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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
MCGRAW HILL FINL INC COM 580645109 334,881 6,295,945 SH   DFND 1,5 0 0 6,295,945
MCGRAW HILL FINL INC COM 580645109 4,747 89,240 SH   DFND 2 89,240 0 0
MCGRAW HILL FINL INC COM 580645109 847 15,916 SH   DFND 3 15,916 0 0
MCGRAW HILL FINL INC COM 580645109 4,949 93,048 SH   DFND 7 93,048 0 0
MCGRAW HILL FINL INC COM 580645109 17,439 327,870 SH   DFND   327,870 0 0
1ST SOURCE CORP COM 336901103 8,396 353,355 SH   DFND 1,5 0 0 353,355
21VIANET GROUP INC SPONSORED ADR 90138A103 13,314 1,175,154 SH   DFND 1,5 0 0 1,175,154
21VIANET GROUP INC SPONSORED ADR 90138A103 559 49,300 SH   DFND 7 49,300 0 0
3-D SYS CORP DEL COM NEW 88554D205 105,514 2,403,515 SH   DFND 1,5 4,414 0 2,399,101
3-D SYS CORP DEL COM NEW 88554D205 7,902 180,002 SH   DFND   180,002 0 0
3M CO COM 88579Y101 1,197,527 10,951,326 SH   DFND 1,5 0 0 10,951,326
3M CO COM 88579Y101 22,605 206,723 SH   DFND 2 206,723 0 0
3M CO COM 88579Y101 7,813 71,452 SH   DFND 3 71,452 0 0
3M CO COM 88579Y101 494 4,522 SH   DFND 7 4,522 0 0
51JOB INC SP ADR REP COM 316827104 14,056 208,200 SH   DFND 1,5 0 0 208,200
A H BELO CORP COM CL A 001282102 409 59,584 SH   DFND 1,5 0 0 59,584
AAR CORP COM 000361105 4,455 202,683 SH   DFND 1,5 0 0 202,683
AARONS INC COM PAR $0.50 002535300 60,823 2,171,460 SH   DFND 1,5 0 0 2,171,460
ABBOTT LABS COM 002824100 449,673 12,892,010 SH   DFND 1,5 0 0 12,892,010
ABBOTT LABS COM 002824100 17,702 507,511 SH   DFND 2 507,511 0 0
ABBOTT LABS COM 002824100 47,838 1,371,499 SH   DFND 3 1,371,499 0 0
ABBVIE INC COM 00287Y109 2,168,832 52,463,273 SH   DFND 1,5 75,506 0 52,387,767
ABBVIE INC COM 00287Y109 21,316 515,620 SH   DFND 2 515,620 0 0
ABBVIE INC COM 00287Y109 67,515 1,633,153 SH   DFND 3 1,633,153 0 0
ABBVIE INC COM 00287Y109 81,942 1,982,140 SH   DFND 6 862,330 0 1,119,810
ABBVIE INC COM 00287Y109 80,236 1,940,888 SH   DFND 7 1,281,228 0 659,660
ABERCROMBIE & FITCH CO CL A 002896207 514,465 11,369,386 SH   DFND 1,5 0 0 11,369,386
ABERCROMBIE & FITCH CO CL A 002896207 1,151 25,426 SH   DFND 2 25,426 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 119,557 5,349,296 SH   DFND 1,5 58,986 0 5,290,310
ACADIA PHARMACEUTICALS INC COM 004225108 240,573 13,254,735 SH   DFND 1,5 0 0 13,254,735
ACADIA RLTY TR COM SH BEN INT 004239109 129,116 5,229,477 SH   DFND 1,5 21,496 0 5,207,981
ACADIA RLTY TR COM SH BEN INT 004239109 10,655 431,567 SH   DFND 6 431,567 0 0
ACCELRYS INC COM 00430U103 8,110 965,434 SH   DFND 6 872,334 0 93,100
ACCELRYS INC COM 00430U103 479 57,000 SH   DFND 7 55,500 0 1,500
ACCELRYS INC COM 00430U103 618 73,600 SH   DFND   73,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,836,169 25,516,524 SH   DFND 1,5 94,576 0 25,421,948
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15,230 211,644 SH   DFND 2 211,644 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,613 50,214 SH   DFND 3 50,214 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 46,165 641,534 SH   DFND 6 274,734 0 366,800
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 40,230 559,063 SH   DFND 7 390,763 0 168,300
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,776 121,954 SH   DFND   121,954 0 0
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 96,775 2,028,824 SH   DFND 1,5 0 0 2,028,824
ACCESS MIDSTREAM PARTNERS L UNIT 00434L109 1,266 26,543 SH   DFND 7 26,543 0 0
ACCO BRANDS CORP COM 00081T108 73,409 11,542,307 SH   DFND 1,5 0 0 11,542,307
ACCRETIVE HEALTH INC COM 00438V103 120,017 11,102,422 SH   DFND 1,5 0 0 11,102,422
ACCRETIVE HEALTH INC COM 00438V103 671 62,117 SH   DFND 7 62,117 0 0
ACCURAY INC COM 004397105 3,798 661,700 SH   DFND 1,5 0 0 661,700
ACE LTD SHS H0023R105 1,520,279 16,990,158 SH   DFND 1,5 89,816 0 16,900,342
ACE LTD SHS H0023R105 9,911 110,766 SH   DFND 2 110,766 0 0
ACE LTD SHS H0023R105 2,434 27,205 SH   DFND 3 27,205 0 0
ACE LTD SHS H0023R105 5,919 66,152 SH   DFND 6 66,152 0 0
ACE LTD SHS H0023R105 1,638 18,309 SH   DFND 7 18,309 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 8,232 888,039 SH   DFND 1,5 0 0 888,039
ACETO CORP COM 004446100 516 37,047 SH   DFND 1,5 0 0 37,047
ACHILLION PHARMACEUTICALS IN COM 00448Q201 91,627 11,201,382 SH   DFND 1,5 0 0 11,201,382
ACI WORLDWIDE INC COM 004498101 13,874 298,495 SH   DFND 6 298,495 0 0
ACORDA THERAPEUTICS INC COM 00484M106 197,456 5,985,329 SH   DFND 1,5 0 0 5,985,329
ACTAVIS INC COM 00507K103 1,180,313 9,351,233 SH   DFND 1,5 2,840 0 9,348,393
ACTAVIS INC COM 00507K103 5,240 41,512 SH   DFND 2 41,512 0 0
ACTAVIS INC COM 00507K103 1,767 14,001 SH   DFND 3 14,001 0 0
ACTAVIS INC COM 00507K103 21,218 168,100 SH   DFND 6 22,200 0 145,900
ACTAVIS INC COM 00507K103 18,896 149,703 SH   DFND 7 128,503 0 21,200
ACTIVE NETWORK INC COM 00506D100 55,706 7,358,781 SH   DFND 1,5 0 0 7,358,781
ACTIVE NETWORK INC COM 00506D100 736 97,216 SH   DFND 7 97,216 0 0
ACTIVISION BLIZZARD INC COM 00507V109 576,676 40,440,089 SH   DFND 1,5 0 0 40,440,089
ACTIVISION BLIZZARD INC COM 00507V109 163 11,425 SH   DFND 3 11,425 0 0
ACTIVISION BLIZZARD INC COM 00507V109 40,660 2,851,350 SH   DFND 6 1,249,220 0 1,602,130
ACTIVISION BLIZZARD INC COM 00507V109 47,330 3,319,079 SH   DFND 7 2,882,609 0 436,470
ACTIVISION BLIZZARD INC COM 00507V109 10,433 731,625 SH   DFND   731,625 0 0
ACTUANT CORP CL A NEW 00508X203 141,599 4,294,773 SH   DFND 1,5 0 0 4,294,773
ACTUANT CORP CL A NEW 00508X203 518 15,717 SH   DFND 7 15,717 0 0
ACTUATE CORP COM 00508B102 1,627 245,000 SH   DFND 1,5 0 0 245,000
ACXIOM CORP COM 005125109 32,874 1,449,488 SH   DFND 1,5 0 0 1,449,488
ADAMS RES & ENERGY INC COM NEW 006351308 10,950 158,951 SH   DFND 1,5 0 0 158,951
ADMINISTRADORA FONDOS PENSIO SPONSORED ADR 00709P108 27,558 323,077 SH   DFND 1,5 0 0 323,077
ADOBE SYS INC COM 00724F101 914,067 20,062,932 SH   DFND 1,5 0 0 20,062,932
ADOBE SYS INC COM 00724F101 7,445 163,414 SH   DFND 2 163,414 0 0
ADOBE SYS INC COM 00724F101 2,165 47,517 SH   DFND 3 47,517 0 0
ADOBE SYS INC COM 00724F101 46,788 1,026,960 SH   DFND 6 592,650 0 434,310
ADOBE SYS INC COM 00724F101 57,981 1,272,630 SH   DFND 7 915,470 0 357,160
ADOBE SYS INC COM 00724F101 10,980 241,011 SH   DFND   241,011 0 0
ADTRAN INC COM 00738A106 65,391 2,657,075 SH   DFND 1,5 0 0 2,657,075
ADTRAN INC COM 00738A106 12,792 519,790 SH   DFND 6 413,290 0 106,500
ADTRAN INC COM 00738A106 11,757 477,735 SH   DFND 7 476,735 0 1,000
ADTRAN INC COM 00738A106 1,673 67,974 SH   DFND   67,974 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,830 59,500 SH   DFND 1,5 0 0 59,500
ADVANCE AUTO PARTS INC COM 00751Y106 22,210 273,620 SH   DFND 6 273,620 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 15,005 184,860 SH   DFND 7 184,860 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 739 9,101 SH   DFND   9,101 0 0
ADVANCED ENERGY INDS COM 007973100 252 14,446 SH   DFND 1,5 0 0 14,446
ADVANCED MICRO DEVICES INC COM 007903107 96,541 23,661,998 SH   DFND 1,5 0 0 23,661,998
ADVANCED MICRO DEVICES INC COM 007903107 804 197,095 SH   DFND 2 197,095 0 0
ADVANCED MICRO DEVICES INC COM 007903107 405 99,329 SH   DFND 3 99,329 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 2,858 703,847 SH   DFND 1,5 0 0 703,847
ADVANTAGE OIL & GAS LTD COM 00765F101 2,005 508,200 SH   DFND 6 508,200 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 644 163,100 SH   DFND 7 160,200 0 2,900
ADVANTAGE OIL & GAS LTD COM 00765F101 321 81,300 SH   DFND   81,300 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 428,403 13,476,027 SH   DFND 1,5 0 0 13,476,027
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 4,722 148,544 SH   DFND 6 140,854 0 7,690
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 306 9,614 SH   DFND 7 9,614 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 5,959 643,523 SH   DFND 6 643,523 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 227,186 3,586,776 SH   DFND 1,5 0 0 3,586,776
AEGION CORP COM 00770F104 1,080 48,000 SH   DFND 1,5 0 0 48,000
AERCAP HOLDINGS NV SHS N00985106 30,530 1,748,564 SH   DFND 1,5 0 0 1,748,564
AERCAP HOLDINGS NV SHS N00985106 1,585 90,800 SH   DFND 6 32,200 0 58,600
AERCAP HOLDINGS NV SHS N00985106 924 52,900 SH   DFND 7 51,200 0 1,700
AERCAP HOLDINGS NV SHS N00985106 1,987 113,792 SH   DFND   113,792 0 0
AEROFLEX HLDG CORP COM 007767106 23,186 2,938,665 SH   DFND 1,5 0 0 2,938,665
AEROPOSTALE COM 007865108 156,401 11,333,400 SH   DFND 1,5 0 0 11,333,400
AES CORP COM 00130H105 400,059 33,366,075 SH   DFND 1,5 0 0 33,366,075
AES CORP COM 00130H105 2,410 200,995 SH   DFND 2 200,995 0 0
AES CORP COM 00130H105 10,994 916,970 SH   DFND 6 696,460 0 220,510
AES CORP COM 00130H105 3,771 314,495 SH   DFND 7 238,485 0 76,010
AES TR III PFD CV 6.75% 00808N202 12,580 250,000 SH   DFND 1,5 29,700 0 220,300
AETNA INC NEW COM 00817Y108 751,534 11,827,735 SH   DFND 1,5 92,050 0 11,735,685
AETNA INC NEW COM 00817Y108 7,825 123,158 SH   DFND 2 123,158 0 0
AETNA INC NEW COM 00817Y108 1,042 16,396 SH   DFND 3 16,396 0 0
AETNA INC NEW COM 00817Y108 10,764 169,410 SH   DFND 7 169,410 0 0
AETNA INC NEW COM 00817Y108 117,050 1,842,150 SH   DFND   1,842,150 0 0
AFC ENTERPRISES INC COM 00104Q107 54,321 1,511,431 SH   DFND 1,5 0 0 1,511,431
AFFILIATED MANAGERS GROUP COM 008252108 234,693 1,431,579 SH   DFND 1,5 0 0 1,431,579
AFFILIATED MANAGERS GROUP COM 008252108 347 2,116 SH   DFND 3 2,116 0 0
AFFILIATED MANAGERS GROUP COM 008252108 316 1,929 SH   DFND   1,929 0 0
AFLAC INC COM 001055102 604,899 10,407,754 SH   DFND 1,5 71,472 0 10,336,282
AFLAC INC COM 001055102 8,829 151,910 SH   DFND 2 151,910 0 0
AFLAC INC COM 001055102 2,887 49,677 SH   DFND 3 49,677 0 0
AFLAC INC COM 001055102 52,478 902,930 SH   DFND 6 732,370 0 170,560
AFLAC INC COM 001055102 65,656 1,129,665 SH   DFND 7 818,595 0 311,070
AG MTG INVT TR INC COM 001228105 10,887 578,800 SH   DFND 1,5 0 0 578,800
AGCO CORP COM 001084102 32,565 648,842 SH   DFND 1,5 0 0 648,842
AGENUS INC COM NEW 00847G705 605 159,514 SH   DFND 1,5 0 0 159,514
AGILENT TECHNOLOGIES INC COM 00846U101 56,810 1,328,589 SH   DFND 1,5 0 0 1,328,589
AGILENT TECHNOLOGIES INC COM 00846U101 4,796 112,151 SH   DFND 2 112,151 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 881 20,607 SH   DFND 3 20,607 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 22,343 522,520 SH   DFND 6 313,730 0 208,790
AGILENT TECHNOLOGIES INC COM 00846U101 42,057 983,569 SH   DFND 7 888,039 0 95,530
AGILENT TECHNOLOGIES INC COM 00846U101 1,851 43,294 SH   DFND   43,294 0 0
AGL RES INC COM 001204106 1,640 38,275 SH   DFND 2 38,275 0 0
AGL RES INC COM 001204106 445 10,374 SH   DFND 3 10,374 0 0
AGNICO EAGLE MINES LTD COM 008474108 107,952 3,914,934 SH   DFND 1,5 2,102,334 0 1,812,600
AGNICO EAGLE MINES LTD COM 008474108 2,234 81,000 SH   DFND 3 81,000 0 0
AGNICO EAGLE MINES LTD COM 008474108 431 15,630 SH   DFND 6 530 0 15,100
AGNICO EAGLE MINES LTD COM 008474108 3,270 118,600 SH   DFND 7 114,600 0 4,000
AGNICO EAGLE MINES LTD COM 008474108 28,647 1,038,896 SH   DFND   1,038,896 0 0
AGRIUM INC COM 008916108 10,152 117,100 SH   DFND 1,5 0 0 117,100
AGRIUM INC COM 008916108 1,330 15,341 SH   DFND 6 1,305 0 14,036
AGRIUM INC COM 008916108 21,455 247,470 SH   DFND 7 243,970 0 3,500
AGRIUM INC COM 008916108 13,703 158,060 SH   DFND   158,060 0 0
AIR LEASE CORP CL A 00912X302 209,496 7,593,203 SH   DFND 1,5 0 0 7,593,203
AIR METHODS CORP COM PAR $.06 009128307 17,704 522,551 SH   DFND 1,5 9,251 0 513,300
AIR METHODS CORP COM PAR $.06 009128307 37,057 1,093,770 SH   DFND 6 979,670 0 114,100
AIR METHODS CORP COM PAR $.06 009128307 19,574 577,759 SH   DFND 7 577,159 0 600
AIR METHODS CORP COM PAR $.06 009128307 3,606 106,448 SH   DFND   106,448 0 0
AIR PRODS & CHEMS INC COM 009158106 124,174 1,356,057 SH   DFND 1,5 0 0 1,356,057
AIR PRODS & CHEMS INC COM 009158106 6,213 67,851 SH   DFND 2 67,851 0 0
AIR PRODS & CHEMS INC COM 009158106 1,816 19,835 SH   DFND 3 19,835 0 0
AIR PRODS & CHEMS INC COM 009158106 458 5,000 SH   DFND 6 5,000 0 0
AIR T INC COM 009207101 2,514 244,600 SH   DFND 1,5 0 0 244,600
AIR TRANSPORT SERVICES GRP I COM 00922R105 5,481 829,199 SH   DFND 6 829,199 0 0
AIRGAS INC COM 009363102 241,872 2,533,752 SH   DFND 1,5 4,480 0 2,529,272
AIRGAS INC COM 009363102 2,051 21,482 SH   DFND 2 21,482 0 0
AIRGAS INC COM 009363102 336 3,515 SH   DFND 3 3,515 0 0
AIXTRON SE SPONSORED ADR 009606104 2,034 121,200 SH   DFND 1,5 0 0 121,200
AKAMAI TECHNOLOGIES INC COM 00971T101 138,552 3,256,211 SH   DFND 1,5 5,041 0 3,251,170
AKAMAI TECHNOLOGIES INC COM 00971T101 2,458 57,766 SH   DFND 2 57,766 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 10,400 244,415 SH   DFND 3 244,415 0 0
AKORN INC NOTE 3.500% 6/0 009728AB2 8,363 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 2,723 201,400 SH   DFND 1,5 0 0 201,400
ALAMOS GOLD INC COM 011527108 17,571 1,450,500 SH   DFND 1,5 0 0 1,450,500
ALAMOS GOLD INC COM 011527108 21,050 1,737,700 SH   DFND 6 741,500 0 996,200
ALAMOS GOLD INC COM 011527108 67,222 5,549,217 SH   DFND 7 5,479,540 0 69,677
ALAMOS GOLD INC COM 011527108 42,428 3,502,500 SH   DFND   3,502,500 0 0
ALASKA AIR GROUP INC COM 011659109 35,090 674,800 SH   DFND 1,5 0 0 674,800
ALBEMARLE CORP COM 012653101 315,073 5,058,165 SH   DFND 1,5 0 0 5,058,165
ALBEMARLE CORP COM 012653101 1,461 23,455 SH   DFND 3 23,455 0 0
ALBEMARLE CORP COM 012653101 53,233 854,600 SH   DFND 6 542,750 0 311,850
ALBEMARLE CORP COM 012653101 36,220 581,469 SH   DFND 7 353,269 0 228,200
ALBEMARLE CORP COM 012653101 3,827 61,432 SH   DFND   61,432 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 32,213 17,699,638 SH   DFND 1,5 0 0 17,699,638
ALCOA INC NOTE 5.250% 3/1 013817AT8 6,350 5,000,000 PRN   DFND 1,5 0 0 0
ALCOA INC COM 013817101 13,961 1,785,300 SH   DFND 1,5 0 0 1,785,300
ALCOA INC COM 013817101 2,715 347,242 SH   DFND 2 347,242 0 0
ALCOA INC COM 013817101 521 66,618 SH   DFND 3 66,618 0 0
ALERE INC PERP PFD CONV SE 01449J204 84,646 372,908 SH   DFND 1,5 24,467 0 348,441
ALERE INC COM 01449J105 73,907 3,016,612 SH   DFND 1,5 0 0 3,016,612
ALERE INC NOTE 3.000% 5/1 01449JAA3 30,554 31,000,000 PRN   DFND 1,5 0 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 6,957 175,030 SH   DFND 6 175,030 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 102,047 1,552,760 SH   DFND 1,5 26,591 0 1,526,169
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 35,128 534,506 SH   DFND 6 534,506 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,453,511 15,757,923 SH   DFND 1,5 0 0 15,757,923
ALEXION PHARMACEUTICALS INC COM 015351109 5,868 63,618 SH   DFND 2 63,618 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 285 3,090 SH   DFND 3 3,090 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 39,096 423,850 SH   DFND 6 216,260 0 207,590
ALEXION PHARMACEUTICALS INC COM 015351109 49,288 534,347 SH   DFND 7 340,077 0 194,270
ALIGN TECHNOLOGY INC COM 016255101 214,507 5,791,229 SH   DFND 1,5 21,531 0 5,769,698
ALKERMES PLC SHS G01767105 581,647 20,280,594 SH   DFND 1,5 0 0 20,280,594
ALLEGHENY TECHNOLOGIES INC COM 01741R102 918 34,895 SH   DFND 2 34,895 0 0
ALLEGIANT TRAVEL CO COM 01748X102 16,728 157,825 SH   DFND 1,5 0 0 157,825
ALLEGIANT TRAVEL CO COM 01748X102 3,788 35,743 SH   DFND 6 35,743 0 0
ALLERGAN INC COM 018490102 548,933 6,516,297 SH   DFND 1,5 0 0 6,516,297
ALLERGAN INC COM 018490102 8,129 96,499 SH   DFND 2 96,499 0 0
ALLERGAN INC COM 018490102 17,340 205,836 SH   DFND 3 205,836 0 0
ALLERGAN INC COM 018490102 24,825 294,690 SH   DFND 6 234,190 0 60,500
ALLERGAN INC COM 018490102 36,154 429,183 SH   DFND 7 268,003 0 161,180
ALLIANCE DATA SYSTEMS CORP COM 018581108 550,885 3,043,058 SH   DFND 1,5 1,100 0 3,041,958
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,057 94,223 SH   DFND 3 94,223 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 24,434 134,970 SH   DFND 6 20,970 0 114,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 12,292 67,900 SH   DFND 7 51,300 0 16,600
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 150,127 7,210,719 SH   DFND 1,5 0 0 7,210,719
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 1,117 53,674 SH   DFND 7 53,674 0 0
ALLIANT ENERGY CORP COM 018802108 67,195 1,332,700 SH   DFND 1,5 0 0 1,332,700
ALLIANT ENERGY CORP COM 018802108 12,820 254,270 SH   DFND 6 254,270 0 0
ALLIANT ENERGY CORP COM 018802108 10,201 202,324 SH   DFND 7 202,324 0 0
ALLIANT ENERGY CORP COM 018802108 741 14,688 SH   DFND   14,688 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 18,958 230,271 SH   DFND 1,5 0 0 230,271
ALLIED NEVADA GOLD CORP COM 019344100 5,187 800,600 SH   DFND 1,5 0 0 800,600
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 151,717 1,657,930 SH   DFND 1,5 0 0 1,657,930
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 728 7,953 SH   DFND 7 7,953 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 831 36,000 SH   DFND 1,5 0 0 36,000
ALLOT COMMUNICATIONS LTD SHS M0854Q105 6,530 476,316 SH   DFND 1,5 0 0 476,316
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,176 400,000 SH   DFND 1,5 0 0 400,000
ALLSTATE CORP COM 020002101 105,619 2,194,900 SH   DFND 1,5 0 0 2,194,900
ALLSTATE CORP COM 020002101 7,344 152,623 SH   DFND 2 152,623 0 0
ALLSTATE CORP COM 020002101 2,120 44,054 SH   DFND 3 44,054 0 0
ALMOST FAMILY INC COM 020409108 23,100 1,215,814 SH   DFND 1,5 0 0 1,215,814
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 287,600 9,274,442 SH   DFND 1,5 0 0 9,274,442
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,588 51,213 SH   DFND 7 51,213 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 29,225 3,825,200 SH   DFND 1,5 307,500 0 3,517,700
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 124,124 144,330,000 PRN   DFND 1,5 0 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 82,547 15,753,322 SH   DFND 1,5 0 0 15,753,322
ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 1,643 1,910,000 PRN   DFND 6 0 0 0
ALTERA CORP COM 021441100 452,759 13,724,130 SH   DFND 1,5 0 0 13,724,130
ALTERA CORP COM 021441100 3,446 104,457 SH   DFND 2 104,457 0 0
ALTERA CORP COM 021441100 564 17,110 SH   DFND 3 17,110 0 0
ALTERA CORP COM 021441100 631 19,120 SH   DFND 7 19,120 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 167,483 1,780,216 SH   DFND 1,5 0 0 1,780,216
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 754 8,014 SH   DFND 3 8,014 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,536 37,581 SH   DFND 7 37,581 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 40,731 2,440,440 SH   DFND 1,5 0 0 2,440,440
ALTRIA GROUP INC COM 02209S103 1,052,321 30,074,920 SH   DFND 1,5 213,206 0 29,861,714
ALTRIA GROUP INC COM 02209S103 22,879 653,884 SH   DFND 2 653,884 0 0
ALTRIA GROUP INC COM 02209S103 7,125 203,623 SH   DFND 3 203,623 0 0
ALTRIA GROUP INC COM 02209S103 18,267 522,070 SH   DFND 6 447,280 0 74,790
ALTRIA GROUP INC COM 02209S103 15,457 441,751 SH   DFND 7 219,131 0 222,620
ALTRIA GROUP INC COM 02209S103 59,169 1,691,035 SH   DFND   1,691,035 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 45,788 2,057,888 SH   DFND 1,5 0 0 2,057,888
AMARIN CORP PLC SPONS ADR NEW 023111206 1,796 309,700 SH   DFND 1,5 0 0 309,700
AMARIN CORP PLC SPONS ADR NEW 023111206 209 36,000 SH   DFND 2 0 0 36,000
AMARIN CORP PLC SPONS ADR NEW 023111206 18,553 3,198,840 SH   DFND 6 2,092,840 0 1,086,500
AMARIN CORP PLC SPONS ADR NEW 023111206 9,006 1,552,761 SH   DFND 7 1,162,661 0 390,100
AMARIN CORP PLC SPONS ADR NEW 023111206 90 15,472 SH   DFND   15,472 0 0
AMAZON COM INC COM 023135106 3,907,865 14,072,760 SH   DFND 1,5 0 0 14,072,760
AMAZON COM INC COM 023135106 32,925 118,569 SH   DFND 2 118,569 0 0
AMAZON COM INC COM 023135106 94,966 341,986 SH   DFND 3 341,986 0 0
AMAZON COM INC COM 023135106 54,738 197,120 SH   DFND 6 95,290 0 101,830
AMAZON COM INC COM 023135106 71,179 256,326 SH   DFND 7 149,306 0 107,020
AMBAC FINL GROUP INC COM NEW 023139884 1,192 50,000 SH   DFND 1,5 0 0 50,000
AMBASSADORS GROUP INC COM 023177108 6,285 1,770,356 SH   DFND 1,5 0 0 1,770,356
AMBIT BIOSCIENCES CORP COM 02318X100 5,616 802,250 SH   DFND 1,5 0 0 802,250
AMC NETWORKS INC CL A 00164V103 19,355 295,900 SH   DFND 1,5 0 0 295,900
AMDOCS LTD ORD G02602103 509,723 13,742,879 SH   DFND 1,5 0 0 13,742,879
AMDOCS LTD ORD G02602103 988 26,629 SH   DFND 7 26,629 0 0
AMEDISYS INC COM 023436108 50,890 4,379,500 SH   DFND 1,5 0 0 4,379,500
AMERCO COM 023586100 3,950 24,400 SH   DFND 1,5 0 0 24,400
AMEREN CORP COM 023608102 92,614 2,689,146 SH   DFND 1,5 0 0 2,689,146
AMEREN CORP COM 023608102 2,714 78,792 SH   DFND 2 78,792 0 0
AMEREN CORP COM 023608102 493 14,311 SH   DFND 3 14,311 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 241,511 11,103,960 SH   DFND 1,5 254,444 0 10,849,516
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 307 14,127 SH   DFND 3 14,127 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,887 178,730 SH   DFND 7 178,730 0 0
AMERICAN ASSETS TR INC COM 024013104 82,498 2,673,292 SH   DFND 1,5 0 0 2,673,292
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,550 136,900 SH   DFND 1,5 400 0 136,500
AMERICAN CAMPUS CMNTYS INC COM 024835100 134,190 3,300,293 SH   DFND 1,5 24,395 0 3,275,898
AMERICAN CAMPUS CMNTYS INC COM 024835100 13,704 337,040 SH   DFND 6 337,040 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 10,886 267,740 SH   DFND 7 267,740 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 789 19,408 SH   DFND   19,408 0 0
AMERICAN CAP LTD COM 02503Y103 29,142 2,300,066 SH   DFND 1,5 0 0 2,300,066
AMERICAN CAP LTD COM 02503Y103 1,315 103,820 SH   DFND 6 103,820 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 143,258 6,231,312 SH   DFND 1,5 141,223 0 6,090,089
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 121,506 6,654,201 SH   DFND 1,5 0 0 6,654,201
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,359 74,440 SH   DFND 7 74,440 0 0
AMERICAN ELEC PWR INC COM 025537101 237,920 5,313,083 SH   DFND 1,5 0 0 5,313,083
AMERICAN ELEC PWR INC COM 025537101 7,085 158,213 SH   DFND 2 158,213 0 0
AMERICAN ELEC PWR INC COM 025537101 1,721 38,437 SH   DFND 3 38,437 0 0
AMERICAN ELEC PWR INC COM 025537101 36,069 805,480 SH   DFND 6 591,430 0 214,050
AMERICAN ELEC PWR INC COM 025537101 47,844 1,068,420 SH   DFND 7 605,190 0 463,230
AMERICAN EQTY INVT LIFE HLD COM 025676206 20,581 1,310,888 SH   DFND 6 1,310,888 0 0
AMERICAN EXPRESS CO COM 025816109 1,903,516 25,461,690 SH   DFND 1,5 12,450 0 25,449,240
AMERICAN EXPRESS CO COM 025816109 23,264 311,176 SH   DFND 2 311,176 0 0
AMERICAN EXPRESS CO COM 025816109 6,911 92,442 SH   DFND 3 92,442 0 0
AMERICAN EXPRESS CO COM 025816109 13,434 179,697 SH   DFND 6 169,717 0 9,980
AMERICAN EXPRESS CO COM 025816109 464 6,200 SH   DFND 7 6,200 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 14,893 304,500 SH   DFND 1,5 0 0 304,500
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 1,293 70,869 SH   DFND 1,5 0 0 70,869
AMERICAN INTL GROUP INC COM NEW 026874784 633,705 14,176,848 SH   DFND 1,5 58,703 0 14,118,145
AMERICAN INTL GROUP INC COM NEW 026874784 21,487 480,684 SH   DFND 2 480,684 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,855 108,613 SH   DFND 3 108,613 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 19,719 441,150 SH   DFND 6 339,620 0 101,530
AMERICAN INTL GROUP INC COM NEW 026874784 4,184 93,610 SH   DFND 7 58,490 0 35,120
AMERICAN INTL GROUP INC COM NEW 026874784 1,014 22,675 SH   DFND   22,675 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 40,852 1,099,359 SH   DFND 1,5 0 0 1,099,359
AMERICAN RLTY CAP PPTYS INC COM 02917T104 21,059 1,380,000 SH   DFND 1,5 0 0 1,380,000
AMERICAN TOWER CORP NEW COM 03027X100 1,529,764 20,906,983 SH   DFND 1,5 6,900 0 20,900,083
AMERICAN TOWER CORP NEW COM 03027X100 9,420 128,741 SH   DFND 2 128,741 0 0
AMERICAN TOWER CORP NEW COM 03027X100 51,248 700,403 SH   DFND 3 700,403 0 0
AMERICAN TOWER CORP NEW COM 03027X100 73,668 1,006,800 SH   DFND 6 520,670 0 486,130
AMERICAN TOWER CORP NEW COM 03027X100 54,379 743,183 SH   DFND 7 581,223 0 161,960
AMERICAN TOWER CORP NEW COM 03027X100 16,306 222,855 SH   DFND   222,855 0 0
AMERICAN WOODMARK CORP COM 030506109 4,893 140,999 SH   DFND 1,5 0 0 140,999
AMERICAN WTR WKS CO INC NEW COM 030420103 19,383 470,120 SH   DFND 1,5 500 0 469,620
AMERICAN WTR WKS CO INC NEW COM 030420103 215 5,224 SH   DFND 3 5,224 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 10,529 255,375 SH   DFND   255,375 0 0
AMERIPRISE FINL INC COM 03076C106 747,892 9,246,935 SH   DFND 1,5 300 0 9,246,635
AMERIPRISE FINL INC COM 03076C106 5,308 65,633 SH   DFND 2 65,633 0 0
AMERIPRISE FINL INC COM 03076C106 1,021 12,628 SH   DFND 3 12,628 0 0
AMERIPRISE FINL INC COM 03076C106 52,625 650,660 SH   DFND 6 511,310 0 139,350
AMERIPRISE FINL INC COM 03076C106 66,324 820,027 SH   DFND 7 507,507 0 312,520
AMERISAFE INC COM 03071H100 88,128 2,720,845 SH   DFND 1,5 0 0 2,720,845
AMERISOURCEBERGEN CORP COM 03073E105 289,063 5,177,556 SH   DFND 1,5 0 0 5,177,556
AMERISOURCEBERGEN CORP COM 03073E105 4,198 75,196 SH   DFND 2 75,196 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,805 50,246 SH   DFND 3 50,246 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,094 180,799 SH   DFND 6 172,569 0 8,230
AMERISOURCEBERGEN CORP COM 03073E105 2,500 44,772 SH   DFND 7 44,772 0 0
AMERISTAR CASINOS INC COM 03070Q101 6,565 249,700 SH   DFND 1,5 0 0 249,700
AMERISTAR CASINOS INC COM 03070Q101 5,258 200,000 SH   DFND   200,000 0 0
AMETEK INC NEW COM 031100100 421,113 9,955,384 SH   DFND 1,5 0 0 9,955,384
AMETEK INC NEW COM 031100100 262 6,204 SH   DFND 3 6,204 0 0
AMETEK INC NEW COM 031100100 3,986 94,240 SH   DFND 6 94,240 0 0
AMETEK INC NEW COM 031100100 13,155 310,993 SH   DFND 7 310,993 0 0
AMETEK INC NEW COM 031100100 12,275 290,193 SH   DFND   290,193 0 0
AMGEN INC COM 031162100 5,244,296 53,155,244 SH   DFND 1,5 45,771 0 53,109,473
AMGEN INC COM 031162100 24,089 244,159 SH   DFND 2 244,159 0 0
AMGEN INC COM 031162100 8,599 87,159 SH   DFND 3 87,159 0 0
AMGEN INC COM 031162100 6,178 62,623 SH   DFND 7 62,623 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,962 1,271,322 SH   DFND 1,5 0 0 1,271,322
AMIRA NATURE FOODS LTD SHS G0335L102 18,797 2,237,765 SH   DFND 1,5 25,500 0 2,212,265
AMIRA NATURE FOODS LTD SHS G0335L102 472 56,229 SH   DFND 7 56,229 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,596 378,992 SH   DFND 1,5 0 0 378,992
AMN HEALTHCARE SERVICES INC COM 001744101 36,759 2,566,983 SH   DFND 1,5 0 0 2,566,983
AMN HEALTHCARE SERVICES INC COM 001744101 622 43,468 SH   DFND 3 43,468 0 0
AMPHENOL CORP NEW CL A 032095101 1,308,768 16,791,994 SH   DFND 1,5 4,650 0 16,787,344
AMPHENOL CORP NEW CL A 032095101 4,062 52,122 SH   DFND 2 52,122 0 0
AMPHENOL CORP NEW CL A 032095101 33,402 428,558 SH   DFND 3 428,558 0 0
AMSURG CORP COM 03232P405 161,101 4,589,780 SH   DFND 1,5 0 0 4,589,780
AMSURG CORP COM 03232P405 314 8,950 SH   DFND 6 5,930 0 3,020
AMSURG CORP COM 03232P405 854 24,327 SH   DFND 7 24,327 0 0
AMTRUST FINANCIAL SERVICES I COM 032359309 7,767 217,550 SH   DFND 6 217,550 0 0
AMYRIS INC COM 03236M101 9,471 3,277,319 SH   DFND 1,5 0 0 3,277,319
ANADARKO PETE CORP COM 032511107 2,449,273 28,503,124 SH   DFND 1,5 9,887 0 28,493,237
ANADARKO PETE CORP COM 032511107 14,029 163,266 SH   DFND 2 163,266 0 0
ANADARKO PETE CORP COM 032511107 4,573 53,222 SH   DFND 3 53,222 0 0
ANADARKO PETE CORP COM 032511107 37,531 436,758 SH   DFND 6 224,218 0 212,540
ANADARKO PETE CORP COM 032511107 14,376 167,294 SH   DFND 7 132,594 0 34,700
ANADIGICS INC COM 032515108 4,720 2,145,330 SH   DFND 6 2,145,330 0 0
ANADIGICS INC COM 032515108 1,406 638,864 SH   DFND 7 638,864 0 0
ANADIGICS INC COM 032515108 375 150,000 SH Call DFND 6 0 0 0
ANALOG DEVICES INC COM 032654105 100,820 2,237,459 SH   DFND 1,5 300 0 2,237,159
ANALOG DEVICES INC COM 032654105 4,522 100,364 SH   DFND 2 100,364 0 0
ANALOG DEVICES INC COM 032654105 19,397 430,474 SH   DFND 3 430,474 0 0
ANALOG DEVICES INC COM 032654105 908 20,140 SH   DFND 6 13,340 0 6,800
ANALOG DEVICES INC COM 032654105 1,155 25,639 SH   DFND 7 25,639 0 0
ANAREN INC COM 032744104 2,865 124,900 SH   DFND 1,5 0 0 124,900
ANGIES LIST INC COM 034754101 142,193 5,355,681 SH   DFND 1,5 0 0 5,355,681
ANGIES LIST INC COM 034754101 21,486 809,270 SH   DFND   809,270 0 0
ANGLOGOLD ASHANTI HLDGS FIN MAND BD CV 13 03512Q206 20,048 1,164,900 SH   DFND 1,5 128,400 0 1,036,500
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 36,291 2,537,852 SH   DFND 1,5 0 0 2,537,852
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 678,656 7,518,905 SH   DFND 1,5 0 0 7,518,905
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 12,727 141,000 SH   DFND 7 141,000 0 0
ANNALY CAP MGMT INC COM 035710409 121,027 9,628,208 SH   DFND 1,5 202,288 0 9,425,920
ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 42,152 41,786,000 PRN   DFND 1,5 0 0 0
ANNIES INC COM 03600T104 12,967 303,401 SH   DFND 1,5 0 0 303,401
ANSYS INC COM 03662Q105 463,315 6,338,100 SH   DFND 1,5 0 0 6,338,100
ANSYS INC COM 03662Q105 334 4,575 SH   DFND 3 4,575 0 0
ANTARES PHARMA INC COM 036642106 2,940 706,700 SH   DFND 1,5 0 0 706,700
ANWORTH MORTGAGE ASSET CP COM 037347101 8,154 1,456,110 SH   DFND 1,5 0 0 1,456,110
AON PLC SHS CL A G0408V102 28,093 436,570 SH   DFND 1,5 0 0 436,570
AON PLC SHS CL A G0408V102 6,476 100,641 SH   DFND 2 100,641 0 0
AON PLC SHS CL A G0408V102 784 12,183 SH   DFND 3 12,183 0 0
AON PLC SHS CL A G0408V102 817 12,700 SH   DFND 6 8,400 0 4,300
APACHE CORP PFD CONV SER D 037411808 72,254 1,513,500 SH   DFND 1,5 441,100 0 1,072,400
APACHE CORP COM 037411105 549,888 6,559,563 SH   DFND 1,5 72,946 0 6,486,617
APACHE CORP COM 037411105 10,695 127,581 SH   DFND 2 127,581 0 0
APACHE CORP COM 037411105 4,515 53,860 SH   DFND 3 53,860 0 0
APACHE CORP PFD CONV SER D 037411808 2,167 45,400 SH   DFND 6 0 0 45,400
APACHE CORP COM 037411105 122,103 1,456,552 SH   DFND 6 824,152 0 632,400
APACHE CORP COM 037411105 142,354 1,698,124 SH   DFND 7 1,287,224 0 410,900
APACHE CORP COM 037411105 4,090 48,789 SH   DFND   48,789 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 360,013 11,984,444 SH   DFND 1,5 130,697 0 11,853,747
APARTMENT INVT & MGMT CO CL A 03748R101 1,422 47,351 SH   DFND 2 47,351 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 538 17,924 SH   DFND 3 17,924 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 139,069 5,770,500 SH   DFND 1,5 0 0 5,770,500
APOLLO GROUP INC CL A 037604105 106,673 6,019,913 SH   DFND 1,5 0 0 6,019,913
APOLLO GROUP INC CL A 037604105 4,392 247,880 SH   DFND 7 247,880 0 0
APOLLO GROUP INC CL A 037604105 60,867 3,434,959 SH   DFND   3,434,959 0 0
APOLLO INVT CORP COM 03761U106 106,492 13,758,693 SH   DFND 1,5 158,543 0 13,600,150
APPLE INC COM 037833100 11,191,781 28,256,364 SH   DFND 1,5 11,295 0 28,245,069
APPLE INC COM 037833100 121,043 305,603 SH   DFND 2 305,603 0 0
APPLE INC COM 037833100 96,080 242,578 SH   DFND 3 242,578 0 0
APPLE INC COM 037833100 368,380 930,064 SH   DFND 6 529,374 0 400,690
APPLE INC COM 037833100 496,171 1,252,705 SH   DFND 7 965,735 0 286,970
APPLE INC COM 037833100 14,222 35,908 SH   DFND   35,908 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 48,068 994,586 SH   DFND 1,5 900 0 993,686
APPLIED MATLS INC COM 038222105 514,684 34,519,357 SH   DFND 1,5 595,041 0 33,924,316
APPLIED MATLS INC COM 038222105 5,834 391,254 SH   DFND 2 391,254 0 0
APPLIED MATLS INC COM 038222105 900 60,367 SH   DFND 3 60,367 0 0
APPLIED MATLS INC COM 038222105 262 17,600 SH   DFND 7 17,600 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 87,219 9,911,288 SH   DFND 1,5 0 0 9,911,288
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 299 34,023 SH   DFND 7 34,023 0 0
APPROACH RESOURCES INC COM 03834A103 356 14,486 SH   DFND   14,486 0 0
APTARGROUP INC COM 038336103 54,771 992,056 SH   DFND 1,5 0 0 992,056
APTARGROUP INC COM 038336103 9,970 180,590 SH   DFND 6 180,590 0 0
APTARGROUP INC COM 038336103 7,933 143,690 SH   DFND 7 143,690 0 0
APTARGROUP INC COM 038336103 575 10,414 SH   DFND   10,414 0 0
AQUA AMERICA INC COM 03836W103 223 7,139 SH   DFND 3 7,139 0 0
ARBITRON INC COM 03875Q108 2,871 61,800 SH   DFND 1,5 0 0 61,800
ARBOR RLTY TR INC COM 038923108 18,263 2,908,175 SH   DFND 1,5 0 0 2,908,175
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 10,659 568,500 SH   DFND 1,5 0 0 568,500
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1,864 166,400 SH   DFND 1,5 0 0 166,400
ARCH CAP GROUP LTD ORD G0450A105 55,208 1,073,875 SH   DFND 1,5 9,575 0 1,064,300
ARCHER DANIELS MIDLAND CO COM 039483102 531,053 15,660,660 SH   DFND 1,5 0 0 15,660,660
ARCHER DANIELS MIDLAND CO COM 039483102 7,277 214,592 SH   DFND 2 214,592 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 33 33,000 PRN   DFND 3 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,466 102,226 SH   DFND 3 102,226 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 7,347 216,665 SH   DFND 6 24,865 0 191,800
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 59,889 5,127,494 SH   DFND 1,5 25,465 0 5,102,029
ARENA PHARMACEUTICALS INC COM 040047102 13,630 1,770,073 SH   DFND 1,5 0 0 1,770,073
ARES CAP CORP COM 04010L103 18,289 1,063,287 SH   DFND 1,5 0 0 1,063,287
ARGAN INC COM 04010E109 1,142 73,235 SH   DFND 1,5 0 0 73,235
ARIAD PHARMACEUTICALS INC COM 04033A100 197,844 11,311,832 SH   DFND 1,5 6,764 0 11,305,068
ARIAD PHARMACEUTICALS INC COM 04033A100 70,704 4,042,557 SH   DFND 6 3,805,287 0 237,270
ARIAD PHARMACEUTICALS INC COM 04033A100 33,256 1,901,450 SH   DFND 7 1,395,370 0 506,080
ARIAD PHARMACEUTICALS INC COM 04033A100 586 33,477 SH   DFND   33,477 0 0
ARK RESTAURANTS CORP COM 040712101 4,775 224,895 SH   DFND 1,5 0 0 224,895
ARM HLDGS PLC SPONSORED ADR 042068106 299,310 8,272,793 SH   DFND 1,5 0 0 8,272,793
ARMADA HOFFLER PPTYS INC COM 04208T108 15,321 1,300,620 SH   DFND 6 1,300,620 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 294,675 6,166,042 SH   DFND 1,5 0 0 6,166,042
ARMSTRONG WORLD INDS INC NEW COM 04247X102 6,209 129,930 SH   DFND 6 93,830 0 36,100
ARMSTRONG WORLD INDS INC NEW COM 04247X102 493 10,323 SH   DFND   10,323 0 0
ARQULE INC COM 04269E107 7,876 3,394,757 SH   DFND 1,5 0 0 3,394,757
ARRAY BIOPHARMA INC NOTE 3.000% 6/0 04269XAA3 8,752 9,200,000 PRN   DFND 1,5 0 0 0
ARRAY BIOPHARMA INC COM 04269X105 21,650 4,768,770 SH   DFND 1,5 0 0 4,768,770
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 705 271,041 SH   DFND 1,5 0 0 271,041
ARROW ELECTRS INC COM 042735100 238,410 5,982,678 SH   DFND 1,5 0 0 5,982,678
ARROW ELECTRS INC COM 042735100 867 21,753 SH   DFND 3 21,753 0 0
ARROW ELECTRS INC COM 042735100 1,115 27,980 SH   DFND 6 23,450 0 4,530
ARTHROCARE CORP COM 043136100 14,503 420,000 SH   DFND 1,5 0 0 420,000
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 30,047 602,014 SH   DFND 1,5 5,080 0 596,934
ARUBA NETWORKS INC COM 043176106 124,005 8,073,211 SH   DFND 1,5 0 0 8,073,211
ARUBA NETWORKS INC COM 043176106 5,772 375,780 SH   DFND 6 375,780 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 187,568 4,677,509 SH   DFND 1,5 0 0 4,677,509
ASCENA RETAIL GROUP INC COM 04351G101 214,737 12,305,871 SH   DFND 1,5 0 0 12,305,871
ASCENA RETAIL GROUP INC COM 04351G101 35,018 2,006,740 SH   DFND 6 1,796,840 0 209,900
ASCENA RETAIL GROUP INC COM 04351G101 6,186 354,480 SH   DFND 7 353,080 0 1,400
ASCENA RETAIL GROUP INC COM 04351G101 3,213 184,116 SH   DFND   184,116 0 0
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 3,206 121,699 SH   DFND 1,5 0 0 121,699
ASIAINFO-LINKAGE INC COM 04518A104 5,733 496,811 SH   DFND 4 496,811 0 0
ASHLAND INC NEW COM 044209104 381,027 4,563,199 SH   DFND 1,5 0 0 4,563,199
ASHLAND INC NEW COM 044209104 202,994 2,431,070 SH   DFND 6 1,743,510 0 687,560
ASHLAND INC NEW COM 044209104 153,457 1,837,804 SH   DFND 7 1,626,944 0 210,860
ASHLAND INC NEW COM 044209104 13,081 156,664 SH   DFND   156,664 0 0
ASM INTL N V NY REGISTER SH N07045102 17,847 546,099 SH   DFND 1,5 0 0 546,099
ASML HOLDING N V N Y REGISTRY SHS N07059210 605,539 7,655,363 SH   DFND 1,5 192 0 7,655,171
ASML HOLDING N V N Y REGISTRY SHS N07059210 334 4,223 SH   DFND 3 4,223 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 4,211 53,236 SH   DFND 7 53,236 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 85,314 2,300,183 SH   DFND 1,5 0 0 2,300,183
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,539 41,500 SH   DFND 6 41,500 0 0
ASPEN TECHNOLOGY INC COM 045327103 100,076 3,476,083 SH   DFND 1,5 12,196 0 3,463,887
ASPEN TECHNOLOGY INC COM 045327103 12,190 423,400 SH   DFND 6 423,400 0 0
ASPEN TECHNOLOGY INC COM 045327103 4,618 160,410 SH   DFND 7 159,910 0 500
ASPEN TECHNOLOGY INC COM 045327103 4,390 152,500 SH   DFND   152,500 0 0
ASSOCIATED BANC CORP COM 045487105 194,625 12,516,051 SH   DFND 1,5 0 0 12,516,051
ASSOCIATED ESTATES RLTY CORP COM 045604105 14,151 880,008 SH   DFND 1,5 0 0 880,008
ASSURANT INC COM 04621X108 318,663 6,259,335 SH   DFND 1,5 0 0 6,259,335
ASSURANT INC COM 04621X108 1,278 25,098 SH   DFND 2 25,098 0 0
ASSURANT INC COM 04621X108 374 7,356 SH   DFND 3 7,356 0 0
ASSURANT INC COM 04621X108 372 7,310 SH   DFND 6 4,840 0 2,470
ASSURED GUARANTY LTD COM G0585R106 167,327 7,585,066 SH   DFND 1,5 32,700 0 7,552,366
ASSURED GUARANTY LTD COM G0585R106 3,851 174,574 SH   DFND 7 174,574 0 0
ASTEX PHARMACEUTICALS INC COM 04624B103 14,159 3,444,917 SH   DFND 1,5 0 0 3,444,917
ASTORIA FINL CORP COM 046265104 106,496 9,879,051 SH   DFND 1,5 0 0 9,879,051
ASTRAZENECA PLC SPONSORED ADR 046353108 289,488 6,120,252 SH   DFND 1,5 0 0 6,120,252
ASTRONICS CORP COM 046433108 7,380 180,571 SH   DFND 1,5 0 0 180,571
AT&T INC COM 00206R102 615,830 17,396,338 SH   DFND 1,5 301,156 0 17,095,182
AT&T INC COM 00206R102 62,009 1,751,671 SH   DFND 2 1,751,671 0 0
AT&T INC COM 00206R102 11,249 317,777 SH   DFND 3 317,777 0 0
AT&T INC COM 00206R102 29,822 842,431 SH   DFND 6 702,069 0 140,362
AT&T INC COM 00206R102 33,904 957,752 SH   DFND 7 785,808 0 171,944
AT&T INC COM 00206R102 21,605 610,320 SH   DFND   610,320 0 0
ATHENAHEALTH INC COM 04685W103 384,495 4,538,426 SH   DFND 1,5 0 0 4,538,426
ATLANTIC TELE NETWORK INC COM NEW 049079205 67,354 1,356,304 SH   DFND 1,5 0 0 1,356,304
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 823 18,800 SH   DFND 1,5 0 0 18,800
ATLAS ENERGY LP COM UNITS LP 04930A104 42,447 866,435 SH   DFND 1,5 0 0 866,435
ATLAS ENERGY LP COM UNITS LP 04930A104 353 7,205 SH   DFND 7 7,205 0 0
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 126,670 3,316,829 SH   DFND 1,5 0 0 3,316,829
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 1,419 37,160 SH   DFND 7 37,160 0 0
ATMEL CORP COM 049513104 17,014 2,314,800 SH   DFND 1,5 0 0 2,314,800
ATMOS ENERGY CORP COM 049560105 163,122 3,972,780 SH   DFND 1,5 0 0 3,972,780
ATMOS ENERGY CORP COM 049560105 23,672 576,530 SH   DFND 6 576,530 0 0
ATMOS ENERGY CORP COM 049560105 13,526 329,412 SH   DFND 7 329,412 0 0
ATMOS ENERGY CORP COM 049560105 985 23,999 SH   DFND   23,999 0 0
ATRION CORP COM 049904105 3,718 17,000 SH   DFND 1,5 7,000 0 10,000
ATWOOD OCEANICS INC COM 050095108 51,342 986,391 SH   DFND 1,5 0 0 986,391
AUTODESK INC COM 052769106 121,672 3,584,919 SH   DFND 1,5 0 0 3,584,919
AUTODESK INC COM 052769106 2,476 72,966 SH   DFND 2 72,966 0 0
AUTODESK INC COM 052769106 373 10,979 SH   DFND 3 10,979 0 0
AUTODESK INC COM 052769106 1,057 31,135 SH   DFND 7 31,135 0 0
AUTODESK INC COM 052769106 3,835 113,000 SH   DFND   113,000 0 0
AUTOLIV INC COM 052800109 128,522 1,660,705 SH   DFND 1,5 0 0 1,660,705
AUTOMATIC DATA PROCESSING IN COM 053015103 62,126 902,214 SH   DFND 1,5 0 0 902,214
AUTOMATIC DATA PROCESSING IN COM 053015103 10,877 157,964 SH   DFND 2 157,964 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,884 56,405 SH   DFND 3 56,405 0 0
AUTONATION INC COM 05329W102 45,560 1,050,000 SH   DFND 1,5 0 0 1,050,000
AUTONATION INC COM 05329W102 545 12,572 SH   DFND 2 12,572 0 0
AUTOZONE INC COM 053332102 472,025 1,114,081 SH   DFND 1,5 0 0 1,114,081
AUTOZONE INC COM 053332102 5,019 11,846 SH   DFND 2 11,846 0 0
AUTOZONE INC COM 053332102 1,400 3,304 SH   DFND 3 3,304 0 0
AUTOZONE INC COM 053332102 28,701 67,740 SH   DFND 6 26,910 0 40,830
AUTOZONE INC COM 053332102 10,943 25,829 SH   DFND 7 18,609 0 7,220
AUXILIUM PHARMACEUTICALS INC NOTE 1.500% 7/1 05334DAA5 8,270 8,600,000 PRN   DFND 1,5 0 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 18,375 1,104,910 SH   DFND 1,5 0 0 1,104,910
AVAGO TECHNOLOGIES LTD SHS Y0486S104 278,198 7,442,441 SH   DFND 1,5 0 0 7,442,441
AVAGO TECHNOLOGIES LTD SHS Y0486S104 426 11,408 SH   DFND 3 11,408 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,784 47,715 SH   DFND 7 47,715 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 661 17,678 SH   DFND   17,678 0 0
AVALONBAY CMNTYS INC COM 053484101 582,085 4,314,618 SH   DFND 1,5 50,901 0 4,263,717
AVALONBAY CMNTYS INC COM 053484101 5,346 39,624 SH   DFND 2 39,624 0 0
AVALONBAY CMNTYS INC COM 053484101 971 7,198 SH   DFND 3 7,198 0 0
AVALONBAY CMNTYS INC COM 053484101 22,564 167,249 SH   DFND 6 167,249 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 58,322 12,678,710 SH   DFND 1,5 0 0 12,678,710
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 176 38,163 SH   DFND 7 38,163 0 0
AVEO PHARMACEUTICALS INC COM 053588109 957 382,860 SH   DFND 1,5 0 0 382,860
AVERY DENNISON CORP COM 053611109 299,322 7,000,057 SH   DFND 1,5 0 0 7,000,057
AVERY DENNISON CORP COM 053611109 1,390 32,515 SH   DFND 2 32,515 0 0
AVID TECHNOLOGY INC COM 05367P100 4,696 798,700 SH   DFND 1,5 0 0 798,700
AVIV REIT INC MD COM 05381L101 72,576 2,869,750 SH   DFND 1,5 14,250 0 2,855,500
AVIV REIT INC MD COM 05381L101 4,064 160,700 SH   DFND 6 160,700 0 0
AVNET INC COM 053807103 89,001 2,648,837 SH   DFND 1,5 0 0 2,648,837
AVON PRODS INC COM 054303102 17,712 842,215 SH   DFND 1,5 0 0 842,215
AVON PRODS INC COM 054303102 2,972 141,303 SH   DFND 2 141,303 0 0
AXIALL CORP COM 05463D100 200,235 4,702,565 SH   DFND 1,5 0 0 4,702,565
AXIALL CORP COM 05463D100 387 9,100 SH   DFND 3 9,100 0 0
AXIALL CORP COM 05463D100 810 19,032 SH   DFND 7 19,032 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 504,209 11,013,746 SH   DFND 1,5 0 0 11,013,746
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 22,162 484,100 SH   DFND 6 484,100 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 17,313 378,171 SH   DFND 7 378,171 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 767 16,763 SH   DFND   16,763 0 0
AZZ INC COM 002474104 58,904 1,527,600 SH   DFND 1,5 0 0 1,527,600
AZZ INC COM 002474104 3,561 92,338 SH   DFND 6 92,338 0 0
B/E AEROSPACE INC COM 073302101 27,844 441,400 SH   DFND 1,5 0 0 441,400
B/E AEROSPACE INC COM 073302101 15,745 249,600 SH   DFND 6 207,700 0 41,900
B/E AEROSPACE INC COM 073302101 13,862 219,746 SH   DFND 7 219,146 0 600
B/E AEROSPACE INC COM 073302101 15,979 253,308 SH   DFND   253,308 0 0
B2GOLD CORP COM 11777Q209 178,892 83,991,324 SH   DFND 1,5 0 0 83,991,324
BABCOCK & WILCOX CO NEW COM 05615F102 39,736 1,323,195 SH   DFND 1,5 0 0 1,323,195
BAIDU INC SPON ADR REP A 056752108 160,416 1,696,985 SH   DFND 1,5 16,650 0 1,680,335
BAIDU INC SPON ADR REP A 056752108 1,806 19,100 SH   DFND 6 19,100 0 0
BAIDU INC SPON ADR REP A 056752108 1,163 12,300 SH   DFND 7 12,300 0 0
BAKER HUGHES INC COM 057224107 20,769 450,222 SH   DFND 1,5 0 0 450,222
BAKER HUGHES INC COM 057224107 6,639 143,912 SH   DFND 2 143,912 0 0
BAKER HUGHES INC COM 057224107 1,507 32,666 SH   DFND 3 32,666 0 0
BALL CORP COM 058498106 82,134 1,977,237 SH   DFND 1,5 0 0 1,977,237
BALL CORP COM 058498106 2,016 48,537 SH   DFND 2 48,537 0 0
BALL CORP COM 058498106 219 5,266 SH   DFND 3 5,266 0 0
BALL CORP COM 058498106 481 11,570 SH   DFND 6 7,660 0 3,910
BALL CORP COM 058498106 12,204 293,790 SH   DFND 7 293,790 0 0
BALL CORP COM 058498106 978 23,544 SH   DFND   23,544 0 0
BALLY TECHNOLOGIES INC COM 05874B107 5,320 94,300 SH   DFND 1,5 0 0 94,300
BALLY TECHNOLOGIES INC COM 05874B107 20,034 355,080 SH   DFND 7 355,080 0 0
BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 116,079 13,802,467 SH   DFND 1,5 0 0 13,802,467
BANCO BRADESCO S A SP ADR PFD NEW 059460303 26,958 2,072,100 SH   DFND 1,5 5,979 0 2,066,121
BANCO BRADESCO S A SP ADR PFD NEW 059460303 233 17,900 SH   DFND 7 17,900 0 0
BANCO DE CHILE SPONSORED ADR 059520106 10,368 119,066 SH   DFND 1,5 4,312 0 114,754
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 49,592 2,028,315 SH   DFND 1,5 72,751 0 1,955,564
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,220 49,900 SH   DFND 6 0 0 49,900
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 517 21,150 SH   DFND 7 21,150 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 5,339 218,350 SH   DFND   171,550 0 46,800
BANCOLOMBIA S A SPON ADR PREF 05968L102 17,266 305,600 SH   DFND 1,5 10,924 0 294,676
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,175 20,792 SH   DFND 6 0 0 20,792
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,019 18,028 SH   DFND 7 18,028 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 5,390 95,396 SH   DFND   75,064 0 20,332
BANCORP INC DEL COM 05969A105 2,392 159,553 SH   DFND 6 159,553 0 0
BANK MONTREAL QUE COM 063671101 63,935 1,102,300 SH   DFND 1,5 0 0 1,102,300
BANK MONTREAL QUE COM 063671101 11,702 201,760 SH   DFND 6 0 0 201,760
BANK MONTREAL QUE COM 063671101 188,133 3,243,600 SH   DFND 7 3,189,800 0 53,800
BANK MONTREAL QUE COM 063671101 148,948 2,568,004 SH   DFND   1,765,504 0 802,500
BANK N S HALIFAX COM 064149107 101,797 1,904,300 SH   DFND 1,5 0 0 1,904,300
BANK N S HALIFAX COM 064149107 7,463 139,607 SH   DFND 6 0 0 139,607
BANK N S HALIFAX COM 064149107 322,962 6,041,612 SH   DFND 7 6,005,902 0 35,710
BANK N S HALIFAX COM 064149107 71,989 1,346,680 SH   DFND   929,980 0 416,700
BANK NEW YORK MELLON CORP COM 064058100 80,273 2,861,785 SH   DFND 1,5 0 0 2,861,785
BANK NEW YORK MELLON CORP COM 064058100 10,599 377,856 SH   DFND 2 377,856 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,060 109,096 SH   DFND 3 109,096 0 0
BANK NEW YORK MELLON CORP COM 064058100 18,049 643,450 SH   DFND 6 498,070 0 145,380
BANK NEW YORK MELLON CORP COM 064058100 2,168 77,290 SH   DFND 7 27,000 0 50,290
BANK OF AMERICA CORPORATION COM 060505104 689,005 53,577,346 SH   DFND 1,5 137,814 0 53,439,532
BANK OF AMERICA CORPORATION COM 060505104 689,005 53,577,346 SH   DFND 1,5 0 0 53,577,346
BANK OF AMERICA CORPORATION COM 060505104 689,005 53,577,346 SH   DFND 1,5 0 0 53,577,346
BANK OF AMERICA CORPORATION COM 060505104 689,005 53,577,346 SH   DFND 1,5 0 0 53,577,346
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 113,756 102,437 SH   DFND 1,5 0 0 102,437
BANK OF AMERICA CORPORATION COM 060505104 45,138 3,509,958 SH   DFND 2 3,509,958 0 0
BANK OF AMERICA CORPORATION COM 060505104 9,741 757,502 SH   DFND 3 757,502 0 0
BANK OF AMERICA CORPORATION COM 060505104 32,590 2,534,200 SH   DFND 6 498,900 0 2,035,300
BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 999 900 SH   DFND 7 900 0 0
BANK OF AMERICA CORPORATION COM 060505104 32,757 2,547,213 SH   DFND 7 2,245,713 0 301,500
BANK OF THE OZARKS INC COM 063904106 106,343 2,454,252 SH   DFND 1,5 0 0 2,454,252
BANK OF THE OZARKS INC COM 063904106 7,340 169,389 SH   DFND   169,389 0 0
BANKRATE INC DEL COM 06647F102 88,408 6,156,542 SH   DFND 1,5 0 0 6,156,542
BANKRATE INC DEL COM 06647F102 2,143 149,210 SH   DFND 6 149,210 0 0
BANKUNITED INC COM 06652K103 7,510 288,750 SH   DFND 6 288,750 0 0
BANNER CORP COM NEW 06652V208 42,447 1,256,200 SH   DFND 1,5 0 0 1,256,200
BANRO CORP COM 066800103 1,752 2,246,482 SH   DFND 1,5 0 0 2,246,482
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 1,166 47,200 SH   DFND 1,5 0 0 47,200
BARCLAYS PLC ADR 06738E204 172,547 10,078,700 SH   DFND 1,5 0 0 10,078,700
BARCLAYS PLC ADR 06738E204 3,842 224,400 SH   DFND 7 224,400 0 0
BARD C R INC COM 067383109 34,962 321,700 SH   DFND 1,5 0 0 321,700
BARD C R INC COM 067383109 2,648 24,364 SH   DFND 2 24,364 0 0
BARD C R INC COM 067383109 419 3,852 SH   DFND 3 3,852 0 0
BARRETT BILL CORP COM 06846N104 5,434 268,726 SH   DFND   268,726 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 318 6,100 SH   DFND 6 6,100 0 0
BARRICK GOLD CORP COM 067901108 205,360 13,010,673 SH   DFND 1,5 4,994,404 0 8,016,269
BARRICK GOLD CORP COM 067901108 161 10,220 SH   DFND 3 10,220 0 0
BARRICK GOLD CORP COM 067901108 45,910 2,908,631 SH   DFND   2,908,631 0 0
BAXTER INTL INC COM 071813109 273,396 3,946,815 SH   DFND 1,5 0 0 3,946,815
BAXTER INTL INC COM 071813109 12,221 176,422 SH   DFND 2 176,422 0 0
BAXTER INTL INC COM 071813109 5,020 72,463 SH   DFND 3 72,463 0 0
BAXTER INTL INC COM 071813109 49,831 719,370 SH   DFND 6 428,070 0 291,300
BAXTER INTL INC COM 071813109 63,992 923,805 SH   DFND 7 790,095 0 133,710
