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 917,579 11,733,749 SH   DFND 1,5 319,800 0 11,413,949
MCGRAW HILL FINL INC COM 580645109 6,686 85,501 SH   DFND 2 85,501 0 0
MCGRAW HILL FINL INC COM 580645109 1,417 18,124 SH   DFND 3 18,124 0 0
MCGRAW HILL FINL INC COM 580645109 38,422 491,326 SH   DFND 8 0 0 491,326
MCGRAW HILL FINL INC COM 580645109 24,761 316,637 SH   DFND   316,637 0 0
1ST SOURCE CORP COM 336901103 6,988 218,800 SH   DFND 8 0 0 218,800
21VIANET GROUP INC SPONSORED ADR 90138A103 26,601 1,130,974 SH   DFND 1,5 20,500 0 1,110,474
3-D SYS CORP DEL COM NEW 88554D205 151,955 1,635,151 SH   DFND 1,5 29,914 0 1,605,237
3-D SYS CORP DEL COM NEW 88554D205 11,641 125,264 SH   DFND 8 0 0 125,264
3-D SYS CORP DEL COM NEW 88554D205 18,797 202,267 SH   DFND   202,267 0 0
3M CO COM 88579Y101 1,329,191 9,477,296 SH   DFND 1,5 15,000 0 9,462,296
3M CO COM 88579Y101 28,323 201,945 SH   DFND 2 201,945 0 0
3M CO COM 88579Y101 9,700 69,163 SH   DFND 3 69,163 0 0
3M CO COM 88579Y101 11,024 78,600 SH   DFND 8 0 0 78,600
500 COM LTD SPON ADR REP A 33829R100 34,871 985,903 SH   DFND 1,5 0 0 985,903
500 COM LTD SPON ADR REP A 33829R100 494 13,964 SH   DFND 6 13,964 0 0
500 COM LTD SPON ADR REP A 33829R100 3,434 97,100 SH   DFND 8 0 0 97,100
51JOB INC SP ADR REP COM 316827104 17,689 227,069 SH   DFND 1,5 0 0 227,069
58 COM INC SPON ADR REP A 31680Q104 57,871 1,509,415 SH   DFND 1,5 26,000 0 1,483,415
8X8 INC NEW COM 282914100 43,429 4,274,555 SH   DFND 1,5 0 0 4,274,555
8X8 INC NEW COM 282914100 10,222 1,006,140 SH   DFND 8 0 0 1,006,140
A H BELO CORP COM CL A 001282102 445 59,584 SH   DFND 1,5 0 0 59,584
AAR CORP COM 000361105 45,337 1,618,611 SH   DFND 1,5 0 0 1,618,611
AARONS INC COM PAR $0.50 002535300 333,957 11,359,072 SH   DFND 1,5 0 0 11,359,072
ABBOTT LABS COM 002824100 97,441 2,542,167 SH   DFND 1,5 7,700 0 2,534,467
ABBOTT LABS COM 002824100 18,712 488,183 SH   DFND 2 488,183 0 0
ABBOTT LABS COM 002824100 6,188 161,428 SH   DFND 3 161,428 0 0
ABBOTT LABS COM 002824100 1,444 37,670 SH   DFND 6 37,670 0 0
ABBOTT LABS COM 002824100 2,109 55,010 SH   DFND 7 55,010 0 0
ABBOTT LABS COM 002824100 117,642 3,069,200 SH   DFND 8 0 0 3,069,200
ABBVIE INC COM 00287Y109 3,500,404 66,282,985 SH   DFND 1,5 238,931 0 66,044,054
ABBVIE INC COM 00287Y109 26,526 502,289 SH   DFND 2 502,289 0 0
ABBVIE INC COM 00287Y109 7,698 145,763 SH   DFND 3 145,763 0 0
ABBVIE INC COM 00287Y109 53,992 1,022,380 SH   DFND 6 450,170 0 572,210
ABBVIE INC COM 00287Y109 37,614 712,243 SH   DFND 7 561,813 0 150,430
ABBVIE INC COM 00287Y109 236,546 4,479,182 SH   DFND 8 0 0 4,479,182
ABERCROMBIE & FITCH CO CL A 002896207 293,690 8,924,026 SH   DFND 1,5 900 0 8,923,126
ABERCROMBIE & FITCH CO CL A 002896207 5,976 181,590 SH   DFND 8 0 0 181,590
ABM INDS INC COM 000957100 2,890 101,080 SH   DFND 1,5 0 0 101,080
ABRAXAS PETE CORP COM 003830106 37 11,200 SH   DFND 7 11,200 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 106,372 7,315,789 SH   DFND 1,5 79,331 0 7,236,458
ACACIA RESH CORP ACACIA TCH COM 003881307 2,502 172,098 SH   DFND 6 172,098 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 27,835 588,100 SH   DFND 1,5 0 0 588,100
ACADIA PHARMACEUTICALS INC COM 004225108 224,713 8,992,121 SH   DFND 1,5 21,500 0 8,970,621
ACADIA PHARMACEUTICALS INC COM 004225108 114,593 4,585,549 SH   DFND 8 0 0 4,585,549
ACADIA PHARMACEUTICALS INC COM 004225108 1,307 52,300 SH   DFND   52,300 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 140,121 5,643,228 SH   DFND 1,5 42,496 0 5,600,732
ACADIA RLTY TR COM SH BEN INT 004239109 9,904 398,867 SH   DFND 6 398,867 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,348 175,105 SH   DFND 7 175,105 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 12,138 488,849 SH   DFND 8 0 0 488,849
ACCELERON PHARMA INC COM 00434H108 71,415 1,803,400 SH   DFND 8 0 0 1,803,400
ACCELRYS INC COM 00430U103 756 79,200 SH   DFND 6 0 0 79,200
ACCELRYS INC COM 00430U103 553 58,000 SH   DFND 7 56,500 0 1,500
ACCELRYS INC COM 00430U103 702 73,600 SH   DFND   73,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 433,248 5,269,380 SH   DFND 1,5 137,479 0 5,131,901
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,503 200,722 SH   DFND 2 200,722 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,387 53,361 SH   DFND 3 53,361 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,657 44,483 SH   DFND 6 44,483 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,375 41,044 SH   DFND 7 41,044 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 84,025 1,021,954 SH   DFND 8 0 0 1,021,954
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 200,949 3,551,598 SH   DFND 1,5 0 0 3,551,598
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 48,847 863,320 SH   DFND 8 0 0 863,320
ACCO BRANDS CORP COM 00081T108 75,936 11,300,000 SH   DFND 1,5 0 0 11,300,000
ACCRETIVE HEALTH INC COM 00438V103 107,518 11,737,776 SH   DFND 1,5 0 0 11,737,776
ACCRETIVE HEALTH INC COM 00438V103 9,937 1,084,800 SH   DFND 8 0 0 1,084,800
ACCURAY INC COM 004397105 68,349 7,847,165 SH   DFND 1,5 0 0 7,847,165
ACCURAY INC COM 004397105 1,872 214,875 SH   DFND 6 214,875 0 0
ACCURAY INC COM 004397105 24,545 2,818,000 SH   DFND 8 0 0 2,818,000
ACE LTD SHS H0023R105 1,694,296 16,365,267 SH   DFND 1,5 146,666 0 16,218,601
ACE LTD SHS H0023R105 11,116 107,370 SH   DFND 2 107,370 0 0
ACE LTD SHS H0023R105 4,215 40,716 SH   DFND 3 40,716 0 0
ACE LTD SHS H0023R105 5,418 52,332 SH   DFND 6 52,332 0 0
ACE LTD SHS H0023R105 71,937 694,841 SH   DFND 8 0 0 694,841
ACELRX PHARMACEUTICALS INC COM 00444T100 7,997 707,039 SH   DFND 8 0 0 707,039
ACETO CORP COM 004446100 790 31,596 SH   DFND 1,5 0 0 31,596
ACHILLION PHARMACEUTICALS IN COM 00448Q201 996 300,000 SH   DFND 1,5 0 0 300,000
ACHILLION PHARMACEUTICALS IN COM 00448Q201 182 54,925 SH   DFND   54,925 0 0
ACNB CORP COM 000868109 874 48,415 SH   DFND 1,5 0 0 48,415
ACORDA THERAPEUTICS INC COM 00484M106 52,722 1,805,536 SH   DFND 1,5 0 0 1,805,536
ACORDA THERAPEUTICS INC COM 00484M106 53,055 1,816,936 SH   DFND 8 0 0 1,816,936
ACTAVIS PLC SHS G0083B108 2,155,114 12,828,059 SH   DFND 1,5 132,036 0 12,696,023
ACTAVIS PLC SHS G0083B108 9,232 54,953 SH   DFND 2 54,953 0 0
ACTAVIS PLC SHS G0083B108 625 3,721 SH   DFND 3 3,721 0 0
ACTAVIS PLC SHS G0083B108 65,512 389,955 SH   DFND 6 267,999 0 121,956
ACTAVIS PLC SHS G0083B108 27,343 162,754 SH   DFND 7 125,398 0 37,356
ACTAVIS PLC SHS G0083B108 434,233 2,584,720 SH   DFND 8 0 0 2,584,720
ACTIVISION BLIZZARD INC COM 00507V109 758,904 42,563,315 SH   DFND 1,5 60,400 0 42,502,915
ACTIVISION BLIZZARD INC COM 00507V109 43,028 2,413,220 SH   DFND 6 1,190,060 0 1,223,160
ACTIVISION BLIZZARD INC COM 00507V109 53,860 3,020,734 SH   DFND 7 2,882,334 0 138,400
ACTIVISION BLIZZARD INC COM 00507V109 19,832 1,112,270 SH   DFND 8 0 0 1,112,270
ACTIVISION BLIZZARD INC COM 00507V109 11,874 665,935 SH   DFND   665,935 0 0
ACTUANT CORP CL A NEW 00508X203 101,210 2,762,276 SH   DFND 1,5 0 0 2,762,276
ACTUATE CORP COM 00508B102 1,889 245,000 SH   DFND 8 0 0 245,000
ACXIOM CORP COM 005125109 6,505 175,900 SH   DFND 8 0 0 175,900
ADAMS RES & ENERGY INC COM NEW 006351308 10,890 158,973 SH   DFND 1,5 0 0 158,973
ADOBE SYS INC COM 00724F101 1,410,182 23,550,132 SH   DFND 1,5 335,450 0 23,214,682
ADOBE SYS INC COM 00724F101 8,789 146,783 SH   DFND 2 146,783 0 0
ADOBE SYS INC COM 00724F101 3,240 54,111 SH   DFND 3 54,111 0 0
ADOBE SYS INC COM 00724F101 34,977 584,120 SH   DFND 6 387,370 0 196,750
ADOBE SYS INC COM 00724F101 35,119 586,490 SH   DFND 7 465,930 0 120,560
ADOBE SYS INC COM 00724F101 89,900 1,501,333 SH   DFND 8 0 0 1,501,333
ADOBE SYS INC COM 00724F101 12,591 210,265 SH   DFND   210,265 0 0
ADTRAN INC COM 00738A106 2,150 79,582 SH   DFND 1,5 0 0 79,582
ADTRAN INC COM 00738A106 2,339 86,600 SH   DFND 6 14,700 0 71,900
ADTRAN INC COM 00738A106 378 14,010 SH   DFND 7 13,010 0 1,000
ADTRAN INC COM 00738A106 4,025 149,037 SH   DFND 8 0 0 149,037
ADTRAN INC COM 00738A106 896 33,173 SH   DFND   33,173 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 32,518 293,800 SH   DFND 1,5 0 0 293,800
ADVANCED MICRO DEVICES INC COM 007903107 16,288 4,208,765 SH   DFND 1,5 0 0 4,208,765
ADVANCED MICRO DEVICES INC COM 007903107 197 50,842 SH   DFND 3 50,842 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 2,173 500,700 SH   DFND 6 500,700 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 585 134,800 SH   DFND 7 131,800 0 3,000
ADVANTAGE OIL & GAS LTD COM 00765F101 353 81,300 SH   DFND   81,300 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 433,313 14,723,518 SH   DFND 1,5 0 0 14,723,518
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 11,339 385,300 SH   DFND 8 0 0 385,300
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 7,486 667,223 SH   DFND 6 667,223 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 91,358 1,287,462 SH   DFND 1,5 1,500 0 1,285,962
AEGERION PHARMACEUTICALS INC COM 00767E102 632 8,900 SH   DFND 6 8,900 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 211,960 2,987,034 SH   DFND 8 0 0 2,987,034
AEGION CORP COM 00770F104 1,051 48,000 SH   DFND 8 0 0 48,000
AEGON N V NY REGISTRY SH 007924103 3,979 419,700 SH   DFND 1,5 0 0 419,700
AERCAP HOLDINGS NV SHS N00985106 118,335 3,085,655 SH   DFND 1,5 17,500 0 3,068,155
AERCAP HOLDINGS NV SHS N00985106 2,550 66,500 SH   DFND 6 29,500 0 37,000
AERCAP HOLDINGS NV SHS N00985106 1,534 40,000 SH   DFND 7 38,600 0 1,400
AERCAP HOLDINGS NV SHS N00985106 3,612 94,192 SH   DFND   94,192 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 1,796 100,000 SH   DFND 8 0 0 100,000
AEROFLEX HLDG CORP COM 007767106 22,913 3,525,128 SH   DFND 1,5 0 0 3,525,128
AEROPOSTALE COM 007865108 106,947 11,765,400 SH   DFND 1,5 150,000 0 11,615,400
AES CORP COM 00130H105 348,263 24,001,582 SH   DFND 1,5 0 0 24,001,582
AES CORP COM 00130H105 3,008 207,322 SH   DFND 2 207,322 0 0
AES CORP COM 00130H105 452 31,120 SH   DFND 3 31,120 0 0
AES CORP COM 00130H105 5,323 366,870 SH   DFND 6 163,010 0 203,860
AES CORP COM 00130H105 817 56,280 SH   DFND 7 0 0 56,280
AES CORP COM 00130H105 84,356 5,813,647 SH   DFND 8 0 0 5,813,647
AES TR III PFD CV 6.75% 00808N202 4,451 88,693 SH   DFND 1,5 9,904 0 78,789
AETNA INC NEW COM 00817Y108 713,208 10,398,136 SH   DFND 1,5 79,235 0 10,318,901
AETNA INC NEW COM 00817Y108 7,959 116,032 SH   DFND 2 116,032 0 0
AETNA INC NEW COM 00817Y108 1,245 18,149 SH   DFND 3 18,149 0 0
AETNA INC NEW COM 00817Y108 5,662 82,546 SH   DFND 6 82,546 0 0
AETNA INC NEW COM 00817Y108 20,557 299,710 SH   DFND 7 299,710 0 0
AETNA INC NEW COM 00817Y108 35,400 516,108 SH   DFND 8 0 0 516,108
AETNA INC NEW COM 00817Y108 124,148 1,810,002 SH   DFND   1,810,002 0 0
AFC ENTERPRISES INC COM 00104Q107 22,581 586,532 SH   DFND 1,5 0 0 586,532
AFFILIATED MANAGERS GROUP COM 008252108 239,736 1,105,387 SH   DFND 1,5 100 0 1,105,287
AFFILIATED MANAGERS GROUP COM 008252108 583 2,690 SH   DFND 6 1,860 0 830
AFFILIATED MANAGERS GROUP COM 008252108 52,498 242,061 SH   DFND 8 0 0 242,061
AFLAC INC COM 001055102 494,948 7,409,394 SH   DFND 1,5 45,099 0 7,364,295
AFLAC INC COM 001055102 9,830 147,160 SH   DFND 2 147,160 0 0
AFLAC INC COM 001055102 3,886 58,181 SH   DFND 3 58,181 0 0
AFLAC INC COM 001055102 34,981 523,662 SH   DFND 6 400,012 0 123,650
AFLAC INC COM 001055102 60,619 907,465 SH   DFND 7 808,955 0 98,510
AFLAC INC COM 001055102 27,675 414,300 SH   DFND 8 0 0 414,300
AG MTG INVT TR INC COM 001228105 9,834 628,800 SH   DFND 1,5 0 0 628,800
AGENUS INC COM NEW 00847G705 421 159,514 SH   DFND 8 0 0 159,514
AGILENT TECHNOLOGIES INC COM 00846U101 52,949 925,845 SH   DFND 1,5 0 0 925,845
AGILENT TECHNOLOGIES INC COM 00846U101 5,973 104,442 SH   DFND 2 104,442 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,194 20,886 SH   DFND 3 20,886 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 58,915 1,030,170 SH   DFND 6 494,980 0 535,190
AGILENT TECHNOLOGIES INC COM 00846U101 89,182 1,559,390 SH   DFND 7 1,471,370 0 88,020
AGILENT TECHNOLOGIES INC COM 00846U101 4,423 77,344 SH   DFND   77,344 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 51,577 2,153,532 SH   DFND 1,5 4,200 0 2,149,332
AGIOS PHARMACEUTICALS INC COM 00847X104 1,869 78,033 SH   DFND 8 0 0 78,033
AGL RES INC COM 001204106 1,771 37,506 SH   DFND 2 37,506 0 0
AGL RES INC COM 001204106 916 19,402 SH   DFND 3 19,402 0 0
AGNICO EAGLE MINES LTD COM 008474108 7,626 289,000 SH   DFND 1,5 0 0 289,000
AGNICO EAGLE MINES LTD COM 008474108 38,805 1,470,600 SH   DFND 8 0 0 1,470,600
AGRIUM INC COM 008916108 9,889 108,100 SH   DFND 1,5 0 0 108,100
AGRIUM INC COM 008916108 19,707 215,438 SH   DFND 6 66,602 0 148,836
AGRIUM INC COM 008916108 44,235 483,570 SH   DFND 7 472,970 0 10,600
AGRIUM INC COM 008916108 55,034 601,628 SH   DFND   390,528 0 211,100
AIR LEASE CORP CL A 00912X302 271,667 8,740,903 SH   DFND 1,5 0 0 8,740,903
AIR METHODS CORP COM PAR $.06 009128307 34,353 588,934 SH   DFND 1,5 51,151 0 537,783
AIR METHODS CORP COM PAR $.06 009128307 70,032 1,200,610 SH   DFND 6 1,087,610 0 113,000
AIR METHODS CORP COM PAR $.06 009128307 43,426 744,486 SH   DFND 7 743,686 0 800
AIR METHODS CORP COM PAR $.06 009128307 37,735 646,917 SH   DFND 8 0 0 646,917
AIR METHODS CORP COM PAR $.06 009128307 7,638 130,938 SH   DFND   130,938 0 0
AIR PRODS & CHEMS INC COM 009158106 311 2,784 SH   DFND 1,5 0 0 2,784
AIR PRODS & CHEMS INC COM 009158106 7,457 66,707 SH   DFND 2 66,707 0 0
AIR PRODS & CHEMS INC COM 009158106 2,565 22,944 SH   DFND 3 22,944 0 0
AIR PRODS & CHEMS INC COM 009158106 224 2,000 SH   DFND 6 2,000 0 0
AIR PRODS & CHEMS INC COM 009158106 4,605 41,200 SH   DFND 8 0 0 41,200
AIR T INC COM 009207101 2,930 244,600 SH   DFND 1,5 0 0 244,600
AIR TRANSPORT SERVICES GRP I COM 00922R105 7,649 945,439 SH   DFND 6 945,439 0 0
AIRGAS INC COM 009363102 559,358 5,000,969 SH   DFND 1,5 34,280 0 4,966,689
AIRGAS INC COM 009363102 2,344 20,956 SH   DFND 2 20,956 0 0
AIRGAS INC COM 009363102 395 3,532 SH   DFND 3 3,532 0 0
AIRGAS INC COM 009363102 1,868 16,700 SH   DFND 6 16,700 0 0
AIRGAS INC COM 009363102 62,680 560,397 SH   DFND 8 0 0 560,397
AIXTRON SE SPONSORED ADR 009606104 197 13,600 SH   DFND 8 0 0 13,600
AKAMAI TECHNOLOGIES INC COM 00971T101 278,145 5,895,411 SH   DFND 1,5 41,041 0 5,854,370
AKAMAI TECHNOLOGIES INC COM 00971T101 2,666 56,509 SH   DFND 2 56,509 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 660 13,987 SH   DFND 7 13,987 0 0
AKORN INC COM 009728106 5,010 203,400 SH   DFND 1,5 0 0 203,400
AKORN INC NOTE 3.500% 6/0 009728AB2 14,207 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 1,135 46,100 SH   DFND 8 0 0 46,100
ALAMOS GOLD INC COM 011527108 17,029 1,405,500 SH   DFND 6 538,700 0 866,800
ALAMOS GOLD INC COM 011527108 65,408 5,398,540 SH   DFND 7 5,351,640 0 46,900
ALAMOS GOLD INC COM 011527108 13,346 1,101,500 SH   DFND 8 0 0 1,101,500
ALAMOS GOLD INC COM 011527108 21,440 1,769,600 SH   DFND   1,769,600 0 0
ALASKA AIR GROUP INC COM 011659109 12,282 167,400 SH   DFND 6 167,400 0 0
ALASKA AIR GROUP INC COM 011659109 5,484 74,750 SH   DFND 7 74,750 0 0
ALASKA AIR GROUP INC COM 011659109 3,705 50,500 SH   DFND 8 0 0 50,500
ALASKA AIR GROUP INC COM 011659109 7,884 107,450 SH   DFND   107,450 0 0
ALBEMARLE CORP COM 012653101 71,971 1,135,372 SH   DFND 1,5 0 0 1,135,372
ALBEMARLE CORP COM 012653101 15,279 241,032 SH   DFND 6 49,220 0 191,812
ALBEMARLE CORP COM 012653101 9,724 153,400 SH   DFND 7 121,300 0 32,100
ALBEMARLE CORP COM 012653101 3,343 52,732 SH   DFND   52,732 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 23,017 5,231,090 SH   DFND 1,5 0 0 5,231,090
ALCATEL-LUCENT SPONSORED ADR 013904305 16,551 3,761,548 SH   DFND 8 0 0 3,761,548
ALCOA INC COM 013817101 12,765 1,200,800 SH   DFND 1,5 800 0 1,200,000
ALCOA INC NOTE 5.250% 3/1 013817AT8 8,263 5,000,000 PRN   DFND 1,5 0 0 0
ALCOA INC COM 013817101 3,590 337,710 SH   DFND 2 337,710 0 0
ALCOA INC COM 013817101 777 73,060 SH   DFND 3 73,060 0 0
ALERE INC COM 01449J105 90,275 2,493,792 SH   DFND 1,5 0 0 2,493,792
ALERE INC PERP PFD CONV SE 01449J204 118,528 414,001 SH   DFND 1,5 24,498 0 389,503
ALERE INC NOTE 3.000% 5/1 01449JAA3 34,836 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 9,101 251,400 SH   DFND 6 251,400 0 0
ALERE INC COM 01449J105 5,430 150,000 SH   DFND 8 0 0 150,000
ALEXANDER & BALDWIN INC NEW COM 014491104 265 6,342 SH   DFND 1,5 0 0 6,342
ALEXANDER & BALDWIN INC NEW COM 014491104 8,328 199,570 SH   DFND 6 199,570 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 109,511 1,721,325 SH   DFND 1,5 53,863 0 1,667,462
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 32,074 504,143 SH   DFND 6 504,143 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 12,379 194,571 SH   DFND 7 194,571 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 36,328 571,012 SH   DFND 8 0 0 571,012
ALEXION PHARMACEUTICALS INC COM 015351109 1,901,787 14,292,703 SH   DFND 1,5 39,400 0 14,253,303
ALEXION PHARMACEUTICALS INC COM 015351109 8,237 61,907 SH   DFND 2 61,907 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,622 12,186 SH   DFND 3 12,186 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 45,207 339,750 SH   DFND 6 192,080 0 147,670
ALEXION PHARMACEUTICALS INC COM 015351109 43,105 323,950 SH   DFND 7 251,680 0 72,270
ALEXION PHARMACEUTICALS INC COM 015351109 603,780 4,537,653 SH   DFND 8 0 0 4,537,653
ALIGN TECHNOLOGY INC COM 016255101 455,725 7,974,189 SH   DFND 1,5 186,731 0 7,787,458
ALIGN TECHNOLOGY INC COM 016255101 3,636 63,630 SH   DFND 6 63,630 0 0
ALIGN TECHNOLOGY INC COM 016255101 20,003 350,000 SH   DFND 8 0 0 350,000
ALKERMES PLC SHS G01767105 737,218 18,131,275 SH   DFND 1,5 99,400 0 18,031,875
ALKERMES PLC SHS G01767105 252 6,200 SH   DFND 6 6,200 0 0
ALKERMES PLC SHS G01767105 96,439 2,371,850 SH   DFND 8 0 0 2,371,850
ALLEGHANY CORP DEL COM 017175100 781 1,953 SH   DFND 3 1,953 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,215 34,094 SH   DFND 2 34,094 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,701 25,613 SH   DFND 6 25,613 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 102,631 2,322,505 SH   DFND 1,5 0 0 2,322,505
ALLEGION PUB LTD CO ORD SHS G0176J109 1,246 28,197 SH   DFND 2 28,197 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,105 47,626 SH   DFND 6 36,524 0 11,102
ALLEGION PUB LTD CO ORD SHS G0176J109 4,744 107,365 SH   DFND 7 104,265 0 3,100
ALLEGION PUB LTD CO ORD SHS G0176J109 769 17,400 SH   DFND 8 0 0 17,400
ALLERGAN INC COM 018490102 299,200 2,693,550 SH   DFND 1,5 15,700 0 2,677,850
ALLERGAN INC COM 018490102 10,422 93,824 SH   DFND 2 93,824 0 0
ALLERGAN INC COM 018490102 4,382 39,449 SH   DFND 3 39,449 0 0
ALLERGAN INC COM 018490102 30,521 274,770 SH   DFND 6 229,680 0 45,090
ALLERGAN INC COM 018490102 41,104 370,040 SH   DFND 7 298,060 0 71,980
ALLERGAN INC COM 018490102 9,631 86,700 SH   DFND 8 0 0 86,700
ALLETE INC COM NEW 018522300 23,668 474,500 SH   DFND 1,5 0 0 474,500
ALLIANCE DATA SYSTEMS CORP COM 018581108 674,956 2,567,056 SH   DFND 1,5 6,500 0 2,560,556
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,044 15,380 SH   DFND 2 15,380 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,595 55,510 SH   DFND 6 12,210 0 43,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 12,568 47,800 SH   DFND 7 36,400 0 11,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 38,400 146,048 SH   DFND 8 0 0 146,048
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 33,769 1,582,438 SH   DFND 1,5 0 0 1,582,438
ALLIANT ENERGY CORP COM 018802108 87,267 1,691,220 SH   DFND 1,5 0 0 1,691,220
ALLIANT ENERGY CORP COM 018802108 11,799 228,660 SH   DFND 6 228,660 0 0
ALLIANT ENERGY CORP COM 018802108 5,977 115,830 SH   DFND 7 115,830 0 0
ALLIANT ENERGY CORP COM 018802108 800 15,498 SH   DFND   15,498 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 44,471 365,471 SH   DFND 1,5 0 0 365,471
ALLIED NEVADA GOLD CORP COM 019344100 42 11,800 SH   DFND 7 11,800 0 0
ALLIED NEVADA GOLD CORP COM 019344100 1,107 311,800 SH   DFND 8 0 0 311,800
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 298,784 2,648,560 SH   DFND 1,5 0 0 2,648,560
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 30,411 269,574 SH   DFND 8 0 0 269,574
ALLISON TRANSMISSION HLDGS I COM 01973R101 40,555 1,468,837 SH   DFND 1,5 0 0 1,468,837
ALLISON TRANSMISSION HLDGS I COM 01973R101 248 9,000 SH   DFND 7 9,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 7,753 511,399 SH   DFND 1,5 0 0 511,399
ALLOT COMMUNICATIONS LTD SHS M0854Q105 12,579 829,765 SH   DFND 8 0 0 829,765
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,025 325,000 SH   DFND 1,5 0 0 325,000
ALLSTATE CORP COM 020002101 60,754 1,113,940 SH   DFND 1,5 0 0 1,113,940
ALLSTATE CORP COM 020002101 7,833 143,611 SH   DFND 2 143,611 0 0
ALLSTATE CORP COM 020002101 3,439 63,051 SH   DFND 3 63,051 0 0
ALLSTATE CORP COM 020002101 47,722 874,990 SH   DFND 8 0 0 874,990
ALMOST FAMILY INC COM 020409108 39,534 1,222,814 SH   DFND 1,5 0 0 1,222,814
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 491,375 7,638,345 SH   DFND 1,5 41,700 0 7,596,645
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 120,584 1,874,466 SH   DFND 8 0 0 1,874,466
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 29,228 3,790,956 SH   DFND 1,5 307,500 0 3,483,456
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 264 34,244 SH   DFND 8 0 0 34,244
ALPHA NATURAL RESOURCES INC COM 02076X102 104,449 14,628,698 SH   DFND 1,5 0 0 14,628,698
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 168,354 162,850,000 PRN   DFND 1,5 0 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 2,006 1,940,000 PRN   DFND 6 0 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 3,614 506,200 SH   DFND 8 0 0 506,200
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 145 140,000 PRN   DFND   0 0 0
ALTERA CORP COM 021441100 210,701 6,477,144 SH   DFND 1,5 0 0 6,477,144
ALTERA CORP COM 021441100 3,298 101,391 SH   DFND 2 101,391 0 0
ALTERA CORP COM 021441100 337 10,371 SH   DFND 3 10,371 0 0
ALTERA CORP COM 021441100 461 14,163 SH   DFND 6 14,163 0 0
ALTERA CORP COM 021441100 28,182 866,347 SH   DFND 8 0 0 866,347
ALTISOURCE ASSET MGMT CORP COM 02153X108 71,227 76,588 SH   DFND 1,5 0 0 76,588
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 198,891 1,253,804 SH   DFND 1,5 0 0 1,253,804
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 365 2,300 SH   DFND 6 2,300 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 15,127 95,360 SH   DFND 8 0 0 95,360
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 186,947 6,208,788 SH   DFND 1,5 0 0 6,208,788
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 3,878 128,800 SH   DFND 8 0 0 128,800
ALTRIA GROUP INC COM 02209S103 1,117,741 29,115,433 SH   DFND 1,5 535,406 0 28,580,027
ALTRIA GROUP INC COM 02209S103 24,242 631,473 SH   DFND 2 631,473 0 0
ALTRIA GROUP INC COM 02209S103 9,238 240,624 SH   DFND 3 240,624 0 0
ALTRIA GROUP INC COM 02209S103 8,456 220,272 SH   DFND 6 208,862 0 11,410
ALTRIA GROUP INC COM 02209S103 124,320 3,238,341 SH   DFND 8 0 0 3,238,341
ALTRIA GROUP INC COM 02209S103 56,861 1,481,150 SH   DFND   1,481,150 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 7,290 300,364 SH   DFND 1,5 0 0 300,364
AMAG PHARMACEUTICALS INC COM 00163U106 23,538 969,820 SH   DFND 8 0 0 969,820
AMARIN CORP PLC SPONS ADR NEW 023111206 737 374,200 SH   DFND 1,5 0 0 374,200
AMARIN CORP PLC SPONS ADR NEW 023111206 51 25,840 SH   DFND 6 25,840 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 316 160,492 SH   DFND 7 79,792 0 80,700
AMAZON COM INC COM 023135106 6,864,278 17,212,764 SH   DFND 1,5 32,370 0 17,180,394
AMAZON COM INC COM 023135106 46,684 117,063 SH   DFND 2 117,063 0 0
AMAZON COM INC COM 023135106 17,572 44,063 SH   DFND 3 44,063 0 0
AMAZON COM INC COM 023135106 50,645 126,996 SH   DFND 6 115,666 0 11,330
AMAZON COM INC COM 023135106 30,208 75,750 SH   DFND 7 58,810 0 16,940
AMAZON COM INC COM 023135106 181,150 454,250 SH   DFND 8 0 0 454,250
AMAZON COM INC COM 023135106 3,379 8,472 SH   DFND   8,472 0 0
AMBAC FINL GROUP INC COM NEW 023139884 14,003 570,160 SH   DFND 1,5 0 0 570,160
AMBASSADORS GROUP INC COM 023177108 8,232 1,770,356 SH   DFND 1,5 0 0 1,770,356
AMBEV SA SPONSORED ADR 02319V103 180,421 24,547,015 SH   DFND 1,5 507,185 0 24,039,830
AMBEV SA SPONSORED ADR 02319V103 85 11,608 SH   DFND 3 11,608 0 0
AMBEV SA SPONSORED ADR 02319V103 665 90,500 SH   DFND 6 90,500 0 0
AMBEV SA SPONSORED ADR 02319V103 8,243 1,121,525 SH   DFND 8 0 0 1,121,525
AMBIT BIOSCIENCES CORP COM 02318X100 8,856 918,684 SH   DFND 8 0 0 918,684
AMC NETWORKS INC CL A 00164V103 45,532 668,508 SH   DFND 1,5 0 0 668,508
AMC NETWORKS INC CL A 00164V103 658 9,667 SH   DFND 6 9,667 0 0
AMC NETWORKS INC CL A 00164V103 7,574 111,200 SH   DFND 8 0 0 111,200
AMDOCS LTD ORD G02602103 540,331 13,102,113 SH   DFND 1,5 0 0 13,102,113
AMDOCS LTD ORD G02602103 1,707 41,400 SH   DFND 7 41,400 0 0
AMDOCS LTD ORD G02602103 4,376 106,100 SH   DFND 8 0 0 106,100
AMEDISYS INC COM 023436108 64,072 4,379,500 SH   DFND 1,5 0 0 4,379,500
AMERCO COM 023586100 2,378 10,000 SH   DFND 1,5 0 0 10,000
AMERCO COM 023586100 6,255 26,300 SH   DFND 8 0 0 26,300
AMEREN CORP COM 023608102 133,832 3,701,110 SH   DFND 1,5 0 0 3,701,110
AMEREN CORP COM 023608102 2,770 76,608 SH   DFND 2 76,608 0 0
AMEREN CORP COM 023608102 617 17,069 SH   DFND 3 17,069 0 0
AMEREN CORP COM 023608102 21,133 584,436 SH   DFND 8 0 0 584,436
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 313,762 13,425,843 SH   DFND 1,5 306,327 0 13,119,516
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 484 20,719 SH   DFND 3 20,719 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 790 33,800 SH   DFND 6 33,800 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 435,267 17,238,288 SH   DFND 1,5 100,050 0 17,138,238
AMERICAN AIRLS GROUP INC COM 02376R102 16,987 672,750 SH   DFND 6 540,040 0 132,710
AMERICAN AIRLS GROUP INC COM 02376R102 8,875 351,480 SH   DFND 7 254,940 0 96,540
AMERICAN AIRLS GROUP INC COM 02376R102 30,454 1,206,100 SH   DFND 8 0 0 1,206,100
AMERICAN AIRLS GROUP INC COM 02376R102 2,515 99,586 SH   DFND   99,586 0 0
AMERICAN ASSETS TR INC COM 024013104 49,854 1,586,192 SH   DFND 1,5 0 0 1,586,192
AMERICAN CAP LTD COM 02503Y103 31,280 2,000,000 SH   DFND 8 0 0 2,000,000
AMERICAN CAPITAL AGENCY CORP COM 02503X105 207,123 10,737,312 SH   DFND 1,5 175,023 0 10,562,289
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,225 63,500 SH   DFND 6 63,500 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 6,784 351,700 SH   DFND 8 0 0 351,700
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 72,426 5,029,585 SH   DFND 1,5 112,250 0 4,917,335
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 540 37,515 SH   DFND 6 37,515 0 0
AMERICAN ELEC PWR INC COM 025537101 256,397 5,485,594 SH   DFND 1,5 58,183 0 5,427,411
AMERICAN ELEC PWR INC COM 025537101 7,191 153,854 SH   DFND 2 153,854 0 0
AMERICAN ELEC PWR INC COM 025537101 2,882 61,653 SH   DFND 3 61,653 0 0
AMERICAN ELEC PWR INC COM 025537101 5,976 127,863 SH   DFND 6 67,713 0 60,150
AMERICAN ELEC PWR INC COM 025537101 795 17,000 SH   DFND 7 400 0 16,600
AMERICAN ELEC PWR INC COM 025537101 78,384 1,677,013 SH   DFND 8 0 0 1,677,013
AMERICAN EXPRESS CO COM 025816109 2,593,413 28,583,851 SH   DFND 1,5 104,050 0 28,479,801
AMERICAN EXPRESS CO COM 025816109 26,392 290,883 SH   DFND 2 290,883 0 0
AMERICAN EXPRESS CO COM 025816109 9,891 109,016 SH   DFND 3 109,016 0 0
AMERICAN EXPRESS CO COM 025816109 5,123 56,464 SH   DFND 6 56,464 0 0
AMERICAN EXPRESS CO COM 025816109 2,404 26,500 SH   DFND 7 26,500 0 0
AMERICAN EXPRESS CO COM 025816109 19,507 215,000 SH   DFND 8 0 0 215,000
AMERICAN INTL GROUP INC COM NEW 026874784 782,229 15,322,792 SH   DFND 1,5 424,403 0 14,898,389
AMERICAN INTL GROUP INC COM NEW 026874784 23,732 464,870 SH   DFND 2 464,870 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,033 118,181 SH   DFND 3 118,181 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 16,120 315,760 SH   DFND 6 189,900 0 125,860
AMERICAN INTL GROUP INC COM NEW 026874784 7,836 153,500 SH   DFND 7 118,760 0 34,740
AMERICAN INTL GROUP INC COM NEW 026874784 59,090 1,157,500 SH   DFND 8 0 0 1,157,500
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 1,247 61,569 SH   DFND 8 0 0 61,569
AMERICAN PUBLIC EDUCATION IN COM 02913V103 54,697 1,258,259 SH   DFND 1,5 0 0 1,258,259
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 8,447 492,246 SH   DFND 1,5 0 0 492,246
AMERICAN RLTY CAP PPTYS INC COM 02917T104 8,040 625,210 SH   DFND 1,5 0 0 625,210
AMERICAN TOWER CORP NEW COM 03027X100 1,114,090 13,957,525 SH   DFND 1,5 42,400 0 13,915,125
AMERICAN TOWER CORP NEW COM 03027X100 9,946 124,601 SH   DFND 2 124,601 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,945 49,425 SH   DFND 3 49,425 0 0
AMERICAN TOWER CORP NEW COM 03027X100 44,647 559,340 SH   DFND 6 297,000 0 262,340
AMERICAN TOWER CORP NEW COM 03027X100 33,986 425,780 SH   DFND 7 325,180 0 100,600
AMERICAN TOWER CORP NEW COM 03027X100 143,162 1,793,566 SH   DFND 8 0 0 1,793,566
AMERICAN WOODMARK CORP COM 030506109 4,414 111,671 SH   DFND 6 111,671 0 0
AMERICAN WOODMARK CORP COM 030506109 6,784 171,614 SH   DFND 8 0 0 171,614
AMERICAN WTR WKS CO INC NEW COM 030420103 5,385 127,420 SH   DFND 1,5 0 0 127,420
AMERICAN WTR WKS CO INC NEW COM 030420103 8,731 206,600 SH   DFND 8 0 0 206,600
AMERICAN WTR WKS CO INC NEW COM 030420103 16,835 398,377 SH   DFND   398,377 0 0
AMERIPRISE FINL INC COM 03076C106 1,206,771 10,489,101 SH   DFND 1,5 162,100 0 10,327,001
AMERIPRISE FINL INC COM 03076C106 7,067 61,423 SH   DFND 2 61,423 0 0
AMERIPRISE FINL INC COM 03076C106 1,566 13,609 SH   DFND 3 13,609 0 0
AMERIPRISE FINL INC COM 03076C106 6,144 53,405 SH   DFND 6 27,145 0 26,260
AMERIPRISE FINL INC COM 03076C106 786 6,830 SH   DFND 7 0 0 6,830
AMERIPRISE FINL INC COM 03076C106 59,842 520,140 SH   DFND 8 0 0 520,140
AMERISAFE INC COM 03071H100 109,320 2,588,079 SH   DFND 1,5 0 0 2,588,079
AMERISOURCEBERGEN CORP COM 03073E105 360,578 5,128,406 SH   DFND 1,5 0 0 5,128,406
AMERISOURCEBERGEN CORP COM 03073E105 5,107 72,629 SH   DFND 2 72,629 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,353 47,692 SH   DFND 3 47,692 0 0
AMERISOURCEBERGEN CORP COM 03073E105 598 8,500 SH   DFND 6 8,500 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11,397 162,100 SH   DFND 8 0 0 162,100
AMETEK INC NEW COM 031100100 614,914 11,674,850 SH   DFND 1,5 0 0 11,674,850
AMETEK INC NEW COM 031100100 4,070 77,277 SH   DFND 2 77,277 0 0
AMETEK INC NEW COM 031100100 386 7,338 SH   DFND 3 7,338 0 0
AMETEK INC NEW COM 031100100 1,896 36,000 SH   DFND 6 36,000 0 0
AMETEK INC NEW COM 031100100 7,419 140,849 SH   DFND 8 0 0 140,849
AMGEN INC COM 031162100 4,236,966 37,114,282 SH   DFND 1,5 214,775 0 36,899,507
AMGEN INC COM 031162100 27,182 238,103 SH   DFND 2 238,103 0 0
AMGEN INC COM 031162100 8,905 78,008 SH   DFND 3 78,008 0 0
AMGEN INC COM 031162100 24,084 210,964 SH   DFND 6 210,964 0 0
AMGEN INC COM 031162100 7,553 66,161 SH   DFND 7 66,161 0 0
AMGEN INC COM 031162100 1,151,123 10,083,421 SH   DFND 8 0 0 10,083,421
AMICUS THERAPEUTICS INC COM 03152W109 1,321 562,204 SH   DFND 1,5 0 0 562,204
AMIRA NATURE FOODS LTD SHS G0335L102 26,710 1,694,781 SH   DFND 1,5 170,235 0 1,524,546
AMIRA NATURE FOODS LTD SHS G0335L102 6,269 397,800 SH   DFND 6 397,800 0 0
AMPHENOL CORP NEW CL A 032095101 1,411,565 15,828,272 SH   DFND 1,5 34,450 0 15,793,822
AMPHENOL CORP NEW CL A 032095101 4,457 49,975 SH   DFND 2 49,975 0 0
AMPHENOL CORP NEW CL A 032095101 719 8,062 SH   DFND 3 8,062 0 0
AMPHENOL CORP NEW CL A 032095101 756 8,475 SH   DFND 7 8,475 0 0
AMPHENOL CORP NEW CL A 032095101 312 3,500 SH   DFND 8 0 0 3,500
AMSURG CORP COM 03232P405 209,707 4,566,800 SH   DFND 1,5 0 0 4,566,800
AMSURG CORP COM 03232P405 784 17,080 SH   DFND 6 11,400 0 5,680
AMSURG CORP COM 03232P405 1,378 30,000 SH   DFND 8 0 0 30,000
AMTRUST FINL SVCS INC COM 032359309 6,204 189,781 SH   DFND 1,5 0 0 189,781
AMTRUST FINL SVCS INC COM 032359309 7,237 221,390 SH   DFND 6 221,390 0 0
AMYRIS INC COM 03236M101 18,882 3,569,407 SH   DFND 1,5 0 0 3,569,407
AMYRIS INC COM 03236M101 2,173 410,689 SH   DFND 6 410,689 0 0
AMYRIS INC COM 03236M101 564 106,700 SH   DFND 8 0 0 106,700
ANACOR PHARMACEUTICALS INC COM 032420101 1,678 100,000 SH   DFND 1,5 0 0 100,000
ANADARKO PETE CORP COM 032511107 1,342,511 16,925,252 SH   DFND 1,5 87,687 0 16,837,565
ANADARKO PETE CORP COM 032511107 12,604 158,898 SH   DFND 2 158,898 0 0
ANADARKO PETE CORP COM 032511107 4,149 52,304 SH   DFND 3 52,304 0 0
ANADARKO PETE CORP COM 032511107 19,757 249,075 SH   DFND 6 132,015 0 117,060
ANADARKO PETE CORP COM 032511107 10,896 137,367 SH   DFND 7 101,757 0 35,610
ANADARKO PETE CORP COM 032511107 211,168 2,662,232 SH   DFND 8 0 0 2,662,232
ANADARKO PETE CORP COM 032511107 10,980 138,429 SH   DFND   138,429 0 0
ANALOG DEVICES INC COM 032654105 97,619 1,916,738 SH   DFND 1,5 0 0 1,916,738
ANALOG DEVICES INC COM 032654105 5,002 98,207 SH   DFND 2 98,207 0 0
ANALOG DEVICES INC COM 032654105 1,463 28,735 SH   DFND 3 28,735 0 0
ANALOG DEVICES INC COM 032654105 309 6,068 SH   DFND 8 0 0 6,068
ANAREN INC COM 032744104 5,038 179,999 SH   DFND 7 179,999 0 0
ANAREN INC COM 032744104 1,702 60,800 SH   DFND 8 0 0 60,800
ANAREN INC COM 032744104 30,501 1,089,712 SH   DFND   1,089,712 0 0
ANDERSONS INC COM 034164103 1,033 11,590 SH   DFND 6 7,680 0 3,910
ANGIES LIST INC COM 034754101 94,855 6,261,029 SH   DFND 1,5 0 0 6,261,029
ANGIES LIST INC COM 034754101 20,861 1,376,986 SH   DFND 8 0 0 1,376,986
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 16,554 1,412,469 SH   DFND 1,5 147,586 0 1,264,883
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 28,900 2,465,908 SH   DFND 8 0 0 2,465,908
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 670,378 6,296,991 SH   DFND 1,5 0 0 6,296,991
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 235 2,210 SH   DFND 3 2,210 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4,185 39,309 SH   DFND 6 39,309 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 39,247 38,786,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 158,198 15,867,408 SH   DFND 1,5 200,688 0 15,666,720
ANNALY CAP MGMT INC COM 035710409 380 38,072 SH   DFND 3 38,072 0 0
ANNALY CAP MGMT INC COM 035710409 744 74,600 SH   DFND 6 74,600 0 0
ANNALY CAP MGMT INC COM 035710409 6,821 684,200 SH   DFND 8 0 0 684,200
ANNIES INC COM 03600T104 35,582 826,719 SH   DFND 1,5 0 0 826,719
ANNIES INC COM 03600T104 529 12,300 SH   DFND 6 12,300 0 0
ANNIES INC COM 03600T104 19,048 442,569 SH   DFND 8 0 0 442,569
ANSYS INC COM 03662Q105 539,254 6,184,111 SH   DFND 1,5 0 0 6,184,111
ANSYS INC COM 03662Q105 14,910 170,989 SH   DFND 8 0 0 170,989
ANTARES PHARMA INC COM 036642106 1,837 410,000 SH   DFND 8 0 0 410,000
ANTERO RES CORP COM 03674X106 653 10,300 SH   DFND 1,5 0 0 10,300
ANWORTH MORTGAGE ASSET CP COM 037347101 7,393 1,756,110 SH   DFND 1,5 0 0 1,756,110
AOL INC COM 00184X105 270 5,800 SH   DFND 1,5 0 0 5,800
AOL INC COM 00184X105 424 9,100 SH   DFND 8 0 0 9,100
AON PLC SHS CL A G0408V102 7,974 95,051 SH   DFND 2 95,051 0 0
AON PLC SHS CL A G0408V102 1,486 17,710 SH   DFND 3 17,710 0 0
AON PLC SHS CL A G0408V102 948 11,300 SH   DFND 6 7,200 0 4,100
AON PLC SHS CL A G0408V102 9,236 110,100 SH   DFND 8 0 0 110,100
APACHE CORP COM 037411105 654,196 7,612,237 SH   DFND 1,5 403,478 0 7,208,759
APACHE CORP COM 037411105 10,833 126,052 SH   DFND 2 126,052 0 0
APACHE CORP COM 037411105 4,633 53,908 SH   DFND 3 53,908 0 0
APACHE CORP COM 037411105 96,299 1,120,538 SH   DFND 6 617,078 0 503,460
APACHE CORP COM 037411105 118,833 1,382,742 SH   DFND 7 1,264,842 0 117,900
APACHE CORP COM 037411105 1,283 14,933 SH   DFND 8 0 0 14,933
APACHE CORP COM 037411105 4,468 51,992 SH   DFND   51,992 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 170,854 6,594,128 SH   DFND 1,5 78,797 0 6,515,331
APARTMENT INVT & MGMT CO CL A 03748R101 1,194 46,071 SH   DFND 2 46,071 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 526 20,293 SH   DFND 3 20,293 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 64,750 2,499,045 SH   DFND 8 0 0 2,499,045
APOLLO ED GROUP INC CL A 037604105 16,342 598,161 SH   DFND 1,5 0 0 598,161
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 130,453 4,126,950 SH   DFND 1,5 0 0 4,126,950
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 7,903 250,000 SH   DFND 8 0 0 250,000
APOLLO INVT CORP COM 03761U106 130,222 15,356,408 SH   DFND 1,5 643,581 0 14,712,827
APOLLO INVT CORP COM 03761U106 1,509 177,900 SH   DFND 6 177,900 0 0
APOLLO INVT CORP COM 03761U106 14,416 1,700,000 SH   DFND 8 0 0 1,700,000
APPLE INC COM 037833100 14,500,272 25,842,120 SH   DFND 1,5 63,792 0 25,778,328
APPLE INC COM 037833100 159,399 284,078 SH   DFND 2 284,078 0 0
APPLE INC COM 037833100 46,564 82,985 SH   DFND 3 82,985 0 0
APPLE INC COM 037833100 424,073 755,776 SH   DFND 6 458,276 0 297,500
APPLE INC COM 037833100 479,439 854,448 SH   DFND 7 794,398 0 60,050
APPLE INC COM 037833100 222,966 397,366 SH   DFND 8 0 0 397,366
APPLE INC COM 037833100 69,349 123,592 SH   DFND   123,592 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 38,282 779,830 SH   DFND 1,5 0 0 779,830
APPLIED MATLS INC COM 038222105 489,691 27,681,784 SH   DFND 1,5 1,176,341 0 26,505,443
APPLIED MATLS INC COM 038222105 6,726 380,201 SH   DFND 2 380,201 0 0
APPLIED MATLS INC COM 038222105 1,344 75,984 SH   DFND 3 75,984 0 0
APPLIED MATLS INC COM 038222105 9,910 560,190 SH   DFND 6 560,190 0 0
APPLIED MATLS INC COM 038222105 1,523 86,080 SH   DFND 7 86,080 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 142,930 10,682,363 SH   DFND 1,5 53,300 0 10,629,063
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 267 19,950 SH   DFND 6 19,950 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 5,034 376,218 SH   DFND 8 0 0 376,218
APTARGROUP INC COM 038336103 20,466 301,809 SH   DFND 1,5 0 0 301,809
APTARGROUP INC COM 038336103 32,674 481,847 SH   DFND 8 0 0 481,847
ARAMARK HLDGS CORP COM 03852U106 35,085 1,338,100 SH   DFND 1,5 0 0 1,338,100
ARAMARK HLDGS CORP COM 03852U106 5,566 212,264 SH   DFND 8 0 0 212,264
ARATANA THERAPEUTICS INC COM 03874P101 3,870 222,288 SH   DFND 1,5 0 0 222,288
ARATANA THERAPEUTICS INC COM 03874P101 14,991 802,712 SH   DFND 8 0 0 802,712
ARBOR RLTY TR INC COM 038923108 20,050 3,010,475 SH   DFND 1,5 0 0 3,010,475
ARBOR RLTY TR INC COM 038923108 5,508 827,090 SH   DFND 6 827,090 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 14,684 568,500 SH   DFND 1,5 0 0 568,500
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,721 152,500 SH   DFND 1,5 0 0 152,500
ARCH CAP GROUP LTD ORD G0450A105 67,842 1,136,575 SH   DFND 1,5 72,275 0 1,064,300
ARCH CAP GROUP LTD ORD G0450A105 844 14,142 SH   DFND 3 14,142 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 553,305 12,748,973 SH   DFND 1,5 33,600 0 12,715,373
ARCHER DANIELS MIDLAND CO COM 039483102 9,016 207,743 SH   DFND 2 207,743 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,005 46,209 SH   DFND 3 46,209 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 24 23,000 PRN   DFND 3 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,883 181,632 SH   DFND 6 16,132 0 165,500
ARCHER DANIELS MIDLAND CO COM 039483102 50,048 1,153,180 SH   DFND 8 0 0 1,153,180
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 64,139 5,291,994 SH   DFND 1,5 149,665 0 5,142,329
ARDMORE SHIPPING CORP COM Y0207T100 4,452 286,100 SH   DFND 6 286,100 0 0
ARENA PHARMACEUTICALS INC COM 040047102 347 59,373 SH   DFND 8 0 0 59,373
ARES CAP CORP COM 04010L103 3,307 186,100 SH   DFND 1,5 0 0 186,100
ARES CAP CORP COM 04010L103 17,770 1,000,000 SH   DFND 8 0 0 1,000,000
ARGAN INC COM 04010E109 861 31,228 SH   DFND 1,5 0 0 31,228
ARIAD PHARMACEUTICALS INC COM 04033A100 46,245 6,780,800 SH   DFND 1,5 0 0 6,780,800
ARIAD PHARMACEUTICALS INC COM 04033A100 70,164 10,287,946 SH   DFND 8 0 0 10,287,946
ARK RESTAURANTS CORP COM 040712101 4,981 224,895 SH   DFND 1,5 0 0 224,895
ARKANSAS BEST CORP DEL COM 040790107 1,994 59,200 SH   DFND 8 0 0 59,200
ARM HLDGS PLC SPONSORED ADR 042068106 225,577 4,120,882 SH   DFND 1,5 700 0 4,120,182
ARM HLDGS PLC SPONSORED ADR 042068106 1,668 30,464 SH   DFND 3 30,464 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 13,697 1,475,919 SH   DFND 6 1,475,919 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 165,357 2,870,287 SH   DFND 1,5 0 0 2,870,287
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,959 34,000 SH   DFND 6 3,200 0 30,800
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,171 20,323 SH   DFND   20,323 0 0
ARQULE INC COM 04269E107 1,301 605,130 SH   DFND 1,5 0 0 605,130
ARRAY BIOPHARMA INC COM 04269X105 24,699 4,929,970 SH   DFND 1,5 25,800 0 4,904,170
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 11,928 11,400,000 PRN   DFND 1,5 0 0 0
ARRAY BIOPHARMA INC COM 04269X105 39,178 7,820,000 SH   DFND 8 0 0 7,820,000
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 973 271,041 SH   DFND 1,5 0 0 271,041
ARROW ELECTRS INC COM 042735100 244,821 4,512,825 SH   DFND 1,5 0 0 4,512,825
ARROW ELECTRS INC COM 042735100 1,732 31,930 SH   DFND 6 26,500 0 5,430
ARROW ELECTRS INC COM 042735100 1,394 25,700 SH   DFND 8 0 0 25,700
ARTHROCARE CORP COM 043136100 6,841 170,000 SH   DFND 8 0 0 170,000
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 40,660 623,714 SH   DFND 1,5 26,780 0 596,934
ARUBA NETWORKS INC COM 043176106 135,166 7,551,150 SH   DFND 1,5 0 0 7,551,150
ARUBA NETWORKS INC COM 043176106 10,296 575,190 SH   DFND 6 575,190 0 0
ARUBA NETWORKS INC COM 043176106 8,900 497,220 SH   DFND 8 0 0 497,220
ASBURY AUTOMOTIVE GROUP INC COM 043436104 154,713 2,878,909 SH   DFND 1,5 0 0 2,878,909
ASCENA RETAIL GROUP INC COM 04351G101 152,481 7,206,083 SH   DFND 1,5 600 0 7,205,483
ASCENA RETAIL GROUP INC COM 04351G101 12,373 584,740 SH   DFND 6 405,640 0 179,100
ASCENA RETAIL GROUP INC COM 04351G101 1,581 74,700 SH   DFND 7 72,700 0 2,000
ASCENA RETAIL GROUP INC COM 04351G101 3,815 180,316 SH   DFND   180,316 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 313 17,178 SH   DFND 1,5 0 0 17,178
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 3,226 121,699 SH   DFND 1,5 0 0 121,699
ASHLAND INC NEW COM 044209104 190,116 1,959,149 SH   DFND 1,5 100 0 1,959,049
ASHLAND INC NEW COM 044209104 205,211 2,114,710 SH   DFND 6 1,540,730 0 573,980
ASHLAND INC NEW COM 044209104 165,968 1,710,306 SH   DFND 7 1,621,026 0 89,280
ASHLAND INC NEW COM 044209104 110,966 1,143,504 SH   DFND 8 0 0 1,143,504
ASHLAND INC NEW COM 044209104 14,863 153,161 SH   DFND   153,161 0 0
ASIAINFO-LINKAGE INC COM 04518A104 2,342 195,800 SH   DFND 1,5 0 0 195,800
ASIAINFO-LINKAGE INC COM 04518A104 5,942 496,811 SH   DFND 4 496,811 0 0
ASM INTL N V NY REGISTER SH N07045102 16,322 494,609 SH   DFND 1,5 0 0 494,609
ASM INTL N V NY REGISTER SH N07045102 620 18,790 SH   DFND 8 0 0 18,790
ASML HOLDING N V N Y REGISTRY SHS N07059210 277,360 2,960,085 SH   DFND 1,5 27,922 0 2,932,163
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 186,968 4,525,981 SH   DFND 1,5 0 0 4,525,981
ASPEN TECHNOLOGY INC COM 045327103 116,915 2,797,007 SH   DFND 1,5 73,596 0 2,723,411
ASPEN TECHNOLOGY INC COM 045327103 11,087 265,230 SH   DFND 6 265,230 0 0
ASPEN TECHNOLOGY INC COM 045327103 7,308 174,830 SH   DFND 7 174,530 0 300
ASPEN TECHNOLOGY INC COM 045327103 24,023 574,707 SH   DFND 8 0 0 574,707
ASPEN TECHNOLOGY INC COM 045327103 5,946 142,250 SH   DFND   142,250 0 0
ASSOCIATED BANC CORP COM 045487105 239,047 13,738,351 SH   DFND 1,5 0 0 13,738,351
ASSOCIATED ESTATES RLTY CORP COM 045604105 8,101 504,708 SH   DFND 1,5 0 0 504,708
ASSURANT INC COM 04621X108 371,672 5,600,000 SH   DFND 1,5 0 0 5,600,000
ASSURANT INC COM 04621X108 1,524 22,959 SH   DFND 2 22,959 0 0
ASSURANT INC COM 04621X108 482 7,268 SH   DFND 3 7,268 0 0
ASSURANT INC COM 04621X108 4,865 73,300 SH   DFND 8 0 0 73,300
ASSURED GUARANTY LTD COM G0585R106 40,878 1,732,844 SH   DFND 1,5 87,900 0 1,644,944
ASSURED GUARANTY LTD COM G0585R106 3,744 158,700 SH   DFND 8 0 0 158,700
ASTORIA FINL CORP COM 046265104 128,273 9,274,999 SH   DFND 1,5 0 0 9,274,999
ASTRAZENECA PLC SPONSORED ADR 046353108 434,599 7,320,182 SH   DFND 1,5 0 0 7,320,182
ASTRAZENECA PLC SPONSORED ADR 046353108 342 5,767 SH   DFND 3 5,767 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 81,224 1,368,100 SH   DFND 8 0 0 1,368,100
ASTRONICS CORP COM 046433108 5,294 103,802 SH   DFND 6 103,802 0 0
ASTRONICS CORP COM 046433108 1,605 31,470 SH   DFND 7 15,900 0 15,570
AT&T INC COM 00206R102 714,328 20,316,497 SH   DFND 1,5 492,756 0 19,823,741
AT&T INC COM 00206R102 58,481 1,663,286 SH   DFND 2 1,663,286 0 0
AT&T INC COM 00206R102 13,032 370,659 SH   DFND 3 370,659 0 0
AT&T INC COM 00206R102 6,321 179,767 SH   DFND 6 179,767 0 0
AT&T INC COM 00206R102 15,295 435,000 SH   DFND 7 435,000 0 0
AT&T INC COM 00206R102 114,653 3,260,888 SH   DFND 8 0 0 3,260,888
AT&T INC COM 00206R102 16,009 455,316 SH   DFND   455,316 0 0
ATHENAHEALTH INC COM 04685W103 545,104 4,052,821 SH   DFND 1,5 11,100 0 4,041,721
ATHENAHEALTH INC COM 04685W103 874 6,500 SH   DFND 6 6,500 0 0
ATHENAHEALTH INC COM 04685W103 37,616 279,676 SH   DFND 8 0 0 279,676
ATHLON ENERGY INC COM 047477104 1,692 55,947 SH   DFND 6 55,947 0 0
ATHLON ENERGY INC COM 047477104 1,655 54,700 SH   DFND 7 54,700 0 0
ATHLON ENERGY INC COM 047477104 2,371 78,376 SH   DFND   78,376 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 174 50,000 SH   DFND 8 0 0 50,000
ATLANTIC TELE NETWORK INC COM NEW 049079205 63,180 1,116,840 SH   DFND 1,5 0 0 1,116,840
ATLANTIC TELE NETWORK INC COM NEW 049079205 7,066 124,900 SH   DFND 8 0 0 124,900
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 918 22,305 SH   DFND 8 0 0 22,305
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 122,296 3,489,187 SH   DFND 1,5 0 0 3,489,187
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 20,470 584,018 SH   DFND 8 0 0 584,018
ATMEL CORP COM 049513104 3,899 498,003 SH   DFND 1,5 0 0 498,003
ATMOS ENERGY CORP COM 049560105 198,220 4,364,154 SH   DFND 1,5 0 0 4,364,154
ATMOS ENERGY CORP COM 049560105 21,894 482,030 SH   DFND 6 482,030 0 0
ATMOS ENERGY CORP COM 049560105 8,039 177,000 SH   DFND 7 177,000 0 0
ATMOS ENERGY CORP COM 049560105 1,077 23,709 SH   DFND   23,709 0 0
ATRICURE INC COM 04963C209 3,736 200,000 SH   DFND 1,5 0 0 200,000
ATRICURE INC COM 04963C209 11,208 600,000 SH   DFND 8 0 0 600,000
ATRION CORP COM 049904105 5,036 17,000 SH   DFND 1,5 7,000 0 10,000
ATWOOD OCEANICS INC COM 050095108 38,718 725,200 SH   DFND 1,5 0 0 725,200
AUDIENCE INC COM 05070J102 886 76,127 SH   DFND 1,5 0 0 76,127
AUTODESK INC COM 052769106 159,381 3,166,713 SH   DFND 1,5 6,500 0 3,160,213
AUTODESK INC COM 052769106 3,585 71,230 SH   DFND 2 71,230 0 0
AUTODESK INC COM 052769106 1,428 28,368 SH   DFND 3 28,368 0 0
AUTODESK INC COM 052769106 5,184 103,000 SH   DFND 6 103,000 0 0
AUTODESK INC COM 052769106 42,032 835,137 SH   DFND 8 0 0 835,137
AUTOHOME INC SP ADR RP CL A 05278C107 5,931 162,100 SH   DFND 1,5 0 0 162,100
AUTOHOME INC SP ADR RP CL A 05278C107 234 6,400 SH   DFND 8 0 0 6,400
AUTOLIV INC COM 052800109 192,757 2,099,750 SH   DFND 1,5 33,900 0 2,065,850
AUTOLIV INC COM 052800109 2,998 32,655 SH   DFND 8 0 0 32,655
AUTOMATIC DATA PROCESSING IN COM 053015103 31,469 389,424 SH   DFND 1,5 0 0 389,424
AUTOMATIC DATA PROCESSING IN COM 053015103 12,283 152,002 SH   DFND 2 152,002 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,565 81,235 SH   DFND 3 81,235 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,400 42,076 SH   DFND 8 0 0 42,076
AUTONATION INC COM 05329W102 52,175 1,050,000 SH   DFND 1,5 7,400 0 1,042,600
AUTONATION INC COM 05329W102 1,013 20,384 SH   DFND 2 20,384 0 0
AUTONATION INC COM 05329W102 230 4,621 SH   DFND 3 4,621 0 0
AUTOZONE INC COM 053332102 522,657 1,093,561 SH   DFND 1,5 0 0 1,093,561
AUTOZONE INC COM 053332102 5,135 10,745 SH   DFND 2 10,745 0 0
AUTOZONE INC COM 053332102 1,933 4,044 SH   DFND 3 4,044 0 0
AUTOZONE INC COM 053332102 18,222 38,126 SH   DFND 6 13,456 0 24,670
AUTOZONE INC COM 053332102 13,679 28,620 SH   DFND 7 22,060 0 6,560
AUTOZONE INC COM 053332102 67,693 141,634 SH   DFND 8 0 0 141,634
AUXILIUM PHARMACEUTICALS INC COM 05334D107 54,888 2,646,500 SH   DFND 1,5 15,800 0 2,630,700
AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 16,276 14,600,000 PRN   DFND 1,5 0 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 15,329 739,109 SH   DFND 8 0 0 739,109
AVAGO TECHNOLOGIES LTD SHS Y0486S104 117,848 2,228,174 SH   DFND 1,5 150 0 2,228,024
AVAGO TECHNOLOGIES LTD SHS Y0486S104 693 13,100 SH   DFND 6 13,100 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 244 4,612 SH   DFND 8 0 0 4,612
AVALON RARE METALS INC COM 053470100 11 20,000 SH   DFND   20,000 0 0
AVALONBAY CMNTYS INC COM 053484101 290,523 2,457,270 SH   DFND 1,5 50,121 0 2,407,149
AVALONBAY CMNTYS INC COM 053484101 4,541 38,408 SH   DFND 2 38,408 0 0
AVALONBAY CMNTYS INC COM 053484101 763 6,454 SH   DFND 3 6,454 0 0
AVALONBAY CMNTYS INC COM 053484101 21,596 182,663 SH   DFND 6 182,663 0 0
AVALONBAY CMNTYS INC COM 053484101 8,007 67,725 SH   DFND 7 67,725 0 0
AVALONBAY CMNTYS INC COM 053484101 146,953 1,242,941 SH   DFND 8 0 0 1,242,941
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 162 48,100 SH   DFND 6 48,100 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 29,524 8,786,800 SH   DFND 8 0 0 8,786,800
AVEO PHARMACEUTICALS INC COM 053588109 1,602 870,455 SH   DFND 1,5 0 0 870,455
AVERY DENNISON CORP COM 053611109 45,174 900,057 SH   DFND 1,5 0 0 900,057
AVERY DENNISON CORP COM 053611109 1,531 30,505 SH   DFND 2 30,505 0 0
AVERY DENNISON CORP COM 053611109 9,823 195,720 SH   DFND 6 195,720 0 0
AVID TECHNOLOGY INC COM 05367P100 6,016 738,100 SH   DFND 8 0 0 738,100
AVID TECHNOLOGY INC COM 05367P100 700 85,900 SH   DFND   85,900 0 0
AVIV REIT INC MD COM 05381L101 42,921 1,811,000 SH   DFND 1,5 32,300 0 1,778,700
AVNET INC COM 053807103 94,969 2,153,014 SH   DFND 1,5 0 0 2,153,014
AVNET INC COM 053807103 998 22,628 SH   DFND 3 22,628 0 0
AVNET INC COM 053807103 3,691 83,680 SH   DFND 6 39,210 0 44,470
AVNET INC COM 053807103 502 11,390 SH   DFND 7 0 0 11,390
AVON PRODS INC COM 054303102 14,975 869,615 SH   DFND 1,5 200 0 869,415
AVON PRODS INC COM 054303102 2,358 136,956 SH   DFND 2 136,956 0 0
AVON PRODS INC COM 054303102 221 12,813 SH   DFND 3 12,813 0 0
AXIALL CORP COM 05463D100 246,874 5,203,920 SH   DFND 1,5 0 0 5,203,920
AXIALL CORP COM 05463D100 83,897 1,768,497 SH   DFND 8 0 0 1,768,497
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 478,217 10,052,906 SH   DFND 1,5 0 0 10,052,906
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21,126 444,100 SH   DFND 6 444,100 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 10,465 220,000 SH   DFND 7 220,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 809 17,000 SH   DFND 8 0 0 17,000
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,442 30,316 SH   DFND   30,316 0 0
AXOGEN INC COM 05463X106 2,911 648,266 SH   DFND 1,5 0 0 648,266
AZZ INC COM 002474104 83,062 1,700,000 SH   DFND 1,5 0 0 1,700,000
AZZ INC COM 002474104 16,468 337,049 SH   DFND 6 337,049 0 0
AZZ INC COM 002474104 850 17,404 SH   DFND 7 16,604 0 800
AZZ INC COM 002474104 6,073 124,300 SH   DFND 8 0 0 124,300
B & G FOODS INC NEW COM 05508R106 11,616 342,546 SH   DFND 1,5 12,300 0 330,246
B/E AEROSPACE INC COM 073302101 89,641 1,030,000 SH   DFND 1,5 0 0 1,030,000
B/E AEROSPACE INC COM 073302101 9,252 106,310 SH   DFND 6 76,710 0 29,600
B/E AEROSPACE INC COM 073302101 9,859 113,280 SH   DFND 7 112,480 0 800
B/E AEROSPACE INC COM 073302101 26,057 299,398 SH   DFND   299,398 0 0
B2GOLD CORP COM 11777Q209 151,630 73,884,966 SH   DFND 1,5 0 0 73,884,966
B2GOLD CORP COM 11777Q209 27,801 13,546,858 SH   DFND 8 0 0 13,546,858
BABCOCK & WILCOX CO NEW COM 05615F102 162,476 4,752,159 SH   DFND 1,5 0 0 4,752,159
BAIDU INC SPON ADR REP A 056752108 266,499 1,498,194 SH   DFND 1,5 20,400 0 1,477,794
BAIDU INC SPON ADR REP A 056752108 1,149 6,462 SH   DFND 3 6,462 0 0
BAIDU INC SPON ADR REP A 056752108 1,439 8,090 SH   DFND 6 8,090 0 0
BAIDU INC SPON ADR REP A 056752108 3,540 19,900 SH   DFND 7 10,300 0 9,600
BAIDU INC SPON ADR REP A 056752108 13,341 75,000 SH   DFND   75,000 0 0
BAKER HUGHES INC COM 057224107 7,733 139,941 SH   DFND 2 139,941 0 0
BAKER HUGHES INC COM 057224107 3,292 59,576 SH   DFND 3 59,576 0 0
BAKER HUGHES INC COM 057224107 83,085 1,503,522 SH   DFND 8 0 0 1,503,522
BALL CORP COM 058498106 29,363 568,385 SH   DFND 1,5 0 0 568,385
BALL CORP COM 058498106 2,359 45,666 SH   DFND 2 45,666 0 0
BALL CORP COM 058498106 264 5,107 SH   DFND 3 5,107 0 0
BALL CORP COM 058498106 850 16,460 SH   DFND 6 10,460 0 6,000
BALL CORP COM 058498106 9,480 183,510 SH   DFND 7 182,940 0 570
BALL CORP COM 058498106 11,365 220,000 SH   DFND 8 0 0 220,000
BALL CORP COM 058498106 6,921 133,974 SH   DFND   133,974 0 0
BALLY TECHNOLOGIES INC COM 05874B107 34,469 439,372 SH   DFND 1,5 0 0 439,372
BALLY TECHNOLOGIES INC COM 05874B107 906 11,550 SH   DFND 6 7,740 0 3,810
BALLY TECHNOLOGIES INC COM 05874B107 50,658 645,740 SH   DFND 7 645,380 0 360
BALLY TECHNOLOGIES INC COM 05874B107 21,236 270,700 SH   DFND 8 0 0 270,700
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 99,595 8,038,367 SH   DFND 1,5 0 0 8,038,367
BANCO BRADESCO S A SP ADR PFD NEW 059460303 40,037 3,195,300 SH   DFND 1,5 0 0 3,195,300
BANCO DE CHILE SPONSORED ADR 059520106 10,515 119,766 SH   DFND 1,5 5,012 0 114,754
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 21,527 913,315 SH   DFND 1,5 38,006 0 875,309
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 969 41,100 SH   DFND 6 0 0 41,100
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 288 12,200 SH   DFND 7 12,200 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,323 183,400 SH   DFND 8 0 0 183,400
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 3,487 147,950 SH   DFND   101,150 0 46,800
BANCOLOMBIA S A SPON ADR PREF 05968L102 6,418 130,924 SH   DFND 1,5 824 0 130,100
BANCORP INC DEL COM 05969A105 2,565 143,189 SH   DFND 6 143,189 0 0
BANCORP INC DEL COM 05969A105 1,245 69,500 SH   DFND 8 0 0 69,500
BANK MONTREAL QUE COM 063671101 60,214 903,300 SH   DFND 1,5 0 0 903,300
BANK MONTREAL QUE COM 063671101 22,329 334,960 SH   DFND 6 60,900 0 274,060
BANK MONTREAL QUE COM 063671101 214,353 3,215,600 SH   DFND 7 3,205,100 0 10,500
BANK MONTREAL QUE COM 063671101 310,877 4,663,601 SH   DFND   3,982,701 0 680,900
BANK N S HALIFAX COM 064149107 119,158 1,905,400 SH   DFND 1,5 0 0 1,905,400
BANK N S HALIFAX COM 064149107 18,605 297,507 SH   DFND 6 70,900 0 226,607
BANK N S HALIFAX COM 064149107 379,124 6,062,382 SH   DFND 7 6,054,472 0 7,910
BANK N S HALIFAX COM 064149107 175,165 2,800,980 SH   DFND   1,854,080 0 946,900
BANK NEW YORK MELLON CORP COM 064058100 16,652 476,600 SH   DFND 1,5 0 0 476,600
BANK NEW YORK MELLON CORP COM 064058100 12,670 362,627 SH   DFND 2 362,627 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,156 147,575 SH   DFND 3 147,575 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,621 75,000 SH   DFND 8 0 0 75,000
BANK OF AMERICA CORPORATION COM 060505104 4,063,761 260,999,410 SH   DFND 1,5 2,343,810 0 258,655,600
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 98,288 92,637 SH   DFND 1,5 0 0 92,637
BANK OF AMERICA CORPORATION COM 060505104 52,434 3,367,660 SH   DFND 2 3,367,660 0 0
BANK OF AMERICA CORPORATION COM 060505104 13,152 844,673 SH   DFND 3 844,673 0 0
BANK OF AMERICA CORPORATION COM 060505104 68,825 4,420,366 SH   DFND 6 2,135,736 0 2,284,630
BANK OF AMERICA CORPORATION COM 060505104 46,388 2,979,306 SH   DFND 7 2,384,056 0 595,250
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 743 700 SH   DFND 7 700 0 0
BANK OF AMERICA CORPORATION COM 060505104 81,726 5,248,915 SH   DFND 8 0 0 5,248,915
BANK OF THE OZARKS INC COM 063904106 75,605 1,336,005 SH   DFND 1,5 0 0 1,336,005
BANK OF THE OZARKS INC COM 063904106 8,675 153,300 SH   DFND 8 0 0 153,300
BANK OF THE OZARKS INC COM 063904106 9,582 169,319 SH   DFND   169,319 0 0
BANKRATE INC DEL COM 06647F102 94,821 5,285,426 SH   DFND 1,5 0 0 5,285,426
BANNER CORP COM NEW 06652V208 79,484 1,773,400 SH   DFND 1,5 0 0 1,773,400
BANRO CORP COM 066800103 1,248 2,326,482 SH   DFND 8 0 0 2,326,482
BAR HBR BANKSHARES COM 066849100 1,000 25,000 SH   DFND 1,5 25,000 0 0
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 6,277 247,800 SH   DFND 1,5 0 0 247,800
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 1,139 47,200 SH   DFND 1,5 0 0 47,200
BARCLAYS PLC ADR 06738E204 223,961 12,353,049 SH   DFND 1,5 106,600 0 12,246,449
BARD C R INC COM 067383109 135,641 1,012,700 SH   DFND 1,5 0 0 1,012,700
BARD C R INC COM 067383109 3,294 24,593 SH   DFND 2 24,593 0 0
BARD C R INC COM 067383109 785 5,862 SH   DFND 3 5,862 0 0
BARD C R INC COM 067383109 48,218 360,000 SH   DFND 8 0 0 360,000
BARRICK GOLD CORP COM 067901108 120,471 6,839,681 SH   DFND 1,5 5,840,481 0 999,200
BARRICK GOLD CORP COM 067901108 85,443 4,850,969 SH   DFND 8 0 0 4,850,969
BARRICK GOLD CORP COM 067901108 53,559 3,040,774 SH   DFND   3,040,774 0 0
BAXTER INTL INC COM 071813109 220,019 3,163,462 SH   DFND 1,5 38,800 0 3,124,662
BAXTER INTL INC COM 071813109 11,917 171,348 SH   DFND 2 171,348 0 0
BAXTER INTL INC COM 071813109 3,370 48,456 SH   DFND 3 48,456 0 0
BAXTER INTL INC COM 071813109 36,484 524,568 SH   DFND 6 289,918 0 234,650
BAXTER INTL INC COM 071813109 44,684 642,480 SH   DFND 7 642,480 0 0
BAXTER INTL INC COM 071813109 34,775 500,000 SH   DFND 8 0 0 500,000
BAXTER INTL INC COM 071813109 3,961 56,949 SH   DFND   56,949 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,475 63,139 SH   DFND 6 0 0 63,139
BAYTEX ENERGY CORP COM 07317Q105 14,545 371,040 SH   DFND 7 370,800 0 240
BAYTEX ENERGY CORP COM 07317Q105 11,523 293,952 SH   DFND   151,252 0 142,700
BAZAARVOICE INC COM 073271108 94 11,900 SH   DFND 8 0 0 11,900
BB&T CORP COM 054937107 54,144 1,450,800 SH   DFND 1,5 0 0 1,450,800
BB&T CORP COM 054937107 8,306 222,569 SH   DFND 2 222,569 0 0
BB&T CORP COM 054937107 2,571 68,901 SH   DFND 3 68,901 0 0
BB&T CORP COM 054937107 38,212 1,023,900 SH   DFND 8 0 0 1,023,900
BBCN BANCORP INC COM 073295107 96,066 5,790,596 SH   DFND 1,5 0 0 5,790,596
BBCN BANCORP INC COM 073295107 11,965 721,200 SH   DFND 6 721,200 0 0
BBCN BANCORP INC COM 073295107 11,900 717,312 SH   DFND 8 0 0 717,312
BCE INC COM NEW 05534B760 142,820 3,298,063 SH   DFND 1,5 2,244,763 0 1,053,300
BCE INC COM NEW 05534B760 1,182 27,304 SH   DFND 6 0 0 27,304
BCE INC COM NEW 05534B760 89,349 2,063,280 SH   DFND 7 2,063,280 0 0
BCE INC COM NEW 05534B760 194,894 4,500,563 SH   DFND   4,500,563 0 0
