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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 9,463 277,356 SH   DFND 1,5 0 0 277,356
2U INC COM 90214J101 105,897 3,289,741 SH   DFND 1,5 600 0 3,289,141
2U INC COM 90214J101 7,703 239,300 SH   DFND 11 239,300 0 0
3-D SYS CORP DEL COM NEW 88554D205 982 50,300 SH   DFND 1,5 0 0 50,300
3M CO COM 88579Y101 1,517,780 9,836,551 SH   DFND 1,5 773,387 0 9,063,164
3M CO COM 88579Y101 33,449 216,782 SH   DFND 2 216,782 0 0
3M CO COM 88579Y101 13,591 88,084 SH   DFND 3 88,084 0 0
500 COM LTD SPON ADR REP A 33829R100 28,126 1,133,652 SH   DFND 1,9 0 0 1,133,652
58 COM INC SPON ADR REP A 31680Q104 180,097 2,811,384 SH   DFND 1,5 81,827 0 2,729,557
58 COM INC SPON ADR REP A 31680Q104 48,720 760,536 SH   DFND 1,9 0 0 760,536
58 COM INC SPON ADR REP A 31680Q104 2,716 42,400 SH   DFND 6 31,200 0 11,200
58 COM INC SPON ADR REP A 31680Q104 869 13,573 SH   DFND 7 13,573 0 0
8POINT3 ENERGY PARTNERS LP CL A RPT LTDPT 282539105 760 40,800 SH   DFND 1,5 20,800 0 20,000
8X8 INC NEW COM 282914100 19,005 2,121,050 SH   DFND 1,5 1,800 0 2,119,250
8X8 INC NEW COM 282914100 11,597 1,294,300 SH   DFND 1,9 0 0 1,294,300
AAR CORP COM 000361105 17,726 556,200 SH   DFND 1,5 27,700 0 528,500
AARONS INC COM PAR $0.50 002535300 379,039 10,467,810 SH   DFND 1,5 25,100 0 10,442,710
ABB LTD SPONSORED ADR 000375204 1,337 64,030 SH   DFND 3 64,030 0 0
ABBOTT LABS COM 002824100 433,861 8,839,883 SH   DFND 1,5 174,516 0 8,665,367
ABBOTT LABS COM 002824100 24,973 508,815 SH   DFND 2 508,815 0 0
ABBOTT LABS COM 002824100 16,096 327,956 SH   DFND 3 327,956 0 0
ABBOTT LABS COM 002824100 1,944 39,613 SH   DFND 6 39,613 0 0
ABBOTT LABS COM 002824100 11,057 225,280 SH   DFND 7 225,280 0 0
ABBVIE INC COM 00287Y109 2,043,974 30,420,814 SH   DFND 1,5 454,267 0 29,966,547
ABBVIE INC COM 00287Y109 39,491 587,753 SH   DFND 2 587,753 0 0
ABBVIE INC COM 00287Y109 17,105 254,571 SH   DFND 3 254,571 0 0
ABBVIE INC COM 00287Y109 9,780 145,550 SH   DFND 6 114,080 0 31,470
ABBVIE INC COM 00287Y109 5,975 88,932 SH   DFND 7 88,932 0 0
ABENGOA YIELD PLC ORD SHS G00349103 14,712 469,747 SH   DFND 1,5 0 0 469,747
ABERCROMBIE & FITCH CO CL A 002896207 168,918 7,853,012 SH   DFND 1,5 422,702 0 7,430,310
ABIOMED INC COM 003654100 5,475 83,300 SH   DFND 1,5 0 0 83,300
ABM INDS INC COM 000957100 381 11,600 SH   DFND 1,5 533 0 11,067
ABRAXAS PETE CORP COM 003830106 546 185,100 SH   DFND 1,5 0 0 185,100
ACACIA RESH CORP ACACIA TCH COM 003881307 56,227 6,411,344 SH   DFND 1,5 219,149 0 6,192,195
ACACIA RESH CORP ACACIA TCH COM 003881307 1,336 152,298 SH   DFND 6 152,298 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 1,618 20,650 SH   DFND 1,5 450 0 20,200
ACADIA PHARMACEUTICALS INC COM 004225108 630,068 15,044,613 SH   DFND 1,5 651,027 0 14,393,586
ACADIA RLTY TR COM SH BEN INT 004239109 219,081 7,525,961 SH   DFND 1,5 2,149,268 0 5,376,693
ACCELERON PHARMA INC COM 00434H108 155,726 4,921,795 SH   DFND 1,5 3,100 0 4,918,695
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 199,914 2,065,658 SH   DFND 1,5 109,730 0 1,955,928
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 19,695 203,500 SH   DFND 1,10 0 0 203,500
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 20,715 214,038 SH   DFND 2 214,038 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,489 129,040 SH   DFND 3 129,040 0 0
ACCESS NATL CORP COM 004337101 275 14,149 SH   DFND 3 14,149 0 0
ACE LTD SHS H0023R105 1,198,806 11,789,991 SH   DFND 1,5 297,889 0 11,492,102
ACE LTD SHS H0023R105 11,362 111,740 SH   DFND 2 111,740 0 0
ACE LTD SHS H0023R105 7,568 74,430 SH   DFND 3 74,430 0 0
ACE LTD SHS H0023R105 3,996 39,296 SH   DFND 6 39,296 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 4,410 1,040,114 SH   DFND 1,5 0 0 1,040,114
ACETO CORP COM 004446100 38,477 1,562,200 SH   DFND 1,5 0 0 1,562,200
ACHAOGEN INC COM 004449104 15,862 2,630,497 SH   DFND 1,5 16,300 0 2,614,197
ACHAOGEN INC COM 004449104 130 21,600 SH   DFND 6 21,600 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 78,588 8,869,972 SH   DFND 1,5 0 0 8,869,972
ACNB CORP COM 000868109 2,741 131,700 SH   DFND 1,5 6,500 0 125,200
ACORDA THERAPEUTICS INC COM 00484M106 213,933 6,418,633 SH   DFND 1,5 0 0 6,418,633
ACTIVISION BLIZZARD INC COM 00507V109 1,182,065 48,825,486 SH   DFND 1,5 2,003,313 0 46,822,173
ACTIVISION BLIZZARD INC COM 00507V109 30,435 1,257,110 SH   DFND 1,9 0 0 1,257,110
ACTIVISION BLIZZARD INC COM 00507V109 27,071 1,118,190 SH   DFND 6 745,680 0 372,510
ACTIVISION BLIZZARD INC COM 00507V109 80,030 3,305,669 SH   DFND 7 3,043,169 0 262,500
ACTUA CORP COM 005094107 82,961 5,817,735 SH   DFND 1,5 883,041 0 4,934,694
ACTUA CORP COM 005094107 536 37,600 SH   DFND 6 37,600 0 0
ACTUA CORP COM 005094107 3,331 233,598 SH   DFND 11 233,598 0 0
ACUITY BRANDS INC COM 00508Y102 73,313 407,340 SH   DFND 1,5 1,031 0 406,309
ACUITY BRANDS INC COM 00508Y102 1,080 6,000 SH   DFND 6 6,000 0 0
ACXIOM CORP COM 005125109 6,042 343,700 SH   DFND 1,5 0 0 343,700
ADAMAS PHARMACEUTICALS INC COM 00548A106 70,098 2,673,456 SH   DFND 1,5 0 0 2,673,456
ADAMS RES & ENERGY INC COM NEW 006351308 7,339 164,551 SH   DFND 1,5 13,900 0 150,651
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 71,639 3,908,276 SH   DFND 1,5 198,500 0 3,709,776
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 41,399 2,258,517 SH   DFND 4 2,258,517 0 0
ADDUS HOMECARE CORP COM 006739106 10,113 363,000 SH   DFND 6 363,000 0 0
ADDUS HOMECARE CORP COM 006739106 2,227 79,940 SH   DFND 7 79,940 0 0
ADECOAGRO S A COM L00849106 293 31,800 SH   DFND 1,5 0 0 31,800
ADEPTUS HEALTH INC CL A 006855100 75,764 797,603 SH   DFND 1,5 150 0 797,453
ADMA BIOLOGICS INC COM 000899104 3,918 423,100 SH   DFND 1,5 0 0 423,100
ADOBE SYS INC COM 00724F101 2,486,768 30,697,050 SH   DFND 1,5 1,348,662 0 29,348,388
ADOBE SYS INC COM 00724F101 74,753 922,762 SH   DFND 1,9 0 0 922,762
ADOBE SYS INC COM 00724F101 13,160 162,450 SH   DFND 2 162,450 0 0
ADOBE SYS INC COM 00724F101 7,054 87,081 SH   DFND 3 87,081 0 0
ADOBE SYS INC COM 00724F101 33,723 416,278 SH   DFND 6 376,178 0 40,100
ADOBE SYS INC COM 00724F101 81,841 1,010,252 SH   DFND 7 892,552 0 117,700
ADTRAN INC COM 00738A106 6,935 426,760 SH   DFND 1,5 30,510 0 396,250
ADTRAN INC COM 00738A106 475 29,200 SH   DFND 1,9 0 0 29,200
ADTRAN INC COM 00738A106 657 40,400 SH   DFND 6 40,400 0 0
ADTRAN INC COM 00738A106 701 43,154 SH   DFND 7 42,613 0 541
ADURO BIOTECH INC COM 00739L101 157,195 5,182,799 SH   DFND 1,5 33,900 0 5,148,899
ADVANCE AUTO PARTS INC COM 00751Y106 35,348 221,912 SH   DFND 1,5 100 0 221,812
ADVANCED MICRO DEVICES INC COM 007903107 32,585 13,576,958 SH   DFND 1,5 231,076 0 13,345,882
ADVANCED MICRO DEVICES INC COM 007903107 362 151,000 SH   DFND 6 151,000 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 7,216 1,140,900 SH   DFND 1,5 0 0 1,140,900
ADVANTAGE OIL & GAS LTD COM 00765F101 626 98,900 SH   DFND 6 98,900 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 1,000 158,100 SH   DFND 7 114,000 0 44,100
ADVAXIS INC COM NEW 007624208 48,068 2,364,405 SH   DFND 1,5 0 0 2,364,405
ADVENT SOFTWARE INC COM 007974108 152,461 3,448,559 SH   DFND 11 3,448,559 0 0
ADVISORY BRD CO COM 00762W107 2,438 44,596 SH   DFND 6 44,596 0 0
ADVISORY BRD CO COM 00762W107 4,466 81,690 SH   DFND 7 61,490 0 20,200
AECOM COM 00766T100 740,433 22,383,096 SH   DFND 1,5 436,921 0 21,946,174
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 9,616 778,023 SH   DFND 6 778,023 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 2,117 171,270 SH   DFND 7 171,270 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 81,209 4,280,907 SH   DFND 1,5 0 0 4,280,907
AEP INDS INC COM 001031103 5,883 106,580 SH   DFND 1,5 6,000 0 100,580
AERCAP HOLDINGS NV SHS N00985106 335,139 7,319,040 SH   DFND 1,5 992,560 0 6,326,480
AERCAP HOLDINGS NV SHS N00985106 102,486 2,238,180 SH   DFND 1,10 37,880 0 2,200,300
AERCAP HOLDINGS NV SHS N00985106 1,722 37,600 SH   DFND 6 37,600 0 0
AERCAP HOLDINGS NV SHS N00985106 4,312 94,172 SH   DFND 7 94,172 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 122,363 5,937,076 SH   DFND 1,5 78,816 0 5,858,260
AEROPOSTALE COM 007865108 13,720 8,469,400 SH   DFND 1,5 413,200 0 8,056,200
AES CORP COM 00130H105 25,014 1,886,460 SH   DFND 1,5 216 0 1,886,244
AES CORP COM 00130H105 3,094 233,308 SH   DFND 2 233,308 0 0
AES CORP COM 00130H105 2,858 215,545 SH   DFND 3 215,545 0 0
AES CORP COM 00130H105 3,706 279,500 SH   DFND 6 173,800 0 105,700
AES CORP COM 00130H105 609 45,900 SH   DFND 7 45,900 0 0
AETNA INC NEW COM 00817Y108 1,690,385 13,262,081 SH   DFND 1,5 527,247 0 12,734,834
AETNA INC NEW COM 00817Y108 15,216 119,375 SH   DFND 2 119,375 0 0
AETNA INC NEW COM 00817Y108 4,806 37,707 SH   DFND 3 37,707 0 0
AETNA INC NEW COM 00817Y108 29,867 234,324 SH   DFND 6 201,224 0 33,100
AETNA INC NEW COM 00817Y108 76,293 598,565 SH   DFND 7 561,165 0 37,400
AFFILIATED MANAGERS GROUP COM 008252108 127,834 584,786 SH   DFND 1,5 215 0 584,571
AFFILIATED MANAGERS GROUP COM 008252108 4,102 18,764 SH   DFND 2 18,764 0 0
AFFILIATED MANAGERS GROUP COM 008252108 3,803 17,395 SH   DFND 7 17,395 0 0
AFFIMED N V COM N01045108 5,957 442,215 SH   DFND 1,5 0 0 442,215
AFLAC INC COM 001055102 402,739 6,474,911 SH   DFND 1,5 192,977 0 6,281,934
AFLAC INC COM 001055102 9,236 148,489 SH   DFND 2 148,489 0 0
AFLAC INC COM 001055102 5,586 89,809 SH   DFND 3 89,809 0 0
AFLAC INC COM 001055102 13,428 215,885 SH   DFND 6 186,985 0 28,900
AFLAC INC COM 001055102 55,394 890,573 SH   DFND 7 890,573 0 0
AG MTG INVT TR INC COM 001228105 13,508 781,700 SH   DFND 1,5 0 0 781,700
AGCO CORP COM 001084102 191,951 3,380,609 SH   DFND 1,5 146 0 3,380,463
AGCO CORP COM 001084102 367 6,463 SH   DFND 3 6,463 0 0
AGCO CORP COM 001084102 7,516 132,377 SH   DFND 6 97,077 0 35,300
AGCO CORP COM 001084102 10,113 178,100 SH   DFND 7 74,000 0 104,100
AGENUS INC COM NEW 00847G705 24,071 2,789,278 SH   DFND 1,5 0 0 2,789,278
AGILENT TECHNOLOGIES INC COM 00846U101 730,183 18,926,472 SH   DFND 1,5 114,102 0 18,812,370
AGILENT TECHNOLOGIES INC COM 00846U101 4,393 113,872 SH   DFND 2 113,872 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,071 27,765 SH   DFND 3 27,765 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,069 390,590 SH   DFND 6 226,510 0 164,080
AGILENT TECHNOLOGIES INC COM 00846U101 69,385 1,798,481 SH   DFND 7 1,649,381 0 149,100
AGIOS PHARMACEUTICALS INC COM 00847X104 621,409 5,591,225 SH   DFND 1,5 428,794 0 5,162,431
AGIOS PHARMACEUTICALS INC COM 00847X104 389 3,500 SH   DFND 6 3,500 0 0
AGL RES INC COM 001204106 6,914 148,500 SH   DFND 1,5 0 0 148,500
AGL RES INC COM 001204106 1,908 40,988 SH   DFND 2 40,988 0 0
AGL RES INC COM 001204106 1,458 31,317 SH   DFND 3 31,317 0 0
AGNICO EAGLE MINES LTD COM 008474108 65,672 2,313,151 SH   DFND 1,5 0 0 2,313,151
AGREE REALTY CORP COM 008492100 2,832 97,100 SH   DFND 1,5 15,700 0 81,400
AGREE REALTY CORP COM 008492100 2,946 101,010 SH   DFND 6 101,010 0 0
AGREE REALTY CORP COM 008492100 1,222 41,900 SH   DFND 7 5,000 0 36,900
AGRIUM INC COM 008916108 442,768 4,177,815 SH   DFND 1,5 69,893 0 4,107,922
AGRIUM INC COM 008916108 21,870 206,356 SH   DFND 6 78,520 0 127,836
AGRIUM INC COM 008916108 10,838 102,260 SH   DFND 7 85,960 0 16,300
AGRIUM INC COM 008916108 341,299 3,220,387 SH   DFND 11 2,616,887 0 603,500
AIR LEASE CORP CL A 00912X302 446,988 13,185,483 SH   DFND 1,5 480,145 0 12,705,338
AIR LEASE CORP CL A 00912X302 271 8,000 SH   DFND 7 8,000 0 0
AIR METHODS CORP COM PAR $.06 009128307 53,636 1,297,431 SH   DFND 1,5 12,900 0 1,284,531
AIR METHODS CORP COM PAR $.06 009128307 91,388 2,210,643 SH   DFND 6 2,176,043 0 34,600
AIR METHODS CORP COM PAR $.06 009128307 26,797 648,219 SH   DFND 7 505,819 0 142,400
AIR METHODS CORP COM PAR $.06 009128307 32,668 790,236 SH   DFND 11 790,236 0 0
AIR PRODS & CHEMS INC COM 009158106 166,824 1,219,208 SH   DFND 1,5 36,726 0 1,182,482
AIR PRODS & CHEMS INC COM 009158106 9,040 66,068 SH   DFND 2 66,068 0 0
AIR PRODS & CHEMS INC COM 009158106 4,264 31,163 SH   DFND 3 31,163 0 0
AIR PRODS & CHEMS INC COM 009158106 410 3,000 SH   DFND 6 3,000 0 0
AIR T INC COM 009207101 5,127 244,600 SH   DFND 1,5 12,700 0 231,900
AIR TRANSPORT SERVICES GRP I COM 00922R105 9,302 886,729 SH   DFND 6 886,729 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 2,024 192,920 SH   DFND 7 192,920 0 0
AIRCASTLE LTD COM G0129K104 13,962 615,900 SH   DFND 1,5 0 0 615,900
AIRGAS INC COM 009363102 454,639 4,297,971 SH   DFND 1,5 14,100 0 4,283,871
AIRGAS INC COM 009363102 2,459 23,245 SH   DFND 2 23,245 0 0
AIRGAS INC COM 009363102 418 3,956 SH   DFND 3 3,956 0 0
AIRGAS INC COM 009363102 3,492 33,010 SH   DFND 6 33,010 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 669,465 9,588,442 SH   DFND 1,5 633,193 0 8,955,249
AKAMAI TECHNOLOGIES INC COM 00971T101 4,261 61,031 SH   DFND 2 61,031 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 367 5,251 SH   DFND 3 5,251 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,685 24,134 SH   DFND 6 24,134 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 20,226 1,965,600 SH   DFND 1,5 0 0 1,965,600
AKORN INC COM 009728106 32,029 733,610 SH   DFND 1,5 900 0 732,710
AKORN INC NOTE 3.500% 6/0 009728AB2 24,863 5,000,000 PRN   DFND 1,5 0 0 0
AKORN INC COM 009728106 53,768 1,231,505 SH   DFND 6 1,231,505 0 0
AKORN INC COM 009728106 57,858 1,325,205 SH   DFND 7 1,286,405 0 38,800
ALAMOS GOLD INC COM 011527108 6,524 1,152,500 SH   DFND 1,5 0 0 1,152,500
ALAMOS GOLD INC COM 011527108 3,152 556,800 SH   DFND 6 142,200 0 414,600
ALAMOS GOLD INC COM 011527108 1,313 231,900 SH   DFND 7 207,700 0 24,200
ALASKA AIR GROUP INC COM 011659109 165,044 2,561,603 SH   DFND 1,5 240,799 0 2,320,804
ALASKA AIR GROUP INC COM 011659109 242 3,754 SH   DFND 3 3,754 0 0
ALASKA AIR GROUP INC COM 011659109 13,079 202,989 SH   DFND 6 202,989 0 0
ALASKA AIR GROUP INC COM 011659109 8,674 134,620 SH   DFND 7 118,420 0 16,200
ALBEMARLE CORP COM 012653101 116,276 2,103,790 SH   DFND 1,5 0 0 2,103,790
ALBEMARLE CORP COM 012653101 8,403 152,040 SH   DFND 6 152,040 0 0
ALBEMARLE CORP COM 012653101 5,518 99,830 SH   DFND 7 73,530 0 26,300
ALCATEL-LUCENT SPONSORED ADR 013904305 10,214 2,821,600 SH   DFND 1,5 0 0 2,821,600
ALCOA INC DEP SHS 1/10TH 013817309 15,812 400,000 SH   DFND 1,5 0 0 400,000
ALCOA INC COM 013817101 10,654 955,500 SH   DFND 1,5 0 0 955,500
ALCOA INC COM 013817101 4,659 417,807 SH   DFND 2 417,807 0 0
ALCOA INC COM 013817101 1,591 142,692 SH   DFND 3 142,692 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 269,763 5,092,750 SH   DFND 1,5 250,371 0 4,842,379
ALDER BIOPHARMACEUTICALS INC COM 014339105 52,622 993,422 SH   DFND 6 993,422 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 14,773 278,900 SH   DFND 7 252,800 0 26,100
ALDEYRA THERAPEUTICS INC COM 01438T106 11,157 1,437,811 SH   DFND 1,5 0 0 1,437,811
ALERE INC COM 01449J105 104,773 1,986,218 SH   DFND 1,5 0 0 1,986,218
ALERE INC NOTE 3.000% 5/1 01449JAA3 38,459 31,000,000 PRN   DFND 1,5 0 0 0
ALERE INC PERP PFD CONV SE 01449J204 189,636 531,015 SH   DFND 1,5 37,704 0 493,311
ALERE INC COM 01449J105 8,543 161,956 SH   DFND 6 161,956 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 253,032 2,893,119 SH   DFND 1,5 617,245 0 2,275,874
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 40,872 467,326 SH   DFND 6 467,326 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 16,965 193,971 SH   DFND 7 23,100 0 170,871
ALEXION PHARMACEUTICALS INC COM 015351109 2,672,742 14,785,319 SH   DFND 1,5 749,383 0 14,035,936
ALEXION PHARMACEUTICALS INC COM 015351109 13,835 76,534 SH   DFND 2 76,534 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 8,939 49,449 SH   DFND 3 49,449 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,188 28,700 SH   DFND 6 28,700 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,590,004 19,326,661 SH   DFND 1,5 731,576 0 18,595,085
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 59,720 725,900 SH   DFND 1,9 0 0 725,900
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 34,488 419,200 SH   DFND 1,10 6,900 0 412,300
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,082 98,241 SH   DFND 3 98,241 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 231,526 2,814,227 SH   DFND 4 2,814,227 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,996 194,430 SH   DFND 6 139,030 0 55,400
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,217 124,190 SH   DFND 7 124,190 0 0
ALIGN TECHNOLOGY INC COM 016255101 196,539 3,134,089 SH   DFND 1,5 114,858 0 3,019,231
ALKERMES PLC SHS G01767105 1,432,288 22,261,241 SH   DFND 1,5 2,573,887 0 19,687,354
ALKERMES PLC SHS G01767105 2,147 33,363 SH   DFND 6 33,363 0 0
ALLEGHANY CORP DEL COM 017175100 1,422 3,033 SH   DFND 1,5 8 0 3,025
ALLEGHANY CORP DEL COM 017175100 4,583 9,776 SH   DFND 3 9,776 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,127 37,331 SH   DFND 2 37,331 0 0
ALLEGIANT TRAVEL CO COM 01748X102 49,416 277,808 SH   DFND 1,5 12,070 0 265,738
ALLEGIANT TRAVEL CO COM 01748X102 4,453 25,033 SH   DFND 6 25,033 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 232,503 3,866,028 SH   DFND 1,5 20,820 0 3,845,208
ALLEGION PUB LTD CO ORD SHS G0176J109 1,968 32,719 SH   DFND 2 32,719 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 1,104 18,356 SH   DFND 3 18,356 0 0
ALLERGAN PLC SHS G0177J108 5,973,691 19,685,267 SH   DFND 1,5 409,827 0 19,275,440
ALLERGAN PLC PFD CONV SER A G0177J116 239,584 229,799 SH   DFND 1,5 60,399 0 169,400
ALLERGAN PLC SHS G0177J108 143,567 473,100 SH   DFND 1,10 5,600 0 467,500
ALLERGAN PLC SHS G0177J108 40,707 134,142 SH   DFND 2 134,142 0 0
ALLERGAN PLC SHS G0177J108 14,843 48,913 SH   DFND 3 48,913 0 0
ALLERGAN PLC SHS G0177J108 36,114 119,009 SH   DFND 6 106,317 0 12,692
ALLERGAN PLC SHS G0177J108 50,318 165,814 SH   DFND 7 127,926 0 37,888
ALLERGAN PLC SHS G0177J108 63,286 208,547 SH   DFND 11 208,547 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 805,838 2,760,288 SH   DFND 1,5 90,560 0 2,669,728
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,192 21,209 SH   DFND 2 21,209 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,351 4,627 SH   DFND 3 4,627 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 8,671 29,700 SH   DFND 6 12,900 0 16,800
ALLIANCE DATA SYSTEMS CORP COM 018581108 69,261 237,244 SH   DFND 7 237,244 0 0
ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 35,545 1,203,700 SH   DFND 1,5 0 0 1,203,700
ALLIANT ENERGY CORP COM 018802108 69,773 1,208,822 SH   DFND 1,5 26,422 0 1,182,400
ALLIANT ENERGY CORP COM 018802108 225 3,901 SH   DFND 3 3,901 0 0
ALLIANT ENERGY CORP COM 018802108 11,639 201,638 SH   DFND 6 201,638 0 0
ALLIANT ENERGY CORP COM 018802108 8,250 142,931 SH   DFND 7 142,931 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 245,646 5,683,620 SH   DFND 1,5 124,316 0 5,559,304
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 897 20,758 SH   DFND 6 20,758 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 23,782 812,782 SH   DFND 1,5 36,342 0 776,440
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,229 42,000 SH   DFND 11 42,000 0 0
ALLOT COMMUNICATIONS LTD SHS M0854Q105 10,148 1,411,400 SH   DFND 1,9 0 0 1,411,400
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 2,914 213,043 SH   DFND 1,5 36,953 0 176,090
ALLSTATE CORP COM 020002101 236,434 3,644,730 SH   DFND 1,5 217 0 3,644,513
ALLSTATE CORP COM 020002101 9,075 139,899 SH   DFND 2 139,899 0 0
ALLSTATE CORP COM 020002101 8,276 127,579 SH   DFND 3 127,579 0 0
ALLY FINL INC COM 02005N100 6,340 282,663 SH   DFND 1,5 178 0 282,485
ALLY FINL INC COM 02005N100 1,218 54,284 SH   DFND 3 54,284 0 0
ALMOST FAMILY INC COM 020409108 48,803 1,222,814 SH   DFND 1,5 49,300 0 1,173,514
ALMOST FAMILY INC COM 020409108 6,060 151,853 SH   DFND 6 151,853 0 0
ALMOST FAMILY INC COM 020409108 2,171 54,392 SH   DFND 7 45,461 0 8,931
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,509,152 12,589,904 SH   DFND 1,5 1,258,923 0 11,330,981
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6,293 52,500 SH   DFND 6 52,500 0 0
ALON USA ENERGY INC COM 020520102 6,602 349,300 SH   DFND 1,5 0 0 349,300
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 28,011 3,204,900 SH   DFND 1,5 330,800 0 2,874,100
ALPS ETF TR ALERIAN MLP 00162Q866 62,417 4,011,363 SH   DFND 3 4,011,363 0 0
ALTERA CORP COM 021441100 323,245 6,313,370 SH   DFND 1,5 83,529 0 6,229,841
ALTERA CORP COM 021441100 5,270 102,926 SH   DFND 2 102,926 0 0
ALTERA CORP COM 021441100 1,017 19,862 SH   DFND 3 19,862 0 0
ALTERA CORP COM 021441100 351,514 6,865,500 SH   DFND 11 6,865,500 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 112,455 6,673,880 SH   DFND 1,5 0 0 6,673,880
ALTRIA GROUP INC COM 02209S103 1,142,878 23,366,964 SH   DFND 1,5 952,305 0 22,414,659
ALTRIA GROUP INC COM 02209S103 32,870 672,057 SH   DFND 2 672,057 0 0
ALTRIA GROUP INC COM 02209S103 16,367 334,642 SH   DFND 3 334,642 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 316,277 4,579,745 SH   DFND 1,5 0 0 4,579,745
AMARIN CORP PLC SPONS ADR NEW 023111206 9,282 3,773,369 SH   DFND 1,5 0 0 3,773,369
AMAZON COM INC COM 023135106 6,461,069 14,884,170 SH   DFND 1,5 910,367 0 13,973,803
AMAZON COM INC COM 023135106 65,982 152,000 SH   DFND 1,9 0 0 152,000
AMAZON COM INC COM 023135106 56,656 130,516 SH   DFND 2 130,516 0 0
AMAZON COM INC COM 023135106 35,834 82,550 SH   DFND 3 82,550 0 0
AMAZON COM INC COM 023135106 30,949 71,296 SH   DFND 6 71,296 0 0
AMAZON COM INC COM 023135106 434 1,000 SH   DFND   1,000 0 0
AMBAC FINL GROUP INC COM NEW 023139884 37,278 2,240,260 SH   DFND 1,5 0 0 2,240,260
AMBARELLA INC SHS G037AX101 58,420 568,900 SH   DFND 1,5 2,800 0 566,100
AMBARELLA INC SHS G037AX101 1,910 18,600 SH   DFND 6 18,600 0 0
AMBARELLA INC SHS G037AX101 15,650 152,400 SH   DFND 11 152,400 0 0
AMBASSADORS GROUP INC COM 023177108 4,402 1,804,183 SH   DFND 1,5 126,927 0 1,677,256
AMBASSADORS GROUP INC COM 023177108 671 275,000 SH   DFND 11 275,000 0 0
AMBER RD INC COM 02318Y108 140 20,000 SH   DFND 1,9 0 0 20,000
AMBEV SA SPONSORED ADR 02319V103 71,512 11,723,232 SH   DFND 1,5 449,672 0 11,273,560
AMBEV SA SPONSORED ADR 02319V103 44,956 7,369,775 SH   DFND 1,10 368,128 0 7,001,647
AMC ENTMT HLDGS INC CL A COM 00165C104 374 12,185 SH   DFND 1,5 0 0 12,185
AMC NETWORKS INC CL A 00164V103 245,052 2,993,919 SH   DFND 1,5 8,100 0 2,985,819
AMC NETWORKS INC CL A 00164V103 31,605 386,134 SH   DFND 6 370,234 0 15,900
AMC NETWORKS INC CL A 00164V103 20,328 248,360 SH   DFND 7 168,460 0 79,900
AMDOCS LTD SHS G02602103 549,671 10,069,085 SH   DFND 1,5 431,235 0 9,637,850
AMDOCS LTD SHS G02602103 7,300 133,720 SH   DFND 11 133,720 0 0
AMEDISYS INC COM 023436108 142,782 3,593,800 SH   DFND 1,5 35,500 0 3,558,300
AMEREN CORP COM 023608102 3,123 82,894 SH   DFND 2 82,894 0 0
AMEREN CORP COM 023608102 1,007 26,729 SH   DFND 3 26,729 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 104,567 4,906,929 SH   DFND 1,5 141,799 0 4,765,130
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 38,703 1,816,200 SH   DFND 1,10 88,627 0 1,727,573
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 379 17,801 SH   DFND 3 17,801 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 826,992 20,708,461 SH   DFND 1,5 425,179 0 20,283,282
AMERICAN AIRLS GROUP INC COM 02376R102 9,457 236,804 SH   DFND 2 236,804 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 915 22,921 SH   DFND 3 22,921 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 11,118 278,413 SH   DFND 6 253,253 0 25,160
AMERICAN AIRLS GROUP INC COM 02376R102 20,175 505,200 SH   DFND 7 505,200 0 0
AMERICAN ASSETS TR INC COM 024013104 59,450 1,516,192 SH   DFND 1,5 1,516,192 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 353,003 9,365,956 SH   DFND 1,5 4,278,899 0 5,087,057
AMERICAN CAMPUS CMNTYS INC COM 024835100 24,992 663,085 SH   DFND 6 663,085 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 10,380 275,400 SH   DFND 7 33,000 0 242,400
AMERICAN CAP LTD COM 02503Y103 10,846 800,430 SH   DFND 1,5 0 0 800,430
AMERICAN CAPITAL AGENCY CORP COM 02503X105 159,056 8,658,451 SH   DFND 1,5 335,772 0 8,322,679
AMERICAN CAPITAL AGENCY CORP COM 02503X105 270 14,719 SH   DFND 3 14,719 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,628 88,600 SH   DFND 6 88,600 0 0
AMERICAN ELEC PWR INC COM 025537101 243,471 4,596,391 SH   DFND 1,5 153,028 0 4,443,363
AMERICAN ELEC PWR INC COM 025537101 8,869 167,439 SH   DFND 2 167,439 0 0
AMERICAN ELEC PWR INC COM 025537101 6,139 115,890 SH   DFND 3 115,890 0 0
AMERICAN ELEC PWR INC COM 025537101 23,381 441,392 SH   DFND 6 409,662 0 31,730
AMERICAN ELEC PWR INC COM 025537101 74,614 1,408,606 SH   DFND 7 1,408,606 0 0
AMERICAN EXPRESS CO COM 025816109 547,003 7,038,121 SH   DFND 1,5 388,148 0 6,649,973
AMERICAN EXPRESS CO COM 025816109 23,206 298,583 SH   DFND 2 298,583 0 0
AMERICAN EXPRESS CO COM 025816109 9,469 121,831 SH   DFND 3 121,831 0 0
AMERICAN EXPRESS CO COM 025816109 325 4,184 SH   DFND 6 4,184 0 0
AMERICAN EXPRESS CO COM 025816109 6,669 85,806 SH   DFND 7 85,806 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 286 4,400 SH   DFND 1,5 4,400 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 6,392 398,523 SH   DFND 1,5 0 0 398,523
AMERICAN HOMES 4 RENT CL A 02665T306 205 12,782 SH   DFND 3 12,782 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 699,767 11,319,433 SH   DFND 1,5 303,383 0 11,016,050
AMERICAN INTL GROUP INC COM NEW 026874784 28,181 455,853 SH   DFND 2 455,853 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 13,356 216,049 SH   DFND 3 216,049 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 24,694 399,450 SH   DFND 6 346,990 0 52,460
AMERICAN INTL GROUP INC COM NEW 026874784 59,055 955,278 SH   DFND 7 955,278 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,829 71,100 SH   DFND 1,5 21,838 0 49,262
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 14,225 768,900 SH   DFND 1,5 48,900 0 720,000
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 5,848 316,100 SH   DFND 6 316,100 0 0
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 2,412 130,400 SH   DFND 7 15,400 0 115,000
AMERICAN RLTY CAP PPTYS INC COM 02917T104 270,959 33,328,308 SH   DFND 1,5 10,632,200 0 22,696,108
AMERICAN RLTY CAP PPTYS INC COM 02917T104 15,116 1,859,300 SH   DFND 6 1,859,300 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 6,290 773,700 SH   DFND 7 92,100 0 681,600
AMERICAN TOWER CORP NEW COM 03027X100 1,257,707 13,481,695 SH   DFND 1,5 351,274 0 13,130,421
AMERICAN TOWER CORP NEW PFD CONV SER A 03027X308 14,006 137,300 SH   DFND 1,5 57,800 0 79,500
AMERICAN TOWER CORP NEW COM 03027X100 13,491 144,615 SH   DFND 2 144,615 0 0
AMERICAN TOWER CORP NEW COM 03027X100 6,258 67,081 SH   DFND 3 67,081 0 0
