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 1,193,709 15,644,944 SH   DFND 1,5 427,915 0 15,217,029
MCGRAW HILL FINL INC COM 580645109 6,555 85,906 SH   DFND 2 85,906 0 0
MCGRAW HILL FINL INC COM 580645109 1,504 19,709 SH   DFND 3 19,709 0 0
MCGRAW HILL FINL INC COM 580645109 8,695 113,963 SH   DFND 6 105,113 0 8,850
MCGRAW HILL FINL INC COM 580645109 12,158 159,340 SH   DFND 7 134,500 0 24,840
MCGRAW HILL FINL INC COM 580645109 40,860 535,516 SH   DFND 8 0 0 535,516
MCGRAW HILL FINL INC COM 580645109 7,633 100,036 SH   DFND   100,036 0 0
1ST SOURCE CORP COM 336901103 13,924 433,900 SH   DFND 8 0 0 433,900
21VIANET GROUP INC SPONSORED ADR 90138A103 2,348 81,800 SH   DFND 1,5 0 0 81,800
3-D SYS CORP DEL COM NEW 88554D205 28,963 489,650 SH   DFND 1,5 32,206 0 457,444
3-D SYS CORP DEL COM NEW 88554D205 577 9,750 SH   DFND 8 0 0 9,750
3M CO COM 88579Y101 1,168,860 8,616,096 SH   DFND 1,5 306,130 0 8,309,966
3M CO COM 88579Y101 27,073 199,568 SH   DFND 2 199,568 0 0
3M CO COM 88579Y101 9,456 69,702 SH   DFND 3 69,702 0 0
3M CO COM 88579Y101 6,566 48,400 SH   DFND 8 0 0 48,400
500 COM LTD SPON ADR REP A 33829R100 30,010 813,286 SH   DFND 1,5 0 0 813,286
500 COM LTD SPON ADR REP A 33829R100 515 13,964 SH   DFND 6 13,964 0 0
51JOB INC SP ADR REP COM 316827104 12,025 168,769 SH   DFND 1,5 0 0 168,769
58 COM INC SPON ADR REP A 31680Q104 62,360 1,497,957 SH   DFND 1,5 19,100 0 1,478,857
58 COM INC SPON ADR REP A 31680Q104 329 7,900 SH   DFND 6 7,900 0 0
58 COM INC SPON ADR REP A 31680Q104 308 7,400 SH   DFND 8 0 0 7,400
8X8 INC NEW COM 282914100 54,482 5,039,972 SH   DFND 1,5 0 0 5,039,972
8X8 INC NEW COM 282914100 18,071 1,671,678 SH   DFND 8 0 0 1,671,678
A H BELO CORP COM CL A 001282102 690 59,584 SH   DFND 1,5 0 0 59,584
AAR CORP COM 000361105 57,536 2,217,204 SH   DFND 1,5 0 0 2,217,204
AAR CORP COM 000361105 2,367 91,200 SH   DFND 8 0 0 91,200
AARONS INC COM PAR $0.50 002535300 343,505 11,359,276 SH   DFND 1,5 12,200 0 11,347,076
ABBOTT LABS COM 002824100 103,402 2,685,067 SH   DFND 1,5 96,500 0 2,588,567
ABBOTT LABS COM 002824100 18,837 489,150 SH   DFND 2 489,150 0 0
ABBOTT LABS COM 002824100 7,035 182,669 SH   DFND 3 182,669 0 0
ABBOTT LABS COM 002824100 1,466 38,070 SH   DFND 6 38,070 0 0
ABBOTT LABS COM 002824100 2,727 70,800 SH   DFND 7 70,800 0 0
ABBOTT LABS COM 002824100 117,124 3,041,400 SH   DFND 8 0 0 3,041,400
ABBVIE INC COM 00287Y109 3,241,942 63,072,804 SH   DFND 1,5 991,360 0 62,081,444
ABBVIE INC COM 00287Y109 25,883 503,557 SH   DFND 2 503,557 0 0
ABBVIE INC COM 00287Y109 7,692 149,650 SH   DFND 3 149,650 0 0
ABBVIE INC COM 00287Y109 32,646 635,138 SH   DFND 6 371,318 0 263,820
ABBVIE INC COM 00287Y109 43,937 854,801 SH   DFND 7 726,001 0 128,800
ABBVIE INC COM 00287Y109 162,146 3,154,582 SH   DFND 8 0 0 3,154,582
ABBVIE INC COM 00287Y109 43,125 839,015 SH   DFND   839,015 0 0
ABERCROMBIE & FITCH CO CL A 002896207 434,251 11,279,238 SH   DFND 1,5 270,466 0 11,008,772
ABERCROMBIE & FITCH CO CL A 002896207 1,842 47,842 SH   DFND 6 47,842 0 0
ABERCROMBIE & FITCH CO CL A 002896207 4,583 119,048 SH   DFND 8 0 0 119,048
ABRAXAS PETE CORP COM 003830106 863 218,000 SH   DFND 1,5 0 0 218,000
ACACIA RESH CORP ACACIA TCH COM 003881307 113,381 7,420,220 SH   DFND 1,5 82,637 0 7,337,583
ACACIA RESH CORP ACACIA TCH COM 003881307 2,686 175,798 SH   DFND 6 175,798 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 26,535 588,100 SH   DFND 1,5 0 0 588,100
ACADIA PHARMACEUTICALS INC COM 004225108 238,846 9,816,944 SH   DFND 1,5 325,500 0 9,491,444
ACADIA PHARMACEUTICALS INC COM 004225108 116,990 4,808,449 SH   DFND 8 0 0 4,808,449
ACADIA RLTY TR COM SH BEN INT 004239109 138,971 5,268,039 SH   DFND 1,5 0 0 5,268,039
ACADIA RLTY TR COM SH BEN INT 004239109 19,126 725,000 SH   DFND 8 0 0 725,000
ACCELERON PHARMA INC COM 00434H108 4,499 130,400 SH   DFND 1,5 0 0 130,400
ACCELERON PHARMA INC COM 00434H108 85,297 2,472,377 SH   DFND 8 0 0 2,472,377
ACCELRYS INC COM 00430U103 6,306 506,100 SH   DFND   506,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 359,855 4,513,984 SH   DFND 1,5 197,897 0 4,316,087
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,097 201,924 SH   DFND 2 201,924 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,061 63,488 SH   DFND 3 63,488 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,419 42,888 SH   DFND 6 42,888 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,814 72,934 SH   DFND 7 72,934 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 75,152 942,700 SH   DFND 8 0 0 942,700
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 678 8,501 SH   DFND   8,501 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 239,536 4,162,219 SH   DFND 1,5 0 0 4,162,219
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 49,074 852,720 SH   DFND 8 0 0 852,720
ACCO BRANDS CORP COM 00081T108 72,072 11,700,000 SH   DFND 1,5 0 0 11,700,000
ACCRETIVE HEALTH INC COM 00438V103 103,571 12,946,409 SH   DFND 1,5 0 0 12,946,409
ACCRETIVE HEALTH INC COM 00438V103 13,148 1,643,452 SH   DFND 8 0 0 1,643,452
ACCURAY INC COM 004397105 73,893 7,697,165 SH   DFND 1,5 0 0 7,697,165
ACCURAY INC COM 004397105 2,060 214,575 SH   DFND 6 214,575 0 0
ACCURAY INC COM 004397105 24,772 2,580,400 SH   DFND 8 0 0 2,580,400
ACE LTD SHS H0023R105 1,217,891 12,294,482 SH   DFND 1,5 242,710 0 12,051,772
ACE LTD SHS H0023R105 10,572 106,720 SH   DFND 2 106,720 0 0
ACE LTD SHS H0023R105 4,528 45,715 SH   DFND 3 45,715 0 0
ACE LTD SHS H0023R105 4,028 40,660 SH   DFND 6 40,660 0 0
ACE LTD SHS H0023R105 28,495 287,649 SH   DFND 8 0 0 287,649
ACELRX PHARMACEUTICALS INC COM 00444T100 8,492 707,039 SH   DFND 8 0 0 707,039
ACETO CORP COM 004446100 20,012 996,098 SH   DFND 1,5 0 0 996,098
ACHAOGEN INC COM 004449104 24,549 1,587,900 SH   DFND 1,5 0 0 1,587,900
ACHAOGEN INC COM 004449104 334 21,600 SH   DFND 6 21,600 0 0
ACHAOGEN INC COM 004449104 16,119 1,042,597 SH   DFND 8 0 0 1,042,597
ACHILLION PHARMACEUTICALS IN COM 00448Q201 987 300,000 SH   DFND 1,5 0 0 300,000
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,925 585,200 SH   DFND   585,200 0 0
ACNB CORP COM 000868109 1,850 100,000 SH   DFND 1,5 2,500 0 97,500
ACORDA THERAPEUTICS INC COM 00484M106 44,367 1,170,313 SH   DFND 1,5 0 0 1,170,313
ACORDA THERAPEUTICS INC COM 00484M106 117,975 3,111,987 SH   DFND 8 0 0 3,111,987
ACTAVIS PLC SHS G0083B108 2,716,579 13,196,886 SH   DFND 1,5 227,284 0 12,969,602
ACTAVIS PLC SHS G0083B108 11,367 55,221 SH   DFND 2 55,221 0 0
ACTAVIS PLC SHS G0083B108 1,062 5,161 SH   DFND 3 5,161 0 0
ACTAVIS PLC SHS G0083B108 59,409 288,603 SH   DFND 6 244,135 0 44,468
ACTAVIS PLC SHS G0083B108 28,707 139,458 SH   DFND 7 111,774 0 27,684
ACTAVIS PLC SHS G0083B108 610,891 2,967,653 SH   DFND 8 0 0 2,967,653
ACTIVISION BLIZZARD INC COM 00507V109 867,167 42,425,015 SH   DFND 1,5 923,452 0 41,501,563
ACTIVISION BLIZZARD INC COM 00507V109 38,631 1,889,960 SH   DFND 6 1,189,700 0 700,260
ACTIVISION BLIZZARD INC COM 00507V109 61,234 2,995,774 SH   DFND 7 2,857,374 0 138,400
ACTIVISION BLIZZARD INC COM 00507V109 22,735 1,112,270 SH   DFND 8 0 0 1,112,270
ACTIVISION BLIZZARD INC COM 00507V109 13,612 665,933 SH   DFND   665,933 0 0
ACTUANT CORP CL A NEW 00508X203 37,722 1,104,600 SH   DFND 1,5 7,300 0 1,097,300
ACTUATE CORP COM 00508B102 1,475 245,000 SH   DFND 8 0 0 245,000
ACUITY BRANDS INC COM 00508Y102 44,026 332,100 SH   DFND 1,5 0 0 332,100
ACUITY BRANDS INC COM 00508Y102 411 3,100 SH   DFND 6 3,100 0 0
ACUITY BRANDS INC COM 00508Y102 3,330 25,116 SH   DFND 8 0 0 25,116
ACXIOM CORP COM 005125109 10,463 304,200 SH   DFND 8 0 0 304,200
ADAMS RES & ENERGY INC COM NEW 006351308 9,208 158,973 SH   DFND 1,5 4,000 0 154,973
ADOBE SYS INC COM 00724F101 1,791,656 27,253,661 SH   DFND 1,5 890,835 0 26,362,826
ADOBE SYS INC COM 00724F101 9,680 147,247 SH   DFND 2 147,247 0 0
ADOBE SYS INC COM 00724F101 3,793 57,692 SH   DFND 3 57,692 0 0
ADOBE SYS INC COM 00724F101 36,167 550,150 SH   DFND 6 428,910 0 121,240
ADOBE SYS INC COM 00724F101 43,902 667,810 SH   DFND 7 558,480 0 109,330
ADOBE SYS INC COM 00724F101 147,511 2,243,855 SH   DFND 8 0 0 2,243,855
ADTRAN INC COM 00738A106 605 24,800 SH   DFND 6 14,700 0 10,100
ADTRAN INC COM 00738A106 342 14,010 SH   DFND 7 14,010 0 0
ADTRAN INC COM 00738A106 713 29,200 SH   DFND 8 0 0 29,200
ADTRAN INC COM 00738A106 795 32,573 SH   DFND   32,573 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 29,525 233,400 SH   DFND 1,5 0 0 233,400
ADVANCED ENERGY INDS COM 007973100 37,428 1,527,675 SH   DFND 1,5 0 0 1,527,675
ADVANCED MICRO DEVICES INC COM 007903107 25,989 6,481,157 SH   DFND 1,5 0 0 6,481,157
ADVANCED MICRO DEVICES INC COM 007903107 186 46,439 SH   DFND 3 46,439 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 1,989 402,700 SH   DFND 6 402,700 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 666 134,800 SH   DFND 7 134,800 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 402 81,300 SH   DFND   81,300 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 473,656 14,723,518 SH   DFND 1,5 194,000 0 14,529,518
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 12,395 385,300 SH   DFND 8 0 0 385,300
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 6,697 679,223 SH   DFND 6 679,223 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1,166 118,300 SH   DFND 7 118,300 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 62,763 1,360,853 SH   DFND 1,5 18,400 0 1,342,453
AEGERION PHARMACEUTICALS INC COM 00767E102 1,062 23,028 SH   DFND 6 23,028 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 139,641 3,027,780 SH   DFND 8 0 0 3,027,780
AEGION CORP COM 00770F104 1,326 52,400 SH   DFND 8 0 0 52,400
AERCAP HOLDINGS NV SHS N00985106 279,028 6,613,601 SH   DFND 1,5 152,400 0 6,461,201
AERCAP HOLDINGS NV SHS N00985106 2,806 66,500 SH   DFND 6 29,500 0 37,000
AERCAP HOLDINGS NV SHS N00985106 1,586 37,600 SH   DFND 7 37,600 0 0
AERCAP HOLDINGS NV SHS N00985106 3,906 92,592 SH   DFND   92,592 0 0
AEROFLEX HLDG CORP COM 007767106 30,870 3,714,774 SH   DFND 1,5 0 0 3,714,774
AEROPOSTALE COM 007865108 41,802 8,327,100 SH   DFND 1,5 150,000 0 8,177,100
AEROVIRONMENT INC COM 008073108 33,499 832,280 SH   DFND 1,5 17,500 0 814,780
AES CORP COM 00130H105 310,330 21,731,774 SH   DFND 1,5 0 0 21,731,774
AES CORP COM 00130H105 2,982 208,830 SH   DFND 2 208,830 0 0
AES CORP COM 00130H105 409 28,625 SH   DFND 3 28,625 0 0
AES CORP COM 00130H105 28,091 1,967,160 SH   DFND 8 0 0 1,967,160
AETNA INC NEW COM 00817Y108 649,761 8,666,944 SH   DFND 1,5 158,893 0 8,508,051
AETNA INC NEW COM 00817Y108 8,620 114,975 SH   DFND 2 114,975 0 0
AETNA INC NEW COM 00817Y108 1,599 21,332 SH   DFND 3 21,332 0 0
AETNA INC NEW COM 00817Y108 4,389 58,546 SH   DFND 6 58,546 0 0
AETNA INC NEW COM 00817Y108 4,233 56,461 SH   DFND 7 56,461 0 0
AETNA INC NEW COM 00817Y108 17,610 234,900 SH   DFND 8 0 0 234,900
AFFILIATED MANAGERS GROUP COM 008252108 264,573 1,322,534 SH   DFND 1,5 110 0 1,322,424
AFFILIATED MANAGERS GROUP COM 008252108 4,901 24,501 SH   DFND 7 24,501 0 0
AFFILIATED MANAGERS GROUP COM 008252108 47,330 236,591 SH   DFND 8 0 0 236,591
AFLAC INC COM 001055102 415,405 6,589,554 SH   DFND 1,5 46,599 0 6,542,955
AFLAC INC COM 001055102 9,109 144,492 SH   DFND 2 144,492 0 0
AFLAC INC COM 001055102 3,772 59,832 SH   DFND 3 59,832 0 0
AFLAC INC COM 001055102 7,054 111,892 SH   DFND 6 85,592 0 26,300
AFLAC INC COM 001055102 32,559 516,478 SH   DFND 7 516,478 0 0
AFLAC INC COM 001055102 19,208 304,700 SH   DFND 8 0 0 304,700
AG MTG INVT TR INC COM 001228105 11,010 628,800 SH   DFND 1,5 0 0 628,800
AGENUS INC COM NEW 00847G705 506 159,514 SH   DFND 8 0 0 159,514
AGILENT TECHNOLOGIES INC COM 00846U101 424,616 7,593,270 SH   DFND 1,5 57,300 0 7,535,970
AGILENT TECHNOLOGIES INC COM 00846U101 5,910 105,694 SH   DFND 2 105,694 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,363 24,378 SH   DFND 3 24,378 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 73,916 1,321,817 SH   DFND 6 905,987 0 415,830
AGILENT TECHNOLOGIES INC COM 00846U101 135,845 2,429,276 SH   DFND 7 2,265,416 0 163,860
AGILENT TECHNOLOGIES INC COM 00846U101 206,339 3,689,900 SH   DFND 8 0 0 3,689,900
AGILENT TECHNOLOGIES INC COM 00846U101 4,588 82,052 SH   DFND   82,052 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 139,478 3,562,646 SH   DFND 1,5 104,598 0 3,458,048
AGIOS PHARMACEUTICALS INC COM 00847X104 3,055 78,033 SH   DFND 8 0 0 78,033
AGL RES INC COM 001204106 1,845 37,692 SH   DFND 2 37,692 0 0
AGL RES INC COM 001204106 868 17,724 SH   DFND 3 17,724 0 0
AGL RES INC COM 001204106 28,005 572,000 SH   DFND 8 0 0 572,000
AGNICO EAGLE MINES LTD COM 008474108 25,853 853,900 SH   DFND 1,5 0 0 853,900
AGNICO EAGLE MINES LTD COM 008474108 48,629 1,606,200 SH   DFND 8 0 0 1,606,200
AGNICO EAGLE MINES LTD COM 008474108 5,931 195,900 SH   DFND   195,900 0 0
AGRIUM INC COM 008916108 45,743 469,400 SH   DFND 1,5 0 0 469,400
AGRIUM INC COM 008916108 19,745 202,618 SH   DFND 6 58,782 0 143,836
AGRIUM INC COM 008916108 47,328 485,670 SH   DFND 7 474,970 0 10,700
AGRIUM INC COM 008916108 71,732 736,101 SH   DFND   467,501 0 268,600
AIR LEASE CORP CL A 00912X302 314,615 8,436,968 SH   DFND 1,5 151,704 0 8,285,264
AIR METHODS CORP COM PAR $.06 009128307 37,432 700,572 SH   DFND 1,5 0 0 700,572
AIR METHODS CORP COM PAR $.06 009128307 71,133 1,331,330 SH   DFND 6 1,185,730 0 145,600
AIR METHODS CORP COM PAR $.06 009128307 25,828 483,390 SH   DFND 7 415,140 0 68,250
AIR METHODS CORP COM PAR $.06 009128307 59,389 1,111,528 SH   DFND 8 0 0 1,111,528
AIR METHODS CORP COM PAR $.06 009128307 40,079 750,124 SH   DFND   750,124 0 0
AIR PRODS & CHEMS INC COM 009158106 593 4,984 SH   DFND 1,5 0 0 4,984
AIR PRODS & CHEMS INC COM 009158106 7,988 67,100 SH   DFND 2 67,100 0 0
AIR PRODS & CHEMS INC COM 009158106 3,055 25,666 SH   DFND 3 25,666 0 0
AIR PRODS & CHEMS INC COM 009158106 5,357 45,000 SH   DFND 8 0 0 45,000
AIR T INC COM 009207101 2,960 244,600 SH   DFND 1,5 6,100 0 238,500
AIR TRANSPORT SERVICES GRP I COM 00922R105 7,094 903,639 SH   DFND 6 903,639 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,232 156,950 SH   DFND 7 156,950 0 0
AIRGAS INC COM 009363102 644,736 6,053,290 SH   DFND 1,5 26,780 0 6,026,510
AIRGAS INC COM 009363102 2,247 21,101 SH   DFND 2 21,101 0 0
AIRGAS INC COM 009363102 373 3,498 SH   DFND 3 3,498 0 0
AIRGAS INC COM 009363102 2,600 24,410 SH   DFND 6 24,410 0 0
AIRGAS INC COM 009363102 87,551 821,997 SH   DFND 8 0 0 821,997
AIRMEDIA GROUP INC SPONSORED ADR 009411109 838 352,100 SH   DFND 1,5 0 0 352,100
AIXTRON SE SPONSORED ADR 009606104 222 13,600 SH   DFND 8 0 0 13,600
AKAMAI TECHNOLOGIES INC COM 00971T101 534,296 9,178,762 SH   DFND 1,5 281,387 0 8,897,375
AKAMAI TECHNOLOGIES INC COM 00971T101 3,294 56,596 SH   DFND 2 56,596 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,900 32,634 SH   DFND 6 32,634 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 12,744 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 1,054 47,900 SH   DFND 8 0 0 47,900
ALAMOS GOLD INC COM 011527108 11,343 1,255,200 SH   DFND 6 505,700 0 749,500
ALAMOS GOLD INC COM 011527108 23,452 2,595,240 SH   DFND 7 2,548,340 0 46,900
ALAMOS GOLD INC COM 011527108 9,928 1,098,600 SH   DFND 8 0 0 1,098,600
ALAMOS GOLD INC COM 011527108 49,621 5,491,100 SH   DFND   5,491,100 0 0
ALASKA AIR GROUP INC COM 011659109 21,390 229,240 SH   DFND 6 229,240 0 0
ALASKA AIR GROUP INC COM 011659109 11,604 124,360 SH   DFND 7 124,360 0 0
ALASKA AIR GROUP INC COM 011659109 7,054 75,600 SH   DFND 8 0 0 75,600
ALASKA AIR GROUP INC COM 011659109 14,235 152,551 SH   DFND   152,551 0 0
ALBEMARLE CORP COM 012653101 29,005 436,690 SH   DFND 1,5 0 0 436,690
ALBEMARLE CORP COM 012653101 4,159 62,622 SH   DFND 6 14,710 0 47,912
ALBEMARLE CORP COM 012653101 1,269 19,100 SH   DFND 7 19,100 0 0
ALBEMARLE CORP COM 012653101 2,666 40,132 SH   DFND   40,132 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 2,658 681,600 SH   DFND 1,5 0 0 681,600
ALCATEL-LUCENT SPONSORED ADR 013904305 12,113 3,106,000 SH   DFND 8 0 0 3,106,000
ALCOA INC COM 013817101 13,399 1,041,100 SH   DFND 1,5 1,600 0 1,039,500
ALCOA INC COM 013817101 4,397 341,624 SH   DFND 2 341,624 0 0
ALCOA INC COM 013817101 1,369 106,343 SH   DFND 3 106,343 0 0
ALERE INC COM 01449J105 88,435 2,574,523 SH   DFND 1,5 0 0 2,574,523
ALERE INC PERP PFD CONV SE 01449J204 136,414 473,840 SH   DFND 1,5 65,904 0 407,936
ALERE INC NOTE 3.000% 5/1 01449JAA3 34,081 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 10,018 291,657 SH   DFND 6 291,657 0 0
ALERE INC COM 01449J105 19,580 570,000 SH   DFND 8 0 0 570,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 142,568 1,964,825 SH   DFND 1,5 51,063 0 1,913,762
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 31,676 436,543 SH   DFND 6 436,543 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 15,308 210,971 SH   DFND 7 210,971 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 54,348 749,012 SH   DFND 8 0 0 749,012
ALEXION PHARMACEUTICALS INC COM 015351109 2,301,271 15,127,003 SH   DFND 1,5 525,411 0 14,601,592
ALEXION PHARMACEUTICALS INC COM 015351109 9,540 62,712 SH   DFND 2 62,712 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,616 17,195 SH   DFND 3 17,195 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 6,633 43,600 SH   DFND 6 43,600 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 242 1,590 SH   DFND 7 1,590 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 825,922 5,429,053 SH   DFND 8 0 0 5,429,053
ALIGN TECHNOLOGY INC COM 016255101 228,832 4,418,456 SH   DFND 1,5 107,558 0 4,310,898
ALIGN TECHNOLOGY INC COM 016255101 253 4,885 SH   DFND 6 4,885 0 0
ALKERMES PLC SHS G01767105 792,927 17,984,275 SH   DFND 1,5 1,249,600 0 16,734,675
ALKERMES PLC SHS G01767105 273 6,200 SH   DFND 6 6,200 0 0
ALKERMES PLC SHS G01767105 104,822 2,377,450 SH   DFND 8 0 0 2,377,450
ALLEGHANY CORP DEL COM 017175100 1,501 3,685 SH   DFND 3 3,685 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 12,656 12,470,000 PRN   DFND 1,5 0 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,289 34,219 SH   DFND 2 34,219 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 30 30,000 PRN   DFND 6 0 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.250% 6/0 01741RAD4 7,043 6,940,000 PRN   DFND   0 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,791 24,933 SH   DFND 6 24,933 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 34,887 668,722 SH   DFND 1,5 0 0 668,722
ALLEGION PUB LTD CO ORD SHS G0176J109 1,484 28,446 SH   DFND 2 28,446 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 991 19,000 SH   DFND 8 0 0 19,000
ALLERGAN INC COM 018490102 344,818 2,778,550 SH   DFND 1,5 199,200 0 2,579,350
ALLERGAN INC COM 018490102 11,742 94,614 SH   DFND 2 94,614 0 0
ALLERGAN INC COM 018490102 6,334 51,041 SH   DFND 3 51,041 0 0
ALLERGAN INC COM 018490102 30,081 242,390 SH   DFND 6 227,730 0 14,660
ALLERGAN INC COM 018490102 60,462 487,201 SH   DFND 7 436,151 0 51,050
ALLERGAN INC COM 018490102 6,763 54,500 SH   DFND 8 0 0 54,500
ALLIANCE DATA SYSTEMS CORP COM 018581108 551,176 2,023,036 SH   DFND 1,5 30,190 0 1,992,846
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,592 16,856 SH   DFND 2 16,856 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 318 1,168 SH   DFND 3 1,168 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 35,159 129,048 SH   DFND 8 0 0 129,048
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 33,552 1,343,700 SH   DFND 1,5 0 0 1,343,700
ALLIANT ENERGY CORP COM 018802108 96,358 1,696,150 SH   DFND 1,5 0 0 1,696,150
ALLIANT ENERGY CORP COM 018802108 12,944 227,850 SH   DFND 6 227,850 0 0
ALLIANT ENERGY CORP COM 018802108 10,311 181,491 SH   DFND 7 181,491 0 0
ALLIANT ENERGY CORP COM 018802108 880 15,499 SH   DFND   15,499 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 81,448 572,975 SH   DFND 1,5 0 0 572,975
ALLIANT TECHSYSTEMS INC COM 018804104 4,827 33,960 SH   DFND 7 33,960 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 55,424 389,896 SH   DFND 8 0 0 389,896
ALLIANT TECHSYSTEMS INC COM 018804104 84,517 594,563 SH   DFND   594,563 0 0
ALLIED NEVADA GOLD CORP COM 019344100 1,344 311,800 SH   DFND 8 0 0 311,800
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 225,106 2,181,475 SH   DFND 1,5 0 0 2,181,475
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 6,532 63,300 SH   DFND 8 0 0 63,300
ALLISON TRANSMISSION HLDGS I COM 01973R101 72,034 2,405,945 SH   DFND 1,5 15,000 0 2,390,945
ALLISON TRANSMISSION HLDGS I COM 01973R101 5,001 167,019 SH   DFND 8 0 0 167,019
ALLISON TRANSMISSION HLDGS I COM 01973R101 805 26,872 SH   DFND   26,872 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6,886 511,609 SH   DFND 1,5 0 0 511,609
ALLOT COMMUNICATIONS LTD SHS M0854Q105 1,028 76,400 SH   DFND 7 43,400 0 33,000
ALLOT COMMUNICATIONS LTD SHS M0854Q105 10,972 815,191 SH   DFND 8 0 0 815,191
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 18,868 1,046,500 SH   DFND 1,5 0 0 1,046,500
ALLSTATE CORP COM 020002101 109,626 1,937,540 SH   DFND 1,5 0 0 1,937,540
ALLSTATE CORP COM 020002101 8,019 141,729 SH   DFND 2 141,729 0 0
ALLSTATE CORP COM 020002101 4,598 81,266 SH   DFND 3 81,266 0 0
ALLSTATE CORP COM 020002101 45,365 801,790 SH   DFND 8 0 0 801,790
ALMOST FAMILY INC COM 020409108 28,247 1,222,814 SH   DFND 1,5 23,400 0 1,199,414
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 516,975 7,699,956 SH   DFND 1,5 534,399 0 7,165,557
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 880 13,100 SH   DFND 6 13,100 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 125,852 1,874,466 SH   DFND 8 0 0 1,874,466
ALON USA PARTNERS LP UT LTDPART INT 02052T109 247 14,834 SH   DFND 1,5 0 0 14,834
ALON USA PARTNERS LP UT LTDPART INT 02052T109 939 56,366 SH   DFND 8 0 0 56,366
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 27,766 3,772,500 SH   DFND 1,5 371,100 0 3,401,400
ALPHA NATURAL RESOURCES INC COM 02076X102 3,739 879,766 SH   DFND 1,5 0 0 879,766
ALTERA CORP COM 021441100 270,623 7,467,521 SH   DFND 1,5 9,100 0 7,458,421
ALTERA CORP COM 021441100 3,648 100,667 SH   DFND 2 100,667 0 0
ALTERA CORP COM 021441100 440 12,128 SH   DFND 3 12,128 0 0
ALTERA CORP COM 021441100 2,013 55,538 SH   DFND 6 55,538 0 0
ALTERA CORP COM 021441100 32,846 906,347 SH   DFND 8 0 0 906,347
ALTISOURCE ASSET MGMT CORP COM 02153X108 60,705 56,488 SH   DFND 1,5 0 0 56,488
ALTISOURCE ASSET MGMT CORP COM 02153X108 752 700 SH   DFND   700 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 110,033 904,428 SH   DFND 1,5 0 0 904,428
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 474 3,900 SH   DFND 6 3,900 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 15,057 123,760 SH   DFND 8 0 0 123,760
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 263,986 8,364,573 SH   DFND 1,5 0 0 8,364,573
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 4,930 156,200 SH   DFND 8 0 0 156,200
ALTRIA GROUP INC COM 02209S103 1,171,811 31,306,743 SH   DFND 1,5 1,060,947 0 30,245,796
ALTRIA GROUP INC COM 02209S103 23,646 631,730 SH   DFND 2 631,730 0 0
ALTRIA GROUP INC COM 02209S103 8,872 237,016 SH   DFND 3 237,016 0 0
ALTRIA GROUP INC COM 02209S103 6,249 166,953 SH   DFND 6 166,953 0 0
ALTRIA GROUP INC COM 02209S103 115,028 3,073,141 SH   DFND 8 0 0 3,073,141
ALTRIA GROUP INC COM 02209S103 24,035 642,135 SH   DFND   642,135 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,295 66,937 SH   DFND 1,5 0 0 66,937
AMAG PHARMACEUTICALS INC COM 00163U106 20,912 1,080,720 SH   DFND 8 0 0 1,080,720
AMARIN CORP PLC SPONS ADR NEW 023111206 677 374,200 SH   DFND 1,5 0 0 374,200
AMAZON COM INC COM 023135106 4,862,343 14,448,897 SH   DFND 1,5 369,871 0 14,079,026
AMAZON COM INC COM 023135106 39,684 117,925 SH   DFND 2 117,925 0 0
AMAZON COM INC COM 023135106 15,590 46,329 SH   DFND 3 46,329 0 0
AMAZON COM INC COM 023135106 52,735 156,706 SH   DFND 6 134,286 0 22,420
AMAZON COM INC COM 023135106 42,445 126,130 SH   DFND 7 103,750 0 22,380
AMAZON COM INC COM 023135106 95,895 284,960 SH   DFND 8 0 0 284,960
AMAZON COM INC COM 023135106 3,239 9,624 SH   DFND   9,624 0 0
AMBAC FINL GROUP INC COM NEW 023139884 59,310 1,911,360 SH   DFND 1,5 0 0 1,911,360
AMBARELLA INC SHS G037AX101 3,456 129,400 SH   DFND   129,400 0 0
AMBASSADORS GROUP INC COM 023177108 7,011 1,770,356 SH   DFND 1,5 44,200 0 1,726,156
AMBEV SA SPONSORED ADR 02319V103 175,047 23,623,115 SH   DFND 1,5 452,628 0 23,170,487
AMBEV SA SPONSORED ADR 02319V103 459 61,900 SH   DFND 6 61,900 0 0
AMBEV SA SPONSORED ADR 02319V103 8,370 1,129,610 SH   DFND 8 0 0 1,129,610
AMBIT BIOSCIENCES CORP COM 02318X100 8,378 918,684 SH   DFND 8 0 0 918,684
AMC NETWORKS INC CL A 00164V103 200,225 2,739,433 SH   DFND 1,5 7,800 0 2,731,633
AMC NETWORKS INC CL A 00164V103 55,233 755,687 SH   DFND 6 651,617 0 104,070
AMC NETWORKS INC CL A 00164V103 21,676 296,560 SH   DFND 7 240,260 0 56,300
AMC NETWORKS INC CL A 00164V103 7,755 106,100 SH   DFND 8 0 0 106,100
AMC NETWORKS INC CL A 00164V103 5,294 72,425 SH   DFND   72,425 0 0
AMCOL INTL CORP COM 02341W103 5,217 113,950 SH   DFND 7 113,950 0 0
AMCOL INTL CORP COM 02341W103 60,627 1,324,315 SH   DFND   1,324,315 0 0
AMDOCS LTD SHS G02602103 611,765 13,167,560 SH   DFND 1,5 207,900 0 12,959,660
AMDOCS LTD SHS G02602103 4,299 92,533 SH   DFND 7 92,533 0 0
AMDOCS LTD SHS G02602103 3,038 65,400 SH   DFND 8 0 0 65,400
AMDOCS LTD SHS G02602103 3,579 77,036 SH   DFND   77,036 0 0
AMEDISYS INC COM 023436108 65,211 4,379,500 SH   DFND 1,5 36,500 0 4,343,000
AMERCO COM 023586100 2,321 10,000 SH   DFND 1,5 0 0 10,000
AMERCO COM 023586100 5,408 23,300 SH   DFND 8 0 0 23,300
AMEREN CORP COM 023608102 107,932 2,619,700 SH   DFND 1,5 0 0 2,619,700
AMEREN CORP COM 023608102 3,169 76,915 SH   DFND 2 76,915 0 0
AMEREN CORP COM 023608102 959 23,288 SH   DFND 3 23,288 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 151,158 7,603,522 SH   DFND 1,5 224,356 0 7,379,166
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 409 20,583 SH   DFND 3 20,583 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 620 31,200 SH   DFND 6 31,200 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,085,626 29,661,908 SH   DFND 1,5 799,240 0 28,862,668
AMERICAN AIRLS GROUP INC COM 02376R102 38,656 1,056,173 SH   DFND 6 823,783 0 232,390
AMERICAN AIRLS GROUP INC COM 02376R102 37,711 1,030,360 SH   DFND 7 816,190 0 214,170
AMERICAN AIRLS GROUP INC COM 02376R102 75,891 2,073,532 SH   DFND 8 0 0 2,073,532
AMERICAN ASSETS TR INC COM 024013104 53,012 1,571,192 SH   DFND 1,5 0 0 1,571,192
AMERICAN CAP LTD COM 02503Y103 28,626 1,812,900 SH   DFND 8 0 0 1,812,900
AMERICAN CAPITAL AGENCY CORP COM 02503X105 263,577 12,265,112 SH   DFND 1,5 385,623 0 11,879,489
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,149 53,455 SH   DFND 3 53,455 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,749 127,900 SH   DFND 6 127,900 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 11,957 556,400 SH   DFND 8 0 0 556,400
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 24,663 2,014,982 SH   DFND 1,5 0 0 2,014,982
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,113 90,918 SH   DFND 6 90,918 0 0
AMERICAN ELEC PWR INC COM 025537101 301,888 5,959,094 SH   DFND 1,5 74,283 0 5,884,811
AMERICAN ELEC PWR INC COM 025537101 7,833 154,624 SH   DFND 2 154,624 0 0
AMERICAN ELEC PWR INC COM 025537101 3,863 76,253 SH   DFND 3 76,253 0 0
AMERICAN ELEC PWR INC COM 025537101 4,976 98,223 SH   DFND 6 71,193 0 27,030
AMERICAN ELEC PWR INC COM 025537101 5,946 117,370 SH   DFND 7 117,370 0 0
AMERICAN ELEC PWR INC COM 025537101 65,464 1,292,213 SH   DFND 8 0 0 1,292,213
AMERICAN EXPRESS CO COM 025816109 2,732,681 30,353,004 SH   DFND 1,5 761,731 0 29,591,273
AMERICAN EXPRESS CO COM 025816109 26,079 289,675 SH   DFND 2 289,675 0 0
AMERICAN EXPRESS CO COM 025816109 11,300 125,519 SH   DFND 3 125,519 0 0
AMERICAN EXPRESS CO COM 025816109 6,321 70,211 SH   DFND 6 70,211 0 0
AMERICAN EXPRESS CO COM 025816109 13,180 146,400 SH   DFND 8 0 0 146,400
AMERICAN HOMES 4 RENT CL A 02665T306 3,078 184,200 SH   DFND 8 0 0 184,200
AMERICAN INTL GROUP INC COM NEW 026874784 693,856 13,874,342 SH   DFND 1,5 298,753 0 13,575,589
AMERICAN INTL GROUP INC COM NEW 026874784 23,210 464,106 SH   DFND 2 464,106 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,225 124,471 SH   DFND 3 124,471 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 32,527 650,410 SH   DFND 6 568,990 0 81,420
AMERICAN INTL GROUP INC COM NEW 026874784 31,617 632,210 SH   DFND 7 562,430 0 69,780
AMERICAN INTL GROUP INC COM NEW 026874784 40,218 804,200 SH   DFND 8 0 0 804,200
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 1,156 56,569 SH   DFND 8 0 0 56,569
AMERICAN PUBLIC EDUCATION IN COM 02913V103 43,400 1,237,159 SH   DFND 1,5 0 0 1,237,159
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 4,796 266,765 SH   DFND 1,5 0 0 266,765
AMERICAN RLTY CAP PPTYS INC NOTE 3.000% 8/0 02917TAA2 14,893 14,000,000 PRN   DFND 1,5 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 876,332 10,703,945 SH   DFND 1,5 112,335 0 10,591,610
AMERICAN TOWER CORP NEW COM 03027X100 10,252 125,220 SH   DFND 2 125,220 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,481 54,728 SH   DFND 3 54,728 0 0
AMERICAN TOWER CORP NEW COM 03027X100 29,591 361,444 SH   DFND 6 219,804 0 141,640
AMERICAN TOWER CORP NEW COM 03027X100 34,734 424,256 SH   DFND 7 341,316 0 82,940
AMERICAN TOWER CORP NEW COM 03027X100 56,982 696,004 SH   DFND 8 0 0 696,004
AMERICAN WOODMARK CORP COM 030506109 3,593 106,731 SH   DFND 6 106,731 0 0
AMERICAN WOODMARK CORP COM 030506109 623 18,520 SH   DFND 7 18,520 0 0
AMERICAN WOODMARK CORP COM 030506109 2,201 65,400 SH   DFND 8 0 0 65,400
AMERICAN WTR WKS CO INC NEW COM 030420103 6,784 149,420 SH   DFND 1,5 0 0 149,420
AMERICAN WTR WKS CO INC NEW COM 030420103 2,833 62,400 SH   DFND 7 62,400 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 18,388 405,027 SH   DFND   405,027 0 0
AMERIPRISE FINL INC COM 03076C106 1,236,119 11,230,302 SH   DFND 1,5 283,731 0 10,946,571
AMERIPRISE FINL INC COM 03076C106 6,660 60,506 SH   DFND 2 60,506 0 0
AMERIPRISE FINL INC COM 03076C106 1,723 15,653 SH   DFND 3 15,653 0 0
AMERIPRISE FINL INC COM 03076C106 12,569 114,195 SH   DFND 6 53,335 0 60,860
AMERIPRISE FINL INC COM 03076C106 11,571 105,120 SH   DFND 7 81,620 0 23,500
AMERIPRISE FINL INC COM 03076C106 54,943 499,160 SH   DFND 8 0 0 499,160
AMERISAFE INC COM 03071H100 116,025 2,642,329 SH   DFND 1,5 0 0 2,642,329
AMERISOURCEBERGEN CORP COM 03073E105 325,520 4,962,956 SH   DFND 1,5 117,191 0 4,845,765
AMERISOURCEBERGEN CORP COM 03073E105 4,766 72,656 SH   DFND 2 72,656 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,343 50,973 SH   DFND 3 50,973 0 0
AMERISOURCEBERGEN CORP COM 03073E105 558 8,500 SH   DFND 6 8,500 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,993 76,120 SH   DFND 7 76,120 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,483 53,100 SH   DFND 8 0 0 53,100
AMERISOURCEBERGEN CORP COM 03073E105 685 10,446 SH   DFND   10,446 0 0
AMETEK INC NEW COM 031100100 506,320 9,833,368 SH   DFND 1,5 0 0 9,833,368
AMETEK INC NEW COM 031100100 4,000 77,686 SH   DFND 2 77,686 0 0
AMETEK INC NEW COM 031100100 363 7,050 SH   DFND 3 7,050 0 0
AMETEK INC NEW COM 031100100 1,735 33,700 SH   DFND 6 33,700 0 0
AMGEN INC COM 031162100 4,593,271 37,240,724 SH   DFND 1,5 677,443 0 36,563,281
AMGEN INC COM 031162100 29,520 239,336 SH   DFND 2 239,336 0 0
AMGEN INC COM 031162100 10,959 88,852 SH   DFND 3 88,852 0 0
AMGEN INC COM 031162100 26,453 214,476 SH   DFND 6 214,476 0 0
AMGEN INC COM 031162100 10,198 82,684 SH   DFND 7 82,684 0 0
AMGEN INC COM 031162100 1,502,510 12,181,853 SH   DFND 8 0 0 12,181,853
AMGEN INC COM 031162100 20,756 168,282 SH   DFND   168,282 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,164 562,204 SH   DFND 1,5 0 0 562,204
AMIRA NATURE FOODS LTD SHS G0335L102 53,995 3,168,743 SH   DFND 1,5 255,535 0 2,913,208
AMIRA NATURE FOODS LTD SHS G0335L102 6,727 394,800 SH   DFND 6 394,800 0 0
AMKOR TECHNOLOGY INC COM 031652100 6,594 961,235 SH   DFND 1,5 0 0 961,235
AMN HEALTHCARE SERVICES INC COM 001744101 422 30,700 SH   DFND 1,5 0 0 30,700
AMPHENOL CORP NEW CL A 032095101 1,523,241 16,620,195 SH   DFND 1,5 323,451 0 16,296,744
AMPHENOL CORP NEW CL A 032095101 4,596 50,149 SH   DFND 2 50,149 0 0
AMPHENOL CORP NEW CL A 032095101 910 9,929 SH   DFND 3 9,929 0 0
AMPHENOL CORP NEW CL A 032095101 321 3,500 SH   DFND 8 0 0 3,500
AMSURG CORP COM 03232P405 221,969 4,714,728 SH   DFND 1,5 0 0 4,714,728
AMSURG CORP COM 03232P405 2,614 55,529 SH   DFND 7 55,529 0 0
AMTRUST FINL SVCS INC COM 032359309 17,951 477,304 SH   DFND 1,5 0 0 477,304
AMTRUST FINL SVCS INC COM 032359309 10,196 271,100 SH   DFND 6 248,000 0 23,100
AMTRUST FINL SVCS INC COM 032359309 2,275 60,490 SH   DFND 7 60,490 0 0
AMTRUST FINL SVCS INC COM 032359309 1,188 31,600 SH   DFND 8 0 0 31,600
AMTRUST FINL SVCS INC COM 032359309 2,817 74,890 SH   DFND   74,890 0 0
AMYRIS INC COM 03236M101 14,103 3,781,061 SH   DFND 1,5 0 0 3,781,061
AMYRIS INC COM 03236M101 1,582 424,189 SH   DFND 6 424,189 0 0
AMYRIS INC COM 03236M101 435 116,600 SH   DFND 8 0 0 116,600
ANACOR PHARMACEUTICALS INC COM 032420101 10,319 515,716 SH   DFND 8 0 0 515,716
ANADARKO PETE CORP COM 032511107 1,642,112 19,373,669 SH   DFND 1,5 333,496 0 19,040,173
ANADARKO PETE CORP COM 032511107 13,536 159,693 SH   DFND 2 159,693 0 0
ANADARKO PETE CORP COM 032511107 5,084 59,986 SH   DFND 3 59,986 0 0
ANADARKO PETE CORP COM 032511107 7,774 91,715 SH   DFND 6 91,715 0 0
ANADARKO PETE CORP COM 032511107 201,274 2,374,632 SH   DFND 8 0 0 2,374,632
ANADARKO PETE CORP COM 032511107 765 9,028 SH   DFND   9,028 0 0
ANALOG DEVICES INC COM 032654105 221,348 4,165,366 SH   DFND 1,5 5,800 0 4,159,566
ANALOG DEVICES INC COM 032654105 5,265 99,071 SH   DFND 2 99,071 0 0
ANALOG DEVICES INC COM 032654105 1,597 30,055 SH   DFND 3 30,055 0 0
ANDERSONS INC COM 034164103 2,672 45,101 SH   DFND 7 45,101 0 0
ANGIES LIST INC COM 034754101 19,812 1,626,627 SH   DFND 1,5 0 0 1,626,627
ANGIES LIST INC COM 034754101 8,134 667,839 SH   DFND 8 0 0 667,839
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 20,361 1,192,069 SH   DFND 1,5 91,286 0 1,100,783
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 58,632 3,432,808 SH   DFND 8 0 0 3,432,808
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 460,444 4,372,691 SH   DFND 1,5 64,355 0 4,308,336
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 244 2,316 SH   DFND 3 2,316 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 3,213 30,509 SH   DFND 6 30,509 0 0
ANNALY CAP MGMT INC COM 035710409 275,828 25,143,808 SH   DFND 1,5 815,088 0 24,328,720
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 39,707 38,786,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 1,183 107,869 SH   DFND 3 107,869 0 0
ANNALY CAP MGMT INC COM 035710409 2,394 218,200 SH   DFND 6 218,200 0 0
ANNALY CAP MGMT INC COM 035710409 2,365 215,600 SH   DFND 8 0 0 215,600
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 23,055 22,520,000 PRN   DFND   0 0 0
ANNIES INC COM 03600T104 2,927 72,820 SH   DFND 1,5 0 0 72,820
ANNIES INC COM 03600T104 15,787 392,814 SH   DFND 8 0 0 392,814
ANSYS INC COM 03662Q105 476,356 6,184,837 SH   DFND 1,5 124,800 0 6,060,037
ANSYS INC COM 03662Q105 7,077 91,889 SH   DFND 8 0 0 91,889
ANTERO RES CORP COM 03674X106 163,142 2,606,100 SH   DFND 1,5 49,600 0 2,556,500
ANWORTH MORTGAGE ASSET CP COM 037347101 8,710 1,756,110 SH   DFND 1,5 0 0 1,756,110
AON PLC SHS CL A G0408V102 8,044 95,448 SH   DFND 2 95,448 0 0
AON PLC SHS CL A G0408V102 1,951 23,144 SH   DFND 3 23,144 0 0
AON PLC SHS CL A G0408V102 3,970 47,100 SH   DFND 8 0 0 47,100
APACHE CORP COM 037411105 549,732 6,627,271 SH   DFND 1,5 171,615 0 6,455,656
APACHE CORP COM 037411105 10,379 125,127 SH   DFND 2 125,127 0 0
APACHE CORP COM 037411105 4,359 52,551 SH   DFND 3 52,551 0 0
APACHE CORP COM 037411105 61,532 741,798 SH   DFND 6 486,708 0 255,090
APACHE CORP COM 037411105 94,576 1,140,152 SH   DFND 7 1,087,152 0 53,000
APACHE CORP COM 037411105 3,763 45,365 SH   DFND   45,365 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 208,555 6,901,228 SH   DFND 1,5 72,597 0 6,828,631
APARTMENT INVT & MGMT CO CL A 03748R101 1,400 46,313 SH   DFND 2 46,313 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 697 23,078 SH   DFND 3 23,078 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 66,630 2,204,845 SH   DFND 8 0 0 2,204,845
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 5,088 5,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 20,594 601,470 SH   DFND 1,5 700 0 600,770
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 156,461 4,920,150 SH   DFND 1,5 0 0 4,920,150
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 3,975 125,000 SH   DFND 8 0 0 125,000
APOLLO INVT CORP COM 03761U106 158,122 19,027,924 SH   DFND 1,5 849,761 0 18,178,163
APOLLO INVT CORP COM 03761U106 1,693 203,700 SH   DFND 6 203,700 0 0
APOLLO INVT CORP COM 03761U106 17,047 2,051,422 SH   DFND 8 0 0 2,051,422
APPLE INC COM 037833100 12,120,244 22,581,220 SH   DFND 1,5 525,137 0 22,056,083
APPLE INC COM 037833100 151,768 282,759 SH   DFND 2 282,759 0 0
APPLE INC COM 037833100 46,544 86,717 SH   DFND 3 86,717 0 0
APPLE INC COM 037833100 281,174 523,856 SH   DFND 6 374,776 0 149,080
APPLE INC COM 037833100 443,115 825,567 SH   DFND 7 785,467 0 40,100
APPLE INC COM 037833100 383,562 714,615 SH   DFND 8 0 0 714,615
APPLE INC COM 037833100 14,610 27,220 SH   DFND   27,220 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 41,806 866,630 SH   DFND 1,5 0 0 866,630
APPLIED INDL TECHNOLOGIES IN COM 03820C105 5,607 116,224 SH   DFND 6 116,224 0 0
APPLIED MATLS INC COM 038222105 669,247 32,774,099 SH   DFND 1,5 1,326,388 0 31,447,711
APPLIED MATLS INC COM 038222105 7,839 383,906 SH   DFND 2 383,906 0 0
APPLIED MATLS INC COM 038222105 1,588 77,784 SH   DFND 3 77,784 0 0
APPLIED MATLS INC COM 038222105 12,370 605,790 SH   DFND 6 605,790 0 0
APPLIED MATLS INC COM 038222105 2,549 124,850 SH   DFND 7 124,850 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 109,945 11,105,527 SH   DFND 1,5 724,930 0 10,380,597
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 125 12,600 SH   DFND 8 0 0 12,600
APTARGROUP INC COM 038336103 20,135 304,609 SH   DFND 1,5 0 0 304,609
APTARGROUP INC COM 038336103 32,174 486,747 SH   DFND 8 0 0 486,747
ARAMARK HLDGS CORP COM 03852U106 173,376 5,995,004 SH   DFND 1,5 93,200 0 5,901,804
ARAMARK HLDGS CORP COM 03852U106 5,258 181,800 SH   DFND 8 0 0 181,800
ARATANA THERAPEUTICS INC COM 03874P101 3,286 196,710 SH   DFND 1,5 0 0 196,710
ARATANA THERAPEUTICS INC COM 03874P101 2,978 178,290 SH   DFND 8 0 0 178,290
ARBOR RLTY TR INC COM 038923108 20,832 3,010,475 SH   DFND 1,5 0 0 3,010,475
ARBOR RLTY TR INC COM 038923108 5,972 862,960 SH   DFND 6 862,960 0 0
ARBOR RLTY TR INC COM 038923108 1,050 151,699 SH   DFND 7 151,699 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,463 152,500 SH   DFND 1,5 0 0 152,500
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 13,599 568,500 SH   DFND 1,5 0 0 568,500
ARCH CAP GROUP LTD ORD G0450A105 73,955 1,285,275 SH   DFND 1,5 59,075 0 1,226,200
ARCH CAP GROUP LTD ORD G0450A105 1,135 19,733 SH   DFND 3 19,733 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 455,160 10,489,971 SH   DFND 1,5 479,600 0 10,010,371
ARCHER DANIELS MIDLAND CO COM 039483102 9,056 208,702 SH   DFND 2 208,702 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,976 45,543 SH   DFND 3 45,543 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 846 19,502 SH   DFND 6 19,502 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10,301 237,410 SH   DFND 7 237,410 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 47,993 1,106,080 SH   DFND 8 0 0 1,106,080
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 19,875 1,971,728 SH   DFND 1,5 156,965 0 1,814,763
ARDMORE SHIPPING CORP COM Y0207T100 3,639 273,600 SH   DFND 6 273,600 0 0
ARDMORE SHIPPING CORP COM Y0207T100 631 47,428 SH   DFND 7 47,428 0 0
ARENA PHARMACEUTICALS INC COM 040047102 374 59,373 SH   DFND 8 0 0 59,373
ARES CAP CORP COM 04010L103 125,876 7,143,929 SH   DFND 1,5 345,384 0 6,798,545
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 27,188 25,000,000 PRN   DFND 1,5 0 0 0
ARES CAP CORP COM 04010L103 2,018 114,534 SH   DFND 6 114,534 0 0
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 1,631 1,500,000 PRN   DFND 6 0 0 0
ARES CAP CORP COM 04010L103 21,144 1,200,000 SH   DFND 8 0 0 1,200,000
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 17,361 17,000,000 PRN   DFND 1,5 0 0 0
ARGAN INC COM 04010E109 494 16,611 SH   DFND 1,5 0 0 16,611
ARIAD PHARMACEUTICALS INC COM 04033A100 24,922 3,092,100 SH   DFND 1,5 0 0 3,092,100
ARIAD PHARMACEUTICALS INC COM 04033A100 82,921 10,287,946 SH   DFND 8 0 0 10,287,946
ARK RESTAURANTS CORP COM 040712101 4,950 224,895 SH   DFND 1,5 5,600 0 219,295
ARM HLDGS PLC SPONSORED ADR 042068106 117,327 2,301,874 SH   DFND 1,5 68,427 0 2,233,447
ARM HLDGS PLC SPONSORED ADR 042068106 2,577 50,564 SH   DFND 3 50,564 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 19,760 1,968,173 SH   DFND 6 1,968,173 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,187 217,864 SH   DFND 7 217,864 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 58,590 1,100,281 SH   DFND 1,5 0 0 1,100,281
ARMSTRONG WORLD INDS INC NEW COM 04247X102 4,851 91,100 SH   DFND 8 0 0 91,100
ARQULE INC COM 04269E107 1,855 904,877 SH   DFND 1,5 0 0 904,877
ARRAY BIOPHARMA INC COM 04269X105 20,767 4,418,470 SH   DFND 1,5 324,100 0 4,094,370
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 14,918 14,500,000 PRN   DFND 1,5 0 0 0
ARRAY BIOPHARMA INC COM 04269X105 37,835 8,050,000 SH   DFND 8 0 0 8,050,000
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 943 186,700 SH   DFND 1,5 6,700 0 180,000
ARROW ELECTRS INC COM 042735100 265,483 4,472,418 SH   DFND 1,5 0 0 4,472,418
ARROW ELECTRS INC COM 042735100 870 14,650 SH   DFND 6 14,650 0 0
ARROW ELECTRS INC COM 042735100 2,867 48,298 SH   DFND 7 48,298 0 0
ARROWHEAD RESH CORP COM NEW 042797209 7,223 439,900 SH   DFND 1,5 0 0 439,900
ARROWHEAD RESH CORP COM NEW 042797209 83,431 5,081,050 SH   DFND 8 0 0 5,081,050
ARTHROCARE CORP COM 043136100 11,210 232,630 SH   DFND 7 232,630 0 0
ARTHROCARE CORP COM 043136100 141,102 2,928,030 SH   DFND   2,928,030 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 45,946 715,114 SH   DFND 1,5 39,680 0 675,434
ARUBA NETWORKS INC COM 043176106 125,733 6,705,737 SH   DFND 1,5 0 0 6,705,737
ARUBA NETWORKS INC COM 043176106 10,305 549,590 SH   DFND 6 549,590 0 0
ARUBA NETWORKS INC COM 043176106 2,174 115,920 SH   DFND 7 115,920 0 0
ARUBA NETWORKS INC COM 043176106 4,629 246,863 SH   DFND 8 0 0 246,863
ASBURY AUTOMOTIVE GROUP INC COM 043436104 146,588 2,650,300 SH   DFND 1,5 0 0 2,650,300
ASCENA RETAIL GROUP INC COM 04351G101 38,035 2,201,120 SH   DFND 1,5 6,200 0 2,194,920
ASCENA RETAIL GROUP INC COM 04351G101 8,398 485,980 SH   DFND 6 409,780 0 76,200
ASCENA RETAIL GROUP INC COM 04351G101 2,441 141,260 SH   DFND 7 141,260 0 0
ASCENA RETAIL GROUP INC COM 04351G101 3,091 178,884 SH   DFND   178,884 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 533 35,248 SH   DFND 1,5 0 0 35,248
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,755 176,699 SH   DFND 1,5 0 0 176,699
ASHLAND INC NEW COM 044209104 14,350 144,247 SH   DFND 1,5 0 0 144,247
ASHLAND INC NEW COM 044209104 166,982 1,678,550 SH   DFND 6 1,461,100 0 217,450
ASHLAND INC NEW COM 044209104 156,553 1,573,716 SH   DFND 7 1,546,226 0 27,490
ASHLAND INC NEW COM 044209104 64,342 646,785 SH   DFND 8 0 0 646,785
ASHLAND INC NEW COM 044209104 8,764 88,095 SH   DFND   88,095 0 0
ASM INTL N V NY REGISTER SH N07045102 17,041 424,650 SH   DFND 1,5 0 0 424,650
ASM INTL N V NY REGISTER SH N07045102 433 10,800 SH   DFND 8 0 0 10,800
ASML HOLDING N V N Y REGISTRY SHS N07059210 86,233 923,661 SH   DFND 1,5 75,800 0 847,861
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 179,121 4,511,868 SH   DFND 1,5 0 0 4,511,868
ASPEN TECHNOLOGY INC COM 045327103 96,499 2,278,065 SH   DFND 1,5 66,896 0 2,211,169
ASPEN TECHNOLOGY INC COM 045327103 10,811 255,210 SH   DFND 6 255,210 0 0
ASPEN TECHNOLOGY INC COM 045327103 5,551 131,040 SH   DFND 7 131,040 0 0
ASPEN TECHNOLOGY INC COM 045327103 21,015 496,107 SH   DFND 8 0 0 496,107
ASPEN TECHNOLOGY INC COM 045327103 11,631 274,580 SH   DFND   274,580 0 0
ASSOCIATED BANC CORP COM 045487105 257,354 14,249,951 SH   DFND 1,5 0 0 14,249,951
ASSOCIATED ESTATES RLTY CORP COM 045604105 7,352 434,008 SH   DFND 1,5 0 0 434,008
ASSURANT INC COM 04621X108 360,528 5,550,000 SH   DFND 1,5 131,000 0 5,419,000
ASSURANT INC COM 04621X108 1,475 22,711 SH   DFND 2 22,711 0 0
ASSURANT INC COM 04621X108 494 7,601 SH   DFND 3 7,601 0 0
ASSURANT INC COM 04621X108 1,286 19,800 SH   DFND 8 0 0 19,800
ASSURED GUARANTY LTD COM G0585R106 2,859 112,900 SH   DFND 8 0 0 112,900
ASTORIA FINL CORP COM 046265104 128,180 9,274,999 SH   DFND 1,5 0 0 9,274,999
ASTRAZENECA PLC SPONSORED ADR 046353108 327,239 5,043,752 SH   DFND 1,5 0 0 5,043,752
ASTRAZENECA PLC SPONSORED ADR 046353108 331 5,095 SH   DFND 3 5,095 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 87,893 1,354,700 SH   DFND 8 0 0 1,354,700
ASTRAZENECA PLC SPONSORED ADR 046353108 59,255 913,309 SH   DFND   913,309 0 0
ASTRONICS CORP COM 046433108 6,160 97,142 SH   DFND 6 97,142 0 0
ASTRONICS CORP COM 046433108 2,666 42,040 SH   DFND 7 30,540 0 11,500
ASURE SOFTWARE INC COM 04649U102 329 51,000 SH   DFND 6 51,000 0 0
AT&T INC COM 00206R102 546,527 15,583,897 SH   DFND 1,5 539,456 0 15,044,441
AT&T INC COM 00206R102 57,885 1,650,559 SH   DFND 2 1,650,559 0 0
AT&T INC COM 00206R102 11,293 322,025 SH   DFND 3 322,025 0 0
AT&T INC COM 00206R102 6,256 178,400 SH   DFND 6 178,400 0 0
AT&T INC COM 00206R102 701 20,000 SH   DFND 7 20,000 0 0
AT&T INC COM 00206R102 32,204 918,288 SH   DFND 8 0 0 918,288
AT&T INC COM 00206R102 8,274 235,926 SH   DFND   235,926 0 0
ATHENAHEALTH INC COM 04685W103 447,522 2,792,821 SH   DFND 1,5 135,900 0 2,656,921
ATHENAHEALTH INC COM 04685W103 1,170 7,300 SH   DFND 6 7,300 0 0
ATHENAHEALTH INC COM 04685W103 9,041 56,420 SH   DFND 8 0 0 56,420
ATLANTIC TELE NETWORK INC COM NEW 049079205 47,924 726,996 SH   DFND 1,5 15,900 0 711,096
ATLANTIC TELE NETWORK INC COM NEW 049079205 6,605 100,200 SH   DFND 8 0 0 100,200
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 102,781 2,914,127 SH   DFND 1,5 36,800 0 2,877,327
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,631 131,300 SH   DFND 8 0 0 131,300
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 49,265 1,534,270 SH   DFND 1,5 0 0 1,534,270
ATMEL CORP COM 049513104 11,989 1,434,136 SH   DFND 1,5 0 0 1,434,136
ATMI INC COM 00207R101 2,109 62,000 SH   DFND 7 62,000 0 0
ATMI INC COM 00207R101 100,558 2,956,730 SH   DFND   2,956,730 0 0
ATMOS ENERGY CORP COM 049560105 203,692 4,321,924 SH   DFND 1,5 0 0 4,321,924
ATMOS ENERGY CORP COM 049560105 23,530 499,250 SH   DFND 6 499,250 0 0
ATMOS ENERGY CORP COM 049560105 7,991 169,560 SH   DFND 7 169,560 0 0
ATMOS ENERGY CORP COM 049560105 1,025 21,749 SH   DFND   21,749 0 0
ATRICURE INC COM 04963C209 4,514 240,000 SH   DFND 1,5 0 0 240,000
ATRICURE INC COM 04963C209 10,534 560,000 SH   DFND 8 0 0 560,000
ATRION CORP COM 049904105 5,204 17,000 SH   DFND 1,5 7,200 0 9,800
ATWOOD OCEANICS INC COM 050095108 35,323 701,000 SH   DFND 1,5 0 0 701,000
AUDIENCE INC COM 05070J102 1,584 126,739 SH   DFND 1,5 0 0 126,739
AUDIENCE INC COM 05070J102 1,203 96,220 SH   DFND 7 48,160 0 48,060
AUDIENCE INC COM 05070J102 10,043 803,400 SH   DFND 8 0 0 803,400
AUGUSTA RES CORP COM NEW 050912203 70 20,300 SH   DFND   20,300 0 0
AUSPEX PHARMACEUTICALS INC COM 05211J102 44,780 1,455,775 SH   DFND 1,5 21,800 0 1,433,975
AUSPEX PHARMACEUTICALS INC COM 05211J102 21,966 714,125 SH   DFND 8 0 0 714,125
AUTODESK INC COM 052769106 264,945 5,387,250 SH   DFND 1,5 88,800 0 5,298,450
AUTODESK INC COM 052769106 3,542 72,017 SH   DFND 2 72,017 0 0
AUTODESK INC COM 052769106 1,819 36,980 SH   DFND 3 36,980 0 0
AUTODESK INC COM 052769106 4,549 92,500 SH   DFND 6 92,500 0 0
AUTODESK INC COM 052769106 44,552 905,900 SH   DFND 8 0 0 905,900
AUTOHOME INC SP ADR RP CL A 05278C107 7,601 197,900 SH   DFND 1,5 0 0 197,900
AUTOLIV INC COM 052800109 197,283 1,965,950 SH   DFND 1,5 34,100 0 1,931,850
AUTOLIV INC COM 052800109 1,772 17,655 SH   DFND 8 0 0 17,655
AUTOMATIC DATA PROCESSING IN COM 053015103 32,283 417,854 SH   DFND 1,5 0 0 417,854
AUTOMATIC DATA PROCESSING IN COM 053015103 11,801 152,738 SH   DFND 2 152,738 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,967 77,228 SH   DFND 3 77,228 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,540 84,646 SH   DFND 8 0 0 84,646
AUTONATION INC COM 05329W102 51,750 972,200 SH   DFND 1,5 86,300 0 885,900
AUTONATION INC COM 05329W102 1,065 20,004 SH   DFND 2 20,004 0 0
AUTONATION INC COM 05329W102 214 4,020 SH   DFND 3 4,020 0 0
AUTOZONE INC COM 053332102 870,346 1,620,454 SH   DFND 1,5 53,700 0 1,566,754
AUTOZONE INC COM 053332102 5,739 10,686 SH   DFND 2 10,686 0 0
AUTOZONE INC COM 053332102 2,550 4,747 SH   DFND 3 4,747 0 0
AUTOZONE INC COM 053332102 11,139 20,740 SH   DFND 6 9,740 0 11,000
AUTOZONE INC COM 053332102 11,548 21,500 SH   DFND 7 16,400 0 5,100
AUTOZONE INC COM 053332102 50,801 94,583 SH   DFND 8 0 0 94,583
AUTOZONE INC COM 053332102 4,914 9,150 SH   DFND   9,150 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 92,276 3,395,000 SH   DFND 1,5 208,900 0 3,186,100
AUXILIUM PHARMACEUTICALS INC COM 05334D107 680 25,000 SH   DFND 6 25,000 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 1,292 47,540 SH   DFND 7 47,540 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 70,455 2,592,159 SH   DFND 8 0 0 2,592,159
AVAGO TECHNOLOGIES LTD SHS Y0486S104 277,782 4,312,712 SH   DFND 1,5 66,402 0 4,246,310
AVAGO TECHNOLOGIES LTD SHS Y0486S104 258 4,000 SH   DFND 8 0 0 4,000
AVALONBAY CMNTYS INC COM 053484101 258,119 1,965,570 SH   DFND 1,5 40,271 0 1,925,299
AVALONBAY CMNTYS INC COM 053484101 5,064 38,563 SH   DFND 2 38,563 0 0
AVALONBAY CMNTYS INC COM 053484101 1,103 8,399 SH   DFND 3 8,399 0 0
AVALONBAY CMNTYS INC COM 053484101 17,553 133,663 SH   DFND 6 133,663 0 0
AVALONBAY CMNTYS INC COM 053484101 7,541 57,425 SH   DFND 7 57,425 0 0
AVALONBAY CMNTYS INC COM 053484101 127,740 972,741 SH   DFND 8 0 0 972,741
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 177 48,100 SH   DFND 6 48,100 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 44,591 12,150,100 SH   DFND 8 0 0 12,150,100
AVERY DENNISON CORP COM 053611109 1,542 30,432 SH   DFND 2 30,432 0 0
AVERY DENNISON CORP COM 053611109 12,893 254,460 SH   DFND 6 254,460 0 0
AVIS BUDGET GROUP COM 053774105 12,693 260,645 SH   DFND 1,5 0 0 260,645
AVIS BUDGET GROUP COM 053774105 572 11,755 SH   DFND 6 11,755 0 0
AVIV REIT INC MD COM 05381L101 26,587 1,087,400 SH   DFND 1,5 54,200 0 1,033,200
AVNET INC COM 053807103 92,359 1,984,929 SH   DFND 1,5 0 0 1,984,929
AVNET INC COM 053807103 1,702 36,588 SH   DFND 3 36,588 0 0
AVNET INC COM 053807103 3,897 83,750 SH   DFND 6 52,360 0 31,390
AVNET INC COM 053807103 858 18,430 SH   DFND 7 18,430 0 0
AVON PRODS INC COM 054303102 12,340 842,900 SH   DFND 1,5 17,100 0 825,800
AVON PRODS INC COM 054303102 2,014 137,563 SH   DFND 2 137,563 0 0
AXIALL CORP COM 05463D100 187,966 4,184,451 SH   DFND 1,5 0 0 4,184,451
AXIALL CORP COM 05463D100 99,953 2,225,136 SH   DFND 8 0 0 2,225,136
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 460,376 10,040,906 SH   DFND 1,5 198,200 0 9,842,706
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 14,961 326,300 SH   DFND 6 326,300 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 6,754 147,300 SH   DFND 7 147,300 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 779 17,000 SH   DFND 8 0 0 17,000
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,022 22,282 SH   DFND   22,282 0 0
AXOGEN INC COM 05463X106 1,875 614,704 SH   DFND 1,5 0 0 614,704
AZZ INC COM 002474104 101,424 2,270,000 SH   DFND 1,5 37,400 0 2,232,600
AZZ INC COM 002474104 787 17,604 SH   DFND 7 17,604 0 0
AZZ INC COM 002474104 4,513 101,000 SH   DFND 8 0 0 101,000
B & G FOODS INC NEW COM 05508R106 28,468 945,481 SH   DFND 1,5 35,913 0 909,568
B & G FOODS INC NEW COM 05508R106 329 10,919 SH   DFND 6 10,919 0 0
B/E AEROSPACE INC COM 073302101 96,077 1,107,000 SH   DFND 1,5 0 0 1,107,000
B/E AEROSPACE INC COM 073302101 10,121 116,610 SH   DFND 6 106,610 0 10,000
B/E AEROSPACE INC COM 073302101 12,168 140,200 SH   DFND 7 122,410 0 17,790
B/E AEROSPACE INC COM 073302101 9,477 109,200 SH   DFND 8 0 0 109,200
B/E AEROSPACE INC COM 073302101 12,396 142,828 SH   DFND   142,828 0 0
B2GOLD CORP COM 11777Q209 180,046 66,347,133 SH   DFND 1,5 1,129,053 0 65,218,080
B2GOLD CORP COM 11777Q209 38,781 14,290,858 SH   DFND 8 0 0 14,290,858
BABCOCK & WILCOX CO NEW COM 05615F102 188,746 5,685,108 SH   DFND 1,5 26,900 0 5,658,208
BABCOCK & WILCOX CO NEW COM 05615F102 2,050 61,756 SH   DFND 8 0 0 61,756
BAIDU INC SPON ADR REP A 056752108 55,044 361,230 SH   DFND 1,5 23,200 0 338,030
BAIDU INC SPON ADR REP A 056752108 1,214 7,965 SH   DFND 3 7,965 0 0
BAKER HUGHES INC COM 057224107 2,733 42,031 SH   DFND 1,5 0 0 42,031
BAKER HUGHES INC COM 057224107 9,011 138,589 SH   DFND 2 138,589 0 0
BAKER HUGHES INC COM 057224107 5,059 77,807 SH   DFND 3 77,807 0 0
BAKER HUGHES INC COM 057224107 84,877 1,305,391 SH   DFND 8 0 0 1,305,391
BALL CORP COM 058498106 28,062 511,985 SH   DFND 1,5 6,800 0 505,185
BALL CORP COM 058498106 2,442 44,551 SH   DFND 2 44,551 0 0
BALL CORP COM 058498106 284 5,177 SH   DFND 3 5,177 0 0
BALL CORP COM 058498106 647 11,800 SH   DFND 6 11,800 0 0
BALL CORP COM 058498106 8,610 157,091 SH   DFND 7 157,091 0 0
BALL CORP COM 058498106 11,225 204,800 SH   DFND 8 0 0 204,800
BALL CORP COM 058498106 824 15,034 SH   DFND   15,034 0 0
BALLY TECHNOLOGIES INC COM 05874B107 31,038 468,350 SH   DFND 1,5 0 0 468,350
BALLY TECHNOLOGIES INC COM 05874B107 19,444 293,400 SH   DFND 8 0 0 293,400
BALLY TECHNOLOGIES INC COM 05874B107 52,487 792,010 SH   DFND   792,010 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,059 662,700 SH   DFND 1,5 0 0 662,700
BANCO DE CHILE SPONSORED ADR 059520106 20,767 275,866 SH   DFND 1,5 5,112 0 270,754
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 18,834 803,515 SH   DFND 1,5 25,906 0 777,609
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 963 41,100 SH   DFND 6 0 0 41,100
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 286 12,200 SH   DFND 7 12,200 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,119 133,051 SH   DFND   86,251 0 46,800
BANCOLOMBIA S A SPON ADR PREF 05968L102 41,008 726,055 SH   DFND 1,5 14,944 0 711,111
BANK MONTREAL QUE COM 063671101 60,633 906,300 SH   DFND 1,5 0 0 906,300
BANK MONTREAL QUE COM 063671101 10,394 155,360 SH   DFND 6 0 0 155,360
BANK MONTREAL QUE COM 063671101 68,628 1,025,800 SH   DFND 7 1,025,200 0 600
BANK MONTREAL QUE COM 063671101 181,123 2,707,301 SH   DFND   2,269,201 0 438,100
BANK N S HALIFAX COM 064149107 87,568 1,511,900 SH   DFND 1,5 0 0 1,511,900
BANK N S HALIFAX COM 064149107 7,912 136,607 SH   DFND 6 14,400 0 122,207
BANK N S HALIFAX COM 064149107 62,384 1,077,082 SH   DFND 7 1,076,572 0 510
BANK N S HALIFAX COM 064149107 202,926 3,503,580 SH   DFND   3,112,380 0 391,200
BANK NEW YORK MELLON CORP COM 064058100 2,904 82,300 SH   DFND 1,5 0 0 82,300
BANK NEW YORK MELLON CORP COM 064058100 12,698 359,809 SH   DFND 2 359,809 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,183 146,877 SH   DFND 3 146,877 0 0
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 138,808 121,313 SH   DFND 1,5 500 0 120,813
BANK OF AMERICA CORPORATION COM 060505104 5,076,818 295,163,833 SH   DFND 1,5 4,237,059 0 290,926,774
BANK OF AMERICA CORPORATION COM 060505104 57,621 3,350,075 SH   DFND 2 3,350,075 0 0
BANK OF AMERICA CORPORATION COM 060505104 16,473 957,752 SH   DFND 3 957,752 0 0
BANK OF AMERICA CORPORATION COM 060505104 91,505 5,320,081 SH   DFND 6 4,003,421 0 1,316,660
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 801 700 SH   DFND 7 700 0 0
BANK OF AMERICA CORPORATION COM 060505104 115,504 6,715,355 SH   DFND 7 5,886,855 0 828,500
BANK OF AMERICA CORPORATION COM 060505104 113,818 6,617,315 SH   DFND 8 0 0 6,617,315
BANK OF AMERICA CORPORATION COM 060505104 5,433 315,891 SH   DFND   315,891 0 0
BANK OF THE OZARKS INC COM 063904106 87,410 1,284,305 SH   DFND 1,5 0 0 1,284,305
BANK OF THE OZARKS INC COM 063904106 15,402 226,300 SH   DFND 8 0 0 226,300
BANK OF THE OZARKS INC COM 063904106 11,519 169,253 SH   DFND   169,253 0 0
BANKRATE INC DEL COM 06647F102 84,667 4,998,066 SH   DFND 1,5 0 0 4,998,066
BANKRATE INC DEL COM 06647F102 5,320 314,040 SH   DFND 6 314,040 0 0
BANKRATE INC DEL COM 06647F102 925 54,620 SH   DFND 7 54,620 0 0
BANNER CORP COM NEW 06652V208 74,050 1,796,884 SH   DFND 1,5 0 0 1,796,884
BANRO CORP COM 066800103 1,049 2,187,582 SH   DFND 8 0 0 2,187,582
BAR HBR BANKSHARES COM 066849100 959 25,000 SH   DFND 1,5 25,000 0 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 6,428 247,800 SH   DFND 1,5 0 0 247,800
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 1,193 47,200 SH   DFND 1,5 0 0 47,200
BARCLAYS PLC ADR 06738E204 190,010 12,102,549 SH   DFND 1,5 107,600 0 11,994,949
BARD C R INC COM 067383109 148,128 1,001,000 SH   DFND 1,5 6,500 0 994,500
BARD C R INC COM 067383109 3,639 24,593 SH   DFND 2 24,593 0 0
BARD C R INC COM 067383109 877 5,927 SH   DFND 3 5,927 0 0
BARD C R INC COM 067383109 3,093 20,900 SH   DFND 7 20,900 0 0
BARRETT BILL CORP COM 06846N104 28,449 1,111,300 SH   DFND 1,5 0 0 1,111,300
BARRICK GOLD CORP COM 067901108 113,114 6,354,069 SH   DFND 1,5 4,602,569 0 1,751,500
BARRICK GOLD CORP COM 067901108 85,981 4,829,869 SH   DFND 8 0 0 4,829,869
BARRICK GOLD CORP COM 067901108 39,727 2,231,587 SH   DFND   2,231,587 0 0
BAXTER INTL INC COM 071813109 240,952 3,274,700 SH   DFND 1,5 172,900 0 3,101,800
BAXTER INTL INC COM 071813109 12,670 172,189 SH   DFND 2 172,189 0 0
BAXTER INTL INC COM 071813109 3,542 48,143 SH   DFND 3 48,143 0 0
BAXTER INTL INC COM 071813109 30,948 420,610 SH   DFND 6 286,840 0 133,770
BAXTER INTL INC COM 071813109 51,457 699,330 SH   DFND 7 699,330 0 0
BAXTER INTL INC COM 071813109 51,506 700,000 SH   DFND 8 0 0 700,000
BAXTER INTL INC COM 071813109 4,042 54,935 SH   DFND   54,935 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,839 68,949 SH   DFND 6 0 0 68,949
BAYTEX ENERGY CORP COM 07317Q105 12,917 313,700 SH   DFND 7 313,700 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,042 25,300 SH   DFND   25,300 0 0
BB&T CORP COM 054937107 55,467 1,380,800 SH   DFND 1,5 0 0 1,380,800
BB&T CORP COM 054937107 9,052 225,351 SH   DFND 2 225,351 0 0
BB&T CORP COM 054937107 3,106 77,332 SH   DFND 3 77,332 0 0
BB&T CORP COM 054937107 34,201 851,400 SH   DFND 8 0 0 851,400
BBCN BANCORP INC COM 073295107 100,132 5,841,996 SH   DFND 1,5 61,800 0 5,780,196
BBCN BANCORP INC COM 073295107 12,010 700,680 SH   DFND 6 700,680 0 0
BBCN BANCORP INC COM 073295107 5,461 318,600 SH   DFND 8 0 0 318,600
BCE INC COM NEW 05534B760 144,128 3,345,934 SH   DFND 1,5 2,204,534 0 1,141,400
BCE INC COM NEW 05534B760 819 19,004 SH   DFND 6 0 0 19,004
BCE INC COM NEW 05534B760 21,804 506,180 SH   DFND 7 506,180 0 0
BCE INC COM NEW 05534B760 278,258 6,459,772 SH   DFND   6,459,772 0 0
BEACON ROOFING SUPPLY INC COM 073685109 37,170 961,446 SH   DFND 1,5 46,237 0 915,209
BEACON ROOFING SUPPLY INC COM 073685109 974 25,191 SH   DFND 6 25,191 0 0
BEAM INC COM 073730103 72,704 872,800 SH   DFND 1,5 200 0 872,600
BEAM INC COM 073730103 4,369 52,448 SH   DFND 2 52,448 0 0
BEAM INC COM 073730103 1,507 18,095 SH   DFND 3 18,095 0 0
BEAM INC COM 073730103 36,610 439,500 SH   DFND 7 439,500 0 0
BEAM INC COM 073730103 656,171 7,877,205 SH   DFND   7,877,205 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 16,234 808,444 SH   DFND   808,444 0 0
BECTON DICKINSON & CO COM 075887109 7,164 61,187 SH   DFND 2 61,187 0 0
BECTON DICKINSON & CO COM 075887109 2,605 22,249 SH   DFND 3 22,249 0 0
BED BATH & BEYOND INC COM 075896100 715,744 10,403,262 SH   DFND 1,5 239,048 0 10,164,214
BED BATH & BEYOND INC COM 075896100 4,644 67,497 SH   DFND 2 67,497 0 0
BED BATH & BEYOND INC COM 075896100 964 14,018 SH   DFND 3 14,018 0 0
BED BATH & BEYOND INC COM 075896100 37,669 547,514 SH   DFND 8 0 0 547,514
BEL FUSE INC CL A 077347201 4,833 250,000 SH   DFND 1,5 6,200 0 243,800
BELDEN INC COM 077454106 131,335 1,887,000 SH   DFND 1,5 0 0 1,887,000
BELLATRIX EXPLORATION LTD COM 078314101 205 24,200 SH   DFND 1,5 0 0 24,200
BELLATRIX EXPLORATION LTD COM 078314101 6,545 773,900 SH   DFND 8 0 0 773,900
BEMIS INC COM 081437105 1,265 32,239 SH   DFND 2 32,239 0 0
BEMIS INC COM 081437105 359 9,155 SH   DFND 3 9,155 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 2,770 210,000 SH   DFND 1,5 0 0 210,000
BERKLEY W R CORP COM 084423102 1,357 32,600 SH   DFND 8 0 0 32,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,459,910 11,682,085 SH   DFND 1,5 33,201 0 11,648,884
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,458,069 29,133 SH   DFND 1,5 713 0 28,420