BEACON ROOFING SUPPLY INC COM 073685109 69,643 1,728,962 SH   DFND 1,5 45,537 0 1,683,425
BEACON ROOFING SUPPLY INC COM 073685109 1,506 37,392 SH   DFND 6 37,392 0 0
BEACON ROOFING SUPPLY INC COM 073685109 2,401 59,610 SH   DFND 7 31,130 0 28,480
BEAM INC COM 073730103 339,880 4,993,823 SH   DFND 1,5 40,202 0 4,953,621
BEAM INC COM 073730103 3,504 51,486 SH   DFND 2 51,486 0 0
BEAM INC COM 073730103 1,029 15,117 SH   DFND 3 15,117 0 0
BEAM INC COM 073730103 13,244 194,600 SH   DFND 6 43,700 0 150,900
BEAM INC COM 073730103 11,393 167,400 SH   DFND 7 127,600 0 39,800
BEAZER HOMES USA INC COM NEW 07556Q881 19,742 808,444 SH   DFND   808,444 0 0
BECTON DICKINSON & CO COM 075887109 6,771 61,282 SH   DFND 2 61,282 0 0
BECTON DICKINSON & CO COM 075887109 2,268 20,527 SH   DFND 3 20,527 0 0
BED BATH & BEYOND INC COM 075896100 1,226,188 15,270,090 SH   DFND 1,5 9,200 0 15,260,890
BED BATH & BEYOND INC COM 075896100 5,445 67,802 SH   DFND 2 67,802 0 0
BED BATH & BEYOND INC COM 075896100 1,957 24,369 SH   DFND 3 24,369 0 0
BED BATH & BEYOND INC COM 075896100 430 5,350 SH   DFND 6 5,350 0 0
BEL FUSE INC CL A 077347201 5,280 271,900 SH   DFND 1,5 0 0 271,900
BELDEN INC COM 077454106 132,784 1,884,800 SH   DFND 1,5 0 0 1,884,800
BELLATRIX EXPLORATION LTD COM 078314101 233 31,700 SH   DFND 1,5 0 0 31,700
BELLATRIX EXPLORATION LTD COM 078314101 4,244 577,200 SH   DFND 8 0 0 577,200
BEMIS INC COM 081437105 1,331 32,502 SH   DFND 2 32,502 0 0
BEMIS INC COM 081437105 363 8,874 SH   DFND 3 8,874 0 0
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 2,293 210,000 SH   DFND 1,5 0 0 210,000
BERKLEY W R CORP COM 084423102 1,766 40,700 SH   DFND 8 0 0 40,700
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,187,920 29,162 SH   DFND 1,5 0 0 29,162
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 999,124 8,427,156 SH   DFND 1,5 9,700 0 8,417,456
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 67,381 568,330 SH   DFND 2 568,330 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 356 2 SH   DFND 3 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 19,762 166,686 SH   DFND 3 166,686 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 39,458 332,810 SH   DFND 6 77,560 0 255,250
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 35,688 301,010 SH   DFND 7 233,710 0 67,300
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 24,901 210,032 SH   DFND 8 0 0 210,032
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,245 7 SH   DFND   7 0 0
BERRY PLASTICS GROUP INC COM 08579W103 6,472 272,037 SH   DFND 1,5 0 0 272,037
BERRY PLASTICS GROUP INC COM 08579W103 11,083 465,860 SH   DFND 6 465,860 0 0
BEST BUY INC COM 086516101 1,646,672 41,290,675 SH   DFND 1,5 21,700 0 41,268,975
BEST BUY INC COM 086516101 3,442 86,305 SH   DFND 2 86,305 0 0
BEST BUY INC COM 086516101 363 9,099 SH   DFND 3 9,099 0 0
BEST BUY INC COM 086516101 23,342 585,318 SH   DFND 6 407,648 0 177,670
BEST BUY INC COM 086516101 19,313 484,270 SH   DFND 7 484,270 0 0
BEST BUY INC COM 086516101 1,738 43,582 SH   DFND   43,582 0 0
BG MEDICINE INC COM 08861T107 1,303 1,253,211 SH   DFND 8 0 0 1,253,211
BHP BILLITON LTD SPONSORED ADR 088606108 316,339 4,638,400 SH   DFND 1,5 27,400 0 4,611,000
BHP BILLITON LTD SPONSORED ADR 088606108 11,020 161,578 SH   DFND   161,578 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 108,275 1,742,990 SH   DFND 1,5 32,700 0 1,710,290
BIG LOTS INC COM 089302103 282,413 8,746,136 SH   DFND 1,5 0 0 8,746,136
BIO RAD LABS INC CL A 090572207 3,535 28,600 SH   DFND 1,5 0 0 28,600
BIO RAD LABS INC CL A 090572207 20,603 166,680 SH   DFND 6 166,680 0 0
BIO RAD LABS INC CL A 090572207 4,570 36,970 SH   DFND 7 36,970 0 0
BIO RAD LABS INC CL A 090572207 299 2,420 SH   DFND   2,420 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 255 10,000 SH   DFND 1,5 0 0 10,000
BIOCRYST PHARMACEUTICALS COM 09058V103 19,788 2,603,700 SH   DFND 1,5 0 0 2,603,700
BIODELIVERY SCIENCES INTL IN COM 09060J106 14,589 2,476,936 SH   DFND 1,5 0 0 2,476,936
BIODELIVERY SCIENCES INTL IN COM 09060J106 2,584 438,700 SH   DFND 8 0 0 438,700
BIODELIVERY SCIENCES INTL IN COM 09060J106 71 11,995 SH   DFND   11,995 0 0
BIOGEN IDEC INC COM 09062X103 5,809,334 20,766,161 SH   DFND 1,5 53,600 0 20,712,561
BIOGEN IDEC INC COM 09062X103 20,864 74,580 SH   DFND 2 74,580 0 0
BIOGEN IDEC INC COM 09062X103 9,436 33,730 SH   DFND 3 33,730 0 0
BIOGEN IDEC INC COM 09062X103 14,376 51,390 SH   DFND 6 51,390 0 0
BIOGEN IDEC INC COM 09062X103 871,604 3,115,654 SH   DFND 8 0 0 3,115,654
BIOMARIN PHARMACEUTICAL INC COM 09061G101 308,121 4,384,810 SH   DFND 1,5 25,405 0 4,359,405
BIOMARIN PHARMACEUTICAL INC COM 09061G101 38,650 550,016 SH   DFND 6 368,926 0 181,090
BIOMARIN PHARMACEUTICAL INC COM 09061G101 40,284 573,270 SH   DFND 7 469,830 0 103,440
BIOMARIN PHARMACEUTICAL INC COM 09061G101 157,621 2,243,082 SH   DFND 8 0 0 2,243,082
BIOMARIN PHARMACEUTICAL INC COM 09061G101 3,041 43,283 SH   DFND   43,283 0 0
BIOMED REALTY TRUST INC COM 09063H107 103,668 5,721,201 SH   DFND 1,5 97,800 0 5,623,401
BIOMED REALTY TRUST INC COM 09063H107 38,188 2,107,500 SH   DFND 8 0 0 2,107,500
BIOSCRIP INC COM 09069N108 48,981 6,619,032 SH   DFND 1,5 0 0 6,619,032
BIOSCRIP INC COM 09069N108 4,401 594,684 SH   DFND 6 594,684 0 0
BIOSCRIP INC COM 09069N108 6,135 829,100 SH   DFND 8 0 0 829,100
BIOTA PHARMACEUTIALS INC COM 090694100 641 152,927 SH   DFND 1,5 0 0 152,927
BIOTIME INC COM 09066L105 2,208 613,348 SH   DFND 8 0 0 613,348
BITAUTO HLDGS LTD SPONSORED ADS 091727107 29,910 935,870 SH   DFND 1,5 0 0 935,870
BLACK BOX CORP DEL COM 091826107 53,667 1,800,908 SH   DFND 1,5 0 0 1,800,908
BLACK HILLS CORP COM 092113109 9,730 185,300 SH   DFND 1,5 0 0 185,300
BLACKBAUD INC COM 09227Q100 210 5,572 SH   DFND 1,5 0 0 5,572
BLACKBAUD INC COM 09227Q100 332 8,828 SH   DFND 8 0 0 8,828
BLACKBERRY LTD COM 09228F103 15,480 2,077,914 SH   DFND 1,5 0 0 2,077,914
BLACKBERRY LTD COM 09228F103 21,077 2,829,186 SH   DFND 8 0 0 2,829,186
BLACKROCK INC COM 09247X101 2,360,471 7,458,751 SH   DFND 1,5 19,109 0 7,439,642
BLACKROCK INC COM 09247X101 12,696 40,117 SH   DFND 2 40,117 0 0
BLACKROCK INC COM 09247X101 4,822 15,237 SH   DFND 3 15,237 0 0
BLACKROCK INC COM 09247X101 24,571 77,640 SH   DFND 6 32,940 0 44,700
BLACKROCK INC COM 09247X101 15,918 50,300 SH   DFND 7 38,400 0 11,900
BLACKROCK INC COM 09247X101 50,159 158,496 SH   DFND 8 0 0 158,496
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1,029,700 32,688,882 SH   DFND 1,5 700 0 32,688,182
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 36,897 1,171,345 SH   DFND 8 0 0 1,171,345
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 14,191 13,500,000 PRN   DFND 1,5 0 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 12,046 444,000 SH   DFND 1,5 0 0 444,000
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,628 2,500,000 PRN   DFND 6 0 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 5,119 188,700 SH   DFND 8 0 0 188,700
BLOCK H & R INC COM 093671105 736,400 25,358,115 SH   DFND 1,5 66,961 0 25,291,154
BLOCK H & R INC COM 093671105 2,506 86,279 SH   DFND 2 86,279 0 0
BLOCK H & R INC COM 093671105 795 27,371 SH   DFND 3 27,371 0 0
BLOCK H & R INC COM 093671105 2,230 76,791 SH   DFND 6 76,791 0 0
BLOCK H & R INC COM 093671105 51,234 1,764,272 SH   DFND 8 0 0 1,764,272
BLOOMIN BRANDS INC COM 094235108 68,673 2,860,197 SH   DFND 1,5 0 0 2,860,197
BLOOMIN BRANDS INC COM 094235108 10,931 455,250 SH   DFND 6 455,250 0 0
BLOOMIN BRANDS INC COM 094235108 10,279 428,114 SH   DFND 8 0 0 428,114
BLOUNT INTL INC NEW COM 095180105 87,576 6,052,271 SH   DFND 1,5 0 0 6,052,271
BLOUNT INTL INC NEW COM 095180105 17,887 1,236,120 SH   DFND 6 1,236,120 0 0
BLOUNT INTL INC NEW COM 095180105 1,628 112,540 SH   DFND 8 0 0 112,540
BLUCORA INC COM 095229100 108,552 3,722,617 SH   DFND 1,5 0 0 3,722,617
BLUCORA INC COM 095229100 55,963 1,919,182 SH   DFND 6 1,919,182 0 0
BLUCORA INC COM 095229100 2,928 100,400 SH   DFND 7 52,650 0 47,750
BLUEBIRD BIO INC COM 09609G100 70,549 3,362,663 SH   DFND 1,5 6,400 0 3,356,263
BLUEBIRD BIO INC COM 09609G100 4,237 201,968 SH   DFND 8 0 0 201,968
BLYTH INC COM NEW 09643P207 4,896 450,000 SH   DFND 1,5 0 0 450,000
BODY CENT CORP COM 09689U102 2,695 683,890 SH   DFND 6 683,890 0 0
BOEING CO COM 097023105 1,702,095 12,470,472 SH   DFND 1,5 45,600 0 12,424,872
BOEING CO COM 097023105 29,793 218,278 SH   DFND 2 218,278 0 0
BOEING CO COM 097023105 9,929 72,743 SH   DFND 3 72,743 0 0
BOEING CO COM 097023105 65,757 481,768 SH   DFND 6 345,538 0 136,230
BOEING CO COM 097023105 56,010 410,358 SH   DFND 7 329,518 0 80,840
BOEING CO COM 097023105 218,484 1,600,731 SH   DFND 8 0 0 1,600,731
BOFI HLDG INC COM 05566U108 28,517 363,600 SH   DFND 1,5 0 0 363,600
BOFI HLDG INC COM 05566U108 1,451 18,500 SH   DFND 8 0 0 18,500
BOINGO WIRELESS INC COM 09739C102 1,998 311,655 SH   DFND 1,5 0 0 311,655
BOINGO WIRELESS INC COM 09739C102 3,338 520,687 SH   DFND 8 0 0 520,687
BOISE CASCADE CO DEL COM 09739D100 161,536 5,479,501 SH   DFND 1,5 0 0 5,479,501
BOISE CASCADE CO DEL COM 09739D100 12,182 413,226 SH   DFND 8 0 0 413,226
BON-TON STORES INC COM 09776J101 40,876 2,510,809 SH   DFND 1,5 0 0 2,510,809
BON-TON STORES INC COM 09776J101 1,278 78,480 SH   DFND 6 78,480 0 0
BONANZA CREEK ENERGY INC COM 097793103 93,242 2,144,977 SH   DFND 1,5 0 0 2,144,977
BONANZA CREEK ENERGY INC COM 097793103 31,959 735,201 SH   DFND 8 0 0 735,201
BONANZA CREEK ENERGY INC COM 097793103 14,602 335,900 SH   DFND   335,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 22,980 1,200,000 SH   DFND 1,5 0 0 1,200,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,679 192,100 SH   DFND 8 0 0 192,100
BORGWARNER INC COM 099724106 212,039 3,792,500 SH   DFND 1,5 59,500 0 3,733,000
BORGWARNER INC COM 099724106 4,017 71,847 SH   DFND 2 71,847 0 0
BORGWARNER INC COM 099724106 939 16,798 SH   DFND 3 16,798 0 0
BORGWARNER INC COM 099724106 15,638 279,700 SH   DFND 8 0 0 279,700
BOSTON BEER INC CL A 100557107 252,180 1,042,973 SH   DFND 1,5 0 0 1,042,973
BOSTON PRIVATE FINL HLDGS IN COM 101119105 44,229 3,504,651 SH   DFND 6 3,160,751 0 343,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 8,851 701,360 SH   DFND 7 698,060 0 3,300
BOSTON PRIVATE FINL HLDGS IN COM 101119105 14,772 1,170,500 SH   DFND 8 0 0 1,170,500
BOSTON PRIVATE FINL HLDGS IN COM 101119105 5,185 410,830 SH   DFND   410,830 0 0
BOSTON PROPERTIES INC COM 101121101 330,997 3,297,766 SH   DFND 1,5 88,860 0 3,208,906
BOSTON PROPERTIES INC COM 101121101 4,845 48,269 SH   DFND 2 48,269 0 0
BOSTON PROPERTIES INC COM 101121101 962 9,581 SH   DFND 3 9,581 0 0
BOSTON PROPERTIES INC COM 101121101 46,622 464,502 SH   DFND 6 464,502 0 0
BOSTON PROPERTIES INC COM 101121101 18,312 182,442 SH   DFND 7 182,442 0 0
BOSTON PROPERTIES INC COM 101121101 179,364 1,787,024 SH   DFND 8 0 0 1,787,024
BOSTON PROPERTIES INC COM 101121101 19,674 196,019 SH   DFND   196,019 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,693,108 140,857,567 SH   DFND 1,5 163,100 0 140,694,467
BOSTON SCIENTIFIC CORP COM 101137107 5,067 421,575 SH   DFND 2 421,575 0 0
BOSTON SCIENTIFIC CORP COM 101137107 397 32,994 SH   DFND 3 32,994 0 0
BOSTON SCIENTIFIC CORP COM 101137107 8,448 702,810 SH   DFND 6 665,920 0 36,890
BOSTON SCIENTIFIC CORP COM 101137107 413,049 34,363,501 SH   DFND 8 0 0 34,363,501
BOSTON SCIENTIFIC CORP COM 101137107 43,057 3,582,085 SH   DFND   3,582,085 0 0
BOTTOMLINE TECH DEL INC COM 101388106 2,014 55,700 SH   DFND 6 0 0 55,700
BOTTOMLINE TECH DEL INC COM 101388106 1,070 29,600 SH   DFND 7 28,600 0 1,000
BOTTOMLINE TECH DEL INC COM 101388106 8,129 224,800 SH   DFND 8 0 0 224,800
BOTTOMLINE TECH DEL INC COM 101388106 1,727 47,750 SH   DFND   47,750 0 0
BP PLC SPONSORED ADR 055622104 14,026 288,548 SH   DFND 1,5 0 0 288,548
BP PLC SPONSORED ADR 055622104 794 16,340 SH   DFND 3 16,340 0 0
BP PLC SPONSORED ADR 055622104 1,514 31,154 SH   DFND 6 31,154 0 0
BP PLC SPONSORED ADR 055622104 46,333 953,162 SH   DFND 7 953,162 0 0
BP PLC SPONSORED ADR 055622104 316,523 6,511,470 SH   DFND   6,511,470 0 0
BPZ RESOURCES INC NOTE 8.500%10/0 055639AC2 6,195 7,000,000 PRN   DFND 1,5 0 0 0
BPZ RESOURCES INC COM 055639108 26,693 14,666,462 SH   DFND 1,5 133,050 0 14,533,412
BPZ RESOURCES INC COM 055639108 911 500,300 SH   DFND 8 0 0 500,300
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 78,061 5,540,135 SH   DFND 1,5 107,235 0 5,432,900
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 36,142 2,565,100 SH   DFND 8 0 0 2,565,100
BRAVO BRIO RESTAURANT GROUP COM 10567B109 377 23,184 SH   DFND 1,5 0 0 23,184
BRAVO BRIO RESTAURANT GROUP COM 10567B109 2,346 144,169 SH   DFND 8 0 0 144,169
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,408 38,328 SH   DFND 1,5 0 0 38,328
BRINKER INTL INC COM 109641100 392,521 8,470,463 SH   DFND 1,5 0 0 8,470,463
BRINKER INTL INC COM 109641100 11,556 249,370 SH   DFND 6 249,370 0 0
BRINKER INTL INC COM 109641100 15,070 325,200 SH   DFND 8 0 0 325,200
BRISTOL MYERS SQUIBB CO COM 110122108 832,733 15,667,600 SH   DFND 1,5 36,700 0 15,630,900
BRISTOL MYERS SQUIBB CO COM 110122108 27,631 519,870 SH   DFND 2 519,870 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 8,886 167,187 SH   DFND 3 167,187 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,610 30,300 SH   DFND 6 30,300 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 73,156 1,376,410 SH   DFND 8 0 0 1,376,410
BRISTOL MYERS SQUIBB CO COM 110122108 36,767 691,764 SH   DFND   691,764 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,469,333 13,678,396 SH   DFND 1,5 13,300 0 13,665,096
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 9,227 85,892 SH   DFND 6 85,892 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 9,947 92,600 SH   DFND 7 92,600 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 368,397 3,429,504 SH   DFND 8 0 0 3,429,504
BRIXMOR PPTY GROUP INC COM 11120U105 9,420 463,373 SH   DFND   463,373 0 0
BROADCOM CORP CL A 111320107 1,058,087 35,685,886 SH   DFND 1,5 370,426 0 35,315,460
BROADCOM CORP CL A 111320107 5,051 170,370 SH   DFND 2 170,370 0 0
BROADCOM CORP CL A 111320107 912 30,759 SH   DFND 3 30,759 0 0
BROADCOM CORP CL A 111320107 24,821 837,125 SH   DFND 6 644,245 0 192,880
BROADCOM CORP CL A 111320107 27,165 916,201 SH   DFND 7 916,201 0 0
BROADCOM CORP CL A 111320107 10,433 351,872 SH   DFND 8 0 0 351,872
BROADCOM CORP CL A 111320107 1,431 48,273 SH   DFND   48,273 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 56,535 1,430,549 SH   DFND 1,5 0 0 1,430,549
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 218 5,525 SH   DFND 3 5,525 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,009 227,950 SH   DFND 6 227,950 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 38,669 978,470 SH   DFND 7 978,070 0 400
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 308 7,800 SH   DFND 8 0 0 7,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 613 15,500 SH   DFND   15,500 0 0
BROADSOFT INC COM 11133B409 28,111 1,028,213 SH   DFND 1,5 0 0 1,028,213
BROADSOFT INC COM 11133B409 8,926 326,479 SH   DFND 8 0 0 326,479
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 125,556 14,155,128 SH   DFND 1,5 189,179 0 13,965,949
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 173 19,553 SH   DFND 3 19,553 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 5,883 663,210 SH   DFND 8 0 0 663,210
BROOKDALE SR LIVING INC COM 112463104 168,009 6,181,348 SH   DFND 1,5 264,350 0 5,916,998
BROOKDALE SR LIVING INC COM 112463104 28,738 1,057,320 SH   DFND 8 0 0 1,057,320
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 75,971 1,957,800 SH   DFND 1,5 0 0 1,957,800
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 9,854 253,936 SH   DFND 6 0 0 253,936
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 190,115 4,899,325 SH   DFND 7 4,897,425 0 1,900
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 169,554 4,369,451 SH   DFND   3,112,551 0 1,256,900
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 39,695 1,012,400 SH   DFND 7 1,012,400 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 145,953 3,722,408 SH   DFND   3,722,408 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 4,632 240,599 SH   DFND 6 0 0 240,599
BROOKFIELD OFFICE PPTYS INC COM 112900105 32,387 1,682,300 SH   DFND 7 1,682,300 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 56,684 2,944,393 SH   DFND   2,944,393 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 28,255 1,077,300 SH   DFND   1,077,300 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 3,629 150,000 SH   DFND 1,5 0 0 150,000
BROWN & BROWN INC COM 115236101 10,227 325,800 SH   DFND 8 0 0 325,800
BROWN FORMAN CORP CL B 115637209 18,294 242,080 SH   DFND 1,5 0 0 242,080
BROWN FORMAN CORP CL B 115637209 3,866 51,159 SH   DFND 2 51,159 0 0
BROWN FORMAN CORP CL B 115637209 204 2,695 SH   DFND 3 2,695 0 0
BRUKER CORP COM 116794108 46,230 2,338,400 SH   DFND 1,5 0 0 2,338,400
BRUKER CORP COM 116794108 53,145 2,688,161 SH   DFND 6 2,398,461 0 289,700
BRUKER CORP COM 116794108 18,140 917,560 SH   DFND 7 830,880 0 86,680
BRUKER CORP COM 116794108 34,376 1,738,800 SH   DFND 8 0 0 1,738,800
BRUKER CORP COM 116794108 5,978 302,374 SH   DFND   302,374 0 0
BRUNSWICK CORP COM 117043109 380,035 8,250,878 SH   DFND 1,5 0 0 8,250,878
BRUNSWICK CORP COM 117043109 46,340 1,006,086 SH   DFND 6 905,886 0 100,200
BRUNSWICK CORP COM 117043109 8,508 184,710 SH   DFND 7 183,410 0 1,300
BRUNSWICK CORP COM 117043109 11,620 252,286 SH   DFND 8 0 0 252,286
BRUNSWICK CORP COM 117043109 5,815 126,240 SH   DFND   126,240 0 0
BUCKLE INC COM 118440106 44,676 850,000 SH   DFND 1,5 0 0 850,000
BUFFALO WILD WINGS INC COM 119848109 324,767 2,206,300 SH   DFND 1,5 11,800 0 2,194,500
BUFFALO WILD WINGS INC COM 119848109 1,884 12,800 SH   DFND 6 12,800 0 0
BUNGE LIMITED COM G16962105 1,138,968 13,871,248 SH   DFND 1,5 36,300 0 13,834,948
BUNGE LIMITED COM G16962105 28,001 341,013 SH   DFND 6 138,213 0 202,800
BUNGE LIMITED COM G16962105 13,014 158,500 SH   DFND 7 113,000 0 45,500
BUNGE LIMITED COM G16962105 71,331 868,725 SH   DFND 8 0 0 868,725
BURGER KING WORLDWIDE INC COM 121220107 21,439 937,824 SH   DFND 1,5 0 0 937,824
BURGER KING WORLDWIDE INC COM 121220107 13,745 601,276 SH   DFND 8 0 0 601,276
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 354,453 6,075,650 SH   DFND 1,5 203,789 0 5,871,861
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,793 47,876 SH   DFND 2 47,876 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 269 4,604 SH   DFND 3 4,604 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,725 98,125 SH   DFND 6 98,125 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 15,915 272,796 SH   DFND 8 0 0 272,796
C&J ENERGY SVCS INC COM 12467B304 55,722 2,412,200 SH   DFND 1,5 0 0 2,412,200
C&J ENERGY SVCS INC COM 12467B304 2,310 100,000 SH   DFND 8 0 0 100,000
CA INC COM 12673P105 126,926 3,771,934 SH   DFND 1,5 25,234 0 3,746,700
CA INC COM 12673P105 3,452 102,587 SH   DFND 2 102,587 0 0
CA INC COM 12673P105 283 8,414 SH   DFND 3 8,414 0 0
CA INC COM 12673P105 266 7,900 SH   DFND 6 7,900 0 0
CA INC COM 12673P105 621 18,455 SH   DFND   18,455 0 0
CABELAS INC COM 126804301 208,355 3,125,632 SH   DFND 1,5 72,277 0 3,053,355
CABELAS INC COM 126804301 9,342 140,145 SH   DFND 8 0 0 140,145
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,212 67,593 SH   DFND 2 67,593 0 0
CABOT CORP COM 127055101 277,141 5,391,851 SH   DFND 1,5 0 0 5,391,851
CABOT CORP COM 127055101 5,844 113,690 SH   DFND 6 113,690 0 0
CABOT CORP COM 127055101 91,770 1,785,413 SH   DFND 8 0 0 1,785,413
CABOT OIL & GAS CORP COM 127097103 975,135 25,158,273 SH   DFND 1,5 813,476 0 24,344,797
CABOT OIL & GAS CORP COM 127097103 5,154 132,972 SH   DFND 2 132,972 0 0
CABOT OIL & GAS CORP COM 127097103 1,293 33,363 SH   DFND 3 33,363 0 0
CABOT OIL & GAS CORP COM 127097103 1,308 33,755 SH   DFND 6 33,755 0 0
CABOT OIL & GAS CORP COM 127097103 120,537 3,109,819 SH   DFND 8 0 0 3,109,819
CACI INTL INC CL A 127190304 248,297 3,391,104 SH   DFND 1,5 0 0 3,391,104
CACI INTL INC CL A 127190304 6,465 88,300 SH   DFND 8 0 0 88,300
CADENCE PHARMACEUTICALS INC COM 12738T100 25,878 2,859,467 SH   DFND 1,5 0 0 2,859,467
CADENCE PHARMACEUTICALS INC COM 12738T100 272 30,108 SH   DFND 7 30,108 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 280 30,900 SH   DFND 8 0 0 30,900
CAE INC COM 124765108 2,232 175,530 SH   DFND 6 0 0 175,530
CAE INC COM 124765108 12,271 964,800 SH   DFND 7 964,800 0 0
CAE INC COM 124765108 37,837 2,975,000 SH   DFND   2,975,000 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 273 5,500 SH   DFND 1,5 0 0 5,500
CAL DIVE INTL INC DEL COM 12802T101 13,315 6,624,500 SH   DFND 1,5 0 0 6,624,500
CAL MAINE FOODS INC COM NEW 128030202 25,361 421,077 SH   DFND 1,5 0 0 421,077
CALAVO GROWERS INC COM 128246105 36,791 1,215,818 SH   DFND 1,5 0 0 1,215,818
CALGON CARBON CORP COM 129603106 319 15,514 SH   DFND 1,5 0 0 15,514
CALLIDUS SOFTWARE INC COM 13123E500 11,029 803,313 SH   DFND 1,5 102,013 0 701,300
CALLIDUS SOFTWARE INC COM 13123E500 25,572 1,862,459 SH   DFND 6 1,862,459 0 0
CALPINE CORP COM NEW 131347304 127,203 6,519,887 SH   DFND 1,5 750 0 6,519,137
CALPINE CORP COM NEW 131347304 52,892 2,711,008 SH   DFND 8 0 0 2,711,008
CAMDEN NATL CORP COM 133034108 1,772 41,968 SH   DFND 1,5 0 0 41,968
CAMDEN PPTY TR SH BEN INT 133131102 163,349 2,871,825 SH   DFND 1,5 64,369 0 2,807,456
CAMDEN PPTY TR SH BEN INT 133131102 14,793 260,080 SH   DFND 6 260,080 0 0
CAMDEN PPTY TR SH BEN INT 133131102 5,897 103,680 SH   DFND 7 103,680 0 0
CAMDEN PPTY TR SH BEN INT 133131102 75,083 1,320,030 SH   DFND 8 0 0 1,320,030
CAMECO CORP COM 13321L108 475 22,900 SH   DFND 1,5 0 0 22,900
CAMECO CORP COM 13321L108 4,179 201,413 SH   DFND 6 213 0 201,200
CAMECO CORP COM 13321L108 33,073 1,594,000 SH   DFND 7 1,593,000 0 1,000
CAMECO CORP COM 13321L108 70,930 3,418,553 SH   DFND   2,730,253 0 688,300
CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 4,789 2,394,481 SH   DFND 8 0 0 2,394,481
CAMERON INTERNATIONAL CORP COM 13342B105 452,261 7,597,192 SH   DFND 1,5 0 0 7,597,192
CAMERON INTERNATIONAL CORP COM 13342B105 4,471 75,104 SH   DFND 2 75,104 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 812 13,644 SH   DFND 3 13,644 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 24,836 417,194 SH   DFND 6 253,707 0 163,487
CAMERON INTERNATIONAL CORP COM 13342B105 37,539 630,590 SH   DFND 7 630,590 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 157,564 2,646,804 SH   DFND 8 0 0 2,646,804
CAMERON INTERNATIONAL CORP COM 13342B105 2,296 38,570 SH   DFND   38,570 0 0
CAMPBELL SOUP CO COM 134429109 15,797 365,000 SH   DFND 1,5 2,600 0 362,400
CAMPBELL SOUP CO COM 134429109 2,454 56,692 SH   DFND 2 56,692 0 0
CAMPBELL SOUP CO COM 134429109 1,226 28,337 SH   DFND 3 28,337 0 0
CANADIAN NAT RES LTD COM 136385101 819,710 24,227,511 SH   DFND 1,5 2,971,480 0 21,256,031
CANADIAN NAT RES LTD COM 136385101 47,119 1,392,663 SH   DFND 6 655,990 0 736,673
CANADIAN NAT RES LTD COM 136385101 188,174 5,561,700 SH   DFND 7 5,501,500 0 60,200
CANADIAN NAT RES LTD COM 136385101 287,173 8,487,747 SH   DFND   7,572,047 0 915,700
CANADIAN NATL RY CO COM 136375102 191,148 3,352,830 SH   DFND 1,5 1,747,830 0 1,605,000
CANADIAN NATL RY CO COM 136375102 17,262 302,784 SH   DFND 6 0 0 302,784
CANADIAN NATL RY CO COM 136375102 117,570 2,062,240 SH   DFND 7 2,060,800 0 1,440
CANADIAN NATL RY CO COM 136375102 352,439 6,181,944 SH   DFND   5,224,344 0 957,600
CANADIAN PAC RY LTD COM 13645T100 1,476,195 9,760,895 SH   DFND 1,5 0 0 9,760,895
CANADIAN PAC RY LTD COM 13645T100 56,275 372,100 SH   DFND 6 178,900 0 193,200
CANADIAN PAC RY LTD COM 13645T100 129,261 854,700 SH   DFND 7 828,900 0 25,800
CANADIAN PAC RY LTD COM 13645T100 284,126 1,878,700 SH   DFND   1,496,800 0 381,900
CAPELLA EDUCATION COMPANY COM 139594105 3,325 50,048 SH   DFND 1,5 0 0 50,048
CAPITAL BK FINL CORP CL A COM 139794101 3,877 170,400 SH   DFND 8 0 0 170,400
CAPITAL ONE FINL CORP COM 14040H105 1,856,676 24,235,422 SH   DFND 1,5 0 0 24,235,422
CAPITAL ONE FINL CORP COM 14040H105 13,946 182,038 SH   DFND 2 182,038 0 0
CAPITAL ONE FINL CORP COM 14040H105 5,137 67,058 SH   DFND 3 67,058 0 0
CAPITAL ONE FINL CORP COM 14040H105 129,520 1,690,645 SH   DFND 6 907,083 0 783,562
CAPITAL ONE FINL CORP COM 14040H105 166,064 2,167,660 SH   DFND 7 1,983,080 0 184,580
CAPITAL ONE FINL CORP COM 14040H105 86,409 1,127,907 SH   DFND 8 0 0 1,127,907
CAPITAL ONE FINL CORP COM 14040H105 6,805 88,833 SH   DFND   88,833 0 0
CAPITAL SR LIVING CORP COM 140475104 18,087 753,930 SH   DFND 1,5 170,130 0 583,800
CAPITALSOURCE INC COM 14055X102 238,226 16,578,000 SH   DFND 1,5 0 0 16,578,000
CAPITALSOURCE INC COM 14055X102 9,215 641,300 SH   DFND 8 0 0 641,300
CAPITOL FED FINL INC COM 14057J101 1,187 98,000 SH   DFND 8 0 0 98,000
CAPSTEAD MTG CORP COM NO PAR 14067E506 692 57,300 SH   DFND 8 0 0 57,300
CARBO CERAMICS INC COM 140781105 20,393 175,000 SH   DFND 1,5 1,200 0 173,800
CARDINAL HEALTH INC COM 14149Y108 374,395 5,603,876 SH   DFND 1,5 0 0 5,603,876
CARDINAL HEALTH INC COM 14149Y108 7,203 107,816 SH   DFND 2 107,816 0 0
CARDINAL HEALTH INC COM 14149Y108 1,783 26,693 SH   DFND 3 26,693 0 0
CARDINAL HEALTH INC COM 14149Y108 1,214 18,169 SH   DFND 6 18,169 0 0
CARDINAL HEALTH INC COM 14149Y108 1,425 21,330 SH   DFND 7 21,330 0 0
CARDINAL HEALTH INC COM 14149Y108 49,814 745,600 SH   DFND 8 0 0 745,600
CARDIOME PHARMA CORP COM NO PAR 14159U301 1,706 270,412 SH   DFND 1,5 0 0 270,412
CARDIOME PHARMA CORP COM NO PAR 14159U301 227 36,000 SH   DFND 6 36,000 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 4,146 120,917 SH   DFND 1,5 0 0 120,917
CARDIOVASCULAR SYS INC DEL COM 141619106 27,728 808,620 SH   DFND 8 0 0 808,620
CARDTRONICS INC COM 14161H108 9,449 217,468 SH   DFND 1,5 0 0 217,468
CARDTRONICS INC COM 14161H108 9,356 215,335 SH   DFND 6 215,335 0 0
CARDTRONICS INC COM 14161H108 5,032 115,800 SH   DFND 8 0 0 115,800
CAREER EDUCATION CORP COM 141665109 44,004 7,720,000 SH   DFND 1,5 1,000,000 0 6,720,000
CAREFUSION CORP COM 14170T101 30,056 754,802 SH   DFND 1,5 0 0 754,802
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CAREFUSION CORP COM 14170T101 486 12,208 SH   DFND 3 12,208 0 0
CARLISLE COS INC COM 142339100 42,693 537,700 SH   DFND 1,5 0 0 537,700
CARLISLE COS INC COM 142339100 35,680 449,367 SH   DFND 6 401,567 0 47,800
CARLISLE COS INC COM 142339100 8,361 105,300 SH   DFND 7 104,400 0 900
CARLISLE COS INC COM 142339100 15,783 198,781 SH   DFND   198,781 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 128,057 3,595,100 SH   DFND 1,5 0 0 3,595,100
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 17,317 486,147 SH   DFND 8 0 0 486,147
CARMAX INC COM 143130102 225,701 4,800,100 SH   DFND 1,5 25,300 0 4,774,800
CARMAX INC COM 143130102 3,316 70,518 SH   DFND 2 70,518 0 0
CARMAX INC COM 143130102 354 7,519 SH   DFND 3 7,519 0 0
CARNIVAL CORP PAIRED CTF 143658300 5,555 138,299 SH   DFND 2 138,299 0 0
CARNIVAL CORP PAIRED CTF 143658300 742 18,483 SH   DFND 3 18,483 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 245,334 3,944,274 SH   DFND 1,5 0 0 3,944,274
CARPENTER TECHNOLOGY CORP COM 144285103 45,758 735,655 SH   DFND 8 0 0 735,655
CARRIAGE SVCS INC COM 143905107 5,064 259,300 SH   DFND 1,5 0 0 259,300
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CARRIAGE SVCS INC COM 143905107 21,688 1,110,494 SH   DFND 8 0 0 1,110,494
CARRIZO OIL & GAS INC COM 144577103 10,364 231,500 SH   DFND 1,5 0 0 231,500
CARROLS RESTAURANT GROUP INC COM 14574X104 4,087 618,350 SH   DFND 6 618,350 0 0
CASH AMER INTL INC COM 14754D100 93,685 2,446,091 SH   DFND 1,5 0 0 2,446,091
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CASH AMER INTL INC COM 14754D100 1,216 31,746 SH   DFND 8 0 0 31,746
CASS INFORMATION SYS INC COM 14808P109 913 13,552 SH   DFND 8 0 0 13,552
CATAMARAN CORP COM 148887102 159,463 3,357,570 SH   DFND 1,5 6,400 0 3,351,170
CATAMARAN CORP COM 148887102 37,892 797,900 SH   DFND 6 522,500 0 275,400
CATAMARAN CORP COM 148887102 25,581 538,700 SH   DFND 7 474,100 0 64,600
CATAMARAN CORP COM 148887102 123,458 2,599,461 SH   DFND 8 0 0 2,599,461
CATAMARAN CORP COM 148887102 89,894 1,892,777 SH   DFND   1,892,777 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 4,185 300,000 SH   DFND   300,000 0 0
CATERPILLAR INC DEL COM 149123101 421,415 4,640,626 SH   DFND 1,5 5,000 0 4,635,626
CATERPILLAR INC DEL COM 149123101 18,245 200,919 SH   DFND 2 200,919 0 0
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CATERPILLAR INC DEL COM 149123101 37,342 411,210 SH   DFND 6 163,650 0 247,560
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CATERPILLAR INC DEL COM 149123101 107,589 1,184,774 SH   DFND 8 0 0 1,184,774
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CATHAY GENERAL BANCORP COM 149150104 196,014 7,333,110 SH   DFND 1,5 0 0 7,333,110
CATHAY GENERAL BANCORP COM 149150104 309 11,560 SH   DFND 7 11,560 0 0
CATO CORP NEW CL A 149205106 9,541 300,040 SH   DFND 1,5 0 0 300,040
CAVIUM INC COM 14964U108 136,921 3,967,587 SH   DFND 1,5 23,000 0 3,944,587
CAVIUM INC COM 14964U108 29,782 863,010 SH   DFND 6 766,810 0 96,200
CAVIUM INC COM 14964U108 7,716 223,590 SH   DFND 7 200,370 0 23,220
CAVIUM INC COM 14964U108 5,149 149,194 SH   DFND 8 0 0 149,194
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CBIZ INC COM 124805102 36,194 3,968,657 SH   DFND 1,5 0 0 3,968,657
CBIZ INC COM 124805102 899 98,604 SH   DFND 7 91,204 0 7,400
CBIZ INC COM 124805102 2,254 247,100 SH   DFND 8 0 0 247,100
CBL & ASSOC PPTYS INC COM 124830100 175,875 9,792,596 SH   DFND 1,5 67,631 0 9,724,965
CBL & ASSOC PPTYS INC COM 124830100 4,573 254,604 SH   DFND 6 254,604 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,920 106,913 SH   DFND 7 106,913 0 0
CBL & ASSOC PPTYS INC COM 124830100 41,079 2,287,267 SH   DFND 8 0 0 2,287,267
CBOE HLDGS INC COM 12503M108 23,964 461,200 SH   DFND 1,5 0 0 461,200
CBRE GROUP INC CL A 12504L109 489,699 18,619,751 SH   DFND 1,5 0 0 18,619,751
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CBRE GROUP INC CL A 12504L109 19,918 757,330 SH   DFND 7 587,920 0 169,410
CBRE GROUP INC CL A 12504L109 19,012 722,906 SH   DFND 8 0 0 722,906
CBS CORP NEW CL B 124857202 842,862 13,223,441 SH   DFND 1,5 114,000 0 13,109,441
CBS CORP NEW CL B 124857202 11,231 176,204 SH   DFND 2 176,204 0 0
CBS CORP NEW CL B 124857202 4,379 68,696 SH   DFND 3 68,696 0 0
CBS CORP NEW CL B 124857202 38,304 600,940 SH   DFND 6 331,630 0 269,310
CBS CORP NEW CL B 124857202 33,511 525,740 SH   DFND 7 404,450 0 121,290
CBS CORP NEW CL B 124857202 80,969 1,270,300 SH   DFND 8 0 0 1,270,300
CDN IMPERIAL BK OF COMMERCE COM 136069101 17,585 205,900 SH   DFND 1,5 0 0 205,900
CDN IMPERIAL BK OF COMMERCE COM 136069101 4,718 55,241 SH   DFND 6 0 0 55,241
CDN IMPERIAL BK OF COMMERCE COM 136069101 86,418 1,011,873 SH   DFND 7 1,011,873 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 25,774 301,790 SH   DFND   301,790 0 0
CDW CORP COM 12514G108 132,954 5,691,507 SH   DFND 1,5 0 0 5,691,507
CDW CORP COM 12514G108 23,229 994,400 SH   DFND 6 994,400 0 0
CEC ENTMT INC COM 125137109 95,127 2,148,316 SH   DFND 1,5 0 0 2,148,316
CECO ENVIRONMENTAL CORP COM 125141101 12,936 800,000 SH   DFND 1,5 0 0 800,000
CEDAR FAIR L P DEPOSITRY UNIT 150185106 39,816 803,058 SH   DFND 1,5 0 0 803,058
CEDAR FAIR L P DEPOSITRY UNIT 150185106 3,996 80,588 SH   DFND 8 0 0 80,588
CEDAR REALTY TRUST INC COM NEW 150602209 47,734 7,625,301 SH   DFND 1,5 91,906 0 7,533,395
CEDAR REALTY TRUST INC COM NEW 150602209 5,560 888,222 SH   DFND 6 888,222 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,126 339,540 SH   DFND 7 339,540 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 12,457 1,989,908 SH   DFND 8 0 0 1,989,908
CELANESE CORP DEL COM SER A 150870103 180,926 3,271,119 SH   DFND 1,5 0 0 3,271,119
CELANESE CORP DEL COM SER A 150870103 960 17,350 SH   DFND 6 17,350 0 0
CELANESE CORP DEL COM SER A 150870103 86,054 1,555,852 SH   DFND 8 0 0 1,555,852
CELGENE CORP COM 151020104 552,012 3,267,114 SH   DFND 1,5 10,100 0 3,257,014
CELGENE CORP COM 151020104 21,982 130,104 SH   DFND 2 130,104 0 0
CELGENE CORP COM 151020104 8,843 52,341 SH   DFND 3 52,341 0 0
CELGENE CORP COM 151020104 6,424 38,022 SH   DFND 6 34,892 0 3,130
CELGENE CORP COM 151020104 590,511 3,494,975 SH   DFND 8 0 0 3,494,975
CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 12,005 6,252,427 SH   DFND 8 0 0 6,252,427
CELLDEX THERAPEUTICS INC NEW COM 15117B103 171,499 7,083,801 SH   DFND 1,5 21,400 0 7,062,401
CELLDEX THERAPEUTICS INC NEW COM 15117B103 26,540 1,096,250 SH   DFND 6 897,250 0 199,000
CELLDEX THERAPEUTICS INC NEW COM 15117B103 9,418 389,030 SH   DFND 7 335,590 0 53,440
CELLDEX THERAPEUTICS INC NEW COM 15117B103 83,878 3,464,586 SH   DFND 8 0 0 3,464,586
CELLDEX THERAPEUTICS INC NEW COM 15117B103 2,994 123,660 SH   DFND   123,660 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 45,373 3,835,385 SH   DFND 1,5 82,601 0 3,752,784
CEMPRA INC COM 15130J109 21,719 1,752,942 SH   DFND 6 1,752,942 0 0
CEMPRA INC COM 15130J109 1,849 149,240 SH   DFND 7 149,240 0 0
CEMPRA INC COM 15130J109 232 18,750 SH   DFND   18,750 0 0
CENOVUS ENERGY INC COM 15135U109 121,531 4,246,603 SH   DFND 1,5 3,245,003 0 1,001,600
CENOVUS ENERGY INC COM 15135U109 34,948 1,221,152 SH   DFND 6 334,113 0 887,039
CENOVUS ENERGY INC COM 15135U109 98,146 3,429,465 SH   DFND 7 3,375,065 0 54,400
CENOVUS ENERGY INC COM 15135U109 230,497 8,054,119 SH   DFND   6,597,119 0 1,457,000
CENTENE CORP DEL COM 15135B101 194,138 3,293,265 SH   DFND 1,5 0 0 3,293,265
CENTENE CORP DEL COM 15135B101 9,886 167,700 SH   DFND 8 0 0 167,700
CENTERPOINT ENERGY INC COM 15189T107 169,189 7,298,906 SH   DFND 1,5 15,357 0 7,283,549
CENTERPOINT ENERGY INC COM 15189T107 3,137 135,336 SH   DFND 2 135,336 0 0
CENTERPOINT ENERGY INC COM 15189T107 440 18,977 SH   DFND 3 18,977 0 0
CENTERPOINT ENERGY INC COM 15189T107 77,695 3,351,829 SH   DFND 8 0 0 3,351,829
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,663 542,600 SH   DFND 1,5 0 0 542,600
CENTURY ALUM CO COM 156431108 3,923 375,000 SH   DFND 1,5 0 0 375,000
CENTURYLINK INC COM 156700106 294,529 9,247,387 SH   DFND 1,5 251,178 0 8,996,209
CENTURYLINK INC COM 156700106 5,944 186,621 SH   DFND 2 186,621 0 0
CENTURYLINK INC COM 156700106 1,476 46,345 SH   DFND 3 46,345 0 0
CENTURYLINK INC COM 156700106 2,858 89,740 SH   DFND 6 89,740 0 0
CENTURYLINK INC COM 156700106 16,305 511,928 SH   DFND 8 0 0 511,928
CEPHEID COM 15670R107 150,210 3,215,108 SH   DFND 1,5 21,400 0 3,193,708
CEPHEID COM 15670R107 32,400 693,500 SH   DFND 8 0 0 693,500
CERNER CORP COM 156782104 1,656,518 29,718,658 SH   DFND 1,5 21,900 0 29,696,758
CERNER CORP COM 156782104 5,195 93,207 SH   DFND 2 93,207 0 0
CERNER CORP COM 156782104 556 9,971 SH   DFND 3 9,971 0 0
CERNER CORP COM 156782104 3,137 56,282 SH   DFND 6 56,282 0 0
CERNER CORP COM 156782104 184,050 3,301,938 SH   DFND 8 0 0 3,301,938
CERUS CORP COM 157085101 38,808 6,016,778 SH   DFND 1,5 0 0 6,016,778
CERUS CORP COM 157085101 1,365 211,700 SH   DFND 8 0 0 211,700
CF INDS HLDGS INC COM 125269100 348,907 1,497,199 SH   DFND 1,5 3,100 0 1,494,099
CF INDS HLDGS INC COM 125269100 4,217 18,096 SH   DFND 2 18,096 0 0
CF INDS HLDGS INC COM 125269100 736 3,156 SH   DFND 3 3,156 0 0
CF INDS HLDGS INC COM 125269100 974 4,179 SH   DFND 6 4,179 0 0
CF INDS HLDGS INC COM 125269100 149,167 640,092 SH   DFND 8 0 0 640,092
CHAMBERS STR PPTYS COM 157842105 52,191 6,822,359 SH   DFND 1,5 132,519 0 6,689,840
CHAMBERS STR PPTYS COM 157842105 5,635 736,566 SH   DFND 8 0 0 736,566
CHANNELADVISOR CORP COM 159179100 14,199 340,425 SH   DFND 1,5 0 0 340,425
CHANNELADVISOR CORP COM 159179100 2,273 54,493 SH   DFND 8 0 0 54,493
CHARLES RIV LABS INTL INC COM 159864107 671 12,660 SH   DFND 6 8,040 0 4,620
CHARLES RIV LABS INTL INC COM 159864107 47,275 891,300 SH   DFND 7 890,860 0 440
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 234,223 1,712,654 SH   DFND 1,5 0 0 1,712,654
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 15,057 110,100 SH   DFND 8 0 0 110,100
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,286 9,400 SH   DFND   9,400 0 0
CHASE CORP COM 16150R104 31,947 905,026 SH   DFND 1,5 0 0 905,026
CHECK POINT SOFTWARE TECH LT ORD M22465104 16,404 254,250 SH   DFND 1,5 0 0 254,250
CHECK POINT SOFTWARE TECH LT ORD M22465104 877 13,600 SH   DFND 6 9,200 0 4,400
CHEESECAKE FACTORY INC COM 163072101 68,954 1,428,500 SH   DFND 1,5 0 0 1,428,500
CHEESECAKE FACTORY INC COM 163072101 6,999 145,000 SH   DFND 8 0 0 145,000
CHEFS WHSE INC COM 163086101 9,205 315,675 SH   DFND 6 315,675 0 0
CHEMED CORP NEW COM 16359R103 214,415 2,798,418 SH   DFND 1,5 25,000 0 2,773,418
CHEMICAL FINL CORP COM 163731102 2,364 74,630 SH   DFND 6 74,630 0 0
CHEMTURA CORP COM NEW 163893209 196,125 7,024,538 SH   DFND 1,5 0 0 7,024,538
CHEMTURA CORP COM NEW 163893209 17,060 611,014 SH   DFND 6 611,014 0 0
CHEMTURA CORP COM NEW 163893209 39,661 1,420,530 SH   DFND 8 0 0 1,420,530
CHENIERE ENERGY INC COM NEW 16411R208 20,739 480,971 SH   DFND 1,5 0 0 480,971
CHENIERE ENERGY INC COM NEW 16411R208 58,378 1,353,858 SH   DFND 8 0 0 1,353,858
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 8,451 450,700 SH   DFND 1,5 0 0 450,700
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 37,492 1,999,586 SH   DFND 8 0 0 1,999,586
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 115,313 113,430,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 83,086 3,061,400 SH   DFND 1,5 19,100 0 3,042,300
CHESAPEAKE ENERGY CORP COM 165167107 4,331 159,595 SH   DFND 2 159,595 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,144 42,160 SH   DFND 3 42,160 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 122 120,000 PRN   DFND   0 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 13,052 516,086 SH   DFND 1,5 39,659 0 476,427
CHESAPEAKE LODGING TR SH BEN INT 165240102 9,062 358,318 SH   DFND 6 358,318 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,509 138,765 SH   DFND 7 138,765 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 6,132 242,464 SH   DFND 8 0 0 242,464
CHEVRON CORP NEW COM 166764100 3,940,925 31,550,120 SH   DFND 1,5 578,124 0 30,971,996
CHEVRON CORP NEW COM 166764100 75,847 607,211 SH   DFND 2 607,211 0 0
CHEVRON CORP NEW COM 166764100 21,815 174,642 SH   DFND 3 174,642 0 0
CHEVRON CORP NEW COM 166764100 124,993 1,000,663 SH   DFND 6 517,373 0 483,290
CHEVRON CORP NEW COM 166764100 100,540 804,900 SH   DFND 7 679,070 0 125,830
CHEVRON CORP NEW COM 166764100 400,466 3,206,039 SH   DFND 8 0 0 3,206,039
CHEVRON CORP NEW COM 166764100 13,951 111,686 SH   DFND   111,686 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 64,074 770,673 SH   DFND 1,5 0 0 770,673
CHICAGO BRIDGE & IRON CO N V COM 167250109 13,105 157,627 SH   DFND 8 0 0 157,627
CHICOS FAS INC COM 168615102 102,707 5,451,555 SH   DFND 1,5 0 0 5,451,555
CHICOS FAS INC COM 168615102 44,765 2,376,038 SH   DFND 6 2,376,038 0 0
CHIMERA INVT CORP COM 16934Q109 3,283 1,059,100 SH   DFND 8 0 0 1,059,100
CHIMERIX INC COM 16934W106 34,495 2,282,900 SH   DFND 1,5 15,100 0 2,267,800
CHIMERIX INC COM 16934W106 2,319 153,463 SH   DFND 8 0 0 153,463
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 106 16,800 SH   DFND 8 0 0 16,800
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 27,926 916,801 SH   DFND 1,5 75,100 0 841,701
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,335 82,900 SH   DFND 1,5 0 0 82,900
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 842 16,100 SH   DFND 6 16,100 0 0
CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 1,670 1,000,000 SH   DFND 1,5 0 0 1,000,000
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 103 11,568 SH   DFND 1,5 0 0 11,568
CHIPMOS TECH BERMUDA LTD SHS G2110R114 2,014 104,677 SH   DFND 1,5 0 0 104,677
CHIPMOS TECH BERMUDA LTD SHS G2110R114 3,043 158,166 SH   DFND 8 0 0 158,166
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,539,995 2,890,489 SH   DFND 1,5 3,100 0 2,887,389
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,205 9,770 SH   DFND 2 9,770 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,015 1,905 SH   DFND 3 1,905 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,638 10,583 SH   DFND 6 10,583 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 12,855 24,129 SH   DFND 8 0 0 24,129
CHUBB CORP COM 171232101 971,113 10,049,812 SH   DFND 1,5 60,897 0 9,988,915
CHUBB CORP COM 171232101 7,681 79,489 SH   DFND 2 79,489 0 0
CHUBB CORP COM 171232101 3,536 36,591 SH   DFND 3 36,591 0 0
CHUBB CORP COM 171232101 39,208 405,758 SH   DFND 8 0 0 405,758
CHURCH & DWIGHT INC COM 171340102 116,779 1,761,900 SH   DFND 1,5 4,900 0 1,757,000
CHUYS HLDGS INC COM 171604101 79,583 2,209,419 SH   DFND 1,5 12,000 0 2,197,419
CIBER INC COM 17163B102 4,618 1,115,400 SH   DFND 8 0 0 1,115,400
CIENA CORP COM NEW 171779309 13,603 568,435 SH   DFND 1,5 0 0 568,435
CIENA CORP COM NEW 171779309 21,881 914,365 SH   DFND 8 0 0 914,365
CIGNA CORPORATION COM 125509109 794,492 9,081,990 SH   DFND 1,5 0 0 9,081,990
CIGNA CORPORATION COM 125509109 7,635 87,273 SH   DFND 2 87,273 0 0
CIGNA CORPORATION COM 125509109 3,148 35,986 SH   DFND 3 35,986 0 0
CIGNA CORPORATION COM 125509109 2,721 31,100 SH   DFND 7 31,100 0 0
CIGNA CORPORATION COM 125509109 174,085 1,990,000 SH   DFND 8 0 0 1,990,000
CIMAREX ENERGY CO COM 171798101 296,237 2,823,723 SH   DFND 1,5 37,700 0 2,786,023
CIMAREX ENERGY CO COM 171798101 2,654 25,298 SH   DFND 6 25,298 0 0
CIMAREX ENERGY CO COM 171798101 127,673 1,216,979 SH   DFND 8 0 0 1,216,979
CINCINNATI BELL INC NEW COM 171871106 2,528 710,147 SH   DFND 1,5 0 0 710,147
CINCINNATI BELL INC NEW COM 171871106 4,224 1,186,553 SH   DFND 8 0 0 1,186,553
CINCINNATI FINL CORP COM 172062101 2,438 46,554 SH   DFND 2 46,554 0 0
CINCINNATI FINL CORP COM 172062101 489 9,330 SH   DFND 3 9,330 0 0
CINEMARK HOLDINGS INC COM 17243V102 162,597 4,878,400 SH   DFND 1,5 0 0 4,878,400
CINEMARK HOLDINGS INC COM 17243V102 19,142 574,316 SH   DFND 6 574,316 0 0
CINTAS CORP COM 172908105 1,895 31,797 SH   DFND 2 31,797 0 0
CINTAS CORP COM 172908105 639 10,725 SH   DFND 3 10,725 0 0
CIRRUS LOGIC INC COM 172755100 250 12,236 SH   DFND 8 0 0 12,236
CISCO SYS INC COM 17275R102 2,551,112 113,635,293 SH   DFND 1,5 1,439,372 0 112,195,921
CISCO SYS INC COM 17275R102 37,898 1,688,109 SH   DFND 2 1,688,109 0 0
CISCO SYS INC COM 17275R102 12,139 540,719 SH   DFND 3 540,719 0 0
CISCO SYS INC COM 17275R102 74,295 3,309,368 SH   DFND 6 2,109,698 0 1,199,670
CISCO SYS INC COM 17275R102 119,660 5,330,085 SH   DFND 7 5,183,845 0 146,240
CISCO SYS INC COM 17275R102 58,999 2,628,023 SH   DFND 8 0 0 2,628,023
CISCO SYS INC COM 17275R102 38,741 1,725,636 SH   DFND   1,725,636 0 0
CIT GROUP INC COM NEW 125581801 310,994 5,965,740 SH   DFND 1,5 29,500 0 5,936,240
CIT GROUP INC COM NEW 125581801 3,133 60,100 SH   DFND 6 60,100 0 0
CIT GROUP INC COM NEW 125581801 5,120 98,207 SH   DFND 8 0 0 98,207
CITI TRENDS INC COM 17306X102 12,897 758,671 SH   DFND 1,5 0 0 758,671
CITIGROUP INC COM NEW 172967424 5,221,894 100,209,055 SH   DFND 1,5 416,895 0 99,792,160
CITIGROUP INC COM NEW 172967424 49,902 957,621 SH   DFND 2 957,621 0 0
CITIGROUP INC COM NEW 172967424 13,093 251,266 SH   DFND 3 251,266 0 0
CITIGROUP INC COM NEW 172967424 124,941 2,397,649 SH   DFND 6 1,522,979 0 874,670
CITIGROUP INC COM NEW 172967424 154,811 2,970,851 SH   DFND 7 2,585,939 0 384,912
CITIGROUP INC COM NEW 172967424 76,955 1,476,784 SH   DFND 8 0 0 1,476,784
CITIGROUP INC *W EXP 10/28/201 172967234 968 15,631,200 SH   DFND   15,631,200 0 0
CITIGROUP INC COM NEW 172967424 100,337 1,925,479 SH   DFND   1,925,479 0 0
CITRIX SYS INC COM 177376100 289,140 4,571,382 SH   DFND 1,5 40,291 0 4,531,091
CITRIX SYS INC COM 177376100 3,722 58,852 SH   DFND 2 58,852 0 0
CITRIX SYS INC COM 177376100 431 6,812 SH   DFND 3 6,812 0 0
CITRIX SYS INC COM 177376100 1,249 19,740 SH   DFND 6 19,740 0 0
CITRIX SYS INC COM 177376100 131,138 2,073,322 SH   DFND 8 0 0 2,073,322
CITY NATL CORP COM 178566105 259,915 3,280,928 SH   DFND 1,5 0 0 3,280,928
CITY NATL CORP COM 178566105 25,059 316,323 SH   DFND 6 253,423 0 62,900
CITY NATL CORP COM 178566105 1,363 17,200 SH   DFND 7 16,900 0 300
CITY NATL CORP COM 178566105 12,548 158,400 SH   DFND 8 0 0 158,400
CITY NATL CORP COM 178566105 4,661 58,839 SH   DFND   58,839 0 0
CLARCOR INC COM 179895107 201 3,130 SH   DFND 3 3,130 0 0
CLEAN ENERGY FUELS CORP COM 184499101 3,542 275,000 SH   DFND 1,5 0 0 275,000
CLEAN HARBORS INC COM 184496107 50,661 844,912 SH   DFND 1,5 64,512 0 780,400
CLEAN HARBORS INC COM 184496107 1,199 20,000 SH   DFND 8 0 0 20,000
CLEARONE INC COM 18506U104 1,843 210,194 SH   DFND 1,5 0 0 210,194
CLECO CORP NEW COM 12561W105 101,557 2,178,400 SH   DFND 1,5 0 0 2,178,400
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 20,112 2,681,633 SH   DFND 6 2,459,733 0 221,900
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 680 90,700 SH   DFND 7 87,400 0 3,300
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 1,239 165,144 SH   DFND   165,144 0 0
CLIFFS NAT RES INC COM 18683K101 1,267 48,346 SH   DFND 2 48,346 0 0
CLIFFS NAT RES INC COM 18683K101 412 15,715 SH   DFND 3 15,715 0 0
CLOROX CO DEL COM 189054109 3,779 40,744 SH   DFND 2 40,744 0 0
CLOROX CO DEL COM 189054109 2,462 26,538 SH   DFND 3 26,538 0 0
CLOROX CO DEL COM 189054109 788 8,500 SH   DFND 6 5,400 0 3,100
CLOUD PEAK ENERGY INC COM 18911Q102 55,949 3,108,302 SH   DFND 1,5 0 0 3,108,302
CLOVIS ONCOLOGY INC COM 189464100 219,097 3,635,255 SH   DFND 1,5 18,300 0 3,616,955
CLOVIS ONCOLOGY INC COM 189464100 2,893 48,000 SH   DFND 6 48,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 63,588 1,055,053 SH   DFND 8 0 0 1,055,053
CME GROUP INC COM 12572Q105 18,728 238,700 SH   DFND 1,5 0 0 238,700
CME GROUP INC COM 12572Q105 7,809 99,530 SH   DFND 2 99,530 0 0
CME GROUP INC COM 12572Q105 1,352 17,236 SH   DFND 3 17,236 0 0
CME GROUP INC COM 12572Q105 7,914 100,865 SH   DFND 6 54,445 0 46,420
CME GROUP INC COM 12572Q105 9,944 126,735 SH   DFND 7 126,735 0 0
CME GROUP INC COM 12572Q105 887 11,304 SH   DFND   11,304 0 0
CMS ENERGY CORP COM 125896100 146,102 5,457,695 SH   DFND 1,5 0 0 5,457,695
CMS ENERGY CORP COM 125896100 2,248 83,985 SH   DFND 2 83,985 0 0
CMS ENERGY CORP COM 125896100 505 18,855 SH   DFND 3 18,855 0 0
CMS ENERGY CORP COM 125896100 3,519 131,440 SH   DFND 6 109,910 0 21,530
CMS ENERGY CORP COM 125896100 19,237 718,600 SH   DFND 7 716,560 0 2,040
CMS ENERGY CORP COM 125896100 18,339 685,047 SH   DFND   685,047 0 0
CNO FINL GROUP INC COM 12621E103 65,707 3,714,339 SH   DFND 1,5 0 0 3,714,339
CNOOC LTD SPONSORED ADR 126132109 16,589 88,400 SH   DFND 1,5 1,800 0 86,600
COACH INC COM 189754104 144,498 2,574,340 SH   DFND 1,5 0 0 2,574,340
COACH INC COM 189754104 4,970 88,552 SH   DFND 2 88,552 0 0
COACH INC COM 189754104 1,940 34,561 SH   DFND 3 34,561 0 0
COACH INC COM 189754104 490 8,730 SH   DFND 6 8,730 0 0
COBALT INTL ENERGY INC COM 19075F106 70,115 4,262,291 SH   DFND 1,5 0 0 4,262,291
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 60,499 68,360,000 PRN   DFND 1,5 0 0 0
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COBALT INTL ENERGY INC COM 19075F106 32,852 1,997,092 SH   DFND 8 0 0 1,997,092
COBALT INTL ENERGY INC COM 19075F106 6,137 373,100 SH   DFND   373,100 0 0
COBIZ FINANCIAL INC COM 190897108 8,825 737,900 SH   DFND 1,5 0 0 737,900
COBIZ FINANCIAL INC COM 190897108 4,161 347,947 SH   DFND 8 0 0 347,947
COCA COLA BOTTLING CO CONS COM 191098102 19,970 272,852 SH   DFND 1,5 0 0 272,852
COCA COLA BOTTLING CO CONS COM 191098102 6,590 90,040 SH   DFND 7 90,040 0 0
COCA COLA BOTTLING CO CONS COM 191098102 6,191 84,592 SH   DFND 8 0 0 84,592
COCA COLA CO COM 191216100 4,657,302 112,740,310 SH   DFND 1,5 515,483 0 112,224,827
COCA COLA CO COM 191216100 49,533 1,199,061 SH   DFND 2 1,199,061 0 0
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COCA COLA CO COM 191216100 58,577 1,417,998 SH   DFND 6 813,838 0 604,160
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COCA COLA CO COM 191216100 313,231 7,582,456 SH   DFND 8 0 0 7,582,456
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COCA COLA ENTERPRISES INC NE COM 19122T109 127,074 2,879,539 SH   DFND 1,5 0 0 2,879,539
COCA COLA ENTERPRISES INC NE COM 19122T109 3,364 76,240 SH   DFND 2 76,240 0 0
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COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 6,088 49,999 SH   DFND 8 0 0 49,999
CODEXIS INC COM 192005106 751 536,075 SH   DFND 1,5 0 0 536,075
CODORUS VY BANCORP INC COM 192025104 5,453 274,000 SH   DFND 1,5 0 0 274,000
COGENT COMM GROUP INC COM NEW 19239V302 5,049 124,952 SH   DFND 1,5 550 0 124,402
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,263,848 12,515,826 SH   DFND 1,5 140,925 0 12,374,901
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COLEMAN CABLE INC COM 193459302 10,257 391,203 SH   DFND 6 391,203 0 0
COLFAX CORP COM 194014106 10,252 160,970 SH   DFND 6 74,770 0 86,200
COLFAX CORP COM 194014106 6,411 100,660 SH   DFND 7 99,860 0 800
COLFAX CORP COM 194014106 13,349 209,594 SH   DFND   209,594 0 0
COLGATE PALMOLIVE CO COM 194162103 2,684,224 41,162,761 SH   DFND 1,5 17,400 0 41,145,361
COLGATE PALMOLIVE CO COM 194162103 18,097 277,514 SH   DFND 2 277,514 0 0
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COLGATE PALMOLIVE CO COM 194162103 36,784 564,080 SH   DFND 6 297,370 0 266,710
COLGATE PALMOLIVE CO COM 194162103 21,369 327,700 SH   DFND 7 253,600 0 74,100
COLGATE PALMOLIVE CO COM 194162103 51,272 786,265 SH   DFND 8 0 0 786,265
COLONY FINL INC NOTE 5.000% 4/1 19624RAA4 9,339 9,000,000 PRN   DFND 1,5 0 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 516 6,547 SH   DFND 3 6,547 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 79,645 2,934,600 SH   DFND 1,5 0 0 2,934,600
COMCAST CORP NEW CL A SPL 20030N200 665,935 13,350,740 SH   DFND 1,5 0 0 13,350,740
COMCAST CORP NEW CL A 20030N101 3,933,342 75,692,143 SH   DFND 1,5 988,581 0 74,703,562
COMCAST CORP NEW CL A 20030N101 42,757 822,797 SH   DFND 2 822,797 0 0
COMCAST CORP NEW CL A 20030N101 12,553 241,564 SH   DFND 3 241,564 0 0
COMCAST CORP NEW CL A 20030N101 111,887 2,153,113 SH   DFND 6 1,494,913 0 658,200
COMCAST CORP NEW CL A 20030N101 71,144 1,369,084 SH   DFND 7 1,064,864 0 304,220
COMCAST CORP NEW CL A SPL 20030N200 14,310 286,890 SH   DFND 7 286,890 0 0
COMCAST CORP NEW CL A SPL 20030N200 29,503 591,470 SH   DFND 8 0 0 591,470
COMCAST CORP NEW CL A 20030N101 119,032 2,290,627 SH   DFND 8 0 0 2,290,627
COMCAST CORP NEW CL A 20030N101 370 7,124 SH   DFND   7,124 0 0
COMERICA INC COM 200340107 253,949 5,341,790 SH   DFND 1,5 45,563 0 5,296,227
COMERICA INC COM 200340107 2,745 57,751 SH   DFND 2 57,751 0 0
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COMERICA INC COM 200340107 2,713 57,070 SH   DFND 6 57,070 0 0
COMERICA INC COM 200340107 16,444 345,900 SH   DFND 8 0 0 345,900
COMMERCE BANCSHARES INC COM 200525103 45,454 1,012,113 SH   DFND 1,5 0 0 1,012,113
COMMERCE BANCSHARES INC COM 200525103 34,637 771,252 SH   DFND 8 0 0 771,252
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DUKE REALTY CORP COM NEW 264411505 145,964 9,705,048 SH   DFND 1,5 223,850 0 9,481,198
DUKE REALTY CORP COM NEW 264411505 70,790 4,706,800 SH   DFND 8 0 0 4,706,800
DUN & BRADSTREET CORP DEL NE COM 26483E100 551,535 4,493,155 SH   DFND 1,5 16,500 0 4,476,655
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,479 12,048 SH   DFND 2 12,048 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 326 2,657 SH   DFND 3 2,657 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 17,783 144,870 SH   DFND 6 144,870 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 43,755 356,460 SH   DFND 7 356,460 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 45,335 369,330 SH   DFND 8 0 0 369,330
DUNKIN BRANDS GROUP INC COM 265504100 790,101 16,392,128 SH   DFND 1,5 22,000 0 16,370,128
DUNKIN BRANDS GROUP INC COM 265504100 2,410 50,000 SH   DFND 8 0 0 50,000
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 98,536 3,987,686 SH   DFND 1,5 94,387 0 3,893,299
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7,179 290,537 SH   DFND 6 290,537 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2,332 94,386 SH   DFND 7 94,386 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 38,427 1,555,138 SH   DFND 8 0 0 1,555,138
DURECT CORP COM 266605104 1,538 888,800 SH   DFND 8 0 0 888,800
DXP ENTERPRISES INC NEW COM NEW 233377407 106,730 926,479 SH   DFND 1,5 0 0 926,479
DXP ENTERPRISES INC NEW COM NEW 233377407 55,944 485,621 SH   DFND 6 485,621 0 0
DXP ENTERPRISES INC NEW COM NEW 233377407 28,486 247,270 SH   DFND 7 247,270 0 0
DYAX CORP COM 26746E103 27,274 3,622,100 SH   DFND 1,5 0 0 3,622,100
DYAX CORP COM 26746E103 101,420 13,468,800 SH   DFND 8 0 0 13,468,800
DYCOM INDS INC COM 267475101 14,061 505,976 SH   DFND 1,5 0 0 505,976
DYNAGAS LNG PARTNERS LP COM UNIT LTD PT Y2188B108 4,814 213,500 SH   DFND 8 0 0 213,500
DYNAVAX TECHNOLOGIES CORP COM 268158102 1,764 900,000 SH   DFND 1,5 0 0 900,000
DYNAVAX TECHNOLOGIES CORP COM 268158102 116 59,212 SH   DFND 8 0 0 59,212
DYNEX CAP INC COM NEW 26817Q506 18,290 2,286,243 SH   DFND 1,5 0 0 2,286,243
E HOUSE CHINA HLDGS LTD ADR 26852W103 197 13,080 SH   DFND 8 0 0 13,080
E M C CORP MASS COM 268648102 955,347 37,985,945 SH   DFND 1,5 0 0 37,985,945
E M C CORP MASS COM 268648102 16,341 649,732 SH   DFND 2 649,732 0 0
E M C CORP MASS COM 268648102 4,700 186,868 SH   DFND 3 186,868 0 0
E M C CORP MASS COM 268648102 23,725 943,338 SH   DFND 6 585,818 0 357,520
E M C CORP MASS COM 268648102 14,364 571,129 SH   DFND 7 481,459 0 89,670
E M C CORP MASS COM 268648102 92,863 3,692,357 SH   DFND 8 0 0 3,692,357
E TRADE FINANCIAL CORP COM NEW 269246401 217,902 11,094,785 SH   DFND 1,5 1,000 0 11,093,785
E TRADE FINANCIAL CORP COM NEW 269246401 1,781 90,678 SH   DFND 2 90,678 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 33,903 1,726,235 SH   DFND 6 1,726,235 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 9,029 459,710 SH   DFND 7 459,710 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 50,104 2,551,100 SH   DFND 8 0 0 2,551,100
E TRADE FINANCIAL CORP COM NEW 269246401 1,226 62,420 SH   DFND   62,420 0 0
E2OPEN INC COM 29788A104 61,907 2,589,164 SH   DFND 1,5 0 0 2,589,164
E2OPEN INC COM 29788A104 30,011 1,255,171 SH   DFND 8 0 0 1,255,171
EAGLE BANCORP INC MD COM 268948106 16,847 550,000 SH   DFND 1,5 0 0 550,000
EAGLE MATERIALS INC COM 26969P108 179,735 2,321,257 SH   DFND 1,5 0 0 2,321,257
EAGLE MATERIALS INC COM 26969P108 10,438 134,800 SH   DFND 6 134,800 0 0
EAGLE MATERIALS INC COM 26969P108 5,282 68,214 SH   DFND 7 67,714 0 500
EAGLE MATERIALS INC COM 26969P108 44,286 571,943 SH   DFND 8 0 0 571,943
EAGLE MATERIALS INC COM 26969P108 699 9,022 SH   DFND   9,022 0 0
EARTHLINK INC COM 270321102 10,729 2,116,200 SH   DFND 1,5 0 0 2,116,200
EAST WEST BANCORP INC COM 27579R104 268,863 7,688,397 SH   DFND 1,5 0 0 7,688,397
EAST WEST BANCORP INC COM 27579R104 35,720 1,021,439 SH   DFND 6 1,021,439 0 0
EAST WEST BANCORP INC COM 27579R104 9,236 264,100 SH   DFND 7 264,100 0 0
EAST WEST BANCORP INC COM 27579R104 1,287 36,798 SH   DFND   36,798 0 0
EASTGROUP PPTY INC COM 277276101 13,614 235,000 SH   DFND 1,5 0 0 235,000
EASTMAN CHEM CO COM 277432100 863,958 10,705,805 SH   DFND 1,5 68,700 0 10,637,105
EASTMAN CHEM CO COM 277432100 3,922 48,598 SH   DFND 2 48,598 0 0
EASTMAN CHEM CO COM 277432100 2,147 26,609 SH   DFND 3 26,609 0 0
EASTMAN CHEM CO COM 277432100 21,656 268,346 SH   DFND 6 124,646 0 143,700
EASTMAN CHEM CO COM 277432100 12,212 151,330 SH   DFND 7 114,800 0 36,530
EASTMAN CHEM CO COM 277432100 192,261 2,382,411 SH   DFND 8 0 0 2,382,411
EASTMAN KODAK CO COM NEW 277461406 6,235 179,620 SH   DFND 6 179,620 0 0
EASTMAN KODAK CO COM NEW 277461406 8,935 257,431 SH   DFND   257,431 0 0
EATON CORP PLC SHS G29183103 1,062,280 13,955,340 SH   DFND 1,5 55,551 0 13,899,789
EATON CORP PLC SHS G29183103 11,404 149,816 SH   DFND 2 149,816 0 0
EATON CORP PLC SHS G29183103 4,248 55,800 SH   DFND 3 55,800 0 0
EATON CORP PLC SHS G29183103 22,509 295,700 SH   DFND 6 255,200 0 40,500
EATON CORP PLC SHS G29183103 20,741 272,480 SH   DFND 7 211,880 0 60,600
EATON CORP PLC SHS G29183103 78,118 1,026,242 SH   DFND 8 0 0 1,026,242
EATON VANCE CORP COM NON VTG 278265103 7,113 166,220 SH   DFND 6 166,220 0 0
EATON VANCE CORP COM NON VTG 278265103 8,933 208,760 SH   DFND 7 208,760 0 0
EATON VANCE CORP COM NON VTG 278265103 26,744 625,000 SH   DFND 8 0 0 625,000
EBAY INC COM 278642103 1,008,601 18,374,948 SH   DFND 1,5 27,900 0 18,347,048
EBAY INC COM 278642103 20,193 367,874 SH   DFND 2 367,874 0 0
EBAY INC COM 278642103 5,591 101,861 SH   DFND 3 101,861 0 0
EBAY INC COM 278642103 89,383 1,628,410 SH   DFND 6 1,023,460 0 604,950
EBAY INC COM 278642103 133,060 2,424,127 SH   DFND 7 2,315,577 0 108,550
EBAY INC COM 278642103 83,209 1,515,914 SH   DFND 8 0 0 1,515,914
EBAY INC COM 278642103 7,437 135,487 SH   DFND   135,487 0 0
EBIX INC COM NEW 278715206 41,584 2,825,000 SH   DFND 1,5 0 0 2,825,000
ECOLAB INC COM 278865100 824,813 7,910,359 SH   DFND 1,5 77,500 0 7,832,859
ECOLAB INC COM 278865100 8,927 85,617 SH   DFND 2 85,617 0 0
ECOLAB INC COM 278865100 2,301 22,064 SH   DFND 3 22,064 0 0
ECOLAB INC COM 278865100 34,398 329,892 SH   DFND 7 329,892 0 0
ECOLAB INC COM 278865100 142,907 1,370,552 SH   DFND 8 0 0 1,370,552
ECOLAB INC COM 278865100 4,794 45,981 SH   DFND   45,981 0 0
ECOPETROL S A SPONSORED ADS 279158109 5,852 152,200 SH   DFND 1,5 0 0 152,200
EDISON INTL COM 281020107 345,729 7,467,146 SH   DFND 1,5 41,249 0 7,425,897
EDISON INTL COM 281020107 4,763 102,870 SH   DFND 2 102,870 0 0
EDISON INTL COM 281020107 985 21,285 SH   DFND 3 21,285 0 0
EDISON INTL COM 281020107 43,867 947,450 SH   DFND 6 565,890 0 381,560
EDISON INTL COM 281020107 41,535 897,080 SH   DFND 7 679,380 0 217,700
EDISON INTL COM 281020107 58,237 1,257,811 SH   DFND 8 0 0 1,257,811
EDUCATION RLTY TR INC COM 28140H104 4,888 554,180 SH   DFND 6 554,180 0 0
EDUCATIONAL DEV CORP COM 281479105 1,188 386,892 SH   DFND 1,5 0 0 386,892
EDWARDS LIFESCIENCES CORP COM 28176E108 106,641 1,621,672 SH   DFND 1,5 0 0 1,621,672
EDWARDS LIFESCIENCES CORP COM 28176E108 2,272 34,544 SH   DFND 2 34,544 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 611 9,298 SH   DFND 3 9,298 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 581 8,828 SH   DFND 6 8,828 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 78,730 1,197,225 SH   DFND 8 0 0 1,197,225
EGAIN CORP COM NEW 28225C806 995 97,150 SH   DFND 1,5 0 0 97,150
EGAIN CORP COM NEW 28225C806 1,912 186,750 SH   DFND 8 0 0 186,750
EINSTEIN NOAH REST GROUP INC COM 28257U104 11,309 779,946 SH   DFND 6 779,946 0 0
