The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 8,641 321,000 SH   DFND 8 0 0 321,000
21VIANET GROUP INC SPONSORED ADR 90138A103 19,350 1,173,454 SH   DFND 1,5 0 0 1,173,454
21VIANET GROUP INC SPONSORED ADR 90138A103 765 46,400 SH   DFND 7 46,400 0 0
3-D SYS CORP DEL COM NEW 88554D205 157,038 2,908,641 SH   DFND 1,5 7,614 0 2,901,027
3-D SYS CORP DEL COM NEW 88554D205 11,947 221,274 SH   DFND 8 0 0 221,274
3-D SYS CORP DEL COM NEW 88554D205 2,075 38,441 SH   DFND 9 38,441 0 0
3-D SYS CORP DEL COM NEW 88554D205 7,849 145,370 SH   DFND   145,370 0 0
3M CO COM 88579Y101 896,924 7,511,296 SH   DFND 1,5 0 0 7,511,296
3M CO COM 88579Y101 24,534 205,463 SH   DFND 2 205,463 0 0
3M CO COM 88579Y101 7,811 65,413 SH   DFND 3 65,413 0 0
3M CO COM 88579Y101 5,875 49,200 SH   DFND 8 0 0 49,200
51JOB INC SP ADR REP COM 316827104 16,430 228,769 SH   DFND 1,5 0 0 228,769
8X8 INC NEW COM 282914100 1,334 132,500 SH   DFND 1,5 0 0 132,500
8X8 INC NEW COM 282914100 2,087 207,200 SH   DFND 8 0 0 207,200
A H BELO CORP COM CL A 001282102 468 59,584 SH   DFND 1,5 0 0 59,584
AAR CORP COM 000361105 30,192 1,104,726 SH   DFND 1,5 0 0 1,104,726
AARONS INC COM PAR $0.50 002535300 62,472 2,255,300 SH   DFND 1,5 0 0 2,255,300
ABBOTT LABS COM 002824100 75,120 2,263,327 SH   DFND 1,5 0 0 2,263,327
ABBOTT LABS COM 002824100 16,322 491,787 SH   DFND 2 491,787 0 0
ABBOTT LABS COM 002824100 4,250 128,047 SH   DFND 3 128,047 0 0
ABBOTT LABS COM 002824100 547 16,470 SH   DFND 6 16,470 0 0
ABBOTT LABS COM 002824100 329 9,900 SH   DFND 7 9,900 0 0
ABBOTT LABS COM 002824100 53,104 1,600,000 SH   DFND 8 0 0 1,600,000
ABBVIE INC COM 00287Y109 2,371,606 53,020,485 SH   DFND 1,5 102,406 0 52,918,079
ABBVIE INC COM 00287Y109 22,441 501,693 SH   DFND 2 501,693 0 0
ABBVIE INC COM 00287Y109 5,788 129,407 SH   DFND 3 129,407 0 0
ABBVIE INC COM 00287Y109 68,255 1,525,935 SH   DFND 6 714,715 0 811,220
ABBVIE INC COM 00287Y109 83,245 1,861,059 SH   DFND 7 1,243,359 0 617,700
ABBVIE INC COM 00287Y109 65,068 1,454,689 SH   DFND 8 0 0 1,454,689
ABBVIE INC COM 00287Y109 66,517 1,487,067 SH   DFND 9 1,487,067 0 0
ABERCROMBIE & FITCH CO CL A 002896207 402,649 11,383,910 SH   DFND 1,5 0 0 11,383,910
ABERCROMBIE & FITCH CO CL A 002896207 855 24,174 SH   DFND 2 24,174 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,174 33,200 SH   DFND 6 33,200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 6,303 178,190 SH   DFND 8 0 0 178,190
ACACIA RESH CORP ACACIA TCH COM 003881307 147,563 6,399,071 SH   DFND 1,5 74,231 0 6,324,840
ACACIA RESH CORP ACACIA TCH COM 003881307 2,163 93,780 SH   DFND 6 93,780 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 9,463 240,000 SH   DFND 1,5 0 0 240,000
ACADIA PHARMACEUTICALS INC COM 004225108 239,868 8,732,016 SH   DFND 1,5 0 0 8,732,016
ACADIA PHARMACEUTICALS INC COM 004225108 125,965 4,585,549 SH   DFND 8 0 0 4,585,549
ACADIA PHARMACEUTICALS INC COM 004225108 291 10,600 SH   DFND   10,600 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 133,976 5,428,528 SH   DFND 1,5 29,996 0 5,398,532
ACADIA RLTY TR COM SH BEN INT 004239109 9,326 377,867 SH   DFND 6 377,867 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 11,769 476,849 SH   DFND 8 0 0 476,849
ACCELRYS INC COM 00430U103 4,838 490,673 SH   DFND 6 397,573 0 93,100
ACCELRYS INC COM 00430U103 556 56,400 SH   DFND 7 54,800 0 1,600
ACCELRYS INC COM 00430U103 726 73,600 SH   DFND   73,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 930,041 12,629,556 SH   DFND 1,5 100,379 0 12,529,177
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15,027 204,056 SH   DFND 2 204,056 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,571 48,491 SH   DFND 3 48,491 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,964 53,828 SH   DFND 6 25,628 0 28,200
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,928 94,084 SH   DFND 7 90,984 0 3,100
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 72,532 984,954 SH   DFND 8 0 0 984,954
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 361 4,909 SH   DFND 9 4,909 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 127,723 2,643,820 SH   DFND 1,5 0 0 2,643,820
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 1,707 35,343 SH   DFND 7 35,343 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 40,720 842,895 SH   DFND 8 0 0 842,895
ACCO BRANDS CORP COM 00081T108 70,589 10,630,885 SH   DFND 1,5 0 0 10,630,885
ACCRETIVE HEALTH INC COM 00438V103 94,072 10,314,902 SH   DFND 1,5 0 0 10,314,902
ACCURAY INC COM 004397105 60,711 8,215,300 SH   DFND 1,5 0 0 8,215,300
ACCURAY INC COM 004397105 842 113,940 SH   DFND 6 113,940 0 0
ACCURAY INC COM 004397105 20,419 2,763,000 SH   DFND 8 0 0 2,763,000
ACE LTD SHS H0023R105 1,611,533 17,224,595 SH   DFND 1,5 129,266 0 17,095,329
ACE LTD SHS H0023R105 10,070 107,627 SH   DFND 2 107,627 0 0
ACE LTD SHS H0023R105 3,128 33,434 SH   DFND 3 33,434 0 0
ACE LTD SHS H0023R105 5,122 54,742 SH   DFND 6 54,742 0 0
ACE LTD SHS H0023R105 1,914 20,459 SH   DFND 7 20,459 0 0
ACE LTD SHS H0023R105 60,462 646,241 SH   DFND 8 0 0 646,241
ACELRX PHARMACEUTICALS INC COM 00444T100 8,736 811,139 SH   DFND 8 0 0 811,139
ACETO CORP COM 004446100 413 26,420 SH   DFND 1,5 0 0 26,420
ACHILLION PHARMACEUTICALS IN COM 00448Q201 12,865 4,259,900 SH   DFND 1,5 0 0 4,259,900
ACHILLION PHARMACEUTICALS IN COM 00448Q201 5,425 1,796,332 SH   DFND 8 0 0 1,796,332
ACHILLION PHARMACEUTICALS IN COM 00448Q201 129 42,825 SH   DFND   42,825 0 0
ACORDA THERAPEUTICS INC COM 00484M106 122,607 3,576,641 SH   DFND 1,5 0 0 3,576,641
ACORDA THERAPEUTICS INC COM 00484M106 71,265 2,078,903 SH   DFND 8 0 0 2,078,903
ACTAVIS INC COM 00507K103 1,261,248 8,758,670 SH   DFND 1,5 8,840 0 8,749,830
ACTAVIS INC COM 00507K103 7,899 54,856 SH   DFND 2 54,856 0 0
ACTAVIS INC COM 00507K103 1,289 8,954 SH   DFND 3 8,954 0 0
ACTAVIS INC COM 00507K103 20,529 142,563 SH   DFND 6 45,063 0 97,500
ACTAVIS INC COM 00507K103 23,910 166,043 SH   DFND 7 144,843 0 21,200
ACTAVIS INC COM 00507K103 311,864 2,165,722 SH   DFND 8 0 0 2,165,722
ACTAVIS INC COM 00507K103 496 3,442 SH   DFND 9 3,442 0 0
ACTIVE NETWORK INC COM 00506D100 1,929 134,781 SH   DFND 1,5 0 0 134,781
ACTIVE NETWORK INC COM 00506D100 3,583 250,419 SH   DFND 8 0 0 250,419
ACTIVISION BLIZZARD INC COM 00507V109 722,942 43,367,858 SH   DFND 1,5 0 0 43,367,858
ACTIVISION BLIZZARD INC COM 00507V109 42,023 2,520,860 SH   DFND 6 1,152,920 0 1,367,940
ACTIVISION BLIZZARD INC COM 00507V109 61,888 3,712,549 SH   DFND 7 3,248,059 0 464,490
ACTIVISION BLIZZARD INC COM 00507V109 26,215 1,572,573 SH   DFND 8 0 0 1,572,573
ACTIVISION BLIZZARD INC COM 00507V109 11,101 665,933 SH   DFND   665,933 0 0
ACTUANT CORP CL A NEW 00508X203 150,858 3,884,078 SH   DFND 1,5 0 0 3,884,078
ACTUATE CORP COM 00508B102 1,801 245,000 SH   DFND 8 0 0 245,000
ACXIOM CORP COM 005125109 2,453 86,400 SH   DFND 8 0 0 86,400
ADAMS RES & ENERGY INC COM NEW 006351308 8,823 158,951 SH   DFND 1,5 0 0 158,951
ADOBE SYS INC COM 00724F101 992,015 19,099,252 SH   DFND 1,5 0 0 19,099,252
ADOBE SYS INC COM 00724F101 7,677 147,811 SH   DFND 2 147,811 0 0
ADOBE SYS INC COM 00724F101 2,625 50,530 SH   DFND 3 50,530 0 0
ADOBE SYS INC COM 00724F101 26,968 519,220 SH   DFND 6 272,660 0 246,560
ADOBE SYS INC COM 00724F101 39,831 766,860 SH   DFND 7 475,750 0 291,110
ADOBE SYS INC COM 00724F101 92,877 1,788,168 SH   DFND 8 0 0 1,788,168
ADOBE SYS INC COM 00724F101 10,031 193,131 SH   DFND   193,131 0 0
ADTRAN INC COM 00738A106 5,330 200,092 SH   DFND 1,5 0 0 200,092
ADTRAN INC COM 00738A106 13,116 492,360 SH   DFND 6 408,160 0 84,200
ADTRAN INC COM 00738A106 12,662 475,295 SH   DFND 7 474,395 0 900
ADTRAN INC COM 00738A106 11,887 446,227 SH   DFND 8 0 0 446,227
ADTRAN INC COM 00738A106 1,523 57,154 SH   DFND   57,154 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,936 59,700 SH   DFND 1,5 0 0 59,700
ADVANCED ENERGY INDS COM 007973100 24,385 1,391,844 SH   DFND 1,5 0 0 1,391,844
ADVANCED MICRO DEVICES INC COM 007903107 89,776 23,625,196 SH   DFND 1,5 0 0 23,625,196
ADVANCED MICRO DEVICES INC COM 007903107 316 83,138 SH   DFND 3 83,138 0 0
ADVANCED MICRO DEVICES INC COM 007903107 496 130,400 SH   DFND 6 130,400 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 1,954 508,200 SH   DFND 6 508,200 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 537 139,600 SH   DFND 7 136,500 0 3,100
ADVANTAGE OIL & GAS LTD COM 00765F101 313 81,300 SH   DFND   81,300 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 464,453 14,853,002 SH   DFND 1,5 0 0 14,853,002
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 686 21,950 SH   DFND 6 14,540 0 7,410
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 7,302 233,500 SH   DFND 8 0 0 233,500
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 6,045 509,723 SH   DFND 6 509,723 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 26,149 305,091 SH   DFND 1,5 0 0 305,091
AEGERION PHARMACEUTICALS INC COM 00767E102 210,507 2,456,038 SH   DFND 8 0 0 2,456,038
AEGION CORP COM 00770F104 1,139 48,000 SH   DFND 8 0 0 48,000
AERCAP HOLDINGS NV SHS N00985106 18,625 957,099 SH   DFND 1,5 0 0 957,099
AERCAP HOLDINGS NV SHS N00985106 1,380 70,900 SH   DFND 6 27,400 0 43,500
AERCAP HOLDINGS NV SHS N00985106 821 42,200 SH   DFND 7 40,700 0 1,500
AERCAP HOLDINGS NV SHS N00985106 1,926 98,992 SH   DFND   98,992 0 0
AEROFLEX HLDG CORP COM 007767106 20,191 2,868,099 SH   DFND 1,5 0 0 2,868,099
AEROPOSTALE COM 007865108 109,185 11,615,400 SH   DFND 1,5 0 0 11,615,400
AES CORP COM 00130H105 345,610 26,005,251 SH   DFND 1,5 0 0 26,005,251
AES CORP COM 00130H105 2,589 194,772 SH   DFND 2 194,772 0 0
AES CORP COM 00130H105 8,955 673,850 SH   DFND 6 460,930 0 212,920
AES CORP COM 00130H105 4,099 308,395 SH   DFND 7 238,485 0 69,910
AES CORP COM 00130H105 45,658 3,435,547 SH   DFND 8 0 0 3,435,547
AES TR III PFD CV 6.75% 00808N202 12,600 250,000 SH   DFND 1,5 29,700 0 220,300
AETNA INC NEW COM 00817Y108 651,673 10,179,206 SH   DFND 1,5 75,135 0 10,104,071
AETNA INC NEW COM 00817Y108 7,538 117,748 SH   DFND 2 117,748 0 0
AETNA INC NEW COM 00817Y108 1,237 19,318 SH   DFND 3 19,318 0 0
AETNA INC NEW COM 00817Y108 2,525 39,446 SH   DFND 6 39,446 0 0
AETNA INC NEW COM 00817Y108 11,205 175,030 SH   DFND 7 175,030 0 0
AETNA INC NEW COM 00817Y108 32,657 510,108 SH   DFND 8 0 0 510,108
AETNA INC NEW COM 00817Y108 111,715 1,745,000 SH   DFND   1,745,000 0 0
AFC ENTERPRISES INC COM 00104Q107 44,677 1,024,931 SH   DFND 1,5 0 0 1,024,931
AFFILIATED MANAGERS GROUP COM 008252108 155,598 851,938 SH   DFND 1,5 80 0 851,858
AFFILIATED MANAGERS GROUP COM 008252108 1,974 10,810 SH   DFND 6 10,810 0 0
AFFILIATED MANAGERS GROUP COM 008252108 43,479 238,061 SH   DFND 8 0 0 238,061
AFFILIATED MANAGERS GROUP COM 008252108 312 1,711 SH   DFND 9 1,711 0 0
AFLAC INC COM 001055102 458,019 7,388,592 SH   DFND 1,5 47,299 0 7,341,293
AFLAC INC COM 001055102 9,123 147,174 SH   DFND 2 147,174 0 0
AFLAC INC COM 001055102 3,320 53,558 SH   DFND 3 53,558 0 0
AFLAC INC COM 001055102 46,661 752,712 SH   DFND 6 541,882 0 210,830
AFLAC INC COM 001055102 86,936 1,402,425 SH   DFND 7 949,745 0 452,680
AFLAC INC COM 001055102 21,814 351,900 SH   DFND 8 0 0 351,900
AG MTG INVT TR INC COM 001228105 9,620 578,800 SH   DFND 1,5 0 0 578,800
AGCO CORP COM 001084102 39,076 646,742 SH   DFND 1,5 0 0 646,742
AGCO CORP COM 001084102 240 3,971 SH   DFND 3 3,971 0 0
AGENUS INC COM NEW 00847G705 442 159,514 SH   DFND 8 0 0 159,514
AGILENT TECHNOLOGIES INC COM 00846U101 71,165 1,388,589 SH   DFND 1,5 0 0 1,388,589
AGILENT TECHNOLOGIES INC COM 00846U101 5,365 104,676 SH   DFND 2 104,676 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,086 21,199 SH   DFND 3 21,199 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 39,448 769,720 SH   DFND 6 414,470 0 355,250
AGILENT TECHNOLOGIES INC COM 00846U101 83,431 1,627,919 SH   DFND 7 1,430,739 0 197,180
AGILENT TECHNOLOGIES INC COM 00846U101 3,964 77,345 SH   DFND   77,345 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 60,213 2,153,532 SH   DFND 1,5 0 0 2,153,532
AGIOS PHARMACEUTICALS INC COM 00847X104 2,182 78,033 SH   DFND 8 0 0 78,033
AGL RES INC COM 001204106 1,727 37,528 SH   DFND 2 37,528 0 0
AGL RES INC COM 001204106 803 17,455 SH   DFND 3 17,455 0 0
AGNICO EAGLE MINES LTD COM 008474108 4,047 152,800 SH   DFND 1,5 0 0 152,800
AGNICO EAGLE MINES LTD COM 008474108 38,217 1,443,000 SH   DFND 8 0 0 1,443,000
AGNICO EAGLE MINES LTD COM 008474108 2,143 80,913 SH   DFND 9 80,913 0 0
AGRIUM INC COM 008916108 5,690 67,700 SH   DFND 1,5 0 0 67,700
AGRIUM INC COM 008916108 3,243 38,581 SH   DFND 6 1,345 0 37,236
AGRIUM INC COM 008916108 27,892 331,870 SH   DFND 7 322,070 0 9,800
AGRIUM INC COM 008916108 22,526 268,021 SH   DFND   216,221 0 51,800
AIR LEASE CORP CL A 00912X302 214,860 7,767,903 SH   DFND 1,5 0 0 7,767,903
AIR METHODS CORP COM PAR $.06 009128307 18,887 443,351 SH   DFND 1,5 15,551 0 427,800
AIR METHODS CORP COM PAR $.06 009128307 56,382 1,323,510 SH   DFND 6 1,191,110 0 132,400
AIR METHODS CORP COM PAR $.06 009128307 35,698 837,979 SH   DFND 7 837,179 0 800
AIR METHODS CORP COM PAR $.06 009128307 4,226 99,200 SH   DFND 8 0 0 99,200
AIR METHODS CORP COM PAR $.06 009128307 6,051 142,047 SH   DFND   142,047 0 0
AIR PRODS & CHEMS INC COM 009158106 7,070 66,341 SH   DFND 2 66,341 0 0
AIR PRODS & CHEMS INC COM 009158106 2,377 22,307 SH   DFND 3 22,307 0 0
AIR PRODS & CHEMS INC COM 009158106 213 2,000 SH   DFND 6 2,000 0 0
AIR PRODS & CHEMS INC COM 009158106 4,391 41,200 SH   DFND 8 0 0 41,200
AIR T INC COM 009207101 2,791 244,600 SH   DFND 1,5 0 0 244,600
AIR TRANSPORT SERVICES GRP I COM 00922R105 6,174 824,299 SH   DFND 6 824,299 0 0
AIRGAS INC COM 009363102 483,840 4,562,380 SH   DFND 1,5 9,680 0 4,552,700
AIRGAS INC COM 009363102 2,220 20,934 SH   DFND 2 20,934 0 0
AIRGAS INC COM 009363102 369 3,480 SH   DFND 3 3,480 0 0
AIRGAS INC COM 009363102 891 8,400 SH   DFND 6 8,400 0 0
AIRGAS INC COM 009363102 42,005 396,086 SH   DFND 8 0 0 396,086
AIXTRON SE SPONSORED ADR 009606104 231 13,600 SH   DFND 8 0 0 13,600
AKAMAI TECHNOLOGIES INC COM 00971T101 419,758 8,119,108 SH   DFND 1,5 8,341 0 8,110,767
AKAMAI TECHNOLOGIES INC COM 00971T101 2,915 56,377 SH   DFND 2 56,377 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 723 13,987 SH   DFND 7 13,987 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 25,131 486,085 SH   DFND 9 486,085 0 0
AKORN INC COM 009728106 7,355 373,734 SH   DFND 1,5 0 0 373,734
AKORN INC NOTE 3.500% 6/0 009728AB2 11,482 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 907 46,100 SH   DFND 8 0 0 46,100
ALAMOS GOLD INC COM 011527108 5,747 370,000 SH   DFND 1,5 0 0 370,000
ALAMOS GOLD INC COM 011527108 23,806 1,532,600 SH   DFND 6 616,200 0 916,400
ALAMOS GOLD INC COM 011527108 86,972 5,599,117 SH   DFND 7 5,522,240 0 76,877
ALAMOS GOLD INC COM 011527108 16,784 1,080,500 SH   DFND 8 0 0 1,080,500
ALAMOS GOLD INC COM 011527108 52,052 3,351,000 SH   DFND   3,169,400 0 181,600
ALASKA AIR GROUP INC COM 011659109 7,747 123,710 SH   DFND 6 123,710 0 0
ALASKA AIR GROUP INC COM 011659109 6,987 111,570 SH   DFND 7 111,570 0 0
ALASKA AIR GROUP INC COM 011659109 6,343 101,300 SH   DFND 8 0 0 101,300
ALASKA AIR GROUP INC COM 011659109 3,927 62,707 SH   DFND 9 62,707 0 0
ALASKA AIR GROUP INC COM 011659109 6,710 107,160 SH   DFND   107,160 0 0
ALBEMARLE CORP COM 012653101 124,179 1,972,974 SH   DFND 1,5 0 0 1,972,974
ALBEMARLE CORP COM 012653101 17,408 276,582 SH   DFND 6 92,010 0 184,572
ALBEMARLE CORP COM 012653101 6,697 106,400 SH   DFND 7 86,200 0 20,200
ALBEMARLE CORP COM 012653101 16,251 258,198 SH   DFND 8 0 0 258,198
ALBEMARLE CORP COM 012653101 628 9,974 SH   DFND 9 9,974 0 0
ALBEMARLE CORP COM 012653101 3,665 58,232 SH   DFND   58,232 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 29,941 8,481,890 SH   DFND 1,5 0 0 8,481,890
ALCATEL-LUCENT SPONSORED ADR 013904305 27,300 7,733,648 SH   DFND 8 0 0 7,733,648
ALCOA INC COM 013817101 1,099 135,300 SH   DFND 1,5 0 0 135,300
ALCOA INC NOTE 5.250% 3/1 013817AT8 6,450 5,000,000 PRN   DFND 1,5 0 0 0
ALCOA INC COM 013817101 2,748 338,448 SH   DFND 2 338,448 0 0
ALCOA INC COM 013817101 460 56,638 SH   DFND 3 56,638 0 0
ALERE INC COM 01449J105 87,695 2,868,647 SH   DFND 1,5 0 0 2,868,647
ALERE INC PERP PFD CONV SE 01449J204 101,305 390,387 SH   DFND 1,5 24,498 0 365,889
ALERE INC NOTE 3.000% 5/1 01449JAA3 32,686 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC COM 01449J105 3,837 125,500 SH   DFND 6 125,500 0 0
ALERE INC COM 01449J105 4,586 150,000 SH   DFND 8 0 0 150,000
ALEXANDER & BALDWIN INC NEW COM 014491104 6,267 174,000 SH   DFND 6 174,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 56,925 891,545 SH   DFND 1,5 33,463 0 858,082
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 26,930 421,768 SH   DFND 6 421,768 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 28,323 443,587 SH   DFND 8 0 0 443,587
ALEXION PHARMACEUTICALS INC COM 015351109 1,691,447 14,561,351 SH   DFND 1,5 0 0 14,561,351
ALEXION PHARMACEUTICALS INC COM 015351109 7,188 61,883 SH   DFND 2 61,883 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 938 8,075 SH   DFND 3 8,075 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 51,273 441,400 SH   DFND 6 221,370 0 220,030
ALEXION PHARMACEUTICALS INC COM 015351109 84,802 730,047 SH   DFND 7 463,547 0 266,500
ALEXION PHARMACEUTICALS INC COM 015351109 480,623 4,137,592 SH   DFND 8 0 0 4,137,592
ALIGN TECHNOLOGY INC COM 016255101 358,385 7,447,737 SH   DFND 1,5 42,281 0 7,405,456
ALIGN TECHNOLOGY INC COM 016255101 1,585 32,930 SH   DFND 6 32,930 0 0
ALIGN TECHNOLOGY INC COM 016255101 21,654 450,000 SH   DFND 8 0 0 450,000
ALKERMES PLC SHS G01767105 617,391 18,363,806 SH   DFND 1,5 0 0 18,363,806
ALKERMES PLC SHS G01767105 66,904 1,990,019 SH   DFND 8 0 0 1,990,019
ALLEGHANY CORP DEL COM 017175100 440 1,074 SH   DFND 3 1,074 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,043 34,161 SH   DFND 2 34,161 0 0
ALLEGIANT TRAVEL CO COM 01748X102 2,803 26,603 SH   DFND 6 26,603 0 0
ALLERGAN INC COM 018490102 293,700 3,247,100 SH   DFND 1,5 0 0 3,247,100
ALLERGAN INC COM 018490102 8,495 93,924 SH   DFND 2 93,924 0 0
ALLERGAN INC COM 018490102 2,465 27,252 SH   DFND 3 27,252 0 0
ALLERGAN INC COM 018490102 26,590 293,980 SH   DFND 6 214,790 0 79,190
ALLERGAN INC COM 018490102 52,081 575,800 SH   DFND 7 337,440 0 238,360
ALLERGAN INC COM 018490102 4,920 54,400 SH   DFND 8 0 0 54,400
ALLERGAN INC COM 018490102 78,921 872,532 SH   DFND 9 872,532 0 0
ALLETE INC COM NEW 018522300 6,009 124,400 SH   DFND 1,5 0 0 124,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 573,920 2,713,956 SH   DFND 1,5 1,800 0 2,712,156
ALLIANCE DATA SYSTEMS CORP COM 018581108 19,830 93,770 SH   DFND 6 18,270 0 75,500
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,845 70,200 SH   DFND 7 53,600 0 16,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,033 80,548 SH   DFND 8 0 0 80,548
ALLIANCE DATA SYSTEMS CORP COM 018581108 39,382 186,228 SH   DFND 9 186,228 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 78,967 3,976,176 SH   DFND 1,5 0 0 3,976,176
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 1,358 68,374 SH   DFND 7 68,374 0 0
ALLIANT ENERGY CORP COM 018802108 102,977 2,078,242 SH   DFND 1,5 0 0 2,078,242
ALLIANT ENERGY CORP COM 018802108 11,983 241,830 SH   DFND 6 241,830 0 0
ALLIANT ENERGY CORP COM 018802108 9,838 198,544 SH   DFND 7 198,544 0 0
ALLIANT ENERGY CORP COM 018802108 692 13,968 SH   DFND   13,968 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 22,592 231,571 SH   DFND 1,5 0 0 231,571
ALLIED NEVADA GOLD CORP COM 019344100 1,707 408,300 SH   DFND 8 0 0 408,300
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 136,847 1,376,867 SH   DFND 1,5 0 0 1,376,867
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 690 6,947 SH   DFND 7 6,947 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 31,681 318,754 SH   DFND 8 0 0 318,754
ALLOT COMMUNICATIONS LTD SHS M0854Q105 4,067 321,994 SH   DFND 1,5 0 0 321,994
ALLOT COMMUNICATIONS LTD SHS M0854Q105 3,479 275,419 SH   DFND 8 0 0 275,419
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,833 325,000 SH   DFND 1,5 0 0 325,000
ALLSTATE CORP COM 020002101 75,840 1,500,300 SH   DFND 1,5 0 0 1,500,300
ALLSTATE CORP COM 020002101 7,413 146,654 SH   DFND 2 146,654 0 0
ALLSTATE CORP COM 020002101 2,308 45,656 SH   DFND 3 45,656 0 0
ALLSTATE CORP COM 020002101 28,555 564,890 SH   DFND 8 0 0 564,890
ALLSTATE CORP COM 020002101 388 7,674 SH   DFND 9 7,674 0 0
ALMOST FAMILY INC COM 020409108 23,623 1,215,814 SH   DFND 1,5 0 0 1,215,814
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 487,886 7,622,021 SH   DFND 1,5 0 0 7,622,021
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 3,278 51,213 SH   DFND 7 51,213 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 113,270 1,769,566 SH   DFND 8 0 0 1,769,566
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 31,882 3,790,956 SH   DFND 1,5 307,500 0 3,483,456
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 288 34,244 SH   DFND 8 0 0 34,244
ALPHA NATURAL RESOURCES INC COM 02076X102 87,629 14,702,922 SH   DFND 1,5 0 0 14,702,922
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 159,933 168,350,000 PRN   DFND 1,5 0 0 0
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 2,033 2,140,000 PRN   DFND 6 0 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 3,017 506,200 SH   DFND 8 0 0 506,200
ALTERA CORP COM 021441100 438,809 11,808,639 SH   DFND 1,5 0 0 11,808,639
ALTERA CORP COM 021441100 3,757 101,094 SH   DFND 2 101,094 0 0
ALTERA CORP COM 021441100 568 15,282 SH   DFND 3 15,282 0 0
ALTERA CORP COM 021441100 12,637 340,075 SH   DFND 6 239,605 0 100,470
ALTERA CORP COM 021441100 26,572 715,080 SH   DFND 7 398,460 0 316,620
ALTERA CORP COM 021441100 37,682 1,014,042 SH   DFND 8 0 0 1,014,042
ALTISOURCE ASSET MGMT CORP COM 02153X108 41,111 78,233 SH   DFND 1,5 0 0 78,233
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 170,307 1,216,395 SH   DFND 1,5 0 0 1,216,395
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 16,194 115,660 SH   DFND 8 0 0 115,660
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 112,104 4,878,329 SH   DFND 1,5 0 0 4,878,329
ALTRIA GROUP INC COM 02209S103 914,928 26,635,446 SH   DFND 1,5 323,006 0 26,312,440
ALTRIA GROUP INC COM 02209S103 21,787 634,275 SH   DFND 2 634,275 0 0
ALTRIA GROUP INC COM 02209S103 7,489 218,020 SH   DFND 3 218,020 0 0
ALTRIA GROUP INC COM 02209S103 8,159 237,520 SH   DFND 6 224,050 0 13,470
ALTRIA GROUP INC COM 02209S103 510 14,840 SH   DFND 7 6,420 0 8,420
ALTRIA GROUP INC COM 02209S103 121,560 3,538,860 SH   DFND 8 0 0 3,538,860
ALTRIA GROUP INC COM 02209S103 51,045 1,486,012 SH   DFND   1,486,012 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 18,746 872,733 SH   DFND 1,5 0 0 872,733
AMAG PHARMACEUTICALS INC COM 00163U106 21,551 1,003,327 SH   DFND 8 0 0 1,003,327
AMARIN CORP PLC SPONS ADR NEW 023111206 1,957 309,700 SH   DFND 1,5 0 0 309,700
AMARIN CORP PLC SPONS ADR NEW 023111206 228 36,000 SH   DFND 2 0 0 36,000
AMARIN CORP PLC SPONS ADR NEW 023111206 16,920 2,677,240 SH   DFND 6 1,757,540 0 919,700
AMARIN CORP PLC SPONS ADR NEW 023111206 8,141 1,288,092 SH   DFND 7 805,592 0 482,500
AMAZON COM INC COM 023135106 4,931,793 15,774,671 SH   DFND 1,5 70 0 15,774,601
AMAZON COM INC COM 023135106 36,612 117,107 SH   DFND 2 117,107 0 0
AMAZON COM INC COM 023135106 11,925 38,143 SH   DFND 3 38,143 0 0
AMAZON COM INC COM 023135106 40,556 129,720 SH   DFND 6 90,050 0 39,670
AMAZON COM INC COM 023135106 69,709 222,970 SH   DFND 7 121,700 0 101,270
AMAZON COM INC COM 023135106 115,567 369,649 SH   DFND 8 0 0 369,649
AMAZON COM INC COM 023135106 97,817 312,874 SH   DFND 9 312,874 0 0
AMAZON COM INC COM 023135106 2,514 8,040 SH   DFND   8,040 0 0
AMBAC FINL GROUP INC COM NEW 023139884 8,982 495,160 SH   DFND 1,5 0 0 495,160
AMBASSADORS GROUP INC COM 023177108 6,108 1,770,356 SH   DFND 1,5 0 0 1,770,356
AMBIT BIOSCIENCES CORP COM 02318X100 12,435 802,250 SH   DFND 8 0 0 802,250
AMC NETWORKS INC CL A 00164V103 33,223 485,144 SH   DFND 1,5 0 0 485,144
AMC NETWORKS INC CL A 00164V103 5,256 76,756 SH   DFND 8 0 0 76,756
AMDOCS LTD ORD G02602103 444,807 12,139,940 SH   DFND 1,5 0 0 12,139,940
AMDOCS LTD ORD G02602103 1,023 27,929 SH   DFND 7 27,929 0 0
AMDOCS LTD ORD G02602103 13,619 371,700 SH   DFND 8 0 0 371,700
AMEDISYS INC COM 023436108 75,415 4,379,500 SH   DFND 1,5 0 0 4,379,500
AMERCO COM 023586100 4,419 24,000 SH   DFND 8 0 0 24,000
AMEREN CORP COM 023608102 59,653 1,712,210 SH   DFND 1,5 0 0 1,712,210
AMEREN CORP COM 023608102 2,675 76,780 SH   DFND 2 76,780 0 0
AMEREN CORP COM 023608102 557 15,975 SH   DFND 3 15,975 0 0
AMEREN CORP COM 023608102 38,677 1,110,136 SH   DFND 8 0 0 1,110,136
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 216,355 10,921,493 SH   DFND 1,5 215,426 0 10,706,067
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 517 26,092 SH   DFND 3 26,092 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4,887 246,680 SH   DFND 7 246,680 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 5,600 282,700 SH   DFND 8 0 0 282,700
AMERICAN ASSETS TR INC COM 024013104 54,192 1,776,192 SH   DFND 1,5 0 0 1,776,192
AMERICAN AXLE & MFG HLDGS IN COM 024061103 3,475 176,200 SH   DFND 8 0 0 176,200
AMERICAN CAMPUS CMNTYS INC COM 024835100 7,417 217,200 SH   DFND 1,5 0 0 217,200
AMERICAN CAMPUS CMNTYS INC COM 024835100 11,544 338,050 SH   DFND 6 338,050 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 9,451 276,760 SH   DFND 7 276,760 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 663 19,409 SH   DFND   19,409 0 0
AMERICAN CAP LTD COM 02503Y103 20,625 1,500,000 SH   DFND 8 0 0 1,500,000
AMERICAN CAPITAL AGENCY CORP COM 02503X105 145,243 6,435,212 SH   DFND 1,5 170,823 0 6,264,389
AMERICAN CAPITAL AGENCY CORP COM 02503X105 715 31,700 SH   DFND 6 31,700 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 10,779 477,600 SH   DFND 8 0 0 477,600
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 147,202 10,521,939 SH   DFND 1,5 117,750 0 10,404,189
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 12,015 858,805 SH   DFND 6 858,805 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,644 117,540 SH   DFND 7 117,540 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 8,456 604,414 SH   DFND 8 0 0 604,414
AMERICAN ELEC PWR INC COM 025537101 205,934 4,750,494 SH   DFND 1,5 61,083 0 4,689,411
AMERICAN ELEC PWR INC COM 025537101 6,677 154,035 SH   DFND 2 154,035 0 0
AMERICAN ELEC PWR INC COM 025537101 2,196 50,648 SH   DFND 3 50,648 0 0
AMERICAN ELEC PWR INC COM 025537101 8,405 193,883 SH   DFND 6 136,023 0 57,860
AMERICAN ELEC PWR INC COM 025537101 1,415 32,630 SH   DFND 7 13,640 0 18,990
AMERICAN ELEC PWR INC COM 025537101 62,360 1,438,513 SH   DFND 8 0 0 1,438,513
AMERICAN EQTY INVT LIFE HLD COM 025676206 10,610 500,000 SH   DFND 1,5 0 0 500,000
AMERICAN EQTY INVT LIFE HLD COM 025676206 31,861 1,501,478 SH   DFND 6 1,501,478 0 0
AMERICAN EXPRESS CO COM 025816109 1,635,836 21,660,968 SH   DFND 1,5 25,350 0 21,635,618
AMERICAN EXPRESS CO COM 025816109 22,173 293,601 SH   DFND 2 293,601 0 0
AMERICAN EXPRESS CO COM 025816109 7,203 95,378 SH   DFND 3 95,378 0 0
AMERICAN EXPRESS CO COM 025816109 9,267 122,707 SH   DFND 6 113,087 0 9,620
AMERICAN EXPRESS CO COM 025816109 455 6,020 SH   DFND 7 0 0 6,020
AMERICAN EXPRESS CO COM 025816109 16,969 224,700 SH   DFND 8 0 0 224,700
AMERICAN FINL GROUP INC OHIO COM 025932104 5,747 106,300 SH   DFND 8 0 0 106,300
AMERICAN INTL GROUP INC COM NEW 026874784 967,731 19,899,874 SH   DFND 1,5 118,903 0 19,780,971
AMERICAN INTL GROUP INC COM NEW 026874784 22,719 467,178 SH   DFND 2 467,178 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,529 113,685 SH   DFND 3 113,685 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 22,415 460,930 SH   DFND 6 329,390 0 131,540
AMERICAN INTL GROUP INC COM NEW 026874784 7,355 151,250 SH   DFND 7 108,090 0 43,160
AMERICAN INTL GROUP INC COM NEW 026874784 57,196 1,176,145 SH   DFND 8 0 0 1,176,145
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 1,343 70,869 SH   DFND 8 0 0 70,869
AMERICAN PUBLIC EDUCATION IN COM 02913V103 41,401 1,095,259 SH   DFND 1,5 0 0 1,095,259
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 24,361 1,383,341 SH   DFND 1,5 0 0 1,383,341
AMERICAN RLTY CAP PPTYS INC COM 02917T104 7,018 575,210 SH   DFND 1,5 0 0 575,210
AMERICAN TOWER CORP NEW COM 03027X100 1,246,359 16,813,149 SH   DFND 1,5 11,600 0 16,801,549
AMERICAN TOWER CORP NEW COM 03027X100 9,266 124,992 SH   DFND 2 124,992 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,259 43,967 SH   DFND 3 43,967 0 0
AMERICAN TOWER CORP NEW COM 03027X100 54,670 737,487 SH   DFND 6 384,457 0 353,030
AMERICAN TOWER CORP NEW COM 03027X100 46,828 631,703 SH   DFND 7 489,033 0 142,670
AMERICAN TOWER CORP NEW COM 03027X100 109,890 1,482,402 SH   DFND 8 0 0 1,482,402
AMERICAN TOWER CORP NEW COM 03027X100 4,901 66,115 SH   DFND   66,115 0 0
AMERICAN WOODMARK CORP COM 030506109 1,799 51,905 SH   DFND 8 0 0 51,905
AMERICAN WTR WKS CO INC NEW COM 030420103 5,281 127,920 SH   DFND 1,5 500 0 127,420
AMERICAN WTR WKS CO INC NEW COM 030420103 8,528 206,600 SH   DFND 8 0 0 206,600
AMERICAN WTR WKS CO INC NEW COM 030420103 14,587 353,375 SH   DFND   353,375 0 0
AMERIPRISE FINL INC COM 03076C106 830,073 9,113,667 SH   DFND 1,5 300 0 9,113,367
AMERIPRISE FINL INC COM 03076C106 5,702 62,607 SH   DFND 2 62,607 0 0
AMERIPRISE FINL INC COM 03076C106 1,195 13,120 SH   DFND 3 13,120 0 0
AMERIPRISE FINL INC COM 03076C106 27,129 297,860 SH   DFND 6 202,990 0 94,870
AMERIPRISE FINL INC COM 03076C106 52,850 580,259 SH   DFND 7 369,449 0 210,810
AMERIPRISE FINL INC COM 03076C106 46,719 512,940 SH   DFND 8 0 0 512,940
AMERISAFE INC COM 03071H100 92,935 2,617,148 SH   DFND 1,5 0 0 2,617,148
AMERISOURCEBERGEN CORP COM 03073E105 304,997 4,991,760 SH   DFND 1,5 0 0 4,991,760
AMERISOURCEBERGEN CORP COM 03073E105 4,466 73,098 SH   DFND 2 73,098 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,502 40,956 SH   DFND 3 40,956 0 0
AMERISOURCEBERGEN CORP COM 03073E105 6,420 105,069 SH   DFND 6 95,849 0 9,220
AMERISOURCEBERGEN CORP COM 03073E105 3,008 49,231 SH   DFND 7 43,471 0 5,760
AMERISOURCEBERGEN CORP COM 03073E105 37,577 615,000 SH   DFND 8 0 0 615,000
AMETEK INC NEW COM 031100100 579,025 12,582,026 SH   DFND 1,5 0 0 12,582,026
AMETEK INC NEW COM 031100100 3,557 77,283 SH   DFND 2 77,283 0 0
AMETEK INC NEW COM 031100100 280 6,089 SH   DFND 3 6,089 0 0
AMETEK INC NEW COM 031100100 796 17,300 SH   DFND 6 17,300 0 0
AMETEK INC NEW COM 031100100 1,074 23,336 SH   DFND 7 23,336 0 0
AMETEK INC NEW COM 031100100 35,162 764,058 SH   DFND 8 0 0 764,058
AMGEN INC COM 031162100 4,303,205 38,442,068 SH   DFND 1,5 89,075 0 38,352,993
AMGEN INC COM 031162100 26,686 238,392 SH   DFND 2 238,392 0 0
AMGEN INC COM 031162100 8,437 75,369 SH   DFND 3 75,369 0 0
AMGEN INC COM 031162100 10,268 91,729 SH   DFND 6 91,729 0 0
AMGEN INC COM 031162100 13,727 122,624 SH   DFND 7 122,624 0 0
AMGEN INC COM 031162100 1,360,633 12,155,025 SH   DFND 8 0 0 12,155,025
AMGEN INC COM 031162100 2,020 18,046 SH   DFND 9 18,046 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,815 782,383 SH   DFND 1,5 0 0 782,383
AMIRA NATURE FOODS LTD SHS G0335L102 21,581 1,667,771 SH   DFND 1,5 42,100 0 1,625,671
AMIRA NATURE FOODS LTD SHS G0335L102 671 51,829 SH   DFND 7 51,829 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 38,946 2,830,383 SH   DFND 1,5 0 0 2,830,383
AMPHENOL CORP NEW CL A 032095101 1,196,242 15,459,313 SH   DFND 1,5 10,050 0 15,449,263
AMPHENOL CORP NEW CL A 032095101 3,897 50,364 SH   DFND 2 50,364 0 0
AMPHENOL CORP NEW CL A 032095101 609 7,871 SH   DFND 3 7,871 0 0
AMPHENOL CORP NEW CL A 032095101 1,088 14,055 SH   DFND 7 14,055 0 0
AMPHENOL CORP NEW CL A 032095101 3,232 41,764 SH   DFND 8 0 0 41,764
AMPHENOL CORP NEW CL A 032095101 34,754 449,128 SH   DFND 9 449,128 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 2,188 291,700 SH   DFND   291,700 0 0
AMSURG CORP COM 03232P405 176,737 4,451,821 SH   DFND 1,5 0 0 4,451,821
AMSURG CORP COM 03232P405 2,310 58,190 SH   DFND 6 52,570 0 5,620
AMSURG CORP COM 03232P405 957 24,116 SH   DFND 7 20,606 0 3,510
AMSURG CORP COM 03232P405 1,191 30,000 SH   DFND 8 0 0 30,000
AMTRUST FINL SVCS INC COM 032359309 24,996 639,938 SH   DFND 6 639,938 0 0
AMTRUST FINL SVCS INC COM 032359309 11,907 304,839 SH   DFND 7 304,839 0 0
AMTRUST FINL SVCS INC COM 032359309 848 21,707 SH   DFND   21,707 0 0
AMYRIS INC COM 03236M101 7,269 3,146,755 SH   DFND 1,5 0 0 3,146,755
AMYRIS INC COM 03236M101 636 275,230 SH   DFND 6 275,230 0 0
AMYRIS INC COM 03236M101 246 106,700 SH   DFND 8 0 0 106,700
ANADARKO PETE CORP COM 032511107 2,453,330 26,382,729 SH   DFND 1,5 20,387 0 26,362,342
ANADARKO PETE CORP COM 032511107 14,792 159,076 SH   DFND 2 159,076 0 0
ANADARKO PETE CORP COM 032511107 5,211 56,037 SH   DFND 3 56,037 0 0
ANADARKO PETE CORP COM 032511107 27,046 290,848 SH   DFND 6 154,438 0 136,410
ANADARKO PETE CORP COM 032511107 17,315 186,204 SH   DFND 7 146,614 0 39,590
ANADARKO PETE CORP COM 032511107 179,539 1,930,732 SH   DFND 8 0 0 1,930,732
ANADARKO PETE CORP COM 032511107 21,882 235,316 SH   DFND   235,316 0 0
ANADIGICS INC COM 032515108 3,687 1,871,640 SH   DFND 6 1,871,640 0 0
ANALOG DEVICES INC COM 032654105 59,017 1,254,348 SH   DFND 1,5 300 0 1,254,048
ANALOG DEVICES INC COM 032654105 4,626 98,315 SH   DFND 2 98,315 0 0
ANALOG DEVICES INC COM 032654105 1,169 24,856 SH   DFND 3 24,856 0 0
ANALOG DEVICES INC COM 032654105 285 6,068 SH   DFND 8 0 0 6,068
ANALOG DEVICES INC COM 032654105 24,804 527,185 SH   DFND 9 527,185 0 0
ANAREN INC COM 032744104 3,856 151,200 SH   DFND 8 0 0 151,200
ANGIES LIST INC COM 034754101 153,507 6,822,514 SH   DFND 1,5 632 0 6,821,882
ANGIES LIST INC COM 034754101 31,186 1,386,036 SH   DFND 8 0 0 1,386,036
ANGIES LIST INC COM 034754101 11,623 516,574 SH   DFND   516,574 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 18,394 1,385,069 SH   DFND 1,5 147,586 0 1,237,483
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 26,570 2,000,752 SH   DFND 8 0 0 2,000,752
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 617,936 6,229,191 SH   DFND 1,5 0 0 6,229,191
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 1,757 17,709 SH   DFND 6 17,709 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 13,263 133,700 SH   DFND 7 133,700 0 0
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 42,569 41,786,000 PRN   DFND 1,5 0 0 0
ANNALY CAP MGMT INC COM 035710409 123,553 10,669,508 SH   DFND 1,5 210,588 0 10,458,920
ANNALY CAP MGMT INC COM 035710409 454 39,200 SH   DFND 6 39,200 0 0
ANNALY CAP MGMT INC COM 035710409 9,809 847,100 SH   DFND 8 0 0 847,100
ANNIES INC COM 03600T104 21,084 429,419 SH   DFND 1,5 0 0 429,419
ANNIES INC COM 03600T104 8,208 167,169 SH   DFND 8 0 0 167,169
ANSYS INC COM 03662Q105 534,149 6,173,711 SH   DFND 1,5 0 0 6,173,711
ANSYS INC COM 03662Q105 14,794 170,989 SH   DFND 8 0 0 170,989
ANSYS INC COM 03662Q105 289 3,335 SH   DFND 9 3,335 0 0
ANTARES PHARMA INC COM 036642106 1,991 490,500 SH   DFND 8 0 0 490,500
ANWORTH MORTGAGE ASSET CP COM 037347101 7,999 1,656,110 SH   DFND 1,5 0 0 1,656,110
AOL INC COM 00184X105 1,815 52,500 SH   DFND 1,5 0 0 52,500
AOL INC COM 00184X105 2,753 79,600 SH   DFND 8 0 0 79,600
AON PLC SHS CL A G0408V102 3,722 50,000 SH   DFND 1,5 0 0 50,000
AON PLC SHS CL A G0408V102 7,242 97,292 SH   DFND 2 97,292 0 0
AON PLC SHS CL A G0408V102 1,126 15,124 SH   DFND 3 15,124 0 0
AON PLC SHS CL A G0408V102 752 10,100 SH   DFND 6 6,700 0 3,400
AON PLC SHS CL A G0408V102 4,273 57,400 SH   DFND 8 0 0 57,400
APACHE CORP COM 037411105 759,695 8,922,895 SH   DFND 1,5 388,228 0 8,534,667
APACHE CORP COM 037411105 10,880 127,785 SH   DFND 2 127,785 0 0
APACHE CORP COM 037411105 3,595 42,222 SH   DFND 3 42,222 0 0
APACHE CORP COM 037411105 98,373 1,155,422 SH   DFND 6 629,852 0 525,570
APACHE CORP COM 037411105 142,117 1,669,214 SH   DFND 7 1,334,514 0 334,700
APACHE CORP COM 037411105 30,602 359,433 SH   DFND 8 0 0 359,433
APACHE CORP COM 037411105 4,445 52,206 SH   DFND   52,206 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 230,632 8,254,528 SH   DFND 1,5 135,797 0 8,118,731
APARTMENT INVT & MGMT CO CL A 03748R101 1,290 46,171 SH   DFND 2 46,171 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 482 17,257 SH   DFND 3 17,257 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 90,030 3,222,245 SH   DFND 8 0 0 3,222,245
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 130,907 4,632,250 SH   DFND 1,5 0 0 4,632,250
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 5,652 200,000 SH   DFND 8 0 0 200,000
APOLLO GROUP INC CL A 037604105 117,653 5,653,693 SH   DFND 1,5 0 0 5,653,693
APOLLO GROUP INC CL A 037604105 4,933 237,040 SH   DFND 7 237,040 0 0
APOLLO GROUP INC CL A 037604105 77,725 3,734,969 SH   DFND   3,734,969 0 0
APOLLO INVT CORP COM 03761U106 102,232 12,543,754 SH   DFND 1,5 533,065 0 12,010,689
APOLLO INVT CORP COM 03761U106 732 89,800 SH   DFND 6 89,800 0 0
APOLLO INVT CORP COM 03761U106 12,225 1,500,000 SH   DFND 8 0 0 1,500,000
APPLE INC COM 037833100 12,493,619 26,205,808 SH   DFND 1,5 22,992 0 26,182,816
APPLE INC COM 037833100 137,058 287,485 SH   DFND 2 287,485 0 0
APPLE INC COM 037833100 35,420 74,294 SH   DFND 3 74,294 0 0
APPLE INC COM 037833100 400,470 840,001 SH   DFND 6 461,491 0 378,510
APPLE INC COM 037833100 590,158 1,237,878 SH   DFND 7 963,078 0 274,800
APPLE INC COM 037833100 296,962 622,889 SH   DFND 8 0 0 622,889
APPLE INC COM 037833100 115,629 242,535 SH   DFND 9 242,535 0 0
APPLE INC COM 037833100 12,797 26,843 SH   DFND   26,843 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 55,449 1,076,684 SH   DFND 1,5 9,184 0 1,067,500
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,917 37,231 SH   DFND 7 37,231 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 7,826 151,968 SH   DFND 8 0 0 151,968
APPLIED MATLS INC COM 038222105 445,395 25,393,084 SH   DFND 1,5 880,641 0 24,512,443
APPLIED MATLS INC COM 038222105 6,676 380,623 SH   DFND 2 380,623 0 0
APPLIED MATLS INC COM 038222105 1,201 68,494 SH   DFND 3 68,494 0 0
APPLIED MATLS INC COM 038222105 4,539 258,790 SH   DFND 6 258,790 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 134,588 10,433,148 SH   DFND 1,5 0 0 10,433,148
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 383 29,723 SH   DFND 7 29,723 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 4,853 376,218 SH   DFND 8 0 0 376,218
APTARGROUP INC COM 038336103 19,717 327,909 SH   DFND 1,5 0 0 327,909
APTARGROUP INC COM 038336103 33,742 561,147 SH   DFND 8 0 0 561,147
ARATANA THERAPEUTICS INC COM 03874P101 839 51,350 SH   DFND 1,5 0 0 51,350
ARATANA THERAPEUTICS INC COM 03874P101 13,141 804,200 SH   DFND 8 0 0 804,200
ARBOR RLTY TR INC COM 038923108 20,411 3,010,475 SH   DFND 1,5 0 0 3,010,475
ARBOR RLTY TR INC COM 038923108 4,889 721,130 SH   DFND 6 721,130 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 12,228 568,500 SH   DFND 1,5 0 0 568,500
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 2,146 157,000 SH   DFND 1,5 0 0 157,000
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 297 21,700 SH   DFND 3 21,700 0 0
ARCH CAP GROUP LTD ORD G0450A105 58,708 1,084,575 SH   DFND 1,5 20,275 0 1,064,300
ARCH CAP GROUP LTD ORD G0450A105 345 6,369 SH   DFND 3 6,369 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 512,816 13,920,096 SH   DFND 1,5 0 0 13,920,096
ARCHER DANIELS MIDLAND CO COM 039483102 7,685 208,592 SH   DFND 2 208,592 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,356 36,806 SH   DFND 3 36,806 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 23 23,000 PRN   DFND 3 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,148 194,035 SH   DFND 6 23,435 0 170,600
ARCHER DANIELS MIDLAND CO COM 039483102 2,103 57,087 SH   DFND 7 57,087 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 28,814 782,127 SH   DFND 8 0 0 782,127
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 66,468 5,609,107 SH   DFND 1,5 42,865 0 5,566,242
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 121 10,187 SH   DFND 6 10,187 0 0
ARDMORE SHIPPING CORP COM Y0207T100 9,551 786,700 SH   DFND 1,5 0 0 786,700
ARDMORE SHIPPING CORP COM Y0207T100 2,400 197,700 SH   DFND 6 197,700 0 0
ARDMORE SHIPPING CORP COM Y0207T100 632 52,100 SH   DFND 7 52,100 0 0
ARENA PHARMACEUTICALS INC COM 040047102 253 48,100 SH   DFND 1,5 0 0 48,100
ARENA PHARMACEUTICALS INC COM 040047102 15,038 2,853,473 SH   DFND 8 0 0 2,853,473
ARES CAP CORP COM 04010L103 18,846 1,090,000 SH   DFND 1,5 0 0 1,090,000
ARES CAP CORP COM 04010L103 14,697 850,000 SH   DFND 8 0 0 850,000
ARGAN INC COM 04010E109 283 12,868 SH   DFND 1,5 0 0 12,868
ARGAN INC COM 04010E109 1,604 73,000 SH   DFND 8 0 0 73,000
ARIAD PHARMACEUTICALS INC COM 04033A100 161,117 8,756,350 SH   DFND 1,5 11,164 0 8,745,186
ARIAD PHARMACEUTICALS INC COM 04033A100 79,758 4,334,647 SH   DFND 6 3,527,187 0 807,460
ARIAD PHARMACEUTICALS INC COM 04033A100 40,982 2,227,290 SH   DFND 7 1,659,430 0 567,860
ARIAD PHARMACEUTICALS INC COM 04033A100 64,592 3,510,411 SH   DFND 8 0 0 3,510,411
ARIAD PHARMACEUTICALS INC COM 04033A100 14,023 762,132 SH   DFND   762,132 0 0
ARK RESTAURANTS CORP COM 040712101 4,817 224,895 SH   DFND 1,5 0 0 224,895
ARM HLDGS PLC SPONSORED ADR 042068106 255,628 5,312,297 SH   DFND 1,5 0 0 5,312,297
ARM HLDGS PLC SPONSORED ADR 042068106 766 15,914 SH   DFND 3 15,914 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 13,547 1,367,020 SH   DFND 6 1,367,020 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 317,113 5,769,891 SH   DFND 1,5 0 0 5,769,891
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,138 38,900 SH   DFND 6 2,800 0 36,100
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,144 20,823 SH   DFND   20,823 0 0
ARQULE INC COM 04269E107 1,283 550,600 SH   DFND 1,5 0 0 550,600
ARRAY BIOPHARMA INC COM 04269X105 29,662 4,768,770 SH   DFND 1,5 0 0 4,768,770
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 10,477 9,200,000 PRN   DFND 1,5 0 0 0
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 732 271,041 SH   DFND 1,5 0 0 271,041
ARROW ELECTRS INC COM 042735100 328,480 6,768,603 SH   DFND 1,5 0 0 6,768,603
ARROW ELECTRS INC COM 042735100 1,797 37,020 SH   DFND 6 32,730 0 4,290
ARROW ELECTRS INC COM 042735100 1,936 39,900 SH   DFND 8 0 0 39,900
ARTHROCARE CORP COM 043136100 7,828 220,000 SH   DFND 8 0 0 220,000
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 31,699 605,414 SH   DFND 1,5 8,480 0 596,934
ARUBA NETWORKS INC COM 043176106 119,734 7,195,540 SH   DFND 1,5 0 0 7,195,540
ARUBA NETWORKS INC COM 043176106 7,349 441,620 SH   DFND 6 441,620 0 0
ARUBA NETWORKS INC COM 043176106 11,717 704,167 SH   DFND 8 0 0 704,167
ASBURY AUTOMOTIVE GROUP INC COM 043436104 224,345 4,217,009 SH   DFND 1,5 0 0 4,217,009
ASCENA RETAIL GROUP INC COM 04351G101 203,376 10,204,520 SH   DFND 1,5 0 0 10,204,520
ASCENA RETAIL GROUP INC COM 04351G101 9,769 490,170 SH   DFND 6 280,270 0 209,900
ASCENA RETAIL GROUP INC COM 04351G101 1,537 77,100 SH   DFND 7 75,000 0 2,100
ASCENA RETAIL GROUP INC COM 04351G101 3,679 184,616 SH   DFND   184,616 0 0
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 3,161 121,699 SH   DFND 1,5 0 0 121,699
ASHLAND INC NEW COM 044209104 263,691 2,851,327 SH   DFND 1,5 0 0 2,851,327
ASHLAND INC NEW COM 044209104 214,788 2,322,530 SH   DFND 6 1,636,270 0 686,260
ASHLAND INC NEW COM 044209104 214,442 2,318,789 SH   DFND 7 1,901,649 0 417,140
ASHLAND INC NEW COM 044209104 123,917 1,339,933 SH   DFND 8 0 0 1,339,933
ASHLAND INC NEW COM 044209104 14,618 158,071 SH   DFND   158,071 0 0
ASIAINFO-LINKAGE INC COM 04518A104 5,733 496,811 SH   DFND 4 496,811 0 0
ASM INTL N V NY REGISTER SH N07045102 16,556 477,109 SH   DFND 1,5 0 0 477,109
ASM INTL N V NY REGISTER SH N07045102 652 18,790 SH   DFND 8 0 0 18,790
ASML HOLDING N V N Y REGISTRY SHS N07059210 581,717 5,890,209 SH   DFND 1,5 192 0 5,890,017
ASML HOLDING N V N Y REGISTRY SHS N07059210 3,134 31,736 SH   DFND 7 31,736 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 9,572 96,921 SH   DFND 8 0 0 96,921
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 115,957 3,195,283 SH   DFND 1,5 0 0 3,195,283
ASPEN TECHNOLOGY INC COM 045327103 119,280 3,452,379 SH   DFND 1,5 21,596 0 3,430,783
ASPEN TECHNOLOGY INC COM 045327103 11,060 320,130 SH   DFND 6 320,130 0 0
ASPEN TECHNOLOGY INC COM 045327103 6,120 177,130 SH   DFND 7 176,830 0 300
ASPEN TECHNOLOGY INC COM 045327103 19,856 574,707 SH   DFND 8 0 0 574,707
ASPEN TECHNOLOGY INC COM 045327103 5,293 153,200 SH   DFND   153,200 0 0
ASSOCIATED BANC CORP COM 045487105 193,037 12,462,051 SH   DFND 1,5 0 0 12,462,051
ASSOCIATED ESTATES RLTY CORP COM 045604105 13,121 880,008 SH   DFND 1,5 0 0 880,008
ASSURANT INC COM 04621X108 328,075 6,064,235 SH   DFND 1,5 0 0 6,064,235
ASSURANT INC COM 04621X108 1,283 23,723 SH   DFND 2 23,723 0 0
ASSURANT INC COM 04621X108 403 7,447 SH   DFND 3 7,447 0 0
ASSURED GUARANTY LTD COM G0585R106 113,639 6,060,757 SH   DFND 1,5 66,500 0 5,994,257
ASSURED GUARANTY LTD COM G0585R106 3,273 174,574 SH   DFND 7 174,574 0 0
ASSURED GUARANTY LTD COM G0585R106 214 11,400 SH   DFND 8 0 0 11,400
ASTEX PHARMACEUTICALS INC COM 04624B103 509 60,000 SH   DFND 1,5 0 0 60,000
ASTORIA FINL CORP COM 046265104 120,357 9,674,999 SH   DFND 1,5 0 0 9,674,999
ASTRAZENECA PLC SPONSORED ADR 046353108 319,955 6,161,272 SH   DFND 1,5 0 0 6,161,272
ASTRAZENECA PLC SPONSORED ADR 046353108 207 3,991 SH   DFND 3 3,991 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 36,444 701,800 SH   DFND 8 0 0 701,800
ASTRONICS CORP COM 046433108 3,219 64,760 SH   DFND 6 64,760 0 0
ASTRONICS CORP COM 046433108 3,785 76,144 SH   DFND 8 0 0 76,144
AT&T INC COM 00206R102 653,632 19,326,797 SH   DFND 1,5 434,656 0 18,892,141
AT&T INC COM 00206R102 56,838 1,680,613 SH   DFND 2 1,680,613 0 0
AT&T INC COM 00206R102 11,116 328,675 SH   DFND 3 328,675 0 0
AT&T INC COM 00206R102 5,656 167,247 SH   DFND 6 148,997 0 18,250
AT&T INC COM 00206R102 17,803 526,410 SH   DFND 7 515,000 0 11,410
AT&T INC COM 00206R102 41,876 1,238,188 SH   DFND 8 0 0 1,238,188
AT&T INC COM 00206R102 17,766 525,298 SH   DFND   525,298 0 0
ATHENAHEALTH INC COM 04685W103 420,450 3,872,971 SH   DFND 1,5 100 0 3,872,871
ATHENAHEALTH INC COM 04685W103 326 3,000 SH   DFND 6 3,000 0 0
ATHENAHEALTH INC COM 04685W103 43,734 402,852 SH   DFND 8 0 0 402,852
ATHLON ENERGY INC COM 047477104 6,664 203,800 SH   DFND 6 203,800 0 0
ATHLON ENERGY INC COM 047477104 9,064 277,200 SH   DFND 7 277,200 0 0
ATHLON ENERGY INC COM 047477104 314 9,600 SH   DFND 8 0 0 9,600
ATHLON ENERGY INC COM 047477104 8,759 267,870 SH   DFND   267,870 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 59,100 1,133,704 SH   DFND 1,5 0 0 1,133,704
ATLANTIC TELE NETWORK INC COM NEW 049079205 7,460 143,100 SH   DFND 8 0 0 143,100
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 526 11,400 SH   DFND 8 0 0 11,400
ATLAS ENERGY LP COM UNITS LP 04930A104 5,083 93,035 SH   DFND 1,5 0 0 93,035
ATLAS ENERGY LP COM UNITS LP 04930A104 383 7,005 SH   DFND 7 7,005 0 0
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 115,822 2,985,106 SH   DFND 1,5 0 0 2,985,106
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 1,442 37,160 SH   DFND 7 37,160 0 0
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 23,704 610,918 SH   DFND 8 0 0 610,918
ATMEL CORP COM 049513104 18,948 2,546,800 SH   DFND 1,5 0 0 2,546,800
ATMOS ENERGY CORP COM 049560105 176,120 4,135,244 SH   DFND 1,5 0 0 4,135,244
ATMOS ENERGY CORP COM 049560105 21,178 497,260 SH   DFND 6 497,260 0 0
ATMOS ENERGY CORP COM 049560105 12,921 303,382 SH   DFND 7 303,382 0 0
ATMOS ENERGY CORP COM 049560105 908 21,329 SH   DFND   21,329 0 0
ATRICURE INC COM 04963C209 5,065 461,299 SH   DFND 8 0 0 461,299
ATRION CORP COM 049904105 4,399 17,000 SH   DFND 1,5 7,000 0 10,000
ATWOOD OCEANICS INC COM 050095108 42,008 763,224 SH   DFND 1,5 0 0 763,224
ATWOOD OCEANICS INC COM 050095108 3,974 72,200 SH   DFND 8 0 0 72,200
AUDIENCE INC COM 05070J102 856 76,200 SH   DFND 1,5 0 0 76,200
AUTODESK INC COM 052769106 68,699 1,668,674 SH   DFND 1,5 0 0 1,668,674
AUTODESK INC COM 052769106 2,905 70,566 SH   DFND 2 70,566 0 0
AUTODESK INC COM 052769106 790 19,196 SH   DFND 3 19,196 0 0
AUTODESK INC COM 052769106 2,046 49,700 SH   DFND 6 49,700 0 0
AUTODESK INC COM 052769106 17,206 417,926 SH   DFND 8 0 0 417,926
AUTOLIV INC COM 052800109 145,142 1,660,850 SH   DFND 1,5 0 0 1,660,850
AUTOLIV INC COM 052800109 3,203 36,655 SH   DFND 8 0 0 36,655
AUTOMATIC DATA PROCESSING IN COM 053015103 50,702 700,502 SH   DFND 1,5 0 0 700,502
AUTOMATIC DATA PROCESSING IN COM 053015103 11,059 152,784 SH   DFND 2 152,784 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 5,159 71,272 SH   DFND 3 71,272 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 7,281 100,598 SH   DFND 8 0 0 100,598
AUTONATION INC COM 05329W102 54,779 1,050,000 SH   DFND 1,5 0 0 1,050,000
AUTONATION INC COM 05329W102 1,062 20,351 SH   DFND 2 20,351 0 0
AUTONATION INC COM 05329W102 237 4,542 SH   DFND 3 4,542 0 0
AUTOZONE INC COM 053332102 458,419 1,084,424 SH   DFND 1,5 0 0 1,084,424
AUTOZONE INC COM 053332102 4,752 11,241 SH   DFND 2 11,241 0 0
AUTOZONE INC COM 053332102 1,351 3,197 SH   DFND 3 3,197 0 0
AUTOZONE INC COM 053332102 20,879 49,390 SH   DFND 6 20,580 0 28,810
AUTOZONE INC COM 053332102 10,454 24,730 SH   DFND 7 17,820 0 6,910
AUTOZONE INC COM 053332102 42,989 101,693 SH   DFND 8 0 0 101,693
AUXILIUM PHARMACEUTICALS INC COM 05334D107 32,796 1,799,000 SH   DFND 1,5 0 0 1,799,000
AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 8,995 8,600,000 PRN   DFND 1,5 0 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 13,751 754,309 SH   DFND 8 0 0 754,309
AVAGO TECHNOLOGIES LTD SHS Y0486S104 244,133 5,661,713 SH   DFND 1,5 300 0 5,661,413
AVAGO TECHNOLOGIES LTD SHS Y0486S104 815 18,900 SH   DFND 6 18,900 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 7,053 163,570 SH   DFND 7 163,570 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 505 11,712 SH   DFND 8 0 0 11,712
AVAGO TECHNOLOGIES LTD SHS Y0486S104 14,014 325,000 SH   DFND   325,000 0 0
AVALONBAY CMNTYS INC COM 053484101 382,230 3,007,552 SH   DFND 1,5 70,656 0 2,936,896
AVALONBAY CMNTYS INC COM 053484101 4,892 38,492 SH   DFND 2 38,492 0 0
AVALONBAY CMNTYS INC COM 053484101 1,034 8,138 SH   DFND 3 8,138 0 0
AVALONBAY CMNTYS INC COM 053484101 30,993 243,863 SH   DFND 6 243,863 0 0
AVALONBAY CMNTYS INC COM 053484101 190,960 1,502,559 SH   DFND 8 0 0 1,502,559
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 26,865 6,336,056 SH   DFND 1,5 0 0 6,336,056
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 232 54,600 SH   DFND 6 54,600 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 23,851 5,625,200 SH   DFND 8 0 0 5,625,200
AVEO PHARMACEUTICALS INC COM 053588109 1,259 608,121 SH   DFND 1,5 0 0 608,121
AVERY DENNISON CORP COM 053611109 147,970 3,400,057 SH   DFND 1,5 0 0 3,400,057
AVERY DENNISON CORP COM 053611109 1,351 31,036 SH   DFND 2 31,036 0 0
AVG TECHNOLOGIES N V SHS N07831105 227 9,500 SH   DFND 1,5 0 0 9,500
AVID TECHNOLOGY INC COM 05367P100 4,487 747,800 SH   DFND 8 0 0 747,800
AVIV REIT INC MD COM 05381L101 47,899 2,100,850 SH   DFND 1,5 24,450 0 2,076,400
AVIV REIT INC MD COM 05381L101 4,008 175,776 SH   DFND 6 175,776 0 0
AVNET INC COM 053807103 104,647 2,508,910 SH   DFND 1,5 0 0 2,508,910
AVNET INC COM 053807103 540 12,940 SH   DFND 3 12,940 0 0
AVON PRODS INC COM 054303102 17,350 842,215 SH   DFND 1,5 0 0 842,215
AVON PRODS INC COM 054303102 2,827 137,226 SH   DFND 2 137,226 0 0
AVON PRODS INC COM 054303102 258 12,545 SH   DFND 3 12,545 0 0
AVON PRODS INC COM 054303102 230 11,180 SH   DFND 7 11,180 0 0
AXIALL CORP COM 05463D100 143,989 3,810,234 SH   DFND 1,5 0 0 3,810,234
AXIALL CORP COM 05463D100 864 22,857 SH   DFND 7 22,857 0 0
AXIALL CORP COM 05463D100 55,041 1,456,497 SH   DFND 8 0 0 1,456,497
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 429,806 9,923,935 SH   DFND 1,5 0 0 9,923,935
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 20,763 479,400 SH   DFND 6 479,400 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 17,370 401,071 SH   DFND 7 401,071 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,192 27,516 SH   DFND   27,516 0 0
AXOGEN INC COM 05463X106 2,960 666,666 SH   DFND 1,5 0 0 666,666
AZZ INC COM 002474104 62,790 1,500,000 SH   DFND 1,5 0 0 1,500,000
AZZ INC COM 002474104 16,382 391,345 SH   DFND 6 391,345 0 0
AZZ INC COM 002474104 6,145 146,800 SH   DFND 8 0 0 146,800
B/E AEROSPACE INC COM 073302101 60,687 822,100 SH   DFND 1,5 0 0 822,100
B/E AEROSPACE INC COM 073302101 8,813 119,380 SH   DFND 6 77,480 0 41,900
B/E AEROSPACE INC COM 073302101 15,731 213,096 SH   DFND 7 212,296 0 800
B/E AEROSPACE INC COM 073302101 443 6,000 SH   DFND 9 6,000 0 0
B/E AEROSPACE INC COM 073302101 17,607 238,508 SH   DFND   238,508 0 0
B2GOLD CORP COM 11777Q209 178,579 71,573,966 SH   DFND 1,5 0 0 71,573,966
B2GOLD CORP COM 11777Q209 32,632 13,078,658 SH   DFND 8 0 0 13,078,658
BABCOCK & WILCOX CO NEW COM 05615F102 96,947 2,875,060 SH   DFND 1,5 0 0 2,875,060
BAIDU INC SPON ADR REP A 056752108 513,940 3,311,896 SH   DFND 1,5 50,300 0 3,261,596
BAIDU INC SPON ADR REP A 056752108 531 3,422 SH   DFND 3 3,422 0 0
BAIDU INC SPON ADR REP A 056752108 1,102 7,100 SH   DFND 6 7,100 0 0
BAIDU INC SPON ADR REP A 056752108 3,988 25,700 SH   DFND 7 16,000 0 9,700
BAIDU INC SPON ADR REP A 056752108 9,583 61,751 SH   DFND 8 0 0 61,751
BAIDU INC SPON ADR REP A 056752108 7,767 50,050 SH   DFND   50,050 0 0
BAKER HUGHES INC COM 057224107 6,884 140,197 SH   DFND 2 140,197 0 0
BAKER HUGHES INC COM 057224107 2,102 42,814 SH   DFND 3 42,814 0 0
BAKER HUGHES INC COM 057224107 76,150 1,550,922 SH   DFND 8 0 0 1,550,922
BALL CORP COM 058498106 35,401 788,793 SH   DFND 1,5 0 0 788,793
BALL CORP COM 058498106 2,061 45,915 SH   DFND 2 45,915 0 0
BALL CORP COM 058498106 253 5,646 SH   DFND 3 5,646 0 0
BALL CORP COM 058498106 501 11,160 SH   DFND 6 7,390 0 3,770
BALL CORP COM 058498106 8,316 185,300 SH   DFND 7 182,940 0 2,360
BALL CORP COM 058498106 36,402 811,086 SH   DFND 8 0 0 811,086
BALL CORP COM 058498106 12,617 281,124 SH   DFND   281,124 0 0
BALLY TECHNOLOGIES INC COM 05874B107 23,994 332,972 SH   DFND 1,5 0 0 332,972
BALLY TECHNOLOGIES INC COM 05874B107 2,042 28,340 SH   DFND 6 25,350 0 2,990
BALLY TECHNOLOGIES INC COM 05874B107 30,838 427,950 SH   DFND 7 426,080 0 1,870
BALLY TECHNOLOGIES INC COM 05874B107 11,652 161,700 SH   DFND 8 0 0 161,700
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 189,336 16,935,267 SH   DFND 1,5 0 0 16,935,267
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,307 166,200 SH   DFND 1,5 6,579 0 159,621
BANCO DE CHILE SPONSORED ADR 059520106 10,955 119,466 SH   DFND 1,5 4,712 0 114,754
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 36,749 1,397,815 SH   DFND 1,5 54,806 0 1,343,009
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,312 49,900 SH   DFND 6 0 0 49,900
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 556 21,150 SH   DFND 7 21,150 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,836 183,950 SH   DFND   137,150 0 46,800
BANCOLOMBIA S A SPON ADR PREF 05968L102 13,194 229,300 SH   DFND 1,5 2,824 0 226,476
BANCORP INC DEL COM 05969A105 2,640 148,989 SH   DFND 6 148,989 0 0
BANK MONTREAL QUE COM 063671101 73,572 1,102,300 SH   DFND 1,5 0 0 1,102,300
BANK MONTREAL QUE COM 063671101 18,125 271,560 SH   DFND 6 44,600 0 226,960
BANK MONTREAL QUE COM 063671101 274,016 4,105,460 SH   DFND 7 4,032,760 0 72,700
BANK MONTREAL QUE COM 063671101 435,647 6,527,100 SH   DFND   5,412,200 0 1,114,900
BANK N S HALIFAX COM 064149107 109,076 1,904,300 SH   DFND 1,5 0 0 1,904,300
BANK N S HALIFAX COM 064149107 7,911 138,107 SH   DFND 6 0 0 138,107
BANK N S HALIFAX COM 064149107 315,450 5,507,282 SH   DFND 7 5,471,672 0 35,610
BANK N S HALIFAX COM 064149107 88,432 1,543,881 SH   DFND   1,127,381 0 416,500
BANK NEW YORK MELLON CORP COM 064058100 52,348 1,733,953 SH   DFND 1,5 0 0 1,733,953
BANK NEW YORK MELLON CORP COM 064058100 10,991 364,057 SH   DFND 2 364,057 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,557 117,815 SH   DFND 3 117,815 0 0
BANK NEW YORK MELLON CORP COM 064058100 13,411 444,230 SH   DFND 6 303,860 0 140,370
BANK NEW YORK MELLON CORP COM 064058100 2,207 73,090 SH   DFND 7 27,000 0 46,090
BANK NEW YORK MELLON CORP COM 064058100 18,114 600,000 SH   DFND 8 0 0 600,000
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 100,048 92,637 SH   DFND 1,5 0 0 92,637
BANK OF AMERICA CORPORATION COM 060505104 1,171,491 84,890,648 SH   DFND 1,5 241,910 0 84,648,738
BANK OF AMERICA CORPORATION COM 060505104 1,171,491 84,890,648 SH   DFND 1,5 0 0 84,890,648
BANK OF AMERICA CORPORATION COM 060505104 1,171,491 84,890,649 SH   DFND 1,5 0 0 84,890,649
BANK OF AMERICA CORPORATION COM 060505104 46,914 3,399,556 SH   DFND 2 3,399,556 0 0
BANK OF AMERICA CORPORATION COM 060505104 10,699 775,303 SH   DFND 3 775,303 0 0
BANK OF AMERICA CORPORATION COM 060505104 42,145 3,054,013 SH   DFND 6 1,132,013 0 1,922,000
BANK OF AMERICA CORPORATION COM 060505104 46,877 3,396,866 SH   DFND 7 2,960,266 0 436,600
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 756 700 SH   DFND 7 700 0 0
BANK OF AMERICA CORPORATION COM 060505104 68,477 4,962,115 SH   DFND 8 0 0 4,962,115
BANK OF THE OZARKS INC COM 063904106 77,514 1,615,205 SH   DFND 1,5 0 0 1,615,205
BANK OF THE OZARKS INC COM 063904106 8,014 167,000 SH   DFND 8 0 0 167,000
BANK OF THE OZARKS INC COM 063904106 8,129 169,392 SH   DFND   169,392 0 0
BANKRATE INC DEL COM 06647F102 105,926 5,149,551 SH   DFND 1,5 0 0 5,149,551
BANKRATE INC DEL COM 06647F102 5,635 273,957 SH   DFND 8 0 0 273,957
BANKUNITED INC COM 06652K103 6,536 209,550 SH   DFND 6 209,550 0 0
BANNER CORP COM NEW 06652V208 46,757 1,225,300 SH   DFND 1,5 0 0 1,225,300
BANRO CORP COM 066800103 25 37,400 SH   DFND 7 37,400 0 0
BANRO CORP COM 066800103 1,513 2,326,482 SH   DFND 8 0 0 2,326,482
BARCLAYS BANK PLC ADS7.75%PFD S4 06739H511 6,257 247,800 SH   DFND 1,5 0 0 247,800
BARCLAYS BK PLC ADR 2 PREF 2 06739F390 1,156 47,200 SH   DFND 1,5 0 0 47,200
BARCLAYS PLC ADR 06738E204 143,478 8,420,061 SH   DFND 1,5 0 0 8,420,061
BARCLAYS PLC ADR 06738E204 2,720 159,600 SH   DFND 7 159,600 0 0
BARD C R INC COM 067383109 72,482 629,184 SH   DFND 1,5 0 0 629,184
BARD C R INC COM 067383109 2,885 25,046 SH   DFND 2 25,046 0 0
BARD C R INC COM 067383109 644 5,594 SH   DFND 3 5,594 0 0
BARD C R INC COM 067383109 104,742 909,216 SH   DFND 8 0 0 909,216
BARRICK GOLD CORP COM 067901108 91,340 4,905,375 SH   DFND 1,5 4,652,875 0 252,500
BARRICK GOLD CORP COM 067901108 138,163 7,419,969 SH   DFND 8 0 0 7,419,969
BARRICK GOLD CORP COM 067901108 55,627 2,987,415 SH   DFND   2,987,415 0 0
BAXTER INTL INC COM 071813109 213,218 3,245,818 SH   DFND 1,5 27,300 0 3,218,518
BAXTER INTL INC COM 071813109 11,283 171,760 SH   DFND 2 171,760 0 0
BAXTER INTL INC COM 071813109 3,608 54,918 SH   DFND 3 54,918 0 0
BAXTER INTL INC COM 071813109 37,211 566,468 SH   DFND 6 306,488 0 259,980
BAXTER INTL INC COM 071813109 56,124 854,374 SH   DFND 7 732,944 0 121,430
BAXTER INTL INC COM 071813109 40,728 620,000 SH   DFND 8 0 0 620,000
BAXTER INTL INC COM 071813109 344 5,232 SH   DFND 9 5,232 0 0
BAXTER INTL INC COM 071813109 3,665 55,791 SH   DFND   55,791 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,241 54,300 SH   DFND 1,5 0 0 54,300
BAYTEX ENERGY CORP COM 07317Q105 3,320 80,439 SH   DFND 6 0 0 80,439
BAYTEX ENERGY CORP COM 07317Q105 24,078 583,440 SH   DFND 7 562,300 0 21,140
BAYTEX ENERGY CORP COM 07317Q105 15,066 365,050 SH   DFND   193,450 0 171,600
BAZAARVOICE INC COM 073271108 108 11,900 SH   DFND 8 0 0 11,900
BB&T CORP COM 054937107 22,728 673,419 SH   DFND 1,5 0 0 673,419
BB&T CORP COM 054937107 7,517 222,732 SH   DFND 2 222,732 0 0
BB&T CORP COM 054937107 2,212 65,550 SH   DFND 3 65,550 0 0
BB&T CORP COM 054937107 17,702 524,500 SH   DFND 8 0 0 524,500
BBCN BANCORP INC COM 073295107 86,187 6,263,596 SH   DFND 1,5 0 0 6,263,596
BBCN BANCORP INC COM 073295107 9,590 696,940 SH   DFND 6 696,940 0 0
BBCN BANCORP INC COM 073295107 11,066 804,212 SH   DFND 8 0 0 804,212
BCE INC COM NEW 05534B760 45,014 1,053,300 SH   DFND 1,5 0 0 1,053,300
BCE INC COM NEW 05534B760 1,098 25,704 SH   DFND 6 0 0 25,704
BCE INC COM NEW 05534B760 89,437 2,092,780 SH   DFND 7 2,086,080 0 6,700
BCE INC COM NEW 05534B760 148,490 3,474,601 SH   DFND   3,474,601 0 0
BEACON ROOFING SUPPLY INC COM 073685109 68,589 1,860,302 SH   DFND 1,5 14,537 0 1,845,765
BEAM INC COM 073730103 391,554 6,056,520 SH   DFND 1,5 11,102 0 6,045,418
BEAM INC COM 073730103 3,312 51,237 SH   DFND 2 51,237 0 0
BEAM INC COM 073730103 914 14,135 SH   DFND 3 14,135 0 0
BEAM INC COM 073730103 14,262 220,600 SH   DFND 6 36,900 0 183,700
BEAM INC COM 073730103 11,471 177,436 SH   DFND 7 137,636 0 39,800
BEAZER HOMES USA INC COM NEW 07556Q881 11,949 663,824 SH   DFND   663,824 0 0