BAXTER INTL INC COM 071813109 4,182 60,373 SH   DFND   60,373 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,957 54,300 SH   DFND 1,5 0 0 54,300
BAYTEX ENERGY CORP COM 07317Q105 2,949 81,839 SH   DFND 6 0 0 81,839
BAYTEX ENERGY CORP COM 07317Q105 21,822 605,540 SH   DFND 7 584,400 0 21,140
BAYTEX ENERGY CORP COM 07317Q105 13,180 365,750 SH   DFND   194,150 0 171,600
BAZAARVOICE INC COM 073271108 7,898 838,390 SH   DFND 1,5 0 0 838,390
BB&T CORP COM 054937107 29,530 871,619 SH   DFND 1,5 0 0 871,619
BB&T CORP COM 054937107 7,740 228,468 SH   DFND 2 228,468 0 0
BB&T CORP COM 054937107 2,085 61,543 SH   DFND 3 61,543 0 0
BBCN BANCORP INC COM 073295107 102,083 7,178,808 SH   DFND 1,5 0 0 7,178,808
BBCN BANCORP INC COM 073295107 8,418 592,018 SH   DFND 6 592,018 0 0
BBCN BANCORP INC COM 073295107 1,666 117,180 SH   DFND 7 117,180 0 0
BCE INC COM NEW 05534B760 55,486 1,353,300 SH   DFND 1,5 0 0 1,353,300
BCE INC COM NEW 05534B760 1,456 35,504 SH   DFND 6 0 0 35,504
BCE INC COM NEW 05534B760 115,731 2,822,680 SH   DFND 7 2,813,580 0 9,100
BCE INC COM NEW 05534B760 158,451 3,864,626 SH   DFND   3,864,626 0 0
BEACON ROOFING SUPPLY INC COM 073685109 63,369 1,672,893 SH   DFND 1,5 8,637 0 1,664,256
BEAM INC COM 073730103 432,410 6,851,693 SH   DFND 1,5 5,902 0 6,845,791
BEAM INC COM 073730103 3,306 52,380 SH   DFND 2 52,380 0 0
BEAM INC COM 073730103 864 13,697 SH   DFND 3 13,697 0 0
BEAM INC COM 073730103 23,117 366,300 SH   DFND 6 39,100 0 327,200
BEAM INC COM 073730103 12,719 201,536 SH   DFND 7 154,436 0 47,100
BEAZER HOMES USA INC COM NEW 07556Q881 12,043 687,414 SH   DFND   687,414 0 0
BECTON DICKINSON & CO COM 075887109 33,342 337,366 SH   DFND 1,5 0 0 337,366
BECTON DICKINSON & CO COM 075887109 6,249 63,232 SH   DFND 2 63,232 0 0
BECTON DICKINSON & CO COM 075887109 1,683 17,034 SH   DFND 3 17,034 0 0
BED BATH & BEYOND INC COM 075896100 1,243,112 17,533,312 SH   DFND 1,5 0 0 17,533,312
BED BATH & BEYOND INC COM 075896100 5,045 71,158 SH   DFND 2 71,158 0 0
BED BATH & BEYOND INC COM 075896100 991 13,979 SH   DFND 3 13,979 0 0
BEL FUSE INC CL A 077347201 4,012 289,278 SH   DFND 1,5 0 0 289,278
BELDEN INC COM 077454106 71,260 1,427,200 SH   DFND 1,5 0 0 1,427,200
BELDEN INC COM 077454106 12,207 244,490 SH   DFND 6 244,490 0 0
BELO CORP COM SER A 080555105 3,826 274,300 SH   DFND 1,5 0 0 274,300
BEMIS INC COM 081437105 1,309 33,447 SH   DFND 2 33,447 0 0
BEMIS INC COM 081437105 365 9,325 SH   DFND 3 9,325 0 0
BENCHMARK ELECTRS INC COM 08160H101 19,588 974,523 SH   DFND 1,5 0 0 974,523
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 1,806 215,000 SH   DFND 1,5 0 0 215,000
BERKLEY W R CORP COM 084423102 7,209 176,424 SH   DFND 1,5 0 0 176,424
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,028,495 29,825 SH   DFND 1,5 0 0 29,825
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,241,627 11,093,879 SH   DFND 1,5 1,042 0 11,092,837
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 66,476 593,963 SH   DFND 2 593,963 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,978 133,824 SH   DFND 3 133,824 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 123,908 1,107,110 SH   DFND 6 513,050 0 594,060
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 80,500 719,260 SH   DFND 7 452,690 0 266,570
BERKSHIRE HATHAWAY INC DEL CL A 084670108 2,866 17 SH   DFND   17 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 30,294 270,679 SH   DFND   270,679 0 0
BERRY PETE CO CL A 085789105 194,672 4,600,000 SH   DFND 1,5 0 0 4,600,000
BERRY PETE CO CL A 085789105 14,639 345,920 SH   DFND 6 228,220 0 117,700
BERRY PETE CO CL A 085789105 6,784 160,307 SH   DFND 7 160,307 0 0
BERRY PETE CO CL A 085789105 8,829 208,615 SH   DFND   208,615 0 0
BERRY PLASTICS GROUP INC COM 08579W103 5,472 247,950 SH   DFND 6 247,950 0 0
BEST BUY INC COM 086516101 1,089,129 39,851,025 SH   DFND 1,5 0 0 39,851,025
BEST BUY INC COM 086516101 2,389 87,410 SH   DFND 2 87,410 0 0
BEST BUY INC COM 086516101 13,784 504,360 SH   DFND 6 300,120 0 204,240
BEST BUY INC COM 086516101 17,290 632,650 SH   DFND 7 538,900 0 93,750
BEST BUY INC COM 086516101 1,164 42,587 SH   DFND   42,587 0 0
BG MEDICINE INC COM 08861T107 1,667 1,253,211 SH   DFND 1,5 0 0 1,253,211
BHP BILLITON LTD SPONSORED ADR 088606108 292,728 5,076,800 SH   DFND 1,5 0 0 5,076,800
BHP BILLITON LTD SPONSORED ADR 088606108 5,195 90,102 SH   DFND   90,102 0 0
BHP BILLITON PLC SPONSORED ADR 05545E209 73,223 1,428,190 SH   DFND 1,5 0 0 1,428,190
BIG LOTS INC COM 089302103 17,342 550,000 SH   DFND 1,5 0 0 550,000
BIODELIVERY SCIENCES INTL IN COM 09060J106 20,600 5,073,947 SH   DFND 1,5 0 0 5,073,947
BIODELIVERY SCIENCES INTL IN COM 09060J106 456 112,353 SH   DFND 7 112,353 0 0
BIOGEN IDEC INC COM 09062X103 4,907,238 22,803,150 SH   DFND 1,5 0 0 22,803,150
BIOGEN IDEC INC COM 09062X103 16,631 77,280 SH   DFND 2 77,280 0 0
BIOGEN IDEC INC COM 09062X103 5,791 26,911 SH   DFND 3 26,911 0 0
BIOGEN IDEC INC COM 09062X103 60,366 280,510 SH   DFND 6 159,010 0 121,500
BIOGEN IDEC INC COM 09062X103 73,314 340,678 SH   DFND 7 231,308 0 109,370
BIOMARIN PHARMACEUTICAL INC COM 09061G101 638,062 11,436,858 SH   DFND 1,5 9,705 0 11,427,153
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,117 611,530 SH   DFND 6 305,430 0 306,100
BIOMARIN PHARMACEUTICAL INC COM 09061G101 16,573 297,065 SH   DFND 7 257,965 0 39,100
BIOMARIN PHARMACEUTICAL INC COM 09061G101 2,314 41,473 SH   DFND   41,473 0 0
BIOMED REALTY TRUST INC COM 09063H107 154,094 7,617,101 SH   DFND 1,5 76,300 0 7,540,801
BIOSCRIP INC COM 09069N108 150,937 9,147,695 SH   DFND 1,5 0 0 9,147,695
BIOSCRIP INC COM 09069N108 689 41,768 SH   DFND 7 41,768 0 0
BIOTA PHARMACEUTIALS INC COM 090694100 533 154,611 SH   DFND 1,5 0 0 154,611
BIOTIME INC COM 09066L105 6,011 1,517,900 SH   DFND 1,5 0 0 1,517,900
BITAUTO HLDGS LTD SPONSORED ADS 091727107 2,366 215,678 SH   DFND 1,5 16,103 0 199,575
BJS RESTAURANTS INC COM 09180C106 23,610 636,400 SH   DFND 1,5 0 0 636,400
BLACK BOX CORP DEL COM 091826107 45,597 1,800,840 SH   DFND 1,5 0 0 1,800,840
BLACK HILLS CORP COM 092113109 9,033 185,300 SH   DFND 1,5 0 0 185,300
BLACKBAUD INC COM 09227Q100 469 14,400 SH   DFND 1,5 0 0 14,400
BLACKROCK INC COM 09247X101 1,643,792 6,399,815 SH   DFND 1,5 24,262 0 6,375,553
BLACKROCK INC COM 09247X101 10,440 40,647 SH   DFND 2 40,647 0 0
BLACKROCK INC COM 09247X101 3,585 13,959 SH   DFND 3 13,959 0 0
BLACKROCK INC COM 09247X101 27,128 105,620 SH   DFND 6 24,360 0 81,260
BLACKROCK INC COM 09247X101 14,524 56,545 SH   DFND 7 44,645 0 11,900
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 175 12,358 SH   DFND 3 12,358 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 628,648 29,850,324 SH   DFND 1,5 0 0 29,850,324
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 286 13,600 SH   DFND 3 13,600 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 928 44,063 SH   DFND 7 44,063 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 19,427 786,500 SH   DFND 1,5 0 0 786,500
BLOCK H & R INC COM 093671105 567,754 20,459,600 SH   DFND 1,5 8,300 0 20,451,300
BLOCK H & R INC COM 093671105 2,464 88,793 SH   DFND 2 88,793 0 0
BLOCK H & R INC COM 093671105 2,652 95,555 SH   DFND 3 95,555 0 0
BLOCK H & R INC COM 093671105 5,015 180,713 SH   DFND 7 180,713 0 0
BLOOMIN BRANDS INC COM 094235108 163,245 6,561,311 SH   DFND 1,5 400 0 6,560,911
BLOOMIN BRANDS INC COM 094235108 256 10,300 SH   DFND 3 10,300 0 0
BLOOMIN BRANDS INC COM 094235108 19,475 782,759 SH   DFND 6 782,759 0 0
BLOUNT INTL INC NEW COM 095180105 71,113 6,016,334 SH   DFND 1,5 0 0 6,016,334
BLOUNT INTL INC NEW COM 095180105 15,612 1,320,830 SH   DFND 6 1,320,830 0 0
BLOUNT INTL INC NEW COM 095180105 541 45,770 SH   DFND 7 45,770 0 0
BLUCORA INC COM 095229100 78,956 4,258,678 SH   DFND 1,5 0 0 4,258,678
BLUCORA INC COM 095229100 35,009 1,888,277 SH   DFND 6 1,888,277 0 0
BLYTH INC COM NEW 09643P207 6,282 450,000 SH   DFND 1,5 0 0 450,000
BMC SOFTWARE INC COM 055921100 1,947 43,135 SH   DFND 2 43,135 0 0
BMC SOFTWARE INC COM 055921100 438 9,702 SH   DFND 3 9,702 0 0
BMC SOFTWARE INC COM 055921100 3,566 79,000 SH   DFND 6 79,000 0 0
BMC SOFTWARE INC COM 055921100 11,285 250,002 SH   DFND   250,002 0 0
BODY CENT CORP COM 09689U102 11,640 873,848 SH   DFND 1,5 0 0 873,848
BODY CENT CORP COM 09689U102 10,294 772,820 SH   DFND 6 772,820 0 0
BODY CENT CORP COM 09689U102 864 64,857 SH   DFND 7 64,857 0 0
BOEING CO COM 097023105 662,864 6,470,754 SH   DFND 1,5 3,100 0 6,467,654
BOEING CO COM 097023105 22,774 222,311 SH   DFND 2 222,311 0 0
BOEING CO COM 097023105 6,799 66,367 SH   DFND 3 66,367 0 0
BOEING CO COM 097023105 55,925 545,934 SH   DFND 6 434,134 0 111,800
BOEING CO COM 097023105 72,019 703,038 SH   DFND 7 393,198 0 309,840
BOFI HLDG INC COM 05566U108 18,328 400,000 SH   DFND 1,5 0 0 400,000
BOINGO WIRELESS INC COM 09739C102 3,160 508,842 SH   DFND 1,5 0 0 508,842
BOISE CASCADE CO DEL COM 09739D100 20,986 825,885 SH   DFND 1,5 0 0 825,885
BOISE CASCADE CO DEL COM 09739D100 7,145 281,200 SH   DFND   281,200 0 0
BON-TON STORES INC COM 09776J101 44,997 2,492,882 SH   DFND 1,5 0 0 2,492,882
BON-TON STORES INC COM 09776J101 1,515 83,950 SH   DFND 6 83,950 0 0
BON-TON STORES INC COM 09776J101 324 17,927 SH   DFND 7 17,927 0 0
BONANZA CREEK ENERGY INC COM 097793103 101,064 2,850,090 SH   DFND 1,5 0 0 2,850,090
BONANZA CREEK ENERGY INC COM 097793103 4,433 125,000 SH   DFND   125,000 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,287 189,100 SH   DFND 1,5 0 0 189,100
BORGWARNER INC COM 099724106 107,868 1,252,100 SH   DFND 1,5 0 0 1,252,100
BORGWARNER INC COM 099724106 3,235 37,553 SH   DFND 2 37,553 0 0
BORGWARNER INC COM 099724106 964 11,184 SH   DFND 3 11,184 0 0
BOSTON BEER INC CL A 100557107 134,423 787,758 SH   DFND 1,5 0 0 787,758
BOSTON PRIVATE FINL HLDGS IN COM 101119105 13,227 1,243,100 SH   DFND 1,5 0 0 1,243,100
BOSTON PRIVATE FINL HLDGS IN COM 101119105 19,045 1,789,900 SH   DFND 6 1,789,900 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,259 118,340 SH   DFND 7 118,340 0 0
BOSTON PROPERTIES INC COM 101121101 542,102 5,139,872 SH   DFND 1,5 61,566 0 5,078,306
BOSTON PROPERTIES INC COM 101121101 5,214 49,439 SH   DFND 2 49,439 0 0
BOSTON PROPERTIES INC COM 101121101 1,007 9,552 SH   DFND 3 9,552 0 0
BOSTON PROPERTIES INC COM 101121101 66,644 631,874 SH   DFND 6 473,974 0 157,900
BOSTON PROPERTIES INC COM 101121101 10,199 96,700 SH   DFND 7 73,100 0 23,600
BOSTON PROPERTIES INC COM 101121101 28,579 270,971 SH   DFND   270,971 0 0
BOSTON SCIENTIFIC CORP COM 101137107 639,645 69,001,605 SH   DFND 1,5 0 0 69,001,605
BOSTON SCIENTIFIC CORP COM 101137107 639,645 69,001,605 SH   DFND 1,5 0 0 69,001,605
BOSTON SCIENTIFIC CORP COM 101137107 4,067 438,710 SH   DFND 2 438,710 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,064 222,691 SH   DFND 3 222,691 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,328 143,294 SH   DFND 7 143,294 0 0
BOSTON SCIENTIFIC CORP COM 101137107 21,100 2,276,142 SH   DFND   2,276,142 0 0
BOTTOMLINE TECH DEL INC COM 101388106 5,599 221,400 SH   DFND 1,5 0 0 221,400
BOTTOMLINE TECH DEL INC COM 101388106 13,472 532,693 SH   DFND 6 467,193 0 65,500
BOTTOMLINE TECH DEL INC COM 101388106 7,919 313,120 SH   DFND 7 312,520 0 600
BOTTOMLINE TECH DEL INC COM 101388106 1,726 68,253 SH   DFND   68,253 0 0
BOULDER BRANDS INC COM 101405108 5,395 447,728 SH   DFND 7 447,728 0 0
BP PLC SPONSORED ADR 055622104 253,307 6,068,689 SH   DFND 1,5 0 0 6,068,689
BP PLC SPONSORED ADR 055622104 620 14,843 SH   DFND 3 14,843 0 0
BP PLC SPONSORED ADR 055622104 23,370 559,900 SH   DFND 7 559,900 0 0
BP PLC SPONSORED ADR 055622104 233,537 5,595,041 SH   DFND   5,595,041 0 0
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 28,881 300,000 SH   DFND 1,5 0 0 300,000
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 3,657 4,673,000 PRN   DFND 1,5 0 0 0
BPZ RESOURCES INC COM 055639108 25,663 14,337,093 SH   DFND 1,5 113,750 0 14,223,343
BPZ RESOURCES INC COM 055639108 427 238,421 SH   DFND 7 238,421 0 0
BPZ RESOURCES INC MTNF 6.500% 3/0 055639AB4 256 327,000 PRN   DFND 7 0 0 0
BRADY CORP CL A 104674106 17,642 574,100 SH   DFND 1,5 0 0 574,100
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 115,687 8,556,700 SH   DFND 1,5 101,435 0 8,455,265
BRAVO BRIO RESTAURANT GROUP COM 10567B109 31,685 1,778,069 SH   DFND 1,5 0 0 1,778,069
BRAVO BRIO RESTAURANT GROUP COM 10567B109 494 27,700 SH   DFND 3 27,700 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 2,572 144,335 SH   DFND 7 144,335 0 0
BRE PROPERTIES INC CL A 05564E106 13,165 263,200 SH   DFND 1,5 0 0 263,200
BRIDGE CAP HLDGS COM 108030107 15,663 987,581 SH   DFND 1,5 0 0 987,581
BRIGGS & STRATTON CORP COM 109043109 22,731 1,148,050 SH   DFND 6 1,148,050 0 0
BRINKER INTL INC COM 109641100 395,769 10,037,263 SH   DFND 1,5 0 0 10,037,263
BRINKER INTL INC COM 109641100 779 19,746 SH   DFND 3 19,746 0 0
BRINKER INTL INC COM 109641100 13,415 340,230 SH   DFND 6 340,230 0 0
BRINKER INTL INC COM 109641100 3,011 76,372 SH   DFND 7 76,372 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 598,002 13,381,110 SH   DFND 1,5 0 0 13,381,110
BRISTOL MYERS SQUIBB CO COM 110122108 23,899 534,771 SH   DFND 2 534,771 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 15,326 342,945 SH   DFND 3 342,945 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,353 97,400 SH   DFND 7 97,400 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,567,868 15,230,887 SH   DFND 1,5 0 0 15,230,887
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,884 18,300 SH   DFND 6 18,300 0 0
BROADCOM CORP CL A 111320107 1,318,368 39,051,190 SH   DFND 1,5 0 0 39,051,190
BROADCOM CORP CL A 111320107 5,775 171,055 SH   DFND 2 171,055 0 0
BROADCOM CORP CL A 111320107 1,149 34,041 SH   DFND 3 34,041 0 0
BROADCOM CORP CL A 111320107 47,027 1,392,980 SH   DFND 6 899,940 0 493,040
BROADCOM CORP CL A 111320107 68,066 2,016,171 SH   DFND 7 1,790,741 0 225,430
BROADCOM CORP CL A 111320107 3,450 102,193 SH   DFND   102,193 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 30,959 1,164,740 SH   DFND 1,5 0 0 1,164,740
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 6,840 257,330 SH   DFND 6 257,330 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 23,767 894,150 SH   DFND 7 893,650 0 500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 412 15,500 SH   DFND   15,500 0 0
BROADSOFT INC COM 11133B409 52,240 1,892,766 SH   DFND 1,5 0 0 1,892,766
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 102,530 17,800,338 SH   DFND 1,5 36,479 0 17,763,859
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 707 122,791 SH   DFND 3 122,791 0 0
BROOKDALE SR LIVING INC COM 112463104 400,747 15,156,847 SH   DFND 1,5 84,842 0 15,072,005
BROOKDALE SR LIVING INC COM 112463104 17,654 667,692 SH   DFND 6 667,692 0 0
BROOKDALE SR LIVING INC COM 112463104 4,459 168,648 SH   DFND 7 168,648 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 73,235 2,037,600 SH   DFND 1,5 0 0 2,037,600
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 8,516 236,936 SH   DFND 6 0 0 236,936
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 237,677 6,612,825 SH   DFND 7 6,527,425 0 85,400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 201,650 5,610,452 SH   DFND   3,950,752 0 1,659,700
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 43,697 1,197,400 SH   DFND 7 1,197,400 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 146,674 4,019,212 SH   DFND   4,019,212 0 0
BROOKFIELD OFFICE PPTYS INC COM 112900105 11,678 702,200 SH   DFND 1,5 0 0 702,200
BROOKFIELD OFFICE PPTYS INC COM 112900105 4,036 242,699 SH   DFND 6 0 0 242,699
BROOKFIELD OFFICE PPTYS INC COM 112900105 37,721 2,268,200 SH   DFND 7 2,206,100 0 62,100
BROOKFIELD OFFICE PPTYS INC COM 112900105 89,065 5,355,593 SH   DFND   4,475,193 0 880,400
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 36,607 1,325,300 SH   DFND   1,325,300 0 0
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 8,824 400,000 SH   DFND 1,5 0 0 400,000
BROWN FORMAN CORP CL B 115637209 36,746 543,980 SH   DFND 1,5 0 0 543,980
BROWN FORMAN CORP CL B 115637209 3,345 49,518 SH   DFND 2 49,518 0 0
BRUKER CORP COM 116794108 86,921 5,382,100 SH   DFND 1,5 0 0 5,382,100
BRUKER CORP COM 116794108 42,003 2,600,828 SH   DFND 6 2,349,528 0 251,300
BRUKER CORP COM 116794108 15,952 987,736 SH   DFND 7 985,536 0 2,200
BRUKER CORP COM 116794108 4,358 269,844 SH   DFND   269,844 0 0
BRUNSWICK CORP COM 117043109 275,759 8,630,956 SH   DFND 1,5 0 0 8,630,956
BRUNSWICK CORP COM 117043109 54,725 1,712,820 SH   DFND 6 1,588,020 0 124,800
BRUNSWICK CORP COM 117043109 13,380 418,782 SH   DFND 7 417,682 0 1,100
BRUNSWICK CORP COM 117043109 4,670 146,154 SH   DFND   146,154 0 0
BSB BANCORP INC MD COM 05573H108 1,111 84,457 SH   DFND 1,5 0 0 84,457
BUCKLE INC COM 118440106 44,217 850,000 SH   DFND 1,5 0 0 850,000
BUFFALO WILD WINGS INC COM 119848109 251,225 2,559,340 SH   DFND 1,5 0 0 2,559,340
BUNGE LIMITED COM G16962105 718,346 10,150,424 SH   DFND 1,5 200 0 10,150,224
BUNGE LIMITED COM G16962105 21,619 305,489 SH   DFND 6 40,389 0 265,100
BUNGE LIMITED COM G16962105 11,188 158,086 SH   DFND 7 122,686 0 35,400
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 276,271 4,906,249 SH   DFND 1,5 101,437 0 4,804,812
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,945 52,305 SH   DFND 2 52,305 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 252 4,473 SH   DFND 3 4,473 0 0
CA INC COM 12673P105 125,489 4,383,134 SH   DFND 1,5 25,234 0 4,357,900
CA INC COM 12673P105 3,095 108,099 SH   DFND 2 108,099 0 0
CA INC COM 12673P105 7,472 260,989 SH   DFND   260,989 0 0
CABELAS INC COM 126804301 182,145 2,812,614 SH   DFND 1,5 9,877 0 2,802,737
CABELAS INC COM 126804301 7,666 118,369 SH   DFND 6 118,369 0 0
CABELAS INC COM 126804301 2,914 45,000 SH   DFND 7 45,000 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,194 70,977 SH   DFND 2 70,977 0 0
CABOT CORP COM 127055101 140,495 3,754,544 SH   DFND 1,5 0 0 3,754,544
CABOT CORP COM 127055101 10,683 285,490 SH   DFND 6 285,490 0 0
CABOT CORP COM 127055101 996 26,604 SH   DFND 7 26,604 0 0
CABOT OIL & GAS CORP COM 127097103 749,450 10,552,663 SH   DFND 1,5 11,688 0 10,540,975
CABOT OIL & GAS CORP COM 127097103 4,873 68,620 SH   DFND 2 68,620 0 0
CABOT OIL & GAS CORP COM 127097103 20,446 287,893 SH   DFND 3 287,893 0 0
CABOT OIL & GAS CORP COM 127097103 4,800 67,583 SH   DFND 6 67,583 0 0
CABOT OIL & GAS CORP COM 127097103 45,383 639,019 SH   DFND 7 639,019 0 0
CABOT OIL & GAS CORP COM 127097103 17,919 252,303 SH   DFND   252,303 0 0
CACI INTL INC CL A 127190304 219,496 3,457,175 SH   DFND 1,5 0 0 3,457,175
CADENCE DESIGN SYSTEM INC COM 127387108 3,702 255,692 SH   DFND 3 255,692 0 0
CADENCE PHARMACEUTICALS INC COM 12738T100 55,008 8,065,635 SH   DFND 1,5 0 0 8,065,635
CADENCE PHARMACEUTICALS INC COM 12738T100 1,747 256,108 SH   DFND 7 256,108 0 0
CAE INC COM 124765108 8,702 838,825 SH   DFND 1,5 0 0 838,825
CAE INC COM 124765108 1,734 167,130 SH   DFND 6 0 0 167,130
CAE INC COM 124765108 12,454 1,200,500 SH   DFND 7 1,156,700 0 43,800
CAE INC COM 124765108 26,978 2,600,600 SH   DFND   2,600,600 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 221 8,100 SH   DFND 1,5 0 0 8,100
CAI INTERNATIONAL INC COM 12477X106 23,101 980,092 SH   DFND 1,5 0 0 980,092
CAL DIVE INTL INC DEL COM 12802T101 12,454 6,624,500 SH   DFND 1,5 0 0 6,624,500
CALAVO GROWERS INC COM 128246105 27,008 993,300 SH   DFND 1,5 0 0 993,300
CALAVO GROWERS INC COM 128246105 3,242 119,250 SH   DFND 6 119,250 0 0
CALLAWAY GOLF CO COM 131193104 19,538 2,969,260 SH   DFND 1,5 0 0 2,969,260
CALLIDUS SOFTWARE INC COM 13123E500 16,750 2,541,780 SH   DFND 1,5 19,813 0 2,521,967
CALLIDUS SOFTWARE INC COM 13123E500 13,643 2,070,257 SH   DFND 6 2,070,257 0 0
CALPINE CORP COM NEW 131347304 189,771 8,938,795 SH   DFND 1,5 750 0 8,938,045
CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 131476103 22,778 626,112 SH   DFND 1,5 0 0 626,112
CAMBREX CORP COM 132011107 5,452 390,300 SH   DFND 1,5 0 0 390,300
CAMDEN NATL CORP COM 133034108 1,489 41,968 SH   DFND 1,5 0 0 41,968
CAMDEN PPTY TR SH BEN INT 133131102 369,820 5,348,864 SH   DFND 1,5 31,101 0 5,317,763
CAMDEN PPTY TR SH BEN INT 133131102 42,987 621,744 SH   DFND 6 621,744 0 0
CAMECO CORP COM 13321L108 1,197 58,000 SH   DFND 1,5 0 0 58,000
CAMECO CORP COM 13321L108 3,944 191,080 SH   DFND 6 180 0 190,900
CAMECO CORP COM 13321L108 37,421 1,812,800 SH   DFND 7 1,762,900 0 49,900
CAMECO CORP COM 13321L108 121,643 5,892,752 SH   DFND   5,210,852 0 681,900
CAMELOT INFORMATION SYS INC ADS RP ORD SHS 13322V105 4,777 2,745,381 SH   DFND 1,5 0 0 2,745,381
CAMERON INTERNATIONAL CORP COM 13342B105 838,732 13,713,732 SH   DFND 1,5 200 0 13,713,532
CAMERON INTERNATIONAL CORP COM 13342B105 4,942 80,806 SH   DFND 2 80,806 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 796 13,014 SH   DFND 3 13,014 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 17,126 280,025 SH   DFND 6 166,525 0 113,500
CAMERON INTERNATIONAL CORP COM 13342B105 32,251 527,314 SH   DFND 7 475,324 0 51,990
CAMERON INTERNATIONAL CORP COM 13342B105 1,411 23,070 SH   DFND   23,070 0 0
CAMPBELL SOUP CO COM 134429109 16,348 365,000 SH   DFND 1,5 0 0 365,000
CAMPBELL SOUP CO COM 134429109 2,607 58,206 SH   DFND 2 58,206 0 0
CAMPBELL SOUP CO COM 134429109 736 16,440 SH   DFND 3 16,440 0 0
CAMPBELL SOUP CO COM 134429109 659 14,720 SH   DFND 6 9,750 0 4,970
CANADIAN NAT RES LTD COM 136385101 439,719 15,597,045 SH   DFND 1,5 0 0 15,597,045
CANADIAN NAT RES LTD COM 136385101 17,249 611,817 SH   DFND 3 611,817 0 0
CANADIAN NAT RES LTD COM 136385101 42,423 1,504,756 SH   DFND 6 589,283 0 915,473
CANADIAN NAT RES LTD COM 136385101 164,227 5,825,200 SH   DFND 7 5,711,300 0 113,900
CANADIAN NAT RES LTD COM 136385101 167,257 5,932,672 SH   DFND   5,299,472 0 633,200
CANADIAN NATL RY CO COM 136375102 88,350 907,400 SH   DFND 1,5 0 0 907,400
CANADIAN NATL RY CO COM 136375102 15,661 160,842 SH   DFND 6 0 0 160,842
CANADIAN NATL RY CO COM 136375102 137,872 1,416,020 SH   DFND 7 1,374,100 0 41,920
CANADIAN NATL RY CO COM 136375102 293,685 3,016,293 SH   DFND   2,527,093 0 489,200
CANADIAN PAC RY LTD COM 13645T100 1,259,913 10,390,108 SH   DFND 1,5 0 0 10,390,108
CANADIAN PAC RY LTD COM 13645T100 44,078 363,500 SH   DFND 6 167,000 0 196,500
CANADIAN PAC RY LTD COM 13645T100 60,982 502,900 SH   DFND 7 477,500 0 25,400
CANADIAN PAC RY LTD COM 13645T100 197,304 1,627,103 SH   DFND   1,446,803 0 180,300
CAPELLA EDUCATION COMPANY COM 139594105 6,249 150,048 SH   DFND 1,5 0 0 150,048
CAPITAL ONE FINL CORP COM 14040H105 1,662,366 26,466,579 SH   DFND 1,5 0 0 26,466,579
CAPITAL ONE FINL CORP COM 14040H105 11,946 190,199 SH   DFND 2 190,199 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,982 47,483 SH   DFND 3 47,483 0 0
CAPITAL ONE FINL CORP COM 14040H105 152,807 2,432,850 SH   DFND 6 1,326,380 0 1,106,470
CAPITAL ONE FINL CORP COM 14040H105 189,116 3,010,926 SH   DFND 7 2,248,686 0 762,240
CAPITAL ONE FINL CORP COM 14040H105 4,804 76,479 SH   DFND   76,479 0 0
CAPITAL SR LIVING CORP COM 140475104 15,306 640,430 SH   DFND 1,5 23,630 0 616,800
CAPITALSOURCE INC COM 14055X102 167,227 17,828,000 SH   DFND 1,5 0 0 17,828,000
CAPITALSOURCE INC COM 14055X102 4,686 499,620 SH   DFND 6 499,620 0 0
CAPLEASE INC COM 140288101 26,372 3,124,600 SH   DFND 1,5 0 0 3,124,600
CAPSTEAD MTG CORP COM NO PAR 14067E506 898 74,200 SH   DFND 1,5 0 0 74,200
CARBO CERAMICS INC COM 140781105 11,800 175,000 SH   DFND 1,5 0 0 175,000
CARDINAL HEALTH INC COM 14149Y108 16,926 358,600 SH   DFND 1,5 0 0 358,600
CARDINAL HEALTH INC COM 14149Y108 5,254 111,308 SH   DFND 2 111,308 0 0
CARDINAL HEALTH INC COM 14149Y108 931 19,718 SH   DFND 3 19,718 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 297 152,912 SH   DFND 1,5 0 0 152,912
CARDIOVASCULAR SYS INC DEL COM 141619106 30,066 1,418,227 SH   DFND 1,5 0 0 1,418,227
CARDTRONICS INC COM 14161H108 8,642 313,100 SH   DFND 1,5 0 0 313,100
CARDTRONICS INC COM 14161H108 6,786 245,855 SH   DFND 6 245,855 0 0
CAREER EDUCATION CORP COM 141665109 19,488 6,720,000 SH   DFND 1,5 0 0 6,720,000
CAREFUSION CORP COM 14170T101 80,863 2,194,387 SH   DFND 1,5 0 0 2,194,387
CAREFUSION CORP COM 14170T101 2,637 71,558 SH   DFND 2 71,558 0 0
CAREFUSION CORP COM 14170T101 210 5,692 SH   DFND 3 5,692 0 0
CARLISLE COS INC COM 142339100 148,557 2,384,167 SH   DFND 1,5 0 0 2,384,167
CARLISLE COS INC COM 142339100 48,484 778,109 SH   DFND 6 703,909 0 74,200
CARLISLE COS INC COM 142339100 11,256 180,641 SH   DFND 7 179,841 0 800
CARLISLE COS INC COM 142339100 13,664 219,292 SH   DFND   219,292 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 60,535 2,355,460 SH   DFND 1,5 0 0 2,355,460
CARMAX INC COM 143130102 224,524 4,864,040 SH   DFND 1,5 0 0 4,864,040
CARMAX INC COM 143130102 3,375 73,112 SH   DFND 2 73,112 0 0
CARMAX INC COM 143130102 358 7,766 SH   DFND 3 7,766 0 0
CARNIVAL CORP PAIRED CTF 143658300 2,263 66,000 SH   DFND 1,5 0 0 66,000
CARNIVAL CORP PAIRED CTF 143658300 4,967 144,857 SH   DFND 2 144,857 0 0
CARNIVAL CORP PAIRED CTF 143658300 828 24,136 SH   DFND 3 24,136 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 166,686 3,698,375 SH   DFND 1,5 0 0 3,698,375
CARRIAGE SVCS INC COM 143905107 26,139 1,542,141 SH   DFND 1,5 0 0 1,542,141
CARRIAGE SVCS INC COM 143905107 4,845 285,816 SH   DFND 6 285,816 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,503 542,310 SH   DFND 6 542,310 0 0
CARTER INC COM 146229109 20,635 278,590 SH   DFND 1,5 0 0 278,590
CASEYS GEN STORES INC COM 147528103 4,425 73,560 SH   DFND 6 73,560 0 0
CASH AMER INTL INC COM 14754D100 112,338 2,471,147 SH   DFND 1,5 0 0 2,471,147
CASH AMER INTL INC COM 14754D100 17,233 379,070 SH   DFND 6 379,070 0 0
CASH STORE FINL SVCS INC COM 14756F103 30 12,900 SH   DFND   12,900 0 0
CASS INFORMATION SYS INC COM 14808P109 625 13,552 SH   DFND 1,5 0 0 13,552
CATAMARAN CORP COM 148887102 344,339 7,074,446 SH   DFND 1,5 300 0 7,074,146
CATAMARAN CORP COM 148887102 3,037 62,400 SH   DFND 6 0 0 62,400
CATAMARAN CORP COM 148887102 22,984 472,200 SH   DFND 7 455,800 0 16,400
CATAMARAN CORP COM 148887102 71,928 1,477,772 SH   DFND   1,267,472 0 210,300
CATERPILLAR INC DEL COM 149123101 501,525 6,079,826 SH   DFND 1,5 0 0 6,079,826
CATERPILLAR INC DEL COM 149123101 17,658 214,064 SH   DFND 2 214,064 0 0
CATERPILLAR INC DEL COM 149123101 19,267 233,567 SH   DFND 3 233,567 0 0
CATERPILLAR INC DEL COM 149123101 51,665 626,320 SH   DFND 6 237,240 0 389,080
CATERPILLAR INC DEL COM 149123101 84,319 1,022,170 SH   DFND 7 892,300 0 129,870
CATERPILLAR INC DEL COM 149123101 3,969 48,111 SH   DFND   48,111 0 0
CATHAY GENERAL BANCORP COM 149150104 159,571 7,841,306 SH   DFND 1,5 0 0 7,841,306
CATO CORP NEW CL A 149205106 8,736 350,000 SH   DFND 1,5 0 0 350,000
CAVIUM INC COM 14964U108 20,886 590,506 SH   DFND 1,5 0 0 590,506
CAVIUM INC COM 14964U108 27,527 778,250 SH   DFND 6 665,550 0 112,700
CAVIUM INC COM 14964U108 12,206 345,085 SH   DFND 7 344,385 0 700
CAVIUM INC COM 14964U108 4,314 121,971 SH   DFND   121,971 0 0
CBEYOND INC COM 149847105 1,526 194,637 SH   DFND 1,5 0 0 194,637
CBIZ INC COM 124805102 28,670 4,272,685 SH   DFND 1,5 0 0 4,272,685
CBL & ASSOC PPTYS INC COM 124830100 247,504 11,554,804 SH   DFND 1,5 71,631 0 11,483,173
CBL & ASSOC PPTYS INC COM 124830100 7,071 330,104 SH   DFND 6 330,104 0 0
CBL & ASSOC PPTYS INC COM 124830100 996 46,519 SH   DFND 7 46,519 0 0
CBOE HLDGS INC COM 12503M108 10,088 216,300 SH   DFND 6 205,170 0 11,130
CBOE HLDGS INC COM 12503M108 323 6,920 SH   DFND 7 6,920 0 0
CBRE GROUP INC CL A 12504L109 358,603 15,351,141 SH   DFND 1,5 0 0 15,351,141
CBRE GROUP INC CL A 12504L109 2,308 98,791 SH   DFND 2 98,791 0 0
CBRE GROUP INC CL A 12504L109 51,854 2,219,786 SH   DFND 3 2,219,786 0 0
CBRE GROUP INC CL A 12504L109 2,955 126,518 SH   DFND 7 126,518 0 0
CBS CORP NEW CL B 124857202 587,062 12,012,723 SH   DFND 1,5 0 0 12,012,723
CBS CORP NEW CL B 124857202 9,080 185,792 SH   DFND 2 185,792 0 0
CBS CORP NEW CL B 124857202 3,181 65,083 SH   DFND 3 65,083 0 0
CBS CORP NEW CL B 124857202 1,282 26,230 SH   DFND 6 19,280 0 6,950
CBS CORP NEW CL B 124857202 4,912 100,518 SH   DFND 7 100,518 0 0
CDN IMPERIAL BK OF COMMERCE COM 136069101 3,967 55,900 SH   DFND 1,5 0 0 55,900
CDN IMPERIAL BK OF COMMERCE COM 136069101 3,913 55,141 SH   DFND 6 0 0 55,141
CDN IMPERIAL BK OF COMMERCE COM 136069101 75,409 1,062,533 SH   DFND 7 1,048,833 0 13,700
CDN IMPERIAL BK OF COMMERCE COM 136069101 22,128 311,790 SH   DFND   311,790 0 0
CEC ENTMT INC COM 125137109 82,080 2,000,000 SH   DFND 1,5 0 0 2,000,000
CECO ENVIRONMENTAL CORP COM 125141101 2,972 241,639 SH   DFND 1,5 0 0 241,639
CEDAR FAIR L P DEPOSITRY UNIT 150185106 41,746 1,008,355 SH   DFND 1,5 0 0 1,008,355
CEDAR REALTY TRUST INC COM NEW 150602209 50,311 9,712,525 SH   DFND 1,5 52,326 0 9,660,199
CEDAR REALTY TRUST INC COM NEW 150602209 5,869 1,133,062 SH   DFND 6 1,133,062 0 0
CELGENE CORP COM 151020104 973,589 8,327,681 SH   DFND 1,5 0 0 8,327,681
CELGENE CORP COM 151020104 15,876 135,795 SH   DFND 2 135,795 0 0
CELGENE CORP COM 151020104 7,063 60,414 SH   DFND 3 60,414 0 0
CELGENE CORP COM 151020104 6,057 51,810 SH   DFND 6 48,560 0 3,250
CELGENE CORP COM 151020104 236 2,020 SH   DFND 7 2,020 0 0
CELL THERAPEUTICS INC COM NPV NEW 2012 150934883 6,565 6,252,427 SH   DFND 1,5 0 0 6,252,427
CELLDEX THERAPEUTICS INC NEW COM 15117B103 72,871 4,668,221 SH   DFND 1,5 0 0 4,668,221
CEMEX SAB DE CV SPON ADR NEW 151290889 42,938 4,058,384 SH   DFND 1,5 0 0 4,058,384
CEMEX SAB DE CV SPON ADR NEW 151290889 1,758 166,201 SH   DFND 7 166,201 0 0
CEMPRA INC COM 15130J109 9,863 1,259,705 SH   DFND 6 1,259,705 0 0
CEMPRA INC COM 15130J109 2,255 288,026 SH   DFND 7 288,026 0 0
CEMPRA INC COM 15130J109 167 21,290 SH   DFND   21,290 0 0
CENOVUS ENERGY INC COM 15135U109 37,154 1,302,500 SH   DFND 1,5 0 0 1,302,500
CENOVUS ENERGY INC COM 15135U109 48,997 1,717,659 SH   DFND 6 580,820 0 1,136,839
CENOVUS ENERGY INC COM 15135U109 246,830 8,653,047 SH   DFND 7 8,478,947 0 174,100
CENOVUS ENERGY INC COM 15135U109 296,632 10,398,944 SH   DFND   8,807,744 0 1,591,200
CENTENE CORP DEL COM 15135B101 202,411 3,858,395 SH   DFND 1,5 0 0 3,858,395
CENTENE CORP DEL COM 15135B101 7,558 144,070 SH   DFND 6 144,070 0 0
CENTERPOINT ENERGY INC COM 15189T107 303,145 12,905,297 SH   DFND 1,5 0 0 12,905,297
CENTERPOINT ENERGY INC COM 15189T107 3,283 139,756 SH   DFND 2 139,756 0 0
CENTERPOINT ENERGY INC COM 15189T107 448 19,054 SH   DFND 3 19,054 0 0
CENTERPOINT ENERGY INC COM 15189T107 383 16,290 SH   DFND 6 10,790 0 5,500
CENTERPOINT ENERGY INC COM 15189T107 876 37,294 SH   DFND 7 37,294 0 0
CENTURYLINK INC COM 156700106 255,356 7,223,653 SH   DFND 1,5 139,284 0 7,084,369
CENTURYLINK INC COM 156700106 7,012 198,351 SH   DFND 2 198,351 0 0
CENTURYLINK INC COM 156700106 2,004 56,682 SH   DFND 3 56,682 0 0
CENTURYLINK INC COM 156700106 7,179 203,081 SH   DFND 6 153,437 0 49,644
CENTURYLINK INC COM 156700106 2,732 77,286 SH   DFND 7 60,114 0 17,172
CEPHEID COM 15670R107 135,288 3,930,508 SH   DFND 1,5 0 0 3,930,508
CERNER CORP COM 156782104 2,971,062 30,919,578 SH   DFND 1,5 0 0 30,919,578
CERNER CORP COM 156782104 9,136 95,074 SH   DFND 2 95,074 0 0
CERNER CORP COM 156782104 406 4,223 SH   DFND 3 4,223 0 0
CERUS CORP COM 157085101 23,536 5,324,788 SH   DFND 1,5 0 0 5,324,788
CF INDS HLDGS INC COM 125269100 10,969 63,957 SH   DFND 1,5 0 0 63,957
CF INDS HLDGS INC COM 125269100 3,302 19,253 SH   DFND 2 19,253 0 0
CF INDS HLDGS INC COM 125269100 478 2,784 SH   DFND 3 2,784 0 0
CF INDS HLDGS INC COM 125269100 5,971 34,815 SH   DFND 6 33,185 0 1,630
CF INDS HLDGS INC COM 125269100 3,406 19,860 SH   DFND 7 19,860 0 0
CHAMBERS STR PPTYS COM 157842105 35,372 3,537,159 SH   DFND 1,5 66,374 0 3,470,785
CHAMBERS STR PPTYS COM 157842105 2,722 272,200 SH   DFND 6 272,200 0 0
CHARLES RIV LABS INTL INC COM 159864107 7,719 188,120 SH   DFND 6 183,380 0 4,740
CHARLES RIV LABS INTL INC COM 159864107 34,072 830,410 SH   DFND 7 830,410 0 0
CHART INDS INC COM PAR $0.01 16115Q308 14,955 158,948 SH   DFND 1,5 0 0 158,948
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 188,524 1,522,200 SH   DFND 1,5 0 0 1,522,200
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 20,446 165,089 SH   DFND   165,089 0 0
CHASE CORP COM 16150R104 20,235 904,986 SH   DFND 1,5 0 0 904,986
CHECK POINT SOFTWARE TECH LT ORD M22465104 68,131 1,371,407 SH   DFND 1,5 0 0 1,371,407
CHECK POINT SOFTWARE TECH LT ORD M22465104 323 6,500 SH   DFND 3 6,500 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,871 138,300 SH   DFND 6 133,800 0 4,500
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,378 27,740 SH   DFND 7 27,740 0 0
CHEESECAKE FACTORY INC COM 163072101 85,863 2,049,726 SH   DFND 1,5 0 0 2,049,726
CHEESECAKE FACTORY INC COM 163072101 381 9,100 SH   DFND 3 9,100 0 0
CHEFS WHSE INC COM 163086101 8,517 495,150 SH   DFND 1,5 0 0 495,150
CHEFS WHSE INC COM 163086101 5,953 346,095 SH   DFND 6 346,095 0 0
CHEMED CORP NEW COM 16359R103 193,294 2,668,700 SH   DFND 1,5 0 0 2,668,700
CHEMOCENTRYX INC COM 16383L106 3,535 250,000 SH   DFND 1,5 0 0 250,000
CHEMTURA CORP COM NEW 163893209 25,060 1,234,500 SH   DFND 1,5 0 0 1,234,500
CHEMTURA CORP COM NEW 163893209 14,579 718,200 SH   DFND   718,200 0 0
CHENIERE ENERGY INC COM NEW 16411R208 34,525 1,243,690 SH   DFND 1,5 0 0 1,243,690
CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 8,436 8,500,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 67,945 3,333,900 SH   DFND 1,5 0 0 3,333,900
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 84,130 89,130,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3,446 169,111 SH   DFND 2 169,111 0 0
CHESAPEAKE ENERGY CORP COM 165167107 852 41,783 SH   DFND 3 41,783 0 0
CHESAPEAKE ENERGY CORP COM 165167107 984 48,297 SH   DFND   48,297 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 124,583 5,992,468 SH   DFND 1,5 58,943 0 5,933,525
CHESAPEAKE LODGING TR SH BEN INT 165240102 24,785 1,192,168 SH   DFND 6 1,192,168 0 0
CHEVRON CORP NEW COM 166764100 3,329,338 28,133,662 SH   DFND 1,5 339,344 0 27,794,318
CHEVRON CORP NEW COM 166764100 74,705 631,275 SH   DFND 2 631,275 0 0
CHEVRON CORP NEW COM 166764100 18,507 156,387 SH   DFND 3 156,387 0 0
CHEVRON CORP NEW COM 166764100 66,794 564,422 SH   DFND 6 475,012 0 89,410
CHEVRON CORP NEW COM 166764100 42,127 355,980 SH   DFND 7 327,710 0 28,270
CHEVRON CORP NEW COM 166764100 9,523 80,469 SH   DFND   80,469 0 0
CHICOS FAS INC COM 168615102 78,220 4,585,020 SH   DFND 1,5 5,380 0 4,579,640
CHICOS FAS INC COM 168615102 40,972 2,401,620 SH   DFND 6 2,401,620 0 0
CHILDRENS PL RETAIL STORES I COM 168905107 6,840 124,820 SH   DFND 6 124,820 0 0
CHIMERA INVT CORP COM 16934Q109 2,880 960,000 SH   DFND 1,5 0 0 960,000
CHIMERIX INC COM 16934W106 46,180 1,905,100 SH   DFND 1,5 0 0 1,905,100
CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 21 16,800 SH   DFND 1,5 0 0 16,800
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 1,238 77,400 SH   DFND 1,5 0 0 77,400
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 5,312 102,600 SH   DFND 1,5 0 0 102,600
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 523 10,100 SH   DFND 7 10,100 0 0
CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 1,132 1,110,000 SH   DFND 1,5 0 0 1,110,000
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 47 11,568 SH   DFND 1,5 0 0 11,568
CHIPMOS TECH BERMUDA LTD SHS G2110R114 6,881 355,600 SH   DFND 1,5 0 0 355,600
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,097,325 3,011,732 SH   DFND 1,5 0 0 3,011,732
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,672 10,079 SH   DFND 2 10,079 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 466 1,279 SH   DFND 3 1,279 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,822 5,000 SH   DFND 6 5,000 0 0
CHIQUITA BRANDS INTL INC COM 170032809 70,725 6,476,636 SH   DFND 1,5 0 0 6,476,636
CHUBB CORP COM 171232101 867,216 10,244,729 SH   DFND 1,5 8,597 0 10,236,132
CHUBB CORP COM 171232101 7,144 84,392 SH   DFND 2 84,392 0 0
CHUBB CORP COM 171232101 1,402 16,558 SH   DFND 3 16,558 0 0
CHURCH & DWIGHT INC COM 171340102 122,824 1,990,350 SH   DFND 1,5 0 0 1,990,350
CHURCH & DWIGHT INC COM 171340102 526 8,520 SH   DFND 3 8,520 0 0
CHUYS HLDGS INC COM 171604101 81,594 2,128,169 SH   DFND 1,5 0 0 2,128,169
CIBER INC COM 17163B102 857 256,600 SH   DFND 1,5 0 0 256,600
CIENA CORP COM NEW 171779309 17,158 883,500 SH   DFND 1,5 0 0 883,500
CIGNA CORPORATION COM 125509109 884,358 12,199,723 SH   DFND 1,5 0 0 12,199,723
CIGNA CORPORATION COM 125509109 6,732 92,867 SH   DFND 2 92,867 0 0
CIGNA CORPORATION COM 125509109 1,294 17,846 SH   DFND 3 17,846 0 0
CIMAREX ENERGY CO COM 171798101 139,878 2,152,308 SH   DFND 1,5 0 0 2,152,308
CINCINNATI BELL INC NEW COM 171871106 4,642 1,517,100 SH   DFND 1,5 0 0 1,517,100
CINCINNATI FINL CORP COM 172062101 2,190 47,704 SH   DFND 2 47,704 0 0
CINCINNATI FINL CORP COM 172062101 382 8,330 SH   DFND 3 8,330 0 0
CINEMARK HOLDINGS INC COM 17243V102 174,779 6,260,007 SH   DFND 1,5 0 0 6,260,007
CINEMARK HOLDINGS INC COM 17243V102 19,772 708,166 SH   DFND 6 708,166 0 0
CINTAS CORP COM 172908105 1,550 34,039 SH   DFND 2 34,039 0 0
CINTAS CORP COM 172908105 211 4,637 SH   DFND 3 4,637 0 0
CIRRUS LOGIC INC COM 172755100 3,871 222,978 SH   DFND 1,5 0 0 222,978
CISCO SYS INC COM 17275R102 1,648,587 67,815,161 SH   DFND 1,5 851,179 0 66,963,982
CISCO SYS INC COM 17275R102 1,648,587 67,815,161 SH   DFND 1,5 0 0 67,815,161
CISCO SYS INC COM 17275R102 42,299 1,739,991 SH   DFND 2 1,739,991 0 0
CISCO SYS INC COM 17275R102 11,825 486,436 SH   DFND 3 486,436 0 0
CISCO SYS INC COM 17275R102 104,932 4,316,431 SH   DFND 6 2,838,731 0 1,477,700
CISCO SYS INC COM 17275R102 87,440 3,596,864 SH   DFND 7 3,132,664 0 464,200
CISCO SYS INC COM 17275R102 3,272 134,563 SH   DFND   134,563 0 0
CIT GROUP INC COM NEW 125581801 370,527 7,946,109 SH   DFND 1,5 0 0 7,946,109
CITI TRENDS INC COM 17306X102 33,710 2,320,045 SH   DFND 1,5 0 0 2,320,045
CITIGROUP INC COM NEW 172967424 4,735,045 98,708,469 SH   DFND 1,5 36,675 0 98,671,794
CITIGROUP INC COM NEW 172967424 47,526 990,735 SH   DFND 2 990,735 0 0
CITIGROUP INC COM NEW 172967424 11,064 230,635 SH   DFND 3 230,635 0 0
CITIGROUP INC COM NEW 172967424 159,112 3,316,904 SH   DFND 6 1,899,444 0 1,417,460
CITIGROUP INC COM NEW 172967424 178,665 3,724,517 SH   DFND 7 2,786,635 0 937,882
CITIGROUP INC *W EXP 10/28/201 172967234 1,329 15,631,200 SH   DFND   15,631,200 0 0
CITIGROUP INC COM NEW 172967424 118,869 2,477,977 SH   DFND   2,477,977 0 0
CITRIX SYS INC COM 177376100 232,624 3,855,865 SH   DFND 1,5 5,291 0 3,850,574
CITRIX SYS INC COM 177376100 3,675 60,922 SH   DFND 2 60,922 0 0
CITRIX SYS INC COM 177376100 668 11,076 SH   DFND 3 11,076 0 0
CITRIX SYS INC COM 177376100 26,565 440,320 SH   DFND 6 243,130 0 197,190
CITRIX SYS INC COM 177376100 33,227 550,746 SH   DFND 7 332,076 0 218,670
CITY NATL CORP COM 178566105 252,301 3,981,401 SH   DFND 1,5 0 0 3,981,401
CITY NATL CORP COM 178566105 25,727 405,983 SH   DFND 6 323,483 0 82,500
CITY NATL CORP COM 178566105 1,318 20,800 SH   DFND 7 20,400 0 400
CITY NATL CORP COM 178566105 4,290 67,696 SH   DFND   67,696 0 0
CLAUDE RES INC COM 182873109 72 320,000 SH   DFND 1,5 0 0 320,000
CLEAN ENERGY FUELS CORP COM 184499101 3,630 275,000 SH   DFND 1,5 0 0 275,000
CLEAN HARBORS INC COM 184496107 40,728 806,012 SH   DFND 1,5 8,312 0 797,700
CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 242 32,420 SH   DFND 1,5 0 0 32,420
CLEARONE INC COM 18506U104 2,712 318,660 SH   DFND 1,5 0 0 318,660
CLEARWIRE CORP NEW CL A 18538Q105 32,909 6,608,300 SH   DFND 1,5 0 0 6,608,300
CLEARWIRE CORP NEW CL A 18538Q105 726 145,700 SH   DFND   145,700 0 0
CLECO CORP NEW COM 12561W105 96,208 2,072,106 SH   DFND 1,5 0 0 2,072,106
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 23,315 2,795,506 SH   DFND 6 2,535,506 0 260,000
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 797 95,600 SH   DFND 7 92,400 0 3,200
CLICKSOFTWARE TECHNOLOGIES L ORD M25082104 1,431 171,543 SH   DFND   171,543 0 0
CLIFFS NAT RES INC COM 18683K101 818 50,318 SH   DFND 2 50,318 0 0
CLOROX CO DEL COM 189054109 3,557 42,787 SH   DFND 2 42,787 0 0
CLOROX CO DEL COM 189054109 1,863 22,412 SH   DFND 3 22,412 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 32,206 1,954,264 SH   DFND 1,5 0 0 1,954,264
CLOVIS ONCOLOGY INC COM 189464100 297,034 4,434,662 SH   DFND 1,5 0 0 4,434,662
CLOVIS ONCOLOGY INC COM 189464100 342 5,100 SH   DFND 7 5,100 0 0
CME GROUP INC COM 12572Q105 62,022 816,300 SH   DFND 1,5 0 0 816,300
CME GROUP INC COM 12572Q105 7,599 100,014 SH   DFND 2 100,014 0 0
CME GROUP INC COM 12572Q105 1,006 13,246 SH   DFND 3 13,246 0 0
CME GROUP INC COM 12572Q105 10,026 131,950 SH   DFND 6 78,580 0 53,370
CME GROUP INC COM 12572Q105 12,583 165,610 SH   DFND 7 141,070 0 24,540
CME GROUP INC COM 12572Q105 847 11,152 SH   DFND   11,152 0 0
CMS ENERGY CORP COM 125896100 63,665 2,343,200 SH   DFND 1,5 0 0 2,343,200
CMS ENERGY CORP COM 125896100 2,357 86,762 SH   DFND 2 86,762 0 0
CMS ENERGY CORP COM 125896100 415 15,285 SH   DFND 3 15,285 0 0
CMS ENERGY CORP COM 125896100 3,842 141,400 SH   DFND 6 141,400 0 0
CMS ENERGY CORP COM 125896100 6,434 236,820 SH   DFND 7 236,820 0 0
CMS ENERGY CORP COM 125896100 17,254 635,046 SH   DFND   635,046 0 0
CNO FINL GROUP INC COM 12621E103 59,035 4,555,200 SH   DFND 1,5 0 0 4,555,200
CNOOC LTD SPONSORED ADR 126132109 2,027 12,100 SH   DFND 1,5 0 0 12,100
COACH INC COM 189754104 130,131 2,279,395 SH   DFND 1,5 0 0 2,279,395
COACH INC COM 189754104 5,225 91,525 SH   DFND 2 91,525 0 0
COACH INC COM 189754104 2,000 35,033 SH   DFND 3 35,033 0 0
COACH INC COM 189754104 694 12,150 SH   DFND 7 12,150 0 0
COBALT INTL ENERGY INC COM 19075F106 364,740 13,727,528 SH   DFND 1,5 0 0 13,727,528
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 58,563 55,510,000 PRN   DFND 1,5 0 0 0
COBALT INTL ENERGY INC COM 19075F106 16,016 602,770 SH   DFND 3 602,770 0 0
COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 1,213 1,150,000 PRN   DFND 6 0 0 0
COBALT INTL ENERGY INC COM 19075F106 12,190 458,770 SH   DFND 6 60,470 0 398,300
COBALT INTL ENERGY INC COM 19075F106 8,166 307,338 SH   DFND 7 248,938 0 58,400
COBALT INTL ENERGY INC COM 19075F106 7,385 277,954 SH   DFND   277,954 0 0
COBIZ FINANCIAL INC COM 190897108 12,623 1,520,804 SH   DFND 1,5 0 0 1,520,804
COCA COLA BOTTLING CO CONS COM 191098102 24,297 397,336 SH   DFND 1,5 0 0 397,336
COCA COLA BOTTLING CO CONS COM 191098102 5,506 90,040 SH   DFND 7 90,040 0 0
COCA COLA CO COM 191216100 2,950,858 73,569,117 SH   DFND 1,5 163,983 0 73,405,134
COCA COLA CO COM 191216100 2,950,858 73,569,117 SH   DFND 1,5 0 0 73,569,117
COCA COLA CO COM 191216100 50,015 1,246,948 SH   DFND 2 1,246,948 0 0
COCA COLA CO COM 191216100 82,693 2,061,650 SH   DFND 3 2,061,650 0 0
COCA COLA CO COM 191216100 62,221 1,551,270 SH   DFND 6 335,410 0 1,215,860
COCA COLA CO COM 191216100 38,309 955,094 SH   DFND 7 774,994 0 180,100
COCA COLA CO COM 191216100 13,835 344,935 SH   DFND   344,935 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 103,208 2,935,367 SH   DFND 1,5 0 0 2,935,367
COCA COLA ENTERPRISES INC NE COM 19122T109 2,947 83,808 SH   DFND 2 83,808 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 498 14,170 SH   DFND 3 14,170 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 677 19,250 SH   DFND 6 12,750 0 6,500
COCA COLA ENTERPRISES INC NE COM 19122T109 567 16,140 SH   DFND 7 16,140 0 0
COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 16,928 120,663 SH   DFND 1,5 150 0 120,513
CODEXIS INC COM 192005106 882 399,236 SH   DFND 1,5 0 0 399,236
CODORUS VY BANCORP INC COM 192025104 3,456 200,000 SH   DFND 1,5 0 0 200,000
COGENT COMM GROUP INC COM NEW 19239V302 11,743 417,160 SH   DFND 1,5 0 0 417,160
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EBAY INC COM 278642103 2,328,489 45,021,061 SH   DFND 1,5 250 0 45,020,811
EBAY INC COM 278642103 19,668 380,272 SH   DFND 2 380,272 0 0
EBAY INC COM 278642103 5,349 103,425 SH   DFND 3 103,425 0 0
EBAY INC COM 278642103 86,774 1,677,760 SH   DFND 6 882,580 0 795,180
EBAY INC COM 278642103 114,953 2,222,607 SH   DFND 7 1,687,187 0 535,420
EBAY INC COM 278642103 3,436 66,429 SH   DFND   66,429 0 0
EBIX INC COM NEW 278715206 25,234 2,725,000 SH   DFND 1,5 0 0 2,725,000
ECOLAB INC COM 278865100 935,549 10,981,910 SH   DFND 1,5 0 0 10,981,910
ECOLAB INC COM 278865100 7,391 86,754 SH   DFND 2 86,754 0 0
ECOLAB INC COM 278865100 15,358 180,275 SH   DFND 3 180,275 0 0
ECOLAB INC COM 278865100 43,786 513,980 SH   DFND 7 513,980 0 0
ECOLAB INC COM 278865100 3,810 44,720 SH   DFND   44,720 0 0
ECOPETROL S A SPONSORED ADS 279158109 35,266 838,458 SH   DFND 1,5 13,500 0 824,958
ECOPETROL S A SPONSORED ADS 279158109 913 21,700 SH   DFND 7 21,700 0 0
EDGEN GROUP INC CL A 28014Q107 9,412 1,475,200 SH   DFND 1,5 0 0 1,475,200
EDGEN GROUP INC CL A 28014Q107 6,195 970,978 SH   DFND 6 970,978 0 0
EDISON INTL COM 281020107 582,667 12,098,561 SH   DFND 1,5 14,476 0 12,084,085
EDISON INTL COM 281020107 5,117 106,245 SH   DFND 2 106,245 0 0
EDISON INTL COM 281020107 1,059 21,998 SH   DFND 3 21,998 0 0
EDISON INTL COM 281020107 81,014 1,682,180 SH   DFND 6 893,850 0 788,330
EDISON INTL COM 281020107 83,006 1,723,540 SH   DFND 7 1,037,890 0 685,650
EDUCATION RLTY TR INC COM 28140H104 144,160 14,091,876 SH   DFND 1,5 108,902 0 13,982,974
EDUCATION RLTY TR INC COM 28140H104 27,377 2,676,182 SH   DFND 6 2,676,182 0 0
EDUCATION RLTY TR INC COM 28140H104 1,063 103,920 SH   DFND 7 103,920 0 0
EDUCATIONAL DEV CORP COM 281479105 1,180 386,892 SH   DFND 1,5 0 0 386,892
EDWARDS LIFESCIENCES CORP COM 28176E108 52,235 777,300 SH   DFND 1,5 0 0 777,300
EDWARDS LIFESCIENCES CORP COM 28176E108 2,471 36,765 SH   DFND 2 36,765 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,147 151,003 SH   DFND 3 151,003 0 0
EINSTEIN NOAH REST GROUP INC COM 28257U104 968 68,134 SH   DFND 6 68,134 0 0
EL PASO ELEC CO COM NEW 283677854 14,979 424,200 SH   DFND 1,5 0 0 424,200
ELAN PLC ADR 284131208 494,411 34,965,420 SH   DFND 1,5 0 0 34,965,420
ELAN PLC ADR 284131208 11,943 844,600 SH   DFND 7 844,600 0 0
ELDORADO GOLD CORP NEW COM 284902103 59,801 9,660,958 SH   DFND 1,5 0 0 9,660,958
ELDORADO GOLD CORP NEW COM 284902103 137 22,194 SH   DFND 3 22,194 0 0
ELDORADO GOLD CORP NEW COM 284902103 16,588 2,679,896 SH   DFND 6 1,132,467 0 1,547,429
ELDORADO GOLD CORP NEW COM 284902103 78,980 12,759,281 SH   DFND 7 12,595,916 0 163,365
ELDORADO GOLD CORP NEW COM 284902103 113,555 18,344,997 SH   DFND   18,344,997 0 0
ELECTRONIC ARTS INC COM 285512109 623,789 27,156,690 SH   DFND 1,5 0 0 27,156,690
ELECTRONIC ARTS INC COM 285512109 2,263 98,535 SH   DFND 2 98,535 0 0
ELECTRONIC ARTS INC COM 285512109 1,344 58,517 SH   DFND 3 58,517 0 0
ELECTRONIC ARTS INC COM 285512109 1,909 83,102 SH   DFND 7 83,102 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 42,042 1,486,115 SH   DFND 1,5 0 0 1,486,115
ELECTRONICS FOR IMAGING INC COM 286082102 8,215 290,370 SH   DFND 6 290,370 0 0
ELIZABETH ARDEN INC COM 28660G106 14,777 327,870 SH   DFND 7 327,870 0 0
ELLIE MAE INC COM 28849P100 10,091 437,200 SH   DFND 1,5 0 0 437,200
ELLIE MAE INC COM 28849P100 7,137 309,230 SH   DFND   309,230 0 0
ELLINGTON FINANCIAL LLC COM 288522303 12,110 530,900 SH   DFND 1,5 0 0 530,900
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,570 200,000 SH   DFND 1,5 0 0 200,000
ELLIS PERRY INTL INC COM 288853104 9,799 482,458 SH   DFND 7 482,458 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 31,534 917,224 SH   DFND 1,5 53,400 0 863,824
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 12,083 442,596 SH   DFND 1,5 0 0 442,596
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 2,324 67,600 SH   DFND 6 67,600 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,458 42,400 SH   DFND 7 42,400 0 0
EMCOR GROUP INC COM 29084Q100 112,277 2,762,030 SH   DFND 1,5 0 0 2,762,030
EMCOR GROUP INC COM 29084Q100 28,832 709,285 SH   DFND 6 529,285 0 180,000
EMCOR GROUP INC COM 29084Q100 2,219 54,600 SH   DFND 7 53,600 0 1,000
EMCOR GROUP INC COM 29084Q100 5,731 140,986 SH   DFND   140,986 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 5,627 390,208 SH   DFND 1,5 0 0 390,208
EMERITUS CORP COM 291005106 148,725 6,416,074 SH   DFND 1,5 30,331 0 6,385,743
EMERITUS CORP COM 291005106 14,682 633,396 SH   DFND 6 633,396 0 0
EMERITUS CORP COM 291005106 1,270 54,800 SH   DFND 7 54,800 0 0
EMERSON ELEC CO COM 291011104 234,181 4,293,739 SH   DFND 1,5 7,493 0 4,286,246
EMERSON ELEC CO COM 291011104 12,764 234,033 SH   DFND 2 234,033 0 0
EMERSON ELEC CO COM 291011104 4,878 89,443 SH   DFND 3 89,443 0 0
EMERSON ELEC CO COM 291011104 14,136 259,190 SH   DFND 6 130,890 0 128,300