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 71,315 570,655 SH   DFND 2 570,655 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 22,760 182,125 SH   DFND 3 182,125 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,534 124,302 SH   DFND 6 46,402 0 77,900
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 26,088 208,752 SH   DFND 7 172,552 0 36,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 52,550 420,502 SH   DFND 8 0 0 420,502
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,585 28,683 SH   DFND   28,683 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,311 7 SH   DFND   7 0 0
BERRY PLASTICS GROUP INC COM 08579W103 28,532 1,232,500 SH   DFND 1,5 0 0 1,232,500
BERRY PLASTICS GROUP INC COM 08579W103 10,306 445,180 SH   DFND 6 445,180 0 0
BERRY PLASTICS GROUP INC COM 08579W103 2,171 93,760 SH   DFND 7 93,760 0 0
BEST BUY INC COM 086516101 1,267,138 47,979,462 SH   DFND 1,5 863,000 0 47,116,462
BEST BUY INC COM 086516101 2,288 86,650 SH   DFND 2 86,650 0 0
BEST BUY INC COM 086516101 10,244 387,885 SH   DFND 6 283,535 0 104,350
BEST BUY INC COM 086516101 12,764 483,300 SH   DFND 7 483,300 0 0
BEST BUY INC COM 086516101 3,362 127,300 SH   DFND 8 0 0 127,300
BEST BUY INC COM 086516101 1,173 44,426 SH   DFND   44,426 0 0
BG MEDICINE INC COM 08861T107 2,406 1,253,211 SH   DFND 8 0 0 1,253,211
BHP BILLITON LTD SPONSORED ADR 088606108 280,737 4,142,500 SH   DFND 1,5 30,500 0 4,112,000
BIG LOTS INC COM 089302103 331,004 8,740,541 SH   DFND 1,5 49,700 0 8,690,841
BIO RAD LABS INC CL A 090572207 29,209 227,980 SH   DFND 6 227,980 0 0
BIO RAD LABS INC CL A 090572207 12,015 93,780 SH   DFND 7 85,270 0 8,510
BIO RAD LABS INC CL A 090572207 723 5,640 SH   DFND   5,640 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 9,948 359,400 SH   DFND 1,5 9,400 0 350,000
BIOCRYST PHARMACEUTICALS COM 09058V103 52,857 4,995,970 SH   DFND 1,5 0 0 4,995,970
BIOCRYST PHARMACEUTICALS COM 09058V103 166 15,700 SH   DFND 6 15,700 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 17,322 1,637,200 SH   DFND 8 0 0 1,637,200
BIOCRYST PHARMACEUTICALS COM 09058V103 24,794 2,343,511 SH   DFND   2,343,511 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 22,355 2,648,683 SH   DFND 1,5 0 0 2,648,683
BIODELIVERY SCIENCES INTL IN COM 09060J106 3,350 396,900 SH   DFND 8 0 0 396,900
BIOGEN IDEC INC COM 09062X103 5,471,224 17,887,415 SH   DFND 1,5 399,110 0 17,488,305
BIOGEN IDEC INC COM 09062X103 22,921 74,936 SH   DFND 2 74,936 0 0
BIOGEN IDEC INC COM 09062X103 11,960 39,102 SH   DFND 3 39,102 0 0
BIOGEN IDEC INC COM 09062X103 14,498 47,400 SH   DFND 6 47,400 0 0
BIOGEN IDEC INC COM 09062X103 1,185,697 3,876,475 SH   DFND 8 0 0 3,876,475
BIOMARIN PHARMACEUTICAL INC COM 09061G101 235,584 3,453,810 SH   DFND 1,5 19,605 0 3,434,205
BIOMARIN PHARMACEUTICAL INC COM 09061G101 32,200 472,066 SH   DFND 6 378,736 0 93,330
BIOMARIN PHARMACEUTICAL INC COM 09061G101 36,811 539,670 SH   DFND 7 458,180 0 81,490
BIOMARIN PHARMACEUTICAL INC COM 09061G101 190,414 2,791,582 SH   DFND 8 0 0 2,791,582
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,832 41,523 SH   DFND   41,523 0 0
BIOMED REALTY TRUST INC COM 09063H107 119,417 5,828,064 SH   DFND 1,5 109,000 0 5,719,064
BIOMED REALTY TRUST INC COM 09063H107 46,051 2,247,500 SH   DFND 8 0 0 2,247,500
BIOSCRIP INC COM 09069N108 31,604 4,527,800 SH   DFND 1,5 0 0 4,527,800
BIOSCRIP INC COM 09069N108 3,968 568,494 SH   DFND 6 568,494 0 0
BIOSCRIP INC COM 09069N108 688 98,540 SH   DFND 7 98,540 0 0
BIOSCRIP INC COM 09069N108 7,484 1,072,202 SH   DFND 8 0 0 1,072,202
BIOTA PHARMACEUTIALS INC COM 090694100 825 135,000 SH   DFND 1,5 0 0 135,000
BITAUTO HLDGS LTD SPONSORED ADS 091727107 28,139 785,142 SH   DFND 1,5 200 0 784,942
BLACK BOX CORP DEL COM 091826107 43,837 1,801,018 SH   DFND 1,5 44,900 0 1,756,118
BLACK HILLS CORP COM 092113109 10,683 185,300 SH   DFND 1,5 0 0 185,300
BLACKBERRY LTD COM 09228F103 944 116,814 SH   DFND 1,5 0 0 116,814
BLACKBERRY LTD COM 09228F103 10,006 1,238,386 SH   DFND 8 0 0 1,238,386
BLACKROCK INC COM 09247X101 2,500,458 7,951,086 SH   DFND 1,5 171,009 0 7,780,077
BLACKROCK INC COM 09247X101 12,524 39,825 SH   DFND 2 39,825 0 0
BLACKROCK INC COM 09247X101 5,139 16,341 SH   DFND 3 16,341 0 0
BLACKROCK INC COM 09247X101 21,532 68,470 SH   DFND 6 42,970 0 25,500
BLACKROCK INC COM 09247X101 16,730 53,200 SH   DFND 7 41,300 0 11,900
BLACKROCK INC COM 09247X101 49,168 156,346 SH   DFND 8 0 0 156,346
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,186,998 35,699,182 SH   DFND 1,5 700 0 35,698,482
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 37,863 1,138,745 SH   DFND 8 0 0 1,138,745
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 14,901 13,500,000 PRN   DFND 1,5 0 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 16,764 583,100 SH   DFND 1,5 0 0 583,100
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,760 2,500,000 PRN   DFND 6 0 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 7,826 272,200 SH   DFND 8 0 0 272,200
BLOCK H & R INC COM 093671105 725,493 24,030,897 SH   DFND 1,5 66,961 0 23,963,936
BLOCK H & R INC COM 093671105 2,605 86,279 SH   DFND 2 86,279 0 0
BLOCK H & R INC COM 093671105 797 26,398 SH   DFND 3 26,398 0 0
BLOCK H & R INC COM 093671105 2,318 76,791 SH   DFND 6 76,791 0 0
BLOCK H & R INC COM 093671105 51,476 1,705,072 SH   DFND 8 0 0 1,705,072
BLOOMIN BRANDS INC COM 094235108 193,031 8,009,597 SH   DFND 1,5 13,565 0 7,996,032
BLOOMIN BRANDS INC COM 094235108 18,918 784,990 SH   DFND 6 784,990 0 0
BLOOMIN BRANDS INC COM 094235108 1,424 59,100 SH   DFND 7 59,100 0 0
BLOOMIN BRANDS INC COM 094235108 14,372 596,336 SH   DFND 8 0 0 596,336
BLOUNT INTL INC NEW COM 095180105 72,023 6,052,379 SH   DFND 1,5 0 0 6,052,379
BLUCORA INC COM 095229100 80,796 4,103,387 SH   DFND 1,5 0 0 4,103,387
BLUCORA INC COM 095229100 33,540 1,703,422 SH   DFND 6 1,703,422 0 0
BLUCORA INC COM 095229100 1,915 97,280 SH   DFND 7 65,760 0 31,520
BLUE NILE INC COM 09578R103 696 20,000 SH   DFND   20,000 0 0
BLUEBIRD BIO INC COM 09609G100 74,390 3,271,310 SH   DFND 1,5 184,100 0 3,087,210
BLUEBIRD BIO INC COM 09609G100 4,593 201,968 SH   DFND 8 0 0 201,968
BLUEBIRD BIO INC COM 09609G100 3,436 151,105 SH   DFND   151,105 0 0
BLYTH INC COM NEW 09643P207 4,829 450,000 SH   DFND 1,5 11,200 0 438,800
BOEING CO COM 097023105 1,657,156 13,205,481 SH   DFND 1,5 231,045 0 12,974,436
BOEING CO COM 097023105 27,207 216,805 SH   DFND 2 216,805 0 0
BOEING CO COM 097023105 9,154 72,946 SH   DFND 3 72,946 0 0
BOEING CO COM 097023105 55,273 440,458 SH   DFND 6 350,368 0 90,090
BOEING CO COM 097023105 68,948 549,430 SH   DFND 7 491,030 0 58,400
BOEING CO COM 097023105 317,142 2,527,233 SH   DFND 8 0 0 2,527,233
BOFI HLDG INC COM 05566U108 18,205 212,300 SH   DFND 1,5 4,900 0 207,400
BOFI HLDG INC COM 05566U108 1,398 16,300 SH   DFND 8 0 0 16,300
BOINGO WIRELESS INC COM 09739C102 2,179 321,455 SH   DFND 1,5 0 0 321,455
BOINGO WIRELESS INC COM 09739C102 3,110 458,687 SH   DFND 8 0 0 458,687
BOISE CASCADE CO DEL COM 09739D100 155,836 5,441,201 SH   DFND 1,5 0 0 5,441,201
BOISE CASCADE CO DEL COM 09739D100 11,809 412,333 SH   DFND 8 0 0 412,333
BONANZA CREEK ENERGY INC COM 097793103 61,842 1,392,841 SH   DFND 1,5 0 0 1,392,841
BONANZA CREEK ENERGY INC COM 097793103 16,417 369,752 SH   DFND 8 0 0 369,752
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 123,762 5,625,547 SH   DFND 1,5 0 0 5,625,547
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,591 72,300 SH   DFND 6 72,300 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 17,844 811,100 SH   DFND 8 0 0 811,100
BORGWARNER INC COM 099724106 257,018 4,181,200 SH   DFND 1,5 71,500 0 4,109,700
BORGWARNER INC COM 099724106 4,442 72,258 SH   DFND 2 72,258 0 0
BORGWARNER INC COM 099724106 1,139 18,523 SH   DFND 3 18,523 0 0
BORGWARNER INC COM 099724106 8,434 137,200 SH   DFND 8 0 0 137,200
BOSTON BEER INC CL A 100557107 255,687 1,044,773 SH   DFND 1,5 14,483 0 1,030,290
BOSTON BEER INC CL A 100557107 245 1,000 SH   DFND 8 0 0 1,000
BOSTON PRIVATE FINL HLDGS IN COM 101119105 25,920 1,915,735 SH   DFND 1,5 0 0 1,915,735
BOSTON PRIVATE FINL HLDGS IN COM 101119105 42,316 3,127,551 SH   DFND 6 2,983,651 0 143,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 12,283 907,830 SH   DFND 7 850,460 0 57,370
BOSTON PRIVATE FINL HLDGS IN COM 101119105 6,208 458,801 SH   DFND   458,801 0 0
BOSTON PROPERTIES INC COM 101121101 516,228 4,507,363 SH   DFND 1,5 102,160 0 4,405,203
BOSTON PROPERTIES INC COM 101121101 5,555 48,503 SH   DFND 2 48,503 0 0
BOSTON PROPERTIES INC COM 101121101 1,177 10,281 SH   DFND 3 10,281 0 0
BOSTON PROPERTIES INC COM 101121101 50,794 443,502 SH   DFND 6 443,502 0 0
BOSTON PROPERTIES INC COM 101121101 24,090 210,342 SH   DFND 7 210,342 0 0
BOSTON PROPERTIES INC COM 101121101 213,819 1,866,924 SH   DFND 8 0 0 1,866,924
BOSTON PROPERTIES INC COM 101121101 22,250 194,276 SH   DFND   194,276 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,077,453 153,657,746 SH   DFND 1,5 1,573,518 0 152,084,228
BOSTON SCIENTIFIC CORP COM 101137107 5,675 419,766 SH   DFND 2 419,766 0 0
BOSTON SCIENTIFIC CORP COM 101137107 466 34,459 SH   DFND 3 34,459 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,615 1,154,946 SH   DFND 6 817,746 0 337,200
BOSTON SCIENTIFIC CORP COM 101137107 11,913 881,161 SH   DFND 7 881,161 0 0
BOSTON SCIENTIFIC CORP COM 101137107 516,863 38,229,501 SH   DFND 8 0 0 38,229,501
BOSTON SCIENTIFIC CORP COM 101137107 49,013 3,625,214 SH   DFND   3,625,214 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,958 55,700 SH   DFND 6 0 0 55,700
BOTTOMLINE TECH DEL INC COM 101388106 1,040 29,600 SH   DFND 7 29,600 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,675 47,650 SH   DFND   47,650 0 0
BOYD GAMING CORP COM 103304101 722 54,670 SH   DFND 1,5 0 0 54,670
BP PLC SPONSORED ADR 055622104 2,365 49,166 SH   DFND 1,5 0 0 49,166
BP PLC SPONSORED ADR 055622104 886 18,418 SH   DFND 3 18,418 0 0
BP PLC SPONSORED ADR 055622104 24,675 513,000 SH   DFND 7 513,000 0 0
BP PLC SPONSORED ADR 055622104 357,335 7,429,002 SH   DFND   7,429,002 0 0
BPZ RESOURCES INC COM 055639108 46,653 14,670,762 SH   DFND 1,5 137,350 0 14,533,412
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 9,260 8,000,000 PRN   DFND 1,5 0 0 0
BPZ RESOURCES INC COM 055639108 1,591 500,300 SH   DFND 8 0 0 500,300
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 77,296 5,345,535 SH   DFND 1,5 99,435 0 5,246,100
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 37,019 2,560,100 SH   DFND 8 0 0 2,560,100
BRAVO BRIO RESTAURANT GROUP COM 10567B109 1,204 85,364 SH   DFND 1,5 0 0 85,364
BRAVO BRIO RESTAURANT GROUP COM 10567B109 2,034 144,169 SH   DFND 8 0 0 144,169
BRIGHT HORIZONS FAM SOL IN D COM 109194100 38,132 974,990 SH   DFND 1,5 0 0 974,990
BRIGHT HORIZONS FAM SOL IN D COM 109194100 587 15,000 SH   DFND 8 0 0 15,000
BRINKER INTL INC COM 109641100 384,251 7,326,043 SH   DFND 1,5 8,700 0 7,317,343
BRINKER INTL INC COM 109641100 8,028 153,060 SH   DFND 6 153,060 0 0
BRINKER INTL INC COM 109641100 15,336 292,400 SH   DFND 8 0 0 292,400
BRISTOL MYERS SQUIBB CO COM 110122108 1,836,197 35,345,463 SH   DFND 1,5 724,131 0 34,621,332
BRISTOL MYERS SQUIBB CO COM 110122108 27,074 521,159 SH   DFND 2 521,159 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 9,154 176,216 SH   DFND 3 176,216 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 42,848 824,794 SH   DFND 6 598,074 0 226,720
BRISTOL MYERS SQUIBB CO COM 110122108 71,989 1,385,743 SH   DFND 7 1,213,863 0 171,880
BRISTOL MYERS SQUIBB CO COM 110122108 355,612 6,845,283 SH   DFND 8 0 0 6,845,283
BRISTOL MYERS SQUIBB CO COM 110122108 81,472 1,568,272 SH   DFND   1,568,272 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,622,710 14,562,593 SH   DFND 1,5 17,100 0 14,545,493
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 13,159 118,095 SH   DFND 6 118,095 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 14,720 132,100 SH   DFND 7 132,100 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 307,425 2,758,904 SH   DFND 8 0 0 2,758,904
BRIXMOR PPTY GROUP INC COM 11120U105 9,884 463,373 SH   DFND   463,373 0 0
BROADCOM CORP CL A 111320107 1,265,767 40,208,593 SH   DFND 1,5 667,926 0 39,540,667
BROADCOM CORP CL A 111320107 5,508 174,967 SH   DFND 2 174,967 0 0
BROADCOM CORP CL A 111320107 1,276 40,545 SH   DFND 3 40,545 0 0
BROADCOM CORP CL A 111320107 23,164 735,820 SH   DFND 6 645,470 0 90,350
BROADCOM CORP CL A 111320107 25,655 814,965 SH   DFND 7 814,965 0 0
BROADCOM CORP CL A 111320107 15,289 485,672 SH   DFND 8 0 0 485,672
BROADCOM CORP CL A 111320107 1,299 41,256 SH   DFND   41,256 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 60,217 1,621,349 SH   DFND 1,5 0 0 1,621,349
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 216 5,811 SH   DFND 3 5,811 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8,240 221,850 SH   DFND 6 221,850 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 427 11,500 SH   DFND 7 11,500 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 290 7,800 SH   DFND 8 0 0 7,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 38,346 1,032,470 SH   DFND   1,032,470 0 0
BROADSOFT INC COM 11133B409 40,078 1,499,364 SH   DFND 1,5 0 0 1,499,364
BROADSOFT INC COM 11133B409 20,745 776,079 SH   DFND 8 0 0 776,079
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 158,697 14,957,338 SH   DFND 1,5 271,879 0 14,685,459
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 385 36,297 SH   DFND 3 36,297 0 0
BROOKDALE SR LIVING INC COM 112463104 61,434 1,833,300 SH   DFND 1,5 0 0 1,833,300
BROOKDALE SR LIVING INC COM 112463104 7,278 217,200 SH   DFND 8 0 0 217,200
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 80,886 1,985,700 SH   DFND 1,5 0 0 1,985,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 16,775 411,836 SH   DFND 6 117,000 0 294,836
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 119,712 2,938,975 SH   DFND 7 2,920,275 0 18,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 302,693 7,431,201 SH   DFND   5,838,201 0 1,593,000
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 12,957 329,200 SH   DFND 7 329,200 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 143,908 3,656,408 SH   DFND   3,656,408 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 19,481 1,046,947 SH   DFND   1,046,947 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 27,060 927,301 SH   DFND   927,301 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 3,146 150,000 SH   DFND 1,5 0 0 150,000
BROWN & BROWN INC COM 115236101 66,500 2,161,900 SH   DFND 1,5 0 0 2,161,900
BROWN & BROWN INC COM 115236101 19,197 624,100 SH   DFND 8 0 0 624,100
BROWN FORMAN CORP CL B 115637209 18,573 207,080 SH   DFND 1,5 0 0 207,080
BROWN FORMAN CORP CL B 115637209 4,609 51,384 SH   DFND 2 51,384 0 0
BROWN FORMAN CORP CL B 115637209 252 2,806 SH   DFND 3 2,806 0 0
BRUKER CORP COM 116794108 47,535 2,085,800 SH   DFND 1,5 0 0 2,085,800
BRUKER CORP COM 116794108 49,109 2,154,861 SH   DFND 6 2,050,761 0 104,100
BRUKER CORP COM 116794108 17,627 773,466 SH   DFND 7 713,006 0 60,460
BRUKER CORP COM 116794108 43,091 1,890,800 SH   DFND 8 0 0 1,890,800
BRUKER CORP COM 116794108 6,609 290,004 SH   DFND   290,004 0 0
BRUNSWICK CORP COM 117043109 370,878 8,188,961 SH   DFND 1,5 0 0 8,188,961
BRUNSWICK CORP COM 117043109 41,476 915,780 SH   DFND 6 877,580 0 38,200
BRUNSWICK CORP COM 117043109 11,754 259,520 SH   DFND 7 259,520 0 0
BRUNSWICK CORP COM 117043109 3,691 81,500 SH   DFND 8 0 0 81,500
BRUNSWICK CORP COM 117043109 5,090 112,390 SH   DFND   112,390 0 0
BT GROUP PLC ADR 05577E101 10,695 167,500 SH   DFND 1,5 0 0 167,500
BUCKLE INC COM 118440106 38,930 850,000 SH   DFND 1,5 21,200 0 828,800
BUFFALO WILD WINGS INC COM 119848109 299,506 2,011,460 SH   DFND 1,5 147,485 0 1,863,975
BUFFALO WILD WINGS INC COM 119848109 1,154 7,748 SH   DFND 6 7,748 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 11,780 1,293,120 SH   DFND 6 1,261,460 0 31,660
BUILDERS FIRSTSOURCE INC COM 12008R107 1,259 138,166 SH   DFND 7 138,166 0 0
BUNGE LIMITED COM G16962105 1,053,237 13,246,596 SH   DFND 1,5 411,900 0 12,834,696
BUNGE LIMITED COM G16962105 17,993 226,303 SH   DFND 6 128,703 0 97,600
BUNGE LIMITED COM G16962105 14,148 177,936 SH   DFND 7 142,536 0 35,400
BUNGE LIMITED COM G16962105 60,016 754,825 SH   DFND 8 0 0 754,825
BURGER KING WORLDWIDE INC COM 121220107 24,591 926,224 SH   DFND 1,5 0 0 926,224
BURGER KING WORLDWIDE INC COM 121220107 16,113 606,876 SH   DFND 8 0 0 606,876
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 297,181 5,672,472 SH   DFND 1,5 223,089 0 5,449,383
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,466 47,061 SH   DFND 2 47,061 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,921 93,925 SH   DFND 6 93,925 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 16,911 322,796 SH   DFND 8 0 0 322,796
C&J ENERGY SVCS INC COM 12467B304 57,961 1,987,700 SH   DFND 1,5 0 0 1,987,700
CA INC COM 12673P105 114,713 3,704,000 SH   DFND 1,5 27,934 0 3,676,066
CA INC COM 12673P105 3,165 102,198 SH   DFND 2 102,198 0 0
CA INC COM 12673P105 299 9,655 SH   DFND 3 9,655 0 0
CA INC COM 12673P105 277 8,934 SH   DFND 6 8,934 0 0
CABELAS INC COM 126804301 233,804 3,568,986 SH   DFND 1,5 59,077 0 3,509,909
CABELAS INC COM 126804301 23,177 353,791 SH   DFND 8 0 0 353,791
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,145 67,873 SH   DFND 2 67,873 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 177 10,471 SH   DFND 3 10,471 0 0
CABOT CORP COM 127055101 369,386 6,254,412 SH   DFND 1,5 0 0 6,254,412
CABOT CORP COM 127055101 1,971 33,370 SH   DFND 6 33,370 0 0
CABOT CORP COM 127055101 97,266 1,646,902 SH   DFND 8 0 0 1,646,902
CABOT OIL & GAS CORP COM 127097103 1,061,767 31,339,052 SH   DFND 1,5 1,048,176 0 30,290,876
CABOT OIL & GAS CORP COM 127097103 4,535 133,849 SH   DFND 2 133,849 0 0
CABOT OIL & GAS CORP COM 127097103 768 22,668 SH   DFND 3 22,668 0 0
CABOT OIL & GAS CORP COM 127097103 2,831 83,560 SH   DFND 6 83,560 0 0
CABOT OIL & GAS CORP COM 127097103 91,544 2,702,019 SH   DFND 8 0 0 2,702,019
CACI INTL INC CL A 127190304 250,263 3,391,091 SH   DFND 1,5 0 0 3,391,091
CACI INTL INC CL A 127190304 6,517 88,300 SH   DFND 8 0 0 88,300
CADENCE DESIGN SYSTEM INC COM 127387108 12,830 825,630 SH   DFND 6 825,630 0 0
CAE INC COM 124765108 2,608 198,130 SH   DFND 6 0 0 198,130
CAE INC COM 124765108 11,856 900,800 SH   DFND 7 900,800 0 0
CAE INC COM 124765108 40,440 3,072,600 SH   DFND   3,072,600 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 250 4,600 SH   DFND 1,5 0 0 4,600
CAL DIVE INTL INC DEL COM 12802T101 11,262 6,624,500 SH   DFND 1,5 165,300 0 6,459,200
CALAVO GROWERS INC COM 128246105 40,427 1,136,218 SH   DFND 1,5 0 0 1,136,218
CALGON CARBON CORP COM 129603106 599 27,434 SH   DFND 1,5 0 0 27,434
CALIX INC COM 13100M509 540 64,000 SH   DFND 8 0 0 64,000
CALLIDUS SOFTWARE INC COM 13123E500 10,905 871,013 SH   DFND 1,5 169,713 0 701,300
CALLIDUS SOFTWARE INC COM 13123E500 20,212 1,614,372 SH   DFND 6 1,614,372 0 0
CALLIDUS SOFTWARE INC COM 13123E500 1,685 134,620 SH   DFND 7 134,620 0 0
CALPINE CORP COM NEW 131347304 134,187 6,417,337 SH   DFND 1,5 0 0 6,417,337
CALPINE CORP COM NEW 131347304 58,594 2,802,208 SH   DFND 8 0 0 2,802,208
CAMAC ENERGY INC COM 131745101 27 34,000 SH   DFND 7 34,000 0 0
CAMDEN NATL CORP COM 133034108 1,729 41,968 SH   DFND 1,5 1,000 0 40,968
CAMDEN PPTY TR SH BEN INT 133131102 131,427 1,951,700 SH   DFND 1,5 36,800 0 1,914,900
CAMDEN PPTY TR SH BEN INT 133131102 67,549 1,003,100 SH   DFND 8 0 0 1,003,100
CAMECO CORP COM 13321L108 485 21,200 SH   DFND 1,5 0 0 21,200
CAMECO CORP COM 13321L108 4,207 183,743 SH   DFND 6 143 0 183,600
CAMECO CORP COM 13321L108 29,099 1,271,000 SH   DFND 7 1,270,300 0 700
CAMECO CORP COM 13321L108 71,163 3,108,301 SH   DFND   2,605,601 0 502,700
CAMERON INTERNATIONAL CORP COM 13342B105 192,949 3,123,672 SH   DFND 1,5 0 0 3,123,672
CAMERON INTERNATIONAL CORP COM 13342B105 4,245 68,719 SH   DFND 2 68,719 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,009 16,337 SH   DFND 3 16,337 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 27,301 441,984 SH   DFND 6 316,197 0 125,787
CAMERON INTERNATIONAL CORP COM 13342B105 52,741 853,830 SH   DFND 7 853,830 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 119,284 1,931,104 SH   DFND 8 0 0 1,931,104
CAMERON INTERNATIONAL CORP COM 13342B105 3,175 51,394 SH   DFND   51,394 0 0
CAMPBELL SOUP CO COM 134429109 16,381 365,000 SH   DFND 1,5 32,400 0 332,600
CAMPBELL SOUP CO COM 134429109 2,544 56,691 SH   DFND 2 56,691 0 0
CAMPBELL SOUP CO COM 134429109 1,946 43,353 SH   DFND 3 43,353 0 0
CANADIAN NAT RES LTD COM 136385101 869,813 22,694,786 SH   DFND 1,5 2,701,819 0 19,992,967
CANADIAN NAT RES LTD COM 136385101 50,656 1,321,683 SH   DFND 6 582,610 0 739,073
CANADIAN NAT RES LTD COM 136385101 140,973 3,678,200 SH   DFND 7 3,614,600 0 63,600
CANADIAN NAT RES LTD COM 136385101 63,568 1,658,600 SH   DFND 8 0 0 1,658,600
CANADIAN NAT RES LTD COM 136385101 472,891 12,338,476 SH   DFND   11,400,276 0 938,200
CANADIAN NATL RY CO COM 136375102 99,750 1,775,450 SH   DFND 1,5 156,750 0 1,618,700
CANADIAN NATL RY CO COM 136375102 11,899 211,784 SH   DFND 6 0 0 211,784
CANADIAN NATL RY CO COM 136375102 66,877 1,190,340 SH   DFND 7 1,189,700 0 640
CANADIAN NATL RY CO COM 136375102 270,905 4,821,861 SH   DFND   4,380,861 0 441,000
CANADIAN PAC RY LTD COM 13645T100 1,537,810 10,262,895 SH   DFND 1,5 199,201 0 10,063,694
CANADIAN PAC RY LTD COM 13645T100 45,102 301,000 SH   DFND 6 139,000 0 162,000
CANADIAN PAC RY LTD COM 13645T100 134,108 895,000 SH   DFND 7 872,800 0 22,200
CANADIAN PAC RY LTD COM 13645T100 327,749 2,187,300 SH   DFND   1,772,800 0 414,500
CAPITAL BK FINL CORP CL A COM 139794101 3,992 159,000 SH   DFND 8 0 0 159,000
CAPITAL ONE FINL CORP COM 14040H105 1,825,335 23,656,489 SH   DFND 1,5 33,900 0 23,622,589
CAPITAL ONE FINL CORP COM 14040H105 14,011 181,580 SH   DFND 2 181,580 0 0
CAPITAL ONE FINL CORP COM 14040H105 5,969 77,354 SH   DFND 3 77,354 0 0
CAPITAL ONE FINL CORP COM 14040H105 105,894 1,372,394 SH   DFND 6 938,562 0 433,832
CAPITAL ONE FINL CORP COM 14040H105 178,480 2,313,120 SH   DFND 7 2,178,230 0 134,890
CAPITAL ONE FINL CORP COM 14040H105 95,640 1,239,507 SH   DFND 8 0 0 1,239,507
CAPITAL ONE FINL CORP COM 14040H105 7,364 95,440 SH   DFND   95,440 0 0
CAPITAL SR LIVING CORP COM 140475104 18,784 722,730 SH   DFND 1,5 138,930 0 583,800
CAPITALSOURCE INC COM 14055X102 216,341 14,828,000 SH   DFND 1,5 0 0 14,828,000
CAPITALSOURCE INC COM 14055X102 9,357 641,300 SH   DFND 8 0 0 641,300
CAPITOL FED FINL INC COM 14057J101 1,146 91,300 SH   DFND 8 0 0 91,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 741 58,500 SH   DFND 8 0 0 58,500
CARA THERAPEUTICS INC COM 140755109 26,681 1,433,681 SH   DFND 8 0 0 1,433,681
CARBO CERAMICS INC COM 140781105 19,553 141,700 SH   DFND 1,5 12,600 0 129,100
CARDINAL HEALTH INC COM 14149Y108 490,085 7,003,218 SH   DFND 1,5 82,134 0 6,921,084
CARDINAL HEALTH INC COM 14149Y108 7,606 108,695 SH   DFND 2 108,695 0 0
CARDINAL HEALTH INC COM 14149Y108 2,116 30,240 SH   DFND 3 30,240 0 0
CARDINAL HEALTH INC COM 14149Y108 1,341 19,169 SH   DFND 6 19,169 0 0
CARDINAL HEALTH INC COM 14149Y108 5,327 76,120 SH   DFND 7 76,120 0 0
CARDINAL HEALTH INC COM 14149Y108 50,316 719,000 SH   DFND 8 0 0 719,000
CARDINAL HEALTH INC COM 14149Y108 3,045 43,515 SH   DFND   43,515 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 11,482 1,450,612 SH   DFND 1,5 0 0 1,450,612
CARDIOME PHARMA CORP COM NO PAR 14159U301 518 65,400 SH   DFND 6 65,400 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 3,882 122,117 SH   DFND 1,5 0 0 122,117
CARDIOVASCULAR SYS INC DEL COM 141619106 26,752 841,520 SH   DFND 8 0 0 841,520
CARDTRONICS INC COM 14161H108 5,309 136,655 SH   DFND 6 136,655 0 0
CARDTRONICS INC COM 14161H108 924 23,780 SH   DFND 7 23,780 0 0
CARDTRONICS INC COM 14161H108 4,398 113,200 SH   DFND 8 0 0 113,200
CAREER EDUCATION CORP COM 141665109 57,591 7,720,000 SH   DFND 1,5 1,167,700 0 6,552,300
CAREFUSION CORP COM 14170T101 35,217 875,602 SH   DFND 1,5 9,800 0 865,802
CAREFUSION CORP COM 14170T101 2,657 66,057 SH   DFND 2 66,057 0 0
CAREFUSION CORP COM 14170T101 595 14,801 SH   DFND 3 14,801 0 0
CARLISLE COS INC COM 142339100 42,852 540,100 SH   DFND 1,5 0 0 540,100
CARLISLE COS INC COM 142339100 10,245 129,130 SH   DFND 6 107,230 0 21,900
CARLISLE COS INC COM 142339100 7,778 98,040 SH   DFND 7 98,040 0 0
CARLISLE COS INC COM 142339100 12,268 154,621 SH   DFND   154,621 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 223,533 6,361,207 SH   DFND 1,5 0 0 6,361,207
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,462 41,600 SH   DFND 8 0 0 41,600
CARMAX INC COM 143130102 216,834 4,633,200 SH   DFND 1,5 298,131 0 4,335,069
CARMAX INC COM 143130102 3,312 70,762 SH   DFND 2 70,762 0 0
CARMAX INC COM 143130102 330 7,053 SH   DFND 3 7,053 0 0
CARNIVAL CORP PAIRED CTF 143658300 32,526 859,100 SH   DFND 1,5 600 0 858,500
CARNIVAL CORP PAIRED CTF 143658300 5,260 138,927 SH   DFND 2 138,927 0 0
CARNIVAL CORP PAIRED CTF 143658300 820 21,652 SH   DFND 3 21,652 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 233,085 3,529,447 SH   DFND 1,5 0 0 3,529,447
CARPENTER TECHNOLOGY CORP COM 144285103 48,338 731,955 SH   DFND 8 0 0 731,955
CARRIAGE SVCS INC COM 143905107 4,263 233,700 SH   DFND 1,5 0 0 233,700
CARRIAGE SVCS INC COM 143905107 6,683 366,392 SH   DFND 6 366,392 0 0
CARRIAGE SVCS INC COM 143905107 20,100 1,101,994 SH   DFND 8 0 0 1,101,994
CARRIZO OIL & GAS INC COM 144577103 76,731 1,435,300 SH   DFND 1,5 0 0 1,435,300
CARRIZO OIL & GAS INC COM 144577103 711 13,300 SH   DFND 6 13,300 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 4,238 591,020 SH   DFND 6 591,020 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 736 102,650 SH   DFND 7 102,650 0 0
CASH AMER INTL INC COM 14754D100 96,590 2,494,569 SH   DFND 1,5 0 0 2,494,569
CASH AMER INTL INC COM 14754D100 1,293 33,385 SH   DFND 8 0 0 33,385
CASTLIGHT HEALTH INC CL B 14862Q100 43,598 2,054,566 SH   DFND 1,5 18,900 0 2,035,666
CASTLIGHT HEALTH INC CL B 14862Q100 1,002 47,200 SH   DFND 8 0 0 47,200
CATAMARAN CORP COM 148887102 97,827 2,186,496 SH   DFND 1,5 77,700 0 2,108,796
CATAMARAN CORP COM 148887102 39,275 877,700 SH   DFND 6 608,500 0 269,200
CATAMARAN CORP COM 148887102 28,837 644,406 SH   DFND 7 583,406 0 61,000
CATAMARAN CORP COM 148887102 4,551 101,712 SH   DFND 8 0 0 101,712
CATAMARAN CORP COM 148887102 87,166 1,948,277 SH   DFND   1,948,277 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 3,023 215,162 SH   DFND   215,162 0 0
CATERPILLAR INC DEL COM 149123101 942,049 9,480,214 SH   DFND 1,5 63,900 0 9,416,314
CATERPILLAR INC DEL COM 149123101 20,091 202,188 SH   DFND 2 202,188 0 0
CATERPILLAR INC DEL COM 149123101 5,149 51,821 SH   DFND 3 51,821 0 0
CATERPILLAR INC DEL COM 149123101 42,448 427,167 SH   DFND 6 217,837 0 209,330
CATERPILLAR INC DEL COM 149123101 88,826 893,888 SH   DFND 7 862,288 0 31,600
CATERPILLAR INC DEL COM 149123101 112,544 1,132,574 SH   DFND 8 0 0 1,132,574
CATERPILLAR INC DEL COM 149123101 3,720 37,437 SH   DFND   37,437 0 0
CATHAY GEN BANCORP COM 149150104 181,816 7,217,769 SH   DFND 1,5 84,900 0 7,132,869
CATHAY GEN BANCORP COM 149150104 291 11,560 SH   DFND 7 11,560 0 0
CATO CORP NEW CL A 149205106 8,114 300,075 SH   DFND 1,5 0 0 300,075
CAVIUM INC COM 14964U108 207,713 4,749,899 SH   DFND 1,5 320,800 0 4,429,099
CAVIUM INC COM 14964U108 49,872 1,140,464 SH   DFND 6 1,091,764 0 48,700
CAVIUM INC COM 14964U108 13,802 315,620 SH   DFND 7 297,970 0 17,650
CAVIUM INC COM 14964U108 7,906 180,794 SH   DFND 8 0 0 180,794
CAVIUM INC COM 14964U108 5,949 136,033 SH   DFND   136,033 0 0
CBIZ INC COM 124805102 50,790 5,544,757 SH   DFND 1,5 25,000 0 5,519,757
CBIZ INC COM 124805102 4,095 447,028 SH   DFND 6 447,028 0 0
CBIZ INC COM 124805102 1,224 133,654 SH   DFND 7 133,654 0 0
CBIZ INC COM 124805102 6,585 718,900 SH   DFND 8 0 0 718,900
CBL & ASSOC PPTYS INC COM 124830100 200,382 11,289,143 SH   DFND 1,5 221,000 0 11,068,143
CBL & ASSOC PPTYS INC COM 124830100 1,322 74,500 SH   DFND 6 74,500 0 0
CBL & ASSOC PPTYS INC COM 124830100 960 54,100 SH   DFND 8 0 0 54,100
CBOE HLDGS INC COM 12503M108 19,663 347,400 SH   DFND 1,5 0 0 347,400
CBRE GROUP INC CL A 12504L109 475,393 17,331,148 SH   DFND 1,5 0 0 17,331,148
CBRE GROUP INC CL A 12504L109 2,425 88,395 SH   DFND 2 88,395 0 0
CBRE GROUP INC CL A 12504L109 382 13,914 SH   DFND 3 13,914 0 0
CBRE GROUP INC CL A 12504L109 21,229 773,930 SH   DFND 6 720,900 0 53,030
CBRE GROUP INC CL A 12504L109 26,295 958,640 SH   DFND 7 809,060 0 149,580
CBRE GROUP INC CL A 12504L109 23,447 854,806 SH   DFND 8 0 0 854,806
CBS CORP NEW CL B 124857202 1,100,271 17,803,741 SH   DFND 1,5 370,002 0 17,433,739
CBS CORP NEW CL B 124857202 10,811 174,933 SH   DFND 2 174,933 0 0
CBS CORP NEW CL B 124857202 4,495 72,728 SH   DFND 3 72,728 0 0
CBS CORP NEW CL B 124857202 30,187 488,460 SH   DFND 6 345,840 0 142,620
CBS CORP NEW CL B 124857202 35,201 569,600 SH   DFND 7 461,030 0 108,570
CBS CORP NEW CL B 124857202 79,419 1,285,100 SH   DFND 8 0 0 1,285,100
CDN IMPERIAL BK OF COMMERCE COM 136069101 17,956 208,400 SH   DFND 1,5 0 0 208,400
CDN IMPERIAL BK OF COMMERCE COM 136069101 2,114 24,541 SH   DFND 6 0 0 24,541
CDN IMPERIAL BK OF COMMERCE COM 136069101 20,420 237,003 SH   DFND 7 237,003 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 76,499 887,870 SH   DFND   887,870 0 0
CDW CORP COM 12514G108 203,559 7,418,323 SH   DFND 1,5 17,100 0 7,401,223
CDW CORP COM 12514G108 44,274 1,613,469 SH   DFND 6 1,613,469 0 0
CDW CORP COM 12514G108 1,576 57,420 SH   DFND 7 57,420 0 0
CECO ENVIRONMENTAL CORP COM 125141101 13,272 800,000 SH   DFND 1,5 19,500 0 780,500
CEDAR FAIR L P DEPOSITRY UNIT 150185106 29,005 569,500 SH   DFND 1,5 0 0 569,500
CEDAR FAIR L P DEPOSITRY UNIT 150185106 4,104 80,588 SH   DFND 8 0 0 80,588
CEDAR REALTY TRUST INC COM NEW 150602209 50,115 8,202,191 SH   DFND 1,5 165,626 0 8,036,565
CEDAR REALTY TRUST INC COM NEW 150602209 6,177 1,010,892 SH   DFND 6 1,010,892 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,980 487,750 SH   DFND 7 487,750 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 13,333 2,182,194 SH   DFND 8 0 0 2,182,194
CELANESE CORP DEL COM SER A 150870103 165,337 2,978,511 SH   DFND 1,5 0 0 2,978,511
CELANESE CORP DEL COM SER A 150870103 1,112 20,035 SH   DFND 6 20,035 0 0
CELANESE CORP DEL COM SER A 150870103 95,363 1,717,946 SH   DFND 8 0 0 1,717,946
CELGENE CORP COM 151020104 303,217 2,172,044 SH   DFND 1,5 124,700 0 2,047,344
CELGENE CORP COM 151020104 17,967 128,707 SH   DFND 2 128,707 0 0
CELGENE CORP COM 151020104 7,311 52,369 SH   DFND 3 52,369 0 0
CELGENE CORP COM 151020104 229,101 1,641,125 SH   DFND 8 0 0 1,641,125
CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 12,350 3,632,230 SH   DFND 8 0 0 3,632,230
CELLDEX THERAPEUTICS INC NEW COM 15117B103 114,168 6,461,098 SH   DFND 1,5 234,500 0 6,226,598
CELLDEX THERAPEUTICS INC NEW COM 15117B103 18,899 1,069,580 SH   DFND 6 912,580 0 157,000
CELLDEX THERAPEUTICS INC NEW COM 15117B103 8,696 492,135 SH   DFND 7 414,380 0 77,755
CELLDEX THERAPEUTICS INC NEW COM 15117B103 66,902 3,786,186 SH   DFND 8 0 0 3,786,186
CELLDEX THERAPEUTICS INC NEW COM 15117B103 2,235 126,500 SH   DFND   126,500 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 40,657 3,219,085 SH   DFND 1,5 80,598 0 3,138,487
CEMPRA INC COM 15130J109 15,705 1,359,762 SH   DFND 6 1,359,762 0 0
CEMPRA INC COM 15130J109 1,144 99,050 SH   DFND 7 99,050 0 0
CEMPRA INC COM 15130J109 3,028 262,200 SH   DFND 8 0 0 262,200
CENOVUS ENERGY INC COM 15135U109 131,008 4,530,176 SH   DFND 1,5 3,526,776 0 1,003,400
CENOVUS ENERGY INC COM 15135U109 9,316 322,152 SH   DFND 6 213 0 321,939
CENOVUS ENERGY INC COM 15135U109 64,096 2,216,380 SH   DFND 7 2,214,980 0 1,400
CENOVUS ENERGY INC COM 15135U109 219,638 7,594,923 SH   DFND   6,563,123 0 1,031,800
CENTENE CORP DEL COM 15135B101 194,542 3,125,165 SH   DFND 1,5 0 0 3,125,165
CENTENE CORP DEL COM 15135B101 9,194 147,700 SH   DFND 8 0 0 147,700
CENTERPOINT ENERGY INC COM 15189T107 36,553 1,542,969 SH   DFND 1,5 12,757 0 1,530,212
CENTERPOINT ENERGY INC COM 15189T107 3,220 135,942 SH   DFND 2 135,942 0 0
CENTERPOINT ENERGY INC COM 15189T107 533 22,510 SH   DFND 3 22,510 0 0
CENTERPOINT ENERGY INC COM 15189T107 601 25,370 SH   DFND 7 25,370 0 0
CENTERPOINT ENERGY INC COM 15189T107 35,588 1,502,229 SH   DFND 8 0 0 1,502,229
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,454 417,700 SH   DFND 1,5 0 0 417,700
CENTURY ALUM CO COM 156431108 3,984 301,600 SH   DFND 1,5 1,600 0 300,000
CENTURY CASINOS INC COM 156492100 630 87,800 SH   DFND 1,5 0 0 87,800
CENTURYLINK INC COM 156700106 300,809 9,159,847 SH   DFND 1,5 285,378 0 8,874,469
CENTURYLINK INC COM 156700106 6,017 183,210 SH   DFND 2 183,210 0 0
CENTURYLINK INC COM 156700106 3,059 93,144 SH   DFND 3 93,144 0 0
CENTURYLINK INC COM 156700106 3,046 92,740 SH   DFND 6 92,740 0 0
CENTURYLINK INC COM 156700106 14,708 447,868 SH   DFND 8 0 0 447,868
CEPHEID COM 15670R107 165,510 3,208,808 SH   DFND 1,5 264,300 0 2,944,508
CEPHEID COM 15670R107 35,771 693,500 SH   DFND 8 0 0 693,500
CERNER CORP COM 156782104 1,574,704 27,994,733 SH   DFND 1,5 691,252 0 27,303,481
CERNER CORP COM 156782104 5,274 93,766 SH   DFND 2 93,766 0 0
CERNER CORP COM 156782104 553 9,825 SH   DFND 3 9,825 0 0
CERNER CORP COM 156782104 3,076 54,682 SH   DFND 6 54,682 0 0
CERNER CORP COM 156782104 177,221 3,150,596 SH   DFND 8 0 0 3,150,596
CERUS CORP COM 157085101 22,926 4,776,199 SH   DFND 1,5 0 0 4,776,199
CF INDS HLDGS INC COM 125269100 589,930 2,263,390 SH   DFND 1,5 49,800 0 2,213,590
CF INDS HLDGS INC COM 125269100 4,583 17,583 SH   DFND 2 17,583 0 0
CF INDS HLDGS INC COM 125269100 822 3,153 SH   DFND 3 3,153 0 0
CF INDS HLDGS INC COM 125269100 14,203 54,493 SH   DFND 6 50,403 0 4,090
CF INDS HLDGS INC COM 125269100 19,186 73,610 SH   DFND 7 62,140 0 11,470
CF INDS HLDGS INC COM 125269100 181,873 697,792 SH   DFND 8 0 0 697,792
CHAMBERS STR PPTYS COM 157842105 73,571 9,468,659 SH   DFND 1,5 173,619 0 9,295,040
CHAMBERS STR PPTYS COM 157842105 15,086 1,941,566 SH   DFND 8 0 0 1,941,566
CHANNELADVISOR CORP COM 159179100 48,356 1,281,306 SH   DFND 1,5 0 0 1,281,306
CHANNELADVISOR CORP COM 159179100 7,016 185,912 SH   DFND 8 0 0 185,912
CHARLES RIV LABS INTL INC COM 159864107 90,958 1,507,420 SH   DFND   1,507,420 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 167,583 1,360,254 SH   DFND 1,5 22,700 0 1,337,554
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 12,295 99,800 SH   DFND 8 0 0 99,800
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 912 7,400 SH   DFND   7,400 0 0
CHASE CORP COM 16150R104 28,538 905,113 SH   DFND 1,5 22,600 0 882,513
CHECK POINT SOFTWARE TECH LT ORD M22465104 20,749 306,800 SH   DFND 1,5 0 0 306,800
CHEESECAKE FACTORY INC COM 163072101 28,211 592,300 SH   DFND 1,5 0 0 592,300
CHEESECAKE FACTORY INC COM 163072101 6,730 141,300 SH   DFND 8 0 0 141,300
CHEFS WHSE INC COM 163086101 1,455 68,000 SH   DFND 1,5 0 0 68,000
CHEFS WHSE INC COM 163086101 4,642 216,910 SH   DFND 6 216,910 0 0
CHEFS WHSE INC COM 163086101 806 37,670 SH   DFND 7 37,670 0 0
CHEFS WHSE INC COM 163086101 2,888 134,950 SH   DFND 8 0 0 134,950
CHEMED CORP NEW COM 16359R103 245,846 2,748,418 SH   DFND 1,5 25,000 0 2,723,418
CHEMICAL FINL CORP COM 163731102 2,350 72,410 SH   DFND 6 72,410 0 0
CHEMTURA CORP COM NEW 163893209 143,484 5,673,566 SH   DFND 1,5 13,872 0 5,659,694
CHEMTURA CORP COM NEW 163893209 26,007 1,028,336 SH   DFND 6 1,028,336 0 0
CHEMTURA CORP COM NEW 163893209 1,802 71,260 SH   DFND 7 71,260 0 0
CHEMTURA CORP COM NEW 163893209 16,851 666,330 SH   DFND 8 0 0 666,330
CHENIERE ENERGY INC COM NEW 16411R208 29,326 529,831 SH   DFND 1,5 1,000 0 528,831
CHENIERE ENERGY INC COM NEW 16411R208 261 4,720 SH   DFND 6 4,720 0 0
CHENIERE ENERGY INC COM NEW 16411R208 101,505 1,833,875 SH   DFND 8 0 0 1,833,875
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 13,684 633,800 SH   DFND 1,5 0 0 633,800
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 54,602 2,529,052 SH   DFND 8 0 0 2,529,052
CHESAPEAKE ENERGY CORP COM 165167107 103,554 4,041,907 SH   DFND 1,5 283,906 0 3,758,001
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 122,754 120,465,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 4,112 160,503 SH   DFND 2 160,503 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,101 42,980 SH   DFND 3 42,980 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 1,529 1,500,000 PRN   DFND 6 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 323 12,590 SH   DFND 6 12,590 0 0
CHESAPEAKE ENERGY CORP COM 165167107 22,909 894,200 SH   DFND 8 0 0 894,200
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 132 130,000 PRN   DFND   0 0 0
CHEVRON CORP NEW COM 166764100 4,009,686 33,720,344 SH   DFND 1,5 706,854 0 33,013,490
CHEVRON CORP NEW COM 166764100 71,963 605,190 SH   DFND 2 605,190 0 0
CHEVRON CORP NEW COM 166764100 18,453 155,188 SH   DFND 3 155,188 0 0
CHEVRON CORP NEW COM 166764100 147,167 1,237,631 SH   DFND 6 948,231 0 289,400
CHEVRON CORP NEW COM 166764100 185,421 1,559,335 SH   DFND 7 1,371,785 0 187,550
CHEVRON CORP NEW COM 166764100 389,628 3,276,663 SH   DFND 8 0 0 3,276,663
CHEVRON CORP NEW COM 166764100 207 1,745 SH   DFND   1,745 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 107,882 1,237,890 SH   DFND 1,5 0 0 1,237,890
CHICAGO BRIDGE & IRON CO N V COM 167250109 2,101 24,110 SH   DFND 6 24,110 0 0
CHICOS FAS INC COM 168615102 74,511 4,648,215 SH   DFND 1,5 43,300 0 4,604,915
CHICOS FAS INC COM 168615102 37,160 2,318,178 SH   DFND 6 2,318,178 0 0
CHICOS FAS INC COM 168615102 998 62,280 SH   DFND 7 62,280 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 9,609 192,920 SH   DFND 6 172,220 0 20,700
CHILDRENS PL RETAIL STORES I COM 168905107 2,242 45,020 SH   DFND 7 45,020 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 2,899 58,200 SH   DFND   58,200 0 0
CHIMERA INVT CORP COM 16934Q109 2,442 798,000 SH   DFND 8 0 0 798,000
CHIMERIX INC COM 16934W106 52,141 2,282,900 SH   DFND 1,5 189,700 0 2,093,200
CHIMERIX INC COM 16934W106 3,505 153,463 SH   DFND 8 0 0 153,463
CHINA CORD BLOOD CORP SHS G21107100 2,131 532,800 SH   DFND 1,5 0 0 532,800
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 77 16,800 SH   DFND 8 0 0 16,800
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 52,639 2,142,400 SH   DFND 1,5 124,200 0 2,018,200
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 361 14,700 SH   DFND 6 14,700 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 2,758 60,500 SH   DFND 1,5 0 0 60,500
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 679 14,900 SH   DFND 6 14,900 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 27,020 301,900 SH   DFND 1,5 7,200 0 294,700
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,720,390 3,028,589 SH   DFND 1,5 87,228 0 2,941,361
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,587 9,835 SH   DFND 2 9,835 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,062 1,869 SH   DFND 3 1,869 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 7,261 12,783 SH   DFND 6 12,783 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,181 5,600 SH   DFND 7 5,600 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 19,660 34,610 SH   DFND 8 0 0 34,610
CHUBB CORP COM 171232101 632,183 7,079,320 SH   DFND 1,5 182,665 0 6,896,655
CHUBB CORP COM 171232101 6,952 77,854 SH   DFND 2 77,854 0 0
CHUBB CORP COM 171232101 3,001 33,604 SH   DFND 3 33,604 0 0
CHUBB CORP COM 171232101 1,107 12,400 SH   DFND 6 12,400 0 0
CHUBB CORP COM 171232101 23,277 260,658 SH   DFND 8 0 0 260,658
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,921 95,200 SH   DFND 1,5 0 0 95,200
CHURCH & DWIGHT INC COM 171340102 162,975 2,359,562 SH   DFND 1,5 60,900 0 2,298,662
CHURCH & DWIGHT INC COM 171340102 1,135 16,438 SH   DFND 6 16,438 0 0
CHURCH & DWIGHT INC COM 171340102 995 14,400 SH   DFND 8 0 0 14,400
CHUYS HLDGS INC COM 171604101 104,388 2,419,759 SH   DFND 1,5 169,872 0 2,249,887
CIBER INC COM 17163B102 7,865 1,717,300 SH   DFND 8 0 0 1,717,300
CIENA CORP COM NEW 171779309 7,162 314,933 SH   DFND 1,5 0 0 314,933
CIENA CORP COM NEW 171779309 11,344 498,867 SH   DFND 8 0 0 498,867
CIGNA CORPORATION COM 125509109 492,064 5,876,790 SH   DFND 1,5 17,326 0 5,859,464
CIGNA CORPORATION COM 125509109 7,261 86,720 SH   DFND 2 86,720 0 0
CIGNA CORPORATION COM 125509109 3,415 40,782 SH   DFND 3 40,782 0 0
CIGNA CORPORATION COM 125509109 3,779 45,130 SH   DFND 6 28,880 0 16,250
CIGNA CORPORATION COM 125509109 3,527 42,120 SH   DFND 7 25,860 0 16,260
CIGNA CORPORATION COM 125509109 145,288 1,735,200 SH   DFND 8 0 0 1,735,200
CIGNA CORPORATION COM 125509109 4,509 53,849 SH   DFND   53,849 0 0
CIMAREX ENERGY CO COM 171798101 390,743 3,280,523 SH   DFND 1,5 36,400 0 3,244,123
CIMAREX ENERGY CO COM 171798101 2,775 23,298 SH   DFND 6 23,298 0 0
CIMAREX ENERGY CO COM 171798101 138,820 1,165,479 SH   DFND 8 0 0 1,165,479
CINCINNATI BELL INC NEW COM 171871106 2,561 740,047 SH   DFND 1,5 0 0 740,047
CINCINNATI BELL INC NEW COM 171871106 3,686 1,065,353 SH   DFND 8 0 0 1,065,353
CINCINNATI FINL CORP COM 172062101 2,270 46,648 SH   DFND 2 46,648 0 0
CINCINNATI FINL CORP COM 172062101 507 10,418 SH   DFND 3 10,418 0 0
CINEMARK HOLDINGS INC COM 17243V102 137,255 4,731,300 SH   DFND 1,5 0 0 4,731,300
CINEMARK HOLDINGS INC COM 17243V102 16,140 556,356 SH   DFND 6 556,356 0 0
CINEMARK HOLDINGS INC COM 17243V102 716 24,670 SH   DFND 7 24,670 0 0
CINTAS CORP COM 172908105 1,902 31,913 SH   DFND 2 31,913 0 0
CINTAS CORP COM 172908105 723 12,131 SH   DFND 3 12,131 0 0
CIRRUS LOGIC INC COM 172755100 11,803 593,989 SH   DFND 1,5 0 0 593,989
CISCO SYS INC COM 17275R102 2,348,511 104,797,455 SH   DFND 1,5 1,734,808 0 103,062,647
CISCO SYS INC COM 17275R102 36,594 1,632,945 SH   DFND 2 1,632,945 0 0
CISCO SYS INC COM 17275R102 14,395 642,356 SH   DFND 3 642,356 0 0
CISCO SYS INC COM 17275R102 61,130 2,727,803 SH   DFND 6 2,106,923 0 620,880
CISCO SYS INC COM 17275R102 80,228 3,580,024 SH   DFND 7 3,502,724 0 77,300
CISCO SYS INC COM 17275R102 60,273 2,689,537 SH   DFND 8 0 0 2,689,537
CISCO SYS INC COM 17275R102 39,235 1,750,766 SH   DFND   1,750,766 0 0
CIT GROUP INC COM NEW 125581801 223,803 4,565,542 SH   DFND 1,5 29,500 0 4,536,042
CIT GROUP INC COM NEW 125581801 1,275 26,000 SH   DFND 6 26,000 0 0
CITI TRENDS INC COM 17306X102 12,125 744,300 SH   DFND 1,5 111,734 0 632,566
CITIGROUP INC COM NEW 172967424 3,379,136 70,990,248 SH   DFND 1,5 883,702 0 70,106,546
CITIGROUP INC COM NEW 172967424 45,817 962,551 SH   DFND 2 962,551 0 0
CITIGROUP INC COM NEW 172967424 12,424 260,998 SH   DFND 3 260,998 0 0
CITIGROUP INC COM NEW 172967424 84,907 1,783,750 SH   DFND 6 1,373,114 0 410,636
CITIGROUP INC COM NEW 172967424 127,016 2,668,413 SH   DFND 7 2,413,463 0 254,950
CITIGROUP INC COM NEW 172967424 119,942 2,519,784 SH   DFND 8 0 0 2,519,784
CITIGROUP INC *W EXP 10/28/201 172967234 719 15,631,200 SH   DFND   15,631,200 0 0
CITIGROUP INC COM NEW 172967424 83,156 1,746,976 SH   DFND   1,746,976 0 0
CITRIX SYS INC COM 177376100 168,371 2,931,758 SH   DFND 1,5 83,191 0 2,848,567
CITRIX SYS INC COM 177376100 3,345 58,249 SH   DFND 2 58,249 0 0
CITRIX SYS INC COM 177376100 403 7,018 SH   DFND 3 7,018 0 0
CITRIX SYS INC COM 177376100 720 12,540 SH   DFND 6 12,540 0 0
CITRIX SYS INC COM 177376100 80,007 1,393,122 SH   DFND 8 0 0 1,393,122
CITY NATL CORP COM 178566105 256,834 3,262,628 SH   DFND 1,5 0 0 3,262,628
CITY NATL CORP COM 178566105 20,864 265,043 SH   DFND 6 245,243 0 19,800
CITY NATL CORP COM 178566105 2,895 36,770 SH   DFND 7 36,770 0 0
CITY NATL CORP COM 178566105 20,113 255,500 SH   DFND 8 0 0 255,500
CITY NATL CORP COM 178566105 4,584 58,237 SH   DFND   58,237 0 0
CLEAN ENERGY FUELS CORP COM 184499101 1,788 200,000 SH   DFND 1,5 0 0 200,000
CLEAN HARBORS INC COM 184496107 79,167 1,444,912 SH   DFND 1,5 58,012 0 1,386,900
CLEAN HARBORS INC COM 184496107 1,441 26,300 SH   DFND 8 0 0 26,300
CLEARONE INC COM 18506U104 2,154 210,138 SH   DFND 1,5 5,200 0 204,938
CLECO CORP NEW COM 12561W105 117,330 2,319,700 SH   DFND 1,5 0 0 2,319,700
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 24,675 2,438,233 SH   DFND 6 2,355,633 0 82,600
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 1,962 193,900 SH   DFND 7 193,900 0 0
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 1,647 162,743 SH   DFND   162,743 0 0
CLIFFS NAT RES INC COM 18683K101 993 48,528 SH   DFND 2 48,528 0 0
CLIFFS NAT RES INC COM 18683K101 221 10,816 SH   DFND 3 10,816 0 0
CLOROX CO DEL COM 189054109 3,624 41,182 SH   DFND 2 41,182 0 0
CLOROX CO DEL COM 189054109 2,379 27,036 SH   DFND 3 27,036 0 0
CLOROX CO DEL COM 189054109 4,467 50,750 SH   DFND 7 50,750 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 66,424 3,142,102 SH   DFND 1,5 0 0 3,142,102
CLOVIS ONCOLOGY INC COM 189464100 275,180 3,972,572 SH   DFND 1,5 234,300 0 3,738,272
CLOVIS ONCOLOGY INC COM 189464100 3,010 43,460 SH   DFND 6 43,460 0 0
CLOVIS ONCOLOGY INC COM 189464100 74,043 1,068,903 SH   DFND 8 0 0 1,068,903
CME GROUP INC COM 12572Q105 2,331 31,500 SH   DFND 1,5 0 0 31,500
CME GROUP INC COM 12572Q105 7,403 100,031 SH   DFND 2 100,031 0 0
CME GROUP INC COM 12572Q105 1,224 16,532 SH   DFND 3 16,532 0 0
CME GROUP INC COM 12572Q105 6,093 82,325 SH   DFND 6 54,915 0 27,410
CME GROUP INC COM 12572Q105 9,341 126,215 SH   DFND 7 126,215 0 0
CME GROUP INC COM 12572Q105 832 11,243 SH   DFND   11,243 0 0
CMS ENERGY CORP COM 125896100 161,819 5,526,595 SH   DFND 1,5 21,500 0 5,505,095
CMS ENERGY CORP COM 125896100 2,476 84,550 SH   DFND 2 84,550 0 0
CMS ENERGY CORP COM 125896100 614 20,979 SH   DFND 3 20,979 0 0
CMS ENERGY CORP COM 125896100 1,385 47,290 SH   DFND 6 47,290 0 0
CMS ENERGY CORP COM 125896100 14,055 480,020 SH   DFND 7 480,020 0 0
CMS ENERGY CORP COM 125896100 44,543 1,521,277 SH   DFND   1,521,277 0 0
CNINSURE INC SPONSORED ADR 18976M103 808 107,700 SH   DFND 1,5 0 0 107,700
CNO FINL GROUP INC COM 12621E103 67,490 3,728,739 SH   DFND 1,5 29,300 0 3,699,439
CNOOC LTD SPONSORED ADR 126132109 956 6,300 SH   DFND 1,5 0 0 6,300
COACH INC COM 189754104 115,308 2,321,940 SH   DFND 1,5 0 0 2,321,940
COACH INC COM 189754104 4,370 87,993 SH   DFND 2 87,993 0 0
COACH INC COM 189754104 1,457 29,338 SH   DFND 3 29,338 0 0
COACH INC COM 189754104 419 8,430 SH   DFND 6 8,430 0 0
COASTAL CONTACTS INC COM NEW 19044R207 49,409 4,405,000 SH   DFND   4,405,000 0 0
COBALT INTL ENERGY INC COM 19075F106 22,907 1,250,400 SH   DFND 1,5 0 0 1,250,400
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 64,173 68,360,000 PRN   DFND 1,5 0 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,380 1,470,000 PRN   DFND 6 0 0 0
COBALT INTL ENERGY INC COM 19075F106 15,010 819,300 SH   DFND   819,300 0 0
COBIZ FINANCIAL INC COM 190897108 8,633 749,400 SH   DFND 1,5 0 0 749,400
COBIZ FINANCIAL INC COM 190897108 4,595 398,912 SH   DFND 8 0 0 398,912
COCA COLA BOTTLING CO CONS COM 191098102 14,923 175,606 SH   DFND 1,5 0 0 175,606
COCA COLA BOTTLING CO CONS COM 191098102 4,843 56,992 SH   DFND 8 0 0 56,992
COCA COLA BOTTLING CO CONS COM 191098102 7,652 90,040 SH   DFND   90,040 0 0
COCA COLA CO COM 191216100 3,975,027 102,820,154 SH   DFND 1,5 2,405,200 0 100,414,954
COCA COLA CO COM 191216100 46,436 1,201,126 SH   DFND 2 1,201,126 0 0
COCA COLA CO COM 191216100 14,089 364,433 SH   DFND 3 364,433 0 0
COCA COLA CO COM 191216100 46,362 1,199,217 SH   DFND 6 855,397 0 343,820
COCA COLA CO COM 191216100 44,333 1,146,732 SH   DFND 7 987,632 0 159,100
COCA COLA CO COM 191216100 259,774 6,719,456 SH   DFND 8 0 0 6,719,456
COCA COLA ENTERPRISES INC NE COM 19122T109 95,886 2,007,663 SH   DFND 1,5 0 0 2,007,663
COCA COLA ENTERPRISES INC NE COM 19122T109 3,598 75,337 SH   DFND 2 75,337 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 938 19,648 SH   DFND 3 19,648 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 4,647 97,292 SH   DFND 7 97,292 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 721 15,100 SH   DFND 8 0 0 15,100
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 2,801 26,540 SH   DFND 1,5 0 0 26,540
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 4,984 47,229 SH   DFND 8 0 0 47,229
CODORUS VY BANCORP INC COM 192025104 6,473 308,959 SH   DFND 1,5 7,500 0 301,459
COGENT COMM GROUP INC COM NEW 19239V302 17,010 478,752 SH   DFND 1,5 550 0 478,202
COGENT COMM GROUP INC COM NEW 19239V302 7,615 214,326 SH   DFND 6 167,226 0 47,100
COGENT COMM GROUP INC COM NEW 19239V302 2,325 65,430 SH   DFND 7 65,430 0 0
COGENT COMM GROUP INC COM NEW 19239V302 9,059 254,958 SH   DFND 8 0 0 254,958
COGENT COMM GROUP INC COM NEW 19239V302 1,823 51,300 SH   DFND   51,300 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,532,209 30,274,834 SH   DFND 1,5 623,350 0 29,651,484
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 9,745 192,552 SH   DFND 2 192,552 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,861 96,052 SH   DFND 3 96,052 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 26,951 532,528 SH   DFND 6 427,628 0 104,900
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 25,064 495,244 SH   DFND 7 446,644 0 48,600
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 302,113 5,969,438 SH   DFND 8 0 0 5,969,438
COLFAX CORP COM 194014106 12,356 173,220 SH   DFND 6 142,920 0 30,300
COLFAX CORP COM 194014106 8,829 123,770 SH   DFND 7 123,770 0 0
COLFAX CORP COM 194014106 13,248 185,734 SH   DFND   185,734 0 0
COLGATE PALMOLIVE CO COM 194162103 2,697,733 41,586,761 SH   DFND 1,5 1,046,801 0 40,539,960
COLGATE PALMOLIVE CO COM 194162103 17,952 276,738 SH   DFND 2 276,738 0 0
COLGATE PALMOLIVE CO COM 194162103 7,761 119,638 SH   DFND 3 119,638 0 0
COLGATE PALMOLIVE CO COM 194162103 33,877 522,230 SH   DFND 6 295,730 0 226,500
COLGATE PALMOLIVE CO COM 194162103 32,145 495,531 SH   DFND 7 438,991 0 56,540
COLGATE PALMOLIVE CO COM 194162103 48,423 746,465 SH   DFND 8 0 0 746,465
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COVIDIEN PLC SHS G2554F113 539,088 7,318,598 SH   DFND 1,5 72,614 0 7,245,984
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CRH PLC ADR 12626K203 170,014 6,031,000 SH   DFND 1,5 128,500 0 5,902,500
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CUBESMART COM 229663109 2,363 137,700 SH   DFND 6 56,900 0 80,800
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CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 728 1,120,594 SH   DFND 1,5 47,694 0 1,072,900
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CURIS INC COM 231269101 10,991 3,897,434 SH   DFND 8 0 0 3,897,434
CURTISS WRIGHT CORP COM 231561101 152,242 2,395,997 SH   DFND 1,5 0 0 2,395,997
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CVB FINL CORP COM 126600105 28,051 1,764,203 SH   DFND 6 1,650,303 0 113,900
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CVENT INC COM 23247G109 164,090 4,539,129 SH   DFND 1,5 10,065 0 4,529,064
CVENT INC COM 23247G109 10,430 288,522 SH   DFND 8 0 0 288,522
CVENT INC COM 23247G109 7,732 213,883 SH   DFND   213,883 0 0
CVR REFNG LP COMUNIT REP LT 12663P107 9,123 391,873 SH   DFND 1,5 0 0 391,873
CVR REFNG LP COMUNIT REP LT 12663P107 15,225 654,004 SH   DFND 8 0 0 654,004
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CYANOTECH CORP COM PAR $0.02 232437301 131 25,000 SH   DFND 1,5 0 0 25,000
CYBERONICS INC COM 23251P102 14,929 228,800 SH   DFND 1,5 0 0 228,800
CYPRESS SEMICONDUCTOR CORP COM 232806109 163,552 15,925,236 SH   DFND 1,5 824,900 0 15,100,336
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CYRUSONE INC COM 23283R100 2,493 119,700 SH   DFND 8 0 0 119,700
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DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 1,603 37,436 SH   DFND 1,5 4,200 0 33,236
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DCT INDUSTRIAL TRUST INC COM 233153105 110,891 14,072,458 SH   DFND 1,5 0 0 14,072,458
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DDR CORP COM 23317H102 96,571 5,859,867 SH   DFND 8 0 0 5,859,867
DEALERTRACK TECHNOLOGIES INC COM 242309102 567 11,530 SH   DFND 1,5 0 0 11,530
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DELPHI AUTOMOTIVE PLC SHS G27823106 503,750 7,423,366 SH   DFND 1,5 133,607 0 7,289,759
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DELPHI AUTOMOTIVE PLC SHS G27823106 41,598 613,000 SH   DFND 7 495,500 0 117,500
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DELTA AIR LINES INC DEL COM NEW 247361702 950,638 27,435,433 SH   DFND 1,5 450,700 0 26,984,733
DELTA AIR LINES INC DEL COM NEW 247361702 9,330 269,251 SH   DFND 2 269,251 0 0
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DELUXE CORP COM 248019101 101,994 1,943,852 SH   DFND 1,5 0 0 1,943,852
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DEPOMED INC COM 249908104 6,960 480,000 SH   DFND 1,5 0 0 480,000
DEPOMED INC COM 249908104 8,150 562,100 SH   DFND 8 0 0 562,100
DERMA SCIENCES INC COM PAR $.01 249827502 3,486 274,930 SH   DFND 1,5 0 0 274,930
DERMA SCIENCES INC COM PAR $.01 249827502 21,639 1,706,570 SH   DFND 8 0 0 1,706,570
DERMA SCIENCES INC COM PAR $.01 249827502 4,200 331,250 SH   DFND   331,250 0 0
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 1,551 1,100,000 SH   DFND 1,5 0 0 1,100,000
DESCARTES SYS GROUP INC COM 249906108 6,501 465,150 SH   DFND 1,5 0 0 465,150
DESCARTES SYS GROUP INC COM 249906108 24,334 1,741,200 SH   DFND 8 0 0 1,741,200
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DEUTSCHE BANK AG NAMEN AKT D18190898 3,726 83,146 SH   DFND 1,5 0 0 83,146
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DEXCOM INC COM 252131107 165,598 4,003,814 SH   DFND 1,5 88,777 0 3,915,037
DEXCOM INC COM 252131107 8,272 200,000 SH   DFND 8 0 0 200,000
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DIAGEO P L C SPON ADR NEW 25243Q205 43,498 349,126 SH   DFND 8 0 0 349,126
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DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 5,831 70,503 SH   DFND 2 70,503 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,454 17,579 SH   DFND 3 17,579 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 265 3,200 SH   DFND 6 3,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,336 28,250 SH   DFND 8 0 0 28,250
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 17,404 225,850 SH   DFND 8 0 0 225,850
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DISNEY WALT CO COM DISNEY 254687106 3,504,840 43,772,203 SH   DFND 1,5 974,941 0 42,797,262
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DOMINION RES INC VA NEW COM 25746U109 219,401 3,090,589 SH   DFND 1,5 300 0 3,090,289
DOMINION RES INC VA NEW UNIT 04/01/2013 25746U703 55,999 973,900 SH   DFND 1,5 472,800 0 501,100
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DOMINION RES INC VA NEW UNIT 07/01/2016 25746U885 1,462 25,300 SH   DFND 6 0 0 25,300
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DONEGAL GROUP INC CL A 257701201 1,319 90,500 SH   DFND 1,5 0 0 90,500
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DRDGOLD LIMITED SPON ADR REPSTG 26152H301 106 28,300 SH   DFND 1,5 0 0 28,300
DREAMWORKS ANIMATION SKG INC CL A 26153C103 59,390 2,236,900 SH   DFND 1,5 39,900 0 2,197,000
DREAMWORKS ANIMATION SKG INC CL A 26153C103 4,354 164,000 SH   DFND 8 0 0 164,000
DRESSER-RAND GROUP INC COM 261608103 94,145 1,611,790 SH   DFND 1,5 0 0 1,611,790
DRESSER-RAND GROUP INC COM 261608103 1,695 29,020 SH   DFND 6 29,020 0 0
DRESSER-RAND GROUP INC COM 261608103 18,376 314,600 SH   DFND 8 0 0 314,600
DRIL-QUIP INC COM 262037104 194,798 1,737,720 SH   DFND 1,5 0 0 1,737,720
DRIL-QUIP INC COM 262037104 19,169 171,000 SH   DFND 6 149,100 0 21,900
DRIL-QUIP INC COM 262037104 9,012 80,390 SH   DFND 7 80,390 0 0
DRIL-QUIP INC COM 262037104 53,671 478,778 SH   DFND 8 0 0 478,778
DRIL-QUIP INC COM 262037104 11,647 103,896 SH   DFND   103,896 0 0
DRYSHIPS INC SHS Y2109Q101 31,490 9,749,100 SH   DFND 1,5 58,000 0 9,691,100
DRYSHIPS INC SHS Y2109Q101 8,095 2,506,268 SH   DFND 8 0 0 2,506,268
DST SYS INC DEL COM 233326107 2,262 23,860 SH   DFND 1,5 0 0 23,860
DST SYS INC DEL COM 233326107 3,313 34,948 SH   DFND 8 0 0 34,948
DSW INC CL A 23334L102 14,046 391,700 SH   DFND 1,5 0 0 391,700
DSW INC CL A 23334L102 5,206 145,170 SH   DFND   145,170 0 0
DTE ENERGY CO COM 233331107 50,852 684,500 SH   DFND 1,5 0 0 684,500
DTE ENERGY CO COM 233331107 4,170 56,136 SH   DFND 2 56,136 0 0
DTE ENERGY CO COM 233331107 1,015 13,664 SH   DFND 3 13,664 0 0
DTE ENERGY CO COM 233331107 3,770 50,750 SH   DFND 7 50,750 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 357,050 5,321,165 SH   DFND 1,5 134,600 0 5,186,565
DU PONT E I DE NEMOURS & CO COM 263534109 19,719 293,870 SH   DFND 2 293,870 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,143 76,650 SH   DFND 3 76,650 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,223 33,130 SH   DFND 6 33,130 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,693 84,840 SH   DFND 7 84,840 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 154,967 2,309,500 SH   DFND 8 0 0 2,309,500
DUKE ENERGY CORP NEW COM NEW 26441C204 169,820 2,384,438 SH   DFND 1,5 85,535 0 2,298,903
DUKE ENERGY CORP NEW COM NEW 26441C204 15,949 223,945 SH   DFND 2 223,945 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 5,299 74,401 SH   DFND 3 74,401 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 35,611 500,010 SH   DFND 6 448,700 0 51,310
DUKE ENERGY CORP NEW COM NEW 26441C204 50,947 715,350 SH   DFND 7 622,300 0 93,050
DUKE ENERGY CORP NEW COM NEW 26441C204 10,035 140,900 SH   DFND 8 0 0 140,900
DUKE ENERGY CORP NEW COM NEW 26441C204 28,062 394,017 SH   DFND   394,017 0 0
DUKE REALTY CORP COM NEW 264411505 158,448 9,386,748 SH   DFND 1,5 226,350 0 9,160,398
DUKE REALTY CORP COM NEW 264411505 79,957 4,736,800 SH   DFND 8 0 0 4,736,800
DUN & BRADSTREET CORP DEL NE COM 26483E100 398,383 4,009,896 SH   DFND 1,5 25,200 0 3,984,696
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,184 11,918 SH   DFND 2 11,918 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 296 2,977 SH   DFND 3 2,977 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 16,420 165,271 SH   DFND 6 165,271 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 45,529 458,268 SH   DFND 8 0 0 458,268
DUN & BRADSTREET CORP DEL NE COM 26483E100 58,553 589,362 SH   DFND   589,362 0 0
DUNKIN BRANDS GROUP INC COM 265504100 812,752 16,196,728 SH   DFND 1,5 470,287 0 15,726,441
DUNKIN BRANDS GROUP INC COM 265504100 2,509 50,000 SH   DFND 8 0 0 50,000
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 107,137 4,451,058 SH   DFND 1,5 116,980 0 4,334,078
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 11,186 464,737 SH   DFND 6 464,737 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 5,438 225,904 SH   DFND 7 225,904 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 44,746 1,859,000 SH   DFND 8 0 0 1,859,000
DURECT CORP COM 266605104 305 229,600 SH   DFND 8 0 0 229,600
DXP ENTERPRISES INC NEW COM NEW 233377407 78,078 822,479 SH   DFND 1,5 0 0 822,479
DXP ENTERPRISES INC NEW COM NEW 233377407 38,283 403,281 SH   DFND 6 403,281 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 2,684 28,270 SH   DFND 7 28,270 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 23,490 247,450 SH   DFND   247,450 0 0
DYAX CORP COM 26746E103 29,326 3,265,700 SH   DFND 1,5 0 0 3,265,700
DYAX CORP COM 26746E103 80,788 8,996,443 SH   DFND 8 0 0 8,996,443
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 7,361 339,700 SH   DFND 8 0 0 339,700
DYNAVAX TECHNOLOGIES CORP COM 268158102 1,350 750,000 SH   DFND 1,5 0 0 750,000
DYNAVAX TECHNOLOGIES CORP COM 268158102 107 59,212 SH   DFND 8 0 0 59,212
DYNAVAX TECHNOLOGIES CORP COM 268158102 11,864 6,591,140 SH   DFND   6,591,140 0 0
DYNEGY INC NEW DEL COM 26817R108 5,247 210,400 SH   DFND 1,5 0 0 210,400
DYNEX CAP INC COM NEW 26817Q506 20,462 2,286,243 SH   DFND 1,5 0 0 2,286,243
E HOUSE CHINA HLDGS LTD ADR 26852W103 158 13,080 SH   DFND 8 0 0 13,080
E M C CORP MASS COM 268648102 1,110,419 40,511,463 SH   DFND 1,5 814,904 0 39,696,559
E M C CORP MASS COM 268648102 17,601 642,121 SH   DFND 2 642,121 0 0
E M C CORP MASS COM 268648102 7,447 271,677 SH   DFND 3 271,677 0 0
E M C CORP MASS COM 268648102 22,412 817,671 SH   DFND 6 628,171 0 189,500
E M C CORP MASS COM 268648102 27,562 1,005,540 SH   DFND 7 917,640 0 87,900
E M C CORP MASS COM 268648102 102,499 3,739,457 SH   DFND 8 0 0 3,739,457
E TRADE FINANCIAL CORP COM NEW 269246401 356,282 15,477,085 SH   DFND 1,5 77,800 0 15,399,285
E TRADE FINANCIAL CORP COM NEW 269246401 2,104 91,381 SH   DFND 2 91,381 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 36,901 1,603,000 SH   DFND 6 1,603,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 11,418 496,000 SH   DFND 7 496,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 45,591 1,980,500 SH   DFND 8 0 0 1,980,500
E TRADE FINANCIAL CORP COM NEW 269246401 1,292 56,110 SH   DFND   56,110 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 7,180 500,000 SH   DFND 1,5 0 0 500,000
E2OPEN INC COM 29788A104 67,650 2,870,164 SH   DFND 1,5 0 0 2,870,164