BECTON DICKINSON & CO COM 075887109 6,147 61,456 SH   DFND 2 61,456 0 0
BECTON DICKINSON & CO COM 075887109 1,811 18,110 SH   DFND 3 18,110 0 0
BED BATH & BEYOND INC COM 075896100 1,243,595 16,075,432 SH   DFND 1,5 0 0 16,075,432
BED BATH & BEYOND INC COM 075896100 5,331 68,911 SH   DFND 2 68,911 0 0
BED BATH & BEYOND INC COM 075896100 1,443 18,648 SH   DFND 3 18,648 0 0
BED BATH & BEYOND INC COM 075896100 9,589 123,958 SH   DFND 8 0 0 123,958
BEL FUSE INC CL A 077347201 4,928 284,500 SH   DFND 1,5 0 0 284,500
BELDEN INC COM 077454106 120,235 1,877,200 SH   DFND 1,5 0 0 1,877,200
BELLATRIX EXPLORATION LTD COM 078314101 241 31,700 SH   DFND 1,5 0 0 31,700
BELLATRIX EXPLORATION LTD COM 078314101 3,337 438,400 SH   DFND 8 0 0 438,400
BELO CORP COM SER A 080555105 4,922 359,300 SH   DFND 8 0 0 359,300
BEMIS INC COM 081437105 1,271 32,569 SH   DFND 2 32,569 0 0
BEMIS INC COM 081437105 351 8,993 SH   DFND 3 8,993 0 0
BENCHMARK ELECTRS INC COM 08160H101 11,105 485,165 SH   DFND 1,5 0 0 485,165
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 2,094 210,000 SH   DFND 1,5 0 0 210,000
BERKLEY W R CORP COM 084423102 5,868 136,900 SH   DFND 8 0 0 136,900
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,004,195 8,846,756 SH   DFND 1,5 0 0 8,846,756
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,021,812 29,469 SH   DFND 1,5 0 0 29,469
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 64,652 569,569 SH   DFND 2 569,569 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16,857 148,508 SH   DFND 3 148,508 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 43,663 384,660 SH   DFND 6 80,360 0 304,300
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 32,218 283,830 SH   DFND 7 216,530 0 67,300
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,453 127,332 SH   DFND 8 0 0 127,332
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,193 7 SH   DFND   7 0 0
BERRY PETE CO CL A 085789105 262,128 6,077,635 SH   DFND 1,5 0 0 6,077,635
BERRY PETE CO CL A 085789105 12,721 294,940 SH   DFND 6 177,240 0 117,700
BERRY PETE CO CL A 085789105 1,488 34,500 SH   DFND 7 33,900 0 600
BERRY PETE CO CL A 085789105 3,841 89,059 SH   DFND   89,059 0 0
BERRY PLASTICS GROUP INC COM 08579W103 7,235 362,280 SH   DFND 6 362,280 0 0
BEST BUY INC COM 086516101 1,508,749 40,233,306 SH   DFND 1,5 0 0 40,233,306
BEST BUY INC COM 086516101 3,202 85,374 SH   DFND 2 85,374 0 0
BEST BUY INC COM 086516101 260 6,945 SH   DFND 3 6,945 0 0
BEST BUY INC COM 086516101 17,812 474,980 SH   DFND 6 278,140 0 196,840
BEST BUY INC COM 086516101 24,334 648,903 SH   DFND 7 556,693 0 92,210
BEST BUY INC COM 086516101 1,637 43,666 SH   DFND   43,666 0 0
BG MEDICINE INC COM 08861T107 1,153 1,253,211 SH   DFND 8 0 0 1,253,211
BHP BILLITON LTD SPONSORED ADR 088606108 324,008 4,872,300 SH   DFND 1,5 0 0 4,872,300
BHP BILLITON PLC SPONSORED ADR 05545E209 78,948 1,341,290 SH   DFND 1,5 0 0 1,341,290
BIG LOTS INC COM 089302103 176,179 4,750,031 SH   DFND 1,5 0 0 4,750,031
BIOCRYST PHARMACEUTICALS COM 09058V103 200 27,500 SH   DFND   27,500 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 26,955 4,964,147 SH   DFND 1,5 0 0 4,964,147
BIODELIVERY SCIENCES INTL IN COM 09060J106 610 112,353 SH   DFND 7 112,353 0 0
BIODELIVERY SCIENCES INTL IN COM 09060J106 3,328 612,800 SH   DFND 8 0 0 612,800
BIOGEN IDEC INC COM 09062X103 5,259,701 21,846,243 SH   DFND 1,5 0 0 21,846,243
BIOGEN IDEC INC COM 09062X103 18,107 75,209 SH   DFND 2 75,209 0 0
BIOGEN IDEC INC COM 09062X103 6,775 28,141 SH   DFND 3 28,141 0 0
BIOGEN IDEC INC COM 09062X103 55,806 231,790 SH   DFND 6 120,360 0 111,430
BIOGEN IDEC INC COM 09062X103 70,030 290,870 SH   DFND 7 202,510 0 88,360
BIOGEN IDEC INC COM 09062X103 762,789 3,168,254 SH   DFND 8 0 0 3,168,254
BIOMARIN PHARMACEUTICAL INC COM 09061G101 581,345 8,049,640 SH   DFND 1,5 17,205 0 8,032,435
BIOMARIN PHARMACEUTICAL INC COM 09061G101 33,225 460,056 SH   DFND 6 235,156 0 224,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,628 479,475 SH   DFND 7 408,375 0 71,100
BIOMARIN PHARMACEUTICAL INC COM 09061G101 192,039 2,659,082 SH   DFND 8 0 0 2,659,082
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,997 41,493 SH   DFND   41,493 0 0
BIOMED REALTY TRUST INC COM 09063H107 111,044 5,973,301 SH   DFND 1,5 84,900 0 5,888,401
BIOMED REALTY TRUST INC COM 09063H107 37,134 1,997,500 SH   DFND 8 0 0 1,997,500
BIOSCRIP INC COM 09069N108 58,914 6,709,986 SH   DFND 1,5 0 0 6,709,986
BIOSCRIP INC COM 09069N108 30,332 3,454,700 SH   DFND 8 0 0 3,454,700
BIOTA PHARMACEUTIALS INC COM 090694100 653 156,324 SH   DFND 1,5 0 0 156,324
BIOTIME INC COM 09066L105 5,516 1,451,500 SH   DFND 8 0 0 1,451,500
BITAUTO HLDGS LTD SPONSORED ADS 091727107 9,307 577,378 SH   DFND 1,5 16,103 0 561,275
BJS RESTAURANTS INC COM 09180C106 4,380 152,500 SH   DFND 1,5 0 0 152,500
BLACK BOX CORP DEL COM 091826107 55,178 1,800,840 SH   DFND 1,5 0 0 1,800,840
BLACK HILLS CORP COM 092113109 9,239 185,300 SH   DFND 1,5 0 0 185,300
BLACKBAUD INC COM 09227Q100 218 5,572 SH   DFND 1,5 0 0 5,572
BLACKBAUD INC COM 09227Q100 345 8,828 SH   DFND 8 0 0 8,828
BLACKBERRY LTD COM 09228F103 3,852 484,500 SH   DFND 1,5 0 0 484,500
BLACKBERRY LTD COM 09228F103 133 16,700 SH   DFND 6 0 0 16,700
BLACKBERRY LTD COM 09228F103 4,978 626,200 SH   DFND 8 0 0 626,200
BLACKBERRY LTD COM 09228F103 8,546 1,075,000 SH   DFND   1,075,000 0 0
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 7,988 332,400 SH   DFND 1,5 0 0 332,400
BLACKROCK INC COM 09247X101 1,738,195 6,423,009 SH   DFND 1,5 13,109 0 6,409,900
BLACKROCK INC COM 09247X101 10,785 39,853 SH   DFND 2 39,853 0 0
BLACKROCK INC COM 09247X101 3,859 14,259 SH   DFND 3 14,259 0 0
BLACKROCK INC COM 09247X101 20,857 77,070 SH   DFND 6 23,570 0 53,500
BLACKROCK INC COM 09247X101 15,817 58,448 SH   DFND 7 46,548 0 11,900
BLACKROCK INC COM 09247X101 42,562 157,276 SH   DFND 8 0 0 157,276
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 691,012 27,762,634 SH   DFND 1,5 0 0 27,762,634
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,000 80,363 SH   DFND 7 80,363 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 25,787 1,036,045 SH   DFND 8 0 0 1,036,045
BLACKSTONE MTG TR INC COM CL A 09257W100 10,630 422,000 SH   DFND 1,5 0 0 422,000
BLACKSTONE MTG TR INC COM CL A 09257W100 4,081 162,000 SH   DFND 8 0 0 162,000
BLOCK H & R INC COM 093671105 679,141 25,474,139 SH   DFND 1,5 25,000 0 25,449,139
BLOCK H & R INC COM 093671105 2,310 86,661 SH   DFND 2 86,661 0 0
BLOCK H & R INC COM 093671105 816 30,613 SH   DFND 3 30,613 0 0
BLOCK H & R INC COM 093671105 1,794 67,291 SH   DFND 6 67,291 0 0
BLOCK H & R INC COM 093671105 5,143 192,913 SH   DFND 7 192,913 0 0
BLOCK H & R INC COM 093671105 39,909 1,496,950 SH   DFND 8 0 0 1,496,950
BLOOMIN BRANDS INC COM 094235108 154,986 6,564,424 SH   DFND 1,5 0 0 6,564,424
BLOOMIN BRANDS INC COM 094235108 9,434 399,570 SH   DFND 6 399,570 0 0
BLOOMIN BRANDS INC COM 094235108 16,479 697,947 SH   DFND 8 0 0 697,947
BLOUNT INTL INC NEW COM 095180105 73,060 6,033,054 SH   DFND 1,5 0 0 6,033,054
BLOUNT INTL INC NEW COM 095180105 14,905 1,230,780 SH   DFND 6 1,230,780 0 0
BLOUNT INTL INC NEW COM 095180105 724 59,800 SH   DFND 8 0 0 59,800
BLUCORA INC COM 095229100 74,100 3,224,557 SH   DFND 1,5 0 0 3,224,557
BLUCORA INC COM 095229100 43,616 1,897,982 SH   DFND 6 1,897,982 0 0
BLUEBIRD BIO INC COM 09609G100 40,527 1,503,245 SH   DFND 1,5 0 0 1,503,245
BLUEBIRD BIO INC COM 09609G100 1,722 63,860 SH   DFND 8 0 0 63,860
BLYTH INC COM NEW 09643P207 6,224 450,000 SH   DFND 1,5 0 0 450,000
BODY CENT CORP COM 09689U102 2,715 445,149 SH   DFND 1,5 0 0 445,149
BODY CENT CORP COM 09689U102 4,269 699,870 SH   DFND 6 699,870 0 0
BODY CENT CORP COM 09689U102 205 33,556 SH   DFND 7 33,556 0 0
BOEING CO COM 097023105 799,900 6,807,662 SH   DFND 1,5 0 0 6,807,662
BOEING CO COM 097023105 25,807 219,638 SH   DFND 2 219,638 0 0
BOEING CO COM 097023105 8,216 69,921 SH   DFND 3 69,921 0 0
BOEING CO COM 097023105 49,992 425,468 SH   DFND 6 313,918 0 111,550
BOEING CO COM 097023105 81,683 695,178 SH   DFND 7 385,878 0 309,300
BOEING CO COM 097023105 172,639 1,469,268 SH   DFND 8 0 0 1,469,268
BOFI HLDG INC COM 05566U108 22,701 350,000 SH   DFND 1,5 0 0 350,000
BOFI HLDG INC COM 05566U108 1,550 23,900 SH   DFND 8 0 0 23,900
BOINGO WIRELESS INC COM 09739C102 2,693 384,655 SH   DFND 1,5 0 0 384,655
BOINGO WIRELESS INC COM 09739C102 4,203 600,487 SH   DFND 8 0 0 600,487
BOISE CASCADE CO DEL COM 09739D100 68,479 2,540,977 SH   DFND 1,5 0 0 2,540,977
BOISE CASCADE CO DEL COM 09739D100 439 16,300 SH   DFND 7 16,300 0 0
BOISE CASCADE CO DEL COM 09739D100 3,517 130,500 SH   DFND 8 0 0 130,500
BON-TON STORES INC COM 09776J101 26,300 2,492,925 SH   DFND 1,5 0 0 2,492,925
BON-TON STORES INC COM 09776J101 856 81,150 SH   DFND 6 81,150 0 0
BON-TON STORES INC COM 09776J101 189 17,927 SH   DFND 7 17,927 0 0
BONANZA CREEK ENERGY INC COM 097793103 144,518 2,994,576 SH   DFND 1,5 0 0 2,994,576
BONANZA CREEK ENERGY INC COM 097793103 56,155 1,163,602 SH   DFND 8 0 0 1,163,602
BONANZA CREEK ENERGY INC COM 097793103 12,784 264,900 SH   DFND   264,900 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,605 186,600 SH   DFND 8 0 0 186,600
BORGWARNER INC COM 099724106 152,349 1,502,600 SH   DFND 1,5 0 0 1,502,600
BORGWARNER INC COM 099724106 3,673 36,225 SH   DFND 2 36,225 0 0
BORGWARNER INC COM 099724106 804 7,932 SH   DFND 3 7,932 0 0
BORGWARNER INC COM 099724106 16,304 160,800 SH   DFND 8 0 0 160,800
BORGWARNER INC COM 099724106 982 9,689 SH   DFND 9 9,689 0 0
BOSTON BEER INC CL A 100557107 252,140 1,032,473 SH   DFND 1,5 0 0 1,032,473
BOSTON PRIVATE FINL HLDGS IN COM 101119105 39,800 3,585,575 SH   DFND 6 3,182,675 0 402,900
BOSTON PRIVATE FINL HLDGS IN COM 101119105 14,154 1,275,130 SH   DFND 7 1,202,120 0 73,010
BOSTON PRIVATE FINL HLDGS IN COM 101119105 10,900 982,000 SH   DFND 8 0 0 982,000
BOSTON PRIVATE FINL HLDGS IN COM 101119105 4,605 414,870 SH   DFND   414,870 0 0
BOSTON PROPERTIES INC COM 101121101 388,046 3,629,992 SH   DFND 1,5 66,460 0 3,563,532
BOSTON PROPERTIES INC COM 101121101 5,155 48,223 SH   DFND 2 48,223 0 0
BOSTON PROPERTIES INC COM 101121101 1,693 15,838 SH   DFND 3 15,838 0 0
BOSTON PROPERTIES INC COM 101121101 48,168 450,591 SH   DFND 6 438,991 0 11,600
BOSTON PROPERTIES INC COM 101121101 157,433 1,472,709 SH   DFND 8 0 0 1,472,709
BOSTON PROPERTIES INC COM 101121101 22,560 211,035 SH   DFND   211,035 0 0
BOSTON SCIENTIFIC CORP COM 101137107 886,211 75,486,481 SH   DFND 1,5 51,900 0 75,434,581
BOSTON SCIENTIFIC CORP COM 101137107 886,211 75,486,481 SH   DFND 1,5 0 0 75,486,481
BOSTON SCIENTIFIC CORP COM 101137107 4,989 424,940 SH   DFND 2 424,940 0 0
BOSTON SCIENTIFIC CORP COM 101137107 381 32,446 SH   DFND 3 32,446 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,264 618,770 SH   DFND 6 591,650 0 27,120
BOSTON SCIENTIFIC CORP COM 101137107 4,194 357,254 SH   DFND 7 340,294 0 16,960
BOSTON SCIENTIFIC CORP COM 101137107 388,420 33,085,201 SH   DFND 8 0 0 33,085,201
BOSTON SCIENTIFIC CORP COM 101137107 45,999 3,918,111 SH   DFND   3,918,111 0 0
BOTTOMLINE TECH DEL INC COM 101388106 1,826 65,500 SH   DFND 6 0 0 65,500
BOTTOMLINE TECH DEL INC COM 101388106 792 28,400 SH   DFND 7 27,500 0 900
BOTTOMLINE TECH DEL INC COM 101388106 6,089 218,400 SH   DFND 8 0 0 218,400
BOTTOMLINE TECH DEL INC COM 101388106 1,334 47,850 SH   DFND   47,850 0 0
BOULDER BRANDS INC COM 101405108 1,604 100,000 SH   DFND 1,5 0 0 100,000
BP PLC SPONSORED ADR 055622104 80,659 1,919,077 SH   DFND 1,5 0 0 1,919,077
BP PLC SPONSORED ADR 055622104 465 11,061 SH   DFND 3 11,061 0 0
BP PLC SPONSORED ADR 055622104 789 18,770 SH   DFND 6 18,770 0 0
BP PLC SPONSORED ADR 055622104 26,945 641,100 SH   DFND 7 641,100 0 0
BP PLC SPONSORED ADR 055622104 245,498 5,841,018 SH   DFND   5,841,018 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 26,007 300,000 SH   DFND 1,5 0 0 300,000
BPZ RESOURCES INC COM 055639108 27,493 14,098,934 SH   DFND 1,5 125,450 0 13,973,484
BPZ RESOURCES INC COM 055639108 465 238,421 SH   DFND 7 238,421 0 0
BPZ RESOURCES INC COM 055639108 2,290 1,174,571 SH   DFND 8 0 0 1,174,571
BRADY CORP CL A 104674106 9,647 316,300 SH   DFND 1,5 0 0 316,300
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 73,441 5,572,135 SH   DFND 1,5 102,235 0 5,469,900
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 33,808 2,565,100 SH   DFND 8 0 0 2,565,100
BRAVO BRIO RESTAURANT GROUP COM 10567B109 7,144 473,124 SH   DFND 1,5 0 0 473,124
BRAVO BRIO RESTAURANT GROUP COM 10567B109 1,724 114,169 SH   DFND 8 0 0 114,169
BRF SA SPONSORED ADR 10552T107 839 34,200 SH   DFND 7 34,200 0 0
BRIDGE CAP HLDGS COM 108030107 5,843 344,119 SH   DFND 1,5 0 0 344,119
BRIGGS & STRATTON CORP COM 109043109 7,123 354,010 SH   DFND 6 354,010 0 0
BRINKER INTL INC COM 109641100 369,494 9,116,564 SH   DFND 1,5 0 0 9,116,564
BRINKER INTL INC COM 109641100 10,522 259,620 SH   DFND 6 259,620 0 0
BRINKER INTL INC COM 109641100 3,670 90,562 SH   DFND 7 90,562 0 0
BRINKER INTL INC COM 109641100 14,789 364,900 SH   DFND 8 0 0 364,900
BRISTOL MYERS SQUIBB CO COM 110122108 533,294 11,523,199 SH   DFND 1,5 0 0 11,523,199
BRISTOL MYERS SQUIBB CO COM 110122108 24,110 520,963 SH   DFND 2 520,963 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 6,697 144,700 SH   DFND 3 144,700 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 602 13,000 SH   DFND 6 13,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 51,459 1,111,911 SH   DFND 8 0 0 1,111,911
BRISTOL MYERS SQUIBB CO COM 110122108 9,940 214,785 SH   DFND 9 214,785 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,242,147 11,813,096 SH   DFND 1,5 0 0 11,813,096
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 4,584 43,592 SH   DFND 6 43,592 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 365,481 3,475,804 SH   DFND 8 0 0 3,475,804
BROADCOM CORP CL A 111320107 690,495 26,547,271 SH   DFND 1,5 96,400 0 26,450,871
BROADCOM CORP CL A 111320107 4,527 174,059 SH   DFND 2 174,059 0 0
BROADCOM CORP CL A 111320107 416 15,981 SH   DFND 3 15,981 0 0
BROADCOM CORP CL A 111320107 26,099 1,003,415 SH   DFND 6 595,915 0 407,500
BROADCOM CORP CL A 111320107 44,755 1,720,681 SH   DFND 7 1,531,011 0 189,670
BROADCOM CORP CL A 111320107 9,600 369,071 SH   DFND 8 0 0 369,071
BROADCOM CORP CL A 111320107 2,513 96,599 SH   DFND   96,599 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 34,333 1,081,340 SH   DFND 1,5 0 0 1,081,340
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 7,672 241,640 SH   DFND 6 241,640 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 31,057 978,170 SH   DFND 7 977,670 0 500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 248 7,800 SH   DFND 8 0 0 7,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 492 15,500 SH   DFND   15,500 0 0
BROADSOFT INC COM 11133B409 25,043 695,064 SH   DFND 1,5 0 0 695,064
BROADSOFT INC COM 11133B409 13,446 373,179 SH   DFND 8 0 0 373,179
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 87,414 10,858,828 SH   DFND 1,5 60,279 0 10,798,549
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 176 21,900 SH   DFND 6 21,900 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 6,753 838,910 SH   DFND 8 0 0 838,910
BROOKDALE SR LIVING INC COM 112463104 321,104 12,209,291 SH   DFND 1,5 139,542 0 12,069,749
BROOKDALE SR LIVING INC COM 112463104 11,159 424,292 SH   DFND 6 424,292 0 0
BROOKDALE SR LIVING INC COM 112463104 1,940 73,767 SH   DFND 7 73,767 0 0
BROOKDALE SR LIVING INC COM 112463104 43,859 1,667,625 SH   DFND 8 0 0 1,667,625
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 73,252 1,957,800 SH   DFND 1,5 0 0 1,957,800
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 8,753 233,936 SH   DFND 6 0 0 233,936
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 198,820 5,313,825 SH   DFND 7 5,251,525 0 62,300
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 182,104 4,867,050 SH   DFND   3,667,450 0 1,199,600
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 41,742 1,097,400 SH   DFND 7 1,097,400 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 145,728 3,831,208 SH   DFND   3,831,208 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 4,580 238,999 SH   DFND 6 0 0 238,999
BROOKFIELD OFFICE PPTYS INC COM 112900105 44,840 2,339,800 SH   DFND 7 2,277,700 0 62,100
BROOKFIELD OFFICE PPTYS INC COM 112900105 101,712 5,307,393 SH   DFND   4,427,393 0 880,000
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 31,133 1,165,300 SH   DFND   1,165,300 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 4,604 200,000 SH   DFND 1,5 0 0 200,000
BROWN FORMAN CORP CL B 115637209 34,418 505,180 SH   DFND 1,5 0 0 505,180
BROWN FORMAN CORP CL B 115637209 3,503 51,419 SH   DFND 2 51,419 0 0
BRUKER CORP COM 116794108 62,256 3,014,800 SH   DFND 1,5 0 0 3,014,800
BRUKER CORP COM 116794108 50,850 2,462,478 SH   DFND 6 2,211,178 0 251,300
BRUKER CORP COM 116794108 22,251 1,077,536 SH   DFND 7 1,014,526 0 63,010
BRUKER CORP COM 116794108 23,429 1,134,600 SH   DFND 8 0 0 1,134,600
BRUKER CORP COM 116794108 5,628 272,544 SH   DFND   272,544 0 0
BRUNSWICK CORP COM 117043109 304,524 7,630,267 SH   DFND 1,5 0 0 7,630,267
BRUNSWICK CORP COM 117043109 27,818 697,030 SH   DFND 6 572,230 0 124,800
BRUNSWICK CORP COM 117043109 1,832 45,900 SH   DFND 7 44,500 0 1,400
BRUNSWICK CORP COM 117043109 10,700 268,097 SH   DFND 8 0 0 268,097
BRUNSWICK CORP COM 117043109 4,893 122,600 SH   DFND   122,600 0 0
BUCKLE INC COM 118440106 45,943 850,000 SH   DFND 1,5 0 0 850,000
BUFFALO WILD WINGS INC COM 119848109 278,289 2,502,150 SH   DFND 1,5 0 0 2,502,150
BUFFALO WILD WINGS INC COM 119848109 712 6,400 SH   DFND 6 6,400 0 0
BUFFALO WILD WINGS INC COM 119848109 1,300 11,690 SH   DFND 8 0 0 11,690
BUNGE LIMITED COM G16962105 776,126 10,224,292 SH   DFND 1,5 300 0 10,223,992
BUNGE LIMITED COM G16962105 18,744 246,919 SH   DFND 6 64,119 0 182,800
BUNGE LIMITED COM G16962105 13,218 174,128 SH   DFND 7 138,728 0 35,400
BUNGE LIMITED COM G16962105 62,276 820,390 SH   DFND 8 0 0 820,390
BURGER KING WORLDWIDE INC COM 121220107 8,823 452,000 SH   DFND 1,5 0 0 452,000
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 391,302 6,569,876 SH   DFND 1,5 161,789 0 6,408,087
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,004 50,439 SH   DFND 2 50,439 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,569 43,125 SH   DFND 6 43,125 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 35,655 598,643 SH   DFND 8 0 0 598,643
C&J ENERGY SVCS INC COM 12467B304 442 22,000 SH   DFND 9 22,000 0 0
CA INC COM 12673P105 90,405 3,047,034 SH   DFND 1,5 25,234 0 3,021,800
CA INC COM 12673P105 3,080 103,809 SH   DFND 2 103,809 0 0
CA INC COM 12673P105 261 8,806 SH   DFND 3 8,806 0 0
CA INC COM 12673P105 7,993 269,410 SH   DFND 6 185,850 0 83,560
CA INC COM 12673P105 1,355 45,660 SH   DFND 7 18,260 0 27,400
CA INC COM 12673P105 6,556 220,955 SH   DFND   220,955 0 0
CABELAS INC COM 126804301 295,243 4,684,169 SH   DFND 1,5 20,277 0 4,663,892
CABELAS INC COM 126804301 7,006 111,149 SH   DFND 6 111,149 0 0
CABELAS INC COM 126804301 1,576 25,000 SH   DFND 7 25,000 0 0
CABELAS INC COM 126804301 8,638 137,045 SH   DFND 8 0 0 137,045
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,140 67,692 SH   DFND 2 67,692 0 0
CABOT CORP COM 127055101 122,853 2,876,446 SH   DFND 1,5 0 0 2,876,446
CABOT CORP COM 127055101 12,103 283,370 SH   DFND 6 283,370 0 0
CABOT CORP COM 127055101 2,543 59,552 SH   DFND 7 59,552 0 0
CABOT CORP COM 127055101 76,409 1,789,013 SH   DFND 8 0 0 1,789,013
CABOT OIL & GAS CORP COM 127097103 954,337 25,571,726 SH   DFND 1,5 47,576 0 25,524,150
CABOT OIL & GAS CORP COM 127097103 4,969 133,133 SH   DFND 2 133,133 0 0
CABOT OIL & GAS CORP COM 127097103 1,196 32,041 SH   DFND 3 32,041 0 0
CABOT OIL & GAS CORP COM 127097103 2,898 77,666 SH   DFND 6 77,666 0 0
CABOT OIL & GAS CORP COM 127097103 48,591 1,302,018 SH   DFND 7 1,302,018 0 0
CABOT OIL & GAS CORP COM 127097103 55,351 1,483,143 SH   DFND 8 0 0 1,483,143
CABOT OIL & GAS CORP COM 127097103 22,544 604,075 SH   DFND 9 604,075 0 0
CABOT OIL & GAS CORP COM 127097103 5,500 147,361 SH   DFND   147,361 0 0
CACI INTL INC CL A 127190304 228,812 3,310,842 SH   DFND 1,5 0 0 3,310,842
CACI INTL INC CL A 127190304 8,459 122,400 SH   DFND 8 0 0 122,400
CADENCE DESIGN SYSTEM INC COM 127387108 3,428 253,948 SH   DFND 9 253,948 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 40,558 6,427,517 SH   DFND 1,5 0 0 6,427,517
CADENCE PHARMACEUTICALS INC COM 12738T100 1,201 190,336 SH   DFND 7 190,336 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 6,355 1,007,139 SH   DFND 8 0 0 1,007,139
CAE INC COM 124765108 1,803 164,630 SH   DFND 6 0 0 164,630
CAE INC COM 124765108 12,660 1,156,100 SH   DFND 7 1,112,300 0 43,800
CAE INC COM 124765108 30,115 2,750,000 SH   DFND   2,750,000 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 251 5,500 SH   DFND 1,5 0 0 5,500
CAL DIVE INTL INC DEL COM 12802T101 13,580 6,624,500 SH   DFND 1,5 0 0 6,624,500
CAL MAINE FOODS INC COM NEW 128030202 4,849 100,809 SH   DFND 1,5 0 0 100,809
CALAVO GROWERS INC COM 128246105 28,424 939,940 SH   DFND 1,5 0 0 939,940
CALAVO GROWERS INC COM 128246105 3,614 119,500 SH   DFND 6 119,500 0 0
CALGON CARBON CORP COM 129603106 290 15,292 SH   DFND 9 15,292 0 0
CALLAWAY GOLF CO COM 131193104 21,141 2,969,260 SH   DFND 1,5 0 0 2,969,260
CALLIDUS SOFTWARE INC COM 13123E500 6,731 734,013 SH   DFND 1,5 32,713 0 701,300
CALLIDUS SOFTWARE INC COM 13123E500 16,160 1,762,246 SH   DFND 6 1,762,246 0 0
CALLIDUS SOFTWARE INC COM 13123E500 5,600 610,667 SH   DFND 8 0 0 610,667
CALPINE CORP COM NEW 131347304 126,998 6,536,187 SH   DFND 1,5 750 0 6,535,437
CALPINE CORP COM NEW 131347304 57,544 2,961,608 SH   DFND 8 0 0 2,961,608
CAMDEN NATL CORP COM 133034108 1,716 41,968 SH   DFND 1,5 0 0 41,968
CAMDEN PPTY TR SH BEN INT 133131102 209,308 3,406,698 SH   DFND 1,5 77,969 0 3,328,729
CAMDEN PPTY TR SH BEN INT 133131102 29,158 474,580 SH   DFND 6 474,580 0 0
CAMDEN PPTY TR SH BEN INT 133131102 92,193 1,500,530 SH   DFND 8 0 0 1,500,530
CAMECO CORP COM 13321L108 734 40,700 SH   DFND 1,5 0 0 40,700
CAMECO CORP COM 13321L108 3,394 188,180 SH   DFND 6 180 0 188,000
CAMECO CORP COM 13321L108 31,729 1,759,000 SH   DFND 7 1,709,200 0 49,800
CAMECO CORP COM 13321L108 61,220 3,393,952 SH   DFND   2,712,152 0 681,800
CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 4,550 2,394,481 SH   DFND 8 0 0 2,394,481
CAMERON INTERNATIONAL CORP COM 13342B105 520,074 8,909,962 SH   DFND 1,5 0 0 8,909,962
CAMERON INTERNATIONAL CORP COM 13342B105 4,546 77,882 SH   DFND 2 77,882 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 538 9,210 SH   DFND 3 9,210 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 23,477 402,202 SH   DFND 6 222,375 0 179,827
CAMERON INTERNATIONAL CORP COM 13342B105 46,953 804,402 SH   DFND 7 720,432 0 83,970
CAMERON INTERNATIONAL CORP COM 13342B105 166,257 2,848,329 SH   DFND 8 0 0 2,848,329
CAMERON INTERNATIONAL CORP COM 13342B105 204 3,500 SH   DFND 9 3,500 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,201 37,710 SH   DFND   37,710 0 0
CAMPBELL SOUP CO COM 134429109 14,859 365,000 SH   DFND 1,5 0 0 365,000
CAMPBELL SOUP CO COM 134429109 2,299 56,482 SH   DFND 2 56,482 0 0
CAMPBELL SOUP CO COM 134429109 997 24,488 SH   DFND 3 24,488 0 0
CANADIAN NAT RES LTD COM 136385101 518,526 16,500,086 SH   DFND 1,5 0 0 16,500,086
CANADIAN NAT RES LTD COM 136385101 42,747 1,360,256 SH   DFND 6 586,983 0 773,273
CANADIAN NAT RES LTD COM 136385101 246,698 7,850,200 SH   DFND 7 7,736,000 0 114,200
CANADIAN NAT RES LTD COM 136385101 20,348 647,501 SH   DFND 9 647,501 0 0
CANADIAN NAT RES LTD COM 136385101 215,915 6,870,670 SH   DFND   6,028,070 0 842,600
CANADIAN NATL RY CO COM 136375102 183,100 1,807,057 SH   DFND 1,5 1,052,757 0 754,300
CANADIAN NATL RY CO COM 136375102 12,032 118,742 SH   DFND 6 0 0 118,742
CANADIAN NATL RY CO COM 136375102 108,916 1,074,920 SH   DFND 7 1,043,300 0 31,620
CANADIAN NATL RY CO COM 136375102 325,550 3,212,922 SH   DFND   2,856,722 0 356,200
CANADIAN PAC RY LTD COM 13645T100 1,217,624 9,868,708 SH   DFND 1,5 0 0 9,868,708
CANADIAN PAC RY LTD COM 13645T100 36,484 295,700 SH   DFND 6 136,600 0 159,100
CANADIAN PAC RY LTD COM 13645T100 33,597 272,300 SH   DFND 7 255,800 0 16,500
CANADIAN PAC RY LTD COM 13645T100 108,293 877,700 SH   DFND   877,700 0 0
CANTEL MEDICAL CORP COM 138098108 1,939 60,864 SH   DFND 1,5 0 0 60,864
CAPELLA EDUCATION COMPANY COM 139594105 5,659 100,048 SH   DFND 1,5 0 0 100,048
CAPITAL ONE FINL CORP COM 14040H105 1,772,275 25,782,297 SH   DFND 1,5 0 0 25,782,297
CAPITAL ONE FINL CORP COM 14040H105 12,732 185,226 SH   DFND 2 185,226 0 0
CAPITAL ONE FINL CORP COM 14040H105 4,137 60,179 SH   DFND 3 60,179 0 0
CAPITAL ONE FINL CORP COM 14040H105 139,385 2,027,712 SH   DFND 6 1,052,620 0 975,092
CAPITAL ONE FINL CORP COM 14040H105 229,475 3,338,306 SH   DFND 7 2,455,676 0 882,630
CAPITAL ONE FINL CORP COM 14040H105 83,960 1,221,407 SH   DFND 8 0 0 1,221,407
CAPITAL ONE FINL CORP COM 14040H105 5,256 76,463 SH   DFND   76,463 0 0
CAPITAL SR LIVING CORP COM 140475104 13,367 632,030 SH   DFND 1,5 48,230 0 583,800
CAPITALSOURCE INC COM 14055X102 211,797 17,828,000 SH   DFND 1,5 0 0 17,828,000
CAPITALSOURCE INC COM 14055X102 7,619 641,300 SH   DFND 8 0 0 641,300
CAPITOL FED FINL INC COM 14057J101 1,579 127,000 SH   DFND 8 0 0 127,000
CAPLEASE INC COM 140288101 16,911 1,991,900 SH   DFND 1,5 0 0 1,991,900
CAPSTEAD MTG CORP COM NO PAR 14067E506 873 74,200 SH   DFND 8 0 0 74,200
CARBO CERAMICS INC COM 140781105 17,344 175,000 SH   DFND 1,5 0 0 175,000
CARDINAL HEALTH INC COM 14149Y108 30,925 593,000 SH   DFND 1,5 0 0 593,000
CARDINAL HEALTH INC COM 14149Y108 5,602 107,418 SH   DFND 2 107,418 0 0
CARDINAL HEALTH INC COM 14149Y108 1,284 24,614 SH   DFND 3 24,614 0 0
CARDINAL HEALTH INC COM 14149Y108 21,444 411,200 SH   DFND 8 0 0 411,200
CARDIOME PHARMA CORP COM NO PAR 14159U301 565 158,912 SH   DFND 1,5 0 0 158,912
CARDIOME PHARMA CORP COM NO PAR 14159U301 58 16,200 SH   DFND 6 16,200 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 3,633 181,217 SH   DFND 1,5 0 0 181,217
CARDIOVASCULAR SYS INC DEL COM 141619106 25,095 1,251,620 SH   DFND 8 0 0 1,251,620
CARDTRONICS INC COM 14161H108 27,520 741,768 SH   DFND 1,5 0 0 741,768
CARDTRONICS INC COM 14161H108 8,416 226,855 SH   DFND 6 226,855 0 0
CARDTRONICS INC COM 14161H108 4,174 112,500 SH   DFND 8 0 0 112,500
CAREER EDUCATION CORP COM 141665109 18,547 6,720,000 SH   DFND 1,5 0 0 6,720,000
CAREFUSION CORP COM 14170T101 26,535 719,118 SH   DFND 1,5 0 0 719,118
CAREFUSION CORP COM 14170T101 2,503 67,836 SH   DFND 2 67,836 0 0
CAREFUSION CORP COM 14170T101 295 7,995 SH   DFND 3 7,995 0 0
CARLISLE COS INC COM 142339100 25,670 365,200 SH   DFND 1,5 0 0 365,200
CARLISLE COS INC COM 142339100 52,570 747,908 SH   DFND 6 687,408 0 60,500
CARLISLE COS INC COM 142339100 13,235 188,288 SH   DFND 7 187,388 0 900
CARLISLE COS INC COM 142339100 16,615 236,381 SH   DFND   236,381 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 78,904 3,067,800 SH   DFND 1,5 0 0 3,067,800
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 11,079 430,747 SH   DFND 8 0 0 430,747
CARMAX INC COM 143130102 215,115 4,438,100 SH   DFND 1,5 0 0 4,438,100
CARMAX INC COM 143130102 3,429 70,746 SH   DFND 2 70,746 0 0
CARMAX INC COM 143130102 386 7,955 SH   DFND 3 7,955 0 0
CARMAX INC COM 143130102 247 5,100 SH   DFND 6 5,100 0 0
CARNIVAL CORP PAIRED CTF 143658300 4,521 138,524 SH   DFND 2 138,524 0 0
CARNIVAL CORP PAIRED CTF 143658300 931 28,538 SH   DFND 3 28,538 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,154 66,000 SH   DFND 8 0 0 66,000
CARPENTER TECHNOLOGY CORP COM 144285103 215,447 3,707,574 SH   DFND 1,5 0 0 3,707,574
CARPENTER TECHNOLOGY CORP COM 144285103 45,097 776,055 SH   DFND 8 0 0 776,055
CARRIAGE SVCS INC COM 143905107 6,411 330,447 SH   DFND 1,5 0 0 330,447
CARRIAGE SVCS INC COM 143905107 5,318 274,116 SH   DFND 6 274,116 0 0
CARRIAGE SVCS INC COM 143905107 21,544 1,110,494 SH   DFND 8 0 0 1,110,494
CARROLS RESTAURANT GROUP INC COM 14574X104 3,289 539,120 SH   DFND 6 539,120 0 0
CARTER INC COM 146229109 8,899 117,260 SH   DFND 1,5 0 0 117,260
CASEYS GEN STORES INC COM 147528103 5,346 72,740 SH   DFND 6 72,740 0 0
CASH AMER INTL INC COM 14754D100 110,490 2,440,152 SH   DFND 1,5 0 0 2,440,152
CASH AMER INTL INC COM 14754D100 16,256 359,010 SH   DFND 6 359,010 0 0
CASH AMER INTL INC COM 14754D100 1,415 31,246 SH   DFND 8 0 0 31,246
CASS INFORMATION SYS INC COM 14808P109 723 13,552 SH   DFND 8 0 0 13,552
CATAMARAN CORP COM 148887102 235,472 5,125,698 SH   DFND 1,5 0 0 5,125,698
CATAMARAN CORP COM 148887102 2,609 56,800 SH   DFND 6 16,700 0 40,100
CATAMARAN CORP COM 148887102 12,711 276,700 SH   DFND 7 266,200 0 10,500
CATAMARAN CORP COM 148887102 102,489 2,230,961 SH   DFND 8 0 0 2,230,961
CATAMARAN CORP COM 148887102 48,979 1,066,172 SH   DFND   1,066,172 0 0
CATERPILLAR INC DEL COM 149123101 295,657 3,546,326 SH   DFND 1,5 0 0 3,546,326
CATERPILLAR INC DEL COM 149123101 16,784 201,325 SH   DFND 2 201,325 0 0
CATERPILLAR INC DEL COM 149123101 3,675 44,082 SH   DFND 3 44,082 0 0
CATERPILLAR INC DEL COM 149123101 38,289 459,260 SH   DFND 6 156,680 0 302,580
CATERPILLAR INC DEL COM 149123101 77,901 934,403 SH   DFND 7 818,613 0 115,790
CATERPILLAR INC DEL COM 149123101 82,067 984,374 SH   DFND 8 0 0 984,374
CATERPILLAR INC DEL COM 149123101 22,247 266,847 SH   DFND 9 266,847 0 0
CATERPILLAR INC DEL COM 149123101 3,520 42,220 SH   DFND   42,220 0 0
CATHAY GENERAL BANCORP COM 149150104 183,607 7,856,510 SH   DFND 1,5 0 0 7,856,510
CATO CORP NEW CL A 149205106 9,793 350,000 SH   DFND 1,5 0 0 350,000
CAVIUM INC COM 14964U108 144,755 3,513,472 SH   DFND 1,5 0 0 3,513,472
CAVIUM INC COM 14964U108 32,967 800,170 SH   DFND 6 687,470 0 112,700
CAVIUM INC COM 14964U108 14,704 356,885 SH   DFND 7 315,005 0 41,880
CAVIUM INC COM 14964U108 9,237 224,194 SH   DFND 8 0 0 224,194
CAVIUM INC COM 14964U108 4,996 121,261 SH   DFND   121,261 0 0
CBEYOND INC COM 149847105 1,610 251,178 SH   DFND 1,5 0 0 251,178
CBEYOND INC COM 149847105 2,480 386,922 SH   DFND 8 0 0 386,922
CBIZ INC COM 124805102 29,016 3,900,000 SH   DFND 1,5 0 0 3,900,000
CBIZ INC COM 124805102 1,838 247,100 SH   DFND 8 0 0 247,100
CBL & ASSOC PPTYS INC COM 124830100 200,353 10,489,690 SH   DFND 1,5 77,431 0 10,412,259
CBL & ASSOC PPTYS INC COM 124830100 5,554 290,804 SH   DFND 6 290,804 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,244 65,119 SH   DFND 7 65,119 0 0
CBL & ASSOC PPTYS INC COM 124830100 44,134 2,310,667 SH   DFND 8 0 0 2,310,667
CBOE HLDGS INC COM 12503M108 15,803 349,400 SH   DFND 1,5 0 0 349,400
CBOE HLDGS INC COM 12503M108 1,437 31,770 SH   DFND 6 21,040 0 10,730
CBOE HLDGS INC COM 12503M108 303 6,710 SH   DFND 7 0 0 6,710
CBRE GROUP INC CL A 12504L109 369,355 15,968,644 SH   DFND 1,5 0 0 15,968,644
CBRE GROUP INC CL A 12504L109 2,029 87,740 SH   DFND 2 87,740 0 0
CBRE GROUP INC CL A 12504L109 344 14,862 SH   DFND 3 14,862 0 0
CBRE GROUP INC CL A 12504L109 2,047 88,502 SH   DFND 7 88,502 0 0
CBRE GROUP INC CL A 12504L109 15,715 679,406 SH   DFND 8 0 0 679,406
CBRE GROUP INC CL A 12504L109 52,742 2,280,241 SH   DFND 9 2,280,241 0 0
CBS CORP NEW CL B 124857202 699,389 12,679,275 SH   DFND 1,5 0 0 12,679,275
CBS CORP NEW CL B 124857202 9,818 177,988 SH   DFND 2 177,988 0 0
CBS CORP NEW CL B 124857202 3,606 65,373 SH   DFND 3 65,373 0 0
CBS CORP NEW CL B 124857202 18,125 328,590 SH   DFND 6 150,740 0 177,850
CBS CORP NEW CL B 124857202 20,449 370,714 SH   DFND 7 323,354 0 47,360
CBS CORP NEW CL B 124857202 83,832 1,519,800 SH   DFND 8 0 0 1,519,800
CDN IMPERIAL BK OF COMMERCE COM 136069101 12,420 155,900 SH   DFND 1,5 0 0 155,900
CDN IMPERIAL BK OF COMMERCE COM 136069101 4,329 54,341 SH   DFND 6 0 0 54,341
CDN IMPERIAL BK OF COMMERCE COM 136069101 85,241 1,069,973 SH   DFND 7 1,056,273 0 13,700
CDN IMPERIAL BK OF COMMERCE COM 136069101 24,042 301,790 SH   DFND   301,790 0 0
CDW CORP COM 12514G108 92,053 4,032,100 SH   DFND 1,5 0 0 4,032,100
CEC ENTMT INC COM 125137109 95,396 2,080,162 SH   DFND 1,5 0 0 2,080,162
CECO ENVIRONMENTAL CORP COM 125141101 11,609 824,500 SH   DFND 1,5 0 0 824,500
CEDAR FAIR L P DEPOSITRY UNIT 150185106 35,196 807,242 SH   DFND 1,5 0 0 807,242
CEDAR FAIR L P DEPOSITRY UNIT 150185106 3,822 87,656 SH   DFND 8 0 0 87,656
CEDAR REALTY TRUST INC COM NEW 150602209 40,091 7,739,611 SH   DFND 1,5 72,556 0 7,667,055
CEDAR REALTY TRUST INC COM NEW 150602209 5,111 986,692 SH   DFND 6 986,692 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 10,965 2,116,856 SH   DFND 8 0 0 2,116,856
CELANESE CORP DEL COM SER A 150870103 76,851 1,455,790 SH   DFND 1,5 0 0 1,455,790
CELANESE CORP DEL COM SER A 150870103 451 8,550 SH   DFND 6 8,550 0 0
CELANESE CORP DEL COM SER A 150870103 33,823 640,703 SH   DFND 8 0 0 640,703
CELGENE CORP COM 151020104 664,106 4,314,338 SH   DFND 1,5 0 0 4,314,338
CELGENE CORP COM 151020104 20,033 130,144 SH   DFND 2 130,144 0 0
CELGENE CORP COM 151020104 7,415 48,173 SH   DFND 3 48,173 0 0
CELGENE CORP COM 151020104 8,156 52,982 SH   DFND 6 49,542 0 3,440
CELGENE CORP COM 151020104 331 2,150 SH   DFND 7 0 0 2,150
CELGENE CORP COM 151020104 630,940 4,098,875 SH   DFND 8 0 0 4,098,875
CELGENE CORP COM 151020104 629 4,089 SH   DFND 9 4,089 0 0
CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 10,254 6,252,427 SH   DFND 8 0 0 6,252,427
CELLDEX THERAPEUTICS INC NEW COM 15117B103 235,433 6,645,007 SH   DFND 1,5 0 0 6,645,007
CELLDEX THERAPEUTICS INC NEW COM 15117B103 42,573 1,201,610 SH   DFND 6 932,910 0 268,700
CELLDEX THERAPEUTICS INC NEW COM 15117B103 19,483 549,890 SH   DFND 7 480,920 0 68,970
CELLDEX THERAPEUTICS INC NEW COM 15117B103 125,072 3,530,115 SH   DFND 8 0 0 3,530,115
CELLDEX THERAPEUTICS INC NEW COM 15117B103 472 13,320 SH   DFND   13,320 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 37,537 3,357,484 SH   DFND 1,5 0 0 3,357,484
CEMEX SAB DE CV SPON ADR NEW 151290889 1,466 131,101 SH   DFND 7 131,101 0 0
CEMPRA INC COM 15130J109 19,609 1,705,102 SH   DFND 6 1,705,102 0 0
CEMPRA INC COM 15130J109 2,814 244,666 SH   DFND 7 244,666 0 0
CEMPRA INC COM 15130J109 201 17,440 SH   DFND   17,440 0 0
CENOVUS ENERGY INC COM 15135U109 29,891 1,001,600 SH   DFND 1,5 0 0 1,001,600
CENOVUS ENERGY INC COM 15135U109 42,797 1,434,059 SH   DFND 6 451,420 0 982,639
CENOVUS ENERGY INC COM 15135U109 123,395 4,134,765 SH   DFND 7 3,963,365 0 171,400
CENOVUS ENERGY INC COM 15135U109 202,487 6,785,042 SH   DFND   5,237,642 0 1,547,400
CENTENE CORP DEL COM 15135B101 233,822 3,655,758 SH   DFND 1,5 0 0 3,655,758
CENTENE CORP DEL COM 15135B101 5,199 81,280 SH   DFND 6 81,280 0 0
CENTENE CORP DEL COM 15135B101 10,726 167,700 SH   DFND 8 0 0 167,700
CENTERPOINT ENERGY INC COM 15189T107 292,756 12,213,451 SH   DFND 1,5 114,300 0 12,099,151
CENTERPOINT ENERGY INC COM 15189T107 3,251 135,633 SH   DFND 2 135,633 0 0
CENTERPOINT ENERGY INC COM 15189T107 455 18,967 SH   DFND 3 18,967 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,315 54,880 SH   DFND 6 43,440 0 11,440
CENTERPOINT ENERGY INC COM 15189T107 662 27,624 SH   DFND 7 20,474 0 7,150
CENTERPOINT ENERGY INC COM 15189T107 84,778 3,536,829 SH   DFND 8 0 0 3,536,829
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,117 455,100 SH   DFND 1,5 0 0 455,100
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 174 25,430 SH   DFND 7 25,430 0 0
CENTURY ALUM CO COM 156431108 2,415 300,000 SH   DFND 1,5 0 0 300,000
CENTURYLINK INC COM 156700106 248,293 7,912,465 SH   DFND 1,5 222,178 0 7,690,287
CENTURYLINK INC COM 156700106 5,965 190,078 SH   DFND 2 190,078 0 0
CENTURYLINK INC COM 156700106 1,005 32,040 SH   DFND 3 32,040 0 0
CENTURYLINK INC COM 156700106 8,184 260,802 SH   DFND 6 191,008 0 69,794
CENTURYLINK INC COM 156700106 2,284 72,800 SH   DFND 7 49,928 0 22,872
CENTURYLINK INC COM 156700106 15,541 495,248 SH   DFND 8 0 0 495,248
CEPHEID COM 15670R107 125,065 3,203,508 SH   DFND 1,5 0 0 3,203,508
CEPHEID COM 15670R107 27,074 693,500 SH   DFND 8 0 0 693,500
CERNER CORP COM 156782104 1,638,207 31,174,258 SH   DFND 1,5 0 0 31,174,258
CERNER CORP COM 156782104 4,907 93,373 SH   DFND 2 93,373 0 0
CERNER CORP COM 156782104 429 8,156 SH   DFND 3 8,156 0 0
CERNER CORP COM 156782104 1,334 25,382 SH   DFND 6 25,382 0 0
CERNER CORP COM 156782104 205,741 3,915,138 SH   DFND 8 0 0 3,915,138
CERUS CORP COM 157085101 30,950 4,612,478 SH   DFND 1,5 0 0 4,612,478
CERUS CORP COM 157085101 1,421 211,700 SH   DFND 8 0 0 211,700
CF INDS HLDGS INC COM 125269100 133,412 632,793 SH   DFND 1,5 0 0 632,793
CF INDS HLDGS INC COM 125269100 3,822 18,126 SH   DFND 2 18,126 0 0
CF INDS HLDGS INC COM 125269100 670 3,178 SH   DFND 3 3,178 0 0
CF INDS HLDGS INC COM 125269100 1,384 6,565 SH   DFND 6 4,745 0 1,820
CF INDS HLDGS INC COM 125269100 283 1,340 SH   DFND 7 200 0 1,140
CF INDS HLDGS INC COM 125269100 102,961 488,361 SH   DFND 8 0 0 488,361
CHAMBERS STR PPTYS COM 157842105 34,218 3,897,244 SH   DFND 1,5 25,597 0 3,871,647
CHAMBERS STR PPTYS COM 157842105 89 10,143 SH   DFND 6 10,143 0 0
CHAMBERS STR PPTYS COM 157842105 5,282 601,566 SH   DFND 8 0 0 601,566
CHANNELADVISOR CORP COM 159179100 1,779 48,569 SH   DFND 1,5 0 0 48,569
CHANNELADVISOR CORP COM 159179100 2,690 73,431 SH   DFND 8 0 0 73,431
CHARLES RIV LABS INTL INC COM 159864107 625 13,510 SH   DFND 6 8,950 0 4,560
CHARLES RIV LABS INTL INC COM 159864107 40,783 881,610 SH   DFND 7 878,750 0 2,860
CHART INDS INC COM PAR $0.01 16115Q308 64,325 522,796 SH   DFND 1,5 0 0 522,796
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 267,350 1,983,900 SH   DFND 1,5 0 0 1,983,900
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 14,972 111,100 SH   DFND 8 0 0 111,100
CHASE CORP COM 16150R104 26,588 904,986 SH   DFND 1,5 0 0 904,986
CHECK POINT SOFTWARE TECH LT ORD M22465104 67,147 1,187,185 SH   DFND 1,5 0 0 1,187,185
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,835 67,800 SH   DFND 6 63,400 0 4,400
CHECK POINT SOFTWARE TECH LT ORD M22465104 984 17,398 SH   DFND 7 14,698 0 2,700
CHECK POINT SOFTWARE TECH LT ORD M22465104 367 6,497 SH   DFND 9 6,497 0 0
CHEESECAKE FACTORY INC COM 163072101 82,823 1,884,483 SH   DFND 1,5 0 0 1,884,483
CHEESECAKE FACTORY INC COM 163072101 6,153 140,000 SH   DFND 8 0 0 140,000
CHEFS WHSE INC COM 163086101 857 37,089 SH   DFND 1,5 0 0 37,089
CHEFS WHSE INC COM 163086101 6,700 290,035 SH   DFND 6 290,035 0 0
CHEFS WHSE INC COM 163086101 2,117 91,637 SH   DFND 8 0 0 91,637
CHEMED CORP NEW COM 16359R103 174,510 2,440,700 SH   DFND 1,5 0 0 2,440,700
CHEMICAL FINL CORP COM 163731102 4,584 164,200 SH   DFND 6 164,200 0 0
CHEMOCENTRYX INC COM 16383L106 1,946 350,000 SH   DFND 1,5 0 0 350,000
CHEMTURA CORP COM NEW 163893209 28,381 1,234,500 SH   DFND 1,5 0 0 1,234,500
CHEMTURA CORP COM NEW 163893209 16,919 735,919 SH   DFND   735,919 0 0
CHENIERE ENERGY INC COM NEW 16411R208 15,420 451,671 SH   DFND 1,5 0 0 451,671
CHENIERE ENERGY INC COM NEW 16411R208 34,606 1,013,658 SH   DFND 8 0 0 1,013,658
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 8,776 8,500,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 89,676 90,830,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 113,210 4,374,410 SH   DFND 1,5 0 0 4,374,410
CHESAPEAKE ENERGY CORP COM 165167107 4,149 160,321 SH   DFND 2 160,321 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,085 41,943 SH   DFND 3 41,943 0 0
CHESAPEAKE ENERGY CORP COM 165167107 13,086 505,640 SH   DFND 7 505,640 0 0
CHESAPEAKE ENERGY CORP COM 165167107 10,233 395,390 SH   DFND 8 0 0 395,390
CHESAPEAKE ENERGY CORP COM 165167107 1,792 69,250 SH   DFND   69,250 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 102,148 4,339,338 SH   DFND 1,5 91,103 0 4,248,235
CHESAPEAKE LODGING TR SH BEN INT 165240102 27,140 1,152,918 SH   DFND 6 1,152,918 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 33,626 1,428,481 SH   DFND 8 0 0 1,428,481
CHEVRON CORP NEW COM 166764100 3,108,637 25,585,491 SH   DFND 1,5 488,344 0 25,097,147
CHEVRON CORP NEW COM 166764100 74,281 611,370 SH   DFND 2 611,370 0 0
CHEVRON CORP NEW COM 166764100 20,496 168,694 SH   DFND 3 168,694 0 0
CHEVRON CORP NEW COM 166764100 117,869 970,113 SH   DFND 6 499,903 0 470,210
CHEVRON CORP NEW COM 166764100 85,969 707,560 SH   DFND 7 583,970 0 123,590
CHEVRON CORP NEW COM 166764100 244,604 2,013,203 SH   DFND 8 0 0 2,013,203
CHEVRON CORP NEW COM 166764100 756 6,223 SH   DFND 9 6,223 0 0
CHEVRON CORP NEW COM 166764100 14,762 121,496 SH   DFND   121,496 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 34,711 512,186 SH   DFND 1,5 0 0 512,186
CHICAGO BRIDGE & IRON CO N V COM 167250109 9,421 139,016 SH   DFND 8 0 0 139,016
CHICOS FAS INC COM 168615102 81,657 4,901,395 SH   DFND 1,5 0 0 4,901,395
CHICOS FAS INC COM 168615102 39,772 2,387,290 SH   DFND 6 2,387,290 0 0
CHIMERA INVT CORP COM 16934Q109 4,388 1,443,400 SH   DFND 8 0 0 1,443,400
CHIMERIX INC COM 16934W106 46,967 2,136,800 SH   DFND 1,5 0 0 2,136,800
CHIMERIX INC COM 16934W106 7,969 362,542 SH   DFND 8 0 0 362,542
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 30 16,800 SH   DFND 8 0 0 16,800
CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 315 8,100 SH   DFND 7 8,100 0 0
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 1,297 68,300 SH   DFND 1,5 24,000 0 44,300
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 16,105 285,400 SH   DFND 1,5 0 0 285,400
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 1,744 30,900 SH   DFND 7 30,900 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,546 116,000 SH   DFND 8 0 0 116,000
CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 1,598 1,110,000 SH   DFND 1,5 0 0 1,110,000
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 480 31,100 SH   DFND 7 31,100 0 0
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 69 11,568 SH   DFND 1,5 0 0 11,568
CHIPMOS TECH BERMUDA LTD SHS G2110R114 1,712 95,238 SH   DFND 1,5 0 0 95,238
CHIPMOS TECH BERMUDA LTD SHS G2110R114 2,596 144,356 SH   DFND 8 0 0 144,356
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,272,520 2,968,322 SH   DFND 1,5 0 0 2,968,322
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,188 9,769 SH   DFND 2 9,769 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 673 1,569 SH   DFND 3 1,569 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,883 13,723 SH   DFND 6 12,933 0 790
CHIPOTLE MEXICAN GRILL INC COM 169656105 210 490 SH   DFND 7 0 0 490
CHIPOTLE MEXICAN GRILL INC COM 169656105 10,301 24,029 SH   DFND 8 0 0 24,029
CHOICE HOTELS INTL INC COM 169905106 3,427 79,347 SH   DFND 1,5 0 0 79,347
CHUBB CORP COM 171232101 991,099 11,103,510 SH   DFND 1,5 17,097 0 11,086,413
CHUBB CORP COM 171232101 7,217 80,856 SH   DFND 2 80,856 0 0
CHUBB CORP COM 171232101 2,432 27,249 SH   DFND 3 27,249 0 0
CHUBB CORP COM 171232101 2,067 23,161 SH   DFND 7 23,161 0 0
CHUBB CORP COM 171232101 32,969 369,358 SH   DFND 8 0 0 369,358
CHURCH & DWIGHT INC COM 171340102 115,317 1,920,350 SH   DFND 1,5 0 0 1,920,350
CHURCH & DWIGHT INC COM 171340102 429 7,143 SH   DFND 9 7,143 0 0
CHUYS HLDGS INC COM 171604101 86,015 2,396,619 SH   DFND 1,5 0 0 2,396,619
CIBER INC COM 17163B102 1,573 476,700 SH   DFND 8 0 0 476,700
CIENA CORP COM NEW 171779309 11,090 443,960 SH   DFND 1,5 0 0 443,960
CIENA CORP COM NEW 171779309 17,749 710,540 SH   DFND 8 0 0 710,540
CIGNA CORPORATION COM 125509109 763,019 9,927,392 SH   DFND 1,5 0 0 9,927,392
CIGNA CORPORATION COM 125509109 6,879 89,502 SH   DFND 2 89,502 0 0
CIGNA CORPORATION COM 125509109 2,109 27,437 SH   DFND 3 27,437 0 0
CIGNA CORPORATION COM 125509109 163,158 2,122,800 SH   DFND 8 0 0 2,122,800
CIMAREX ENERGY CO COM 171798101 196,025 2,033,457 SH   DFND 1,5 0 0 2,033,457
CIMAREX ENERGY CO COM 171798101 439 4,549 SH   DFND 3 4,549 0 0
CIMAREX ENERGY CO COM 171798101 723 7,502 SH   DFND 6 7,502 0 0
CIMAREX ENERGY CO COM 171798101 1,687 17,500 SH   DFND 7 17,500 0 0
CIMAREX ENERGY CO COM 171798101 172,482 1,789,236 SH   DFND 8 0 0 1,789,236
CINCINNATI BELL INC NEW COM 171871106 2,357 866,647 SH   DFND 1,5 0 0 866,647
CINCINNATI BELL INC NEW COM 171871106 3,629 1,334,053 SH   DFND 8 0 0 1,334,053
CINCINNATI FINL CORP COM 172062101 2,198 46,611 SH   DFND 2 46,611 0 0
CINCINNATI FINL CORP COM 172062101 413 8,762 SH   DFND 3 8,762 0 0
CINEMARK HOLDINGS INC COM 17243V102 161,677 5,093,807 SH   DFND 1,5 0 0 5,093,807
CINEMARK HOLDINGS INC COM 17243V102 18,145 571,676 SH   DFND 6 571,676 0 0
CINTAS CORP COM 172908105 1,665 32,513 SH   DFND 2 32,513 0 0
CINTAS CORP COM 172908105 428 8,365 SH   DFND 3 8,365 0 0
CIRRUS LOGIC INC COM 172755100 278 12,236 SH   DFND 8 0 0 12,236
CISCO SYS INC COM 17275R102 1,445,770 61,732,262 SH   DFND 1,5 1,248,779 0 60,483,483
CISCO SYS INC COM 17275R102 1,445,770 61,732,262 SH   DFND 1,5 0 0 61,732,262
CISCO SYS INC COM 17275R102 39,735 1,696,610 SH   DFND 2 1,696,610 0 0
CISCO SYS INC COM 17275R102 12,907 551,089 SH   DFND 3 551,089 0 0
CISCO SYS INC COM 17275R102 76,230 3,254,921 SH   DFND 6 2,073,281 0 1,181,640
CISCO SYS INC COM 17275R102 78,093 3,334,445 SH   DFND 7 2,900,915 0 433,530
CISCO SYS INC COM 17275R102 210,722 8,997,526 SH   DFND 8 0 0 8,997,526
CISCO SYS INC COM 17275R102 2,914 124,426 SH   DFND   124,426 0 0
CIT GROUP INC COM NEW 125581801 320,711 6,575,993 SH   DFND 1,5 30,900 0 6,545,093
CIT GROUP INC COM NEW 125581801 1,458 29,900 SH   DFND 6 29,900 0 0
CIT GROUP INC COM NEW 125581801 11,861 243,207 SH   DFND 8 0 0 243,207
CITI TRENDS INC COM 17306X102 16,591 949,150 SH   DFND 1,5 0 0 949,150
CITIGROUP INC COM NEW 172967424 2,440,517 50,309,555 SH   DFND 1,5 73,975 0 50,235,580
CITIGROUP INC COM NEW 172967424 2,440,517 50,309,555 SH   DFND 1,5 0 0 50,309,555
CITIGROUP INC COM NEW 172967424 46,681 962,303 SH   DFND 2 962,303 0 0
CITIGROUP INC COM NEW 172967424 11,011 226,986 SH   DFND 3 226,986 0 0
CITIGROUP INC COM NEW 172967424 128,735 2,653,782 SH   DFND 6 1,520,362 0 1,133,420
CITIGROUP INC COM NEW 172967424 185,434 3,822,587 SH   DFND 7 2,794,585 0 1,028,002
CITIGROUP INC COM NEW 172967424 67,013 1,381,434 SH   DFND 8 0 0 1,381,434
CITIGROUP INC COM NEW 172967424 502 10,344 SH   DFND 9 10,344 0 0
CITIGROUP INC *W EXP 10/28/201 172967234 1,250 15,631,200 SH   DFND   15,631,200 0 0
CITIGROUP INC COM NEW 172967424 101,156 2,085,265 SH   DFND   2,085,265 0 0
CITRIX SYS INC COM 177376100 210,855 2,986,185 SH   DFND 1,5 11,091 0 2,975,094
CITRIX SYS INC COM 177376100 4,187 59,295 SH   DFND 2 59,295 0 0
CITRIX SYS INC COM 177376100 1,253 17,746 SH   DFND 3 17,746 0 0
CITRIX SYS INC COM 177376100 22,052 312,300 SH   DFND 6 171,510 0 140,790
CITRIX SYS INC COM 177376100 39,578 560,516 SH   DFND 7 349,666 0 210,850
CITRIX SYS INC COM 177376100 45,401 642,980 SH   DFND 8 0 0 642,980
CITY NATL CORP COM 178566105 235,838 3,537,928 SH   DFND 1,5 0 0 3,537,928
CITY NATL CORP COM 178566105 21,047 315,743 SH   DFND 6 242,043 0 73,700
CITY NATL CORP COM 178566105 1,180 17,700 SH   DFND 7 17,400 0 300
CITY NATL CORP COM 178566105 11,126 166,900 SH   DFND 8 0 0 166,900
CITY NATL CORP COM 178566105 4,046 60,700 SH   DFND   60,700 0 0
CLAUDE RES INC COM 182873109 76 320,000 SH   DFND 8 0 0 320,000
CLEAN ENERGY FUELS CORP COM 184499101 3,515 275,000 SH   DFND 1,5 0 0 275,000
CLEAN HARBORS INC COM 184496107 46,847 798,612 SH   DFND 1,5 18,212 0 780,400
CLEAN HARBORS INC COM 184496107 1,173 20,000 SH   DFND 8 0 0 20,000
CLEARONE INC COM 18506U104 1,706 210,300 SH   DFND 1,5 0 0 210,300
CLECO CORP NEW COM 12561W105 87,384 1,948,800 SH   DFND 1,5 0 0 1,948,800
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 16,283 2,673,806 SH   DFND 6 2,413,806 0 260,000
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 580 95,200 SH   DFND 7 91,700 0 3,500
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 1,050 172,444 SH   DFND   172,444 0 0
CLIFFS NAT RES INC COM 18683K101 993 48,455 SH   DFND 2 48,455 0 0
CLIFFS NAT RES INC COM 18683K101 204 9,942 SH   DFND 3 9,942 0 0
CLOROX CO DEL COM 189054109 3,373 41,275 SH   DFND 2 41,275 0 0
CLOROX CO DEL COM 189054109 2,012 24,623 SH   DFND 3 24,623 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 27,313 1,861,824 SH   DFND 1,5 0 0 1,861,824
CLOVIS ONCOLOGY INC COM 189464100 211,141 3,473,855 SH   DFND 1,5 0 0 3,473,855
CLOVIS ONCOLOGY INC COM 189464100 802 13,200 SH   DFND 6 13,200 0 0
CLOVIS ONCOLOGY INC COM 189464100 58,048 955,053 SH   DFND 8 0 0 955,053
CME GROUP INC COM 12572Q105 17,214 233,000 SH   DFND 1,5 0 0 233,000
CME GROUP INC COM 12572Q105 7,346 99,438 SH   DFND 2 99,438 0 0
CME GROUP INC COM 12572Q105 1,055 14,286 SH   DFND 3 14,286 0 0
CME GROUP INC COM 12572Q105 8,185 110,790 SH   DFND 6 59,350 0 51,440
CME GROUP INC COM 12572Q105 12,130 164,190 SH   DFND 7 140,050 0 24,140
CME GROUP INC COM 12572Q105 61,228 828,748 SH   DFND 9 828,748 0 0
CME GROUP INC COM 12572Q105 845 11,440 SH   DFND   11,440 0 0
CMS ENERGY CORP COM 125896100 65,924 2,504,700 SH   DFND 1,5 0 0 2,504,700
CMS ENERGY CORP COM 125896100 2,214 84,131 SH   DFND 2 84,131 0 0
CMS ENERGY CORP COM 125896100 485 18,444 SH   DFND 3 18,444 0 0
CMS ENERGY CORP COM 125896100 1,630 61,930 SH   DFND 6 61,930 0 0
CMS ENERGY CORP COM 125896100 9,709 368,900 SH   DFND 7 368,900 0 0
CMS ENERGY CORP COM 125896100 15,925 605,046 SH   DFND   605,046 0 0
CNO FINL GROUP INC COM 12621E103 54,721 3,800,039 SH   DFND 1,5 0 0 3,800,039
CNO FINL GROUP INC COM 12621E103 5,293 367,600 SH   DFND 8 0 0 367,600
CNOOC LTD SPONSORED ADR 126132109 19,171 95,000 SH   DFND 1,5 0 0 95,000
CNOOC LTD SPONSORED ADR 126132109 686 3,400 SH   DFND 7 3,400 0 0
COACH INC COM 189754104 113,462 2,080,725 SH   DFND 1,5 0 0 2,080,725
COACH INC COM 189754104 4,865 89,215 SH   DFND 2 89,215 0 0
COACH INC COM 189754104 1,467 26,895 SH   DFND 3 26,895 0 0
COACH INC COM 189754104 247 4,530 SH   DFND 6 4,530 0 0
COACH INC COM 189754104 843 15,465 SH   DFND 7 15,465 0 0
COBALT INTL ENERGY INC COM 19075F106 315,267 12,681,686 SH   DFND 1,5 0 0 12,681,686
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 68,920 65,250,000 PRN   DFND 1,5 0 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,447 1,370,000 PRN   DFND 6 0 0 0
COBALT INTL ENERGY INC COM 19075F106 8,492 341,600 SH   DFND 6 73,000 0 268,600
COBALT INTL ENERGY INC COM 19075F106 7,877 316,872 SH   DFND 7 258,472 0 58,400
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CRANE CO COM 224399105 24,520 397,600 SH   DFND 1,5 0 0 397,600
CRAWFORD & CO CL B 224633107 184 19,000 SH   DFND 1,5 0 0 19,000
CRAY INC COM NEW 225223304 101,087 4,199,728 SH   DFND 1,5 0 0 4,199,728
CRAY INC COM NEW 225223304 7,565 314,300 SH   DFND 6 314,300 0 0
CRAY INC COM NEW 225223304 20,765 862,701 SH   DFND 8 0 0 862,701
CRAY INC COM NEW 225223304 7,479 310,710 SH   DFND   310,710 0 0
CREDICORP LTD COM G2519Y108 24,647 191,862 SH   DFND 1,5 6,100 0 185,762
CREDICORP LTD COM G2519Y108 1,323 10,300 SH   DFND 6 10,300 0 0
CREDICORP LTD COM G2519Y108 1,940 15,100 SH   DFND 7 15,100 0 0
CREDIT ACCEP CORP MICH COM 225310101 8,854 79,901 SH   DFND 1,5 0 0 79,901
CREDIT SUISSE GROUP SPONSORED ADR 225401108 1,263 41,352 SH   DFND 1,5 0 0 41,352
CREE INC COM 225447101 696,336 11,568,957 SH   DFND 1,5 0 0 11,568,957
CREE INC COM 225447101 524 8,700 SH   DFND 6 8,700 0 0
CREE INC COM 225447101 1,546 25,687 SH   DFND 7 25,687 0 0
CREE INC COM 225447101 3,941 65,477 SH   DFND 8 0 0 65,477
CREE INC COM 225447101 47,236 784,782 SH   DFND 9 784,782 0 0
CRH PLC ADR 12626K203 86,724 3,588,100 SH   DFND 1,5 0 0 3,588,100
CROSS A T CO CL A 227478104 4,434 233,100 SH   DFND 6 233,100 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 255 42,100 SH   DFND 1,5 0 0 42,100
CROWN CASTLE INTL CORP COM 228227104 50,046 685,283 SH   DFND 1,5 0 0 685,283
CROWN CASTLE INTL CORP COM 228227104 6,775 92,769 SH   DFND 2 92,769 0 0
CROWN CASTLE INTL CORP COM 228227104 1,082 14,813 SH   DFND 3 14,813 0 0
CROWN CASTLE INTL CORP COM 228227104 24,333 333,187 SH   DFND 8 0 0 333,187
CROWN HOLDINGS INC COM 228368106 44,687 1,056,934 SH   DFND 1,5 0 0 1,056,934
CROWN MEDIA HLDGS INC CL A 228411104 154 50,000 SH   DFND 1,5 0 0 50,000
CSG SYS INTL INC COM 126349109 5,641 225,182 SH   DFND 1,5 0 0 225,182
CSG SYS INTL INC COM 126349109 1,602 63,960 SH   DFND 7 63,960 0 0
CSG SYS INTL INC COM 126349109 11,121 443,970 SH   DFND 8 0 0 443,970
CST BRANDS INC COM 12646R105 143,009 4,798,969 SH   DFND 1,5 0 0 4,798,969
CST BRANDS INC COM 12646R105 5,560 186,580 SH   DFND 6 186,580 0 0
CSX CORP COM 126408103 477,843 18,564,236 SH   DFND 1,5 87,300 0 18,476,936
CSX CORP COM 126408103 8,299 322,401 SH   DFND 2 322,401 0 0
CSX CORP COM 126408103 1,243 48,298 SH   DFND 3 48,298 0 0
CSX CORP COM 126408103 8,783 341,210 SH   DFND 6 143,680 0 197,530
CSX CORP COM 126408103 2,096 81,414 SH   DFND 7 81,414 0 0
CSX CORP COM 126408103 13,321 517,519 SH   DFND 8 0 0 517,519
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 88,907 1,521,599 SH   DFND 1,5 86,600 0 1,434,999
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,157 19,800 SH   DFND 7 19,800 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,479 59,535 SH   DFND 8 0 0 59,535
CUBESMART COM 229663109 18,077 1,013,280 SH   DFND 6 707,280 0 306,000
CUBESMART COM 229663109 1,154 64,700 SH   DFND 7 63,600 0 1,100
CUBESMART COM 229663109 4,458 249,901 SH   DFND   249,901 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 56,031 881,682 SH   DFND 1,5 300 0 881,382
CUBIST PHARMACEUTICALS INC COM 229678107 22,722 357,540 SH   DFND 6 217,040 0 140,500
CUBIST PHARMACEUTICALS INC COM 229678107 6,776 106,630 SH   DFND 7 84,630 0 22,000
CUBIST PHARMACEUTICALS INC COM 229678107 116,284 1,829,810 SH   DFND 8 0 0 1,829,810
CUBIST PHARMACEUTICALS INC COM 229678107 5,827 91,690 SH   DFND   91,690 0 0
CULLEN FROST BANKERS INC COM 229899109 148,224 2,100,981 SH   DFND 1,5 28,062 0 2,072,919
CULLEN FROST BANKERS INC COM 229899109 790 11,200 SH   DFND 6 11,200 0 0
CUMMINS INC COM 231021106 1,263,750 9,511,177 SH   DFND 1,5 10,672 0 9,500,505
CUMMINS INC COM 231021106 7,321 55,099 SH   DFND 2 55,099 0 0
CUMMINS INC COM 231021106 2,122 15,968 SH   DFND 3 15,968 0 0
CUMMINS INC COM 231021106 67,663 509,240 SH   DFND 6 270,610 0 238,630
CUMMINS INC COM 231021106 98,970 744,861 SH   DFND 7 551,201 0 193,660
CUMMINS INC COM 231021106 55,097 414,667 SH   DFND 8 0 0 414,667
CUMMINS INC COM 231021106 28,510 214,568 SH   DFND 9 214,568 0 0
CUMMINS INC COM 231021106 2,166 16,305 SH   DFND   16,305 0 0
CUMULUS MEDIA INC CL A 231082108 1,215 229,315 SH   DFND 1,5 0 0 229,315
CUMULUS MEDIA INC CL A 231082108 4,559 860,210 SH   DFND 8 0 0 860,210
CURIS INC COM 231269101 4,460 1,000,000 SH   DFND 1,5 0 0 1,000,000
CURIS INC COM 231269101 17,383 3,897,434 SH   DFND 8 0 0 3,897,434
CUSTOMERS BANCORP INC COM 23204G100 12,386 769,319 SH   DFND 1,5 0 0 769,319
CUSTOMERS BANCORP INC COM 23204G100 3,658 227,190 SH   DFND 6 227,190 0 0
CVB FINL CORP COM 126600105 17,356 1,283,692 SH   DFND 1,5 24,100 0 1,259,592
CVB FINL CORP COM 126600105 25,807 1,908,808 SH   DFND 6 1,774,808 0 134,000
CVB FINL CORP COM 126600105 10,725 793,267 SH   DFND 7 792,067 0 1,200
CVB FINL CORP COM 126600105 10,171 752,300 SH   DFND 8 0 0 752,300
CVB FINL CORP COM 126600105 4,412 326,358 SH   DFND   326,358 0 0
CVENT INC COM 23247G109 1,443 41,041 SH   DFND   41,041 0 0
CVS CAREMARK CORPORATION COM 126650100 2,781,836 49,019,139 SH   DFND 1,5 51,380 0 48,967,759
CVS CAREMARK CORPORATION COM 126650100 22,059 388,705 SH   DFND 2 388,705 0 0
CVS CAREMARK CORPORATION COM 126650100 7,162 126,194 SH   DFND 3 126,194 0 0
CVS CAREMARK CORPORATION COM 126650100 168,876 2,975,785 SH   DFND 6 1,680,943 0 1,294,842
CVS CAREMARK CORPORATION COM 126650100 258,038 4,546,923 SH   DFND 7 3,192,283 0 1,354,640
CVS CAREMARK CORPORATION COM 126650100 249,689 4,399,809 SH   DFND 8 0 0 4,399,809
CVS CAREMARK CORPORATION COM 126650100 114,267 2,013,522 SH   DFND   2,013,522 0 0
CYANOTECH CORP COM PAR $0.02 232437301 145 25,000 SH   DFND 1,5 0 0 25,000
CYBERONICS INC COM 23251P102 15,608 307,600 SH   DFND 1,5 0 0 307,600
CYPRESS SEMICONDUCTOR CORP COM 232806109 121,316 12,988,812 SH   DFND 1,5 0 0 12,988,812
CYPRESS SEMICONDUCTOR CORP COM 232806109 5,565 595,830 SH   DFND 8 0 0 595,830
CYRUSONE INC COM 23283R100 2,054 108,200 SH   DFND 1,5 0 0 108,200
CYRUSONE INC COM 23283R100 1,200 63,200 SH   DFND 8 0 0 63,200
CYS INVTS INC COM 12673A108 28,760 3,537,519 SH   DFND 1,5 0 0 3,537,519
CYTEC INDS INC COM 232820100 120,351 1,479,238 SH   DFND 1,5 0 0 1,479,238
CYTEC INDS INC COM 232820100 22,442 275,840 SH   DFND 6 275,840 0 0
CYTEC INDS INC COM 232820100 38,338 471,214 SH   DFND 8 0 0 471,214
CYTEC INDS INC COM 232820100 1,229 15,100 SH   DFND   15,100 0 0
CYTOKINETICS INC COM NEW 23282W605 4,702 619,449 SH   DFND 1,5 0 0 619,449
CYTOKINETICS INC COM NEW 23282W605 761 100,304 SH   DFND 6 100,304 0 0
CYTOKINETICS INC COM NEW 23282W605 8,587 1,131,382 SH   DFND 8 0 0 1,131,382
D R HORTON INC COM 23331A109 558,478 28,743,096 SH   DFND 1,5 8,012 0 28,735,084
D R HORTON INC COM 23331A109 1,747 89,900 SH   DFND 2 89,900 0 0
D R HORTON INC COM 23331A109 11,678 601,037 SH   DFND 8 0 0 601,037
DANA HLDG CORP COM 235825205 9,456 414,000 SH   DFND 1,5 0 0 414,000
DANA HLDG CORP COM 235825205 6,034 264,200 SH   DFND 8 0 0 264,200
DANAHER CORP DEL COM 235851102 2,628,492 37,918,228 SH   DFND 1,5 380 0 37,917,848
DANAHER CORP DEL COM 235851102 13,122 189,292 SH   DFND 2 189,292 0 0
DANAHER CORP DEL COM 235851102 4,476 64,572 SH   DFND 3 64,572 0 0
DANAHER CORP DEL COM 235851102 69,078 996,510 SH   DFND 6 582,960 0 413,550
DANAHER CORP DEL COM 235851102 77,376 1,116,209 SH   DFND 7 668,009 0 448,200
DANAHER CORP DEL COM 235851102 131,927 1,903,158 SH   DFND 8 0 0 1,903,158
DANAHER CORP DEL COM 235851102 19,397 279,817 SH   DFND 9 279,817 0 0
DARDEN RESTAURANTS INC COM 237194105 58,376 1,261,100 SH   DFND 1,5 0 0 1,261,100
DARDEN RESTAURANTS INC COM 237194105 1,909 41,230 SH   DFND 2 41,230 0 0
DARDEN RESTAURANTS INC COM 237194105 219 4,731 SH   DFND 3 4,731 0 0
DARDEN RESTAURANTS INC COM 237194105 9,967 215,310 SH   DFND 6 215,310 0 0
DARDEN RESTAURANTS INC COM 237194105 8,115 175,298 SH   DFND 7 175,298 0 0
DARDEN RESTAURANTS INC COM 237194105 569 12,290 SH   DFND   12,290 0 0
DARLING INTL INC COM 237266101 140,050 6,618,600 SH   DFND 1,5 0 0 6,618,600
DATALINK CORP COM 237934104 21,443 1,586,000 SH   DFND 1,5 0 0 1,586,000
DATALINK CORP COM 237934104 8,511 629,500 SH   DFND 8 0 0 629,500
DAVITA HEALTHCARE PARTNERS I COM 23918K108 122,197 2,147,575 SH   DFND 1,5 200 0 2,147,375
DAVITA HEALTHCARE PARTNERS I COM 23918K108 3,177 55,839 SH   DFND 2 55,839 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 576 10,124 SH   DFND 3 10,124 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,280 22,487 SH   DFND 7 22,487 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 27,153 477,200 SH   DFND 8 0 0 477,200
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,777 31,230 SH   DFND 9 31,230 0 0
DCT INDUSTRIAL TRUST INC COM 233153105 185,478 25,796,685 SH   DFND 1,5 0 0 25,796,685
DCT INDUSTRIAL TRUST INC COM 233153105 26,684 3,711,300 SH   DFND 8 0 0 3,711,300
DDR CORP COM 23317H102 243,526 15,501,343 SH   DFND 1,5 342,711 0 15,158,632
DDR CORP COM 23317H102 103,841 6,609,867 SH   DFND 8 0 0 6,609,867
DEALERTRACK TECHNOLOGIES INC COM 242309102 5,188 121,104 SH   DFND 1,5 0 0 121,104
DEALERTRACK TECHNOLOGIES INC COM 242309102 7,934 185,196 SH   DFND 8 0 0 185,196
DEAN FOODS CO NEW COM NEW 242370203 41,013 2,125,030 SH   DFND 1,5 0 0 2,125,030
DEAN FOODS CO NEW COM NEW 242370203 4,752 246,198 SH   DFND   246,198 0 0
DECKERS OUTDOOR CORP COM 243537107 221,153 3,354,877 SH   DFND 1,5 300 0 3,354,577
DEERE & CO COM 244199105 78,191 960,700 SH   DFND 1,5 0 0 960,700
DEERE & CO COM 244199105 9,860 121,148 SH   DFND 2 121,148 0 0
DEERE & CO COM 244199105 2,065 25,374 SH   DFND 3 25,374 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 56,861 2,819,089 SH   DFND 1,5 0 0 2,819,089
DEL FRISCOS RESTAURANT GROUP COM 245077102 405 20,100 SH   DFND 8 0 0 20,100
DELL INC COM 24702R101 227,205 16,500,000 SH   DFND 1,5 0 0 16,500,000
DELL INC COM 24702R101 6,395 464,428 SH   DFND 2 464,428 0 0
DELL INC COM 24702R101 978 71,055 SH   DFND 3 71,055 0 0
DELL INC COM 24702R101 33,467 2,430,450 SH   DFND 7 2,430,450 0 0
DELL INC COM 24702R101 30,414 2,208,707 SH   DFND 8 0 0 2,208,707
DELL INC COM 24702R101 301,427 21,890,110 SH   DFND   21,890,110 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 743,660 12,729,550 SH   DFND 1,5 137,754 0 12,591,796
DELPHI AUTOMOTIVE PLC SHS G27823106 5,218 89,325 SH   DFND 2 89,325 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 276 4,725 SH   DFND 3 4,725 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 31,529 539,700 SH   DFND 6 199,700 0 340,000
DELPHI AUTOMOTIVE PLC SHS G27823106 21,925 375,301 SH   DFND 7 275,501 0 99,800
DELPHI AUTOMOTIVE PLC SHS G27823106 43,527 745,071 SH   DFND 8 0 0 745,071
DELPHI AUTOMOTIVE PLC SHS G27823106 31,982 547,458 SH   DFND   547,458 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 602,148 25,525,581 SH   DFND 1,5 0 0 25,525,581