EL PASO ELEC CO COM NEW 283677854 21,463 611,300 SH   DFND 1,5 0 0 611,300
EL PASO PIPELINE PARTNERS L COM UNIT LPI 283702108 12,967 360,200 SH   DFND 1,5 0 0 360,200
ELDORADO GOLD CORP NEW COM 284902103 1,331 234,450 SH   DFND 1,5 0 0 234,450
ELDORADO GOLD CORP NEW COM 284902103 1,469 258,761 SH   DFND 6 1,326 0 257,435
ELDORADO GOLD CORP NEW COM 284902103 67,253 11,847,406 SH   DFND 7 11,847,406 0 0
ELDORADO GOLD CORP NEW COM 284902103 49,923 8,794,408 SH   DFND 8 0 0 8,794,408
ELDORADO GOLD CORP NEW COM 284902103 72,818 12,827,701 SH   DFND   12,827,701 0 0
ELECTRONIC ARTS INC COM 285512109 835,183 36,407,262 SH   DFND 1,5 20,900 0 36,386,362
ELECTRONIC ARTS INC COM 285512109 2,239 97,601 SH   DFND 2 97,601 0 0
ELECTRONIC ARTS INC COM 285512109 275 12,004 SH   DFND 3 12,004 0 0
ELECTRONIC ARTS INC COM 285512109 2,725 118,798 SH   DFND 6 118,798 0 0
ELECTRONIC ARTS INC COM 285512109 52,895 2,305,800 SH   DFND 8 0 0 2,305,800
ELECTRONICS FOR IMAGING INC COM 286082102 100,480 2,594,371 SH   DFND 1,5 0 0 2,594,371
ELECTRONICS FOR IMAGING INC COM 286082102 23,857 615,980 SH   DFND 6 615,980 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 4,770 123,150 SH   DFND 7 123,150 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 35,721 922,315 SH   DFND 8 0 0 922,315
ELECTRONICS FOR IMAGING INC COM 286082102 638 16,480 SH   DFND   16,480 0 0
ELIZABETH ARDEN INC COM 28660G106 6,579 185,595 SH   DFND 1,5 0 0 185,595
ELIZABETH ARDEN INC COM 28660G106 7,865 221,870 SH   DFND 6 221,870 0 0
ELIZABETH ARDEN INC COM 28660G106 25,652 723,620 SH   DFND 7 723,620 0 0
ELLIE MAE INC COM 28849P100 4,922 183,180 SH   DFND   183,180 0 0
ELLINGTON FINANCIAL LLC COM 288522303 12,036 530,900 SH   DFND 1,5 0 0 530,900
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,999 260,000 SH   DFND 1,5 0 0 260,000
ELLIS PERRY INTL INC COM 288853104 6,579 416,664 SH   DFND 7 416,664 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 22,134 783,791 SH   DFND 1,5 82,100 0 701,691
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 7,722 373,414 SH   DFND 1,5 6,200 0 367,214
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 4,476 158,500 SH   DFND 6 158,500 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,536 54,400 SH   DFND 7 54,400 0 0
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 5,269 254,810 SH   DFND 8 0 0 254,810
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 5,947 210,583 SH   DFND 8 0 0 210,583
EMBRAER S A SP ADR REP 4 COM 29082A107 9,020 280,300 SH   DFND 1,5 11,666 0 268,634
EMCOR GROUP INC COM 29084Q100 55,524 1,308,305 SH   DFND 1,5 0 0 1,308,305
EMCOR GROUP INC COM 29084Q100 32,971 776,883 SH   DFND 6 614,783 0 162,100
EMCOR GROUP INC COM 29084Q100 2,559 60,300 SH   DFND 7 58,300 0 2,000
EMCOR GROUP INC COM 29084Q100 39,801 937,819 SH   DFND 8 0 0 937,819
EMCOR GROUP INC COM 29084Q100 7,337 172,886 SH   DFND   172,886 0 0
EMCORE CORP COM NEW 290846203 307 59,891 SH   DFND 1,5 0 0 59,891
EMERALD OIL INC COM NEW 29101U209 635 82,900 SH   DFND 1,5 0 0 82,900
EMERALD OIL INC COM NEW 29101U209 2,501 326,500 SH   DFND 8 0 0 326,500
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,176 94,633 SH   DFND 1,5 0 0 94,633
EMERGENT BIOSOLUTIONS INC COM 29089Q105 7,669 333,592 SH   DFND 8 0 0 333,592
EMERITUS CORP COM 291005106 106,393 4,918,766 SH   DFND 1,5 61,460 0 4,857,306
EMERITUS CORP COM 291005106 12,549 580,176 SH   DFND 6 580,176 0 0
EMERITUS CORP COM 291005106 4,789 221,420 SH   DFND 7 221,420 0 0
EMERITUS CORP COM 291005106 30,823 1,424,999 SH   DFND 8 0 0 1,424,999
EMERSON ELEC CO COM 291011104 328,506 4,680,908 SH   DFND 1,5 14,600 0 4,666,308
EMERSON ELEC CO COM 291011104 15,599 222,265 SH   DFND 2 222,265 0 0
EMERSON ELEC CO COM 291011104 5,987 85,304 SH   DFND 3 85,304 0 0
EMERSON ELEC CO COM 291011104 17,151 244,390 SH   DFND 6 113,960 0 130,430
EMERSON ELEC CO COM 291011104 462 6,580 SH   DFND 7 6,580 0 0
EMERSON ELEC CO COM 291011104 41,859 596,457 SH   DFND 8 0 0 596,457
EMPIRE ST RLTY TR INC CL A 292104106 16,985 1,110,100 SH   DFND 1,5 0 0 1,110,100
EMPLOYERS HOLDINGS INC COM 292218104 12,474 394,130 SH   DFND 6 361,230 0 32,900
EMPLOYERS HOLDINGS INC COM 292218104 817 25,800 SH   DFND 7 24,800 0 1,000
EMPLOYERS HOLDINGS INC COM 292218104 978 30,900 SH   DFND   30,900 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 548 12,300 SH   DFND 8 0 0 12,300
EMULEX CORP COM NEW 292475209 83 11,600 SH   DFND 7 11,600 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 20,684 758,200 SH   DFND 1,5 0 0 758,200
ENANTA PHARMACEUTICALS INC COM 29251M106 14,739 540,276 SH   DFND 8 0 0 540,276
ENBRIDGE INC COM 29250N105 171,368 3,922,345 SH   DFND 1,5 2,333,845 0 1,588,500
ENBRIDGE INC COM 29250N105 15,919 364,369 SH   DFND 6 0 0 364,369
ENBRIDGE INC COM 29250N105 305,953 7,002,780 SH   DFND 7 7,000,900 0 1,880
ENBRIDGE INC COM 29250N105 16,642 380,900 SH   DFND 8 0 0 380,900
ENBRIDGE INC COM 29250N105 453,300 10,375,306 SH   DFND   9,098,506 0 1,276,800
ENCANA CORP COM 292505104 86,296 4,779,366 SH   DFND 1,5 4,749,566 0 29,800
ENCANA CORP COM 292505104 35,816 1,983,600 SH   DFND 8 0 0 1,983,600
ENCANA CORP COM 292505104 9,006 498,805 SH   DFND   498,805 0 0
ENCORE CAP GROUP INC COM 292554102 305 6,069 SH   DFND 1,5 0 0 6,069
ENCORE CAP GROUP INC COM 292554102 52,226 1,039,121 SH   DFND 6 1,039,121 0 0
ENCORE CAP GROUP INC COM 292554102 47,209 939,291 SH   DFND 7 939,291 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 340,087 5,041,311 SH   DFND 1,5 0 0 5,041,311
ENDO HEALTH SOLUTIONS INC COM 29264F205 22,790 337,830 SH   DFND 6 300,530 0 37,300
ENDO HEALTH SOLUTIONS INC COM 29264F205 4,382 64,950 SH   DFND 7 54,650 0 10,300
ENDO HEALTH SOLUTIONS INC COM 29264F205 19,415 287,800 SH   DFND 8 0 0 287,800
ENDOCYTE INC COM 29269A102 37,846 3,540,315 SH   DFND 1,5 25,100 0 3,515,215
ENDURANCE INTL GROUP HLDGS I COM 29272B105 55,998 3,949,060 SH   DFND 1,5 0 0 3,949,060
ENDURANCE INTL GROUP HLDGS I COM 29272B105 16,939 1,194,600 SH   DFND 8 0 0 1,194,600
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 239,726 4,086,000 SH   DFND 1,5 0 0 4,086,000
ENERGEN CORP COM 29265N108 240,045 3,392,859 SH   DFND 1,5 150 0 3,392,709
ENERGEN CORP COM 29265N108 39,705 561,204 SH   DFND 8 0 0 561,204
ENERGIZER HLDGS INC COM 29266R108 100,778 931,060 SH   DFND 1,5 75,000 0 856,060
ENERGIZER HLDGS INC COM 29266R108 16,858 155,750 SH   DFND 6 98,750 0 57,000
ENERGIZER HLDGS INC COM 29266R108 10,160 93,870 SH   DFND 7 78,870 0 15,000
ENERGIZER HLDGS INC COM 29266R108 465 4,292 SH   DFND   4,292 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 21,156 258,824 SH   DFND 1,5 0 0 258,824
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 67,742 828,750 SH   DFND 8 0 0 828,750
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 47,141 1,742,098 SH   DFND 1,5 0 0 1,742,098
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 3,742 138,300 SH   DFND 8 0 0 138,300
ENERSYS COM 29275Y102 348,169 4,967,449 SH   DFND 1,5 0 0 4,967,449
ENERSYS COM 29275Y102 13,281 189,490 SH   DFND 6 189,490 0 0
ENGILITY HLDGS INC COM 29285W104 32,372 969,223 SH   DFND 1,5 160,033 0 809,190
ENGILITY HLDGS INC COM 29285W104 8,232 246,460 SH   DFND 6 246,460 0 0
ENI S P A SPONSORED ADR 26874R108 4,374 90,200 SH   DFND 1,5 0 0 90,200
ENSCO PLC SHS CLASS A G3157S106 493,015 8,622,154 SH   DFND 1,5 82,781 0 8,539,373
ENSCO PLC SHS CLASS A G3157S106 4,217 73,752 SH   DFND 2 73,752 0 0
ENSCO PLC SHS CLASS A G3157S106 4,737 82,851 SH   DFND 6 82,851 0 0
ENSCO PLC SHS CLASS A G3157S106 1,687 29,500 SH   DFND 7 29,500 0 0
ENSCO PLC SHS CLASS A G3157S106 139,517 2,439,965 SH   DFND 8 0 0 2,439,965
ENSCO PLC SHS CLASS A G3157S106 609 10,650 SH   DFND   10,650 0 0
ENSIGN GROUP INC COM 29358P101 85,153 1,923,500 SH   DFND 1,5 0 0 1,923,500
ENSIGN GROUP INC COM 29358P101 2,665 60,200 SH   DFND 8 0 0 60,200
ENSTAR GROUP LIMITED SHS G3075P101 28,629 206,100 SH   DFND 1,5 0 0 206,100
ENTEGRIS INC COM 29362U104 13,268 1,143,783 SH   DFND 1,5 0 0 1,143,783
ENTEGRIS INC COM 29362U104 999 86,117 SH   DFND 8 0 0 86,117
ENTERCOM COMMUNICATIONS CORP CL A 293639100 799 76,053 SH   DFND 8 0 0 76,053
ENTERGY CORP NEW COM 29364G103 3,562 56,301 SH   DFND 2 56,301 0 0
ENTERGY CORP NEW COM 29364G103 1,529 24,166 SH   DFND 3 24,166 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 10,343 156,000 SH   DFND 1,5 0 0 156,000
ENTRAVISION COMMUNICATIONS C CL A 29382R107 12,012 1,972,457 SH   DFND 1,5 0 0 1,972,457
ENTROPIC COMMUNICATIONS INC COM 29384R105 2,986 633,983 SH   DFND 1,5 0 0 633,983
ENVESTNET INC COM 29404K106 35,584 1,120,400 SH   DFND   1,120,400 0 0
ENZON PHARMACEUTICALS INC COM 293904108 1,061 914,365 SH   DFND 1,5 0 0 914,365
ENZYMOTEC LTD SHS M4059L101 14,023 519,189 SH   DFND 1,5 0 0 519,189
EOG RES INC COM 26875P101 2,305,339 13,735,336 SH   DFND 1,5 70,167 0 13,665,169
EOG RES INC COM 26875P101 14,466 86,187 SH   DFND 2 86,187 0 0
EOG RES INC COM 26875P101 5,278 31,447 SH   DFND 3 31,447 0 0
EOG RES INC COM 26875P101 4,807 28,641 SH   DFND 6 26,281 0 2,360
EOG RES INC COM 26875P101 45,208 269,350 SH   DFND 7 269,130 0 220
EOG RES INC COM 26875P101 313,128 1,865,631 SH   DFND 8 0 0 1,865,631
EOG RES INC COM 26875P101 48,242 287,426 SH   DFND   287,426 0 0
EPAM SYS INC COM 29414B104 105,620 3,022,907 SH   DFND 1,5 300 0 3,022,607
EPAM SYS INC COM 29414B104 3,633 103,990 SH   DFND 6 103,990 0 0
EPAM SYS INC COM 29414B104 54,810 1,568,686 SH   DFND 8 0 0 1,568,686
EPIZYME INC COM 29428V104 41,535 1,996,883 SH   DFND 8 0 0 1,996,883
EPL OIL & GAS INC COM 26883D108 2,457 86,216 SH   DFND 1,5 0 0 86,216
EPL OIL & GAS INC COM 26883D108 9,732 341,484 SH   DFND 8 0 0 341,484
EPR PPTYS COM SH BEN INT 26884U109 19,635 399,400 SH   DFND 1,5 0 0 399,400
EQT CORP COM 26884L109 118,108 1,315,525 SH   DFND 1,5 39,966 0 1,275,559
EQT CORP COM 26884L109 4,272 47,586 SH   DFND 2 47,586 0 0
EQT CORP COM 26884L109 415 4,626 SH   DFND 3 4,626 0 0
EQT CORP COM 26884L109 21,092 234,934 SH   DFND 6 194,104 0 40,830
EQT CORP COM 26884L109 21,620 240,810 SH   DFND 7 186,580 0 54,230
EQT CORP COM 26884L109 58,888 655,915 SH   DFND 8 0 0 655,915
EQT CORP COM 26884L109 30,525 340,000 SH   DFND   340,000 0 0
EQUIFAX INC COM 294429105 21,017 304,200 SH   DFND 1,5 0 0 304,200
EQUIFAX INC COM 294429105 2,654 38,420 SH   DFND 2 38,420 0 0
EQUIFAX INC COM 294429105 17,793 257,540 SH   DFND 7 257,540 0 0
EQUIFAX INC COM 294429105 6,246 90,400 SH   DFND 8 0 0 90,400
EQUINIX INC COM NEW 29444U502 30,983 174,600 SH   DFND 1,5 0 0 174,600
EQUINIX INC COM NEW 29444U502 8,379 47,220 SH   DFND 8 0 0 47,220
EQUITY LIFESTYLE PPTYS INC COM 29472R108 392,039 10,820,839 SH   DFND 1,5 22,947 0 10,797,892
EQUITY LIFESTYLE PPTYS INC COM 29472R108 23,883 659,210 SH   DFND 6 659,210 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,071 84,760 SH   DFND 7 84,760 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 33,559 926,275 SH   DFND 8 0 0 926,275
EQUITY ONE COM 294752100 51,248 2,283,793 SH   DFND 1,5 103,717 0 2,180,076
EQUITY ONE COM 294752100 21,833 972,938 SH   DFND 6 972,938 0 0
EQUITY ONE COM 294752100 8,769 390,770 SH   DFND 7 390,770 0 0
EQUITY ONE COM 294752100 24,566 1,094,753 SH   DFND 8 0 0 1,094,753
EQUITY RESIDENTIAL SH BEN INT 29476L107 367,455 7,084,159 SH   DFND 1,5 139,180 0 6,944,979
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,489 105,828 SH   DFND 2 105,828 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 990 19,089 SH   DFND 3 19,089 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 24,927 480,572 SH   DFND 6 480,572 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,526 183,654 SH   DFND 7 183,654 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 189,298 3,649,471 SH   DFND 8 0 0 3,649,471
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,919 191,220 SH   DFND   191,220 0 0
ERA GROUP INC COM 26885G109 302 9,770 SH   DFND 1,5 0 0 9,770
ERICSSON ADR B SEK 10 294821608 2,187 178,700 SH   DFND 1,5 0 0 178,700
ERICSSON ADR B SEK 10 294821608 11,983 979,000 SH   DFND 8 0 0 979,000
ESPERION THERAPEUTICS INC NE COM 29664W105 1,224 89,100 SH   DFND 8 0 0 89,100
ESSENT GROUP LTD COM G3198U102 6,838 284,200 SH   DFND 6 284,200 0 0
ESSENT GROUP LTD COM G3198U102 3,455 143,600 SH   DFND 7 143,600 0 0
ESSENT GROUP LTD COM G3198U102 462 19,200 SH   DFND   19,200 0 0
ESSEX PPTY TR INC COM 297178105 132,386 922,488 SH   DFND 1,5 25,797 0 896,691
ESSEX PPTY TR INC COM 297178105 34,842 242,786 SH   DFND 6 242,786 0 0
ESSEX PPTY TR INC COM 297178105 13,744 95,768 SH   DFND 7 95,768 0 0
ESSEX PPTY TR INC COM 297178105 53,043 369,611 SH   DFND 8 0 0 369,611
ESTERLINE TECHNOLOGIES CORP COM 297425100 240,980 2,363,475 SH   DFND 1,5 18,210 0 2,345,265
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,649 16,170 SH   DFND 6 16,170 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 30,999 304,034 SH   DFND 8 0 0 304,034
EURONET WORLDWIDE INC COM 298736109 216,674 4,528,185 SH   DFND 1,5 0 0 4,528,185
EURONET WORLDWIDE INC COM 298736109 23,582 492,833 SH   DFND 8 0 0 492,833
EV ENERGY PARTNERS LP COM UNITS 26926V107 110,593 3,259,449 SH   DFND 1,5 0 0 3,259,449
EVERBANK FINL CORP COM 29977G102 35,686 1,945,800 SH   DFND 1,5 0 0 1,945,800
EVERBANK FINL CORP COM 29977G102 26,694 1,455,520 SH   DFND 6 1,455,520 0 0
EVERBANK FINL CORP COM 29977G102 4,762 259,630 SH   DFND 7 259,630 0 0
EVERBANK FINL CORP COM 29977G102 1,643 89,600 SH   DFND 8 0 0 89,600
EVERBANK FINL CORP COM 29977G102 727 39,650 SH   DFND   39,650 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 153,931 2,574,960 SH   DFND 1,5 27,700 0 2,547,260
EVERCORE PARTNERS INC CLASS A 29977A105 26,901 450,000 SH   DFND 8 0 0 450,000
EVEREST RE GROUP LTD COM G3223R108 148,680 953,874 SH   DFND 1,5 0 0 953,874
EVEREST RE GROUP LTD COM G3223R108 10,085 64,700 SH   DFND 6 13,000 0 51,700
EVEREST RE GROUP LTD COM G3223R108 8,853 56,800 SH   DFND 7 43,200 0 13,600
EVEREST RE GROUP LTD COM G3223R108 32,706 209,830 SH   DFND 8 0 0 209,830
EVERTEC INC COM 30040P103 64,941 2,633,436 SH   DFND 1,5 7,126 0 2,626,310
EVERTEC INC COM 30040P103 37,435 1,518,054 SH   DFND 6 1,518,054 0 0
EVERTEC INC COM 30040P103 4,999 202,700 SH   DFND 7 202,700 0 0
EVERTEC INC COM 30040P103 39,633 1,607,172 SH   DFND 8 0 0 1,607,172
EVERTEC INC COM 30040P103 668 27,100 SH   DFND   27,100 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 209 16,974 SH   DFND 1,5 0 0 16,974
EVOLUTION PETROLEUM CORP COM 30049A107 849 68,831 SH   DFND 8 0 0 68,831
EVOLVING SYS INC COM NEW 30049R209 1,038 106,574 SH   DFND 1,5 0 0 106,574
EXA CORP COM 300614500 32,427 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 18,592 1,590,461 SH   DFND 8 0 0 1,590,461
EXACTECH INC COM 30064E109 1,188 50,000 SH   DFND 1,5 0 0 50,000
EXACTECH INC COM 30064E109 20,434 860,000 SH   DFND 8 0 0 860,000
EXCEL TR INC COM 30068C109 47,150 4,139,613 SH   DFND 1,5 70,414 0 4,069,199
EXCEL TR INC COM 30068C109 1,716 150,644 SH   DFND 6 150,644 0 0
EXCEL TR INC COM 30068C109 878 77,127 SH   DFND 7 77,127 0 0
EXCEL TR INC COM 30068C109 7,381 647,987 SH   DFND 8 0 0 647,987
EXELIS INC COM 30162A108 9,515 499,236 SH   DFND 1,5 0 0 499,236
EXELIXIS INC COM 30161Q104 156,947 25,603,026 SH   DFND 1,5 126,600 0 25,476,426
EXELIXIS INC COM 30161Q104 432 70,400 SH   DFND 6 70,400 0 0
EXELIXIS INC COM 30161Q104 11,998 1,957,232 SH   DFND 8 0 0 1,957,232
EXELON CORP COM 30161N101 20,543 750,000 SH   DFND 1,5 0 0 750,000
EXELON CORP COM 30161N101 7,410 270,554 SH   DFND 2 270,554 0 0
EXELON CORP COM 30161N101 1,846 67,390 SH   DFND 3 67,390 0 0
EXFO INC SUB VTG SHS 302046107 2,382 500,000 SH   DFND   500,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 50,461 1,826,970 SH   DFND 1,5 0 0 1,826,970
EXLSERVICE HOLDINGS INC COM 302081104 31,915 1,155,501 SH   DFND 6 1,155,501 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,117 112,870 SH   DFND 7 112,870 0 0
EXLSERVICE HOLDINGS INC COM 302081104 31,957 1,157,010 SH   DFND 8 0 0 1,157,010
EXLSERVICE HOLDINGS INC COM 302081104 418 15,120 SH   DFND   15,120 0 0
EXPEDIA INC DEL COM NEW 30212P303 11,302 162,250 SH   DFND 1,5 0 0 162,250
EXPEDIA INC DEL COM NEW 30212P303 2,265 32,514 SH   DFND 2 32,514 0 0
EXPEDIA INC DEL COM NEW 30212P303 354 5,081 SH   DFND 3 5,081 0 0
EXPEDIA INC DEL COM NEW 30212P303 14,352 206,030 SH   DFND 6 114,770 0 91,260
EXPEDIA INC DEL COM NEW 30212P303 24,844 356,645 SH   DFND 7 356,645 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,514 21,740 SH   DFND   21,740 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,319 75,000 SH   DFND 1,5 0 0 75,000
EXPEDITORS INTL WASH INC COM 302130109 2,872 64,909 SH   DFND 2 64,909 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,546 34,927 SH   DFND 3 34,927 0 0
EXPEDITORS INTL WASH INC COM 302130109 14,492 327,500 SH   DFND 8 0 0 327,500
EXPRESS INC COM 30219E103 68,177 3,651,664 SH   DFND 1,5 0 0 3,651,664
EXPRESS INC COM 30219E103 22,172 1,187,580 SH   DFND 6 980,680 0 206,900
EXPRESS INC COM 30219E103 1,012 54,200 SH   DFND 7 52,500 0 1,700
EXPRESS INC COM 30219E103 711 38,100 SH   DFND 8 0 0 38,100
EXPRESS INC COM 30219E103 3,853 206,350 SH   DFND   206,350 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 549,748 7,826,703 SH   DFND 1,5 110,800 0 7,715,903
EXPRESS SCRIPTS HLDG CO COM 30219G108 17,870 254,418 SH   DFND 2 254,418 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,990 99,518 SH   DFND 3 99,518 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 127,751 1,818,778 SH   DFND 6 983,585 0 835,193
EXPRESS SCRIPTS HLDG CO COM 30219G108 179,470 2,555,093 SH   DFND 7 2,338,233 0 216,860
EXPRESS SCRIPTS HLDG CO COM 30219G108 108,735 1,548,050 SH   DFND 8 0 0 1,548,050
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,482 106,524 SH   DFND   106,524 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 98,462 3,749,500 SH   DFND 1,5 0 0 3,749,500
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 2,216 84,400 SH   DFND 8 0 0 84,400
EXTERRAN HLDGS INC COM 30225X103 3,629 106,100 SH   DFND 8 0 0 106,100
EXTRA SPACE STORAGE INC COM 30225T102 104,701 2,485,200 SH   DFND 1,5 0 0 2,485,200
EXTRA SPACE STORAGE INC COM 30225T102 48,353 1,147,700 SH   DFND 8 0 0 1,147,700
EXXON MOBIL CORP COM 30231G102 3,027,086 29,911,918 SH   DFND 1,5 619,714 0 29,292,204
EXXON MOBIL CORP COM 30231G102 139,584 1,379,288 SH   DFND 2 1,379,288 0 0
EXXON MOBIL CORP COM 30231G102 39,598 391,286 SH   DFND 3 391,286 0 0
EXXON MOBIL CORP COM 30231G102 125,611 1,241,220 SH   DFND 6 921,561 0 319,659
EXXON MOBIL CORP COM 30231G102 99,941 987,560 SH   DFND 7 772,210 0 215,350
EXXON MOBIL CORP COM 30231G102 332,372 3,284,308 SH   DFND 8 0 0 3,284,308
EXXON MOBIL CORP COM 30231G102 9,353 92,423 SH   DFND   92,423 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 6,463 262,620 SH   DFND 1,5 0 0 262,620
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 22,222 898,838 SH   DFND 6 689,844 0 208,994
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 3,812 153,592 SH   DFND 7 152,492 0 1,100
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 1,142 46,401 SH   DFND 8 0 0 46,401
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 2,658 108,000 SH   DFND   108,000 0 0
EZCORP INC CL A NON VTG 302301106 84,061 7,190,835 SH   DFND 1,5 0 0 7,190,835
EZCORP INC CL A NON VTG 302301106 10,383 888,161 SH   DFND 6 888,161 0 0
EZCORP INC CL A NON VTG 302301106 797 68,200 SH   DFND 8 0 0 68,200
F M C CORP COM NEW 302491303 601,741 7,974,305 SH   DFND 1,5 2,200 0 7,972,105
F M C CORP COM NEW 302491303 3,175 42,079 SH   DFND 2 42,079 0 0
F M C CORP COM NEW 302491303 516 6,837 SH   DFND 3 6,837 0 0
F M C CORP COM NEW 302491303 151,057 2,001,815 SH   DFND 8 0 0 2,001,815
F5 NETWORKS INC COM 315616102 221,650 2,439,471 SH   DFND 1,5 200 0 2,439,271
F5 NETWORKS INC COM 315616102 2,226 24,504 SH   DFND 2 24,504 0 0
F5 NETWORKS INC COM 315616102 266 2,926 SH   DFND 3 2,926 0 0
F5 NETWORKS INC COM 315616102 2,776 30,554 SH   DFND 6 30,554 0 0
F5 NETWORKS INC COM 315616102 81,112 892,717 SH   DFND 8 0 0 892,717
FABRINET SHS G3323L100 32,845 1,597,524 SH   DFND 1,5 0 0 1,597,524
FACEBOOK INC CL A 30303M102 7,270,176 133,007,238 SH   DFND 1,5 335,300 0 132,671,938
FACEBOOK INC CL A 30303M102 28,385 519,299 SH   DFND 2 519,299 0 0
FACEBOOK INC CL A 30303M102 3,159 57,787 SH   DFND 3 57,787 0 0
FACEBOOK INC CL A 30303M102 58,983 1,079,086 SH   DFND 6 697,756 0 381,330
FACEBOOK INC CL A 30303M102 34,097 623,810 SH   DFND 7 471,580 0 152,230
FACEBOOK INC CL A 30303M102 345,366 6,318,441 SH   DFND 8 0 0 6,318,441
FACEBOOK INC CL A 30303M102 9,889 180,921 SH   DFND   180,921 0 0
FACTSET RESH SYS INC COM 303075105 595 5,482 SH   DFND 3 5,482 0 0
FACTSET RESH SYS INC COM 303075105 9,229 85,000 SH   DFND 8 0 0 85,000
FAIR ISAAC CORP COM 303250104 30,531 485,850 SH   DFND 7 485,850 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,358 120,065 SH   DFND 1,5 0 0 120,065
FAMILY DLR STORES INC COM 307000109 1,983 30,527 SH   DFND 2 30,527 0 0
FAMILY DLR STORES INC COM 307000109 363 5,583 SH   DFND 3 5,583 0 0
FASTENAL CO COM 311900104 4,095 86,196 SH   DFND 2 86,196 0 0
FASTENAL CO COM 311900104 1,121 23,600 SH   DFND 3 23,600 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,858 47,900 SH   DFND 1,5 2,700 0 45,200
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,576 25,400 SH   DFND 6 25,400 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,207 11,900 SH   DFND 7 11,900 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,779 27,400 SH   DFND 8 0 0 27,400
FEDERATED INVS INC PA CL B 314211103 287,273 9,974,763 SH   DFND 1,5 0 0 9,974,763
FEDEX CORP COM 31428X106 1,198,388 8,335,453 SH   DFND 1,5 125,378 0 8,210,075
FEDEX CORP COM 31428X106 13,511 93,976 SH   DFND 2 93,976 0 0
FEDEX CORP COM 31428X106 4,379 30,459 SH   DFND 3 30,459 0 0
FEDEX CORP COM 31428X106 88,970 618,836 SH   DFND 6 394,386 0 224,450
FEDEX CORP COM 31428X106 103,126 717,301 SH   DFND 7 665,471 0 51,830
FEDEX CORP COM 31428X106 150,965 1,050,042 SH   DFND 8 0 0 1,050,042
FEDEX CORP COM 31428X106 4,776 33,223 SH   DFND   33,223 0 0
FEI CO COM 30241L109 634 7,100 SH   DFND 1,5 0 0 7,100
FEI CO COM 30241L109 1,072 12,000 SH   DFND 8 0 0 12,000
FELCOR LODGING TR INC COM 31430F101 7,267 890,528 SH   DFND 1,5 45,400 0 845,128
FELCOR LODGING TR INC COM 31430F101 3,555 435,639 SH   DFND 6 435,639 0 0
FELCOR LODGING TR INC COM 31430F101 1,364 167,100 SH   DFND 7 167,100 0 0
FELCOR LODGING TR INC COM 31430F101 3,844 471,138 SH   DFND 8 0 0 471,138
FERRO CORP COM 315405100 45,222 3,524,700 SH   DFND 1,5 0 0 3,524,700
FERRO CORP COM 315405100 8,315 648,090 SH   DFND 6 648,090 0 0
FERRO CORP COM 315405100 31,480 2,453,653 SH   DFND 8 0 0 2,453,653
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 474 40,600 SH   DFND 1,5 0 0 40,600
FIBROCELL SCIENCE INC COM NEW 315721209 14,642 3,606,440 SH   DFND 8 0 0 3,606,440
FIDELITY & GTY LIFE COM 315785105 4,104 216,700 SH   DFND 6 216,700 0 0
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 450 2,742 SH   DFND 3 2,742 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 137,931 84,620,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 202,500 6,240,365 SH   DFND 1,5 77,886 0 6,162,479
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 3,879 2,380,000 PRN   DFND 6 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 38,010 1,171,350 SH   DFND 8 0 0 1,171,350
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 179 110,000 PRN   DFND   0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,345,483 25,064,892 SH   DFND 1,5 122,554 0 24,942,338
FIDELITY NATL INFORMATION SV COM 31620M106 4,934 91,921 SH   DFND 2 91,921 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 267 4,969 SH   DFND 3 4,969 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 53,466 996,010 SH   DFND 6 529,820 0 466,190
FIDELITY NATL INFORMATION SV COM 31620M106 67,366 1,254,952 SH   DFND 7 1,138,342 0 116,610
FIDELITY NATL INFORMATION SV COM 31620M106 158,444 2,951,644 SH   DFND 8 0 0 2,951,644
FIDELITY NATL INFORMATION SV COM 31620M106 3,245 60,450 SH   DFND   60,450 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 107,361 2,055,158 SH   DFND 1,5 0 0 2,055,158
FIESTA RESTAURANT GROUP INC COM 31660B101 21,028 402,522 SH   DFND 6 402,522 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 3,093 59,200 SH   DFND 8 0 0 59,200
FIESTA RESTAURANT GROUP INC COM 31660B101 2,087 39,950 SH   DFND   39,950 0 0
FIFTH & PAC COS INC COM 316645100 261,863 8,165,365 SH   DFND 1,5 30,100 0 8,135,265
FIFTH & PAC COS INC COM 316645100 2,772 86,440 SH   DFND 6 86,440 0 0
FIFTH THIRD BANCORP COM 316773100 61,902 2,943,515 SH   DFND 1,5 1,100 0 2,942,415
FIFTH THIRD BANCORP COM 316773100 5,862 278,741 SH   DFND 2 278,741 0 0
FIFTH THIRD BANCORP COM 316773100 2,213 105,241 SH   DFND 3 105,241 0 0
FIFTH THIRD BANCORP COM 316773100 32,263 1,534,146 SH   DFND 8 0 0 1,534,146
FINANCIAL ENGINES INC COM 317485100 14,757 212,391 SH   DFND 1,5 0 0 212,391
FINISAR CORP COM NEW 31787A507 21,444 896,507 SH   DFND 1,5 0 0 896,507
FIREEYE INC COM 31816Q101 75,893 1,740,259 SH   DFND 1,5 3,100 0 1,737,159
FIREEYE INC COM 31816Q101 18,374 421,324 SH   DFND   421,324 0 0
FIRST AMERN FINL CORP COM 31847R102 44,031 1,561,400 SH   DFND 1,5 0 0 1,561,400
FIRST AMERN FINL CORP COM 31847R102 8,553 303,300 SH   DFND 8 0 0 303,300
FIRST BANCORP P R COM NEW 318672706 58,363 9,428,572 SH   DFND 1,5 0 0 9,428,572
FIRST CASH FINL SVCS INC COM 31942D107 11,020 178,200 SH   DFND 1,5 7,534 0 170,666
FIRST CASH FINL SVCS INC COM 31942D107 29,100 470,577 SH   DFND 6 470,577 0 0
FIRST CASH FINL SVCS INC COM 31942D107 3,995 64,600 SH   DFND 8 0 0 64,600
FIRST CTZNS BANCSHARES INC N CL A 31946M103 195,704 879,055 SH   DFND 1,5 0 0 879,055
FIRST FINL BANKSHARES COM 32020R109 12,866 194,000 SH   DFND 1,5 0 0 194,000
FIRST FINL HLDGS INC NEW COM 32023E105 7,724 116,140 SH   DFND 6 116,140 0 0
FIRST HORIZON NATL CORP COM 320517105 306 26,228 SH   DFND 1,5 0 0 26,228
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 112,937 6,472,009 SH   DFND 1,5 93,584 0 6,378,425
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 15,226 872,524 SH   DFND 6 872,524 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 5,610 321,473 SH   DFND 7 321,473 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 23,267 1,333,351 SH   DFND 8 0 0 1,333,351
FIRST NIAGARA FINL GP INC COM 33582V108 67,667 6,371,667 SH   DFND 1,5 0 0 6,371,667
FIRST POTOMAC RLTY TR COM 33610F109 72,559 6,238,967 SH   DFND 1,5 158,527 0 6,080,440
FIRST POTOMAC RLTY TR COM 33610F109 578 49,718 SH   DFND 6 49,718 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 116,991 2,234,792 SH   DFND 1,5 114,092 0 2,120,700
FIRST REP BK SAN FRANCISCO C COM 33616C100 20,485 391,300 SH   DFND 8 0 0 391,300
FIRST SOLAR INC COM 336433107 1,218 22,291 SH   DFND 2 22,291 0 0
FIRST SOLAR INC COM 336433107 590 10,800 SH   DFND 8 0 0 10,800
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 7,239 150,600 SH   DFND 3 150,600 0 0
FIRSTENERGY CORP COM 337932107 149,168 4,522,986 SH   DFND 1,5 111,610 0 4,411,376
FIRSTENERGY CORP COM 337932107 4,355 132,049 SH   DFND 2 132,049 0 0
FIRSTENERGY CORP COM 337932107 1,912 57,973 SH   DFND 3 57,973 0 0
FIRSTENERGY CORP COM 337932107 1,264 38,333 SH   DFND 6 38,333 0 0
FIRSTMERIT CORP COM 337915102 90,336 4,063,712 SH   DFND 1,5 46,526 0 4,017,186
FIRSTMERIT CORP COM 337915102 53,508 2,407,017 SH   DFND 6 2,211,817 0 195,200
FIRSTMERIT CORP COM 337915102 8,672 390,110 SH   DFND 7 388,810 0 1,300
FIRSTMERIT CORP COM 337915102 5,269 237,004 SH   DFND   237,004 0 0
FISERV INC COM 337738108 612,807 10,377,760 SH   DFND 1,5 59,000 0 10,318,760
FISERV INC COM 337738108 4,809 81,440 SH   DFND 2 81,440 0 0
FISERV INC COM 337738108 1,547 26,203 SH   DFND 3 26,203 0 0
FISERV INC COM 337738108 13,655 231,240 SH   DFND 6 50,840 0 180,400
FISERV INC COM 337738108 11,798 199,800 SH   DFND 7 152,000 0 47,800
FISERV INC COM 337738108 51,478 871,766 SH   DFND 8 0 0 871,766
FIVE BELOW INC COM 33829M101 350,967 8,124,241 SH   DFND 1,5 18,400 0 8,105,841
FLAGSTAR BANCORP INC COM PAR .001 337930705 669 34,100 SH   DFND 8 0 0 34,100
FLANIGANS ENTERPRISES INC COM 338517105 655 50,357 SH   DFND 1,5 0 0 50,357
FLEETCOR TECHNOLOGIES INC COM 339041105 528,573 4,511,162 SH   DFND 1,5 51,364 0 4,459,798
FLEETCOR TECHNOLOGIES INC COM 339041105 13,752 117,370 SH   DFND 6 117,370 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 6,620 56,500 SH   DFND 7 56,500 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 77,057 657,654 SH   DFND 8 0 0 657,654
FLEETCOR TECHNOLOGIES INC COM 339041105 883 7,538 SH   DFND   7,538 0 0
FLEETMATICS GROUP PLC COM G35569105 90,465 2,091,676 SH   DFND 1,5 5,200 0 2,086,476
FLEETMATICS GROUP PLC COM G35569105 20,502 474,024 SH   DFND 8 0 0 474,024
FLEXTRONICS INTL LTD ORD Y2573F102 115,974 14,925,875 SH   DFND 1,5 0 0 14,925,875
FLEXTRONICS INTL LTD ORD Y2573F102 558 71,800 SH   DFND 6 45,600 0 26,200
FLIR SYS INC COM 302445101 28,999 963,418 SH   DFND 1,5 0 0 963,418
FLIR SYS INC COM 302445101 1,346 44,725 SH   DFND 2 44,725 0 0
FLIR SYS INC COM 302445101 303 10,050 SH   DFND 3 10,050 0 0
FLOWSERVE CORP COM 34354P105 3,471 44,035 SH   DFND 2 44,035 0 0
FLOWSERVE CORP COM 34354P105 536 6,796 SH   DFND 3 6,796 0 0
FLOWSERVE CORP COM 34354P105 4,623 58,640 SH   DFND 6 58,640 0 0
FLOWSERVE CORP COM 34354P105 6,865 87,090 SH   DFND 7 87,090 0 0
FLOWSERVE CORP COM 34354P105 9,888 125,438 SH   DFND   125,438 0 0
FLUIDIGM CORP DEL COM 34385P108 67,150 1,752,339 SH   DFND 1,5 0 0 1,752,339
FLUOR CORP NEW COM 343412102 150,502 1,874,480 SH   DFND 1,5 5,900 0 1,868,580
FLUOR CORP NEW COM 343412102 4,141 51,576 SH   DFND 2 51,576 0 0
FLUOR CORP NEW COM 343412102 845 10,528 SH   DFND 3 10,528 0 0
FLUOR CORP NEW COM 343412102 4,372 54,449 SH   DFND 8 0 0 54,449
FMC TECHNOLOGIES INC COM 30249U101 310,480 5,946,758 SH   DFND 1,5 36,800 0 5,909,958
FMC TECHNOLOGIES INC COM 30249U101 3,900 74,699 SH   DFND 2 74,699 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,481 28,375 SH   DFND 3 28,375 0 0
FMC TECHNOLOGIES INC COM 30249U101 14,474 277,220 SH   DFND 6 226,120 0 51,100
FMC TECHNOLOGIES INC COM 30249U101 17,823 341,380 SH   DFND 7 265,020 0 76,360
FMC TECHNOLOGIES INC COM 30249U101 110,498 2,116,420 SH   DFND 8 0 0 2,116,420
FNB CORP PA COM 302520101 31,582 2,502,500 SH   DFND 1,5 0 0 2,502,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 179,735 1,836,463 SH   DFND 1,5 46,589 0 1,789,874
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 6,369 65,072 SH   DFND 8 0 0 65,072
FOOT LOCKER INC COM 344849104 363,044 8,760,718 SH   DFND 1,5 39,500 0 8,721,218
FOOT LOCKER INC COM 344849104 735 17,726 SH   DFND 6 17,726 0 0
FOOT LOCKER INC COM 344849104 21,108 509,352 SH   DFND 8 0 0 509,352
FORD MTR CO DEL COM PAR $0.01 345370860 382,051 24,760,273 SH   DFND 1,5 24,700 0 24,735,573
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 126,117 68,740,000 PRN   DFND 1,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 19,216 1,245,393 SH   DFND 2 1,245,393 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,649 366,077 SH   DFND 3 366,077 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,626 170,177 SH   DFND 6 155,827 0 14,350
FORD MTR CO DEL COM PAR $0.01 345370860 2,926 189,608 SH   DFND 7 188,248 0 1,360
FORD MTR CO DEL COM PAR $0.01 345370860 14,812 959,961 SH   DFND 8 0 0 959,961
FOREST CITY ENTERPRISES INC CL A 345550107 73,054 3,824,834 SH   DFND 1,5 147,556 0 3,677,278
FOREST CITY ENTERPRISES INC CL A 345550107 19,164 1,003,370 SH   DFND 6 1,003,370 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 4,706 246,391 SH   DFND 7 246,391 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 66,076 3,459,487 SH   DFND 8 0 0 3,459,487
FOREST LABS INC COM 345838106 16,592 276,400 SH   DFND 1,5 0 0 276,400
FOREST LABS INC COM 345838106 4,493 74,854 SH   DFND 2 74,854 0 0
FOREST LABS INC COM 345838106 968 16,126 SH   DFND 3 16,126 0 0
FOREST OIL CORP COM PAR $0.01 346091705 10,569 2,927,600 SH   DFND 1,5 0 0 2,927,600
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 16,727 14,480,000 PRN   DFND 1,5 0 0 0
FORMFACTOR INC COM 346375108 1,064 176,700 SH   DFND 8 0 0 176,700
FORRESTER RESH INC COM 346563109 394 10,300 SH   DFND 8 0 0 10,300
FORTINET INC COM 34959E109 7,162 374,369 SH   DFND 1,5 0 0 374,369
FORTINET INC COM 34959E109 328 17,152 SH   DFND 6 17,152 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 74,644 1,633,350 SH   DFND 1,5 150 0 1,633,200
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,658 58,160 SH   DFND 6 58,160 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,956 86,560 SH   DFND 7 86,560 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 11,951 261,500 SH   DFND 8 0 0 261,500
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,687 124,433 SH   DFND   124,433 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 17,461 617,870 SH   DFND 1,5 0 0 617,870
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 42,512 1,504,301 SH   DFND 6 1,383,101 0 121,200
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 6,527 230,980 SH   DFND 7 228,480 0 2,500
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 28,203 997,989 SH   DFND 8 0 0 997,989
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 12,073 427,222 SH   DFND   427,222 0 0
FOSSIL GROUP INC COM 34988V106 575,982 4,802,253 SH   DFND 1,5 4,800 0 4,797,453
FOSSIL GROUP INC COM 34988V106 1,861 15,513 SH   DFND 2 15,513 0 0
FOSSIL GROUP INC COM 34988V106 1,574 13,127 SH   DFND 6 13,127 0 0
FOSTER WHEELER AG COM H27178104 13,852 419,500 SH   DFND 1,5 0 0 419,500
FOX CHASE BANCORP INC NEW COM 35137T108 304 17,484 SH   DFND 1,5 0 0 17,484
FRANCESCAS HLDGS CORP COM 351793104 73,019 3,966,288 SH   DFND 1,5 2,700 0 3,963,588
FRANCESCAS HLDGS CORP COM 351793104 24,651 1,339,007 SH   DFND 6 1,339,007 0 0
FRANCESCAS HLDGS CORP COM 351793104 4,186 227,370 SH   DFND 7 118,180 0 109,190
FRANCO NEVADA CORP COM 351858105 290,471 7,127,573 SH   DFND 1,5 0 0 7,127,573
FRANCO NEVADA CORP COM 351858105 26,248 644,065 SH   DFND 6 175,565 0 468,500
FRANCO NEVADA CORP COM 351858105 96,915 2,378,100 SH   DFND 7 2,351,200 0 26,900
FRANCO NEVADA CORP COM 351858105 63,829 1,566,234 SH   DFND 8 0 0 1,566,234
FRANCO NEVADA CORP COM 351858105 109,061 2,676,130 SH   DFND   1,629,630 0 1,046,500
FRANKLIN RES INC COM 354613101 42,432 735,000 SH   DFND 1,5 1,000 0 734,000
FRANKLIN RES INC COM 354613101 7,359 127,473 SH   DFND 2 127,473 0 0
FRANKLIN RES INC COM 354613101 4,123 71,426 SH   DFND 3 71,426 0 0
FRANKLIN RES INC COM 354613101 60,513 1,048,200 SH   DFND 8 0 0 1,048,200
FRANKLIN STREET PPTYS CORP COM 35471R106 143,400 12,000,000 SH   DFND 1,5 0 0 12,000,000
FREEPORT-MCMORAN COPPER & GO COM 35671D857 403,849 10,700,831 SH   DFND 1,5 30,500 0 10,670,331
FREEPORT-MCMORAN COPPER & GO COM 35671D857 12,370 327,781 SH   DFND 2 327,781 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,195 84,651 SH   DFND 3 84,651 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 47,727 1,264,637 SH   DFND 6 785,127 0 479,510
FREEPORT-MCMORAN COPPER & GO COM 35671D857 80,744 2,139,477 SH   DFND 7 2,055,227 0 84,250
FREEPORT-MCMORAN COPPER & GO COM 35671D857 10,465 277,300 SH   DFND 8 0 0 277,300
FREEPORT-MCMORAN COPPER & GO COM 35671D857 4,076 108,011 SH   DFND   108,011 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 148,145 9,230,203 SH   DFND 1,5 0 0 9,230,203
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 789 49,135 SH   DFND 6 49,135 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 5,143 320,414 SH   DFND 8 0 0 320,414
FRESH DEL MONTE PRODUCE INC ORD G36738105 242,537 8,570,200 SH   DFND 1,5 640,000 0 7,930,200
FRESH MKT INC COM 35804H106 37,681 930,405 SH   DFND 1,5 3,000 0 927,405
FRESH MKT INC COM 35804H106 4,916 121,374 SH   DFND 8 0 0 121,374
FRONTIER COMMUNICATIONS CORP COM 35906A108 30,284 6,512,705 SH   DFND 1,5 0 0 6,512,705
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,467 315,591 SH   DFND 2 315,591 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 270 58,142 SH   DFND 3 58,142 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 8,955 1,925,897 SH   DFND 8 0 0 1,925,897
FTD COS INC COM 30281V108 304 9,344 SH   DFND 1,5 0 0 9,344
FTI CONSULTING INC COM 302941109 221,747 5,390,062 SH   DFND 1,5 0 0 5,390,062
FTI CONSULTING INC COM 302941109 19,132 465,052 SH   DFND 6 465,052 0 0
FULLER H B CO COM 359694106 46,345 890,571 SH   DFND 1,5 300 0 890,271
FULLER H B CO COM 359694106 12,148 233,438 SH   DFND 8 0 0 233,438
FURMANITE CORPORATION COM 361086101 19,791 1,863,552 SH   DFND 6 1,863,552 0 0
FUSION-IO INC COM 36112J107 41,630 4,672,289 SH   DFND 1,5 29,200 0 4,643,089
FUSION-IO INC COM 36112J107 3,478 390,400 SH   DFND 8 0 0 390,400
FUSION-IO INC COM 36112J107 16,841 1,890,098 SH   DFND   1,890,098 0 0
FXCM INC COM CL A 302693106 39,444 2,211,000 SH   DFND 1,5 0 0 2,211,000
FXCM INC COM CL A 302693106 41,702 2,337,549 SH   DFND 6 2,337,549 0 0
FXCM INC COM CL A 302693106 5,333 298,920 SH   DFND 7 251,690 0 47,230
FXCM INC COM CL A 302693106 23,420 1,312,778 SH   DFND 8 0 0 1,312,778
FXCM INC COM CL A 302693106 493 27,631 SH   DFND   27,631 0 0
G & K SVCS INC CL A 361268105 28,971 465,550 SH   DFND 1,5 0 0 465,550
G-III APPAREL GROUP LTD COM 36237H101 170,459 2,310,057 SH   DFND 1,5 0 0 2,310,057
G-III APPAREL GROUP LTD COM 36237H101 7,671 103,960 SH   DFND 6 103,960 0 0
G-III APPAREL GROUP LTD COM 36237H101 42,307 573,344 SH   DFND 8 0 0 573,344
GALLAGHER ARTHUR J & CO COM 363576109 21,174 451,180 SH   DFND 1,5 0 0 451,180
GALLAGHER ARTHUR J & CO COM 363576109 13,746 292,900 SH   DFND 8 0 0 292,900
GAMESTOP CORP NEW CL A 36467W109 651,708 13,229,960 SH   DFND 1,5 0 0 13,229,960
GAMESTOP CORP NEW CL A 36467W109 1,818 36,908 SH   DFND 2 36,908 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 89,190 1,755,361 SH   DFND 1,5 0 0 1,755,361
GAMING & LEISURE PPTYS INC COM 36467J108 6,560 129,112 SH   DFND 8 0 0 129,112
GANNETT INC COM 364730101 22,189 750,140 SH   DFND 1,5 0 0 750,140
GANNETT INC COM 364730101 2,128 71,954 SH   DFND 2 71,954 0 0
GANNETT INC COM 364730101 649 21,955 SH   DFND 3 21,955 0 0
GANNETT INC COM 364730101 3,690 124,740 SH   DFND 6 54,460 0 70,280
GANNETT INC COM 364730101 574 19,400 SH   DFND 7 0 0 19,400
GANNETT INC COM 364730101 12,850 434,400 SH   DFND 8 0 0 434,400
GAP INC DEL COM 364760108 175,661 4,494,902 SH   DFND 1,5 0 0 4,494,902
GAP INC DEL COM 364760108 3,268 83,636 SH   DFND 2 83,636 0 0
GAP INC DEL COM 364760108 532 13,614 SH   DFND 3 13,614 0 0
GARMIN LTD SHS H2906T109 1,795 38,832 SH   DFND 2 38,832 0 0
GARMIN LTD SHS H2906T109 545 11,788 SH   DFND 3 11,788 0 0
GARMIN LTD SHS H2906T109 18,423 398,601 SH   DFND   398,601 0 0
GARTNER INC COM 366651107 260,196 3,662,158 SH   DFND 1,5 0 0 3,662,158
GARTNER INC COM 366651107 1,172 16,500 SH   DFND 6 16,500 0 0
GARTNER INC COM 366651107 14,018 197,300 SH   DFND 8 0 0 197,300
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 10,594 20,374,000 PRN   DFND 1,5 0 0 0
GENCOR INDS INC COM 368678108 3,730 391,000 SH   DFND 1,5 0 0 391,000
GENERAC HLDGS INC COM 368736104 506,426 8,941,142 SH   DFND 1,5 300 0 8,940,842
GENERAC HLDGS INC COM 368736104 32,583 575,270 SH   DFND 6 340,070 0 235,200
GENERAC HLDGS INC COM 368736104 13,061 230,590 SH   DFND 7 175,590 0 55,000
GENERAC HLDGS INC COM 368736104 30,154 532,383 SH   DFND 8 0 0 532,383
GENERAL CABLE CORP DEL NEW FRNT 5.000%11/1 369300AL2 19,500 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 42,633 1,449,600 SH   DFND 1,5 0 0 1,449,600
GENERAL CABLE CORP DEL NEW COM 369300108 4,706 160,000 SH   DFND 6 160,000 0 0
GENERAL COMMUNICATION INC CL A 369385109 3,272 293,446 SH   DFND 1,5 0 0 293,446
GENERAL COMMUNICATION INC CL A 369385109 5,370 481,625 SH   DFND 8 0 0 481,625
GENERAL DYNAMICS CORP COM 369550108 53,231 557,100 SH   DFND 1,5 0 0 557,100
GENERAL DYNAMICS CORP COM 369550108 10,094 105,641 SH   DFND 2 105,641 0 0
GENERAL DYNAMICS CORP COM 369550108 2,882 30,158 SH   DFND 3 30,158 0 0
GENERAL ELECTRIC CO COM 369604103 3,156,488 112,611,044 SH   DFND 1,5 2,369,647 0 110,241,397
GENERAL ELECTRIC CO COM 369604103 89,539 3,194,397 SH   DFND 2 3,194,397 0 0
GENERAL ELECTRIC CO COM 369604103 28,142 1,003,986 SH   DFND 3 1,003,986 0 0
GENERAL ELECTRIC CO COM 369604103 96,556 3,444,741 SH   DFND 6 1,794,771 0 1,649,970
GENERAL ELECTRIC CO COM 369604103 71,346 2,545,350 SH   DFND 7 2,110,050 0 435,300
GENERAL ELECTRIC CO COM 369604103 256,593 9,154,232 SH   DFND 8 0 0 9,154,232
GENERAL ELECTRIC CO COM 369604103 99,064 3,534,226 SH   DFND   3,534,226 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 160,441 7,994,064 SH   DFND 1,5 113,853 0 7,880,211
GENERAL GROWTH PPTYS INC NEW COM 370023103 3,407 169,737 SH   DFND 2 169,737 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 6,322 314,996 SH   DFND 6 314,996 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 9,012 449,007 SH   DFND 7 449,007 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 70,297 3,502,572 SH   DFND 8 0 0 3,502,572
GENERAL GROWTH PPTYS INC NEW COM 370023103 34,512 1,719,600 SH   DFND   1,719,600 0 0
GENERAL MLS INC COM 370334104 55,680 1,115,600 SH   DFND 1,5 7,900 0 1,107,700
GENERAL MLS INC COM 370334104 9,995 200,258 SH   DFND 2 200,258 0 0
GENERAL MLS INC COM 370334104 3,803 76,192 SH   DFND 3 76,192 0 0
GENERAL MLS INC COM 370334104 7,587 152,011 SH   DFND   152,011 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 54,555 1,750,818 SH   DFND 1,5 5,757 0 1,745,061
GENERAL MTRS CO *W EXP 07/10/201 37045V126 40,496 1,750,818 SH   DFND 1,5 5,757 0 1,745,061
GENERAL MTRS CO COM 37045V100 982,400 24,037,181 SH   DFND 1,5 1,255,991 0 22,781,190
GENERAL MTRS CO COM 37045V100 14,697 359,608 SH   DFND 2 359,608 0 0
GENERAL MTRS CO COM 37045V100 956 23,393 SH   DFND 3 23,393 0 0
GENERAL MTRS CO COM 37045V100 34,384 841,312 SH   DFND 6 478,810 0 362,502
GENERAL MTRS CO *W EXP 07/10/201 37045V126 425 18,353 SH   DFND 6 0 0 18,353
GENERAL MTRS CO *W EXP 07/10/201 37045V118 572 18,353 SH   DFND 6 0 0 18,353
GENERAL MTRS CO COM 37045V100 58,150 1,422,810 SH   DFND 7 1,422,810 0 0
GENERAL MTRS CO COM 37045V100 36,703 898,044 SH   DFND 8 0 0 898,044
GENERAL MTRS CO COM 37045V100 78,347 1,916,976 SH   DFND   1,916,976 0 0
GENESCO INC COM 371532102 262,843 3,597,628 SH   DFND 1,5 0 0 3,597,628
GENESCO INC COM 371532102 6,158 84,288 SH   DFND 6 84,288 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 17,605 137,000 SH   DFND 1,5 0 0 137,000
GENESEE & WYO INC CL A 371559105 39,012 406,165 SH   DFND 6 406,165 0 0
GENESEE & WYO INC CL A 371559105 8,877 92,420 SH   DFND 7 84,610 0 7,810
GENESEE & WYO INC CL A 371559105 4,764 49,600 SH   DFND 8 0 0 49,600
GENESEE & WYO INC CL A 371559105 10,526 109,589 SH   DFND   109,589 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 18,912 359,750 SH   DFND 1,5 0 0 359,750
GENMARK DIAGNOSTICS INC COM 372309104 38,065 2,859,853 SH   DFND 1,5 20,300 0 2,839,553
GENMARK DIAGNOSTICS INC COM 372309104 44,756 3,362,586 SH   DFND 8 0 0 3,362,586
GENOMIC HEALTH INC COM 37244C101 14,889 508,664 SH   DFND 1,5 0 0 508,664
GENOMIC HEALTH INC COM 37244C101 6,395 218,490 SH   DFND 6 218,490 0 0
GENOMIC HEALTH INC COM 37244C101 39,425 1,346,948 SH   DFND 8 0 0 1,346,948
GENPACT LIMITED SHS G3922B107 57,681 3,139,979 SH   DFND 1,5 0 0 3,139,979
GENPACT LIMITED SHS G3922B107 15,890 865,012 SH   DFND 6 865,012 0 0
GENPACT LIMITED SHS G3922B107 3,450 187,800 SH   DFND 8 0 0 187,800
GENTEX CORP COM 371901109 143,651 4,354,366 SH   DFND 1,5 43,909 0 4,310,457
GENTEX CORP COM 371901109 478 14,489 SH   DFND 6 14,489 0 0
GENTEX CORP COM 371901109 3,738 113,300 SH   DFND 8 0 0 113,300
GENTIUM S P A SPONSORED ADR 37250B104 83,676 1,465,430 SH   DFND 1,5 0 0 1,465,430
GENTIUM S P A SPONSORED ADR 37250B104 4,647 81,389 SH   DFND 6 81,389 0 0
GENTIUM S P A SPONSORED ADR 37250B104 3,083 54,000 SH   DFND 8 0 0 54,000
GENUINE PARTS CO COM 372460105 4,054 48,736 SH   DFND 2 48,736 0 0
GENUINE PARTS CO COM 372460105 2,372 28,513 SH   DFND 3 28,513 0 0
GENWORTH FINL INC COM CL A 37247D106 505,822 32,570,650 SH   DFND 1,5 0 0 32,570,650
GENWORTH FINL INC COM CL A 37247D106 2,424 156,055 SH   DFND 2 156,055 0 0
GENWORTH FINL INC COM CL A 37247D106 313 20,124 SH   DFND 3 20,124 0 0
GENWORTH FINL INC COM CL A 37247D106 6,571 423,100 SH   DFND 6 423,100 0 0
GEO GROUP INC COM 36159R103 77,328 2,400,000 SH   DFND 1,5 0 0 2,400,000
GEOSPACE TECHNOLOGIES CORP COM 37364X109 5,083 53,600 SH   DFND 8 0 0 53,600
GERDAU S A SPON ADR REP PFD 373737105 47,952 6,116,300 SH   DFND 1,5 127,500 0 5,988,800
GERON CORP COM 374163103 18,332 3,867,600 SH   DFND 8 0 0 3,867,600
GFI GROUP INC COM 361652209 27,024 6,911,436 SH   DFND 1,5 0 0 6,911,436
GFI GROUP INC COM 361652209 11,441 2,926,076 SH   DFND 6 2,770,076 0 156,000
GFI GROUP INC COM 361652209 8,602 2,200,000 SH   DFND 8 0 0 2,200,000
GIBRALTAR INDS INC COM 374689107 4,057 218,217 SH   DFND 1,5 0 0 218,217
GIGAMON INC COM 37518B102 3,075 109,500 SH   DFND 1,5 0 0 109,500
GILDAN ACTIVEWEAR INC COM 375916103 474,282 8,899,595 SH   DFND 1,5 0 0 8,899,595
GILDAN ACTIVEWEAR INC COM 375916103 39,927 749,027 SH   DFND 6 633,700 0 115,327
GILDAN ACTIVEWEAR INC COM 375916103 79,736 1,496,200 SH   DFND 7 1,480,000 0 16,200
GILDAN ACTIVEWEAR INC COM 375916103 424,360 7,962,850 SH   DFND   7,210,700 0 752,150
GILEAD SCIENCES INC COM 375558103 5,954,833 79,239,300 SH   DFND 1,5 355,140 0 78,884,160
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 20,666 6,260,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 36,382 484,130 SH   DFND 2 484,130 0 0
GILEAD SCIENCES INC COM 375558103 12,731 169,405 SH   DFND 3 169,405 0 0
GILEAD SCIENCES INC COM 375558103 209,438 2,786,930 SH   DFND 6 1,670,480 0 1,116,450
GILEAD SCIENCES INC COM 375558103 238,057 3,167,752 SH   DFND 7 2,925,172 0 242,580
GILEAD SCIENCES INC COM 375558103 1,831,924 24,376,895 SH   DFND 8 0 0 24,376,895
GILEAD SCIENCES INC COM 375558103 73,468 977,617 SH   DFND   977,617 0 0
GIVEN IMAGING ORD SHS M52020100 4,139 137,600 SH   DFND 7 137,600 0 0
GIVEN IMAGING ORD SHS M52020100 53,608 1,782,182 SH   DFND   1,782,182 0 0
GLATFELTER COM 377316104 46,099 1,667,829 SH   DFND 1,5 0 0 1,667,829
GLATFELTER COM 377316104 13,300 481,184 SH   DFND 8 0 0 481,184
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 303,838 5,690,915 SH   DFND 1,5 0 0 5,690,915
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,195 22,391 SH   DFND 3 22,391 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 4,708 88,180 SH   DFND 6 88,180 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 5,680 106,390 SH   DFND 7 106,390 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 44,912 841,200 SH   DFND 8 0 0 841,200
GLIMCHER RLTY TR SH BEN INT 379302102 133,935 14,309,281 SH   DFND 1,5 204,668 0 14,104,613
GLIMCHER RLTY TR SH BEN INT 379302102 18,515 1,978,122 SH   DFND 6 1,978,122 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 7,078 756,169 SH   DFND 7 756,169 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 42,635 4,555,020 SH   DFND 8 0 0 4,555,020
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 33,158 2,003,505 SH   DFND 1,5 0 0 2,003,505
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,646 280,730 SH   DFND 6 280,730 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 14,562 879,892 SH   DFND 8 0 0 879,892
GLOBAL CASH ACCESS HLDGS INC COM 378967103 6,647 665,350 SH   DFND 6 665,350 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,028 69,100 SH   DFND 1,5 0 0 69,100
GLOBAL EAGLE ENTMT INC COM 37951D102 8,001 538,030 SH   DFND 6 538,030 0 0
GLOBAL PMTS INC COM 37940X102 369,333 5,682,917 SH   DFND 1,5 0 0 5,682,917
GLOBAL PMTS INC COM 37940X102 30,313 466,420 SH   DFND 6 466,420 0 0
GLOBAL PMTS INC COM 37940X102 18,367 282,617 SH   DFND 8 0 0 282,617
GNC HLDGS INC COM CL A 36191G107 275,749 4,717,696 SH   DFND 1,5 0 0 4,717,696
GNC HLDGS INC COM CL A 36191G107 19,021 325,429 SH   DFND 6 282,829 0 42,600
GNC HLDGS INC COM CL A 36191G107 883 15,100 SH   DFND 7 14,800 0 300
GNC HLDGS INC COM CL A 36191G107 2,148 36,756 SH   DFND   36,756 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 464 145,000 SH   DFND 1,5 0 0 145,000
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 24,243 7,576,026 SH   DFND 8 0 0 7,576,026
GOLD RESOURCE CORP COM 38068T105 453 100,000 SH   DFND 8 0 0 100,000
GOLD STD VENTURES CORP COM 380738104 260 425,400 SH   DFND 8 0 0 425,400
GOLDCORP INC NEW COM 380956409 90,753 4,184,111 SH   DFND 1,5 16,700 0 4,167,411
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2,006 2,000,000 PRN   DFND 1,5 0 0 0
GOLDCORP INC NEW COM 380956409 12,733 587,045 SH   DFND 6 236,664 0 350,381
GOLDCORP INC NEW COM 380956409 11,110 512,240 SH   DFND 7 475,240 0 37,000
GOLDCORP INC NEW COM 380956409 117,834 5,432,700 SH   DFND 8 0 0 5,432,700
GOLDCORP INC NEW COM 380956409 70,275 3,240,006 SH   DFND   3,240,006 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 424,579 2,395,231 SH   DFND 1,5 0 0 2,395,231
GOLDMAN SACHS GROUP INC COM 38141G104 23,590 133,083 SH   DFND 2 133,083 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,618 42,975 SH   DFND 3 42,975 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 14,181 80,000 SH   DFND 8 0 0 80,000
GOODYEAR TIRE & RUBR CO COM 382550101 53,457 2,241,400 SH   DFND 1,5 0 0 2,241,400
GOODYEAR TIRE & RUBR CO COM 382550101 1,859 77,954 SH   DFND 2 77,954 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 222 9,294 SH   DFND 3 9,294 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,073 45,000 SH   DFND 6 45,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 11,117 466,126 SH   DFND 8 0 0 466,126
GOOGLE INC CL A 38259P508 19,573,577 17,465,336 SH   DFND 1,5 65,019 0 17,400,317
GOOGLE INC CL A 38259P508 99,301 88,605 SH   DFND 2 88,605 0 0
GOOGLE INC CL A 38259P508 30,775 27,460 SH   DFND 3 27,460 0 0
GOOGLE INC CL A 38259P508 379,072 338,243 SH   DFND 6 216,433 0 121,810
GOOGLE INC CL A 38259P508 422,802 377,263 SH   DFND 7 352,283 0 24,980
GOOGLE INC CL A 38259P508 843,739 752,861 SH   DFND 8 0 0 752,861
GOOGLE INC CL A 38259P508 151,912 135,550 SH   DFND   135,550 0 0
GRACE W R & CO DEL NEW COM 38388F108 283,253 2,864,902 SH   DFND 1,5 0 0 2,864,902
GRACE W R & CO DEL NEW COM 38388F108 2,270 22,960 SH   DFND 6 18,270 0 4,690
GRACE W R & CO DEL NEW COM 38388F108 116,802 1,181,370 SH   DFND 8 0 0 1,181,370
GRACO INC COM 384109104 29,720 380,438 SH   DFND 1,5 0 0 380,438
GRACO INC COM 384109104 12,438 159,221 SH   DFND 8 0 0 159,221
GRAFTECH INTL LTD COM 384313102 227,445 20,253,302 SH   DFND 1,5 0 0 20,253,302
GRAHAM HLDGS CO COM 384637104 913 1,376 SH   DFND 2 1,376 0 0
GRAHAM HLDGS CO COM 384637104 1,532 2,309 SH   DFND 3 2,309 0 0
GRAHAM HLDGS CO COM 384637104 7,164 10,800 SH   DFND 8 0 0 10,800
GRAINGER W W INC COM 384802104 901,448 3,529,279 SH   DFND 1,5 0 0 3,529,279
GRAINGER W W INC COM 384802104 4,982 19,505 SH   DFND 2 19,505 0 0
GRAINGER W W INC COM 384802104 1,482 5,801 SH   DFND 3 5,801 0 0
GRAINGER W W INC COM 384802104 19,279 75,481 SH   DFND 8 0 0 75,481
GRAN TIERRA ENERGY INC COM 38500T101 2,466 337,950 SH   DFND 6 0 0 337,950
GRAN TIERRA ENERGY INC COM 38500T101 20,934 2,869,320 SH   DFND 7 2,867,160 0 2,160
GRAN TIERRA ENERGY INC COM 38500T101 73,127 10,021,660 SH   DFND   8,584,300 0 1,437,360
GRAND CANYON ED INC COM 38526M106 106,853 2,450,766 SH   DFND 1,5 0 0 2,450,766
GRAPHIC PACKAGING HLDG CO COM 388689101 112,550 11,723,920 SH   DFND 1,5 0 0 11,723,920
GRAPHIC PACKAGING HLDG CO COM 388689101 11,247 1,171,600 SH   DFND 6 1,171,600 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 43,510 4,532,333 SH   DFND 8 0 0 4,532,333
GRAY TELEVISION INC COM 389375106 110,520 7,427,397 SH   DFND 1,5 0 0 7,427,397
GREAT PLAINS ENERGY INC COM 391164100 20,078 828,300 SH   DFND 1,5 0 0 828,300
GREAT PLAINS ENERGY INC COM 391164100 12,349 509,460 SH   DFND 6 509,460 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,240 257,410 SH   DFND 7 257,410 0 0
GREAT PLAINS ENERGY INC COM 391164100 836 34,477 SH   DFND   34,477 0 0
GREAT SOUTHN BANCORP INC COM 390905107 304 10,000 SH   DFND 1,5 10,000 0 0
GREATBATCH INC COM 39153L106 13,582 307,000 SH   DFND 1,5 0 0 307,000
GREEN DOT CORP CL A 39304D102 52,818 2,100,100 SH   DFND 1,5 0 0 2,100,100
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,668,506 22,076,024 SH   DFND 1,5 49,900 0 22,026,124
GREEN MTN COFFEE ROASTERS IN COM 393122106 5,752 76,100 SH   DFND 6 76,100 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 22,918 303,231 SH   DFND 8 0 0 303,231
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 15,094 12,860,000 PRN   DFND 1,5 0 0 0
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 13,686 13,500,000 PRN   DFND 1,5 0 0 0
GREENHILL & CO INC COM 395259104 79,204 1,367,006 SH   DFND 1,5 9,016 0 1,357,990
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 37,112 1,100,915 SH   DFND 1,5 0 0 1,100,915
GRIFOLS S A SP ADR REP B NVT 398438408 355,862 9,852,223 SH   DFND 1,5 119,700 0 9,732,523
GRIFOLS S A SP ADR REP B NVT 398438408 767 21,228 SH   DFND 2 0 0 21,228
GRIFOLS S A SP ADR REP B NVT 398438408 73,897 2,045,884 SH   DFND 6 827,478 0 1,218,406
GRIFOLS S A SP ADR REP B NVT 398438408 20,687 572,716 SH   DFND 7 341,393 0 231,323
GRIFOLS S A SP ADR REP B NVT 398438408 86,011 2,381,269 SH   DFND 8 0 0 2,381,269
GROUPE CGI INC CL A SUB VTG 39945C109 465,352 13,908,850 SH   DFND 1,5 27,100 0 13,881,750
GROUPE CGI INC CL A SUB VTG 39945C109 13,276 396,800 SH   DFND 6 127,900 0 268,900
GROUPE CGI INC CL A SUB VTG 39945C109 185,833 5,554,330 SH   DFND 7 5,533,930 0 20,400
GROUPE CGI INC CL A SUB VTG 39945C109 4,045 120,900 SH   DFND 8 0 0 120,900
GROUPE CGI INC CL A SUB VTG 39945C109 528,315 15,790,740 SH   DFND   14,365,540 0 1,425,200
GROUPON INC COM CL A 399473107 211,202 17,944,083 SH   DFND 1,5 3,100 0 17,940,983
GROUPON INC COM CL A 399473107 531 45,094 SH   DFND 6 45,094 0 0
GROUPON INC COM CL A 399473107 14,913 1,267,034 SH   DFND 8 0 0 1,267,034
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 14,791 1,415,430 SH   DFND 1,5 32,300 0 1,383,130
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 126,012 4,164,300 SH   DFND 1,5 88,100 0 4,076,200
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 109,184 79,660,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 12,221 12,160,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 60,653 6,955,658 SH   DFND 1,5 383,270 0 6,572,388
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 3,098 2,260,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%12/1 36191UAB2 1,849 1,840,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 803 92,140 SH   DFND 8 0 0 92,140
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 110 80,000 PRN   DFND   0 0 0
GUESS INC COM 401617105 374,449 12,051,797 SH   DFND 1,5 0 0 12,051,797
GUIDEWIRE SOFTWARE INC COM 40171V100 231,155 4,710,723 SH   DFND 1,5 12,200 0 4,698,523
GUIDEWIRE SOFTWARE INC COM 40171V100 21,300 434,070 SH   DFND 6 434,070 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 8,548 174,210 SH   DFND 7 153,000 0 21,210
GUIDEWIRE SOFTWARE INC COM 40171V100 32,372 659,719 SH   DFND 8 0 0 659,719
GUIDEWIRE SOFTWARE INC COM 40171V100 868 17,698 SH   DFND   17,698 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 1,051 22,300 SH   DFND   22,300 0 0
GULFPORT ENERGY CORP COM NEW 402635304 5,015 79,420 SH   DFND 1,5 0 0 79,420
GULFPORT ENERGY CORP COM NEW 402635304 20,118 318,580 SH   DFND 8 0 0 318,580
GW PHARMACEUTICALS PLC ADS 36197T103 18,079 435,227 SH   DFND 1,5 0 0 435,227
HACKETT GROUP INC COM 404609109 5,358 862,832 SH   DFND 6 748,543 0 114,289
HACKETT GROUP INC COM 404609109 351 56,564 SH   DFND 7 53,063 0 3,501
HACKETT GROUP INC COM 404609109 697 112,236 SH   DFND   112,236 0 0
HAEMONETICS CORP COM 405024100 5,266 125,000 SH   DFND 1,5 0 0 125,000
HAEMONETICS CORP COM 405024100 26,397 626,560 SH   DFND 6 626,560 0 0
HAIN CELESTIAL GROUP INC COM 405217100 21,340 235,071 SH   DFND 1,5 900 0 234,171
HAIN CELESTIAL GROUP INC COM 405217100 6,502 71,629 SH   DFND 8 0 0 71,629
HALCON RES CORP COM NEW 40537Q209 1,544 400,000 SH   DFND 1,5 0 0 400,000
HALCON RES CORP COM NEW 40537Q209 7,836 2,030,000 SH   DFND 8 0 0 2,030,000
HALLIBURTON CO COM 406216101 944,998 18,620,654 SH   DFND 1,5 27,275 0 18,593,379
HALLIBURTON CO COM 406216101 13,592 267,814 SH   DFND 2 267,814 0 0
HALLIBURTON CO COM 406216101 5,810 114,476 SH   DFND 3 114,476 0 0
HALLIBURTON CO COM 406216101 25,638 505,181 SH   DFND 6 289,421 0 215,760
HALLIBURTON CO COM 406216101 52,500 1,034,486 SH   DFND 7 962,606 0 71,880
HALLIBURTON CO COM 406216101 308,229 6,073,482 SH   DFND 8 0 0 6,073,482
HALLIBURTON CO COM 406216101 1,719 33,878 SH   DFND   33,878 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 29,253 1,951,500 SH   DFND 1,5 12,800 0 1,938,700
HALOZYME THERAPEUTICS INC COM 40637H109 40,460 2,699,140 SH   DFND 8 0 0 2,699,140
HANESBRANDS INC COM 410345102 225,354 3,206,977 SH   DFND 1,5 72,266 0 3,134,711
HANESBRANDS INC COM 410345102 16,242 231,140 SH   DFND 6 226,450 0 4,690
HANESBRANDS INC COM 410345102 74,178 1,055,610 SH   DFND 7 1,055,170 0 440
HANESBRANDS INC COM 410345102 13,741 195,550 SH   DFND   195,550 0 0
HANGER INC COM NEW 41043F208 7,501 190,677 SH   DFND 1,5 0 0 190,677
HANGER INC COM NEW 41043F208 45,002 1,143,934 SH   DFND 6 1,062,234 0 81,700
HANGER INC COM NEW 41043F208 1,542 39,200 SH   DFND 7 38,800 0 400
HANGER INC COM NEW 41043F208 15,427 392,155 SH   DFND 8 0 0 392,155
HANGER INC COM NEW 41043F208 4,135 105,102 SH   DFND   105,102 0 0
HANMI FINL CORP COM NEW 410495204 49,724 2,271,539 SH   DFND 6 2,192,039 0 79,500
HANMI FINL CORP COM NEW 410495204 9,541 435,850 SH   DFND 7 329,260 0 106,590
HANMI FINL CORP COM NEW 410495204 6,825 311,800 SH   DFND 8 0 0 311,800
HANMI FINL CORP COM NEW 410495204 1,960 89,553 SH   DFND   89,553 0 0
HANOVER INS GROUP INC COM 410867105 30,960 518,500 SH   DFND 1,5 0 0 518,500
HANOVER INS GROUP INC COM 410867105 6,598 110,500 SH   DFND 8 0 0 110,500
HARLEY DAVIDSON INC COM 412822108 767,915 11,090,621 SH   DFND 1,5 0 0 11,090,621
HARLEY DAVIDSON INC COM 412822108 4,834 69,811 SH   DFND 2 69,811 0 0
HARLEY DAVIDSON INC COM 412822108 873 12,609 SH   DFND 3 12,609 0 0
HARLEY DAVIDSON INC COM 412822108 16,244 234,600 SH   DFND 8 0 0 234,600
HARMAN INTL INDS INC COM 413086109 116,874 1,427,900 SH   DFND 1,5 0 0 1,427,900
HARMAN INTL INDS INC COM 413086109 1,746 21,328 SH   DFND 2 21,328 0 0
HARMAN INTL INDS INC COM 413086109 355 4,333 SH   DFND 3 4,333 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 242 95,800 SH   DFND 1,5 0 0 95,800
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 6,714 2,653,700 SH   DFND 8 0 0 2,653,700
