627 0 0
RAYTHEON CO COM NEW 755111507 4,777 51,784 SH   DFND 3 51,784 0 0
RAYTHEON CO COM NEW 755111507 4,217 45,712 SH   DFND 6 45,712 0 0
RAYTHEON CO COM NEW 755111507 9,226 100,008 SH   DFND   100,008 0 0
RCS CAP CORP COM CL A 74937W102 14,402 678,380 SH   DFND 6 678,380 0 0
RCS CAP CORP COM CL A 74937W102 749 35,280 SH   DFND 7 35,280 0 0
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 12,196 712,793 SH   DFND 1,5 0 0 712,793
REACHLOCAL INC COM 75525F104 103 14,600 SH   DFND 1,5 0 0 14,600
REALD INC COM 75604L105 2,922 229,014 SH   DFND 1,5 1,214 0 227,800
REALOGY HLDGS CORP COM 75605Y106 289,410 7,674,610 SH   DFND 1,5 551,048 0 7,123,562
REALOGY HLDGS CORP COM 75605Y106 1,621 42,998 SH   DFND 6 42,998 0 0
REALPAGE INC COM 75606N109 1,306 58,100 SH   DFND 1,5 0 0 58,100
REALTY INCOME CORP COM 756109104 1,441 32,445 SH   DFND 6 32,445 0 0
RECEPTOS INC COM 756207106 78,383 1,839,969 SH   DFND 1,5 14 0 1,839,955
RED HAT INC COM 756577102 665,933 12,048,733 SH   DFND 1,5 914,617 0 11,134,116
RED HAT INC COM 756577102 3,333 60,295 SH   DFND 2 60,295 0 0
RED HAT INC COM 756577102 2,296 41,536 SH   DFND 3 41,536 0 0
RED HAT INC COM 756577102 831 15,036 SH   DFND 6 15,036 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 6,317 88,719 SH   DFND 1,5 0 0 88,719
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 12,406 12,000,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 66,964 3,439,366 SH   DFND 1,5 0 0 3,439,366
REDWOOD TR INC COM 758075402 47,431 2,436,093 SH   DFND 6 2,400,983 0 35,110
REDWOOD TR INC COM 758075402 12,765 655,600 SH   DFND 7 529,750 0 125,850
REGAL BELOIT CORP COM 758750103 91,022 1,158,628 SH   DFND 1,5 0 0 1,158,628
REGAL BELOIT CORP COM 758750103 49,436 629,277 SH   DFND 6 629,277 0 0
REGAL BELOIT CORP COM 758750103 11,768 149,800 SH   DFND 7 120,780 0 29,020
REGAL ENTMT GROUP CL A 758766109 10,039 475,800 SH   DFND 1,5 0 0 475,800
REGAL ENTMT GROUP CL A 758766109 219 10,390 SH   DFND 6 10,390 0 0
REGAL ENTMT GROUP CL A 758766109 1,165 55,200 SH   DFND 7 1,200 0 54,000
REGENCY CTRS CORP COM 758849103 766 13,751 SH   DFND 6 13,751 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,477,000 5,228,874 SH   DFND 1,5 344,559 0 4,884,315
REGENERON PHARMACEUTICALS COM 75886F107 7,169 25,379 SH   DFND 2 25,379 0 0
REGENERON PHARMACEUTICALS COM 75886F107 402 1,424 SH   DFND 3 1,424 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7,018 24,846 SH   DFND 6 24,846 0 0
REGIONAL MGMT CORP COM 75902K106 3,377 218,280 SH   DFND 6 218,280 0 0
REGIONAL MGMT CORP COM 75902K106 563 36,380 SH   DFND 7 36,380 0 0
REGIONS FINL CORP NEW COM 7591EP100 109,249 10,287,114 SH   DFND 1,5 33,714 0 10,253,400
REGIONS FINL CORP NEW COM 7591EP100 4,664 439,135 SH   DFND 2 439,135 0 0
REGIONS FINL CORP NEW COM 7591EP100 141 13,311 SH   DFND 3 13,311 0 0
REGIONS FINL CORP NEW COM 7591EP100 18,528 1,744,644 SH   DFND 6 1,582,074 0 162,570
REGIONS FINL CORP NEW COM 7591EP100 33,823 3,184,824 SH   DFND 7 3,184,824 0 0
REGIS CORP MINN COM 758932107 107,937 7,666,000 SH   DFND 1,5 45,700 0 7,620,300
REGULUS THERAPEUTICS INC COM 75915K101 50,790 6,317,134 SH   DFND 1,5 386,600 0 5,930,534
REINSURANCE GROUP AMER INC COM NEW 759351604 307,008 3,891,099 SH   DFND 1,5 0 0 3,891,099
REINSURANCE GROUP AMER INC COM NEW 759351604 89,634 1,136,044 SH   DFND 6 1,114,994 0 21,050
REINSURANCE GROUP AMER INC COM NEW 759351604 27,265 345,568 SH   DFND 7 299,778 0 45,790
RELIANCE STEEL & ALUMINUM CO COM 759509102 35,390 480,119 SH   DFND 1,5 171,034 0 309,085
RELIANCE STEEL & ALUMINUM CO COM 759509102 839 11,388 SH   DFND 6 11,388 0 0
RELYPSA INC COM 759531106 36,742 1,510,774 SH   DFND 1,5 0 0 1,510,774
REMY INTL INC COM 759663107 15,963 681,507 SH   DFND 1,5 0 0 681,507
REMY INTL INC COM 759663107 521 22,228 SH   DFND 6 22,228 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 396,572 3,706,278 SH   DFND 1,5 77,400 0 3,628,878
RENAISSANCERE HOLDINGS LTD COM G7496G103 623 5,822 SH   DFND 6 5,822 0 0
RENT A CTR INC NEW COM 76009N100 237,181 8,269,921 SH   DFND 1,5 489 0 8,269,432
RENT A CTR INC NEW COM 76009N100 2,847 99,270 SH   DFND 6 99,270 0 0
RENTRAK CORP COM 760174102 6,980 133,070 SH   DFND 6 133,070 0 0
RENTRAK CORP COM 760174102 1,178 22,460 SH   DFND 7 22,460 0 0
REPLIGEN CORP COM 759916109 47,933 2,103,241 SH   DFND 1,5 1,245 0 2,101,996
REPLIGEN CORP COM 759916109 5,646 247,730 SH   DFND 6 247,730 0 0
REPLIGEN CORP COM 759916109 943 41,390 SH   DFND 7 41,390 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 16,074 929,128 SH   DFND 1,5 28 0 929,100
REPROS THERAPEUTICS INC COM NEW 76028H209 1,138 65,800 SH   DFND   65,800 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 11,509 1,061,700 SH   DFND 1,5 23,500 0 1,038,200
REPUBLIC SVCS INC COM 760759100 423,944 11,165,228 SH   DFND 1,5 476,328 0 10,688,900
REPUBLIC SVCS INC COM 760759100 3,232 85,109 SH   DFND 2 85,109 0 0
REPUBLIC SVCS INC COM 760759100 478 12,600 SH   DFND 3 12,600 0 0
REPUBLIC SVCS INC COM 760759100 6,444 169,721 SH   DFND 6 169,721 0 0
RESEARCH FRONTIERS INC COM 760911107 1,711 282,370 SH   DFND 1,5 0 0 282,370
RESMED INC COM 761152107 327,170 6,461,980 SH   DFND 1,5 67,800 0 6,394,180
RESMED INC COM 761152107 569 11,245 SH   DFND 6 11,245 0 0
RESMED INC COM 761152107 3,813 75,310 SH   DFND 7 75,310 0 0
RESMED INC COM 761152107 4,748 93,780 SH   DFND   93,780 0 0
RESOLUTE ENERGY CORP COM 76116A108 5,337 617,700 SH   DFND 1,5 0 0 617,700
RESTORATION HARDWARE HLDGS I COM 761283100 177,409 1,906,599 SH   DFND 1,5 29,100 0 1,877,499
RESTORATION HARDWARE HLDGS I COM 761283100 5,192 55,801 SH   DFND 6 55,801 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 4,955 315,000 SH   DFND 1,5 315,000 0 0
RETAIL PPTYS AMER INC CL A 76131V202 84,184 5,473,600 SH   DFND 1,5 187,150 0 5,286,450
RETAIL PPTYS AMER INC CL A 76131V202 1,321 85,867 SH   DFND 6 85,867 0 0
RETAILMENOT INC COM SER 1 76132B106 15,862 596,107 SH   DFND 1,5 400 0 595,707
RETAILMENOT INC COM SER 1 76132B106 426 16,000 SH   DFND 6 16,000 0 0
REVANCE THERAPEUTICS INC COM 761330109 34,126 1,003,700 SH   DFND 1,5 0 0 1,003,700
REVLON INC CL A NEW 761525609 59,262 1,943,000 SH   DFND 1,5 0 0 1,943,000
REX ENERGY CORPORATION COM 761565100 11,078 625,500 SH   DFND 1,5 0 0 625,500
REX ENERGY CORPORATION COM 761565100 10,988 620,455 SH   DFND 6 620,455 0 0
REX ENERGY CORPORATION COM 761565100 4,098 231,380 SH   DFND 7 206,610 0 24,770
REXNORD CORP NEW COM 76169B102 24,262 861,900 SH   DFND 1,5 300 0 861,600
REYNOLDS AMERICAN INC COM 761713106 575,347 9,533,505 SH   DFND 1,5 151,354 0 9,382,151
REYNOLDS AMERICAN INC COM 761713106 5,980 99,086 SH   DFND 2 99,086 0 0
REYNOLDS AMERICAN INC COM 761713106 4,314 71,481 SH   DFND 3 71,481 0 0
REYNOLDS AMERICAN INC COM 761713106 18,354 304,134 SH   DFND 6 293,434 0 10,700
REYNOLDS AMERICAN INC COM 761713106 21,497 356,202 SH   DFND 7 242,502 0 113,700
RF MICRODEVICES INC COM 749941100 207,756 21,663,812 SH   DFND 1,5 87,200 0 21,576,612
RF MICRODEVICES INC COM 749941100 7,909 824,740 SH   DFND 6 824,740 0 0
RF MICRODEVICES INC COM 749941100 1,225 127,750 SH   DFND 7 127,750 0 0
RICE ENERGY INC COM 762760106 44,186 1,451,100 SH   DFND 1,5 0 0 1,451,100
RICE ENERGY INC COM 762760106 4,715 154,841 SH   DFND 6 154,841 0 0
RICE ENERGY INC COM 762760106 642 21,090 SH   DFND 7 21,090 0 0
RICHMONT MINES INC COM 76547T106 341 240,900 SH   DFND 1,5 0 0 240,900
RIGEL PHARMACEUTICALS INC COM NEW 766559603 47,661 13,129,697 SH   DFND 1,5 676,409 0 12,453,288
RIGNET INC COM 766582100 48,705 904,953 SH   DFND 1,5 4,200 0 900,753
RIGNET INC COM 766582100 12,198 226,650 SH   DFND 6 226,650 0 0
RIGNET INC COM 766582100 2,426 45,080 SH   DFND 7 45,080 0 0
RINGCENTRAL INC CL A 76680R206 34,475 2,278,600 SH   DFND 1,5 700 0 2,277,900
RINGCENTRAL INC CL A 76680R206 222 14,700 SH   DFND 6 14,700 0 0
RIO ALTO MNG LTD NEW COM 76689T104 840 361,500 SH   DFND 1,5 0 0 361,500
RIO TINTO PLC SPONSORED ADR 767204100 14,707 270,949 SH   DFND 1,5 0 0 270,949
RITCHIE BROS AUCTIONEERS COM 767744105 1,404 56,970 SH   DFND 1,5 0 0 56,970
RITCHIE BROS AUCTIONEERS COM 767744105 860 34,874 SH   DFND   34,874 0 0
RITE AID CORP COM 767754104 522 72,800 SH   DFND 1,5 0 0 72,800
RITE AID CORP COM 767754104 193 26,848 SH   DFND 3 26,848 0 0
RITE AID CORP COM 767754104 699 97,520 SH   DFND 6 97,520 0 0
RIVERBED TECHNOLOGY INC COM 768573107 456,582 22,131,963 SH   DFND 1,5 76,385 0 22,055,578
RIVERBED TECHNOLOGY INC COM 768573107 5,461 264,699 SH   DFND 6 264,699 0 0
RIVERBED TECHNOLOGY INC COM 768573107 4,336 210,200 SH   DFND 7 64,900 0 145,300
RLJ LODGING TR COM 74965L101 17,964 621,800 SH   DFND 1,5 621,800 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 23,741 844,858 SH   DFND 1,5 15,550 0 829,308
ROBERT HALF INTL INC COM 770323103 2,090 43,781 SH   DFND 2 43,781 0 0
ROBERT HALF INTL INC COM 770323103 469 9,826 SH   DFND 3 9,826 0 0
ROBERT HALF INTL INC COM 770323103 520 10,896 SH   DFND 6 10,896 0 0
ROCK-TENN CO CL A 772739207 755,391 7,154,002 SH   DFND 1,5 29,647 0 7,124,355
ROCK-TENN CO CL A 772739207 43,034 407,554 SH   DFND 6 382,384 0 25,170
ROCK-TENN CO CL A 772739207 21,467 203,305 SH   DFND 7 149,125 0 54,180
ROCKWELL AUTOMATION INC COM 773903109 589,251 4,707,981 SH   DFND 1,5 148,632 0 4,559,349
ROCKWELL AUTOMATION INC COM 773903109 5,518 44,087 SH   DFND 2 44,087 0 0
ROCKWELL AUTOMATION INC COM 773903109 718 5,734 SH   DFND 3 5,734 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,337 10,682 SH   DFND 6 10,682 0 0
ROCKWELL COLLINS INC COM 774341101 21,035 269,200 SH   DFND 1,5 2,300 0 266,900
ROCKWELL COLLINS INC COM 774341101 3,372 43,149 SH   DFND 2 43,149 0 0
ROCKWELL COLLINS INC COM 774341101 1,016 13,002 SH   DFND 3 13,002 0 0
ROCKWELL COLLINS INC COM 774341101 882 11,283 SH   DFND 6 11,283 0 0
ROCKWOOD HLDGS INC COM 774415103 10,048 132,230 SH   DFND 6 132,230 0 0
ROCKWOOD HLDGS INC COM 774415103 3,534 46,500 SH   DFND 7 41,500 0 5,000
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 6,554 496,882 SH   DFND 1,5 12,400 0 484,482
ROFIN SINAR TECHNOLOGIES INC COM 775043102 3,690 153,500 SH   DFND 1,5 3,500 0 150,000
ROGERS COMMUNICATIONS INC CL B 775109200 130,728 3,248,563 SH   DFND 1,5 2,688,113 0 560,450
ROGERS COMMUNICATIONS INC CL B 775109200 20,528 510,126 SH   DFND 6 204,800 0 305,326
ROGERS COMMUNICATIONS INC CL B 775109200 6,020 149,600 SH   DFND 7 99,000 0 50,600
ROGERS COMMUNICATIONS INC CL B 775109200 638,698 15,871,519 SH   DFND   15,201,119 0 670,400
ROPER INDS INC NEW COM 776696106 657,633 4,504,025 SH   DFND 1,5 1,928 0 4,502,097
ROPER INDS INC NEW COM 776696106 4,640 31,776 SH   DFND 2 31,776 0 0
ROPER INDS INC NEW COM 776696106 839 5,748 SH   DFND 3 5,748 0 0
ROPER INDS INC NEW COM 776696106 9,458 64,774 SH   DFND 6 52,774 0 12,000
ROPER INDS INC NEW COM 776696106 9,885 67,700 SH   DFND 7 33,500 0 34,200
ROSETTA RESOURCES INC COM 777779307 85,023 1,550,100 SH   DFND 1,5 0 0 1,550,100
ROSS STORES INC COM 778296103 940,386 14,220,263 SH   DFND 1,5 232,726 0 13,987,537
ROSS STORES INC COM 778296103 4,473 67,642 SH   DFND 2 67,642 0 0
ROSS STORES INC COM 778296103 955 14,441 SH   DFND 3 14,441 0 0
ROSS STORES INC COM 778296103 5,283 79,889 SH   DFND 6 79,889 0 0
ROUSE PPTYS INC COM 779287101 65,572 3,832,352 SH   DFND 1,5 0 0 3,832,352
ROVI CORP COM 779376102 198,750 8,295,093 SH   DFND 1,5 0 0 8,295,093
ROVI CORP COM 779376102 43,569 1,818,426 SH   DFND 6 1,818,426 0 0
ROVI CORP COM 779376102 5,781 241,290 SH   DFND 7 224,650 0 16,640
ROWAN COMPANIES PLC SHS CL A G7665A101 86,954 2,723,281 SH   DFND 1,5 12,300 0 2,710,981
ROWAN COMPANIES PLC SHS CL A G7665A101 1,265 39,603 SH   DFND 2 39,603 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 580 18,177 SH   DFND 6 18,177 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 175,491 2,454,879 SH   DFND 1,5 179 0 2,454,700
ROYAL BK CDA MONTREAL QUE COM 780087102 108,324 1,515,300 SH   DFND 6 524,300 0 991,000
ROYAL BK CDA MONTREAL QUE COM 780087102 106,493 1,489,690 SH   DFND 7 1,361,890 0 127,800
ROYAL BK CDA MONTREAL QUE COM 780087102 2,002,943 28,018,355 SH   DFND   24,497,632 0 3,520,723
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 16,126 656,880 SH   DFND 1,5 0 0 656,880
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 3,606 146,904 SH   DFND 6 146,904 0 0
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 780097739 416 16,964 SH   DFND 7 16,964 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 56,626 1,018,452 SH   DFND 1,5 14,200 0 1,004,252
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,349 24,263 SH   DFND 6 24,263 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 383,510 4,655,944 SH   DFND 1,5 423 0 4,655,521
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 893,826 10,851,349 SH   DFND 2 10,851,349 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,570 31,196 SH   DFND 3 31,196 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 237 2,718 SH   DFND 3 2,718 0 0
ROYAL GOLD INC COM 780287108 109,727 1,441,505 SH   DFND 1,5 0 0 1,441,505
ROYAL GOLD INC COM 780287108 250 3,288 SH   DFND 3 3,288 0 0
ROYAL GOLD INC COM 780287108 718 9,437 SH   DFND 6 9,437 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 9,473 7,620,000 PRN   DFND 1,5 0 0 0
RPM INTL INC COM 749685103 172,253 3,730,030 SH   DFND 1,5 47,858 0 3,682,172
RPM INTL INC COM 749685103 970 20,997 SH   DFND 6 20,997 0 0
RTI INTL METALS INC COM 74973W107 121,383 4,565,000 SH   DFND 1,5 0 0 4,565,000
RTI SURGICAL INC COM 74975N105 714 164,162 SH   DFND 7 101,500 0 62,662
RUBICON MINERALS CORP COM 780911103 7,835 5,291,402 SH   DFND 1,5 0 0 5,291,402
RUBICON PROJ INC COM 78112V102 22,032 1,715,856 SH   DFND 1,5 13,492 0 1,702,364
RUBICON TECHNOLOGY INC COM 78112T107 19,834 2,266,717 SH   DFND 1,5 0 0 2,266,717
RUBY TUESDAY INC COM 781182100 46,058 6,068,200 SH   DFND 1,5 815,134 0 5,253,066
RUCKUS WIRELESS INC COM 781220108 8,185 687,200 SH   DFND 1,5 0 0 687,200
RUSH ENTERPRISES INC CL A 781846209 39,851 1,149,426 SH   DFND 1,5 66,826 0 1,082,600
RUSH ENTERPRISES INC CL A 781846209 11,887 342,850 SH   DFND 6 342,850 0 0
RUSH ENTERPRISES INC CL A 781846209 1,987 57,320 SH   DFND 7 57,320 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 8,229 666,354 SH   DFND 1,5 0 0 666,354
RUTHS HOSPITALITY GROUP INC COM 783332109 8,066 653,090 SH   DFND 6 653,090 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,326 107,340 SH   DFND 7 107,340 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 398,485 7,141,310 SH   DFND 1,5 203,400 0 6,937,910