DELTA AIR LINES INC DEL COM NEW 247361702 6,404 271,490 SH   DFND 2 271,490 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 12,973 549,938 SH   DFND 6 370,690 0 179,248
DELTA AIR LINES INC DEL COM NEW 247361702 27,583 1,169,280 SH   DFND 7 658,290 0 510,990
DELTA AIR LINES INC DEL COM NEW 247361702 36,977 1,567,504 SH   DFND 8 0 0 1,567,504
DELTA AIR LINES INC DEL COM NEW 247361702 20,364 863,261 SH   DFND   863,261 0 0
DELTA APPAREL INC COM 247368103 1,656 100,000 SH   DFND 1,5 0 0 100,000
DELUXE CORP COM 248019101 75,777 1,818,940 SH   DFND 1,5 0 0 1,818,940
DEMAND MEDIA INC COM 24802N109 28,041 4,436,922 SH   DFND 1,5 0 0 4,436,922
DEMAND MEDIA INC COM 24802N109 7,728 1,222,838 SH   DFND 8 0 0 1,222,838
DEMANDWARE INC COM 24802Y105 185,263 3,998,771 SH   DFND 1,5 1,358 0 3,997,413
DEMANDWARE INC COM 24802Y105 588 12,686 SH   DFND 7 12,686 0 0
DEMANDWARE INC COM 24802Y105 26,983 582,409 SH   DFND 8 0 0 582,409
DENBURY RES INC COM NEW 247916208 53,877 2,926,500 SH   DFND 1,5 0 0 2,926,500
DENBURY RES INC COM NEW 247916208 2,172 118,005 SH   DFND 2 118,005 0 0
DENBURY RES INC COM NEW 247916208 330 17,929 SH   DFND 3 17,929 0 0
DENBURY RES INC COM NEW 247916208 47,731 2,592,645 SH   DFND 6 1,447,285 0 1,145,360
DENBURY RES INC COM NEW 247916208 85,867 4,664,136 SH   DFND 7 4,069,916 0 594,220
DENBURY RES INC COM NEW 247916208 4,103 222,850 SH   DFND   222,850 0 0
DENDREON CORP COM 24823Q107 3,559 1,214,680 SH   DFND 8 0 0 1,214,680
DENNYS CORP COM 24869P104 24,470 3,998,400 SH   DFND 6 3,998,400 0 0
DENNYS CORP COM 24869P104 6,606 1,079,406 SH   DFND 7 1,075,606 0 3,800
DENNYS CORP COM 24869P104 1,168 190,842 SH   DFND 8 0 0 190,842
DENTSPLY INTL INC NEW COM 249030107 52,070 1,199,500 SH   DFND 1,5 0 0 1,199,500
DENTSPLY INTL INC NEW COM 249030107 1,955 45,026 SH   DFND 2 45,026 0 0
DENTSPLY INTL INC NEW COM 249030107 284 6,535 SH   DFND 3 6,535 0 0
DENTSPLY INTL INC NEW COM 249030107 39,069 900,000 SH   DFND 8 0 0 900,000
DEPOMED INC COM 249908104 1,450 193,800 SH   DFND 8 0 0 193,800
DERMA SCIENCES INC COM PAR $.01 249827502 5,358 432,800 SH   DFND 1,5 0 0 432,800
DERMA SCIENCES INC COM PAR $.01 249827502 22,160 1,790,000 SH   DFND 8 0 0 1,790,000
DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 2,332 1,100,000 SH   DFND 1,5 0 0 1,100,000
DESCARTES SYS GROUP INC COM 249906108 5,592 487,300 SH   DFND 1,5 0 0 487,300
DESCARTES SYS GROUP INC COM 249906108 23,899 2,082,700 SH   DFND 8 0 0 2,082,700
DESCARTES SYS GROUP INC COM 249906108 6,132 534,400 SH   DFND   534,400 0 0
DESTINATION MATERNITY CORP COM 25065D100 23,805 748,600 SH   DFND 1,5 0 0 748,600
DESTINATION MATERNITY CORP COM 25065D100 6,949 218,530 SH   DFND 6 218,530 0 0
DESWELL INDS INC COM 250639101 326 133,100 SH   DFND 1,5 0 0 133,100
DEUTSCHE BANK AG NAMEN AKT D18190898 86,310 1,880,346 SH   DFND 1,5 0 0 1,880,346
DEVON ENERGY CORP NEW COM 25179M103 52,111 902,200 SH   DFND 1,5 0 0 902,200
DEVON ENERGY CORP NEW COM 25179M103 6,975 120,765 SH   DFND 2 120,765 0 0
DEVON ENERGY CORP NEW COM 25179M103 1,601 27,713 SH   DFND 3 27,713 0 0
DEVON ENERGY CORP NEW COM 25179M103 40,700 704,646 SH   DFND 8 0 0 704,646
DEVRY INC DEL COM 251893103 74,529 2,438,774 SH   DFND 1,5 0 0 2,438,774
DEXCOM INC COM 252131107 10,727 380,000 SH   DFND 1,5 0 0 380,000
DFC GLOBAL CORP COM 23324T107 10,968 997,992 SH   DFND 6 997,992 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 117,423 924,007 SH   DFND 1,5 0 0 924,007
DIAGEO P L C SPON ADR NEW 25243Q205 818 6,435 SH   DFND 3 6,435 0 0
DIAGEO P L C SPON ADR NEW 25243Q205 59,970 471,906 SH   DFND 8 0 0 471,906
DIAGEO P L C SPON ADR NEW 25243Q205 405 3,185 SH   DFND 9 3,185 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 37,798 606,520 SH   DFND 1,5 12,120 0 594,400
DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,371 21,998 SH   DFND 2 21,998 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 740 11,876 SH   DFND 3 11,876 0 0
DIAMONDBACK ENERGY INC COM 25278X109 11,246 263,750 SH   DFND 6 263,750 0 0
DIAMONDBACK ENERGY INC COM 25278X109 9,502 222,840 SH   DFND 7 222,840 0 0
DIAMONDBACK ENERGY INC COM 25278X109 9,136 214,262 SH   DFND   214,262 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 7,574 709,882 SH   DFND 1,5 0 0 709,882
DIANA SHIPPING INC COM Y2066G104 303 25,100 SH   DFND 8 0 0 25,100
DICKS SPORTING GOODS INC COM 253393102 58,844 1,102,362 SH   DFND 1,5 0 0 1,102,362
DICKS SPORTING GOODS INC COM 253393102 15,597 292,180 SH   DFND 6 292,180 0 0
DICKS SPORTING GOODS INC COM 253393102 12,698 237,880 SH   DFND 7 237,880 0 0
DICKS SPORTING GOODS INC COM 253393102 41,993 786,672 SH   DFND 8 0 0 786,672
DICKS SPORTING GOODS INC COM 253393102 318 5,950 SH   DFND 9 5,950 0 0
DICKS SPORTING GOODS INC COM 253393102 890 16,681 SH   DFND   16,681 0 0
DIEBOLD INC COM 253651103 11,917 405,900 SH   DFND 8 0 0 405,900
DIGITAL GENERATION INC COM 25400B108 2,414 186,700 SH   DFND 8 0 0 186,700
DIGITAL RIV INC COM 25388B104 10,412 582,658 SH   DFND 1,5 0 0 582,658
DIGITAL RIV INC COM 25388B104 6,303 352,690 SH   DFND 6 352,690 0 0
DIGITAL RLTY TR INC COM 253868103 134,653 2,535,836 SH   DFND 1,5 52,556 0 2,483,280
DIGITAL RLTY TR INC COM 253868103 67,198 1,265,500 SH   DFND 8 0 0 1,265,500
DIGITAL RLTY TR INC COM 253868103 454 8,543 SH   DFND 9 8,543 0 0
DIGITALGLOBE INC COM NEW 25389M877 15,813 500,100 SH   DFND   500,100 0 0
DIME CMNTY BANCSHARES COM 253922108 887 53,300 SH   DFND 8 0 0 53,300
DIRECTV COM 25490A309 405,475 6,786,197 SH   DFND 1,5 7,226 0 6,778,971
DIRECTV COM 25490A309 9,653 161,563 SH   DFND 2 161,563 0 0
DIRECTV COM 25490A309 3,355 56,144 SH   DFND 3 56,144 0 0
DIRECTV COM 25490A309 30,112 503,970 SH   DFND 6 337,300 0 166,670
DIRECTV COM 25490A309 36,211 606,040 SH   DFND 7 271,730 0 334,310
DIRECTV COM 25490A309 46,833 783,817 SH   DFND 8 0 0 783,817
DIRECTV COM 25490A309 29,883 500,140 SH   DFND   500,140 0 0
DISCOVER FINL SVCS COM 254709108 594,521 11,763,371 SH   DFND 1,5 0 0 11,763,371
DISCOVER FINL SVCS COM 254709108 7,737 153,090 SH   DFND 2 153,090 0 0
DISCOVER FINL SVCS COM 254709108 1,618 32,006 SH   DFND 3 32,006 0 0
DISCOVER FINL SVCS COM 254709108 11,483 227,200 SH   DFND 8 0 0 227,200
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 33,822 432,950 SH   DFND 1,5 0 0 432,950
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,580,205 18,718,374 SH   DFND 1,5 0 0 18,718,374
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 6,167 73,057 SH   DFND 2 73,057 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 360 4,267 SH   DFND 3 4,267 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 20,456 261,850 SH   DFND 8 0 0 261,850
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 21,227 251,450 SH   DFND 8 0 0 251,450
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 574 6,803 SH   DFND 9 6,803 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 17,171 219,800 SH   DFND   219,800 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 9,855 5,027,897 SH   DFND 1,5 0 0 5,027,897
DISCOVERY LABORATORIES INC N COM NEW 254668403 22 11,100 SH   DFND 6 11,100 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 6,221 3,173,738 SH   DFND 8 0 0 3,173,738
DISH NETWORK CORP CL A 25470M109 83,686 1,859,272 SH   DFND 1,5 0 0 1,859,272
DISH NETWORK CORP CL A 25470M109 1,521 33,800 SH   DFND 6 33,800 0 0
DISH NETWORK CORP CL A 25470M109 22,253 494,400 SH   DFND 8 0 0 494,400
DISNEY WALT CO COM DISNEY 254687106 2,968,129 46,024,635 SH   DFND 1,5 43,065 0 45,981,570
DISNEY WALT CO COM DISNEY 254687106 33,904 525,730 SH   DFND 2 525,730 0 0
DISNEY WALT CO COM DISNEY 254687106 11,081 171,829 SH   DFND 3 171,829 0 0
DISNEY WALT CO COM DISNEY 254687106 33,670 522,100 SH   DFND 6 346,390 0 175,710
DISNEY WALT CO COM DISNEY 254687106 78,558 1,218,149 SH   DFND 7 704,499 0 513,650
DISNEY WALT CO COM DISNEY 254687106 178,480 2,767,563 SH   DFND 8 0 0 2,767,563
DISNEY WALT CO COM DISNEY 254687106 114,000 1,767,715 SH   DFND 9 1,767,715 0 0
DISNEY WALT CO COM DISNEY 254687106 66,444 1,030,304 SH   DFND   1,030,304 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 1,777 351,269 SH   DFND 1,5 0 0 351,269
DOLBY LABORATORIES INC COM 25659T107 14,667 425,000 SH   DFND 1,5 0 0 425,000
DOLLAR GEN CORP NEW COM 256677105 593,595 10,513,543 SH   DFND 1,5 0 0 10,513,543
DOLLAR GEN CORP NEW COM 256677105 5,319 94,210 SH   DFND 2 94,210 0 0
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EMPLOYERS HOLDINGS INC COM 292218104 1,840 61,860 SH   DFND 7 42,130 0 19,730
EMPLOYERS HOLDINGS INC COM 292218104 919 30,900 SH   DFND   30,900 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 516 12,300 SH   DFND 8 0 0 12,300
EMULEX CORP COM NEW 292475209 90 11,600 SH   DFND 7 11,600 0 0
ENBRIDGE INC COM 29250N105 170,427 4,080,630 SH   DFND 1,5 2,424,630 0 1,656,000
ENBRIDGE INC COM 29250N105 14,600 349,569 SH   DFND 6 0 0 349,569
ENBRIDGE INC COM 29250N105 318,858 7,634,580 SH   DFND 7 7,541,200 0 93,380
ENBRIDGE INC COM 29250N105 25,092 600,800 SH   DFND 8 0 0 600,800
ENBRIDGE INC COM 29250N105 454,990 10,894,070 SH   DFND   9,628,970 0 1,265,100
ENCANA CORP COM 292505104 32,476 1,879,300 SH   DFND 8 0 0 1,879,300
ENCANA CORP COM 292505104 8,620 498,802 SH   DFND   498,802 0 0
ENCORE CAP GROUP INC COM 292554102 47,341 1,032,291 SH   DFND 6 1,032,291 0 0
ENCORE CAP GROUP INC COM 292554102 42,884 935,101 SH   DFND 7 923,561 0 11,540
ENDO HEALTH SOLUTIONS INC COM 29264F205 254,243 5,595,140 SH   DFND 1,5 0 0 5,595,140
ENDO HEALTH SOLUTIONS INC COM 29264F205 40,733 896,408 SH   DFND 6 771,358 0 125,050
ENDO HEALTH SOLUTIONS INC COM 29264F205 44,362 976,279 SH   DFND 7 693,359 0 282,920
ENDO HEALTH SOLUTIONS INC COM 29264F205 35,940 790,943 SH   DFND 8 0 0 790,943
ENDO HEALTH SOLUTIONS INC COM 29264F205 587 12,911 SH   DFND   12,911 0 0
ENDOCYTE INC COM 29269A102 42,880 3,216,815 SH   DFND 1,5 0 0 3,216,815
ENDOLOGIX INC COM 29266S106 907 56,200 SH   DFND 1,5 0 0 56,200
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 219,500 4,086,000 SH   DFND 1,5 0 0 4,086,000
ENERGEN CORP COM 29265N108 348,122 4,557,171 SH   DFND 1,5 150 0 4,557,021
ENERGEN CORP COM 29265N108 9,390 122,920 SH   DFND 6 108,620 0 14,300
ENERGEN CORP COM 29265N108 2,620 34,298 SH   DFND 7 34,298 0 0
ENERGEN CORP COM 29265N108 64,482 844,120 SH   DFND 8 0 0 844,120
ENERGEN CORP COM 29265N108 11,153 146,000 SH   DFND   146,000 0 0
ENERGIZER HLDGS INC COM 29266R108 157,545 1,728,417 SH   DFND 1,5 10,000 0 1,718,417
ENERGIZER HLDGS INC COM 29266R108 12,322 135,179 SH   DFND 6 61,679 0 73,500
ENERGIZER HLDGS INC COM 29266R108 8,632 94,698 SH   DFND 7 79,398 0 15,300
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 13,486 205,024 SH   DFND 1,5 0 0 205,024
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 40,031 608,563 SH   DFND 8 0 0 608,563
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 33,332 1,103,724 SH   DFND 1,5 0 0 1,103,724
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 4,177 138,300 SH   DFND 8 0 0 138,300
ENERSYS COM 29275Y102 281,405 4,641,343 SH   DFND 1,5 0 0 4,641,343
ENGILITY HLDGS INC COM 29285W104 14,597 460,033 SH   DFND 1,5 160,033 0 300,000
ENI S P A SPONSORED ADR 26874R108 4,152 90,200 SH   DFND 1,5 0 0 90,200
ENPRO INDS INC COM 29355X107 241 4,000 SH   DFND   4,000 0 0
ENSCO PLC SHS CLASS A G3157S106 624,390 11,616,549 SH   DFND 1,5 65,681 0 11,550,868
ENSCO PLC SHS CLASS A G3157S106 3,973 73,915 SH   DFND 2 73,915 0 0
ENSCO PLC SHS CLASS A G3157S106 2,475 46,042 SH   DFND 6 46,042 0 0
ENSCO PLC SHS CLASS A G3157S106 5,634 104,821 SH   DFND 7 104,821 0 0
ENSCO PLC SHS CLASS A G3157S106 153,970 2,864,565 SH   DFND 8 0 0 2,864,565
ENSIGN GROUP INC COM 29358P101 80,374 1,955,100 SH   DFND 1,5 0 0 1,955,100
ENSIGN GROUP INC COM 29358P101 2,475 60,200 SH   DFND 8 0 0 60,200
ENSTAR GROUP LIMITED SHS G3075P101 27,320 200,000 SH   DFND 1,5 0 0 200,000
ENTEGRIS INC COM 29362U104 19,983 1,968,783 SH   DFND 1,5 0 0 1,968,783
ENTEGRIS INC COM 29362U104 874 86,117 SH   DFND 8 0 0 86,117
ENTERCOM COMMUNICATIONS CORP CL A 293639100 668 76,053 SH   DFND 8 0 0 76,053
ENTERGY CORP NEW COM 29364G103 3,565 56,415 SH   DFND 2 56,415 0 0
ENTERGY CORP NEW COM 29364G103 1,790 28,328 SH   DFND 3 28,328 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 9,522 156,000 SH   DFND 1,5 0 0 156,000
ENTRAVISION COMMUNICATIONS C CL A 29382R107 124 21,087 SH   DFND 1,5 0 0 21,087
ENTROPIC COMMUNICATIONS INC COM 29384R105 3,075 701,956 SH   DFND 1,5 0 0 701,956
ENVESTNET INC COM 29404K106 35,584 1,120,400 SH   DFND   1,120,400 0 0
ENZON PHARMACEUTICALS INC COM 293904108 1,199 713,964 SH   DFND 1,5 0 0 713,964
EOG RES INC COM 26875P101 2,252,273 13,305,013 SH   DFND 1,5 12,667 0 13,292,346
EOG RES INC COM 26875P101 14,593 86,204 SH   DFND 2 86,204 0 0
EOG RES INC COM 26875P101 5,164 30,507 SH   DFND 3 30,507 0 0
EOG RES INC COM 26875P101 1,214 7,170 SH   DFND 6 7,170 0 0
EOG RES INC COM 26875P101 59,905 353,879 SH   DFND 7 353,879 0 0
EOG RES INC COM 26875P101 283,064 1,672,162 SH   DFND 8 0 0 1,672,162
EOG RES INC COM 26875P101 74,558 440,441 SH   DFND 9 440,441 0 0
EOG RES INC COM 26875P101 53,033 313,284 SH   DFND   313,284 0 0
EPAM SYS INC COM 29414B104 127,864 3,706,205 SH   DFND 1,5 500 0 3,705,705
EPAM SYS INC COM 29414B104 3,880 112,460 SH   DFND 6 112,460 0 0
EPAM SYS INC COM 29414B104 1,709 49,530 SH   DFND 7 49,530 0 0
EPAM SYS INC COM 29414B104 64,984 1,883,586 SH   DFND 8 0 0 1,883,586
EPIZYME INC COM 29428V104 46,169 1,150,483 SH   DFND 8 0 0 1,150,483
EPL OIL & GAS INC COM 26883D108 40,814 1,099,818 SH   DFND 1,5 0 0 1,099,818
EPL OIL & GAS INC COM 26883D108 15,240 410,682 SH   DFND 8 0 0 410,682
EPR PPTYS COM SH BEN INT 26884U109 24,370 500,000 SH   DFND 1,5 0 0 500,000
EQT CORP COM 26884L109 299,956 3,380,929 SH   DFND 1,5 11,366 0 3,369,563
EQT CORP COM 26884L109 4,228 47,655 SH   DFND 2 47,655 0 0
EQT CORP COM 26884L109 368 4,147 SH   DFND 3 4,147 0 0
EQT CORP COM 26884L109 46,167 520,370 SH   DFND 6 290,930 0 229,440
EQT CORP COM 26884L109 90,244 1,017,176 SH   DFND 7 630,226 0 386,950
EQT CORP COM 26884L109 63,503 715,768 SH   DFND 8 0 0 715,768
EQT CORP COM 26884L109 692 7,800 SH   DFND   7,800 0 0
EQUIFAX INC COM 294429105 42,275 706,349 SH   DFND 1,5 0 0 706,349
EQUIFAX INC COM 294429105 2,297 38,379 SH   DFND 2 38,379 0 0
EQUIFAX INC COM 294429105 11,623 194,210 SH   DFND 7 194,210 0 0
EQUINIX INC COM NEW 29444U502 1,543 8,400 SH   DFND 1,5 0 0 8,400
EQUINIX INC COM NEW 29444U502 20,734 112,900 SH   DFND 8 0 0 112,900
EQUITY LIFESTYLE PPTYS INC COM 29472R108 375,027 10,975,329 SH   DFND 1,5 18,627 0 10,956,702
EQUITY LIFESTYLE PPTYS INC COM 29472R108 23,908 699,673 SH   DFND 6 699,673 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 28,137 823,455 SH   DFND 8 0 0 823,455
EQUITY ONE COM 294752100 47,910 2,191,693 SH   DFND 1,5 75,817 0 2,115,876
EQUITY ONE COM 294752100 20,919 956,938 SH   DFND 6 956,938 0 0
EQUITY ONE COM 294752100 23,015 1,052,853 SH   DFND 8 0 0 1,052,853
EQUITY RESIDENTIAL SH BEN INT 29476L107 419,429 7,829,559 SH   DFND 1,5 168,480 0 7,661,079
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,681 106,043 SH   DFND 2 106,043 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 832 15,532 SH   DFND 3 15,532 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 21,785 406,672 SH   DFND 6 406,672 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 206,945 3,863,071 SH   DFND 8 0 0 3,863,071
EQUITY RESIDENTIAL SH BEN INT 29476L107 11,904 222,220 SH   DFND   222,220 0 0
ERICSSON ADR B SEK 10 294821608 2,914 218,300 SH   DFND 1,5 0 0 218,300
ERICSSON ADR B SEK 10 294821608 16,626 1,245,400 SH   DFND 8 0 0 1,245,400
ESPERION THERAPEUTICS INC NE COM 29664W105 5,603 297,100 SH   DFND 1,5 0 0 297,100
ESPERION THERAPEUTICS INC NE COM 29664W105 3,695 195,900 SH   DFND 8 0 0 195,900
ESSEX PPTY TR INC COM 297178105 137,453 930,623 SH   DFND 1,5 19,097 0 911,526
ESSEX PPTY TR INC COM 297178105 35,546 240,666 SH   DFND 6 240,666 0 0
ESSEX PPTY TR INC COM 297178105 51,219 346,774 SH   DFND 8 0 0 346,774
ESSEX PPTY TR INC COM 297178105 1,822 12,335 SH   DFND   12,335 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 201,612 2,523,614 SH   DFND 1,5 5,810 0 2,517,804
ESTERLINE TECHNOLOGIES CORP COM 297425100 621 7,770 SH   DFND 6 7,770 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 24,289 304,034 SH   DFND 8 0 0 304,034
EURONET WORLDWIDE INC COM 298736109 171,109 4,299,224 SH   DFND 1,5 0 0 4,299,224
EURONET WORLDWIDE INC COM 298736109 15,546 390,610 SH   DFND 8 0 0 390,610
EV ENERGY PARTNERS LP COM UNITS 26926V107 94,197 2,539,700 SH   DFND 1,5 0 0 2,539,700
EVERBANK FINL CORP COM 29977G102 28,462 1,900,000 SH   DFND 1,5 0 0 1,900,000
EVERBANK FINL CORP COM 29977G102 935 62,400 SH   DFND 8 0 0 62,400
EVERCORE PARTNERS INC CLASS A 29977A105 104,735 2,127,460 SH   DFND 1,5 200 0 2,127,260
EVERCORE PARTNERS INC CLASS A 29977A105 19,692 400,000 SH   DFND 8 0 0 400,000
EVEREST RE GROUP LTD COM G3223R108 80,056 550,555 SH   DFND 1,5 0 0 550,555
EVEREST RE GROUP LTD COM G3223R108 8,085 55,600 SH   DFND 6 10,800 0 44,800
EVEREST RE GROUP LTD COM G3223R108 6,988 48,060 SH   DFND 7 38,360 0 9,700
EVEREST RE GROUP LTD COM G3223R108 34,932 240,230 SH   DFND 8 0 0 240,230
EVERTEC INC COM 30040P103 53,029 2,387,600 SH   DFND 1,5 0 0 2,387,600
EVERTEC INC COM 30040P103 24,339 1,095,870 SH   DFND 8 0 0 1,095,870
EXA CORP COM 300614500 32,427 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 18,783 1,590,461 SH   DFND 8 0 0 1,590,461
EXACTECH INC COM 30064E109 1,008 50,000 SH   DFND 1,5 0 0 50,000
EXACTECH INC COM 30064E109 20,227 1,003,805 SH   DFND 8 0 0 1,003,805
EXCEL TR INC COM 30068C109 48,763 4,063,613 SH   DFND 1,5 13,714 0 4,049,899
EXCEL TR INC COM 30068C109 2,276 189,644 SH   DFND 6 189,644 0 0
EXCEL TR INC COM 30068C109 7,995 666,287 SH   DFND 8 0 0 666,287
EXELIXIS INC COM 30161Q104 147,586 25,358,347 SH   DFND 1,5 0 0 25,358,347
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 13,743 11,740,000 PRN   DFND 1,5 0 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 890 760,000 PRN   DFND 7 0 0 0
EXELIXIS INC COM 30161Q104 8,502 1,460,770 SH   DFND 8 0 0 1,460,770
EXELON CORP COM 30161N101 22,230 750,000 SH   DFND 1,5 0 0 750,000
EXELON CORP COM 30161N101 8,034 271,051 SH   DFND 2 271,051 0 0
EXELON CORP COM 30161N101 3,127 105,497 SH   DFND 3 105,497 0 0
EXETER RES CORP COM 301835104 222 272,300 SH   DFND 8 0 0 272,300
EXFO INC SUB VTG SHS 302046107 3,799 700,000 SH   DFND   700,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 89,809 3,153,407 SH   DFND 1,5 0 0 3,153,407
EXLSERVICE HOLDINGS INC COM 302081104 28,497 1,000,580 SH   DFND 6 1,000,580 0 0
EXLSERVICE HOLDINGS INC COM 302081104 9,160 321,620 SH   DFND 7 321,620 0 0
EXLSERVICE HOLDINGS INC COM 302081104 11,793 414,080 SH   DFND 8 0 0 414,080
EXLSERVICE HOLDINGS INC COM 302081104 580 20,350 SH   DFND   20,350 0 0
EXPEDIA INC DEL COM NEW 30212P303 65,665 1,267,904 SH   DFND 1,5 0 0 1,267,904
EXPEDIA INC DEL COM NEW 30212P303 1,761 33,997 SH   DFND 2 33,997 0 0
EXPEDIA INC DEL COM NEW 30212P303 251 4,854 SH   DFND 3 4,854 0 0
EXPEDIA INC DEL COM NEW 30212P303 12,198 235,521 SH   DFND 6 134,411 0 101,110
EXPEDIA INC DEL COM NEW 30212P303 22,356 431,675 SH   DFND 7 384,300 0 47,375
EXPEDIA INC DEL COM NEW 30212P303 7,359 142,100 SH   DFND 8 0 0 142,100
EXPEDIA INC DEL COM NEW 30212P303 1,126 21,740 SH   DFND   21,740 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,305 75,000 SH   DFND 1,5 0 0 75,000
EXPEDITORS INTL WASH INC COM 302130109 2,878 65,314 SH   DFND 2 65,314 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,001 22,722 SH   DFND 3 22,722 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,662 128,500 SH   DFND 8 0 0 128,500
EXPRESS INC COM 30219E103 126,018 5,342,006 SH   DFND 1,5 0 0 5,342,006
EXPRESS INC COM 30219E103 29,406 1,246,550 SH   DFND 6 1,004,250 0 242,300
EXPRESS INC COM 30219E103 1,995 84,566 SH   DFND 7 83,066 0 1,500
EXPRESS INC COM 30219E103 22,814 967,102 SH   DFND 8 0 0 967,102
EXPRESS INC COM 30219E103 4,996 211,800 SH   DFND   211,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 589,397 9,540,262 SH   DFND 1,5 104,100 0 9,436,162
EXPRESS SCRIPTS HLDG CO COM 30219G108 15,917 257,644 SH   DFND 2 257,644 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 5,202 84,194 SH   DFND 3 84,194 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 99,552 1,611,398 SH   DFND 6 839,085 0 772,313
EXPRESS SCRIPTS HLDG CO COM 30219G108 151,086 2,445,543 SH   DFND 7 1,865,873 0 579,670
EXPRESS SCRIPTS HLDG CO COM 30219G108 103,275 1,671,650 SH   DFND 8 0 0 1,671,650
EXPRESS SCRIPTS HLDG CO COM 30219G108 39,875 645,434 SH   DFND 9 645,434 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,540 73,489 SH   DFND   73,489 0 0
EXTERRAN HLDGS INC COM 30225X103 4,568 165,700 SH   DFND 8 0 0 165,700
EXTRA SPACE STORAGE INC COM 30225T102 105,101 2,297,300 SH   DFND 1,5 0 0 2,297,300
EXTRA SPACE STORAGE INC COM 30225T102 47,383 1,035,700 SH   DFND 8 0 0 1,035,700
EXXON MOBIL CORP COM 30231G102 2,087,943 24,267,120 SH   DFND 1,5 546,414 0 23,720,706
EXXON MOBIL CORP COM 30231G102 119,841 1,392,853 SH   DFND 2 1,392,853 0 0
EXXON MOBIL CORP COM 30231G102 29,923 347,775 SH   DFND 3 347,775 0 0
EXXON MOBIL CORP COM 30231G102 111,029 1,290,439 SH   DFND 6 905,890 0 384,549
EXXON MOBIL CORP COM 30231G102 145,956 1,696,370 SH   DFND 7 877,370 0 819,000
EXXON MOBIL CORP COM 30231G102 397,221 4,616,706 SH   DFND 8 0 0 4,616,706
EXXON MOBIL CORP COM 30231G102 6,625 76,996 SH   DFND   76,996 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 8,994 365,030 SH   DFND 1,5 0 0 365,030
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 24,417 987,546 SH   DFND 6 781,933 0 205,613
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 3,696 148,922 SH   DFND 7 148,122 0 800
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 2,409 97,762 SH   DFND 8 0 0 97,762
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 2,250 91,300 SH   DFND   91,300 0 0
EZCORP INC CL A NON VTG 302301106 121,077 7,172,835 SH   DFND 1,5 0 0 7,172,835
EZCORP INC CL A NON VTG 302301106 15,015 889,487 SH   DFND 6 889,487 0 0
EZCORP INC CL A NON VTG 302301106 1,144 67,800 SH   DFND 8 0 0 67,800
F M C CORP COM NEW 302491303 597,976 8,337,649 SH   DFND 1,5 0 0 8,337,649
F M C CORP COM NEW 302491303 3,095 43,149 SH   DFND 2 43,149 0 0
F M C CORP COM NEW 302491303 487 6,789 SH   DFND 3 6,789 0 0
F M C CORP COM NEW 302491303 155,584 2,169,325 SH   DFND 8 0 0 2,169,325
F M C CORP COM NEW 302491303 255 3,550 SH   DFND 9 3,550 0 0
F5 NETWORKS INC COM 315616102 226,039 2,635,711 SH   DFND 1,5 0 0 2,635,711
F5 NETWORKS INC COM 315616102 2,125 24,779 SH   DFND 2 24,779 0 0
F5 NETWORKS INC COM 315616102 282 3,283 SH   DFND 3 3,283 0 0
F5 NETWORKS INC COM 315616102 1,063 12,400 SH   DFND 6 12,400 0 0
F5 NETWORKS INC COM 315616102 65,673 765,776 SH   DFND 8 0 0 765,776
F5 NETWORKS INC COM 315616102 323 3,771 SH   DFND 9 3,771 0 0
FABRINET SHS G3323L100 26,901 1,597,460 SH   DFND 1,5 0 0 1,597,460
FACEBOOK INC CL A 30303M102 2,806,887 55,869,558 SH   DFND 1,5 0 0 55,869,558
FACEBOOK INC CL A 30303M102 2,806,887 55,869,558 SH   DFND 1,5 0 0 55,869,558
FACEBOOK INC CL A 30303M102 1,366 27,186 SH   DFND 3 27,186 0 0
FACEBOOK INC CL A 30303M102 47,503 945,530 SH   DFND 6 477,560 0 467,970
FACEBOOK INC CL A 30303M102 63,963 1,273,140 SH   DFND 7 853,290 0 419,850
FACEBOOK INC CL A 30303M102 183,592 3,654,291 SH   DFND 8 0 0 3,654,291
FACEBOOK INC CL A 30303M102 25,538 508,311 SH   DFND   508,311 0 0
FACTSET RESH SYS INC COM 303075105 370 3,395 SH   DFND 3 3,395 0 0
FAIR ISAAC CORP COM 303250104 24,425 441,850 SH   DFND 7 441,850 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 36,188 2,605,304 SH   DFND 1,5 0 0 2,605,304
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,147 120,065 SH   DFND 1,5 0 0 120,065
FAMILY DLR STORES INC COM 307000109 2,202 30,568 SH   DFND 2 30,568 0 0
FAMILY DLR STORES INC COM 307000109 418 5,804 SH   DFND 3 5,804 0 0
FASTENAL CO COM 311900104 4,343 86,426 SH   DFND 2 86,426 0 0
FASTENAL CO COM 311900104 760 15,125 SH   DFND 3 15,125 0 0
FEDERAL MOGUL CORP COM 313549404 1,957 116,555 SH   DFND 8 0 0 116,555
FEDERATED INVS INC PA CL B 314211103 283,816 10,449,763 SH   DFND 1,5 0 0 10,449,763
FEDEX CORP COM 31428X106 105,508 924,617 SH   DFND 1,5 0 0 924,617
FEDEX CORP COM 31428X106 10,730 94,029 SH   DFND 2 94,029 0 0
FEDEX CORP COM 31428X106 3,197 28,016 SH   DFND 3 28,016 0 0
FEDEX CORP COM 31428X106 74,990 657,170 SH   DFND 6 395,150 0 262,020
FEDEX CORP COM 31428X106 116,543 1,021,321 SH   DFND 7 773,691 0 247,630
FEDEX CORP COM 31428X106 26,827 235,100 SH   DFND 8 0 0 235,100
FEDEX CORP COM 31428X106 2,340 20,506 SH   DFND 9 20,506 0 0
FEDEX CORP COM 31428X106 3,778 33,111 SH   DFND   33,111 0 0
FEI CO COM 30241L109 28,719 327,100 SH   DFND 1,5 0 0 327,100
FEI CO COM 30241L109 1,054 12,000 SH   DFND 8 0 0 12,000
FEI CO COM 30241L109 37,208 423,780 SH   DFND 9 423,780 0 0
FERRO CORP COM 315405100 9,950 1,092,164 SH   DFND 1,5 0 0 1,092,164
FERRO CORP COM 315405100 8,965 984,069 SH   DFND 8 0 0 984,069
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 297 25,800 SH   DFND 1,5 0 0 25,800
FIBROCELL SCIENCE INC COM NEW 315721209 15,796 3,606,440 SH   DFND 8 0 0 3,606,440
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 415 2,793 SH   DFND 3 2,793 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 116,966 82,440,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 229,635 8,632,884 SH   DFND 1,5 21,186 0 8,611,698
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 3,093 2,180,000 PRN   DFND 6 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 2,646 99,488 SH   DFND 7 99,488 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 24,372 916,250 SH   DFND 8 0 0 916,250
FIDELITY NATL INFORMATION SV COM 31620M106 1,131,398 24,362,567 SH   DFND 1,5 32,954 0 24,329,613
FIDELITY NATL INFORMATION SV COM 31620M106 4,293 92,435 SH   DFND 2 92,435 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 231 4,974 SH   DFND 3 4,974 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 52,571 1,132,030 SH   DFND 6 563,860 0 568,170
FIDELITY NATL INFORMATION SV COM 31620M106 89,762 1,932,865 SH   DFND 7 1,461,735 0 471,130
FIDELITY NATL INFORMATION SV COM 31620M106 108,927 2,345,553 SH   DFND 8 0 0 2,345,553
FIDELITY NATL INFORMATION SV COM 31620M106 14,302 307,969 SH   DFND   307,969 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 75,229 1,997,576 SH   DFND 1,5 0 0 1,997,576
FIESTA RESTAURANT GROUP INC COM 31660B101 20,120 534,242 SH   DFND 6 534,242 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,514 40,211 SH   DFND   40,211 0 0
FIFTH & PAC COS INC COM 316645100 170,655 6,790,900 SH   DFND 1,5 0 0 6,790,900
FIFTH & PAC COS INC COM 316645100 679 27,000 SH   DFND 6 27,000 0 0
FIFTH THIRD BANCORP COM 316773100 133,482 7,399,240 SH   DFND 1,5 900 0 7,398,340
FIFTH THIRD BANCORP COM 316773100 5,063 280,678 SH   DFND 2 280,678 0 0
FIFTH THIRD BANCORP COM 316773100 1,631 90,432 SH   DFND 3 90,432 0 0
FIFTH THIRD BANCORP COM 316773100 19,275 1,068,446 SH   DFND 8 0 0 1,068,446
FINANCIAL ENGINES INC COM 317485100 12,625 212,391 SH   DFND 1,5 0 0 212,391
FINISAR CORP COM NEW 31787A507 37,928 1,676,027 SH   DFND 1,5 0 0 1,676,027
FINISAR CORP COM NEW 31787A507 3,637 160,704 SH   DFND 8 0 0 160,704
FIRST AMERN FINL CORP COM 31847R102 38,020 1,561,400 SH   DFND 1,5 0 0 1,561,400
FIRST AMERN FINL CORP COM 31847R102 7,838 321,900 SH   DFND 8 0 0 321,900
FIRST BANCORP P R COM NEW 318672706 53,554 9,428,572 SH   DFND 1,5 0 0 9,428,572
FIRST CASH FINL SVCS INC COM 31942D107 19,054 328,800 SH   DFND 1,5 12,855 0 315,945
FIRST CASH FINL SVCS INC COM 31942D107 26,437 456,197 SH   DFND 6 456,197 0 0
FIRST CASH FINL SVCS INC COM 31942D107 5,105 88,100 SH   DFND 8 0 0 88,100
FIRST CTZNS BANCSHARES INC N CL A 31946M103 174,972 851,031 SH   DFND 1,5 0 0 851,031
FIRST FINL BANKSHARES COM 32020R109 17,646 300,000 SH   DFND 1,5 0 0 300,000
FIRST FINL HLDGS INC NEW COM 32023E105 20,856 378,105 SH   DFND 6 378,105 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 9,224 167,221 SH   DFND 7 167,221 0 0
FIRST FINL HLDGS INC NEW COM 32023E105 650 11,779 SH   DFND   11,779 0 0
FIRST HORIZON NATL CORP COM 320517105 8,792 800,000 SH   DFND 1,5 0 0 800,000
FIRST HORIZON NATL CORP COM 320517105 214 19,437 SH   DFND 3 19,437 0 0
FIRST HORIZON NATL CORP COM 320517105 9,595 873,040 SH   DFND 8 0 0 873,040
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 78,312 4,813,298 SH   DFND 1,5 59,384 0 4,753,914
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 12,123 745,124 SH   DFND 6 745,124 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 23,853 1,466,051 SH   DFND 8 0 0 1,466,051
FIRST NIAGARA FINL GP INC COM 33582V108 77,377 7,461,600 SH   DFND 1,5 0 0 7,461,600
FIRST POTOMAC RLTY TR COM 33610F109 77,525 6,167,444 SH   DFND 1,5 187,308 0 5,980,136
FIRST POTOMAC RLTY TR COM 33610F109 5,001 397,870 SH   DFND 6 397,870 0 0
FIRST POTOMAC RLTY TR COM 33610F109 7,183 571,460 SH   DFND 8 0 0 571,460
FIRST REP BK SAN FRANCISCO C COM 33616C100 95,829 2,055,092 SH   DFND 1,5 32,092 0 2,023,000
FIRST REP BK SAN FRANCISCO C COM 33616C100 13,998 300,200 SH   DFND 8 0 0 300,200
FIRST REP BK SAN FRANCISCO C COM 33616C100 57,896 1,241,610 SH   DFND 9 1,241,610 0 0
FIRST SOLAR INC COM 336433107 882 21,938 SH   DFND 2 21,938 0 0
FIRST TR ISE REVERE NAT GAS COM 33734J102 10,771 575,700 SH   DFND 3 575,700 0 0
FIRSTENERGY CORP COM 337932107 201,370 5,524,550 SH   DFND 1,5 109,910 0 5,414,640
FIRSTENERGY CORP COM 337932107 4,824 132,340 SH   DFND 2 132,340 0 0
FIRSTENERGY CORP COM 337932107 1,535 42,109 SH   DFND 3 42,109 0 0
FIRSTENERGY CORP COM 337932107 1,991 54,633 SH   DFND 6 20,433 0 34,200
FIRSTENERGY CORP COM 337932107 33,762 926,243 SH   DFND 8 0 0 926,243
FIRSTMERIT CORP COM 337915102 87,551 4,032,747 SH   DFND 1,5 15,526 0 4,017,221
FIRSTMERIT CORP COM 337915102 65,091 2,998,205 SH   DFND 6 2,769,605 0 228,600
FIRSTMERIT CORP COM 337915102 22,016 1,014,108 SH   DFND 7 975,878 0 38,230
FIRSTMERIT CORP COM 337915102 5,681 261,664 SH   DFND   261,664 0 0
FISERV INC COM 337738108 519,482 5,140,839 SH   DFND 1,5 8,400 0 5,132,439
FISERV INC COM 337738108 4,160 41,165 SH   DFND 2 41,165 0 0
FISERV INC COM 337738108 1,112 11,006 SH   DFND 3 11,006 0 0
FISERV INC COM 337738108 13,367 132,280 SH   DFND 6 27,080 0 105,200
FISERV INC COM 337738108 11,786 116,640 SH   DFND 7 84,690 0 31,950
FISERV INC COM 337738108 30,316 300,010 SH   DFND 8 0 0 300,010
FIVE BELOW INC COM 33829M101 354,635 8,105,941 SH   DFND 1,5 0 0 8,105,941
FLAGSTAR BANCORP INC COM PAR .001 337930705 652 44,200 SH   DFND 8 0 0 44,200
FLANIGANS ENTERPRISES INC COM 338517105 519 50,357 SH   DFND 1,5 0 0 50,357
FLEETCOR TECHNOLOGIES INC COM 339041105 627,356 5,694,953 SH   DFND 1,5 14,564 0 5,680,389
FLEETCOR TECHNOLOGIES INC COM 339041105 25,980 235,840 SH   DFND 6 201,040 0 34,800
FLEETCOR TECHNOLOGIES INC COM 339041105 38,111 345,964 SH   DFND 7 244,104 0 101,860
FLEETCOR TECHNOLOGIES INC COM 339041105 64,685 587,193 SH   DFND 8 0 0 587,193
FLEETCOR TECHNOLOGIES INC COM 339041105 830 7,538 SH   DFND   7,538 0 0
FLEETMATICS GROUP PLC COM G35569105 105,518 2,810,054 SH   DFND 1,5 0 0 2,810,054
FLEETMATICS GROUP PLC COM G35569105 9,216 245,421 SH   DFND 8 0 0 245,421
FLEXTRONICS INTL LTD ORD Y2573F102 185,872 20,447,920 SH   DFND 1,5 0 0 20,447,920
FLEXTRONICS INTL LTD ORD Y2573F102 5,594 615,400 SH   DFND 6 554,900 0 60,500
FLEXTRONICS INTL LTD ORD Y2573F102 344 37,800 SH   DFND 7 0 0 37,800
FLIR SYS INC COM 302445101 43,081 1,372,018 SH   DFND 1,5 0 0 1,372,018
FLIR SYS INC COM 302445101 1,412 44,958 SH   DFND 2 44,958 0 0
FLIR SYS INC COM 302445101 321 10,220 SH   DFND 3 10,220 0 0
FLOWSERVE CORP COM 34354P105 2,776 44,495 SH   DFND 2 44,495 0 0
FLOWSERVE CORP COM 34354P105 414 6,634 SH   DFND 3 6,634 0 0
FLOWSERVE CORP COM 34354P105 3,406 54,600 SH   DFND 6 54,600 0 0
FLOWSERVE CORP COM 34354P105 10,283 164,820 SH   DFND 7 164,820 0 0
FLOWSERVE CORP COM 34354P105 9,918 158,967 SH   DFND   158,967 0 0
FLUIDIGM CORP DEL COM 34385P108 31,864 1,452,339 SH   DFND 1,5 0 0 1,452,339
FLUOR CORP NEW COM 343412102 89,671 1,263,689 SH   DFND 1,5 0 0 1,263,689
FLUOR CORP NEW COM 343412102 3,661 51,589 SH   DFND 2 51,589 0 0
FLUOR CORP NEW COM 343412102 592 8,343 SH   DFND 3 8,343 0 0
FLUOR CORP NEW COM 343412102 5,631 79,349 SH   DFND 8 0 0 79,349
FLUOR CORP NEW COM 343412102 2,280 32,133 SH   DFND 9 32,133 0 0
FMC TECHNOLOGIES INC COM 30249U101 186,923 3,372,842 SH   DFND 1,5 0 0 3,372,842
FMC TECHNOLOGIES INC COM 30249U101 4,155 74,967 SH   DFND 2 74,967 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,068 19,268 SH   DFND 3 19,268 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,454 98,420 SH   DFND 6 65,000 0 33,420
FMC TECHNOLOGIES INC COM 30249U101 15,033 271,247 SH   DFND 7 173,500 0 97,747
FMC TECHNOLOGIES INC COM 30249U101 170,667 3,079,520 SH   DFND 8 0 0 3,079,520
FNB CORP PA COM 302520101 30,355 2,502,500 SH   DFND 1,5 0 0 2,502,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 218,784 2,253,413 SH   DFND 1,5 45,239 0 2,208,174
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,185 43,100 SH   DFND 6 43,100 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,903 40,200 SH   DFND 7 40,200 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 7,900 81,372 SH   DFND 8 0 0 81,372
FOOT LOCKER INC COM 344849104 175,723 5,177,458 SH   DFND 1,5 41,400 0 5,136,058
FOOT LOCKER INC COM 344849104 1,022 30,120 SH   DFND 6 30,120 0 0
FOOT LOCKER INC COM 344849104 993 29,258 SH   DFND 7 29,258 0 0
FOOT LOCKER INC COM 344849104 14,088 415,089 SH   DFND 8 0 0 415,089
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 136,002 68,740,000 PRN   DFND 1,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 732,331 43,410,242 SH   DFND 1,5 1,000 0 43,409,242
FORD MTR CO DEL COM PAR $0.01 345370860 21,031 1,246,668 SH   DFND 2 1,246,668 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,090 361,004 SH   DFND 3 361,004 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,845 168,620 SH   DFND 6 168,620 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,655 216,678 SH   DFND 7 216,678 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 24,326 1,441,961 SH   DFND 8 0 0 1,441,961
FOREST CITY ENTERPRISES INC CL A 345550107 43,788 2,311,934 SH   DFND 1,5 179,356 0 2,132,578
FOREST CITY ENTERPRISES INC CL A 345550107 16,183 854,460 SH   DFND 6 854,460 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 73,953 3,904,587 SH   DFND 8 0 0 3,904,587
FOREST LABS INC COM 345838106 11,827 276,400 SH   DFND 1,5 0 0 276,400
FOREST LABS INC COM 345838106 3,199 74,752 SH   DFND 2 74,752 0 0
FOREST LABS INC COM 345838106 620 14,490 SH   DFND 3 14,490 0 0
FOREST OIL CORP COM PAR $0.01 346091705 13,497 2,212,543 SH   DFND 1,5 0 0 2,212,543
FORESTAR GROUP INC COM 346233109 7,533 349,906 SH   DFND 1,5 0 0 349,906
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 16,956 14,480,000 PRN   DFND 1,5 0 0 0
FORMFACTOR INC COM 346375108 480 70,000 SH   DFND 1,5 0 0 70,000
FORMFACTOR INC COM 346375108 1,212 176,700 SH   DFND 8 0 0 176,700
FORRESTER RESH INC COM 346563109 1,169 31,800 SH   DFND 8 0 0 31,800
FORTUNA SILVER MINES INC COM 349915108 73 20,000 SH   DFND 8 0 0 20,000
FORTUNE BRANDS HOME & SEC IN COM 34964C106 39,254 942,936 SH   DFND 1,5 300 0 942,636
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,570 85,764 SH   DFND 6 85,764 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 10,443 250,855 SH   DFND 7 250,855 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 12,118 291,100 SH   DFND 8 0 0 291,100
FORTUNE BRANDS HOME & SEC IN COM 34964C106 77,624 1,864,624 SH   DFND 9 1,864,624 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 10,072 241,933 SH   DFND   241,933 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 14,820 548,699 SH   DFND 1,5 0 0 548,699
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 20,426 756,243 SH   DFND 6 703,443 0 52,800
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 11,102 411,030 SH   DFND 7 409,530 0 1,500
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 15,849 586,790 SH   DFND 8 0 0 586,790
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 11,395 421,872 SH   DFND   421,872 0 0
FOSSIL GROUP INC COM 34988V106 578,843 4,979,722 SH   DFND 1,5 0 0 4,979,722
FOSSIL GROUP INC COM 34988V106 1,849 15,903 SH   DFND 2 15,903 0 0
FOSSIL GROUP INC COM 34988V106 747 6,427 SH   DFND 6 6,427 0 0
FOSTER WHEELER AG COM H27178104 28,705 1,089,794 SH   DFND 1,5 0 0 1,089,794
FRANCESCAS HLDGS CORP COM 351793104 42,421 2,275,788 SH   DFND 1,5 0 0 2,275,788
FRANCESCAS HLDGS CORP COM 351793104 14,933 801,110 SH   DFND 6 801,110 0 0
FRANCO NEVADA CORP COM 351858105 451,742 9,957,558 SH   DFND 1,5 0 0 9,957,558
FRANCO NEVADA CORP COM 351858105 26,423 582,440 SH   DFND 6 169,940 0 412,500
FRANCO NEVADA CORP COM 351858105 132,230 2,914,700 SH   DFND 7 2,819,100 0 95,600
FRANCO NEVADA CORP COM 351858105 82,345 1,815,100 SH   DFND 8 0 0 1,815,100
FRANCO NEVADA CORP COM 351858105 279 6,155 SH   DFND 9 6,155 0 0
FRANCO NEVADA CORP COM 351858105 150,365 3,314,429 SH   DFND   2,009,929 0 1,304,500
FRANKLIN RES INC COM 354613101 27,044 535,000 SH   DFND 1,5 0 0 535,000
FRANKLIN RES INC COM 354613101 6,503 128,641 SH   DFND 2 128,641 0 0
FRANKLIN RES INC COM 354613101 2,758 54,554 SH   DFND 3 54,554 0 0
FRANKLIN RES INC COM 354613101 45,073 891,650 SH   DFND 8 0 0 891,650
FRANKLIN STREET PPTYS CORP COM 35471R106 140,140 11,000,000 SH   DFND 1,5 0 0 11,000,000
FRANKS INTL N V COM N33462107 11,173 373,300 SH   DFND 1,5 0 0 373,300
FREEPORT-MCMORAN COPPER & GO COM 35671D857 211,158 6,383,243 SH   DFND 1,5 15,000 0 6,368,243
FREEPORT-MCMORAN COPPER & GO COM 35671D857 10,864 328,427 SH   DFND 2 328,427 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,307 69,746 SH   DFND 3 69,746 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 41,584 1,257,060 SH   DFND 6 722,520 0 534,540
FREEPORT-MCMORAN COPPER & GO COM 35671D857 95,579 2,889,327 SH   DFND 7 2,270,377 0 618,950
FREEPORT-MCMORAN COPPER & GO COM 35671D857 20,844 630,100 SH   DFND 8 0 0 630,100
FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,167 95,752 SH   DFND 9 95,752 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,820 85,254 SH   DFND   85,254 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 143,894 8,642,264 SH   DFND 1,5 0 0 8,642,264
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 3,962 237,946 SH   DFND 8 0 0 237,946
FRESH DEL MONTE PRODUCE INC ORD G36738105 254,365 8,570,241 SH   DFND 1,5 640,000 0 7,930,241
FRESH MKT INC COM 35804H106 36,035 761,670 SH   DFND 1,5 0 0 761,670
FRONTIER COMMUNICATIONS CORP COM 35906A108 27,918 6,694,905 SH   DFND 1,5 0 0 6,694,905
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,319 316,353 SH   DFND 2 316,353 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 234 56,193 SH   DFND 3 56,193 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 8,278 1,985,197 SH   DFND 8 0 0 1,985,197
FTI CONSULTING INC COM 302941109 182,108 4,817,659 SH   DFND 1,5 0 0 4,817,659
FTI CONSULTING INC COM 302941109 18,256 482,952 SH   DFND 6 482,952 0 0
FULLER H B CO COM 359694106 39,541 874,996 SH   DFND 1,5 0 0 874,996
FULLER H B CO COM 359694106 6,901 152,709 SH   DFND 8 0 0 152,709
FURMANITE CORPORATION COM 361086101 17,364 1,753,939 SH   DFND 6 1,753,939 0 0
FUSION-IO INC COM 36112J107 151,068 11,282,123 SH   DFND 1,5 0 0 11,282,123
FUSION-IO INC COM 36112J107 6,715 501,500 SH   DFND 8 0 0 501,500
FUSION-IO INC COM 36112J107 33,475 2,500,000 SH   DFND   2,500,000 0 0
FXCM INC COM CL A 302693106 21,889 1,108,300 SH   DFND 1,5 0 0 1,108,300
FXCM INC COM CL A 302693106 49,978 2,530,529 SH   DFND 6 2,530,529 0 0
FXCM INC COM CL A 302693106 14,676 743,110 SH   DFND 7 659,720 0 83,390
FXCM INC COM CL A 302693106 19,297 977,078 SH   DFND 8 0 0 977,078
FXCM INC COM CL A 302693106 839 42,470 SH   DFND   42,470 0 0
G & K SVCS INC CL A 361268105 28,241 467,650 SH   DFND 1,5 0 0 467,650
G-III APPAREL GROUP LTD COM 36237H101 142,479 2,609,977 SH   DFND 1,5 0 0 2,609,977
G-III APPAREL GROUP LTD COM 36237H101 5,894 107,970 SH   DFND 6 107,970 0 0
G-III APPAREL GROUP LTD COM 36237H101 18,642 341,482 SH   DFND 8 0 0 341,482
GALLAGHER ARTHUR J & CO COM 363576109 19,951 457,075 SH   DFND 1,5 0 0 457,075
GALLAGHER ARTHUR J & CO COM 363576109 652 14,945 SH   DFND 7 14,945 0 0
GALLAGHER ARTHUR J & CO COM 363576109 12,074 276,600 SH   DFND 8 0 0 276,600
GAMESTOP CORP NEW CL A 36467W109 617,506 12,437,182 SH   DFND 1,5 0 0 12,437,182
GAMESTOP CORP NEW CL A 36467W109 1,837 36,991 SH   DFND 2 36,991 0 0
GAMESTOP CORP NEW CL A 36467W109 12,668 255,140 SH   DFND 6 255,140 0 0
GAMESTOP CORP NEW CL A 36467W109 10,340 208,260 SH   DFND 7 208,260 0 0
GAMESTOP CORP NEW CL A 36467W109 738 14,866 SH   DFND   14,866 0 0
GANNETT INC COM 364730101 44,490 1,660,682 SH   DFND 1,5 0 0 1,660,682
GANNETT INC COM 364730101 1,943 72,509 SH   DFND 2 72,509 0 0
GANNETT INC COM 364730101 596 22,255 SH   DFND 3 22,255 0 0
GANNETT INC COM 364730101 7,138 266,440 SH   DFND 6 182,450 0 83,990
GANNETT INC COM 364730101 1,244 46,430 SH   DFND 7 18,860 0 27,570
GANNETT INC COM 364730101 11,734 438,000 SH   DFND 8 0 0 438,000
GAP INC DEL COM 364760108 242,796 6,027,702 SH   DFND 1,5 0 0 6,027,702
GAP INC DEL COM 364760108 3,516 87,282 SH   DFND 2 87,282 0 0
GAP INC DEL COM 364760108 566 14,057 SH   DFND 3 14,057 0 0
GAP INC DEL COM 364760108 6,404 158,990 SH   DFND 7 158,990 0 0
GAP INC DEL COM 364760108 6,525 162,000 SH   DFND 8 0 0 162,000
GARMIN LTD SHS H2906T109 1,760 38,937 SH   DFND 2 38,937 0 0
GARMIN LTD SHS H2906T109 522 11,552 SH   DFND 3 11,552 0 0
GARTNER INC COM 366651107 236,733 3,945,557 SH   DFND 1,5 0 0 3,945,557
GARTNER INC COM 366651107 450 7,500 SH   DFND 6 7,500 0 0
GARTNER INC COM 366651107 10,050 167,500 SH   DFND 8 0 0 167,500
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 10,334 22,374,000 PRN   DFND 1,5 0 0 0
GENCOR INDS INC COM 368678108 3,355 391,000 SH   DFND 1,5 0 0 391,000
GENERAC HLDGS INC COM 368736104 377,290 8,848,268 SH   DFND 1,5 300 0 8,847,968
GENERAC HLDGS INC COM 368736104 25,231 591,730 SH   DFND 6 328,630 0 263,100
GENERAC HLDGS INC COM 368736104 12,117 284,179 SH   DFND 7 229,179 0 55,000
GENERAC HLDGS INC COM 368736104 22,863 536,183 SH   DFND 8 0 0 536,183
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 3,835 3,840,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 20,472 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 84,636 2,665,700 SH   DFND 1,5 0 0 2,665,700
GENERAL CABLE CORP DEL NEW COM 369300108 6,441 202,860 SH   DFND 6 202,860 0 0
GENERAL COMMUNICATION INC CL A 369385109 3,410 358,146 SH   DFND 1,5 0 0 358,146
GENERAL COMMUNICATION INC CL A 369385109 5,253 551,825 SH   DFND 8 0 0 551,825
GENERAL DYNAMICS CORP COM 369550108 147,948 1,690,444 SH   DFND 1,5 0 0 1,690,444
GENERAL DYNAMICS CORP COM 369550108 9,205 105,176 SH   DFND 2 105,176 0 0
GENERAL DYNAMICS CORP COM 369550108 2,502 28,582 SH   DFND 3 28,582 0 0
GENERAL DYNAMICS CORP COM 369550108 910 10,392 SH   DFND 7 10,392 0 0
GENERAL DYNAMICS CORP COM 369550108 893 10,200 SH   DFND 8 0 0 10,200
GENERAL ELECTRIC CO COM 369604103 1,385,057 57,976,449 SH   DFND 1,5 1,574,347 0 56,402,102
GENERAL ELECTRIC CO COM 369604103 1,385,057 57,976,448 SH   DFND 1,5 0 0 57,976,448
GENERAL ELECTRIC CO COM 369604103 76,987 3,222,556 SH   DFND 2 3,222,556 0 0
GENERAL ELECTRIC CO COM 369604103 21,489 899,516 SH   DFND 3 899,516 0 0
GENERAL ELECTRIC CO COM 369604103 79,251 3,317,343 SH   DFND 6 1,425,883 0 1,891,460
GENERAL ELECTRIC CO COM 369604103 63,100 2,641,280 SH   DFND 7 2,210,580 0 430,700
GENERAL ELECTRIC CO COM 369604103 265,708 11,122,145 SH   DFND 8 0 0 11,122,145
GENERAL ELECTRIC CO COM 369604103 25,351 1,061,139 SH   DFND   1,061,139 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 161,898 8,392,839 SH   DFND 1,5 180,953 0 8,211,886
GENERAL GROWTH PPTYS INC NEW COM 370023103 11,829 613,196 SH   DFND 6 613,196 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 9,064 469,900 SH   DFND 7 469,900 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 83,256 4,315,997 SH   DFND 8 0 0 4,315,997
GENERAL GROWTH PPTYS INC NEW COM 370023103 41,877 2,170,911 SH   DFND   2,170,911 0 0
GENERAL MLS INC COM 370334104 53,460 1,115,600 SH   DFND 1,5 0 0 1,115,600
GENERAL MLS INC COM 370334104 9,732 203,085 SH   DFND 2 203,085 0 0
GENERAL MLS INC COM 370334104 3,356 70,036 SH   DFND 3 70,036 0 0
GENERAL MLS INC COM 370334104 1,728 36,063 SH   DFND 6 36,063 0 0
GENERAL MLS INC COM 370334104 4,385 91,512 SH   DFND 9 91,512 0 0
GENERAL MLS INC COM 370334104 5,607 117,002 SH   DFND   117,002 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 29,774 1,600,745 SH   DFND 1,5 0 0 1,600,745
GENERAL MTRS CO *W EXP 07/10/201 37045V118 42,292 1,600,745 SH   DFND 1,5 0 0 1,600,745
GENERAL MTRS CO COM 37045V100 490,390 13,633,311 SH   DFND 1,5 2,786 0 13,630,525
GENERAL MTRS CO JR PFD CNV SRB 37045V209 360,072 7,179,906 SH   DFND 1,5 1,063,616 0 6,116,290
GENERAL MTRS CO COM 37045V100 10,713 297,838 SH   DFND 2 297,838 0 0
GENERAL MTRS CO COM 37045V100 394 10,945 SH   DFND 3 10,945 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 460 17,428 SH   DFND 6 0 0 17,428
GENERAL MTRS CO *W EXP 07/10/201 37045V126 324 17,428 SH   DFND 6 0 0 17,428
GENERAL MTRS CO JR PFD CNV SRB 37045V209 4,333 86,400 SH   DFND 6 0 0 86,400
GENERAL MTRS CO COM 37045V100 50,597 1,406,655 SH   DFND 6 819,420 0 587,235
GENERAL MTRS CO COM 37045V100 105,390 2,929,930 SH   DFND 7 2,197,920 0 732,010
GENERAL MTRS CO COM 37045V100 31,785 883,644 SH   DFND 8 0 0 883,644
GENERAL MTRS CO COM 37045V100 69,623 1,935,575 SH   DFND   1,935,575 0 0
GENESCO INC COM 371532102 235,932 3,597,628 SH   DFND 1,5 0 0 3,597,628
GENESCO INC COM 371532102 5,741 87,538 SH   DFND 6 87,538 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 17,536 137,000 SH   DFND 1,5 0 0 137,000
GENESEE & WYO INC CL A 371559105 28,613 307,770 SH   DFND 6 307,770 0 0
GENESEE & WYO INC CL A 371559105 17,286 185,930 SH   DFND 7 175,930 0 10,000
GENESEE & WYO INC CL A 371559105 2,241 24,100 SH   DFND 8 0 0 24,100
GENESEE & WYO INC CL A 371559105 14,895 160,209 SH   DFND   160,209 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 12,605 251,750 SH   DFND 1,5 0 0 251,750
GENMARK DIAGNOSTICS INC COM 372309104 40,235 3,311,525 SH   DFND 1,5 0 0 3,311,525
GENMARK DIAGNOSTICS INC COM 372309104 1,135 93,427 SH   DFND 7 93,427 0 0
GENMARK DIAGNOSTICS INC COM 372309104 32,181 2,648,606 SH   DFND 8 0 0 2,648,606
GENOMIC HEALTH INC COM 37244C101 15,565 508,987 SH   DFND 1,5 0 0 508,987
GENOMIC HEALTH INC COM 37244C101 4,903 160,340 SH   DFND 6 160,340 0 0
GENOMIC HEALTH INC COM 37244C101 43,291 1,415,648 SH   DFND 8 0 0 1,415,648
GENPACT LIMITED SHS G3922B107 81,270 4,304,555 SH   DFND 1,5 0 0 4,304,555
GENPACT LIMITED SHS G3922B107 300 15,900 SH   DFND 6 15,900 0 0
GENPACT LIMITED SHS G3922B107 3,444 182,400 SH   DFND 8 0 0 182,400
GENTEX CORP COM 371901109 83,562 3,265,423 SH   DFND 1,5 53,679 0 3,211,744
GENTEX CORP COM 371901109 251 9,800 SH   DFND 6 9,800 0 0
GENTEX CORP COM 371901109 2,817 110,100 SH   DFND 8 0 0 110,100
GENTHERM INC COM 37253A103 5,088 266,689 SH   DFND 1,5 0 0 266,689
GENTIUM S P A SPONSORED ADR 37250B104 32,107 1,183,435 SH   DFND 1,5 0 0 1,183,435
GENTIUM S P A SPONSORED ADR 37250B104 2,274 83,837 SH   DFND 6 83,837 0 0
GENUINE PARTS CO COM 372460105 3,964 49,003 SH   DFND 2 49,003 0 0
GENUINE PARTS CO COM 372460105 2,299 28,421 SH   DFND 3 28,421 0 0
GENUINE PARTS CO COM 372460105 1,613 19,946 SH   DFND   19,946 0 0
GENWORTH FINL INC COM CL A 37247D106 400,628 31,323,500 SH   DFND 1,5 0 0 31,323,500
GENWORTH FINL INC COM CL A 37247D106 1,998 156,235 SH   DFND 2 156,235 0 0
GENWORTH FINL INC COM CL A 37247D106 237 18,531 SH   DFND 3 18,531 0 0
GENWORTH FINL INC COM CL A 37247D106 2,378 185,900 SH   DFND 6 185,900 0 0
GEO GROUP INC COM 36159R103 95,552 2,873,742 SH   DFND 1,5 0 0 2,873,742
GEOSPACE TECHNOLOGIES CORP COM 37364X109 875 10,374 SH   DFND 1,5 0 0 10,374
GEOSPACE TECHNOLOGIES CORP COM 37364X109 7,977 94,626 SH   DFND 8 0 0 94,626
GERDAU S A SPON ADR REP PFD 373737105 37,927 5,084,000 SH   DFND 1,5 0 0 5,084,000
GERDAU S A SPON ADR REP PFD 373737105 1,429 191,600 SH   DFND 7 191,600 0 0
GERON CORP COM 374163103 19,452 5,806,700 SH   DFND 8 0 0 5,806,700
GFI GROUP INC COM 361652209 27,300 6,911,436 SH   DFND 1,5 0 0 6,911,436
GFI GROUP INC COM 361652209 11,578 2,931,016 SH   DFND 6 2,775,016 0 156,000
GFI GROUP INC COM 361652209 8,690 2,200,000 SH   DFND 8 0 0 2,200,000
GIBRALTAR INDS INC COM 374689107 3,112 218,217 SH   DFND 1,5 0 0 218,217
GIGAMON INC COM 37518B102 858 22,200 SH   DFND 1,5 0 0 22,200
GILDAN ACTIVEWEAR INC COM 375916103 441,831 9,521,095 SH   DFND 1,5 0 0 9,521,095
GILDAN ACTIVEWEAR INC COM 375916103 30,242 651,327 SH   DFND 6 543,800 0 107,527
GILDAN ACTIVEWEAR INC COM 375916103 66,991 1,443,600 SH   DFND 7 1,400,900 0 42,700
GILDAN ACTIVEWEAR INC COM 375916103 316,008 6,809,700 SH   DFND   6,138,200 0 671,500
GILEAD SCIENCES INC COM 375558103 5,359,131 85,282,156 SH   DFND 1,5 0 0 85,282,156
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 51,238 18,510,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 30,437 484,352 SH   DFND 2 484,352 0 0
GILEAD SCIENCES INC COM 375558103 9,186 146,182 SH   DFND 3 146,182 0 0
GILEAD SCIENCES INC COM 375558103 101,554 1,616,080 SH   DFND 6 921,370 0 694,710
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 830 300,000 PRN   DFND 6 0 0 0
GILEAD SCIENCES INC COM 375558103 169,997 2,705,233 SH   DFND 7 2,406,643 0 298,590
GILEAD SCIENCES INC COM 375558103 1,552,151 24,700,053 SH   DFND 8 0 0 24,700,053
GILEAD SCIENCES INC COM 375558103 27,047 430,406 SH   DFND   430,406 0 0
GLATFELTER COM 377316104 50,263 1,856,785 SH   DFND 1,5 400 0 1,856,385
GLATFELTER COM 377316104 5,574 205,900 SH   DFND 8 0 0 205,900
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 447,106 8,911,815 SH   DFND 1,5 0 0 8,911,815
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,032 20,573 SH   DFND 3 20,573 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,946 38,780 SH   DFND 6 38,780 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 68,281 1,361,000 SH   DFND 8 0 0 1,361,000
GLIMCHER RLTY TR SH BEN INT 379302102 140,025 14,361,569 SH   DFND 1,5 173,528 0 14,188,041
GLIMCHER RLTY TR SH BEN INT 379302102 21,637 2,219,212 SH   DFND 6 2,219,212 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 45,179 4,633,760 SH   DFND 8 0 0 4,633,760
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 35,195 2,006,564 SH   DFND 1,5 0 0 2,006,564
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,920 280,480 SH   DFND 6 280,480 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 795 45,298 SH   DFND 7 45,298 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 8,866 505,487 SH   DFND 8 0 0 505,487
GLOBAL CASH ACCESS HLDGS INC COM 378967103 4,531 580,100 SH   DFND 6 580,100 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 226 24,200 SH   DFND 1,5 0 0 24,200
GLOBAL EAGLE ENTMT INC COM 37951D102 2,914 312,000 SH   DFND 6 312,000 0 0
GLOBAL PMTS INC COM 37940X102 173,845 3,403,391 SH   DFND 1,5 0 0 3,403,391
GLOBAL PMTS INC COM 37940X102 23,147 453,150 SH   DFND 6 453,150 0 0
GLOBAL PMTS INC COM 37940X102 12,664 247,917 SH   DFND 8 0 0 247,917
GLOBECOMM SYSTEMS INC COM 37956X103 1,087 77,500 SH   DFND 1,5 0 0 77,500
GNC HLDGS INC COM CL A 36191G107 304,912 5,581,396 SH   DFND 1,5 0 0 5,581,396
GNC HLDGS INC COM CL A 36191G107 18,493 338,510 SH   DFND 6 268,210 0 70,300
GNC HLDGS INC COM CL A 36191G107 2,039 37,316 SH   DFND 7 36,916 0 400
GNC HLDGS INC COM CL A 36191G107 16,127 295,200 SH   DFND 8 0 0 295,200
GNC HLDGS INC COM CL A 36191G107 2,890 52,901 SH   DFND   52,901 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 663 145,000 SH   DFND 1,5 0 0 145,000
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 35,840 7,842,526 SH   DFND 8 0 0 7,842,526
GOLD RESOURCE CORP COM 38068T105 663 100,000 SH   DFND 8 0 0 100,000
GOLD STD VENTURES CORP COM 380738104 248 425,400 SH   DFND 8 0 0 425,400
GOLDCORP INC NEW COM 380956409 128,599 4,942,661 SH   DFND 1,5 0 0 4,942,661
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2,018 2,000,000 PRN   DFND 1,5 0 0 0
GOLDCORP INC NEW COM 380956409 17,898 687,886 SH   DFND 6 225,685 0 462,201
GOLDCORP INC NEW COM 380956409 89,940 3,456,820 SH   DFND 7 3,378,940 0 77,880
GOLDCORP INC NEW COM 380956409 156,620 6,019,650 SH   DFND 8 0 0 6,019,650
GOLDCORP INC NEW COM 380956409 29,169 1,121,097 SH   DFND 9 1,121,097 0 0
GOLDCORP INC NEW COM 380956409 118,959 4,572,154 SH   DFND   4,022,372 0 549,782
GOLDMAN SACHS GROUP INC COM 38141G104 205,177 1,296,862 SH   DFND 1,5 0 0 1,296,862
GOLDMAN SACHS GROUP INC COM 38141G104 20,910 132,167 SH   DFND 2 132,167 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,467 34,553 SH   DFND 3 34,553 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 9,493 60,000 SH   DFND 8 0 0 60,000
GOODYEAR TIRE & RUBR CO COM 382550101 17,504 779,700 SH   DFND 1,5 0 0 779,700
GOODYEAR TIRE & RUBR CO COM 382550101 1,747 77,838 SH   DFND 2 77,838 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 626 27,900 SH   DFND 6 27,900 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 12,261 546,126 SH   DFND 8 0 0 546,126
GOOGLE INC CL A 38259P508 14,716,512 16,801,397 SH   DFND 1,5 6,999 0 16,794,398
GOOGLE INC CL A 38259P508 77,535 88,519 SH   DFND 2 88,519 0 0
GOOGLE INC CL A 38259P508 20,391 23,280 SH   DFND 3 23,280 0 0
GOOGLE INC CL A 38259P508 221,928 253,369 SH   DFND 6 140,169 0 113,200
GOOGLE INC CL A 38259P508 332,400 379,491 SH   DFND 7 323,581 0 55,910
GOOGLE INC CL A 38259P508 637,863 728,229 SH   DFND 8 0 0 728,229
GOOGLE INC CL A 38259P508 16,361 18,679 SH   DFND 9 18,679 0 0
GOOGLE INC CL A 38259P508 90,694 103,543 SH   DFND   103,543 0 0
GRACE W R & CO DEL NEW COM 38388F108 142,185 1,626,825 SH   DFND 1,5 0 0 1,626,825
GRACE W R & CO DEL NEW COM 38388F108 4,059 46,440 SH   DFND 6 41,810 0 4,630
GRACE W R & CO DEL NEW COM 38388F108 253 2,900 SH   DFND 7 0 0 2,900
GRACE W R & CO DEL NEW COM 38388F108 90,268 1,032,818 SH   DFND 8 0 0 1,032,818
GRACO INC COM 384109104 36,289 489,988 SH   DFND 1,5 0 0 489,988
GRACO INC COM 384109104 22,105 298,471 SH   DFND 8 0 0 298,471
GRAFTECH INTL LTD COM 384313102 171,140 20,253,302 SH   DFND 1,5 0 0 20,253,302
GRAINGER W W INC COM 384802104 851,934 3,255,259 SH   DFND 1,5 0 0 3,255,259
GRAINGER W W INC COM 384802104 5,122 19,573 SH   DFND 2 19,573 0 0
GRAINGER W W INC COM 384802104 1,613 6,164 SH   DFND 3 6,164 0 0
GRAINGER W W INC COM 384802104 393 1,500 SH   DFND 6 1,500 0 0
GRAINGER W W INC COM 384802104 21,952 83,881 SH   DFND 8 0 0 83,881
GRAINGER W W INC COM 384802104 388 1,481 SH   DFND 9 1,481 0 0
GRAN TIERRA ENERGY INC COM 38500T101 5,387 759,100 SH   DFND 1,5 29,900 0 729,200
GRAN TIERRA ENERGY INC COM 38500T101 2,675 376,900 SH   DFND 6 0 0 376,900
GRAN TIERRA ENERGY INC COM 38500T101 26,247 3,698,500 SH   DFND 7 3,595,270 0 103,230
GRAN TIERRA ENERGY INC COM 38500T101 71,377 10,058,420 SH   DFND   8,305,290 0 1,753,130
GRAND CANYON ED INC COM 38526M106 175,010 4,344,826 SH   DFND 1,5 0 0 4,344,826
GRANITE CONSTR INC COM 387328107 4,932 161,179 SH   DFND 8 0 0 161,179
GRAPHIC PACKAGING HLDG CO COM 388689101 56,779 6,633,103 SH   DFND 1,5 0 0 6,633,103
GRAPHIC PACKAGING HLDG CO COM 388689101 19,840 2,317,733 SH   DFND 8 0 0 2,317,733
GRAY TELEVISION INC COM 389375106 58,307 7,427,648 SH   DFND 1,5 0 0 7,427,648
GREAT PLAINS ENERGY INC COM 391164100 18,388 828,300 SH   DFND 1,5 0 0 828,300
GREAT PLAINS ENERGY INC COM 391164100 11,962 538,810 SH   DFND 6 538,810 0 0
GREAT PLAINS ENERGY INC COM 391164100 9,805 441,678 SH   DFND 7 441,678 0 0
GREAT PLAINS ENERGY INC COM 391164100 690 31,077 SH   DFND   31,077 0 0
GREATBATCH INC COM 39153L106 10,447 307,000 SH   DFND 1,5 0 0 307,000
GREEN DOT CORP CL A 39304D102 55,293 2,100,000 SH   DFND 1,5 0 0 2,100,000
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,672,392 22,200,882 SH   DFND 1,5 0 0 22,200,882
GREEN MTN COFFEE ROASTERS IN COM 393122106 5,379 71,400 SH   DFND 6 71,400 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,865 24,756 SH   DFND 7 24,756 0 0
GREEN MTN COFFEE ROASTERS IN COM 393122106 23,212 308,131 SH   DFND 8 0 0 308,131
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 13,484 13,500,000 PRN   DFND 1,5 0 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 13,808 12,860,000 PRN   DFND 1,5 0 0 0
GREENHILL & CO INC COM 395259104 54,561 1,093,836 SH   DFND 1,5 9,016 0 1,084,820
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 37,479 1,317,815 SH   DFND 1,5 0 0 1,317,815
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 272 9,567 SH   DFND 8 0 0 9,567
GRIFOLS S A SP ADR REP B NVT 398438408 279,873 9,242,830 SH   DFND 1,5 28,200 0 9,214,630
GRIFOLS S A SP ADR REP B NVT 398438408 643 21,228 SH   DFND 2 0 0 21,228
GRIFOLS S A SP ADR REP B NVT 398438408 62,757 2,072,540 SH   DFND 6 815,235 0 1,257,305
GRIFOLS S A SP ADR REP B NVT 398438408 24,176 798,421 SH   DFND 7 570,898 0 227,523
GRIFOLS S A SP ADR REP B NVT 398438408 63,175 2,086,369 SH   DFND 8 0 0 2,086,369
GROUPE CGI INC CL A SUB VTG 39945C109 473,758 13,499,150 SH   DFND 1,5 0 0 13,499,150
GROUPE CGI INC CL A SUB VTG 39945C109 10,062 286,700 SH   DFND 6 56,400 0 230,300
GROUPE CGI INC CL A SUB VTG 39945C109 180,981 5,156,830 SH   DFND 7 5,077,030 0 79,800
GROUPE CGI INC CL A SUB VTG 39945C109 488 13,900 SH   DFND 8 0 0 13,900
GROUPE CGI INC CL A SUB VTG 39945C109 484,911 13,816,957 SH   DFND   12,469,757 0 1,347,200
GROUPON INC COM CL A 399473107 88,413 7,886,946 SH   DFND 1,5 0 0 7,886,946
GROUPON INC COM CL A 399473107 227 20,206 SH   DFND 6 20,206 0 0
GROUPON INC COM CL A 399473107 12,337 1,100,548 SH   DFND 8 0 0 1,100,548
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 65,224 2,333,600 SH   DFND 1,5 0 0 2,333,600
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,409 86,200 SH   DFND 7 86,200 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 49,515 5,818,421 SH   DFND 1,5 110,070 0 5,708,351
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 88,534 67,940,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 2,580 1,980,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 1,243 146,040 SH   DFND 8 0 0 146,040
GUESS INC COM 401617105 361,325 12,104,678 SH   DFND 1,5 0 0 12,104,678
GUIDEWIRE SOFTWARE INC COM 40171V100 264,134 5,606,758 SH   DFND 1,5 300 0 5,606,458
GUIDEWIRE SOFTWARE INC COM 40171V100 23,236 493,220 SH   DFND 6 493,220 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 20,224 429,288 SH   DFND 7 403,628 0 25,660
GUIDEWIRE SOFTWARE INC COM 40171V100 34,525 732,861 SH   DFND 8 0 0 732,861
GUIDEWIRE SOFTWARE INC COM 40171V100 896 19,018 SH   DFND   19,018 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,485 60,600 SH   DFND 8 0 0 60,600
GULFMARK OFFSHORE INC CL A NEW 402629208 1,135 22,300 SH   DFND   22,300 0 0
GULFPORT ENERGY CORP COM NEW 402635304 7,709 119,820 SH   DFND 1,5 0 0 119,820
GULFPORT ENERGY CORP COM NEW 402635304 30,052 467,080 SH   DFND 8 0 0 467,080
HACKETT GROUP INC COM 404609109 382 53,618 SH   DFND 1,5 0 0 53,618
HACKETT GROUP INC COM 404609109 6,294 882,732 SH   DFND 6 749,143 0 133,589
HACKETT GROUP INC COM 404609109 405 56,764 SH   DFND 7 53,063 0 3,701
HACKETT GROUP INC COM 404609109 842 118,136 SH   DFND   118,136 0 0
HAEMONETICS CORP COM 405024100 3,988 100,000 SH   DFND 1,5 0 0 100,000
HAEMONETICS CORP COM 405024100 23,910 599,560 SH   DFND 6 599,560 0 0
HAEMONETICS CORP COM 405024100 3,546 88,926 SH   DFND 7 88,926 0 0
HAEMONETICS CORP COM 405024100 252 6,322 SH   DFND   6,322 0 0
HAIN CELESTIAL GROUP INC COM 405217100 10,517 136,371 SH   DFND 1,5 200 0 136,171
HAIN CELESTIAL GROUP INC COM 405217100 5,308 68,829 SH   DFND 8 0 0 68,829
HALCON RES CORP COM NEW 40537Q209 1,772 400,000 SH   DFND 1,5 0 0 400,000
HALCON RES CORP COM NEW 40537Q209 8,993 2,030,000 SH   DFND 8 0 0 2,030,000
HALLIBURTON CO COM 406216101 952,220 19,776,125 SH   DFND 1,5 2,875 0 19,773,250
HALLIBURTON CO COM 406216101 12,884 267,575 SH   DFND 2 267,575 0 0
HALLIBURTON CO COM 406216101 4,940 102,597 SH   DFND 3 102,597 0 0
HALLIBURTON CO COM 406216101 32,132 667,334 SH   DFND 6 279,474 0 387,860
HALLIBURTON CO COM 406216101 30,217 627,560 SH   DFND 7 544,960 0 82,600
HALLIBURTON CO COM 406216101 410,339 8,522,094 SH   DFND 8 0 0 8,522,094
HALLIBURTON CO COM 406216101 95,613 1,985,738 SH   DFND 9 1,985,738 0 0
HALLIBURTON CO COM 406216101 3,348 69,531 SH   DFND   69,531 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 20,866 1,890,000 SH   DFND 1,5 0 0 1,890,000
HALOZYME THERAPEUTICS INC COM 40637H109 29,799 2,699,140 SH   DFND 8 0 0 2,699,140