HARRIS CORP DEL COM 413875105 1,543 22,110 SH   DFND 1,5 0 0 22,110
HARRIS CORP DEL COM 413875105 2,356 33,744 SH   DFND 2 33,744 0 0
HARRIS CORP DEL COM 413875105 282 4,038 SH   DFND 3 4,038 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 25,082 508,249 SH   DFND 7 508,249 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 206,582 4,186,064 SH   DFND   4,186,064 0 0
HARSCO CORP COM 415864107 126,570 4,515,514 SH   DFND 1,5 1,928 0 4,513,586
HARSCO CORP COM 415864107 4,345 155,002 SH   DFND 8 0 0 155,002
HARTE-HANKS INC COM 416196103 8,993 1,150,000 SH   DFND 1,5 0 0 1,150,000
HARTFORD FINL SVCS GROUP INC COM 416515104 312,299 8,619,900 SH   DFND 1,5 0 0 8,619,900
HARTFORD FINL SVCS GROUP INC COM 416515104 5,114 141,159 SH   DFND 2 141,159 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 654 18,038 SH   DFND 3 18,038 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 6,295 173,750 SH   DFND 6 75,860 0 97,890
HARTFORD FINL SVCS GROUP INC COM 416515104 979 27,020 SH   DFND 7 0 0 27,020
HARTFORD FINL SVCS GROUP INC COM 416515104 15,148 418,100 SH   DFND 8 0 0 418,100
HARVEST CAP CR CORP COM 41753F109 4,863 323,800 SH   DFND 1,5 0 0 323,800
HASBRO INC COM 418056107 19,231 349,600 SH   DFND 1,5 0 0 349,600
HASBRO INC COM 418056107 2,006 36,462 SH   DFND 2 36,462 0 0
HASBRO INC COM 418056107 671 12,202 SH   DFND 3 12,202 0 0
HATTERAS FINL CORP COM 41902R103 9,884 604,900 SH   DFND 1,5 0 0 604,900
HATTERAS FINL CORP COM 41902R103 2,428 148,600 SH   DFND 8 0 0 148,600
HAWAIIAN ELEC INDUSTRIES COM 419870100 97,907 3,757,001 SH   DFND 1,5 92,591 0 3,664,410
HAWAIIAN ELEC INDUSTRIES COM 419870100 946 36,300 SH   DFND 6 36,300 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,156 120,000 SH   DFND 1,5 0 0 120,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,763 60,035 SH   DFND 1,5 0 0 60,035
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,948 100,365 SH   DFND 8 0 0 100,365
HAYNES INTERNATIONAL INC COM NEW 420877201 90,412 1,636,705 SH   DFND 1,5 0 0 1,636,705
HAYNES INTERNATIONAL INC COM NEW 420877201 11,773 213,123 SH   DFND 8 0 0 213,123
HCA HOLDINGS INC COM 40412C101 636,988 13,351,255 SH   DFND 1,5 7,000 0 13,344,255
HCA HOLDINGS INC COM 40412C101 32,932 690,250 SH   DFND 6 414,760 0 275,490
HCA HOLDINGS INC COM 40412C101 33,795 708,350 SH   DFND 7 567,770 0 140,580
HCA HOLDINGS INC COM 40412C101 37,042 776,400 SH   DFND 8 0 0 776,400
HCA HOLDINGS INC COM 40412C101 10,238 214,583 SH   DFND   214,583 0 0
HCC INS HLDGS INC COM 404132102 86,783 1,880,861 SH   DFND 1,5 0 0 1,880,861
HCC INS HLDGS INC COM 404132102 10,386 225,100 SH   DFND 8 0 0 225,100
HCP INC COM 40414L109 301,116 8,290,625 SH   DFND 1,5 193,469 0 8,097,156
HCP INC COM 40414L109 5,232 144,061 SH   DFND 2 144,061 0 0
HCP INC COM 40414L109 741 20,405 SH   DFND 3 20,405 0 0
HCP INC COM 40414L109 25,501 702,127 SH   DFND 6 702,127 0 0
HCP INC COM 40414L109 11,232 309,255 SH   DFND 7 309,255 0 0
HCP INC COM 40414L109 164,817 4,537,920 SH   DFND 8 0 0 4,537,920
HDFC BANK LTD ADR REPS 3 SHS 40415F101 173,244 5,030,300 SH   DFND 1,5 103,600 0 4,926,700
HDFC BANK LTD ADR REPS 3 SHS 40415F101 348 10,100 SH   DFND 6 0 0 10,100
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,979 57,450 SH   DFND   3,700 0 53,750
HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 178 180,000 PRN   DFND 1,5 0 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 3,432 66,800 SH   DFND 1,5 0 0 66,800
HEALTH CARE REIT INC COM 42217K106 29,319 547,308 SH   DFND 1,5 26,388 0 520,920
HEALTH CARE REIT INC COM 42217K106 4,883 91,143 SH   DFND 2 91,143 0 0
HEALTH CARE REIT INC COM 42217K106 468 8,734 SH   DFND 3 8,734 0 0
HEALTH CARE REIT INC COM 42217K106 13,281 247,920 SH   DFND 6 247,920 0 0
HEALTH CARE REIT INC COM 42217K106 7,934 148,114 SH   DFND 7 148,114 0 0
HEALTH CARE REIT INC COM 42217K106 18,281 341,247 SH   DFND 8 0 0 341,247
HEALTH CARE REIT INC COM 42217K106 4,137 77,223 SH   DFND   77,223 0 0
HEALTH NET INC COM 42222G108 23,697 798,700 SH   DFND 1,5 0 0 798,700
HEALTHSOUTH CORP COM NEW 421924309 1,127 33,830 SH   DFND 6 22,010 0 11,820
HEALTHSTREAM INC COM 42222N103 33,234 1,014,174 SH   DFND 1,5 25,116 0 989,058
HEALTHSTREAM INC COM 42222N103 19,735 602,220 SH   DFND 8 0 0 602,220
HEARTLAND FINL USA INC COM 42234Q102 4,773 165,800 SH   DFND 8 0 0 165,800
HEARTLAND PMT SYS INC COM 42235N108 222,519 4,464,666 SH   DFND 1,5 0 0 4,464,666
HEARTLAND PMT SYS INC COM 42235N108 33,090 663,930 SH   DFND 6 663,930 0 0
HEARTLAND PMT SYS INC COM 42235N108 16,025 321,535 SH   DFND 8 0 0 321,535
HEARTLAND PMT SYS INC COM 42235N108 554 11,110 SH   DFND   11,110 0 0
HEARTWARE INTL INC COM 422368100 103,132 1,097,620 SH   DFND 1,5 65,811 0 1,031,809
HEARTWARE INTL INC COM 422368100 61,455 654,050 SH   DFND 8 0 0 654,050
HEICO CORP NEW COM 422806109 283 4,877 SH   DFND 1,5 0 0 4,877
HEICO CORP NEW COM 422806109 17,583 303,425 SH   DFND 8 0 0 303,425
HELEN OF TROY CORP LTD COM G4388N106 214,200 4,326,398 SH   DFND 1,5 0 0 4,326,398
HELEN OF TROY CORP LTD COM G4388N106 23,786 480,425 SH   DFND 6 480,425 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 14,860 641,049 SH   DFND 1,5 0 0 641,049
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 7,675 331,100 SH   DFND 8 0 0 331,100
HELMERICH & PAYNE INC COM 423452101 108,173 1,286,554 SH   DFND 1,5 49,424 0 1,237,130
HELMERICH & PAYNE INC COM 423452101 2,844 33,829 SH   DFND 2 33,829 0 0
HELMERICH & PAYNE INC COM 423452101 264 3,142 SH   DFND 3 3,142 0 0
HELMERICH & PAYNE INC COM 423452101 1,572 18,700 SH   DFND 6 18,700 0 0
HENRY JACK & ASSOC INC COM 426281101 7,247 122,400 SH   DFND 1,5 300 0 122,100
HENRY JACK & ASSOC INC COM 426281101 5,276 89,100 SH   DFND 8 0 0 89,100
HERBALIFE LTD COM USD SHS G4412G101 920,378 11,694,771 SH   DFND 1,5 58,200 0 11,636,571
HERBALIFE LTD COM USD SHS G4412G101 4,950 62,895 SH   DFND 6 62,895 0 0
HERBALIFE LTD COM USD SHS G4412G101 8,900 113,090 SH   DFND 8 0 0 113,090
HERCULES OFFSHORE INC COM 427093109 1,097 167,950 SH   DFND 1,5 0 0 167,950
HERCULES OFFSHORE INC COM 427093109 7,709 1,180,550 SH   DFND 8 0 0 1,180,550
HERITAGE FINL CORP WASH COM 42722X106 796 46,500 SH   DFND 1,5 0 0 46,500
HERSHEY CO COM 427866108 265,954 2,735,310 SH   DFND 1,5 39,450 0 2,695,860
HERSHEY CO COM 427866108 4,599 47,300 SH   DFND 2 47,300 0 0
HERSHEY CO COM 427866108 690 7,093 SH   DFND 3 7,093 0 0
HERSHEY CO COM 427866108 971 9,985 SH   DFND 6 6,525 0 3,460
HERTZ GLOBAL HOLDINGS INC COM 42805T105 240,161 8,391,385 SH   DFND 1,5 1,000 0 8,390,385
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 34,681 10,000,000 PRN   DFND 1,5 0 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,138 74,700 SH   DFND 6 74,700 0 0
HESS CORP COM 42809H107 383,532 4,620,871 SH   DFND 1,5 35,032 0 4,585,839
HESS CORP COM 42809H107 7,454 89,809 SH   DFND 2 89,809 0 0
HESS CORP COM 42809H107 2,093 25,214 SH   DFND 3 25,214 0 0
HESS CORP COM 42809H107 36,306 437,424 SH   DFND 6 204,184 0 233,240
HESS CORP COM 42809H107 29,994 361,370 SH   DFND 7 272,360 0 89,010
HESS CORP COM 42809H107 84,052 1,012,677 SH   DFND 8 0 0 1,012,677
HEWLETT PACKARD CO COM 428236103 467,553 16,710,241 SH   DFND 1,5 0 0 16,710,241
HEWLETT PACKARD CO COM 428236103 16,978 606,785 SH   DFND 2 606,785 0 0
HEWLETT PACKARD CO COM 428236103 7,073 252,800 SH   DFND 3 252,800 0 0
HEWLETT PACKARD CO COM 428236103 11,982 428,220 SH   DFND 6 201,020 0 227,200
HEWLETT PACKARD CO COM 428236103 64,503 2,305,340 SH   DFND 7 2,246,230 0 59,110
HEWLETT PACKARD CO COM 428236103 56,866 2,032,381 SH   DFND 8 0 0 2,032,381
HEWLETT PACKARD CO COM 428236103 443,662 15,856,389 SH   DFND   15,856,389 0 0
HEXCEL CORP NEW COM 428291108 41,542 929,552 SH   DFND 1,5 0 0 929,552
HFF INC CL A 40418F108 4,083 152,068 SH   DFND 1,5 0 0 152,068
HFF INC CL A 40418F108 7,619 283,770 SH   DFND 6 283,770 0 0
HI-TECH PHARMACAL INC COM 42840B101 58,885 1,357,100 SH   DFND 1,5 0 0 1,357,100
HIBBETT SPORTS INC COM 428567101 24,585 365,790 SH   DFND 6 365,790 0 0
HIGHWOODS PPTYS INC COM 431284108 132,476 3,662,605 SH   DFND 1,5 0 0 3,662,605
HIGHWOODS PPTYS INC COM 431284108 40,551 1,121,123 SH   DFND 8 0 0 1,121,123
HIGHWOODS PPTYS INC COM 431284108 7,729 213,690 SH   DFND   213,690 0 0
HILL ROM HLDGS INC COM 431475102 200,566 4,851,615 SH   DFND 1,5 0 0 4,851,615
HILLTOP HOLDINGS INC COM 432748101 17,118 740,057 SH   DFND 6 740,057 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 930 63,200 SH   DFND 1,5 0 0 63,200
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,437 97,700 SH   DFND 8 0 0 97,700
HINGHAM INSTN SVGS MASS COM 433323102 314 4,000 SH   DFND 1,5 4,000 0 0
HMS HLDGS CORP COM 40425J101 29,127 1,281,420 SH   DFND 1,5 0 0 1,281,420
HMS HLDGS CORP COM 40425J101 33,364 1,467,860 SH   DFND 6 1,284,960 0 182,900
HMS HLDGS CORP COM 40425J101 1,032 45,400 SH   DFND 7 44,000 0 1,400
HMS HLDGS CORP COM 40425J101 16,479 725,000 SH   DFND 8 0 0 725,000
HMS HLDGS CORP COM 40425J101 4,826 212,324 SH   DFND   212,324 0 0
HNI CORP COM 404251100 159,203 4,100,000 SH   DFND 1,5 0 0 4,100,000
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 77,514 2,397,600 SH   DFND 1,5 0 0 2,397,600
HOLLYFRONTIER CORP COM 436106108 253,348 5,098,575 SH   DFND 1,5 14,789 0 5,083,786
HOLLYFRONTIER CORP COM 436106108 1,168 23,496 SH   DFND 6 4,400 0 19,096
HOLLYFRONTIER CORP COM 436106108 980 19,732 SH   DFND 7 19,420 0 312
HOLLYFRONTIER CORP COM 436106108 947 19,059 SH   DFND   19,059 0 0
HOLOGIC INC COM 436440101 19,713 882,035 SH   DFND 1,5 12,800 0 869,235
HOLOGIC INC COM 436440101 25,580 1,144,517 SH   DFND 6 1,034,127 0 110,390
HOLOGIC INC COM 436440101 29,588 1,323,870 SH   DFND 7 1,109,940 0 213,930
HOLOGIC INC COM 436440101 745 33,320 SH   DFND   33,320 0 0
HOME DEPOT INC COM 437076102 2,229,073 27,071,566 SH   DFND 1,5 38,700 0 27,032,866
HOME DEPOT INC COM 437076102 36,610 444,625 SH   DFND 2 444,625 0 0
HOME DEPOT INC COM 437076102 14,251 173,073 SH   DFND 3 173,073 0 0
HOME DEPOT INC COM 437076102 169,621 2,060,013 SH   DFND 6 1,144,423 0 915,590
HOME DEPOT INC COM 437076102 204,539 2,484,076 SH   DFND 7 2,295,456 0 188,620
HOME DEPOT INC COM 437076102 288,738 3,506,661 SH   DFND 8 0 0 3,506,661
HOME DEPOT INC COM 437076102 8,851 107,488 SH   DFND   107,488 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 160,038 3,667,224 SH   DFND 1,5 22,200 0 3,645,024
HOME PROPERTIES INC COM 437306103 202,819 3,782,517 SH   DFND 1,5 69,066 0 3,713,451
HOME PROPERTIES INC COM 437306103 1,062 19,809 SH   DFND 6 19,809 0 0
HOME PROPERTIES INC COM 437306103 21,904 408,500 SH   DFND 8 0 0 408,500
HOMEAWAY INC COM 43739Q100 44,454 1,087,421 SH   DFND 1,5 0 0 1,087,421
HOMEAWAY INC COM 43739Q100 9,200 225,039 SH   DFND 6 225,039 0 0
HOMEAWAY INC COM 43739Q100 1,676 41,000 SH   DFND 8 0 0 41,000
HONDA MOTOR LTD AMERN SHS 438128308 47,731 1,154,306 SH   DFND 1,5 0 0 1,154,306
HONDA MOTOR LTD AMERN SHS 438128308 43,149 1,043,505 SH   DFND 8 0 0 1,043,505
HONEYWELL INTL INC COM 438516106 1,571,076 17,194,658 SH   DFND 1,5 26,710 0 17,167,948
HONEYWELL INTL INC COM 438516106 22,637 247,748 SH   DFND 2 247,748 0 0
HONEYWELL INTL INC COM 438516106 7,527 82,380 SH   DFND 3 82,380 0 0
HONEYWELL INTL INC COM 438516106 59,245 648,405 SH   DFND 6 384,875 0 263,530
HONEYWELL INTL INC COM 438516106 87,146 953,770 SH   DFND 7 953,770 0 0
HONEYWELL INTL INC COM 438516106 144,349 1,579,824 SH   DFND 8 0 0 1,579,824
HONEYWELL INTL INC COM 438516106 34,311 375,520 SH   DFND   375,520 0 0
HOOPER HOLMES INC COM 439104100 22 41,580 SH   DFND 3 41,580 0 0
HORIZON BANCORP IND COM 440407104 633 25,000 SH   DFND 1,5 25,000 0 0
HORIZON PHARMA INC COM 44047T109 29,835 3,915,400 SH   DFND 8 0 0 3,915,400
HORMEL FOODS CORP COM 440452100 1,920 42,499 SH   DFND 2 42,499 0 0
HORMEL FOODS CORP COM 440452100 389 8,619 SH   DFND 3 8,619 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 11,333 230,200 SH   DFND 8 0 0 230,200
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 11,821 9,380,000 PRN   DFND 1,5 0 0 0
HOSPIRA INC COM 441060100 184,047 4,458,500 SH   DFND 1,5 29,300 0 4,429,200
HOSPIRA INC COM 441060100 2,162 52,372 SH   DFND 2 52,372 0 0
HOSPIRA INC COM 441060100 370 8,958 SH   DFND 3 8,958 0 0
HOSPIRA INC COM 441060100 1,156 28,000 SH   DFND 8 0 0 28,000
HOST HOTELS & RESORTS INC COM 44107P104 527,295 27,124,227 SH   DFND 1,5 707,796 0 26,416,431
HOST HOTELS & RESORTS INC COM 44107P104 4,642 238,784 SH   DFND 2 238,784 0 0
HOST HOTELS & RESORTS INC COM 44107P104 212 10,884 SH   DFND 3 10,884 0 0
HOST HOTELS & RESORTS INC COM 44107P104 21,999 1,131,660 SH   DFND 6 1,131,660 0 0
HOST HOTELS & RESORTS INC COM 44107P104 8,730 449,087 SH   DFND 7 449,087 0 0
HOST HOTELS & RESORTS INC COM 44107P104 246,519 12,681,017 SH   DFND 8 0 0 12,681,017
HOUSTON WIRE & CABLE CO COM 44244K109 21,473 1,604,829 SH   DFND 1,5 0 0 1,604,829
HOUSTON WIRE & CABLE CO COM 44244K109 1,595 119,207 SH   DFND 6 119,207 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 4,164 311,236 SH   DFND 8 0 0 311,236
HOVNANIAN ENTERPRISES INC CL A 442487203 17,212 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 9,632 80,200 SH   DFND 1,5 0 0 80,200
HOWARD HUGHES CORP COM 44267D107 15,972 132,990 SH   DFND 6 93,090 0 39,900
HOWARD HUGHES CORP COM 44267D107 1,717 14,300 SH   DFND 7 13,400 0 900
HOWARD HUGHES CORP COM 44267D107 4,444 37,000 SH   DFND   37,000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 946,597 17,170,274 SH   DFND 1,5 44,811 0 17,125,463
HSBC HLDGS PLC SPON ADR NEW 404280406 546 9,895 SH   DFND 3 9,895 0 0
HSN INC COM 404303109 64,347 1,032,863 SH   DFND 1,5 0 0 1,032,863
HUB GROUP INC CL A 443320106 89,512 2,244,546 SH   DFND 1,5 32,976 0 2,211,570
HUB GROUP INC CL A 443320106 4,750 119,100 SH   DFND 6 21,900 0 97,200
HUB GROUP INC CL A 443320106 774 19,400 SH   DFND 7 18,400 0 1,000
HUB GROUP INC CL A 443320106 17,631 442,100 SH   DFND 8 0 0 442,100
HUB GROUP INC CL A 443320106 4,259 106,800 SH   DFND   106,800 0 0
HUBBELL INC CL B 443510201 570,166 5,235,680 SH   DFND 1,5 30,400 0 5,205,280
HUBBELL INC CL B 443510201 702 6,444 SH   DFND 6 6,444 0 0
HUBBELL INC CL B 443510201 50,402 462,826 SH   DFND 8 0 0 462,826
HUDSON CITY BANCORP COM 443683107 1,416 150,156 SH   DFND 2 150,156 0 0
HUDSON CITY BANCORP COM 443683107 802 85,010 SH   DFND 3 85,010 0 0
HUDSON CITY BANCORP COM 443683107 7,231 766,785 SH   DFND 8 0 0 766,785
HUDSON PAC PPTYS INC COM 444097109 31,114 1,422,700 SH   DFND 1,5 0 0 1,422,700
HUDSON PAC PPTYS INC COM 444097109 5,358 245,000 SH   DFND 8 0 0 245,000
HUMANA INC COM 444859102 282,010 2,732,121 SH   DFND 1,5 0 0 2,732,121
HUMANA INC COM 444859102 5,081 49,227 SH   DFND 2 49,227 0 0
HUMANA INC COM 444859102 943 9,141 SH   DFND 3 9,141 0 0
HUMANA INC COM 444859102 92,832 899,356 SH   DFND 8 0 0 899,356
HUNT J B TRANS SVCS INC COM 445658107 750,714 9,711,690 SH   DFND 1,5 0 0 9,711,690
HUNT J B TRANS SVCS INC COM 445658107 827 10,700 SH   DFND 6 10,700 0 0
HUNT J B TRANS SVCS INC COM 445658107 47,056 608,750 SH   DFND 8 0 0 608,750
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 52,134 41,213 SH   DFND 1,5 0 0 41,213
HUNTINGTON BANCSHARES INC COM 446150104 491,157 50,897,072 SH   DFND 1,5 0 0 50,897,072
HUNTINGTON BANCSHARES INC COM 446150104 2,530 262,223 SH   DFND 2 262,223 0 0
HUNTINGTON BANCSHARES INC COM 446150104 513 53,208 SH   DFND 3 53,208 0 0
HUNTINGTON BANCSHARES INC COM 446150104 22,993 2,382,661 SH   DFND 6 1,440,561 0 942,100
HUNTINGTON BANCSHARES INC COM 446150104 16,083 1,666,650 SH   DFND 7 1,414,950 0 251,700
HUNTINGTON BANCSHARES INC COM 446150104 35,608 3,689,951 SH   DFND 8 0 0 3,689,951
HUNTINGTON BANCSHARES INC COM 446150104 778 80,646 SH   DFND   80,646 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 41,541 461,512 SH   DFND 1,5 0 0 461,512
HUNTINGTON INGALLS INDS INC COM 446413106 38,966 432,908 SH   DFND 8 0 0 432,908
HUNTSMAN CORP COM 447011107 144,225 5,862,796 SH   DFND 1,5 0 0 5,862,796
HUNTSMAN CORP COM 447011107 1,358 55,223 SH   DFND 6 55,223 0 0
HUNTSMAN CORP COM 447011107 51,257 2,083,600 SH   DFND 8 0 0 2,083,600
HURCO COMPANIES INC COM 447324104 15,845 633,533 SH   DFND 1,5 0 0 633,533
HURCO COMPANIES INC COM 447324104 657 26,266 SH   DFND 8 0 0 26,266
HURON CONSULTING GROUP INC COM 447462102 57,784 921,304 SH   DFND 1,5 0 0 921,304
HURON CONSULTING GROUP INC COM 447462102 30,556 487,180 SH   DFND 7 487,180 0 0
HURON CONSULTING GROUP INC COM 447462102 12,105 193,000 SH   DFND 8 0 0 193,000
HYATT HOTELS CORP COM CL A 448579102 67,683 1,368,440 SH   DFND 1,5 8,700 0 1,359,740
HYATT HOTELS CORP COM CL A 448579102 4,146 83,830 SH   DFND 6 36,600 0 47,230
HYATT HOTELS CORP COM CL A 448579102 645 13,040 SH   DFND 7 0 0 13,040
HYATT HOTELS CORP COM CL A 448579102 10,362 209,511 SH   DFND 8 0 0 209,511
HYPERION THERAPEUTICS INC COM 44915N101 13,562 670,700 SH   DFND 1,5 0 0 670,700
HYPERION THERAPEUTICS INC COM 44915N101 38,020 1,880,330 SH   DFND 8 0 0 1,880,330
HYSTER YALE MATLS HANDLING I CL A 449172105 23,603 253,355 SH   DFND 1,5 0 0 253,355
IAC INTERACTIVECORP COM PAR $.001 44919P508 51,780 753,825 SH   DFND 1,5 1,500 0 752,325
IAC INTERACTIVECORP COM PAR $.001 44919P508 920 13,392 SH   DFND 3 13,392 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 29,023 422,520 SH   DFND 6 227,830 0 194,690
IAC INTERACTIVECORP COM PAR $.001 44919P508 49,173 715,870 SH   DFND 7 715,870 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 38,478 560,175 SH   DFND 8 0 0 560,175
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,534 51,452 SH   DFND   51,452 0 0
IAMGOLD CORP COM 450913108 40 12,100 SH   DFND 7 12,100 0 0
IAMGOLD CORP COM 450913108 12,249 3,686,000 SH   DFND 8 0 0 3,686,000
ICF INTL INC COM 44925C103 51,306 1,478,142 SH   DFND 8 0 0 1,478,142
ICG GROUP INC COM 44928D108 70,328 3,775,000 SH   DFND 1,5 26,700 0 3,748,300
ICG GROUP INC COM 44928D108 732 39,300 SH   DFND 6 0 0 39,300
ICG GROUP INC COM 44928D108 6,852 367,789 SH   DFND 8 0 0 367,789
ICICI BK LTD ADR 45104G104 3,152 84,800 SH   DFND 1,5 84,800 0 0
ICU MED INC COM 44930G107 29,217 458,600 SH   DFND 1,5 0 0 458,600
IDACORP INC COM 451107106 81,264 1,567,600 SH   DFND 1,5 0 0 1,567,600
IDENIX PHARMACEUTICALS INC COM 45166R204 2,228 372,583 SH   DFND 8 0 0 372,583
IDEX CORP COM 45167R104 40,579 549,484 SH   DFND 1,5 0 0 549,484
IDEX CORP COM 45167R104 6,346 85,930 SH   DFND 6 81,680 0 4,250
IDEX CORP COM 45167R104 8,029 108,720 SH   DFND 7 108,320 0 400
IDEX CORP COM 45167R104 27,174 367,967 SH   DFND 8 0 0 367,967
IDEX CORP COM 45167R104 11,519 155,981 SH   DFND   155,981 0 0
IDEXX LABS INC COM 45168D104 6,712 63,100 SH   DFND 1,5 0 0 63,100
IDEXX LABS INC COM 45168D104 852 8,010 SH   DFND 6 8,010 0 0
IDT CORP CL B NEW 448947507 1,124 62,919 SH   DFND 1,5 0 0 62,919
IDT CORP CL B NEW 448947507 1,903 106,519 SH   DFND 8 0 0 106,519
IGATE CORP COM 45169U105 45,907 1,143,100 SH   DFND 1,5 0 0 1,143,100
IGATE CORP COM 45169U105 4,458 111,000 SH   DFND 8 0 0 111,000
ILLINOIS TOOL WKS INC COM 452308109 713,697 8,488,306 SH   DFND 1,5 4,700 0 8,483,606
ILLINOIS TOOL WKS INC COM 452308109 10,840 128,924 SH   DFND 2 128,924 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,930 46,738 SH   DFND 3 46,738 0 0
ILLINOIS TOOL WKS INC COM 452308109 15,092 179,500 SH   DFND 8 0 0 179,500
ILLINOIS TOOL WKS INC COM 452308109 2,849 33,890 SH   DFND   33,890 0 0
ILLUMINA INC COM 452327109 1,512,244 13,670,616 SH   DFND 1,5 212,189 0 13,458,427
ILLUMINA INC COM 452327109 10,293 93,051 SH   DFND 6 93,051 0 0
ILLUMINA INC COM 452327109 215,500 1,948,108 SH   DFND 8 0 0 1,948,108
ILLUMINA INC COM 452327109 5,150 46,552 SH   DFND   46,552 0 0
IMAGE SENSING SYS INC COM 45244C104 1,810 365,685 SH   DFND 1,5 0 0 365,685
IMATION CORP COM 45245A107 4,658 995,200 SH   DFND 8 0 0 995,200
IMAX CORP COM 45245E109 20,259 687,200 SH   DFND 1,5 0 0 687,200
IMAX CORP COM 45245E109 3,287 111,500 SH   DFND 8 0 0 111,500
IMMUNOGEN INC COM 45253H101 152,639 10,404,843 SH   DFND 1,5 59,500 0 10,345,343
IMMUNOGEN INC COM 45253H101 25,979 1,770,895 SH   DFND 8 0 0 1,770,895
IMMUNOMEDICS INC COM 452907108 41,840 9,095,706 SH   DFND 1,5 53,300 0 9,042,406
IMMUNOMEDICS INC COM 452907108 15,522 3,374,436 SH   DFND 8 0 0 3,374,436
IMPAX LABORATORIES INC COM 45256B101 85,934 3,418,221 SH   DFND 1,5 31,321 0 3,386,900
IMPAX LABORATORIES INC COM 45256B101 784 31,200 SH   DFND 7 29,900 0 1,300
IMPAX LABORATORIES INC COM 45256B101 26,382 1,049,400 SH   DFND 8 0 0 1,049,400
IMPAX LABORATORIES INC COM 45256B101 1,046 41,600 SH   DFND   41,600 0 0
IMPERIAL OIL LTD COM NEW 453038408 66,314 1,497,500 SH   DFND 1,5 0 0 1,497,500
IMPERIAL OIL LTD COM NEW 453038408 2,010 45,400 SH   DFND 6 44,200 0 1,200
IMPERIAL OIL LTD COM NEW 453038408 44,438 1,003,500 SH   DFND 7 1,003,000 0 500
IMPERIAL OIL LTD COM NEW 453038408 298,975 6,751,400 SH   DFND   6,389,000 0 362,400
INCONTACT INC COM 45336E109 35,383 4,530,530 SH   DFND 1,5 0 0 4,530,530
INCONTACT INC COM 45336E109 29,571 3,786,310 SH   DFND 8 0 0 3,786,310
INCYTE CORP COM 45337C102 135,560 2,677,468 SH   DFND 8 0 0 2,677,468
INDEPENDENT BANK CORP MICH COM NEW 453838609 11,916 993,032 SH   DFND 6 902,032 0 91,000
INDEPENDENT BANK CORP MICH COM NEW 453838609 760 63,300 SH   DFND 7 61,300 0 2,000
INDEPENDENT BANK CORP MICH COM NEW 453838609 953 79,400 SH   DFND   79,400 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,724 54,847 SH   DFND 6 54,847 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 266 84,200 SH   DFND 1,5 0 0 84,200
INFINERA CORPORATION COM 45667G103 140,623 14,378,588 SH   DFND 1,5 82,100 0 14,296,488
INFINERA CORPORATION COM 45667G103 11,305 1,155,948 SH   DFND 8 0 0 1,155,948
INFINITY PHARMACEUTICALS INC COM 45665G303 31,277 2,264,799 SH   DFND 1,5 16,518 0 2,248,281
INFINITY PHARMACEUTICALS INC COM 45665G303 684 49,500 SH   DFND 6 49,500 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 22,560 1,633,567 SH   DFND 8 0 0 1,633,567
INFOBLOX INC COM 45672H104 86,437 2,617,723 SH   DFND 1,5 0 0 2,617,723
INFOBLOX INC COM 45672H104 1,588 48,100 SH   DFND 8 0 0 48,100
INFOSYS LTD SPONSORED ADR 456788108 10,015 176,946 SH   DFND 1,5 67,400 0 109,546
INFOSYS LTD SPONSORED ADR 456788108 9,972 176,182 SH   DFND 8 0 0 176,182
ING GROEP N V SPONSORED ADR 456837103 831 59,300 SH   DFND 1,5 0 0 59,300
ING U S INC COM 45685E106 114,429 3,255,452 SH   DFND 1,5 0 0 3,255,452
INGERSOLL-RAND PLC SHS G47791101 691,827 11,230,960 SH   DFND 1,5 0 0 11,230,960
INGERSOLL-RAND PLC SHS G47791101 5,211 84,592 SH   DFND 2 84,592 0 0
INGERSOLL-RAND PLC SHS G47791101 1,270 20,611 SH   DFND 3 20,611 0 0
INGERSOLL-RAND PLC SHS G47791101 42,653 692,412 SH   DFND 6 468,992 0 223,420
INGERSOLL-RAND PLC SHS G47791101 50,697 823,005 SH   DFND 7 699,205 0 123,800
INGERSOLL-RAND PLC SHS G47791101 3,216 52,200 SH   DFND 8 0 0 52,200
INGRAM MICRO INC CL A 457153104 329,305 14,036,872 SH   DFND 1,5 0 0 14,036,872
INGRAM MICRO INC CL A 457153104 4,041 172,250 SH   DFND 6 172,250 0 0
INGRAM MICRO INC CL A 457153104 78,142 3,330,870 SH   DFND 7 3,330,870 0 0
INGREDION INC COM 457187102 79,136 1,155,950 SH   DFND 1,5 250 0 1,155,700
INGREDION INC COM 457187102 12,050 176,010 SH   DFND 6 176,010 0 0
INNERWORKINGS INC COM 45773Y105 11,997 1,540,000 SH   DFND 1,5 0 0 1,540,000
INNERWORKINGS INC COM 45773Y105 15,457 1,984,180 SH   DFND 6 1,984,180 0 0
INNOSPEC INC COM 45768S105 72,156 1,561,136 SH   DFND 1,5 0 0 1,561,136
INNOSPEC INC COM 45768S105 43,784 947,293 SH   DFND 6 947,293 0 0
INNOSPEC INC COM 45768S105 9,179 198,590 SH   DFND 7 198,590 0 0
INNOSPEC INC COM 45768S105 1,246 26,959 SH   DFND   26,959 0 0
INPHI CORP COM 45772F107 8,702 674,588 SH   DFND 1,5 0 0 674,588
INPHI CORP COM 45772F107 6,309 489,064 SH   DFND 8 0 0 489,064
INSIGHT ENTERPRISES INC COM 45765U103 105,767 4,657,284 SH   DFND 1,5 0 0 4,657,284
INSMED INC COM PAR $.01 457669307 80,004 4,703,364 SH   DFND 1,5 0 0 4,703,364
INSMED INC COM PAR $.01 457669307 500 29,400 SH   DFND 6 29,400 0 0
INSMED INC COM PAR $.01 457669307 19,284 1,133,672 SH   DFND 8 0 0 1,133,672
INSPERITY INC COM 45778Q107 3,796 105,054 SH   DFND 1,5 0 0 105,054
INSTEEL INDUSTRIES INC COM 45774W108 5,600 246,361 SH   DFND 1,5 0 0 246,361
INSULET CORP COM 45784P101 180,354 4,861,300 SH   DFND 1,5 30,000 0 4,831,300
INSULET CORP COM 45784P101 690 18,600 SH   DFND 6 18,600 0 0
INSULET CORP COM 45784P101 51,465 1,387,200 SH   DFND 8 0 0 1,387,200
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,294 33,433 SH   DFND 8 0 0 33,433
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 200,239 4,197,012 SH   DFND 1,5 0 0 4,197,012
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 26,241 550,000 SH   DFND 8 0 0 550,000
INTEGRYS ENERGY GROUP INC COM 45822P105 1,371 25,198 SH   DFND 2 25,198 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 277 5,082 SH   DFND 3 5,082 0 0
INTEL CORP COM 458140100 332,377 12,803,435 SH   DFND 1,5 4,300 0 12,799,135
INTEL CORP SDCV 3.250% 8/0 458140AF7 63,623 47,170,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 40,745 1,569,513 SH   DFND 2 1,569,513 0 0
INTEL CORP COM 458140100 10,268 395,528 SH   DFND 3 395,528 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 2,158 1,600,000 PRN   DFND 6 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 162 120,000 PRN   DFND   0 0 0
INTELSAT S A COM L5140P101 166,796 7,400,000 SH   DFND 1,5 0 0 7,400,000
INTER PARFUMS INC COM 458334109 45,023 1,257,285 SH   DFND 1,5 0 0 1,257,285
INTERACTIVE BROKERS GROUP IN COM 45841N107 35,930 1,476,167 SH   DFND 1,5 0 0 1,476,167
INTERACTIVE BROKERS GROUP IN COM 45841N107 94,283 3,873,602 SH   DFND 6 3,584,251 0 289,351
INTERACTIVE BROKERS GROUP IN COM 45841N107 14,360 589,970 SH   DFND 7 523,360 0 66,610
INTERACTIVE BROKERS GROUP IN COM 45841N107 10,953 450,000 SH   DFND 8 0 0 450,000
INTERACTIVE BROKERS GROUP IN COM 45841N107 8,966 368,346 SH   DFND   368,346 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 35,090 520,926 SH   DFND 1,5 0 0 520,926
INTERACTIVE INTELLIGENCE GRO COM 45841V109 284 4,211 SH   DFND 6 4,211 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 6,180 91,750 SH   DFND 8 0 0 91,750
INTERCEPT PHARMACEUTICALS IN COM 45845P108 59,332 868,945 SH   DFND 1,5 0 0 868,945
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,254 33,010 SH   DFND 6 33,010 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 120,311 1,762,025 SH   DFND 8 0 0 1,762,025
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 230,854 6,905,582 SH   DFND 1,5 116,400 0 6,789,182
INTERCONTINENTALEXCHANGE GRO COM 45866F104 448,315 1,993,220 SH   DFND 1,5 0 0 1,993,220
INTERCONTINENTALEXCHANGE GRO COM 45866F104 8,169 36,321 SH   DFND 2 36,321 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 1,447 6,433 SH   DFND 3 6,433 0 0
INTERCONTINENTALEXCHANGE GRO COM 45866F104 38,972 173,269 SH   DFND 6 107,699 0 65,570
INTERCONTINENTALEXCHANGE GRO COM 45866F104 40,857 181,650 SH   DFND 7 140,250 0 41,400
INTERCONTINENTALEXCHANGE GRO COM 45866F104 37,335 165,994 SH   DFND 8 0 0 165,994
INTERDIGITAL INC COM 45867G101 2,784 94,400 SH   DFND 1,5 0 0 94,400
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 96,052 94,400,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 3,734 3,670,000 PRN   DFND 6 0 0 0
INTERDIGITAL INC COM 45867G101 2,135 72,400 SH   DFND 8 0 0 72,400
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 122 120,000 PRN   DFND   0 0 0
INTERFACE INC COM 458665304 93,847 4,273,558 SH   DFND 1,5 329,058 0 3,944,500
INTERFACE INC COM 458665304 10,331 470,440 SH   DFND 6 470,440 0 0
INTERFACE INC COM 458665304 646 29,400 SH   DFND 8 0 0 29,400
INTERMOLECULAR INC COM 45882D109 5,989 1,217,187 SH   DFND 1,5 0 0 1,217,187
INTERMOLECULAR INC COM 45882D109 5,839 1,186,866 SH   DFND 8 0 0 1,186,866
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 11,921 8,660,000 PRN   DFND 1,5 0 0 0
INTERMUNE INC COM 45884X103 91,768 6,230,007 SH   DFND 1,5 5,100 0 6,224,907
INTERMUNE INC COM 45884X103 1,659 112,600 SH   DFND 6 112,600 0 0
INTERMUNE INC COM 45884X103 93,613 6,355,231 SH   DFND 8 0 0 6,355,231
INTERNATIONAL BUSINESS MACHS COM 459200101 1,343,404 7,162,147 SH   DFND 1,5 214,040 0 6,948,107
INTERNATIONAL BUSINESS MACHS COM 459200101 60,448 322,271 SH   DFND 2 322,271 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,069 85,667 SH   DFND 3 85,667 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,415 92,848 SH   DFND 6 73,808 0 19,040
INTERNATIONAL BUSINESS MACHS COM 459200101 99,177 528,748 SH   DFND 7 523,848 0 4,900
INTERNATIONAL BUSINESS MACHS COM 459200101 340,784 1,816,839 SH   DFND 8 0 0 1,816,839
INTERNATIONAL BUSINESS MACHS COM 459200101 431,422 2,300,059 SH   DFND   2,300,059 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,213 25,736 SH   DFND 2 25,736 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 287 3,343 SH   DFND 3 3,343 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,415 133,000 SH   DFND 1,5 0 0 133,000
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,427 78,586 SH   DFND 2 78,586 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 443 24,371 SH   DFND 3 24,371 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 212 8,150 SH   DFND 1,5 0 0 8,150
INTERNATIONAL RECTIFIER CORP COM 460254105 610 23,395 SH   DFND 8 0 0 23,395
INTERPUBLIC GROUP COS INC COM 460690100 195,370 11,037,856 SH   DFND 1,5 0 0 11,037,856
INTERPUBLIC GROUP COS INC COM 460690100 2,326 131,422 SH   DFND 2 131,422 0 0
INTERPUBLIC GROUP COS INC COM 460690100 527 29,774 SH   DFND 3 29,774 0 0
INTERPUBLIC GROUP COS INC COM 460690100 15,527 877,219 SH   DFND 6 861,640 0 15,579
INTERPUBLIC GROUP COS INC COM 460690100 7,707 435,430 SH   DFND 7 435,430 0 0
INTERPUBLIC GROUP COS INC COM 460690100 7,397 417,900 SH   DFND 8 0 0 417,900
INTERPUBLIC GROUP COS INC COM 460690100 1,032 58,310 SH   DFND   58,310 0 0
INTERSIL CORP CL A 46069S109 101,581 8,856,243 SH   DFND 1,5 0 0 8,856,243
INTERSIL CORP CL A 46069S109 1,814 158,183 SH   DFND 8 0 0 158,183
INTERVAL LEISURE GROUP INC COM 46113M108 48,567 1,571,753 SH   DFND 1,5 0 0 1,571,753
INTERVAL LEISURE GROUP INC COM 46113M108 15,548 503,183 SH   DFND 6 425,183 0 78,000
INTERVAL LEISURE GROUP INC COM 46113M108 35,053 1,134,400 SH   DFND 7 1,133,300 0 1,100
INTERVAL LEISURE GROUP INC COM 46113M108 5,290 171,200 SH   DFND   171,200 0 0
INTERXION HOLDING N.V SHS N47279109 45,071 1,908,980 SH   DFND 1,5 0 0 1,908,980
INTERXION HOLDING N.V SHS N47279109 2,720 115,220 SH   DFND 8 0 0 115,220
INTEVAC INC COM 461148108 5,942 799,690 SH   DFND 8 0 0 799,690
INTL PAPER CO COM 460146103 161,918 3,302,424 SH   DFND 1,5 0 0 3,302,424
INTL PAPER CO COM 460146103 6,867 140,067 SH   DFND 2 140,067 0 0
INTL PAPER CO COM 460146103 1,962 40,016 SH   DFND 3 40,016 0 0
INTL PAPER CO COM 460146103 88,330 1,801,559 SH   DFND 8 0 0 1,801,559
INTRALINKS HLDGS INC COM 46118H104 13,177 1,088,100 SH   DFND 6 1,088,100 0 0
INTREPID POTASH INC COM 46121Y102 88,433 5,582,885 SH   DFND 1,5 0 0 5,582,885
INTREPID POTASH INC COM 46121Y102 1,332 84,106 SH   DFND 6 84,106 0 0
INTREPID POTASH INC COM 46121Y102 11,826 746,617 SH   DFND 8 0 0 746,617
INTREXON CORP COM 46122T102 48,995 2,058,634 SH   DFND 1,5 12,100 0 2,046,534
INTREXON CORP COM 46122T102 276 11,600 SH   DFND 6 11,600 0 0
INTREXON CORP COM 46122T102 4,339 182,300 SH   DFND 8 0 0 182,300
INTUIT COM 461202103 153,844 2,015,777 SH   DFND 1,5 4,900 0 2,010,877
INTUIT COM 461202103 6,864 89,938 SH   DFND 2 89,938 0 0
INTUIT COM 461202103 2,232 29,250 SH   DFND 3 29,250 0 0
INTUIT COM 461202103 5,588 73,223 SH   DFND 8 0 0 73,223
INTUIT COM 461202103 27,308 357,811 SH   DFND   357,811 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 484,414 1,261,232 SH   DFND 1,5 0 0 1,261,232
INTUITIVE SURGICAL INC COM NEW 46120E602 4,616 12,018 SH   DFND 2 12,018 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 528 1,375 SH   DFND 3 1,375 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 4,681 12,188 SH   DFND 6 12,188 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,124 5,530 SH   DFND 7 5,530 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 163,284 425,130 SH   DFND 8 0 0 425,130
INVACARE CORP COM 461203101 20,891 900,100 SH   DFND 1,5 0 0 900,100
INVENSENSE INC COM 46123D205 142,133 6,839,875 SH   DFND 1,5 36,464 0 6,803,411
INVENSENSE INC COM 46123D205 62,337 2,999,861 SH   DFND 6 2,818,761 0 181,100
INVENSENSE INC COM 46123D205 11,776 566,708 SH   DFND 7 493,848 0 72,860
INVENSENSE INC COM 46123D205 18,305 880,875 SH   DFND 8 0 0 880,875
INVENSENSE INC COM 46123D205 4,509 217,000 SH   DFND   217,000 0 0
INVENTURE FOODS INC COM 461212102 3,837 289,340 SH   DFND 7 289,340 0 0
INVESCO LTD SHS G491BT108 764,207 20,994,694 SH   DFND 1,5 50,700 0 20,943,994
INVESCO LTD SHS G491BT108 5,095 139,959 SH   DFND 2 139,959 0 0
INVESCO LTD SHS G491BT108 323 8,864 SH   DFND 3 8,864 0 0
INVESCO LTD SHS G491BT108 67,183 1,845,700 SH   DFND 6 1,389,700 0 456,000
INVESCO LTD SHS G491BT108 93,885 2,579,249 SH   DFND 7 2,256,049 0 323,200
INVESCO LTD SHS G491BT108 66,404 1,824,274 SH   DFND 8 0 0 1,824,274
INVESCO LTD SHS G491BT108 91,165 2,504,540 SH   DFND   2,504,540 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,831 192,857 SH   DFND 8 0 0 192,857
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 7,098 345,220 SH   DFND 6 345,220 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 4,112 200,000 SH   DFND 8 0 0 200,000
INVESTORS BANCORP INC COM 46146P102 18,377 718,411 SH   DFND 6 718,411 0 0
INVESTORS BANCORP INC COM 46146P102 4,698 183,670 SH   DFND 7 183,670 0 0
INVESTORS BANCORP INC COM 46146P102 629 24,602 SH   DFND   24,602 0 0
IPG PHOTONICS CORP COM 44980X109 9,888 127,400 SH   DFND 1,5 0 0 127,400
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,304 368,080 SH   DFND 1,5 0 0 368,080
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,854 615,620 SH   DFND 8 0 0 615,620
IROBOT CORP COM 462726100 16,710 480,600 SH   DFND 1,5 0 0 480,600
IRON MTN INC COM 462846106 92,412 3,044,890 SH   DFND 1,5 0 0 3,044,890
IRON MTN INC COM 462846106 1,631 53,733 SH   DFND 2 53,733 0 0
IRON MTN INC COM 462846106 11,919 392,726 SH   DFND 8 0 0 392,726
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 113,129 9,744,121 SH   DFND 1,5 42,800 0 9,701,321
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 127 10,971 SH   DFND 4 10,971 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 59,514 5,126,061 SH   DFND 8 0 0 5,126,061
ISHARES RUSSELL 3000 ETF 464287689 67,452 609,600 SH   DFND 1,5 39,900 0 569,700
ISHARES 3-7 YR TR BD ETF 464288661 41,730 347,660 SH   DFND 1,5 93,060 0 254,600
ISHARES MSCI EAFE ETF 464287465 78,396 1,169,047 SH   DFND 1,5 285,747 0 883,300
ISHARES 7-10 Y TR BD ETF 464287440 9,417 94,894 SH   DFND 1,5 94,894 0 0
ISHARES TIPS BD ETF 464287176 8,671 78,900 SH   DFND 1,5 6,800 0 72,100
ISHARES MSCI EMG MKT ETF 464287234 170,985 4,093,500 SH   DFND 1,5 0 0 4,093,500
ISHARES MSCI CDA ETF 464286509 4,491 154,000 SH   DFND 1,5 14,700 0 139,300
ISHARES CORE TOTUSBD ETF 464287226 58,366 548,400 SH   DFND 1,5 7,100 0 541,300
ISHARES CHINA LG-CAP ETF 464287184 26,371 687,650 SH   DFND 3 687,650 0 0
ISHARES RUSSELL 3000 ETF 464287689 1,861 16,818 SH   DFND 3 16,818 0 0
ISHARES U.S. ENERGY ETF 464287796 13,455 266,486 SH   DFND 3 266,486 0 0
ISHARES U.S. TECH ETF 464287721 27,001 305,375 SH   DFND 3 305,375 0 0
ISHARES NASDQ BIOTEC ETF 464287556 42,375 186,624 SH   DFND 3 186,624 0 0
ISHARES CORE S&P SCP ETF 464287804 2,548 23,353 SH   DFND 3 23,353 0 0
ISHARES SP SMCP600GR ETF 464287887 398 3,348 SH   DFND 3 3,348 0 0
ISHARES EMU ETF 464286608 229 5,554 SH   DFND 3 5,554 0 0
ISHARES U.S. FIN SVC ETF 464287770 10,556 125,963 SH   DFND 3 125,963 0 0
ISHARES S&P 100 ETF 464287101 53,999 655,728 SH   DFND 3 655,728 0 0
ISHARES RUSSELL 2000 ETF 464287655 25,441 220,632 SH   DFND 3 220,632 0 0
ISHARES CORE S&P500 ETF 464287200 6,740 36,302 SH   DFND 3 36,302 0 0
ISHARES RUS MD CP GR ETF 464287481 19,637 232,726 SH   DFND 3 232,726 0 0
ISHARES U.S. PFD STK ETF 464288687 202 5,492 SH   DFND 3 5,492 0 0
ISHARES S&P MC 400GR ETF 464287606 624 4,149 SH   DFND 3 4,149 0 0
ISHARES RUS 3000 VAL ETF 464287663 3,128 25,417 SH   DFND 3 25,417 0 0
ISHARES SP SMCP600VL ETF 464287879 294 2,637 SH   DFND 3 2,637 0 0
ISHARES CORE TOTUSBD ETF 464287226 298 2,797 SH   DFND 3 2,797 0 0
ISHARES EAFE GRWTH ETF 464288885 358 5,009 SH   DFND 3 5,009 0 0
ISHARES COHEN&STEER REIT 464287564 388 5,176 SH   DFND 3 5,176 0 0
ISHARES MSCI EAFE ETF 464287465 37,393 557,607 SH   DFND 3 557,607 0 0
ISHARES S&P 500 VAL ETF 464287408 16,012 187,363 SH   DFND 3 187,363 0 0
ISHARES RUS 1000 ETF 464287622 249,603 2,419,337 SH   DFND 3 2,419,337 0 0
ISHARES RUS 2000 VAL ETF 464287630 1,164 11,696 SH   DFND 3 11,696 0 0
ISHARES RUS 3000 GRW ETF 464287671 37,626 535,748 SH   DFND 3 535,748 0 0
ISHARES CORE S&P MCP ETF 464287507 3,467 25,968 SH   DFND 3 25,968 0 0
ISHARES MSCI CDA ETF 464286509 254 8,725 SH   DFND 3 8,725 0 0
ISHARES MSCI ACWI US ETF 464288240 265 5,700 SH   DFND 3 5,700 0 0
ISHARES RUS MDCP VAL ETF 464287473 258,387 3,932,227 SH   DFND 3 3,932,227 0 0
ISHARES RUS 2000 GRW ETF 464287648 15,988 117,983 SH   DFND 3 117,983 0 0
ISHARES EAFE SML CP ETF 464288273 90,803 1,781,145 SH   DFND 3 1,781,145 0 0
ISHARES EAFE VALUE ETF 464288877 443 7,744 SH   DFND 3 7,744 0 0
ISHARES RUS MID-CAP ETF 464287499 50,214 334,804 SH   DFND 3 334,804 0 0
ISHARES MSCI AUST ETF 464286103 115,407 4,735,599 SH   DFND 3 4,735,599 0 0
ISHARES MSCI EMG MKT ETF 464287234 6,595 157,891 SH   DFND 3 157,891 0 0
ISHARES U.S. FINLS ETF 464287788 20,208 252,093 SH   DFND 3 252,093 0 0
ISHARES HIGH DIVIDND ETF 46429B663 24,028 342,037 SH   DFND 3 342,037 0 0
ISHARES RUS 1000 VAL ETF 464287598 1,249,958 13,274,825 SH   DFND 3 13,274,825 0 0
ISHARES S&P 500 GRWT ETF 464287309 2,175 22,027 SH   DFND 3 22,027 0 0
ISHARES SELECT DIVID ETF 464287168 1,904 26,737 SH   DFND 3 26,737 0 0
ISHARES MSCI JAPAN ETF 464286848 444,689 36,660,240 SH   DFND 3 36,660,240 0 0
ISHARES NAT AMT FREE BD 464288414 573 5,520 SH   DFND 3 5,520 0 0
ISHARES S&P MC 400VL ETF 464287705 659 5,669 SH   DFND 3 5,669 0 0
ISHARES NASDQ BIOTEC ETF 464287556 1,998 8,800 SH Put DFND 7 0 0 0
ISHARES RUS 1000 GRW ETF 464287614 1,031,847 12,005,201 SH   DFND 3 12,005,201 0 0
ISHARES MSCI ACWI ETF 464288257 235 4,093 SH   DFND 3 4,093 0 0
ISHARES MSCI PAC JP ETF 464286665 403 8,631 SH   DFND 3 8,631 0 0
ISHARES IBOXX INV CP ETF 464287242 537 4,702 SH   DFND 3 4,702 0 0
ISHARES MSCI EMG MKT ETF 464287234 2,887 69,115 SH   DFND 6 69,115 0 0
ISHARES EAFE SML CP ETF 464288273 2,660 52,179 SH   DFND 7 52,179 0 0
ISHARES CORE S&P500 ETF 464287200 6,834 36,810 SH   DFND 7 36,810 0 0
ISHARES MSCI CDA ETF 464286509 951 32,602 SH   DFND 7 32,602 0 0
ISHARES U.S. FIN SVC ETF 464287770 957 11,423 SH   DFND 7 11,423 0 0
ISHARES MSCI EMG MKT ETF 464287234 10,771 257,866 SH   DFND 7 257,866 0 0
ISHARES RUS 1000 VAL ETF 464287598 649 6,892 SH   DFND 7 6,892 0 0
ISHARES RUS 1000 GRW ETF 464287614 327 3,810 SH   DFND 7 3,810 0 0
ISHARES JP MOR EM MK ETF 464288281 1,912 17,680 SH   DFND 7 17,680 0 0
ISHARES RUSSELL 2000 ETF 464287655 986 8,551 SH   DFND 7 8,551 0 0
ISHARES MSCI EAFE ETF 464287465 10,054 149,923 SH   DFND 7 149,923 0 0
ISHARES MSCI EMG MKT ETF 464287234 6,527 156,250 SH   DFND   56,250 0 100,000
ISHARES MSCI AC ASIA ETF 464288182 518 8,596 SH   DFND   8,596 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,598 222,434 SH   DFND 3 222,434 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,224 64,724 SH   DFND 7 64,724 0 0
ISIS PHARMACEUTICALS INC COM 464330109 569,978 14,306,685 SH   DFND 1,5 83,000 0 14,223,685
ISIS PHARMACEUTICALS INC COM 464330109 105,617 2,651,034 SH   DFND 8 0 0 2,651,034
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 29,835 12,000,000 PRN   DFND 1,5 0 0 0
ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 12,602 2,461,360 SH   DFND 4 2,461,360 0 0
ISTAR FINL INC COM 45031U101 24,406 1,710,330 SH   DFND 1,5 0 0 1,710,330
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 224,059 16,511,349 SH   DFND 1,5 208,453 0 16,302,896
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 7,921 583,740 SH   DFND 8 0 0 583,740
ITC HLDGS CORP COM 465685105 342,779 3,577,324 SH   DFND 1,5 27,500 0 3,549,824
ITC HLDGS CORP COM 465685105 24,683 257,600 SH   DFND 8 0 0 257,600
ITRON INC COM 465741106 584 14,100 SH   DFND 8 0 0 14,100
ITT CORP NEW COM NEW 450911201 126,698 2,917,954 SH   DFND 1,5 250 0 2,917,704
ITT CORP NEW COM NEW 450911201 864 19,900 SH   DFND 6 19,900 0 0
ITT CORP NEW COM NEW 450911201 25,420 585,446 SH   DFND 8 0 0 585,446
ITT EDUCATIONAL SERVICES INC COM 45068B109 20,988 625,021 SH   DFND 1,5 0 0 625,021
ITURAN LOCATION AND CONTROL SHS M6158M104 13,803 637,493 SH   DFND 1,5 0 0 637,493
ITURAN LOCATION AND CONTROL SHS M6158M104 1,674 76,794 SH   DFND 6 34,194 0 42,600
ITURAN LOCATION AND CONTROL SHS M6158M104 1,112 51,000 SH   DFND 7 51,000 0 0
IXIA COM 45071R109 50,066 3,761,499 SH   DFND 1,5 0 0 3,761,499
IXIA COM 45071R109 5,609 421,380 SH   DFND 6 421,380 0 0
IXIA COM 45071R109 8,411 631,901 SH   DFND 8 0 0 631,901
J & J SNACK FOODS CORP COM 466032109 26,497 299,100 SH   DFND 1,5 0 0 299,100
J2 GLOBAL INC COM 48123V102 243,849 4,876,000 SH   DFND 1,5 0 0 4,876,000
JABIL CIRCUIT INC COM 466313103 180,897 10,372,551 SH   DFND 1,5 0 0 10,372,551
JABIL CIRCUIT INC COM 466313103 1,018 58,373 SH   DFND 2 58,373 0 0
JABIL CIRCUIT INC COM 466313103 178 10,185 SH   DFND 3 10,185 0 0
JABIL CIRCUIT INC COM 466313103 1,028 58,962 SH   DFND 6 39,452 0 19,510
JABIL CIRCUIT INC COM 466313103 3,555 203,844 SH   DFND 8 0 0 203,844
JACK IN THE BOX INC COM 466367109 180,730 3,613,146 SH   DFND 1,5 0 0 3,613,146
JACK IN THE BOX INC COM 466367109 19,129 382,430 SH   DFND 6 378,840 0 3,590
JACK IN THE BOX INC COM 466367109 19,438 388,600 SH   DFND 8 0 0 388,600
JACOBS ENGR GROUP INC DEL COM 469814107 264,664 4,201,681 SH   DFND 1,5 33,768 0 4,167,913
JACOBS ENGR GROUP INC DEL COM 469814107 2,620 41,586 SH   DFND 2 41,586 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 829 13,161 SH   DFND 3 13,161 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 16,154 256,450 SH   DFND 8 0 0 256,450
JAKKS PAC INC COM 47012E106 8,749 1,300,000 SH   DFND 1,5 0 0 1,300,000
JAMBA INC COM NEW 47023A309 11,652 937,417 SH   DFND 6 937,417 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 38,700 674,570 SH   DFND 1,5 3,200 0 671,370
JARDEN CORP COM 471109108 196,221 3,198,379 SH   DFND 1,5 0 0 3,198,379
JARDEN CORP COM 471109108 59,290 966,420 SH   DFND 6 966,420 0 0
JARDEN CORP COM 471109108 88,711 1,445,981 SH   DFND 7 1,445,981 0 0
JARDEN CORP COM 471109108 16,119 262,736 SH   DFND 8 0 0 262,736
JARDEN CORP COM 471109108 1,130 18,413 SH   DFND   18,413 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 497,827 3,933,524 SH   DFND 1,5 5,950 0 3,927,574
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 30,859 243,830 SH   DFND 6 243,830 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 93,826 741,353 SH   DFND 8 0 0 741,353
JDS UNIPHASE CORP COM PAR $0.001 46612J507 326 25,114 SH   DFND 1,5 0 0 25,114
JDS UNIPHASE CORP COM PAR $0.001 46612J507 595 45,869 SH   DFND 3 45,869 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 414 31,885 SH   DFND   31,885 0 0
JETBLUE AIRWAYS CORP COM 477143101 151,542 17,724,248 SH   DFND 1,5 106,200 0 17,618,048
JINPAN INTL LTD ORD G5138L100 3,298 382,640 SH   DFND 1,5 0 0 382,640
JIVE SOFTWARE INC COM 47760A108 16,841 1,496,981 SH   DFND 1,5 0 0 1,496,981
JIVE SOFTWARE INC COM 47760A108 8,906 791,644 SH   DFND 8 0 0 791,644
JOHNSON & JOHNSON COM 478160104 2,855,841 31,180,708 SH   DFND 1,5 647,227 0 30,533,481
JOHNSON & JOHNSON COM 478160104 81,591 890,824 SH   DFND 2 890,824 0 0
JOHNSON & JOHNSON COM 478160104 26,045 284,369 SH   DFND 3 284,369 0 0
JOHNSON & JOHNSON COM 478160104 19,978 218,127 SH   DFND 6 214,237 0 3,890
JOHNSON & JOHNSON COM 478160104 11,556 126,176 SH   DFND 7 125,806 0 370
JOHNSON & JOHNSON COM 478160104 79,940 872,800 SH   DFND 8 0 0 872,800
JOHNSON & JOHNSON COM 478160104 4,381 47,835 SH   DFND   47,835 0 0
JOHNSON CTLS INC COM 478366107 900,834 17,560,110 SH   DFND 1,5 89,996 0 17,470,114
JOHNSON CTLS INC COM 478366107 11,095 216,278 SH   DFND 2 216,278 0 0
JOHNSON CTLS INC COM 478366107 4,033 78,619 SH   DFND 3 78,619 0 0
JOHNSON CTLS INC COM 478366107 9,721 189,500 SH   DFND 6 71,600 0 117,900
JOHNSON CTLS INC COM 478366107 6,551 127,700 SH   DFND 7 97,300 0 30,400
JOHNSON CTLS INC COM 478366107 67,662 1,318,952 SH   DFND 8 0 0 1,318,952
JONES GROUP INC COM 48020T101 37,215 2,487,648 SH   DFND   2,487,648 0 0
JONES LANG LASALLE INC COM 48020Q107 42,863 418,625 SH   DFND 1,5 0 0 418,625
JONES LANG LASALLE INC COM 48020Q107 61,840 603,965 SH   DFND 6 563,765 0 40,200
JONES LANG LASALLE INC COM 48020Q107 10,326 100,850 SH   DFND 7 100,250 0 600
JONES LANG LASALLE INC COM 48020Q107 5,318 51,937 SH   DFND   51,937 0 0
JOS A BANK CLOTHIERS INC COM 480838101 206,137 3,766,433 SH   DFND 1,5 250,000 0 3,516,433
JOURNAL COMMUNICATIONS INC CL A 481130102 3,494 375,275 SH   DFND 8 0 0 375,275
JOY GLOBAL INC COM 481165108 1,963 33,556 SH   DFND 2 33,556 0 0
JPMORGAN CHASE & CO COM 46625H100 5,725,849 97,911,233 SH   DFND 1,5 1,444,224 0 96,467,009
JPMORGAN CHASE & CO COM 46625H100 69,410 1,186,904 SH   DFND 2 1,186,904 0 0
JPMORGAN CHASE & CO COM 46625H100 17,262 295,186 SH   DFND 3 295,186 0 0
JPMORGAN CHASE & CO COM 46625H100 263,344 4,503,143 SH   DFND 6 2,945,833 0 1,557,310
JPMORGAN CHASE & CO COM 46625H100 316,237 5,407,601 SH   DFND 7 4,939,081 0 468,520
JPMORGAN CHASE & CO COM 46625H100 107,737 1,842,285 SH   DFND 8 0 0 1,842,285
JPMORGAN CHASE & CO COM 46625H100 116,966 2,000,107 SH   DFND   2,000,107 0 0
JTH HLDG INC CL A 46637N103 965 39,696 SH   DFND 1,5 0 0 39,696
JTH HLDG INC CL A 46637N103 707 29,111 SH   DFND 6 29,111 0 0
JUNIPER NETWORKS INC COM 48203R104 503,167 22,293,598 SH   DFND 1,5 51,544 0 22,242,054
JUNIPER NETWORKS INC COM 48203R104 3,599 159,447 SH   DFND 2 159,447 0 0
JUNIPER NETWORKS INC COM 48203R104 898 39,796 SH   DFND 3 39,796 0 0
JUNIPER NETWORKS INC COM 48203R104 15,921 705,401 SH   DFND 6 227,001 0 478,400
JUNIPER NETWORKS INC COM 48203R104 14,113 625,290 SH   DFND 7 453,460 0 171,830
JUNIPER NETWORKS INC COM 48203R104 97,052 4,300,041 SH   DFND 8 0 0 4,300,041
JUST ENERGY GROUP INC COM 48213W101 2,589 361,900 SH   DFND   361,900 0 0
K12 INC COM 48273U102 62,749 2,885,000 SH   DFND 1,5 20,400 0 2,864,600
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,189 45,400 SH   DFND 6 8,000 0 37,400
KAISER ALUMINUM CORP COM PAR $0.01 483007704 541 7,700 SH   DFND 7 7,400 0 300
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,144 30,530 SH   DFND   30,530 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 7,543 1,706,564 SH   DFND 1,5 0 0 1,706,564
KALOBIOS PHARMACEUTICALS INC COM 48344T100 185 41,782 SH   DFND 7 41,782 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 7,418 1,678,366 SH   DFND 8 0 0 1,678,366
KAMADA LTD SHS M6240T109 39,566 2,664,888 SH   DFND 1,5 0 0 2,664,888
KAMADA LTD SHS M6240T109 1,607 108,100 SH   DFND 8 0 0 108,100
KAMAN CORP COM 483548103 29,630 745,780 SH   DFND 1,5 0 0 745,780
KANSAS CITY SOUTHERN COM NEW 485170302 350,138 2,827,571 SH   DFND 1,5 53,681 0 2,773,890
KANSAS CITY SOUTHERN COM NEW 485170302 4,309 34,797 SH   DFND 2 34,797 0 0
KAR AUCTION SVCS INC COM 48238T109 257,487 8,713,589 SH   DFND 1,5 0 0 8,713,589
KAR AUCTION SVCS INC COM 48238T109 26,318 890,630 SH   DFND 6 744,630 0 146,000
KAR AUCTION SVCS INC COM 48238T109 1,046 35,400 SH   DFND 7 32,700 0 2,700
KAR AUCTION SVCS INC COM 48238T109 23,326 789,380 SH   DFND 8 0 0 789,380
KAR AUCTION SVCS INC COM 48238T109 4,156 140,654 SH   DFND   140,654 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 53,770 2,346,000 SH   DFND 8 0 0 2,346,000
KB HOME COM 48666K109 160,400 8,774,609 SH   DFND 1,5 0 0 8,774,609
KB HOME COM 48666K109 7,579 414,600 SH   DFND 8 0 0 414,600
KBR INC COM 48242W106 33,639 1,054,832 SH   DFND 1,5 6,400 0 1,048,432
KBR INC COM 48242W106 1,830 57,400 SH   DFND 6 57,400 0 0
KBR INC COM 48242W106 2,721 85,340 SH   DFND 7 85,340 0 0
KBR INC COM 48242W106 10,169 318,868 SH   DFND 8 0 0 318,868
KBR INC COM 48242W106 3,919 122,893 SH   DFND   122,893 0 0
KCG HLDGS INC CL A 48244B100 7,707 644,400 SH   DFND 8 0 0 644,400
KELLOGG CO COM 487836108 714,623 11,701,710 SH   DFND 1,5 265,590 0 11,436,120
KELLOGG CO COM 487836108 4,959 81,194 SH   DFND 2 81,194 0 0
KELLOGG CO COM 487836108 1,873 30,662 SH   DFND 3 30,662 0 0
KELLOGG CO COM 487836108 34,379 562,940 SH   DFND 6 397,030 0 165,910
KELLOGG CO COM 487836108 43,177 707,001 SH   DFND 7 707,001 0 0
KELLOGG CO COM 487836108 20,738 339,571 SH   DFND 8 0 0 339,571
KELLOGG CO COM 487836108 2,489 40,764 SH   DFND   40,764 0 0
KELLY SVCS INC CL A 488152208 15,039 602,994 SH   DFND 1,5 0 0 602,994
KENNEDY-WILSON HLDGS INC COM 489398107 136,912 6,153,361 SH   DFND 1,5 0 0 6,153,361
KENNEDY-WILSON HLDGS INC COM 489398107 11,866 533,300 SH   DFND 6 533,300 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 34,008 2,626,100 SH   DFND 8 0 0 2,626,100
KEY ENERGY SVCS INC COM 492914106 47,624 6,028,400 SH   DFND 1,5 0 0 6,028,400
KEYCORP NEW COM 493267108 7,868 586,280 SH   DFND 1,5 0 0 586,280
KEYCORP NEW COM 493267108 3,799 283,110 SH   DFND 2 283,110 0 0
KEYCORP NEW COM 493267108 643 47,906 SH   DFND 3 47,906 0 0
KEYW HLDG CORP COM 493723100 73,770 5,488,870 SH   DFND 1,5 29,096 0 5,459,774
KEYW HLDG CORP COM 493723100 345 25,644 SH   DFND 6 25,644 0 0
KILROY RLTY CORP COM 49427F108 41,840 833,797 SH   DFND 1,5 27,700 0 806,097
KILROY RLTY CORP COM 49427F108 13,117 261,400 SH   DFND 6 261,400 0 0
KILROY RLTY CORP COM 49427F108 5,359 106,794 SH   DFND 7 106,794 0 0
KILROY RLTY CORP COM 49427F108 16,012 319,100 SH   DFND 8 0 0 319,100
KIMBERLY CLARK CORP COM 494368103 218,465 2,091,379 SH   DFND 1,5 4,700 0 2,086,679
KIMBERLY CLARK CORP COM 494368103 12,587 120,496 SH   DFND 2 120,496 0 0
KIMBERLY CLARK CORP COM 494368103 5,806 55,581 SH   DFND 3 55,581 0 0
KIMBERLY CLARK CORP COM 494368103 2,230 21,350 SH   DFND 6 21,350 0 0
KIMBERLY CLARK CORP COM 494368103 3,424 32,780 SH   DFND 7 32,780 0 0
KIMCO RLTY CORP COM 49446R109 199,629 10,107,780 SH   DFND 1,5 209,500 0 9,898,280
KIMCO RLTY CORP COM 49446R109 2,555 129,353 SH   DFND 2 129,353 0 0
KIMCO RLTY CORP COM 49446R109 713 36,090 SH   DFND 3 36,090 0 0
KIMCO RLTY CORP COM 49446R109 101,460 5,137,200 SH   DFND 8 0 0 5,137,200
KINDER MORGAN INC DEL COM 49456B101 89,762 2,493,400 SH   DFND 1,5 0 0 2,493,400
KINDER MORGAN INC DEL COM 49456B101 7,653 212,584 SH   DFND 2 212,584 0 0
KINDER MORGAN INC DEL COM 49456B101 1,134 31,491 SH   DFND 3 31,491 0 0
KINDRED BIOSCIENCES INC COM 494577109 2,222 199,500 SH   DFND 1,5 0 0 199,500
KINDRED BIOSCIENCES INC COM 494577109 10,032 900,500 SH   DFND 8 0 0 900,500
KINROSS GOLD CORP COM NO PAR 496902404 4,330 989,105 SH   DFND 1,5 0 0 989,105
KINROSS GOLD CORP COM NO PAR 496902404 591 135,098 SH   DFND 3 135,098 0 0
KINROSS GOLD CORP COM NO PAR 496902404 44,852 10,245,958 SH   DFND 8 0 0 10,245,958
KINROSS GOLD CORP COM NO PAR 496902404 14,446 3,300,003 SH   DFND   3,300,003 0 0
KIRBY CORP COM 497266106 3,563 35,900 SH   DFND 6 7,300 0 28,600
KIRBY CORP COM 497266106 993 10,000 SH   DFND 7 9,800 0 200
KIRBY CORP COM 497266106 3,305 33,300 SH   DFND 8 0 0 33,300
KIRBY CORP COM 497266106 4,685 47,200 SH   DFND   47,200 0 0
KITE RLTY GROUP TR COM 49803T102 75,164 11,440,426 SH   DFND 1,5 98,981 0 11,341,445
KITE RLTY GROUP TR COM 49803T102 6,183 941,132 SH   DFND 6 941,132 0 0
KITE RLTY GROUP TR COM 49803T102 1,799 273,839 SH   DFND 7 273,839 0 0
KITE RLTY GROUP TR COM 49803T102 12,404 1,887,946 SH   DFND 8 0 0 1,887,946
KKR & CO L P DEL COM UNITS 48248M102 659,267 27,085,726 SH   DFND 1,5 0 0 27,085,726
KKR & CO L P DEL COM UNITS 48248M102 10,953 450,000 SH   DFND 8 0 0 450,000
KKR FINL HLDGS LLC COM 48248A306 374,521 30,723,622 SH   DFND 1,5 0 0 30,723,622
KLA-TENCOR CORP COM 482480100 175,442 2,721,723 SH   DFND 1,5 41,221 0 2,680,502
KLA-TENCOR CORP COM 482480100 3,392 52,617 SH   DFND 2 52,617 0 0
KLA-TENCOR CORP COM 482480100 476 7,389 SH   DFND 3 7,389 0 0
KLA-TENCOR CORP COM 482480100 380 5,900 SH   DFND 6 5,900 0 0
KNOLL INC COM NEW 498904200 112,425 6,140,075 SH   DFND 1,5 0 0 6,140,075
KODIAK OIL & GAS CORP COM 50015Q100 49,818 4,444,065 SH   DFND 1,5 0 0 4,444,065
KODIAK OIL & GAS CORP COM 50015Q100 581 51,800 SH   DFND 6 51,800 0 0
KODIAK OIL & GAS CORP COM 50015Q100 35,508 3,167,535 SH   DFND 8 0 0 3,167,535
KODIAK OIL & GAS CORP COM 50015Q100 1,715 153,000 SH   DFND   153,000 0 0
KOHLS CORP COM 500255104 333,931 5,884,240 SH   DFND 1,5 168,392 0 5,715,848
KOHLS CORP COM 500255104 3,607 63,555 SH   DFND 2 63,555 0 0
KOHLS CORP COM 500255104 776 13,670 SH   DFND 3 13,670 0 0
KOHLS CORP COM 500255104 4,136 72,880 SH   DFND 6 72,880 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 87,397 2,364,000 SH   DFND 1,5 14,000 0 2,350,000
KOSMOS ENERGY LTD SHS G5315B107 25,602 2,290,000 SH   DFND 1,5 16,200 0 2,273,800
KRAFT FOODS GROUP INC COM 50076Q106 31,136 577,439 SH   DFND 1,5 1,400 0 576,039
KRAFT FOODS GROUP INC COM 50076Q106 10,144 188,137 SH   DFND 2 188,137 0 0
KRAFT FOODS GROUP INC COM 50076Q106 4,157 77,102 SH   DFND 3 77,102 0 0
KRAFT FOODS GROUP INC COM 50076Q106 15,839 293,752 SH   DFND 6 158,442 0 135,310
KRAFT FOODS GROUP INC COM 50076Q106 29,235 542,192 SH   DFND 7 542,192 0 0
KRAFT FOODS GROUP INC COM 50076Q106 1,757 32,590 SH   DFND   32,590 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 23,626 1,025,000 SH   DFND 1,5 0 0 1,025,000
KRATON PERFORMANCE POLYMERS COM 50077C106 567 24,600 SH   DFND 6 0 0 24,600
KRATON PERFORMANCE POLYMERS COM 50077C106 438 19,000 SH   DFND 7 18,300 0 700
KRATON PERFORMANCE POLYMERS COM 50077C106 581 25,200 SH   DFND   25,200 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,373 309,000 SH   DFND 1,5 0 0 309,000
KROGER CO COM 501044101 1,311,384 33,174,402 SH   DFND 1,5 399,800 0 32,774,602
KROGER CO COM 501044101 6,495 164,313 SH   DFND 2 164,313 0 0
KROGER CO COM 501044101 2,239 56,630 SH   DFND 3 56,630 0 0
KROGER CO COM 501044101 24,873 629,220 SH   DFND 6 240,520 0 388,700
KROGER CO COM 501044101 20,317 513,960 SH   DFND 7 414,340 0 99,620
KROGER CO COM 501044101 119,467 3,022,194 SH   DFND 8 0 0 3,022,194
KRONOS WORLDWIDE INC COM 50105F105 38,645 2,028,614 SH   DFND 1,5 0 0 2,028,614
KRONOS WORLDWIDE INC COM 50105F105 7,750 406,800 SH   DFND 8 0 0 406,800
KYTHERA BIOPHARMACEUTICALS I COM 501570105 27,140 728,589 SH   DFND 1,5 0 0 728,589
KYTHERA BIOPHARMACEUTICALS I COM 501570105 56,747 1,523,409 SH   DFND 8 0 0 1,523,409
L BRANDS INC COM 501797104 259,061 4,188,539 SH   DFND 1,5 31,700 0 4,156,839
L BRANDS INC COM 501797104 4,762 76,988 SH   DFND 2 76,988 0 0
L BRANDS INC COM 501797104 688 11,122 SH   DFND 3 11,122 0 0
L BRANDS INC COM 501797104 3,547 57,343 SH   DFND 6 57,343 0 0
L BRANDS INC COM 501797104 61,491 994,194 SH   DFND 8 0 0 994,194
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,990 27,982 SH   DFND 2 27,982 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,456 13,621 SH   DFND 3 13,621 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 9,780 91,518 SH   DFND 8 0 0 91,518
LABORATORY CORP AMER HLDGS COM NEW 50540R409 22,595 247,295 SH   DFND 1,5 0 0 247,295
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,521 27,595 SH   DFND 2 27,595 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 928 10,159 SH   DFND 3 10,159 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,599 17,500 SH   DFND 7 17,500 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,230 46,300 SH   DFND 8 0 0 46,300
LAKE SHORE GOLD CORP COM 510728108 1,473 3,226,600 SH   DFND 8 0 0 3,226,600
LAKELAND FINL CORP COM 511656100 57,525 1,474,991 SH   DFND 1,5 46,238 0 1,428,753
LAKELAND FINL CORP COM 511656100 426 10,924 SH   DFND 6 10,924 0 0
LAKELAND FINL CORP COM 511656100 2,539 65,106 SH   DFND 8 0 0 65,106
LAM RESEARCH CORP COM 512807108 101,635 1,866,576 SH   DFND 1,5 0 0 1,866,576
LAM RESEARCH CORP COM 512807108 2,792 51,273 SH   DFND 2 51,273 0 0
LAM RESEARCH CORP COM 512807108 1,764 32,403 SH   DFND 3 32,403 0 0
LAM RESEARCH CORP COM 512807108 3,064 56,270 SH   DFND 6 56,270 0 0
LANDAUER INC COM 51476K103 4,819 91,600 SH   DFND 8 0 0 91,600
LANDSTAR SYS INC COM 515098101 8,175 142,300 SH   DFND 8 0 0 142,300
LAREDO PETE HLDGS INC COM 516806106 6,080 219,582 SH   DFND 1,5 0 0 219,582
LAREDO PETE HLDGS INC COM 516806106 15,050 543,503 SH   DFND 6 543,503 0 0
LAREDO PETE HLDGS INC COM 516806106 3,787 136,770 SH   DFND 7 136,770 0 0
LAREDO PETE HLDGS INC COM 516806106 25,791 931,418 SH   DFND 8 0 0 931,418
LAREDO PETE HLDGS INC COM 516806106 5,415 195,555 SH   DFND   195,555 0 0
LAS VEGAS SANDS CORP COM 517834107 955,070 12,109,418 SH   DFND 1,5 122,500 0 11,986,918
LAS VEGAS SANDS CORP COM 517834107 280 3,553 SH   DFND 3 3,553 0 0
LAS VEGAS SANDS CORP COM 517834107 19,568 248,106 SH   DFND 6 158,106 0 90,000
LAS VEGAS SANDS CORP COM 517834107 7,895 100,100 SH   DFND 7 76,200 0 23,900
LAS VEGAS SANDS CORP COM 517834107 53,456 677,776 SH   DFND 8 0 0 677,776
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 52,282 1,694,178 SH   DFND 1,5 90,800 0 1,603,378
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 26,581 861,333 SH   DFND 6 861,333 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 10,452 338,704 SH   DFND 7 338,704 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 27,724 898,392 SH   DFND 8 0 0 898,392
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 15,447 947,118 SH   DFND 1,5 39,405 0 907,713
LAUDER ESTEE COS INC CL A 518439104 1,636,885 21,732,412 SH   DFND 1,5 0 0 21,732,412
LAUDER ESTEE COS INC CL A 518439104 6,089 80,843 SH   DFND 2 80,843 0 0
LAUDER ESTEE COS INC CL A 518439104 1,770 23,505 SH   DFND 3 23,505 0 0
LAUDER ESTEE COS INC CL A 518439104 12,874 170,920 SH   DFND 6 139,410 0 31,510
LAUDER ESTEE COS INC CL A 518439104 15,852 210,460 SH   DFND 7 163,390 0 47,070
LAZARD LTD SHS A G54050102 105,453 2,326,845 SH   DFND 1,5 350 0 2,326,495
LCNB CORP COM 50181P100 5,244 293,460 SH   DFND 1,5 0 0 293,460
LDR HLDG CORP COM 50185U105 2,305 97,663 SH   DFND 1,5 0 0 97,663
LDR HLDG CORP COM 50185U105 2,360 100,000 SH   DFND 8 0 0 100,000
LEAP WIRELESS INTL INC COM NEW 521863308 6,306 362,401 SH   DFND 1,5 0 0 362,401
LEAP WIRELESS INTL INC COM NEW 521863308 6,113 351,300 SH   DFND 8 0 0 351,300
LEAR CORP COM NEW 521865204 305 3,762 SH   DFND 1,5 0 0 3,762
LEAR CORP COM NEW 521865204 1,025 12,655 SH   DFND 3 12,655 0 0
LEAR CORP COM NEW 521865204 4,793 59,200 SH   DFND 8 0 0 59,200