AMERICAN TOWER CORP NEW COM 03027X100 7,070 75,789 SH   DFND 6 56,789 0 19,000
AMERICAN TOWER CORP NEW COM 03027X100 9,159 98,176 SH   DFND 7 40,800 0 57,376
AMERICAN VANGUARD CORP COM 030371108 1,267 91,779 SH   DFND 1,5 4,200 0 87,579
AMERICAN WOODMARK CORP COM 030506109 13,725 250,230 SH   DFND 6 250,230 0 0
AMERICAN WOODMARK CORP COM 030506109 6,860 125,060 SH   DFND 7 102,160 0 22,900
AMERICAN WTR WKS CO INC NEW COM 030420103 284 5,836 SH   DFND 3 5,836 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 229 4,700 SH   DFND 6 4,700 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,901 80,220 SH   DFND 7 80,220 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 9,191 189,000 SH   DFND 11 189,000 0 0
AMERIPRISE FINL INC COM 03076C106 793,661 6,352,846 SH   DFND 1,5 54,320 0 6,298,526
AMERIPRISE FINL INC COM 03076C106 7,754 62,064 SH   DFND 2 62,064 0 0
AMERIPRISE FINL INC COM 03076C106 2,248 17,997 SH   DFND 3 17,997 0 0
AMERIPRISE FINL INC COM 03076C106 4,685 37,505 SH   DFND 6 27,425 0 10,080
AMERIPRISE FINL INC COM 03076C106 548 4,390 SH   DFND 7 4,390 0 0
AMERIPRISE FINL INC COM 03076C106 17,303 138,500 SH   DFND 11 138,500 0 0
AMERISAFE INC COM 03071H100 55,376 1,176,700 SH   DFND 1,5 16,700 0 1,160,000
AMERISOURCEBERGEN CORP COM 03073E105 813,865 7,653,427 SH   DFND 1,5 379,631 0 7,273,796
AMERISOURCEBERGEN CORP COM 03073E105 7,586 71,335 SH   DFND 2 71,335 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,727 82,068 SH   DFND 3 82,068 0 0
AMERISOURCEBERGEN CORP COM 03073E105 702 6,600 SH   DFND 6 6,600 0 0
AMETEK INC NEW COM 031100100 1,106,611 20,201,005 SH   DFND 1,5 46,550 0 20,154,455
AMETEK INC NEW COM 031100100 4,523 82,558 SH   DFND 2 82,558 0 0
AMETEK INC NEW COM 031100100 761 13,895 SH   DFND 3 13,895 0 0
AMETEK INC NEW COM 031100100 10,693 195,200 SH   DFND 6 153,200 0 42,000
AMETEK INC NEW COM 031100100 11,635 212,400 SH   DFND 7 88,100 0 124,300
AMGEN INC COM 031162100 4,668,030 30,406,660 SH   DFND 1,5 1,180,503 0 29,226,157
AMGEN INC COM 031162100 39,896 259,874 SH   DFND 2 259,874 0 0
AMGEN INC COM 031162100 19,962 130,032 SH   DFND 3 130,032 0 0
AMGEN INC COM 031162100 17,788 115,865 SH   DFND 6 115,865 0 0
AMGEN INC COM 031162100 21,880 142,520 SH   DFND 7 142,520 0 0
AMICUS THERAPEUTICS INC COM 03152W109 160,606 11,350,248 SH   DFND 1,5 0 0 11,350,248
AMICUS THERAPEUTICS INC COM 03152W109 22,837 1,613,900 SH   DFND 6 1,613,900 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,927 136,200 SH   DFND 7 136,200 0 0
AMIRA NATURE FOODS LTD SHS G0335L102 37,321 3,248,152 SH   DFND 1,5 359,244 0 2,888,908
AMKOR TECHNOLOGY INC COM 031652100 3,406 569,600 SH   DFND 1,5 0 0 569,600
AMN HEALTHCARE SERVICES INC COM 001744101 18,498 585,576 SH   DFND 1,5 0 0 585,576
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 32,754 1,863,161 SH   DFND 1,5 0 0 1,863,161
AMPHENOL CORP NEW CL A 032095101 2,536,053 43,747,686 SH   DFND 1,5 1,974,191 0 41,773,495
AMPHENOL CORP NEW CL A 032095101 406 7,000 SH   DFND 1,9 0 0 7,000
AMPHENOL CORP NEW CL A 032095101 6,121 105,594 SH   DFND 2 105,594 0 0
AMPHENOL CORP NEW CL A 032095101 1,929 33,275 SH   DFND 3 33,275 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 22,308 163,500 SH   DFND 1,5 101,600 0 61,900
AMSURG CORP COM 03232P405 307,946 4,402,366 SH   DFND 1,5 1,250 0 4,401,116
AMSURG CORP COM 03232P405 109,585 1,566,615 SH   DFND 6 1,523,715 0 42,900
AMSURG CORP COM 03232P405 33,673 481,381 SH   DFND 7 333,881 0 147,500
AMTRUST FINL SVCS INC COM 032359309 86,663 1,322,901 SH   DFND 1,5 37,346 0 1,285,555
AMTRUST FINL SVCS INC COM 032359309 1,024 15,627 SH   DFND 6 15,627 0 0
AMTRUST FINL SVCS INC COM 032359309 1,952 29,790 SH   DFND 7 13,090 0 16,700
AMYRIS INC COM 03236M101 9,257 4,747,107 SH   DFND 1,5 0 0 4,747,107
AMYRIS INC COM 03236M101 952 488,089 SH   DFND 6 488,089 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 257,106 3,320,494 SH   DFND 1,5 4,400 0 3,316,094
ANADARKO PETE CORP COM 032511107 1,550,855 19,867,474 SH   DFND 1,5 627,885 0 19,239,589
ANADARKO PETE CORP UNIT 99/99/9999 032511404 15,123 300,000 SH   DFND 1,5 0 0 300,000
ANADARKO PETE CORP COM 032511107 13,552 173,614 SH   DFND 2 173,614 0 0
ANADARKO PETE CORP COM 032511107 6,920 88,645 SH   DFND 3 88,645 0 0
ANADARKO PETE CORP COM 032511107 5,408 69,285 SH   DFND 6 69,285 0 0
ANADARKO PETE CORP COM 032511107 4,267 54,662 SH   DFND 7 54,662 0 0
ANADARKO PETE CORP COM 032511107 1,155 14,800 SH   DFND 11 14,800 0 0
ANALOG DEVICES INC COM 032654105 815,699 12,708,564 SH   DFND 1,5 234,019 0 12,474,545
ANALOG DEVICES INC COM 032654105 14,326 223,200 SH   DFND 1,9 0 0 223,200
ANALOG DEVICES INC COM 032654105 6,880 107,185 SH   DFND 2 107,185 0 0
ANALOG DEVICES INC COM 032654105 3,686 57,422 SH   DFND 3 57,422 0 0
ANALOG DEVICES INC COM 032654105 48,353 753,334 SH   DFND 6 589,684 0 163,650
ANALOG DEVICES INC COM 032654105 182,301 2,840,250 SH   DFND 7 2,732,050 0 108,200
ANALOG DEVICES INC COM 032654105 32,080 499,800 SH   DFND 11 499,800 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 38,609 4,313,877 SH   DFND 1,5 779,565 0 3,534,312
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 201,864 1,672,856 SH   DFND 1,5 45,465 0 1,627,391
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 414 3,430 SH   DFND 3 3,430 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 3,549 29,409 SH   DFND 6 29,409 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3,456 55,700 SH   DFND 1,5 0 0 55,700
ANNALY CAP MGMT INC COM 035710409 326,965 35,578,360 SH   DFND 1,5 1,514,040 0 34,064,320
ANNALY CAP MGMT INC COM 035710409 290 31,523 SH   DFND 3 31,523 0 0
ANNALY CAP MGMT INC COM 035710409 1,770 192,582 SH   DFND 6 192,582 0 0
ANNALY CAP MGMT INC COM 035710409 4,038 439,400 SH   DFND 7 439,400 0 0
ANSYS INC COM 03662Q105 551,356 6,042,921 SH   DFND 1,5 282,921 0 5,760,000
ANSYS INC COM 03662Q105 839 9,200 SH   DFND 1,9 0 0 9,200
ANTERO RES CORP COM 03674X106 219,565 6,393,856 SH   DFND 1,5 231,200 0 6,162,656
ANTHEM INC UNIT 05/01/20188 036752202 64,624 1,226,500 SH   DFND 1,5 319,400 0 907,100
ANTHEM INC COM 036752103 1,723,193 10,498,312 SH   DFND 1,5 1,948,553 0 8,549,759
ANTHEM INC COM 036752103 14,842 90,424 SH   DFND 2 90,424 0 0
ANTHEM INC COM 036752103 7,514 45,779 SH   DFND 3 45,779 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,792 1,580,510 SH   DFND 1,5 0 0 1,580,510
AON PLC SHS CL A G0408V102 17,679 177,360 SH   DFND 1,5 0 0 177,360
AON PLC SHS CL A G0408V102 9,606 96,365 SH   DFND 2 96,365 0 0
AON PLC SHS CL A G0408V102 4,449 44,634 SH   DFND 3 44,634 0 0
APACHE CORP COM 037411105 755,477 13,109,098 SH   DFND 1,5 281,852 0 12,827,246
APACHE CORP COM 037411105 7,428 128,895 SH   DFND 2 128,895 0 0
APACHE CORP COM 037411105 4,788 83,081 SH   DFND 3 83,081 0 0
APACHE CORP COM 037411105 29,345 509,204 SH   DFND 6 363,344 0 145,860
APACHE CORP COM 037411105 91,990 1,596,223 SH   DFND 7 1,507,723 0 88,500
APARTMENT INVT & MGMT CO CL A 03748R101 316,853 8,579,827 SH   DFND 1,5 3,945,753 0 4,634,074
APARTMENT INVT & MGMT CO CL A 03748R101 1,976 53,497 SH   DFND 2 53,497 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,085 29,369 SH   DFND 3 29,369 0 0
APOGEE ENTERPRISES INC COM 037598109 11,581 220,003 SH   DFND 1,5 0 0 220,003
APOLLO COML REAL EST FIN INC NOTE 5.500% 3/1 03762UAA3 6,948 7,000,000 PRN   DFND 1,5 0 0 0
APOLLO ED GROUP INC CL A 037604105 1,080 83,844 SH   DFND 1,5 19,166 0 64,678
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 27,743 1,252,510 SH   DFND 1,5 0 0 1,252,510
APOLLO INVT CORP COM 03761U106 131,536 18,578,477 SH   DFND 1,5 928,546 0 17,649,931
APOLLO INVT CORP COM 03761U106 881 124,500 SH   DFND 6 124,500 0 0
APPLE INC COM 037833100 20,311,461 161,941,091 SH   DFND 1,5 8,027,956 0 153,913,135
APPLE INC COM 037833100 1,048,178 8,357,011 SH   DFND 1,9 0 0 8,357,011
APPLE INC COM 037833100 246,971 1,969,074 SH   DFND 2 1,969,074 0 0
APPLE INC COM 037833100 99,687 794,793 SH   DFND 3 794,793 0 0
APPLE INC COM 037833100 240,978 1,921,288 SH   DFND 6 1,539,548 0 381,740
APPLE INC COM 037833100 748,879 5,970,734 SH   DFND 7 5,643,677 0 327,057
APPLIED GENETIC TECHNOL CORP COM 03820J100 20,485 1,335,389 SH   DFND 1,5 0 0 1,335,389
APPLIED MATLS INC COM 038222105 233,249 12,135,758 SH   DFND 1,5 778,242 0 11,357,516
APPLIED MATLS INC COM 038222105 8,091 420,953 SH   DFND 2 420,953 0 0
APPLIED MATLS INC COM 038222105 2,195 114,209 SH   DFND 3 114,209 0 0
APPLIED MATLS INC COM 038222105 2,802 145,800 SH   DFND 6 145,800 0 0
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 81,760 12,112,519 SH   DFND 1,5 1,469,800 0 10,642,719
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 85 12,600 SH   DFND 1,9 0 0 12,600
APTARGROUP INC COM 038336103 17,393 272,741 SH   DFND 1,5 0 0 272,741
ARADIGM CORP COM NO PAR NEW 038505400 1,245 168,740 SH   DFND 1,5 0 0 168,740
ARAMARK COM 03852U106 712,912 23,019,430 SH   DFND 1,5 2,182,862 0 20,836,568
ARAMARK COM 03852U106 23,028 743,563 SH   DFND 6 743,563 0 0
ARAMARK COM 03852U106 5,966 192,645 SH   DFND 7 192,645 0 0
ARATANA THERAPEUTICS INC COM 03874P101 4,536 300,000 SH   DFND 1,5 0 0 300,000
ARBOR RLTY TR INC COM 038923108 22,596 3,342,675 SH   DFND 1,5 0 0 3,342,675
ARBOR RLTY TR INC COM 038923108 3,787 560,260 SH   DFND 6 560,260 0 0
ARBOR RLTY TR INC COM 038923108 720 106,489 SH   DFND 7 106,489 0 0
ARCBEST CORP COM 03937C105 26,747 841,100 SH   DFND 1,5 0 0 841,100
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 1,476 151,900 SH   DFND 1,5 0 0 151,900
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 8,865 568,500 SH   DFND 1,5 0 0 568,500
ARCH CAP GROUP LTD ORD G0450A105 148,300 2,214,756 SH   DFND 1,5 93,375 0 2,121,381
ARCH CAP GROUP LTD ORD G0450A105 3,268 48,812 SH   DFND 3 48,812 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 18,494 383,526 SH   DFND 1,5 162 0 383,364
ARCHER DANIELS MIDLAND CO COM 039483102 10,224 212,033 SH   DFND 2 212,033 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,055 63,356 SH   DFND 3 63,356 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 405 8,405 SH   DFND 6 8,405 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 8,083 167,632 SH   DFND 7 167,632 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 2,474 470,300 SH   DFND 1,10 23,100 0 447,200
ARCTIC CAT INC COM 039670104 10,391 312,900 SH   DFND 1,5 15,200 0 297,700
ARCTIC CAT INC COM 039670104 4,212 126,818 SH   DFND 6 126,818 0 0
ARCTIC CAT INC COM 039670104 920 27,700 SH   DFND 7 27,700 0 0
ARDELYX INC COM 039697107 41,489 2,597,944 SH   DFND 1,5 0 0 2,597,944
ARDMORE SHIPPING CORP COM Y0207T100 18,663 1,541,129 SH   DFND 1,5 0 0 1,541,129
ARDMORE SHIPPING CORP COM Y0207T100 4,633 382,550 SH   DFND 6 382,550 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,013 83,658 SH   DFND 7 83,658 0 0
ARENA PHARMACEUTICALS INC COM 040047102 50,853 10,959,800 SH   DFND 1,5 0 0 10,959,800
ARENA PHARMACEUTICALS INC COM 040047102 85 18,401 SH   DFND 3 18,401 0 0
ARES CAP CORP COM 04010L103 205,801 12,503,097 SH   DFND 1,5 470,239 0 12,032,858
ARES CAP CORP NOTE 5.750% 2/0 04010LAB9 9,190 9,010,000 PRN   DFND 1,5 0 0 0
ARES CAP CORP COM 04010L103 1,604 97,434 SH   DFND 6 97,434 0 0
ARES COML REAL ESTATE CORP NOTE 7.000%12/1 04013VAB4 17,404 17,000,000 PRN   DFND 1,5 0 0 0
ARES MGMT L P COM UNIT RP IN 04014Y101 60,050 3,245,962 SH   DFND 1,5 0 0 3,245,962
ARGO GROUP INTL HLDGS LTD COM G0464B107 1,121 20,130 SH   DFND 1,5 220 0 19,910
ARIAD PHARMACEUTICALS INC COM 04033A100 69,199 8,367,446 SH   DFND 1,5 0 0 8,367,446
ARISTA NETWORKS INC COM 040413106 35,802 438,000 SH   DFND 1,5 19,800 0 418,200
ARK RESTAURANTS CORP COM 040712101 5,396 215,595 SH   DFND 1,5 11,500 0 204,095
ARM HLDGS PLC SPONSORED ADR 042068106 12,347 250,600 SH   DFND 1,5 15,100 0 235,500
ARM HLDGS PLC SPONSORED ADR 042068106 6,951 141,083 SH   DFND 3 141,083 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 9,432 944,160 SH   DFND 6 944,160 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 2,730 273,304 SH   DFND 7 273,304 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 30,342 569,491 SH   DFND 1,5 11,150 0 558,341
ARQULE INC COM 04269E107 1,592 995,177 SH   DFND 1,5 0 0 995,177
ARRAY BIOPHARMA INC COM 04269X105 133,359 18,496,391 SH   DFND 1,5 708,300 0 17,788,091
ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 042698308 566 90,300 SH   DFND 1,5 3,900 0 86,400
ARRIS GROUP INC NEW COM 04270V106 7,356 240,400 SH   DFND 1,5 6,280 0 234,120
ARROW ELECTRS INC COM 042735100 138,348 2,479,358 SH   DFND 1,5 29,360 0 2,449,998
ARROW ELECTRS INC COM 042735100 3,708 66,451 SH   DFND 7 66,451 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 180,289 3,880,528 SH   DFND 1,5 0 0 3,880,528
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 48,350 1,040,680 SH   DFND 6 1,040,680 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,585 206,315 SH   DFND 7 206,315 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 117,434 1,295,900 SH   DFND 1,5 2,900 0 1,293,000
ASCENDIS PHARMA A S SPONSORED ADR 04351P101 18,353 1,043,956 SH   DFND 1,5 2,200 0 1,041,756
ASHFORD HOSPITALITY PRIME IN COM 044102101 42,393 2,822,462 SH   DFND 1,5 982,930 0 1,839,532
ASHFORD HOSPITALITY PRIME IN COM 044102101 8,111 540,044 SH   DFND 6 540,044 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 3,677 244,795 SH   DFND 7 25,500 0 219,295
ASHFORD HOSPITALITY TR INC 9% CUM PFD SER E 044103505 4,652 176,699 SH   DFND 1,5 0 0 176,699
ASHFORD INC COM 044104107 2,170 24,871 SH   DFND 1,5 4,231 0 20,640
ASHLAND INC NEW COM 044209104 282,443 2,317,008 SH   DFND 1,5 1,248 0 2,315,760
ASHLAND INC NEW COM 044209104 226 1,852 SH   DFND 3 1,852 0 0
ASHLAND INC NEW COM 044209104 93,375 765,996 SH   DFND 6 649,076 0 116,920
ASHLAND INC NEW COM 044209104 190,349 1,561,516 SH   DFND 7 1,510,216 0 51,300
ASML HOLDING N V N Y REGISTRY SHS N07059210 136,927 1,314,961 SH   DFND 1,5 107,543 0 1,207,418
ASPEN AEROGELS INC COM 04523Y105 32,813 4,956,692 SH   DFND 1,5 0 0 4,956,692
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 156,673 3,270,833 SH   DFND 1,5 133 0 3,270,700
ASPEN TECHNOLOGY INC COM 045327103 60,918 1,337,396 SH   DFND 1,5 88,996 0 1,248,400
ASPEN TECHNOLOGY INC COM 045327103 235 5,161 SH   DFND 6 5,161 0 0
ASPEN TECHNOLOGY INC COM 045327103 8,759 192,290 SH   DFND 7 154,690 0 37,600
ASPEN TECHNOLOGY INC COM 045327103 8,260 181,330 SH   DFND 11 181,330 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 4,058 210,699 SH   DFND 1,5 0 0 210,699
ASSOCIATED BANC CORP COM 045487105 277,937 13,711,721 SH   DFND 1,5 650 0 13,711,071
ASSOCIATED ESTATES RLTY CORP COM 045604105 129,764 4,532,432 SH   DFND 11 4,532,432 0 0
ASSURANT INC COM 04621X108 380,031 5,672,100 SH   DFND 1,5 266,700 0 5,405,400
ASSURANT INC COM 04621X108 1,559 23,264 SH   DFND 2 23,264 0 0
ASSURANT INC COM 04621X108 518 7,726 SH   DFND 3 7,726 0 0
ASSURANT INC COM 04621X108 20,487 305,778 SH   DFND 6 305,778 0 0
ASSURANT INC COM 04621X108 6,486 96,808 SH   DFND 7 96,808 0 0
ASSURED GUARANTY LTD COM G0585R106 2,654 110,649 SH   DFND 1,5 449 0 110,200
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 4,525 983,665 SH   DFND 1,5 0 0 983,665
ASTORIA FINL CORP COM 046265104 127,902 9,274,999 SH   DFND 1,5 0 0 9,274,999
ASTRAZENECA PLC SPONSORED ADR 046353108 79,638 1,250,000 SH   DFND 1,5 0 0 1,250,000
ASTRAZENECA PLC SPONSORED ADR 046353108 512 8,040 SH   DFND 3 8,040 0 0
ASURE SOFTWARE INC COM 04649U102 1,617 266,600 SH   DFND 6 266,600 0 0
AT&T INC COM 00206R102 1,182,216 33,283,104 SH   DFND 1,5 930,076 0 32,353,028
AT&T INC COM 00206R102 63,045 1,774,913 SH   DFND 2 1,774,913 0 0
AT&T INC COM 00206R102 21,888 616,217 SH   DFND 3 616,217 0 0
AT&T INC COM 00206R102 12,894 363,000 SH   DFND 6 322,200 0 40,800
AT&T INC COM 00206R102 7,303 205,600 SH   DFND 7 84,700 0 120,900
ATARA BIOTHERAPEUTICS INC COM 046513107 52,652 997,959 SH   DFND 1,5 0 0 997,959
ATENTO S A SHS L0427L105 259 18,000 SH   DFND 1,5 0 0 18,000
ATHENAHEALTH INC COM 04685W103 626,071 5,464,051 SH   DFND 1,5 257,220 0 5,206,831
ATHENAHEALTH INC COM 04685W103 36,053 314,650 SH   DFND 1,9 0 0 314,650
ATHENAHEALTH INC COM 04685W103 493 4,300 SH   DFND 6 4,300 0 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 12,904 186,800 SH   DFND 1,5 0 0 186,800
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 123,594 2,248,800 SH   DFND 1,5 98,600 0 2,150,200
ATMEL CORP COM 049513104 156,815 15,912,192 SH   DFND 1,5 10,180 0 15,902,012
ATMEL CORP COM 049513104 73,400 7,448,000 SH   DFND 1,9 0 0 7,448,000
ATMEL CORP COM 049513104 651 66,100 SH   DFND 6 66,100 0 0
ATMOS ENERGY CORP COM 049560105 132,152 2,577,076 SH   DFND 1,5 21,415 0 2,555,661
ATMOS ENERGY CORP COM 049560105 21,629 421,786 SH   DFND 6 421,786 0 0
ATMOS ENERGY CORP COM 049560105 10,466 204,090 SH   DFND 7 185,390 0 18,700
ATMOS ENERGY CORP COM 049560105 15,189 296,200 SH   DFND 11 296,200 0 0
ATRICURE INC COM 04963C209 41,395 1,680,000 SH   DFND 1,5 0 0 1,680,000
ATRION CORP COM 049904105 6,748 17,200 SH   DFND 1,5 7,635 0 9,565
ATWOOD OCEANICS INC COM 050095108 182,547 6,904,200 SH   DFND 1,5 686,000 0 6,218,200
ATYR PHARMA INC COM 002120103 65,657 3,545,181 SH   DFND 1,5 151,305 0 3,393,876
AUDIENCE INC COM 05070J102 4,786 978,636 SH   DFND 1,9 0 0 978,636
AUDIOCODES LTD ORD M15342104 207 64,000 SH   DFND 1,5 0 0 64,000
AURICO GOLD INC COM 05155C105 320 112,100 SH   DFND 1,5 0 0 112,100
AURIS MED HLDG AG COM H03579101 8,233 1,666,667 SH   DFND 1,5 0 0 1,666,667
AUTODESK INC COM 052769106 353,812 7,065,650 SH   DFND 1,5 163,080 0 6,902,570
AUTODESK INC COM 052769106 36,289 724,700 SH   DFND 1,9 0 0 724,700
AUTODESK INC COM 052769106 3,897 77,828 SH   DFND 2 77,828 0 0
AUTODESK INC COM 052769106 2,680 53,512 SH   DFND 3 53,512 0 0
AUTODESK INC COM 052769106 1,673 33,400 SH   DFND 6 33,400 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 28,956 572,924 SH   DFND 1,5 25,323 0 547,601
AUTOLIV INC COM 052800109 221,270 1,895,250 SH   DFND 1,5 41,900 0 1,853,350
AUTOMATIC DATA PROCESSING IN COM 053015103 8,779 109,419 SH   DFND 1,5 19 0 109,400
AUTOMATIC DATA PROCESSING IN COM 053015103 12,874 160,462 SH   DFND 2 160,462 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 8,021 99,972 SH   DFND 3 99,972 0 0
AUTONATION INC COM 05329W102 89,488 1,420,900 SH   DFND 1,5 188,200 0 1,232,700
AUTONATION INC COM 05329W102 1,621 25,742 SH   DFND 2 25,742 0 0
AUTONATION INC COM 05329W102 463 7,354 SH   DFND 3 7,354 0 0
AUTONATION INC COM 05329W102 205 3,260 SH   DFND 6 3,260 0 0
AUTONATION INC COM 05329W102 5,295 84,070 SH   DFND 7 84,070 0 0
AUTOZONE INC COM 053332102 1,592,641 2,388,126 SH   DFND 1,5 76,998 0 2,311,128
AUTOZONE INC COM 053332102 7,233 10,846 SH   DFND 2 10,846 0 0
AUTOZONE INC COM 053332102 3,926 5,888 SH   DFND 3 5,888 0 0
AUTOZONE INC COM 053332102 20,154 30,220 SH   DFND 6 17,530 0 12,690
AUTOZONE INC COM 053332102 101,942 152,860 SH   DFND 7 142,060 0 10,800
AUTOZONE INC COM 053332102 84,430 126,600 SH   DFND 11 126,600 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,271,319 9,563,821 SH   DFND 1,5 357,988 0 9,205,833
AVAGO TECHNOLOGIES LTD SHS Y0486S104 29,976 225,500 SH   DFND 1,9 0 0 225,500
AVAGO TECHNOLOGIES LTD SHS Y0486S104 11,659 87,711 SH   DFND 2 87,711 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,041 15,352 SH   DFND 3 15,352 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 12,057 90,700 SH   DFND 6 90,700 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 22,744 171,100 SH   DFND 7 171,100 0 0
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 62,109 3,824,438 SH   DFND 1,5 226,204 0 3,598,234
AVALONBAY CMNTYS INC COM 053484101 312,407 1,954,133 SH   DFND 1,5 535,558 0 1,418,575
AVALONBAY CMNTYS INC COM 053484101 7,224 45,189 SH   DFND 2 45,189 0 0
AVALONBAY CMNTYS INC COM 053484101 2,025 12,669 SH   DFND 3 12,669 0 0
AVALONBAY CMNTYS INC COM 053484101 14,031 87,763 SH   DFND 6 87,763 0 0
AVALONBAY CMNTYS INC COM 053484101 5,847 36,575 SH   DFND 7 4,350 0 32,225
AVERY DENNISON CORP COM 053611109 93,876 1,540,470 SH   DFND 1,5 2,194 0 1,538,276
AVERY DENNISON CORP COM 053611109 1,897 31,124 SH   DFND 2 31,124 0 0
AVERY DENNISON CORP COM 053611109 3,483 57,156 SH   DFND 3 57,156 0 0
AVG TECHNOLOGIES N V SHS N07831105 15,695 576,819 SH   DFND 1,5 19,000 0 557,819
AVID TECHNOLOGY INC COM 05367P100 16,794 1,258,900 SH   DFND 1,5 62,200 0 1,196,700
AVID TECHNOLOGY INC COM 05367P100 8,097 606,966 SH   DFND 11 606,966 0 0
AVNET INC COM 053807103 101,492 2,468,800 SH   DFND 1,5 4,300 0 2,464,500
AVNET INC COM 053807103 2,299 55,919 SH   DFND 3 55,919 0 0
AVNET INC COM 053807103 3,192 77,640 SH   DFND 6 48,290 0 29,350
AVNET INC COM 053807103 526 12,790 SH   DFND 7 12,790 0 0
AVON PRODS INC COM 054303102 90,079 14,389,571 SH   DFND 1,5 779,271 0 13,610,300
AVON PRODS INC COM 054303102 1,077 172,000 SH   DFND 6 172,000 0 0
AXALTA COATING SYS LTD COM G0750C108 51,261 1,549,618 SH   DFND 1,5 0 0 1,549,618
AXIALL CORP COM 05463D100 73,115 2,028,165 SH   DFND 1,5 500,000 0 1,528,165
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 496,745 9,307,565 SH   DFND 1,5 400,800 0 8,906,765
AZZ INC COM 002474104 117,906 2,276,187 SH   DFND 1,5 84,887 0 2,191,300
AZZ INC COM 002474104 911 17,584 SH   DFND 7 17,584 0 0
B & G FOODS INC NEW COM 05508R106 43,082 1,510,066 SH   DFND 1,5 68,298 0 1,441,768
B & G FOODS INC NEW COM 05508R106 428 15,019 SH   DFND 6 15,019 0 0
B/E AEROSPACE INC COM 073302101 45,995 837,800 SH   DFND 1,5 1,700 0 836,100
B/E AEROSPACE INC COM 073302101 12,024 219,022 SH   DFND 6 219,022 0 0
B/E AEROSPACE INC COM 073302101 6,848 124,730 SH   DFND 7 104,730 0 20,000
B2GOLD CORP COM 11777Q209 179,422 117,328,572 SH   DFND 1,5 3,693,341 0 113,635,231
B2GOLD CORP COM 11777Q209 21 13,782 SH   DFND 6 13,782 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 291,877 8,898,704 SH   DFND 1,5 247,007 0 8,651,697
BABCOCK & WILCOX CO NEW COM 05615F102 9,773 297,963 SH   DFND 6 218,463 0 79,500
BABCOCK & WILCOX CO NEW COM 05615F102 13,189 402,100 SH   DFND 7 166,200 0 235,900
BABCOCK & WILCOX CO NEW COM 05615F102 5,378 163,950 SH   DFND 11 163,950 0 0
BAIDU INC SPON ADR REP A 056752108 165,079 829,210 SH   DFND 1,5 23,600 0 805,610
BAIDU INC SPON ADR REP A 056752108 4,380 22,000 SH   DFND 1,9 0 0 22,000
BAIDU INC SPON ADR REP A 056752108 4,913 24,676 SH   DFND 3 24,676 0 0
BAKER HUGHES INC COM 057224107 454,896 7,372,711 SH   DFND 1,5 787 0 7,371,924
BAKER HUGHES INC COM 057224107 9,167 148,566 SH   DFND 2 148,566 0 0
BAKER HUGHES INC COM 057224107 3,540 57,374 SH   DFND 3 57,374 0 0
BALL CORP COM 058498106 238,428 3,398,831 SH   DFND 1,5 97,970 0 3,300,861
BALL CORP COM 058498106 3,305 47,117 SH   DFND 2 47,117 0 0
BALL CORP COM 058498106 470 6,703 SH   DFND 3 6,703 0 0
BALL CORP COM 058498106 5,233 74,594 SH   DFND 7 74,594 0 0
BALL CORP COM 058498106 829 11,820 SH   DFND 11 11,820 0 0
BANCFIRST CORP COM 05945F103 39,058 596,761 SH   DFND 1,5 0 0 596,761
BANCO BRADESCO S A SP ADR PFD NEW 059460303 81,367 8,882,900 SH   DFND 1,5 250,100 0 8,632,800
BANCO DE CHILE SPONSORED ADR 059520106 1,691 25,669 SH   DFND 1,10 1,332 0 24,337
BANCO MACRO SA SPON ADR B 05961W105 2,658 58,284 SH   DFND 1,10 4,184 0 54,100
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 4,050 200,000 SH   DFND 1,5 0 0 200,000
BANCOLOMBIA S A SPON ADR PREF 05968L102 84,479 1,964,618 SH   DFND 1,5 55,210 0 1,909,408
BANCOLOMBIA S A SPON ADR PREF 05968L102 7,587 176,450 SH   DFND 6 121,760 0 54,690
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,853 66,340 SH   DFND 7 66,340 0 0
BANK AMER CORP COM 060505104 5,326,522 312,956,636 SH   DFND 1,5 7,032,930 0 305,923,706
BANK AMER CORP 7.25%CNV PFD L 060505682 117,826 105,959 SH   DFND 1,5 0 0 105,959
BANK AMER CORP COM 060505104 61,095 3,589,619 SH   DFND 2 3,589,619 0 0
BANK AMER CORP COM 060505104 18,476 1,085,523 SH   DFND 3 1,085,523 0 0
BANK AMER CORP COM 060505104 72,840 4,279,657 SH   DFND 6 3,797,867 0 481,790
BANK AMER CORP 7.25%CNV PFD L 060505682 778 700 SH   DFND 7 700 0 0
BANK AMER CORP COM 060505104 204,613 12,021,941 SH   DFND 7 11,293,441 0 728,500
BANK MONTREAL QUE COM 063671101 10,853 183,160 SH   DFND 6 0 0 183,160
BANK MONTREAL QUE COM 063671101 1,624 27,400 SH   DFND 7 27,400 0 0
BANK MONTREAL QUE COM 063671101 152,512 2,573,800 SH   DFND 11 2,153,400 0 420,400
BANK N S HALIFAX COM 064149107 26,269 508,910 SH   DFND 1,5 0 0 508,910
BANK N S HALIFAX COM 064149107 109,839 2,127,953 SH   DFND 11 2,127,953 0 0
BANK NEW YORK MELLON CORP COM 064058100 17,850 425,300 SH   DFND 1,5 1,500 0 423,800
BANK NEW YORK MELLON CORP COM 064058100 16,099 383,575 SH   DFND 2 383,575 0 0
BANK NEW YORK MELLON CORP COM 064058100 8,111 193,259 SH   DFND 3 193,259 0 0
BANK NEW YORK MELLON CORP COM 064058100 557 13,270 SH   DFND 6 13,270 0 0
BANK OF THE OZARKS INC COM 063904106 140,160 3,063,610 SH   DFND 1,5 600 0 3,063,010
BANK OF THE OZARKS INC COM 063904106 15,440 337,490 SH   DFND 11 337,490 0 0
BANKRATE INC DEL COM 06647F102 60,640 5,780,740 SH   DFND 1,5 59,660 0 5,721,080
BANKRATE INC DEL COM 06647F102 4,088 389,660 SH   DFND 6 389,660 0 0
BANKRATE INC DEL COM 06647F102 918 87,520 SH   DFND 7 87,520 0 0
BANNER CORP COM NEW 06652V208 75,344 1,571,953 SH   DFND 1,5 653 0 1,571,300
BAOZUN INC SPONSORED ADR 06684L103 723 67,154 SH   DFND 1,9 0 0 67,154
BAR HBR BANKSHARES COM 066849100 4,607 130,037 SH   DFND 1,5 130,037 0 0
BARCLAYS BANK PLC ETN DJUBS GRNS37 06739H305 2,550 65,400 SH   DFND 1,5 0 0 65,400
BARCLAYS PLC ADR 06738E204 111,507 6,782,693 SH   DFND 1,5 62,100 0 6,720,593
BARD C R INC COM 067383109 120,291 704,695 SH   DFND 1,5 35,348 0 669,347
BARD C R INC COM 067383109 4,332 25,380 SH   DFND 2 25,380 0 0
BARD C R INC COM 067383109 1,536 8,995 SH   DFND 3 8,995 0 0
BARRICK GOLD CORP COM 067901108 56,510 5,286,969 SH   DFND 1,5 213,400 0 5,073,569
BARRICK GOLD CORP COM 067901108 1,759 164,534 SH   DFND 3 164,534 0 0
BAXALTA INC COM 07177M103 165,197 5,172,100 SH   DFND 1,5 62,900 0 5,109,200
BAXTER INTL INC EX DISTRIB WI 071813141 222 5,830 SH   DFND 1,5 200 0 5,630
BAXTER INTL INC COM 071813109 250,166 3,577,377 SH   DFND 1,5 378,377 0 3,199,000
BAXTER INTL INC COM 071813109 13,009 186,028 SH   DFND 2 186,028 0 0
BAXTER INTL INC COM 071813109 4,564 65,262 SH   DFND 3 65,262 0 0
BAXTER INTL INC COM 071813109 2,387 34,130 SH   DFND 6 34,130 0 0
BAZAARVOICE INC COM 073271108 7,608 1,291,600 SH   DFND 1,5 0 0 1,291,600
BB&T CORP COM 054937107 36,505 905,600 SH   DFND 1,5 0 0 905,600
BB&T CORP COM 054937107 10,075 249,927 SH   DFND 2 249,927 0 0
BB&T CORP COM 054937107 4,907 121,724 SH   DFND 3 121,724 0 0
BB&T CORP COM 054937107 24,730 613,500 SH   DFND 11 613,500 0 0
BBCN BANCORP INC COM 073295107 95,083 6,428,841 SH   DFND 1,5 130,845 0 6,297,996