EMERSON ELEC CO COM 291011104 2,393 43,881 SH   DFND 7 43,881 0 0
EMPLOYERS HOLDINGS INC COM 292218104 8,087 330,770 SH   DFND 6 330,770 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,271 51,980 SH   DFND 7 51,980 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 543 12,300 SH   DFND 1,5 0 0 12,300
EMULEX CORP COM NEW 292475209 79 12,100 SH   DFND 7 12,100 0 0
ENBRIDGE INC COM 29250N105 243,945 5,803,139 SH   DFND 1,5 2,530,039 0 3,273,100
ENBRIDGE INC COM 29250N105 18,024 428,769 SH   DFND 6 0 0 428,769
ENBRIDGE INC COM 29250N105 358,509 8,528,480 SH   DFND 7 8,416,400 0 112,080
ENBRIDGE INC COM 29250N105 563,303 13,400,273 SH   DFND   11,920,973 0 1,479,300
ENCANA CORP COM 292505104 23,372 1,381,700 SH   DFND 1,5 0 0 1,381,700
ENCANA CORP COM 292505104 8,438 498,809 SH   DFND   498,809 0 0
ENCORE CAP GROUP INC COM 292554102 34,058 1,028,630 SH   DFND 6 1,028,630 0 0
ENCORE CAP GROUP INC COM 292554102 27,502 830,611 SH   DFND 7 830,611 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 462,177 12,562,582 SH   DFND 1,5 468 0 12,562,114
ENDO HEALTH SOLUTIONS INC COM 29264F205 38,637 1,050,210 SH   DFND 6 909,610 0 140,600
ENDO HEALTH SOLUTIONS INC COM 29264F205 42,436 1,153,469 SH   DFND 7 825,409 0 328,060
ENDO HEALTH SOLUTIONS INC COM 29264F205 604 16,430 SH   DFND   16,430 0 0
ENDOCYTE INC COM 29269A102 25,552 1,946,041 SH   DFND 1,5 0 0 1,946,041
ENDOLOGIX INC COM 29266S106 3,203 241,200 SH   DFND 1,5 0 0 241,200
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 210,225 4,086,000 SH   DFND 1,5 0 0 4,086,000
ENERGEN CORP COM 29265N108 248,310 4,751,441 SH   DFND 1,5 0 0 4,751,441
ENERGEN CORP COM 29265N108 18,442 352,890 SH   DFND 6 154,790 0 198,100
ENERGEN CORP COM 29265N108 8,105 155,098 SH   DFND 7 125,798 0 29,300
ENERGEN CORP COM 29265N108 622 11,906 SH   DFND   11,906 0 0
ENERGIZER HLDGS INC COM 29266R108 278,012 2,766,018 SH   DFND 1,5 0 0 2,766,018
ENERGIZER HLDGS INC COM 29266R108 6,694 66,600 SH   DFND 6 66,600 0 0
ENERGIZER HLDGS INC COM 29266R108 2,864 28,498 SH   DFND 7 28,498 0 0
ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 12,916 582,324 SH   DFND 1,5 0 0 582,324
ENERSYS COM 29275Y102 209,292 4,267,789 SH   DFND 1,5 0 0 4,267,789
ENGILITY HLDGS INC COM 29285W104 13,074 460,033 SH   DFND 1,5 160,033 0 300,000
ENI S P A SPONSORED ADR 26874R108 3,702 90,200 SH   DFND 1,5 0 0 90,200
ENPRO INDS INC COM 29355X107 6,057 119,330 SH   DFND 6 119,330 0 0
ENSCO PLC SHS CLASS A G3157S106 961,004 16,534,827 SH   DFND 1,5 55,781 0 16,479,046
ENSCO PLC SHS CLASS A G3157S106 4,410 75,869 SH   DFND 2 75,869 0 0
ENSCO PLC SHS CLASS A G3157S106 1,295 22,283 SH   DFND 3 22,283 0 0
ENSCO PLC SHS CLASS A G3157S106 2,602 44,768 SH   DFND 6 44,768 0 0
ENSCO PLC SHS CLASS A G3157S106 24,910 428,595 SH   DFND 7 428,595 0 0
ENSCO PLC SHS CLASS A G3157S106 1,994 34,306 SH   DFND   34,306 0 0
ENSIGN GROUP INC COM 29358P101 70,975 2,015,200 SH   DFND 1,5 0 0 2,015,200
ENSTAR GROUP LIMITED SHS G3075P101 26,596 200,000 SH   DFND 1,5 0 0 200,000
ENTEGRIS INC COM 29362U104 53,954 5,745,871 SH   DFND 1,5 0 0 5,745,871
ENTEGRIS INC COM 29362U104 319 34,000 SH   DFND 3 34,000 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 718 76,053 SH   DFND 1,5 0 0 76,053
ENTERGY CORP NEW COM 29364G103 9,017 129,400 SH   DFND 1,5 0 0 129,400
ENTERGY CORP NEW COM 29364G103 4,051 58,131 SH   DFND 2 58,131 0 0
ENTERGY CORP NEW COM 29364G103 696 9,990 SH   DFND 3 9,990 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 16,731 269,204 SH   DFND 1,5 0 0 269,204
ENTROPIC COMMUNICATIONS INC COM 29384R105 1,768 414,096 SH   DFND 1,5 0 0 414,096
ENVESTNET INC COM 29404K106 27,786 1,120,400 SH   DFND   1,120,400 0 0
ENZON PHARMACEUTICALS INC COM 293904108 1,323 661,329 SH   DFND 1,5 0 0 661,329
EOG RES INC COM 26875P101 1,583,088 12,022,235 SH   DFND 1,5 5,567 0 12,016,668
EOG RES INC COM 26875P101 11,664 88,581 SH   DFND 2 88,581 0 0
EOG RES INC COM 26875P101 46,048 349,696 SH   DFND 3 349,696 0 0
EOG RES INC COM 26875P101 39,469 299,732 SH   DFND 7 299,732 0 0
EOG RES INC COM 26875P101 2,959 22,469 SH   DFND   22,469 0 0
EPAM SYS INC COM 29414B104 174,474 6,419,191 SH   DFND 1,5 500 0 6,418,691
EPAM SYS INC COM 29414B104 4,433 163,080 SH   DFND 6 163,080 0 0
EPAM SYS INC COM 29414B104 1,346 49,530 SH   DFND 7 49,530 0 0
EPIZYME INC COM 29428V104 32,363 1,150,483 SH   DFND 1,5 0 0 1,150,483
EPL OIL & GAS INC COM 26883D108 46,953 1,599,200 SH   DFND 1,5 0 0 1,599,200
EPR PPTYS COM SH BEN INT 26884U109 30,162 600,000 SH   DFND 1,5 0 0 600,000
EQT CORP COM 26884L109 362,586 4,568,296 SH   DFND 1,5 5,466 0 4,562,830
EQT CORP COM 26884L109 3,880 48,888 SH   DFND 2 48,888 0 0
EQT CORP COM 26884L109 627 7,906 SH   DFND 3 7,906 0 0
EQT CORP COM 26884L109 50,241 633,000 SH   DFND 6 350,870 0 282,130
EQT CORP COM 26884L109 82,269 1,036,526 SH   DFND 7 638,356 0 398,170
EQT CORP COM 26884L109 500 6,302 SH   DFND   6,302 0 0
EQUIFAX INC COM 294429105 176,097 2,988,246 SH   DFND 1,5 0 0 2,988,246
EQUIFAX INC COM 294429105 2,305 39,113 SH   DFND 2 39,113 0 0
EQUIFAX INC COM 294429105 1,390 23,594 SH   DFND 3 23,594 0 0
EQUIFAX INC COM 294429105 9,874 167,560 SH   DFND 7 167,560 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 414,032 5,268,250 SH   DFND 1,5 4,400 0 5,263,850
EQUITY LIFESTYLE PPTYS INC COM 29472R108 25,281 321,684 SH   DFND 6 321,684 0 0
EQUITY ONE COM 294752100 72,528 3,204,946 SH   DFND 1,5 53,817 0 3,151,129
EQUITY ONE COM 294752100 24,487 1,082,038 SH   DFND 6 1,082,038 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 743,232 12,801,108 SH   DFND 1,5 154,549 0 12,646,559
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,061 104,399 SH   DFND 2 104,399 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,021 17,591 SH   DFND 3 17,591 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 36,510 628,829 SH   DFND 6 628,829 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,773 237,221 SH   DFND   237,221 0 0
ERICSSON ADR B SEK 10 294821608 27,001 2,393,700 SH   DFND 1,5 0 0 2,393,700
ESSEX PPTY TR INC COM 297178105 193,288 1,216,262 SH   DFND 1,5 12,297 0 1,203,965
ESSEX PPTY TR INC COM 297178105 39,613 249,266 SH   DFND 6 249,266 0 0
ESSEX PPTY TR INC COM 297178105 10,060 63,301 SH   DFND   63,301 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 197,708 2,734,928 SH   DFND 1,5 3,210 0 2,731,718
EURONET WORLDWIDE INC COM 298736109 121,825 3,823,749 SH   DFND 1,5 0 0 3,823,749
EURONET WORLDWIDE INC COM 298736109 679 21,300 SH   DFND 3 21,300 0 0
EV ENERGY PARTNERS LP COM UNITS 26926V107 85,414 2,285,638 SH   DFND 1,5 0 0 2,285,638
EVERBANK FINL CORP COM 29977G102 31,464 1,900,000 SH   DFND 1,5 0 0 1,900,000
EVERBANK FINL CORP COM 29977G102 311 18,800 SH   DFND 3 18,800 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 85,071 2,165,767 SH   DFND 1,5 0 0 2,165,767
EVEREST RE GROUP LTD COM G3223R108 128,135 999,023 SH   DFND 1,5 0 0 999,023
EVEREST RE GROUP LTD COM G3223R108 11,389 88,800 SH   DFND 6 22,700 0 66,100
EVEREST RE GROUP LTD COM G3223R108 5,940 46,316 SH   DFND 7 36,616 0 9,700
EVERTEC INC COM 30040P103 51,991 2,366,434 SH   DFND 1,5 0 0 2,366,434
EVERTEC INC COM 30040P103 573 26,100 SH   DFND 7 26,100 0 0
EXA CORP COM 300614500 21,688 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 10,529 756,961 SH   DFND 1,5 0 0 756,961
EXACTECH INC COM 30064E109 21,923 1,110,000 SH   DFND 1,5 0 0 1,110,000
EXACTTARGET INC COM 30064K105 58,770 1,742,880 SH   DFND 1,5 0 0 1,742,880
EXCEL TR INC COM 30068C109 59,033 4,608,373 SH   DFND 1,5 10,414 0 4,597,959
EXCEL TR INC COM 30068C109 2,742 214,044 SH   DFND 6 214,044 0 0
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 11,358 11,740,000 PRN   DFND 1,5 0 0 0
EXELIXIS INC COM 30161Q104 121,759 26,819,117 SH   DFND 1,5 0 0 26,819,117
EXELIXIS INC NOTE 4.250% 8/1 30161QAC8 735 760,000 PRN   DFND 7 0 0 0
EXELON CORP COM 30161N101 15,440 500,000 SH   DFND 1,5 0 0 500,000
EXELON CORP COM 30161N101 8,604 278,629 SH   DFND 2 278,629 0 0
EXELON CORP COM 30161N101 3,007 97,383 SH   DFND 3 97,383 0 0
EXETER RES CORP COM 301835104 199 272,300 SH   DFND 1,5 0 0 272,300
EXFO INC SUB VTG SHS 302046107 4,317 968,000 SH   DFND   968,000 0 0
EXIDE TECHNOLOGIES COM NEW 302051206 916 7,212,556 SH   DFND 1,5 0 0 7,212,556
EXLSERVICE HOLDINGS INC COM 302081104 105,130 3,556,507 SH   DFND 1,5 0 0 3,556,507
EXLSERVICE HOLDINGS INC COM 302081104 30,568 1,034,090 SH   DFND 6 1,034,090 0 0
EXLSERVICE HOLDINGS INC COM 302081104 8,705 294,500 SH   DFND 7 294,500 0 0
EXLSERVICE HOLDINGS INC COM 302081104 271 9,180 SH   DFND   9,180 0 0
EXONE CO COM 302104104 1,815 29,400 SH   DFND 1,5 0 0 29,400
EXPEDIA INC DEL COM NEW 30212P303 13,712 227,970 SH   DFND 1,5 0 0 227,970
EXPEDIA INC DEL COM NEW 30212P303 1,825 30,337 SH   DFND 2 30,337 0 0
EXPEDIA INC DEL COM NEW 30212P303 222 3,694 SH   DFND 3 3,694 0 0
EXPEDIA INC DEL COM NEW 30212P303 26,367 438,355 SH   DFND 6 333,425 0 104,930
EXPEDIA INC DEL COM NEW 30212P303 34,561 574,575 SH   DFND 7 526,420 0 48,155
EXPEDIA INC DEL COM NEW 30212P303 1,931 32,101 SH   DFND   32,101 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,516 92,500 SH   DFND 1,5 0 0 92,500
EXPEDITORS INTL WASH INC COM 302130109 2,549 67,055 SH   DFND 2 67,055 0 0
EXPEDITORS INTL WASH INC COM 302130109 445 11,708 SH   DFND 3 11,708 0 0
EXPRESS INC COM 30219E103 139,936 6,673,155 SH   DFND 1,5 0 0 6,673,155
EXPRESS INC COM 30219E103 36,854 1,757,472 SH   DFND 6 1,502,052 0 255,420
EXPRESS INC COM 30219E103 2,622 125,059 SH   DFND 7 123,959 0 1,100
EXPRESS INC COM 30219E103 4,462 212,800 SH   DFND   212,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,171,879 18,996,252 SH   DFND 1,5 0 0 18,996,252
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,398 265,820 SH   DFND 2 265,820 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 44,477 720,973 SH   DFND 3 720,973 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 119,815 1,942,206 SH   DFND 6 1,045,830 0 896,376
EXPRESS SCRIPTS HLDG CO COM 30219G108 142,193 2,304,963 SH   DFND 7 1,767,143 0 537,820
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,515 73,192 SH   DFND   73,192 0 0
EXTERRAN HLDGS INC COM 30225X103 5,616 199,700 SH   DFND 1,5 800 0 198,900
EXTERRAN PARTNERS LP COM UNITS 30225N105 2,180 72,199 SH   DFND 1,5 0 0 72,199
EXTRA SPACE STORAGE INC COM 30225T102 135,769 3,237,996 SH   DFND 1,5 0 0 3,237,996
EXTRA SPACE STORAGE INC COM 30225T102 9,555 227,890 SH   DFND 6 227,890 0 0
EXTRA SPACE STORAGE INC COM 30225T102 7,588 180,971 SH   DFND 7 180,971 0 0
EXTRA SPACE STORAGE INC COM 30225T102 552 13,157 SH   DFND   13,157 0 0
EXXON MOBIL CORP COM 30231G102 2,994,810 33,146,758 SH   DFND 1,5 375,614 0 32,771,144
EXXON MOBIL CORP COM 30231G102 130,792 1,447,613 SH   DFND 2 1,447,613 0 0
EXXON MOBIL CORP COM 30231G102 32,858 363,672 SH   DFND 3 363,672 0 0
EXXON MOBIL CORP COM 30231G102 211,054 2,335,963 SH   DFND 6 1,470,090 0 865,873
EXXON MOBIL CORP COM 30231G102 179,576 1,987,555 SH   DFND 7 1,122,185 0 865,370
EXXON MOBIL CORP COM 30231G102 32,429 358,925 SH   DFND   358,925 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 7,221 267,529 SH   DFND 1,5 0 0 267,529
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 7,745 287,424 SH   DFND 6 212,867 0 74,557
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 987 36,627 SH   DFND 7 36,627 0 0
EZCORP INC CL A NON VTG 302301106 120,961 7,165,935 SH   DFND 1,5 0 0 7,165,935
EZCORP INC CL A NON VTG 302301106 16,218 960,760 SH   DFND 6 960,760 0 0
F M C CORP COM NEW 302491303 628,358 10,290,822 SH   DFND 1,5 0 0 10,290,822
F M C CORP COM NEW 302491303 2,707 44,338 SH   DFND 2 44,338 0 0
F M C CORP COM NEW 302491303 642 10,508 SH   DFND 3 10,508 0 0
F5 NETWORKS INC COM 315616102 261,362 3,798,868 SH   DFND 1,5 0 0 3,798,868
F5 NETWORKS INC COM 315616102 1,775 25,794 SH   DFND 2 25,794 0 0
F5 NETWORKS INC COM 315616102 296 4,307 SH   DFND 3 4,307 0 0
FABRINET SHS G3323L100 58,481 4,177,207 SH   DFND 1,5 0 0 4,177,207
FABRINET SHS G3323L100 3,384 241,740 SH   DFND 6 241,740 0 0
FACEBOOK INC CL A 30303M102 1,859,798 74,810,869 SH   DFND 1,5 0 0 74,810,869
FACEBOOK INC CL A 30303M102 8,534 343,300 SH   DFND 6 248,660 0 94,640
FACEBOOK INC CL A 30303M102 16,363 658,190 SH   DFND 7 377,410 0 280,780
FAIR ISAAC CORP COM 303250104 13,568 296,050 SH   DFND 7 296,050 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 34,022 2,465,390 SH   DFND 1,5 0 0 2,465,390
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 14,458 1,047,681 SH   DFND   1,047,681 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,003 120,065 SH   DFND 1,5 0 0 120,065
FAIRWAY GROUP HLDGS CORP CL A 30603D109 6,519 269,718 SH   DFND 1,5 0 0 269,718
FAMILY DLR STORES INC COM 307000109 1,925 30,898 SH   DFND 2 30,898 0 0
FAMILY DLR STORES INC COM 307000109 326 5,227 SH   DFND 3 5,227 0 0
FASTENAL CO COM 311900104 4,039 88,102 SH   DFND 2 88,102 0 0
FASTENAL CO COM 311900104 327 7,138 SH   DFND 3 7,138 0 0
FBL FINL GROUP INC CL A 30239F106 11,519 264,749 SH   DFND 1,5 0 0 264,749
FEDERAL MOGUL CORP COM 313549404 561 54,924 SH   DFND 1,5 0 0 54,924
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 27,724 267,400 SH   DFND 1,5 0 0 267,400
FEDERATED INVS INC PA CL B 314211103 286,839 10,464,763 SH   DFND 1,5 0 0 10,464,763
FEDEX CORP COM 31428X106 144,389 1,464,689 SH   DFND 1,5 0 0 1,464,689
FEDEX CORP COM 31428X106 9,459 95,953 SH   DFND 2 95,953 0 0
FEDEX CORP COM 31428X106 5,688 57,701 SH   DFND 3 57,701 0 0
FEDEX CORP COM 31428X106 84,381 855,960 SH   DFND 6 585,660 0 270,300
FEDEX CORP COM 31428X106 103,517 1,050,081 SH   DFND 7 780,391 0 269,690
FEDEX CORP COM 31428X106 3,057 31,011 SH   DFND   31,011 0 0
FEI CO COM 30241L109 31,320 429,100 SH   DFND 1,5 0 0 429,100
FEI CO COM 30241L109 29,067 398,226 SH   DFND 3 398,226 0 0
FIBROCELL SCIENCE INC COM NEW 315721209 15,951 2,606,440 SH   DFND 1,5 0 0 2,606,440
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 359 2,680 SH   DFND 3 2,680 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 83,863 63,410,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL CL A 31620R105 99,811 4,191,986 SH   DFND 1,5 12,586 0 4,179,400
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 1,468 1,110,000 PRN   DFND 6 0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,270,122 29,648,046 SH   DFND 1,5 18,392 0 29,629,654
FIDELITY NATL INFORMATION SV COM 31620M106 4,079 95,212 SH   DFND 2 95,212 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,949 45,484 SH   DFND 3 45,484 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 49,584 1,157,430 SH   DFND 6 778,290 0 379,140
FIDELITY NATL INFORMATION SV COM 31620M106 77,188 1,801,785 SH   DFND 7 1,318,525 0 483,260
FIDELITY NATL INFORMATION SV COM 31620M106 1,977 46,160 SH   DFND   46,160 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 57,745 1,679,126 SH   DFND 1,5 0 0 1,679,126
FIESTA RESTAURANT GROUP INC COM 31660B101 21,139 614,672 SH   DFND 6 614,672 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,387 40,337 SH   DFND   40,337 0 0
FIFTH & PAC COS INC COM 316645100 114,560 5,128,000 SH   DFND 1,5 0 0 5,128,000
FIFTH THIRD BANCORP COM 316773100 161,035 8,921,586 SH   DFND 1,5 700 0 8,920,886
FIFTH THIRD BANCORP COM 316773100 5,131 284,239 SH   DFND 2 284,239 0 0
FIFTH THIRD BANCORP COM 316773100 1,332 73,796 SH   DFND 3 73,796 0 0
FINISAR CORP COM NEW 31787A507 97,808 5,770,381 SH   DFND 1,5 0 0 5,770,381
FINISAR CORP COM NEW 31787A507 471 27,800 SH   DFND 3 27,800 0 0
FIRST AMERN FINL CORP COM 31847R102 34,417 1,561,558 SH   DFND 1,5 0 0 1,561,558
FIRST BANCORP P R COM NEW 318672706 66,754 9,428,572 SH   DFND 1,5 0 0 9,428,572
FIRST CASH FINL SVCS INC COM 31942D107 25,507 518,339 SH   DFND 1,5 10,855 0 507,484
FIRST CASH FINL SVCS INC COM 31942D107 17,256 350,667 SH   DFND 6 350,667 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 7,202 977,234 SH   DFND 1,5 0 0 977,234
FIRST CTZNS BANCSHARES INC N CL A 31946M103 158,955 827,673 SH   DFND 1,5 0 0 827,673
FIRST FINL BANKSHARES COM 32020R109 30,613 550,000 SH   DFND 1,5 0 0 550,000
FIRST HORIZON NATL CORP COM 320517105 124,080 11,078,540 SH   DFND 1,5 0 0 11,078,540
FIRST HORIZON NATL CORP COM 320517105 268 23,906 SH   DFND 3 23,906 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 131,166 8,646,426 SH   DFND 1,5 112,444 0 8,533,982
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 12,347 813,924 SH   DFND 6 813,924 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 75,260 7,473,700 SH   DFND 1,5 0 0 7,473,700
FIRST POTOMAC RLTY TR COM 33610F109 92,024 7,046,264 SH   DFND 1,5 57,694 0 6,988,570
FIRST POTOMAC RLTY TR COM 33610F109 6,394 489,570 SH   DFND 6 489,570 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 93,156 2,420,892 SH   DFND 1,5 15,792 0 2,405,100
FIRST REP BK SAN FRANCISCO C COM 33616C100 42,839 1,113,273 SH   DFND 3 1,113,273 0 0
FIRST SOLAR INC COM 336433107 958 21,427 SH   DFND 2 21,427 0 0
FIRST TR EXCHANGE TRADED FD CONSUMR DISCRE 33734X101 12,063 444,000 SH   DFND 3 444,000 0 0
FIRST TR EXCHANGE TRADED FD HLTH CARE ALPH 33734X143 21,177 533,300 SH   DFND 3 533,300 0 0
FIRST TR EXCHANGE TRADED FD CONSUMR STAPLE 33734X119 13,596 439,700 SH   DFND 3 439,700 0 0
FIRSTENERGY CORP COM 337932107 298,113 7,983,746 SH   DFND 1,5 80,310 0 7,903,436
FIRSTENERGY CORP COM 337932107 5,092 136,358 SH   DFND 2 136,358 0 0
FIRSTENERGY CORP COM 337932107 1,231 32,961 SH   DFND 3 32,961 0 0
FIRSTENERGY CORP COM 337932107 20,310 543,910 SH   DFND 6 71,900 0 472,010
FIRSTENERGY CORP COM 337932107 10,683 286,100 SH   DFND 7 216,100 0 70,000
FIRSTMERIT CORP COM 337915102 80,651 4,026,504 SH   DFND 1,5 9,426 0 4,017,078
FIRSTMERIT CORP COM 337915102 77,373 3,862,845 SH   DFND 6 3,634,245 0 228,600
FIRSTMERIT CORP COM 337915102 19,677 982,358 SH   DFND 7 981,558 0 800
FIRSTMERIT CORP COM 337915102 5,223 260,765 SH   DFND   260,765 0 0
FISERV INC COM 337738108 482,579 5,520,862 SH   DFND 1,5 3,700 0 5,517,162
FISERV INC COM 337738108 3,790 43,358 SH   DFND 2 43,358 0 0
FISERV INC COM 337738108 2,504 28,647 SH   DFND 3 28,647 0 0
FISERV INC COM 337738108 12,882 147,380 SH   DFND 6 22,080 0 125,300
FISERV INC COM 337738108 7,902 90,400 SH   DFND 7 71,800 0 18,600
FIVE BELOW INC COM 33829M101 258,180 7,023,391 SH   DFND 1,5 0 0 7,023,391
FLANIGANS ENTERPRISES INC COM 338517105 476 50,357 SH   DFND 1,5 0 0 50,357
FLEETCOR TECHNOLOGIES INC COM 339041105 486,954 5,989,594 SH   DFND 1,5 7,124 0 5,982,470
FLEETCOR TECHNOLOGIES INC COM 339041105 1,877 23,093 SH   DFND 3 23,093 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 27,408 337,120 SH   DFND 6 285,680 0 51,440
FLEETCOR TECHNOLOGIES INC COM 339041105 37,954 466,834 SH   DFND 7 313,784 0 153,050
FLEETCOR TECHNOLOGIES INC COM 339041105 718 8,830 SH   DFND   8,830 0 0
FLEETMATICS GROUP PLC COM G35569105 21,161 636,800 SH   DFND 1,5 0 0 636,800
FLEXTRONICS INTL LTD ORD Y2573F102 174,187 22,504,825 SH   DFND 1,5 0 0 22,504,825
FLEXTRONICS INTL LTD ORD Y2573F102 436 56,300 SH   DFND 3 56,300 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 8,732 1,128,200 SH   DFND 6 1,059,600 0 68,600
FLEXTRONICS INTL LTD ORD Y2573F102 330 42,700 SH   DFND 7 42,700 0 0
FLIR SYS INC COM 302445101 18,879 700,000 SH   DFND 1,5 0 0 700,000
FLIR SYS INC COM 302445101 1,246 46,215 SH   DFND 2 46,215 0 0
FLIR SYS INC COM 302445101 250 9,284 SH   DFND 3 9,284 0 0
FLOWSERVE CORP COM 34354P105 2,513 46,522 SH   DFND 2 46,522 0 0
FLOWSERVE CORP COM 34354P105 353 6,531 SH   DFND 3 6,531 0 0
FLOWSERVE CORP COM 34354P105 2,852 52,800 SH   DFND 6 52,800 0 0
FLOWSERVE CORP COM 34354P105 8,734 161,720 SH   DFND 7 161,720 0 0
FLOWSERVE CORP COM 34354P105 8,751 162,028 SH   DFND   162,028 0 0
FLUIDIGM CORP DEL COM 34385P108 30,170 1,727,939 SH   DFND 1,5 0 0 1,727,939
FLUOR CORP NEW COM 343412102 142,493 2,402,515 SH   DFND 1,5 0 0 2,402,515
FLUOR CORP NEW COM 343412102 3,149 53,099 SH   DFND 2 53,099 0 0
FLUOR CORP NEW COM 343412102 868 14,629 SH   DFND 3 14,629 0 0
FLUOR CORP NEW COM 343412102 563 9,490 SH   DFND 7 9,490 0 0
FLUSHING FINL CORP COM 343873105 1,834 111,500 SH   DFND 1,5 0 0 111,500
FMC TECHNOLOGIES INC COM 30249U101 234,784 4,216,662 SH   DFND 1,5 0 0 4,216,662
FMC TECHNOLOGIES INC COM 30249U101 4,299 77,205 SH   DFND 2 77,205 0 0
FMC TECHNOLOGIES INC COM 30249U101 588 10,567 SH   DFND 3 10,567 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,421 97,360 SH   DFND 7 97,360 0 0
FNB CORP PA COM 302520101 30,230 2,502,500 SH   DFND 1,5 0 0 2,502,500
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 311,833 3,021,935 SH   DFND 1,5 65,990 0 2,955,945
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,695 45,500 SH   DFND 6 45,500 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,283 51,200 SH   DFND 7 51,200 0 0
FOOT LOCKER INC COM 344849104 122,025 3,473,517 SH   DFND 1,5 41,400 0 3,432,117
FOOT LOCKER INC COM 344849104 24,230 689,710 SH   DFND 6 639,840 0 49,870
FOOT LOCKER INC COM 344849104 13,292 378,358 SH   DFND 7 361,098 0 17,260
FOOT LOCKER INC COM 344849104 854 24,296 SH   DFND   24,296 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 744,059 48,096,894 SH   DFND 1,5 0 0 48,096,894
FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 123,656 68,740,000 PRN   DFND 1,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 19,802 1,280,012 SH   DFND 2 1,280,012 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,062 327,206 SH   DFND 3 327,206 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,392 219,278 SH   DFND 7 219,278 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 155,990 8,709,681 SH   DFND 1,5 183,356 0 8,526,325
FOREST CITY ENTERPRISES INC CL A 345550107 17,479 975,950 SH   DFND 6 975,950 0 0
FOREST LABS INC COM 345838106 66,409 1,619,720 SH   DFND 1,5 0 0 1,619,720
FOREST LABS INC COM 345838106 3,140 76,588 SH   DFND 2 76,588 0 0
FOREST LABS INC COM 345838106 356 8,673 SH   DFND 3 8,673 0 0
FOREST LABS INC COM 345838106 1,966 47,940 SH   DFND 7 47,940 0 0
FOREST OIL CORP COM PAR $0.01 346091705 9,049 2,212,543 SH   DFND 1,5 0 0 2,212,543
FORESTAR GROUP INC COM 346233109 13,115 653,766 SH   DFND 1,5 0 0 653,766
FORESTAR GROUP INC NOTE 3.750% 3/0 346232AB7 14,326 12,730,000 PRN   DFND 1,5 0 0 0
FORMFACTOR INC COM 346375108 338 50,000 SH   DFND 1,5 0 0 50,000
FORRESTER RESH INC COM 346563109 1,167 31,800 SH   DFND 1,5 0 0 31,800
FORTINET INC COM 34959E109 177 10,100 SH   DFND 1,5 0 0 10,100
FORTUNE BRANDS HOME & SEC IN COM 34964C106 131,379 3,391,300 SH   DFND 1,5 0 0 3,391,300
FORTUNE BRANDS HOME & SEC IN COM 34964C106 66,835 1,725,213 SH   DFND 3 1,725,213 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,441 63,000 SH   DFND 6 63,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 7,408 191,225 SH   DFND 7 191,225 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 7,428 191,734 SH   DFND   191,734 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 62,241 2,045,379 SH   DFND 1,5 0 0 2,045,379
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 21,671 712,143 SH   DFND 6 667,843 0 44,300
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 11,566 380,090 SH   DFND 7 379,190 0 900
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 10,296 338,352 SH   DFND   338,352 0 0
FORWARD AIR CORP COM 349853101 5,626 146,979 SH   DFND 1,5 0 0 146,979
FOSSIL GROUP INC COM 34988V106 652,741 6,318,272 SH   DFND 1,5 0 0 6,318,272
FOSSIL GROUP INC COM 34988V106 1,772 17,156 SH   DFND 2 17,156 0 0
FOSTER WHEELER AG COM H27178104 47,747 2,199,294 SH   DFND 1,5 0 0 2,199,294
FRANCESCAS HLDGS CORP COM 351793104 125,030 4,499,095 SH   DFND 1,5 0 0 4,499,095
FRANCESCAS HLDGS CORP COM 351793104 13,334 479,820 SH   DFND 6 479,820 0 0
FRANCESCAS HLDGS CORP COM 351793104 681 24,495 SH   DFND 7 24,495 0 0
FRANCO NEVADA CORP COM 351858105 595,185 16,625,661 SH   DFND 1,5 0 0 16,625,661
FRANCO NEVADA CORP COM 351858105 220 6,155 SH   DFND 3 6,155 0 0
FRANCO NEVADA CORP COM 351858105 19,247 537,650 SH   DFND 6 160,850 0 376,800
FRANCO NEVADA CORP COM 351858105 64,338 1,797,200 SH   DFND 7 1,728,200 0 69,000
FRANCO NEVADA CORP COM 351858105 98,590 2,753,976 SH   DFND   1,774,876 0 979,100
FRANKLIN RES INC COM 354613101 32,645 240,000 SH   DFND 1,5 0 0 240,000
FRANKLIN RES INC COM 354613101 6,122 45,005 SH   DFND 2 45,005 0 0
FRANKLIN RES INC COM 354613101 1,870 13,744 SH   DFND 3 13,744 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 139,920 10,600,000 SH   DFND 1,5 0 0 10,600,000
FREEPORT-MCMORAN COPPER & GO COM 35671D857 47,268 1,711,973 SH   DFND 1,5 0 0 1,711,973
FREEPORT-MCMORAN COPPER & GO COM 35671D857 9,333 338,039 SH   DFND 2 338,039 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,605 58,114 SH   DFND 3 58,114 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 26,808 970,970 SH   DFND 6 564,170 0 406,800
FREEPORT-MCMORAN COPPER & GO COM 35671D857 56,515 2,046,897 SH   DFND 7 1,866,487 0 180,410
FREEPORT-MCMORAN COPPER & GO COM 35671D857 17,278 625,795 SH   DFND   625,795 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 149,516 11,034,368 SH   DFND 1,5 0 0 11,034,368
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 816 60,200 SH   DFND 3 60,200 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 745 54,980 SH   DFND 7 54,980 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 231,847 8,315,900 SH   DFND 1,5 450,000 0 7,865,900
FRESH MKT INC COM 35804H106 60,477 1,216,354 SH   DFND 1,5 0 0 1,216,354
FRONTIER COMMUNICATIONS CORP COM 35906A108 42,981 10,612,702 SH   DFND 1,5 0 0 10,612,702
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,313 324,176 SH   DFND 2 324,176 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 220 54,309 SH   DFND 3 54,309 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,217 300,530 SH   DFND 6 300,530 0 0
FTI CONSULTING INC COM 302941109 158,444 4,817,400 SH   DFND 1,5 0 0 4,817,400
FTI CONSULTING INC COM 302941109 12,547 381,470 SH   DFND 6 381,470 0 0
FUEL SYS SOLUTIONS INC COM 35952W103 447 25,000 SH   DFND 1,5 0 0 25,000
FULLER H B CO COM 359694106 31,844 842,205 SH   DFND 1,5 0 0 842,205
FURMANITE CORPORATION COM 361086101 13,739 2,053,699 SH   DFND 6 2,053,699 0 0
FUSION-IO INC COM 36112J107 196,671 13,811,161 SH   DFND 1,5 0 0 13,811,161
FUSION-IO INC COM 36112J107 14,169 995,000 SH   DFND   995,000 0 0
FXCM INC COM CL A 302693106 38,024 2,317,100 SH   DFND 1,5 0 0 2,317,100
FXCM INC COM CL A 302693106 43,124 2,627,881 SH   DFND 6 2,627,881 0 0
FXCM INC COM CL A 302693106 9,577 583,610 SH   DFND 7 583,610 0 0
FXCM INC COM CL A 302693106 515 31,400 SH   DFND   31,400 0 0
G & K SVCS INC CL A 361268105 15,301 321,450 SH   DFND 1,5 0 0 321,450
G-III APPAREL GROUP LTD COM 36237H101 118,325 2,458,947 SH   DFND 1,5 0 0 2,458,947
G-III APPAREL GROUP LTD COM 36237H101 1,651 34,300 SH   DFND 3 34,300 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,531 114,950 SH   DFND 6 114,950 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,780 161,674 SH   DFND 7 161,674 0 0
GAFISA S A SPONS ADR 362607301 2,811 1,120,000 SH   DFND 1,5 0 0 1,120,000
GALLAGHER ARTHUR J & CO COM 363576109 40,512 927,255 SH   DFND 1,5 0 0 927,255
GALLAGHER ARTHUR J & CO COM 363576109 592 13,545 SH   DFND 7 13,545 0 0
GAMESTOP CORP NEW CL A 36467W109 621,015 14,775,528 SH   DFND 1,5 0 0 14,775,528
GAMESTOP CORP NEW CL A 36467W109 1,628 38,743 SH   DFND 2 38,743 0 0
GANNETT INC COM 364730101 86,719 3,545,342 SH   DFND 1,5 0 0 3,545,342
GANNETT INC COM 364730101 1,825 74,631 SH   DFND 2 74,631 0 0
GANNETT INC COM 364730101 589 24,066 SH   DFND 3 24,066 0 0
GAP INC DEL COM 364760108 210,633 5,047,527 SH   DFND 1,5 0 0 5,047,527
GAP INC DEL COM 364760108 3,939 94,397 SH   DFND 2 94,397 0 0
GAP INC DEL COM 364760108 560 13,409 SH   DFND 3 13,409 0 0
GAP INC DEL COM 364760108 18,269 437,780 SH   DFND 6 313,130 0 124,650
GAP INC DEL COM 364760108 40,504 970,630 SH   DFND 7 600,500 0 370,130
GARDNER DENVER INC COM 365558105 8,273 110,040 SH   DFND 7 110,040 0 0
GARDNER DENVER INC COM 365558105 87,473 1,163,510 SH   DFND   1,163,510 0 0
GARMIN LTD SHS H2906T109 1,286 35,569 SH   DFND 2 35,569 0 0
GARMIN LTD SHS H2906T109 404 11,163 SH   DFND 3 11,163 0 0
GARTNER INC COM 366651107 222,308 3,900,817 SH   DFND 1,5 0 0 3,900,817
GENCO SHIPPING & TRADING LTD NOTE 5.000% 8/1 36869MAA3 5,789 22,374,000 PRN   DFND 1,5 0 0 0
GENCOR INDS INC COM 368678108 2,780 391,000 SH   DFND 1,5 0 0 391,000
GENERAC HLDGS INC COM 368736104 333,197 9,002,885 SH   DFND 1,5 300 0 9,002,585
GENERAC HLDGS INC COM 368736104 1,051 28,400 SH   DFND 3 28,400 0 0
GENERAC HLDGS INC COM 368736104 25,183 680,450 SH   DFND 6 314,750 0 365,700
GENERAC HLDGS INC COM 368736104 9,090 245,620 SH   DFND 7 193,920 0 51,700
GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD0 3,830 3,840,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 80,571 2,620,200 SH   DFND 1,5 0 0 2,620,200
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 20,039 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 10,425 339,040 SH   DFND 6 339,040 0 0
GENERAL COMMUNICATION INC CL A 369385109 11,622 1,484,271 SH   DFND 1,5 0 0 1,484,271
GENERAL DYNAMICS CORP COM 369550108 188,307 2,404,025 SH   DFND 1,5 0 0 2,404,025
GENERAL DYNAMICS CORP COM 369550108 8,472 108,152 SH   DFND 2 108,152 0 0
GENERAL DYNAMICS CORP COM 369550108 1,638 20,916 SH   DFND 3 20,916 0 0
GENERAL DYNAMICS CORP COM 369550108 1,047 13,363 SH   DFND 7 13,363 0 0
GENERAL ELECTRIC CO COM 369604103 1,691,420 72,937,481 SH   DFND 1,5 1,035,747 0 71,901,734
GENERAL ELECTRIC CO COM 369604103 1,691,420 72,937,481 SH   DFND 1,5 0 0 72,937,481
GENERAL ELECTRIC CO COM 369604103 78,070 3,366,546 SH   DFND 2 3,366,546 0 0
GENERAL ELECTRIC CO COM 369604103 50,393 2,173,046 SH   DFND 3 2,173,046 0 0
GENERAL ELECTRIC CO COM 369604103 130,893 5,644,372 SH   DFND 6 2,368,772 0 3,275,600
GENERAL ELECTRIC CO COM 369604103 110,254 4,754,390 SH   DFND 7 3,291,150 0 1,463,240
GENERAL GROWTH PPTYS INC NEW COM 370023103 431,356 21,708,896 SH   DFND 1,5 295,967 0 21,412,929
GENERAL GROWTH PPTYS INC NEW COM 370023103 30,501 1,535,010 SH   DFND 6 1,535,010 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 8,083 406,780 SH   DFND 7 406,780 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 39,460 1,985,910 SH   DFND   1,985,910 0 0
GENERAL MLS INC COM 370334104 54,140 1,115,600 SH   DFND 1,5 0 0 1,115,600
GENERAL MLS INC COM 370334104 10,191 209,994 SH   DFND 2 209,994 0 0
GENERAL MLS INC COM 370334104 2,575 53,050 SH   DFND 3 53,050 0 0
GENERAL MLS INC COM 370334104 3,710 76,443 SH   DFND 6 76,443 0 0
GENERAL MLS INC COM 370334104 13,977 288,005 SH   DFND   288,005 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 337,164 7,000,906 SH   DFND 1,5 1,063,616 0 5,937,290
GENERAL MTRS CO *W EXP 07/10/201 37045V118 38,418 1,600,745 SH   DFND 1,5 0 0 1,600,745
GENERAL MTRS CO *W EXP 07/10/201 37045V126 26,172 1,600,745 SH   DFND 1,5 0 0 1,600,745
GENERAL MTRS CO COM 37045V100 373,960 11,226,655 SH   DFND 1,5 2,786 0 11,223,869
GENERAL MTRS CO COM 37045V100 8,349 250,659 SH   DFND 2 250,659 0 0
GENERAL MTRS CO COM 37045V100 223 6,690 SH   DFND 3 6,690 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V126 285 17,428 SH   DFND 6 0 0 17,428
GENERAL MTRS CO *W EXP 07/10/201 37045V118 418 17,428 SH   DFND 6 0 0 17,428
GENERAL MTRS CO JR PFD CNV SRB 37045V209 4,546 94,400 SH   DFND 6 0 0 94,400
GENERAL MTRS CO COM 37045V100 49,752 1,493,595 SH   DFND 6 944,530 0 549,065
GENERAL MTRS CO COM 37045V100 88,134 2,645,880 SH   DFND 7 2,058,850 0 587,030
GENERAL MTRS CO COM 37045V100 48,137 1,445,110 SH   DFND   1,445,110 0 0
GENESCO INC COM 371532102 241,005 3,597,628 SH   DFND 1,5 0 0 3,597,628
GENESCO INC COM 371532102 6,405 95,608 SH   DFND 6 95,608 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 7,433 62,000 SH   DFND 1,5 0 0 62,000
GENESEE & WYO INC CL A 371559105 1,765 20,800 SH   DFND 1,5 0 0 20,800
GENESEE & WYO INC CL A 371559105 25,317 298,410 SH   DFND 6 298,410 0 0
GENESEE & WYO INC CL A 371559105 11,772 138,750 SH   DFND 7 138,750 0 0
GENESEE & WYO INC CL A 371559105 10,222 120,489 SH   DFND   120,489 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 13,509 260,650 SH   DFND 1,5 0 0 260,650
GENMARK DIAGNOSTICS INC COM 372309104 50,190 4,853,931 SH   DFND 1,5 0 0 4,853,931
GENMARK DIAGNOSTICS INC COM 372309104 637 61,627 SH   DFND 7 61,627 0 0
GENOMIC HEALTH INC COM 37244C101 60,504 1,908,049 SH   DFND 1,5 0 0 1,908,049
GENOMIC HEALTH INC COM 37244C101 5,368 169,280 SH   DFND 6 169,280 0 0
GENOMIC HEALTH INC COM 37244C101 1,186 37,390 SH   DFND 7 37,390 0 0
GENPACT LIMITED SHS G3922B107 130,505 6,782,995 SH   DFND 1,5 0 0 6,782,995
GENPACT LIMITED SHS G3922B107 10,055 522,607 SH   DFND 6 522,607 0 0
GENPACT LIMITED SHS G3922B107 1,220 63,400 SH   DFND 7 63,400 0 0
GENTEX CORP COM 371901109 108,490 4,706,723 SH   DFND 1,5 53,679 0 4,653,044
GENTHERM INC COM 37253A103 529 28,500 SH   DFND 1,5 0 0 28,500
GENTIUM S P A SPONSORED ADR 37250B104 6,425 829,010 SH   DFND 1,5 0 0 829,010
GENTIUM S P A SPONSORED ADR 37250B104 100 12,964 SH   DFND 7 12,964 0 0
GENUINE PARTS CO COM 372460105 3,946 50,550 SH   DFND 2 50,550 0 0
GENUINE PARTS CO COM 372460105 2,138 27,388 SH   DFND 3 27,388 0 0
GENWORTH FINL INC COM CL A 37247D106 310,125 27,180,100 SH   DFND 1,5 0 0 27,180,100
GENWORTH FINL INC COM CL A 37247D106 1,826 159,994 SH   DFND 2 159,994 0 0
GENWORTH FINL INC COM CL A 37247D106 224 19,648 SH   DFND 3 19,648 0 0
GEO GROUP INC COM 36159R103 107,749 3,173,742 SH   DFND 1,5 0 0 3,173,742
GEOSPACE TECHNOLOGIES CORP COM 37364X109 9,733 140,900 SH   DFND 1,5 0 0 140,900
GERDAU S A SPON ADR REP PFD 373737105 24,519 4,294,100 SH   DFND 1,5 0 0 4,294,100
GERDAU S A SPON ADR REP PFD 373737105 941 164,800 SH   DFND 7 164,800 0 0
GERON CORP COM 374163103 8,902 5,934,900 SH   DFND 1,5 0 0 5,934,900
GFI GROUP INC COM 361652209 35,626 9,111,436 SH   DFND 1,5 0 0 9,111,436
GFI GROUP INC COM 361652209 11,274 2,883,359 SH   DFND 6 2,727,359 0 156,000
GIANT INTERACTIVE GROUP INC ADR 374511103 293 36,600 SH   DFND 1,5 0 0 36,600
GIBRALTAR INDS INC COM 374689107 6,684 459,064 SH   DFND 1,5 0 0 459,064
GIGAMON INC COM 37518B102 2,362 85,700 SH   DFND 1,5 0 0 85,700
GILDAN ACTIVEWEAR INC COM 375916103 375,362 9,255,995 SH   DFND 1,5 0 0 9,255,995
GILDAN ACTIVEWEAR INC COM 375916103 24,380 601,727 SH   DFND 6 502,900 0 98,827
GILDAN ACTIVEWEAR INC COM 375916103 58,048 1,431,400 SH   DFND 7 1,384,600 0 46,800
GILDAN ACTIVEWEAR INC COM 375916103 261,273 6,442,700 SH   DFND   5,769,100 0 673,600
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 35,564 15,710,000 PRN   DFND 1,5 0 0 0
GILEAD SCIENCES INC COM 375558103 2,659,262 51,928,569 SH   DFND 1,5 0 0 51,928,569
GILEAD SCIENCES INC COM 375558103 2,659,262 51,928,569 SH   DFND 1,5 0 0 51,928,569
GILEAD SCIENCES INC COM 375558103 25,431 496,600 SH   DFND 2 496,600 0 0
GILEAD SCIENCES INC COM 375558103 6,563 128,158 SH   DFND 3 128,158 0 0
GILEAD SCIENCES INC COM 375558103 186,525 3,642,360 SH   DFND 6 1,895,000 0 1,747,360
GILEAD SCIENCES INC COM 375558103 224,153 4,377,133 SH   DFND 7 3,600,233 0 776,900
GILEAD SCIENCES INC COM 375558103 33,895 661,876 SH   DFND   661,876 0 0
GLATFELTER COM 377316104 23,662 942,729 SH   DFND 1,5 400 0 942,329
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 578,043 11,567,807 SH   DFND 1,5 0 0 11,567,807
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 842 16,858 SH   DFND 3 16,858 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 206,816 18,939,205 SH   DFND 1,5 117,468 0 18,821,737
GLIMCHER RLTY TR SH BEN INT 379302102 25,982 2,379,272 SH   DFND 6 2,379,272 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 22,386 1,690,798 SH   DFND 1,5 0 0 1,690,798
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 589 44,500 SH   DFND 7 44,500 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 3,653 583,550 SH   DFND 6 583,550 0 0
GLOBAL PMTS INC COM 37940X102 258,215 5,574,590 SH   DFND 1,5 0 0 5,574,590
GLOBAL PMTS INC COM 37940X102 24,554 530,100 SH   DFND 6 530,100 0 0
GNC HLDGS INC COM CL A 36191G107 317,047 7,171,380 SH   DFND 1,5 0 0 7,171,380
GNC HLDGS INC COM CL A 36191G107 235 5,311 SH   DFND 3 5,311 0 0
GNC HLDGS INC COM CL A 36191G107 30,296 685,280 SH   DFND 6 581,380 0 103,900
GNC HLDGS INC COM CL A 36191G107 2,136 48,316 SH   DFND 7 47,516 0 800
GNC HLDGS INC COM CL A 36191G107 3,820 86,400 SH   DFND   86,400 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 35,914 6,840,726 SH   DFND 1,5 0 0 6,840,726
GOLD RESOURCE CORP COM 38068T105 871 100,000 SH   DFND 1,5 0 0 100,000
GOLD STD VENTURES CORP COM 380738104 275 425,400 SH   DFND 1,5 0 0 425,400
GOLDCORP INC NEW NOTE 2.000% 8/0 380956AB8 2,020 2,000,000 PRN   DFND 1,5 0 0 0
GOLDCORP INC NEW COM 380956409 401,438 16,163,550 SH   DFND 1,5 0 0 16,163,550
GOLDCORP INC NEW COM 380956409 25,335 1,020,101 SH   DFND 3 1,020,101 0 0
GOLDCORP INC NEW COM 380956409 22,857 920,316 SH   DFND 6 293,215 0 627,101
GOLDCORP INC NEW COM 380956409 102,544 4,128,851 SH   DFND 7 4,024,771 0 104,080
GOLDCORP INC NEW COM 380956409 139,536 5,618,286 SH   DFND   4,644,304 0 973,982
GOLDEN STAR RES LTD CDA COM 38119T104 6 12,300 SH   DFND   12,300 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 259,070 1,712,862 SH   DFND 1,5 0 0 1,712,862
GOLDMAN SACHS GROUP INC COM 38141G104 21,226 140,340 SH   DFND 2 140,340 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,030 33,253 SH   DFND 3 33,253 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 12,884 842,626 SH   DFND 1,5 0 0 842,626
GOODYEAR TIRE & RUBR CO COM 382550101 1,218 79,688 SH   DFND 2 79,688 0 0
GOOGLE INC CL A 38259P508 15,413,518 17,508,000 SH   DFND 1,5 3,459 0 17,504,541
GOOGLE INC CL A 38259P508 77,026 87,493 SH   DFND 2 87,493 0 0
GOOGLE INC CL A 38259P508 40,071 45,516 SH   DFND 3 45,516 0 0
GOOGLE INC CL A 38259P508 269,360 305,962 SH   DFND 6 154,582 0 151,380
GOOGLE INC CL A 38259P508 356,825 405,313 SH   DFND 7 341,823 0 63,490
GOOGLE INC CL A 38259P508 112,295 127,554 SH   DFND   127,554 0 0
GRACE W R & CO DEL NEW COM 38388F108 365,848 4,353,264 SH   DFND 1,5 150 0 4,353,114
GRACE W R & CO DEL NEW COM 38388F108 752 8,945 SH   DFND 3 8,945 0 0
GRACE W R & CO DEL NEW COM 38388F108 12,759 151,820 SH   DFND 6 144,190 0 7,630
GRACE W R & CO DEL NEW COM 38388F108 1,556 18,510 SH   DFND 7 18,510 0 0
GRACO INC COM 384109104 49,371 781,059 SH   DFND 1,5 0 0 781,059
GRAFTECH INTL LTD COM 384313102 147,420 20,250,049 SH   DFND 1,5 0 0 20,250,049
GRAINGER W W INC COM 384802104 848,866 3,366,112 SH   DFND 1,5 0 0 3,366,112
GRAINGER W W INC COM 384802104 4,916 19,494 SH   DFND 2 19,494 0 0
GRAINGER W W INC COM 384802104 1,833 7,269 SH   DFND 3 7,269 0 0
GRAN TIERRA ENERGY INC COM 38500T101 4,616 756,200 SH   DFND 1,5 27,000 0 729,200
GRAN TIERRA ENERGY INC COM 38500T101 2,337 382,820 SH   DFND 6 0 0 382,820
GRAN TIERRA ENERGY INC COM 38500T101 23,429 3,838,050 SH   DFND 7 3,734,660 0 103,390
GRAN TIERRA ENERGY INC COM 38500T101 63,811 10,464,900 SH   DFND   8,708,570 0 1,756,330
GRAND CANYON ED INC COM 38526M106 172,138 5,340,926 SH   DFND 1,5 0 0 5,340,926
GRANITE CONSTR INC COM 387328107 10,708 359,800 SH   DFND 1,5 0 0 359,800
GRAPHIC PACKAGING HLDG CO COM 388689101 60,105 7,765,527 SH   DFND 1,5 0 0 7,765,527
GRAY TELEVISION INC COM 389375106 53,479 7,427,648 SH   DFND 1,5 0 0 7,427,648
GREAT PLAINS ENERGY INC COM 391164100 24,111 1,069,710 SH   DFND 1,5 0 0 1,069,710
GREAT PLAINS ENERGY INC COM 391164100 11,719 519,930 SH   DFND 6 519,930 0 0
GREAT PLAINS ENERGY INC COM 391164100 9,285 411,948 SH   DFND 7 411,948 0 0
GREAT PLAINS ENERGY INC COM 391164100 677 30,018 SH   DFND   30,018 0 0
GREATBATCH INC COM 39153L106 20,950 638,900 SH   DFND 1,5 0 0 638,900
GREATBATCH INC COM 39153L106 479 14,600 SH   DFND 3 14,600 0 0
GREEN DOT CORP CL A 39304D102 59,850 3,000,000 SH   DFND 1,5 0 0 3,000,000
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,484,144 19,772,762 SH   DFND 1,5 0 0 19,772,762
GREEN MTN COFFEE ROASTERS IN COM 393122106 1,858 24,756 SH   DFND 7 24,756 0 0
GREENBRIER COS INC NOTE 3.500% 4/0 393657AH4 13,262 12,860,000 PRN   DFND 1,5 0 0 0
GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 13,518 13,500,000 PRN   DFND 1,5 0 0 0
GREENHILL & CO INC COM 395259104 35,633 779,036 SH   DFND 1,5 9,016 0 770,020
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 19,451 792,967 SH   DFND 1,5 0 0 792,967
GRIFOLS S A SP ADR REP B NVT 398438408 331,117 11,626,301 SH   DFND 1,5 22,800 0 11,603,501
GRIFOLS S A SP ADR REP B NVT 398438408 733 25,728 SH   DFND 2 0 0 25,728
GRIFOLS S A SP ADR REP B NVT 398438408 62,729 2,202,576 SH   DFND 6 814,950 0 1,376,626
GRIFOLS S A SP ADR REP B NVT 398438408 24,469 859,156 SH   DFND 7 622,133 0 237,023
GROUP 1 AUTOMOTIVE INC COM 398905109 1,570 24,400 SH   DFND 1,5 0 0 24,400
GROUPE CGI INC CL A SUB VTG 39945C109 346,346 11,826,350 SH   DFND 1,5 0 0 11,826,350
GROUPE CGI INC CL A SUB VTG 39945C109 6,267 214,000 SH   DFND 6 0 0 214,000
GROUPE CGI INC CL A SUB VTG 39945C109 149,523 5,105,630 SH   DFND 7 5,028,330 0 77,300
GROUPE CGI INC CL A SUB VTG 39945C109 398,410 13,604,157 SH   DFND   12,491,857 0 1,112,300
GROUPON INC COM CL A 399473107 7,363 866,200 SH   DFND 1,5 0 0 866,200
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 59,862 2,409,900 SH   DFND 1,5 0 0 2,409,900
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 2,320 93,400 SH   DFND 7 93,400 0 0
GSI TECHNOLOGY COM 36241U106 1,354 214,300 SH   DFND 1,5 0 0 214,300
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 60,626 71,430,000 PRN   DFND 1,5 0 0 0
GT ADVANCED TECHNOLOGIES INC COM 36191U106 39,257 9,459,570 SH   DFND 1,5 38,370 0 9,421,200
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 1,638 1,930,000 PRN   DFND 6 0 0 0
GT ADVANCED TECHNOLOGIES INC NOTE 3.000%10/0 36191UAA4 535 630,000 PRN   DFND 7 0 0 0
GUESS INC COM 401617105 384,449 12,389,600 SH   DFND 1,5 0 0 12,389,600
GUIDEWIRE SOFTWARE INC COM 40171V100 258,590 6,149,588 SH   DFND 1,5 300 0 6,149,288
GUIDEWIRE SOFTWARE INC COM 40171V100 16,583 394,370 SH   DFND 6 394,370 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 12,100 287,748 SH   DFND 7 287,748 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 651 15,488 SH   DFND   15,488 0 0
GULF ISLAND FABRICATION INC COM 402307102 1,160 60,600 SH   DFND 1,5 0 0 60,600
GULFMARK OFFSHORE INC CL A NEW 402629208 1,028 22,798 SH   DFND   22,798 0 0
GULFPORT ENERGY CORP COM NEW 402635304 16,555 351,700 SH   DFND 1,5 0 0 351,700
HACKETT GROUP INC COM 404609109 304 58,505 SH   DFND 1,5 0 0 58,505
HACKETT GROUP INC COM 404609109 6,025 1,160,967 SH   DFND 6 863,315 0 297,652
HACKETT GROUP INC COM 404609109 435 83,764 SH   DFND 7 79,563 0 4,201
HACKETT GROUP INC COM 404609109 836 161,036 SH   DFND   161,036 0 0
HAEMONETICS CORP COM 405024100 17,231 416,700 SH   DFND 1,5 0 0 416,700
HAEMONETICS CORP COM 405024100 25,559 618,120 SH   DFND 6 618,120 0 0
HAEMONETICS CORP COM 405024100 3,576 86,486 SH   DFND 7 86,486 0 0
HAEMONETICS CORP COM 405024100 261 6,322 SH   DFND   6,322 0 0
HAIN CELESTIAL GROUP INC COM 405217100 16,035 246,800 SH   DFND 1,5 200 0 246,600
HALCON RES CORP COM NEW 40537Q209 20,242 3,570,000 SH   DFND 1,5 0 0 3,570,000
HALCON RES CORP COM NEW 40537Q209 454 80,000 SH   DFND 7 80,000 0 0
HALCON RES CORP COM NEW 40537Q209 2,773 489,000 SH   DFND   489,000 0 0
HALLIBURTON CO COM 406216101 1,360,097 32,600,596 SH   DFND 1,5 18,615 0 32,581,981
HALLIBURTON CO COM 406216101 12,661 303,464 SH   DFND 2 303,464 0 0
HALLIBURTON CO COM 406216101 75,983 1,821,250 SH   DFND 3 1,821,250 0 0
HALLIBURTON CO COM 406216101 32,644 782,450 SH   DFND 6 265,900 0 516,550
HALLIBURTON CO COM 406216101 12,395 297,109 SH   DFND 7 242,309 0 54,800
HALOZYME THERAPEUTICS INC COM 40637H109 36,438 4,589,140 SH   DFND 1,5 0 0 4,589,140
HANESBRANDS INC COM 410345102 381,422 7,417,776 SH   DFND 1,5 9,566 0 7,408,210
HANESBRANDS INC COM 410345102 34,514 671,208 SH   DFND 6 665,978 0 5,230
HANESBRANDS INC COM 410345102 43,445 844,910 SH   DFND 7 844,910 0 0
HANESBRANDS INC COM 410345102 19,307 375,468 SH   DFND   375,468 0 0
HANGER INC COM NEW 41043F208 54,504 1,723,170 SH   DFND 1,5 0 0 1,723,170
HANGER INC COM NEW 41043F208 34,638 1,095,084 SH   DFND 6 991,484 0 103,600
HANGER INC COM NEW 41043F208 1,382 43,700 SH   DFND 7 43,400 0 300
HANGER INC COM NEW 41043F208 3,596 113,702 SH   DFND   113,702 0 0
HANMI FINL CORP COM NEW 410495204 3,084 174,534 SH   DFND 1,5 0 0 174,534
HANMI FINL CORP COM NEW 410495204 39,893 2,257,643 SH   DFND 6 2,192,543 0 65,100
HANMI FINL CORP COM NEW 410495204 6,768 383,013 SH   DFND 7 382,213 0 800
HANMI FINL CORP COM NEW 410495204 1,294 73,243 SH   DFND   73,243 0 0
HANOVER INS GROUP INC COM 410867105 68,863 1,407,368 SH   DFND 1,5 10,198 0 1,397,170
HARLEY DAVIDSON INC COM 412822108 439,226 8,012,141 SH   DFND 1,5 0 0 8,012,141
HARLEY DAVIDSON INC COM 412822108 4,001 72,982 SH   DFND 2 72,982 0 0
HARLEY DAVIDSON INC COM 412822108 58,607 1,069,081 SH   DFND 3 1,069,081 0 0
HARLEY DAVIDSON INC COM 412822108 804 14,668 SH   DFND 7 14,668 0 0
HARMAN INTL INDS INC COM 413086109 65,882 1,215,527 SH   DFND 1,5 0 0 1,215,527
HARMAN INTL INDS INC COM 413086109 1,196 22,059 SH   DFND 2 22,059 0 0
HARMAN INTL INDS INC COM 413086109 239 4,403 SH   DFND 3 4,403 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 14,282 3,748,500 SH   DFND 1,5 0 0 3,748,500
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 288 75,600 SH   DFND 7 75,600 0 0
HARRIS CORP DEL COM 413875105 2,088 42,400 SH   DFND 1,5 0 0 42,400
HARRIS CORP DEL COM 413875105 1,757 35,685 SH   DFND 2 35,685 0 0
HARSCO CORP COM 415864107 167,397 7,218,478 SH   DFND 1,5 1,928 0 7,216,550
HARSCO CORP COM 415864107 819 35,312 SH   DFND 7 35,312 0 0
HARTE-HANKS INC COM 416196103 25,395 2,952,909 SH   DFND 1,5 0 0 2,952,909
HARTFORD FINL SVCS GROUP INC COM 416515104 396,641 12,827,990 SH   DFND 1,5 0 0 12,827,990
HARTFORD FINL SVCS GROUP INC COM 416515104 4,591 148,486 SH   DFND 2 148,486 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 659 21,312 SH   DFND 3 21,312 0 0
HARVARD BIOSCIENCE INC COM 416906105 7,131 1,507,612 SH   DFND 6 1,507,612 0 0
HARVEST CAP CR CORP COM 41753F109 5,025 333,000 SH   DFND 1,5 0 0 333,000
HASBRO INC COM 418056107 15,829 353,100 SH   DFND 1,5 0 0 353,100
HASBRO INC COM 418056107 1,688 37,657 SH   DFND 2 37,657 0 0
HASBRO INC COM 418056107 738 16,473 SH   DFND 3 16,473 0 0
HATTERAS FINL CORP COM 41902R103 15,067 611,500 SH   DFND 1,5 0 0 611,500
HAWAIIAN ELEC INDUSTRIES COM 419870100 56,757 2,242,491 SH   DFND 1,5 21,891 0 2,220,600
HAWAIIAN TELCOM HOLDCO INC COM 420031106 2,096 83,300 SH   DFND 1,5 0 0 83,300
HAYNES INTERNATIONAL INC COM NEW 420877201 88,557 1,849,948 SH   DFND 1,5 0 0 1,849,948
HCA HOLDINGS INC COM 40412C101 486,275 13,485,164 SH   DFND 1,5 0 0 13,485,164
HCA HOLDINGS INC COM 40412C101 472 13,077 SH   DFND 3 13,077 0 0
HCA HOLDINGS INC COM 40412C101 31,632 877,200 SH   DFND 6 459,940 0 417,260
HCA HOLDINGS INC COM 40412C101 36,210 1,004,160 SH   DFND 7 678,220 0 325,940
HCC INS HLDGS INC COM 404132102 66,828 1,550,182 SH   DFND 1,5 0 0 1,550,182
HCP INC COM 40414L109 693,856 15,269,726 SH   DFND 1,5 182,869 0 15,086,857
HCP INC COM 40414L109 6,723 147,957 SH   DFND 2 147,957 0 0
HCP INC COM 40414L109 946 20,821 SH   DFND 3 20,821 0 0
HCP INC COM 40414L109 33,613 739,727 SH   DFND 6 739,727 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 220,559 6,086,078 SH   DFND 1,5 45,200 0 6,040,878
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,051 29,000 SH   DFND 6 0 0 29,000
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,830 50,500 SH   DFND 7 50,500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 5,967 164,650 SH   DFND   110,900 0 53,750
HEADWATERS INC NOTE 2.500% 2/0 42210PAD4 178 180,000 PRN   DFND 1,5 0 0 0
HEADWATERS INC COM 42210P102 7,678 868,509 SH   DFND 1,5 0 0 868,509
HEALTH CARE REIT INC COM 42217K106 65,913 983,332 SH   DFND 1,5 16,588 0 966,744
HEALTH CARE REIT INC COM 42217K106 6,207 92,601 SH   DFND 2 92,601 0 0
HEALTH CARE REIT INC COM 42217K106 743 11,079 SH   DFND 3 11,079 0 0
HEALTH CARE REIT INC COM 42217K106 22,558 336,543 SH   DFND 6 336,543 0 0
HEALTH CARE REIT INC COM 42217K106 5,176 77,223 SH   DFND   77,223 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 104,737 6,662,641 SH   DFND 1,5 0 0 6,662,641
HEALTH MGMT ASSOC INC NEW CL A 421933102 16,383 1,042,160 SH   DFND 6 1,042,160 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 12,190 775,433 SH   DFND 7 775,433 0 0
HEALTH MGMT ASSOC INC NEW CL A 421933102 634 40,361 SH   DFND   40,361 0 0
HEALTH NET INC COM 42222G108 9,734 305,900 SH   DFND 1,5 0 0 305,900
HEALTHSOUTH CORP COM NEW 421924309 1,172 40,700 SH   DFND 6 0 0 40,700