HANESBRANDS INC COM 410345102 397,618 6,381,287 SH   DFND 1,5 20,266 0 6,361,021
HANESBRANDS INC COM 410345102 13,380 214,738 SH   DFND 6 210,108 0 4,630
HANESBRANDS INC COM 410345102 54,326 871,860 SH   DFND 7 868,960 0 2,900
HANESBRANDS INC COM 410345102 20,120 322,894 SH   DFND   322,894 0 0
HANGER INC COM NEW 41043F208 24,311 720,115 SH   DFND 1,5 0 0 720,115
HANGER INC COM NEW 41043F208 37,085 1,098,484 SH   DFND 6 994,884 0 103,600
HANGER INC COM NEW 41043F208 1,418 42,000 SH   DFND 7 41,500 0 500
HANGER INC COM NEW 41043F208 21,342 632,155 SH   DFND 8 0 0 632,155
HANGER INC COM NEW 41043F208 3,849 114,002 SH   DFND   114,002 0 0
HANMI FINL CORP COM NEW 410495204 38,780 2,340,359 SH   DFND 6 2,260,859 0 79,500
HANMI FINL CORP COM NEW 410495204 7,274 438,993 SH   DFND 7 404,423 0 34,570
HANMI FINL CORP COM NEW 410495204 4,809 290,212 SH   DFND 8 0 0 290,212
HANMI FINL CORP COM NEW 410495204 1,443 87,113 SH   DFND   87,113 0 0
HANOVER INS GROUP INC COM 410867105 29,231 528,400 SH   DFND 1,5 0 0 528,400
HANOVER INS GROUP INC COM 410867105 5,095 92,100 SH   DFND 8 0 0 92,100
HARLEY DAVIDSON INC COM 412822108 526,287 8,192,520 SH   DFND 1,5 0 0 8,192,520
HARLEY DAVIDSON INC COM 412822108 4,535 70,587 SH   DFND 2 70,587 0 0
HARLEY DAVIDSON INC COM 412822108 796 12,393 SH   DFND 3 12,393 0 0
HARLEY DAVIDSON INC COM 412822108 912 14,192 SH   DFND 7 14,192 0 0
HARLEY DAVIDSON INC COM 412822108 18,019 280,500 SH   DFND 8 0 0 280,500
HARLEY DAVIDSON INC COM 412822108 67,294 1,047,536 SH   DFND 9 1,047,536 0 0
HARMAN INTL INDS INC COM 413086109 118,360 1,787,100 SH   DFND 1,5 0 0 1,787,100
HARMAN INTL INDS INC COM 413086109 1,427 21,540 SH   DFND 2 21,540 0 0
HARMAN INTL INDS INC COM 413086109 286 4,311 SH   DFND 3 4,311 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 324 95,800 SH   DFND 1,5 0 0 95,800
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 8,970 2,653,700 SH   DFND 8 0 0 2,653,700
HARRIS CORP DEL COM 413875105 6,209 104,700 SH   DFND 1,5 0 0 104,700
HARRIS CORP DEL COM 413875105 2,007 33,838 SH   DFND 2 33,838 0 0
HARRIS TEETER SUPERMARKETS I COM 414585109 4,919 100,000 SH   DFND   100,000 0 0
HARSCO CORP COM 415864107 198,693 7,979,629 SH   DFND 1,5 1,928 0 7,977,701
HARSCO CORP COM 415864107 4,916 197,410 SH   DFND 6 197,410 0 0
HARSCO CORP COM 415864107 537 21,553 SH   DFND 7 21,553 0 0
HARSCO CORP COM 415864107 23,076 926,757 SH   DFND 8 0 0 926,757
HARTE-HANKS INC COM 416196103 10,155 1,150,000 SH   DFND 1,5 0 0 1,150,000
HARTFORD FINL SVCS GROUP INC COM 416515104 284,046 9,127,442 SH   DFND 1,5 0 0 9,127,442
HARTFORD FINL SVCS GROUP INC COM 416515104 4,481 143,990 SH   DFND 2 143,990 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 586 18,828 SH   DFND 3 18,828 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 10,071 323,620 SH   DFND 6 221,330 0 102,290
HARTFORD FINL SVCS GROUP INC COM 416515104 1,826 58,690 SH   DFND 7 25,120 0 33,570
HARTFORD FINL SVCS GROUP INC COM 416515104 15,140 486,500 SH   DFND 8 0 0 486,500
HARVEST CAP CR CORP COM 41753F109 4,975 333,000 SH   DFND 1,5 0 0 333,000
HASBRO INC COM 418056107 16,735 355,000 SH   DFND 1,5 0 0 355,000
HASBRO INC COM 418056107 1,722 36,535 SH   DFND 2 36,535 0 0
HASBRO INC COM 418056107 496 10,529 SH   DFND 3 10,529 0 0
HASBRO INC COM 418056107 326 6,905 SH   DFND 9 6,905 0 0
HATTERAS FINL CORP COM 41902R103 9,420 503,500 SH   DFND 1,5 0 0 503,500
HATTERAS FINL CORP COM 41902R103 4,350 232,500 SH   DFND 8 0 0 232,500
HAWAIIAN ELEC INDUSTRIES COM 419870100 76,447 3,045,691 SH   DFND 1,5 97,191 0 2,948,500
HAWAIIAN ELEC INDUSTRIES COM 419870100 452 18,000 SH   DFND 6 18,000 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 1,932 72,635 SH   DFND 1,5 0 0 72,635
HAWAIIAN TELCOM HOLDCO INC COM 420031106 3,050 114,665 SH   DFND 8 0 0 114,665
HAYNES INTERNATIONAL INC COM NEW 420877201 74,069 1,634,005 SH   DFND 1,5 0 0 1,634,005
HAYNES INTERNATIONAL INC COM NEW 420877201 9,783 215,823 SH   DFND 8 0 0 215,823
HCA HOLDINGS INC COM 40412C101 527,244 12,333,198 SH   DFND 1,5 300 0 12,332,898
HCA HOLDINGS INC COM 40412C101 45,612 1,066,950 SH   DFND 6 513,960 0 552,990
HCA HOLDINGS INC COM 40412C101 60,412 1,413,150 SH   DFND 7 909,130 0 504,020
HCA HOLDINGS INC COM 40412C101 74,800 1,749,700 SH   DFND 8 0 0 1,749,700
HCC INS HLDGS INC COM 404132102 81,074 1,850,161 SH   DFND 1,5 0 0 1,850,161
HCC INS HLDGS INC COM 404132102 8,019 183,000 SH   DFND 8 0 0 183,000
HCP INC COM 40414L109 366,053 8,939,025 SH   DFND 1,5 190,869 0 8,748,156
HCP INC COM 40414L109 5,897 144,011 SH   DFND 2 144,011 0 0
HCP INC COM 40414L109 941 22,970 SH   DFND 3 22,970 0 0
HCP INC COM 40414L109 26,598 649,527 SH   DFND 6 649,527 0 0
HCP INC COM 40414L109 190,345 4,648,220 SH   DFND 8 0 0 4,648,220
HDFC BANK LTD ADR REPS 3 SHS 40415F101 126,774 4,118,700 SH   DFND 1,5 51,400 0 4,067,300
HDFC BANK LTD ADR REPS 3 SHS 40415F101 893 29,000 SH   DFND 6 0 0 29,000
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,953 95,950 SH   DFND   42,200 0 53,750
HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 179 180,000 PRN   DFND 1,5 0 0 0
HEADWATERS INC COM 42210P102 4,475 497,809 SH   DFND 8 0 0 497,809
HEALTH CARE REIT INC PFD PER CON I 42217K601 3,851 66,800 SH   DFND 1,5 0 0 66,800
HEALTH CARE REIT INC COM 42217K106 34,815 558,108 SH   DFND 1,5 21,988 0 536,120
HEALTH CARE REIT INC COM 42217K106 5,660 90,736 SH   DFND 2 90,736 0 0
HEALTH CARE REIT INC COM 42217K106 895 14,349 SH   DFND 3 14,349 0 0
HEALTH CARE REIT INC COM 42217K106 17,224 276,120 SH   DFND 6 276,120 0 0
HEALTH CARE REIT INC COM 42217K106 21,873 350,647 SH   DFND 8 0 0 350,647
HEALTH CARE REIT INC COM 42217K106 4,817 77,223 SH   DFND   77,223 0 0
HEALTH NET INC COM 42222G108 47,319 1,492,700 SH   DFND 1,5 0 0 1,492,700
HEALTHSTREAM INC COM 42222N103 42,596 1,124,496 SH   DFND 1,5 8,416 0 1,116,080
HEALTHSTREAM INC COM 42222N103 34,183 902,398 SH   DFND 8 0 0 902,398
HEALTHWAYS INC COM 422245100 29,755 1,607,483 SH   DFND 1,5 0 0 1,607,483
HEARTLAND PMT SYS INC COM 42235N108 182,111 4,584,866 SH   DFND 1,5 0 0 4,584,866
HEARTLAND PMT SYS INC COM 42235N108 27,377 689,240 SH   DFND 6 689,240 0 0
HEARTLAND PMT SYS INC COM 42235N108 9,919 249,735 SH   DFND 8 0 0 249,735
HEARTWARE INTL INC COM 422368100 76,899 1,050,395 SH   DFND 1,5 18,511 0 1,031,884
HEARTWARE INTL INC COM 422368100 42,531 580,950 SH   DFND 8 0 0 580,950
HEICO CORP NEW COM 422806109 380 5,608 SH   DFND 1,5 0 0 5,608
HEICO CORP NEW COM 422806109 27,092 399,934 SH   DFND 8 0 0 399,934
HELEN OF TROY CORP LTD COM G4388N106 190,779 4,316,258 SH   DFND 1,5 0 0 4,316,258
HELEN OF TROY CORP LTD COM G4388N106 21,235 480,425 SH   DFND 6 480,425 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 16,284 641,849 SH   DFND 1,5 800 0 641,049
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 9,311 367,000 SH   DFND 8 0 0 367,000
HELMERICH & PAYNE INC COM 423452101 66,392 962,904 SH   DFND 1,5 13,824 0 949,080
HELMERICH & PAYNE INC COM 423452101 2,323 33,697 SH   DFND 2 33,697 0 0
HELMERICH & PAYNE INC COM 423452101 634 9,200 SH   DFND 6 9,200 0 0
HENRY JACK & ASSOC INC COM 426281101 8,722 169,000 SH   DFND 1,5 300 0 168,700
HENRY JACK & ASSOC INC COM 426281101 4,598 89,100 SH   DFND 8 0 0 89,100
HERBALIFE LTD COM USD SHS G4412G101 885,679 12,694,271 SH   DFND 1,5 0 0 12,694,271
HERBALIFE LTD COM USD SHS G4412G101 3,258 46,695 SH   DFND 6 46,695 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,236 17,718 SH   DFND 7 17,718 0 0
HERBALIFE LTD COM USD SHS G4412G101 5,420 77,690 SH   DFND 8 0 0 77,690
HERCULES OFFSHORE INC COM 427093109 2,468 334,900 SH   DFND 8 0 0 334,900
HERITAGE FINL CORP WASH COM 42722X106 776 50,000 SH   DFND 1,5 0 0 50,000
HERSHEY CO COM 427866108 285,965 3,091,510 SH   DFND 1,5 9,450 0 3,082,060
HERSHEY CO COM 427866108 4,377 47,320 SH   DFND 2 47,320 0 0
HERSHEY CO COM 427866108 628 6,789 SH   DFND 3 6,789 0 0
HERSHEY CO COM 427866108 4,455 48,165 SH   DFND 6 43,445 0 4,720
HERSHEY CO COM 427866108 291 3,150 SH   DFND 7 200 0 2,950
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 26,913 10,000,000 PRN   DFND 1,5 0 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 321,467 14,506,635 SH   DFND 1,5 0 0 14,506,635
HERTZ GLOBAL HOLDINGS INC COM 42805T105 756 34,100 SH   DFND 6 34,100 0 0
HESS CORP COM 42809H107 345,072 4,461,755 SH   DFND 1,5 29,832 0 4,431,923
HESS CORP COM 42809H107 7,060 91,279 SH   DFND 2 91,279 0 0
HESS CORP COM 42809H107 1,721 22,247 SH   DFND 3 22,247 0 0
HESS CORP COM 42809H107 29,822 385,593 SH   DFND 6 171,613 0 213,980
HESS CORP COM 42809H107 14,983 193,730 SH   DFND 7 140,440 0 53,290
HESS CORP COM 42809H107 64,144 829,377 SH   DFND 8 0 0 829,377
HEWLETT PACKARD CO COM 428236103 216,980 10,342,212 SH   DFND 1,5 0 0 10,342,212
HEWLETT PACKARD CO COM 428236103 12,759 608,143 SH   DFND 2 608,143 0 0
HEWLETT PACKARD CO COM 428236103 5,058 241,088 SH   DFND 3 241,088 0 0
HEWLETT PACKARD CO COM 428236103 16,692 795,620 SH   DFND 6 578,820 0 216,800
HEWLETT PACKARD CO COM 428236103 34,195 1,629,880 SH   DFND 7 1,558,800 0 71,080
HEWLETT PACKARD CO COM 428236103 48,866 2,329,181 SH   DFND 8 0 0 2,329,181
HEWLETT PACKARD CO COM 428236103 300,045 14,301,468 SH   DFND   14,301,468 0 0
HEXCEL CORP NEW COM 428291108 36,323 936,152 SH   DFND 1,5 0 0 936,152
HEXCEL CORP NEW COM 428291108 10,363 267,100 SH   DFND 8 0 0 267,100
HFF INC CL A 40418F108 20,974 837,287 SH   DFND 1,5 0 0 837,287
HFF INC CL A 40418F108 9,422 376,120 SH   DFND 6 376,120 0 0
HI-TECH PHARMACAL INC COM 42840B101 65,463 1,517,100 SH   DFND 1,5 0 0 1,517,100
HIBBETT SPORTS INC COM 428567101 19,521 347,660 SH   DFND 6 347,660 0 0
HIGHWOODS PPTYS INC COM 431284108 155,082 4,392,005 SH   DFND 1,5 0 0 4,392,005
HIGHWOODS PPTYS INC COM 431284108 41,352 1,171,123 SH   DFND 8 0 0 1,171,123
HIGHWOODS PPTYS INC COM 431284108 7,545 213,690 SH   DFND   213,690 0 0
HILL ROM HLDGS INC COM 431475102 196,453 5,482,924 SH   DFND 1,5 0 0 5,482,924
HILL ROM HLDGS INC COM 431475102 956 26,676 SH   DFND 7 26,676 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,517 151,700 SH   DFND 1,5 0 0 151,700
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 1,656 165,600 SH   DFND 8 0 0 165,600
HITTITE MICROWAVE CORP COM 43365Y104 1,035 15,840 SH   DFND 1,5 0 0 15,840
HITTITE MICROWAVE CORP COM 43365Y104 1,592 24,360 SH   DFND 8 0 0 24,360
HMS HLDGS CORP COM 40425J101 30,213 1,404,600 SH   DFND 1,5 0 0 1,404,600
HMS HLDGS CORP COM 40425J101 29,302 1,362,237 SH   DFND 6 1,147,837 0 214,400
HMS HLDGS CORP COM 40425J101 1,080 50,200 SH   DFND 7 48,700 0 1,500
HMS HLDGS CORP COM 40425J101 15,053 699,800 SH   DFND 8 0 0 699,800
HMS HLDGS CORP COM 40425J101 4,705 218,724 SH   DFND   218,724 0 0
HNI CORP COM 404251100 191,754 5,300,000 SH   DFND 1,5 0 0 5,300,000
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 71,276 2,155,300 SH   DFND 1,5 0 0 2,155,300
HOLLYFRONTIER CORP COM 436106108 232,906 5,530,905 SH   DFND 1,5 18,289 0 5,512,616
HOLLYFRONTIER CORP COM 436106108 1,352 32,096 SH   DFND 6 3,400 0 28,696
HOLLYFRONTIER CORP COM 436106108 1,157 27,482 SH   DFND 7 26,970 0 512
HOLLYFRONTIER CORP COM 436106108 22,755 540,359 SH   DFND 9 540,359 0 0
HOLLYFRONTIER CORP COM 436106108 13,462 319,680 SH   DFND   319,680 0 0
HOLOGIC INC COM 436440101 16,492 798,642 SH   DFND 1,5 12,800 0 785,842
HOLOGIC INC COM 436440101 18,482 895,000 SH   DFND 6 713,160 0 181,840
HOLOGIC INC COM 436440101 31,174 1,509,640 SH   DFND 7 932,720 0 576,920
HOLOGIC INC COM 436440101 407 19,690 SH   DFND   19,690 0 0
HOME DEPOT INC COM 437076102 2,267,156 29,889,994 SH   DFND 1,5 0 0 29,889,994
HOME DEPOT INC COM 437076102 34,381 453,282 SH   DFND 2 453,282 0 0
HOME DEPOT INC COM 437076102 12,299 162,153 SH   DFND 3 162,153 0 0
HOME DEPOT INC COM 437076102 175,469 2,313,363 SH   DFND 6 1,178,623 0 1,134,740
HOME DEPOT INC COM 437076102 269,867 3,557,906 SH   DFND 7 2,767,806 0 790,100
HOME DEPOT INC COM 437076102 252,805 3,332,961 SH   DFND 8 0 0 3,332,961
HOME DEPOT INC COM 437076102 44,615 588,206 SH   DFND 9 588,206 0 0
HOME DEPOT INC COM 437076102 8,156 107,525 SH   DFND   107,525 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 92,130 2,775,000 SH   DFND 1,5 0 0 2,775,000
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 4,409 200,300 SH   DFND 1,5 0 0 200,300
HOME PROPERTIES INC COM 437306103 240,656 4,167,204 SH   DFND 1,5 103,776 0 4,063,428
HOME PROPERTIES INC COM 437306103 21,885 378,964 SH   DFND 6 378,964 0 0
HOME PROPERTIES INC COM 437306103 68,122 1,179,604 SH   DFND 8 0 0 1,179,604
HOMEAWAY INC COM 43739Q100 27,760 991,422 SH   DFND 9 991,422 0 0
HONDA MOTOR LTD AMERN SHS 438128308 45,898 1,203,406 SH   DFND 1,5 0 0 1,203,406
HONDA MOTOR LTD AMERN SHS 438128308 44,929 1,178,005 SH   DFND 8 0 0 1,178,005
HONEYWELL INTL INC COM 438516106 1,529,086 18,413,846 SH   DFND 1,5 310 0 18,413,536
HONEYWELL INTL INC COM 438516106 20,623 248,356 SH   DFND 2 248,356 0 0
HONEYWELL INTL INC COM 438516106 6,593 79,401 SH   DFND 3 79,401 0 0
HONEYWELL INTL INC COM 438516106 56,173 676,460 SH   DFND 6 384,710 0 291,750
HONEYWELL INTL INC COM 438516106 98,960 1,191,715 SH   DFND 7 1,056,965 0 134,750
HONEYWELL INTL INC COM 438516106 112,455 1,354,224 SH   DFND 8 0 0 1,354,224
HONEYWELL INTL INC COM 438516106 28,278 340,533 SH   DFND   340,533 0 0
HORIZON PHARMA INC COM 44047T109 13,931 4,121,630 SH   DFND 1,5 0 0 4,121,630
HORIZON PHARMA INC COM 44047T109 984 290,997 SH   DFND 7 290,997 0 0
HORIZON PHARMA INC COM 44047T109 5,828 1,724,400 SH   DFND 8 0 0 1,724,400
HORMEL FOODS CORP COM 440452100 1,794 42,594 SH   DFND 2 42,594 0 0
HORMEL FOODS CORP COM 440452100 335 7,952 SH   DFND 3 7,952 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 227 3,950 SH   DFND 1,5 350 0 3,600
HORNBECK OFFSHORE SVCS INC N COM 440543106 14,848 258,500 SH   DFND 8 0 0 258,500
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 11,921 11,180,000 PRN   DFND 1,5 0 0 0
HOSPIRA INC COM 441060100 179,377 4,573,600 SH   DFND 1,5 0 0 4,573,600
HOSPIRA INC COM 441060100 2,056 52,419 SH   DFND 2 52,419 0 0
HOSPIRA INC COM 441060100 353 9,010 SH   DFND 3 9,010 0 0
HOSPIRA INC COM 441060100 1,000 25,500 SH   DFND 8 0 0 25,500
HOST HOTELS & RESORTS INC COM 44107P104 504,260 28,537,627 SH   DFND 1,5 809,796 0 27,727,831
HOST HOTELS & RESORTS INC COM 44107P104 4,194 237,340 SH   DFND 2 237,340 0 0
HOST HOTELS & RESORTS INC COM 44107P104 188 10,640 SH   DFND 3 10,640 0 0
HOST HOTELS & RESORTS INC COM 44107P104 22,831 1,292,060 SH   DFND 6 1,292,060 0 0
HOST HOTELS & RESORTS INC COM 44107P104 229,235 12,973,117 SH   DFND 8 0 0 12,973,117
HOUSTON WIRE & CABLE CO COM 44244K109 27,974 2,076,784 SH   DFND 1,5 0 0 2,076,784
HOUSTON WIRE & CABLE CO COM 44244K109 5,032 373,578 SH   DFND 6 373,578 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 766 56,891 SH   DFND 7 56,891 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 1,849 137,234 SH   DFND 8 0 0 137,234
HOVNANIAN ENTERPRISES INC CL A 442487203 13,598 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 27,515 244,861 SH   DFND 1,5 0 0 244,861
HOWARD HUGHES CORP COM 44267D107 14,653 130,400 SH   DFND 6 83,600 0 46,800
HOWARD HUGHES CORP COM 44267D107 3,336 29,690 SH   DFND 7 21,120 0 8,570
HOWARD HUGHES CORP COM 44267D107 4,045 36,000 SH   DFND   36,000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 940,993 17,342,290 SH   DFND 1,5 0 0 17,342,290
HSBC HLDGS PLC SPON ADR NEW 404280406 510 9,402 SH   DFND 3 9,402 0 0
HSN INC COM 404303109 160,533 2,993,909 SH   DFND 1,5 0 0 2,993,909
HUANENG PWR INTL INC SPON ADR H SHS 443304100 549 13,700 SH   DFND 7 13,700 0 0
HUB GROUP INC CL A 443320106 73,085 1,863,000 SH   DFND 1,5 10,576 0 1,852,424
HUB GROUP INC CL A 443320106 23,476 598,427 SH   DFND 6 476,127 0 122,300
HUB GROUP INC CL A 443320106 993 25,300 SH   DFND 7 24,600 0 700
HUB GROUP INC CL A 443320106 12,475 318,000 SH   DFND 8 0 0 318,000
HUB GROUP INC CL A 443320106 4,315 110,000 SH   DFND   110,000 0 0
HUBBELL INC CL B 443510201 538,216 5,138,589 SH   DFND 1,5 8,000 0 5,130,589
HUBBELL INC CL B 443510201 340 3,247 SH   DFND 6 3,247 0 0
HUBBELL INC CL B 443510201 4,419 42,193 SH   DFND 7 42,193 0 0
HUBBELL INC CL B 443510201 42,063 401,599 SH   DFND 8 0 0 401,599
HUDSON CITY BANCORP COM 443683107 1,361 150,427 SH   DFND 2 150,427 0 0
HUDSON CITY BANCORP COM 443683107 557 61,584 SH   DFND 3 61,584 0 0
HUDSON CITY BANCORP COM 443683107 9,458 1,045,085 SH   DFND 8 0 0 1,045,085
HUDSON PAC PPTYS INC COM 444097109 25,921 1,332,700 SH   DFND 1,5 0 0 1,332,700
HUDSON PAC PPTYS INC COM 444097109 3,890 200,000 SH   DFND 8 0 0 200,000
HUMANA INC COM 444859102 234,710 2,514,845 SH   DFND 1,5 0 0 2,514,845
HUMANA INC COM 444859102 4,621 49,512 SH   DFND 2 49,512 0 0
HUMANA INC COM 444859102 781 8,369 SH   DFND 3 8,369 0 0
HUMANA INC COM 444859102 8,027 86,010 SH   DFND 6 55,900 0 30,110
HUMANA INC COM 444859102 20,628 221,020 SH   DFND 7 132,770 0 88,250
HUMANA INC COM 444859102 93,006 996,532 SH   DFND 8 0 0 996,532
HUMANA INC COM 444859102 388 4,155 SH   DFND 9 4,155 0 0
HUNT J B TRANS SVCS INC COM 445658107 490,087 6,719,971 SH   DFND 1,5 0 0 6,719,971
HUNT J B TRANS SVCS INC COM 445658107 28,651 392,850 SH   DFND 8 0 0 392,850
HUNTINGTON BANCSHARES INC COM 446150104 365,609 44,262,572 SH   DFND 1,5 0 0 44,262,572
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 51,104 41,213 SH   DFND 1,5 0 0 41,213
HUNTINGTON BANCSHARES INC COM 446150104 2,169 262,543 SH   DFND 2 262,543 0 0
HUNTINGTON BANCSHARES INC COM 446150104 432 52,311 SH   DFND 3 52,311 0 0
HUNTINGTON BANCSHARES INC COM 446150104 25,269 3,059,141 SH   DFND 6 1,938,441 0 1,120,700
HUNTINGTON BANCSHARES INC COM 446150104 25,167 3,046,854 SH   DFND 7 2,795,154 0 251,700
HUNTINGTON BANCSHARES INC COM 446150104 28,563 3,457,951 SH   DFND 8 0 0 3,457,951
HUNTINGTON BANCSHARES INC COM 446150104 145 17,500 SH   DFND 9 17,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 780 94,421 SH   DFND   94,421 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 30,991 459,813 SH   DFND 1,5 0 0 459,813
HUNTINGTON INGALLS INDS INC COM 446413106 25,208 374,007 SH   DFND 8 0 0 374,007
HUNTSMAN CORP COM 447011107 10,855 526,700 SH   DFND 1,5 0 0 526,700
HUNTSMAN CORP COM 447011107 225 10,900 SH   DFND 6 10,900 0 0
HUNTSMAN CORP COM 447011107 24,017 1,165,300 SH   DFND 8 0 0 1,165,300
HURCO COMPANIES INC COM 447324104 16,383 633,533 SH   DFND 1,5 0 0 633,533
HURCO COMPANIES INC COM 447324104 1,127 43,600 SH   DFND 8 0 0 43,600
HURON CONSULTING GROUP INC COM 447462102 23,794 452,280 SH   DFND 7 452,280 0 0
HYATT HOTELS CORP COM CL A 448579102 58,788 1,368,440 SH   DFND 1,5 0 0 1,368,440
HYATT HOTELS CORP COM CL A 448579102 10,534 245,200 SH   DFND 6 44,500 0 200,700
HYATT HOTELS CORP COM CL A 448579102 7,982 185,800 SH   DFND 7 142,200 0 43,600
HYATT HOTELS CORP COM CL A 448579102 15,593 362,961 SH   DFND 8 0 0 362,961
HYATT HOTELS CORP COM CL A 448579102 290 6,750 SH   DFND 9 6,750 0 0
HYPERION THERAPEUTICS INC COM 44915N101 13,705 524,500 SH   DFND 1,5 0 0 524,500
HYPERION THERAPEUTICS INC COM 44915N101 49,133 1,880,330 SH   DFND 8 0 0 1,880,330
HYPERION THERAPEUTICS INC COM 44915N101 15,716 601,473 SH   DFND   601,473 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 26,176 291,914 SH   DFND 1,5 0 0 291,914
IAC INTERACTIVECORP COM PAR $.001 44919P508 401 7,341 SH   DFND 3 7,341 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 28,312 517,880 SH   DFND 6 276,470 0 241,410
IAC INTERACTIVECORP COM PAR $.001 44919P508 53,949 986,810 SH   DFND 7 874,410 0 112,400
IAC INTERACTIVECORP COM PAR $.001 44919P508 14,919 272,900 SH   DFND 8 0 0 272,900
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,227 59,020 SH   DFND   59,020 0 0
IAMGOLD CORP COM 450913108 8,788 1,839,789 SH   DFND 1,5 0 0 1,839,789
IAMGOLD CORP COM 450913108 18,136 3,797,000 SH   DFND 8 0 0 3,797,000
IBERIABANK CORP COM 450828108 10,846 209,100 SH   DFND 8 0 0 209,100
ICF INTL INC COM 44925C103 49,678 1,402,941 SH   DFND 8 0 0 1,402,941
ICG GROUP INC COM 44928D108 53,567 3,775,000 SH   DFND 1,5 0 0 3,775,000
ICG GROUP INC COM 44928D108 656 46,200 SH   DFND 6 0 0 46,200
ICG GROUP INC COM 44928D108 5,219 367,789 SH   DFND 8 0 0 367,789
ICICI BK LTD ADR 45104G104 2,332 76,500 SH   DFND 1,5 76,500 0 0
ICON PLC SHS G4705A100 27,656 675,700 SH   DFND 1,5 0 0 675,700
ICU MED INC COM 44930G107 24,176 355,900 SH   DFND 1,5 0 0 355,900
IDACORP INC COM 451107106 27,105 560,017 SH   DFND 1,5 0 0 560,017
IDENIX PHARMACEUTICALS INC COM 45166R204 9,445 1,812,883 SH   DFND 8 0 0 1,812,883
IDEX CORP COM 45167R104 44,043 674,988 SH   DFND 1,5 0 0 674,988
IDEX CORP COM 45167R104 4,071 62,390 SH   DFND 6 62,390 0 0
IDEX CORP COM 45167R104 12,290 188,350 SH   DFND 7 188,350 0 0
IDEX CORP COM 45167R104 23,501 360,163 SH   DFND 8 0 0 360,163
IDEX CORP COM 45167R104 11,852 181,641 SH   DFND   181,641 0 0
IDEXX LABS INC COM 45168D104 3,767 37,800 SH   DFND 1,5 0 0 37,800
IDEXX LABS INC COM 45168D104 400 4,010 SH   DFND 6 4,010 0 0
IDT CORP CL B NEW 448947507 1,387 78,119 SH   DFND 1,5 0 0 78,119
IDT CORP CL B NEW 448947507 2,132 120,119 SH   DFND 8 0 0 120,119
IGATE CORP COM 45169U105 72,176 2,600,000 SH   DFND 1,5 0 0 2,600,000
IGATE CORP COM 45169U105 9,563 344,500 SH   DFND 8 0 0 344,500
ILLINOIS TOOL WKS INC COM 452308109 651,789 8,545,807 SH   DFND 1,5 17,061 0 8,528,746
ILLINOIS TOOL WKS INC COM 452308109 9,945 130,389 SH   DFND 2 130,389 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,343 43,832 SH   DFND 3 43,832 0 0
ILLINOIS TOOL WKS INC COM 452308109 244 3,200 SH   DFND 6 3,200 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,709 22,412 SH   DFND 7 22,412 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,525 138,000 SH   DFND 8 0 0 138,000
ILLUMINA INC COM 452327109 766,446 9,482,199 SH   DFND 1,5 15,889 0 9,466,310
ILLUMINA INC COM 452327109 2,980 36,867 SH   DFND 6 36,867 0 0
ILLUMINA INC COM 452327109 5,078 62,820 SH   DFND 7 62,820 0 0
ILLUMINA INC COM 452327109 152,047 1,881,076 SH   DFND 8 0 0 1,881,076
ILLUMINA INC COM 452327109 21,494 265,910 SH   DFND   265,910 0 0
IMAGE SENSING SYS INC COM 45244C104 2,585 365,685 SH   DFND 1,5 0 0 365,685
IMATION CORP COM 45245A107 4,228 1,031,100 SH   DFND 8 0 0 1,031,100
IMAX CORP COM 45245E109 17,246 570,300 SH   DFND 1,5 0 0 570,300
IMAX CORP COM 45245E109 3,372 111,500 SH   DFND 8 0 0 111,500
IMMUNOGEN INC COM 45253H101 186,952 10,984,243 SH   DFND 1,5 0 0 10,984,243
IMMUNOGEN INC COM 45253H101 30,141 1,770,895 SH   DFND 8 0 0 1,770,895
IMMUNOMEDICS INC COM 452907108 56,252 9,087,506 SH   DFND 1,5 0 0 9,087,506
IMMUNOMEDICS INC COM 452907108 20,754 3,352,837 SH   DFND 8 0 0 3,352,837
IMPAX LABORATORIES INC COM 45256B101 67,131 3,273,076 SH   DFND 1,5 10,121 0 3,262,955
IMPAX LABORATORIES INC COM 45256B101 621 30,300 SH   DFND 7 28,900 0 1,400
IMPAX LABORATORIES INC COM 45256B101 20,768 1,012,600 SH   DFND 8 0 0 1,012,600
IMPAX LABORATORIES INC COM 45256B101 853 41,600 SH   DFND   41,600 0 0
IMPERIAL OIL LTD COM NEW 453038408 116,470 2,652,433 SH   DFND 1,5 1,942,533 0 709,900
IMPERIAL OIL LTD COM NEW 453038408 492 11,200 SH   DFND 6 9,500 0 1,700
IMPERIAL OIL LTD COM NEW 453038408 29,420 670,000 SH   DFND 7 669,100 0 900
IMPERIAL OIL LTD COM NEW 453038408 315,045 7,174,699 SH   DFND   6,815,699 0 359,000
IMPERVA INC COM 45321L100 879 20,908 SH   DFND 1,5 0 0 20,908
IMPERVA INC COM 45321L100 1,332 31,692 SH   DFND 8 0 0 31,692
INCONTACT INC COM 45336E109 36,509 4,414,633 SH   DFND 1,5 0 0 4,414,633
INCONTACT INC COM 45336E109 31,297 3,784,410 SH   DFND 8 0 0 3,784,410
INCYTE CORP COM 45337C102 102,145 2,677,468 SH   DFND 8 0 0 2,677,468
INDEPENDENT BANK CORP MICH COM NEW 453838609 6,735 673,466 SH   DFND 6 673,466 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,974 54,847 SH   DFND 6 54,847 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 159 84,200 SH   DFND 1,5 0 0 84,200
INFINERA CORPORATION COM 45667G103 166,277 14,701,788 SH   DFND 1,5 0 0 14,701,788
INFINERA CORPORATION COM 45667G103 13,968 1,235,048 SH   DFND 8 0 0 1,235,048
INFINITY PHARMACEUTICALS INC COM 45665G303 86,310 4,946,106 SH   DFND 1,5 4,318 0 4,941,788
INFINITY PHARMACEUTICALS INC COM 45665G303 539 30,909 SH   DFND 6 30,909 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 1,062 60,887 SH   DFND 7 60,887 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 28,471 1,631,567 SH   DFND 8 0 0 1,631,567
INFOBLOX INC COM 45672H104 113,916 2,723,949 SH   DFND 1,5 0 0 2,723,949
INFOBLOX INC COM 45672H104 2,012 48,100 SH   DFND 8 0 0 48,100
INFORMATICA CORP COM 45666Q102 4,949 127,000 SH   DFND 8 0 0 127,000
INFOSYS LTD SPONSORED ADR 456788108 7,038 146,300 SH   DFND 1,5 71,300 0 75,000
ING GROEP N V SPONSORED ADR 456837103 673 59,300 SH   DFND 1,5 0 0 59,300
ING U S INC COM 45685E106 99,314 3,400,000 SH   DFND 1,5 0 0 3,400,000
INGERSOLL-RAND PLC SHS G47791101 782,879 12,055,420 SH   DFND 1,5 0 0 12,055,420
INGERSOLL-RAND PLC SHS G47791101 5,562 85,646 SH   DFND 2 85,646 0 0
INGERSOLL-RAND PLC SHS G47791101 1,304 20,076 SH   DFND 3 20,076 0 0
INGERSOLL-RAND PLC SHS G47791101 62,663 964,940 SH   DFND 6 527,120 0 437,820
INGERSOLL-RAND PLC SHS G47791101 101,143 1,557,481 SH   DFND 7 1,066,681 0 490,800
INGERSOLL-RAND PLC SHS G47791101 38,383 591,050 SH   DFND 8 0 0 591,050
INGRAM MICRO INC CL A 457153104 317,678 13,782,120 SH   DFND 1,5 0 0 13,782,120
INGRAM MICRO INC CL A 457153104 52,613 2,282,570 SH   DFND 7 2,282,570 0 0
INGREDION INC COM 457187102 126,350 1,909,474 SH   DFND 1,5 200 0 1,909,274
INGREDION INC COM 457187102 12,703 191,970 SH   DFND 6 191,970 0 0
INGREDION INC COM 457187102 1,708 25,810 SH   DFND 7 25,810 0 0
INNERWORKINGS INC COM 45773Y105 15,123 1,540,000 SH   DFND 1,5 0 0 1,540,000
INNERWORKINGS INC COM 45773Y105 6,671 679,305 SH   DFND 6 679,305 0 0
INNOPHOS HOLDINGS INC COM 45774N108 4,963 94,040 SH   DFND 6 94,040 0 0
INNOSPEC INC COM 45768S105 74,709 1,601,136 SH   DFND 1,5 0 0 1,601,136
INNOSPEC INC COM 45768S105 45,755 980,613 SH   DFND 6 980,613 0 0
INNOSPEC INC COM 45768S105 16,645 356,730 SH   DFND 7 356,730 0 0
INNOSPEC INC COM 45768S105 1,185 25,393 SH   DFND   25,393 0 0
INPHI CORP COM 45772F107 9,609 715,486 SH   DFND 1,5 0 0 715,486
INPHI CORP COM 45772F107 6,568 489,064 SH   DFND 8 0 0 489,064
INSIGHT ENTERPRISES INC COM 45765U103 94,753 5,008,105 SH   DFND 1,5 0 0 5,008,105
INSMED INC COM PAR $.01 457669307 67,533 4,326,297 SH   DFND 1,5 0 0 4,326,297
INSMED INC COM PAR $.01 457669307 228 14,600 SH   DFND 6 14,600 0 0
INSMED INC COM PAR $.01 457669307 12,649 810,290 SH   DFND 8 0 0 810,290
INSPERITY INC COM 45778Q107 11,748 312,435 SH   DFND 1,5 0 0 312,435
INSTEEL INDUSTRIES INC COM 45774W108 7,236 449,421 SH   DFND 1,5 0 0 449,421
INSULET CORP COM 45784P101 192,926 5,323,557 SH   DFND 1,5 0 0 5,323,557
INSULET CORP COM 45784P101 330 9,100 SH   DFND 6 9,100 0 0
INSULET CORP COM 45784P101 45,575 1,257,600 SH   DFND 8 0 0 1,257,600
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 148,687 3,694,087 SH   DFND 1,5 0 0 3,694,087
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 20,930 520,000 SH   DFND 8 0 0 520,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 26,970 2,863,109 SH   DFND 1,5 0 0 2,863,109
INTEGRYS ENERGY GROUP INC COM 45822P105 1,408 25,185 SH   DFND 2 25,185 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 360 6,433 SH   DFND 3 6,433 0 0
INTEL CORP COM 458140100 275,891 12,037,147 SH   DFND 1,5 0 0 12,037,147
INTEL CORP SDCV 3.250% 8/0 458140AF7 43,188 34,970,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 36,134 1,576,506 SH   DFND 2 1,576,506 0 0
INTEL CORP COM 458140100 7,964 347,453 SH   DFND 3 347,453 0 0
INTEL CORP COM 458140100 1,263 55,100 SH   DFND 6 0 0 55,100
INTEL CORP SDCV 3.250% 8/0 458140AF7 1,420 1,150,000 PRN   DFND 6 0 0 0
INTEL CORP COM 458140100 100,988 4,406,120 SH   DFND 9 4,406,120 0 0
INTELSAT S A COM L5140P101 150,930 6,288,741 SH   DFND 1,5 0 0 6,288,741
INTER PARFUMS INC COM 458334109 14,071 469,204 SH   DFND 1,5 0 0 469,204
INTERACTIVE BROKERS GROUP IN COM 45841N107 26,254 1,398,709 SH   DFND 1,5 0 0 1,398,709
INTERACTIVE BROKERS GROUP IN COM 45841N107 80,784 4,303,896 SH   DFND 6 3,980,915 0 322,981
INTERACTIVE BROKERS GROUP IN COM 45841N107 16,586 883,660 SH   DFND 7 784,250 0 99,410
INTERACTIVE BROKERS GROUP IN COM 45841N107 2,722 145,000 SH   DFND 8 0 0 145,000
INTERACTIVE BROKERS GROUP IN COM 45841N107 7,253 386,405 SH   DFND   386,405 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 33,766 531,838 SH   DFND 1,5 0 0 531,838
INTERACTIVE INTELLIGENCE GRO COM 45841V109 12,774 201,200 SH   DFND 8 0 0 201,200
INTERCEPT PHARMACEUTICALS IN COM 45845P108 54,244 785,804 SH   DFND 1,5 0 0 785,804
INTERCEPT PHARMACEUTICALS IN COM 45845P108 449 6,510 SH   DFND 6 6,510 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 108,743 1,575,307 SH   DFND 8 0 0 1,575,307
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 151,754 5,195,282 SH   DFND 1,5 0 0 5,195,282
INTERCONTINENTALEXCHANGE INC COM 45865V100 356,757 1,966,471 SH   DFND 1,5 0 0 1,966,471
INTERCONTINENTALEXCHANGE INC COM 45865V100 4,182 23,051 SH   DFND 2 23,051 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,055 5,813 SH   DFND 3 5,813 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 36,890 203,340 SH   DFND 6 120,980 0 82,360
INTERCONTINENTALEXCHANGE INC COM 45865V100 63,555 350,320 SH   DFND 7 184,050 0 166,270
INTERCONTINENTALEXCHANGE INC COM 45865V100 28,821 158,864 SH   DFND 8 0 0 158,864
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 80,714 77,050,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 1,984 53,159 SH   DFND 1,5 0 0 53,159
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 3,687 3,520,000 PRN   DFND 6 0 0 0
INTERDIGITAL INC COM 45867G101 1,967 52,700 SH   DFND 8 0 0 52,700
INTERFACE INC COM 458665304 80,095 4,037,058 SH   DFND 1,5 92,558 0 3,944,500
INTERFACE INC COM 458665304 8,138 410,170 SH   DFND 6 410,170 0 0
INTERFACE INC COM 458665304 583 29,400 SH   DFND 8 0 0 29,400
INTERMOLECULAR INC COM 45882D109 6,883 1,249,129 SH   DFND 1,5 0 0 1,249,129
INTERMOLECULAR INC COM 45882D109 6,540 1,186,866 SH   DFND 8 0 0 1,186,866
INTERMUNE INC COM 45884X103 76,131 4,953,217 SH   DFND 1,5 0 0 4,953,217
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 17,263 12,290,000 PRN   DFND 1,5 0 0 0
INTERMUNE INC COM 45884X103 715 46,500 SH   DFND 6 46,500 0 0
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 351 250,000 PRN   DFND 7 0 0 0
INTERMUNE INC COM 45884X103 83,941 5,461,331 SH   DFND 8 0 0 5,461,331
INTERNATIONAL BANCSHARES COR COM 459044103 3,264 150,900 SH   DFND 8 0 0 150,900
INTERNATIONAL BUSINESS MACHS COM 459200101 1,142,979 6,172,257 SH   DFND 1,5 115,333 0 6,056,924
INTERNATIONAL BUSINESS MACHS COM 459200101 60,339 325,839 SH   DFND 2 325,839 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 15,486 83,628 SH   DFND 3 83,628 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 25,940 140,080 SH   DFND 6 117,190 0 22,890
INTERNATIONAL BUSINESS MACHS COM 459200101 42,071 227,188 SH   DFND 7 218,218 0 8,970
INTERNATIONAL BUSINESS MACHS COM 459200101 400,329 2,161,839 SH   DFND 8 0 0 2,161,839
INTERNATIONAL BUSINESS MACHS COM 459200101 66,705 360,219 SH   DFND 9 360,219 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 169,671 916,243 SH   DFND   916,243 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,129 25,864 SH   DFND 2 25,864 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 262 3,189 SH   DFND 3 3,189 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,562 82,527 SH   DFND 2 82,527 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 484 25,552 SH   DFND 3 25,552 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 16,937 683,762 SH   DFND 1,5 0 0 683,762
INTERNATIONAL RECTIFIER CORP COM 460254105 579 23,395 SH   DFND 8 0 0 23,395
INTEROIL CORP COM 460951106 47,549 666,793 SH   DFND 1,5 0 0 666,793
INTEROIL CORP COM 460951106 2,343 32,859 SH   DFND 7 32,859 0 0
INTEROIL CORP COM 460951106 2,367 33,200 SH   DFND 8 0 0 33,200
INTERPUBLIC GROUP COS INC COM 460690100 115,222 6,706,750 SH   DFND 1,5 0 0 6,706,750
INTERPUBLIC GROUP COS INC COM 460690100 2,295 133,586 SH   DFND 2 133,586 0 0
INTERPUBLIC GROUP COS INC COM 460690100 515 29,957 SH   DFND 3 29,957 0 0
INTERPUBLIC GROUP COS INC COM 460690100 17,258 1,004,550 SH   DFND 6 1,004,550 0 0
INTERPUBLIC GROUP COS INC COM 460690100 14,087 819,980 SH   DFND 7 819,980 0 0
INTERPUBLIC GROUP COS INC COM 460690100 21,880 1,273,600 SH   DFND 8 0 0 1,273,600
INTERPUBLIC GROUP COS INC COM 460690100 996 57,980 SH   DFND   57,980 0 0
INTERSIL CORP CL A 46069S109 125,171 11,146,101 SH   DFND 1,5 0 0 11,146,101
INTERSIL CORP CL A 46069S109 3,846 342,483 SH   DFND 8 0 0 342,483
INTERVAL LEISURE GROUP INC COM 46113M108 37,321 1,579,400 SH   DFND 1,5 0 0 1,579,400
INTERVAL LEISURE GROUP INC COM 46113M108 11,387 481,883 SH   DFND 6 390,083 0 91,800
INTERVAL LEISURE GROUP INC COM 46113M108 26,303 1,113,100 SH   DFND 7 1,111,900 0 1,200
INTERVAL LEISURE GROUP INC COM 46113M108 285 12,050 SH   DFND 9 12,050 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 4,168 176,400 SH   DFND   176,400 0 0
INTERXION HOLDING N.V SHS N47279109 20,719 931,600 SH   DFND 1,5 0 0 931,600
INTERXION HOLDING N.V SHS N47279109 1,343 60,400 SH   DFND 8 0 0 60,400
INTEVAC INC COM 461148108 4,800 819,090 SH   DFND 8 0 0 819,090
INTL PAPER CO COM 460146103 488,623 10,906,766 SH   DFND 1,5 0 0 10,906,766
INTL PAPER CO COM 460146103 6,322 141,119 SH   DFND 2 141,119 0 0
INTL PAPER CO COM 460146103 1,820 40,616 SH   DFND 3 40,616 0 0
INTL PAPER CO COM 460146103 907 20,239 SH   DFND 6 20,239 0 0
INTL PAPER CO COM 460146103 1,386 30,948 SH   DFND 7 30,948 0 0
INTL PAPER CO COM 460146103 74,874 1,671,290 SH   DFND 8 0 0 1,671,290
INTL PAPER CO COM 460146103 37,389 834,565 SH   DFND 9 834,565 0 0
INTRALINKS HLDGS INC COM 46118H104 289 32,860 SH   DFND 1,5 0 0 32,860
INTRALINKS HLDGS INC COM 46118H104 8,644 982,230 SH   DFND 6 982,230 0 0
INTRALINKS HLDGS INC COM 46118H104 409 46,440 SH   DFND 8 0 0 46,440
INTREPID POTASH INC COM 46121Y102 51,721 3,298,554 SH   DFND 1,5 0 0 3,298,554
INTREPID POTASH INC COM 46121Y102 531 33,847 SH   DFND 6 33,847 0 0
INTREPID POTASH INC COM 46121Y102 7,233 461,315 SH   DFND 8 0 0 461,315
INTREXON CORP COM 46122T102 44,656 1,885,034 SH   DFND 1,5 0 0 1,885,034
INTREXON CORP COM 46122T102 4,319 182,300 SH   DFND 8 0 0 182,300
INTUIT COM 461202103 177,234 2,672,805 SH   DFND 1,5 0 0 2,672,805
INTUIT COM 461202103 6,230 93,959 SH   DFND 2 93,959 0 0
INTUIT COM 461202103 1,757 26,493 SH   DFND 3 26,493 0 0
INTUIT COM 461202103 2,310 34,830 SH   DFND 6 28,880 0 5,950
INTUIT COM 461202103 1,253 18,892 SH   DFND 7 15,172 0 3,720
INTUIT COM 461202103 18,615 280,723 SH   DFND 8 0 0 280,723
INTUIT COM 461202103 19,462 293,500 SH   DFND   293,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 253,200 672,920 SH   DFND 1,5 0 0 672,920
INTUITIVE SURGICAL INC COM NEW 46120E602 4,728 12,566 SH   DFND 2 12,566 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 389 1,033 SH   DFND 3 1,033 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 108,546 288,480 SH   DFND 8 0 0 288,480
INTUITIVE SURGICAL INC COM NEW 46120E602 31,078 82,596 SH   DFND 9 82,596 0 0
INVACARE CORP COM 461203101 15,545 900,100 SH   DFND 1,5 0 0 900,100
INVENSENSE INC COM 46123D205 141,861 8,051,111 SH   DFND 1,5 0 0 8,051,111
INVENSENSE INC COM 46123D205 54,658 3,102,041 SH   DFND 6 2,902,541 0 199,500
INVENSENSE INC COM 46123D205 13,268 752,982 SH   DFND 7 691,722 0 61,260
INVENSENSE INC COM 46123D205 7,626 432,801 SH   DFND 8 0 0 432,801
INVENSENSE INC COM 46123D205 3,703 210,180 SH   DFND   210,180 0 0
INVENTURE FOODS INC COM 461212102 3,038 289,340 SH   DFND 7 289,340 0 0
INVESCO LTD SHS G491BT108 533,092 16,711,357 SH   DFND 1,5 700 0 16,710,657
INVESCO LTD SHS G491BT108 4,470 140,125 SH   DFND 2 140,125 0 0
INVESCO LTD SHS G491BT108 288 9,026 SH   DFND 3 9,026 0 0
INVESCO LTD SHS G491BT108 64,345 2,017,100 SH   DFND 6 1,315,000 0 702,100
INVESCO LTD SHS G491BT108 122,170 3,829,796 SH   DFND 7 2,688,896 0 1,140,900
INVESCO LTD SHS G491BT108 53,023 1,662,174 SH   DFND 8 0 0 1,662,174
INVESCO LTD SHS G491BT108 88,004 2,758,740 SH   DFND   2,758,740 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 6,275 407,757 SH   DFND 8 0 0 407,757
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 5,059 321,830 SH   DFND 6 321,830 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 5,502 350,000 SH   DFND 8 0 0 350,000
INVESTORS BANCORP INC COM 46146P102 14,011 640,341 SH   DFND 6 640,341 0 0
INVESTORS BANCORP INC COM 46146P102 5,721 261,457 SH   DFND 7 261,457 0 0
INVESTORS BANCORP INC COM 46146P102 403 18,432 SH   DFND   18,432 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,090 449,180 SH   DFND 1,5 0 0 449,180
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,760 691,920 SH   DFND 8 0 0 691,920
IROBOT CORP COM 462726100 12,169 323,040 SH   DFND 9 323,040 0 0
IRON MTN INC COM 462846106 44,373 1,642,214 SH   DFND 1,5 0 0 1,642,214
IRON MTN INC COM 462846106 1,454 53,822 SH   DFND 2 53,822 0 0
IRON MTN INC COM 462846106 1,030 38,115 SH   DFND 7 38,115 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 115,298 9,729,821 SH   DFND 1,5 0 0 9,729,821
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 130 10,971 SH   DFND 4 10,971 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 60,744 5,126,061 SH   DFND 8 0 0 5,126,061
ISHARES MSCI CDA ETF 464286509 4,360 154,000 SH   DFND 1,5 14,700 0 139,300
ISHARES SELECT DIVID ETF 464287168 10,170 153,300 SH   DFND 1,5 5,000 0 148,300
ISHARES 20+ YR TR BD ETF 464287432 13,140 123,500 SH   DFND 1,5 11,500 0 112,000
ISHARES MSCI EMG MKT ETF 464287234 91,647 2,247,900 SH   DFND 1,5 0 0 2,247,900
ISHARES CORE TOTUSBD ETF 464287226 50,352 469,700 SH   DFND 1,5 0 0 469,700
ISHARES TIPS BD ETF 464287176 8,883 78,900 SH   DFND 1,5 6,800 0 72,100
ISHARES S&P 100 ETF 464287101 9,415 125,800 SH   DFND 1,5 2,900 0 122,900
ISHARES 3-7 YR TR BD ETF 464288661 32,698 269,500 SH   DFND 1,5 13,800 0 255,700
ISHARES MSCI EAFE ETF 464287465 59,510 932,900 SH   DFND 1,5 80,500 0 852,400
ISHARES S&P 100 ETF 464287101 21,161 282,751 SH   DFND 3 282,751 0 0
ISHARES SP SMCP600GR ETF 464287887 309 2,853 SH   DFND 3 2,853 0 0
ISHARES CORE S&P SCP ETF 464287804 2,170 21,804 SH   DFND 3 21,804 0 0
ISHARES RUS MD CP GR ETF 464287481 16,189 207,026 SH   DFND 3 207,026 0 0
ISHARES INTL SEL DIV ETF 464288448 212 5,746 SH   DFND 3 5,746 0 0
ISHARES MSCI PAC JP ETF 464286665 405 8,507 SH   DFND 3 8,507 0 0
ISHARES RUSSELL 3000 ETF 464287689 1,242 12,237 SH   DFND 3 12,237 0 0
ISHARES RUS MDCP VAL ETF 464287473 244,524 4,015,169 SH   DFND 3 4,015,169 0 0
ISHARES CORE S&P MCP ETF 464287507 2,983 24,032 SH   DFND 3 24,032 0 0
ISHARES RUS 3000 GRW ETF 464287671 35,166 544,794 SH   DFND 3 544,794 0 0
ISHARES RUS 1000 VAL ETF 464287598 1,096,875 12,724,766 SH   DFND 3 12,724,766 0 0
ISHARES EAFE GRWTH ETF 464288885 316 4,639 SH   DFND 3 4,639 0 0
ISHARES MSCI ACWI US ETF 464288240 228 5,053 SH   DFND 3 5,053 0 0
ISHARES RUS 2000 GRW ETF 464287648 13,536 107,566 SH   DFND 3 107,566 0 0
ISHARES S&P MC 400VL ETF 464287705 468 4,329 SH   DFND 3 4,329 0 0
ISHARES RUS MID-CAP ETF 464287499 47,233 339,638 SH   DFND 3 339,638 0 0
ISHARES CHINA LG-CAP ETF 464287184 25,493 687,505 SH   DFND 3 687,505 0 0
ISHARES COHEN&STEER REIT 464287564 454 5,829 SH   DFND 3 5,829 0 0
ISHARES MSCI AUST ETF 464286103 110,351 4,366,867 SH   DFND 3 4,366,867 0 0
ISHARES S&P 500 VAL ETF 464287408 13,300 169,822 SH   DFND 3 169,822 0 0
ISHARES U.S. REAL ES ETF 464287739 8,353 131,014 SH   DFND 3 131,014 0 0
ISHARES MSCI EMG MKT ETF 464287234 5,898 144,656 SH   DFND 3 144,656 0 0
ISHARES EAFE VALUE ETF 464288877 294 5,410 SH   DFND 3 5,410 0 0
ISHARES S&P 500 GRWT ETF 464287309 1,608 17,994 SH   DFND 3 17,994 0 0
ISHARES CORE S&P500 ETF 464287200 3,141 18,594 SH   DFND 3 18,594 0 0
ISHARES RUSSELL 2000 ETF 464287655 15,745 147,670 SH   DFND 3 147,670 0 0
ISHARES RUS 1000 ETF 464287622 227,242 2,402,895 SH   DFND 3 2,402,895 0 0
ISHARES S&P MC 400GR ETF 464287606 432 3,103 SH   DFND 3 3,103 0 0
ISHARES SELECT DIVID ETF 464287168 1,473 22,209 SH   DFND 3 22,209 0 0
ISHARES NA NAT RES 464287374 50,602 1,221,079 SH   DFND 3 1,221,079 0 0
ISHARES MSCI ACWI ETF 464288257 222 4,091 SH   DFND 3 4,091 0 0
ISHARES U.S. FINLS ETF 464287788 8,986 122,625 SH   DFND 3 122,625 0 0
ISHARES IBOXX INV CP ETF 464287242 567 4,992 SH   DFND 3 4,992 0 0
ISHARES U.S. UTILITS ETF 464287697 12,525 133,398 SH   DFND 3 133,398 0 0
ISHARES NASDQ BIOTEC ETF 464287556 30,964 147,730 SH   DFND 3 147,730 0 0
ISHARES MSCI EAFE ETF 464287465 35,164 551,243 SH   DFND 3 551,243 0 0
ISHARES MSCI JAPAN ETF 464286848 436,551 36,654,175 SH   DFND 3 36,654,175 0 0
ISHARES RUS 3000 VAL ETF 464287663 2,932 25,777 SH   DFND 3 25,777 0 0
ISHARES SP SMCP600VL ETF 464287879 237 2,324 SH   DFND 3 2,324 0 0
ISHARES RUS 2000 VAL ETF 464287630 847 9,243 SH   DFND 3 9,243 0 0
ISHARES RUS 1000 GRW ETF 464287614 913,858 11,686,163 SH   DFND 3 11,686,163 0 0
ISHARES NAT AMT FREE BD 464288414 501 4,795 SH   DFND 3 4,795 0 0
ISHARES MSCI CDA ETF 464286509 259 9,162 SH   DFND 3 9,162 0 0
ISHARES MSCI EMG MKT ETF 464287234 2,818 69,115 SH   DFND 6 69,115 0 0
ISHARES JP MOR EM MK ETF 464288281 1,876 17,210 SH   DFND 7 17,210 0 0
ISHARES RUSSELL 2000 ETF 464287655 629 5,897 SH   DFND 7 5,897 0 0
ISHARES MSCI EMG MKT ETF 464287234 13,267 325,400 SH   DFND 7 325,400 0 0
ISHARES RUS 1000 GRW ETF 464287614 309 3,954 SH   DFND 7 3,954 0 0
ISHARES MSCI EAFE ETF 464287465 10,724 168,116 SH   DFND 7 168,116 0 0
ISHARES EAFE SML CP ETF 464288273 1,255 25,887 SH   DFND 7 25,887 0 0
ISHARES CORE TOTUSBD ETF 464287226 1,138 10,616 SH   DFND 7 10,616 0 0
ISHARES CORE S&P500 ETF 464287200 6,131 36,300 SH   DFND 7 36,300 0 0
ISHARES MSCI CDA ETF 464286509 906 31,986 SH   DFND 7 31,986 0 0
ISHARES RUS 1000 VAL ETF 464287598 1,534 17,794 SH   DFND 7 17,794 0 0
ISHARES CORE S&P MCP ETF 464287507 335 2,704 SH   DFND   2,704 0 0
ISHARES MSCI EMG MKT ETF 464287234 11,591 284,310 SH   DFND   154,310 0 130,000
ISHARES CORE S&P500 ETF 464287200 305 1,808 SH   DFND   1,808 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,935 227,714 SH   DFND 3 227,714 0 0
ISHARES INC CORE MSCI EMKT 46434G103 3,285 67,517 SH   DFND 7 67,517 0 0
ISIS PHARMACEUTICALS INC COM 464330109 540,677 14,402,685 SH   DFND 1,5 0 0 14,402,685
ISIS PHARMACEUTICALS INC COM 464330109 1,134 30,211 SH   DFND 7 30,211 0 0
ISIS PHARMACEUTICALS INC COM 464330109 95,908 2,554,823 SH   DFND 8 0 0 2,554,823
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 28,058 12,000,000 PRN   DFND 1,5 0 0 0
ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 12,110 2,461,360 SH   DFND 4 2,461,360 0 0
ISTAR FINL INC COM 45031U101 17,582 1,460,330 SH   DFND 1,5 0 0 1,460,330
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 261,350 18,509,231 SH   DFND 1,5 61,310 0 18,447,921
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 5,082 359,917 SH   DFND 7 359,917 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 7,111 503,640 SH   DFND 8 0 0 503,640
ITC HLDGS CORP COM 465685105 414,313 4,414,164 SH   DFND 1,5 4,700 0 4,409,464
ITC HLDGS CORP COM 465685105 4,257 45,354 SH   DFND 7 45,354 0 0
ITC HLDGS CORP COM 465685105 20,733 220,888 SH   DFND 8 0 0 220,888
ITRON INC COM 465741106 604 14,100 SH   DFND 8 0 0 14,100
ITT CORP NEW COM NEW 450911201 84,111 2,339,653 SH   DFND 1,5 0 0 2,339,653
ITT CORP NEW COM NEW 450911201 331 9,200 SH   DFND 6 9,200 0 0
ITT CORP NEW COM NEW 450911201 14,505 403,477 SH   DFND 8 0 0 403,477
ITT EDUCATIONAL SERVICES INC COM 45068B109 18,601 600,021 SH   DFND 1,5 0 0 600,021
ITURAN LOCATION AND CONTROL SHS M6158M104 11,400 617,742 SH   DFND 1,5 0 0 617,742
ITURAN LOCATION AND CONTROL SHS M6158M104 1,454 77,994 SH   DFND 6 35,394 0 42,600
ITURAN LOCATION AND CONTROL SHS M6158M104 984 52,800 SH   DFND 7 52,800 0 0
IXIA COM 45071R109 28,852 1,841,199 SH   DFND 1,5 0 0 1,841,199
IXIA COM 45071R109 5,757 367,380 SH   DFND 6 367,380 0 0
IXIA COM 45071R109 8,937 570,301 SH   DFND 8 0 0 570,301
J & J SNACK FOODS CORP COM 466032109 22,065 273,352 SH   DFND 1,5 0 0 273,352
J2 GLOBAL INC COM 48123V102 295,932 5,976,000 SH   DFND 1,5 0 0 5,976,000
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 3,375 331,896 SH   DFND 1,5 247,200 0 84,696
JABIL CIRCUIT INC COM 466313103 426,733 19,683,251 SH   DFND 1,5 0 0 19,683,251
JABIL CIRCUIT INC COM 466313103 1,265 58,357 SH   DFND 2 58,357 0 0
JABIL CIRCUIT INC COM 466313103 239 11,037 SH   DFND 3 11,037 0 0
JABIL CIRCUIT INC COM 466313103 4,471 206,222 SH   DFND 6 191,592 0 14,630
JABIL CIRCUIT INC COM 466313103 1,334 61,541 SH   DFND 7 52,391 0 9,150
JABIL CIRCUIT INC COM 466313103 3,567 164,544 SH   DFND 8 0 0 164,544
JACK IN THE BOX INC COM 466367109 188,807 4,720,170 SH   DFND 1,5 0 0 4,720,170
JACK IN THE BOX INC COM 466367109 17,512 437,800 SH   DFND 6 432,980 0 4,820
JACK IN THE BOX INC COM 466367109 9,588 239,700 SH   DFND 8 0 0 239,700
JACOBS ENGR GROUP INC DEL COM 469814107 217,871 3,744,775 SH   DFND 1,5 10,468 0 3,734,307
JACOBS ENGR GROUP INC DEL COM 469814107 2,420 41,602 SH   DFND 2 41,602 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 699 12,011 SH   DFND 3 12,011 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 13,681 235,150 SH   DFND 8 0 0 235,150
JAKKS PAC INC COM 47012E106 5,837 1,300,000 SH   DFND 1,5 0 0 1,300,000
JAMBA INC COM NEW 47023A309 12,170 909,583 SH   DFND 6 909,583 0 0
JAMBA INC COM NEW 47023A309 733 54,788 SH   DFND 7 30,658 0 24,130
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 31,669 641,070 SH   DFND 1,5 0 0 641,070
JARDEN CORP COM 471109108 176,483 3,646,339 SH   DFND 1,5 0 0 3,646,339
JARDEN CORP COM 471109108 49,629 1,025,390 SH   DFND 6 1,025,390 0 0
JARDEN CORP COM 471109108 72,019 1,487,988 SH   DFND 7 1,487,988 0 0
JARDEN CORP COM 471109108 7,728 159,676 SH   DFND 8 0 0 159,676
JARDEN CORP COM 471109108 894 18,471 SH   DFND   18,471 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 300,366 3,265,915 SH   DFND 1,5 200 0 3,265,715
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 22,848 248,430 SH   DFND 6 248,430 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 86,300 938,353 SH   DFND 8 0 0 938,353
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,106 75,165 SH   DFND 2 75,165 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 808 54,939 SH   DFND 3 54,939 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 933 63,410 SH   DFND 7 23,810 0 39,600
JDS UNIPHASE CORP COM PAR $0.001 46612J507 790 53,700 SH   DFND   53,700 0 0
JETBLUE AIRWAYS CORP COM 477143101 79,529 11,941,291 SH   DFND 1,5 0 0 11,941,291
JINPAN INTL LTD ORD G5138L100 2,774 382,640 SH   DFND 1,5 0 0 382,640
JIVE SOFTWARE INC COM 47760A108 27,813 2,225,034 SH   DFND 1,5 0 0 2,225,034
JIVE SOFTWARE INC COM 47760A108 11,584 926,744 SH   DFND 8 0 0 926,744
JOHNSON & JOHNSON COM 478160104 2,184,175 25,195,240 SH   DFND 1,5 457,127 0 24,738,113
JOHNSON & JOHNSON COM 478160104 77,306 891,751 SH   DFND 2 891,751 0 0
JOHNSON & JOHNSON COM 478160104 23,015 265,485 SH   DFND 3 265,485 0 0
JOHNSON & JOHNSON COM 478160104 15,154 174,807 SH   DFND 6 170,967 0 3,840
JOHNSON & JOHNSON COM 478160104 10,685 123,255 SH   DFND 7 120,855 0 2,400
JOHNSON & JOHNSON COM 478160104 84,322 972,684 SH   DFND 8 0 0 972,684
JOHNSON & JOHNSON COM 478160104 94,877 1,094,441 SH   DFND 9 1,094,441 0 0
JOHNSON & JOHNSON COM 478160104 28,736 331,484 SH   DFND   331,484 0 0
JOHNSON CTLS INC COM 478366107 614,372 14,804,147 SH   DFND 1,5 25,296 0 14,778,851
JOHNSON CTLS INC COM 478366107 8,985 216,496 SH   DFND 2 216,496 0 0
JOHNSON CTLS INC COM 478366107 2,508 60,446 SH   DFND 3 60,446 0 0
JOHNSON CTLS INC COM 478366107 730 17,600 SH   DFND 6 17,600 0 0
JOHNSON CTLS INC COM 478366107 1,040 25,061 SH   DFND 7 25,061 0 0
JOHNSON CTLS INC COM 478366107 63,525 1,530,731 SH   DFND 8 0 0 1,530,731
JONES LANG LASALLE INC COM 48020Q107 29,702 340,225 SH   DFND 6 321,325 0 18,900
JONES LANG LASALLE INC COM 48020Q107 3,442 39,426 SH   DFND   39,426 0 0
JOS A BANK CLOTHIERS INC COM 480838101 180,620 4,108,733 SH   DFND 1,5 350,000 0 3,758,733
JOURNAL COMMUNICATIONS INC CL A 481130102 2,952 345,275 SH   DFND 8 0 0 345,275
JOY GLOBAL INC COM 481165108 1,716 33,630 SH   DFND 2 33,630 0 0
JOY GLOBAL INC COM 481165108 2,741 53,700 SH   DFND 8 0 0 53,700
JPMORGAN CHASE & CO COM 46625H100 4,567,802 88,369,153 SH   DFND 1,5 1,098,424 0 87,270,729
JPMORGAN CHASE & CO COM 46625H100 61,570 1,191,143 SH   DFND 2 1,191,143 0 0
JPMORGAN CHASE & CO COM 46625H100 13,851 267,953 SH   DFND 3 267,953 0 0
JPMORGAN CHASE & CO COM 46625H100 183,336 3,546,832 SH   DFND 6 2,170,162 0 1,376,670
JPMORGAN CHASE & CO COM 46625H100 243,358 4,708,024 SH   DFND 7 3,207,334 0 1,500,690
JPMORGAN CHASE & CO COM 46625H100 83,892 1,622,985 SH   DFND 8 0 0 1,622,985
JPMORGAN CHASE & CO COM 46625H100 69,555 1,345,625 SH   DFND 9 1,345,625 0 0
JPMORGAN CHASE & CO COM 46625H100 91,547 1,771,077 SH   DFND   1,771,077 0 0
JTH HLDG INC CL A 46637N103 455 23,996 SH   DFND 1,5 0 0 23,996
JTH HLDG INC CL A 46637N103 579 30,566 SH   DFND 6 30,566 0 0
JUNIPER NETWORKS INC COM 48203R104 698,616 35,177,062 SH   DFND 1,5 16,644 0 35,160,418
JUNIPER NETWORKS INC COM 48203R104 3,185 160,385 SH   DFND 2 160,385 0 0
JUNIPER NETWORKS INC COM 48203R104 486 24,467 SH   DFND 3 24,467 0 0
JUNIPER NETWORKS INC COM 48203R104 47,434 2,388,410 SH   DFND 6 1,539,180 0 849,230
JUNIPER NETWORKS INC COM 48203R104 63,993 3,222,202 SH   DFND 7 2,210,492 0 1,011,710
JUNIPER NETWORKS INC COM 48203R104 104,888 5,281,362 SH   DFND 8 0 0 5,281,362
JUNIPER NETWORKS INC COM 48203R104 50,338 2,534,651 SH   DFND 9 2,534,651 0 0
JUNIPER NETWORKS INC COM 48203R104 903 45,471 SH   DFND   45,471 0 0
JUST ENERGY GROUP INC COM 48213W101 2,301 361,900 SH   DFND   361,900 0 0
K12 INC COM 48273U102 92,641 3,000,018 SH   DFND 1,5 0 0 3,000,018
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,641 51,100 SH   DFND 6 7,300 0 43,800
KAISER ALUMINUM CORP COM PAR $0.01 483007704 630 8,840 SH   DFND 7 8,540 0 300
KAISER ALUMINUM CORP COM PAR $0.01 483007704 22,565 316,706 SH   DFND 9 316,706 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,254 31,630 SH   DFND   31,630 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 9,045 2,001,164 SH   DFND 1,5 0 0 2,001,164
KALOBIOS PHARMACEUTICALS INC COM 48344T100 250 55,282 SH   DFND 7 55,282 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 7,586 1,678,366 SH   DFND 8 0 0 1,678,366
KAMADA LTD SHS M6240T109 28,328 1,852,191 SH   DFND 1,5 0 0 1,852,191
KAMADA LTD SHS M6240T109 1,654 108,100 SH   DFND 8 0 0 108,100
KAMAN CORP COM 483548103 23,469 619,899 SH   DFND 1,5 0 0 619,899
KANSAS CITY SOUTHERN COM NEW 485170302 292,885 2,678,171 SH   DFND 1,5 14,481 0 2,663,690
KANSAS CITY SOUTHERN COM NEW 485170302 3,814 34,878 SH   DFND 2 34,878 0 0
KAR AUCTION SVCS INC COM 48238T109 228,367 8,095,242 SH   DFND 1,5 0 0 8,095,242
KAR AUCTION SVCS INC COM 48238T109 14,370 509,400 SH   DFND 6 509,400 0 0
KAR AUCTION SVCS INC COM 48238T109 942 33,400 SH   DFND 7 33,400 0 0
KAR AUCTION SVCS INC COM 48238T109 10,221 362,310 SH   DFND 8 0 0 362,310
KB HOME COM 48666K109 192,427 10,678,509 SH   DFND 1,5 0 0 10,678,509
KB HOME COM 48666K109 7,637 423,800 SH   DFND 8 0 0 423,800
KBR INC COM 48242W106 52,877 1,620,000 SH   DFND 1,5 0 0 1,620,000
KBR INC COM 48242W106 2,918 89,410 SH   DFND 6 89,410 0 0
KBR INC COM 48242W106 8,840 270,832 SH   DFND 7 270,832 0 0
KBR INC COM 48242W106 8,499 260,392 SH   DFND   260,392 0 0
KELLOGG CO COM 487836108 560,330 9,540,780 SH   DFND 1,5 224,790 0 9,315,990
KELLOGG CO COM 487836108 4,782 81,430 SH   DFND 2 81,430 0 0
KELLOGG CO COM 487836108 1,688 28,745 SH   DFND 3 28,745 0 0
KELLOGG CO COM 487836108 28,037 477,380 SH   DFND 6 295,690 0 181,690
KELLOGG CO COM 487836108 45,101 767,931 SH   DFND 7 682,421 0 85,510
KELLOGG CO COM 487836108 20,791 354,007 SH   DFND 8 0 0 354,007
KELLOGG CO COM 487836108 2,303 39,211 SH   DFND   39,211 0 0
KELLY SVCS INC CL A 488152208 12,953 665,294 SH   DFND 1,5 0 0 665,294
KENNAMETAL INC COM 489170100 28,587 626,900 SH   DFND 1,5 0 0 626,900
KENNAMETAL INC COM 489170100 342 7,500 SH   DFND 9 7,500 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 122,878 6,620,561 SH   DFND 1,5 0 0 6,620,561
KENNEDY-WILSON HLDGS INC COM 489398107 8,630 464,960 SH   DFND 6 464,960 0 0
KEY ENERGY SVCS INC COM 492914106 43,740 6,000,000 SH   DFND 1,5 0 0 6,000,000
KEY ENERGY SVCS INC COM 492914106 2,305 316,200 SH   DFND 8 0 0 316,200
KEYCORP NEW COM 493267108 116,059 10,180,575 SH   DFND 1,5 0 0 10,180,575
KEYCORP NEW COM 493267108 3,288 288,389 SH   DFND 2 288,389 0 0
KEYCORP NEW COM 493267108 485 42,538 SH   DFND 3 42,538 0 0
KEYW HLDG CORP COM 493723100 73,825 5,488,870 SH   DFND 1,5 29,096 0 5,459,774
KEYW HLDG CORP COM 493723100 155 11,554 SH   DFND 6 11,554 0 0
KFORCE INC COM 493732101 12,130 685,678 SH   DFND 1,5 0 0 685,678
KILROY RLTY CORP COM 49427F108 11,239 225,000 SH   DFND 1,5 0 0 225,000
KIMBERLY CLARK CORP COM 494368103 180,380 1,914,459 SH   DFND 1,5 0 0 1,914,459
KIMBERLY CLARK CORP COM 494368103 11,420 121,210 SH   DFND 2 121,210 0 0
KIMBERLY CLARK CORP COM 494368103 4,528 48,063 SH   DFND 3 48,063 0 0
KIMBERLY CLARK CORP COM 494368103 1,966 20,870 SH   DFND 6 19,010 0 1,860
KIMCO RLTY CORP COM 49446R109 225,426 11,170,780 SH   DFND 1,5 309,800 0 10,860,980
KIMCO RLTY CORP COM 49446R109 2,616 129,627 SH   DFND 2 129,627 0 0
KIMCO RLTY CORP COM 49446R109 727 36,007 SH   DFND 3 36,007 0 0
KIMCO RLTY CORP COM 49446R109 109,654 5,433,800 SH   DFND 8 0 0 5,433,800
KINDER MORGAN INC DEL COM 49456B101 87,498 2,459,870 SH   DFND 1,5 0 0 2,459,870
KINDER MORGAN INC DEL COM 49456B101 7,579 213,059 SH   DFND 2 213,059 0 0
KINDER MORGAN INC DEL COM 49456B101 1,187 33,375 SH   DFND 3 33,375 0 0
KINDER MORGAN INC DEL COM 49456B101 13,201 371,130 SH   DFND 8 0 0 371,130
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 1,158 232,989 SH   DFND   232,989 0 0
KINROSS GOLD CORP COM NO PAR 496902404 10,859 2,155,205 SH   DFND 1,5 0 0 2,155,205
KINROSS GOLD CORP COM NO PAR 496902404 86 17,042 SH   DFND 3 17,042 0 0
KINROSS GOLD CORP COM NO PAR 496902404 52,023 10,324,858 SH   DFND 8 0 0 10,324,858
KINROSS GOLD CORP COM NO PAR 496902404 3,718 738,000 SH   DFND   738,000 0 0
KIRBY CORP COM 497266106 4,284 49,500 SH   DFND 6 7,300 0 42,200
KIRBY CORP COM 497266106 1,229 14,200 SH   DFND 7 14,000 0 200
KIRBY CORP COM 497266106 4,198 48,500 SH   DFND   48,500 0 0
KITE RLTY GROUP TR COM 49803T102 51,152 8,625,924 SH   DFND 1,5 67,781 0 8,558,143
KITE RLTY GROUP TR COM 49803T102 5,181 873,632 SH   DFND 6 873,632 0 0
KITE RLTY GROUP TR COM 49803T102 10,858 1,831,046 SH   DFND 8 0 0 1,831,046
KKR & CO L P DEL COM UNITS 48248M102 456,933 22,202,781 SH   DFND 1,5 0 0 22,202,781
KKR & CO L P DEL COM UNITS 48248M102 1,261 61,262 SH   DFND 7 61,262 0 0
KKR & CO L P DEL COM UNITS 48248M102 6,174 300,000 SH   DFND 8 0 0 300,000
KKR FINL HLDGS LLC COM 48248A306 288,575 27,935,588 SH   DFND 1,5 0 0 27,935,588
KLA-TENCOR CORP COM 482480100 211,855 3,481,593 SH   DFND 1,5 18,791 0 3,462,802
KLA-TENCOR CORP COM 482480100 3,191 52,444 SH   DFND 2 52,444 0 0
KLA-TENCOR CORP COM 482480100 452 7,433 SH   DFND 3 7,433 0 0
KLA-TENCOR CORP COM 482480100 213 3,500 SH   DFND 6 3,500 0 0
KNOLL INC COM NEW 498904200 104,012 6,140,000 SH   DFND 1,5 0 0 6,140,000
KODIAK OIL & GAS CORP COM 50015Q100 56,227 4,662,249 SH   DFND 1,5 0 0 4,662,249
KODIAK OIL & GAS CORP COM 50015Q100 554 45,900 SH   DFND 6 45,900 0 0
KODIAK OIL & GAS CORP COM 50015Q100 47,433 3,933,051 SH   DFND 8 0 0 3,933,051
KODIAK OIL & GAS CORP COM 50015Q100 1,940 160,900 SH   DFND   160,900 0 0
KOHLS CORP COM 500255104 240,048 4,638,610 SH   DFND 1,5 148,792 0 4,489,818
KOHLS CORP COM 500255104 3,343 64,603 SH   DFND 2 64,603 0 0
KOHLS CORP COM 500255104 682 13,183 SH   DFND 3 13,183 0 0
KOHLS CORP COM 500255104 1,691 32,680 SH   DFND 6 32,680 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 55,651 1,725,600 SH   DFND 1,5 0 0 1,725,600
KOPPERS HOLDINGS INC COM 50060P106 3,973 93,155 SH   DFND 8 0 0 93,155
KOSMOS ENERGY LTD SHS G5315B107 40,679 3,957,073 SH   DFND 1,5 0 0 3,957,073
KRAFT FOODS GROUP INC COM 50076Q106 122,975 2,345,069 SH   DFND 1,5 0 0 2,345,069
KRAFT FOODS GROUP INC COM 50076Q106 9,883 188,458 SH   DFND 2 188,458 0 0
KRAFT FOODS GROUP INC COM 50076Q106 3,578 68,221 SH   DFND 3 68,221 0 0
KRAFT FOODS GROUP INC COM 50076Q106 17,461 332,975 SH   DFND 6 183,045 0 149,930
KRAFT FOODS GROUP INC COM 50076Q106 34,278 653,670 SH   DFND 7 583,449 0 70,221
KRAFT FOODS GROUP INC COM 50076Q106 36,983 705,251 SH   DFND 9 705,251 0 0
KRAFT FOODS GROUP INC COM 50076Q106 1,725 32,890 SH   DFND   32,890 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 20,080 1,025,000 SH   DFND 1,5 0 0 1,025,000
KRATON PERFORMANCE POLYMERS COM 50077C106 566 28,900 SH   DFND 6 0 0 28,900
KRATON PERFORMANCE POLYMERS COM 50077C106 360 18,400 SH   DFND 7 17,700 0 700
KRATON PERFORMANCE POLYMERS COM 50077C106 494 25,200 SH   DFND   25,200 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,164 261,400 SH   DFND 1,5 0 0 261,400
KROGER CO COM 501044101 1,074,749 26,642,272 SH   DFND 1,5 37,400 0 26,604,872
KROGER CO COM 501044101 6,615 163,993 SH   DFND 2 163,993 0 0
KROGER CO COM 501044101 2,024 50,165 SH   DFND 3 50,165 0 0
KROGER CO COM 501044101 33,065 819,660 SH   DFND 6 350,850 0 468,810
KROGER CO COM 501044101 25,820 640,050 SH   DFND 7 532,060 0 107,990
KROGER CO COM 501044101 120,463 2,986,194 SH   DFND 8 0 0 2,986,194
KRONOS WORLDWIDE INC COM 50105F105 6,618 427,234 SH   DFND 8 0 0 427,234
KYTHERA BIOPHARMACEUTICALS I COM 501570105 83,034 1,816,937 SH   DFND 1,5 0 0 1,816,937
KYTHERA BIOPHARMACEUTICALS I COM 501570105 27,536 602,533 SH   DFND 8 0 0 602,533
L BRANDS INC COM 501797104 361,651 5,919,007 SH   DFND 1,5 5,900 0 5,913,107
L BRANDS INC COM 501797104 4,709 77,063 SH   DFND 2 77,063 0 0
L BRANDS INC COM 501797104 676 11,057 SH   DFND 3 11,057 0 0
L BRANDS INC COM 501797104 3,135 51,309 SH   DFND 6 31,809 0 19,500
L BRANDS INC COM 501797104 3,184 52,107 SH   DFND 7 52,107 0 0
L BRANDS INC COM 501797104 47,993 785,478 SH   DFND 8 0 0 785,478
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,679 28,348 SH   DFND 2 28,348 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,225 12,962 SH   DFND 3 12,962 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 24,990 252,070 SH   DFND 1,5 0 0 252,070
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,826 28,510 SH   DFND 2 28,510 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,210 12,202 SH   DFND 3 12,202 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 6,226 62,800 SH   DFND 8 0 0 62,800
LAKE SHORE GOLD CORP COM 510728108 1,269 3,226,600 SH   DFND 8 0 0 3,226,600
LAKELAND FINL CORP COM 511656100 10,288 315,100 SH   DFND 1,5 1,000 0 314,100
LAKELAND FINL CORP COM 511656100 692 21,200 SH   DFND 8 0 0 21,200
LAM RESEARCH CORP COM 512807108 70,141 1,370,216 SH   DFND 1,5 0 0 1,370,216
LAM RESEARCH CORP COM 512807108 2,643 51,627 SH   DFND 2 51,627 0 0
LAM RESEARCH CORP COM 512807108 1,578 30,822 SH   DFND 3 30,822 0 0
LAM RESEARCH CORP COM 512807108 1,537 30,030 SH   DFND 6 30,030 0 0
LAM RESEARCH CORP COM 512807108 1,370 26,770 SH   DFND 7 10,050 0 16,720
LAM RESEARCH CORP COM 512807108 1,441 28,155 SH   DFND 8 0 0 28,155
LAM RESEARCH CORP COM 512807108 348 6,800 SH   DFND 9 6,800 0 0
LAMAR ADVERTISING CO CL A 512815101 15,191 323,010 SH   DFND 6 323,010 0 0
LAMAR ADVERTISING CO CL A 512815101 12,400 263,660 SH   DFND 7 263,660 0 0
LAMAR ADVERTISING CO CL A 512815101 869 18,480 SH   DFND   18,480 0 0
LANDAUER INC COM 51476K103 4,695 91,600 SH   DFND 8 0 0 91,600
LANDEC CORP COM 514766104 7,717 632,536 SH   DFND 1,5 0 0 632,536
LANDSTAR SYS INC COM 515098101 4,781 85,400 SH   DFND 8 0 0 85,400
LAREDO PETE HLDGS INC COM 516806106 15,807 532,582 SH   DFND 1,5 0 0 532,582
LAREDO PETE HLDGS INC COM 516806106 20,845 702,318 SH   DFND 8 0 0 702,318
LAS VEGAS SANDS CORP COM 517834107 713,706 10,745,347 SH   DFND 1,5 136,200 0 10,609,147
LAS VEGAS SANDS CORP COM 517834107 292 4,398 SH   DFND 3 4,398 0 0
LAS VEGAS SANDS CORP COM 517834107 30,443 458,342 SH   DFND 6 192,342 0 266,000
LAS VEGAS SANDS CORP COM 517834107 38,522 579,970 SH   DFND 7 383,520 0 196,450
LAS VEGAS SANDS CORP COM 517834107 32,498 489,276 SH   DFND 8 0 0 489,276
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 15,125 530,313 SH   DFND 1,5 17,300 0 513,013
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6,297 220,800 SH   DFND 6 220,800 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6,402 224,487 SH   DFND 8 0 0 224,487
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 12,630 837,540 SH   DFND 1,5 32,986 0 804,554
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 796 52,800 SH   DFND 7 52,800 0 0
LAUDER ESTEE COS INC CL A 518439104 1,464,007 20,944,312 SH   DFND 1,5 0 0 20,944,312