BBCN BANCORP INC COM 073295107 10,578 715,191 SH   DFND 6 715,191 0 0
BCE INC COM NEW 05534B760 29,011 682,910 SH   DFND 1,5 32,175 0 650,735
BCE INC COM NEW 05534B760 3,484 82,004 SH   DFND 6 0 0 82,004
BCE INC COM NEW 05534B760 854 20,100 SH   DFND 7 20,100 0 0
BCE INC COM NEW 05534B760 280,397 6,600,380 SH   DFND 11 6,292,180 0 308,200
BECTON DICKINSON & CO COM 075887109 262,058 1,850,039 SH   DFND 1,5 84,954 0 1,765,085
BECTON DICKINSON & CO COM 075887109 10,137 71,565 SH   DFND 2 71,565 0 0
BECTON DICKINSON & CO COM 075887109 4,546 32,091 SH   DFND 3 32,091 0 0
BECTON DICKINSON & CO COM 075887109 3,499 24,700 SH   DFND 7 24,700 0 0
BED BATH & BEYOND INC COM 075896100 684,414 9,921,925 SH   DFND 1,5 745,825 0 9,176,100
BED BATH & BEYOND INC COM 075896100 4,039 58,560 SH   DFND 2 58,560 0 0
BED BATH & BEYOND INC COM 075896100 969 14,052 SH   DFND 3 14,052 0 0
BEL FUSE INC CL A 077347201 4,958 240,000 SH   DFND 1,5 12,100 0 227,900
BELDEN INC COM 077454106 207,916 2,559,600 SH   DFND 1,5 3,700 0 2,555,900
BELLATRIX EXPLORATION LTD COM 078314101 2,493 1,070,200 SH   DFND 1,5 0 0 1,070,200
BELLATRIX EXPLORATION LTD COM 078314101 196 84,100 SH   DFND   84,100 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 10,325 1,302,070 SH   DFND 1,5 0 0 1,302,070
BELLICUM PHARMACEUTICALS INC COM 079481107 21,270 1,000,000 SH   DFND 1,5 16,600 0 983,400
BEMIS INC COM 081437105 233 5,177 SH   DFND 3 5,177 0 0
BENEFICIAL BANCORP INC COM 08171T102 10,532 843,224 SH   DFND 1,5 0 0 843,224
BENEFICIAL BANCORP INC COM 08171T102 28,769 2,303,356 SH   DFND 6 2,303,356 0 0
BENEFICIAL BANCORP INC COM 08171T102 2,750 220,175 SH   DFND 7 220,175 0 0
BERKLEY W R CORP COM 084423102 17,885 344,400 SH   DFND 1,5 0 0 344,400
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5,979,776 29,191 SH   DFND 1,5 1,726 0 27,465
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,681,862 12,356,639 SH   DFND 1,5 19,760 0 12,336,879
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 84,844 623,347 SH   DFND 2 623,347 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 34,733 255,183 SH   DFND 3 255,183 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 410 2 SH   DFND 3 2 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,721 86,114 SH   DFND 6 65,114 0 21,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 37,231 273,535 SH   DFND 7 212,435 0 61,100
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 36,965 271,580 SH   DFND 11 271,580 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 819 4 SH   DFND 11 4 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 306 10,747 SH   DFND 3 10,747 0 0
BERRY PLASTICS GROUP INC COM 08579W103 51,591 1,592,300 SH   DFND 1,5 0 0 1,592,300
BERRY PLASTICS GROUP INC COM 08579W103 6,757 208,550 SH   DFND 6 208,550 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,388 42,830 SH   DFND 7 42,830 0 0
BEST BUY INC COM 086516101 1,317,770 40,409,998 SH   DFND 1,5 1,749,362 0 38,660,636
BEST BUY INC COM 086516101 3,264 100,104 SH   DFND 2 100,104 0 0
BEST BUY INC COM 086516101 263 8,063 SH   DFND 3 8,063 0 0
BIG LOTS INC COM 089302103 115,795 2,573,800 SH   DFND 1,5 17,600 0 2,556,200
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 28,182 683,200 SH   DFND 1,5 33,200 0 650,000
BIOCRYST PHARMACEUTICALS COM 09058V103 142,613 9,552,131 SH   DFND 1,5 56,000 0 9,496,131
BIOCRYST PHARMACEUTICALS COM 09058V103 1,386 92,800 SH   DFND 6 92,800 0 0
BIODEL INC COM NEW 09064M204 4,120 4,000,000 SH   DFND 1,5 0 0 4,000,000
BIODELIVERY SCIENCES INTL IN COM 09060J106 5,208 654,299 SH   DFND 1,5 0 0 654,299
BIOGEN INC COM 09062X103 8,658,863 21,436,013 SH   DFND 1,5 829,668 0 20,606,345
BIOGEN INC COM 09062X103 32,477 80,400 SH   DFND 2 80,400 0 0
BIOGEN INC COM 09062X103 23,700 58,673 SH   DFND 3 58,673 0 0
BIOGEN INC COM 09062X103 34,549 85,530 SH   DFND 6 77,730 0 7,800
BIOGEN INC COM 09062X103 31,418 77,778 SH   DFND 7 54,278 0 23,500
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,575,721 11,520,116 SH   DFND 1,5 42,750 0 11,477,366
BIOMARIN PHARMACEUTICAL INC COM 09061G101 72,652 531,161 SH   DFND 6 443,501 0 87,660
BIOMARIN PHARMACEUTICAL INC COM 09061G101 203,404 1,487,087 SH   DFND 7 1,387,387 0 99,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 43,797 320,198 SH   DFND 11 320,198 0 0
BIOSCRIP INC COM 09069N108 5,815 1,601,802 SH   DFND 1,5 0 0 1,601,802
BIOTA PHARMACEUTIALS INC COM 090694100 1,994 963,282 SH   DFND 1,5 0 0 963,282
BIOTIE THERAPIES OYJ SPONSORED ADR 09074D103 18,472 925,000 SH   DFND 1,5 0 0 925,000
BIOTIME INC *W EXP 10/01/201 09066L162 142 128,178 SH   DFND 1,5 0 0 128,178
BITAUTO HLDGS LTD SPONSORED ADS 091727107 21,998 430,905 SH   DFND 1,5 20,705 0 410,200
BLACK BOX CORP DEL COM 091826107 36,441 1,822,040 SH   DFND 1,5 115,800 0 1,706,240
BLACK HILLS CORP COM 092113109 25,079 574,544 SH   DFND 1,5 0 0 574,544
BLACK STONE MINERALS L P COM UNIT 09225M101 59,176 3,436,470 SH   DFND 1,5 0 0 3,436,470
BLACKBAUD INC COM 09227Q100 5,980 105,000 SH   DFND 1,5 0 0 105,000
BLACKBAUD INC COM 09227Q100 4,550 79,900 SH   DFND 1,9 0 0 79,900
BLACKBERRY LTD COM 09228F103 5,066 619,700 SH   DFND 1,5 0 0 619,700
BLACKBERRY LTD COM 09228F103 60,627 7,416,625 SH   DFND 11 7,416,625 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 169,940 4,124,747 SH   DFND 1,5 116,048 0 4,008,699
BLACKROCK INC COM 09247X101 2,327,571 6,727,472 SH   DFND 1,5 275,956 0 6,451,516
BLACKROCK INC COM 09247X101 15,030 43,441 SH   DFND 2 43,441 0 0
BLACKROCK INC COM 09247X101 7,356 21,262 SH   DFND 3 21,262 0 0
BLACKROCK INC COM 09247X101 15,053 43,509 SH   DFND 6 33,149 0 10,360
BLACKROCK INC COM 09247X101 12,272 35,470 SH   DFND 7 15,670 0 19,800
BLACKROCK INC COM 09247X101 32,834 94,900 SH   DFND 11 94,900 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 2,056,894 50,327,730 SH   DFND 1,5 800 0 50,326,930
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 14,065 13,500,000 PRN   DFND 1,5 0 0 0
BLACKSTONE MTG TR INC NOTE 5.250%12/0 09257WAA8 2,605 2,500,000 PRN   DFND 7 0 0 0
BLOCK H & R INC COM 093671105 457,504 15,430,145 SH   DFND 1,5 91,061 0 15,339,084
BLOCK H & R INC COM 093671105 2,791 94,147 SH   DFND 2 94,147 0 0
BLOCK H & R INC COM 093671105 595 20,074 SH   DFND 3 20,074 0 0
BLOCK H & R INC COM 093671105 1,959 66,085 SH   DFND 6 66,085 0 0
BLOOMIN BRANDS INC COM 094235108 36,982 1,732,200 SH   DFND 1,5 0 0 1,732,200
BLOUNT INTL INC NEW COM 095180105 7,295 668,000 SH   DFND 1,5 0 0 668,000
BLUCORA INC COM 095229100 74,827 4,633,264 SH   DFND 1,5 27,517 0 4,605,747
BLUE HILLS BANCORP INC COM 095573101 10,254 732,400 SH   DFND 6 732,400 0 0
BLUE NILE INC COM 09578R103 1,322 43,500 SH   DFND 11 43,500 0 0
BLUEBIRD BIO INC COM 09609G100 902,108 5,357,892 SH   DFND 1,5 597,826 0 4,760,066
BLUEBIRD BIO INC COM 09609G100 1,296 7,700 SH   DFND 6 7,700 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 35,775 1,350,503 SH   DFND 1,5 19,800 0 1,330,703
BLUEPRINT MEDICINES CORP COM 09627Y109 66,244 2,500,711 SH   DFND 4 2,500,711 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 4,238 159,996 SH   DFND 6 159,996 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 1,470 55,500 SH   DFND 7 55,500 0 0
BLYTH INC COM NEW 09643P207 2,858 450,000 SH   DFND 1,5 23,600 0 426,400
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 73,518 5,063,255 SH   DFND 1,5 1,301 0 5,061,954
BOB EVANS FARMS INC COM 096761101 3,185 62,383 SH   DFND 1,5 10,273 0 52,110
BOEING CO COM 097023105 2,428,909 17,509,436 SH   DFND 1,5 603,456 0 16,905,980
BOEING CO COM 097023105 30,492 219,810 SH   DFND 2 219,810 0 0
BOEING CO COM 097023105 13,145 94,762 SH   DFND 3 94,762 0 0
BOEING CO COM 097023105 33,366 240,529 SH   DFND 6 234,789 0 5,740
BOEING CO COM 097023105 88,495 637,938 SH   DFND 7 637,938 0 0
BOFI HLDG INC COM 05566U108 141,567 1,339,200 SH   DFND 1,5 10,500 0 1,328,700
BOISE CASCADE CO DEL COM 09739D100 78,442 2,138,559 SH   DFND 1,5 0 0 2,138,559
BOISE CASCADE CO DEL COM 09739D100 1,137 31,000 SH   DFND 6 31,000 0 0
BOISE CASCADE CO DEL COM 09739D100 2,229 60,780 SH   DFND 7 27,580 0 33,200
BONA FILM GROUP LTD SPONSORED ADS 09777B107 12,751 1,045,126 SH   DFND 1,5 0 0 1,045,126
BONA FILM GROUP LTD SPONSORED ADS 09777B107 27,869 2,284,351 SH   DFND 1,9 0 0 2,284,351
BONANZA CREEK ENERGY INC COM 097793103 11,603 635,800 SH   DFND 1,5 0 0 635,800
BOOT BARN HLDGS INC COM 099406100 19,454 607,950 SH   DFND 1,5 97,450 0 510,500
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 167,493 6,636,028 SH   DFND 1,5 2,008 0 6,634,020
BORGWARNER INC COM 099724106 159,891 2,813,010 SH   DFND 1,5 62,900 0 2,750,110
BORGWARNER INC COM 099724106 4,395 77,316 SH   DFND 2 77,316 0 0
BORGWARNER INC COM 099724106 1,063 18,705 SH   DFND 3 18,705 0 0
BOSTON BEER INC CL A 100557107 249,499 1,075,473 SH   DFND 1,5 36,389 0 1,039,084
BOSTON PRIVATE FINL HLDGS IN COM 101119105 33,692 2,512,431 SH   DFND 1,5 0 0 2,512,431
BOSTON PRIVATE FINL HLDGS IN COM 101119105 47,808 3,565,106 SH   DFND 6 3,565,106 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 18,603 1,387,244 SH   DFND 7 1,186,244 0 201,000
BOSTON PROPERTIES INC COM 101121101 933,250 7,710,261 SH   DFND 1,5 2,503,564 0 5,206,697
BOSTON PROPERTIES INC COM 101121101 6,343 52,407 SH   DFND 2 52,407 0 0
BOSTON PROPERTIES INC COM 101121101 1,719 14,200 SH   DFND 3 14,200 0 0
BOSTON PROPERTIES INC COM 101121101 79,100 653,506 SH   DFND 6 637,906 0 15,600
BOSTON PROPERTIES INC COM 101121101 80,470 664,822 SH   DFND 7 437,880 0 226,942
BOSTON PROPERTIES INC COM 101121101 21,048 173,890 SH   DFND 11 173,890 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,407,861 192,534,535 SH   DFND 1,5 2,545,205 0 189,989,330
BOSTON SCIENTIFIC CORP COM 101137107 8,111 458,276 SH   DFND 2 458,276 0 0
BOSTON SCIENTIFIC CORP COM 101137107 530 29,928 SH   DFND 3 29,928 0 0
BOSTON SCIENTIFIC CORP COM 101137107 23,556 1,330,846 SH   DFND 6 1,159,046 0 171,800
BOSTON SCIENTIFIC CORP COM 101137107 14,247 804,900 SH   DFND 7 332,800 0 472,100
BOTTOMLINE TECH DEL INC COM 101388106 1,329 47,800 SH   DFND 6 47,800 0 0
BOTTOMLINE TECH DEL INC COM 101388106 2,127 76,480 SH   DFND 7 30,180 0 46,300
BOULEVARD ACQUISITION CORP COM 10157P104 7,704 616,336 SH   DFND 1,5 0 0 616,336
BP PLC SPONSORED ADR 055622104 332,450 8,319,576 SH   DFND 1,5 869 0 8,318,707
BP PLC SPONSORED ADR 055622104 532 13,304 SH   DFND 3 13,304 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 71,223 5,363,195 SH   DFND 1,5 3,481,095 0 1,882,100
BRIGHT HORIZONS FAM SOL IN D COM 109194100 94,612 1,636,890 SH   DFND 1,5 54,762 0 1,582,128
BRINKER INTL INC COM 109641100 99,177 1,720,330 SH   DFND 1,5 0 0 1,720,330
BRINKER INTL INC COM 109641100 8,645 149,965 SH   DFND 6 149,965 0 0
BRINKER INTL INC COM 109641100 7,077 122,760 SH   DFND 7 122,760 0 0
BRINKS CO COM 109696104 3,274 111,239 SH   DFND 1,5 18,499 0 92,740
BRISTOL MYERS SQUIBB CO COM 110122108 3,178,404 47,766,818 SH   DFND 1,5 1,769,291 0 45,997,527
BRISTOL MYERS SQUIBB CO COM 110122108 37,913 569,771 SH   DFND 2 569,771 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 22,277 334,790 SH   DFND 3 334,790 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 42,028 631,627 SH   DFND 6 542,627 0 89,000
BRISTOL MYERS SQUIBB CO COM 110122108 87,443 1,314,136 SH   DFND 7 1,144,536 0 169,600
BRISTOL MYERS SQUIBB CO COM 110122108 76,382 1,147,910 SH   DFND 11 1,147,910 0 0
BRISTOW GROUP INC COM 110394103 46,595 874,200 SH   DFND 1,5 0 0 874,200
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 1,395,723 12,893,512 SH   DFND 1,5 91,096 0 12,802,416
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 6,581 60,796 SH   DFND 6 60,796 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 22,612 208,885 SH   DFND 7 208,885 0 0
BROADCOM CORP CL A 111320107 1,716,628 33,339,053 SH   DFND 1,5 1,269,726 0 32,069,327
BROADCOM CORP CL A 111320107 30,854 599,225 SH   DFND 1,9 0 0 599,225
BROADCOM CORP CL A 111320107 9,571 185,888 SH   DFND 2 185,888 0 0
BROADCOM CORP CL A 111320107 3,779 73,389 SH   DFND 3 73,389 0 0
BROADCOM CORP CL A 111320107 12,125 235,489 SH   DFND 6 235,489 0 0
BROADCOM CORP CL A 111320107 9,026 175,289 SH   DFND 7 175,289 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 73,269 1,465,082 SH   DFND 1,5 142 0 1,464,940
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 4,969 99,360 SH   DFND 6 99,360 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 50,859 1,016,970 SH   DFND 11 1,016,970 0 0
BROADSOFT INC COM 11133B409 37,357 1,080,611 SH   DFND 1,5 0 0 1,080,611
BROADSOFT INC COM 11133B409 792 22,900 SH   DFND 1,9 0 0 22,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 164,375 13,836,238 SH   DFND 1,5 413,379 0 13,422,859
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,283 192,166 SH   DFND 3 192,166 0 0
BROOKDALE SR LIVING INC COM 112463104 217,137 6,257,551 SH   DFND 1,5 0 0 6,257,551
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 64,368 1,842,250 SH   DFND 1,5 0 0 1,842,250
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 293 8,378 SH   DFND 3 8,378 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 40,100 1,147,670 SH   DFND 6 374,266 0 773,404
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 18,699 535,162 SH   DFND 7 449,662 0 85,500
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 782,710 22,401,585 SH   DFND 11 19,040,635 0 3,360,950
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 49,921 1,120,410 SH   DFND 11 1,120,410 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 269,390 12,182,049 SH   DFND 11 12,182,049 0 0
BROOKFIELD RENEWABLE ENRGY P PARTNERSHIP UNIT G16258108 34,175 1,149,300 SH   DFND 11 1,149,300 0 0
BROWN & BROWN INC COM 115236101 200,927 6,114,645 SH   DFND 1,5 16,400 0 6,098,245
BROWN FORMAN CORP CL B 115637209 6,092 60,808 SH   DFND 1,5 0 0 60,808
BROWN FORMAN CORP CL B 115637209 5,339 53,296 SH   DFND 2 53,296 0 0
BROWN FORMAN CORP CL B 115637209 424 4,234 SH   DFND 3 4,234 0 0
BRUKER CORP COM 116794108 256,247 12,554,962 SH   DFND 1,5 0 0 12,554,962
BRUKER CORP COM 116794108 46,894 2,297,605 SH   DFND 6 2,297,605 0 0
BRUKER CORP COM 116794108 18,559 909,316 SH   DFND 7 760,916 0 148,400
BRUNSWICK CORP COM 117043109 255,676 5,027,052 SH   DFND 1,5 13,852 0 5,013,200
BRUNSWICK CORP COM 117043109 33,285 654,437 SH   DFND 6 654,437 0 0
BRUNSWICK CORP COM 117043109 13,894 273,190 SH   DFND 7 244,490 0 28,700
BT GROUP PLC ADR 05577E101 9,464 133,500 SH   DFND 1,5 0 0 133,500
BUCKLE INC COM 118440106 39,362 860,000 SH   DFND 1,5 54,600 0 805,400
BUFFALO WILD WINGS INC COM 119848109 432,466 2,760,013 SH   DFND 1,5 209,900 0 2,550,113
BUFFALO WILD WINGS INC COM 119848109 11,947 76,248 SH   DFND 6 76,248 0 0
BUFFALO WILD WINGS INC COM 119848109 2,006 12,800 SH   DFND 7 12,800 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 14,839 1,155,690 SH   DFND 6 1,155,690 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1,533 119,426 SH   DFND 7 119,426 0 0
BUNGE LIMITED COM G16962105 343,742 3,915,054 SH   DFND 1,5 433 0 3,914,621
BUNGE LIMITED COM G16962105 479 5,461 SH   DFND 6 5,461 0 0
BUNGE LIMITED COM G16962105 9,691 110,377 SH   DFND 7 110,377 0 0
BURLINGTON STORES INC COM 122017106 51,156 999,150 SH   DFND 1,5 2,950 0 996,200
BURLINGTON STORES INC COM 122017106 466 9,100 SH   DFND 6 9,100 0 0
BWX TECHNOLOGIES INC COM 05605H100 57,833 2,471,482 SH   DFND 1,5 104,300 0 2,367,182
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 253,345 4,060,672 SH   DFND 1,5 227,819 0 3,832,853
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,111 49,864 SH   DFND 2 49,864 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,212 19,425 SH   DFND 6 19,425 0 0
C&J ENERGY SVCS LTD SHS G3164Q101 22,884 1,733,600 SH   DFND 1,5 2,500 0 1,731,100
CA INC COM 12673P105 3,169 108,209 SH   DFND 2 108,209 0 0
CA INC COM 12673P105 605 20,652 SH   DFND 3 20,652 0 0
CABELAS INC COM 126804301 121,360 2,428,177 SH   DFND 1,5 68,777 0 2,359,400
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,805 75,395 SH   DFND 2 75,395 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 240 10,011 SH   DFND 3 10,011 0 0
CABOT CORP COM 127055101 3,788 101,569 SH   DFND 1,5 0 0 101,569
CABOT CORP COM 127055101 977 26,200 SH   DFND 7 0 0 26,200
CABOT OIL & GAS CORP COM 127097103 781,546 24,779,508 SH   DFND 1,5 986,668 0 23,792,840
CABOT OIL & GAS CORP COM 127097103 4,459 141,379 SH   DFND 2 141,379 0 0
CABOT OIL & GAS CORP COM 127097103 5,706 180,924 SH   DFND 3 180,924 0 0
CABOT OIL & GAS CORP COM 127097103 1,865 59,119 SH   DFND 6 59,119 0 0
CACI INTL INC CL A 127190304 240,254 2,970,134 SH   DFND 1,5 0 0 2,970,134
CADENCE DESIGN SYSTEM INC COM 127387108 155,896 7,929,600 SH   DFND 1,5 0 0 7,929,600
CADENCE DESIGN SYSTEM INC COM 127387108 15,493 788,056 SH   DFND 6 788,056 0 0
CAE INC COM 124765108 2,008 168,630 SH   DFND 6 0 0 168,630
CAE INC COM 124765108 47,323 3,974,900 SH   DFND 11 3,974,900 0 0
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 238,901 3,485,576 SH   DFND 1,5 307,500 0 3,178,076
CAESARSTONE SDOT-YAM LTD ORD SHS M20598104 1,894 27,636 SH   DFND 6 27,636 0 0
CALAVO GROWERS INC COM 128246105 15,885 305,900 SH   DFND 1,5 0 0 305,900
CALIFORNIA RES CORP COM 13057Q107 87,522 14,490,323 SH   DFND 1,5 59,694 0 14,430,629
CALITHERA BIOSCIENCES INC COM 13089P101 19,129 2,679,158 SH   DFND 1,5 1,800 0 2,677,358
CALITHERA BIOSCIENCES INC COM 13089P101 91 12,800 SH   DFND 6 12,800 0 0
CALIX INC COM 13100M509 316 41,500 SH   DFND 1,5 0 0 41,500
CALIX INC COM 13100M509 2,926 384,500 SH   DFND 6 384,500 0 0
CALIX INC COM 13100M509 630 82,800 SH   DFND 7 82,800 0 0
CALLIDUS SOFTWARE INC COM 13123E500 14,885 955,413 SH   DFND 1,5 191,113 0 764,300
CALLIDUS SOFTWARE INC COM 13123E500 23,738 1,523,635 SH   DFND 6 1,523,635 0 0
CALLIDUS SOFTWARE INC COM 13123E500 2,405 154,340 SH   DFND 7 154,340 0 0
CALPINE CORP COM NEW 131347304 191,014 10,617,800 SH   DFND 1,5 14,960 0 10,602,840
CAMDEN NATL CORP COM 133034108 13,890 358,920 SH   DFND 1,5 11,900 0 347,020
CAMDEN PPTY TR SH BEN INT 133131102 343,972 4,630,753 SH   DFND 1,5 1,954,431 0 2,676,322
CAMDEN PPTY TR SH BEN INT 133131102 25,981 349,772 SH   DFND 6 349,772 0 0
CAMDEN PPTY TR SH BEN INT 133131102 10,756 144,800 SH   DFND 7 17,300 0 127,500
CAMECO CORP COM 13321L108 17,582 1,228,891 SH   DFND 1,5 16,191 0 1,212,700
CAMERON INTERNATIONAL CORP COM 13342B105 159,183 3,039,593 SH   DFND 1,5 14,109 0 3,025,484
CAMERON INTERNATIONAL CORP COM 13342B105 3,428 65,451 SH   DFND 2 65,451 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 546 10,429 SH   DFND 3 10,429 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 392 7,493 SH   DFND 6 7,493 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 8,087 154,426 SH   DFND 7 154,426 0 0
CAMPBELL SOUP CO COM 134429109 24,583 515,900 SH   DFND 1,5 56,400 0 459,500
CAMPBELL SOUP CO COM 134429109 2,895 60,760 SH   DFND 2 60,760 0 0
CAMPBELL SOUP CO COM 134429109 5,687 119,352 SH   DFND 3 119,352 0 0
CANADIAN NAT RES LTD COM 136385101 47,252 1,740,949 SH   DFND 1,5 221 0 1,740,728
CANADIAN NAT RES LTD COM 136385101 1,545 56,930 SH   DFND 3 56,930 0 0
CANADIAN NAT RES LTD COM 136385101 29,638 1,091,962 SH   DFND 6 385,389 0 706,573
CANADIAN NAT RES LTD COM 136385101 13,123 483,500 SH   DFND 7 393,100 0 90,400
CANADIAN NAT RES LTD COM 136385101 445,997 16,432,165 SH   DFND 11 14,253,145 0 2,179,020
CANADIAN NATL RY CO COM 136375102 97,371 1,687,710 SH   DFND 1,5 0 0 1,687,710
CANADIAN NATL RY CO COM 136375102 4,307 74,649 SH   DFND 6 3,265 0 71,384
CANADIAN NATL RY CO COM 136375102 290 5,025 SH   DFND 7 5,025 0 0
CANADIAN NATL RY CO COM 136375102 150,659 2,611,336 SH   DFND 11 2,611,336 0 0
CANADIAN PAC RY LTD COM 13645T100 1,048,058 6,544,470 SH   DFND 1,5 305,245 0 6,239,225
CANADIAN PAC RY LTD COM 13645T100 35,540 221,925 SH   DFND 6 72,225 0 149,700
CANADIAN PAC RY LTD COM 13645T100 14,893 93,000 SH   DFND 7 77,900 0 15,100
CANADIAN PAC RY LTD COM 13645T100 627,655 3,919,316 SH   DFND 11 3,325,516 0 593,800
CANADIAN PAC RY LTD COM 13645T100 1,201 7,501 SH   DFND   7,501 0 0
CANADIAN SOLAR INC COM 136635109 275 9,600 SH   DFND 1,5 0 0 9,600
CANON INC SPONSORED ADR 138006309 20,982 647,400 SH   DFND 1,5 0 0 647,400
CAPITAL ONE FINL CORP COM 14040H105 2,398,714 27,267,413 SH   DFND 1,5 184,526 0 27,082,887
CAPITAL ONE FINL CORP COM 14040H105 16,433 186,803 SH   DFND 2 186,803 0 0
CAPITAL ONE FINL CORP COM 14040H105 15,779 179,366 SH   DFND 3 179,366 0 0
CAPITAL ONE FINL CORP COM 14040H105 56,382 640,923 SH   DFND 6 450,051 0 190,872
CAPITAL ONE FINL CORP COM 14040H105 246,112 2,797,681 SH   DFND 7 2,692,781 0 104,900
CAPITAL SR LIVING CORP COM 140475104 24,925 1,017,330 SH   DFND 1,5 139,230 0 878,100
CAPITAL SR LIVING CORP COM 140475104 10,925 445,900 SH   DFND 6 445,900 0 0
CAPITAL SR LIVING CORP COM 140475104 2,408 98,300 SH   DFND 7 98,300 0 0
CAPITOL FED FINL INC COM 14057J101 603 50,100 SH   DFND 1,5 0 0 50,100
CAPSTEAD MTG CORP COM NO PAR 14067E506 430 38,700 SH   DFND 1,5 0 0 38,700
CARA THERAPEUTICS INC COM 140755109 14,088 1,159,541 SH   DFND 1,5 0 0 1,159,541
CARBO CERAMICS INC COM 140781105 112,034 2,691,173 SH   DFND 1,5 315,600 0 2,375,573
CARBYLAN THERAPEUTICS INC COM 141384107 23,643 3,306,736 SH   DFND 1,5 0 0 3,306,736
CARDINAL FINL CORP COM 14149F109 212 9,730 SH   DFND 3 9,730 0 0
CARDINAL HEALTH INC COM 14149Y108 642,516 7,681,000 SH   DFND 1,5 266,898 0 7,414,102
CARDINAL HEALTH INC COM 14149Y108 9,459 113,075 SH   DFND 2 113,075 0 0
CARDINAL HEALTH INC COM 14149Y108 3,734 44,639 SH   DFND 3 44,639 0 0
CARDINAL HEALTH INC COM 14149Y108 1,515 18,116 SH   DFND 6 18,116 0 0
CARDINAL HEALTH INC COM 14149Y108 4,858 58,070 SH   DFND 7 58,070 0 0
CARDINAL HEALTH INC COM 14149Y108 118,747 1,419,570 SH   DFND 11 1,419,570 0 0
CARDIOME PHARMA CORP COM NO PAR 14159U301 7,684 816,582 SH   DFND 1,5 0 0 816,582
CARDIOVASCULAR SYS INC DEL COM 141619106 10,580 400,000 SH   DFND 1,5 0 0 400,000
CARDTRONICS INC COM 14161H108 71,629 1,933,300 SH   DFND 1,5 1,000 0 1,932,300
CAREER EDUCATION CORP COM 141665109 11,844 3,589,000 SH   DFND 1,5 889,000 0 2,700,000
CARLISLE COS INC COM 142339100 27,503 274,700 SH   DFND 1,5 0 0 274,700
CARLISLE COS INC COM 142339100 19,733 197,095 SH   DFND 6 197,095 0 0
CARLISLE COS INC COM 142339100 11,943 119,286 SH   DFND 7 106,286 0 13,000
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 17,749 630,500 SH   DFND 1,5 0 0 630,500
CARMAX INC COM 143130102 189,771 2,866,200 SH   DFND 1,5 425,931 0 2,440,269
CARMAX INC COM 143130102 4,736 71,526 SH   DFND 2 71,526 0 0
CARMAX INC COM 143130102 521 7,863 SH   DFND 3 7,863 0 0
CARNIVAL CORP PAIRED CTF 143658300 7,615 154,178 SH   DFND 2 154,178 0 0
CARNIVAL CORP PAIRED CTF 143658300 5,362 108,558 SH   DFND 3 108,558 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 83,483 2,158,299 SH   DFND 1,5 0 0 2,158,299
CARPENTER TECHNOLOGY CORP COM 144285103 882 22,800 SH   DFND 6 22,800 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 859 22,200 SH   DFND 7 12,000 0 10,200
CARRIAGE SVCS INC COM 143905107 33,243 1,392,094 SH   DFND 1,5 0 0 1,392,094
CARRIAGE SVCS INC NOTE 2.750% 3/1 143905AM9 11,317 9,480,000 PRN   DFND 1,5 0 0 0
CARRIAGE SVCS INC COM 143905107 20,767 869,635 SH   DFND 6 869,635 0 0
CARRIAGE SVCS INC COM 143905107 1,753 73,420 SH   DFND 7 73,420 0 0
CARRIZO OIL & GAS INC COM 144577103 16,042 325,800 SH   DFND 1,5 400 0 325,400
CARRIZO OIL & GAS INC COM 144577103 16,555 336,210 SH   DFND 6 336,210 0 0
CARRIZO OIL & GAS INC COM 144577103 5,368 109,010 SH   DFND 7 109,010 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 5,989 575,910 SH   DFND 6 575,910 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,312 126,170 SH   DFND 7 126,170 0 0
CASEYS GEN STORES INC COM 147528103 39,751 415,200 SH   DFND 1,5 0 0 415,200
CASH AMER INTL INC COM 14754D100 1,587 60,583 SH   DFND 1,5 0 0 60,583
CASTLIGHT HEALTH INC CL B 14862Q100 42,827 5,261,280 SH   DFND 1,5 401,827 0 4,859,453
CASTLIGHT HEALTH INC CL B 14862Q100 351 43,100 SH   DFND 6 43,100 0 0
CATABASIS PHARMACEUTICALS IN COM 14875P107 17,481 1,431,718 SH   DFND 1,5 0 0 1,431,718
CATABASIS PHARMACEUTICALS IN COM 14875P107 293 24,000 SH   DFND 6 24,000 0 0
CATALENT INC COM 148806102 101,476 3,459,800 SH   DFND 1,5 219,100 0 3,240,700
CATAMARAN CORP COM 148887102 50,909 833,034 SH   DFND 1,5 134,206 0 698,828
CATAMARAN CORP COM 148887102 776 12,700 SH   DFND 6 0 0 12,700
CATAMARAN CORP COM 148887102 666,999 10,914,222 SH   DFND 11 10,914,222 0 0
CATERPILLAR INC DEL COM 149123101 134,289 1,583,225 SH   DFND 1,5 183,700 0 1,399,525
CATERPILLAR INC DEL COM 149123101 17,500 206,316 SH   DFND 2 206,316 0 0
CATERPILLAR INC DEL COM 149123101 4,822 56,855 SH   DFND 3 56,855 0 0
CATERPILLAR INC DEL COM 149123101 10,290 121,310 SH   DFND 6 61,270 0 60,040
CATERPILLAR INC DEL COM 149123101 45,295 534,013 SH   DFND 7 534,013 0 0
CATHAY GEN BANCORP COM 149150104 189,343 5,834,900 SH   DFND 1,5 178,100 0 5,656,800
CAVIUM INC COM 14964U108 478,697 6,956,799 SH   DFND 1,5 780,843 0 6,175,956
CAVIUM INC COM 14964U108 309 4,491 SH   DFND 1,9 0 0 4,491
CAVIUM INC COM 14964U108 58,292 847,142 SH   DFND 6 847,142 0 0
CAVIUM INC COM 14964U108 22,910 332,950 SH   DFND 7 284,550 0 48,400
CBIZ INC COM 124805102 52,828 5,480,034 SH   DFND 1,5 65,534 0 5,414,500
CBIZ INC COM 124805102 15,697 1,628,268 SH   DFND 6 1,628,268 0 0
CBIZ INC COM 124805102 2,665 276,464 SH   DFND 7 276,464 0 0
CBL & ASSOC PPTYS INC COM 124830100 70,076 4,325,671 SH   DFND 1,5 0 0 4,325,671
CBRE GROUP INC CL A 12504L109 660,349 17,847,258 SH   DFND 1,5 35,606 0 17,811,652
CBRE GROUP INC CL A 12504L109 3,538 95,630 SH   DFND 2 95,630 0 0
CBRE GROUP INC CL A 12504L109 537 14,516 SH   DFND 3 14,516 0 0
CBRE GROUP INC CL A 12504L109 10,334 279,300 SH   DFND 6 279,300 0 0
CBRE GROUP INC CL A 12504L109 37,802 1,021,670 SH   DFND 7 1,013,070 0 8,600
CBS CORP NEW CL B 124857202 20,036 361,005 SH   DFND 1,5 0 0 361,005
CBS CORP NEW CL B 124857202 8,588 154,744 SH   DFND 2 154,744 0 0
CBS CORP NEW CL B 124857202 4,368 78,702 SH   DFND 3 78,702 0 0
CDK GLOBAL INC COM 12508E101 2,767 51,255 SH   DFND 1,5 8,935 0 42,320
CDK GLOBAL INC COM 12508E101 245 4,541 SH   DFND 3 4,541 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 55,425 751,880 SH   DFND 11 751,880 0 0
CDW CORP COM 12514G108 484,680 14,138,848 SH   DFND 1,5 661,344 0 13,477,504
CDW CORP COM 12514G108 55,531 1,619,919 SH   DFND 6 1,619,919 0 0
CDW CORP COM 12514G108 2,993 87,320 SH   DFND 7 87,320 0 0
CEB INC COM 125134106 121,095 1,390,937 SH   DFND 1,5 1,600 0 1,389,337
CECO ENVIRONMENTAL CORP COM 125141101 9,064 800,000 SH   DFND 1,5 40,300 0 759,700
CEDAR FAIR L P DEPOSITRY UNIT 150185106 19,338 354,888 SH   DFND 1,5 0 0 354,888