RYANAIR HLDGS PLC SPONSORED ADR 783513104 6,071 108,800 SH   DFND 6 53,000 0 55,800
RYANAIR HLDGS PLC SPONSORED ADR 783513104 480 8,600 SH   DFND 7 0 0 8,600
RYDER SYS INC COM 783549108 90,345 1,025,600 SH   DFND 1,5 0 0 1,025,600
RYDER SYS INC COM 783549108 1,492 16,936 SH   DFND 2 16,936 0 0
RYDER SYS INC COM 783549108 4,297 48,775 SH   DFND 6 48,775 0 0
RYDER SYS INC COM 783549108 5,497 62,400 SH   DFND 7 31,400 0 31,000
RYLAND GROUP INC COM 783764103 14,152 358,820 SH   DFND 1,5 350 0 358,470
RYLAND GROUP INC COM 783764103 6,022 152,700 SH   DFND 6 152,700 0 0
RYLAND GROUP INC COM 783764103 6,429 163,000 SH   DFND 7 111,400 0 51,600
RYMAN HOSPITALITY PPTYS INC COM 78377T107 6,996 145,290 SH   DFND 1,5 0 0 145,290
SABRA HEALTH CARE REIT INC COM 78573L106 28,808 1,003,399 SH   DFND 1,5 3,400 0 999,999
SABRA HEALTH CARE REIT INC COM 78573L106 4,914 171,157 SH   DFND 6 171,157 0 0
SAFEWAY INC COM NEW 786514208 556,116 16,194,415 SH   DFND 1,5 332,500 0 15,861,915
SAFEWAY INC COM NEW 786514208 2,518 73,337 SH   DFND 2 73,337 0 0
SAFEWAY INC COM NEW 786514208 264 7,700 SH   DFND 3 7,700 0 0
SAFEWAY INC COM NEW 786514208 1,156 33,673 SH   DFND 6 33,673 0 0
SAFEWAY INC COM NEW 786514208 257,828 7,508,094 SH   DFND   7,508,094 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 19,732 461,900 SH   DFND 1,5 11,900 0 450,000
SAGENT PHARMACEUTICALS INC COM 786692103 11,797 456,200 SH   DFND 1,5 0 0 456,200
SAGENT PHARMACEUTICALS INC COM 786692103 5,547 214,500 SH   DFND 6 214,500 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 924 35,720 SH   DFND 7 35,720 0 0
SAIA INC COM 78709Y105 20,955 477,000 SH   DFND 1,5 0 0 477,000
SALEM COMMUNICATIONS CORP DE CL A 794093104 180 19,000 SH   DFND 1,5 0 0 19,000
SALESFORCE COM INC COM 79466L302 5,262,543 90,608,525 SH   DFND 1,5 4,611,653 0 85,996,872
SALESFORCE COM INC COM 79466L302 10,173 175,157 SH   DFND 2 175,157 0 0
SALESFORCE COM INC COM 79466L302 922 15,879 SH   DFND 3 15,879 0 0
SALESFORCE COM INC COM 79466L302 19,794 340,804 SH   DFND 6 340,804 0 0
SALESFORCE COM INC COM 79466L302 3,295 56,730 SH   DFND 7 56,730 0 0
SALESFORCE COM INC COM 79466L302 232 4,000 SH   DFND   4,000 0 0
SALIX PHARMACEUTICALS INC COM 795435106 722,424 5,856,698 SH   DFND 1,5 0 0 5,856,698
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 5,889 3,000,000 PRN   DFND 1,5 0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 71,064 576,115 SH   DFND 6 564,815 0 11,300
SALIX PHARMACEUTICALS INC COM 795435106 20,006 162,190 SH   DFND 7 123,890 0 38,300
SALIX PHARMACEUTICALS INC COM 795435106 9,207 74,640 SH   DFND   74,640 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 161,298 6,431,329 SH   DFND 1,5 84,860 0 6,346,469
SALLY BEAUTY HLDGS INC COM 79546E104 1,864 74,325 SH   DFND 6 74,325 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 567 22,600 SH   DFND 7 500 0 22,100
SANCHEZ ENERGY CORP COM 79970Y105 977 26,000 SH   DFND 1,5 0 0 26,000
SANDISK CORP COM 80004C101 673,111 6,445,574 SH   DFND 1,5 526,730 0 5,918,844
SANDISK CORP COM 80004C101 7,523 72,035 SH   DFND 2 72,035 0 0
SANDISK CORP COM 80004C101 1,919 18,378 SH   DFND 3 18,378 0 0
SANDISK CORP COM 80004C101 2,682 25,683 SH   DFND 6 25,683 0 0
SANDRIDGE ENERGY INC COM 80007P307 516 72,217 SH   DFND 6 72,217 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 865 124,500 SH   DFND 1,5 0 0 124,500
SANGAMO BIOSCIENCES INC COM 800677106 93,495 6,122,775 SH   DFND 1,5 0 0 6,122,775
SANOFI SPONSORED ADR 80105N105 288,008 5,416,744 SH   DFND 1,5 5,900 0 5,410,844
SANOFI SPONSORED ADR 80105N105 1,906 35,856 SH   DFND 3 35,856 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 71,883 3,697,674 SH   DFND 1,5 44,400 0 3,653,274
SANTANDER CONSUMER USA HDG I COM 80283M101 242 12,430 SH   DFND 6 12,430 0 0
SAP AG SPON ADR 803054204 320 4,154 SH   DFND 3 4,154 0 0
SAPIENT CORP COM 803062108 195,655 12,040,314 SH   DFND 1,5 0 0 12,040,314
SAREPTA THERAPEUTICS INC COM 803607100 37,459 1,257,433 SH   DFND 1,5 0 0 1,257,433
SBA COMMUNICATIONS CORP COM 78388J106 101,878 995,875 SH   DFND 1,5 14 0 995,861
SBA COMMUNICATIONS CORP COM 78388J106 36,769 359,423 SH   DFND 6 324,923 0 34,500
SBA COMMUNICATIONS CORP COM 78388J106 62,106 607,100 SH   DFND 7 504,210 0 102,890
SCANA CORP NEW COM 80589M102 2,426 45,089 SH   DFND 2 45,089 0 0
SCANA CORP NEW COM 80589M102 741 13,778 SH   DFND 3 13,778 0 0
SCANA CORP NEW COM 80589M102 1,133 21,055 SH   DFND 6 21,055 0 0
SCANA CORP NEW COM 80589M102 3,082 57,274 SH   DFND 7 57,274 0 0
SCANSOURCE INC COM 806037107 112,336 2,950,000 SH   DFND 1,5 547,700 0 2,402,300
SCHAWK INC CL A 806373106 22,315 1,096,026 SH   DFND 1,5 26,000 0 1,070,026
SCHEIN HENRY INC COM 806407102 834,889 7,035,381 SH   DFND 1,5 139,817 0 6,895,564
SCHEIN HENRY INC COM 806407102 261 2,197 SH   DFND 3 2,197 0 0
SCHEIN HENRY INC COM 806407102 760 6,402 SH   DFND 6 6,402 0 0
SCHLUMBERGER LTD COM 806857108 3,711,603 31,467,593 SH   DFND 1,5 810,448 0 30,657,145
SCHLUMBERGER LTD COM 806857108 48,911 414,674 SH   DFND 2 414,674 0 0
SCHLUMBERGER LTD COM 806857108 17,100 144,977 SH   DFND 3 144,977 0 0
SCHLUMBERGER LTD COM 806857108 39,916 338,414 SH   DFND 6 338,414 0 0
SCHLUMBERGER LTD COM 806857108 72,795 617,169 SH   DFND 7 617,169 0 0
SCHLUMBERGER LTD COM 806857108 19,129 162,181 SH   DFND   162,181 0 0
SCHNITZER STL INDS CL A 806882106 545 20,900 SH   DFND 1,5 0 0 20,900
SCHWAB CHARLES CORP NEW COM 808513105 1,254,888 46,598,137 SH   DFND 1,5 1,523,940 0 45,074,197
SCHWAB CHARLES CORP NEW COM 808513105 10,042 372,905 SH   DFND 2 372,905 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,842 68,415 SH   DFND 3 68,415 0 0
SCHWAB CHARLES CORP NEW COM 808513105 10,185 378,185 SH   DFND 6 378,185 0 0
SCHWAB CHARLES CORP NEW COM 808513105 7,641 283,738 SH   DFND 7 283,738 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 17,883 409,586 SH   DFND 1,5 0 0 409,586
SCIENCE APPLICATNS INTL CP N COM 808625107 37,675 853,155 SH   DFND 1,5 19,026 0 834,129
SCIQUEST INC NEW COM 80908T101 34,712 1,962,238 SH   DFND 1,5 0 0 1,962,238
SCORPIO TANKERS INC SHS Y7542C106 88,611 8,712,963 SH   DFND 1,5 70,979 0 8,641,984
SCORPIO TANKERS INC SHS Y7542C106 428 42,100 SH   DFND 6 42,100 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 57,072 703,380 SH   DFND 1,5 0 0 703,380
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,770 34,134 SH   DFND 2 34,134 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 501 6,177 SH   DFND 3 6,177 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 659 8,121 SH   DFND 6 8,121 0 0
SEABOARD CORP COM 811543107 183,853 60,873 SH   DFND 1,5 14,311 0 46,562
SEABRIDGE GOLD INC COM 811916105 5,646 601,905 SH   DFND 1,5 0 0 601,905
SEACHANGE INTL INC COM 811699107 9,011 1,124,997 SH   DFND   1,124,997 0 0
SEADRILL LIMITED SHS G7945E105 1,771 44,329 SH   DFND 6 44,329 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,770,431 31,158,593 SH   DFND 1,5 697,093 0 30,461,500
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,909 103,990 SH   DFND 2 103,990 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 651 11,459 SH   DFND 3 11,459 0 0
SEALED AIR CORP NEW COM 81211K100 93,923 2,748,700 SH   DFND 1,5 28,600 0 2,720,100
SEALED AIR CORP NEW COM 81211K100 2,115 61,884 SH   DFND 2 61,884 0 0
SEALED AIR CORP NEW COM 81211K100 276 8,081 SH   DFND 3 8,081 0 0
SEALED AIR CORP NEW COM 81211K100 586 17,151 SH   DFND 6 17,151 0 0
SEARS HLDGS CORP COM 812350106 799 20,000 SH   DFND   20,000 0 0
SEATTLE GENETICS INC COM 812578102 706,115 18,460,516 SH   DFND 1,5 1,133,243 0 17,327,273
SEATTLE GENETICS INC COM 812578102 431 11,271 SH   DFND 6 11,271 0 0
SEI INVESTMENTS CO COM 784117103 17,368 530,000 SH   DFND 1,5 0 0 530,000
SEI INVESTMENTS CO COM 784117103 1,440 43,945 SH   DFND 3 43,945 0 0
SEI INVESTMENTS CO COM 784117103 395 12,067 SH   DFND 6 12,067 0 0
SELECT COMFORT CORP COM 81616X103 79,900 3,867,383 SH   DFND 1,5 33,700 0 3,833,683
SELECT COMFORT CORP COM 81616X103 15,712 760,522 SH   DFND 6 760,522 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 61,123 2,062,166 SH   DFND 1,5 1,128,200 0 933,966
SELECT INCOME REIT COM SH BEN INT 81618T100 2,081 70,200 SH   DFND 6 70,200 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 960 32,400 SH   DFND 7 3,500 0 28,900
SELECT MED HLDGS CORP COM 81619Q105 7,652 490,500 SH   DFND 1,5 0 0 490,500
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 26,018 678,433 SH   DFND 3 678,433 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 956,515 42,063,105 SH   DFND 3 42,063,105 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 17,192 318,013 SH   DFND 3 318,013 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 389 8,782 SH   DFND 3 8,782 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 71,057 1,064,690 SH   DFND 3 1,064,690 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 680 6,795 SH   DFND 3 6,795 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 588 9,664 SH   DFND 3 9,664 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 105,182 2,357,285 SH   DFND 3 2,357,285 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,128 21,255 SH   DFND 7 21,255 0 0
SELECTIVE INS GROUP INC COM 816300107 3,258 131,800 SH   DFND 1,5 0 0 131,800
SEMGROUP CORP CL A 81663A105 14,359 182,100 SH   DFND 1,5 0 0 182,100
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 8,497 2,013,600 SH   DFND 1,5 0 0 2,013,600
SEMPRA ENERGY COM 816851109 901,166 8,606,305 SH   DFND 1,5 180,076 0 8,426,229
SEMPRA ENERGY COM 816851109 7,602 72,602 SH   DFND 2 72,602 0 0
SEMPRA ENERGY COM 816851109 4,593 43,863 SH   DFND 3 43,863 0 0
SEMPRA ENERGY COM 816851109 3,836 36,639 SH   DFND 6 36,639 0 0
SEMPRA ENERGY COM 816851109 3,998 38,180 SH   DFND 7 38,180 0 0
SEMTECH CORP COM 816850101 113,170 4,327,722 SH   DFND 1,5 0 0 4,327,722
SENIOR HSG PPTYS TR SH BEN INT 81721M109 166,326 6,847,500 SH   DFND 1,5 205,500 0 6,642,000
SENIOR HSG PPTYS TR SH BEN INT 81721M109 29,158 1,200,429 SH   DFND 6 1,200,429 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 13,064 537,847 SH   DFND 7 59,000 0 478,847
SERVICE CORP INTL COM 817565104 555,761 26,822,439 SH   DFND 1,5 59,400 0 26,763,039
SERVICE CORP INTL COM 817565104 57,745 2,786,899 SH   DFND 6 2,786,899 0 0
SERVICE CORP INTL COM 817565104 9,206 444,320 SH   DFND 7 412,740 0 31,580
SERVICE CORP INTL COM 817565104 40,918 1,974,800 SH   DFND   1,974,800 0 0
SERVICENOW INC COM 81762P102 921,630 14,874,593 SH   DFND 1,5 765,031 0 14,109,562
SERVICENOW INC COM 81762P102 702 11,323 SH   DFND 6 11,323 0 0
SERVICESOURCE INTL LLC COM 81763U100 44,090 7,601,736 SH   DFND 1,5 2,500 0 7,599,236
SERVOTRONICS INC COM 817732100 1,126 163,256 SH   DFND 1,5 3,256 0 160,000
SFX ENTMT INC COM 784178303 2,655 327,800 SH   DFND 1,5 0 0 327,800
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,564 256,001 SH   DFND   256,001 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 4,371 143,500 SH   DFND 1,5 0 0 143,500
SHERWIN WILLIAMS CO COM 824348106 561,564 2,714,050 SH   DFND 1,5 54,818 0 2,659,232
SHERWIN WILLIAMS CO COM 824348106 5,581 26,973 SH   DFND 2 26,973 0 0
SHERWIN WILLIAMS CO COM 824348106 1,622 7,840 SH   DFND 3 7,840 0 0
SHERWIN WILLIAMS CO COM 824348106 1,356 6,554 SH   DFND 6 6,554 0 0
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 94,883 83,930,000 PRN   DFND 1,5 0 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,577 300,000 SH   DFND 1,5 0 0 300,000
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 1,888 1,670,000 PRN   DFND 6 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 802,846 3,409,259 SH   DFND 1,5 0 0 3,409,259
SHIRE PLC SPONSORED ADR 82481R106 2,435 10,341 SH   DFND 6 10,341 0 0
SHUTTERSTOCK INC COM 825690100 84,331 1,016,285 SH   DFND 1,5 25,395 0 990,890
SIBANYE GOLD LTD SPONSORED ADR 825724206 12,226 1,108,406 SH   DFND 1,5 0 0 1,108,406
SIERRA WIRELESS INC COM 826516106 942 46,500 SH   DFND 1,5 0 0 46,500
SIGMA ALDRICH CORP COM 826552101 265,401 2,615,305 SH   DFND 1,5 100 0 2,615,205
SIGMA ALDRICH CORP COM 826552101 3,840 37,844 SH   DFND 2 37,844 0 0
SIGMA ALDRICH CORP COM 826552101 1,051 10,353 SH   DFND 3 10,353 0 0
SIGMA ALDRICH CORP COM 826552101 1,353 13,333 SH   DFND 6 13,333 0 0
SIGMATRON INTL INC COM 82661L101 3,303 273,851 SH   DFND 1,5 5,900 0 267,951
SIGNATURE BK NEW YORK N Y COM 82669G104 108,033 856,185 SH   DFND 1,5 57,200 0 798,985
SIGNATURE BK NEW YORK N Y COM 82669G104 500 3,959 SH   DFND 6 3,959 0 0
SIGNET JEWELERS LIMITED SHS G81276100 24,034 217,325 SH   DFND 1,5 129 0 217,196
SIGNET JEWELERS LIMITED SHS G81276100 874 7,907 SH   DFND 6 7,907 0 0
SILGAN HOLDINGS INC COM 827048109 226,389 4,454,719 SH   DFND 1,5 22,500 0 4,432,219
SILGAN HOLDINGS INC COM 827048109 55,681 1,095,656 SH   DFND   1,095,630 0 26
SILICON GRAPHICS INTL CORP COM 82706L108 49,866 5,183,540 SH   DFND 1,5 23,600 0 5,159,940
SILICON LABORATORIES INC COM 826919102 317,742 6,451,605 SH   DFND 1,5 457,100 0 5,994,505
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,491 73,000 SH   DFND 1,5 0 0 73,000
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 32,050 3,903,800 SH   DFND 1,5 0 0 3,903,800
SILVER WHEATON CORP COM 828336107 12,574 477,800 SH   DFND 1,5 0 0 477,800
SILVERCORP METALS INC COM 82835P103 30 14,300 SH   DFND 7 14,300 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,784,685 10,733,010 SH   DFND 1,5 4,821,033 0 5,911,977
SIMON PPTY GROUP INC NEW COM 828806109 16,450 98,927 SH   DFND 2 98,927 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,909 29,524 SH   DFND 3 29,524 0 0
SIMON PPTY GROUP INC NEW COM 828806109 117,856 708,778 SH   DFND 6 708,778 0 0
SIMON PPTY GROUP INC NEW COM 828806109 53,761 323,319 SH   DFND 7 34,250 0 289,069
SIMON PPTY GROUP INC NEW COM 828806109 53,022 318,870 SH   DFND   318,870 0 0
SINA CORP ORD G81477104 15,932 320,113 SH   DFND 1,5 12,150 0 307,963
SINCLAIR BROADCAST GROUP INC CL A 829226109 370,376 10,658,296 SH   DFND 1,5 157,429 0 10,500,867
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,327 38,183 SH   DFND 6 38,183 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 285 8,200 SH   DFND 7 8,200 0 0
SIRIUS XM HLDGS INC COM 82968B103 167 48,355 SH   DFND 3 48,355 0 0
SIRIUS XM HLDGS INC COM 82968B103 737 212,891 SH   DFND 6 212,891 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 18,141 220,000 SH   DFND 1,5 0 0 220,000