E2OPEN INC COM 29788A104 29,297 1,242,991 SH   DFND 8 0 0 1,242,991
EAGLE BANCORP INC MD COM 268948106 19,855 550,000 SH   DFND 1,5 13,400 0 536,600
EAGLE MATERIALS INC COM 26969P108 235,351 2,654,529 SH   DFND 1,5 8,100 0 2,646,429
EAGLE MATERIALS INC COM 26969P108 11,882 134,020 SH   DFND 6 134,020 0 0
EAGLE MATERIALS INC COM 26969P108 5,523 62,294 SH   DFND 7 62,294 0 0
EAGLE MATERIALS INC COM 26969P108 49,680 560,343 SH   DFND 8 0 0 560,343
EAGLE MATERIALS INC COM 26969P108 800 9,022 SH   DFND   9,022 0 0
EARTHLINK HLDGS CORP COM 27033X101 7,271 2,014,029 SH   DFND 1,5 0 0 2,014,029
EARTHLINK HLDGS CORP COM 27033X101 766 212,100 SH   DFND 8 0 0 212,100
EAST WEST BANCORP INC COM 27579R104 259,949 7,121,897 SH   DFND 1,5 77,400 0 7,044,497
EAST WEST BANCORP INC COM 27579R104 34,577 947,320 SH   DFND 6 947,320 0 0
EAST WEST BANCORP INC COM 27579R104 9,175 251,380 SH   DFND 7 251,380 0 0
EAST WEST BANCORP INC COM 27579R104 1,218 33,362 SH   DFND   33,362 0 0
EASTGROUP PPTY INC COM 277276101 11,752 186,800 SH   DFND 1,5 0 0 186,800
EASTMAN CHEM CO COM 277432100 882,837 10,240,542 SH   DFND 1,5 106,500 0 10,134,042
EASTMAN CHEM CO COM 277432100 4,167 48,332 SH   DFND 2 48,332 0 0
EASTMAN CHEM CO COM 277432100 2,642 30,645 SH   DFND 3 30,645 0 0
EASTMAN CHEM CO COM 277432100 16,068 186,386 SH   DFND 6 108,686 0 77,700
EASTMAN CHEM CO COM 277432100 19,727 228,823 SH   DFND 7 192,923 0 35,900
EASTMAN CHEM CO COM 277432100 188,663 2,188,416 SH   DFND 8 0 0 2,188,416
EATON CORP PLC SHS G29183103 925,095 12,314,895 SH   DFND 1,5 139,700 0 12,175,195
EATON CORP PLC SHS G29183103 11,318 150,669 SH   DFND 2 150,669 0 0
EATON CORP PLC SHS G29183103 4,363 58,084 SH   DFND 3 58,084 0 0
EATON CORP PLC SHS G29183103 18,104 241,000 SH   DFND 6 228,000 0 13,000
EATON CORP PLC SHS G29183103 17,548 233,600 SH   DFND 7 197,100 0 36,500
EATON CORP PLC SHS G29183103 69,498 925,161 SH   DFND 8 0 0 925,161
EATON CORP PLC SHS G29183103 750 9,981 SH   DFND   9,981 0 0
EATON VANCE CORP COM NON VTG 278265103 6,469 169,520 SH   DFND 6 169,520 0 0
EATON VANCE CORP COM NON VTG 278265103 13,356 350,000 SH   DFND 8 0 0 350,000
EATON VANCE CORP COM NON VTG 278265103 15,304 401,044 SH   DFND   401,044 0 0
EBAY INC COM 278642103 841,608 15,235,480 SH   DFND 1,5 412,716 0 14,822,764
EBAY INC COM 278642103 20,404 369,362 SH   DFND 2 369,362 0 0
EBAY INC COM 278642103 7,274 131,673 SH   DFND 3 131,673 0 0
EBAY INC COM 278642103 77,176 1,397,100 SH   DFND 6 1,052,530 0 344,570
EBAY INC COM 278642103 138,518 2,507,567 SH   DFND 7 2,424,327 0 83,240
EBAY INC COM 278642103 69,166 1,252,100 SH   DFND 8 0 0 1,252,100
EBAY INC COM 278642103 7,481 135,433 SH   DFND   135,433 0 0
EBIX INC COM NEW 278715206 48,223 2,825,000 SH   DFND 1,5 61,100 0 2,763,900
ECOLAB INC COM 278865100 708,435 6,560,189 SH   DFND 1,5 127,699 0 6,432,490
ECOLAB INC COM 278865100 9,266 85,808 SH   DFND 2 85,808 0 0
ECOLAB INC COM 278865100 2,553 23,645 SH   DFND 3 23,645 0 0
ECOLAB INC COM 278865100 2,673 24,750 SH   DFND 7 24,750 0 0
ECOLAB INC COM 278865100 145,889 1,350,947 SH   DFND 8 0 0 1,350,947
ECOLAB INC COM 278865100 17,287 160,081 SH   DFND   160,081 0 0
ECOPETROL S A SPONSORED ADS 279158109 6,453 158,200 SH   DFND 1,5 0 0 158,200
EDISON INTL COM 281020107 518,766 9,163,854 SH   DFND 1,5 0 0 9,163,854
EDISON INTL COM 281020107 5,847 103,281 SH   DFND 2 103,281 0 0
EDISON INTL COM 281020107 1,396 24,668 SH   DFND 3 24,668 0 0
EDISON INTL COM 281020107 26,326 465,040 SH   DFND 6 344,450 0 120,590
EDISON INTL COM 281020107 43,947 776,309 SH   DFND 7 659,449 0 116,860
EDISON INTL COM 281020107 95,643 1,689,511 SH   DFND 8 0 0 1,689,511
EDUCATION RLTY TR INC COM 28140H104 5,228 529,690 SH   DFND 6 529,690 0 0
EDUCATION RLTY TR INC COM 28140H104 908 92,000 SH   DFND 7 92,000 0 0
EDUCATIONAL DEV CORP COM 281479105 1,404 386,892 SH   DFND 1,5 9,700 0 377,192
EDWARDS LIFESCIENCES CORP COM 28176E108 376,676 5,078,552 SH   DFND 1,5 94,322 0 4,984,230
EDWARDS LIFESCIENCES CORP COM 28176E108 2,521 33,995 SH   DFND 2 33,995 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 945 12,740 SH   DFND 3 12,740 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,999 40,428 SH   DFND 6 40,428 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 185,590 2,502,218 SH   DFND 8 0 0 2,502,218
EGAIN CORP COM NEW 28225C806 889 125,850 SH   DFND 1,5 0 0 125,850
EGAIN CORP COM NEW 28225C806 2,104 297,950 SH   DFND 8 0 0 297,950
EGALET CORP COM 28226B104 11,192 800,000 SH   DFND 8 0 0 800,000
EINSTEIN NOAH REST GROUP INC COM 28257U104 13,056 793,225 SH   DFND 6 793,225 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 955 58,020 SH   DFND 7 58,020 0 0
EL PASO ELEC CO COM NEW 283677854 26,279 735,500 SH   DFND 1,5 0 0 735,500
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 10,946 360,200 SH   DFND 1,5 0 0 360,200
ELDORADO GOLD CORP NEW COM 284902103 5,081 913,350 SH   DFND 1,5 0 0 913,350
ELDORADO GOLD CORP NEW COM 284902103 1,590 285,861 SH   DFND 6 1,326 0 284,535
ELDORADO GOLD CORP NEW COM 284902103 24,653 4,431,480 SH   DFND 7 4,431,480 0 0
ELDORADO GOLD CORP NEW COM 284902103 48,925 8,794,608 SH   DFND 8 0 0 8,794,608
ELDORADO GOLD CORP NEW COM 284902103 104,934 18,862,550 SH   DFND   18,862,550 0 0
ELECTRONIC ARTS INC COM 285512109 1,047,866 36,120,842 SH   DFND 1,5 218,700 0 35,902,142
ELECTRONIC ARTS INC COM 285512109 2,831 97,601 SH   DFND 2 97,601 0 0
ELECTRONIC ARTS INC COM 285512109 334 11,508 SH   DFND 3 11,508 0 0
ELECTRONIC ARTS INC COM 285512109 5,094 175,606 SH   DFND 6 175,606 0 0
ELECTRONIC ARTS INC COM 285512109 76,554 2,638,900 SH   DFND 8 0 0 2,638,900
ELECTRONICS FOR IMAGING INC COM 286082102 84,372 1,948,084 SH   DFND 1,5 0 0 1,948,084
ELECTRONICS FOR IMAGING INC COM 286082102 25,358 585,500 SH   DFND 6 585,500 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 7,868 181,660 SH   DFND 7 181,660 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 39,590 914,115 SH   DFND 8 0 0 914,115
ELECTRONICS FOR IMAGING INC COM 286082102 686 15,840 SH   DFND   15,840 0 0
ELEVEN BIOTHERAPEUTICS INC COM 286221106 10,030 618,015 SH   DFND 1,5 51,300 0 566,715
ELEVEN BIOTHERAPEUTICS INC COM 286221106 16,176 996,700 SH   DFND 8 0 0 996,700
ELIZABETH ARDEN INC COM 28660G106 8,339 282,595 SH   DFND 1,5 0 0 282,595
ELIZABETH ARDEN INC COM 28660G106 6,256 211,990 SH   DFND 6 211,990 0 0
ELIZABETH ARDEN INC COM 28660G106 1,091 36,980 SH   DFND 7 36,980 0 0
ELLINGTON FINANCIAL LLC COM 288522303 12,646 530,900 SH   DFND 1,5 0 0 530,900
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 4,399 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 7,298 411,839 SH   DFND 1,5 6,200 0 405,639
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 24,577 1,159,285 SH   DFND 1,5 353,350 0 805,935
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 4,176 197,000 SH   DFND 8 0 0 197,000
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 4,907 276,912 SH   DFND 8 0 0 276,912
EMBRAER S A SP ADR REP 4 COM 29082A107 9,962 280,700 SH   DFND 1,5 12,066 0 268,634
EMBRAER S A SP ADR REP 4 COM 29082A107 6,718 189,300 SH   DFND 8 0 0 189,300
EMCOR GROUP INC COM 29084Q100 111,215 2,376,905 SH   DFND 1,5 0 0 2,376,905
EMCOR GROUP INC COM 29084Q100 30,838 659,073 SH   DFND 6 605,673 0 53,400
EMCOR GROUP INC COM 29084Q100 6,021 128,690 SH   DFND 7 128,690 0 0
EMCOR GROUP INC COM 29084Q100 42,683 912,225 SH   DFND 8 0 0 912,225
EMCOR GROUP INC COM 29084Q100 7,584 162,086 SH   DFND   162,086 0 0
EMCORE CORP COM NEW 290846203 571 113,151 SH   DFND 1,5 0 0 113,151
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,004 79,321 SH   DFND 1,5 0 0 79,321
EMERGENT BIOSOLUTIONS INC COM 29089Q105 13,167 521,041 SH   DFND 8 0 0 521,041
EMERITUS CORP COM 291005106 64,621 2,055,389 SH   DFND 1,5 0 0 2,055,389
EMERITUS CORP COM 291005106 49,421 1,571,900 SH   DFND 8 0 0 1,571,900
EMERSON ELEC CO COM 291011104 252,699 3,782,921 SH   DFND 1,5 180,300 0 3,602,621
EMERSON ELEC CO COM 291011104 14,886 222,845 SH   DFND 2 222,845 0 0
EMERSON ELEC CO COM 291011104 5,589 83,666 SH   DFND 3 83,666 0 0
EMERSON ELEC CO COM 291011104 19,085 285,700 SH   DFND 6 155,270 0 130,430
EMERSON ELEC CO COM 291011104 233 3,490 SH   DFND 7 3,490 0 0
EMERSON ELEC CO COM 291011104 56,008 838,436 SH   DFND 8 0 0 838,436
EMPIRE ST RLTY TR INC CL A 292104106 19,643 1,300,000 SH   DFND 1,5 0 0 1,300,000
EMPLOYERS HOLDINGS INC COM 292218104 4,451 220,000 SH   DFND 1,5 0 0 220,000
EMPLOYERS HOLDINGS INC COM 292218104 9,009 445,322 SH   DFND 6 412,422 0 32,900
EMPLOYERS HOLDINGS INC COM 292218104 1,960 96,910 SH   DFND 7 96,910 0 0
EMPLOYERS HOLDINGS INC COM 292218104 625 30,900 SH   DFND   30,900 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 579 13,400 SH   DFND 8 0 0 13,400
EMULEX CORP COM NEW 292475209 86 11,600 SH   DFND 7 11,600 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 52,676 1,317,220 SH   DFND 1,5 0 0 1,317,220
ENANTA PHARMACEUTICALS INC COM 29251M106 46,008 1,150,488 SH   DFND 8 0 0 1,150,488
ENBRIDGE INC COM 29250N105 65,770 1,448,100 SH   DFND 1,5 0 0 1,448,100
ENBRIDGE INC COM 29250N105 18,111 398,769 SH   DFND 6 0 0 398,769
ENBRIDGE INC COM 29250N105 146,051 3,215,680 SH   DFND 7 3,214,000 0 1,680
ENBRIDGE INC COM 29250N105 17,681 389,300 SH   DFND 8 0 0 389,300
ENBRIDGE INC COM 29250N105 564,561 12,430,247 SH   DFND   11,135,247 0 1,295,000
ENCANA CORP COM 292505104 194,458 9,105,193 SH   DFND 1,5 4,683,793 0 4,421,400
ENCANA CORP COM 292505104 57,204 2,678,500 SH   DFND 8 0 0 2,678,500
ENCANA CORP COM 292505104 57,824 2,707,527 SH   DFND   2,707,527 0 0
ENCORE CAP GROUP INC COM 292554102 598 13,089 SH   DFND 1,5 0 0 13,089
ENCORE CAP GROUP INC COM 292554102 41,300 903,711 SH   DFND 6 903,711 0 0
ENCORE CAP GROUP INC COM 292554102 1,619 35,430 SH   DFND 7 35,430 0 0
ENCORE CAP GROUP INC COM 292554102 42,618 932,565 SH   DFND   932,565 0 0
ENDO INTL PLC SHS G30401106 172,253 2,509,145 SH   DFND 1,5 43,245 0 2,465,900
ENDO INTL PLC SHS G30401106 29,841 434,680 SH   DFND 6 422,320 0 12,360
ENDO INTL PLC SHS G30401106 11,679 170,120 SH   DFND 7 170,120 0 0
ENDO INTL PLC SHS G30401106 15,979 232,760 SH   DFND 8 0 0 232,760
ENDO INTL PLC SHS G30401106 781 11,370 SH   DFND   11,370 0 0
ENDOCYTE INC COM 29269A102 138,701 5,825,323 SH   DFND 1,5 467,600 0 5,357,723
ENDOCYTE INC COM 29269A102 281 11,800 SH   DFND 6 11,800 0 0
ENDOCYTE INC COM 29269A102 6,218 261,169 SH   DFND 8 0 0 261,169
ENDOLOGIX INC COM 29266S106 719 55,900 SH   DFND 1,5 0 0 55,900
ENDOLOGIX INC COM 29266S106 4,173 324,209 SH   DFND 8 0 0 324,209
ENDURANCE INTL GROUP HLDGS I COM 29272B105 36,671 2,818,661 SH   DFND 1,5 0 0 2,818,661
ENDURANCE INTL GROUP HLDGS I COM 29272B105 28,761 2,210,653 SH   DFND 8 0 0 2,210,653
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 212,758 3,952,400 SH   DFND 1,5 64,900 0 3,887,500
ENERGEN CORP COM 29265N108 251,564 3,113,034 SH   DFND 1,5 0 0 3,113,034
ENERGEN CORP COM 29265N108 37,070 458,728 SH   DFND 8 0 0 458,728
ENERGIZER HLDGS INC COM 29266R108 74,022 734,785 SH   DFND 1,5 80,993 0 653,792
ENERGIZER HLDGS INC COM 29266R108 16,378 162,580 SH   DFND 6 118,280 0 44,300
ENERGIZER HLDGS INC COM 29266R108 17,352 172,247 SH   DFND 7 151,747 0 20,500
ENERGIZER HLDGS INC COM 29266R108 522 5,181 SH   DFND   5,181 0 0
ENERGY FUELS INC COM NEW 292671708 196 18,772 SH   DFND   18,772 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 18,819 402,548 SH   DFND 1,5 0 0 402,548
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 71,728 1,534,286 SH   DFND 8 0 0 1,534,286
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 43,923 1,863,498 SH   DFND 1,5 0 0 1,863,498
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 3,434 145,700 SH   DFND 8 0 0 145,700
ENERSYS COM 29275Y102 391,025 5,643,305 SH   DFND 1,5 7,300 0 5,636,005
ENERSYS COM 29275Y102 15,070 217,488 SH   DFND 6 217,488 0 0
ENERSYS COM 29275Y102 2,967 42,818 SH   DFND 7 42,818 0 0
ENGILITY HLDGS INC COM 29285W104 67,911 1,507,455 SH   DFND 1,5 180,033 0 1,327,422
ENGILITY HLDGS INC COM 29285W104 13,582 301,484 SH   DFND 6 301,484 0 0
ENI S P A SPONSORED ADR 26874R108 4,525 90,200 SH   DFND 1,5 0 0 90,200
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 652 19,202 SH   DFND 1,5 0 0 19,202
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,907 56,198 SH   DFND 8 0 0 56,198
ENPHASE ENERGY INC COM 29355A107 3,634 493,800 SH   DFND 1,5 42,500 0 451,300
ENPRO INDS INC COM 29355X107 1,868 25,700 SH   DFND   25,700 0 0
ENSCO PLC SHS CLASS A G3157S106 379,296 7,186,351 SH   DFND 1,5 176,031 0 7,010,320
ENSCO PLC SHS CLASS A G3157S106 3,908 74,035 SH   DFND 2 74,035 0 0
ENSCO PLC SHS CLASS A G3157S106 565 10,706 SH   DFND 3 10,706 0 0
ENSCO PLC SHS CLASS A G3157S106 5,268 99,811 SH   DFND 6 99,811 0 0
ENSCO PLC SHS CLASS A G3157S106 1,525 28,900 SH   DFND 7 28,900 0 0
ENSCO PLC SHS CLASS A G3157S106 63,025 1,194,100 SH   DFND 8 0 0 1,194,100
ENSERVCO CORP COM 29358Y102 91 37,400 SH   DFND 1,5 0 0 37,400
ENSIGN GROUP INC COM 29358P101 83,942 1,923,500 SH   DFND 1,5 13,500 0 1,910,000
ENSIGN GROUP INC COM 29358P101 2,627 60,200 SH   DFND 8 0 0 60,200
ENSTAR GROUP LIMITED SHS G3075P101 28,203 206,900 SH   DFND 1,5 0 0 206,900
ENTEGRIS INC COM 29362U104 17,427 1,439,056 SH   DFND 1,5 0 0 1,439,056
ENTEGRIS INC COM 29362U104 676 55,800 SH   DFND 8 0 0 55,800
ENTERCOM COMMUNICATIONS CORP CL A 293639100 766 76,053 SH   DFND 8 0 0 76,053
ENTERGY CORP NEW COM 29364G103 3,784 56,604 SH   DFND 2 56,604 0 0
ENTERGY CORP NEW COM 29364G103 1,695 25,356 SH   DFND 3 25,356 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 10,820 156,000 SH   DFND 1,5 0 0 156,000
ENTERPRISE PRODS PARTNERS L COM 293792107 229 3,301 SH   DFND 3 3,301 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 9,922 1,480,846 SH   DFND 1,5 0 0 1,480,846
ENTROPIC COMMUNICATIONS INC COM 29384R105 2,704 661,113 SH   DFND 1,5 0 0 661,113
ENVESTNET INC COM 29404K106 43,964 1,120,400 SH   DFND   1,120,400 0 0
ENZON PHARMACEUTICALS INC COM 293904108 821 797,311 SH   DFND 1,5 0 0 797,311
EOG RES INC COM 26875P101 5,885,663 30,002,872 SH   DFND 1,5 681,792 0 29,321,080
EOG RES INC COM 26875P101 33,968 173,156 SH   DFND 2 173,156 0 0
EOG RES INC COM 26875P101 7,681 39,153 SH   DFND 3 39,153 0 0
EOG RES INC COM 26875P101 9,295 47,382 SH   DFND 6 47,382 0 0
EOG RES INC COM 26875P101 20,056 102,240 SH   DFND 7 102,240 0 0
EOG RES INC COM 26875P101 667,971 3,405,062 SH   DFND 8 0 0 3,405,062
EOG RES INC COM 26875P101 225,060 1,147,272 SH   DFND   1,147,272 0 0
EP ENERGY CORP CL A 268785102 47,954 2,450,400 SH   DFND 1,5 41,300 0 2,409,100
EPAM SYS INC COM 29414B104 86,215 2,620,528 SH   DFND 1,5 300 0 2,620,228
EPAM SYS INC COM 29414B104 3,104 94,350 SH   DFND 6 94,350 0 0
EPAM SYS INC COM 29414B104 32,698 993,866 SH   DFND 8 0 0 993,866
EPIZYME INC COM 29428V104 85,390 3,750,109 SH   DFND 8 0 0 3,750,109
EPR PPTYS COM SH BEN INT 26884U109 46,028 862,100 SH   DFND 1,5 0 0 862,100
EQT CORP COM 26884L109 224,069 2,310,707 SH   DFND 1,5 52,666 0 2,258,041
EQT CORP COM 26884L109 4,638 47,833 SH   DFND 2 47,833 0 0
EQT CORP COM 26884L109 489 5,040 SH   DFND 3 5,040 0 0
EQT CORP COM 26884L109 22,787 234,994 SH   DFND 6 217,314 0 17,680
EQT CORP COM 26884L109 30,829 317,920 SH   DFND 7 268,310 0 49,610
EQT CORP COM 26884L109 93,844 967,763 SH   DFND 8 0 0 967,763
EQUIFAX INC COM 294429105 20,780 305,450 SH   DFND 1,5 150 0 305,300
EQUIFAX INC COM 294429105 2,632 38,687 SH   DFND 2 38,687 0 0
EQUIFAX INC COM 294429105 21,495 315,970 SH   DFND   315,970 0 0
EQUINIX INC COM NEW 29444U502 31,682 171,400 SH   DFND 1,5 0 0 171,400
EQUINIX INC COM NEW 29444U502 9,809 53,070 SH   DFND 8 0 0 53,070
EQUITY LIFESTYLE PPTYS INC COM 29472R108 405,009 9,963,315 SH   DFND 1,5 64,127 0 9,899,188
EQUITY LIFESTYLE PPTYS INC COM 29472R108 20,503 504,380 SH   DFND 6 504,380 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 8,760 215,489 SH   DFND 7 215,489 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 46,082 1,133,622 SH   DFND 8 0 0 1,133,622
EQUITY ONE COM 294752100 49,552 2,218,093 SH   DFND 1,5 108,017 0 2,110,076
EQUITY ONE COM 294752100 20,594 921,838 SH   DFND 6 921,838 0 0
EQUITY ONE COM 294752100 9,871 441,870 SH   DFND 7 441,870 0 0
EQUITY ONE COM 294752100 22,909 1,025,453 SH   DFND 8 0 0 1,025,453
EQUITY RESIDENTIAL SH BEN INT 29476L107 415,508 7,165,159 SH   DFND 1,5 148,380 0 7,016,779
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,173 106,449 SH   DFND 2 106,449 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,340 23,114 SH   DFND 3 23,114 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 19,344 333,572 SH   DFND 6 333,572 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,835 152,354 SH   DFND 7 152,354 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 197,518 3,406,071 SH   DFND 8 0 0 3,406,071
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,089 191,220 SH   DFND   191,220 0 0
ERA GROUP INC COM 26885G109 456 15,550 SH   DFND 1,5 0 0 15,550
ERICSSON ADR B SEK 10 294821608 9,316 698,900 SH   DFND 1,5 0 0 698,900
ERICSSON ADR B SEK 10 294821608 15,194 1,139,800 SH   DFND 8 0 0 1,139,800
ESPERION THERAPEUTICS INC NE COM 29664W105 1,347 89,100 SH   DFND 8 0 0 89,100
ESSENT GROUP LTD COM G3198U102 18,363 817,600 SH   DFND 6 817,600 0 0
ESSENT GROUP LTD COM G3198U102 6,682 297,500 SH   DFND 7 297,500 0 0
ESSENT GROUP LTD COM G3198U102 822 36,600 SH   DFND   36,600 0 0
ESSEX PPTY TR INC COM 297178105 343,608 2,020,631 SH   DFND 1,5 42,036 0 1,978,595
ESSEX PPTY TR INC COM 297178105 54,517 320,595 SH   DFND 6 320,595 0 0
ESSEX PPTY TR INC COM 297178105 26,709 157,063 SH   DFND 7 157,063 0 0
ESSEX PPTY TR INC COM 297178105 136,634 803,492 SH   DFND 8 0 0 803,492
ESSEX PPTY TR INC COM 297178105 505 2,970 SH   DFND   2,970 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 208,463 1,956,667 SH   DFND 1,5 24,310 0 1,932,357
ESTERLINE TECHNOLOGIES CORP COM 297425100 29,142 273,534 SH   DFND 8 0 0 273,534
EURONET WORLDWIDE INC COM 298736109 26,110 627,801 SH   DFND 1,5 0 0 627,801
EURONET WORLDWIDE INC COM 298736109 12,558 301,936 SH   DFND 8 0 0 301,936
EV ENERGY PARTNERS LP COM UNITS 26926V107 111,692 3,335,100 SH   DFND 1,5 0 0 3,335,100
EVERBANK FINL CORP COM 29977G102 38,552 1,954,000 SH   DFND 1,5 0 0 1,954,000
EVERBANK FINL CORP COM 29977G102 35,759 1,812,412 SH   DFND 6 1,812,412 0 0
EVERBANK FINL CORP COM 29977G102 9,923 502,940 SH   DFND 7 458,900 0 44,040
EVERBANK FINL CORP COM 29977G102 2,133 108,100 SH   DFND 8 0 0 108,100
EVERBANK FINL CORP COM 29977G102 884 44,800 SH   DFND   44,800 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 129,708 2,347,660 SH   DFND 1,5 88,500 0 2,259,160
EVERCORE PARTNERS INC CLASS A 29977A105 19,741 357,300 SH   DFND 8 0 0 357,300
EVEREST RE GROUP LTD COM G3223R108 74,792 488,680 SH   DFND 1,5 0 0 488,680
EVEREST RE GROUP LTD COM G3223R108 7,255 47,400 SH   DFND 6 18,300 0 29,100
EVEREST RE GROUP LTD COM G3223R108 12,900 84,287 SH   DFND 7 70,687 0 13,600
EVEREST RE GROUP LTD COM G3223R108 21,508 140,530 SH   DFND 8 0 0 140,530
EVERTEC INC COM 30040P103 63,360 2,565,198 SH   DFND 1,5 28,426 0 2,536,772
EVERTEC INC COM 30040P103 26,917 1,089,754 SH   DFND 6 1,089,754 0 0
EVERTEC INC COM 30040P103 1,270 51,400 SH   DFND 7 51,400 0 0
EVERTEC INC COM 30040P103 35,209 1,425,472 SH   DFND 8 0 0 1,425,472
EVOLUTION PETROLEUM CORP COM 30049A107 1,086 85,332 SH   DFND 1,5 0 0 85,332
EVOLUTION PETROLEUM CORP COM 30049A107 4,186 328,868 SH   DFND 8 0 0 328,868
EVOLVING SYS INC COM NEW 30049R209 1,802 200,000 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 22,537 1,590,461 SH   DFND 8 0 0 1,590,461
EXACTECH INC COM 30064E109 1,128 50,000 SH   DFND 1,5 1,200 0 48,800
EXACTECH INC COM 30064E109 19,402 860,000 SH   DFND 8 0 0 860,000
EXCEL TR INC COM 30068C109 52,486 4,139,313 SH   DFND 1,5 65,514 0 4,073,799
EXCEL TR INC COM 30068C109 1,796 141,644 SH   DFND 6 141,644 0 0
EXCEL TR INC COM 30068C109 1,111 87,627 SH   DFND 7 87,627 0 0
EXCEL TR INC COM 30068C109 8,271 652,287 SH   DFND 8 0 0 652,287
EXELIS INC COM 30162A108 10,226 537,921 SH   DFND 1,5 0 0 537,921
EXELIS INC COM 30162A108 35,024 1,842,415 SH   DFND 8 0 0 1,842,415
EXELIXIS INC COM 30161Q104 95,233 26,901,850 SH   DFND 1,5 1,662,100 0 25,239,750
EXELIXIS INC COM 30161Q104 626 176,763 SH   DFND 6 176,763 0 0
EXELIXIS INC COM 30161Q104 7,482 2,113,532 SH   DFND 8 0 0 2,113,532
EXELON CORP COM 30161N101 80,675 2,403,900 SH   DFND 1,5 25,000 0 2,378,900
EXELON CORP COM 30161N101 9,122 271,800 SH   DFND 2 271,800 0 0
EXELON CORP COM 30161N101 3,004 89,507 SH   DFND 3 89,507 0 0
EXELON CORP COM 30161N101 40,433 1,204,800 SH   DFND 8 0 0 1,204,800
EXFO INC SUB VTG SHS 302046107 2,474 500,000 SH   DFND   500,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 56,498 1,827,824 SH   DFND 1,5 8,000 0 1,819,824
EXLSERVICE HOLDINGS INC COM 302081104 36,028 1,165,581 SH   DFND 6 1,165,581 0 0
EXLSERVICE HOLDINGS INC COM 302081104 4,151 134,300 SH   DFND 7 134,300 0 0
EXLSERVICE HOLDINGS INC COM 302081104 47,332 1,531,282 SH   DFND 8 0 0 1,531,282
EXLSERVICE HOLDINGS INC COM 302081104 611 19,760 SH   DFND   19,760 0 0
EXPEDIA INC DEL COM NEW 30212P303 37,899 522,743 SH   DFND 1,5 0 0 522,743
EXPEDIA INC DEL COM NEW 30212P303 2,350 32,420 SH   DFND 2 32,420 0 0
EXPEDIA INC DEL COM NEW 30212P303 358 4,936 SH   DFND 3 4,936 0 0
EXPEDIA INC DEL COM NEW 30212P303 13,285 183,247 SH   DFND 6 130,987 0 52,260
EXPEDIA INC DEL COM NEW 30212P303 25,915 357,455 SH   DFND 7 357,455 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,576 21,740 SH   DFND   21,740 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,963 100,000 SH   DFND 1,5 0 0 100,000
EXPEDITORS INTL WASH INC COM 302130109 2,546 64,239 SH   DFND 2 64,239 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,211 30,554 SH   DFND 3 30,554 0 0
EXPEDITORS INTL WASH INC COM 302130109 16,752 422,707 SH   DFND 8 0 0 422,707
EXPRESS INC COM 30219E103 40,068 2,523,188 SH   DFND 1,5 25,300 0 2,497,888
EXPRESS INC COM 30219E103 1,520 95,706 SH   DFND 6 95,706 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 459,142 6,114,554 SH   DFND 1,5 180,000 0 5,934,554
EXPRESS SCRIPTS HLDG CO COM 30219G108 18,472 246,000 SH   DFND 2 246,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,304 110,589 SH   DFND 3 110,589 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 104,366 1,389,876 SH   DFND 6 941,999 0 447,877
EXPRESS SCRIPTS HLDG CO COM 30219G108 187,975 2,503,330 SH   DFND 7 2,357,310 0 146,020
EXPRESS SCRIPTS HLDG CO COM 30219G108 111,505 1,484,950 SH   DFND 8 0 0 1,484,950
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,424 152,144 SH   DFND   152,144 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 202,143 8,877,600 SH   DFND 1,5 0 0 8,877,600
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,832 212,200 SH   DFND 8 0 0 212,200
EXTERRAN HLDGS INC COM 30225X103 1,777 40,500 SH   DFND 8 0 0 40,500
EXTRA SPACE STORAGE INC COM 30225T102 113,975 2,349,514 SH   DFND 1,5 0 0 2,349,514
EXTRA SPACE STORAGE INC COM 30225T102 57,130 1,177,700 SH   DFND 8 0 0 1,177,700
EXXON MOBIL CORP COM 30231G102 2,858,199 29,260,840 SH   DFND 1,5 636,740 0 28,624,100
EXXON MOBIL CORP COM 30231G102 133,804 1,369,823 SH   DFND 2 1,369,823 0 0
EXXON MOBIL CORP COM 30231G102 40,089 410,410 SH   DFND 3 410,410 0 0
EXXON MOBIL CORP COM 30231G102 72,188 739,022 SH   DFND 6 451,162 0 287,860
EXXON MOBIL CORP COM 30231G102 71,903 736,105 SH   DFND 7 620,005 0 116,100
EXXON MOBIL CORP COM 30231G102 465,915 4,769,814 SH   DFND 8 0 0 4,769,814
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 5,090 200,778 SH   DFND 1,5 0 0 200,778
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 20,389 801,472 SH   DFND 6 664,978 0 136,494
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 4,842 189,838 SH   DFND 7 189,838 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 2,707 106,800 SH   DFND   106,800 0 0
EZCORP INC CL A NON VTG 302301106 78,296 7,256,335 SH   DFND 1,5 11,800 0 7,244,535
EZCORP INC CL A NON VTG 302301106 8,890 823,921 SH   DFND 6 823,921 0 0
EZCORP INC CL A NON VTG 302301106 816 75,600 SH   DFND 8 0 0 75,600
F M C CORP COM NEW 302491303 697,969 9,116,630 SH   DFND 1,5 92,700 0 9,023,930
F M C CORP COM NEW 302491303 3,225 42,125 SH   DFND 2 42,125 0 0
F M C CORP COM NEW 302491303 542 7,080 SH   DFND 3 7,080 0 0
F M C CORP COM NEW 302491303 537 7,012 SH   DFND 6 7,012 0 0
F M C CORP COM NEW 302491303 168,033 2,194,790 SH   DFND 8 0 0 2,194,790
F5 NETWORKS INC COM 315616102 409,615 3,841,462 SH   DFND 1,5 41,504 0 3,799,958
F5 NETWORKS INC COM 315616102 2,550 23,915 SH   DFND 2 23,915 0 0
F5 NETWORKS INC COM 315616102 379 3,552 SH   DFND 3 3,552 0 0
F5 NETWORKS INC COM 315616102 3,098 29,054 SH   DFND 6 29,054 0 0
F5 NETWORKS INC COM 315616102 63,739 597,757 SH   DFND 8 0 0 597,757
FABRINET SHS G3323L100 26,429 1,272,459 SH   DFND 1,5 2,500 0 1,269,959
FACEBOOK INC CL A 30303M102 8,037,161 133,419,002 SH   DFND 1,5 2,972,260 0 130,446,742
FACEBOOK INC CL A 30303M102 32,622 541,536 SH   DFND 2 541,536 0 0
FACEBOOK INC CL A 30303M102 9,853 163,565 SH   DFND 3 163,565 0 0
FACEBOOK INC CL A 30303M102 62,409 1,036,007 SH   DFND 6 849,947 0 186,060
FACEBOOK INC CL A 30303M102 50,524 838,713 SH   DFND 7 660,523 0 178,190
FACEBOOK INC CL A 30303M102 435,606 7,231,174 SH   DFND 8 0 0 7,231,174
FACTSET RESH SYS INC COM 303075105 549 5,091 SH   DFND 3 5,091 0 0
FACTSET RESH SYS INC COM 303075105 7,008 65,000 SH   DFND 8 0 0 65,000
FAIR ISAAC CORP COM 303250104 24,396 441,000 SH   DFND   441,000 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 50,506 3,662,493 SH   DFND 1,5 0 0 3,662,493
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,633 120,065 SH   DFND 1,5 0 0 120,065
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 13,972 1,027,324 SH   DFND 6 1,027,324 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,043 76,721 SH   DFND 7 76,721 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 5,885 432,711 SH   DFND 8 0 0 432,711
FAMILY DLR STORES INC COM 307000109 1,757 30,293 SH   DFND 2 30,293 0 0
FAMILY DLR STORES INC COM 307000109 281 4,851 SH   DFND 3 4,851 0 0
FASTENAL CO COM 311900104 4,269 86,551 SH   DFND 2 86,551 0 0
FASTENAL CO COM 311900104 2,204 44,684 SH   DFND 3 44,684 0 0
FATE THERAPEUTICS INC COM 31189P102 14,872 1,526,887 SH   DFND 1,5 0 0 1,526,887
FATE THERAPEUTICS INC COM 31189P102 14,871 1,526,786 SH   DFND 8 0 0 1,526,786
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 61,995 540,406 SH   DFND 1,5 24,600 0 515,806
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 24,347 212,233 SH   DFND 6 212,233 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 12,557 109,459 SH   DFND 7 109,459 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 28,944 252,302 SH   DFND 8 0 0 252,302
FEDERAL SIGNAL CORP COM 313855108 9,064 608,309 SH   DFND 1,5 0 0 608,309
FEDERATED INVS INC PA CL B 314211103 302,186 9,894,763 SH   DFND 1,5 15,700 0 9,879,063
FEDEX CORP COM 31428X106 966,309 7,289,596 SH   DFND 1,5 66,179 0 7,223,417
FEDEX CORP COM 31428X106 11,672 88,054 SH   DFND 2 88,054 0 0
FEDEX CORP COM 31428X106 4,136 31,197 SH   DFND 3 31,197 0 0
FEDEX CORP COM 31428X106 59,134 446,090 SH   DFND 6 342,220 0 103,870
FEDEX CORP COM 31428X106 98,318 741,684 SH   DFND 7 714,304 0 27,380
FEDEX CORP COM 31428X106 132,835 1,002,072 SH   DFND 8 0 0 1,002,072
FEDEX CORP COM 31428X106 4,114 31,032 SH   DFND   31,032 0 0
FEI CO COM 30241L109 731 7,100 SH   DFND 1,5 0 0 7,100
FEI CO COM 30241L109 1,236 12,000 SH   DFND 8 0 0 12,000
FELCOR LODGING TR INC COM 31430F101 33,066 3,657,760 SH   DFND 1,5 190,839 0 3,466,921
FELCOR LODGING TR INC COM 31430F101 14,936 1,652,186 SH   DFND 6 1,652,186 0 0
FELCOR LODGING TR INC COM 31430F101 7,562 836,547 SH   DFND 7 836,547 0 0
FELCOR LODGING TR INC COM 31430F101 15,453 1,709,371 SH   DFND 8 0 0 1,709,371
FERRO CORP COM 315405100 119,095 8,718,502 SH   DFND 1,5 1,500 0 8,717,002
FERRO CORP COM 315405100 16,634 1,217,700 SH   DFND 6 1,217,700 0 0
FERRO CORP COM 315405100 1,822 133,370 SH   DFND 7 133,370 0 0
FERRO CORP COM 315405100 35,537 2,601,531 SH   DFND 8 0 0 2,601,531
FERRO CORP COM 315405100 1,007 73,700 SH   DFND   73,700 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 449 40,600 SH   DFND 1,5 0 0 40,600
FIBROCELL SCIENCE INC COM NEW 315721209 18,862 3,606,440 SH   DFND 8 0 0 3,606,440
FIDELITY & GTY LIFE COM 315785105 1,639 69,464 SH   DFND 6 69,464 0 0
FIDELITY & GTY LIFE COM 315785105 252 10,670 SH   DFND 7 10,670 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 435 2,642 SH   DFND 3 2,642 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 181,371 5,768,798 SH   DFND 1,5 76,286 0 5,692,512
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 81,152 51,320,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 23,368 743,264 SH   DFND 8 0 0 743,264
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 79 50,000 PRN   DFND   0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,304,248 24,401,263 SH   DFND 1,5 320,381 0 24,080,882
FIDELITY NATL INFORMATION SV COM 31620M106 4,925 92,141 SH   DFND 2 92,141 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 335 6,265 SH   DFND 3 6,265 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 43,965 822,540 SH   DFND 6 554,700 0 267,840
FIDELITY NATL INFORMATION SV COM 31620M106 71,539 1,338,422 SH   DFND 7 1,234,682 0 103,740
FIDELITY NATL INFORMATION SV COM 31620M106 162,133 3,033,363 SH   DFND 8 0 0 3,033,363
FIDELITY NATL INFORMATION SV COM 31620M106 3,228 60,395 SH   DFND   60,395 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 56,799 1,245,869 SH   DFND 1,5 0 0 1,245,869
FIESTA RESTAURANT GROUP INC COM 31660B101 13,931 305,582 SH   DFND 6 305,582 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,436 31,493 SH   DFND 7 31,493 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 4,039 88,600 SH   DFND 8 0 0 88,600
FIESTA RESTAURANT GROUP INC COM 31660B101 1,826 40,050 SH   DFND   40,050 0 0
FIFTH THIRD BANCORP COM 316773100 58,043 2,529,115 SH   DFND 1,5 1,100 0 2,528,015
FIFTH THIRD BANCORP COM 316773100 6,194 269,909 SH   DFND 2 269,909 0 0
FIFTH THIRD BANCORP COM 316773100 2,914 126,954 SH   DFND 3 126,954 0 0
FIFTH THIRD BANCORP COM 316773100 17,696 771,046 SH   DFND 8 0 0 771,046
FINISAR CORP COM NEW 31787A507 39,243 1,480,300 SH   DFND 1,5 0 0 1,480,300
FIREEYE INC COM 31816Q101 94,446 1,533,959 SH   DFND 1,5 49,050 0 1,484,909
FIRST AMERN FINL CORP COM 31847R102 41,455 1,561,400 SH   DFND 1,5 0 0 1,561,400
FIRST AMERN FINL CORP COM 31847R102 1,795 67,600 SH   DFND 8 0 0 67,600
FIRST BANCORP P R COM NEW 318672706 51,291 9,428,572 SH   DFND 1,5 48,800 0 9,379,772
FIRST CASH FINL SVCS INC COM 31942D107 5,510 109,200 SH   DFND 1,5 4,734 0 104,466
FIRST CASH FINL SVCS INC COM 31942D107 16,565 328,277 SH   DFND 6 328,277 0 0
FIRST CASH FINL SVCS INC COM 31942D107 2,790 55,300 SH   DFND 8 0 0 55,300
FIRST CTZNS BANCSHARES INC N CL A 31946M103 211,512 878,555 SH   DFND 1,5 0 0 878,555
FIRST CTZNS BANCSHARES INC N CL A 31946M103 9,437 39,200 SH   DFND 8 0 0 39,200
FIRST FINL BANKSHARES COM 32020R109 12,074 195,400 SH   DFND 1,5 0 0 195,400
FIRST FINL HLDGS INC NEW COM 32023E105 6,951 111,000 SH   DFND 6 111,000 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 1,207 19,280 SH   DFND 7 19,280 0 0
FIRST HORIZON NATL CORP COM 320517105 508 41,138 SH   DFND 1,5 0 0 41,138
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 60,209 3,116,400 SH   DFND 1,5 0 0 3,116,400
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,837 95,100 SH   DFND 8 0 0 95,100
FIRST NIAGARA FINL GP INC COM 33582V108 24,240 2,565,067 SH   DFND 1,5 0 0 2,565,067
FIRST POTOMAC RLTY TR COM 33610F109 101,763 7,876,384 SH   DFND 1,5 197,420 0 7,678,964
FIRST POTOMAC RLTY TR COM 33610F109 838 64,858 SH   DFND 6 64,858 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 102,775 1,903,592 SH   DFND 1,5 106,092 0 1,797,500
FIRST REP BK SAN FRANCISCO C COM 33616C100 27,038 500,800 SH   DFND 8 0 0 500,800
FIRST SOLAR INC COM 336433107 521,654 7,474,620 SH   DFND 1,5 488,198 0 6,986,422
FIRST SOLAR INC COM 336433107 1,563 22,397 SH   DFND 2 22,397 0 0
FIRST SOLAR INC COM 336433107 3,216 46,080 SH   DFND 6 46,080 0 0
FIRST SOLAR INC COM 336433107 824 11,800 SH   DFND 8 0 0 11,800
FIRST W VA BANCORP INC COM 337493100 693 35,700 SH   DFND 1,5 700 0 35,000
FIRSTENERGY CORP COM 337932107 144,334 4,241,386 SH   DFND 1,5 119,410 0 4,121,976
FIRSTENERGY CORP COM 337932107 4,517 132,738 SH   DFND 2 132,738 0 0
FIRSTENERGY CORP COM 337932107 1,849 54,329 SH   DFND 3 54,329 0 0
FIRSTENERGY CORP COM 337932107 1,304 38,333 SH   DFND 6 38,333 0 0
FIRSTMERIT CORP COM 337915102 135,145 6,488,001 SH   DFND 1,5 185,126 0 6,302,875
FIRSTMERIT CORP COM 337915102 57,723 2,771,142 SH   DFND 6 2,690,542 0 80,600
FIRSTMERIT CORP COM 337915102 13,524 649,240 SH   DFND 7 615,220 0 34,020
FIRSTMERIT CORP COM 337915102 6,182 296,794 SH   DFND   296,794 0 0
FIRSTSERVICE CORP SUB VTG SH 33761N109 275 5,800 SH   DFND 1,5 0 0 5,800
FIRSTSERVICE CORP SUB VTG SH 33761N109 7,907 166,500 SH   DFND   166,500 0 0
FISERV INC COM 337738108 519,474 9,163,417 SH   DFND 1,5 120,376 0 9,043,041
FISERV INC COM 337738108 4,573 80,672 SH   DFND 2 80,672 0 0
FISERV INC COM 337738108 1,540 27,172 SH   DFND 3 27,172 0 0
FISERV INC COM 337738108 8,373 147,700 SH   DFND 6 45,600 0 102,100
FISERV INC COM 337738108 11,293 199,200 SH   DFND 7 151,400 0 47,800
FISERV INC COM 337738108 59,599 1,051,309 SH   DFND 8 0 0 1,051,309
FIVE BELOW INC COM 33829M101 195,706 4,607,019 SH   DFND 1,5 283,595 0 4,323,424
FIVE BELOW INC COM 33829M101 585 13,765 SH   DFND 6 13,765 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 773 34,800 SH   DFND 8 0 0 34,800
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 4,959 370,061 SH   DFND 1,5 0 0 370,061
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 312 23,300 SH   DFND 6 23,300 0 0
FLAMEL TECHNOLOGIES SA SPONSORED ADR 338488109 1,340 100,000 SH   DFND 8 0 0 100,000
FLANIGANS ENTERPRISES INC COM 338517105 884 60,357 SH   DFND 1,5 1,500 0 58,857
FLEETCOR TECHNOLOGIES INC COM 339041105 250,068 2,172,616 SH   DFND 1,5 31,114 0 2,141,502
FLEETCOR TECHNOLOGIES INC COM 339041105 54,160 470,545 SH   DFND 8 0 0 470,545
FLEETMATICS GROUP PLC COM G35569105 94,462 2,823,986 SH   DFND 1,5 57,200 0 2,766,786
FLEETMATICS GROUP PLC COM G35569105 17,716 529,624 SH   DFND 8 0 0 529,624
FLEXION THERAPEUTICS INC COM 33938J106 2,806 170,606 SH   DFND   170,606 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 30,573 3,308,732 SH   DFND 1,5 0 0 3,308,732
FLEXTRONICS INTL LTD ORD Y2573F102 10,169 1,100,500 SH   DFND 6 1,100,500 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 4,689 507,500 SH   DFND 7 507,500 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 689 74,600 SH   DFND   74,600 0 0
FLIR SYS INC COM 302445101 25,200 700,000 SH   DFND 1,5 17,500 0 682,500
FLIR SYS INC COM 302445101 1,608 44,658 SH   DFND 2 44,658 0 0
FLIR SYS INC COM 302445101 403 11,201 SH   DFND 3 11,201 0 0
FLOTEK INDS INC DEL COM 343389102 35,534 1,275,923 SH   DFND 1,5 0 0 1,275,923
FLOWSERVE CORP COM 34354P105 3,417 43,615 SH   DFND 2 43,615 0 0
FLOWSERVE CORP COM 34354P105 593 7,567 SH   DFND 3 7,567 0 0
FLOWSERVE CORP COM 34354P105 8,890 113,480 SH   DFND 6 113,480 0 0
FLOWSERVE CORP COM 34354P105 8,067 102,980 SH   DFND 7 102,980 0 0
FLOWSERVE CORP COM 34354P105 9,822 125,377 SH   DFND   125,377 0 0
FLUIDIGM CORP DEL COM 34385P108 59,578 1,351,887 SH   DFND 1,5 0 0 1,351,887
FLUOR CORP NEW COM 343412102 111,370 1,432,774 SH   DFND 1,5 71,200 0 1,361,574
FLUOR CORP NEW COM 343412102 3,951 50,830 SH   DFND 2 50,830 0 0
FLUOR CORP NEW COM 343412102 767 9,865 SH   DFND 3 9,865 0 0
FMC TECHNOLOGIES INC COM 30249U101 331,783 6,345,047 SH   DFND 1,5 180,500 0 6,164,547
FMC TECHNOLOGIES INC COM 30249U101 3,912 74,815 SH   DFND 2 74,815 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,881 35,971 SH   DFND 3 35,971 0 0
FMC TECHNOLOGIES INC COM 30249U101 12,905 246,800 SH   DFND 6 227,490 0 19,310
FMC TECHNOLOGIES INC COM 30249U101 18,180 347,680 SH   DFND 7 293,490 0 54,190
FMC TECHNOLOGIES INC COM 30249U101 198,709 3,800,131 SH   DFND 8 0 0 3,800,131
FNB CORP PA COM 302520101 33,534 2,502,500 SH   DFND 1,5 0 0 2,502,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 153,013 1,641,063 SH   DFND 1,5 42,995 0 1,598,068
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,601 60,072 SH   DFND 8 0 0 60,072
FOOT LOCKER INC COM 344849104 401,755 8,551,612 SH   DFND 1,5 44,980 0 8,506,632
FOOT LOCKER INC COM 344849104 705 15,000 SH   DFND 6 15,000 0 0
FOOT LOCKER INC COM 344849104 24,230 515,752 SH   DFND 8 0 0 515,752
FORBES ENERGY SVCS LTD COM 345143101 1,315 332,915 SH   DFND 8 0 0 332,915
FORD MTR CO DEL COM PAR $0.01 345370860 292,641 18,759,063 SH   DFND 1,5 288,400 0 18,470,663
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 124,536 68,740,000 PRN   DFND 1,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 19,503 1,250,183 SH   DFND 2 1,250,183 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,030 386,557 SH   DFND 3 386,557 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 13,735 880,461 SH   DFND 8 0 0 880,461
FOREST CITY ENTERPRISES INC CL A 345550107 71,232 3,729,418 SH   DFND 1,5 67,640 0 3,661,778
FOREST CITY ENTERPRISES INC CL A 345550107 18,107 948,000 SH   DFND 6 948,000 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 6,625 346,851 SH   DFND 7 346,851 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 47,633 2,493,887 SH   DFND 8 0 0 2,493,887
FOREST LABS INC COM 345838106 166,392 1,803,312 SH   DFND 1,5 39,333 0 1,763,979
FOREST LABS INC COM 345838106 6,975 75,598 SH   DFND 2 75,598 0 0
FOREST LABS INC COM 345838106 1,429 15,488 SH   DFND 3 15,488 0 0
FOREST LABS INC COM 345838106 42,167 457,000 SH   DFND 8 0 0 457,000
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 15,612 14,480,000 PRN   DFND 1,5 0 0 0
FORRESTER RESH INC COM 346563109 369 10,300 SH   DFND 8 0 0 10,300
FORTINET INC COM 34959E109 42,232 1,917,002 SH   DFND 1,5 0 0 1,917,002
FORTINET INC COM 34959E109 1,379 62,598 SH   DFND 6 62,598 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 72,519 9,799,889 SH   DFND 1,5 0 0 9,799,889
FORTRESS INVESTMENT GROUP LL CL A 34958B106 3,473 469,300 SH   DFND 8 0 0 469,300
FORTUNE BRANDS HOME & SEC IN COM 34964C106 159,391 3,787,819 SH   DFND 1,5 66,784 0 3,721,035
FORTUNE BRANDS HOME & SEC IN COM 34964C106 10,217 242,800 SH   DFND 8 0 0 242,800
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 13,162 424,870 SH   DFND 1,5 9,800 0 415,070
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 50,798 1,639,701 SH   DFND 6 1,594,801 0 44,900
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 9,075 292,940 SH   DFND 7 292,940 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 7,522 242,789 SH   DFND 8 0 0 242,789
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 10,287 332,042 SH   DFND   332,042 0 0
FORWARD AIR CORP COM 349853101 1,815 39,366 SH   DFND 8 0 0 39,366
FOSSIL GROUP INC COM 34988V106 529,447 4,540,319 SH   DFND 1,5 104,733 0 4,435,586
FOSSIL GROUP INC COM 34988V106 1,777 15,238 SH   DFND 2 15,238 0 0
FOSSIL GROUP INC COM 34988V106 13,532 116,042 SH   DFND 8 0 0 116,042
FOSTER WHEELER AG COM H27178104 13,600 419,500 SH   DFND 1,5 9,900 0 409,600
FOUNDATION MEDICINE INC COM 350465100 28,390 877,059 SH   DFND 1,5 0 0 877,059
FOX CHASE BANCORP INC NEW COM 35137T108 577 34,254 SH   DFND 1,5 0 0 34,254
FRANCESCAS HLDGS CORP COM 351793104 49,531 2,730,488 SH   DFND 1,5 25,700 0 2,704,788
FRANCESCAS HLDGS CORP COM 351793104 24,536 1,352,567 SH   DFND 6 1,352,567 0 0
FRANCESCAS HLDGS CORP COM 351793104 3,969 218,790 SH   DFND 7 159,150 0 59,640
FRANCO NEVADA CORP COM 351858105 298,648 6,499,127 SH   DFND 1,5 128,003 0 6,371,124
FRANCO NEVADA CORP COM 351858105 37,872 824,160 SH   DFND 6 308,660 0 515,500
FRANCO NEVADA CORP COM 351858105 123,708 2,692,100 SH   DFND 7 2,640,400 0 51,700
FRANCO NEVADA CORP COM 351858105 78,051 1,698,534 SH   DFND 8 0 0 1,698,534
FRANCO NEVADA CORP COM 351858105 232,932 5,069,030 SH   DFND   3,504,630 0 1,564,400
FRANKLIN RES INC COM 354613101 50,658 935,000 SH   DFND 1,5 12,000 0 923,000
FRANKLIN RES INC COM 354613101 6,934 127,985 SH   DFND 2 127,985 0 0
FRANKLIN RES INC COM 354613101 3,304 60,985 SH   DFND 3 60,985 0 0
FRANKLIN RES INC COM 354613101 3,673 67,800 SH   DFND 7 67,800 0 0
FRANKLIN RES INC COM 354613101 63,179 1,166,100 SH   DFND 8 0 0 1,166,100
FRANKLIN STREET PPTYS CORP COM 35471R106 151,200 12,000,000 SH   DFND 1,5 0 0 12,000,000
FRANKS INTL N V COM N33462107 5,221 210,700 SH   DFND 8 0 0 210,700
FREEPORT-MCMORAN COPPER & GO COM 35671D857 324,998 9,827,570 SH   DFND 1,5 263,579 0 9,563,991
FREEPORT-MCMORAN COPPER & GO COM 35671D857 10,886 329,176 SH   DFND 2 329,176 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,365 71,530 SH   DFND 3 71,530 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 28,800 870,877 SH   DFND 6 609,697 0 261,180
FREEPORT-MCMORAN COPPER & GO COM 35671D857 64,391 1,947,117 SH   DFND 7 1,947,117 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 8,535 258,100 SH   DFND 8 0 0 258,100
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,642 110,117 SH   DFND   110,117 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 714,947 29,289,102 SH   DFND 1,5 244,900 0 29,044,202
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 2,973 121,808 SH   DFND 6 121,808 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 8,576 351,314 SH   DFND 8 0 0 351,314
FRESH DEL MONTE PRODUCE INC ORD G36738105 236,280 8,570,200 SH   DFND 1,5 797,200 0 7,773,000
FRESH MKT INC COM 35804H106 6,072 180,717 SH   DFND 1,5 0 0 180,717
FRESH MKT INC COM 35804H106 7,163 213,174 SH   DFND 8 0 0 213,174
FRONTIER COMMUNICATIONS CORP COM 35906A108 92,355 16,202,605 SH   DFND 1,5 0 0 16,202,605
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,806 316,854 SH   DFND 2 316,854 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 400 70,155 SH   DFND 3 70,155 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 8,017 1,406,497 SH   DFND 8 0 0 1,406,497
FTD COS INC COM 30281V108 531 16,704 SH   DFND 1,5 0 0 16,704
FTI CONSULTING INC COM 302941109 185,600 5,566,876 SH   DFND 1,5 8,500 0 5,558,376
FULLER H B CO COM 359694106 43,168 894,126 SH   DFND 1,5 0 0 894,126
FULLER H B CO COM 359694106 11,812 244,657 SH   DFND 8 0 0 244,657
FURMANITE CORPORATION COM 361086101 22,225 2,263,212 SH   DFND 6 2,263,212 0 0
FURMANITE CORPORATION COM 361086101 2,748 279,836 SH   DFND 7 246,156 0 33,680
FUSION-IO INC COM 36112J107 32,102 3,051,489 SH   DFND 1,5 224,500 0 2,826,989
FUSION-IO INC COM 36112J107 1,498 142,400 SH   DFND 8 0 0 142,400
FXCM INC COM CL A 302693106 35,771 2,421,900 SH   DFND 1,5 0 0 2,421,900
FXCM INC COM CL A 302693106 27,354 1,851,990 SH   DFND 6 1,851,990 0 0
FXCM INC COM CL A 302693106 1,397 94,550 SH   DFND 7 94,550 0 0
FXCM INC COM CL A 302693106 20,536 1,390,378 SH   DFND 8 0 0 1,390,378
G & K SVCS INC CL A 361268105 28,251 461,850 SH   DFND 1,5 0 0 461,850
G-III APPAREL GROUP LTD COM 36237H101 156,366 2,184,495 SH   DFND 1,5 300 0 2,184,195
G-III APPAREL GROUP LTD COM 36237H101 7,378 103,070 SH   DFND 6 103,070 0 0
G-III APPAREL GROUP LTD COM 36237H101 38,205 533,744 SH   DFND 8 0 0 533,744
G-III APPAREL GROUP LTD COM 36237H101 229 3,206 SH   DFND   3,206 0 0
GALLAGHER ARTHUR J & CO COM 363576109 29,879 627,980 SH   DFND 1,5 0 0 627,980
GALLAGHER ARTHUR J & CO COM 363576109 7,023 147,600 SH   DFND 8 0 0 147,600
GAMESTOP CORP NEW CL A 36467W109 579,026 14,088,217 SH   DFND 1,5 149,700 0 13,938,517
GAMESTOP CORP NEW CL A 36467W109 1,509 36,712 SH   DFND 2 36,712 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 48,050 1,317,893 SH   DFND 1,5 0 0 1,317,893
GAMING & LEISURE PPTYS INC COM 36467J108 4,928 135,173 SH   DFND 8 0 0 135,173
GANNETT INC COM 364730101 20,700 750,000 SH   DFND 1,5 18,700 0 731,300
GANNETT INC COM 364730101 1,989 72,074 SH   DFND 2 72,074 0 0
GANNETT INC COM 364730101 636 23,049 SH   DFND 3 23,049 0 0
GANNETT INC COM 364730101 10,598 384,000 SH   DFND 8 0 0 384,000
GAP INC DEL COM 364760108 211,107 5,269,781 SH   DFND 1,5 0 0 5,269,781
GAP INC DEL COM 364760108 3,364 83,971 SH   DFND 2 83,971 0 0
GAP INC DEL COM 364760108 568 14,175 SH   DFND 3 14,175 0 0
GAP INC DEL COM 364760108 622 15,521 SH   DFND 6 15,521 0 0
GARMIN LTD SHS H2906T109 98,330 1,779,400 SH   DFND 1,5 0 0 1,779,400
GARMIN LTD SHS H2906T109 2,154 38,973 SH   DFND 2 38,973 0 0
GARMIN LTD SHS H2906T109 643 11,630 SH   DFND 3 11,630 0 0
GARTNER INC COM 366651107 209,332 3,014,575 SH   DFND 1,5 8,957 0 3,005,618
GARTNER INC COM 366651107 23,172 333,700 SH   DFND 8 0 0 333,700
GASLOG LTD SHS G37585109 5,415 232,500 SH   DFND 1,5 0 0 232,500
GASLOG LTD SHS G37585109 12,439 534,100 SH   DFND 8 0 0 534,100
GATX CORP COM 361448103 30,689 452,100 SH   DFND 1,5 0 0 452,100
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 16,299 20,374,000 PRN   DFND 1,5 0 0 0
GENCOR INDS INC COM 368678108 4,039 391,000 SH   DFND 1,5 9,800 0 381,200
GENERAC HLDGS INC COM 368736104 523,379 8,875,337 SH   DFND 1,5 58,946 0 8,816,391
GENERAC HLDGS INC COM 368736104 27,896 473,051 SH   DFND 6 343,951 0 129,100
GENERAC HLDGS INC COM 368736104 15,357 260,420 SH   DFND 7 205,420 0 55,000
GENERAC HLDGS INC COM 368736104 35,581 603,383 SH   DFND 8 0 0 603,383
GENERAL CABLE CORP DEL NEW FRNT 5.000%11/1 369300AL2 18,143 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 59,263 2,314,050 SH   DFND 1,5 0 0 2,314,050
GENERAL CABLE CORP DEL NEW COM 369300108 776 30,300 SH   DFND 8 0 0 30,300
GENERAL COMMUNICATION INC CL A 369385109 1,243 108,928 SH   DFND 1,5 0 0 108,928
GENERAL COMMUNICATION INC CL A 369385109 1,772 155,343 SH   DFND 8 0 0 155,343
GENERAL DYNAMICS CORP COM 369550108 93,741 860,640 SH   DFND 1,5 0 0 860,640
GENERAL DYNAMICS CORP COM 369550108 11,226 103,068 SH   DFND 2 103,068 0 0
GENERAL DYNAMICS CORP COM 369550108 4,267 39,178 SH   DFND 3 39,178 0 0
GENERAL DYNAMICS CORP COM 369550108 41,048 376,860 SH   DFND 8 0 0 376,860
GENERAL ELECTRIC CO COM 369604103 2,455,836 94,856,543 SH   DFND 1,5 1,641,056 0 93,215,487
GENERAL ELECTRIC CO COM 369604103 82,343 3,180,480 SH   DFND 2 3,180,480 0 0
GENERAL ELECTRIC CO COM 369604103 25,997 1,004,125 SH   DFND 3 1,004,125 0 0
GENERAL ELECTRIC CO COM 369604103 39,802 1,537,363 SH   DFND 6 1,456,523 0 80,840
GENERAL ELECTRIC CO COM 369604103 32,932 1,272,006 SH   DFND 7 1,272,006 0 0
GENERAL ELECTRIC CO COM 369604103 149,402 5,770,635 SH   DFND 8 0 0 5,770,635
GENERAL ELECTRIC CO COM 369604103 16,469 636,117 SH   DFND   636,117 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 154,975 7,044,328 SH   DFND 1,5 73,749 0 6,970,579
GENERAL GROWTH PPTYS INC NEW COM 370023103 3,636 165,273 SH   DFND 2 165,273 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 8,210 373,180 SH   DFND 7 373,180 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 64,656 2,938,900 SH   DFND 8 0 0 2,938,900
GENERAL GROWTH PPTYS INC NEW COM 370023103 37,831 1,719,600 SH   DFND   1,719,600 0 0
GENERAL MLS INC COM 370334104 57,810 1,115,600 SH   DFND 1,5 99,100 0 1,016,500
GENERAL MLS INC COM 370334104 10,259 197,977 SH   DFND 2 197,977 0 0
GENERAL MLS INC COM 370334104 4,268 82,369 SH   DFND 3 82,369 0 0
GENERAL MLS INC COM 370334104 5,260 101,500 SH   DFND 7 101,500 0 0
GENERAL MLS INC COM 370334104 6,068 117,104 SH   DFND   117,104 0 0
GENERAL MOLY INC COM 370373102 16 15,700 SH   DFND 7 15,700 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 43,490 1,750,818 SH   DFND 1,5 5,757 0 1,745,061
GENERAL MTRS CO *W EXP 07/10/201 37045V126 30,482 1,750,818 SH   DFND 1,5 5,757 0 1,745,061
GENERAL MTRS CO COM 37045V100 590,240 17,148,160 SH   DFND 1,5 337,793 0 16,810,367
GENERAL MTRS CO COM 37045V100 14,224 413,247 SH   DFND 2 413,247 0 0
GENERAL MTRS CO COM 37045V100 1,047 30,427 SH   DFND 3 30,427 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 320 18,353 SH   DFND 6 0 0 18,353
GENERAL MTRS CO COM 37045V100 21,859 635,080 SH   DFND 6 424,150 0 210,930
GENERAL MTRS CO *W EXP 07/10/201 37045V118 456 18,353 SH   DFND 6 0 0 18,353
GENERAL MTRS CO COM 37045V100 49,085 1,426,060 SH   DFND 7 1,426,060 0 0
GENERAL MTRS CO COM 37045V100 13,966 405,744 SH   DFND 8 0 0 405,744
GENERAL MTRS CO COM 37045V100 2,971 86,327 SH   DFND   86,327 0 0
GENESCO INC COM 371532102 268,275 3,597,628 SH   DFND 1,5 0 0 3,597,628
GENESCO INC COM 371532102 6,118 82,038 SH   DFND 6 82,038 0 0
GENESEE & WYO INC CL A 371559105 18,014 185,100 SH   DFND 1,5 0 0 185,100
GENESEE & WYO INC UNIT 10/01/2015 371559204 17,515 137,000 SH   DFND 1,5 0 0 137,000
GENESEE & WYO INC CL A 371559105 45,361 466,105 SH   DFND 6 466,105 0 0
GENESEE & WYO INC CL A 371559105 9,923 101,960 SH   DFND 7 101,960 0 0
GENESEE & WYO INC CL A 371559105 3,426 35,200 SH   DFND 8 0 0 35,200
GENESEE & WYO INC CL A 371559105 10,425 107,119 SH   DFND   107,119 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 26,783 494,150 SH   DFND 1,5 0 0 494,150
GENMARK DIAGNOSTICS INC COM 372309104 28,427 2,859,853 SH   DFND 1,5 254,300 0 2,605,553
GENMARK DIAGNOSTICS INC COM 372309104 34,055 3,426,102 SH   DFND 8 0 0 3,426,102
GENOCEA BIOSCIENCES INC COM 372427104 19,606 1,077,833 SH   DFND 1,5 22,764 0 1,055,069
GENOCEA BIOSCIENCES INC COM 372427104 10,778 592,500 SH   DFND 8 0 0 592,500
GENOMIC HEALTH INC COM 37244C101 17,930 680,730 SH   DFND 1,5 0 0 680,730
GENOMIC HEALTH INC COM 37244C101 5,499 208,780 SH   DFND 6 208,780 0 0
GENOMIC HEALTH INC COM 37244C101 958 36,370 SH   DFND 7 36,370 0 0
GENOMIC HEALTH INC COM 37244C101 49,831 1,891,829 SH   DFND 8 0 0 1,891,829
GENPACT LIMITED SHS G3922B107 84,833 4,869,880 SH   DFND 1,5 14,700 0 4,855,180
GENPACT LIMITED SHS G3922B107 47,172 2,707,932 SH   DFND 6 2,707,932 0 0
GENPACT LIMITED SHS G3922B107 5,313 305,000 SH   DFND 7 305,000 0 0
GENPACT LIMITED SHS G3922B107 585 33,600 SH   DFND   33,600 0 0
GENTEX CORP COM 371901109 148,244 4,701,666 SH   DFND 1,5 43,909 0 4,657,757
GENTEX CORP COM 371901109 457 14,489 SH   DFND 6 14,489 0 0
GENTEX CORP COM 371901109 1,539 48,800 SH   DFND 8 0 0 48,800
GENUINE PARTS CO COM 372460105 4,232 48,731 SH   DFND 2 48,731 0 0
GENUINE PARTS CO COM 372460105 2,491 28,678 SH   DFND 3 28,678 0 0
GENWORTH FINL INC COM CL A 37247D106 579,857 32,704,850 SH   DFND 1,5 499,100 0 32,205,750
GENWORTH FINL INC COM CL A 37247D106 2,784 157,027 SH   DFND 2 157,027 0 0
GENWORTH FINL INC COM CL A 37247D106 351 19,809 SH   DFND 3 19,809 0 0
GENWORTH FINL INC COM CL A 37247D106 14,872 838,820 SH   DFND 6 838,820 0 0
GENWORTH FINL INC COM CL A 37247D106 3,852 217,250 SH   DFND 7 217,250 0 0
GENWORTH FINL INC COM CL A 37247D106 566 31,930 SH   DFND   31,930 0 0
GEO GROUP INC COM 36159R103 77,376 2,400,000 SH   DFND 1,5 0 0 2,400,000
GEOSPACE TECHNOLOGIES CORP COM 37364X109 3,666 55,400 SH   DFND 8 0 0 55,400
GERDAU S A SPON ADR REP PFD 373737105 47,191 7,362,100 SH   DFND 1,5 169,400 0 7,192,700
GERON CORP COM 374163103 10,534 5,064,400 SH   DFND 1,5 0 0 5,064,400
GERON CORP COM 374163103 37,770 18,158,698 SH   DFND 8 0 0 18,158,698
GFI GROUP INC COM 361652209 25,246 7,111,436 SH   DFND 1,5 149,700 0 6,961,736
GFI GROUP INC COM 361652209 10,083 2,840,316 SH   DFND 6 2,684,316 0 156,000
GFI GROUP INC COM 361652209 7,100 2,000,000 SH   DFND 8 0 0 2,000,000
GIBRALTAR INDS INC COM 374689107 3,169 167,917 SH   DFND 1,5 0 0 167,917
GIGAMON INC COM 37518B102 4,355 143,300 SH   DFND 1,5 0 0 143,300
GILDAN ACTIVEWEAR INC COM 375916103 416,598 8,266,895 SH   DFND 1,5 183,300 0 8,083,595
GILDAN ACTIVEWEAR INC COM 375916103 46,468 922,227 SH   DFND 6 683,300 0 238,927
GILDAN ACTIVEWEAR INC COM 375916103 82,060 1,628,400 SH   DFND 7 1,594,300 0 34,100
GILDAN ACTIVEWEAR INC COM 375916103 418,097 8,296,650 SH   DFND   7,527,100 0 769,550
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 4,607 1,480,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 5,484,104 77,393,503 SH   DFND 1,5 1,426,164 0 75,967,339
GILEAD SCIENCES INC COM 375558103 34,553 487,623 SH   DFND 2 487,623 0 0
GILEAD SCIENCES INC COM 375558103 13,125 185,222 SH   DFND 3 185,222 0 0
GILEAD SCIENCES INC COM 375558103 140,813 1,987,205 SH   DFND 6 1,479,795 0 507,410
GILEAD SCIENCES INC COM 375558103 216,277 3,052,180 SH   DFND 7 2,845,640 0 206,540
GILEAD SCIENCES INC COM 375558103 1,556,778 21,969,778 SH   DFND 8 0 0 21,969,778
GILEAD SCIENCES INC COM 375558103 9,263 130,717 SH   DFND   130,717 0 0
GLATFELTER COM 377316104 46,497 1,708,182 SH   DFND 1,5 0 0 1,708,182
GLATFELTER COM 377316104 16,132 592,649 SH   DFND 8 0 0 592,649
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 301,880 5,650,015 SH   DFND 1,5 0 0 5,650,015
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,077 20,152 SH   DFND 3 20,152 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 5,513 103,180 SH   DFND 6 103,180 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 7,152 133,858 SH   DFND 7 133,858 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 36,653 686,000 SH   DFND 8 0 0 686,000
GLIMCHER RLTY TR SH BEN INT 379302102 96,638 9,634,878 SH   DFND 1,5 137,338 0 9,497,540
GLIMCHER RLTY TR SH BEN INT 379302102 11,634 1,159,932 SH   DFND 6 1,159,932 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 5,753 573,629 SH   DFND 7 573,629 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 35,138 3,503,260 SH   DFND 8 0 0 3,503,260
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 30,693 1,946,305 SH   DFND 1,5 27,800 0 1,918,505
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,406 279,380 SH   DFND 6 279,380 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 523 33,150 SH   DFND 7 33,150 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 14,617 926,892 SH   DFND 8 0 0 926,892
GLOBAL CASH ACCESS HLDGS INC COM 378967103 4,576 667,070 SH   DFND 6 667,070 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 797 116,110 SH   DFND 7 116,110 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 2,604 379,600 SH   DFND 8 0 0 379,600
GLOBAL EAGLE ENTMT INC COM 37951D102 626 39,700 SH   DFND 1,5 0 0 39,700
GLOBAL EAGLE ENTMT INC COM 37951D102 8,114 514,170 SH   DFND 6 514,170 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,412 89,480 SH   DFND 7 89,480 0 0
GLOBAL PMTS INC COM 37940X102 310,900 4,372,096 SH   DFND 1,5 16,339 0 4,355,757
GLOBAL PMTS INC COM 37940X102 31,117 437,590 SH   DFND 6 437,590 0 0
GLOBAL PMTS INC COM 37940X102 5,764 81,055 SH   DFND 7 81,055 0 0
GLOBAL PMTS INC COM 37940X102 18,474 259,800 SH   DFND 8 0 0 259,800
GNC HLDGS INC COM CL A 36191G107 47,917 1,088,532 SH   DFND 1,5 0 0 1,088,532
GNC HLDGS INC COM CL A 36191G107 7,072 160,650 SH   DFND 6 134,050 0 26,600
GNC HLDGS INC COM CL A 36191G107 792 18,000 SH   DFND 7 18,000 0 0
GNC HLDGS INC COM CL A 36191G107 2,045 46,463 SH   DFND   46,463 0 0
GOGO INC COM 38046C109 2,101 102,271 SH   DFND 1,5 0 0 102,271
GOLAR LNG LTD BERMUDA SHS G9456A100 48,923 1,173,500 SH   DFND 1,5 6,900 0 1,166,600
GOLAR LNG LTD BERMUDA SHS G9456A100 23,084 553,700 SH   DFND 8 0 0 553,700
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 475 128,600 SH   DFND 1,5 0 0 128,600
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 28,092 7,613,026 SH   DFND 8 0 0 7,613,026
GOLD RESOURCE CORP COM 38068T105 478 100,000 SH   DFND 8 0 0 100,000
GOLD STD VENTURES CORP COM 380738104 262 425,400 SH   DFND 8 0 0 425,400
GOLDCORP INC NEW COM 380956409 73,343 3,006,310 SH   DFND 1,5 26,100 0 2,980,210
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 63,896 63,610,000 PRN   DFND 1,5 0 0 0
GOLDCORP INC NEW COM 380956409 1,362 55,843 SH   DFND 3 55,843 0 0
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 3,114 3,100,000 PRN   DFND 6 0 0 0
GOLDCORP INC NEW COM 380956409 13,089 536,505 SH   DFND 6 195,424 0 341,081
GOLDCORP INC NEW COM 380956409 42,022 1,722,485 SH   DFND 7 1,680,785 0 41,700
GOLDCORP INC NEW COM 380956409 128,539 5,268,800 SH   DFND 8 0 0 5,268,800
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 35,399 35,240,000 PRN   DFND   0 0 0
GOLDCORP INC NEW COM 380956409 180,687 7,406,352 SH   DFND   6,733,852 0 672,500
GOLDMAN SACHS GROUP INC COM 38141G104 351,414 2,144,731 SH   DFND 1,5 0 0 2,144,731
GOLDMAN SACHS GROUP INC COM 38141G104 21,870 133,475 SH   DFND 2 133,475 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,766 47,395 SH   DFND 3 47,395 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,008 103,800 SH   DFND 8 0 0 103,800
GOODYEAR TIRE & RUBR CO COM 382550101 62,542 2,393,500 SH   DFND 1,5 0 0 2,393,500
GOODYEAR TIRE & RUBR CO COM 382550101 2,055 78,635 SH   DFND 2 78,635 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 282 10,801 SH   DFND 3 10,801 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 658 25,200 SH   DFND 6 25,200 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 6,246 239,026 SH   DFND 8 0 0 239,026
GOOGLE INC CL A 38259P508 20,410,733 18,313,638 SH   DFND 1,5 449,422 0 17,864,216
GOOGLE INC CL A 38259P508 99,730 89,483 SH   DFND 2 89,483 0 0
GOOGLE INC CL A 38259P508 34,046 30,548 SH   DFND 3 30,548 0 0
GOOGLE INC CL A 38259P508 305,236 273,875 SH   DFND 6 208,735 0 65,140
GOOGLE INC CL A 38259P508 428,906 384,838 SH   DFND 7 365,598 0 19,240
GOOGLE INC CL A 38259P508 1,068,911 959,086 SH   DFND 8 0 0 959,086
GOOGLE INC CL A 38259P508 108,926 97,734 SH   DFND   97,734 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 5,919 101,200 SH   DFND 1,5 4,600 0 96,600
GRACE W R & CO DEL NEW COM 38388F108 332,868 3,356,544 SH   DFND 1,5 13,200 0 3,343,344
GRACE W R & CO DEL NEW COM 38388F108 124,783 1,258,270 SH   DFND 8 0 0 1,258,270
GRACE W R & CO DEL NEW COM 38388F108 9,922 100,048 SH   DFND   100,048 0 0
GRACO INC COM 384109104 18,958 253,659 SH   DFND 1,5 0 0 253,659
GRAFTECH INTL LTD COM 384313102 221,754 20,307,102 SH   DFND 1,5 2,500 0 20,304,602
GRAHAM HLDGS CO COM 384637104 973 1,382 SH   DFND 2 1,382 0 0
GRAHAM HLDGS CO COM 384637104 1,661 2,360 SH   DFND 3 2,360 0 0
GRAINGER W W INC COM 384802104 661,486 2,618,086 SH   DFND 1,5 23,424 0 2,594,662
GRAINGER W W INC COM 384802104 4,904 19,410 SH   DFND 2 19,410 0 0
GRAINGER W W INC COM 384802104 1,527 6,042 SH   DFND 3 6,042 0 0
GRAINGER W W INC COM 384802104 19,905 78,781 SH   DFND 8 0 0 78,781
GRAN TIERRA ENERGY INC COM 38500T101 3,325 442,820 SH   DFND 6 0 0 442,820
GRAN TIERRA ENERGY INC COM 38500T101 24,676 3,286,670 SH   DFND 7 3,284,040 0 2,630
GRAN TIERRA ENERGY INC COM 38500T101 86,211 11,485,440 SH   DFND   9,558,010 0 1,927,430
GRAND CANYON ED INC COM 38526M106 99,213 2,124,473 SH   DFND 1,5 0 0 2,124,473
GRANITE CONSTR INC COM 387328107 30,976 775,768 SH   DFND 1,5 0 0 775,768
GRAPHIC PACKAGING HLDG CO COM 388689101 125,965 12,398,138 SH   DFND 1,5 1,100 0 12,397,038
GRAPHIC PACKAGING HLDG CO COM 388689101 16,917 1,665,050 SH   DFND 6 1,665,050 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,277 125,690 SH   DFND 7 125,690 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 53,601 5,275,695 SH   DFND 8 0 0 5,275,695
GRAY TELEVISION INC COM 389375106 79,801 7,695,397 SH   DFND 1,5 0 0 7,695,397
GRAY TELEVISION INC COM 389375106 4,083 393,700 SH   DFND 8 0 0 393,700
GREAT PLAINS ENERGY INC COM 391164100 49,029 1,813,200 SH   DFND 1,5 0 0 1,813,200
GREAT PLAINS ENERGY INC COM 391164100 13,773 509,350 SH   DFND 6 509,350 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,348 234,780 SH   DFND 7 234,780 0 0
GREAT PLAINS ENERGY INC COM 391164100 932 34,478 SH   DFND   34,478 0 0
GREAT SOUTHN BANCORP INC COM 390905107 300 10,000 SH   DFND 1,5 10,000 0 0
GREATBATCH INC COM 39153L106 7,430 161,800 SH   DFND 1,5 0 0 161,800
GREEN DOT CORP CL A 39304D102 39,060 2,000,000 SH   DFND 1,5 49,900 0 1,950,100
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 18,205 12,860,000 PRN   DFND 1,5 0 0 0
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 14,193 13,500,000 PRN   DFND 1,5 0 0 0
GREENHILL & CO INC COM 395259104 47,870 920,936 SH   DFND 1,5 7,216 0 913,720
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 34,688 1,057,557 SH   DFND 1,5 0 0 1,057,557
GRIFOLS S A SP ADR REP B NVT 398438408 391,325 9,475,190 SH   DFND 1,5 120,000 0 9,355,190
GRIFOLS S A SP ADR REP B NVT 398438408 877 21,228 SH   DFND 2 0 0 21,228
GRIFOLS S A SP ADR REP B NVT 398438408 66,197 1,602,821 SH   DFND 6 830,585 0 772,236
GRIFOLS S A SP ADR REP B NVT 398438408 23,917 579,116 SH   DFND 7 346,493 0 232,623
GRIFOLS S A SP ADR REP B NVT 398438408 87,730 2,124,212 SH   DFND 8 0 0 2,124,212
GROUPE CGI INC CL A SUB VTG 39945C109 354,527 11,483,450 SH   DFND 1,5 151,698 0 11,331,752
GROUPE CGI INC CL A SUB VTG 39945C109 31,913 1,033,700 SH   DFND 6 400,900 0 632,800
GROUPE CGI INC CL A SUB VTG 39945C109 123,918 4,013,800 SH   DFND 7 3,951,300 0 62,500
GROUPE CGI INC CL A SUB VTG 39945C109 16,082 520,900 SH   DFND 8 0 0 520,900
GROUPE CGI INC CL A SUB VTG 39945C109 733,371 23,754,521 SH   DFND   22,274,421 0 1,480,100
GROUPON INC COM CL A 399473107 391,815 49,976,449 SH   DFND 1,5 0 0 49,976,449
GROUPON INC COM CL A 399473107 710 90,500 SH   DFND 6 90,500 0 0
GROUPON INC COM CL A 399473107 514 65,500 SH   DFND 8 0 0 65,500