CEDAR REALTY TRUST INC COM NEW 150602209 67,118 10,487,223 SH   DFND 1,5 3,493,196 0 6,994,027
CEDAR REALTY TRUST INC COM NEW 150602209 10,208 1,594,992 SH   DFND 6 1,594,992 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,297 671,451 SH   DFND 7 75,570 0 595,881
CELADON GROUP INC COM 150838100 1,719 83,100 SH   DFND 1,5 0 0 83,100
CELANESE CORP DEL COM SER A 150870103 45,557 633,798 SH   DFND 1,5 16,600 0 617,198
CELESTICA INC SUB VTG SHS 15101Q108 910 78,200 SH   DFND 1,5 78,200 0 0
CELGENE CORP COM 151020104 3,664,369 31,661,715 SH   DFND 1,5 866,682 0 30,795,033
CELGENE CORP COM 151020104 31,375 271,093 SH   DFND 2 271,093 0 0
CELGENE CORP COM 151020104 21,110 182,402 SH   DFND 3 182,402 0 0
CELGENE CORP COM 151020104 9,405 81,260 SH   DFND 6 81,260 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 355,134 14,081,453 SH   DFND 1,5 937,063 0 13,144,390
CELLDEX THERAPEUTICS INC NEW COM 15117B103 15,852 628,530 SH   DFND 6 628,530 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,567 62,140 SH   DFND 7 56,940 0 5,200
CELLECTIS S A SPONSORED ADS 15117K103 126,305 3,500,695 SH   DFND 1,5 45,600 0 3,455,095
CEMPRA INC COM 15130J109 50,788 1,478,100 SH   DFND 1,5 0 0 1,478,100
CEMPRA INC COM 15130J109 18,014 524,262 SH   DFND 6 524,262 0 0
CEMPRA INC COM 15130J109 1,574 45,820 SH   DFND 7 45,820 0 0
CENOVUS ENERGY INC COM 15135U109 10,450 653,600 SH   DFND 11 653,600 0 0
CENTENE CORP DEL COM 15135B101 10,267 127,700 SH   DFND 1,5 0 0 127,700
CENTERPOINT ENERGY INC COM 15189T107 2,799 147,102 SH   DFND 2 147,102 0 0
CENTERPOINT ENERGY INC COM 15189T107 428 22,476 SH   DFND 3 22,476 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 296 25,000 SH   DFND 1,5 0 0 25,000
CENTURYLINK INC COM 156700106 63,189 2,150,761 SH   DFND 1,5 351 0 2,150,410
CENTURYLINK INC COM 156700106 5,662 192,725 SH   DFND 2 192,725 0 0
CENTURYLINK INC COM 156700106 3,031 103,162 SH   DFND 3 103,162 0 0
CEPHEID COM 15670R107 201,492 3,295,046 SH   DFND 1,5 398,200 0 2,896,846
CERNER CORP COM 156782104 1,478,797 21,413,216 SH   DFND 1,5 1,209,920 0 20,203,296
CERNER CORP COM 156782104 7,231 104,705 SH   DFND 2 104,705 0 0
CERNER CORP COM 156782104 2,807 40,641 SH   DFND 3 40,641 0 0
CERNER CORP COM 156782104 2,147 31,082 SH   DFND 6 31,082 0 0
CERULEAN PHARMA INC COM 15708Q105 18,080 3,930,414 SH   DFND 1,5 0 0 3,930,414
CF INDS HLDGS INC COM 125269100 1,952,300 30,371,810 SH   DFND 1,5 808,845 0 29,562,965
CF INDS HLDGS INC COM 125269100 5,172 80,458 SH   DFND 2 80,458 0 0
CF INDS HLDGS INC COM 125269100 1,063 16,532 SH   DFND 3 16,532 0 0
CF INDS HLDGS INC COM 125269100 15,178 236,120 SH   DFND 6 236,120 0 0
CF INDS HLDGS INC COM 125269100 30,681 477,300 SH   DFND 7 477,300 0 0
CHAMBERS STR PPTYS COM 157842105 118,651 14,924,714 SH   DFND 1,5 10,684,464 0 4,240,250
CHANNELADVISOR CORP COM 159179100 29,371 2,457,810 SH   DFND 1,5 0 0 2,457,810
CHANNELADVISOR CORP COM 159179100 10,567 884,256 SH   DFND 1,9 0 0 884,256
CHARLES RIV LABS INTL INC COM 159864107 8,807 125,200 SH   DFND 1,5 200 0 125,000
CHARLES RIV LABS INTL INC COM 159864107 160,124 2,276,427 SH   DFND 11 2,276,427 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 317,498 1,854,000 SH   DFND 1,5 54,000 0 1,800,000
CHASE CORP COM 16150R104 36,452 917,033 SH   DFND 1,5 55,333 0 861,700
CHECK POINT SOFTWARE TECH LT ORD M22465104 264,449 3,324,308 SH   DFND 1,5 162,600 0 3,161,708
CHEFS WHSE INC COM 163086101 13,922 655,446 SH   DFND 1,5 0 0 655,446
CHEFS WHSE INC COM 163086101 4,543 213,880 SH   DFND 6 213,880 0 0
CHEFS WHSE INC COM 163086101 985 46,390 SH   DFND 7 46,390 0 0
CHEGG INC COM 163092109 7,340 936,200 SH   DFND 1,5 0 0 936,200
CHEMED CORP NEW COM 16359R103 219,593 1,675,000 SH   DFND 1,5 0 0 1,675,000
CHEMOURS CO COM 163851108 2,525 157,800 SH   DFND 1,5 7,700 0 150,100
CHEMTURA CORP COM NEW 163893209 16,709 590,200 SH   DFND 1,5 0 0 590,200
CHENIERE ENERGY INC COM NEW 16411R208 122,230 1,764,800 SH   DFND 1,5 2,100 0 1,762,700
CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 26,898 871,900 SH   DFND 1,5 0 0 871,900
CHENIERE ENERGY PTNRS LP HLD COM REP LLC IN 16411W108 68,776 2,936,643 SH   DFND 1,5 0 0 2,936,643
CHESAPEAKE ENERGY CORP COM 165167107 23,166 2,073,989 SH   DFND 1,5 76,333 0 1,997,656
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 9,991 10,545,000 PRN   DFND 1,5 0 0 0
CHESAPEAKE ENERGY CORP COM 165167107 1,976 176,911 SH   DFND 2 176,911 0 0
CHESAPEAKE ENERGY CORP COM 165167107 417 37,338 SH   DFND 3 37,338 0 0
CHEVRON CORP NEW COM 166764100 4,409,689 45,710,466 SH   DFND 1,5 1,315,970 0 44,394,496
CHEVRON CORP NEW COM 166764100 71,542 741,600 SH   DFND 1,10 12,300 0 729,300
CHEVRON CORP NEW COM 166764100 62,001 642,701 SH   DFND 2 642,701 0 0
CHEVRON CORP NEW COM 166764100 12,361 128,138 SH   DFND 3 128,138 0 0
CHEVRON CORP NEW COM 166764100 65,449 678,442 SH   DFND 6 637,332 0 41,110
CHEVRON CORP NEW COM 166764100 165,372 1,714,228 SH   DFND 7 1,714,228 0 0
CHEVRON CORP NEW COM 166764100 1,891 19,600 SH   DFND 11 19,600 0 0
CHICOS FAS INC COM 168615102 89,096 5,357,563 SH   DFND 1,5 115,767 0 5,241,796
CHILDRENS PL INC COM 168905107 242 3,700 SH   DFND 1,5 3,700 0 0
CHIMERA INVT CORP COM NEW 16934Q208 2,213 161,380 SH   DFND 1,5 0 0 161,380
CHIMERIX INC COM 16934W106 316,183 6,843,796 SH   DFND 1,5 643,106 0 6,200,690
CHINA BIOLOGIC PRODS INC COM 16938C106 98,822 858,132 SH   DFND 1,5 19,366 0 838,766
CHINA BIOLOGIC PRODS INC COM 16938C106 12,345 107,200 SH   DFND 1,9 0 0 107,200
CHINA BIOLOGIC PRODS INC COM 16938C106 311 2,700 SH   DFND 6 2,700 0 0
CHINA CORD BLOOD CORP SHS G21107100 662 107,400 SH   DFND 1,5 0 0 107,400
CHINA LODGING GROUP LTD SPONSORED ADR 16949N109 18,068 739,893 SH   DFND 1,5 88,200 0 651,693
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 178,836 2,790,383 SH   DFND 1,5 80,946 0 2,709,437
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 1,337 15,600 SH   DFND 11 15,600 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 26,799 1,706,956 SH   DFND 1,5 50,510 0 1,656,446
CHINACACHE INTL HLDG LTD SPON ADR 16950M107 707 56,500 SH   DFND 1,9 0 0 56,500
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,277,564 3,764,631 SH   DFND 1,5 204,505 0 3,560,126
CHIPOTLE MEXICAN GRILL INC COM 169656105 6,420 10,612 SH   DFND 2 10,612 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,362 2,252 SH   DFND 3 2,252 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 7,471 12,349 SH   DFND 6 12,349 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,217 6,970 SH   DFND 7 6,970 0 0
CHUBB CORP COM 171232101 1,367,740 14,376,076 SH   DFND 1,5 579,668 0 13,796,408
CHUBB CORP COM 171232101 7,482 78,642 SH   DFND 2 78,642 0 0
CHUBB CORP COM 171232101 5,549 58,325 SH   DFND 3 58,325 0 0
CHUBB CORP COM 171232101 8,650 90,920 SH   DFND 6 80,520 0 10,400
CHUBB CORP COM 171232101 9,333 98,100 SH   DFND 7 67,300 0 30,800
CHUBB CORP COM 171232101 17,078 179,500 SH   DFND 11 179,500 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,921 91,500 SH   DFND 1,5 0 0 91,500
CHURCH & DWIGHT INC COM 171340102 182,080 2,244,300 SH   DFND 1,5 138,000 0 2,106,300
CHURCH & DWIGHT INC COM 171340102 362 4,466 SH   DFND 3 4,466 0 0
CHURCH & DWIGHT INC COM 171340102 4,689 57,800 SH   DFND 7 57,800 0 0
CHUYS HLDGS INC COM 171604101 61,147 2,282,442 SH   DFND 1,5 349,300 0 1,933,142
CIBER INC COM 17163B102 2,096 607,500 SH   DFND 1,5 0 0 607,500
CIDARA THERAPEUTICS INC COM 171757107 28,337 2,021,217 SH   DFND 1,5 24,500 0 1,996,717
CIENA CORP COM NEW 171779309 978 41,300 SH   DFND 1,5 0 0 41,300
CIENA CORP COM NEW 171779309 20,737 875,700 SH   DFND 1,9 0 0 875,700
CIGNA CORPORATION COM 125509109 1,620,266 10,001,645 SH   DFND 1,5 164,951 0 9,836,694
CIGNA CORPORATION COM 125509109 14,251 87,971 SH   DFND 2 87,971 0 0
CIGNA CORPORATION COM 125509109 11,124 68,666 SH   DFND 3 68,666 0 0
CIGNA CORPORATION COM 125509109 454 2,800 SH   DFND 6 2,800 0 0
CIGNA CORPORATION COM 125509109 47,579 293,700 SH   DFND 11 293,700 0 0
CIMAREX ENERGY CO COM 171798101 674,538 6,114,931 SH   DFND 1,5 61,449 0 6,053,482
CIMAREX ENERGY CO COM 171798101 3,533 32,026 SH   DFND 2 32,026 0 0
CIMAREX ENERGY CO COM 171798101 228 2,067 SH   DFND 3 2,067 0 0
CIMAREX ENERGY CO COM 171798101 2,091 18,954 SH   DFND 6 18,954 0 0
CIMAREX ENERGY CO COM 171798101 18,653 169,100 SH   DFND 11 169,100 0 0
CIMPRESS N V SHS EURO N20146101 265,926 3,159,764 SH   DFND 1,5 39,421 0 3,120,343
CINCINNATI BELL INC NEW COM 171871106 5,570 1,458,100 SH   DFND 1,5 0 0 1,458,100
CINCINNATI FINL CORP COM 172062101 2,545 50,720 SH   DFND 2 50,720 0 0
CINCINNATI FINL CORP COM 172062101 675 13,458 SH   DFND 3 13,458 0 0
CINEMARK HOLDINGS INC COM 17243V102 180,327 4,489,100 SH   DFND 1,5 16,400 0 4,472,700
CINEMARK HOLDINGS INC COM 17243V102 8,418 209,551 SH   DFND 6 209,551 0 0
CINTAS CORP COM 172908105 2,747 32,469 SH   DFND 2 32,469 0 0
CINTAS CORP COM 172908105 1,920 22,698 SH   DFND 3 22,698 0 0
CIRRUS LOGIC INC COM 172755100 187,266 5,502,970 SH   DFND 1,5 67,400 0 5,435,570
CIRRUS LOGIC INC COM 172755100 3,531 103,766 SH   DFND 1,9 0 0 103,766
CIRRUS LOGIC INC COM 172755100 83,290 2,447,545 SH   DFND 6 2,447,545 0 0
CIRRUS LOGIC INC COM 172755100 17,910 526,310 SH   DFND 7 476,810 0 49,500
CISCO SYS INC COM 17275R102 2,274,150 82,816,825 SH   DFND 1,5 1,641,012 0 81,175,813
CISCO SYS INC COM 17275R102 36,835 1,341,400 SH   DFND 1,9 0 0 1,341,400
CISCO SYS INC COM 17275R102 47,733 1,738,271 SH   DFND 2 1,738,271 0 0
CISCO SYS INC COM 17275R102 31,903 1,161,783 SH   DFND 3 1,161,783 0 0
CISCO SYS INC COM 17275R102 25,834 940,786 SH   DFND 6 841,126 0 99,660
CISCO SYS INC COM 17275R102 46,363 1,688,377 SH   DFND 7 1,688,377 0 0
CIT GROUP INC COM NEW 125581801 279,787 6,018,227 SH   DFND 1,5 88,325 0 5,929,902
CIT GROUP INC COM NEW 125581801 883 19,000 SH   DFND 6 19,000 0 0
CITI TRENDS INC COM 17306X102 31,932 1,319,500 SH   DFND 1,5 134,434 0 1,185,066
CITIGROUP INC COM NEW 172967424 4,465,214 80,832,984 SH   DFND 1,5 1,149,380 0 79,683,604
CITIGROUP INC COM NEW 172967424 57,288 1,037,076 SH   DFND 2 1,037,076 0 0
CITIGROUP INC COM NEW 172967424 25,420 460,171 SH   DFND 3 460,171 0 0
CITIGROUP INC COM NEW 172967424 75,713 1,370,621 SH   DFND 6 1,234,261 0 136,360
CITIGROUP INC COM NEW 172967424 225,059 4,074,211 SH   DFND 7 3,829,314 0 244,897
CITIGROUP INC *W EXP 10/28/201 172967234 342 15,631,200 SH   DFND 11 15,631,200 0 0
CITIGROUP INC COM NEW 172967424 85,313 1,544,410 SH   DFND 11 1,544,410 0 0
CITIZENS FINL GROUP INC COM 174610105 4,039 147,912 SH   DFND 6 91,968 0 55,944
CITIZENS FINL GROUP INC COM 174610105 664 24,319 SH   DFND 7 24,319 0 0
CITRIX SYS INC COM 177376100 240,319 3,425,300 SH   DFND 1,5 78,134 0 3,347,166
CITRIX SYS INC COM 177376100 64,835 924,100 SH   DFND 1,9 0 0 924,100
CITRIX SYS INC COM 177376100 3,846 54,811 SH   DFND 2 54,811 0 0
CITRIX SYS INC COM 177376100 474 6,755 SH   DFND 3 6,755 0 0
CITY NATL CORP COM 178566105 120,339 1,331,333 SH   DFND 1,5 22,700 0 1,308,633
CIVEO CORP COM 178787107 41,818 13,621,522 SH   DFND 1,5 551,387 0 13,070,135
CIVEO CORP COM 178787107 70 22,700 SH   DFND 7 0 0 22,700
CIVITAS SOLUTIONS INC COM 17887R102 108,054 5,065,800 SH   DFND 1,5 0 0 5,065,800
CIVITAS SOLUTIONS INC COM 17887R102 8,517 399,300 SH   DFND 6 399,300 0 0
CIVITAS SOLUTIONS INC COM 17887R102 1,651 77,400 SH   DFND 7 77,400 0 0
CLEARONE INC COM 18506U104 2,981 231,000 SH   DFND 1,5 32,000 0 199,000
CLECO CORP NEW COM 12561W105 5,011 93,060 SH   DFND 1,5 0 0 93,060
CLECO CORP NEW COM 12561W105 96,243 1,787,243 SH   DFND 11 1,787,243 0 0
CLOROX CO DEL COM 189054109 4,661 44,812 SH   DFND 2 44,812 0 0
CLOROX CO DEL COM 189054109 3,514 33,781 SH   DFND 3 33,781 0 0
CLOVIS ONCOLOGY INC COM 189464100 317,037 3,607,615 SH   DFND 1,5 187,165 0 3,420,450
CLOVIS ONCOLOGY INC COM 189464100 1,018 11,580 SH   DFND 6 11,580 0 0
CLUBCORP HLDGS INC COM 18948M108 6,459 270,470 SH   DFND 6 270,470 0 0
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CNOVA N V SHS N20947102 7,861 1,421,572 SH   DFND 1,5 35,080 0 1,386,492
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COBALT INTL ENERGY INC NOTE 2.625%12/0 19075FAA4 41,276 55,920,000 PRN   DFND 1,5 0 0 0
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CSX CORP COM 126408103 23,952 733,590 SH   DFND 6 636,880 0 96,710
CSX CORP COM 126408103 65,563 2,008,055 SH   DFND 7 2,008,055 0 0
CTI BIOPHARMA CORP COM 12648L106 17,395 8,920,707 SH   DFND 1,5 0 0 8,920,707
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 209,484 2,884,661 SH   DFND 1,5 186,500 0 2,698,161
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 21,241 292,500 SH   DFND 1,9 0 0 292,500
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,109 15,273 SH   DFND 6 15,273 0 0
CUBESMART COM 229663109 2,703 116,700 SH   DFND 6 116,700 0 0
CUBESMART COM 229663109 4,285 185,000 SH   DFND 7 126,000 0 59,000
CUMMINS INC COM 231021106 308,146 2,348,850 SH   DFND 1,5 155,350 0 2,193,500
CUMMINS INC COM 231021106 7,518 57,304 SH   DFND 2 57,304 0 0
CUMMINS INC COM 231021106 2,556 19,480 SH   DFND 3 19,480 0 0
CUMMINS INC COM 231021106 12,754 97,217 SH   DFND 6 88,577 0 8,640
CUMMINS INC COM 231021106 39,505 301,128 SH   DFND 7 301,128 0 0
CUMULUS MEDIA INC CL A 231082108 9,146 4,505,268 SH   DFND 1,5 3,242,400 0 1,262,868
CURIS INC COM 231269101 63,721 19,250,954 SH   DFND 1,5 0 0 19,250,954
CURTISS WRIGHT CORP COM 231561101 118,234 1,632,163 SH   DFND 1,5 0 0 1,632,163
CUSTOMERS BANCORP INC COM 23204G100 9,991 371,556 SH   DFND 1,5 7,800 0 363,756
CUTERA INC COM 232109108 1,222 78,957 SH   DFND 1,5 12,499 0 66,458
CVB FINL CORP COM 126600105 121,893 6,921,793 SH   DFND 1,5 296,399 0 6,625,394
CVB FINL CORP COM 126600105 11,933 677,628 SH   DFND 6 677,628 0 0
CVB FINL CORP COM 126600105 10,249 582,000 SH   DFND 7 492,100 0 89,900
CVENT INC COM 23247G109 152,639 5,920,821 SH   DFND 1,5 6,000 0 5,914,821
CVENT INC COM 23247G109 8,076 313,259 SH   DFND 1,9 0 0 313,259
CVR ENERGY INC COM 12662P108 2,913 77,400 SH   DFND 1,5 0 0 77,400
CVR REFNG LP COMUNIT REP LT 12663P107 4,294 234,640 SH   DFND 1,5 0 0 234,640
CVS HEALTH CORP COM 126650100 5,464,706 52,104,363 SH   DFND 1,5 2,127,504 0 49,976,859
CVS HEALTH CORP COM 126650100 40,448 385,659 SH   DFND 2 385,659 0 0
CVS HEALTH CORP COM 126650100 24,619 234,737 SH   DFND 3 234,737 0 0
CVS HEALTH CORP COM 126650100 73,533 701,111 SH   DFND 6 557,059 0 144,052
CVS HEALTH CORP COM 126650100 246,180 2,347,251 SH   DFND 7 2,243,200 0 104,051
CVS HEALTH CORP COM 126650100 224,732 2,142,750 SH   DFND 11 2,142,750 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 89,974 1,432,250 SH   DFND 1,5 161,750 0 1,270,500
CYBERONICS INC COM 23251P102 60,008 1,009,222 SH   DFND 1,5 0 0 1,009,222
CYPRESS SEMICONDUCTOR CORP COM 232806109 159,396 13,554,059 SH   DFND 1,5 1,109,641 0 12,444,418
CYRUSONE INC COM 23283R100 1,096 37,200 SH   DFND 1,5 0 0 37,200
CYS INVTS INC COM 12673A108 17,321 2,240,719 SH   DFND 1,5 0 0 2,240,719
CYTEC INDS INC COM 232820100 427,045 7,055,090 SH   DFND 1,5 127,468 0 6,927,622
CYTEC INDS INC COM 232820100 5,340 88,220 SH   DFND 6 88,220 0 0
CYTEC INDS INC COM 232820100 3,063 50,600 SH   DFND 7 20,900 0 29,700
CYTOKINETICS INC COM NEW 23282W605 9,565 1,423,355 SH   DFND 1,5 0 0 1,423,355
CYTOKINETICS INC COM NEW 23282W605 8,993 1,338,284 SH   DFND 6 1,338,284 0 0
CYTOKINETICS INC COM NEW 23282W605 1,294 192,620 SH   DFND 7 192,620 0 0
D R HORTON INC COM 23331A109 481,977 17,616,112 SH   DFND 1,5 516,255 0 17,099,857
D R HORTON INC COM 23331A109 3,121 114,073 SH   DFND 2 114,073 0 0
D R HORTON INC COM 23331A109 879 32,128 SH   DFND 3 32,128 0 0
D R HORTON INC COM 23331A109 1,620 59,200 SH   DFND 6 59,200 0 0
DANAHER CORP DEL COM 235851102 3,355,466 39,203,952 SH   DFND 1,5 1,128,814 0 38,075,138
DANAHER CORP DEL COM 235851102 18,012 210,443 SH   DFND 2 210,443 0 0
DANAHER CORP DEL COM 235851102 7,966 93,074 SH   DFND 3 93,074 0 0
DANAHER CORP DEL COM 235851102 39,601 462,677 SH   DFND 6 402,517 0 60,160
DANAHER CORP DEL COM 235851102 94,160 1,100,125 SH   DFND 7 973,613 0 126,512
DANAHER CORP DEL COM 235851102 14,687 171,600 SH   DFND 11 171,600 0 0
DARDEN RESTAURANTS INC COM 237194105 144,401 2,031,530 SH   DFND 1,5 95,637 0 1,935,893
DARDEN RESTAURANTS INC COM 237194105 3,059 43,037 SH   DFND 2 43,037 0 0
DARDEN RESTAURANTS INC COM 237194105 6,409 90,170 SH   DFND 3 90,170 0 0
DARLING INGREDIENTS INC COM 237266101 115,247 7,861,307 SH   DFND 1,5 17,700 0 7,843,607
DATALINK CORP COM 237934104 18,930 2,117,500 SH   DFND 1,5 0 0 2,117,500
DAVE & BUSTERS ENTMT INC COM 238337109 41,069 1,137,964 SH   DFND 1,5 2,900 0 1,135,064
DAVE & BUSTERS ENTMT INC COM 238337109 711 19,700 SH   DFND 6 19,700 0 0
DAVIDSTEA INC COM 238661102 8,042 374,200 SH   DFND 1,5 38,200 0 336,000
DAVIDSTEA INC COM 238661102 524 24,400 SH   DFND 7 24,400 0 0
DAVIDSTEA INC COM 238661102 48,450 2,254,557 SH   DFND 11 1,960,957 0 293,600
DAVITA HEALTHCARE PARTNERS I COM 23918K108 437,418 5,504,189 SH   DFND 1,5 4,065 0 5,500,124
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,668 58,740 SH   DFND 2 58,740 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 1,224 15,398 SH   DFND 3 15,398 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 256 3,223 SH   DFND 6 3,223 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,228 53,200 SH   DFND 7 53,200 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 25,338 318,840 SH   DFND 11 318,840 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 23,783 798,637 SH   DFND 1,5 0 0 798,637
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 55,528 1,864,597 SH   DFND 6 1,864,597 0 0
DBV TECHNOLOGIES S A SPONSORED ADR 23306J101 11,241 377,470 SH   DFND 7 318,570 0 58,900
DBX ETF TR XTRAK MSCI EAFE 233051200 155,431 5,430,841 SH   DFND 1,5 5,430,841 0 0
DBX ETF TR XTRAK MSCI EAFE 233051200 25,692 897,701 SH   DFND 7 897,701 0 0
DBX ETF TR DBXTR HAR CS 300 233051879 3,727 81,000 SH   DFND 7 81,000 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 299,347 9,521,212 SH   DFND 1,5 4,290,465 0 5,230,747
DCT INDUSTRIAL TRUST INC COM NEW 233153204 27,942 888,750 SH   DFND 6 888,750 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 11,597 368,875 SH   DFND 7 43,850 0 325,025
DDR CORP COM 23317H102 403,556 26,103,221 SH   DFND 1,5 16,843,354 0 9,259,867
DEALERTRACK TECHNOLOGIES INC COM 242309102 195,968 3,121,000 SH   DFND 11 3,121,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 51,145 3,162,973 SH   DFND 1,5 100,000 0 3,062,973
DEAN FOODS CO NEW COM NEW 242370203 173 10,700 SH   DFND 7 10,700 0 0
DECKERS OUTDOOR CORP COM 243537107 133,946 1,861,138 SH   DFND 1,5 11,838 0 1,849,300
DEERE & CO COM 244199105 1,705,917 17,577,714 SH   DFND 1,5 581,116 0 16,996,598
DEERE & CO COM 244199105 11,076 114,122 SH   DFND 2 114,122 0 0
DEERE & CO COM 244199105 4,438 45,727 SH   DFND 3 45,727 0 0
DEERE & CO COM 244199105 18,713 192,820 SH   DFND 6 154,120 0 38,700
DEERE & CO COM 244199105 28,981 298,623 SH   DFND 7 184,023 0 114,600
DELEK LOGISTICS PARTNERS LP COM UNT RP INT 24664T103 12,137 263,556 SH   DFND 1,5 0 0 263,556
DELEK US HLDGS INC COM 246647101 1,896 51,500 SH   DFND 1,5 0 0 51,500
DELPHI AUTOMOTIVE PLC SHS G27823106 721,890 8,483,838 SH   DFND 1,5 331,284 0 8,152,554
DELPHI AUTOMOTIVE PLC SHS G27823106 19,681 231,300 SH   DFND 1,10 0 0 231,300
DELPHI AUTOMOTIVE PLC SHS G27823106 8,398 98,696 SH   DFND 2 98,696 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,181 25,630 SH   DFND 3 25,630 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 29,793 350,134 SH   DFND 6 298,234 0 51,900
DELPHI AUTOMOTIVE PLC SHS G27823106 77,509 910,908 SH   DFND 7 799,008 0 111,900
DELTA AIR LINES INC DEL COM NEW 247361702 668,085 16,263,024 SH   DFND 1,5 835,980 0 15,427,044
DELTA AIR LINES INC DEL COM NEW 247361702 11,532 280,710 SH   DFND 2 280,710 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,212 102,539 SH   DFND 3 102,539 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,590 38,694 SH   DFND 6 38,694 0 0
DELUXE CORP COM 248019101 190,683 3,075,540 SH   DFND 1,5 12,740 0 3,062,800
DEMANDWARE INC COM 24802Y105 105,488 1,484,073 SH   DFND 1,5 186,850 0 1,297,223
DEMANDWARE INC COM 24802Y105 24,793 348,800 SH   DFND 1,9 0 0 348,800
DENBURY RES INC COM NEW 247916208 102,103 16,053,953 SH   DFND 1,5 1,404,753 0 14,649,200
DENBURY RES INC COM NEW 247916208 2,051 322,477 SH   DFND 3 322,477 0 0
DENBURY RES INC COM NEW 247916208 86 13,600 SH   DFND 6 13,600 0 0
DENNYS CORP COM 24869P104 11,972 1,031,160 SH   DFND 6 1,031,160 0 0
DENNYS CORP COM 24869P104 2,637 227,130 SH   DFND 7 227,130 0 0
DENTSPLY INTL INC NEW COM 249030107 131,685 2,554,514 SH   DFND 1,5 51,814 0 2,502,700
DENTSPLY INTL INC NEW COM 249030107 2,465 47,812 SH   DFND 2 47,812 0 0
DENTSPLY INTL INC NEW COM 249030107 658 12,768 SH   DFND 3 12,768 0 0
DENTSPLY INTL INC NEW COM 249030107 577 11,200 SH   DFND 6 11,200 0 0
DERMA SCIENCES INC COM PAR $.01 249827502 17,811 2,487,505 SH   DFND 1,5 0 0 2,487,505
DERMIRA INC COM 24983L104 64,213 3,658,836 SH   DFND 1,5 9,600 0 3,649,236
DERMIRA INC COM 24983L104 269 15,300 SH   DFND 6 15,300 0 0
DESCARTES SYS GROUP INC COM 249906108 1,255 78,200 SH   DFND 1,9 0 0 78,200
DESTINATION MATERNITY CORP COM 25065D100 3,669 314,650 SH   DFND 1,5 15,650 0 299,000
DEUTSCHE BANK AG NAMEN AKT D18190898 3,194 106,241 SH   DFND 1,5 0 0 106,241
DEVON ENERGY CORP NEW COM 25179M103 107,030 1,799,119 SH   DFND 1,5 127,873 0 1,671,246
DEVON ENERGY CORP NEW COM 25179M103 7,858 132,084 SH   DFND 2 132,084 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,707 112,745 SH   DFND 3 112,745 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,676 95,408 SH   DFND 6 70,308 0 25,100
DEVON ENERGY CORP NEW COM 25179M103 7,734 130,000 SH   DFND 7 53,800 0 76,200
DEVRY ED GROUP INC COM 251893103 51,792 1,727,564 SH   DFND 1,5 39,764 0 1,687,800
DEXCOM INC COM 252131107 333,771 4,173,180 SH   DFND 1,5 261,687 0 3,911,493
DHT HOLDINGS INC SHS NEW Y2065G121 3,678 473,400 SH   DFND 6 473,400 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 828 106,500 SH   DFND 7 106,500 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 87 11,700 SH   DFND 7 11,700 0 0
DHX MEDIA LTD SHS VAR VTG 252406608 2,975 398,200 SH   DFND 11 161,500 0 236,700
DIAGEO P L C SPON ADR NEW 25243Q205 103,814 894,639 SH   DFND 1,5 4,506 0 890,133
DIAGEO P L C SPON ADR NEW 25243Q205 986 8,496 SH   DFND 3 8,496 0 0
DIAMOND FOODS INC COM 252603105 21,388 681,587 SH   DFND 6 681,587 0 0
DIAMOND FOODS INC COM 252603105 9,766 311,220 SH   DFND 7 279,320 0 31,900
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 20,528 102,817 SH   DFND 1,5 26,287 0 76,530
DIAMOND OFFSHORE DRILLING IN COM 25271C102 593 22,970 SH   DFND 2 22,970 0 0
DIAMONDBACK ENERGY INC COM 25278X109 257,168 3,411,624 SH   DFND 1,5 41,970 0 3,369,654
DIAMONDBACK ENERGY INC COM 25278X109 29,291 388,572 SH   DFND 6 388,572 0 0
DIAMONDBACK ENERGY INC COM 25278X109 13,513 179,260 SH   DFND 7 162,060 0 17,200
DIAMONDBACK ENERGY INC COM 25278X109 21,295 282,500 SH   DFND 11 282,500 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 118,991 9,288,913 SH   DFND 1,5 6,070,713 0 3,218,200
DIANA SHIPPING INC COM Y2066G104 166 23,600 SH   DFND 1,5 0 0 23,600
DICERNA PHARMACEUTICALS INC COM 253031108 42,906 3,075,716 SH   DFND 1,5 286,522 0 2,789,194
DICERNA PHARMACEUTICALS INC COM 253031108 151 10,800 SH   DFND 6 10,800 0 0
DICKS SPORTING GOODS INC COM 253393102 50,419 973,900 SH   DFND 1,5 7,400 0 966,500
DIEBOLD INC COM 253651103 15,428 440,800 SH   DFND 1,5 0 0 440,800
DIGITAL ALLY INC COM NEW 25382P208 197 14,200 SH   DFND   14,200 0 0
DIGITAL RLTY TR INC COM 253868103 889,794 13,344,246 SH   DFND 1,5 6,391,346 0 6,952,900
DIGITAL RLTY TR INC COM 253868103 47,211 708,019 SH   DFND 6 664,719 0 43,300
DIGITAL RLTY TR INC COM 253868103 29,689 445,250 SH   DFND 7 119,550 0 325,700
DILLARDS INC CL A 254067101 218,851 2,080,531 SH   DFND 1,5 2,960 0 2,077,571
DILLARDS INC CL A 254067101 4,029 38,300 SH   DFND 6 28,100 0 10,200
DILLARDS INC CL A 254067101 5,428 51,600 SH   DFND 7 21,400 0 30,200
DINEEQUITY INC COM 254423106 233,684 2,358,304 SH   DFND 1,5 200 0 2,358,104
DINEEQUITY INC COM 254423106 6,153 62,100 SH   DFND 6 62,100 0 0
DINEEQUITY INC COM 254423106 1,364 13,770 SH   DFND 7 13,770 0 0
DIODES INC COM 254543101 2,910 120,700 SH   DFND 1,5 0 0 120,700
DIPLOMAT PHARMACY INC COM 25456K101 143,715 3,211,505 SH   DFND 1,5 124,019 0 3,087,486
DIPLOMAT PHARMACY INC COM 25456K101 3,544 79,200 SH   DFND 6 79,200 0 0
DIPLOMAT PHARMACY INC COM 25456K101 1,566 35,000 SH   DFND 7 35,000 0 0
DIRECTV COM 25490A309 390,265 4,205,890 SH   DFND 1,5 11,877 0 4,194,013
DIRECTV COM 25490A309 15,946 171,853 SH   DFND 2 171,853 0 0
DIRECTV COM 25490A309 7,463 80,425 SH   DFND 3 80,425 0 0
DIREXION SHS ETF TR DLY SMCAP BULL3X 25459W847 203 2,300 SH   DFND   2,300 0 0
DISCOVER FINL SVCS COM 254709108 403,436 7,001,662 SH   DFND 1,5 392,927 0 6,608,735
DISCOVER FINL SVCS COM 254709108 8,716 151,260 SH   DFND 2 151,260 0 0
DISCOVER FINL SVCS COM 254709108 5,775 100,222 SH   DFND 3 100,222 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 33,957 1,020,950 SH   DFND 1,5 2,600 0 1,018,350
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 2,782 89,526 SH   DFND 2 89,526 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,688 50,754 SH   DFND 2 50,754 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 391 12,576 SH   DFND 3 12,576 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 765 22,996 SH   DFND 3 22,996 0 0
DISCOVERY LABORATORIES INC N COM NEW 254668403 8,508 12,511,495 SH   DFND 1,5 0 0 12,511,495
DISCOVERY LABORATORIES INC N COM NEW 254668403 205 301,714 SH   DFND 6 301,714 0 0
DISH NETWORK CORP CL A 25470M109 65,423 966,225 SH   DFND 1,5 46,708 0 919,517
DISNEY WALT CO COM DISNEY 254687106 5,847,762 51,233,236 SH   DFND 1,5 2,278,244 0 48,954,992
DISNEY WALT CO COM DISNEY 254687106 60,898 533,540 SH   DFND 2 533,540 0 0
DISNEY WALT CO COM DISNEY 254687106 27,115 237,562 SH   DFND 3 237,562 0 0
DISNEY WALT CO COM DISNEY 254687106 56,946 498,912 SH   DFND 6 456,612 0 42,300
DISNEY WALT CO COM DISNEY 254687106 107,821 944,635 SH   DFND 7 819,935 0 124,700
DISNEY WALT CO COM DISNEY 254687106 18,314 160,450 SH   DFND 11 160,450 0 0
DIVERSICARE HEALTHCARE SVCS COM 255104101 966 74,850 SH   DFND 1,5 4,860 0 69,990
DOLLAR GEN CORP NEW COM 256677105 711,530 9,152,686 SH   DFND 1,5 81,605 0 9,071,081
DOLLAR GEN CORP NEW COM 256677105 7,895 101,562 SH   DFND 2 101,562 0 0
DOLLAR GEN CORP NEW COM 256677105 3,228 41,523 SH   DFND 3 41,523 0 0
DOLLAR GEN CORP NEW COM 256677105 12,028 154,720 SH   DFND 6 154,720 0 0
DOLLAR GEN CORP NEW COM 256677105 47,147 606,471 SH   DFND 7 606,471 0 0