SIRONA DENTAL SYSTEMS INC COM 82966C103 490 5,937 SH   DFND 6 5,937 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 237 5,577 SH   DFND 6 5,577 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 34,601 1,333,885 SH   DFND 1,5 50,570 0 1,283,315
SKECHERS U S A INC CL A 830566105 204,555 4,476,036 SH   DFND 1,5 380,300 0 4,095,736
SKECHERS U S A INC CL A 830566105 11,687 255,730 SH   DFND 6 255,730 0 0
SKECHERS U S A INC CL A 830566105 1,939 42,420 SH   DFND 7 42,420 0 0
SKYWEST INC COM 830879102 11,562 946,160 SH   DFND 1,5 21,559 0 924,601
SKYWORKS SOLUTIONS INC COM 83088M102 186,152 3,964,061 SH   DFND 1,5 275,091 0 3,688,970
SKYWORKS SOLUTIONS INC COM 83088M102 690 14,683 SH   DFND 6 14,683 0 0
SL GREEN RLTY CORP COM 78440X101 578,894 5,291,049 SH   DFND 1,5 1,882,290 0 3,408,759
SL GREEN RLTY CORP COM 78440X101 43,433 396,972 SH   DFND 6 396,972 0 0
SL GREEN RLTY CORP COM 78440X101 19,143 174,967 SH   DFND 7 19,300 0 155,667
SL GREEN RLTY CORP COM 78440X101 1,810 16,540 SH   DFND   16,540 0 0
SLM CORP COM 78442P106 249,119 29,978,170 SH   DFND 1,5 1,524,800 0 28,453,370
SLM CORP COM 78442P106 424 51,004 SH   DFND 6 51,004 0 0
SM ENERGY CO COM 78454L100 112,345 1,335,846 SH   DFND 1,5 0 0 1,335,846
SM ENERGY CO COM 78454L100 456 5,418 SH   DFND 6 5,418 0 0
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 32 11,200 SH   DFND 1,5 0 0 11,200
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 84,724 948,973 SH   DFND 1,5 0 0 948,973
SMITH & WESSON HLDG CORP COM 831756101 83,279 5,727,600 SH   DFND 1,5 30,300 0 5,697,300
SMITH A O COM 831865209 283,310 5,714,199 SH   DFND 1,5 10,800 0 5,703,399
SMITH A O COM 831865209 12,003 242,093 SH   DFND 6 189,793 0 52,300
SMITH A O COM 831865209 14,740 297,300 SH   DFND 7 147,300 0 150,000
SMUCKER J M CO COM NEW 832696405 110,238 1,034,415 SH   DFND 1,5 89,042 0 945,373
SMUCKER J M CO COM NEW 832696405 3,519 33,019 SH   DFND 2 33,019 0 0
SMUCKER J M CO COM NEW 832696405 1,240 11,633 SH   DFND 3 11,633 0 0
SMUCKER J M CO COM NEW 832696405 8,812 82,687 SH   DFND 6 82,687 0 0
SMUCKER J M CO COM NEW 832696405 22,881 214,700 SH   DFND 7 214,700 0 0
SNAP ON INC COM 833034101 63,906 539,200 SH   DFND 1,5 0 0 539,200
SNAP ON INC COM 833034101 2,198 18,546 SH   DFND 2 18,546 0 0
SNAP ON INC COM 833034101 477 4,023 SH   DFND 3 4,023 0 0
SNAP ON INC COM 833034101 934 7,882 SH   DFND 6 7,882 0 0
SNAP ON INC COM 833034101 84,242 710,780 SH   DFND   710,780 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 10,483 311,994 SH   DFND 1,5 0 0 311,994
SOLARCITY CORP COM 83416T100 121,633 1,722,852 SH   DFND 1,5 8,000 0 1,714,852
SOLARCITY CORP COM 83416T100 1,847 26,167 SH   DFND 6 26,167 0 0
SOLARWINDS INC COM 83416B109 34,755 898,980 SH   DFND 1,5 3,300 0 895,680
SOLARWINDS INC COM 83416B109 11,501 297,499 SH   DFND 6 89,529 0 207,970
SOLARWINDS INC COM 83416B109 66,913 1,730,810 SH   DFND 7 1,730,810 0 0
SOLERA HOLDINGS INC COM 83421A104 215,612 3,210,904 SH   DFND 1,5 36,161 0 3,174,743
SOLERA HOLDINGS INC COM 83421A104 386 5,749 SH   DFND 6 5,749 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 27,312 1,023,700 SH   DFND 1,5 23,700 0 1,000,000
SONIC CORP COM 835451105 101,924 4,616,113 SH   DFND 1,5 97,200 0 4,518,913
SONOCO PRODS CO COM 835495102 46,832 1,066,052 SH   DFND 1,5 9,000 0 1,057,052
SONOCO PRODS CO COM 835495102 809 18,420 SH   DFND 3 18,420 0 0
SONOCO PRODS CO COM 835495102 655 14,920 SH   DFND 6 14,920 0 0
SONUS NETWORKS INC COM 835916107 35,230 9,813,267 SH   DFND 1,5 0 0 9,813,267
SONY CORP ADR NEW 835699307 391 23,300 SH   DFND 1,5 0 0 23,300
SORRENTO THERAPEUTICS INC COM NEW 83587F202 4,327 641,100 SH   DFND 1,5 0 0 641,100
SOTHEBYS COM 835898107 2,023 48,179 SH   DFND 1,5 901 0 47,278
SOUFUN HLDGS LTD ADR 836034108 11,686 1,193,700 SH   DFND 1,5 0 0 1,193,700
SOUTH JERSEY INDS INC COM 838518108 11,946 197,750 SH   DFND 6 197,750 0 0
SOUTH JERSEY INDS INC COM 838518108 4,779 79,110 SH   DFND 7 64,110 0 15,000
SOUTHERN CO COM 842587107 381,796 8,413,318 SH   DFND 1,5 486,467 0 7,926,851
SOUTHERN CO COM 842587107 12,873 283,673 SH   DFND 2 283,673 0 0
SOUTHERN CO COM 842587107 4,393 96,809 SH   DFND 3 96,809 0 0
SOUTHERN CO COM 842587107 11,596 255,532 SH   DFND 6 255,532 0 0
SOUTHERN CO COM 842587107 32,538 717,002 SH   DFND   717,002 0 0
SOUTHERN COPPER CORP COM 84265V105 11,243 370,200 SH   DFND 1,5 300 0 369,900
SOUTHERN COPPER CORP COM 84265V105 340 11,198 SH   DFND 6 11,198 0 0
SOUTHWEST AIRLS CO COM 844741108 688,858 25,646,238 SH   DFND 1,5 1,191,763 0 24,454,475
SOUTHWEST AIRLS CO COM 844741108 5,918 220,313 SH   DFND 2 220,313 0 0
SOUTHWEST AIRLS CO COM 844741108 1,544 57,493 SH   DFND 3 57,493 0 0
SOUTHWEST AIRLS CO COM 844741108 2,376 88,449 SH   DFND 6 88,449 0 0
SOUTHWEST AIRLS CO COM 844741108 5,577 207,629 SH   DFND 7 207,629 0 0
SOUTHWEST GAS CORP COM 844895102 44,172 836,756 SH   DFND 1,5 0 0 836,756
SOUTHWESTERN ENERGY CO COM 845467109 210,695 4,631,675 SH   DFND 1,5 122,175 0 4,509,500
SOUTHWESTERN ENERGY CO COM 845467109 5,115 112,434 SH   DFND 2 112,434 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,509 33,164 SH   DFND 3 33,164 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,120 46,601 SH   DFND 6 46,601 0 0
SOVRAN SELF STORAGE INC COM 84610H108 24,344 315,139 SH   DFND 1,5 0 0 315,139
SP PLUS CORP COM 78469C103 857 40,044 SH   DFND 6 40,044 0 0
SPAN AMER MED SYS INC COM 846396109 6,133 289,000 SH   DFND 1,5 7,200 0 281,800
SPANSION INC COM CL A NEW 84649R200 96,111 4,561,488 SH   DFND 1,5 11,882 0 4,549,606
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,999 11,905 SH   DFND 3 11,905 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 252 1,969 SH   DFND 3 1,969 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,224 40,801 SH   DFND   40,801 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 15,189 201,852 SH   DFND 3 201,852 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 200 4,627 SH   DFND 3 4,627 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 67,580 1,527,567 SH   DFND 3 1,527,567 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 49,711 253,988 SH   DFND 1,5 133,388 0 120,600
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,985,712 10,145,678 SH   DFND 3 10,145,678 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 23,444 119,782 SH   DFND 6 76,904 0 42,878
SPDR S&P 500 ETF TR TR UNIT 78462F103 28,216 144,167 SH   DFND 7 144,167 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,798 10,738 SH   DFND 3 10,738 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 26,109 429,500 SH   DFND 1,5 22,200 0 407,300
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 929 22,256 SH   DFND 3 22,256 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 2,103 27,494 SH   DFND 3 27,494 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 16,637 329,439 SH   DFND 3 329,439 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 241 7,344 SH   DFND 3 7,344 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 406 4,896 SH   DFND 3 4,896 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 34,367 331,088 SH   DFND 3 331,088 0 0
SPDR SERIES TRUST BRCLYS 1-3MT ETF 78464A680 228 4,979 SH   DFND 3 4,979 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 322 13,252 SH   DFND 3 13,252 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,661 39,813 SH   DFND 6 0 0 39,813
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,948 70,646 SH   DFND 7 70,646 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 218 4,316 SH   DFND 7 4,316 0 0
SPECTRA ENERGY CORP COM 847560109 193,264 4,549,535 SH   DFND 1,5 0 0 4,549,535
SPECTRA ENERGY CORP COM 847560109 9,073 213,575 SH   DFND 2 213,575 0 0
SPECTRA ENERGY CORP COM 847560109 3,060 72,037 SH   DFND 3 72,037 0 0
SPECTRA ENERGY CORP COM 847560109 4,163 98,005 SH   DFND 6 98,005 0 0
SPECTRANETICS CORP COM 84760C107 27,064 1,182,858 SH   DFND 1,5 0 0 1,182,858
SPECTRUM BRANDS HLDGS INC COM 84763R101 17,447 202,800 SH   DFND 1,5 0 0 202,800
SPECTRUM PHARMACEUTICALS INC COM 84763A108 34,489 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 11,549 342,700 SH   DFND 1,5 0 0 342,700
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 336 9,980 SH   DFND 6 9,980 0 0
SPIRIT AIRLS INC COM 848577102 510,323 8,069,630 SH   DFND 1,5 234,817 0 7,834,813
SPIRIT AIRLS INC COM 848577102 1,700 26,888 SH   DFND 6 26,888 0 0
SPIRIT AIRLS INC COM 848577102 178,014 2,814,889 SH   DFND   2,814,889 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 6,023 6,000,000 PRN   DFND 1,5 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 129,051 11,360,100 SH   DFND 1,5 9,908,700 0 1,451,400
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 5,000 5,000,000 PRN   DFND 1,5 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 5,870 516,763 SH   DFND 6 516,763 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 2,704 238,000 SH   DFND 7 22,400 0 215,600
SPLUNK INC COM 848637104 130,502 2,358,610 SH   DFND 1,5 209,900 0 2,148,710
SPLUNK INC COM 848637104 513 9,267 SH   DFND 6 9,267 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 7,134 891,763 SH   DFND 1,5 0 0 891,763
SPRINGLEAF HLDGS INC COM 85172J101 166,300 6,408,483 SH   DFND 1,5 0 0 6,408,483
SPRINGLEAF HLDGS INC COM 85172J101 48,266 1,859,980 SH   DFND 6 1,859,980 0 0
SPRINGLEAF HLDGS INC COM 85172J101 6,202 239,000 SH   DFND 7 221,690 0 17,310
SPRINT CORP COM SER 1 85207U105 79,852 9,361,313 SH   DFND 1,5 70 0 9,361,243
SPRINT CORP COM SER 1 85207U105 908 106,436 SH   DFND 6 106,436 0 0
SPROUTS FMRS MKT INC COM 85208M102 201,300 6,152,203 SH   DFND 1,5 213,994 0 5,938,209
SPROUTS FMRS MKT INC COM 85208M102 2,161 66,052 SH   DFND 6 66,052 0 0
SPS COMM INC COM 78463M107 91,879 1,454,008 SH   DFND 1,5 2,600 0 1,451,408
SPX CORP COM 784635104 70,960 655,765 SH   DFND 1,5 119 0 655,646
SPX CORP COM 784635104 693 6,408 SH   DFND 6 6,408 0 0
SQUARE 1 FINL INC CL A 85223W101 20,398 1,073,022 SH   DFND 1,5 0 0 1,073,022
SQUARE 1 FINL INC CL A 85223W101 3,994 210,091 SH   DFND 6 210,091 0 0
SQUARE 1 FINL INC CL A 85223W101 513 26,990 SH   DFND 7 26,990 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 520,292 11,765,990 SH   DFND 1,5 39,955 0 11,726,035
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,933 224,636 SH   DFND 6 224,636 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,530 147,678 SH   DFND   147,650 0 28
ST JOE CO COM 790148100 76,098 2,992,451 SH   DFND 1,5 272,316 0 2,720,135
ST JUDE MED INC COM 790849103 453,916 6,554,741 SH   DFND 1,5 190,671 0 6,364,070
ST JUDE MED INC COM 790849103 6,268 90,510 SH   DFND 2 90,510 0 0
ST JUDE MED INC COM 790849103 664 9,585 SH   DFND 3 9,585 0 0
ST JUDE MED INC COM 790849103 4,673 67,473 SH   DFND 6 67,473 0 0
STAG INDL INC COM 85254J102 44,208 1,841,217 SH   DFND 1,5 348 0 1,840,869
STAG INDL INC COM 85254J102 13,784 574,110 SH   DFND 6 574,110 0 0
STAG INDL INC COM 85254J102 3,491 145,400 SH   DFND 7 103,300 0 42,100
STAMPS COM INC COM NEW 852857200 73,636 2,185,680 SH   DFND 1,5 4,900 0 2,180,780
STANCORP FINL GROUP INC COM 852891100 122,896 1,920,255 SH   DFND 1,5 30,659 0 1,889,596
STANCORP FINL GROUP INC COM 852891100 1,061 16,581 SH   DFND 3 16,581 0 0
STANCORP FINL GROUP INC COM 852891100 29,716 464,315 SH   DFND 6 464,315 0 0
STANCORP FINL GROUP INC COM 852891100 8,632 134,880 SH   DFND 7 113,200 0 21,680
STANDARD MTR PRODS INC COM 853666105 43,286 969,018 SH   DFND 1,5 12,200 0 956,818
STANDARD PAC CORP NEW COM 85375C101 38,234 4,445,800 SH   DFND 1,5 0 0 4,445,800
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 18,099 14,400,000 PRN   DFND 1,5 0 0 0
STANDEX INTL CORP COM 854231107 38,685 519,400 SH   DFND 1,5 0 0 519,400
STANLEY BLACK & DECKER INC COM 854502101 249,624 2,842,445 SH   DFND 1,5 102,655 0 2,739,790
STANLEY BLACK & DECKER INC COM 854502101 4,364 49,697 SH   DFND 2 49,697 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,093 12,448 SH   DFND 3 12,448 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,247 48,361 SH   DFND 6 48,361 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 3,300 1,231,200 SH   DFND 1,5 31,200 0 1,200,000
STANTEC INC COM 85472N109 210,818 3,404,264 SH   DFND 1,5 49,164 0 3,355,100
STANTEC INC COM 85472N109 1,115 18,000 SH   DFND 6 9,500 0 8,500
STANTEC INC COM 85472N109 12,652 204,300 SH   DFND 7 204,300 0 0
STANTEC INC COM 85472N109 145,014 2,341,665 SH   DFND   2,167,365 0 174,300
STAPLES INC COM 855030102 521,388 48,098,563 SH   DFND 1,5 1,079,762 0 47,018,801
STAPLES INC COM 855030102 2,232 205,911 SH   DFND 2 205,911 0 0
STAPLES INC COM 855030102 201 18,535 SH   DFND 3 18,535 0 0
STAPLES INC COM 855030102 2,342 216,021 SH   DFND 6 216,021 0 0
STAPLES INC COM 855030102 25,474 2,350,000 SH   DFND   2,350,000 0 0
STARBUCKS CORP COM 855244109 3,828,465 49,476,160 SH   DFND 1,5 1,293,195 0 48,182,965
STARBUCKS CORP COM 855244109 18,550 239,724 SH   DFND 2 239,724 0 0
STARBUCKS CORP COM 855244109 9,466 122,325 SH   DFND 3 122,325 0 0
STARBUCKS CORP COM 855244109 43,789 565,894 SH   DFND 6 533,794 0 32,100
STARBUCKS CORP COM 855244109 63,210 816,880 SH   DFND 7 725,080 0 91,800
STARBUCKS CORP COM 855244109 240 3,106 SH   DFND   3,106 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 244,230 3,021,904 SH   DFND 1,5 247,304 0 2,774,600
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,941 61,140 SH   DFND 2 61,140 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,293 15,996 SH   DFND 3 15,996 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,794 22,200 SH   DFND 6 22,200 0 0
STARWOOD PPTY TR INC COM 85571B105 43,980 1,850,222 SH   DFND 1,5 222 0 1,850,000
STARWOOD PPTY TR INC COM 85571B105 772 32,460 SH   DFND 6 32,460 0 0
STARWOOD PPTY TR INC COM 85571B105 2,604 109,531 SH   DFND   109,531 0 0
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 34,038 1,298,648 SH   DFND 1,5 718 0 1,297,930
STARZ COM SER A 85571Q102 50,908 1,708,900 SH   DFND 1,5 11,700 0 1,697,200
STARZ COM SER A 85571Q102 6,903 231,736 SH   DFND 6 231,736 0 0
STARZ COM SER A 85571Q102 1,115 37,420 SH   DFND 7 37,420 0 0
STATE STR CORP COM 857477103 709,631 10,550,561 SH   DFND 1,5 136,202 0 10,414,359
STATE STR CORP COM 857477103 9,227 137,179 SH   DFND 2 137,179 0 0
STATE STR CORP COM 857477103 3,182 47,306 SH   DFND 3 47,306 0 0
STATE STR CORP COM 857477103 31,861 473,702 SH   DFND 6 454,202 0 19,500
STATE STR CORP COM 857477103 76,596 1,138,800 SH   DFND 7 1,083,100 0 55,700