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 18,087 1,469,270 SH   DFND 1,5 35,000 0 1,434,270
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 126,166 3,789,900 SH   DFND 1,5 90,200 0 3,699,700
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 27,067 16,760,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 99,973 43,490,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 124,682 7,312,747 SH   DFND 1,5 201,160 0 7,111,587
GT ADVANCED TECHNOLOGIES INC COM 36191U106 428 25,100 SH   DFND 6 25,100 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 2,069 900,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 2,972 1,840,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 5,764 338,037 SH   DFND 8 0 0 338,037
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 138 60,000 PRN   DFND   0 0 0
GUESS INC COM 401617105 337,854 12,241,100 SH   DFND 1,5 211,500 0 12,029,600
GUIDEWIRE SOFTWARE INC COM 40171V100 198,958 4,056,230 SH   DFND 1,5 149,000 0 3,907,230
GUIDEWIRE SOFTWARE INC COM 40171V100 14,885 303,460 SH   DFND 6 303,460 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 7,164 146,060 SH   DFND 7 123,340 0 22,720
GUIDEWIRE SOFTWARE INC COM 40171V100 29,053 592,319 SH   DFND 8 0 0 592,319
GUIDEWIRE SOFTWARE INC COM 40171V100 578 11,778 SH   DFND   11,778 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 1,002 22,301 SH   DFND   22,301 0 0
GULFPORT ENERGY CORP COM NEW 402635304 4,984 70,020 SH   DFND 1,5 0 0 70,020
GULFPORT ENERGY CORP COM NEW 402635304 19,666 276,280 SH   DFND 8 0 0 276,280
GW PHARMACEUTICALS PLC ADS 36197T103 47,345 797,462 SH   DFND 1,5 0 0 797,462
GW PHARMACEUTICALS PLC ADS 36197T103 615 10,365 SH   DFND 6 10,365 0 0
HACKETT GROUP INC COM 404609109 2,987 499,534 SH   DFND 6 499,534 0 0
HACKETT GROUP INC COM 404609109 338 56,564 SH   DFND 7 56,564 0 0
HACKETT GROUP INC COM 404609109 659 110,236 SH   DFND   110,236 0 0
HAEMONETICS CORP COM 405024100 4,889 150,000 SH   DFND 1,5 0 0 150,000
HAEMONETICS CORP COM 405024100 24,554 753,410 SH   DFND 6 712,610 0 40,800
HAEMONETICS CORP COM 405024100 2,499 76,690 SH   DFND 7 76,690 0 0
HAEMONETICS CORP COM 405024100 40,825 1,252,700 SH   DFND   1,252,700 0 0
HAIN CELESTIAL GROUP INC COM 405217100 24,081 263,271 SH   DFND 1,5 12,200 0 251,071
HAIN CELESTIAL GROUP INC COM 405217100 6,415 70,129 SH   DFND 8 0 0 70,129
HALCON RES CORP COM NEW 40537Q209 1,732 400,000 SH   DFND 1,5 0 0 400,000
HALCON RES CORP COM NEW 40537Q209 8,790 2,030,000 SH   DFND 8 0 0 2,030,000
HALLIBURTON CO COM 406216101 1,210,202 20,550,213 SH   DFND 1,5 301,700 0 20,248,513
HALLIBURTON CO COM 406216101 15,884 269,723 SH   DFND 2 269,723 0 0
HALLIBURTON CO COM 406216101 6,905 117,250 SH   DFND 3 117,250 0 0
HALLIBURTON CO COM 406216101 26,229 445,395 SH   DFND 6 267,495 0 177,900
HALLIBURTON CO COM 406216101 27,492 466,830 SH   DFND 7 384,030 0 82,800
HALLIBURTON CO COM 406216101 372,154 6,319,482 SH   DFND 8 0 0 6,319,482
HALLIBURTON CO COM 406216101 15,278 259,432 SH   DFND   259,432 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 22,968 1,808,500 SH   DFND 1,5 160,700 0 1,647,800
HALOZYME THERAPEUTICS INC COM 40637H109 44,029 3,466,840 SH   DFND 8 0 0 3,466,840
HANESBRANDS INC COM 410345102 190,844 2,495,341 SH   DFND 1,5 38,766 0 2,456,575
HANESBRANDS INC COM 410345102 14,038 183,550 SH   DFND 6 183,550 0 0
HANESBRANDS INC COM 410345102 9,086 118,806 SH   DFND 7 118,806 0 0
HANESBRANDS INC COM 410345102 75,032 981,067 SH   DFND   981,067 0 0
HANGER INC COM NEW 41043F208 3,368 100,000 SH   DFND 1,5 2,400 0 97,600
HANGER INC COM NEW 41043F208 47,646 1,414,676 SH   DFND 6 1,371,276 0 43,400
HANGER INC COM NEW 41043F208 10,470 310,853 SH   DFND 7 310,853 0 0
HANGER INC COM NEW 41043F208 4,058 120,492 SH   DFND   120,492 0 0
HANMI FINL CORP COM NEW 410495204 53,101 2,278,998 SH   DFND 6 2,199,498 0 79,500
HANMI FINL CORP COM NEW 410495204 7,786 334,160 SH   DFND 7 277,320 0 56,840
HANMI FINL CORP COM NEW 410495204 7,265 311,800 SH   DFND 8 0 0 311,800
HANMI FINL CORP COM NEW 410495204 2,149 92,243 SH   DFND   92,243 0 0
HANOVER INS GROUP INC COM 410867105 1,960 31,900 SH   DFND 1,5 0 0 31,900
HANOVER INS GROUP INC COM 410867105 3,054 49,700 SH   DFND 8 0 0 49,700
HARLEY DAVIDSON INC COM 412822108 641,986 9,637,984 SH   DFND 1,5 41,456 0 9,596,528
HARLEY DAVIDSON INC COM 412822108 4,646 69,756 SH   DFND 2 69,756 0 0
HARLEY DAVIDSON INC COM 412822108 828 12,435 SH   DFND 3 12,435 0 0
HARLEY DAVIDSON INC COM 412822108 8,726 131,000 SH   DFND 8 0 0 131,000
HARMAN INTL INDS INC COM 413086109 150,875 1,417,995 SH   DFND 1,5 0 0 1,417,995
HARMAN INTL INDS INC COM 413086109 2,286 21,487 SH   DFND 2 21,487 0 0
HARMAN INTL INDS INC COM 413086109 475 4,460 SH   DFND 3 4,460 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 269 88,200 SH   DFND 1,5 0 0 88,200
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 7,961 2,610,300 SH   DFND 8 0 0 2,610,300
HARRIS CORP DEL COM 413875105 1,618 22,110 SH   DFND 1,5 0 0 22,110
HARRIS CORP DEL COM 413875105 2,477 33,855 SH   DFND 2 33,855 0 0
HARRIS CORP DEL COM 413875105 293 4,009 SH   DFND 3 4,009 0 0
HARRIS CORP DEL COM 413875105 4,564 62,384 SH   DFND 7 62,384 0 0
HARSCO CORP COM 415864107 45,860 1,957,300 SH   DFND 1,5 0 0 1,957,300
HARTE-HANKS INC COM 416196103 36,386 4,116,053 SH   DFND 1,5 28,700 0 4,087,353
HARTFORD FINL SVCS GROUP INC COM 416515104 302,881 8,587,500 SH   DFND 1,5 199,700 0 8,387,800
HARTFORD FINL SVCS GROUP INC COM 416515104 4,990 141,489 SH   DFND 2 141,489 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 790 22,402 SH   DFND 3 22,402 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,140 117,370 SH   DFND 6 73,380 0 43,990
HARTFORD FINL SVCS GROUP INC COM 416515104 911 25,830 SH   DFND 7 25,830 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10,750 304,800 SH   DFND 8 0 0 304,800
HARVEST CAP CR CORP COM 41753F109 4,822 326,900 SH   DFND 1,5 0 0 326,900
HASBRO INC COM 418056107 19,445 349,600 SH   DFND 1,5 0 0 349,600
HASBRO INC COM 418056107 2,055 36,943 SH   DFND 2 36,943 0 0
HASBRO INC COM 418056107 676 12,146 SH   DFND 3 12,146 0 0
HATTERAS FINL CORP COM 41902R103 12,185 646,400 SH   DFND 1,5 0 0 646,400
HATTERAS FINL CORP COM 41902R103 2,394 127,000 SH   DFND 8 0 0 127,000
HAWAIIAN ELEC INDUSTRIES COM 419870100 74,511 2,931,200 SH   DFND 1,5 0 0 2,931,200
HAWAIIAN HOLDINGS INC COM 419879101 1,675 120,000 SH   DFND 1,5 0 0 120,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,511 53,035 SH   DFND 1,5 0 0 53,035
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,153 75,565 SH   DFND 8 0 0 75,565
HAYNES INTERNATIONAL INC COM NEW 420877201 85,410 1,581,674 SH   DFND 1,5 0 0 1,581,674
HAYNES INTERNATIONAL INC COM NEW 420877201 627 11,610 SH   DFND 8 0 0 11,610
HCA HOLDINGS INC COM 40412C101 755,394 14,388,449 SH   DFND 1,5 81,500 0 14,306,949
HCA HOLDINGS INC COM 40412C101 15,680 298,670 SH   DFND 6 134,570 0 164,100
HCA HOLDINGS INC COM 40412C101 16,183 308,240 SH   DFND 7 250,440 0 57,800
HCA HOLDINGS INC COM 40412C101 36,934 703,500 SH   DFND 8 0 0 703,500
HCC INS HLDGS INC COM 404132102 64,240 1,412,187 SH   DFND 1,5 13,500 0 1,398,687
HCP INC COM 40414L109 349,192 9,002,125 SH   DFND 1,5 235,069 0 8,767,056
HCP INC COM 40414L109 5,622 144,922 SH   DFND 2 144,922 0 0
HCP INC COM 40414L109 984 25,356 SH   DFND 3 25,356 0 0
HCP INC COM 40414L109 30,901 796,627 SH   DFND 6 796,627 0 0
HCP INC COM 40414L109 17,101 440,855 SH   DFND 7 440,855 0 0
HCP INC COM 40414L109 185,242 4,775,520 SH   DFND 8 0 0 4,775,520
HDFC BANK LTD ADR REPS 3 SHS 40415F101 230,096 5,608,000 SH   DFND 1,5 340,200 0 5,267,800
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,132 27,600 SH   DFND 6 17,500 0 10,100
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,240 54,606 SH   DFND   856 0 53,750
HEALTH CARE REIT INC COM 42217K106 33,889 568,608 SH   DFND 1,5 27,288 0 541,320
HEALTH CARE REIT INC PFD PER CON I 42217K601 3,712 66,800 SH   DFND 1,5 0 0 66,800
HEALTH CARE REIT INC COM 42217K106 5,478 91,920 SH   DFND 2 91,920 0 0
HEALTH CARE REIT INC COM 42217K106 1,455 24,411 SH   DFND 3 24,411 0 0
HEALTH CARE REIT INC COM 42217K106 14,132 237,120 SH   DFND 6 237,120 0 0
HEALTH CARE REIT INC COM 42217K106 8,506 142,714 SH   DFND 7 142,714 0 0
HEALTH CARE REIT INC COM 42217K106 20,154 338,147 SH   DFND 8 0 0 338,147
HEALTH CARE REIT INC COM 42217K106 4,696 78,797 SH   DFND   78,797 0 0
HEALTH NET INC COM 42222G108 27,364 804,600 SH   DFND 1,5 0 0 804,600
HEALTHSTREAM INC COM 42222N103 25,143 941,674 SH   DFND 1,5 49,516 0 892,158
HEALTHSTREAM INC COM 42222N103 16,079 602,220 SH   DFND 8 0 0 602,220
HEARTLAND FINL USA INC COM 42234Q102 9,007 333,700 SH   DFND 8 0 0 333,700
HEARTLAND PMT SYS INC COM 42235N108 124,828 3,011,530 SH   DFND 1,5 49,900 0 2,961,630
HEARTLAND PMT SYS INC COM 42235N108 26,678 643,630 SH   DFND 6 643,630 0 0
HEARTLAND PMT SYS INC COM 42235N108 1,435 34,620 SH   DFND 7 34,620 0 0
HEARTLAND PMT SYS INC COM 42235N108 8,211 198,100 SH   DFND 8 0 0 198,100
HEARTWARE INTL INC COM 422368100 126,652 1,350,520 SH   DFND 1,5 58,611 0 1,291,909
HEARTWARE INTL INC COM 422368100 71,962 767,350 SH   DFND 8 0 0 767,350
HEICO CORP NEW COM 422806109 317 5,277 SH   DFND 1,5 0 0 5,277
HEICO CORP NEW COM 422806109 15,066 250,425 SH   DFND 8 0 0 250,425
HELEN OF TROY CORP LTD COM G4388N106 299,517 4,326,398 SH   DFND 1,5 79,600 0 4,246,798
HELEN OF TROY CORP LTD COM G4388N106 32,361 467,436 SH   DFND 6 467,436 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 16,800 731,049 SH   DFND 1,5 0 0 731,049
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 7,861 342,100 SH   DFND 8 0 0 342,100
HELMERICH & PAYNE INC COM 423452101 98,719 917,804 SH   DFND 1,5 36,524 0 881,280
HELMERICH & PAYNE INC COM 423452101 3,667 34,088 SH   DFND 2 34,088 0 0
HELMERICH & PAYNE INC COM 423452101 382 3,554 SH   DFND 3 3,554 0 0
HERBALIFE LTD COM USD SHS G4412G101 644,190 11,248,289 SH   DFND 1,5 719,800 0 10,528,489
HERBALIFE LTD COM USD SHS G4412G101 3,602 62,895 SH   DFND 6 62,895 0 0
HERBALIFE LTD COM USD SHS G4412G101 6,150 107,390 SH   DFND 8 0 0 107,390
HERCULES OFFSHORE INC COM 427093109 3,116 678,800 SH   DFND 8 0 0 678,800
HERON THERAPEUTICS INC COM 427746102 6,786 487,820 SH   DFND 8 0 0 487,820
HERSHEY CO COM 427866108 283,431 2,714,860 SH   DFND 1,5 100,119 0 2,614,741
HERSHEY CO COM 427866108 4,963 47,534 SH   DFND 2 47,534 0 0
HERSHEY CO COM 427866108 681 6,526 SH   DFND 3 6,526 0 0
HERSHEY CO COM 427866108 5,298 50,750 SH   DFND 7 50,750 0 0
HERSHEY CO COM 427866108 1,514 14,500 SH   DFND 8 0 0 14,500
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 32,288 10,000,000 PRN   DFND 1,5 0 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 267,605 10,045,251 SH   DFND 1,5 12,900 0 10,032,351
HERTZ GLOBAL HOLDINGS INC COM 42805T105 3,295 123,704 SH   DFND 6 123,704 0 0
HESS CORP COM 42809H107 369,982 4,464,071 SH   DFND 1,5 129,132 0 4,334,939
HESS CORP COM 42809H107 7,179 86,624 SH   DFND 2 86,624 0 0
HESS CORP COM 42809H107 2,537 30,610 SH   DFND 3 30,610 0 0
HESS CORP COM 42809H107 30,558 368,704 SH   DFND 6 239,794 0 128,910
HESS CORP COM 42809H107 35,357 426,600 SH   DFND 7 346,360 0 80,240
HESS CORP COM 42809H107 27,083 326,777 SH   DFND 8 0 0 326,777
HEWLETT PACKARD CO COM 428236103 566,582 17,508,715 SH   DFND 1,5 161,800 0 17,346,915
HEWLETT PACKARD CO COM 428236103 19,440 600,749 SH   DFND 2 600,749 0 0
HEWLETT PACKARD CO COM 428236103 8,589 265,411 SH   DFND 3 265,411 0 0
HEWLETT PACKARD CO COM 428236103 10,096 311,980 SH   DFND 6 218,830 0 93,150
HEWLETT PACKARD CO COM 428236103 48,725 1,505,721 SH   DFND 7 1,505,721 0 0
HEWLETT PACKARD CO COM 428236103 85,166 2,631,822 SH   DFND 8 0 0 2,631,822
HEWLETT PACKARD CO COM 428236103 609,246 18,827,139 SH   DFND   18,827,139 0 0
HEXCEL CORP NEW COM 428291108 35,217 808,852 SH   DFND 1,5 0 0 808,852
HFF INC CL A 40418F108 9,113 271,150 SH   DFND 6 271,150 0 0
HFF INC CL A 40418F108 1,588 47,240 SH   DFND 7 47,240 0 0
HIBBETT SPORTS INC COM 428567101 381 7,200 SH   DFND 1,5 0 0 7,200
HIBBETT SPORTS INC COM 428567101 10,718 202,690 SH   DFND 6 202,690 0 0
HIBBETT SPORTS INC COM 428567101 803 15,180 SH   DFND 7 15,180 0 0
HIBBETT SPORTS INC COM 428567101 263 4,966 SH   DFND 8 0 0 4,966
HIGHWOODS PPTYS INC COM 431284108 124,595 3,243,805 SH   DFND 1,5 0 0 3,243,805
HIGHWOODS PPTYS INC COM 431284108 36,341 946,123 SH   DFND 8 0 0 946,123
HIGHWOODS PPTYS INC COM 431284108 8,208 213,690 SH   DFND   213,690 0 0
HILL ROM HLDGS INC COM 431475102 139,901 3,630,015 SH   DFND 1,5 0 0 3,630,015
HILLSHIRE BRANDS CO COM 432589109 20,504 550,300 SH   DFND 1,5 0 0 550,300
HILLSHIRE BRANDS CO COM 432589109 436 11,700 SH   DFND 8 0 0 11,700
HILLTOP HOLDINGS INC COM 432748101 16,927 711,497 SH   DFND 6 711,497 0 0
HILLTOP HOLDINGS INC COM 432748101 1,466 61,610 SH   DFND 7 61,610 0 0
HINGHAM INSTN SVGS MASS COM 433323102 314 4,000 SH   DFND 1,5 4,000 0 0
HITTITE MICROWAVE CORP COM 43365Y104 10,530 167,043 SH   DFND 1,5 0 0 167,043
HMS HLDGS CORP COM 40425J101 1,027 53,890 SH   DFND 1,5 0 0 53,890
HMS HLDGS CORP COM 40425J101 9,510 499,227 SH   DFND 6 430,827 0 68,400
HMS HLDGS CORP COM 40425J101 1,991 104,510 SH   DFND 7 104,510 0 0
HMS HLDGS CORP COM 40425J101 4,001 210,038 SH   DFND   210,038 0 0
HNI CORP COM 404251100 124,298 3,399,837 SH   DFND 1,5 0 0 3,399,837
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 79,933 2,409,800 SH   DFND 1,5 0 0 2,409,800
HOLLYFRONTIER CORP COM 436106108 197,304 4,146,775 SH   DFND 1,5 17,989 0 4,128,786
HOLOGIC INC COM 436440101 574 26,710 SH   DFND 1,5 0 0 26,710
HOLOGIC INC COM 436440101 10,393 483,400 SH   DFND 6 445,890 0 37,510
HOLOGIC INC COM 436440101 18,570 863,740 SH   DFND 7 722,340 0 141,400
HOME DEPOT INC COM 437076102 1,855,335 23,446,666 SH   DFND 1,5 493,831 0 22,952,835
HOME DEPOT INC COM 437076102 35,324 446,405 SH   DFND 2 446,405 0 0
HOME DEPOT INC COM 437076102 13,612 172,024 SH   DFND 3 172,024 0 0
HOME DEPOT INC COM 437076102 131,384 1,660,353 SH   DFND 6 1,151,483 0 508,870
HOME DEPOT INC COM 437076102 206,627 2,611,230 SH   DFND 7 2,439,780 0 171,450
HOME DEPOT INC COM 437076102 258,071 3,261,361 SH   DFND 8 0 0 3,261,361
HOME DEPOT INC COM 437076102 8,482 107,185 SH   DFND   107,185 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 139,401 4,317,172 SH   DFND 1,5 333,000 0 3,984,172
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 649 20,100 SH   DFND 6 20,100 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 730 22,600 SH   DFND 8 0 0 22,600
HOME PROPERTIES INC COM 437306103 214,200 3,562,881 SH   DFND 1,5 61,503 0 3,501,378
HOME PROPERTIES INC COM 437306103 7,191 119,609 SH   DFND 6 119,609 0 0
HOME PROPERTIES INC COM 437306103 2,750 45,740 SH   DFND 7 45,740 0 0
HOME PROPERTIES INC COM 437306103 23,657 393,500 SH   DFND 8 0 0 393,500
HOME PROPERTIES INC COM 437306103 482 8,025 SH   DFND   8,025 0 0
HOMEAWAY INC COM 43739Q100 70,948 1,883,421 SH   DFND 1,5 0 0 1,883,421
HOMEAWAY INC COM 43739Q100 15,317 406,619 SH   DFND 6 406,619 0 0
HOMEAWAY INC COM 43739Q100 4,341 115,250 SH   DFND 7 115,250 0 0
HOMEAWAY INC COM 43739Q100 1,544 41,000 SH   DFND 8 0 0 41,000
HOMEAWAY INC COM 43739Q100 2,150 57,070 SH   DFND   57,070 0 0
HONDA MOTOR LTD AMERN SHS 438128308 37,348 1,056,806 SH   DFND 1,5 0 0 1,056,806
HONDA MOTOR LTD AMERN SHS 438128308 21,543 609,605 SH   DFND 8 0 0 609,605
HONEYWELL INTL INC COM 438516106 1,647,465 17,760,516 SH   DFND 1,5 408,260 0 17,352,256
HONEYWELL INTL INC COM 438516106 23,057 248,568 SH   DFND 2 248,568 0 0
HONEYWELL INTL INC COM 438516106 8,320 89,693 SH   DFND 3 89,693 0 0
HONEYWELL INTL INC COM 438516106 44,688 481,755 SH   DFND 6 347,975 0 133,780
HONEYWELL INTL INC COM 438516106 80,157 864,131 SH   DFND 7 864,131 0 0
HONEYWELL INTL INC COM 438516106 163,876 1,766,670 SH   DFND 8 0 0 1,766,670
HONEYWELL INTL INC COM 438516106 28,584 308,150 SH   DFND   308,150 0 0
HOOPER HOLMES INC COM 439104100 15 26,719 SH   DFND 3 26,719 0 0
HORIZON BANCORP IND COM 440407104 1,114 50,000 SH   DFND 1,5 50,000 0 0
HORIZON PHARMA INC COM 44047T109 66,998 4,431,100 SH   DFND 8 0 0 4,431,100
HORMEL FOODS CORP COM 440452100 2,103 42,679 SH   DFND 2 42,679 0 0
HORMEL FOODS CORP COM 440452100 448 9,091 SH   DFND 3 9,091 0 0
HORMEL FOODS CORP COM 440452100 3,750 76,120 SH   DFND 7 76,120 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 11,121 266,000 SH   DFND 8 0 0 266,000
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 12,243 9,380,000 PRN   DFND 1,5 0 0 0
HOSPIRA INC COM 441060100 173,355 4,008,200 SH   DFND 1,5 340,000 0 3,668,200
HOSPIRA INC COM 441060100 2,282 52,768 SH   DFND 2 52,768 0 0
HOSPIRA INC COM 441060100 379 8,766 SH   DFND 3 8,766 0 0
HOST HOTELS & RESORTS INC COM 44107P104 398,265 19,677,127 SH   DFND 1,5 475,996 0 19,201,131
HOST HOTELS & RESORTS INC COM 44107P104 4,855 239,885 SH   DFND 2 239,885 0 0
HOST HOTELS & RESORTS INC COM 44107P104 252 12,468 SH   DFND 3 12,468 0 0
HOST HOTELS & RESORTS INC COM 44107P104 23,397 1,155,960 SH   DFND 6 1,155,960 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,277 655,987 SH   DFND 7 655,987 0 0
HOST HOTELS & RESORTS INC COM 44107P104 192,958 9,533,517 SH   DFND 8 0 0 9,533,517
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 34,438 1,693,933 SH   DFND 1,5 16,900 0 1,677,033
HOUSTON WIRE & CABLE CO COM 44244K109 23,064 1,756,561 SH   DFND 1,5 31,700 0 1,724,861
HOUSTON WIRE & CABLE CO COM 44244K109 8,462 644,458 SH   DFND 8 0 0 644,458
HOVNANIAN ENTERPRISES INC CL A 442487203 12,298 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 11,445 80,200 SH   DFND 1,5 0 0 80,200
HOWARD HUGHES CORP COM 44267D107 15,507 108,660 SH   DFND 6 90,760 0 17,900
HOWARD HUGHES CORP COM 44267D107 4,407 30,880 SH   DFND 7 30,880 0 0
HOWARD HUGHES CORP COM 44267D107 5,223 36,600 SH   DFND   36,600 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 586,053 11,529,674 SH   DFND 1,5 33,400 0 11,496,274
HSBC HLDGS PLC SPON ADR NEW 404280406 291 5,718 SH   DFND 3 5,718 0 0
HSN INC COM 404303109 58,235 974,963 SH   DFND 1,5 0 0 974,963
HUB GROUP INC CL A 443320106 95,102 2,378,146 SH   DFND 1,5 59,576 0 2,318,570
HUB GROUP INC CL A 443320106 2,295 57,400 SH   DFND 6 21,900 0 35,500
HUB GROUP INC CL A 443320106 732 18,300 SH   DFND 7 18,300 0 0
HUB GROUP INC CL A 443320106 12,441 311,100 SH   DFND 8 0 0 311,100
HUB GROUP INC CL A 443320106 4,227 105,700 SH   DFND   105,700 0 0
HUBBELL INC CL B 443510201 633,451 5,284,480 SH   DFND 1,5 30,000 0 5,254,480
HUBBELL INC CL B 443510201 1,056 8,811 SH   DFND 6 8,811 0 0
HUBBELL INC CL B 443510201 53,549 446,726 SH   DFND 8 0 0 446,726
HUDSON CITY BANCORP COM 443683107 1,482 150,757 SH   DFND 2 150,757 0 0
HUDSON CITY BANCORP COM 443683107 1,337 135,981 SH   DFND 3 135,981 0 0
HUDSON CITY BANCORP COM 443683107 6,445 655,685 SH   DFND 8 0 0 655,685
HUDSON PAC PPTYS INC COM 444097109 36,859 1,597,700 SH   DFND 1,5 0 0 1,597,700
HUDSON PAC PPTYS INC COM 444097109 7,498 325,000 SH   DFND 8 0 0 325,000
HUMANA INC COM 444859102 276,606 2,453,921 SH   DFND 1,5 22,300 0 2,431,621
HUMANA INC COM 444859102 5,504 48,828 SH   DFND 2 48,828 0 0
HUMANA INC COM 444859102 1,048 9,295 SH   DFND 3 9,295 0 0
HUMANA INC COM 444859102 3,218 28,548 SH   DFND 7 28,548 0 0
HUMANA INC COM 444859102 106,132 941,556 SH   DFND 8 0 0 941,556
HUNT J B TRANS SVCS INC COM 445658107 886,378 12,324,495 SH   DFND 1,5 201 0 12,324,294
HUNT J B TRANS SVCS INC COM 445658107 2,481 34,500 SH   DFND 6 34,500 0 0
HUNT J B TRANS SVCS INC COM 445658107 5,475 76,120 SH   DFND 7 76,120 0 0
HUNT J B TRANS SVCS INC COM 445658107 54,157 753,019 SH   DFND 8 0 0 753,019
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 53,165 41,213 SH   DFND 1,5 0 0 41,213
HUNTINGTON BANCSHARES INC COM 446150104 618,859 62,072,072 SH   DFND 1,5 2,000 0 62,070,072
HUNTINGTON BANCSHARES INC COM 446150104 2,627 263,493 SH   DFND 2 263,493 0 0
HUNTINGTON BANCSHARES INC COM 446150104 523 52,476 SH   DFND 3 52,476 0 0
HUNTINGTON BANCSHARES INC COM 446150104 7,813 783,701 SH   DFND 6 243,801 0 539,900
HUNTINGTON BANCSHARES INC COM 446150104 10,505 1,053,710 SH   DFND 7 802,010 0 251,700
HUNTINGTON BANCSHARES INC COM 446150104 29,731 2,982,051 SH   DFND 8 0 0 2,982,051
HUNTINGTON INGALLS INDS INC COM 446413106 69,674 681,344 SH   DFND 1,5 0 0 681,344
HUNTINGTON INGALLS INDS INC COM 446413106 4,332 42,367 SH   DFND 7 42,367 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 55,003 537,876 SH   DFND 8 0 0 537,876
HUNTSMAN CORP COM 447011107 82,043 3,359,674 SH   DFND 1,5 0 0 3,359,674
HUNTSMAN CORP COM 447011107 1,212 49,639 SH   DFND 6 49,639 0 0
HUNTSMAN CORP COM 447011107 54,083 2,214,700 SH   DFND 8 0 0 2,214,700
HURCO COMPANIES INC COM 447324104 16,905 633,624 SH   DFND 1,5 15,800 0 617,824
HURON CONSULTING GROUP INC COM 447462102 107,155 1,690,677 SH   DFND 1,5 0 0 1,690,677
HURON CONSULTING GROUP INC COM 447462102 596 9,400 SH   DFND 6 9,400 0 0
HURON CONSULTING GROUP INC COM 447462102 17,480 275,800 SH   DFND 8 0 0 275,800
HURON CONSULTING GROUP INC COM 447462102 30,877 487,180 SH   DFND   487,180 0 0
HYATT HOTELS CORP COM CL A 448579102 104,012 1,932,940 SH   DFND 1,5 108,700 0 1,824,240
HYATT HOTELS CORP COM CL A 448579102 4,253 79,040 SH   DFND 6 57,810 0 21,230
HYATT HOTELS CORP COM CL A 448579102 670 12,460 SH   DFND 7 12,460 0 0
HYPERION THERAPEUTICS INC COM 44915N101 18,207 705,700 SH   DFND 1,5 0 0 705,700
HYPERION THERAPEUTICS INC COM 44915N101 59,091 2,290,330 SH   DFND 8 0 0 2,290,330
HYSTER YALE MATLS HANDLING I CL A 449172105 25,179 258,247 SH   DFND 1,5 6,200 0 252,047
IAC INTERACTIVECORP COM PAR $.001 44919P508 45,070 631,325 SH   DFND 1,5 18,900 0 612,425
IAC INTERACTIVECORP COM PAR $.001 44919P508 963 13,487 SH   DFND 3 13,487 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 23,073 323,190 SH   DFND 6 221,400 0 101,790
IAC INTERACTIVECORP COM PAR $.001 44919P508 45,694 640,060 SH   DFND 7 640,060 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 18,038 252,675 SH   DFND 8 0 0 252,675
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,078 43,121 SH   DFND   43,121 0 0
IAMGOLD CORP COM 450913108 37 10,400 SH   DFND 7 10,400 0 0
IAMGOLD CORP COM 450913108 13,328 3,787,600 SH   DFND 8 0 0 3,787,600
ICF INTL INC COM 44925C103 3,394 85,252 SH   DFND 1,5 0 0 85,252
ICF INTL INC COM 44925C103 90,539 2,274,267 SH   DFND 8 0 0 2,274,267
ICG GROUP INC COM 44928D108 97,150 4,757,612 SH   DFND 1,5 396,900 0 4,360,712
ICG GROUP INC COM 44928D108 1,019 49,893 SH   DFND 6 10,593 0 39,300
ICG GROUP INC COM 44928D108 7,510 367,789 SH   DFND 8 0 0 367,789
ICICI BK LTD ADR 45104G104 28,073 640,929 SH   DFND 1,5 88,600 0 552,329
ICICI BK LTD ADR 45104G104 993 22,671 SH   DFND 6 22,671 0 0
ICON PLC SHS G4705A100 11,412 240,000 SH   DFND 1,5 0 0 240,000
IDACORP INC COM 451107106 112,144 2,021,700 SH   DFND 1,5 0 0 2,021,700
IDENIX PHARMACEUTICALS INC COM 45166R204 2,247 372,583 SH   DFND 8 0 0 372,583
IDERA PHARMACEUTICALS INC COM NEW 45168K306 7,637 1,871,751 SH   DFND 6 1,871,751 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 919 225,280 SH   DFND 7 225,280 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 3,468 849,987 SH   DFND   849,987 0 0
IDEX CORP COM 45167R104 40,125 550,484 SH   DFND 1,5 0 0 550,484
IDEX CORP COM 45167R104 9,219 126,480 SH   DFND 6 126,480 0 0
IDEX CORP COM 45167R104 10,738 147,323 SH   DFND 7 147,323 0 0
IDEX CORP COM 45167R104 26,632 365,367 SH   DFND 8 0 0 365,367
IDEX CORP COM 45167R104 10,144 139,171 SH   DFND   139,171 0 0
IDEXX LABS INC COM 45168D104 21,640 178,252 SH   DFND 1,5 3,813 0 174,439
IDT CORP CL B NEW 448947507 1,449 86,974 SH   DFND 1,5 0 0 86,974
IDT CORP CL B NEW 448947507 2,126 127,619 SH   DFND 8 0 0 127,619
IGATE CORP COM 45169U105 2,435 77,200 SH   DFND 8 0 0 77,200
IGNYTA INC COM 451731103 12,677 1,527,309 SH   DFND 8 0 0 1,527,309
IGNYTA INC COM 451731103 335 40,400 SH   DFND   40,400 0 0
ILLINOIS TOOL WKS INC COM 452308109 596,223 7,330,906 SH   DFND 1,5 187,087 0 7,143,819
ILLINOIS TOOL WKS INC COM 452308109 10,077 123,908 SH   DFND 2 123,908 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,130 50,780 SH   DFND 3 50,780 0 0
ILLINOIS TOOL WKS INC COM 452308109 12,631 155,300 SH   DFND 8 0 0 155,300
ILLINOIS TOOL WKS INC COM 452308109 1,098 13,500 SH   DFND   13,500 0 0
ILLUMINA INC COM 452327109 1,392,653 9,368,044 SH   DFND 1,5 229,839 0 9,138,205
ILLUMINA INC COM 452327109 784 5,271 SH   DFND 3 5,271 0 0
ILLUMINA INC COM 452327109 12,103 81,417 SH   DFND 6 81,417 0 0
ILLUMINA INC COM 452327109 280,733 1,888,421 SH   DFND 8 0 0 1,888,421
IMAGE SENSING SYS INC COM 45244C104 1,938 365,685 SH   DFND 1,5 9,100 0 356,585
IMATION CORP COM 45245A107 6,158 1,067,300 SH   DFND 8 0 0 1,067,300
IMAX CORP COM 45245E109 16,942 619,900 SH   DFND 1,5 0 0 619,900
IMMUNOGEN INC COM 45253H101 155,534 10,417,566 SH   DFND 1,5 754,000 0 9,663,566
IMMUNOGEN INC COM 45253H101 26,439 1,770,895 SH   DFND 8 0 0 1,770,895
IMMUNOMEDICS INC COM 452907108 38,323 9,102,906 SH   DFND 1,5 668,700 0 8,434,206
IMMUNOMEDICS INC COM 452907108 14,279 3,391,763 SH   DFND 8 0 0 3,391,763
IMPAX LABORATORIES INC COM 45256B101 82,940 3,139,300 SH   DFND 1,5 57,621 0 3,081,679
IMPAX LABORATORIES INC COM 45256B101 824 31,200 SH   DFND 7 31,200 0 0
IMPAX LABORATORIES INC COM 45256B101 26,747 1,012,387 SH   DFND 8 0 0 1,012,387
IMPAX LABORATORIES INC COM 45256B101 1,099 41,600 SH   DFND   41,600 0 0
IMPERIAL OIL LTD COM NEW 453038408 399,625 8,581,700 SH   DFND 1,5 4,800 0 8,576,900
IMPERIAL OIL LTD COM NEW 453038408 4,382 94,100 SH   DFND 6 94,100 0 0
IMPERIAL OIL LTD COM NEW 453038408 26,939 578,500 SH   DFND 7 578,500 0 0
IMPERIAL OIL LTD COM NEW 453038408 31,261 671,302 SH   DFND 8 0 0 671,302
IMPERIAL OIL LTD COM NEW 453038408 311,586 6,691,100 SH   DFND   6,691,100 0 0
IMPERVA INC COM 45321L100 59,980 1,076,832 SH   DFND 1,5 0 0 1,076,832
IMPERVA INC COM 45321L100 291 5,223 SH   DFND 6 5,223 0 0
INCONTACT INC COM 45336E109 43,910 4,573,960 SH   DFND 1,5 0 0 4,573,960
INCONTACT INC COM 45336E109 36,534 3,805,610 SH   DFND 8 0 0 3,805,610
INCYTE CORP COM 45337C102 172,370 3,220,668 SH   DFND 8 0 0 3,220,668
INCYTE CORP COM 45337C102 3,536 66,070 SH   DFND   66,070 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 12,400 955,322 SH   DFND 6 864,322 0 91,000
INDEPENDENT BANK CORP MICH COM NEW 453838609 822 63,300 SH   DFND 7 63,300 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,031 79,400 SH   DFND   79,400 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,934 49,937 SH   DFND 6 49,937 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 432 84,200 SH   DFND 1,5 2,100 0 82,100
INFINERA CORPORATION COM 45667G103 125,537 13,825,691 SH   DFND 1,5 1,018,900 0 12,806,791
INFINERA CORPORATION COM 45667G103 4,212 463,845 SH   DFND 8 0 0 463,845
INFINITY PHARMACEUTICALS INC COM 45665G303 34,303 2,885,045 SH   DFND 1,5 99,600 0 2,785,445
INFINITY PHARMACEUTICALS INC COM 45665G303 19,423 1,633,567 SH   DFND 8 0 0 1,633,567
INFOBLOX INC COM 45672H104 16,941 844,500 SH   DFND 1,5 0 0 844,500
INFOBLOX INC COM 45672H104 14,681 731,850 SH   DFND 6 679,450 0 52,400
INFOBLOX INC COM 45672H104 5,299 264,180 SH   DFND 7 264,180 0 0
INFOBLOX INC COM 45672H104 5,179 258,200 SH   DFND 8 0 0 258,200
INFOBLOX INC COM 45672H104 3,623 180,610 SH   DFND   180,610 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,557 47,200 SH   DFND 1,5 47,200 0 0
ING GROEP N V SPONSORED ADR 456837103 845 59,300 SH   DFND 1,5 0 0 59,300
ING U S INC COM 45685E106 116,064 3,200,000 SH   DFND 1,5 79,900 0 3,120,100
INGERSOLL-RAND PLC SHS G47791101 433,791 7,578,453 SH   DFND 1,5 0 0 7,578,453
INGERSOLL-RAND PLC SHS G47791101 4,692 81,967 SH   DFND 2 81,967 0 0
INGERSOLL-RAND PLC SHS G47791101 1,318 23,019 SH   DFND 3 23,019 0 0
INGERSOLL-RAND PLC SHS G47791101 31,597 552,012 SH   DFND 6 443,192 0 108,820
INGERSOLL-RAND PLC SHS G47791101 39,587 691,605 SH   DFND 7 600,805 0 90,800
INGERSOLL-RAND PLC SHS G47791101 2,765 48,300 SH   DFND 8 0 0 48,300
INGRAM MICRO INC CL A 457153104 439,535 14,869,256 SH   DFND 1,5 77,107 0 14,792,149
INGRAM MICRO INC CL A 457153104 18,457 624,390 SH   DFND 6 624,390 0 0
INGRAM MICRO INC CL A 457153104 101,723 3,441,234 SH   DFND   3,441,234 0 0
INGREDION INC COM 457187102 118,041 1,733,850 SH   DFND 1,5 39,550 0 1,694,300
INGREDION INC COM 457187102 4,358 64,010 SH   DFND 6 64,010 0 0
INGREDION INC COM 457187102 757 11,120 SH   DFND 7 11,120 0 0
INNERWORKINGS INC COM 45773Y105 5,129 669,529 SH   DFND 1,5 0 0 669,529
INNERWORKINGS INC COM 45773Y105 14,634 1,910,480 SH   DFND 6 1,910,480 0 0
INNERWORKINGS INC COM 45773Y105 928 121,210 SH   DFND 7 121,210 0 0
INNOPHOS HOLDINGS INC COM 45774N108 16,985 299,558 SH   DFND 8 0 0 299,558
INNOSPEC INC COM 45768S105 67,818 1,499,393 SH   DFND 1,5 25,000 0 1,474,393
INNOSPEC INC COM 45768S105 42,126 931,363 SH   DFND 6 931,363 0 0
INNOSPEC INC COM 45768S105 9,727 215,060 SH   DFND 7 215,060 0 0
INNOSPEC INC COM 45768S105 8,229 181,938 SH   DFND 8 0 0 181,938
INNOSPEC INC COM 45768S105 1,206 26,666 SH   DFND   26,666 0 0
INOGEN INC COM 45780L104 6,604 400,000 SH   DFND 8 0 0 400,000
INPHI CORP COM 45772F107 2,769 172,092 SH   DFND 1,5 0 0 172,092
INPHI CORP COM 45772F107 2,739 170,248 SH   DFND 8 0 0 170,248
INSIGHT ENTERPRISES INC COM 45765U103 114,423 4,556,857 SH   DFND 1,5 42,400 0 4,514,457
INSMED INC COM PAR $.01 457669307 89,761 4,714,364 SH   DFND 1,5 0 0 4,714,364
INSMED INC COM PAR $.01 457669307 463 24,300 SH   DFND 6 24,300 0 0
INSMED INC COM PAR $.01 457669307 21,911 1,150,772 SH   DFND 8 0 0 1,150,772
INSTEEL INDUSTRIES INC COM 45774W108 958 48,680 SH   DFND 1,5 1,100 0 47,580
INSULET CORP COM 45784P101 258,178 5,444,496 SH   DFND 1,5 396,600 0 5,047,896
INSULET CORP COM 45784P101 882 18,600 SH   DFND 6 18,600 0 0
INSULET CORP COM 45784P101 5,690 120,000 SH   DFND 8 0 0 120,000
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 46,388 1,119,670 SH   DFND 8 0 0 1,119,670
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 193,021 4,197,012 SH   DFND 1,5 0 0 4,197,012
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 22,995 500,000 SH   DFND 8 0 0 500,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 51,970 4,249,387 SH   DFND 1,5 64,200 0 4,185,187
INTEGRATED SILICON SOLUTION COM 45812P107 11,509 740,106 SH   DFND 1,5 0 0 740,106
INTEGRYS ENERGY GROUP INC COM 45822P105 1,512 25,348 SH   DFND 2 25,348 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 279 4,674 SH   DFND 3 4,674 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 57,118 40,980,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 298,145 11,551,548 SH   DFND 1,5 54,100 0 11,497,448
INTEL CORP COM 458140100 40,679 1,576,113 SH   DFND 2 1,576,113 0 0
INTEL CORP COM 458140100 10,164 393,809 SH   DFND 3 393,809 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 84 60,000 PRN   DFND   0 0 0
INTELSAT S A COM L5140P101 163,233 8,719,700 SH   DFND 1,5 0 0 8,719,700
INTER PARFUMS INC COM 458334109 40,569 1,120,385 SH   DFND 1,5 0 0 1,120,385
INTERACTIVE BROKERS GROUP IN COM 45841N107 29,358 1,354,797 SH   DFND 1,5 0 0 1,354,797
INTERACTIVE BROKERS GROUP IN COM 45841N107 66,481 3,067,876 SH   DFND 6 2,953,485 0 114,391
INTERACTIVE BROKERS GROUP IN COM 45841N107 10,859 501,130 SH   DFND 7 501,130 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 14,086 650,000 SH   DFND 8 0 0 650,000
INTERACTIVE BROKERS GROUP IN COM 45841N107 8,175 377,255 SH   DFND   377,255 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 59,706 823,526 SH   DFND 1,5 0 0 823,526
INTERACTIVE INTELLIGENCE GRO COM 45841V109 305 4,211 SH   DFND 6 4,211 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 12,442 171,618 SH   DFND 8 0 0 171,618
INTERCEPT PHARMACEUTICALS IN COM 45845P108 405,817 1,230,533 SH   DFND 1,5 23,700 0 1,206,833
INTERCEPT PHARMACEUTICALS IN COM 45845P108 11,678 35,410 SH   DFND 6 35,410 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 535,357 1,623,326 SH   DFND 8 0 0 1,623,326
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 255,062 7,872,282 SH   DFND 1,5 148,500 0 7,723,782
INTERCONTINENTALEXCHANGE GRO COM 45866F104 620,563 3,136,849 SH   DFND 1,5 31,239 0 3,105,610
INTERCONTINENTALEXCHANGE GRO COM 45866F104 7,209 36,442 SH   DFND 2 36,442 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 1,345 6,798 SH   DFND 3 6,798 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 18,841 95,240 SH   DFND 6 65,280 0 29,960
INTERCONTINENTALEXCHANGE GRO COM 45866F104 24,735 125,030 SH   DFND 7 101,350 0 23,680
INTERCONTINENTALEXCHANGE GRO COM 45866F104 46,629 235,704 SH   DFND 8 0 0 235,704
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 97,586 94,400,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 778 23,500 SH   DFND 1,5 0 0 23,500
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 3,794 3,670,000 PRN   DFND 6 0 0 0
INTERDIGITAL INC COM 45867G101 2,682 81,000 SH   DFND 8 0 0 81,000
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 124 120,000 PRN   DFND   0 0 0
INTERFACE INC COM 458665304 85,206 4,146,258 SH   DFND 1,5 201,758 0 3,944,500
INTERFACE INC COM 458665304 8,369 407,260 SH   DFND 6 407,260 0 0
INTERFACE INC COM 458665304 1,456 70,870 SH   DFND 7 70,870 0 0
INTERFACE INC COM 458665304 660 32,100 SH   DFND 8 0 0 32,100
INTERMOLECULAR INC COM 45882D109 3,733 1,333,250 SH   DFND 1,5 0 0 1,333,250
INTERMOLECULAR INC COM 45882D109 3,323 1,186,866 SH   DFND 8 0 0 1,186,866
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 10,565 4,000,000 PRN   DFND 1,5 0 0 0
INTERMUNE INC COM 45884X103 189,534 5,662,799 SH   DFND 1,5 46,800 0 5,615,999
INTERMUNE INC COM 45884X103 818 24,430 SH   DFND 6 24,430 0 0
INTERMUNE INC COM 45884X103 287,907 8,601,930 SH   DFND 8 0 0 8,601,930
INTERNATIONAL BUSINESS MACHS COM 459200101 1,444,412 7,503,829 SH   DFND 1,5 437,940 0 7,065,889
INTERNATIONAL BUSINESS MACHS COM 459200101 59,729 310,297 SH   DFND 2 310,297 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 18,139 94,234 SH   DFND 3 94,234 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,889 87,741 SH   DFND 6 80,051 0 7,690
INTERNATIONAL BUSINESS MACHS COM 459200101 51,603 268,081 SH   DFND 7 268,081 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 259,630 1,348,798 SH   DFND 8 0 0 1,348,798
INTERNATIONAL BUSINESS MACHS COM 459200101 542,274 2,817,164 SH   DFND   2,817,164 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,693 38,600 SH   DFND 1,5 0 0 38,600
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,465 25,763 SH   DFND 2 25,763 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 338 3,530 SH   DFND 3 3,530 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 9,842 700,000 SH   DFND 1,5 17,500 0 682,500
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,100 78,203 SH   DFND 2 78,203 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 293 20,864 SH   DFND 3 20,864 0 0
INTERNATIONAL GAME TECHNOLOG NOTE 3.250% 5/0 459902AQ5 44,891 44,810,000 PRN   DFND   0 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 3,860 140,865 SH   DFND 1,5 0 0 140,865
INTERNATIONAL RECTIFIER CORP COM 460254105 304 11,100 SH   DFND 8 0 0 11,100
INTERPUBLIC GROUP COS INC COM 460690100 148,314 8,653,084 SH   DFND 1,5 0 0 8,653,084
INTERPUBLIC GROUP COS INC COM 460690100 2,304 134,420 SH   DFND 2 134,420 0 0
INTERPUBLIC GROUP COS INC COM 460690100 487 28,405 SH   DFND 3 28,405 0 0
INTERPUBLIC GROUP COS INC COM 460690100 267 15,579 SH   DFND 6 0 0 15,579
INTERPUBLIC GROUP COS INC COM 460690100 11,871 692,600 SH   DFND 8 0 0 692,600
INTERSIL CORP CL A 46069S109 103,065 7,977,133 SH   DFND 1,5 0 0 7,977,133
INTERSIL CORP CL A 46069S109 2,044 158,183 SH   DFND 8 0 0 158,183
INTERVAL LEISURE GROUP INC COM 46113M108 39,253 1,501,645 SH   DFND 1,5 0 0 1,501,645
INTERVAL LEISURE GROUP INC COM 46113M108 12,676 484,936 SH   DFND 6 406,936 0 78,000
INTERVAL LEISURE GROUP INC COM 46113M108 2,695 103,100 SH   DFND 7 103,100 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 32,675 1,249,982 SH   DFND   1,249,982 0 0
INTERXION HOLDING N.V SHS N47279109 47,907 1,997,769 SH   DFND 1,5 0 0 1,997,769
INTERXION HOLDING N.V SHS N47279109 1,861 77,620 SH   DFND 8 0 0 77,620
INTERXION HOLDING N.V SHS N47279109 1,199 50,000 SH   DFND   50,000 0 0
INTEVAC INC COM 461148108 10,361 1,068,168 SH   DFND 8 0 0 1,068,168
INTL PAPER CO COM 460146103 128,988 2,811,424 SH   DFND 1,5 11,700 0 2,799,724
INTL PAPER CO COM 460146103 6,382 139,099 SH   DFND 2 139,099 0 0
INTL PAPER CO COM 460146103 2,204 48,034 SH   DFND 3 48,034 0 0
INTL PAPER CO COM 460146103 6,791 148,026 SH   DFND 7 148,026 0 0
INTL PAPER CO COM 460146103 77,962 1,699,259 SH   DFND 8 0 0 1,699,259
INTRA CELLULAR THERAPIES INC COM 46116X101 47,655 2,621,308 SH   DFND 1,5 46,400 0 2,574,908
INTRA CELLULAR THERAPIES INC COM 46116X101 32,035 1,762,104 SH   DFND 8 0 0 1,762,104
INTRALINKS HLDGS INC COM 46118H104 10,675 1,043,460 SH   DFND 6 1,043,460 0 0
INTRALINKS HLDGS INC COM 46118H104 1,506 147,220 SH   DFND 7 147,220 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 9,966 764,235 SH   DFND 1,5 0 0 764,235
INTREPID POTASH INC COM 46121Y102 84,068 5,437,785 SH   DFND 1,5 18,800 0 5,418,985
INTREPID POTASH INC COM 46121Y102 1,545 99,916 SH   DFND 6 99,916 0 0
INTREPID POTASH INC COM 46121Y102 11,509 744,417 SH   DFND 8 0 0 744,417
INTREXON CORP COM 46122T102 73,464 2,794,372 SH   DFND 1,5 143,900 0 2,650,472
INTREXON CORP COM 46122T102 305 11,600 SH   DFND 6 11,600 0 0
INTREXON CORP COM 46122T102 8,665 329,579 SH   DFND 8 0 0 329,579
INTUIT COM 461202103 311,416 4,006,377 SH   DFND 1,5 71,500 0 3,934,877
INTUIT COM 461202103 6,981 89,810 SH   DFND 2 89,810 0 0
INTUIT COM 461202103 2,190 28,176 SH   DFND 3 28,176 0 0
INTUIT COM 461202103 622 8,000 SH   DFND 6 8,000 0 0
INTUIT COM 461202103 3,945 50,750 SH   DFND 7 50,750 0 0
INTUIT COM 461202103 5,692 73,223 SH   DFND 8 0 0 73,223
INTUITIVE SURGICAL INC COM NEW 46120E602 459,836 1,049,877 SH   DFND 1,5 9,700 0 1,040,177
INTUITIVE SURGICAL INC COM NEW 46120E602 5,300 12,100 SH   DFND 2 12,100 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 787 1,796 SH   DFND 3 1,796 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 5,975 13,643 SH   DFND 6 13,643 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,438 7,850 SH   DFND 7 7,850 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 258,830 590,950 SH   DFND 8 0 0 590,950
INVACARE CORP COM 461203101 17,165 900,100 SH   DFND 1,5 22,000 0 878,100
INVENSENSE INC COM 46123D205 150,084 6,340,677 SH   DFND 1,5 39,464 0 6,301,213
INVENSENSE INC COM 46123D205 43,246 1,827,021 SH   DFND 6 1,754,621 0 72,400
INVENSENSE INC COM 46123D205 11,855 500,838 SH   DFND 7 462,378 0 38,460
INVENSENSE INC COM 46123D205 23,333 985,765 SH   DFND 8 0 0 985,765
INVENSENSE INC COM 46123D205 4,692 198,240 SH   DFND   198,240 0 0
INVENTURE FOODS INC COM 461212102 4,045 289,340 SH   DFND   289,340 0 0
INVESCO LTD SHS G491BT108 636,715 17,208,523 SH   DFND 1,5 216,068 0 16,992,455
INVESCO LTD SHS G491BT108 5,080 137,308 SH   DFND 2 137,308 0 0
INVESCO LTD SHS G491BT108 365 9,869 SH   DFND 3 9,869 0 0
INVESCO LTD SHS G491BT108 50,955 1,377,168 SH   DFND 6 1,181,868 0 195,300
INVESCO LTD SHS G491BT108 68,720 1,857,299 SH   DFND 7 1,696,599 0 160,700
INVESCO LTD SHS G491BT108 71,516 1,932,869 SH   DFND 8 0 0 1,932,869
INVESCO LTD SHS G491BT108 89,828 2,427,785 SH   DFND   2,427,785 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,714 164,757 SH   DFND 8 0 0 164,757
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 5,002 247,602 SH   DFND 6 247,602 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 872 43,148 SH   DFND 7 43,148 0 0
INVESTORS BANCORP INC COM 46146P102 19,421 702,641 SH   DFND 6 702,641 0 0
INVESTORS BANCORP INC COM 46146P102 5,940 214,900 SH   DFND 7 214,900 0 0
INVESTORS BANCORP INC COM 46146P102 680 24,602 SH   DFND   24,602 0 0
ION GEOPHYSICAL CORP COM 462044108 1,368 325,000 SH   DFND 8 0 0 325,000
IPG PHOTONICS CORP COM 44980X109 9,375 131,900 SH   DFND 1,5 0 0 131,900
IPG PHOTONICS CORP COM 44980X109 1,778 25,020 SH   DFND   25,020 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,881 383,680 SH   DFND 1,5 0 0 383,680
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,147 552,220 SH   DFND 8 0 0 552,220
IROBOT CORP COM 462726100 46,321 1,128,400 SH   DFND 1,5 0 0 1,128,400
IRON MTN INC COM 462846106 74,881 2,716,037 SH   DFND 1,5 5,200 0 2,710,837
IRON MTN INC COM 462846106 1,490 54,029 SH   DFND 2 54,029 0 0
IRON MTN INC COM 462846106 15,143 549,240 SH   DFND 8 0 0 549,240
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 176,562 14,331,371 SH   DFND 1,5 835,038 0 13,496,333
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 131 10,971 SH   DFND 4 10,971 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 753 61,103 SH   DFND 6 61,103 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 66,078 5,363,461 SH   DFND 8 0 0 5,363,461
ISHARES CHINA LG-CAP ETF 464287184 31,268 873,900 SH   DFND 1,5 0 0 873,900
ISHARES CORE TOTUSBD ETF 464287226 71,452 661,900 SH   DFND 1,5 0 0 661,900
ISHARES MSCI EMG MKT ETF 464287234 284,323 6,936,400 SH   DFND 1,5 1,230,400 0 5,706,000
ISHARES 7-10 Y TR BD ETF 464287440 17,160 168,677 SH   DFND 1,5 168,677 0 0
ISHARES 3-7 YR TR BD ETF 464288661 47,775 395,784 SH   DFND 1,5 141,184 0 254,600
ISHARES MSCI EAFE ETF 464287465 59,358 883,700 SH   DFND 1,5 69,500 0 814,200
ISHARES MSCI CDA ETF 464286509 2,524 85,400 SH   DFND 1,5 7,400 0 78,000
ISHARES RUSSELL 3000 ETF 464287689 61,344 546,200 SH   DFND 1,5 59,900 0 486,300
ISHARES TIPS BD ETF 464287176 8,845 78,900 SH   DFND 1,5 6,800 0 72,100
ISHARES MSCI TURKEY ETF 464286715 13,781 283,100 SH   DFND 1,5 0 0 283,100
ISHARES MSCI BRZ CAP ETF 464286400 130,054 2,888,800 SH   DFND 1,5 0 0 2,888,800
ISHARES MSCI MEX CAP ETF 464286822 16,659 260,500 SH   DFND 1,5 0 0 260,500
ISHARES S&P 500 VAL ETF 464287408 31,989 368,116 SH   DFND 3 368,116 0 0
ISHARES RUSSELL 2000 ETF 464287655 25,391 218,245 SH   DFND 3 218,245 0 0
ISHARES MSCI JAPAN ETF 464286848 425,760 37,578,078 SH   DFND 3 37,578,078 0 0
ISHARES RUS 1000 ETF 464287622 268,332 2,561,153 SH   DFND 3 2,561,153 0 0
ISHARES U.S. FINLS ETF 464287788 50,316 615,412 SH   DFND 3 615,412 0 0
ISHARES MSCI AUST ETF 464286103 122,497 4,735,080 SH   DFND 3 4,735,080 0 0
ISHARES U.S. REAL ES ETF 464287739 234 3,463 SH   DFND 3 3,463 0 0
ISHARES U.S. TELECOM ETF 464287713 30,502 1,017,405 SH   DFND 3 1,017,405 0 0
ISHARES EAFE SML CP ETF 464288273 333,848 6,395,556 SH   DFND 3 6,395,556 0 0
ISHARES S&P MC 400GR ETF 464287606 770 5,036 SH   DFND 3 5,036 0 0
ISHARES S&P 500 GRWT ETF 464287309 2,450 24,543 SH   DFND 3 24,543 0 0
ISHARES MSCI PAC JP ETF 464286665 492 10,233 SH   DFND 3 10,233 0 0
ISHARES RUS 2000 VAL ETF 464287630 45,952 455,690 SH   DFND 3 455,690 0 0
ISHARES RUSSELL 3000 ETF 464287689 1,884 16,773 SH   DFND 3 16,773 0 0
ISHARES MSCI GERMANY ETF 464286806 357 11,404 SH   DFND 3 11,404 0 0
ISHARES CORE S&P500 ETF 464287200 7,196 38,242 SH   DFND 3 38,242 0 0
ISHARES GLOBAL 100 ETF 464287572 326 4,218 SH   DFND 3 4,218 0 0
ISHARES RUS 1000 GRW ETF 464287614 1,073,552 12,405,272 SH   DFND 3 12,405,272 0 0
ISHARES NAT AMT FREE BD 464288414 905 8,457 SH   DFND 3 8,457 0 0
ISHARES EUROPE ETF 464287861 154,165 3,193,152 SH   DFND 3 3,193,152 0 0
ISHARES MSCI ACWI ETF 464288257 495 8,581 SH   DFND 3 8,581 0 0
ISHARES RUS 2000 GRW ETF 464287648 15,792 116,069 SH   DFND 3 116,069 0 0
ISHARES S&P MC 400VL ETF 464287705 830 6,896 SH   DFND 3 6,896 0 0
ISHARES RUS MD CP GR ETF 464287481 19,790 230,648 SH   DFND 3 230,648 0 0
ISHARES RUS 1000 VAL ETF 464287598 1,326,739 13,748,595 SH   DFND 3 13,748,595 0 0
ISHARES MSCI ACWI US ETF 464288240 262 5,659 SH   DFND 3 5,659 0 0
ISHARES CORE S&P MCP ETF 464287507 3,536 26,107 SH   DFND 3 26,107 0 0
ISHARES IBOXX INV CP ETF 464287242 700 5,988 SH   DFND 3 5,988 0 0
ISHARES EAFE VALUE ETF 464288877 483 8,402 SH   DFND 3 8,402 0 0
ISHARES RUS 3000 GRW ETF 464287671 36,495 519,207 SH   DFND 3 519,207 0 0
ISHARES MSCI UK ETF 464286699 252 12,273 SH   DFND 3 12,273 0 0
ISHARES S&P 100 ETF 464287101 184,070 2,222,802 SH   DFND 3 2,222,802 0 0
ISHARES EAFE GRWTH ETF 464288885 374 5,276 SH   DFND 3 5,276 0 0
ISHARES RUS MDCP VAL ETF 464287473 260,506 3,859,342 SH   DFND 3 3,859,342 0 0
ISHARES US HLTHCARE ETF 464287762 206 1,702 SH   DFND 3 1,702 0 0
ISHARES CORE S&P SCP ETF 464287804 2,594 23,968 SH   DFND 3 23,968 0 0
ISHARES EMU ETF 464286608 317 7,520 SH   DFND 3 7,520 0 0
ISHARES NASDQ BIOTEC ETF 464287556 897 3,792 SH   DFND 3 3,792 0 0
ISHARES MSCI CDA ETF 464286509 303 10,238 SH   DFND 3 10,238 0 0
ISHARES SELECT DIVID ETF 464287168 2,034 28,042 SH   DFND 3 28,042 0 0
ISHARES SP SMCP600VL ETF 464287879 315 2,826 SH   DFND 3 2,826 0 0
ISHARES SP SMCP600GR ETF 464287887 441 3,784 SH   DFND 3 3,784 0 0
ISHARES RUS MID-CAP ETF 464287499 51,227 331,008 SH   DFND 3 331,008 0 0
ISHARES RUS 3000 VAL ETF 464287663 3,142 25,108 SH   DFND 3 25,108 0 0
ISHARES MSCI EAFE ETF 464287465 41,389 616,183 SH   DFND 3 616,183 0 0
ISHARES INTL SEL DIV ETF 464288448 352 9,119 SH   DFND 3 9,119 0 0
ISHARES COHEN&STEER REIT 464287564 420 5,149 SH   DFND 3 5,149 0 0
ISHARES U.S. TECH ETF 464287721 18,982 208,455 SH   DFND 3 208,455 0 0
ISHARES MSCI EMG MKT ETF 464287234 7,200 175,658 SH   DFND 3 175,658 0 0
ISHARES CORE TOTUSBD ETF 464287226 270 2,500 SH   DFND 3 2,500 0 0
ISHARES U.S. PFD STK ETF 464288687 239 6,126 SH   DFND 3 6,126 0 0
ISHARES MSCI EAFE ETF 464287465 3,075 45,785 SH   DFND 6 45,785 0 0
ISHARES MSCI CDA ETF 464286509 248 8,400 SH   DFND 6 8,400 0 0
ISHARES EAFE SML CP ETF 464288273 1,336 25,600 SH   DFND 6 25,600 0 0
ISHARES JP MOR EM MK ETF 464288281 624 5,600 SH   DFND 6 5,600 0 0
ISHARES RUSSELL 2000 ETF 464287655 2,038 17,517 SH   DFND 6 17,517 0 0
ISHARES JP MOR EM MK ETF 464288281 2,666 23,923 SH   DFND 7 23,923 0 0
ISHARES EAFE SML CP ETF 464288273 2,637 50,519 SH   DFND 7 50,519 0 0
ISHARES MSCI EAFE ETF 464287465 11,265 167,712 SH   DFND 7 167,712 0 0
ISHARES MSCI EMG MKT ETF 464287234 7,793 190,116 SH   DFND 7 190,116 0 0
ISHARES U.S. FIN SVC ETF 464287770 3,846 45,285 SH   DFND 7 45,285 0 0
ISHARES MSCI CDA ETF 464286509 956 32,367 SH   DFND 7 32,367 0 0
ISHARES RUSSELL 2000 ETF 464287655 993 8,533 SH   DFND 7 8,533 0 0
ISHARES RUS 1000 GRW ETF 464287614 325 3,757 SH   DFND 7 3,757 0 0
ISHARES RUS 1000 VAL ETF 464287598 668 6,922 SH   DFND 7 6,922 0 0
ISHARES CORE S&P500 ETF 464287200 6,962 36,998 SH   DFND 7 36,998 0 0
ISHARES US HOME CONS ETF 464288752 274 11,301 SH   DFND   11,301 0 0
ISHARES MSCI EMG MKT ETF 464287234 6,518 159,013 SH   DFND   159,013 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,774 222,974 SH   DFND 3 222,974 0 0
ISHARES INC CORE MSCI EMKT 46434G103 393 8,000 SH   DFND 6 8,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,601 32,620 SH   DFND 7 32,620 0 0
ISHARES TR USA MIN VOL ETF 46429B697 2,523 69,987 SH   DFND 6 69,987 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 2,514 40,054 SH   DFND 6 40,054 0 0
ISHARES NASDQ BIOTEC ETF 464287556 1,182 5,000 SH Put DFND 7 0 0 0
ISIS PHARMACEUTICALS INC COM 464330109 639,903 14,809,152 SH   DFND 1,5 1,083,600 0 13,725,552
ISIS PHARMACEUTICALS INC COM 464330109 118,421 2,740,581 SH   DFND 8 0 0 2,740,581
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 16,099 6,000,000 PRN   DFND 1,5 0 0 0
ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 12,454 2,461,360 SH   DFND 4 2,461,360 0 0
ISTAR FINL INC COM 45031U101 18,971 1,285,330 SH   DFND 1,5 0 0 1,285,330
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 238,995 16,083,099 SH   DFND 1,5 211,753 0 15,871,346
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 8,266 556,240 SH   DFND 8 0 0 556,240
ITC HLDGS CORP COM 465685105 373,759 10,006,922 SH   DFND 1,5 100,000 0 9,906,922
ITC HLDGS CORP COM 465685105 39,083 1,046,400 SH   DFND 8 0 0 1,046,400
ITRON INC COM 465741106 4,656 131,000 SH   DFND 1,5 100 0 130,900
ITRON INC COM 465741106 533 15,000 SH   DFND 6 15,000 0 0
ITRON INC COM 465741106 547 15,400 SH   DFND 8 0 0 15,400
ITT CORP NEW COM NEW 450911201 97,884 2,289,154 SH   DFND 1,5 250 0 2,288,904
ITT CORP NEW COM NEW 450911201 851 19,900 SH   DFND 6 19,900 0 0
ITT CORP NEW COM NEW 450911201 20,296 474,651 SH   DFND 8 0 0 474,651
ITT EDUCATIONAL SERVICES INC COM 45068B109 18,718 652,641 SH   DFND 1,5 2,500 0 650,141
ITURAN LOCATION AND CONTROL SHS M6158M104 14,630 586,393 SH   DFND 1,5 0 0 586,393
ITURAN LOCATION AND CONTROL SHS M6158M104 1,909 76,794 SH   DFND 6 34,194 0 42,600
ITURAN LOCATION AND CONTROL SHS M6158M104 1,268 51,000 SH   DFND 7 51,000 0 0
IXIA COM 45071R109 62,339 4,987,099 SH   DFND 1,5 27,200 0 4,959,899
IXIA COM 45071R109 5,035 402,770 SH   DFND 6 402,770 0 0
IXIA COM 45071R109 874 69,950 SH   DFND 7 69,950 0 0
IXIA COM 45071R109 8,718 697,401 SH   DFND 8 0 0 697,401
J & J SNACK FOODS CORP COM 466032109 29,578 308,200 SH   DFND 1,5 0 0 308,200
J2 GLOBAL INC COM 48123V102 208,759 4,171,000 SH   DFND 1,5 0 0 4,171,000
JABIL CIRCUIT INC COM 466313103 133,989 7,443,832 SH   DFND 1,5 27,600 0 7,416,232
JABIL CIRCUIT INC COM 466313103 1,071 59,489 SH   DFND 2 59,489 0 0
JABIL CIRCUIT INC COM 466313103 239 13,304 SH   DFND 3 13,304 0 0
JACK IN THE BOX INC COM 466367109 139,577 2,368,114 SH   DFND 1,5 52,400 0 2,315,714
JACK IN THE BOX INC COM 466367109 21,680 367,840 SH   DFND 6 367,840 0 0
JACK IN THE BOX INC COM 466367109 21,106 358,100 SH   DFND 8 0 0 358,100
JACOBS ENGR GROUP INC DEL COM 469814107 308,922 4,864,920 SH   DFND 1,5 106,697 0 4,758,223
JACOBS ENGR GROUP INC DEL COM 469814107 2,655 41,813 SH   DFND 2 41,813 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 755 11,888 SH   DFND 3 11,888 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 756 11,900 SH   DFND 6 11,900 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 17,269 271,950 SH   DFND 8 0 0 271,950
JAKKS PAC INC COM 47012E106 7,423 1,028,100 SH   DFND 1,5 28,100 0 1,000,000
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 48,094 704,570 SH   DFND 1,5 5,100 0 699,470
JARDEN CORP COM 471109108 139,241 2,327,279 SH   DFND 1,5 0 0 2,327,279
JARDEN CORP COM 471109108 51,909 867,600 SH   DFND 6 867,600 0 0
JARDEN CORP COM 471109108 6,357 106,245 SH   DFND 7 106,245 0 0
JARDEN CORP COM 471109108 15,008 250,836 SH   DFND 8 0 0 250,836
JARDEN CORP COM 471109108 84,131 1,406,164 SH   DFND   1,406,164 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 634,171 4,572,909 SH   DFND 1,5 73,050 0 4,499,859
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 33,135 238,930 SH   DFND 6 238,930 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 105,529 760,953 SH   DFND 8 0 0 760,953
JDS UNIPHASE CORP COM PAR $0.001 46612J507 599 42,760 SH   DFND 1,5 0 0 42,760
JDS UNIPHASE CORP COM PAR $0.001 46612J507 320 22,831 SH   DFND 3 22,831 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 2,029 144,900 SH   DFND 8 0 0 144,900
JDS UNIPHASE CORP COM PAR $0.001 46612J507 774 55,302 SH   DFND   55,302 0 0
JETBLUE AIRWAYS CORP COM 477143101 127,597 14,683,165 SH   DFND 1,5 1,293,600 0 13,389,565
JINPAN INTL LTD ORD G5138L100 2,844 377,640 SH   DFND 1,5 9,400 0 368,240
JIVE SOFTWARE INC COM 47760A108 772 96,356 SH   DFND 1,5 0 0 96,356
JIVE SOFTWARE INC COM 47760A108 6,341 791,644 SH   DFND 8 0 0 791,644
JOHNSON & JOHNSON COM 478160104 4,021,551 40,940,149 SH   DFND 1,5 977,958 0 39,962,191
JOHNSON & JOHNSON COM 478160104 88,088 896,756 SH   DFND 2 896,756 0 0
JOHNSON & JOHNSON COM 478160104 28,844 293,639 SH   DFND 3 293,639 0 0
JOHNSON & JOHNSON COM 478160104 32,338 329,206 SH   DFND 6 256,506 0 72,700
JOHNSON & JOHNSON COM 478160104 34,849 354,770 SH   DFND 7 354,770 0 0
JOHNSON & JOHNSON COM 478160104 124,143 1,263,800 SH   DFND 8 0 0 1,263,800
JOHNSON & JOHNSON COM 478160104 17,432 177,463 SH   DFND   177,463 0 0
JOHNSON CTLS INC COM 478366107 865,321 18,286,581 SH   DFND 1,5 388,190 0 17,898,391
JOHNSON CTLS INC COM 478366107 9,961 210,495 SH   DFND 2 210,495 0 0
JOHNSON CTLS INC COM 478366107 2,978 62,943 SH   DFND 3 62,943 0 0
JOHNSON CTLS INC COM 478366107 12,336 260,698 SH   DFND 6 106,298 0 154,400
JOHNSON CTLS INC COM 478366107 14,319 302,600 SH   DFND 7 230,600 0 72,000
JOHNSON CTLS INC COM 478366107 56,711 1,198,452 SH   DFND 8 0 0 1,198,452
JONES GROUP INC COM 48020T101 8,982 600,000 SH   DFND 7 600,000 0 0
JONES GROUP INC COM 48020T101 169,995 11,355,710 SH   DFND   11,355,710 0 0
JONES LANG LASALLE INC COM 48020Q107 88,405 746,033 SH   DFND 1,5 0 0 746,033
JONES LANG LASALLE INC COM 48020Q107 31,328 264,374 SH   DFND 6 245,774 0 18,600
JONES LANG LASALLE INC COM 48020Q107 10,818 91,290 SH   DFND 7 91,290 0 0
JONES LANG LASALLE INC COM 48020Q107 6,095 51,437 SH   DFND   51,437 0 0
JOS A BANK CLOTHIERS INC COM 480838101 202,545 3,150,000 SH   DFND 1,5 250,000 0 2,900,000
JOURNAL COMMUNICATIONS INC CL A 481130102 2,715 306,475 SH   DFND 8 0 0 306,475
JOY GLOBAL INC COM 481165108 1,841 31,743 SH   DFND 2 31,743 0 0
JPMORGAN CHASE & CO COM 46625H100 7,079,403 116,610,155 SH   DFND 1,5 1,937,610 0 114,672,545
JPMORGAN CHASE & CO COM 46625H100 72,877 1,200,415 SH   DFND 2 1,200,415 0 0
JPMORGAN CHASE & CO COM 46625H100 20,273 333,927 SH   DFND 3 333,927 0 0
JPMORGAN CHASE & CO COM 46625H100 211,435 3,482,699 SH   DFND 6 2,636,099 0 846,600
JPMORGAN CHASE & CO COM 46625H100 312,152 5,141,694 SH   DFND 7 4,857,814 0 283,880
JPMORGAN CHASE & CO COM 46625H100 140,886 2,320,635 SH   DFND 8 0 0 2,320,635
JPMORGAN CHASE & CO COM 46625H100 84,140 1,385,927 SH   DFND   1,385,927 0 0
JTH HLDG INC CL A 46637N103 391 14,100 SH   DFND 1,5 0 0 14,100
JTH HLDG INC CL A 46637N103 747 26,911 SH   DFND 6 26,911 0 0
JUNIPER NETWORKS INC COM 48203R104 358,200 13,905,270 SH   DFND 1,5 80,144 0 13,825,126
JUNIPER NETWORKS INC COM 48203R104 4,092 158,854 SH   DFND 2 158,854 0 0
JUNIPER NETWORKS INC COM 48203R104 1,569 60,891 SH   DFND 3 60,891 0 0
JUNIPER NETWORKS INC COM 48203R104 6,873 266,801 SH   DFND 6 118,001 0 148,800
JUNIPER NETWORKS INC COM 48203R104 7,499 291,100 SH   DFND 7 221,900 0 69,200
JUNIPER NETWORKS INC COM 48203R104 55,057 2,137,322 SH   DFND 8 0 0 2,137,322
JUST ENERGY GROUP INC COM 48213W101 2,893 329,501 SH   DFND   329,501 0 0
K12 INC COM 48273U102 32,328 1,427,300 SH   DFND 1,5 125,306 0 1,301,994
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,557 21,800 SH   DFND 6 8,000 0 13,800
KAISER ALUMINUM CORP COM PAR $0.01 483007704 550 7,700 SH   DFND 7 7,700 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,152 30,130 SH   DFND   30,130 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 4,548 1,678,366 SH   DFND 8 0 0 1,678,366
KAMADA LTD SHS M6240T109 39,386 2,725,706 SH   DFND 1,5 0 0 2,725,706
KAMADA LTD SHS M6240T109 1,447 100,000 SH   DFND 8 0 0 100,000
KAMAN CORP COM 483548103 30,432 748,080 SH   DFND 1,5 0 0 748,080
KAMAN CORP COM 483548103 1,855 45,600 SH   DFND 6 45,600 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 317,119 3,107,181 SH   DFND 1,5 77,581 0 3,029,600
KANSAS CITY SOUTHERN COM NEW 485170302 3,567 34,948 SH   DFND 2 34,948 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 755 7,400 SH   DFND 6 7,400 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 8,736 85,600 SH   DFND 8 0 0 85,600
KAR AUCTION SVCS INC COM 48238T109 401,206 13,219,303 SH   DFND 1,5 69,700 0 13,149,603
KAR AUCTION SVCS INC COM 48238T109 24,956 822,266 SH   DFND 6 777,666 0 44,600
KAR AUCTION SVCS INC COM 48238T109 2,365 77,910 SH   DFND 7 77,910 0 0
KAR AUCTION SVCS INC COM 48238T109 31,305 1,031,480 SH   DFND 8 0 0 1,031,480
KAR AUCTION SVCS INC COM 48238T109 4,217 138,954 SH   DFND   138,954 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 72,468 2,346,000 SH   DFND 8 0 0 2,346,000
KATE SPADE & CO COM 485865109 502,438 13,546,465 SH   DFND 1,5 876,906 0 12,669,559
KATE SPADE & CO COM 485865109 3,399 91,640 SH   DFND 6 91,640 0 0
KB HOME COM 48666K109 119,640 7,041,809 SH   DFND 1,5 0 0 7,041,809
KB HOME COM 48666K109 8,381 493,300 SH   DFND 8 0 0 493,300
KCG HLDGS INC CL A 48244B100 7,431 622,900 SH   DFND 8 0 0 622,900
KELLOGG CO COM 487836108 692,006 11,035,025 SH   DFND 1,5 421,090 0 10,613,935
KELLOGG CO COM 487836108 5,105 81,404 SH   DFND 2 81,404 0 0
KELLOGG CO COM 487836108 2,186 34,862 SH   DFND 3 34,862 0 0
KELLOGG CO COM 487836108 30,313 483,380 SH   DFND 6 387,840 0 95,540
KELLOGG CO COM 487836108 47,684 760,385 SH   DFND 7 760,385 0 0
KELLOGG CO COM 487836108 2,546 40,600 SH   DFND 8 0 0 40,600
KELLOGG CO COM 487836108 5,575 88,899 SH   DFND   88,899 0 0
KELLY SVCS INC CL A 488152208 14,176 597,394 SH   DFND 1,5 0 0 597,394
KENNEDY-WILSON HLDGS INC COM 489398107 117,356 5,213,521 SH   DFND 1,5 0 0 5,213,521
KENNEDY-WILSON HLDGS INC COM 489398107 11,474 509,730 SH   DFND 6 509,730 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,409 107,040 SH   DFND 7 107,040 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 13,443 788,933 SH   DFND 1,5 0 0 788,933
KERYX BIOPHARMACEUTICALS INC COM 492515101 599 35,167 SH   DFND 6 35,167 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 48,157 2,826,100 SH   DFND 8 0 0 2,826,100
KEURIG GREEN MTN INC COM 49271M100 2,042,101 19,339,906 SH   DFND 1,5 621,400 0 18,718,506
KEURIG GREEN MTN INC COM 49271M100 4,323 40,940 SH   DFND 2 40,940 0 0
KEURIG GREEN MTN INC COM 49271M100 16,491 156,176 SH   DFND 6 156,176 0 0
KEURIG GREEN MTN INC COM 49271M100 36,580 346,431 SH   DFND 8 0 0 346,431
KEY ENERGY SVCS INC COM 492914106 55,971 6,057,500 SH   DFND 1,5 24,400 0 6,033,100
KEYCORP NEW COM 493267108 6,389 448,680 SH   DFND 1,5 0 0 448,680
KEYCORP NEW COM 493267108 4,015 281,937 SH   DFND 2 281,937 0 0
KEYCORP NEW COM 493267108 989 69,485 SH   DFND 3 69,485 0 0
KEYW HLDG CORP COM 493723100 104,094 5,563,570 SH   DFND 1,5 29,096 0 5,534,474
KEYW HLDG CORP COM 493723100 480 25,644 SH   DFND 6 25,644 0 0
KILROY RLTY CORP COM 49427F108 41,645 710,901 SH   DFND 1,5 29,200 0 681,701
KILROY RLTY CORP COM 49427F108 14,575 248,800 SH   DFND 6 248,800 0 0
KILROY RLTY CORP COM 49427F108 7,228 123,394 SH   DFND 7 123,394 0 0
KILROY RLTY CORP COM 49427F108 17,275 294,900 SH   DFND 8 0 0 294,900
KIMBERLY CLARK CORP COM 494368103 70,924 643,300 SH   DFND 1,5 57,100 0 586,200
KIMBERLY CLARK CORP COM 494368103 13,260 120,270 SH   DFND 2 120,270 0 0
KIMBERLY CLARK CORP COM 494368103 9,361 84,904 SH   DFND 3 84,904 0 0
KIMCO RLTY CORP COM 49446R109 157,413 7,194,380 SH   DFND 1,5 125,600 0 7,068,780
KIMCO RLTY CORP COM 49446R109 2,842 129,897 SH   DFND 2 129,897 0 0
KIMCO RLTY CORP COM 49446R109 809 36,989 SH   DFND 3 36,989 0 0
KIMCO RLTY CORP COM 49446R109 84,724 3,872,200 SH   DFND 8 0 0 3,872,200
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 235 3,175 SH   DFND 3 3,175 0 0
KINDER MORGAN INC DEL COM 49456B101 78,915 2,428,900 SH   DFND 1,5 0 0 2,428,900
KINDER MORGAN INC DEL COM 49456B101 6,900 212,369 SH   DFND 2 212,369 0 0
KINDER MORGAN INC DEL COM 49456B101 547 16,848 SH   DFND 3 16,848 0 0
KINDRED BIOSCIENCES INC COM 494577109 3,565 192,400 SH   DFND 1,5 0 0 192,400
KINDRED BIOSCIENCES INC COM 494577109 21,714 1,171,852 SH   DFND 8 0 0 1,171,852
KINROSS GOLD CORP COM NO PAR 496902404 653 157,905 SH   DFND 1,5 0 0 157,905
KINROSS GOLD CORP COM NO PAR 496902404 740 179,003 SH   DFND 3 179,003 0 0
KINROSS GOLD CORP COM NO PAR 496902404 29,700 7,184,558 SH   DFND 8 0 0 7,184,558
KIRBY CORP COM 497266106 1,448 14,300 SH   DFND 6 5,400 0 8,900
KIRBY CORP COM 497266106 992 9,800 SH   DFND 7 9,800 0 0
KIRBY CORP COM 497266106 3,675 36,300 SH   DFND 8 0 0 36,300
KIRBY CORP COM 497266106 3,827 37,800 SH   DFND   37,800 0 0
KITE RLTY GROUP TR COM 49803T102 56,122 9,353,726 SH   DFND 1,5 19,281 0 9,334,445
KITE RLTY GROUP TR COM 49803T102 970 161,732 SH   DFND 6 161,732 0 0
KITE RLTY GROUP TR COM 49803T102 194 32,339 SH   DFND 7 32,339 0 0
KITE RLTY GROUP TR COM 49803T102 3,523 587,146 SH   DFND 8 0 0 587,146
KKR & CO L P DEL COM UNITS 48248M102 607,323 26,590,326 SH   DFND 1,5 0 0 26,590,326
KKR & CO L P DEL COM UNITS 48248M102 10,431 456,700 SH   DFND 8 0 0 456,700
KKR FINL HLDGS LLC COM 48248A306 351,193 30,353,720 SH   DFND 1,5 0 0 30,353,720
KLA-TENCOR CORP COM 482480100 35,261 510,000 SH   DFND 1,5 45,300 0 464,700
KLA-TENCOR CORP COM 482480100 3,651 52,805 SH   DFND 2 52,805 0 0
KLA-TENCOR CORP COM 482480100 493 7,137 SH   DFND 3 7,137 0 0
KNIGHT TRANSN INC COM 499064103 2,454 106,100 SH   DFND 8 0 0 106,100
KNOLL INC COM NEW 498904200 100,612 5,531,175 SH   DFND 1,5 91,100 0 5,440,075
KNOWLES CORP COM 49926D109 599 18,960 SH   DFND 1,5 0 0 18,960
KODIAK OIL & GAS CORP COM 50015Q100 54,468 4,486,685 SH   DFND 1,5 0 0 4,486,685
KODIAK OIL & GAS CORP COM 50015Q100 504 41,500 SH   DFND 6 41,500 0 0
KODIAK OIL & GAS CORP COM 50015Q100 39,828 3,280,715 SH   DFND 8 0 0 3,280,715
KODIAK OIL & GAS CORP COM 50015Q100 1,289 106,200 SH   DFND   106,200 0 0
KOFAX LTD COM USD G5307C105 3,956 479,400 SH   DFND 1,5 0 0 479,400
KOHLS CORP COM 500255104 337,805 5,947,270 SH   DFND 1,5 232,778 0 5,714,492
KOHLS CORP COM 500255104 3,624 63,809 SH   DFND 2 63,809 0 0
KOHLS CORP COM 500255104 843 14,846 SH   DFND 3 14,846 0 0
KOHLS CORP COM 500255104 4,376 77,040 SH   DFND 6 77,040 0 0