DOLLAR TREE INC COM 256746108 505,793 6,403,248 SH   DFND 1,5 321,148 0 6,082,100
DOLLAR TREE INC COM 256746108 5,570 70,516 SH   DFND 2 70,516 0 0
DOLLAR TREE INC COM 256746108 3,629 45,943 SH   DFND 3 45,943 0 0
DOLLAR TREE INC COM 256746108 2,251 28,500 SH   DFND 6 28,500 0 0
DOMINION DIAMOND CORP COM 257287102 10,846 774,095 SH   DFND 6 336,595 0 437,500
DOMINION DIAMOND CORP COM 257287102 8,128 580,090 SH   DFND 7 442,690 0 137,400
DOMINION MIDSTREAM PARTNERS COM UT REP LTD 257454108 5,876 153,371 SH   DFND 1,5 0 0 153,371
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 7,635 163,500 SH   DFND 1,5 103,600 0 59,900
DOMINION RES INC VA NEW COM 25746U109 345,126 5,161,144 SH   DFND 1,5 50 0 5,161,094
DOMINION RES INC VA NEW COM 25746U109 13,559 202,767 SH   DFND 2 202,767 0 0
DOMINION RES INC VA NEW COM 25746U109 7,649 114,379 SH   DFND 3 114,379 0 0
DOMINOS PIZZA INC COM 25754A201 838,386 7,393,176 SH   DFND 1,5 199,367 0 7,193,809
DOMINOS PIZZA INC COM 25754A201 2,019 17,800 SH   DFND 6 17,800 0 0
DOMTAR CORP COM NEW 257559203 68,493 1,654,419 SH   DFND 1,5 1,261 0 1,653,158
DONALDSON INC COM 257651109 67,744 1,892,300 SH   DFND 1,5 27,600 0 1,864,700
DONEGAL GROUP INC CL A 257701201 739 48,500 SH   DFND 1,5 0 0 48,500
DONNELLEY R R & SONS CO COM 257867101 8,623 494,742 SH   DFND 1,5 1,748 0 492,994
DORMAN PRODUCTS INC COM 258278100 7,769 163,000 SH   DFND 1,5 0 0 163,000
DOT HILL SYS CORP COM 25848T109 10,688 1,746,409 SH   DFND 1,5 0 0 1,746,409
DOUGLAS EMMETT INC COM 25960P109 153,061 5,681,548 SH   DFND 1,5 2,847,748 0 2,833,800
DOUGLAS EMMETT INC COM 25960P109 1,557 57,800 SH   DFND 7 18,600 0 39,200
DOVER CORP COM 260003108 3,846 54,808 SH   DFND 2 54,808 0 0
DOVER CORP COM 260003108 1,044 14,874 SH   DFND 3 14,874 0 0
DOW CHEM CO COM 260543103 264,772 5,174,363 SH   DFND 1,5 143,083 0 5,031,280
DOW CHEM CO COM 260543103 18,955 370,427 SH   DFND 2 370,427 0 0
DOW CHEM CO COM 260543103 8,933 174,584 SH   DFND 3 174,584 0 0
DOW CHEM CO COM 260543103 967 18,900 SH   DFND 11 18,900 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 177,387 2,433,298 SH   DFND 1,5 140,739 0 2,292,559
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,779 65,550 SH   DFND 2 65,550 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,198 30,151 SH   DFND 3 30,151 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,523 62,038 SH   DFND 6 47,038 0 15,000
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,436 115,717 SH   DFND 7 67,970 0 47,747
DR REDDYS LABS LTD ADR 256135203 2,550 46,100 SH   DFND 1,10 46,100 0 0
DREAMWORKS ANIMATION SKG INC CL A 26153C103 268,236 10,168,167 SH   DFND 1,5 131,300 0 10,036,867
DRIL-QUIP INC COM 262037104 364,344 4,841,782 SH   DFND 1,5 10,792 0 4,830,990
DRIL-QUIP INC COM 262037104 15,153 201,364 SH   DFND 6 201,364 0 0
DRIL-QUIP INC COM 262037104 13,439 178,592 SH   DFND 7 163,992 0 14,600
DST SYS INC DEL COM 233326107 5,439 43,175 SH   DFND 1,5 1,575 0 41,600
DST SYS INC DEL COM 233326107 89,736 712,300 SH   DFND 11 712,300 0 0
DSW INC CL A 23334L102 12,981 389,000 SH   DFND 1,5 10,400 0 378,600
DTE ENERGY CO COM 233331107 68,937 923,590 SH   DFND 1,5 425 0 923,165
DTE ENERGY CO COM 233331107 4,574 61,286 SH   DFND 2 61,286 0 0
DTE ENERGY CO COM 233331107 1,905 25,525 SH   DFND 3 25,525 0 0
DTS INC COM 23335C101 945 31,000 SH   DFND 6 31,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,404,517 21,962,744 SH   DFND 1,5 415,812 0 21,546,932
DU PONT E I DE NEMOURS & CO COM 263534109 19,787 309,406 SH   DFND 2 309,406 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 7,056 110,337 SH   DFND 3 110,337 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 15,296 239,192 SH   DFND 6 198,792 0 40,400
DU PONT E I DE NEMOURS & CO COM 263534109 24,027 375,718 SH   DFND 7 253,818 0 121,900
DUKE ENERGY CORP NEW COM NEW 26441C204 16,688 236,310 SH   DFND 2 236,310 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,255 116,899 SH   DFND 3 116,899 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,101 58,070 SH   DFND 7 58,070 0 0
DUKE REALTY CORP COM NEW 264411505 571,517 30,776,382 SH   DFND 1,5 13,900,382 0 16,876,000
DUKE REALTY CORP COM NEW 264411505 7,773 418,600 SH   DFND 6 322,000 0 96,600
DUKE REALTY CORP COM NEW 264411505 8,990 484,100 SH   DFND 7 203,300 0 280,800
DUN & BRADSTREET CORP DEL NE COM 26483E100 256,275 2,100,611 SH   DFND 1,5 1,474 0 2,099,137
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,505 12,332 SH   DFND 2 12,332 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 353 2,892 SH   DFND 3 2,892 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 40,815 334,547 SH   DFND 6 334,547 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 88,768 727,610 SH   DFND 11 727,610 0 0
DUNKIN BRANDS GROUP INC COM 265504100 481,920 8,762,177 SH   DFND 1,5 675,298 0 8,086,879
DUNKIN BRANDS GROUP INC COM 265504100 910 16,546 SH   DFND 6 16,546 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 94,662 3,214,313 SH   DFND 1,5 2,078,313 0 1,136,000
DXP ENTERPRISES INC NEW COM NEW 233377407 11,498 247,270 SH   DFND 11 247,270 0 0
DYAX CORP COM 26746E103 573,913 21,657,105 SH   DFND 1,5 144,110 0 21,512,995
DYAX CORP COM 26746E103 5,140 193,969 SH   DFND 6 193,969 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4,315 184,200 SH   DFND 1,5 0 0 184,200
DYNEGY INC NEW DEL COM 26817R108 293,438 10,032,085 SH   DFND 1,5 276,709 0 9,755,376
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 44,621 448,900 SH   DFND 1,5 99,400 0 349,500
DYNEGY INC NEW DEL COM 26817R108 4,158 142,151 SH   DFND 6 142,151 0 0
DYNEGY INC NEW DEL COM 26817R108 834 28,509 SH   DFND 7 28,509 0 0
DYNEX CAP INC COM NEW 26817Q506 17,802 2,336,243 SH   DFND 1,5 0 0 2,336,243
E M C CORP MASS COM 268648102 1,407,123 53,320,315 SH   DFND 1,5 1,453,041 0 51,867,274
E M C CORP MASS COM 268648102 17,518 663,804 SH   DFND 2 663,804 0 0
E M C CORP MASS COM 268648102 10,530 399,000 SH   DFND 3 399,000 0 0
E M C CORP MASS COM 268648102 12,276 465,191 SH   DFND 6 465,191 0 0
E M C CORP MASS COM 268648102 19,940 755,585 SH   DFND 7 755,585 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 730,459 24,389,293 SH   DFND 1,5 1,100 0 24,388,193
E TRADE FINANCIAL CORP COM NEW 269246401 2,722 90,894 SH   DFND 2 90,894 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 38,679 1,291,439 SH   DFND 6 1,291,439 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 8,566 286,010 SH   DFND 7 286,010 0 0
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 18,294 2,034,944 SH   DFND 1,9 0 0 2,034,944
EAGLE BANCORP INC MD COM 268948106 24,203 550,560 SH   DFND 1,5 28,160 0 522,400
EAGLE MATERIALS INC COM 26969P108 217,494 2,849,396 SH   DFND 1,5 1,900 0 2,847,496
EAGLE MATERIALS INC COM 26969P108 11,334 148,492 SH   DFND 6 148,492 0 0
EAGLE MATERIALS INC COM 26969P108 5,295 69,374 SH   DFND 7 69,374 0 0
EARTHLINK HLDGS CORP COM 27033X101 9,047 1,207,881 SH   DFND 1,5 4,300 0 1,203,581
EAST WEST BANCORP INC COM 27579R104 136,446 3,044,303 SH   DFND 1,5 134,800 0 2,909,503
EAST WEST BANCORP INC COM 27579R104 6,256 139,575 SH   DFND 6 139,575 0 0
EAST WEST BANCORP INC COM 27579R104 2,680 59,790 SH   DFND 7 59,790 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 14,228 893,700 SH   DFND 1,5 0 0 893,700
EASTERN CO COM 276317104 242 13,071 SH   DFND 1,5 13,071 0 0
EASTGROUP PPTY INC COM 277276101 8,181 145,500 SH   DFND 1,5 0 0 145,500
EASTMAN CHEM CO COM 277432100 709,067 8,666,180 SH   DFND 1,5 400 0 8,665,780
EASTMAN CHEM CO COM 277432100 4,168 50,942 SH   DFND 2 50,942 0 0
EASTMAN CHEM CO COM 277432100 2,589 31,647 SH   DFND 3 31,647 0 0
EATON CORP PLC SHS G29183103 495,980 7,348,937 SH   DFND 1,5 439,486 0 6,909,451
EATON CORP PLC SHS G29183103 10,774 159,639 SH   DFND 2 159,639 0 0
EATON CORP PLC SHS G29183103 5,344 79,183 SH   DFND 3 79,183 0 0
EATON CORP PLC SHS G29183103 12,324 182,600 SH   DFND 6 182,600 0 0
EATON CORP PLC SHS G29183103 32,942 488,100 SH   DFND 7 488,100 0 0
EATON CORP PLC SHS G29183103 1,281 18,980 SH   DFND 11 18,980 0 0
EATON VANCE CORP COM NON VTG 278265103 53,747 1,373,560 SH   DFND 11 1,373,560 0 0
EBAY INC COM 278642103 408,601 6,782,882 SH   DFND 1,5 657,582 0 6,125,300
EBAY INC COM 278642103 3,729 61,900 SH   DFND 1,9 0 0 61,900
EBAY INC COM 278642103 22,762 377,858 SH   DFND 2 377,858 0 0
EBAY INC COM 278642103 8,462 140,477 SH   DFND 3 140,477 0 0
EBAY INC COM 278642103 28,527 473,560 SH   DFND 6 337,350 0 136,210
EBAY INC COM 278642103 151,186 2,509,736 SH   DFND 7 2,509,736 0 0
EBIX INC COM NEW 278715206 126,202 3,870,028 SH   DFND 1,5 166,533 0 3,703,495
EBIX INC COM NEW 278715206 43,739 1,341,279 SH   DFND 6 1,341,279 0 0
EBIX INC COM NEW 278715206 1,174 36,000 SH   DFND 7 36,000 0 0
ECHOSTAR CORP CL A 278768106 360 7,400 SH   DFND 1,5 0 0 7,400
ECOLAB INC COM 278865100 1,247,862 11,036,194 SH   DFND 1,5 228,329 0 10,807,865
ECOLAB INC COM 278865100 10,357 91,597 SH   DFND 2 91,597 0 0
ECOLAB INC COM 278865100 4,094 36,207 SH   DFND 3 36,207 0 0
ECOLAB INC COM 278865100 8,289 73,307 SH   DFND 6 73,307 0 0
ECOLAB INC COM 278865100 29,941 264,800 SH   DFND 7 264,800 0 0
ECOLAB INC COM 278865100 11,116 98,310 SH   DFND 11 98,310 0 0
EDISON INTL COM 281020107 483,534 8,699,782 SH   DFND 1,5 37 0 8,699,745
EDISON INTL COM 281020107 6,189 111,352 SH   DFND 2 111,352 0 0
EDISON INTL COM 281020107 1,935 34,809 SH   DFND 3 34,809 0 0
EDISON INTL COM 281020107 8,296 149,264 SH   DFND 6 112,764 0 36,500
EDISON INTL COM 281020107 25,570 460,051 SH   DFND 7 351,851 0 108,200
EDUCATIONAL DEV CORP COM 281479105 1,838 386,892 SH   DFND 1,5 20,200 0 366,692
EDWARDS LIFESCIENCES CORP COM 28176E108 280,920 1,972,340 SH   DFND 1,5 42 0 1,972,298
EDWARDS LIFESCIENCES CORP COM 28176E108 5,238 36,773 SH   DFND 2 36,773 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,898 13,327 SH   DFND 3 13,327 0 0
EGAIN CORP COM NEW 28225C806 1,544 308,100 SH   DFND 1,9 0 0 308,100
EGALET CORP COM 28226B104 21,726 1,505,604 SH   DFND 1,5 0 0 1,505,604
EHI CAR SVCS LTD SPON ADS CL A 26853A100 7,837 541,985 SH   DFND 1,5 0 0 541,985
EHI CAR SVCS LTD SPON ADS CL A 26853A100 9,694 670,382 SH   DFND 1,9 0 0 670,382
EL PASO ELEC CO COM NEW 283677854 74,523 2,150,121 SH   DFND 1,5 0 0 2,150,121
ELDORADO GOLD CORP NEW COM 284902103 44,716 10,781,805 SH   DFND 1,5 30,100 0 10,751,705
ELDORADO GOLD CORP NEW COM 284902103 150 36,186 SH   DFND 6 36,186 0 0
ELDORADO GOLD CORP NEW COM 284902103 3,740 901,900 SH   DFND 7 901,900 0 0
ELDORADO GOLD CORP NEW COM 284902103 108,158 26,079,100 SH   DFND 11 26,079,100 0 0
ELECTRONIC ARTS INC COM 285512109 791,115 11,896,459 SH   DFND 1,5 221,479 0 11,674,980
ELECTRONIC ARTS INC COM 285512109 7,069 106,294 SH   DFND 2 106,294 0 0
ELECTRONIC ARTS INC COM 285512109 1,034 15,554 SH   DFND 3 15,554 0 0
ELECTRONIC ARTS INC COM 285512109 4,074 61,257 SH   DFND 6 61,257 0 0
ELECTRONIC ARTS INC COM 285512109 7,033 105,757 SH   DFND 7 105,757 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 172,384 3,961,933 SH   DFND 1,5 0 0 3,961,933
ELECTRONICS FOR IMAGING INC COM 286082102 18,272 419,949 SH   DFND 1,9 0 0 419,949
ELECTRONICS FOR IMAGING INC COM 286082102 37,645 865,206 SH   DFND 6 865,206 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 16,670 383,140 SH   DFND 7 346,340 0 36,800
ELEVEN BIOTHERAPEUTICS INC COM 286221106 8,114 2,877,394 SH   DFND 1,5 308,243 0 2,569,151
ELIZABETH ARDEN INC COM 28660G106 6,625 464,600 SH   DFND 1,5 19,800 0 444,800
ELLINGTON FINANCIAL LLC COM 288522303 22,160 1,197,200 SH   DFND 1,5 0 0 1,197,200
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 3,713 260,000 SH   DFND 1,5 0 0 260,000
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 2,863 143,558 SH   DFND 1,5 0 0 143,558
EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 9,759 641,623 SH   DFND 1,5 0 0 641,623
EMBRAER S A SP ADR REP 4 COM 29082A107 4,053 133,800 SH   DFND 1,5 0 0 133,800
EMCOR GROUP INC COM 29084Q100 124,133 2,598,551 SH   DFND 1,5 0 0 2,598,551
EMCOR GROUP INC COM 29084Q100 18,917 396,000 SH   DFND 6 396,000 0 0
EMCOR GROUP INC COM 29084Q100 13,438 281,306 SH   DFND 7 208,036 0 73,270
EMERGENT BIOSOLUTIONS INC COM 29089Q105 18,097 549,241 SH   DFND 1,5 0 0 549,241
EMERSON ELEC CO COM 291011104 527,136 9,509,932 SH   DFND 1,5 457,132 0 9,052,800
EMERSON ELEC CO COM 291011104 12,659 228,384 SH   DFND 2 228,384 0 0
EMERSON ELEC CO COM 291011104 5,764 103,982 SH   DFND 3 103,982 0 0
EMERSON ELEC CO COM 291011104 10,704 193,100 SH   DFND 6 113,050 0 80,050
EMERSON ELEC CO COM 291011104 14,998 270,575 SH   DFND 7 270,575 0 0
EMPIRE ST RLTY TR INC CL A 292104106 76,855 4,505,000 SH   DFND 1,5 4,505,000 0 0
EMPLOYERS HOLDINGS INC COM 292218104 14,142 620,800 SH   DFND 1,5 24,500 0 596,300
EMPLOYERS HOLDINGS INC COM 292218104 4,807 211,011 SH   DFND 6 211,011 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,664 73,041 SH   DFND 7 51,941 0 21,100
ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 4,745 296,950 SH   DFND 1,5 0 0 296,950
ENANTA PHARMACEUTICALS INC COM 29251M106 42,875 952,988 SH   DFND 1,5 0 0 952,988
ENBRIDGE INC COM 29250N105 69,911 1,494,930 SH   DFND 1,5 160 0 1,494,770
ENBRIDGE INC COM 29250N105 17,839 381,465 SH   DFND 6 2,796 0 378,669
ENBRIDGE INC COM 29250N105 5,859 125,276 SH   DFND 7 125,276 0 0
ENBRIDGE INC COM 29250N105 965,663 20,649,087 SH   DFND 11 18,600,255 0 2,048,832
ENCANA CORP COM 292505104 113,656 10,309,094 SH   DFND 1,5 2,294 0 10,306,800
ENCANA CORP COM 292505104 2,908 263,800 SH   DFND 11 263,800 0 0
ENCORE CAP GROUP INC COM 292554102 3,245 75,921 SH   DFND 1,5 13,082 0 62,839
ENDO INTL PLC SHS G30401106 728,299 9,143,742 SH   DFND 1,5 805 0 9,142,937
ENDO INTL PLC SHS G30401106 5,522 69,323 SH   DFND 2 69,323 0 0
ENDO INTL PLC SHS G30401106 53,241 668,440 SH   DFND 6 624,840 0 43,600
ENDO INTL PLC SHS G30401106 50,964 639,847 SH   DFND 7 584,747 0 55,100
ENDO INTL PLC SHS G30401106 18,702 234,800 SH   DFND 11 234,800 0 0
ENDOCYTE INC COM 29269A102 19,825 3,819,873 SH   DFND 1,5 566,900 0 3,252,973
ENDOLOGIX INC COM 29266S106 27,664 1,803,358 SH   DFND 1,5 0 0 1,803,358
ENDURANCE INTL GROUP HLDGS I COM 29272B105 238,934 11,565,032 SH   DFND 1,5 395,600 0 11,169,432
ENDURANCE INTL GROUP HLDGS I COM 29272B105 47,911 2,319,020 SH   DFND 1,9 0 0 2,319,020
ENDURANCE INTL GROUP HLDGS I COM 29272B105 7,457 360,960 SH   DFND 6 360,960 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 1,614 78,130 SH   DFND 7 78,130 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 230,108 3,502,400 SH   DFND 1,5 136,500 0 3,365,900
ENERGEN CORP COM 29265N108 122,028 1,786,651 SH   DFND 1,5 0 0 1,786,651
ENERGEN CORP COM 29265N108 1,300 19,031 SH   DFND 3 19,031 0 0
ENERGIZER HLDGS INC COM 29266R108 242,452 1,843,044 SH   DFND 1,5 10,794 0 1,832,250
ENERGIZER HLDGS INC COM 29266R108 10,877 82,686 SH   DFND 6 82,686 0 0
ENERGIZER HLDGS INC COM 29266R108 7,852 59,690 SH   DFND 7 59,690 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 84,673 1,319,504 SH   DFND 1,5 0 0 1,319,504
ENERGY XXI LTD USD UNRS SHS G10082140 4,133 1,571,600 SH   DFND 1,5 0 0 1,571,600
ENERSYS COM 29275Y102 443,804 6,313,904 SH   DFND 1,5 15,766 0 6,298,138
ENERSYS COM 29275Y102 15,342 218,270 SH   DFND 6 218,270 0 0
ENERSYS COM 29275Y102 3,496 49,738 SH   DFND 7 49,738 0 0
ENGILITY HLDGS INC NEW COM 29286C107 44,698 1,776,533 SH   DFND 1,5 198,133 0 1,578,400
ENGILITY HLDGS INC NEW COM 29286C107 24,636 979,167 SH   DFND 6 979,167 0 0
ENGILITY HLDGS INC NEW COM 29286C107 5,198 206,590 SH   DFND 7 176,690 0 29,900
ENI S P A SPONSORED ADR 26874R108 3,209 90,200 SH   DFND 1,5 0 0 90,200
ENOVA INTL INC COM 29357K103 39,547 2,117,091 SH   DFND 1,5 0 0 2,117,091
ENSCO PLC SHS CLASS A G3157S106 258,622 11,613,043 SH   DFND 1,5 316,436 0 11,296,607
ENSCO PLC SHS CLASS A G3157S106 1,784 80,108 SH   DFND 2 80,108 0 0
ENSCO PLC SHS CLASS A G3157S106 1,495 67,120 SH   DFND 3 67,120 0 0
ENSCO PLC SHS CLASS A G3157S106 4,648 208,703 SH   DFND 6 208,703 0 0
ENSIGN GROUP INC COM 29358P101 107,655 2,108,400 SH   DFND 1,5 35,100 0 2,073,300
ENSTAR GROUP LIMITED SHS G3075P101 27,287 176,100 SH   DFND 1,5 100 0 176,000
ENTEGRA FINL CORP COM 29363J108 9,422 536,869 SH   DFND 6 536,869 0 0
ENTEGRA FINL CORP COM 29363J108 906 51,650 SH   DFND 7 51,650 0 0
ENTEGRIS INC COM 29362U104 20,384 1,399,056 SH   DFND 1,5 0 0 1,399,056
ENTEGRIS INC COM 29362U104 813 55,800 SH   DFND 1,9 0 0 55,800
ENTELLUS MED INC COM 29363K105 32,593 1,259,876 SH   DFND 1,5 146,600 0 1,113,276
ENTERGY CORP NEW COM 29364G103 11,387 161,516 SH   DFND 1,5 4,400 0 157,116
ENTERGY CORP NEW COM 29364G103 4,325 61,347 SH   DFND 2 61,347 0 0
ENTERGY CORP NEW COM 29364G103 2,554 36,228 SH   DFND 3 36,228 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 47,113 1,576,200 SH   DFND 1,5 0 0 1,576,200
ENVESTNET INC COM 29404K106 45,298 1,120,400 SH   DFND   1,120,400 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 181,801 4,604,900 SH   DFND 1,5 0 0 4,604,900
ENVIVA PARTNERS LP COM UNIT 29414J107 8,604 475,600 SH   DFND 1,5 0 0 475,600
ENZYMOTEC LTD SHS M4059L101 1,081 129,511 SH   DFND 1,5 0 0 129,511
EOG RES INC COM 26875P101 1,911,864 21,837,397 SH   DFND 1,5 901,512 0 20,935,885
EOG RES INC COM 26875P101 16,426 187,619 SH   DFND 2 187,619 0 0
EOG RES INC COM 26875P101 7,591 86,704 SH   DFND 3 86,704 0 0
EOG RES INC COM 26875P101 3,414 38,992 SH   DFND 6 38,992 0 0
EOG RES INC COM 26875P101 9,764 111,522 SH   DFND 7 111,522 0 0
EOG RES INC COM 26875P101 44,717 510,760 SH   DFND 11 510,760 0 0
EP ENERGY CORP CL A 268785102 51,222 4,023,755 SH   DFND 1,5 0 0 4,023,755
EPAM SYS INC COM 29414B104 46,846 657,673 SH   DFND 1,5 6,573 0 651,100
EPAM SYS INC COM 29414B104 954 13,400 SH   DFND 1,9 0 0 13,400
EPAM SYS INC COM 29414B104 10,565 148,320 SH   DFND 6 148,320 0 0
EPAM SYS INC COM 29414B104 1,154 16,200 SH   DFND 7 16,200 0 0
EPIRUS BIOPHARMACEUTICALS IN COM 29428P107 8,421 1,474,800 SH   DFND 1,5 0 0 1,474,800
EPIZYME INC COM 29428V104 148,337 6,180,700 SH   DFND 1,5 0 0 6,180,700
EPR PPTYS COM SH BEN INT 26884U109 21,205 387,100 SH   DFND 1,5 0 0 387,100
EQT CORP COM 26884L109 174,509 2,145,431 SH   DFND 1,5 115,263 0 2,030,168
EQT CORP COM 26884L109 4,235 52,071 SH   DFND 2 52,071 0 0
EQT CORP COM 26884L109 1,694 20,820 SH   DFND 3 20,820 0 0
EQT CORP COM 26884L109 9,899 121,693 SH   DFND 6 121,693 0 0
EQT CORP COM 26884L109 34,691 426,490 SH   DFND 7 426,490 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 100,637 1,234,200 SH   DFND 1,5 0 0 1,234,200
EQUIFAX INC COM 294429105 183,980 1,894,943 SH   DFND 1,5 64,900 0 1,830,043
EQUIFAX INC COM 294429105 3,950 40,680 SH   DFND 2 40,680 0 0
EQUIFAX INC COM 294429105 401 4,126 SH   DFND 3 4,126 0 0
EQUIFAX INC COM 294429105 28,639 294,970 SH   DFND 11 294,970 0 0
EQUINIX INC COM PAR $0.001 29444U700 4,943 19,460 SH   DFND 2 19,460 0 0
EQUINIX INC COM PAR $0.001 29444U700 208 819 SH   DFND 3 819 0 0
EQUITY COMWLTH CUM PFD S D 6.5% 294628201 760 31,237 SH   DFND 1,5 0 0 31,237
EQUITY COMWLTH COM SH BEN INT 294628102 5,134 200,000 SH   DFND 1,5 0 0 200,000
EQUITY COMWLTH CUM PFD E 7.25% 294628409 21,661 849,112 SH   DFND 1,5 0 0 849,112
EQUITY LIFESTYLE PPTYS INC COM 29472R108 636,188 12,099,423 SH   DFND 1,5 3,180,355 0 8,919,068
EQUITY LIFESTYLE PPTYS INC COM 29472R108 8,486 161,387 SH   DFND 6 161,387 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,843 35,050 SH   DFND 7 35,050 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 626,364 8,926,379 SH   DFND 1,5 2,930,547 0 5,995,832
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,730 124,418 SH   DFND 2 124,418 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,002 28,529 SH   DFND 3 28,529 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,218 188,372 SH   DFND 6 188,372 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,512 78,554 SH   DFND 7 9,300 0 69,254
EQUITY RESIDENTIAL SH BEN INT 29476L107 13,418 191,220 SH   DFND 11 191,220 0 0
ERA GROUP INC COM 26885G109 4,831 235,900 SH   DFND 1,5 0 0 235,900
ERICSSON ADR B SEK 10 294821608 11,094 1,062,600 SH   DFND 1,5 0 0 1,062,600
ESPERION THERAPEUTICS INC NE COM 29664W105 180,627 2,209,232 SH   DFND 1,5 8,200 0 2,201,032
ESSENDANT INC COM 296689102 228,401 5,819,142 SH   DFND 1,5 121,600 0 5,697,542
ESSENT GROUP LTD COM G3198U102 91,520 3,346,249 SH   DFND 1,5 3,300 0 3,342,949
ESSENT GROUP LTD COM G3198U102 30,081 1,099,848 SH   DFND 6 1,099,848 0 0
ESSENT GROUP LTD COM G3198U102 10,969 401,050 SH   DFND 7 361,050 0 40,000
ESSEX PPTY TR INC COM 297178105 648,382 3,051,210 SH   DFND 1,5 971,372 0 2,079,838
ESSEX PPTY TR INC COM 297178105 4,748 22,343 SH   DFND 2 22,343 0 0
ESSEX PPTY TR INC COM 297178105 717 3,375 SH   DFND 3 3,375 0 0
ESSEX PPTY TR INC COM 297178105 53,243 250,555 SH   DFND 6 250,555 0 0
ESSEX PPTY TR INC COM 297178105 22,103 104,013 SH   DFND 7 12,400 0 91,613
ESTERLINE TECHNOLOGIES CORP COM 297425100 197,911 2,075,845 SH   DFND 1,5 57,680 0 2,018,165
ETHAN ALLEN INTERIORS INC COM 297602104 37,156 1,410,634 SH   DFND 1,5 220 0 1,410,414
ETHAN ALLEN INTERIORS INC COM 297602104 6,943 263,600 SH   DFND 6 263,600 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,521 57,740 SH   DFND 7 57,740 0 0
ETSY INC COM 29786A106 65,520 4,663,332 SH   DFND 1,5 179,889 0 4,483,443
EURONAV NV ANTWERPEN SHS B38564108 5,286 358,700 SH   DFND 1,10 17,700 0 341,000
EURONAV NV ANTWERPEN SHS B38564108 15,433 1,050,310 SH   DFND 6 587,610 0 462,700
EURONAV NV ANTWERPEN SHS B38564108 8,695 591,740 SH   DFND 7 532,140 0 59,600
EURONET WORLDWIDE INC COM 298736109 125,816 2,039,150 SH   DFND 1,5 434 0 2,038,716
EURONET WORLDWIDE INC COM 298736109 7,435 120,500 SH   DFND 1,9 0 0 120,500
EURONET WORLDWIDE INC COM 298736109 37,575 609,000 SH   DFND 11 609,000 0 0
EVERBANK FINL CORP COM 29977G102 1,057 53,800 SH   DFND 1,5 0 0 53,800
EVERBANK FINL CORP COM 29977G102 29,976 1,525,504 SH   DFND 6 1,525,504 0 0
EVERBANK FINL CORP COM 29977G102 2,664 135,580 SH   DFND 7 135,580 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 16,655 308,660 SH   DFND 1,5 24,800 0 283,860
EVEREST RE GROUP LTD COM G3223R108 595 3,267 SH   DFND 1,5 67 0 3,200
EVEREST RE GROUP LTD COM G3223R108 3,095 17,007 SH   DFND 7 17,007 0 0
EVERSOURCE ENERGY COM 30040W108 4,928 108,528 SH   DFND 2 108,528 0 0
EVERSOURCE ENERGY COM 30040W108 1,593 35,085 SH   DFND 3 35,085 0 0
EVERSOURCE ENERGY COM 30040W108 1,697 37,370 SH   DFND 7 37,370 0 0
EVERTEC INC COM 30040P103 169,401 7,975,584 SH   DFND 1,5 100,400 0 7,875,184
EVERTEC INC COM 30040P103 215 10,100 SH   DFND 1,9 0 0 10,100
EVERTEC INC COM 30040P103 34,114 1,606,113 SH   DFND 6 1,606,113 0 0
EVERTEC INC COM 30040P103 1,903 89,610 SH   DFND 7 89,610 0 0
EVOLENT HEALTH INC CL A 30050B101 28,328 1,452,729 SH   DFND 1,5 0 0 1,452,729
EVOLENT HEALTH INC CL A 30050B101 218 11,200 SH   DFND 6 11,200 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 2,751 417,400 SH   DFND 1,5 0 0 417,400
EXA CORP COM 300614500 23,478 2,105,642 SH   DFND   2,105,642 0 0
EXACT SCIENCES CORP COM 30063P105 147,561 4,961,710 SH   DFND 1,5 140,764 0 4,820,946
EXACTECH INC COM 30064E109 1,256 60,282 SH   DFND 1,5 12,782 0 47,500
EXAR CORP COM 300645108 157 16,077 SH   DFND 1,5 700 0 15,377
EXCEL TR INC COM 30068C109 21,601 1,369,728 SH   DFND 1,5 0 0 1,369,728
EXELIXIS INC COM 30161Q104 57,610 15,321,741 SH   DFND 1,5 1,806,300 0 13,515,441
EXELON CORP COM 30161N101 1,158,235 36,862,973 SH   DFND 1,5 752,363 0 36,110,610
EXELON CORP UNIT 99/99/9999 30161N127 15,291 337,100 SH   DFND 1,5 102,800 0 234,300
EXELON CORP COM 30161N101 9,249 294,373 SH   DFND 2 294,373 0 0
EXELON CORP COM 30161N101 4,661 148,349 SH   DFND 3 148,349 0 0
EXELON CORP COM 30161N101 4,539 144,450 SH   DFND 6 144,450 0 0
EXELON CORP COM 30161N101 4,176 132,900 SH   DFND 7 132,900 0 0
EXFO INC SUB VTG SHS 302046107 1,300 400,000 SH   DFND 11 400,000 0 0
EXLSERVICE HOLDINGS INC COM 302081104 123,413 3,568,904 SH   DFND 1,5 18,520 0 3,550,384
EXLSERVICE HOLDINGS INC COM 302081104 46,466 1,343,714 SH   DFND 6 1,343,714 0 0
EXLSERVICE HOLDINGS INC COM 302081104 2,711 78,390 SH   DFND 7 78,390 0 0
EXPEDIA INC DEL COM NEW 30212P303 3,727 34,081 SH   DFND 2 34,081 0 0
EXPEDIA INC DEL COM NEW 30212P303 540 4,936 SH   DFND 3 4,936 0 0
EXPEDIA INC DEL COM NEW 30212P303 5,523 50,505 SH   DFND 6 21,965 0 28,540
EXPEDIA INC DEL COM NEW 30212P303 31,709 289,977 SH   DFND 7 289,977 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,016 65,411 SH   DFND 2 65,411 0 0
EXPEDITORS INTL WASH INC COM 302130109 5,243 113,721 SH   DFND 3 113,721 0 0
EXPONENT INC COM 30214U102 8,956 200,000 SH   DFND 1,5 0 0 200,000
EXPRESS INC COM 30219E103 326 18,000 SH   DFND 1,5 18,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 634,805 7,137,453 SH   DFND 1,5 220,356 0 6,917,097
EXPRESS SCRIPTS HLDG CO COM 30219G108 22,170 249,269 SH   DFND 2 249,269 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,920 190,241 SH   DFND 3 190,241 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 21,188 238,225 SH   DFND 6 147,558 0 90,667
EXPRESS SCRIPTS HLDG CO COM 30219G108 128,136 1,440,704 SH   DFND 7 1,440,704 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 23,966 269,460 SH   DFND 11 269,460 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 349,287 18,608,810 SH   DFND 1,5 1,878,900 0 16,729,910
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 317 16,900 SH   DFND 7 16,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 594,895 9,121,354 SH   DFND 1,5 3,011,399 0 6,109,955
EXTRA SPACE STORAGE INC COM 30225T102 41,146 630,876 SH   DFND 6 630,876 0 0
EXTRA SPACE STORAGE INC COM 30225T102 16,794 257,500 SH   DFND 7 30,600 0 226,900
EXTREME NETWORKS INC COM 30226D106 147 54,600 SH   DFND 1,5 0 0 54,600
EXXON MOBIL CORP COM 30231G102 1,474,055 17,717,006 SH   DFND 1,5 169,810 0 17,547,196
EXXON MOBIL CORP COM 30231G102 118,895 1,429,028 SH   DFND 2 1,429,028 0 0
EXXON MOBIL CORP COM 30231G102 38,069 457,559 SH   DFND 3 457,559 0 0
EXXON MOBIL CORP COM 30231G102 9,831 118,162 SH   DFND 6 75,882 0 42,280
EXXON MOBIL CORP COM 30231G102 18,319 220,177 SH   DFND 7 220,177 0 0
EXXON MOBIL CORP COM 30231G102 7,850 94,350 SH   DFND 11 94,350 0 0
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 5,514 345,500 SH   DFND 1,5 0 0 345,500
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 7,393 465,290 SH   DFND 6 330,501 0 134,789
EZCHIP SEMICONDUCTOR LIMITED ORD M4146Y108 4,579 287,742 SH   DFND 7 236,062 0 51,680
EZCORP INC CL A NON VTG 302301106 32,289 4,345,744 SH   DFND 1,5 58,800 0 4,286,944
F M C CORP COM NEW 302491303 157,371 2,994,700 SH   DFND 1,5 152,300 0 2,842,400
F M C CORP COM NEW 302491303 2,398 45,634 SH   DFND 2 45,634 0 0
F M C CORP COM NEW 302491303 714 13,584 SH   DFND 3 13,584 0 0