STATOIL ASA SPONSORED ADR 85771P102 1,665 54,000 SH   DFND 1,5 0 0 54,000
STEALTHGAS INC SHS Y81669106 16,821 1,515,372 SH   DFND 1,5 1,400 0 1,513,972
STEEL DYNAMICS INC COM 858119100 586 32,652 SH   DFND 6 32,652 0 0
STEINER LEISURE LTD ORD P8744Y102 80,374 1,856,644 SH   DFND 1,5 39,900 0 1,816,744
STEINER LEISURE LTD ORD P8744Y102 3,969 91,683 SH   DFND 6 91,683 0 0
STEINER LEISURE LTD ORD P8744Y102 10,605 244,979 SH   DFND   244,900 0 79
STEMLINE THERAPEUTICS INC COM 85858C107 24,072 1,640,892 SH   DFND 1,5 0 0 1,640,892
STERICYCLE INC COM 858912108 343,713 2,902,493 SH   DFND 1,5 112,876 0 2,789,617
STERICYCLE INC COM 858912108 3,194 26,969 SH   DFND 2 26,969 0 0
STERICYCLE INC COM 858912108 1,356 11,453 SH   DFND 3 11,453 0 0
STERICYCLE INC COM 858912108 775 6,548 SH   DFND 6 6,548 0 0
STERICYCLE INC COM 858912108 4,521 38,175 SH   DFND 7 38,175 0 0
STERIS CORP COM 859152100 277,438 5,187,687 SH   DFND 1,5 685 0 5,187,002
STERLING BANCORP DEL COM 85917A100 14,400 1,200,000 SH   DFND 1,5 29,300 0 1,170,700
STERLING CONSTRUCTION CO INC COM 859241101 16,931 1,805,000 SH   DFND 1,5 42,800 0 1,762,200
STIFEL FINL CORP COM 860630102 21,327 450,410 SH   DFND   450,410 0 0
STONE ENERGY CORP COM 861642106 186,919 3,994,841 SH   DFND 1,5 160,400 0 3,834,441
STONERIDGE INC COM 86183P102 2,174 202,800 SH   DFND 1,5 0 0 202,800
STRATASYS LTD SHS M85548101 67,883 597,400 SH   DFND 1,5 45,107 0 552,293
STRATASYS LTD SHS M85548101 605 5,324 SH   DFND 6 5,324 0 0
STRATTEC SEC CORP COM 863111100 17,785 275,784 SH   DFND 1,5 60,684 0 215,100
STRAYER ED INC COM 863236105 525 10,000 SH   DFND 1,5 200 0 9,800
STRYKER CORP COM 863667101 389,417 4,618,324 SH   DFND 1,5 93,890 0 4,524,434
STRYKER CORP COM 863667101 7,940 94,162 SH   DFND 2 94,162 0 0
STRYKER CORP COM 863667101 3,889 46,126 SH   DFND 3 46,126 0 0
STRYKER CORP COM 863667101 2,975 35,280 SH   DFND 6 35,280 0 0
STRYKER CORP COM 863667101 2,244 26,612 SH   DFND 7 26,612 0 0
SUN CMNTYS INC COM 866674104 266,445 5,346,005 SH   DFND 1,5 1,604,568 0 3,741,437
SUN CMNTYS INC COM 866674104 9,224 185,076 SH   DFND 6 185,076 0 0
SUN HYDRAULICS CORP COM 866942105 4,823 118,800 SH   DFND 1,5 600 0 118,200
SUN LIFE FINL INC COM 866796105 153,347 4,172,065 SH   DFND 1,5 2,959,965 0 1,212,100
SUN LIFE FINL INC COM 866796105 18,712 509,100 SH   DFND 6 274,600 0 234,500
SUN LIFE FINL INC COM 866796105 7,344 199,800 SH   DFND 7 132,900 0 66,900
SUN LIFE FINL INC COM 866796105 147,399 4,010,240 SH   DFND   4,010,240 0 0
SUNCOKE ENERGY INC COM 86722A103 24,585 1,143,494 SH   DFND 1,5 0 0 1,143,494
SUNCOKE ENERGY PARTNERS L P COMUNIT REP LT 86722Y101 28,757 952,231 SH   DFND 1,5 0 0 952,231
SUNCOR ENERGY INC NEW COM 867224107 1,732,141 40,621,568 SH   DFND 1,5 3,419,314 0 37,202,254
SUNCOR ENERGY INC NEW COM 867224107 91,003 2,134,178 SH   DFND 6 928,370 0 1,205,808
SUNCOR ENERGY INC NEW COM 867224107 34,412 807,020 SH   DFND 7 622,915 0 184,105
SUNCOR ENERGY INC NEW COM 867224107 891,715 20,912,183 SH   DFND   18,174,851 0 2,737,332
SUNEDISON INC COM 86732Y109 116,278 5,145,050 SH   DFND 1,5 86,516 0 5,058,534
SUNEDISON INC COM 86732Y109 1,822 80,609 SH   DFND 6 80,609 0 0
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 17,335 1,023,913 SH   DFND 1,5 0 0 1,023,913
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 24,932 3,823,995 SH   DFND 1,5 0 0 3,823,995
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 13,005 1,994,653 SH   DFND 6 1,994,653 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,005 154,080 SH   DFND 7 154,080 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 13,496 2,069,903 SH   DFND   2,069,903 0 0
SUNOPTA INC COM 8676EP108 24,807 1,761,850 SH   DFND 1,5 250 0 1,761,600
SUNOPTA INC COM 8676EP108 18,018 1,279,661 SH   DFND 6 1,279,661 0 0
SUNOPTA INC COM 8676EP108 1,936 137,500 SH   DFND 7 137,500 0 0
SUNPOWER CORP COM 867652406 8,834 215,564 SH   DFND 1,5 300 0 215,264
SUNPOWER CORP COM 867652406 600 14,636 SH   DFND 6 14,636 0 0
SUNPOWER CORP COM 867652406 29,767 726,390 SH   DFND   726,390 0 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 10,212 388,880 SH   DFND 1,5 0 0 388,880
SUNTRUST BKS INC COM 867914103 665,791 16,619,852 SH   DFND 1,5 670,414 0 15,949,438
SUNTRUST BKS INC COM 867914103 6,797 169,680 SH   DFND 2 169,680 0 0
SUNTRUST BKS INC COM 867914103 2,515 62,780 SH   DFND 3 62,780 0 0
SUNTRUST BKS INC COM 867914103 5,008 125,017 SH   DFND 6 125,017 0 0
SUPER MICRO COMPUTER INC COM 86800U104 158,240 6,261,961 SH   DFND 1,5 62,427 0 6,199,534
SUPERIOR DRILLING PRODS INC COM 868153107 15,197 2,334,339 SH   DFND 1,5 0 0 2,334,339
SUPERIOR ENERGY SVCS INC COM 868157108 203,309 5,625,600 SH   DFND 1,5 0 0 5,625,600
SUPERIOR ENERGY SVCS INC COM 868157108 814 22,512 SH   DFND 6 22,512 0 0
SUPREME INDS INC CL A 868607102 1,374 211,320 SH   DFND 1,5 2,800 0 208,520
SURGICAL CARE AFFILIATES INC COM 86881L106 60,524 2,081,300 SH   DFND 1,5 0 0 2,081,300
SURGICAL CARE AFFILIATES INC COM 86881L106 6,567 225,810 SH   DFND 6 225,810 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1,090 37,480 SH   DFND 7 37,480 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 3,905 369,800 SH   DFND 1,5 269,800 0 100,000
SVB FINL GROUP COM 78486Q101 1,633 14,000 SH   DFND 1,5 0 0 14,000
SVB FINL GROUP COM 78486Q101 838 7,185 SH   DFND 6 7,185 0 0
SWIFT ENERGY CO COM 870738101 58,263 4,488,700 SH   DFND 1,5 108,300 0 4,380,400
SWIFT TRANSN CO CL A 87074U101 79,914 3,167,400 SH   DFND 1,5 0 0 3,167,400
SWIFT TRANSN CO CL A 87074U101 1,794 71,100 SH   DFND 6 71,100 0 0
SWS GROUP INC COM 78503N107 1,463 201,000 SH   DFND 1,5 201,000 0 0
SYKES ENTERPRISES INC COM 871237103 3,327 153,100 SH   DFND 1,5 0 0 153,100
SYMANTEC CORP COM 871503108 285,350 12,460,704 SH   DFND 1,5 1,130,545 0 11,330,159
SYMANTEC CORP COM 871503108 5,044 220,265 SH   DFND 2 220,265 0 0
SYMANTEC CORP COM 871503108 719 31,390 SH   DFND 3 31,390 0 0
SYMANTEC CORP COM 871503108 2,315 101,095 SH   DFND 6 101,095 0 0
SYMANTEC CORP COM 871503108 80,728 3,525,251 SH   DFND   3,525,251 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 354,890 3,386,354 SH   DFND 1,5 61,673 0 3,324,681
SYNAGEVA BIOPHARMA CORP COM 87159A103 19,640 187,407 SH   DFND 6 187,407 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 3,861 36,840 SH   DFND 7 35,000 0 1,840
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 213,239 6,099,502 SH   DFND 1,5 0 0 6,099,502
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 10,057 2,470,956 SH   DFND 1,5 0 0 2,470,956
SYNERGY PHARMACEUTICALS DEL *W EXP 12/06/201 871639118 495 375,000 SH   DFND 1,5 0 0 375,000
SYNERGY RES CORP COM 87164P103 12,621 952,500 SH   DFND 1,5 1,000 0 951,500
SYNNEX CORP COM 87162W100 426,863 5,859,481 SH   DFND 1,5 81,400 0 5,778,081
SYNOPSYS INC COM 871607107 273,399 7,042,727 SH   DFND 1,5 513,223 0 6,529,504
SYNOPSYS INC COM 871607107 899 23,151 SH   DFND 6 23,151 0 0
SYNOPSYS INC COM 871607107 3,777 97,290 SH   DFND 7 97,290 0 0
SYNOVUS FINL CORP COM NEW 87161C501 64,590 2,649,306 SH   DFND 1,5 0 0 2,649,306
SYNOVUS FINL CORP COM NEW 87161C501 15,276 626,574 SH   DFND 6 626,574 0 0
SYNOVUS FINL CORP COM NEW 87161C501 6,229 255,513 SH   DFND 7 209,785 0 45,728
SYNTA PHARMACEUTICALS CORP COM 87162T206 15,236 3,725,303 SH   DFND 1,5 0 0 3,725,303
SYNTEL INC COM 87162H103 47,252 549,700 SH   DFND 1,5 100 0 549,600
SYNTEL INC COM 87162H103 15,575 181,187 SH   DFND   181,174 0 13
SYSCO CORP COM 871829107 74,874 1,999,300 SH   DFND 1,5 0 0 1,999,300
SYSCO CORP COM 871829107 6,971 186,152 SH   DFND 2 186,152 0 0
SYSCO CORP COM 871829107 3,885 103,737 SH   DFND 3 103,737 0 0
SYSCO CORP COM 871829107 2,617 69,889 SH   DFND 6 69,889 0 0
T-MOBILE US INC COM 872590104 542,599 16,139,164 SH   DFND 1,5 333,150 0 15,806,014
T-MOBILE US INC COM 872590104 12,881 383,147 SH   DFND 6 340,847 0 42,300
T-MOBILE US INC COM 872590104 22,030 655,270 SH   DFND 7 533,370 0 121,900
TABLEAU SOFTWARE INC CL A 87336U105 6,127 85,900 SH   DFND 1,5 8,100 0 77,800
TABLEAU SOFTWARE INC CL A 87336U105 217 3,046 SH   DFND 6 3,046 0 0
TABLEAU SOFTWARE INC CL A 87336U105 13,127 184,030 SH   DFND   184,030 0 0
TAHOE RES INC COM 873868103 275,196 10,509,956 SH   DFND 1,5 325,055 0 10,184,901
TAHOE RES INC COM 873868103 17,801 679,852 SH   DFND 6 258,552 0 421,300
TAHOE RES INC COM 873868103 15,988 610,600 SH   DFND 7 547,300 0 63,300
TAHOE RES INC COM 873868103 219,416 8,379,650 SH   DFND   7,639,750 0 739,900
TAITRON COMPONENTS INC CL A 874028103 260 257,500 SH   DFND 1,5 6,000 0 251,500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 552,314 25,821,152 SH   DFND 1,5 956,229 0 24,864,923
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 392 18,325 SH   DFND 3 18,325 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,304 1,000,000 PRN   DFND 1,5 0 0 0
TALISMAN ENERGY INC COM 87425E103 586 55,400 SH   DFND 1,5 0 0 55,400
TALMER BANCORP INC COM 87482X101 9,248 670,645 SH   DFND 6 670,645 0 0
TALMER BANCORP INC COM 87482X101 3,462 251,080 SH   DFND 7 223,440 0 27,640
TANGER FACTORY OUTLET CTRS I COM 875465106 192,516 5,505,181 SH   DFND 1,5 3,622,881 0 1,882,300
TANGER FACTORY OUTLET CTRS I COM 875465106 327 9,343 SH   DFND 6 9,343 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 14,058 402,000 SH   DFND   402,000 0 0
TANGOE INC COM 87582Y108 30,751 2,041,900 SH   DFND 1,5 0 0 2,041,900
TARGA RES CORP COM 87612G101 304,235 2,179,800 SH   DFND 1,5 1,400 0 2,178,400
TARGA RES CORP COM 87612G101 1,206 8,638 SH   DFND 6 8,638 0 0
TARGACEPT INC COM 87611R306 1,760 390,249 SH   DFND 1,5 0 0 390,249
TARGET CORP COM 87612E106 1,540,917 26,590,461 SH   DFND 1,5 751,118 0 25,839,343
TARGET CORP COM 87612E106 11,690 201,732 SH   DFND 2 201,732 0 0
TARGET CORP COM 87612E106 4,106 70,857 SH   DFND 3 70,857 0 0
TARGET CORP COM 87612E106 32,271 556,870 SH   DFND 6 556,870 0 0
TARGET CORP COM 87612E106 20,211 348,771 SH   DFND 7 348,771 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,703 43,600 SH   DFND 1,5 0 0 43,600
TAUBMAN CTRS INC COM 876664103 123,208 1,625,222 SH   DFND 1,5 49,300 0 1,575,922
TAUBMAN CTRS INC COM 876664103 32,767 432,231 SH   DFND 6 432,231 0 0
TAUBMAN CTRS INC COM 876664103 15,200 200,500 SH   DFND 7 21,500 0 179,000
TAYLOR MORRISON HOME CORP CL A 87724P106 36,240 1,616,418 SH   DFND 1,5 0 0 1,616,418
TCF FINL CORP COM 872275102 342,947 20,949,700 SH   DFND 1,5 1,200 0 20,948,500
TCF FINL CORP COM 872275102 36,419 2,224,721 SH   DFND 6 2,224,721 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 26,606 848,676 SH   DFND 1,5 500 0 848,176
TD AMERITRADE HLDG CORP COM 87236Y108 751 23,954 SH   DFND 6 23,954 0 0
TE CONNECTIVITY LTD REG SHS H84989104 852,381 13,783,657 SH   DFND 1,5 469,596 0 13,314,061
TE CONNECTIVITY LTD REG SHS H84989104 8,049 130,156 SH   DFND 2 130,156 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,473 39,992 SH   DFND 3 39,992 0 0
TE CONNECTIVITY LTD REG SHS H84989104 18,472 298,705 SH   DFND 6 240,605 0 58,100
TE CONNECTIVITY LTD REG SHS H84989104 26,222 424,036 SH   DFND 7 256,536 0 167,500
TEAM HEALTH HOLDINGS INC COM 87817A107 150,179 3,007,190 SH   DFND 1,5 544 0 3,006,646
TEAM HEALTH HOLDINGS INC COM 87817A107 11,732 234,930 SH   DFND 6 234,930 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,920 38,440 SH   DFND 7 38,440 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 36,173 724,329 SH   DFND   724,300 0 29
TEAM INC COM 878155100 20,981 511,493 SH   DFND 6 511,493 0 0
TEAM INC COM 878155100 5,475 133,466 SH   DFND 7 110,866 0 22,600
TECH DATA CORP COM 878237106 309,205 4,945,698 SH   DFND 1,5 0 0 4,945,698
TECH DATA CORP COM 878237106 349 5,580 SH   DFND 6 5,580 0 0
TECHNE CORP COM 878377100 17,073 184,429 SH   DFND 1,5 0 0 184,429
TECHNE CORP COM 878377100 388 4,193 SH   DFND 6 4,193 0 0
TECK RESOURCES LTD CL B 878742204 5,995 262,600 SH   DFND 1,5 0 0 262,600
TECO ENERGY INC COM 872375100 1,205 65,197 SH   DFND 2 65,197 0 0
TECO ENERGY INC COM 872375100 258 13,969 SH   DFND 3 13,969 0 0
TECO ENERGY INC COM 872375100 588 31,841 SH   DFND 6 31,841 0 0
TEEKAY CORPORATION COM Y8564W103 19,424 312,029 SH   DFND 1,5 400 0 311,629
TEEKAY CORPORATION COM Y8564W103 540 8,669 SH   DFND 6 8,669 0 0
TEJON RANCH CO COM 879080109 4,948 153,700 SH   DFND 1,5 3,700 0 150,000
TELEDYNE TECHNOLOGIES INC COM 879360105 261,511 2,691,271 SH   DFND 1,5 25,736 0 2,665,535
TELEDYNE TECHNOLOGIES INC COM 879360105 12,973 133,510 SH   DFND 6 133,510 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,375 24,440 SH   DFND 7 24,440 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 45,334 26,006,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 6,336 60,000 SH   DFND 1,5 0 0 60,000
TELEFLEX INC COM 879369106 23,763 225,030 SH   DFND 6 225,030 0 0
TELEFLEX INC COM 879369106 1,958 18,540 SH   DFND 7 18,540 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 3,727 181,700 SH   DFND 1,5 0 0 181,700
TELEPHONE & DATA SYS INC COM NEW 879433829 80,765 3,093,268 SH   DFND 1,5 0 0 3,093,268
TELEPHONE & DATA SYS INC COM NEW 879433829 329 12,604 SH   DFND 6 12,604 0 0
TELETECH HOLDINGS INC COM 879939106 203 6,994 SH   DFND 1,5 0 0 6,994
TELUS CORP COM 87971M103 11,206 300,662 SH   DFND 6 4,000 0 296,662
TELUS CORP COM 87971M103 27,084 726,680 SH   DFND 7 726,680 0 0
TELUS CORP COM 87971M103 562,825 15,100,900 SH   DFND   13,125,100 0 1,975,800
TEMPUR SEALY INTL INC COM 88023U101 124,582 2,086,800 SH   DFND 1,5 88,300 0 1,998,500
TEMPUR SEALY INTL INC COM 88023U101 278 4,650 SH   DFND 6 4,650 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 196,652 4,189,434 SH   DFND 1,5 11,650 0 4,177,784
TENET HEALTHCARE CORP COM NEW 88033G407 1,460 31,097 SH   DFND 2 31,097 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 543 11,560 SH   DFND 3 11,560 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 352 7,509 SH   DFND 6 7,509 0 0
TENNECO INC COM 880349105 440,064 6,698,083 SH   DFND 1,5 193,999 0 6,504,084
TENNECO INC COM 880349105 19,676 299,480 SH   DFND 6 299,480 0 0
TENNECO INC COM 880349105 3,713 56,510 SH   DFND 7 56,510 0 0
TERADATA CORP DEL COM 88076W103 16,689 415,157 SH   DFND 1,5 0 0 415,157
TERADATA CORP DEL COM 88076W103 2,019 50,218 SH   DFND 2 50,218 0 0
TERADATA CORP DEL COM 88076W103 411 10,231 SH   DFND 3 10,231 0 0
TERADATA CORP DEL COM 88076W103 586 14,565 SH   DFND 6 14,565 0 0
TERADYNE INC COM 880770102 18,066 921,753 SH   DFND 1,5 0 0 921,753
TERADYNE INC COM 880770102 244 12,467 SH   DFND 3 12,467 0 0