HEALTHSOUTH CORP COM NEW 421924309 351 12,200 SH   DFND   12,200 0 0
HEALTHSTREAM INC COM 42222N103 51,316 2,026,691 SH   DFND 1,5 5,116 0 2,021,575
HEALTHWAYS INC COM 422245100 44,811 2,578,284 SH   DFND 1,5 0 0 2,578,284
HEALTHWAYS INC COM 422245100 561 32,303 SH   DFND 3 32,303 0 0
HEARTLAND PMT SYS INC COM 42235N108 174,845 4,693,828 SH   DFND 1,5 0 0 4,693,828
HEARTLAND PMT SYS INC COM 42235N108 27,998 751,620 SH   DFND 6 751,620 0 0
HEARTWARE INTL INC COM 422368100 81,955 861,684 SH   DFND 1,5 0 0 861,684
HEARTWARE INTL INC COM 422368100 933 9,813 SH   DFND 3 9,813 0 0
HEICO CORP NEW COM 422806109 21,843 433,642 SH   DFND 1,5 0 0 433,642
HELEN OF TROY CORP LTD COM G4388N106 164,674 4,291,736 SH   DFND 1,5 0 0 4,291,736
HELEN OF TROY CORP LTD COM G4388N106 18,938 493,568 SH   DFND 6 493,568 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 29,907 1,298,049 SH   DFND 1,5 0 0 1,298,049
HELMERICH & PAYNE INC COM 423452101 103,374 1,655,314 SH   DFND 1,5 7,134 0 1,648,180
HELMERICH & PAYNE INC COM 423452101 2,155 34,508 SH   DFND 2 34,508 0 0
HELMERICH & PAYNE INC COM 423452101 13,823 221,340 SH   DFND   221,340 0 0
HENRY JACK & ASSOC INC COM 426281101 18,395 390,300 SH   DFND 1,5 300 0 390,000
HERBALIFE LTD COM USD SHS G4412G101 691,286 15,314,273 SH   DFND 1,5 0 0 15,314,273
HERBALIFE LTD COM USD SHS G4412G101 800 17,718 SH   DFND 7 17,718 0 0
HERCULES OFFSHORE INC COM 427093109 3,427 486,800 SH   DFND 1,5 0 0 486,800
HERITAGE FINL CORP WASH COM 42722X106 1,026 70,000 SH   DFND 1,5 0 0 70,000
HERSHEY CO COM 427866108 263,484 2,951,210 SH   DFND 1,5 4,350 0 2,946,860
HERSHEY CO COM 427866108 4,353 48,759 SH   DFND 2 48,759 0 0
HERSHEY CO COM 427866108 506 5,670 SH   DFND 3 5,670 0 0
HERSHEY CO COM 427866108 6,964 78,005 SH   DFND 6 73,105 0 4,900
HERSHEY CO COM 427866108 290 3,250 SH   DFND 7 3,250 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 575,475 23,204,649 SH   DFND 1,5 0 0 23,204,649
HERTZ GLOBAL HOLDINGS INC NOTE 5.250% 6/0 42805TAA3 30,075 10,000,000 PRN   DFND 1,5 0 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 664 26,758 SH   DFND 3 26,758 0 0
HESS CORP COM 42809H107 554,425 8,338,466 SH   DFND 1,5 28,332 0 8,310,134
HESS CORP COM 42809H107 6,466 97,244 SH   DFND 2 97,244 0 0
HESS CORP COM 42809H107 1,980 29,782 SH   DFND 3 29,782 0 0
HESS CORP COM 42809H107 32,226 484,673 SH   DFND 6 188,503 0 296,170
HESS CORP COM 42809H107 11,791 177,340 SH   DFND 7 126,540 0 50,800
HEWLETT PACKARD CO COM 428236103 405,279 16,341,913 SH   DFND 1,5 0 0 16,341,913
HEWLETT PACKARD CO COM 428236103 15,572 627,893 SH   DFND 2 627,893 0 0
HEWLETT PACKARD CO COM 428236103 6,407 258,356 SH   DFND 3 258,356 0 0
HEWLETT PACKARD CO COM 428236103 17,352 699,690 SH   DFND 6 543,320 0 156,370
HEWLETT PACKARD CO COM 428236103 34,723 1,400,110 SH   DFND 7 1,346,020 0 54,090
HEWLETT PACKARD CO COM 428236103 335,570 13,531,061 SH   DFND   13,531,061 0 0
HEXCEL CORP NEW COM 428291108 27,684 813,052 SH   DFND 1,5 0 0 813,052
HFF INC CL A 40418F108 17,455 982,287 SH   DFND 1,5 0 0 982,287
HFF INC CL A 40418F108 6,723 378,350 SH   DFND 6 378,350 0 0
HI-TECH PHARMACAL INC COM 42840B101 67,578 2,035,489 SH   DFND 1,5 0 0 2,035,489
HIBBETT SPORTS INC COM 428567101 19,961 359,660 SH   DFND 6 359,660 0 0
HIGHWOODS PPTYS INC COM 431284108 239,788 6,733,715 SH   DFND 1,5 6,514 0 6,727,201
HIGHWOODS PPTYS INC COM 431284108 4,318 121,271 SH   DFND 6 121,271 0 0
HIGHWOODS PPTYS INC COM 431284108 7,610 213,690 SH   DFND   213,690 0 0
HILL ROM HLDGS INC COM 431475102 143,882 4,272,024 SH   DFND 1,5 0 0 4,272,024
HILL ROM HLDGS INC COM 431475102 898 26,676 SH   DFND 7 26,676 0 0
HILLSHIRE BRANDS CO COM 432589109 4,532 137,014 SH   DFND 1,5 0 0 137,014
HILLSHIRE BRANDS CO COM 432589109 11,588 350,290 SH   DFND 6 350,290 0 0
HILLSHIRE BRANDS CO COM 432589109 9,253 279,713 SH   DFND 7 279,713 0 0
HILLSHIRE BRANDS CO COM 432589109 667 20,156 SH   DFND   20,156 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 2,559 490,300 SH   DFND 1,5 0 0 490,300
HMS HLDGS CORP COM 40425J101 39,850 1,710,300 SH   DFND 1,5 0 0 1,710,300
HMS HLDGS CORP COM 40425J101 30,573 1,312,157 SH   DFND 6 1,113,057 0 199,100
HMS HLDGS CORP COM 40425J101 988 42,400 SH   DFND 7 41,500 0 900
HMS HLDGS CORP COM 40425J101 4,623 198,424 SH   DFND   198,424 0 0
HNI CORP COM 404251100 205,599 5,700,000 SH   DFND 1,5 0 0 5,700,000
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 80,900 2,126,700 SH   DFND 1,5 0 0 2,126,700
HOLLYFRONTIER CORP COM 436106108 239,343 5,594,731 SH   DFND 1,5 18,289 0 5,576,442
HOLLYFRONTIER CORP COM 436106108 21,376 499,677 SH   DFND 3 499,677 0 0
HOLLYFRONTIER CORP COM 436106108 1,228 28,696 SH   DFND 6 0 0 28,696
HOLLYFRONTIER CORP COM 436106108 3,173 74,163 SH   DFND   74,163 0 0
HOLOGIC INC COM 436440101 24,102 1,248,820 SH   DFND 1,5 0 0 1,248,820
HOME DEPOT INC COM 437076102 3,091,940 39,911,453 SH   DFND 1,5 320 0 39,911,133
HOME DEPOT INC COM 437076102 36,844 475,589 SH   DFND 2 475,589 0 0
HOME DEPOT INC COM 437076102 73,957 954,648 SH   DFND 3 954,648 0 0
HOME DEPOT INC COM 437076102 224,893 2,902,963 SH   DFND 6 1,514,793 0 1,388,170
HOME DEPOT INC COM 437076102 275,285 3,553,441 SH   DFND 7 2,836,231 0 717,210
HOME DEPOT INC COM 437076102 8,960 115,663 SH   DFND   115,663 0 0
HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 74,120 2,775,000 SH   DFND 1,5 0 0 2,775,000
HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 11,923 497,400 SH   DFND 1,5 0 0 497,400
HOME PROPERTIES INC COM 437306103 375,842 5,749,451 SH   DFND 1,5 46,928 0 5,702,523
HOME PROPERTIES INC COM 437306103 29,182 446,415 SH   DFND 6 446,415 0 0
HOMEAWAY INC COM 43739Q100 22,314 689,978 SH   DFND 3 689,978 0 0
HONDA MOTOR LTD AMERN SHS 438128308 63,936 1,716,406 SH   DFND 1,5 0 0 1,716,406
HONEYWELL INTL INC COM 438516106 1,625,216 20,484,189 SH   DFND 1,5 360 0 20,483,829
HONEYWELL INTL INC COM 438516106 20,325 256,176 SH   DFND 2 256,176 0 0
HONEYWELL INTL INC COM 438516106 6,129 77,250 SH   DFND 3 77,250 0 0
HONEYWELL INTL INC COM 438516106 63,338 798,310 SH   DFND 6 487,300 0 311,010
HONEYWELL INTL INC COM 438516106 99,905 1,259,195 SH   DFND 7 1,118,565 0 140,630
HONEYWELL INTL INC COM 438516106 28,314 356,866 SH   DFND   356,866 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,259 51,652 SH   DFND 1,5 0 0 51,652
HORIZON PHARMA INC COM 44047T109 14,381 5,846,030 SH   DFND 1,5 0 0 5,846,030
HORIZON PHARMA INC COM 44047T109 716 290,997 SH   DFND 7 290,997 0 0
HORMEL FOODS CORP COM 440452100 1,705 44,181 SH   DFND 2 44,181 0 0
HORMEL FOODS CORP COM 440452100 274 7,102 SH   DFND 3 7,102 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 14,985 280,100 SH   DFND 1,5 0 0 280,100
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 12,147 11,180,000 PRN   DFND 1,5 0 0 0
HOSPIRA INC COM 441060100 220,804 5,763,610 SH   DFND 1,5 0 0 5,763,610
HOSPIRA INC COM 441060100 2,058 53,712 SH   DFND 2 53,712 0 0
HOSPIRA INC COM 441060100 785 20,503 SH   DFND 3 20,503 0 0
HOST HOTELS & RESORTS INC COM 44107P104 740,773 43,910,657 SH   DFND 1,5 738,796 0 43,171,861
HOST HOTELS & RESORTS INC COM 44107P104 4,091 242,479 SH   DFND 2 242,479 0 0
HOST HOTELS & RESORTS INC COM 44107P104 213 12,653 SH   DFND 3 12,653 0 0
HOST HOTELS & RESORTS INC COM 44107P104 31,703 1,879,260 SH   DFND 6 1,879,260 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 30,581 2,209,618 SH   DFND 1,5 0 0 2,209,618
HOUSTON WIRE & CABLE CO COM 44244K109 5,782 417,807 SH   DFND 6 417,807 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 787 56,891 SH   DFND 7 56,891 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 14,586 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 29,020 258,900 SH   DFND 1,5 0 0 258,900
HOWARD HUGHES CORP COM 44267D107 15,254 136,090 SH   DFND 6 97,090 0 39,000
HOWARD HUGHES CORP COM 44267D107 2,850 25,430 SH   DFND 7 25,230 0 200
HOWARD HUGHES CORP COM 44267D107 3,284 29,300 SH   DFND   29,300 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 911,005 17,553,090 SH   DFND 1,5 0 0 17,553,090
HSBC HLDGS PLC SPON ADR NEW 404280406 536 10,332 SH   DFND 3 10,332 0 0
HSN INC COM 404303109 249,262 4,640,022 SH   DFND 1,5 200 0 4,639,822
HSN INC COM 404303109 2,127 39,600 SH   DFND 3 39,600 0 0
HSN INC COM 404303109 8,777 163,378 SH   DFND 7 163,378 0 0
HUANENG PWR INTL INC SPON ADR H SHS 443304100 373 9,700 SH   DFND 7 9,700 0 0
HUB GROUP INC CL A 443320106 96,466 2,648,715 SH   DFND 1,5 6,476 0 2,642,239
HUB GROUP INC CL A 443320106 32,227 884,867 SH   DFND 6 762,567 0 122,300
HUB GROUP INC CL A 443320106 925 25,400 SH   DFND 7 24,800 0 600
HUB GROUP INC CL A 443320106 3,788 104,000 SH   DFND   104,000 0 0
HUBBELL INC CL B 443510201 399,822 4,038,611 SH   DFND 1,5 10,759 0 4,027,852
HUBBELL INC CL B 443510201 4,208 42,501 SH   DFND 7 42,501 0 0
HUDSON CITY BANCORP COM 443683107 8,584 937,085 SH   DFND 1,5 0 0 937,085
HUDSON CITY BANCORP COM 443683107 1,414 154,367 SH   DFND 2 154,367 0 0
HUDSON PAC PPTYS INC COM 444097109 32,190 1,512,700 SH   DFND 1,5 0 0 1,512,700
HUMANA INC COM 444859102 251,298 2,978,166 SH   DFND 1,5 0 0 2,978,166
HUMANA INC COM 444859102 4,320 51,196 SH   DFND 2 51,196 0 0
HUMANA INC COM 444859102 983 11,649 SH   DFND 3 11,649 0 0
HUMANA INC COM 444859102 19,179 227,290 SH   DFND 6 162,640 0 64,650
HUMANA INC COM 444859102 38,380 454,850 SH   DFND 7 263,440 0 191,410
HUNT J B TRANS SVCS INC COM 445658107 428,818 5,936,023 SH   DFND 1,5 0 0 5,936,023
HUNT J B TRANS SVCS INC COM 445658107 1,228 17,000 SH   DFND 7 17,000 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 84,231 69,041 SH   DFND 1,5 0 0 69,041
HUNTINGTON BANCSHARES INC COM 446150104 356,210 45,204,355 SH   DFND 1,5 0 0 45,204,355
HUNTINGTON BANCSHARES INC COM 446150104 2,155 273,467 SH   DFND 2 273,467 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,233 156,458 SH   DFND 3 156,458 0 0
HUNTINGTON BANCSHARES INC COM 446150104 31,106 3,947,461 SH   DFND 6 2,262,361 0 1,685,100
HUNTINGTON BANCSHARES INC COM 446150104 22,713 2,882,364 SH   DFND 7 2,630,664 0 251,700
HUNTINGTON BANCSHARES INC COM 446150104 744 94,422 SH   DFND   94,422 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 40,198 711,720 SH   DFND 1,5 0 0 711,720
HURCO COMPANIES INC COM 447324104 18,784 652,907 SH   DFND 1,5 0 0 652,907
HURON CONSULTING GROUP INC COM 447462102 17,122 370,280 SH   DFND 7 370,280 0 0
HYATT HOTELS CORP COM CL A 448579102 90,974 2,254,058 SH   DFND 1,5 0 0 2,254,058
HYATT HOTELS CORP COM CL A 448579102 14,367 355,970 SH   DFND 6 54,830 0 301,140
HYATT HOTELS CORP COM CL A 448579102 7,712 191,077 SH   DFND 7 147,477 0 43,600
HYPERION THERAPEUTICS INC COM 44915N101 52,906 2,404,830 SH   DFND 1,5 0 0 2,404,830
HYPERION THERAPEUTICS INC COM 44915N101 13,232 601,473 SH   DFND   601,473 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 19,468 310,042 SH   DFND 1,5 0 0 310,042
IAC INTERACTIVECORP COM PAR $.001 44919P508 5,774 121,400 SH   DFND 1,5 0 0 121,400
IAC INTERACTIVECORP COM PAR $.001 44919P508 29,320 616,480 SH   DFND 6 365,980 0 250,500
IAC INTERACTIVECORP COM PAR $.001 44919P508 47,174 991,890 SH   DFND 7 877,620 0 114,270
IAC INTERACTIVECORP COM PAR $.001 44919P508 2,450 51,520 SH   DFND   51,520 0 0
IAMGOLD CORP COM 450913108 27,199 6,471,752 SH   DFND 1,5 0 0 6,471,752
IAMGOLD CORP COM 450913108 5,358 1,275,000 SH   DFND   1,275,000 0 0
IBERIABANK CORP COM 450828108 24,267 452,652 SH   DFND 1,5 0 0 452,652
ICF INTL INC COM 44925C103 42,718 1,355,693 SH   DFND 1,5 0 0 1,355,693
ICG GROUP INC COM 44928D108 49,069 4,304,331 SH   DFND 1,5 0 0 4,304,331
ICG GROUP INC COM 44928D108 527 46,200 SH   DFND 6 0 0 46,200
ICG GROUP INC COM 44928D108 147 12,853 SH   DFND 7 11,953 0 900
ICICI BK LTD ADR 45104G104 1,553 40,600 SH   DFND 1,5 40,600 0 0
ICICI BK LTD ADR 45104G104 1,779 46,500 SH   DFND 7 46,500 0 0
ICU MED INC COM 44930G107 25,646 355,900 SH   DFND 1,5 0 0 355,900
IDACORP INC COM 451107106 29,421 616,017 SH   DFND 1,5 0 0 616,017
IDENIX PHARMACEUTICALS INC COM 45166R204 8,269 2,290,683 SH   DFND 1,5 0 0 2,290,683
IDEX CORP COM 45167R104 49,008 910,751 SH   DFND 1,5 0 0 910,751
IDEX CORP COM 45167R104 2,902 53,930 SH   DFND 6 53,930 0 0
IDEX CORP COM 45167R104 8,883 165,090 SH   DFND 7 165,090 0 0
IDEX CORP COM 45167R104 8,905 165,481 SH   DFND   165,481 0 0
IDEXX LABS INC COM 45168D104 20,362 226,796 SH   DFND 1,5 0 0 226,796
IDT CORP CL B NEW 448947507 3,901 208,738 SH   DFND 1,5 0 0 208,738
IDT CORP CL B NEW 448947507 344 18,420 SH   DFND 6 12,200 0 6,220
IGATE CORP COM 45169U105 42,712 2,601,200 SH   DFND 1,5 0 0 2,601,200
IHS INC CL A 451734107 21,197 203,075 SH   DFND 1,5 0 0 203,075
ILLINOIS TOOL WKS INC COM 452308109 728,977 10,538,920 SH   DFND 1,5 19,161 0 10,519,759
ILLINOIS TOOL WKS INC COM 452308109 9,330 134,880 SH   DFND 2 134,880 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,819 40,749 SH   DFND 3 40,749 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,550 22,412 SH   DFND 7 22,412 0 0
ILLUMINA INC COM 452327109 596,173 7,965,964 SH   DFND 1,5 8,139 0 7,957,825
ILLUMINA INC COM 452327109 3,956 52,860 SH   DFND 7 52,860 0 0
ILLUMINA INC COM 452327109 20,095 268,511 SH   DFND   268,511 0 0
IMAGE SENSING SYS INC COM 45244C104 2,501 365,685 SH   DFND 1,5 0 0 365,685
IMATION CORP COM 45245A107 4,557 1,077,300 SH   DFND 1,5 0 0 1,077,300
IMAX CORP COM 45245E109 16,950 681,800 SH   DFND 1,5 0 0 681,800
IMMUNOGEN INC COM 45253H101 210,362 12,680,071 SH   DFND 1,5 0 0 12,680,071
IMMUNOMEDICS INC COM 452907108 62,233 11,439,971 SH   DFND 1,5 0 0 11,439,971
IMPAX LABORATORIES INC COM 45256B101 96,909 4,857,574 SH   DFND 1,5 6,121 0 4,851,453
IMPAX LABORATORIES INC COM 45256B101 608 30,500 SH   DFND 7 29,200 0 1,300
IMPAX LABORATORIES INC COM 45256B101 830 41,600 SH   DFND   41,600 0 0
IMPERIAL OIL LTD COM NEW 453038408 85,198 2,231,692 SH   DFND 1,5 1,969,292 0 262,400
IMPERIAL OIL LTD COM NEW 453038408 19,813 519,000 SH   DFND 7 519,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 247,329 6,478,612 SH   DFND   6,478,612 0 0
IMPERVA INC COM 45321L100 2,982 66,200 SH   DFND 1,5 0 0 66,200
INCONTACT INC COM 45336E109 57,497 6,994,777 SH   DFND 1,5 0 0 6,994,777
INCYTE CORP COM 45337C102 44,717 2,032,569 SH   DFND 1,5 0 0 2,032,569
INDEPENDENT BK GROUP INC COM 45384B106 2,728 89,740 SH   DFND 6 89,740 0 0
INDUSTRIAL SVCS AMER INC FLA COM 456314103 213 84,200 SH   DFND 1,5 0 0 84,200
INFINERA CORPORATION COM 45667G103 175,695 16,466,273 SH   DFND 1,5 0 0 16,466,273
INFINITY PHARMACEUTICALS INC COM 45665G303 115,589 7,113,154 SH   DFND 1,5 4,318 0 7,108,836
INFINITY PHARMACEUTICALS INC COM 45665G303 989 60,887 SH   DFND 7 60,887 0 0
INFOBLOX INC COM 45672H104 14,295 488,556 SH   DFND 1,5 0 0 488,556
INFOBLOX INC COM 45672H104 2,238 76,480 SH   DFND 6 76,480 0 0
INFORMATICA CORP COM 45666Q102 10,295 294,300 SH   DFND 1,5 0 0 294,300
INFOSYS LTD SPONSORED ADR 456788108 5,519 134,000 SH   DFND 1,5 59,000 0 75,000
INFOSYS LTD SPONSORED ADR 456788108 2,776 67,400 SH   DFND 7 67,400 0 0
ING GROEP N V SPONSORED ADR 456837103 539 59,300 SH   DFND 1,5 0 0 59,300
ING U S INC COM 45685E106 94,734 3,500,900 SH   DFND 1,5 0 0 3,500,900
INGERSOLL-RAND PLC SHS G47791101 623,898 11,237,349 SH   DFND 1,5 0 0 11,237,349
INGERSOLL-RAND PLC SHS G47791101 5,025 90,507 SH   DFND 2 90,507 0 0
INGERSOLL-RAND PLC SHS G47791101 2,572 46,323 SH   DFND 3 46,323 0 0
INGERSOLL-RAND PLC SHS G47791101 60,140 1,083,220 SH   DFND 6 546,300 0 536,920
INGERSOLL-RAND PLC SHS G47791101 76,070 1,370,131 SH   DFND 7 957,831 0 412,300
INGLES MKTS INC CL A 457030104 1,264 50,048 SH   DFND 1,5 0 0 50,048
INGRAM MICRO INC CL A 457153104 209,967 11,056,700 SH   DFND 1,5 0 0 11,056,700
INGRAM MICRO INC CL A 457153104 40,453 2,130,230 SH   DFND 7 2,130,230 0 0
INGREDION INC COM 457187102 136,622 2,082,023 SH   DFND 1,5 200 0 2,081,823
INGREDION INC COM 457187102 328 4,998 SH   DFND 3 4,998 0 0
INGREDION INC COM 457187102 13,802 210,330 SH   DFND 6 207,170 0 3,160
INGREDION INC COM 457187102 815 12,425 SH   DFND 7 12,425 0 0
INNERWORKINGS INC COM 45773Y105 22,324 2,057,500 SH   DFND 1,5 0 0 2,057,500
INNERWORKINGS INC COM 45773Y105 7,593 699,775 SH   DFND 6 699,775 0 0
INNOPHOS HOLDINGS INC COM 45774N108 9,401 199,290 SH   DFND 1,5 0 0 199,290
INNOPHOS HOLDINGS INC COM 45774N108 6,487 137,530 SH   DFND 6 137,530 0 0
INNOSPEC INC COM 45768S105 80,681 2,007,982 SH   DFND 1,5 0 0 2,007,982
INNOSPEC INC COM 45768S105 35,285 878,163 SH   DFND 6 878,163 0 0
INNOSPEC INC COM 45768S105 10,094 251,230 SH   DFND 7 251,230 0 0
INNOSPEC INC COM 45768S105 745 18,553 SH   DFND   18,553 0 0
INPHI CORP COM 45772F107 16,251 1,477,391 SH   DFND 1,5 0 0 1,477,391
INSIGHT ENTERPRISES INC COM 45765U103 99,824 5,627,078 SH   DFND 1,5 0 0 5,627,078
INSMED INC COM PAR $.01 457669307 27,196 2,273,891 SH   DFND 1,5 0 0 2,273,891
INSMED INC COM PAR $.01 457669307 17,609 1,472,349 SH   DFND 4 1,472,349 0 0
INSMED INC COM PAR $.01 457669307 135 11,300 SH   DFND 7 11,300 0 0
INSPERITY INC COM 45778Q107 9,555 315,335 SH   DFND 1,5 0 0 315,335
INSTEEL INDUSTRIES INC COM 45774W108 12,214 697,136 SH   DFND 1,5 0 0 697,136
INSULET CORP COM 45784P101 194,403 6,189,200 SH   DFND 1,5 0 0 6,189,200
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 154,201 4,209,703 SH   DFND 1,5 0 0 4,209,703
INTEGRATED DEVICE TECHNOLOGY COM 458118106 8,542 1,075,809 SH   DFND 1,5 0 0 1,075,809
INTEGRATED SILICON SOLUTION COM 45812P107 540 49,300 SH   DFND 1,5 0 0 49,300
INTEGRYS ENERGY GROUP INC COM 45822P105 1,511 25,810 SH   DFND 2 25,810 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 421 7,192 SH   DFND 3 7,192 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 73,603 58,010,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 284,830 11,760,125 SH   DFND 1,5 0 0 11,760,125
INTEL CORP COM 458140100 39,199 1,618,439 SH   DFND 2 1,618,439 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 15 14,000 PRN   DFND 3 0 0 0
INTEL CORP COM 458140100 115,311 4,761,000 SH   DFND 3 4,761,000 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 3,235 2,550,000 PRN   DFND 6 0 0 0
INTEL CORP COM 458140100 21,224 876,300 SH   DFND 6 115,800 0 760,500
INTEL CORP COM 458140100 11,136 459,800 SH   DFND 7 347,300 0 112,500
INTELSAT S A MAN CONV JR PFD L5140P119 16,500 300,000 SH   DFND 1,5 105,000 0 195,000
INTELSAT S A COM L5140P101 104,000 5,200,000 SH   DFND 1,5 0 0 5,200,000
INTER PARFUMS INC COM 458334109 6,932 243,072 SH   DFND 1,5 0 0 243,072
INTERACTIVE BROKERS GROUP IN COM 45841N107 23,299 1,458,909 SH   DFND 1,5 0 0 1,458,909
INTERACTIVE BROKERS GROUP IN COM 45841N107 71,951 4,505,416 SH   DFND 6 4,180,225 0 325,191
INTERACTIVE BROKERS GROUP IN COM 45841N107 11,539 722,550 SH   DFND 7 694,870 0 27,680
INTERACTIVE BROKERS GROUP IN COM 45841N107 5,949 372,525 SH   DFND   372,525 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 15,145 293,500 SH   DFND 1,5 0 0 293,500
INTERCEPT PHARMACEUTICALS IN COM 45845P108 89,656 1,999,469 SH   DFND 1,5 0 0 1,999,469
INTERCONTINENTAL HTLS GRP PL SPON ADR NEW 12 45857P400 140,896 5,129,082 SH   DFND 1,5 0 0 5,129,082
INTERCONTINENTALEXCHANGE INC COM 45865V100 265,546 1,493,844 SH   DFND 1,5 0 0 1,493,844
INTERCONTINENTALEXCHANGE INC COM 45865V100 4,214 23,706 SH   DFND 2 23,706 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,027 5,777 SH   DFND 3 5,777 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 20,489 115,260 SH   DFND 6 87,260 0 28,000
INTERCONTINENTALEXCHANGE INC COM 45865V100 29,368 165,210 SH   DFND 7 76,760 0 88,450
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 71,268 66,370,000 PRN   DFND 1,5 0 0 0
INTERDIGITAL INC COM 45867G101 4,344 97,300 SH   DFND 1,5 0 0 97,300
INTERDIGITAL INC NOTE 2.500% 3/1 458660AB3 3,780 3,520,000 PRN   DFND 6 0 0 0
INTERFACE INC COM 458665304 69,113 4,072,658 SH   DFND 1,5 45,458 0 4,027,200
INTERFACE INC COM 458665304 6,946 409,310 SH   DFND 6 409,310 0 0
INTERMEC INC COM 458786100 2,612 265,740 SH   DFND 7 265,740 0 0
INTERMEC INC COM 458786100 45,631 4,642,000 SH   DFND   4,642,000 0 0
INTERMOLECULAR INC COM 45882D109 11,919 1,639,543 SH   DFND 1,5 0 0 1,639,543
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 10,704 10,100,000 PRN   DFND 1,5 0 0 0
INTERMUNE INC COM 45884X103 94,590 9,832,648 SH   DFND 1,5 0 0 9,832,648
INTERMUNE INC NOTE 2.500%12/1 45884XAF0 265 250,000 PRN   DFND 7 0 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 6,403 283,550 SH   DFND 1,5 0 0 283,550
INTERNATIONAL BUSINESS MACHS COM 459200101 1,328,647 6,952,262 SH   DFND 1,5 67,133 0 6,885,129
INTERNATIONAL BUSINESS MACHS COM 459200101 64,850 339,335 SH   DFND 2 339,335 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 89,294 467,240 SH   DFND 3 467,240 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 22,932 119,996 SH   DFND 6 115,096 0 4,900
INTERNATIONAL BUSINESS MACHS COM 459200101 3,182 16,650 SH   DFND 7 16,650 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,991 26,487 SH   DFND 2 26,487 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 239 3,179 SH   DFND 3 3,179 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 1,415 84,685 SH   DFND 2 84,685 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 387 23,144 SH   DFND 3 23,144 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 15,620 745,957 SH   DFND 1,5 0 0 745,957
INTERNATIONAL TOWER HILL MIN COM 46050R102 330 525,600 SH   DFND 1,5 0 0 525,600
INTEROIL CORP COM 460951106 133,057 1,914,212 SH   DFND 1,5 0 0 1,914,212
INTEROIL CORP COM 460951106 2,415 34,748 SH   DFND 7 34,748 0 0
INTERPUBLIC GROUP COS INC COM 460690100 65,578 4,507,050 SH   DFND 1,5 0 0 4,507,050
INTERPUBLIC GROUP COS INC COM 460690100 2,030 139,542 SH   DFND 2 139,542 0 0
INTERPUBLIC GROUP COS INC COM 460690100 429 29,486 SH   DFND 3 29,486 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,111 145,100 SH   DFND   145,100 0 0
INTERSIL CORP CL A 46069S109 114,286 14,614,559 SH   DFND 1,5 0 0 14,614,559
INTERVAL LEISURE GROUP INC COM 46113M108 53,647 2,693,130 SH   DFND 1,5 0 0 2,693,130
INTERVAL LEISURE GROUP INC COM 46113M108 12,898 647,473 SH   DFND 6 555,673 0 91,800
INTERVAL LEISURE GROUP INC COM 46113M108 22,187 1,113,800 SH   DFND 7 1,112,700 0 1,100
INTERVAL LEISURE GROUP INC COM 46113M108 3,502 175,800 SH   DFND   175,800 0 0
INTERXION HOLDING N.V SHS N47279109 4,735 181,200 SH   DFND 1,5 0 0 181,200
INTEVAC INC COM 461148108 4,899 865,590 SH   DFND 1,5 0 0 865,590
INTL PAPER CO COM 460146103 533,720 12,045,147 SH   DFND 1,5 0 0 12,045,147
INTL PAPER CO COM 460146103 6,419 144,857 SH   DFND 2 144,857 0 0
INTL PAPER CO COM 460146103 39,572 893,069 SH   DFND 3 893,069 0 0
INTL PAPER CO COM 460146103 4,014 90,589 SH   DFND 6 90,589 0 0
INTL PAPER CO COM 460146103 1,323 29,848 SH   DFND 7 29,848 0 0
INTRALINKS HLDGS INC COM 46118H104 576 79,300 SH   DFND 1,5 0 0 79,300
INTRALINKS HLDGS INC COM 46118H104 8,555 1,178,440 SH   DFND 6 1,178,440 0 0
INTUIT COM 461202103 457,299 7,493,015 SH   DFND 1,5 0 0 7,493,015
INTUIT COM 461202103 5,546 90,873 SH   DFND 2 90,873 0 0
INTUIT COM 461202103 1,348 22,087 SH   DFND 3 22,087 0 0
INTUIT COM 461202103 35,043 574,200 SH   DFND   574,200 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 76,870 151,743 SH   DFND 1,5 0 0 151,743
INTUITIVE SURGICAL INC COM NEW 46120E602 6,624 13,075 SH   DFND 2 13,075 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 24,285 47,939 SH   DFND 3 47,939 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,544 28,710 SH   DFND   28,710 0 0
INVACARE CORP COM 461203101 12,925 900,100 SH   DFND 1,5 0 0 900,100
INVENSENSE INC COM 46123D205 58,297 3,790,474 SH   DFND 1,5 0 0 3,790,474
INVENSENSE INC COM 46123D205 20,824 1,353,939 SH   DFND 6 1,207,259 0 146,680
INVENSENSE INC COM 46123D205 2,126 138,210 SH   DFND 7 136,810 0 1,400
INVENSENSE INC COM 46123D205 1,944 126,400 SH   DFND   126,400 0 0
INVENTURE FOODS INC COM 461212102 258 30,900 SH   DFND 1,5 0 0 30,900
INVENTURE FOODS INC COM 461212102 2,419 289,340 SH   DFND 7 289,340 0 0
INVESCO LTD SHS G491BT108 479,324 15,073,080 SH   DFND 1,5 700 0 15,072,380
INVESCO LTD SHS G491BT108 4,604 144,781 SH   DFND 2 144,781 0 0
INVESCO LTD SHS G491BT108 88,983 2,798,200 SH   DFND 6 1,733,700 0 1,064,500
INVESCO LTD SHS G491BT108 129,915 4,085,386 SH   DFND 7 2,869,886 0 1,215,500
INVESCO LTD SHS G491BT108 82,326 2,588,864 SH   DFND   2,588,864 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 4,873 294,257 SH   DFND 1,5 0 0 294,257
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 11,184 800,000 SH   DFND 1,5 0 0 800,000
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 8,438 603,570 SH   DFND 6 424,870 0 178,700
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 705 50,400 SH   DFND 7 48,000 0 2,400
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,832 131,050 SH   DFND   131,050 0 0
INVESTORS BANCORP INC COM 46146P102 13,664 648,201 SH   DFND 6 648,201 0 0
INVESTORS BANCORP INC COM 46146P102 5,330 252,827 SH   DFND 7 252,827 0 0
INVESTORS BANCORP INC COM 46146P102 389 18,432 SH   DFND   18,432 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 5,032 648,500 SH   DFND 1,5 0 0 648,500
IROBOT CORP COM 462726100 1,376 34,600 SH   DFND 1,5 0 0 34,600
IROBOT CORP COM 462726100 8,270 207,946 SH   DFND 3 207,946 0 0
IRON MTN INC COM 462846106 37,395 1,405,301 SH   DFND 1,5 3,590 0 1,401,711
IRON MTN INC COM 462846106 1,446 54,328 SH   DFND 2 54,328 0 0
IRON MTN INC COM 462846106 872 32,774 SH   DFND 7 32,774 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 146,062 14,679,582 SH   DFND 1,5 0 0 14,679,582
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 109 10,971 SH   DFND 4 10,971 0 0
ISHARES GOLD TRUST ISHARES 464285105 8,340 695,600 SH   DFND 1,5 61,300 0 634,300
ISHARES GOLD TRUST ISHARES 464285105 2,732 227,869 SH   DFND 3 227,869 0 0
ISHARES INC MSCI BRAZIL CAPP 464286400 38,347 874,300 SH   DFND 1,5 0 0 874,300
ISHARES INC MSCI PAC J IDX 464286665 380 8,820 SH   DFND 3 8,820 0 0
ISHARES INC MSCI AUSTRALIA 464286103 89,645 3,970,089 SH   DFND 3 3,970,089 0 0
ISHARES INC JAPAN SML CAP 464286582 224 4,523 SH   DFND 3 4,523 0 0
ISHARES INC MSCI CDA INDEX 464286509 249 9,512 SH   DFND 3 9,512 0 0
ISHARES INC MSCI JAPAN 464286848 411,250 36,653,306 SH   DFND 3 36,653,306 0 0
ISHARES INC MSCI CDA INDEX 464286509 7,336 280,000 SH   DFND 6 280,000 0 0
ISHARES INC MSCI CHILE CAPP 464286640 317 5,900 SH   DFND 7 5,900 0 0
ISHARES INC MSCI CDA INDEX 464286509 832 31,741 SH   DFND 7 31,741 0 0
ISHARES TR MSCI EMERG MKT 464287234 98,589 2,556,100 SH   DFND 1,5 0 0 2,556,100
ISHARES TR BARCLYS TIPS BD 464287176 4,413 39,400 SH   DFND 1,5 3,100 0 36,300
ISHARES TR CORE TOTUSBD ETF 464287226 51,523 480,625 SH   DFND 1,5 0 0 480,625
ISHARES TR MSCI EAFE INDEX 464287465 39,564 689,500 SH   DFND 1,5 57,800 0 631,700
ISHARES TR DJ SEL DIV INX 464287168 14,161 221,235 SH   DFND 1,5 11,100 0 210,135
ISHARES TR S&P 100 IDX FD 464287101 17,520 243,500 SH   DFND 1,5 13,700 0 229,800
ISHARES TR BARCLYS 20+ YR 464287432 6,118 55,400 SH   DFND 1,5 1,500 0 53,900
ISHARES TR RESIDENT PLS CAP 464288562 2,170 42,400 SH   DFND 1,5 0 0 42,400
ISHARES TR BARCLYS 7-10 YR 464287440 513 5,000 SH   DFND 1,5 0 0 5,000
ISHARES TR BARCLYS 3-7 YR 464288661 16,553 137,100 SH   DFND 1,5 9,300 0 127,800
ISHARES TR US PFD STK IDX 464288687 255 6,495 SH   DFND 3 6,495 0 0
ISHARES TR NASDQ BIO INDX 464287556 672 3,867 SH   DFND 3 3,867 0 0
ISHARES TR S&P 100 IDX FD 464287101 50,953 708,179 SH   DFND 3 708,179 0 0
ISHARES TR DJ US TECH SEC 464287721 28,616 388,650 SH   DFND 3 388,650 0 0
ISHARES TR DJ PHARMA INDX 464288836 9,834 98,689 SH   DFND 3 98,689 0 0
ISHARES TR S&P SMLCP VALU 464287879 238 2,534 SH   DFND 3 2,534 0 0
ISHARES TR RUSSELL1000VAL 464287598 1,021,281 12,188,581 SH   DFND 3 12,188,581 0 0
ISHARES TR S&P SMLCP GROW 464287887 264 2,709 SH   DFND 3 2,709 0 0
ISHARES TR RUSL 3000 GROW 464287671 33,216 554,528 SH   DFND 3 554,528 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 22,367 687,793 SH   DFND 3 687,793 0 0
ISHARES TR S&P MIDCP VALU 464287705 420 4,145 SH   DFND 3 4,145 0 0
ISHARES TR CORE S&P500 ETF 464287200 2,858 17,755 SH   DFND 3 17,755 0 0
ISHARES TR CORE TOTUSBD ETF 464287226 231 2,156 SH   DFND 3 2,156 0 0
ISHARES TR S&P500 GRW 464287309 1,356 16,146 SH   DFND 3 16,146 0 0
ISHARES TR RUSSELL 3000 464287689 1,106 11,490 SH   DFND 3 11,490 0 0
ISHARES TR RUSL 2000 VALU 464287630 769 8,948 SH   DFND 3 8,948 0 0
ISHARES TR DJ SEL DIV INX 464287168 1,386 21,659 SH   DFND 3 21,659 0 0
ISHARES TR CORE S&P MCP ETF 464287507 1,537 13,249 SH   DFND 3 13,249 0 0
ISHARES TR MSCI EAFE INDEX 464287465 31,445 548,015 SH   DFND 3 548,015 0 0
ISHARES TR RUSSELL MIDCAP 464287499 44,786 344,796 SH   DFND 3 344,796 0 0
ISHARES TR RUSL 3000 VALU 464287663 2,901 26,373 SH   DFND 3 26,373 0 0
ISHARES TR DJ MED DEVICES 464288810 8,955 114,031 SH   DFND 3 114,031 0 0
ISHARES TR S&P 500 VALUE 464287408 5,114 67,496 SH   DFND 3 67,496 0 0
ISHARES TR RUSSELL1000GRW 464287614 1,362,182 18,726,719 SH   DFND 3 18,726,719 0 0
ISHARES TR S&P NTL AMTFREE 464288414 397 3,778 SH   DFND 3 3,778 0 0
ISHARES TR IBOXX INV CPBD 464287242 611 5,379 SH   DFND 3 5,379 0 0
ISHARES TR DJ US UTILS 464287697 22,370 236,523 SH   DFND 3 236,523 0 0
ISHARES TR MSCI GRW IDX 464288885 279 4,519 SH   DFND 3 4,519 0 0
ISHARES TR RUSSELL 1000 464287622 212,819 2,367,554 SH   DFND 3 2,367,554 0 0
ISHARES TR RUSSELL 2000 464287655 14,309 147,272 SH   DFND 3 147,272 0 0
ISHARES TR MSCI EMERG MKT 464287234 5,084 131,814 SH   DFND 3 131,814 0 0
ISHARES TR RUSL 2000 GROW 464287648 12,496 112,066 SH   DFND 3 112,066 0 0
ISHARES TR CONS SRVC IDX 464287580 4,418 43,085 SH   DFND 3 43,085 0 0
ISHARES TR RUSSELL MCP GR 464287481 14,853 207,011 SH   DFND 3 207,011 0 0
ISHARES TR RUSSELL MCP VL 464287473 219,202 3,784,561 SH   DFND 3 3,784,561 0 0
ISHARES TR S&P MC 400 GRW 464287606 373 2,893 SH   DFND 3 2,893 0 0
ISHARES TR CORE S&P SCP ETF 464287804 1,267 13,970 SH   DFND 3 13,970 0 0
ISHARES TR MSCI VAL IDX 464288877 275 5,693 SH   DFND 3 5,693 0 0
ISHARES TR MSCI EMERG MKT 464287234 2,666 69,115 SH   DFND 6 69,115 0 0
ISHARES TR CORE TOTUSBD ETF 464287226 7,483 69,804 SH   DFND 7 69,804 0 0
ISHARES TR RUSSELL1000GRW 464287614 1,069 14,700 SH   DFND 7 14,700 0 0
ISHARES TR HIGH YLD CORP 464288513 2,155 23,720 SH   DFND 7 23,720 0 0
ISHARES TR MSCI EAFE INDEX 464287465 8,440 147,083 SH   DFND 7 147,083 0 0
ISHARES TR MSCI SMALL CAP 464288273 1,000 23,837 SH   DFND 7 23,837 0 0
ISHARES TR MSCI EMERG MKT 464287234 12,551 325,400 SH   DFND 7 325,400 0 0
ISHARES TR CORE S&P500 ETF 464287200 6,407 39,800 SH   DFND 7 39,800 0 0
ISHARES TR RUSSELL1000VAL 464287598 1,081 12,900 SH   DFND 7 12,900 0 0
ISHARES TR MSCI EMERG MKT 464287234 52,809 1,369,175 SH   DFND   1,209,175 0 160,000
ISIS PHARMACEUTICALS INC COM 464330109 435,080 16,192,053 SH   DFND 1,5 0 0 16,192,053
ISIS PHARMACEUTICALS INC COM 464330109 812 30,211 SH   DFND 7 30,211 0 0
ISOFTSTONE HLDGS LTD SPONSORED ADS 46489B108 12,701 2,461,360 SH   DFND 4 2,461,360 0 0
ISTAR FINL INC COM 45031U101 12,419 1,100,000 SH   DFND 1,5 0 0 1,100,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 242,165 18,743,390 SH   DFND 1,5 90,352 0 18,653,038
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 4,315 333,948 SH   DFND 7 333,948 0 0
ITC HLDGS CORP COM 465685105 358,777 3,929,645 SH   DFND 1,5 2,800 0 3,926,845
ITC HLDGS CORP COM 465685105 3,858 42,254 SH   DFND 7 42,254 0 0
ITT CORP NEW COM NEW 450911201 46,322 1,575,050 SH   DFND 1,5 0 0 1,575,050
ITT CORP NEW COM NEW 450911201 4,393 149,384 SH   DFND 6 149,384 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 14,641 600,021 SH   DFND 1,5 0 0 600,021
ITURAN LOCATION AND CONTROL SHS M6158M104 12,348 731,942 SH   DFND 1,5 0 0 731,942
ITURAN LOCATION AND CONTROL SHS M6158M104 1,715 103,194 SH   DFND 6 48,294 0 54,900
ITURAN LOCATION AND CONTROL SHS M6158M104 1,147 69,000 SH   DFND 7 69,000 0 0
IXIA COM 45071R109 4,820 261,960 SH   DFND 6 261,960 0 0
J & J SNACK FOODS CORP COM 466032109 15,560 200,000 SH   DFND 1,5 0 0 200,000
J2 GLOBAL INC COM 48123V102 272,064 6,400,000 SH   DFND 1,5 0 0 6,400,000
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 200 27,819 SH   DFND 1,5 0 0 27,819
JABIL CIRCUIT INC COM 466313103 486,611 23,876,906 SH   DFND 1,5 0 0 23,876,906
JABIL CIRCUIT INC COM 466313103 1,217 59,728 SH   DFND 2 59,728 0 0
JABIL CIRCUIT INC COM 466313103 634 31,116 SH   DFND 3 31,116 0 0
JABIL CIRCUIT INC COM 466313103 5,508 270,252 SH   DFND 6 270,252 0 0
JABIL CIRCUIT INC COM 466313103 901 44,191 SH   DFND 7 44,191 0 0
JACK IN THE BOX INC COM 466367109 228,022 5,803,570 SH   DFND 1,5 0 0 5,803,570
JACK IN THE BOX INC COM 466367109 18,701 475,970 SH   DFND 6 470,970 0 5,000
JACOBS ENGR GROUP INC DEL COM 469814107 182,198 3,304,887 SH   DFND 1,5 5,968 0 3,298,919
JACOBS ENGR GROUP INC DEL COM 469814107 2,353 42,684 SH   DFND 2 42,684 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 555 10,062 SH   DFND 3 10,062 0 0
JAKKS PAC INC COM 47012E106 28,300 2,515,599 SH   DFND 1,5 475,599 0 2,040,000
JAMBA INC COM NEW 47023A309 13,602 911,023 SH   DFND 6 911,023 0 0
JAMBA INC COM NEW 47023A309 667 44,708 SH   DFND 7 44,708 0 0
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 26,149 606,430 SH   DFND 1,5 0 0 606,430
JAMES RIVER COAL CO NOTE 4.500%12/0 470355AF5 22 50,000 PRN   DFND   0 0 0
JANUS CAP GROUP INC COM 47102X105 6,753 793,514 SH   DFND 1,5 0 0 793,514
JARDEN CORP COM 471109108 194,070 4,435,881 SH   DFND 1,5 0 0 4,435,881
JARDEN CORP COM 471109108 1,683 38,464 SH   DFND 3 38,464 0 0
JARDEN CORP COM 471109108 53,474 1,222,265 SH   DFND 6 1,217,410 0 4,855
JARDEN CORP COM 471109108 54,096 1,236,472 SH   DFND 7 1,236,472 0 0
JARDEN CORP COM 471109108 818 18,692 SH   DFND   18,692 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 242,472 3,527,891 SH   DFND 1,5 200 0 3,527,691
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 447 6,500 SH   DFND 3 6,500 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 17,870 260,000 SH   DFND 6 260,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,086 15,806 SH   DFND 7 15,806 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 4,938 343,400 SH   DFND 1,5 0 0 343,400
JDS UNIPHASE CORP COM PAR $0.001 46612J507 1,098 76,339 SH   DFND 2 76,339 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 858 59,681 SH   DFND 3 59,681 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 487 33,900 SH   DFND   33,900 0 0
JETBLUE AIRWAYS CORP COM 477143101 116,142 18,435,291 SH   DFND 1,5 0 0 18,435,291
JINPAN INTL LTD ORD G5138L100 1,875 382,640 SH   DFND 1,5 0 0 382,640
JIVE SOFTWARE INC COM 47760A108 57,268 3,151,778 SH   DFND 1,5 0 0 3,151,778
JOHNSON & JOHNSON COM 478160104 2,748,779 32,014,666 SH   DFND 1,5 314,527 0 31,700,139
JOHNSON & JOHNSON COM 478160104 78,516 914,469 SH   DFND 2 914,469 0 0
JOHNSON & JOHNSON COM 478160104 113,779 1,325,173 SH   DFND 3 1,325,173 0 0
JOHNSON & JOHNSON COM 478160104 14,768 171,997 SH   DFND 6 168,577 0 3,420
JOHNSON & JOHNSON COM 478160104 16,739 194,959 SH   DFND 7 194,959 0 0
JOHNSON & JOHNSON COM 478160104 46,744 544,416 SH   DFND   544,416 0 0
JOHNSON CTLS INC COM 478366107 513,685 14,352,766 SH   DFND 1,5 12,396 0 14,340,370
JOHNSON CTLS INC COM 478366107 7,985 223,103 SH   DFND 2 223,103 0 0
JOHNSON CTLS INC COM 478366107 2,109 58,927 SH   DFND 3 58,927 0 0
JONES LANG LASALLE INC COM 48020Q107 89,041 976,969 SH   DFND 1,5 0 0 976,969
JONES LANG LASALLE INC COM 48020Q107 30,172 331,055 SH   DFND 6 312,155 0 18,900
JONES LANG LASALLE INC COM 48020Q107 413 4,532 SH   DFND 7 4,132 0 400
JONES LANG LASALLE INC COM 48020Q107 3,577 39,247 SH   DFND   39,247 0 0
JOS A BANK CLOTHIERS INC COM 480838101 161,996 3,920,533 SH   DFND 1,5 275,000 0 3,645,533
JOURNAL COMMUNICATIONS INC CL A 481130102 347 46,375 SH   DFND 1,5 0 0 46,375
JOY GLOBAL INC COM 481165108 5,663 116,700 SH   DFND 1,5 0 0 116,700
JOY GLOBAL INC COM 481165108 1,674 34,488 SH   DFND 2 34,488 0 0
JOY GLOBAL INC COM 481165108 214 4,418 SH   DFND 3 4,418 0 0
JPMORGAN CHASE & CO COM 46625H100 4,738,889 89,768,690 SH   DFND 1,5 758,074 0 89,010,616
JPMORGAN CHASE & CO ALERIAN ML ETN 46625H365 6,317 135,300 SH   DFND 1,5 0 0 135,300
JPMORGAN CHASE & CO COM 46625H100 64,964 1,230,612 SH   DFND 2 1,230,612 0 0
JPMORGAN CHASE & CO COM 46625H100 61,830 1,171,254 SH   DFND 3 1,171,254 0 0
JPMORGAN CHASE & CO COM 46625H100 193,679 3,668,849 SH   DFND 6 2,240,989 0 1,427,860
JPMORGAN CHASE & CO COM 46625H100 238,130 4,510,892 SH   DFND 7 3,279,912 0 1,230,980
JPMORGAN CHASE & CO COM 46625H100 108,365 2,052,759 SH   DFND   2,052,759 0 0
JTH HLDG INC CL A 46637N103 390 23,996 SH   DFND 1,5 0 0 23,996
JTH HLDG INC CL A 46637N103 519 31,926 SH   DFND 6 31,926 0 0
JUNIPER NETWORKS INC COM 48203R104 889,222 46,049,807 SH   DFND 1,5 10,144 0 46,039,663
JUNIPER NETWORKS INC COM 48203R104 3,183 164,825 SH   DFND 2 164,825 0 0
JUNIPER NETWORKS INC COM 48203R104 50,317 2,605,750 SH   DFND 3 2,605,750 0 0
JUNIPER NETWORKS INC COM 48203R104 56,390 2,920,260 SH   DFND 6 1,777,290 0 1,142,970
JUNIPER NETWORKS INC COM 48203R104 64,639 3,347,412 SH   DFND 7 2,364,512 0 982,900
JUNIPER NETWORKS INC COM 48203R104 980 50,772 SH   DFND   50,772 0 0
JUST ENERGY GROUP INC COM 48213W101 1,940 326,402 SH   DFND   326,402 0 0
K12 INC COM 48273U102 52,803 2,010,000 SH   DFND 1,5 0 0 2,010,000
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,165 51,100 SH   DFND 6 7,300 0 43,800
KAISER ALUMINUM CORP COM PAR $0.01 483007704 554 8,940 SH   DFND 7 8,640 0 300
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,947 31,430 SH   DFND   31,430 0 0
KALOBIOS PHARMACEUTICALS INC COM 48344T100 11,934 2,252,547 SH   DFND 1,5 0 0 2,252,547
KALOBIOS PHARMACEUTICALS INC COM 48344T100 289 55,282 SH   DFND 7 55,282 0 0
KAMADA LTD SHS M6240T109 15,824 1,421,800 SH   DFND 1,5 0 0 1,421,800
KAMAN CORP COM 483548103 22,619 654,499 SH   DFND 1,5 0 0 654,499
KANSAS CITY SOUTHERN COM NEW 485170302 161,289 1,522,171 SH   DFND 1,5 7,181 0 1,514,990
KANSAS CITY SOUTHERN COM NEW 485170302 3,810 35,955 SH   DFND 2 35,955 0 0
KAR AUCTION SVCS INC COM 48238T109 132,967 5,814,040 SH   DFND 1,5 0 0 5,814,040
KAR AUCTION SVCS INC COM 48238T109 15,858 693,410 SH   DFND 6 693,410 0 0
KB HOME COM 48666K109 218,519 11,131,908 SH   DFND 1,5 0 0 11,131,908
KBR INC COM 48242W106 52,650 1,620,000 SH   DFND 1,5 0 0 1,620,000
KBR INC COM 48242W106 2,775 85,380 SH   DFND 6 85,380 0 0
KBR INC COM 48242W106 8,470 260,612 SH   DFND 7 260,612 0 0
KBR INC COM 48242W106 8,544 262,903 SH   DFND   262,903 0 0
KELLOGG CO COM 487836108 535,472 8,336,787 SH   DFND 1,5 156,290 0 8,180,497
KELLOGG CO COM 487836108 5,306 82,608 SH   DFND 2 82,608 0 0
KELLOGG CO COM 487836108 1,668 25,973 SH   DFND 3 25,973 0 0
KELLOGG CO COM 487836108 29,986 466,850 SH   DFND 6 278,320 0 188,530
KELLOGG CO COM 487836108 49,422 769,459 SH   DFND 7 682,529 0 86,930
KELLOGG CO COM 487836108 9,456 147,216 SH   DFND   147,216 0 0
KELLY SVCS INC CL A 488152208 21,086 1,206,994 SH   DFND 1,5 0 0 1,206,994
KELLY SVCS INC CL A 488152208 390 22,300 SH   DFND 3 22,300 0 0
KELLY SVCS INC CL A 488152208 1,505 86,147 SH   DFND 7 86,147 0 0
KEMET CORP COM NEW 488360207 46 11,200 SH   DFND 1,5 0 0 11,200
KENNEDY-WILSON HLDGS INC COM 489398107 117,116 7,038,213 SH   DFND 1,5 0 0 7,038,213
KENNEDY-WILSON HLDGS INC COM 489398107 7,783 467,720 SH   DFND 6 467,720 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 3,496 468,000 SH   DFND   468,000 0 0
KEY ENERGY SVCS INC COM 492914106 37,581 6,316,200 SH   DFND 1,5 0 0 6,316,200
KEYCORP NEW COM 493267108 141,199 12,789,775 SH   DFND 1,5 0 0 12,789,775
KEYCORP NEW COM 493267108 3,313 300,048 SH   DFND 2 300,048 0 0
KEYCORP NEW COM 493267108 428 38,758 SH   DFND 3 38,758 0 0
KEYNOTE SYS INC COM 493308100 2,931 148,339 SH   DFND 1,5 0 0 148,339
KEYW HLDG CORP COM 493723100 72,728 5,488,870 SH   DFND 1,5 29,096 0 5,459,774
KFORCE INC COM 493732101 16,163 1,107,049 SH   DFND 1,5 0 0 1,107,049
KILROY RLTY CORP COM 49427F108 5,831 110,000 SH   DFND 1,5 0 0 110,000
KIMBER RES INC COM 49435N101 411 5,088,100 SH   DFND 1,5 0 0 5,088,100
KIMBERLY CLARK CORP COM 494368103 404,080 4,159,766 SH   DFND 1,5 0 0 4,159,766
KIMBERLY CLARK CORP COM 494368103 12,161 125,190 SH   DFND 2 125,190 0 0
KIMBERLY CLARK CORP COM 494368103 3,675 37,830 SH   DFND 3 37,830 0 0
KIMBERLY CLARK CORP COM 494368103 558 5,740 SH   DFND 6 3,800 0 1,940
KIMCO RLTY CORP COM 49446R109 368,062 17,175,080 SH   DFND 1,5 259,700 0 16,915,380
KIMCO RLTY CORP COM 49446R109 2,859 133,413 SH   DFND 2 133,413 0 0
KIMCO RLTY CORP COM 49446R109 909 42,429 SH   DFND 3 42,429 0 0
KINDER MORGAN INC DEL COM 49456B101 3,653 95,746 SH   DFND 1,5 0 0 95,746
KINDER MORGAN INC DEL COM 49456B101 7,848 205,707 SH   DFND 2 205,707 0 0
KINDER MORGAN INC DEL COM 49456B101 37,643 986,703 SH   DFND 3 986,703 0 0
KINDER MORGAN INC DEL *W EXP 05/25/201 49456B119 1,193 232,989 SH   DFND   232,989 0 0
KINROSS GOLD CORP COM NO PAR 496902404 73,468 14,335,180 SH   DFND 1,5 2,411,117 0 11,924,063
KINROSS GOLD CORP COM NO PAR 496902404 226 44,093 SH   DFND 3 44,093 0 0
KINROSS GOLD CORP COM NO PAR 496902404 27,395 5,345,422 SH   DFND   5,345,422 0 0
KIRBY CORP COM 497266106 4,860 61,100 SH   DFND 6 8,300 0 52,800
KIRBY CORP COM 497266106 1,312 16,500 SH   DFND 7 16,200 0 300
KIRBY CORP COM 497266106 4,311 54,200 SH   DFND   54,200 0 0
KITE RLTY GROUP TR COM 49803T102 46,117 7,647,894 SH   DFND 1,5 46,581 0 7,601,313
KITE RLTY GROUP TR COM 49803T102 5,934 984,132 SH   DFND 6 984,132 0 0
KKR & CO L P DEL COM UNITS 48248M102 431,035 21,924,488 SH   DFND 1,5 0 0 21,924,488
KKR & CO L P DEL COM UNITS 48248M102 1,149 58,462 SH   DFND 7 58,462 0 0
KKR FINL HLDGS LLC COM 48248A306 292,782 27,751,828 SH   DFND 1,5 0 0 27,751,828
KLA-TENCOR CORP COM 482480100 168,098 3,016,299 SH   DFND 1,5 18,791 0 2,997,508
KLA-TENCOR CORP COM 482480100 3,007 53,955 SH   DFND 2 53,955 0 0
KLA-TENCOR CORP COM 482480100 429 7,705 SH   DFND 3 7,705 0 0
KLA-TENCOR CORP COM 482480100 3,561 63,902 SH   DFND   63,902 0 0
KNIGHT TRANSN INC COM 499064103 336 19,990 SH   DFND 6 19,990 0 0
KNIGHT TRANSN INC COM 499064103 1,624 96,530 SH   DFND 7 96,530 0 0
KNOLL INC COM NEW 498904200 91,512 6,440,000 SH   DFND 1,5 0 0 6,440,000
KODIAK OIL & GAS CORP COM 50015Q100 32,532 3,659,400 SH   DFND 1,5 0 0 3,659,400
KODIAK OIL & GAS CORP COM 50015Q100 408 45,900 SH   DFND 6 45,900 0 0
KODIAK OIL & GAS CORP COM 50015Q100 1,442 162,177 SH   DFND   162,177 0 0
KOHLS CORP COM 500255104 196,316 3,886,680 SH   DFND 1,5 96,092 0 3,790,588
KOHLS CORP COM 500255104 3,352 66,359 SH   DFND 2 66,359 0 0
KOHLS CORP COM 500255104 530 10,496 SH   DFND 3 10,496 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 46,919 1,725,600 SH   DFND 1,5 0 0 1,725,600
KOSMOS ENERGY LTD SHS G5315B107 68,779 6,769,600 SH   DFND 1,5 0 0 6,769,600
KRAFT FOODS GROUP INC COM 50076Q106 171,172 3,063,749 SH   DFND 1,5 0 0 3,063,749
KRAFT FOODS GROUP INC COM 50076Q106 10,813 193,543 SH   DFND 2 193,543 0 0
KRAFT FOODS GROUP INC COM 50076Q106 42,811 766,262 SH   DFND 3 766,262 0 0
KRAFT FOODS GROUP INC COM 50076Q106 21,463 384,165 SH   DFND 6 228,605 0 155,560
KRAFT FOODS GROUP INC COM 50076Q106 36,566 654,490 SH   DFND 7 583,089 0 71,401
KRAFT FOODS GROUP INC COM 50076Q106 1,824 32,639 SH   DFND   32,639 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 31,415 1,481,840 SH   DFND 1,5 0 0 1,481,840
KRATON PERFORMANCE POLYMERS COM 50077C106 613 28,900 SH   DFND 6 0 0 28,900
KRATON PERFORMANCE POLYMERS COM 50077C106 392 18,500 SH   DFND 7 17,900 0 600
KRATON PERFORMANCE POLYMERS COM 50077C106 534 25,200 SH   DFND   25,200 0 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 2,733 421,800 SH   DFND 1,5 0 0 421,800
KROGER CO COM 501044101 963,405 27,892,448 SH   DFND 1,5 0 0 27,892,448
KROGER CO COM 501044101 5,849 169,342 SH   DFND 2 169,342 0 0
KROGER CO COM 501044101 3,778 109,392 SH   DFND 3 109,392 0 0
KROGER CO COM 501044101 49,025 1,419,360 SH   DFND 6 561,050 0 858,310
KROGER CO COM 501044101 22,960 664,747 SH   DFND 7 549,147 0 115,600
KT CORP SPONSORED ADR 48268K101 223 14,400 SH   DFND 7 14,400 0 0
KYTHERA BIOPHARMACEUTICALS I COM 501570105 58,516 2,163,235 SH   DFND 1,5 0 0 2,163,235
L BRANDS INC COM 501797104 342,941 6,963,264 SH   DFND 1,5 4,800 0 6,958,464
L BRANDS INC COM 501797104 3,851 78,186 SH   DFND 2 78,186 0 0
L BRANDS INC COM 501797104 552 11,200 SH   DFND 3 11,200 0 0
L BRANDS INC COM 501797104 15,391 312,509 SH   DFND 6 41,609 0 270,900
L BRANDS INC COM 501797104 10,574 214,707 SH   DFND 7 174,907 0 39,800
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,503 29,190 SH   DFND 2 29,190 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,028 11,993 SH   DFND 3 11,993 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 44,792 447,470 SH   DFND 1,5 0 0 447,470
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,026 30,233 SH   DFND 2 30,233 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,056 10,552 SH   DFND 3 10,552 0 0
LAKE SHORE GOLD CORP COM 510728108 1,040 3,416,600 SH   DFND 1,5 0 0 3,416,600
LAKE SHORE GOLD CORP COM 510728108 20 64,900 SH   DFND 7 64,900 0 0
LAM RESEARCH CORP COM 512807108 84,100 1,896,705 SH   DFND 1,5 0 0 1,896,705
LAM RESEARCH CORP COM 512807108 2,357 53,160 SH   DFND 2 53,160 0 0
LAM RESEARCH CORP COM 512807108 2,513 56,681 SH   DFND 3 56,681 0 0
LANCASTER COLONY CORP COM 513847103 7,284 93,400 SH   DFND 1,5 0 0 93,400
LANDAUER INC COM 51476K103 4,425 91,600 SH   DFND 1,5 0 0 91,600
LANDAUER INC COM 51476K103 2,295 47,501 SH   DFND 3 47,501 0 0
LANDEC CORP COM 514766104 22,099 1,672,931 SH   DFND 1,5 0 0 1,672,931
LANDEC CORP COM 514766104 269 20,390 SH   DFND 3 20,390 0 0
LANDEC CORP COM 514766104 899 68,069 SH   DFND 7 68,069 0 0
LANDSTAR SYS INC COM 515098101 14,029 272,400 SH   DFND 1,5 0 0 272,400
LAS VEGAS SANDS CORP COM 517834107 469,415 8,868,596 SH   DFND 1,5 107,600 0 8,760,996
LAS VEGAS SANDS CORP COM 517834107 33,458 632,110 SH   DFND 6 232,810 0 399,300
LAS VEGAS SANDS CORP COM 517834107 39,182 740,270 SH   DFND 7 464,870 0 275,400
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 13,261 785,140 SH   DFND 1,5 27,886 0 757,254
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 610 36,100 SH   DFND 7 36,100 0 0
LAUDER ESTEE COS INC CL A 518439104 1,376,975 20,936,212 SH   DFND 1,5 0 0 20,936,212
LAUDER ESTEE COS INC CL A 518439104 5,147 78,253 SH   DFND 2 78,253 0 0
LAUDER ESTEE COS INC CL A 518439104 1,143 17,381 SH   DFND 3 17,381 0 0
LAUDER ESTEE COS INC CL A 518439104 22,187 337,340 SH   DFND 6 241,780 0 95,560
LAUDER ESTEE COS INC CL A 518439104 49,234 748,580 SH   DFND 7 464,290 0 284,290
LAZARD LTD SHS A G54050102 49,385 1,536,090 SH   DFND 1,5 350 0 1,535,740
LEAP WIRELESS INTL INC COM NEW 521863308 3,500 520,101 SH   DFND 1,5 0 0 520,101
LEAR CORP COM NEW 521865204 5,085 84,100 SH   DFND 1,5 0 0 84,100
LEAR CORP COM NEW 521865204 35,732 591,002 SH   DFND   591,002 0 0
LEGACY RESERVES LP UNIT LP INT 524707304 33,888 1,274,000 SH   DFND 1,5 0 0 1,274,000
LEGG MASON INC COM 524901105 1,127 36,346 SH   DFND 2 36,346 0 0
LEGGETT & PLATT INC COM 524660107 1,441 46,361 SH   DFND 2 46,361 0 0
LEGGETT & PLATT INC COM 524660107 376 12,086 SH   DFND 3 12,086 0 0
LENDER PROCESSING SVCS INC COM 52602E102 8,133 251,400 SH   DFND 1,5 0 0 251,400
LENNAR CORP CL A 526057104 609,884 16,922,429 SH   DFND 1,5 0 0 16,922,429
LENNAR CORP CL A 526057104 1,932 53,610 SH   DFND 2 53,610 0 0
LEUCADIA NATL CORP COM 527288104 2,520 96,105 SH   DFND 2 96,105 0 0
LEUCADIA NATL CORP COM 527288104 427 16,277 SH   DFND 3 16,277 0 0
LEVEL 3 COMMUNICATIONS INC NOTE 7.000% 3/1 52729NBP4 11,700 10,000,000 PRN   DFND 1,5 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 194,233 9,214,100 SH   DFND 1,5 0 0 9,214,100
LEVEL 3 COMMUNICATIONS INC NOTE 6.500%10/0 52729NBR0 28,694 21,060,000 PRN   DFND 1,5 0 0 0
LEXICON PHARMACEUTICALS INC COM 528872104 166,990 76,953,790 SH   DFND 1,5 0 0 76,953,790
LEXINGTON REALTY TRUST COM 529043101 159,718 13,674,528 SH   DFND 1,5 65,119 0 13,609,409
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 22,083 460,932 SH   DFND 1,5 0 0 460,932
LEXINGTON REALTY TRUST COM 529043101 15,297 1,309,653 SH   DFND 6 1,309,653 0 0
LEXINGTON REALTY TRUST COM 529043101 770 65,930 SH   DFND 7 65,930 0 0
LEXMARK INTL NEW CL A 529771107 101,841 3,331,401 SH   DFND 1,5 0 0 3,331,401
LG DISPLAY CO LTD SPONS ADR REP 50186V102 199 16,800 SH   DFND 6 16,800 0 0
LHC GROUP INC COM 50187A107 44,789 2,287,500 SH   DFND 1,5 117,000 0 2,170,500
LIBERTY GLOBAL PLC SHS CL C G5480U120 23,618 347,879 SH   DFND 1,5 0 0 347,879
LIBERTY GLOBAL PLC SHS CL A G5480U104 369,795 4,991,839 SH   DFND 1,5 0 0 4,991,839