KONGZHONG CORP SPONSORED ADR 50047P104 645 56,200 SH   DFND 1,5 0 0 56,200
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 83,118 2,364,000 SH   DFND 1,5 18,000 0 2,346,000
KOPPERS HOLDINGS INC COM 50060P106 17,132 415,517 SH   DFND 8 0 0 415,517
KOSMOS ENERGY LTD SHS G5315B107 25,926 2,356,900 SH   DFND 1,5 203,400 0 2,153,500
KRAFT FOODS GROUP INC COM 50076Q106 33,725 601,159 SH   DFND 1,5 45,200 0 555,959
KRAFT FOODS GROUP INC COM 50076Q106 10,605 189,030 SH   DFND 2 189,030 0 0
KRAFT FOODS GROUP INC COM 50076Q106 5,208 92,837 SH   DFND 3 92,837 0 0
KRAFT FOODS GROUP INC COM 50076Q106 13,323 237,492 SH   DFND 6 159,992 0 77,500
KRAFT FOODS GROUP INC COM 50076Q106 30,494 543,562 SH   DFND 7 543,562 0 0
KRAFT FOODS GROUP INC COM 50076Q106 1,833 32,675 SH   DFND   32,675 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 28,754 1,100,000 SH   DFND 1,5 27,500 0 1,072,500
KROGER CO COM 501044101 1,210,459 27,731,030 SH   DFND 1,5 166,775 0 27,564,255
KROGER CO COM 501044101 7,147 163,738 SH   DFND 2 163,738 0 0
KROGER CO COM 501044101 3,179 72,833 SH   DFND 3 72,833 0 0
KROGER CO COM 501044101 19,658 450,344 SH   DFND 6 239,444 0 210,900
KROGER CO COM 501044101 32,091 735,191 SH   DFND 7 637,091 0 98,100
KROGER CO COM 501044101 111,910 2,563,794 SH   DFND 8 0 0 2,563,794
KROGER CO COM 501044101 7,481 171,394 SH   DFND   171,394 0 0
KRONOS WORLDWIDE INC COM 50105F105 36,495 2,187,944 SH   DFND 1,5 0 0 2,187,944
KYTHERA BIOPHARMACEUTICALS I COM 501570105 69,243 1,741,515 SH   DFND 1,5 0 0 1,741,515
KYTHERA BIOPHARMACEUTICALS I COM 501570105 585 14,711 SH   DFND 6 14,711 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 60,571 1,523,409 SH   DFND 8 0 0 1,523,409
L BRANDS INC COM 501797104 143,446 2,526,796 SH   DFND 1,5 115,300 0 2,411,496
L BRANDS INC COM 501797104 4,388 77,296 SH   DFND 2 77,296 0 0
L BRANDS INC COM 501797104 1,075 18,928 SH   DFND 3 18,928 0 0
L BRANDS INC COM 501797104 2,743 48,324 SH   DFND 6 48,324 0 0
L BRANDS INC COM 501797104 52,358 922,283 SH   DFND 8 0 0 922,283
L-3 COMMUNICATIONS HLDGS INC COM 502424104 754 6,382 SH   DFND 1,5 0 0 6,382
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,215 27,214 SH   DFND 2 27,214 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,750 14,815 SH   DFND 3 14,815 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 36,215 306,518 SH   DFND 8 0 0 306,518
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 2,307 213,573 SH   DFND 8 0 0 213,573
LABORATORY CORP AMER HLDGS COM NEW 50540R409 17,059 173,697 SH   DFND 1,5 0 0 173,697
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,656 27,040 SH   DFND 2 27,040 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 985 10,030 SH   DFND 3 10,030 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,943 70,700 SH   DFND 8 0 0 70,700
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,964 20,001 SH   DFND   20,001 0 0
LADDER CAP CORP CL A 505743104 17,130 907,300 SH   DFND 1,5 0 0 907,300
LAKE SHORE GOLD CORP COM 510728108 1,979 2,996,600 SH   DFND 8 0 0 2,996,600
LAKELAND FINL CORP COM 511656100 59,587 1,481,525 SH   DFND 1,5 46,238 0 1,435,287
LAKELAND FINL CORP COM 511656100 2,025 50,353 SH   DFND 8 0 0 50,353
LAM RESEARCH CORP COM 512807108 110,006 2,000,105 SH   DFND 1,5 0 0 2,000,105
LAM RESEARCH CORP COM 512807108 2,830 51,453 SH   DFND 2 51,453 0 0
LAM RESEARCH CORP COM 512807108 1,751 31,834 SH   DFND 3 31,834 0 0
LAM RESEARCH CORP COM 512807108 3,665 66,642 SH   DFND 6 66,642 0 0
LAM RESEARCH CORP COM 512807108 6,940 126,190 SH   DFND 7 126,190 0 0
LANDAUER INC COM 51476K103 2,860 63,100 SH   DFND 8 0 0 63,100
LANDSTAR SYS INC COM 515098101 3,553 60,000 SH   DFND 1,5 0 0 60,000
LANDSTAR SYS INC COM 515098101 2,568 43,366 SH   DFND 7 43,366 0 0
LANDSTAR SYS INC COM 515098101 7,331 123,800 SH   DFND 8 0 0 123,800
LANNET INC COM 516012101 2,397 67,100 SH   DFND 8 0 0 67,100
LAREDO PETROLEUM INC COM 516806106 36,423 1,408,482 SH   DFND 1,5 0 0 1,408,482
LAREDO PETROLEUM INC COM 516806106 29,714 1,149,030 SH   DFND 6 1,108,230 0 40,800
LAREDO PETROLEUM INC COM 516806106 7,408 286,480 SH   DFND 7 286,480 0 0
LAREDO PETROLEUM INC COM 516806106 14,878 575,318 SH   DFND 8 0 0 575,318
LAREDO PETROLEUM INC COM 516806106 9,528 368,460 SH   DFND   368,460 0 0
LAS VEGAS SANDS CORP COM 517834107 978,537 12,113,609 SH   DFND 1,5 314,927 0 11,798,682
LAS VEGAS SANDS CORP COM 517834107 17,182 212,706 SH   DFND 6 161,406 0 51,300
LAS VEGAS SANDS CORP COM 517834107 8,070 99,900 SH   DFND 7 76,000 0 23,900
LAS VEGAS SANDS CORP COM 517834107 54,234 671,376 SH   DFND 8 0 0 671,376
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 51,852 1,656,099 SH   DFND 1,5 100,365 0 1,555,734
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 26,471 845,433 SH   DFND 6 845,433 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 13,094 418,204 SH   DFND 7 418,204 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 27,540 879,592 SH   DFND 8 0 0 879,592
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 14,274 948,417 SH   DFND 1,5 40,705 0 907,712
LATTICE SEMICONDUCTOR CORP COM 518415104 24,205 3,087,318 SH   DFND 6 2,960,118 0 127,200
LATTICE SEMICONDUCTOR CORP COM 518415104 8,513 1,085,814 SH   DFND 7 910,744 0 175,070
LATTICE SEMICONDUCTOR CORP COM 518415104 1,465 186,840 SH   DFND   186,840 0 0
LAUDER ESTEE COS INC CL A 518439104 1,329,976 19,886,011 SH   DFND 1,5 392,242 0 19,493,769
LAUDER ESTEE COS INC CL A 518439104 5,419 81,020 SH   DFND 2 81,020 0 0
LAUDER ESTEE COS INC CL A 518439104 1,874 28,014 SH   DFND 3 28,014 0 0
LAUDER ESTEE COS INC CL A 518439104 16,358 244,590 SH   DFND 6 227,660 0 16,930
LAUDER ESTEE COS INC CL A 518439104 20,449 305,750 SH   DFND 7 258,050 0 47,700
LAUDER ESTEE COS INC CL A 518439104 2,040 30,500 SH   DFND 8 0 0 30,500
LAZARD LTD SHS A G54050102 138,786 2,947,245 SH   DFND 1,5 350 0 2,946,895
LAZARD LTD SHS A G54050102 4,709 100,000 SH   DFND 8 0 0 100,000
LCNB CORP COM 50181P100 10,088 583,093 SH   DFND 1,5 15,000 0 568,093
LEAR CORP COM NEW 521865204 568 6,782 SH   DFND 1,5 0 0 6,782
LEAR CORP COM NEW 521865204 1,386 16,560 SH   DFND 3 16,560 0 0
LEAR CORP COM NEW 521865204 2,722 32,509 SH   DFND 7 32,509 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 32,200 1,296,300 SH   DFND 1,5 0 0 1,296,300
LEGG MASON INC COM 524901105 39,287 801,117 SH   DFND 1,5 0 0 801,117
LEGG MASON INC COM 524901105 1,629 33,225 SH   DFND 2 33,225 0 0
LEGG MASON INC COM 524901105 776 15,832 SH   DFND 3 15,832 0 0
LEGGETT & PLATT INC COM 524660107 48,503 1,486,000 SH   DFND 1,5 0 0 1,486,000
LEGGETT & PLATT INC COM 524660107 1,437 44,029 SH   DFND 2 44,029 0 0
LEGGETT & PLATT INC COM 524660107 545 16,690 SH   DFND 3 16,690 0 0
LEIDOS HLDGS INC COM 525327102 44,213 1,250,000 SH   DFND 1,5 31,200 0 1,218,800
LENNAR CORP CL A 526057104 203,401 5,133,791 SH   DFND 1,5 126,500 0 5,007,291
LENNAR CORP CL A 526057104 2,208 55,728 SH   DFND 2 55,728 0 0
LENNAR CORP CL A 526057104 608 15,344 SH   DFND 3 15,344 0 0
LENNAR CORP CL A 526057104 12,184 307,528 SH   DFND 8 0 0 307,528
LENNOX INTL INC COM 526107107 124,241 1,366,634 SH   DFND 1,5 0 0 1,366,634
LENNOX INTL INC COM 526107107 19,305 212,357 SH   DFND 8 0 0 212,357
LEUCADIA NATL CORP COM 527288104 2,780 99,269 SH   DFND 2 99,269 0 0
LEUCADIA NATL CORP COM 527288104 312 11,131 SH   DFND 3 11,131 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 15,413 10,000,000 PRN   DFND 1,5 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 137,168 3,504,560 SH   DFND 1,5 0 0 3,504,560
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 22,382 571,836 SH   DFND 8 0 0 571,836
LEXICON PHARMACEUTICALS INC COM 528872104 113,031 65,335,739 SH   DFND 1,5 4,754,100 0 60,581,639
LEXICON PHARMACEUTICALS INC COM 528872104 20,298 11,732,815 SH   DFND 8 0 0 11,732,815
LEXINGTON REALTY TRUST COM 529043101 49,611 4,547,301 SH   DFND 1,5 129,219 0 4,418,082
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 21,779 464,373 SH   DFND 1,5 0 0 464,373
LEXINGTON REALTY TRUST COM 529043101 12,057 1,105,153 SH   DFND 6 1,105,153 0 0
LEXINGTON REALTY TRUST COM 529043101 4,695 430,328 SH   DFND 7 430,328 0 0
LEXMARK INTL NEW CL A 529771107 109,423 2,363,869 SH   DFND 1,5 49,900 0 2,313,969
LEXMARK INTL NEW CL A 529771107 14,655 316,600 SH   DFND 8 0 0 316,600
LHC GROUP INC COM 50187A107 50,464 2,287,600 SH   DFND 1,5 164,300 0 2,123,300
LIBBEY INC COM 529898108 7,882 303,141 SH   DFND 1,5 9,200 0 293,941
LIBBEY INC COM 529898108 515 19,821 SH   DFND 6 19,821 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 358,734 8,623,408 SH   DFND 1,5 140,780 0 8,482,628
LIBERTY GLOBAL PLC SHS CL C G5480U120 358,777 8,813,004 SH   DFND 1,5 150,980 0 8,662,024
LIBERTY GLOBAL PLC SHS CL C G5480U120 810 19,901 SH   DFND 3 19,901 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 47,070 1,156,216 SH   DFND 8 0 0 1,156,216
LIBERTY GLOBAL PLC SHS CL A G5480U104 45,179 1,086,022 SH   DFND 8 0 0 1,086,022
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,502 36,900 SH   DFND   36,900 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 620,860 21,505,355 SH   DFND 1,5 143,996 0 21,361,359
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 99,207 761,201 SH   DFND 1,5 18,971 0 742,230
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 24,738 856,859 SH   DFND 8 0 0 856,859
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,755 3,115,665 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 639,315 4,890,345 SH   DFND 1,5 90,978 0 4,799,367
LIBERTY MEDIA CORP DELAWARE CL A 531229102 998 7,634 SH   DFND 3 7,634 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 31,165 238,393 SH   DFND 8 0 0 238,393
LIBERTY PPTY TR SH BEN INT 531172104 73,750 1,995,400 SH   DFND 1,5 58,600 0 1,936,800
LIBERTY PPTY TR SH BEN INT 531172104 18,517 501,000 SH   DFND 6 501,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 8,837 239,100 SH   DFND 7 239,100 0 0
LIBERTY PPTY TR SH BEN INT 531172104 22,401 606,100 SH   DFND 8 0 0 606,100
LIFE TIME FITNESS INC COM 53217R207 87,518 1,819,502 SH   DFND 1,5 0 0 1,819,502
LIFE TIME FITNESS INC COM 53217R207 2,015 41,900 SH   DFND 6 21,400 0 20,500
LIFE TIME FITNESS INC COM 53217R207 832 17,300 SH   DFND 7 17,300 0 0
LIFE TIME FITNESS INC COM 53217R207 3,956 82,253 SH   DFND   82,253 0 0
LIFELOCK INC COM 53224V100 5,809 339,533 SH   DFND 1,5 0 0 339,533
LIFELOCK INC COM 53224V100 9,384 548,467 SH   DFND 8 0 0 548,467
LIFELOCK INC COM 53224V100 1,821 106,400 SH   DFND   106,400 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 6,382 117,000 SH   DFND 8 0 0 117,000
LIFETIME BRANDS INC COM 53222Q103 893 50,000 SH   DFND 1,5 0 0 50,000
LIFEWAY FOODS INC COM 531914109 2,827 192,280 SH   DFND 1,5 3,840 0 188,440
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 111,974 1,664,786 SH   DFND 8 0 0 1,664,786
LILLY ELI & CO COM 532457108 23,882 405,744 SH   DFND 1,5 40,800 0 364,944
LILLY ELI & CO COM 532457108 18,385 312,353 SH   DFND 2 312,353 0 0
LILLY ELI & CO COM 532457108 6,478 110,058 SH   DFND 3 110,058 0 0
LILLY ELI & CO COM 532457108 18,258 310,200 SH   DFND 8 0 0 310,200
LIN MEDIA LLC CL A COM 532771102 10,334 389,949 SH   DFND 1,5 0 0 389,949
LIN MEDIA LLC CL A COM 532771102 8,972 338,554 SH   DFND 8 0 0 338,554
LINCOLN EDL SVCS CORP COM 533535100 94 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN NATL CORP IND COM 534187109 481,552 9,503,700 SH   DFND 1,5 199,700 0 9,304,000
LINCOLN NATL CORP IND COM 534187109 4,236 83,592 SH   DFND 2 83,592 0 0
LINCOLN NATL CORP IND COM 534187109 1,643 32,417 SH   DFND 3 32,417 0 0
LINCOLN NATL CORP IND COM 534187109 3,813 75,260 SH   DFND 6 75,260 0 0
LINCOLN NATL CORP IND COM 534187109 573 11,300 SH   DFND 8 0 0 11,300
LINEAR TECHNOLOGY CORP COM 535678106 76,770 1,576,700 SH   DFND 1,5 20,952 0 1,555,748
LINEAR TECHNOLOGY CORP COM 535678106 3,641 74,786 SH   DFND 2 74,786 0 0
LINEAR TECHNOLOGY CORP COM 535678106 3,015 61,923 SH   DFND 3 61,923 0 0
LINKEDIN CORP COM CL A 53578A108 660,573 3,571,825 SH   DFND 1,5 112,177 0 3,459,648
LINKEDIN CORP COM CL A 53578A108 1,166 6,302 SH   DFND 3 6,302 0 0
LINKEDIN CORP COM CL A 53578A108 1,378 7,452 SH   DFND 6 7,452 0 0
LINKEDIN CORP COM CL A 53578A108 333 1,800 SH   DFND 8 0 0 1,800
LINNCO LLC COMSHS LTD INT 535782106 132,544 4,899,972 SH   DFND 1,5 0 0 4,899,972
LIONBRIDGE TECHNOLOGIES INC COM 536252109 11,088 1,652,435 SH   DFND 1,5 0 0 1,652,435
LIONBRIDGE TECHNOLOGIES INC COM 536252109 42,182 6,286,475 SH   DFND 8 0 0 6,286,475
LIONS GATE ENTMNT CORP COM NEW 535919203 92,294 3,452,810 SH   DFND 1,5 84,057 0 3,368,753
LIONS GATE ENTMNT CORP COM NEW 535919203 4,891 182,977 SH   DFND 8 0 0 182,977
LIPOSCIENCE INC COM 53630M108 2,012 630,868 SH   DFND 1,5 0 0 630,868
LIQUIDITY SERVICES INC COM 53635B107 9,769 375,000 SH   DFND 1,5 5,000 0 370,000
LITHIA MTRS INC CL A 536797103 9,550 143,700 SH   DFND 1,5 0 0 143,700
LIVE NATION ENTERTAINMENT IN COM 538034109 77,888 3,581,060 SH   DFND 1,5 32,500 0 3,548,560
LIVE NATION ENTERTAINMENT IN COM 538034109 29,363 1,350,000 SH   DFND 8 0 0 1,350,000
LIVEPERSON INC COM 538146101 13,855 1,147,900 SH   DFND 1,5 0 0 1,147,900
LKQ CORP COM 501889208 35,086 1,331,550 SH   DFND 1,5 0 0 1,331,550
LKQ CORP COM 501889208 1,218 46,210 SH   DFND 6 46,210 0 0
LKQ CORP COM 501889208 3,966 150,500 SH   DFND 8 0 0 150,500
LOCKHEED MARTIN CORP COM 539830109 188,559 1,155,100 SH   DFND 1,5 102,600 0 1,052,500
LOCKHEED MARTIN CORP COM 539830109 13,972 85,590 SH   DFND 2 85,590 0 0
LOCKHEED MARTIN CORP COM 539830109 6,223 38,120 SH   DFND 3 38,120 0 0
LOCKHEED MARTIN CORP COM 539830109 12,547 76,860 SH   DFND 6 24,560 0 52,300
LOCKHEED MARTIN CORP COM 539830109 23,268 142,537 SH   DFND 7 118,337 0 24,200
LOEWS CORP COM 540424108 4,274 97,017 SH   DFND 2 97,017 0 0
LOEWS CORP COM 540424108 1,666 37,812 SH   DFND 3 37,812 0 0
LOEWS CORP COM 540424108 3,176 72,100 SH   DFND 8 0 0 72,100
LOGITECH INTL S A SHS H50430232 72,563 4,859,810 SH   DFND 1,5 609,810 0 4,250,000
LOGMEIN INC COM 54142L109 422 9,391 SH   DFND 8 0 0 9,391
LORILLARD INC COM 544147101 1,781,265 32,937,596 SH   DFND 1,5 750,379 0 32,187,217
LORILLARD INC COM 544147101 6,209 114,818 SH   DFND 2 114,818 0 0
LORILLARD INC COM 544147101 3,902 72,158 SH   DFND 3 72,158 0 0
LORILLARD INC COM 544147101 57,172 1,057,182 SH   DFND 6 799,152 0 258,030
LORILLARD INC COM 544147101 57,748 1,067,823 SH   DFND 7 896,383 0 171,440
LORILLARD INC COM 544147101 26,210 484,656 SH   DFND 8 0 0 484,656
LOUISIANA PAC CORP COM 546347105 46,969 2,784,200 SH   DFND 1,5 0 0 2,784,200
LOWES COS INC COM 548661107 537,417 10,990,122 SH   DFND 1,5 0 0 10,990,122
LOWES COS INC COM 548661107 16,212 331,525 SH   DFND 2 331,525 0 0
LOWES COS INC COM 548661107 8,126 166,178 SH   DFND 3 166,178 0 0
LOWES COS INC COM 548661107 16,831 344,188 SH   DFND 6 315,858 0 28,330
LOWES COS INC COM 548661107 14,473 295,971 SH   DFND 7 295,971 0 0
LOWES COS INC COM 548661107 67,397 1,378,263 SH   DFND 8 0 0 1,378,263
LPL FINL HLDGS INC COM 50212V100 74,933 1,426,200 SH   DFND 1,5 86,000 0 1,340,200
LSI CORPORATION COM 502161102 1,959 176,989 SH   DFND 2 176,989 0 0
LSI CORPORATION COM 502161102 336 30,344 SH   DFND 3 30,344 0 0
LSI CORPORATION COM 502161102 32,103 2,900,000 SH   DFND 7 2,900,000 0 0
LSI CORPORATION COM 502161102 574,643 51,909,892 SH   DFND   51,909,892 0 0
LTC PPTYS INC COM 502175102 19,487 517,859 SH   DFND 1,5 0 0 517,859
LTX-CREDENCE CORP COM NEW 502403207 1,539 172,738 SH   DFND 1,5 0 0 172,738
LULULEMON ATHLETICA INC COM 550021109 896,794 17,052,555 SH   DFND 1,5 1,111,600 0 15,940,955
LULULEMON ATHLETICA INC COM 550021109 798 15,170 SH   DFND 6 15,170 0 0
LULULEMON ATHLETICA INC COM 550021109 12,819 243,757 SH   DFND 8 0 0 243,757
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 300,898 3,207,867 SH   DFND 1,5 238,400 0 2,969,467
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 10,975 117,000 SH   DFND 8 0 0 117,000
LUMENIS LTD SHS CL B M6778Q121 1,593 141,200 SH   DFND 1,5 0 0 141,200
LUMENIS LTD SHS CL B M6778Q121 15,963 1,415,200 SH   DFND 8 0 0 1,415,200
LUMOS NETWORKS CORP COM 550283105 4,361 326,206 SH   DFND 1,5 0 0 326,206
LUMOS NETWORKS CORP COM 550283105 6,262 468,396 SH   DFND 8 0 0 468,396
LUXFER HLDGS PLC SPONSORED ADR 550678106 9,660 493,348 SH   DFND 1,5 0 0 493,348
LUXFER HLDGS PLC SPONSORED ADR 550678106 14,102 720,201 SH   DFND 6 720,201 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 1,046 53,400 SH   DFND 7 53,400 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 1,980 101,100 SH   DFND 8 0 0 101,100
LUXOFT HLDG INC ORD SHS CL A G57279104 21,735 619,770 SH   DFND 1,5 14,300 0 605,470
LUXOFT HLDG INC ORD SHS CL A G57279104 17,084 487,136 SH   DFND 8 0 0 487,136
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,073,251 23,310,674 SH   DFND 1,5 170,007 0 23,140,667
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 12,173 136,872 SH   DFND 2 136,872 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,351 48,926 SH   DFND 3 48,926 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 40,204 452,038 SH   DFND 6 321,338 0 130,700
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 50,598 568,900 SH   DFND 7 489,500 0 79,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 303,191 3,408,934 SH   DFND 8 0 0 3,408,934
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 87,736 986,465 SH   DFND   986,465 0 0
M & T BK CORP COM 55261F104 995,936 8,210,519 SH   DFND 1,5 207,005 0 8,003,514
M & T BK CORP COM 55261F104 5,038 41,537 SH   DFND 2 41,537 0 0
M & T BK CORP COM 55261F104 2,605 21,479 SH   DFND 3 21,479 0 0
M & T BK CORP COM 55261F104 23,934 197,310 SH   DFND 6 129,550 0 67,760
M & T BK CORP COM 55261F104 23,678 195,200 SH   DFND 7 154,560 0 40,640
M & T BK CORP COM 55261F104 58,607 483,160 SH   DFND 8 0 0 483,160
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 21,594 20,310,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 12,683 565,680 SH   DFND 6 565,680 0 0
M/I HOMES INC COM 55305B101 2,674 119,250 SH   DFND 7 119,250 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 25,801 1,255,511 SH   DFND 6 1,255,511 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 1,855 90,270 SH   DFND 7 90,270 0 0
MACERICH CO COM 554382101 312,626 5,015,657 SH   DFND 1,5 47,073 0 4,968,584
MACERICH CO COM 554382101 2,777 44,555 SH   DFND 2 44,555 0 0
MACERICH CO COM 554382101 85,691 1,374,800 SH   DFND 8 0 0 1,374,800
MACERICH CO COM 554382101 9,614 154,240 SH   DFND   154,240 0 0
MACK CALI RLTY CORP COM 554489104 10,742 516,700 SH   DFND 1,5 25,900 0 490,800
MACK CALI RLTY CORP COM 554489104 3,701 178,000 SH   DFND 6 178,000 0 0
MACK CALI RLTY CORP COM 554489104 1,805 86,800 SH   DFND 7 86,800 0 0
MACK CALI RLTY CORP COM 554489104 4,121 198,200 SH   DFND 8 0 0 198,200
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 2,348 41,000 SH   DFND 8 0 0 41,000
MACROGENICS INC COM 556099109 6,295 226,200 SH   DFND 1,5 0 0 226,200
MACROGENICS INC COM 556099109 48,244 1,733,542 SH   DFND 8 0 0 1,733,542
MACYS INC COM 55616P104 268,813 4,533,864 SH   DFND 1,5 0 0 4,533,864
MACYS INC COM 55616P104 6,926 116,808 SH   DFND 2 116,808 0 0
MACYS INC COM 55616P104 1,529 25,791 SH   DFND 3 25,791 0 0
MACYS INC COM 55616P104 31,464 530,674 SH   DFND 6 427,724 0 102,950
MACYS INC COM 55616P104 38,483 649,071 SH   DFND 7 563,261 0 85,810
MADDEN STEVEN LTD COM 556269108 157,750 4,384,382 SH   DFND 1,5 14,300 0 4,370,082
MADDEN STEVEN LTD COM 556269108 25,012 695,175 SH   DFND 6 650,775 0 44,400
MADDEN STEVEN LTD COM 556269108 3,678 102,230 SH   DFND 7 102,230 0 0
MADDEN STEVEN LTD COM 556269108 1,167 32,444 SH   DFND   32,444 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 282,962 4,983,478 SH   DFND 1,5 0 0 4,983,478
MADISON SQUARE GARDEN CO CL A 55826P100 28,587 503,475 SH   DFND 8 0 0 503,475
MAG SILVER CORP COM 55903Q104 1,325 191,000 SH   DFND 8 0 0 191,000
MAGELLAN HEALTH SVCS INC COM NEW 559079207 17,805 300,000 SH   DFND 1,5 0 0 300,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 7,240 103,811 SH   DFND 1,5 0 0 103,811
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 12,687 181,923 SH   DFND 8 0 0 181,923
MAGNA INTL INC COM 559222401 201,670 2,097,726 SH   DFND 1,5 975,726 0 1,122,000
MAGNA INTL INC COM 559222401 49,151 511,254 SH   DFND 6 218,900 0 292,354
MAGNA INTL INC COM 559222401 125,258 1,302,900 SH   DFND 7 1,268,700 0 34,200
MAGNA INTL INC COM 559222401 5,142 53,484 SH   DFND 8 0 0 53,484
MAGNA INTL INC COM 559222401 463,233 4,818,438 SH   DFND   4,207,338 0 611,100
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 56,973 4,087,020 SH   DFND 1,5 0 0 4,087,020
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 163 11,674 SH   DFND 6 0 0 11,674
MAGNUM HUNTER RES CORP DEL COM 55973B102 3,658 430,390 SH   DFND 6 430,390 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 626 73,660 SH   DFND 7 73,660 0 0
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 13,174 486,500 SH   DFND 1,5 0 0 486,500
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 577 21,300 SH   DFND 6 21,300 0 0
MALIBU BOATS INC COM CL A 56117J100 6,888 310,000 SH   DFND 1,5 0 0 310,000
MALLINCKRODT PUB LTD CO SHS G5785G107 25,954 409,304 SH   DFND 1,5 0 0 409,304
MANHATTAN ASSOCS INC COM 562750109 15,274 436,018 SH   DFND 1,5 0 0 436,018
MANHATTAN ASSOCS INC COM 562750109 2,234 63,760 SH   DFND 8 0 0 63,760
MANITOWOC INC COM 563571108 553,598 17,602,482 SH   DFND 1,5 0 0 17,602,482
MANITOWOC INC COM 563571108 1,461 46,464 SH   DFND 6 46,464 0 0
MANITOWOC INC COM 563571108 61,773 1,964,151 SH   DFND 8 0 0 1,964,151
MANNKIND CORP COM 56400P201 40,043 9,960,968 SH   DFND 8 0 0 9,960,968
MANPOWERGROUP INC COM 56418H100 53,269 675,750 SH   DFND 1,5 0 0 675,750
MANPOWERGROUP INC COM 56418H100 43,333 549,700 SH   DFND 6 501,400 0 48,300
MANPOWERGROUP INC COM 56418H100 19,497 247,328 SH   DFND 7 224,828 0 22,500
MANPOWERGROUP INC COM 56418H100 9,786 124,144 SH   DFND   124,144 0 0
MANTECH INTL CORP CL A 564563104 72,623 2,469,344 SH   DFND 1,5 44,300 0 2,425,044
MANTECH INTL CORP CL A 564563104 6,520 221,700 SH   DFND 8 0 0 221,700
MANULIFE FINL CORP COM 56501R106 173,533 8,998,161 SH   DFND 1,5 4,968,261 0 4,029,900
MANULIFE FINL CORP COM 56501R106 53,148 2,755,888 SH   DFND 6 978,900 0 1,776,988
MANULIFE FINL CORP COM 56501R106 212,207 11,003,512 SH   DFND 7 10,837,812 0 165,700
MANULIFE FINL CORP COM 56501R106 1,059,678 54,947,175 SH   DFND   50,163,275 0 4,783,900
MARATHON OIL CORP COM 565849106 368,630 10,378,093 SH   DFND 1,5 108,600 0 10,269,493
MARATHON OIL CORP COM 565849106 7,847 220,930 SH   DFND 2 220,930 0 0
MARATHON OIL CORP COM 565849106 3,942 110,974 SH   DFND 3 110,974 0 0
MARATHON OIL CORP COM 565849106 11,104 312,605 SH   DFND 6 132,395 0 180,210
MARATHON OIL CORP COM 565849106 11,173 314,542 SH   DFND 7 250,042 0 64,500
MARATHON OIL CORP COM 565849106 20,190 568,400 SH   DFND 8 0 0 568,400
MARATHON PETE CORP COM 56585A102 342,267 3,932,296 SH   DFND 1,5 0 0 3,932,296
MARATHON PETE CORP COM 56585A102 8,127 93,376 SH   DFND 2 93,376 0 0
MARATHON PETE CORP COM 56585A102 3,014 34,632 SH   DFND 3 34,632 0 0
MARATHON PETE CORP COM 56585A102 16,540 190,030 SH   DFND 6 171,500 0 18,530
MARATHON PETE CORP COM 56585A102 21,853 251,063 SH   DFND 7 218,923 0 32,140
MARATHON PETE CORP COM 56585A102 40,452 464,756 SH   DFND 8 0 0 464,756
MARATHON PETE CORP COM 56585A102 1,639 18,835 SH   DFND   18,835 0 0
MARCHEX INC CL B 56624R108 683 65,000 SH   DFND 1,5 0 0 65,000
MARKEL CORP COM 570535104 5,663 9,500 SH   DFND 8 0 0 9,500
MARKET VECTORS ETF TR INDIA SMALL CP 57061R551 2,121 59,000 SH   DFND 1,5 59,000 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 27,320 1,139,300 SH   DFND 1,5 0 0 1,139,300
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 732 31,038 SH   DFND 7 31,038 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 2,168 60,000 SH   DFND   60,000 0 0
MARKETO INC COM 57063L107 100,813 3,085,795 SH   DFND 1,5 157,200 0 2,928,595
MARKETO INC COM 57063L107 5,139 157,300 SH   DFND 8 0 0 157,300
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 361,353 5,532,046 SH   DFND 1,5 0 0 5,532,046
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 17,927 274,445 SH   DFND 8 0 0 274,445
MARRIOTT INTL INC NEW CL A 571903202 429,572 7,668,192 SH   DFND 1,5 297,948 0 7,370,244
MARRIOTT INTL INC NEW CL A 571903202 3,927 70,094 SH   DFND 2 70,094 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,290 23,021 SH   DFND 3 23,021 0 0
MARRIOTT INTL INC NEW CL A 571903202 364 6,500 SH   DFND 6 6,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 30,385 542,400 SH   DFND 8 0 0 542,400
MARSH & MCLENNAN COS INC COM 571748102 805,351 16,335,726 SH   DFND 1,5 159,421 0 16,176,305
MARSH & MCLENNAN COS INC COM 571748102 8,570 173,833 SH   DFND 2 173,833 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,905 38,634 SH   DFND 3 38,634 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,324 47,136 SH   DFND 7 47,136 0 0
MARSH & MCLENNAN COS INC COM 571748102 47,104 955,464 SH   DFND 8 0 0 955,464
MARTEN TRANS LTD COM 573075108 4,420 205,400 SH   DFND 8 0 0 205,400
MARTIN MARIETTA MATLS INC COM 573284106 243,142 1,894,370 SH   DFND 1,5 22,290 0 1,872,080
MARTIN MARIETTA MATLS INC COM 573284106 17,617 137,260 SH   DFND 6 137,260 0 0
MARTIN MARIETTA MATLS INC COM 573284106 6,162 48,010 SH   DFND 7 48,010 0 0
MARTIN MARIETTA MATLS INC COM 573284106 731 5,692 SH   DFND   5,692 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 272,641 17,310,559 SH   DFND 1,5 348,447 0 16,962,112
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,300 82,550 SH   DFND 6 82,550 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10,368 658,255 SH   DFND 8 0 0 658,255
MASCO CORP COM 574599106 2,509 112,979 SH   DFND 2 112,979 0 0
MASCO CORP COM 574599106 1,252 56,355 SH   DFND 3 56,355 0 0
MASCO CORP COM 574599106 898 40,440 SH   DFND 6 40,440 0 0
MASCO CORP COM 574599106 4,639 208,875 SH   DFND 7 208,875 0 0
MASCO CORP COM 574599106 12,888 580,300 SH   DFND 8 0 0 580,300
MASIMO CORP COM 574795100 72,821 2,666,476 SH   DFND 1,5 0 0 2,666,476
MASIMO CORP COM 574795100 95,116 3,482,817 SH   DFND 8 0 0 3,482,817
MASONITE INTL CORP NEW COM 575385109 303 5,358 SH   DFND 1,5 0 0 5,358
MASTEC INC NOTE 4.250%12/1 576323AM1 51,590 18,343,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 179,029 4,121,293 SH   DFND 1,5 57,922 0 4,063,371
MASTEC INC NOTE 4.000% 6/1 576323AL3 38,316 13,965,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 19,427 447,207 SH   DFND 6 254,007 0 193,200
MASTEC INC COM 576323109 14,259 328,250 SH   DFND 7 267,250 0 61,000
MASTEC INC COM 576323109 42,465 977,548 SH   DFND 8 0 0 977,548
MASTEC INC NOTE 4.250%12/1 576323AM1 113 40,000 PRN   DFND   0 0 0
MASTEC INC COM 576323109 1,343 30,910 SH   DFND   30,910 0 0
MASTERCARD INC CL A 57636Q104 4,242,391 56,792,386 SH   DFND 1,5 1,674,310 0 55,118,076
MASTERCARD INC CL A 57636Q104 24,163 323,473 SH   DFND 2 323,473 0 0
MASTERCARD INC CL A 57636Q104 8,037 107,594 SH   DFND 3 107,594 0 0
MASTERCARD INC CL A 57636Q104 35,431 474,317 SH   DFND 6 367,817 0 106,500
MASTERCARD INC CL A 57636Q104 37,867 506,922 SH   DFND 7 457,922 0 49,000
MASTERCARD INC CL A 57636Q104 268,809 3,598,517 SH   DFND 8 0 0 3,598,517
MATADOR RES CO COM 576485205 294 12,000 SH   DFND 1,5 0 0 12,000
MATTEL INC COM 577081102 4,328 107,894 SH   DFND 2 107,894 0 0
MATTEL INC COM 577081102 554 13,809 SH   DFND 3 13,809 0 0
MATTHEWS INTL CORP CL A 577128101 11,019 270,000 SH   DFND 1,5 0 0 270,000
MAXIM INTEGRATED PRODS INC COM 57772K101 219,475 6,626,659 SH   DFND 1,5 70,910 0 6,555,749
MAXIM INTEGRATED PRODS INC COM 57772K101 2,283 68,918 SH   DFND 6 68,918 0 0
MAXIMUS INC COM 577933104 36,922 823,039 SH   DFND 1,5 0 0 823,039
MAXIMUS INC COM 577933104 4,477 99,800 SH   DFND 8 0 0 99,800
MAXIMUS INC COM 577933104 16,737 373,094 SH   DFND   373,094 0 0
MAXLINEAR INC CL A 57776J100 22,117 2,333,008 SH   DFND 1,5 187,700 0 2,145,308
MB FINANCIAL INC NEW COM 55264U108 35,476 1,145,870 SH   DFND 1,5 0 0 1,145,870
MCCORMICK & CO INC COM NON VTG 579780206 2,983 41,579 SH   DFND 2 41,579 0 0
MCCORMICK & CO INC COM NON VTG 579780206 975 13,595 SH   DFND 3 13,595 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,641 50,750 SH   DFND 7 50,750 0 0
MCCORMICK & CO INC COM NON VTG 579780206 933 13,000 SH   DFND 8 0 0 13,000
MCDERMOTT INTL INC COM 580037109 83,968 10,737,542 SH   DFND 1,5 294,300 0 10,443,242
MCDONALDS CORP COM 580135101 1,473,350 15,029,585 SH   DFND 1,5 458,227 0 14,571,358
MCDONALDS CORP COM 580135101 30,761 313,790 SH   DFND 2 313,790 0 0
MCDONALDS CORP COM 580135101 9,115 92,986 SH   DFND 3 92,986 0 0
MCDONALDS CORP COM 580135101 44,118 450,050 SH   DFND 6 330,650 0 119,400
MCDONALDS CORP COM 580135101 82,392 840,474 SH   DFND 7 840,474 0 0
MCDONALDS CORP COM 580135101 103,100 1,051,715 SH   DFND 8 0 0 1,051,715
MCDONALDS CORP COM 580135101 4,904 50,021 SH   DFND   50,021 0 0
MCEWEN MNG INC COM 58039P107 1,609 679,110 SH   DFND 8 0 0 679,110
MCKESSON CORP COM 58155Q103 1,546,594 8,759,096 SH   DFND 1,5 129,500 0 8,629,596
MCKESSON CORP COM 58155Q103 12,881 72,950 SH   DFND 2 72,950 0 0
MCKESSON CORP COM 58155Q103 8,583 48,608 SH   DFND 3 48,608 0 0
MCKESSON CORP COM 58155Q103 32,678 185,070 SH   DFND 6 133,690 0 51,380
MCKESSON CORP COM 58155Q103 64,238 363,809 SH   DFND 7 323,389 0 40,420
MCKESSON CORP COM 58155Q103 389,769 2,207,445 SH   DFND 8 0 0 2,207,445
MCKESSON CORP COM 58155Q103 2,852 16,154 SH   DFND   16,154 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 64,140 2,810,709 SH   DFND 1,5 0 0 2,810,709
MDC PARTNERS INC CL A SUB VTG 552697104 6,109 267,700 SH   DFND 6 267,700 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 1,057 46,300 SH   DFND 7 46,300 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 77,850 3,411,462 SH   DFND 8 0 0 3,411,462
MDU RES GROUP INC COM 552690109 17,677 515,225 SH   DFND 1,5 450 0 514,775
MDU RES GROUP INC COM 552690109 5,515 160,740 SH   DFND 6 160,740 0 0
MDU RES GROUP INC COM 552690109 7,052 205,533 SH   DFND 7 205,533 0 0
MDU RES GROUP INC COM 552690109 2,662 77,600 SH   DFND 8 0 0 77,600
MEAD JOHNSON NUTRITION CO COM 582839106 889,843 10,702,952 SH   DFND 1,5 284,000 0 10,418,952
MEAD JOHNSON NUTRITION CO COM 582839106 5,315 63,926 SH   DFND 2 63,926 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,611 19,378 SH   DFND 3 19,378 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 12,362 148,688 SH   DFND 6 94,388 0 54,300
MEAD JOHNSON NUTRITION CO COM 582839106 12,068 145,150 SH   DFND 7 128,850 0 16,300
MEAD JOHNSON NUTRITION CO COM 582839106 83,532 1,004,716 SH   DFND 8 0 0 1,004,716
MEADOWBROOK INS GROUP INC COM 58319P108 9,911 1,700,000 SH   DFND 1,5 41,600 0 1,658,400
MEADOWBROOK INS GROUP INC COM 58319P108 7,204 1,235,723 SH   DFND 6 1,235,723 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 857 147,030 SH   DFND 7 147,030 0 0
MEADWESTVACO CORP COM 583334107 4,917 130,639 SH   DFND 1,5 0 0 130,639
MEADWESTVACO CORP COM 583334107 2,083 55,339 SH   DFND 2 55,339 0 0
MEADWESTVACO CORP COM 583334107 386 10,245 SH   DFND 3 10,245 0 0
MEADWESTVACO CORP COM 583334107 23,313 619,361 SH   DFND 8 0 0 619,361
MEASUREMENT SPECIALTIES INC COM 583421102 21,659 319,220 SH   DFND 1,5 59,820 0 259,400
MEDASSETS INC COM 584045108 74,109 2,999,133 SH   DFND 1,5 0 0 2,999,133
MEDASSETS INC COM 584045108 2,914 117,925 SH   DFND 6 117,925 0 0
MEDICAL ACTION INDS INC COM 58449L100 7,320 1,050,274 SH   DFND 1,5 26,200 0 1,024,074
MEDICINES CO COM 584688105 44,878 1,579,108 SH   DFND 1,5 0 0 1,579,108
MEDICINES CO COM 584688105 69,530 2,446,500 SH   DFND 8 0 0 2,446,500
MEDIDATA SOLUTIONS INC COM 58471A105 76,784 1,413,024 SH   DFND 1,5 6,800 0 1,406,224
MEDIDATA SOLUTIONS INC COM 58471A105 41,760 768,500 SH   DFND 8 0 0 768,500
MEDIFAST INC COM 58470H101 10,184 350,083 SH   DFND 1,5 0 0 350,083
MEDIVATION INC COM 58501N101 271,297 4,214,654 SH   DFND 1,5 250 0 4,214,404
MEDIVATION INC COM 58501N101 89,054 1,383,463 SH   DFND 6 1,251,623 0 131,840
MEDIVATION INC COM 58501N101 56,009 870,110 SH   DFND 7 727,170 0 142,940
MEDIVATION INC COM 58501N101 230,389 3,579,144 SH   DFND 8 0 0 3,579,144
MEDIVATION INC COM 58501N101 5,279 82,014 SH   DFND   82,014 0 0
MEDNAX INC COM 58502B106 374,003 6,034,258 SH   DFND 1,5 5,000 0 6,029,258
MEDNAX INC COM 58502B106 1,903 30,700 SH   DFND 6 11,300 0 19,400
MEDNAX INC COM 58502B106 911 14,700 SH   DFND 7 14,700 0 0
MEDNAX INC COM 58502B106 97,739 1,576,942 SH   DFND 8 0 0 1,576,942
MEDNAX INC COM 58502B106 23,084 372,445 SH   DFND   372,445 0 0
MEDTRONIC INC COM 585055106 196,013 3,185,129 SH   DFND 1,5 68,910 0 3,116,219
MEDTRONIC INC COM 585055106 19,524 317,256 SH   DFND 2 317,256 0 0
MEDTRONIC INC COM 585055106 6,299 102,352 SH   DFND 3 102,352 0 0
MEDTRONIC INC COM 585055106 37,538 609,980 SH   DFND 6 408,810 0 201,170
MEDTRONIC INC COM 585055106 80,068 1,301,080 SH   DFND 7 1,301,080 0 0
MEDTRONIC INC COM 585055106 75,079 1,220,000 SH   DFND 8 0 0 1,220,000
MEDTRONIC INC COM 585055106 5,048 82,025 SH   DFND   82,025 0 0
MEI PHARMA INC COM NEW 55279B202 30,931 2,779,064 SH   DFND 1,5 0 0 2,779,064
MEI PHARMA INC COM NEW 55279B202 1,585 142,400 SH   DFND 6 142,400 0 0
MEI PHARMA INC COM NEW 55279B202 1,055 94,776 SH   DFND   94,776 0 0
MELCO CROWN ENTMT LTD ADR 585464100 119,418 3,089,730 SH   DFND 1,5 34,129 0 3,055,601
MELCO CROWN ENTMT LTD ADR 585464100 2,219 57,400 SH   DFND 6 57,400 0 0
MELCO CROWN ENTMT LTD ADR 585464100 5,119 132,435 SH   DFND 8 0 0 132,435
MELLANOX TECHNOLOGIES LTD SHS M51363113 192,824 4,927,774 SH   DFND 1,5 171,170 0 4,756,604
MELLANOX TECHNOLOGIES LTD SHS M51363113 10,916 278,974 SH   DFND 8 0 0 278,974
MENS WEARHOUSE INC COM 587118100 36,152 738,100 SH   DFND 1,5 4,900 0 733,200
MENTOR GRAPHICS CORP COM 587200106 30,568 1,388,170 SH   DFND 1,5 0 0 1,388,170
MENTOR GRAPHICS CORP COM 587200106 18,569 843,259 SH   DFND 6 843,259 0 0
MERCADOLIBRE INC COM 58733R102 38,329 403,000 SH   DFND 1,5 29,500 0 373,500
MERCADOLIBRE INC COM 58733R102 1,139 11,977 SH   DFND 3 11,977 0 0
MERCADOLIBRE INC COM 58733R102 3,900 41,000 SH   DFND 8 0 0 41,000
MERCHANTS BANCSHARES COM 588448100 706 21,650 SH   DFND 6 21,650 0 0
MERCK & CO INC NEW COM 58933Y105 2,443,789 43,047,187 SH   DFND 1,5 849,590 0 42,197,597
MERCK & CO INC NEW COM 58933Y105 52,919 932,171 SH   DFND 2 932,171 0 0
MERCK & CO INC NEW COM 58933Y105 16,536 291,277 SH   DFND 3 291,277 0 0
MERCK & CO INC NEW COM 58933Y105 130,539 2,299,445 SH   DFND 6 1,732,378 0 567,067
MERCK & CO INC NEW COM 58933Y105 200,506 3,531,907 SH   DFND 7 3,402,967 0 128,940
MERCK & CO INC NEW COM 58933Y105 352,046 6,201,275 SH   DFND 8 0 0 6,201,275
MERCK & CO INC NEW COM 58933Y105 183,650 3,234,977 SH   DFND   3,234,977 0 0
MERCURY GENL CORP NEW COM 589400100 17,710 392,854 SH   DFND 1,5 0 0 392,854
MEREDITH CORP COM 589433101 4,722 101,700 SH   DFND 8 0 0 101,700
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 17,004 665,000 SH   DFND 1,5 5,000 0 660,000
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 5,592 218,700 SH   DFND 8 0 0 218,700
MERIT MED SYS INC COM 589889104 8,059 563,533 SH   DFND 6 488,733 0 74,800
MERIT MED SYS INC COM 589889104 2,039 142,610 SH   DFND 7 142,610 0 0
MERIT MED SYS INC COM 589889104 1,008 70,500 SH   DFND   70,500 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 75,311 14,942,719 SH   DFND 1,5 6,406 0 14,936,313
MERRIMACK PHARMACEUTICALS IN COM 590328100 317 62,800 SH   DFND 6 62,800 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 2,431 482,249 SH   DFND 8 0 0 482,249
MESA LABS INC COM 59064R109 27,978 310,000 SH   DFND 1,5 7,700 0 302,300
METABOLIX INC COM 591018809 3,819 2,937,599 SH   DFND 1,5 228,000 0 2,709,599
METHANEX CORP COM 59151K108 123,439 1,929,060 SH   DFND 1,5 4,900 0 1,924,160
METHANEX CORP COM 59151K108 48,472 757,500 SH   DFND 6 319,700 0 437,800
METHANEX CORP COM 59151K108 142,523 2,227,300 SH   DFND 7 2,212,600 0 14,700
METHANEX CORP COM 59151K108 37,069 579,300 SH   DFND 8 0 0 579,300
METHANEX CORP COM 59151K108 387,141 6,050,101 SH   DFND   5,141,601 0 908,500
METHODE ELECTRS INC COM 591520200 9,256 301,900 SH   DFND 1,5 0 0 301,900
METLIFE INC COM 59156R108 2,592,052 49,091,900 SH   DFND 1,5 1,061,016 0 48,030,884
METLIFE INC COM 59156R108 18,805 356,159 SH   DFND 2 356,159 0 0
METLIFE INC COM 59156R108 5,266 99,727 SH   DFND 3 99,727 0 0
METLIFE INC COM 59156R108 71,596 1,355,985 SH   DFND 6 1,172,335 0 183,650
METLIFE INC COM 59156R108 66,625 1,261,841 SH   DFND 7 1,089,121 0 172,720
METLIFE INC COM 59156R108 73,582 1,393,607 SH   DFND 8 0 0 1,393,607
METLIFE INC COM 59156R116 41,936 1,366,900 SH   DFND 1,5 0 0 1,366,900
METLIFE INC COM 59156R116 8,336 271,700 SH   DFND 7 271,700 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 715,435 3,035,622 SH   DFND 1,5 64,037 0 2,971,585
MFA FINL INC COM 55272X102 210,278 27,132,659 SH   DFND 1,5 0 0 27,132,659
MFA FINL INC COM 55272X102 3,764 485,700 SH   DFND 8 0 0 485,700
MGIC INVT CORP WIS COM 552848103 99,082 11,629,292 SH   DFND 1,5 110,300 0 11,518,992
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,821 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 2,118 248,600 SH   DFND 6 248,600 0 0
MGIC INVT CORP WIS COM 552848103 6,962 817,128 SH   DFND 8 0 0 817,128
MGM RESORTS INTERNATIONAL COM 552953101 48,431 1,872,800 SH   DFND 1,5 900 0 1,871,900
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 120,004 82,300,000 PRN   DFND 1,5 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,655 64,000 SH   DFND 6 64,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 600,497 6,438,266 SH   DFND 1,5 157,155 0 6,281,111
MICHAEL KORS HLDGS LTD SHS G60754101 5,305 56,875 SH   DFND 2 56,875 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,615 28,036 SH   DFND 3 28,036 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 5,406 57,965 SH   DFND 6 57,965 0 0
MICREL INC COM 594793101 2,460 222,031 SH   DFND 1,5 0 0 222,031
MICROCHIP TECHNOLOGY INC COM 595017104 98,384 2,059,962 SH   DFND 1,5 21,200 0 2,038,762
MICROCHIP TECHNOLOGY INC COM 595017104 3,015 63,125 SH   DFND 2 63,125 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,332 27,886 SH   DFND 3 27,886 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 57,112 23,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 75,319 30,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 16,434 15,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 167,750 7,090,036 SH   DFND 1,5 14,100 0 7,075,936
MICRON TECHNOLOGY INC COM 595112103 7,957 336,297 SH   DFND 2 336,297 0 0
MICRON TECHNOLOGY INC COM 595112103 1,386 58,577 SH   DFND 3 58,577 0 0
MICROS SYS INC COM 594901100 101,776 1,922,850 SH   DFND 1,5 27,871 0 1,894,979
MICROSOFT CORP COM 594918104 9,455,677 230,682,525 SH   DFND 1,5 4,120,887 0 226,561,638
MICROSOFT CORP COM 594918104 98,150 2,394,493 SH   DFND 2 2,394,493 0 0
MICROSOFT CORP COM 594918104 31,840 776,772 SH   DFND 3 776,772 0 0
MICROSOFT CORP COM 594918104 142,265 3,470,720 SH   DFND 6 2,840,800 0 629,920
MICROSOFT CORP COM 594918104 159,153 3,882,733 SH   DFND 7 3,364,603 0 518,130
MICROSOFT CORP COM 594918104 714,898 17,440,782 SH   DFND 8 0 0 17,440,782
MICROSOFT CORP COM 594918104 105,268 2,568,142 SH   DFND   2,568,142 0 0
MICROSTRATEGY INC CL A NEW 594972408 19,130 165,786 SH   DFND 1,5 0 0 165,786
MICROSTRATEGY INC CL A NEW 594972408 10,809 93,676 SH   DFND 8 0 0 93,676
MID-AMER APT CMNTYS INC COM 59522J103 188,454 2,760,422 SH   DFND 1,5 56,600 0 2,703,822
MID-AMER APT CMNTYS INC COM 59522J103 33,021 483,686 SH   DFND 6 483,686 0 0
MID-AMER APT CMNTYS INC COM 59522J103 16,450 240,961 SH   DFND 7 240,961 0 0
MID-AMER APT CMNTYS INC COM 59522J103 51,812 758,926 SH   DFND 8 0 0 758,926
MILLENNIAL MEDIA INC COM 60040N105 9,916 1,432,992 SH   DFND 1,5 0 0 1,432,992
MIMEDX GROUP INC COM 602496101 8,210 1,339,277 SH   DFND 8 0 0 1,339,277
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 10,808 334,000 SH   DFND 1,5 289,800 0 44,200
MIRATI THERAPEUTICS INC COM 60468T105 15,585 817,275 SH   DFND 1,5 0 0 817,275
MIRATI THERAPEUTICS INC COM 60468T105 4,272 224,000 SH   DFND 8 0 0 224,000
MIRATI THERAPEUTICS INC COM 60468T105 7,494 392,986 SH   DFND   392,986 0 0
MITEL NETWORKS CORP COM 60671Q104 26,706 2,521,821 SH   DFND 1,5 74,000 0 2,447,821
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 3,707 669,100 SH   DFND 1,5 0 0 669,100
MIX TELEMATICS LTD SPONSORED ADR 60688N102 2,454 227,600 SH   DFND 6 227,600 0 0
MIX TELEMATICS LTD SPONSORED ADR 60688N102 375 34,800 SH   DFND 7 34,800 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 17,443 997,300 SH   DFND 1,5 0 0 997,300
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,940 110,940 SH   DFND 6 34,570 0 76,370
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 853 48,770 SH   DFND 7 48,770 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 4,467 255,411 SH   DFND   159,121 0 96,290
MOHAWK INDS INC COM 608190104 269,121 1,979,125 SH   DFND 1,5 31,662 0 1,947,463
MOHAWK INDS INC COM 608190104 2,633 19,360 SH   DFND 2 19,360 0 0
MOHAWK INDS INC COM 608190104 31,830 234,080 SH   DFND 6 221,430 0 12,650
MOHAWK INDS INC COM 608190104 24,093 177,180 SH   DFND 7 158,780 0 18,400
MOHAWK INDS INC COM 608190104 1,110 8,160 SH   DFND   8,160 0 0
MOLINA HEALTHCARE INC COM 60855R100 32,349 861,253 SH   DFND 1,5 0 0 861,253
MOLINA HEALTHCARE INC COM 60855R100 8,985 239,220 SH   DFND 6 239,220 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,586 42,230 SH   DFND 7 42,230 0 0
MOLINA HEALTHCARE INC COM 60855R100 9,409 250,500 SH   DFND 8 0 0 250,500
MOLSON COORS BREWING CO CL B 60871R209 312,217 5,304,399 SH   DFND 1,5 77,450 0 5,226,949
MOLSON COORS BREWING CO CL B 60871R209 2,955 50,196 SH   DFND 2 50,196 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,726 29,321 SH   DFND 3 29,321 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,018 34,279 SH   DFND 6 34,279 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,695 28,801 SH   DFND   28,801 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 21,214 1,820,934 SH   DFND 1,5 147,000 0 1,673,934
MOMENTA PHARMACEUTICALS INC COM 60877T100 14,805 1,270,814 SH   DFND 8 0 0 1,270,814
MONDELEZ INTL INC CL A 609207105 1,185,368 34,308,774 SH   DFND 1,5 525,194 0 33,783,580
MONDELEZ INTL INC CL A 609207105 18,630 539,206 SH   DFND 2 539,206 0 0
MONDELEZ INTL INC CL A 609207105 8,775 253,968 SH   DFND 3 253,968 0 0
MONDELEZ INTL INC CL A 609207105 36,652 1,060,844 SH   DFND 6 577,554 0 483,290
MONDELEZ INTL INC CL A 609207105 83,992 2,431,039 SH   DFND 7 2,315,339 0 115,700
MONDELEZ INTL INC CL A 609207105 5,335 154,400 SH   DFND 8 0 0 154,400
MONDELEZ INTL INC CL A 609207105 4,121 119,274 SH   DFND   119,274 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 18,473 1,046,601 SH   DFND 6 1,046,601 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 1,299 73,590 SH   DFND 7 73,590 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 5,134 290,900 SH   DFND 8 0 0 290,900
MONMOUTH REAL ESTATE INVT CO CL A 609720107 21,411 2,244,345 SH   DFND 1,5 0 0 2,244,345
MONOLITHIC PWR SYS INC COM 609839105 64,994 1,676,401 SH   DFND 1,5 0 0 1,676,401
MONOLITHIC PWR SYS INC COM 609839105 59,372 1,531,390 SH   DFND 6 1,493,190 0 38,200
MONOLITHIC PWR SYS INC COM 609839105 14,311 369,120 SH   DFND 7 345,710 0 23,410
MONOLITHIC PWR SYS INC COM 609839105 4,629 119,396 SH   DFND 8 0 0 119,396
MONOLITHIC PWR SYS INC COM 609839105 12,210 314,924 SH   DFND   314,924 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 122,453 4,062,803 SH   DFND 1,5 0 0 4,062,803
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 609 20,200 SH   DFND 6 0 0 20,200
MONSANTO CO NEW COM 61166W101 2,671,597 23,482,438 SH   DFND 1,5 603,246 0 22,879,192
MONSANTO CO NEW COM 61166W101 18,930 166,385 SH   DFND 2 166,385 0 0
MONSANTO CO NEW COM 61166W101 8,620 75,765 SH   DFND 3 75,765 0 0
MONSANTO CO NEW COM 61166W101 29,753 261,519 SH   DFND 6 186,819 0 74,700
MONSANTO CO NEW COM 61166W101 25,451 223,705 SH   DFND 7 189,005 0 34,700
MONSANTO CO NEW COM 61166W101 362,051 3,182,306 SH   DFND 8 0 0 3,182,306
MONSTER BEVERAGE CORP COM 611740101 1,113,766 16,036,951 SH   DFND 1,5 602,300 0 15,434,651
MONSTER BEVERAGE CORP COM 611740101 2,976 42,849 SH   DFND 2 42,849 0 0
MONSTER BEVERAGE CORP COM 611740101 1,606 23,127 SH   DFND 3 23,127 0 0
MONSTER BEVERAGE CORP COM 611740101 8,434 121,446 SH   DFND 6 121,446 0 0
MONSTER BEVERAGE CORP COM 611740101 11,898 171,320 SH   DFND 7 171,320 0 0
MONSTER BEVERAGE CORP COM 611740101 5,931 85,400 SH   DFND 8 0 0 85,400
MOODYS CORP COM 615369105 34,438 434,160 SH   DFND 1,5 41,000 0 393,160
MOODYS CORP COM 615369105 4,729 59,613 SH   DFND 2 59,613 0 0
MOODYS CORP COM 615369105 1,321 16,660 SH   DFND 3 16,660 0 0
MOODYS CORP COM 615369105 27,807 350,570 SH   DFND   350,570 0 0
MOOG INC CL A 615394202 61,554 939,616 SH   DFND 1,5 0 0 939,616
MORGAN STANLEY COM NEW 617446448 1,635,019 52,454,891 SH   DFND 1,5 1,448,393 0 51,006,498
MORGAN STANLEY COM NEW 617446448 13,860 444,662 SH   DFND 2 444,662 0 0
MORGAN STANLEY COM NEW 617446448 5,080 162,988 SH   DFND 3 162,988 0 0
MORGAN STANLEY COM NEW 617446448 17,056 547,178 SH   DFND 6 547,178 0 0
MORGAN STANLEY COM NEW 617446448 13,056 418,878 SH   DFND 7 418,878 0 0
MORGAN STANLEY COM NEW 617446448 26,354 845,500 SH   DFND 8 0 0 845,500
MORGAN STANLEY COM NEW 617446448 67,336 2,160,298 SH   DFND   2,160,298 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 155,206 3,104,121 SH   DFND 1,5 82,000 0 3,022,121
MOSAIC CO NEW COM 61945C103 5,374 107,470 SH   DFND 2 107,470 0 0
MOSAIC CO NEW COM 61945C103 1,346 26,923 SH   DFND 3 26,923 0 0
MOSAIC CO NEW COM 61945C103 1,559 31,180 SH   DFND 6 31,180 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,882 29,268 SH   DFND 1,5 0 0 29,268
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,605 71,622 SH   DFND 2 71,622 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,740 27,060 SH   DFND 3 27,060 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 7,099 110,428 SH   DFND 8 0 0 110,428
MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 1,469 310,000 SH   DFND 1,5 0 0 310,000
MOVE INC COM NEW 62458M207 37,189 3,217,054 SH   DFND 1,5 0 0 3,217,054
MOVE INC COM NEW 62458M207 13,252 1,146,335 SH   DFND 6 1,146,335 0 0
MOVE INC COM NEW 62458M207 2,041 176,580 SH   DFND 7 140,040 0 36,540
MOVE INC COM NEW 62458M207 15,489 1,339,896 SH   DFND 8 0 0 1,339,896
MOVE INC COM NEW 62458M207 160 13,810 SH   DFND   13,810 0 0
MPLX LP COM UNIT REP LTD 55336V100 111,372 2,273,355 SH   DFND 1,5 0 0 2,273,355
MPLX LP COM UNIT REP LTD 55336V100 24,158 493,117 SH   DFND 8 0 0 493,117
MRC GLOBAL INC COM 55345K103 75,219 2,790,040 SH   DFND 6 2,745,340 0 44,700
MRC GLOBAL INC COM 55345K103 17,389 644,990 SH   DFND 7 547,530 0 97,460
MRC GLOBAL INC COM 55345K103 534 19,800 SH   DFND 8 0 0 19,800
MRC GLOBAL INC COM 55345K103 12,986 481,690 SH   DFND   481,690 0 0
MSA SAFETY INC COM 553498106 6,406 112,379 SH   DFND 1,5 0 0 112,379
MSA SAFETY INC COM 553498106 17,239 302,447 SH   DFND 6 302,447 0 0
MSA SAFETY INC COM 553498106 1,574 27,620 SH   DFND 7 27,620 0 0
MSCI INC COM 55354G100 46,702 1,085,588 SH   DFND 1,5 0 0 1,085,588
MSCI INC COM 55354G100 9,486 220,491 SH   DFND 8 0 0 220,491
MTS SYS CORP COM 553777103 11,795 172,219 SH   DFND 1,5 0 0 172,219
MUELLER INDS INC COM 624756102 24,522 817,670 SH   DFND 1,5 0 0 817,670
MUELLER INDS INC COM 624756102 5,547 184,966 SH   DFND 8 0 0 184,966
MUELLER WTR PRODS INC COM SER A 624758108 17,152 1,805,500 SH   DFND 1,5 0 0 1,805,500
MULTI COLOR CORP COM 625383104 14,001 400,038 SH   DFND 1,5 10,000 0 390,038
MULTI COLOR CORP COM 625383104 56,896 1,625,587 SH   DFND 6 1,625,587 0 0
MULTI COLOR CORP COM 625383104 5,290 151,140 SH   DFND 7 151,140 0 0
MULTI COLOR CORP COM 625383104 2,495 71,298 SH   DFND   71,298 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 35,879 2,803,060 SH   DFND 1,5 57,400 0 2,745,660
MULTIMEDIA GAMES HLDG CO INC COM 625453105 529 18,200 SH   DFND 8 0 0 18,200
MURPHY OIL CORP COM 626717102 79,996 1,272,600 SH   DFND 1,5 22,220 0 1,250,380
MURPHY OIL CORP COM 626717102 3,431 54,584 SH   DFND 2 54,584 0 0
MURPHY OIL CORP COM 626717102 811 12,902 SH   DFND 3 12,902 0 0
MURPHY OIL CORP COM 626717102 2,948 46,900 SH   DFND 8 0 0 46,900
MURPHY USA INC COM 626755102 281,937 6,945,981 SH   DFND 1,5 25,000 0 6,920,981
MURPHY USA INC COM 626755102 2,320 57,160 SH   DFND 6 57,160 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 13,617 87,500 SH   DFND 1,5 0 0 87,500
MWI VETERINARY SUPPLY INC COM 55402X105 5,556 35,700 SH   DFND 8 0 0 35,700
MYLAN INC COM 628530107 252,213 5,165,119 SH   DFND 1,5 167,500 0 4,997,619
MYLAN INC COM 628530107 5,757 117,896 SH   DFND 2 117,896 0 0
MYLAN INC COM 628530107 1,441 29,513 SH   DFND 3 29,513 0 0
MYLAN INC COM 628530107 5,348 109,519 SH   DFND 6 44,119 0 65,400
MYLAN INC COM 628530107 7,832 160,400 SH   DFND 7 97,900 0 62,500
MYLAN INC COM 628530107 60,479 1,238,562 SH   DFND 8 0 0 1,238,562
MYRIAD GENETICS INC COM 62855J104 2,552 74,628 SH   DFND 1,5 0 0 74,628
MYRIAD GENETICS INC COM 62855J104 95,387 2,789,900 SH   DFND 8 0 0 2,789,900
NABORS INDUSTRIES LTD SHS G6359F103 2,039 82,713 SH   DFND 2 82,713 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,440 58,423 SH   DFND 3 58,423 0 0
NABORS INDUSTRIES LTD SHS G6359F103 7,047 285,900 SH   DFND 8 0 0 285,900
NACCO INDS INC CL A 629579103 16,805 310,000 SH   DFND 1,5 7,700 0 302,300
NANOMETRICS INC COM 630077105 1,855 103,200 SH   DFND 1,5 0 0 103,200
NANOMETRICS INC COM 630077105 539 30,000 SH   DFND 8 0 0 30,000
NASDAQ OMX GROUP INC COM 631103108 174,418 4,721,661 SH   DFND 1,5 10,700 0 4,710,961
NASDAQ OMX GROUP INC COM 631103108 1,369 37,059 SH   DFND 2 37,059 0 0
NASDAQ OMX GROUP INC COM 631103108 53,282 1,442,401 SH   DFND 6 1,369,131 0 73,270
NASDAQ OMX GROUP INC COM 631103108 5,406 146,334 SH   DFND 7 146,334 0 0
NASDAQ OMX GROUP INC COM 631103108 10,783 291,900 SH   DFND 8 0 0 291,900
NASDAQ OMX GROUP INC COM 631103108 3,764 101,861 SH   DFND   101,861 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,951 100,000 SH   DFND 1,5 2,500 0 97,500
NATIONAL BEVERAGE CORP COM 635017106 1,457 74,662 SH   DFND   74,662 0 0
NATIONAL CINEMEDIA INC COM 635309107 2,417 161,100 SH   DFND 8 0 0 161,100
NATIONAL FUEL GAS CO N J COM 636180101 257,520 3,676,763 SH   DFND 1,5 0 0 3,676,763
NATIONAL FUEL GAS CO N J COM 636180101 2,318 33,100 SH   DFND 7 33,100 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 369 5,366 SH   DFND 3 5,366 0 0
NATIONAL HEALTH INVS INC COM 63633D104 38,223 632,200 SH   DFND 1,5 0 0 632,200
NATIONAL HEALTHCARE CORP COM 635906100 1,896 34,000 SH   DFND 1,5 200 0 33,800
NATIONAL INSTRS CORP COM 636518102 4,108 143,200 SH   DFND 1,5 0 0 143,200
NATIONAL INTERSTATE CORP COM 63654U100 25,499 951,107 SH   DFND 1,5 23,700 0 927,407
NATIONAL OILWELL VARCO INC COM 637071101 549,588 7,057,769 SH   DFND 1,5 96,801 0 6,960,968
NATIONAL OILWELL VARCO INC COM 637071101 10,578 135,842 SH   DFND 2 135,842 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,086 52,475 SH   DFND 3 52,475 0 0
NATIONAL OILWELL VARCO INC COM 637071101 16,371 210,229 SH   DFND 6 198,629 0 11,600
NATIONAL OILWELL VARCO INC COM 637071101 26,605 341,662 SH   DFND 7 309,112 0 32,550
NATIONAL OILWELL VARCO INC COM 637071101 137,850 1,770,264 SH   DFND 8 0 0 1,770,264
NATIONAL OILWELL VARCO INC COM 637071101 1,062 13,635 SH   DFND   13,635 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 136,820 13,092,845 SH   DFND 1,5 151,200 0 12,941,645
NATIONAL PENN BANCSHARES INC COM 637138108 8,426 806,349 SH   DFND 8 0 0 806,349
NATIONAL RETAIL PPTYS INC COM 637417106 206,294 6,010,894 SH   DFND 1,5 97,363 0 5,913,531
NATIONAL RETAIL PPTYS INC COM 637417106 28,444 828,800 SH   DFND 6 828,800 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 13,482 392,846 SH   DFND 7 392,846 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 38,563 157,720 SH   DFND 1,5 3,700 0 154,020
NATIONSTAR MTG HLDGS INC COM 63861C109 2,626 80,900 SH   DFND 8 0 0 80,900
NATUS MEDICAL INC DEL COM 639050103 15,480 600,000 SH   DFND 8 0 0 600,000
NAVIGATOR HOLDINGS LTD SHS Y62132108 30,299 1,165,328 SH   DFND 1,5 7,700 0 1,157,628
NAVIGATOR HOLDINGS LTD SHS Y62132108 6,070 233,452 SH   DFND 8 0 0 233,452
NAVIOS MARITIME HOLDINGS INC COM Y62196103 46,511 4,721,933 SH   DFND 1,5 0 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 44,007 1,299,278 SH   DFND 1,5 0 0 1,299,278
NAVISTAR INTL CORP NEW COM 63934E108 2,479 73,200 SH   DFND 8 0 0 73,200
NCI BUILDING SYS INC COM NEW 628852204 5,042 288,770 SH   DFND 6 288,770 0 0
NCI BUILDING SYS INC COM NEW 628852204 878 50,290 SH   DFND 7 50,290 0 0
NCI INC CL A 62886K104 9,445 888,530 SH   DFND 1,5 22,200 0 866,330
NCR CORP NEW COM 62886E108 356,333 9,749,183 SH   DFND 1,5 0 0 9,749,183
NCR CORP NEW COM 62886E108 200 5,480 SH   DFND 3 5,480 0 0
NCR CORP NEW COM 62886E108 76,693 2,098,307 SH   DFND 6 1,856,237 0 242,070
NCR CORP NEW COM 62886E108 68,136 1,864,180 SH   DFND 7 1,864,180 0 0
NCR CORP NEW COM 62886E108 100,241 2,742,565 SH   DFND 8 0 0 2,742,565
NCR CORP NEW COM 62886E108 4,725 129,268 SH   DFND   129,268 0 0
NEENAH PAPER INC COM 640079109 33,623 650,097 SH   DFND 1,5 0 0 650,097
NELNET INC CL A 64031N108 1,742 42,600 SH   DFND 8 0 0 42,600
NEONODE INC COM NEW 64051M402 24,669 4,335,451 SH   DFND 1,5 0 0 4,335,451
NEONODE INC COM NEW 64051M402 4,414 775,830 SH   DFND 6 775,830 0 0
NEONODE INC COM NEW 64051M402 767 134,765 SH   DFND 7 134,765 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 7,152 718,100 SH   DFND 1,5 18,100 0 700,000
NETAPP INC COM 64110D104 22,385 606,653 SH   DFND 1,5 47,200 0 559,453
NETAPP INC COM 64110D104 3,875 105,013 SH   DFND 2 105,013 0 0
NETAPP INC COM 64110D104 1,067 28,924 SH   DFND 3 28,924 0 0
NETAPP INC COM 64110D104 17,917 485,560 SH   DFND 8 0 0 485,560
NETEASE INC SPONSORED ADR 64110W102 7,565 112,400 SH   DFND 1,5 100,700 0 11,700
NETFLIX INC COM 64110L106 645,573 1,833,857 SH   DFND 1,5 56,843 0 1,777,014
NETFLIX INC COM 64110L106 6,674 18,959 SH   DFND 2 18,959 0 0
NETFLIX INC COM 64110L106 644 1,828 SH   DFND 3 1,828 0 0
NETFLIX INC COM 64110L106 1,795 5,099 SH   DFND 6 5,099 0 0
NETFLIX INC COM 64110L106 27,599 78,400 SH   DFND 8 0 0 78,400
NETGEAR INC COM 64111Q104 138,967 4,119,972 SH   DFND 1,5 62,800 0 4,057,172
NETGEAR INC COM 64111Q104 2,385 70,700 SH   DFND 6 23,200 0 47,500
NETGEAR INC COM 64111Q104 1,396 41,400 SH   DFND 7 41,400 0 0
NETGEAR INC COM 64111Q104 3,091 91,650 SH   DFND 8 0 0 91,650
NETGEAR INC COM 64111Q104 3,154 93,511 SH   DFND   93,511 0 0
NETSUITE INC COM 64118Q107 384,494 4,054,566 SH   DFND 1,5 66,629 0 3,987,937
NETSUITE INC COM 64118Q107 9,952 104,950 SH   DFND 6 61,550 0 43,400
NETSUITE INC COM 64118Q107 9,126 96,240 SH   DFND 7 82,040 0 14,200
NETSUITE INC COM 64118Q107 24,861 262,161 SH   DFND 8 0 0 262,161
NETSUITE INC COM 64118Q107 242 2,551 SH   DFND   2,551 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 76,426 4,746,979 SH   DFND 1,5 0 0 4,746,979
NEUROCRINE BIOSCIENCES INC COM 64125C109 13,224 821,340 SH   DFND 6 821,340 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 92,257 5,730,267 SH   DFND 8 0 0 5,730,267
NEUSTAR INC CL A 64126X201 81,541 2,508,180 SH   DFND 1,5 59,100 0 2,449,080
NEUSTAR INC CL A 64126X201 7,568 232,800 SH   DFND 8 0 0 232,800
NEW GOLD INC CDA COM 644535106 17,635 3,564,184 SH   DFND 1,5 0 0 3,564,184
NEW GOLD INC CDA COM 644535106 35,206 7,115,275 SH   DFND 8 0 0 7,115,275
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 1,893 128,185 SH   DFND 1,5 3,100 0 125,085
NEW JERSEY RES COM 646025106 17,171 344,800 SH   DFND 1,5 0 0 344,800
NEW MEDIA INVT GROUP INC COM 64704V106 599 39,882 SH   DFND 1,5 0 0 39,882
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,858 506,245 SH   DFND 1,5 0 0 506,245
NEW RESIDENTIAL INVT CORP COM 64828T102 665 102,822 SH   DFND 1,5 0 0 102,822
NEW RESIDENTIAL INVT CORP COM 64828T102 1,654 255,700 SH   DFND 8 0 0 255,700
NEW YORK CMNTY BANCORP INC COM 649445103 6,414 399,100 SH   DFND 8 0 0 399,100
NEW YORK TIMES CO CL A 650111107 10,400 607,500 SH   DFND 8 0 0 607,500
NEWCASTLE INVT CORP COM 65105M108 14,844 3,158,200 SH   DFND 1,5 0 0 3,158,200
NEWELL RUBBERMAID INC COM 651229106 127,900 4,277,600 SH   DFND 1,5 0 0 4,277,600
NEWELL RUBBERMAID INC COM 651229106 2,643 88,411 SH   DFND 2 88,411 0 0
NEWELL RUBBERMAID INC COM 651229106 1,254 41,930 SH   DFND 3 41,930 0 0
NEWFIELD EXPL CO COM 651290108 193,350 6,165,500 SH   DFND 1,5 44,200 0 6,121,300
NEWFIELD EXPL CO COM 651290108 1,355 43,212 SH   DFND 2 43,212 0 0
NEWFIELD EXPL CO COM 651290108 614 19,569 SH   DFND 3 19,569 0 0
NEWFIELD EXPL CO COM 651290108 370 11,800 SH   DFND 6 11,800 0 0
NEWLINK GENETICS CORP COM 651511107 5,321 187,343 SH   DFND 1,5 0 0 187,343
NEWLINK GENETICS CORP COM 651511107 17,380 611,970 SH   DFND 6 611,970 0 0
NEWLINK GENETICS CORP COM 651511107 3,677 129,470 SH   DFND 7 129,470 0 0
NEWLINK GENETICS CORP COM 651511107 68,765 2,421,308 SH   DFND 8 0 0 2,421,308
NEWLINK GENETICS CORP COM 651511107 8,639 304,200 SH   DFND   304,200 0 0
NEWMARKET CORP COM 651587107 7,423 18,995 SH   DFND 1,5 0 0 18,995
NEWMARKET CORP COM 651587107 35,133 89,905 SH   DFND 8 0 0 89,905
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 56,571 56,500,000 PRN   DFND 1,5 0 0 0
NEWMONT MINING CORP COM 651639106 19,007 810,900 SH   DFND 1,5 0 0 810,900
NEWMONT MINING CORP COM 651639106 3,700 157,839 SH   DFND 2 157,839 0 0
NEWMONT MINING CORP COM 651639106 610 26,045 SH   DFND 3 26,045 0 0
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 4,305 4,300,000 PRN   DFND 6 0 0 0
NEWMONT MINING CORP COM 651639106 39,607 1,689,700 SH   DFND 8 0 0 1,689,700
NEWMONT MINING CORP NOTE 1.250% 7/1 651639AH9 34,984 34,940,000 PRN   DFND   0 0 0
NEWS CORP NEW CL A 65249B109 1,566 90,959 SH   DFND 1,5 0 0 90,959
NEWS CORP NEW CL A 65249B109 2,718 157,850 SH   DFND 2 157,850 0 0
NEWS CORP NEW CL A 65249B109 594 34,470 SH   DFND 3 34,470 0 0
NEWS CORP NEW CL A 65249B109 267 15,483 SH   DFND   15,483 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 69,917 1,863,452 SH   DFND 1,5 0 0 1,863,452
NEXSTAR BROADCASTING GROUP I CL A 65336K103 6,612 176,231 SH   DFND 6 153,431 0 22,800
NEXSTAR BROADCASTING GROUP I CL A 65336K103 649 17,300 SH   DFND 7 17,300 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 825 21,978 SH   DFND   21,978 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F861 36,734 680,000 SH   DFND 1,5 491,000 0 189,000
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 48,213 785,870 SH   DFND 1,5 337,270 0 448,600
NEXTERA ENERGY INC COM 65339F101 799,444 8,360,641 SH   DFND 1,5 78,502 0 8,282,139
NEXTERA ENERGY INC COM 65339F101 13,197 138,015 SH   DFND 2 138,015 0 0
NEXTERA ENERGY INC COM 65339F101 5,924 61,951 SH   DFND 3 61,951 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 2,147 35,000 SH   DFND 6 0 0 35,000
NEXTERA ENERGY INC COM 65339F101 6,371 66,630 SH   DFND 6 51,080 0 15,550
NEXTERA ENERGY INC COM 65339F101 7,954 83,180 SH   DFND 7 59,880 0 23,300
NEXTERA ENERGY INC COM 65339F101 209,281 2,188,676 SH   DFND 8 0 0 2,188,676
NIC INC COM 62914B100 36,458 1,888,039 SH   DFND 1,5 0 0 1,888,039
NIC INC COM 62914B100 3,288 170,276 SH   DFND 8 0 0 170,276
NICE SYS LTD SPONSORED ADR 653656108 13,103 293,400 SH   DFND 1,5 220,000 0 73,400
NICE SYS LTD SPONSORED ADR 653656108 17,476 391,310 SH   DFND 6 391,310 0 0
NICE SYS LTD SPONSORED ADR 653656108 1,684 37,700 SH   DFND 7 37,700 0 0
NICE SYS LTD SPONSORED ADR 653656108 2,630 58,900 SH   DFND   58,900 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,716 236,253 SH   DFND 1,5 5,900 0 230,353
NIELSEN HOLDINGS N V COM N63218106 77,763 1,742,386 SH   DFND 1,5 0 0 1,742,386
NIELSEN HOLDINGS N V COM N63218106 4,020 90,075 SH   DFND 2 90,075 0 0
NIELSEN HOLDINGS N V COM N63218106 44,668 1,000,853 SH   DFND 8 0 0 1,000,853
NII HLDGS INC CL B NEW 62913F201 6,155 5,172,683 SH   DFND 1,5 0 0 5,172,683
NII HLDGS INC CL B NEW 62913F201 1,459 1,225,722 SH   DFND 8 0 0 1,225,722
NIKE INC CL B 654106103 2,270,673 30,742,938 SH   DFND 1,5 824,855 0 29,918,083
NIKE INC CL B 654106103 17,415 235,785 SH   DFND 2 235,785 0 0
NIKE INC CL B 654106103 7,088 95,970 SH   DFND 3 95,970 0 0
NIKE INC CL B 654106103 14,577 197,355 SH   DFND 6 103,155 0 94,200
NIKE INC CL B 654106103 19,279 261,020 SH   DFND 7 217,020 0 44,000
NIKE INC CL B 654106103 34,958 473,307 SH   DFND 8 0 0 473,307
NIMBLE STORAGE INC COM 65440R101 53,953 1,423,949 SH   DFND 1,5 113,700 0 1,310,249
NISOURCE INC COM 65473P105 325,131 9,150,892 SH   DFND 1,5 0 0 9,150,892
NISOURCE INC COM 65473P105 3,536 99,534 SH   DFND 2 99,534 0 0
NISOURCE INC COM 65473P105 878 24,723 SH   DFND 3 24,723 0 0
NISOURCE INC COM 65473P105 3,606 101,500 SH   DFND 7 101,500 0 0
NISOURCE INC COM 65473P105 74,434 2,094,959 SH   DFND 8 0 0 2,094,959
NOBLE CORP PLC SHS USD G65431101 267,267 8,163,317 SH   DFND 1,5 220,008 0 7,943,309
NOBLE CORP PLC SHS USD G65431101 2,638 80,561 SH   DFND 2 80,561 0 0
NOBLE CORP PLC SHS USD G65431101 1,480 45,218 SH   DFND 3 45,218 0 0
NOBLE CORP PLC SHS USD G65431101 7,812 238,611 SH   DFND 6 121,311 0 117,300