TERADYNE INC COM 880770102 535 27,276 SH   DFND 6 27,276 0 0
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 24,544 9,590,000 PRN   DFND 1,5 0 0 0
TEREX CORP NEW COM 880779103 22,433 545,810 SH   DFND 1,5 39 0 545,771
TEREX CORP NEW COM 880779103 662 16,106 SH   DFND 6 16,106 0 0
TERRENO RLTY CORP COM 88146M101 84,124 4,351,968 SH   DFND 1,5 1,438,918 0 2,913,050
TERRENO RLTY CORP COM 88146M101 6,201 320,800 SH   DFND 6 320,800 0 0
TERRENO RLTY CORP COM 88146M101 2,589 133,950 SH   DFND 7 16,300 0 117,650
TESARO INC COM 881569107 38,138 1,225,894 SH   DFND 1,5 0 0 1,225,894
TESLA MTRS INC COM 88160R101 2,160,513 8,999,887 SH   DFND 1,5 300,736 0 8,699,151
TESLA MTRS INC COM 88160R101 2,122 8,840 SH   DFND 3 8,840 0 0
TESLA MTRS INC COM 88160R101 4,989 20,783 SH   DFND 6 20,783 0 0
TESLA MTRS INC COM 88160R101 35,483 147,809 SH   DFND   147,809 0 0
TESORO CORP COM 881609101 351,187 5,985,796 SH   DFND 1,5 587,300 0 5,398,496
TESORO CORP COM 881609101 2,416 41,182 SH   DFND 2 41,182 0 0
TESORO CORP COM 881609101 718 12,244 SH   DFND 3 12,244 0 0
TESORO CORP COM 881609101 901 15,351 SH   DFND 6 15,351 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 2,312 31,500 SH   DFND 1,5 0 0 31,500
TESSCO TECHNOLOGIES INC COM 872386107 16,658 525,000 SH   DFND 1,5 12,900 0 512,100
TESSERA TECHNOLOGIES INC COM 88164L100 34,994 1,584,892 SH   DFND 1,5 1,864 0 1,583,028
TESSERA TECHNOLOGIES INC COM 88164L100 8,234 372,920 SH   DFND 6 372,920 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 1,380 62,480 SH   DFND 7 62,480 0 0
TETRA TECH INC NEW COM 88162G103 391 14,200 SH   DFND 1,5 0 0 14,200
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,542 114,300 SH   DFND 1,5 0 0 114,300
TETRAPHASE PHARMACEUTICALS I COM 88165N105 21,673 2,141,645 SH   DFND 4 2,141,645 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,890,902 36,072,148 SH   DFND 1,5 611,037 0 35,461,111
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 53,759 1,025,540 SH   DFND 6 796,140 0 229,400
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 42,592 812,509 SH   DFND 7 607,509 0 205,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 96,290 1,836,900 SH   DFND   1,836,900 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 22,929 425,000 SH   DFND 1,5 0 0 425,000
TEXAS INSTRS INC COM 882508104 311,169 6,511,178 SH   DFND 1,5 408,000 0 6,103,178
TEXAS INSTRS INC COM 882508104 16,426 343,712 SH   DFND 2 343,712 0 0
TEXAS INSTRS INC COM 882508104 8,874 185,696 SH   DFND 3 185,696 0 0
TEXAS INSTRS INC COM 882508104 3,963 82,927 SH   DFND 6 82,927 0 0
TEXAS ROADHOUSE INC COM 882681109 160,661 6,179,288 SH   DFND 1,5 60,234 0 6,119,054
TEXAS ROADHOUSE INC COM 882681109 10,035 385,950 SH   DFND 6 385,950 0 0
TEXAS ROADHOUSE INC COM 882681109 3,616 139,090 SH   DFND 7 124,180 0 14,910
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 33,429 865,600 SH   DFND 1,5 0 0 865,600
TEXTRON INC COM 883203101 503,143 13,140,336 SH   DFND 1,5 234,957 0 12,905,379
TEXTRON INC COM 883203101 3,404 88,890 SH   DFND 2 88,890 0 0
TEXTRON INC COM 883203101 344 8,994 SH   DFND 3 8,994 0 0
TEXTRON INC COM 883203101 8,151 212,866 SH   DFND 6 171,966 0 40,900
TEXTRON INC COM 883203101 8,925 233,100 SH   DFND 7 115,400 0 117,700
TEXTURA CORP COM 883211104 88,229 3,732,189 SH   DFND 1,5 0 0 3,732,189
TFS FINL CORP COM 87240R107 1,824 127,900 SH   DFND 1,5 0 0 127,900
TFS FINL CORP COM 87240R107 8,250 578,543 SH   DFND 6 578,543 0 0
TFS FINL CORP COM 87240R107 1,350 94,650 SH   DFND 7 94,650 0 0
THE ADT CORPORATION COM 00101J106 105,973 3,032,986 SH   DFND 1,5 486 0 3,032,500
THE ADT CORPORATION COM 00101J106 1,939 55,487 SH   DFND 2 55,487 0 0
THE ADT CORPORATION COM 00101J106 550 15,731 SH   DFND 3 15,731 0 0
THE ADT CORPORATION COM 00101J106 3,067 87,781 SH   DFND 6 87,781 0 0
THERAPEUTICSMD INC COM 88338N107 73,732 16,681,539 SH   DFND 1,5 27,518 0 16,654,021
THERAPEUTICSMD INC COM 88338N107 55 12,500 SH   DFND   12,500 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 16,982 532,670 SH   DFND 1,5 0 0 532,670
THERAVANCE INC COM 88338T104 350,587 11,772,557 SH   DFND 1,5 92,616 0 11,679,941
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 79,597 55,180,000 PRN   DFND 1,5 0 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 2,683 1,860,000 PRN   DFND 6 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,322,789 11,210,075 SH   DFND 1,5 310,931 0 10,899,144
THERMO FISHER SCIENTIFIC INC COM 883556102 14,991 127,039 SH   DFND 2 127,039 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,095 60,130 SH   DFND 3 60,130 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 11,155 94,536 SH   DFND 6 77,086 0 17,450
THERMO FISHER SCIENTIFIC INC COM 883556102 9,694 82,152 SH   DFND 7 82,152 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 33,250 281,780 SH   DFND   281,780 0 0
THIRD PT REINS LTD COM G8827U100 13,757 901,500 SH   DFND 1,5 0 0 901,500
THIRD PT REINS LTD COM G8827U100 23,250 1,523,572 SH   DFND 6 1,523,572 0 0
THIRD PT REINS LTD COM G8827U100 1,514 99,200 SH   DFND 7 99,200 0 0
THOMPSON CREEK METALS CO INC COM 884768102 79 26,800 SH   DFND   26,800 0 0
THOMSON REUTERS CORP COM 884903105 1,946 53,442 SH   DFND 6 51,942 0 1,500
THOMSON REUTERS CORP COM 884903105 31,020 852,001 SH   DFND   852,001 0 0
THOR INDS INC COM 885160101 204 3,592 SH   DFND 6 3,592 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 6,832 1,725,169 SH   DFND 1,5 0 0 1,725,169
TIBCO SOFTWARE INC COM 88632Q103 7,141 354,047 SH   DFND 1,5 0 0 354,047
TIBCO SOFTWARE INC COM 88632Q103 267 13,257 SH   DFND 6 13,257 0 0
TIDEWATER INC COM 886423102 8,286 147,577 SH   DFND 6 147,577 0 0
TIDEWATER INC COM 886423102 2,937 52,310 SH   DFND 7 46,710 0 5,600
TIFFANY & CO NEW COM 886547108 77,012 768,200 SH   DFND 1,5 31,000 0 737,200
TIFFANY & CO NEW COM 886547108 3,543 35,340 SH   DFND 2 35,340 0 0
TIFFANY & CO NEW COM 886547108 1,634 16,300 SH   DFND 3 16,300 0 0
TIFFANY & CO NEW COM 886547108 869 8,668 SH   DFND 6 8,668 0 0
TILE SHOP HLDGS INC COM 88677Q109 4,859 317,800 SH   DFND 1,5 67,800 0 250,000
TIM HORTONS INC COM 88706M103 170,635 3,119,337 SH   DFND 1,5 123,285 0 2,996,052
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 21,353 735,552 SH   DFND 1,5 23,400 0 712,152
TIME INC NEW COM 887228104 6,789 280,315 SH   DFND 1,5 2,965 0 277,350
TIME INC NEW COM 887228104 285 11,761 SH   DFND 3 11,761 0 0
TIME WARNER CABLE INC COM 88732J207 439,092 2,980,936 SH   DFND 1,5 249,629 0 2,731,307
TIME WARNER CABLE INC COM 88732J207 13,069 88,722 SH   DFND 2 88,722 0 0
TIME WARNER CABLE INC COM 88732J207 5,770 39,175 SH   DFND 3 39,175 0 0
TIME WARNER CABLE INC COM 88732J207 4,235 28,751 SH   DFND 6 28,751 0 0
TIME WARNER CABLE INC COM 88732J207 5,399 36,650 SH   DFND 7 36,650 0 0
TIME WARNER INC COM NEW 887317303 652,288 9,285,243 SH   DFND 1,5 216 0 9,285,027
TIME WARNER INC COM NEW 887317303 19,733 280,898 SH   DFND 2 280,898 0 0
TIME WARNER INC COM NEW 887317303 10,208 145,310 SH   DFND 3 145,310 0 0
TIME WARNER INC COM NEW 887317303 33,696 479,661 SH   DFND 6 454,511 0 25,150
TIME WARNER INC COM NEW 887317303 47,297 673,262 SH   DFND 7 673,262 0 0
TIMKEN CO COM 887389104 59,720 880,300 SH   DFND 1,5 1,500 0 878,800
TIMKEN CO COM 887389104 788 11,618 SH   DFND 6 11,618 0 0
TIMMINS GOLD CORP COM 88741P103 219 122,600 SH   DFND 1,5 0 0 122,600
TITAN MACHY INC COM 88830R101 47,000 2,855,429 SH   DFND 1,5 27,000 0 2,828,429
TIVO INC COM 888706108 9,635 746,341 SH   DFND 1,5 129,141 0 617,200
TJX COS INC NEW COM 872540109 3,298,336 62,057,126 SH   DFND 1,5 1,347,270 0 60,709,856
TJX COS INC NEW COM 872540109 11,853 223,010 SH   DFND 2 223,010 0 0
TJX COS INC NEW COM 872540109 6,472 121,768 SH   DFND 3 121,768 0 0
TJX COS INC NEW COM 872540109 58,430 1,099,344 SH   DFND 6 701,769 0 397,575
TJX COS INC NEW COM 872540109 218,329 4,107,790 SH   DFND 7 3,991,090 0 116,700
TOLL BROTHERS INC COM 889478103 65,432 1,773,212 SH   DFND 1,5 66,212 0 1,707,000
TOLL BROTHERS INC COM 889478103 959 25,977 SH   DFND 6 25,977 0 0
TORCHMARK CORP COM 891027104 121,565 1,483,950 SH   DFND 1,5 70,850 0 1,413,100
TORCHMARK CORP COM 891027104 2,291 27,963 SH   DFND 2 27,963 0 0
TORCHMARK CORP COM 891027104 1,121 13,688 SH   DFND 3 13,688 0 0
TORCHMARK CORP COM 891027104 1,052 12,839 SH   DFND 6 12,839 0 0
TORNIER N V SHS N87237108 24,315 1,040,000 SH   DFND 1,5 0 0 1,040,000
TORO CO COM 891092108 261 4,110 SH   DFND 6 4,110 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 309,644 6,015,036 SH   DFND 1,5 101,936 0 5,913,100
TORONTO DOMINION BK ONT COM NEW 891160509 113,057 2,196,200 SH   DFND 6 768,060 0 1,428,140
TORONTO DOMINION BK ONT COM NEW 891160509 105,794 2,055,106 SH   DFND 7 1,867,660 0 187,446
TORONTO DOMINION BK ONT COM NEW 891160509 2,560,291 49,735,281 SH   DFND   44,769,981 0 4,965,300
TOTAL S A SPONSORED ADR 89151E109 36,143 500,600 SH   DFND 1,5 0 0 500,600
TOTAL S A SPONSORED ADR 89151E109 729 10,096 SH   DFND 3 10,096 0 0
TOTAL SYS SVCS INC COM 891906109 553,558 17,623,637 SH   DFND 1,5 909,510 0 16,714,127
TOTAL SYS SVCS INC COM 891906109 1,661 52,890 SH   DFND 2 52,890 0 0
TOTAL SYS SVCS INC COM 891906109 677 21,557 SH   DFND 3 21,557 0 0
TOTAL SYS SVCS INC COM 891906109 57,063 1,816,704 SH   DFND 6 1,765,504 0 51,200
TOTAL SYS SVCS INC COM 891906109 40,205 1,280,011 SH   DFND 7 1,117,221 0 162,790
TOWERS WATSON & CO CL A 891894107 498,667 4,784,292 SH   DFND 1,5 6,596 0 4,777,696
TOWERS WATSON & CO CL A 891894107 2,767 26,544 SH   DFND 6 26,544 0 0
TOWERSTREAM CORP COM 892000100 19,311 9,954,173 SH   DFND 1,5 0 0 9,954,173
TOWN SPORTS INTL HLDGS INC COM 89214A102 3,752 564,202 SH   DFND 1,5 0 0 564,202
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 35,073 293,108 SH   DFND 1,5 3,511 0 289,597
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 534 4,462 SH   DFND 3 4,462 0 0
TPG SPECIALTY LENDING INC COM 87265K102 103,875 4,758,356 SH   DFND 1,5 135,850 0 4,622,506
TPG SPECIALTY LENDING INC COM 87265K102 821 37,619 SH   DFND 6 37,619 0 0
TRACTOR SUPPLY CO COM 892356106 118,390 1,960,100 SH   DFND 1,5 0 0 1,960,100
TRACTOR SUPPLY CO COM 892356106 2,664 44,102 SH   DFND 2 44,102 0 0
TRACTOR SUPPLY CO COM 892356106 639 10,582 SH   DFND 6 10,582 0 0
TRANSCANADA CORP COM 89353D107 104,604 2,191,600 SH   DFND 1,5 0 0 2,191,600
TRANSCANADA CORP COM 89353D107 243,140 5,094,102 SH   DFND   5,094,102 0 0
TRANSDIGM GROUP INC COM 893641100 478,016 2,857,920 SH   DFND 1,5 32,358 0 2,825,562
TRANSDIGM GROUP INC COM 893641100 688 4,112 SH   DFND 6 4,112 0 0
TRANSGENOMIC INC COM NEW 89365K305 1,115 298,998 SH   DFND 1,5 0 0 298,998
TRANSGLOBE ENERGY CORP COM 893662106 48,769 6,496,800 SH   DFND   6,496,700 0 100
TRANSITION THERAPEUTICS INC COM NEW 893716209 27,615 4,109,435 SH   DFND 1,5 262,704 0 3,846,731
TRANSOCEAN LTD REG SHS H8817H100 31,548 700,600 SH   DFND 1,5 2,400 0 698,200
TRANSOCEAN LTD REG SHS H8817H100 4,879 108,356 SH   DFND 2 108,356 0 0
TRANSOCEAN LTD REG SHS H8817H100 317 7,039 SH   DFND 3 7,039 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,009 66,950 SH   DFND 7 66,950 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,035,966 11,012,709 SH   DFND 1,5 127,338 0 10,885,371
TRAVELERS COMPANIES INC COM 89417E109 10,409 110,650 SH   DFND 2 110,650 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,990 74,304 SH   DFND 3 74,304 0 0
TRAVELERS COMPANIES INC COM 89417E109 18,510 196,768 SH   DFND 6 171,468 0 25,300
TRAVELERS COMPANIES INC COM 89417E109 20,282 215,605 SH   DFND 7 142,905 0 72,700
TREEHOUSE FOODS INC COM 89469A104 6,772 84,580 SH   DFND 1,5 0 0 84,580
TRIMAS CORP COM NEW 896215209 95,330 2,500,130 SH   DFND 1,5 9,800 0 2,490,330
TRIMAS CORP COM NEW 896215209 17,629 462,329 SH   DFND 6 462,329 0 0
TRIMAS CORP COM NEW 896215209 1,458 38,240 SH   DFND 7 38,240 0 0
TRIMBLE NAVIGATION LTD COM 896239100 502,783 13,607,126 SH   DFND 1,5 252,203 0 13,354,923
TRIMBLE NAVIGATION LTD COM 896239100 234 6,337 SH   DFND 3 6,337 0 0
TRIMBLE NAVIGATION LTD COM 896239100 746 20,186 SH   DFND 6 20,186 0 0
TRINET GROUP INC COM 896288107 2,968 123,310 SH   DFND 6 123,310 0 0
TRINET GROUP INC COM 896288107 575 23,870 SH   DFND 7 23,870 0 0
TRINITY BIOTECH PLC SPON ADR NEW 896438306 9,304 403,991 SH   DFND 1,5 0 0 403,991
TRINITY INDS INC COM 896522109 630 14,420 SH   DFND 6 14,420 0 0
TRINSEO S A SHS L9340P101 6,469 311,000 SH   DFND 1,5 0 0 311,000
TRINSEO S A SHS L9340P101 3,120 150,000 SH   DFND 6 150,000 0 0
TRIO TECH INTL COM NEW 896712205 955 287,500 SH   DFND 1,5 7,500 0 280,000
TRIPADVISOR INC COM 896945201 1,282,446 11,802,372 SH   DFND 1,5 393,639 0 11,408,733
TRIPADVISOR INC COM 896945201 3,850 35,433 SH   DFND 2 35,433 0 0
TRIPADVISOR INC COM 896945201 634 5,838 SH   DFND 3 5,838 0 0
TRIPADVISOR INC COM 896945201 940 8,651 SH   DFND 6 8,651 0 0
TRIPADVISOR INC COM 896945201 31,995 294,455 SH   DFND   294,410 0 45
TRIPLE-S MGMT CORP CL B 896749108 45,684 2,547,934 SH   DFND 1,5 111,800 0 2,436,134
TRIQUINT SEMICONDUCTOR INC COM 89674K103 30,099 1,903,800 SH   DFND 1,5 320,700 0 1,583,100
TRIQUINT SEMICONDUCTOR INC COM 89674K103 198 12,500 SH   DFND 6 12,500 0 0
TRIUMPH GROUP INC NEW COM 896818101 149,523 2,141,548 SH   DFND 1,5 249,056 0 1,892,492
TRIUMPH GROUP INC NEW COM 896818101 12,746 182,548 SH   DFND 6 163,898 0 18,650
TRIUMPH GROUP INC NEW COM 896818101 33,953 486,300 SH   DFND 7 470,800 0 15,500
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 22,804 1,464,611 SH   DFND 1,5 0 0 1,464,611
TRONOX LTD SHS CL A Q9235V101 125,489 4,665,013 SH   DFND 1,5 60,537 0 4,604,476
TRONOX LTD SHS CL A Q9235V101 8,821 327,905 SH   DFND 6 327,905 0 0
TRONOX LTD SHS CL A Q9235V101 1,404 52,200 SH   DFND 7 52,200 0 0
TRUECAR INC COM 89785L107 7,264 491,500 SH   DFND 1,5 0 0 491,500
TRULIA INC COM 897888103 80,692 1,703,089 SH   DFND 1,5 300 0 1,702,789
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 285,215 3,186,044 SH   DFND 1,5 63,272 0 3,122,772
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 34,083 380,726 SH   DFND 6 264,236 0 116,490
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 94,039 1,050,478 SH   DFND 7 1,042,458 0 8,020
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 11,273 1,685,000 SH   DFND 1,5 23,500 0 1,661,500
TTM TECHNOLOGIES INC COM 87305R109 84,720 10,331,712 SH   DFND 1,5 0 0 10,331,712
TUPPERWARE BRANDS CORP COM 899896104 269,720 3,222,462 SH   DFND 1,5 82 0 3,222,380