LIBERTY GLOBAL PLC SHS CL A G5480U104 542 7,317 SH   DFND   7,317 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 716,251 31,127,807 SH   DFND 1,5 30,787 0 31,097,020
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 13,958 164,193 SH   DFND 1,5 0 0 164,193
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1,822 79,200 SH   DFND 7 79,200 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 2,667 3,186,868 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 471,850 3,722,386 SH   DFND 1,5 0 0 3,722,386
LIFE TECHNOLOGIES CORP COM 53217V109 4,155 56,139 SH   DFND 2 56,139 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 585 7,898 SH   DFND 3 7,898 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 6,158 83,210 SH   DFND 7 83,210 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 72,456 979,001 SH   DFND   979,001 0 0
LIFE TIME FITNESS INC COM 53217R207 97,309 1,941,900 SH   DFND 1,5 0 0 1,941,900
LIFE TIME FITNESS INC COM 53217R207 5,758 114,900 SH   DFND 6 18,500 0 96,400
LIFE TIME FITNESS INC COM 53217R207 947 18,900 SH   DFND 7 18,600 0 300
LIFE TIME FITNESS INC COM 53217R207 4,045 80,731 SH   DFND   80,731 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 55,684 1,140,128 SH   DFND 1,5 0 0 1,140,128
LIFETIME BRANDS INC COM 53222Q103 272 20,000 SH   DFND 1,5 0 0 20,000
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 45,693 1,221,086 SH   DFND 1,5 0 0 1,221,086
LILLY ELI & CO COM 532457108 372,897 7,591,554 SH   DFND 1,5 150,049 0 7,441,505
LILLY ELI & CO COM 532457108 15,854 322,755 SH   DFND 2 322,755 0 0
LILLY ELI & CO COM 532457108 3,785 77,050 SH   DFND 3 77,050 0 0
LILLY ELI & CO COM 532457108 801 16,297 SH   DFND 6 10,837 0 5,460
LILLY ELI & CO COM 532457108 1,473 29,990 SH   DFND 7 29,990 0 0
LIN TV CORP CL A 532774106 5,364 350,600 SH   DFND 1,5 0 0 350,600
LINCOLN EDL SVCS CORP COM 533535100 132 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN NATL CORP IND COM 534187109 376,464 10,322,567 SH   DFND 1,5 150,000 0 10,172,567
LINCOLN NATL CORP IND COM 534187109 3,189 87,450 SH   DFND 2 87,450 0 0
LINCOLN NATL CORP IND COM 534187109 673 18,462 SH   DFND 3 18,462 0 0
LINEAR TECHNOLOGY CORP COM 535678106 36,380 987,500 SH   DFND 1,5 0 0 987,500
LINEAR TECHNOLOGY CORP COM 535678106 2,802 76,069 SH   DFND 2 76,069 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,058 28,717 SH   DFND 3 28,717 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,421 38,560 SH   DFND 6 25,540 0 13,020
LINEAR TECHNOLOGY CORP COM 535678106 298 8,090 SH   DFND 7 8,090 0 0
LINKEDIN CORP COM CL A 53578A108 1,126,284 6,316,792 SH   DFND 1,5 0 0 6,316,792
LINKTONE LTD ADR 535925101 305 92,674 SH   DFND 4 92,674 0 0
LINKEDIN CORP COM CL A 53578A108 14,981 84,020 SH   DFND   84,020 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 22,224 7,663,411 SH   DFND 1,5 0 0 7,663,411
LIONBRIDGE TECHNOLOGIES INC COM 536252109 1,379 475,518 SH   DFND 6 475,518 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 282,133 10,270,596 SH   DFND 1,5 0 0 10,270,596
LIONS GATE ENTMNT CORP COM NEW 535919203 10,414 379,101 SH   DFND 6 379,101 0 0
LIQUIDITY SERVICES INC COM 53635B107 7,724 222,800 SH   DFND 1,5 0 0 222,800
LITHIA MTRS INC CL A 536797103 107,381 2,014,271 SH   DFND 1,5 0 0 2,014,271
LITHIA MTRS INC CL A 536797103 570 10,700 SH   DFND 3 10,700 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 4,366 281,700 SH   DFND 1,5 0 0 281,700
LIVEPERSON INC COM 538146101 15,840 1,768,800 SH   DFND 1,5 0 0 1,768,800
LIVEPERSON INC COM 538146101 8,643 965,124 SH   DFND 6 868,219 0 96,905
LIVEPERSON INC COM 538146101 150 16,800 SH   DFND 7 16,200 0 600
LIVEPERSON INC COM 538146101 966 107,918 SH   DFND   107,918 0 0
LKQ CORP COM 501889208 292,329 11,352,587 SH   DFND 1,5 0 0 11,352,587
LOCKHEED MARTIN CORP COM 539830109 118,308 1,090,800 SH   DFND 1,5 0 0 1,090,800
LOCKHEED MARTIN CORP COM 539830109 9,392 86,593 SH   DFND 2 86,593 0 0
LOCKHEED MARTIN CORP COM 539830109 2,578 23,767 SH   DFND 3 23,767 0 0
LOCKHEED MARTIN CORP COM 539830109 4,843 44,648 SH   DFND 6 44,648 0 0
LOEWS CORP COM 540424108 4,445 100,103 SH   DFND 2 100,103 0 0
LOEWS CORP COM 540424108 1,617 36,420 SH   DFND 3 36,420 0 0
LOEWS CORP COM 540424108 1,772 39,920 SH   DFND 6 39,920 0 0
LOGITECH INTL S A SHS H50430232 33,772 4,900,000 SH   DFND 1,5 500,000 0 4,400,000
LOGMEIN INC COM 54142L109 276 11,300 SH   DFND 1,5 0 0 11,300
LONE PINE RES INC COM 54222A106 92 277,573 SH   DFND 1,5 0 0 277,573
LORILLARD INC COM 544147101 826,785 18,928,219 SH   DFND 1,5 105,931 0 18,822,288
LORILLARD INC COM 544147101 5,382 123,211 SH   DFND 2 123,211 0 0
LORILLARD INC COM 544147101 2,498 57,180 SH   DFND 3 57,180 0 0
LORILLARD INC COM 544147101 18,091 414,165 SH   DFND 6 252,935 0 161,230
LORILLARD INC COM 544147101 6,623 151,618 SH   DFND 7 122,218 0 29,400
LORILLARD INC COM 544147101 25,247 578,003 SH   DFND   578,003 0 0
LOWES COS INC COM 548661107 1,210,825 29,604,530 SH   DFND 1,5 133,112 0 29,471,418
LOWES COS INC COM 548661107 14,280 349,142 SH   DFND 2 349,142 0 0
LOWES COS INC COM 548661107 29,538 722,201 SH   DFND 3 722,201 0 0
LOWES COS INC COM 548661107 43,791 1,070,680 SH   DFND 6 805,680 0 265,000
LOWES COS INC COM 548661107 51,468 1,258,395 SH   DFND 7 718,615 0 539,780
LOWES COS INC COM 548661107 36,531 893,188 SH   DFND   893,188 0 0
LPL FINL HLDGS INC COM 50212V100 20,768 550,000 SH   DFND 1,5 0 0 550,000
LSI CORPORATION COM 502161102 65,946 9,236,198 SH   DFND 1,5 0 0 9,236,198
LSI CORPORATION COM 502161102 1,275 178,520 SH   DFND 2 178,520 0 0
LSI CORPORATION COM 502161102 514 72,029 SH   DFND 3 72,029 0 0
LTC PPTYS INC COM 502175102 36,222 927,576 SH   DFND 1,5 0 0 927,576
LTX-CREDENCE CORP COM NEW 502403207 12,826 2,141,215 SH   DFND 1,5 0 0 2,141,215
LTX-CREDENCE CORP COM NEW 502403207 954 159,211 SH   DFND 7 159,211 0 0
LUFKIN INDS INC COM 549764108 12,375 139,880 SH   DFND 7 139,880 0 0
LUFKIN INDS INC COM 549764108 197,642 2,234,000 SH   DFND   2,234,000 0 0
LULULEMON ATHLETICA INC COM 550021109 1,108,859 16,923,977 SH   DFND 1,5 0 0 16,923,977
LULULEMON ATHLETICA INC COM 550021109 3,841 58,620 SH   DFND 6 58,620 0 0
LULULEMON ATHLETICA INC COM 550021109 2,814 42,950 SH   DFND 7 42,950 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 270,550 3,474,381 SH   DFND 1,5 100 0 3,474,281
LUMOS NETWORKS CORP COM 550283105 15,534 908,402 SH   DFND 1,5 0 0 908,402
LUXFER HLDGS PLC SPONSORED ADR 550678106 10,225 645,123 SH   DFND 6 645,123 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,936,761 29,229,709 SH   DFND 1,5 106,806 0 29,122,903
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,195 123,673 SH   DFND 2 123,673 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 51,593 778,638 SH   DFND 3 778,638 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 32,015 483,168 SH   DFND 6 360,402 0 122,766
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 79,201 1,195,312 SH   DFND 7 921,312 0 274,000
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,072 31,267 SH   DFND   31,267 0 0
M & T BK CORP COM 55261F104 934,604 8,363,347 SH   DFND 1,5 68,175 0 8,295,172
M & T BK CORP COM 55261F104 4,459 39,902 SH   DFND 2 39,902 0 0
M & T BK CORP COM 55261F104 1,873 16,760 SH   DFND 3 16,760 0 0
M & T BK CORP COM 55261F104 54,194 484,960 SH   DFND 6 244,100 0 240,860
M & T BK CORP COM 55261F104 61,241 548,016 SH   DFND 7 328,196 0 219,820
M D C HLDGS INC COM 552676108 21,447 659,692 SH   DFND 1,5 0 0 659,692
M/I HOMES INC COM 55305B101 9,445 411,367 SH   DFND 1,5 0 0 411,367
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 16,368 16,000,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 8,973 390,800 SH   DFND 6 390,800 0 0
M/I HOMES INC COM 55305B101 7,403 322,429 SH   DFND   322,429 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 2,407 164,887 SH   DFND 1,5 0 0 164,887
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 20,630 1,413,036 SH   DFND 6 1,413,036 0 0
MACERICH CO COM 554382101 385,734 6,326,621 SH   DFND 1,5 45,473 0 6,281,148
MACERICH CO COM 554382101 2,719 44,602 SH   DFND 2 44,602 0 0
MACERICH CO COM 554382101 9,770 160,240 SH   DFND   160,240 0 0
MACYS INC COM 55616P104 328,137 6,836,180 SH   DFND 1,5 0 0 6,836,180
MACYS INC COM 55616P104 5,997 124,944 SH   DFND 2 124,944 0 0
MACYS INC COM 55616P104 854 17,788 SH   DFND 3 17,788 0 0
MACYS INC COM 55616P104 17,553 365,690 SH   DFND 6 325,160 0 40,530
MACYS INC COM 55616P104 1,071 22,310 SH   DFND 7 8,290 0 14,020
MADDEN STEVEN LTD COM 556269108 183,560 3,794,129 SH   DFND 1,5 0 0 3,794,129
MADDEN STEVEN LTD COM 556269108 24,505 506,510 SH   DFND 6 479,610 0 26,900
MADDEN STEVEN LTD COM 556269108 687 14,200 SH   DFND 7 13,700 0 500
MADDEN STEVEN LTD COM 556269108 851 17,599 SH   DFND   17,599 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 7,077 119,450 SH   DFND 1,5 150 0 119,300
MAG SILVER CORP COM 55903Q104 324 55,400 SH   DFND 1,5 0 0 55,400
MAGELLAN HEALTH SVCS INC COM NEW 559079207 16,824 300,000 SH   DFND 1,5 0 0 300,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 35,664 654,379 SH   DFND 1,5 0 0 654,379
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 480 8,808 SH   DFND 7 8,808 0 0
MAGNA INTL INC COM 559222401 196,482 2,760,348 SH   DFND 1,5 1,233,264 0 1,527,084
MAGNA INTL INC COM 559222401 42,356 595,054 SH   DFND 6 220,200 0 374,854
MAGNA INTL INC COM 559222401 106,877 1,501,500 SH   DFND 7 1,439,000 0 62,500
MAGNA INTL INC COM 559222401 385,477 5,415,530 SH   DFND   4,802,130 0 613,400
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 32,569 1,782,654 SH   DFND 1,5 0 0 1,782,654
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 213 11,674 SH   DFND 6 0 0 11,674
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 219 12,003 SH   DFND 7 12,003 0 0
MAKO SURGICAL CORP COM 560879108 6,383 529,700 SH   DFND 1,5 0 0 529,700
MANCHESTER UTD PLC NEW ORD CL A G5784H106 13,910 873,753 SH   DFND 1,5 0 0 873,753
MANHATTAN ASSOCS INC COM 562750109 1,924 24,940 SH   DFND 1,5 0 0 24,940
MANITOWOC INC COM 563571108 324,753 18,132,516 SH   DFND 1,5 0 0 18,132,516
MANITOWOC INC COM 563571108 2,136 119,274 SH   DFND 7 119,274 0 0
MANNKIND CORP COM 56400P201 48,836 7,513,268 SH   DFND 1,5 0 0 7,513,268
MANPOWERGROUP INC COM 56418H100 372,188 6,791,756 SH   DFND 1,5 0 0 6,791,756
MANPOWERGROUP INC COM 56418H100 1,891 34,509 SH   DFND 3 34,509 0 0
MANPOWERGROUP INC COM 56418H100 42,391 773,560 SH   DFND 6 545,790 0 227,770
MANPOWERGROUP INC COM 56418H100 10,409 189,947 SH   DFND 7 156,947 0 33,000
MANTECH INTL CORP CL A 564563104 59,172 2,265,404 SH   DFND 1,5 0 0 2,265,404
MANULIFE FINL CORP COM 56501R106 193,543 12,094,427 SH   DFND 1,5 6,986,227 0 5,108,200
MANULIFE FINL CORP COM 56501R106 50,088 3,129,988 SH   DFND 6 1,074,500 0 2,055,488
MANULIFE FINL CORP COM 56501R106 286,498 17,903,142 SH   DFND 7 17,539,942 0 363,200
MANULIFE FINL CORP COM 56501R106 710,144 44,376,642 SH   DFND   39,728,442 0 4,648,200
MARATHON OIL CORP COM 565849106 729,269 21,089,322 SH   DFND 1,5 0 0 21,089,322
MARATHON OIL CORP COM 565849106 7,980 230,782 SH   DFND 2 230,782 0 0
MARATHON OIL CORP COM 565849106 4,029 116,509 SH   DFND 3 116,509 0 0
MARATHON OIL CORP COM 565849106 47,202 1,365,017 SH   DFND 6 717,017 0 648,000
MARATHON OIL CORP COM 565849106 15,569 450,224 SH   DFND 7 340,174 0 110,050
MARATHON PETE CORP COM 56585A102 663,494 9,337,096 SH   DFND 1,5 0 0 9,337,096
MARATHON PETE CORP COM 56585A102 7,514 105,747 SH   DFND 2 105,747 0 0
MARATHON PETE CORP COM 56585A102 3,412 48,013 SH   DFND 3 48,013 0 0
MARATHON PETE CORP COM 56585A102 23,341 328,470 SH   DFND 6 268,860 0 59,610
MARATHON PETE CORP COM 56585A102 45,672 642,724 SH   DFND 7 482,374 0 160,350
MARATHON PETE CORP COM 56585A102 1,635 23,003 SH   DFND   23,003 0 0
MARIN SOFTWARE INC COM 56804T106 23,334 2,278,668 SH   DFND 1,5 0 0 2,278,668
MARINEMAX INC COM 567908108 9,064 800,000 SH   DFND 1,5 0 0 800,000
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 4,823 191,700 SH   DFND 3 191,700 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57060U589 1,129 123,204 SH   DFND   123,204 0 0
MARKETO INC COM 57063L107 46,009 1,849,960 SH   DFND 1,5 0 0 1,849,960
MARKETO INC COM 57063L107 5,983 240,570 SH   DFND   240,570 0 0
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 263,775 3,945,767 SH   DFND 1,5 0 0 3,945,767
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 2,456 36,736 SH   DFND 7 36,736 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 293 12,865 SH   DFND 1,5 0 0 12,865
MARRIOTT INTL INC NEW CL A 571903202 40,907 1,013,300 SH   DFND 1,5 0 0 1,013,300
MARRIOTT INTL INC NEW CL A 571903202 3,147 77,954 SH   DFND 2 77,954 0 0
MARRIOTT INTL INC NEW CL A 571903202 36,333 900,012 SH   DFND 3 900,012 0 0
MARSH & MCLENNAN COS INC COM 571748102 572,125 14,331,800 SH   DFND 1,5 0 0 14,331,800
MARSH & MCLENNAN COS INC COM 571748102 7,153 179,193 SH   DFND 2 179,193 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,218 30,499 SH   DFND 3 30,499 0 0
MARSH & MCLENNAN COS INC COM 571748102 912 22,841 SH   DFND 7 22,841 0 0
MARTEN TRANS LTD COM 573075108 3,864 246,600 SH   DFND 1,5 0 0 246,600
MARTHA STEWART LIVING OMNIME CL A 573083102 279 115,933 SH   DFND 1,5 0 0 115,933
MARTIN MARIETTA MATLS INC COM 573284106 152,136 1,545,780 SH   DFND 1,5 0 0 1,545,780
MARTIN MARIETTA MATLS INC COM 573284106 10,154 103,170 SH   DFND 6 103,170 0 0
MARTIN MARIETTA MATLS INC COM 573284106 7,694 78,178 SH   DFND 7 78,178 0 0
MARTIN MARIETTA MATLS INC COM 573284106 558 5,672 SH   DFND   5,672 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 40,014 3,417,086 SH   DFND 1,5 0 0 3,417,086
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,035 344,600 SH   DFND   344,600 0 0
MASCO CORP COM 574599106 138,257 7,093,729 SH   DFND 1,5 0 0 7,093,729
MASCO CORP COM 574599106 2,257 115,782 SH   DFND 2 115,782 0 0
MASCO CORP COM 574599106 619 31,783 SH   DFND 3 31,783 0 0
MASCO CORP COM 574599106 3,629 186,180 SH   DFND 6 186,180 0 0
MASCO CORP COM 574599106 3,729 191,308 SH   DFND 7 191,308 0 0
MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 14,697 16,240,000 PRN   DFND 1,5 0 0 0
MAST THERAPEUTICS INC COM 576314108 450 1,048,304 SH   DFND 1,5 0 0 1,048,304
MASTEC INC NOTE 4.000% 6/1 576323AL3 38,277 18,200,000 PRN   DFND 1,5 0 0 0
MASTEC INC NOTE 4.250%12/1 576323AM1 25,752 11,950,000 PRN   DFND 1,5 0 0 0
MASTEC INC COM 576323109 83,444 2,536,293 SH   DFND 1,5 8,522 0 2,527,771
MASTEC INC COM 576323109 8,797 267,390 SH   DFND 6 242,990 0 24,400
MASTEC INC COM 576323109 599 18,202 SH   DFND 7 17,302 0 900
MASTEC INC COM 576323109 1,010 30,700 SH   DFND   30,700 0 0
MASTERCARD INC CL A 57636Q104 3,620,763 6,302,460 SH   DFND 1,5 0 0 6,302,460
MASTERCARD INC CL A 57636Q104 19,555 34,038 SH   DFND 2 34,038 0 0
MASTERCARD INC CL A 57636Q104 5,406 9,409 SH   DFND 3 9,409 0 0
MASTERCARD INC CL A 57636Q104 74,375 129,460 SH   DFND 6 66,470 0 62,990
MASTERCARD INC CL A 57636Q104 72,613 126,394 SH   DFND 7 80,764 0 45,630
MATTEL INC COM 577081102 92,546 2,042,500 SH   DFND 1,5 0 0 2,042,500
MATTEL INC COM 577081102 5,092 112,380 SH   DFND 2 112,380 0 0
MATTEL INC COM 577081102 593 13,079 SH   DFND 3 13,079 0 0
MATTEL INC COM 577081102 5,108 112,727 SH   DFND 6 106,177 0 6,550
MATTHEWS INTL CORP CL A 577128101 12,648 335,500 SH   DFND 1,5 0 0 335,500
MATTHEWS INTL CORP CL A 577128101 1,169 31,000 SH   DFND 6 31,000 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 41,210 1,483,438 SH   DFND 1,5 0 0 1,483,438
MAXIM INTEGRATED PRODS INC COM 57772K101 44,326 1,595,614 SH   DFND 3 1,595,614 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,013 36,472 SH   DFND 7 36,472 0 0
MAXIMUS INC COM 577933104 216,763 2,910,352 SH   DFND 1,5 0 0 2,910,352
MAXIMUS INC COM 577933104 53,594 719,578 SH   DFND 6 719,578 0 0
MAXIMUS INC COM 577933104 27,714 372,100 SH   DFND 7 372,100 0 0
MAXLINEAR INC CL A 57776J100 16,482 2,354,608 SH   DFND 1,5 0 0 2,354,608
MAXYGEN INC COM 577776107 1,106 445,868 SH   DFND 1,5 0 0 445,868
MB FINANCIAL INC NEW COM 55264U108 43,262 1,614,270 SH   DFND 1,5 0 0 1,614,270
MCCLATCHY CO CL A 579489105 384 168,491 SH   DFND 1,5 0 0 168,491
MCCORMICK & CO INC COM NON VTG 579780206 3,012 42,810 SH   DFND 2 42,810 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,617 22,977 SH   DFND 3 22,977 0 0
MCCORMICK & CO INC COM NON VTG 579780206 888 12,620 SH   DFND 6 8,360 0 4,260
MCCORMICK & CO INC COM NON VTG 579780206 201 2,850 SH   DFND 7 2,850 0 0
MCDERMOTT INTL INC COM 580037109 36,428 4,453,316 SH   DFND 1,5 0 0 4,453,316
MCDERMOTT INTL INC COM 580037109 457 55,900 SH   DFND 3 55,900 0 0
MCDERMOTT INTL INC COM 580037109 9,382 1,146,896 SH   DFND   1,146,896 0 0
MCDONALDS CORP COM 580135101 1,643,460 16,600,603 SH   DFND 1,5 88,727 0 16,511,876
MCDONALDS CORP COM 580135101 32,312 326,380 SH   DFND 2 326,380 0 0
MCDONALDS CORP COM 580135101 9,086 91,775 SH   DFND 3 91,775 0 0
MCDONALDS CORP COM 580135101 58,603 591,950 SH   DFND 6 352,240 0 239,710
MCDONALDS CORP COM 580135101 90,793 917,100 SH   DFND 7 807,080 0 110,020
MCDONALDS CORP COM 580135101 4,874 49,236 SH   DFND   49,236 0 0
MCEWEN MNG INC COM 58039P107 1,586 943,810 SH   DFND 1,5 0 0 943,810
MCKESSON CORP COM 58155Q103 1,034,502 9,034,951 SH   DFND 1,5 6,619 0 9,028,332
MCKESSON CORP COM 58155Q103 8,449 73,787 SH   DFND 2 73,787 0 0
MCKESSON CORP COM 58155Q103 2,741 23,935 SH   DFND 3 23,935 0 0
MCKESSON CORP COM 58155Q103 36,504 318,810 SH   DFND 6 151,290 0 167,520
MCKESSON CORP COM 58155Q103 13,796 120,486 SH   DFND 7 96,386 0 24,100
MDC PARTNERS INC CL A SUB VTG 552697104 81,947 4,542,542 SH   DFND 1,5 0 0 4,542,542
MDC PARTNERS INC CL A SUB VTG 552697104 1,750 97,015 SH   DFND 7 97,015 0 0
MDU RES GROUP INC COM 552690109 3,275 126,400 SH   DFND 1,5 0 0 126,400
MDU RES GROUP INC COM 552690109 4,208 162,420 SH   DFND 6 162,420 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 793,722 10,017,951 SH   DFND 1,5 0 0 10,017,951
MEAD JOHNSON NUTRITION CO COM 582839106 5,231 66,021 SH   DFND 2 66,021 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,464 18,481 SH   DFND 3 18,481 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 23,221 293,080 SH   DFND 6 177,170 0 115,910
MEAD JOHNSON NUTRITION CO COM 582839106 6,852 86,484 SH   DFND 7 70,184 0 16,300
MEADOWBROOK INS GROUP INC COM 58319P108 12,848 1,600,000 SH   DFND 1,5 0 0 1,600,000
MEADWESTVACO CORP COM 583334107 49,756 1,458,700 SH   DFND 1,5 0 0 1,458,700
MEADWESTVACO CORP COM 583334107 1,965 57,616 SH   DFND 2 57,616 0 0
MEADWESTVACO CORP COM 583334107 361 10,575 SH   DFND 3 10,575 0 0
MEASUREMENT SPECIALTIES INC COM 583421102 12,597 270,720 SH   DFND 1,5 11,320 0 259,400
MEDASSETS INC COM 584045108 5,766 325,000 SH   DFND 1,5 0 0 325,000
MEDICAL ACTION INDS INC COM 58449L100 13,130 1,705,185 SH   DFND 1,5 192,100 0 1,513,085
MEDICINES CO COM 584688105 27,592 897,000 SH   DFND 1,5 0 0 897,000
MEDIDATA SOLUTIONS INC COM 58471A105 50,238 648,648 SH   DFND 1,5 0 0 648,648
MEDIVATION INC COM 58501N101 384,240 7,809,763 SH   DFND 1,5 0 0 7,809,763
MEDIVATION INC COM 58501N101 80,410 1,634,340 SH   DFND 6 1,166,920 0 467,420
MEDIVATION INC COM 58501N101 38,649 785,546 SH   DFND 7 652,806 0 132,740
MEDIVATION INC COM 58501N101 3,619 73,566 SH   DFND   73,566 0 0
MEDNAX INC COM 58502B106 421,427 4,601,740 SH   DFND 1,5 0 0 4,601,740
MEDNAX INC COM 58502B106 30,442 332,409 SH   DFND 6 285,109 0 47,300
MEDNAX INC COM 58502B106 15,478 169,010 SH   DFND 7 168,710 0 300
MEDNAX INC COM 58502B106 3,180 34,728 SH   DFND   34,728 0 0
MEDTRONIC INC COM 585055106 336,686 6,541,400 SH   DFND 1,5 0 0 6,541,400
MEDTRONIC INC COM 585055106 16,947 329,254 SH   DFND 2 329,254 0 0
MEDTRONIC INC COM 585055106 4,772 92,710 SH   DFND 3 92,710 0 0
MEDTRONIC INC COM 585055106 59,494 1,155,900 SH   DFND 6 757,470 0 398,430
MEDTRONIC INC COM 585055106 81,291 1,579,380 SH   DFND 7 1,397,010 0 182,370
MEDTRONIC INC COM 585055106 17,608 342,101 SH   DFND   342,101 0 0
MEI PHARMA INC COM NEW 55279B202 16,655 2,335,872 SH   DFND 1,5 0 0 2,335,872
MELCO CROWN ENTMT LTD ADR 585464100 53,075 2,373,670 SH   DFND 1,5 208,700 0 2,164,970
MELLANOX TECHNOLOGIES LTD SHS M51363113 277,447 5,604,997 SH   DFND 1,5 0 0 5,604,997
MELLANOX TECHNOLOGIES LTD SHS M51363113 25,833 521,882 SH   DFND   521,882 0 0
MENS WEARHOUSE INC COM 587118100 24,761 654,200 SH   DFND 1,5 0 0 654,200
MENS WEARHOUSE INC COM 587118100 216 5,700 SH   DFND 3 5,700 0 0
MENTOR GRAPHICS CORP COM 587200106 122,400 6,260,851 SH   DFND 1,5 0 0 6,260,851
MENTOR GRAPHICS CORP COM 587200106 869 44,460 SH   DFND 3 44,460 0 0
MENTOR GRAPHICS CORP COM 587200106 22,537 1,152,773 SH   DFND 6 1,152,773 0 0
MENTOR GRAPHICS CORP COM 587200106 2,318 118,583 SH   DFND 7 118,583 0 0
MERCADOLIBRE INC COM 58733R102 79,236 735,300 SH   DFND 1,5 0 0 735,300
MERCK & CO INC NEW COM 58933Y105 2,823,096 60,777,090 SH   DFND 1,5 482,131 0 60,294,959
MERCK & CO INC NEW COM 58933Y105 45,665 983,109 SH   DFND 2 983,109 0 0
MERCK & CO INC NEW COM 58933Y105 98,335 2,117,001 SH   DFND 3 2,117,001 0 0
MERCK & CO INC NEW COM 58933Y105 213,523 4,596,829 SH   DFND 6 2,477,627 0 2,119,202
MERCK & CO INC NEW COM 58933Y105 230,150 4,954,796 SH   DFND 7 3,791,955 0 1,162,841
MERCK & CO INC NEW COM 58933Y105 31,702 682,488 SH   DFND   682,488 0 0
MERCURY GENL CORP NEW COM 589400100 19,000 432,202 SH   DFND 1,5 0 0 432,202
MERCURY SYS INC COM 589378108 3,525 382,300 SH   DFND 1,5 0 0 382,300
MEREDITH CORP COM 589433101 3,749 78,600 SH   DFND 1,5 0 0 78,600
MERIDIAN INTERSTAT BANCORP I COM 58964Q104 3,813 202,500 SH   DFND 1,5 0 0 202,500
MERIT MED SYS INC COM 589889104 221 19,800 SH   DFND 1,5 0 0 19,800
MERIT MED SYS INC COM 589889104 1,210 108,491 SH   DFND 6 108,491 0 0
MERITAGE HOMES CORP COM 59001A102 505 11,642 SH   DFND 3 11,642 0 0
MERITAGE HOMES CORP COM 59001A102 13,686 315,641 SH   DFND   315,641 0 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 107,020 15,901,878 SH   DFND 1,5 0 0 15,901,878
MERRIMACK PHARMACEUTICALS IN COM 590328100 225 33,380 SH   DFND 7 33,380 0 0
MESA LABS INC COM 59064R109 17,186 317,500 SH   DFND 1,5 0 0 317,500
METABOLIX INC COM 591018809 4,071 2,867,203 SH   DFND 1,5 0 0 2,867,203
METHANEX CORP COM 59151K108 34,821 812,900 SH   DFND 1,5 0 0 812,900
METHANEX CORP COM 59151K108 25,954 605,900 SH   DFND 6 253,700 0 352,200
METHANEX CORP COM 59151K108 167,752 3,916,200 SH   DFND 7 3,868,500 0 47,700
METHANEX CORP COM 59151K108 167,238 3,904,200 SH   DFND   2,934,900 0 969,300
METLIFE INC UNIT 99/99/9999 59156R116 142,306 2,603,000 SH   DFND 1,5 607,400 0 1,995,600
METLIFE INC COM 59156R108 1,858,586 40,615,956 SH   DFND 1,5 503,616 0 40,112,340
METLIFE INC COM 59156R108 16,315 356,539 SH   DFND 2 356,539 0 0
METLIFE INC COM 59156R108 5,355 117,023 SH   DFND 3 117,023 0 0
METLIFE INC COM 59156R108 2,646 57,829 SH   DFND 7 57,829 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 651,600 3,238,571 SH   DFND 1,5 0 0 3,238,571
MFA FINL INC COM 55272X102 182,860 21,640,189 SH   DFND 1,5 25,324 0 21,614,865
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 3,283 2,900,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 79,466 13,091,593 SH   DFND 1,5 6,400 0 13,085,193
MGIC INVT CORP WIS COM 552848103 5,971 983,724 SH   DFND 6 983,724 0 0
MGIC INVT CORP WIS COM 552848103 795 131,000 SH   DFND 7 128,300 0 2,700
MGM RESORTS INTERNATIONAL NOTE 4.250% 4/1 55303QAE0 92,202 82,600,000 PRN   DFND 1,5 0 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 752,695 12,136,331 SH   DFND 1,5 0 0 12,136,331
MICROCHIP TECHNOLOGY INC COM 595017104 27,030 725,641 SH   DFND 1,5 0 0 725,641
MICROCHIP TECHNOLOGY INC COM 595017104 2,391 64,201 SH   DFND 2 64,201 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 624 16,743 SH   DFND 3 16,743 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 235 6,296 SH   DFND 7 6,296 0 0
MICRON TECHNOLOGY INC COM 595112103 607,184 42,371,540 SH   DFND 1,5 0 0 42,371,540
MICRON TECHNOLOGY INC NOTE 1.875% 8/0 595112AR4 55,522 35,763,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC NOTE 1.500% 8/0 595112AQ6 15,350 10,000,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 4,806 335,401 SH   DFND 2 335,401 0 0
MICRON TECHNOLOGY INC COM 595112103 644 44,959 SH   DFND 3 44,959 0 0
MICRON TECHNOLOGY INC COM 595112103 1,407 98,180 SH   DFND 6 98,180 0 0
MICRON TECHNOLOGY INC COM 595112103 1,459 101,824 SH   DFND 7 101,824 0 0
MICROS SYS INC COM 594901100 91,618 2,123,243 SH   DFND 1,5 3,271 0 2,119,972
MICROS SYS INC COM 594901100 608 14,086 SH   DFND 7 14,086 0 0
MICROSOFT CORP COM 594918104 2,378,124 68,871,248 SH   DFND 1,5 361,674 0 68,509,574
MICROSOFT CORP COM 594918104 2,378,124 68,871,248 SH   DFND 1,5 0 0 68,871,248
MICROSOFT CORP COM 594918104 84,496 2,447,025 SH   DFND 2 2,447,025 0 0
MICROSOFT CORP COM 594918104 20,041 580,382 SH   DFND 3 580,382 0 0
MICROSOFT CORP COM 594918104 163,832 4,744,629 SH   DFND 6 2,417,139 0 2,327,490
MICROSOFT CORP COM 594918104 296,113 8,575,515 SH   DFND 7 6,796,925 0 1,778,590
MICROSOFT CORP COM 594918104 382,866 11,087,938 SH   DFND   11,087,938 0 0
MICROSTRATEGY INC CL A NEW 594972408 10,815 124,364 SH   DFND 1,5 0 0 124,364
MICROSTRATEGY INC CL A NEW 594972408 18,592 213,800 SH   DFND   213,800 0 0
MID-AMER APT CMNTYS INC COM 59522J103 43,291 638,800 SH   DFND 1,5 0 0 638,800
MILLENNIAL MEDIA INC COM 60040N105 27,600 3,168,808 SH   DFND 1,5 0 0 3,168,808
MILLENNIAL MEDIA INC COM 60040N105 6,032 692,506 SH   DFND   692,506 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 341 9,100 SH   DFND 1,5 4,500 0 4,600
MINDSPEED TECHNOLOGIES INC COM NEW 602682205 2,959 913,200 SH   DFND 1,5 0 0 913,200
MINE SAFETY APPLIANCES CO COM 602720104 3,291 70,700 SH   DFND 1,5 0 0 70,700
MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 12,162 1,958,400 SH   DFND 1,5 0 0 1,958,400
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 45,632 2,409,274 SH   DFND 1,5 0 0 2,409,274
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,732 91,450 SH   DFND 6 0 0 91,450
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,267 172,508 SH   DFND 7 172,508 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 8,533 450,531 SH   DFND   324,241 0 126,290
MODINE MFG CO COM 607828100 1,014 93,200 SH   DFND 1,5 0 0 93,200
MOHAWK INDS INC COM 608190104 134,061 1,191,762 SH   DFND 1,5 150 0 1,191,612
MOLEX INC COM 608554101 1,319 44,954 SH   DFND 2 44,954 0 0
MOLEX INC COM 608554101 204 6,942 SH   DFND 3 6,942 0 0
MOLINA HEALTHCARE INC COM 60855R100 56,134 1,509,791 SH   DFND 1,5 0 0 1,509,791
MOLSON COORS BREWING CO CL B 60871R209 245,336 5,126,119 SH   DFND 1,5 46,859 0 5,079,260
MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 14,088 14,000,000 PRN   DFND 1,5 0 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,447 51,126 SH   DFND 2 51,126 0 0
MOLSON COORS BREWING CO CL B 60871R209 436 9,114 SH   DFND 3 9,114 0 0
MOLSON COORS BREWING CO CL B 60871R209 398 8,325 SH   DFND 7 8,325 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 49,665 3,297,780 SH   DFND 1,5 0 0 3,297,780
MONARCH CASINO & RESORT INC COM 609027107 9,007 534,203 SH   DFND 1,5 0 0 534,203
MONDELEZ INTL INC CL A 609207105 767,826 26,912,918 SH   DFND 1,5 0 0 26,912,918
MONDELEZ INTL INC CL A 609207105 16,575 580,980 SH   DFND 2 580,980 0 0
MONDELEZ INTL INC CL A 609207105 47,279 1,657,160 SH   DFND 3 1,657,160 0 0
MONDELEZ INTL INC CL A 609207105 71,475 2,505,251 SH   DFND 6 1,119,890 0 1,385,361
MONDELEZ INTL INC CL A 609207105 97,365 3,412,722 SH   DFND 7 2,683,558 0 729,164
MONDELEZ INTL INC CL A 609207105 2,761 96,758 SH   DFND   96,758 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 19,779 2,003,945 SH   DFND 1,5 0 0 2,003,945
MONOLITHIC PWR SYS INC COM 609839105 30,525 1,266,092 SH   DFND 1,5 0 0 1,266,092
MONOLITHIC PWR SYS INC COM 609839105 43,832 1,817,990 SH   DFND 6 1,681,790 0 136,200
MONOLITHIC PWR SYS INC COM 609839105 12,866 533,624 SH   DFND 7 533,024 0 600
MONOLITHIC PWR SYS INC COM 609839105 1,950 80,884 SH   DFND   80,884 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 143,402 5,643,534 SH   DFND 1,5 0 0 5,643,534
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,216 87,200 SH   DFND 6 0 0 87,200
MONRO MUFFLER BRAKE INC COM 610236101 2,249 46,813 SH   DFND 1,5 0 0 46,813
MONSANTO CO NEW COM 61166W101 3,229,377 32,685,997 SH   DFND 1,5 6,346 0 32,679,651
MONSANTO CO NEW COM 61166W101 17,172 173,810 SH   DFND 2 173,810 0 0
MONSANTO CO NEW COM 61166W101 20,998 212,531 SH   DFND 3 212,531 0 0
MONSANTO CO NEW COM 61166W101 23,078 233,586 SH   DFND 6 52,186 0 181,400
MONSANTO CO NEW COM 61166W101 13,820 139,882 SH   DFND 7 113,582 0 26,300
MONSANTO CO NEW COM 61166W101 3,507 35,493 SH   DFND   35,493 0 0
MONSTER BEVERAGE CORP COM 611740101 678,425 11,163,818 SH   DFND 1,5 500 0 11,163,318
MONSTER BEVERAGE CORP COM 611740101 2,864 47,121 SH   DFND 2 47,121 0 0
MONSTER BEVERAGE CORP COM 611740101 424 6,973 SH   DFND 3 6,973 0 0
MONSTER BEVERAGE CORP COM 611740101 2,772 45,617 SH   DFND 7 45,617 0 0
MONSTER WORLDWIDE INC COM 611742107 2,455 500,000 SH   DFND 1,5 0 0 500,000
MOODYS CORP COM 615369105 57,409 942,211 SH   DFND 1,5 0 0 942,211
MOODYS CORP COM 615369105 3,855 63,264 SH   DFND 2 63,264 0 0
MOODYS CORP COM 615369105 497 8,162 SH   DFND 3 8,162 0 0
MOOG INC CL A 615394202 90,178 1,750,000 SH   DFND 1,5 0 0 1,750,000
MORGAN STANLEY COM NEW 617446448 953,562 39,032,402 SH   DFND 1,5 346,774 0 38,685,628
MORGAN STANLEY COM NEW 617446448 10,915 446,775 SH   DFND 2 446,775 0 0
MORGAN STANLEY COM NEW 617446448 3,398 139,089 SH   DFND 3 139,089 0 0
MORGAN STANLEY COM NEW 617446448 3,925 160,676 SH   DFND 7 160,676 0 0
MORGAN STANLEY COM NEW 617446448 55,344 2,265,429 SH   DFND   2,265,429 0 0
MORGANS HOTEL GROUP CO NOTE 2.375%10/1 61748WAB4 5,888 6,000,000 PRN   DFND 1,5 0 0 0
MORNINGSTAR INC COM 617700109 3,639 46,900 SH   DFND 1,5 0 0 46,900
MOSAIC CO NEW COM 61945C103 2,613 48,559 SH   DFND 1,5 0 0 48,559
MOSAIC CO NEW COM 61945C103 4,854 90,204 SH   DFND 2 90,204 0 0
MOSAIC CO NEW COM 61945C103 1,254 23,304 SH   DFND 3 23,304 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 102,039 1,767,516 SH   DFND 1,5 0 0 1,767,516
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,106 88,441 SH   DFND 2 88,441 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,664 28,819 SH   DFND 3 28,819 0 0
MOVE INC COM NEW 62458M207 8,654 675,000 SH   DFND 1,5 0 0 675,000
MOVE INC COM NEW 62458M207 5,738 447,570 SH   DFND 6 447,570 0 0
MRC GLOBAL INC COM 55345K103 24,314 880,320 SH   DFND 6 880,320 0 0
MSC INDL DIRECT INC CL A 553530106 80,135 1,034,528 SH   DFND 1,5 0 0 1,034,528
MSCI INC COM 55354G100 31,259 939,559 SH   DFND 1,5 0 0 939,559
MULTI COLOR CORP COM 625383104 18,204 600,000 SH   DFND 1,5 0 0 600,000
MULTI COLOR CORP COM 625383104 48,985 1,614,525 SH   DFND 6 1,614,525 0 0
MULTI COLOR CORP COM 625383104 3,005 99,044 SH   DFND 7 99,044 0 0
MULTI COLOR CORP COM 625383104 3,128 103,108 SH   DFND   103,108 0 0
MULTI FINELINE ELECTRONIX IN COM 62541B101 25,866 1,746,511 SH   DFND 1,5 0 0 1,746,511
MURPHY OIL CORP COM 626717102 379,245 6,228,364 SH   DFND 1,5 200 0 6,228,164
MURPHY OIL CORP COM 626717102 3,601 59,143 SH   DFND 2 59,143 0 0
MURPHY OIL CORP COM 626717102 1,136 18,655 SH   DFND 3 18,655 0 0
MURPHY OIL CORP COM 626717102 15,244 250,360 SH   DFND 6 71,160 0 179,200
MURPHY OIL CORP COM 626717102 6,594 108,300 SH   DFND 7 81,800 0 26,500
MWI VETERINARY SUPPLY INC COM 55402X105 53,597 434,900 SH   DFND 1,5 0 0 434,900
MYLAN INC COM 628530107 134,887 4,347,000 SH   DFND 1,5 0 0 4,347,000
MYLAN INC NOTE 3.750% 9/1 628530AJ6 1,212 511,000 PRN   DFND 1,5 0 0 0
MYLAN INC COM 628530107 3,851 124,098 SH   DFND 2 124,098 0 0
MYLAN INC COM 628530107 579 18,670 SH   DFND 3 18,670 0 0
MYRIAD GENETICS INC COM 62855J104 27,496 1,023,298 SH   DFND 1,5 0 0 1,023,298
NABORS INDUSTRIES LTD SHS G6359F103 4,451 290,700 SH   DFND 1,5 0 0 290,700
NABORS INDUSTRIES LTD SHS G6359F103 1,470 95,985 SH   DFND 2 95,985 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,337 87,324 SH   DFND 3 87,324 0 0
NACCO INDS INC CL A 629579103 17,758 310,026 SH   DFND 1,5 0 0 310,026
NANOMETRICS INC COM 630077105 1,954 133,200 SH   DFND 1,5 0 0 133,200
NASDAQ OMX GROUP INC COM 631103108 180,234 5,496,617 SH   DFND 1,5 0 0 5,496,617
NASDAQ OMX GROUP INC COM 631103108 1,252 38,197 SH   DFND 2 38,197 0 0
NASDAQ OMX GROUP INC COM 631103108 44,863 1,368,190 SH   DFND 6 1,291,840 0 76,350
NASDAQ OMX GROUP INC COM 631103108 1,456 44,400 SH   DFND 7 27,180 0 17,220
NATIONAL BEVERAGE CORP COM 635017106 2,358 135,000 SH   DFND 1,5 0 0 135,000
NATIONAL BEVERAGE CORP COM 635017106 1,304 74,662 SH   DFND 7 74,662 0 0
NATIONAL BK HLDGS CORP CL A 633707104 4,698 238,501 SH   DFND 1,5 0 0 238,501
NATIONAL FUEL GAS CO N J COM 636180101 80,596 1,390,777 SH   DFND 1,5 0 0 1,390,777
NATIONAL GRID PLC SPON ADR NEW 636274300 229 4,049 SH   DFND 3 4,049 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 5,877 103,700 SH   DFND 7 103,700 0 0
NATIONAL HEALTH INVS INC COM 63633D104 57,466 960,000 SH   DFND 1,5 0 0 960,000
NATIONAL HEALTHCARE CORP COM 635906100 1,625 34,000 SH   DFND 1,5 0 0 34,000
NATIONAL INSTRS CORP COM 636518102 4,848 173,500 SH   DFND 1,5 0 0 173,500
NATIONAL INTERSTATE CORP COM 63654U100 29,238 999,600 SH   DFND 1,5 0 0 999,600
NATIONAL OILWELL VARCO INC COM 637071101 1,098,186 15,938,840 SH   DFND 1,5 22,760 0 15,916,080
NATIONAL OILWELL VARCO INC COM 637071101 9,585 139,119 SH   DFND 2 139,119 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,207 32,038 SH   DFND 3 32,038 0 0
NATIONAL OILWELL VARCO INC COM 637071101 12,064 175,100 SH   DFND 6 29,370 0 145,730
NATIONAL OILWELL VARCO INC COM 637071101 11,228 162,964 SH   DFND 7 141,564 0 21,400
NATIONAL PENN BANCSHARES INC COM 637138108 145,974 14,367,535 SH   DFND 1,5 35,600 0 14,331,935
NATIONAL PENN BANCSHARES INC COM 637138108 1,772 174,400 SH   DFND 7 174,400 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 170,221 4,948,294 SH   DFND 1,5 46,663 0 4,901,631
NATIONAL RETAIL PPTYS INC COM 637417106 32,501 944,800 SH   DFND 6 944,800 0 0
NATIONAL WESTN LIFE INS CO CL A 638522102 29,991 157,970 SH   DFND 1,5 0 0 157,970
NATIONSTAR MTG HLDGS INC COM 63861C109 96,342 2,573,242 SH   DFND 1,5 0 0 2,573,242
NATIONSTAR MTG HLDGS INC COM 63861C109 348 9,300 SH   DFND 3 9,300 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 60,209 1,608,150 SH   DFND 6 1,469,980 0 138,170
NATIONSTAR MTG HLDGS INC COM 63861C109 15,742 420,453 SH   DFND 7 401,493 0 18,960
NATIONSTAR MTG HLDGS INC COM 63861C109 4,010 107,103 SH   DFND   107,103 0 0
NATUS MEDICAL INC DEL COM 639050103 8,191 600,075 SH   DFND 1,5 0 0 600,075
NAVIOS MARITIME HOLDINGS INC COM Y62196103 26,443 4,721,933 SH   DFND 1,5 0 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 23,312 839,759 SH   DFND 1,5 0 0 839,759
NAVISTAR INTL CORP NEW COM 63934E108 12,631 455,017 SH   DFND   455,017 0 0
NCI INC CL A 62886K104 4,504 1,087,830 SH   DFND 1,5 0 0 1,087,830
NCR CORP NEW COM 62886E108 470,160 14,251,597 SH   DFND 1,5 0 0 14,251,597
NCR CORP NEW COM 62886E108 63,394 1,921,600 SH   DFND 6 1,332,300 0 589,300
NCR CORP NEW COM 62886E108 25,848 783,509 SH   DFND 7 696,109 0 87,400
NCR CORP NEW COM 62886E108 933 28,279 SH   DFND   28,279 0 0
NEENAH PAPER INC COM 640079109 20,654 650,097 SH   DFND 1,5 0 0 650,097
NEKTAR THERAPEUTICS COM 640268108 2,623 227,100 SH   DFND 1,5 0 0 227,100
NEONODE INC COM NEW 64051M402 10,306 1,732,022 SH   DFND 1,5 0 0 1,732,022
NEONODE INC COM NEW 64051M402 3,937 661,640 SH   DFND 6 661,640 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 5,336 725,000 SH   DFND 1,5 0 0 725,000
NETAPP INC COM 64110D104 67,137 1,777,053 SH   DFND 1,5 0 0 1,777,053
NETAPP INC COM 64110D104 4,441 117,556 SH   DFND 2 117,556 0 0
NETAPP INC COM 64110D104 999 26,444 SH   DFND 3 26,444 0 0
NETFLIX INC COM 64110L106 347,486 1,646,150 SH   DFND 1,5 50 0 1,646,100
NETFLIX INC COM 64110L106 3,859 18,279 SH   DFND 2 18,279 0 0
NETFLIX INC COM 64110L106 281 1,329 SH   DFND 3 1,329 0 0
NETFLIX INC COM 64110L106 3,166 15,000 SH   DFND 7 15,000 0 0
NETGEAR INC COM 64111Q104 138,861 4,546,850 SH   DFND 1,5 0 0 4,546,850
NETGEAR INC COM 64111Q104 15,573 509,916 SH   DFND 6 379,316 0 130,600
NETGEAR INC COM 64111Q104 9,961 326,175 SH   DFND 7 325,375 0 800
NETGEAR INC COM 64111Q104 3,603 117,984 SH   DFND   117,984 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 187 18,605 SH   DFND 1,5 0 0 18,605
NETSPEND HLDGS INC COM 64118V106 5,406 338,540 SH   DFND 7 338,540 0 0
NETSPEND HLDGS INC COM 64118V106 62,079 3,887,227 SH   DFND   3,887,227 0 0
NETSUITE INC COM 64118Q107 482,687 5,261,462 SH   DFND 1,5 200 0 5,261,262
NETSUITE INC COM 64118Q107 14,756 160,850 SH   DFND   160,850 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 114,988 8,594,022 SH   DFND 1,5 0 0 8,594,022
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,576 865,190 SH   DFND 6 865,190 0 0
NEUSTAR INC CL A 64126X201 92,719 1,904,663 SH   DFND 1,5 0 0 1,904,663
NEUSTAR INC CL A 64126X201 902 18,533 SH   DFND 3 18,533 0 0
NEVSUN RES LTD COM 64156L101 32 10,700 SH   DFND 7 10,700 0 0
NEVSUN RES LTD COM 64156L101 69 23,500 SH   DFND   23,500 0 0
NEW GOLD INC CDA COM 644535106 108,416 16,743,134 SH   DFND 1,5 0 0 16,743,134
NEW GOLD INC CDA COM 644535106 2,938 453,799 SH   DFND 3 453,799 0 0
NEW HAMPSHIRE THRIFT BANCSHS COM 644722100 1,073 75,000 SH   DFND 1,5 0 0 75,000
NEW JERSEY RES COM 646025106 12,459 300,000 SH   DFND 1,5 0 0 300,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,870 626,200 SH   DFND 1,5 0 0 626,200
NEW RESIDENTIAL INVT CORP COM 64828T102 55,384 8,217,200 SH   DFND 1,5 0 0 8,217,200
NEW YORK & CO INC COM 649295102 7,615 1,199,187 SH   DFND 1,5 0 0 1,199,187
NEW YORK CMNTY BANCORP INC COM 649445103 4,980 355,700 SH   DFND 1,5 0 0 355,700
NEWCASTLE INVT CORP COM 65105M108 45,553 8,709,900 SH   DFND 1,5 0 0 8,709,900
NEWELL RUBBERMAID INC COM 651229106 112,287 4,277,600 SH   DFND 1,5 0 0 4,277,600
NEWELL RUBBERMAID INC COM 651229106 2,468 94,030 SH   DFND 2 94,030 0 0
NEWELL RUBBERMAID INC COM 651229106 322 12,248 SH   DFND 3 12,248 0 0
NEWFIELD EXPL CO COM 651290108 58,074 2,430,900 SH   DFND 1,5 0 0 2,430,900
NEWFIELD EXPL CO COM 651290108 1,049 43,906 SH   DFND 2 43,906 0 0
NEWFIELD EXPL CO COM 651290108 348 14,559 SH   DFND 3 14,559 0 0
NEWLINK GENETICS CORP COM 651511107 26,018 1,319,359 SH   DFND 1,5 0 0 1,319,359
NEWLINK GENETICS CORP COM 651511107 24,439 1,239,300 SH   DFND   1,239,300 0 0
NEWMARKET CORP COM 651587107 8,900 33,897 SH   DFND 1,5 0 0 33,897
NEWMONT MINING CORP COM 651639106 157,148 5,247,009 SH   DFND 1,5 0 0 5,247,009
NEWMONT MINING CORP COM 651639106 4,851 161,973 SH   DFND 2 161,973 0 0
NEWMONT MINING CORP COM 651639106 1,173 39,176 SH   DFND 3 39,176 0 0
NEWS CORP CL B 65248E203 109,547 3,337,800 SH   DFND 1,5 0 0 3,337,800
NEWS CORP CL A 65248E104 1,092,293 33,505,928 SH   DFND 1,5 0 0 33,505,928
NEWS CORP CL A 65248E104 21,127 648,080 SH   DFND 2 648,080 0 0
NEWS CORP CL A 65248E104 7,129 218,671 SH   DFND 3 218,671 0 0
NEWS CORP CL A 65248E104 93,784 2,876,810 SH   DFND 6 1,705,120 0 1,171,690
NEWS CORP CL A 65248E104 91,830 2,816,881 SH   DFND 7 1,641,281 0 1,175,600
NEXSTAR BROADCASTING GROUP I CL A 65336K103 54,970 1,550,200 SH   DFND 1,5 0 0 1,550,200
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 30,756 553,570 SH   DFND 1,5 169,770 0 383,800
NEXTERA ENERGY INC COM 65339F101 310,905 3,815,726 SH   DFND 1,5 0 0 3,815,726
NEXTERA ENERGY INC COM 65339F101 11,262 138,222 SH   DFND 2 138,222 0 0
NEXTERA ENERGY INC COM 65339F101 4,362 53,536 SH   DFND 3 53,536 0 0
NEXTERA ENERGY INC COM 65339F101 12,718 156,090 SH   DFND 6 118,670 0 37,420
NEXTERA ENERGY INC UNIT 09/01/2015 65339F887 1,945 35,000 SH   DFND 6 0 0 35,000
NEXTERA ENERGY INC COM 65339F101 2,616 32,105 SH   DFND 7 19,165 0 12,940
NIC INC COM 62914B100 31,303 1,893,704 SH   DFND 1,5 0 0 1,893,704
NICE SYS LTD SPONSORED ADR 653656108 20,306 550,453 SH   DFND 1,5 3,253 0 547,200
NICE SYS LTD SPONSORED ADR 653656108 16,364 443,600 SH   DFND 6 403,600 0 40,000
NICE SYS LTD SPONSORED ADR 653656108 1,287 34,900 SH   DFND 7 34,900 0 0
NICE SYS LTD SPONSORED ADR 653656108 2,272 61,600 SH   DFND   61,600 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,571 236,175 SH   DFND 1,5 0 0 236,175
NIELSEN HOLDINGS N V COM N63218106 160,577 4,780,515 SH   DFND 1,5 0 0 4,780,515
NIELSEN HOLDINGS N V COM N63218106 30,676 913,247 SH   DFND 3 913,247 0 0
NII HLDGS INC CL B NEW 62913F201 146,288 21,932,261 SH   DFND 1,5 0 0 21,932,261
NII HLDGS INC CL B NEW 62913F201 402 60,261 SH   DFND   60,261 0 0
NIKE INC CL B 654106103 1,960,477 30,786,387 SH   DFND 1,5 0 0 30,786,387
NIKE INC CL B 654106103 15,004 235,622 SH   DFND 2 235,622 0 0
NIKE INC CL B 654106103 5,133 80,604 SH   DFND 3 80,604 0 0
NIKE INC CL B 654106103 31,823 499,730 SH   DFND 6 202,630 0 297,100
NIKE INC CL B 654106103 14,042 220,516 SH   DFND 7 176,516 0 44,000
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 3,184 122,400 SH   DFND 1,5 0 0 122,400
NISOURCE INC COM 65473P105 278,861 9,736,759 SH   DFND 1,5 0 0 9,736,759
NISOURCE INC COM 65473P105 2,915 101,765 SH   DFND 2 101,765 0 0
NISOURCE INC COM 65473P105 488 17,047 SH   DFND 3 17,047 0 0
NOAH HLDGS LTD SPONSORED ADS 65487X102 4,234 477,300 SH   DFND 1,5 0 0 477,300
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 386,137 10,275,070 SH   DFND 1,5 75,807 0 10,199,263
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 3,104 82,598 SH   DFND 2 82,598 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1,653 43,997 SH   DFND 3 43,997 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 15,930 423,900 SH   DFND 6 56,300 0 367,600
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 9,798 260,732 SH   DFND 7 206,232 0 54,500
NOBLE ENERGY INC COM 655044105 3,212,025 53,498,077 SH   DFND 1,5 0 0 53,498,077
NOBLE ENERGY INC COM 655044105 7,023 116,967 SH   DFND 2 116,967 0 0
NOBLE ENERGY INC COM 655044105 248 4,129 SH   DFND 3 4,129 0 0
NOBLE ENERGY INC COM 655044105 829 13,800 SH   DFND 7 13,800 0 0
NOKIA CORP SPONSORED ADR 654902204 64,302 17,193,035 SH   DFND 1,5 113,800 0 17,079,235
NOMURA HLDGS INC SPONSORED ADR 65535H208 733 98,500 SH   DFND 1,5 0 0 98,500
NORDIC AMERICAN TANKERS LIMI COM G65773106 5,488 725,000 SH   DFND 1,5 0 0 725,000
NORDSON CORP COM 655663102 17,066 246,225 SH   DFND 1,5 0 0 246,225
NORDSON CORP COM 655663102 3,640 52,520 SH   DFND 6 52,520 0 0
NORDSON CORP COM 655663102 11,130 160,577 SH   DFND 7 160,577 0 0
NORDSON CORP COM 655663102 11,166 161,108 SH   DFND   161,108 0 0
NORDSTROM INC COM 655664100 47,952 800,000 SH   DFND 1,5 0 0 800,000
NORDSTROM INC COM 655664100 2,894 48,286 SH   DFND 2 48,286 0 0
NORDSTROM INC COM 655664100 391 6,526 SH   DFND 3 6,526 0 0
NORFOLK SOUTHERN CORP COM 655844108 107,951 1,485,900 SH   DFND 1,5 0 0 1,485,900
NORFOLK SOUTHERN CORP COM 655844108 7,450 102,545 SH   DFND 2 102,545 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,861 25,622 SH   DFND 3 25,622 0 0
NORFOLK SOUTHERN CORP COM 655844108 802 11,045 SH   DFND 7 11,045 0 0
NORTEK INC COM NEW 656559309 117,133 1,817,981 SH   DFND 1,5 0 0 1,817,981
NORTEK INC COM NEW 656559309 3,018 46,845 SH   DFND 6 0 0 46,845
NORTH VALLEY BANCORP COM NEW 66304M204 7,197 434,849 SH   DFND 1,5 0 0 434,849
NORTHEAST UTILS COM 664397106 309,606 7,368,066 SH   DFND 1,5 22,992 0 7,345,074
NORTHEAST UTILS COM 664397106 4,310 102,578 SH   DFND 2 102,578 0 0
NORTHEAST UTILS COM 664397106 946 22,508 SH   DFND 3 22,508 0 0
NORTHEAST UTILS COM 664397106 2,046 48,695 SH   DFND 7 48,695 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 80,117 6,005,765 SH   DFND 1,5 0 0 6,005,765
NORTHERN OIL & GAS INC NEV COM 665531109 2,988 223,955 SH   DFND 7 223,955 0 0
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 8,762 364,779 SH   DFND 1,5 0 0 364,779
NORTHERN TR CORP COM 665859104 166,340 2,872,888 SH   DFND 1,5 0 0 2,872,888
NORTHERN TR CORP COM 665859104 4,112 71,016 SH   DFND 2 71,016 0 0
NORTHERN TR CORP COM 665859104 1,307 22,573 SH   DFND 3 22,573 0 0
NORTHRIM BANCORP INC COM 666762109 4,327 178,890 SH   DFND 1,5 0 0 178,890
NORTHROP GRUMMAN CORP COM 666807102 6,342 76,592 SH   DFND 2 76,592 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,386 16,734 SH   DFND 3 16,734 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,395 101,390 SH   DFND 6 94,390 0 7,000
NORTHROP GRUMMAN CORP COM 666807102 360 4,350 SH   DFND 7 4,350 0 0
NORTHSTAR RLTY FIN CORP COM 66704R100 61,926 6,805,058 SH   DFND 1,5 0 0 6,805,058
NORTHSTAR RLTY FIN CORP COM 66704R100 6,962 765,000 SH   DFND 6 765,000 0 0
NORWOOD FINANCIAL CORP COM 669549107 1,014 34,981 SH   DFND 1,5 0 0 34,981
NOVACOPPER INC COM 66988K102 868 488,333 SH   DFND 1,5 0 0 488,333
NOVACOPPER INC COM 66988K102 21 11,653 SH   DFND   11,653 0 0
NOVAGOLD RES INC COM NEW 66987E206 6,322 2,955,000 SH   DFND 1,5 0 0 2,955,000
NOVARTIS A G SPONSORED ADR 66987V109 118,093 1,670,098 SH   DFND 1,5 0 0 1,670,098
NOVARTIS A G SPONSORED ADR 66987V109 8,122 114,864 SH   DFND 3 114,864 0 0
NOVAVAX INC COM 670002104 39,862 19,444,857 SH   DFND 1,5 78,888 0 19,365,969
NOVAVAX INC COM 670002104 564 275,000 SH   DFND   275,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 28,188 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 260,197 1,679,013 SH   DFND 1,5 0 0 1,679,013
NOVO-NORDISK A S ADR 670100205 639 4,123 SH   DFND 3 4,123 0 0
NQ MOBILE INC ADR REPR CL A 64118U108 2,935 363,263 SH   DFND 4 3,632,630 0 0
NPS PHARMACEUTICALS INC COM 62936P103 229,280 15,184,127 SH   DFND 1,5 0 0 15,184,127
NRG ENERGY INC COM NEW 629377508 222,885 8,347,740 SH   DFND 1,5 0 0 8,347,740
NRG ENERGY INC COM NEW 629377508 2,802 104,950 SH   DFND 2 104,950 0 0
NRG ENERGY INC COM NEW 629377508 335 12,559 SH   DFND 3 12,559 0 0
NRG ENERGY INC COM NEW 629377508 11,660 436,700 SH   DFND 6 436,700 0 0
NRG ENERGY INC COM NEW 629377508 4,650 174,141 SH   DFND 7 174,141 0 0
NRG ENERGY INC COM NEW 629377508 339 12,691 SH   DFND   12,691 0 0
NTELOS HLDGS CORP COM NEW 67020Q305 1,274 77,406 SH   DFND 1,5 0 0 77,406
NTT DOCOMO INC SPONS ADR 62942M201 7,986 510,300 SH   DFND 1,5 0 0 510,300
NU SKIN ENTERPRISES INC CL A 67018T105 85,249 1,394,779 SH   DFND 1,5 0 0 1,394,779
NU SKIN ENTERPRISES INC CL A 67018T105 13,168 215,450 SH   DFND 6 215,450 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 10,551 172,623 SH   DFND 7 172,623 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 764 12,496 SH   DFND   12,496 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 176,751 9,616,468 SH   DFND 1,5 24,116 0 9,592,352
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 95,280 92,505,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC DBCV 2.750% 8/1 67020YAB6 32,421 28,085,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 1,442 1,400,000 PRN   DFND 6 0 0 0
NUCOR CORP COM 670346105 12,597 290,800 SH   DFND 1,5 0 0 290,800
NUCOR CORP COM 670346105 4,489 103,614 SH   DFND 2 103,614 0 0
NUCOR CORP COM 670346105 1,595 36,810 SH   DFND 3 36,810 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 23,582 1,153,710 SH   DFND 1,5 0 0 1,153,710
NUTRI SYS INC NEW COM 67069D108 6,774 575,000 SH   DFND 1,5 0 0 575,000
NV ENERGY INC COM 67073Y106 663 28,250 SH   DFND 6 18,710 0 9,540
NV ENERGY INC COM 67073Y106 23,733 1,011,640 SH   DFND 7 1,011,640 0 0
NV ENERGY INC COM 67073Y106 345,797 14,739,866 SH   DFND   14,739,866 0 0
NVE CORP COM NEW 629445206 16,419 350,675 SH   DFND 1,5 0 0 350,675
NVIDIA CORP COM 67066G104 1,129,345 80,495,026 SH   DFND 1,5 0 0 80,495,026
NVIDIA CORP COM 67066G104 2,633 187,667 SH   DFND 2 187,667 0 0
NVIDIA CORP COM 67066G104 1,683 119,933 SH   DFND 3 119,933 0 0
NVIDIA CORP COM 67066G104 6,533 465,670 SH   DFND 6 358,300 0 107,370
NVIDIA CORP COM 67066G104 809 57,690 SH   DFND 7 20,550 0 37,140
NVR INC COM 62944T105 84,588 91,744 SH   DFND 1,5 0 0 91,744
NXP SEMICONDUCTORS N V COM N6596X109 518,871 16,748,584 SH   DFND 1,5 0 0 16,748,584
NXP SEMICONDUCTORS N V COM N6596X109 34,912 1,126,914 SH   DFND 3 1,126,914 0 0
NXP SEMICONDUCTORS N V COM N6596X109 43,192 1,394,200 SH   DFND 6 1,307,500 0 86,700
NXP SEMICONDUCTORS N V COM N6596X109 31,656 1,021,827 SH   DFND 7 762,827 0 259,000
NXP SEMICONDUCTORS N V COM N6596X109 686 22,144 SH   DFND   22,144 0 0
NXSTAGE MEDICAL INC COM 67072V103 21,604 1,512,900 SH   DFND 1,5 0 0 1,512,900
NYSE EURONEXT COM 629491101 10,677 257,900 SH   DFND 1,5 0 0 257,900
NYSE EURONEXT COM 629491101 3,267 78,910 SH   DFND 2 78,910 0 0
NYSE EURONEXT COM 629491101 297 7,184 SH   DFND 3 7,184 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 194,735 1,729,130 SH   DFND 1,5 0 0 1,729,130