NOBLE CORP PLC SHS USD G65431101 8,123 248,100 SH   DFND 7 193,600 0 54,500
NOBLE CORP PLC SHS USD G65431101 35,095 1,071,935 SH   DFND 8 0 0 1,071,935
NOBLE ENERGY INC COM 655044105 3,696,069 52,028,001 SH   DFND 1,5 1,140,811 0 50,887,190
NOBLE ENERGY INC COM 655044105 8,058 113,436 SH   DFND 2 113,436 0 0
NOBLE ENERGY INC COM 655044105 261 3,674 SH   DFND 3 3,674 0 0
NOBLE ENERGY INC COM 655044105 134,984 1,900,108 SH   DFND 8 0 0 1,900,108
NOKIA CORP SPONSORED ADR 654902204 4,127 562,300 SH   DFND 1,5 0 0 562,300
NOKIA CORP SPONSORED ADR 654902204 14,364 1,956,940 SH   DFND 8 0 0 1,956,940
NOMURA HLDGS INC SPONSORED ADR 65535H208 633 98,500 SH   DFND 1,5 0 0 98,500
NOMURA HLDGS INC SPONSORED ADR 65535H208 4,824 750,187 SH   DFND 7 391,087 0 359,100
NORDIC AMERICAN TANKERS LIMI COM G65773106 7,134 725,000 SH   DFND 1,5 0 0 725,000
NORDION INC COM 65563C105 1,967 170,700 SH   DFND 7 170,700 0 0
NORDION INC COM 65563C105 76,355 6,625,666 SH   DFND   6,625,666 0 0
NORDSON CORP COM 655663102 3,889 55,170 SH   DFND 6 55,170 0 0
NORDSON CORP COM 655663102 3,498 49,620 SH   DFND 7 49,620 0 0
NORDSON CORP COM 655663102 4,188 59,408 SH   DFND   59,408 0 0
NORDSTROM INC COM 655664100 49,960 800,000 SH   DFND 1,5 71,100 0 728,900
NORDSTROM INC COM 655664100 2,833 45,357 SH   DFND 2 45,357 0 0
NORDSTROM INC COM 655664100 416 6,657 SH   DFND 3 6,657 0 0
NORFOLK SOUTHERN CORP COM 655844108 324,225 3,336,676 SH   DFND 1,5 109,400 0 3,227,276
NORFOLK SOUTHERN CORP COM 655844108 9,540 98,179 SH   DFND 2 98,179 0 0
NORFOLK SOUTHERN CORP COM 655844108 4,270 43,942 SH   DFND 3 43,942 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,073 31,620 SH   DFND 6 31,620 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,134 52,835 SH   DFND 7 52,835 0 0
NORFOLK SOUTHERN CORP COM 655844108 23,661 243,500 SH   DFND 8 0 0 243,500
NORTEK INC COM NEW 656559309 31,502 383,195 SH   DFND 1,5 0 0 383,195
NORTH VALLEY BANCORP COM NEW 66304M204 10,277 425,000 SH   DFND 1,5 10,600 0 414,400
NORTHEAST UTILS COM 664397106 95,507 2,099,052 SH   DFND 1,5 24,357 0 2,074,695
NORTHEAST UTILS COM 664397106 4,550 99,992 SH   DFND 2 99,992 0 0
NORTHEAST UTILS COM 664397106 1,039 22,839 SH   DFND 3 22,839 0 0
NORTHEAST UTILS COM 664397106 369 8,100 SH   DFND 6 8,100 0 0
NORTHEAST UTILS COM 664397106 4,618 101,500 SH   DFND 7 101,500 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 112,644 7,704,768 SH   DFND 1,5 0 0 7,704,768
NORTHERN OIL & GAS INC NEV COM 665531109 6,481 443,319 SH   DFND 6 443,319 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 994 68,000 SH   DFND 7 68,000 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 16,336 1,117,396 SH   DFND 8 0 0 1,117,396
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 20,576 800,000 SH   DFND 1,5 0 0 800,000
NORTHERN TR CORP COM 665859104 306,282 4,671,785 SH   DFND 1,5 0 0 4,671,785
NORTHERN TR CORP COM 665859104 4,636 70,713 SH   DFND 2 70,713 0 0
NORTHERN TR CORP COM 665859104 1,631 24,877 SH   DFND 3 24,877 0 0
NORTHERN TR CORP COM 665859104 4,499 68,623 SH   DFND 6 68,623 0 0
NORTHERN TR CORP COM 665859104 14,856 226,600 SH   DFND 8 0 0 226,600
NORTHFIELD BANCORP INC DEL COM 66611T108 655 50,900 SH   DFND 8 0 0 50,900
NORTHRIM BANCORP INC COM 666762109 12,848 500,124 SH   DFND 1,5 12,200 0 487,924
NORTHROP GRUMMAN CORP COM 666807102 8,477 68,705 SH   DFND 2 68,705 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,908 23,570 SH   DFND 3 23,570 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 68,717 4,257,530 SH   DFND 1,5 0 0 4,257,530
NORTHSTAR RLTY FIN CORP COM 66704R100 12,305 762,380 SH   DFND 6 762,380 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 2,600 161,060 SH   DFND 7 161,060 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 8,956 554,900 SH   DFND 8 0 0 554,900
NORWOOD FINANCIAL CORP COM 669549107 3,525 125,000 SH   DFND 1,5 3,100 0 121,900
NOVACOPPER INC COM 66988K102 659 488,333 SH   DFND 8 0 0 488,333
NOVADAQ TECHNOLOGIES INC COM 66987G102 42,896 1,925,333 SH   DFND 1,5 0 0 1,925,333
NOVAGOLD RES INC COM NEW 66987E206 8,358 2,292,800 SH   DFND 8 0 0 2,292,800
NOVARTIS A G SPONSORED ADR 66987V109 148,842 1,750,665 SH   DFND 1,5 0 0 1,750,665
NOVARTIS A G SPONSORED ADR 66987V109 2,721 32,007 SH   DFND 3 32,007 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,174 25,567 SH   DFND 6 25,567 0 0
NOVARTIS A G SPONSORED ADR 66987V109 3,600 42,339 SH   DFND 7 42,339 0 0
NOVARTIS A G SPONSORED ADR 66987V109 95,418 1,122,298 SH   DFND 8 0 0 1,122,298
NOVAVAX INC COM 670002104 29,112 6,426,409 SH   DFND 1,5 0 0 6,426,409
NOVAVAX INC COM 670002104 83,278 18,383,652 SH   DFND 8 0 0 18,383,652
NOVAVAX INC COM 670002104 13,599 3,001,960 SH   DFND   3,001,960 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 34,138 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 421,734 9,238,430 SH   DFND 1,5 152,300 0 9,086,130
NOVO-NORDISK A S ADR 670100205 1,539 33,718 SH   DFND 3 33,718 0 0
NOVO-NORDISK A S ADR 670100205 39,925 874,600 SH   DFND 8 0 0 874,600
NPS PHARMACEUTICALS INC COM 62936P103 362,154 12,100,048 SH   DFND 1,5 928,300 0 11,171,748
NPS PHARMACEUTICALS INC COM 62936P103 99,371 3,320,097 SH   DFND 8 0 0 3,320,097
NRG ENERGY INC COM NEW 629377508 168,384 5,295,100 SH   DFND 1,5 300 0 5,294,800
NRG ENERGY INC COM NEW 629377508 3,278 103,093 SH   DFND 2 103,093 0 0
NRG ENERGY INC COM NEW 629377508 467 14,695 SH   DFND 3 14,695 0 0
NRG ENERGY INC COM NEW 629377508 81,082 2,549,740 SH   DFND 8 0 0 2,549,740
NRG YIELD INC COM CL A 62942X108 870 22,000 SH   DFND 1,5 0 0 22,000
NRG YIELD INC COM CL A 62942X108 21,747 550,146 SH   DFND 8 0 0 550,146
NTELOS HLDGS CORP COM NEW 67020Q305 1,180 87,380 SH   DFND 1,5 0 0 87,380
NTELOS HLDGS CORP COM NEW 67020Q305 826 61,188 SH   DFND 8 0 0 61,188
NTT DOCOMO INC SPONS ADR 62942M201 1,400 88,800 SH   DFND 1,5 0 0 88,800
NU SKIN ENTERPRISES INC CL A 67018T105 236,735 2,857,394 SH   DFND 1,5 47,100 0 2,810,294
NU SKIN ENTERPRISES INC CL A 67018T105 20,440 246,711 SH   DFND 6 246,711 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 5,699 68,790 SH   DFND 7 68,790 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 18,422 222,355 SH   DFND 8 0 0 222,355
NU SKIN ENTERPRISES INC CL A 67018T105 859 10,372 SH   DFND   10,372 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 126,492 7,367,052 SH   DFND 1,5 166,616 0 7,200,436
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 30,104 28,085,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 86,281 86,120,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,403 1,400,000 PRN   DFND 6 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 10,252 597,100 SH   DFND 8 0 0 597,100
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 90 90,000 PRN   DFND   0 0 0
NUCOR CORP COM 670346105 15,966 315,900 SH   DFND 1,5 17,800 0 298,100
NUCOR CORP COM 670346105 5,101 100,921 SH   DFND 2 100,921 0 0
NUCOR CORP COM 670346105 2,007 39,711 SH   DFND 3 39,711 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 29,725 1,143,710 SH   DFND 1,5 28,500 0 1,115,210
NVE CORP COM NEW 629445206 15,147 265,557 SH   DFND 1,5 0 0 265,557
NVIDIA CORP COM 67066G104 1,364,393 76,180,513 SH   DFND 1,5 4,871,700 0 71,308,813
NVIDIA CORP COM 67066G104 3,147 175,693 SH   DFND 2 175,693 0 0
NVIDIA CORP COM 67066G104 428 23,925 SH   DFND 3 23,925 0 0
NVIDIA CORP COM 67066G104 1,191 66,510 SH   DFND 6 66,510 0 0
NVR INC COM 62944T105 174,000 151,700 SH   DFND 1,5 0 0 151,700
NVR INC COM 62944T105 25,965 22,637 SH   DFND 8 0 0 22,637
NXP SEMICONDUCTORS N V COM N6596X109 1,303,751 22,168,858 SH   DFND 1,5 41,094 0 22,127,764
NXP SEMICONDUCTORS N V COM N6596X109 81,866 1,392,035 SH   DFND 6 1,374,235 0 17,800
NXP SEMICONDUCTORS N V COM N6596X109 31,804 540,800 SH   DFND 7 472,300 0 68,500
NXP SEMICONDUCTORS N V COM N6596X109 34,567 587,773 SH   DFND 8 0 0 587,773
NXP SEMICONDUCTORS N V COM N6596X109 942 16,014 SH   DFND   16,014 0 0
NXSTAGE MEDICAL INC COM 67072V103 3,811 299,100 SH   DFND 1,5 0 0 299,100
NXSTAGE MEDICAL INC COM 67072V103 29,893 2,346,400 SH   DFND 8 0 0 2,346,400
O REILLY AUTOMOTIVE INC NEW COM 67103H107 275,750 1,858,281 SH   DFND 1,5 38,609 0 1,819,672
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,003 33,717 SH   DFND 2 33,717 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 797 5,374 SH   DFND 3 5,374 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,362 56,350 SH   DFND 6 18,050 0 38,300
O REILLY AUTOMOTIVE INC NEW COM 67103H107 18,025 121,470 SH   DFND 7 103,670 0 17,800
O REILLY AUTOMOTIVE INC NEW COM 67103H107 48,260 325,227 SH   DFND 8 0 0 325,227
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 2,092 637,770 SH   DFND 1,5 0 0 637,770
OAKTREE CAP GROUP LLC UNIT CL A 674001201 309,702 5,325,008 SH   DFND 1,5 0 0 5,325,008
OAKTREE CAP GROUP LLC UNIT CL A 674001201 25,992 446,900 SH   DFND 8 0 0 446,900
OASIS PETE INC NEW COM 674215108 34,273 821,300 SH   DFND 1,5 0 0 821,300
OASIS PETE INC NEW COM 674215108 9,848 235,990 SH   DFND 6 190,990 0 45,000
OASIS PETE INC NEW COM 674215108 2,673 64,060 SH   DFND 7 64,060 0 0
OASIS PETE INC NEW COM 674215108 5,079 121,700 SH   DFND   121,700 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,079,785 11,331,565 SH   DFND 1,5 174,977 0 11,156,588
OCCIDENTAL PETE CORP DEL COM 674599105 24,007 251,933 SH   DFND 2 251,933 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 9,182 96,356 SH   DFND 3 96,356 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 90,200 946,589 SH   DFND 6 673,797 0 272,792
OCCIDENTAL PETE CORP DEL COM 674599105 152,046 1,595,618 SH   DFND 7 1,515,028 0 80,590
OCCIDENTAL PETE CORP DEL COM 674599105 5,489 57,600 SH   DFND 8 0 0 57,600
OCCIDENTAL PETE CORP DEL COM 674599105 4,797 50,346 SH   DFND   50,346 0 0
OCEAN RIG UDW INC SHS Y64354205 81,155 4,561,852 SH   DFND 1,5 0 0 4,561,852
OCEAN RIG UDW INC SHS Y64354205 24,483 1,376,248 SH   DFND 8 0 0 1,376,248
OCEANEERING INTL INC COM 675232102 593,015 8,252,366 SH   DFND 1,5 54,843 0 8,197,523
OCEANEERING INTL INC COM 675232102 1,401 19,500 SH   DFND 7 19,500 0 0
OCEANEERING INTL INC COM 675232102 111,164 1,546,949 SH   DFND 8 0 0 1,546,949
OCERA THERAPEUTICS INC COM 67552A108 612 58,000 SH   DFND 1,5 0 0 58,000
OCH ZIFF CAP MGMT GROUP CL A 67551U105 16,888 1,226,400 SH   DFND 1,5 0 0 1,226,400
OCH ZIFF CAP MGMT GROUP CL A 67551U105 6,197 450,000 SH   DFND 8 0 0 450,000
OCI PARTNERS LP COM UNIT REP LP 67091N108 4,298 200,465 SH   DFND 8 0 0 200,465
OCI RES LP COM UNIT LTD 67081B106 18,163 837,376 SH   DFND 1,5 0 0 837,376
OCWEN FINL CORP COM NEW 675746309 138,801 3,542,647 SH   DFND 1,5 300 0 3,542,347
OCWEN FINL CORP COM NEW 675746309 36,824 939,870 SH   DFND 8 0 0 939,870
OFFICE DEPOT INC COM 676220106 101,462 24,567,135 SH   DFND 1,5 56,200 0 24,510,935
OFG BANCORP COM 67103X102 44,770 2,604,442 SH   DFND 1,5 99,900 0 2,504,542
OFG BANCORP COM 67103X102 3,665 213,180 SH   DFND 8 0 0 213,180
OGE ENERGY CORP COM 670837103 105,866 2,879,934 SH   DFND 1,5 0 0 2,879,934
OGE ENERGY CORP COM 670837103 221 6,020 SH   DFND 3 6,020 0 0
OGE ENERGY CORP COM 670837103 99,561 2,708,407 SH   DFND 8 0 0 2,708,407
OI S.A. SPN ADR REP PFD 670851203 476 357,757 SH   DFND 1,5 0 0 357,757
OI S.A. SPN ADR REP PFD 670851203 693 521,243 SH   DFND 8 0 0 521,243
OIL STS INTL INC COM 678026105 369,585 3,748,331 SH   DFND 1,5 49,900 0 3,698,431
OIL STS INTL INC COM 678026105 1,479 15,000 SH   DFND 6 4,500 0 10,500
OIL STS INTL INC COM 678026105 463 4,700 SH   DFND 7 4,700 0 0
OIL STS INTL INC COM 678026105 23,240 235,700 SH   DFND 8 0 0 235,700
OIL STS INTL INC COM 678026105 2,533 25,691 SH   DFND   25,691 0 0
OLD REP INTL CORP COM 680223104 38,466 2,345,516 SH   DFND 1,5 0 0 2,345,516
OLIN CORP COM PAR $1 680665205 3,689 133,597 SH   DFND 1,5 0 0 133,597
OLIN CORP COM PAR $1 680665205 17,474 632,903 SH   DFND 8 0 0 632,903
OM GROUP INC COM 670872100 66,440 2,000,000 SH   DFND 1,5 49,900 0 1,950,100
OMNICARE INC NOTE 3.750%12/1 681904AN8 8,195 3,610,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 83,484 1,399,095 SH   DFND 1,5 0 0 1,399,095
OMNICARE INC NOTE 3.750% 4/0 681904AP3 15,063 10,000,000 PRN   DFND 1,5 0 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,227 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 546 9,152 SH   DFND 3 9,152 0 0
OMNICARE INC COM 681904108 2,890 48,430 SH   DFND 7 48,430 0 0
OMNICARE INC COM 681904108 12,495 209,400 SH   DFND 8 0 0 209,400
OMNICELL INC COM 68213N109 10,017 350,000 SH   DFND 1,5 0 0 350,000
OMNICOM GROUP INC COM 681919106 83,552 1,150,850 SH   DFND 1,5 0 0 1,150,850
OMNICOM GROUP INC COM 681919106 5,942 81,850 SH   DFND 2 81,850 0 0
OMNICOM GROUP INC COM 681919106 2,907 40,035 SH   DFND 3 40,035 0 0
OMNICOM GROUP INC COM 681919106 30,162 415,461 SH   DFND 6 279,881 0 135,580
OMNICOM GROUP INC COM 681919106 65,895 907,650 SH   DFND 7 907,650 0 0
OMNICOM GROUP INC COM 681919106 26,484 364,800 SH   DFND 8 0 0 364,800
OMNICOM GROUP INC COM 681919106 4,095 56,411 SH   DFND   56,411 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 63,262 3,574,100 SH   DFND 1,5 45,700 0 3,528,400
OMNOVA SOLUTIONS INC COM 682129101 59,417 5,724,218 SH   DFND 1,5 0 0 5,724,218
ON ASSIGNMENT INC COM 682159108 8,507 220,450 SH   DFND 6 220,450 0 0
ON ASSIGNMENT INC COM 682159108 1,481 38,390 SH   DFND 7 38,390 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 36,005 29,512,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 150,809 16,043,537 SH   DFND 1,5 0 0 16,043,537
ON SEMICONDUCTOR CORP COM 682189105 1,376 146,400 SH   DFND 8 0 0 146,400
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 817 69,495 SH   DFND 1,5 0 0 69,495
ONCOMED PHARMACEUTICALS INC COM 68234X102 6,531 194,100 SH   DFND 8 0 0 194,100
ONCONOVA THERAPEUTICS INC COM 68232V108 1,655 261,063 SH   DFND 1,5 0 0 261,063
ONCONOVA THERAPEUTICS INC COM 68232V108 3,135 494,557 SH   DFND 8 0 0 494,557
ONCOTHYREON INC COM 682324108 1,027 343,600 SH   DFND 8 0 0 343,600
ONE GAS INC COM 68235P108 650 18,080 SH   DFND 1,5 0 0 18,080
ONE GAS INC COM 68235P108 4,525 125,950 SH   DFND 8 0 0 125,950
ONEOK INC NEW COM 682680103 113,464 1,914,996 SH   DFND 1,5 0 0 1,914,996
ONEOK INC NEW COM 682680103 3,903 65,877 SH   DFND 2 65,877 0 0
ONEOK INC NEW COM 682680103 730 12,315 SH   DFND 3 12,315 0 0
ONEOK INC NEW COM 682680103 4,510 76,120 SH   DFND 7 76,120 0 0
ONEOK INC NEW COM 682680103 52,380 884,058 SH   DFND 8 0 0 884,058
OPEN TEXT CORP COM 683715106 15,194 318,014 SH   DFND 1,5 0 0 318,014
OPEN TEXT CORP COM 683715106 4,389 91,854 SH   DFND 6 0 0 91,854
OPEN TEXT CORP COM 683715106 41,401 866,500 SH   DFND 7 866,300 0 200
OPEN TEXT CORP COM 683715106 326,006 6,823,163 SH   DFND   6,527,963 0 295,200
OPENTABLE INC COM 68372A104 21,371 277,800 SH   DFND 1,5 0 0 277,800
OPHTHOTECH CORP COM 683745103 24,246 678,400 SH   DFND 1,5 0 0 678,400
OPHTHOTECH CORP COM 683745103 85,592 2,394,851 SH   DFND 8 0 0 2,394,851
OPKO HEALTH INC COM 68375N103 45,000 4,828,360 SH   DFND 8 0 0 4,828,360
OPTICAL CABLE CORP COM NEW 683827208 119 30,900 SH   DFND 1,5 900 0 30,000
ORACLE CORP COM 68389X105 2,063,465 50,439,146 SH   DFND 1,5 1,193,467 0 49,245,679
ORACLE CORP COM 68389X105 44,910 1,097,765 SH   DFND 2 1,097,765 0 0
ORACLE CORP COM 68389X105 19,687 481,226 SH   DFND 3 481,226 0 0
ORACLE CORP COM 68389X105 118,183 2,888,849 SH   DFND 6 2,063,949 0 824,900
ORACLE CORP COM 68389X105 216,812 5,299,739 SH   DFND 7 5,041,499 0 258,240
ORACLE CORP COM 68389X105 189,994 4,644,200 SH   DFND 8 0 0 4,644,200
ORACLE CORP COM 68389X105 153,581 3,754,113 SH   DFND   3,754,113 0 0
ORAGENICS INC COM NEW 684023203 8,227 2,866,666 SH   DFND 8 0 0 2,866,666
ORBOTECH LTD ORD M75253100 26,315 1,709,900 SH   DFND 1,5 44,900 0 1,665,000
OREXIGEN THERAPEUTICS INC COM 686164104 44,927 6,911,881 SH   DFND 8 0 0 6,911,881
ORGANOVO HLDGS INC COM 68620A104 15,265 1,998,000 SH   DFND 8 0 0 1,998,000
OSHKOSH CORP COM 688239201 182,910 3,107,022 SH   DFND 1,5 68,400 0 3,038,622
OSHKOSH CORP COM 688239201 15,873 269,633 SH   DFND 8 0 0 269,633
OSIRIS THERAPEUTICS INC NEW COM 68827R108 29,400 2,239,166 SH   DFND 8 0 0 2,239,166
OUTERWALL INC COM 690070107 2,983 41,147 SH   DFND 1,5 0 0 41,147
OVASCIENCE INC COM 69014Q101 10,223 1,143,459 SH   DFND 1,5 0 0 1,143,459
OVASCIENCE INC COM 69014Q101 6,482 725,100 SH   DFND 8 0 0 725,100
OWENS & MINOR INC NEW COM 690732102 119,102 3,400,000 SH   DFND 1,5 0 0 3,400,000
OWENS CORNING NEW COM 690742101 1,472 34,100 SH   DFND 6 0 0 34,100
OWENS CORNING NEW COM 690742101 725 16,800 SH   DFND 7 16,800 0 0
OWENS CORNING NEW COM 690742101 1,274 29,500 SH   DFND 8 0 0 29,500
OWENS CORNING NEW COM 690742101 1,014 23,500 SH   DFND   23,500 0 0
OWENS ILL INC COM NEW 690768403 1,767 52,228 SH   DFND 2 52,228 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 4,616 230,000 SH   DFND 1,5 0 0 230,000
OXFORD INDS INC COM 691497309 132,840 1,698,720 SH   DFND 1,5 0 0 1,698,720
P & F INDS INC CL A NEW 692830508 2,888 369,300 SH   DFND 1,5 9,200 0 360,100
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 40,128 1,019,247 SH   DFND 1,5 24,330 0 994,917
PACCAR INC COM 693718108 59,388 880,603 SH   DFND 1,5 19,507 0 861,096
PACCAR INC COM 693718108 7,574 112,312 SH   DFND 2 112,312 0 0
PACCAR INC COM 693718108 3,658 54,241 SH   DFND 3 54,241 0 0
PACER INTL INC TENN COM 69373H106 479 53,504 SH   DFND 1,5 0 0 53,504
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 28,688 2,636,754 SH   DFND 1,5 0 0 2,636,754
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 11,625 1,068,446 SH   DFND 8 0 0 1,068,446
PACIFIC PREMIER BANCORP COM 69478X105 25,801 1,598,586 SH   DFND 1,5 23,700 0 1,574,886
PACIRA PHARMACEUTICALS INC COM 695127100 110,562 1,579,679 SH   DFND 1,5 0 0 1,579,679
PACIRA PHARMACEUTICALS INC COM 695127100 549 7,848 SH   DFND 6 7,848 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 108,463 1,549,693 SH   DFND 8 0 0 1,549,693
PACKAGING CORP AMER COM 695156109 86,492 1,229,100 SH   DFND 1,5 0 0 1,229,100
PACWEST BANCORP DEL COM 695263103 162,762 3,784,276 SH   DFND 1,5 0 0 3,784,276
PACWEST BANCORP DEL COM 695263103 8,589 199,700 SH   DFND 8 0 0 199,700
PAIN THERAPEUTICS INC COM 69562K100 110 20,000 SH   DFND 1,5 10,000 0 10,000
PAIN THERAPEUTICS INC COM 69562K100 691 125,717 SH   DFND 8 0 0 125,717
PALL CORP COM 696429307 65,379 730,735 SH   DFND 1,5 0 0 730,735
PALL CORP COM 696429307 3,113 34,799 SH   DFND 2 34,799 0 0
PALL CORP COM 696429307 319 3,570 SH   DFND 3 3,570 0 0
PALL CORP COM 696429307 16,497 184,390 SH   DFND 6 172,320 0 12,070
PALL CORP COM 696429307 19,842 221,770 SH   DFND 7 187,900 0 33,870
PALL CORP COM 696429307 33,050 369,392 SH   DFND 8 0 0 369,392
PALO ALTO NETWORKS INC COM 697435105 42,055 613,043 SH   DFND 1,5 14,100 0 598,943
PALO ALTO NETWORKS INC COM 697435105 1,431 20,857 SH   DFND 6 20,857 0 0
PALO ALTO NETWORKS INC COM 697435105 5,351 78,000 SH   DFND 8 0 0 78,000
PAN AMERICAN SILVER CORP COM 697900108 19,102 1,484,200 SH   DFND 1,5 35,600 0 1,448,600
PAN AMERICAN SILVER CORP COM 697900108 1,655 128,600 SH   DFND 8 0 0 128,600
PANDORA MEDIA INC COM 698354107 117,489 3,874,963 SH   DFND 1,5 205,546 0 3,669,417
PANERA BREAD CO CL A 69840W108 287,487 1,629,100 SH   DFND 1,5 17,800 0 1,611,300
PANERA BREAD CO CL A 69840W108 2,453 13,900 SH   DFND 6 13,900 0 0
PANERA BREAD CO CL A 69840W108 25,021 141,786 SH   DFND 8 0 0 141,786
PAPA JOHNS INTL INC COM 698813102 76,220 1,462,679 SH   DFND 1,5 20,000 0 1,442,679
PAPA JOHNS INTL INC COM 698813102 24,484 469,848 SH   DFND 6 443,248 0 26,600
PAPA JOHNS INTL INC COM 698813102 3,132 60,098 SH   DFND 7 60,098 0 0
PAPA JOHNS INTL INC COM 698813102 5,423 104,076 SH   DFND 8 0 0 104,076
PAPA JOHNS INTL INC COM 698813102 1,303 25,000 SH   DFND   25,000 0 0
PARAMOUNT GOLD & SILVER CORP COM 69924P102 15 11,800 SH   DFND   11,800 0 0
PAREXEL INTL CORP COM 699462107 107,307 1,983,862 SH   DFND 1,5 0 0 1,983,862
PARK OHIO HLDGS CORP COM 700666100 7,747 137,970 SH   DFND 8 0 0 137,970
PARKER HANNIFIN CORP COM 701094104 138,137 1,153,932 SH   DFND 1,5 0 0 1,153,932
PARKER HANNIFIN CORP COM 701094104 5,659 47,274 SH   DFND 2 47,274 0 0
PARKER HANNIFIN CORP COM 701094104 2,275 19,007 SH   DFND 3 19,007 0 0
PARKER HANNIFIN CORP COM 701094104 41,105 343,368 SH   DFND 8 0 0 343,368
PARKWAY PPTYS INC COM 70159Q104 44,281 2,426,372 SH   DFND 1,5 0 0 2,426,372
PATTERN ENERGY GROUP INC CL A 70338P100 7,214 265,890 SH   DFND 6 265,890 0 0
PATTERN ENERGY GROUP INC CL A 70338P100 1,256 46,290 SH   DFND 7 46,290 0 0
PATTERSON COMPANIES INC COM 703395103 47,208 1,130,450 SH   DFND 1,5 9,800 0 1,120,650
PATTERSON COMPANIES INC COM 703395103 1,087 26,025 SH   DFND 2 26,025 0 0
PATTERSON COMPANIES INC COM 703395103 626 14,992 SH   DFND 3 14,992 0 0
PATTERSON UTI ENERGY INC COM 703481101 22,214 701,200 SH   DFND 1,5 16,500 0 684,700
PAYCHEX INC COM 704326107 849,029 19,930,256 SH   DFND 1,5 460,105 0 19,470,151
PAYCHEX INC COM 704326107 4,377 102,754 SH   DFND 2 102,754 0 0
PAYCHEX INC COM 704326107 1,492 35,027 SH   DFND 3 35,027 0 0
PAYCHEX INC COM 704326107 11,309 265,476 SH   DFND 6 265,476 0 0
PC-TEL INC COM 69325Q105 267 30,600 SH   DFND 1,5 0 0 30,600
PDC ENERGY INC COM 69327R101 111,677 1,793,727 SH   DFND 1,5 136,962 0 1,656,765
PDC ENERGY INC COM 69327R101 46,787 751,473 SH   DFND 8 0 0 751,473
PDF SOLUTIONS INC COM 693282105 20,957 1,153,390 SH   DFND 1,5 0 0 1,153,390
PDF SOLUTIONS INC COM 693282105 11,015 606,231 SH   DFND 6 606,231 0 0
PDF SOLUTIONS INC COM 693282105 546 30,040 SH   DFND 7 30,040 0 0
PDL BIOPHARMA INC COM 69329Y104 2,993 360,121 SH   DFND 8 0 0 360,121
PEABODY ENERGY CORP COM 704549104 325,731 19,934,554 SH   DFND 1,5 155,200 0 19,779,354
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 156,070 192,977,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP COM 704549104 1,405 86,001 SH   DFND 2 86,001 0 0
PEABODY ENERGY CORP COM 704549104 641 39,203 SH   DFND 3 39,203 0 0
PEABODY ENERGY CORP COM 704549104 1,217 74,483 SH   DFND 6 74,483 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 437 540,000 PRN   DFND 7 0 0 0
PEABODY ENERGY CORP COM 704549104 106,209 6,499,949 SH   DFND 8 0 0 6,499,949
PEMBINA PIPELINE CORP COM 706327103 17,176 452,300 SH   DFND 1,5 0 0 452,300
PEMBINA PIPELINE CORP COM 706327103 2,415 63,600 SH   DFND 6 63,600 0 0
PEMBINA PIPELINE CORP COM 706327103 18,805 495,200 SH   DFND 7 485,900 0 9,300
PEMBINA PIPELINE CORP COM 706327103 114,480 3,014,702 SH   DFND   2,802,802 0 211,900
PENDRELL CORP COM 70686R104 69 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 33,566 2,724,477 SH   DFND 1,5 0 0 2,724,477
PENN NATL GAMING INC COM 707569109 5,308 430,812 SH   DFND 8 0 0 430,812
PENN WEST PETE LTD NEW COM 707887105 216 25,800 SH   DFND 1,5 0 0 25,800
PENN WEST PETE LTD NEW COM 707887105 5,117 612,200 SH   DFND 8 0 0 612,200
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 57,792 3,201,800 SH   DFND 1,5 0 0 3,201,800
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 8,863 491,040 SH   DFND 6 491,040 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 4,098 227,040 SH   DFND 7 227,040 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 616 34,105 SH   DFND   34,105 0 0
PENTAIR LTD SHS H6169Q108 209,838 2,644,794 SH   DFND 1,5 200 0 2,644,594
PENTAIR LTD SHS H6169Q108 4,964 62,561 SH   DFND 2 62,561 0 0
PENTAIR LTD SHS H6169Q108 1,773 22,348 SH   DFND 3 22,348 0 0
PENTAIR LTD SHS H6169Q108 1,065 13,429 SH   DFND 6 13,429 0 0
PENTAIR LTD SHS H6169Q108 4,261 53,700 SH   DFND 8 0 0 53,700
PEOPLES UNITED FINANCIAL INC COM 712704105 1,462 98,348 SH   DFND 2 98,348 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 352 23,686 SH   DFND 3 23,686 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 3,887 261,400 SH   DFND 8 0 0 261,400
PEPCO HOLDINGS INC COM 713291102 1,626 79,413 SH   DFND 2 79,413 0 0
PEPCO HOLDINGS INC COM 713291102 1,712 83,573 SH   DFND 3 83,573 0 0
PEPCO HOLDINGS INC COM 713291102 4,157 202,995 SH   DFND 7 202,995 0 0
PEPSICO INC COM 713448108 953,779 11,422,506 SH   DFND 1,5 330,724 0 11,091,782
PEPSICO INC COM 713448108 40,299 482,618 SH   DFND 2 482,618 0 0
PEPSICO INC COM 713448108 13,009 155,798 SH   DFND 3 155,798 0 0
PEPSICO INC COM 713448108 105,051 1,258,094 SH   DFND 6 937,774 0 320,320
PEPSICO INC COM 713448108 179,622 2,151,159 SH   DFND 7 2,068,529 0 82,630
PEPSICO INC COM 713448108 62,895 753,229 SH   DFND 8 0 0 753,229
PEPSICO INC COM 713448108 18,708 224,052 SH   DFND   224,052 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 4,860 803,334 SH   DFND 1,5 0 0 803,334
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 4,620 763,590 SH   DFND 6 763,590 0 0
PEREGRINE SEMICONDUCTOR CORP COM 71366R703 797 131,800 SH   DFND 7 131,800 0 0
PERFICIENT INC COM 71375U101 14,675 809,900 SH   DFND 1,5 0 0 809,900
PERFORMANT FINL CORP COM 71377E105 4,306 475,800 SH   DFND 1,5 0 0 475,800
PERFORMANT FINL CORP COM 71377E105 13,254 1,464,524 SH   DFND   1,464,524 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 602 76,880 SH   DFND 1,5 0 0 76,880
PERKINELMER INC COM 714046109 12,252 271,900 SH   DFND 1,5 0 0 271,900
PERKINELMER INC COM 714046109 1,612 35,774 SH   DFND 2 35,774 0 0
PERKINELMER INC COM 714046109 212 4,714 SH   DFND 3 4,714 0 0
PERRIGO CO PLC SHS G97822103 1,168,918 7,557,987 SH   DFND 1,5 45,158 0 7,512,829
PERRIGO CO PLC SHS G97822103 6,557 42,397 SH   DFND 2 42,397 0 0
PERRIGO CO PLC SHS G97822103 261 1,691 SH   DFND 3 1,691 0 0
PERRIGO CO PLC SHS G97822103 11,593 74,960 SH   DFND 6 31,360 0 43,600
PERRIGO CO PLC SHS G97822103 18,188 117,600 SH   DFND 7 94,100 0 23,500
PERRIGO CO PLC SHS G97822103 244,142 1,578,571 SH   DFND 8 0 0 1,578,571
PETMED EXPRESS INC COM 716382106 1,376 102,600 SH   DFND 1,5 2,500 0 100,100
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 172,265 13,099,993 SH   DFND 1,5 242,334 0 12,857,659
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 15,024 1,083,200 SH   DFND 1,5 22,294 0 1,060,906
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 306 22,098 SH   DFND 6 22,098 0 0
PETSMART INC COM 716768106 169,434 2,459,480 SH   DFND 1,5 0 0 2,459,480
PETSMART INC COM 716768106 2,265 32,882 SH   DFND 2 32,882 0 0
PETSMART INC COM 716768106 369 5,363 SH   DFND 3 5,363 0 0
PETSMART INC COM 716768106 1,173 17,030 SH   DFND 6 17,030 0 0
PETSMART INC COM 716768106 12,057 175,014 SH   DFND 7 175,014 0 0
PETSMART INC COM 716768106 16,385 237,840 SH   DFND 8 0 0 237,840
PETSMART INC COM 716768106 772 11,213 SH   DFND   11,213 0 0
PFIZER INC COM 717081103 1,239,556 38,591,405 SH   DFND 1,5 704,663 0 37,886,742
PFIZER INC COM 717081103 64,991 2,023,373 SH   DFND 2 2,023,373 0 0
PFIZER INC COM 717081103 23,893 743,862 SH   DFND 3 743,862 0 0
PFIZER INC COM 717081103 31,410 977,892 SH   DFND 6 729,071 0 248,821
PFIZER INC COM 717081103 66,790 2,079,398 SH   DFND 7 2,079,398 0 0
PFIZER INC COM 717081103 58,236 1,813,088 SH   DFND 8 0 0 1,813,088
PFIZER INC COM 717081103 38,126 1,186,990 SH   DFND   1,186,990 0 0
PG&E CORP COM 69331C108 98,126 2,271,424 SH   DFND 1,5 0 0 2,271,424
PG&E CORP COM 69331C108 6,267 145,078 SH   DFND 2 145,078 0 0
PG&E CORP COM 69331C108 1,358 31,444 SH   DFND 3 31,444 0 0
PG&E CORP COM 69331C108 4,385 101,500 SH   DFND 7 101,500 0 0
PG&E CORP COM 69331C108 61,223 1,417,202 SH   DFND 8 0 0 1,417,202
PHARMACYCLICS INC COM 716933106 61,885 617,493 SH   DFND 1,5 0 0 617,493
PHARMACYCLICS INC COM 716933106 472 4,709 SH   DFND 3 4,709 0 0
PHARMACYCLICS INC COM 716933106 5,402 53,900 SH   DFND 6 25,900 0 28,000
PHARMACYCLICS INC COM 716933106 5,512 55,000 SH   DFND 7 42,000 0 13,000
PHARMACYCLICS INC COM 716933106 174,730 1,743,463 SH   DFND 8 0 0 1,743,463
PHARMERICA CORP COM 71714F104 28,049 1,002,469 SH   DFND 1,5 17,500 0 984,969
PHARMERICA CORP COM 71714F104 7,538 269,400 SH   DFND 8 0 0 269,400
PHH CORP COM NEW 693320202 1,739 67,300 SH   DFND 8 0 0 67,300
PHILIP MORRIS INTL INC COM 718172109 1,477,380 18,045,440 SH   DFND 1,5 723,902 0 17,321,538
PHILIP MORRIS INTL INC COM 718172109 41,140 502,503 SH   DFND 2 502,503 0 0
PHILIP MORRIS INTL INC COM 718172109 9,753 119,127 SH   DFND 3 119,127 0 0
PHILIP MORRIS INTL INC COM 718172109 52,017 635,360 SH   DFND 6 635,360 0 0
PHILIP MORRIS INTL INC COM 718172109 149,397 1,824,811 SH   DFND 7 1,772,911 0 51,900
PHILIP MORRIS INTL INC COM 718172109 47,233 576,926 SH   DFND 8 0 0 576,926
PHILIP MORRIS INTL INC COM 718172109 8,786 107,320 SH   DFND   107,320 0 0
PHILLIPS 66 COM 718546104 593,995 7,708,217 SH   DFND 1,5 300 0 7,707,917
PHILLIPS 66 COM 718546104 14,354 186,275 SH   DFND 2 186,275 0 0
PHILLIPS 66 COM 718546104 8,031 104,219 SH   DFND 3 104,219 0 0
PHILLIPS 66 COM 718546104 4,896 63,533 SH   DFND 6 63,533 0 0
PHILLIPS 66 COM 718546104 4,635 60,148 SH   DFND 7 60,148 0 0
PHILLIPS 66 COM 718546104 95,445 1,238,584 SH   DFND 8 0 0 1,238,584
PHILLIPS 66 COM 718546104 2,020 26,217 SH   DFND   26,217 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 102,493 2,110,204 SH   DFND 1,5 0 0 2,110,204
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 25,892 533,077 SH   DFND 8 0 0 533,077
PICO HLDGS INC COM NEW 693366205 1,262 48,568 SH   DFND 1,5 0 0 48,568
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 255,434 14,894,106 SH   DFND 1,5 345,766 0 14,548,340
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,691 1,089,858 SH   DFND 6 1,089,858 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 7,455 434,696 SH   DFND 7 434,696 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 52,452 3,058,400 SH   DFND 8 0 0 3,058,400
PIER 1 IMPORTS INC COM 720279108 54,585 2,891,180 SH   DFND 1,5 40,300 0 2,850,880
PIER 1 IMPORTS INC COM 720279108 12,430 658,390 SH   DFND 6 602,390 0 56,000
PIER 1 IMPORTS INC COM 720279108 5,726 303,300 SH   DFND 7 303,300 0 0
PIER 1 IMPORTS INC COM 720279108 3,534 187,191 SH   DFND   187,191 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 22,419 210,193 SH   DFND 6 210,193 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 9,762 91,521 SH   DFND 7 91,521 0 0
PINNACLE WEST CAP CORP COM 723484101 84,222 1,540,834 SH   DFND 1,5 25,200 0 1,515,634
PINNACLE WEST CAP CORP COM 723484101 1,909 34,931 SH   DFND 2 34,931 0 0
PINNACLE WEST CAP CORP COM 723484101 923 16,878 SH   DFND 3 16,878 0 0
PINNACLE WEST CAP CORP COM 723484101 470 8,600 SH   DFND 6 8,600 0 0
PIONEER NAT RES CO COM 723787107 773,985 4,135,861 SH   DFND 1,5 217,500 0 3,918,361
PIONEER NAT RES CO COM 723787107 8,478 45,304 SH   DFND 2 45,304 0 0
PIONEER NAT RES CO COM 723787107 1,517 8,108 SH   DFND 3 8,108 0 0
PIONEER NAT RES CO COM 723787107 5,287 28,252 SH   DFND 6 28,252 0 0
PIONEER NAT RES CO COM 723787107 88,813 474,580 SH   DFND 8 0 0 474,580
PITNEY BOWES INC COM 724479100 12,217 470,057 SH   DFND 1,5 0 0 470,057
PITNEY BOWES INC COM 724479100 1,669 64,203 SH   DFND 2 64,203 0 0
PITNEY BOWES INC COM 724479100 1,361 52,364 SH   DFND 3 52,364 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 5,875 209,972 SH   DFND 1,5 0 0 209,972
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 35,419 1,265,866 SH   DFND 8 0 0 1,265,866
PLANTRONICS INC NEW COM 727493108 54,560 1,227,451 SH   DFND 1,5 0 0 1,227,451
PLANTRONICS INC NEW COM 727493108 7,943 178,700 SH   DFND 8 0 0 178,700
PLATINUM UNDERWRITER HLDGS L COM G7127P100 159,881 2,660,249 SH   DFND 1,5 0 0 2,660,249
PLUM CREEK TIMBER CO INC COM 729251108 2,360 56,138 SH   DFND 2 56,138 0 0
PLUM CREEK TIMBER CO INC COM 729251108 343 8,150 SH   DFND 3 8,150 0 0
PLY GEM HLDGS INC COM 72941W100 26,299 2,082,227 SH   DFND 1,5 0 0 2,082,227
PMC-SIERRA INC COM 69344F106 91,201 11,984,347 SH   DFND 1,5 0 0 11,984,347
PMC-SIERRA INC COM 69344F106 557 73,200 SH   DFND 8 0 0 73,200
PNC FINL SVCS GROUP INC COM 693475105 1,095,912 12,596,695 SH   DFND 1,5 150,291 0 12,446,404
PNC FINL SVCS GROUP INC COM 693475105 14,729 169,297 SH   DFND 2 169,297 0 0
PNC FINL SVCS GROUP INC COM 693475105 5,238 60,210 SH   DFND 3 60,210 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,670 111,144 SH   DFND 6 88,134 0 23,010
PNC FINL SVCS GROUP INC COM 693475105 6,558 75,379 SH   DFND 7 75,379 0 0
PNC FINL SVCS GROUP INC COM 693475105 35,674 410,041 SH   DFND 8 0 0 410,041
PNM RES INC COM 69349H107 77,032 2,849,881 SH   DFND 1,5 0 0 2,849,881
POINTS INTL LTD COM NEW 730843208 31,833 1,243,952 SH   DFND 1,5 0 0 1,243,952
POINTS INTL LTD COM NEW 730843208 4,747 185,500 SH   DFND 6 185,500 0 0
POINTS INTL LTD COM NEW 730843208 811 31,700 SH   DFND 7 31,700 0 0
POLARIS INDS INC COM 731068102 312,654 2,237,881 SH   DFND 1,5 21,674 0 2,216,207
POLARIS INDS INC COM 731068102 42,931 307,286 SH   DFND   307,286 0 0
POLYCOM INC COM 73172K104 309,443 22,554,129 SH   DFND 1,5 15,400 0 22,538,729
POLYCOM INC COM 73172K104 6,513 474,677 SH   DFND 8 0 0 474,677
POLYONE CORP COM 73179P106 184,481 5,032,211 SH   DFND 1,5 13,400 0 5,018,811
POOL CORPORATION COM 73278L105 51,667 842,577 SH   DFND 1,5 41,777 0 800,800
POPEYES LA KITCHEN INC COM 732872106 21,845 537,531 SH   DFND 1,5 0 0 537,531
POPULAR INC COM NEW 733174700 120,707 3,895,041 SH   DFND 1,5 44,900 0 3,850,141
POPULAR INC COM NEW 733174700 13,481 435,000 SH   DFND 8 0 0 435,000
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 7,042 121,713 SH   DFND 6 121,713 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 39,758 1,229,360 SH   DFND 1,5 0 0 1,229,360
PORTLAND GEN ELEC CO COM NEW 736508847 22,247 687,910 SH   DFND 6 687,910 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 10,172 314,520 SH   DFND 7 314,520 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 888 27,463 SH   DFND   27,463 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 43,341 1,673,400 SH   DFND 1,5 0 0 1,673,400
PORTOLA PHARMACEUTICALS INC COM 737010108 44,224 1,707,500 SH   DFND 8 0 0 1,707,500
POSCO SPONSORED ADR 693483109 493 7,100 SH   DFND 6 7,100 0 0
POST HLDGS INC COM 737446104 219,626 3,984,500 SH   DFND 1,5 0 0 3,984,500
POST HLDGS INC COM 737446104 209 3,800 SH   DFND 8 0 0 3,800
POST PPTYS INC COM 737464107 136,697 2,784,051 SH   DFND 1,5 82,800 0 2,701,251
POST PPTYS INC COM 737464107 19,812 403,500 SH   DFND 6 403,500 0 0
POST PPTYS INC COM 737464107 9,665 196,849 SH   DFND 7 196,849 0 0
POST PPTYS INC COM 737464107 66,300 1,350,300 SH   DFND 8 0 0 1,350,300
POST PPTYS INC COM 737464107 5,197 105,850 SH   DFND   105,850 0 0
POTASH CORP SASK INC COM 73755L107 574,424 15,879,611 SH   DFND 1,5 125,400 0 15,754,211
POTASH CORP SASK INC COM 73755L107 1,085 29,999 SH   DFND 3 29,999 0 0
POTASH CORP SASK INC COM 73755L107 7,242 200,189 SH   DFND 6 85,709 0 114,480
POTASH CORP SASK INC COM 73755L107 36,889 1,019,762 SH   DFND 7 1,019,302 0 460
POTASH CORP SASK INC COM 73755L107 65,536 1,811,700 SH   DFND 8 0 0 1,811,700
POTASH CORP SASK INC COM 73755L107 106,535 2,945,085 SH   DFND   2,580,385 0 364,700
POWELL INDS INC COM 739128106 74,520 1,150,000 SH   DFND 1,5 0 0 1,150,000
POWER INTEGRATIONS INC COM 739276103 350 5,314 SH   DFND 8 0 0 5,314
POWER SOLUTIONS INTL INC COM NEW 73933G202 10,629 141,400 SH   DFND 1,5 0 0 141,400
POWERSECURE INTL INC COM 73936N105 15,126 645,324 SH   DFND 6 645,324 0 0
POWERSECURE INTL INC COM 73936N105 2,332 99,480 SH   DFND 7 84,770 0 14,710
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 2,629 100,610 SH   DFND 7 100,610 0 0
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 505 12,790 SH   DFND 3 12,790 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 490 19,734 SH   DFND 6 19,734 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 6,161 248,324 SH   DFND 7 248,324 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 11,517 616,200 SH   DFND 7 616,200 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 64,518 735,835 SH   DFND 3 735,835 0 0
PPG INDS INC COM 693506107 804,927 4,160,692 SH   DFND 1,5 78,644 0 4,082,048
PPG INDS INC COM 693506107 8,494 43,908 SH   DFND 2 43,908 0 0
PPG INDS INC COM 693506107 4,915 25,403 SH   DFND 3 25,403 0 0
PPG INDS INC COM 693506107 10,586 54,720 SH   DFND 6 51,480 0 3,240
PPG INDS INC COM 693506107 14,786 76,430 SH   DFND 7 67,330 0 9,100
PPG INDS INC COM 693506107 96,840 500,569 SH   DFND 8 0 0 500,569
PPG INDS INC COM 693506107 20,778 107,401 SH   DFND   107,401 0 0
PPL CORP UNIT 99/99/9999S 69351T114 38,060 695,278 SH   DFND 1,5 499,378 0 195,900
PPL CORP COM 69351T106 436,940 13,184,658 SH   DFND 1,5 507,177 0 12,677,481
PPL CORP COM 69351T106 6,626 199,936 SH   DFND 2 199,936 0 0
PPL CORP COM 69351T106 2,276 68,685 SH   DFND 3 68,685 0 0
PPL CORP COM 69351T106 5,558 167,700 SH   DFND 6 167,700 0 0
PPL CORP UNIT 99/99/9999S 69351T114 1,582 28,900 SH   DFND 6 0 0 28,900
PPL CORP COM 69351T106 5,046 152,250 SH   DFND 7 152,250 0 0
PPL CORP COM 69351T106 66,237 1,998,700 SH   DFND 8 0 0 1,998,700
PRAXAIR INC COM 74005P104 216,915 1,656,221 SH   DFND 1,5 63,289 0 1,592,932
PRAXAIR INC COM 74005P104 12,205 93,189 SH   DFND 2 93,189 0 0
PRAXAIR INC COM 74005P104 4,976 37,994 SH   DFND 3 37,994 0 0
PRAXAIR INC COM 74005P104 2,614 19,960 SH   DFND 6 19,960 0 0
PRAXAIR INC COM 74005P104 3,498 26,710 SH   DFND 7 26,710 0 0
PRAXAIR INC COM 74005P104 255,460 1,950,521 SH   DFND 8 0 0 1,950,521
PRAXAIR INC COM 74005P104 8,795 67,149 SH   DFND   67,149 0 0
PRECISION CASTPARTS CORP COM 740189105 606,895 2,401,072 SH   DFND 1,5 48,016 0 2,353,056
PRECISION CASTPARTS CORP COM 740189105 11,636 46,037 SH   DFND 2 46,037 0 0
PRECISION CASTPARTS CORP COM 740189105 5,661 22,397 SH   DFND 3 22,397 0 0
PRECISION CASTPARTS CORP COM 740189105 6,521 25,800 SH   DFND 6 25,800 0 0
PRECISION CASTPARTS CORP COM 740189105 2,047 8,100 SH   DFND 7 0 0 8,100
PRECISION CASTPARTS CORP COM 740189105 32,266 127,653 SH   DFND 8 0 0 127,653
PRECISION DRILLING CORP COM 2010 74022D308 68,589 5,727,000 SH   DFND 1,5 134,800 0 5,592,200
PRECISION DRILLING CORP COM 2010 74022D308 5,570 465,114 SH   DFND 6 0 0 465,114
PRECISION DRILLING CORP COM 2010 74022D308 34,357 2,868,726 SH   DFND 7 2,866,326 0 2,400
PRECISION DRILLING CORP COM 2010 74022D308 33,171 2,770,100 SH   DFND 8 0 0 2,770,100
PRECISION DRILLING CORP COM 2010 74022D308 152,445 12,728,700 SH   DFND   10,982,500 0 1,746,200
PREFORMED LINE PRODS CO COM 740444104 5,096 74,342 SH   DFND 6 74,342 0 0
PREFORMED LINE PRODS CO COM 740444104 885 12,910 SH   DFND 7 12,910 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 3,488 289,205 SH   DFND 1,5 0 0 289,205
PREMIERE GLOBAL SVCS INC COM 740585104 5,018 416,095 SH   DFND 8 0 0 416,095
PRESTIGE BRANDS HLDGS INC COM 74112D101 86,136 3,160,969 SH   DFND 1,5 72,600 0 3,088,369
PRESTIGE BRANDS HLDGS INC COM 74112D101 47,129 1,729,508 SH   DFND 8 0 0 1,729,508
PRETIUM RES INC COM 74139C102 325 56,000 SH   DFND 1,5 0 0 56,000
PRETIUM RES INC COM 74139C102 7,924 1,364,538 SH   DFND 8 0 0 1,364,538
PRGX GLOBAL INC COM NEW 69357C503 1,229 177,280 SH   DFND 1,5 0 0 177,280
PRICE T ROWE GROUP INC COM 74144T108 78,867 957,700 SH   DFND 1,5 81,300 0 876,400
PRICE T ROWE GROUP INC COM 74144T108 6,841 83,077 SH   DFND 2 83,077 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,437 17,449 SH   DFND 3 17,449 0 0
PRICE T ROWE GROUP INC COM 74144T108 11,233 136,400 SH   DFND 8 0 0 136,400
PRICELINE COM INC COM NEW 741503403 2,825,435 2,370,550 SH   DFND 1,5 65,749 0 2,304,801
PRICELINE COM INC COM NEW 741503403 19,701 16,529 SH   DFND 2 16,529 0 0
PRICELINE COM INC COM NEW 741503403 10,903 9,148 SH   DFND 3 9,148 0 0
PRICELINE COM INC COM NEW 741503403 12,038 10,100 SH   DFND 6 10,100 0 0
PRICELINE COM INC COM NEW 741503403 128,927 108,170 SH   DFND 8 0 0 108,170
PRICESMART INC COM 741511109 162,716 1,612,170 SH   DFND 1,5 16,650 0 1,595,520
PRIMERICA INC COM 74164M108 229,978 4,881,719 SH   DFND 1,5 14,600 0 4,867,119
PRIMERICA INC COM 74164M108 2,803 59,500 SH   DFND 8 0 0 59,500
PRIMERO MNG CORP COM 74164W106 872 120,300 SH   DFND 1,5 0 0 120,300
PRIMERO MNG CORP COM 74164W106 417 57,500 SH   DFND 6 57,500 0 0
PRIMERO MNG CORP COM 74164W106 2,353 324,700 SH   DFND 7 316,300 0 8,400
PRIMERO MNG CORP COM 74164W106 7,301 1,007,700 SH   DFND 8 0 0 1,007,700
PRIMERO MNG CORP COM 74164W106 4,336 598,500 SH   DFND   408,600 0 189,900
PRIMORIS SVCS CORP COM 74164F103 27,890 930,272 SH   DFND 1,5 0 0 930,272
PRINCIPAL FINL GROUP INC COM 74251V102 4,007 87,122 SH   DFND 2 87,122 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,174 25,534 SH   DFND 3 25,534 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 12,068 262,400 SH   DFND 8 0 0 262,400
PRIVATEBANCORP INC COM 742962103 195,810 6,417,911 SH   DFND 1,5 459,000 0 5,958,911
PROASSURANCE CORP COM 74267C106 54,062 1,214,050 SH   DFND 1,5 0 0 1,214,050
PROASSURANCE CORP COM 74267C106 3,919 88,000 SH   DFND 8 0 0 88,000
PROCERA NETWORKS INC COM NEW 74269U203 1,447 139,300 SH   DFND 8 0 0 139,300
PROCTER & GAMBLE CO COM 742718109 3,586,346 44,495,614 SH   DFND 1,5 692,123 0 43,803,491
PROCTER & GAMBLE CO COM 742718109 69,277 859,510 SH   DFND 2 859,510 0 0
PROCTER & GAMBLE CO COM 742718109 22,458 278,630 SH   DFND 3 278,630 0 0
PROCTER & GAMBLE CO COM 742718109 98,201 1,218,374 SH   DFND 6 847,944 0 370,430
PROCTER & GAMBLE CO COM 742718109 88,455 1,097,459 SH   DFND 7 950,689 0 146,770
PROCTER & GAMBLE CO COM 742718109 248,901 3,088,101 SH   DFND 8 0 0 3,088,101
PROCTER & GAMBLE CO COM 742718109 8,751 108,568 SH   DFND   108,568 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 18,020 4,405,946 SH   DFND 8 0 0 4,405,946
PROGRESS SOFTWARE CORP COM 743312100 21,417 982,447 SH   DFND 1,5 0 0 982,447
PROGRESS SOFTWARE CORP COM 743312100 21,540 988,078 SH   DFND 6 933,978 0 54,100
PROGRESS SOFTWARE CORP COM 743312100 2,271 104,170 SH   DFND 7 104,170 0 0
PROGRESS SOFTWARE CORP COM 743312100 3,190 146,342 SH   DFND   146,342 0 0
PROGRESSIVE CORP OHIO COM 743315103 29,194 1,205,370 SH   DFND 1,5 16,800 0 1,188,570
PROGRESSIVE CORP OHIO COM 743315103 4,205 173,607 SH   DFND 2 173,607 0 0
PROGRESSIVE CORP OHIO COM 743315103 958 39,534 SH   DFND 3 39,534 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,604 190,100 SH   DFND 8 0 0 190,100
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 59,180 2,338,234 SH   DFND 1,5 24,200 0 2,314,034
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,126 44,500 SH   DFND 6 0 0 44,500
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,308 91,200 SH   DFND 7 91,200 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 959 37,900 SH   DFND 8 0 0 37,900
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 32,943 1,301,603 SH   DFND   1,301,603 0 0
PROLOGIS INC COM 74340W103 587,178 14,381,045 SH   DFND 1,5 342,289 0 14,038,756
PROLOGIS INC COM 74340W103 6,467 158,377 SH   DFND 2 158,377 0 0
PROLOGIS INC COM 74340W103 1,471 36,024 SH   DFND 3 36,024 0 0
PROLOGIS INC COM 74340W103 55,802 1,366,685 SH   DFND 6 1,366,685 0 0
PROLOGIS INC COM 74340W103 26,889 658,567 SH   DFND 7 658,567 0 0
PROLOGIS INC COM 74340W103 267,658 6,555,414 SH   DFND 8 0 0 6,555,414
PROLOGIS INC COM 74340W103 6,449 157,950 SH   DFND   157,950 0 0
PROOFPOINT INC COM 743424103 10,606 286,020 SH   DFND 6 286,020 0 0
PROOFPOINT INC COM 743424103 3,505 94,520 SH   DFND 7 94,520 0 0
PROOFPOINT INC COM 743424103 391 10,540 SH   DFND   10,540 0 0
PROS HOLDINGS INC COM 74346Y103 635 20,167 SH   DFND 1,5 0 0 20,167
PROS HOLDINGS INC COM 74346Y103 1,098 34,833 SH   DFND 8 0 0 34,833
PROSENSA HLDG N V SHS USD N71546100 2,119 376,312 SH   DFND 8 0 0 376,312
PROSHARES TR ULTPRO SHT RUSS 74348A335 209 5,000 SH   DFND   5,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 106,265 1,606,427 SH   DFND 1,5 0 0 1,606,427
PROSPERITY BANCSHARES INC COM 743606105 23,437 354,300 SH   DFND 8 0 0 354,300
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 5,252 1,146,785 SH   DFND 8 0 0 1,146,785
PROTECTIVE LIFE CORP COM 743674103 146,968 2,794,603 SH   DFND 1,5 37,400 0 2,757,203
PROTECTIVE LIFE CORP COM 743674103 14,225 270,480 SH   DFND 6 163,780 0 106,700
PROTECTIVE LIFE CORP COM 743674103 10,911 207,480 SH   DFND 7 167,080 0 40,400
PROTECTIVE LIFE CORP COM 743674103 694 13,200 SH   DFND 8 0 0 13,200
PROTECTIVE LIFE CORP COM 743674103 999 19,000 SH   DFND   19,000 0 0
PROTHENA CORP PLC SHS G72800108 89,280 2,330,460 SH   DFND 1,5 194,700 0 2,135,760
PROTHENA CORP PLC SHS G72800108 16,199 422,832 SH   DFND 8 0 0 422,832
PROTHENA CORP PLC SHS G72800108 43,225 1,128,289 SH   DFND   1,128,289 0 0
PROVIDENCE SVC CORP COM 743815102 565 19,969 SH   DFND 1,5 0 0 19,969
PROVIDENCE SVC CORP COM 743815102 4,188 148,080 SH   DFND 6 148,080 0 0
PROVIDENCE SVC CORP COM 743815102 2,064 73,000 SH   DFND 8 0 0 73,000
PROVIDENT FINL SVCS INC COM 74386T105 694 37,800 SH   DFND 8 0 0 37,800
PRUDENTIAL FINL INC COM 744320102 180,797 2,135,819 SH   DFND 1,5 109,181 0 2,026,638
PRUDENTIAL FINL INC COM 744320102 12,424 146,770 SH   DFND 2 146,770 0 0
PRUDENTIAL FINL INC COM 744320102 4,219 49,843 SH   DFND 3 49,843 0 0
PRUDENTIAL FINL INC COM 744320102 3,073 36,300 SH   DFND 6 36,300 0 0
PRUDENTIAL FINL INC COM 744320102 17,674 208,789 SH   DFND 8 0 0 208,789
PSIVIDA CORP COM 74440J101 1,118 272,800 SH   DFND   272,800 0 0
PSYCHEMEDICS CORP COM NEW 744375205 1,937 113,057 SH   DFND 1,5 99,700 0 13,357
PTC INC COM 69370C100 219,637 6,199,184 SH   DFND 1,5 18,700 0 6,180,484
PTC INC COM 69370C100 58,447 1,649,636 SH   DFND 6 1,579,936 0 69,700
PTC INC COM 69370C100 8,718 246,060 SH   DFND 7 246,060 0 0
PTC INC COM 69370C100 587 16,568 SH   DFND 8 0 0 16,568
PTC INC COM 69370C100 6,708 189,318 SH   DFND   189,318 0 0
PTC THERAPEUTICS INC COM 69366J200 49,575 1,896,511 SH   DFND 1,5 21,100 0 1,875,411
PTC THERAPEUTICS INC COM 69366J200 62,996 2,409,956 SH   DFND 8 0 0 2,409,956
PTC THERAPEUTICS INC COM 69366J200 5,360 205,048 SH   DFND   205,048 0 0
PUBLIC STORAGE COM 74460D109 620,027 3,679,905 SH   DFND 1,5 107,935 0 3,571,970
PUBLIC STORAGE COM 74460D109 7,722 45,832 SH   DFND 2 45,832 0 0
PUBLIC STORAGE COM 74460D109 2,031 12,057 SH   DFND 3 12,057 0 0
PUBLIC STORAGE COM 74460D109 58,076 344,688 SH   DFND 6 344,688 0 0
PUBLIC STORAGE COM 74460D109 28,414 168,642 SH   DFND 7 168,642 0 0
PUBLIC STORAGE COM 74460D109 339,542 2,015,205 SH   DFND 8 0 0 2,015,205
PUBLIC STORAGE COM 74460D109 12,679 75,249 SH   DFND   75,249 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,120 160,453 SH   DFND 2 160,453 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,264 33,141 SH   DFND 3 33,141 0 0
PULASKI FINL CORP COM 745548107 264 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 197,488 10,291,215 SH   DFND 1,5 0 0 10,291,215
PULTE GROUP INC COM 745867101 2,088 108,784 SH   DFND 2 108,784 0 0
PULTE GROUP INC COM 745867101 3,844 200,300 SH   DFND 8 0 0 200,300
PUMA BIOTECHNOLOGY INC COM 74587V107 88,630 851,063 SH   DFND 1,5 19,237 0 831,826
PUMA BIOTECHNOLOGY INC COM 74587V107 150,172 1,442,022 SH   DFND 8 0 0 1,442,022
PVH CORP COM 693656100 286,974 2,300,021 SH   DFND 1,5 0 0 2,300,021
PVH CORP COM 693656100 3,228 25,874 SH   DFND 2 25,874 0 0
PVH CORP COM 693656100 339 2,721 SH   DFND 3 2,721 0 0
PVH CORP COM 693656100 13,130 105,235 SH   DFND 6 54,835 0 50,400
PVH CORP COM 693656100 12,415 99,500 SH   DFND 7 76,100 0 23,400
PVH CORP COM 693656100 45,540 364,991 SH   DFND 8 0 0 364,991
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 2,494 106,686 SH   DFND 1,5 0 0 106,686
QEP RES INC COM 74733V100 922 31,331 SH   DFND 1,5 0 0 31,331
QEP RES INC COM 74733V100 1,674 56,848 SH   DFND 2 56,848 0 0
QIAGEN NV REG SHS N72482107 6,641 314,874 SH   DFND 1,5 0 0 314,874
QIAGEN NV REG SHS N72482107 830 39,376 SH   DFND 6 39,376 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 127,831 1,283,700 SH   DFND 1,5 39,900 0 1,243,800
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 14,207 142,665 SH   DFND 8 0 0 142,665
QIWI PLC SPON ADR REP B 74735M108 42,035 1,213,137 SH   DFND 1,5 96,500 0 1,116,637
QIWI PLC SPON ADR REP B 74735M108 3,212 92,700 SH   DFND 8 0 0 92,700
QLIK TECHNOLOGIES INC COM 74733T105 32,302 1,214,799 SH   DFND 1,5 0 0 1,214,799
QLIK TECHNOLOGIES INC COM 74733T105 13,638 512,901 SH   DFND 8 0 0 512,901
QLOGIC CORP COM 747277101 24,029 1,884,600 SH   DFND 8 0 0 1,884,600
QUAD / GRAPHICS INC COM CL A 747301109 117,438 5,008,002 SH   DFND 1,5 0 0 5,008,002
QUALCOMM INC COM 747525103 3,577,349 45,363,286 SH   DFND 1,5 1,198,081 0 44,165,205
QUALCOMM INC COM 747525103 42,274 536,069 SH   DFND 2 536,069 0 0
QUALCOMM INC COM 747525103 16,332 207,100 SH   DFND 3 207,100 0 0
QUALCOMM INC COM 747525103 163,490 2,073,170 SH   DFND 6 1,530,900 0 542,270
QUALCOMM INC COM 747525103 250,315 3,174,172 SH   DFND 7 2,995,102 0 179,070
QUALCOMM INC COM 747525103 59,823 758,600 SH   DFND 8 0 0 758,600
QUALCOMM INC COM 747525103 26,494 335,965 SH   DFND   335,965 0 0
QUALITY DISTR INC FLA COM 74756M102 16,986 1,307,638 SH   DFND 1,5 21,900 0 1,285,738
QUALITY DISTR INC FLA COM 74756M102 5,302 408,130 SH   DFND 6 408,130 0 0
QUALITY DISTR INC FLA COM 74756M102 927 71,370 SH   DFND 7 71,370 0 0
QUALITY DISTR INC FLA COM 74756M102 6,756 520,126 SH   DFND 8 0 0 520,126
QUALITY SYS INC COM 747582104 31,836 1,886,040 SH   DFND 1,5 12,500 0 1,873,540
QUANTA SVCS INC COM 74762E102 80,483 2,181,100 SH   DFND 1,5 0 0 2,181,100
QUANTA SVCS INC COM 74762E102 2,547 69,027 SH   DFND 2 69,027 0 0
QUANTA SVCS INC COM 74762E102 1,118 30,300 SH   DFND 3 30,300 0 0
QUANTA SVCS INC COM 74762E102 13,317 360,900 SH   DFND 8 0 0 360,900
QUANTUM CORP COM DSSG 747906204 27,640 22,655,947 SH   DFND 1,5 155,800 0 22,500,147
QUANTUM CORP COM DSSG 747906204 6,016 4,931,100 SH   DFND 8 0 0 4,931,100
QUANTUM CORP COM DSSG 747906204 36 29,433 SH   DFND   29,433 0 0
QUEST DIAGNOSTICS INC COM 74834L100 259,997 4,488,892 SH   DFND 1,5 46,015 0 4,442,877
QUEST DIAGNOSTICS INC COM 74834L100 2,650 45,745 SH   DFND 2 45,745 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,143 19,731 SH   DFND 3 19,731 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,421 59,063 SH   DFND 6 59,063 0 0
QUEST DIAGNOSTICS INC COM 74834L100 4,409 76,120 SH   DFND 7 76,120 0 0
QUEST DIAGNOSTICS INC COM 74834L100 19,785 341,600 SH   DFND 8 0 0 341,600
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 233,106 3,590,111 SH   DFND 1,5 292,905 0 3,297,206
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 19,089 294,000 SH   DFND 8 0 0 294,000
QUIDEL CORP COM 74838J101 71,060 2,602,924 SH   DFND 1,5 0 0 2,602,924
QUIDEL CORP COM 74838J101 10,920 400,000 SH   DFND 8 0 0 400,000
QUINPARIO ACQUISITION CORP UNIT 99/99/9999 74874R207 1,613 150,000 SH   DFND 8 0 0 150,000
QUINSTREET INC COM 74874Q100 26,560 4,000,000 SH   DFND 1,5 0 0 4,000,000
QUINSTREET INC COM 74874Q100 5,462 822,646 SH   DFND 6 822,646 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 18,356 600,054 SH   DFND 1,5 0 0 600,054
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 2,022 66,114 SH   DFND 6 25,714 0 40,400
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 795 26,000 SH   DFND 7 26,000 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 4,154 135,807 SH   DFND   88,707 0 47,100
RACKSPACE HOSTING INC COM 750086100 674,784 20,560,140 SH   DFND 1,5 346,138 0 20,214,002
RACKSPACE HOSTING INC COM 750086100 2,172 66,192 SH   DFND 6 66,192 0 0
RACKSPACE HOSTING INC COM 750086100 18,351 559,130 SH   DFND 8 0 0 559,130
RADIAN GROUP INC COM 750236101 246,851 16,423,892 SH   DFND 1,5 151,803 0 16,272,089
RADIAN GROUP INC COM 750236101 177 11,800 SH   DFND 6 11,800 0 0
RADIAN GROUP INC COM 750236101 5,538 368,465 SH   DFND 8 0 0 368,465
RADWARE LTD ORD M81873107 43,916 2,483,959 SH   DFND 1,5 0 0 2,483,959
RADWARE LTD ORD M81873107 30,372 1,717,880 SH   DFND 8 0 0 1,717,880
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 4,193 4,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 9,097 1,071,467 SH   DFND 6 1,071,467 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,916 225,670 SH   DFND 7 225,670 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 200 23,500 SH   DFND   23,500 0 0
RALPH LAUREN CORP CL A 751212101 236,259 1,468,087 SH   DFND 1,5 0 0 1,468,087
RALPH LAUREN CORP CL A 751212101 3,016 18,743 SH   DFND 2 18,743 0 0
RALPH LAUREN CORP CL A 751212101 2,012 12,501 SH   DFND 3 12,501 0 0
RALPH LAUREN CORP CL A 751212101 25,389 157,763 SH   DFND 8 0 0 157,763
RAMBUS INC DEL COM 750917106 121,191 11,273,600 SH   DFND 1,5 855,700 0 10,417,900
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,396 40,000 SH   DFND 1,5 0 0 40,000
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 82,701 5,073,679 SH   DFND 1,5 0 0 5,073,679
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 14,460 887,124 SH   DFND 8 0 0 887,124
RANDGOLD RES LTD ADR 752344309 1,606 21,414 SH   DFND 1,5 0 0 21,414
RANDGOLD RES LTD ADR 752344309 8,513 113,500 SH   DFND 7 113,500 0 0
RANDGOLD RES LTD ADR 752344309 83,700 1,115,995 SH   DFND 8 0 0 1,115,995
RANDGOLD RES LTD ADR 752344309 52,635 701,800 SH   DFND   701,800 0 0
RANGE RES CORP COM 75281A109 245,399 2,957,689 SH   DFND 1,5 159,100 0 2,798,589
RANGE RES CORP COM 75281A109 4,305 51,888 SH   DFND 2 51,888 0 0
RANGE RES CORP COM 75281A109 1,070 12,897 SH   DFND 3 12,897 0 0
RANGE RES CORP COM 75281A109 3,866 46,600 SH   DFND 8 0 0 46,600
RANGE RES CORP COM 75281A109 287 3,459 SH   DFND   3,459 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 33,322 3,332,230 SH   DFND 8 0 0 3,332,230
RAYMOND JAMES FINANCIAL INC COM 754730109 100,585 1,798,414 SH   DFND 1,5 0 0 1,798,414
RAYMOND JAMES FINANCIAL INC COM 754730109 29,165 521,450 SH   DFND 6 390,350 0 131,100
RAYMOND JAMES FINANCIAL INC COM 754730109 35,715 638,575 SH   DFND 7 596,275 0 42,300
RAYMOND JAMES FINANCIAL INC COM 754730109 48,573 868,461 SH   DFND 8 0 0 868,461
RAYMOND JAMES FINANCIAL INC COM 754730109 4,553 81,400 SH   DFND   81,400 0 0
RAYONIER INC COM 754907103 111,610 2,431,055 SH   DFND 1,5 64,502 0 2,366,553
RAYONIER INC COM 754907103 996 21,700 SH   DFND 6 21,700 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 6,217 4,280,000 PRN   DFND 1,5 0 0 0
RAYTHEON CO COM NEW 755111507 355 3,596 SH   DFND 1,5 0 0 3,596
RAYTHEON CO COM NEW 755111507 9,849 99,699 SH   DFND 2 99,699 0 0
RAYTHEON CO COM NEW 755111507 4,776 48,345 SH   DFND 3 48,345 0 0
RAYTHEON CO COM NEW 755111507 16,770 169,756 SH   DFND 8 0 0 169,756
RAYTHEON CO COM NEW 755111507 36,191 366,341 SH   DFND   366,341 0 0
RCS CAP CORP COM CL A 74937W102 7,651 196,570 SH   DFND 6 196,570 0 0
RCS CAP CORP COM CL A 74937W102 706 18,130 SH   DFND 7 18,130 0 0
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 5,055 281,950 SH   DFND 1,5 0 0 281,950
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 7,725 430,843 SH   DFND 8 0 0 430,843
REACHLOCAL INC COM 75525F104 144 14,600 SH   DFND 8 0 0 14,600
REALD INC COM 75604L105 311 27,813 SH   DFND 1,5 0 0 27,813
REALD INC COM 75604L105 254 22,749 SH   DFND 8 0 0 22,749
REALOGY HLDGS CORP COM 75605Y106 316,655 7,287,810 SH   DFND 1,5 156,612 0 7,131,198
REALOGY HLDGS CORP COM 75605Y106 1,609 37,038 SH   DFND 6 37,038 0 0
REALPAGE INC COM 75606N109 25,419 1,399,751 SH   DFND 1,5 0 0 1,399,751
REALPAGE INC COM 75606N109 1,126 62,000 SH   DFND 8 0 0 62,000
RECEPTOS INC COM 756207106 5,222 124,500 SH   DFND 1,5 0 0 124,500
RECEPTOS INC COM 756207106 50,967 1,215,243 SH   DFND 8 0 0 1,215,243
RED HAT INC COM 756577102 701,456 13,240,012 SH   DFND 1,5 935,332 0 12,304,680
RED HAT INC COM 756577102 3,183 60,083 SH   DFND 2 60,083 0 0
RED HAT INC COM 756577102 2,011 37,954 SH   DFND 3 37,954 0 0
RED HAT INC COM 756577102 3,491 65,900 SH   DFND 6 65,900 0 0
RED HAT INC COM 756577102 14,324 270,360 SH   DFND 8 0 0 270,360
RED ROBIN GOURMET BURGERS IN COM 75689M101 7,485 104,419 SH   DFND 8 0 0 104,419
REDWOOD TR INC COM 758075402 69,452 3,424,661 SH   DFND 1,5 0 0 3,424,661
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 12,840 12,000,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 46,886 2,311,950 SH   DFND 6 2,148,270 0 163,680
REDWOOD TR INC COM 758075402 7,162 353,170 SH   DFND 7 353,170 0 0
REDWOOD TR INC COM 758075402 9,652 475,950 SH   DFND 8 0 0 475,950
REDWOOD TR INC COM 758075402 6,524 321,703 SH   DFND   321,703 0 0
REGAL BELOIT CORP COM 758750103 81,902 1,126,418 SH   DFND 1,5 0 0 1,126,418
REGAL BELOIT CORP COM 758750103 38,493 529,402 SH   DFND 6 465,002 0 64,400
REGAL BELOIT CORP COM 758750103 16,632 228,740 SH   DFND 7 215,140 0 13,600
REGAL BELOIT CORP COM 758750103 3,870 53,228 SH   DFND 8 0 0 53,228
REGAL BELOIT CORP COM 758750103 13,106 180,248 SH   DFND   180,248 0 0
REGAL ENTMT GROUP CL A 758766109 8,888 475,800 SH   DFND 1,5 0 0 475,800
REGAL ENTMT GROUP CL A 758766109 1,009 54,001 SH   DFND   54,001 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,461,482 4,867,064 SH   DFND 1,5 337,200 0 4,529,864
REGENERON PHARMACEUTICALS COM 75886F107 7,496 24,964 SH   DFND 2 24,964 0 0
REGENERON PHARMACEUTICALS COM 75886F107 264 880 SH   DFND 3 880 0 0
REGENERON PHARMACEUTICALS COM 75886F107 6,216 20,700 SH   DFND 6 20,700 0 0
REGENERON PHARMACEUTICALS COM 75886F107 249,060 829,427 SH   DFND 8 0 0 829,427
REGIONAL MGMT CORP COM 75902K106 5,080 206,000 SH   DFND 6 206,000 0 0
REGIONAL MGMT CORP COM 75902K106 882 35,760 SH   DFND 7 35,760 0 0
REGIONS FINL CORP NEW COM 7591EP100 113,932 10,254,900 SH   DFND 1,5 1,500 0 10,253,400
REGIONS FINL CORP NEW COM 7591EP100 4,999 449,992 SH   DFND 2 449,992 0 0
REGIONS FINL CORP NEW COM 7591EP100 149 13,432 SH   DFND 3 13,432 0 0
REGIONS FINL CORP NEW COM 7591EP100 21,788 1,961,150 SH   DFND 6 1,685,620 0 275,530
REGIONS FINL CORP NEW COM 7591EP100 28,549 2,569,645 SH   DFND 7 2,256,105 0 313,540
REGIS CORP MINN COM 758932107 104,786 7,648,637 SH   DFND 1,5 45,700 0 7,602,937
REGULUS THERAPEUTICS INC COM 75915K101 40,464 4,486,081 SH   DFND 1,5 364,100 0 4,121,981
REGULUS THERAPEUTICS INC COM 75915K101 16,492 1,828,371 SH   DFND 8 0 0 1,828,371
REINSURANCE GROUP AMER INC COM NEW 759351604 310,744 3,902,350 SH   DFND 1,5 0 0 3,902,350
REINSURANCE GROUP AMER INC COM NEW 759351604 86,204 1,082,553 SH   DFND 6 1,023,733 0 58,820
REINSURANCE GROUP AMER INC COM NEW 759351604 25,469 319,844 SH   DFND 7 307,114 0 12,730
REINSURANCE GROUP AMER INC COM NEW 759351604 6,795 85,333 SH   DFND 8 0 0 85,333
REINSURANCE GROUP AMER INC COM NEW 759351604 8,520 106,991 SH   DFND   106,991 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 63,025 891,942 SH   DFND 1,5 0 0 891,942
RELIANCE STEEL & ALUMINUM CO COM 759509102 35,540 502,972 SH   DFND 8 0 0 502,972
RELYPSA INC COM 759531106 39,435 1,322,874 SH   DFND 8 0 0 1,322,874
REMY INTL INC COM 759663107 16,097 681,507 SH   DFND 1,5 0 0 681,507
REMY INTL INC COM 759663107 788 33,342 SH   DFND 6 0 0 33,342
RENAISSANCERE HOLDINGS LTD COM G7496G103 375,389 3,846,200 SH   DFND 1,5 77,400 0 3,768,800
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,380 44,878 SH   DFND 8 0 0 44,878
RENT A CTR INC NEW COM 76009N100 219,967 8,269,432 SH   DFND 1,5 0 0 8,269,432
RENT A CTR INC NEW COM 76009N100 2,641 99,270 SH   DFND 6 99,270 0 0
REPLIGEN CORP COM 759916109 14,493 1,126,956 SH   DFND 1,5 0 0 1,126,956
REPLIGEN CORP COM 759916109 4,861 378,030 SH   DFND 6 378,030 0 0
REPLIGEN CORP COM 759916109 846 65,800 SH   DFND 7 65,800 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 17,804 1,003,600 SH   DFND 8 0 0 1,003,600
REPROS THERAPEUTICS INC COM NEW 76028H209 435 24,528 SH   DFND   24,528 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 8,229 900,337 SH   DFND 1,5 22,500 0 877,837
REPUBLIC SVCS INC COM 760759100 396,740 11,614,171 SH   DFND 1,5 419,771 0 11,194,400
REPUBLIC SVCS INC COM 760759100 2,929 85,735 SH   DFND 2 85,735 0 0
REPUBLIC SVCS INC COM 760759100 405 11,844 SH   DFND 3 11,844 0 0
REPUBLIC SVCS INC COM 760759100 4,793 140,300 SH   DFND 6 140,300 0 0
REPUBLIC SVCS INC COM 760759100 1,810 53,000 SH   DFND 8 0 0 53,000
RESEARCH FRONTIERS INC COM 760911107 834 160,670 SH   DFND 8 0 0 160,670
RESMED INC COM 761152107 205,980 4,609,080 SH   DFND 1,5 45,400 0 4,563,680
RESMED INC COM 761152107 84,603 1,893,100 SH   DFND 8 0 0 1,893,100
RESOLUTE ENERGY CORP COM 76116A108 5,764 800,500 SH   DFND 8 0 0 800,500
RESOURCES CONNECTION INC COM 76122Q105 5,573 395,522 SH   DFND 1,5 0 0 395,522
RESTORATION HARDWARE HLDGS I COM 761283100 80,522 1,094,199 SH   DFND 1,5 27,100 0 1,067,099
RESTORATION HARDWARE HLDGS I COM 761283100 2,429 33,001 SH   DFND 6 33,001 0 0
RETAIL PPTYS AMER INC CL A 76131V202 80,095 5,915,468 SH   DFND 1,5 202,418 0 5,713,050
RETAIL PPTYS AMER INC CL A 76131V202 964 71,165 SH   DFND 6 71,165 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 76 20,000 SH   DFND 1,5 0 0 20,000
REVANCE THERAPEUTICS INC COM 761330109 8,952 284,200 SH   DFND 1,5 0 0 284,200
REVANCE THERAPEUTICS INC COM 761330109 369 11,700 SH   DFND 6 11,700 0 0
REVANCE THERAPEUTICS INC COM 761330109 233 7,400 SH   DFND 8 0 0 7,400
REVLON INC CL A NEW 761525609 49,644 1,943,000 SH   DFND 1,5 0 0 1,943,000
REX ENERGY CORPORATION COM 761565100 227 12,121 SH   DFND 1,5 0 0 12,121
REX ENERGY CORPORATION COM 761565100 5,941 317,550 SH   DFND 6 317,550 0 0
REX ENERGY CORPORATION COM 761565100 5,330 284,870 SH   DFND 7 284,870 0 0
REX ENERGY CORPORATION COM 761565100 871 46,579 SH   DFND 8 0 0 46,579
REX ENERGY CORPORATION COM 761565100 6,383 341,145 SH   DFND   341,145 0 0
REXNORD CORP NEW COM 76169B102 31,382 1,082,900 SH   DFND 1,5 0 0 1,082,900