LEGACY RESERVES LP UNIT LP INT 524707304 36,112 1,282,400 SH   DFND 1,5 0 0 1,282,400
LEGG MASON INC COM 524901105 34,703 798,132 SH   DFND 1,5 0 0 798,132
LEGG MASON INC COM 524901105 1,457 33,517 SH   DFND 2 33,517 0 0
LEGG MASON INC COM 524901105 373 8,584 SH   DFND 3 8,584 0 0
LEGG MASON INC COM 524901105 6,785 156,050 SH   DFND   156,050 0 0
LEGGETT & PLATT INC COM 524660107 54,925 1,775,200 SH   DFND 1,5 0 0 1,775,200
LEGGETT & PLATT INC COM 524660107 1,379 44,585 SH   DFND 2 44,585 0 0
LEGGETT & PLATT INC COM 524660107 353 11,415 SH   DFND 3 11,415 0 0
LEIDOS HLDGS INC COM 525327102 58,113 1,250,000 SH   DFND 1,5 0 0 1,250,000
LEIDOS HLDGS INC COM 525327102 485 10,433 SH   DFND 3 10,433 0 0
LENDER PROCESSING SVCS INC COM 52602E102 8,306 222,200 SH   DFND 8 0 0 222,200
LENNAR CORP CL A 526057104 357,381 9,033,891 SH   DFND 1,5 11,800 0 9,022,091
LENNAR CORP CL A 526057104 2,088 52,790 SH   DFND 2 52,790 0 0
LENNAR CORP CL A 526057104 374 9,457 SH   DFND 3 9,457 0 0
LENNAR CORP CL A 526057104 13,906 351,528 SH   DFND 8 0 0 351,528
LENNOX INTL INC COM 526107107 72,044 846,978 SH   DFND 1,5 0 0 846,978
LENNOX INTL INC COM 526107107 1,304 15,330 SH   DFND 6 10,960 0 4,370
LENNOX INTL INC COM 526107107 19,339 227,357 SH   DFND 8 0 0 227,357
LEUCADIA NATL CORP COM 527288104 2,805 98,983 SH   DFND 2 98,983 0 0
LEUCADIA NATL CORP COM 527288104 424 14,948 SH   DFND 3 14,948 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 13,675 10,000,000 PRN   DFND 1,5 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 177,033 5,337,130 SH   DFND 1,5 0 0 5,337,130
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 28,973 873,467 SH   DFND 8 0 0 873,467
LEXICON PHARMACEUTICALS INC COM 528872104 113,383 62,990,621 SH   DFND 1,5 363,300 0 62,627,321
LEXICON PHARMACEUTICALS INC COM 528872104 21,119 11,732,815 SH   DFND 8 0 0 11,732,815
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 20,432 464,373 SH   DFND 1,5 0 0 464,373
LEXINGTON REALTY TRUST COM 529043101 45,031 4,410,519 SH   DFND 1,5 130,019 0 4,280,500
LEXINGTON REALTY TRUST COM 529043101 12,527 1,226,953 SH   DFND 6 1,226,953 0 0
LEXINGTON REALTY TRUST COM 529043101 3,789 371,128 SH   DFND 7 371,128 0 0
LEXMARK INTL NEW CL A 529771107 83,794 2,359,069 SH   DFND 1,5 0 0 2,359,069
LEXMARK INTL NEW CL A 529771107 10,486 295,200 SH   DFND 8 0 0 295,200
LHC GROUP INC COM 50187A107 54,992 2,287,500 SH   DFND 1,5 117,000 0 2,170,500
LIBERTY GLOBAL PLC SHS CL A G5480U104 832,377 9,353,605 SH   DFND 1,5 0 0 9,353,605
LIBERTY GLOBAL PLC SHS CL C G5480U120 9,132 108,298 SH   DFND 1,5 0 0 108,298
LIBERTY GLOBAL PLC SHS CL C G5480U120 597 7,075 SH   DFND 3 7,075 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 247 2,771 SH   DFND 6 2,771 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 27,007 320,297 SH   DFND 8 0 0 320,297
LIBERTY GLOBAL PLC SHS CL A G5480U104 56,072 630,090 SH   DFND 8 0 0 630,090
LIBERTY GLOBAL PLC SHS CL C G5480U120 48,401 574,019 SH   DFND   574,019 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,665 52,425 SH   DFND   52,425 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 776,322 26,450,499 SH   DFND 1,5 152,587 0 26,297,912
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 32,621 266,100 SH   DFND 1,5 0 0 266,100
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 16,491 561,859 SH   DFND 8 0 0 561,859
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 10,386 84,722 SH   DFND 8 0 0 84,722
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,751 3,151,518 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 675,365 4,611,573 SH   DFND 1,5 0 0 4,611,573
LIBERTY MEDIA CORP DELAWARE CL A 531229102 823 5,620 SH   DFND 3 5,620 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 36,887 251,875 SH   DFND 8 0 0 251,875
LIFE TECHNOLOGIES CORP COM 53217V109 4,132 54,515 SH   DFND 2 54,515 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 565 7,451 SH   DFND 3 7,451 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 64,178 846,670 SH   DFND 7 846,670 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 477,049 6,293,528 SH   DFND   6,293,528 0 0
LIFE TIME FITNESS INC COM 53217R207 90,860 1,933,200 SH   DFND 1,5 0 0 1,933,200
LIFE TIME FITNESS INC COM 53217R207 4,874 103,700 SH   DFND 6 21,400 0 82,300
LIFE TIME FITNESS INC COM 53217R207 813 17,300 SH   DFND 7 16,500 0 800
LIFE TIME FITNESS INC COM 53217R207 3,902 83,031 SH   DFND   83,031 0 0
LIFELOCK INC COM 53224V100 3,928 239,343 SH   DFND 1,5 0 0 239,343
LIFELOCK INC COM 53224V100 5,973 363,957 SH   DFND 8 0 0 363,957
LIFELOCK INC COM 53224V100 1,779 108,400 SH   DFND   108,400 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 2,869 54,300 SH   DFND 8 0 0 54,300
LIFETIME BRANDS INC COM 53222Q103 865 55,000 SH   DFND 1,5 0 0 55,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 87,568 1,664,786 SH   DFND 8 0 0 1,664,786
LILLY ELI & CO COM 532457108 214,183 4,199,664 SH   DFND 1,5 358,049 0 3,841,615
LILLY ELI & CO COM 532457108 15,965 313,035 SH   DFND 2 313,035 0 0
LILLY ELI & CO COM 532457108 4,549 89,205 SH   DFND 3 89,205 0 0
LILLY ELI & CO COM 532457108 3,750 73,530 SH   DFND 6 73,530 0 0
LILLY ELI & CO COM 532457108 14,540 285,100 SH   DFND 8 0 0 285,100
LINCOLN EDL SVCS CORP COM 533535100 125 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN NATL CORP IND COM 534187109 505,933 9,801,100 SH   DFND 1,5 0 0 9,801,100
LINCOLN NATL CORP IND COM 534187109 4,276 82,832 SH   DFND 2 82,832 0 0
LINCOLN NATL CORP IND COM 534187109 1,510 29,261 SH   DFND 3 29,261 0 0
LINCOLN NATL CORP IND COM 534187109 4,525 87,660 SH   DFND 6 87,660 0 0
LINCOLN NATL CORP IND COM 534187109 3,799 73,600 SH   DFND 8 0 0 73,600
LINEAR TECHNOLOGY CORP COM 535678106 35,077 770,083 SH   DFND 1,5 0 0 770,083
LINEAR TECHNOLOGY CORP COM 535678106 3,368 73,933 SH   DFND 2 73,933 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,013 44,203 SH   DFND 3 44,203 0 0
LINKEDIN CORP COM CL A 53578A108 1,429,274 6,591,679 SH   DFND 1,5 3,800 0 6,587,879
LINKEDIN CORP COM CL A 53578A108 799 3,686 SH   DFND 3 3,686 0 0
LINKEDIN CORP COM CL A 53578A108 3,057 14,100 SH   DFND 6 14,100 0 0
LINKEDIN CORP COM CL A 53578A108 47,653 219,771 SH   DFND 8 0 0 219,771
LINKEDIN CORP COM CL A 53578A108 12,761 58,853 SH   DFND   58,853 0 0
LINKTONE LTD ADR 535925101 112 92,674 SH   DFND 4 92,674 0 0
LINNCO LLC COMSHS LTD INT 535782106 314,583 10,210,426 SH   DFND 1,5 0 0 10,210,426
LINNCO LLC COMSHS LTD INT 535782106 3,240 105,150 SH   DFND 6 105,150 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 8,556 1,435,636 SH   DFND 1,5 0 0 1,435,636
LIONBRIDGE TECHNOLOGIES INC COM 536252109 37,467 6,286,475 SH   DFND 8 0 0 6,286,475
LIONS GATE ENTMNT CORP COM NEW 535919203 275,795 8,711,160 SH   DFND 1,5 5,700 0 8,705,460
LIONS GATE ENTMNT CORP COM NEW 535919203 5,775 182,419 SH   DFND 6 182,419 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 6,391 201,877 SH   DFND 8 0 0 201,877
LIONS GATE ENTMNT CORP COM NEW 535919203 7,445 235,166 SH   DFND   235,166 0 0
LIPOSCIENCE INC COM 53630M108 1,983 466,645 SH   DFND 1,5 0 0 466,645
LIQUIDITY SERVICES INC COM 53635B107 10,197 450,000 SH   DFND 1,5 0 0 450,000
LITHIA MTRS INC CL A 536797103 29,307 422,171 SH   DFND 1,5 0 0 422,171
LIVE NATION ENTERTAINMENT IN COM 538034109 52,878 2,676,000 SH   DFND 1,5 0 0 2,676,000
LIVE NATION ENTERTAINMENT IN COM 538034109 26,842 1,358,400 SH   DFND 8 0 0 1,358,400
LIVEPERSON INC COM 538146101 22,231 1,500,100 SH   DFND 1,5 0 0 1,500,100
LIVEPERSON INC COM 538146101 1,488 100,405 SH   DFND 6 17,900 0 82,505
LIVEPERSON INC COM 538146101 231 15,600 SH   DFND 7 15,600 0 0
LIVEPERSON INC COM 538146101 1,523 102,768 SH   DFND   102,768 0 0
LKQ CORP COM 501889208 423,738 12,879,578 SH   DFND 1,5 0 0 12,879,578
LKQ CORP COM 501889208 2,478 75,310 SH   DFND 6 75,310 0 0
LOCKHEED MARTIN CORP COM 539830109 171,899 1,156,324 SH   DFND 1,5 8,200 0 1,148,124
LOCKHEED MARTIN CORP COM 539830109 12,629 84,951 SH   DFND 2 84,951 0 0
LOCKHEED MARTIN CORP COM 539830109 4,951 33,304 SH   DFND 3 33,304 0 0
LOCKHEED MARTIN CORP COM 539830109 11,402 76,696 SH   DFND 8 0 0 76,696
LOEWS CORP COM 540424108 4,658 96,569 SH   DFND 2 96,569 0 0
LOEWS CORP COM 540424108 1,949 40,395 SH   DFND 3 40,395 0 0
LOEWS CORP COM 540424108 3,314 68,700 SH   DFND 8 0 0 68,700
LOGITECH INTL S A SHS H50430232 67,289 4,900,000 SH   DFND 1,5 500,000 0 4,400,000
LOGMEIN INC COM 54142L109 203 6,052 SH   DFND 1,5 0 0 6,052
LOGMEIN INC COM 54142L109 629 18,748 SH   DFND 8 0 0 18,748
LORILLARD INC COM 544147101 1,396,550 27,556,229 SH   DFND 1,5 261,731 0 27,294,498
LORILLARD INC COM 544147101 5,894 116,305 SH   DFND 2 116,305 0 0
LORILLARD INC COM 544147101 3,514 69,338 SH   DFND 3 69,338 0 0
LORILLARD INC COM 544147101 42,978 848,031 SH   DFND 6 666,531 0 181,500
LORILLARD INC COM 544147101 30,458 600,978 SH   DFND 7 462,798 0 138,180
LORILLARD INC COM 544147101 26,757 527,956 SH   DFND 8 0 0 527,956
LOUISIANA PAC CORP COM 546347105 51,536 2,784,200 SH   DFND 1,5 0 0 2,784,200
LOWES COS INC COM 548661107 1,093,371 22,066,019 SH   DFND 1,5 138,686 0 21,927,333
LOWES COS INC COM 548661107 16,362 330,204 SH   DFND 2 330,204 0 0
LOWES COS INC COM 548661107 7,415 149,641 SH   DFND 3 149,641 0 0
LOWES COS INC COM 548661107 22,570 455,497 SH   DFND 6 392,467 0 63,030
LOWES COS INC COM 548661107 14,303 288,665 SH   DFND 7 271,265 0 17,400
LOWES COS INC COM 548661107 95,768 1,932,763 SH   DFND 8 0 0 1,932,763
LOWES COS INC COM 548661107 14,340 289,402 SH   DFND   289,402 0 0
LPL FINL HLDGS INC COM 50212V100 4,703 100,000 SH   DFND 1,5 0 0 100,000
LPL FINL HLDGS INC COM 50212V100 18,812 400,000 SH   DFND 8 0 0 400,000
LSI CORPORATION COM 502161102 277 25,165 SH   DFND 1,5 0 0 25,165
LSI CORPORATION COM 502161102 1,896 172,055 SH   DFND 2 172,055 0 0
LSI CORPORATION COM 502161102 268 24,337 SH   DFND 3 24,337 0 0
LSI CORPORATION COM 502161102 35,115 3,186,520 SH   DFND 7 3,186,520 0 0
LSI CORPORATION COM 502161102 419 38,035 SH   DFND 8 0 0 38,035
LSI CORPORATION COM 502161102 337,794 30,652,807 SH   DFND   30,652,807 0 0
LTC PPTYS INC COM 502175102 22,028 622,440 SH   DFND 1,5 0 0 622,440
LTX-CREDENCE CORP COM NEW 502403207 4,196 525,209 SH   DFND 1,5 0 0 525,209
LULULEMON ATHLETICA INC COM 550021109 1,004,893 17,023,424 SH   DFND 1,5 88,300 0 16,935,124
LULULEMON ATHLETICA INC COM 550021109 968 16,401 SH   DFND 6 16,401 0 0
LULULEMON ATHLETICA INC COM 550021109 14,371 243,457 SH   DFND 8 0 0 243,457
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 334,082 3,246,981 SH   DFND 1,5 19,400 0 3,227,581
LUMOS NETWORKS CORP COM 550283105 5,456 259,806 SH   DFND 1,5 0 0 259,806
LUMOS NETWORKS CORP COM 550283105 8,954 426,396 SH   DFND 8 0 0 426,396
LUXFER HLDGS PLC SPONSORED ADR 550678106 6,115 293,166 SH   DFND 1,5 0 0 293,166
LUXFER HLDGS PLC SPONSORED ADR 550678106 15,585 747,101 SH   DFND 6 747,101 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 33,917 893,013 SH   DFND 1,5 11,200 0 881,813
LUXOFT HLDG INC ORD SHS CL A G57279104 13,932 366,836 SH   DFND 8 0 0 366,836
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,069,227 25,775,125 SH   DFND 1,5 97,515 0 25,677,610
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 11,073 137,928 SH   DFND 2 137,928 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,111 38,747 SH   DFND 3 38,747 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 16,792 209,173 SH   DFND 6 163,107 0 46,066
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 43,552 542,500 SH   DFND 7 505,000 0 37,500
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 273,180 3,402,834 SH   DFND 8 0 0 3,402,834
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 67,849 845,156 SH   DFND   845,156 0 0
M & T BK CORP COM 55261F104 978,256 8,402,819 SH   DFND 1,5 110,975 0 8,291,844
M & T BK CORP COM 55261F104 4,787 41,118 SH   DFND 2 41,118 0 0
M & T BK CORP COM 55261F104 2,141 18,391 SH   DFND 3 18,391 0 0
M & T BK CORP COM 55261F104 21,004 180,420 SH   DFND 6 67,720 0 112,700
M & T BK CORP COM 55261F104 14,669 126,000 SH   DFND 7 96,200 0 29,800
M & T BK CORP COM 55261F104 53,677 461,060 SH   DFND 8 0 0 461,060
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 22,583 20,310,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 15,067 592,010 SH   DFND 6 592,010 0 0
M/I HOMES INC COM 55305B101 10,127 397,899 SH   DFND   397,899 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 23,699 1,394,892 SH   DFND 6 1,394,892 0 0
MACERICH CO COM 554382101 295,014 5,009,570 SH   DFND 1,5 58,073 0 4,951,497
MACERICH CO COM 554382101 2,613 44,373 SH   DFND 2 44,373 0 0
MACERICH CO COM 554382101 1,811 30,748 SH   DFND 6 30,748 0 0
MACERICH CO COM 554382101 347 5,900 SH   DFND 7 5,900 0 0
MACERICH CO COM 554382101 85,263 1,447,839 SH   DFND 8 0 0 1,447,839
MACERICH CO COM 554382101 9,083 154,240 SH   DFND   154,240 0 0
MACK CALI RLTY CORP COM 554489104 2,578 120,000 SH   DFND 8 0 0 120,000
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 2,172 39,900 SH   DFND 8 0 0 39,900
MACROGENICS INC COM 556099109 10,319 376,200 SH   DFND 1,5 0 0 376,200
MACROGENICS INC COM 556099109 22,597 823,800 SH   DFND 8 0 0 823,800
MACYS INC COM 55616P104 244,066 4,570,519 SH   DFND 1,5 0 0 4,570,519
MACYS INC COM 55616P104 6,213 116,342 SH   DFND 2 116,342 0 0
MACYS INC COM 55616P104 999 18,700 SH   DFND 3 18,700 0 0
MACYS INC COM 55616P104 33,940 635,584 SH   DFND 6 424,734 0 210,850
MACYS INC COM 55616P104 25,418 475,990 SH   DFND 7 359,080 0 116,910
MADDEN STEVEN LTD COM 556269108 183,474 5,014,309 SH   DFND 1,5 0 0 5,014,309
MADDEN STEVEN LTD COM 556269108 24,159 660,255 SH   DFND 6 615,855 0 44,400
MADDEN STEVEN LTD COM 556269108 966 26,400 SH   DFND 7 24,650 0 1,750
MADDEN STEVEN LTD COM 556269108 1,196 32,697 SH   DFND   32,697 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 53,522 929,526 SH   DFND 1,5 0 0 929,526
MADISON SQUARE GARDEN CO CL A 55826P100 6,437 111,800 SH   DFND 8 0 0 111,800
MAG SILVER CORP COM 55903Q104 989 191,000 SH   DFND 8 0 0 191,000
MAGELLAN HEALTH SVCS INC COM NEW 559079207 17,973 300,000 SH   DFND 1,5 0 0 300,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 9,389 148,395 SH   DFND 1,5 0 0 148,395
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 23,407 369,962 SH   DFND 8 0 0 369,962
MAGNA INTL INC COM 559222401 156,243 1,905,506 SH   DFND 1,5 1,238,106 0 667,400
MAGNA INTL INC COM 559222401 44,897 547,554 SH   DFND 6 228,900 0 318,654
MAGNA INTL INC COM 559222401 107,431 1,310,200 SH   DFND 7 1,275,500 0 34,700
MAGNA INTL INC COM 559222401 7,911 96,484 SH   DFND 8 0 0 96,484
MAGNA INTL INC COM 559222401 386,052 4,708,192 SH   DFND   4,156,492 0 551,700
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 31,177 1,598,835 SH   DFND 1,5 0 0 1,598,835
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 228 11,674 SH   DFND 6 0 0 11,674
MAGNUM HUNTER RES CORP DEL COM 55973B102 7,317 1,000,890 SH   DFND 6 1,000,890 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 25,946 496,474 SH   DFND 1,5 0 0 496,474
MANCHESTER UTD PLC NEW ORD CL A G5784H106 12,838 826,630 SH   DFND 1,5 0 0 826,630
MANHATTAN ASSOCS INC COM 562750109 1,057 9,000 SH   DFND 1,5 0 0 9,000
MANHATTAN ASSOCS INC COM 562750109 1,873 15,940 SH   DFND 8 0 0 15,940
MANITOWOC INC COM 563571108 326,517 14,001,585 SH   DFND 1,5 0 0 14,001,585
MANITOWOC INC COM 563571108 863 36,994 SH   DFND 6 36,994 0 0
MANITOWOC INC COM 563571108 58,700 2,517,151 SH   DFND 8 0 0 2,517,151
MANNKIND CORP COM 56400P201 33,647 6,458,068 SH   DFND 8 0 0 6,458,068
MANPOWERGROUP INC COM 56418H100 258,065 3,005,650 SH   DFND 1,5 0 0 3,005,650
MANPOWERGROUP INC COM 56418H100 56,245 655,076 SH   DFND 6 524,216 0 130,860
MANPOWERGROUP INC COM 56418H100 19,513 227,260 SH   DFND 7 180,720 0 46,540
MANPOWERGROUP INC COM 56418H100 7,619 88,743 SH   DFND   88,743 0 0
MANTECH INTL CORP CL A 564563104 73,329 2,450,000 SH   DFND 1,5 0 0 2,450,000
MANTECH INTL CORP CL A 564563104 6,635 221,700 SH   DFND 8 0 0 221,700
MANULIFE FINL CORP COM 56501R106 199,616 10,116,527 SH   DFND 1,5 5,104,627 0 5,011,900
MANULIFE FINL CORP COM 56501R106 54,465 2,760,288 SH   DFND 6 1,032,400 0 1,727,888
MANULIFE FINL CORP COM 56501R106 356,759 18,080,482 SH   DFND 7 17,917,782 0 162,700
MANULIFE FINL CORP COM 56501R106 965,796 48,946,429 SH   DFND   44,269,629 0 4,676,800
MARATHON OIL CORP COM 565849106 668,137 18,927,406 SH   DFND 1,5 0 0 18,927,406
MARATHON OIL CORP COM 565849106 7,764 219,951 SH   DFND 2 219,951 0 0
MARATHON OIL CORP COM 565849106 3,690 104,534 SH   DFND 3 104,534 0 0
MARATHON OIL CORP COM 565849106 15,937 451,475 SH   DFND 6 165,895 0 285,580
MARATHON OIL CORP COM 565849106 7,838 222,042 SH   DFND 7 148,742 0 73,300
MARATHON OIL CORP COM 565849106 27,255 772,100 SH   DFND 8 0 0 772,100
MARATHON PETE CORP COM 56585A102 332,056 3,619,925 SH   DFND 1,5 0 0 3,619,925
MARATHON PETE CORP COM 56585A102 8,718 95,044 SH   DFND 2 95,044 0 0
MARATHON PETE CORP COM 56585A102 2,890 31,503 SH   DFND 3 31,503 0 0
MARATHON PETE CORP COM 56585A102 20,969 228,590 SH   DFND 6 182,530 0 46,060
MARATHON PETE CORP COM 56585A102 21,884 238,575 SH   DFND 7 188,945 0 49,630
MARATHON PETE CORP COM 56585A102 63,761 695,099 SH   DFND 8 0 0 695,099
MARATHON PETE CORP COM 56585A102 9,437 102,873 SH   DFND   102,873 0 0
MARIN SOFTWARE INC COM 56804T106 25,180 2,458,940 SH   DFND 1,5 0 0 2,458,940
MARINEMAX INC COM 567908108 9,648 600,000 SH   DFND 1,5 0 0 600,000
MARKEL CORP COM 570535104 8,589 14,800 SH   DFND 8 0 0 14,800
MARKET VECTORS ETF TR INDIA SMALL CP 57061R551 1,788 56,400 SH   DFND 1,5 56,400 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 5,534 191,700 SH   DFND 3 191,700 0 0
MARKETO INC COM 57063L107 30,103 812,046 SH   DFND 1,5 500 0 811,546
MARKETO INC COM 57063L107 3,229 87,100 SH   DFND 8 0 0 87,100
MARKETO INC COM 57063L107 11,269 304,000 SH   DFND   304,000 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 303,804 4,594,046 SH   DFND 1,5 0 0 4,594,046
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 18,394 278,145 SH   DFND 8 0 0 278,145
MARRIOTT INTL INC NEW CL A 571903202 184,721 3,742,315 SH   DFND 1,5 30,000 0 3,712,315
MARRIOTT INTL INC NEW CL A 571903202 3,501 70,931 SH   DFND 2 70,931 0 0
MARRIOTT INTL INC NEW CL A 571903202 734 14,865 SH   DFND 3 14,865 0 0
MARRIOTT INTL INC NEW CL A 571903202 321 6,500 SH   DFND 6 6,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 15,144 306,800 SH   DFND 8 0 0 306,800
MARSH & MCLENNAN COS INC COM 571748102 739,253 15,286,447 SH   DFND 1,5 0 0 15,286,447
MARSH & MCLENNAN COS INC COM 571748102 8,379 173,267 SH   DFND 2 173,267 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,784 36,894 SH   DFND 3 36,894 0 0
MARSH & MCLENNAN COS INC COM 571748102 237 4,899 SH   DFND 6 4,899 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,406 29,079 SH   DFND 7 29,079 0 0
MARSH & MCLENNAN COS INC COM 571748102 59,263 1,225,464 SH   DFND 8 0 0 1,225,464
MARTEN TRANS LTD COM 573075108 386 19,100 SH   DFND 1,5 0 0 19,100
MARTEN TRANS LTD COM 573075108 5,068 251,000 SH   DFND 8 0 0 251,000
MARTIN MARIETTA MATLS INC COM 573284106 183,715 1,838,250 SH   DFND 1,5 15,970 0 1,822,280
MARTIN MARIETTA MATLS INC COM 573284106 14,523 145,320 SH   DFND 6 145,320 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,247 42,500 SH   DFND 7 42,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 569 5,692 SH   DFND   5,692 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 88,939 6,184,896 SH   DFND 1,5 13,600 0 6,171,296
MASCO CORP COM 574599106 2,566 112,713 SH   DFND 2 112,713 0 0
MASCO CORP COM 574599106 1,029 45,193 SH   DFND 3 45,193 0 0
MASCO CORP COM 574599106 2,529 111,070 SH   DFND 6 94,450 0 16,620
MASCO CORP COM 574599106 14,755 648,000 SH   DFND 8 0 0 648,000
MASIMO CORP COM 574795100 32,606 1,115,483 SH   DFND 1,5 0 0 1,115,483
MASIMO CORP COM 574795100 79,141 2,707,517 SH   DFND 8 0 0 2,707,517
MASONITE INTL CORP NEW COM 575385109 321 5,358 SH   DFND 1,5 0 0 5,358
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 16,179 16,240,000 PRN   DFND 1,5 0 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 22,574 10,530,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 77,481 2,367,995 SH   DFND 1,5 44,522 0 2,323,473
MASTEC INC NOTE 4.000% 6/1 576323AL3 37,856 18,200,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 10,243 313,060 SH   DFND 6 292,360 0 20,700
MASTEC INC COM 576323109 11,244 343,637 SH   DFND 8 0 0 343,637
MASTEC INC NOTE 4.250%12/1 576323AM1 129 60,000 PRN   DFND   0 0 0
MASTEC INC COM 576323109 1,010 30,855 SH   DFND   30,855 0 0
MASTERCARD INC CL A 57636Q104 5,151,971 6,166,628 SH   DFND 1,5 42,120 0 6,124,508
MASTERCARD INC CL A 57636Q104 27,308 32,686 SH   DFND 2 32,686 0 0
MASTERCARD INC CL A 57636Q104 8,853 10,597 SH   DFND 3 10,597 0 0
MASTERCARD INC CL A 57636Q104 51,262 61,358 SH   DFND 6 41,258 0 20,100
MASTERCARD INC CL A 57636Q104 27,983 33,494 SH   DFND 7 28,484 0 5,010
MASTERCARD INC CL A 57636Q104 243,728 291,729 SH   DFND 8 0 0 291,729
MASTERCARD INC CL A 57636Q104 213 255 SH   DFND   255 0 0
MATADOR RES CO COM 576485205 237 12,700 SH   DFND 1,5 0 0 12,700
MATRIX SVC CO COM 576853105 363 14,832 SH   DFND 1,5 0 0 14,832
MATSON INC COM 57686G105 1,452 55,600 SH   DFND 8 0 0 55,600
MATTEL INC COM 577081102 89,029 1,871,140 SH   DFND 1,5 0 0 1,871,140
MATTEL INC COM 577081102 5,084 106,855 SH   DFND 2 106,855 0 0
MATTEL INC COM 577081102 842 17,700 SH   DFND 3 17,700 0 0
MATTEL INC COM 577081102 2,212 46,500 SH   DFND 6 46,500 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 95,852 3,434,330 SH   DFND 1,5 0 0 3,434,330
MAXIMUS INC COM 577933104 19,362 440,140 SH   DFND 1,5 0 0 440,140
MAXIMUS INC COM 577933104 12,934 294,026 SH   DFND 6 294,026 0 0
MAXIMUS INC COM 577933104 17,432 396,280 SH   DFND 7 396,280 0 0
MAXIMUS INC COM 577933104 33,136 753,260 SH   DFND 8 0 0 753,260
MAXLINEAR INC CL A 57776J100 24,559 2,354,608 SH   DFND 1,5 16,700 0 2,337,908
MB FINANCIAL INC NEW COM 55264U108 44,883 1,398,670 SH   DFND 1,5 0 0 1,398,670
MCCORMICK & CO INC COM NON VTG 579780206 2,873 41,693 SH   DFND 2 41,693 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,186 17,204 SH   DFND 3 17,204 0 0
MCDERMOTT INTL INC COM 580037109 2,519 275,000 SH   DFND 1,5 0 0 275,000
MCDONALDS CORP COM 580135101 963,876 9,933,795 SH   DFND 1,5 166,827 0 9,766,968
MCDONALDS CORP COM 580135101 30,483 314,165 SH   DFND 2 314,165 0 0
MCDONALDS CORP COM 580135101 9,096 93,744 SH   DFND 3 93,744 0 0
MCDONALDS CORP COM 580135101 48,862 503,580 SH   DFND 6 295,110 0 208,470
MCDONALDS CORP COM 580135101 74,423 767,014 SH   DFND 7 767,014 0 0
MCDONALDS CORP COM 580135101 88,035 907,300 SH   DFND 8 0 0 907,300
MCDONALDS CORP COM 580135101 4,855 50,036 SH   DFND   50,036 0 0
MCEWEN MNG INC COM 58039P107 1,331 679,110 SH   DFND 8 0 0 679,110
MCKESSON CORP COM 58155Q103 1,394,609 8,640,700 SH   DFND 1,5 28,500 0 8,612,200
MCKESSON CORP COM 58155Q103 11,706 72,528 SH   DFND 2 72,528 0 0
MCKESSON CORP COM 58155Q103 6,088 37,720 SH   DFND 3 37,720 0 0
MCKESSON CORP COM 58155Q103 28,669 177,630 SH   DFND 6 81,750 0 95,880
MCKESSON CORP COM 58155Q103 25,195 156,100 SH   DFND 7 131,720 0 24,380
MCKESSON CORP COM 58155Q103 296,723 1,838,433 SH   DFND 8 0 0 1,838,433
MDC PARTNERS INC CL A SUB VTG 552697104 68,418 2,682,009 SH   DFND 1,5 0 0 2,682,009
MDC PARTNERS INC CL A SUB VTG 552697104 87,026 3,411,462 SH   DFND 8 0 0 3,411,462
MDU RES GROUP INC COM 552690109 5,138 168,170 SH   DFND 6 168,170 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 865,981 10,338,834 SH   DFND 1,5 57,400 0 10,281,434
MEAD JOHNSON NUTRITION CO COM 582839106 5,342 63,774 SH   DFND 2 63,774 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,524 18,195 SH   DFND 3 18,195 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 14,831 177,066 SH   DFND 6 106,316 0 70,750
MEAD JOHNSON NUTRITION CO COM 582839106 5,779 68,990 SH   DFND 7 52,100 0 16,890
MEAD JOHNSON NUTRITION CO COM 582839106 59,303 708,016 SH   DFND 8 0 0 708,016
MEADOWBROOK INS GROUP INC COM 58319P108 11,136 1,600,000 SH   DFND 1,5 0 0 1,600,000
MEADOWBROOK INS GROUP INC COM 58319P108 8,978 1,289,943 SH   DFND 6 1,289,943 0 0
MEADWESTVACO CORP COM 583334107 5,718 154,839 SH   DFND 1,5 0 0 154,839
MEADWESTVACO CORP COM 583334107 2,074 56,163 SH   DFND 2 56,163 0 0
MEADWESTVACO CORP COM 583334107 390 10,562 SH   DFND 3 10,562 0 0
MEADWESTVACO CORP COM 583334107 27,570 746,561 SH   DFND 8 0 0 746,561
MEASUREMENT SPECIALTIES INC COM 583421102 20,824 343,120 SH   DFND 1,5 83,720 0 259,400
MEDASSETS INC COM 584045108 9,915 500,000 SH   DFND 1,5 0 0 500,000
MEDICAL ACTION INDS INC COM 58449L100 9,528 1,113,117 SH   DFND 1,5 0 0 1,113,117
MEDICINES CO COM 584688105 40,825 1,057,098 SH   DFND 1,5 0 0 1,057,098
MEDICINES CO COM 584688105 54,338 1,407,000 SH   DFND 8 0 0 1,407,000
MEDIDATA SOLUTIONS INC COM 58471A105 48,692 803,896 SH   DFND 1,5 0 0 803,896
MEDIDATA SOLUTIONS INC COM 58471A105 17,364 286,684 SH   DFND   286,684 0 0
MEDIVATION INC COM 58501N101 303,803 4,760,304 SH   DFND 1,5 0 0 4,760,304
MEDIVATION INC COM 58501N101 103,843 1,627,123 SH   DFND 6 1,362,933 0 264,190
MEDIVATION INC COM 58501N101 49,789 780,140 SH   DFND 7 638,920 0 141,220
MEDIVATION INC COM 58501N101 203,378 3,186,744 SH   DFND 8 0 0 3,186,744
MEDIVATION INC COM 58501N101 5,274 82,646 SH   DFND   82,646 0 0
MEDNAX INC COM 58502B106 324,003 6,069,738 SH   DFND 1,5 0 0 6,069,738
MEDNAX INC COM 58502B106 16,745 313,700 SH   DFND 6 250,700 0 63,000
MEDNAX INC COM 58502B106 18,719 350,680 SH   DFND 7 350,280 0 400
MEDNAX INC COM 58502B106 86,179 1,614,442 SH   DFND 8 0 0 1,614,442
MEDNAX INC COM 58502B106 3,633 68,056 SH   DFND   68,056 0 0
MEDTRONIC INC COM 585055106 151,477 2,639,429 SH   DFND 1,5 0 0 2,639,429
MEDTRONIC INC COM 585055106 18,090 315,213 SH   DFND 2 315,213 0 0
MEDTRONIC INC COM 585055106 5,282 92,041 SH   DFND 3 92,041 0 0
MEDTRONIC INC COM 585055106 43,121 751,360 SH   DFND 6 403,650 0 347,710
MEDTRONIC INC COM 585055106 74,531 1,298,670 SH   DFND 7 1,298,670 0 0
MEDTRONIC INC COM 585055106 86,085 1,500,000 SH   DFND 8 0 0 1,500,000
MEDTRONIC INC COM 585055106 4,707 82,023 SH   DFND   82,023 0 0
MEI PHARMA INC COM NEW 55279B202 24,012 2,997,789 SH   DFND 1,5 0 0 2,997,789
MEI PHARMA INC COM NEW 55279B202 992 123,800 SH   DFND 6 123,800 0 0
MEI PHARMA INC COM NEW 55279B202 816 101,900 SH   DFND   101,900 0 0
MELCO CROWN ENTMT LTD ADR 585464100 192,484 4,907,800 SH   DFND 1,5 224,900 0 4,682,900
MELCO CROWN ENTMT LTD ADR 585464100 7,015 178,870 SH   DFND 8 0 0 178,870
MELLANOX TECHNOLOGIES LTD SHS M51363113 238,379 5,963,942 SH   DFND 1,5 15,500 0 5,948,442
MELLANOX TECHNOLOGIES LTD SHS M51363113 8,836 221,074 SH   DFND 8 0 0 221,074
MENS WEARHOUSE INC COM 587118100 27,292 534,300 SH   DFND 1,5 0 0 534,300
MENTOR GRAPHICS CORP COM 587200106 100,024 4,155,547 SH   DFND 1,5 0 0 4,155,547
MENTOR GRAPHICS CORP COM 587200106 20,909 868,679 SH   DFND 6 868,679 0 0
MERCADOLIBRE INC COM 58733R102 50,266 466,330 SH   DFND 1,5 2,500 0 463,830
MERCADOLIBRE INC COM 58733R102 639 5,929 SH   DFND 3 5,929 0 0
MERCADOLIBRE INC COM 58733R102 4,459 41,370 SH   DFND 8 0 0 41,370
MERCHANTS BANCSHARES COM 588448100 805 24,019 SH   DFND 6 24,019 0 0
MERCK & CO INC NEW COM 58933Y105 2,155,895 43,074,816 SH   DFND 1,5 908,431 0 42,166,385
MERCK & CO INC NEW COM 58933Y105 46,174 922,552 SH   DFND 2 922,552 0 0
MERCK & CO INC NEW COM 58933Y105 13,351 266,746 SH   DFND 3 266,746 0 0
MERCK & CO INC NEW COM 58933Y105 122,356 2,444,676 SH   DFND 6 1,686,983 0 757,693
MERCK & CO INC NEW COM 58933Y105 150,097 2,998,945 SH   DFND 7 2,757,745 0 241,200
MERCK & CO INC NEW COM 58933Y105 173,157 3,459,675 SH   DFND 8 0 0 3,459,675
MERCK & CO INC NEW COM 58933Y105 5,227 104,426 SH   DFND   104,426 0 0
MERCURY GENL CORP NEW COM 589400100 21,765 437,840 SH   DFND 1,5 0 0 437,840
MEREDITH CORP COM 589433101 5,030 97,100 SH   DFND 8 0 0 97,100
MERIDIAN BIOSCIENCE INC COM 589584101 13,614 513,170 SH   DFND 1,5 0 0 513,170
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 4,572 202,500 SH   DFND 1,5 0 0 202,500
MERIT MED SYS INC COM 589889104 9,223 585,973 SH   DFND 6 511,173 0 74,800
MERIT MED SYS INC COM 589889104 914 58,100 SH   DFND 7 56,400 0 1,700
MERIT MED SYS INC COM 589889104 1,110 70,500 SH   DFND   70,500 0 0
MERITAGE HOMES CORP COM 59001A102 17,816 371,251 SH   DFND   371,251 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 80,038 14,988,379 SH   DFND 1,5 0 0 14,988,379
MERRIMACK PHARMACEUTICALS IN COM 590328100 463 86,700 SH   DFND 6 86,700 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 1,479 277,049 SH   DFND 8 0 0 277,049
MESA LABS INC COM 59064R109 24,360 310,000 SH   DFND 1,5 0 0 310,000
METABOLIX INC COM 591018809 3,701 2,937,599 SH   DFND 1,5 18,200 0 2,919,399
METHANEX CORP COM 59151K108 76,129 1,287,300 SH   DFND 1,5 0 0 1,287,300
METHANEX CORP COM 59151K108 39,321 664,900 SH   DFND 6 308,900 0 356,000
METHANEX CORP COM 59151K108 213,443 3,609,200 SH   DFND 7 3,599,500 0 9,700
METHANEX CORP COM 59151K108 12,898 218,100 SH   DFND 8 0 0 218,100
METHANEX CORP COM 59151K108 215,821 3,649,401 SH   DFND   2,873,301 0 776,100
METLIFE INC COM 59156R108 2,652,209 49,187,861 SH   DFND 1,5 918,516 0 48,269,345
METLIFE INC UNIT 99/99/9999 59156R116 88,550 2,812,000 SH   DFND 1,5 558,200 0 2,253,800
METLIFE INC COM 59156R108 19,085 353,956 SH   DFND 2 353,956 0 0
METLIFE INC COM 59156R108 4,686 86,904 SH   DFND 3 86,904 0 0
METLIFE INC COM 59156R108 25,536 473,590 SH   DFND 6 473,590 0 0
METLIFE INC COM 59156R108 10,024 185,909 SH   DFND 7 185,909 0 0
METLIFE INC COM 59156R108 89,885 1,667,007 SH   DFND 8 0 0 1,667,007
METTLER TOLEDO INTERNATIONAL COM 592688105 774,765 3,193,722 SH   DFND 1,5 0 0 3,193,722
MFA FINL INC COM 55272X102 171,041 24,226,759 SH   DFND 1,5 0 0 24,226,759
MFA FINL INC COM 55272X102 4,011 568,100 SH   DFND 8 0 0 568,100
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 2,774 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 106,582 12,628,193 SH   DFND 1,5 110,300 0 12,517,893
MGIC INVT CORP WIS COM 552848103 2,119 251,100 SH   DFND 6 251,100 0 0
MGIC INVT CORP WIS COM 552848103 6,359 753,453 SH   DFND 8 0 0 753,453
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 112,288 82,300,000 PRN   DFND 1,5 0 0 0
MGM RESORTS INTERNATIONAL COM 552953101 7,022 298,550 SH   DFND   298,550 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 800,685 9,861,866 SH   DFND 1,5 14,700 0 9,847,166
MICHAEL KORS HLDGS LTD SHS G60754101 4,599 56,639 SH   DFND 2 56,639 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,654 20,367 SH   DFND 3 20,367 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 4,722 58,165 SH   DFND 6 58,165 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 36,894 824,445 SH   DFND 1,5 0 0 824,445
MICROCHIP TECHNOLOGY INC COM 595017104 2,803 62,632 SH   DFND 2 62,632 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,067 23,852 SH   DFND 3 23,852 0 0
MICRON TECHNOLOGY INC COM 595112103 248,821 11,434,792 SH   DFND 1,5 1,500 0 11,433,292
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 52,368 23,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 69,056 30,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 7,227 332,106 SH   DFND 2 332,106 0 0
MICRON TECHNOLOGY INC COM 595112103 1,186 54,517 SH   DFND 3 54,517 0 0
MICRON TECHNOLOGY INC COM 595112103 342 15,731 SH   DFND 8 0 0 15,731
MICROS SYS INC COM 594901100 35,624 620,955 SH   DFND 1,5 16,071 0 604,884
MICROSOFT CORP COM 594918104 7,786,712 208,033,992 SH   DFND 1,5 1,026,822 0 207,007,170
MICROSOFT CORP COM 594918104 89,777 2,398,520 SH   DFND 2 2,398,520 0 0
MICROSOFT CORP COM 594918104 26,689 713,049 SH   DFND 3 713,049 0 0
MICROSOFT CORP COM 594918104 147,547 3,941,934 SH   DFND 6 2,731,864 0 1,210,070
MICROSOFT CORP COM 594918104 178,237 4,761,869 SH   DFND 7 4,144,939 0 616,930
MICROSOFT CORP COM 594918104 527,789 14,100,699 SH   DFND 8 0 0 14,100,699
MICROSOFT CORP COM 594918104 63,813 1,704,869 SH   DFND   1,704,869 0 0
MICROSTRATEGY INC CL A NEW 594972408 22,565 181,626 SH   DFND 1,5 0 0 181,626
MICROSTRATEGY INC CL A NEW 594972408 13,604 109,497 SH   DFND 8 0 0 109,497
MICROSTRATEGY INC CL A NEW 594972408 12,424 100,000 SH   DFND   100,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 118,384 1,949,022 SH   DFND 1,5 56,700 0 1,892,322
MID-AMER APT CMNTYS INC COM 59522J103 32,307 531,886 SH   DFND 6 531,886 0 0
MID-AMER APT CMNTYS INC COM 59522J103 15,152 249,461 SH   DFND 7 249,461 0 0
MID-AMER APT CMNTYS INC COM 59522J103 49,165 809,436 SH   DFND 8 0 0 809,436
MILLENNIAL MEDIA INC COM 60040N105 1,809 248,800 SH   DFND 1,5 0 0 248,800
MILLENNIAL MEDIA INC COM 60040N105 2,797 384,700 SH   DFND 8 0 0 384,700
MIMEDX GROUP INC COM 602496101 10,861 1,242,677 SH   DFND 8 0 0 1,242,677
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 3,560 97,900 SH   DFND 1,5 64,700 0 33,200
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 4,636 127,500 SH   DFND 6 127,500 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 1,567 43,100 SH   DFND 7 43,100 0 0
MINE SAFETY APPLIANCES CO COM 602720104 9,414 183,827 SH   DFND 6 183,827 0 0
MIRATI THERAPEUTICS INC COM 60468T105 8,436 507,275 SH   DFND 1,5 0 0 507,275
MIRATI THERAPEUTICS INC COM 60468T105 3,725 224,000 SH   DFND 8 0 0 224,000
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 4,470 669,100 SH   DFND 1,5 0 0 669,100
MIX TELEMATICS LTD SPONSORED ADR 60688N102 2,955 238,100 SH   DFND 6 238,100 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 53,136 2,456,600 SH   DFND 1,5 0 0 2,456,600
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,421 111,940 SH   DFND 6 35,570 0 76,370
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,088 50,290 SH   DFND 7 50,290 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 6,883 318,230 SH   DFND   191,940 0 126,290
MOHAWK INDS INC COM 608190104 292,618 1,965,195 SH   DFND 1,5 11,360 0 1,953,835
MOHAWK INDS INC COM 608190104 2,868 19,261 SH   DFND 2 19,261 0 0
MOHAWK INDS INC COM 608190104 32,189 216,180 SH   DFND 6 199,410 0 16,770
MOHAWK INDS INC COM 608190104 25,066 168,340 SH   DFND 7 143,260 0 25,080
MOHAWK INDS INC COM 608190104 1,121 7,530 SH   DFND   7,530 0 0
MOLINA HEALTHCARE INC COM 60855R100 43,806 1,260,591 SH   DFND 1,5 0 0 1,260,591
MOLINA HEALTHCARE INC COM 60855R100 8,701 250,380 SH   DFND 6 250,380 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,241 35,710 SH   DFND 7 35,710 0 0
MOLINA HEALTHCARE INC COM 60855R100 10,686 307,500 SH   DFND 8 0 0 307,500
MOLSON COORS BREWING CO CL B 60871R209 315,449 5,617,965 SH   DFND 1,5 47,259 0 5,570,706
MOLSON COORS BREWING CO CL B 60871R209 2,803 49,922 SH   DFND 2 49,922 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,166 20,774 SH   DFND 3 20,774 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,520 27,070 SH   DFND 6 27,070 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,481 97,613 SH   DFND   97,613 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 29,260 1,655,000 SH   DFND 1,5 11,700 0 1,643,300
MOMENTA PHARMACEUTICALS INC COM 60877T100 22,468 1,270,814 SH   DFND 8 0 0 1,270,814
MONDELEZ INTL INC CL A 609207105 1,263,511 35,793,507 SH   DFND 1,5 13,700 0 35,779,807
MONDELEZ INTL INC CL A 609207105 19,547 553,730 SH   DFND 2 553,730 0 0
MONDELEZ INTL INC CL A 609207105 8,398 237,895 SH   DFND 3 237,895 0 0
MONDELEZ INTL INC CL A 609207105 54,086 1,532,185 SH   DFND 6 685,764 0 846,421
MONDELEZ INTL INC CL A 609207105 75,004 2,124,759 SH   DFND 7 2,009,059 0 115,700
MONDELEZ INTL INC CL A 609207105 3,416 96,782 SH   DFND   96,782 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 9,392 451,970 SH   DFND 6 451,970 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 1,924 92,600 SH   DFND 8 0 0 92,600
MONMOUTH REAL ESTATE INVT CO CL A 609720107 18,858 2,074,545 SH   DFND 1,5 0 0 2,074,545
MONOLITHIC PWR SYS INC COM 609839105 53,692 1,549,101 SH   DFND 1,5 0 0 1,549,101
MONOLITHIC PWR SYS INC COM 609839105 62,957 1,816,430 SH   DFND 6 1,700,130 0 116,300
MONOLITHIC PWR SYS INC COM 609839105 11,745 338,870 SH   DFND 7 306,370 0 32,500
MONOLITHIC PWR SYS INC COM 609839105 4,138 119,396 SH   DFND 8 0 0 119,396
MONOLITHIC PWR SYS INC COM 609839105 10,970 316,494 SH   DFND   316,494 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 148,375 4,657,103 SH   DFND 1,5 0 0 4,657,103
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 644 20,200 SH   DFND 6 0 0 20,200
MONSANTO CO NEW COM 61166W101 2,815,077 24,153,381 SH   DFND 1,5 91,646 0 24,061,735
MONSANTO CO NEW COM 61166W101 19,350 166,025 SH   DFND 2 166,025 0 0
MONSANTO CO NEW COM 61166W101 7,533 64,633 SH   DFND 3 64,633 0 0
MONSANTO CO NEW COM 61166W101 38,557 330,819 SH   DFND 6 195,529 0 135,290
MONSANTO CO NEW COM 61166W101 23,279 199,730 SH   DFND 7 164,710 0 35,020
MONSANTO CO NEW COM 61166W101 339,935 2,916,643 SH   DFND 8 0 0 2,916,643
MONSTER BEVERAGE CORP COM 611740101 1,047,450 15,455,951 SH   DFND 1,5 42,600 0 15,413,351
MONSTER BEVERAGE CORP COM 611740101 2,906 42,881 SH   DFND 2 42,881 0 0
MONSTER BEVERAGE CORP COM 611740101 1,076 15,875 SH   DFND 3 15,875 0 0
MONSTER BEVERAGE CORP COM 611740101 9,387 138,506 SH   DFND 6 135,176 0 3,330
MONSTER WORLDWIDE INC COM 611742107 3,565 500,000 SH   DFND 1,5 0 0 500,000
MOODYS CORP COM 615369105 3,387 43,160 SH   DFND 1,5 0 0 43,160
MOODYS CORP COM 615369105 4,690 59,765 SH   DFND 2 59,765 0 0
MOODYS CORP COM 615369105 1,620 20,644 SH   DFND 3 20,644 0 0
MOODYS CORP COM 615369105 703 8,960 SH   DFND 6 6,070 0 2,890
MOODYS CORP COM 615369105 2,203 28,080 SH   DFND 7 27,810 0 270
MOODYS CORP COM 615369105 712 9,068 SH   DFND   9,068 0 0
MOOG INC CL A 615394202 85,600 1,259,942 SH   DFND 1,5 0 0 1,259,942
MORGAN STANLEY COM NEW 617446448 1,867,127 59,538,491 SH   DFND 1,5 863,627 0 58,674,864
MORGAN STANLEY COM NEW 617446448 13,718 437,434 SH   DFND 2 437,434 0 0
MORGAN STANLEY COM NEW 617446448 4,744 151,286 SH   DFND 3 151,286 0 0
MORGAN STANLEY COM NEW 617446448 17,342 552,988 SH   DFND 6 552,988 0 0
MORGAN STANLEY COM NEW 617446448 8,992 286,726 SH   DFND 7 286,726 0 0
MORGAN STANLEY COM NEW 617446448 36,848 1,175,000 SH   DFND 8 0 0 1,175,000
MORGAN STANLEY COM NEW 617446448 56,653 1,806,550 SH   DFND   1,806,550 0 0
MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 5,820 6,000,000 PRN   DFND 1,5 0 0 0
MOSAIC CO NEW COM 61945C103 179,320 3,793,521 SH   DFND 1,5 6,600 0 3,786,921
MOSAIC CO NEW COM 61945C103 5,086 107,597 SH   DFND 2 107,597 0 0
MOSAIC CO NEW COM 61945C103 837 17,705 SH   DFND 3 17,705 0 0
MOSAIC CO NEW COM 61945C103 1,318 27,880 SH   DFND 6 27,880 0 0
MOSAIC CO NEW COM 61945C103 6,675 141,200 SH   DFND 8 0 0 141,200
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,015 74,290 SH   DFND 1,5 0 0 74,290
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,907 72,699 SH   DFND 2 72,699 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,822 26,997 SH   DFND 3 26,997 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,224 92,206 SH   DFND 8 0 0 92,206
MOVE INC COM NEW 62458M207 47,642 2,979,504 SH   DFND 1,5 0 0 2,979,504
MOVE INC COM NEW 62458M207 21,557 1,348,135 SH   DFND 6 1,348,135 0 0
MOVE INC COM NEW 62458M207 4,162 260,270 SH   DFND 7 210,770 0 49,500
MOVE INC COM NEW 62458M207 19,805 1,238,596 SH   DFND 8 0 0 1,238,596
MOVE INC COM NEW 62458M207 368 22,990 SH   DFND   22,990 0 0
MPLX LP COM UNIT REP LTD 55336V100 85,502 1,919,670 SH   DFND 1,5 0 0 1,919,670
MPLX LP COM UNIT REP LTD 55336V100 567 12,738 SH   DFND 7 12,738 0 0
MPLX LP COM UNIT REP LTD 55336V100 10,505 235,849 SH   DFND 8 0 0 235,849
MRC GLOBAL INC COM 55345K103 42,067 1,304,004 SH   DFND 1,5 0 0 1,304,004
MRC GLOBAL INC COM 55345K103 69,384 2,150,780 SH   DFND 6 2,040,780 0 110,000
MRC GLOBAL INC COM 55345K103 13,782 427,210 SH   DFND 7 357,960 0 69,250
MRC GLOBAL INC COM 55345K103 7,255 224,896 SH   DFND 8 0 0 224,896
MRC GLOBAL INC COM 55345K103 15,080 467,450 SH   DFND   467,450 0 0
MSC INDL DIRECT INC CL A 553530106 90,013 1,113,058 SH   DFND 1,5 0 0 1,113,058
MSC INDL DIRECT INC CL A 553530106 8,791 108,700 SH   DFND 8 0 0 108,700
MSCI INC COM 55354G100 26,377 603,326 SH   DFND 1,5 0 0 603,326
MSCI INC COM 55354G100 9,391 214,791 SH   DFND 8 0 0 214,791
MTS SYS CORP COM 553777103 4,787 67,188 SH   DFND 1,5 0 0 67,188
MUELLER INDS INC COM 624756102 8,461 134,283 SH   DFND 1,5 0 0 134,283
MUELLER INDS INC COM 624756102 257 4,086 SH   DFND 3 4,086 0 0
MULTI COLOR CORP COM 625383104 18,870 500,000 SH   DFND 1,5 0 0 500,000
MULTI COLOR CORP COM 625383104 60,693 1,608,200 SH   DFND 6 1,608,200 0 0
MULTI COLOR CORP COM 625383104 2,110 55,910 SH   DFND 7 55,910 0 0
MULTI COLOR CORP COM 625383104 3,040 80,558 SH   DFND   80,558 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 36,571 2,632,930 SH   DFND 1,5 0 0 2,632,930
MURPHY OIL CORP COM 626717102 190,426 2,935,050 SH   DFND 1,5 550 0 2,934,500
MURPHY OIL CORP COM 626717102 3,601 55,495 SH   DFND 2 55,495 0 0
MURPHY OIL CORP COM 626717102 600 9,253 SH   DFND 3 9,253 0 0
MURPHY OIL CORP COM 626717102 11,860 182,800 SH   DFND 8 0 0 182,800
MURPHY USA INC COM 626755102 272,129 6,547,853 SH   DFND 1,5 25,000 0 6,522,853
MURPHY USA INC COM 626755102 2,428 58,430 SH   DFND 6 58,430 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 30,962 181,500 SH   DFND 1,5 0 0 181,500
MWI VETERINARY SUPPLY INC COM 55402X105 205 1,200 SH   DFND 6 1,200 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 6,039 35,400 SH   DFND 8 0 0 35,400
MYLAN INC COM 628530107 347,376 8,004,059 SH   DFND 1,5 12,500 0 7,991,559
MYLAN INC COM 628530107 5,246 120,881 SH   DFND 2 120,881 0 0
MYLAN INC COM 628530107 1,384 31,891 SH   DFND 3 31,891 0 0
MYLAN INC COM 628530107 14,194 327,059 SH   DFND 6 89,959 0 237,100
MYLAN INC COM 628530107 11,388 262,400 SH   DFND 7 199,900 0 62,500
MYLAN INC COM 628530107 128,108 2,951,792 SH   DFND 8 0 0 2,951,792
MYRIAD GENETICS INC COM 62855J104 211 10,063 SH   DFND 1,5 0 0 10,063
MYRIAD GENETICS INC COM 62855J104 33,067 1,576,100 SH   DFND 8 0 0 1,576,100
NABORS INDUSTRIES LTD SHS G6359F103 1,393 82,011 SH   DFND 2 82,011 0 0
NABORS INDUSTRIES LTD SHS G6359F103 297 17,453 SH   DFND 3 17,453 0 0
NABORS INDUSTRIES LTD SHS G6359F103 13,665 804,300 SH   DFND 8 0 0 804,300
NACCO INDS INC CL A 629579103 19,279 310,000 SH   DFND 1,5 0 0 310,000
NANOMETRICS INC COM 630077105 1,966 103,200 SH   DFND 1,5 0 0 103,200
NANOMETRICS INC COM 630077105 572 30,000 SH   DFND 8 0 0 30,000
NASDAQ OMX GROUP INC COM 631103108 258,866 6,504,165 SH   DFND 1,5 0 0 6,504,165
NASDAQ OMX GROUP INC COM 631103108 1,453 36,508 SH   DFND 2 36,508 0 0
NASDAQ OMX GROUP INC COM 631103108 60,949 1,531,391 SH   DFND 6 1,406,951 0 124,440
NASDAQ OMX GROUP INC COM 631103108 3,913 98,320 SH   DFND 7 71,260 0 27,060
NASDAQ OMX GROUP INC COM 631103108 14,925 375,000 SH   DFND 8 0 0 375,000
NATIONAL BEVERAGE CORP COM 635017106 2,438 120,942 SH   DFND 1,5 0 0 120,942
NATIONAL BEVERAGE CORP COM 635017106 1,505 74,662 SH   DFND 7 74,662 0 0
NATIONAL CINEMEDIA INC COM 635309107 3,796 190,200 SH   DFND 8 0 0 190,200
NATIONAL FUEL GAS CO N J COM 636180101 284,080 3,978,714 SH   DFND 1,5 0 0 3,978,714
NATIONAL GRID PLC SPON ADR NEW 636274300 362 5,585 SH   DFND 3 5,585 0 0
NATIONAL HEALTH INVS INC COM 63633D104 24,140 430,300 SH   DFND 1,5 0 0 430,300
NATIONAL HEALTHCARE CORP COM 635906100 1,833 34,000 SH   DFND 1,5 0 0 34,000
NATIONAL INSTRS CORP COM 636518102 11,985 374,284 SH   DFND 1,5 0 0 374,284
NATIONAL INSTRS CORP COM 636518102 11,256 351,516 SH   DFND 8 0 0 351,516
NATIONAL INTERSTATE CORP COM 63654U100 21,875 951,107 SH   DFND 1,5 0 0 951,107
NATIONAL OILWELL VARCO INC COM 637071101 757,161 9,520,443 SH   DFND 1,5 86,160 0 9,434,283
NATIONAL OILWELL VARCO INC COM 637071101 10,750 135,166 SH   DFND 2 135,166 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,145 52,116 SH   DFND 3 52,116 0 0
NATIONAL OILWELL VARCO INC COM 637071101 7,212 90,677 SH   DFND 6 90,677 0 0
NATIONAL OILWELL VARCO INC COM 637071101 26,104 328,228 SH   DFND 7 328,228 0 0
NATIONAL OILWELL VARCO INC COM 637071101 302,436 3,802,794 SH   DFND 8 0 0 3,802,794
NATIONAL OILWELL VARCO INC COM 637071101 1,634 20,544 SH   DFND   20,544 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 155,413 13,716,945 SH   DFND 1,5 210,200 0 13,506,745
NATIONAL PENN BANCSHARES INC COM 637138108 9,535 841,549 SH   DFND 8 0 0 841,549
NATIONAL RETAIL PPTYS INC COM 637417106 167,973 5,538,194 SH   DFND 1,5 89,063 0 5,449,131
NATIONAL RETAIL PPTYS INC COM 637417106 25,295 834,000 SH   DFND 6 834,000 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 10,013 330,146 SH   DFND 7 330,146 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 35,258 157,720 SH   DFND 1,5 0 0 157,720
NATIONSTAR MTG HLDGS INC COM 63861C109 11,411 308,740 SH   DFND 6 241,140 0 67,600
NATIONSTAR MTG HLDGS INC COM 63861C109 835 22,600 SH   DFND 7 22,100 0 500
NATIONSTAR MTG HLDGS INC COM 63861C109 3,493 94,500 SH   DFND 8 0 0 94,500
NATIONSTAR MTG HLDGS INC COM 63861C109 2,846 77,000 SH   DFND   77,000 0 0
NATUS MEDICAL INC DEL COM 639050103 13,500 600,000 SH   DFND 8 0 0 600,000
NAVIGATOR HOLDINGS LTD SHS Y62132108 40,621 1,507,848 SH   DFND 1,5 8,200 0 1,499,648
NAVIGATOR HOLDINGS LTD SHS Y62132108 6,233 231,352 SH   DFND 8 0 0 231,352
NAVIOS MARITIME HOLDINGS INC COM Y62196103 52,697 4,721,933 SH   DFND 1,5 0 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 49,180 1,287,778 SH   DFND 1,5 0 0 1,287,778
NCI INC CL A 62886K104 5,883 888,730 SH   DFND 1,5 0 0 888,730
NCI INC CL A 62886K104 1,319 199,300 SH   DFND 8 0 0 199,300
NCR CORP NEW COM 62886E108 530,646 15,579,729 SH   DFND 1,5 0 0 15,579,729
NCR CORP NEW COM 62886E108 253 7,418 SH   DFND 3 7,418 0 0
NCR CORP NEW COM 62886E108 64,860 1,904,282 SH   DFND 6 1,633,192 0 271,090
NCR CORP NEW COM 62886E108 41,215 1,210,060 SH   DFND 7 1,210,060 0 0
NCR CORP NEW COM 62886E108 147,032 4,316,865 SH   DFND 8 0 0 4,316,865
NCR CORP NEW COM 62886E108 3,030 88,965 SH   DFND   88,965 0 0
NEENAH PAPER INC COM 640079109 27,805 650,097 SH   DFND 1,5 0 0 650,097
NELNET INC CL A 64031N108 2,027 48,100 SH   DFND 8 0 0 48,100
NEONODE INC COM NEW 64051M402 24,008 3,798,781 SH   DFND 1,5 0 0 3,798,781
NEONODE INC COM NEW 64051M402 5,130 811,720 SH   DFND 6 811,720 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 6,329 725,000 SH   DFND 1,5 0 0 725,000
NETAPP INC COM 64110D104 37,691 916,164 SH   DFND 1,5 4,000 0 912,164
NETAPP INC COM 64110D104 4,427 107,608 SH   DFND 2 107,608 0 0
NETAPP INC COM 64110D104 1,267 30,786 SH   DFND 3 30,786 0 0
NETAPP INC COM 64110D104 31,237 759,289 SH   DFND 8 0 0 759,289
NETFLIX INC COM 64110L106 653,620 1,775,321 SH   DFND 1,5 25,900 0 1,749,421
NETFLIX INC COM 64110L106 6,888 18,710 SH   DFND 2 18,710 0 0
NETFLIX INC COM 64110L106 732 1,987 SH   DFND 3 1,987 0 0
NETFLIX INC COM 64110L106 2,650 7,199 SH   DFND 6 7,199 0 0
NETFLIX INC COM 64110L106 56,086 152,336 SH   DFND 8 0 0 152,336
NETFLIX INC COM 64110L106 237 644 SH   DFND   644 0 0
NETGEAR INC COM 64111Q104 139,325 4,229,669 SH   DFND 1,5 0 0 4,229,669
NETGEAR INC COM 64111Q104 4,434 134,600 SH   DFND 6 23,200 0 111,400
NETGEAR INC COM 64111Q104 1,364 41,400 SH   DFND 7 40,200 0 1,200
NETGEAR INC COM 64111Q104 5,130 155,750 SH   DFND 8 0 0 155,750
NETGEAR INC COM 64111Q104 3,123 94,806 SH   DFND   94,806 0 0
NETSUITE INC COM 64118Q107 661,481 6,420,897 SH   DFND 1,5 0 0 6,420,897
NETSUITE INC COM 64118Q107 474 4,600 SH   DFND 6 4,600 0 0
NETSUITE INC COM 64118Q107 41,005 398,030 SH   DFND 8 0 0 398,030
NETSUITE INC COM 64118Q107 10,620 103,082 SH   DFND   103,082 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 40,022 4,284,979 SH   DFND 1,5 0 0 4,284,979
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,553 808,710 SH   DFND 6 808,710 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 46,773 5,007,820 SH   DFND 8 0 0 5,007,820
NEUSTAR INC CL A 64126X201 29,320 588,047 SH   DFND 1,5 0 0 588,047
NEUSTAR INC CL A 64126X201 6,173 123,800 SH   DFND 8 0 0 123,800
NEW GOLD INC CDA COM 644535106 20,984 4,008,984 SH   DFND 1,5 0 0 4,008,984
NEW GOLD INC CDA COM 644535106 47,085 8,995,775 SH   DFND 8 0 0 8,995,775
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 1,908 125,085 SH   DFND 1,5 0 0 125,085
NEW JERSEY RES COM 646025106 15,833 342,400 SH   DFND 1,5 0 0 342,400
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 178,703 5,673,100 SH   DFND 1,5 5,500 0 5,667,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,326 105,600 SH   DFND 6 34,000 0 71,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,462 46,400 SH   DFND 7 46,400 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 8,225 261,100 SH   DFND   177,700 0 83,400
NEW RESIDENTIAL INVT CORP COM 64828T102 1,054 157,842 SH   DFND 1,5 0 0 157,842
NEW RESIDENTIAL INVT CORP COM 64828T102 1,928 288,600 SH   DFND 8 0 0 288,600
NEW YORK CMNTY BANCORP INC COM 649445103 7,866 466,800 SH   DFND 8 0 0 466,800
NEW YORK TIMES CO CL A 650111107 5,699 359,100 SH   DFND 8 0 0 359,100
NEWCASTLE INVT CORP COM 65105M108 22,480 3,916,400 SH   DFND 1,5 0 0 3,916,400
NEWELL RUBBERMAID INC COM 651229106 138,637 4,277,600 SH   DFND 1,5 0 0 4,277,600
NEWELL RUBBERMAID INC COM 651229106 2,939 90,679 SH   DFND 2 90,679 0 0
NEWELL RUBBERMAID INC COM 651229106 1,312 40,487 SH   DFND 3 40,487 0 0
NEWFIELD EXPL CO COM 651290108 99,844 4,053,750 SH   DFND 1,5 400 0 4,053,350
NEWFIELD EXPL CO COM 651290108 1,059 42,979 SH   DFND 2 42,979 0 0
NEWFIELD EXPL CO COM 651290108 359 14,568 SH   DFND 3 14,568 0 0
NEWFIELD EXPL CO COM 651290108 7,561 307,000 SH   DFND 8 0 0 307,000
NEWLINK GENETICS CORP COM 651511107 29,530 1,341,659 SH   DFND 8 0 0 1,341,659
NEWMARKET CORP COM 651587107 5,211 15,595 SH   DFND 1,5 0 0 15,595
NEWMARKET CORP COM 651587107 25,096 75,105 SH   DFND 8 0 0 75,105
NEWMONT MINING CORP COM 651639106 8,523 370,070 SH   DFND 1,5 0 0 370,070
NEWMONT MINING CORP COM 651639106 3,620 157,195 SH   DFND 2 157,195 0 0
NEWMONT MINING CORP COM 651639106 648 28,140 SH   DFND 3 28,140 0 0
NEWMONT MINING CORP COM 651639106 21,632 939,300 SH   DFND 8 0 0 939,300
NEWMONT MINING CORP COM 651639106 286 12,402 SH   DFND   12,402 0 0
NEWS CORP NEW CL A 65249B109 1,331 73,879 SH   DFND 1,5 0 0 73,879
NEWS CORP NEW CL A 65249B109 2,832 157,176 SH   DFND 2 157,176 0 0
NEWS CORP NEW CL A 65249B109 799 44,334 SH   DFND 3 44,334 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 151,842 2,724,606 SH   DFND 1,5 0 0 2,724,606
NEXSTAR BROADCASTING GROUP I CL A 65336K103 8,658 155,361 SH   DFND 6 155,361 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F861 34,116 680,000 SH   DFND 1,5 491,000 0 189,000
NEXTERA ENERGY INC COM 65339F101 795,096 9,286,338 SH   DFND 1,5 71,700 0 9,214,638
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 44,441 785,870 SH   DFND 1,5 337,270 0 448,600
NEXTERA ENERGY INC COM 65339F101 11,643 135,981 SH   DFND 2 135,981 0 0
NEXTERA ENERGY INC COM 65339F101 4,984 58,215 SH   DFND 3 58,215 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,979 35,000 SH   DFND 6 0 0 35,000
NEXTERA ENERGY INC COM 65339F101 18,371 214,570 SH   DFND 6 78,360 0 136,210
NEXTERA ENERGY INC COM 65339F101 10,476 122,350 SH   DFND 7 86,100 0 36,250
NEXTERA ENERGY INC COM 65339F101 165,964 1,938,376 SH   DFND 8 0 0 1,938,376
NIC INC COM 62914B100 25,901 1,041,463 SH   DFND 1,5 0 0 1,041,463
NIC INC COM 62914B100 3,203 128,785 SH   DFND 8 0 0 128,785
NICE SYS LTD SPONSORED ADR 653656108 29,362 716,853 SH   DFND 1,5 29,553 0 687,300
NICE SYS LTD SPONSORED ADR 653656108 17,957 438,400 SH   DFND 6 404,200 0 34,200
NICE SYS LTD SPONSORED ADR 653656108 606 14,800 SH   DFND 7 14,400 0 400
NICE SYS LTD SPONSORED ADR 653656108 2,441 59,600 SH   DFND   59,600 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,719 236,253 SH   DFND 1,5 0 0 236,253
NIELSEN HOLDINGS N V COM N63218106 133,206 2,902,724 SH   DFND 1,5 0 0 2,902,724
NIELSEN HOLDINGS N V COM N63218106 3,666 79,896 SH   DFND 2 79,896 0 0
NIELSEN HOLDINGS N V COM N63218106 56,395 1,228,915 SH   DFND 8 0 0 1,228,915
NII HLDGS INC CL B NEW 62913F201 60,580 22,028,941 SH   DFND 1,5 0 0 22,028,941
NII HLDGS INC CL B NEW 62913F201 6,770 2,461,917 SH   DFND 8 0 0 2,461,917
NIKE INC CL B 654106103 2,563,821 32,601,991 SH   DFND 1,5 30,700 0 32,571,291
NIKE INC CL B 654106103 18,553 235,925 SH   DFND 2 235,925 0 0
NIKE INC CL B 654106103 7,164 91,105 SH   DFND 3 91,105 0 0
NIKE INC CL B 654106103 25,710 326,934 SH   DFND 6 154,784 0 172,150
NIKE INC CL B 654106103 14,658 186,390 SH   DFND 7 141,800 0 44,590
NIKE INC CL B 654106103 10,332 131,384 SH   DFND 8 0 0 131,384
NIMBLE STORAGE INC COM 65440R101 106,065 2,341,396 SH   DFND 1,5 3,200 0 2,338,196
NIMBLE STORAGE INC COM 65440R101 217 4,800 SH   DFND 6 4,800 0 0
NIMBLE STORAGE INC COM 65440R101 983 21,700 SH   DFND 8 0 0 21,700
NISOURCE INC COM 65473P105 299,643 9,113,222 SH   DFND 1,5 0 0 9,113,222
NISOURCE INC COM 65473P105 3,252 98,918 SH   DFND 2 98,918 0 0
NISOURCE INC COM 65473P105 736 22,400 SH   DFND 3 22,400 0 0
NISOURCE INC COM 65473P105 56,381 1,714,759 SH   DFND 8 0 0 1,714,759
NOAH HLDGS LTD SPONSORED ADS 65487X102 4,837 268,700 SH   DFND 1,5 0 0 268,700
NOBLE CORP PLC SHS USD G65431101 284,651 7,596,758 SH   DFND 1,5 81,807 0 7,514,951
NOBLE CORP PLC SHS USD G65431101 2,998 80,009 SH   DFND 2 80,009 0 0
NOBLE CORP PLC SHS USD G65431101 1,513 40,367 SH   DFND 3 40,367 0 0
NOBLE CORP PLC SHS USD G65431101 10,960 292,500 SH   DFND 6 84,400 0 208,100
NOBLE CORP PLC SHS USD G65431101 8,566 228,600 SH   DFND 7 174,100 0 54,500
NOBLE CORP PLC SHS USD G65431101 59,640 1,591,665 SH   DFND 8 0 0 1,591,665
NOBLE ENERGY INC COM 655044105 3,531,809 51,854,480 SH   DFND 1,5 21,810 0 51,832,670
NOBLE ENERGY INC COM 655044105 7,726 113,436 SH   DFND 2 113,436 0 0
NOBLE ENERGY INC COM 655044105 258 3,794 SH   DFND 3 3,794 0 0
NOBLE ENERGY INC COM 655044105 129,021 1,894,308 SH   DFND 8 0 0 1,894,308
NOKIA CORP SPONSORED ADR 654902204 113,770 14,028,355 SH   DFND 1,5 760,800 0 13,267,555
NOKIA CORP SPONSORED ADR 654902204 30,325 3,739,180 SH   DFND 8 0 0 3,739,180
NOMURA HLDGS INC SPONSORED ADR 65535H208 765 98,500 SH   DFND 1,5 0 0 98,500
NOMURA HLDGS INC SPONSORED ADR 65535H208 4,517 581,400 SH   DFND 7 304,100 0 277,300
NOODLES & CO CL A 65540B105 35,195 979,805 SH   DFND 1,5 100 0 979,705
NORDIC AMERICAN TANKERS LIMI COM G65773106 7,033 725,000 SH   DFND 1,5 0 0 725,000
NORDSON CORP COM 655663102 3,306 44,500 SH   DFND 6 44,500 0 0
NORDSON CORP COM 655663102 4,915 66,150 SH   DFND 7 66,150 0 0
NORDSON CORP COM 655663102 7,078 95,259 SH   DFND   95,259 0 0
NORDSTROM INC COM 655664100 49,440 800,000 SH   DFND 1,5 5,700 0 794,300
NORDSTROM INC COM 655664100 2,792 45,177 SH   DFND 2 45,177 0 0
NORDSTROM INC COM 655664100 354 5,732 SH   DFND 3 5,732 0 0
NORFOLK SOUTHERN CORP COM 655844108 307,980 3,317,676 SH   DFND 1,5 162,000 0 3,155,676
NORFOLK SOUTHERN CORP COM 655844108 9,054 97,533 SH   DFND 2 97,533 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,543 38,168 SH   DFND 3 38,168 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,805 30,220 SH   DFND 6 30,220 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,865 41,635 SH   DFND 7 41,635 0 0
NORFOLK SOUTHERN CORP COM 655844108 22,864 246,300 SH   DFND 8 0 0 246,300
NORTEK INC COM NEW 656559309 83,751 1,122,673 SH   DFND 1,5 0 0 1,122,673
NORTEK INC COM NEW 656559309 1,879 25,185 SH   DFND 6 0 0 25,185
NORTH VALLEY BANCORP COM NEW 66304M204 8,037 425,000 SH   DFND 1,5 0 0 425,000
NORTHEAST UTILS COM 664397106 134,425 3,171,152 SH   DFND 1,5 44,092 0 3,127,060
NORTHEAST UTILS COM 664397106 4,217 99,486 SH   DFND 2 99,486 0 0
NORTHEAST UTILS COM 664397106 1,052 24,807 SH   DFND 3 24,807 0 0
NORTHEAST UTILS COM 664397106 606 14,300 SH   DFND 6 14,300 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 58,899 3,908,330 SH   DFND 1,5 0 0 3,908,330
NORTHERN OIL & GAS INC NEV COM 665531109 5,804 385,109 SH   DFND 6 385,109 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 17,612 1,168,696 SH   DFND 8 0 0 1,168,696
NORTHERN TR CORP COM 665859104 269,177 4,349,285 SH   DFND 1,5 0 0 4,349,285
NORTHERN TR CORP COM 665859104 4,390 70,928 SH   DFND 2 70,928 0 0
NORTHERN TR CORP COM 665859104 1,436 23,210 SH   DFND 3 23,210 0 0
NORTHERN TR CORP COM 665859104 3,387 54,723 SH   DFND 6 54,723 0 0
NORTHERN TR CORP COM 665859104 21,662 350,000 SH   DFND 8 0 0 350,000
NORTHFIELD BANCORP INC DEL COM 66611T108 659 49,900 SH   DFND 8 0 0 49,900
NORTHRIM BANCORP INC COM 666762109 13,123 500,124 SH   DFND 1,5 0 0 500,124
NORTHROP GRUMMAN CORP COM 666807102 8,033 70,090 SH   DFND 2 70,090 0 0
NORTHROP GRUMMAN CORP COM 666807102 2,402 20,962 SH   DFND 3 20,962 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,151 10,040 SH   DFND 6 6,690 0 3,350
NORTHSTAR RLTY FIN CORP COM 66704R100 93,139 6,924,830 SH   DFND 1,5 0 0 6,924,830
NORTHSTAR RLTY FIN CORP COM 66704R100 11,809 877,970 SH   DFND 6 877,970 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 6,386 474,800 SH   DFND 8 0 0 474,800
NORWOOD FINANCIAL CORP COM 669549107 2,690 100,000 SH   DFND 1,5 0 0 100,000
NOVACOPPER INC COM 66988K102 742 488,333 SH   DFND 8 0 0 488,333
NOVAGOLD RES INC COM NEW 66987E206 6,457 2,540,400 SH   DFND 8 0 0 2,540,400
NOVARTIS A G SPONSORED ADR 66987V109 125,210 1,557,732 SH   DFND 1,5 0 0 1,557,732
NOVARTIS A G SPONSORED ADR 66987V109 1,981 24,643 SH   DFND 3 24,643 0 0
NOVARTIS A G SPONSORED ADR 66987V109 1,688 21,000 SH   DFND 6 21,000 0 0
NOVARTIS A G SPONSORED ADR 66987V109 2,204 27,419 SH   DFND 7 27,419 0 0
NOVARTIS A G SPONSORED ADR 66987V109 74,126 922,198 SH   DFND 8 0 0 922,198
NOVAVAX INC COM 670002104 37,645 7,352,609 SH   DFND 1,5 0 0 7,352,609
NOVAVAX INC COM 670002104 91,007 17,774,860 SH   DFND 8 0 0 17,774,860
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 33,425 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 343,488 1,859,106 SH   DFND 1,5 28,800 0 1,830,306
NOVO-NORDISK A S ADR 670100205 726 3,929 SH   DFND 3 3,929 0 0
NOVO-NORDISK A S ADR 670100205 19,806 107,200 SH   DFND 8 0 0 107,200
NPS PHARMACEUTICALS INC COM 62936P103 363,143 11,961,219 SH   DFND 1,5 72,400 0 11,888,819
NPS PHARMACEUTICALS INC COM 62936P103 101,797 3,352,997 SH   DFND 8 0 0 3,352,997
NRG ENERGY INC COM NEW 629377508 155,795 5,424,600 SH   DFND 1,5 0 0 5,424,600
NRG ENERGY INC COM NEW 629377508 2,933 102,113 SH   DFND 2 102,113 0 0
NRG ENERGY INC COM NEW 629377508 414 14,430 SH   DFND 3 14,430 0 0
NRG ENERGY INC COM NEW 629377508 79,317 2,761,740 SH   DFND 8 0 0 2,761,740
NRG YIELD INC COM CL A 62942X108 12,527 313,100 SH   DFND 8 0 0 313,100
NTELOS HLDGS CORP COM NEW 67020Q305 2,165 107,014 SH   DFND 1,5 0 0 107,014
NTELOS HLDGS CORP COM NEW 67020Q305 2,077 102,654 SH   DFND 8 0 0 102,654