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,050 35,964 SH   DFND 2 35,964 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 506 4,491 SH   DFND 3 4,491 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,951 88,360 SH   DFND 6 85,020 0 3,340
O REILLY AUTOMOTIVE INC NEW COM 67103H107 257 2,280 SH   DFND 7 2,280 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 2,243 679,726 SH   DFND 1,5 0 0 679,726
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 227,486 4,328,952 SH   DFND 1,5 0 0 4,328,952
OAKTREE CAP GROUP LLC UNIT 99/99/9999 674001201 1,405 26,736 SH   DFND 7 26,736 0 0
OASIS PETE INC NEW COM 674215108 132,297 3,403,588 SH   DFND 1,5 300 0 3,403,288
OASIS PETE INC NEW COM 674215108 10,746 276,460 SH   DFND 6 176,160 0 100,300
OASIS PETE INC NEW COM 674215108 816 21,000 SH   DFND 7 20,400 0 600
OASIS PETE INC NEW COM 674215108 3,222 82,900 SH   DFND   82,900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,106,101 23,603,063 SH   DFND 1,5 61,685 0 23,541,378
OCCIDENTAL PETE CORP DEL COM 674599105 23,405 262,295 SH   DFND 2 262,295 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 7,541 84,514 SH   DFND 3 84,514 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 157,814 1,768,615 SH   DFND 6 906,575 0 862,040
OCCIDENTAL PETE CORP DEL COM 674599105 235,556 2,639,875 SH   DFND 7 2,212,725 0 427,150
OCCIDENTAL PETE CORP DEL COM 674599105 8,930 100,082 SH   DFND   100,082 0 0
OCEAN RIG UDW INC SHS Y64354205 109,448 5,843,449 SH   DFND 1,5 0 0 5,843,449
OCEANEERING INTL INC COM 675232102 326,192 4,517,888 SH   DFND 1,5 0 0 4,517,888
OCEANEERING INTL INC COM 675232102 685 9,486 SH   DFND 3 9,486 0 0
OCEANEERING INTL INC COM 675232102 279 3,870 SH   DFND 6 2,560 0 1,310
OCEANEERING INTL INC COM 675232102 16,350 226,460 SH   DFND 7 226,060 0 400
OCEANEERING INTL INC COM 675232102 1,852 25,652 SH   DFND   25,652 0 0
OCWEN FINL CORP COM NEW 675746309 239,722 5,815,666 SH   DFND 1,5 4,205 0 5,811,461
OCWEN FINL CORP COM NEW 675746309 12,576 305,090 SH   DFND 6 305,090 0 0
OCWEN FINL CORP COM NEW 675746309 8,697 211,000 SH   DFND   211,000 0 0
OFFICE DEPOT INC COM 676220106 48,815 12,613,700 SH   DFND 1,5 0 0 12,613,700
OFFICE DEPOT INC COM 676220106 56 14,476 SH   DFND   14,476 0 0
OFFICEMAX INC DEL COM 67622P101 61,694 6,030,729 SH   DFND 1,5 0 0 6,030,729
OFFICEMAX INC DEL COM 67622P101 848 82,891 SH   DFND 7 82,891 0 0
OFG BANCORP COM 67103X102 51,027 2,817,622 SH   DFND 1,5 99,900 0 2,717,722
OGE ENERGY CORP COM 670837103 148,765 2,181,312 SH   DFND 1,5 0 0 2,181,312
OGE ENERGY CORP COM 670837103 210 3,082 SH   DFND 3 3,082 0 0
OIL STS INTL INC COM 678026105 415,056 4,480,309 SH   DFND 1,5 0 0 4,480,309
OIL STS INTL INC COM 678026105 264 2,851 SH   DFND 3 2,851 0 0
OIL STS INTL INC COM 678026105 3,808 41,100 SH   DFND 6 5,000 0 36,100
OIL STS INTL INC COM 678026105 510 5,500 SH   DFND 7 5,100 0 400
OIL STS INTL INC COM 678026105 2,450 26,447 SH   DFND   26,447 0 0
OLD DOMINION FGHT LINES INC COM 679580100 15,137 363,700 SH   DFND 1,5 0 0 363,700
OLD REP INTL CORP COM 680223104 86,281 6,704,057 SH   DFND 1,5 0 0 6,704,057
OLIN CORP COM PAR $1 680665205 28,470 1,190,200 SH   DFND 1,5 0 0 1,190,200
OM GROUP INC COM 670872100 98,480 3,185,000 SH   DFND 1,5 0 0 3,185,000
OMEGA HEALTHCARE INVS INC COM 681936100 26,196 844,500 SH   DFND 1,5 0 0 844,500
OMEROS CORP COM 682143102 10,046 1,993,278 SH   DFND   1,993,278 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 6,701 3,610,000 PRN   DFND 1,5 0 0 0
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,149 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC NOTE 3.750% 4/0 681904AP3 12,400 10,000,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 26,345 552,195 SH   DFND 1,5 0 0 552,195
OMNICOM GROUP INC COM 681919106 294,475 4,683,869 SH   DFND 1,5 0 0 4,683,869
OMNICOM GROUP INC COM 681919106 5,293 84,193 SH   DFND 2 84,193 0 0
OMNICOM GROUP INC COM 681919106 1,674 26,625 SH   DFND 3 26,625 0 0
OMNICOM GROUP INC COM 681919106 42,321 673,151 SH   DFND 6 400,971 0 272,180
OMNICOM GROUP INC COM 681919106 69,540 1,106,093 SH   DFND 7 981,163 0 124,930
OMNICOM GROUP INC COM 681919106 3,560 56,621 SH   DFND   56,621 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 94,111 5,046,163 SH   DFND 1,5 0 0 5,046,163
OMNOVA SOLUTIONS INC COM 682129101 45,851 5,724,218 SH   DFND 1,5 0 0 5,724,218
ON ASSIGNMENT INC COM 682159108 53,419 1,999,229 SH   DFND 1,5 0 0 1,999,229
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 5,913 5,818,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 33,939 29,512,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 137,299 16,992,405 SH   DFND 1,5 0 0 16,992,405
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 4,523 461,529 SH   DFND 1,5 0 0 461,529
ONEOK INC NEW COM 682680103 20,106 486,703 SH   DFND 1,5 0 0 486,703
ONEOK INC NEW COM 682680103 2,772 67,106 SH   DFND 2 67,106 0 0
ONEOK INC NEW COM 682680103 384 9,298 SH   DFND 3 9,298 0 0
ONYX PHARMACEUTICALS INC COM 683399109 716,078 8,247,848 SH   DFND 1,5 250 0 8,247,598
ONYX PHARMACEUTICALS INC COM 683399109 110,403 1,271,632 SH   DFND 6 897,062 0 374,570
ONYX PHARMACEUTICALS INC COM 683399109 57,535 662,695 SH   DFND 7 530,475 0 132,220
ONYX PHARMACEUTICALS INC COM 683399109 4,296 49,481 SH   DFND   49,481 0 0
OPEN TEXT CORP COM 683715106 26,786 391,807 SH   DFND 1,5 0 0 391,807
OPEN TEXT CORP COM 683715106 44,720 654,127 SH   DFND 6 271,500 0 382,627
OPEN TEXT CORP COM 683715106 185,620 2,715,114 SH   DFND 7 2,679,414 0 35,700
OPEN TEXT CORP COM 683715106 403,518 5,902,359 SH   DFND   5,554,359 0 348,000
OPKO HEALTH INC COM 68375N103 14,892 2,097,400 SH   DFND 1,5 0 0 2,097,400
OPTICAL CABLE CORP COM NEW 683827208 354 80,000 SH   DFND 1,5 0 0 80,000
OPTIMER PHARMACEUTICALS INC COM 68401H104 68,674 4,745,961 SH   DFND 1,5 11,294 0 4,734,667
ORACLE CORP COM 68389X105 2,932,009 95,443,011 SH   DFND 1,5 0 0 95,443,011
ORACLE CORP COM 68389X105 36,749 1,196,263 SH   DFND 2 1,196,263 0 0
ORACLE CORP COM 68389X105 76,644 2,494,925 SH   DFND 3 2,494,925 0 0
ORACLE CORP COM 68389X105 186,638 6,075,472 SH   DFND 6 3,448,192 0 2,627,280
ORACLE CORP COM 68389X105 285,646 9,298,374 SH   DFND 7 7,679,944 0 1,618,430
ORACLE CORP COM 68389X105 171,621 5,586,626 SH   DFND   5,586,626 0 0
ORAGENICS INC COM NEW 684023203 5,233 1,666,666 SH   DFND 1,5 0 0 1,666,666
ORBOTECH LTD ORD M75253100 34,832 2,800,000 SH   DFND 1,5 0 0 2,800,000
ORCHIDS PAPER PRODS CO DEL COM 68572N104 564 21,500 SH   DFND 1,5 0 0 21,500
OREXIGEN THERAPEUTICS INC COM 686164104 21,142 3,614,051 SH   DFND 1,5 0 0 3,614,051
ORTHOFIX INTL N V COM N6748L102 3,786 140,730 SH   DFND 7 140,730 0 0
OSHKOSH CORP COM 688239201 138,154 3,638,501 SH   DFND 1,5 0 0 3,638,501
OSIRIS THERAPEUTICS INC NEW COM 68827R108 9,241 917,720 SH   DFND 1,5 0 0 917,720
OTTER TAIL CORP COM 689648103 648 22,800 SH   DFND 6 15,100 0 7,700
OVASCIENCE INC COM 69014Q101 18,069 1,316,000 SH   DFND 1,5 0 0 1,316,000
OWENS & MINOR INC NEW COM 690732102 115,022 3,400,000 SH   DFND 1,5 0 0 3,400,000
OWENS CORNING NEW COM 690742101 115,083 2,944,805 SH   DFND 1,5 0 0 2,944,805
OWENS CORNING NEW COM 690742101 4,201 107,500 SH   DFND 6 0 0 107,500
OWENS CORNING NEW COM 690742101 739 18,900 SH   DFND 7 18,300 0 600
OWENS CORNING NEW COM 690742101 918 23,500 SH   DFND   23,500 0 0
OWENS ILL INC COM NEW 690768403 1,480 53,274 SH   DFND 2 53,274 0 0
OXFORD INDS INC COM 691497309 68,239 1,093,568 SH   DFND 1,5 0 0 1,093,568
OXFORD INDS INC COM 691497309 1,684 26,990 SH   DFND 6 26,990 0 0
P & F INDS INC CL A NEW 692830508 2,965 366,500 SH   DFND 1,5 0 0 366,500
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 54,138 1,266,680 SH   DFND 1,5 0 0 1,266,680
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2,629 61,506 SH   DFND 7 61,506 0 0
PACCAR INC COM 693718108 79,688 1,485,049 SH   DFND 1,5 0 0 1,485,049
PACCAR INC COM 693718108 6,180 115,172 SH   DFND 2 115,172 0 0
PACCAR INC COM 693718108 2,480 46,221 SH   DFND 3 46,221 0 0
PACER INTL INC TENN COM 69373H106 12,295 1,948,500 SH   DFND 1,5 0 0 1,948,500
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 3,689 377,200 SH   DFND 1,5 0 0 377,200
PACIFIC PREMIER BANCORP COM 69478X105 16,316 1,335,214 SH   DFND 1,5 0 0 1,335,214
PACIRA PHARMACEUTICALS INC COM 695127100 78,170 2,695,528 SH   DFND 1,5 0 0 2,695,528
PACKAGING CORP AMER COM 695156109 14,179 289,600 SH   DFND 1,5 0 0 289,600
PACTERA TECHNOLOGY INTL LTD SPONSORED ADR 695255109 20,652 3,059,483 SH   DFND 1,5 63,614 0 2,995,869
PACWEST BANCORP DEL COM 695263103 107,603 3,510,700 SH   DFND 1,5 0 0 3,510,700
PAIN THERAPEUTICS INC COM 69562K100 523 236,740 SH   DFND 1,5 0 0 236,740
PALL CORP COM 696429307 72,987 1,098,705 SH   DFND 1,5 0 0 1,098,705
PALL CORP COM 696429307 2,416 36,370 SH   DFND 2 36,370 0 0
PALO ALTO NETWORKS INC COM 697435105 7,521 178,400 SH   DFND 1,5 0 0 178,400
PALO ALTO NETWORKS INC COM 697435105 7,452 176,760 SH   DFND 6 176,760 0 0
PALO ALTO NETWORKS INC COM 697435105 8,276 196,288 SH   DFND 7 196,288 0 0
PALO ALTO NETWORKS INC COM 697435105 419 9,934 SH   DFND   9,934 0 0
PAN AMERICAN SILVER CORP COM 697900108 12,462 1,070,637 SH   DFND 1,5 0 0 1,070,637
PAN AMERICAN SILVER CORP COM 697900108 393 33,800 SH   DFND 7 33,800 0 0
PANDORA MEDIA INC COM 698354107 70,674 3,840,963 SH   DFND 1,5 0 0 3,840,963
PANERA BREAD CO CL A 69840W108 425,728 2,289,600 SH   DFND 1,5 0 0 2,289,600
PANTRY INC COM 698657103 4,891 401,567 SH   DFND 1,5 0 0 401,567
PAPA JOHNS INTL INC COM 698813102 164,324 2,513,753 SH   DFND 1,5 0 0 2,513,753
PAPA JOHNS INTL INC COM 698813102 294 4,503 SH   DFND 3 4,503 0 0
PAPA JOHNS INTL INC COM 698813102 24,744 378,523 SH   DFND 6 378,523 0 0
PARAMETRIC SOUND CORP COM NEW 699172201 10,836 666,810 SH   DFND 1,5 0 0 666,810
PARAMOUNT GOLD & SILVER CORP COM 69924P102 247 207,200 SH   DFND   207,200 0 0
PAREXEL INTL CORP COM 699462107 105,642 2,299,565 SH   DFND 1,5 0 0 2,299,565
PARK OHIO HLDGS CORP COM 700666100 9,969 302,266 SH   DFND 1,5 0 0 302,266
PARKER HANNIFIN CORP COM 701094104 160,814 1,685,681 SH   DFND 1,5 0 0 1,685,681
PARKER HANNIFIN CORP COM 701094104 4,641 48,644 SH   DFND 2 48,644 0 0
PARKER HANNIFIN CORP COM 701094104 1,061 11,121 SH   DFND 3 11,121 0 0
PARKWAY PPTYS INC COM 70159Q104 35,672 2,128,380 SH   DFND 1,5 0 0 2,128,380
PARKWAY PPTYS INC COM 70159Q104 5,257 313,660 SH   DFND 6 313,660 0 0
PARKWAY PPTYS INC COM 70159Q104 337 20,100 SH   DFND 7 20,100 0 0
PATTERSON COMPANIES INC COM 703395103 22,334 594,000 SH   DFND 1,5 0 0 594,000
PATTERSON COMPANIES INC COM 703395103 1,021 27,164 SH   DFND 2 27,164 0 0
PATTERSON COMPANIES INC COM 703395103 313 8,328 SH   DFND 3 8,328 0 0
PATTERSON UTI ENERGY INC COM 703481101 13,750 710,400 SH   DFND 1,5 0 0 710,400
PAYCHEX INC COM 704326107 838,781 22,967,703 SH   DFND 1,5 615,279 0 22,352,424
PAYCHEX INC COM 704326107 3,859 105,660 SH   DFND 2 105,660 0 0
PAYCHEX INC COM 704326107 1,213 33,228 SH   DFND 3 33,228 0 0
PBF ENERGY INC CL A 69318G106 11,974 462,300 SH   DFND 1,5 0 0 462,300
PDC ENERGY INC COM 69327R101 101,563 1,972,869 SH   DFND 1,5 0 0 1,972,869
PDC ENERGY INC COM 69327R101 4,898 95,150 SH   DFND   95,150 0 0
PDF SOLUTIONS INC COM 693282105 47,236 2,562,970 SH   DFND 1,5 0 0 2,562,970
PDF SOLUTIONS INC COM 693282105 1,431 77,663 SH   DFND 3 77,663 0 0
PDF SOLUTIONS INC COM 693282105 7,895 428,385 SH   DFND 7 428,385 0 0
PDL BIOPHARMA INC COM 69329Y104 49,204 6,373,539 SH   DFND 1,5 46,418 0 6,327,121
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 96,355 138,765,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP COM 704549104 251,882 17,205,029 SH   DFND 1,5 0 0 17,205,029
PEABODY ENERGY CORP COM 704549104 1,282 87,557 SH   DFND 2 87,557 0 0
PEABODY ENERGY CORP COM 704549104 266 18,155 SH   DFND 3 18,155 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 142 204,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP COM 704549104 163 11,148 SH   DFND 6 11,148 0 0
PEABODY ENERGY CORP COM 704549104 1,371 93,660 SH   DFND 7 93,660 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 375 540,000 PRN   DFND 7 0 0 0
PEGASYSTEMS INC COM 705573103 4,832 145,900 SH   DFND 1,5 0 0 145,900
PEMBINA PIPELINE CORP COM 706327103 7,720 252,300 SH   DFND 1,5 0 0 252,300
PEMBINA PIPELINE CORP COM 706327103 33,138 1,083,009 SH   DFND   1,083,009 0 0
PENDRELL CORP COM 70686R104 98 37,472 SH   DFND 1,5 0 0 37,472
PENGROWTH ENERGY CORP COM 70706P104 207 42,200 SH   DFND 1,5 0 0 42,200
PENN NATL GAMING INC COM 707569109 202,595 3,832,666 SH   DFND 1,5 0 0 3,832,666
PENN NATL GAMING INC COM 707569109 271 5,128 SH   DFND 7 5,128 0 0
PENN NATL GAMING INC COM 707569109 35,247 666,800 SH   DFND   666,800 0 0
PENN WEST PETE LTD NEW COM 707887105 25,648 2,430,100 SH   DFND 1,5 0 0 2,430,100
PENNEY J C INC COM 708160106 78,381 4,589,064 SH   DFND 1,5 0 0 4,589,064
PENNEY J C INC COM 708160106 790 46,269 SH   DFND 2 46,269 0 0
PENNEY J C INC COM 708160106 301 17,607 SH   DFND 3 17,607 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 58,753 3,111,900 SH   DFND 1,5 0 0 3,111,900
PENSKE AUTOMOTIVE GRP INC COM 70959W103 37,529 1,228,858 SH   DFND 1,5 0 0 1,228,858
PENTAIR LTD SHS H6169Q108 146,784 2,544,354 SH   DFND 1,5 200 0 2,544,154
PENTAIR LTD SHS H6169Q108 3,838 66,524 SH   DFND 2 66,524 0 0
PENTAIR LTD SHS H6169Q108 51,429 891,464 SH   DFND 3 891,464 0 0
PENTAIR LTD SHS H6169Q108 1,771 30,706 SH   DFND 7 30,706 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 14,602 980,000 SH   DFND 1,5 0 0 980,000
PEOPLES UNITED FINANCIAL INC COM 712704105 1,639 109,971 SH   DFND 2 109,971 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 334 22,386 SH   DFND 3 22,386 0 0
PEPCO HOLDINGS INC COM 713291102 1,625 80,589 SH   DFND 2 80,589 0 0
PEPCO HOLDINGS INC COM 713291102 330 16,345 SH   DFND 3 16,345 0 0
PEPSICO INC COM 713448108 950,541 11,621,727 SH   DFND 1,5 62,224 0 11,559,503
PEPSICO INC COM 713448108 41,174 503,411 SH   DFND 2 503,411 0 0
PEPSICO INC COM 713448108 72,690 888,741 SH   DFND 3 888,741 0 0
PEPSICO INC COM 713448108 162,984 1,992,711 SH   DFND 6 1,182,811 0 809,900
PEPSICO INC COM 713448108 242,399 2,963,676 SH   DFND 7 2,259,416 0 704,260
PEPSICO INC COM 713448108 23,513 287,478 SH   DFND   287,478 0 0
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 32,840 1,885,213 SH   DFND 1,5 0 0 1,885,213
PERFICIENT INC COM 71375U101 37,352 2,800,000 SH   DFND 1,5 0 0 2,800,000
PERFORMANT FINL CORP COM 71377E105 3,392 292,700 SH   DFND 1,5 0 0 292,700
PERFORMANT FINL CORP COM 71377E105 16,345 1,410,279 SH   DFND 6 1,410,279 0 0
PERKINELMER INC COM 714046109 22,389 688,900 SH   DFND 1,5 0 0 688,900
PERKINELMER INC COM 714046109 1,181 36,344 SH   DFND 2 36,344 0 0
PERRIGO CO COM 714290103 495,144 4,092,102 SH   DFND 1,5 0 0 4,092,102
PERRIGO CO COM 714290103 3,492 28,858 SH   DFND 2 28,858 0 0
PERRIGO CO COM 714290103 293 2,421 SH   DFND 3 2,421 0 0
PERRIGO CO COM 714290103 12,572 103,900 SH   DFND 6 13,700 0 90,200
PERRIGO CO COM 714290103 8,531 70,500 SH   DFND 7 57,200 0 13,300
PETMED EXPRESS INC COM 716382106 22,682 1,800,139 SH   DFND 1,5 0 0 1,800,139
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 41,234 2,812,706 SH   DFND 1,5 43,347 0 2,769,359
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 53,697 4,001,286 SH   DFND 1,5 126,830 0 3,874,456
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 541 36,914 SH   DFND 6 1,014 0 35,900
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 359 26,724 SH   DFND 7 26,724 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,322 90,194 SH   DFND 7 90,194 0 0
PETSMART INC COM 716768106 53,714 801,820 SH   DFND 1,5 0 0 801,820
PETSMART INC COM 716768106 2,253 33,632 SH   DFND 2 33,632 0 0
PETSMART INC COM 716768106 295 4,402 SH   DFND 3 4,402 0 0
PETSMART INC COM 716768106 19,004 283,680 SH   DFND 6 277,210 0 6,470
PETSMART INC COM 716768106 17,732 264,702 SH   DFND 7 264,702 0 0
PETSMART INC COM 716768106 857 12,793 SH   DFND   12,793 0 0
PFIZER INC COM 717081103 2,363,100 84,366,313 SH   DFND 1,5 405,863 0 83,960,450
PFIZER INC COM 717081103 60,853 2,172,535 SH   DFND 2 2,172,535 0 0
PFIZER INC COM 717081103 92,612 3,306,400 SH   DFND 3 3,306,400 0 0
PFIZER INC COM 717081103 78,607 2,806,380 SH   DFND 6 2,132,688 0 673,692
PFIZER INC COM 717081103 68,965 2,462,152 SH   DFND 7 2,187,605 0 274,547
PFIZER INC COM 717081103 27,038 965,313 SH   DFND   965,313 0 0
PG&E CORP COM 69331C108 615,980 13,469,936 SH   DFND 1,5 36,092 0 13,433,844
PG&E CORP COM 69331C108 6,580 143,894 SH   DFND 2 143,894 0 0
PG&E CORP COM 69331C108 1,136 24,836 SH   DFND 3 24,836 0 0
PG&E CORP COM 69331C108 55,949 1,223,460 SH   DFND 6 479,040 0 744,420
PG&E CORP COM 69331C108 46,736 1,021,997 SH   DFND 7 602,157 0 419,840
PHARMACYCLICS INC COM 716933106 91,701 1,153,911 SH   DFND 1,5 0 0 1,153,911
PHARMACYCLICS INC COM 716933106 4,158 52,320 SH   DFND 6 52,320 0 0
PHARMACYCLICS INC COM 716933106 3,305 41,584 SH   DFND 7 41,584 0 0
PHARMACYCLICS INC COM 716933106 239 3,012 SH   DFND   3,012 0 0
PHARMATHENE INC COM 71714G102 186 116,702 SH   DFND 1,5 0 0 116,702
PHARMERICA CORP COM 71714F104 1,837 132,570 SH   DFND 1,5 0 0 132,570
PHH CORP COM NEW 693320202 2,040 100,100 SH   DFND 1,5 0 0 100,100
PHILIP MORRIS INTL INC COM 718172109 1,841,865 21,263,733 SH   DFND 1,5 14,877 0 21,248,856
PHILIP MORRIS INTL INC COM 718172109 46,120 532,435 SH   DFND 2 532,435 0 0
PHILIP MORRIS INTL INC COM 718172109 11,138 128,585 SH   DFND 3 128,585 0 0
PHILIP MORRIS INTL INC COM 718172109 136,094 1,571,160 SH   DFND 6 985,964 0 585,196
PHILIP MORRIS INTL INC COM 718172109 202,528 2,338,118 SH   DFND 7 2,028,192 0 309,926
PHILIP MORRIS INTL INC COM 718172109 9,230 106,558 SH   DFND   106,558 0 0
PHILLIPS 66 COM 718546104 579,877 9,843,438 SH   DFND 1,5 0 0 9,843,438
PHILLIPS 66 COM 718546104 11,872 201,522 SH   DFND 2 201,522 0 0
PHILLIPS 66 COM 718546104 5,441 92,363 SH   DFND 3 92,363 0 0
PHILLIPS 66 COM 718546104 13,950 236,810 SH   DFND 6 171,990 0 64,820
PHILLIPS 66 COM 718546104 50,876 863,620 SH   DFND 7 670,800 0 192,820
PHILLIPS 66 COM 718546104 1,948 33,069 SH   DFND   33,069 0 0
PICO HLDGS INC COM NEW 693366205 35,384 1,688,152 SH   DFND 1,5 0 0 1,688,152
PICO HLDGS INC COM NEW 693366205 3,252 155,140 SH   DFND 6 155,140 0 0
PICO HLDGS INC COM NEW 693366205 2,551 121,699 SH   DFND 7 121,699 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 202,308 11,314,793 SH   DFND 1,5 55,290 0 11,259,503
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 19,884 1,112,096 SH   DFND 6 1,112,096 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 383 21,444 SH   DFND 7 21,444 0 0
PIER 1 IMPORTS INC COM 720279108 22,623 963,100 SH   DFND 1,5 0 0 963,100
PIKE ELEC CORP COM 721283109 4,702 382,313 SH   DFND 1,5 0 0 382,313
PINNACLE WEST CAP CORP COM 723484101 1,977 35,639 SH   DFND 2 35,639 0 0
PINNACLE WEST CAP CORP COM 723484101 9,700 174,878 SH   DFND 6 167,408 0 7,470
PINNACLE WEST CAP CORP COM 723484101 274 4,940 SH   DFND 7 4,940 0 0
PIONEER NAT RES CO COM 723787107 855,270 5,908,600 SH   DFND 1,5 0 0 5,908,600
PIONEER NAT RES CO COM 723787107 6,436 44,466 SH   DFND 2 44,466 0 0
PIONEER NAT RES CO COM 723787107 855 5,904 SH   DFND 3 5,904 0 0
PIONEER NAT RES CO COM 723787107 7,093 49,000 SH   DFND 7 49,000 0 0
PITNEY BOWES INC COM 724479100 960 65,382 SH   DFND 2 65,382 0 0
PITNEY BOWES INC COM 724479100 678 46,207 SH   DFND 3 46,207 0 0
PLANTRONICS INC NEW COM 727493108 62,718 1,428,000 SH   DFND 1,5 1,000,000 0 428,000
PLATINUM UNDERWRITER HLDGS L COM G7127P100 162,832 2,845,716 SH   DFND 1,5 0 0 2,845,716
PLATINUM UNDERWRITER HLDGS L COM G7127P100 9,018 157,600 SH   DFND 6 157,600 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 5,980 104,508 SH   DFND 7 104,508 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 435 7,600 SH   DFND   7,600 0 0
PLEXUS CORP COM 729132100 1,755 58,718 SH   DFND 1,5 0 0 58,718
PLUM CREEK TIMBER CO INC COM 729251108 2,481 53,155 SH   DFND 2 53,155 0 0
PLUM CREEK TIMBER CO INC COM 729251108 45,085 966,038 SH   DFND 3 966,038 0 0
PLY GEM HLDGS INC COM 72941W100 23,077 1,150,402 SH   DFND 1,5 0 0 1,150,402
PLY GEM HLDGS INC COM 72941W100 1,436 71,570 SH   DFND 6 71,570 0 0
PLY GEM HLDGS INC COM 72941W100 283 14,100 SH   DFND 7 14,100 0 0
PMC-SIERRA INC COM 69344F106 112,056 17,646,668 SH   DFND 1,5 0 0 17,646,668
PNC FINL SVCS GROUP INC COM 693475105 1,197,300 16,419,359 SH   DFND 1,5 15,082 0 16,404,277
PNC FINL SVCS GROUP INC COM 693475105 12,570 172,374 SH   DFND 2 172,374 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,708 50,850 SH   DFND 3 50,850 0 0
PNC FINL SVCS GROUP INC COM 693475105 77,806 1,067,010 SH   DFND 6 577,100 0 489,910
PNC FINL SVCS GROUP INC COM 693475105 83,550 1,145,774 SH   DFND 7 673,224 0 472,550
PNM RES INC COM 69349H107 105,513 4,754,993 SH   DFND 1,5 0 0 4,754,993
POINTS INTL LTD COM NEW 730843208 5,482 254,615 SH   DFND 1,5 0 0 254,615
POLARIS INDS INC COM 731068102 193,299 2,034,728 SH   DFND 1,5 0 0 2,034,728
POLARIS INDS INC COM 731068102 1,094 11,515 SH   DFND 7 11,515 0 0
POLARIS INDS INC COM 731068102 15,675 165,001 SH   DFND   165,001 0 0
POLYCOM INC COM 73172K104 264,853 25,128,338 SH   DFND 1,5 0 0 25,128,338
POLYONE CORP COM 73179P106 239,997 9,685,107 SH   DFND 1,5 400 0 9,684,707
POLYONE CORP COM 73179P106 294 11,867 SH   DFND 7 11,867 0 0
POLYPORE INTL INC COM 73179V103 46,578 1,155,770 SH   DFND 1,5 0 0 1,155,770
POLYPORE INTL INC COM 73179V103 751 18,630 SH   DFND 7 18,630 0 0
POOL CORPORATION COM 73278L105 60,738 1,158,892 SH   DFND 1,5 7,877 0 1,151,015
POPULAR INC COM NEW 733174700 115,615 3,811,897 SH   DFND 1,5 0 0 3,811,897
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 55,322 360,100 SH   DFND 1,5 0 0 360,100
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 615 4,000 SH   DFND 3 4,000 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 8,437 54,916 SH   DFND 6 54,916 0 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 1,017 6,621 SH   DFND 7 6,621 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 23,439 766,219 SH   DFND 1,5 0 0 766,219
PORTLAND GEN ELEC CO COM NEW 736508847 26,504 866,436 SH   DFND 6 860,516 0 5,920
PORTLAND GEN ELEC CO COM NEW 736508847 10,234 334,547 SH   DFND 7 334,547 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 734 24,003 SH   DFND   24,003 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 15,838 644,600 SH   DFND 1,5 0 0 644,600
POSCO SPONSORED ADR 693483109 42,211 648,600 SH   DFND 1,5 0 0 648,600
POSCO SPONSORED ADR 693483109 2,473 38,000 SH   DFND 7 38,000 0 0
POST HLDGS INC COM 737446104 134,191 3,073,544 SH   DFND 1,5 0 0 3,073,544
POST HLDGS INC COM 737446104 5,949 136,250 SH   DFND 6 136,250 0 0
POST PPTYS INC COM 737464107 126,477 2,555,600 SH   DFND 1,5 0 0 2,555,600
POST PPTYS INC COM 737464107 8,072 163,110 SH   DFND   163,110 0 0
POTASH CORP SASK INC COM 73755L107 4,730 124,000 SH   DFND 1,5 0 0 124,000
POTASH CORP SASK INC COM 73755L107 8,260 216,516 SH   DFND 3 216,516 0 0
POTASH CORP SASK INC COM 73755L107 14,060 368,559 SH   DFND 6 1,679 0 366,880
POTASH CORP SASK INC COM 73755L107 135,061 3,540,462 SH   DFND 7 3,444,502 0 95,960
POTASH CORP SASK INC COM 73755L107 230,370 6,038,882 SH   DFND   4,685,082 0 1,353,800
POWELL INDS INC COM 739128106 59,398 1,150,000 SH   DFND 1,5 0 0 1,150,000
POWER INTEGRATIONS INC COM 739276103 1,343 33,116 SH   DFND 1,5 0 0 33,116
POWER ONE INC NEW COM 73930R102 1,896 300,000 SH   DFND   300,000 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 2,779 110,588 SH   DFND 7 110,588 0 0
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 608 17,250 SH   DFND 3 17,250 0 0
POWERSHARES ETF TRUST DYN PHRMA PORT 73935X799 9,779 231,400 SH   DFND 3 231,400 0 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 7,780 469,500 SH   DFND 7 469,500 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4,243 59,583 SH   DFND 3 59,583 0 0
PPG INDS INC COM 693506107 712,366 4,865,559 SH   DFND 1,5 0 0 4,865,559
PPG INDS INC COM 693506107 6,792 46,389 SH   DFND 2 46,389 0 0
PPG INDS INC COM 693506107 3,209 21,916 SH   DFND 3 21,916 0 0
PPG INDS INC COM 693506107 43,915 299,946 SH   DFND 6 169,046 0 130,900
PPG INDS INC COM 693506107 45,523 310,930 SH   DFND 7 186,410 0 124,520
PPL CORP UNIT 99/99/9999S 69351T114 64,706 1,195,821 SH   DFND 1,5 341,078 0 854,743
PPL CORP COM 69351T106 333,178 11,010,510 SH   DFND 1,5 266,677 0 10,743,833
PPL CORP COM 69351T106 5,836 192,862 SH   DFND 2 192,862 0 0
PPL CORP COM 69351T106 1,459 48,225 SH   DFND 3 48,225 0 0
PPL CORP UNIT 99/99/9999S 69351T114 1,596 29,500 SH   DFND 6 600 0 28,900
PRAXAIR INC COM 74005P104 345,564 3,000,728 SH   DFND 1,5 4,689 0 2,996,039
PRAXAIR INC COM 74005P104 11,097 96,359 SH   DFND 2 96,359 0 0
PRAXAIR INC COM 74005P104 3,935 34,173 SH   DFND 3 34,173 0 0
PRAXAIR INC COM 74005P104 34,387 298,600 SH   DFND 6 168,210 0 130,390
PRAXAIR INC COM 74005P104 46,759 406,034 SH   DFND 7 242,564 0 163,470
PRAXAIR INC COM 74005P104 1,194 10,368 SH   DFND   10,368 0 0
PRECISION CASTPARTS CORP COM 740189105 543,835 2,406,243 SH   DFND 1,5 2,245 0 2,403,998
PRECISION CASTPARTS CORP COM 740189105 10,770 47,653 SH   DFND 2 47,653 0 0
PRECISION CASTPARTS CORP COM 740189105 3,712 16,425 SH   DFND 3 16,425 0 0
PRECISION CASTPARTS CORP COM 740189105 24,644 109,040 SH   DFND 6 14,500 0 94,540
PRECISION CASTPARTS CORP COM 740189105 12,927 57,195 SH   DFND 7 43,195 0 14,000
PRECISION DRILLING CORP COM 2010 74022D308 52,623 6,183,700 SH   DFND 1,5 0 0 6,183,700
PRECISION DRILLING CORP COM 2010 74022D308 2,912 342,214 SH   DFND 6 0 0 342,214
PRECISION DRILLING CORP COM 2010 74022D308 67,600 7,943,583 SH   DFND 7 7,854,083 0 89,500
PRECISION DRILLING CORP COM 2010 74022D308 73,787 8,670,600 SH   DFND   7,427,800 0 1,242,800
PREFORMED LINE PRODS CO COM 740444104 4,213 63,528 SH   DFND 1,5 0 0 63,528
PREFORMED LINE PRODS CO COM 740444104 4,523 68,205 SH   DFND 6 68,205 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 5,571 461,544 SH   DFND 1,5 0 0 461,544
PRESTIGE BRANDS HLDGS INC COM 74112D101 178,167 6,114,159 SH   DFND 1,5 0 0 6,114,159
PRETIUM RES INC COM 74139C102 6,079 915,938 SH   DFND 1,5 0 0 915,938
PRICE T ROWE GROUP INC COM 74144T108 199,070 2,721,400 SH   DFND 1,5 0 0 2,721,400
PRICE T ROWE GROUP INC COM 74144T108 6,176 84,426 SH   DFND 2 84,426 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,206 16,492 SH   DFND 3 16,492 0 0
PRICELINE COM INC COM NEW 741503403 1,939,827 2,345,251 SH   DFND 1,5 0 0 2,345,251
PRICELINE COM INC COM NEW 741503403 13,888 16,791 SH   DFND 2 16,791 0 0
PRICELINE COM INC COM NEW 741503403 74,474 90,039 SH   DFND 3 90,039 0 0
PRICELINE COM INC COM NEW 741503403 5,161 6,240 SH   DFND 6 6,240 0 0
PRICELINE COM INC COM NEW 741503403 21,607 26,123 SH   DFND   26,123 0 0
PRICESMART INC COM 741511109 131,648 1,502,320 SH   DFND 1,5 0 0 1,502,320
PRIMERICA INC COM 74164M108 188,577 5,036,778 SH   DFND 1,5 0 0 5,036,778
PRIMERO MNG CORP COM 74164W106 5,534 1,238,400 SH   DFND 1,5 0 0 1,238,400
PRIMERO MNG CORP COM 74164W106 52 11,600 SH   DFND   11,600 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 951 25,400 SH   DFND 1,5 0 0 25,400
PRINCIPAL FINL GROUP INC COM 74251V102 3,354 89,560 SH   DFND 2 89,560 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,042 27,827 SH   DFND 3 27,827 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 777 20,760 SH   DFND 6 13,750 0 7,010
PRIVATEBANCORP INC COM 742962103 144,203 6,798,833 SH   DFND 1,5 0 0 6,798,833
PROASSURANCE CORP COM 74267C106 260,956 5,002,988 SH   DFND 1,5 250 0 5,002,738
PROCTER & GAMBLE CO COM 742718109 4,131,893 53,667,914 SH   DFND 1,5 280,595 0 53,387,319
PROCTER & GAMBLE CO COM 742718109 68,698 892,297 SH   DFND 2 892,297 0 0
PROCTER & GAMBLE CO COM 742718109 27,041 351,230 SH   DFND 3 351,230 0 0
PROCTER & GAMBLE CO COM 742718109 142,541 1,851,418 SH   DFND 6 914,378 0 937,040
PROCTER & GAMBLE CO COM 742718109 141,014 1,831,585 SH   DFND 7 1,128,165 0 703,420
PROCTER & GAMBLE CO COM 742718109 22,574 293,209 SH   DFND   293,209 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 37,924 8,503,246 SH   DFND 1,5 0 0 8,503,246
PROGRESS SOFTWARE CORP COM 743312100 25,303 1,099,647 SH   DFND 6 928,547 0 171,100
PROGRESS SOFTWARE CORP COM 743312100 964 41,900 SH   DFND 7 41,200 0 700
PROGRESS SOFTWARE CORP COM 743312100 3,209 139,450 SH   DFND   139,450 0 0
PROGRESSIVE CORP OHIO COM 743315103 23,137 910,200 SH   DFND 1,5 0 0 910,200
PROGRESSIVE CORP OHIO COM 743315103 4,587 180,441 SH   DFND 2 180,441 0 0
PROGRESSIVE CORP OHIO COM 743315103 431 16,948 SH   DFND 3 16,948 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 11,868 550,800 SH   DFND 6 184,100 0 366,700
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 5,496 255,100 SH   DFND 7 254,400 0 700
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 24,778 1,150,001 SH   DFND   1,150,001 0 0
PROLOGIS INC COM 74340W103 872,933 23,142,454 SH   DFND 1,5 297,789 0 22,844,665
PROLOGIS INC COM 74340W103 6,119 162,223 SH   DFND 2 162,223 0 0
PROLOGIS INC COM 74340W103 1,187 31,460 SH   DFND 3 31,460 0 0
PROLOGIS INC COM 74340W103 69,114 1,832,285 SH   DFND 6 1,832,285 0 0
PROLOGIS INC COM 74340W103 840 22,263 SH   DFND 7 22,263 0 0
PROLOGIS INC COM 74340W103 5,950 157,752 SH   DFND   157,752 0 0
PROOFPOINT INC COM 743424103 5,064 208,990 SH   DFND 6 208,990 0 0
PROS HOLDINGS INC COM 74346Y103 1,647 55,000 SH   DFND 1,5 0 0 55,000
PROSPECT CAPITAL CORPORATION COM 74348T102 3,456 320,000 SH   DFND 1,5 0 0 320,000
PROSPERITY BANCSHARES INC COM 743606105 36,253 700,000 SH   DFND 1,5 0 0 700,000
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 5,888 1,199,085 SH   DFND 1,5 0 0 1,199,085
PROTECTIVE LIFE CORP COM 743674103 138,130 3,596,203 SH   DFND 1,5 100,000 0 3,496,203
PROTECTIVE LIFE CORP COM 743674103 7,183 187,010 SH   DFND 6 187,010 0 0
PROTHENA CORP PLC SHS G72800108 25,291 1,959,000 SH   DFND 1,5 0 0 1,959,000
PROTO LABS INC COM 743713109 66,504 1,023,612 SH   DFND 1,5 4,200 0 1,019,412
PROVIDENCE SVC CORP COM 743815102 876 30,100 SH   DFND 6 30,100 0 0
PROVIDENT NEW YORK BANCORP COM 744028101 11,208 1,200,000 SH   DFND 1,5 0 0 1,200,000
PRUDENTIAL FINL INC COM 744320102 276,340 3,783,920 SH   DFND 1,5 118,419 0 3,665,501
PRUDENTIAL FINL INC COM 744320102 11,081 151,735 SH   DFND 2 151,735 0 0
PRUDENTIAL FINL INC COM 744320102 3,960 54,229 SH   DFND 3 54,229 0 0
PRUDENTIAL FINL INC COM 744320102 49,964 684,156 SH   DFND 6 536,706 0 147,450
PRUDENTIAL FINL INC COM 744320102 44,539 609,870 SH   DFND 7 303,240 0 306,630
PSYCHEMEDICS CORP COM NEW 744375205 1,151 107,156 SH   DFND 1,5 13,400 0 93,756
PSYCHEMEDICS CORP COM NEW 744375205 664 61,800 SH   DFND 7 61,800 0 0
PTC INC COM 69370C100 100,065 4,079,300 SH   DFND 1,5 0 0 4,079,300
PTC INC COM 69370C100 33,134 1,350,760 SH   DFND 6 1,179,860 0 170,900
PTC INC COM 69370C100 783 31,900 SH   DFND 7 31,000 0 900
PTC INC COM 69370C100 3,634 148,158 SH   DFND   148,158 0 0
PUBLIC STORAGE COM 74460D109 1,225,748 7,994,184 SH   DFND 1,5 126,369 0 7,867,815
PUBLIC STORAGE COM 74460D109 7,204 46,985 SH   DFND 2 46,985 0 0
PUBLIC STORAGE COM 74460D109 1,359 8,866 SH   DFND 3 8,866 0 0
PUBLIC STORAGE COM 74460D109 76,199 496,961 SH   DFND 6 496,961 0 0
PUBLIC STORAGE COM 74460D109 16,291 106,249 SH   DFND   106,249 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,387 164,942 SH   DFND 2 164,942 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 729 22,322 SH   DFND 3 22,322 0 0
PULTE GROUP INC COM 745867101 641,218 33,801,670 SH   DFND 1,5 400 0 33,801,270
PULTE GROUP INC COM 745867101 2,116 111,525 SH   DFND 2 111,525 0 0
PULTE GROUP INC COM 745867101 610 32,180 SH   DFND 6 21,310 0 10,870
PULTE GROUP INC COM 745867101 42,104 2,219,489 SH   DFND   2,219,489 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 160,255 3,611,797 SH   DFND 1,5 0 0 3,611,797
PVH CORP COM 693656100 950,154 7,598,192 SH   DFND 1,5 0 0 7,598,192
PVH CORP COM 693656100 3,300 26,387 SH   DFND 2 26,387 0 0
PVH CORP COM 693656100 60,919 487,160 SH   DFND 6 280,340 0 206,820
PVH CORP COM 693656100 71,560 572,252 SH   DFND 7 406,842 0 165,410
PVH CORP COM 693656100 996 7,965 SH   DFND   7,965 0 0
QEP RES INC COM 74733V100 503 18,100 SH   DFND 1,5 0 0 18,100
QEP RES INC COM 74733V100 1,630 58,685 SH   DFND 2 58,685 0 0
QIAGEN NV REG SHS N72482107 13,202 663,100 SH   DFND 1,5 0 0 663,100
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 2,489 53,900 SH   DFND 1,5 0 0 53,900
QIWI PLC SPON ADR REP B 74735M108 1,394 60,100 SH   DFND 1,5 0 0 60,100
QLIK TECHNOLOGIES INC COM 74733T105 227,502 8,047,479 SH   DFND 1,5 0 0 8,047,479
QLOGIC CORP COM 747277101 15,677 1,639,816 SH   DFND 1,5 0 0 1,639,816
QUAD / GRAPHICS INC COM CL A 747301109 153,223 6,357,800 SH   DFND 1,5 0 0 6,357,800
QUALCOMM INC COM 747525103 2,101,941 34,412,922 SH   DFND 1,5 0 0 34,412,922
QUALCOMM INC COM 747525103 34,360 562,540 SH   DFND 2 562,540 0 0
QUALCOMM INC COM 747525103 7,332 120,039 SH   DFND 3 120,039 0 0
QUALCOMM INC COM 747525103 165,922 2,716,473 SH   DFND 6 1,487,283 0 1,229,190
QUALCOMM INC COM 747525103 237,858 3,894,200 SH   DFND 7 3,080,160 0 814,040
QUALCOMM INC COM 747525103 22,822 373,645 SH   DFND   373,645 0 0
QUALITY DISTR INC FLA COM 74756M102 33,490 3,788,478 SH   DFND 1,5 0 0 3,788,478
QUALITY SYS INC COM 747582104 51,512 2,753,167 SH   DFND 1,5 14,067 0 2,739,100
QUALYS INC COM 74758T303 24,356 1,510,900 SH   DFND 1,5 0 0 1,510,900
QUANEX BUILDING PRODUCTS COR COM 747619104 20,184 1,198,572 SH   DFND 1,5 0 0 1,198,572
QUANTA SVCS INC COM 74762E102 42,263 1,597,254 SH   DFND 1,5 0 0 1,597,254
QUANTA SVCS INC COM 74762E102 1,832 69,251 SH   DFND 2 69,251 0 0
QUANTA SVCS INC COM 74762E102 604 22,812 SH   DFND 3 22,812 0 0
QUANTUM CORP COM DSSG 747906204 36,340 26,525,552 SH   DFND 1,5 0 0 26,525,552
QUANTUM CORP COM DSSG 747906204 22 15,976 SH   DFND   15,976 0 0
QUEST DIAGNOSTICS INC COM 74834L100 538,064 8,874,558 SH   DFND 1,5 16,615 0 8,857,943
QUEST DIAGNOSTICS INC COM 74834L100 3,115 51,380 SH   DFND 2 51,380 0 0
QUEST DIAGNOSTICS INC COM 74834L100 470 7,754 SH   DFND 3 7,754 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,779 29,343 SH   DFND 7 29,343 0 0
QUESTAR CORP COM 748356102 80,614 3,380,026 SH   DFND 1,5 0 0 3,380,026
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 399,240 8,782,234 SH   DFND 1,5 0 0 8,782,234
QUIDEL CORP COM 74838J101 61,228 2,398,263 SH   DFND 1,5 0 0 2,398,263
QUINSTREET INC COM 74874Q100 36,900 4,275,746 SH   DFND 1,5 0 0 4,275,746
QUINSTREET INC COM 74874Q100 4,858 562,870 SH   DFND 6 562,870 0 0
RACKSPACE HOSTING INC COM 750086100 410,755 10,840,724 SH   DFND 1,5 0 0 10,840,724
RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 1,009 790,000 PRN   DFND 1,5 0 0 0
RADIAN GROUP INC COM 750236101 196,637 16,922,258 SH   DFND 1,5 138,803 0 16,783,455
RADIAN GROUP INC COM 750236101 462 39,800 SH   DFND 7 39,800 0 0
RADWARE LTD ORD M81873107 82,477 5,980,956 SH   DFND 1,5 0 0 5,980,956
RAIT FINANCIAL TRUST COM NEW 749227609 1,429 190,000 SH   DFND 1,5 0 0 190,000
RAIT FINANCIAL TRUST COM NEW 749227609 10,126 1,346,577 SH   DFND 6 1,185,577 0 161,000
RAIT FINANCIAL TRUST COM NEW 749227609 870 115,700 SH   DFND 7 112,900 0 2,800
RAIT FINANCIAL TRUST COM NEW 749227609 1,118 148,701 SH   DFND   148,701 0 0
RALPH LAUREN CORP CL A 751212101 215,862 1,242,442 SH   DFND 1,5 0 0 1,242,442
RALPH LAUREN CORP CL A 751212101 3,449 19,853 SH   DFND 2 19,853 0 0
RALPH LAUREN CORP CL A 751212101 703 4,047 SH   DFND 3 4,047 0 0
RAMBUS INC DEL COM 750917106 115,601 13,457,600 SH   DFND 1,5 0 0 13,457,600
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 82,089 5,285,803 SH   DFND 1,5 0 0 5,285,803
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 751452608 2,358 40,000 SH   DFND 1,5 0 0 40,000
RANDGOLD RES LTD ADR 752344309 96,177 1,501,586 SH   DFND 1,5 0 0 1,501,586
RANDGOLD RES LTD ADR 752344309 39,164 611,459 SH   DFND 7 611,459 0 0
RANDGOLD RES LTD ADR 752344309 23,545 367,601 SH   DFND   367,601 0 0
RANGE RES CORP COM 75281A109 128,915 1,667,289 SH   DFND 1,5 0 0 1,667,289
RANGE RES CORP COM 75281A109 4,108 53,136 SH   DFND 2 53,136 0 0
RANGE RES CORP COM 75281A109 804 10,403 SH   DFND 3 10,403 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 31,156 3,332,230 SH   DFND 1,5 0 0 3,332,230
RAYMOND JAMES FINANCIAL INC COM 754730109 134,366 3,126,240 SH   DFND 1,5 0 0 3,126,240
RAYMOND JAMES FINANCIAL INC COM 754730109 76,012 1,768,550 SH   DFND 6 1,338,160 0 430,390
RAYMOND JAMES FINANCIAL INC COM 754730109 47,848 1,113,269 SH   DFND 7 1,052,909 0 60,360
RAYMOND JAMES FINANCIAL INC COM 754730109 5,464 127,133 SH   DFND   127,133 0 0
RAYONIER INC COM 754907103 195,454 3,528,679 SH   DFND 1,5 14,402 0 3,514,277
RAYONIER INC COM 754907103 304 5,490 SH   DFND 3 5,490 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 21,287 12,680,000 PRN   DFND 1,5 0 0 0
RAYONIER TRS HLDGS INC NOTE 4.500% 8/1 75508AAC0 1,175 700,000 PRN   DFND 6 0 0 0
RAYTHEON CO COM NEW 755111507 132,115 1,998,112 SH   DFND 1,5 60,460 0 1,937,652
RAYTHEON CO COM NEW 755111507 6,986 105,663 SH   DFND 2 105,663 0 0
RAYTHEON CO COM NEW 755111507 1,260 19,055 SH   DFND 3 19,055 0 0
RDA MICROELECTRONICS INC SPONSORED ADR 749394102 987 89,100 SH   DFND 1,5 0 0 89,100
REACHLOCAL INC COM 75525F104 1,590 129,675 SH   DFND 1,5 0 0 129,675
REAL GOODS SOLAR INC CL A 75601N104 29 11,400 SH   DFND   11,400 0 0
REALD INC COM 75604L105 703 50,562 SH   DFND 1,5 0 0 50,562
REALOGY HLDGS CORP COM 75605Y106 351,297 7,312,585 SH   DFND 1,5 19,812 0 7,292,773
REALOGY HLDGS CORP COM 75605Y106 653 13,600 SH   DFND   13,600 0 0
REALPAGE INC COM 75606N109 640 34,900 SH   DFND 1,5 0 0 34,900
RECEPTOS INC COM 756207106 4,899 246,300 SH   DFND 1,5 0 0 246,300
RED HAT INC COM 756577102 833,235 17,424,414 SH   DFND 1,5 5,732 0 17,418,682
RED HAT INC COM 756577102 2,952 61,729 SH   DFND 2 61,729 0 0
RED HAT INC COM 756577102 840 17,558 SH   DFND 3 17,558 0 0
REDWOOD TR INC COM 758075402 22,862 1,344,800 SH   DFND 1,5 0 0 1,344,800
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 9,913 10,000,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 43,070 2,533,510 SH   DFND 6 2,179,810 0 353,700
REDWOOD TR INC COM 758075402 10,062 591,897 SH   DFND 7 590,497 0 1,400
REDWOOD TR INC COM 758075402 5,606 329,763 SH   DFND   329,763 0 0
REGAL BELOIT CORP COM 758750103 200,837 3,097,425 SH   DFND 1,5 0 0 3,097,425
REGAL BELOIT CORP COM 758750103 48,340 745,527 SH   DFND 6 671,227 0 74,300
REGAL BELOIT CORP COM 758750103 8,473 130,681 SH   DFND 7 130,181 0 500
REGAL BELOIT CORP COM 758750103 7,667 118,238 SH   DFND   118,238 0 0
REGAL ENTMT GROUP CL A 758766109 12,122 677,200 SH   DFND 1,5 0 0 677,200
REGAL ENTMT GROUP CL A 758766109 13,361 746,440 SH   DFND 6 746,440 0 0
REGAL ENTMT GROUP CL A 758766109 10,599 592,106 SH   DFND 7 592,106 0 0
REGAL ENTMT GROUP CL A 758766109 1,739 97,167 SH   DFND   97,167 0 0
REGENCY CTRS CORP COM 758849103 5,589 110,000 SH   DFND 1,5 0 0 110,000
REGENERON PHARMACEUTICALS COM 75886F107 2,310,302 10,273,490 SH   DFND 1,5 0 0 10,273,490
REGENERON PHARMACEUTICALS COM 75886F107 5,593 24,869 SH   DFND 2 24,869 0 0
REGIONAL MGMT CORP COM 75902K106 4,590 183,600 SH   DFND 1,5 0 0 183,600
REGIONAL MGMT CORP COM 75902K106 8,863 354,510 SH   DFND 6 354,510 0 0
REGIONS FINL CORP NEW COM 7591EP100 76,831 8,062,000 SH   DFND 1,5 0 0 8,062,000
REGIONS FINL CORP NEW COM 7591EP100 4,395 461,179 SH   DFND 2 461,179 0 0
REGIONS FINL CORP NEW COM 7591EP100 129 13,501 SH   DFND 3 13,501 0 0
REGIONS FINL CORP NEW COM 7591EP100 23,024 2,415,920 SH   DFND 6 1,812,250 0 603,670
REGIONS FINL CORP NEW COM 7591EP100 39,787 4,174,900 SH   DFND 7 2,313,870 0 1,861,030
REGIS CORP MINN COM 758932107 132,775 8,086,193 SH   DFND 1,5 0 0 8,086,193
REGULUS THERAPEUTICS INC COM 75915K101 38,352 3,909,452 SH   DFND 1,5 0 0 3,909,452
REINSURANCE GROUP AMER INC COM NEW 759351604 226,494 3,277,297 SH   DFND 1,5 0 0 3,277,297
REINSURANCE GROUP AMER INC COM NEW 759351604 50,284 727,600 SH   DFND 6 639,100 0 88,500
REINSURANCE GROUP AMER INC COM NEW 759351604 16,053 232,276 SH   DFND 7 231,676 0 600
REINSURANCE GROUP AMER INC COM NEW 759351604 5,987 86,631 SH   DFND   86,631 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 118,955 1,814,440 SH   DFND 1,5 0 0 1,814,440
REMY INTL INC COM 759663107 14,205 764,907 SH   DFND 1,5 0 0 764,907
REMY INTL INC COM 759663107 619 33,342 SH   DFND 6 33,342 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 287,663 3,314,466 SH   DFND 1,5 0 0 3,314,466
RENREN INC SPONSORED ADR 759892102 101 33,900 SH   DFND 1,5 0 0 33,900
RENT A CTR INC NEW COM 76009N100 318,298 8,476,656 SH   DFND 1,5 0 0 8,476,656
RENT A CTR INC NEW COM 76009N100 586 15,600 SH   DFND 3 15,600 0 0
RENT A CTR INC NEW COM 76009N100 4,590 122,240 SH   DFND 6 122,240 0 0
RENT A CTR INC NEW COM 76009N100 2,242 59,705 SH   DFND 7 59,705 0 0
REPLIGEN CORP COM 759916109 7,236 878,202 SH   DFND 6 878,202 0 0
REPLIGEN CORP COM 759916109 1,670 202,704 SH   DFND 7 202,704 0 0
REPLIGEN CORP COM 759916109 117 14,225 SH   DFND   14,225 0 0
REPUBLIC AWYS HLDGS INC COM 760276105 17,759 1,567,426 SH   DFND 1,5 0 0 1,567,426
REPUBLIC SVCS INC COM 760759100 379,264 11,174,547 SH   DFND 1,5 250,371 0 10,924,176
REPUBLIC SVCS INC COM 760759100 3,277 96,559 SH   DFND 2 96,559 0 0
REPUBLIC SVCS INC COM 760759100 238 7,014 SH   DFND 3 7,014 0 0
REPUBLIC SVCS INC COM 760759100 19,219 566,270 SH   DFND 6 151,550 0 414,720
REPUBLIC SVCS INC COM 760759100 9,836 289,818 SH   DFND 7 229,918 0 59,900
RESEARCH IN MOTION LTD COM 760975102 20,899 1,996,100 SH   DFND 1,5 0 0 1,996,100
RESEARCH IN MOTION LTD COM 760975102 4,739 452,585 SH   DFND 6 201,600 0 250,985
RESEARCH IN MOTION LTD COM 760975102 1,572 150,150 SH   DFND 7 129,450 0 20,700
RESEARCH IN MOTION LTD COM 760975102 8,853 845,600 SH   DFND   845,600 0 0
RESMED INC COM 761152107 198,492 4,398,220 SH   DFND 1,5 0 0 4,398,220
RESMED INC COM 761152107 1,734 38,414 SH   DFND 3 38,414 0 0
RESOLUTE ENERGY CORP COM 76116A108 1,847 231,500 SH   DFND 1,5 0 0 231,500
RESPONSYS INC COM 761248103 73,775 5,155,481 SH   DFND 1,5 0 0 5,155,481
RESPONSYS INC COM 761248103 8,601 601,020 SH   DFND 6 394,320 0 206,700
RESPONSYS INC COM 761248103 902 63,000 SH   DFND 7 60,300 0 2,700
RESPONSYS INC COM 761248103 2,187 152,827 SH   DFND   152,827 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 21,773 290,300 SH   DFND 1,5 0 0 290,300
RETAIL PPTYS AMER INC CL A 76131V202 140,552 9,842,565 SH   DFND 1,5 41,011 0 9,801,554
RETAIL PPTYS AMER INC CL A 76131V202 11,787 825,432 SH   DFND 6 825,432 0 0
RETAIL PPTYS AMER INC CL A 76131V202 245 17,143 SH   DFND 7 17,143 0 0
REVLON INC CL A NEW 761525609 42,863 1,943,000 SH   DFND 1,5 0 0 1,943,000
REX ENERGY CORPORATION COM 761565100 2,092 119,010 SH   DFND 6 119,010 0 0
REX ENERGY CORPORATION COM 761565100 6,399 364,001 SH   DFND 7 364,001 0 0
REX ENERGY CORPORATION COM 761565100 6,395 363,745 SH   DFND   363,745 0 0
REXNORD CORP NEW COM 76169B102 9,899 587,500 SH   DFND 1,5 0 0 587,500
REYNOLDS AMERICAN INC COM 761713106 33,888 700,600 SH   DFND 1,5 0 0 700,600
REYNOLDS AMERICAN INC COM 761713106 5,013 103,639 SH   DFND 2 103,639 0 0
REYNOLDS AMERICAN INC COM 761713106 2,835 58,606 SH   DFND 3 58,606 0 0
RF MICRODEVICES INC COM 749941100 16,853 3,150,100 SH   DFND 1,5 0 0 3,150,100
RICHMONT MINES INC COM 76547T106 347 230,900 SH   DFND 1,5 0 0 230,900
RIGEL PHARMACEUTICALS INC COM NEW 766559603 35,280 10,562,872 SH   DFND 1,5 0 0 10,562,872
RIGNET INC COM 766582100 6,218 244,030 SH   DFND 6 244,030 0 0
RIMAGE CORP COM 766721104 8,106 966,192 SH   DFND 1,5 0 0 966,192
RIO ALTO MNG LTD NEW COM 76689T104 213 115,000 SH   DFND 1,5 0 0 115,000
RIO TINTO PLC SPONSORED ADR 767204100 1,434 34,900 SH   DFND 1,5 0 0 34,900
RITCHIE BROS AUCTIONEERS COM 767744105 6,552 341,800 SH   DFND 1,5 0 0 341,800
RITE AID CORP COM 767754104 8,113 2,836,690 SH   DFND 6 2,836,690 0 0
RIVERBED TECHNOLOGY INC COM 768573107 198,948 12,785,835 SH   DFND 1,5 0 0 12,785,835
RIVERBED TECHNOLOGY INC COM 768573107 12,487 802,510 SH   DFND 6 684,110 0 118,400
RIVERBED TECHNOLOGY INC COM 768573107 5,795 372,430 SH   DFND 7 370,930 0 1,500
RIVERBED TECHNOLOGY INC COM 768573107 2,607 167,570 SH   DFND   167,570 0 0
RLJ LODGING TR COM 74965L101 12,725 565,800 SH   DFND 1,5 0 0 565,800
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 27,743 996,500 SH   DFND 1,5 0 0 996,500
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 220 7,900 SH   DFND 3 7,900 0 0
ROBERT HALF INTL INC COM 770323103 1,506 45,315 SH   DFND 2 45,315 0 0
ROBERT HALF INTL INC COM 770323103 311 9,344 SH   DFND 3 9,344 0 0
ROCHESTER MED CORP COM 771497104 376 25,500 SH   DFND 1,5 0 0 25,500
ROCK-TENN CO CL A 772739207 808,969 8,099,411 SH   DFND 1,5 150 0 8,099,261
ROCK-TENN CO CL A 772739207 72,365 724,519 SH   DFND 6 494,888 0 229,631
ROCK-TENN CO CL A 772739207 25,342 253,726 SH   DFND 7 223,546 0 30,180
ROCK-TENN CO CL A 772739207 2,584 25,875 SH   DFND   25,875 0 0
ROCKWELL AUTOMATION INC COM 773903109 223,987 2,694,090 SH   DFND 1,5 5,190 0 2,688,900
ROCKWELL AUTOMATION INC COM 773903109 3,775 45,400 SH   DFND 2 45,400 0 0
ROCKWELL AUTOMATION INC COM 773903109 530 6,380 SH   DFND 3 6,380 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,782 69,540 SH   DFND 6 67,770 0 1,770
ROCKWELL COLLINS INC COM 774341101 52,104 821,700 SH   DFND 1,5 0 0 821,700
ROCKWELL COLLINS INC COM 774341101 2,793 44,040 SH   DFND 2 44,040 0 0
ROCKWELL COLLINS INC COM 774341101 787 12,418 SH   DFND 3 12,418 0 0
ROCKWOOD HLDGS INC COM 774415103 95,016 1,483,927 SH   DFND 1,5 0 0 1,483,927
ROCKWOOD HLDGS INC COM 774415103 32,840 512,880 SH   DFND 6 493,380 0 19,500
ROCKWOOD HLDGS INC COM 774415103 9,312 145,436 SH   DFND 7 144,936 0 500
ROCKWOOD HLDGS INC COM 774415103 1,986 31,015 SH   DFND   31,015 0 0
ROCKY BRANDS INC COM 774515100 1,890 125,000 SH   DFND 1,5 0 0 125,000
ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 774678403 6,007 496,882 SH   DFND 1,5 0 0 496,882
ROFIN SINAR TECHNOLOGIES INC COM 775043102 8,729 350,000 SH   DFND 1,5 0 0 350,000
ROGERS COMMUNICATIONS INC CL B 775109200 90,836 2,318,750 SH   DFND 1,5 0 0 2,318,750
ROGERS COMMUNICATIONS INC CL B 775109200 7,088 180,926 SH   DFND 6 0 0 180,926
ROGERS COMMUNICATIONS INC CL B 775109200 126,882 3,238,890 SH   DFND 7 3,191,190 0 47,700
ROGERS COMMUNICATIONS INC CL B 775109200 309,151 7,891,616 SH   DFND   7,085,116 0 806,500
ROPER INDS INC NEW COM 776696106 530,600 4,271,456 SH   DFND 1,5 0 0 4,271,456
ROPER INDS INC NEW COM 776696106 4,009 32,277 SH   DFND 2 32,277 0 0
ROPER INDS INC NEW COM 776696106 645 5,193 SH   DFND 3 5,193 0 0
ROPER INDS INC NEW COM 776696106 1,225 9,863 SH   DFND 7 9,863 0 0
ROSETTA RESOURCES INC COM 777779307 122,544 2,882,027 SH   DFND 1,5 0 0 2,882,027
ROSS STORES INC COM 778296103 1,510,566 23,307,612 SH   DFND 1,5 0 0 23,307,612
ROSS STORES INC COM 778296103 4,638 71,561 SH   DFND 2 71,561 0 0
ROSS STORES INC COM 778296103 622 9,591 SH   DFND 3 9,591 0 0
ROSS STORES INC COM 778296103 1,033 15,946 SH   DFND 7 15,946 0 0
ROSS STORES INC COM 778296103 41,803 645,001 SH   DFND   645,001 0 0
ROUSE PPTYS INC COM 779287101 31,392 1,600,000 SH   DFND 1,5 0 0 1,600,000
ROVI CORP COM 779376102 20,043 877,520 SH   DFND 1,5 0 0 877,520
ROVI CORP COM 779376102 37,446 1,639,510 SH   DFND 6 1,639,510 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 134,919 3,960,046 SH   DFND 1,5 0 0 3,960,046
ROWAN COMPANIES PLC SHS CL A G7665A101 1,375 40,349 SH   DFND 2 40,349 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 381 11,186 SH   DFND 3 11,186 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 168,119 2,885,300 SH   DFND 1,5 0 0 2,885,300
ROYAL BK CDA MONTREAL QUE COM 780087102 97,656 1,676,000 SH   DFND 6 570,600 0 1,105,400
ROYAL BK CDA MONTREAL QUE COM 780087102 624,220 10,712,990 SH   DFND 7 10,501,600 0 211,390
ROYAL BK CDA MONTREAL QUE COM 780087102 1,006,580 17,275,139 SH   DFND   14,644,916 0 2,630,223
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,334 40,000 SH   DFND   40,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 439,730 6,892,326 SH   DFND 1,5 0 0 6,892,326
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 334,123 5,041,837 SH   DFND 1,5 0 0 5,041,837
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 919,861 14,417,878 SH   DFND 2 14,417,878 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 662 10,369 SH   DFND 3 10,369 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 14,004 219,491 SH   DFND 6 170,891 0 48,600
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,754 58,834 SH   DFND 7 42,034 0 16,800
ROYAL GOLD INC COM 780287108 72,572 1,724,624 SH   DFND 1,5 0 0 1,724,624