REYNOLDS AMERICAN INC COM 761713106 282,767 5,293,275 SH   DFND 1,5 154,800 0 5,138,475
REYNOLDS AMERICAN INC COM 761713106 5,274 98,722 SH   DFND 2 98,722 0 0
REYNOLDS AMERICAN INC COM 761713106 3,765 70,489 SH   DFND 3 70,489 0 0
REYNOLDS AMERICAN INC COM 761713106 14,847 277,925 SH   DFND 6 154,725 0 123,200
REYNOLDS AMERICAN INC COM 761713106 15,267 285,800 SH   DFND 7 285,800 0 0
RF MICRODEVICES INC COM 749941100 46,380 5,885,755 SH   DFND 1,5 0 0 5,885,755
RF MICRODEVICES INC COM 749941100 13,637 1,730,569 SH   DFND 8 0 0 1,730,569
RICE ENERGY INC COM 762760106 5,204 197,200 SH   DFND 8 0 0 197,200
RICHMONT MINES INC COM 76547T106 340 240,900 SH   DFND 8 0 0 240,900
RIGEL PHARMACEUTICALS INC COM NEW 766559603 33,337 8,592,084 SH   DFND 1,5 636,900 0 7,955,184
RIGEL PHARMACEUTICALS INC COM NEW 766559603 17,605 4,537,259 SH   DFND 8 0 0 4,537,259
RIGNET INC COM 766582100 53,483 993,552 SH   DFND 1,5 0 0 993,552
RIGNET INC COM 766582100 11,336 210,590 SH   DFND 6 210,590 0 0
RIGNET INC COM 766582100 2,422 45,000 SH   DFND 7 45,000 0 0
RINGCENTRAL INC CL A 76680R206 11,184 617,900 SH   DFND 1,5 0 0 617,900
RINGCENTRAL INC CL A 76680R206 183 10,100 SH   DFND 6 10,100 0 0
RINGCENTRAL INC CL A 76680R206 749 41,400 SH   DFND 8 0 0 41,400
RIO ALTO MNG LTD NEW COM 76689T104 706 361,500 SH   DFND 8 0 0 361,500
RIO TINTO PLC SPONSORED ADR 767204100 18,508 331,500 SH   DFND 1,5 0 0 331,500
RITCHIE BROS AUCTIONEERS COM 767744105 13,457 556,770 SH   DFND 1,5 0 0 556,770
RITE AID CORP COM 767754104 149 23,792 SH   DFND 3 23,792 0 0
RIVERBED TECHNOLOGY INC COM 768573107 346,573 17,583,618 SH   DFND 1,5 55,700 0 17,527,918
RIVERBED TECHNOLOGY INC COM 768573107 4,596 233,159 SH   DFND 6 90,959 0 142,200
RIVERBED TECHNOLOGY INC COM 768573107 1,283 65,100 SH   DFND 7 65,100 0 0
RIVERBED TECHNOLOGY INC COM 768573107 32,231 1,635,249 SH   DFND 8 0 0 1,635,249
RIVERBED TECHNOLOGY INC COM 768573107 2,881 146,166 SH   DFND   146,166 0 0
RLJ LODGING TR COM 74965L101 14,904 557,375 SH   DFND 1,5 0 0 557,375
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 15,144 600,000 SH   DFND 1,5 14,700 0 585,300
ROBERT HALF INTL INC COM 770323103 1,828 43,576 SH   DFND 2 43,576 0 0
ROBERT HALF INTL INC COM 770323103 356 8,489 SH   DFND 3 8,489 0 0
ROCK-TENN CO CL A 772739207 624,393 5,914,492 SH   DFND 1,5 16,519 0 5,897,973
ROCK-TENN CO CL A 772739207 38,696 366,540 SH   DFND 6 286,069 0 80,471
ROCK-TENN CO CL A 772739207 18,664 176,790 SH   DFND 7 150,890 0 25,900
ROCK-TENN CO CL A 772739207 88,570 838,968 SH   DFND 8 0 0 838,968
ROCK-TENN CO CL A 772739207 2,390 22,643 SH   DFND   22,643 0 0
ROCKET FUEL INC COM 773111109 27,250 635,504 SH   DFND 1,5 9,000 0 626,504
ROCKWELL AUTOMATION INC COM 773903109 535,026 4,295,670 SH   DFND 1,5 139,532 0 4,156,138
ROCKWELL AUTOMATION INC COM 773903109 5,479 43,993 SH   DFND 2 43,993 0 0
ROCKWELL AUTOMATION INC COM 773903109 801 6,431 SH   DFND 3 6,431 0 0
ROCKWELL AUTOMATION INC COM 773903109 46,878 376,380 SH   DFND 8 0 0 376,380
ROCKWELL COLLINS INC COM 774341101 3,414 42,854 SH   DFND 2 42,854 0 0
ROCKWELL COLLINS INC COM 774341101 1,124 14,114 SH   DFND 3 14,114 0 0
ROCKWELL COLLINS INC COM 774341101 8,023 100,700 SH   DFND 8 0 0 100,700
ROCKWOOD HLDGS INC COM 774415103 11,160 150,000 SH   DFND 6 150,000 0 0
ROCKWOOD HLDGS INC COM 774415103 5,162 69,380 SH   DFND 7 69,380 0 0
ROCKWOOD HLDGS INC COM 774415103 759 10,205 SH   DFND   10,205 0 0
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 5,833 496,882 SH   DFND 1,5 12,400 0 484,482
ROGERS COMMUNICATIONS INC CL B 775109200 132,857 3,206,134 SH   DFND 1,5 2,417,584 0 788,550
ROGERS COMMUNICATIONS INC CL B 775109200 6,822 164,626 SH   DFND 6 0 0 164,626
ROGERS COMMUNICATIONS INC CL B 775109200 80,007 1,930,760 SH   DFND 7 1,929,860 0 900
ROGERS COMMUNICATIONS INC CL B 775109200 565,846 13,655,156 SH   DFND   13,023,956 0 631,200
ROPER INDS INC NEW COM 776696106 638,252 4,780,557 SH   DFND 1,5 0 0 4,780,557
ROPER INDS INC NEW COM 776696106 4,213 31,556 SH   DFND 2 31,556 0 0
ROPER INDS INC NEW COM 776696106 808 6,049 SH   DFND 3 6,049 0 0
ROPER INDS INC NEW COM 776696106 1,441 10,790 SH   DFND 6 10,790 0 0
ROSETTA RESOURCES INC COM 777779307 90,561 1,944,200 SH   DFND 1,5 0 0 1,944,200
ROSS STORES INC COM 778296103 1,033,510 14,444,579 SH   DFND 1,5 265,911 0 14,178,668
ROSS STORES INC COM 778296103 4,875 68,128 SH   DFND 2 68,128 0 0
ROSS STORES INC COM 778296103 984 13,757 SH   DFND 3 13,757 0 0
ROSS STORES INC COM 778296103 5,745 80,299 SH   DFND 6 80,299 0 0
ROSS STORES INC COM 778296103 32,367 452,374 SH   DFND 8 0 0 452,374
ROUSE PPTYS INC COM 779287101 27,743 1,609,200 SH   DFND 1,5 0 0 1,609,200
ROVI CORP COM 779376102 116,620 5,119,400 SH   DFND 1,5 0 0 5,119,400
ROVI CORP COM 779376102 60,382 2,650,660 SH   DFND 6 2,650,660 0 0
ROVI CORP COM 779376102 6,045 265,380 SH   DFND 7 265,380 0 0
ROVI CORP COM 779376102 8,158 358,100 SH   DFND 8 0 0 358,100
ROVI CORP COM 779376102 602 26,430 SH   DFND   26,430 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 130,210 3,866,079 SH   DFND 1,5 12,900 0 3,853,179
ROWAN COMPANIES PLC SHS CL A G7665A101 1,326 39,385 SH   DFND 2 39,385 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 458 13,586 SH   DFND 3 13,586 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 28,399 843,200 SH   DFND 8 0 0 843,200
ROYAL BK CDA MONTREAL QUE COM 780087102 191,116 2,898,600 SH   DFND 1,5 0 0 2,898,600
ROYAL BK CDA MONTREAL QUE COM 780087102 107,993 1,637,900 SH   DFND 6 597,800 0 1,040,100
ROYAL BK CDA MONTREAL QUE COM 780087102 425,939 6,460,090 SH   DFND 7 6,360,100 0 99,990
ROYAL BK CDA MONTREAL QUE COM 780087102 1,409,159 21,372,283 SH   DFND   18,650,460 0 2,721,823
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 64,206 1,176,800 SH   DFND 1,5 14,000 0 1,162,800
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 308,089 4,216,938 SH   DFND 1,5 19 0 4,216,919
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 816,954 11,181,963 SH   DFND 2 11,181,963 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,470 33,810 SH   DFND 3 33,810 0 0
ROYAL GOLD INC COM 780287108 19,592 312,869 SH   DFND 1,5 0 0 312,869
ROYAL GOLD INC COM 780287108 62,854 1,003,744 SH   DFND 8 0 0 1,003,744
RPM INTL INC COM 749685103 157,496 3,764,237 SH   DFND 1,5 53,012 0 3,711,225
RPM INTL INC NOTE 2.250%12/1 749685AT0 8,830 7,620,000 PRN   DFND 1,5 0 0 0
RPM INTL INC COM 749685103 582 13,900 SH   DFND 6 13,900 0 0
RPM INTL INC COM 749685103 66,320 1,585,093 SH   DFND 8 0 0 1,585,093
RTI INTL METALS INC COM 74973W107 126,816 4,565,000 SH   DFND 1,5 0 0 4,565,000
RTI SURGICAL INC COM 74975N105 416 101,900 SH   DFND 7 101,900 0 0
RTI SURGICAL INC COM 74975N105 256 62,662 SH   DFND   62,662 0 0
RUBICON MINERALS CORP COM 780911103 5,611 5,302,102 SH   DFND 8 0 0 5,302,102
RUBICON MINERALS CORP COM 780911103 27 25,200 SH   DFND   25,200 0 0
RUBICON TECHNOLOGY INC COM 78112T107 8,986 795,932 SH   DFND 1,5 0 0 795,932
RUBICON TECHNOLOGY INC COM 78112T107 14,142 1,252,585 SH   DFND 8 0 0 1,252,585
RUBY TUESDAY INC COM 781182100 40,392 7,200,000 SH   DFND 1,5 1,154,700 0 6,045,300
RUSH ENTERPRISES INC CL A 781846209 37,441 1,152,726 SH   DFND 1,5 70,126 0 1,082,600
RUSH ENTERPRISES INC CL A 781846209 11,258 346,600 SH   DFND 6 346,600 0 0
RUSH ENTERPRISES INC CL A 781846209 2,405 74,040 SH   DFND 7 74,040 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 9,417 778,914 SH   DFND 1,5 0 0 778,914
RUTHS HOSPITALITY GROUP INC COM 783332109 6,930 573,190 SH   DFND 6 573,190 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,213 100,320 SH   DFND 7 100,320 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 6,761 559,254 SH   DFND 8 0 0 559,254
RYANAIR HLDGS PLC SPONSORED ADR 783513104 335,259 5,700,710 SH   DFND 1,5 107,100 0 5,593,610
RYANAIR HLDGS PLC SPONSORED ADR 783513104 6,204 105,500 SH   DFND 6 58,000 0 47,500
RYANAIR HLDGS PLC SPONSORED ADR 783513104 559 9,500 SH   DFND 7 9,500 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 9,445 160,600 SH   DFND 8 0 0 160,600
RYDER SYS INC COM 783549108 88,887 1,112,200 SH   DFND 1,5 0 0 1,112,200
RYDER SYS INC COM 783549108 1,353 16,928 SH   DFND 2 16,928 0 0
RYDER SYS INC COM 783549108 1,958 24,500 SH   DFND 6 9,900 0 14,600
RYDER SYS INC COM 783549108 839 10,500 SH   DFND 7 10,500 0 0
RYDER SYS INC COM 783549108 9,071 113,500 SH   DFND 8 0 0 113,500
RYDER SYS INC COM 783549108 6,362 79,600 SH   DFND   79,600 0 0
RYLAND GROUP INC COM 783764103 7,886 197,500 SH   DFND 1,5 0 0 197,500
RYLAND GROUP INC COM 783764103 3,578 89,600 SH   DFND 6 30,000 0 59,600
RYLAND GROUP INC COM 783764103 1,721 43,100 SH   DFND 7 43,100 0 0
RYLAND GROUP INC COM 783764103 6,743 168,870 SH   DFND 8 0 0 168,870
RYLAND GROUP INC COM 783764103 5,029 125,950 SH   DFND   125,950 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 15,320 360,290 SH   DFND 1,5 0 0 360,290
SABRA HEALTH CARE REIT INC COM 78573L106 30,129 1,080,290 SH   DFND 1,5 13,248 0 1,067,042
SABRA HEALTH CARE REIT INC COM 78573L106 7,928 284,257 SH   DFND 6 284,257 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,421 50,956 SH   DFND 7 50,956 0 0
SAFEWAY INC COM NEW 786514208 523,133 14,161,700 SH   DFND 1,5 324,400 0 13,837,300
SAFEWAY INC COM NEW 786514208 2,697 73,005 SH   DFND 2 73,005 0 0
SAFEWAY INC COM NEW 786514208 334 9,049 SH   DFND 3 9,049 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 23,482 472,562 SH   DFND 1,5 11,900 0 460,662
SAGENT PHARMACEUTICALS INC COM 786692103 4,731 202,420 SH   DFND 6 202,420 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 821 35,110 SH   DFND 7 35,110 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 12,561 537,500 SH   DFND 8 0 0 537,500
SALEM COMMUNICATIONS CORP DE CL A 794093104 200 20,000 SH   DFND 1,5 0 0 20,000
SALESFORCE COM INC COM 79466L302 5,035,058 88,195,103 SH   DFND 1,5 4,228,518 0 83,966,585
SALESFORCE COM INC COM 79466L302 10,000 175,157 SH   DFND 2 175,157 0 0
SALESFORCE COM INC COM 79466L302 1,454 25,471 SH   DFND 3 25,471 0 0
SALESFORCE COM INC COM 79466L302 16,899 296,015 SH   DFND 6 296,015 0 0
SALESFORCE COM INC COM 79466L302 2,845 49,830 SH   DFND 7 49,830 0 0
SALESFORCE COM INC COM 79466L302 155,110 2,716,937 SH   DFND 8 0 0 2,716,937
SALESFORCE COM INC COM 79466L302 279 4,880 SH   DFND   4,880 0 0
SALIX PHARMACEUTICALS INC COM 795435106 540,201 5,213,789 SH   DFND 1,5 731 0 5,213,058
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 5,072 3,000,000 PRN   DFND 1,5 0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 54,208 523,191 SH   DFND 6 523,191 0 0
SALIX PHARMACEUTICALS INC COM 795435106 12,895 124,460 SH   DFND 7 124,460 0 0
SALIX PHARMACEUTICALS INC COM 795435106 198,577 1,916,584 SH   DFND 8 0 0 1,916,584
SALIX PHARMACEUTICALS INC COM 795435106 8,457 81,623 SH   DFND   81,623 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 125,062 4,564,295 SH   DFND 1,5 83,860 0 4,480,435
SALLY BEAUTY HLDGS INC COM 79546E104 652 23,800 SH   DFND 6 0 0 23,800
SALLY BEAUTY HLDGS INC COM 79546E104 7,451 271,926 SH   DFND 8 0 0 271,926
SALLY BEAUTY HLDGS INC COM 79546E104 29,622 1,081,090 SH   DFND   1,081,090 0 0
SANCHEZ ENERGY CORP COM 79970Y105 15,615 527,000 SH   DFND 1,5 0 0 527,000
SANCHEZ ENERGY CORP COM 79970Y105 16,691 563,300 SH   DFND 8 0 0 563,300
SANDISK CORP COM 80004C101 441,609 5,439,200 SH   DFND 1,5 256,756 0 5,182,444
SANDISK CORP COM 80004C101 5,804 71,485 SH   DFND 2 71,485 0 0
SANDISK CORP COM 80004C101 1,447 17,820 SH   DFND 3 17,820 0 0
SANDISK CORP COM 80004C101 26,914 331,500 SH   DFND 8 0 0 331,500
SANDSTORM GOLD LTD COM NEW 80013R206 768 137,000 SH   DFND 8 0 0 137,000
SANGAMO BIOSCIENCES INC COM 800677106 110,700 6,122,775 SH   DFND 8 0 0 6,122,775
SANOFI SPONSORED ADR 80105N105 226,123 4,325,222 SH   DFND 1,5 0 0 4,325,222
SANOFI SPONSORED ADR 80105N105 1,741 33,294 SH   DFND 3 33,294 0 0
SANOFI SPONSORED ADR 80105N105 81,218 1,553,522 SH   DFND 8 0 0 1,553,522
SANTANDER CONSUMER USA HDG I COM 80283M101 59,974 2,490,600 SH   DFND 1,5 32,400 0 2,458,200
SAP AG SPON ADR 803054204 348 4,278 SH   DFND 3 4,278 0 0
SAPIENT CORP COM 803062108 151,814 8,898,803 SH   DFND 1,5 0 0 8,898,803
SAPIENT CORP COM 803062108 41,582 2,437,400 SH   DFND 8 0 0 2,437,400
SAREPTA THERAPEUTICS INC COM 803607100 25,951 1,079,933 SH   DFND 8 0 0 1,079,933
SBA COMMUNICATIONS CORP COM 78388J106 153,752 1,690,329 SH   DFND 1,5 0 0 1,690,329
SBA COMMUNICATIONS CORP COM 78388J106 48,689 535,280 SH   DFND 6 357,100 0 178,180
SBA COMMUNICATIONS CORP COM 78388J106 60,275 662,650 SH   DFND 7 557,000 0 105,650
SBA COMMUNICATIONS CORP COM 78388J106 12,336 135,624 SH   DFND 8 0 0 135,624
SBA COMMUNICATIONS CORP COM 78388J106 617 6,778 SH   DFND   6,778 0 0
SCANA CORP NEW COM 80589M102 2,296 44,743 SH   DFND 2 44,743 0 0
SCANA CORP NEW COM 80589M102 650 12,666 SH   DFND 3 12,666 0 0
SCANA CORP NEW COM 80589M102 3,907 76,124 SH   DFND 7 76,124 0 0
SCANSOURCE INC COM 806037107 121,187 2,972,451 SH   DFND 1,5 551,700 0 2,420,751
SCHEIN HENRY INC COM 806407102 845,107 7,079,731 SH   DFND 1,5 98,417 0 6,981,314
SCHEIN HENRY INC COM 806407102 300 2,510 SH   DFND 3 2,510 0 0
SCHEIN HENRY INC COM 806407102 22,012 184,400 SH   DFND 8 0 0 184,400
SCHLUMBERGER LTD COM 806857108 2,082,142 21,355,301 SH   DFND 1,5 605,376 0 20,749,925
SCHLUMBERGER LTD COM 806857108 40,406 414,421 SH   DFND 2 414,421 0 0
SCHLUMBERGER LTD COM 806857108 12,742 130,690 SH   DFND 3 130,690 0 0
SCHLUMBERGER LTD COM 806857108 34,198 350,750 SH   DFND 6 331,850 0 18,900
SCHLUMBERGER LTD COM 806857108 58,798 603,053 SH   DFND 7 549,953 0 53,100
SCHLUMBERGER LTD COM 806857108 392,020 4,020,720 SH   DFND 8 0 0 4,020,720
SCHLUMBERGER LTD COM 806857108 52,763 541,161 SH   DFND   541,161 0 0
SCHNITZER STL INDS CL A 806882106 603 20,900 SH   DFND 8 0 0 20,900
SCHWAB CHARLES CORP NEW COM 808513105 1,320,145 48,303,865 SH   DFND 1,5 1,371,568 0 46,932,297
SCHWAB CHARLES CORP NEW COM 808513105 10,125 370,479 SH   DFND 2 370,479 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,984 72,604 SH   DFND 3 72,604 0 0
SCHWAB CHARLES CORP NEW COM 808513105 7,667 280,521 SH   DFND 6 280,521 0 0
SCHWAB CHARLES CORP NEW COM 808513105 7,042 257,661 SH   DFND 7 257,661 0 0
SCHWAB CHARLES CORP NEW COM 808513105 16,802 614,800 SH   DFND 8 0 0 614,800
SCHWEITZER-MAUDUIT INTL INC COM 808541106 18,982 445,686 SH   DFND 1,5 4,900 0 440,786
SCIENCE APPLICATNS INTL CP N COM 808625107 28,536 763,189 SH   DFND 1,5 18,700 0 744,489
SCIQUEST INC NEW COM 80908T101 24,581 909,918 SH   DFND 1,5 0 0 909,918
SCIQUEST INC NEW COM 80908T101 33,338 1,234,068 SH   DFND 8 0 0 1,234,068
SCORPIO TANKERS INC SHS Y7542C106 43,057 4,318,655 SH   DFND 1,5 39,921 0 4,278,734
SCORPIO TANKERS INC SHS Y7542C106 128 12,800 SH   DFND 6 12,800 0 0
SCORPIO TANKERS INC SHS Y7542C106 16,619 1,666,950 SH   DFND 8 0 0 1,666,950
SCOTTS MIRACLE GRO CO CL A 810186106 7,599 124,000 SH   DFND 1,5 0 0 124,000
SCOTTS MIRACLE GRO CO CL A 810186106 343 5,600 SH   DFND 6 5,600 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 54,578 718,980 SH   DFND 1,5 0 0 718,980
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,640 34,780 SH   DFND 2 34,780 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 485 6,386 SH   DFND 3 6,386 0 0
SEABOARD CORP COM 811543107 159,384 60,800 SH   DFND 1,5 14,400 0 46,400
SEABRIDGE GOLD INC COM 811916105 4,261 601,905 SH   DFND 8 0 0 601,905
SEACHANGE INTL INC COM 811699107 502 48,129 SH   DFND 1,5 0 0 48,129
SEADRILL LIMITED SHS G7945E105 823 23,400 SH   DFND 1,5 0 0 23,400
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,708,595 30,423,700 SH   DFND 1,5 748,700 0 29,675,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,853 104,215 SH   DFND 2 104,215 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 500 8,898 SH   DFND 3 8,898 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 44,097 785,200 SH   DFND 8 0 0 785,200
SEALED AIR CORP NEW COM 81211K100 78,766 2,396,300 SH   DFND 1,5 12,200 0 2,384,100
SEALED AIR CORP NEW COM 81211K100 2,044 62,195 SH   DFND 2 62,195 0 0
SEALED AIR CORP NEW COM 81211K100 259 7,886 SH   DFND 3 7,886 0 0
SEATTLE GENETICS INC COM 812578102 740,545 16,254,273 SH   DFND 1,5 1,064,800 0 15,189,473
SEATTLE GENETICS INC COM 812578102 210 4,600 SH   DFND 6 4,600 0 0
SEATTLE GENETICS INC COM 812578102 99,317 2,179,910 SH   DFND 8 0 0 2,179,910
SEI INVESTMENTS CO COM 784117103 1,323 39,361 SH   DFND 3 39,361 0 0
SEI INVESTMENTS CO COM 784117103 17,813 530,000 SH   DFND 8 0 0 530,000
SELECT COMFORT CORP COM 81616X103 72,454 4,007,390 SH   DFND 1,5 35,200 0 3,972,190
SELECT COMFORT CORP COM 81616X103 19,106 1,056,730 SH   DFND 6 1,056,730 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 14,411 476,066 SH   DFND 1,5 0 0 476,066
SELECT MED HLDGS CORP COM 81619Q105 6,319 507,540 SH   DFND 1,5 0 0 507,540
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 18,710 395,724 SH   DFND 3 395,724 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 55,631 951,113 SH   DFND 3 951,113 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 61,331 688,651 SH   DFND 3 688,651 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 56,769 1,084,836 SH   DFND 3 1,084,836 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 24,692 679,286 SH   DFND 3 679,286 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 298 7,194 SH   DFND 3 7,194 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 790,858 35,400,968 SH   DFND 3 35,400,968 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 173,780 4,035,764 SH   DFND 3 4,035,764 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 78,896 1,219,036 SH   DFND 3 1,219,036 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,487 27,923 SH   DFND 7 27,923 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,653 74,004 SH   DFND   74,004 0 0
SELECTIVE INS GROUP INC COM 816300107 361 15,500 SH   DFND 8 0 0 15,500
SEMGROUP CORP CL A 81663A105 2,161 32,900 SH   DFND 1,5 400 0 32,500
SEMGROUP CORP CL A 81663A105 8,223 125,200 SH   DFND 8 0 0 125,200
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 821 217,300 SH   DFND 8 0 0 217,300
SEMPRA ENERGY COM 816851109 824,645 8,522,586 SH   DFND 1,5 59,593 0 8,462,993
SEMPRA ENERGY COM 816851109 6,972 72,051 SH   DFND 2 72,051 0 0
SEMPRA ENERGY COM 816851109 4,000 41,336 SH   DFND 3 41,336 0 0
SEMPRA ENERGY COM 816851109 11,964 123,648 SH   DFND 6 50,548 0 73,100
SEMPRA ENERGY COM 816851109 18,815 194,450 SH   DFND 7 160,350 0 34,100
SEMPRA ENERGY COM 816851109 140,764 1,454,779 SH   DFND 8 0 0 1,454,779
SEMTECH CORP COM 816850101 76,919 3,035,478 SH   DFND 1,5 0 0 3,035,478
SEMTECH CORP COM 816850101 1,457 57,500 SH   DFND 8 0 0 57,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 64,399 2,866,000 SH   DFND 1,5 40,700 0 2,825,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 7,862 349,900 SH   DFND 6 349,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,904 173,747 SH   DFND 7 173,747 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,903 173,700 SH   DFND 8 0 0 173,700
SERVICE CORP INTL COM 817565104 470,221 23,652,944 SH   DFND 1,5 0 0 23,652,944
SERVICE CORP INTL COM 817565104 54,332 2,732,978 SH   DFND 6 2,732,978 0 0
SERVICE CORP INTL COM 817565104 9,047 455,090 SH   DFND 7 455,090 0 0
SERVICE CORP INTL COM 817565104 33,858 1,703,106 SH   DFND   1,703,106 0 0
SERVICENOW INC COM 81762P102 1,042,287 17,394,635 SH   DFND 1,5 740,428 0 16,654,207
SERVICENOW INC COM 81762P102 487 8,120 SH   DFND 6 8,120 0 0
SERVICENOW INC COM 81762P102 11,088 185,045 SH   DFND 8 0 0 185,045
SERVICESOURCE INTL LLC COM 81763U100 78,031 9,245,336 SH   DFND 1,5 0 0 9,245,336
SERVICESOURCE INTL LLC COM 81763U100 4,275 506,560 SH   DFND 6 506,560 0 0
SERVICESOURCE INTL LLC COM 81763U100 742 87,930 SH   DFND 7 87,930 0 0
SERVICESOURCE INTL LLC COM 81763U100 10,095 1,196,100 SH   DFND 8 0 0 1,196,100
SERVOTRONICS INC COM 817732100 824 110,000 SH   DFND 1,5 2,700 0 107,300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 888 37,200 SH   DFND 1,5 0 0 37,200
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,268 53,100 SH   DFND 8 0 0 53,100
SHAW COMMUNICATIONS INC CL B CONV 82028K200 11,360 475,700 SH   DFND   475,700 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,751 54,237 SH   DFND 1,5 0 0 54,237
SHENANDOAH TELECOMMUNICATION COM 82312B106 2,433 75,363 SH   DFND 8 0 0 75,363
SHERWIN WILLIAMS CO COM 824348106 383,566 1,945,753 SH   DFND 1,5 27,618 0 1,918,135
SHERWIN WILLIAMS CO COM 824348106 5,327 27,025 SH   DFND 2 27,025 0 0
SHERWIN WILLIAMS CO COM 824348106 1,502 7,622 SH   DFND 3 7,622 0 0
SHERWIN WILLIAMS CO COM 824348106 7,925 40,200 SH   DFND 6 12,400 0 27,800
SHERWIN WILLIAMS CO COM 824348106 10,645 54,000 SH   DFND 7 41,200 0 12,800
SHERWIN WILLIAMS CO COM 824348106 61,911 314,061 SH   DFND 8 0 0 314,061
SHIP FINANCE INTERNATIONAL L SHS G81075106 5,391 300,000 SH   DFND 1,5 0 0 300,000
SHIRE PLC SPONSORED ADR 82481R106 155,388 1,046,172 SH   DFND 1,5 0 0 1,046,172
SHIRE PLC SPONSORED ADR 82481R106 1,655 11,141 SH   DFND 6 11,141 0 0
SHIRE PLC SPONSORED ADR 82481R106 171,610 1,155,387 SH   DFND 8 0 0 1,155,387
SHUTTERSTOCK INC COM 825690100 131,198 1,806,882 SH   DFND 1,5 42,321 0 1,764,561
SIBANYE GOLD LTD SPONSORED ADR 825724206 9,954 1,195,006 SH   DFND 8 0 0 1,195,006
SIEMENS A G SPONSORED ADR 826197501 202 1,492 SH   DFND 3 1,492 0 0
SIERRA WIRELESS INC COM 826516106 1,015 46,500 SH   DFND 1,5 0 0 46,500
SIGA TECHNOLOGIES INC COM 826917106 1,171 377,857 SH   DFND 1,5 0 0 377,857
SIGMA ALDRICH CORP COM 826552101 139,182 1,490,491 SH   DFND 1,5 0 0 1,490,491
SIGMA ALDRICH CORP COM 826552101 3,536 37,867 SH   DFND 2 37,867 0 0
SIGMA ALDRICH CORP COM 826552101 907 9,717 SH   DFND 3 9,717 0 0
SIGMA ALDRICH CORP COM 826552101 113,309 1,213,414 SH   DFND 8 0 0 1,213,414
SIGMATRON INTL INC COM 82661L101 4,748 396,000 SH   DFND 1,5 9,900 0 386,100
SIGNATURE BK NEW YORK N Y COM 82669G104 108,834 866,585 SH   DFND 1,5 53,900 0 812,685
SIGNET JEWELERS LIMITED SHS G81276100 52,620 497,076 SH   DFND 1,5 0 0 497,076
SIGNET JEWELERS LIMITED SHS G81276100 9,517 89,900 SH   DFND 6 89,900 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,800 17,000 SH   DFND 7 17,000 0 0
SILGAN HOLDINGS INC COM 827048109 163,687 3,305,471 SH   DFND 1,5 22,500 0 3,282,971
SILGAN HOLDINGS INC COM 827048109 4,968 100,330 SH   DFND 7 100,330 0 0
SILGAN HOLDINGS INC COM 827048109 25,750 519,997 SH   DFND 8 0 0 519,997
SILGAN HOLDINGS INC COM 827048109 50,744 1,024,720 SH   DFND   1,024,720 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 51,035 4,155,931 SH   DFND 1,5 22,200 0 4,133,731
SILICON GRAPHICS INTL CORP COM 82706L108 12,045 980,824 SH   DFND 8 0 0 980,824
SILICON LABORATORIES INC COM 826919102 326,608 6,250,880 SH   DFND 1,5 439,500 0 5,811,380
SILICON LABORATORIES INC COM 826919102 6,756 129,300 SH   DFND 8 0 0 129,300
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,094 65,200 SH   DFND 1,5 51,000 0 14,200
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 25,960 3,903,800 SH   DFND 1,5 0 0 3,903,800
SILVER WHEATON CORP COM 828336107 10,944 482,400 SH   DFND 1,5 0 0 482,400
SILVER WHEATON CORP COM 828336107 4,515 199,000 SH   DFND 8 0 0 199,000
SILVERCORP METALS INC COM 82835P103 28 14,300 SH   DFND 7 14,300 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,209,544 7,375,271 SH   DFND 1,5 183,429 0 7,191,842
SIMON PPTY GROUP INC NEW COM 828806109 16,338 99,619 SH   DFND 2 99,619 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,411 26,897 SH   DFND 3 26,897 0 0
SIMON PPTY GROUP INC NEW COM 828806109 109,178 665,720 SH   DFND 6 665,720 0 0
SIMON PPTY GROUP INC NEW COM 828806109 53,492 326,169 SH   DFND 7 326,169 0 0
SIMON PPTY GROUP INC NEW COM 828806109 644,327 3,928,821 SH   DFND 8 0 0 3,928,821
SIMON PPTY GROUP INC NEW COM 828806109 52,346 319,182 SH   DFND   319,182 0 0
SINA CORP ORD G81477104 5,067 83,885 SH   DFND 1,5 0 0 83,885
SINA CORP ORD G81477104 7,782 128,815 SH   DFND 8 0 0 128,815
SINCLAIR BROADCAST GROUP INC CL A 829226109 241,681 8,921,402 SH   DFND 1,5 71,000 0 8,850,402
SINCLAIR BROADCAST GROUP INC CL A 829226109 32,016 1,181,831 SH   DFND 6 1,181,831 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 4,576 168,920 SH   DFND 7 168,920 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 4,733 174,700 SH   DFND 8 0 0 174,700
SINCLAIR BROADCAST GROUP INC CL A 829226109 564 20,830 SH   DFND   20,830 0 0
SIRIUS XM HLDGS INC COM 82968B103 5,401 1,687,900 SH   DFND 1,5 0 0 1,687,900
SIRIUS XM HLDGS INC COM 82968B103 46 14,412 SH   DFND 3 14,412 0 0
SIRIUS XM HLDGS INC COM 82968B103 63 19,700 SH   DFND 6 19,700 0 0
SIZMEK INC COM 83013P105 2,929 275,500 SH   DFND 8 0 0 275,500
SK TELECOM LTD SPONSORED ADR 78440P108 33,874 1,500,855 SH   DFND 1,5 35,850 0 1,465,005
SKECHERS U S A INC CL A 830566105 251,282 6,876,900 SH   DFND 1,5 370,300 0 6,506,600
SKECHERS U S A INC CL A 830566105 8,818 241,330 SH   DFND 6 241,330 0 0
SKECHERS U S A INC CL A 830566105 1,523 41,690 SH   DFND 7 41,690 0 0
SKYWEST INC COM 830879102 9,572 750,162 SH   DFND 1,5 18,700 0 731,462
SKYWORKS SOLUTIONS INC COM 83088M102 222,023 5,917,447 SH   DFND 1,5 39,491 0 5,877,956
SL GREEN RLTY CORP COM 78440X101 434,573 4,318,957 SH   DFND 1,5 88,955 0 4,230,002
SL GREEN RLTY CORP COM 78440X101 38,206 379,707 SH   DFND 6 379,707 0 0
SL GREEN RLTY CORP COM 78440X101 18,390 182,767 SH   DFND 7 182,767 0 0
SL GREEN RLTY CORP COM 78440X101 150,585 1,496,570 SH   DFND 8 0 0 1,496,570
SLM CORP COM 78442P106 378,974 15,480,983 SH   DFND 1,5 600 0 15,480,383
SLM CORP COM 78442P106 3,327 135,896 SH   DFND 2 135,896 0 0
SLM CORP COM 78442P106 46,386 1,894,854 SH   DFND 8 0 0 1,894,854
SM ENERGY CO COM 78454L100 64,853 909,711 SH   DFND 1,5 0 0 909,711
SM ENERGY CO COM 78454L100 3,161 44,335 SH   DFND 8 0 0 44,335
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 54 11,200 SH   DFND 8 0 0 11,200
SMARTPROS LTD COM 83171G103 207 90,000 SH   DFND 1,5 2,200 0 87,800
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 10,411 136,132 SH   DFND 1,5 0 0 136,132
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 85,884 1,122,963 SH   DFND 8 0 0 1,122,963
SMITH & WESSON HLDG CORP COM 831756101 66,189 4,527,281 SH   DFND 1,5 29,300 0 4,497,981
SMITH & WESSON HLDG CORP COM 831756101 8,797 601,700 SH   DFND 8 0 0 601,700
SMITH A O COM 831865209 145,784 3,167,847 SH   DFND 1,5 7,100 0 3,160,747
SMITH A O COM 831865209 8,665 188,279 SH   DFND 6 73,079 0 115,200
SMITH A O COM 831865209 10,327 224,400 SH   DFND 7 170,800 0 53,600
SMITH A O COM 831865209 36,848 800,697 SH   DFND 8 0 0 800,697
SMUCKER J M CO COM NEW 832696405 102,588 1,054,998 SH   DFND 1,5 0 0 1,054,998
SMUCKER J M CO COM NEW 832696405 3,196 32,869 SH   DFND 2 32,869 0 0
SMUCKER J M CO COM NEW 832696405 984 10,124 SH   DFND 3 10,124 0 0
SMUCKER J M CO COM NEW 832696405 4,935 50,750 SH   DFND 7 50,750 0 0
SMUCKER J M CO COM NEW 832696405 1,079 11,100 SH   DFND 8 0 0 11,100
SNAP ON INC COM 833034101 43,860 386,500 SH   DFND 1,5 0 0 386,500
SNAP ON INC COM 833034101 2,091 18,425 SH   DFND 2 18,425 0 0
SNAP ON INC COM 833034101 458 4,032 SH   DFND 3 4,032 0 0
SNAP ON INC COM 833034101 2,222 19,580 SH   DFND 6 12,240 0 7,340
SNAP ON INC COM 833034101 489 4,310 SH   DFND 7 4,310 0 0
SNAP ON INC COM 833034101 102,583 903,970 SH   DFND   903,970 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 9,207 208,779 SH   DFND 1,5 0 0 208,779
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 5,151 116,800 SH   DFND 8 0 0 116,800
SOHU COM INC COM 83408W103 332 5,100 SH   DFND 8 0 0 5,100
SOLARCITY CORP COM 83416T100 101,462 1,620,274 SH   DFND 1,5 5,481 0 1,614,793
SOLARCITY CORP COM 83416T100 1,130 18,042 SH   DFND 6 18,042 0 0
SOLARCITY CORP COM 83416T100 601 9,600 SH   DFND 8 0 0 9,600
SOLARWINDS INC COM 83416B109 41,654 977,111 SH   DFND 1,5 0 0 977,111
SOLARWINDS INC COM 83416B109 26,821 629,150 SH   DFND 6 421,180 0 207,970
SOLARWINDS INC COM 83416B109 57,241 1,342,745 SH   DFND 7 1,342,745 0 0
SOLARWINDS INC COM 83416B109 1,772 41,569 SH   DFND 8 0 0 41,569
SOLARWINDS INC COM 83416B109 3,958 92,855 SH   DFND   92,855 0 0
SOLAZYME INC COM 83415T101 10,604 913,336 SH   DFND 6 913,336 0 0
SOLAZYME INC COM 83415T101 2,723 234,569 SH   DFND 7 164,420 0 70,149
SOLERA HOLDINGS INC COM 83421A104 203,262 3,209,061 SH   DFND 1,5 34,951 0 3,174,110
SOLERA HOLDINGS INC COM 83421A104 392 6,189 SH   DFND 8 0 0 6,189
SONIC AUTOMOTIVE INC CL A 83545G102 21,356 950,000 SH   DFND 1,5 23,700 0 926,300
SONIC CORP COM 835451105 133,397 5,853,300 SH   DFND 1,5 124,800 0 5,728,500
SONIC CORP COM 835451105 6,074 266,500 SH   DFND 8 0 0 266,500
SONOCO PRODS CO COM 835495102 39,624 965,972 SH   DFND 1,5 9,000 0 956,972
SONOCO PRODS CO COM 835495102 380 9,268 SH   DFND 3 9,268 0 0
SONUS NETWORKS INC COM 835916107 5,424 1,609,632 SH   DFND 1,5 0 0 1,609,632
SONUS NETWORKS INC COM 835916107 19,436 5,767,363 SH   DFND 8 0 0 5,767,363
SONY CORP ADR NEW 835699307 445 23,300 SH   DFND 8 0 0 23,300
SOPHIRIS BIO INC COM 83578Q209 4,766 1,431,268 SH   DFND 1,5 0 0 1,431,268
SORRENTO THERAPEUTICS INC COM NEW 83587F202 8,333 650,000 SH   DFND 8 0 0 650,000
SOTHEBYS COM 835898107 1,192 27,378 SH   DFND 1,5 0 0 27,378
SOUFUN HLDGS LTD ADR 836034108 44,020 643,380 SH   DFND 1,5 29,600 0 613,780
SOUTH JERSEY INDS INC COM 838518108 9,274 165,340 SH   DFND 6 149,740 0 15,600
SOUTH JERSEY INDS INC COM 838518108 2,176 38,790 SH   DFND 7 38,790 0 0
SOUTH JERSEY INDS INC COM 838518108 2,546 45,400 SH   DFND   45,400 0 0
SOUTHERN CO COM 842587107 364,440 8,294,041 SH   DFND 1,5 393,490 0 7,900,551
SOUTHERN CO COM 842587107 12,368 281,475 SH   DFND 2 281,475 0 0
SOUTHERN CO COM 842587107 4,005 91,143 SH   DFND 3 91,143 0 0
SOUTHERN CO COM 842587107 5,719 130,155 SH   DFND 6 130,155 0 0
SOUTHERN CO COM 842587107 6,591 150,000 SH   DFND 7 150,000 0 0
SOUTHERN CO COM 842587107 63,573 1,446,807 SH   DFND   1,446,807 0 0
SOUTHERN COPPER CORP COM 84265V105 10,538 362,000 SH   DFND 1,5 0 0 362,000
SOUTHWEST AIRLS CO COM 844741108 625,592 26,496,921 SH   DFND 1,5 1,091,880 0 25,405,041
SOUTHWEST AIRLS CO COM 844741108 5,254 222,530 SH   DFND 2 222,530 0 0
SOUTHWEST AIRLS CO COM 844741108 966 40,921 SH   DFND 3 40,921 0 0
SOUTHWEST AIRLS CO COM 844741108 744 31,528 SH   DFND 6 31,528 0 0
SOUTHWEST AIRLS CO COM 844741108 6,756 286,162 SH   DFND 7 286,162 0 0
SOUTHWEST AIRLS CO COM 844741108 22,054 934,100 SH   DFND 8 0 0 934,100
SOUTHWEST GAS CORP COM 844895102 44,725 836,756 SH   DFND 1,5 0 0 836,756
SOUTHWESTERN ENERGY CO COM 845467109 133,400 2,899,373 SH   DFND 1,5 120,276 0 2,779,097
SOUTHWESTERN ENERGY CO COM 845467109 5,148 111,878 SH   DFND 2 111,878 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,559 33,887 SH   DFND 3 33,887 0 0
SOUTHWESTERN ENERGY CO COM 845467109 136,679 2,970,631 SH   DFND 8 0 0 2,970,631
SOVRAN SELF STORAGE INC COM 84610H108 22,289 303,457 SH   DFND 1,5 0 0 303,457
SP PLUS CORP COM 78469C103 9,174 349,226 SH   DFND 6 349,226 0 0
SP PLUS CORP COM 78469C103 977 37,191 SH   DFND 7 37,191 0 0
SPAN AMER MED SYS INC COM 846396109 6,679 289,000 SH   DFND 1,5 7,200 0 281,800
SPANSION INC COM CL A NEW 84649R200 19,732 1,132,746 SH   DFND 1,5 985 0 1,131,761
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,989 12,106 SH   DFND 3 12,106 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 278 2,253 SH   DFND 3 2,253 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 12,225 98,900 SH   DFND 7 98,900 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 44,636 361,100 SH   DFND   361,100 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 63,059 1,531,678 SH   DFND 3 1,531,678 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 14,677 201,852 SH   DFND 3 201,852 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 202 4,744 SH   DFND 3 4,744 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 44,646 238,700 SH   DFND 1,5 12,800 0 225,900
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,019,490 5,450,651 SH   DFND 3 5,450,651 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 32,261 172,482 SH   DFND 6 172,482 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 62,617 334,776 SH   DFND 7 334,776 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,692 10,744 SH   DFND 3 10,744 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 38,425 647,100 SH   DFND 1,5 28,100 0 619,000
SPDR SERIES TRUST S&P METALS MNG 78464A755 14,351 343,900 SH   DFND 3 343,900 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 48,809 679,513 SH   DFND 3 679,513 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 360 14,854 SH   DFND 3 14,854 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 19,751 210,858 SH   DFND 3 210,858 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 9,904 206,635 SH   DFND 3 206,635 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 1,803 24,780 SH   DFND 3 24,780 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 260 7,981 SH   DFND 3 7,981 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 922 22,317 SH   DFND 3 22,317 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 292 3,746 SH   DFND 3 3,746 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,645 39,813 SH   DFND 6 39,813 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 5,284 127,907 SH   DFND 7 127,907 0 0
SPECTRA ENERGY CORP COM 847560109 132,782 3,594,535 SH   DFND 1,5 0 0 3,594,535
SPECTRA ENERGY CORP COM 847560109 7,848 212,443 SH   DFND 2 212,443 0 0
SPECTRA ENERGY CORP COM 847560109 2,486 67,304 SH   DFND 3 67,304 0 0
SPECTRA ENERGY CORP COM 847560109 21,732 588,300 SH   DFND 8 0 0 588,300
SPECTRANETICS CORP COM 84760C107 22,508 742,600 SH   DFND 1,5 0 0 742,600
SPECTRANETICS CORP COM 84760C107 16,671 550,000 SH   DFND 8 0 0 550,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 15,940 200,000 SH   DFND 1,5 0 0 200,000
SPECTRUM PHARMACEUTICALS INC COM 84763A108 35,963 4,587,147 SH   DFND 8 0 0 4,587,147
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 7,659 271,700 SH   DFND 8 0 0 271,700
SPIRIT AIRLS INC COM 848577102 452,959 7,625,564 SH   DFND 1,5 219,517 0 7,406,047
SPIRIT AIRLS INC COM 848577102 1,585 26,688 SH   DFND 6 26,688 0 0
SPIRIT AIRLS INC COM 848577102 6,188 104,170 SH   DFND 7 104,170 0 0
SPIRIT AIRLS INC COM 848577102 25,712 432,859 SH   DFND 8 0 0 432,859
SPIRIT AIRLS INC COM 848577102 161,052 2,711,319 SH   DFND   2,711,319 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 90,883 8,277,100 SH   DFND 1,5 183,300 0 8,093,800
SPIRIT RLTY CAP INC NEW COM 84860W102 942 85,800 SH   DFND 6 85,800 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 470 42,800 SH   DFND 7 42,800 0 0
SPLUNK INC COM 848637104 425,554 5,952,639 SH   DFND 1,5 328,268 0 5,624,371
SPLUNK INC COM 848637104 9,786 136,890 SH   DFND 6 136,890 0 0
SPLUNK INC COM 848637104 4,515 63,160 SH   DFND 7 63,160 0 0
SPLUNK INC COM 848637104 3,204 44,813 SH   DFND 8 0 0 44,813
SPLUNK INC COM 848637104 663 9,280 SH   DFND   9,280 0 0
SPRINGLEAF HLDGS INC COM 85172J101 108,288 4,305,695 SH   DFND 1,5 0 0 4,305,695
SPRINGLEAF HLDGS INC COM 85172J101 42,908 1,706,080 SH   DFND 6 1,706,080 0 0
SPRINGLEAF HLDGS INC COM 85172J101 5,627 223,720 SH   DFND 7 223,720 0 0
SPRINGLEAF HLDGS INC COM 85172J101 9,366 372,400 SH   DFND 8 0 0 372,400
SPRINGLEAF HLDGS INC COM 85172J101 645 25,640 SH   DFND   25,640 0 0
SPRINT CORP COM SER 1 85207U105 58,139 6,326,309 SH   DFND 1,5 0 0 6,326,309
SPRINT CORP COM SER 1 85207U105 37,077 4,034,458 SH   DFND 8 0 0 4,034,458
SPROUTS FMRS MKT INC COM 85208M102 237,871 6,602,022 SH   DFND 1,5 216,128 0 6,385,894
SPROUTS FMRS MKT INC COM 85208M102 2,047 56,810 SH   DFND 6 56,810 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,776 104,800 SH   DFND 8 0 0 104,800
SPS COMM INC COM 78463M107 88,283 1,436,658 SH   DFND 1,5 0 0 1,436,658
SPX CORP COM 784635104 43,817 445,706 SH   DFND 1,5 0 0 445,706
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 481,694 12,036,330 SH   DFND 1,5 29,300 0 12,007,030
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 8,990 224,636 SH   DFND 6 224,636 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 5,915 147,805 SH   DFND   147,805 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 470 9,400 SH   DFND   9,400 0 0
ST JOE CO COM 790148100 60,557 3,145,835 SH   DFND 1,5 266,600 0 2,879,235
ST JUDE MED INC COM 790849103 427,797 6,542,234 SH   DFND 1,5 137,964 0 6,404,270
ST JUDE MED INC COM 790849103 5,883 89,966 SH   DFND 2 89,966 0 0
ST JUDE MED INC COM 790849103 557 8,511 SH   DFND 3 8,511 0 0
ST JUDE MED INC COM 790849103 3,043 46,530 SH   DFND 6 46,530 0 0
ST JUDE MED INC COM 790849103 18,963 290,000 SH   DFND 8 0 0 290,000
STAAR SURGICAL CO COM PAR $0.01 852312305 2,820 150,000 SH   DFND 1,5 0 0 150,000
STAG INDL INC COM 85254J102 15,537 644,669 SH   DFND 1,5 0 0 644,669
STAG INDL INC COM 85254J102 12,717 527,690 SH   DFND 6 481,990 0 45,700
STAG INDL INC COM 85254J102 2,447 101,530 SH   DFND 7 101,530 0 0
STAG INDL INC COM 85254J102 1,015 42,100 SH   DFND   42,100 0 0
STAMPS COM INC COM NEW 852857200 81,752 2,435,990 SH   DFND 1,5 3,900 0 2,432,090
STANCORP FINL GROUP INC COM 852891100 125,220 1,874,550 SH   DFND 1,5 0 0 1,874,550
STANCORP FINL GROUP INC COM 852891100 1,112 16,647 SH   DFND 3 16,647 0 0
STANCORP FINL GROUP INC COM 852891100 28,956 433,476 SH   DFND 6 422,076 0 11,400
STANCORP FINL GROUP INC COM 852891100 7,381 110,490 SH   DFND 7 110,490 0 0
STANCORP FINL GROUP INC COM 852891100 2,111 31,600 SH   DFND 8 0 0 31,600
STANCORP FINL GROUP INC COM 852891100 3,471 51,967 SH   DFND   51,967 0 0
STANDARD MTR PRODS INC COM 853666105 27,033 755,752 SH   DFND 1,5 12,200 0 743,552
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 17,856 14,400,000 PRN   DFND 1,5 0 0 0
STANDARD PAC CORP NEW COM 85375C101 20,325 2,445,800 SH   DFND 1,5 0 0 2,445,800
STANDEX INTL CORP COM 854231107 32,555 607,594 SH   DFND 1,5 0 0 607,594
STANDEX INTL CORP COM 854231107 3,831 71,500 SH   DFND 8 0 0 71,500
STANLEY BLACK & DECKER INC COM 854502101 247,613 3,047,916 SH   DFND 1,5 112,739 0 2,935,177
STANLEY BLACK & DECKER INC COM 854502101 4,007 49,326 SH   DFND 2 49,326 0 0
STANLEY BLACK & DECKER INC COM 854502101 941 11,583 SH   DFND 3 11,583 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,109 38,272 SH   DFND 6 38,272 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 3,401 1,241,200 SH   DFND 1,5 31,200 0 1,210,000
STANTEC INC COM 85472N109 210,179 3,438,700 SH   DFND 1,5 53,700 0 3,385,000
STANTEC INC COM 85472N109 2,732 44,700 SH   DFND 6 36,300 0 8,400
STANTEC INC COM 85472N109 19,571 320,200 SH   DFND 7 314,000 0 6,200
STANTEC INC COM 85472N109 122,425 2,002,965 SH   DFND   1,837,165 0 165,800
STAPLES INC COM 855030102 644,478 56,832,232 SH   DFND 1,5 802,537 0 56,029,695
STAPLES INC COM 855030102 2,339 206,277 SH   DFND 2 206,277 0 0
STAPLES INC COM 855030102 290 25,616 SH   DFND 3 25,616 0 0
STAPLES INC COM 855030102 1,672 147,430 SH   DFND 6 147,430 0 0
STARBUCKS CORP COM 855244109 3,232,461 44,050,988 SH   DFND 1,5 1,028,245 0 43,022,743
STARBUCKS CORP COM 855244109 17,583 239,619 SH   DFND 2 239,619 0 0
STARBUCKS CORP COM 855244109 8,088 110,224 SH   DFND 3 110,224 0 0
STARBUCKS CORP COM 855244109 39,246 534,838 SH   DFND 6 451,408 0 83,430
STARBUCKS CORP COM 855244109 38,740 527,930 SH   DFND 7 446,930 0 81,000
STARBUCKS CORP COM 855244109 94,716 1,290,762 SH   DFND 8 0 0 1,290,762
STARBUCKS CORP COM 855244109 35,617 485,376 SH   DFND   485,376 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 219,577 2,758,500 SH   DFND 1,5 238,200 0 2,520,300
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,843 60,839 SH   DFND 2 60,839 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,289 16,193 SH   DFND 3 16,193 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 26,459 332,400 SH   DFND 8 0 0 332,400
STARWOOD PPTY TR INC COM 85571B105 23,590 1,000,000 SH   DFND 1,5 0 0 1,000,000
STARWOOD PPTY TR INC COM 85571B105 13,010 551,500 SH   DFND 8 0 0 551,500
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 22,977 798,101 SH   DFND 1,5 0 0 798,101
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 9,523 330,780 SH   DFND 8 0 0 330,780
STARZ COM SER A 85571Q102 24,210 750,000 SH   DFND 1,5 8,700 0 741,300
STARZ COM SER A 85571Q102 6,817 211,190 SH   DFND 6 211,190 0 0
STARZ COM SER A 85571Q102 1,187 36,770 SH   DFND 7 36,770 0 0
STARZ COM SER A 85571Q102 6,004 186,000 SH   DFND 8 0 0 186,000
STATE STR CORP COM 857477103 555,671 7,989,514 SH   DFND 1,5 103,200 0 7,886,314
STATE STR CORP COM 857477103 9,516 136,827 SH   DFND 2 136,827 0 0
STATE STR CORP COM 857477103 3,931 56,521 SH   DFND 3 56,521 0 0
STATE STR CORP COM 857477103 30,770 442,420 SH   DFND 6 421,240 0 21,180
STATE STR CORP COM 857477103 59,301 852,640 SH   DFND 7 793,220 0 59,420
STATE STR CORP COM 857477103 28,063 403,500 SH   DFND 8 0 0 403,500
STATOIL ASA SPONSORED ADR 85771P102 29,744 1,054,000 SH   DFND 1,5 0 0 1,054,000
STEALTHGAS INC SHS Y81669106 5,685 500,000 SH   DFND 1,5 0 0 500,000
STEALTHGAS INC SHS Y81669106 7,995 703,172 SH   DFND 8 0 0 703,172
STEINER LEISURE LTD ORD P8744Y102 76,455 1,653,079 SH   DFND 1,5 39,900 0 1,613,179
STEINER LEISURE LTD ORD P8744Y102 4,240 91,683 SH   DFND 6 91,683 0 0
STEINER LEISURE LTD ORD P8744Y102 9,419 203,644 SH   DFND 8 0 0 203,644
STEINER LEISURE LTD ORD P8744Y102 11,327 244,900 SH   DFND   244,900 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 2,128 104,500 SH   DFND 1,5 0 0 104,500
STEMLINE THERAPEUTICS INC COM 85858C107 31,281 1,536,392 SH   DFND 8 0 0 1,536,392
STERICYCLE INC COM 858912108 347,884 3,061,823 SH   DFND 1,5 80,676 0 2,981,147
STERICYCLE INC COM 858912108 3,067 26,995 SH   DFND 2 26,995 0 0
STERICYCLE INC COM 858912108 1,229 10,820 SH   DFND 3 10,820 0 0
STERICYCLE INC COM 858912108 5,766 50,745 SH   DFND 7 50,745 0 0
STERICYCLE INC COM 858912108 4,670 41,100 SH   DFND 8 0 0 41,100
STERIS CORP COM 859152100 117,213 2,454,718 SH   DFND 1,5 0 0 2,454,718
STERIS CORP COM 859152100 87,721 1,837,081 SH   DFND 8 0 0 1,837,081
STERLING BANCORP DEL COM 85917A100 15,192 1,200,000 SH   DFND 1,5 29,300 0 1,170,700
STERLING CONSTRUCTION CO INC COM 859241101 14,132 1,630,000 SH   DFND 1,5 40,700 0 1,589,300
STERLING FINL CORP WASH COM NEW 859319303 60,297 1,809,100 SH   DFND 1,5 14,600 0 1,794,500
STIFEL FINL CORP COM 860630102 36,594 735,410 SH   DFND   735,410 0 0
STONE ENERGY CORP COM 861642106 138,341 3,296,185 SH   DFND 1,5 15,800 0 3,280,385
STONE ENERGY CORP COM 861642106 10,723 255,500 SH   DFND 8 0 0 255,500
STRATASYS LTD SHS M85548101 73,202 690,000 SH   DFND 1,5 42,507 0 647,493
STRATASYS LTD SHS M85548101 288 2,710 SH   DFND 8 0 0 2,710
STRATTEC SEC CORP COM 863111100 26,999 373,793 SH   DFND 1,5 76,661 0 297,132
STRAYER ED INC COM 863236105 464 10,000 SH   DFND 1,5 200 0 9,800
STRYKER CORP COM 863667101 376,222 4,617,921 SH   DFND 1,5 55,164 0 4,562,757
STRYKER CORP COM 863667101 7,612 93,432 SH   DFND 2 93,432 0 0
STRYKER CORP COM 863667101 3,968 48,703 SH   DFND 3 48,703 0 0
STRYKER CORP COM 863667101 464 5,690 SH   DFND 6 5,690 0 0
STRYKER CORP COM 863667101 6,164 75,662 SH   DFND 7 75,662 0 0
STRYKER CORP COM 863667101 118,604 1,455,795 SH   DFND 8 0 0 1,455,795
SUN CMNTYS INC COM 866674104 197,557 4,381,388 SH   DFND 1,5 48,683 0 4,332,705
SUN CMNTYS INC COM 866674104 8,178 181,376 SH   DFND 6 181,376 0 0
SUN CMNTYS INC COM 866674104 39,752 881,621 SH   DFND 8 0 0 881,621
SUN HYDRAULICS CORP COM 866942105 5,119 118,200 SH   DFND 1,5 0 0 118,200
SUN LIFE FINL INC COM 866796105 149,958 4,330,675 SH   DFND 1,5 2,718,575 0 1,612,100
SUN LIFE FINL INC COM 866796105 20,440 590,300 SH   DFND 6 192,200 0 398,100
SUN LIFE FINL INC COM 866796105 59,198 1,709,600 SH   DFND 7 1,674,800 0 34,800
SUN LIFE FINL INC COM 866796105 210,650 6,083,414 SH   DFND   5,731,514 0 351,900
SUNCOKE ENERGY INC COM 86722A103 8,967 392,600 SH   DFND 1,5 0 0 392,600
SUNCOR ENERGY INC NEW COM 867224107 1,207,754 34,580,977 SH   DFND 1,5 2,992,213 0 31,588,764
SUNCOR ENERGY INC NEW COM 867224107 69,880 2,000,824 SH   DFND 6 740,398 0 1,260,426
SUNCOR ENERGY INC NEW COM 867224107 176,578 5,055,872 SH   DFND 7 4,969,368 0 86,504
SUNCOR ENERGY INC NEW COM 867224107 15,989 457,800 SH   DFND 8 0 0 457,800
SUNCOR ENERGY INC NEW COM 867224107 526,395 15,072,002 SH   DFND   12,921,870 0 2,150,132
SUNEDISON INC COM 86732Y109 117,027 6,211,650 SH   DFND 1,5 148,016 0 6,063,634
SUNEDISON INC COM 86732Y109 1,290 68,450 SH   DFND 6 68,450 0 0
SUNEDISON INC COM 86732Y109 1,204 63,900 SH   DFND 8 0 0 63,900
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 3,111 470,600 SH   DFND 1,5 0 0 470,600
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 12,870 1,947,103 SH   DFND 6 1,947,103 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 2,639 399,240 SH   DFND 7 399,240 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 23,959 3,624,595 SH   DFND 8 0 0 3,624,595
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 13,682 2,069,903 SH   DFND   2,069,903 0 0
SUNOPTA INC COM 8676EP108 24,410 2,066,900 SH   DFND 1,5 0 0 2,066,900
SUNOPTA INC COM 8676EP108 25,658 2,172,561 SH   DFND 6 2,172,561 0 0
SUNOPTA INC COM 8676EP108 1,596 135,100 SH   DFND 7 135,100 0 0
SUNPOWER CORP COM 867652406 8,910 276,200 SH   DFND 1,5 0 0 276,200
SUNPOWER CORP COM 867652406 336 10,400 SH   DFND 6 10,400 0 0
SUNPOWER CORP COM 867652406 3,708 114,940 SH   DFND   114,940 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 55,374 4,033,040 SH   DFND 1,5 0 0 4,033,040
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 10,031 388,780 SH   DFND 1,5 0 0 388,780
SUNSTONE HOTEL INVS INC NEW COM 867892101 27,288 1,987,500 SH   DFND 8 0 0 1,987,500
SUNTRUST BKS INC COM 867914103 597,508 15,016,547 SH   DFND 1,5 0 0 15,016,547
SUNTRUST BKS INC COM 867914103 6,744 169,490 SH   DFND 2 169,490 0 0
SUNTRUST BKS INC COM 867914103 2,332 58,603 SH   DFND 3 58,603 0 0
SUNTRUST BKS INC COM 867914103 2,362 59,360 SH   DFND 6 59,360 0 0
SUNTRUST BKS INC COM 867914103 44,859 1,127,400 SH   DFND 8 0 0 1,127,400
SUPER MICRO COMPUTER INC COM 86800U104 98,448 5,667,691 SH   DFND 1,5 67,200 0 5,600,491
SUPER MICRO COMPUTER INC COM 86800U104 15,421 887,800 SH   DFND 8 0 0 887,800
SUPERIOR ENERGY SVCS INC COM 868157108 159,952 5,200,000 SH   DFND 1,5 0 0 5,200,000
SUPERTEX INC COM 868532102 10,035 304,283 SH   DFND   304,283 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 34,541 1,123,276 SH   DFND 1,5 0 0 1,123,276
SURGICAL CARE AFFILIATES INC COM 86881L106 6,553 213,090 SH   DFND 6 213,090 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 1,133 36,830 SH   DFND 7 36,830 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 25,994 845,324 SH   DFND 8 0 0 845,324
SUSQUEHANNA BANCSHARES INC P COM 869099101 740 65,000 SH   DFND 1,5 0 0 65,000
SUSSER HLDGS CORP COM 869233106 29,523 472,600 SH   DFND 1,5 0 0 472,600
SUSSER HLDGS CORP COM 869233106 4,983 79,770 SH   DFND 6 79,770 0 0
SUSSER HLDGS CORP COM 869233106 867 13,880 SH   DFND 7 13,880 0 0
SVB FINL GROUP COM 78486Q101 3,863 30,000 SH   DFND 1,5 0 0 30,000
SWIFT ENERGY CO COM 870738101 46,688 4,339,000 SH   DFND 1,5 108,300 0 4,230,700
SWIFT TRANSN CO CL A 87074U101 23,186 936,800 SH   DFND 1,5 0 0 936,800
SWIFT TRANSN CO CL A 87074U101 1,453 58,700 SH   DFND 6 0 0 58,700
SWIFT TRANSN CO CL A 87074U101 8,950 361,600 SH   DFND 8 0 0 361,600
SWS GROUP INC COM 78503N107 1,503 201,000 SH   DFND 1,5 0 0 201,000
SYKES ENTERPRISES INC COM 871237103 6,559 330,116 SH   DFND 1,5 0 0 330,116
SYKES ENTERPRISES INC COM 871237103 3,215 161,800 SH   DFND 8 0 0 161,800
SYMANTEC CORP COM 871503108 190,485 9,538,568 SH   DFND 1,5 14,300 0 9,524,268
SYMANTEC CORP COM 871503108 4,378 219,221 SH   DFND 2 219,221 0 0
SYMANTEC CORP COM 871503108 484 24,252 SH   DFND 3 24,252 0 0
SYMANTEC CORP COM 871503108 2,956 148,000 SH   DFND 7 148,000 0 0
SYMANTEC CORP COM 871503108 1,855 92,900 SH   DFND 8 0 0 92,900
SYMANTEC CORP COM 871503108 45,304 2,268,596 SH   DFND   2,268,596 0 0
SYMETRA FINL CORP COM 87151Q106 7,859 396,515 SH   DFND 1,5 0 0 396,515
SYNAGEVA BIOPHARMA CORP COM 87159A103 170,892 2,059,680 SH   DFND 1,5 46,623 0 2,013,057
SYNAGEVA BIOPHARMA CORP COM 87159A103 1,133 13,660 SH   DFND 6 13,660 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 50,912 613,624 SH   DFND 8 0 0 613,624
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 203,888 5,946,002 SH   DFND 1,5 0 0 5,946,002
SYNERGY PHARMACEUTICALS DEL *W EXP 12/06/201 871639118 713 375,000 SH   DFND 8 0 0 375,000
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 14,091 2,653,656 SH   DFND 8 0 0 2,653,656
SYNERGY RES CORP COM 87164P103 1,739 161,741 SH   DFND 1,5 0 0 161,741
SYNERGY RES CORP COM 87164P103 6,844 636,659 SH   DFND 8 0 0 636,659
SYNNEX CORP COM 87162W100 341,225 5,629,847 SH   DFND 1,5 87,500 0 5,542,347
SYNOPSYS INC COM 871607107 179,421 4,671,200 SH   DFND 1,5 8,500 0 4,662,700
SYNOVUS FINL CORP COM 87161C105 61,822 18,236,460 SH   DFND 1,5 0 0 18,236,460
SYNOVUS FINL CORP COM 87161C105 11,819 3,486,290 SH   DFND 6 3,145,290 0 341,000
SYNOVUS FINL CORP COM 87161C105 2,560 755,180 SH   DFND 7 755,180 0 0
SYNOVUS FINL CORP COM 87161C105 3,667 1,081,702 SH   DFND   1,081,702 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 17,206 3,992,103 SH   DFND 8 0 0 3,992,103
SYNTEL INC COM 87162H103 36,168 402,313 SH   DFND 1,5 0 0 402,313
SYNTEL INC COM 87162H103 23,868 265,500 SH   DFND 8 0 0 265,500
SYNTEL INC COM 87162H103 16,288 181,174 SH   DFND   181,174 0 0
SYSCO CORP COM 871829107 76,498 2,117,300 SH   DFND 1,5 0 0 2,117,300
SYSCO CORP COM 871829107 6,700 185,434 SH   DFND 2 185,434 0 0
SYSCO CORP COM 871829107 3,548 98,189 SH   DFND 3 98,189 0 0
T-MOBILE US INC COM 872590104 523,520 15,849,836 SH   DFND 1,5 204,450 0 15,645,386
T-MOBILE US INC COM 872590104 18,076 547,253 SH   DFND 6 370,373 0 176,880
T-MOBILE US INC COM 872590104 19,210 581,600 SH   DFND 7 472,240 0 109,360
T-MOBILE US INC COM 872590104 55,926 1,693,173 SH   DFND 8 0 0 1,693,173
TABLEAU SOFTWARE INC CL A 87336U105 96,371 1,266,700 SH   DFND 1,5 28,449 0 1,238,251
TAHOE RES INC COM 873868103 209,302 9,900,856 SH   DFND 1,5 60,755 0 9,840,101
TAHOE RES INC COM 873868103 12,877 609,129 SH   DFND 6 267,129 0 342,000
TAHOE RES INC COM 873868103 34,878 1,649,900 SH   DFND 7 1,646,700 0 3,200
TAHOE RES INC COM 873868103 6,818 322,500 SH   DFND 8 0 0 322,500
TAHOE RES INC COM 873868103 135,293 6,399,950 SH   DFND   5,864,550 0 535,400
TAITRON COMPONENTS INC CL A 874028103 312 296,959 SH   DFND 1,5 7,500 0 289,459
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 367,384 18,350,852 SH   DFND 1,5 448,629 0 17,902,223
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 360 17,971 SH   DFND 3 17,971 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 226 11,300 SH   DFND 6 11,300 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,284 286,550 SH   DFND 8 0 0 286,550
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,314 1,000,000 PRN   DFND 8 0 0 0
TALISMAN ENERGY INC COM 87425E103 13,511 1,355,400 SH   DFND 1,5 0 0 1,355,400
TALISMAN ENERGY INC COM 87425E103 3,943 395,587 SH   DFND 6 433 0 395,154
TALISMAN ENERGY INC COM 87425E103 20,408 2,047,310 SH   DFND 7 2,045,510 0 1,800
TALISMAN ENERGY INC COM 87425E103 28,858 2,895,000 SH   DFND   1,589,600 0 1,305,400
TALMER BANCORP INC COM 87482X101 9,984 681,960 SH   DFND 6 623,360 0 58,600
TALMER BANCORP INC COM 87482X101 4,669 318,910 SH   DFND 7 318,910 0 0
TALMER BANCORP INC COM 87482X101 434 29,620 SH   DFND   29,620 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 141,945 4,055,581 SH   DFND 1,5 92,535 0 3,963,046
TANGER FACTORY OUTLET CTRS I COM 875465106 66,931 1,912,300 SH   DFND 8 0 0 1,912,300
TANGER FACTORY OUTLET CTRS I COM 875465106 16,975 485,001 SH   DFND   485,001 0 0
TANGOE INC COM 87582Y108 33,906 1,823,900 SH   DFND 1,5 0 0 1,823,900
TARGA RES CORP COM 87612G101 129,530 1,304,958 SH   DFND 1,5 250 0 1,304,708
TARGA RES CORP COM 87612G101 19,871 200,192 SH   DFND 8 0 0 200,192
TARGACEPT INC COM 87611R306 1,972 415,061 SH   DFND 1,5 0 0 415,061
TARGET CORP COM 87612E106 1,991,201 32,906,972 SH   DFND 1,5 578,431 0 32,328,541
TARGET CORP COM 87612E106 12,124 200,370 SH   DFND 2 200,370 0 0
TARGET CORP COM 87612E106 4,228 69,866 SH   DFND 3 69,866 0 0
TARGET CORP COM 87612E106 33,028 545,830 SH   DFND 6 545,830 0 0
TARGET CORP COM 87612E106 17,710 292,671 SH   DFND 7 292,671 0 0
TARGET CORP COM 87612E106 32,793 541,936 SH   DFND 8 0 0 541,936
TASEKO MINES LTD COM 876511106 40 20,500 SH   DFND 7 20,500 0 0
TASMAN METALS LTD COM 87652B103 55 40,000 SH   DFND   40,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 1,905 53,800 SH   DFND 8 0 0 53,800
TAUBMAN CTRS INC COM 876664103 61,327 866,322 SH   DFND 1,5 41,100 0 825,222
TAUBMAN CTRS INC PFD SER K 876664707 2,753 120,000 SH   DFND 1,5 0 0 120,000
TAUBMAN CTRS INC COM 876664103 24,649 348,200 SH   DFND 6 348,200 0 0
TAUBMAN CTRS INC COM 876664103 12,332 174,200 SH   DFND 7 174,200 0 0
TAUBMAN CTRS INC COM 876664103 32,323 456,600 SH   DFND 8 0 0 456,600
TAYLOR MORRISON HOME CORP CL A 87724P106 10,920 464,700 SH   DFND 1,5 0 0 464,700
TAYLOR MORRISON HOME CORP CL A 87724P106 3,521 149,818 SH   DFND 8 0 0 149,818
TCF FINL CORP COM 872275102 359,883 21,601,640 SH   DFND 1,5 0 0 21,601,640
TCF FINL CORP COM 872275102 37,423 2,246,298 SH   DFND 6 2,246,298 0 0
TCF FINL CORP COM 872275102 781 46,900 SH   DFND 8 0 0 46,900
TD AMERITRADE HLDG CORP COM 87236Y108 16,913 498,176 SH   DFND 1,5 0 0 498,176
TD AMERITRADE HLDG CORP COM 87236Y108 40,265 1,186,010 SH   DFND   1,186,010 0 0
TE CONNECTIVITY LTD REG SHS H84989104 835,037 13,868,740 SH   DFND 1,5 313,437 0 13,555,303
TE CONNECTIVITY LTD REG SHS H84989104 7,830 130,042 SH   DFND 2 130,042 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,374 39,431 SH   DFND 3 39,431 0 0
TE CONNECTIVITY LTD REG SHS H84989104 19,727 327,637 SH   DFND 6 146,337 0 181,300
TE CONNECTIVITY LTD REG SHS H84989104 21,555 358,000 SH   DFND 7 273,200 0 84,800
TE CONNECTIVITY LTD REG SHS H84989104 41,783 693,955 SH   DFND 8 0 0 693,955
TEAM HEALTH HOLDINGS INC COM 87817A107 135,213 3,021,509 SH   DFND 1,5 0 0 3,021,509
TEAM HEALTH HOLDINGS INC COM 87817A107 9,076 202,810 SH   DFND 6 202,810 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,574 35,170 SH   DFND 7 35,170 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3,880 86,700 SH   DFND 8 0 0 86,700
TEAM HEALTH HOLDINGS INC COM 87817A107 36,920 825,019 SH   DFND   825,019 0 0
TEAM INC COM 878155100 16,433 383,404 SH   DFND 6 359,704 0 23,700
TEAM INC COM 878155100 2,178 50,810 SH   DFND 7 50,810 0 0
TEAM INC COM 878155100 1,993 46,500 SH   DFND   46,500 0 0
TECH DATA CORP COM 878237106 341,781 5,606,638 SH   DFND 1,5 0 0 5,606,638
TECK RESOURCES LTD CL B 878742204 1,653 76,600 SH   DFND 1,5 0 0 76,600
TECK RESOURCES LTD CL B 878742204 4,166 193,000 SH   DFND 8 0 0 193,000
TECO ENERGY INC COM 872375100 1,114 64,979 SH   DFND 2 64,979 0 0
TECO ENERGY INC COM 872375100 201 11,733 SH   DFND 3 11,733 0 0
TEEKAY CORPORATION COM Y8564W103 12,342 219,446 SH   DFND 1,5 0 0 219,446
TEEKAY CORPORATION COM Y8564W103 14,859 264,200 SH   DFND 8 0 0 264,200
TEJON RANCH CO *W EXP 08/31/201 879080133 81 22,157 SH   DFND 1,5 600 0 21,557
TEJON RANCH CO COM 879080109 5,075 150,000 SH   DFND 1,5 3,700 0 146,300
TELEDYNE TECHNOLOGIES INC COM 879360105 205,080 2,107,055 SH   DFND 1,5 18,860 0 2,088,195
TELEDYNE TECHNOLOGIES INC COM 879360105 11,136 114,420 SH   DFND 6 114,420 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,338 24,020 SH   DFND 7 24,020 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 68,757 706,430 SH   DFND 8 0 0 706,430
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 46,228 26,006,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 36,441 339,810 SH   DFND 6 329,540 0 10,270
TELEFLEX INC COM 879369106 7,072 65,950 SH   DFND 7 65,950 0 0
TELEFLEX INC COM 879369106 6,434 60,000 SH   DFND 8 0 0 60,000
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 53 30,000 PRN   DFND   0 0 0
TELEFLEX INC COM 879369106 587 5,474 SH   DFND   5,474 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,410 66,400 SH   DFND 1,5 0 0 66,400
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,065 97,200 SH   DFND 8 0 0 97,200
TELEFONICA S A SPONSORED ADR 879382208 291 18,411 SH   DFND 1,5 0 0 18,411
TELEPHONE & DATA SYS INC COM NEW 879433829 42,330 1,615,025 SH   DFND 1,5 0 0 1,615,025
TELEPHONE & DATA SYS INC COM NEW 879433829 29,912 1,141,249 SH   DFND 8 0 0 1,141,249
TELUS CORP COM 87971M103 107,939 3,011,021 SH   DFND 1,5 2,439,721 0 571,300
TELUS CORP COM 87971M103 13,750 383,562 SH   DFND 6 91,600 0 291,962
TELUS CORP COM 87971M103 114,560 3,195,700 SH   DFND 7 3,180,900 0 14,800
TELUS CORP COM 87971M103 423,540 11,814,880 SH   DFND   10,120,280 0 1,694,600
TEMPUR SEALY INTL INC COM 88023U101 290,022 5,723,736 SH   DFND 1,5 140,900 0 5,582,836
TEMPUR SEALY INTL INC COM 88023U101 15,811 312,043 SH   DFND 6 312,043 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 190,500 4,449,884 SH   DFND 1,5 0 0 4,449,884
TENET HEALTHCARE CORP COM NEW 88033G407 1,316 30,746 SH   DFND 2 30,746 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 489 11,421 SH   DFND 3 11,421 0 0
TENNECO INC COM 880349105 303,146 5,220,350 SH   DFND 1,5 36,227 0 5,184,123
TENNECO INC COM 880349105 16,235 279,570 SH   DFND 6 279,570 0 0
TENNECO INC COM 880349105 7,342 126,426 SH   DFND 7 126,426 0 0
TENNECO INC COM 880349105 8,278 142,546 SH   DFND 8 0 0 142,546
TERADATA CORP DEL COM 88076W103 2,482 50,466 SH   DFND 2 50,466 0 0
TERADATA CORP DEL COM 88076W103 766 15,577 SH   DFND 3 15,577 0 0
TERADATA CORP DEL COM 88076W103 21,277 432,557 SH   DFND 8 0 0 432,557
TERADYNE INC COM 880770102 14,555 731,753 SH   DFND 1,5 0 0 731,753
TERADYNE INC COM 880770102 391 19,640 SH   DFND 3 19,640 0 0
TEREX CORP NEW COM 880779103 29,728 671,071 SH   DFND 1,5 0 0 671,071
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 26,432 9,590,000 PRN   DFND 1,5 0 0 0
TEREX CORP NEW COM 880779103 3,362 75,900 SH   DFND 8 0 0 75,900
TERRENO RLTY CORP COM 88146M101 58,381 3,087,320 SH   DFND 1,5 16,236 0 3,071,084
TERRENO RLTY CORP COM 88146M101 2,591 137,000 SH   DFND 6 137,000 0 0
TERRENO RLTY CORP COM 88146M101 967 51,150 SH   DFND 7 51,150 0 0
TERRENO RLTY CORP COM 88146M101 6,630 350,601 SH   DFND 8 0 0 350,601
TESARO INC COM 881569107 39,067 1,325,194 SH   DFND 8 0 0 1,325,194
TESCO CORP COM 88157K101 1,166 63,000 SH   DFND 8 0 0 63,000
TESLA MTRS INC COM 88160R101 1,998,849 9,589,104 SH   DFND 1,5 230,018 0 9,359,086
TESLA MTRS INC COM 88160R101 1,815 8,709 SH   DFND 3 8,709 0 0
TESLA MTRS INC COM 88160R101 4,705 22,571 SH   DFND 6 22,571 0 0
TESLA MTRS INC COM 88160R101 13,855 66,465 SH   DFND 8 0 0 66,465
TESLA MTRS INC COM 88160R101 16,942 81,277 SH   DFND   81,277 0 0
TESORO CORP COM 881609101 118,775 2,347,800 SH   DFND 1,5 49,900 0 2,297,900
TESORO CORP COM 881609101 2,114 41,780 SH   DFND 2 41,780 0 0
TESORO CORP COM 881609101 516 10,209 SH   DFND 3 10,209 0 0
TESORO CORP COM 881609101 8,069 159,500 SH   DFND 8 0 0 159,500
TESSCO TECHNOLOGIES INC COM 872386107 19,614 525,000 SH   DFND 1,5 12,900 0 512,100
TESSERA TECHNOLOGIES INC COM 88164L100 22,057 933,453 SH   DFND 1,5 0 0 933,453
TESSERA TECHNOLOGIES INC COM 88164L100 8,316 351,910 SH   DFND 6 351,910 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 1,451 61,400 SH   DFND 7 61,400 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 17,586 744,234 SH   DFND 8 0 0 744,234
TETRA TECH INC NEW COM 88162G103 77,190 2,608,641 SH   DFND 1,5 0 0 2,608,641
TETRA TECH INC NEW COM 88162G103 420 14,200 SH   DFND 8 0 0 14,200
TETRAPHASE PHARMACEUTICALS I COM 88165N105 21,673 2,141,645 SH   DFND 4 2,141,645 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,022,253 19,346,189 SH   DFND 1,5 72,200 0 19,273,989
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 43,186 817,296 SH   DFND 6 664,296 0 153,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 28,117 532,109 SH   DFND 7 419,409 0 112,700
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 245,181 4,640,072 SH   DFND 8 0 0 4,640,072
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 88,679 1,678,246 SH   DFND   1,678,246 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 36,467 561,547 SH   DFND 1,5 0 0 561,547
TEXAS INSTRS INC COM 882508104 228,861 4,853,894 SH   DFND 1,5 384,000 0 4,469,894
TEXAS INSTRS INC COM 882508104 16,205 343,693 SH   DFND 2 343,693 0 0
TEXAS INSTRS INC COM 882508104 8,277 175,552 SH   DFND 3 175,552 0 0
TEXAS INSTRS INC COM 882508104 1,575 33,400 SH   DFND   33,400 0 0
TEXAS ROADHOUSE INC COM 882681109 136,301 5,226,282 SH   DFND 1,5 47,480 0 5,178,802
TEXAS ROADHOUSE INC COM 882681109 404 15,500 SH   DFND 6 15,500 0 0
TEXAS ROADHOUSE INC COM 882681109 25,262 968,626 SH   DFND 8 0 0 968,626
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 32,993 862,100 SH   DFND 1,5 0 0 862,100
TEXTRON INC COM 883203101 473,707 12,056,679 SH   DFND 1,5 102,282 0 11,954,397
TEXTRON INC COM 883203101 3,518 89,552 SH   DFND 2 89,552 0 0
TEXTRON INC COM 883203101 327 8,311 SH   DFND 3 8,311 0 0
TEXTRON INC COM 883203101 7,296 185,700 SH   DFND 6 57,900 0 127,800