F M C CORP COM NEW 302491303 3,945 75,070 SH   DFND 6 32,620 0 42,450
F M C CORP COM NEW 302491303 31,470 598,864 SH   DFND 7 598,864 0 0
F5 NETWORKS INC COM 315616102 182,066 1,512,808 SH   DFND 1,5 12,008 0 1,500,800
F5 NETWORKS INC COM 315616102 2,959 24,590 SH   DFND 2 24,590 0 0
F5 NETWORKS INC COM 315616102 522 4,340 SH   DFND 3 4,340 0 0
FABRINET SHS G3323L100 30,489 1,627,831 SH   DFND 1,5 86,300 0 1,541,531
FACEBOOK INC CL A 30303M102 11,712,079 136,560,123 SH   DFND 1,5 7,040,640 0 129,519,483
FACEBOOK INC CL A 30303M102 507,097 5,912,637 SH   DFND 1,9 0 0 5,912,637
FACEBOOK INC CL A 30303M102 61,741 719,880 SH   DFND 2 719,880 0 0
FACEBOOK INC CL A 30303M102 32,568 379,733 SH   DFND 3 379,733 0 0
FACEBOOK INC CL A 30303M102 60,934 710,472 SH   DFND 6 666,872 0 43,600
FACEBOOK INC CL A 30303M102 108,158 1,261,102 SH   DFND 7 1,133,502 0 127,600
FACEBOOK INC CL A 30303M102 9,863 115,000 SH   DFND 11 115,000 0 0
FACTSET RESH SYS INC COM 303075105 4,264 26,237 SH   DFND 3 26,237 0 0
FAIR ISAAC CORP COM 303250104 20,925 230,500 SH   DFND 1,5 0 0 230,500
FAIR ISAAC CORP COM 303250104 12,570 138,471 SH   DFND 6 138,471 0 0
FAIR ISAAC CORP COM 303250104 1,416 15,600 SH   DFND 7 15,600 0 0
FAIR ISAAC CORP COM 303250104 38,205 420,850 SH   DFND 11 420,850 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 16,211 889,760 SH   DFND 1,5 0 0 889,760
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 18,385 1,009,064 SH   DFND 6 1,009,064 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1,703 93,481 SH   DFND 7 93,481 0 0
FAMILY DLR STORES INC COM 307000109 2,584 32,791 SH   DFND 2 32,791 0 0
FAMILY DLR STORES INC COM 307000109 398 5,048 SH   DFND 3 5,048 0 0
FASTENAL CO COM 311900104 5,909 140,100 SH   DFND 1,5 0 0 140,100
FASTENAL CO COM 311900104 3,919 92,918 SH   DFND 2 92,918 0 0
FASTENAL CO COM 311900104 318 7,545 SH   DFND 3 7,545 0 0
FATE THERAPEUTICS INC COM 31189P102 26,216 4,051,858 SH   DFND 1,5 249,836 0 3,802,022
FEDERAL AGRIC MTG CORP CL C 313148306 19,964 687,000 SH   DFND 1,5 38,900 0 648,100
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 112,310 876,808 SH   DFND 1,5 37,300 0 839,508
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 30,567 238,633 SH   DFND 6 238,633 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 12,688 99,059 SH   DFND 7 11,800 0 87,259
FEDERAL SIGNAL CORP COM 313855108 31,623 2,120,900 SH   DFND 1,5 2,500 0 2,118,400
FEDERATED INVS INC PA CL B 314211103 288,174 8,604,763 SH   DFND 1,5 19,000 0 8,585,763
FEDERATED INVS INC PA CL B 314211103 770 22,992 SH   DFND 3 22,992 0 0
FEDEX CORP COM 31428X106 2,721,212 15,969,554 SH   DFND 1,5 402,760 0 15,566,794
FEDEX CORP COM 31428X106 15,354 90,105 SH   DFND 2 90,105 0 0
FEDEX CORP COM 31428X106 7,075 41,520 SH   DFND 3 41,520 0 0
FEDEX CORP COM 31428X106 50,307 295,231 SH   DFND 6 233,841 0 61,390
FEDEX CORP COM 31428X106 166,491 977,057 SH   DFND 7 914,057 0 63,000
FEI CO COM 30241L109 630 7,600 SH   DFND 1,9 0 0 7,600
FELCOR LODGING TR INC COM 31430F101 149,383 15,119,697 SH   DFND 1,5 768,639 0 14,351,058
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 3,281 133,000 SH   DFND 1,5 30,000 0 103,000
FELCOR LODGING TR INC COM 31430F101 44,563 4,510,402 SH   DFND 6 4,510,402 0 0
FELCOR LODGING TR INC PFD CV A $1.95 31430F200 1,653 67,000 SH   DFND 6 0 0 67,000
FELCOR LODGING TR INC COM 31430F101 17,068 1,727,542 SH   DFND 7 623,270 0 1,104,272
FERRO CORP COM 315405100 115,051 6,856,432 SH   DFND 1,5 0 0 6,856,432
FERRO CORP COM 315405100 30,113 1,794,554 SH   DFND 6 1,794,554 0 0
FERRO CORP COM 315405100 4,416 263,160 SH   DFND 7 190,560 0 72,600
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 218 14,900 SH   DFND 1,5 0 0 14,900
FIBROCELL SCIENCE INC COM NEW 315721209 19,006 3,606,440 SH   DFND 1,5 0 0 3,606,440
FIBROGEN INC COM 31572Q808 12,963 551,603 SH   DFND 1,5 6,900 0 544,703
FIDELITY COMWLTH TR NDQ CP IDX TRK 315912808 452 2,304 SH   DFND 3 2,304 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 27,727 13,550,000 PRN   DFND 1,5 0 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 6,640 431,724 SH   DFND 1,5 0 0 431,724
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 217,714 5,885,751 SH   DFND 1,5 68,599 0 5,817,152
FIDELITY NATL INFORMATION SV COM 31620M106 960,621 15,544,027 SH   DFND 1,5 333,921 0 15,210,106
FIDELITY NATL INFORMATION SV COM 31620M106 97,292 1,574,300 SH   DFND 1,9 0 0 1,574,300
FIDELITY NATL INFORMATION SV COM 31620M106 25,375 410,600 SH   DFND 1,10 0 0 410,600
FIDELITY NATL INFORMATION SV COM 31620M106 5,988 96,895 SH   DFND 2 96,895 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,088 17,603 SH   DFND 3 17,603 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 31,640 511,973 SH   DFND 6 379,683 0 132,290
FIDELITY NATL INFORMATION SV COM 31620M106 132,753 2,148,101 SH   DFND 7 2,027,301 0 120,800
FIESTA RESTAURANT GROUP INC COM 31660B101 106,276 2,125,520 SH   DFND 1,5 50,586 0 2,074,934
FIESTA RESTAURANT GROUP INC COM 31660B101 5,314 106,278 SH   DFND 6 106,278 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 3,421 68,413 SH   DFND 7 29,413 0 39,000
FIFTH THIRD BANCORP COM 316773100 171,227 8,224,149 SH   DFND 1,5 11,446 0 8,212,703
FIFTH THIRD BANCORP COM 316773100 5,767 276,999 SH   DFND 2 276,999 0 0
FIFTH THIRD BANCORP COM 316773100 4,892 234,984 SH   DFND 3 234,984 0 0
FIFTH THIRD BANCORP COM 316773100 1,328 63,800 SH   DFND 6 63,800 0 0
FINISAR CORP COM NEW 31787A507 39,184 2,192,700 SH   DFND 1,5 0 0 2,192,700
FINISAR CORP COM NEW 31787A507 18,953 1,060,600 SH   DFND 1,9 0 0 1,060,600
FINISH LINE INC CL A 317923100 8,950 321,700 SH   DFND 1,5 1,500 0 320,200
FINISH LINE INC CL A 317923100 298 10,700 SH   DFND 6 10,700 0 0
FIREEYE INC COM 31816Q101 19,412 396,900 SH   DFND 11 396,900 0 0
FIRST AMERN FINL CORP COM 31847R102 319,752 8,593,173 SH   DFND 1,5 206,279 0 8,386,894
FIRST AMERN FINL CORP COM 31847R102 12,503 336,009 SH   DFND 6 336,009 0 0
FIRST AMERN FINL CORP COM 31847R102 2,739 73,600 SH   DFND 7 73,600 0 0
FIRST BANCORP P R COM NEW 318672706 35,806 7,428,572 SH   DFND 1,5 0 0 7,428,572
FIRST BANCORP P R COM NEW 318672706 506 104,900 SH   DFND 1,10 5,300 0 99,600
FIRST CASH FINL SVCS INC COM 31942D107 1,026 22,500 SH   DFND 1,5 0 0 22,500
FIRST CASH FINL SVCS INC COM 31942D107 2,530 55,500 SH   DFND 1,10 2,734 0 52,766
FIRST COMWLTH FINL CORP PA COM 319829107 16,250 1,694,500 SH   DFND 1,5 0 0 1,694,500
FIRST CTZNS BANCSHARES INC N CL A 31946M103 392,405 1,491,808 SH   DFND 1,5 80 0 1,491,728
FIRST CTZNS BANCSHARES INC N CL A 31946M103 29,946 113,845 SH   DFND 6 113,845 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 3,827 14,550 SH   DFND 7 14,550 0 0
FIRST HORIZON NATL CORP COM 320517105 2,849 181,838 SH   DFND 1,5 32,210 0 149,628
FIRST NBC BK HLDG CO COM 32115D106 50,843 1,412,300 SH   DFND 1,5 23,300 0 1,389,000
FIRST NIAGARA FINL GP INC COM 33582V108 221,853 23,501,396 SH   DFND 1,5 1,038,702 0 22,462,694
FIRST NIAGARA FINL GP INC COM 33582V108 1,505 159,392 SH   DFND 6 159,392 0 0
FIRST NORTHWEST BANCORP COM 335834107 12,959 1,039,222 SH   DFND 6 1,039,222 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,727 138,500 SH   DFND 7 138,500 0 0
FIRST POTOMAC RLTY TR COM 33610F109 89,957 8,733,665 SH   DFND 1,5 343,201 0 8,390,464
FIRST POTOMAC RLTY TR COM 33610F109 771 74,858 SH   DFND 6 74,858 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 283,099 4,491,492 SH   DFND 1,5 234,692 0 4,256,800
FIRST SOLAR INC COM 336433107 273,387 5,819,211 SH   DFND 1,5 852,798 0 4,966,413
FIRST SOLAR INC COM 336433107 13,901 295,900 SH   DFND 1,9 0 0 295,900
FIRST SOLAR INC COM 336433107 1,214 25,847 SH   DFND 2 25,847 0 0
FIRST SOLAR INC COM 336433107 530 11,280 SH   DFND 6 11,280 0 0
FIRST W VA BANCORP INC COM 337493100 1,127 51,060 SH   DFND 1,5 2,560 0 48,500
FIRSTENERGY CORP COM 337932107 81,283 2,497,163 SH   DFND 1,5 3,540 0 2,493,623
FIRSTENERGY CORP COM 337932107 4,696 144,263 SH   DFND 2 144,263 0 0
FIRSTENERGY CORP COM 337932107 1,938 59,554 SH   DFND 3 59,554 0 0
FIRSTMERIT CORP COM 337915102 236,460 11,351,912 SH   DFND 1,5 361,837 0 10,990,075
FIRSTMERIT CORP COM 337915102 58,819 2,823,766 SH   DFND 6 2,823,766 0 0
FIRSTMERIT CORP COM 337915102 14,555 698,770 SH   DFND 7 593,470 0 105,300
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 14,038 505,000 SH   DFND 11 505,000 0 0
FISERV INC COM 337738108 803,698 9,702,976 SH   DFND 1,5 302,244 0 9,400,732
FISERV INC COM 337738108 944 11,400 SH   DFND 1,9 0 0 11,400
FISERV INC COM 337738108 6,707 80,977 SH   DFND 2 80,977 0 0
FISERV INC COM 337738108 3,629 43,816 SH   DFND 3 43,816 0 0
FISERV INC COM 337738108 10,395 125,497 SH   DFND 6 91,397 0 34,100
FISERV INC COM 337738108 13,907 167,900 SH   DFND 7 69,600 0 98,300
FITBIT INC CL A 33812L102 94,962 2,483,953 SH   DFND 1,5 122,100 0 2,361,853
FITBIT INC CL A 33812L102 1,116 29,200 SH   DFND 6 29,200 0 0
FITBIT INC CL A 33812L102 18,767 490,900 SH   DFND 11 490,900 0 0
FIVE BELOW INC COM 33829M101 195,931 4,956,516 SH   DFND 1,5 449,300 0 4,507,216
FIVE BELOW INC COM 33829M101 1,261 31,900 SH   DFND 6 31,900 0 0
FIVE OAKS INVT CORP COM 33830W106 4,156 497,700 SH   DFND 1,5 0 0 497,700
FIVE9 INC COM 338307101 1,486 284,211 SH   DFND 1,5 0 0 284,211
FLANIGANS ENTERPRISES INC COM 338517105 1,754 71,014 SH   DFND 1,5 23,214 0 47,800
FLEETCOR TECHNOLOGIES INC COM 339041105 511,690 3,278,802 SH   DFND 1,5 96,450 0 3,182,352
FLEETCOR TECHNOLOGIES INC COM 339041105 41,528 266,100 SH   DFND 1,9 0 0 266,100
FLEETMATICS GROUP PLC COM G35569105 147,251 3,144,370 SH   DFND 1,5 22,900 0 3,121,470
FLEETMATICS GROUP PLC COM G35569105 85,704 1,830,112 SH   DFND 1,9 0 0 1,830,112
FLEX PHARMA INC COM 33938A105 10,533 612,396 SH   DFND 1,5 8,000 0 604,396
FLIR SYS INC COM 302445101 1,476 47,896 SH   DFND 2 47,896 0 0
FLIR SYS INC COM 302445101 608 19,723 SH   DFND 3 19,723 0 0
FLOWSERVE CORP COM 34354P105 2,423 46,018 SH   DFND 2 46,018 0 0
FLOWSERVE CORP COM 34354P105 454 8,620 SH   DFND 3 8,620 0 0
FLOWSERVE CORP COM 34354P105 9,006 171,027 SH   DFND 6 171,027 0 0
FLOWSERVE CORP COM 34354P105 3,839 72,910 SH   DFND 7 72,910 0 0
FLUIDIGM CORP DEL COM 34385P108 26,454 1,093,145 SH   DFND 1,5 0 0 1,093,145
FLUOR CORP NEW COM 343412102 28,599 539,500 SH   DFND 1,5 88,800 0 450,700
FLUOR CORP NEW COM 343412102 2,670 50,371 SH   DFND 2 50,371 0 0
FLUOR CORP NEW COM 343412102 532 10,041 SH   DFND 3 10,041 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 8,479 540,040 SH   DFND 6 540,040 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 4,047 257,770 SH   DFND 7 167,070 0 90,700
FMC TECHNOLOGIES INC COM 30249U101 213,956 5,156,820 SH   DFND 1,5 277,240 0 4,879,580
FMC TECHNOLOGIES INC COM 30249U101 3,275 78,933 SH   DFND 2 78,933 0 0
FMC TECHNOLOGIES INC COM 30249U101 4,653 112,140 SH   DFND 3 112,140 0 0
FMC TECHNOLOGIES INC COM 30249U101 223 5,382 SH   DFND 6 5,382 0 0
FMC TECHNOLOGIES INC COM 30249U101 5,929 142,906 SH   DFND 7 142,906 0 0
FNB CORP PA COM 302520101 40,473 2,826,300 SH   DFND 1,5 59,000 0 2,767,300
FOGO DE CHAO INC COM 344177100 727 31,400 SH   DFND 1,5 1,300 0 30,100
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 72,979 819,158 SH   DFND 1,5 17,673 0 801,485
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 29,908 335,700 SH   DFND 1,10 16,395 0 319,305
FOOT LOCKER INC COM 344849104 503,112 7,508,018 SH   DFND 1,5 194,756 0 7,313,262
FOOT LOCKER INC COM 344849104 291 4,341 SH   DFND 3 4,341 0 0
FOOT LOCKER INC COM 344849104 17,674 263,751 SH   DFND 6 263,751 0 0
FOOT LOCKER INC COM 344849104 19,708 294,107 SH   DFND 7 294,107 0 0
FORBES ENERGY SVCS LTD COM 345143101 3,022 2,190,141 SH   DFND 1,5 0 0 2,190,141
FORD MTR CO DEL COM PAR $0.01 345370860 717,784 47,820,359 SH   DFND 1,5 55,750 0 47,764,609
FORD MTR CO DEL COM PAR $0.01 345370860 20,394 1,358,698 SH   DFND 2 1,358,698 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,771 451,067 SH   DFND 3 451,067 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 300 19,985 SH   DFND 8 19,985 0 0
FORESIGHT ENERGY LP COM UNT RP INT 34552U104 40,522 3,190,712 SH   DFND 1,5 0 0 3,190,712
FOREST CITY ENTERPRISES INC CL A 345550107 212,590 9,619,469 SH   DFND 1,5 346,644 0 9,272,825
FOREST CITY ENTERPRISES INC CL A 345550107 34,947 1,581,300 SH   DFND 6 1,581,300 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 12,338 558,291 SH   DFND 7 167,900 0 390,391
FORRESTER RESH INC COM 346563109 371 10,300 SH   DFND 1,5 0 0 10,300
FORTINET INC COM 34959E109 33,778 817,266 SH   DFND 1,5 3,470 0 813,796
FORTINET INC COM 34959E109 938 22,698 SH   DFND 6 22,698 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 83,030 11,374,000 SH   DFND 1,5 0 0 11,374,000
FORTRESS INVESTMENT GROUP LL CL A 34958B106 258 35,400 SH   DFND 7 35,400 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 56,322 1,229,208 SH   DFND 1,5 0 0 1,229,208
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 4,731 233,303 SH   DFND 1,5 503 0 232,800
FORWARD AIR CORP COM 349853101 5,790 110,800 SH   DFND 1,5 0 0 110,800
FORWARD PHARMA A/S SPONSORED ADR 34986J105 5,437 142,900 SH   DFND 1,5 0 0 142,900
FOSSIL GROUP INC COM 34988V106 276,029 3,979,654 SH   DFND 1,5 219,354 0 3,760,300
FOSSIL GROUP INC COM 34988V106 1,018 14,680 SH   DFND 2 14,680 0 0
FOUNDATION MEDICINE INC COM 350465100 35,894 1,060,705 SH   DFND 1,5 0 0 1,060,705
FOX FACTORY HLDG CORP COM 35138V102 370 23,000 SH   DFND 1,5 0 0 23,000
FRANCESCAS HLDGS CORP COM 351793104 1,770 131,400 SH   DFND 1,5 6,400 0 125,000
FRANCESCAS HLDGS CORP COM 351793104 1,037 76,963 SH   DFND 6 76,963 0 0
FRANCO NEVADA CORP COM 351858105 257,212 5,392,952 SH   DFND 1,5 215,611 0 5,177,341
FRANCO NEVADA CORP COM 351858105 12,253 256,907 SH   DFND 6 207 0 256,700
FRANCO NEVADA CORP COM 351858105 3,782 79,300 SH   DFND 7 79,300 0 0
FRANCO NEVADA CORP COM 351858105 300,521 6,300,998 SH   DFND 11 4,955,898 0 1,345,100
FRANKLIN RES INC COM 354613101 108,572 2,214,400 SH   DFND 1,5 14,000 0 2,200,400
FRANKLIN RES INC COM 354613101 6,550 133,583 SH   DFND 2 133,583 0 0
FRANKLIN RES INC COM 354613101 2,480 50,585 SH   DFND 3 50,585 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 39,802 3,519,200 SH   DFND 1,5 0 0 3,519,200
FRANKS INTL N V COM N33462107 58,868 3,124,637 SH   DFND 1,5 305 0 3,124,332
FREEPORT-MCMORAN INC CL B 35671D857 317,224 17,036,725 SH   DFND 1,5 468,207 0 16,568,518
FREEPORT-MCMORAN INC CL B 35671D857 14,377 772,100 SH   DFND 1,10 0 0 772,100
FREEPORT-MCMORAN INC CL B 35671D857 6,619 355,490 SH   DFND 2 355,490 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,877 100,802 SH   DFND 3 100,802 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,532 619,332 SH   DFND 6 448,192 0 171,140
FREEPORT-MCMORAN INC CL B 35671D857 46,238 2,483,223 SH   DFND 7 2,342,623 0 140,600
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 803,404 20,100,175 SH   DFND 1,5 2,018,063 0 18,082,112
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 14,944 373,883 SH   DFND 1,9 0 0 373,883
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 536 13,400 SH   DFND 7 13,400 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 309,723 8,011,468 SH   DFND 1,5 949,176 0 7,062,292
FRESH MKT INC COM 35804H106 24,741 769,783 SH   DFND 1,5 0 0 769,783
FRESHPET INC COM 358039105 14,601 785,000 SH   DFND 1,5 3,000 0 782,000
FRESHPET INC COM 358039105 357 19,200 SH   DFND 6 19,200 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 149,600 30,222,208 SH   DFND 1,5 38,522 0 30,183,686
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 52,218 522,700 SH   DFND 1,5 136,900 0 385,800
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,952 394,420 SH   DFND 2 394,420 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 539 108,890 SH   DFND 3 108,890 0 0
FTI CONSULTING INC COM 302941109 201,119 4,876,800 SH   DFND 1,5 0 0 4,876,800
FULLER H B CO COM 359694106 34,332 845,205 SH   DFND 1,5 3,000 0 842,205
FURMANITE CORPORATION COM 361086101 3,932 484,276 SH   DFND 1,5 0 0 484,276
FURMANITE CORPORATION COM 361086101 18,492 2,277,397 SH   DFND 6 2,277,397 0 0
FURMANITE CORPORATION COM 361086101 2,287 281,676 SH   DFND 7 281,676 0 0
G & K SVCS INC CL A 361268105 20,306 293,700 SH   DFND 1,5 0 0 293,700
G-III APPAREL GROUP LTD COM 36237H101 411,137 5,844,163 SH   DFND 1,5 2,205 0 5,841,958
G-III APPAREL GROUP LTD COM 36237H101 1,041 14,800 SH   DFND 6 14,800 0 0
GALAPAGOS NV SPON ADR 36315X101 200,307 3,889,458 SH   DFND 1,5 281,100 0 3,608,358
GALLAGHER ARTHUR J & CO COM 363576109 77,936 1,647,706 SH   DFND 1,5 6 0 1,647,700
GALLAGHER ARTHUR J & CO COM 363576109 17,727 374,780 SH   DFND 6 374,780 0 0
GALLAGHER ARTHUR J & CO COM 363576109 7,595 160,580 SH   DFND 7 160,580 0 0
GAMESTOP CORP NEW CL A 36467W109 636,190 14,808,887 SH   DFND 1,5 425,963 0 14,382,924
GAMESTOP CORP NEW CL A 36467W109 1,544 35,941 SH   DFND 2 35,941 0 0
GAMESTOP CORP NEW CL A 36467W109 49,941 1,162,500 SH   DFND 11 1,162,500 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 29,620 807,965 SH   DFND 1,5 2,669 0 805,296
GANNETT SPINCO INC COM 36473H104 10,780 770,576 SH   DFND 1,5 30,900 0 739,676
GANNETT SPINCO INC COM 36473H104 168 11,973 SH   DFND 3 11,973 0 0
GAP INC DEL COM 364760108 3,431 89,889 SH   DFND 2 89,889 0 0
GAP INC DEL COM 364760108 1,372 35,955 SH   DFND 3 35,955 0 0
GARMIN LTD SHS H2906T109 36,545 831,900 SH   DFND 1,5 13,800 0 818,100
GARMIN LTD SHS H2906T109 1,811 41,215 SH   DFND 2 41,215 0 0
GARMIN LTD SHS H2906T109 768 17,479 SH   DFND 3 17,479 0 0
GARTNER INC COM 366651107 262,635 3,061,730 SH   DFND 1,5 84,824 0 2,976,906
GARTNER INC COM 366651107 212 2,472 SH   DFND 3 2,472 0 0
GARTNER INC COM 366651107 4,854 56,590 SH   DFND 7 56,590 0 0
GASLOG LTD SHS G37585109 63,232 3,169,500 SH   DFND 1,5 198,600 0 2,970,900
GENCOR INDS INC COM 368678108 4,453 460,500 SH   DFND 1,5 23,100 0 437,400
GENERAC HLDGS INC COM 368736104 68,681 1,727,815 SH   DFND 1,5 22,300 0 1,705,515
GENERAC HLDGS INC COM 368736104 37,480 942,900 SH   DFND 11 942,900 0 0
GENERAL CABLE CORP DEL NEW FRNT 4.500%11/1 369300AL2 15,046 18,128,000 PRN   DFND 1,5 0 0 0
GENERAL COMMUNICATION INC CL A 369385109 1,752 102,969 SH   DFND 1,5 0 0 102,969
GENERAL DYNAMICS CORP COM 369550108 283,116 1,998,137 SH   DFND 1,5 879 0 1,997,258
GENERAL DYNAMICS CORP COM 369550108 15,125 106,748 SH   DFND 2 106,748 0 0
GENERAL DYNAMICS CORP COM 369550108 10,820 76,366 SH   DFND 3 76,366 0 0
GENERAL ELECTRIC CO COM 369604103 5,460,699 205,521,219 SH   DFND 1,5 5,716,562 0 199,804,657
GENERAL ELECTRIC CO COM 369604103 91,503 3,443,837 SH   DFND 2 3,443,837 0 0
GENERAL ELECTRIC CO COM 369604103 32,121 1,208,933 SH   DFND 3 1,208,933 0 0
GENERAL ELECTRIC CO COM 369604103 69,732 2,624,446 SH   DFND 6 2,381,446 0 243,000
GENERAL ELECTRIC CO COM 369604103 107,725 4,054,396 SH   DFND 7 3,336,196 0 718,200
GENERAL GROWTH PPTYS INC NEW COM 370023103 553,910 21,586,518 SH   DFND 1,5 10,659,118 0 10,927,400
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,518 215,026 SH   DFND 2 215,026 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 9,995 389,500 SH   DFND 6 389,500 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 4,165 162,300 SH   DFND 7 19,200 0 143,100
GENERAL GROWTH PPTYS INC NEW COM 370023103 9,030 351,910 SH   DFND 11 351,910 0 0
GENERAL MLS INC COM 370334104 107,766 1,934,070 SH   DFND 1,5 278,570 0 1,655,500
GENERAL MLS INC COM 370334104 11,350 203,706 SH   DFND 2 203,706 0 0
GENERAL MLS INC COM 370334104 8,486 152,295 SH   DFND 3 152,295 0 0
GENERAL MLS INC COM 370334104 258 4,624 SH   DFND 6 4,624 0 0
GENERAL MLS INC COM 370334104 4,317 77,470 SH   DFND 7 77,470 0 0
GENERAL MTRS CO *W EXP 07/10/201 37045V118 43,583 1,833,520 SH   DFND 1,5 80,844 0 1,752,676
GENERAL MTRS CO COM 37045V100 1,353,777 40,617,370 SH   DFND 1,5 3,072,464 0 37,544,906
GENERAL MTRS CO *W EXP 07/10/201 37045V126 26,419 1,646,071 SH   DFND 1,5 80,844 0 1,565,227
GENERAL MTRS CO COM 37045V100 15,380 461,444 SH   DFND 2 461,444 0 0
GENERAL MTRS CO COM 37045V100 4,396 131,887 SH   DFND 3 131,887 0 0
GENERAL MTRS CO COM 37045V100 14,032 421,006 SH   DFND 6 270,956 0 150,050
GENERAL MTRS CO COM 37045V100 47,449 1,423,610 SH   DFND 7 1,423,610 0 0
GENERAL MTRS CO COM 37045V100 227 6,807 SH   DFND 8 6,807 0 0
GENESCO INC COM 371532102 232,450 3,520,374 SH   DFND 1,5 246 0 3,520,128
GENESCO INC COM 371532102 5,272 79,838 SH   DFND 6 79,838 0 0
GENESEE & WYO INC UNIT 10/01/2015 371559204 13,632 137,000 SH   DFND 1,5 0 0 137,000
GENESEE & WYO INC CL A 371559105 60,220 790,500 SH   DFND 1,5 12,400 0 778,100
GENESEE & WYO INC CL A 371559105 44,451 583,504 SH   DFND 6 583,504 0 0
GENESEE & WYO INC CL A 371559105 8,281 108,700 SH   DFND 7 108,700 0 0
GENESIS ENERGY L P UNIT LTD PARTN 371927104 10,182 232,000 SH   DFND 1,5 0 0 232,000
GENMARK DIAGNOSTICS INC COM 372309104 57,252 6,319,217 SH   DFND 1,5 468,100 0 5,851,117
GENOCEA BIOSCIENCES INC COM 372427104 49,589 3,611,732 SH   DFND 1,5 174,800 0 3,436,932
GENOCEA BIOSCIENCES INC COM 372427104 147 10,700 SH   DFND 6 10,700 0 0
GENOMIC HEALTH INC COM 37244C101 16,732 602,080 SH   DFND 1,5 0 0 602,080
GENPACT LIMITED SHS G3922B107 148,595 6,966,465 SH   DFND 1,5 24,000 0 6,942,465
GENPACT LIMITED SHS G3922B107 51,371 2,408,385 SH   DFND 6 2,408,385 0 0
GENPACT LIMITED SHS G3922B107 2,426 113,730 SH   DFND 7 113,730 0 0
GENTEX CORP COM 371901109 60,724 3,698,172 SH   DFND 1,5 50,900 0 3,647,272
GENTHERM INC COM 37253A103 8,984 163,610 SH   DFND 6 163,610 0 0
GENTHERM INC COM 37253A103 1,983 36,110 SH   DFND 7 36,110 0 0
GENUINE PARTS CO COM 372460105 4,657 52,018 SH   DFND 2 52,018 0 0
GENUINE PARTS CO COM 372460105 3,256 36,368 SH   DFND 3 36,368 0 0
GENUINE PARTS CO COM 372460105 8,752 97,760 SH   DFND 6 97,760 0 0
GENUINE PARTS CO COM 372460105 4,357 48,670 SH   DFND 7 48,670 0 0
GENWORTH FINL INC COM CL A 37247D106 217,429 28,722,500 SH   DFND 1,5 1,397,400 0 27,325,100
GENWORTH FINL INC COM CL A 37247D106 1,289 170,213 SH   DFND 2 170,213 0 0
GENWORTH FINL INC COM CL A 37247D106 789 104,271 SH   DFND 3 104,271 0 0
GEO GROUP INC NEW COM 36162J106 81,984 2,400,000 SH   DFND 1,5 0 0 2,400,000
GEOSPACE TECHNOLOGIES CORP COM 37364X109 41,776 1,812,400 SH   DFND 1,5 70,000 0 1,742,400
GERDAU S A SPON ADR REP PFD 373737105 322 133,500 SH   DFND 1,5 0 0 133,500
GERON CORP COM 374163103 101,490 23,712,626 SH   DFND 1,5 0 0 23,712,626
GIBRALTAR INDS INC COM 374689107 2,879 141,340 SH   DFND 1,5 0 0 141,340
GILDAN ACTIVEWEAR INC COM 375916103 524,451 15,787,890 SH   DFND 1,5 696,800 0 15,091,090
GILDAN ACTIVEWEAR INC COM 375916103 53,608 1,613,154 SH   DFND 6 1,230,100 0 383,054
GILDAN ACTIVEWEAR INC COM 375916103 17,158 516,480 SH   DFND 7 453,480 0 63,000
GILDAN ACTIVEWEAR INC COM 375916103 612,601 18,441,519 SH   DFND 11 17,038,819 0 1,402,700
GILEAD SCIENCES INC COM 375558103 9,727,689 83,085,832 SH   DFND 1,5 3,250,864 0 79,834,968
GILEAD SCIENCES INC COM 375558103 58,810 502,304 SH   DFND 2 502,304 0 0
GILEAD SCIENCES INC COM 375558103 31,287 267,226 SH   DFND 3 267,226 0 0
GILEAD SCIENCES INC COM 375558103 65,447 558,991 SH   DFND 6 380,711 0 178,280
GILEAD SCIENCES INC COM 375558103 246,893 2,108,755 SH   DFND 7 2,035,155 0 73,600
GLAUKOS CORP COM 377322102 36,511 1,259,879 SH   DFND 1,5 0 0 1,259,879
GLAUKOS CORP COM 377322102 252 8,700 SH   DFND 6 8,700 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 424,092 10,182,284 SH   DFND 1,5 28,869 0 10,153,415
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 589 14,130 SH   DFND 3 14,130 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 8,029 192,780 SH   DFND 6 192,780 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 24,431 586,575 SH   DFND 7 586,575 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 47,748 2,807,048 SH   DFND 1,5 214,660 0 2,592,388
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 4,559 268,000 SH   DFND 6 268,000 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 998 58,700 SH   DFND 7 58,700 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 31,158 4,025,600 SH   DFND 1,5 0 0 4,025,600
GLOBAL CASH ACCESS HLDGS INC COM 378967103 4,906 633,850 SH   DFND 6 633,850 0 0
GLOBAL CASH ACCESS HLDGS INC COM 378967103 1,106 142,910 SH   DFND 7 142,910 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 1,784 137,000 SH   DFND 1,5 0 0 137,000
GLOBAL PMTS INC COM 37940X102 445,688 4,308,242 SH   DFND 1,5 312 0 4,307,930
GLOBAL PMTS INC COM 37940X102 486 4,700 SH   DFND 1,9 0 0 4,700
GLOBAL PMTS INC COM 37940X102 45,670 441,467 SH   DFND 6 441,467 0 0
GLOBAL PMTS INC COM 37940X102 2,871 27,750 SH   DFND 7 27,750 0 0
GLOBAL X FDS GLB X FTSE PT 20 37950E192 1,253 111,000 SH   DFND 1,5 13,200 0 97,800
GLOBALSTAR INC COM 378973408 9,692 4,593,600 SH   DFND 1,5 0 0 4,593,600
GLOBANT S A COM L44385109 6,383 209,771 SH   DFND 1,5 0 0 209,771
GLYCOMIMETICS INC COM 38000Q102 100 12,543 SH   DFND 1,5 0 0 12,543
GNC HLDGS INC COM CL A 36191G107 386,356 8,686,051 SH   DFND 1,5 238,651 0 8,447,400
GNC HLDGS INC COM CL A 36191G107 23,034 517,840 SH   DFND 6 517,840 0 0
GNC HLDGS INC COM CL A 36191G107 2,788 62,690 SH   DFND 7 37,590 0 25,100
GODADDY INC CL A 380237107 131,783 4,674,800 SH   DFND 1,5 197,000 0 4,477,800
GOGO INC COM 38046C109 93,617 4,368,488 SH   DFND 1,5 8,900 0 4,359,588
GOGO INC COM 38046C109 39,196 1,829,008 SH   DFND 6 1,829,008 0 0
GOGO INC COM 38046C109 17,243 804,640 SH   DFND 7 756,840 0 47,800
GOLAR LNG LTD BERMUDA SHS G9456A100 435,708 9,309,991 SH   DFND 1,5 194,200 0 9,115,791
GOLAR LNG LTD BERMUDA SHS G9456A100 839 17,932 SH   DFND 6 17,932 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 17,382 5,381,326 SH   DFND 1,5 0 0 5,381,326
GOLD STD VENTURES CORP COM 380738104 1,104 2,155,400 SH   DFND 1,5 0 0 2,155,400
GOLDCORP INC NEW COM 380956409 94,367 5,814,710 SH   DFND 1,5 24,100 0 5,790,610
GOLDCORP INC NEW COM 380956409 2,231 137,463 SH   DFND 3 137,463 0 0
GOLDCORP INC NEW COM 380956409 16,199 998,140 SH   DFND 11 998,140 0 0
GOLDEN OCEAN GROUP LTD SHS G39637106 5,968 1,550,000 SH   DFND 1,5 200,000 0 1,350,000
GOLDMAN SACHS GROUP INC COM 38141G104 1,277,581 6,118,978 SH   DFND 1,5 114,626 0 6,004,352
GOLDMAN SACHS GROUP INC COM 38141G104 28,690 137,411 SH   DFND 2 137,411 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 13,038 62,445 SH   DFND 3 62,445 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,253 6,000 SH   DFND 6 6,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,916 18,756 SH   DFND 7 18,756 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 3,386 384,300 SH   DFND 11 384,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 70,139 2,326,345 SH   DFND 1,5 35,628 0 2,290,717