RPM INTL INC COM 749685103 133,311 4,173,798 SH   DFND 1,5 13,612 0 4,160,186
RPM INTL INC COM 749685103 1,079 33,789 SH   DFND 7 33,789 0 0
RTI BIOLOGICS INC COM 74975N105 387 102,800 SH   DFND 7 100,000 0 2,800
RTI BIOLOGICS INC COM 74975N105 236 62,662 SH   DFND   62,662 0 0
RTI INTL METALS INC COM 74973W107 126,496 4,565,000 SH   DFND 1,5 0 0 4,565,000
RUBICON MINERALS CORP COM 780911103 6,530 5,087,102 SH   DFND 1,5 0 0 5,087,102
RUBICON TECHNOLOGY INC COM 78112T107 13,948 1,741,305 SH   DFND 1,5 0 0 1,741,305
RUBY TUESDAY INC COM 781182100 66,456 7,200,000 SH   DFND 1,5 1,000,000 0 6,200,000
RUSH ENTERPRISES INC CL A 781846209 26,560 1,073,126 SH   DFND 1,5 10,326 0 1,062,800
RUSH ENTERPRISES INC CL A 781846209 8,831 356,820 SH   DFND 6 356,820 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 44,253 3,666,340 SH   DFND 1,5 0 0 3,666,340
RUTHS HOSPITALITY GROUP INC COM 783332109 476 39,400 SH   DFND 3 39,400 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 4,513 373,890 SH   DFND 6 373,890 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 1,801 149,196 SH   DFND 7 149,196 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 346,619 6,726,555 SH   DFND 1,5 0 0 6,726,555
RYANAIR HLDGS PLC SPONSORED ADR 783513104 6,931 134,500 SH   DFND 6 51,500 0 79,800
RYANAIR HLDGS PLC SPONSORED ADR 783513104 490 9,500 SH   DFND 7 9,500 0 0
RYDER SYS INC COM 783549108 2,517 41,400 SH   DFND 1,5 0 0 41,400
RYDER SYS INC COM 783549108 1,036 17,044 SH   DFND 2 17,044 0 0
RYDER SYS INC COM 783549108 766 12,600 SH   DFND 6 0 0 12,600
RYDER SYS INC COM 783549108 213 3,500 SH   DFND 7 3,100 0 400
RYDER SYS INC COM 783549108 1,441 23,702 SH   DFND   23,702 0 0
RYLAND GROUP INC COM 783764103 62,064 1,547,730 SH   DFND 1,5 0 0 1,547,730
RYLAND GROUP INC COM 783764103 12,441 310,250 SH   DFND 6 173,350 0 136,900
RYLAND GROUP INC COM 783764103 1,604 40,000 SH   DFND 7 38,900 0 1,100
RYLAND GROUP INC COM 783764103 4,716 117,600 SH   DFND   117,600 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 13,068 335,000 SH   DFND 1,5 0 0 335,000
RYMAN HOSPITALITY PPTYS INC COM 78377T107 27,190 696,999 SH   DFND 6 602,076 0 94,923
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,017 26,077 SH   DFND 7 25,598 0 479
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,136 80,392 SH   DFND   80,392 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 45,217 1,731,790 SH   DFND 1,5 14,248 0 1,717,542
SABRA HEALTH CARE REIT INC COM 78573L106 7,765 297,400 SH   DFND 6 297,400 0 0
SAFE BULKERS INC COM Y7388L103 201 37,864 SH   DFND 1,5 37,864 0 0
SAFEWAY INC COM NEW 786514208 436,147 18,433,952 SH   DFND 1,5 71,120 0 18,362,832
SAFEWAY INC COM NEW 786514208 1,861 78,660 SH   DFND 2 78,660 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 21,807 475,000 SH   DFND 1,5 0 0 475,000
SAIA INC COM 78709Y105 2,832 94,500 SH   DFND 1,5 0 0 94,500
SAIC INC COM 78390X101 59,667 4,283,376 SH   DFND 1,5 0 0 4,283,376
SAIC INC COM 78390X101 1,283 92,136 SH   DFND 2 92,136 0 0
SAIC INC COM 78390X101 958 68,773 SH   DFND 3 68,773 0 0
SALEM COMMUNICATIONS CORP DE CL A 794093104 150 20,000 SH   DFND 1,5 0 0 20,000
SALESFORCE COM INC COM 79466L302 3,371,572 88,307,292 SH   DFND 1,5 0 0 88,307,292
SALESFORCE COM INC COM 79466L302 6,747 176,703 SH   DFND 2 176,703 0 0
SALESFORCE COM INC COM 79466L302 13,929 364,828 SH   DFND 3 364,828 0 0
SALIX PHARMACEUTICALS INC COM 795435106 91,711 1,386,411 SH   DFND 1,5 0 0 1,386,411
SALIX PHARMACEUTICALS INC COM 795435106 4,163 62,940 SH   DFND 6 62,940 0 0
SALIX PHARMACEUTICALS INC COM 795435106 3,310 50,031 SH   DFND 7 50,031 0 0
SALIX PHARMACEUTICALS INC COM 795435106 240 3,623 SH   DFND   3,623 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 145,025 4,663,180 SH   DFND 1,5 17,460 0 4,645,720
SALLY BEAUTY HLDGS INC COM 79546E104 252 8,095 SH   DFND 3 8,095 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 8,133 261,510 SH   DFND 6 233,510 0 28,000
SALLY BEAUTY HLDGS INC COM 79546E104 5,895 189,540 SH   DFND 7 189,540 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 687 22,100 SH   DFND   22,100 0 0
SANDISK CORP COM 80004C101 484,481 7,929,313 SH   DFND 1,5 300 0 7,929,013
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 52,360 39,020,000 PRN   DFND 1,5 0 0 0
SANDISK CORP COM 80004C101 4,841 79,228 SH   DFND 2 79,228 0 0
SANDISK CORP COM 80004C101 58,319 954,481 SH   DFND 3 954,481 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 1,543 1,150,000 PRN   DFND 6 0 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 645 110,000 SH   DFND 1,5 0 0 110,000
SANGAMO BIOSCIENCES INC COM 800677106 16,003 2,049,100 SH   DFND 1,5 0 0 2,049,100
SANOFI SPONSORED ADR 80105N105 436,270 8,469,609 SH   DFND 1,5 0 0 8,469,609
SANOFI SPONSORED ADR 80105N105 879 17,060 SH   DFND 3 17,060 0 0
SANOFI SPONSORED ADR 80105N105 27,043 525,003 SH   DFND   525,003 0 0
SANTARUS INC COM 802817304 27,668 1,314,415 SH   DFND 1,5 0 0 1,314,415
SAP AG SPON ADR 803054204 3,306 45,400 SH   DFND 1,5 0 0 45,400
SAP AG SPON ADR 803054204 384 5,274 SH   DFND 3 5,274 0 0
SAPIENT CORP COM 803062108 185,207 14,181,204 SH   DFND 1,5 0 0 14,181,204
SAPIENT CORP COM 803062108 478 36,625 SH   DFND 3 36,625 0 0
SAPIENT CORP COM 803062108 1,196 91,541 SH   DFND 7 91,541 0 0
SAREPTA THERAPEUTICS INC COM 803607100 32,619 857,262 SH   DFND 1,5 0 0 857,262
SAVIENT PHARMACEUTICALS INC COM 80517Q100 195 348,908 SH   DFND 1,5 0 0 348,908
SBA COMMUNICATIONS CORP COM 78388J106 563,549 7,603,191 SH   DFND 1,5 0 0 7,603,191
SBA COMMUNICATIONS CORP COM 78388J106 105,960 1,429,567 SH   DFND 6 816,077 0 613,490
SBA COMMUNICATIONS CORP COM 78388J106 81,730 1,102,678 SH   DFND 7 754,258 0 348,420
SBA COMMUNICATIONS CORP COM 78388J106 666 8,988 SH   DFND   8,988 0 0
SCANA CORP NEW COM 80589M102 2,238 45,585 SH   DFND 2 45,585 0 0
SCANA CORP NEW COM 80589M102 488 9,929 SH   DFND 3 9,929 0 0
SCANSOURCE INC COM 806037107 133,817 4,181,781 SH   DFND 1,5 800,000 0 3,381,781
SCBT FINANCIAL CORP COM 78401V102 4,299 85,319 SH   DFND 1,5 0 0 85,319
SCBT FINANCIAL CORP COM 78401V102 18,946 375,995 SH   DFND 6 375,995 0 0
SCBT FINANCIAL CORP COM 78401V102 7,915 157,071 SH   DFND 7 157,071 0 0
SCBT FINANCIAL CORP COM 78401V102 576 11,439 SH   DFND   11,439 0 0
SCHEIN HENRY INC COM 806407102 525,188 5,484,988 SH   DFND 1,5 5,363 0 5,479,625
SCHEIN HENRY INC COM 806407102 24,485 255,722 SH   DFND 3 255,722 0 0
SCHLUMBERGER LTD COM 806857108 1,083,216 15,116,046 SH   DFND 1,5 26,635 0 15,089,411
SCHLUMBERGER LTD COM 806857108 31,016 432,827 SH   DFND 2 432,827 0 0
SCHLUMBERGER LTD COM 806857108 26,797 373,952 SH   DFND 3 373,952 0 0
SCHLUMBERGER LTD COM 806857108 60,667 846,600 SH   DFND 6 446,200 0 400,400
SCHLUMBERGER LTD COM 806857108 94,176 1,314,211 SH   DFND 7 833,511 0 480,700
SCHNITZER STL INDS CL A 806882106 448 19,151 SH   DFND 1,5 0 0 19,151
SCHWAB CHARLES CORP NEW COM 808513105 655,012 30,853,114 SH   DFND 1,5 277,797 0 30,575,317
SCHWAB CHARLES CORP NEW COM 808513105 7,609 358,410 SH   DFND 2 358,410 0 0
SCHWAB CHARLES CORP NEW COM 808513105 618 29,122 SH   DFND 3 29,122 0 0
SCHWAB CHARLES CORP NEW COM 808513105 40,369 1,901,490 SH   DFND 6 1,131,500 0 769,990
SCHWAB CHARLES CORP NEW COM 808513105 65,784 3,098,650 SH   DFND 7 2,745,230 0 353,420
SCHWAB CHARLES CORP NEW COM 808513105 3,397 159,991 SH   DFND   159,991 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 29,005 581,486 SH   DFND 1,5 0 0 581,486
SCIQUEST INC NEW COM 80908T101 75,171 3,000,822 SH   DFND 1,5 0 0 3,000,822
SCORPIO TANKERS INC SHS Y7542C106 32,149 3,580,033 SH   DFND 1,5 39,921 0 3,540,112
SCRIPPS E W CO OHIO CL A NEW 811054402 2,492 159,938 SH   DFND 1,5 0 0 159,938
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 52,160 781,300 SH   DFND 1,5 0 0 781,300
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,846 27,658 SH   DFND 2 27,658 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 345 5,173 SH   DFND 3 5,173 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 18,292 274,000 SH   DFND   274,000 0 0
SEABOARD CORP COM 811543107 164,646 60,800 SH   DFND 1,5 13,200 0 47,600
SEABRIDGE GOLD INC COM 811916105 5,676 601,905 SH   DFND 1,5 0 0 601,905
SEADRILL LIMITED SHS G7945E105 45,113 1,112,028 SH   DFND 1,5 0 0 1,112,028
SEADRILL LIMITED SHS G7945E105 529 13,100 SH   DFND 2 0 0 13,100
SEADRILL LIMITED SHS G7945E105 52,638 1,304,000 SH   DFND 6 520,300 0 777,200
SEADRILL LIMITED SHS G7945E105 17,482 433,072 SH   DFND 7 285,972 0 147,100
SEADRILL LIMITED SHS G7945E105 1,068 26,206 SH   DFND   26,206 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,414,346 31,549,100 SH   DFND 1,5 0 0 31,549,100
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,650 103,718 SH   DFND 2 103,718 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 448 9,990 SH   DFND 3 9,990 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 9,652 215,300 SH   DFND 6 201,500 0 13,800
SEAGATE TECHNOLOGY PLC SHS G7945M107 386 8,600 SH   DFND 7 8,600 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 30,051 670,326 SH   DFND   670,326 0 0
SEALED AIR CORP NEW COM 81211K100 47,900 2,000,000 SH   DFND 1,5 0 0 2,000,000
SEALED AIR CORP NEW COM 81211K100 1,533 64,024 SH   DFND 2 64,024 0 0
SEATTLE GENETICS INC COM 812578102 572,252 18,189,841 SH   DFND 1,5 0 0 18,189,841
SED INTL HLDGS INC COM NEW 784109209 930 465,000 SH   DFND 1,5 0 0 465,000
SEI INVESTMENTS CO COM 784117103 126,240 4,440,380 SH   DFND 1,5 0 0 4,440,380
SEI INVESTMENTS CO COM 784117103 226 7,963 SH   DFND 3 7,963 0 0
SELECT COMFORT CORP COM 81616X103 28,769 1,148,000 SH   DFND 1,5 0 0 1,148,000
SELECT COMFORT CORP COM 81616X103 21,975 876,900 SH   DFND 6 876,900 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 13,349 476,066 SH   DFND 1,5 0 0 476,066
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,477 178,400 SH   DFND 1,5 14,800 0 163,600
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 6,220 156,800 SH   DFND 1,5 10,800 0 146,000
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 4,585 81,300 SH   DFND 1,5 7,100 0 74,200
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 4,674 124,200 SH   DFND 1,5 8,400 0 115,800
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 5,147 108,100 SH   DFND 1,5 6,700 0 101,400
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 832 10,614 SH   DFND 3 10,614 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 44,248 1,446,470 SH   DFND 3 1,446,470 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 273,726 14,044,409 SH   DFND 3 14,044,409 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 35,548 835,054 SH   DFND 3 835,054 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 151,809 2,691,652 SH   DFND 3 2,691,652 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 36,895 774,938 SH   DFND 3 774,938 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 35,636 898,310 SH   DFND 3 898,310 0 0
SEMPRA ENERGY COM 816851109 1,135,954 13,893,768 SH   DFND 1,5 64,093 0 13,829,675
SEMPRA ENERGY COM 816851109 6,008 73,485 SH   DFND 2 73,485 0 0
SEMPRA ENERGY COM 816851109 2,165 26,480 SH   DFND 3 26,480 0 0
SEMPRA ENERGY COM 816851109 35,538 434,663 SH   DFND 6 83,763 0 350,900
SEMPRA ENERGY COM 816851109 23,203 283,794 SH   DFND 7 231,894 0 51,900
SEMPRA ENERGY COM 816851109 20,540 251,226 SH   DFND   251,226 0 0
SEMTECH CORP COM 816850101 23,134 660,400 SH   DFND 1,5 0 0 660,400
SEMTECH CORP COM 816850101 403 11,500 SH   DFND 3 11,500 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 26,887 1,036,900 SH   DFND 1,5 0 0 1,036,900
SERVICE CORP INTL COM 817565104 469,415 26,035,244 SH   DFND 1,5 1,300 0 26,033,944
SERVICE CORP INTL COM 817565104 1,007 55,851 SH   DFND 3 55,851 0 0
SERVICENOW INC COM 81762P102 586,188 14,513,198 SH   DFND 1,5 10,536 0 14,502,662
SERVICENOW INC COM 81762P102 2,302 57,000 SH   DFND 7 57,000 0 0
SERVICESOURCE INTL LLC COM 81763U100 69,630 7,471,046 SH   DFND 1,5 0 0 7,471,046
SERVOTRONICS INC COM 817732100 663 85,000 SH   DFND 1,5 0 0 85,000
SHANDA GAMES LTD SP ADR REPTG A 81941U105 790 200,000 SH   DFND 1,5 0 0 200,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 254 10,600 SH   DFND 7 10,200 0 400
SHAW COMMUNICATIONS INC CL B CONV 82028K200 35,951 1,498,001 SH   DFND   1,498,001 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 1,309 78,500 SH   DFND 1,5 0 0 78,500
SHERWIN WILLIAMS CO COM 824348106 559,195 3,166,450 SH   DFND 1,5 0 0 3,166,450
SHERWIN WILLIAMS CO COM 824348106 4,922 27,872 SH   DFND 2 27,872 0 0
SHERWIN WILLIAMS CO COM 824348106 27,677 156,722 SH   DFND 3 156,722 0 0
SHERWIN WILLIAMS CO COM 824348106 20,186 114,303 SH   DFND   114,303 0 0
SHFL ENTMT INC COM 78423R105 5,520 311,661 SH   DFND 1,5 0 0 311,661
SHIRE PLC SPONSORED ADR 82481R106 57,504 604,600 SH   DFND 1,5 0 0 604,600
SHUTTERFLY INC COM 82568P304 5,205 93,300 SH   DFND 1,5 0 0 93,300
SHUTTERSTOCK INC COM 825690100 27,322 489,809 SH   DFND 1,5 3,735 0 486,074
SIBANYE GOLD LTD SPONSORED ADR 825724206 3,931 1,337,131 SH   DFND 1,5 0 0 1,337,131
SIEMENS A G SPONSORED ADR 826197501 56,057 553,324 SH   DFND 1,5 0 0 553,324
SIERRA WIRELESS INC COM 826516106 552 43,200 SH   DFND 1,5 0 0 43,200
SIFCO INDS INC COM 826546103 1,349 83,375 SH   DFND 1,5 0 0 83,375
SIGA TECHNOLOGIES INC COM 826917106 2,274 800,745 SH   DFND 1,5 0 0 800,745
SIGMA ALDRICH CORP COM 826552101 225,569 2,806,987 SH   DFND 1,5 150 0 2,806,837
SIGMA ALDRICH CORP COM 826552101 3,143 39,114 SH   DFND 2 39,114 0 0
SIGMA ALDRICH CORP COM 826552101 761 9,472 SH   DFND 3 9,472 0 0
SIGMATRON INTL INC COM 82661L101 1,619 381,880 SH   DFND 1,5 0 0 381,880
SIGNATURE BK NEW YORK N Y COM 82669G104 71,255 858,285 SH   DFND 1,5 0 0 858,285
SIGNET JEWELERS LIMITED SHS G81276100 101,983 1,512,426 SH   DFND 1,5 150 0 1,512,276
SIGNET JEWELERS LIMITED SHS G81276100 16,669 247,200 SH   DFND 6 247,200 0 0
SILGAN HOLDINGS INC COM 827048109 127,379 2,712,500 SH   DFND 1,5 0 0 2,712,500
SILGAN HOLDINGS INC COM 827048109 12,914 274,990 SH   DFND 6 274,990 0 0
SILGAN HOLDINGS INC COM 827048109 45,000 958,270 SH   DFND 7 958,270 0 0
SILGAN HOLDINGS INC COM 827048109 31,267 665,822 SH   DFND   665,822 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 59,223 4,426,228 SH   DFND 1,5 0 0 4,426,228
SILICON LABORATORIES INC COM 826919102 228,910 5,527,880 SH   DFND 1,5 0 0 5,527,880
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 69,692 11,115,200 SH   DFND 1,5 0 0 11,115,200
SILVER BAY RLTY TR CORP COM 82735Q102 724 43,714 SH   DFND 1,5 509 0 43,205
SILVER STD RES INC COM 82823L106 589 92,900 SH   DFND   92,900 0 0
SILVER WHEATON CORP COM 828336107 72,797 3,714,731 SH   DFND 1,5 3,299,431 0 415,300
SILVER WHEATON CORP COM 828336107 3,569 182,128 SH   DFND 3 182,128 0 0
SILVER WHEATON CORP COM 828336107 22,303 1,138,080 SH   DFND 7 1,138,080 0 0
SILVER WHEATON CORP COM 828336107 2,975 151,818 SH   DFND   151,818 0 0
SILVERCORP METALS INC COM 82835P103 33 11,600 SH   DFND 7 11,600 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,078,378 13,160,954 SH   DFND 1,5 153,694 0 13,007,260
SIMON PPTY GROUP INC NEW COM 828806109 15,978 101,180 SH   DFND 2 101,180 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,844 24,344 SH   DFND 3 24,344 0 0
SIMON PPTY GROUP INC NEW COM 828806109 129,324 818,920 SH   DFND 6 818,920 0 0
SIMON PPTY GROUP INC NEW COM 828806109 509 3,220 SH   DFND 7 3,220 0 0
SIMON PPTY GROUP INC NEW COM 828806109 59,682 377,926 SH   DFND   377,926 0 0
SINA CORP ORD G81477104 35,768 641,800 SH   DFND 1,5 0 0 641,800
SINCLAIR BROADCAST GROUP INC CL A 829226109 102,113 3,475,600 SH   DFND 1,5 11,400 0 3,464,200
SINCLAIR BROADCAST GROUP INC CL A 829226109 19,371 659,340 SH   DFND 6 659,340 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,922 303,690 SH   DFND   303,690 0 0
SIRIUS XM RADIO INC COM 82967N108 123,550 36,880,688 SH   DFND 1,5 0 0 36,880,688
SIRIUS XM RADIO INC COM 82967N108 99 29,600 SH   DFND 3 29,600 0 0
SIRIUS XM RADIO INC COM 82967N108 26,020 7,767,252 SH   DFND   7,767,252 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 36,375 552,142 SH   DFND 1,5 0 0 552,142
SK TELECOM LTD SPONSORED ADR 78440P108 48,792 2,400,000 SH   DFND 1,5 500,000 0 1,900,000
SK TELECOM LTD SPONSORED ADR 78440P108 301 14,800 SH   DFND 7 14,800 0 0
SKECHERS U S A INC CL A 830566105 70,930 2,954,200 SH   DFND 1,5 0 0 2,954,200
SKYWEST INC COM 830879102 35,547 2,625,314 SH   DFND 1,5 0 0 2,625,314
SKYWORKS SOLUTIONS INC COM 83088M102 437,955 20,007,080 SH   DFND 1,5 0 0 20,007,080
SKYWORKS SOLUTIONS INC COM 83088M102 1,304 59,592 SH   DFND 3 59,592 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 918 41,920 SH   DFND 6 41,920 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,087 95,354 SH   DFND 7 95,354 0 0
SL GREEN RLTY CORP COM 78440X101 681,772 7,730,715 SH   DFND 1,5 95,266 0 7,635,449
SL GREEN RLTY CORP COM 78440X101 53,179 603,007 SH   DFND 6 603,007 0 0
SL GREEN RLTY CORP COM 78440X101 1,089 12,345 SH   DFND 7 12,345 0 0
SLM CORP COM 78442P106 591,697 25,883,503 SH   DFND 1,5 900 0 25,882,603
SLM CORP COM 78442P106 3,307 144,668 SH   DFND 2 144,668 0 0
SLM CORP COM 78442P106 1,702 74,436 SH   DFND 3 74,436 0 0
SLM CORP COM 78442P106 1,606 70,248 SH   DFND 7 70,248 0 0
SM ENERGY CO COM 78454L100 60,127 1,002,459 SH   DFND 1,5 0 0 1,002,459
SM ENERGY CO COM 78454L100 329 5,484 SH   DFND 3 5,484 0 0
SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 15 11,200 SH   DFND 1,5 0 0 11,200
SMARTPROS LTD COM 83171G103 218 125,000 SH   DFND 1,5 0 0 125,000
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 7,292 130,000 SH   DFND 1,5 0 0 130,000
SMITH A O COM 831865209 44,653 1,230,800 SH   DFND 1,5 0 0 1,230,800
SMITHFIELD FOODS INC COM 832248108 33,323 1,017,500 SH   DFND 1,5 0 0 1,017,500
SMTC CORP COM NEW 832682207 278 139,852 SH   DFND 1,5 0 0 139,852
SMUCKER J M CO COM NEW 832696405 95,823 928,963 SH   DFND 1,5 0 0 928,963
SMUCKER J M CO COM NEW 832696405 3,593 34,830 SH   DFND 2 34,830 0 0
SMUCKER J M CO COM NEW 832696405 3,202 31,041 SH   DFND 3 31,041 0 0
SMUCKER J M CO COM NEW 832696405 5,758 55,825 SH   DFND 6 55,825 0 0
SNAP ON INC COM 833034101 161,592 1,807,919 SH   DFND 1,5 0 0 1,807,919
SNAP ON INC COM 833034101 1,691 18,922 SH   DFND 2 18,922 0 0
SNAP ON INC COM 833034101 658 7,358 SH   DFND 3 7,358 0 0
SNAP ON INC COM 833034101 17,411 194,800 SH   DFND 6 175,470 0 19,330
SNAP ON INC COM 833034101 31,038 347,260 SH   DFND 7 341,070 0 6,190
SNAP ON INC COM 833034101 46,478 520,010 SH   DFND   520,010 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 199,473 2,745,666 SH   DFND 1,5 0 0 2,745,666
SOLARCITY CORP COM 83416T100 13,134 347,744 SH   DFND 1,5 150 0 347,594
SOLARWINDS INC COM 83416B109 340,849 8,782,494 SH   DFND 1,5 0 0 8,782,494
SOLARWINDS INC COM 83416B109 21,364 550,480 SH   DFND 6 326,280 0 224,200
SOLARWINDS INC COM 83416B109 29,904 770,535 SH   DFND 7 668,375 0 102,160
SOLARWINDS INC COM 83416B109 5,842 150,540 SH   DFND   150,540 0 0
SOLAZYME INC COM 83415T101 16,880 1,440,269 SH   DFND 6 1,440,269 0 0
SOLERA HOLDINGS INC COM 83421A104 110,137 1,979,093 SH   DFND 1,5 0 0 1,979,093
SOLERA HOLDINGS INC COM 83421A104 302 5,435 SH   DFND 3 5,435 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 69,660 3,295,182 SH   DFND 1,5 0 0 3,295,182
SONIC AUTOMOTIVE INC CL A 83545G102 422 19,949 SH   DFND 3 19,949 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 5,595 264,670 SH   DFND 6 264,670 0 0
SONIC CORP COM 835451105 118,769 8,157,211 SH   DFND 1,5 0 0 8,157,211
SONIC CORP COM 835451105 1,342 92,190 SH   DFND 6 92,190 0 0
SONOCO PRODS CO COM 835495102 33,845 979,022 SH   DFND 1,5 0 0 979,022
SONUS NETWORKS INC COM 835916107 37,033 12,303,467 SH   DFND 1,5 0 0 12,303,467
SONY CORP ADR NEW 835699307 94,094 4,440,500 SH   DFND 1,5 0 0 4,440,500
SOUFUN HLDGS LTD ADR 836034108 32,839 1,323,080 SH   DFND 1,5 163,100 0 1,159,980
SOURCEFIRE INC COM 83616T108 57,037 1,026,772 SH   DFND 1,5 0 0 1,026,772
SOURCEFIRE INC COM 83616T108 49,860 897,578 SH   DFND 6 720,148 0 177,430
SOURCEFIRE INC COM 83616T108 38,013 684,298 SH   DFND 7 491,538 0 192,760
SOURCEFIRE INC COM 83616T108 17,579 316,453 SH   DFND   316,453 0 0
SOUTH JERSEY INDS INC COM 838518108 8,309 144,730 SH   DFND 6 90,930 0 53,800
SOUTH JERSEY INDS INC COM 838518108 850 14,800 SH   DFND 7 14,500 0 300
SOUTH JERSEY INDS INC COM 838518108 2,704 47,100 SH   DFND   47,100 0 0
SOUTHCROSS ENERGY PARTNERS L COM UNIT LTDPT 84130C100 21,437 932,450 SH   DFND 1,5 0 0 932,450
SOUTHCROSS ENERGY PARTNERS L COM UNIT LTDPT 84130C100 1,168 50,800 SH   DFND 7 50,800 0 0
SOUTHERN CO COM 842587107 109,257 2,475,810 SH   DFND 1,5 96,596 0 2,379,214
SOUTHERN CO COM 842587107 12,499 283,222 SH   DFND 2 283,222 0 0
SOUTHERN CO COM 842587107 3,505 79,418 SH   DFND 3 79,418 0 0
SOUTHERN COPPER CORP COM 84265V105 15,144 548,300 SH   DFND 1,5 0 0 548,300
SOUTHWEST AIRLS CO COM 844741108 266,254 20,655,831 SH   DFND 1,5 0 0 20,655,831
SOUTHWEST AIRLS CO COM 844741108 3,030 235,032 SH   DFND 2 235,032 0 0
SOUTHWEST AIRLS CO COM 844741108 2,447 189,822 SH   DFND 3 189,822 0 0
SOUTHWEST AIRLS CO COM 844741108 804 62,400 SH   DFND 7 62,400 0 0
SOUTHWEST GAS CORP COM 844895102 39,152 836,756 SH   DFND 1,5 0 0 836,756
SOUTHWESTERN ENERGY CO COM 845467109 27,309 747,576 SH   DFND 1,5 8,776 0 738,800
SOUTHWESTERN ENERGY CO COM 845467109 4,184 114,541 SH   DFND 2 114,541 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,194 32,673 SH   DFND 3 32,673 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,087 111,870 SH   DFND 7 111,870 0 0
SOVRAN SELF STORAGE INC COM 84610H108 38,475 593,839 SH   DFND 1,5 0 0 593,839
SOVRAN SELF STORAGE INC COM 84610H108 6,460 99,710 SH   DFND 6 99,710 0 0
SPAN AMER MED SYS INC COM 846396109 5,653 288,000 SH   DFND 1,5 0 0 288,000
SPANSION INC COM CL A NEW 84649R200 11,456 915,011 SH   DFND 1,5 7,183 0 907,828
SPARTAN MTRS INC COM 846819100 490 80,000 SH   DFND 1,5 0 0 80,000
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 20,516 137,874 SH   DFND 3 137,874 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 503 4,221 SH   DFND 3 4,221 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 58,443 490,500 SH   DFND 7 490,500 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 17,968 150,802 SH   DFND   150,802 0 0
SPDR INDEX SHS FDS RUSS NOM SC JP 78463X822 7,583 161,280 SH   DFND 3 161,280 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 60,963 1,527,888 SH   DFND 3 1,527,888 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 48,371 302,300 SH   DFND 1,5 19,700 0 282,600
SPDR S&P 500 ETF TR TR UNIT 78462F103 715,490 4,471,535 SH   DFND 3 4,471,535 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 10,928 68,293 SH   DFND 6 68,293 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 368,786 2,304,768 SH   DFND 7 2,304,768 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 806 5,039 SH   DFND   5,039 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 1,701 8,085 SH   DFND 3 8,085 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 2,481 23,800 SH   DFND 1,5 1,600 0 22,200
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 15,815 281,000 SH   DFND 1,5 0 0 281,000
SPDR SERIES TRUST DJ REIT ETF 78464A607 5,317 70,000 SH   DFND 1,5 0 0 70,000
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 237 6,000 SH   DFND 1,5 0 0 6,000
SPDR SERIES TRUST S&P PHARMAC 78464A722 42,045 596,467 SH   DFND 3 596,467 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 64,148 837,329 SH   DFND 3 837,329 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 647 9,681 SH   DFND 3 9,681 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 248 8,429 SH   DFND 3 8,429 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 285 3,751 SH   DFND 3 3,751 0 0
SPECTRA ENERGY CORP COM 847560109 26,682 774,277 SH   DFND 1,5 0 0 774,277
SPECTRA ENERGY CORP COM 847560109 7,508 217,880 SH   DFND 2 217,880 0 0
SPECTRA ENERGY CORP COM 847560109 2,024 58,748 SH   DFND 3 58,748 0 0
SPECTRANETICS CORP COM 84760C107 26,339 1,410,000 SH   DFND 1,5 0 0 1,410,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 23,482 412,900 SH   DFND 1,5 0 0 412,900
SPECTRUM PHARMACEUTICALS INC COM 84763A108 46,541 6,238,680 SH   DFND 1,5 0 0 6,238,680
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9,611 447,428 SH   DFND 1,5 0 0 447,428
SPIRIT AIRLS INC COM 848577102 93,005 2,927,459 SH   DFND 1,5 0 0 2,927,459
SPIRIT AIRLS INC COM 848577102 2,665 83,890 SH   DFND 7 83,890 0 0
SPIRIT AIRLS INC COM 848577102 60,178 1,894,179 SH   DFND   1,894,179 0 0
SPLUNK INC COM 848637104 376,441 8,119,953 SH   DFND 1,5 0 0 8,119,953
SPLUNK INC COM 848637104 22,661 488,800 SH   DFND   488,800 0 0
SPREADTRUM COMMUNICATIONS IN ADR 849415203 18,002 685,773 SH   DFND 1,5 0 0 685,773
SPRINT NEXTEL CORP COM SER 1 852061100 212,250 30,235,064 SH   DFND 1,5 0 0 30,235,064
SPRINT NEXTEL CORP COM SER 1 852061100 6,898 982,607 SH   DFND 2 982,607 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 495 70,571 SH   DFND 3 70,571 0 0
SPS COMM INC COM 78463M107 99,024 1,800,436 SH   DFND 1,5 0 0 1,800,436
SPX CORP COM 784635104 3,171 44,060 SH   DFND 6 44,060 0 0
SPX CORP COM 784635104 9,790 136,010 SH   DFND 7 136,010 0 0
SPX CORP COM 784635104 9,725 135,102 SH   DFND   135,102 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 281,835 8,566,418 SH   DFND 1,5 0 0 8,566,418
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 8,398 255,246 SH   DFND 6 255,246 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 5,538 168,333 SH   DFND 7 168,333 0 0
ST JOE CO COM 790148100 78,692 3,738,361 SH   DFND 1,5 0 0 3,738,361
ST JUDE MED INC COM 790849103 447,465 9,806,384 SH   DFND 1,5 17,164 0 9,789,220
ST JUDE MED INC COM 790849103 4,212 92,305 SH   DFND 2 92,305 0 0
ST JUDE MED INC COM 790849103 730 16,008 SH   DFND 3 16,008 0 0
STAG INDL INC COM 85254J102 24,505 1,228,338 SH   DFND 1,5 0 0 1,228,338
STAMPS COM INC COM NEW 852857200 68,900 1,749,176 SH   DFND 1,5 0 0 1,749,176
STANCORP FINL GROUP INC COM 852891100 91,041 1,842,555 SH   DFND 1,5 0 0 1,842,555
STANCORP FINL GROUP INC COM 852891100 44,056 891,636 SH   DFND 6 804,936 0 86,700
STANCORP FINL GROUP INC COM 852891100 19,020 384,948 SH   DFND 7 384,348 0 600
STANCORP FINL GROUP INC COM 852891100 4,738 95,896 SH   DFND   95,896 0 0
STANDARD MTR PRODS INC COM 853666105 72,881 2,122,343 SH   DFND 1,5 0 0 2,122,343
STANDARD PAC CORP NEW COM 85375C101 24,900 2,989,145 SH   DFND 1,5 0 0 2,989,145
STANDARD PARKING CORP COM 853790103 7,511 349,978 SH   DFND 6 349,978 0 0
STANDEX INTL CORP COM 854231107 26,448 501,384 SH   DFND 1,5 0 0 501,384
STANLEY BLACK & DECKER INC COM 854502101 414,248 5,358,967 SH   DFND 1,5 78,839 0 5,280,128
STANLEY BLACK & DECKER INC COM 854502101 4,075 52,722 SH   DFND 2 52,722 0 0
STANLEY BLACK & DECKER INC COM 854502101 811 10,492 SH   DFND 3 10,492 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,845 36,808 SH   DFND 7 36,808 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 5,159 1,289,638 SH   DFND 1,5 0 0 1,289,638
STANTEC INC COM 85472N109 147,389 3,491,200 SH   DFND 1,5 0 0 3,491,200
STANTEC INC COM 85472N109 6,062 143,600 SH   DFND 7 140,700 0 2,900
STANTEC INC COM 85472N109 54,245 1,284,900 SH   DFND   1,229,700 0 55,200
STAPLES INC COM 855030102 768,148 48,433,015 SH   DFND 1,5 135,437 0 48,297,578
STAPLES INC COM 855030102 3,428 216,159 SH   DFND 2 216,159 0 0
STAPLES INC COM 855030102 617 38,888 SH   DFND 3 38,888 0 0
STAPLES INC COM 855030102 1,098 69,204 SH   DFND 7 69,204 0 0
STAPLES INC COM 855030102 8,726 550,201 SH   DFND   550,201 0 0
STARBUCKS CORP COM 855244109 2,734,807 41,759,154 SH   DFND 1,5 8,600 0 41,750,554
STARBUCKS CORP COM 855244109 15,962 243,727 SH   DFND 2 243,727 0 0
STARBUCKS CORP COM 855244109 54,586 833,503 SH   DFND 3 833,503 0 0
STARBUCKS CORP COM 855244109 38,570 588,950 SH   DFND 6 209,650 0 379,300
STARBUCKS CORP COM 855244109 17,201 262,645 SH   DFND 7 206,545 0 56,100
STARBUCKS CORP COM 855244109 45,211 690,355 SH   DFND   690,355 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 161,931 2,562,600 SH   DFND 1,5 0 0 2,562,600
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,002 63,337 SH   DFND 2 63,337 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,502 23,768 SH   DFND 3 23,768 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3,771 59,680 SH   DFND 6 56,730 0 2,950
STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 9,283 9,000,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 48,110 2,176,925 SH   DFND 1,5 0 0 2,176,925
STATE STR CORP COM 857477103 605,731 9,288,922 SH   DFND 1,5 0 0 9,288,922
STATE STR CORP COM 857477103 9,675 148,373 SH   DFND 2 148,373 0 0
STATE STR CORP COM 857477103 72,993 1,119,351 SH   DFND 3 1,119,351 0 0
STATE STR CORP COM 857477103 321 4,930 SH   DFND 6 4,930 0 0
STATE STR CORP COM 857477103 19,471 298,590 SH   DFND 7 298,590 0 0
STATE STR CORP COM 857477103 15,396 236,100 SH   DFND   236,100 0 0
STATOIL ASA SPONSORED ADR 85771P102 3,290 159,000 SH   DFND 1,5 0 0 159,000
STEELCASE INC CL A 858155203 15,160 1,039,800 SH   DFND 1,5 0 0 1,039,800
STEELCASE INC CL A 858155203 412 28,263 SH   DFND 3 28,263 0 0
STEINER LEISURE LTD ORD P8744Y102 107,519 2,034,041 SH   DFND 1,5 0 0 2,034,041
STEINER LEISURE LTD ORD P8744Y102 8,362 158,200 SH   DFND 7 158,200 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 35,354 1,482,956 SH   DFND 1,5 0 0 1,482,956
STERICYCLE INC COM 858912108 551,503 4,994,138 SH   DFND 1,5 0 0 4,994,138
STERICYCLE INC COM 858912108 3,108 28,142 SH   DFND 2 28,142 0 0
STERICYCLE INC COM 858912108 1,390 12,586 SH   DFND 3 12,586 0 0
STERIS CORP COM 859152100 59,959 1,398,300 SH   DFND 1,5 0 0 1,398,300
STERLING CONSTRUCTION CO INC COM 859241101 14,768 1,630,000 SH   DFND 1,5 0 0 1,630,000
STERLING FINL CORP WASH COM NEW 859319303 45,183 1,900,047 SH   DFND 1,5 0 0 1,900,047
STERLITE INDS INDIA LTD ADS 859737207 177 30,300 SH   DFND 7 30,300 0 0
STIFEL FINL CORP COM 860630102 28,658 803,410 SH   DFND 7 803,410 0 0
STONE ENERGY CORP COM 861642106 59,744 2,711,947 SH   DFND 1,5 0 0 2,711,947
STONERIDGE INC COM 86183P102 673 57,789 SH   DFND 1,5 0 0 57,789
STRATASYS LTD SHS M85548101 135,715 1,620,673 SH   DFND 1,5 2,473 0 1,618,200
STRATTEC SEC CORP COM 863111100 15,337 410,510 SH   DFND 1,5 80,510 0 330,000
STRAYER ED INC COM 863236105 23,762 486,632 SH   DFND 1,5 12,959 0 473,673
STRYKER CORP COM 863667101 734,868 11,361,597 SH   DFND 1,5 0 0 11,361,597
STRYKER CORP COM 863667101 6,049 93,519 SH   DFND 2 93,519 0 0
STRYKER CORP COM 863667101 2,942 45,486 SH   DFND 3 45,486 0 0
STRYKER CORP COM 863667101 1,964 30,358 SH   DFND 7 30,358 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 6,082 659,600 SH   DFND 1,5 0 0 659,600
SUMMIT HOTEL PPTYS PFD SER C 7.125% 866082407 3,880 160,000 SH   DFND 1,5 0 0 160,000
SUMMIT HOTEL PPTYS COM 866082100 7,517 795,500 SH   DFND 1,5 0 0 795,500
SUN CMNTYS INC COM 866674104 258,503 5,194,997 SH   DFND 1,5 48,835 0 5,146,162
SUN CMNTYS INC COM 866674104 8,926 179,376 SH   DFND 6 179,376 0 0
SUN HYDRAULICS CORP COM 866942105 1,254 40,100 SH   DFND 1,5 0 0 40,100
SUN LIFE FINL INC COM 866796105 161,724 5,460,184 SH   DFND 1,5 3,757,584 0 1,702,600
SUN LIFE FINL INC COM 866796105 37,157 1,254,500 SH   DFND 6 476,500 0 778,000
SUN LIFE FINL INC COM 866796105 138,553 4,677,900 SH   DFND 7 4,578,100 0 99,800
SUN LIFE FINL INC COM 866796105 275,980 9,317,747 SH   DFND   8,427,347 0 890,400
SUNCOKE ENERGY INC COM 86722A103 63,093 4,500,200 SH   DFND 1,5 0 0 4,500,200
SUNCOR ENERGY INC NEW COM 867224107 958,900 32,531,455 SH   DFND 1,5 3,576,041 0 28,955,414
SUNCOR ENERGY INC NEW COM 867224107 12,722 431,596 SH   DFND 3 431,596 0 0
SUNCOR ENERGY INC NEW COM 867224107 60,383 2,048,538 SH   DFND 6 757,428 0 1,291,110
SUNCOR ENERGY INC NEW COM 867224107 119,722 4,061,660 SH   DFND 7 3,887,484 0 174,176
SUNCOR ENERGY INC NEW COM 867224107 340,055 11,536,631 SH   DFND   10,214,599 0 1,322,032
SUNEDISON INC COM 86732Y109 43,816 5,363,000 SH   DFND 1,5 31,500 0 5,331,500
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 17,494 3,357,795 SH   DFND 1,5 0 0 3,357,795
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 11,991 2,301,630 SH   DFND 6 2,301,630 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,746 335,189 SH   DFND 7 335,189 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 87 16,695 SH   DFND   16,695 0 0
SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 31,975 500,000 SH   DFND 1,5 0 0 500,000
SUNOPTA INC COM 8676EP108 21,867 2,881,900 SH   DFND 1,5 0 0 2,881,900
SUNOPTA INC COM 8676EP108 16,966 2,235,300 SH   DFND 6 2,235,300 0 0
SUNOPTA INC COM 8676EP108 11,833 1,559,429 SH   DFND   1,559,429 0 0
SUNPOWER CORP COM 867652406 2,991 144,471 SH   DFND   144,471 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 162,017 13,411,967 SH   DFND 1,5 187,834 0 13,224,133
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 8,053 306,780 SH   DFND 1,5 0 0 306,780
SUNSTONE HOTEL INVS INC NEW COM 867892101 17,979 1,488,345 SH   DFND 6 1,488,345 0 0
SUNTRUST BKS INC COM 867914103 243,503 7,713,100 SH   DFND 1,5 3,868 0 7,709,232
SUNTRUST BKS INC COM 867914103 5,545 175,655 SH   DFND 2 175,655 0 0
SUNTRUST BKS INC COM 867914103 1,522 48,223 SH   DFND 3 48,223 0 0
SUPER MICRO COMPUTER INC COM 86800U104 67,284 6,323,727 SH   DFND 1,5 0 0 6,323,727
SUPERIOR ENERGY SVCS INC COM 868157108 282,186 10,878,400 SH   DFND 1,5 0 0 10,878,400
SUPERIOR ENERGY SVCS INC COM 868157108 3,024 116,590 SH   DFND 6 116,590 0 0
SURMODICS INC COM 868873100 9,667 483,100 SH   DFND 1,5 0 0 483,100
SUSQUEHANNA BANCSHARES INC P COM 869099101 8,341 649,081 SH   DFND 1,5 0 0 649,081
SUSSER HLDGS CORP COM 869233106 22,207 463,800 SH   DFND 1,5 0 0 463,800
SUSSER HLDGS CORP COM 869233106 6,195 129,390 SH   DFND 6 129,390 0 0
SVB FINL GROUP COM 78486Q101 41,660 500,000 SH   DFND 1,5 0 0 500,000
SVB FINL GROUP COM 78486Q101 9,613 115,370 SH   DFND 6 115,370 0 0
SVB FINL GROUP COM 78486Q101 7,625 91,518 SH   DFND 7 91,518 0 0
SVB FINL GROUP COM 78486Q101 555 6,667 SH   DFND   6,667 0 0
SWIFT ENERGY CO COM 870738101 42,565 3,550,000 SH   DFND 1,5 0 0 3,550,000
SWIFT TRANSN CO CL A 87074U101 3,617 218,700 SH   DFND 1,5 0 0 218,700
SWIFT TRANSN CO CL A 87074U101 6,506 393,370 SH   DFND 6 324,270 0 69,100
SWISHER HYGIENE INC COM 870808102 10,031 11,665,684 SH   DFND 1,5 0 0 11,665,684
SWISHER HYGIENE INC COM 870808102 17 19,190 SH   DFND 7 19,190 0 0
SWS GROUP INC COM 78503N107 1,068 196,000 SH   DFND 1,5 0 0 196,000
SYKES ENTERPRISES INC COM 871237103 12,284 779,428 SH   DFND 1,5 0 0 779,428
SYMANTEC CORP COM 871503108 451,097 20,075,508 SH   DFND 1,5 0 0 20,075,508
SYMANTEC CORP COM 871503108 5,097 226,831 SH   DFND 2 226,831 0 0
SYMANTEC CORP COM 871503108 551 24,533 SH   DFND 3 24,533 0 0
SYMANTEC CORP COM 871503108 24,138 1,074,240 SH   DFND 6 801,580 0 272,660
SYMANTEC CORP COM 871503108 27,458 1,221,994 SH   DFND 7 710,684 0 511,310
SYMETRA FINL CORP COM 87151Q106 8,890 555,949 SH   DFND 1,5 0 0 555,949
SYMMETRICOM INC COM 871543104 2,976 662,900 SH   DFND 1,5 0 0 662,900
SYNAGEVA BIOPHARMA CORP COM 87159A103 117,856 2,806,087 SH   DFND 1,5 6,654 0 2,799,433
SYNAPTICS INC COM 87157D109 10,427 270,411 SH   DFND 1,5 0 0 270,411
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 180,378 5,843,139 SH   DFND 1,5 0 0 5,843,139
SYNERGY PHARMACEUTICALS DEL *W EXP 12/06/201 871639118 679 375,000 SH   DFND 1,5 0 0 375,000
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 15,436 3,573,056 SH   DFND 1,5 0 0 3,573,056
SYNERGY RES CORP COM 87164P103 16,523 2,257,235 SH   DFND 1,5 0 0 2,257,235
SYNERGY RES CORP COM 87164P103 420 57,400 SH   DFND 7 57,400 0 0
SYNNEX CORP COM 87162W100 224,587 5,311,900 SH   DFND 1,5 0 0 5,311,900
SYNOPSYS INC COM 871607107 88,810 2,484,200 SH   DFND 1,5 300 0 2,483,900
SYNOPSYS INC COM 871607107 8,846 247,450 SH   DFND 6 247,450 0 0
SYNOVUS FINL CORP COM 87161C105 65,010 22,263,560 SH   DFND 1,5 0 0 22,263,560
SYNOVUS FINL CORP COM 87161C105 19,490 6,674,684 SH   DFND 6 6,225,384 0 449,300
SYNOVUS FINL CORP COM 87161C105 729 249,800 SH   DFND 7 242,800 0 7,000
SYNOVUS FINL CORP COM 87161C105 1,810 619,703 SH   DFND   619,703 0 0
SYNTA PHARMACEUTICALS CORP COM 87162T206 10,323 2,068,829 SH   DFND 1,5 0 0 2,068,829
SYNTEL INC COM 87162H103 7,866 125,109 SH   DFND 1,5 0 0 125,109
SYNTEL INC COM 87162H103 10,814 172,000 SH   DFND 7 172,000 0 0
SYSCO CORP COM 871829107 45,808 1,340,993 SH   DFND 1,5 21,750 0 1,319,243
SYSCO CORP COM 871829107 6,601 193,228 SH   DFND 2 193,228 0 0
SYSCO CORP COM 871829107 1,758 51,462 SH   DFND 3 51,462 0 0
T-MOBILE US INC COM 872590104 220,768 8,898,358 SH   DFND 1,5 0 0 8,898,358
T-MOBILE US INC COM 872590104 7,447 300,170 SH   DFND 6 239,020 0 61,150
T-MOBILE US INC COM 872590104 11,529 464,700 SH   DFND 7 282,450 0 182,250
TABLEAU SOFTWARE INC CL A 87336U105 23,116 417,100 SH   DFND 1,5 0 0 417,100
TABLEAU SOFTWARE INC CL A 87336U105 20,999 378,902 SH   DFND   378,902 0 0
TAHOE RES INC COM 873868103 128,864 9,089,603 SH   DFND 1,5 0 0 9,089,603
TAHOE RES INC COM 873868103 9,804 691,520 SH   DFND 6 253,720 0 437,800
TAHOE RES INC COM 873868103 44,622 3,147,500 SH   DFND 7 3,137,300 0 10,200
TAHOE RES INC COM 873868103 62,374 4,399,650 SH   DFND   4,072,950 0 326,700
TAITRON COMPONENTS INC CL A 874028103 282 309,734 SH   DFND 1,5 0 0 309,734
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 260,022 14,193,352 SH   DFND 1,5 0 0 14,193,352
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,249 68,200 SH   DFND 3 68,200 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,977 162,500 SH   DFND 7 162,500 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 86,647 5,788,019 SH   DFND 1,5 0 0 5,788,019
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,098 1,000,000 PRN   DFND 1,5 0 0 0
TALISMAN ENERGY INC COM 87425E103 128,851 11,292,730 SH   DFND 1,5 8,214,830 0 3,077,900
TALISMAN ENERGY INC COM 87425E103 21,820 1,912,320 SH   DFND 6 745,666 0 1,166,654
TALISMAN ENERGY INC COM 87425E103 59,036 5,173,980 SH   DFND 7 5,028,580 0 145,400
TALISMAN ENERGY INC COM 87425E103 118,467 10,382,651 SH   DFND   9,412,151 0 970,500
TANGER FACTORY OUTLET CTRS I COM 875465106 218,981 6,544,546 SH   DFND 1,5 93,049 0 6,451,497
TANGER FACTORY OUTLET CTRS I COM 875465106 12,481 373,001 SH   DFND   373,001 0 0
TARGA RES CORP COM 87612G101 83,018 1,290,500 SH   DFND 1,5 0 0 1,290,500
TARGACEPT INC COM 87611R306 19,887 4,657,464 SH   DFND 1,5 0 0 4,657,464
TARGET CORP COM 87612E106 982,171 14,263,303 SH   DFND 1,5 232,584 0 14,030,719
TARGET CORP COM 87612E106 14,387 208,935 SH   DFND 2 208,935 0 0
TARGET CORP COM 87612E106 3,648 52,970 SH   DFND 3 52,970 0 0
TARGET CORP COM 87612E106 9,209 133,734 SH   DFND   133,734 0 0
TAUBMAN CTRS INC PFD SER K 876664707 2,914 120,000 SH   DFND 1,5 0 0 120,000
TAYLOR MORRISON HOME CORP CL A 87724P106 3,245 133,110 SH   DFND 6 133,110 0 0
TCF FINL CORP COM 872275102 283,010 19,958,400 SH   DFND 1,5 0 0 19,958,400
TCF FINL CORP COM 872275102 33,024 2,328,879 SH   DFND 6 2,328,879 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 91,423 3,763,810 SH   DFND 1,5 0 0 3,763,810
TD AMERITRADE HLDG CORP COM 87236Y108 18,501 761,680 SH   DFND   761,680 0 0
TE CONNECTIVITY LTD REG SHS H84989104 326,797 7,176,050 SH   DFND 1,5 0 0 7,176,050
TE CONNECTIVITY LTD REG SHS H84989104 6,159 135,251 SH   DFND 2 135,251 0 0
TE CONNECTIVITY LTD REG SHS H84989104 3,515 77,177 SH   DFND 3 77,177 0 0
TE CONNECTIVITY LTD REG SHS H84989104 30,261 664,500 SH   DFND 6 91,100 0 573,400
TE CONNECTIVITY LTD REG SHS H84989104 17,786 390,550 SH   DFND 7 305,750 0 84,800
TEAM HEALTH HOLDINGS INC COM 87817A107 175,966 4,284,530 SH   DFND 1,5 0 0 4,284,530
TEAM HEALTH HOLDINGS INC COM 87817A107 17,495 425,990 SH   DFND 7 425,990 0 0
TEAM INC COM 878155100 11,719 309,630 SH   DFND 6 309,630 0 0
TECH DATA CORP COM 878237106 265,550 5,639,197 SH   DFND 1,5 0 0 5,639,197
TECHNE CORP COM 878377100 6,263 90,660 SH   DFND 6 90,660 0 0
TECK RESOURCES LTD CL B 878742204 6,548 306,500 SH   DFND 1,5 0 0 306,500
TECO ENERGY INC COM 872375100 1,140 66,313 SH   DFND 2 66,313 0 0
TECO ENERGY INC COM 872375100 329 19,159 SH   DFND 3 19,159 0 0
TEEKAY CORPORATION COM Y8564W103 2,152 52,963 SH   DFND 1,5 0 0 52,963
TEJON RANCH CO COM 879080109 4,274 150,000 SH   DFND 1,5 0 0 150,000
TELEDYNE TECHNOLOGIES INC COM 879360105 253,885 3,282,285 SH   DFND 1,5 2,860 0 3,279,425
TELEDYNE TECHNOLOGIES INC COM 879360105 8,120 104,980 SH   DFND 6 104,980 0 0
TELEFLEX INC COM 879369106 44,867 579,000 SH   DFND 1,5 0 0 579,000
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 50,413 37,476,000 PRN   DFND 1,5 0 0 0
TELEFLEX INC COM 879369106 24,753 319,440 SH   DFND 6 319,440 0 0
TELEFLEX INC NOTE 3.875% 8/0 879369AA4 457 340,000 PRN   DFND 6 0 0 0
TELEFLEX INC COM 879369106 6,078 78,433 SH   DFND 7 78,433 0 0
TELEFLEX INC COM 879369106 450 5,802 SH   DFND   5,802 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 59,029 2,586,734 SH   DFND 1,5 30,728 0 2,556,006
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,138 93,670 SH   DFND 7 93,670 0 0
TELEFONICA S A SPONSORED ADR 879382208 12,242 955,634 SH   DFND 1,5 0 0 955,634
TELEPHONE & DATA SYS INC COM NEW 879433829 38,887 1,577,582 SH   DFND 1,5 0 0 1,577,582
TELETECH HOLDINGS INC COM 879939106 60,365 2,576,412 SH   DFND 1,5 0 0 2,576,412
TELETECH HOLDINGS INC COM 879939106 1,665 71,055 SH   DFND 3 71,055 0 0
TELUS CORP COM 87971M103 5,761 197,362 SH   DFND 6 0 0 197,362
TELUS CORP COM 87971M103 133,408 4,570,200 SH   DFND 7 4,517,900 0 52,300
TELUS CORP COM 87971M103 231,538 7,931,859 SH   DFND   6,955,959 0 975,900
TEMPUR PEDIC INTL INC COM 88023U101 374,057 8,520,654 SH   DFND 1,5 0 0 8,520,654
TEMPUR PEDIC INTL INC COM 88023U101 21,354 486,431 SH   DFND 6 486,431 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 322,780 7,001,733 SH   DFND 1,5 0 0 7,001,733
TENET HEALTHCARE CORP COM NEW 88033G407 1,562 33,876 SH   DFND 2 33,876 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 607 13,169 SH   DFND 3 13,169 0 0
TENNECO INC COM 880349105 327,934 7,242,360 SH   DFND 1,5 4,027 0 7,238,333
TENNECO INC COM 880349105 475 10,500 SH   DFND 3 10,500 0 0
TENNECO INC COM 880349105 16,969 374,756 SH   DFND 6 374,756 0 0
TENNECO INC COM 880349105 395 8,729 SH   DFND 7 8,729 0 0
TERADATA CORP DEL COM 88076W103 88,293 1,757,765 SH   DFND 1,5 2,608 0 1,755,157
TERADATA CORP DEL COM 88076W103 2,672 53,194 SH   DFND 2 53,194 0 0
TERADATA CORP DEL COM 88076W103 828 16,483 SH   DFND 3 16,483 0 0
TERADYNE INC COM 880770102 15,353 873,800 SH   DFND 1,5 0 0 873,800
TERADYNE INC COM 880770102 1,086 61,798 SH   DFND 2 61,798 0 0
TERADYNE INC COM 880770102 531 30,212 SH   DFND 3 30,212 0 0
TEREX CORP NEW COM 880779103 101,734 3,868,197 SH   DFND 1,5 0 0 3,868,197
TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 16,659 9,590,000 PRN   DFND 1,5 0 0 0
TERRENO RLTY CORP COM 88146M101 51,861 2,798,780 SH   DFND 1,5 3,236 0 2,795,544
TERRENO RLTY CORP COM 88146M101 1,382 74,600 SH   DFND 6 74,600 0 0
TESARO INC COM 881569107 48,285 1,474,794 SH   DFND 1,5 0 0 1,474,794
TESCO CORP COM 88157K101 10,059 759,185 SH   DFND 1,5 0 0 759,185
TESLA MTRS INC COM 88160R101 1,683,025 15,666,246 SH   DFND 1,5 2,730 0 15,663,516
TESLA MTRS INC COM 88160R101 7,889 73,430 SH   DFND   73,430 0 0
TESORO CORP COM 881609101 125,222 2,393,388 SH   DFND 1,5 0 0 2,393,388
TESORO CORP COM 881609101 2,314 44,224 SH   DFND 2 44,224 0 0
TESORO CORP COM 881609101 537 10,266 SH   DFND 3 10,266 0 0
TESORO CORP COM 881609101 628 12,000 SH   DFND 6 7,950 0 4,050
TESORO LOGISTICS LP COM UNIT LP 88160T107 80,545 1,332,206 SH   DFND 1,5 0 0 1,332,206
TESSCO TECHNOLOGIES INC COM 872386107 9,973 377,755 SH   DFND 1,5 0 0 377,755
TESSERA TECHNOLOGIES INC COM 88164L100 48,004 2,307,900 SH   DFND 1,5 0 0 2,307,900
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 15,056 2,141,645 SH   DFND 4 2,141,645 0 0
TETRA TECH INC NEW COM 88162G103 82,316 3,501,300 SH   DFND 1,5 0 0 3,501,300
TETRA TECHNOLOGIES INC DEL COM 88162F105 6,934 675,828 SH   DFND 1,5 0 0 675,828
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 33 32,000 PRN   DFND 3 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 128,775 3,285,089 SH   DFND 1,5 0 0 3,285,089
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 147,128 3,316,679 SH   DFND 1,5 0 0 3,316,679
TEXAS INSTRS INC COM 882508104 240,526 6,897,800 SH   DFND 1,5 0 0 6,897,800
TEXAS INSTRS INC COM 882508104 12,593 361,132 SH   DFND 2 361,132 0 0
TEXAS INSTRS INC COM 882508104 4,268 122,403 SH   DFND 3 122,403 0 0
TEXAS INSTRS INC COM 882508104 5,998 172,000 SH   DFND 6 172,000 0 0
TEXAS ROADHOUSE INC COM 882681109 240,534 9,613,687 SH   DFND 1,5 53,380 0 9,560,307
TEXAS ROADHOUSE INC COM 882681109 1,492 59,617 SH   DFND 7 59,617 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 30,752 800,000 SH   DFND 1,5 0 0 800,000
TEXTRON INC COM 883203101 704,405 27,040,504 SH   DFND 1,5 18,782 0 27,021,722
TEXTRON INC COM 883203101 2,357 90,486 SH   DFND 2 90,486 0 0
TEXTRON INC COM 883203101 248 9,519 SH   DFND 3 9,519 0 0
TEXTRON INC COM 883203101 1,351 51,865 SH   DFND 7 51,865 0 0
TEXTURA CORP COM 883211104 3,397 130,600 SH   DFND 1,5 0 0 130,600
TFS FINL CORP COM 87240R107 5,505 491,510 SH   DFND 6 491,510 0 0
THE ADT CORPORATION COM 00101J106 66,454 1,667,610 SH   DFND 1,5 0 0 1,667,610
THE ADT CORPORATION COM 00101J106 2,834 71,114 SH   DFND 2 71,114 0 0
THE ADT CORPORATION COM 00101J106 520 13,054 SH   DFND 3 13,054 0 0
THERAGENICS CORP COM 883375107 6,390 3,087,024 SH   DFND 1,5 0 0 3,087,024
THERAPEUTICSMD INC COM 88338N107 30,669 10,121,621 SH   DFND 1,5 0 0 10,121,621
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 42,722 27,730,000 PRN   DFND 1,5 0 0 0
THERAVANCE INC COM 88338T104 405,639 10,527,868 SH   DFND 1,5 13,707 0 10,514,161
THERAVANCE INC COM 88338T104 16,618 431,297 SH   DFND 6 431,297 0 0
THERAVANCE INC NOTE 2.125% 1/1 88338TAB0 493 320,000 PRN   DFND 7 0 0 0
THERAVANCE INC COM 88338T104 8,739 226,818 SH   DFND 7 226,818 0 0
THERAVANCE INC COM 88338T104 365 9,476 SH   DFND   9,476 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 572,759 6,767,800 SH   DFND 1,5 0 0 6,767,800
THERMO FISHER SCIENTIFIC INC COM 883556102 9,890 116,856 SH   DFND 2 116,856 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,819 56,940 SH   DFND 3 56,940 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 45,262 534,820 SH   DFND 6 347,440 0 187,380
THERMO FISHER SCIENTIFIC INC COM 883556102 63,277 747,690 SH   DFND 7 462,140 0 285,550
THERMO FISHER SCIENTIFIC INC COM 883556102 58,913 696,125 SH   DFND   696,125 0 0
THOMPSON CREEK METALS CO INC COM 884768102 609 200,900 SH   DFND 6 0 0 200,900
THOMPSON CREEK METALS CO INC COM 884768102 5,606 1,848,300 SH   DFND 7 1,785,700 0 62,600
THOMPSON CREEK METALS CO INC COM 884768102 6,752 2,226,000 SH   DFND   1,178,600 0 1,047,400
THOMSON REUTERS CORP COM 884903105 80,272 2,459,854 SH   DFND 1,5 2,459,854 0 0
THOMSON REUTERS CORP COM 884903105 1,723 52,800 SH   DFND 6 0 0 52,800
THOMSON REUTERS CORP COM 884903105 10,775 330,200 SH   DFND 7 316,700 0 13,500
THOMSON REUTERS CORP COM 884903105 100,988 3,094,670 SH   DFND   3,094,670 0 0
THOR INDS INC COM 885160101 1,426 29,000 SH   DFND 1,5 0 0 29,000
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 34,638 6,585,166 SH   DFND 1,5 0 0 6,585,166
TIBCO SOFTWARE INC COM 88632Q103 38,335 1,791,347 SH   DFND 1,5 0 0 1,791,347
TIDEWATER INC COM 886423102 2,341 41,100 SH   DFND 6 41,100 0 0
TIDEWATER INC COM 886423102 7,132 125,190 SH   DFND 7 125,190 0 0
TIDEWATER INC COM 886423102 7,160 125,681 SH   DFND   125,681 0 0
TIFFANY & CO NEW COM 886547108 27,985 384,200 SH   DFND 1,5 0 0 384,200
TIFFANY & CO NEW COM 886547108 2,844 39,044 SH   DFND 2 39,044 0 0
TIFFANY & CO NEW COM 886547108 18,058 247,912 SH   DFND 3 247,912 0 0
TILE SHOP HLDGS INC COM 88677Q109 42,906 1,481,556 SH   DFND 1,5 400 0 1,481,156
TILLYS INC CL A 886885102 5,021 313,800 SH   DFND 1,5 0 0 313,800
TILLYS INC CL A 886885102 15,472 966,998 SH   DFND 6 966,998 0 0
TIM HORTONS INC COM 88706M103 597,244 11,042,932 SH   DFND 1,5 0 0 11,042,932
TIM HORTONS INC COM 88706M103 1,201 22,200 SH   DFND 6 0 0 22,200
TIM HORTONS INC COM 88706M103 8,383 155,000 SH   DFND 7 149,300 0 5,700
TIM HORTONS INC COM 88706M103 13,424 248,200 SH   DFND   248,200 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 15,811 850,050 SH   DFND 1,5 0 0 850,050
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 665 35,770 SH   DFND 7 35,770 0 0
TIME WARNER CABLE INC COM 88732J207 62,451 555,216 SH   DFND 1,5 0 0 555,216
TIME WARNER CABLE INC COM 88732J207 10,655 94,732 SH   DFND 2 94,732 0 0