NTT DOCOMO INC SPONS ADR 62942M201 2,453 148,600 SH   DFND 1,5 0 0 148,600
NU SKIN ENTERPRISES INC CL A 67018T105 102,177 739,238 SH   DFND 1,5 3,800 0 735,438
NU SKIN ENTERPRISES INC CL A 67018T105 12,593 91,110 SH   DFND 6 91,110 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 6,371 46,090 SH   DFND 7 46,090 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 5,923 42,855 SH   DFND 8 0 0 42,855
NU SKIN ENTERPRISES INC CL A 67018T105 862 6,235 SH   DFND   6,235 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 29,401 28,085,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 103,044 6,779,221 SH   DFND 1,5 170,416 0 6,608,805
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 78,013 79,860,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,368 1,400,000 PRN   DFND 6 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 5,321 350,045 SH   DFND 8 0 0 350,045
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 88 90,000 PRN   DFND   0 0 0
NUCOR CORP COM 670346105 16,863 315,900 SH   DFND 1,5 1,400 0 314,500
NUCOR CORP COM 670346105 5,363 100,470 SH   DFND 2 100,470 0 0
NUCOR CORP COM 670346105 2,069 38,767 SH   DFND 3 38,767 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 30,896 1,153,710 SH   DFND 1,5 0 0 1,153,710
NUTRI SYS INC NEW COM 67069D108 1,644 100,000 SH   DFND 1,5 0 0 100,000
NVE CORP COM NEW 629445206 15,477 265,557 SH   DFND 1,5 0 0 265,557
NVIDIA CORP COM 67066G104 1,221,021 76,218,511 SH   DFND 1,5 388,700 0 75,829,811
NVIDIA CORP COM 67066G104 2,927 182,683 SH   DFND 2 182,683 0 0
NVIDIA CORP COM 67066G104 411 25,664 SH   DFND 3 25,664 0 0
NVIDIA CORP COM 67066G104 1,065 66,510 SH   DFND 6 66,510 0 0
NVR INC COM 62944T105 102,191 99,600 SH   DFND 1,5 0 0 99,600
NVR INC COM 62944T105 18,718 18,243 SH   DFND 8 0 0 18,243
NXP SEMICONDUCTORS N V COM N6596X109 886,826 19,308,198 SH   DFND 1,5 0 0 19,308,198
NXP SEMICONDUCTORS N V COM N6596X109 68,415 1,489,551 SH   DFND 6 1,462,051 0 27,500
NXP SEMICONDUCTORS N V COM N6596X109 20,485 446,000 SH   DFND 7 373,100 0 72,900
NXP SEMICONDUCTORS N V COM N6596X109 19,640 427,597 SH   DFND 8 0 0 427,597
NXP SEMICONDUCTORS N V COM N6596X109 1,218 26,514 SH   DFND   26,514 0 0
NXSTAGE MEDICAL INC COM 67072V103 6,593 659,300 SH   DFND 1,5 0 0 659,300
NXSTAGE MEDICAL INC COM 67072V103 469 46,890 SH   DFND 6 46,890 0 0
NXSTAGE MEDICAL INC COM 67072V103 6,393 639,300 SH   DFND 8 0 0 639,300
O REILLY AUTOMOTIVE INC NEW COM 67103H107 184,063 1,430,060 SH   DFND 1,5 0 0 1,430,060
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,361 33,886 SH   DFND 2 33,886 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 605 4,703 SH   DFND 3 4,703 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,796 91,650 SH   DFND 6 21,710 0 69,940
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,644 74,930 SH   DFND 7 56,900 0 18,030
O REILLY AUTOMOTIVE INC NEW COM 67103H107 59,279 460,565 SH   DFND 8 0 0 460,565
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 1,806 647,399 SH   DFND 1,5 0 0 647,399
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 164 58,800 SH   DFND 8 0 0 58,800
OAKTREE CAP GROUP LLC UNIT CL A 674001201 270,040 4,589,388 SH   DFND 1,5 0 0 4,589,388
OAKTREE CAP GROUP LLC UNIT CL A 674001201 22,459 381,700 SH   DFND 8 0 0 381,700
OASIS PETE INC NEW COM 674215108 40,445 861,073 SH   DFND 1,5 0 0 861,073
OASIS PETE INC NEW COM 674215108 14,042 298,950 SH   DFND 6 193,150 0 105,800
OASIS PETE INC NEW COM 674215108 1,231 26,200 SH   DFND 7 25,100 0 1,100
OASIS PETE INC NEW COM 674215108 7,308 155,588 SH   DFND 8 0 0 155,588
OASIS PETE INC NEW COM 674215108 4,608 98,100 SH   DFND   98,100 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,502,348 15,797,562 SH   DFND 1,5 107,785 0 15,689,777
OCCIDENTAL PETE CORP DEL COM 674599105 24,203 254,500 SH   DFND 2 254,500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,904 83,109 SH   DFND 3 83,109 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 113,934 1,198,042 SH   DFND 6 699,140 0 498,902
OCCIDENTAL PETE CORP DEL COM 674599105 141,681 1,489,807 SH   DFND 7 1,378,457 0 111,350
OCCIDENTAL PETE CORP DEL COM 674599105 89,170 937,640 SH   DFND 8 0 0 937,640
OCCIDENTAL PETE CORP DEL COM 674599105 4,787 50,340 SH   DFND   50,340 0 0
OCEAN RIG UDW INC SHS Y64354205 91,777 4,767,649 SH   DFND 1,5 0 0 4,767,649
OCEAN RIG UDW INC SHS Y64354205 16,234 843,313 SH   DFND 8 0 0 843,313
OCEANEERING INTL INC COM 675232102 400,002 5,071,016 SH   DFND 1,5 0 0 5,071,016
OCEANEERING INTL INC COM 675232102 18,555 235,230 SH   DFND 7 234,930 0 300
OCEANEERING INTL INC COM 675232102 43,621 553,000 SH   DFND 8 0 0 553,000
OCEANEERING INTL INC COM 675232102 1,340 16,991 SH   DFND   16,991 0 0
OCH ZIFF CAP MGMT GROUP CL A 67551U105 5,340 360,800 SH   DFND 1,5 0 0 360,800
OCI PARTNERS LP COM UNIT REP LP 67091N108 1,419 51,400 SH   DFND 8 0 0 51,400
OCI RES LP COM UNIT LTD 67081B106 19,427 948,100 SH   DFND 1,5 0 0 948,100
OCLARO INC COM NEW 67555N206 623 250,000 SH   DFND 8 0 0 250,000
OCWEN FINL CORP COM NEW 675746309 134,605 2,427,501 SH   DFND 1,5 400 0 2,427,101
OCWEN FINL CORP COM NEW 675746309 43,837 790,570 SH   DFND 8 0 0 790,570
OFFICE DEPOT INC COM 676220106 129,908 24,557,266 SH   DFND 1,5 0 0 24,557,266
OFFICE DEPOT INC COM 676220106 80 15,130 SH   DFND   15,130 0 0
OFG BANCORP COM 67103X102 45,161 2,604,442 SH   DFND 1,5 99,900 0 2,504,542
OFG BANCORP COM 67103X102 3,697 213,180 SH   DFND 8 0 0 213,180
OGE ENERGY CORP COM 670837103 93,806 2,767,134 SH   DFND 1,5 0 0 2,767,134
OGE ENERGY CORP COM 670837103 82,076 2,421,107 SH   DFND 8 0 0 2,421,107
OI S.A. SPN ADR REP PFD 670851203 569 357,757 SH   DFND 1,5 0 0 357,757
OI S.A. SPN ADR REP PFD 670851203 989 622,143 SH   DFND 8 0 0 622,143
OIL STS INTL INC COM 678026105 372,330 3,660,346 SH   DFND 1,5 0 0 3,660,346
OIL STS INTL INC COM 678026105 2,858 28,100 SH   DFND 6 4,500 0 23,600
OIL STS INTL INC COM 678026105 478 4,700 SH   DFND 7 4,400 0 300
OIL STS INTL INC COM 678026105 21,371 210,100 SH   DFND 8 0 0 210,100
OIL STS INTL INC COM 678026105 2,335 22,955 SH   DFND   22,955 0 0
OLD DOMINION FGHT LINES INC COM 679580100 9,485 178,900 SH   DFND 1,5 0 0 178,900
OLD REP INTL CORP COM 680223104 76,724 4,442,597 SH   DFND 1,5 0 0 4,442,597
OLIN CORP COM PAR $1 680665205 20,593 713,797 SH   DFND 1,5 0 0 713,797
OLIN CORP COM PAR $1 680665205 13,248 459,203 SH   DFND 8 0 0 459,203
OM GROUP INC COM 670872100 72,820 2,000,000 SH   DFND 1,5 0 0 2,000,000
OMNICARE INC NOTE 3.750%12/1 681904AN8 8,294 3,610,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 59,478 985,395 SH   DFND 1,5 0 0 985,395
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,229 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 15,088 10,000,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 726 12,024 SH   DFND 3 12,024 0 0
OMNICOM GROUP INC COM 681919106 199,791 2,686,443 SH   DFND 1,5 0 0 2,686,443
OMNICOM GROUP INC COM 681919106 6,043 81,258 SH   DFND 2 81,258 0 0
OMNICOM GROUP INC COM 681919106 2,791 37,527 SH   DFND 3 37,527 0 0
OMNICOM GROUP INC COM 681919106 38,223 513,951 SH   DFND 6 277,221 0 236,730
OMNICOM GROUP INC COM 681919106 67,367 905,830 SH   DFND 7 905,830 0 0
OMNICOM GROUP INC COM 681919106 29,198 392,600 SH   DFND 8 0 0 392,600
OMNICOM GROUP INC COM 681919106 4,195 56,410 SH   DFND   56,410 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 66,284 3,853,702 SH   DFND 1,5 0 0 3,853,702
OMNOVA SOLUTIONS INC COM 682129101 52,148 5,724,218 SH   DFND 1,5 0 0 5,724,218
ON ASSIGNMENT INC COM 682159108 7,341 210,210 SH   DFND 6 210,210 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 32,463 29,512,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 148,705 18,046,709 SH   DFND 1,5 0 0 18,046,709
ON SEMICONDUCTOR CORP COM 682189105 1,381 167,630 SH   DFND 8 0 0 167,630
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 1,914 229,549 SH   DFND 1,5 0 0 229,549
ONCOMED PHARMACEUTICALS INC COM 68234X102 5,730 194,100 SH   DFND 8 0 0 194,100
ONCONOVA THERAPEUTICS INC COM 68232V108 10,671 929,557 SH   DFND 8 0 0 929,557
ONEOK INC NEW COM 682680103 130,953 2,106,027 SH   DFND 1,5 12,750 0 2,093,277
ONEOK INC NEW COM 682680103 4,050 65,132 SH   DFND 2 65,132 0 0
ONEOK INC NEW COM 682680103 783 12,593 SH   DFND 3 12,593 0 0
ONEOK INC NEW COM 682680103 112,636 1,811,444 SH   DFND 8 0 0 1,811,444
OPEN TEXT CORP COM 683715106 22,196 241,307 SH   DFND 1,5 0 0 241,307
OPEN TEXT CORP COM 683715106 22,723 247,027 SH   DFND 6 86,700 0 160,327
OPEN TEXT CORP COM 683715106 135,576 1,473,914 SH   DFND 7 1,460,014 0 13,900
OPEN TEXT CORP COM 683715106 410,171 4,459,158 SH   DFND   4,311,558 0 147,600
OPENTABLE INC COM 68372A104 6,550 82,530 SH   DFND 6 82,530 0 0
OPENTABLE INC COM 68372A104 3,314 41,760 SH   DFND 7 41,760 0 0
OPENTABLE INC COM 68372A104 4,006 50,470 SH   DFND   50,470 0 0
OPHTHOTECH CORP COM 683745103 7,476 231,100 SH   DFND 1,5 0 0 231,100
OPHTHOTECH CORP COM 683745103 53,302 1,647,663 SH   DFND 8 0 0 1,647,663
OPKO HEALTH INC COM 68375N103 62,112 7,359,300 SH   DFND 8 0 0 7,359,300
OPTICAL CABLE CORP COM NEW 683827208 131 35,000 SH   DFND 1,5 0 0 35,000
ORACLE CORP COM 68389X105 1,994,451 52,128,878 SH   DFND 1,5 48,600 0 52,080,278
ORACLE CORP COM 68389X105 42,392 1,107,987 SH   DFND 2 1,107,987 0 0
ORACLE CORP COM 68389X105 16,234 424,318 SH   DFND 3 424,318 0 0
ORACLE CORP COM 68389X105 140,961 3,684,282 SH   DFND 6 2,156,252 0 1,528,030
ORACLE CORP COM 68389X105 228,266 5,966,181 SH   DFND 7 5,634,631 0 331,550
ORACLE CORP COM 68389X105 205,525 5,371,800 SH   DFND 8 0 0 5,371,800
ORACLE CORP COM 68389X105 199,698 5,219,493 SH   DFND   5,219,493 0 0
ORAGENICS INC COM NEW 684023203 8,084 2,866,666 SH   DFND 8 0 0 2,866,666
ORBOTECH LTD ORD M75253100 27,040 2,000,000 SH   DFND 1,5 0 0 2,000,000
ORCHIDS PAPER PRODS CO DEL COM 68572N104 361 11,000 SH   DFND 1,5 0 0 11,000
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AA2 15,540 16,000,000 PRN   DFND 1,5 0 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 17,383 3,087,551 SH   DFND 8 0 0 3,087,551
ORGANOVO HLDGS INC COM 68620A104 22,118 1,998,000 SH   DFND 8 0 0 1,998,000
ORMAT TECHNOLOGIES INC COM 686688102 1,459 53,630 SH   DFND 6 53,630 0 0
OSHKOSH CORP COM 688239201 140,068 2,780,227 SH   DFND 1,5 0 0 2,780,227
OSHKOSH CORP COM 688239201 14,974 297,216 SH   DFND 8 0 0 297,216
OSIRIS THERAPEUTICS INC NEW COM 68827R108 36,006 2,239,166 SH   DFND 8 0 0 2,239,166
OUTERWALL INC COM 690070107 399 5,937 SH   DFND 1,5 0 0 5,937
OVASCIENCE INC COM 69014Q101 10,451 1,143,459 SH   DFND 1,5 0 0 1,143,459
OVASCIENCE INC COM 69014Q101 2,057 225,100 SH   DFND 8 0 0 225,100
OWENS & MINOR INC NEW COM 690732102 124,304 3,400,000 SH   DFND 1,5 0 0 3,400,000
OWENS CORNING NEW COM 690742101 3,791 93,100 SH   DFND 6 1,300 0 91,800
OWENS CORNING NEW COM 690742101 725 17,800 SH   DFND 7 17,300 0 500
OWENS CORNING NEW COM 690742101 1,099 27,000 SH   DFND 8 0 0 27,000
OWENS CORNING NEW COM 690742101 957 23,500 SH   DFND   23,500 0 0
OWENS ILL INC COM NEW 690768403 1,864 52,094 SH   DFND 2 52,094 0 0
OXFORD INDS INC COM 691497309 142,101 1,761,514 SH   DFND 1,5 0 0 1,761,514
P & F INDS INC CL A NEW 692830508 2,659 369,300 SH   DFND 1,5 0 0 369,300
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 40,666 1,134,343 SH   DFND 1,5 24,400 0 1,109,943
PACCAR INC COM 693718108 6,615 111,799 SH   DFND 2 111,799 0 0
PACCAR INC COM 693718108 2,809 47,468 SH   DFND 3 47,468 0 0
PACER INTL INC TENN COM 69373H106 7,135 863,794 SH   DFND 1,5 0 0 863,794
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 13,614 1,187,964 SH   DFND 1,5 0 0 1,187,964
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 3,177 277,200 SH   DFND 8 0 0 277,200
PACIFIC PREMIER BANCORP COM 69478X105 24,402 1,550,347 SH   DFND 1,5 0 0 1,550,347
PACIRA PHARMACEUTICALS INC COM 695127100 119,426 2,077,327 SH   DFND 1,5 0 0 2,077,327
PACIRA PHARMACEUTICALS INC COM 695127100 92,231 1,604,293 SH   DFND 8 0 0 1,604,293
PACKAGING CORP AMER COM 695156109 75,420 1,191,840 SH   DFND 1,5 0 0 1,191,840
PACKAGING CORP AMER COM 695156109 778 12,290 SH   DFND 6 7,810 0 4,480
PACTERA TECHNOLOGY INTL LTD SPONSORED ADR 695255109 1,390 194,430 SH   DFND 1,5 0 0 194,430
PACTERA TECHNOLOGY INTL LTD SPONSORED ADR 695255109 986 137,901 SH   DFND 8 0 0 137,901
PACWEST BANCORP DEL COM 695263103 173,704 4,114,251 SH   DFND 1,5 0 0 4,114,251
PACWEST BANCORP DEL COM 695263103 6,857 162,400 SH   DFND 8 0 0 162,400
PAIN THERAPEUTICS INC COM 69562K100 1,136 233,817 SH   DFND 8 0 0 233,817
PALL CORP COM 696429307 63,145 739,835 SH   DFND 1,5 0 0 739,835
PALL CORP COM 696429307 2,986 34,980 SH   DFND 2 34,980 0 0
PALL CORP COM 696429307 313 3,671 SH   DFND 3 3,671 0 0
PALL CORP COM 696429307 11,320 132,630 SH   DFND 6 110,400 0 22,230
PALL CORP COM 696429307 13,082 153,270 SH   DFND 7 120,060 0 33,210
PALL CORP COM 696429307 32,262 377,992 SH   DFND 8 0 0 377,992
PALO ALTO NETWORKS INC COM 697435105 2,655 46,193 SH   DFND 1,5 300 0 45,893
PALO ALTO NETWORKS INC COM 697435105 4,770 83,007 SH   DFND 8 0 0 83,007
PAN AMERICAN SILVER CORP COM 697900108 14,216 1,215,000 SH   DFND 1,5 26,100 0 1,188,900
PAN AMERICAN SILVER CORP COM 697900108 1,505 128,600 SH   DFND 8 0 0 128,600
PANDORA MEDIA INC COM 698354107 99,932 3,756,838 SH   DFND 1,5 11,900 0 3,744,938
PANDORA MEDIA INC COM 698354107 6,781 254,925 SH   DFND 8 0 0 254,925
PANERA BREAD CO CL A 69840W108 229,763 1,300,373 SH   DFND 1,5 1,400 0 1,298,973
PANERA BREAD CO CL A 69840W108 3,198 18,100 SH   DFND 6 18,100 0 0
PANERA BREAD CO CL A 69840W108 33,238 188,113 SH   DFND 8 0 0 188,113
PAPA JOHNS INTL INC COM 698813102 103,013 2,269,015 SH   DFND 1,5 0 0 2,269,015
PAPA JOHNS INTL INC COM 698813102 35,378 779,248 SH   DFND 6 752,648 0 26,600
PAPA JOHNS INTL INC COM 698813102 890 19,600 SH   DFND 7 19,000 0 600
PAPA JOHNS INTL INC COM 698813102 5,755 126,770 SH   DFND 8 0 0 126,770
PAPA JOHNS INTL INC COM 698813102 1,135 25,002 SH   DFND   25,002 0 0
PARAMETRIC SOUND CORP COM NEW 699172201 3,996 288,510 SH   DFND 1,5 0 0 288,510
PARAMOUNT GOLD & SILVER CORP COM 69924P102 14 15,300 SH   DFND   15,300 0 0
PAREXEL INTL CORP COM 699462107 61,619 1,363,850 SH   DFND 1,5 0 0 1,363,850
PARK OHIO HLDGS CORP COM 700666100 9,001 171,770 SH   DFND 8 0 0 171,770
PARKER HANNIFIN CORP COM 701094104 105,695 821,632 SH   DFND 1,5 0 0 821,632
PARKER HANNIFIN CORP COM 701094104 6,061 47,119 SH   DFND 2 47,119 0 0
PARKER HANNIFIN CORP COM 701094104 2,198 17,084 SH   DFND 3 17,084 0 0
PARKER HANNIFIN CORP COM 701094104 44,415 345,268 SH   DFND 8 0 0 345,268
PARKWAY PPTYS INC COM 70159Q104 46,471 2,409,072 SH   DFND 1,5 0 0 2,409,072
PATTERN ENERGY GROUP INC CL A 70338P100 8,433 278,230 SH   DFND 6 278,230 0 0
PATTERSON COMPANIES INC COM 703395103 37,729 915,764 SH   DFND 1,5 0 0 915,764
PATTERSON COMPANIES INC COM 703395103 1,085 26,323 SH   DFND 2 26,323 0 0
PATTERSON COMPANIES INC COM 703395103 647 15,705 SH   DFND 3 15,705 0 0
PATTERSON COMPANIES INC COM 703395103 8,809 213,800 SH   DFND 8 0 0 213,800
PATTERSON UTI ENERGY INC COM 703481101 17,987 710,400 SH   DFND 1,5 0 0 710,400
PAYCHEX INC COM 704326107 1,156,929 25,410,255 SH   DFND 1,5 663,465 0 24,746,790
PAYCHEX INC COM 704326107 4,672 102,621 SH   DFND 2 102,621 0 0
PAYCHEX INC COM 704326107 1,732 38,045 SH   DFND 3 38,045 0 0
PAYCHEX INC COM 704326107 15,739 345,679 SH   DFND 6 345,679 0 0
PAYCHEX INC COM 704326107 3,497 76,800 SH   DFND 8 0 0 76,800
PDC ENERGY INC COM 69327R101 145,926 2,741,943 SH   DFND 1,5 13,100 0 2,728,843
PDC ENERGY INC COM 69327R101 44,601 838,048 SH   DFND 8 0 0 838,048
PDF SOLUTIONS INC COM 693282105 73,927 2,885,507 SH   DFND 1,5 0 0 2,885,507
PDF SOLUTIONS INC COM 693282105 18,240 711,961 SH   DFND 6 711,961 0 0
PDL BIOPHARMA INC COM 69329Y104 10,625 1,258,921 SH   DFND 8 0 0 1,258,921
PEABODY ENERGY CORP COM 704549104 406,342 20,806,065 SH   DFND 1,5 6,400 0 20,799,665
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 142,783 180,595,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP COM 704549104 1,664 85,195 SH   DFND 2 85,195 0 0
PEABODY ENERGY CORP COM 704549104 1,155 59,164 SH   DFND 3 59,164 0 0
PEABODY ENERGY CORP COM 704549104 2,667 136,580 SH   DFND 6 136,580 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 427 540,000 PRN   DFND 7 0 0 0
PEABODY ENERGY CORP COM 704549104 120,259 6,157,661 SH   DFND 8 0 0 6,157,661
PEGASYSTEMS INC COM 705573103 1,001 20,356 SH   DFND 1,5 0 0 20,356
PEGASYSTEMS INC COM 705573103 1,532 31,160 SH   DFND 8 0 0 31,160
PEGASYSTEMS INC COM 705573103 333 6,763 SH   DFND   6,763 0 0
PEMBINA PIPELINE CORP COM 706327103 8,888 252,300 SH   DFND 1,5 0 0 252,300
PEMBINA PIPELINE CORP COM 706327103 39,384 1,118,003 SH   DFND   1,118,003 0 0
PENDRELL CORP COM 70686R104 75 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 50,535 3,526,551 SH   DFND 1,5 0 0 3,526,551
PENN NATL GAMING INC COM 707569109 7,852 547,912 SH   DFND 8 0 0 547,912
PENN WEST PETE LTD NEW COM 707887105 215 25,800 SH   DFND 1,5 0 0 25,800
PENNEY J C INC COM 708160106 101 11,083 SH   DFND 3 11,083 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 63,549 3,348,200 SH   DFND 1,5 0 0 3,348,200
PENTAIR LTD SHS H6169Q108 192,068 2,472,869 SH   DFND 1,5 200 0 2,472,669
PENTAIR LTD SHS H6169Q108 4,888 62,937 SH   DFND 2 62,937 0 0
PENTAIR LTD SHS H6169Q108 1,543 19,865 SH   DFND 3 19,865 0 0
PENTAIR LTD SHS H6169Q108 1,043 13,429 SH   DFND 6 13,429 0 0
PENTAIR LTD SHS H6169Q108 33,061 425,660 SH   DFND 8 0 0 425,660
PEOPLES UNITED FINANCIAL INC COM 712704105 1,517 100,341 SH   DFND 2 100,341 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 346 22,905 SH   DFND 3 22,905 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 4,621 305,600 SH   DFND 8 0 0 305,600
PEPCO HOLDINGS INC COM 713291102 1,509 78,857 SH   DFND 2 78,857 0 0
PEPCO HOLDINGS INC COM 713291102 835 43,671 SH   DFND 3 43,671 0 0
PEPSICO INC COM 713448108 827,641 9,978,796 SH   DFND 1,5 49,724 0 9,929,072
PEPSICO INC COM 713448108 40,160 484,210 SH   DFND 2 484,210 0 0
PEPSICO INC COM 713448108 12,438 149,958 SH   DFND 3 149,958 0 0
PEPSICO INC COM 713448108 126,430 1,524,354 SH   DFND 6 943,514 0 580,840
PEPSICO INC COM 713448108 171,194 2,064,073 SH   DFND 7 1,956,293 0 107,780
PEPSICO INC COM 713448108 58,124 700,794 SH   DFND 8 0 0 700,794
PEPSICO INC COM 713448108 21,771 262,490 SH   DFND   262,490 0 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 5,914 332,619 SH   DFND 1,5 0 0 332,619
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 8,732 491,114 SH   DFND 8 0 0 491,114
PERFICIENT INC COM 71375U101 40,073 1,711,072 SH   DFND 1,5 0 0 1,711,072
PERFORMANT FINL CORP COM 71377E105 4,087 396,800 SH   DFND 1,5 0 0 396,800
PERFORMANT FINL CORP COM 71377E105 22,885 2,221,810 SH   DFND 6 2,221,810 0 0
PERFORMANT FINL CORP COM 71377E105 11,348 1,101,720 SH   DFND 7 1,101,720 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 682 77,000 SH   DFND 1,5 0 0 77,000
PERKINELMER INC COM 714046109 11,210 271,900 SH   DFND 1,5 0 0 271,900
PERKINELMER INC COM 714046109 1,463 35,486 SH   DFND 2 35,486 0 0
PETMED EXPRESS INC COM 716382106 1,664 100,078 SH   DFND 1,5 0 0 100,078
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 22,113 1,505,300 SH   DFND 1,5 29,794 0 1,475,506
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 118,772 8,619,150 SH   DFND 1,5 168,549 0 8,450,601
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 325 22,098 SH   DFND 6 22,098 0 0
PETSMART INC COM 716768106 106,672 1,466,280 SH   DFND 1,5 0 0 1,466,280
PETSMART INC COM 716768106 2,383 32,751 SH   DFND 2 32,751 0 0
PETSMART INC COM 716768106 516 7,093 SH   DFND 3 7,093 0 0
PETSMART INC COM 716768106 1,334 18,330 SH   DFND 6 12,020 0 6,310
PETSMART INC COM 716768106 284 3,900 SH   DFND 7 3,300 0 600
PETSMART INC COM 716768106 15,790 217,040 SH   DFND 8 0 0 217,040
PFIZER INC COM 717081103 1,670,273 54,530,609 SH   DFND 1,5 616,163 0 53,914,446
PFIZER INC COM 717081103 62,678 2,046,294 SH   DFND 2 2,046,294 0 0
PFIZER INC COM 717081103 21,223 692,876 SH   DFND 3 692,876 0 0
PFIZER INC COM 717081103 40,877 1,334,551 SH   DFND 6 823,049 0 511,502
PFIZER INC COM 717081103 61,183 1,997,483 SH   DFND 7 1,975,057 0 22,426
PFIZER INC COM 717081103 66,623 2,175,088 SH   DFND 8 0 0 2,175,088
PFIZER INC COM 717081103 24,589 802,766 SH   DFND   802,766 0 0
PG&E CORP COM 69331C108 92,991 2,308,624 SH   DFND 1,5 0 0 2,308,624
PG&E CORP COM 69331C108 5,714 141,858 SH   DFND 2 141,858 0 0
PG&E CORP COM 69331C108 988 24,520 SH   DFND 3 24,520 0 0
PG&E CORP COM 69331C108 10,602 263,200 SH   DFND 6 53,200 0 210,000
PG&E CORP COM 69331C108 9,373 232,700 SH   DFND 7 177,400 0 55,300
PG&E CORP COM 69331C108 69,689 1,730,102 SH   DFND 8 0 0 1,730,102
PHARMACYCLICS INC COM 716933106 111,088 1,050,183 SH   DFND 1,5 0 0 1,050,183
PHARMACYCLICS INC COM 716933106 8,166 77,200 SH   DFND 6 26,200 0 51,000
PHARMACYCLICS INC COM 716933106 5,818 55,000 SH   DFND 7 42,000 0 13,000
PHARMACYCLICS INC COM 716933106 176,587 1,669,377 SH   DFND 8 0 0 1,669,377
PHARMATHENE INC COM 71714G102 205 110,341 SH   DFND 1,5 0 0 110,341
PHARMERICA CORP COM 71714F104 15,055 700,232 SH   DFND 1,5 0 0 700,232
PHARMERICA CORP COM 71714F104 3,982 185,200 SH   DFND 8 0 0 185,200
PHH CORP COM NEW 693320202 1,851 76,000 SH   DFND 8 0 0 76,000
PHILIP MORRIS INTL INC COM 718172109 1,738,126 19,948,653 SH   DFND 1,5 145,057 0 19,803,596
PHILIP MORRIS INTL INC COM 718172109 44,075 505,858 SH   DFND 2 505,858 0 0
PHILIP MORRIS INTL INC COM 718172109 10,455 119,998 SH   DFND 3 119,998 0 0
PHILIP MORRIS INTL INC COM 718172109 94,525 1,084,873 SH   DFND 6 772,587 0 312,286
PHILIP MORRIS INTL INC COM 718172109 164,868 1,892,211 SH   DFND 7 1,840,311 0 51,900
PHILIP MORRIS INTL INC COM 718172109 53,125 609,726 SH   DFND 8 0 0 609,726
PHILIP MORRIS INTL INC COM 718172109 9,274 106,440 SH   DFND   106,440 0 0
PHILLIPS 66 COM 718546104 430,081 5,576,059 SH   DFND 1,5 95,400 0 5,480,659
PHILLIPS 66 COM 718546104 14,600 189,294 SH   DFND 2 189,294 0 0
PHILLIPS 66 COM 718546104 7,263 94,160 SH   DFND 3 94,160 0 0
PHILLIPS 66 COM 718546104 2,134 27,670 SH   DFND 6 27,670 0 0
PHILLIPS 66 COM 718546104 45,892 594,996 SH   DFND 8 0 0 594,996
PHILLIPS 66 COM 718546104 3,096 40,139 SH   DFND   40,139 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 41,461 1,093,104 SH   DFND 1,5 0 0 1,093,104
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 13,146 346,577 SH   DFND 8 0 0 346,577
PICO HLDGS INC COM NEW 693366205 11,777 509,607 SH   DFND 1,5 0 0 509,607
PICO HLDGS INC COM NEW 693366205 766 33,159 SH   DFND 7 33,159 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 158,008 9,564,634 SH   DFND 1,5 184,690 0 9,379,944
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,191 1,101,130 SH   DFND 6 1,101,130 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 7,247 438,696 SH   DFND 7 438,696 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 51,653 3,126,700 SH   DFND 8 0 0 3,126,700
PIER 1 IMPORTS INC COM 720279108 52,694 2,283,100 SH   DFND 1,5 0 0 2,283,100
PIER 1 IMPORTS INC COM 720279108 12,880 558,080 SH   DFND 6 558,080 0 0
PIER 1 IMPORTS INC COM 720279108 6,509 282,040 SH   DFND 7 282,040 0 0
PIER 1 IMPORTS INC COM 720279108 872 37,761 SH   DFND   37,761 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 9,584 91,500 SH   DFND 7 91,500 0 0
PINNACLE WEST CAP CORP COM 723484101 1,839 34,745 SH   DFND 2 34,745 0 0
PINNACLE WEST CAP CORP COM 723484101 509 9,615 SH   DFND 3 9,615 0 0
PIONEER NAT RES CO COM 723787107 836,278 4,543,261 SH   DFND 1,5 101,600 0 4,441,661
PIONEER NAT RES CO COM 723787107 8,289 45,030 SH   DFND 2 45,030 0 0
PIONEER NAT RES CO COM 723787107 1,342 7,291 SH   DFND 3 7,291 0 0
PIONEER NAT RES CO COM 723787107 5,587 30,352 SH   DFND 6 30,352 0 0
PIONEER NAT RES CO COM 723787107 88,994 483,480 SH   DFND 8 0 0 483,480
PITNEY BOWES INC COM 724479100 7,150 306,876 SH   DFND 1,5 0 0 306,876
PITNEY BOWES INC COM 724479100 1,486 63,776 SH   DFND 2 63,776 0 0
PITNEY BOWES INC COM 724479100 1,225 52,556 SH   DFND 3 52,556 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 8,615 321,800 SH   DFND 1,5 0 0 321,800
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 38,415 1,435,000 SH   DFND 8 0 0 1,435,000
PLANTRONICS INC NEW COM 727493108 74,894 1,612,351 SH   DFND 1,5 0 0 1,612,351
PLANTRONICS INC NEW COM 727493108 4,450 95,800 SH   DFND 8 0 0 95,800
PLATINUM UNDERWRITER HLDGS L COM G7127P100 163,020 2,660,249 SH   DFND 1,5 0 0 2,660,249
PLUM CREEK TIMBER CO INC COM 729251108 2,598 55,856 SH   DFND 2 55,856 0 0
PLUM CREEK TIMBER CO INC COM 729251108 449 9,651 SH   DFND 3 9,651 0 0
PLY GEM HLDGS INC COM 72941W100 34,654 1,922,027 SH   DFND 1,5 0 0 1,922,027
PLY GEM HLDGS INC COM 72941W100 7,056 391,370 SH   DFND 6 391,370 0 0
PLY GEM HLDGS INC COM 72941W100 5,589 309,975 SH   DFND 8 0 0 309,975
PMC-SIERRA INC COM 69344F106 39,483 6,140,363 SH   DFND 1,5 0 0 6,140,363
PMC-SIERRA INC COM 69344F106 2,495 388,010 SH   DFND 8 0 0 388,010
PNC FINL SVCS GROUP INC COM 693475105 1,052,463 13,566,169 SH   DFND 1,5 14,382 0 13,551,787
PNC FINL SVCS GROUP INC COM 693475105 13,034 168,005 SH   DFND 2 168,005 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,318 55,659 SH   DFND 3 55,659 0 0
PNC FINL SVCS GROUP INC COM 693475105 25,691 331,160 SH   DFND 6 126,060 0 205,100
PNC FINL SVCS GROUP INC COM 693475105 19,042 245,454 SH   DFND 7 191,014 0 54,440
PNC FINL SVCS GROUP INC COM 693475105 42,579 548,841 SH   DFND 8 0 0 548,841
PNM RES INC COM 69349H107 81,982 3,398,938 SH   DFND 1,5 0 0 3,398,938
POINTS INTL LTD COM NEW 730843208 32,855 1,293,009 SH   DFND 1,5 0 0 1,293,009
POLARIS INDS INC COM 731068102 276,732 1,900,111 SH   DFND 1,5 0 0 1,900,111
POLARIS INDS INC COM 731068102 36,742 252,281 SH   DFND   252,281 0 0
POLYCOM INC COM 73172K104 277,645 24,723,498 SH   DFND 1,5 0 0 24,723,498
POLYCOM INC COM 73172K104 9,126 812,677 SH   DFND 8 0 0 812,677
POLYONE CORP COM 73179P106 274,136 7,754,911 SH   DFND 1,5 0 0 7,754,911
POOL CORPORATION COM 73278L105 50,011 860,177 SH   DFND 1,5 59,377 0 800,800
POPULAR INC COM NEW 733174700 133,188 4,635,841 SH   DFND 1,5 0 0 4,635,841
POPULAR INC COM NEW 733174700 12,498 435,000 SH   DFND 8 0 0 435,000
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 12,132 229,600 SH   DFND 1,5 0 0 229,600
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 6,636 125,593 SH   DFND 6 125,593 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 37,074 1,227,619 SH   DFND 1,5 0 0 1,227,619
PORTLAND GEN ELEC CO COM NEW 736508847 20,004 662,390 SH   DFND 6 662,390 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 6,192 205,020 SH   DFND 7 205,020 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 829 27,463 SH   DFND   27,463 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,249 48,500 SH   DFND 1,5 0 0 48,500
PORTOLA PHARMACEUTICALS INC COM 737010108 43,968 1,707,500 SH   DFND 8 0 0 1,707,500
POSCO SPONSORED ADR 693483109 54,077 693,300 SH   DFND 1,5 14,900 0 678,400
POSCO SPONSORED ADR 693483109 585 7,500 SH   DFND 6 7,500 0 0
POST HLDGS INC COM 737446104 196,316 3,984,500 SH   DFND 1,5 0 0 3,984,500
POST HLDGS INC COM 737446104 8,544 173,420 SH   DFND 6 173,420 0 0
POST PPTYS INC COM 737464107 79,121 1,749,300 SH   DFND 1,5 0 0 1,749,300
POST PPTYS INC COM 737464107 38,504 851,300 SH   DFND 8 0 0 851,300
POST PPTYS INC COM 737464107 4,788 105,850 SH   DFND   105,850 0 0
POTASH CORP SASK INC COM 73755L107 334,260 10,139,001 SH   DFND 1,5 46,800 0 10,092,201
POTASH CORP SASK INC COM 73755L107 640 19,401 SH   DFND 3 19,401 0 0
POTASH CORP SASK INC COM 73755L107 8,412 255,151 SH   DFND 6 69,271 0 185,880
POTASH CORP SASK INC COM 73755L107 54,194 1,643,862 SH   DFND 7 1,642,902 0 960
POTASH CORP SASK INC COM 73755L107 93,919 2,848,800 SH   DFND 8 0 0 2,848,800
POTASH CORP SASK INC COM 73755L107 115,688 3,509,111 SH   DFND   2,894,611 0 614,500
POWELL INDS INC COM 739128106 77,039 1,150,000 SH   DFND 1,5 0 0 1,150,000
POWER INTEGRATIONS INC COM 739276103 208 3,735 SH   DFND 1,5 0 0 3,735
POWER INTEGRATIONS INC COM 739276103 613 10,981 SH   DFND 8 0 0 10,981
POWER SOLUTIONS INTL INC COM NEW 73933G202 10,582 140,900 SH   DFND 1,5 0 0 140,900
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 3,214 125,305 SH   DFND 7 125,305 0 0
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 507 12,790 SH   DFND 3 12,790 0 0
POWERSHARES ETF TRUST DYN PHRMA PORT 73935X799 15,579 291,300 SH   DFND 3 291,300 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 4,493 180,595 SH   DFND 7 180,595 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 9,131 518,200 SH   DFND 7 518,200 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5,457 62,040 SH   DFND 3 62,040 0 0
PPG INDS INC COM 693506107 645,188 3,401,814 SH   DFND 1,5 0 0 3,401,814
PPG INDS INC COM 693506107 8,505 44,841 SH   DFND 2 44,841 0 0
PPG INDS INC COM 693506107 4,883 25,746 SH   DFND 3 25,746 0 0
PPG INDS INC COM 693506107 11,579 61,050 SH   DFND 6 50,850 0 10,200
PPG INDS INC COM 693506107 36,189 190,810 SH   DFND 7 177,840 0 12,970
PPG INDS INC COM 693506107 125,355 660,947 SH   DFND 8 0 0 660,947
PPG INDS INC COM 693506107 2,938 15,492 SH   DFND   15,492 0 0
PPL CORP COM 69351T106 279,887 9,301,658 SH   DFND 1,5 454,377 0 8,847,281
PPL CORP UNIT 99/99/9999S 69351T114 38,022 721,078 SH   DFND 1,5 429,378 0 291,700
PPL CORP COM 69351T106 5,988 198,991 SH   DFND 2 198,991 0 0
PPL CORP COM 69351T106 1,901 63,190 SH   DFND 3 63,190 0 0
PPL CORP COM 69351T106 4,820 160,200 SH   DFND 6 160,200 0 0
PPL CORP UNIT 99/99/9999S 69351T114 1,524 28,900 SH   DFND 6 0 0 28,900
PRAXAIR INC COM 74005P104 228,582 1,757,921 SH   DFND 1,5 38,489 0 1,719,432
PRAXAIR INC COM 74005P104 12,085 92,940 SH   DFND 2 92,940 0 0
PRAXAIR INC COM 74005P104 4,834 37,179 SH   DFND 3 37,179 0 0
PRAXAIR INC COM 74005P104 16,875 129,780 SH   DFND 6 110,300 0 19,480
PRAXAIR INC COM 74005P104 20,428 157,100 SH   DFND 7 128,000 0 29,100
PRAXAIR INC COM 74005P104 223,223 1,716,707 SH   DFND 8 0 0 1,716,707
PRAXAIR INC COM 74005P104 9,353 71,927 SH   DFND   71,927 0 0
PRECISION CASTPARTS CORP COM 740189105 629,286 2,336,747 SH   DFND 1,5 13,345 0 2,323,402
PRECISION CASTPARTS CORP COM 740189105 12,351 45,862 SH   DFND 2 45,862 0 0
PRECISION CASTPARTS CORP COM 740189105 5,677 21,080 SH   DFND 3 21,080 0 0
PRECISION CASTPARTS CORP COM 740189105 22,877 84,950 SH   DFND 6 38,710 0 46,240
PRECISION CASTPARTS CORP COM 740189105 13,868 51,495 SH   DFND 7 39,295 0 12,200
PRECISION CASTPARTS CORP COM 740189105 137,357 510,052 SH   DFND 8 0 0 510,052
PRECISION DRILLING CORP COM 2010 74022D308 51,466 5,500,000 SH   DFND 1,5 0 0 5,500,000
PRECISION DRILLING CORP COM 2010 74022D308 3,962 423,414 SH   DFND 6 0 0 423,414
PRECISION DRILLING CORP COM 2010 74022D308 31,007 3,313,626 SH   DFND 7 3,311,426 0 2,200
PRECISION DRILLING CORP COM 2010 74022D308 10,131 1,082,700 SH   DFND 8 0 0 1,082,700
PRECISION DRILLING CORP COM 2010 74022D308 87,469 9,347,500 SH   DFND   7,898,200 0 1,449,300
PREFORMED LINE PRODS CO COM 740444104 1,580 21,597 SH   DFND 1,5 0 0 21,597
PREFORMED LINE PRODS CO COM 740444104 5,690 77,772 SH   DFND 6 77,772 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 3,217 277,591 SH   DFND 1,5 0 0 277,591
PREMIERE GLOBAL SVCS INC COM 740585104 5,272 454,895 SH   DFND 8 0 0 454,895
PRESTIGE BRANDS HLDGS INC COM 74112D101 82,336 2,299,902 SH   DFND 1,5 0 0 2,299,902
PRESTIGE BRANDS HLDGS INC COM 74112D101 37,282 1,041,408 SH   DFND 8 0 0 1,041,408
PRETIUM RES INC COM 74139C102 382 74,100 SH   DFND 1,5 0 0 74,100
PRETIUM RES INC COM 74139C102 6,950 1,347,238 SH   DFND 8 0 0 1,347,238
PRICE T ROWE GROUP INC COM 74144T108 80,285 958,400 SH   DFND 1,5 6,500 0 951,900
PRICE T ROWE GROUP INC COM 74144T108 6,901 82,378 SH   DFND 2 82,378 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,512 18,045 SH   DFND 3 18,045 0 0
PRICE T ROWE GROUP INC COM 74144T108 14,241 170,000 SH   DFND 8 0 0 170,000
PRICELINE COM INC COM NEW 741503403 2,697,883 2,320,959 SH   DFND 1,5 11,800 0 2,309,159
PRICELINE COM INC COM NEW 741503403 18,875 16,238 SH   DFND 2 16,238 0 0
PRICELINE COM INC COM NEW 741503403 9,285 7,988 SH   DFND 3 7,988 0 0
PRICELINE COM INC COM NEW 741503403 11,973 10,300 SH   DFND 6 10,300 0 0
PRICELINE COM INC COM NEW 741503403 134,956 116,101 SH   DFND 8 0 0 116,101
PRICESMART INC COM 741511109 169,806 1,469,670 SH   DFND 1,5 13,750 0 1,455,920
PRIMERICA INC COM 74164M108 193,084 4,499,744 SH   DFND 1,5 0 0 4,499,744
PRIMERICA INC COM 74164M108 5,192 121,000 SH   DFND 8 0 0 121,000
PRIMERO MNG CORP COM 74164W106 3,794 861,200 SH   DFND 8 0 0 861,200
PRIMORIS SVCS CORP COM 74164F103 5,607 180,100 SH   DFND 1,5 0 0 180,100
PRINCIPAL FINL GROUP INC COM 74251V102 4,262 86,437 SH   DFND 2 86,437 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,246 25,262 SH   DFND 3 25,262 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 9,803 198,800 SH   DFND 8 0 0 198,800
PRIVATEBANCORP INC COM 742962103 186,139 6,434,133 SH   DFND 1,5 37,200 0 6,396,933
PROASSURANCE CORP COM 74267C106 88,197 1,819,250 SH   DFND 1,5 0 0 1,819,250
PROASSURANCE CORP COM 74267C106 12,062 248,800 SH   DFND 8 0 0 248,800
PROCERA NETWORKS INC COM NEW 74269U203 1,639 109,100 SH   DFND 8 0 0 109,100
PROCTER & GAMBLE CO COM 742718109 4,274,974 52,511,655 SH   DFND 1,5 418,695 0 52,092,960
PROCTER & GAMBLE CO COM 742718109 69,869 858,238 SH   DFND 2 858,238 0 0
PROCTER & GAMBLE CO COM 742718109 23,187 284,818 SH   DFND 3 284,818 0 0
PROCTER & GAMBLE CO COM 742718109 115,472 1,418,404 SH   DFND 6 868,174 0 550,230
PROCTER & GAMBLE CO COM 742718109 80,355 987,039 SH   DFND 7 794,529 0 192,510
PROCTER & GAMBLE CO COM 742718109 279,269 3,430,401 SH   DFND 8 0 0 3,430,401
PROCTER & GAMBLE CO COM 742718109 14,982 184,027 SH   DFND   184,027 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 32,892 6,171,046 SH   DFND 8 0 0 6,171,046
PROGRESS SOFTWARE CORP COM 743312100 16,399 634,895 SH   DFND 1,5 0 0 634,895
PROGRESS SOFTWARE CORP COM 743312100 29,007 1,122,978 SH   DFND 6 976,878 0 146,100
PROGRESS SOFTWARE CORP COM 743312100 1,075 41,600 SH   DFND 7 39,100 0 2,500
PROGRESS SOFTWARE CORP COM 743312100 3,520 136,288 SH   DFND   136,288 0 0
PROGRESSIVE CORP OHIO COM 743315103 23,462 860,370 SH   DFND 1,5 0 0 860,370
PROGRESSIVE CORP OHIO COM 743315103 4,753 174,284 SH   DFND 2 174,284 0 0
PROGRESSIVE CORP OHIO COM 743315103 975 35,750 SH   DFND 3 35,750 0 0
PROGRESSIVE CORP OHIO COM 743315103 6,796 249,200 SH   DFND 8 0 0 249,200
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 23,861 964,830 SH   DFND 1,5 0 0 964,830
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,983 80,200 SH   DFND 6 0 0 80,200
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,417 57,300 SH   DFND 7 57,300 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 858 34,700 SH   DFND 8 0 0 34,700
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 31,817 1,286,534 SH   DFND   1,286,534 0 0
PROLOGIS INC COM 74340W103 618,622 16,742,145 SH   DFND 1,5 393,889 0 16,348,256
PROLOGIS INC COM 74340W103 5,818 157,464 SH   DFND 2 157,464 0 0
PROLOGIS INC COM 74340W103 1,175 31,795 SH   DFND 3 31,795 0 0
PROLOGIS INC COM 74340W103 56,359 1,525,285 SH   DFND 6 1,525,285 0 0
PROLOGIS INC COM 74340W103 21,877 592,067 SH   DFND 7 592,067 0 0
PROLOGIS INC COM 74340W103 274,125 7,418,814 SH   DFND 8 0 0 7,418,814
PROLOGIS INC COM 74340W103 5,829 157,750 SH   DFND   157,750 0 0
PROOFPOINT INC COM 743424103 4,716 142,183 SH   DFND 6 142,183 0 0
PROOFPOINT INC COM 743424103 751 22,630 SH   DFND 7 22,630 0 0
PROS HOLDINGS INC COM 74346Y103 805 20,167 SH   DFND 1,5 0 0 20,167
PROS HOLDINGS INC COM 74346Y103 1,390 34,833 SH   DFND 8 0 0 34,833
PROSPERITY BANCSHARES INC COM 743606105 25,318 399,400 SH   DFND 1,5 0 0 399,400
PROSPERITY BANCSHARES INC COM 743606105 10,225 161,300 SH   DFND 8 0 0 161,300
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 4,461 1,146,785 SH   DFND 8 0 0 1,146,785
PROTECTIVE LIFE CORP COM 743674103 136,539 2,695,203 SH   DFND 1,5 0 0 2,695,203
PROTECTIVE LIFE CORP COM 743674103 14,954 295,180 SH   DFND 6 158,540 0 136,640
PROTECTIVE LIFE CORP COM 743674103 7,165 141,430 SH   DFND 7 110,900 0 30,530
PROTECTIVE LIFE CORP COM 743674103 3,815 75,300 SH   DFND 8 0 0 75,300
PROTECTIVE LIFE CORP COM 743674103 963 19,000 SH   DFND   19,000 0 0
PROTHENA CORP PLC SHS G72800108 61,804 2,330,460 SH   DFND 1,5 15,500 0 2,314,960
PROTHENA CORP PLC SHS G72800108 11,214 422,832 SH   DFND 8 0 0 422,832
PROTO LABS INC COM 743713109 73,126 1,027,342 SH   DFND 1,5 100 0 1,027,242
PROTO LABS INC COM 743713109 1,088 15,279 SH   DFND 8 0 0 15,279
PROVIDENCE SVC CORP COM 743815102 244 9,469 SH   DFND 1,5 0 0 9,469
PROVIDENCE SVC CORP COM 743815102 679 26,410 SH   DFND 6 26,410 0 0
PROVIDENT FINL SVCS INC COM 74386T105 717 37,100 SH   DFND 8 0 0 37,100
PRUDENTIAL FINL INC COM 744320102 376,130 4,078,611 SH   DFND 1,5 138,481 0 3,940,130
PRUDENTIAL FINL INC COM 744320102 13,481 146,185 SH   DFND 2 146,185 0 0
PRUDENTIAL FINL INC COM 744320102 4,450 48,259 SH   DFND 3 48,259 0 0
PRUDENTIAL FINL INC COM 744320102 48,434 525,196 SH   DFND 6 410,476 0 114,720
PRUDENTIAL FINL INC COM 744320102 22,301 241,820 SH   DFND 7 142,710 0 99,110
PRUDENTIAL FINL INC COM 744320102 32,645 353,989 SH   DFND 8 0 0 353,989
PSIVIDA CORP COM 74440J101 483 121,700 SH   DFND   121,700 0 0
PSYCHEMEDICS CORP COM NEW 744375205 1,117 76,030 SH   DFND 1,5 63,100 0 12,930
PTC INC COM 69370C100 185,351 5,237,380 SH   DFND 1,5 0 0 5,237,380
PTC INC COM 69370C100 62,696 1,771,571 SH   DFND 6 1,591,071 0 180,500
PTC INC COM 69370C100 5,788 163,550 SH   DFND 7 162,350 0 1,200
PTC INC COM 69370C100 8,365 236,370 SH   DFND 8 0 0 236,370
PTC INC COM 69370C100 6,731 190,201 SH   DFND   190,201 0 0
PTC THERAPEUTICS INC COM 69366J200 2,600 153,200 SH   DFND 1,5 0 0 153,200
PTC THERAPEUTICS INC COM 69366J200 32,096 1,891,318 SH   DFND 8 0 0 1,891,318
PTC THERAPEUTICS INC COM 69366J200 555 32,700 SH   DFND   32,700 0 0
PUBLIC STORAGE COM 74460D109 592,417 3,935,805 SH   DFND 1,5 102,135 0 3,833,670
PUBLIC STORAGE COM 74460D109 6,869 45,635 SH   DFND 2 45,635 0 0
PUBLIC STORAGE COM 74460D109 1,445 9,603 SH   DFND 3 9,603 0 0
PUBLIC STORAGE COM 74460D109 54,712 363,488 SH   DFND 6 363,488 0 0
PUBLIC STORAGE COM 74460D109 21,546 143,142 SH   DFND 7 143,142 0 0
PUBLIC STORAGE COM 74460D109 317,252 2,107,705 SH   DFND 8 0 0 2,107,705
PUBLIC STORAGE COM 74460D109 11,328 75,256 SH   DFND   75,256 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,117 159,717 SH   DFND 2 159,717 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 945 29,501 SH   DFND 3 29,501 0 0
PULASKI FINL CORP COM 745548107 282 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 231,903 11,384,515 SH   DFND 1,5 1,200 0 11,383,315
PULTE GROUP INC COM 745867101 2,217 108,850 SH   DFND 2 108,850 0 0
PULTE GROUP INC COM 745867101 11,041 542,041 SH   DFND   542,041 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 143,596 1,387,001 SH   DFND 1,5 0 0 1,387,001
PUMA BIOTECHNOLOGY INC COM 74587V107 153,289 1,480,622 SH   DFND 8 0 0 1,480,622
PVH CORP COM 693656100 551,905 4,057,527 SH   DFND 1,5 9,000 0 4,048,527
PVH CORP COM 693656100 3,503 25,755 SH   DFND 2 25,755 0 0
PVH CORP COM 693656100 276 2,026 SH   DFND 3 2,026 0 0
PVH CORP COM 693656100 33,957 249,649 SH   DFND 6 142,139 0 107,510
PVH CORP COM 693656100 30,414 223,600 SH   DFND 7 172,530 0 51,070
PVH CORP COM 693656100 46,722 343,491 SH   DFND 8 0 0 343,491
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 8,506 366,313 SH   DFND 1,5 0 0 366,313
QEP RES INC COM 74733V100 666 21,731 SH   DFND 1,5 0 0 21,731
QEP RES INC COM 74733V100 1,735 56,605 SH   DFND 2 56,605 0 0
QIAGEN NV REG SHS N72482107 20,381 856,000 SH   DFND 1,5 0 0 856,000
QIAGEN NV REG SHS N72482107 1,566 65,750 SH   DFND 6 65,750 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 41,249 502,730 SH   DFND 1,5 2,500 0 500,230
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 318 3,870 SH   DFND 8 0 0 3,870
QIWI PLC SPON ADR REP B 74735M108 77,848 1,390,137 SH   DFND 1,5 8,300 0 1,381,837
QIWI PLC SPON ADR REP B 74735M108 3,220 57,500 SH   DFND 8 0 0 57,500
QLIK TECHNOLOGIES INC COM 74733T105 21,696 814,739 SH   DFND 1,5 0 0 814,739
QLIK TECHNOLOGIES INC COM 74733T105 7,857 295,061 SH   DFND 8 0 0 295,061
QLOGIC CORP COM 747277101 11,527 974,400 SH   DFND 8 0 0 974,400
QUAD / GRAPHICS INC COM CL A 747301109 173,123 6,357,800 SH   DFND 1,5 0 0 6,357,800
QUALCOMM INC COM 747525103 2,913,412 39,237,875 SH   DFND 1,5 65,200 0 39,172,675
QUALCOMM INC COM 747525103 39,606 533,412 SH   DFND 2 533,412 0 0
QUALCOMM INC COM 747525103 13,356 179,872 SH   DFND 3 179,872 0 0
QUALCOMM INC COM 747525103 175,148 2,358,893 SH   DFND 6 1,455,273 0 903,620
QUALCOMM INC COM 747525103 220,162 2,965,147 SH   DFND 7 2,760,767 0 204,380
QUALCOMM INC COM 747525103 48,644 655,143 SH   DFND 8 0 0 655,143
QUALCOMM INC COM 747525103 24,944 335,947 SH   DFND   335,947 0 0
QUALITY DISTR INC FLA COM 74756M102 36,713 2,861,489 SH   DFND 1,5 0 0 2,861,489
QUALITY DISTR INC FLA COM 74756M102 5,481 427,210 SH   DFND 6 427,210 0 0
QUALITY DISTR INC FLA COM 74756M102 7,285 567,840 SH   DFND 8 0 0 567,840
QUALITY SYS INC COM 747582104 104,975 4,984,572 SH   DFND 1,5 12,367 0 4,972,205
QUANTA SVCS INC COM 74762E102 21,609 684,700 SH   DFND 1,5 0 0 684,700
QUANTA SVCS INC COM 74762E102 2,151 68,154 SH   DFND 2 68,154 0 0
QUANTA SVCS INC COM 74762E102 889 28,163 SH   DFND 3 28,163 0 0
QUANTA SVCS INC COM 74762E102 13,088 414,700 SH   DFND 8 0 0 414,700
QUANTUM CORP COM DSSG 747906204 26,367 21,972,747 SH   DFND 1,5 0 0 21,972,747
QUANTUM CORP COM DSSG 747906204 5,517 4,597,900 SH   DFND 8 0 0 4,597,900
QUANTUM CORP COM DSSG 747906204 31 25,800 SH   DFND   25,800 0 0
QUEST DIAGNOSTICS INC COM 74834L100 338,376 6,320,059 SH   DFND 1,5 46,015 0 6,274,044
QUEST DIAGNOSTICS INC COM 74834L100 2,458 45,916 SH   DFND 2 45,916 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,125 21,011 SH   DFND 3 21,011 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,895 72,750 SH   DFND 6 72,750 0 0
QUEST DIAGNOSTICS INC COM 74834L100 67,468 1,260,148 SH   DFND 8 0 0 1,260,148
QUESTAR CORP COM 748356102 6,625 288,164 SH   DFND 1,5 0 0 288,164
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 277,325 5,093,211 SH   DFND 1,5 28,800 0 5,064,411
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 13,738 252,300 SH   DFND 8 0 0 252,300
QUIDEL CORP COM 74838J101 44,869 1,452,550 SH   DFND 1,5 0 0 1,452,550
QUIDEL CORP COM 74838J101 8,649 280,000 SH   DFND 8 0 0 280,000
QUINPARIO ACQUISITION CORP UNIT 99/99/9999 74874R207 1,568 150,000 SH   DFND 8 0 0 150,000
QUINSTREET INC COM 74874Q100 34,761 4,000,071 SH   DFND 1,5 0 0 4,000,071
QUINSTREET INC COM 74874Q100 7,684 884,286 SH   DFND 6 884,286 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 55,054 2,075,170 SH   DFND 1,5 12,700 0 2,062,470
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 202 7,614 SH   DFND 6 7,614 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 10,830 408,211 SH   DFND 8 0 0 408,211
RACKSPACE HOSTING INC COM 750086100 792,987 20,265,461 SH   DFND 1,5 25,200 0 20,240,261
RACKSPACE HOSTING INC COM 750086100 2,418 61,792 SH   DFND 6 61,792 0 0
RACKSPACE HOSTING INC COM 750086100 21,879 559,130 SH   DFND 8 0 0 559,130
RADIAN GROUP INC COM 750236101 237,381 16,811,692 SH   DFND 1,5 151,803 0 16,659,889
RADIAN GROUP INC COM 750236101 167 11,800 SH   DFND 6 11,800 0 0
RADIAN GROUP INC COM 750236101 6,623 469,065 SH   DFND 8 0 0 469,065
RADWARE LTD ORD M81873107 69,223 3,849,993 SH   DFND 1,5 0 0 3,849,993
RADWARE LTD ORD M81873107 24,976 1,389,073 SH   DFND 8 0 0 1,389,073
RAIT FINANCIAL TRUST COM NEW 749227609 359 40,000 SH   DFND 1,5 0 0 40,000
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 4,257 4,300,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 10,059 1,121,397 SH   DFND 6 1,121,397 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 347 38,700 SH   DFND 7 38,700 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 211 23,501 SH   DFND   23,501 0 0
RALPH LAUREN CORP CL A 751212101 334,770 1,895,963 SH   DFND 1,5 0 0 1,895,963
RALPH LAUREN CORP CL A 751212101 3,324 18,825 SH   DFND 2 18,825 0 0
RALPH LAUREN CORP CL A 751212101 1,393 7,890 SH   DFND 3 7,890 0 0
RALPH LAUREN CORP CL A 751212101 670 3,797 SH   DFND 6 3,797 0 0
RALPH LAUREN CORP CL A 751212101 16,819 95,253 SH   DFND 8 0 0 95,253
RAMBUS INC DEL COM 750917106 107,017 11,300,682 SH   DFND 1,5 72,500 0 11,228,182
RAMBUS INC DEL COM 750917106 304 32,118 SH   DFND 8 0 0 32,118
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 78,591 4,993,079 SH   DFND 1,5 0 0 4,993,079
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,347 40,000 SH   DFND 1,5 0 0 40,000
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 13,885 882,124 SH   DFND 8 0 0 882,124
RANDGOLD RES LTD ADR 752344309 2,922 46,518 SH   DFND 1,5 0 0 46,518
RANDGOLD RES LTD ADR 752344309 37,454 596,300 SH   DFND 7 596,300 0 0
RANDGOLD RES LTD ADR 752344309 68,777 1,094,995 SH   DFND 8 0 0 1,094,995
RANGE RES CORP COM 75281A109 127,560 1,512,989 SH   DFND 1,5 4,100 0 1,508,889
RANGE RES CORP COM 75281A109 4,350 51,598 SH   DFND 2 51,598 0 0
RANGE RES CORP COM 75281A109 1,058 12,545 SH   DFND 3 12,545 0 0
RANGE RES CORP COM 75281A109 1,349 16,000 SH   DFND 8 0 0 16,000
RAPTOR PHARMACEUTICAL CORP COM 75382F106 43,386 3,332,230 SH   DFND 8 0 0 3,332,230
RAYMOND JAMES FINANCIAL INC COM 754730109 76,877 1,473,014 SH   DFND 1,5 0 0 1,473,014
RAYMOND JAMES FINANCIAL INC COM 754730109 35,356 677,445 SH   DFND 6 424,725 0 252,720
RAYMOND JAMES FINANCIAL INC COM 754730109 27,220 521,551 SH   DFND 7 476,951 0 44,600
RAYMOND JAMES FINANCIAL INC COM 754730109 50,283 963,461 SH   DFND 8 0 0 963,461
RAYMOND JAMES FINANCIAL INC COM 754730109 4,801 92,000 SH   DFND   92,000 0 0
RAYONIER INC COM 754907103 119,853 2,846,855 SH   DFND 1,5 12,102 0 2,834,753
RAYONIER INC COM 754907103 216 5,133 SH   DFND 3 5,133 0 0
RAYONIER INC COM 754907103 5,971 141,831 SH   DFND 8 0 0 141,831
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 5,738 4,280,000 PRN   DFND 1,5 0 0 0
RAYTHEON CO COM NEW 755111507 362 3,996 SH   DFND 1,5 0 0 3,996
RAYTHEON CO COM NEW 755111507 9,149 100,868 SH   DFND 2 100,868 0 0
RAYTHEON CO COM NEW 755111507 3,401 37,501 SH   DFND 3 37,501 0 0
RAYTHEON CO COM NEW 755111507 22,435 247,356 SH   DFND 8 0 0 247,356
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 5,041 281,950 SH   DFND 1,5 0 0 281,950
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 7,703 430,843 SH   DFND 8 0 0 430,843
REACHLOCAL INC COM 75525F104 213 16,785 SH   DFND 8 0 0 16,785
REALD INC COM 75604L105 238 27,813 SH   DFND 1,5 0 0 27,813
REALD INC COM 75604L105 194 22,749 SH   DFND 8 0 0 22,749
REALOGY HLDGS CORP COM 75605Y106 362,485 7,327,374 SH   DFND 1,5 119,212 0 7,208,162
REALOGY HLDGS CORP COM 75605Y106 1,328 26,838 SH   DFND 6 26,838 0 0
REALPAGE INC COM 75606N109 1,452 62,100 SH   DFND 8 0 0 62,100
RECEPTOS INC COM 756207106 3,688 127,200 SH   DFND 1,5 0 0 127,200
RECEPTOS INC COM 756207106 1,956 67,469 SH   DFND 8 0 0 67,469
RED HAT INC COM 756577102 735,540 13,125,266 SH   DFND 1,5 102,432 0 13,022,834
RED HAT INC COM 756577102 3,353 59,831 SH   DFND 2 59,831 0 0
RED HAT INC COM 756577102 1,491 26,607 SH   DFND 3 26,607 0 0
RED HAT INC COM 756577102 3,800 67,800 SH   DFND 6 67,800 0 0
RED HAT INC COM 756577102 2,213 39,482 SH   DFND 8 0 0 39,482
RED ROBIN GOURMET BURGERS IN COM 75689M101 27,462 373,423 SH   DFND 1,5 0 0 373,423
RED ROBIN GOURMET BURGERS IN COM 75689M101 4,259 57,919 SH   DFND 8 0 0 57,919
REDWOOD TR INC COM 758075402 66,336 3,424,661 SH   DFND 1,5 0 0 3,424,661
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 12,451 12,000,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 51,943 2,681,620 SH   DFND 6 2,281,780 0 399,840
REDWOOD TR INC COM 758075402 7,629 393,860 SH   DFND 7 370,530 0 23,330
REDWOOD TR INC COM 758075402 11,016 568,712 SH   DFND 8 0 0 568,712
REDWOOD TR INC COM 758075402 6,291 324,804 SH   DFND   324,804 0 0
REGAL BELOIT CORP COM 758750103 58,976 800,000 SH   DFND 1,5 0 0 800,000
REGAL BELOIT CORP COM 758750103 46,434 629,872 SH   DFND 6 437,672 0 192,200
REGAL BELOIT CORP COM 758750103 16,361 221,940 SH   DFND 7 188,440 0 33,500
REGAL BELOIT CORP COM 758750103 5,037 68,328 SH   DFND 8 0 0 68,328
REGAL BELOIT CORP COM 758750103 11,642 157,918 SH   DFND   157,918 0 0
REGAL ENTMT GROUP CL A 758766109 9,254 475,800 SH   DFND 1,5 0 0 475,800
REGAL ENTMT GROUP CL A 758766109 1,050 54,000 SH   DFND   54,000 0 0
REGENCY CTRS CORP COM 758849103 9,492 205,000 SH   DFND 1,5 0 0 205,000
REGENERON PHARMACEUTICALS COM 75886F107 1,575,740 5,724,969 SH   DFND 1,5 28,600 0 5,696,369
REGENERON PHARMACEUTICALS COM 75886F107 6,825 24,798 SH   DFND 2 24,798 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,532 20,100 SH   DFND 6 20,100 0 0
REGENERON PHARMACEUTICALS COM 75886F107 405,571 1,473,516 SH   DFND 8 0 0 1,473,516
REGIONAL MGMT CORP COM 75902K106 13,800 406,725 SH   DFND 6 406,725 0 0
REGIONS FINL CORP NEW COM 7591EP100 69,667 7,044,200 SH   DFND 1,5 0 0 7,044,200
REGIONS FINL CORP NEW COM 7591EP100 4,302 434,940 SH   DFND 2 434,940 0 0
REGIONS FINL CORP NEW COM 7591EP100 202 20,382 SH   DFND 3 20,382 0 0
REGIONS FINL CORP NEW COM 7591EP100 23,662 2,392,530 SH   DFND 6 1,695,250 0 697,280
REGIONS FINL CORP NEW COM 7591EP100 21,380 2,161,810 SH   DFND 7 1,598,330 0 563,480
REGIS CORP MINN COM 758932107 109,057 7,516,000 SH   DFND 1,5 0 0 7,516,000
REGULUS THERAPEUTICS INC COM 75915K101 32,798 4,438,227 SH   DFND 1,5 29,000 0 4,409,227
REGULUS THERAPEUTICS INC COM 75915K101 13,512 1,828,371 SH   DFND 8 0 0 1,828,371
REINSURANCE GROUP AMER INC COM NEW 759351604 284,222 3,671,650 SH   DFND 1,5 0 0 3,671,650
REINSURANCE GROUP AMER INC COM NEW 759351604 90,578 1,170,103 SH   DFND 6 1,051,273 0 118,830
REINSURANCE GROUP AMER INC COM NEW 759351604 15,504 200,290 SH   DFND 7 191,980 0 8,310
REINSURANCE GROUP AMER INC COM NEW 759351604 10,267 132,633 SH   DFND 8 0 0 132,633
REINSURANCE GROUP AMER INC COM NEW 759351604 7,873 101,701 SH   DFND   101,701 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 79,091 1,042,872 SH   DFND 1,5 0 0 1,042,872
RELIANCE STEEL & ALUMINUM CO COM 759509102 44,736 589,872 SH   DFND 8 0 0 589,872
REMY INTL INC COM 759663107 10,595 681,507 SH   DFND 1,5 0 0 681,507
REMY INTL INC COM 759663107 777 33,342 SH   DFND 6 0 0 33,342
RENAISSANCERE HOLDINGS LTD COM G7496G103 352,198 3,618,220 SH   DFND 1,5 0 0 3,618,220
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,261 43,778 SH   DFND 8 0 0 43,778
RENREN INC SPONSORED ADR 759892102 80 26,200 SH   DFND 8 0 0 26,200
RENT A CTR INC NEW COM 76009N100 285,116 8,551,761 SH   DFND 1,5 0 0 8,551,761
RENT A CTR INC NEW COM 76009N100 3,542 106,240 SH   DFND 6 106,240 0 0
REPLIGEN CORP COM 759916109 6,411 470,000 SH   DFND 1,5 0 0 470,000
REPLIGEN CORP COM 759916109 6,522 478,150 SH   DFND 6 478,150 0 0
REPROS THERAPEUTICS INC COM NEW 76028H209 18,366 1,003,600 SH   DFND 8 0 0 1,003,600
REPUBLIC AWYS HLDGS INC COM 760276105 10,694 1,000,337 SH   DFND 1,5 0 0 1,000,337
REPUBLIC AWYS HLDGS INC COM 760276105 6,269 586,400 SH   DFND 8 0 0 586,400
REPUBLIC SVCS INC COM 760759100 382,158 11,510,771 SH   DFND 1,5 353,071 0 11,157,700
REPUBLIC SVCS INC COM 760759100 2,831 85,270 SH   DFND 2 85,270 0 0
REPUBLIC SVCS INC COM 760759100 251 7,562 SH   DFND 3 7,562 0 0
REPUBLIC SVCS INC COM 760759100 4,730 142,480 SH   DFND 6 142,480 0 0
REPUBLIC SVCS INC COM 760759100 1,610 48,500 SH   DFND 8 0 0 48,500
RESEARCH FRONTIERS INC COM 760911107 743 128,570 SH   DFND 8 0 0 128,570
RESMED INC COM 761152107 146,244 3,106,280 SH   DFND 1,5 31,400 0 3,074,880
RESMED INC COM 761152107 35,310 750,000 SH   DFND 8 0 0 750,000
RESOLUTE ENERGY CORP COM 76116A108 7,313 809,900 SH   DFND 8 0 0 809,900
RESOLUTE FST PRODS INC COM 76117W109 378 23,600 SH   DFND   23,600 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,719 119,945 SH   DFND 1,5 0 0 119,945
RESPONSYS INC COM 761248103 206 7,500 SH   DFND 1,5 0 0 7,500
RESPONSYS INC COM 761248103 15,447 563,540 SH   DFND 6 373,740 0 189,800
RESPONSYS INC COM 761248103 1,677 61,200 SH   DFND 7 58,600 0 2,600
RESPONSYS INC COM 761248103 1,431 52,200 SH   DFND 8 0 0 52,200
RESPONSYS INC COM 761248103 3,953 144,227 SH   DFND   144,227 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 170,217 2,529,223 SH   DFND 1,5 3,500 0 2,525,723
RESTORATION HARDWARE HLDGS I COM 761283100 2,892 42,977 SH   DFND 6 42,977 0 0
RETAIL PPTYS AMER INC CL A 76131V202 79,535 6,252,783 SH   DFND 1,5 1,083 0 6,251,700
REVLON INC CL A NEW 761525609 48,497 1,943,000 SH   DFND 1,5 0 0 1,943,000
REX ENERGY CORPORATION COM 761565100 2,861 145,130 SH   DFND 6 145,130 0 0
REX ENERGY CORPORATION COM 761565100 4,247 215,480 SH   DFND 7 215,480 0 0
REX ENERGY CORPORATION COM 761565100 1,675 84,979 SH   DFND 8 0 0 84,979
REX ENERGY CORPORATION COM 761565100 6,122 310,595 SH   DFND   310,595 0 0
REYNOLDS AMERICAN INC COM 761713106 4,948 98,971 SH   DFND 2 98,971 0 0
REYNOLDS AMERICAN INC COM 761713106 3,289 65,800 SH   DFND 3 65,800 0 0
RF MICRODEVICES INC COM 749941100 43,488 8,427,844 SH   DFND 1,5 0 0 8,427,844
RICHMONT MINES INC COM 76547T106 243 240,900 SH   DFND 8 0 0 240,900
RIGEL PHARMACEUTICALS INC COM NEW 766559603 25,372 8,902,422 SH   DFND 1,5 50,800 0 8,851,622
RIGEL PHARMACEUTICALS INC COM NEW 766559603 49 17,123 SH   DFND 8 0 0 17,123
RIGNET INC COM 766582100 49,543 1,033,650 SH   DFND 1,5 0 0 1,033,650
RIGNET INC COM 766582100 10,561 220,350 SH   DFND 6 220,350 0 0
RINGCENTRAL INC CL A 76680R206 19,275 1,049,285 SH   DFND 1,5 2,400 0 1,046,885
RINGCENTRAL INC CL A 76680R206 3,676 200,115 SH   DFND 8 0 0 200,115
RIO ALTO MNG LTD NEW COM 76689T104 661 396,500 SH   DFND 8 0 0 396,500
RIO TINTO PLC SPONSORED ADR 767204100 1,969 34,900 SH   DFND 1,5 0 0 34,900
RITCHIE BROS AUCTIONEERS COM 767744105 24,363 1,062,370 SH   DFND 1,5 0 0 1,062,370
RITE AID CORP COM 767754104 181 35,829 SH   DFND 3 35,829 0 0
RIVERBED TECHNOLOGY INC COM 768573107 378,599 20,940,190 SH   DFND 1,5 4,400 0 20,935,790
RIVERBED TECHNOLOGY INC COM 768573107 2,820 155,959 SH   DFND 6 13,759 0 142,200
RIVERBED TECHNOLOGY INC COM 768573107 1,170 64,700 SH   DFND 7 63,100 0 1,600
RIVERBED TECHNOLOGY INC COM 768573107 9,023 499,057 SH   DFND 8 0 0 499,057
RIVERBED TECHNOLOGY INC COM 768573107 2,627 145,300 SH   DFND   145,300 0 0
RLJ LODGING TR COM 74965L101 9,985 410,575 SH   DFND 1,5 0 0 410,575
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 16,170 600,000 SH   DFND 1,5 0 0 600,000
ROBERT HALF INTL INC COM 770323103 1,837 43,760 SH   DFND 2 43,760 0 0
ROBERT HALF INTL INC COM 770323103 356 8,467 SH   DFND 3 8,467 0 0
ROCK-TENN CO CL A 772739207 709,359 6,755,156 SH   DFND 1,5 0 0 6,755,156
ROCK-TENN CO CL A 772739207 46,766 445,350 SH   DFND 6 298,909 0 146,441
ROCK-TENN CO CL A 772739207 17,373 165,440 SH   DFND 7 135,350 0 30,090
ROCK-TENN CO CL A 772739207 78,208 744,768 SH   DFND 8 0 0 744,768
ROCK-TENN CO CL A 772739207 2,410 22,946 SH   DFND   22,946 0 0
ROCKET FUEL INC COM 773111109 72,130 1,173,041 SH   DFND 1,5 200 0 1,172,841
ROCKWELL AUTOMATION INC COM 773903109 478,007 4,045,422 SH   DFND 1,5 50,590 0 3,994,832
ROCKWELL AUTOMATION INC COM 773903109 5,173 43,783 SH   DFND 2 43,783 0 0
ROCKWELL AUTOMATION INC COM 773903109 759 6,420 SH   DFND 3 6,420 0 0
ROCKWELL AUTOMATION INC COM 773903109 42,546 360,068 SH   DFND 8 0 0 360,068
ROCKWELL COLLINS INC COM 774341101 3,154 42,661 SH   DFND 2 42,661 0 0
ROCKWELL COLLINS INC COM 774341101 1,035 14,008 SH   DFND 3 14,008 0 0
ROCKWELL COLLINS INC COM 774341101 13,076 176,900 SH   DFND 8 0 0 176,900
ROCKWOOD HLDGS INC COM 774415103 21,851 303,830 SH   DFND 6 287,230 0 16,600
ROCKWOOD HLDGS INC COM 774415103 7,930 110,260 SH   DFND 7 109,860 0 400
ROCKWOOD HLDGS INC COM 774415103 2,517 34,997 SH   DFND   34,997 0 0
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 5,769 496,882 SH   DFND 1,5 0 0 496,882
ROFIN SINAR TECHNOLOGIES INC COM 775043102 6,755 250,000 SH   DFND 1,5 0 0 250,000
ROGERS COMMUNICATIONS INC CL B 775109200 134,374 2,969,391 SH   DFND 1,5 2,142,641 0 826,750
ROGERS COMMUNICATIONS INC CL B 775109200 6,233 137,726 SH   DFND 6 0 0 137,726
ROGERS COMMUNICATIONS INC CL B 775109200 129,801 2,868,350 SH   DFND 7 2,867,450 0 900
ROGERS COMMUNICATIONS INC CL B 775109200 519,791 11,486,343 SH   DFND   10,860,343 0 626,000
ROPER INDS INC NEW COM 776696106 570,662 4,114,957 SH   DFND 1,5 0 0 4,114,957
ROPER INDS INC NEW COM 776696106 4,348 31,356 SH   DFND 2 31,356 0 0
ROPER INDS INC NEW COM 776696106 867 6,253 SH   DFND 3 6,253 0 0
ROPER INDS INC NEW COM 776696106 1,621 11,690 SH   DFND 6 11,690 0 0
ROPER INDS INC NEW COM 776696106 10,803 77,900 SH   DFND 8 0 0 77,900
ROSETTA RESOURCES INC COM 777779307 114,244 2,378,100 SH   DFND 1,5 0 0 2,378,100
ROSETTA RESOURCES INC COM 777779307 11,001 229,000 SH   DFND 8 0 0 229,000
ROSS STORES INC COM 778296103 1,505,669 20,094,337 SH   DFND 1,5 0 0 20,094,337
ROSS STORES INC COM 778296103 5,126 68,414 SH   DFND 2 68,414 0 0
ROSS STORES INC COM 778296103 954 12,733 SH   DFND 3 12,733 0 0
ROSS STORES INC COM 778296103 7,124 95,081 SH   DFND 6 95,081 0 0
ROSS STORES INC COM 778296103 68,236 910,669 SH   DFND 8 0 0 910,669
ROSS STORES INC COM 778296103 23,260 310,422 SH   DFND   310,422 0 0
ROUSE PPTYS INC COM 779287101 35,446 1,597,400 SH   DFND 1,5 0 0 1,597,400
ROVI CORP COM 779376102 37,462 1,902,600 SH   DFND 1,5 0 0 1,902,600
ROVI CORP COM 779376102 55,209 2,803,890 SH   DFND 6 2,803,890 0 0
ROVI CORP COM 779376102 4,332 220,030 SH   DFND 7 220,030 0 0
ROVI CORP COM 779376102 13,291 675,000 SH   DFND 8 0 0 675,000
ROVI CORP COM 779376102 580 29,470 SH   DFND   29,470 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 108,105 3,057,259 SH   DFND 1,5 0 0 3,057,259
ROWAN COMPANIES PLC SHS CL A G7665A101 1,387 39,226 SH   DFND 2 39,226 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 401 11,337 SH   DFND 3 11,337 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 26,838 759,000 SH   DFND 8 0 0 759,000
ROYAL BK CDA MONTREAL QUE COM 780087102 194,126 2,887,700 SH   DFND 1,5 0 0 2,887,700
ROYAL BK CDA MONTREAL QUE COM 780087102 106,411 1,582,900 SH   DFND 6 584,200 0 998,700
ROYAL BK CDA MONTREAL QUE COM 780087102 699,323 10,402,690 SH   DFND 7 10,308,200 0 94,490
ROYAL BK CDA MONTREAL QUE COM 780087102 1,172,279 17,438,083 SH   DFND   14,699,060 0 2,739,023
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,821 59,500 SH   DFND 1,5 1,000 0 58,500
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 478,087 6,708,114 SH   DFND 1,5 0 0 6,708,114