GOODYEAR TIRE & RUBR CO COM 382550101 2,780 92,221 SH   DFND 2 92,221 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 254 8,416 SH   DFND 3 8,416 0 0
GOOGLE INC CL C 38259P706 7,779,249 14,945,436 SH   DFND 1,5 689,809 0 14,255,627
GOOGLE INC CL A 38259P508 7,642,674 14,152,051 SH   DFND 1,5 776,201 0 13,375,850
GOOGLE INC CL C 38259P706 302,209 580,602 SH   DFND 1,9 0 0 580,602
GOOGLE INC CL A 38259P508 265,464 491,563 SH   DFND 1,9 0 0 491,563
GOOGLE INC CL C 38259P706 20,973 40,293 SH   DFND 1,10 0 0 40,293
GOOGLE INC CL A 38259P508 52,875 97,910 SH   DFND 2 97,910 0 0
GOOGLE INC CL C 38259P706 51,014 98,007 SH   DFND 2 98,007 0 0
GOOGLE INC CL C 38259P706 20,034 38,488 SH   DFND 3 38,488 0 0
GOOGLE INC CL A 38259P508 25,128 46,529 SH   DFND 3 46,529 0 0
GOOGLE INC CL A 38259P508 108,687 201,257 SH   DFND 6 173,887 0 27,370
GOOGLE INC CL C 38259P706 55,528 106,680 SH   DFND 6 80,709 0 25,971
GOOGLE INC CL A 38259P508 318,889 590,491 SH   DFND 7 573,898 0 16,593
GOOGLE INC CL C 38259P706 188,012 361,208 SH   DFND 7 347,229 0 13,979
GOOGLE INC CL A 38259P508 45,898 84,990 SH   DFND 11 84,990 0 0
GOOGLE INC CL C 38259P706 1,304 2,506 SH   DFND 11 2,506 0 0
GOPRO INC CL A 38268T103 208,497 3,954,800 SH   DFND 1,5 16,600 0 3,938,200
GOPRO INC CL A 38268T103 4,096 77,700 SH   DFND 6 77,700 0 0
GP STRATEGIES CORP COM 36225V104 11,653 350,557 SH   DFND 1,5 0 0 350,557
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 7,726 112,800 SH   DFND 1,10 5,600 0 107,200
GRACE W R & CO DEL NEW COM 38388F108 183,881 1,833,308 SH   DFND 1,5 0 0 1,833,308
GRAFTECH INTL LTD COM 384313102 5,456 1,099,951 SH   DFND 1,5 5,200 0 1,094,751
GRAHAM HLDGS CO COM 384637104 2,119 1,971 SH   DFND 3 1,971 0 0
GRAINGER W W INC COM 384802104 21,923 92,638 SH   DFND 1,5 138 0 92,500
GRAINGER W W INC COM 384802104 4,817 20,356 SH   DFND 2 20,356 0 0
GRAINGER W W INC COM 384802104 3,218 13,598 SH   DFND 3 13,598 0 0
GRAMERCY PPTY TR INC COM NEW 38489R605 34,354 1,470,022 SH   DFND 1,5 108,472 0 1,361,550
GRAMERCY PPTY TR INC COM NEW 38489R605 16,266 696,025 SH   DFND 6 696,025 0 0
GRAMERCY PPTY TR INC COM NEW 38489R605 6,780 290,125 SH   DFND 7 34,500 0 255,625
GRANITE CONSTR INC COM 387328107 1,050 29,568 SH   DFND 1,5 0 0 29,568
GRAPHIC PACKAGING HLDG CO COM 388689101 212,597 15,261,834 SH   DFND 1,5 0 0 15,261,834
GRAPHIC PACKAGING HLDG CO COM 388689101 24,387 1,750,700 SH   DFND 6 1,750,700 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 2,759 198,070 SH   DFND 7 198,070 0 0
GRAY TELEVISION INC COM 389375106 116,876 7,453,797 SH   DFND 1,5 26,400 0 7,427,397
GRAY TELEVISION INC COM 389375106 365 23,300 SH   DFND 7 23,300 0 0
GREAT AJAX CORP COM 38983D300 7,090 500,000 SH   DFND 1,5 0 0 500,000
GREAT PLAINS ENERGY INC COM 391164100 19,973 826,700 SH   DFND 1,5 0 0 826,700
GREAT PLAINS ENERGY INC COM 391164100 10,346 428,247 SH   DFND 6 428,247 0 0
GREAT PLAINS ENERGY INC COM 391164100 4,459 184,560 SH   DFND 7 184,560 0 0
GREAT WESTN BANCORP INC COM 391416104 24,684 1,023,820 SH   DFND 6 1,023,820 0 0
GREAT WESTN BANCORP INC COM 391416104 6,743 279,660 SH   DFND 7 223,460 0 56,200
GREEN DOT CORP CL A 39304D102 49,188 2,572,600 SH   DFND 1,5 125,800 0 2,446,800
GREENHILL & CO INC COM 395259104 74,758 1,808,819 SH   DFND 1,5 36,849 0 1,771,970
GREENHILL & CO INC COM 395259104 260 6,300 SH   DFND 6 6,300 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 20,132 690,170 SH   DFND 1,5 0 0 690,170
GRIFOLS S A SP ADR REP B NVT 398438408 8,637 278,890 SH   DFND 1,5 0 0 278,890
GROUPE CGI INC CL A SUB VTG 39945C109 237,452 6,071,191 SH   DFND 1,5 284,600 0 5,786,591
GROUPE CGI INC CL A SUB VTG 39945C109 7,431 190,000 SH   DFND 6 0 0 190,000
GROUPE CGI INC CL A SUB VTG 39945C109 4,740 121,200 SH   DFND 7 121,200 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 665,316 17,010,855 SH   DFND 11 14,966,355 0 2,044,500
GROUPON INC COM CL A 399473107 458,658 91,184,538 SH   DFND 1,5 2,185,000 0 88,999,538
GROUPON INC COM CL A 399473107 48,037 9,550,000 SH   DFND 1,9 0 0 9,550,000
GROUPON INC COM CL A 399473107 2,014 400,300 SH   DFND 6 400,300 0 0
GRUBHUB INC COM 400110102 1,039 30,500 SH   DFND 1,5 0 0 30,500
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 15,771 839,346 SH   DFND 1,5 24,233 0 815,113
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 260,151 6,701,471 SH   DFND 1,5 243,206 0 6,458,265
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 12,741 328,200 SH   DFND 1,10 16,400 0 311,800
GSI TECHNOLOGY COM 36241U106 283 54,385 SH   DFND 1,5 0 0 54,385
GUESS INC COM 401617105 232,034 12,104,000 SH   DFND 1,5 1,016,100 0 11,087,900
GUIDEWIRE SOFTWARE INC COM 40171V100 2,355 44,500 SH   DFND 1,5 7,500 0 37,000
GULFMARK OFFSHORE INC CL A NEW 402629208 44,346 3,822,947 SH   DFND 1,5 134,800 0 3,688,147
GULFMARK OFFSHORE INC CL A NEW 402629208 261 22,500 SH   DFND 7 900 0 21,600
GULFPORT ENERGY CORP COM NEW 402635304 75,886 1,885,368 SH   DFND 1,5 418 0 1,884,950
GW PHARMACEUTICALS PLC ADS 36197T103 264,251 2,151,182 SH   DFND 1,5 4,000 0 2,147,182
GW PHARMACEUTICALS PLC ADS 36197T103 1,556 12,665 SH   DFND 6 12,665 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 7,942 253,822 SH   DFND 1,5 1,400 0 252,422
HACKETT GROUP INC COM 404609109 6,302 469,267 SH   DFND 6 469,267 0 0
HAEMONETICS CORP COM 405024100 36,366 879,262 SH   DFND 6 879,262 0 0
HAEMONETICS CORP COM 405024100 3,401 82,240 SH   DFND 7 64,840 0 17,400
HAEMONETICS CORP COM 405024100 54,393 1,315,100 SH   DFND 11 1,315,100 0 0
HAIN CELESTIAL GROUP INC COM 405217100 363,245 5,515,412 SH   DFND 1,5 269,796 0 5,245,616
HAIN CELESTIAL GROUP INC COM 405217100 2,129 32,322 SH   DFND 6 32,322 0 0
HALLIBURTON CO COM 406216101 605,294 14,053,730 SH   DFND 1,5 360,195 0 13,693,535
HALLIBURTON CO COM 406216101 12,526 290,835 SH   DFND 2 290,835 0 0
HALLIBURTON CO COM 406216101 6,420 149,054 SH   DFND 3 149,054 0 0
HALLIBURTON CO COM 406216101 23,162 537,784 SH   DFND 6 331,224 0 206,560
HALLIBURTON CO COM 406216101 77,454 1,798,335 SH   DFND 7 1,629,535 0 168,800
HALOZYME THERAPEUTICS INC COM 40637H109 97,505 4,318,194 SH   DFND 1,5 0 0 4,318,194
HALYARD HEALTH INC COM 40650V100 5,783 142,796 SH   DFND 1,5 24,314 0 118,482
HANDY & HARMAN LTD COM 410315105 1,074 31,000 SH   DFND 1,5 26,000 0 5,000
HANESBRANDS INC COM 410345102 228,251 6,850,260 SH   DFND 1,5 7,860 0 6,842,400
HANESBRANDS INC COM 410345102 4,576 137,348 SH   DFND 2 137,348 0 0
HANESBRANDS INC COM 410345102 491 14,729 SH   DFND 3 14,729 0 0
HANESBRANDS INC COM 410345102 1,705 51,176 SH   DFND 6 51,176 0 0
HANESBRANDS INC COM 410345102 170,625 5,120,800 SH   DFND 11 5,120,800 0 0
HANGER INC COM NEW 41043F208 67,796 2,892,310 SH   DFND 1,5 142,900 0 2,749,410
HANGER INC COM NEW 41043F208 51,357 2,191,009 SH   DFND 6 2,191,009 0 0
HANGER INC COM NEW 41043F208 4,930 210,322 SH   DFND 7 163,222 0 47,100
HANMI FINL CORP COM NEW 410495204 7,994 321,800 SH   DFND 1,5 0 0 321,800
HANMI FINL CORP COM NEW 410495204 53,690 2,161,442 SH   DFND 6 2,161,442 0 0
HANMI FINL CORP COM NEW 410495204 9,607 386,767 SH   DFND 7 323,867 0 62,900
HANOVER INS GROUP INC COM 410867105 3,391 45,800 SH   DFND 1,5 3,300 0 42,500
HARLEY DAVIDSON INC COM 412822108 194,384 3,449,584 SH   DFND 1,5 8,581 0 3,441,003
HARLEY DAVIDSON INC COM 412822108 4,027 71,460 SH   DFND 2 71,460 0 0
HARLEY DAVIDSON INC COM 412822108 731 12,975 SH   DFND 3 12,975 0 0
HARLEY DAVIDSON INC COM 412822108 10,767 191,080 SH   DFND 6 167,480 0 23,600
HARLEY DAVIDSON INC COM 412822108 24,195 429,370 SH   DFND 7 429,370 0 0
HARMAN INTL INDS INC COM 413086109 361,886 3,042,592 SH   DFND 1,5 67,222 0 2,975,370
HARMAN INTL INDS INC COM 413086109 2,893 24,321 SH   DFND 2 24,321 0 0
HARMAN INTL INDS INC COM 413086109 499 4,198 SH   DFND 3 4,198 0 0
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 3,033 2,263,300 SH   DFND 1,5 0 0 2,263,300
HARRIS CORP DEL COM 413875105 202,012 2,626,608 SH   DFND 1,5 60 0 2,626,548
HARRIS CORP DEL COM 413875105 3,240 42,129 SH   DFND 2 42,129 0 0
HARRIS CORP DEL COM 413875105 767 9,971 SH   DFND 3 9,971 0 0
HARTE-HANKS INC COM 416196103 5,310 891,000 SH   DFND 1,5 43,700 0 847,300
HARTFORD FINL SVCS GROUP INC COM 416515104 304,327 7,320,843 SH   DFND 1,5 397,343 0 6,923,500
HARTFORD FINL SVCS GROUP INC COM 416515104 5,986 143,988 SH   DFND 2 143,988 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,072 25,785 SH   DFND 3 25,785 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,523 108,810 SH   DFND 6 67,650 0 41,160
HARTFORD FINL SVCS GROUP INC COM 416515104 743 17,880 SH   DFND 7 17,880 0 0
HARVARD BIOSCIENCE INC COM 416906105 546 95,784 SH   DFND 6 95,784 0 0
HARVARD BIOSCIENCE INC COM 416906105 2,623 460,234 SH   DFND 11 460,234 0 0
HASBRO INC COM 418056107 26,304 351,700 SH   DFND 1,5 0 0 351,700
HASBRO INC COM 418056107 2,864 38,300 SH   DFND 2 38,300 0 0
HASBRO INC COM 418056107 1,079 14,431 SH   DFND 3 14,431 0 0
HATTERAS FINL CORP COM 41902R103 16,130 989,600 SH   DFND 1,5 0 0 989,600
HAWAIIAN ELEC INDUSTRIES COM 419870100 5,197 174,800 SH   DFND 1,5 0 0 174,800
HAWAIIAN HOLDINGS INC COM 419879101 4,092 172,300 SH   DFND 1,5 0 0 172,300
HAYNES INTERNATIONAL INC COM NEW 420877201 87,637 1,776,903 SH   DFND 1,5 0 0 1,776,903
HCA HOLDINGS INC COM 40412C101 1,471,567 16,220,979 SH   DFND 1,5 329,085 0 15,891,894
HCA HOLDINGS INC COM 40412C101 8,995 99,147 SH   DFND 2 99,147 0 0
HCA HOLDINGS INC COM 40412C101 533 5,875 SH   DFND 3 5,875 0 0
HCA HOLDINGS INC COM 40412C101 23,155 255,232 SH   DFND 6 233,732 0 21,500
HCA HOLDINGS INC COM 40412C101 63,161 696,224 SH   DFND 7 632,524 0 63,700
HCC INS HLDGS INC COM 404132102 36,268 472,000 SH   DFND 1,5 50,000 0 422,000
HCC INS HLDGS INC COM 404132102 200,914 2,614,700 SH   DFND 11 2,614,700 0 0
HCP INC COM 40414L109 592,894 16,257,040 SH   DFND 1,5 6,603,109 0 9,653,931
HCP INC COM 40414L109 5,754 157,781 SH   DFND 2 157,781 0 0
HCP INC COM 40414L109 1,666 45,677 SH   DFND 3 45,677 0 0
HCP INC COM 40414L109 46,149 1,265,401 SH   DFND 6 1,265,401 0 0
HCP INC COM 40414L109 19,109 523,955 SH   DFND 7 62,500 0 461,455
HD SUPPLY HLDGS INC COM 40416M105 643,251 18,284,572 SH   DFND 1,5 45,329 0 18,239,243
HD SUPPLY HLDGS INC COM 40416M105 5,281 150,100 SH   DFND 6 150,100 0 0
HD SUPPLY HLDGS INC COM 40416M105 380 10,800 SH   DFND 7 10,800 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 866,836 14,320,768 SH   DFND 1,5 954,601 0 13,366,167
HDFC BANK LTD ADR REPS 3 SHS 40415F101 39,762 656,900 SH   DFND 1,10 61,400 0 595,500
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,102 51,250 SH   DFND 6 36,600 0 14,650
HDFC BANK LTD ADR REPS 3 SHS 40415F101 238 3,934 SH   DFND 7 3,934 0 0
HEALTH CARE REIT INC COM 42217K106 43,451 662,055 SH   DFND 1,5 21,988 0 640,067
HEALTH CARE REIT INC COM 42217K106 7,872 119,950 SH   DFND 2 119,950 0 0
HEALTH CARE REIT INC COM 42217K106 3,757 57,245 SH   DFND 3 57,245 0 0
HEALTH CARE REIT INC COM 42217K106 9,249 140,920 SH   DFND 6 140,920 0 0
HEALTH CARE REIT INC COM 42217K106 3,834 58,414 SH   DFND 7 7,000 0 51,414
HEALTH NET INC COM 42222G108 3,463 54,006 SH   DFND 1,5 106 0 53,900
HEALTHEQUITY INC COM 42226A107 4,808 150,000 SH   DFND 1,5 0 0 150,000
HEALTHSOUTH CORP COM NEW 421924309 40,601 881,487 SH   DFND 1,5 450 0 881,037
HEALTHSOUTH CORP COM NEW 421924309 46,010 998,920 SH   DFND 6 998,920 0 0
HEALTHSOUTH CORP COM NEW 421924309 5,693 123,600 SH   DFND 7 101,100 0 22,500
HEALTHSTREAM INC COM 42222N103 131,663 4,328,168 SH   DFND 1,5 124,000 0 4,204,168
HEARTLAND EXPRESS INC COM 422347104 8,980 443,890 SH   DFND 6 443,890 0 0
HEARTLAND EXPRESS INC COM 422347104 3,204 158,380 SH   DFND 7 124,480 0 33,900
HEARTLAND PMT SYS INC COM 42235N108 111,305 2,059,300 SH   DFND 1,5 99,400 0 1,959,900
HEARTLAND PMT SYS INC COM 42235N108 31,794 588,226 SH   DFND 6 588,226 0 0
HEARTLAND PMT SYS INC COM 42235N108 2,281 42,210 SH   DFND 7 42,210 0 0
HEARTWARE INTL INC COM 422368100 188,156 2,588,476 SH   DFND 1,5 82,011 0 2,506,465
HEICO CORP NEW COM 422806109 12,949 222,102 SH   DFND 1,5 1,277 0 220,825
HELEN OF TROY CORP LTD COM G4388N106 367,807 3,772,762 SH   DFND 1,5 148,600 0 3,624,162
HELEN OF TROY CORP LTD COM G4388N106 39,225 402,346 SH   DFND 6 402,346 0 0
HELEN OF TROY CORP LTD COM G4388N106 3,012 30,900 SH   DFND 7 30,900 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,474 275,070 SH   DFND 6 275,070 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 766 60,680 SH   DFND 7 60,680 0 0
HELMERICH & PAYNE INC COM 423452101 140,157 1,990,304 SH   DFND 1,5 149,024 0 1,841,280
HELMERICH & PAYNE INC COM 423452101 2,592 36,804 SH   DFND 2 36,804 0 0
HELMERICH & PAYNE INC COM 423452101 934 13,263 SH   DFND 3 13,263 0 0
HERBALIFE LTD COM USD SHS G4412G101 704,702 12,791,827 SH   DFND 1,5 1,041,881 0 11,749,946
HERBALIFE LTD COM USD SHS G4412G101 6,663 120,945 SH   DFND 6 120,945 0 0
HERON THERAPEUTICS INC COM 427746102 55,065 1,767,161 SH   DFND 1,5 4,000 0 1,763,161
HERSHEY CO COM 427866108 376,044 4,233,297 SH   DFND 1,5 223,776 0 4,009,521
HERSHEY CO COM 427866108 4,455 50,154 SH   DFND 2 50,154 0 0
HERSHEY CO COM 427866108 646 7,271 SH   DFND 3 7,271 0 0
HERSHEY CO COM 427866108 1,376 15,492 SH   DFND 6 15,492 0 0
HERSHEY CO COM 427866108 4,182 47,080 SH   DFND 7 47,080 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 89,483 4,938,369 SH   DFND 1,5 27,842 0 4,910,527
HESS CORP COM 42809H107 257,142 3,844,832 SH   DFND 1,5 148,362 0 3,696,470
HESS CORP COM 42809H107 5,585 83,508 SH   DFND 2 83,508 0 0
HESS CORP COM 42809H107 2,807 41,964 SH   DFND 3 41,964 0 0
HESS CORP COM 42809H107 15,417 230,522 SH   DFND 6 194,222 0 36,300
HESS CORP COM 42809H107 35,076 524,460 SH   DFND 7 418,360 0 106,100
HEWLETT PACKARD CO COM 428236103 1,610,546 53,666,982 SH   DFND 1,5 658,939 0 53,008,043
HEWLETT PACKARD CO COM 428236103 142,470 4,747,417 SH   DFND 1,9 0 0 4,747,417
HEWLETT PACKARD CO COM 428236103 18,528 617,404 SH   DFND 2 617,404 0 0
HEWLETT PACKARD CO COM 428236103 9,810 326,889 SH   DFND 3 326,889 0 0
HEWLETT PACKARD CO COM 428236103 20,593 686,205 SH   DFND 6 488,865 0 197,340
HEWLETT PACKARD CO COM 428236103 24,774 825,540 SH   DFND 7 499,540 0 326,000
HEWLETT PACKARD CO COM 428236103 228,196 7,604,000 SH   DFND 11 7,604,000 0 0
HFF INC CL A 40418F108 27,963 670,100 SH   DFND 1,5 2,900 0 667,200
HIBBETT SPORTS INC COM 428567101 43,701 938,200 SH   DFND 1,5 0 0 938,200
HIGHER ONE HLDGS INC COM 42983D104 6,133 2,051,200 SH   DFND 1,5 0 0 2,051,200
HIGHWOODS PPTYS INC COM 431284108 100,660 2,519,640 SH   DFND 1,5 1,596,517 0 923,123
HILL ROM HLDGS INC COM 431475102 138,911 2,556,800 SH   DFND 1,5 0 0 2,556,800
HILLENBRAND INC COM 431571108 29,147 949,400 SH   DFND 1,5 27,000 0 922,400
HILLTOP HOLDINGS INC COM 432748101 47,331 1,964,749 SH   DFND 1,5 1,100 0 1,963,649
HILLTOP HOLDINGS INC COM 432748101 44,171 1,833,569 SH   DFND 6 1,833,569 0 0
HILLTOP HOLDINGS INC COM 432748101 8,524 353,860 SH   DFND 7 353,860 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 544,926 19,779,530 SH   DFND 1,5 245,009 0 19,534,521
HILTON WORLDWIDE HLDGS INC COM 43300A104 2,367 85,900 SH   DFND 6 85,900 0 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 6,497 809,100 SH   DFND 1,5 0 0 809,100
HINGHAM INSTN SVGS MASS COM 433323102 2,314 20,100 SH   DFND 1,5 10,000 0 10,100
HISTOGENICS CORP COM 43358V109 12,361 1,913,520 SH   DFND 1,5 0 0 1,913,520
HMS HLDGS CORP COM 40425J101 1,159 67,500 SH   DFND 6 67,500 0 0
HMS HLDGS CORP COM 40425J101 2,443 142,300 SH   DFND 7 94,100 0 48,200
HNI CORP COM 404251100 140,709 2,750,917 SH   DFND 1,5 0 0 2,750,917
HOEGH LNG PARTNERS LP COM UNIT LTD Y3262R100 14,867 778,355 SH   DFND 1,10 12,900 0 765,455
HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 21,758 619,171 SH   DFND 1,5 0 0 619,171
HOLLYFRONTIER CORP COM 436106108 45,411 1,063,741 SH   DFND 1,5 30,654 0 1,033,087
HOLOGIC INC COM 436440101 156,473 4,111,224 SH   DFND 1,5 1,000 0 4,110,224
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 29,957 22,716,000 PRN   DFND 1,5 0 0 0
HOLOGIC INC COM 436440101 241 6,327 SH   DFND 3 6,327 0 0
HOLOGIC INC COM 436440101 270 7,100 SH   DFND 6 7,100 0 0
HOLOGIC INC COM 436440101 351 9,210 SH   DFND 7 9,210 0 0
HOME DEPOT INC COM 437076102 3,257,968 29,316,732 SH   DFND 1,5 1,264,432 0 28,052,300
HOME DEPOT INC COM 437076102 49,339 443,976 SH   DFND 2 443,976 0 0
HOME DEPOT INC COM 437076102 24,643 221,745 SH   DFND 3 221,745 0 0
HOME DEPOT INC COM 437076102 61,915 557,137 SH   DFND 6 412,667 0 144,470
HOME DEPOT INC COM 437076102 262,528 2,362,354 SH   DFND 7 2,341,154 0 21,200
HOME DEPOT INC COM 437076102 16,770 150,900 SH   DFND 11 150,900 0 0
HOME PROPERTIES INC COM 437306103 86,729 1,187,257 SH   DFND 1,5 0 0 1,187,257
HOMEAWAY INC COM 43739Q100 171,861 5,522,539 SH   DFND 1,5 9,100 0 5,513,439
HOMEAWAY INC COM 43739Q100 38,555 1,238,900 SH   DFND 1,9 0 0 1,238,900
HOMEAWAY INC COM 43739Q100 1,743 56,000 SH   DFND 6 56,000 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 129,490 4,187,900 SH   DFND 1,5 674,800 0 3,513,100
HOMETRUST BANCSHARES INC COM 437872104 278 16,600 SH   DFND 6 16,600 0 0
HONDA MOTOR LTD AMERN SHS 438128308 1,928 59,495 SH   DFND 1,5 0 0 59,495
HONEYWELL INTL INC COM 438516106 1,102,259 10,809,636 SH   DFND 1,5 627,858 0 10,181,778
HONEYWELL INTL INC COM 438516106 27,241 267,152 SH   DFND 2 267,152 0 0
HONEYWELL INTL INC COM 438516106 16,244 159,300 SH   DFND 3 159,300 0 0
HONEYWELL INTL INC COM 438516106 17,798 174,545 SH   DFND 6 103,035 0 71,510
HONEYWELL INTL INC COM 438516106 98,331 964,311 SH   DFND 7 964,311 0 0
HONEYWELL INTL INC COM 438516106 26,257 257,500 SH   DFND 11 257,500 0 0
HOOKER FURNITURE CORP COM 439038100 377 15,000 SH   DFND 1,5 0 0 15,000
HORIZON BANCORP IND COM 440407104 1,498 60,000 SH   DFND 1,5 60,000 0 0
HORIZON PHARMA PLC SHS G4617B105 732,213 21,076,940 SH   DFND 1,5 151,000 0 20,925,940
HORIZON PHARMA PLC SHS G4617B105 27,321 786,450 SH   DFND 6 786,450 0 0
HORIZON PHARMA PLC SHS G4617B105 2,185 62,900 SH   DFND 7 62,900 0 0
HORIZON PHARMA PLC SHS G4617B105 21,532 619,800 SH   DFND 11 619,800 0 0
HORMEL FOODS CORP COM 440452100 5,592 99,200 SH   DFND 1,5 4,300 0 94,900
HORMEL FOODS CORP COM 440452100 2,598 46,083 SH   DFND 2 46,083 0 0
HORMEL FOODS CORP COM 440452100 727 12,903 SH   DFND 3 12,903 0 0
HORMEL FOODS CORP COM 440452100 3,273 58,070 SH   DFND 7 58,070 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 65,862 3,208,100 SH   DFND 1,5 0 0 3,208,100
HORSEHEAD HLDG CORP NOTE 3.800% 7/0 440694AB3 5,034 5,000,000 PRN   DFND 1,5 0 0 0
HORTONWORKS INC COM 440894103 12,728 502,700 SH   DFND 1,5 80,300 0 422,400
HOSPIRA INC COM 441060100 18,492 208,459 SH   DFND 1,5 59 0 208,400
HOSPIRA INC COM 441060100 5,238 59,051 SH   DFND 2 59,051 0 0
HOSPIRA INC COM 441060100 1,158 13,052 SH   DFND 3 13,052 0 0
HOSPIRA INC COM 441060100 339,289 3,824,700 SH   DFND 11 3,824,700 0 0
HOST HOTELS & RESORTS INC COM 44107P104 643,218 32,436,613 SH   DFND 1,5 17,647,565 0 14,789,048
HOST HOTELS & RESORTS INC COM 44107P104 5,137 259,028 SH   DFND 2 259,028 0 0
HOST HOTELS & RESORTS INC COM 44107P104 262 13,217 SH   DFND 3 13,217 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12,698 640,360 SH   DFND 6 640,360 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,292 266,887 SH   DFND 7 31,700 0 235,187
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 220,522 8,750,864 SH   DFND 1,5 78,400 0 8,672,464
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 27,302 1,083,400 SH   DFND 6 1,083,400 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5,355 212,490 SH   DFND 7 154,090 0 58,400
HOUSTON WIRE & CABLE CO COM 44244K109 12,596 1,269,800 SH   DFND 1,5 74,500 0 1,195,300
HOVNANIAN ENTERPRISES INC CL A 442487203 6,916 2,600,000 SH   DFND 1,5 0 0 2,600,000
HOWARD HUGHES CORP COM 44267D107 8,381 58,390 SH   DFND 6 58,390 0 0
HOWARD HUGHES CORP COM 44267D107 6,181 43,062 SH   DFND 7 29,162 0 13,900
HSBC HLDGS PLC SPON ADR NEW 404280406 378,044 8,436,593 SH   DFND 1,5 61,220 0 8,375,373
HSN INC COM 404303109 33,691 480,000 SH   DFND 1,5 0 0 480,000
HTG MOLECULAR DIAGNOSTICS IN COM 40434H104 7,509 673,461 SH   DFND 1,5 0 0 673,461
HUB GROUP INC CL A 443320106 176,837 4,383,672 SH   DFND 1,5 118,435 0 4,265,237
HUB GROUP INC CL A 443320106 14,680 363,900 SH   DFND 6 363,900 0 0
HUB GROUP INC CL A 443320106 7,470 185,180 SH   DFND 7 140,980 0 44,200
HUBBELL INC CL B 443510201 153,884 1,421,170 SH   DFND 1,5 9,900 0 1,411,270
HUBBELL INC CL B 443510201 1,538 14,200 SH   DFND 6 14,200 0 0
HUBSPOT INC COM 443573100 82,268 1,659,291 SH   DFND 1,5 9,400 0 1,649,891
HUDSON CITY BANCORP COM 443683107 13,651 1,381,685 SH   DFND 1,5 0 0 1,381,685
HUDSON CITY BANCORP COM 443683107 1,629 164,887 SH   DFND 2 164,887 0 0
HUDSON CITY BANCORP COM 443683107 1,645 166,493 SH   DFND 3 166,493 0 0
HUDSON PAC PPTYS INC COM 444097109 46,179 1,627,753 SH   DFND 1,5 1,437,753 0 190,000
HUMANA INC COM 444859102 207,830 1,086,522 SH   DFND 1,5 100 0 1,086,422
HUMANA INC COM 444859102 9,792 51,194 SH   DFND 2 51,194 0 0
HUMANA INC COM 444859102 2,493 13,033 SH   DFND 3 13,033 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,365,778 16,637,573 SH   DFND 1,5 146,070 0 16,491,503
HUNT J B TRANS SVCS INC COM 445658107 2,582 31,452 SH   DFND 2 31,452 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,982 60,686 SH   DFND 6 60,686 0 0
HUNT J B TRANS SVCS INC COM 445658107 4,767 58,070 SH   DFND 7 58,070 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 54,952 41,009 SH   DFND 1,5 0 0 41,009
HUNTINGTON BANCSHARES INC COM 446150104 483,202 42,723,409 SH   DFND 1,5 173,570 0 42,549,839
HUNTINGTON BANCSHARES INC COM 446150104 3,132 276,939 SH   DFND 2 276,939 0 0
HUNTINGTON BANCSHARES INC COM 446150104 728 64,374 SH   DFND 3 64,374 0 0
HUNTINGTON BANCSHARES INC COM 446150104 39,777 3,517,000 SH   DFND 11 3,517,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 312,009 2,771,192 SH   DFND 1,5 4,969 0 2,766,223
HUNTINGTON INGALLS INDS INC COM 446413106 516 4,586 SH   DFND 6 4,586 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,161 36,961 SH   DFND 7 36,961 0 0
HUNTSMAN CORP COM 447011107 1,003 45,462 SH   DFND 3 45,462 0 0
HURCO COMPANIES INC COM 447324104 19,978 577,055 SH   DFND 1,5 40,555 0 536,500
HURON CONSULTING GROUP INC COM 447462102 140,108 1,998,973 SH   DFND 1,5 1,300 0 1,997,673
HURON CONSULTING GROUP INC COM 447462102 18,216 259,900 SH   DFND 1,10 0 0 259,900
HURON CONSULTING GROUP INC COM 447462102 12,328 175,891 SH   DFND 6 175,891 0 0
HURON CONSULTING GROUP INC COM 447462102 2,588 36,920 SH   DFND 7 36,920 0 0
HURON CONSULTING GROUP INC COM 447462102 65,728 937,766 SH   DFND 11 937,766 0 0
HYATT HOTELS CORP COM CL A 448579102 77,310 1,363,740 SH   DFND 1,5 196,400 0 1,167,340
HYSTER YALE MATLS HANDLING I CL A 449172105 19,932 287,700 SH   DFND 1,5 50,600 0 237,100
IAC INTERACTIVECORP COM PAR $.001 44919P508 36,763 461,500 SH   DFND 1,5 32,500 0 429,000
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,636 45,650 SH   DFND 6 19,750 0 25,900
IAC INTERACTIVECORP COM PAR $.001 44919P508 20,818 261,335 SH   DFND 7 261,335 0 0
IAMGOLD CORP COM 450913108 2,410 1,204,100 SH   DFND 1,5 0 0 1,204,100
ICF INTL INC COM 44925C103 96,367 2,764,393 SH   DFND 1,5 13,580 0 2,750,813
ICF INTL INC COM 44925C103 5,431 155,800 SH   DFND 1,9 0 0 155,800
ICICI BK LTD ADR 45104G104 41,333 3,966,664 SH   DFND 1,5 21,419 0 3,945,245
ICICI BK LTD ADR 45104G104 1,786 171,355 SH   DFND 6 171,355 0 0
ICU MED INC COM 44930G107 25,592 267,531 SH   DFND 1,5 8,623 0 258,908
IDACORP INC COM 451107106 190,428 3,392,019 SH   DFND 1,5 15,271 0 3,376,748
IDERA PHARMACEUTICALS INC COM NEW 45168K306 10,970 2,956,881 SH   DFND 6 2,956,881 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 1,017 274,140 SH   DFND 7 274,140 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 4,997 1,346,949 SH   DFND 11 1,346,949 0 0
IDEX CORP COM 45167R104 104,409 1,328,700 SH   DFND 1,5 0 0 1,328,700
IDEX CORP COM 45167R104 19,739 251,201 SH   DFND 6 251,201 0 0
IDEX CORP COM 45167R104 9,255 117,780 SH   DFND 7 117,780 0 0
IDEXX LABS INC COM 45168D104 27,273 425,204 SH   DFND 1,5 6,800 0 418,404
IDT CORP CL B NEW 448947507 6,021 333,000 SH   DFND 1,5 0 0 333,000
IGATE CORP COM 45169U105 3,052 63,992 SH   DFND 1,5 0 0 63,992
IGATE CORP COM 45169U105 116,745 2,448,000 SH   DFND 11 2,448,000 0 0
IGI LABS INC COM 449575109 4,935 783,400 SH   DFND 6 783,400 0 0
IGI LABS INC COM 449575109 1,096 173,930 SH   DFND 7 173,930 0 0
IGNYTA INC COM 451731103 29,118 1,929,609 SH   DFND 1,5 0 0 1,929,609
II VI INC COM 902104108 1,453 76,547 SH   DFND 1,5 44,447 0 32,100
IKANG HEALTHCARE GROUP INC SPONSORED ADR 45174L108 797 41,200 SH   DFND 1,9 0 0 41,200
ILLINOIS TOOL WKS INC COM 452308109 543,984 5,926,393 SH   DFND 1,5 333,546 0 5,592,847
ILLINOIS TOOL WKS INC COM 452308109 10,611 115,600 SH   DFND 2 115,600 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,599 61,003 SH   DFND 3 61,003 0 0
ILLUMINA INC COM 452327109 710,971 3,255,956 SH   DFND 1,5 213,129 0 3,042,827
ILLUMINA INC COM 452327109 6,243 28,591 SH   DFND 3 28,591 0 0
ILLUMINA INC COM 452327109 1,513 6,927 SH   DFND 6 6,927 0 0
IMAGE SENSING SYS INC COM 45244C104 790 227,576 SH   DFND 1,5 11,550 0 216,026
IMMUNE DESIGN CORP COM 45252L103 32,628 1,580,041 SH   DFND 1,5 0 0 1,580,041
IMMUNOGEN INC COM 45253H101 128,838 8,959,497 SH   DFND 1,5 608,700 0 8,350,797
IMMUNOMEDICS INC COM 452907108 56,920 14,019,669 SH   DFND 1,5 1,006,100 0 13,013,569
IMPAX LABORATORIES INC COM 45256B101 11,200 243,900 SH   DFND 1,5 0 0 243,900
IMPAX LABORATORIES INC COM 45256B101 3,011 65,580 SH   DFND 7 24,580 0 41,000
IMPERIAL OIL LTD COM NEW 453038408 644,506 16,683,688 SH   DFND 1,5 83,953 0 16,599,735
IMPERIAL OIL LTD COM NEW 453038408 39,237 1,015,700 SH   DFND 1,10 16,900 0 998,800
IMPERIAL OIL LTD COM NEW 453038408 13,198 341,637 SH   DFND 6 249,237 0 92,400
IMPERIAL OIL LTD COM NEW 453038408 19,829 513,301 SH   DFND 7 483,801 0 29,500
IMPERIAL OIL LTD COM NEW 453038408 221,313 5,728,900 SH   DFND 11 5,728,900 0 0
IMPERVA INC COM 45321L100 224,261 3,312,566 SH   DFND 1,5 131,300 0 3,181,266
IMPERVA INC COM 45321L100 21,006 310,281 SH   DFND 6 310,281 0 0
IMPERVA INC COM 45321L100 6,599 97,480 SH   DFND 7 97,480 0 0
INCONTACT INC COM 45336E109 89,608 9,078,805 SH   DFND 1,5 1,100 0 9,077,705
INCYTE CORP COM 45337C102 470,157 4,511,627 SH   DFND 1,5 300 0 4,511,327
INDEPENDENCE CONTRACT DRIL I COM 453415309 32,300 3,641,523 SH   DFND 1,5 0 0 3,641,523
INDEPENDENT BANK CORP MICH COM NEW 453838609 12,013 885,922 SH   DFND 6 885,922 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 1,941 143,154 SH   DFND 7 73,954 0 69,200
INFINERA CORPORATION COM 45667G103 407,554 19,425,856 SH   DFND 1,5 2,802,511 0 16,623,345