TUPPERWARE BRANDS CORP COM 899896104 55,308 660,784 SH   DFND 6 651,764 0 9,020
TUPPERWARE BRANDS CORP COM 899896104 10,588 126,500 SH   DFND 7 102,890 0 23,610
TURQUOISE HILL RES LTD COM 900435108 1,459 436,050 SH   DFND 1,5 0 0 436,050
TUTOR PERINI CORP COM 901109108 62,973 1,984,015 SH   DFND 1,5 15,200 0 1,968,815
TW TELECOM INC COM 87311L104 44,103 1,094,087 SH   DFND 1,5 395 0 1,093,692
TW TELECOM INC COM 87311L104 439 10,891 SH   DFND 6 10,891 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,008,994 28,705,389 SH   DFND 1,5 332,625 0 28,372,764
TWENTY FIRST CENTY FOX INC CL A 90130A101 21,431 609,713 SH   DFND 2 609,713 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,559 186,597 SH   DFND 3 186,597 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 30,179 858,568 SH   DFND 6 798,768 0 59,800
TWENTY FIRST CENTY FOX INC CL A 90130A101 50,170 1,427,306 SH   DFND 7 1,256,406 0 170,900
TWENTY FIRST CENTY FOX INC CL A 90130A101 267 7,600 SH   DFND   7,600 0 0
TWITTER INC COM 90184L102 80,240 1,958,499 SH   DFND 1,5 13,920 0 1,944,579
TWITTER INC COM 90184L102 2,798 68,303 SH   DFND 6 68,303 0 0
TWO HBRS INVT CORP COM 90187B101 129,187 12,327,047 SH   DFND 1,5 106,986 0 12,220,061
TWO HBRS INVT CORP COM 90187B101 918 87,607 SH   DFND 6 87,607 0 0
TYCO INTERNATIONAL LTD SHS H89128104 27,279 598,224 SH   DFND 1,5 2,200 0 596,024
TYCO INTERNATIONAL LTD SHS H89128104 6,698 146,891 SH   DFND 2 146,891 0 0
TYCO INTERNATIONAL LTD SHS H89128104 3,228 70,791 SH   DFND 3 70,791 0 0
TYCO INTERNATIONAL LTD SHS H89128104 1,775 38,917 SH   DFND 6 38,917 0 0
TYSON FOODS INC CL A 902494103 77,013 2,051,493 SH   DFND 1,5 138,945 0 1,912,548
TYSON FOODS INC CL A 902494103 3,290 87,651 SH   DFND 2 87,651 0 0
TYSON FOODS INC CL A 902494103 1,415 37,682 SH   DFND 3 37,682 0 0
TYSON FOODS INC CL A 902494103 1,518 40,450 SH   DFND 6 40,450 0 0
TYSON FOODS INC CL A 902494103 6,353 169,220 SH   DFND 7 169,220 0 0
U M H PROPERTIES INC CV RED PFD-A 903002202 18,772 710,000 SH   DFND 1,5 0 0 710,000
U S CONCRETE INC COM NEW 90333L201 8,135 328,687 SH   DFND 6 328,687 0 0
U S CONCRETE INC COM NEW 90333L201 683 27,610 SH   DFND 7 27,610 0 0
U S G CORP COM NEW 903293405 216 7,166 SH   DFND 6 7,166 0 0
U S PHYSICAL THERAPY INC COM 90337L108 20,491 599,326 SH   DFND 1,5 12,451 0 586,875
U S PHYSICAL THERAPY INC COM 90337L108 4,996 146,124 SH   DFND 6 146,124 0 0
U S PHYSICAL THERAPY INC COM 90337L108 837 24,470 SH   DFND 7 24,470 0 0
U S SILICA HLDGS INC COM 90346E103 244 4,410 SH   DFND 3 4,410 0 0
UAL CORP NOTE 6.000%10/1 902549AJ3 17,037 3,600,000 PRN   DFND 1,5 0 0 0
UBS AG SHS NEW H89231338 1,026,651 56,014,370 SH   DFND 1,5 965,486 0 55,048,884
UBS AG SHS NEW H89231338 2,346 127,955 SH   DFND 2 0 0 127,955
UBS AG SHS NEW H89231338 240,607 13,123,188 SH   DFND 6 7,060,923 0 6,062,265
UBS AG SHS NEW H89231338 152,948 8,342,099 SH   DFND 7 5,408,804 0 2,933,295
UDR INC COM 902653104 350,066 12,227,252 SH   DFND 1,5 6,003,011 0 6,224,241
UDR INC COM 902653104 21,954 766,816 SH   DFND 6 766,816 0 0
UDR INC COM 902653104 10,003 349,400 SH   DFND 7 36,800 0 312,600
UFP TECHNOLOGIES INC COM 902673102 482 20,000 SH   DFND 1,5 20,000 0 0
UGI CORP NEW COM 902681105 10,384 205,630 SH   DFND 1,5 0 0 205,630
UGI CORP NEW COM 902681105 849 16,817 SH   DFND 6 16,817 0 0
UIL HLDG CORP COM 902748102 136,884 3,536,129 SH   DFND 1,5 0 0 3,536,129
ULTA SALON COSMETCS & FRAG I COM 90384S303 268,855 2,941,200 SH   DFND 1,5 2,900 0 2,938,300
ULTA SALON COSMETCS & FRAG I COM 90384S303 451 4,929 SH   DFND 6 4,929 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 251,755 1,822,064 SH   DFND 1,5 40,442 0 1,781,622
ULTRA PETROLEUM CORP COM 903914109 110,352 3,716,794 SH   DFND 1,5 0 0 3,716,794
ULTRA PETROLEUM CORP COM 903914109 586 19,744 SH   DFND 6 19,744 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 56,052 1,248,653 SH   DFND 1,5 300 0 1,248,353
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 68,465 3,260,240 SH   DFND 4 3,260,240 0 0
ULTRAPETROL BAHAMAS LTD COM P94398107 16,860 5,676,819 SH   DFND 1,5 0 0 5,676,819
ULTRATECH INC COM 904034105 13,520 609,566 SH   DFND 1,5 0 0 609,566
ULTRATECH INC COM 904034105 12,240 551,840 SH   DFND 6 551,840 0 0
ULTRATECH INC COM 904034105 3,358 151,390 SH   DFND 7 139,830 0 11,560
UMB FINL CORP COM 902788108 68,870 1,086,455 SH   DFND 1,5 0 0 1,086,455
UMPQUA HLDGS CORP COM 904214103 11,587 646,605 SH   DFND 1,5 0 0 646,605
UNDER ARMOUR INC CL A 904311107 1,197,674 20,132,356 SH   DFND 1,5 652,088 0 19,480,268
UNDER ARMOUR INC CL A 904311107 3,068 51,577 SH   DFND 2 51,577 0 0
UNDER ARMOUR INC CL A 904311107 600 10,094 SH   DFND 3 10,094 0 0
UNDER ARMOUR INC CL A 904311107 794 13,342 SH   DFND 6 13,342 0 0
UNIFIRST CORP MASS COM 904708104 30,581 288,500 SH   DFND 1,5 0 0 288,500
UNILEVER N V N Y SHS NEW 904784709 24,220 553,472 SH   DFND 1,5 0 0 553,472
UNILEVER N V N Y SHS NEW 904784709 792 18,092 SH   DFND 3 18,092 0 0
UNILEVER PLC SPON ADR NEW 904767704 1,647 36,357 SH   DFND 3 36,357 0 0
UNION PAC CORP COM 907818108 3,709,743 37,190,409 SH   DFND 1,5 1,399,697 0 35,790,712
UNION PAC CORP COM 907818108 28,773 288,453 SH   DFND 2 288,453 0 0
UNION PAC CORP COM 907818108 12,244 122,744 SH   DFND 3 122,744 0 0
UNION PAC CORP COM 907818108 36,191 362,821 SH   DFND 6 342,721 0 20,100
UNION PAC CORP COM 907818108 44,987 451,000 SH   DFND 7 419,760 0 31,240
UNIQURE NV SHS N90064101 20,759 1,527,533 SH   DFND 1,5 6,900 0 1,520,633
UNIQURE NV SHS N90064101 3,072 226,040 SH   DFND 6 226,040 0 0
UNISYS CORP COM NEW 909214306 79,123 3,198,197 SH   DFND 1,5 8,800 0 3,189,397
UNISYS CORP COM NEW 909214306 16,446 664,734 SH   DFND 6 664,734 0 0
UNISYS CORP COM NEW 909214306 1,550 62,660 SH   DFND 7 62,660 0 0
UNIT CORP COM 909218109 243,596 3,539,100 SH   DFND 1,5 81,000 0 3,458,100
UNIT CORP COM 909218109 487 7,080 SH   DFND 6 7,080 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 19,529 1,193,000 SH   DFND 1,5 0 0 1,193,000
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 13,771 841,259 SH   DFND 6 841,259 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1,195 73,000 SH   DFND 7 73,000 0 0
UNITED CONTL HLDGS INC COM 910047109 653,193 15,904,389 SH   DFND 1,5 825,568 0 15,078,821
UNITED CONTL HLDGS INC COM 910047109 1,742 42,419 SH   DFND 6 42,419 0 0
UNITED FINL BANCORP INC NEW COM 910304104 11,048 815,344 SH   DFND 1,5 0 0 815,344
UNITED NAT FOODS INC COM 911163103 89,196 1,370,142 SH   DFND 1,5 0 0 1,370,142
UNITED PARCEL SERVICE INC CL B 911312106 1,633,214 15,908,964 SH   DFND 1,5 606,932 0 15,302,032
UNITED PARCEL SERVICE INC CL B 911312106 23,043 224,457 SH   DFND 2 224,457 0 0
UNITED PARCEL SERVICE INC CL B 911312106 10,381 101,119 SH   DFND 3 101,119 0 0
UNITED PARCEL SERVICE INC CL B 911312106 47,199 459,758 SH   DFND 6 307,198 0 152,560
UNITED PARCEL SERVICE INC CL B 911312106 148,373 1,445,288 SH   DFND 7 1,445,288 0 0
UNITED PARCEL SERVICE INC CL B 911312106 15,563 151,601 SH   DFND   151,601 0 0
UNITED RENTALS INC COM 911363109 285,503 2,726,082 SH   DFND 1,5 42,409 0 2,683,673
UNITED RENTALS INC COM 911363109 2,120 20,247 SH   DFND 6 20,247 0 0
UNITED RENTALS INC COM 911363109 388 3,700 SH   DFND 7 3,700 0 0
UNITED STATES CELLULAR CORP COM 911684108 5,806 142,300 SH   DFND 1,5 0 0 142,300
UNITED STATES STL CORP NEW COM 912909108 1,200 46,079 SH   DFND 2 46,079 0 0
UNITED STATES STL CORP NEW COM 912909108 660 25,342 SH   DFND 3 25,342 0 0
UNITED STATES STL CORP NEW COM 912909108 551 21,144 SH   DFND 6 21,144 0 0
UNITED STATIONERS INC COM 913004107 244,982 5,907,442 SH   DFND 1,5 56,500 0 5,850,942
UNITED TECHNOLOGIES CORP COM 913017109 2,904,606 25,158,996 SH   DFND 1,5 660,113 0 24,498,883
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 39,199 601,300 SH   DFND 1,5 228,500 0 372,800
UNITED TECHNOLOGIES CORP COM 913017109 31,007 268,573 SH   DFND 2 268,573 0 0
UNITED TECHNOLOGIES CORP COM 913017109 10,340 89,567 SH   DFND 3 89,567 0 0
UNITED TECHNOLOGIES CORP COM 913017109 71,210 616,807 SH   DFND 6 559,377 0 57,430
UNITED TECHNOLOGIES CORP COM 913017109 228,582 1,979,920 SH   DFND 7 1,844,008 0 135,912
UNITED TECHNOLOGIES CORP COM 913017109 19,408 168,106 SH   DFND   168,106 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 397,469 4,491,678 SH   DFND 1,5 181,306 0 4,310,372
UNITED THERAPEUTICS CORP DEL COM 91307C102 342 3,863 SH   DFND 6 3,863 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4,670,370 57,129,913 SH   DFND 1,5 1,584,760 0 55,545,153
UNITEDHEALTH GROUP INC COM 91324P102 25,508 312,030 SH   DFND 2 312,030 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,526 92,055 SH   DFND 3 92,055 0 0
UNITEDHEALTH GROUP INC COM 91324P102 19,167 234,457 SH   DFND 6 234,457 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,023 110,376 SH   DFND 7 110,376 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 9,068 1,088,615 SH   DFND 1,5 38,615 0 1,050,000
UNIVERSAL CORP VA COM 913456109 36,531 660,000 SH   DFND 1,5 0 0 660,000
UNIVERSAL ELECTRS INC COM 913483103 10,143 207,514 SH   DFND 1,5 0 0 207,514
UNIVERSAL FST PRODS INC COM 913543104 7,955 164,797 SH   DFND 1,5 31,297 0 133,500
UNIVERSAL HLTH SVCS INC CL B 913903100 314,265 3,281,800 SH   DFND 1,5 28,900 0 3,252,900
UNIVERSAL HLTH SVCS INC CL B 913903100 7,125 74,400 SH   DFND 6 74,400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,004 10,480 SH   DFND 7 10,480 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,098 241,255 SH   DFND 1,5 6,000 0 235,255
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 16,777 661,555 SH   DFND 1,5 11,100 0 650,455
UNS ENERGY CORP COM 903119105 226,471 3,748,897 SH   DFND   3,748,897 0 0
UNUM GROUP COM 91529Y106 654,583 18,831,498 SH   DFND 1,5 389,198 0 18,442,300
UNUM GROUP COM 91529Y106 2,849 81,970 SH   DFND 2 81,970 0 0
UNUM GROUP COM 91529Y106 685 19,717 SH   DFND 3 19,717 0 0
UNUM GROUP COM 91529Y106 1,309 37,645 SH   DFND 6 37,645 0 0
URBAN OUTFITTERS INC COM 917047102 199,686 5,897,400 SH   DFND 1,5 68,800 0 5,828,600
URBAN OUTFITTERS INC COM 917047102 1,099 32,461 SH   DFND 2 32,461 0 0
URBAN OUTFITTERS INC COM 917047102 511 15,098 SH   DFND 3 15,098 0 0
URBAN OUTFITTERS INC COM 917047102 351 10,372 SH   DFND 6 10,372 0 0
URS CORP NEW COM 903236107 207,906 4,534,476 SH   DFND 1,5 126,876 0 4,407,600
URS CORP NEW COM 903236107 463 10,093 SH   DFND 6 10,093 0 0
US BANCORP DEL COM NEW 902973304 3,881,083 89,591,020 SH   DFND 1,5 2,246,509 0 87,344,511
US BANCORP DEL COM NEW 902973304 25,040 578,022 SH   DFND 2 578,022 0 0
US BANCORP DEL COM NEW 902973304 8,954 206,697 SH   DFND 3 206,697 0 0
US BANCORP DEL COM NEW 902973304 38,488 888,447 SH   DFND 6 793,947 0 94,500
US BANCORP DEL COM NEW 902973304 31,889 736,126 SH   DFND 7 466,426 0 269,700
US ECOLOGY INC COM 91732J102 32,732 668,692 SH   DFND 1,5 34,355 0 634,337
USA MOBILITY INC COM 90341G103 308 20,000 SH   DFND 1,5 0 0 20,000
USANA HEALTH SCIENCES INC COM 90328M107 126,978 1,625,000 SH   DFND 1,5 610,000 0 1,015,000
UTAH MED PRODS INC COM 917488108 21,862 425,000 SH   DFND 1,5 10,600 0 414,400
UTI WORLDWIDE INC ORD G87210103 41,941 4,056,158 SH   DFND 1,5 34,292 0 4,021,866
UTI WORLDWIDE INC ORD G87210103 568 54,900 SH   DFND 6 54,900 0 0
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 195 66,666 SH   DFND 1,5 0 0 66,666
V F CORP COM 918204108 476,627 7,565,514 SH   DFND 1,5 196,700 0 7,368,814
V F CORP COM 918204108 6,906 109,626 SH   DFND 2 109,626 0 0
V F CORP COM 918204108 1,978 31,392 SH   DFND 3 31,392 0 0
V F CORP COM 918204108 10,104 160,381 SH   DFND 6 128,581 0 31,800
V F CORP COM 918204108 14,750 234,120 SH   DFND 7 142,020 0 92,100
VAIL RESORTS INC COM 91879Q109 55,093 713,827 SH   DFND 1,5 0 0 713,827
VALE S A ADR 91912E105 7,610 575,200 SH   DFND 1,5 24,707 0 550,493
VALE S A ADR REPSTG PFD 91912E204 167,898 14,109,100 SH   DFND 1,5 467,725 0 13,641,375
VALEANT PHARMACEUTICALS INTL COM 91911K102 876,379 6,930,045 SH   DFND 1,5 1,076,876 0 5,853,169
VALEANT PHARMACEUTICALS INTL COM 91911K102 56,631 448,282 SH   DFND 6 269,372 0 178,910
VALEANT PHARMACEUTICALS INTL COM 91911K102 93,938 743,684 SH   DFND 7 725,439 0 18,245
VALEANT PHARMACEUTICALS INTL COM 91911K102 767,607 6,069,922 SH   DFND   5,387,922 0 682,000
VALERO ENERGY CORP NEW COM 91913Y100 627,121 12,517,388 SH   DFND 1,5 288,152 0 12,229,236
VALERO ENERGY CORP NEW COM 91913Y100 8,513 169,929 SH   DFND 2 169,929 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,541 50,727 SH   DFND 3 50,727 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,929 98,379 SH   DFND 6 98,379 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,938 78,593 SH   DFND 7 78,593 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 182,939 3,636,240 SH   DFND 1,5 0 0 3,636,240
VALIDUS HOLDINGS LTD COM SHS G9319H102 135,759 3,550,189 SH   DFND 1,5 44,100 0 3,506,089
VALIDUS HOLDINGS LTD COM SHS G9319H102 508 13,275 SH   DFND 6 13,275 0 0
VALLEY NATL BANCORP COM 919794107 30,706 3,098,483 SH   DFND 1,5 141,783 0 2,956,700
VALLEY NATL BANCORP COM 919794107 397 40,107 SH   DFND 6 40,107 0 0
VALMONT INDS INC COM 920253101 443,815 2,920,796 SH   DFND 1,5 119,823 0 2,800,973
VALMONT INDS INC COM 920253101 1,372 9,029 SH   DFND 6 9,029 0 0
VALSPAR CORP COM 920355104 492 6,462 SH   DFND 6 6,462 0 0
VANDA PHARMACEUTICALS INC COM 921659108 73,934 4,569,496 SH   DFND 1,5 1,028 0 4,568,468
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 5,229 63,600 SH   DFND 7 63,600 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 252,281 2,580,877 SH   DFND 3 2,580,877 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 766 6,538 SH   DFND 3 6,538 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 151,127 1,866,913 SH   DFND 3 1,866,913 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 387 3,052 SH   DFND 3 3,052 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 10,323 102,186 SH   DFND 3 102,186 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 660 7,549 SH   DFND 3 7,549 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 548 3,051 SH   DFND 3 3,051 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 864 8,193 SH   DFND 3 8,193 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 2,100 23,467 SH   DFND 3 23,467 0 0