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 872,820 12,246,672 SH   DFND 2 12,246,672 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,720 24,139 SH   DFND 3 24,139 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5,748 80,650 SH   DFND 7 80,650 0 0
ROYAL GOLD INC COM 780287108 5,043 109,469 SH   DFND 1,5 0 0 109,469
ROYAL GOLD INC COM 780287108 48,025 1,042,444 SH   DFND 8 0 0 1,042,444
RPM INTL INC NOTE 2.250%12/1 749685AT0 13,371 12,080,000 PRN   DFND 1,5 0 0 0
RPM INTL INC COM 749685103 152,223 3,667,131 SH   DFND 1,5 46,212 0 3,620,919
RPM INTL INC COM 749685103 623 15,000 SH   DFND 6 15,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 465 420,000 PRN   DFND 6 0 0 0
RPM INTL INC COM 749685103 63,492 1,529,566 SH   DFND 8 0 0 1,529,566
RTI INTL METALS INC COM 74973W107 156,169 4,565,000 SH   DFND 1,5 0 0 4,565,000
RTI SURGICAL INC COM 74975N105 361 101,900 SH   DFND 7 99,000 0 2,900
RTI SURGICAL INC COM 74975N105 222 62,662 SH   DFND   62,662 0 0
RUBICON MINERALS CORP COM 780911103 4,882 5,292,102 SH   DFND 8 0 0 5,292,102
RUBICON TECHNOLOGY INC COM 78112T107 6,079 610,999 SH   DFND 1,5 0 0 610,999
RUBICON TECHNOLOGY INC COM 78112T107 9,120 916,618 SH   DFND 8 0 0 916,618
RUBY TUESDAY INC COM 781182100 49,896 7,200,000 SH   DFND 1,5 1,000,000 0 6,200,000
RUCKUS WIRELESS INC COM 781220108 3,367 237,104 SH   DFND 1,5 0 0 237,104
RUCKUS WIRELESS INC COM 781220108 5,108 359,696 SH   DFND 8 0 0 359,696
RUSH ENTERPRISES INC CL A 781846209 33,102 1,116,426 SH   DFND 1,5 53,626 0 1,062,800
RUSH ENTERPRISES INC CL A 781846209 10,759 362,880 SH   DFND 6 362,880 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 41,425 2,915,201 SH   DFND 1,5 0 0 2,915,201
RUTHS HOSPITALITY GROUP INC COM 783332109 8,150 573,530 SH   DFND 6 573,530 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 7,415 521,822 SH   DFND 8 0 0 521,822
RYANAIR HLDGS PLC SPONSORED ADR 783513104 300,668 6,406,735 SH   DFND 1,5 20,500 0 6,386,235
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,040 150,000 SH   DFND 6 58,000 0 92,000
RYANAIR HLDGS PLC SPONSORED ADR 783513104 446 9,500 SH   DFND 7 9,500 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 16,965 361,500 SH   DFND 8 0 0 361,500
RYDER SYS INC COM 783549108 54,162 734,100 SH   DFND 1,5 0 0 734,100
RYDER SYS INC COM 783549108 1,225 16,605 SH   DFND 2 16,605 0 0
RYDER SYS INC COM 783549108 3,881 52,600 SH   DFND 6 10,100 0 42,500
RYDER SYS INC COM 783549108 819 11,100 SH   DFND 7 10,400 0 700
RYDER SYS INC COM 783549108 4,833 65,500 SH   DFND 8 0 0 65,500
RYDER SYS INC COM 783549108 6,773 91,800 SH   DFND   91,800 0 0
RYLAND GROUP INC COM 783764103 43,566 1,003,600 SH   DFND 1,5 0 0 1,003,600
RYLAND GROUP INC COM 783764103 7,232 166,600 SH   DFND 6 30,000 0 136,600
RYLAND GROUP INC COM 783764103 1,871 43,100 SH   DFND 7 41,400 0 1,700
RYLAND GROUP INC COM 783764103 7,135 164,370 SH   DFND 8 0 0 164,370
RYLAND GROUP INC COM 783764103 5,224 120,350 SH   DFND   120,350 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 15,053 360,290 SH   DFND 1,5 0 0 360,290
SABRA HEALTH CARE REIT INC COM 78573L106 33,294 1,273,690 SH   DFND 1,5 18,548 0 1,255,142
SABRA HEALTH CARE REIT INC COM 78573L106 4,608 176,300 SH   DFND 6 176,300 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,682 64,356 SH   DFND 7 64,356 0 0
SAFE BULKERS INC COM Y7388L103 394 37,864 SH   DFND 1,5 37,864 0 0
SAFEWAY INC COM NEW 786514208 450,863 13,842,900 SH   DFND 1,5 0 0 13,842,900
SAFEWAY INC COM NEW 786514208 2,538 77,923 SH   DFND 2 77,923 0 0
SAFEWAY INC COM NEW 786514208 248 7,623 SH   DFND 3 7,623 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 23,893 475,004 SH   DFND 1,5 0 0 475,004
SAGENT PHARMACEUTICALS INC COM 786692103 6,650 262,000 SH   DFND 8 0 0 262,000
SALEM COMMUNICATIONS CORP DE CL A 794093104 174 20,000 SH   DFND 1,5 0 0 20,000
SALESFORCE COM INC COM 79466L302 4,694,687 85,064,085 SH   DFND 1,5 364,900 0 84,699,185
SALESFORCE COM INC COM 79466L302 9,667 175,157 SH   DFND 2 175,157 0 0
SALESFORCE COM INC COM 79466L302 535 9,688 SH   DFND 3 9,688 0 0
SALESFORCE COM INC COM 79466L302 14,510 262,915 SH   DFND 6 262,915 0 0
SALESFORCE COM INC COM 79466L302 1,731 31,370 SH   DFND 7 31,370 0 0
SALESFORCE COM INC COM 79466L302 149,721 2,712,835 SH   DFND 8 0 0 2,712,835
SALESFORCE COM INC COM 79466L302 262 4,740 SH   DFND   4,740 0 0
SALIX PHARMACEUTICALS INC COM 795435106 445,907 4,957,828 SH   DFND 1,5 0 0 4,957,828
SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 14,906 10,000,000 PRN   DFND 1,5 0 0 0
SALIX PHARMACEUTICALS INC COM 795435106 49,316 548,320 SH   DFND 6 548,320 0 0
SALIX PHARMACEUTICALS INC COM 795435106 11,473 127,560 SH   DFND 7 127,560 0 0
SALIX PHARMACEUTICALS INC COM 795435106 170,138 1,891,684 SH   DFND 8 0 0 1,891,684
SALIX PHARMACEUTICALS INC COM 795435106 981 10,903 SH   DFND   10,903 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 164,300 5,434,985 SH   DFND 1,5 124,160 0 5,310,825
SALLY BEAUTY HLDGS INC COM 79546E104 719 23,800 SH   DFND 6 0 0 23,800
SALLY BEAUTY HLDGS INC COM 79546E104 37,348 1,235,470 SH   DFND 7 1,235,470 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 16,469 544,795 SH   DFND 8 0 0 544,795
SALLY BEAUTY HLDGS INC COM 79546E104 668 22,100 SH   DFND   22,100 0 0
SANCHEZ ENERGY CORP COM 79970Y105 10,895 444,500 SH   DFND 1,5 0 0 444,500
SANCHEZ ENERGY CORP COM 79970Y105 9,723 396,700 SH   DFND 8 0 0 396,700
SANDISK CORP COM 80004C101 306,005 4,338,037 SH   DFND 1,5 16,300 0 4,321,737
SANDISK CORP COM 80004C101 5,031 71,321 SH   DFND 2 71,321 0 0
SANDISK CORP COM 80004C101 1,249 17,704 SH   DFND 3 17,704 0 0
SANDISK CORP COM 80004C101 27,429 388,844 SH   DFND 8 0 0 388,844
SANDSTORM GOLD LTD COM NEW 80013R206 592 137,000 SH   DFND 8 0 0 137,000
SANGAMO BIOSCIENCES INC COM 800677106 59,805 4,305,600 SH   DFND 8 0 0 4,305,600
SANOFI SPONSORED ADR 80105N105 230,353 4,295,222 SH   DFND 1,5 0 0 4,295,222
SANOFI SPONSORED ADR 80105N105 1,741 32,472 SH   DFND 3 32,472 0 0
SANOFI SPONSORED ADR 80105N105 105,497 1,967,122 SH   DFND 8 0 0 1,967,122
SANOFI SPONSORED ADR 80105N105 7,776 145,002 SH   DFND   145,002 0 0
SANTARUS INC COM 802817304 14,104 441,300 SH   DFND 7 441,300 0 0
SANTARUS INC COM 802817304 6,108 191,100 SH   DFND 8 0 0 191,100
SANTARUS INC COM 802817304 143,436 4,488,000 SH   DFND   4,488,000 0 0
SAP AG SPON ADR 803054204 1,414 16,226 SH   DFND 1,5 0 0 16,226
SAP AG SPON ADR 803054204 441 5,057 SH   DFND 3 5,057 0 0
SAPIENT CORP COM 803062108 153,120 8,820,303 SH   DFND 1,5 0 0 8,820,303
SAPIENT CORP COM 803062108 27,049 1,558,100 SH   DFND 8 0 0 1,558,100
SAREPTA THERAPEUTICS INC COM 803607100 21,998 1,079,933 SH   DFND 8 0 0 1,079,933
SBA COMMUNICATIONS CORP COM 78388J106 477,356 5,313,403 SH   DFND 1,5 0 0 5,313,403
SBA COMMUNICATIONS CORP COM 78388J106 66,404 739,140 SH   DFND 6 398,450 0 340,690
SBA COMMUNICATIONS CORP COM 78388J106 54,717 609,050 SH   DFND 7 471,530 0 137,520
SBA COMMUNICATIONS CORP COM 78388J106 49,227 547,940 SH   DFND 8 0 0 547,940
SBA COMMUNICATIONS CORP COM 78388J106 609 6,778 SH   DFND   6,778 0 0
SCANA CORP NEW COM 80589M102 2,083 44,376 SH   DFND 2 44,376 0 0
SCANA CORP NEW COM 80589M102 1,078 22,968 SH   DFND 3 22,968 0 0
SCANSOURCE INC COM 806037107 148,923 3,509,856 SH   DFND 1,5 584,605 0 2,925,251
SCANSOURCE INC COM 806037107 468 11,020 SH   DFND 6 7,000 0 4,020
SCHEIN HENRY INC COM 806407102 803,514 7,032,331 SH   DFND 1,5 39,963 0 6,992,368
SCHEIN HENRY INC COM 806407102 306 2,678 SH   DFND 3 2,678 0 0
SCHEIN HENRY INC COM 806407102 20,075 175,700 SH   DFND 8 0 0 175,700
SCHLUMBERGER LTD COM 806857108 1,618,603 17,962,521 SH   DFND 1,5 186,335 0 17,776,186
SCHLUMBERGER LTD COM 806857108 37,468 415,807 SH   DFND 2 415,807 0 0
SCHLUMBERGER LTD COM 806857108 10,335 114,689 SH   DFND 3 114,689 0 0
SCHLUMBERGER LTD COM 806857108 60,369 669,950 SH   DFND 6 388,850 0 281,100
SCHLUMBERGER LTD COM 806857108 91,082 1,010,783 SH   DFND 7 874,183 0 136,600
SCHLUMBERGER LTD COM 806857108 460,777 5,113,500 SH   DFND 8 0 0 5,113,500
SCHLUMBERGER LTD COM 806857108 3,422 37,981 SH   DFND   37,981 0 0
SCHNITZER STL INDS CL A 806882106 624 19,100 SH   DFND 8 0 0 19,100
SCHWAB CHARLES CORP NEW COM 808513105 1,277,898 49,149,923 SH   DFND 1,5 487,797 0 48,662,126
SCHWAB CHARLES CORP NEW COM 808513105 9,525 366,345 SH   DFND 2 366,345 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,539 59,192 SH   DFND 3 59,192 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,736 374,460 SH   DFND 6 374,460 0 0
SCHWAB CHARLES CORP NEW COM 808513105 7,164 275,530 SH   DFND 7 275,530 0 0
SCHWAB CHARLES CORP NEW COM 808513105 22,100 850,000 SH   DFND 8 0 0 850,000
SCHWEITZER-MAUDUIT INTL INC COM 808541106 23,455 455,698 SH   DFND 1,5 0 0 455,698
SCIENCE APPLICATNS INTL CP N COM 808625107 25,103 759,089 SH   DFND 1,5 0 0 759,089
SCIQUEST INC NEW COM 80908T101 25,049 879,546 SH   DFND 1,5 0 0 879,546
SCIQUEST INC NEW COM 80908T101 35,628 1,250,990 SH   DFND 8 0 0 1,250,990
SCORPIO TANKERS INC SHS Y7542C106 38,720 3,284,108 SH   DFND 1,5 39,921 0 3,244,187
SCORPIO TANKERS INC SHS Y7542C106 151 12,800 SH   DFND 6 12,800 0 0
SCORPIO TANKERS INC SHS Y7542C106 11,845 1,004,625 SH   DFND 8 0 0 1,004,625
SCRIPPS E W CO OHIO CL A NEW 811054402 4,633 213,300 SH   DFND 8 0 0 213,300
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 62,239 720,280 SH   DFND 1,5 0 0 720,280
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,989 34,590 SH   DFND 2 34,590 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 523 6,058 SH   DFND 3 6,058 0 0
SEABOARD CORP COM 811543107 169,934 60,800 SH   DFND 1,5 13,200 0 47,600
SEABRIDGE GOLD INC COM 811916105 4,394 601,905 SH   DFND 8 0 0 601,905
SEACHANGE INTL INC COM 811699107 4,865 400,050 SH   DFND 1,5 0 0 400,050
SEADRILL LIMITED SHS G7945E105 961 23,400 SH   DFND 1,5 0 0 23,400
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,728,688 30,781,476 SH   DFND 1,5 0 0 30,781,476
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,783 102,974 SH   DFND 2 102,974 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 553 9,840 SH   DFND 3 9,840 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 686 12,224 SH   DFND 6 12,224 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 33,651 599,200 SH   DFND 8 0 0 599,200
SEALED AIR CORP NEW COM 81211K100 81,417 2,391,100 SH   DFND 1,5 0 0 2,391,100
SEALED AIR CORP NEW COM 81211K100 2,109 61,938 SH   DFND 2 61,938 0 0
SEALED AIR CORP NEW COM 81211K100 292 8,585 SH   DFND 3 8,585 0 0
SEATTLE GENETICS INC COM 812578102 645,535 16,182,874 SH   DFND 1,5 84,400 0 16,098,474
SEATTLE GENETICS INC COM 812578102 86,957 2,179,910 SH   DFND 8 0 0 2,179,910
SEI INVESTMENTS CO COM 784117103 73,085 2,104,390 SH   DFND 1,5 0 0 2,104,390
SEI INVESTMENTS CO COM 784117103 920 26,480 SH   DFND 3 26,480 0 0
SEI INVESTMENTS CO COM 784117103 12,156 350,000 SH   DFND 8 0 0 350,000
SELECT COMFORT CORP COM 81616X103 88,821 4,211,500 SH   DFND 1,5 0 0 4,211,500
SELECT COMFORT CORP COM 81616X103 21,468 1,017,910 SH   DFND 6 1,017,910 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 12,730 476,066 SH   DFND 1,5 0 0 476,066
SELECT MED HLDGS CORP COM 81619Q105 4,866 419,140 SH   DFND 1,5 0 0 419,140
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 8,746 203,500 SH   DFND 1,5 19,600 0 183,900
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 221 5,826 SH   DFND 3 5,826 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 104,152 1,878,641 SH   DFND 3 1,878,641 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 42,927 1,201,089 SH   DFND 3 1,201,089 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 159,875 3,719,763 SH   DFND 3 3,719,763 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 20,900 452,196 SH   DFND 3 452,196 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 206,819 3,094,704 SH   DFND 3 3,094,704 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 165,645 3,169,636 SH   DFND 3 3,169,636 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 23,536 265,914 SH   DFND 3 265,914 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 529,049 24,201,682 SH   DFND 3 24,201,682 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,659 75,895 SH   DFND   75,895 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 847 217,300 SH   DFND 8 0 0 217,300
SEMPRA ENERGY COM 816851109 864,654 9,632,951 SH   DFND 1,5 80,393 0 9,552,558
SEMPRA ENERGY COM 816851109 6,442 71,764 SH   DFND 2 71,764 0 0
SEMPRA ENERGY COM 816851109 3,186 35,489 SH   DFND 3 35,489 0 0
SEMPRA ENERGY COM 816851109 19,808 220,681 SH   DFND 6 69,881 0 150,800
SEMPRA ENERGY COM 816851109 15,035 167,500 SH   DFND 7 127,900 0 39,600
SEMPRA ENERGY COM 816851109 135,724 1,512,079 SH   DFND 8 0 0 1,512,079
SEMPRA ENERGY COM 816851109 12,030 134,027 SH   DFND   134,027 0 0
SEMTECH CORP COM 816850101 7,009 277,266 SH   DFND 1,5 0 0 277,266
SEMTECH CORP COM 816850101 233 9,234 SH   DFND 8 0 0 9,234
SENIOR HSG PPTYS TR SH BEN INT 81721M109 34,241 1,540,300 SH   DFND 1,5 19,800 0 1,520,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 3,930 176,800 SH   DFND 6 176,800 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,659 74,647 SH   DFND 7 74,647 0 0
SERVICE CORP INTL COM 817565104 419,049 23,113,544 SH   DFND 1,5 0 0 23,113,544
SERVICE CORP INTL COM 817565104 49,057 2,705,838 SH   DFND 6 2,705,838 0 0
SERVICE CORP INTL COM 817565104 7,164 395,130 SH   DFND 7 392,130 0 3,000
SERVICE CORP INTL COM 817565104 950 52,380 SH   DFND   52,380 0 0
SERVICENOW INC COM 81762P102 1,094,153 19,534,966 SH   DFND 1,5 247,036 0 19,287,930
SERVICENOW INC COM 81762P102 1,642 29,320 SH   DFND 6 29,320 0 0
SERVICENOW INC COM 81762P102 2,421 43,230 SH   DFND 7 22,540 0 20,690
SERVICENOW INC COM 81762P102 14,711 262,645 SH   DFND 8 0 0 262,645
SERVICESOURCE INTL LLC COM 81763U100 69,497 8,293,216 SH   DFND 1,5 0 0 8,293,216
SERVICESOURCE INTL LLC COM 81763U100 4,441 529,960 SH   DFND 6 529,960 0 0
SERVICESOURCE INTL LLC COM 81763U100 12,573 1,500,350 SH   DFND 8 0 0 1,500,350
SERVOTRONICS INC COM 817732100 891 110,000 SH   DFND 1,5 0 0 110,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 876 36,000 SH   DFND 1,5 0 0 36,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 202 8,300 SH   DFND 7 8,300 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,465 60,200 SH   DFND 8 0 0 60,200
SHAW COMMUNICATIONS INC CL B CONV 82028K200 27,888 1,146,000 SH   DFND   1,146,000 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,764 68,737 SH   DFND 1,5 0 0 68,737
SHENANDOAH TELECOMMUNICATION COM 82312B106 2,841 110,663 SH   DFND 8 0 0 110,663
SHERWIN WILLIAMS CO COM 824348106 250,483 1,365,029 SH   DFND 1,5 0 0 1,365,029
SHERWIN WILLIAMS CO COM 824348106 4,990 27,195 SH   DFND 2 27,195 0 0
SHERWIN WILLIAMS CO COM 824348106 1,323 7,207 SH   DFND 3 7,207 0 0
SHERWIN WILLIAMS CO COM 824348106 864 4,707 SH   DFND 7 4,707 0 0
SHERWIN WILLIAMS CO COM 824348106 49,304 268,685 SH   DFND 8 0 0 268,685
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,914 300,000 SH   DFND 1,5 0 0 300,000
SHIRE PLC SPONSORED ADR 82481R106 133,275 943,272 SH   DFND 1,5 0 0 943,272
SHIRE PLC SPONSORED ADR 82481R106 1,631 11,541 SH   DFND 6 11,541 0 0
SHIRE PLC SPONSORED ADR 82481R106 176,922 1,252,187 SH   DFND 8 0 0 1,252,187
SHOE CARNIVAL INC COM 824889109 325 11,200 SH   DFND 1,5 0 0 11,200
SHUTTERFLY INC COM 82568P304 5,765 113,200 SH   DFND 1,5 0 0 113,200
SHUTTERSTOCK INC COM 825690100 230,082 2,751,192 SH   DFND 1,5 32,635 0 2,718,557
SIBANYE GOLD LTD SPONSORED ADR 825724206 5,748 1,195,006 SH   DFND 8 0 0 1,195,006
SIEMENS A G SPONSORED ADR 826197501 63,759 460,324 SH   DFND 1,5 8,400 0 451,924
SIERRA WIRELESS INC COM 826516106 892 36,900 SH   DFND 1,5 0 0 36,900
SIFCO INDS INC COM 826546103 2,323 82,763 SH   DFND 8 0 0 82,763
SIGA TECHNOLOGIES INC COM 826917106 654 200,000 SH   DFND 1,5 0 0 200,000
SIGMA ALDRICH CORP COM 826552101 140,883 1,498,591 SH   DFND 1,5 0 0 1,498,591
SIGMA ALDRICH CORP COM 826552101 3,552 37,783 SH   DFND 2 37,783 0 0
SIGMA ALDRICH CORP COM 826552101 836 8,890 SH   DFND 3 8,890 0 0
SIGMA ALDRICH CORP COM 826552101 85,704 911,646 SH   DFND 8 0 0 911,646
SIGMATRON INTL INC COM 82661L101 3,505 396,000 SH   DFND 1,5 0 0 396,000
SIGNATURE BK NEW YORK N Y COM 82669G104 93,089 866,585 SH   DFND 1,5 4,300 0 862,285
SIGNET JEWELERS LIMITED SHS G81276100 130,314 1,655,836 SH   DFND 1,5 0 0 1,655,836
SIGNET JEWELERS LIMITED SHS G81276100 16,889 214,600 SH   DFND 6 214,600 0 0
SILGAN HOLDINGS INC COM 827048109 102,301 2,130,382 SH   DFND 1,5 0 0 2,130,382
SILGAN HOLDINGS INC COM 827048109 13,863 288,690 SH   DFND 6 288,690 0 0
SILGAN HOLDINGS INC COM 827048109 49,726 1,035,520 SH   DFND 7 1,035,520 0 0
SILGAN HOLDINGS INC COM 827048109 26,028 542,014 SH   DFND 8 0 0 542,014
SILGAN HOLDINGS INC COM 827048109 8,507 177,152 SH   DFND   177,152 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 44,329 3,305,650 SH   DFND 1,5 0 0 3,305,650
SILICON GRAPHICS INTL CORP COM 82706L108 13,153 980,824 SH   DFND 8 0 0 980,824
SILICON LABORATORIES INC COM 826919102 249,842 5,768,680 SH   DFND 1,5 31,700 0 5,736,980
SILICON LABORATORIES INC COM 826919102 7,562 174,600 SH   DFND 8 0 0 174,600
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1,114 78,712 SH   DFND 1,5 62,000 0 16,712
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 67,610 11,306,100 SH   DFND 1,5 0 0 11,306,100
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 321 53,700 SH   DFND 8 0 0 53,700
SILVER WHEATON CORP COM 828336107 1,335 66,100 SH   DFND 1,5 0 0 66,100
SILVER WHEATON CORP COM 828336107 4,358 215,800 SH   DFND 8 0 0 215,800
SILVERCORP METALS INC COM 82835P103 40 17,500 SH   DFND 7 17,500 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,212,385 7,967,831 SH   DFND 1,5 187,929 0 7,779,902
SIMON PPTY GROUP INC NEW COM 828806109 14,909 97,980 SH   DFND 2 97,980 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,454 22,701 SH   DFND 3 22,701 0 0
SIMON PPTY GROUP INC NEW COM 828806109 113,418 745,389 SH   DFND 6 745,389 0 0
SIMON PPTY GROUP INC NEW COM 828806109 44,061 289,569 SH   DFND 7 289,569 0 0
SIMON PPTY GROUP INC NEW COM 828806109 623,832 4,099,841 SH   DFND 8 0 0 4,099,841
SIMON PPTY GROUP INC NEW COM 828806109 51,004 335,203 SH   DFND   335,203 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 206,760 5,786,728 SH   DFND 1,5 34,500 0 5,752,228
SINCLAIR BROADCAST GROUP INC CL A 829226109 45,814 1,282,232 SH   DFND 6 1,241,642 0 40,590
SINCLAIR BROADCAST GROUP INC CL A 829226109 4,976 139,260 SH   DFND 7 128,050 0 11,210
SINCLAIR BROADCAST GROUP INC CL A 829226109 18,597 520,500 SH   DFND 8 0 0 520,500
SINCLAIR BROADCAST GROUP INC CL A 829226109 799 22,350 SH   DFND   22,350 0 0
SIRIUS XM HLDGS INC COM 82968B103 26,065 7,468,600 SH   DFND 1,5 0 0 7,468,600
SIRIUS XM HLDGS INC COM 82968B103 45 12,905 SH   DFND 3 12,905 0 0
SIRIUS XM HLDGS INC COM 82968B103 69 19,700 SH   DFND 6 19,700 0 0
SIRIUS XM HLDGS INC COM 82968B103 17,879 5,123,060 SH   DFND 8 0 0 5,123,060
SIRIUS XM HLDGS INC COM 82968B103 2,088 598,308 SH   DFND   598,308 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 6,859 97,710 SH   DFND 1,5 0 0 97,710
SK TELECOM LTD SPONSORED ADR 78440P108 41,800 1,697,800 SH   DFND 1,5 36,450 0 1,661,350
SKECHERS U S A INC CL A 830566105 228,067 6,884,000 SH   DFND 1,5 28,700 0 6,855,300
SKECHERS U S A INC CL A 830566105 7,031 212,220 SH   DFND 6 212,220 0 0
SKYWEST INC COM 830879102 11,126 750,234 SH   DFND 1,5 0 0 750,234
SKYWEST INC COM 830879102 2,294 154,700 SH   DFND 8 0 0 154,700
SKYWORKS SOLUTIONS INC COM 83088M102 437,855 15,331,072 SH   DFND 1,5 11,500 0 15,319,572
SKYWORKS SOLUTIONS INC COM 83088M102 377 13,197 SH   DFND 8 0 0 13,197
SL GREEN RLTY CORP COM 78440X101 444,889 4,815,857 SH   DFND 1,5 98,055 0 4,717,802
SL GREEN RLTY CORP COM 78440X101 39,613 428,807 SH   DFND 6 428,807 0 0
SL GREEN RLTY CORP COM 78440X101 15,378 166,467 SH   DFND 7 166,467 0 0
SL GREEN RLTY CORP COM 78440X101 159,916 1,731,070 SH   DFND 8 0 0 1,731,070
SLM CORP COM 78442P106 591,698 22,515,139 SH   DFND 1,5 800 0 22,514,339
SLM CORP COM 78442P106 3,620 137,743 SH   DFND 2 137,743 0 0
SLM CORP COM 78442P106 451 17,160 SH   DFND 6 17,160 0 0
SLM CORP COM 78442P106 43,980 1,673,504 SH   DFND 8 0 0 1,673,504
SM ENERGY CO COM 78454L100 87,682 1,055,011 SH   DFND 1,5 0 0 1,055,011
SM ENERGY CO COM 78454L100 760 9,150 SH   DFND 6 6,120 0 3,030
SM ENERGY CO COM 78454L100 50,983 613,435 SH   DFND 8 0 0 613,435
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 25 11,200 SH   DFND 8 0 0 11,200
SMARTPROS LTD COM 83171G103 305 125,000 SH   DFND 1,5 0 0 125,000
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 10,676 148,810 SH   DFND 1,5 0 0 148,810
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 85,791 1,195,863 SH   DFND 8 0 0 1,195,863
SMITH & WESSON HLDG CORP COM 831756101 46,930 3,478,881 SH   DFND 1,5 0 0 3,478,881
SMITH A O COM 831865209 183,560 3,403,038 SH   DFND 1,5 600 0 3,402,438
SMITH A O COM 831865209 15,026 278,574 SH   DFND 6 71,974 0 206,600
SMITH A O COM 831865209 12,137 225,000 SH   DFND 7 171,400 0 53,600
SMITH A O COM 831865209 35,999 667,397 SH   DFND 8 0 0 667,397
SMUCKER J M CO COM NEW 832696405 79,586 768,055 SH   DFND 1,5 0 0 768,055
SMUCKER J M CO COM NEW 832696405 3,440 33,196 SH   DFND 2 33,196 0 0
SMUCKER J M CO COM NEW 832696405 827 7,981 SH   DFND 3 7,981 0 0
SMUCKER J M CO COM NEW 832696405 1,339 12,919 SH   DFND 7 12,919 0 0
SNAP ON INC COM 833034101 141,333 1,290,476 SH   DFND 1,5 0 0 1,290,476
SNAP ON INC COM 833034101 2,011 18,360 SH   DFND 2 18,360 0 0
SNAP ON INC COM 833034101 432 3,945 SH   DFND 3 3,945 0 0
SNAP ON INC COM 833034101 3,216 29,360 SH   DFND 6 13,020 0 16,340
SNAP ON INC COM 833034101 48,373 441,680 SH   DFND 7 437,170 0 4,510
SNAP ON INC COM 833034101 58,046 530,001 SH   DFND   530,001 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 18,258 705,500 SH   DFND 1,5 0 0 705,500
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 94,249 1,898,655 SH   DFND 1,5 11,900 0 1,886,755
SOHU COM INC COM 83408W103 92,736 1,271,581 SH   DFND 1,5 7,700 0 1,263,881
SOHU COM INC COM 83408W103 410 5,619 SH   DFND 8 0 0 5,619
SOLARCITY CORP COM 83416T100 127,915 2,251,237 SH   DFND 1,5 150 0 2,251,087
SOLARCITY CORP COM 83416T100 2,285 40,207 SH   DFND 8 0 0 40,207
SOLARWINDS INC COM 83416B109 19,411 513,111 SH   DFND 1,5 0 0 513,111
SOLARWINDS INC COM 83416B109 27,702 732,270 SH   DFND 6 392,680 0 339,590
SOLARWINDS INC COM 83416B109 49,217 1,300,995 SH   DFND 7 1,300,995 0 0
SOLARWINDS INC COM 83416B109 1,573 41,569 SH   DFND 8 0 0 41,569
SOLARWINDS INC COM 83416B109 3,513 92,855 SH   DFND   92,855 0 0
SOLAZYME INC COM 83415T101 10,324 948,006 SH   DFND 6 948,006 0 0
SOLERA HOLDINGS INC COM 83421A104 192,069 2,714,367 SH   DFND 1,5 25,561 0 2,688,806
SOLERA HOLDINGS INC COM 83421A104 10,197 144,100 SH   DFND 8 0 0 144,100
SONIC AUTOMOTIVE INC CL A 83545G102 23,256 950,000 SH   DFND 1,5 0 0 950,000
SONIC CORP COM 835451105 136,914 6,781,300 SH   DFND 1,5 0 0 6,781,300
SONIC CORP COM 835451105 3,731 184,800 SH   DFND 8 0 0 184,800
SONOCO PRODS CO COM 835495102 40,947 981,472 SH   DFND 1,5 0 0 981,472
SONOCO PRODS CO COM 835495102 402 9,645 SH   DFND 3 9,645 0 0
SONUS NETWORKS INC COM 835916107 6,254 1,985,428 SH   DFND 1,5 0 0 1,985,428
SONUS NETWORKS INC COM 835916107 12,869 4,085,439 SH   DFND 8 0 0 4,085,439
SONY CORP ADR NEW 835699307 1,006 58,180 SH   DFND 1,5 0 0 58,180
SONY CORP ADR NEW 835699307 1,923 111,220 SH   DFND 8 0 0 111,220
SOPHIRIS BIO INC COM NEW 83578Q209 6,090 1,431,268 SH   DFND 8 0 0 1,431,268
SORRENTO THERAPEUTICS INC COM NEW 83587F202 5,265 650,000 SH   DFND 8 0 0 650,000
SOTHEBYS COM 835898107 308 5,798 SH   DFND 1,5 0 0 5,798
SOUFUN HLDGS LTD ADR 836034108 62,476 758,106 SH   DFND 1,5 42,200 0 715,906
SOUTH JERSEY INDS INC COM 838518108 11,316 202,220 SH   DFND 6 156,220 0 46,000
SOUTH JERSEY INDS INC COM 838518108 811 14,500 SH   DFND 7 13,800 0 700
SOUTH JERSEY INDS INC COM 838518108 2,569 45,900 SH   DFND   45,900 0 0
SOUTHCROSS ENERGY PARTNERS L COM UNIT LTDPT 84130C100 8,320 461,466 SH   DFND 1,5 0 0 461,466
SOUTHCROSS ENERGY PARTNERS L COM UNIT LTDPT 84130C100 415 23,024 SH   DFND 7 23,024 0 0
SOUTHERN CO COM 842587107 312,619 7,604,441 SH   DFND 1,5 314,390 0 7,290,051
SOUTHERN CO COM 842587107 11,445 278,396 SH   DFND 2 278,396 0 0
SOUTHERN CO COM 842587107 3,703 90,065 SH   DFND 3 90,065 0 0
SOUTHERN CO COM 842587107 4,557 110,855 SH   DFND 6 110,855 0 0
SOUTHERN COPPER CORP COM 84265V105 43,085 1,500,700 SH   DFND 1,5 0 0 1,500,700
SOUTHERN COPPER CORP COM 84265V105 1,269 44,200 SH   DFND 6 44,200 0 0
SOUTHERN COPPER CORP COM 84265V105 984 34,290 SH   DFND 7 34,290 0 0
SOUTHWEST AIRLS CO COM 844741108 340,581 18,077,532 SH   DFND 1,5 70,800 0 18,006,732
SOUTHWEST AIRLS CO COM 844741108 4,144 219,978 SH   DFND 2 219,978 0 0
SOUTHWEST AIRLS CO COM 844741108 579 30,718 SH   DFND 3 30,718 0 0
SOUTHWEST AIRLS CO COM 844741108 1,560 82,788 SH   DFND 6 64,898 0 17,890
SOUTHWEST AIRLS CO COM 844741108 16,913 897,700 SH   DFND 8 0 0 897,700
SOUTHWEST GAS CORP COM 844895102 46,783 836,756 SH   DFND 1,5 0 0 836,756
SOUTHWESTERN ENERGY CO COM 845467109 30,684 780,176 SH   DFND 1,5 46,676 0 733,500
SOUTHWESTERN ENERGY CO COM 845467109 4,355 110,726 SH   DFND 2 110,726 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,342 34,133 SH   DFND 3 34,133 0 0
SOUTHWESTERN ENERGY CO COM 845467109 5,235 133,100 SH   DFND 8 0 0 133,100
SOVRAN SELF STORAGE INC COM 84610H108 19,261 295,557 SH   DFND 1,5 0 0 295,557
SP PLUS CORP COM 78469C103 9,665 371,172 SH   DFND 6 371,172 0 0
SPAN AMER MED SYS INC COM 846396109 6,023 289,000 SH   DFND 1,5 0 0 289,000
SPANSION INC COM CL A NEW 84649R200 18,335 1,320,017 SH   DFND 1,5 985 0 1,319,032
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,785 10,790 SH   DFND 3 10,790 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 342 2,947 SH   DFND 3 2,947 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 53,357 459,300 SH   DFND 7 459,300 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 15,927 137,101 SH   DFND   137,101 0 0
SPDR INDEX SHS FDS RUSS NOM SC JP 78463X822 8,052 160,400 SH   DFND 3 160,400 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 62,951 1,527,949 SH   DFND 3 1,527,949 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 407,080 2,204,365 SH   DFND 1,5 1,997,765 0 206,600
SPDR S&P 500 ETF TR TR UNIT 78462F103 899,680 4,871,823 SH   DFND 3 4,871,823 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 31,469 170,404 SH   DFND 6 170,404 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 149,113 807,459 SH   DFND 7 807,459 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 298 1,611 SH   DFND   1,611 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,028 12,398 SH   DFND 3 12,398 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 33,362 577,800 SH   DFND 1,5 28,100 0 549,700
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 918 22,625 SH   DFND 3 22,625 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 176,195 4,338,705 SH   DFND 3 4,338,705 0 0
SPDR SERIES TRUST S&P INS ETF 78464A789 21,747 344,700 SH   DFND 3 344,700 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 56,315 640,158 SH   DFND 3 640,158 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 1,304 17,966 SH   DFND 3 17,966 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 259 7,780 SH   DFND 3 7,780 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 77,938 884,658 SH   DFND 3 884,658 0 0
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 214 8,830 SH   DFND 3 8,830 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 257 3,609 SH   DFND 3 3,609 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 4,070 100,342 SH   DFND 7 100,342 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 451 9,643 SH   DFND   9,643 0 0
SPECTRA ENERGY CORP COM 847560109 132,596 3,722,513 SH   DFND 1,5 0 0 3,722,513
SPECTRA ENERGY CORP COM 847560109 7,536 211,554 SH   DFND 2 211,554 0 0
SPECTRA ENERGY CORP COM 847560109 2,253 63,242 SH   DFND 3 63,242 0 0
SPECTRA ENERGY CORP COM 847560109 38,175 1,071,722 SH   DFND 8 0 0 1,071,722
SPECTRANETICS CORP COM 84760C107 18,863 754,500 SH   DFND 1,5 0 0 754,500
SPECTRANETICS CORP COM 84760C107 20,000 800,000 SH   DFND 8 0 0 800,000
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,440 275,700 SH   DFND 1,5 0 0 275,700
SPECTRUM PHARMACEUTICALS INC COM 84763A108 50,970 5,759,347 SH   DFND 8 0 0 5,759,347
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9,444 277,100 SH   DFND 8 0 0 277,100
SPIRIT AIRLS INC COM 848577102 346,202 7,623,919 SH   DFND 1,5 17,592 0 7,606,327
SPIRIT AIRLS INC COM 848577102 1,122 24,708 SH   DFND 6 24,708 0 0
SPIRIT AIRLS INC COM 848577102 4,730 104,170 SH   DFND 7 104,170 0 0
SPIRIT AIRLS INC COM 848577102 19,656 432,859 SH   DFND 8 0 0 432,859
SPIRIT AIRLS INC COM 848577102 123,126 2,711,419 SH   DFND   2,711,419 0 0
SPLUNK INC COM 848637104 657,356 9,572,680 SH   DFND 1,5 24,900 0 9,547,780
SPLUNK INC COM 848637104 9,214 134,180 SH   DFND 6 134,180 0 0
SPLUNK INC COM 848637104 4,659 67,850 SH   DFND 7 67,850 0 0
SPLUNK INC COM 848637104 3,077 44,813 SH   DFND 8 0 0 44,813
SPLUNK INC COM 848637104 33,812 492,386 SH   DFND   492,386 0 0
SPRINGLEAF HLDGS INC COM 85172J101 100,079 3,958,840 SH   DFND 1,5 0 0 3,958,840
SPRINGLEAF HLDGS INC COM 85172J101 41,547 1,643,480 SH   DFND 6 1,643,480 0 0
SPRINGLEAF HLDGS INC COM 85172J101 4,053 160,310 SH   DFND 7 160,310 0 0
SPRINGLEAF HLDGS INC COM 85172J101 5,471 216,400 SH   DFND 8 0 0 216,400
SPRINGLEAF HLDGS INC COM 85172J101 530 20,970 SH   DFND   20,970 0 0
SPRINT CORP COM SER 1 85207U105 36,280 3,374,866 SH   DFND 1,5 18,700 0 3,356,166
SPRINT CORP COM SER 1 85207U105 1,075 99,973 SH   DFND 8 0 0 99,973
SPRINT CORP COM SER 1 85207U105 528 49,085 SH   DFND   49,085 0 0
SPROUTS FMRS MKT INC COM 85208M102 223,998 5,828,722 SH   DFND 1,5 10,700 0 5,818,022
SPROUTS FMRS MKT INC COM 85208M102 553 14,400 SH   DFND 6 14,400 0 0
SPROUTS FMRS MKT INC COM 85208M102 8,509 221,420 SH   DFND   221,420 0 0
SPS COMM INC COM 78463M107 90,689 1,388,800 SH   DFND 1,5 0 0 1,388,800
SPX CORP COM 784635104 45,605 457,836 SH   DFND 1,5 0 0 457,836
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 529,161 11,955,750 SH   DFND 1,5 28,600 0 11,927,150
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 10,215 230,796 SH   DFND 6 230,796 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,535 147,650 SH   DFND 7 147,650 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 470 9,400 SH   DFND   9,400 0 0
ST JOE CO COM 790148100 61,004 3,178,935 SH   DFND 1,5 21,500 0 3,157,435
ST JOE CO COM 790148100 1,536 80,059 SH   DFND 8 0 0 80,059
ST JUDE MED INC COM 790849103 486,403 7,851,534 SH   DFND 1,5 17,064 0 7,834,470
ST JUDE MED INC COM 790849103 5,708 92,135 SH   DFND 2 92,135 0 0
ST JUDE MED INC COM 790849103 467 7,544 SH   DFND 3 7,544 0 0
ST JUDE MED INC COM 790849103 3,192 51,530 SH   DFND 6 51,530 0 0
ST JUDE MED INC COM 790849103 17,346 280,000 SH   DFND 8 0 0 280,000
STAG INDL INC COM 85254J102 16,860 826,869 SH   DFND 1,5 0 0 826,869
STAG INDL INC COM 85254J102 8,302 407,140 SH   DFND 6 407,140 0 0
STAGE STORES INC COM NEW 85254C305 6,731 302,940 SH   DFND 6 302,940 0 0
STAMPS COM INC COM NEW 852857200 89,791 2,132,794 SH   DFND 1,5 0 0 2,132,794
STANCORP FINL GROUP INC COM 852891100 158,493 2,392,350 SH   DFND 1,5 0 0 2,392,350
STANCORP FINL GROUP INC COM 852891100 948 14,316 SH   DFND 3 14,316 0 0
STANCORP FINL GROUP INC COM 852891100 49,437 746,226 SH   DFND 6 667,576 0 78,650
STANCORP FINL GROUP INC COM 852891100 13,315 200,980 SH   DFND 7 200,040 0 940
STANCORP FINL GROUP INC COM 852891100 2,875 43,400 SH   DFND 8 0 0 43,400
STANCORP FINL GROUP INC COM 852891100 6,453 97,403 SH   DFND   97,403 0 0
STANDARD MTR PRODS INC COM 853666105 57,173 1,553,616 SH   DFND 1,5 0 0 1,553,616
STANDARD PAC CORP NEW COM 85375C101 22,134 2,445,800 SH   DFND 1,5 0 0 2,445,800
STANDARD PAC CORP NEW NOTE 1.250% 8/0 85375CBC4 19,062 14,400,000 PRN   DFND 1,5 0 0 0
STANDEX INTL CORP COM 854231107 38,694 615,359 SH   DFND 1,5 0 0 615,359
STANDEX INTL CORP COM 854231107 3,496 55,600 SH   DFND 8 0 0 55,600
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 9,061 87,800 SH   DFND 1,5 34,000 0 53,800
STANLEY BLACK & DECKER INC COM 854502101 292,520 3,625,229 SH   DFND 1,5 129,239 0 3,495,990
STANLEY BLACK & DECKER INC COM 854502101 3,954 49,007 SH   DFND 2 49,007 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,164 14,431 SH   DFND 3 14,431 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,663 45,400 SH   DFND 6 45,400 0 0
STANLEY BLACK & DECKER INC UNIT 99/99/9999 854502804 227 2,200 SH   DFND 6 0 0 2,200
STANLEY FURNITURE CO INC COM NEW 854305208 4,952 1,289,638 SH   DFND 1,5 0 0 1,289,638
STANTEC INC COM 85472N109 245,881 3,965,800 SH   DFND 1,5 0 0 3,965,800
STANTEC INC COM 85472N109 7,837 126,400 SH   DFND 6 77,800 0 48,600
STANTEC INC COM 85472N109 18,724 302,000 SH   DFND 7 290,000 0 12,000
STANTEC INC COM 85472N109 102,785 1,657,815 SH   DFND   1,511,215 0 146,600
STAPLES INC COM 855030102 885,097 55,701,488 SH   DFND 1,5 135,237 0 55,566,251
STAPLES INC COM 855030102 3,314 208,540 SH   DFND 2 208,540 0 0
STAPLES INC COM 855030102 923 58,075 SH   DFND 3 58,075 0 0
STAPLES INC COM 855030102 2,231 140,430 SH   DFND 6 140,430 0 0
STAPLES INC COM 855030102 7,003 440,722 SH   DFND 8 0 0 440,722
STAPLES INC COM 855030102 8,019 504,653 SH   DFND   504,653 0 0
STARBUCKS CORP COM 855244109 3,279,714 41,838,420 SH   DFND 1,5 111,050 0 41,727,370
STARBUCKS CORP COM 855244109 18,652 237,937 SH   DFND 2 237,937 0 0
STARBUCKS CORP COM 855244109 8,432 107,567 SH   DFND 3 107,567 0 0
STARBUCKS CORP COM 855244109 47,608 607,320 SH   DFND 6 445,640 0 161,680
STARBUCKS CORP COM 855244109 30,881 393,940 SH   DFND 7 303,470 0 90,470
STARBUCKS CORP COM 855244109 86,958 1,109,300 SH   DFND 8 0 0 1,109,300
STARBUCKS CORP COM 855244109 52,069 664,232 SH   DFND   664,232 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 220,299 2,772,800 SH   DFND 1,5 19,000 0 2,753,800
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,804 60,467 SH   DFND 2 60,467 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,306 16,435 SH   DFND 3 16,435 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 28,769 362,100 SH   DFND 8 0 0 362,100
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 6,078 5,500,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 2,764 2,500,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 21,930 750,000 SH   DFND 1,5 0 0 750,000
STARZ COM SER A 85571Q102 5,190 177,500 SH   DFND 8 0 0 177,500
STATE STR CORP COM 857477103 325,068 4,429,319 SH   DFND 1,5 0 0 4,429,319
STATE STR CORP COM 857477103 10,172 138,608 SH   DFND 2 138,608 0 0
STATE STR CORP COM 857477103 4,523 61,628 SH   DFND 3 61,628 0 0
STATE STR CORP COM 857477103 27,690 377,300 SH   DFND 6 325,850 0 51,450
STATE STR CORP COM 857477103 58,111 791,810 SH   DFND 7 714,930 0 76,880
STATE STR CORP COM 857477103 40,365 550,000 SH   DFND 8 0 0 550,000
STATE STR CORP COM 857477103 6,319 86,102 SH   DFND   86,102 0 0
STATOIL ASA SPONSORED ADR 85771P102 25,433 1,054,000 SH   DFND 1,5 0 0 1,054,000
STEALTHGAS INC SHS Y81669106 6,206 609,039 SH   DFND 8 0 0 609,039
STEEL DYNAMICS INC COM 858119100 20,435 1,045,779 SH   DFND 1,5 0 0 1,045,779
STEINER LEISURE LTD ORD P8744Y102 81,315 1,653,079 SH   DFND 1,5 0 0 1,653,079
STEINER LEISURE LTD ORD P8744Y102 4,830 98,183 SH   DFND 6 98,183 0 0
STEINER LEISURE LTD ORD P8744Y102 12,047 244,900 SH   DFND 7 244,900 0 0
STEINER LEISURE LTD ORD P8744Y102 10,017 203,644 SH   DFND 8 0 0 203,644
STEMLINE THERAPEUTICS INC COM 85858C107 2,048 104,500 SH   DFND 1,5 0 0 104,500
STEMLINE THERAPEUTICS INC COM 85858C107 26,881 1,371,492 SH   DFND 8 0 0 1,371,492
STERICYCLE INC COM 858912108 393,290 3,385,472 SH   DFND 1,5 0 0 3,385,472
STERICYCLE INC COM 858912108 3,144 27,062 SH   DFND 2 27,062 0 0
STERICYCLE INC COM 858912108 1,284 11,049 SH   DFND 3 11,049 0 0
STERICYCLE INC COM 858912108 19,891 171,219 SH   DFND 8 0 0 171,219
STERIS CORP COM 859152100 64,815 1,348,900 SH   DFND 1,5 0 0 1,348,900
STERIS CORP COM 859152100 7,688 160,000 SH   DFND 8 0 0 160,000
STERLING BANCORP DEL COM 85917A100 16,044 1,200,000 SH   DFND 1,5 0 0 1,200,000
STERLING CONSTRUCTION CO INC COM 859241101 19,120 1,630,000 SH   DFND 1,5 0 0 1,630,000
STERLING FINL CORP WASH COM NEW 859319303 61,344 1,800,000 SH   DFND 1,5 0 0 1,800,000
STIFEL FINL CORP COM 860630102 48,898 1,020,410 SH   DFND 7 1,020,410 0 0
STONE ENERGY CORP COM 861642106 111,476 3,222,785 SH   DFND 1,5 0 0 3,222,785
STRATASYS LTD SHS M85548101 149,767 1,111,858 SH   DFND 1,5 18,273 0 1,093,585
STRATASYS LTD SHS M85548101 6,697 49,718 SH   DFND 8 0 0 49,718
STRATASYS LTD SHS M85548101 4,351 32,300 SH   DFND   32,300 0 0
STRATTEC SEC CORP COM 863111100 18,337 410,510 SH   DFND 1,5 80,510 0 330,000
STRYKER CORP COM 863667101 452,472 6,021,721 SH   DFND 1,5 0 0 6,021,721
STRYKER CORP COM 863667101 7,003 93,194 SH   DFND 2 93,194 0 0
STRYKER CORP COM 863667101 3,142 41,813 SH   DFND 3 41,813 0 0
STRYKER CORP COM 863667101 458 6,090 SH   DFND 6 6,090 0 0
STRYKER CORP COM 863667101 1,651 21,972 SH   DFND 7 21,972 0 0
STRYKER CORP COM 863667101 195,717 2,604,695 SH   DFND 8 0 0 2,604,695
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 6,939 661,500 SH   DFND 1,5 0 0 661,500
SUMMIT HOTEL PPTYS COM 866082100 4,911 545,700 SH   DFND 1,5 0 0 545,700
SUN CMNTYS INC COM 866674104 181,580 4,258,441 SH   DFND 1,5 49,535 0 4,208,906
SUN CMNTYS INC COM 866674104 7,649 179,376 SH   DFND 6 179,376 0 0
SUN CMNTYS INC COM 866674104 38,245 896,921 SH   DFND 8 0 0 896,921
SUN LIFE FINL INC COM 866796105 167,656 4,746,604 SH   DFND 1,5 2,842,004 0 1,904,600
SUN LIFE FINL INC COM 866796105 30,274 857,100 SH   DFND 6 299,600 0 557,500
SUN LIFE FINL INC COM 866796105 132,267 3,744,700 SH   DFND 7 3,696,600 0 48,100
SUN LIFE FINL INC COM 866796105 145,989 4,133,172 SH   DFND   3,622,572 0 510,600
SUNCOKE ENERGY INC COM 86722A103 20,166 884,077 SH   DFND 1,5 0 0 884,077
SUNCOR ENERGY INC NEW COM 867224107 1,313,100 37,455,431 SH   DFND 1,5 2,901,197 0 34,554,234
SUNCOR ENERGY INC NEW COM 867224107 61,691 1,759,706 SH   DFND 6 661,092 0 1,098,614
SUNCOR ENERGY INC NEW COM 867224107 291,462 8,313,788 SH   DFND 7 8,240,284 0 73,504
SUNCOR ENERGY INC NEW COM 867224107 118,479 3,379,560 SH   DFND 8 0 0 3,379,560
SUNCOR ENERGY INC NEW COM 867224107 469,879 13,403,048 SH   DFND   11,754,416 0 1,648,632
SUNEDISON INC COM 86732Y109 72,827 5,580,650 SH   DFND 1,5 170,300 0 5,410,350
SUNEDISON INC COM 86732Y109 835 63,950 SH   DFND 6 63,950 0 0
SUNEDISON INC COM 86732Y109 763 58,500 SH   DFND 8 0 0 58,500
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,377 290,600 SH   DFND 1,5 0 0 290,600
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 9,765 2,060,173 SH   DFND 6 2,060,173 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 10,715 2,260,495 SH   DFND 8 0 0 2,260,495
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 2,644 557,800 SH   DFND   557,800 0 0
SUNGY MOBILE LTD ADR REP ORD A 86737M100 2,362 115,600 SH   DFND 1,5 0 0 115,600
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 17,209 228,000 SH   DFND 1,5 0 0 228,000
SUNOPTA INC COM 8676EP108 20,690 2,066,900 SH   DFND 1,5 0 0 2,066,900
SUNOPTA INC COM 8676EP108 22,977 2,295,361 SH   DFND 6 2,295,361 0 0
SUNOPTA INC COM 8676EP108 7,729 772,100 SH   DFND   772,100 0 0
SUNPOWER CORP COM 867652406 8,234 276,200 SH   DFND 1,5 0 0 276,200
SUNPOWER CORP COM 867652406 310 10,400 SH   DFND 6 10,400 0 0
SUNPOWER CORP COM 867652406 6,884 230,920 SH   DFND   230,920 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 97,949 7,309,662 SH   DFND 1,5 161,534 0 7,148,128
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 7,639 306,780 SH   DFND 1,5 0 0 306,780
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,987 521,439 SH   DFND 6 521,439 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,336 174,363 SH   DFND 7 174,363 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 47,130 3,517,190 SH   DFND 8 0 0 3,517,190
SUNTRUST BKS INC COM 867914103 305,962 8,311,918 SH   DFND 1,5 0 0 8,311,918
SUNTRUST BKS INC COM 867914103 6,221 169,004 SH   DFND 2 169,004 0 0
SUNTRUST BKS INC COM 867914103 1,650 44,812 SH   DFND 3 44,812 0 0
SUNTRUST BKS INC COM 867914103 2,170 58,960 SH   DFND 6 58,960 0 0
SUNTRUST BKS INC COM 867914103 40,587 1,102,600 SH   DFND 8 0 0 1,102,600
SUPER MICRO COMPUTER INC COM 86800U104 94,809 5,525,012 SH   DFND 1,5 0 0 5,525,012
SUPER MICRO COMPUTER INC COM 86800U104 14,806 862,800 SH   DFND 8 0 0 862,800
SUPERIOR ENERGY SVCS INC COM 868157108 143,694 5,400,000 SH   DFND 1,5 0 0 5,400,000
SUPERIOR ENERGY SVCS INC COM 868157108 4,989 187,500 SH   DFND 6 187,500 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 46,256 1,327,676 SH   DFND 1,5 0 0 1,327,676
SURGICAL CARE AFFILIATES INC COM 86881L106 7,273 208,750 SH   DFND 6 208,750 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 27,727 795,824 SH   DFND 8 0 0 795,824
SUSSER HLDGS CORP COM 869233106 30,587 467,050 SH   DFND 1,5 0 0 467,050
SUSSER HLDGS CORP COM 869233106 9,109 139,090 SH   DFND 6 139,090 0 0
SVB FINL GROUP COM 78486Q101 20,322 193,800 SH   DFND 1,5 0 0 193,800
SWIFT ENERGY CO COM 870738101 58,577 4,339,000 SH   DFND 1,5 0 0 4,339,000
SWIFT TRANSN CO CL A 87074U101 1,304 58,700 SH   DFND 6 0 0 58,700
SWIFT TRANSN CO CL A 87074U101 7,845 353,200 SH   DFND 8 0 0 353,200
SWS GROUP INC COM 78503N107 1,222 201,000 SH   DFND 1,5 0 0 201,000
SYKES ENTERPRISES INC COM 871237103 10,857 497,813 SH   DFND 1,5 0 0 497,813
SYKES ENTERPRISES INC COM 871237103 3,169 145,300 SH   DFND 8 0 0 145,300
SYMANTEC CORP COM 871503108 119,798 5,080,481 SH   DFND 1,5 0 0 5,080,481
SYMANTEC CORP COM 871503108 5,182 219,761 SH   DFND 2 219,761 0 0
SYMANTEC CORP COM 871503108 598 25,380 SH   DFND 3 25,380 0 0
SYMANTEC CORP COM 871503108 1,921 81,480 SH   DFND 7 81,480 0 0
SYMETRA FINL CORP COM 87151Q106 9,905 522,415 SH   DFND 1,5 0 0 522,415
SYNAGEVA BIOPHARMA CORP COM 87159A103 122,444 1,891,896 SH   DFND 1,5 4,265 0 1,887,631
SYNAGEVA BIOPHARMA CORP COM 87159A103 31,517 486,970 SH   DFND 6 486,970 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 4,923 76,070 SH   DFND 7 76,070 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 37,306 576,424 SH   DFND 8 0 0 576,424
SYNAGEVA BIOPHARMA CORP COM 87159A103 379 5,859 SH   DFND   5,859 0 0
SYNAPTICS INC COM 87157D109 327 6,311 SH   DFND 8 0 0 6,311
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 186,637 6,006,991 SH   DFND 1,5 0 0 6,006,991
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,237 71,996 SH   DFND 8 0 0 71,996
SYNERGY PHARMACEUTICALS DEL *W EXP 12/06/201 871639118 806 375,000 SH   DFND 8 0 0 375,000
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 14,940 2,653,656 SH   DFND 8 0 0 2,653,656
SYNERGY RES CORP COM 87164P103 894 96,541 SH   DFND 1,5 0 0 96,541
SYNERGY RES CORP COM 87164P103 3,897 420,859 SH   DFND 8 0 0 420,859
SYNNEX CORP COM 87162W100 330,193 4,899,012 SH   DFND 1,5 0 0 4,899,012
SYNOPSYS INC COM 871607107 60,863 1,500,187 SH   DFND 1,5 0 0 1,500,187
SYNOVUS FINL CORP COM 87161C105 97,559 27,099,660 SH   DFND 1,5 0 0 27,099,660
SYNOVUS FINL CORP COM 87161C105 15,776 4,382,180 SH   DFND 6 3,242,480 0 1,139,700
SYNOVUS FINL CORP COM 87161C105 952 264,500 SH   DFND 7 257,800 0 6,700
SYNOVUS FINL CORP COM 87161C105 3,943 1,095,201 SH   DFND   1,095,201 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 20,919 3,992,103 SH   DFND 8 0 0 3,992,103
SYNTEL INC COM 87162H103 36,634 402,796 SH   DFND 1,5 0 0 402,796
SYNTEL INC COM 87162H103 16,478 181,174 SH   DFND 7 181,174 0 0
SYNTEL INC COM 87162H103 21,002 230,913 SH   DFND 8 0 0 230,913
SYSCO CORP COM 871829107 87,209 2,415,758 SH   DFND 1,5 0 0 2,415,758
SYSCO CORP COM 871829107 6,629 183,624 SH   DFND 2 183,624 0 0
SYSCO CORP COM 871829107 3,313 91,767 SH   DFND 3 91,767 0 0
SYSCO CORP COM 871829107 565 15,642 SH   DFND 6 15,642 0 0
SYSCO CORP COM 871829107 864 23,930 SH   DFND 7 23,930 0 0
T-MOBILE US INC COM 872590104 379,222 11,272,955 SH   DFND 1,5 12,950 0 11,260,005
T-MOBILE US INC COM 872590104 34,278 1,018,979 SH   DFND 6 561,959 0 457,020
T-MOBILE US INC COM 872590104 29,845 887,180 SH   DFND 7 670,980 0 216,200
T-MOBILE US INC COM 872590104 42,029 1,249,373 SH   DFND 8 0 0 1,249,373
TABLEAU SOFTWARE INC CL A 87336U105 129,416 1,877,500 SH   DFND 1,5 600 0 1,876,900
TABLEAU SOFTWARE INC CL A 87336U105 372 5,400 SH   DFND 8 0 0 5,400
TABLEAU SOFTWARE INC CL A 87336U105 29,361 425,958 SH   DFND   425,958 0 0
TAHOE RES INC COM 873868103 158,766 9,544,403 SH   DFND 1,5 0 0 9,544,403
TAHOE RES INC COM 873868103 11,802 709,519 SH   DFND 6 250,219 0 459,300
TAHOE RES INC COM 873868103 55,637 3,344,700 SH   DFND 7 3,344,000 0 700
TAHOE RES INC COM 873868103 5,682 341,600 SH   DFND 8 0 0 341,600
TAHOE RES INC COM 873868103 77,479 4,657,750 SH   DFND   4,178,650 0 479,100
TAITRON COMPONENTS INC CL A 874028103 315 300,000 SH   DFND 1,5 0 0 300,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 278,685 15,979,652 SH   DFND 1,5 172,829 0 15,806,823
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 371 21,274 SH   DFND 3 21,274 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 364 20,900 SH   DFND 6 20,900 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 976 56,211 SH   DFND 1,5 0 0 56,211
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,154 1,000,000 PRN   DFND 8 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 16,084 925,939 SH   DFND 8 0 0 925,939
TALISMAN ENERGY INC COM 87425E103 15,857 1,363,900 SH   DFND 1,5 0 0 1,363,900
TALISMAN ENERGY INC COM 87425E103 4,196 360,887 SH   DFND 6 433 0 360,454
TALISMAN ENERGY INC COM 87425E103 31,150 2,679,310 SH   DFND 7 2,677,310 0 2,000
TALISMAN ENERGY INC COM 87425E103 12,574 1,081,500 SH   DFND 8 0 0 1,081,500
TALISMAN ENERGY INC COM 87425E103 43,708 3,759,400 SH   DFND   2,453,700 0 1,305,700
TANGER FACTORY OUTLET CTRS I COM 875465106 136,904 4,275,581 SH   DFND 1,5 92,635 0 4,182,946
TANGER FACTORY OUTLET CTRS I COM 875465106 62,353 1,947,300 SH   DFND 8 0 0 1,947,300
TANGER FACTORY OUTLET CTRS I COM 875465106 15,754 492,000 SH   DFND   492,000 0 0
TANGOE INC COM 87582Y108 20,492 1,137,800 SH   DFND 1,5 0 0 1,137,800
TARGA RES CORP COM 87612G101 111,880 1,268,911 SH   DFND 1,5 150 0 1,268,761
TARGA RES CORP COM 87612G101 23,783 269,739 SH   DFND 8 0 0 269,739
TARGACEPT INC COM 87611R306 1,783 429,713 SH   DFND 1,5 0 0 429,713
TARGET CORP COM 87612E106 1,712,459 27,065,887 SH   DFND 1,5 362,943 0 26,702,944
TARGET CORP COM 87612E106 12,627 199,572 SH   DFND 2 199,572 0 0
TARGET CORP COM 87612E106 3,589 56,717 SH   DFND 3 56,717 0 0
TARGET CORP COM 87612E106 26,934 425,698 SH   DFND 6 425,698 0 0
TARGET CORP COM 87612E106 13,075 206,650 SH   DFND 7 206,650 0 0
TARGET CORP COM 87612E106 32,145 508,053 SH   DFND 8 0 0 508,053
TASEKO MINES LTD COM 876511106 43 20,500 SH   DFND 7 20,500 0 0
TASEKO MINES LTD COM 876511106 91 42,900 SH   DFND   42,900 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,329 108,100 SH   DFND 8 0 0 108,100
TAYLOR MORRISON HOME CORP CL A 87724P106 10,433 464,700 SH   DFND 1,5 0 0 464,700
TAYLOR MORRISON HOME CORP CL A 87724P106 5,128 228,400 SH   DFND 8 0 0 228,400
TCF FINL CORP COM 872275102 350,051 21,541,600 SH   DFND 1,5 0 0 21,541,600
TCF FINL CORP COM 872275102 38,090 2,343,998 SH   DFND 6 2,343,998 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 17,142 559,476 SH   DFND 1,5 0 0 559,476
TD AMERITRADE HLDG CORP COM 87236Y108 24,872 811,740 SH   DFND   811,740 0 0
TE CONNECTIVITY LTD REG SHS H84989104 605,891 10,994,215 SH   DFND 1,5 38,914 0 10,955,301
TE CONNECTIVITY LTD REG SHS H84989104 7,141 129,569 SH   DFND 2 129,569 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,952 35,417 SH   DFND 3 35,417 0 0
TE CONNECTIVITY LTD REG SHS H84989104 25,699 466,325 SH   DFND 6 141,325 0 325,000
TE CONNECTIVITY LTD REG SHS H84989104 19,760 358,560 SH   DFND 7 273,300 0 85,260
TE CONNECTIVITY LTD REG SHS H84989104 31,879 578,455 SH   DFND 8 0 0 578,455
TEAM HEALTH HOLDINGS INC COM 87817A107 149,936 3,291,682 SH   DFND 1,5 0 0 3,291,682
TEAM HEALTH HOLDINGS INC COM 87817A107 30,714 674,300 SH   DFND 7 674,300 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,681 36,900 SH   DFND 8 0 0 36,900
TEAM INC COM 878155100 4,805 113,484 SH   DFND 6 113,484 0 0
TECH DATA CORP COM 878237106 292,120 5,661,238 SH   DFND 1,5 0 0 5,661,238
TECHNE CORP COM 878377100 7,317 77,290 SH   DFND 6 77,290 0 0
TECK RESOURCES LTD CL B 878742204 2,233 85,800 SH   DFND 1,5 0 0 85,800
TECK RESOURCES LTD CL B 878742204 5,164 198,400 SH   DFND 8 0 0 198,400
TECK RESOURCES LTD CL B 878742204 599 23,002 SH   DFND   23,002 0 0
TECO ENERGY INC COM 872375100 1,112 64,493 SH   DFND 2 64,493 0 0
TECO ENERGY INC COM 872375100 325 18,824 SH   DFND 3 18,824 0 0
TEEKAY CORPORATION COM Y8564W103 12,581 262,046 SH   DFND 1,5 0 0 262,046
TEEKAY CORPORATION COM Y8564W103 5,713 119,000 SH   DFND 8 0 0 119,000
TEJON RANCH CO COM 879080109 5,514 150,000 SH   DFND 1,5 0 0 150,000
TEJON RANCH CO *W EXP 08/31/201 879080133 119 22,157 SH   DFND 1,5 0 0 22,157
TELEDYNE TECHNOLOGIES INC COM 879360105 198,823 2,164,413 SH   DFND 1,5 15,560 0 2,148,853
TELEDYNE TECHNOLOGIES INC COM 879360105 10,996 119,700 SH   DFND 6 119,700 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 82,350 896,472 SH   DFND 8 0 0 896,472
TELEFLEX INC COM 879369106 7,894 84,104 SH   DFND 1,5 0 0 84,104
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 80,870 51,096,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 31,064 330,960 SH   DFND 6 330,960 0 0
TELEFLEX INC COM 879369106 4,328 46,110 SH   DFND 7 46,110 0 0
TELEFLEX INC COM 879369106 6,570 70,000 SH   DFND 8 0 0 70,000
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 63 40,000 PRN   DFND   0 0 0
TELEFLEX INC COM 879369106 591 6,293 SH   DFND   6,293 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 8,111 422,011 SH   DFND 1,5 16,169 0 405,842
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,121 58,300 SH   DFND 8 0 0 58,300
TELEFONICA S A SPONSORED ADR 879382208 2,030 124,234 SH   DFND 1,5 0 0 124,234
TELEPHONE & DATA SYS INC COM NEW 879433829 40,254 1,561,425 SH   DFND 1,5 0 0 1,561,425
TELEPHONE & DATA SYS INC COM NEW 879433829 28,331 1,098,949 SH   DFND 8 0 0 1,098,949
TELETECH HOLDINGS INC COM 879939106 42,647 1,781,426 SH   DFND 1,5 0 0 1,781,426
TELUS CORP COM 87971M103 10,325 300,000 SH   DFND 1,5 0 0 300,000
TELUS CORP COM 87971M103 7,061 205,162 SH   DFND 6 0 0 205,162
TELUS CORP COM 87971M103 146,140 4,246,100 SH   DFND 7 4,244,700 0 1,400
TELUS CORP COM 87971M103 267,818 7,781,459 SH   DFND   6,859,059 0 922,400
TEMPUR SEALY INTL INC COM 88023U101 363,960 6,745,000 SH   DFND 1,5 5,800 0 6,739,200
TEMPUR SEALY INTL INC COM 88023U101 26,618 493,289 SH   DFND 6 493,289 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 187,429 4,449,884 SH   DFND 1,5 0 0 4,449,884
TENET HEALTHCARE CORP COM NEW 88033G407 1,320 31,329 SH   DFND 2 31,329 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 476 11,299 SH   DFND 3 11,299 0 0
TENNECO INC COM 880349105 386,566 6,833,417 SH   DFND 1,5 21,227 0 6,812,190
TENNECO INC COM 880349105 22,426 396,426 SH   DFND 6 396,426 0 0
TENNECO INC COM 880349105 16,991 300,346 SH   DFND 8 0 0 300,346
TERADATA CORP DEL COM 88076W103 2,347 51,591 SH   DFND 2 51,591 0 0
TERADATA CORP DEL COM 88076W103 551 12,108 SH   DFND 3 12,108 0 0
TERADATA CORP DEL COM 88076W103 25,077 551,257 SH   DFND 8 0 0 551,257
TERADYNE INC COM 880770102 13,183 748,188 SH   DFND 1,5 0 0 748,188
TERADYNE INC COM 880770102 408 23,165 SH   DFND 3 23,165 0 0
TERADYNE INC COM 880770102 265 15,036 SH   DFND 8 0 0 15,036
TEREX CORP NEW COM 880779103 106,451 2,535,162 SH   DFND 1,5 0 0 2,535,162
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 25,175 9,590,000 PRN   DFND 1,5 0 0 0
TEREX CORP NEW COM 880779103 4,493 107,000 SH   DFND 8 0 0 107,000
TERRENO RLTY CORP COM 88146M101 53,961 3,048,654 SH   DFND 1,5 10,536 0 3,038,118
TERRENO RLTY CORP COM 88146M101 1,797 101,500 SH   DFND 6 101,500 0 0
TERRENO RLTY CORP COM 88146M101 323 18,250 SH   DFND 7 18,250 0 0
TERRENO RLTY CORP COM 88146M101 6,292 355,501 SH   DFND 8 0 0 355,501
TESARO INC COM 881569107 28,149 996,794 SH   DFND 8 0 0 996,794
TESLA MTRS INC COM 88160R101 1,701,490 11,314,602 SH   DFND 1,5 99,130 0 11,215,472
TESLA MTRS INC COM 88160R101 923 6,139 SH   DFND 3 6,139 0 0
TESLA MTRS INC COM 88160R101 6,621 44,029 SH   DFND 6 44,029 0 0
TESLA MTRS INC COM 88160R101 27,131 180,415 SH   DFND 8 0 0 180,415
TESLA MTRS INC COM 88160R101 11,018 73,267 SH   DFND   73,267 0 0
TESORO CORP COM 881609101 132,994 2,273,400 SH   DFND 1,5 0 0 2,273,400
TESORO CORP COM 881609101 2,453 41,940 SH   DFND 2 41,940 0 0
TESORO CORP COM 881609101 599 10,239 SH   DFND 3 10,239 0 0
TESORO CORP COM 881609101 9,518 162,700 SH   DFND 8 0 0 162,700
TESORO CORP COM 881609101 7,608 130,059 SH   DFND   130,059 0 0
TESSCO TECHNOLOGIES INC COM 872386107 21,168 525,000 SH   DFND 1,5 0 0 525,000
TESSERA TECHNOLOGIES INC COM 88164L100 15,985 810,999 SH   DFND 1,5 0 0 810,999
TESSERA TECHNOLOGIES INC COM 88164L100 7,259 368,310 SH   DFND 6 368,310 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 22,686 1,150,995 SH   DFND 8 0 0 1,150,995
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 28,955 2,141,645 SH   DFND 4 2,141,645 0 0
TETRA TECH INC NEW COM 88162G103 74,167 2,650,718 SH   DFND 1,5 0 0 2,650,718
TETRA TECH INC NEW COM 88162G103 364 13,000 SH   DFND 8 0 0 13,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 27,221 2,202,328 SH   DFND 1,5 0 0 2,202,328
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 283,570 7,075,089 SH   DFND 1,5 5,000 0 7,070,089
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,169 79,078 SH   DFND 6 79,078 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,682 116,815 SH   DFND 7 116,815 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 85,838 2,141,672 SH   DFND 8 0 0 2,141,672
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 98,853 1,589,269 SH   DFND 1,5 0 0 1,589,269
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,241 36,034 SH   DFND 8 0 0 36,034
TEXAS INSTRS INC COM 882508104 222,824 5,074,571 SH   DFND 1,5 31,500 0 5,043,071
TEXAS INSTRS INC COM 882508104 15,175 345,591 SH   DFND 2 345,591 0 0
TEXAS INSTRS INC COM 882508104 7,105 161,819 SH   DFND 3 161,819 0 0
TEXAS INSTRS INC COM 882508104 494 11,255 SH   DFND 8 0 0 11,255
TEXAS ROADHOUSE INC COM 882681109 179,266 6,448,403 SH   DFND 1,5 47,480 0 6,400,923
TEXAS ROADHOUSE INC COM 882681109 431 15,500 SH   DFND 6 15,500 0 0
TEXAS ROADHOUSE INC COM 882681109 20,195 726,426 SH   DFND 8 0 0 726,426
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 34,452 856,600 SH   DFND 1,5 0 0 856,600
TEXTRON INC COM 883203101 432,558 11,767,095 SH   DFND 1,5 136,782 0 11,630,313
TEXTRON INC COM 883203101 3,263 88,769 SH   DFND 2 88,769 0 0
TEXTRON INC COM 883203101 311 8,466 SH   DFND 3 8,466 0 0
TEXTRON INC COM 883203101 71,780 1,952,660 SH   DFND 8 0 0 1,952,660
TEXTURA CORP COM 883211104 33,778 1,128,189 SH   DFND 1,5 0 0 1,128,189
TEXTURA CORP COM 883211104 12,629 421,796 SH   DFND 8 0 0 421,796
TEXTURA CORP COM 883211104 8,422 281,285 SH   DFND   281,285 0 0
TFS FINL CORP COM 87240R107 6,789 560,400 SH   DFND 6 560,400 0 0
TFS FINL CORP COM 87240R107 2,802 231,300 SH   DFND 8 0 0 231,300
THE ADT CORPORATION COM 00101J106 319 7,877 SH   DFND 1,5 0 0 7,877
THE ADT CORPORATION COM 00101J106 2,555 63,145 SH   DFND 2 63,145 0 0
THE ADT CORPORATION COM 00101J106 528 13,045 SH   DFND 3 13,045 0 0
THERAPEUTICSMD INC COM 88338N107 41,914 8,044,873 SH   DFND 1,5 0 0 8,044,873
THERAPEUTICSMD INC COM 88338N107 7,523 1,443,907 SH   DFND 8 0 0 1,443,907
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 48,769 33,750,000 PRN   DFND 1,5 0 0 0
THERAVANCE INC COM 88338T104 328,751 9,221,634 SH   DFND 1,5 43,107 0 9,178,527
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,084 750,000 PRN   DFND 6 0 0 0
THERAVANCE INC COM 88338T104 56,262 1,578,182 SH   DFND 8 0 0 1,578,182
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 130 90,000 PRN   DFND   0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,100,820 9,886,126 SH   DFND 1,5 33,000 0 9,853,126
THERMO FISHER SCIENTIFIC INC COM 883556102 12,705 114,096 SH   DFND 2 114,096 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,368 48,204 SH   DFND 3 48,204 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 62,899 564,880 SH   DFND 6 327,910 0 236,970
THERMO FISHER SCIENTIFIC INC COM 883556102 65,813 591,046 SH   DFND 7 458,696 0 132,350
THERMO FISHER SCIENTIFIC INC COM 883556102 232,219 2,085,491 SH   DFND 8 0 0 2,085,491
THERMO FISHER SCIENTIFIC INC COM 883556102 40,252 361,492 SH   DFND   361,492 0 0
THIRD PT REINS LTD COM G8827U100 16,028 865,000 SH   DFND 1,5 0 0 865,000
THIRD PT REINS LTD COM G8827U100 17,980 970,300 SH   DFND 6 970,300 0 0
THIRD PT REINS LTD COM G8827U100 676 36,500 SH   DFND 8 0 0 36,500
THOMPSON CREEK METALS CO INC COM 884768102 434 198,700 SH   DFND 6 0 0 198,700
THOMPSON CREEK METALS CO INC COM 884768102 2,532 1,159,200 SH   DFND 7 1,159,200 0 0
THOMSON REUTERS CORP COM 884903105 257 6,800 SH   DFND 7 6,800 0 0
THOMSON REUTERS CORP COM 884903105 26,876 710,704 SH   DFND   710,704 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 5,592 1,197,462 SH   DFND 1,5 0 0 1,197,462
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 6,329 1,355,269 SH   DFND 8 0 0 1,355,269
TIBCO SOFTWARE INC COM 88632Q103 6,111 271,831 SH   DFND 1,5 0 0 271,831
TIBCO SOFTWARE INC COM 88632Q103 17,791 791,416 SH   DFND 8 0 0 791,416
TIDEWATER INC COM 886423102 3,224 54,400 SH   DFND 6 54,400 0 0
TIDEWATER INC COM 886423102 4,786 80,750 SH   DFND 7 80,750 0 0
TIDEWATER INC COM 886423102 6,897 116,366 SH   DFND   116,366 0 0
TIFFANY & CO NEW COM 886547108 80,797 870,840 SH   DFND 1,5 1,600 0 869,240
TIFFANY & CO NEW COM 886547108 3,226 34,769 SH   DFND 2 34,769 0 0
TIFFANY & CO NEW COM 886547108 1,468 15,827 SH   DFND 3 15,827 0 0
TIFFANY & CO NEW COM 886547108 1,935 20,860 SH   DFND 6 20,860 0 0
TILE SHOP HLDGS INC COM 88677Q109 4,518 250,000 SH   DFND 1,5 0 0 250,000
TILLYS INC CL A 886885102 11,453 1,000,228 SH   DFND 6 1,000,228 0 0
TIM HORTONS INC COM 88706M103 434,022 7,437,332 SH   DFND 1,5 0 0 7,437,332
TIM HORTONS INC COM 88706M103 444 7,600 SH   DFND 6 0 0 7,600
TIM HORTONS INC COM 88706M103 2,422 41,500 SH   DFND 7 41,500 0 0