LAUDER ESTEE COS INC CL A 518439104 5,656 80,910 SH   DFND 2 80,910 0 0
LAUDER ESTEE COS INC CL A 518439104 1,130 16,165 SH   DFND 3 16,165 0 0
LAUDER ESTEE COS INC CL A 518439104 20,391 291,720 SH   DFND 6 189,510 0 102,210
LAUDER ESTEE COS INC CL A 518439104 48,808 698,250 SH   DFND 7 398,960 0 299,290
LAUDER ESTEE COS INC CL A 518439104 611 8,737 SH   DFND 9 8,737 0 0
LAZARD LTD SHS A G54050102 70,997 1,971,045 SH   DFND 1,5 450 0 1,970,595
LEAP WIRELESS INTL INC COM NEW 521863308 8,958 567,301 SH   DFND 1,5 0 0 567,301
LEAP WIRELESS INTL INC COM NEW 521863308 9,384 594,300 SH   DFND 8 0 0 594,300
LEAR CORP COM NEW 521865204 470 6,567 SH   DFND 3 6,567 0 0
LEAR CORP COM NEW 521865204 8,882 124,100 SH   DFND 8 0 0 124,100
LEGACY RESERVES LP UNIT LP INT 524707304 31,211 1,155,100 SH   DFND 1,5 0 0 1,155,100
LEGG MASON INC COM 524901105 1,149 34,356 SH   DFND 2 34,356 0 0
LEGGETT & PLATT INC COM 524660107 42,602 1,413,000 SH   DFND 1,5 0 0 1,413,000
LEGGETT & PLATT INC COM 524660107 1,355 44,939 SH   DFND 2 44,939 0 0
LEGGETT & PLATT INC COM 524660107 369 12,255 SH   DFND 3 12,255 0 0
LENDER PROCESSING SVCS INC COM 52602E102 17,793 534,800 SH   DFND 1,5 0 0 534,800
LENDER PROCESSING SVCS INC COM 52602E102 7,183 215,900 SH   DFND 8 0 0 215,900
LENNAR CORP CL A 526057104 417,527 11,794,551 SH   DFND 1,5 0 0 11,794,551
LENNAR CORP CL A 526057104 1,859 52,526 SH   DFND 2 52,526 0 0
LENNAR CORP CL A 526057104 12,421 350,878 SH   DFND 8 0 0 350,878
LENNAR CORP CL A 526057104 3,537 99,927 SH   DFND 9 99,927 0 0
LENNOX INTL INC COM 526107107 24,413 324,388 SH   DFND 1,5 0 0 324,388
LEUCADIA NATL CORP COM 527288104 2,701 99,174 SH   DFND 2 99,174 0 0
LEUCADIA NATL CORP COM 527288104 407 14,957 SH   DFND 3 14,957 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 29,903 19,820,000 PRN   DFND 1,5 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 207,585 7,777,616 SH   DFND 1,5 0 0 7,777,616
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 12,250 10,000,000 PRN   DFND 1,5 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 24,594 921,467 SH   DFND 8 0 0 921,467
LEXICON PHARMACEUTICALS INC COM 528872104 152,424 64,313,821 SH   DFND 1,5 0 0 64,313,821
LEXICON PHARMACEUTICALS INC COM 528872104 30,109 12,704,192 SH   DFND 8 0 0 12,704,192
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 21,134 460,932 SH   DFND 1,5 0 0 460,932
LEXINGTON REALTY TRUST COM 529043101 137,911 12,280,601 SH   DFND 1,5 107,119 0 12,173,482
LEXINGTON REALTY TRUST COM 529043101 15,398 1,371,153 SH   DFND 6 1,371,153 0 0
LEXINGTON REALTY TRUST COM 529043101 654 58,257 SH   DFND 7 58,257 0 0
LEXMARK INTL NEW CL A 529771107 75,901 2,300,018 SH   DFND 1,5 0 0 2,300,018
LEXMARK INTL NEW CL A 529771107 12,081 366,083 SH   DFND 8 0 0 366,083
LHC GROUP INC COM 50187A107 53,665 2,287,500 SH   DFND 1,5 117,000 0 2,170,500
LIBERTY GLOBAL PLC SHS CL A G5480U104 668,325 8,422,497 SH   DFND 1,5 0 0 8,422,497
LIBERTY GLOBAL PLC SHS CL C G5480U120 7,838 103,916 SH   DFND 1,5 0 0 103,916
LIBERTY GLOBAL PLC SHS CL C G5480U120 21,202 281,079 SH   DFND 8 0 0 281,079
LIBERTY GLOBAL PLC SHS CL A G5480U104 42,436 534,798 SH   DFND 8 0 0 534,798
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 760,952 32,422,341 SH   DFND 1,5 47,087 0 32,375,254
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 11,799 133,822 SH   DFND 1,5 0 0 133,822
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 2,131 90,800 SH   DFND 7 90,800 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 16,243 692,096 SH   DFND 8 0 0 692,096
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,680 3,151,518 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 610,606 4,149,551 SH   DFND 1,5 0 0 4,149,551
LIBERTY MEDIA CORP DELAWARE CL A 531229102 409 2,782 SH   DFND 3 2,782 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 45,185 307,065 SH   DFND 8 0 0 307,065
LIFE TECHNOLOGIES CORP COM 53217V109 4,089 54,638 SH   DFND 2 54,638 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 595 7,957 SH   DFND 3 7,957 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 30,608 409,040 SH   DFND 7 409,040 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 289,168 3,864,337 SH   DFND   3,864,337 0 0
LIFE TIME FITNESS INC COM 53217R207 94,540 1,836,800 SH   DFND 1,5 0 0 1,836,800
LIFE TIME FITNESS INC COM 53217R207 5,914 114,900 SH   DFND 6 18,500 0 96,400
LIFE TIME FITNESS INC COM 53217R207 968 18,800 SH   DFND 7 18,400 0 400
LIFE TIME FITNESS INC COM 53217R207 4,171 81,031 SH   DFND   81,031 0 0
LIFELOCK INC COM 53224V100 1,581 106,600 SH   DFND 1,5 0 0 106,600
LIFELOCK INC COM 53224V100 2,389 161,100 SH   DFND 8 0 0 161,100
LIFELOCK INC COM 53224V100 1,663 112,150 SH   DFND   112,150 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 4,695 100,689 SH   DFND 1,5 0 0 100,689
LIFEPOINT HOSPITALS INC COM 53219L109 2,532 54,300 SH   DFND 8 0 0 54,300
LIFETIME BRANDS INC COM 53222Q103 306 20,000 SH   DFND 1,5 0 0 20,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 72,052 1,664,786 SH   DFND 8 0 0 1,664,786
LILLY ELI & CO COM 532457108 343,970 6,834,288 SH   DFND 1,5 226,049 0 6,608,239
LILLY ELI & CO COM 532457108 15,790 313,731 SH   DFND 2 313,731 0 0
LILLY ELI & CO COM 532457108 4,506 89,523 SH   DFND 3 89,523 0 0
LILLY ELI & CO COM 532457108 1,642 32,630 SH   DFND 6 32,630 0 0
LILLY ELI & CO COM 532457108 1,384 27,500 SH   DFND 7 27,500 0 0
LILLY ELI & CO COM 532457108 23,705 471,000 SH   DFND 8 0 0 471,000
LINCOLN EDL SVCS CORP COM 533535100 115 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN NATL CORP IND COM 534187109 422,634 10,065,100 SH   DFND 1,5 150,000 0 9,915,100
LINCOLN NATL CORP IND COM 534187109 3,514 83,696 SH   DFND 2 83,696 0 0
LINCOLN NATL CORP IND COM 534187109 1,040 24,760 SH   DFND 3 24,760 0 0
LINCOLN NATL CORP IND COM 534187109 1,812 43,160 SH   DFND 6 43,160 0 0
LINCOLN NATL CORP IND COM 534187109 7,508 178,800 SH   DFND 8 0 0 178,800
LINEAR TECHNOLOGY CORP COM 535678106 31,053 782,983 SH   DFND 1,5 0 0 782,983
LINEAR TECHNOLOGY CORP COM 535678106 2,927 73,793 SH   DFND 2 73,793 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,469 37,039 SH   DFND 3 37,039 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,034 26,080 SH   DFND 6 17,270 0 8,810
LINEAR TECHNOLOGY CORP COM 535678106 218 5,500 SH   DFND 7 0 0 5,500
LINKEDIN CORP COM CL A 53578A108 2,037,399 8,280,089 SH   DFND 1,5 0 0 8,280,089
LINKEDIN CORP COM CL A 53578A108 552 2,245 SH   DFND 3 2,245 0 0
LINKEDIN CORP COM CL A 53578A108 1,550 6,300 SH   DFND 6 6,300 0 0
LINKEDIN CORP COM CL A 53578A108 62,899 255,626 SH   DFND 8 0 0 255,626
LINKEDIN CORP COM CL A 53578A108 15,521 63,080 SH   DFND   63,080 0 0
LINKTONE LTD ADR 535925101 353 92,674 SH   DFND 4 92,674 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 5,081 1,376,936 SH   DFND 1,5 0 0 1,376,936
LIONBRIDGE TECHNOLOGIES INC COM 536252109 23,197 6,286,475 SH   DFND 8 0 0 6,286,475
LIONS GATE ENTMNT CORP COM NEW 535919203 570,759 16,284,143 SH   DFND 1,5 0 0 16,284,143
LIONS GATE ENTMNT CORP COM NEW 535919203 32,449 925,801 SH   DFND 6 761,801 0 164,000
LIONS GATE ENTMNT CORP COM NEW 535919203 17,683 504,500 SH   DFND 7 464,200 0 40,300
LIONS GATE ENTMNT CORP COM NEW 535919203 11,986 341,977 SH   DFND 8 0 0 341,977
LIONS GATE ENTMNT CORP COM NEW 535919203 5,330 152,064 SH   DFND   152,064 0 0
LIPOSCIENCE INC COM 53630M108 855 171,047 SH   DFND 1,5 0 0 171,047
LITHIA MTRS INC CL A 536797103 88,506 1,213,071 SH   DFND 1,5 0 0 1,213,071
LIVE NATION ENTERTAINMENT IN COM 538034109 6,472 348,900 SH   DFND 8 0 0 348,900
LIVEPERSON INC COM 538146101 16,899 1,790,200 SH   DFND 1,5 0 0 1,790,200
LIVEPERSON INC COM 538146101 8,751 927,054 SH   DFND 6 830,149 0 96,905
LIVEPERSON INC COM 538146101 157 16,600 SH   DFND 7 16,000 0 600
LIVEPERSON INC COM 538146101 1,011 107,068 SH   DFND   107,068 0 0
LKQ CORP COM 501889208 475,201 14,915,283 SH   DFND 1,5 0 0 14,915,283
LKQ CORP COM 501889208 1,144 35,910 SH   DFND 6 35,910 0 0
LKQ CORP COM 501889208 10,710 336,157 SH   DFND 8 0 0 336,157
LOCKHEED MARTIN CORP COM 539830109 147,470 1,156,174 SH   DFND 1,5 0 0 1,156,174
LOCKHEED MARTIN CORP COM 539830109 10,881 85,308 SH   DFND 2 85,308 0 0
LOCKHEED MARTIN CORP COM 539830109 3,352 26,276 SH   DFND 3 26,276 0 0
LOCKHEED MARTIN CORP COM 539830109 3,492 27,378 SH   DFND 6 27,378 0 0
LOCKHEED MARTIN CORP COM 539830109 9,783 76,696 SH   DFND 8 0 0 76,696
LOEWS CORP COM 540424108 4,526 96,824 SH   DFND 2 96,824 0 0
LOEWS CORP COM 540424108 1,781 38,096 SH   DFND 3 38,096 0 0
LOGITECH INTL S A SHS H50430232 43,129 4,900,000 SH   DFND 1,5 500,000 0 4,400,000
LOGMEIN INC COM 54142L109 992 31,952 SH   DFND 1,5 0 0 31,952
LOGMEIN INC COM 54142L109 1,790 57,648 SH   DFND 8 0 0 57,648
LONE PINE RES INC COM 54222A106 0 277,573 SH   DFND 1,5 0 0 277,573
LORILLARD INC COM 544147101 1,002,313 22,383,054 SH   DFND 1,5 171,831 0 22,211,223
LORILLARD INC COM 544147101 5,298 118,321 SH   DFND 2 118,321 0 0
LORILLARD INC COM 544147101 2,869 64,074 SH   DFND 3 64,074 0 0
LORILLARD INC COM 544147101 34,211 763,989 SH   DFND 6 472,579 0 291,410
LORILLARD INC COM 544147101 47,635 1,063,746 SH   DFND 7 566,926 0 496,820
LORILLARD INC COM 544147101 18,662 416,756 SH   DFND 8 0 0 416,756
LOUISIANA PAC CORP COM 546347105 48,974 2,784,200 SH   DFND 1,5 0 0 2,784,200
LOWES COS INC COM 548661107 922,758 19,381,595 SH   DFND 1,5 38,886 0 19,342,709
LOWES COS INC COM 548661107 15,846 332,828 SH   DFND 2 332,828 0 0
LOWES COS INC COM 548661107 6,544 137,459 SH   DFND 3 137,459 0 0
LOWES COS INC COM 548661107 18,534 389,287 SH   DFND 6 323,397 0 65,890
LOWES COS INC COM 548661107 18,003 378,125 SH   DFND 7 356,505 0 21,620
LOWES COS INC COM 548661107 146,471 3,076,479 SH   DFND 8 0 0 3,076,479
LOWES COS INC COM 548661107 21,920 460,401 SH   DFND   460,401 0 0
LPL FINL HLDGS INC COM 50212V100 24,902 650,000 SH   DFND 1,5 0 0 650,000
LPL FINL HLDGS INC COM 50212V100 13,409 350,000 SH   DFND 8 0 0 350,000
LSI CORPORATION COM 502161102 63,077 8,066,107 SH   DFND 1,5 0 0 8,066,107
LSI CORPORATION COM 502161102 1,354 173,116 SH   DFND 2 173,116 0 0
LSI CORPORATION COM 502161102 192 24,523 SH   DFND 3 24,523 0 0
LSI CORPORATION COM 502161102 297 38,035 SH   DFND 8 0 0 38,035
LTC PPTYS INC COM 502175102 34,471 907,610 SH   DFND 1,5 0 0 907,610
LTX-CREDENCE CORP COM NEW 502403207 15,403 2,340,945 SH   DFND 1,5 0 0 2,340,945
LTX-CREDENCE CORP COM NEW 502403207 811 123,281 SH   DFND 7 123,281 0 0
LULULEMON ATHLETICA INC COM 550021109 1,245,393 17,039,177 SH   DFND 1,5 0 0 17,039,177
LULULEMON ATHLETICA INC COM 550021109 1,414 19,350 SH   DFND 6 19,350 0 0
LULULEMON ATHLETICA INC COM 550021109 13,909 190,300 SH   DFND 8 0 0 190,300
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 373,609 3,503,136 SH   DFND 1,5 100 0 3,503,036
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 474 4,445 SH   DFND 6 4,445 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,365 12,800 SH   DFND 8 0 0 12,800
LUMOS NETWORKS CORP COM 550283105 7,165 330,625 SH   DFND 1,5 0 0 330,625
LUMOS NETWORKS CORP COM 550283105 11,027 508,877 SH   DFND 8 0 0 508,877
LUXFER HLDGS PLC SPONSORED ADR 550678106 11,159 698,301 SH   DFND 6 698,301 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 24,015 907,270 SH   DFND 1,5 12,300 0 894,970
LUXOFT HLDG INC ORD SHS CL A G57279104 4,699 177,536 SH   DFND 8 0 0 177,536
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,911,594 26,103,975 SH   DFND 1,5 94,916 0 26,009,059
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,382 141,776 SH   DFND 2 141,776 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,897 25,901 SH   DFND 3 25,901 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 18,115 247,368 SH   DFND 6 169,102 0 78,266
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 51,200 699,172 SH   DFND 7 540,372 0 158,800
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 222,849 3,043,134 SH   DFND 8 0 0 3,043,134
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 54,415 743,074 SH   DFND 9 743,074 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,636 76,965 SH   DFND   76,965 0 0
M & T BK CORP COM 55261F104 854,760 7,637,237 SH   DFND 1,5 97,875 0 7,539,362
M & T BK CORP COM 55261F104 4,605 41,149 SH   DFND 2 41,149 0 0
M & T BK CORP COM 55261F104 2,035 18,181 SH   DFND 3 18,181 0 0
M & T BK CORP COM 55261F104 20,058 179,220 SH   DFND 6 47,420 0 131,800
M & T BK CORP COM 55261F104 14,237 127,207 SH   DFND 7 97,407 0 29,800
M & T BK CORP COM 55261F104 43,980 392,960 SH   DFND 8 0 0 392,960
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 19,196 19,000,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 8,011 388,490 SH   DFND 6 388,490 0 0
M/I HOMES INC COM 55305B101 6,503 315,369 SH   DFND   315,369 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 22,918 1,346,560 SH   DFND 6 1,346,560 0 0
MACERICH CO COM 554382101 227,914 4,038,157 SH   DFND 1,5 45,673 0 3,992,484
MACERICH CO COM 554382101 2,510 44,472 SH   DFND 2 44,472 0 0
MACERICH CO COM 554382101 70,990 1,257,800 SH   DFND 8 0 0 1,257,800
MACERICH CO COM 554382101 9,044 160,240 SH   DFND   160,240 0 0
MAC-GRAY CORP COM 554153106 710 48,700 SH   DFND   48,700 0 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 541 10,100 SH   DFND 8 0 0 10,100
MACYS INC COM 55616P104 184,493 4,263,759 SH   DFND 1,5 0 0 4,263,759
MACYS INC COM 55616P104 5,152 119,058 SH   DFND 2 119,058 0 0
MACYS INC COM 55616P104 786 18,172 SH   DFND 3 18,172 0 0
MACYS INC COM 55616P104 33,043 763,655 SH   DFND 6 468,545 0 295,110
MACYS INC COM 55616P104 36,003 832,060 SH   DFND 7 414,440 0 417,620
MADDEN STEVEN LTD COM 556269108 197,779 3,674,146 SH   DFND 1,5 0 0 3,674,146
MADDEN STEVEN LTD COM 556269108 21,453 398,530 SH   DFND 6 363,730 0 34,800
MADDEN STEVEN LTD COM 556269108 775 14,400 SH   DFND 7 13,700 0 700
MADDEN STEVEN LTD COM 556269108 5,436 100,983 SH   DFND 8 0 0 100,983
MADDEN STEVEN LTD COM 556269108 947 17,599 SH   DFND   17,599 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 6,765 116,500 SH   DFND 8 0 0 116,500
MAG SILVER CORP COM 55903Q104 327 55,400 SH   DFND 8 0 0 55,400
MAGELLAN HEALTH SVCS INC COM NEW 559079207 17,988 300,000 SH   DFND 1,5 0 0 300,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 8,418 149,175 SH   DFND 1,5 0 0 149,175
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 21,650 383,662 SH   DFND 8 0 0 383,662
MAGNA INTL INC COM 559222401 173,654 2,105,617 SH   DFND 1,5 1,094,017 0 1,011,600
MAGNA INTL INC COM 559222401 42,453 514,754 SH   DFND 6 207,300 0 307,454
MAGNA INTL INC COM 559222401 119,139 1,444,600 SH   DFND 7 1,385,300 0 59,300
MAGNA INTL INC COM 559222401 13,128 159,184 SH   DFND 8 0 0 159,184
MAGNA INTL INC COM 559222401 442,732 5,368,293 SH   DFND   4,781,893 0 586,400
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 34,843 1,618,335 SH   DFND 1,5 0 0 1,618,335
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 251 11,674 SH   DFND 6 0 0 11,674
MAGNUM HUNTER RES CORP DEL COM 55973B102 5,382 872,340 SH   DFND 6 872,340 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 50,643 1,148,632 SH   DFND 1,5 0 0 1,148,632
MANCHESTER UTD PLC NEW ORD CL A G5784H106 14,359 826,630 SH   DFND 1,5 0 0 826,630
MANHATTAN ASSOCS INC COM 562750109 859 9,000 SH   DFND 1,5 0 0 9,000
MANHATTAN ASSOCS INC COM 562750109 1,521 15,940 SH   DFND 8 0 0 15,940
MANITOWOC INC COM 563571108 339,485 17,338,352 SH   DFND 1,5 0 0 17,338,352
MANITOWOC INC COM 563571108 405 20,699 SH   DFND 6 20,699 0 0
MANITOWOC INC COM 563571108 2,304 117,674 SH   DFND 7 117,674 0 0
MANITOWOC INC COM 563571108 40,978 2,092,852 SH   DFND 8 0 0 2,092,852
MANNKIND CORP COM 56400P201 3,296 578,300 SH   DFND 1,5 0 0 578,300
MANNKIND CORP COM 56400P201 39,750 6,973,668 SH   DFND 8 0 0 6,973,668
MANPOWERGROUP INC COM 56418H100 362,239 4,979,917 SH   DFND 1,5 0 0 4,979,917
MANPOWERGROUP INC COM 56418H100 51,700 710,756 SH   DFND 6 556,186 0 154,570
MANPOWERGROUP INC COM 56418H100 20,948 287,981 SH   DFND 7 240,981 0 47,000
MANPOWERGROUP INC COM 56418H100 466 6,405 SH   DFND 9 6,405 0 0
MANPOWERGROUP INC COM 56418H100 8,198 112,703 SH   DFND   112,703 0 0
MANTECH INTL CORP CL A 564563104 66,867 2,325,000 SH   DFND 1,5 0 0 2,325,000
MANTECH INTL CORP CL A 564563104 6,511 226,400 SH   DFND 8 0 0 226,400
MANULIFE FINL CORP COM 56501R106 180,547 10,913,878 SH   DFND 1,5 5,205,678 0 5,708,200
MANULIFE FINL CORP COM 56501R106 45,638 2,758,788 SH   DFND 6 1,018,800 0 1,739,988
MANULIFE FINL CORP COM 56501R106 293,833 17,761,882 SH   DFND 7 17,419,282 0 342,600
MANULIFE FINL CORP COM 56501R106 787,981 47,632,649 SH   DFND   43,210,549 0 4,422,100
MARATHON OIL CORP COM 565849106 658,544 18,880,262 SH   DFND 1,5 0 0 18,880,262
MARATHON OIL CORP COM 565849106 7,833 224,568 SH   DFND 2 224,568 0 0
MARATHON OIL CORP COM 565849106 3,642 104,417 SH   DFND 3 104,417 0 0
MARATHON OIL CORP COM 565849106 28,486 816,693 SH   DFND 6 344,833 0 471,860
MARATHON OIL CORP COM 565849106 17,009 487,654 SH   DFND 7 350,544 0 137,110
MARATHON OIL CORP COM 565849106 4,555 130,600 SH   DFND   130,600 0 0
MARATHON PETE CORP COM 56585A102 215,613 3,352,192 SH   DFND 1,5 0 0 3,352,192
MARATHON PETE CORP COM 56585A102 6,372 99,069 SH   DFND 2 99,069 0 0
MARATHON PETE CORP COM 56585A102 1,792 27,857 SH   DFND 3 27,857 0 0
MARATHON PETE CORP COM 56585A102 25,039 389,290 SH   DFND 6 260,920 0 128,370
MARATHON PETE CORP COM 56585A102 34,539 536,984 SH   DFND 7 294,544 0 242,440
MARATHON PETE CORP COM 56585A102 51,941 807,539 SH   DFND 8 0 0 807,539
MARIN SOFTWARE INC COM 56804T106 28,597 2,278,668 SH   DFND 1,5 0 0 2,278,668
MARINEMAX INC COM 567908108 9,150 750,000 SH   DFND 1,5 0 0 750,000
MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 814 33,500 SH   DFND 1,5 33,500 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 5,402 191,700 SH   DFND 3 191,700 0 0
MARKETO INC COM 57063L107 54,173 1,699,290 SH   DFND 1,5 0 0 1,699,290
MARKETO INC COM 57063L107 2,777 87,100 SH   DFND 8 0 0 87,100
MARKETO INC COM 57063L107 17,293 542,450 SH   DFND   542,450 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 313,378 4,338,612 SH   DFND 1,5 0 0 4,338,612
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 2,625 36,346 SH   DFND 7 36,346 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 25,277 349,945 SH   DFND 8 0 0 349,945
MARRIOTT INTL INC NEW CL A 571903202 30,355 721,715 SH   DFND 1,5 0 0 721,715
MARRIOTT INTL INC NEW CL A 571903202 3,026 71,954 SH   DFND 2 71,954 0 0
MARRIOTT INTL INC NEW CL A 571903202 451 10,711 SH   DFND 3 10,711 0 0
MARRIOTT INTL INC NEW CL A 571903202 9,119 216,800 SH   DFND 8 0 0 216,800
MARSH & MCLENNAN COS INC COM 571748102 670,329 15,392,168 SH   DFND 1,5 0 0 15,392,168
MARSH & MCLENNAN COS INC COM 571748102 7,574 173,920 SH   DFND 2 173,920 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,567 35,977 SH   DFND 3 35,977 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,131 25,969 SH   DFND 7 25,969 0 0
MARSH & MCLENNAN COS INC COM 571748102 49,127 1,128,064 SH   DFND 8 0 0 1,128,064
MARTEN TRANS LTD COM 573075108 309 18,000 SH   DFND 1,5 0 0 18,000
MARTEN TRANS LTD COM 573075108 2,725 158,900 SH   DFND 8 0 0 158,900
MARTHA STEWART LIVING OMNIME CL A 573083102 1,199 521,433 SH   DFND 8 0 0 521,433
MARTIN MARIETTA MATLS INC COM 573284106 154,418 1,572,969 SH   DFND 1,5 0 0 1,572,969
MARTIN MARIETTA MATLS INC COM 573284106 10,156 103,450 SH   DFND 6 103,450 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,923 80,708 SH   DFND 7 80,708 0 0
MARTIN MARIETTA MATLS INC COM 573284106 15,806 161,011 SH   DFND 8 0 0 161,011
MARTIN MARIETTA MATLS INC COM 573284106 557 5,673 SH   DFND   5,673 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 33,667 2,927,544 SH   DFND 1,5 0 0 2,927,544
MASCO CORP COM 574599106 96,373 4,528,829 SH   DFND 1,5 0 0 4,528,829
MASCO CORP COM 574599106 2,404 112,949 SH   DFND 2 112,949 0 0
MASCO CORP COM 574599106 794 37,323 SH   DFND 3 37,323 0 0
MASCO CORP COM 574599106 8,513 400,060 SH   DFND 6 285,610 0 114,450
MASCO CORP COM 574599106 16,951 796,558 SH   DFND 7 461,388 0 335,170
MASCO CORP COM 574599106 15,815 743,200 SH   DFND 8 0 0 743,200
MASCO CORP COM 574599106 293 13,758 SH   DFND 9 13,758 0 0
MASIMO CORP COM 574795100 5,795 217,532 SH   DFND 1,5 0 0 217,532
MASIMO CORP COM 574795100 34,343 1,289,168 SH   DFND 8 0 0 1,289,168
MASONITE INTL CORP NEW COM 575385109 262 5,358 SH   DFND 1,5 0 0 5,358
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 15,184 16,240,000 PRN   DFND 1,5 0 0 0
MAST THERAPEUTICS INC COM 576314108 460 1,047,304 SH   DFND 1,5 0 0 1,047,304
MASTEC INC NOTE 4.250%12/1 576323AM1 17,044 8,530,000 PRN   DFND 1,5 0 0 0
MASTEC INC NOTE 4.000% 6/1 576323AL3 35,365 18,200,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 57,041 1,882,555 SH   DFND 1,5 14,422 0 1,868,133
MASTEC INC COM 576323109 7,376 243,430 SH   DFND 6 219,030 0 24,400
MASTEC INC COM 576323109 7,520 248,200 SH   DFND 8 0 0 248,200
MASTEC INC COM 576323109 930 30,700 SH   DFND   30,700 0 0
MASTERCARD INC CL A 57636Q104 3,962,139 5,889,205 SH   DFND 1,5 600 0 5,888,605
MASTERCARD INC CL A 57636Q104 22,085 32,827 SH   DFND 2 32,827 0 0
MASTERCARD INC CL A 57636Q104 6,753 10,037 SH   DFND 3 10,037 0 0
MASTERCARD INC CL A 57636Q104 66,892 99,426 SH   DFND 6 55,176 0 44,250
MASTERCARD INC CL A 57636Q104 83,972 124,814 SH   DFND 7 86,974 0 37,840
MASTERCARD INC CL A 57636Q104 197,464 293,504 SH   DFND 8 0 0 293,504
MASTERCARD INC CL A 57636Q104 221 329 SH   DFND   329 0 0
MATRIX SVC CO COM 576853105 339 17,284 SH   DFND 1,5 0 0 17,284
MATSON INC COM 57686G105 1,186 45,200 SH   DFND 8 0 0 45,200
MATTEL INC COM 577081102 63,212 1,510,090 SH   DFND 1,5 0 0 1,510,090
MATTEL INC COM 577081102 4,564 109,032 SH   DFND 2 109,032 0 0
MATTEL INC COM 577081102 712 17,007 SH   DFND 3 17,007 0 0
MATTEL INC COM 577081102 749 17,900 SH   DFND 6 17,900 0 0
MATTEL INC COM 577081102 4,536 108,350 SH   DFND 8 0 0 108,350
MATTHEWS INTL CORP CL A 577128101 3,426 89,966 SH   DFND 1,5 0 0 89,966
MATTHEWS INTL CORP CL A 577128101 1,077 28,280 SH   DFND 6 28,280 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 61,231 2,054,723 SH   DFND 1,5 0 0 2,054,723
MAXIM INTEGRATED PRODS INC COM 57772K101 959 32,172 SH   DFND 7 32,172 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 47,968 1,609,662 SH   DFND 9 1,609,662 0 0
MAXIMUS INC COM 577933104 29,107 646,240 SH   DFND 1,5 0 0 646,240
MAXIMUS INC COM 577933104 30,902 686,098 SH   DFND 6 686,098 0 0
MAXIMUS INC COM 577933104 16,759 372,100 SH   DFND 7 372,100 0 0
MAXIMUS INC COM 577933104 32,796 728,160 SH   DFND 8 0 0 728,160
MAXLINEAR INC CL A 57776J100 19,520 2,354,608 SH   DFND 1,5 0 0 2,354,608
MB FINANCIAL INC NEW COM 55264U108 44,322 1,569,470 SH   DFND 1,5 0 0 1,569,470
MCCORMICK & CO INC COM NON VTG 579780206 2,702 41,766 SH   DFND 2 41,766 0 0
MCCORMICK & CO INC COM NON VTG 579780206 753 11,632 SH   DFND 3 11,632 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,245 65,612 SH   DFND 9 65,612 0 0
MCDERMOTT INTL INC COM 580037109 13,721 1,846,700 SH   DFND 1,5 0 0 1,846,700
MCDONALDS CORP COM 580135101 1,043,986 10,851,117 SH   DFND 1,5 128,027 0 10,723,090
MCDONALDS CORP COM 580135101 30,434 316,328 SH   DFND 2 316,328 0 0
MCDONALDS CORP COM 580135101 9,173 95,339 SH   DFND 3 95,339 0 0
MCDONALDS CORP COM 580135101 49,998 519,680 SH   DFND 6 288,670 0 231,010
MCDONALDS CORP COM 580135101 88,655 921,473 SH   DFND 7 813,253 0 108,220
MCDONALDS CORP COM 580135101 52,983 550,700 SH   DFND 8 0 0 550,700
MCDONALDS CORP COM 580135101 4,737 49,233 SH   DFND   49,233 0 0
MCEWEN MNG INC COM 58039P107 2,265 943,810 SH   DFND 8 0 0 943,810
MCGRAW HILL FINL INC COM 580645109 595,080 9,072,732 SH   DFND 1,5 0 0 9,072,732
MCGRAW HILL FINL INC COM 580645109 5,712 87,084 SH   DFND 2 87,084 0 0
MCGRAW HILL FINL INC COM 580645109 1,114 16,986 SH   DFND 3 16,986 0 0
MCGRAW HILL FINL INC COM 580645109 12,372 188,619 SH   DFND 7 188,619 0 0
MCGRAW HILL FINL INC COM 580645109 13,307 202,876 SH   DFND 8 0 0 202,876
MCGRAW HILL FINL INC COM 580645109 21,420 326,571 SH   DFND   326,571 0 0
MCKESSON CORP COM 58155Q103 695,299 5,419,319 SH   DFND 1,5 0 0 5,419,319
MCKESSON CORP COM 58155Q103 9,282 72,347 SH   DFND 2 72,347 0 0
MCKESSON CORP COM 58155Q103 4,181 32,591 SH   DFND 3 32,591 0 0
MCKESSON CORP COM 58155Q103 32,361 252,230 SH   DFND 6 113,810 0 138,420
MCKESSON CORP COM 58155Q103 20,279 158,062 SH   DFND 7 124,622 0 33,440
MCKESSON CORP COM 58155Q103 227,262 1,771,333 SH   DFND 8 0 0 1,771,333
MDC PARTNERS INC CL A SUB VTG 552697104 63,711 2,277,034 SH   DFND 1,5 0 0 2,277,034
MDC PARTNERS INC CL A SUB VTG 552697104 2,751 98,315 SH   DFND 7 98,315 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 63,635 2,274,308 SH   DFND 8 0 0 2,274,308
MDU RES GROUP INC COM 552690109 4,101 146,620 SH   DFND 6 146,620 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 647,825 8,723,735 SH   DFND 1,5 0 0 8,723,735
MEAD JOHNSON NUTRITION CO COM 582839106 4,756 64,043 SH   DFND 2 64,043 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,268 17,071 SH   DFND 3 17,071 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 15,087 203,170 SH   DFND 6 121,960 0 81,210
MEAD JOHNSON NUTRITION CO COM 582839106 6,434 86,644 SH   DFND 7 66,904 0 19,740
MEAD JOHNSON NUTRITION CO COM 582839106 44,579 600,316 SH   DFND 8 0 0 600,316
MEADOWBROOK INS GROUP INC COM 58319P108 10,400 1,600,000 SH   DFND 1,5 0 0 1,600,000
MEADOWBROOK INS GROUP INC COM 58319P108 5,774 888,240 SH   DFND 6 888,240 0 0
MEADWESTVACO CORP COM 583334107 7,977 207,839 SH   DFND 1,5 0 0 207,839
MEADWESTVACO CORP COM 583334107 2,156 56,182 SH   DFND 2 56,182 0 0
MEADWESTVACO CORP COM 583334107 397 10,335 SH   DFND 3 10,335 0 0
MEADWESTVACO CORP COM 583334107 37,039 965,061 SH   DFND 8 0 0 965,061
MEASUREMENT SPECIALTIES INC COM 583421102 15,351 283,020 SH   DFND 1,5 23,620 0 259,400
MEDASSETS INC COM 584045108 22,402 881,292 SH   DFND 1,5 0 0 881,292
MEDICAL ACTION INDS INC COM 58449L100 8,633 1,300,200 SH   DFND 1,5 0 0 1,300,200
MEDICINES CO COM 584688105 25,565 762,670 SH   DFND 1,5 0 0 762,670
MEDICINES CO COM 584688105 43,036 1,283,900 SH   DFND 8 0 0 1,283,900
MEDIDATA SOLUTIONS INC COM 58471A105 49,361 498,944 SH   DFND 1,5 0 0 498,944
MEDIDATA SOLUTIONS INC COM 58471A105 8,065 81,520 SH   DFND   81,520 0 0
MEDIVATION INC COM 58501N101 303,359 5,061,050 SH   DFND 1,5 0 0 5,061,050
MEDIVATION INC COM 58501N101 105,963 1,767,813 SH   DFND 6 1,337,733 0 430,080
MEDIVATION INC COM 58501N101 74,164 1,237,296 SH   DFND 7 862,846 0 374,450
MEDIVATION INC COM 58501N101 187,968 3,135,944 SH   DFND 8 0 0 3,135,944
MEDIVATION INC COM 58501N101 4,511 75,256 SH   DFND   75,256 0 0
MEDNAX INC COM 58502B106 364,183 3,627,319 SH   DFND 1,5 0 0 3,627,319
MEDNAX INC COM 58502B106 16,814 167,470 SH   DFND 6 130,570 0 36,900
MEDNAX INC COM 58502B106 17,674 176,040 SH   DFND 7 175,840 0 200
MEDNAX INC COM 58502B106 73,786 734,921 SH   DFND 8 0 0 734,921
MEDNAX INC COM 58502B106 3,497 34,828 SH   DFND   34,828 0 0
MEDTRONIC INC COM 585055106 228,952 4,299,566 SH   DFND 1,5 0 0 4,299,566
MEDTRONIC INC COM 585055106 16,808 315,639 SH   DFND 2 315,639 0 0
MEDTRONIC INC COM 585055106 4,546 85,369 SH   DFND 3 85,369 0 0
MEDTRONIC INC COM 585055106 43,853 823,530 SH   DFND 6 439,560 0 383,970
MEDTRONIC INC COM 585055106 84,246 1,582,080 SH   DFND 7 1,402,710 0 179,370
MEDTRONIC INC COM 585055106 74,550 1,400,000 SH   DFND 8 0 0 1,400,000
MEDTRONIC INC COM 585055106 18,217 342,102 SH   DFND   342,102 0 0
MEI PHARMA INC COM NEW 55279B202 23,756 2,094,875 SH   DFND 1,5 0 0 2,094,875
MEI PHARMA INC COM NEW 55279B202 755 66,600 SH   DFND 6 66,600 0 0
MELCO CROWN ENTMT LTD ADR 585464100 121,234 3,808,800 SH   DFND 1,5 252,000 0 3,556,800
MELCO CROWN ENTMT LTD ADR 585464100 2,510 78,870 SH   DFND 8 0 0 78,870
MELLANOX TECHNOLOGIES LTD SHS M51363113 229,439 6,044,242 SH   DFND 1,5 0 0 6,044,242
MELLANOX TECHNOLOGIES LTD SHS M51363113 8,392 221,074 SH   DFND 8 0 0 221,074
MENS WEARHOUSE INC COM 587118100 13,705 402,500 SH   DFND 1,5 0 0 402,500
MENTOR GRAPHICS CORP COM 587200106 131,039 5,607,162 SH   DFND 1,5 0 0 5,607,162
MENTOR GRAPHICS CORP COM 587200106 21,100 902,849 SH   DFND 6 902,849 0 0
MERCADOLIBRE INC COM 58733R102 63,088 467,630 SH   DFND 1,5 0 0 467,630
MERCADOLIBRE INC COM 58733R102 221 1,638 SH   DFND 3 1,638 0 0
MERCADOLIBRE INC COM 58733R102 5,581 41,370 SH   DFND 8 0 0 41,370
MERCK & CO INC NEW COM 58933Y105 2,234,765 46,938,985 SH   DFND 1,5 670,031 0 46,268,954
MERCK & CO INC NEW COM 58933Y105 44,088 926,023 SH   DFND 2 926,023 0 0
MERCK & CO INC NEW COM 58933Y105 11,900 249,955 SH   DFND 3 249,955 0 0
MERCK & CO INC NEW COM 58933Y105 139,441 2,928,825 SH   DFND 6 1,880,282 0 1,048,543
MERCK & CO INC NEW COM 58933Y105 198,424 4,167,696 SH   DFND 7 3,074,115 0 1,093,581
MERCK & CO INC NEW COM 58933Y105 165,734 3,481,075 SH   DFND 8 0 0 3,481,075
MERCK & CO INC NEW COM 58933Y105 92,774 1,948,617 SH   DFND 9 1,948,617 0 0
MERCK & CO INC NEW COM 58933Y105 32,370 679,892 SH   DFND   679,892 0 0
MERCURY GENL CORP NEW COM 589400100 21,152 437,840 SH   DFND 1,5 0 0 437,840
MERCURY SYS INC COM 589378108 3,793 379,705 SH   DFND 8 0 0 379,705
MEREDITH CORP COM 589433101 4,905 103,000 SH   DFND 8 0 0 103,000
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 4,412 202,500 SH   DFND 1,5 0 0 202,500
MERIT MED SYS INC COM 589889104 9,743 803,243 SH   DFND 6 715,243 0 88,000
MERIT MED SYS INC COM 589889104 3,361 277,080 SH   DFND 7 275,280 0 1,800
MERIT MED SYS INC COM 589889104 1,043 85,960 SH   DFND   85,960 0 0
MERITAGE HOMES CORP COM 59001A102 500 11,642 SH   DFND 9 11,642 0 0
MERITAGE HOMES CORP COM 59001A102 13,139 305,921 SH   DFND   305,921 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 56,580 14,889,482 SH   DFND 1,5 0 0 14,889,482
MERRIMACK PHARMACEUTICALS IN COM 590328100 127 33,380 SH   DFND 7 33,380 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 2,548 670,550 SH   DFND 8 0 0 670,550
MESA LABS INC COM 59064R109 21,466 317,500 SH   DFND 1,5 0 0 317,500
METABOLIX INC COM 591018809 3,613 2,867,845 SH   DFND 1,5 0 0 2,867,845
METHANEX CORP COM 59151K108 77,827 1,516,000 SH   DFND 1,5 0 0 1,516,000
METHANEX CORP COM 59151K108 33,780 658,000 SH   DFND 6 281,300 0 376,700
METHANEX CORP COM 59151K108 218,707 4,260,200 SH   DFND 7 4,205,000 0 55,200
METHANEX CORP COM 59151K108 223,913 4,361,600 SH   DFND   3,365,900 0 995,700
METLIFE INC COM 59156R108 1,966,589 41,886,872 SH   DFND 1,5 856,215 0 41,030,657
METLIFE INC COM 59156R108 16,637 354,357 SH   DFND 2 354,357 0 0
METLIFE INC COM 59156R108 4,230 90,088 SH   DFND 3 90,088 0 0
METLIFE INC COM 59156R108 10,807 230,190 SH   DFND 6 230,190 0 0
METLIFE INC COM 59156R108 3,026 64,462 SH   DFND 7 64,462 0 0
METLIFE INC COM 59156R108 65,425 1,393,507 SH   DFND 8 0 0 1,393,507
METLIFE INC COM 59156R108 5,358 114,120 SH   DFND 9 114,120 0 0
METLIFE INC UNIT 99/99/9999 59156R116 57,575 2,001,200 SH   DFND 1,5 0 0 2,001,200
METLIFE INC UNIT 99/99/9999 59156R116 16,059 558,200 SH   DFND 7 558,200 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 768,821 3,202,222 SH   DFND 1,5 0 0 3,202,222
MFA FINL INC COM 55272X102 137,017 18,391,559 SH   DFND 1,5 0 0 18,391,559
MFA FINL INC COM 55272X102 8,732 1,172,100 SH   DFND 8 0 0 1,172,100
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 3,642 2,900,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 91,971 12,633,393 SH   DFND 1,5 110,300 0 12,523,093
MGIC INVT CORP WIS COM 552848103 7,174 985,444 SH   DFND 6 985,444 0 0
MGIC INVT CORP WIS COM 552848103 77 10,600 SH   DFND 7 7,700 0 2,900
MGIC INVT CORP WIS COM 552848103 4,580 629,178 SH   DFND 8 0 0 629,178
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 104,624 82,300,000 PRN   DFND 1,5 0 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 949,596 12,742,831 SH   DFND 1,5 0 0 12,742,831
MICHAEL KORS HLDGS LTD SHS G60754101 698 9,367 SH   DFND 3 9,367 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,824 37,900 SH   DFND 6 37,900 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,714 23,000 SH   DFND 7 8,900 0 14,100
MICROCHIP TECHNOLOGY INC COM 595017104 41,706 1,035,150 SH   DFND 1,5 0 0 1,035,150
MICROCHIP TECHNOLOGY INC COM 595017104 2,516 62,435 SH   DFND 2 62,435 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 858 21,284 SH   DFND 3 21,284 0 0
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 67,033 35,763,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 527,282 30,182,137 SH   DFND 1,5 800 0 30,181,337
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 152,297 80,315,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 18,475 10,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 5,741 328,616 SH   DFND 2 328,616 0 0
MICRON TECHNOLOGY INC COM 595112103 773 44,231 SH   DFND 3 44,231 0 0
MICRON TECHNOLOGY INC COM 595112103 842 48,203 SH   DFND 6 48,203 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 2,750 1,450,000 PRN   DFND 6 0 0 0
MICRON TECHNOLOGY INC COM 595112103 811 46,428 SH   DFND 7 46,428 0 0
MICRON TECHNOLOGY INC COM 595112103 47,586 2,723,858 SH   DFND 8 0 0 2,723,858
MICROS SYS INC COM 594901100 55,490 1,111,140 SH   DFND 1,5 5,371 0 1,105,769
MICROS SYS INC COM 594901100 335 6,700 SH   DFND 9 6,700 0 0
MICROSOFT CORP COM 594918104 2,603,733 78,166,713 SH   DFND 1,5 608,322 0 77,558,391
MICROSOFT CORP COM 594918104 2,603,733 78,166,713 SH   DFND 1,5 0 0 78,166,713
MICROSOFT CORP COM 594918104 79,901 2,398,699 SH   DFND 2 2,398,699 0 0
MICROSOFT CORP COM 594918104 20,723 622,124 SH   DFND 3 622,124 0 0
MICROSOFT CORP COM 594918104 113,243 3,399,680 SH   DFND 6 1,809,060 0 1,590,620
MICROSOFT CORP COM 594918104 259,137 7,779,558 SH   DFND 7 6,218,208 0 1,561,350
MICROSOFT CORP COM 594918104 374,030 11,228,771 SH   DFND 8 0 0 11,228,771
MICROSOFT CORP COM 594918104 52,972 1,590,281 SH   DFND 9 1,590,281 0 0
MICROSOFT CORP COM 594918104 316,399 9,498,614 SH   DFND   9,498,614 0 0
MICROSTRATEGY INC CL A NEW 594972408 22,097 212,964 SH   DFND 1,5 0 0 212,964
MICROSTRATEGY INC CL A NEW 594972408 14,246 137,298 SH   DFND 8 0 0 137,298
MICROSTRATEGY INC CL A NEW 594972408 22,723 219,000 SH   DFND   219,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 70,164 1,122,622 SH   DFND 1,5 15,400 0 1,107,222
MID-AMER APT CMNTYS INC COM 59522J103 12,205 195,286 SH   DFND 6 195,286 0 0
MID-AMER APT CMNTYS INC COM 59522J103 22,623 361,961 SH   DFND 8 0 0 361,961
MILLENNIAL MEDIA INC COM 60040N105 1,759 248,800 SH   DFND 1,5 0 0 248,800
MILLENNIAL MEDIA INC COM 60040N105 3,423 484,200 SH   DFND 8 0 0 484,200
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 1,056 347,345 SH   DFND 1,5 0 0 347,345
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 1,720 565,855 SH   DFND 8 0 0 565,855
MINE SAFETY APPLIANCES CO COM 602720104 1,099 21,300 SH   DFND 1,5 0 0 21,300
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 4,289 669,100 SH   DFND 1,5 0 0 669,100
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 270 41,500 SH   DFND   41,500 0 0
MIX TELEMATICS LTD SPONSORED ADR 60688N102 3,074 207,700 SH   DFND 6 207,700 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 51,416 2,309,780 SH   DFND 1,5 0 0 2,309,780
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,109 94,750 SH   DFND 6 0 0 94,750
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,709 121,712 SH   DFND 7 121,712 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,531 68,794 SH   DFND 8 0 0 68,794
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 8,620 387,230 SH   DFND   260,940 0 126,290
MOHAWK INDS INC COM 608190104 138,991 1,067,112 SH   DFND 1,5 0 0 1,067,112
MOHAWK INDS INC COM 608190104 15,633 120,020 SH   DFND 6 120,020 0 0
MOHAWK INDS INC COM 608190104 12,728 97,720 SH   DFND 7 97,720 0 0
MOHAWK INDS INC COM 608190104 892 6,850 SH   DFND   6,850 0 0
MOLEX INC COM 608554101 1,672 43,414 SH   DFND 2 43,414 0 0
MOLEX INC COM 608554101 289 7,497 SH   DFND 3 7,497 0 0
MOLEX INC CL A 608554200 4,211 110,010 SH   DFND 7 110,010 0 0
MOLEX INC CL A 608554200 67,407 1,760,900 SH   DFND   1,760,900 0 0
MOLINA HEALTHCARE INC COM 60855R100 36,643 1,029,291 SH   DFND 1,5 0 0 1,029,291
MOLINA HEALTHCARE INC COM 60855R100 9,854 276,800 SH   DFND 8 0 0 276,800
MOLSON COORS BREWING CO CL B 60871R209 261,434 5,215,111 SH   DFND 1,5 49,159 0 5,165,952
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MOMENTA PHARMACEUTICALS INC COM 60877T100 24,063 1,672,220 SH   DFND 1,5 0 0 1,672,220
MOMENTA PHARMACEUTICALS INC COM 60877T100 18,287 1,270,814 SH   DFND 8 0 0 1,270,814
MONDELEZ INTL INC CL A 609207105 976,750 31,086,893 SH   DFND 1,5 0 0 31,086,893
MONDELEZ INTL INC CL A 609207105 17,704 563,475 SH   DFND 2 563,475 0 0
MONDELEZ INTL INC CL A 609207105 6,298 200,460 SH   DFND 3 200,460 0 0
MONDELEZ INTL INC CL A 609207105 51,881 1,651,221 SH   DFND 6 677,030 0 974,191
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MONDELEZ INTL INC CL A 609207105 3,042 96,826 SH   DFND   96,826 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 1,813 92,600 SH   DFND 8 0 0 92,600
MONMOUTH REAL ESTATE INVT CO CL A 609720107 17,768 1,958,945 SH   DFND 1,5 0 0 1,958,945
MONOLITHIC PWR SYS INC COM 609839105 44,324 1,463,796 SH   DFND 1,5 0 0 1,463,796
MONOLITHIC PWR SYS INC COM 609839105 55,980 1,848,750 SH   DFND 6 1,712,550 0 136,200
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MONOTYPE IMAGING HOLDINGS IN COM 61022P100 969 33,800 SH   DFND 6 0 0 33,800
MONRO MUFFLER BRAKE INC COM 610236101 693 14,913 SH   DFND 1,5 0 0 14,913
MONSANTO CO NEW COM 61166W101 2,560,954 24,537,264 SH   DFND 1,5 12,746 0 24,524,518
MONSANTO CO NEW COM 61166W101 17,607 168,697 SH   DFND 2 168,697 0 0
MONSANTO CO NEW COM 61166W101 5,512 52,811 SH   DFND 3 52,811 0 0
MONSANTO CO NEW COM 61166W101 28,021 268,476 SH   DFND 6 115,176 0 153,300
MONSANTO CO NEW COM 61166W101 18,652 178,710 SH   DFND 7 144,010 0 34,700
MONSANTO CO NEW COM 61166W101 292,538 2,802,893 SH   DFND 8 0 0 2,802,893
MONSANTO CO NEW COM 61166W101 16,369 156,835 SH   DFND 9 156,835 0 0
MONSTER BEVERAGE CORP COM 611740101 600,381 11,490,553 SH   DFND 1,5 500 0 11,490,053
MONSTER BEVERAGE CORP COM 611740101 2,242 42,910 SH   DFND 2 42,910 0 0
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MONSTER BEVERAGE CORP COM 611740101 26,065 498,860 SH   DFND 6 342,410 0 156,450
MONSTER BEVERAGE CORP COM 611740101 53,412 1,022,242 SH   DFND 7 564,082 0 458,160
MONSTER WORLDWIDE INC COM 611742107 2,210 500,000 SH   DFND 1,5 0 0 500,000
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MOODYS CORP COM 615369105 4,317 61,375 SH   DFND 2 61,375 0 0
MOODYS CORP COM 615369105 655 9,311 SH   DFND 3 9,311 0 0
MOODYS CORP COM 615369105 113,691 1,616,538 SH   DFND   1,616,538 0 0
MOOG INC CL A 615394202 64,537 1,100,000 SH   DFND 1,5 0 0 1,100,000
MORGAN STANLEY COM NEW 617446448 1,304,547 48,406,214 SH   DFND 1,5 413,327 0 47,992,887
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MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 5,888 6,000,000 PRN   DFND 1,5 0 0 0
MOSAIC CO NEW COM 61945C103 94,152 2,188,559 SH   DFND 1,5 0 0 2,188,559
MOSAIC CO NEW COM 61945C103 4,637 107,798 SH   DFND 2 107,798 0 0
MOSAIC CO NEW COM 61945C103 341 7,937 SH   DFND 3 7,937 0 0
MOSAIC CO NEW COM 61945C103 202 4,697 SH   DFND 6 4,697 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,439 91,590 SH   DFND 1,5 0 0 91,590
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,446 74,873 SH   DFND 2 74,873 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,619 27,273 SH   DFND 3 27,273 0 0
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MOVE INC COM NEW 62458M207 42,662 2,516,903 SH   DFND 1,5 0 0 2,516,903
MOVE INC COM NEW 62458M207 16,505 973,760 SH   DFND 6 973,760 0 0
MOVE INC COM NEW 62458M207 1,030 60,780 SH   DFND 7 22,800 0 37,980
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MRC GLOBAL INC COM 55345K103 36,736 1,370,744 SH   DFND 1,5 0 0 1,370,744
MRC GLOBAL INC COM 55345K103 48,425 1,806,890 SH   DFND 6 1,764,890 0 42,000
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MRC GLOBAL INC COM 55345K103 10,360 386,580 SH   DFND   386,580 0 0
MSC INDL DIRECT INC CL A 553530106 53,696 660,058 SH   DFND 1,5 0 0 660,058
MSC INDL DIRECT INC CL A 553530106 1,961 24,100 SH   DFND 8 0 0 24,100
MSCI INC COM 55354G100 26,180 650,268 SH   DFND 1,5 0 0 650,268
MSCI INC COM 55354G100 6,804 168,991 SH   DFND 8 0 0 168,991
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MURPHY USA INC COM 626755102 281,748 6,975,681 SH   DFND 1,5 25,050 0 6,950,631
MURPHY USA INC COM 626755102 1,105 27,355 SH   DFND 6 24,130 0 3,225
MWI VETERINARY SUPPLY INC COM 55402X105 48,213 322,800 SH   DFND 1,5 0 0 322,800
MWI VETERINARY SUPPLY INC COM 55402X105 7,812 52,300 SH   DFND 8 0 0 52,300
MYLAN INC COM 628530107 301,765 7,905,828 SH   DFND 1,5 0 0 7,905,828
MYLAN INC COM 628530107 4,612 120,821 SH   DFND 2 120,821 0 0
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MYLAN INC COM 628530107 16,119 422,290 SH   DFND 6 169,990 0 252,300
MYLAN INC COM 628530107 10,107 264,800 SH   DFND 7 202,300 0 62,500
MYLAN INC COM 628530107 102,200 2,677,492 SH   DFND 8 0 0 2,677,492
MYRIAD GENETICS INC COM 62855J104 37,038 1,576,100 SH   DFND 8 0 0 1,576,100
NABORS INDUSTRIES LTD SHS G6359F103 1,320 82,162 SH   DFND 2 82,162 0 0
NABORS INDUSTRIES LTD SHS G6359F103 233 14,485 SH   DFND 3 14,485 0 0
NABORS INDUSTRIES LTD SHS G6359F103 4,669 290,700 SH   DFND 8 0 0 290,700
NACCO INDS INC CL A 629579103 17,182 310,026 SH   DFND 1,5 0 0 310,026
NANOMETRICS INC COM 630077105 1,664 103,200 SH   DFND 1,5 0 0 103,200
NANOMETRICS INC COM 630077105 484 30,000 SH   DFND 8 0 0 30,000
NANOSPHERE INC COM 63009F105 746 372,808 SH   DFND 1,5 0 0 372,808
NASDAQ OMX GROUP INC COM 631103108 172,057 5,361,709 SH   DFND 1,5 0 0 5,361,709
NASDAQ OMX GROUP INC COM 631103108 1,172 36,536 SH   DFND 2 36,536 0 0
NASDAQ OMX GROUP INC COM 631103108 40,089 1,249,281 SH   DFND 6 1,156,341 0 92,940
NASDAQ OMX GROUP INC COM 631103108 1,718 53,550 SH   DFND 7 34,320 0 19,230
NASDAQ OMX GROUP INC COM 631103108 10,830 337,500 SH   DFND 8 0 0 337,500
NATIONAL BEVERAGE CORP COM 635017106 2,411 135,000 SH   DFND 1,5 0 0 135,000
NATIONAL BEVERAGE CORP COM 635017106 1,333 74,662 SH   DFND 7 74,662 0 0
NATIONAL CINEMEDIA INC COM 635309107 3,299 174,900 SH   DFND 8 0 0 174,900
NATIONAL FUEL GAS CO N J COM 636180101 185,419 2,696,616 SH   DFND 1,5 0 0 2,696,616
NATIONAL FUEL GAS CO N J COM 636180101 1,662 24,166 SH   DFND 7 24,166 0 0
NATIONAL FUEL GAS CO N J COM 636180101 14,604 212,395 SH   DFND 8 0 0 212,395
NATIONAL GRID PLC SPON ADR NEW 636274300 331 5,601 SH   DFND 3 5,601 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 7,576 128,300 SH   DFND 7 128,300 0 0
NATIONAL HEALTH INVS INC COM 63633D104 45,512 800,000 SH   DFND 1,5 0 0 800,000
NATIONAL HEALTHCARE CORP COM 635906100 1,607 34,000 SH   DFND 1,5 0 0 34,000
NATIONAL INSTRS CORP COM 636518102 6,432 207,938 SH   DFND 1,5 0 0 207,938
NATIONAL INSTRS CORP COM 636518102 9,091 293,916 SH   DFND 8 0 0 293,916
NATIONAL INTERSTATE CORP COM 63654U100 26,450 951,107 SH   DFND 1,5 0 0 951,107
NATIONAL OILWELL VARCO INC COM 637071101 1,198,611 15,345,161 SH   DFND 1,5 67,060 0 15,278,101
NATIONAL OILWELL VARCO INC COM 637071101 10,567 135,284 SH   DFND 2 135,284 0 0
NATIONAL OILWELL VARCO INC COM 637071101 3,218 41,203 SH   DFND 3 41,203 0 0
NATIONAL OILWELL VARCO INC COM 637071101 13,773 176,329 SH   DFND 6 79,099 0 97,230
NATIONAL OILWELL VARCO INC COM 637071101 36,375 465,692 SH   DFND 7 444,292 0 21,400
NATIONAL OILWELL VARCO INC COM 637071101 386,721 4,950,974 SH   DFND 8 0 0 4,950,974
NATIONAL OILWELL VARCO INC COM 637071101 2,169 27,764 SH   DFND   27,764 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 136,016 13,533,920 SH   DFND 1,5 35,600 0 13,498,320
NATIONAL PENN BANCSHARES INC COM 637138108 1,753 174,400 SH   DFND 7 174,400 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 8,451 840,900 SH   DFND 8 0 0 840,900
NATIONAL RETAIL PPTYS INC COM 637417106 151,342 4,756,194 SH   DFND 1,5 66,163 0 4,690,031
NATIONAL RETAIL PPTYS INC COM 637417106 26,563 834,800 SH   DFND 6 834,800 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 31,823 157,720 SH   DFND 1,5 0 0 157,720
NATIONSTAR MTG HLDGS INC COM 63861C109 137,319 2,442,100 SH   DFND 1,5 0 0 2,442,100
NATIONSTAR MTG HLDGS INC COM 63861C109 78,598 1,397,790 SH   DFND 6 1,267,230 0 130,560
NATIONSTAR MTG HLDGS INC COM 63861C109 21,788 387,473 SH   DFND 7 347,073 0 40,400
NATIONSTAR MTG HLDGS INC COM 63861C109 7,242 128,800 SH   DFND 8 0 0 128,800
NATIONSTAR MTG HLDGS INC COM 63861C109 5,571 99,073 SH   DFND   99,073 0 0
NATUS MEDICAL INC DEL COM 639050103 8,508 600,000 SH   DFND 8 0 0 600,000
NAVIOS MARITIME HOLDINGS INC COM Y62196103 33,620 4,721,933 SH   DFND 1,5 0 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 28,753 788,178 SH   DFND 1,5 0 0 788,178
NCI INC CL A 62886K104 5,003 888,630 SH   DFND 1,5 0 0 888,630
NCI INC CL A 62886K104 1,122 199,300 SH   DFND 8 0 0 199,300
NCR CORP NEW COM 62886E108 706,221 17,829,373 SH   DFND 1,5 0 0 17,829,373
NCR CORP NEW COM 62886E108 200 5,056 SH   DFND 3 5,056 0 0
NCR CORP NEW COM 62886E108 72,779 1,837,380 SH   DFND 6 1,361,780 0 475,600
NCR CORP NEW COM 62886E108 33,739 851,789 SH   DFND 7 744,389 0 107,400
NCR CORP NEW COM 62886E108 85,001 2,145,946 SH   DFND 8 0 0 2,145,946
NCR CORP NEW COM 62886E108 1,043 26,328 SH   DFND   26,328 0 0
NEENAH PAPER INC COM 640079109 25,555 650,097 SH   DFND 1,5 0 0 650,097
NEKTAR THERAPEUTICS COM 640268108 1,247 119,300 SH   DFND 8 0 0 119,300
NELNET INC CL A 64031N108 2,438 63,400 SH   DFND 8 0 0 63,400
NEONODE INC COM NEW 64051M402 30,331 4,724,481 SH   DFND 1,5 0 0 4,724,481
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NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 8,707 725,000 SH   DFND 1,5 0 0 725,000
NETAPP INC COM 64110D104 49,088 1,151,764 SH   DFND 1,5 0 0 1,151,764
NETAPP INC COM 64110D104 4,587 107,619 SH   DFND 2 107,619 0 0
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NETAPP INC COM 64110D104 32,791 769,389 SH   DFND 8 0 0 769,389
NETEASE INC SPONSORED ADR 64110W102 4,161 57,300 SH   DFND 1,5 0 0 57,300
NETFLIX INC COM 64110L106 536,671 1,735,620 SH   DFND 1,5 0 0 1,735,620
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NETGEAR INC COM 64111Q104 126,661 4,104,390 SH   DFND 1,5 0 0 4,104,390
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NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 182 18,105 SH   DFND 1,5 0 0 18,105
NETSUITE INC COM 64118Q107 674,654 6,250,267 SH   DFND 1,5 130 0 6,250,137
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NEUROCRINE BIOSCIENCES INC COM 64125C109 48,424 4,277,779 SH   DFND 1,5 0 0 4,277,779
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NEUROCRINE BIOSCIENCES INC COM 64125C109 56,134 4,958,823 SH   DFND 8 0 0 4,958,823
NEUSTAR INC CL A 64126X201 81,612 1,649,394 SH   DFND 1,5 0 0 1,649,394
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NEW GOLD INC CDA COM 644535106 26,962 4,523,220 SH   DFND 1,5 0 0 4,523,220
NEW GOLD INC CDA COM 644535106 46,962 7,878,375 SH   DFND 8 0 0 7,878,375
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NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 1,406 103,885 SH   DFND 1,5 0 0 103,885
NEW JERSEY RES COM 646025106 13,215 300,000 SH   DFND 1,5 0 0 300,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 34,320 1,378,327 SH   DFND 1,5 0 0 1,378,327
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,181 87,600 SH   DFND 6 0 0 87,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,171 87,200 SH   DFND 7 87,200 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 214 8,600 SH   DFND 8 0 0 8,600
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 8,140 326,900 SH   DFND   243,500 0 83,400
NEW RESIDENTIAL INVT CORP COM 64828T102 728 110,000 SH   DFND 1,5 0 0 110,000
NEW RESIDENTIAL INVT CORP COM 64828T102 2,517 380,200 SH   DFND 8 0 0 380,200
NEW YORK & CO INC COM 649295102 3,610 624,499 SH   DFND 1,5 0 0 624,499
NEW YORK CMNTY BANCORP INC COM 649445103 9,613 636,200 SH   DFND 8 0 0 636,200
NEW YORK TIMES CO CL A 650111107 4,695 373,500 SH   DFND 8 0 0 373,500
NEWCASTLE INVT CORP COM 65105M108 18,636 3,316,000 SH   DFND 1,5 0 0 3,316,000
NEWELL RUBBERMAID INC COM 651229106 117,634 4,277,600 SH   DFND 1,5 0 0 4,277,600
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NEWELL RUBBERMAID INC COM 651229106 884 32,159 SH   DFND 3 32,159 0 0
NEWFIELD EXPL CO COM 651290108 60,225 2,200,400 SH   DFND 1,5 400 0 2,200,000
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NEWFIELD EXPL CO COM 651290108 382 13,965 SH   DFND 3 13,965 0 0
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NEWLINK GENETICS CORP COM 651511107 24,778 1,319,359 SH   DFND 8 0 0 1,319,359
NEWLINK GENETICS CORP COM 651511107 12,466 663,780 SH   DFND   663,780 0 0
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NEWMONT MINING CORP COM 651639106 791 28,139 SH   DFND 3 28,139 0 0
NEWMONT MINING CORP COM 651639106 21,806 776,000 SH   DFND 8 0 0 776,000
NEWMONT MINING CORP COM 651639106 743 26,441 SH   DFND   26,441 0 0
NEWS CORP NEW CL A 65249B109 132,628 8,258,283 SH   DFND 1,5 0 0 8,258,283
NEWS CORP NEW CL A 65249B109 2,531 157,574 SH   DFND 2 157,574 0 0
NEWS CORP NEW CL A 65249B109 208 12,950 SH   DFND 6 0 0 12,950
NEWS CORP NEW CL A 65249B109 442 27,500 SH   DFND 8 0 0 27,500
NEXSTAR BROADCASTING GROUP I CL A 65336K103 116,957 2,627,954 SH   DFND 1,5 0 0 2,627,954
NEXSTAR BROADCASTING GROUP I CL A 65336K103 12,770 286,933 SH   DFND 6 286,933 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 721 16,200 SH   DFND 8 0 0 16,200
NEXTERA ENERGY INC COM 65339F101 420,794 5,249,429 SH   DFND 1,5 62,600 0 5,186,829
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 42,822 785,870 SH   DFND 1,5 337,270 0 448,600
NEXTERA ENERGY INC COM 65339F101 10,772 134,380 SH   DFND 2 134,380 0 0
NEXTERA ENERGY INC COM 65339F101 4,397 54,851 SH   DFND 3 54,851 0 0
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,907 35,000 SH   DFND 6 0 0 35,000
NEXTERA ENERGY INC COM 65339F101 24,054 300,070 SH   DFND 6 124,570 0 175,500
NEXTERA ENERGY INC COM 65339F101 13,434 167,593 SH   DFND 7 121,423 0 46,170
NEXTERA ENERGY INC COM 65339F101 68,783 858,076 SH   DFND 8 0 0 858,076
NIC INC COM 62914B100 24,813 1,073,704 SH   DFND 1,5 0 0 1,073,704
NICE SYS LTD SPONSORED ADR 653656108 22,404 541,553 SH   DFND 1,5 5,353 0 536,200
NICE SYS LTD SPONSORED ADR 653656108 17,644 426,500 SH   DFND 6 386,500 0 40,000
NICE SYS LTD SPONSORED ADR 653656108 1,357 32,800 SH   DFND 7 32,300 0 500
NICE SYS LTD SPONSORED ADR 653656108 2,548 61,600 SH   DFND   61,600 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,847 236,175 SH   DFND 1,5 0 0 236,175
NIELSEN HOLDINGS N V COM N63218106 111,539 3,060,065 SH   DFND 1,5 0 0 3,060,065
NIELSEN HOLDINGS N V COM N63218106 2,479 68,021 SH   DFND 2 68,021 0 0
NIELSEN HOLDINGS N V COM N63218106 41,463 1,137,535 SH   DFND 8 0 0 1,137,535
NIELSEN HOLDINGS N V COM N63218106 33,545 920,299 SH   DFND 9 920,299 0 0
NII HLDGS INC CL B NEW 62913F201 130,610 21,517,290 SH   DFND 1,5 0 0 21,517,290
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NIKE INC CL B 654106103 2,371,076 32,641,461 SH   DFND 1,5 0 0 32,641,461
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NIKE INC CL B 654106103 25,303 348,340 SH   DFND 6 149,840 0 198,500
NIKE INC CL B 654106103 16,185 222,816 SH   DFND 7 178,816 0 44,000
NIKE INC CL B 654106103 33,641 463,126 SH   DFND 8 0 0 463,126
NISOURCE INC COM 65473P105 265,212 8,585,702 SH   DFND 1,5 0 0 8,585,702
NISOURCE INC COM 65473P105 3,055 98,914 SH   DFND 2 98,914 0 0
NISOURCE INC COM 65473P105 632 20,475 SH   DFND 3 20,475 0 0
NISOURCE INC COM 65473P105 56,725 1,836,359 SH   DFND 8 0 0 1,836,359
NOAH HLDGS LTD SPONSORED ADS 65487X102 8,138 477,300 SH   DFND 1,5 0 0 477,300
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 305,808 8,096,573 SH   DFND 1,5 85,807 0 8,010,766
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 3,028 80,176 SH   DFND 2 80,176 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1,333 35,293 SH   DFND 3 35,293 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 11,962 316,700 SH   DFND 6 70,900 0 245,800
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 10,165 269,132 SH   DFND 7 214,632 0 54,500
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 74,115 1,962,265 SH   DFND 8 0 0 1,962,265
NOBLE ENERGY INC COM 655044105 3,472,298 51,817,604 SH   DFND 1,5 0 0 51,817,604
NOBLE ENERGY INC COM 655044105 7,616 113,648 SH   DFND 2 113,648 0 0
NOBLE ENERGY INC COM 655044105 266 3,963 SH   DFND 3 3,963 0 0
NOBLE ENERGY INC COM 655044105 1,173 17,510 SH   DFND 7 17,510 0 0
NOBLE ENERGY INC COM 655044105 125,182 1,868,108 SH   DFND 8 0 0 1,868,108
NOKIA CORP SPONSORED ADR 654902204 210,537 32,340,527 SH   DFND 1,5 283,700 0 32,056,827
NOKIA CORP SPONSORED ADR 654902204 14,826 2,277,435 SH   DFND 8 0 0 2,277,435
NOMURA HLDGS INC SPONSORED ADR 65535H208 769 98,500 SH   DFND 1,5 0 0 98,500
NOODLES & CO CL A 65540B105 47,912 1,122,842 SH   DFND 1,5 0 0 1,122,842
NORDIC AMERICAN TANKERS LIMI COM G65773106 5,974 725,000 SH   DFND 1,5 0 0 725,000
NORDSON CORP COM 655663102 7,385 100,296 SH   DFND 1,5 0 0 100,296
NORDSON CORP COM 655663102 3,429 46,570 SH   DFND 6 46,570 0 0
NORDSON CORP COM 655663102 10,403 141,287 SH   DFND 7 141,287 0 0
NORDSON CORP COM 655663102 13,008 176,663 SH   DFND 8 0 0 176,663
NORDSON CORP COM 655663102 9,990 135,678 SH   DFND   135,678 0 0
NORDSTROM INC COM 655664100 44,960 800,000 SH   DFND 1,5 0 0 800,000
NORDSTROM INC COM 655664100 2,565 45,636 SH   DFND 2 45,636 0 0
NORDSTROM INC COM 655664100 319 5,674 SH   DFND 3 5,674 0 0
NORFOLK SOUTHERN CORP COM 655844108 85,259 1,102,250 SH   DFND 1,5 0 0 1,102,250
NORFOLK SOUTHERN CORP COM 655844108 7,636 98,715 SH   DFND 2 98,715 0 0
NORFOLK SOUTHERN CORP COM 655844108 2,332 30,148 SH   DFND 3 30,148 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,139 14,720 SH   DFND 6 14,720 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,303 16,845 SH   DFND 7 16,845 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,190 157,600 SH   DFND 8 0 0 157,600
NORTEK INC COM NEW 656559309 109,955 1,600,280 SH   DFND 1,5 0 0 1,600,280
NORTEK INC COM NEW 656559309 2,669 38,845 SH   DFND 6 0 0 38,845
NORTH VALLEY BANCORP COM NEW 66304M204 8,033 425,000 SH   DFND 1,5 0 0 425,000
NORTHEAST UTILS COM 664397106 277,413 6,725,153 SH   DFND 1,5 46,192 0 6,678,961
NORTHEAST UTILS COM 664397106 4,109 99,600 SH   DFND 2 99,600 0 0
NORTHEAST UTILS COM 664397106 911 22,088 SH   DFND 3 22,088 0 0
NORTHEAST UTILS COM 664397106 351 8,500 SH   DFND 6 8,500 0 0
NORTHEAST UTILS COM 664397106 801 19,407 SH   DFND 7 19,407 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 67,952 4,709,069 SH   DFND 1,5 0 0 4,709,069
NORTHERN OIL & GAS INC NEV COM 665531109 3,232 223,955 SH   DFND 7 223,955 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 17,548 1,216,096 SH   DFND 8 0 0 1,216,096
NORTHERN TR CORP COM 665859104 165,266 3,038,540 SH   DFND 1,5 0 0 3,038,540
NORTHERN TR CORP COM 665859104 3,885 71,430 SH   DFND 2 71,430 0 0
NORTHERN TR CORP COM 665859104 1,191 21,888 SH   DFND 3 21,888 0 0
NORTHERN TR CORP COM 665859104 907 16,678 SH   DFND 6 16,678 0 0
NORTHERN TR CORP COM 665859104 21,756 400,000 SH   DFND 8 0 0 400,000
NORTHFIELD BANCORP INC DEL COM 66611T108 785 64,700 SH   DFND 8 0 0 64,700
NORTHRIM BANCORP INC COM 666762109 12,052 500,069 SH   DFND 1,5 0 0 500,069
NORTHROP GRUMMAN CORP COM 666807102 6,938 72,833 SH   DFND 2 72,833 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,674 17,576 SH   DFND 3 17,576 0 0
NORTHROP GRUMMAN CORP COM 666807102 5,386 56,540 SH   DFND 6 50,290 0 6,250
NORTHROP GRUMMAN CORP COM 666807102 372 3,910 SH   DFND 7 0 0 3,910
NORTHSTAR RLTY FIN CORP COM 66704R100 83,605 9,009,130 SH   DFND 1,5 0 0 9,009,130
NORTHSTAR RLTY FIN CORP COM 66704R100 4,100 441,860 SH   DFND 6 441,860 0 0
NORWOOD FINANCIAL CORP COM 669549107 1,450 50,000 SH   DFND 1,5 0 0 50,000
NOVACOPPER INC COM 66988K102 923 488,333 SH   DFND 8 0 0 488,333
NOVAGOLD RES INC COM NEW 66987E206 6,742 2,955,000 SH   DFND 8 0 0 2,955,000
NOVARTIS A G SPONSORED ADR 66987V109 61,809 805,749 SH   DFND 1,5 0 0 805,749
NOVARTIS A G SPONSORED ADR 66987V109 1,043 13,602 SH   DFND 3 13,602 0 0
NOVARTIS A G SPONSORED ADR 66987V109 266 3,471 SH   DFND 7 3,471 0 0
NOVARTIS A G SPONSORED ADR 66987V109 76,863 1,001,998 SH   DFND 8 0 0 1,001,998
NOVAVAX INC COM 670002104 35,116 11,112,597 SH   DFND 1,5 108,588 0 11,004,009
NOVAVAX INC COM 670002104 33,094 10,472,760 SH   DFND 8 0 0 10,472,760
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 31,663 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 258,569 1,528,006 SH   DFND 1,5 0 0 1,528,006
NOVO-NORDISK A S ADR 670100205 762 4,503 SH   DFND 3 4,503 0 0
NOVO-NORDISK A S ADR 670100205 21,288 125,800 SH   DFND 8 0 0 125,800
NPS PHARMACEUTICALS INC COM 62936P103 369,918 11,628,976 SH   DFND 1,5 0 0 11,628,976
NPS PHARMACEUTICALS INC COM 62936P103 114,024 3,584,538 SH   DFND 8 0 0 3,584,538
NRG ENERGY INC COM NEW 629377508 151,613 5,547,500 SH   DFND 1,5 0 0 5,547,500
NRG ENERGY INC COM NEW 629377508 2,793 102,188 SH   DFND 2 102,188 0 0
NRG ENERGY INC COM NEW 629377508 340 12,455 SH   DFND 3 12,455 0 0
NRG ENERGY INC COM NEW 629377508 83,800 3,066,240 SH   DFND 8 0 0 3,066,240
NRG YIELD INC COM CL A 62942X108 2,451 80,930 SH   DFND 6 80,930 0 0
NRG YIELD INC COM CL A 62942X108 9,484 313,100 SH   DFND 8 0 0 313,100
NTELOS HLDGS CORP COM NEW 67020Q305 1,873 99,652 SH   DFND 1,5 0 0 99,652
NTELOS HLDGS CORP COM NEW 67020Q305 1,351 71,854 SH   DFND 8 0 0 71,854
NTT DOCOMO INC SPONS ADR 62942M201 2,944 181,500 SH   DFND 1,5 0 0 181,500
NU SKIN ENTERPRISES INC CL A 67018T105 77,152 805,854 SH   DFND 1,5 0 0 805,854
NU SKIN ENTERPRISES INC CL A 67018T105 16,517 172,520 SH   DFND 6 172,520 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 13,460 140,593 SH   DFND 7 140,593 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 21,947 229,239 SH   DFND 8 0 0 229,239
NU SKIN ENTERPRISES INC CL A 67018T105 950 9,925 SH   DFND   9,925 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 136,806 7,317,762 SH   DFND 1,5 48,616 0 7,269,146
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 72,624 71,860,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 31,876 28,085,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,415 1,400,000 PRN   DFND 6 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,318 391,445 SH   DFND 8 0 0 391,445
NUCOR CORP COM 670346105 14,255 290,800 SH   DFND 1,5 0 0 290,800
NUCOR CORP COM 670346105 4,936 100,687 SH   DFND 2 100,687 0 0
NUCOR CORP COM 670346105 1,929 39,346 SH   DFND 3 39,346 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 27,389 1,153,710 SH   DFND 1,5 0 0 1,153,710
NUTRI SYS INC NEW COM 67069D108 8,269 575,000 SH   DFND 1,5 0 0 575,000
NV ENERGY INC COM 67073Y106 86,512 3,664,200 SH   DFND 7 3,664,200 0 0
NV ENERGY INC COM 67073Y106 458,928 19,437,886 SH   DFND   19,437,886 0 0
NVE CORP COM NEW 629445206 13,554 265,557 SH   DFND 1,5 0 0 265,557
NVIDIA CORP COM 67066G104 1,185,406 76,182,903 SH   DFND 1,5 0 0 76,182,903
NVIDIA CORP COM 67066G104 2,849 183,092 SH   DFND 2 183,092 0 0
NVIDIA CORP COM 67066G104 439 28,242 SH   DFND 3 28,242 0 0
NVIDIA CORP COM 67066G104 5,094 327,410 SH   DFND 6 224,420 0 102,990
NVIDIA CORP COM 67066G104 849 54,590 SH   DFND 7 20,550 0 34,040
NVR INC COM 62944T105 55,519 60,400 SH   DFND 1,5 0 0 60,400
NXP SEMICONDUCTORS N V COM N6596X109 749,780 20,149,960 SH   DFND 1,5 0 0 20,149,960
NXP SEMICONDUCTORS N V COM N6596X109 52,710 1,416,545 SH   DFND 6 1,332,945 0 83,600
NXP SEMICONDUCTORS N V COM N6596X109 38,021 1,021,791 SH   DFND 7 748,191 0 273,600
NXP SEMICONDUCTORS N V COM N6596X109 861 23,150 SH   DFND 8 0 0 23,150
NXP SEMICONDUCTORS N V COM N6596X109 42,179 1,133,529 SH   DFND 9 1,133,529 0 0
NXP SEMICONDUCTORS N V COM N6596X109 835 22,444 SH   DFND   22,444 0 0
NXSTAGE MEDICAL INC COM 67072V103 5,758 437,500 SH   DFND 1,5 0 0 437,500
NXSTAGE MEDICAL INC COM 67072V103 264 20,090 SH   DFND 6 20,090 0 0
NXSTAGE MEDICAL INC COM 67072V103 9,557 726,200 SH   DFND 8 0 0 726,200
NYSE EURONEXT COM 629491101 13,849 329,900 SH   DFND 1,5 0 0 329,900
NYSE EURONEXT COM 629491101 3,228 76,895 SH   DFND 2 76,895 0 0
NYSE EURONEXT COM 629491101 298 7,098 SH   DFND 3 7,098 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 193,307 1,515,065 SH   DFND 1,5 0 0 1,515,065
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,383 34,351 SH   DFND 2 34,351 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 622 4,877 SH   DFND 3 4,877 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 16,705 130,930 SH   DFND 6 56,110 0 74,820
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,832 77,060 SH   DFND 7 57,500 0 19,560