TIME WARNER CABLE INC COM 88732J207 2,904 25,816 SH   DFND 3 25,816 0 0
TIME WARNER CABLE INC COM 88732J207 1,114 9,900 SH   DFND 6 6,560 0 3,340
TIME WARNER CABLE INC COM 88732J207 234 2,080 SH   DFND 7 2,080 0 0
TIME WARNER INC COM NEW 887317303 1,513,674 26,179,080 SH   DFND 1,5 200,425 0 25,978,655
TIME WARNER INC COM NEW 887317303 17,554 303,589 SH   DFND 2 303,589 0 0
TIME WARNER INC COM NEW 887317303 7,716 133,457 SH   DFND 3 133,457 0 0
TIME WARNER INC COM NEW 887317303 46,172 798,540 SH   DFND 6 430,350 0 368,190
TIME WARNER INC COM NEW 887317303 15,162 262,234 SH   DFND 7 196,534 0 65,700
TIMKEN CO COM 887389104 120,591 2,142,698 SH   DFND 1,5 0 0 2,142,698
TIMKEN CO COM 887389104 834 14,822 SH   DFND 7 14,822 0 0
TIVO INC COM 888706108 95,928 8,681,276 SH   DFND 1,5 0 0 8,681,276
TJX COS INC NEW COM 872540109 3,513,364 70,183,053 SH   DFND 1,5 0 0 70,183,053
TJX COS INC NEW COM 872540109 11,730 234,318 SH   DFND 2 234,318 0 0
TJX COS INC NEW COM 872540109 4,350 86,893 SH   DFND 3 86,893 0 0
TJX COS INC NEW COM 872540109 102,603 2,049,609 SH   DFND 6 1,258,055 0 791,554
TJX COS INC NEW COM 872540109 132,936 2,655,528 SH   DFND 7 2,342,082 0 313,446
TJX COS INC NEW COM 872540109 22,342 446,296 SH   DFND   446,296 0 0
TOLL BROTHERS INC COM 889478103 242,042 7,417,764 SH   DFND 1,5 4,225 0 7,413,539
TOLL BROTHERS INC COM 889478103 292 8,960 SH   DFND 3 8,960 0 0
TOLL BROTHERS INC COM 889478103 13,822 423,610 SH   DFND 6 423,610 0 0
TOLL BROTHERS INC COM 889478103 12,036 368,850 SH   DFND 7 368,850 0 0
TOLL BROTHERS INC COM 889478103 797 24,425 SH   DFND   24,425 0 0
TORCHMARK CORP COM 891027104 135,754 2,084,040 SH   DFND 1,5 0 0 2,084,040
TORCHMARK CORP COM 891027104 1,962 30,118 SH   DFND 2 30,118 0 0
TORCHMARK CORP COM 891027104 505 7,757 SH   DFND 3 7,757 0 0
TORNIER N V SHS N87237108 18,375 1,050,000 SH   DFND 1,5 0 0 1,050,000
TORO CO COM 891092108 22,800 502,100 SH   DFND 1,5 0 0 502,100
TORONTO DOMINION BK ONT COM NEW 891160509 161,213 2,007,200 SH   DFND 1,5 0 0 2,007,200
TORONTO DOMINION BK ONT COM NEW 891160509 95,270 1,186,170 SH   DFND 6 387,700 0 798,470
TORONTO DOMINION BK ONT COM NEW 891160509 722,962 9,001,293 SH   DFND 7 8,852,103 0 149,190
TORONTO DOMINION BK ONT COM NEW 891160509 1,334,782 16,618,799 SH   DFND   14,641,699 0 1,977,100
TOTAL S A SPONSORED ADR 89151E109 86,856 1,783,500 SH   DFND 1,5 0 0 1,783,500
TOTAL SYS SVCS INC COM 891906109 287,519 11,745,045 SH   DFND 1,5 18,110 0 11,726,935
TOTAL SYS SVCS INC COM 891906109 1,277 52,175 SH   DFND 2 52,175 0 0
TOTAL SYS SVCS INC COM 891906109 402 16,436 SH   DFND 3 16,436 0 0
TOTAL SYS SVCS INC COM 891906109 55,502 2,267,240 SH   DFND 6 1,825,410 0 441,830
TOTAL SYS SVCS INC COM 891906109 42,053 1,717,855 SH   DFND 7 1,264,495 0 453,360
TOTAL SYS SVCS INC COM 891906109 971 39,649 SH   DFND   39,649 0 0
TOWER INTL INC COM 891826109 760 38,400 SH   DFND 1,5 0 0 38,400
TOWERS WATSON & CO CL A 891894107 310,547 3,789,928 SH   DFND 1,5 0 0 3,789,928
TOWERS WATSON & CO CL A 891894107 4,299 52,460 SH   DFND 6 52,460 0 0
TOWERS WATSON & CO CL A 891894107 11,614 141,740 SH   DFND 7 141,740 0 0
TOWERSTREAM CORP COM 892000100 22,009 8,630,922 SH   DFND 1,5 0 0 8,630,922
TOWN SPORTS INTL HLDGS INC COM 89214A102 6,292 584,202 SH   DFND 1,5 0 0 584,202
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 171,398 1,420,500 SH   DFND 1,5 0 0 1,420,500
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 463 3,837 SH   DFND 3 3,837 0 0
TRACTOR SUPPLY CO COM 892356106 186,014 1,581,618 SH   DFND 1,5 0 0 1,581,618
TRACTOR SUPPLY CO COM 892356106 495 4,207 SH   DFND 3 4,207 0 0
TRACTOR SUPPLY CO COM 892356106 13,337 113,400 SH   DFND 6 113,400 0 0
TRACTOR SUPPLY CO COM 892356106 10,579 89,948 SH   DFND 7 89,948 0 0
TRACTOR SUPPLY CO COM 892356106 784 6,662 SH   DFND   6,662 0 0
TRANSALTA CORP COM 89346D107 15,148 1,105,570 SH   DFND 1,5 1,105,570 0 0
TRANSALTA CORP COM 89346D107 54,059 3,945,419 SH   DFND   3,945,419 0 0
TRANSATLANTIC PETROLEUM LTD SHS G89982105 1,421 2,059,451 SH   DFND 1,5 0 0 2,059,451
TRANSCANADA CORP COM 89353D107 123,746 2,874,200 SH   DFND 1,5 0 0 2,874,200
TRANSCANADA CORP COM 89353D107 9,957 231,265 SH   DFND 6 0 0 231,265
TRANSCANADA CORP COM 89353D107 98,667 2,291,700 SH   DFND 7 2,231,200 0 60,500
TRANSCANADA CORP COM 89353D107 325,704 7,564,983 SH   DFND   6,688,383 0 876,600
TRANSDIGM GROUP INC COM 893641100 220,353 1,405,584 SH   DFND 1,5 6,615 0 1,398,969
TRANSDIGM GROUP INC COM 893641100 847 5,400 SH   DFND 7 5,400 0 0
TRANSGLOBE ENERGY CORP COM 893662106 6,691 1,079,300 SH   DFND 7 1,079,300 0 0
TRANSGLOBE ENERGY CORP COM 893662106 31,785 5,127,000 SH   DFND   5,127,000 0 0
TRANSITION THERAPEUTICS INC COM NEW 893716209 11,155 3,442,857 SH   DFND 1,5 0 0 3,442,857
TRANSOCEAN LTD REG SHS H8817H100 61,995 1,292,900 SH   DFND 1,5 0 0 1,292,900
TRANSOCEAN LTD REG SHS H8817H100 643 13,355 SH   DFND 2 0 0 13,355
TRANSOCEAN LTD REG SHS H8817H100 66,536 1,382,793 SH   DFND 6 528,635 0 847,758
TRANSOCEAN LTD REG SHS H8817H100 19,647 408,382 SH   DFND 7 266,762 0 141,620
TRANSOCEAN LTD REG SHS H8817H100 15,431 321,805 SH   DFND   321,805 0 0
TRAVELERS COMPANIES INC COM 89417E109 868,622 10,868,642 SH   DFND 1,5 0 0 10,868,642
TRAVELERS COMPANIES INC COM 89417E109 9,790 122,502 SH   DFND 2 122,502 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,768 47,148 SH   DFND 3 47,148 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,445 118,183 SH   DFND 6 113,943 0 4,240
TRAVELERS COMPANIES INC COM 89417E109 2,542 31,813 SH   DFND 7 31,813 0 0
TREEHOUSE FOODS INC COM 89469A104 25,110 383,130 SH   DFND 1,5 0 0 383,130
TREEHOUSE FOODS INC COM 89469A104 4,850 74,000 SH   DFND 6 11,800 0 62,200
TREEHOUSE FOODS INC COM 89469A104 1,199 18,300 SH   DFND 7 18,000 0 300
TREEHOUSE FOODS INC COM 89469A104 4,139 63,147 SH   DFND   63,147 0 0
TREX CO INC COM 89531P105 18,666 393,052 SH   DFND 3 393,052 0 0
TRIANGLE PETE CORP COM NEW 89600B201 346 49,300 SH   DFND   49,300 0 0
TRIMAS CORP COM NEW 896215209 121,965 3,271,589 SH   DFND 1,5 0 0 3,271,589
TRIMAS CORP COM NEW 896215209 24,661 661,504 SH   DFND 6 661,504 0 0
TRIMBLE NAVIGATION LTD COM 896239100 44,061 1,694,014 SH   DFND 1,5 0 0 1,694,014
TRINA SOLAR LIMITED SPON ADR 89628E104 198 33,200 SH   DFND 1,5 0 0 33,200
TRINITY BIOTECH PLC SPON ADR NEW 896438306 35,795 2,124,308 SH   DFND 1,5 0 0 2,124,308
TRINITY BIOTECH PLC SPON ADR NEW 896438306 193 11,442 SH   DFND 7 11,442 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 17,494 15,000,000 PRN   DFND 1,5 0 0 0
TRIO TECH INTL COM NEW 896712205 903 322,543 SH   DFND 1,5 0 0 322,543
TRIPADVISOR INC COM 896945201 819,314 13,460,070 SH   DFND 1,5 0 0 13,460,070
TRIPADVISOR INC COM 896945201 2,195 36,053 SH   DFND 2 36,053 0 0
TRIPADVISOR INC COM 896945201 480 7,882 SH   DFND 3 7,882 0 0
TRIPADVISOR INC COM 896945201 17,032 279,810 SH   DFND   279,810 0 0
TRIPLE-S MGMT CORP CL B 896749108 55,913 2,604,234 SH   DFND 1,5 14,400 0 2,589,834
TRIUMPH GROUP INC NEW COM 896818101 37,707 476,400 SH   DFND 1,5 0 0 476,400
TRIUMPH GROUP INC NEW COM 896818101 9,643 121,830 SH   DFND 6 104,970 0 16,860
TRIUMPH GROUP INC NEW COM 896818101 11,913 150,509 SH   DFND 7 144,689 0 5,820
TRIUMPH GROUP INC NEW COM 896818101 11,481 145,054 SH   DFND   145,054 0 0
TRIUS THERAPEUTICS INC COM 89685K100 14,036 1,728,555 SH   DFND 1,5 0 0 1,728,555
TRONOX LTD SHS CL A Q9235V101 5,553 275,600 SH   DFND 6 275,600 0 0
TRUE RELIGION APPAREL INC COM 89784N104 4,749 150,000 SH   DFND 1,5 0 0 150,000
TRUEBLUE INC COM 89785X101 18,250 867,000 SH   DFND 1,5 0 0 867,000
TRUEBLUE INC COM 89785X101 434 20,600 SH   DFND 3 20,600 0 0
TRUEBLUE INC COM 89785X101 1,633 77,592 SH   DFND 7 77,592 0 0
TRULIA INC COM 897888103 98,904 3,181,228 SH   DFND 1,5 0 0 3,181,228
TRUSTCO BK CORP N Y COM 898349105 7,857 1,444,300 SH   DFND 1,5 0 0 1,444,300
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 111,174 1,673,300 SH   DFND 1,5 0 0 1,673,300
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 37,845 569,610 SH   DFND 6 338,960 0 230,650
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 54,425 819,158 SH   DFND 7 713,288 0 105,870
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 18,972 285,552 SH   DFND   285,552 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 57,635 25,327,000 PRN   DFND 1,5 0 0 0
TRW AUTOMOTIVE INC NOTE 3.500%12/0 87264MAH2 1,531 673,000 PRN   DFND 6 0 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 17,682 3,706,883 SH   DFND 1,5 65,196 0 3,641,687
TTM TECHNOLOGIES INC COM 87305R109 41,965 4,995,891 SH   DFND 1,5 0 0 4,995,891
TUESDAY MORNING CORP COM NEW 899035505 42,077 4,057,530 SH   DFND 1,5 126,400 0 3,931,130
TUMI HLDGS INC COM 89969Q104 1,618 67,400 SH   DFND 1,5 0 0 67,400
TUPPERWARE BRANDS CORP COM 899896104 128,447 1,653,333 SH   DFND 1,5 0 0 1,653,333
TUPPERWARE BRANDS CORP COM 899896104 44,459 572,263 SH   DFND 6 526,663 0 45,600
TUPPERWARE BRANDS CORP COM 899896104 963 12,400 SH   DFND 7 11,900 0 500
TUPPERWARE BRANDS CORP COM 899896104 3,364 43,304 SH   DFND   43,304 0 0
TURQUOISE HILL RES LTD COM 900435108 195,452 32,941,833 SH   DFND 1,5 0 0 32,941,833
TURQUOISE HILL RES LTD COM 900435108 2,577 434,260 SH   DFND 7 434,260 0 0
TUTOR PERINI CORP COM 901109108 57,121 3,157,591 SH   DFND 1,5 0 0 3,157,591
TW TELECOM INC COM 87311L104 170,594 6,062,337 SH   DFND 1,5 13,772 0 6,048,565
TWO HBRS INVT CORP COM 90187B101 104,935 10,237,537 SH   DFND 1,5 133,035 0 10,104,502
TYCO INTERNATIONAL LTD SHS H89128104 19,639 596,024 SH   DFND 1,5 0 0 596,024
TYCO INTERNATIONAL LTD SHS H89128104 4,987 151,355 SH   DFND 2 151,355 0 0
TYCO INTERNATIONAL LTD SHS H89128104 2,239 67,937 SH   DFND 3 67,937 0 0
TYLER TECHNOLOGIES INC COM 902252105 21,163 308,725 SH   DFND 1,5 0 0 308,725
TYSON FOODS INC CL A 902494103 60,379 2,351,200 SH   DFND 1,5 0 0 2,351,200
TYSON FOODS INC CL A 902494103 2,365 92,098 SH   DFND 2 92,098 0 0
TYSON FOODS INC CL A 902494103 432 16,839 SH   DFND 3 16,839 0 0
TYSON FOODS INC CL A 902494103 961 37,430 SH   DFND 6 24,790 0 12,640
TYSON FOODS INC CL A 902494103 202 7,860 SH   DFND 7 7,860 0 0
U M H PROPERTIES INC CV RED PFD-A 903002202 18,765 710,000 SH   DFND 1,5 0 0 710,000
U S AIRWAYS GROUP INC COM 90341W108 228,121 13,892,853 SH   DFND 1,5 950 0 13,891,903
U S G CORP COM NEW 903293405 11,126 482,700 SH   DFND 1,5 0 0 482,700
U S GLOBAL INVS INC CL A 902952100 412 195,168 SH   DFND 1,5 0 0 195,168
U S PHYSICAL THERAPY INC COM 90337L108 15,174 549,000 SH   DFND 1,5 0 0 549,000
U S PHYSICAL THERAPY INC COM 90337L108 4,716 170,614 SH   DFND 6 170,614 0 0
U S PHYSICAL THERAPY INC COM 90337L108 1,069 38,664 SH   DFND   38,664 0 0
U S SILICA HLDGS INC COM 90346E103 19,548 940,728 SH   DFND   940,728 0 0
UAL CORP NOTE 6.000%10/1 902549AJ3 13,086 3,600,000 PRN   DFND 1,5 0 0 0
UBS AG SHS NEW H89231338 1,260,170 74,280,760 SH   DFND 1,5 25,775 0 74,254,985
UBS AG SHS NEW H89231338 2,721 160,279 SH   DFND 2 0 0 160,279
UBS AG SHS NEW H89231338 334,355 19,698,226 SH   DFND 6 7,512,440 0 12,103,265
UBS AG SHS NEW H89231338 124,491 7,334,586 SH   DFND 7 5,619,558 0 1,715,028
UBS AG SHS NEW H89231338 2,120 124,916 SH   DFND   124,916 0 0
UDR INC COM 902653104 217,182 8,520,295 SH   DFND 1,5 100,516 0 8,419,779
UGI CORP NEW COM 902681105 30,185 771,800 SH   DFND 1,5 0 0 771,800
UGI CORP NEW COM 902681105 806 20,620 SH   DFND 6 20,620 0 0
UIL HLDG CORP COM 902748102 158,738 4,150,000 SH   DFND 1,5 0 0 4,150,000
ULTA SALON COSMETCS & FRAG I COM 90384S303 98,517 983,600 SH   DFND 1,5 0 0 983,600
ULTIMATE SOFTWARE GROUP INC COM 90385D107 230,658 1,966,561 SH   DFND 1,5 100 0 1,966,461
ULTRA PETROLEUM CORP COM 903914109 59,460 3,000,000 SH   DFND 1,5 0 0 3,000,000
ULTRAPETROL BAHAMAS LTD COM P94398107 15,246 5,349,455 SH   DFND 1,5 0 0 5,349,455
ULTRAPETROL BAHAMAS LTD COM P94398107 499 174,980 SH   DFND 7 174,980 0 0
ULTRATECH INC COM 904034105 15,354 418,148 SH   DFND 1,5 0 0 418,148
UMB FINL CORP COM 902788108 56,275 1,010,870 SH   DFND 1,5 0 0 1,010,870
UNDER ARMOUR INC CL A 904311107 602,300 10,087,085 SH   DFND 1,5 0 0 10,087,085
UNIFIRST CORP MASS COM 904708104 62,303 682,768 SH   DFND 1,5 0 0 682,768
UNILEVER N V N Y SHS NEW 904784709 126,612 3,220,853 SH   DFND 1,5 0 0 3,220,853
UNILEVER N V N Y SHS NEW 904784709 604 15,355 SH   DFND 3 15,355 0 0
UNILEVER PLC SPON ADR NEW 904767704 543 13,436 SH   DFND 3 13,436 0 0
UNILIFE CORP NEW COM 90478E103 6,340 2,000,000 SH   DFND 1,5 0 0 2,000,000
UNION FIRST MKT BANKSH CP COM 90662P104 12,249 594,900 SH   DFND 6 594,900 0 0
UNION PAC CORP COM 907818108 2,965,825 19,223,650 SH   DFND 1,5 18,137 0 19,205,513
UNION PAC CORP COM 907818108 23,442 151,942 SH   DFND 2 151,942 0 0
UNION PAC CORP COM 907818108 90,263 585,058 SH   DFND 3 585,058 0 0
UNION PAC CORP COM 907818108 94,328 611,410 SH   DFND 6 336,760 0 274,650
UNION PAC CORP COM 907818108 82,441 534,360 SH   DFND 7 339,010 0 195,350
UNISYS CORP PFD SER A 6.25% 909214405 26,936 432,700 SH   DFND 1,5 191,000 0 241,700
UNISYS CORP COM NEW 909214306 64,520 2,923,424 SH   DFND 1,5 0 0 2,923,424
UNISYS CORP COM NEW 909214306 11,298 511,919 SH   DFND 6 510,730 0 1,189
UNISYS CORP PFD SER A 6.25% 909214405 791 12,700 SH   DFND 6 0 0 12,700
UNISYS CORP COM NEW 909214306 371 16,793 SH   DFND 7 16,793 0 0
UNISYS CORP PFD SER A 6.25% 909214405 407 6,541 SH   DFND 7 6,541 0 0
UNIT CORP COM 909218109 199,344 4,681,633 SH   DFND 1,5 0 0 4,681,633
UNITED CONTL HLDGS INC COM 910047109 552,572 17,659,712 SH   DFND 1,5 350 0 17,659,362
UNITED CONTL HLDGS INC COM 910047109 18,796 600,700 SH   DFND   600,700 0 0
UNITED NAT FOODS INC COM 911163103 74,979 1,388,763 SH   DFND 1,5 0 0 1,388,763
UNITED NAT FOODS INC COM 911163103 15,427 285,740 SH   DFND 6 285,740 0 0
UNITED NAT FOODS INC COM 911163103 12,284 227,517 SH   DFND 7 227,517 0 0
UNITED NAT FOODS INC COM 911163103 888 16,443 SH   DFND   16,443 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,112,586 12,865,242 SH   DFND 1,5 141,785 0 12,723,457
UNITED PARCEL SERVICE INC CL B 911312106 20,006 231,340 SH   DFND 2 231,340 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,254 49,195 SH   DFND 3 49,195 0 0
UNITED PARCEL SERVICE INC CL B 911312106 108,461 1,254,177 SH   DFND 6 640,787 0 613,390
UNITED PARCEL SERVICE INC CL B 911312106 119,159 1,377,883 SH   DFND 7 1,194,933 0 182,950
UNITED PARCEL SERVICE INC CL B 911312106 45,301 523,835 SH   DFND   523,835 0 0
UNITED RENTALS INC COM 911363109 179,695 3,600,382 SH   DFND 1,5 13,609 0 3,586,773
UNITED STATES CELLULAR CORP COM 911684108 6,590 179,600 SH   DFND 1,5 0 0 179,600
UNITED STATES STL CORP NEW COM 912909108 821 46,854 SH   DFND 2 46,854 0 0
UNITED STATES STL CORP NEW COM 912909108 234 13,336 SH   DFND 3 13,336 0 0
UNITED STATIONERS INC COM 913004107 214,728 6,400,230 SH   DFND 1,5 0 0 6,400,230
UNITED TECHNOLOGIES CORP COM 913017109 2,284,208 24,577,233 SH   DFND 1,5 113,481 0 24,463,752
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 83,187 1,401,400 SH   DFND 1,5 414,600 0 986,800
UNITED TECHNOLOGIES CORP COM 913017109 25,593 275,374 SH   DFND 2 275,374 0 0
UNITED TECHNOLOGIES CORP COM 913017109 27,607 297,042 SH   DFND 3 297,042 0 0
UNITED TECHNOLOGIES CORP UNIT 99/99/9999 913017117 1,116 18,800 SH   DFND 6 0 0 18,800
UNITED TECHNOLOGIES CORP COM 913017109 143,245 1,541,262 SH   DFND 6 901,492 0 639,770
UNITED TECHNOLOGIES CORP COM 913017109 205,866 2,215,039 SH   DFND 7 1,736,609 0 478,430
UNITED TECHNOLOGIES CORP COM 913017109 15,347 165,130 SH   DFND   165,130 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 316,356 4,806,376 SH   DFND 1,5 0 0 4,806,376
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,022 30,722 SH   DFND 3 30,722 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,251,516 49,656,625 SH   DFND 1,5 83,003 0 49,573,622
UNITEDHEALTH GROUP INC COM 91324P102 21,745 332,093 SH   DFND 2 332,093 0 0
UNITEDHEALTH GROUP INC COM 91324P102 67,275 1,027,412 SH   DFND 3 1,027,412 0 0
UNITEDHEALTH GROUP INC COM 91324P102 4,493 68,620 SH   DFND 7 68,620 0 0
UNITIL CORP COM 913259107 3,559 123,230 SH   DFND 6 123,230 0 0
UNIVERSAL AMERN CORP NEW COM 91338E101 10,223 1,149,990 SH   DFND 1,5 0 0 1,149,990
UNIVERSAL DISPLAY CORP COM 91347P105 69,350 2,467,104 SH   DFND 1,5 0 0 2,467,104
UNIVERSAL DISPLAY CORP COM 91347P105 748 26,600 SH   DFND 7 26,600 0 0
UNIVERSAL FST PRODS INC COM 913543104 5,465 136,897 SH   DFND 1,5 3,397 0 133,500
UNIVERSAL HLTH SVCS INC CL B 913903100 127,099 1,898,139 SH   DFND 1,5 0 0 1,898,139
UNIVERSAL HLTH SVCS INC CL B 913903100 64,784 967,500 SH   DFND 6 668,190 0 299,310
UNIVERSAL HLTH SVCS INC CL B 913903100 20,265 302,650 SH   DFND 7 253,410 0 49,240
UNIVERSAL HLTH SVCS INC CL B 913903100 1,757 26,244 SH   DFND   26,244 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,267 241,255 SH   DFND 1,5 0 0 241,255
UNIVERSAL TECHNICAL INST INC COM 913915104 8,817 853,556 SH   DFND 1,5 0 0 853,556
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 7,178 297,700 SH   DFND 1,5 0 0 297,700
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 2,161 89,635 SH   DFND 6 89,635 0 0
UNS ENERGY CORP COM 903119105 51,440 1,150,000 SH   DFND 1,5 0 0 1,150,000
UNS ENERGY CORP COM 903119105 5,671 126,780 SH   DFND 6 126,780 0 0
UNUM GROUP COM 91529Y106 491,286 16,727,485 SH   DFND 1,5 0 0 16,727,485
UNUM GROUP COM 91529Y106 2,554 86,956 SH   DFND 2 86,956 0 0
UNUM GROUP COM 91529Y106 322 10,962 SH   DFND 3 10,962 0 0
UNWIRED PLANET INC NEW COM 91531F103 3,900 2,000,000 SH   DFND 1,5 0 0 2,000,000
URANIUM ENERGY CORP COM 916896103 364 203,400 SH   DFND   203,400 0 0
URBAN OUTFITTERS INC COM 917047102 369,905 9,197,047 SH   DFND 1,5 0 0 9,197,047
URBAN OUTFITTERS INC COM 917047102 1,449 36,038 SH   DFND 2 36,038 0 0
URBAN OUTFITTERS INC COM 917047102 556 13,824 SH   DFND 3 13,824 0 0
URS CORP NEW COM 903236107 299,921 6,351,574 SH   DFND 1,5 0 0 6,351,574
URS CORP NEW COM 903236107 1,028 21,768 SH   DFND 7 21,768 0 0
US BANCORP DEL COM NEW 902973304 2,842,542 78,631,858 SH   DFND 1,5 292,177 0 78,339,681
US BANCORP DEL COM NEW 902973304 21,768 602,166 SH   DFND 2 602,166 0 0
US BANCORP DEL COM NEW 902973304 6,247 172,796 SH   DFND 3 172,796 0 0
US BANCORP DEL COM NEW 902973304 46,385 1,283,129 SH   DFND 6 283,289 0 999,840
US BANCORP DEL COM NEW 902973304 29,219 808,273 SH   DFND 7 658,973 0 149,300
US ECOLOGY INC COM 91732J102 10,515 383,192 SH   DFND 1,5 1,890 0 381,302
USA MOBILITY INC COM 90341G103 493 36,297 SH   DFND 1,5 0 0 36,297
USANA HEALTH SCIENCES INC COM 90328M107 141,149 1,950,111 SH   DFND 1,5 650,111 0 1,300,000
USEC INC NOTE 3.000%10/0 90333EAC2 8,499 40,470,000 PRN   DFND 1,5 0 0 0
UTAH MED PRODS INC COM 917488108 23,806 438,418 SH   DFND 1,5 0 0 438,418
UTI WORLDWIDE INC ORD G87210103 61,113 3,710,540 SH   DFND 1,5 0 0 3,710,540
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 177 66,666 SH   DFND 1,5 0 0 66,666
V F CORP COM 918204108 457,053 2,367,413 SH   DFND 1,5 3,300 0 2,364,113
V F CORP COM 918204108 5,506 28,521 SH   DFND 2 28,521 0 0
V F CORP COM 918204108 840 4,351 SH   DFND 3 4,351 0 0
V F CORP COM 918204108 17,390 90,077 SH   DFND 6 12,077 0 78,000
V F CORP COM 918204108 13,255 68,658 SH   DFND 7 57,058 0 11,600
VAIL RESORTS INC COM 91879Q109 56,416 917,027 SH   DFND 1,5 0 0 917,027
VALASSIS COMMUNICATIONS INC COM 918866104 146,216 5,946,157 SH   DFND 1,5 0 0 5,946,157
VALASSIS COMMUNICATIONS INC COM 918866104 316 12,860 SH   DFND 7 12,860 0 0
VALE S A ADR 91912E105 8,868 674,400 SH   DFND 1,5 25,207 0 649,193
VALE S A ADR REPSTG PFD 91912E204 96,938 7,971,900 SH   DFND 1,5 37,425 0 7,934,475
VALE S A ADR REPSTG PFD 91912E204 3,861 317,500 SH   DFND 7 317,500 0 0
VALE S A ADR 91912E105 176 13,400 SH   DFND 7 13,400 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,841,116 21,353,336 SH   DFND 1,5 350 0 21,352,986
VALEANT PHARMACEUTICALS INTL COM 91911K102 579 6,710 SH   DFND 3 6,710 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 110,045 1,277,106 SH   DFND 6 654,325 0 622,781
VALEANT PHARMACEUTICALS INTL COM 91911K102 260,034 3,017,015 SH   DFND 7 2,658,334 0 358,681
VALEANT PHARMACEUTICALS INTL COM 91911K102 487,104 5,649,401 SH   DFND   4,695,901 0 953,500
VALERO ENERGY CORP NEW COM 91913Y100 178,630 5,137,468 SH   DFND 1,5 0 0 5,137,468
VALERO ENERGY CORP NEW COM 91913Y100 6,174 177,568 SH   DFND 2 177,568 0 0
VALERO ENERGY CORP NEW COM 91913Y100 78,772 2,265,521 SH   DFND 3 2,265,521 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,542 101,880 SH   DFND 6 94,550 0 7,330
VALERO ENERGY CORP NEW COM 91913Y100 598 17,185 SH   DFND 7 17,185 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 284,596 7,879,174 SH   DFND 1,5 116,761 0 7,762,413
VALMONT INDS INC COM 920253101 59,139 413,301 SH   DFND 1,5 0 0 413,301
VALSPAR CORP COM 920355104 56,692 876,630 SH   DFND 1,5 0 0 876,630
VALUECLICK INC COM 92046N102 51,830 2,100,062 SH   DFND 1,5 0 0 2,100,062
VANDA PHARMACEUTICALS INC COM 921659108 6,911 855,354 SH   DFND 1,5 0 0 855,354
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 6,223 76,945 SH   DFND 7 76,945 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 178,668 1,906,601 SH   DFND 3 1,906,601 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 602 8,730 SH   DFND 3 8,730 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 521 7,429 SH   DFND 3 7,429 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 486 5,802 SH   DFND 3 5,802 0 0
VANGUARD INDEX FDS S&P 500 ETF SH 922908413 266 3,605 SH   DFND 3 3,605 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 189,085 2,419,208 SH   DFND 3 2,419,208 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 705 7,387 SH   DFND 3 7,387 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 5,275 63,478 SH   DFND 3 63,478 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 135,162 1,996,193 SH   DFND 3 1,996,193 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 1,193 16,180 SH   DFND 3 16,180 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,385 20,159 SH   DFND 3 20,159 0 0
VANGUARD INDEX FDS REIT ETF 922908553 3,151 45,851 SH   DFND 7 45,851 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 19,056 395,600 SH   DFND 1,5 31,200 0 364,400
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,121 28,897 SH   DFND 3 28,897 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,507 34,017 SH   DFND 3 34,017 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 499 10,365 SH   DFND 3 10,365 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 269 5,194 SH   DFND 3 5,194 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,176 30,322 SH   DFND 7 30,322 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 7,839 94,500 SH   DFND 7 94,500 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 2,715 41,008 SH   DFND 3 41,008 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 218 4,773 SH   DFND 3 4,773 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 219 6,160 SH   DFND 3 6,160 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 634 17,793 SH   DFND 7 17,793 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 461 8,160 SH   DFND 3 8,160 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 1,964 19,258 SH   DFND 3 19,258 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 458 6,171 SH   DFND 3 6,171 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 88,828 43,543,239 SH   DFND 1,5 0 0 43,543,239
VANTAGE DRILLING COMPANY ORD SHS G93205113 2,274 1,114,570 SH   DFND 6 1,114,570 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 1,310 642,174 SH   DFND 7 642,174 0 0
VANTIV INC CL A 92210H105 51,157 1,853,500 SH   DFND 1,5 0 0 1,853,500
VANTIV INC CL A 92210H105 642 23,251 SH   DFND 3 23,251 0 0
VANTIV INC CL A 92210H105 19,904 721,150 SH   DFND 6 721,150 0 0
VARIAN MED SYS INC COM 92220P105 7,890 116,976 SH   DFND 1,5 0 0 116,976
VARIAN MED SYS INC COM 92220P105 2,390 35,441 SH   DFND 2 35,441 0 0
VARIAN MED SYS INC COM 92220P105 311 4,610 SH   DFND 3 4,610 0 0
VASCO DATA SEC INTL INC COM 92230Y104 30,151 3,628,282 SH   DFND 1,5 0 0 3,628,282
VASCULAR SOLUTIONS INC COM 92231M109 5,296 360,000 SH   DFND 1,5 0 0 360,000
VCA ANTECH INC COM 918194101 148,337 5,685,600 SH   DFND 1,5 0 0 5,685,600
VEECO INSTRS INC DEL COM 922417100 24,047 678,900 SH   DFND 1,5 0 0 678,900
VELTI PLC ST HELIER SHS G93285107 16,069 11,710,926 SH   DFND 1,5 0 0 11,710,926
VELTI PLC ST HELIER SHS G93285107 582 430,533 SH   DFND 7 430,533 0 0
VENTAS INC COM 92276F100 1,332,865 19,188,958 SH   DFND 1,5 239,780 0 18,949,178
VENTAS INC COM 92276F100 6,629 95,433 SH   DFND 2 95,433 0 0
VENTAS INC COM 92276F100 1,076 15,498 SH   DFND 3 15,498 0 0
VENTAS INC COM 92276F100 86,244 1,241,631 SH   DFND 6 1,241,631 0 0
VENTAS INC COM 92276F100 8,266 119,000 SH   DFND 7 119,000 0 0
VENTAS INC COM 92276F100 22,229 320,021 SH   DFND   320,021 0 0
VERA BRADLEY INC COM 92335C106 42,005 1,939,270 SH   DFND 1,5 0 0 1,939,270
VERA BRADLEY INC COM 92335C106 27,259 1,258,499 SH   DFND 6 1,101,799 0 156,700
VERA BRADLEY INC COM 92335C106 821 37,900 SH   DFND 7 37,000 0 900
VERA BRADLEY INC COM 92335C106 2,987 137,900 SH   DFND   137,900 0 0
VERASTEM INC COM 92337C104 9,393 676,732 SH   DFND 1,5 0 0 676,732
VERIFONE SYS INC COM 92342Y109 17,808 1,059,396 SH   DFND 1,5 0 0 1,059,396
VERINT SYS INC COM 92343X100 100,135 2,823,089 SH   DFND 1,5 0 0 2,823,089
VERISIGN INC COM 92343E102 40,312 902,650 SH   DFND 1,5 0 0 902,650
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 14,069 10,000,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 2,192 49,078 SH   DFND 2 49,078 0 0
VERISIGN INC COM 92343E102 511 11,453 SH   DFND 3 11,453 0 0
VERISIGN INC COM 92343E102 339 7,600 SH   DFND   7,600 0 0
VERISK ANALYTICS INC CL A 92345Y106 534,700 8,956,456 SH   DFND 1,5 0 0 8,956,456
VERISK ANALYTICS INC CL A 92345Y106 246 4,123 SH   DFND 7 4,123 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,911,904 37,979,811 SH   DFND 1,5 304,618 0 37,675,193
VERIZON COMMUNICATIONS INC COM 92343V104 46,894 931,540 SH   DFND 2 931,540 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 10,175 202,130 SH   DFND 3 202,130 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 92,488 1,837,270 SH   DFND 6 958,590 0 878,680
VERIZON COMMUNICATIONS INC COM 92343V104 99,866 1,983,830 SH   DFND 7 1,331,290 0 652,540
VERIZON COMMUNICATIONS INC COM 92343V104 14,290 283,867 SH   DFND   283,867 0 0
VERMILION ENERGY INC COM 923725105 24,520 501,600 SH   DFND 1,5 0 0 501,600
VERMILION ENERGY INC COM 923725105 62,326 1,275,000 SH   DFND 7 1,265,200 0 9,800
VERMILION ENERGY INC COM 923725105 73,295 1,499,400 SH   DFND   1,299,600 0 199,800
VERTEX PHARMACEUTICALS INC COM 92532F100 757,277 9,481,371 SH   DFND 1,5 0 0 9,481,371
VERTEX PHARMACEUTICALS INC COM 92532F100 14,478 181,271 SH   DFND 3 181,271 0 0
VIACOM INC NEW CL B 92553P201 226,554 3,329,225 SH   DFND 1,5 7,275 0 3,321,950
VIACOM INC NEW CL B 92553P201 9,884 145,249 SH   DFND 2 145,249 0 0
VIACOM INC NEW CL B 92553P201 5,303 77,935 SH   DFND 3 77,935 0 0
VIACOM INC NEW CL B 92553P201 122,179 1,795,430 SH   DFND 6 1,018,590 0 776,840
VIACOM INC NEW CL B 92553P201 157,244 2,310,711 SH   DFND 7 1,795,421 0 515,290
VIACOM INC NEW CL B 92553P201 4,856 71,363 SH   DFND   71,363 0 0
VIASAT INC COM 92552V100 204,992 2,868,629 SH   DFND 1,5 0 0 2,868,629
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 17,664 1,532,029 SH   DFND 1,5 0 0 1,532,029
VICAL INC COM 925602104 13,647 4,360,007 SH   DFND 1,5 0 0 4,360,007
VIEWPOINT FINL GROUP INC MD COM 92672A101 9,623 462,400 SH   DFND 1,5 0 0 462,400
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,356 115,100 SH   DFND 1,5 0 0 115,100
VIROPHARMA INC COM 928241108 261,780 9,137,186 SH   DFND 1,5 147 0 9,137,039
VIROPHARMA INC NOTE 2.000% 3/1 928241AH1 9,716 5,920,000 PRN   DFND 1,5 0 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 113,534 644,091 SH   DFND 1,5 0 0 644,091
VIRTUSA CORP COM 92827P102 41,202 1,859,307 SH   DFND 1,5 0 0 1,859,307
VIRTUSA CORP COM 92827P102 16,092 726,151 SH   DFND 6 726,151 0 0
VIRTUSA CORP COM 92827P102 6,953 313,781 SH   DFND 7 313,781 0 0
VISA INC COM CL A 92826C839 5,251,532 28,736,155 SH   DFND 1,5 8,710 0 28,727,445
VISA INC COM CL A 92826C839 30,154 165,002 SH   DFND 2 165,002 0 0
VISA INC COM CL A 92826C839 42,226 231,057 SH   DFND 3 231,057 0 0
VISA INC COM CL A 92826C839 33,005 180,600 SH   DFND 6 23,800 0 156,800
VISA INC COM CL A 92826C839 35,463 194,052 SH   DFND 7 170,852 0 23,200
VISHAY INTERTECHNOLOGY INC COM 928298108 32,748 2,357,640 SH   DFND 1,5 0 0 2,357,640
VISTEON CORP COM NEW 92839U206 2,556 40,500 SH   DFND 1,5 0 0 40,500
VITAMIN SHOPPE INC COM 92849E101 28,473 635,000 SH   DFND 1,5 0 0 635,000
VITAMIN SHOPPE INC COM 92849E101 12,800 285,470 SH   DFND 6 285,470 0 0
VITAMIN SHOPPE INC COM 92849E101 10,154 226,449 SH   DFND 7 226,449 0 0
VITAMIN SHOPPE INC COM 92849E101 740 16,502 SH   DFND   16,502 0 0
VITRAN CORP INC COM 92850E107 4,438 683,894 SH   DFND 1,5 0 0 683,894
VITRAN CORP INC COM 92850E107 6,269 985,517 SH   DFND   985,517 0 0
VMWARE INC CL A COM 928563402 141,016 2,105,033 SH   DFND 1,5 0 0 2,105,033
VOCERA COMMUNICATIONS INC COM 92857F107 973 66,200 SH   DFND 1,5 0 0 66,200
VOCUS INC COM 92858J108 7,256 689,700 SH   DFND 1,5 0 0 689,700
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 895,726 31,166,528 SH   DFND 1,5 32,594 0 31,133,934
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 919 31,976 SH   DFND 3 31,976 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 31,071 1,081,100 SH   DFND 7 1,081,100 0 0
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 312,542 10,874,808 SH   DFND   10,874,808 0 0
VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 4,354 4,700,000 PRN   DFND 1,5 0 0 0
VOLCANO CORPORATION COM 928645100 79,418 4,380,500 SH   DFND 1,5 0 0 4,380,500
VOLTERRA SEMICONDUCTOR CORP COM 928708106 5,252 371,921 SH   DFND 1,5 0 0 371,921
VONAGE HLDGS CORP COM 92886T201 6,043 2,135,200 SH   DFND 1,5 0 0 2,135,200
VORNADO RLTY TR SH BEN INT 929042109 164,587 1,986,569 SH   DFND 1,5 40,499 0 1,946,070
VORNADO RLTY TR SH BEN INT 929042109 4,588 55,379 SH   DFND 2 55,379 0 0
VORNADO RLTY TR SH BEN INT 929042109 523 6,315 SH   DFND 3 6,315 0 0
VORNADO RLTY TR SH BEN INT 929042109 7,506 90,599 SH   DFND 6 90,599 0 0
VSE CORP COM 918284100 28,444 692,579 SH   DFND 1,5 0 0 692,579
VULCAN MATLS CO COM 929160109 406,991 8,407,177 SH   DFND 1,5 0 0 8,407,177
VULCAN MATLS CO COM 929160109 2,042 42,173 SH   DFND 2 42,173 0 0
VULCAN MATLS CO COM 929160109 13,293 274,600 SH   DFND 6 36,200 0 238,400
VULCAN MATLS CO COM 929160109 8,295 171,349 SH   DFND 7 136,049 0 35,300
W & T OFFSHORE INC COM 92922P106 89,313 6,250,000 SH   DFND 1,5 0 0 6,250,000
W P CAREY INC COM 92936U109 44,604 674,085 SH   DFND 1,5 0 0 674,085
WABCO HLDGS INC COM 92927K102 7,149 95,718 SH   DFND 1,5 0 0 95,718
WABCO HLDGS INC COM 92927K102 349 4,671 SH   DFND 3 4,671 0 0
WABCO HLDGS INC COM 92927K102 429 5,740 SH   DFND 6 3,800 0 1,940
WABTEC CORP COM 929740108 131,541 2,461,937 SH   DFND 1,5 200 0 2,461,737
WABTEC CORP COM 929740108 323 6,047 SH   DFND 3 6,047 0 0
WABTEC CORP COM 929740108 340 6,370 SH   DFND 6 4,220 0 2,150
WADDELL & REED FINL INC CL A 930059100 231,479 5,321,346 SH   DFND 1,5 0 0 5,321,346
WAL-MART STORES INC COM 931142103 2,104,823 28,256,451 SH   DFND 1,5 57,892 0 28,198,559
WAL-MART STORES INC COM 931142103 39,732 533,390 SH   DFND 2 533,390 0 0
WAL-MART STORES INC COM 931142103 8,810 118,274 SH   DFND 3 118,274 0 0
WAL-MART STORES INC COM 931142103 59,377 797,120 SH   DFND 6 620,660 0 176,460
WAL-MART STORES INC COM 931142103 82,038 1,101,330 SH   DFND 7 729,040 0 372,290
WAL-MART STORES INC COM 931142103 22,051 296,033 SH   DFND   296,033 0 0
WALGREEN CO COM 931422109 1,014,041 22,942,106 SH   DFND 1,5 231,944 0 22,710,162
WALGREEN CO COM 931422109 12,408 280,715 SH   DFND 2 280,715 0 0
WALGREEN CO COM 931422109 3,403 76,991 SH   DFND 3 76,991 0 0
WALGREEN CO COM 931422109 3,731 84,404 SH   DFND 7 84,404 0 0
WALKER & DUNLOP INC COM 93148P102 5,777 330,139 SH   DFND 1,5 0 0 330,139
WALTER ENERGY INC COM 93317Q105 26,106 2,510,201 SH   DFND 1,5 0 0 2,510,201
WALTER ENERGY INC COM 93317Q105 944 90,802 SH   DFND 6 12,802 0 78,000
WALTER ENERGY INC COM 93317Q105 436 41,900 SH   DFND 7 41,200 0 700
WALTER ENERGY INC COM 93317Q105 708 68,104 SH   DFND   68,104 0 0
WALTER INVT MGMT CORP COM 93317W102 11,948 353,397 SH   DFND 1,5 0 0 353,397
WALTER INVT MGMT CORP COM 93317W102 40,891 1,209,438 SH   DFND 6 1,147,608 0 61,830
WALTER INVT MGMT CORP COM 93317W102 7,272 215,095 SH   DFND 7 204,135 0 10,960
WALTER INVT MGMT CORP COM 93317W102 983 29,083 SH   DFND   29,083 0 0
WARNER CHILCOTT PLC IRELAND SHS A G94368100 575,680 28,957,722 SH   DFND 1,5 119,307 0 28,838,415
WARNER CHILCOTT PLC IRELAND SHS A G94368100 76,629 3,854,600 SH   DFND 6 2,621,800 0 1,232,800
WARNER CHILCOTT PLC IRELAND SHS A G94368100 57,453 2,889,981 SH   DFND 7 1,959,881 0 930,100
WARNER CHILCOTT PLC IRELAND SHS A G94368100 200 10,044 SH   DFND   10,044 0 0
WASHINGTON FED INC COM 938824109 196,152 10,389,420 SH   DFND 1,5 0 0 10,389,420
WASHINGTON POST CO CL B 939640108 106,290 219,711 SH   DFND 1,5 0 0 219,711
WASHINGTON POST CO CL B 939640108 712 1,471 SH   DFND 2 1,471 0 0
WASHINGTON POST CO CL B 939640108 1,090 2,254 SH   DFND 3 2,254 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 14,330 532,500 SH   DFND 1,5 0 0 532,500
WASTE CONNECTIONS INC COM 941053100 37,446 910,200 SH   DFND 1,5 0 0 910,200
WASTE MGMT INC DEL COM 94106L109 114,249 2,832,855 SH   DFND 1,5 0 0 2,832,855
WASTE MGMT INC DEL COM 94106L109 5,765 142,946 SH   DFND 2 142,946 0 0
WASTE MGMT INC DEL COM 94106L109 958 23,756 SH   DFND 3 23,756 0 0
WASTE MGMT INC DEL COM 94106L109 1,002 24,855 SH   DFND 7 24,855 0 0
WATERS CORP COM 941848103 121,084 1,210,231 SH   DFND 1,5 0 0 1,210,231
WATERS CORP COM 941848103 2,791 27,892 SH   DFND 2 27,892 0 0
WATERS CORP COM 941848103 374 3,739 SH   DFND 3 3,739 0 0
WATERS CORP COM 941848103 590 5,900 SH   DFND 6 3,910 0 1,990
WATSCO INC COM 942622200 202,773 2,415,118 SH   DFND 1,5 12,851 0 2,402,267
WATSCO INC COM 942622200 1,149 13,685 SH   DFND 7 13,685 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 575 12,688 SH   DFND 6 1,600 0 11,088
WATTS WATER TECHNOLOGIES INC CL A 942749102 277 6,100 SH   DFND 7 4,800 0 1,300
WD-40 CO COM 929236107 2,097 38,485 SH   DFND 6 3,600 0 34,885
WD-40 CO COM 929236107 354 6,500 SH   DFND 7 6,500 0 0
WD-40 CO COM 929236107 1,959 35,957 SH   DFND   35,957 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 45,271 3,304,466 SH   DFND 1,5 0 0 3,304,466
WEB COM GROUP INC COM 94733A104 146,267 5,713,558 SH   DFND 1,5 0 0 5,713,558
WEB COM GROUP INC COM 94733A104 837 32,700 SH   DFND 3 32,700 0 0
WEB COM GROUP INC COM 94733A104 39,376 1,538,130 SH   DFND 6 1,380,030 0 158,100
WEB COM GROUP INC COM 94733A104 986 38,500 SH   DFND 7 36,000 0 2,500
WEB COM GROUP INC COM 94733A104 2,848 111,245 SH   DFND   111,245 0 0
WEBSTER FINL CORP CONN COM 947890109 42,397 1,650,955 SH   DFND 1,5 11,955 0 1,639,000
WEIGHT WATCHERS INTL INC NEW COM 948626106 51,143 1,111,800 SH   DFND 1,5 0 0 1,111,800
WELLCARE HEALTH PLANS INC COM 94946T106 54,266 976,890 SH   DFND 1,5 0 0 976,890
WELLPOINT INC COM 94973V107 1,017,910 12,437,811 SH   DFND 1,5 1,889,292 0 10,548,519
WELLPOINT INC COM 94973V107 8,005 97,809 SH   DFND 2 97,809 0 0
WELLPOINT INC COM 94973V107 892 10,903 SH   DFND 3 10,903 0 0
WELLPOINT INC COM 94973V107 40,072 489,640 SH   DFND 6 332,880 0 156,760
WELLPOINT INC COM 94973V107 49,742 607,794 SH   DFND 7 536,880 0 70,914
WELLPOINT INC COM 94973V107 2,585 31,583 SH   DFND   31,583 0 0
WELLS FARGO & CO NEW COM 949746101 3,593,891 87,082,397 SH   DFND 1,5 1,048,134 0 86,034,263
WELLS FARGO & CO NEW COM 949746101 3,593,891 87,082,397 SH   DFND 1,5 0 0 87,082,397
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 153,125 128,245 SH   DFND 1,5 6,910 0 121,335
WELLS FARGO & CO NEW COM 949746101 66,181 1,603,619 SH   DFND 2 1,603,619 0 0
WELLS FARGO & CO NEW COM 949746101 97,702 2,367,390 SH   DFND 3 2,367,390 0 0
WELLS FARGO & CO NEW COM 949746101 181,466 4,397,041 SH   DFND 6 2,303,311 0 2,093,730
WELLS FARGO & CO NEW COM 949746101 137,737 3,337,461 SH   DFND 7 2,872,641 0 464,820
WELLS FARGO & CO NEW COM 949746101 25,952 628,827 SH   DFND   628,827 0 0
WESCO INTL INC COM 95082P105 328,098 4,827,814 SH   DFND 1,5 0 0 4,827,814
WESCO INTL INC COM 95082P105 403 5,936 SH   DFND 3 5,936 0 0
WESCO INTL INC COM 95082P105 54,299 798,987 SH   DFND 6 735,387 0 63,600
WESCO INTL INC COM 95082P105 13,373 196,779 SH   DFND 7 195,979 0 800
WESCO INTL INC COM 95082P105 16,454 242,111 SH   DFND   242,111 0 0
WEST CORP COM 952355204 133,336 6,022,387 SH   DFND 1,5 0 0 6,022,387
WEST CORP COM 952355204 6,350 286,830 SH   DFND 6 286,830 0 0
WEST CORP COM 952355204 345 15,600 SH   DFND 7 15,600 0 0
WESTERN ALLIANCE BANCORP COM 957638109 12,166 768,523 SH   DFND 6 768,523 0 0
WESTERN DIGITAL CORP COM 958102105 188,517 3,036,192 SH   DFND 1,5 300 0 3,035,892
WESTERN DIGITAL CORP COM 958102105 4,301 69,271 SH   DFND 2 69,271 0 0
WESTERN DIGITAL CORP COM 958102105 667 10,739 SH   DFND 3 10,739 0 0
WESTERN DIGITAL CORP COM 958102105 13,560 218,400 SH   DFND 6 28,900 0 189,500
WESTERN DIGITAL CORP COM 958102105 8,885 143,092 SH   DFND 7 115,192 0 27,900
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 41,336 1,004,041 SH   DFND 1,5 0 0 1,004,041
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 23,112 356,173 SH   DFND 1,5 0 0 356,173
WESTERN REFNG INC NOTE 5.750% 6/1 959319AC8 21,183 7,295,000 PRN   DFND 1,5 0 0 0
WESTERN REFNG INC COM 959319104 33,625 1,197,900 SH   DFND 1,5 0 0 1,197,900
WESTERN REFNG INC COM 959319104 1,853 66,030 SH   DFND 6 66,030 0 0
WESTERN REFNG INC COM 959319104 5,696 202,929 SH   DFND 7 202,929 0 0
WESTERN REFNG INC COM 959319104 5,658 201,580 SH   DFND   201,580 0 0
WESTERN UN CO COM 959802109 581,516 33,986,932 SH   DFND 1,5 9,482 0 33,977,450
WESTERN UN CO COM 959802109 3,104 181,399 SH   DFND 2 181,399 0 0
WESTERN UN CO COM 959802109 983 57,461 SH   DFND 3 57,461 0 0
WESTERN UN CO COM 959802109 11,977 700,002 SH   DFND   700,002 0 0
WESTLAKE CHEM CORP COM 960413102 61,404 636,900 SH   DFND 1,5 0 0 636,900
WESTLAKE CHEM CORP COM 960413102 10,580 109,743 SH   DFND   109,743 0 0
WESTPORT INNOVATIONS INC COM NEW 960908309 471 14,059 SH   DFND 1,5 0 0 14,059
WESTPORT INNOVATIONS INC COM NEW 960908309 41,278 1,231,085 SH   DFND 3 1,231,085 0 0
WEX INC COM 96208T104 171,539 2,236,494 SH   DFND 1,5 0 0 2,236,494
WEYERHAEUSER CO COM 962166104 77,400 2,716,729 SH   DFND 1,5 400 0 2,716,329
WEYERHAEUSER CO COM 962166104 5,351 187,825 SH   DFND 2 187,825 0 0
WEYERHAEUSER CO COM 962166104 788 27,653 SH   DFND 3 27,653 0 0
WEYERHAEUSER CO COM 962166104 41,220 1,446,829 SH   DFND 7 1,446,829 0 0
WEYERHAEUSER CO COM 962166104 7,984 280,256 SH   DFND   280,256 0 0
WHIRLPOOL CORP COM 963320106 558,187 4,880,961 SH   DFND 1,5 150 0 4,880,811
WHIRLPOOL CORP COM 963320106 2,950 25,792 SH   DFND 2 25,792 0 0
WHIRLPOOL CORP COM 963320106 742 6,486 SH   DFND 3 6,486 0 0
WHIRLPOOL CORP COM 963320106 246 2,150 SH   DFND 6 2,150 0 0
WHIRLPOOL CORP COM 963320106 1,225 10,714 SH   DFND 7 10,714 0 0
WHITESTONE REIT COM 966084204 2,888 183,267 SH   DFND 1,5 0 0 183,267
WHITEWAVE FOODS CO COM CL A 966244105 18,127 1,115,500 SH   DFND 1,5 0 0 1,115,500
WHITEWAVE FOODS CO COM CL A 966244105 4,022 247,490 SH   DFND 6 247,490 0 0
WHITING PETE CORP NEW COM 966387102 129,168 2,802,517 SH   DFND 1,5 0 0 2,802,517
WHITING PETE CORP NEW COM 966387102 770 16,702 SH   DFND 3 16,702 0 0
WHITING PETE CORP NEW COM 966387102 3,982 86,390 SH   DFND 6 40,790 0 45,600
WHITING PETE CORP NEW COM 966387102 1,904 41,300 SH   DFND   41,300 0 0
WHOLE FOODS MKT INC COM 966837106 384,319 7,465,408 SH   DFND 1,5 9,440 0 7,455,968
WHOLE FOODS MKT INC COM 966837106 5,783 112,330 SH   DFND 2 112,330 0 0
WHOLE FOODS MKT INC COM 966837106 998 19,377 SH   DFND 3 19,377 0 0
WHOLE FOODS MKT INC COM 966837106 965 18,750 SH   DFND 6 13,490 0 5,260
WHOLE FOODS MKT INC COM 966837106 7,956 154,544 SH   DFND   154,544 0 0
WI-LAN INC COM 928972108 2,614 566,800 SH   DFND 1,5 0 0 566,800
WILEY JOHN & SONS INC CL A 968223206 4,414 110,100 SH   DFND 1,5 0 0 110,100
WILLIAMS COS INC DEL COM 969457100 960,092 29,568,579 SH   DFND 1,5 291,989 0 29,276,590
WILLIAMS COS INC DEL COM 969457100 7,217 222,265 SH   DFND 2 222,265 0 0
WILLIAMS COS INC DEL COM 969457100 1,696 52,223 SH   DFND 3 52,223 0 0
WILLIAMS COS INC DEL COM 969457100 36,682 1,129,712 SH   DFND 6 462,982 0 666,730
WILLIAMS COS INC DEL COM 969457100 50,504 1,555,397 SH   DFND 7 1,038,557 0 516,840
WILLIAMS PARTNERS L P COM UNIT L P 96950F104 30,960 600,000 SH   DFND 1,5 0 0 600,000
WILLIAMS SONOMA INC COM 969904101 89,824 1,607,160 SH   DFND 1,5 0 0 1,607,160
WILSHIRE BANCORP INC COM 97186T108 3,170 478,900 SH   DFND 1,5 0 0 478,900
WINDSTREAM CORP COM 97381W104 4,892 634,454 SH   DFND 1,5 0 0 634,454
WINDSTREAM CORP COM 97381W104 1,478 191,720 SH   DFND 2 191,720 0 0
WINDSTREAM CORP COM 97381W104 198 25,726 SH   DFND 3 25,726 0 0
WINNEBAGO INDS INC COM 974637100 9,913 472,276 SH   DFND 1,5 0 0 472,276
WINTRUST FINANCIAL CORP COM 97650W108 10,244 267,600 SH   DFND 1,5 0 0 267,600
WIRELESS TELECOM GROUP INC COM 976524108 1,872 1,300,000 SH   DFND 1,5 0 0 1,300,000
WISCONSIN ENERGY CORP COM 976657106 3,048 74,368 SH   DFND 2 74,368 0 0
WISCONSIN ENERGY CORP COM 976657106 627 15,293 SH   DFND 3 15,293 0 0
WISDOMTREE INVTS INC COM 97717P104 23,892 2,065,031 SH   DFND 1,5 0 0 2,065,031
WISDOMTREE TRUST JAPN HEDGE EQT 97717W851 239,817 5,258,000 SH   DFND 1,5 354,500 0 4,903,500
WISDOMTREE TRUST INDIA ERNGS FD 97717W422 1,608 99,500 SH   DFND 1,5 99,500 0 0
WISDOMTREE TRUST JAPN HEDGE EQT 97717W851 54,786 1,201,188 SH   DFND 3 1,201,188 0 0
WISDOMTREE TRUST JAPN HEDGE EQT 97717W851 489 10,719 SH   DFND 7 10,719 0 0
WISDOMTREE TRUST INDIA ERNGS FD 97717W422 2,122 131,300 SH   DFND 7 131,300 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 88,820 5,321,746 SH   DFND 1,5 0 0 5,321,746
WNS HOLDINGS LTD SPON ADR 92932M101 33,010 1,977,832 SH   DFND 6 1,977,832 0 0
WOLVERINE WORLD WIDE INC COM 978097103 72,593 1,329,300 SH   DFND 1,5 0 0 1,329,300
WOODWARD INC COM 980745103 13,052 326,300 SH   DFND 1,5 0 0 326,300
WORKDAY INC CL A 98138H101 508,424 7,932,975 SH   DFND 1,5 0 0 7,932,975
WORKDAY INC CL A 98138H101 4,243 66,200 SH   DFND 7 66,200 0 0
WORKDAY INC CL A 98138H101 13,594 212,110 SH   DFND   212,110 0 0
WORLD ACCEP CORP DEL COM 981419104 92,582 1,064,900 SH   DFND 1,5 0 0 1,064,900
WORLD ACCEP CORP DEL COM 981419104 17,994 206,970 SH   DFND 6 206,970 0 0
WORLD FUEL SVCS CORP COM 981475106 163,959 4,101,022 SH   DFND 1,5 0 0 4,101,022
WORLD FUEL SVCS CORP COM 981475106 54,432 1,361,476 SH   DFND 6 1,234,976 0 126,500
WORLD FUEL SVCS CORP COM 981475106 14,057 351,600 SH   DFND 7 350,700 0 900
WORLD FUEL SVCS CORP COM 981475106 4,659 116,538 SH   DFND   116,538 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 276 26,815 SH   DFND 1,5 0 0 26,815
WORTHINGTON INDS INC COM 981811102 38,157 1,203,320 SH   DFND 1,5 0 0 1,203,320
WPX ENERGY INC COM 98212B103 87,364 4,612,650 SH   DFND 1,5 0 0 4,612,650
WPX ENERGY INC COM 98212B103 1,231 64,988 SH   DFND 2 64,988 0 0
WPX ENERGY INC COM 98212B103 295 15,571 SH   DFND 3 15,571 0 0
WRIGHT MED GROUP INC COM 98235T107 13,105 500,000 SH   DFND 1,5 0 0 500,000
WSFS FINL CORP COM 929328102 24,187 461,664 SH   DFND 1,5 0 0 461,664
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 3,200 152,400 SH   DFND 1,5 0 0 152,400
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 56,009 2,667,115 SH   DFND 4 2,667,115 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 356,804 6,234,562 SH   DFND 1,5 0 0 6,234,562
WYNDHAM WORLDWIDE CORP COM 98310W108 2,540 44,379 SH   DFND 2 44,379 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 788 13,772 SH   DFND 3 13,772 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 29,237 510,870 SH   DFND 6 297,150 0 213,720
WYNDHAM WORLDWIDE CORP COM 98310W108 18,529 323,770 SH   DFND 7 292,170 0 31,600
WYNDHAM WORLDWIDE CORP COM 98310W108 742 12,966 SH   DFND   12,966 0 0
WYNN RESORTS LTD COM 983134107 221,690 1,731,952 SH   DFND 1,5 0 0 1,731,952
WYNN RESORTS LTD COM 983134107 3,316 25,905 SH   DFND 2 25,905 0 0
WYNN RESORTS LTD COM 983134107 1,063 8,308 SH   DFND 3 8,308 0 0
XCEL ENERGY INC COM 98389B100 4,586 161,812 SH   DFND 2 161,812 0 0
XCEL ENERGY INC COM 98389B100 686 24,194 SH   DFND 3 24,194 0 0
XENOPORT INC COM 98411C100 3,959 799,697 SH   DFND 1,5 0 0 799,697
XEROX CORP COM 984121103 272,083 29,998,160 SH   DFND 1,5 0 0 29,998,160
XEROX CORP COM 984121103 3,627 399,867 SH   DFND 2 399,867 0 0
XEROX CORP COM 984121103 408 45,026 SH   DFND 3 45,026 0 0
XEROX CORP COM 984121103 8,160 899,710 SH   DFND 6 867,740 0 31,970
XEROX CORP COM 984121103 2,739 301,994 SH   DFND 7 301,994 0 0
XILINX INC COM 983919101 54,789 1,383,218 SH   DFND 1,5 0 0 1,383,218
XILINX INC SDCV 3.125% 3/1 983919AD3 13,775 10,000,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 3,404 85,937 SH   DFND 2 85,937 0 0
XILINX INC COM 983919101 547 13,800 SH   DFND 3 13,800 0 0
XL GROUP PLC SHS G98290102 61,445 2,026,542 SH   DFND 1,5 0 0 2,026,542
XL GROUP PLC SHS G98290102 2,862 94,401 SH   DFND 2 94,401 0 0
XL GROUP PLC SHS G98290102 584 19,247 SH   DFND 3 19,247 0 0
XL GROUP PLC SHS G98290102 6,046 199,400 SH   DFND 6 190,600 0 8,800
XO GROUP INC COM 983772104 338 30,208 SH   DFND 1,5 0 0 30,208
XOMA CORP DEL COM 98419J107 17,902 4,931,800 SH   DFND 1,5 0 0 4,931,800
XOMA CORP DEL COM 98419J107 14,778 4,071,041 SH   DFND   4,071,041 0 0
XOOM CORP COM 98419Q101 6,941 302,830 SH   DFND 1,5 0 0 302,830
XOOM CORP COM 98419Q101 72,984 3,184,272 SH   DFND 4 3,184,272 0 0
XPO LOGISTICS INC COM 983793100 15,942 881,265 SH   DFND   881,265 0 0
XUEDA ED GROUP SPONSORED ADR 98418W109 8,392 2,582,300 SH   DFND 1,5 0 0 2,582,300
XUEDA ED GROUP SPONSORED ADR 98418W109 349 107,500 SH   DFND 7 107,500 0 0
XYLEM INC COM 98419M100 1,994 74,000 SH   DFND 1,5 0 0 74,000
XYLEM INC COM 98419M100 1,629 60,462 SH   DFND 2 60,462 0 0
XYRATEX LTD COM G98268108 21,391 2,126,300 SH   DFND 1,5 0 0 2,126,300
YAHOO INC COM 984332106 1,402,376 55,849,296 SH   DFND 1,5 0 0 55,849,296
YAHOO INC COM 984332106 7,789 310,205 SH   DFND 2 310,205 0 0
YAHOO INC COM 984332106 3,525 140,382 SH   DFND 3 140,382 0 0
YAHOO INC COM 984332106 2,775 110,516 SH   DFND 7 110,516 0 0
YAMANA GOLD INC COM 98462Y100 100,214 10,508,021 SH   DFND 1,5 0 0 10,508,021
YAMANA GOLD INC COM 98462Y100 557 58,400 SH   DFND 7 58,400 0 0
YANDEX N V SHS CLASS A N97284108 78,193 2,830,000 SH   DFND 1,5 69,700 0 2,760,300
YANDEX N V SHS CLASS A N97284108 2,426 87,800 SH   DFND 6 87,800 0 0
YANDEX N V SHS CLASS A N97284108 1,528 55,300 SH   DFND 7 55,300 0 0
YANDEX N V SHS CLASS A N97284108 367 13,300 SH   DFND   13,300 0 0
YELP INC CL A 985817105 3,832 110,200 SH   DFND 1,5 0 0 110,200
YELP INC CL A 985817105 22,155 637,200 SH   DFND 3 637,200 0 0
YOUKU TUDOU INC SPONSORED ADR 98742U100 34,837 1,815,366 SH   DFND 1,5 0 0 1,815,366
YUM BRANDS INC COM 988498101 1,243,177 17,928,711 SH   DFND 1,5 47,470 0 17,881,241
YUM BRANDS INC COM 988498101 10,150 146,377 SH   DFND 2 146,377 0 0
YUM BRANDS INC COM 988498101 3,228 46,548 SH   DFND 3 46,548 0 0
YUM BRANDS INC COM 988498101 13,015 187,700 SH   DFND 6 59,000 0 128,700
YUM BRANDS INC COM 988498101 8,176 117,905 SH   DFND 7 98,905 0 19,000
ZELTIQ AESTHETICS INC COM 98933Q108 19,298 3,020,000 SH   DFND 1,5 0 0 3,020,000
ZILLOW INC CL A 98954A107 7,597 134,932 SH   DFND 1,5 0 0 134,932
ZIMMER HLDGS INC COM 98956P102 306,936 4,095,757 SH   DFND 1,5 0 0 4,095,757
ZIMMER HLDGS INC COM 98956P102 4,102 54,743 SH   DFND 2 54,743 0 0
ZIMMER HLDGS INC COM 98956P102 573 7,642 SH   DFND 3 7,642 0 0
ZIMMER HLDGS INC COM 98956P102 419 5,590 SH   DFND 6 3,700 0 1,890
ZIMMER HLDGS INC COM 98956P102 875 11,670 SH   DFND 7 11,670 0 0
ZIONS BANCORPORATION COM 989701107 66,778 2,312,251 SH   DFND 1,5 0 0 2,312,251
ZIONS BANCORPORATION COM 989701107 1,727 59,810 SH   DFND 2 59,810 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 13,450 6,404,871 SH   DFND 1,5 0 0 6,404,871
ZOETIS INC CL A 98978V103 418,686 13,554,100 SH   DFND 1,5 0 0 13,554,100
ZOETIS INC CL A 98978V103 375 12,139 SH   DFND 2 12,139 0 0
ZOETIS INC CL A 98978V103 11,023 356,831 SH   DFND 6 208,548 0 148,283
ZOETIS INC CL A 98978V103 14,209 459,988 SH   DFND 7 392,495 0 67,493
ZOETIS INC CL A 98978V103 939 30,394 SH   DFND   30,394 0 0
ZOGENIX INC COM 98978L105 8,685 5,078,997 SH   DFND 1,5 0 0 5,078,997
ZOLTEK COS INC COM 98975W104 27,484 2,128,888 SH   DFND 1,5 0 0 2,128,888