TIM HORTONS INC COM 88706M103 327 5,601 SH   DFND   5,601 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 80,012 3,049,236 SH   DFND 1,5 24,630 0 3,024,606
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 9,572 364,800 SH   DFND 8 0 0 364,800
TIME WARNER CABLE INC COM 88732J207 42,214 311,540 SH   DFND 1,5 0 0 311,540
TIME WARNER CABLE INC COM 88732J207 12,060 89,002 SH   DFND 2 89,002 0 0
TIME WARNER CABLE INC COM 88732J207 4,544 33,532 SH   DFND 3 33,532 0 0
TIME WARNER CABLE INC COM 88732J207 47,136 347,869 SH   DFND 8 0 0 347,869
TIME WARNER INC COM NEW 887317303 1,891,538 27,130,496 SH   DFND 1,5 323,325 0 26,807,171
TIME WARNER INC COM NEW 887317303 19,916 285,651 SH   DFND 2 285,651 0 0
TIME WARNER INC COM NEW 887317303 8,550 122,637 SH   DFND 3 122,637 0 0
TIME WARNER INC COM NEW 887317303 41,302 592,400 SH   DFND 6 361,770 0 230,630
TIME WARNER INC COM NEW 887317303 24,287 348,356 SH   DFND 7 287,606 0 60,750
TIME WARNER INC COM NEW 887317303 101,087 1,449,906 SH   DFND 8 0 0 1,449,906
TIMKEN CO COM 887389104 37,357 678,351 SH   DFND 1,5 0 0 678,351
TIMKEN CO COM 887389104 28,986 526,354 SH   DFND 8 0 0 526,354
TIMMINS GOLD CORP COM 88741P103 130 122,600 SH   DFND 8 0 0 122,600
TITAN MACHY INC COM 88830R101 43,014 2,413,829 SH   DFND 1,5 5,000 0 2,408,829
TIVO INC COM 888706108 40,663 3,099,323 SH   DFND 1,5 13,500 0 3,085,823
TIVO INC COM 888706108 1,377 104,980 SH   DFND 6 84,450 0 20,530
TIVO INC COM 888706108 3,952 301,200 SH   DFND 8 0 0 301,200
TJX COS INC NEW COM 872540109 4,708,702 73,885,178 SH   DFND 1,5 195,300 0 73,689,878
TJX COS INC NEW COM 872540109 14,311 224,550 SH   DFND 2 224,550 0 0
TJX COS INC NEW COM 872540109 7,987 125,319 SH   DFND 3 125,319 0 0
TJX COS INC NEW COM 872540109 127,716 2,004,024 SH   DFND 6 1,150,735 0 853,289
TJX COS INC NEW COM 872540109 175,221 2,749,430 SH   DFND 7 2,601,720 0 147,710
TJX COS INC NEW COM 872540109 116,102 1,821,780 SH   DFND 8 0 0 1,821,780
TJX COS INC NEW COM 872540109 51,481 807,801 SH   DFND   807,801 0 0
TOLL BROTHERS INC COM 889478103 135,985 3,675,269 SH   DFND 1,5 22,425 0 3,652,844
TOLL BROTHERS INC COM 889478103 12,029 325,114 SH   DFND 8 0 0 325,114
TORCHMARK CORP COM 891027104 105,796 1,353,758 SH   DFND 1,5 0 0 1,353,758
TORCHMARK CORP COM 891027104 2,231 28,549 SH   DFND 2 28,549 0 0
TORCHMARK CORP COM 891027104 922 11,802 SH   DFND 3 11,802 0 0
TORCHMARK CORP COM 891027104 14,458 185,000 SH   DFND 8 0 0 185,000
TORNIER N V SHS N87237108 18,790 1,000,000 SH   DFND 8 0 0 1,000,000
TORO CO COM 891092108 8,519 133,947 SH   DFND 1,5 0 0 133,947
TORO CO COM 891092108 18,091 284,453 SH   DFND 8 0 0 284,453
TORONTO DOMINION BK ONT COM NEW 891160509 189,316 2,008,800 SH   DFND 1,5 0 0 2,008,800
TORONTO DOMINION BK ONT COM NEW 891160509 102,675 1,089,470 SH   DFND 6 405,500 0 683,970
TORONTO DOMINION BK ONT COM NEW 891160509 790,105 8,383,673 SH   DFND 7 8,318,183 0 65,490
TORONTO DOMINION BK ONT COM NEW 891160509 1,669,089 17,710,418 SH   DFND   15,720,218 0 1,990,200
TOTAL S A SPONSORED ADR 89151E109 146,650 2,393,500 SH   DFND 1,5 11,100 0 2,382,400
TOTAL S A SPONSORED ADR 89151E109 343 5,594 SH   DFND 3 5,594 0 0
TOTAL SYS SVCS INC COM 891906109 646,140 19,415,261 SH   DFND 1,5 132,010 0 19,283,251
TOTAL SYS SVCS INC COM 891906109 1,755 52,730 SH   DFND 2 52,730 0 0
TOTAL SYS SVCS INC COM 891906109 683 20,537 SH   DFND 3 20,537 0 0
TOTAL SYS SVCS INC COM 891906109 51,459 1,546,259 SH   DFND 6 1,206,569 0 339,690
TOTAL SYS SVCS INC COM 891906109 27,223 818,010 SH   DFND 7 659,390 0 158,620
TOTAL SYS SVCS INC COM 891906109 71,714 2,154,860 SH   DFND 8 0 0 2,154,860
TOTAL SYS SVCS INC COM 891906109 579 17,406 SH   DFND   17,406 0 0
TOWERS WATSON & CO CL A 891894107 438,007 3,432,388 SH   DFND 1,5 0 0 3,432,388
TOWERS WATSON & CO CL A 891894107 2,175 17,048 SH   DFND 6 17,048 0 0
TOWERS WATSON & CO CL A 891894107 18,087 141,740 SH   DFND 7 141,740 0 0
TOWERS WATSON & CO CL A 891894107 90,846 711,907 SH   DFND 8 0 0 711,907
TOWERSTREAM CORP COM 892000100 26,889 9,084,229 SH   DFND 1,5 0 0 9,084,229
TOWERSTREAM CORP COM 892000100 2,575 869,944 SH   DFND 8 0 0 869,944
TOWN SPORTS INTL HLDGS INC COM 89214A102 8,328 564,202 SH   DFND 1,5 0 0 564,202
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 19,166 157,200 SH   DFND 1,5 0 0 157,200
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 580 4,761 SH   DFND 3 4,761 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 40,806 334,697 SH   DFND 8 0 0 334,697
TRACTOR SUPPLY CO COM 892356106 238,427 3,073,306 SH   DFND 1,5 0 0 3,073,306
TRACTOR SUPPLY CO COM 892356106 259 3,340 SH   DFND 3 3,340 0 0
TRACTOR SUPPLY CO COM 892356106 3,610 46,530 SH   DFND 6 46,530 0 0
TRACTOR SUPPLY CO COM 892356106 1,828 23,560 SH   DFND 7 23,560 0 0
TRACTOR SUPPLY CO COM 892356106 261 3,364 SH   DFND   3,364 0 0
TRANSATLANTIC PETROLEUM LTD SHS G89982105 1,751 2,059,451 SH   DFND 1,5 0 0 2,059,451
TRANSCANADA CORP COM 89353D107 53,148 1,163,100 SH   DFND 1,5 0 0 1,163,100
TRANSCANADA CORP COM 89353D107 8,854 193,765 SH   DFND 6 0 0 193,765
TRANSCANADA CORP COM 89353D107 72,066 1,577,100 SH   DFND 7 1,576,100 0 1,000
TRANSCANADA CORP COM 89353D107 4,492 98,300 SH   DFND 8 0 0 98,300
TRANSCANADA CORP COM 89353D107 314,804 6,889,180 SH   DFND   6,193,780 0 695,400
TRANSDIGM GROUP INC COM 893641100 428,453 2,660,866 SH   DFND 1,5 50,915 0 2,609,951
TRANSDIGM GROUP INC COM 893641100 35,446 220,133 SH   DFND 8 0 0 220,133
TRANSGLOBE ENERGY CORP COM 893662106 8,627 1,032,000 SH   DFND 7 1,032,000 0 0
TRANSGLOBE ENERGY CORP COM 893662106 32,393 3,874,944 SH   DFND   3,874,944 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 21,334 3,749,357 SH   DFND 1,5 17,600 0 3,731,757
TRANSOCEAN LTD REG SHS H8817H100 42,748 865,000 SH   DFND 1,5 0 0 865,000
TRANSOCEAN LTD REG SHS H8817H100 5,843 118,395 SH   DFND 2 107,020 0 11,375
TRANSOCEAN LTD REG SHS H8817H100 310 6,271 SH   DFND 3 6,271 0 0
TRANSOCEAN LTD REG SHS H8817H100 52,401 1,075,550 SH   DFND 6 429,930 0 645,620
TRANSOCEAN LTD REG SHS H8817H100 15,408 315,772 SH   DFND 7 191,522 0 124,250
TRAVELCENTERS OF AMERICA LLC COM 894174101 523 53,700 SH   DFND 1,5 0 0 53,700
TRAVELERS COMPANIES INC COM 89417E109 902,942 9,972,847 SH   DFND 1,5 0 0 9,972,847
TRAVELERS COMPANIES INC COM 89417E109 10,407 114,949 SH   DFND 2 114,949 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,732 63,310 SH   DFND 3 63,310 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,376 26,243 SH   DFND 6 22,113 0 4,130
TRAVELERS COMPANIES INC COM 89417E109 69,405 766,569 SH   DFND 8 0 0 766,569
TREEHOUSE FOODS INC COM 89469A104 5,877 85,280 SH   DFND 1,5 0 0 85,280
TRIMAS CORP COM NEW 896215209 113,610 2,848,090 SH   DFND 1,5 0 0 2,848,090
TRIMAS CORP COM NEW 896215209 18,327 459,439 SH   DFND 6 459,439 0 0
TRIMAS CORP COM NEW 896215209 12,962 324,934 SH   DFND 8 0 0 324,934
TRIMBLE NAVIGATION LTD COM 896239100 235,090 6,774,936 SH   DFND 1,5 10,200 0 6,764,736
TRIMBLE NAVIGATION LTD COM 896239100 23,949 690,178 SH   DFND 8 0 0 690,178
TRINITY BIOTECH PLC SPON ADR NEW 896438306 66,558 2,647,507 SH   DFND 1,5 117,510 0 2,529,997
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 19,819 15,000,000 PRN   DFND 1,5 0 0 0
TRIO TECH INTL COM NEW 896712205 987 300,000 SH   DFND 1,5 0 0 300,000
TRIPADVISOR INC COM 896945201 1,178,318 14,225,742 SH   DFND 1,5 2,900 0 14,222,842
TRIPADVISOR INC COM 896945201 2,898 34,986 SH   DFND 2 34,986 0 0
TRIPADVISOR INC COM 896945201 373 4,503 SH   DFND 3 4,503 0 0
TRIPADVISOR INC COM 896945201 25,583 308,860 SH   DFND 8 0 0 308,860
TRIPADVISOR INC COM 896945201 21,421 258,620 SH   DFND   258,620 0 0
TRIPLE-S MGMT CORP CL B 896749108 48,488 2,494,234 SH   DFND 1,5 14,400 0 2,479,834
TRIPLE-S MGMT CORP CL B 896749108 2,138 110,000 SH   DFND 8 0 0 110,000
TRIQUINT SEMICONDUCTOR INC COM 89674K103 305 36,586 SH   DFND 1,5 0 0 36,586
TRIUMPH GROUP INC NEW COM 896818101 37,333 490,768 SH   DFND 1,5 0 0 490,768
TRIUMPH GROUP INC NEW COM 896818101 25,213 331,440 SH   DFND 6 255,560 0 75,880
TRIUMPH GROUP INC NEW COM 896818101 33,357 438,510 SH   DFND 7 430,330 0 8,180
TRIUMPH GROUP INC NEW COM 896818101 72,535 953,532 SH   DFND 8 0 0 953,532
TRIUMPH GROUP INC NEW COM 896818101 12,696 166,893 SH   DFND   166,893 0 0
TRONOX LTD SHS CL A Q9235V101 24,987 1,083,085 SH   DFND 1,5 21,695 0 1,061,390
TRONOX LTD SHS CL A Q9235V101 7,394 320,505 SH   DFND 6 320,505 0 0
TRUEBLUE INC COM 89785X101 22,225 862,100 SH   DFND 1,5 0 0 862,100
TRULIA INC COM 897888103 74,153 2,102,438 SH   DFND 1,5 0 0 2,102,438
TRULIA INC COM 897888103 500 14,187 SH   DFND 8 0 0 14,187
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 271,790 3,653,583 SH   DFND 1,5 0 0 3,653,583
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 48,728 655,033 SH   DFND 6 431,650 0 223,383
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 64,962 873,268 SH   DFND 7 873,268 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 28,794 387,067 SH   DFND 8 0 0 387,067
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 16,962 228,020 SH   DFND   228,020 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 20,710 3,445,973 SH   DFND 1,5 50,413 0 3,395,560
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 96 15,932 SH   DFND 6 15,932 0 0
TTM TECHNOLOGIES INC COM 87305R109 57,640 6,717,912 SH   DFND 1,5 0 0 6,717,912
TUPPERWARE BRANDS CORP COM 899896104 132,156 1,398,031 SH   DFND 1,5 0 0 1,398,031
TUPPERWARE BRANDS CORP COM 899896104 58,190 615,569 SH   DFND 6 582,969 0 32,600
TUPPERWARE BRANDS CORP COM 899896104 7,332 77,560 SH   DFND 7 77,160 0 400
TUPPERWARE BRANDS CORP COM 899896104 6,324 66,902 SH   DFND 8 0 0 66,902
TUPPERWARE BRANDS CORP COM 899896104 3,940 41,682 SH   DFND   41,682 0 0
TURQUOISE HILL RES LTD COM 900435108 40,281 12,190,554 SH   DFND 1,5 0 0 12,190,554
TURQUOISE HILL RES LTD RIGHT 01/07/2014 900435116 11,514 12,230,554 SH   DFND 1,5 0 0 12,230,554
TURQUOISE HILL RES LTD RIGHT 01/07/2014 900435116 205 218,025 SH   DFND 8 0 0 218,025
TURQUOISE HILL RES LTD COM 900435108 720 218,025 SH   DFND 8 0 0 218,025
TURQUOISE HILL RES LTD COM 900435108 2,006 607,200 SH   DFND   607,200 0 0
TUTOR PERINI CORP COM 901109108 60,016 2,281,983 SH   DFND 1,5 0 0 2,281,983
TUTOR PERINI CORP COM 901109108 12,122 460,896 SH   DFND 8 0 0 460,896
TW TELECOM INC COM 87311L104 179,222 5,881,931 SH   DFND 1,5 117,222 0 5,764,709
TW TELECOM INC COM 87311L104 40,408 1,326,154 SH   DFND 8 0 0 1,326,154
TWENTY FIRST CENTY FOX INC CL B 90130A200 69,255 2,001,600 SH   DFND 1,5 11,800 0 1,989,800
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,633,822 46,441,780 SH   DFND 1,5 119,000 0 46,322,780
TWENTY FIRST CENTY FOX INC CL A 90130A101 21,797 619,581 SH   DFND 2 619,581 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,049 171,937 SH   DFND 3 171,937 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 50,730 1,442,000 SH   DFND 6 921,120 0 520,880
TWENTY FIRST CENTY FOX INC CL A 90130A101 45,517 1,293,836 SH   DFND 7 1,007,136 0 286,700
TWENTY FIRST CENTY FOX INC CL A 90130A101 95,798 2,723,093 SH   DFND 8 0 0 2,723,093
TWENTY FIRST CENTY FOX INC CL B 90130A200 7,633 220,600 SH   DFND 8 0 0 220,600
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,234 35,073 SH   DFND   35,073 0 0
TWITTER INC COM 90184L102 120,346 1,890,750 SH   DFND 1,5 1,900 0 1,888,850
TWITTER INC COM 90184L102 4,978 78,210 SH   DFND 6 63,790 0 14,420
TWITTER INC COM 90184L102 6,130 96,310 SH   DFND 7 74,760 0 21,550
TWITTER INC COM 90184L102 5,303 83,310 SH   DFND   83,310 0 0
TWO HBRS INVT CORP COM 90187B101 102,645 11,060,937 SH   DFND 1,5 241,635 0 10,819,302
TWO HBRS INVT CORP COM 90187B101 312 33,600 SH   DFND 6 33,600 0 0
TYCO INTERNATIONAL LTD SHS H89128104 24,461 596,024 SH   DFND 1,5 0 0 596,024
TYCO INTERNATIONAL LTD SHS H89128104 6,029 146,912 SH   DFND 2 146,912 0 0
TYCO INTERNATIONAL LTD SHS H89128104 2,867 69,847 SH   DFND 3 69,847 0 0
TYLER TECHNOLOGIES INC COM 902252105 4,364 42,725 SH   DFND 1,5 0 0 42,725
TYSON FOODS INC CL A 902494103 71,617 2,140,363 SH   DFND 1,5 14,800 0 2,125,563
TYSON FOODS INC CL A 902494103 2,869 85,758 SH   DFND 2 85,758 0 0
TYSON FOODS INC CL A 902494103 919 27,454 SH   DFND 3 27,454 0 0
TYSON FOODS INC CL A 902494103 807 24,110 SH   DFND 6 15,320 0 8,790
U M H PROPERTIES INC CV RED PFD-A 903002202 17,857 710,000 SH   DFND 1,5 0 0 710,000
U S G CORP COM NEW 903293405 4,558 160,600 SH   DFND 8 0 0 160,600
U S PHYSICAL THERAPY INC COM 90337L108 17,631 500,020 SH   DFND 1,5 0 0 500,020
U S PHYSICAL THERAPY INC COM 90337L108 5,088 144,304 SH   DFND 6 144,304 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,728 49,000 SH   DFND 8 0 0 49,000
U S SILICA HLDGS INC COM 90346E103 11,161 327,200 SH   DFND 1,5 0 0 327,200
U S SILICA HLDGS INC COM 90346E103 4,659 136,600 SH   DFND 8 0 0 136,600
U S SILICA HLDGS INC COM 90346E103 28,960 849,009 SH   DFND   849,009 0 0
UAL CORP NOTE 6.000%10/1 902549AJ3 15,728 3,600,000 PRN   DFND 1,5 0 0 0
UBIQUITI NETWORKS INC COM 90347A100 693 15,087 SH   DFND 1,5 0 0 15,087
UBS AG SHS NEW H89231338 1,141,481 59,477,694 SH   DFND 1,5 576,828 0 58,900,866
UBS AG SHS NEW H89231338 3,024 157,955 SH   DFND 2 0 0 157,955
UBS AG SHS NEW H89231338 356,568 18,622,325 SH   DFND 6 7,489,037 0 11,133,288
UBS AG SHS NEW H89231338 124,648 6,509,929 SH   DFND 7 4,750,708 0 1,759,221
UBS AG SHS NEW H89231338 6,116 317,732 SH   DFND 8 0 0 317,732
UBS AG SHS NEW H89231338 3,422 178,707 SH   DFND   178,707 0 0
UDR INC COM 902653104 158,005 6,766,811 SH   DFND 1,5 158,516 0 6,608,295
UDR INC COM 902653104 9,008 385,800 SH   DFND 6 385,800 0 0
UDR INC COM 902653104 3,673 157,300 SH   DFND 7 157,300 0 0
UDR INC COM 902653104 87,505 3,747,541 SH   DFND 8 0 0 3,747,541
UIL HLDG CORP COM 902748102 176,337 4,550,629 SH   DFND 1,5 0 0 4,550,629
ULTA SALON COSMETCS & FRAG I COM 90384S303 120,158 1,244,900 SH   DFND 1,5 0 0 1,244,900
ULTIMATE SOFTWARE GROUP INC COM 90385D107 375,070 2,447,918 SH   DFND 1,5 100 0 2,447,818
ULTIMATE SOFTWARE GROUP INC COM 90385D107 11,813 77,100 SH   DFND 8 0 0 77,100
ULTRA PETROLEUM CORP COM 903914109 54,125 2,500,000 SH   DFND 1,5 0 0 2,500,000
ULTRAPETROL BAHAMAS LTD COM P94398107 18,380 4,914,322 SH   DFND 1,5 0 0 4,914,322
ULTRATECH INC COM 904034105 2,124 73,226 SH   DFND 1,5 0 0 73,226
ULTRATECH INC COM 904034105 4,113 141,822 SH   DFND 8 0 0 141,822
UMB FINL CORP COM 902788108 52,491 816,592 SH   DFND 1,5 0 0 816,592
UMB FINL CORP COM 902788108 10,066 156,600 SH   DFND 8 0 0 156,600
UNDER ARMOUR INC CL A 904311107 1,047,771 12,001,959 SH   DFND 1,5 6,700 0 11,995,259
UNDER ARMOUR INC CL A 904311107 2,903 33,254 SH   DFND 6 33,254 0 0
UNIFIRST CORP MASS COM 904708104 40,249 376,163 SH   DFND 1,5 0 0 376,163
UNILEVER N V N Y SHS NEW 904784709 47,893 1,190,474 SH   DFND 1,5 0 0 1,190,474
UNILEVER N V N Y SHS NEW 904784709 606 15,066 SH   DFND 3 15,066 0 0
UNILEVER N V N Y SHS NEW 904784709 29,306 728,463 SH   DFND 8 0 0 728,463
UNILEVER PLC SPON ADR NEW 904767704 447 10,846 SH   DFND 3 10,846 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 2,160 87,066 SH   DFND 6 87,066 0 0
UNION PAC CORP COM 907818108 2,642,718 15,730,466 SH   DFND 1,5 49,332 0 15,681,134
UNION PAC CORP COM 907818108 24,430 145,417 SH   DFND 2 145,417 0 0
UNION PAC CORP COM 907818108 8,820 52,499 SH   DFND 3 52,499 0 0
UNION PAC CORP COM 907818108 50,692 301,740 SH   DFND 6 169,590 0 132,150
UNION PAC CORP COM 907818108 40,846 243,130 SH   DFND 7 188,610 0 54,520
UNION PAC CORP COM 907818108 177,806 1,058,369 SH   DFND 8 0 0 1,058,369
UNION PAC CORP COM 907818108 10,158 60,464 SH   DFND   60,464 0 0
UNISYS CORP COM NEW 909214306 47,332 1,409,959 SH   DFND 1,5 0 0 1,409,959
UNISYS CORP PFD SER A 6.25% 909214405 13,831 154,900 SH   DFND 1,5 105,700 0 49,200
UNISYS CORP COM NEW 909214306 21,333 635,492 SH   DFND 6 634,303 0 1,189
UNISYS CORP COM NEW 909214306 13,977 416,340 SH   DFND 8 0 0 416,340
UNIT CORP COM 909218109 209,061 4,050,000 SH   DFND 1,5 0 0 4,050,000
UNIT CORP COM 909218109 5,069 98,200 SH   DFND 8 0 0 98,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 14,967 843,200 SH   DFND 1,5 0 0 843,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 13,426 756,369 SH   DFND 6 756,369 0 0
UNITED CONTL HLDGS INC COM 910047109 808,276 21,366,010 SH   DFND 1,5 244,800 0 21,121,210
UNITED CONTL HLDGS INC COM 910047109 836 22,100 SH   DFND 6 22,100 0 0
UNITED CONTL HLDGS INC COM 910047109 41,027 1,084,521 SH   DFND 8 0 0 1,084,521
UNITED FINANCIAL BANCORP INC COM 91030T109 4,027 213,200 SH   DFND 8 0 0 213,200
UNITED NAT FOODS INC COM 911163103 69,379 920,271 SH   DFND 1,5 0 0 920,271
UNITED NAT FOODS INC COM 911163103 4,407 58,460 SH   DFND 6 58,460 0 0
UNITED NAT FOODS INC COM 911163103 2,232 29,600 SH   DFND 7 29,600 0 0
UNITED NAT FOODS INC COM 911163103 298 3,953 SH   DFND   3,953 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,395,968 13,284,807 SH   DFND 1,5 302,285 0 12,982,522
UNITED PARCEL SERVICE INC CL B 911312106 23,716 225,696 SH   DFND 2 225,696 0 0
UNITED PARCEL SERVICE INC CL B 911312106 8,076 76,852 SH   DFND 3 76,852 0 0
UNITED PARCEL SERVICE INC CL B 911312106 82,033 780,672 SH   DFND 6 508,092 0 272,580
UNITED PARCEL SERVICE INC CL B 911312106 111,264 1,058,853 SH   DFND 7 1,058,473 0 380
UNITED PARCEL SERVICE INC CL B 911312106 121,809 1,159,200 SH   DFND 8 0 0 1,159,200
UNITED PARCEL SERVICE INC CL B 911312106 28,237 268,716 SH   DFND   268,716 0 0
UNITED RENTALS INC COM 911363109 246,601 3,163,582 SH   DFND 1,5 98,809 0 3,064,773
UNITED STATES CELLULAR CORP COM 911684108 3,693 88,300 SH   DFND 1,5 0 0 88,300
UNITED STATES CELLULAR CORP COM 911684108 4,203 100,500 SH   DFND 8 0 0 100,500
UNITED STATES STL CORP NEW COM 912909108 3,546 120,200 SH   DFND 1,5 300 0 119,900
UNITED STATES STL CORP NEW COM 912909108 1,347 45,676 SH   DFND 2 45,676 0 0
UNITED STATES STL CORP NEW COM 912909108 801 27,147 SH   DFND 3 27,147 0 0
UNITED STATIONERS INC COM 913004107 289,030 6,298,328 SH   DFND 1,5 0 0 6,298,328
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 104,366 1,594,100 SH   DFND 1,5 499,400 0 1,094,700
UNITED TECHNOLOGIES CORP COM 913017109 2,685,303 23,596,687 SH   DFND 1,5 238,181 0 23,358,506
UNITED TECHNOLOGIES CORP COM 913017109 30,332 266,535 SH   DFND 2 266,535 0 0
UNITED TECHNOLOGIES CORP COM 913017109 9,367 82,307 SH   DFND 3 82,307 0 0
UNITED TECHNOLOGIES CORP COM 913017109 135,159 1,187,693 SH   DFND 6 795,253 0 392,440
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 1,473 22,500 SH   DFND 6 0 0 22,500
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 500 7,640 SH   DFND 7 7,640 0 0
UNITED TECHNOLOGIES CORP COM 913017109 178,535 1,568,850 SH   DFND 7 1,449,140 0 119,710
UNITED TECHNOLOGIES CORP COM 913017109 434,047 3,814,122 SH   DFND 8 0 0 3,814,122
UNITED TECHNOLOGIES CORP COM 913017109 31,195 274,122 SH   DFND   274,122 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 445,273 3,937,684 SH   DFND 1,5 0 0 3,937,684
UNITED THERAPEUTICS CORP DEL COM 91307C102 149,221 1,319,603 SH   DFND 8 0 0 1,319,603
UNITEDHEALTH GROUP INC COM 91324P102 3,577,714 47,512,808 SH   DFND 1,5 99,103 0 47,413,705
UNITEDHEALTH GROUP INC COM 91324P102 23,935 317,868 SH   DFND 2 317,868 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,373 84,637 SH   DFND 3 84,637 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,733 129,250 SH   DFND 6 129,250 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,727 102,612 SH   DFND 7 102,612 0 0
UNITEDHEALTH GROUP INC COM 91324P102 230,401 3,059,768 SH   DFND 8 0 0 3,059,768
UNITIL CORP COM 913259107 4,284 140,510 SH   DFND 6 140,510 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 19,776 2,709,090 SH   DFND 1,5 0 0 2,709,090
UNIVERSAL ELECTRS INC COM 913483103 6,374 167,255 SH   DFND 1,5 0 0 167,255
UNIVERSAL FST PRODS INC COM 913543104 7,816 149,897 SH   DFND 1,5 16,397 0 133,500
UNIVERSAL HLTH SVCS INC CL B 913903100 186,000 2,288,951 SH   DFND 1,5 0 0 2,288,951
UNIVERSAL HLTH SVCS INC CL B 913903100 47,228 581,200 SH   DFND 6 439,690 0 141,510
UNIVERSAL HLTH SVCS INC CL B 913903100 15,425 189,820 SH   DFND 7 152,470 0 37,350
UNIVERSAL HLTH SVCS INC CL B 913903100 4,591 56,500 SH   DFND 8 0 0 56,500
UNIVERSAL HLTH SVCS INC CL B 913903100 2,184 26,873 SH   DFND   26,873 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,066 241,255 SH   DFND 1,5 0 0 241,255
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 6,279 205,802 SH   DFND 1,5 0 0 205,802
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 8,684 284,626 SH   DFND 6 284,626 0 0
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 6,885 225,657 SH   DFND 8 0 0 225,657
UNS ENERGY CORP COM 903119105 64,627 1,079,816 SH   DFND 1,5 0 0 1,079,816
UNS ENERGY CORP COM 903119105 15,924 266,060 SH   DFND 7 266,060 0 0
UNS ENERGY CORP COM 903119105 141,349 2,361,727 SH   DFND   2,361,727 0 0
UNUM GROUP COM 91529Y106 579,111 16,508,300 SH   DFND 1,5 0 0 16,508,300
UNUM GROUP COM 91529Y106 2,893 82,458 SH   DFND 2 82,458 0 0
UNUM GROUP COM 91529Y106 592 16,876 SH   DFND 3 16,876 0 0
UNUM GROUP COM 91529Y106 12,124 345,600 SH   DFND 8 0 0 345,600
UNWIRED PLANET INC NEW COM 91531F103 986 714,321 SH   DFND 1,5 0 0 714,321
URBAN OUTFITTERS INC COM 917047102 166,319 4,482,987 SH   DFND 1,5 4,100 0 4,478,887
URBAN OUTFITTERS INC COM 917047102 1,277 34,432 SH   DFND 2 34,432 0 0
URBAN OUTFITTERS INC COM 917047102 447 12,052 SH   DFND 3 12,052 0 0
URBAN OUTFITTERS INC COM 917047102 12,328 332,300 SH   DFND 6 332,300 0 0
URBAN OUTFITTERS INC COM 917047102 6,228 167,860 SH   DFND 7 167,860 0 0
URBAN OUTFITTERS INC COM 917047102 34,907 940,900 SH   DFND 8 0 0 940,900
URBAN OUTFITTERS INC COM 917047102 834 22,490 SH   DFND   22,490 0 0
URS CORP NEW COM 903236107 396,190 7,476,685 SH   DFND 1,5 0 0 7,476,685
URS CORP NEW COM 903236107 60,510 1,141,905 SH   DFND 8 0 0 1,141,905
US BANCORP DEL COM NEW 902973304 3,507,308 86,814,562 SH   DFND 1,5 535,777 0 86,278,785
US BANCORP DEL COM NEW 902973304 23,296 576,626 SH   DFND 2 576,626 0 0
US BANCORP DEL COM NEW 902973304 8,325 206,076 SH   DFND 3 206,076 0 0
US BANCORP DEL COM NEW 902973304 42,229 1,045,262 SH   DFND 6 496,522 0 548,740
US BANCORP DEL COM NEW 902973304 32,529 805,173 SH   DFND 7 655,873 0 149,300
US BANCORP DEL COM NEW 902973304 157,078 3,888,065 SH   DFND 8 0 0 3,888,065
US ECOLOGY INC COM 91732J102 26,724 718,592 SH   DFND 1,5 72,590 0 646,002
US ECOLOGY INC COM 91732J102 718 19,300 SH   DFND 8 0 0 19,300
USA MOBILITY INC COM 90341G103 889 62,274 SH   DFND 1,5 0 0 62,274
USANA HEALTH SCIENCES INC COM 90328M107 120,929 1,600,017 SH   DFND 1,5 600,000 0 1,000,017
USEC INC NOTE 3.000%10/0 90333EAC2 13,456 40,470,000 PRN   DFND 1,5 0 0 0
UTAH MED PRODS INC COM 917488108 24,293 425,000 SH   DFND 1,5 0 0 425,000
UTI WORLDWIDE INC ORD G87210103 88,500 5,039,876 SH   DFND 1,5 0 0 5,039,876
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 185 66,666 SH   DFND 8 0 0 66,666
V F CORP COM 918204108 553,136 8,872,897 SH   DFND 1,5 72,800 0 8,800,097
V F CORP COM 918204108 6,933 111,216 SH   DFND 2 111,216 0 0
V F CORP COM 918204108 1,414 22,683 SH   DFND 3 22,683 0 0
V F CORP COM 918204108 13,859 222,306 SH   DFND 6 47,506 0 174,800
V F CORP COM 918204108 12,269 196,800 SH   DFND 7 150,400 0 46,400
V F CORP COM 918204108 46,705 749,192 SH   DFND 8 0 0 749,192
VAIL RESORTS INC COM 91879Q109 58,102 772,327 SH   DFND 1,5 0 0 772,327
VALASSIS COMMUNICATIONS INC COM 918866104 181,232 5,291,441 SH   DFND 1,5 0 0 5,291,441
VALE S A ADR REPSTG PFD 91912E204 149,052 10,639,000 SH   DFND 1,5 229,825 0 10,409,175
VALE S A ADR 91912E105 8,657 567,700 SH   DFND 1,5 23,607 0 544,093
VALE S A ADR REPSTG PFD 91912E204 322 22,977 SH   DFND 6 22,977 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,926,339 16,419,944 SH   DFND 1,5 39,550 0 16,380,394
VALEANT PHARMACEUTICALS INTL COM 91911K102 288 2,458 SH   DFND 3 2,458 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 93,861 799,839 SH   DFND 6 450,519 0 349,320
VALEANT PHARMACEUTICALS INTL COM 91911K102 274,358 2,338,364 SH   DFND 7 2,243,315 0 95,049
VALEANT PHARMACEUTICALS INTL COM 91911K102 130,139 1,109,291 SH   DFND 8 0 0 1,109,291
VALEANT PHARMACEUTICALS INTL COM 91911K102 640,117 5,456,301 SH   DFND   4,577,101 0 879,200
VALERO ENERGY CORP NEW COM 91913Y100 241,270 4,787,100 SH   DFND 1,5 10,600 0 4,776,500
VALERO ENERGY CORP NEW COM 91913Y100 8,586 170,358 SH   DFND 2 170,358 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,050 40,673 SH   DFND 3 40,673 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 61,844 1,795,175 SH   DFND 1,5 0 0 1,795,175
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 813 23,600 SH   DFND 8 0 0 23,600
VALIDUS HOLDINGS LTD COM SHS G9319H102 377,694 9,374,374 SH   DFND 1,5 203,095 0 9,171,279
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,933 72,800 SH   DFND 6 72,800 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,292 81,700 SH   DFND 8 0 0 81,700
VALMONT INDS INC COM 920253101 165,338 1,108,755 SH   DFND 1,5 0 0 1,108,755
VALMONT INDS INC COM 920253101 449 3,012 SH   DFND 6 3,012 0 0
VALMONT INDS INC COM 920253101 46,505 311,866 SH   DFND 8 0 0 311,866
VALSPAR CORP COM 920355104 12,271 172,130 SH   DFND 1,5 0 0 172,130
VALUECLICK INC COM 92046N102 51,103 2,186,700 SH   DFND 1,5 0 0 2,186,700
VANDA PHARMACEUTICALS INC COM 921659108 25,398 2,046,600 SH   DFND 1,5 0 0 2,046,600
VANDA PHARMACEUTICALS INC COM 921659108 17,959 1,447,100 SH   DFND 8 0 0 1,447,100
VANGUARD INDEX FDS VALUE ETF 922908744 148,043 1,937,992 SH   DFND 3 1,937,992 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 635 7,707 SH   DFND 3 7,707 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 690 7,091 SH   DFND 3 7,091 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 494 4,497 SH   DFND 3 4,497 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 203 1,669 SH   DFND 3 1,669 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 318 1,891 SH   DFND 3 1,891 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 220,723 2,372,092 SH   DFND 3 2,372,092 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 8,190 85,700 SH   DFND 3 85,700 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,427 22,099 SH   DFND 3 22,099 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 918 8,383 SH   DFND 3 8,383 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,220 15,379 SH   DFND 3 15,379 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 1,688 20,007 SH   DFND 3 20,007 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 1,818 23,804 SH   DFND 7 23,804 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,904 29,497 SH   DFND 7 29,497 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 22,579 384,000 SH   DFND 1,5 28,900 0 355,100
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,201 53,500 SH   DFND 1,5 3,200 0 50,300
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 320,670 5,453,579 SH   DFND 3 5,453,579 0 0
VANGUARD INTL EQUITY INDEX F MEGA CAP GRO ETF 922042866 247 4,049 SH   DFND 3 4,049 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,532 37,231 SH   DFND 3 37,231 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 999 16,879 SH   DFND 3 16,879 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,826 36,146 SH   DFND 3 36,146 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,853 94,500 SH   DFND 6 94,500 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1,393 18,512 SH   DFND 3 18,512 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 411 7,881 SH   DFND 3 7,881 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 844 20,242 SH   DFND 3 20,242 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 4,363 104,683 SH   DFND 7 104,683 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 953 15,295 SH   DFND 3 15,295 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 211 2,374 SH   DFND 3 2,374 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 2,131 19,359 SH   DFND 3 19,359 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 1,478 14,770 SH   DFND 7 14,770 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 38,357 20,846,203 SH   DFND 1,5 0 0 20,846,203
VANTAGE DRILLING COMPANY ORD SHS G93205113 2,014 1,094,370 SH   DFND 6 1,094,370 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 36,767 19,982,056 SH   DFND 8 0 0 19,982,056
VANTIV INC CL A 92210H105 46,316 1,420,308 SH   DFND 1,5 0 0 1,420,308
VANTIV INC CL A 92210H105 31,410 963,200 SH   DFND 8 0 0 963,200
VARIAN MED SYS INC COM 92220P105 9,259 119,176 SH   DFND 1,5 0 0 119,176
VARIAN MED SYS INC COM 92220P105 2,593 33,379 SH   DFND 2 33,379 0 0
VARIAN MED SYS INC COM 92220P105 1,268 16,320 SH   DFND 3 16,320 0 0
VARIAN MED SYS INC COM 92220P105 19,423 250,000 SH   DFND 8 0 0 250,000
VASCO DATA SEC INTL INC COM 92230Y104 30,510 3,947,000 SH   DFND 1,5 0 0 3,947,000
VASCULAR SOLUTIONS INC COM 92231M109 8,334 360,000 SH   DFND 8 0 0 360,000
VCA ANTECH INC COM 918194101 254,772 8,124,122 SH   DFND 1,5 0 0 8,124,122
VEECO INSTRS INC DEL COM 922417100 1,091 33,158 SH   DFND 1,5 0 0 33,158
VEECO INSTRS INC DEL COM 922417100 2,131 64,742 SH   DFND 8 0 0 64,742
VEEVA SYS INC CL A COM 922475108 64,697 2,015,480 SH   DFND 1,5 29,900 0 1,985,580
VEEVA SYS INC CL A COM 922475108 3,625 112,928 SH   DFND   112,928 0 0
VELTI PLC ST HELIER SHS G93285107 117 2,331,238 SH   DFND 1,5 0 0 2,331,238
VELTI PLC ST HELIER SHS G93285107 7 148,174 SH   DFND 7 148,174 0 0
VENTAS INC COM 92276F100 669,517 11,688,488 SH   DFND 1,5 282,699 0 11,405,789
VENTAS INC COM 92276F100 5,319 92,851 SH   DFND 2 92,851 0 0
VENTAS INC COM 92276F100 777 13,564 SH   DFND 3 13,564 0 0
VENTAS INC COM 92276F100 56,623 988,531 SH   DFND 6 988,531 0 0
VENTAS INC COM 92276F100 17,994 314,145 SH   DFND 7 314,145 0 0
VENTAS INC COM 92276F100 288,661 5,039,476 SH   DFND 8 0 0 5,039,476
VENTAS INC COM 92276F100 17,472 305,022 SH   DFND   305,022 0 0
VERA BRADLEY INC COM 92335C106 113,168 4,707,492 SH   DFND 1,5 0 0 4,707,492
VERA BRADLEY INC COM 92335C106 28,675 1,192,809 SH   DFND 6 1,051,709 0 141,100
VERA BRADLEY INC COM 92335C106 829 34,500 SH   DFND 7 33,500 0 1,000
VERA BRADLEY INC COM 92335C106 3,274 136,207 SH   DFND   136,207 0 0
VERASTEM INC COM 92337C104 11,286 990,032 SH   DFND 8 0 0 990,032
VERIFONE SYS INC COM 92342Y109 93,854 3,499,422 SH   DFND 1,5 0 0 3,499,422
VERIFONE SYS INC COM 92342Y109 7,050 262,878 SH   DFND 8 0 0 262,878
VERINT SYS INC COM 92343X100 44,679 1,040,488 SH   DFND 1,5 0 0 1,040,488
VERISIGN INC COM 92343E102 54,624 913,746 SH   DFND 1,5 0 0 913,746
VERISIGN INC COM 92343E102 2,432 40,676 SH   DFND 2 40,676 0 0
VERISIGN INC COM 92343E102 815 13,635 SH   DFND 3 13,635 0 0
VERISIGN INC COM 92343E102 20,361 340,604 SH   DFND 8 0 0 340,604
VERISK ANALYTICS INC CL A 92345Y106 1,014,065 15,430,081 SH   DFND 1,5 0 0 15,430,081
VERISK ANALYTICS INC CL A 92345Y106 1,181 17,970 SH   DFND 6 17,970 0 0
VERISK ANALYTICS INC CL A 92345Y106 53,287 810,813 SH   DFND 8 0 0 810,813
VERIZON COMMUNICATIONS INC COM 92343V104 1,571,131 31,972,556 SH   DFND 1,5 378,405 0 31,594,151
VERIZON COMMUNICATIONS INC COM 92343V104 44,401 903,552 SH   DFND 2 903,552 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 10,531 214,299 SH   DFND 3 214,299 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 41,540 845,330 SH   DFND 6 550,880 0 294,450
VERIZON COMMUNICATIONS INC COM 92343V104 52,521 1,068,800 SH   DFND 7 946,910 0 121,890
VERIZON COMMUNICATIONS INC COM 92343V104 161,120 3,278,795 SH   DFND 8 0 0 3,278,795
VERIZON COMMUNICATIONS INC COM 92343V104 18,198 370,328 SH   DFND   370,328 0 0
VERMILION ENERGY INC COM 923725105 23,831 406,000 SH   DFND 1,5 0 0 406,000
VERMILION ENERGY INC COM 923725105 16,194 275,900 SH   DFND 6 140,800 0 135,100
VERMILION ENERGY INC COM 923725105 98,005 1,669,700 SH   DFND 7 1,648,000 0 21,700
VERMILION ENERGY INC COM 923725105 112,914 1,923,700 SH   DFND   1,792,000 0 131,700
VERTEX PHARMACEUTICALS INC COM 92532F100 109,676 1,476,118 SH   DFND 1,5 4,700 0 1,471,418
VERTEX PHARMACEUTICALS INC COM 92532F100 5,484 73,805 SH   DFND 2 73,805 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 877 11,797 SH   DFND 3 11,797 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,229 30,000 SH   DFND 6 30,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 306,492 4,125,061 SH   DFND 8 0 0 4,125,061
VIACOM INC NEW CL B 92553P201 464,144 5,314,225 SH   DFND 1,5 47,625 0 5,266,600
VIACOM INC NEW CL A 92553P102 15,527 176,900 SH   DFND 1,5 0 0 176,900
VIACOM INC NEW CL B 92553P201 11,192 128,138 SH   DFND 2 128,138 0 0
VIACOM INC NEW CL B 92553P201 4,476 51,245 SH   DFND 3 51,245 0 0
VIACOM INC NEW CL B 92553P201 83,891 960,505 SH   DFND 6 456,370 0 504,135
VIACOM INC NEW CL B 92553P201 115,604 1,323,607 SH   DFND 7 1,271,237 0 52,370
VIACOM INC NEW CL B 92553P201 47,242 540,900 SH   DFND 8 0 0 540,900
VIACOM INC NEW CL B 92553P201 6,233 71,362 SH   DFND   71,362 0 0
VIASAT INC COM 92552V100 153,087 2,443,529 SH   DFND 1,5 16,700 0 2,426,829
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 20,958 1,532,029 SH   DFND 1,5 0 0 1,532,029
VICAL INC COM 925602104 1,371 1,162,123 SH   DFND 1,5 0 0 1,162,123
VICAL INC COM 925602104 8,339 7,067,107 SH   DFND 8 0 0 7,067,107
VINCE HLDG CORP COM 92719W108 7,643 249,200 SH   DFND 1,5 1,800 0 247,400
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 17,087 204,200 SH   DFND 1,5 0 0 204,200
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 402 4,800 SH   DFND 6 4,800 0 0
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 17,651 6,620,000 PRN   DFND 1,5 0 0 0
VIROPHARMA INC COM 928241108 47,312 949,078 SH   DFND 1,5 0 0 949,078
VIROPHARMA INC COM 928241108 51,763 1,038,380 SH   DFND 7 1,038,380 0 0
VIROPHARMA INC COM 928241108 8,838 177,300 SH   DFND 8 0 0 177,300
VIROPHARMA INC COM 928241108 369,008 7,402,358 SH   DFND   7,402,358 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 84,982 424,806 SH   DFND 1,5 0 0 424,806
VIRTUS INVT PARTNERS INC COM 92828Q109 25,760 128,770 SH   DFND 6 112,170 0 16,600
VIRTUS INVT PARTNERS INC COM 92828Q109 4,479 22,390 SH   DFND 7 22,090 0 300
VIRTUS INVT PARTNERS INC COM 92828Q109 22,006 110,000 SH   DFND 8 0 0 110,000
VIRTUS INVT PARTNERS INC COM 92828Q109 3,779 18,890 SH   DFND   18,890 0 0
VIRTUSA CORP COM 92827P102 6,121 160,707 SH   DFND 1,5 0 0 160,707
VIRTUSA CORP COM 92827P102 26,959 707,771 SH   DFND 6 707,771 0 0
VIRTUSA CORP COM 92827P102 11,228 294,770 SH   DFND 7 294,770 0 0
VIRTUSA CORP COM 92827P102 44,648 1,172,167 SH   DFND 8 0 0 1,172,167
VISA INC COM CL A 92826C839 6,479,441 29,097,545 SH   DFND 1,5 191,930 0 28,905,615
VISA INC COM CL A 92826C839 35,803 160,784 SH   DFND 2 160,784 0 0
VISA INC COM CL A 92826C839 14,141 63,504 SH   DFND 3 63,504 0 0
VISA INC COM CL A 92826C839 51,029 229,157 SH   DFND 6 140,957 0 88,200
VISA INC COM CL A 92826C839 32,269 144,912 SH   DFND 7 121,712 0 23,200
VISA INC COM CL A 92826C839 502,893 2,258,367 SH   DFND 8 0 0 2,258,367
VISTAPRINT N V SHS N93540107 11,990 210,900 SH   DFND   210,900 0 0
VISTEON CORP COM NEW 92839U206 82,406 1,006,300 SH   DFND 1,5 0 0 1,006,300
VISTEON CORP COM NEW 92839U206 12,783 156,100 SH   DFND 8 0 0 156,100
VITAMIN SHOPPE INC COM 92849E101 27,825 535,000 SH   DFND 1,5 0 0 535,000
VITAMIN SHOPPE INC COM 92849E101 13,907 267,399 SH   DFND 6 267,399 0 0
VITRAN CORP INC COM 92850E107 4,471 690,000 SH   DFND 1,5 0 0 690,000
VITRAN CORP INC COM 92850E107 6,366 982,480 SH   DFND   982,480 0 0
VMWARE INC CL A COM 928563402 117,172 1,306,125 SH   DFND 1,5 1,500 0 1,304,625
VMWARE INC CL A COM 928563402 1,252 13,959 SH   DFND 3 13,959 0 0
VMWARE INC CL A COM 928563402 3,227 35,966 SH   DFND 6 35,966 0 0
VMWARE INC CL A COM 928563402 1,714 19,110 SH   DFND 7 19,110 0 0
VMWARE INC CL A COM 928563402 13,051 145,482 SH   DFND 8 0 0 145,482
VOCERA COMMUNICATIONS INC COM 92857F107 738 47,300 SH   DFND 8 0 0 47,300
VOCUS INC COM 92858J108 3,988 350,142 SH   DFND 1,5 0 0 350,142
VOCUS INC COM 92858J108 5,860 514,458 SH   DFND 8 0 0 514,458
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,156,846 29,428,800 SH   DFND 1,5 282,494 0 29,146,306
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,775 45,154 SH   DFND 3 45,154 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 5,840 148,568 SH   DFND 6 88,768 0 59,800
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 3,427 87,190 SH   DFND 7 70,690 0 16,500
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 42,760 1,087,758 SH   DFND 8 0 0 1,087,758
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 35,379 900,011 SH   DFND   900,011 0 0
VOLCANO CORPORATION COM 928645100 32,599 1,491,941 SH   DFND 1,5 0 0 1,491,941
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 6,710 6,820,000 PRN   DFND 1,5 0 0 0
VOLCANO CORPORATION COM 928645100 1,055 48,270 SH   DFND 6 48,270 0 0
VOLCANO CORPORATION COM 928645100 74,646 3,416,291 SH   DFND 8 0 0 3,416,291
VONAGE HLDGS CORP COM 92886T201 2,132 640,229 SH   DFND 1,5 0 0 640,229
VONAGE HLDGS CORP COM 92886T201 3,562 1,069,671 SH   DFND 8 0 0 1,069,671
VORNADO RLTY TR SH BEN INT 929042109 101,113 1,138,789 SH   DFND 1,5 4,399 0 1,134,390
VORNADO RLTY TR SH BEN INT 929042109 4,877 54,923 SH   DFND 2 54,923 0 0
VORNADO RLTY TR SH BEN INT 929042109 642 7,234 SH   DFND 3 7,234 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,719 41,882 SH   DFND 6 41,882 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,634 18,400 SH   DFND 7 18,400 0 0
VORNADO RLTY TR SH BEN INT 929042109 45,025 507,097 SH   DFND 8 0 0 507,097
VSE CORP COM 918284100 31,258 651,071 SH   DFND 1,5 0 0 651,071
VULCAN MATLS CO COM 929160109 449,551 7,565,646 SH   DFND 1,5 0 0 7,565,646
VULCAN MATLS CO COM 929160109 2,439 41,042 SH   DFND 2 41,042 0 0
VULCAN MATLS CO COM 929160109 255 4,285 SH   DFND 3 4,285 0 0
VULCAN MATLS CO COM 929160109 10,036 168,900 SH   DFND 6 34,000 0 134,900
VULCAN MATLS CO COM 929160109 8,776 147,700 SH   DFND 7 112,400 0 35,300
VULCAN MATLS CO COM 929160109 76,787 1,292,267 SH   DFND 8 0 0 1,292,267
W & T OFFSHORE INC COM 92922P106 104,800 6,550,000 SH   DFND 1,5 0 0 6,550,000
W P CAREY INC COM 92936U109 89,854 1,464,619 SH   DFND 1,5 23,934 0 1,440,685
W P CAREY INC COM 92936U109 13,725 223,716 SH   DFND 6 223,716 0 0
W P CAREY INC COM 92936U109 3,839 62,581 SH   DFND 7 62,581 0 0
WABCO HLDGS INC COM 92927K102 8,614 92,218 SH   DFND 1,5 0 0 92,218
WABCO HLDGS INC COM 92927K102 549 5,880 SH   DFND 6 3,990 0 1,890
WABTEC CORP COM 929740108 165,143 2,223,552 SH   DFND 1,5 200 0 2,223,352
WABTEC CORP COM 929740108 41,225 555,074 SH   DFND 8 0 0 555,074
WADDELL & REED FINL INC CL A 930059100 279,374 4,290,146 SH   DFND 1,5 0 0 4,290,146
WAGEWORKS INC COM 930427109 15,554 261,676 SH   DFND 1,5 0 0 261,676
WAGEWORKS INC COM 930427109 29,487 496,077 SH   DFND 8 0 0 496,077
WAL-MART STORES INC COM 931142103 1,294,538 16,451,106 SH   DFND 1,5 118,392 0 16,332,714
WAL-MART STORES INC COM 931142103 40,197 510,822 SH   DFND 2 510,822 0 0
WAL-MART STORES INC COM 931142103 10,397 132,125 SH   DFND 3 132,125 0 0
WAL-MART STORES INC COM 931142103 28,910 367,390 SH   DFND 6 274,480 0 92,910
WAL-MART STORES INC COM 931142103 44,964 571,410 SH   DFND 7 489,290 0 82,120
WAL-MART STORES INC COM 931142103 110,462 1,403,760 SH   DFND 8 0 0 1,403,760
WAL-MART STORES INC COM 931142103 6,469 82,213 SH   DFND   82,213 0 0
WALGREEN CO COM 931422109 1,573,933 27,401,344 SH   DFND 1,5 451,844 0 26,949,500
WALGREEN CO COM 931422109 15,794 274,963 SH   DFND 2 274,963 0 0
WALGREEN CO COM 931422109 6,729 117,149 SH   DFND 3 117,149 0 0
WALGREEN CO COM 931422109 15,771 274,560 SH   DFND 6 274,560 0 0
WALGREEN CO COM 931422109 10,206 177,689 SH   DFND 7 177,689 0 0
WALGREEN CO COM 931422109 16,330 284,303 SH   DFND 8 0 0 284,303
WALTER ENERGY INC COM 93317Q105 96,412 5,797,471 SH   DFND 1,5 0 0 5,797,471
WALTER ENERGY INC COM 93317Q105 3,787 227,699 SH   DFND 6 161,099 0 66,600
WALTER ENERGY INC COM 93317Q105 371 22,300 SH   DFND 7 21,500 0 800
WALTER ENERGY INC COM 93317Q105 1,104 66,404 SH   DFND   66,404 0 0
WALTER INVT MGMT CORP COM 93317W102 5,079 143,634 SH   DFND 6 143,634 0 0
WASHINGTON FED INC COM 938824109 234,397 10,064,290 SH   DFND 1,5 0 0 10,064,290
WASHINGTON FED INC COM 938824109 2,147 92,200 SH   DFND 8 0 0 92,200
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 11,456 490,400 SH   DFND 1,5 0 0 490,400
WASTE CONNECTIONS INC COM 941053100 45,738 1,048,319 SH   DFND 1,5 0 0 1,048,319
WASTE CONNECTIONS INC COM 941053100 24,842 569,386 SH   DFND 8 0 0 569,386
WASTE MGMT INC DEL COM 94106L109 77,590 1,729,209 SH   DFND 1,5 0 0 1,729,209
WASTE MGMT INC DEL COM 94106L109 6,182 137,768 SH   DFND 2 137,768 0 0
WASTE MGMT INC DEL COM 94106L109 1,296 28,881 SH   DFND 3 28,881 0 0
WATERS CORP COM 941848103 63,740 637,399 SH   DFND 1,5 0 0 637,399
WATERS CORP COM 941848103 2,688 26,878 SH   DFND 2 26,878 0 0
WATERS CORP COM 941848103 353 3,535 SH   DFND 3 3,535 0 0
WATSCO INC COM 942622200 65,198 678,725 SH   DFND 1,5 0 0 678,725
WATSCO INC COM 942622200 9,281 96,616 SH   DFND 8 0 0 96,616
WATTS WATER TECHNOLOGIES INC CL A 942749102 4,937 79,800 SH   DFND 1,5 0 0 79,800
WATTS WATER TECHNOLOGIES INC CL A 942749102 9,393 151,820 SH   DFND 6 151,820 0 0
WD-40 CO COM 929236107 2,273 30,430 SH   DFND 6 30,430 0 0
WD-40 CO COM 929236107 1,149 15,380 SH   DFND 7 15,380 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 9,541 615,920 SH   DFND 1,5 0 0 615,920
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 71,863 4,639,346 SH   DFND 8 0 0 4,639,346
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 3,480 3,100,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 93,212 2,932,127 SH   DFND 1,5 83,000 0 2,849,127
WEB COM GROUP INC COM 94733A104 44,051 1,385,676 SH   DFND 6 1,242,376 0 143,300
WEB COM GROUP INC COM 94733A104 1,100 34,600 SH   DFND 7 32,200 0 2,400
WEB COM GROUP INC COM 94733A104 98,852 3,109,539 SH   DFND 8 0 0 3,109,539
WEB COM GROUP INC COM 94733A104 3,444 108,345 SH   DFND   108,345 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9,775 10,000,000 PRN   DFND 1,5 0 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 191,754 5,823,084 SH   DFND 1,5 0 0 5,823,084
WELLCARE HEALTH PLANS INC COM 94946T106 58,097 825,000 SH   DFND 1,5 0 0 825,000
WELLPOINT INC COM 94973V107 917,434 9,930,016 SH   DFND 1,5 1,819,253 0 8,110,763
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 121,269 89,580,000 PRN   DFND 1,5 0 0 0
WELLPOINT INC COM 94973V107 8,617 93,273 SH   DFND 2 93,273 0 0
WELLPOINT INC COM 94973V107 1,249 13,519 SH   DFND 3 13,519 0 0
WELLPOINT INC COM 94973V107 4,911 53,150 SH   DFND 6 53,150 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 1,218 900,000 PRN   DFND 6 0 0 0
WELLPOINT INC COM 94973V107 2,044 22,120 SH   DFND 7 22,120 0 0
WELLPOINT INC COM 94973V107 8,879 96,100 SH   DFND 8 0 0 96,100
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 108 80,000 PRN   DFND   0 0 0
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 148,562 134,445 SH   DFND 1,5 14,910 0 119,535
WELLS FARGO & CO NEW COM 949746101 7,565,731 166,646,068 SH   DFND 1,5 2,194,734 0 164,451,334
WELLS FARGO & CO NEW COM 949746101 68,712 1,513,475 SH   DFND 2 1,513,475 0 0
WELLS FARGO & CO NEW COM 949746101 20,384 448,981 SH   DFND 3 448,981 0 0
WELLS FARGO & CO NEW COM 949746101 108,172 2,382,646 SH   DFND 6 1,293,746 0 1,088,900
WELLS FARGO & CO NEW COM 949746101 62,416 1,374,803 SH   DFND 7 1,089,403 0 285,400
WELLS FARGO & CO NEW COM 949746101 140,070 3,085,237 SH   DFND 8 0 0 3,085,237
WELLS FARGO & CO NEW COM 949746101 25,105 552,984 SH   DFND   552,984 0 0
WENDYS CO COM 95058W100 34,903 4,002,651 SH   DFND 1,5 15,700 0 3,986,951
WESCO AIRCRAFT HLDGS INC COM 950814103 1,089 49,700 SH   DFND 8 0 0 49,700
WESCO INTL INC COM 95082P105 441,897 4,852,279 SH   DFND 1,5 0 0 4,852,279
WESCO INTL INC COM 95082P105 79,226 869,949 SH   DFND 6 777,359 0 92,590
WESCO INTL INC COM 95082P105 11,529 126,590 SH   DFND 7 120,090 0 6,500
WESCO INTL INC COM 95082P105 45,819 503,113 SH   DFND 8 0 0 503,113
WESCO INTL INC COM 95082P105 19,301 211,940 SH   DFND   211,940 0 0
WEST CORP COM 952355204 163,660 6,365,618 SH   DFND 1,5 0 0 6,365,618
WEST CORP COM 952355204 9,284 361,110 SH   DFND 6 361,110 0 0
WEST CORP COM 952355204 6,903 268,500 SH   DFND 8 0 0 268,500
WESTERN ALLIANCE BANCORP COM 957638109 18,170 761,534 SH   DFND 6 761,534 0 0
WESTERN DIGITAL CORP COM 958102105 85,428 1,018,217 SH   DFND 1,5 290 0 1,017,927
WESTERN DIGITAL CORP COM 958102105 5,576 66,465 SH   DFND 2 66,465 0 0
WESTERN DIGITAL CORP COM 958102105 1,047 12,473 SH   DFND 3 12,473 0 0
WESTERN DIGITAL CORP COM 958102105 669 7,973 SH   DFND 6 7,973 0 0
WESTERN DIGITAL CORP COM 958102105 31,067 370,284 SH   DFND 8 0 0 370,284
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 4,764 120,572 SH   DFND 1,5 0 0 120,572
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 45,449 736,731 SH   DFND 1,5 0 0 736,731
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 32,372 7,295,000 PRN   DFND 1,5 0 0 0
WESTERN REFNG INC COM 959319104 64,983 1,532,258 SH   DFND 1,5 0 0 1,532,258
WESTERN REFNG INC COM 959319104 5,618 132,470 SH   DFND 6 128,720 0 3,750
WESTERN REFNG INC COM 959319104 7,541 177,810 SH   DFND 7 177,450 0 360
WESTERN REFNG INC COM 959319104 10,792 254,458 SH   DFND   254,458 0 0
WESTERN UN CO COM 959802109 755,469 43,795,330 SH   DFND 1,5 0 0 43,795,330
WESTERN UN CO COM 959802109 3,008 174,364 SH   DFND 2 174,364 0 0
WESTERN UN CO COM 959802109 1,933 112,037 SH   DFND 3 112,037 0 0
WESTERN UN CO COM 959802109 2,266 131,380 SH   DFND 6 131,380 0 0
WESTERN UN CO COM 959802109 17,964 1,041,400 SH   DFND 8 0 0 1,041,400
WESTERN UN CO COM 959802109 14,663 850,001 SH   DFND   850,001 0 0
WEX INC COM 96208T104 115,890 1,170,256 SH   DFND 1,5 0 0 1,170,256
WEX INC COM 96208T104 32,556 328,744 SH   DFND 8 0 0 328,744
WEYERHAEUSER CO COM 962166104 67,095 2,125,271 SH   DFND 1,5 42,937 0 2,082,334
WEYERHAEUSER CO PREF CONV SER A 962166872 68,299 1,227,300 SH   DFND 1,5 383,800 0 843,500
WEYERHAEUSER CO COM 962166104 5,809 183,996 SH   DFND 2 183,996 0 0
WEYERHAEUSER CO COM 962166104 588 18,627 SH   DFND 3 18,627 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,302 23,400 SH   DFND 6 0 0 23,400
WEYERHAEUSER CO COM 962166104 12,827 406,302 SH   DFND 6 406,302 0 0
WEYERHAEUSER CO COM 962166104 12,488 395,577 SH   DFND 7 395,577 0 0
WEYERHAEUSER CO COM 962166104 17,056 540,263 SH   DFND 8 0 0 540,263
WHIRLPOOL CORP COM 963320106 302,817 1,930,490 SH   DFND 1,5 100 0 1,930,390
WHIRLPOOL CORP COM 963320106 3,888 24,784 SH   DFND 2 24,784 0 0
WHIRLPOOL CORP COM 963320106 473 3,012 SH   DFND 3 3,012 0 0
WHIRLPOOL CORP COM 963320106 951 6,060 SH   DFND 6 6,060 0 0
WHITEWAVE FOODS CO COM CL A 966244105 81,936 3,571,749 SH   DFND 1,5 0 0 3,571,749
WHITEWAVE FOODS CO COM CL A 966244105 15,903 693,260 SH   DFND 6 693,260 0 0
WHITEWAVE FOODS CO COM CL A 966244105 2,591 112,950 SH   DFND 7 112,950 0 0
WHITEWAVE FOODS CO COM CL A 966244105 373 16,255 SH   DFND   16,255 0 0
WHITING PETE CORP NEW COM 966387102 168,321 2,720,556 SH   DFND 1,5 3,700 0 2,716,856
WHITING PETE CORP NEW COM 966387102 3,035 49,047 SH   DFND 6 10,147 0 38,900
WHITING PETE CORP NEW COM 966387102 46,675 754,401 SH   DFND 8 0 0 754,401
WHITING PETE CORP NEW COM 966387102 15,548 251,300 SH   DFND   251,300 0 0
WHOLE FOODS MKT INC COM 966837106 356,261 6,160,482 SH   DFND 1,5 14,400 0 6,146,082
WHOLE FOODS MKT INC COM 966837106 6,795 117,497 SH   DFND 2 117,497 0 0
WHOLE FOODS MKT INC COM 966837106 1,370 23,697 SH   DFND 3 23,697 0 0
WHOLE FOODS MKT INC COM 966837106 3,969 68,640 SH   DFND 6 68,640 0 0
WHOLE FOODS MKT INC COM 966837106 2,527 43,700 SH   DFND 8 0 0 43,700
WI-LAN INC COM 928972108 1,451 434,100 SH   DFND 8 0 0 434,100
WILEY JOHN & SONS INC CL A 968223206 6,105 110,600 SH   DFND 1,5 0 0 110,600
WILLIAMS COS INC DEL COM 969457100 815,928 21,154,479 SH   DFND 1,5 483,364 0 20,671,115
WILLIAMS COS INC DEL COM 969457100 8,323 215,781 SH   DFND 2 215,781 0 0
WILLIAMS COS INC DEL COM 969457100 2,222 57,620 SH   DFND 3 57,620 0 0
WILLIAMS COS INC DEL COM 969457100 34,559 896,020 SH   DFND 6 608,630 0 287,390
WILLIAMS COS INC DEL COM 969457100 29,981 777,321 SH   DFND 7 632,471 0 144,850
WILLIAMS COS INC DEL COM 969457100 44,634 1,157,226 SH   DFND 8 0 0 1,157,226
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 34,224 672,900 SH   DFND 1,5 0 0 672,900
WILLIAMS SONOMA INC COM 969904101 46,479 797,510 SH   DFND 1,5 0 0 797,510
WILLIAMS SONOMA INC COM 969904101 14,299 245,350 SH   DFND 8 0 0 245,350
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 2,586 57,700 SH   DFND 8 0 0 57,700
WILSHIRE BANCORP INC COM 97186T108 7,978 729,900 SH   DFND 8 0 0 729,900
WINDSTREAM HLDGS INC COM 97382A101 905 113,372 SH   DFND 1,5 0 0 113,372
WINDSTREAM HLDGS INC COM 97382A101 1,502 188,200 SH   DFND 2 188,200 0 0
WINDSTREAM HLDGS INC COM 97382A101 367 46,003 SH   DFND 3 46,003 0 0
WINDSTREAM HLDGS INC COM 97382A101 1,513 189,582 SH   DFND 8 0 0 189,582
WINNEBAGO INDS INC COM 974637100 5,931 216,076 SH   DFND 1,5 0 0 216,076
WIRELESS TELECOM GROUP INC COM 976524108 2,756 1,300,000 SH   DFND 1,5 0 0 1,300,000
WISCONSIN ENERGY CORP COM 976657106 2,957 71,520 SH   DFND 2 71,520 0 0
WISCONSIN ENERGY CORP COM 976657106 979 23,686 SH   DFND 3 23,686 0 0
WISDOMTREE INVTS INC COM 97717P104 58,792 3,319,682 SH   DFND 1,5 0 0 3,319,682
WISDOMTREE INVTS INC COM 97717P104 8,855 500,000 SH   DFND 8 0 0 500,000
WISDOMTREE TR INDIA ERNGS FD 97717W422 3,064 175,700 SH   DFND 1,5 175,700 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 18,140 356,800 SH   DFND 1,5 33,900 0 322,900
WISDOMTREE TR JAPN HEDGE EQT 97717W851 61,469 1,209,067 SH   DFND 3 1,209,067 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,898 76,679 SH   DFND 7 76,679 0 0
WIX COM LTD SHS M98068105 27,340 1,018,260 SH   DFND 1,5 0 0 1,018,260
WIX COM LTD SHS M98068105 10,676 397,600 SH   DFND 8 0 0 397,600
WNS HOLDINGS LTD SPON ADR 92932M101 48,463 2,211,900 SH   DFND 1,5 0 0 2,211,900
WNS HOLDINGS LTD SPON ADR 92932M101 37,422 1,707,996 SH   DFND 6 1,707,996 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 80,972 3,695,683 SH   DFND 8 0 0 3,695,683
WOLVERINE WORLD WIDE INC COM 978097103 183,773 5,411,442 SH   DFND 1,5 0 0 5,411,442
WOLVERINE WORLD WIDE INC COM 978097103 625 18,400 SH   DFND 6 18,400 0 0
WOLVERINE WORLD WIDE INC COM 978097103 15,790 464,946 SH   DFND 8 0 0 464,946
WOODWARD INC COM 980745103 17,815 390,600 SH   DFND 1,5 0 0 390,600
WOODWARD INC COM 980745103 316 6,920 SH   DFND 3 6,920 0 0
WORKDAY INC CL A 98138H101 834,288 10,032,321 SH   DFND 1,5 163,200 0 9,869,121
WORKDAY INC CL A 98138H101 1,206 14,500 SH   DFND 6 14,500 0 0
WORKDAY INC CL A 98138H101 7,414 89,149 SH   DFND 8 0 0 89,149
WORKDAY INC CL A 98138H101 17,639 212,110 SH   DFND   212,110 0 0
WORLD ACCEP CORP DEL COM 981419104 93,211 1,064,900 SH   DFND 1,5 0 0 1,064,900
WORLD ACCEP CORP DEL COM 981419104 16,842 192,419 SH   DFND 6 192,419 0 0
WORLD FUEL SVCS CORP COM 981475106 318,671 7,383,478 SH   DFND 1,5 0 0 7,383,478
WORLD FUEL SVCS CORP COM 981475106 65,244 1,511,676 SH   DFND 6 1,511,676 0 0
WORLD FUEL SVCS CORP COM 981475106 37,549 869,990 SH   DFND 7 869,990 0 0
WORTHINGTON INDS INC COM 981811102 51,281 1,218,647 SH   DFND 1,5 0 0 1,218,647
WORTHINGTON INDS INC COM 981811102 9,045 214,938 SH   DFND 8 0 0 214,938
WPX ENERGY INC COM 98212B103 61,439 3,014,687 SH   DFND 1,5 0 0 3,014,687
WPX ENERGY INC COM 98212B103 1,292 63,402 SH   DFND 2 63,402 0 0
WPX ENERGY INC COM 98212B103 313 15,361 SH   DFND 3 15,361 0 0
WRIGHT MED GROUP INC COM 98235T107 19,962 650,000 SH   DFND 8 0 0 650,000
WSFS FINL CORP COM 929328102 67,133 865,892 SH   DFND 1,5 0 0 865,892
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 34,394 896,154 SH   DFND 1,5 198,600 0 697,554
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 47,510 1,237,879 SH   DFND 4 1,237,879 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 6,106 159,100 SH   DFND 6 159,100 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 12,537 326,646 SH   DFND 8 0 0 326,646
WYNDHAM WORLDWIDE CORP COM 98310W108 359,830 4,883,023 SH   DFND 1,5 0 0 4,883,023
WYNDHAM WORLDWIDE CORP COM 98310W108 3,032 41,142 SH   DFND 2 41,142 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 530 7,191 SH   DFND 3 7,191 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 32,300 438,320 SH   DFND 6 283,400 0 154,920
WYNDHAM WORLDWIDE CORP COM 98310W108 20,471 277,796 SH   DFND 7 236,896 0 40,900
WYNDHAM WORLDWIDE CORP COM 98310W108 49,558 672,515 SH   DFND 8 0 0 672,515
WYNDHAM WORLDWIDE CORP COM 98310W108 960 13,033 SH   DFND   13,033 0 0
WYNN RESORTS LTD COM 983134107 351,542 1,810,113 SH   DFND 1,5 0 0 1,810,113
WYNN RESORTS LTD COM 983134107 4,953 25,503 SH   DFND 2 25,503 0 0
WYNN RESORTS LTD COM 983134107 1,544 7,949 SH   DFND 3 7,949 0 0
WYNN RESORTS LTD COM 983134107 1,328 6,839 SH   DFND 6 6,839 0 0
WYNN RESORTS LTD COM 983134107 13,789 71,000 SH   DFND 8 0 0 71,000
XCEL ENERGY INC COM 98389B100 243,701 8,722,306 SH   DFND 1,5 91,400 0 8,630,906
XCEL ENERGY INC COM 98389B100 4,390 157,122 SH   DFND 2 157,122 0 0
XCEL ENERGY INC COM 98389B100 917 32,809 SH   DFND 3 32,809 0 0
XCEL ENERGY INC COM 98389B100 930 33,300 SH   DFND 6 33,300 0 0
XENCOR INC COM 98401F105 15,538 1,700,000 SH   DFND 8 0 0 1,700,000
XENOPORT INC COM 98411C100 6,825 1,186,946 SH   DFND 1,5 0 0 1,186,946
XENOPORT INC COM 98411C100 409 71,061 SH   DFND 6 71,061 0 0
XENOPORT INC COM 98411C100 964 167,700 SH   DFND 8 0 0 167,700
XEROX CORP COM 984121103 220,921 18,152,932 SH   DFND 1,5 23,800 0 18,129,132
XEROX CORP COM 984121103 4,447 365,382 SH   DFND 2 365,382 0 0
XEROX CORP COM 984121103 702 57,690 SH   DFND 3 57,690 0 0
XEROX CORP COM 984121103 183 15,051 SH   DFND 6 15,051 0 0
XILINX INC COM 983919101 132,905 2,894,269 SH   DFND 1,5 5,900 0 2,888,369
XILINX INC SDCV 3.125% 3/1 983919AD3 15,850 10,000,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 3,890 84,716 SH   DFND 2 84,716 0 0
XILINX INC COM 983919101 843 18,364 SH   DFND 3 18,364 0 0
XILINX INC COM 983919101 758 16,500 SH   DFND 6 11,030 0 5,470
XILINX INC COM 983919101 16,579 361,046 SH   DFND 8 0 0 361,046
XL GROUP PLC SHS G98290102 3,151 98,970 SH   DFND 1,5 0 0 98,970
XL GROUP PLC SHS G98290102 2,843 89,293 SH   DFND 2 89,293 0 0
XL GROUP PLC SHS G98290102 584 18,349 SH   DFND 3 18,349 0 0
XL GROUP PLC SHS G98290102 2,063 64,800 SH   DFND 8 0 0 64,800
XO GROUP INC COM 983772104 319 21,500 SH   DFND 8 0 0 21,500
XOMA CORP DEL COM 98419J107 56,516 8,397,674 SH   DFND 1,5 0 0 8,397,674
XOMA CORP DEL COM 98419J107 430 63,900 SH   DFND 6 63,900 0 0
XOMA CORP DEL COM 98419J107 25,436 3,779,562 SH   DFND 8 0 0 3,779,562
XOOM CORP COM 98419Q101 4,032 147,330 SH   DFND 1,5 0 0 147,330
XOOM CORP COM 98419Q101 7,094 259,201 SH   DFND 8 0 0 259,201
XPO LOGISTICS INC COM 983793100 10,005 380,558 SH   DFND 1,5 0 0 380,558
XUEDA ED GROUP SPONSORED ADR 98418W109 22,710 3,704,700 SH   DFND 1,5 95,400 0 3,609,300
XYLEM INC COM 98419M100 19,398 560,634 SH   DFND 1,5 0 0 560,634
XYLEM INC COM 98419M100 2,015 58,249 SH   DFND 2 58,249 0 0
XYLEM INC COM 98419M100 660 19,077 SH   DFND 6 19,077 0 0
XYLEM INC COM 98419M100 1,567 45,300 SH   DFND 8 0 0 45,300
XYRATEX LTD COM G98268108 9,635 725,000 SH   DFND 1,5 0 0 725,000
YAHOO INC COM 984332106 4,185,275 103,493,456 SH   DFND 1,5 244,300 0 103,249,156
YAHOO INC COM 984332106 12,046 297,873 SH   DFND 2 297,873 0 0
YAHOO INC COM 984332106 5,736 141,846 SH   DFND 3 141,846 0 0
YAHOO INC COM 984332106 10,904 269,646 SH   DFND 6 269,646 0 0
YAHOO INC COM 984332106 549,735 13,593,845 SH   DFND 8 0 0 13,593,845
YAHOO INC COM 984332106 35,827 885,933 SH   DFND   885,933 0 0
YAMANA GOLD INC COM 98462Y100 1,325 153,700 SH   DFND 1,5 0 0 153,700
YAMANA GOLD INC COM 98462Y100 58,620 6,797,900 SH   DFND 8 0 0 6,797,900
YANDEX N V SHS CLASS A N97284108 105,492 2,444,775 SH   DFND 1,5 6,300 0 2,438,475
YANDEX N V SHS CLASS A N97284108 944 21,875 SH   DFND 8 0 0 21,875
YELP INC CL A 985817105 13,923 201,933 SH   DFND 1,5 800 0 201,133
YELP INC CL A 985817105 10,251 148,680 SH   DFND 6 148,680 0 0
YELP INC CL A 985817105 5,186 75,210 SH   DFND 7 75,210 0 0
YELP INC CL A 985817105 10,113 146,667 SH   DFND 8 0 0 146,667
YELP INC CL A 985817105 18,074 262,130 SH   DFND   262,130 0 0
YOU ON DEMAND HLDGS INC COM NEW 98741R207 988 440,068 SH   DFND 1,5 0 0 440,068
YOUKU TUDOU INC SPONSORED ADR 98742U100 54,708 1,805,554 SH   DFND 1,5 11,800 0 1,793,754
YUM BRANDS INC COM 988498101 1,416,531 18,734,704 SH   DFND 1,5 156,670 0 18,578,034
YUM BRANDS INC COM 988498101 10,631 140,606 SH   DFND 2 140,606 0 0
YUM BRANDS INC COM 988498101 3,598 47,583 SH   DFND 3 47,583 0 0
YUM BRANDS INC COM 988498101 17,389 229,980 SH   DFND 6 176,680 0 53,300
YUM BRANDS INC COM 988498101 8,116 107,338 SH   DFND 7 93,438 0 13,900
YUM BRANDS INC COM 988498101 88,821 1,174,728 SH   DFND 8 0 0 1,174,728
ZELTIQ AESTHETICS INC COM 98933Q108 18,679 987,810 SH   DFND 1,5 0 0 987,810
ZELTIQ AESTHETICS INC COM 98933Q108 592 31,300 SH   DFND 6 31,300 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 36,899 1,951,290 SH   DFND 8 0 0 1,951,290
ZIMMER HLDGS INC COM 98956P102 274,500 2,945,600 SH   DFND 1,5 0 0 2,945,600
ZIMMER HLDGS INC COM 98956P102 5,031 53,985 SH   DFND 2 53,985 0 0
ZIMMER HLDGS INC COM 98956P102 2,127 22,824 SH   DFND 3 22,824 0 0
ZIMMER HLDGS INC COM 98956P102 1,118 12,000 SH   DFND 6 12,000 0 0
ZIMMER HLDGS INC COM 98956P102 26,093 280,000 SH   DFND 8 0 0 280,000
ZIONS BANCORPORATION COM 989701107 3,396 113,347 SH   DFND 1,5 0 0 113,347
ZIONS BANCORPORATION COM 989701107 1,746 58,289 SH   DFND 2 58,289 0 0
ZIONS BANCORPORATION COM 989701107 800 26,690 SH   DFND 3 26,690 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 2,689 619,600 SH   DFND 1,5 0 0 619,600
ZIOPHARM ONCOLOGY INC COM 98973P101 29,982 6,908,271 SH   DFND 8 0 0 6,908,271
ZOETIS INC CL A 98978V103 203,762 6,233,165 SH   DFND 1,5 0 0 6,233,165
ZOETIS INC CL A 98978V103 5,161 157,869 SH   DFND 2 157,869 0 0
ZOETIS INC CL A 98978V103 531 16,250 SH   DFND 3 16,250 0 0
ZOETIS INC CL A 98978V103 9,420 288,152 SH   DFND 6 154,800 0 133,352
ZOETIS INC CL A 98978V103 11,533 352,798 SH   DFND 7 352,798 0 0
ZOETIS INC CL A 98978V103 34,593 1,058,200 SH   DFND 8 0 0 1,058,200
ZOETIS INC CL A 98978V103 1,070 32,731 SH   DFND   32,731 0 0
ZOGENIX INC COM 98978L105 38,149 11,089,697 SH   DFND 8 0 0 11,089,697
ZULILY INC CL A 989774104 15,209 367,100 SH   DFND 1,5 1,200 0 365,900
ZUMIEZ INC COM 989817101 5,352 205,858 SH   DFND 1,5 0 0 205,858
ZUMIEZ INC COM 989817101 6,016 231,400 SH   DFND 8 0 0 231,400
ZYNGA INC CL A 98986T108 1,682 442,500 SH   DFND   442,500 0 0