O REILLY AUTOMOTIVE INC NEW COM 67103H107 49,169 385,365 SH   DFND 8 0 0 385,365
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 2,133 688,113 SH   DFND 1,5 0 0 688,113
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 182 58,800 SH   DFND 8 0 0 58,800
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 225,547 4,308,452 SH   DFND 1,5 0 0 4,308,452
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 1,400 26,736 SH   DFND 7 26,736 0 0
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 20,259 387,000 SH   DFND 8 0 0 387,000
OASIS PETE INC NEW COM 674215108 158,391 3,223,914 SH   DFND 1,5 0 0 3,223,914
OASIS PETE INC NEW COM 674215108 14,882 302,910 SH   DFND 6 179,010 0 123,900
OASIS PETE INC NEW COM 674215108 1,405 28,600 SH   DFND 7 27,800 0 800
OASIS PETE INC NEW COM 674215108 11,565 235,388 SH   DFND 8 0 0 235,388
OASIS PETE INC NEW COM 674215108 4,992 101,600 SH   DFND   101,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,520,383 16,253,831 SH   DFND 1,5 88,785 0 16,165,046
OCCIDENTAL PETE CORP DEL COM 674599105 23,850 254,976 SH   DFND 2 254,976 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,827 72,988 SH   DFND 3 72,988 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 111,052 1,187,215 SH   DFND 6 687,253 0 499,962
OCCIDENTAL PETE CORP DEL COM 674599105 162,903 1,741,535 SH   DFND 7 1,376,355 0 365,180
OCCIDENTAL PETE CORP DEL COM 674599105 70,495 753,636 SH   DFND 8 0 0 753,636
OCCIDENTAL PETE CORP DEL COM 674599105 9,315 99,587 SH   DFND   99,587 0 0
OCEAN RIG UDW INC SHS Y64354205 51,207 2,813,587 SH   DFND 1,5 0 0 2,813,587
OCEAN RIG UDW INC SHS Y64354205 14,011 769,813 SH   DFND 8 0 0 769,813
OCEANEERING INTL INC COM 675232102 425,276 5,234,816 SH   DFND 1,5 0 0 5,234,816
OCEANEERING INTL INC COM 675232102 23,357 287,500 SH   DFND 7 287,100 0 400
OCEANEERING INTL INC COM 675232102 49,678 611,500 SH   DFND 8 0 0 611,500
OCEANEERING INTL INC COM 675232102 2,537 31,224 SH   DFND 9 31,224 0 0
OCEANEERING INTL INC COM 675232102 3,077 37,871 SH   DFND   37,871 0 0
OCI RES LP COM UNIT LTD 67081B106 17,433 950,000 SH   DFND 1,5 0 0 950,000
OCLARO INC COM NEW 67555N206 433 244,500 SH   DFND 8 0 0 244,500
OCWEN FINL CORP COM NEW 675746309 217,024 3,891,406 SH   DFND 1,5 6,805 0 3,884,601
OCWEN FINL CORP COM NEW 675746309 3,210 57,550 SH   DFND 6 57,550 0 0
OCWEN FINL CORP COM NEW 675746309 44,592 799,570 SH   DFND 8 0 0 799,570
OCWEN FINL CORP COM NEW 675746309 11,604 208,060 SH   DFND   208,060 0 0
OFFICE DEPOT INC COM 676220106 56,461 11,689,700 SH   DFND 1,5 0 0 11,689,700
OFFICE DEPOT INC COM 676220106 70 14,477 SH   DFND   14,477 0 0
OFFICEMAX INC DEL COM 67622P101 75,816 5,927,729 SH   DFND 1,5 0 0 5,927,729
OFFICEMAX INC DEL COM 67622P101 1,060 82,891 SH   DFND 7 82,891 0 0
OFG BANCORP COM 67103X102 42,166 2,604,442 SH   DFND 1,5 99,900 0 2,504,542
OFG BANCORP COM 67103X102 3,451 213,180 SH   DFND 8 0 0 213,180
OGE ENERGY CORP COM 670837103 93,097 2,579,566 SH   DFND 1,5 0 0 2,579,566
OGE ENERGY CORP COM 670837103 77,816 2,156,154 SH   DFND 8 0 0 2,156,154
OIL STS INTL INC COM 678026105 394,574 3,813,780 SH   DFND 1,5 0 0 3,813,780
OIL STS INTL INC COM 678026105 4,252 41,100 SH   DFND 6 5,000 0 36,100
OIL STS INTL INC COM 678026105 559 5,400 SH   DFND 7 5,000 0 400
OIL STS INTL INC COM 678026105 35,828 346,300 SH   DFND 8 0 0 346,300
OIL STS INTL INC COM 678026105 290 2,800 SH   DFND 9 2,800 0 0
OIL STS INTL INC COM 678026105 2,711 26,201 SH   DFND   26,201 0 0
OLD DOMINION FGHT LINES INC COM 679580100 16,727 363,700 SH   DFND 1,5 0 0 363,700
OLD REP INTL CORP COM 680223104 85,872 5,576,097 SH   DFND 1,5 0 0 5,576,097
OLIN CORP COM PAR $1 680665205 27,458 1,190,200 SH   DFND 1,5 0 0 1,190,200
OM GROUP INC COM 670872100 67,560 2,000,000 SH   DFND 1,5 0 0 2,000,000
OMEGA HEALTHCARE INVS INC COM 681936100 13,428 449,540 SH   DFND 1,5 0 0 449,540
OMEROS CORP COM 682143102 451 46,300 SH   DFND   46,300 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 14,100 10,000,000 PRN   DFND 1,5 0 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 7,671 3,610,000 PRN   DFND 1,5 0 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,216 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 44,588 803,395 SH   DFND 1,5 0 0 803,395
OMNICARE INC COM 681904108 418 7,528 SH   DFND 3 7,528 0 0
OMNICOM GROUP INC COM 681919106 205,105 3,233,055 SH   DFND 1,5 0 0 3,233,055
OMNICOM GROUP INC COM 681919106 5,163 81,386 SH   DFND 2 81,386 0 0
OMNICOM GROUP INC COM 681919106 2,303 36,301 SH   DFND 3 36,301 0 0
OMNICOM GROUP INC COM 681919106 35,804 564,371 SH   DFND 6 302,081 0 262,290
OMNICOM GROUP INC COM 681919106 71,516 1,127,300 SH   DFND 7 1,004,430 0 122,870
OMNICOM GROUP INC COM 681919106 24,964 393,500 SH   DFND 8 0 0 393,500
OMNICOM GROUP INC COM 681919106 3,586 56,521 SH   DFND   56,521 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 62,531 4,084,336 SH   DFND 1,5 0 0 4,084,336
OMNIVISION TECHNOLOGIES INC COM 682128103 953 62,268 SH   DFND 8 0 0 62,268
OMNOVA SOLUTIONS INC COM 682129101 48,942 5,724,218 SH   DFND 1,5 0 0 5,724,218
ON ASSIGNMENT INC COM 682159108 55,798 1,690,840 SH   DFND 1,5 0 0 1,690,840
ON SEMICONDUCTOR CORP COM 682189105 143,193 19,615,471 SH   DFND 1,5 0 0 19,615,471
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 5,847 5,818,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 31,873 29,512,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,224 167,630 SH   DFND 8 0 0 167,630
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 2,032 219,196 SH   DFND 1,5 0 0 219,196
ONCOMED PHARMACEUTICALS INC COM 68234X102 2,972 194,100 SH   DFND 8 0 0 194,100
ONCONOVA THERAPEUTICS INC COM 68232V108 8,563 323,500 SH   DFND 8 0 0 323,500
ONEOK INC NEW COM 682680103 82,151 1,540,713 SH   DFND 1,5 3,300 0 1,537,413
ONEOK INC NEW COM 682680103 3,479 65,251 SH   DFND 2 65,251 0 0
ONEOK INC NEW COM 682680103 637 11,945 SH   DFND 3 11,945 0 0
ONEOK INC NEW COM 682680103 709 13,300 SH   DFND 7 13,300 0 0
ONEOK INC NEW COM 682680103 79,176 1,484,917 SH   DFND 8 0 0 1,484,917
ONYX PHARMACEUTICALS INC COM 683399109 72,621 582,507 SH   DFND 1,5 0 0 582,507
ONYX PHARMACEUTICALS INC COM 683399109 2,556 20,500 SH   DFND 6 0 0 20,500
ONYX PHARMACEUTICALS INC COM 683399109 281 2,250 SH   DFND 9 2,250 0 0
OPEN TEXT CORP COM 683715106 14,295 191,307 SH   DFND 1,5 0 0 191,307
OPEN TEXT CORP COM 683715106 42,012 562,227 SH   DFND 6 238,900 0 323,327
OPEN TEXT CORP COM 683715106 159,269 2,131,414 SH   DFND 7 2,099,714 0 31,700
OPEN TEXT CORP COM 683715106 407,515 5,453,559 SH   DFND   5,236,259 0 217,300
OPKO HEALTH INC COM 68375N103 18,081 2,052,300 SH   DFND 8 0 0 2,052,300
OPTICAL CABLE CORP COM NEW 683827208 140 35,000 SH   DFND 1,5 0 0 35,000
OPTIMER PHARMACEUTICALS INC COM 68401H104 33,290 2,642,094 SH   DFND 1,5 18,594 0 2,623,500
ORACLE CORP COM 68389X105 1,911,065 57,614,249 SH   DFND 1,5 0 0 57,614,249
ORACLE CORP COM 68389X105 37,427 1,128,338 SH   DFND 2 1,128,338 0 0
ORACLE CORP COM 68389X105 12,362 372,684 SH   DFND 3 372,684 0 0
ORACLE CORP COM 68389X105 142,447 4,294,442 SH   DFND 6 2,287,102 0 2,007,340
ORACLE CORP COM 68389X105 271,993 8,199,971 SH   DFND 7 6,780,931 0 1,419,040
ORACLE CORP COM 68389X105 177,668 5,356,300 SH   DFND 8 0 0 5,356,300
ORACLE CORP COM 68389X105 232 6,986 SH   DFND 9 6,986 0 0
ORACLE CORP COM 68389X105 167,705 5,055,928 SH   DFND   5,055,928 0 0
ORAGENICS INC COM NEW 684023203 4,850 1,666,666 SH   DFND 8 0 0 1,666,666
ORBOTECH LTD ORD M75253100 24,879 2,075,000 SH   DFND 1,5 0 0 2,075,000
ORCHIDS PAPER PRODS CO DEL COM 68572N104 351 12,700 SH   DFND 1,5 0 0 12,700
OREXIGEN THERAPEUTICS INC COM 686164104 33,463 5,449,951 SH   DFND 8 0 0 5,449,951
ORMAT TECHNOLOGIES INC COM 686688102 6,822 254,820 SH   DFND 6 254,820 0 0
ORMAT TECHNOLOGIES INC COM 686688102 5,699 212,880 SH   DFND 7 212,880 0 0
ORMAT TECHNOLOGIES INC COM 686688102 384 14,330 SH   DFND   14,330 0 0
ORTHOFIX INTL N V COM N6748L102 2,936 140,730 SH   DFND 7 140,730 0 0
OSHKOSH CORP COM 688239201 164,233 3,353,063 SH   DFND 1,5 0 0 3,353,063
OSHKOSH CORP COM 688239201 12,368 252,516 SH   DFND 8 0 0 252,516
OSIRIS THERAPEUTICS INC NEW COM 68827R108 37,260 2,239,166 SH   DFND 8 0 0 2,239,166
OUTERWALL INC COM 690070107 3,445 68,920 SH   DFND 8 0 0 68,920
OVASCIENCE INC COM 69014Q101 11,332 1,143,459 SH   DFND 1,5 0 0 1,143,459
OVASCIENCE INC COM 69014Q101 2,231 225,100 SH   DFND 8 0 0 225,100
OWENS & MINOR INC NEW COM 690732102 117,606 3,400,000 SH   DFND 1,5 0 0 3,400,000
OWENS CORNING NEW COM 690742101 4,083 107,500 SH   DFND 6 0 0 107,500
OWENS CORNING NEW COM 690742101 710 18,700 SH   DFND 7 18,100 0 600
OWENS CORNING NEW COM 690742101 1,025 27,000 SH   DFND 8 0 0 27,000
OWENS CORNING NEW COM 690742101 893 23,500 SH   DFND   23,500 0 0
OWENS ILL INC COM NEW 690768403 1,561 52,011 SH   DFND 2 52,011 0 0
OXFORD INDS INC COM 691497309 115,734 1,702,468 SH   DFND 1,5 0 0 1,702,468
P & F INDS INC CL A NEW 692830508 2,796 369,300 SH   DFND 1,5 0 0 369,300
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 29,285 806,533 SH   DFND 1,5 0 0 806,533
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 1,146 31,550 SH   DFND 7 31,550 0 0
PACCAR INC COM 693718108 32,481 583,554 SH   DFND 1,5 0 0 583,554
PACCAR INC COM 693718108 6,235 112,011 SH   DFND 2 112,011 0 0
PACCAR INC COM 693718108 2,503 44,969 SH   DFND 3 44,969 0 0
PACCAR INC COM 693718108 289 5,200 SH   DFND 6 5,200 0 0
PACER INTL INC TENN COM 69373H106 9,285 1,500,000 SH   DFND 1,5 0 0 1,500,000
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 12,020 1,084,847 SH   DFND 1,5 0 0 1,084,847
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 4,179 377,200 SH   DFND 8 0 0 377,200
PACIFIC PREMIER BANCORP COM 69478X105 22,330 1,661,426 SH   DFND 1,5 0 0 1,661,426
PACIRA PHARMACEUTICALS INC COM 695127100 87,961 1,829,100 SH   DFND 1,5 0 0 1,829,100
PACIRA PHARMACEUTICALS INC COM 695127100 79,516 1,653,493 SH   DFND 8 0 0 1,653,493
PACKAGING CORP AMER COM 695156109 39,815 697,400 SH   DFND 1,5 0 0 697,400
PACTERA TECHNOLOGY INTL LTD SPONSORED ADR 695255109 1,145 194,431 SH   DFND 1,5 0 0 194,431
PACTERA TECHNOLOGY INTL LTD SPONSORED ADR 695255109 2,514 426,766 SH   DFND 8 0 0 426,766
PACWEST BANCORP DEL COM 695263103 118,910 3,460,700 SH   DFND 1,5 0 0 3,460,700
PACWEST BANCORP DEL COM 695263103 6,838 199,000 SH   DFND 8 0 0 199,000
PAIN THERAPEUTICS INC COM 69562K100 636 233,817 SH   DFND 8 0 0 233,817
PALL CORP COM 696429307 71,937 933,756 SH   DFND 1,5 0 0 933,756
PALL CORP COM 696429307 2,726 35,389 SH   DFND 2 35,389 0 0
PALL CORP COM 696429307 256 3,327 SH   DFND 3 3,327 0 0
PALL CORP COM 696429307 27,661 359,046 SH   DFND 8 0 0 359,046
PALO ALTO NETWORKS INC COM 697435105 2,117 46,193 SH   DFND 1,5 0 0 46,193
PALO ALTO NETWORKS INC COM 697435105 7,271 158,680 SH   DFND 6 158,680 0 0
PALO ALTO NETWORKS INC COM 697435105 8,486 185,198 SH   DFND 7 185,198 0 0
PALO ALTO NETWORKS INC COM 697435105 862 18,807 SH   DFND 8 0 0 18,807
PALO ALTO NETWORKS INC COM 697435105 415 9,064 SH   DFND   9,064 0 0
PAN AMERICAN SILVER CORP COM 697900108 10,261 972,600 SH   DFND 1,5 0 0 972,600
PAN AMERICAN SILVER CORP COM 697900108 440 41,700 SH   DFND 7 41,700 0 0
PAN AMERICAN SILVER CORP COM 697900108 2,304 218,387 SH   DFND 8 0 0 218,387
PANDORA MEDIA INC COM 698354107 79,164 3,150,163 SH   DFND 1,5 0 0 3,150,163
PANERA BREAD CO CL A 69840W108 298,894 1,885,409 SH   DFND 1,5 0 0 1,885,409
PANERA BREAD CO CL A 69840W108 1,126 7,100 SH   DFND 6 7,100 0 0
PANERA BREAD CO CL A 69840W108 12,996 81,977 SH   DFND 8 0 0 81,977
PANERA BREAD CO CL A 69840W108 262 1,650 SH   DFND 9 1,650 0 0
PAPA JOHNS INTL INC COM 698813102 158,541 2,268,760 SH   DFND 1,5 0 0 2,268,760
PAPA JOHNS INTL INC COM 698813102 27,048 387,064 SH   DFND 6 371,464 0 15,600
PAPA JOHNS INTL INC COM 698813102 2,774 39,690 SH   DFND 7 21,250 0 18,440
PAPA JOHNS INTL INC COM 698813102 4,023 57,566 SH   DFND 8 0 0 57,566
PAPA JOHNS INTL INC COM 698813102 874 12,500 SH   DFND   12,500 0 0
PARAMETRIC SOUND CORP COM NEW 699172201 8,355 666,810 SH   DFND 1,5 0 0 666,810
PARAMOUNT GOLD & SILVER CORP COM 69924P102 49 37,700 SH   DFND   37,700 0 0
PAREXEL INTL CORP COM 699462107 218,390 4,347,791 SH   DFND 1,5 0 0 4,347,791
PARK OHIO HLDGS CORP COM 700666100 3,806 99,070 SH   DFND 8 0 0 99,070
PARKER HANNIFIN CORP COM 701094104 107,255 986,522 SH   DFND 1,5 0 0 986,522
PARKER HANNIFIN CORP COM 701094104 5,132 47,206 SH   DFND 2 47,206 0 0
PARKER HANNIFIN CORP COM 701094104 1,563 14,379 SH   DFND 3 14,379 0 0
PARKER HANNIFIN CORP COM 701094104 39,061 359,278 SH   DFND 8 0 0 359,278
PARKWAY PPTYS INC COM 70159Q104 38,783 2,182,472 SH   DFND 1,5 0 0 2,182,472
PARKWAY PPTYS INC COM 70159Q104 357 20,100 SH   DFND 7 20,100 0 0
PATTERSON COMPANIES INC COM 703395103 24,052 598,300 SH   DFND 1,5 0 0 598,300
PATTERSON COMPANIES INC COM 703395103 1,058 26,319 SH   DFND 2 26,319 0 0
PATTERSON COMPANIES INC COM 703395103 444 11,054 SH   DFND 3 11,054 0 0
PATTERSON COMPANIES INC COM 703395103 8,438 209,900 SH   DFND 8 0 0 209,900
PATTERSON UTI ENERGY INC COM 703481101 15,188 710,400 SH   DFND 1,5 0 0 710,400
PATTERSON UTI ENERGY INC COM 703481101 3,273 153,100 SH   DFND 8 0 0 153,100
PAYCHEX INC COM 704326107 952,647 23,441,126 SH   DFND 1,5 753,156 0 22,687,970
PAYCHEX INC COM 704326107 4,184 102,945 SH   DFND 2 102,945 0 0
PAYCHEX INC COM 704326107 1,411 34,711 SH   DFND 3 34,711 0 0
PAYCHEX INC COM 704326107 8,386 206,340 SH   DFND 6 206,340 0 0
PAYCHEX INC COM 704326107 7,836 192,820 SH   DFND 8 0 0 192,820
PBF ENERGY INC CL A 69318G106 2,701 120,329 SH   DFND 1,5 0 0 120,329
PDC ENERGY INC COM 69327R101 156,777 2,633,130 SH   DFND 1,5 0 0 2,633,130
PDC ENERGY INC COM 69327R101 51,001 856,576 SH   DFND 8 0 0 856,576
PDC ENERGY INC COM 69327R101 6,320 106,150 SH   DFND   106,150 0 0
PDF SOLUTIONS INC COM 693282105 50,990 2,399,507 SH   DFND 1,5 0 0 2,399,507
PDF SOLUTIONS INC COM 693282105 13,783 648,601 SH   DFND 6 648,601 0 0
PDL BIOPHARMA INC COM 69329Y104 10,034 1,258,921 SH   DFND 8 0 0 1,258,921
PEABODY ENERGY CORP COM 704549104 327,627 18,992,855 SH   DFND 1,5 0 0 18,992,855
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 116,575 145,265,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP COM 704549104 1,473 85,389 SH   DFND 2 85,389 0 0
PEABODY ENERGY CORP COM 704549104 837 48,517 SH   DFND 3 48,517 0 0
PEABODY ENERGY CORP COM 704549104 1,230 71,321 SH   DFND 6 71,321 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 164 204,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 433 540,000 PRN   DFND 7 0 0 0
PEABODY ENERGY CORP COM 704549104 1,754 101,677 SH   DFND 7 101,677 0 0
PEABODY ENERGY CORP COM 704549104 70,679 4,097,358 SH   DFND 8 0 0 4,097,358
PEGASYSTEMS INC COM 705573103 2,009 50,456 SH   DFND 1,5 0 0 50,456
PEGASYSTEMS INC COM 705573103 3,283 82,460 SH   DFND 8 0 0 82,460
PEMBINA PIPELINE CORP COM 706327103 8,362 252,300 SH   DFND 1,5 0 0 252,300
PEMBINA PIPELINE CORP COM 706327103 35,895 1,083,002 SH   DFND   1,083,002 0 0
PENDRELL CORP COM 70686R104 73 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 160,065 2,891,350 SH   DFND 1,5 0 0 2,891,350
PENN NATL GAMING INC COM 707569109 15,271 275,850 SH   DFND 6 275,850 0 0
PENN NATL GAMING INC COM 707569109 12,035 217,400 SH   DFND 7 217,400 0 0
PENN NATL GAMING INC COM 707569109 22,150 400,112 SH   DFND 8 0 0 400,112
PENN NATL GAMING INC COM 707569109 846 15,290 SH   DFND   15,290 0 0
PENN WEST PETE LTD NEW COM 707887105 36,703 3,307,600 SH   DFND 1,5 0 0 3,307,600
PENNEY J C INC COM 708160106 4,110 465,950 SH   DFND 1,5 0 0 465,950
PENNEY J C INC COM 708160106 850 96,376 SH   DFND 2 96,376 0 0
PENNEY J C INC COM 708160106 124 14,064 SH   DFND 3 14,064 0 0
PENNEY J C INC COM 708160106 4,640 526,110 SH   DFND 6 526,110 0 0
PENNEY J C INC COM 708160106 3,788 429,530 SH   DFND 7 429,530 0 0
PENNEY J C INC COM 708160106 266 30,111 SH   DFND   30,111 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 46,844 2,505,000 SH   DFND 1,5 0 0 2,505,000
PENSKE AUTOMOTIVE GRP INC COM 70959W103 20,160 471,803 SH   DFND 1,5 0 0 471,803
PENTAIR LTD SHS H6169Q108 190,266 2,929,870 SH   DFND 1,5 200 0 2,929,670
PENTAIR LTD SHS H6169Q108 4,092 63,019 SH   DFND 2 63,019 0 0
PENTAIR LTD SHS H6169Q108 972 14,963 SH   DFND 3 14,963 0 0
PENTAIR LTD SHS H6169Q108 260 4,000 SH   DFND 6 4,000 0 0
PENTAIR LTD SHS H6169Q108 1,994 30,706 SH   DFND 7 30,706 0 0
PENTAIR LTD SHS H6169Q108 36,202 557,473 SH   DFND 8 0 0 557,473
PENTAIR LTD SHS H6169Q108 62,079 955,951 SH   DFND 9 955,951 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,461 101,612 SH   DFND 2 101,612 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 321 22,350 SH   DFND 3 22,350 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 5,986 416,300 SH   DFND 8 0 0 416,300
PEPCO HOLDINGS INC COM 713291102 1,455 78,829 SH   DFND 2 78,829 0 0
PEPCO HOLDINGS INC COM 713291102 515 27,902 SH   DFND 3 27,902 0 0
PEPSICO INC COM 713448108 770,675 9,694,026 SH   DFND 1,5 27,224 0 9,666,802
PEPSICO INC COM 713448108 38,797 488,018 SH   DFND 2 488,018 0 0
PEPSICO INC COM 713448108 10,992 138,261 SH   DFND 3 138,261 0 0
PEPSICO INC COM 713448108 138,716 1,744,861 SH   DFND 6 1,002,331 0 742,530
PEPSICO INC COM 713448108 234,300 2,947,166 SH   DFND 7 2,264,696 0 682,470
PEPSICO INC COM 713448108 53,893 677,894 SH   DFND 8 0 0 677,894
PEPSICO INC COM 713448108 61,121 768,813 SH   DFND 9 768,813 0 0
PEPSICO INC COM 713448108 18,878 237,464 SH   DFND   237,464 0 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 9,413 473,019 SH   DFND 1,5 0 0 473,019
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 14,251 716,114 SH   DFND 8 0 0 716,114
PERFICIENT INC COM 71375U101 51,409 2,800,070 SH   DFND 1,5 0 0 2,800,070
PERFORMANT FINL CORP COM 71377E105 7,107 650,800 SH   DFND 1,5 0 0 650,800
PERFORMANT FINL CORP COM 71377E105 14,926 1,366,849 SH   DFND 6 1,366,849 0 0
PERKINELMER INC COM 714046109 10,419 276,000 SH   DFND 1,5 0 0 276,000
PERKINELMER INC COM 714046109 1,338 35,447 SH   DFND 2 35,447 0 0
PERRIGO CO COM 714290103 885,352 7,175,817 SH   DFND 1,5 0 0 7,175,817
PERRIGO CO COM 714290103 3,674 29,780 SH   DFND 2 29,780 0 0
PERRIGO CO COM 714290103 287 2,330 SH   DFND 3 2,330 0 0
PERRIGO CO COM 714290103 15,938 129,175 SH   DFND 6 27,875 0 101,300
PERRIGO CO COM 714290103 16,503 133,761 SH   DFND 7 110,261 0 23,500
PERRIGO CO COM 714290103 240,311 1,947,731 SH   DFND 8 0 0 1,947,731
PETMED EXPRESS INC COM 716382106 1,630 100,078 SH   DFND 1,5 0 0 100,078
PETROCHINA CO LTD SPONSORED ADR 71646E100 792 7,200 SH   DFND 7 7,200 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 102,922 6,644,386 SH   DFND 1,5 106,455 0 6,537,931
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 35,441 2,118,406 SH   DFND 1,5 19,087 0 2,099,319
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 618 36,914 SH   DFND 6 1,014 0 35,900
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,988 128,364 SH   DFND 7 128,364 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,291 77,194 SH   DFND 7 77,194 0 0
PETSMART INC COM 716768106 88,384 1,158,981 SH   DFND 1,5 0 0 1,158,981
PETSMART INC COM 716768106 2,507 32,880 SH   DFND 2 32,880 0 0
PETSMART INC COM 716768106 539 7,062 SH   DFND 3 7,062 0 0
PETSMART INC COM 716768106 15,999 209,790 SH   DFND 6 203,560 0 6,230
PETSMART INC COM 716768106 17,300 226,852 SH   DFND 7 222,952 0 3,900
PETSMART INC COM 716768106 16,086 210,939 SH   DFND 8 0 0 210,939
PETSMART INC COM 716768106 739 9,693 SH   DFND   9,693 0 0
PFIZER INC COM 717081103 1,928,357 67,166,732 SH   DFND 1,5 585,663 0 66,581,069
PFIZER INC COM 717081103 60,145 2,094,929 SH   DFND 2 2,094,929 0 0
PFIZER INC COM 717081103 18,547 646,023 SH   DFND 3 646,023 0 0
PFIZER INC COM 717081103 47,094 1,640,326 SH   DFND 6 1,082,704 0 557,622
PFIZER INC COM 717081103 79,522 2,769,850 SH   DFND 7 2,512,913 0 256,937
PFIZER INC COM 717081103 65,674 2,287,488 SH   DFND 8 0 0 2,287,488
PFIZER INC COM 717081103 31,667 1,102,989 SH   DFND 9 1,102,989 0 0
PFIZER INC COM 717081103 27,696 964,695 SH   DFND   964,695 0 0
PG&E CORP COM 69331C108 212,868 5,202,044 SH   DFND 1,5 0 0 5,202,044
PG&E CORP COM 69331C108 5,766 140,914 SH   DFND 2 140,914 0 0
PG&E CORP COM 69331C108 1,228 30,010 SH   DFND 3 30,010 0 0
PG&E CORP COM 69331C108 43,137 1,054,180 SH   DFND 6 539,440 0 514,740
PG&E CORP COM 69331C108 73,951 1,807,200 SH   DFND 7 1,032,710 0 774,490
PG&E CORP COM 69331C108 67,068 1,639,002 SH   DFND 8 0 0 1,639,002
PHARMACYCLICS INC COM 716933106 120,241 868,667 SH   DFND 1,5 0 0 868,667
PHARMACYCLICS INC COM 716933106 18,622 134,530 SH   DFND 6 80,830 0 53,700
PHARMACYCLICS INC COM 716933106 20,049 144,844 SH   DFND 7 131,844 0 13,000
PHARMACYCLICS INC COM 716933106 236,727 1,710,211 SH   DFND 8 0 0 1,710,211
PHARMACYCLICS INC COM 716933106 476 3,442 SH   DFND   3,442 0 0
PHARMERICA CORP COM 71714F104 181 13,674 SH   DFND 1,5 0 0 13,674
PHH CORP COM NEW 693320202 2,376 100,100 SH   DFND 8 0 0 100,100
PHILIP MORRIS INTL INC COM 718172109 1,610,140 18,594,986 SH   DFND 1,5 14,877 0 18,580,109
PHILIP MORRIS INTL INC COM 718172109 44,349 512,173 SH   DFND 2 512,173 0 0
PHILIP MORRIS INTL INC COM 718172109 11,116 128,380 SH   DFND 3 128,380 0 0
PHILIP MORRIS INTL INC COM 718172109 101,145 1,168,096 SH   DFND 6 744,510 0 423,586
PHILIP MORRIS INTL INC COM 718172109 199,679 2,306,027 SH   DFND 7 2,011,061 0 294,966
PHILIP MORRIS INTL INC COM 718172109 56,077 647,614 SH   DFND 8 0 0 647,614
PHILIP MORRIS INTL INC COM 718172109 9,218 106,457 SH   DFND   106,457 0 0
PHILLIPS 66 COM 718546104 303,839 5,254,905 SH   DFND 1,5 0 0 5,254,905
PHILLIPS 66 COM 718546104 11,180 193,355 SH   DFND 2 193,355 0 0
PHILLIPS 66 COM 718546104 4,371 75,602 SH   DFND 3 75,602 0 0
PHILLIPS 66 COM 718546104 463 8,000 SH   DFND 6 8,000 0 0
PHILLIPS 66 COM 718546104 8,805 152,280 SH   DFND 7 152,280 0 0
PHILLIPS 66 COM 718546104 35,154 607,996 SH   DFND 8 0 0 607,996
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 40,160 1,305,602 SH   DFND 1,5 0 0 1,305,602
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 468 15,200 SH   DFND 7 15,200 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 11,245 365,577 SH   DFND 8 0 0 365,577
PICO HLDGS INC COM NEW 693366205 29,768 1,374,318 SH   DFND 1,5 0 0 1,374,318
PICO HLDGS INC COM NEW 693366205 2,167 100,033 SH   DFND 7 100,033 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 181,406 10,449,632 SH   DFND 1,5 82,690 0 10,366,942
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,366 1,057,930 SH   DFND 6 1,057,930 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 480 27,644 SH   DFND 7 27,644 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 50,615 2,915,600 SH   DFND 8 0 0 2,915,600
PIER 1 IMPORTS INC COM 720279108 7,808 400,000 SH   DFND 1,5 0 0 400,000
PIER 1 IMPORTS INC COM 720279108 12,072 618,420 SH   DFND 6 618,420 0 0
PIER 1 IMPORTS INC COM 720279108 9,854 504,800 SH   DFND 7 504,800 0 0
PIER 1 IMPORTS INC COM 720279108 691 35,381 SH   DFND   35,381 0 0
PIMCO ETF TR TOTL RETN ETF 72201R775 10,149 95,867 SH   DFND 7 95,867 0 0
PINNACLE WEST CAP CORP COM 723484101 1,905 34,808 SH   DFND 2 34,808 0 0
PINNACLE WEST CAP CORP COM 723484101 4,289 78,358 SH   DFND 6 71,158 0 7,200
PINNACLE WEST CAP CORP COM 723484101 263 4,810 SH   DFND 7 300 0 4,510
PIONEER NAT RES CO COM 723787107 974,057 5,159,198 SH   DFND 1,5 0 0 5,159,198
PIONEER NAT RES CO COM 723787107 8,277 43,841 SH   DFND 2 43,841 0 0
PIONEER NAT RES CO COM 723787107 1,327 7,029 SH   DFND 3 7,029 0 0
PIONEER NAT RES CO COM 723787107 2,217 11,744 SH   DFND 6 11,744 0 0
PIONEER NAT RES CO COM 723787107 25,652 135,870 SH   DFND 7 135,870 0 0
PIONEER NAT RES CO COM 723787107 95,085 503,627 SH   DFND 8 0 0 503,627
PIONEER NAT RES CO COM 723787107 2,217 11,741 SH   DFND   11,741 0 0
PITNEY BOWES INC COM 724479100 1,162 63,862 SH   DFND 2 63,862 0 0
PITNEY BOWES INC COM 724479100 873 47,992 SH   DFND 3 47,992 0 0
PLANTRONICS INC NEW COM 727493108 64,208 1,394,300 SH   DFND 1,5 100,000 0 1,294,300
PLANTRONICS INC NEW COM 727493108 3,191 69,300 SH   DFND 8 0 0 69,300
PLATINUM UNDERWRITER HLDGS L COM G7127P100 164,235 2,749,616 SH   DFND 1,5 0 0 2,749,616
PLEXUS CORP COM 729132100 767 20,618 SH   DFND 1,5 0 0 20,618
PLUM CREEK TIMBER CO INC COM 729251108 2,415 51,577 SH   DFND 2 51,577 0 0
PLUM CREEK TIMBER CO INC COM 729251108 500 10,685 SH   DFND 3 10,685 0 0
PLUM CREEK TIMBER CO INC COM 729251108 45,075 962,514 SH   DFND 9 962,514 0 0
PLY GEM HLDGS INC COM 72941W100 576 41,200 SH   DFND 1,5 0 0 41,200
PLY GEM HLDGS INC COM 72941W100 3,951 282,630 SH   DFND 6 282,630 0 0
PLY GEM HLDGS INC COM 72941W100 2,426 173,500 SH   DFND 8 0 0 173,500
PMC-SIERRA INC COM 69344F106 52,687 7,958,743 SH   DFND 1,5 0 0 7,958,743
PMC-SIERRA INC COM 69344F106 5,505 831,510 SH   DFND 8 0 0 831,510
PNC FINL SVCS GROUP INC COM 693475105 1,355,675 18,711,871 SH   DFND 1,5 15,082 0 18,696,789
PNC FINL SVCS GROUP INC COM 693475105 12,185 168,191 SH   DFND 2 168,191 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,668 50,628 SH   DFND 3 50,628 0 0
PNC FINL SVCS GROUP INC COM 693475105 62,041 856,330 SH   DFND 6 434,400 0 421,930
PNC FINL SVCS GROUP INC COM 693475105 79,466 1,096,834 SH   DFND 7 653,794 0 443,040
PNC FINL SVCS GROUP INC COM 693475105 59,274 818,141 SH   DFND 8 0 0 818,141
PNM RES INC COM 69349H107 71,573 3,162,738 SH   DFND 1,5 0 0 3,162,738
POINTS INTL LTD COM NEW 730843208 19,068 825,100 SH   DFND 1,5 0 0 825,100
POINTS INTL LTD COM NEW 730843208 276 11,947 SH   DFND   11,947 0 0
POLARIS INDS INC COM 731068102 272,731 2,111,251 SH   DFND 1,5 0 0 2,111,251
POLARIS INDS INC COM 731068102 1,774 13,735 SH   DFND 7 13,735 0 0
POLARIS INDS INC COM 731068102 44,216 342,280 SH   DFND   342,280 0 0
POLYCOM INC COM 73172K104 268,670 24,603,486 SH   DFND 1,5 0 0 24,603,486
POLYCOM INC COM 73172K104 9,040 827,812 SH   DFND 8 0 0 827,812
POLYONE CORP COM 73179P106 307,779 10,022,111 SH   DFND 1,5 0 0 10,022,111
POLYPORE INTL INC COM 73179V103 8,641 210,911 SH   DFND 1,5 0 0 210,911
POOL CORPORATION COM 73278L105 45,896 817,677 SH   DFND 1,5 16,877 0 800,800
POPULAR INC COM NEW 733174700 116,348 4,435,697 SH   DFND 1,5 0 0 4,435,697
POPULAR INC COM NEW 733174700 9,807 373,900 SH   DFND 8 0 0 373,900
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 13,762 229,600 SH   DFND 1,5 0 0 229,600
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 7,516 125,393 SH   DFND 6 125,393 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 25,487 902,819 SH   DFND 1,5 0 0 902,819
PORTLAND GEN ELEC CO COM NEW 736508847 19,458 689,280 SH   DFND 6 676,990 0 12,290
PORTLAND GEN ELEC CO COM NEW 736508847 10,148 359,487 SH   DFND 7 351,797 0 7,690
PORTLAND GEN ELEC CO COM NEW 736508847 699 24,753 SH   DFND   24,753 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 26,416 987,500 SH   DFND 8 0 0 987,500
POSCO SPONSORED ADR 693483109 53,102 721,100 SH   DFND 1,5 0 0 721,100
POSCO SPONSORED ADR 693483109 2,997 40,700 SH   DFND 7 40,700 0 0
POST HLDGS INC COM 737446104 134,194 3,324,091 SH   DFND 1,5 0 0 3,324,091
POST HLDGS INC COM 737446104 5,469 135,460 SH   DFND 6 135,460 0 0
POST PPTYS INC COM 737464107 78,078 1,734,300 SH   DFND 1,5 0 0 1,734,300
POST PPTYS INC COM 737464107 37,425 831,300 SH   DFND 8 0 0 831,300
POST PPTYS INC COM 737464107 5,903 131,110 SH   DFND   131,110 0 0
POTASH CORP SASK INC COM 73755L107 181,528 5,805,131 SH   DFND 1,5 0 0 5,805,131
POTASH CORP SASK INC COM 73755L107 205 6,562 SH   DFND 3 6,562 0 0
POTASH CORP SASK INC COM 73755L107 5,320 170,118 SH   DFND 6 25,538 0 144,580
POTASH CORP SASK INC COM 73755L107 51,044 1,632,362 SH   DFND 7 1,593,702 0 38,660
POTASH CORP SASK INC COM 73755L107 67,050 2,144,200 SH   DFND 8 0 0 2,144,200
POTASH CORP SASK INC COM 73755L107 19,726 630,834 SH   DFND 9 630,834 0 0
POTASH CORP SASK INC COM 73755L107 107,754 3,445,883 SH   DFND   2,875,083 0 570,800
POWELL INDS INC COM 739128106 70,484 1,150,000 SH   DFND 1,5 0 0 1,150,000
POWER INTEGRATIONS INC COM 739276103 202 3,735 SH   DFND 1,5 0 0 3,735
POWER INTEGRATIONS INC COM 739276103 595 10,981 SH   DFND 8 0 0 10,981
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 4,352 168,955 SH   DFND 7 168,955 0 0
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 634 17,250 SH   DFND 3 17,250 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 4,398 178,220 SH   DFND 7 178,220 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 7,423 464,800 SH   DFND 7 464,800 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 97,456 1,235,968 SH   DFND 3 1,235,968 0 0
POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 8,421 306,900 SH   DFND 1,5 28,300 0 278,600
PPG INDS INC COM 693506107 583,050 3,490,062 SH   DFND 1,5 0 0 3,490,062
PPG INDS INC COM 693506107 7,555 45,222 SH   DFND 2 45,222 0 0
PPG INDS INC COM 693506107 4,105 24,573 SH   DFND 3 24,573 0 0
PPG INDS INC COM 693506107 15,884 95,080 SH   DFND 6 64,770 0 30,310
PPG INDS INC COM 693506107 44,673 267,404 SH   DFND 7 202,834 0 64,570
PPG INDS INC COM 693506107 124,718 746,547 SH   DFND 8 0 0 746,547
PPG INDS INC COM 693506107 2,135 12,780 SH   DFND   12,780 0 0
PPL CORP UNIT 99/99/9999S 69351T114 31,735 591,078 SH   DFND 1,5 314,978 0 276,100
PPL CORP COM 69351T106 284,922 9,378,616 SH   DFND 1,5 401,877 0 8,976,739
PPL CORP COM 69351T106 6,073 199,896 SH   DFND 2 199,896 0 0
PPL CORP COM 69351T106 2,580 84,932 SH   DFND 3 84,932 0 0
PPL CORP COM 69351T106 2,157 71,000 SH   DFND 6 71,000 0 0
PPL CORP UNIT 99/99/9999S 69351T114 1,584 29,500 SH   DFND 6 600 0 28,900
PPL CORP COM 69351T106 29,319 965,079 SH   DFND 8 0 0 965,079
PRAXAIR INC COM 74005P104 146,659 1,220,021 SH   DFND 1,5 10,089 0 1,209,932
PRAXAIR INC COM 74005P104 11,216 93,300 SH   DFND 2 93,300 0 0
PRAXAIR INC COM 74005P104 4,214 35,055 SH   DFND 3 35,055 0 0
PRAXAIR INC COM 74005P104 19,414 161,500 SH   DFND 6 106,570 0 54,930
PRAXAIR INC COM 74005P104 44,153 367,300 SH   DFND 7 223,540 0 143,760
PRAXAIR INC COM 74005P104 213,301 1,774,407 SH   DFND 8 0 0 1,774,407
PRAXAIR INC COM 74005P104 522 4,345 SH   DFND 9 4,345 0 0
PRAXAIR INC COM 74005P104 8,926 74,257 SH   DFND   74,257 0 0
PRECISION CASTPARTS CORP COM 740189105 580,977 2,556,666 SH   DFND 1,5 3,745 0 2,552,921
PRECISION CASTPARTS CORP COM 740189105 10,465 46,052 SH   DFND 2 46,052 0 0
PRECISION CASTPARTS CORP COM 740189105 3,928 17,286 SH   DFND 3 17,286 0 0
PRECISION CASTPARTS CORP COM 740189105 18,122 79,750 SH   DFND 6 23,710 0 56,040
PRECISION CASTPARTS CORP COM 740189105 11,702 51,495 SH   DFND 7 39,295 0 12,200
PRECISION CASTPARTS CORP COM 740189105 134,654 592,565 SH   DFND 8 0 0 592,565
PRECISION CASTPARTS CORP COM 740189105 502 2,210 SH   DFND 9 2,210 0 0
PRECISION DRILLING CORP COM 2010 74022D308 54,570 5,500,000 SH   DFND 1,5 0 0 5,500,000
PRECISION DRILLING CORP COM 2010 74022D308 3,926 395,714 SH   DFND 6 0 0 395,714
PRECISION DRILLING CORP COM 2010 74022D308 75,608 7,620,326 SH   DFND 7 7,514,626 0 105,700
PRECISION DRILLING CORP COM 2010 74022D308 6,006 605,300 SH   DFND 8 0 0 605,300
PRECISION DRILLING CORP COM 2010 74022D308 83,551 8,420,900 SH   DFND   6,985,500 0 1,435,400
PREFORMED LINE PRODS CO COM 740444104 4,548 63,228 SH   DFND 1,5 0 0 63,228
PREFORMED LINE PRODS CO COM 740444104 4,878 67,815 SH   DFND 6 67,815 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 3,026 303,791 SH   DFND 1,5 0 0 303,791
PREMIERE GLOBAL SVCS INC COM 740585104 4,652 467,095 SH   DFND 8 0 0 467,095
PRESTIGE BRANDS HLDGS INC COM 74112D101 102,616 3,406,913 SH   DFND 1,5 0 0 3,406,913
PRESTIGE BRANDS HLDGS INC COM 74112D101 30,214 1,003,108 SH   DFND 8 0 0 1,003,108
PRETIUM RES INC COM 74139C102 416 60,300 SH   DFND 1,5 0 0 60,300
PRETIUM RES INC COM 74139C102 8,145 1,179,938 SH   DFND 8 0 0 1,179,938
PRICE T ROWE GROUP INC COM 74144T108 79,015 1,098,500 SH   DFND 1,5 0 0 1,098,500
PRICE T ROWE GROUP INC COM 74144T108 5,921 82,317 SH   DFND 2 82,317 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,178 16,377 SH   DFND 3 16,377 0 0
PRICE T ROWE GROUP INC COM 74144T108 16,184 225,000 SH   DFND 8 0 0 225,000
PRICELINE COM INC COM NEW 741503403 2,460,000 2,433,355 SH   DFND 1,5 0 0 2,433,355
PRICELINE COM INC COM NEW 741503403 16,476 16,298 SH   DFND 2 16,298 0 0
PRICELINE COM INC COM NEW 741503403 6,885 6,810 SH   DFND 3 6,810 0 0
PRICELINE COM INC COM NEW 741503403 4,650 4,600 SH   DFND 6 4,600 0 0
PRICELINE COM INC COM NEW 741503403 4,853 4,800 SH   DFND 7 4,800 0 0
PRICELINE COM INC COM NEW 741503403 99,519 98,441 SH   DFND 8 0 0 98,441
PRICELINE COM INC COM NEW 741503403 85,327 84,403 SH   DFND 9 84,403 0 0
PRICESMART INC COM 741511109 134,614 1,413,420 SH   DFND 1,5 0 0 1,413,420
PRIMERICA INC COM 74164M108 178,297 4,419,844 SH   DFND 1,5 0 0 4,419,844
PRIMERICA INC COM 74164M108 3,808 94,400 SH   DFND 8 0 0 94,400
PRIMERO MNG CORP COM 74164W106 4,827 886,200 SH   DFND 8 0 0 886,200
PRINCIPAL FINL GROUP INC COM 74251V102 3,709 86,624 SH   DFND 2 86,624 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,123 26,232 SH   DFND 3 26,232 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 856 20,000 SH   DFND 6 13,250 0 6,750
PRINCIPAL FINL GROUP INC COM 74251V102 3,802 88,800 SH   DFND 8 0 0 88,800
PRIVATEBANCORP INC COM 742962103 131,998 6,168,133 SH   DFND 1,5 0 0 6,168,133
PROASSURANCE CORP COM 74267C106 174,916 3,881,842 SH   DFND 1,5 0 0 3,881,842
PROASSURANCE CORP COM 74267C106 24,393 541,350 SH   DFND 8 0 0 541,350
PROCERA NETWORKS INC COM NEW 74269U203 1,690 109,100 SH   DFND 8 0 0 109,100
PROCTER & GAMBLE CO COM 742718109 3,287,341 43,489,104 SH   DFND 1,5 357,595 0 43,131,509
PROCTER & GAMBLE CO COM 742718109 65,510 866,653 SH   DFND 2 866,653 0 0
PROCTER & GAMBLE CO COM 742718109 18,212 240,930 SH   DFND 3 240,930 0 0
PROCTER & GAMBLE CO COM 742718109 115,630 1,529,699 SH   DFND 6 783,549 0 746,150
PROCTER & GAMBLE CO COM 742718109 132,133 1,748,019 SH   DFND 7 1,065,479 0 682,540
PROCTER & GAMBLE CO COM 742718109 293,387 3,881,294 SH   DFND 8 0 0 3,881,294
PROCTER & GAMBLE CO COM 742718109 14,890 196,989 SH   DFND   196,989 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 44,054 8,758,346 SH   DFND 8 0 0 8,758,346
PROGRESS SOFTWARE CORP COM 743312100 28,198 1,089,564 SH   DFND 6 918,464 0 171,100
PROGRESS SOFTWARE CORP COM 743312100 1,090 42,100 SH   DFND 7 41,100 0 1,000
PROGRESS SOFTWARE CORP COM 743312100 3,635 140,450 SH   DFND   140,450 0 0
PROGRESSIVE CORP OHIO COM 743315103 24,109 885,370 SH   DFND 1,5 0 0 885,370
PROGRESSIVE CORP OHIO COM 743315103 4,766 175,025 SH   DFND 2 175,025 0 0
PROGRESSIVE CORP OHIO COM 743315103 730 26,805 SH   DFND 3 26,805 0 0
PROGRESSIVE CORP OHIO COM 743315103 6,089 223,600 SH   DFND 8 0 0 223,600
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 227 8,800 SH   DFND 1,5 0 0 8,800
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,475 96,100 SH   DFND 6 12,100 0 84,000
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,499 58,200 SH   DFND 7 58,200 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 33,501 1,300,695 SH   DFND   1,300,695 0 0
PROLOGIS INC COM 74340W103 702,783 18,681,111 SH   DFND 1,5 380,689 0 18,300,422
PROLOGIS INC COM 74340W103 5,936 157,779 SH   DFND 2 157,779 0 0
PROLOGIS INC COM 74340W103 1,168 31,041 SH   DFND 3 31,041 0 0
PROLOGIS INC COM 74340W103 60,831 1,616,985 SH   DFND 6 1,616,985 0 0
PROLOGIS INC COM 74340W103 838 22,263 SH   DFND 7 22,263 0 0
PROLOGIS INC COM 74340W103 268,388 7,134,194 SH   DFND 8 0 0 7,134,194
PROLOGIS INC COM 74340W103 5,935 157,750 SH   DFND   157,750 0 0
PROOFPOINT INC COM 743424103 3,491 108,680 SH   DFND 6 108,680 0 0
PROS HOLDINGS INC COM 74346Y103 690 20,167 SH   DFND 1,5 0 0 20,167
PROS HOLDINGS INC COM 74346Y103 1,191 34,833 SH   DFND 8 0 0 34,833
PROSPERITY BANCSHARES INC COM 743606105 30,920 500,000 SH   DFND 1,5 0 0 500,000
PROSPERITY BANCSHARES INC COM 743606105 1,311 21,200 SH   DFND 8 0 0 21,200
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 5,195 1,146,785 SH   DFND 8 0 0 1,146,785
PROTECTIVE LIFE CORP COM 743674103 115,204 2,707,503 SH   DFND 1,5 0 0 2,707,503
PROTECTIVE LIFE CORP COM 743674103 5,744 134,990 SH   DFND 6 111,090 0 23,900
PROTECTIVE LIFE CORP COM 743674103 651 15,300 SH   DFND 7 14,900 0 400
PROTECTIVE LIFE CORP COM 743674103 4,298 101,000 SH   DFND 8 0 0 101,000
PROTECTIVE LIFE CORP COM 743674103 808 19,000 SH   DFND   19,000 0 0
PROTHENA CORP PLC SHS G72800108 39,338 1,944,560 SH   DFND 1,5 0 0 1,944,560
PROTO LABS INC COM 743713109 139,381 1,824,596 SH   DFND 1,5 9,200 0 1,815,396
PROVIDENCE SVC CORP COM 743815102 673 23,456 SH   DFND 1,5 0 0 23,456
PROVIDENCE SVC CORP COM 743815102 787 27,430 SH   DFND 6 27,430 0 0
PROVIDENT FINL SVCS INC COM 74386T105 780 48,100 SH   DFND 8 0 0 48,100
PROVIDENT NEW YORK BANCORP COM 744028101 13,068 1,200,000 SH   DFND 1,5 0 0 1,200,000
PRUDENTIAL FINL INC COM 744320102 197,898 2,537,800 SH   DFND 1,5 122,081 0 2,415,719
PRUDENTIAL FINL INC COM 744320102 11,474 147,145 SH   DFND 2 147,145 0 0
PRUDENTIAL FINL INC COM 744320102 3,460 44,364 SH   DFND 3 44,364 0 0
PRUDENTIAL FINL INC COM 744320102 45,176 579,326 SH   DFND 6 416,136 0 163,190
PRUDENTIAL FINL INC COM 744320102 47,336 607,029 SH   DFND 7 270,859 0 336,170
PRUDENTIAL FINL INC COM 744320102 20,477 262,589 SH   DFND 8 0 0 262,589
PSYCHEMEDICS CORP COM NEW 744375205 385 29,031 SH   DFND 1,5 16,600 0 12,431
PSYCHEMEDICS CORP COM NEW 744375205 890 67,200 SH   DFND 7 67,200 0 0
PTC INC COM 69370C100 119,374 4,198,877 SH   DFND 1,5 0 0 4,198,877
PTC INC COM 69370C100 58,806 2,068,462 SH   DFND 6 1,856,962 0 211,500
PTC INC COM 69370C100 15,002 527,670 SH   DFND 7 526,370 0 1,300
PTC INC COM 69370C100 9,961 350,372 SH   DFND 8 0 0 350,372
PTC INC COM 69370C100 6,073 213,608 SH   DFND   213,608 0 0
PTC THERAPEUTICS INC COM 69366J200 9,588 446,800 SH   DFND 1,5 0 0 446,800
PTC THERAPEUTICS INC COM 69366J200 22,924 1,068,218 SH   DFND 8 0 0 1,068,218
PUBLIC STORAGE COM 74460D109 807,140 5,027,341 SH   DFND 1,5 137,369 0 4,889,972
PUBLIC STORAGE COM 74460D109 7,341 45,721 SH   DFND 2 45,721 0 0
PUBLIC STORAGE COM 74460D109 1,914 11,922 SH   DFND 3 11,922 0 0
PUBLIC STORAGE COM 74460D109 68,340 425,661 SH   DFND 6 425,661 0 0
PUBLIC STORAGE COM 74460D109 409,600 2,551,230 SH   DFND 8 0 0 2,551,230
PUBLIC STORAGE COM 74460D109 14,323 89,210 SH   DFND   89,210 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,271 160,074 SH   DFND 2 160,074 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 832 25,268 SH   DFND 3 25,268 0 0
PULTE GROUP INC COM 745867101 243,661 14,767,362 SH   DFND 1,5 1,400 0 14,765,962
PULTE GROUP INC COM 745867101 1,825 110,601 SH   DFND 2 110,601 0 0
PULTE GROUP INC COM 745867101 9,646 584,623 SH   DFND 8 0 0 584,623
PULTE GROUP INC COM 745867101 4,972 301,340 SH   DFND   301,340 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 133,881 2,494,995 SH   DFND 1,5 0 0 2,494,995
PUMA BIOTECHNOLOGY INC COM 74587V107 59,133 1,102,002 SH   DFND 8 0 0 1,102,002
PVH CORP COM 693656100 656,946 5,534,972 SH   DFND 1,5 0 0 5,534,972
PVH CORP COM 693656100 3,064 25,813 SH   DFND 2 25,813 0 0
PVH CORP COM 693656100 31,136 262,330 SH   DFND 6 114,810 0 147,520
PVH CORP COM 693656100 51,202 431,390 SH   DFND 7 287,750 0 143,640
PVH CORP COM 693656100 33,131 279,140 SH   DFND 8 0 0 279,140
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 6,874 303,600 SH   DFND 1,5 0 0 303,600
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 405 17,900 SH   DFND 7 17,900 0 0
QEP RES INC COM 74733V100 501 18,100 SH   DFND 1,5 0 0 18,100
QEP RES INC COM 74733V100 1,571 56,734 SH   DFND 2 56,734 0 0
QIAGEN NV REG SHS N72482107 13,949 651,800 SH   DFND 1,5 0 0 651,800
QIAGEN NV REG SHS N72482107 692 32,350 SH   DFND 6 32,350 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 35,049 421,266 SH   DFND 1,5 0 0 421,266
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 322 3,870 SH   DFND 8 0 0 3,870
QIWI PLC SPON ADR REP B 74735M108 747 23,900 SH   DFND 1,5 0 0 23,900
QIWI PLC SPON ADR REP B 74735M108 1,132 36,200 SH   DFND 8 0 0 36,200
QLIK TECHNOLOGIES INC COM 74733T105 254,226 7,424,813 SH   DFND 1,5 0 0 7,424,813
QLIK TECHNOLOGIES INC COM 74733T105 466 13,600 SH   DFND 6 13,600 0 0
QLIK TECHNOLOGIES INC COM 74733T105 12,452 363,661 SH   DFND 8 0 0 363,661
QLOGIC CORP COM 747277101 10,801 987,300 SH   DFND 8 0 0 987,300
QUAD / GRAPHICS INC COM CL A 747301109 193,023 6,357,800 SH   DFND 1,5 0 0 6,357,800
QUALCOMM INC COM 747525103 2,755,542 40,907,684 SH   DFND 1,5 0 0 40,907,684
QUALCOMM INC COM 747525103 36,565 542,831 SH   DFND 2 542,831 0 0
QUALCOMM INC COM 747525103 10,815 160,555 SH   DFND 3 160,555 0 0
QUALCOMM INC COM 747525103 163,399 2,425,763 SH   DFND 6 1,300,723 0 1,125,040
QUALCOMM INC COM 747525103 269,116 3,995,187 SH   DFND 7 3,230,347 0 764,840
QUALCOMM INC COM 747525103 55,838 828,943 SH   DFND 8 0 0 828,943
QUALCOMM INC COM 747525103 283 4,200 SH   DFND 9 4,200 0 0
QUALCOMM INC COM 747525103 24,875 369,278 SH   DFND   369,278 0 0
QUALITY DISTR INC FLA COM 74756M102 26,439 2,861,317 SH   DFND 1,5 0 0 2,861,317
QUALITY DISTR INC FLA COM 74756M102 5,984 647,626 SH   DFND 8 0 0 647,626
QUALITY SYS INC COM 747582104 65,080 2,994,927 SH   DFND 1,5 12,367 0 2,982,560
QUALYS INC COM 74758T303 20,238 946,146 SH   DFND 8 0 0 946,146
QUANTA SVCS INC COM 74762E102 33,429 1,215,154 SH   DFND 1,5 0 0 1,215,154
QUANTA SVCS INC COM 74762E102 1,861 67,636 SH   DFND 2 67,636 0 0
QUANTA SVCS INC COM 74762E102 700 25,445 SH   DFND 3 25,445 0 0
QUANTA SVCS INC COM 74762E102 14,036 510,200 SH   DFND 8 0 0 510,200
QUANTUM CORP COM DSSG 747906204 29,720 21,536,552 SH   DFND 1,5 0 0 21,536,552
QUANTUM CORP COM DSSG 747906204 6,429 4,658,600 SH   DFND 8 0 0 4,658,600
QUANTUM CORP COM DSSG 747906204 19 13,636 SH   DFND   13,636 0 0
QUEST DIAGNOSTICS INC COM 74834L100 367,834 5,952,966 SH   DFND 1,5 48,315 0 5,904,651
QUEST DIAGNOSTICS INC COM 74834L100 2,970 48,063 SH   DFND 2 48,063 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,284 20,780 SH   DFND 3 20,780 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,789 28,950 SH   DFND 6 28,950 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,690 27,343 SH   DFND 7 27,343 0 0
QUEST DIAGNOSTICS INC COM 74834L100 78,254 1,266,448 SH   DFND 8 0 0 1,266,448
QUEST RARE MINERALS LTD COM 74836T101 60 74,600 SH   DFND   74,600 0 0
QUESTAR CORP COM 748356102 6,793 302,064 SH   DFND 1,5 0 0 302,064
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 336,720 5,805,517 SH   DFND 1,5 0 0 5,805,517
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 731 12,600 SH   DFND 6 12,600 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 7,151 123,300 SH   DFND 8 0 0 123,300
QUIDEL CORP COM 74838J101 47,654 1,677,963 SH   DFND 1,5 0 0 1,677,963
QUINPARIO ACQUISITION CORP UNIT 99/99/9999 74874R207 1,532 150,000 SH   DFND 8 0 0 150,000
QUINSTREET INC COM 74874Q100 40,406 4,275,746 SH   DFND 1,5 0 0 4,275,746
QUINSTREET INC COM 74874Q100 5,027 531,936 SH   DFND 6 531,936 0 0
RACKSPACE HOSTING INC COM 750086100 635,153 12,038,537 SH   DFND 1,5 0 0 12,038,537
RACKSPACE HOSTING INC COM 750086100 30,470 577,520 SH   DFND 6 495,730 0 81,790
RACKSPACE HOSTING INC COM 750086100 36,441 690,700 SH   DFND 7 451,260 0 239,440
RACKSPACE HOSTING INC COM 750086100 9,993 189,410 SH   DFND 8 0 0 189,410
RACKSPACE HOSTING INC COM 750086100 673 12,760 SH   DFND 9 12,760 0 0
RACKSPACE HOSTING INC COM 750086100 935 17,730 SH   DFND   17,730 0 0
RADIAN GROUP INC COM 750236101 236,063 16,946,373 SH   DFND 1,5 149,253 0 16,797,120
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 1,153 790,000 PRN   DFND 1,5 0 0 0
RADIAN GROUP INC COM 750236101 554 39,800 SH   DFND 7 39,800 0 0
RADIAN GROUP INC COM 750236101 3,322 238,500 SH   DFND 8 0 0 238,500
RADWARE LTD ORD M81873107 62,415 4,474,193 SH   DFND 1,5 0 0 4,474,193
RADWARE LTD ORD M81873107 23,351 1,673,873 SH   DFND 8 0 0 1,673,873
RAIT FINANCIAL TRUST COM NEW 749227609 283 40,000 SH   DFND 1,5 0 0 40,000
RAIT FINANCIAL TRUST COM NEW 749227609 6,478 914,967 SH   DFND 6 910,567 0 4,400
RAIT FINANCIAL TRUST COM NEW 749227609 278 39,300 SH   DFND 7 38,700 0 600
RAIT FINANCIAL TRUST COM NEW 749227609 166 23,500 SH   DFND   23,500 0 0
RALPH LAUREN CORP CL A 751212101 275,421 1,671,956 SH   DFND 1,5 0 0 1,671,956
RALPH LAUREN CORP CL A 751212101 3,158 19,170 SH   DFND 2 19,170 0 0
RALPH LAUREN CORP CL A 751212101 725 4,401 SH   DFND 3 4,401 0 0
RALPH LAUREN CORP CL A 751212101 214 1,300 SH   DFND 6 1,300 0 0
RALPH LAUREN CORP CL A 751212101 8,396 50,966 SH   DFND 8 0 0 50,966
RAMBUS INC DEL COM 750917106 129,269 13,751,982 SH   DFND 1,5 0 0 13,751,982
RAMBUS INC DEL COM 750917106 8,782 934,218 SH   DFND 8 0 0 934,218
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 67,516 4,381,279 SH   DFND 1,5 0 0 4,381,279
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,326 40,000 SH   DFND 1,5 0 0 40,000
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 12,977 842,124 SH   DFND 8 0 0 842,124
RANDGOLD RES LTD ADR 752344309 21,094 294,899 SH   DFND 1,5 0 0 294,899
RANDGOLD RES LTD ADR 752344309 43,967 614,659 SH   DFND 7 614,659 0 0
RANDGOLD RES LTD ADR 752344309 73,132 1,022,395 SH   DFND 8 0 0 1,022,395
RANDGOLD RES LTD ADR 752344309 11,960 167,202 SH   DFND   167,202 0 0
RANGE RES CORP COM 75281A109 124,557 1,641,289 SH   DFND 1,5 0 0 1,641,289
RANGE RES CORP COM 75281A109 3,924 51,706 SH   DFND 2 51,706 0 0
RANGE RES CORP COM 75281A109 783 10,318 SH   DFND 3 10,318 0 0
RANGE RES CORP COM 75281A109 1,214 16,000 SH   DFND 8 0 0 16,000
RAPTOR PHARMACEUTICAL CORP COM 75382F106 6,114 409,250 SH   DFND 1,5 0 0 409,250
RAPTOR PHARMACEUTICAL CORP COM 75382F106 49,784 3,332,230 SH   DFND 8 0 0 3,332,230
RARE ELEMENT RES LTD COM 75381M102 118 45,000 SH   DFND   45,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 80,785 1,938,679 SH   DFND 1,5 0 0 1,938,679
RAYMOND JAMES FINANCIAL INC COM 754730109 58,396 1,401,400 SH   DFND 6 1,114,400 0 287,000
RAYMOND JAMES FINANCIAL INC COM 754730109 53,720 1,289,179 SH   DFND 7 1,245,979 0 43,200
RAYMOND JAMES FINANCIAL INC COM 754730109 40,422 970,061 SH   DFND 8 0 0 970,061
RAYMOND JAMES FINANCIAL INC COM 754730109 5,379 129,083 SH   DFND   129,083 0 0
RAYONIER INC COM 754907103 162,215 2,914,921 SH   DFND 1,5 12,102 0 2,902,819
RAYONIER INC COM 754907103 326 5,859 SH   DFND 3 5,859 0 0
RAYONIER INC COM 754907103 12,601 226,431 SH   DFND 8 0 0 226,431
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 23,128 13,680,000 PRN   DFND 1,5 0 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 1,183 700,000 PRN   DFND 6 0 0 0
RAYTHEON CO COM NEW 755111507 269 3,496 SH   DFND 1,5 0 0 3,496
RAYTHEON CO COM NEW 755111507 7,865 102,050 SH   DFND 2 102,050 0 0
RAYTHEON CO COM NEW 755111507 2,364 30,678 SH   DFND 3 30,678 0 0
RAYTHEON CO COM NEW 755111507 19,064 247,356 SH   DFND 8 0 0 247,356
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 515 33,707 SH   DFND 1,5 0 0 33,707
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 847 55,393 SH   DFND 8 0 0 55,393
REACHLOCAL INC COM 75525F104 200 16,785 SH   DFND 8 0 0 16,785
REALD INC COM 75604L105 195 27,813 SH   DFND 1,5 0 0 27,813
REALD INC COM 75604L105 159 22,749 SH   DFND 8 0 0 22,749
REALOGY HLDGS CORP COM 75605Y106 320,352 7,446,586 SH   DFND 1,5 30,012 0 7,416,574
REALPAGE INC COM 75606N109 1,438 62,100 SH   DFND 8 0 0 62,100
RECEPTOS INC COM 756207106 2,685 103,400 SH   DFND 1,5 0 0 103,400
RECEPTOS INC COM 756207106 3,711 142,900 SH   DFND 8 0 0 142,900
RED HAT INC COM 756577102 699,888 15,168,784 SH   DFND 1,5 9,832 0 15,158,952
RED HAT INC COM 756577102 2,764 59,904 SH   DFND 2 59,904 0 0
RED HAT INC COM 756577102 597 12,939 SH   DFND 3 12,939 0 0
RED HAT INC COM 756577102 1,315 28,500 SH   DFND 6 28,500 0 0
RED HAT INC COM 756577102 32,066 694,982 SH   DFND 8 0 0 694,982
RED HAT INC COM 756577102 706 15,301 SH   DFND 9 15,301 0 0
REDWOOD TR INC COM 758075402 51,415 2,611,200 SH   DFND 1,5 0 0 2,611,200
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 12,676 12,000,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 55,431 2,815,209 SH   DFND 6 2,378,309 0 436,900
REDWOOD TR INC COM 758075402 12,940 657,197 SH   DFND 7 628,197 0 29,000
REDWOOD TR INC COM 758075402 7,390 375,300 SH   DFND 8 0 0 375,300
REDWOOD TR INC COM 758075402 6,515 330,893 SH   DFND   330,893 0 0
REGAL BELOIT CORP COM 758750103 80,246 1,181,305 SH   DFND 1,5 0 0 1,181,305
REGAL BELOIT CORP COM 758750103 49,021 721,643 SH   DFND 6 638,643 0 83,000
REGAL BELOIT CORP COM 758750103 13,330 196,231 SH   DFND 7 182,681 0 13,550
REGAL BELOIT CORP COM 758750103 6,917 101,828 SH   DFND 8 0 0 101,828
REGAL BELOIT CORP COM 758750103 12,918 190,168 SH   DFND   190,168 0 0
REGAL ENTMT GROUP CL A 758766109 9,338 492,000 SH   DFND 1,5 0 0 492,000
REGAL ENTMT GROUP CL A 758766109 14,353 756,230 SH   DFND 6 756,230 0 0
REGAL ENTMT GROUP CL A 758766109 11,716 617,266 SH   DFND 7 617,266 0 0
REGAL ENTMT GROUP CL A 758766109 4,580 241,300 SH   DFND 8 0 0 241,300
REGAL ENTMT GROUP CL A 758766109 1,846 97,265 SH   DFND   97,265 0 0
REGENCY CTRS CORP COM 758849103 9,912 205,000 SH   DFND 1,5 0 0 205,000
REGENERON PHARMACEUTICALS COM 75886F107 2,333,420 7,458,114 SH   DFND 1,5 0 0 7,458,114
REGENERON PHARMACEUTICALS COM 75886F107 7,724 24,686 SH   DFND 2 24,686 0 0
REGENERON PHARMACEUTICALS COM 75886F107 249 795 SH   DFND 3 795 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,722 8,700 SH   DFND 6 8,700 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,503 8,000 SH   DFND 7 8,000 0 0
REGENERON PHARMACEUTICALS COM 75886F107 454,851 1,453,803 SH   DFND 8 0 0 1,453,803
REGIONAL MGMT CORP COM 75902K106 12,206 383,845 SH   DFND 6 383,845 0 0
REGIONS FINL CORP NEW COM 7591EP100 65,551 7,078,900 SH   DFND 1,5 0 0 7,078,900
REGIONS FINL CORP NEW COM 7591EP100 4,090 441,701 SH   DFND 2 441,701 0 0
REGIONS FINL CORP NEW COM 7591EP100 116 12,483 SH   DFND 3 12,483 0 0
REGIONS FINL CORP NEW COM 7591EP100 38,843 4,194,670 SH   DFND 6 2,859,550 0 1,335,120
REGIONS FINL CORP NEW COM 7591EP100 58,311 6,297,110 SH   DFND 7 3,381,980 0 2,915,130
REGIS CORP MINN COM 758932107 96,022 6,541,000 SH   DFND 1,5 0 0 6,541,000
REGULUS THERAPEUTICS INC COM 75915K101 40,631 4,308,681 SH   DFND 1,5 0 0 4,308,681
REGULUS THERAPEUTICS INC COM 75915K101 17,153 1,818,971 SH   DFND 8 0 0 1,818,971
REINSURANCE GROUP AMER INC COM NEW 759351604 206,721 3,085,849 SH   DFND 1,5 0 0 3,085,849
REINSURANCE GROUP AMER INC COM NEW 759351604 70,768 1,056,393 SH   DFND 6 955,593 0 100,800
REINSURANCE GROUP AMER INC COM NEW 759351604 21,406 319,546 SH   DFND 7 318,646 0 900
REINSURANCE GROUP AMER INC COM NEW 759351604 9,794 146,200 SH   DFND 8 0 0 146,200
REINSURANCE GROUP AMER INC COM NEW 759351604 6,861 102,411 SH   DFND   102,411 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 106,173 1,449,068 SH   DFND 1,5 0 0 1,449,068
RELIANCE STEEL & ALUMINUM CO COM 759509102 43,872 598,772 SH   DFND 8 0 0 598,772
REMY INTL INC COM 759663107 4,598 227,169 SH   DFND 1,5 0 0 227,169
REMY INTL INC COM 759663107 225 11,114 SH   DFND 6 0 0 11,114
RENAISSANCERE HOLDINGS LTD COM G7496G103 294,224 3,250,020 SH   DFND 1,5 0 0 3,250,020
RENREN INC SPONSORED ADR 759892102 88 26,200 SH   DFND 8 0 0 26,200
RENT A CTR INC NEW COM 76009N100 323,555 8,492,256 SH   DFND 1,5 0 0 8,492,256
RENT A CTR INC NEW COM 76009N100 4,234 111,120 SH   DFND 6 111,120 0 0
RENT A CTR INC NEW COM 76009N100 2,275 59,705 SH   DFND 7 59,705 0 0
REPLIGEN CORP COM 759916109 9,327 841,022 SH   DFND 6 841,022 0 0
REPLIGEN CORP COM 759916109 2,323 209,484 SH   DFND 7 209,484 0 0
REPLIGEN CORP COM 759916109 158 14,225 SH   DFND   14,225 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 11,905 1,000,426 SH   DFND 1,5 0 0 1,000,426
REPUBLIC AWYS HLDGS INC COM 760276105 6,230 523,500 SH   DFND 8 0 0 523,500
REPUBLIC BANCORP KY CL A 760281204 3,747 136,000 SH   DFND 8 0 0 136,000
REPUBLIC SVCS INC COM 760759100 332,142 9,956,290 SH   DFND 1,5 311,371 0 9,644,919
REPUBLIC SVCS INC COM 760759100 2,866 85,919 SH   DFND 2 85,919 0 0
REPUBLIC SVCS INC COM 760759100 226 6,763 SH   DFND 3 6,763 0 0
REPUBLIC SVCS INC COM 760759100 14,802 443,700 SH   DFND 6 163,820 0 279,880
REPUBLIC SVCS INC COM 760759100 9,963 298,638 SH   DFND 7 232,948 0 65,690
REPUBLIC SVCS INC COM 760759100 3,346 100,300 SH   DFND 8 0 0 100,300
RESMED INC COM 761152107 235,400 4,456,651 SH   DFND 1,5 0 0 4,456,651
RESMED INC COM 761152107 14,790 280,000 SH   DFND 8 0 0 280,000
RESMED INC COM 761152107 4,969 94,070 SH   DFND 9 94,070 0 0
RESOLUTE ENERGY CORP COM 76116A108 5,144 615,300 SH   DFND 8 0 0 615,300
RESPONSYS INC COM 761248103 74,355 4,506,378 SH   DFND 1,5 0 0 4,506,378
RESPONSYS INC COM 761248103 6,490 393,330 SH   DFND 6 186,630 0 206,700
RESPONSYS INC COM 761248103 1,033 62,600 SH   DFND 7 59,700 0 2,900
RESPONSYS INC COM 761248103 40,300 2,442,427 SH   DFND 8 0 0 2,442,427
RESPONSYS INC COM 761248103 2,434 147,527 SH   DFND   147,527 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 118,642 1,872,798 SH   DFND 1,5 400 0 1,872,398
RESTORATION HARDWARE HLDGS I COM 761283100 1,052 16,600 SH   DFND 6 16,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 109,492 7,963,073 SH   DFND 1,5 55,911 0 7,907,162
RETAIL PPTYS AMER INC CL A 76131V202 9,636 700,832 SH   DFND 6 700,832 0 0
RETAIL PPTYS AMER INC CL A 76131V202 10,926 794,637 SH   DFND 8 0 0 794,637
RETAILMENOT INC COM SER 1 76132B106 6,121 172,080 SH   DFND   172,080 0 0
REVLON INC CL A NEW 761525609 53,957 1,943,000 SH   DFND 1,5 0 0 1,943,000
REX ENERGY CORPORATION COM 761565100 1,122 50,321 SH   DFND 1,5 0 0 50,321
REX ENERGY CORPORATION COM 761565100 3,013 135,130 SH   DFND 6 135,130 0 0
REX ENERGY CORPORATION COM 761565100 9,128 409,321 SH   DFND 7 409,321 0 0
REX ENERGY CORPORATION COM 761565100 6,092 273,179 SH   DFND 8 0 0 273,179
REX ENERGY CORPORATION COM 761565100 8,783 393,845 SH   DFND   393,845 0 0
REYNOLDS AMERICAN INC COM 761713106 4,887 100,181 SH   DFND 2 100,181 0 0
REYNOLDS AMERICAN INC COM 761713106 3,009 61,686 SH   DFND 3 61,686 0 0
RF MICRODEVICES INC COM 749941100 10,478 1,857,831 SH   DFND 1,5 0 0 1,857,831
RICHMONT MINES INC COM 76547T106 346 240,900 SH   DFND 8 0 0 240,900
RIGEL PHARMACEUTICALS INC COM NEW 766559603 37,754 10,545,749 SH   DFND 1,5 0 0 10,545,749
RIGEL PHARMACEUTICALS INC COM NEW 766559603 61 17,123 SH   DFND 8 0 0 17,123
RIGNET INC COM 766582100 21,070 581,723 SH   DFND 1,5 0 0 581,723
RIGNET INC COM 766582100 6,957 192,080 SH   DFND 6 192,080 0 0
RIO ALTO MNG LTD NEW COM 76689T104 670 335,000 SH   DFND 8 0 0 335,000
RIO TINTO PLC SPONSORED ADR 767204100 1,702 34,900 SH   DFND 1,5 0 0 34,900
RITCHIE BROS AUCTIONEERS COM 767744105 12,874 639,400 SH   DFND 1,5 0 0 639,400
RITCHIE BROS AUCTIONEERS COM 767744105 1,269 62,903 SH   DFND   62,903 0 0
RITE AID CORP COM 767754104 7,517 1,579,300 SH   DFND 1,5 0 0 1,579,300
RITE AID CORP COM 767754104 27,420 5,760,520 SH   DFND 6 5,760,520 0 0
RITE AID CORP COM 767754104 11,348 2,384,110 SH   DFND 7 2,228,660 0 155,450
RITE AID CORP COM 767754104 713 149,800 SH   DFND   149,800 0 0
RIVERBED TECHNOLOGY INC COM 768573107 260,119 17,828,593 SH   DFND 1,5 0 0 17,828,593
RIVERBED TECHNOLOGY INC COM 768573107 29,845 2,045,605 SH   DFND 6 1,693,835 0 351,770
RIVERBED TECHNOLOGY INC COM 768573107 29,188 2,000,560 SH   DFND 7 1,385,080 0 615,480
RIVERBED TECHNOLOGY INC COM 768573107 7,281 499,057 SH   DFND 8 0 0 499,057
RIVERBED TECHNOLOGY INC COM 768573107 2,964 203,140 SH   DFND   203,140 0 0
RLJ LODGING TR COM 74965L101 13,737 584,800 SH   DFND 1,5 0 0 584,800
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 44,424 1,573,075 SH   DFND 1,5 0 0 1,573,075
ROBERT HALF INTL INC COM 770323103 1,715 43,936 SH   DFND 2 43,936 0 0
ROBERT HALF INTL INC COM 770323103 328 8,412 SH   DFND 3 8,412 0 0
ROCK-TENN CO CL A 772739207 913,600 9,021,426 SH   DFND 1,5 150 0 9,021,276
ROCK-TENN CO CL A 772739207 51,396 507,519 SH   DFND 6 336,158 0 171,361
ROCK-TENN CO CL A 772739207 23,605 233,086 SH   DFND 7 195,116 0 37,970
ROCK-TENN CO CL A 772739207 66,075 652,468 SH   DFND 8 0 0 652,468
ROCK-TENN CO CL A 772739207 2,409 23,787 SH   DFND   23,787 0 0
ROCKWELL AUTOMATION INC COM 773903109 410,748 3,840,922 SH   DFND 1,5 11,890 0 3,829,032
ROCKWELL AUTOMATION INC COM 773903109 4,693 43,880 SH   DFND 2 43,880 0 0
ROCKWELL AUTOMATION INC COM 773903109 677 6,330 SH   DFND 3 6,330 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,784 35,380 SH   DFND 6 33,680 0 1,700
ROCKWELL AUTOMATION INC COM 773903109 34,271 320,468 SH   DFND 8 0 0 320,468
ROCKWELL COLLINS INC COM 774341101 29,814 439,346 SH   DFND 1,5 0 0 439,346
ROCKWELL COLLINS INC COM 774341101 2,899 42,722 SH   DFND 2 42,722 0 0
ROCKWELL COLLINS INC COM 774341101 915 13,481 SH   DFND 3 13,481 0 0
ROCKWELL COLLINS INC COM 774341101 675 9,954 SH   DFND 6 9,954 0 0
ROCKWELL COLLINS INC COM 774341101 13,097 193,000 SH   DFND 8 0 0 193,000
ROCKWOOD HLDGS INC COM 774415103 10,179 152,156 SH   DFND 1,5 150 0 152,006
ROCKWOOD HLDGS INC COM 774415103 33,360 498,660 SH   DFND 6 479,160 0 19,500
ROCKWOOD HLDGS INC COM 774415103 10,017 149,736 SH   DFND 7 149,236 0 500
ROCKWOOD HLDGS INC COM 774415103 18,471 276,094 SH   DFND 8 0 0 276,094
ROCKWOOD HLDGS INC COM 774415103 2,075 31,015 SH   DFND   31,015 0 0
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 6,012 496,882 SH   DFND 1,5 0 0 496,882
ROFIN SINAR TECHNOLOGIES INC COM 775043102 8,474 350,000 SH   DFND 1,5 0 0 350,000
ROGERS COMMUNICATIONS INC CL B 775109200 37,815 879,450 SH   DFND 1,5 0 0 879,450
ROGERS COMMUNICATIONS INC CL B 775109200 6,214 144,526 SH   DFND 6 0 0 144,526
ROGERS COMMUNICATIONS INC CL B 775109200 128,480 2,988,050 SH   DFND 7 2,949,150 0 38,900
ROGERS COMMUNICATIONS INC CL B 775109200 451,990 10,511,916 SH   DFND   9,806,616 0 705,300
ROPER INDS INC NEW COM 776696106 636,824 4,792,836 SH   DFND 1,5 0 0 4,792,836
ROPER INDS INC NEW COM 776696106 4,170 31,386 SH   DFND 2 31,386 0 0
ROPER INDS INC NEW COM 776696106 709 5,337 SH   DFND 3 5,337 0 0
ROPER INDS INC NEW COM 776696106 796 5,990 SH   DFND 6 5,990 0 0
ROPER INDS INC NEW COM 776696106 1,364 10,263 SH   DFND 7 10,263 0 0
ROPER INDS INC NEW COM 776696106 6,989 52,600 SH   DFND 8 0 0 52,600
ROSETTA RESOURCES INC COM 777779307 148,600 2,728,600 SH   DFND 1,5 0 0 2,728,600
ROSETTA RESOURCES INC COM 777779307 207 3,800 SH   DFND 7 3,800 0 0
ROSETTA RESOURCES INC COM 777779307 15,657 287,500 SH   DFND 8 0 0 287,500
ROSETTA RESOURCES INC COM 777779307 2,974 54,600 SH   DFND   54,600 0 0
ROSS STORES INC COM 778296103 1,536,025 21,099,251 SH   DFND 1,5 0 0 21,099,251
ROSS STORES INC COM 778296103 4,992 68,566 SH   DFND 2 68,566 0 0
ROSS STORES INC COM 778296103 864 11,867 SH   DFND 3 11,867 0 0
ROSS STORES INC COM 778296103 6,440 88,461 SH   DFND 6 84,811 0 3,650
ROSS STORES INC COM 778296103 1,349 18,526 SH   DFND 7 16,246 0 2,280
ROSS STORES INC COM 778296103 48,570 667,174 SH   DFND 8 0 0 667,174
ROSS STORES INC COM 778296103 46,987 645,423 SH   DFND   645,423 0 0
ROUSE PPTYS INC COM 779287101 32,928 1,600,000 SH   DFND 1,5 0 0 1,600,000
ROVI CORP COM 779376102 26,654 1,390,389 SH   DFND 1,5 0 0 1,390,389
ROVI CORP COM 779376102 41,541 2,166,980 SH   DFND 6 2,166,980 0 0
ROVI CORP COM 779376102 12,888 672,300 SH   DFND 8 0 0 672,300
ROWAN COMPANIES PLC SHS CL A G7665A101 112,996 3,077,229 SH   DFND 1,5 0 0 3,077,229
ROWAN COMPANIES PLC SHS CL A G7665A101 1,443 39,306 SH   DFND 2 39,306 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 399 10,857 SH   DFND 3 10,857 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 30,272 824,400 SH   DFND 8 0 0 824,400
ROYAL BK CDA MONTREAL QUE COM 780087102 184,900 2,885,700 SH   DFND 1,5 0 0 2,885,700
ROYAL BK CDA MONTREAL QUE COM 780087102 101,392 1,582,400 SH   DFND 6 558,300 0 1,024,100
ROYAL BK CDA MONTREAL QUE COM 780087102 695,612 10,856,290 SH   DFND 7 10,636,200 0 220,090
ROYAL BK CDA MONTREAL QUE COM 780087102 1,097,955 17,135,582 SH   DFND   14,465,059 0 2,670,523
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 147,596 2,143,737 SH   DFND 1,5 0 0 2,143,737
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 397,762 6,056,061 SH   DFND 1,5 0 0 6,056,061
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 902,555 13,741,704 SH   DFND 2 13,741,704 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,125 17,131 SH   DFND 3 17,131 0 0
ROYAL GOLD INC COM 780287108 10,059 206,711 SH   DFND 1,5 0 0 206,711
ROYAL GOLD INC COM 780287108 41,517 853,207 SH   DFND 8 0 0 853,207
RPM INTL INC COM 749685103 142,971 3,949,476 SH   DFND 1,5 48,112 0 3,901,364
RPM INTL INC COM 749685103 322 8,900 SH   DFND 6 8,900 0 0
RPM INTL INC COM 749685103 1,428 39,455 SH   DFND 7 39,455 0 0
RPM INTL INC COM 749685103 57,155 1,578,880 SH   DFND 8 0 0 1,578,880
RTI INTL METALS INC COM 74973W107 146,263 4,565,000 SH   DFND 1,5 0 0 4,565,000
RTI SURGICAL INC COM 74975N105 381 102,000 SH   DFND 7 99,000 0 3,000