VANGUARD INDEX FDS REIT ETF 922908553 86,387 1,154,295 SH   DFND 3 1,154,295 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,549 17,855 SH   DFND 3 17,855 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 278 2,891 SH   DFND 3 2,891 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 1,261 10,650 SH   DFND 3 10,650 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,525 20,378 SH   DFND 6 0 0 20,378
VANGUARD INDEX FDS VALUE ETF 922908744 2,745 33,907 SH   DFND 7 33,907 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,420 45,700 SH   DFND 7 45,700 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,686 178,200 SH   DFND 1,5 16,000 0 162,200
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 13,147 219,300 SH   DFND 1,5 35,000 0 184,300
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 873 14,110 SH   DFND 3 14,110 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 459,644 7,667,122 SH   DFND 3 7,667,122 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 245 3,964 SH   DFND 3 3,964 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 2,033 39,060 SH   DFND 3 39,060 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,407 32,633 SH   DFND 3 32,633 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,169 50,300 SH   DFND 7 50,300 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 8,529 94,500 SH   DFND 6 94,500 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 1,787 19,800 SH   DFND 7 19,800 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 2,763 35,446 SH   DFND 3 35,446 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 423 7,834 SH   DFND 3 7,834 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,023 47,503 SH   DFND 3 47,503 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 4,718 110,767 SH   DFND 7 110,767 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 1,155 17,410 SH   DFND 3 17,410 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 21,423 221,335 SH   DFND 3 221,335 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 200 1,725 SH   DFND 3 1,725 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 221 1,981 SH   DFND 3 1,981 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 261 5,619 SH   DFND 3 5,619 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 1,092 9,999 SH   DFND 7 9,999 0 0
VANGUARD WORLD FDS MATERIALS ETF 92204A801 1,309 11,709 SH   DFND 7 11,709 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 2,001 19,197 SH   DFND 7 19,197 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 1,901 17,025 SH   DFND 7 17,025 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 50,945 26,533,684 SH   DFND 1,5 0 0 26,533,684
VANTAGE DRILLING COMPANY ORD SHS G93205113 2,549 1,327,370 SH   DFND 6 1,327,370 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 428 222,800 SH   DFND 7 222,800 0 0
VANTIV INC CL A 92210H105 64,803 1,927,500 SH   DFND 1,5 14,600 0 1,912,900
VANTIV INC CL A 92210H105 20,686 615,282 SH   DFND 6 615,282 0 0
VARIAN MED SYS INC COM 92220P105 2,752 33,103 SH   DFND 2 33,103 0 0
VARIAN MED SYS INC COM 92220P105 2,136 25,688 SH   DFND 3 25,688 0 0
VARIAN MED SYS INC COM 92220P105 652 7,842 SH   DFND 6 7,842 0 0
VASCO DATA SEC INTL INC COM 92230Y104 33,516 2,889,334 SH   DFND 1,5 65,400 0 2,823,934
VASCULAR SOLUTIONS INC COM 92231M109 6,213 280,000 SH   DFND 1,5 0 0 280,000
VCA INC COM 918194101 175,458 5,000,233 SH   DFND 1,5 233 0 5,000,000
VCA INC COM 918194101 453 12,908 SH   DFND 6 12,908 0 0
VECTOR GROUP LTD FRNT 1/1 92240MAY4 9,379 7,000,000 PRN   DFND 1,5 0 0 0
VECTREN CORP COM 92240G101 515 12,119 SH   DFND 6 12,119 0 0
VEEVA SYS INC CL A COM 922475108 93,824 3,686,604 SH   DFND 1,5 0 0 3,686,604
VENTAS INC COM 92276F100 902,837 14,084,823 SH   DFND 1,5 6,760,798 0 7,324,025
VENTAS INC COM 92276F100 6,008 93,730 SH   DFND 2 93,730 0 0
VENTAS INC COM 92276F100 1,298 20,252 SH   DFND 3 20,252 0 0
VENTAS INC COM 92276F100 40,861 637,455 SH   DFND 6 637,455 0 0
VENTAS INC COM 92276F100 17,598 274,545 SH   DFND 7 30,300 0 244,245
VENTAS INC COM 92276F100 31,024 483,999 SH   DFND   483,999 0 0
VERA BRADLEY INC COM 92335C106 77,420 3,540,007 SH   DFND 1,5 20,215 0 3,519,792
VERA BRADLEY INC COM 92335C106 7,763 354,950 SH   DFND 6 354,950 0 0
VERA BRADLEY INC COM 92335C106 3,361 153,700 SH   DFND 7 123,700 0 30,000
VERASTEM INC COM 92337C104 14,007 1,546,041 SH   DFND 1,5 0 0 1,546,041
VERIFONE SYS INC COM 92342Y109 448,973 12,216,950 SH   DFND 1,5 659,950 0 11,557,000
VERIFONE SYS INC COM 92342Y109 2,424 65,964 SH   DFND 6 65,964 0 0
VERINT SYS INC COM 92343X100 137,151 2,796,140 SH   DFND 1,5 500 0 2,795,640
VERISIGN INC COM 92343E102 37,147 761,050 SH   DFND 1,5 0 0 761,050
VERISIGN INC COM 92343E102 1,921 39,348 SH   DFND 2 39,348 0 0
VERISIGN INC COM 92343E102 659 13,507 SH   DFND 3 13,507 0 0
VERISIGN INC COM 92343E102 469 9,614 SH   DFND 6 9,614 0 0
VERISK ANALYTICS INC CL A 92345Y106 836,226 13,932,464 SH   DFND 1,5 4,200 0 13,928,264
VERISK ANALYTICS INC CL A 92345Y106 1,923 32,035 SH   DFND 6 32,035 0 0
VERISK ANALYTICS INC CL A 92345Y106 7,858 130,930 SH   DFND 7 130,930 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,329,329 88,478,192 SH   DFND 1,5 3,007,193 0 85,470,999
VERIZON COMMUNICATIONS INC COM 92343V104 64,525 1,318,721 SH   DFND 2 1,318,721 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 14,001 286,136 SH   DFND 3 286,136 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 87,838 1,795,131 SH   DFND 6 1,620,581 0 174,550
VERIZON COMMUNICATIONS INC COM 92343V104 146,557 2,995,076 SH   DFND 7 2,555,437 0 439,639
VERIZON COMMUNICATIONS INC COM 92343V104 47,432 969,287 SH   DFND   969,287 0 0
VERMILION ENERGY INC COM 923725105 28,349 407,400 SH   DFND 1,5 0 0 407,400
VERMILION ENERGY INC COM 923725105 14,460 207,800 SH   DFND 6 126,200 0 81,600
VERMILION ENERGY INC COM 923725105 19,247 276,600 SH   DFND 7 245,400 0 31,200
VERMILION ENERGY INC COM 923725105 248,959 3,577,800 SH   DFND   3,423,600 0 154,200
VERSARTIS INC COM 92529L102 58,532 2,087,440 SH   DFND 1,5 8,100 0 2,079,340
VERTEX PHARMACEUTICALS INC COM 92532F100 1,219,832 12,883,730 SH   DFND 1,5 57,911 0 12,825,819
VERTEX PHARMACEUTICALS INC COM 92532F100 7,121 75,214 SH   DFND 2 75,214 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,412 25,475 SH   DFND 3 25,475 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 3,988 42,124 SH   DFND 6 42,124 0 0
VIACOM INC NEW CL B 92553P201 893,715 10,304,570 SH   DFND 1,5 40,730 0 10,263,840
VIACOM INC NEW CL B 92553P201 10,803 124,555 SH   DFND 2 124,555 0 0
VIACOM INC NEW CL B 92553P201 4,849 55,909 SH   DFND 3 55,909 0 0
VIACOM INC NEW CL B 92553P201 24,102 277,898 SH   DFND 6 103,413 0 174,485
VIACOM INC NEW CL B 92553P201 129,585 1,494,119 SH   DFND 7 1,494,119 0 0
VIASAT INC COM 92552V100 192,273 3,317,337 SH   DFND 1,5 214,808 0 3,102,529
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 17,699 1,625,254 SH   DFND 1,5 3,218 0 1,622,036
VICAL INC COM 925602104 9,316 7,635,865 SH   DFND 1,5 0 0 7,635,865
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 40,522 215,840 SH   DFND 1,5 5,315 0 210,525
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 939 5,000 SH   DFND 6 5,000 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 21,810 103,000 SH   DFND 1,5 0 0 103,000
VIRTUS INVT PARTNERS INC COM 92828Q109 26,767 126,410 SH   DFND 6 126,410 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 5,232 24,710 SH   DFND 7 19,210 0 5,500
VIRTUSA CORP COM 92827P102 47,802 1,335,260 SH   DFND 1,5 0 0 1,335,260
VIRTUSA CORP COM 92827P102 25,926 724,201 SH   DFND 6 724,201 0 0
VIRTUSA CORP COM 92827P102 2,118 59,170 SH   DFND 7 59,170 0 0
VIRTUSA CORP COM 92827P102 10,553 294,770 SH   DFND   294,770 0 0
VISA INC COM CL A 92826C839 5,415,016 25,698,906 SH   DFND 1,5 705,369 0 24,993,537
VISA INC COM CL A 92826C839 33,731 160,082 SH   DFND 2 160,082 0 0
VISA INC COM CL A 92826C839 16,774 79,606 SH   DFND 3 79,606 0 0
VISA INC COM CL A 92826C839 39,612 187,994 SH   DFND 6 175,294 0 12,700
VISA INC COM CL A 92826C839 26,240 124,530 SH   DFND 7 88,230 0 36,300
VISA INC COM CL A 92826C839 806 3,827 SH   DFND   3,827 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 308 19,876 SH   DFND 6 19,876 0 0
VISTEON CORP COM NEW 92839U206 178,158 1,836,489 SH   DFND 1,5 0 0 1,836,489
VISTEON CORP COM NEW 92839U206 686 7,073 SH   DFND 6 7,073 0 0
VITAL THERAPIES INC COM 92847R104 34,050 1,250,000 SH   DFND 1,5 0 0 1,250,000
VITAMIN SHOPPE INC COM 92849E101 20,004 465,000 SH   DFND 1,5 0 0 465,000
VITAMIN SHOPPE INC COM 92849E101 21,229 493,459 SH   DFND 6 493,459 0 0
VITAMIN SHOPPE INC COM 92849E101 1,461 33,970 SH   DFND 7 33,970 0 0
VMWARE INC CL A COM 928563402 24,652 254,638 SH   DFND 1,5 20,505 0 234,133
VMWARE INC CL A COM 928563402 1,889 19,511 SH   DFND 3 19,511 0 0
VMWARE INC CL A COM 928563402 666 6,884 SH   DFND 6 6,884 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 1,216 92,100 SH   DFND 1,5 0 0 92,100
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 315,662 9,453,794 SH   DFND 1,5 94,779 0 9,359,015
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 294 8,805 SH   DFND 3 8,805 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 14,191 425,000 SH   DFND   425,000 0 0
VOLCANO CORPORATION COM 928645100 49,399 2,805,191 SH   DFND 1,5 0 0 2,805,191
VONAGE HLDGS CORP COM 92886T201 6,746 1,798,900 SH   DFND 1,5 0 0 1,798,900
VORNADO RLTY TR SH BEN INT 929042109 314,037 2,942,353 SH   DFND 1,5 1,551,328 0 1,391,025
VORNADO RLTY TR SH BEN INT 929042109 5,924 55,502 SH   DFND 2 55,502 0 0
VORNADO RLTY TR SH BEN INT 929042109 760 7,124 SH   DFND 3 7,124 0 0
VORNADO RLTY TR SH BEN INT 929042109 10,081 94,455 SH   DFND 6 94,455 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,858 36,150 SH   DFND 7 3,450 0 32,700
VOYA FINL INC COM 929089100 89,258 2,456,200 SH   DFND 1,5 56,200 0 2,400,000
VOYA FINL INC COM 929089100 763 20,995 SH   DFND 6 20,995 0 0
VSE CORP COM 918284100 50,471 717,730 SH   DFND 1,5 13,790 0 703,940
VULCAN MATLS CO COM 929160109 522,509 8,196,213 SH   DFND 1,5 6,000 0 8,190,213
VULCAN MATLS CO COM 929160109 2,655 41,653 SH   DFND 2 41,653 0 0
VULCAN MATLS CO COM 929160109 348 5,456 SH   DFND 3 5,456 0 0
VULCAN MATLS CO COM 929160109 1,218 19,110 SH   DFND 6 19,110 0 0
W & T OFFSHORE INC COM 92922P106 109,132 6,666,600 SH   DFND 1,5 116,600 0 6,550,000
W P CAREY INC COM 92936U109 232,988 3,617,819 SH   DFND 1,5 2,234,119 0 1,383,700
W P CAREY INC COM 92936U109 21,822 338,853 SH   DFND 6 338,853 0 0
W P CAREY INC COM 92936U109 9,292 144,281 SH   DFND 7 16,600 0 127,681
WABCO HLDGS INC COM 92927K102 80,026 749,164 SH   DFND 1,5 46 0 749,118
WABCO HLDGS INC COM 92927K102 17,524 164,056 SH   DFND 6 164,056 0 0
WABCO HLDGS INC COM 92927K102 9,571 89,597 SH   DFND 7 83,377 0 6,220
WABTEC CORP COM 929740108 227,935 2,759,839 SH   DFND 1,5 150 0 2,759,689
WABTEC CORP COM 929740108 621 7,519 SH   DFND 6 7,519 0 0
WADDELL & REED FINL INC CL A 930059100 167,876 2,682,156 SH   DFND 1,5 326 0 2,681,830
WADDELL & REED FINL INC CL A 930059100 428 6,838 SH   DFND 6 6,838 0 0
WAGEWORKS INC COM 930427109 115,488 2,395,522 SH   DFND 1,5 1,300 0 2,394,222
WAGEWORKS INC COM 930427109 1,523 31,600 SH   DFND 6 31,600 0 0
WAGEWORKS INC COM 930427109 2,150 44,600 SH   DFND 7 20,100 0 24,500
WAL-MART STORES INC COM 931142103 806,914 10,748,817 SH   DFND 1,5 441,861 0 10,306,956
WAL-MART STORES INC COM 931142103 38,531 513,268 SH   DFND 2 513,268 0 0
WAL-MART STORES INC COM 931142103 10,899 145,188 SH   DFND 3 145,188 0 0
WAL-MART STORES INC COM 931142103 19,103 254,464 SH   DFND 6 254,464 0 0
WAL-MART STORES INC COM 931142103 120,751 1,608,507 SH   DFND   1,608,507 0 0
WALGREEN CO COM 931422109 1,439,507 19,418,688 SH   DFND 1,5 452,894 0 18,965,794
WALGREEN CO COM 931422109 20,726 279,588 SH   DFND 2 279,588 0 0
WALGREEN CO COM 931422109 10,480 141,375 SH   DFND 3 141,375 0 0
WALGREEN CO COM 931422109 14,617 197,181 SH   DFND 6 197,181 0 0
WALGREEN CO COM 931422109 10,465 141,171 SH   DFND 7 141,171 0 0
WALTER ENERGY INC COM 93317Q105 12,526 2,298,279 SH   DFND 1,5 0 0 2,298,279
WALTER ENERGY INC COM 93317Q105 846 155,241 SH   DFND 6 155,241 0 0
WASHINGTON FED INC COM 938824109 224,326 10,001,142 SH   DFND 1,5 1,452 0 9,999,690
WASHINGTON PRIME GROUP INC COM 939647103 218,940 11,683,006 SH   DFND 1,5 4,226,646 0 7,456,360
WASHINGTON PRIME GROUP INC COM 939647103 10,752 573,749 SH   DFND 6 573,749 0 0
WASHINGTON PRIME GROUP INC COM 939647103 4,967 265,059 SH   DFND 7 27,825 0 237,234
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 12,741 490,400 SH   DFND 1,5 0 0 490,400
WASTE CONNECTIONS INC COM 941053100 50,105 1,032,024 SH   DFND 1,5 0 0 1,032,024
WASTE CONNECTIONS INC COM 941053100 617 12,713 SH   DFND 6 12,713 0 0
WASTE MGMT INC DEL COM 94106L109 6,162 137,768 SH   DFND 2 137,768 0 0
WASTE MGMT INC DEL COM 94106L109 1,433 32,036 SH   DFND 3 32,036 0 0
WASTE MGMT INC DEL COM 94106L109 2,877 64,310 SH   DFND 6 64,310 0 0
WATERS CORP COM 941848103 87,495 837,755 SH   DFND 1,5 4,500 0 833,255
WATERS CORP COM 941848103 2,820 27,000 SH   DFND 2 27,000 0 0
WATERS CORP COM 941848103 393 3,764 SH   DFND 3 3,764 0 0
WATERS CORP COM 941848103 680 6,512 SH   DFND 6 6,512 0 0
WATERSTONE FINL INC MD COM 94188P101 14,397 1,261,804 SH   DFND 6 1,261,804 0 0
WATERSTONE FINL INC MD COM 94188P101 1,408 123,370 SH   DFND 7 118,810 0 4,560
WATSCO INC COM 942622200 101,973 992,346 SH   DFND 1,5 0 0 992,346
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 92,027 4,001,177 SH   DFND 1,5 0 0 4,001,177
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 5,366 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 192,636 6,672,520 SH   DFND 1,5 300 0 6,672,220
WEB COM GROUP INC COM 94733A104 3,548 122,900 SH   DFND 6 122,900 0 0
WEB COM GROUP INC COM 94733A104 3,518 121,845 SH   DFND 7 77,245 0 44,600
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 10,500 10,000,000 PRN   DFND 1,5 0 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 120,653 5,981,800 SH   DFND 1,5 165,800 0 5,816,000
WEINGARTEN RLTY INVS SH BEN INT 948741103 594 18,095 SH   DFND 6 18,095 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 61,266 820,600 SH   DFND 1,5 20,600 0 800,000
WELLPOINT INC COM 94973V107 1,037,984 9,645,795 SH   DFND 1,5 1,883,883 0 7,761,912
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 99,882 65,070,000 PRN   DFND 1,5 0 0 0
WELLPOINT INC COM 94973V107 9,584 89,060 SH   DFND 2 89,060 0 0
WELLPOINT INC COM 94973V107 1,888 17,545 SH   DFND 3 17,545 0 0
WELLPOINT INC COM 94973V107 8,533 79,293 SH   DFND 6 67,293 0 12,000