TEXTRON INC COM 883203101 9,830 250,200 SH   DFND 7 190,600 0 59,600
TEXTRON INC COM 883203101 74,768 1,902,981 SH   DFND 8 0 0 1,902,981
TEXTRON INC COM 883203101 1,697 43,200 SH   DFND   43,200 0 0
TEXTURA CORP COM 883211104 46,873 1,859,304 SH   DFND 1,5 0 0 1,859,304
TEXTURA CORP COM 883211104 12,471 494,696 SH   DFND 8 0 0 494,696
TFS FINL CORP COM 87240R107 6,658 535,620 SH   DFND 6 535,620 0 0
TFS FINL CORP COM 87240R107 1,156 93,030 SH   DFND 7 93,030 0 0
TFS FINL CORP COM 87240R107 2,460 197,900 SH   DFND 8 0 0 197,900
THE ADT CORPORATION COM 00101J106 44,987 1,502,062 SH   DFND 1,5 0 0 1,502,062
THE ADT CORPORATION COM 00101J106 1,740 58,109 SH   DFND 2 58,109 0 0
THE ADT CORPORATION COM 00101J106 362 12,085 SH   DFND 3 12,085 0 0
THE ADT CORPORATION COM 00101J106 779 26,015 SH   DFND 6 26,015 0 0
THERAPEUTICSMD INC COM 88338N107 44,244 7,011,664 SH   DFND 1,5 0 0 7,011,664
THERAPEUTICSMD INC COM 88338N107 35,522 5,629,457 SH   DFND 8 0 0 5,629,457
THERAPEUTICSMD INC COM 88338N107 13,439 2,129,783 SH   DFND   2,129,783 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 53,187 41,210,000 PRN   DFND 1,5 0 0 0
THERAVANCE INC COM 88338T104 266,487 8,613,034 SH   DFND 1,5 42,907 0 8,570,127
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 968 750,000 PRN   DFND 6 0 0 0
THERAVANCE INC COM 88338T104 44,763 1,446,782 SH   DFND 8 0 0 1,446,782
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 52 40,000 PRN   DFND   0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,387,657 11,540,726 SH   DFND 1,5 225,673 0 11,315,053
THERMO FISHER SCIENTIFIC INC COM 883556102 14,933 124,197 SH   DFND 2 124,197 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,100 50,728 SH   DFND 3 50,728 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 15,886 132,120 SH   DFND 6 64,940 0 67,180
THERMO FISHER SCIENTIFIC INC COM 883556102 25,839 214,893 SH   DFND 7 183,093 0 31,800
THERMO FISHER SCIENTIFIC INC COM 883556102 157,992 1,313,971 SH   DFND 8 0 0 1,313,971
THERMO FISHER SCIENTIFIC INC COM 883556102 48,272 401,462 SH   DFND   401,462 0 0
THIRD PT REINS LTD COM G8827U100 13,710 865,000 SH   DFND 1,5 0 0 865,000
THIRD PT REINS LTD COM G8827U100 17,723 1,118,200 SH   DFND 6 1,118,200 0 0
THIRD PT REINS LTD COM G8827U100 1,545 97,500 SH   DFND 7 97,500 0 0
THIRD PT REINS LTD COM G8827U100 579 36,500 SH   DFND 8 0 0 36,500
THOMSON REUTERS CORP COM 884903105 215 6,300 SH   DFND 7 6,300 0 0
THOMSON REUTERS CORP COM 884903105 21,423 626,700 SH   DFND   626,700 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 1,761 369,900 SH   DFND 1,5 0 0 369,900
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 6,451 1,355,269 SH   DFND 8 0 0 1,355,269
TIBCO SOFTWARE INC COM 88632Q103 2,127 104,652 SH   DFND 1,5 0 0 104,652
TIBCO SOFTWARE INC COM 88632Q103 10,945 538,616 SH   DFND 8 0 0 538,616
TIDEWATER INC COM 886423102 3,986 81,990 SH   DFND 6 81,990 0 0
TIDEWATER INC COM 886423102 3,581 73,650 SH   DFND 7 73,650 0 0
TIDEWATER INC COM 886423102 4,288 88,196 SH   DFND   88,196 0 0
TIFFANY & CO NEW COM 886547108 33,831 392,700 SH   DFND 1,5 20,000 0 372,700
TIFFANY & CO NEW COM 886547108 3,007 34,908 SH   DFND 2 34,908 0 0
TIFFANY & CO NEW COM 886547108 1,358 15,760 SH   DFND 3 15,760 0 0
TILE SHOP HLDGS INC COM 88677Q109 4,910 317,800 SH   DFND 1,5 67,800 0 250,000
TIM HORTONS INC COM 88706M103 330,089 5,968,487 SH   DFND 1,5 159,485 0 5,809,002
TIM HORTONS INC COM 88706M103 465 8,400 SH   DFND 6 0 0 8,400
TIM HORTONS INC COM 88706M103 2,118 38,300 SH   DFND 7 38,300 0 0
TIM HORTONS INC COM 88706M103 19,290 348,800 SH   DFND   348,800 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 9,677 372,756 SH   DFND 1,5 8,880 0 363,876
TIME WARNER CABLE INC COM 88732J207 163,277 1,190,241 SH   DFND 1,5 0 0 1,190,241
TIME WARNER CABLE INC COM 88732J207 12,065 87,951 SH   DFND 2 87,951 0 0
TIME WARNER CABLE INC COM 88732J207 4,929 35,932 SH   DFND 3 35,932 0 0
TIME WARNER CABLE INC COM 88732J207 1,083 7,895 SH   DFND 6 7,895 0 0
TIME WARNER CABLE INC COM 88732J207 46,431 338,469 SH   DFND 8 0 0 338,469
TIME WARNER INC COM NEW 887317303 1,283,704 19,649,533 SH   DFND 1,5 265,440 0 19,384,093
TIME WARNER INC COM NEW 887317303 18,487 282,972 SH   DFND 2 282,972 0 0
TIME WARNER INC COM NEW 887317303 8,583 131,379 SH   DFND 3 131,379 0 0
TIME WARNER INC COM NEW 887317303 18,938 289,885 SH   DFND 6 264,545 0 25,340
TIME WARNER INC COM NEW 887317303 18,973 290,411 SH   DFND 7 290,411 0 0
TIME WARNER INC COM NEW 887317303 101,883 1,559,506 SH   DFND 8 0 0 1,559,506
TIMKEN CO COM 887389104 39,815 677,351 SH   DFND 1,5 0 0 677,351
TIMKEN CO COM 887389104 30,139 512,749 SH   DFND 8 0 0 512,749
TIMMINS GOLD CORP COM 88741P103 154 122,600 SH   DFND 8 0 0 122,600
TITAN MACHY INC COM 88830R101 40,545 2,587,429 SH   DFND 1,5 26,200 0 2,561,229
TIVO INC COM 888706108 4,854 366,900 SH   DFND 1,5 0 0 366,900
TIVO INC COM 888706108 3,534 267,100 SH   DFND 8 0 0 267,100
TJX COS INC NEW COM 872540109 4,280,886 70,583,454 SH   DFND 1,5 1,316,776 0 69,266,678
TJX COS INC NEW COM 872540109 13,673 225,448 SH   DFND 2 225,448 0 0
TJX COS INC NEW COM 872540109 8,512 140,351 SH   DFND 3 140,351 0 0
TJX COS INC NEW COM 872540109 97,670 1,610,388 SH   DFND 6 1,139,473 0 470,915
TJX COS INC NEW COM 872540109 185,848 3,064,266 SH   DFND 7 2,939,026 0 125,240
TJX COS INC NEW COM 872540109 114,724 1,891,580 SH   DFND 8 0 0 1,891,580
TJX COS INC NEW COM 872540109 18,324 302,122 SH   DFND   302,122 0 0
TOLL BROTHERS INC COM 889478103 73,508 2,047,569 SH   DFND 1,5 69,312 0 1,978,257
TOLL BROTHERS INC COM 889478103 3,475 96,791 SH   DFND 8 0 0 96,791
TORCHMARK CORP COM 891027104 102,362 1,300,658 SH   DFND 1,5 14,500 0 1,286,158
TORCHMARK CORP COM 891027104 2,209 28,072 SH   DFND 2 28,072 0 0
TORCHMARK CORP COM 891027104 930 11,817 SH   DFND 3 11,817 0 0
TORCHMARK CORP COM 891027104 4,681 59,473 SH   DFND 7 59,473 0 0
TORCHMARK CORP COM 891027104 13,206 167,800 SH   DFND 8 0 0 167,800
TORNIER N V SHS N87237108 21,220 1,000,000 SH   DFND 8 0 0 1,000,000
TORO CO COM 891092108 1,060 16,771 SH   DFND 1,5 0 0 16,771
TORO CO COM 891092108 5,027 79,553 SH   DFND 8 0 0 79,553
TORONTO DOMINION BK ONT COM NEW 891160509 188,998 4,031,200 SH   DFND 1,5 0 0 4,031,200
TORONTO DOMINION BK ONT COM NEW 891160509 109,550 2,336,640 SH   DFND 6 859,700 0 1,476,940
TORONTO DOMINION BK ONT COM NEW 891160509 460,527 9,822,746 SH   DFND 7 9,677,166 0 145,580
TORONTO DOMINION BK ONT COM NEW 891160509 2,058,452 43,905,436 SH   DFND   39,958,536 0 3,946,900
TOTAL S A SPONSORED ADR 89151E109 34,309 523,000 SH   DFND 1,5 0 0 523,000
TOTAL S A SPONSORED ADR 89151E109 645 9,838 SH   DFND 3 9,838 0 0
TOTAL SYS SVCS INC COM 891906109 537,610 17,678,729 SH   DFND 1,5 132,810 0 17,545,919
TOTAL SYS SVCS INC COM 891906109 1,594 52,404 SH   DFND 2 52,404 0 0
TOTAL SYS SVCS INC COM 891906109 615 20,234 SH   DFND 3 20,234 0 0
TOTAL SYS SVCS INC COM 891906109 44,896 1,476,359 SH   DFND 6 1,288,849 0 187,510
TOTAL SYS SVCS INC COM 891906109 38,014 1,250,064 SH   DFND 7 1,098,794 0 151,270
TOTAL SYS SVCS INC COM 891906109 62,239 2,046,652 SH   DFND 8 0 0 2,046,652
TOTAL SYS SVCS INC COM 891906109 581 19,106 SH   DFND   19,106 0 0
TOWER INTL INC COM 891826109 866 31,800 SH   DFND 8 0 0 31,800
TOWERS WATSON & CO CL A 891894107 587,484 5,151,107 SH   DFND 1,5 0 0 5,151,107
TOWERS WATSON & CO CL A 891894107 5,267 46,179 SH   DFND 6 46,179 0 0
TOWERS WATSON & CO CL A 891894107 112,625 987,506 SH   DFND 8 0 0 987,506
TOWERS WATSON & CO CL A 891894107 16,176 141,830 SH   DFND   141,830 0 0
TOWERSTREAM CORP COM 892000100 21,348 9,084,229 SH   DFND 1,5 0 0 9,084,229
TOWERSTREAM CORP COM 892000100 2,044 869,944 SH   DFND 8 0 0 869,944
TOWN SPORTS INTL HLDGS INC COM 89214A102 4,790 564,202 SH   DFND 1,5 0 0 564,202
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 7,643 67,700 SH   DFND 1,5 0 0 67,700
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 506 4,481 SH   DFND 3 4,481 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 23,754 210,397 SH   DFND 8 0 0 210,397
TRACTOR SUPPLY CO COM 892356106 138,446 1,960,152 SH   DFND 1,5 0 0 1,960,152
TRACTOR SUPPLY CO COM 892356106 3,125 44,240 SH   DFND 2 44,240 0 0
TRACTOR SUPPLY CO COM 892356106 339 4,806 SH   DFND 3 4,806 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 1,770 205,944 SH   DFND 1,5 94 0 205,850
TRANSCANADA CORP COM 89353D107 48,514 1,067,300 SH   DFND 1,5 0 0 1,067,300
TRANSCANADA CORP COM 89353D107 9,048 199,065 SH   DFND 6 0 0 199,065
TRANSCANADA CORP COM 89353D107 61,209 1,346,600 SH   DFND 7 1,345,900 0 700
TRANSCANADA CORP COM 89353D107 19,595 431,100 SH   DFND 8 0 0 431,100
TRANSCANADA CORP COM 89353D107 290,923 6,400,301 SH   DFND   5,933,401 0 466,900
TRANSDIGM GROUP INC COM 893641100 477,978 2,580,874 SH   DFND 1,5 43,515 0 2,537,359
TRANSDIGM GROUP INC COM 893641100 45,288 244,533 SH   DFND 8 0 0 244,533
TRANSGLOBE ENERGY CORP COM 893662106 7,877 1,033,000 SH   DFND 7 1,033,000 0 0
TRANSGLOBE ENERGY CORP COM 893662106 49,160 6,446,800 SH   DFND   6,446,800 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 32,009 4,016,132 SH   DFND 1,5 239,000 0 3,777,132
TRANSOCEAN LTD REG SHS H8817H100 28,864 698,200 SH   DFND 1,5 0 0 698,200
TRANSOCEAN LTD REG SHS H8817H100 4,447 107,577 SH   DFND 2 107,577 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 263 32,300 SH   DFND 1,5 0 0 32,300
TRAVELERS COMPANIES INC COM 89417E109 871,981 10,246,547 SH   DFND 1,5 56,709 0 10,189,838
TRAVELERS COMPANIES INC COM 89417E109 9,505 111,687 SH   DFND 2 111,687 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,331 62,645 SH   DFND 3 62,645 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,009 117,613 SH   DFND 6 55,413 0 62,200
TRAVELERS COMPANIES INC COM 89417E109 15,308 179,885 SH   DFND 7 160,685 0 19,200
TRAVELERS COMPANIES INC COM 89417E109 57,807 679,283 SH   DFND 8 0 0 679,283
TREEHOUSE FOODS INC COM 89469A104 6,089 84,580 SH   DFND 1,5 0 0 84,580
TRIMAS CORP COM NEW 896215209 86,295 2,599,239 SH   DFND 1,5 9,800 0 2,589,439
TRIMAS CORP COM NEW 896215209 14,922 449,449 SH   DFND 6 449,449 0 0
TRIMAS CORP COM NEW 896215209 1,248 37,580 SH   DFND 7 37,580 0 0
TRIMAS CORP COM NEW 896215209 6,892 207,594 SH   DFND 8 0 0 207,594
TRIMBLE NAVIGATION LTD COM 896239100 476,729 12,264,699 SH   DFND 1,5 228,863 0 12,035,836
TRIMBLE NAVIGATION LTD COM 896239100 250 6,431 SH   DFND 3 6,431 0 0
TRIMBLE NAVIGATION LTD COM 896239100 23,123 594,887 SH   DFND 8 0 0 594,887
TRINITY BIOTECH PLC SPON ADR NEW 896438306 45,487 1,877,304 SH   DFND 1,5 97,482 0 1,779,822
TRIO TECH INTL COM NEW 896712205 957 300,000 SH   DFND 1,5 7,500 0 292,500
TRIPADVISOR INC COM 896945201 1,236,063 13,644,582 SH   DFND 1,5 294,839 0 13,349,743
TRIPADVISOR INC COM 896945201 3,186 35,168 SH   DFND 2 35,168 0 0
TRIPADVISOR INC COM 896945201 444 4,903 SH   DFND 3 4,903 0 0
TRIPADVISOR INC COM 896945201 1,618 17,860 SH   DFND 8 0 0 17,860
TRIPADVISOR INC COM 896945201 16,609 183,340 SH   DFND   183,340 0 0
TRIPLE-S MGMT CORP CL B 896749108 41,306 2,559,234 SH   DFND 1,5 112,300 0 2,446,934
TRIPLE-S MGMT CORP CL B 896749108 1,191 73,800 SH   DFND 8 0 0 73,800
TRIUMPH GROUP INC NEW COM 896818101 20,906 323,724 SH   DFND 1,5 0 0 323,724
TRIUMPH GROUP INC NEW COM 896818101 15,942 246,860 SH   DFND 6 214,770 0 32,090
TRIUMPH GROUP INC NEW COM 896818101 23,751 367,780 SH   DFND 7 367,780 0 0
TRIUMPH GROUP INC NEW COM 896818101 72,548 1,123,376 SH   DFND 8 0 0 1,123,376
TRIUMPH GROUP INC NEW COM 896818101 2,327 36,030 SH   DFND   36,030 0 0
TRONOX LTD SHS CL A Q9235V101 86,530 3,640,285 SH   DFND 1,5 37,795 0 3,602,490
TRONOX LTD SHS CL A Q9235V101 7,288 306,605 SH   DFND 6 306,605 0 0
TRONOX LTD SHS CL A Q9235V101 1,241 52,200 SH   DFND 7 52,200 0 0
TRONOX LTD SHS CL A Q9235V101 9,668 406,719 SH   DFND 8 0 0 406,719
TRUEBLUE INC COM 89785X101 18,707 639,336 SH   DFND 1,5 0 0 639,336
TRULIA INC COM 897888103 138,864 4,182,649 SH   DFND 1,5 0 0 4,182,649
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 255,466 3,129,944 SH   DFND 1,5 0 0 3,129,944
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 47,018 576,063 SH   DFND 6 436,800 0 139,263
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 70,805 867,498 SH   DFND 7 867,498 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 7,248 88,800 SH   DFND 8 0 0 88,800
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 5,007 61,350 SH   DFND   61,350 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 7,954 1,025,000 SH   DFND 1,5 10,000 0 1,015,000
TTM TECHNOLOGIES INC COM 87305R109 65,422 7,742,299 SH   DFND 1,5 0 0 7,742,299
TUPPERWARE BRANDS CORP COM 899896104 156,226 1,865,160 SH   DFND 1,5 0 0 1,865,160
TUPPERWARE BRANDS CORP COM 899896104 52,202 623,239 SH   DFND 6 600,949 0 22,290
TUPPERWARE BRANDS CORP COM 899896104 8,908 106,350 SH   DFND 7 106,350 0 0
TUPPERWARE BRANDS CORP COM 899896104 4,984 59,500 SH   DFND 8 0 0 59,500
TUPPERWARE BRANDS CORP COM 899896104 3,572 42,642 SH   DFND   42,642 0 0
TURQUOISE HILL RES LTD COM 900435108 52,128 15,574,880 SH   DFND 1,5 0 0 15,574,880
TURQUOISE HILL RES LTD COM 900435108 1,459 436,050 SH   DFND 8 0 0 436,050
TUTOR PERINI CORP COM 901109108 47,443 1,654,798 SH   DFND 1,5 34,900 0 1,619,898
TUTOR PERINI CORP COM 901109108 20,740 723,396 SH   DFND 8 0 0 723,396
TW TELECOM INC COM 87311L104 175,481 5,613,588 SH   DFND 1,5 79,272 0 5,534,316
TW TELECOM INC COM 87311L104 31,097 994,776 SH   DFND 8 0 0 994,776
TWENTY FIRST CENTY FOX INC CL A 90130A101 892,927 27,930,138 SH   DFND 1,5 235,000 0 27,695,138
TWENTY FIRST CENTY FOX INC CL A 90130A101 19,669 615,233 SH   DFND 2 615,233 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,625 175,953 SH   DFND 3 175,953 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 24,179 756,300 SH   DFND 6 705,520 0 50,780
TWENTY FIRST CENTY FOX INC CL A 90130A101 34,196 1,069,616 SH   DFND 7 821,216 0 248,400
TWENTY FIRST CENTY FOX INC CL A 90130A101 85,296 2,667,993 SH   DFND 8 0 0 2,667,993
TWENTY FIRST CENTY FOX INC CL A 90130A101 469 14,672 SH   DFND   14,672 0 0
TWITTER INC COM 90184L102 6,158 131,950 SH   DFND 1,5 2,100 0 129,850
TWITTER INC COM 90184L102 4,785 102,520 SH   DFND 6 94,530 0 7,990
TWITTER INC COM 90184L102 6,743 144,490 SH   DFND 7 121,940 0 22,550
TWO HBRS INVT CORP COM 90187B101 119,435 11,652,235 SH   DFND 1,5 106,833 0 11,545,402
TWO HBRS INVT CORP COM 90187B101 344 33,600 SH   DFND 6 33,600 0 0
TYCO INTERNATIONAL LTD SHS H89128104 25,271 596,024 SH   DFND 1,5 0 0 596,024
TYCO INTERNATIONAL LTD SHS H89128104 6,187 145,917 SH   DFND 2 145,917 0 0
TYCO INTERNATIONAL LTD SHS H89128104 3,065 72,283 SH   DFND 3 72,283 0 0
TYSON FOODS INC CL A 902494103 106,711 2,424,704 SH   DFND 1,5 185,700 0 2,239,004
TYSON FOODS INC CL A 902494103 3,750 85,217 SH   DFND 2 85,217 0 0
TYSON FOODS INC CL A 902494103 1,977 44,920 SH   DFND 3 44,920 0 0
TYSON FOODS INC CL A 902494103 7,029 159,720 SH   DFND 7 159,720 0 0
U M H PROPERTIES INC CV RED PFD-A 903002202 18,425 710,000 SH   DFND 1,5 0 0 710,000
U S PHYSICAL THERAPY INC COM 90337L108 17,286 500,020 SH   DFND 1,5 12,200 0 487,820
U S PHYSICAL THERAPY INC COM 90337L108 4,767 137,884 SH   DFND 6 137,884 0 0
U S PHYSICAL THERAPY INC COM 90337L108 831 24,050 SH   DFND 7 24,050 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,694 49,000 SH   DFND 8 0 0 49,000
U S SILICA HLDGS INC COM 90346E103 17,844 467,500 SH   DFND 1,5 6,600 0 460,900
U S SILICA HLDGS INC COM 90346E103 8,221 215,370 SH   DFND 8 0 0 215,370
UAL CORP NOTE 6.000%10/1 902549AJ3 18,522 3,600,000 PRN   DFND 1,5 0 0 0
UBIQUITI NETWORKS INC COM 90347A100 40,570 892,233 SH   DFND 1,5 18,209 0 874,024
UBS AG SHS NEW H89231338 1,219,706 58,907,814 SH   DFND 1,5 679,011 0 58,228,803
UBS AG SHS NEW H89231338 3,269 157,955 SH   DFND 2 0 0 157,955
UBS AG SHS NEW H89231338 327,559 15,829,208 SH   DFND 6 7,990,398 0 7,838,810
UBS AG SHS NEW H89231338 148,751 7,188,370 SH   DFND 7 5,429,149 0 1,759,221
UBS AG SHS NEW H89231338 4,045 195,200 SH   DFND 8 0 0 195,200
UBS AG SHS NEW H89231338 3,811 184,156 SH   DFND   184,156 0 0
UDR INC COM 902653104 174,908 6,771,511 SH   DFND 1,5 160,616 0 6,610,895
UDR INC COM 902653104 10,053 389,200 SH   DFND 6 389,200 0 0
UDR INC COM 902653104 5,153 199,500 SH   DFND 7 199,500 0 0
UDR INC COM 902653104 102,965 3,986,241 SH   DFND 8 0 0 3,986,241
UIL HLDG CORP COM 902748102 169,574 4,606,729 SH   DFND 1,5 0 0 4,606,729
ULTA SALON COSMETCS & FRAG I COM 90384S303 208,266 2,136,500 SH   DFND 1,5 0 0 2,136,500
ULTA SALON COSMETCS & FRAG I COM 90384S303 5,147 52,800 SH   DFND 8 0 0 52,800
ULTIMATE SOFTWARE GROUP INC COM 90385D107 286,431 2,090,735 SH   DFND 1,5 29,512 0 2,061,223
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,398 32,100 SH   DFND 8 0 0 32,100
ULTRA PETROLEUM CORP COM 903914109 56,482 2,100,500 SH   DFND 1,5 500 0 2,100,000
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 6,634 135,684 SH   DFND 1,5 0 0 135,684
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 68,465 3,260,240 SH   DFND 4 3,260,240 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 10,001 204,564 SH   DFND 8 0 0 204,564
ULTRAPETROL BAHAMAS LTD COM P94398107 19,997 6,450,682 SH   DFND 1,5 0 0 6,450,682
ULTRATECH INC COM 904034105 776 26,600 SH   DFND 8 0 0 26,600
UMB FINL CORP COM 902788108 52,834 816,592 SH   DFND 1,5 0 0 816,592
UMB FINL CORP COM 902788108 11,271 174,200 SH   DFND 8 0 0 174,200
UNDER ARMOUR INC CL A 904311107 1,285,613 11,214,351 SH   DFND 1,5 261,229 0 10,953,122
UNDER ARMOUR INC CL A 904311107 1,884 16,435 SH   DFND 6 16,435 0 0
UNIFIRST CORP MASS COM 904708104 47,149 428,863 SH   DFND 1,5 0 0 428,863
UNILEVER N V N Y SHS NEW 904784709 9,535 231,874 SH   DFND 1,5 0 0 231,874
UNILEVER N V N Y SHS NEW 904784709 362 8,809 SH   DFND 3 8,809 0 0
UNILEVER N V N Y SHS NEW 904784709 19,392 471,598 SH   DFND 8 0 0 471,598
UNILEVER PLC SPON ADR NEW 904767704 404 9,437 SH   DFND 3 9,437 0 0
UNION PAC CORP COM 907818108 3,150,752 16,789,681 SH   DFND 1,5 575,938 0 16,213,743
UNION PAC CORP COM 907818108 27,070 144,252 SH   DFND 2 144,252 0 0
UNION PAC CORP COM 907818108 10,593 56,449 SH   DFND 3 56,449 0 0
UNION PAC CORP COM 907818108 45,245 241,100 SH   DFND 6 180,340 0 60,760
UNION PAC CORP COM 907818108 49,462 263,575 SH   DFND 7 218,215 0 45,360
UNION PAC CORP COM 907818108 202,379 1,078,436 SH   DFND 8 0 0 1,078,436
UNIQURE NV SHS N90064101 16,242 1,044,524 SH   DFND 1,5 6,500 0 1,038,024
UNIQURE NV SHS N90064101 3,582 230,340 SH   DFND 6 230,340 0 0
UNIQURE NV SHS N90064101 6,774 435,633 SH   DFND 8 0 0 435,633
UNISYS CORP COM NEW 909214306 40,797 1,339,375 SH   DFND 1,5 0 0 1,339,375
UNISYS CORP COM NEW 909214306 19,837 651,254 SH   DFND 6 651,254 0 0
UNISYS CORP COM NEW 909214306 1,876 61,590 SH   DFND 7 61,590 0 0
UNISYS CORP COM NEW 909214306 19,413 637,340 SH   DFND 8 0 0 637,340
UNIT CORP COM 909218109 253,295 3,874,200 SH   DFND 1,5 99,200 0 3,775,000
UNIT CORP COM 909218109 3,799 58,100 SH   DFND 8 0 0 58,100
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 19,084 983,200 SH   DFND 1,5 0 0 983,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 14,008 721,699 SH   DFND 6 721,699 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1,065 54,850 SH   DFND 7 54,850 0 0
UNITED CONTL HLDGS INC COM 910047109 940,457 21,072,299 SH   DFND 1,5 811,594 0 20,260,705
UNITED CONTL HLDGS INC COM 910047109 986 22,100 SH   DFND 6 22,100 0 0
UNITED CONTL HLDGS INC COM 910047109 42,328 948,421 SH   DFND 8 0 0 948,421
UNITED FINANCIAL BANCORP INC COM 91030T109 14,407 783,400 SH   DFND 8 0 0 783,400
UNITED NAT FOODS INC COM 911163103 80,641 1,137,071 SH   DFND 1,5 0 0 1,137,071
UNITED NAT FOODS INC COM 911163103 3,019 42,570 SH   DFND 6 42,570 0 0
UNITED NAT FOODS INC COM 911163103 1,394 19,660 SH   DFND 7 19,660 0 0
UNITED NAT FOODS INC COM 911163103 205 2,893 SH   DFND   2,893 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,192,083 12,241,556 SH   DFND 1,5 517,040 0 11,724,516
UNITED PARCEL SERVICE INC CL B 911312106 21,937 225,271 SH   DFND 2 225,271 0 0
UNITED PARCEL SERVICE INC CL B 911312106 8,533 87,624 SH   DFND 3 87,624 0 0
UNITED PARCEL SERVICE INC CL B 911312106 59,795 614,037 SH   DFND 6 461,477 0 152,560
UNITED PARCEL SERVICE INC CL B 911312106 103,049 1,058,213 SH   DFND 7 1,058,213 0 0
UNITED PARCEL SERVICE INC CL B 911312106 95,754 983,300 SH   DFND 8 0 0 983,300
UNITED PARCEL SERVICE INC CL B 911312106 20,666 212,216 SH   DFND   212,216 0 0
UNITED RENTALS INC COM 911363109 278,002 2,928,182 SH   DFND 1,5 59,009 0 2,869,173
UNITED STATES CELLULAR CORP COM 911684108 3,129 76,300 SH   DFND 1,5 0 0 76,300
UNITED STATES CELLULAR CORP COM 911684108 2,604 63,500 SH   DFND 8 0 0 63,500
UNITED STATES STL CORP NEW COM 912909108 1,266 45,866 SH   DFND 2 45,866 0 0
UNITED STATES STL CORP NEW COM 912909108 899 32,543 SH   DFND 3 32,543 0 0
UNITED STATIONERS INC COM 913004107 255,592 6,223,328 SH   DFND 1,5 60,700 0 6,162,628
UNITED TECHNOLOGIES CORP COM 913017109 2,830,302 24,223,746 SH   DFND 1,5 706,542 0 23,517,204
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 66,104 993,000 SH   DFND 1,5 389,400 0 603,600
UNITED TECHNOLOGIES CORP COM 913017109 31,187 266,918 SH   DFND 2 266,918 0 0
UNITED TECHNOLOGIES CORP COM 913017109 10,345 88,537 SH   DFND 3 88,537 0 0
UNITED TECHNOLOGIES CORP COM 913017109 111,245 952,113 SH   DFND 6 778,953 0 173,160
UNITED TECHNOLOGIES CORP COM 913017109 194,955 1,668,560 SH   DFND 7 1,562,020 0 106,540
UNITED TECHNOLOGIES CORP COM 913017109 409,086 3,501,246 SH   DFND 8 0 0 3,501,246
UNITED TECHNOLOGIES CORP COM 913017109 29,201 249,920 SH   DFND   249,920 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 410,317 4,363,685 SH   DFND 1,5 0 0 4,363,685
UNITED THERAPEUTICS CORP DEL COM 91307C102 133,307 1,417,703 SH   DFND 8 0 0 1,417,703
UNITEDHEALTH GROUP INC COM 91324P102 4,398,205 53,643,192 SH   DFND 1,5 1,230,214 0 52,412,978
UNITEDHEALTH GROUP INC COM 91324P102 25,710 313,572 SH   DFND 2 313,572 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,395 90,196 SH   DFND 3 90,196 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,908 120,850 SH   DFND 6 120,850 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,197 112,176 SH   DFND 7 112,176 0 0
UNITEDHEALTH GROUP INC COM 91324P102 209,897 2,560,028 SH   DFND 8 0 0 2,560,028
UNIVERSAL AMERN CORP NEW COM 91338E101 20,214 2,859,090 SH   DFND 1,5 28,700 0 2,830,390
UNIVERSAL CORP VA COM 913456109 9,781 175,000 SH   DFND 1,5 0 0 175,000
UNIVERSAL ELECTRS INC COM 913483103 6,703 174,614 SH   DFND 1,5 0 0 174,614
UNIVERSAL FST PRODS INC COM 913543104 9,175 165,797 SH   DFND 1,5 32,297 0 133,500
UNIVERSAL HLTH SVCS INC CL B 913903100 183,881 2,240,534 SH   DFND 1,5 27,900 0 2,212,634
UNIVERSAL HLTH SVCS INC CL B 913903100 18,164 221,320 SH   DFND 6 209,310 0 12,010
UNIVERSAL HLTH SVCS INC CL B 913903100 5,483 66,808 SH   DFND 7 46,108 0 20,700
UNIVERSAL HLTH SVCS INC CL B 913903100 64,673 788,027 SH   DFND 8 0 0 788,027
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,086 241,255 SH   DFND 1,5 6,000 0 235,255
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 13,346 461,802 SH   DFND 1,5 11,100 0 450,702
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 8,582 296,953 SH   DFND 8 0 0 296,953
UNS ENERGY CORP COM 903119105 13,677 227,830 SH   DFND 7 227,830 0 0
UNS ENERGY CORP COM 903119105 211,370 3,521,067 SH   DFND   3,521,067 0 0
UNUM GROUP COM 91529Y106 590,217 16,715,300 SH   DFND 1,5 406,800 0 16,308,500
UNUM GROUP COM 91529Y106 2,904 82,244 SH   DFND 2 82,244 0 0
UNUM GROUP COM 91529Y106 615 17,413 SH   DFND 3 17,413 0 0
UNUM GROUP COM 91529Y106 8,930 252,900 SH   DFND 8 0 0 252,900
URBAN OUTFITTERS INC COM 917047102 154,735 4,242,800 SH   DFND 1,5 57,200 0 4,185,600
URBAN OUTFITTERS INC COM 917047102 1,260 34,556 SH   DFND 2 34,556 0 0
URBAN OUTFITTERS INC COM 917047102 589 16,159 SH   DFND 3 16,159 0 0
URBAN OUTFITTERS INC COM 917047102 12,939 354,780 SH   DFND 6 354,780 0 0
URBAN OUTFITTERS INC COM 917047102 5,666 155,350 SH   DFND 7 155,350 0 0
URBAN OUTFITTERS INC COM 917047102 24,894 682,600 SH   DFND 8 0 0 682,600
URBAN OUTFITTERS INC COM 917047102 834 22,860 SH   DFND   22,860 0 0
URS CORP NEW COM 903236107 250,028 5,312,957 SH   DFND 1,5 8,200 0 5,304,757
URS CORP NEW COM 903236107 32,969 700,576 SH   DFND 8 0 0 700,576
US BANCORP DEL COM NEW 902973304 3,751,126 87,520,435 SH   DFND 1,5 1,200,033 0 86,320,402
US BANCORP DEL COM NEW 902973304 24,762 577,744 SH   DFND 2 577,744 0 0
US BANCORP DEL COM NEW 902973304 8,641 201,616 SH   DFND 3 201,616 0 0
US BANCORP DEL COM NEW 902973304 30,075 701,705 SH   DFND 6 408,505 0 293,200
US BANCORP DEL COM NEW 902973304 36,129 842,950 SH   DFND 7 707,250 0 135,700
US BANCORP DEL COM NEW 902973304 138,865 3,239,965 SH   DFND 8 0 0 3,239,965
US ECOLOGY INC COM 91732J102 24,039 647,592 SH   DFND 1,5 34,355 0 613,237
US ECOLOGY INC COM 91732J102 783 21,100 SH   DFND 8 0 0 21,100
USA MOBILITY INC COM 90341G103 370 20,374 SH   DFND 1,5 0 0 20,374
USANA HEALTH SCIENCES INC COM 90328M107 122,432 1,625,059 SH   DFND 1,5 610,000 0 1,015,059
UTAH MED PRODS INC COM 917488108 24,578 425,000 SH   DFND 1,5 10,600 0 414,400
UTI WORLDWIDE INC ORD G87210103 53,600 5,061,361 SH   DFND 1,5 42,700 0 5,018,661
UTI WORLDWIDE INC ORD G87210103 2,312 218,300 SH   DFND 8 0 0 218,300
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 181 66,666 SH   DFND 8 0 0 66,666
V F CORP COM 918204108 468,200 7,566,265 SH   DFND 1,5 181,400 0 7,384,865
V F CORP COM 918204108 6,911 111,683 SH   DFND 2 111,683 0 0
V F CORP COM 918204108 1,517 24,508 SH   DFND 3 24,508 0 0
V F CORP COM 918204108 8,950 144,630 SH   DFND 6 45,230 0 99,400
V F CORP COM 918204108 12,141 196,200 SH   DFND 7 149,800 0 46,400
V F CORP COM 918204108 14,832 239,690 SH   DFND 8 0 0 239,690
VAIL RESORTS INC COM 91879Q109 49,754 713,827 SH   DFND 1,5 0 0 713,827
VALE S A ADR 91912E105 7,862 568,500 SH   DFND 1,5 24,407 0 544,093
VALE S A ADR REPSTG PFD 91912E204 142,941 11,481,200 SH   DFND 1,5 257,325 0 11,223,875
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,810,908 13,764,846 SH   DFND 1,5 464,489 0 13,300,357
VALEANT PHARMACEUTICALS INTL COM 91911K102 272 2,070 SH   DFND 3 2,070 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 84,152 639,161 SH   DFND 6 364,919 0 274,242
VALEANT PHARMACEUTICALS INTL COM 91911K102 271,690 2,064,564 SH   DFND 7 2,006,482 0 58,082
VALEANT PHARMACEUTICALS INTL COM 91911K102 126,784 963,691 SH   DFND 8 0 0 963,691
VALEANT PHARMACEUTICALS INTL COM 91911K102 717,544 5,454,101 SH   DFND   4,605,001 0 849,100
VALERO ENERGY CORP NEW COM 91913Y100 472,015 8,889,165 SH   DFND 1,5 159,400 0 8,729,765
VALERO ENERGY CORP NEW COM 91913Y100 8,963 168,804 SH   DFND 2 168,804 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,470 46,516 SH   DFND 3 46,516 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,779 33,500 SH   DFND 6 33,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 5,436 102,367 SH   DFND 7 102,367 0 0
VALERO ENERGY CORP NEW COM 91913Y100 144,097 2,713,695 SH   DFND 8 0 0 2,713,695
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 78,871 1,992,202 SH   DFND 1,5 0 0 1,992,202
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 8,132 205,411 SH   DFND 8 0 0 205,411
VALIDUS HOLDINGS LTD COM SHS G9319H102 301,109 7,984,850 SH   DFND 1,5 268,095 0 7,716,755
VALIDUS HOLDINGS LTD COM SHS G9319H102 284 7,531 SH   DFND 3 7,531 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,681 71,100 SH   DFND 6 71,100 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,389 142,900 SH   DFND 8 0 0 142,900
VALMONT INDS INC COM 920253101 221,497 1,488,155 SH   DFND 1,5 0 0 1,488,155
VALMONT INDS INC COM 920253101 572 3,842 SH   DFND 6 3,842 0 0
VALMONT INDS INC COM 920253101 50,080 336,466 SH   DFND 8 0 0 336,466
VANDA PHARMACEUTICALS INC COM 921659108 36,317 2,234,900 SH   DFND 1,5 0 0 2,234,900
VANDA PHARMACEUTICALS INC COM 921659108 37,053 2,280,196 SH   DFND 8 0 0 2,280,196
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 701 8,264 SH   DFND 3 8,264 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 955 9,489 SH   DFND 3 9,489 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 1,874 21,871 SH   DFND 3 21,871 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 945 8,374 SH   DFND 3 8,374 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 254 2,038 SH   DFND 3 2,038 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 229,006 2,449,788 SH   DFND 3 2,449,788 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 613 5,427 SH   DFND 3 5,427 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 453 2,653 SH   DFND 3 2,653 0 0
VANGUARD INDEX FDS REIT ETF 922908553 81,275 1,150,877 SH   DFND 3 1,150,877 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 149,013 1,907,736 SH   DFND 3 1,907,736 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 9,204 94,790 SH   DFND 3 94,790 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,318 16,090 SH   DFND 3 16,090 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,439 20,378 SH   DFND 6 20,378 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,978 28,015 SH   DFND 7 28,015 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 2,648 33,907 SH   DFND 7 33,907 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 21,075 357,500 SH   DFND 1,5 35,400 0 322,100
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,626 33,022 SH   DFND 3 33,022 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 863 14,660 SH   DFND 3 14,660 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 451,840 7,664,806 SH   DFND 3 7,664,806 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,457 35,900 SH   DFND 3 35,900 0 0
VANGUARD INTL EQUITY INDEX F MEGA CAP GRO ETF 922042866 213 3,704 SH   DFND 3 3,704 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 8,246 94,500 SH   DFND 6 94,500 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1,684 22,379 SH   DFND 3 22,379 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 395 7,720 SH   DFND 3 7,720 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,600 38,780 SH   DFND 3 38,780 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 1,823 44,183 SH   DFND 7 44,183 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 997 15,794 SH   DFND 3 15,794 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 219 4,809 SH   DFND 3 4,809 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 216 2,020 SH   DFND 3 2,020 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 20,247 182,752 SH   DFND 3 182,752 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 20,274 221,496 SH   DFND 3 221,496 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 3,062 30,438 SH   DFND 7 30,438 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 10,677 6,244,128 SH   DFND 1,5 0 0 6,244,128
VANTAGE DRILLING COMPANY ORD SHS G93205113 1,846 1,079,470 SH   DFND 6 1,079,470 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 36,450 21,316,056 SH   DFND 8 0 0 21,316,056
VANTIV INC CL A 92210H105 49,359 1,633,308 SH   DFND 1,5 14,600 0 1,618,708
VANTIV INC CL A 92210H105 18,380 608,200 SH   DFND 8 0 0 608,200
VARIAN MED SYS INC COM 92220P105 2,757 32,826 SH   DFND 2 32,826 0 0
VARIAN MED SYS INC COM 92220P105 1,854 22,072 SH   DFND 3 22,072 0 0
VARIAN MED SYS INC COM 92220P105 5,879 70,000 SH   DFND 8 0 0 70,000
VARONIS SYS INC COM 922280102 4,949 138,400 SH   DFND 1,5 0 0 138,400
VARONIS SYS INC COM 922280102 218 6,100 SH   DFND 6 6,100 0 0
VASCO DATA SEC INTL INC COM 92230Y104 29,760 3,947,000 SH   DFND 1,5 83,600 0 3,863,400
VASCULAR SOLUTIONS INC COM 92231M109 9,428 360,000 SH   DFND 8 0 0 360,000
VCA ANTECH INC COM 918194101 254,656 7,901,222 SH   DFND 1,5 0 0 7,901,222
VEECO INSTRS INC DEL COM 922417100 2,598 61,961 SH   DFND 1,5 0 0 61,961
VEECO INSTRS INC DEL COM 922417100 4,429 105,639 SH   DFND 8 0 0 105,639
VEEVA SYS INC CL A COM 922475108 384 14,400 SH   DFND 1,5 0 0 14,400
VENTAS INC COM 92276F100 668,162 11,031,238 SH   DFND 1,5 296,499 0 10,734,739
VENTAS INC COM 92276F100 5,650 93,287 SH   DFND 2 93,287 0 0
VENTAS INC COM 92276F100 1,045 17,255 SH   DFND 3 17,255 0 0
VENTAS INC COM 92276F100 52,480 866,431 SH   DFND 6 866,431 0 0
VENTAS INC COM 92276F100 21,360 352,645 SH   DFND 7 352,645 0 0
VENTAS INC COM 92276F100 291,830 4,818,069 SH   DFND 8 0 0 4,818,069
VENTAS INC COM 92276F100 21,260 350,999 SH   DFND   350,999 0 0
VERA BRADLEY INC COM 92335C106 103,301 3,827,392 SH   DFND 1,5 27,900 0 3,799,492
VERA BRADLEY INC COM 92335C106 7,709 285,630 SH   DFND 6 246,330 0 39,300
VERA BRADLEY INC COM 92335C106 1,703 63,080 SH   DFND 7 63,080 0 0
VERA BRADLEY INC COM 92335C106 3,104 115,015 SH   DFND   115,015 0 0
VERASTEM INC COM 92337C104 18,031 1,671,041 SH   DFND 8 0 0 1,671,041
VERIFONE SYS INC COM 92342Y109 203,465 6,016,124 SH   DFND 1,5 170,709 0 5,845,415
VERIFONE SYS INC COM 92342Y109 605 17,900 SH   DFND 6 17,900 0 0
VERIFONE SYS INC COM 92342Y109 8,644 255,600 SH   DFND 8 0 0 255,600
VERINT SYS INC COM 92343X100 103,648 2,208,571 SH   DFND 1,5 0 0 2,208,571
VERISIGN INC COM 92343E102 41,028 761,050 SH   DFND 1,5 0 0 761,050
VERISIGN INC COM 92343E102 2,147 39,829 SH   DFND 2 39,829 0 0
VERISIGN INC COM 92343E102 771 14,294 SH   DFND 3 14,294 0 0
VERISIGN INC COM 92343E102 18,054 334,900 SH   DFND 8 0 0 334,900
VERISK ANALYTICS INC CL A 92345Y106 929,970 15,509,844 SH   DFND 1,5 26,322 0 15,483,522
VERISK ANALYTICS INC CL A 92345Y106 1,293 21,570 SH   DFND 6 21,570 0 0
VERISK ANALYTICS INC CL A 92345Y106 4,564 76,120 SH   DFND 7 76,120 0 0
VERISK ANALYTICS INC CL A 92345Y106 45,906 765,614 SH   DFND 8 0 0 765,614
VERIZON COMMUNICATIONS INC COM 92343V104 3,699,858 77,773,597 SH   DFND 1,5 1,607,052 0 76,166,545
VERIZON COMMUNICATIONS INC COM 92343V104 62,447 1,312,732 SH   DFND 2 1,312,732 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,228 257,053 SH   DFND 3 257,053 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 98,513 2,069,702 SH   DFND 6 1,270,375 0 799,327
VERIZON COMMUNICATIONS INC COM 92343V104 121,573 2,554,636 SH   DFND 7 2,322,003 0 232,633
VERIZON COMMUNICATIONS INC COM 92343V104 424,100 8,915,280 SH   DFND 8 0 0 8,915,280
VERIZON COMMUNICATIONS INC COM 92343V104 48,876 1,027,271 SH   DFND   1,027,271 0 0
VERMILION ENERGY INC COM 923725105 25,440 407,300 SH   DFND 1,5 0 0 407,300
VERMILION ENERGY INC COM 923725105 15,109 241,900 SH   DFND 6 132,200 0 109,700
VERMILION ENERGY INC COM 923725105 43,497 696,400 SH   DFND 7 674,300 0 22,100
VERMILION ENERGY INC COM 923725105 200,717 3,213,500 SH   DFND   3,072,100 0 141,400
VERTEX PHARMACEUTICALS INC COM 92532F100 105,275 1,488,617 SH   DFND 1,5 57,100 0 1,431,517
VERTEX PHARMACEUTICALS INC COM 92532F100 5,286 74,739 SH   DFND 2 74,739 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,321 18,677 SH   DFND 3 18,677 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,058 29,100 SH   DFND 6 29,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 353,429 4,997,589 SH   DFND 8 0 0 4,997,589
VIACOM INC NEW CL B 92553P201 690,377 8,123,038 SH   DFND 1,5 35,225 0 8,087,813
VIACOM INC NEW CL B 92553P201 10,736 126,324 SH   DFND 2 126,324 0 0
VIACOM INC NEW CL B 92553P201 4,730 55,655 SH   DFND 3 55,655 0 0
VIACOM INC NEW CL B 92553P201 48,186 566,965 SH   DFND 6 379,840 0 187,125
VIACOM INC NEW CL B 92553P201 101,468 1,193,879 SH   DFND 7 1,193,879 0 0
VIACOM INC NEW CL B 92553P201 81,049 953,624 SH   DFND 8 0 0 953,624
VIACOM INC NEW CL B 92553P201 6,074 71,466 SH   DFND   71,466 0 0
VIASAT INC COM 92552V100 231,740 3,356,612 SH   DFND 1,5 207,900 0 3,148,712
VIASAT INC COM 92552V100 2,976 43,100 SH   DFND 8 0 0 43,100
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 19,181 1,532,029 SH   DFND 1,5 0 0 1,532,029
VICAL INC COM 925602104 1,443 1,118,899 SH   DFND 1,5 0 0 1,118,899
VICAL INC COM 925602104 9,117 7,067,107 SH   DFND 8 0 0 7,067,107
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 18,785 125,822 SH   DFND 1,5 0 0 125,822
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 698 4,675 SH   DFND 6 4,675 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 4,957 33,203 SH   DFND 8 0 0 33,203
VIRTUS INVT PARTNERS INC COM 92828Q109 26,877 155,206 SH   DFND 1,5 0 0 155,206
VIRTUS INVT PARTNERS INC COM 92828Q109 11,568 66,800 SH   DFND 6 61,200 0 5,600
VIRTUS INVT PARTNERS INC COM 92828Q109 762 4,400 SH   DFND 7 4,400 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 4,347 25,100 SH   DFND 8 0 0 25,100
VIRTUS INVT PARTNERS INC COM 92828Q109 2,805 16,200 SH   DFND   16,200 0 0
VIRTUSA CORP COM 92827P102 5,740 171,307 SH   DFND 1,5 0 0 171,307
VIRTUSA CORP COM 92827P102 23,659 706,021 SH   DFND 6 706,021 0 0
VIRTUSA CORP COM 92827P102 1,949 58,150 SH   DFND 7 58,150 0 0
VIRTUSA CORP COM 92827P102 42,671 1,273,381 SH   DFND 8 0 0 1,273,381
VIRTUSA CORP COM 92827P102 9,878 294,770 SH   DFND   294,770 0 0
VISA INC COM CL A 92826C839 6,236,356 28,890,746 SH   DFND 1,5 698,554 0 28,192,192
VISA INC COM CL A 92826C839 34,685 160,684 SH   DFND 2 160,684 0 0
VISA INC COM CL A 92826C839 15,727 72,858 SH   DFND 3 72,858 0 0
VISA INC COM CL A 92826C839 40,341 186,886 SH   DFND 6 137,386 0 49,500
VISA INC COM CL A 92826C839 30,507 141,330 SH   DFND 7 118,130 0 23,200
VISA INC COM CL A 92826C839 544,900 2,524,322 SH   DFND 8 0 0 2,524,322
VISTEON CORP COM NEW 92839U206 138,333 1,564,140 SH   DFND 1,5 0 0 1,564,140
VISTEON CORP COM NEW 92839U206 9,295 105,100 SH   DFND 8 0 0 105,100
VITAMIN SHOPPE INC COM 92849E101 25,423 535,000 SH   DFND 1,5 0 0 535,000
VITAMIN SHOPPE INC COM 92849E101 21,225 446,659 SH   DFND 6 446,659 0 0
VITAMIN SHOPPE INC COM 92849E101 1,587 33,390 SH   DFND 7 33,390 0 0
VMWARE INC CL A COM 928563402 261,409 2,420,007 SH   DFND 1,5 38,668 0 2,381,339
VMWARE INC CL A COM 928563402 2,161 20,003 SH   DFND 3 20,003 0 0
VMWARE INC CL A COM 928563402 2,772 25,666 SH   DFND 6 25,666 0 0
VMWARE INC CL A COM 928563402 17,229 159,500 SH   DFND 8 0 0 159,500
VOCERA COMMUNICATIONS INC COM 92857F107 1,019 62,400 SH   DFND 8 0 0 62,400
VOCUS INC COM 92858J108 2,425 181,955 SH   DFND 1,5 0 0 181,955
VOCUS INC COM 92858J108 3,796 284,745 SH   DFND 8 0 0 284,745
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 620,740 16,863,365 SH   DFND 1,5 145,014 0 16,718,351
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 395 10,737 SH   DFND 3 10,737 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 507 13,763 SH   DFND 6 13,763 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 20,747 563,613 SH   DFND 8 0 0 563,613
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 15,670 425,701 SH   DFND   425,701 0 0
VOLCANO CORPORATION COM 928645100 9,753 494,800 SH   DFND 1,5 0 0 494,800
VOLCANO CORPORATION COM 928645100 75,870 3,849,291 SH   DFND 8 0 0 3,849,291
VONAGE HLDGS CORP COM 92886T201 2,849 667,229 SH   DFND 1,5 0 0 667,229
VONAGE HLDGS CORP COM 92886T201 4,101 960,471 SH   DFND 8 0 0 960,471
VORNADO RLTY TR SH BEN INT 929042109 246,458 2,500,589 SH   DFND 1,5 57,499 0 2,443,090
VORNADO RLTY TR SH BEN INT 929042109 5,442 55,213 SH   DFND 2 55,213 0 0
VORNADO RLTY TR SH BEN INT 929042109 705 7,156 SH   DFND 3 7,156 0 0
VORNADO RLTY TR SH BEN INT 929042109 10,005 101,515 SH   DFND 6 101,515 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,573 46,400 SH   DFND 7 46,400 0 0
VORNADO RLTY TR SH BEN INT 929042109 144,416 1,465,264 SH   DFND 8 0 0 1,465,264
VSE CORP COM 918284100 34,311 651,071 SH   DFND 1,5 13,300 0 637,771
VULCAN MATLS CO COM 929160109 466,901 7,026,346 SH   DFND 1,5 0 0 7,026,346
VULCAN MATLS CO COM 929160109 2,750 41,388 SH   DFND 2 41,388 0 0
VULCAN MATLS CO COM 929160109 363 5,460 SH   DFND 3 5,460 0 0
VULCAN MATLS CO COM 929160109 7,310 110,000 SH   DFND 6 34,500 0 75,500
VULCAN MATLS CO COM 929160109 9,781 147,200 SH   DFND 7 111,900 0 35,300
VULCAN MATLS CO COM 929160109 94,118 1,416,367 SH   DFND 8 0 0 1,416,367
W & T OFFSHORE INC COM 92922P106 113,381 6,550,000 SH   DFND 1,5 124,800 0 6,425,200
W P CAREY INC COM 92936U109 159,247 2,651,019 SH   DFND 1,5 73,034 0 2,577,985
W P CAREY INC COM 92936U109 17,283 287,716 SH   DFND 6 287,716 0 0
W P CAREY INC COM 92936U109 8,048 133,981 SH   DFND 7 133,981 0 0
W P CAREY INC COM 92936U109 10,993 183,000 SH   DFND 8 0 0 183,000
WABCO HLDGS INC COM 92927K102 29,928 283,518 SH   DFND 1,5 0 0 283,518
WABCO HLDGS INC COM 92927K102 4,149 39,300 SH   DFND 7 39,300 0 0
WABTEC CORP COM 929740108 152,261 1,964,652 SH   DFND 1,5 200 0 1,964,452
WABTEC CORP COM 929740108 32,633 421,074 SH   DFND 8 0 0 421,074
WADDELL & REED FINL INC CL A 930059100 265,168 3,601,846 SH   DFND 1,5 0 0 3,601,846
WAGEWORKS INC COM 930427109 14,028 250,016 SH   DFND 1,5 1,600 0 248,416
WAGEWORKS INC COM 930427109 29,305 522,277 SH   DFND 8 0 0 522,277
WAL-MART STORES INC COM 931142103 904,527 11,834,706 SH   DFND 1,5 473,499 0 11,361,207
WAL-MART STORES INC COM 931142103 39,198 512,866 SH   DFND 2 512,866 0 0
WAL-MART STORES INC COM 931142103 10,896 142,563 SH   DFND 3 142,563 0 0
WAL-MART STORES INC COM 931142103 6,983 91,360 SH   DFND 6 70,430 0 20,930
WAL-MART STORES INC COM 931142103 6,993 91,490 SH   DFND 7 91,490 0 0
WAL-MART STORES INC COM 931142103 110,156 1,441,260 SH   DFND 8 0 0 1,441,260
WAL-MART STORES INC COM 931142103 33,293 435,607 SH   DFND   435,607 0 0
WALGREEN CO COM 931422109 1,874,556 28,389,457 SH   DFND 1,5 685,479 0 27,703,978
WALGREEN CO COM 931422109 18,297 277,106 SH   DFND 2 277,106 0 0
WALGREEN CO COM 931422109 6,856 103,828 SH   DFND 3 103,828 0 0
WALGREEN CO COM 931422109 34,518 522,760 SH   DFND 6 502,120 0 20,640
WALGREEN CO COM 931422109 36,231 548,702 SH   DFND 7 490,552 0 58,150
WALGREEN CO COM 931422109 5,646 85,500 SH   DFND 8 0 0 85,500
WALTER ENERGY INC COM 93317Q105 19,098 2,526,179 SH   DFND 1,5 0 0 2,526,179
WALTER ENERGY INC COM 93317Q105 1,631 215,680 SH   DFND 6 215,680 0 0
WALTER ENERGY INC COM 93317Q105 106 14,001 SH   DFND   14,001 0 0
WALTER INVT MGMT CORP COM 93317W102 8,949 300,001 SH   DFND   300,001 0 0
WASHINGTON FED INC COM 938824109 234,498 10,064,290 SH   DFND 1,5 0 0 10,064,290
WASHINGTON FED INC COM 938824109 2,148 92,200 SH   DFND 8 0 0 92,200
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 11,711 490,400 SH   DFND 1,5 0 0 490,400
WASTE CONNECTIONS INC COM 941053100 33,957 774,219 SH   DFND 1,5 0 0 774,219
WASTE CONNECTIONS INC COM 941053100 24,789 565,186 SH   DFND 8 0 0 565,186
WASTE MGMT INC DEL COM 94106L109 24,303 577,685 SH   DFND 1,5 0 0 577,685
WASTE MGMT INC DEL COM 94106L109 5,765 137,033 SH   DFND 2 137,033 0 0
WASTE MGMT INC DEL COM 94106L109 1,266 30,086 SH   DFND 3 30,086 0 0
WATERS CORP COM 941848103 170,576 1,573,436 SH   DFND 1,5 18,206 0 1,555,230
WATERS CORP COM 941848103 2,927 27,001 SH   DFND 2 27,001 0 0
WATERS CORP COM 941848103 413 3,805 SH   DFND 3 3,805 0 0
WATERSTONE FINL INC MD COM 94188P101 16,541 1,591,990 SH   DFND 6 1,591,990 0 0
WATERSTONE FINL INC MD COM 94188P101 3,087 297,130 SH   DFND 7 297,130 0 0
WATERSTONE FINL INC MD COM 94188P101 332 31,940 SH   DFND   31,940 0 0
WATSCO INC COM 942622200 98,292 983,808 SH   DFND 1,5 0 0 983,808
WATSCO INC COM 942622200 3,896 39,000 SH   DFND 8 0 0 39,000
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 7,293 420,119 SH   DFND 1,5 0 0 420,119
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 72,612 4,182,747 SH   DFND 8 0 0 4,182,747
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 5,884 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 99,096 2,912,014 SH   DFND 1,5 45,100 0 2,866,914
WEB COM GROUP INC COM 94733A104 10,749 315,874 SH   DFND 6 260,174 0 55,700
WEB COM GROUP INC COM 94733A104 973 28,600 SH   DFND 7 28,600 0 0
WEB COM GROUP INC COM 94733A104 140,947 4,141,839 SH   DFND 8 0 0 4,141,839
WEB COM GROUP INC COM 94733A104 3,656 107,445 SH   DFND   107,445 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 10,050 10,000,000 PRN   DFND 1,5 0 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 138,894 6,762,100 SH   DFND 1,5 160,100 0 6,602,000
WELLCARE HEALTH PLANS INC COM 94946T106 52,125 820,600 SH   DFND 1,5 20,600 0 800,000
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 102,434 70,070,000 PRN   DFND 1,5 0 0 0
WELLPOINT INC COM 94973V107 830,745 8,345,005 SH   DFND 1,5 1,843,353 0 6,501,652
WELLPOINT INC COM 94973V107 8,914 89,539 SH   DFND 2 89,539 0 0
WELLPOINT INC COM 94973V107 1,477 14,832 SH   DFND 3 14,832 0 0
WELLPOINT INC COM 94973V107 836 8,394 SH   DFND 6 8,394 0 0
WELLPOINT INC COM 94973V107 5,555 55,800 SH   DFND 8 0 0 55,800
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 224,411 191,314 SH   DFND 1,5 27,160 0 164,154
WELLS FARGO & CO NEW COM 949746101 7,536,414 151,516,169 SH   DFND 1,5 3,448,285 0 148,067,884
WELLS FARGO & CO NEW COM 949746101 75,499 1,517,873 SH   DFND 2 1,517,873 0 0
WELLS FARGO & CO NEW COM 949746101 25,112 504,871 SH   DFND 3 504,871 0 0
WELLS FARGO & CO NEW COM 949746101 74,226 1,492,289 SH   DFND 6 941,539 0 550,750
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 1,446 1,233 SH   DFND 6 0 0 1,233
WELLS FARGO & CO NEW COM 949746101 107,866 2,168,603 SH   DFND 7 1,959,003 0 209,600
WELLS FARGO & CO NEW COM 949746101 157,956 3,175,637 SH   DFND 8 0 0 3,175,637
WELLS FARGO & CO NEW COM 949746101 84,650 1,701,848 SH   DFND   1,701,848 0 0
WENDYS CO COM 95058W100 31,437 3,447,000 SH   DFND 1,5 208,600 0 3,238,400
WESCO AIRCRAFT HLDGS INC COM 950814103 40,419 1,836,392 SH   DFND 1,5 17,100 0 1,819,292
WESCO AIRCRAFT HLDGS INC COM 950814103 225 10,243 SH   DFND 8 0 0 10,243
WESCO INTL INC COM 95082P105 369,258 4,437,126 SH   DFND 1,5 0 0 4,437,126
WESCO INTL INC COM 95082P105 57,745 693,879 SH   DFND 6 651,479 0 42,400
WESCO INTL INC COM 95082P105 12,673 152,280 SH   DFND 7 152,280 0 0
WESCO INTL INC COM 95082P105 43,151 518,513 SH   DFND 8 0 0 518,513
WESCO INTL INC COM 95082P105 16,550 198,874 SH   DFND   198,874 0 0
WEST CORP COM 952355204 119,581 4,997,108 SH   DFND 1,5 25,900 0 4,971,208
WEST CORP COM 952355204 7,119 297,490 SH   DFND 6 297,490 0 0
WEST CORP COM 952355204 1,240 51,810 SH   DFND 7 51,810 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,506 79,600 SH   DFND 1,5 0 0 79,600
WESTERN ALLIANCE BANCORP COM 957638109 17,850 725,604 SH   DFND 6 725,604 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,325 94,520 SH   DFND 7 94,520 0 0
WESTERN DIGITAL CORP COM 958102105 67,716 737,490 SH   DFND 1,5 15,290 0 722,200
WESTERN DIGITAL CORP COM 958102105 6,120 66,656 SH   DFND 2 66,656 0 0
WESTERN DIGITAL CORP COM 958102105 1,185 12,903 SH   DFND 3 12,903 0 0
WESTERN DIGITAL CORP COM 958102105 35,400 385,534 SH   DFND 8 0 0 385,534
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 46,549 703,260 SH   DFND 1,5 0 0 703,260
WESTERN REFNG INC COM 959319104 70,082 1,815,600 SH   DFND 1,5 0 0 1,815,600
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 29,599 7,295,000 PRN   DFND 1,5 0 0 0
WESTERN REFNG INC COM 959319104 5,020 130,040 SH   DFND 6 130,040 0 0
WESTERN REFNG INC COM 959319104 4,502 116,640 SH   DFND 7 116,640 0 0
WESTERN REFNG INC COM 959319104 10,401 269,468 SH   DFND   269,468 0 0
WESTERN UN CO COM 959802109 698,332 42,685,350 SH   DFND 1,5 541,600 0 42,143,750
WESTERN UN CO COM 959802109 2,842 173,695 SH   DFND 2 173,695 0 0
WESTERN UN CO COM 959802109 2,010 122,859 SH   DFND 3 122,859 0 0
WESTERN UN CO COM 959802109 1,906 116,480 SH   DFND 6 116,480 0 0
WESTERN UN CO COM 959802109 20,742 1,267,840 SH   DFND 8 0 0 1,267,840
WESTERN UN CO COM 959802109 14,724 900,001 SH   DFND   900,001 0 0
WESTLAKE CHEM CORP COM 960413102 4,428 66,910 SH   DFND 8 0 0 66,910
WEX INC COM 96208T104 74,129 779,900 SH   DFND 1,5 0 0 779,900
WEX INC COM 96208T104 28,467 299,500 SH   DFND 8 0 0 299,500
WEYERHAEUSER CO PREF CONV SER A 962166872 66,965 1,227,300 SH   DFND 1,5 383,800 0 843,500
WEYERHAEUSER CO COM 962166104 58,256 1,984,871 SH   DFND 1,5 36,537 0 1,948,334
WEYERHAEUSER CO COM 962166104 5,439 185,304 SH   DFND 2 185,304 0 0
WEYERHAEUSER CO COM 962166104 449 15,315 SH   DFND 3 15,315 0 0
WEYERHAEUSER CO COM 962166104 9,489 323,302 SH   DFND 6 323,302 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,277 23,400 SH   DFND 6 0 0 23,400
WEYERHAEUSER CO COM 962166104 4,544 154,827 SH   DFND 7 154,827 0 0
WEYERHAEUSER CO COM 962166104 13,148 447,963 SH   DFND 8 0 0 447,963
WHIRLPOOL CORP COM 963320106 72,005 481,765 SH   DFND 1,5 0 0 481,765
WHIRLPOOL CORP COM 963320106 3,670 24,555 SH   DFND 2 24,555 0 0
WHIRLPOOL CORP COM 963320106 437 2,924 SH   DFND 3 2,924 0 0
WHIRLPOOL CORP COM 963320106 7,406 49,553 SH   DFND 7 49,553 0 0
WHITEWAVE FOODS CO COM CL A 966244105 116,295 4,074,807 SH   DFND 1,5 0 0 4,074,807
WHITEWAVE FOODS CO COM CL A 966244105 13,274 465,102 SH   DFND 6 465,102 0 0
WHITEWAVE FOODS CO COM CL A 966244105 3,637 127,440 SH   DFND 7 127,440 0 0
WHITEWAVE FOODS CO COM CL A 966244105 1,162 40,700 SH   DFND 8 0 0 40,700
WHITEWAVE FOODS CO COM CL A 966244105 365 12,799 SH   DFND   12,799 0 0
WHITING PETE CORP NEW COM 966387102 264,892 3,817,443 SH   DFND 1,5 27,000 0 3,790,443
WHITING PETE CORP NEW COM 966387102 1,447 20,847 SH   DFND 6 10,147 0 10,700
WHITING PETE CORP NEW COM 966387102 26,294 378,924 SH   DFND 8 0 0 378,924
WHITING PETE CORP NEW COM 966387102 1,929 27,800 SH   DFND   27,800 0 0
WHOLE FOODS MKT INC COM 966837106 275,158 5,426,112 SH   DFND 1,5 171,800 0 5,254,312
WHOLE FOODS MKT INC COM 966837106 5,979 117,914 SH   DFND 2 117,914 0 0
WHOLE FOODS MKT INC COM 966837106 1,045 20,600 SH   DFND 3 20,600 0 0
WHOLE FOODS MKT INC COM 966837106 3,479 68,600 SH   DFND 6 68,600 0 0
WHOLE FOODS MKT INC COM 966837106 2,299 45,330 SH   DFND 7 24,480 0 20,850
WHOLE FOODS MKT INC COM 966837106 10,451 206,100 SH   DFND 8 0 0 206,100
WI-LAN INC COM 928972108 1,258 421,500 SH   DFND 8 0 0 421,500
WILEY JOHN & SONS INC CL A 968223206 71,644 1,242,960 SH   DFND 1,5 0 0 1,242,960
WILLIAMS COS INC DEL COM 969457100 731,552 18,027,395 SH   DFND 1,5 583,364 0 17,444,031
WILLIAMS COS INC DEL COM 969457100 8,804 216,959 SH   DFND 2 216,959 0 0
WILLIAMS COS INC DEL COM 969457100 2,796 68,891 SH   DFND 3 68,891 0 0
WILLIAMS COS INC DEL COM 969457100 12,379 305,040 SH   DFND 6 305,040 0 0
WILLIAMS COS INC DEL COM 969457100 5,573 137,334 SH   DFND 7 137,334 0 0
WILLIAMS COS INC DEL COM 969457100 51,731 1,274,788 SH   DFND 8 0 0 1,274,788
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 34,278 672,900 SH   DFND 1,5 0 0 672,900
WILLIAMS SONOMA INC COM 969904101 89,785 1,347,310 SH   DFND 1,5 4,900 0 1,342,410
WILLIAMS SONOMA INC COM 969904101 15,457 231,950 SH   DFND 8 0 0 231,950
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1,898 43,000 SH   DFND 8 0 0 43,000
WILSHIRE BANCORP INC COM 97186T108 10,841 976,691 SH   DFND 1,5 0 0 976,691
WILSHIRE BANCORP INC COM 97186T108 8,026 723,087 SH   DFND 8 0 0 723,087
WINDSTREAM HLDGS INC COM 97382A101 964 116,972 SH   DFND 1,5 0 0 116,972
WINDSTREAM HLDGS INC COM 97382A101 1,557 188,932 SH   DFND 2 188,932 0 0
WINDSTREAM HLDGS INC COM 97382A101 386 46,882 SH   DFND 3 46,882 0 0
WINDSTREAM HLDGS INC COM 97382A101 1,375 166,882 SH   DFND 8 0 0 166,882
WIPRO LTD SPON ADR 1 SH 97651M109 1,024 76,400 SH   DFND 1,5 76,400 0 0
WIRELESS TELECOM GROUP INC COM 976524108 3,008 1,081,900 SH   DFND 1,5 31,900 0 1,050,000
WISCONSIN ENERGY CORP COM 976657106 3,334 71,624 SH   DFND 2 71,624 0 0
WISCONSIN ENERGY CORP COM 976657106 1,240 26,634 SH   DFND 3 26,634 0 0
WISDOMTREE INVTS INC COM 97717P104 50,653 3,860,770 SH   DFND 1,5 99,906 0 3,760,864
WISDOMTREE INVTS INC COM 97717P104 547 41,700 SH   DFND 6 41,700 0 0
WISDOMTREE INVTS INC COM 97717P104 3,936 300,000 SH   DFND 8 0 0 300,000
WISDOMTREE TR INDIA ERNGS FD 97717W422 3,910 206,200 SH   DFND 1,5 206,200 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 144,076 3,043,425 SH   DFND 1,5 2,875,225 0 168,200
WISDOMTREE TR JAPN HEDGE EQT 97717W851 57,237 1,209,067 SH   DFND 3 1,209,067 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 29,571 624,653 SH   DFND 7 624,653 0 0
WIX COM LTD SHS M98068105 23,888 1,039,948 SH   DFND 1,5 9,249 0 1,030,699
WIX COM LTD SHS M98068105 11,370 495,004 SH   DFND 8 0 0 495,004
WNS HOLDINGS LTD SPON ADR 92932M101 39,600 2,200,000 SH   DFND 1,5 0 0 2,200,000
WNS HOLDINGS LTD SPON ADR 92932M101 29,813 1,656,296 SH   DFND 6 1,656,296 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 66,038 3,668,783 SH   DFND 8 0 0 3,668,783
WOLVERINE WORLD WIDE INC COM 978097103 152,910 5,355,856 SH   DFND 1,5 0 0 5,355,856
WOLVERINE WORLD WIDE INC COM 978097103 11,135 390,007 SH   DFND 8 0 0 390,007
WOODWARD INC COM 980745103 20,474 493,000 SH   DFND 1,5 0 0 493,000
WORKDAY INC CL A 98138H101 886,537 9,696,350 SH   DFND 1,5 296,114 0 9,400,236
WORKDAY INC CL A 98138H101 850 9,300 SH   DFND 6 9,300 0 0
WORKDAY INC CL A 98138H101 5,801 63,449 SH   DFND 8 0 0 63,449
WORKDAY INC CL A 98138H101 951 10,400 SH   DFND   10,400 0 0
WORLD ACCEP CORP DEL COM 981419104 79,953 1,064,900 SH   DFND 1,5 0 0 1,064,900
WORLD FUEL SVCS CORP COM 981475106 316,436 7,175,414 SH   DFND 1,5 56,700 0 7,118,714
WORLD FUEL SVCS CORP COM 981475106 64,260 1,457,146 SH   DFND 6 1,457,146 0 0
WORLD FUEL SVCS CORP COM 981475106 2,273 51,550 SH   DFND 7 51,550 0 0
WORLD FUEL SVCS CORP COM 981475106 9,798 222,175 SH   DFND 8 0 0 222,175
WORLD FUEL SVCS CORP COM 981475106 41,233 934,990 SH   DFND   934,990 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 2,257 78,157 SH   DFND 8 0 0 78,157
WORTHINGTON INDS INC COM 981811102 58,555 1,530,862 SH   DFND 1,5 0 0 1,530,862
WORTHINGTON INDS INC COM 981811102 10,145 265,238 SH   DFND 8 0 0 265,238
WPX ENERGY INC COM 98212B103 14,054 779,500 SH   DFND 1,5 18,300 0 761,200
WPX ENERGY INC COM 98212B103 226 12,522 SH   DFND 3 12,522 0 0
WRIGHT MED GROUP INC COM 98235T107 8,700 280,000 SH   DFND 8 0 0 280,000
WSFS FINL CORP COM 929328102 61,851 865,892 SH   DFND 1,5 0 0 865,892
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 80,075 2,172,404 SH   DFND 1,5 169,900 0 2,002,504
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 35,762 931,961 SH   DFND 4 931,961 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 14,607 396,296 SH   DFND 8 0 0 396,296
WYNDHAM WORLDWIDE CORP COM 98310W108 413,145 5,641,739 SH   DFND 1,5 0 0 5,641,739
WYNDHAM WORLDWIDE CORP COM 98310W108 2,975 40,621 SH   DFND 2 40,621 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 514 7,025 SH   DFND 3 7,025 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 26,747 365,250 SH   DFND 6 277,390 0 87,860
WYNDHAM WORLDWIDE CORP COM 98310W108 19,045 260,076 SH   DFND 7 219,176 0 40,900
WYNDHAM WORLDWIDE CORP COM 98310W108 57,933 791,115 SH   DFND 8 0 0 791,115
WYNDHAM WORLDWIDE CORP COM 98310W108 2,709 36,996 SH   DFND   36,996 0 0
WYNN RESORTS LTD COM 983134107 291,221 1,310,922 SH   DFND 1,5 0 0 1,310,922
WYNN RESORTS LTD COM 983134107 5,702 25,667 SH   DFND 2 25,667 0 0
WYNN RESORTS LTD COM 983134107 1,829 8,233 SH   DFND 3 8,233 0 0
WYNN RESORTS LTD COM 983134107 1,519 6,839 SH   DFND 6 6,839 0 0
WYNN RESORTS LTD COM 983134107 14,040 63,200 SH   DFND 8 0 0 63,200
XCEL ENERGY INC COM 98389B100 289,550 9,537,206 SH   DFND 1,5 117,995 0 9,419,211
XCEL ENERGY INC COM 98389B100 4,796 157,956 SH   DFND 2 157,956 0 0
XCEL ENERGY INC COM 98389B100 1,031 33,948 SH   DFND 3 33,948 0 0
XCEL ENERGY INC COM 98389B100 7,390 243,400 SH   DFND 6 104,300 0 139,100
XCEL ENERGY INC COM 98389B100 11,689 385,027 SH   DFND 7 385,027 0 0
XENCOR INC COM 98401F105 17,022 1,451,128 SH   DFND 8 0 0 1,451,128
XENCOR INC COM 98401F105 9,637 821,580 SH   DFND   821,580 0 0
XENOPORT INC COM 98411C100 11,928 2,307,221 SH   DFND 1,5 0 0 2,307,221
XENOPORT INC COM 98411C100 1,051 203,286 SH   DFND 6 203,286 0 0
XENOPORT INC COM 98411C100 907 175,500 SH   DFND 8 0 0 175,500
XEROX CORP COM 984121103 320,414 28,355,192 SH   DFND 1,5 476,909 0 27,878,283
XEROX CORP COM 984121103 3,990 353,087 SH   DFND 2 353,087 0 0
XEROX CORP COM 984121103 689 60,999 SH   DFND 3 60,999 0 0
XEROX CORP COM 984121103 867 76,723 SH   DFND 6 76,723 0 0
XEROX CORP COM 984121103 21,082 1,865,700 SH   DFND 8 0 0 1,865,700
XILINX INC COM 983919101 316,200 5,826,432 SH   DFND 1,5 143,861 0 5,682,571
XILINX INC COM 983919101 4,591 84,592 SH   DFND 2 84,592 0 0
XILINX INC COM 983919101 1,082 19,944 SH   DFND 3 19,944 0 0
XILINX INC COM 983919101 15,453 284,746 SH   DFND 8 0 0 284,746
XL GROUP PLC SHS G98290102 18,400 588,800 SH   DFND 1,5 0 0 588,800
XL GROUP PLC SHS G98290102 2,735 87,509 SH   DFND 2 87,509 0 0
XL GROUP PLC SHS G98290102 603 19,300 SH   DFND 3 19,300 0 0
XL GROUP PLC SHS G98290102 10,188 326,000 SH   DFND 8 0 0 326,000
XOMA CORP DEL COM 98419J107 54,510 10,462,634 SH   DFND 1,5 0 0 10,462,634
XOMA CORP DEL COM 98419J107 647 124,200 SH   DFND 6 124,200 0 0
XOMA CORP DEL COM 98419J107 28,124 5,398,162 SH   DFND 8 0 0 5,398,162
XOOM CORP COM 98419Q101 11,958 612,620 SH   DFND 1,5 0 0 612,620
XOOM CORP COM 98419Q101 311 15,910 SH   DFND 6 15,910 0 0
XOOM CORP COM 98419Q101 5,069 259,701 SH   DFND 8 0 0 259,701
XPO LOGISTICS INC COM 983793100 101,859 3,463,425 SH   DFND 1,5 165,127 0 3,298,298
XUEDA ED GROUP SPONSORED ADR 98418W109 19,936 3,691,924 SH   DFND 1,5 88,700 0 3,603,224
XYLEM INC COM 98419M100 16,439 451,384 SH   DFND 1,5 2,950 0 448,434
XYLEM INC COM 98419M100 2,132 58,543 SH   DFND 2 58,543 0 0
XYLEM INC COM 98419M100 387 10,623 SH   DFND 6 10,623 0 0
XYLEM INC COM 98419M100 1,803 49,500 SH   DFND 8 0 0 49,500
XYRATEX LTD COM G98268108 8,937 675,000 SH   DFND 1,5 16,800 0 658,200
YADKIN FINL CORP COM 984305102 4,308 201,232 SH   DFND 6 201,232 0 0
YADKIN FINL CORP COM 984305102 751 35,096 SH   DFND 7 35,096 0 0
YAHOO INC COM 984332106 2,599,511 72,409,787 SH   DFND 1,5 1,069,241 0 71,340,546
YAHOO INC COM 984332106 10,683 297,577 SH   DFND 2 297,577 0 0
YAHOO INC COM 984332106 5,102 142,128 SH   DFND 3 142,128 0 0
YAHOO INC COM 984332106 21,256 592,096 SH   DFND 6 423,596 0 168,500
YAHOO INC COM 984332106 17,274 481,181 SH   DFND 7 402,781 0 78,400
YAHOO INC COM 984332106 360,877 10,052,287 SH   DFND 8 0 0 10,052,287
YAMANA GOLD INC COM 98462Y100 1,062 121,300 SH   DFND 1,5 0 0 121,300
YAMANA GOLD INC COM 98462Y100 61,476 7,020,800 SH   DFND 8 0 0 7,020,800
YANDEX N V SHS CLASS A N97284108 40,554 1,343,300 SH   DFND 1,5 74,500 0 1,268,800
YANDEX N V SHS CLASS A N97284108 329 10,900 SH   DFND 8 0 0 10,900
YELP INC CL A 985817105 12,719 165,333 SH   DFND 1,5 6,700 0 158,633
YELP INC CL A 985817105 18,007 234,070 SH   DFND 6 227,790 0 6,280
YELP INC CL A 985817105 13,597 176,740 SH   DFND 7 159,100 0 17,640
YELP INC CL A 985817105 1,390 18,067 SH   DFND 8 0 0 18,067
YELP INC CL A 985817105 720 9,360 SH   DFND   9,360 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 2,296 467,568 SH   DFND 1,5 0 0 467,568
YOUKU TUDOU INC SPONSORED ADR 98742U100 77,332 2,757,900 SH   DFND 1,5 144,100 0 2,613,800
YOUKU TUDOU INC SPONSORED ADR 98742U100 634 22,600 SH   DFND 6 22,600 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 16,241 579,200 SH   DFND 8 0 0 579,200
YUM BRANDS INC COM 988498101 1,331,878 17,666,501 SH   DFND 1,5 355,770 0 17,310,731
YUM BRANDS INC COM 988498101 10,585 140,408 SH   DFND 2 140,408 0 0
YUM BRANDS INC COM 988498101 4,937 65,488 SH   DFND 3 65,488 0 0
YUM BRANDS INC COM 988498101 19,003 252,060 SH   DFND 6 203,160 0 48,900
YUM BRANDS INC COM 988498101 18,478 245,098 SH   DFND 7 231,198 0 13,900
YUM BRANDS INC COM 988498101 83,938 1,113,378 SH   DFND 8 0 0 1,113,378
YY INC ADS REPCOM CLA 98426T106 5,427 71,068 SH   DFND 1,5 0 0 71,068
YY INC ADS REPCOM CLA 98426T106 8,325 109,027 SH   DFND 8 0 0 109,027
ZALE CORP NEW COM 988858106 20,910 1,000,000 SH   DFND   1,000,000 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 47,132 679,041 SH   DFND 1,5 88,000 0 591,041
ZELTIQ AESTHETICS INC COM 98933Q108 6,469 329,871 SH   DFND 1,5 0 0 329,871
ZELTIQ AESTHETICS INC COM 98933Q108 43,041 2,194,829 SH   DFND 8 0 0 2,194,829
ZIMMER HLDGS INC COM 98956P102 278,727 2,947,000 SH   DFND 1,5 49,900 0 2,897,100
ZIMMER HLDGS INC COM 98956P102 5,076 53,673 SH   DFND 2 53,673 0 0
ZIMMER HLDGS INC COM 98956P102 2,479 26,214 SH   DFND 3 26,214 0 0
ZIMMER HLDGS INC COM 98956P102 1,069 11,300 SH   DFND 6 11,300 0 0
ZIMMER HLDGS INC COM 98956P102 26,482 280,000 SH   DFND 8 0 0 280,000
ZIONS BANCORPORATION COM 989701107 2,582 83,347 SH   DFND 1,5 0 0 83,347
ZIONS BANCORPORATION COM 989701107 1,816 58,603 SH   DFND 2 58,603 0 0
ZIONS BANCORPORATION COM 989701107 1,322 42,673 SH   DFND 3 42,673 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 2,518 549,800 SH   DFND 1,5 0 0 549,800
ZIOPHARM ONCOLOGY INC COM 98973P101 31,640 6,908,271 SH   DFND 8 0 0 6,908,271
ZOETIS INC CL A 98978V103 113,429 3,919,469 SH   DFND 1,5 0 0 3,919,469
ZOETIS INC CL A 98978V103 4,587 158,501 SH   DFND 2 158,501 0 0
ZOETIS INC CL A 98978V103 18,371 634,800 SH   DFND 8 0 0 634,800
ZOGENIX INC COM 98978L105 31,550 11,089,697 SH   DFND 8 0 0 11,089,697
ZUMIEZ INC COM 989817101 10,202 420,858 SH   DFND 1,5 0 0 420,858
ZUMIEZ INC COM 989817101 15,567 642,200 SH   DFND 8 0 0 642,200
ZYNGA INC CL A 98986T108 30,352 7,058,561 SH   DFND 1,5 0 0 7,058,561
ZYNGA INC CL A 98986T108 1,366 317,739 SH   DFND 6 317,739 0 0