RTI SURGICAL INC COM 74975N105 234 62,662 SH   DFND   62,662 0 0
RUBICON MINERALS CORP COM 780911103 6,680 5,252,102 SH   DFND 8 0 0 5,252,102
RUBICON TECHNOLOGY INC COM 78112T107 8,801 726,744 SH   DFND 1,5 0 0 726,744
RUBICON TECHNOLOGY INC COM 78112T107 13,342 1,101,709 SH   DFND 8 0 0 1,101,709
RUBY TUESDAY INC COM 781182100 54,000 7,200,000 SH   DFND 1,5 1,000,000 0 6,200,000
RUCKUS WIRELESS INC COM 781220108 2,948 175,189 SH   DFND 1,5 0 0 175,189
RUCKUS WIRELESS INC COM 781220108 4,467 265,411 SH   DFND 8 0 0 265,411
RUSH ENTERPRISES INC CL A 781846209 28,629 1,079,926 SH   DFND 1,5 17,126 0 1,062,800
RUSH ENTERPRISES INC CL A 781846209 9,403 354,710 SH   DFND 6 354,710 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 33,942 2,861,869 SH   DFND 1,5 0 0 2,861,869
RUTHS HOSPITALITY GROUP INC COM 783332109 5,657 476,940 SH   DFND 6 476,940 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 5,013 422,722 SH   DFND 8 0 0 422,722
RYANAIR HLDGS PLC SPONSORED ADR 783513104 312,521 6,283,098 SH   DFND 1,5 0 0 6,283,098
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,879 158,400 SH   DFND 6 59,400 0 99,000
RYANAIR HLDGS PLC SPONSORED ADR 783513104 473 9,500 SH   DFND 7 9,500 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 11,953 240,300 SH   DFND 8 0 0 240,300
RYDER SYS INC COM 783549108 15,194 254,500 SH   DFND 1,5 0 0 254,500
RYDER SYS INC COM 783549108 989 16,559 SH   DFND 2 16,559 0 0
RYDER SYS INC COM 783549108 3,857 64,600 SH   DFND 6 10,100 0 54,500
RYDER SYS INC COM 783549108 842 14,100 SH   DFND 7 13,500 0 600
RYDER SYS INC COM 783549108 2,495 41,800 SH   DFND 8 0 0 41,800
RYDER SYS INC COM 783549108 5,892 98,700 SH   DFND   98,700 0 0
RYLAND GROUP INC COM 783764103 78,731 1,942,060 SH   DFND 1,5 0 0 1,942,060
RYLAND GROUP INC COM 783764103 13,660 336,950 SH   DFND 6 176,850 0 160,100
RYLAND GROUP INC COM 783764103 1,820 44,900 SH   DFND 7 43,500 0 1,400
RYLAND GROUP INC COM 783764103 7,803 192,470 SH   DFND 8 0 0 192,470
RYLAND GROUP INC COM 783764103 5,027 124,000 SH   DFND   124,000 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 12,089 350,290 SH   DFND 1,5 0 0 350,290
RYMAN HOSPITALITY PPTYS INC COM 78377T107 9,118 264,209 SH   DFND 6 184,786 0 79,423
RYMAN HOSPITALITY PPTYS INC COM 78377T107 772 22,377 SH   DFND 7 21,798 0 579
RYMAN HOSPITALITY PPTYS INC COM 78377T107 2,195 63,592 SH   DFND   63,592 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 36,245 1,575,190 SH   DFND 1,5 15,148 0 1,560,042
SABRA HEALTH CARE REIT INC COM 78573L106 4,466 194,100 SH   DFND 6 194,100 0 0
SAFE BULKERS INC COM Y7388L103 257 37,864 SH   DFND 1,5 37,864 0 0
SAFEWAY INC COM NEW 786514208 442,857 13,843,600 SH   DFND 1,5 0 0 13,843,600
SAFEWAY INC COM NEW 786514208 2,443 76,357 SH   DFND 2 76,357 0 0
SAFEWAY INC COM NEW 786514208 246 7,703 SH   DFND 3 7,703 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 21,081 475,000 SH   DFND 1,5 0 0 475,000
SAIA INC COM 78709Y105 733 23,500 SH   DFND 1,5 0 0 23,500
SAIC INC COM 78390X101 61,408 1,349,025 SH   DFND 1,5 0 0 1,349,025
SAIC INC COM 78390X101 3,219 71,224 SH   DFND 3 71,224 0 0
SAIC INC COM 78390X101 237 5,243 SH   DFND 6 5,243 0 0
SAIC INC COM 78390X101 948 20,825 SH   DFND 8 0 0 20,825
SAIC INC COM 78390X101 529 32,998 SH   DFND   32,998 0 0
SALEM COMMUNICATIONS CORP DE CL A 794093104 166 20,000 SH   DFND 1,5 0 0 20,000
SALESFORCE COM INC COM 79466L302 4,431,716 85,373,077 SH   DFND 1,5 0 0 85,373,077
SALESFORCE COM INC COM 79466L302 9,007 173,511 SH   DFND 2 173,511 0 0
SALESFORCE COM INC COM 79466L302 5,883 113,330 SH   DFND 6 113,330 0 0
SALESFORCE COM INC COM 79466L302 1,884 36,300 SH   DFND 7 36,300 0 0
SALESFORCE COM INC COM 79466L302 190,695 3,673,577 SH   DFND 8 0 0 3,673,577
SALESFORCE COM INC COM 79466L302 17,003 327,553 SH   DFND 9 327,553 0 0
SALESFORCE COM INC COM 79466L302 234 4,500 SH   DFND   4,500 0 0
SALIX PHARMACEUTICALS INC COM 795435106 27,662 413,600 SH   DFND 1,5 0 0 413,600
SALIX PHARMACEUTICALS INC COM 795435106 32,984 493,180 SH   DFND 6 493,180 0 0
SALIX PHARMACEUTICALS INC COM 795435106 6,760 101,081 SH   DFND 7 101,081 0 0
SALIX PHARMACEUTICALS INC COM 795435106 56,239 840,900 SH   DFND 8 0 0 840,900
SALIX PHARMACEUTICALS INC COM 795435106 475 7,103 SH   DFND   7,103 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 121,463 4,643,085 SH   DFND 1,5 35,360 0 4,607,725
SALLY BEAUTY HLDGS INC COM 79546E104 5,285 202,020 SH   DFND 6 174,020 0 28,000
SALLY BEAUTY HLDGS INC COM 79546E104 21,484 821,260 SH   DFND 7 821,260 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 13,972 534,095 SH   DFND 8 0 0 534,095
SALLY BEAUTY HLDGS INC COM 79546E104 327 12,497 SH   DFND 9 12,497 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 578 22,100 SH   DFND   22,100 0 0
SANCHEZ ENERGY CORP COM 79970Y105 2,815 106,600 SH   DFND 1,5 0 0 106,600
SANCHEZ ENERGY CORP COM 79970Y105 11,050 418,400 SH   DFND 8 0 0 418,400
SANDISK CORP COM 80004C101 170,512 2,865,273 SH   DFND 1,5 300 0 2,864,973
SANDISK CORP COM 80004C101 4,527 76,068 SH   DFND 2 76,068 0 0
SANDISK CORP COM 80004C101 1,037 17,427 SH   DFND 3 17,427 0 0
SANDISK CORP COM 80004C101 23,705 398,344 SH   DFND 8 0 0 398,344
SANDISK CORP COM 80004C101 69,568 1,169,021 SH   DFND 9 1,169,021 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 595 110,000 SH   DFND 8 0 0 110,000
SANGAMO BIOSCIENCES INC COM 800677106 36,942 3,525,000 SH   DFND 8 0 0 3,525,000
SANGAMO BIOSCIENCES INC COM 800677106 2,191 209,100 SH   DFND   209,100 0 0
SANOFI SPONSORED ADR 80105N105 258,370 5,103,092 SH   DFND 1,5 0 0 5,103,092
SANOFI SPONSORED ADR 80105N105 1,635 32,291 SH   DFND 3 32,291 0 0
SANOFI SPONSORED ADR 80105N105 95,105 1,878,422 SH   DFND 8 0 0 1,878,422
SANOFI SPONSORED ADR 80105N105 16,202 320,000 SH   DFND   320,000 0 0
SANTARUS INC COM 802817304 62,127 2,752,654 SH   DFND 1,5 0 0 2,752,654
SANTARUS INC COM 802817304 35,545 1,574,883 SH   DFND 8 0 0 1,574,883
SAP AG SPON ADR 803054204 1,199 16,226 SH   DFND 1,5 0 0 16,226
SAP AG SPON ADR 803054204 387 5,230 SH   DFND 3 5,230 0 0
SAPIENT CORP COM 803062108 169,619 10,893,931 SH   DFND 1,5 0 0 10,893,931
SAPIENT CORP COM 803062108 1,075 69,041 SH   DFND 7 69,041 0 0
SAPIENT CORP COM 803062108 23,956 1,538,600 SH   DFND 8 0 0 1,538,600
SAREPTA THERAPEUTICS INC COM 803607100 23,851 505,000 SH   DFND 1,5 0 0 505,000
SAREPTA THERAPEUTICS INC COM 803607100 2,125 45,000 SH   DFND 7 45,000 0 0
SAREPTA THERAPEUTICS INC COM 803607100 35,430 750,162 SH   DFND 8 0 0 750,162
SASOL LTD SPONSORED ADR 803866300 378 7,900 SH   DFND 7 7,900 0 0
SBA COMMUNICATIONS CORP COM 78388J106 477,969 5,940,451 SH   DFND 1,5 0 0 5,940,451
SBA COMMUNICATIONS CORP COM 78388J106 74,497 925,890 SH   DFND 6 475,400 0 450,490
SBA COMMUNICATIONS CORP COM 78388J106 88,021 1,093,978 SH   DFND 7 745,858 0 348,120
SBA COMMUNICATIONS CORP COM 78388J106 50,629 629,240 SH   DFND 8 0 0 629,240
SBA COMMUNICATIONS CORP COM 78388J106 388 4,825 SH   DFND 9 4,825 0 0
SBA COMMUNICATIONS CORP COM 78388J106 645 8,018 SH   DFND   8,018 0 0
SCANA CORP NEW COM 80589M102 2,039 44,297 SH   DFND 2 44,297 0 0
SCANA CORP NEW COM 80589M102 554 12,024 SH   DFND 3 12,024 0 0
SCANSOURCE INC COM 806037107 143,360 4,143,350 SH   DFND 1,5 800,000 0 3,343,350
SCHEIN HENRY INC COM 806407102 645,469 6,224,388 SH   DFND 1,5 11,163 0 6,213,225
SCHEIN HENRY INC COM 806407102 290 2,795 SH   DFND 3 2,795 0 0
SCHEIN HENRY INC COM 806407102 20,750 200,100 SH   DFND 8 0 0 200,100
SCHEIN HENRY INC COM 806407102 25,749 248,301 SH   DFND 9 248,301 0 0
SCHLUMBERGER LTD COM 806857108 1,334,740 15,105,703 SH   DFND 1,5 60,535 0 15,045,168
SCHLUMBERGER LTD COM 806857108 36,997 418,708 SH   DFND 2 418,708 0 0
SCHLUMBERGER LTD COM 806857108 9,326 105,544 SH   DFND 3 105,544 0 0
SCHLUMBERGER LTD COM 806857108 53,665 607,350 SH   DFND 6 326,950 0 280,400
SCHLUMBERGER LTD COM 806857108 106,564 1,206,023 SH   DFND 7 769,623 0 436,400
SCHLUMBERGER LTD COM 806857108 469,216 5,310,272 SH   DFND 8 0 0 5,310,272
SCHLUMBERGER LTD COM 806857108 23,723 268,479 SH   DFND 9 268,479 0 0
SCHNITZER STL INDS CL A 806882106 526 19,100 SH   DFND 8 0 0 19,100
SCHWAB CHARLES CORP NEW COM 808513105 763,068 36,095,954 SH   DFND 1,5 323,797 0 35,772,157
SCHWAB CHARLES CORP NEW COM 808513105 7,736 365,937 SH   DFND 2 365,937 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,085 51,306 SH   DFND 3 51,306 0 0
SCHWAB CHARLES CORP NEW COM 808513105 37,396 1,768,970 SH   DFND 6 1,026,940 0 742,030
SCHWAB CHARLES CORP NEW COM 808513105 67,612 3,198,310 SH   DFND 7 2,850,700 0 347,610
SCHWAB CHARLES CORP NEW COM 808513105 19,026 900,000 SH   DFND 8 0 0 900,000
SCHWAB CHARLES CORP NEW COM 808513105 3,382 159,990 SH   DFND   159,990 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 25,161 415,686 SH   DFND 1,5 0 0 415,686
SCIQUEST INC NEW COM 80908T101 29,597 1,317,746 SH   DFND 1,5 0 0 1,317,746
SCIQUEST INC NEW COM 80908T101 33,485 1,490,861 SH   DFND 8 0 0 1,490,861
SCORPIO TANKERS INC SHS Y7542C106 36,026 3,691,200 SH   DFND 1,5 39,921 0 3,651,279
SCORPIO TANKERS INC SHS Y7542C106 468 47,900 SH   DFND 7 47,900 0 0
SCORPIO TANKERS INC SHS Y7542C106 6,148 629,933 SH   DFND 8 0 0 629,933
SCRIPPS E W CO OHIO CL A NEW 811054402 3,797 206,900 SH   DFND 8 0 0 206,900
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 52,359 670,330 SH   DFND 1,5 0 0 670,330
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,704 34,621 SH   DFND 2 34,621 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 475 6,083 SH   DFND 3 6,083 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,343 30,000 SH   DFND 8 0 0 30,000
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 21,252 272,080 SH   DFND   272,080 0 0
SEABOARD CORP COM 811543107 167,078 60,800 SH   DFND 1,5 13,200 0 47,600
SEABRIDGE GOLD INC COM 811916105 6,296 601,905 SH   DFND 8 0 0 601,905
SEADRILL LIMITED SHS G7945E105 55,393 1,228,760 SH   DFND 1,5 0 0 1,228,760
SEADRILL LIMITED SHS G7945E105 485 10,800 SH   DFND 6 0 0 10,800
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,330,790 30,425,000 SH   DFND 1,5 0 0 30,425,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,297 98,232 SH   DFND 2 98,232 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 365 8,347 SH   DFND 3 8,347 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,430 32,700 SH   DFND 6 21,600 0 11,100
SEAGATE TECHNOLOGY PLC SHS G7945M107 302 6,900 SH   DFND 7 0 0 6,900
SEAGATE TECHNOLOGY PLC SHS G7945M107 24,556 561,400 SH   DFND 8 0 0 561,400
SEAGATE TECHNOLOGY PLC SHS G7945M107 13,774 314,917 SH   DFND   314,917 0 0
SEALED AIR CORP NEW COM 81211K100 76,414 2,810,365 SH   DFND 1,5 0 0 2,810,365
SEALED AIR CORP NEW COM 81211K100 1,685 61,988 SH   DFND 2 61,988 0 0
SEALED AIR CORP NEW COM 81211K100 203 7,456 SH   DFND 3 7,456 0 0
SEATTLE GENETICS INC COM 812578102 702,531 16,028,531 SH   DFND 1,5 0 0 16,028,531
SEATTLE GENETICS INC COM 812578102 202 4,600 SH   DFND 6 4,600 0 0
SEATTLE GENETICS INC COM 812578102 95,545 2,179,910 SH   DFND 8 0 0 2,179,910
SEI INVESTMENTS CO COM 784117103 65,683 2,124,990 SH   DFND 1,5 0 0 2,124,990
SEI INVESTMENTS CO COM 784117103 425 13,742 SH   DFND 3 13,742 0 0
SEI INVESTMENTS CO COM 784117103 11,591 375,000 SH   DFND 8 0 0 375,000
SEI INVESTMENTS CO COM 784117103 272 8,790 SH   DFND 9 8,790 0 0
SELECT COMFORT CORP COM 81616X103 24,350 1,000,000 SH   DFND 1,5 0 0 1,000,000
SELECT COMFORT CORP COM 81616X103 20,054 823,560 SH   DFND 6 823,560 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 12,283 476,066 SH   DFND 1,5 0 0 476,066
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 5,741 123,800 SH   DFND 1,5 11,300 0 112,500
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12,607 632,900 SH   DFND 1,5 53,400 0 579,500
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,467 108,100 SH   DFND 1,5 6,700 0 101,400
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,376 52,800 SH   DFND 1,5 4,800 0 48,000
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,576 174,100 SH   DFND 1,5 15,900 0 158,200
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 5,129 84,600 SH   DFND 1,5 10,400 0 74,200
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 81,363 1,937,213 SH   DFND 3 1,937,213 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 86,850 1,717,429 SH   DFND 3 1,717,429 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 332 8,333 SH   DFND 3 8,333 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 101,063 1,219,390 SH   DFND 3 1,219,390 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 79,607 1,716,781 SH   DFND 3 1,716,781 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 2,169 58,076 SH   DFND 3 58,076 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 401 12,523 SH   DFND 3 12,523 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 187,489 3,092,349 SH   DFND 3 3,092,349 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 351,807 17,660,995 SH   DFND 3 17,660,995 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,670 39,765 SH   DFND   39,765 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 754 217,300 SH   DFND 8 0 0 217,300
SEMPRA ENERGY COM 816851109 994,299 11,615,648 SH   DFND 1,5 71,693 0 11,543,955
SEMPRA ENERGY COM 816851109 6,153 71,880 SH   DFND 2 71,880 0 0
SEMPRA ENERGY COM 816851109 2,903 33,915 SH   DFND 3 33,915 0 0
SEMPRA ENERGY COM 816851109 26,940 314,714 SH   DFND 6 80,314 0 234,400
SEMPRA ENERGY COM 816851109 23,639 276,158 SH   DFND 7 224,258 0 51,900
SEMPRA ENERGY COM 816851109 124,024 1,448,879 SH   DFND 8 0 0 1,448,879
SEMPRA ENERGY COM 816851109 11,901 139,026 SH   DFND   139,026 0 0
SEMTECH CORP COM 816850101 1,453 48,466 SH   DFND 1,5 0 0 48,466
SEMTECH CORP COM 816850101 277 9,234 SH   DFND 8 0 0 9,234
SENIOR HSG PPTYS TR SH BEN INT 81721M109 33,705 1,444,100 SH   DFND 1,5 3,600 0 1,440,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,076 46,100 SH   DFND 6 46,100 0 0
SERVICE CORP INTL COM 817565104 497,187 26,701,764 SH   DFND 1,5 0 0 26,701,764
SERVICE CORP INTL COM 817565104 18,646 1,001,408 SH   DFND 6 1,001,408 0 0
SERVICE CORP INTL COM 817565104 4,785 256,984 SH   DFND 9 256,984 0 0
SERVICENOW INC COM 81762P102 1,024,484 19,720,572 SH   DFND 1,5 21,936 0 19,698,636
SERVICENOW INC COM 81762P102 837 16,110 SH   DFND 6 16,110 0 0
SERVICENOW INC COM 81762P102 6,461 124,370 SH   DFND 7 101,040 0 23,330
SERVICENOW INC COM 81762P102 19,583 376,957 SH   DFND 8 0 0 376,957
SERVICESOURCE INTL LLC COM 81763U100 73,894 6,117,016 SH   DFND 1,5 0 0 6,117,016
SERVICESOURCE INTL LLC COM 81763U100 5,582 462,100 SH   DFND 6 462,100 0 0
SERVICESOURCE INTL LLC COM 81763U100 13,487 1,116,450 SH   DFND 8 0 0 1,116,450
SERVOTRONICS INC COM 817732100 887 100,000 SH   DFND 1,5 0 0 100,000
SESA GOA LTD SPONSORED ADR 78413F103 116 10,260 SH   DFND 7 10,260 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 237 10,200 SH   DFND 7 9,800 0 400
SHAW COMMUNICATIONS INC CL B CONV 82028K200 33,853 1,457,800 SH   DFND   1,457,800 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 725 30,074 SH   DFND 1,5 0 0 30,074
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,083 44,926 SH   DFND 8 0 0 44,926
SHERWIN WILLIAMS CO COM 824348106 349,882 1,920,529 SH   DFND 1,5 0 0 1,920,529
SHERWIN WILLIAMS CO COM 824348106 5,032 27,619 SH   DFND 2 27,619 0 0
SHERWIN WILLIAMS CO COM 824348106 1,254 6,881 SH   DFND 3 6,881 0 0
SHERWIN WILLIAMS CO COM 824348106 858 4,707 SH   DFND 7 4,707 0 0
SHERWIN WILLIAMS CO COM 824348106 50,625 277,885 SH   DFND 8 0 0 277,885
SHERWIN WILLIAMS CO COM 824348106 29,911 164,186 SH   DFND 9 164,186 0 0
SHERWIN WILLIAMS CO COM 824348106 18,674 102,503 SH   DFND   102,503 0 0
SHFL ENTMT INC COM 78423R105 5,843 254,061 SH   DFND 8 0 0 254,061
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,581 300,000 SH   DFND 1,5 0 0 300,000
SHIRE PLC SPONSORED ADR 82481R106 38,294 319,413 SH   DFND 1,5 0 0 319,413
SHIRE PLC SPONSORED ADR 82481R106 135,882 1,133,387 SH   DFND 8 0 0 1,133,387
SHOE CARNIVAL INC COM 824889109 303 11,200 SH   DFND 1,5 0 0 11,200
SHUTTERFLY INC COM 82568P304 5,163 92,400 SH   DFND 1,5 0 0 92,400
SHUTTERSTOCK INC COM 825690100 195,614 2,689,964 SH   DFND 1,5 10,035 0 2,679,929
SHUTTERSTOCK INC COM 825690100 3,154 43,365 SH   DFND 8 0 0 43,365
SIBANYE GOLD LTD SPONSORED ADR 825724206 6,226 1,195,006 SH   DFND 8 0 0 1,195,006
SIEMENS A G SPONSORED ADR 826197501 88,908 737,763 SH   DFND 1,5 0 0 737,763
SIEMENS A G SPONSORED ADR 826197501 558 4,631 SH   DFND 6 4,631 0 0
SIERRA WIRELESS INC COM 826516106 709 43,200 SH   DFND 1,5 0 0 43,200
SIFCO INDS INC COM 826546103 1,523 82,763 SH   DFND 8 0 0 82,763
SIGMA ALDRICH CORP COM 826552101 131,476 1,541,341 SH   DFND 1,5 150 0 1,541,191
SIGMA ALDRICH CORP COM 826552101 3,245 38,048 SH   DFND 2 38,048 0 0
SIGMA ALDRICH CORP COM 826552101 719 8,428 SH   DFND 3 8,428 0 0
SIGMA ALDRICH CORP COM 826552101 102,458 1,201,146 SH   DFND 8 0 0 1,201,146
SIGMATRON INTL INC COM 82661L101 2,066 381,880 SH   DFND 1,5 0 0 381,880
SIGNATURE BK NEW YORK N Y COM 82669G104 78,550 858,285 SH   DFND 1,5 0 0 858,285
SIGNET JEWELERS LIMITED SHS G81276100 74,986 1,046,566 SH   DFND 1,5 0 0 1,046,566
SIGNET JEWELERS LIMITED SHS G81276100 14,394 200,900 SH   DFND 6 200,900 0 0
SIGNET JEWELERS LIMITED SHS G81276100 301 4,200 SH   DFND 7 4,200 0 0
SILGAN HOLDINGS INC COM 827048109 117,605 2,502,234 SH   DFND 1,5 0 0 2,502,234
SILGAN HOLDINGS INC COM 827048109 12,665 269,470 SH   DFND 6 269,470 0 0
SILGAN HOLDINGS INC COM 827048109 49,358 1,050,180 SH   DFND 7 1,050,180 0 0
SILGAN HOLDINGS INC COM 827048109 14,103 300,066 SH   DFND 8 0 0 300,066
SILGAN HOLDINGS INC COM 827048109 38,764 824,762 SH   DFND   824,762 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 33,583 2,066,628 SH   DFND 1,5 0 0 2,066,628
SILICON GRAPHICS INTL CORP COM 82706L108 5,912 363,800 SH   DFND 8 0 0 363,800
SILICON LABORATORIES INC COM 826919102 231,435 5,418,745 SH   DFND 1,5 0 0 5,418,745
SILICON LABORATORIES INC COM 826919102 5,646 132,200 SH   DFND 8 0 0 132,200
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 65,349 11,306,100 SH   DFND 1,5 0 0 11,306,100
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 310 53,700 SH   DFND 8 0 0 53,700
SILVER WHEATON CORP COM 828336107 13,024 525,700 SH   DFND 1,5 0 0 525,700
SILVER WHEATON CORP COM 828336107 10,006 403,880 SH   DFND 7 403,880 0 0
SILVER WHEATON CORP COM 828336107 6,667 269,100 SH   DFND 8 0 0 269,100
SILVER WHEATON CORP COM 828336107 21,967 886,662 SH   DFND 9 886,662 0 0
SILVER WHEATON CORP COM 828336107 3,761 151,809 SH   DFND   151,809 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,307,660 8,821,834 SH   DFND 1,5 192,329 0 8,629,505
SIMON PPTY GROUP INC NEW COM 828806109 14,557 98,203 SH   DFND 2 98,203 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,964 19,994 SH   DFND 3 19,994 0 0
SIMON PPTY GROUP INC NEW COM 828806109 120,079 810,089 SH   DFND 6 810,089 0 0
SIMON PPTY GROUP INC NEW COM 828806109 433 2,918 SH   DFND 7 2,918 0 0
SIMON PPTY GROUP INC NEW COM 828806109 615,642 4,153,291 SH   DFND 8 0 0 4,153,291
SIMON PPTY GROUP INC NEW COM 828806109 57,546 388,221 SH   DFND   388,221 0 0
SINA CORP ORD G81477104 81,159 999,860 SH   DFND 1,5 0 0 999,860
SINA CORP ORD G81477104 336 4,140 SH   DFND 8 0 0 4,140
SINCLAIR BROADCAST GROUP INC CL A 829226109 221,783 6,616,424 SH   DFND 1,5 36,200 0 6,580,224
SINCLAIR BROADCAST GROUP INC CL A 829226109 38,791 1,157,261 SH   DFND 6 1,078,141 0 79,120
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,486 44,340 SH   DFND 7 18,370 0 25,970
SINCLAIR BROADCAST GROUP INC CL A 829226109 39,468 1,177,435 SH   DFND 8 0 0 1,177,435
SIRIUS XM RADIO INC COM 82967N108 41,019 10,599,200 SH   DFND 1,5 0 0 10,599,200
SIRIUS XM RADIO INC COM 82967N108 48 12,383 SH   DFND 3 12,383 0 0
SIRIUS XM RADIO INC COM 82967N108 167 43,200 SH   DFND 6 43,200 0 0
SIRIUS XM RADIO INC COM 82967N108 21,976 5,678,560 SH   DFND 8 0 0 5,678,560
SIRONA DENTAL SYSTEMS INC COM 82966C103 19,479 291,042 SH   DFND 1,5 0 0 291,042
SKECHERS U S A INC CL A 830566105 143,237 4,604,200 SH   DFND 1,5 0 0 4,604,200
SKECHERS U S A INC CL A 830566105 5,756 185,020 SH   DFND 6 185,020 0 0
SKYWEST INC COM 830879102 23,322 1,606,229 SH   DFND 1,5 0 0 1,606,229
SKYWEST INC COM 830879102 6,562 451,900 SH   DFND 8 0 0 451,900
SKYWORKS SOLUTIONS INC COM 83088M102 351,964 14,169,232 SH   DFND 1,5 0 0 14,169,232
SKYWORKS SOLUTIONS INC COM 83088M102 2,004 80,657 SH   DFND 7 80,657 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 631 25,397 SH   DFND 8 0 0 25,397
SL GREEN RLTY CORP COM 78440X101 478,242 5,383,186 SH   DFND 1,5 119,766 0 5,263,420
SL GREEN RLTY CORP COM 78440X101 46,224 520,307 SH   DFND 6 520,307 0 0
SL GREEN RLTY CORP COM 78440X101 171,272 1,927,870 SH   DFND 8 0 0 1,927,870
SLM CORP COM 78442P106 618,574 24,842,315 SH   DFND 1,5 800 0 24,841,515
SLM CORP COM 78442P106 3,437 138,027 SH   DFND 2 138,027 0 0
SLM CORP COM 78442P106 226 9,060 SH   DFND 6 9,060 0 0
SLM CORP COM 78442P106 1,956 78,548 SH   DFND 7 78,548 0 0
SLM CORP COM 78442P106 40,119 1,611,204 SH   DFND 8 0 0 1,611,204
SM ENERGY CO COM 78454L100 74,909 970,446 SH   DFND 1,5 0 0 970,446
SM ENERGY CO COM 78454L100 22,231 288,000 SH   DFND 8 0 0 288,000
SM ENERGY CO COM 78454L100 423 5,484 SH   DFND 9 5,484 0 0
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 31 11,200 SH   DFND 8 0 0 11,200
SMARTPROS LTD COM 83171G103 263 125,000 SH   DFND 1,5 0 0 125,000
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 3,883 62,200 SH   DFND 1,5 0 0 62,200
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 42,212 676,263 SH   DFND 8 0 0 676,263
SMITH A O COM 831865209 152,752 3,379,474 SH   DFND 1,5 0 0 3,379,474
SMITH A O COM 831865209 10,028 221,860 SH   DFND 6 62,860 0 159,000
SMITH A O COM 831865209 8,749 193,560 SH   DFND 7 154,860 0 38,700
SMITH A O COM 831865209 27,477 607,897 SH   DFND 8 0 0 607,897
SMUCKER J M CO COM NEW 832696405 66,486 632,963 SH   DFND 1,5 0 0 632,963
SMUCKER J M CO COM NEW 832696405 3,494 33,266 SH   DFND 2 33,266 0 0
SMUCKER J M CO COM NEW 832696405 892 8,494 SH   DFND 3 8,494 0 0
SMUCKER J M CO COM NEW 832696405 1,357 12,919 SH   DFND 7 12,919 0 0
SNAP ON INC COM 833034101 166,033 1,668,676 SH   DFND 1,5 0 0 1,668,676
SNAP ON INC COM 833034101 1,831 18,407 SH   DFND 2 18,407 0 0
SNAP ON INC COM 833034101 369 3,705 SH   DFND 3 3,705 0 0
SNAP ON INC COM 833034101 6,990 70,250 SH   DFND 6 51,820 0 18,430
SNAP ON INC COM 833034101 35,309 354,860 SH   DFND 7 348,400 0 6,460
SNAP ON INC COM 833034101 49,750 500,000 SH   DFND   500,000 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 53,605 1,754,677 SH   DFND 1,5 0 0 1,754,677
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 571 18,700 SH   DFND 7 18,700 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 147,724 2,367,755 SH   DFND 1,5 0 0 2,367,755
SOHU COM INC COM 83408W103 109,503 1,389,100 SH   DFND 1,5 0 0 1,389,100
SOHU COM INC COM 83408W103 1,214 15,400 SH   DFND 7 15,400 0 0
SOHU COM INC COM 83408W103 15,734 199,600 SH   DFND 8 0 0 199,600
SOLAR CAP LTD COM 83413U100 3,326 150,000 SH   DFND 8 0 0 150,000
SOLARCITY CORP COM 83416T100 55,817 1,613,194 SH   DFND 1,5 0 0 1,613,194
SOLARWINDS INC COM 83416B109 215,160 6,136,914 SH   DFND 1,5 0 0 6,136,914
SOLARWINDS INC COM 83416B109 27,312 779,010 SH   DFND 6 461,680 0 317,330
SOLARWINDS INC COM 83416B109 46,643 1,330,365 SH   DFND 7 1,182,995 0 147,370
SOLARWINDS INC COM 83416B109 13,956 398,069 SH   DFND 8 0 0 398,069
SOLARWINDS INC COM 83416B109 2,836 80,890 SH   DFND   80,890 0 0
SOLAZYME INC COM 83415T101 14,646 1,359,859 SH   DFND 6 1,359,859 0 0
SOLERA HOLDINGS INC COM 83421A104 100,510 1,901,073 SH   DFND 1,5 0 0 1,901,073
SOLERA HOLDINGS INC COM 83421A104 4,568 86,400 SH   DFND 8 0 0 86,400
SOLERA HOLDINGS INC COM 83421A104 283 5,360 SH   DFND 9 5,360 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 22,610 950,000 SH   DFND 1,5 0 0 950,000
SONIC CORP COM 835451105 127,353 7,174,810 SH   DFND 1,5 0 0 7,174,810
SONOCO PRODS CO COM 835495102 38,403 986,222 SH   DFND 1,5 0 0 986,222
SONOCO PRODS CO COM 835495102 320 8,221 SH   DFND 3 8,221 0 0
SONUS NETWORKS INC COM 835916107 11,106 3,285,668 SH   DFND 1,5 0 0 3,285,668
SONUS NETWORKS INC COM 835916107 19,606 5,800,499 SH   DFND 8 0 0 5,800,499
SONY CORP ADR NEW 835699307 63,557 2,953,400 SH   DFND 1,5 0 0 2,953,400
SONY CORP ADR NEW 835699307 308 14,300 SH   DFND 6 14,300 0 0
SONY CORP ADR NEW 835699307 21,983 1,021,500 SH   DFND 8 0 0 1,021,500
SOPHIRIS BIO INC COM NEW 83578Q209 6,531 1,431,268 SH   DFND 8 0 0 1,431,268
SOUFUN HLDGS LTD ADR 836034108 50,778 983,306 SH   DFND 1,5 88,100 0 895,206
SOURCEFIRE INC COM 83616T108 7,441 98,010 SH   DFND 7 98,010 0 0
SOURCEFIRE INC COM 83616T108 433 5,700 SH   DFND 8 0 0 5,700
SOURCEFIRE INC COM 83616T108 165,899 2,185,180 SH   DFND   2,185,180 0 0
SOUTH JERSEY INDS INC COM 838518108 8,453 144,290 SH   DFND 6 90,490 0 53,800
SOUTH JERSEY INDS INC COM 838518108 855 14,600 SH   DFND 7 14,300 0 300
SOUTH JERSEY INDS INC COM 838518108 2,777 47,400 SH   DFND   47,400 0 0
SOUTHCROSS ENERGY PARTNERS L COM UNIT LTDPT 84130C100 15,262 908,450 SH   DFND 1,5 0 0 908,450
SOUTHCROSS ENERGY PARTNERS L COM UNIT LTDPT 84130C100 837 49,800 SH   DFND 7 49,800 0 0
SOUTHERN CO COM 842587107 170,271 4,134,799 SH   DFND 1,5 203,133 0 3,931,666
SOUTHERN CO COM 842587107 11,388 276,537 SH   DFND 2 276,537 0 0
SOUTHERN CO COM 842587107 2,466 59,884 SH   DFND 3 59,884 0 0
SOUTHERN CO COM 842587107 1,482 35,997 SH   DFND 6 35,997 0 0
SOUTHERN COPPER CORP COM 84265V105 64,142 2,354,700 SH   DFND 1,5 0 0 2,354,700
SOUTHERN COPPER CORP COM 84265V105 594 21,800 SH   DFND 6 21,800 0 0
SOUTHWEST AIRLS CO COM 844741108 203,538 13,979,231 SH   DFND 1,5 0 0 13,979,231
SOUTHWEST AIRLS CO COM 844741108 3,254 223,475 SH   DFND 2 223,475 0 0
SOUTHWEST AIRLS CO COM 844741108 188 12,882 SH   DFND 3 12,882 0 0
SOUTHWEST AIRLS CO COM 844741108 6,022 413,600 SH   DFND 8 0 0 413,600
SOUTHWEST GAS CORP COM 844895102 41,838 836,756 SH   DFND 1,5 0 0 836,756
SOUTHWESTERN ENERGY CO COM 845467109 27,299 750,376 SH   DFND 1,5 14,776 0 735,600
SOUTHWESTERN ENERGY CO COM 845467109 4,047 111,233 SH   DFND 2 111,233 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,163 31,973 SH   DFND 3 31,973 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,070 111,870 SH   DFND 7 111,870 0 0
SOVRAN SELF STORAGE INC COM 84610H108 31,789 420,039 SH   DFND 1,5 0 0 420,039
SOVRAN SELF STORAGE INC COM 84610H108 7,501 99,120 SH   DFND 6 99,120 0 0
SPAN AMER MED SYS INC COM 846396109 6,195 288,000 SH   DFND 1,5 0 0 288,000
SPANSION INC COM CL A NEW 84649R200 13,007 1,289,079 SH   DFND 1,5 7,183 0 1,281,896
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,561 10,336 SH   DFND 3 10,336 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 351 2,739 SH   DFND 3 2,739 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 60,612 472,900 SH   DFND 7 472,900 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 16,162 126,100 SH   DFND   126,100 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 8,676 117,200 SH   DFND 1,5 10,800 0 106,400
SPDR INDEX SHS FDS RUSS NOM SC JP 78463X822 8,248 161,280 SH   DFND 3 161,280 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 64,443 1,529,625 SH   DFND 3 1,529,625 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 36,478 217,000 SH   DFND 1,5 10,400 0 206,600
SPDR S&P 500 ETF TR TR UNIT 78462F103 775,340 4,612,374 SH   DFND 3 4,612,374 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 28,645 170,404 SH   DFND 6 170,404 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 325,297 1,935,141 SH   DFND 7 1,935,141 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,986 47,505 SH   DFND   47,505 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 2,038 9,005 SH   DFND 3 9,005 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 3,074 23,800 SH   DFND 1,5 1,600 0 22,200
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 20,832 356,900 SH   DFND 1,5 7,100 0 349,800
SPDR SERIES TRUST S&P REGL BKG 78464A698 21,148 593,217 SH   DFND 3 593,217 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 9,910 150,400 SH   DFND 3 150,400 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 2,370 35,986 SH   DFND   35,986 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 263 8,614 SH   DFND 3 8,614 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 914 13,226 SH   DFND 3 13,226 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 9,129 70,676 SH   DFND 3 70,676 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 263 3,609 SH   DFND 3 3,609 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 20,186 245,958 SH   DFND 3 245,958 0 0
SPECTRA ENERGY CORP COM 847560109 121,559 3,551,235 SH   DFND 1,5 0 0 3,551,235
SPECTRA ENERGY CORP COM 847560109 7,250 211,806 SH   DFND 2 211,806 0 0
SPECTRA ENERGY CORP COM 847560109 1,995 58,280 SH   DFND 3 58,280 0 0
SPECTRA ENERGY CORP COM 847560109 23,502 686,600 SH   DFND 8 0 0 686,600
SPECTRANETICS CORP COM 84760C107 10,907 650,000 SH   DFND 1,5 0 0 650,000
SPECTRANETICS CORP COM 84760C107 13,424 800,000 SH   DFND 8 0 0 800,000
SPECTRUM PHARMACEUTICALS INC COM 84763A108 3,418 407,445 SH   DFND 1,5 0 0 407,445
SPECTRUM PHARMACEUTICALS INC COM 84763A108 48,321 5,759,347 SH   DFND 8 0 0 5,759,347
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4,298 177,300 SH   DFND 8 0 0 177,300
SPIRIT AIRLS INC COM 848577102 262,778 7,667,868 SH   DFND 1,5 0 0 7,667,868
SPIRIT AIRLS INC COM 848577102 809 23,600 SH   DFND 6 23,600 0 0
SPIRIT AIRLS INC COM 848577102 3,576 104,350 SH   DFND 7 104,350 0 0
SPIRIT AIRLS INC COM 848577102 12,885 375,994 SH   DFND 8 0 0 375,994
SPIRIT AIRLS INC COM 848577102 93,258 2,721,269 SH   DFND   2,721,269 0 0
SPLUNK INC COM 848637104 617,133 10,278,696 SH   DFND 1,5 0 0 10,278,696
SPLUNK INC COM 848637104 222 3,700 SH   DFND 6 3,700 0 0
SPLUNK INC COM 848637104 6,052 100,797 SH   DFND 8 0 0 100,797
SPLUNK INC COM 848637104 27,963 465,740 SH   DFND   465,740 0 0
SPRINT CORP COM SER 1 85207U105 25,614 4,124,666 SH   DFND 1,5 0 0 4,124,666
SPRINT CORP COM SER 1 85207U105 2,147 345,673 SH   DFND 8 0 0 345,673
SPROUTS FMRS MKT INC COM 85208M102 115,603 2,604,266 SH   DFND 1,5 0 0 2,604,266
SPROUTS FMRS MKT INC COM 85208M102 17,722 399,230 SH   DFND   399,230 0 0
SPS COMM INC COM 78463M107 95,093 1,421,000 SH   DFND 1,5 0 0 1,421,000
SPX CORP COM 784635104 36,141 427,000 SH   DFND 1,5 0 0 427,000
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 450,829 11,832,786 SH   DFND 1,5 0 0 11,832,786
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,132 239,686 SH   DFND 6 239,686 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 5,625 147,650 SH   DFND 7 147,650 0 0
ST JOE CO COM 790148100 61,788 3,149,235 SH   DFND 1,5 0 0 3,149,235
ST JOE CO COM 790148100 6,795 346,326 SH   DFND 8 0 0 346,326
ST JUDE MED INC COM 790849103 403,886 7,529,571 SH   DFND 1,5 11,164 0 7,518,407
ST JUDE MED INC COM 790849103 4,875 90,880 SH   DFND 2 90,880 0 0
ST JUDE MED INC COM 790849103 388 7,239 SH   DFND 3 7,239 0 0
ST JUDE MED INC COM 790849103 1,396 26,030 SH   DFND 6 26,030 0 0
ST JUDE MED INC COM 790849103 17,165 320,000 SH   DFND 8 0 0 320,000
STAG INDL INC COM 85254J102 20,419 1,014,869 SH   DFND 1,5 0 0 1,014,869
STAG INDL INC COM 85254J102 4,679 232,570 SH   DFND 6 232,570 0 0
STAMPS COM INC COM NEW 852857200 107,596 2,342,611 SH   DFND 1,5 0 0 2,342,611
STANCORP FINL GROUP INC COM 852891100 126,818 2,304,950 SH   DFND 1,5 0 0 2,304,950
STANCORP FINL GROUP INC COM 852891100 490 8,904 SH   DFND 3 8,904 0 0
STANCORP FINL GROUP INC COM 852891100 49,917 907,246 SH   DFND 6 815,956 0 91,290
STANCORP FINL GROUP INC COM 852891100 23,602 428,978 SH   DFND 7 425,498 0 3,480
STANCORP FINL GROUP INC COM 852891100 5,371 97,616 SH   DFND   97,616 0 0
STANDARD MTR PRODS INC COM 853666105 51,311 1,595,484 SH   DFND 1,5 0 0 1,595,484
STANDARD PAC CORP NEW COM 85375C101 19,639 2,482,800 SH   DFND 1,5 0 0 2,482,800
STANDARD PARKING CORP COM 853790103 9,256 344,218 SH   DFND 6 344,218 0 0
STANDEX INTL CORP COM 854231107 43,471 731,838 SH   DFND 1,5 0 0 731,838
STANDEX INTL CORP COM 854231107 2,222 37,400 SH   DFND 8 0 0 37,400
STANLEY BLACK & DECKER INC COM 854502101 434,029 4,792,197 SH   DFND 1,5 114,139 0 4,678,058
STANLEY BLACK & DECKER INC COM 854502101 4,588 50,656 SH   DFND 2 50,656 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,402 15,475 SH   DFND 3 15,475 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,820 20,100 SH   DFND 6 20,100 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,334 36,808 SH   DFND 7 36,808 0 0
STANLEY BLACK & DECKER INC COM 854502101 29,668 327,565 SH   DFND 8 0 0 327,565
STANLEY FURNITURE CO INC COM NEW 854305208 4,785 1,289,638 SH   DFND 1,5 0 0 1,289,638
STANTEC INC COM 85472N109 187,038 3,662,700 SH   DFND 1,5 0 0 3,662,700
STANTEC INC COM 85472N109 766 15,000 SH   DFND 6 15,000 0 0
STANTEC INC COM 85472N109 10,402 203,700 SH   DFND 7 198,700 0 5,000
STANTEC INC COM 85472N109 75,092 1,470,500 SH   DFND   1,368,600 0 101,900
STAPLES INC COM 855030102 699,597 47,754,085 SH   DFND 1,5 141,937 0 47,612,148
STAPLES INC COM 855030102 3,062 209,006 SH   DFND 2 209,006 0 0
STAPLES INC COM 855030102 937 63,929 SH   DFND 3 63,929 0 0
STAPLES INC COM 855030102 1,004 68,530 SH   DFND 6 68,530 0 0
STAPLES INC COM 855030102 3,289 224,534 SH   DFND 7 224,534 0 0
STAPLES INC COM 855030102 7,325 500,002 SH   DFND   500,002 0 0
STARBUCKS CORP COM 855244109 3,430,018 44,563,057 SH   DFND 1,5 19,850 0 44,543,207
STARBUCKS CORP COM 855244109 18,301 237,772 SH   DFND 2 237,772 0 0
STARBUCKS CORP COM 855244109 7,797 101,299 SH   DFND 3 101,299 0 0
STARBUCKS CORP COM 855244109 33,347 433,250 SH   DFND 6 214,750 0 218,500
STARBUCKS CORP COM 855244109 16,228 210,829 SH   DFND 7 161,079 0 49,750
STARBUCKS CORP COM 855244109 77,773 1,010,428 SH   DFND 8 0 0 1,010,428
STARBUCKS CORP COM 855244109 72,736 944,988 SH   DFND 9 944,988 0 0
STARBUCKS CORP COM 855244109 66,888 869,008 SH   DFND   869,008 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 174,577 2,627,200 SH   DFND 1,5 0 0 2,627,200
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,099 61,688 SH   DFND 2 61,688 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,097 16,515 SH   DFND 3 16,515 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,155 32,430 SH   DFND 6 29,590 0 2,840
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 13,562 204,100 SH   DFND 8 0 0 204,100
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 426 6,418 SH   DFND 9 6,418 0 0
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 9,351 9,000,000 PRN   DFND 1,5 0 0 0
STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 5,710 5,500,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 21,098 750,000 SH   DFND 1,5 0 0 750,000
STARZ COM SER A 85571Q102 4,965 176,500 SH   DFND 8 0 0 176,500
STATE STR CORP COM 857477103 397,170 6,040,612 SH   DFND 1,5 0 0 6,040,612
STATE STR CORP COM 857477103 9,279 141,124 SH   DFND 2 141,124 0 0
STATE STR CORP COM 857477103 3,444 52,377 SH   DFND 3 52,377 0 0
STATE STR CORP COM 857477103 1,556 23,660 SH   DFND 6 23,660 0 0
STATE STR CORP COM 857477103 22,758 346,130 SH   DFND 7 346,130 0 0
STATE STR CORP COM 857477103 35,505 540,000 SH   DFND 8 0 0 540,000
STATE STR CORP COM 857477103 77,259 1,175,035 SH   DFND 9 1,175,035 0 0
STATE STR CORP COM 857477103 11,250 171,100 SH   DFND   171,100 0 0
STATOIL ASA SPONSORED ADR 85771P102 1,225 54,000 SH   DFND 1,5 0 0 54,000
STEALTHGAS INC SHS Y81669106 2,134 233,500 SH   DFND 8 0 0 233,500
STEEL DYNAMICS INC COM 858119100 6,166 369,000 SH   DFND 1,5 0 0 369,000
STEELCASE INC CL A 858155203 16,158 972,200 SH   DFND 1,5 0 0 972,200
STEINER LEISURE LTD ORD P8744Y102 99,932 1,710,279 SH   DFND 1,5 0 0 1,710,279
STEINER LEISURE LTD ORD P8744Y102 10,821 185,200 SH   DFND 7 185,200 0 0
STEINER LEISURE LTD ORD P8744Y102 11,805 202,033 SH   DFND 8 0 0 202,033
STEMLINE THERAPEUTICS INC COM 85858C107 6,975 154,000 SH   DFND 1,5 0 0 154,000
STEMLINE THERAPEUTICS INC COM 85858C107 62,115 1,371,492 SH   DFND 8 0 0 1,371,492
STERICYCLE INC COM 858912108 464,506 4,025,181 SH   DFND 1,5 0 0 4,025,181
STERICYCLE INC COM 858912108 3,137 27,180 SH   DFND 2 27,180 0 0
STERICYCLE INC COM 858912108 1,248 10,816 SH   DFND 3 10,816 0 0
STERICYCLE INC COM 858912108 17,915 155,242 SH   DFND 8 0 0 155,242
STERICYCLE INC COM 858912108 386 3,342 SH   DFND 9 3,342 0 0
STERIS CORP COM 859152100 60,071 1,398,300 SH   DFND 1,5 0 0 1,398,300
STERLING CONSTRUCTION CO INC COM 859241101 15,078 1,630,000 SH   DFND 1,5 0 0 1,630,000
STERLING FINL CORP WASH COM NEW 859319303 51,570 1,800,000 SH   DFND 1,5 0 0 1,800,000
STIFEL FINL CORP COM 860630102 33,915 822,790 SH   DFND 7 822,790 0 0
STILLWATER MNG CO COM 86074Q102 1,914 173,880 SH   DFND 9 173,880 0 0
STONE ENERGY CORP COM 861642106 84,179 2,595,727 SH   DFND 1,5 0 0 2,595,727
STRATASYS LTD SHS M85548101 156,589 1,546,405 SH   DFND 1,5 4,273 0 1,542,132
STRATASYS LTD SHS M85548101 263 2,600 SH   DFND 6 2,600 0 0
STRATASYS LTD SHS M85548101 9,687 95,668 SH   DFND 8 0 0 95,668
STRATASYS LTD SHS M85548101 2,815 27,800 SH   DFND   27,800 0 0
STRATTEC SEC CORP COM 863111100 15,743 410,510 SH   DFND 1,5 80,510 0 330,000
STRAYER ED INC COM 863236105 20,205 486,632 SH   DFND 1,5 12,959 0 473,673
STRYKER CORP COM 863667101 607,155 8,982,913 SH   DFND 1,5 0 0 8,982,913
STRYKER CORP COM 863667101 6,308 93,332 SH   DFND 2 93,332 0 0
STRYKER CORP COM 863667101 2,391 35,375 SH   DFND 3 35,375 0 0
STRYKER CORP COM 863667101 202 2,990 SH   DFND 6 2,990 0 0
STRYKER CORP COM 863667101 2,488 36,812 SH   DFND 7 36,812 0 0
STRYKER CORP COM 863667101 195,740 2,895,995 SH   DFND 8 0 0 2,895,995
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 6,297 647,200 SH   DFND 1,5 0 0 647,200
SUMMIT HOTEL PPTYS COM 866082100 5,968 649,400 SH   DFND 1,5 0 0 649,400
SUN CMNTYS INC COM 866674104 180,895 4,244,378 SH   DFND 1,5 50,435 0 4,193,943
SUN CMNTYS INC COM 866674104 7,645 179,376 SH   DFND 6 179,376 0 0
SUN CMNTYS INC COM 866674104 38,227 896,921 SH   DFND 8 0 0 896,921
SUN HYDRAULICS CORP COM 866942105 1,454 40,100 SH   DFND 8 0 0 40,100
SUN LIFE FINL INC COM 866796105 149,920 4,693,773 SH   DFND 1,5 2,791,173 0 1,902,600
SUN LIFE FINL INC COM 866796105 30,972 969,700 SH   DFND 6 372,800 0 596,900
SUN LIFE FINL INC COM 866796105 122,436 3,833,300 SH   DFND 7 3,751,300 0 82,000
SUN LIFE FINL INC COM 866796105 188,123 5,889,836 SH   DFND   5,438,836 0 451,000
SUNCOKE ENERGY INC COM 86722A103 24,789 1,458,200 SH   DFND 1,5 0 0 1,458,200
SUNCOR ENERGY INC NEW COM 867224107 1,279,444 35,783,083 SH   DFND 1,5 2,856,849 0 32,926,234
SUNCOR ENERGY INC NEW COM 867224107 70,147 1,961,851 SH   DFND 6 796,677 0 1,165,174
SUNCOR ENERGY INC NEW COM 867224107 464,279 12,984,816 SH   DFND 7 12,762,140 0 222,676
SUNCOR ENERGY INC NEW COM 867224107 160,409 4,486,260 SH   DFND 8 0 0 4,486,260
SUNCOR ENERGY INC NEW COM 867224107 17,411 486,948 SH   DFND 9 486,948 0 0
SUNCOR ENERGY INC NEW COM 867224107 504,117 14,098,981 SH   DFND   11,838,949 0 2,260,032
SUNEDISON INC COM 86732Y109 32,444 4,070,800 SH   DFND 1,5 53,000 0 4,017,800
SUNEDISON INC COM 86732Y109 466 58,500 SH   DFND 8 0 0 58,500
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 5,443 1,097,300 SH   DFND 1,5 0 0 1,097,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 9,756 1,966,960 SH   DFND 6 1,966,960 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 498 100,410 SH   DFND 7 49,220 0 51,190
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 11,212 2,260,495 SH   DFND 8 0 0 2,260,495
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 2,816 567,700 SH   DFND   567,700 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 19,935 300,000 SH   DFND 1,5 0 0 300,000
SUNOPTA INC COM 8676EP108 29,228 3,007,000 SH   DFND 1,5 0 0 3,007,000
SUNOPTA INC COM 8676EP108 21,009 2,161,381 SH   DFND 6 2,161,381 0 0
SUNOPTA INC COM 8676EP108 16,623 1,710,229 SH   DFND   1,710,229 0 0
SUNPOWER CORP COM 867652406 5,223 199,650 SH   DFND   199,650 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 109,176 8,569,580 SH   DFND 1,5 217,834 0 8,351,746
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 7,700 306,780 SH   DFND 1,5 0 0 306,780
SUNSTONE HOTEL INVS INC NEW COM 867892101 14,266 1,119,745 SH   DFND 6 1,119,745 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 52,649 4,132,587 SH   DFND 8 0 0 4,132,587
SUNTRUST BKS INC COM 867914103 166,844 5,146,332 SH   DFND 1,5 0 0 5,146,332
SUNTRUST BKS INC COM 867914103 5,529 170,548 SH   DFND 2 170,548 0 0
SUNTRUST BKS INC COM 867914103 1,397 43,106 SH   DFND 3 43,106 0 0
SUNTRUST BKS INC COM 867914103 945 29,160 SH   DFND 6 29,160 0 0
SUNTRUST BKS INC COM 867914103 26,675 822,800 SH   DFND 8 0 0 822,800
SUPER MICRO COMPUTER INC COM 86800U104 73,042 5,394,527 SH   DFND 1,5 0 0 5,394,527
SUPER MICRO COMPUTER INC COM 86800U104 12,686 936,900 SH   DFND 8 0 0 936,900
SUPERIOR ENERGY SVCS INC COM 868157108 135,216 5,400,000 SH   DFND 1,5 0 0 5,400,000
SUPERIOR ENERGY SVCS INC COM 868157108 2,904 115,970 SH   DFND 6 115,970 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 7,233 576,300 SH   DFND 8 0 0 576,300
SUSSER HLDGS CORP COM 869233106 24,608 463,000 SH   DFND 1,5 0 0 463,000
SUSSER HLDGS CORP COM 869233106 6,836 128,620 SH   DFND 6 128,620 0 0
SVB FINL GROUP COM 78486Q101 30,230 350,000 SH   DFND 1,5 0 0 350,000
SWIFT ENERGY CO COM 870738101 48,535 4,250,000 SH   DFND 1,5 0 0 4,250,000
SWIFT TRANSN CO CL A 87074U101 1,395 69,100 SH   DFND 6 0 0 69,100
SWIFT TRANSN CO CL A 87074U101 4,462 221,000 SH   DFND 8 0 0 221,000
SWISHER HYGIENE INC COM 870808102 994 1,638,112 SH   DFND 1,5 0 0 1,638,112
SWISHER HYGIENE INC COM 870808102 546 901,040 SH   DFND 8 0 0 901,040
SWS GROUP INC COM 78503N107 1,122 201,000 SH   DFND 1,5 0 0 201,000
SYKES ENTERPRISES INC COM 871237103 12,992 725,421 SH   DFND 1,5 0 0 725,421
SYKES ENTERPRISES INC COM 871237103 973 54,300 SH   DFND 8 0 0 54,300
SYMANTEC CORP COM 871503108 300,343 12,135,073 SH   DFND 1,5 0 0 12,135,073
SYMANTEC CORP COM 871503108 5,472 221,072 SH   DFND 2 221,072 0 0
SYMANTEC CORP COM 871503108 588 23,756 SH   DFND 3 23,756 0 0
SYMANTEC CORP COM 871503108 19,487 787,340 SH   DFND 6 523,040 0 264,300
SYMANTEC CORP COM 871503108 32,883 1,328,624 SH   DFND 7 769,764 0 558,860
SYMANTEC CORP COM 871503108 14,919 602,784 SH   DFND 8 0 0 602,784
SYMETRA FINL CORP COM 87151Q106 10,388 582,915 SH   DFND 1,5 0 0 582,915
SYMETRA FINL CORP COM 87151Q106 3,532 198,200 SH   DFND 8 0 0 198,200
SYMMETRICOM INC COM 871543104 2,090 433,700 SH   DFND 8 0 0 433,700
SYNAGEVA BIOPHARMA CORP COM 87159A103 145,073 2,291,467 SH   DFND 1,5 9,754 0 2,281,713
SYNAGEVA BIOPHARMA CORP COM 87159A103 27,911 440,870 SH   DFND 6 440,870 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 3,880 61,290 SH   DFND 7 56,010 0 5,280
SYNAGEVA BIOPHARMA CORP COM 87159A103 24,541 387,632 SH   DFND 8 0 0 387,632
SYNAGEVA BIOPHARMA CORP COM 87159A103 213 3,369 SH   DFND   3,369 0 0
SYNAPTICS INC COM 87157D109 2,646 59,745 SH   DFND 8 0 0 59,745
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 201,030 5,281,922 SH   DFND 1,5 0 0 5,281,922
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 6,357 167,028 SH   DFND 8 0 0 167,028
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 3,656 800,000 SH   DFND 1,5 0 0 800,000
SYNERGY PHARMACEUTICALS DEL *W EXP 12/06/201 871639118 600 375,000 SH   DFND 8 0 0 375,000
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 12,127 2,653,656 SH   DFND 8 0 0 2,653,656
SYNERGY RES CORP COM 87164P103 4,371 448,300 SH   DFND 1,5 0 0 448,300
SYNERGY RES CORP COM 87164P103 252 25,841 SH   DFND 7 25,841 0 0
SYNERGY RES CORP COM 87164P103 4,103 420,859 SH   DFND 8 0 0 420,859
SYNNEX CORP COM 87162W100 308,510 5,020,511 SH   DFND 1,5 0 0 5,020,511
SYNOPSYS INC COM 871607107 66,645 1,767,777 SH   DFND 1,5 0 0 1,767,777
SYNOVUS FINL CORP COM 87161C105 80,406 24,365,360 SH   DFND 1,5 0 0 24,365,360
SYNOVUS FINL CORP COM 87161C105 13,750 4,166,650 SH   DFND 6 2,831,950 0 1,334,700
SYNOVUS FINL CORP COM 87161C105 955 289,300 SH   DFND 7 282,300 0 7,000
SYNOVUS FINL CORP COM 87161C105 3,746 1,135,301 SH   DFND   1,135,301 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 21,404 3,392,103 SH   DFND 8 0 0 3,392,103
SYNTEL INC COM 87162H103 15,882 198,277 SH   DFND 1,5 0 0 198,277
SYNTEL INC COM 87162H103 13,551 169,174 SH   DFND 7 169,174 0 0
SYNTEL INC COM 87162H103 23,967 299,213 SH   DFND 8 0 0 299,213
SYSCO CORP COM 871829107 53,355 1,676,258 SH   DFND 1,5 0 0 1,676,258
SYSCO CORP COM 871829107 5,926 186,176 SH   DFND 2 186,176 0 0
SYSCO CORP COM 871829107 2,220 69,731 SH   DFND 3 69,731 0 0
SYSCO CORP COM 871829107 297 9,342 SH   DFND 6 9,342 0 0
T-MOBILE US INC COM 872590104 262,101 10,092,434 SH   DFND 1,5 0 0 10,092,434
T-MOBILE US INC COM 872590104 22,553 868,425 SH   DFND 6 586,285 0 282,140
T-MOBILE US INC COM 872590104 38,806 1,494,260 SH   DFND 7 837,790 0 656,470
T-MOBILE US INC COM 872590104 32,236 1,241,273 SH   DFND 8 0 0 1,241,273
TABLEAU SOFTWARE INC CL A 87336U105 26,017 365,200 SH   DFND 1,5 0 0 365,200
TABLEAU SOFTWARE INC CL A 87336U105 385 5,400 SH   DFND 8 0 0 5,400
TABLEAU SOFTWARE INC CL A 87336U105 30,150 423,218 SH   DFND   423,218 0 0
TAHOE RES INC COM 873868103 154,474 8,582,303 SH   DFND 1,5 0 0 8,582,303
TAHOE RES INC COM 873868103 13,108 728,270 SH   DFND 6 253,670 0 474,600
TAHOE RES INC COM 873868103 61,809 3,434,000 SH   DFND 7 3,413,000 0 21,000
TAHOE RES INC COM 873868103 7,691 427,300 SH   DFND 8 0 0 427,300
TAHOE RES INC COM 873868103 84,852 4,714,250 SH   DFND   4,239,750 0 474,500
TAITRON COMPONENTS INC CL A 874028103 306 300,000 SH   DFND 1,5 0 0 300,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 222,100 13,095,523 SH   DFND 1,5 0 0 13,095,523
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 369 21,770 SH   DFND 3 21,770 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,952 174,029 SH   DFND 7 174,029 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 61,991 3,413,619 SH   DFND 1,5 0 0 3,413,619
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,198 1,000,000 PRN   DFND 8 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,874 708,939 SH   DFND 8 0 0 708,939
TALISMAN ENERGY INC COM 87425E103 80,421 7,008,293 SH   DFND 1,5 5,807,793 0 1,200,500
TALISMAN ENERGY INC COM 87425E103 4,279 372,920 SH   DFND 6 366 0 372,554
TALISMAN ENERGY INC COM 87425E103 36,576 3,187,410 SH   DFND 7 3,097,410 0 90,000
TALISMAN ENERGY INC COM 87425E103 20,574 1,792,900 SH   DFND 8 0 0 1,792,900
TALISMAN ENERGY INC COM 87425E103 47,628 4,150,500 SH   DFND   2,903,100 0 1,247,400
TANGER FACTORY OUTLET CTRS I COM 875465106 138,899 4,254,181 SH   DFND 1,5 102,735 0 4,151,446
TANGER FACTORY OUTLET CTRS I COM 875465106 62,273 1,907,300 SH   DFND 8 0 0 1,907,300
TANGER FACTORY OUTLET CTRS I COM 875465106 15,084 462,000 SH   DFND   462,000 0 0
TANGOE INC COM 87582Y108 2,992 125,400 SH   DFND 1,5 0 0 125,400
TARGA RES CORP COM 87612G101 71,166 975,411 SH   DFND 1,5 150 0 975,261
TARGA RES CORP COM 87612G101 20,249 277,539 SH   DFND 8 0 0 277,539
TARGACEPT INC COM 87611R306 2,217 417,554 SH   DFND 1,5 0 0 417,554
TARGET CORP COM 87612E106 916,092 14,318,408 SH   DFND 1,5 275,028 0 14,043,380
TARGET CORP COM 87612E106 12,778 199,714 SH   DFND 2 199,714 0 0
TARGET CORP COM 87612E106 3,772 58,951 SH   DFND 3 58,951 0 0
TARGET CORP COM 87612E106 10,187 159,225 SH   DFND 6 155,125 0 4,100
TAUBMAN CTRS INC PFD SER K 876664707 2,683 120,000 SH   DFND 1,5 0 0 120,000
TAYLOR MORRISON HOME CORP CL A 87724P106 10,670 471,100 SH   DFND 1,5 0 0 471,100
TAYLOR MORRISON HOME CORP CL A 87724P106 3,067 135,400 SH   DFND 8 0 0 135,400
TAYLOR MORRISON HOME CORP CL A 87724P106 561 24,780 SH   DFND 9 24,780 0 0
TCF FINL CORP COM 872275102 313,566 21,958,400 SH   DFND 1,5 0 0 21,958,400
TCF FINL CORP COM 872275102 31,930 2,235,999 SH   DFND 6 2,235,999 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 38,463 1,469,176 SH   DFND 1,5 0 0 1,469,176
TD AMERITRADE HLDG CORP COM 87236Y108 21,435 818,740 SH   DFND   818,740 0 0
TE CONNECTIVITY LTD REG SHS H84989104 388,925 7,511,102 SH   DFND 1,5 0 0 7,511,102
TE CONNECTIVITY LTD REG SHS H84989104 6,776 130,859 SH   DFND 2 130,859 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,806 34,873 SH   DFND 3 34,873 0 0
TE CONNECTIVITY LTD REG SHS H84989104 28,773 555,680 SH   DFND 6 172,680 0 383,000
TE CONNECTIVITY LTD REG SHS H84989104 23,265 449,303 SH   DFND 7 338,803 0 110,500
TE CONNECTIVITY LTD REG SHS H84989104 29,155 563,055 SH   DFND 8 0 0 563,055
TE CONNECTIVITY LTD REG SHS H84989104 560 10,807 SH   DFND 9 10,807 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 131,203 3,458,180 SH   DFND 1,5 0 0 3,458,180
TEAM HEALTH HOLDINGS INC COM 87817A107 23,851 628,660 SH   DFND 7 628,660 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 1,400 36,900 SH   DFND 8 0 0 36,900
TECH DATA CORP COM 878237106 282,541 5,661,013 SH   DFND 1,5 0 0 5,661,013
TECHNE CORP COM 878377100 7,215 90,120 SH   DFND 6 90,120 0 0
TECK RESOURCES LTD CL B 878742204 2,475 92,100 SH   DFND 1,5 0 0 92,100
TECK RESOURCES LTD CL B 878742204 5,662 210,700 SH   DFND 8 0 0 210,700
TECK RESOURCES LTD CL B 878742204 3,372 125,463 SH   DFND 9 125,463 0 0
TECO ENERGY INC COM 872375100 1,069 64,640 SH   DFND 2 64,640 0 0
TECO ENERGY INC COM 872375100 169 10,245 SH   DFND 3 10,245 0 0
TEEKAY CORPORATION COM Y8564W103 11,767 275,246 SH   DFND 1,5 0 0 275,246
TEJON RANCH CO *W EXP 08/31/201 879080133 61 22,156 SH   DFND 1,5 0 0 22,156
TEJON RANCH CO COM 879080109 4,626 150,000 SH   DFND 1,5 0 0 150,000
TELEDYNE TECHNOLOGIES INC COM 879360105 208,730 2,457,671 SH   DFND 1,5 5,060 0 2,452,611
TELEDYNE TECHNOLOGIES INC COM 879360105 8,863 104,360 SH   DFND 6 104,360 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 70,408 829,014 SH   DFND 8 0 0 829,014
TELEFLEX INC COM 879369106 27,587 335,280 SH   DFND 1,5 0 0 335,280
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 85,489 60,786,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 1,322 940,000 PRN   DFND 6 0 0 0
TELEFLEX INC COM 879369106 25,497 309,880 SH   DFND 6 309,880 0 0
TELEFLEX INC COM 879369106 6,771 82,293 SH   DFND 7 82,293 0 0
TELEFLEX INC COM 879369106 5,760 70,000 SH   DFND 8 0 0 70,000
TELEFLEX INC COM 879369106 477 5,802 SH   DFND   5,802 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 8,610 383,671 SH   DFND 1,5 12,369 0 371,302
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 242 10,800 SH   DFND 6 10,800 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,370 105,613 SH   DFND 8 0 0 105,613
TELEFONICA S A SPONSORED ADR 879382208 2,347 151,634 SH   DFND 1,5 0 0 151,634
TELEPHONE & DATA SYS INC COM NEW 879433829 18,047 610,720 SH   DFND 1,5 0 0 610,720
TELEPHONE & DATA SYS INC COM NEW 879433829 28,597 967,762 SH   DFND 8 0 0 967,762
TELETECH HOLDINGS INC COM 879939106 63,676 2,537,918 SH   DFND 1,5 0 0 2,537,918
TELUS CORP COM 87971M103 102,068 3,079,525 SH   DFND 1,5 2,779,525 0 300,000
TELUS CORP COM 87971M103 6,432 194,062 SH   DFND 6 0 0 194,062
TELUS CORP COM 87971M103 143,792 4,338,400 SH   DFND 7 4,286,400 0 52,000
TELUS CORP COM 87971M103 317,726 9,586,218 SH   DFND   8,659,818 0 926,400
TEMPUR SEALY INTL INC COM 88023U101 373,453 8,495,300 SH   DFND 1,5 300 0 8,495,000
TEMPUR SEALY INTL INC COM 88023U101 25,045 569,721 SH   DFND 6 569,721 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 277,853 6,745,633 SH   DFND 1,5 0 0 6,745,633
TENET HEALTHCARE CORP COM NEW 88033G407 1,324 32,153 SH   DFND 2 32,153 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 472 11,461 SH   DFND 3 11,461 0 0
TENNECO INC COM 880349105 355,753 7,044,609 SH   DFND 1,5 6,827 0 7,037,782
TENNECO INC COM 880349105 18,357 363,506 SH   DFND 6 363,506 0 0
TENNECO INC COM 880349105 21,238 420,554 SH   DFND 8 0 0 420,554
TERADATA CORP DEL COM 88076W103 24,671 445,000 SH   DFND 1,5 0 0 445,000
TERADATA CORP DEL COM 88076W103 2,861 51,611 SH   DFND 2 51,611 0 0
TERADATA CORP DEL COM 88076W103 1,291 23,294 SH   DFND 3 23,294 0 0
TERADATA CORP DEL COM 88076W103 36,499 658,357 SH   DFND 8 0 0 658,357
TERADYNE INC COM 880770102 9,557 578,501 SH   DFND 1,5 0 0 578,501
TERADYNE INC COM 880770102 1,001 60,585 SH   DFND 2 60,585 0 0
TERADYNE INC COM 880770102 383 23,187 SH   DFND 3 23,187 0 0
TERADYNE INC COM 880770102 248 15,036 SH   DFND 8 0 0 15,036
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 20,468 9,590,000 PRN   DFND 1,5 0 0 0
TEREX CORP NEW COM 880779103 85,710 2,550,882 SH   DFND 1,5 0 0 2,550,882
TEREX CORP NEW COM 880779103 6,875 204,600 SH   DFND 8 0 0 204,600
TERRENO RLTY CORP COM 88146M101 52,710 2,967,930 SH   DFND 1,5 7,836 0 2,960,094
TERRENO RLTY CORP COM 88146M101 1,861 104,800 SH   DFND 6 104,800 0 0
TERRENO RLTY CORP COM 88146M101 6,996 393,900 SH   DFND 8 0 0 393,900
TESARO INC COM 881569107 1,317 34,000 SH   DFND 1,5 0 0 34,000
TESARO INC COM 881569107 63,749 1,645,571 SH   DFND 8 0 0 1,645,571
TESCO CORP COM 88157K101 12,015 725,085 SH   DFND 8 0 0 725,085
TESLA MTRS INC COM 88160R101 2,201,240 11,380,624 SH   DFND 1,5 17,530 0 11,363,094
TESLA MTRS INC COM 88160R101 270 1,398 SH   DFND 3 1,398 0 0
TESLA MTRS INC COM 88160R101 3,465 17,912 SH   DFND 6 17,912 0 0
TESLA MTRS INC COM 88160R101 35,524 183,660 SH   DFND 8 0 0 183,660
TESLA MTRS INC COM 88160R101 17,376 89,835 SH   DFND   89,835 0 0
TESORO CORP COM 881609101 87,960 2,000,000 SH   DFND 1,5 0 0 2,000,000
TESORO CORP COM 881609101 1,880 42,745 SH   DFND 2 42,745 0 0
TESORO CORP COM 881609101 427 9,704 SH   DFND 3 9,704 0 0
TESORO CORP COM 881609101 387 8,800 SH   DFND 6 5,830 0 2,970
TESORO LOGISTICS LP COM UNIT LP 88160T107 27,559 475,161 SH   DFND 1,5 0 0 475,161
TESORO LOGISTICS LP COM UNIT LP 88160T107 22,242 383,482 SH   DFND 8 0 0 383,482
TESSCO TECHNOLOGIES INC COM 872386107 17,693 525,000 SH   DFND 1,5 0 0 525,000
TESSERA TECHNOLOGIES INC COM 88164L100 14,646 756,905 SH   DFND 1,5 0 0 756,905
TESSERA TECHNOLOGIES INC COM 88164L100 22,272 1,150,995 SH   DFND 8 0 0 1,150,995
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 24,372 2,141,645 SH   DFND 4 2,141,645 0 0
TETRA TECH INC NEW COM 88162G103 97,590 3,769,400 SH   DFND 1,5 0 0 3,769,400
TETRA TECH INC NEW COM 88162G103 337 13,000 SH   DFND 8 0 0 13,000
TETRA TECHNOLOGIES INC DEL COM 88162F105 19,975 1,594,158 SH   DFND 1,5 0 0 1,594,158
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 271,338 7,182,046 SH   DFND 1,5 0 0 7,182,046
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 725 19,181 SH   DFND 6 19,181 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,610 69,085 SH   DFND 7 69,085 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 52,903 1,400,289 SH   DFND 8 0 0 1,400,289
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 122,582 2,666,569 SH   DFND 1,5 0 0 2,666,569
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 20,136 438,034 SH   DFND 8 0 0 438,034
TEXAS INDS INC COM 882491103 3,932 59,300 SH   DFND 8 0 0 59,300
TEXAS INSTRS INC COM 882508104 274,106 6,806,717 SH   DFND 1,5 0 0 6,806,717
TEXAS INSTRS INC COM 882508104 14,032 348,454 SH   DFND 2 348,454 0 0
TEXAS INSTRS INC COM 882508104 5,976 148,393 SH   DFND 3 148,393 0 0
TEXAS INSTRS INC COM 882508104 3,267 81,130 SH   DFND 6 81,130 0 0
TEXAS INSTRS INC COM 882508104 453 11,255 SH   DFND 8 0 0 11,255
TEXAS ROADHOUSE INC COM 882681109 194,562 7,403,417 SH   DFND 1,5 49,780 0 7,353,637
TEXAS ROADHOUSE INC COM 882681109 242 9,200 SH   DFND 6 9,200 0 0
TEXAS ROADHOUSE INC COM 882681109 991 37,701 SH   DFND 7 37,701 0 0
TEXAS ROADHOUSE INC COM 882681109 12,563 478,057 SH   DFND 8 0 0 478,057
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 30,296 800,000 SH   DFND 1,5 0 0 800,000
TEXTRON INC COM 883203101 446,916 16,186,735 SH   DFND 1,5 38,482 0 16,148,253
TEXTRON INC COM 883203101 2,451 88,763 SH   DFND 2 88,763 0 0
TEXTRON INC COM 883203101 242 8,767 SH   DFND 3 8,767 0 0
TEXTRON INC COM 883203101 231 8,370 SH   DFND 6 8,370 0 0
TEXTRON INC COM 883203101 369 13,358 SH   DFND 7 13,358 0 0
TEXTRON INC COM 883203101 61,047 2,211,044 SH   DFND 8 0 0 2,211,044
TEXTURA CORP COM 883211104 31,423 729,400 SH   DFND 1,5 0 0 729,400
TEXTURA CORP COM 883211104 15,315 355,500 SH   DFND 8 0 0 355,500
TEXTURA CORP COM 883211104 10,052 233,330 SH   DFND   233,330 0 0
TFS FINL CORP COM 87240R107 5,849 488,600 SH   DFND 6 488,600 0 0
TFS FINL CORP COM 87240R107 3,774 315,300 SH   DFND 8 0 0 315,300
TG THERAPEUTICS INC COM 88322Q108 222 43,600 SH   DFND   43,600 0 0
THE ADT CORPORATION COM 00101J106 2,573 63,286 SH   DFND 2 63,286 0 0
THE ADT CORPORATION COM 00101J106 375 9,225 SH   DFND 3 9,225 0 0
THERAGENICS CORP COM 883375107 6,726 3,085,117 SH   DFND 1,5 0 0 3,085,117
THERAPEUTICSMD INC COM 88338N107 25,272 8,625,414 SH   DFND 1,5 0 0 8,625,414
THERAPEUTICSMD INC COM 88338N107 4,231 1,443,907 SH   DFND 8 0 0 1,443,907
THERAVANCE INC COM 88338T104 420,622 10,286,681 SH   DFND 1,5 21,607 0 10,265,074
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 64,919 39,630,000 PRN   DFND 1,5 0 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 1,229 750,000 PRN   DFND 6 0 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 524 320,000 PRN   DFND 7 0 0 0
THERAVANCE INC COM 88338T104 2,553 62,424 SH   DFND 7 62,424 0 0
THERAVANCE INC COM 88338T104 64,532 1,578,182 SH   DFND 8 0 0 1,578,182
THERMO FISHER SCIENTIFIC INC COM 883556102 789,911 8,572,008 SH   DFND 1,5 0 0 8,572,008
THERMO FISHER SCIENTIFIC INC COM 883556102 10,513 114,082 SH   DFND 2 114,082 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,104 44,536 SH   DFND 3 44,536 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 59,712 647,990 SH   DFND 6 339,830 0 308,160
THERMO FISHER SCIENTIFIC INC COM 883556102 91,868 996,942 SH   DFND 7 622,642 0 374,300
THERMO FISHER SCIENTIFIC INC COM 883556102 70,295 762,837 SH   DFND 8 0 0 762,837
THERMO FISHER SCIENTIFIC INC COM 883556102 60,783 659,608 SH   DFND 9 659,608 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 33,278 361,124 SH   DFND   361,124 0 0
THIRD PT REINS LTD COM G8827U100 23,264 1,605,520 SH   DFND 1,5 0 0 1,605,520
THIRD PT REINS LTD COM G8827U100 13,183 909,800 SH   DFND 6 909,800 0 0
THIRD PT REINS LTD COM G8827U100 2,021 139,500 SH   DFND 8 0 0 139,500
THOMPSON CREEK METALS CO INC COM 884768102 691 192,900 SH   DFND 6 0 0 192,900
THOMPSON CREEK METALS CO INC COM 884768102 4,981 1,390,500 SH   DFND 7 1,337,800 0 52,700
THOMSON REUTERS CORP COM 884903105 66,986 1,915,564 SH   DFND 1,5 1,915,564 0 0
THOMSON REUTERS CORP COM 884903105 1,818 52,000 SH   DFND 6 0 0 52,000
THOMSON REUTERS CORP COM 884903105 12,313 352,100 SH   DFND 7 338,600 0 13,500
THOMSON REUTERS CORP COM 884903105 50,754 1,451,402 SH   DFND   1,451,402 0 0
THOR INDS INC COM 885160101 1,463 25,200 SH   DFND 8 0 0 25,200
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 16,129 3,468,700 SH   DFND 1,5 0 0 3,468,700
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 6,302 1,355,269 SH   DFND 8 0 0 1,355,269
TIBCO SOFTWARE INC COM 88632Q103 14,459 565,031 SH   DFND 1,5 0 0 565,031
TIBCO SOFTWARE INC COM 88632Q103 30,458 1,190,216 SH   DFND 8 0 0 1,190,216
TIDEWATER INC COM 886423102 3,003 50,650 SH   DFND 6 50,650 0 0
TIDEWATER INC COM 886423102 9,048 152,610 SH   DFND 7 152,610 0 0
TIDEWATER INC COM 886423102 8,743 147,456 SH   DFND   147,456 0 0
TIFFANY & CO NEW COM 886547108 29,437 384,200 SH   DFND 1,5 0 0 384,200
TIFFANY & CO NEW COM 886547108 2,668 34,819 SH   DFND 2 34,819 0 0
TIFFANY & CO NEW COM 886547108 1,211 15,807 SH   DFND 3 15,807 0 0
TIFFANY & CO NEW COM 886547108 18,039 235,434 SH   DFND 9 235,434 0 0
TILE SHOP HLDGS INC COM 88677Q109 25,381 860,656 SH   DFND 1,5 0 0 860,656
TILE SHOP HLDGS INC COM 88677Q109 4,254 144,263 SH   DFND 8 0 0 144,263
TILLYS INC CL A 886885102 13,642 940,158 SH   DFND 6 940,158 0 0
TIM HORTONS INC COM 88706M103 495,304 8,540,132 SH   DFND 1,5 0 0 8,540,132
TIM HORTONS INC COM 88706M103 1,270 21,900 SH   DFND 6 0 0 21,900
TIM HORTONS INC COM 88706M103 8,688 149,800 SH   DFND 7 144,100 0 5,700
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 8,711 369,560 SH   DFND 1,5 0 0 369,560
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 350 14,870 SH   DFND 7 14,870 0 0
TIME WARNER CABLE INC COM 88732J207 184,139 1,649,992 SH   DFND 1,5 0 0 1,649,992
TIME WARNER CABLE INC COM 88732J207 10,092 90,433 SH   DFND 2 90,433 0 0
TIME WARNER CABLE INC COM 88732J207 3,269 29,291 SH   DFND 3 29,291 0 0
TIME WARNER CABLE INC COM 88732J207 53,396 478,458 SH   DFND 8 0 0 478,458
TIME WARNER INC COM NEW 887317303 1,748,904 26,575,043 SH   DFND 1,5 279,825 0 26,295,218
TIME WARNER INC COM NEW 887317303 19,159 291,128 SH   DFND 2 291,128 0 0
TIME WARNER INC COM NEW 887317303 7,448 113,171 SH   DFND 3 113,171 0 0
TIME WARNER INC COM NEW 887317303 43,041 654,020 SH   DFND 6 385,590 0 268,430