WELLPOINT INC COM 94973V107 726 6,750 SH   DFND 7 6,750 0 0
WELLS FARGO & CO NEW COM 949746101 8,056,751 153,286,745 SH   DFND 1,5 4,917,881 0 148,368,864
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 232,255 191,314 SH   DFND 1,5 27,160 0 164,154
WELLS FARGO & CO NEW COM 949746101 80,223 1,526,309 SH   DFND 2 1,526,309 0 0
WELLS FARGO & CO NEW COM 949746101 29,222 555,978 SH   DFND 3 555,978 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1,497 1,233 SH   DFND 6 0 0 1,233
WELLS FARGO & CO NEW COM 949746101 102,376 1,947,795 SH   DFND 6 1,704,835 0 242,960
WELLS FARGO & CO NEW COM 949746101 83,390 1,586,563 SH   DFND 7 1,170,123 0 416,440
WELLS FARGO & CO NEW COM 949746101 115,355 2,194,725 SH   DFND   2,194,725 0 0
WENDYS CO COM 95058W100 342 40,095 SH   DFND 6 40,095 0 0
WERNER ENTERPRISES INC COM 950755108 4,568 172,300 SH   DFND 1,5 0 0 172,300
WESCO AIRCRAFT HLDGS INC COM 950814103 36,920 1,849,700 SH   DFND 1,5 17,100 0 1,832,600
WESCO INTL INC COM 95082P105 353,367 4,090,843 SH   DFND 1,5 152,394 0 3,938,449
WESCO INTL INC COM 95082P105 67,000 775,637 SH   DFND 6 775,637 0 0
WESCO INTL INC COM 95082P105 16,435 190,263 SH   DFND 7 146,913 0 43,350
WEST CORP COM 952355204 130,286 4,861,402 SH   DFND 1,5 31,359 0 4,830,043
WEST CORP COM 952355204 6,437 240,170 SH   DFND 6 240,170 0 0
WEST CORP COM 952355204 1,079 40,260 SH   DFND 7 40,260 0 0
WESTAR ENERGY INC COM 95709T100 721 18,884 SH   DFND 6 18,884 0 0
WESTERN ALLIANCE BANCORP COM 957638109 15,657 657,844 SH   DFND 6 657,844 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,522 63,940 SH   DFND 7 63,940 0 0
WESTERN DIGITAL CORP COM 958102105 44,284 479,784 SH   DFND 1,5 137,650 0 342,134
WESTERN DIGITAL CORP COM 958102105 6,149 66,622 SH   DFND 2 66,622 0 0
WESTERN DIGITAL CORP COM 958102105 1,221 13,228 SH   DFND 3 13,228 0 0
WESTERN DIGITAL CORP COM 958102105 3,002 32,527 SH   DFND 6 32,527 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 42,222 552,060 SH   DFND 1,5 0 0 552,060
WESTERN REFNG INC COM 959319104 106,058 2,824,443 SH   DFND 1,5 2,700 0 2,821,743
WESTERN REFNG INC COM 959319104 13,390 356,588 SH   DFND 6 356,588 0 0
WESTERN REFNG INC COM 959319104 3,753 99,940 SH   DFND 7 92,310 0 7,630
WESTERN UN CO COM 959802109 745,446 42,989,987 SH   DFND 1,5 505,200 0 42,484,787
WESTERN UN CO COM 959802109 2,976 171,617 SH   DFND 2 171,617 0 0
WESTERN UN CO COM 959802109 2,328 134,235 SH   DFND 3 134,235 0 0
WESTERN UN CO COM 959802109 2,014 116,152 SH   DFND 6 116,152 0 0
WESTLAKE CHEM CORP COM 960413102 196,540 2,346,465 SH   DFND 1,5 15,838 0 2,330,627
WESTLAKE CHEM CORP COM 960413102 502 5,991 SH   DFND 6 5,991 0 0
WEX INC COM 96208T104 115,918 1,104,300 SH   DFND 1,5 0 0 1,104,300
WEYERHAEUSER CO PREF CONV SER A 962166872 67,602 1,187,300 SH   DFND 1,5 383,800 0 803,500
WEYERHAEUSER CO COM 962166104 133,910 4,046,846 SH   DFND 1,5 37,582 0 4,009,264
WEYERHAEUSER CO COM 962166104 6,167 186,373 SH   DFND 2 186,373 0 0
WEYERHAEUSER CO COM 962166104 482 14,578 SH   DFND 3 14,578 0 0
WEYERHAEUSER CO COM 962166104 13,408 405,208 SH   DFND 6 405,208 0 0
WEYERHAEUSER CO COM 962166104 5,024 151,827 SH   DFND 7 16,300 0 135,527
WHIRLPOOL CORP COM 963320106 90,310 648,687 SH   DFND 1,5 93,839 0 554,848
WHIRLPOOL CORP COM 963320106 3,447 24,756 SH   DFND 2 24,756 0 0
WHIRLPOOL CORP COM 963320106 406 2,914 SH   DFND 3 2,914 0 0
WHIRLPOOL CORP COM 963320106 1,606 11,533 SH   DFND 6 11,533 0 0
WHIRLPOOL CORP COM 963320106 6,735 48,380 SH   DFND 7 48,380 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 551 905 SH   DFND 6 905 0 0
WHITEWAVE FOODS CO COM CL A 966244105 132,232 4,085,014 SH   DFND 1,5 427 0 4,084,587
WHITEWAVE FOODS CO COM CL A 966244105 14,409 445,121 SH   DFND 6 445,121 0 0
WHITEWAVE FOODS CO COM CL A 966244105 3,636 112,330 SH   DFND 7 105,320 0 7,010
WHITING PETE CORP NEW COM 966387102 432,653 5,391,311 SH   DFND 1,5 182,400 0 5,208,911
WHITING PETE CORP NEW COM 966387102 4,760 59,320 SH   DFND 6 59,320 0 0
WHITING PETE CORP NEW COM 966387102 2,103 26,200 SH   DFND 7 26,200 0 0
WHOLE FOODS MKT INC COM 966837106 324,812 8,408,280 SH   DFND 1,5 172,089 0 8,236,191
WHOLE FOODS MKT INC COM 966837106 4,522 117,051 SH   DFND 2 117,051 0 0
WHOLE FOODS MKT INC COM 966837106 562 14,545 SH   DFND 3 14,545 0 0
WHOLE FOODS MKT INC COM 966837106 3,574 92,509 SH   DFND 6 92,509 0 0
WI-LAN INC COM 928972108 1,173 369,200 SH   DFND 1,5 0 0 369,200
WILEY JOHN & SONS INC CL A 968223206 4,520 74,600 SH   DFND 1,5 0 0 74,600
WILEY JOHN & SONS INC CL A 968223206 390 6,442 SH   DFND 6 6,442 0 0
WILLIAMS COS INC DEL COM 969457100 1,715,871 29,477,262 SH   DFND 1,5 853,355 0 28,623,907
WILLIAMS COS INC DEL COM 969457100 13,688 235,155 SH   DFND 2 235,155 0 0
WILLIAMS COS INC DEL COM 969457100 4,115 70,690 SH   DFND 3 70,690 0 0
WILLIAMS COS INC DEL COM 969457100 19,279 331,205 SH   DFND 6 331,205 0 0
WILLIAMS COS INC DEL COM 969457100 8,226 141,315 SH   DFND 7 141,315 0 0
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 36,532 672,900 SH   DFND 1,5 0 0 672,900
WILLIAMS SONOMA INC COM 969904101 95,931 1,336,460 SH   DFND 1,5 5,300 0 1,331,160
WILLIAMS SONOMA INC COM 969904101 519 7,232 SH   DFND 6 7,232 0 0
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1,862 43,000 SH   DFND 1,5 0 0 43,000
WILSHIRE BANCORP INC COM 97186T108 25,996 2,531,280 SH   DFND 1,5 1,480 0 2,529,800
WINDSTREAM HLDGS INC COM 97382A101 9,646 968,454 SH   DFND 1,5 0 0 968,454
WINDSTREAM HLDGS INC COM 97382A101 1,911 191,913 SH   DFND 2 191,913 0 0
WINDSTREAM HLDGS INC COM 97382A101 546 54,831 SH   DFND 3 54,831 0 0
WINDSTREAM HLDGS INC COM 97382A101 497 49,880 SH   DFND 6 49,880 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,315 110,600 SH   DFND 1,5 110,600 0 0
WIRELESS TELECOM GROUP INC COM 976524108 1,339 501,600 SH   DFND 1,5 11,600 0 490,000
WISCONSIN ENERGY CORP COM 976657106 3,370 71,815 SH   DFND 2 71,815 0 0
WISCONSIN ENERGY CORP COM 976657106 1,418 30,216 SH   DFND 3 30,216 0 0
WISCONSIN ENERGY CORP COM 976657106 1,544 32,904 SH   DFND 6 32,904 0 0
WISDOMTREE INVTS INC COM 97717P104 6,998 566,159 SH   DFND 1,5 1,200 0 564,959
WISDOMTREE TR INDIA ERNGS FD 97717W422 16,956 754,600 SH   DFND 1,5 282,200 0 472,400
WISDOMTREE TR JAPN HEDGE EQT 97717W851 34,488 698,707 SH   DFND 3 698,707 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,080 62,402 SH   DFND 7 62,402 0 0
WIX COM LTD SHS M98068105 74,565 3,758,333 SH   DFND 1,5 152,242 0 3,606,091
WNS HOLDINGS LTD SPON ADR 92932M101 112,563 5,868,783 SH   DFND 1,5 0 0 5,868,783
WNS HOLDINGS LTD SPON ADR 92932M101 31,768 1,656,296 SH   DFND 6 1,656,296 0 0
WOLVERINE WORLD WIDE INC COM 978097103 105,550 4,050,263 SH   DFND 1,5 0 0 4,050,263
WOODWARD INC COM 980745103 24,648 491,200 SH   DFND 1,5 0 0 491,200
WORKDAY INC CL A 98138H101 620,537 6,905,599 SH   DFND 1,5 224,444 0 6,681,155
WORKDAY INC CL A 98138H101 658 7,326 SH   DFND 6 7,326 0 0
WORLD ACCEP CORP DEL COM 981419104 76,105 1,001,909 SH   DFND 1,5 0 0 1,001,909
WORLD FUEL SVCS CORP COM 981475106 364,826 7,410,647 SH   DFND 1,5 53,300 0 7,357,347
WORLD FUEL SVCS CORP COM 981475106 72,682 1,476,375 SH   DFND 6 1,476,375 0 0
WORLD FUEL SVCS CORP COM 981475106 4,032 81,900 SH   DFND 7 81,900 0 0
WORLD FUEL SVCS CORP COM 981475106 46,032 935,032 SH   DFND   934,990 0 42
WORTHINGTON INDS INC COM 981811102 60,839 1,413,543 SH   DFND 1,5 0 0 1,413,543
WPX ENERGY INC COM 98212B103 38,227 1,598,800 SH   DFND 1,5 18,300 0 1,580,500
WPX ENERGY INC COM 98212B103 258 10,772 SH   DFND 3 10,772 0 0
WPX ENERGY INC COM 98212B103 706 29,540 SH   DFND 6 29,540 0 0
WSFS FINL CORP COM 929328102 63,802 866,046 SH   DFND 1,5 154 0 865,892
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 60,062 1,827,800 SH   DFND 1,5 0 0 1,827,800
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 30,471 927,295 SH   DFND 4 927,295 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 465,135 6,142,827 SH   DFND 1,5 285,643 0 5,857,184
WYNDHAM WORLDWIDE CORP COM 98310W108 3,070 40,540 SH   DFND 2 40,540 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 557 7,352 SH   DFND 3 7,352 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 19,122 252,536 SH   DFND 6 235,136 0 17,400
WYNDHAM WORLDWIDE CORP COM 98310W108 17,583 232,206 SH   DFND 7 176,230 0 55,976
WYNDHAM WORLDWIDE CORP COM 98310W108 2,181 28,802 SH   DFND   28,730 0 72
WYNN RESORTS LTD COM 983134107 203,621 981,022 SH   DFND 1,5 0 0 981,022
WYNN RESORTS LTD COM 983134107 5,354 25,796 SH   DFND 2 25,796 0 0
WYNN RESORTS LTD COM 983134107 1,718 8,275 SH   DFND 3 8,275 0 0
WYNN RESORTS LTD COM 983134107 2,472 11,909 SH   DFND 6 11,909 0 0
XCEL ENERGY INC COM 98389B100 210,812 6,540,851 SH   DFND 1,5 690,730 0 5,850,121
XCEL ENERGY INC COM 98389B100 5,152 159,849 SH   DFND 2 159,849 0 0
XCEL ENERGY INC COM 98389B100 1,104 34,261 SH   DFND 3 34,261 0 0
XCEL ENERGY INC COM 98389B100 12,707 394,254 SH   DFND 6 325,354 0 68,900
XCEL ENERGY INC COM 98389B100 16,874 523,547 SH   DFND 7 326,547 0 197,000
XCERRA CORP COM 98400J108 2,115 232,369 SH   DFND 1,5 0 0 232,369
XENCOR INC COM 98401F105 16,738 1,440,419 SH   DFND 1,5 0 0 1,440,419
XENOPORT INC COM 98411C100 12,458 2,579,267 SH   DFND 1,5 41,946 0 2,537,321
XENOPORT INC COM 98411C100 810 167,686 SH   DFND 6 167,686 0 0
XEROX CORP COM 984121103 384,481 30,906,817 SH   DFND 1,5 476,437 0 30,430,380
XEROX CORP COM 984121103 4,327 347,865 SH   DFND 2 347,865 0 0
XEROX CORP COM 984121103 748 60,157 SH   DFND 3 60,157 0 0
XEROX CORP COM 984121103 2,915 234,307 SH   DFND 6 234,307 0 0
XEROX CORP COM 984121103 3,455 277,740 SH   DFND 7 277,740 0 0
XILINX INC COM 983919101 163,130 3,448,100 SH   DFND 1,5 88,371 0 3,359,729
XILINX INC COM 983919101 4,050 85,596 SH   DFND 2 85,596 0 0
XILINX INC COM 983919101 928 19,614 SH   DFND 3 19,614 0 0
XILINX INC COM 983919101 976 20,627 SH   DFND 6 20,627 0 0
XL GROUP PLC SHS G98290102 1,650 50,400 SH   DFND 1,5 0 0 50,400
XL GROUP PLC SHS G98290102 2,830 86,457 SH   DFND 2 86,457 0 0
XL GROUP PLC SHS G98290102 606 18,518 SH   DFND 3 18,518 0 0
XL GROUP PLC SHS G98290102 1,301 39,746 SH   DFND 6 39,746 0 0
XO GROUP INC COM 983772104 897 73,396 SH   DFND 1,5 1,306 0 72,090
XOMA CORP DEL COM 98419J107 73,009 15,906,009 SH   DFND 1,5 658 0 15,905,351
XOMA CORP DEL COM 98419J107 591 128,800 SH   DFND 6 128,800 0 0
XOOM CORP COM 98419Q101 25,686 974,421 SH   DFND 1,5 700 0 973,721
XOOM CORP COM 98419Q101 612 23,210 SH   DFND 6 23,210 0 0
XPO LOGISTICS INC COM 983793100 67,848 2,370,658 SH   DFND 1,5 135,906 0 2,234,752
XPO LOGISTICS INC COM 983793100 753 26,300 SH   DFND 6 26,300 0 0
XUEDA ED GROUP SPONSORED ADR 98418W109 16,910 3,800,100 SH   DFND 1,5 148,000 0 3,652,100
XYLEM INC COM 98419M100 31,042 794,307 SH   DFND 1,5 38,750 0 755,557
XYLEM INC COM 98419M100 2,287 58,523 SH   DFND 2 58,523 0 0
XYLEM INC COM 98419M100 693 17,727 SH   DFND 6 17,727 0 0
YADKIN FINL CORP COM 984305102 6,301 334,443 SH   DFND 6 334,443 0 0
YADKIN FINL CORP COM 984305102 673 35,706 SH   DFND 7 35,706 0 0
YAHOO INC COM 984332106 1,909,621 54,358,699 SH   DFND 1,5 1,292,936 0 53,065,763
YAHOO INC COM 984332106 10,475 298,168 SH   DFND 2 298,168 0 0
YAHOO INC COM 984332106 5,288 150,538 SH   DFND 3 150,538 0 0
YAHOO INC COM 984332106 17,981 511,842 SH   DFND 6 511,842 0 0
YAHOO INC COM 984332106 7,572 215,556 SH   DFND 7 215,556 0 0
YAMANA GOLD INC COM 98462Y100 63,933 7,769,920 SH   DFND 1,5 0 0 7,769,920
YANDEX N V SHS CLASS A N97284108 106,832 2,997,520 SH   DFND 1,5 106,415 0 2,891,105
YELP INC CL A 985817105 29,133 379,930 SH   DFND 1,5 7,100 0 372,830
YELP INC CL A 985817105 14,183 184,963 SH   DFND 6 184,963 0 0
YELP INC CL A 985817105 13,782 179,730 SH   DFND 7 174,430 0 5,300
YOU ON DEMAND HLDGS INC COM NEW 98741R207 1,184 440,068 SH   DFND 1,5 0 0 440,068
YOUKU TUDOU INC SPONSORED ADR 98742U100 35,885 1,504,000 SH   DFND 1,5 143,600 0 1,360,400
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 188,475 5,767,301 SH   DFND 1,5 85,503 0 5,681,798
YUM BRANDS INC COM 988498101 1,638,091 20,173,533 SH   DFND 1,5 460,228 0 19,713,305
YUM BRANDS INC COM 988498101 11,413 140,554 SH   DFND 2 140,554 0 0
YUM BRANDS INC COM 988498101 6,729 82,872 SH   DFND 3 82,872 0 0
YUM BRANDS INC COM 988498101 22,954 282,683 SH   DFND 6 267,083 0 15,600
YUM BRANDS INC COM 988498101 19,938 245,548 SH   DFND 7 200,348 0 45,200
YY INC ADS REPCOM CLA 98426T106 14,519 192,300 SH   DFND 1,5 0 0 192,300
ZEBRA TECHNOLOGIES CORP CL A 989207105 131,819 1,601,300 SH   DFND 1,5 121,300 0 1,480,000
ZEBRA TECHNOLOGIES CORP CL A 989207105 322 3,914 SH   DFND 6 3,914 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 44,293 2,915,900 SH   DFND 1,5 300 0 2,915,600
ZENDESK INC COM 98936J101 44,813 2,578,444 SH   DFND 1,5 211,100 0 2,367,344
ZENDESK INC COM 98936J101 1,738 100,000 SH   DFND   100,000 0 0
ZILLOW INC CL A 98954A107 11,978 83,800 SH   DFND 1,5 100 0 83,700
ZILLOW INC CL A 98954A107 347 2,426 SH   DFND 6 2,426 0 0
ZIMMER HLDGS INC COM 98956P102 607,737 5,851,500 SH   DFND 1,5 134,631 0 5,716,869
ZIMMER HLDGS INC COM 98956P102 5,550 53,441 SH   DFND 2 53,441 0 0
ZIMMER HLDGS INC COM 98956P102 3,366 32,410 SH   DFND 3 32,410 0 0
ZIMMER HLDGS INC COM 98956P102 3,529 33,983 SH   DFND 6 33,983 0 0
ZIONS BANCORPORATION COM 989701107 2,335 79,247 SH   DFND 1,5 0 0 79,247
ZIONS BANCORPORATION COM 989701107 1,735 58,879 SH   DFND 2 58,879 0 0
ZIONS BANCORPORATION COM 989701107 1,317 44,696 SH   DFND 3 44,696 0 0
ZIONS BANCORPORATION COM 989701107 797 27,058 SH   DFND 6 27,058 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 17,787 4,413,607 SH   DFND 1,5 0 0 4,413,607
ZOES KITCHEN INC COM 98979J109 13,453 391,302 SH   DFND 1,5 45,102 0 346,200
ZOES KITCHEN INC COM 98979J109 237 6,900 SH   DFND 6 6,900 0 0
ZOES KITCHEN INC COM 98979J109 2,094 60,910 SH   DFND   60,910 0 0
ZOETIS INC CL A 98978V103 49,810 1,543,554 SH   DFND 1,5 1,439 0 1,542,115
ZOETIS INC CL A 98978V103 5,149 159,546 SH   DFND 2 159,546 0 0
ZOETIS INC CL A 98978V103 733 22,702 SH   DFND 3 22,702 0 0
ZOETIS INC CL A 98978V103 1,246 38,597 SH   DFND 6 38,597 0 0
ZOGENIX INC COM 98978L105 22,290 11,089,697 SH   DFND 1,5 0 0 11,089,697
ZULILY INC CL A 989774104 84,662 2,067,442 SH   DFND 1,5 32,242 0 2,035,200
ZUMIEZ INC COM 989817101 28,966 1,049,858 SH   DFND 1,5 0 0 1,049,858
ZYNGA INC CL A 98986T108 13,390 4,171,277 SH   DFND 1,5 0 0 4,171,277
ZYNGA INC CL A 98986T108 755 235,139 SH   DFND 6 235,139 0 0