TIME WARNER INC COM NEW 887317303 18,658 283,514 SH   DFND 7 214,184 0 69,330
TIME WARNER INC COM NEW 887317303 117,656 1,787,806 SH   DFND 8 0 0 1,787,806
TIME WARNER INC COM NEW 887317303 20,899 317,563 SH   DFND   317,563 0 0
TIMKEN CO COM 887389104 45,617 755,256 SH   DFND 1,5 0 0 755,256
TIMKEN CO COM 887389104 24,804 410,669 SH   DFND 8 0 0 410,669
TIMMINS GOLD CORP COM 88741P103 156 92,600 SH   DFND 8 0 0 92,600
TITAN MACHY INC COM 88830R101 402 25,000 SH   DFND 1,5 5,000 0 20,000
TIVO INC COM 888706108 91,424 7,349,176 SH   DFND 1,5 0 0 7,349,176
TIVO INC COM 888706108 2,766 222,370 SH   DFND 6 222,370 0 0
TIVO INC COM 888706108 3,747 301,200 SH   DFND 8 0 0 301,200
TJX COS INC NEW COM 872540109 4,031,001 71,484,320 SH   DFND 1,5 0 0 71,484,320
TJX COS INC NEW COM 872540109 12,763 226,330 SH   DFND 2 226,330 0 0
TJX COS INC NEW COM 872540109 6,000 106,393 SH   DFND 3 106,393 0 0
TJX COS INC NEW COM 872540109 101,269 1,795,864 SH   DFND 6 967,955 0 827,909
TJX COS INC NEW COM 872540109 164,953 2,925,215 SH   DFND 7 2,582,169 0 343,046
TJX COS INC NEW COM 872540109 88,418 1,567,980 SH   DFND 8 0 0 1,567,980
TJX COS INC NEW COM 872540109 421 7,457 SH   DFND 9 7,457 0 0
TJX COS INC NEW COM 872540109 36,189 641,771 SH   DFND   641,771 0 0
TOLL BROTHERS INC COM 889478103 189,392 5,840,023 SH   DFND 1,5 7,025 0 5,832,998
TOLL BROTHERS INC COM 889478103 11,127 343,114 SH   DFND 8 0 0 343,114
TOLL BROTHERS INC COM 889478103 265 8,173 SH   DFND 9 8,173 0 0
TORCHMARK CORP COM 891027104 113,659 1,570,958 SH   DFND 1,5 0 0 1,570,958
TORCHMARK CORP COM 891027104 2,097 28,981 SH   DFND 2 28,981 0 0
TORCHMARK CORP COM 891027104 637 8,800 SH   DFND 3 8,800 0 0
TORCHMARK CORP COM 891027104 13,638 188,500 SH   DFND 8 0 0 188,500
TORCHMARK CORP COM 891027104 217 3,000 SH   DFND 9 3,000 0 0
TORNIER N V SHS N87237108 19,731 1,020,735 SH   DFND 8 0 0 1,020,735
TORO CO COM 891092108 10,800 198,718 SH   DFND 1,5 0 0 198,718
TORO CO COM 891092108 18,956 348,782 SH   DFND 8 0 0 348,782
TORONTO DOMINION BK ONT COM NEW 891160509 180,744 2,007,500 SH   DFND 1,5 0 0 2,007,500
TORONTO DOMINION BK ONT COM NEW 891160509 99,611 1,106,370 SH   DFND 6 381,600 0 724,770
TORONTO DOMINION BK ONT COM NEW 891160509 805,239 8,943,673 SH   DFND 7 8,785,183 0 158,490
TORONTO DOMINION BK ONT COM NEW 891160509 1,593,026 17,693,519 SH   DFND   15,612,219 0 2,081,300
TOTAL S A SPONSORED ADR 89151E109 159,100 2,746,900 SH   DFND 1,5 0 0 2,746,900
TOTAL S A SPONSORED ADR 89151E109 203 3,509 SH   DFND 3 3,509 0 0
TOTAL SYS SVCS INC COM 891906109 521,104 17,712,567 SH   DFND 1,5 37,110 0 17,675,457
TOTAL SYS SVCS INC COM 891906109 1,552 52,746 SH   DFND 2 52,746 0 0
TOTAL SYS SVCS INC COM 891906109 620 21,081 SH   DFND 3 21,081 0 0
TOTAL SYS SVCS INC COM 891906109 63,795 2,168,409 SH   DFND 6 1,704,719 0 463,690
TOTAL SYS SVCS INC COM 891906109 53,356 1,813,585 SH   DFND 7 1,321,685 0 491,900
TOTAL SYS SVCS INC COM 891906109 53,996 1,835,338 SH   DFND 8 0 0 1,835,338
TOTAL SYS SVCS INC COM 891906109 1,093 37,166 SH   DFND   37,166 0 0
TOWERS WATSON & CO CL A 891894107 511,387 4,781,106 SH   DFND 1,5 0 0 4,781,106
TOWERS WATSON & CO CL A 891894107 4,598 42,990 SH   DFND 6 42,990 0 0
TOWERS WATSON & CO CL A 891894107 15,419 144,154 SH   DFND 7 144,154 0 0
TOWERS WATSON & CO CL A 891894107 75,929 709,880 SH   DFND 8 0 0 709,880
TOWERSTREAM CORP COM 892000100 25,981 9,084,229 SH   DFND 1,5 0 0 9,084,229
TOWERSTREAM CORP COM 892000100 2,488 869,944 SH   DFND 8 0 0 869,944
TOWN SPORTS INTL HLDGS INC COM 89214A102 7,323 564,202 SH   DFND 1,5 0 0 564,202
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 147,580 1,152,700 SH   DFND 1,5 0 0 1,152,700
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 560 4,376 SH   DFND 3 4,376 0 0
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 54,630 426,697 SH   DFND 8 0 0 426,697
TRACTOR SUPPLY CO COM 892356106 280,495 4,175,902 SH   DFND 1,5 0 0 4,175,902
TRACTOR SUPPLY CO COM 892356106 282 4,202 SH   DFND 3 4,202 0 0
TRACTOR SUPPLY CO COM 892356106 7,771 115,690 SH   DFND 6 115,690 0 0
TRACTOR SUPPLY CO COM 892356106 6,345 94,466 SH   DFND 7 94,466 0 0
TRACTOR SUPPLY CO COM 892356106 9,198 136,934 SH   DFND 8 0 0 136,934
TRACTOR SUPPLY CO COM 892356106 433 6,446 SH   DFND 9 6,446 0 0
TRACTOR SUPPLY CO COM 892356106 458 6,824 SH   DFND   6,824 0 0
TRANSALTA CORP COM 89346D107 85,289 6,565,929 SH   DFND 1,5 6,565,929 0 0
TRANSALTA CORP COM 89346D107 42,990 3,309,552 SH   DFND   3,309,552 0 0
TRANSATLANTIC PETROLEUM LTD SHS G89982105 1,730 2,059,451 SH   DFND 1,5 0 0 2,059,451
TRANSCANADA CORP COM 89353D107 61,607 1,402,400 SH   DFND 1,5 0 0 1,402,400
TRANSCANADA CORP COM 89353D107 8,376 190,665 SH   DFND 6 0 0 190,665
TRANSCANADA CORP COM 89353D107 80,537 1,833,300 SH   DFND 7 1,782,400 0 50,900
TRANSCANADA CORP COM 89353D107 35,038 797,600 SH   DFND 8 0 0 797,600
TRANSCANADA CORP COM 89353D107 313,764 7,142,379 SH   DFND   6,453,579 0 688,800
TRANSDIGM GROUP INC COM 893641100 236,182 1,702,826 SH   DFND 1,5 13,315 0 1,689,511
TRANSDIGM GROUP INC COM 893641100 1,082 7,800 SH   DFND 7 7,800 0 0
TRANSDIGM GROUP INC COM 893641100 30,532 220,133 SH   DFND 8 0 0 220,133
TRANSGLOBE ENERGY CORP COM 893662106 10,513 1,340,200 SH   DFND 7 1,340,200 0 0
TRANSGLOBE ENERGY CORP COM 893662106 55,709 7,101,900 SH   DFND   7,101,900 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 14,310 3,498,857 SH   DFND 1,5 0 0 3,498,857
TRANSOCEAN LTD REG SHS H8817H100 38,070 855,500 SH   DFND 1,5 0 0 855,500
TRANSOCEAN LTD REG SHS H8817H100 593 13,355 SH   DFND 2 0 0 13,355
TRANSOCEAN LTD REG SHS H8817H100 58,009 1,305,870 SH   DFND 6 519,975 0 785,895
TRANSOCEAN LTD REG SHS H8817H100 18,210 409,892 SH   DFND 7 268,272 0 141,620
TRANSOCEAN LTD REG SHS H8817H100 8,237 185,100 SH   DFND 8 0 0 185,100
TRANSOCEAN LTD REG SHS H8817H100 3,635 81,687 SH   DFND   81,687 0 0
TRAVELERS COMPANIES INC COM 89417E109 911,273 10,749,944 SH   DFND 1,5 0 0 10,749,944
TRAVELERS COMPANIES INC COM 89417E109 10,018 118,179 SH   DFND 2 118,179 0 0
TRAVELERS COMPANIES INC COM 89417E109 4,616 54,458 SH   DFND 3 54,458 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,203 61,383 SH   DFND 6 57,303 0 4,080
TRAVELERS COMPANIES INC COM 89417E109 2,732 32,228 SH   DFND 7 29,668 0 2,560
TRAVELERS COMPANIES INC COM 89417E109 62,587 738,319 SH   DFND 8 0 0 738,319
TRAVELERS COMPANIES INC COM 89417E109 305 3,601 SH   DFND   3,601 0 0
TREEHOUSE FOODS INC COM 89469A104 13,766 205,980 SH   DFND 1,5 0 0 205,980
TREX CO INC COM 89531P105 18,864 380,861 SH   DFND 9 380,861 0 0
TRIMAS CORP COM NEW 896215209 91,130 2,443,163 SH   DFND 1,5 0 0 2,443,163
TRIMAS CORP COM NEW 896215209 17,655 473,324 SH   DFND 6 473,324 0 0
TRIMAS CORP COM NEW 896215209 17,295 463,673 SH   DFND 8 0 0 463,673
TRIMBLE NAVIGATION LTD COM 896239100 171,867 5,784,805 SH   DFND 1,5 0 0 5,784,805
TRIMBLE NAVIGATION LTD COM 896239100 7,114 239,459 SH   DFND 8 0 0 239,459
TRIMBLE NAVIGATION LTD COM 896239100 291 9,800 SH   DFND 9 9,800 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 351 22,700 SH   DFND 1,5 0 0 22,700
TRINA SOLAR LIMITED SPON ADR 89628E104 162 10,500 SH   DFND 8 0 0 10,500
TRINITY BIOTECH PLC SPON ADR NEW 896438306 44,234 2,032,832 SH   DFND 1,5 0 0 2,032,832
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 18,225 15,000,000 PRN   DFND 1,5 0 0 0
TRIO TECH INTL COM NEW 896712205 968 303,309 SH   DFND 1,5 0 0 303,309
TRIPADVISOR INC COM 896945201 1,157,940 15,268,200 SH   DFND 1,5 0 0 15,268,200
TRIPADVISOR INC COM 896945201 2,677 35,292 SH   DFND 2 35,292 0 0
TRIPADVISOR INC COM 896945201 318 4,195 SH   DFND 3 4,195 0 0
TRIPADVISOR INC COM 896945201 22,267 293,602 SH   DFND 8 0 0 293,602
TRIPADVISOR INC COM 896945201 23,032 303,690 SH   DFND   303,690 0 0
TRIPLE-S MGMT CORP CL B 896749108 45,869 2,494,234 SH   DFND 1,5 14,400 0 2,479,834
TRIPLE-S MGMT CORP CL B 896749108 2,023 110,000 SH   DFND 8 0 0 110,000
TRIUMPH GROUP INC NEW COM 896818101 17,258 245,765 SH   DFND 1,5 0 0 245,765
TRIUMPH GROUP INC NEW COM 896818101 24,176 344,290 SH   DFND 6 269,910 0 74,380
TRIUMPH GROUP INC NEW COM 896818101 42,389 603,659 SH   DFND 7 555,029 0 48,630
TRIUMPH GROUP INC NEW COM 896818101 41,882 596,435 SH   DFND 8 0 0 596,435
TRIUMPH GROUP INC NEW COM 896818101 14,962 213,074 SH   DFND   213,074 0 0
TRONOX LTD SHS CL A Q9235V101 26,180 1,069,868 SH   DFND 1,5 21,695 0 1,048,173
TRONOX LTD SHS CL A Q9235V101 6,931 283,232 SH   DFND 6 283,232 0 0
TRUEBLUE INC COM 89785X101 20,817 867,000 SH   DFND 1,5 0 0 867,000
TRULIA INC COM 897888103 148,830 3,164,571 SH   DFND 1,5 0 0 3,164,571
TRULIA INC COM 897888103 667 14,187 SH   DFND 8 0 0 14,187
TRUSTCO BK CORP N Y COM 898349105 1,655 277,700 SH   DFND 8 0 0 277,700
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 135,885 1,905,554 SH   DFND 1,5 0 0 1,905,554
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 34,105 478,260 SH   DFND 6 256,010 0 222,250
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 66,936 938,658 SH   DFND 7 834,538 0 104,120
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 24,980 350,306 SH   DFND 8 0 0 350,306
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 15,398 215,930 SH   DFND   215,930 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 61,830 25,327,000 PRN   DFND 1,5 0 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 1,643 673,000 PRN   DFND 6 0 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 20,234 3,883,633 SH   DFND 1,5 64,996 0 3,818,637
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 111 21,400 SH   DFND 6 21,400 0 0
TTM TECHNOLOGIES INC COM 87305R109 52,370 5,371,295 SH   DFND 1,5 0 0 5,371,295
TUPPERWARE BRANDS CORP COM 899896104 122,095 1,413,631 SH   DFND 1,5 0 0 1,413,631
TUPPERWARE BRANDS CORP COM 899896104 44,245 512,273 SH   DFND 6 474,073 0 38,200
TUPPERWARE BRANDS CORP COM 899896104 993 11,500 SH   DFND 7 11,000 0 500
TUPPERWARE BRANDS CORP COM 899896104 6,461 74,802 SH   DFND 8 0 0 74,802
TUPPERWARE BRANDS CORP COM 899896104 2,902 33,601 SH   DFND   33,601 0 0
TURQUOISE HILL RES LTD COM 900435108 83,769 18,964,017 SH   DFND 1,5 0 0 18,964,017
TURQUOISE HILL RES LTD COM 900435108 1,239 280,385 SH   DFND 7 280,385 0 0
TURQUOISE HILL RES LTD COM 900435108 8,533 1,931,735 SH   DFND 8 0 0 1,931,735
TUTOR PERINI CORP COM 901109108 52,327 2,454,343 SH   DFND 1,5 0 0 2,454,343
TUTOR PERINI CORP COM 901109108 6,342 297,487 SH   DFND 8 0 0 297,487
TW TELECOM INC COM 87311L104 192,000 6,428,933 SH   DFND 1,5 33,422 0 6,395,511
TW TELECOM INC COM 87311L104 39,283 1,315,354 SH   DFND 8 0 0 1,315,354
TWENTY FIRST CENTY FOX INC CL B 90130A200 105,263 3,151,600 SH   DFND 1,5 0 0 3,151,600
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,502,216 44,842,282 SH   DFND 1,5 0 0 44,842,282
TWENTY FIRST CENTY FOX INC CL A 90130A101 21,055 628,511 SH   DFND 2 628,511 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,581 166,610 SH   DFND 3 166,610 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 50,061 1,494,370 SH   DFND 6 747,830 0 746,540
TWENTY FIRST CENTY FOX INC CL A 90130A101 80,538 2,404,126 SH   DFND 7 1,514,596 0 889,530
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,890 56,600 SH   DFND 8 0 0 56,600
TWENTY FIRST CENTY FOX INC CL A 90130A101 85,942 2,565,418 SH   DFND 8 0 0 2,565,418
TWENTY FIRST CENTY FOX INC CL A 90130A101 7,692 229,601 SH   DFND   229,601 0 0
TWO HBRS INVT CORP COM 90187B101 99,465 10,243,537 SH   DFND 1,5 150,035 0 10,093,502
TWO HBRS INVT CORP COM 90187B101 193 19,900 SH   DFND 6 19,900 0 0
TYCO INTERNATIONAL LTD SHS H89128104 20,849 596,024 SH   DFND 1,5 0 0 596,024
TYCO INTERNATIONAL LTD SHS H89128104 5,117 146,288 SH   DFND 2 146,288 0 0
TYCO INTERNATIONAL LTD SHS H89128104 2,399 68,580 SH   DFND 3 68,580 0 0
TYLER TECHNOLOGIES INC COM 902252105 20,007 228,725 SH   DFND 1,5 0 0 228,725
TYSON FOODS INC CL A 902494103 63,995 2,262,900 SH   DFND 1,5 0 0 2,262,900
TYSON FOODS INC CL A 902494103 2,490 88,048 SH   DFND 2 88,048 0 0
TYSON FOODS INC CL A 902494103 504 17,829 SH   DFND 3 17,829 0 0
TYSON FOODS INC CL A 902494103 1,010 35,720 SH   DFND 6 23,660 0 12,060
TYSON FOODS INC CL A 902494103 213 7,540 SH   DFND 7 0 0 7,540
U M H PROPERTIES INC CV RED PFD-A 903002202 18,254 710,000 SH   DFND 1,5 0 0 710,000
U S AIRWAYS GROUP INC COM 90341W108 252,491 13,317,053 SH   DFND 1,5 750 0 13,316,303
U S AIRWAYS GROUP INC COM 90341W108 9,017 475,600 SH   DFND 8 0 0 475,600
U S G CORP COM NEW 903293405 8,328 291,400 SH   DFND 8 0 0 291,400
U S PHYSICAL THERAPY INC COM 90337L108 15,541 500,020 SH   DFND 1,5 0 0 500,020
U S PHYSICAL THERAPY INC COM 90337L108 5,083 163,554 SH   DFND 6 163,554 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,523 49,000 SH   DFND 8 0 0 49,000
U S PHYSICAL THERAPY INC COM 90337L108 1,202 38,664 SH   DFND   38,664 0 0
U S SILICA HLDGS INC COM 90346E103 45,022 1,808,094 SH   DFND   1,808,094 0 0
UAL CORP NOTE 6.000%10/1 902549AJ3 12,825 3,600,000 PRN   DFND 1,5 0 0 0
UBS AG SHS NEW H89231338 1,537,519 74,983,496 SH   DFND 1,5 31,771 0 74,951,725
UBS AG SHS NEW H89231338 3,285 160,279 SH   DFND 2 0 0 160,279
UBS AG SHS NEW H89231338 385,253 18,796,991 SH   DFND 6 7,283,046 0 11,513,945
UBS AG SHS NEW H89231338 156,069 7,614,556 SH   DFND 7 5,899,528 0 1,715,028
UBS AG SHS NEW H89231338 13,930 678,832 SH   DFND 8 0 0 678,832
UBS AG SHS NEW H89231338 3,317 161,820 SH   DFND   161,820 0 0
UDR INC COM 902653104 133,173 5,619,111 SH   DFND 1,5 115,516 0 5,503,595
UDR INC COM 902653104 65,230 2,752,341 SH   DFND 8 0 0 2,752,341
UGI CORP NEW COM 902681105 6,325 161,630 SH   DFND 1,5 0 0 161,630
UIL HLDG CORP COM 902748102 169,192 4,550,629 SH   DFND 1,5 0 0 4,550,629
ULTA SALON COSMETCS & FRAG I COM 90384S303 137,985 1,155,071 SH   DFND 1,5 0 0 1,155,071
ULTA SALON COSMETCS & FRAG I COM 90384S303 7,314 61,229 SH   DFND 8 0 0 61,229
ULTIMATE SOFTWARE GROUP INC COM 90385D107 372,572 2,527,628 SH   DFND 1,5 100 0 2,527,528
ULTIMATE SOFTWARE GROUP INC COM 90385D107 11,365 77,100 SH   DFND 8 0 0 77,100
ULTRA PETROLEUM CORP COM 903914109 43,197 2,100,000 SH   DFND 1,5 0 0 2,100,000
ULTRA PETROLEUM CORP COM 903914109 5,902 286,900 SH   DFND 8 0 0 286,900
ULTRAPETROL BAHAMAS LTD COM P94398107 19,506 5,215,550 SH   DFND 1,5 0 0 5,215,550
ULTRAPETROL BAHAMAS LTD COM P94398107 628 168,008 SH   DFND 7 168,008 0 0
ULTRATECH INC COM 904034105 4,519 149,126 SH   DFND 1,5 0 0 149,126
ULTRATECH INC COM 904034105 8,151 269,022 SH   DFND 8 0 0 269,022
UMB FINL CORP COM 902788108 43,287 796,592 SH   DFND 1,5 0 0 796,592
UMB FINL CORP COM 902788108 5,564 102,400 SH   DFND 8 0 0 102,400
UMPQUA HLDGS CORP COM 904214103 4,182 257,810 SH   DFND 6 257,810 0 0
UMPQUA HLDGS CORP COM 904214103 3,406 210,010 SH   DFND 7 210,010 0 0
UMPQUA HLDGS CORP COM 904214103 239 14,752 SH   DFND   14,752 0 0
UNDER ARMOUR INC CL A 904311107 991,098 12,474,485 SH   DFND 1,5 0 0 12,474,485
UNDER ARMOUR INC CL A 904311107 1,398 17,600 SH   DFND 6 17,600 0 0
UNIFIRST CORP MASS COM 904708104 71,294 682,763 SH   DFND 1,5 0 0 682,763
UNILEVER N V N Y SHS NEW 904784709 49,382 1,309,178 SH   DFND 1,5 0 0 1,309,178
UNILEVER N V N Y SHS NEW 904784709 588 15,593 SH   DFND 3 15,593 0 0
UNILEVER N V N Y SHS NEW 904784709 41,313 1,095,259 SH   DFND 8 0 0 1,095,259
UNILEVER PLC SPON ADR NEW 904767704 480 12,447 SH   DFND 3 12,447 0 0
UNION FIRST MKT BANKSH CP COM 90662P104 8,297 355,010 SH   DFND 6 355,010 0 0
UNION PAC CORP COM 907818108 2,593,973 16,698,681 SH   DFND 1,5 17,282 0 16,681,399
UNION PAC CORP COM 907818108 22,801 146,779 SH   DFND 2 146,779 0 0
UNION PAC CORP COM 907818108 6,810 43,838 SH   DFND 3 43,838 0 0
UNION PAC CORP COM 907818108 67,340 433,500 SH   DFND 6 237,440 0 196,060
UNION PAC CORP COM 907818108 81,614 525,390 SH   DFND 7 336,330 0 189,060
UNION PAC CORP COM 907818108 134,244 864,194 SH   DFND 8 0 0 864,194
UNION PAC CORP COM 907818108 83,014 534,399 SH   DFND 9 534,399 0 0
UNION PAC CORP COM 907818108 12,494 80,433 SH   DFND   80,433 0 0
UNISYS CORP COM NEW 909214306 28,099 1,115,480 SH   DFND 1,5 0 0 1,115,480
UNISYS CORP PFD SER A 6.25% 909214405 19,441 280,741 SH   DFND 1,5 191,000 0 89,741
UNISYS CORP PFD SER A 6.25% 909214405 879 12,700 SH   DFND 6 0 0 12,700
UNISYS CORP COM NEW 909214306 13,317 528,659 SH   DFND 6 527,470 0 1,189
UNISYS CORP COM NEW 909214306 11,878 471,540 SH   DFND 8 0 0 471,540
UNIT CORP COM 909218109 194,987 4,194,174 SH   DFND 1,5 0 0 4,194,174
UNIT CORP COM 909218109 4,798 103,200 SH   DFND 8 0 0 103,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 3,438 229,200 SH   DFND 1,5 0 0 229,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 10,875 725,030 SH   DFND 6 725,030 0 0
UNITED CONTL HLDGS INC COM 910047109 644,517 20,987,209 SH   DFND 1,5 0 0 20,987,209
UNITED CONTL HLDGS INC COM 910047109 739 24,065 SH   DFND 6 24,065 0 0
UNITED CONTL HLDGS INC COM 910047109 17,032 554,621 SH   DFND 8 0 0 554,621
UNITED NAT FOODS INC COM 911163103 62,710 932,910 SH   DFND 1,5 0 0 932,910
UNITED NAT FOODS INC COM 911163103 10,618 157,960 SH   DFND 6 157,960 0 0
UNITED NAT FOODS INC COM 911163103 8,652 128,717 SH   DFND 7 128,717 0 0
UNITED NAT FOODS INC COM 911163103 607 9,023 SH   DFND   9,023 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,023,631 11,203,142 SH   DFND 1,5 210,485 0 10,992,657
UNITED PARCEL SERVICE INC CL B 911312106 20,889 228,620 SH   DFND 2 228,620 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,887 64,435 SH   DFND 3 64,435 0 0
UNITED PARCEL SERVICE INC CL B 911312106 96,688 1,058,207 SH   DFND 6 550,097 0 508,110
UNITED PARCEL SERVICE INC CL B 911312106 129,494 1,417,253 SH   DFND 7 1,231,703 0 185,550
UNITED PARCEL SERVICE INC CL B 911312106 73,653 806,100 SH   DFND 8 0 0 806,100
UNITED PARCEL SERVICE INC CL B 911312106 41,932 458,930 SH   DFND   458,930 0 0
UNITED RENTALS INC COM 911363109 189,890 3,257,682 SH   DFND 1,5 27,609 0 3,230,073
UNITED STATES CELLULAR CORP COM 911684108 3,998 87,800 SH   DFND 1,5 0 0 87,800
UNITED STATES CELLULAR CORP COM 911684108 3,784 83,100 SH   DFND 8 0 0 83,100
UNITED STATES STL CORP NEW COM 912909108 943 45,775 SH   DFND 2 45,775 0 0
UNITED STATES STL CORP NEW COM 912909108 387 18,775 SH   DFND 3 18,775 0 0
UNITED STATIONERS INC COM 913004107 278,410 6,400,230 SH   DFND 1,5 0 0 6,400,230
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 98,099 1,514,100 SH   DFND 1,5 499,400 0 1,014,700
UNITED TECHNOLOGIES CORP COM 913017109 2,503,559 23,219,800 SH   DFND 1,5 160,181 0 23,059,619
UNITED TECHNOLOGIES CORP COM 913017109 28,800 267,110 SH   DFND 2 267,110 0 0
UNITED TECHNOLOGIES CORP COM 913017109 8,510 78,930 SH   DFND 3 78,930 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 1,458 22,500 SH   DFND 6 0 0 22,500
UNITED TECHNOLOGIES CORP COM 913017109 129,780 1,203,676 SH   DFND 6 720,056 0 483,620
UNITED TECHNOLOGIES CORP COM 913017109 234,893 2,178,570 SH   DFND 7 1,717,150 0 461,420
UNITED TECHNOLOGIES CORP COM 913017109 313,985 2,912,122 SH   DFND 8 0 0 2,912,122
UNITED TECHNOLOGIES CORP COM 913017109 19,124 177,369 SH   DFND 9 177,369 0 0
UNITED TECHNOLOGIES CORP COM 913017109 24,380 226,120 SH   DFND   226,120 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 311,182 3,946,504 SH   DFND 1,5 0 0 3,946,504
UNITED THERAPEUTICS CORP DEL COM 91307C102 68,079 863,403 SH   DFND 8 0 0 863,403
UNITEDHEALTH GROUP INC COM 91324P102 3,534,810 49,361,965 SH   DFND 1,5 84,403 0 49,277,562
UNITEDHEALTH GROUP INC COM 91324P102 23,039 321,724 SH   DFND 2 321,724 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,202 86,602 SH   DFND 3 86,602 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4,055 56,620 SH   DFND 6 56,620 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,014 70,020 SH   DFND 7 70,020 0 0
UNITEDHEALTH GROUP INC COM 91324P102 181,407 2,533,268 SH   DFND 8 0 0 2,533,268
UNITEDHEALTH GROUP INC COM 91324P102 68,842 961,349 SH   DFND 9 961,349 0 0
UNITIL CORP COM 913259107 3,585 122,490 SH   DFND 6 122,490 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 20,643 2,709,090 SH   DFND 1,5 0 0 2,709,090
UNIVERSAL DISPLAY CORP COM 91347P105 32,166 1,004,253 SH   DFND 1,5 0 0 1,004,253
UNIVERSAL DISPLAY CORP COM 91347P105 660 20,600 SH   DFND 7 20,600 0 0
UNIVERSAL ELECTRS INC COM 913483103 12,075 335,124 SH   DFND 1,5 0 0 335,124
UNIVERSAL FST PRODS INC COM 913543104 5,852 138,997 SH   DFND 1,5 5,497 0 133,500
UNIVERSAL HLTH SVCS INC CL B 913903100 158,173 2,109,251 SH   DFND 1,5 0 0 2,109,251
UNIVERSAL HLTH SVCS INC CL B 913903100 54,762 730,260 SH   DFND 6 519,370 0 210,890
UNIVERSAL HLTH SVCS INC CL B 913903100 21,704 289,420 SH   DFND 7 238,180 0 51,240
UNIVERSAL HLTH SVCS INC CL B 913903100 5,384 71,800 SH   DFND 8 0 0 71,800
UNIVERSAL HLTH SVCS INC CL B 913903100 1,968 26,246 SH   DFND   26,246 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,182 241,255 SH   DFND 1,5 0 0 241,255
UNIVERSAL TECHNICAL INST INC COM 913915104 2,267 186,862 SH   DFND 1,5 0 0 186,862
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 5,487 205,802 SH   DFND 1,5 0 0 205,802
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 7,898 296,232 SH   DFND 6 296,232 0 0
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 2,050 76,900 SH   DFND 8 0 0 76,900
UNS ENERGY CORP COM 903119105 53,613 1,150,000 SH   DFND 1,5 0 0 1,150,000
UNS ENERGY CORP COM 903119105 5,876 126,030 SH   DFND 6 126,030 0 0
UNUM GROUP COM 91529Y106 502,835 16,518,900 SH   DFND 1,5 0 0 16,518,900
UNUM GROUP COM 91529Y106 2,539 83,412 SH   DFND 2 83,412 0 0
UNUM GROUP COM 91529Y106 394 12,952 SH   DFND 3 12,952 0 0
UNUM GROUP COM 91529Y106 3,491 114,700 SH   DFND 8 0 0 114,700
UNWIRED PLANET INC NEW COM 91531F103 3,460 2,000,000 SH   DFND 1,5 0 0 2,000,000
URANERZ ENERGY CORP COM 91688T104 51 55,200 SH   DFND   55,200 0 0
URANIUM ENERGY CORP COM 916896103 382 169,900 SH   DFND   169,900 0 0
URBAN OUTFITTERS INC COM 917047102 174,654 4,749,905 SH   DFND 1,5 0 0 4,749,905
URBAN OUTFITTERS INC COM 917047102 1,269 34,509 SH   DFND 2 34,509 0 0
URBAN OUTFITTERS INC COM 917047102 471 12,796 SH   DFND 3 12,796 0 0
URBAN OUTFITTERS INC COM 917047102 14,775 401,822 SH   DFND 6 401,822 0 0
URBAN OUTFITTERS INC COM 917047102 11,685 317,790 SH   DFND 7 317,790 0 0
URBAN OUTFITTERS INC COM 917047102 23,746 645,800 SH   DFND 8 0 0 645,800
URBAN OUTFITTERS INC COM 917047102 819 22,280 SH   DFND   22,280 0 0
URS CORP NEW COM 903236107 406,371 7,560,390 SH   DFND 1,5 0 0 7,560,390
URS CORP NEW COM 903236107 3,197 59,483 SH   DFND 7 59,483 0 0
URS CORP NEW COM 903236107 60,507 1,125,705 SH   DFND 8 0 0 1,125,705
US BANCORP DEL COM NEW 902973304 2,863,154 78,271,012 SH   DFND 1,5 416,577 0 77,854,435
US BANCORP DEL COM NEW 902973304 21,290 582,017 SH   DFND 2 582,017 0 0
US BANCORP DEL COM NEW 902973304 6,651 181,823 SH   DFND 3 181,823 0 0
US BANCORP DEL COM NEW 902973304 37,230 1,017,780 SH   DFND 6 353,440 0 664,340
US BANCORP DEL COM NEW 902973304 30,554 835,273 SH   DFND 7 685,973 0 149,300
US BANCORP DEL COM NEW 902973304 133,832 3,658,615 SH   DFND 8 0 0 3,658,615
US ECOLOGY INC COM 91732J102 11,561 383,692 SH   DFND 1,5 21,690 0 362,002
US ECOLOGY INC COM 91732J102 582 19,300 SH   DFND 8 0 0 19,300
USA MOBILITY INC COM 90341G103 1,026 72,485 SH   DFND 1,5 0 0 72,485
USANA HEALTH SCIENCES INC COM 90328M107 138,864 1,600,000 SH   DFND 1,5 600,000 0 1,000,000
USEC INC NOTE 3.000%10/0 90333EAC2 9,308 40,470,000 PRN   DFND 1,5 0 0 0
UTAH MED PRODS INC COM 917488108 25,262 425,000 SH   DFND 1,5 0 0 425,000
UTI WORLDWIDE INC ORD G87210103 54,347 3,596,740 SH   DFND 1,5 0 0 3,596,740
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 183 66,666 SH   DFND 8 0 0 66,666
V F CORP COM 918204108 454,179 2,281,732 SH   DFND 1,5 4,100 0 2,277,632
V F CORP COM 918204108 5,539 27,826 SH   DFND 2 27,826 0 0
V F CORP COM 918204108 936 4,702 SH   DFND 3 4,702 0 0
V F CORP COM 918204108 12,754 64,076 SH   DFND 6 11,976 0 52,100
V F CORP COM 918204108 14,585 73,273 SH   DFND 7 61,673 0 11,600
V F CORP COM 918204108 32,258 162,059 SH   DFND 8 0 0 162,059
VAIL RESORTS INC COM 91879Q109 53,584 772,327 SH   DFND 1,5 0 0 772,327
VALASSIS COMMUNICATIONS INC COM 918866104 171,722 5,946,057 SH   DFND 1,5 0 0 5,946,057
VALASSIS COMMUNICATIONS INC COM 918866104 371 12,860 SH   DFND 7 12,860 0 0
VALE S A ADR 91912E105 8,832 565,800 SH   DFND 1,5 22,207 0 543,593
VALE S A ADR REPSTG PFD 91912E204 121,778 8,569,900 SH   DFND 1,5 34,825 0 8,535,075
VALE S A ADR REPSTG PFD 91912E204 4,142 291,500 SH   DFND 7 291,500 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 2,051,415 19,674,675 SH   DFND 1,5 350 0 19,674,325
VALEANT PHARMACEUTICALS INTL COM 91911K102 115,711 1,109,506 SH   DFND 6 550,725 0 558,781
VALEANT PHARMACEUTICALS INTL COM 91911K102 314,962 3,020,295 SH   DFND 7 2,638,914 0 381,381
VALEANT PHARMACEUTICALS INTL COM 91911K102 111,460 1,068,991 SH   DFND 8 0 0 1,068,991
VALEANT PHARMACEUTICALS INTL COM 91911K102 566,951 5,437,501 SH   DFND   4,538,601 0 898,900
VALERO ENERGY CORP NEW COM 91913Y100 156,847 4,592,877 SH   DFND 1,5 0 0 4,592,877
VALERO ENERGY CORP NEW COM 91913Y100 5,859 171,556 SH   DFND 2 171,556 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,269 37,158 SH   DFND 3 37,158 0 0
VALERO ENERGY CORP NEW COM 91913Y100 570 16,700 SH   DFND 6 11,060 0 5,640
VALERO ENERGY CORP NEW COM 91913Y100 76,628 2,243,874 SH   DFND 9 2,243,874 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 317,350 8,581,674 SH   DFND 1,5 180,695 0 8,400,979
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,183 32,000 SH   DFND 6 32,000 0 0
VALMONT INDS INC COM 920253101 93,336 671,920 SH   DFND 1,5 0 0 671,920
VALMONT INDS INC COM 920253101 24,187 174,122 SH   DFND 8 0 0 174,122
VALSPAR CORP COM 920355104 11,216 176,830 SH   DFND 1,5 0 0 176,830
VALUECLICK INC COM 92046N102 43,785 2,100,000 SH   DFND 1,5 0 0 2,100,000
VALUECLICK INC COM 92046N102 9,541 457,620 SH   DFND 6 457,620 0 0
VANDA PHARMACEUTICALS INC COM 921659108 19,434 1,771,600 SH   DFND 1,5 0 0 1,771,600
VANDA PHARMACEUTICALS INC COM 921659108 15,931 1,452,200 SH   DFND 8 0 0 1,452,200
VANGUARD HEALTH SYS INC COM 922036207 3,488 166,030 SH   DFND 7 166,030 0 0
VANGUARD HEALTH SYS INC COM 922036207 54,899 2,613,000 SH   DFND   2,613,000 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 204,181 2,413,200 SH   DFND 3 2,413,200 0 0
VANGUARD INDEX FDS S&P 500 ETF SH 922908413 355 4,580 SH   DFND 3 4,580 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,044 14,218 SH   DFND 3 14,218 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 591 7,668 SH   DFND 3 7,668 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 195,484 1,907,348 SH   DFND 3 1,907,348 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 6,385 72,510 SH   DFND 3 72,510 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 136,778 1,959,857 SH   DFND 3 1,959,857 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 578 6,407 SH   DFND 3 6,407 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,500 22,671 SH   DFND 3 22,671 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 1,506 19,368 SH   DFND 3 19,368 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 798 7,775 SH   DFND 3 7,775 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,037 45,907 SH   DFND 7 45,907 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 33,355 611,900 SH   DFND 1,5 50,900 0 561,000
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 12,907 321,800 SH   DFND 1,5 29,700 0 292,100
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,841 37,638 SH   DFND 3 37,638 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 583 10,697 SH   DFND 3 10,697 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 436 7,804 SH   DFND 3 7,804 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,359 33,886 SH   DFND 3 33,886 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,753 94,500 SH   DFND 6 94,500 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1,224 17,578 SH   DFND 3 17,578 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 1,387 19,930 SH   DFND   19,930 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 268 5,303 SH   DFND 3 5,303 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 363 9,177 SH   DFND 3 9,177 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,053 51,880 SH   DFND 7 51,880 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 783 13,625 SH   DFND 3 13,625 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 2,144 21,700 SH   DFND 1,5 0 0 21,700
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 1,987 19,172 SH   DFND 3 19,172 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 17,917 219,513 SH   DFND 3 219,513 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 47,152 27,255,501 SH   DFND 1,5 0 0 27,255,501
VANTAGE DRILLING COMPANY ORD SHS G93205113 1,897 1,096,570 SH   DFND 6 1,096,570 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 1,111 642,174 SH   DFND 7 642,174 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 24,874 14,377,975 SH   DFND 8 0 0 14,377,975
VANTIV INC CL A 92210H105 47,029 1,683,200 SH   DFND 1,5 0 0 1,683,200
VANTIV INC CL A 92210H105 20,899 748,000 SH   DFND 8 0 0 748,000
VANTIV INC CL A 92210H105 254 9,094 SH   DFND 9 9,094 0 0
VARIAN MED SYS INC COM 92220P105 11,395 152,476 SH   DFND 1,5 0 0 152,476
VARIAN MED SYS INC COM 92220P105 2,546 34,066 SH   DFND 2 34,066 0 0
VARIAN MED SYS INC COM 92220P105 751 10,054 SH   DFND 3 10,054 0 0
VARIAN MED SYS INC COM 92220P105 1,609 21,530 SH   DFND 6 21,530 0 0
VARIAN MED SYS INC COM 92220P105 22,419 300,000 SH   DFND 8 0 0 300,000
VASCO DATA SEC INTL INC COM 92230Y104 28,799 3,650,000 SH   DFND 1,5 0 0 3,650,000
VASCULAR SOLUTIONS INC COM 92231M109 6,048 360,000 SH   DFND 8 0 0 360,000
VCA ANTECH INC COM 918194101 179,554 6,538,747 SH   DFND 1,5 0 0 6,538,747
VEECO INSTRS INC DEL COM 922417100 9,004 241,837 SH   DFND 1,5 0 0 241,837
VEECO INSTRS INC DEL COM 922417100 14,105 378,863 SH   DFND 8 0 0 378,863
VELTI PLC ST HELIER SHS G93285107 1,557 4,520,135 SH   DFND 1,5 0 0 4,520,135
VELTI PLC ST HELIER SHS G93285107 48 148,174 SH   DFND 7 148,174 0 0
VELTI PLC ST HELIER SHS G93285107 913 2,515,796 SH   DFND 8 0 0 2,515,796
VENTAS INC COM 92276F100 771,265 12,540,888 SH   DFND 1,5 286,799 0 12,254,089
VENTAS INC COM 92276F100 5,707 92,789 SH   DFND 2 92,789 0 0
VENTAS INC COM 92276F100 907 14,743 SH   DFND 3 14,743 0 0
VENTAS INC COM 92276F100 66,324 1,078,431 SH   DFND 6 1,078,431 0 0
VENTAS INC COM 92276F100 312,025 5,073,576 SH   DFND 8 0 0 5,073,576
VENTAS INC COM 92276F100 17,529 285,020 SH   DFND   285,020 0 0
VERA BRADLEY INC COM 92335C106 96,778 4,707,092 SH   DFND 1,5 0 0 4,707,092
VERA BRADLEY INC COM 92335C106 24,788 1,205,619 SH   DFND 6 1,048,919 0 156,700
VERA BRADLEY INC COM 92335C106 773 37,600 SH   DFND 7 36,600 0 1,000
VERA BRADLEY INC COM 92335C106 2,889 140,500 SH   DFND   140,500 0 0
VERASTEM INC COM 92337C104 1,537 123,591 SH   DFND 1,5 0 0 123,591
VERASTEM INC COM 92337C104 12,316 990,032 SH   DFND 8 0 0 990,032
VERIFONE SYS INC COM 92342Y109 42,399 1,854,728 SH   DFND 1,5 0 0 1,854,728
VERIFONE SYS INC COM 92342Y109 5,838 255,378 SH   DFND 8 0 0 255,378
VERINT SYS INC COM 92343X100 63,485 1,713,040 SH   DFND 1,5 0 0 1,713,040
VERISIGN INC COM 92343E102 45,030 884,846 SH   DFND 1,5 0 0 884,846
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 15,650 10,000,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,173 42,709 SH   DFND 2 42,709 0 0
VERISIGN INC COM 92343E102 651 12,787 SH   DFND 3 12,787 0 0
VERISIGN INC COM 92343E102 1,807 35,510 SH   DFND 6 35,510 0 0
VERISIGN INC COM 92343E102 290 5,704 SH   DFND 8 0 0 5,704
VERISK ANALYTICS INC CL A 92345Y106 882,420 13,584,057 SH   DFND 1,5 0 0 13,584,057
VERISK ANALYTICS INC CL A 92345Y106 492 7,570 SH   DFND 6 7,570 0 0
VERISK ANALYTICS INC CL A 92345Y106 27,421 422,116 SH   DFND 8 0 0 422,116
VERIZON COMMUNICATIONS INC COM 92343V104 1,249,193 26,772,241 SH   DFND 1,5 296,855 0 26,475,386
VERIZON COMMUNICATIONS INC COM 92343V104 42,252 905,540 SH   DFND 2 905,540 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,270 198,662 SH   DFND 3 198,662 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 50,686 1,086,290 SH   DFND 6 585,250 0 501,040
VERIZON COMMUNICATIONS INC COM 92343V104 53,492 1,146,430 SH   DFND 7 740,110 0 406,320
VERIZON COMMUNICATIONS INC COM 92343V104 178,484 3,825,205 SH   DFND 8 0 0 3,825,205
VERIZON COMMUNICATIONS INC COM 92343V104 10,912 233,857 SH   DFND   233,857 0 0
VERMILION ENERGY INC COM 923725105 27,572 501,600 SH   DFND 1,5 0 0 501,600
VERMILION ENERGY INC COM 923725105 15,567 283,200 SH   DFND 6 141,200 0 142,000
VERMILION ENERGY INC COM 923725105 79,209 1,441,000 SH   DFND 7 1,419,600 0 21,400
VERMILION ENERGY INC COM 923725105 96,079 1,747,900 SH   DFND   1,635,100 0 112,800
VERTEX PHARMACEUTICALS INC COM 92532F100 422,948 5,578,320 SH   DFND 1,5 0 0 5,578,320
VERTEX PHARMACEUTICALS INC COM 92532F100 5,586 73,671 SH   DFND 2 73,671 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 445 5,869 SH   DFND 3 5,869 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 955 12,600 SH   DFND 6 12,600 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 240,390 3,170,539 SH   DFND 8 0 0 3,170,539
VERTEX PHARMACEUTICALS INC COM 92532F100 14,196 187,231 SH   DFND 9 187,231 0 0
VIACOM INC NEW CL B 92553P201 331,384 3,964,875 SH   DFND 1,5 13,725 0 3,951,150
VIACOM INC NEW CL A 92553P102 15,052 179,600 SH   DFND 1,5 0 0 179,600
VIACOM INC NEW CL B 92553P201 11,479 137,338 SH   DFND 2 137,338 0 0
VIACOM INC NEW CL B 92553P201 4,215 50,429 SH   DFND 3 50,429 0 0
VIACOM INC NEW CL B 92553P201 113,591 1,359,065 SH   DFND 6 704,160 0 654,905
VIACOM INC NEW CL B 92553P201 187,984 2,249,151 SH   DFND 7 1,770,071 0 479,080
VIACOM INC NEW CL B 92553P201 70,834 847,500 SH   DFND 8 0 0 847,500
VIACOM INC NEW CL B 92553P201 5,964 71,360 SH   DFND   71,360 0 0
VIASAT INC COM 92552V100 161,506 2,533,429 SH   DFND 1,5 0 0 2,533,429
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 22,138 1,532,029 SH   DFND 1,5 0 0 1,532,029
VICAL INC COM 925602104 372 297,530 SH   DFND 1,5 0 0 297,530
VICAL INC COM 925602104 8,834 7,067,107 SH   DFND 8 0 0 7,067,107
VIEWPOINT FINL GROUP INC MD COM 92672A101 6,778 327,900 SH   DFND 8 0 0 327,900
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 6,538 115,100 SH   DFND 1,5 0 0 115,100
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 14,183 6,620,000 PRN   DFND 1,5 0 0 0
VIROPHARMA INC COM 928241108 277,475 7,060,437 SH   DFND 1,5 0 0 7,060,437
VIROPHARMA INC COM 928241108 1,355 34,490 SH   DFND 6 34,490 0 0
VIROPHARMA INC COM 928241108 87,631 2,229,800 SH   DFND 8 0 0 2,229,800
VIRTUS INVT PARTNERS INC COM 92828Q109 89,809 552,196 SH   DFND 1,5 0 0 552,196
VIRTUS INVT PARTNERS INC COM 92828Q109 4,987 30,660 SH   DFND 6 30,660 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 16,264 100,000 SH   DFND 8 0 0 100,000
VIRTUSA CORP COM 92827P102 3,700 127,307 SH   DFND 1,5 0 0 127,307
VIRTUSA CORP COM 92827P102 19,925 685,651 SH   DFND 6 685,651 0 0
VIRTUSA CORP COM 92827P102 8,566 294,770 SH   DFND 7 294,770 0 0
VIRTUSA CORP COM 92827P102 37,168 1,279,008 SH   DFND 8 0 0 1,279,008
VISA INC COM CL A 92826C839 5,242,562 27,433,603 SH   DFND 1,5 18,980 0 27,414,623
VISA INC COM CL A 92826C839 31,215 163,345 SH   DFND 2 163,345 0 0
VISA INC COM CL A 92826C839 10,123 52,975 SH   DFND 3 52,975 0 0
VISA INC COM CL A 92826C839 35,448 185,493 SH   DFND 6 80,493 0 105,000
VISA INC COM CL A 92826C839 37,045 193,852 SH   DFND 7 170,652 0 23,200
VISA INC COM CL A 92826C839 359,382 1,880,595 SH   DFND 8 0 0 1,880,595
VISA INC COM CL A 92826C839 34,415 180,089 SH   DFND 9 180,089 0 0
VISAPRINT NV SHS N93540107 343 6,060 SH   DFND   6,060 0 0
VISTEON CORP COM NEW 92839U206 8,948 118,300 SH   DFND 1,5 0 0 118,300
VISTEON CORP COM NEW 92839U206 6,550 86,600 SH   DFND 8 0 0 86,600
VITAMIN SHOPPE INC COM 92849E101 41,128 940,067 SH   DFND 1,5 0 0 940,067
VITAMIN SHOPPE INC COM 92849E101 11,629 265,799 SH   DFND 6 265,799 0 0
VITAMIN SHOPPE INC COM 92849E101 8,091 184,933 SH   DFND 8 0 0 184,933
VITRAN CORP INC COM 92850E107 3,362 683,894 SH   DFND 1,5 0 0 683,894
VITRAN CORP INC COM 92850E107 4,784 985,517 SH   DFND   985,517 0 0
VMWARE INC CL A COM 928563402 137,929 1,704,933 SH   DFND 1,5 0 0 1,704,933
VMWARE INC CL A COM 928563402 504 6,230 SH   DFND 3 6,230 0 0
VMWARE INC CL A COM 928563402 1,261 15,590 SH   DFND 6 15,590 0 0
VMWARE INC CL A COM 928563402 11,925 147,400 SH   DFND 8 0 0 147,400
VOCERA COMMUNICATIONS INC COM 92857F107 1,034 55,600 SH   DFND 8 0 0 55,600
VOCUS INC COM 92858J108 3,260 350,142 SH   DFND 1,5 0 0 350,142
VOCUS INC COM 92858J108 4,790 514,458 SH   DFND 8 0 0 514,458
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 999,221 28,403,088 SH   DFND 1,5 65,894 0 28,337,194
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,385 39,382 SH   DFND 3 39,382 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 947 26,930 SH   DFND 6 26,930 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 40,477 1,150,558 SH   DFND 8 0 0 1,150,558
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 34,301 975,011 SH   DFND   975,011 0 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 6,218 6,000,000 PRN   DFND 1,5 0 0 0
VOLCANO CORPORATION COM 928645100 30,130 1,259,620 SH   DFND 1,5 0 0 1,259,620
VOLCANO CORPORATION COM 928645100 392 16,370 SH   DFND 6 16,370 0 0
VOLCANO CORPORATION COM 928645100 68,726 2,873,180 SH   DFND 8 0 0 2,873,180
VONAGE HLDGS CORP COM 92886T201 2,453 781,329 SH   DFND 1,5 0 0 781,329
VONAGE HLDGS CORP COM 92886T201 3,779 1,203,571 SH   DFND 8 0 0 1,203,571
VORNADO RLTY TR SH BEN INT 929042109 61,539 732,089 SH   DFND 1,5 19,199 0 712,890
VORNADO RLTY TR SH BEN INT 929042109 4,626 55,029 SH   DFND 2 55,029 0 0
VORNADO RLTY TR SH BEN INT 929042109 554 6,594 SH   DFND 3 6,594 0 0
VORNADO RLTY TR SH BEN INT 929042109 4,378 52,082 SH   DFND 6 52,082 0 0
VORNADO RLTY TR SH BEN INT 929042109 48,528 577,297 SH   DFND 8 0 0 577,297
VSE CORP COM 918284100 30,097 641,040 SH   DFND 1,5 0 0 641,040
VULCAN MATLS CO COM 929160109 374,670 7,231,624 SH   DFND 1,5 0 0 7,231,624
VULCAN MATLS CO COM 929160109 2,131 41,125 SH   DFND 2 41,125 0 0
VULCAN MATLS CO COM 929160109 10,113 195,200 SH   DFND 6 35,900 0 159,300
VULCAN MATLS CO COM 929160109 9,152 176,649 SH   DFND 7 141,349 0 35,300
VULCAN MATLS CO COM 929160109 69,558 1,342,567 SH   DFND 8 0 0 1,342,567
W & T OFFSHORE INC COM 92922P106 115,180 6,500,000 SH   DFND 1,5 0 0 6,500,000
W P CAREY INC COM 92936U109 87,917 1,358,846 SH   DFND 1,5 18,376 0 1,340,470
W P CAREY INC COM 92936U109 15,335 237,016 SH   DFND 6 237,016 0 0
WABCO HLDGS INC COM 92927K102 7,770 92,218 SH   DFND 1,5 0 0 92,218
WABCO HLDGS INC COM 92927K102 465 5,520 SH   DFND 6 3,660 0 1,860
WABCO HLDGS INC COM 92927K102 4,221 50,100 SH   DFND 8 0 0 50,100
WABCO HLDGS INC COM 92927K102 522 6,199 SH   DFND 9 6,199 0 0
WABTEC CORP COM 929740108 150,920 2,400,516 SH   DFND 1,5 200 0 2,400,316
WABTEC CORP COM 929740108 386 6,140 SH   DFND 6 4,070 0 2,070
WABTEC CORP COM 929740108 42,413 674,610 SH   DFND 8 0 0 674,610
WABTEC CORP COM 929740108 294 4,680 SH   DFND 9 4,680 0 0
WADDELL & REED FINL INC CL A 930059100 276,810 5,377,046 SH   DFND 1,5 0 0 5,377,046
WAGEWORKS INC COM 930427109 23,333 462,503 SH   DFND 1,5 0 0 462,503
WAL-MART STORES INC COM 931142103 1,346,305 18,203,151 SH   DFND 1,5 82,792 0 18,120,359
WAL-MART STORES INC COM 931142103 38,095 515,078 SH   DFND 2 515,078 0 0
WAL-MART STORES INC COM 931142103 8,923 120,645 SH   DFND 3 120,645 0 0
WAL-MART STORES INC COM 931142103 14,372 194,320 SH   DFND 6 142,790 0 51,530
WAL-MART STORES INC COM 931142103 24,325 328,900 SH   DFND 7 311,140 0 17,760
WAL-MART STORES INC COM 931142103 82,295 1,112,698 SH   DFND 8 0 0 1,112,698
WAL-MART STORES INC COM 931142103 6,435 87,012 SH   DFND   87,012 0 0
WALGREEN CO COM 931422109 1,282,675 23,841,536 SH   DFND 1,5 342,844 0 23,498,692
WALGREEN CO COM 931422109 14,801 275,114 SH   DFND 2 275,114 0 0
WALGREEN CO COM 931422109 4,508 83,799 SH   DFND 3 83,799 0 0
WALGREEN CO COM 931422109 8,654 160,860 SH   DFND 6 160,860 0 0
WALGREEN CO COM 931422109 4,558 84,719 SH   DFND 7 84,719 0 0
WALGREEN CO COM 931422109 31,501 585,518 SH   DFND 8 0 0 585,518
WALKER & DUNLOP INC COM 93148P102 3,983 250,327 SH   DFND 8 0 0 250,327
WALTER ENERGY INC COM 93317Q105 21,982 1,566,801 SH   DFND 1,5 0 0 1,566,801
WALTER ENERGY INC COM 93317Q105 1,910 136,152 SH   DFND 6 58,152 0 78,000
WALTER ENERGY INC COM 93317Q105 772 55,000 SH   DFND 7 54,200 0 800
WALTER ENERGY INC COM 93317Q105 958 68,300 SH   DFND   68,300 0 0
WALTER INVT MGMT CORP COM 93317W102 46,896 1,186,048 SH   DFND 6 1,109,058 0 76,990
WALTER INVT MGMT CORP COM 93317W102 8,593 217,335 SH   DFND 7 188,535 0 28,800
WALTER INVT MGMT CORP COM 93317W102 1,150 29,083 SH   DFND   29,083 0 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 636,879 27,872,146 SH   DFND 1,5 125,207 0 27,746,939
WARNER CHILCOTT PLC IRELAND SHS A G94368100 57,681 2,524,330 SH   DFND 6 1,821,630 0 702,700
WARNER CHILCOTT PLC IRELAND SHS A G94368100 31,121 1,361,991 SH   DFND 7 1,162,891 0 199,100
WARNER CHILCOTT PLC IRELAND SHS A G94368100 112,303 4,914,800 SH   DFND 8 0 0 4,914,800
WARNER CHILCOTT PLC IRELAND SHS A G94368100 556 24,344 SH   DFND   24,344 0 0
WASHINGTON FED INC COM 938824109 206,812 10,000,590 SH   DFND 1,5 0 0 10,000,590
WASHINGTON FED INC COM 938824109 1,909 92,300 SH   DFND 8 0 0 92,300
WASHINGTON POST CO CL B 939640108 51,280 83,880 SH   DFND 1,5 0 0 83,880
WASHINGTON POST CO CL B 939640108 847 1,385 SH   DFND 2 1,385 0 0
WASHINGTON POST CO CL B 939640108 1,406 2,300 SH   DFND 3 2,300 0 0
WASHINGTON POST CO CL B 939640108 6,908 11,300 SH   DFND 8 0 0 11,300
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 13,456 532,500 SH   DFND 1,5 0 0 532,500
WASTE CONNECTIONS INC COM 941053100 55,592 1,224,219 SH   DFND 1,5 0 0 1,224,219
WASTE CONNECTIONS INC COM 941053100 25,170 554,286 SH   DFND 8 0 0 554,286
WASTE MGMT INC DEL COM 94106L109 95,638 2,319,062 SH   DFND 1,5 0 0 2,319,062
WASTE MGMT INC DEL COM 94106L109 5,689 137,956 SH   DFND 2 137,956 0 0
WASTE MGMT INC DEL COM 94106L109 1,037 25,140 SH   DFND 3 25,140 0 0
WASTE MGMT INC DEL COM 94106L109 1,095 26,555 SH   DFND 7 26,555 0 0
WATERS CORP COM 941848103 195,355 1,839,331 SH   DFND 1,5 0 0 1,839,331
WATERS CORP COM 941848103 2,864 26,966 SH   DFND 2 26,966 0 0
WATERS CORP COM 941848103 405 3,810 SH   DFND 3 3,810 0 0
WATSCO INC COM 942622200 149,906 1,590,174 SH   DFND 1,5 5,712 0 1,584,462
WATSCO INC COM 942622200 813 8,626 SH   DFND 7 8,626 0 0
WATSCO INC COM 942622200 22,333 236,900 SH   DFND 8 0 0 236,900
WATTS WATER TECHNOLOGIES INC CL A 942749102 11,123 197,317 SH   DFND 1,5 0 0 197,317
WATTS WATER TECHNOLOGIES INC CL A 942749102 14,332 254,250 SH   DFND 6 155,270 0 98,980
WATTS WATER TECHNOLOGIES INC CL A 942749102 5,640 100,057 SH   DFND 7 76,583 0 23,474
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 37,668 2,457,166 SH   DFND 8 0 0 2,457,166
WEB COM GROUP INC COM 94733A104 100,683 3,113,270 SH   DFND 1,5 0 0 3,113,270
WEB COM GROUP INC COM 94733A104 49,178 1,520,670 SH   DFND 6 1,362,570 0 158,100
WEB COM GROUP INC COM 94733A104 3,179 98,300 SH   DFND 7 95,600 0 2,700
WEB COM GROUP INC COM 94733A104 84,823 2,622,843 SH   DFND 8 0 0 2,622,843
WEB COM GROUP INC COM 94733A104 3,611 111,645 SH   DFND   111,645 0 0
WEBMD HEALTH CORP COM 94770V102 10,954 383,013 SH   DFND 1,5 0 0 383,013
WEBMD HEALTH CORP COM 94770V102 227 7,939 SH   DFND 6 7,939 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 69,135 1,850,000 SH   DFND 1,5 0 0 1,850,000
WEIGHT WATCHERS INTL INC NEW COM 948626106 441 11,800 SH   DFND 8 0 0 11,800
WELLCARE HEALTH PLANS INC COM 94946T106 85,432 1,225,000 SH   DFND 1,5 0 0 1,225,000
WELLPOINT INC COM 94973V107 774,769 9,266,466 SH   DFND 1,5 1,812,853 0 7,453,613
WELLPOINT INC COM 94973V107 7,910 94,603 SH   DFND 2 94,603 0 0
WELLPOINT INC COM 94973V107 1,174 14,039 SH   DFND 3 14,039 0 0
WELLPOINT INC COM 94973V107 31,409 375,665 SH   DFND 6 222,520 0 153,145
WELLPOINT INC COM 94973V107 51,109 611,274 SH   DFND 7 539,460 0 71,814
WELLPOINT INC COM 94973V107 8,587 102,700 SH   DFND 8 0 0 102,700
WELLPOINT INC COM 94973V107 2,640 31,580 SH   DFND   31,580 0 0
WELLS FARGO & CO NEW COM 949746101 3,318,175 80,304,331 SH   DFND 1,5 1,550,634 0 78,753,697
WELLS FARGO & CO NEW COM 949746101 3,318,175 80,304,330 SH   DFND 1,5 0 0 80,304,330
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 145,880 128,245 SH   DFND 1,5 6,910 0 121,335
WELLS FARGO & CO NEW COM 949746101 63,179 1,529,008 SH   DFND 2 1,529,008 0 0
WELLS FARGO & CO NEW COM 949746101 16,985 411,057 SH   DFND 3 411,057 0 0
WELLS FARGO & CO NEW COM 949746101 141,045 3,413,472 SH   DFND 6 1,808,450 0 1,605,022
WELLS FARGO & CO NEW COM 949746101 139,404 3,373,754 SH   DFND 7 2,897,014 0 476,740
WELLS FARGO & CO NEW COM 949746101 117,540 2,844,637 SH   DFND 8 0 0 2,844,637
WELLS FARGO & CO NEW COM 949746101 88,210 2,134,811 SH   DFND 9 2,134,811 0 0
WELLS FARGO & CO NEW COM 949746101 25,920 627,294 SH   DFND   627,294 0 0
WENDYS CO COM 95058W100 7,695 907,400 SH   DFND 1,5 0 0 907,400
WESCO INTL INC COM 95082P105 359,272 4,694,521 SH   DFND 1,5 0 0 4,694,521
WESCO INTL INC COM 95082P105 66,201 865,029 SH   DFND 6 766,409 0 98,620
WESCO INTL INC COM 95082P105 17,570 229,580 SH   DFND 7 221,620 0 7,960
WESCO INTL INC COM 95082P105 32,543 425,234 SH   DFND 8 0 0 425,234
WESCO INTL INC COM 95082P105 623 8,136 SH   DFND 9 8,136 0 0
WESCO INTL INC COM 95082P105 19,968 260,921 SH   DFND   260,921 0 0
WEST CORP COM 952355204 124,851 5,631,531 SH   DFND 1,5 0 0 5,631,531
WEST CORP COM 952355204 6,979 314,790 SH   DFND 6 314,790 0 0
WEST CORP COM 952355204 346 15,600 SH   DFND 7 15,600 0 0
WEST CORP COM 952355204 5,079 229,100 SH   DFND 8 0 0 229,100
WEST PHARMACEUTICAL SVSC INC COM 955306105 17,280 419,924 SH   DFND 1,5 0 0 419,924
WEST PHARMACEUTICAL SVSC INC COM 955306105 14,796 359,573 SH   DFND 8 0 0 359,573
WESTERN ALLIANCE BANCORP COM 957638109 13,339 704,643 SH   DFND 6 704,643 0 0
WESTERN DIGITAL CORP COM 958102105 67,268 1,061,003 SH   DFND 1,5 200 0 1,060,803
WESTERN DIGITAL CORP COM 958102105 4,232 66,745 SH   DFND 2 66,745 0 0
WESTERN DIGITAL CORP COM 958102105 680 10,725 SH   DFND 3 10,725 0 0
WESTERN DIGITAL CORP COM 958102105 869 13,700 SH   DFND 6 0 0 13,700
WESTERN DIGITAL CORP COM 958102105 1,302 20,536 SH   DFND 7 20,536 0 0
WESTERN DIGITAL CORP COM 958102105 23,793 375,284 SH   DFND 8 0 0 375,284
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 15,939 428,572 SH   DFND 1,5 0 0 428,572
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 25,660 426,746 SH   DFND 1,5 0 0 426,746
WESTERN REFNG INC COM 959319104 35,985 1,197,900 SH   DFND 1,5 0 0 1,197,900
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 22,838 7,295,000 PRN   DFND 1,5 0 0 0
WESTERN REFNG INC COM 959319104 3,335 111,010 SH   DFND 6 111,010 0 0
WESTERN REFNG INC COM 959319104 10,081 335,589 SH   DFND 7 335,589 0 0
WESTERN REFNG INC COM 959319104 9,691 322,618 SH   DFND   322,618 0 0
WESTERN UN CO COM 959802109 590,634 31,652,393 SH   DFND 1,5 0 0 31,652,393
WESTERN UN CO COM 959802109 3,259 174,655 SH   DFND 2 174,655 0 0
WESTERN UN CO COM 959802109 1,805 96,747 SH   DFND 3 96,747 0 0
WESTERN UN CO COM 959802109 1,357 72,705 SH   DFND 6 72,705 0 0
WESTERN UN CO COM 959802109 31,777 1,702,931 SH   DFND 8 0 0 1,702,931
WESTERN UN CO COM 959802109 13,062 700,001 SH   DFND   700,001 0 0
WESTLAKE CHEM CORP COM 960413102 7,242 69,200 SH   DFND 1,5 0 0 69,200
WESTPORT INNOVATIONS INC COM NEW 960908309 22,996 950,623 SH   DFND 9 950,623 0 0
WEX INC COM 96208T104 106,060 1,208,657 SH   DFND 1,5 0 0 1,208,657
WEX INC COM 96208T104 23,266 265,143 SH   DFND 8 0 0 265,143
WEYERHAEUSER CO COM 962166104 82,127 2,868,547 SH   DFND 1,5 22,337 0 2,846,210
WEYERHAEUSER CO PREF CONV SER A 962166872 65,026 1,235,300 SH   DFND 1,5 383,800 0 851,500
WEYERHAEUSER CO COM 962166104 5,291 184,805 SH   DFND 2 184,805 0 0
WEYERHAEUSER CO COM 962166104 392 13,694 SH   DFND 3 13,694 0 0
WEYERHAEUSER CO COM 962166104 8,142 284,389 SH   DFND 6 284,389 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,232 23,400 SH   DFND 6 0 0 23,400
WEYERHAEUSER CO COM 962166104 11,427 399,119 SH   DFND 7 399,119 0 0
WEYERHAEUSER CO COM 962166104 7,406 258,663 SH   DFND 8 0 0 258,663
WEYERHAEUSER CO COM 962166104 401 14,000 SH   DFND 9 14,000 0 0
WHIRLPOOL CORP COM 963320106 536,514 3,663,714 SH   DFND 1,5 0 0 3,663,714
WHIRLPOOL CORP COM 963320106 3,673 25,085 SH   DFND 2 25,085 0 0
WHIRLPOOL CORP COM 963320106 424 2,894 SH   DFND 3 2,894 0 0
WHIRLPOOL CORP COM 963320106 1,128 7,700 SH   DFND 6 7,700 0 0
WHIRLPOOL CORP COM 963320106 1,392 9,504 SH   DFND 7 9,504 0 0
WHITESTONE REIT COM 966084204 2,501 169,805 SH   DFND 1,5 0 0 169,805
WHITEWAVE FOODS CO COM CL A 966244105 163,678 8,196,200 SH   DFND 1,5 0 0 8,196,200
WHITEWAVE FOODS CO COM CL A 966244105 8,182 409,730 SH   DFND 6 409,730 0 0
WHITING PETE CORP NEW COM 966387102 167,574 2,799,907 SH   DFND 1,5 0 0 2,799,907
WHITING PETE CORP NEW COM 966387102 3,272 54,670 SH   DFND 6 9,070 0 45,600
WHITING PETE CORP NEW COM 966387102 30,326 506,700 SH   DFND 8 0 0 506,700
WHITING PETE CORP NEW COM 966387102 27,812 464,700 SH   DFND   464,700 0 0
WHOLE FOODS MKT INC COM 966837106 505,540 8,641,708 SH   DFND 1,5 19,940 0 8,621,768
WHOLE FOODS MKT INC COM 966837106 6,896 117,879 SH   DFND 2 117,879 0 0
WHOLE FOODS MKT INC COM 966837106 1,295 22,145 SH   DFND 3 22,145 0 0
WHOLE FOODS MKT INC COM 966837106 1,819 31,100 SH   DFND 6 31,100 0 0
WHOLE FOODS MKT INC COM 966837106 9,041 154,540 SH   DFND   154,540 0 0
WI-LAN INC COM 928972108 2,381 614,600 SH   DFND 8 0 0 614,600
WILEY JOHN & SONS INC CL A 968223206 5,275 110,600 SH   DFND 1,5 0 0 110,600
WILLIAMS COS INC DEL COM 969457100 903,288 24,842,913 SH   DFND 1,5 439,664 0 24,403,249
WILLIAMS COS INC DEL COM 969457100 7,861 216,190 SH   DFND 2 216,190 0 0
WILLIAMS COS INC DEL COM 969457100 2,060 56,655 SH   DFND 3 56,655 0 0
WILLIAMS COS INC DEL COM 969457100 35,400 973,584 SH   DFND 6 483,834 0 489,750
WILLIAMS COS INC DEL COM 969457100 53,421 1,469,217 SH   DFND 7 975,277 0 493,940
WILLIAMS COS INC DEL COM 969457100 131,432 3,614,748 SH   DFND 8 0 0 3,614,748
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 32,526 615,100 SH   DFND 1,5 0 0 615,100
WILLIAMS SONOMA INC COM 969904101 52,721 938,104 SH   DFND 1,5 0 0 938,104
WILLIAMS SONOMA INC COM 969904101 9,310 165,656 SH   DFND 8 0 0 165,656
WILSHIRE BANCORP INC COM 97186T108 2,632 321,700 SH   DFND 8 0 0 321,700
WINDSTREAM HLDGS INC COM 97382A101 1,831 228,872 SH   DFND 1,5 0 0 228,872
WINDSTREAM HLDGS INC COM 97382A101 1,501 187,590 SH   DFND 2 187,590 0 0
WINDSTREAM HLDGS INC COM 97382A101 330 41,188 SH   DFND 3 41,188 0 0
WINDSTREAM HLDGS INC COM 97382A101 2,892 361,482 SH   DFND 8 0 0 361,482
WINNEBAGO INDS INC COM 974637100 10,054 387,276 SH   DFND 1,5 0 0 387,276
WIRELESS TELECOM GROUP INC COM 976524108 2,626 1,300,000 SH   DFND 1,5 0 0 1,300,000
WISCONSIN ENERGY CORP COM 976657106 2,909 72,043 SH   DFND 2 72,043 0 0
WISCONSIN ENERGY CORP COM 976657106 750 18,568 SH   DFND 3 18,568 0 0
WISDOMTREE INVTS INC COM 97717P104 20,303 1,748,782 SH   DFND 1,5 0 0 1,748,782
WISDOMTREE TR EM LCL DEBT FD 97717X867 7,829 166,300 SH   DFND 1,5 0 0 166,300
WISDOMTREE TR JAPN HEDGE EQT 97717W851 118,959 2,481,930 SH   DFND 1,5 332,330 0 2,149,600
WISDOMTREE TR INDIA ERNGS FD 97717W422 1,612 105,200 SH   DFND 1,5 105,200 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 57,528 1,200,244 SH   DFND 3 1,200,244 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 1,278 26,659 SH   DFND 7 26,659 0 0
WISDOMTREE TR ASIA LC DBT FD 97717X842 243 5,000 SH   DFND   5,000 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 46,937 2,211,900 SH   DFND 1,5 0 0 2,211,900
WNS HOLDINGS LTD SPON ADR 92932M101 36,901 1,738,996 SH   DFND 6 1,738,996 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 77,633 3,658,483 SH   DFND 8 0 0 3,658,483
WOLVERINE WORLD WIDE INC COM 978097103 80,059 1,374,877 SH   DFND 1,5 0 0 1,374,877
WOLVERINE WORLD WIDE INC COM 978097103 245 4,200 SH   DFND 6 4,200 0 0
WOLVERINE WORLD WIDE INC COM 978097103 13,330 228,923 SH   DFND 8 0 0 228,923
WOODWARD INC COM 980745103 13,323 326,300 SH   DFND 1,5 0 0 326,300
WOODWARD INC COM 980745103 283 6,920 SH   DFND 3 6,920 0 0
WORKDAY INC CL A 98138H101 821,090 10,145,681 SH   DFND 1,5 0 0 10,145,681
WORKDAY INC CL A 98138H101 971 12,000 SH   DFND 6 12,000 0 0
WORKDAY INC CL A 98138H101 6,248 77,200 SH   DFND 7 77,200 0 0
WORKDAY INC CL A 98138H101 7,215 89,149 SH   DFND 8 0 0 89,149
WORKDAY INC CL A 98138H101 405 5,000 SH   DFND 9 5,000 0 0
WORKDAY INC CL A 98138H101 17,166 212,110 SH   DFND   212,110 0 0
WORLD ACCEP CORP DEL COM 981419104 95,756 1,064,900 SH   DFND 1,5 0 0 1,064,900
WORLD ACCEP CORP DEL COM 981419104 17,662 196,420 SH   DFND 6 196,420 0 0
WORLD FUEL SVCS CORP COM 981475106 259,716 6,961,022 SH   DFND 1,5 0 0 6,961,022
WORLD FUEL SVCS CORP COM 981475106 45,320 1,214,696 SH   DFND 6 1,214,696 0 0
WORLD FUEL SVCS CORP COM 981475106 19,706 528,170 SH   DFND 7 507,290 0 20,880
WORTHINGTON INDS INC COM 981811102 31,236 907,219 SH   DFND 1,5 0 0 907,219
WPX ENERGY INC COM 98212B103 56,180 2,916,927 SH   DFND 1,5 0 0 2,916,927
WPX ENERGY INC COM 98212B103 1,223 63,474 SH   DFND 2 63,474 0 0
WPX ENERGY INC COM 98212B103 266 13,798 SH   DFND 3 13,798 0 0
WRIGHT MED GROUP INC COM 98235T107 18,256 700,000 SH   DFND 8 0 0 700,000
WSFS FINL CORP COM 929328102 24,927 413,722 SH   DFND 1,5 0 0 413,722
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 11,090 404,749 SH   DFND 1,5 77,800 0 326,949
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 50,843 1,855,594 SH   DFND 4 1,855,594 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 5,358 195,551 SH   DFND 8 0 0 195,551
WYNDHAM WORLDWIDE CORP COM 98310W108 319,821 5,245,554 SH   DFND 1,5 0 0 5,245,554
WYNDHAM WORLDWIDE CORP COM 98310W108 2,565 42,073 SH   DFND 2 42,073 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 423 6,933 SH   DFND 3 6,933 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 27,858 456,910 SH   DFND 6 276,290 0 180,620
WYNDHAM WORLDWIDE CORP COM 98310W108 23,365 383,218 SH   DFND 7 342,318 0 40,900
WYNDHAM WORLDWIDE CORP COM 98310W108 38,419 630,135 SH   DFND 8 0 0 630,135
WYNDHAM WORLDWIDE CORP COM 98310W108 707 11,594 SH   DFND   11,594 0 0
WYNN RESORTS LTD COM 983134107 276,978 1,752,913 SH   DFND 1,5 0 0 1,752,913
WYNN RESORTS LTD COM 983134107 4,044 25,594 SH   DFND 2 25,594 0 0
WYNN RESORTS LTD COM 983134107 1,281 8,105 SH   DFND 3 8,105 0 0
WYNN RESORTS LTD COM 983134107 528 3,339 SH   DFND 6 3,339 0 0
WYNN RESORTS LTD COM 983134107 1,485 9,400 SH   DFND 8 0 0 9,400
XCEL ENERGY INC COM 98389B100 121,222 4,390,500 SH   DFND 1,5 95,900 0 4,294,600
XCEL ENERGY INC COM 98389B100 4,347 157,452 SH   DFND 2 157,452 0 0
XCEL ENERGY INC COM 98389B100 793 28,712 SH   DFND 3 28,712 0 0
XCEL ENERGY INC COM 98389B100 472 17,100 SH   DFND 6 17,100 0 0
XENOPORT INC COM 98411C100 4,141 729,107 SH   DFND 1,5 0 0 729,107
XENOPORT INC COM 98411C100 164 28,800 SH   DFND 6 28,800 0 0
XENOPORT INC COM 98411C100 953 167,700 SH   DFND 8 0 0 167,700
XEROX CORP COM 984121103 318,430 30,945,600 SH   DFND 1,5 0 0 30,945,600
XEROX CORP COM 984121103 3,773 366,621 SH   DFND 2 366,621 0 0
XEROX CORP COM 984121103 499 48,488 SH   DFND 3 48,488 0 0
XEROX CORP COM 984121103 5,077 493,430 SH   DFND 6 455,030 0 38,400
XEROX CORP COM 984121103 3,452 335,471 SH   DFND 7 311,451 0 24,020
XILINX INC SDCV 3.125% 3/1 983919AD3 16,138 10,000,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 217,346 4,638,205 SH   DFND 1,5 0 0 4,638,205
XILINX INC COM 983919101 3,949 84,268 SH   DFND 2 84,268 0 0
XILINX INC COM 983919101 871 18,591 SH   DFND 3 18,591 0 0
XILINX INC COM 983919101 2,833 60,450 SH   DFND 6 60,450 0 0
XILINX INC COM 983919101 28,606 610,462 SH   DFND 8 0 0 610,462
XL GROUP PLC SHS G98290102 53,653 1,740,842 SH   DFND 1,5 0 0 1,740,842
XL GROUP PLC SHS G98290102 2,791 90,562 SH   DFND 2 90,562 0 0
XL GROUP PLC SHS G98290102 556 18,031 SH   DFND 3 18,031 0 0
XL GROUP PLC SHS G98290102 4,077 132,300 SH   DFND 8 0 0 132,300
XO GROUP INC COM 983772104 278 21,500 SH   DFND 8 0 0 21,500
XOMA CORP DEL COM 98419J107 22,455 5,012,261 SH   DFND 1,5 0 0 5,012,261
XOMA CORP DEL COM 98419J107 18,616 4,155,340 SH   DFND   4,155,340 0 0
XOOM CORP COM 98419Q101 4,820 151,530 SH   DFND 1,5 0 0 151,530
XOOM CORP COM 98419Q101 303 9,524 SH   DFND 4 9,524 0 0
XOOM CORP COM 98419Q101 6,311 198,401 SH   DFND 8 0 0 198,401
XOOM CORP COM 98419Q101 22,968 722,051 SH   DFND 9 722,051 0 0
XPO LOGISTICS INC COM 983793100 8,247 380,558 SH   DFND 1,5 0 0 380,558
XPO LOGISTICS INC COM 983793100 700 32,300 SH   DFND   32,300 0 0
XUEDA ED GROUP SPONSORED ADR 98418W109 12,092 2,865,500 SH   DFND 1,5 0 0 2,865,500
XUEDA ED GROUP SPONSORED ADR 98418W109 481 114,000 SH   DFND 7 114,000 0 0
XYLEM INC COM 98419M100 41,969 1,502,650 SH   DFND 1,5 0 0 1,502,650
XYLEM INC COM 98419M100 1,638 58,633 SH   DFND 2 58,633 0 0
XYLEM INC COM 98419M100 208 7,450 SH   DFND 6 7,450 0 0
XYLEM INC COM 98419M100 1,265 45,300 SH   DFND 8 0 0 45,300
XYRATEX LTD COM G98268108 8,069 725,000 SH   DFND 1,5 0 0 725,000
XYRATEX LTD COM G98268108 1,042 93,613 SH   DFND 8 0 0 93,613
YAHOO INC COM 984332106 2,488,168 75,035,238 SH   DFND 1,5 0 0 75,035,238
YAHOO INC COM 984332106 9,957 300,270 SH   DFND 2 300,270 0 0
YAHOO INC COM 984332106 4,467 134,704 SH   DFND 3 134,704 0 0
YAHOO INC COM 984332106 2,643 79,703 SH   DFND 6 79,703 0 0
YAHOO INC COM 984332106 6,130 184,866 SH   DFND 7 184,866 0 0
YAHOO INC COM 984332106 152,889 4,610,631 SH   DFND 8 0 0 4,610,631
YAHOO INC COM 984332106 22,668 683,593 SH   DFND   683,593 0 0
YAMANA GOLD INC COM 98462Y100 11,547 1,110,521 SH   DFND 1,5 0 0 1,110,521
YAMANA GOLD INC COM 98462Y100 71,434 6,870,300 SH   DFND 8 0 0 6,870,300
YANDEX N V SHS CLASS A N97284108 97,474 2,676,375 SH   DFND 1,5 0 0 2,676,375
YANDEX N V SHS CLASS A N97284108 841 23,100 SH   DFND 6 0 0 23,100
YANDEX N V SHS CLASS A N97284108 1,460 40,100 SH   DFND 7 40,100 0 0
YANDEX N V SHS CLASS A N97284108 12,282 337,225 SH   DFND 8 0 0 337,225
YANDEX N V SHS CLASS A N97284108 3,370 92,520 SH   DFND   69,820 0 22,700
YELP INC CL A 985817105 60,120 908,434 SH   DFND 1,5 0 0 908,434
YELP INC CL A 985817105 24,306 367,266 SH   DFND 8 0 0 367,266
YELP INC CL A 985817105 30,593 462,265 SH   DFND 9 462,265 0 0
YELP INC CL A 985817105 20,227 305,630 SH   DFND   305,630 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 81,925 2,989,954 SH   DFND 1,5 99,900 0 2,890,054
YOUKU TUDOU INC SPONSORED ADR 98742U100 255 9,312 SH   DFND 8 0 0 9,312
YUM BRANDS INC COM 988498101 1,374,765 19,257,111 SH   DFND 1,5 70,170 0 19,186,941
YUM BRANDS INC COM 988498101 10,081 141,204 SH   DFND 2 141,204 0 0
YUM BRANDS INC COM 988498101 3,405 47,693 SH   DFND 3 47,693 0 0
YUM BRANDS INC COM 988498101 11,108 155,600 SH   DFND 6 90,300 0 65,300
YUM BRANDS INC COM 988498101 7,147 100,116 SH   DFND 7 86,216 0 13,900
YUM BRANDS INC COM 988498101 39,524 553,634 SH   DFND 8 0 0 553,634
ZELTIQ AESTHETICS INC COM 98933Q108 3,945 435,000 SH   DFND 1,5 0 0 435,000
ZELTIQ AESTHETICS INC COM 98933Q108 23,147 2,552,000 SH   DFND 8 0 0 2,552,000
ZILLOW INC CL A 98954A107 68,313 809,680 SH   DFND 1,5 0 0 809,680
ZILLOW INC CL A 98954A107 713 8,456 SH   DFND 8 0 0 8,456
ZILLOW INC CL A 98954A107 14,681 174,012 SH   DFND 9 174,012 0 0
ZIMMER HLDGS INC COM 98956P102 244,095 2,971,700 SH   DFND 1,5 0 0 2,971,700
ZIMMER HLDGS INC COM 98956P102 4,407 53,652 SH   DFND 2 53,652 0 0
ZIMMER HLDGS INC COM 98956P102 1,277 15,550 SH   DFND 3 15,550 0 0
ZIMMER HLDGS INC COM 98956P102 411 5,000 SH   DFND 6 5,000 0 0
ZIMMER HLDGS INC COM 98956P102 862 10,500 SH   DFND 7 10,500 0 0
ZIMMER HLDGS INC COM 98956P102 24,642 300,000 SH   DFND 8 0 0 300,000
ZIONS BANCORPORATION COM 989701107 36,587 1,334,300 SH   DFND 1,5 0 0 1,334,300
ZIONS BANCORPORATION COM 989701107 1,601 58,390 SH   DFND 2 58,390 0 0
ZIONS BANCORPORATION COM 989701107 610 22,249 SH   DFND 3 22,249 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 2,846 720,600 SH   DFND 1,5 0 0 720,600
ZIOPHARM ONCOLOGY INC COM 98973P101 22,153 5,608,271 SH   DFND 8 0 0 5,608,271
ZOETIS INC CL A 98978V103 328,359 10,551,390 SH   DFND 1,5 0 0 10,551,390
ZOETIS INC CL A 98978V103 4,924 158,220 SH   DFND 2 158,220 0 0
ZOETIS INC CL A 98978V103 9,485 304,793 SH   DFND 6 161,171 0 143,622
ZOETIS INC CL A 98978V103 14,494 465,731 SH   DFND 7 397,158 0 68,573
ZOETIS INC CL A 98978V103 71,427 2,295,200 SH   DFND 8 0 0 2,295,200
ZOETIS INC CL A 98978V103 991 31,834 SH   DFND   31,834 0 0
ZOGENIX INC COM 98978L105 16,163 8,689,697 SH   DFND 8 0 0 8,689,697
ZOLTEK COS INC COM 98975W104 18,000 1,078,465 SH   DFND 1,5 0 0 1,078,465
ZOLTEK COS INC COM 98975W104 12,783 765,927 SH   DFND 8 0 0 765,927