INFINERA CORPORATION COM 45667G103 290 13,800 SH   DFND 1,9 0 0 13,800
INFINITY PHARMACEUTICALS INC COM 45665G303 23,695 2,163,948 SH   DFND 1,5 0 0 2,163,948
INFORMATICA CORP COM 45666Q102 51,994 1,072,700 SH   DFND 1,5 52,900 0 1,019,800
INFORMATICA CORP COM 45666Q102 264,113 5,449,000 SH   DFND 11 5,449,000 0 0
ING GROEP N V SPONSORED ADR 456837103 983 59,300 SH   DFND 1,5 0 0 59,300
INGERSOLL-RAND PLC SHS G47791101 363,531 5,392,028 SH   DFND 1,5 9,454 0 5,382,574
INGERSOLL-RAND PLC SHS G47791101 6,101 90,499 SH   DFND 2 90,499 0 0
INGERSOLL-RAND PLC SHS G47791101 2,161 32,057 SH   DFND 3 32,057 0 0
INGERSOLL-RAND PLC SHS G47791101 27,078 401,636 SH   DFND 6 359,636 0 42,000
INGERSOLL-RAND PLC SHS G47791101 61,522 912,525 SH   DFND 7 828,920 0 83,605
INGRAM MICRO INC CL A 457153104 391,896 15,657,049 SH   DFND 1,5 214 0 15,656,835
INGRAM MICRO INC CL A 457153104 37,310 1,490,593 SH   DFND 6 1,465,493 0 25,100
INGRAM MICRO INC CL A 457153104 1,647 65,800 SH   DFND 7 65,800 0 0
INGRAM MICRO INC CL A 457153104 120,232 4,803,533 SH   DFND 11 4,803,533 0 0
INGREDION INC COM 457187102 25,986 325,602 SH   DFND 1,5 2 0 325,600
INLAND REAL ESTATE CORP REDM PFD SER B 457461507 7,800 300,000 SH   DFND 1,5 0 0 300,000
INNERWORKINGS INC COM 45773Y105 8,354 1,252,432 SH   DFND 6 1,252,432 0 0
INNERWORKINGS INC COM 45773Y105 1,228 184,180 SH   DFND 7 184,180 0 0
INNOCOLL AG SPONSORED ADR 45780Q103 13,751 934,781 SH   DFND 1,5 0 0 934,781
INNOPHOS HOLDINGS INC COM 45774N108 4,770 90,624 SH   DFND 1,5 0 0 90,624
INNOSPEC INC COM 45768S105 42,703 948,103 SH   DFND 1,5 65,803 0 882,300
INNOSPEC INC COM 45768S105 12,584 279,403 SH   DFND 6 279,403 0 0
INNOSPEC INC COM 45768S105 5,346 118,690 SH   DFND 7 118,690 0 0
INOGEN INC COM 45780L104 27,349 613,200 SH   DFND 1,5 800 0 612,400
INOVALON HLDGS INC COM CL A 45781D101 1,306 46,800 SH   DFND 1,5 0 0 46,800
INPHI CORP COM 45772F107 21,835 955,180 SH   DFND 1,5 37,795 0 917,385
INPHI CORP COM 45772F107 459 20,100 SH   DFND 1,9 0 0 20,100
INSIGHT ENTERPRISES INC COM 45765U103 104,844 3,505,300 SH   DFND 1,5 106,200 0 3,399,100
INSMED INC COM PAR $.01 457669307 224,568 9,196,065 SH   DFND 1,5 47,000 0 9,149,065
INSMED INC COM PAR $.01 457669307 713 29,200 SH   DFND 6 29,200 0 0
INSPERITY INC COM 45778Q107 2,657 52,191 SH   DFND 1,5 8,971 0 43,220
INSTALLED BLDG PRODS INC COM 45780R101 10,421 425,700 SH   DFND 6 425,700 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,020 123,360 SH   DFND 7 123,360 0 0
INSULET CORP COM 45784P101 86,668 2,797,100 SH   DFND 1,5 451,500 0 2,345,600
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 88,255 2,456,984 SH   DFND 1,5 0 0 2,456,984
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 332,812 4,940,056 SH   DFND 1,5 82 0 4,939,974
INTEGRATED DEVICE TECHNOLOGY COM 458118106 24,434 1,126,000 SH   DFND 1,5 181,300 0 944,700
INTEL CORP COM 458140100 437,152 14,372,895 SH   DFND 1,5 110,600 0 14,262,295
INTEL CORP SDCV 3.250% 8/0 458140AF7 20,674 13,590,000 PRN   DFND 1,5 0 0 0
INTEL CORP COM 458140100 28,341 931,800 SH   DFND 1,9 0 0 931,800
INTEL CORP COM 458140100 49,316 1,621,442 SH   DFND 2 1,621,442 0 0
INTEL CORP COM 458140100 16,540 543,818 SH   DFND 3 543,818 0 0
INTELSAT S A MAN CONV JR PFD L5140P119 3,990 139,113 SH   DFND 1,5 87,708 0 51,405
INTELSAT S A COM L5140P101 92,464 9,321,000 SH   DFND 1,5 8,100 0 9,312,900
INTER PARFUMS INC COM 458334109 30,827 908,534 SH   DFND 1,5 1,075 0 907,459
INTERACTIVE BROKERS GROUP IN COM 45841N107 42,589 1,024,767 SH   DFND 1,5 0 0 1,024,767
INTERACTIVE BROKERS GROUP IN COM 45841N107 17,984 432,729 SH   DFND 6 432,729 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 14,104 339,365 SH   DFND 7 229,465 0 109,900
INTERACTIVE INTELLIGENCE GRO COM 45841V109 73,504 1,652,887 SH   DFND 1,5 3,700 0 1,649,187
INTERACTIVE INTELLIGENCE GRO COM 45841V109 13,870 311,900 SH   DFND 1,9 0 0 311,900
INTERCEPT PHARMACEUTICALS IN COM 45845P108 858,284 3,555,736 SH   DFND 1,5 62,711 0 3,493,025
INTERCEPT PHARMACEUTICALS IN COM 45845P108 9,971 41,310 SH   DFND 6 41,310 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,331 13,800 SH   DFND 7 13,800 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 266,452 1,191,594 SH   DFND 1,5 60 0 1,191,534
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,544 38,209 SH   DFND 2 38,209 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,955 17,685 SH   DFND 3 17,685 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 962 4,300 SH   DFND 6 4,300 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,817 8,127 SH   DFND 7 8,127 0 0
INTERCONTINENTAL HOTELS GROU SPON ADR NEW2014 45857P509 273,523 6,760,340 SH   DFND 1,5 162,044 0 6,598,296
INTERDIGITAL INC COM 45867G101 4,599 80,843 SH   DFND 1,5 27,543 0 53,300
INTERFACE INC COM 458665304 78,152 3,119,858 SH   DFND 1,5 123,658 0 2,996,200
INTERFACE INC COM 458665304 1,443 57,600 SH   DFND 6 57,600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,012,718 12,373,776 SH   DFND 1,5 669,350 0 11,704,426
INTERNATIONAL BUSINESS MACHS COM 459200101 50,910 312,986 SH   DFND 2 312,986 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 18,575 114,195 SH   DFND 3 114,195 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,808 103,332 SH   DFND 6 103,332 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 29,058 178,643 SH   DFND 7 178,643 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 415,678 2,555,500 SH   DFND 11 2,555,500 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 26,054 238,395 SH   DFND 1,5 9,785 0 228,610
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3,022 27,653 SH   DFND 2 27,653 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 501 4,580 SH   DFND 3 4,580 0 0
INTERPUBLIC GROUP COS INC COM 460690100 167,736 8,704,498 SH   DFND 1,5 808 0 8,703,690
INTERPUBLIC GROUP COS INC COM 460690100 2,720 141,176 SH   DFND 2 141,176 0 0
INTERPUBLIC GROUP COS INC COM 460690100 518 26,890 SH   DFND 3 26,890 0 0
INTERPUBLIC GROUP COS INC COM 460690100 5,356 277,928 SH   DFND 6 206,128 0 71,800
INTERPUBLIC GROUP COS INC COM 460690100 12,070 626,349 SH   DFND 7 410,449 0 215,900
INTERSIL CORP CL A 46069S109 223,219 17,843,245 SH   DFND 1,5 10,700 0 17,832,545
INTERSIL CORP CL A 46069S109 20,189 1,613,836 SH   DFND 1,9 0 0 1,613,836
INTERVAL LEISURE GROUP INC COM 46113M108 51,064 2,234,749 SH   DFND 1,5 188,700 0 2,046,049
INTERVAL LEISURE GROUP INC COM 46113M108 10,014 438,266 SH   DFND 6 438,266 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 6,338 277,390 SH   DFND 7 217,390 0 60,000
INTERVAL LEISURE GROUP INC COM 46113M108 28,336 1,240,100 SH   DFND 11 1,240,100 0 0
INTEVAC INC COM 461148108 155 26,554 SH   DFND 1,5 3,219 0 23,335
INTL PAPER CO COM 460146103 131,013 2,752,943 SH   DFND 1,5 160 0 2,752,783
INTL PAPER CO COM 460146103 6,879 144,553 SH   DFND 2 144,553 0 0
INTL PAPER CO COM 460146103 3,852 80,933 SH   DFND 3 80,933 0 0
INTL PAPER CO COM 460146103 3,618 76,018 SH   DFND 7 76,018 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 167,583 5,245,175 SH   DFND 1,5 325,212 0 4,919,963
INTRALINKS HLDGS INC COM 46118H104 12,250 1,028,560 SH   DFND 6 1,028,560 0 0
INTRALINKS HLDGS INC COM 46118H104 2,145 180,100 SH   DFND 7 180,100 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 8,880 764,235 SH   DFND 1,5 12,700 0 751,535
INTREPID POTASH INC COM 46121Y102 45,577 3,817,205 SH   DFND 1,5 44,918 0 3,772,287
INTREPID POTASH INC COM 46121Y102 511 42,834 SH   DFND 6 42,834 0 0
INTREXON CORP COM 46122T102 128,603 2,635,309 SH   DFND 1,5 124,314 0 2,510,995
INTREXON CORP COM 46122T102 991 20,300 SH   DFND 6 20,300 0 0
INTUIT COM 461202103 1,069,220 10,610,503 SH   DFND 1,5 583,451 0 10,027,052
INTUIT COM 461202103 67,496 669,800 SH   DFND 1,9 0 0 669,800
INTUIT COM 461202103 9,495 94,229 SH   DFND 2 94,229 0 0
INTUIT COM 461202103 4,068 40,370 SH   DFND 3 40,370 0 0
INTUIT COM 461202103 8,671 86,043 SH   DFND 6 66,543 0 19,500
INTUIT COM 461202103 14,892 147,780 SH   DFND 7 89,780 0 58,000
INTUITIVE SURGICAL INC COM NEW 46120E602 174,859 360,907 SH   DFND 1,5 24,700 0 336,207
INTUITIVE SURGICAL INC COM NEW 46120E602 6,104 12,598 SH   DFND 2 12,598 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 995 2,053 SH   DFND 3 2,053 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,419 4,993 SH   DFND 6 4,993 0 0
INVENSENSE INC NOTE 1.750%11/0 46123DAB2 8,125 8,425,000 PRN   DFND 1,5 0 0 0
INVENTURE FOODS INC COM 461212102 2,663 262,400 SH   DFND 1,5 12,900 0 249,500
INVENTURE FOODS INC COM 461212102 3,931 387,300 SH   DFND 6 387,300 0 0
INVENTURE FOODS INC COM 461212102 861 84,800 SH   DFND 7 84,800 0 0
INVENTURE FOODS INC COM 461212102 4,671 460,240 SH   DFND 11 460,240 0 0
INVESCO LTD SHS G491BT108 649,696 17,329,856 SH   DFND 1,5 10,194 0 17,319,662
INVESCO LTD SHS G491BT108 5,531 147,539 SH   DFND 2 147,539 0 0
INVESCO LTD SHS G491BT108 434 11,586 SH   DFND 3 11,586 0 0
INVESCO LTD SHS G491BT108 19,094 509,306 SH   DFND 6 432,806 0 76,500
INVESCO LTD SHS G491BT108 70,222 1,873,090 SH   DFND 7 1,782,890 0 90,200
INVESCO LTD SHS G491BT108 1,217 32,450 SH   DFND 11 32,450 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 840 58,657 SH   DFND 1,5 0 0 58,657
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 5,993 241,642 SH   DFND 6 241,642 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,308 52,738 SH   DFND 7 52,738 0 0
INVESTORS BANCORP INC NEW COM 46146L101 234,066 19,029,716 SH   DFND 1,5 162,008 0 18,867,708
INVESTORS BANCORP INC NEW COM 46146L101 25,134 2,043,386 SH   DFND 6 2,043,386 0 0
INVESTORS BANCORP INC NEW COM 46146L101 4,024 327,138 SH   DFND 7 327,138 0 0
INVUITY INC COM NEW 46187J205 23,348 1,660,600 SH   DFND 1,5 0 0 1,660,600
INVUITY INC COM NEW 46187J205 329 23,400 SH   DFND 6 23,400 0 0
IPC HEALTHCARE INC COM 44984A105 19,985 360,797 SH   DFND 1,5 0 0 360,797
IPG PHOTONICS CORP COM 44980X109 108,458 1,273,360 SH   DFND 1,5 49,179 0 1,224,181
IRIDIUM COMMUNICATIONS INC COM 46269C102 7,619 838,200 SH   DFND 1,5 0 0 838,200
IRON MTN INC NEW COM 46284V101 1,986 64,069 SH   DFND 2 64,069 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 237,363 19,681,832 SH   DFND 1,5 1,607,738 0 18,074,094
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 737 61,103 SH   DFND 6 61,103 0 0
ISHARES NW ZEALND CP ETF 464289123 2,306 66,500 SH   DFND 1,5 8,100 0 58,400
ISHARES ALL PERU CAP ETF 464289842 2,729 93,600 SH   DFND 1,5 17,700 0 75,900
ISHARES MSCI SZ CAP ETF 464286749 17,063 521,000 SH   DFND 1,5 0 0 521,000
ISHARES MSCI SPAN CP ETF 464286764 292 8,700 SH   DFND 1,5 8,700 0 0
ISHARES 3-7 YR TR BD ETF 464288661 34,745 282,569 SH   DFND 1,5 969 0 281,600
ISHARES MSCI MALAYSI ETF 464286830 731 60,400 SH   DFND 1,5 7,600 0 52,800
ISHARES MSCI STH KOR ETF 464286772 838 15,200 SH   DFND 1,5 1,800 0 13,400
ISHARES IBOXX HI YD ETF 464288513 6,189 69,700 SH   DFND 1,5 11,100 0 58,600
ISHARES MSCI TAIWAN ETF 464286731 1,021 64,700 SH   DFND 1,5 8,100 0 56,600
ISHARES MSCI JAPAN ETF 464286848 6,917 540,000 SH   DFND 1,5 0 0 540,000
ISHARES 10-20 YR TRS ETF 464288653 7,218 54,300 SH   DFND 1,5 0 0 54,300
ISHARES EAFE VALUE ETF 464288877 704 13,448 SH   DFND 3 13,448 0 0
ISHARES IBOXX HI YD ETF 464288513 491,317 5,532,853 SH   DFND 3 5,532,853 0 0
ISHARES 1-3 YR CR BD ETF 464288646 306,853 2,913,257 SH   DFND 3 2,913,257 0 0
ISHARES MSCI ITALCPD ETF 464286855 219,426 14,736,498 SH   DFND 3 14,736,498 0 0
ISHARES U.S. PFD STK ETF 464288687 323,600 8,261,430 SH   DFND 3 8,261,430 0 0
ISHARES MSCI PAC JP ETF 464286665 304 7,002 SH   DFND 3 7,002 0 0
ISHARES NAT AMT FREE BD 464288414 1,626 15,023 SH   DFND 3 15,023 0 0
ISHARES MSCI JAPAN ETF 464286848 788,590 61,560,482 SH   DFND 3 61,560,482 0 0
ISHARES JP MOR EM MK ETF 464288281 880 8,008 SH   DFND 3 8,008 0 0
ISHARES EAFE SML CP ETF 464288273 326,466 6,398,782 SH   DFND 3 6,398,782 0 0
ISHARES MSCI SPAN CP ETF 464286764 172,757 5,149,230 SH   DFND 3 5,149,230 0 0
ISHARES MSCI TAIWAN ETF 464286731 1,243 78,788 SH   DFND 3 78,788 0 0
ISHARES MSCI AUST ETF 464286103 86,645 4,120,090 SH   DFND 3 4,120,090 0 0
ISHARES MSCI GERMANY ETF 464286806 351 12,593 SH   DFND 3 12,593 0 0
ISHARES INTL SEL DIV ETF 464288448 258,656 8,000,503 SH   DFND 3 8,000,503 0 0
ISHARES EAFE GRWTH ETF 464288885 504 7,212 SH   DFND 3 7,212 0 0
ISHARES MSCI CDA ETF 464286509 282 10,555 SH   DFND 3 10,555 0 0
ISHARES MSCI EURZONE ETF 464286608 270 7,205 SH   DFND 3 7,205 0 0
ISHARES MSCI ACWI ETF 464288257 426 7,180 SH   DFND 3 7,180 0 0
ISHARES EAFE SML CP ETF 464288273 5,269 103,274 SH   DFND 6 77,366 0 25,908
ISHARES JP MOR EM MK ETF 464288281 901 8,200 SH   DFND 6 0 0 8,200
ISHARES MSCI CDA ETF 464286509 350 13,140 SH   DFND 6 0 0 13,140
ISHARES EM MK MINVOL ETF 464286533 1,448 25,096 SH   DFND 6 0 0 25,096
ISHARES JP MOR EM MK ETF 464288281 2,268 20,629 SH   DFND 7 20,629 0 0
ISHARES GOLD TRUST ISHARES 464285105 2,523 222,480 SH   DFND 3 222,480 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,523 31,700 SH   DFND 1,5 6,900 0 24,800
ISHARES INC CORE MSCI EMKT 46434G103 160,645 3,343,975 SH   DFND 3 3,343,975 0 0
ISHARES TR MSCI USAMOMFCT 46432F396 6,094 85,300 SH   DFND 1,5 4,400 0 80,900
ISHARES TR 20+ YR TR BD ETF 464287432 108,758 925,914 SH   DFND 1,5 340,829 0 585,085
ISHARES TR MSCI PHILIPS ETF 46429B408 1,009 26,200 SH   DFND 1,5 3,100 0 23,100
ISHARES TR RUSSELL 2000 ETF 464287655 4,370 35,000 SH   DFND 1,5 35,000 0 0
ISHARES TR 7-10 Y TR BD ETF 464287440 6,616 63,000 SH   DFND 1,5 0 0 63,000
ISHARES TR USA MIN VOL ETF 46429B697 46,024 1,141,459 SH   DFND 1,5 75,890 0 1,065,569
ISHARES TR CORE S&P500 ETF 464287200 85,927 414,665 SH   DFND 1,5 7,268 0 407,397
ISHARES TR MSCI POL CAP ETF 46429B606 1,375 60,200 SH   DFND 1,5 14,900 0 45,300
ISHARES TR MSCI EAFE ETF 464287465 203,743 3,209,059 SH   DFND 1,5 47,367 0 3,161,692
ISHARES TR CHINA LG-CAP ETF 464287184 67,689 1,468,300 SH   DFND 1,5 0 0 1,468,300
ISHARES TR MSCI INDIA ETF 46429B598 797 26,300 SH   DFND 1,5 26,300 0 0
ISHARES TR U.S. FINLS ETF 464287788 45,345 505,291 SH   DFND 3 505,291 0 0
ISHARES TR U.S. REAL ES ETF 464287739 420 5,884 SH   DFND 3 5,884 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,789,054 17,344,197 SH   DFND 3 17,344,197 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 255 3,898 SH   DFND 3 3,898 0 0
ISHARES TR RUS MD CP GR ETF 464287481 68,315 705,372 SH   DFND 3 705,372 0 0
ISHARES TR CORE S&P TTL STK 464287150 611 6,486 SH   DFND 3 6,486 0 0
ISHARES TR CORE US GRW ETF 464287671 37,453 463,014 SH   DFND 3 463,014 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 209 1,460 SH   DFND 3 1,460 0 0
ISHARES TR COHEN&STEER REIT 464287564 965 10,766 SH   DFND 3 10,766 0 0
ISHARES TR CORE S&P500 ETF 464287200 14,924 72,020 SH   DFND 3 72,020 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 9,777 246,760 SH   DFND 3 246,760 0 0
ISHARES TR U.S. TECH ETF 464287721 968 9,249 SH   DFND 3 9,249 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 5,118 44,947 SH   DFND 3 44,947 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 169,205 3,670,392 SH   DFND 3 3,670,392 0 0
ISHARES TR GLOBAL 100 ETF 464287572 369 4,883 SH   DFND 3 4,883 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,566 37,111 SH   DFND 3 37,111 0 0
ISHARES TR RUS MID-CAP ETF 464287499 117,399 689,323 SH   DFND 3 689,323 0 0
ISHARES TR CORE US VAL ETF 464287663 3,627 26,959 SH   DFND 3 26,959 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 1,216 11,929 SH   DFND 3 11,929 0 0
ISHARES TR US HLTHCARE ETF 464287762 318 2,002 SH   DFND 3 2,002 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 14,968 96,833 SH   DFND 3 96,833 0 0
ISHARES TR IBOXX INV CP ETF 464287242 123,352 1,065,950 SH   DFND 3 1,065,950 0 0
ISHARES TR SP SMCP600VL ETF 464287879 71,237 604,936 SH   DFND 3 604,936 0 0
ISHARES TR SELECT DIVID ETF 464287168 95,519 1,271,049 SH   DFND 3 1,271,049 0 0
ISHARES TR SP SMCP600GR ETF 464287887 67,688 516,699 SH   DFND 3 516,699 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 1,565,591 15,812,455 SH   DFND 3 15,812,455 0 0
ISHARES TR RUSSELL 3000 ETF 464287689 1,410 11,413 SH   DFND 3 11,413 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 256,234 3,473,883 SH   DFND 3 3,473,883 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 1,427 12,149 SH   DFND 3 12,149 0 0
ISHARES TR CORE MSCI EAFE 46432F842 210 3,593 SH   DFND 3 3,593 0 0
ISHARES TR EUROPE ETF 464287861 275,122 6,291,383 SH   DFND 3 6,291,383 0 0
ISHARES TR DOW JONES US ETF 464287846 243 2,330 SH   DFND 3 2,330 0 0
ISHARES TR S&P 500 VAL ETF 464287408 42,964 465,934 SH   DFND 3 465,934 0 0
ISHARES TR S&P 100 ETF 464287101 22,792 250,902 SH   DFND 3 250,902 0 0
ISHARES TR CORE S&P SCP ETF 464287804 81,490 691,300 SH   DFND 3 691,300 0 0
ISHARES TR RUS 1000 ETF 464287622 580,562 5,016,955 SH   DFND 3 5,016,955 0 0
ISHARES TR MSCI EAFE ETF 464287465 225,096 3,545,383 SH   DFND 3 3,545,383 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 610 1,654 SH   DFND 3 1,654 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,120 6,606 SH   DFND 3 6,606 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 18,589 148,875 SH   DFND 3 148,875 0 0
ISHARES TR S&P MC 400VL ETF 464287705 1,167 9,046 SH   DFND 3 9,046 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 340,840 4,632,861 SH   DFND 3 4,632,861 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,669 21,373 SH   DFND 6 452 0 20,921
ISHARES TR MSCI EAFE ETF 464287465 2,323 36,586 SH   DFND 6 0 0 36,586
ISHARES TR CORE US AGGBD ET 464287226 25,970 238,738 SH   DFND 6 18,088 0 220,650
ISHARES TR EAFE MIN VOL ETF 46429B689 7,835 119,996 SH   DFND 6 54,480 0 65,516
ISHARES TR USA MIN VOL ETF 46429B697 8,493 210,642 SH   DFND 6 20,493 0 190,149
ISHARES TR MSCI INDIA SM CP 46429B614 500 15,000 SH   DFND 6 15,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 17,206 271,000 SH   DFND 7 271,000 0 0
ISHARES TR EAFE MIN VOL ETF 46429B689 1,164 17,828 SH   DFND 7 17,828 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,162 9,304 SH   DFND 7 9,304 0 0
ISHARES TR U.S. TECH ETF 464287721 7,102 67,852 SH   DFND 7 67,852 0 0
ISHARES TR USA MIN VOL ETF 46429B697 1,758 43,601 SH   DFND 7 43,601 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 11,976 302,284 SH   DFND 7 156,374 0 145,910
ISHARES TR MSCI INDIA ETF 46429B598 4,001 132,000 SH   DFND 7 132,000 0 0
ISHARES TR CORE S&P500 ETF 464287200 8,704 42,002 SH   DFND 7 42,002 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,618 33,263 SH   DFND 7 33,263 0 0
ISHARES TR 20+ YR TR BD ETF 464287432 10,605 90,288 SH   DFND 7 90,288 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 9,586 101,996 SH   DFND 7 101,996 0 0
ISHARES TR MSCI EAFE ETF 464287465 85,560 1,347,608 SH   DFND   5 0 1,347,603
ISIS PHARMACEUTICALS INC COM 464330109 1,015,280 17,641,702 SH   DFND 1,5 2,030,100 0 15,611,602
ISIS PHARMACEUTICALS INC COM 464330109 495 8,600 SH   DFND 6 8,600 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 2.750%10/0 464337AG9 20,839 6,000,000 PRN   DFND 1,5 0 0 0
ISTAR FINL INC COM 45031U101 39,991 3,002,307 SH   DFND 1,5 0 0 3,002,307
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 133,343 12,177,475 SH   DFND 1,5 315,813 0 11,861,662
ITC HLDGS CORP COM 465685105 143,750 4,467,047 SH   DFND 1,5 0 0 4,467,047
ITRON INC COM 465741106 2,730 79,280 SH   DFND 1,5 16,990 0 62,290
ITT CORP NEW COM NEW 450911201 7,924 189,400 SH   DFND 1,5 31,100 0 158,300
ITURAN LOCATION AND CONTROL SHS M6158M104 14,626 588,793 SH   DFND 1,5 0 0 588,793
IXIA COM 45071R109 57,440 4,617,382 SH   DFND 1,5 59,730 0 4,557,652
IXIA COM 45071R109 13,853 1,113,600 SH   DFND 1,9 0 0 1,113,600
J & J SNACK FOODS CORP COM 466032109 30,234 273,187 SH   DFND 1,5 339 0 272,848
J2 GLOBAL INC COM 48123V102 249,660 3,674,720 SH   DFND 1,5 420 0 3,674,300
J2 GLOBAL INC COM 48123V102 14,337 211,028 SH   DFND 6 211,028 0 0
JABIL CIRCUIT INC COM 466313103 146,679 6,889,574 SH   DFND 1,5 39,072 0 6,850,502
JABIL CIRCUIT INC COM 466313103 585 27,500 SH   DFND 6 27,500 0 0
JACK IN THE BOX INC COM 466367109 55,421 628,637 SH   DFND 1,5 150 0 628,487
JACK IN THE BOX INC COM 466367109 3,120 35,390 SH   DFND 7 35,390 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 187,545 4,617,052 SH   DFND 1,5 108,843 0 4,508,209
JACOBS ENGR GROUP INC DEL COM 469814107 1,745 42,963 SH   DFND 2 42,963 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 3,223 79,354 SH   DFND 3 79,354 0 0
JAKKS PAC INC COM 47012E106 8,187 827,800 SH   DFND 1,5 40,800 0 787,000
JAMES HARDIE INDS PLC SPONSORED ADR 47030M106 34,892 526,360 SH   DFND 1,5 4,400 0 521,960
JARDEN CORP NOTE 1.875% 9/1 471109AH1 10,108 6,030,000 PRN   DFND 1,5 0 0 0
JARDEN CORP COM 471109108 321,119 6,205,203 SH   DFND 1,5 8,384 0 6,196,819
JARDEN CORP COM 471109108 66,057 1,276,459 SH   DFND 6 1,276,459 0 0
JARDEN CORP COM 471109108 7,791 150,559 SH   DFND 7 150,559 0 0
JARDEN CORP COM 471109108 136,624 2,640,071 SH   DFND 11 2,640,071 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,534,394 8,714,681 SH   DFND 1,5 142,773 0 8,571,908
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 44,445 252,430 SH   DFND 6 252,430 0 0
JD COM INC SPON ADR CL A 47215P106 32,937 965,900 SH   DFND 1,5 69,700 0 896,200
JD COM INC SPON ADR CL A 47215P106 358 10,500 SH   DFND 1,9 0 0 10,500
JD COM INC SPON ADR CL A 47215P106 651 19,100 SH   DFND 6 19,100 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 5,478 473,091 SH   DFND 1,5 37,351 0 435,740
JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 9,819 10,000,000 PRN   DFND 1,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 409,720 19,736,023 SH   DFND 1,5 2,881,300 0 16,854,723
JETBLUE AIRWAYS CORP COM 477143101 8,022 386,410 SH   DFND 6 386,410 0 0
JETBLUE AIRWAYS CORP COM 477143101 3,417 164,600 SH   DFND 7 164,600 0 0
JINPAN INTL LTD ORD G5138L100 498 104,000 SH   DFND 1,5 5,600 0 98,400
JIVE SOFTWARE INC COM 47760A108 56 10,700 SH   DFND 1,9 0 0 10,700
JMP GROUP LLC COM 46629U107 3,870 496,200 SH   DFND 1,5 0 0 496,200
JOHNSON & JOHNSON COM 478160104 4,764,185 48,883,493 SH   DFND 1,5 2,165,321 0 46,718,172
JOHNSON & JOHNSON COM 478160104 92,369 947,765 SH   DFND 2 947,765 0 0
JOHNSON & JOHNSON COM 478160104 41,332 424,094 SH   DFND 3 424,094 0 0
JOHNSON & JOHNSON COM 478160104 50,214 515,224 SH   DFND 6 452,424 0 62,800
JOHNSON & JOHNSON COM 478160104 79,442 815,123 SH   DFND 7 629,723 0 185,400
JOHNSON & JOHNSON COM 478160104 72,949 748,500 SH   DFND 11 748,500 0 0
JOHNSON CTLS INC COM 478366107 501,583 10,126,850 SH   DFND 1,5 629,674 0 9,497,176
JOHNSON CTLS INC COM 478366107 11,087 223,835 SH   DFND 2 223,835 0 0
JOHNSON CTLS INC COM 478366107 3,093 62,441 SH   DFND 3 62,441 0 0
JONES LANG LASALLE INC COM 48020Q107 153,301 896,495 SH   DFND 1,5 1,046 0 895,449
JONES LANG LASALLE INC COM 48020Q107 25,078 146,656 SH   DFND 6 146,656 0 0
JONES LANG LASALLE INC COM 48020Q107 22,426 131,148 SH   DFND 7 118,548 0 12,600
JOURNAL MEDIA GROUP INC COM 48114A109 24,504 2,955,824 SH   DFND 1,5 515,615 0 2,440,209
JOY GLOBAL INC COM 481165108 25,358 700,500 SH   DFND 1,5 5,700 0 694,800
JOY GLOBAL INC COM 481165108 1,206 33,315 SH   DFND 2 33,315 0 0
JOY GLOBAL INC COM 481165108 2,661 73,518 SH   DFND 3 73,518 0 0
JOY GLOBAL INC COM 481165108 1,050 29,000 SH   DFND 6 29,000 0 0
JPMORGAN CHASE & CO COM 46625H100 8,390,205 123,822,386 SH   DFND 1,5 3,501,099 0 120,321,287
JPMORGAN CHASE & CO COM 46625H100 85,949 1,268,432 SH   DFND 2 1,268,432 0 0
JPMORGAN CHASE & CO COM 46625H100 37,109 547,658 SH   DFND 3 547,658 0 0
JPMORGAN CHASE & CO COM 46625H100 119,396 1,762,044 SH   DFND 6 1,404,964 0 357,080
JPMORGAN CHASE & CO COM 46625H100 363,933 5,370,914 SH   DFND 7 5,099,514 0 271,400
JPMORGAN CHASE & CO COM 46625H100 28,459 420,000 SH   DFND 11 420,000 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 70,276 3,076,900 SH   DFND 1,5 3,000 0 3,073,900
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 119,461 5,230,343 SH   DFND 1,9 0 0 5,230,343
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 286 12,500 SH   DFND 6 12,500 0 0
JUNIPER NETWORKS INC COM 48203R104 156,509 6,026,531 SH   DFND 1,5 240,261 0 5,786,270
JUNIPER NETWORKS INC COM 48203R104 3,270 125,923 SH   DFND 1,9 0 0 125,923
JUNIPER NETWORKS INC COM 48203R104 3,120 120,145 SH   DFND 2 120,145 0 0
JUNIPER NETWORKS INC COM 48203R104 436 16,770 SH   DFND 3 16,770 0 0
JUNO THERAPEUTICS INC COM 48205A109 350,714 6,576,290 SH   DFND 1,5 537,587 0 6,038,703
K2M GROUP HLDGS INC COM 48273J107 20,664 860,300 SH   DFND 1,5 300 0 860,000
KADANT INC COM 48282T104 723 15,312 SH   DFND 1,5 15,312 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,276 27,400 SH   DFND 6 27,400 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 3,084 37,120 SH   DFND 7 28,520 0 8,600
KAMAN CORP COM 483548103 41,880 998,580 SH   DFND 1,5 7,200 0 991,380
KANSAS CITY SOUTHERN COM NEW 485170302 207,223 2,272,186 SH   DFND 1,5 95,181 0 2,177,005
KANSAS CITY SOUTHERN COM NEW 485170302 3,447 37,794 SH   DFND 2 37,794 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,116 23,200 SH   DFND 6 23,200 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 6,041 261,300 SH   DFND 6 261,300 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,322 57,200 SH   DFND 7 57,200 0 0
KAR AUCTION SVCS INC COM 48238T109 379,675 10,151,749 SH   DFND 1,5 216,420 0 9,935,329
KAR AUCTION SVCS INC COM 48238T109 10,722 286,686 SH   DFND 6 286,686 0 0
KAR AUCTION SVCS INC COM 48238T109 4,803 128,420 SH   DFND 7 114,620 0 13,800
KARYOPHARM THERAPEUTICS INC COM 48576U106 145,688 5,354,220 SH   DFND 1,5 52,615 0 5,301,605
KATE SPADE & CO COM 485865109 400,473 18,592,054 SH   DFND 1,5 2,157,275 0 16,434,779
KATE SPADE & CO COM 485865109 1,466 68,040 SH   DFND 6 68,040 0 0
KB HOME COM 48666K109 102,093 6,150,209 SH   DFND 1,5 28,400 0 6,121,809
KB HOME COM 48666K109 1,683 101,400 SH   DFND 6 101,400 0 0
KCG HLDGS INC CL A 48244B100 5,247 425,544 SH   DFND 1,5 0 0 425,544
KEARNY FINL CORP MD COM 48716P108 19,714 1,766,520 SH   DFND 6 1,766,520 0 0
KEARNY FINL CORP MD COM 48716P108 2,886 258,600 SH   DFND 7 258,600 0 0
KELLOGG CO COM 487836108 260,703 4,157,948 SH   DFND 1,5 289,348 0 3,868,600
KELLOGG CO COM 487836108 5,369 85,630 SH   DFND 2 85,630 0 0
KELLOGG CO COM 487836108 2,454 39,143 SH   DFND 3 39,143 0 0
KELLOGG CO COM 487836108 11,192 178,494 SH   DFND 6 97,104 0 81,390
KELLOGG CO COM 487836108 72,822 1,161,441 SH   DFND 7 1,161,441 0 0
KELLOGG CO COM 487836108 19,437 310,000 SH   DFND 11 310,000 0 0
KEMET CORP COM NEW 488360207 2,218 770,256 SH   DFND 1,5 0 0 770,256
KENNEDY-WILSON HLDGS INC COM 489398107 91,219 3,709,611 SH   DFND 1,5 600 0 3,709,011
KENNEDY-WILSON HLDGS INC COM 489398107 7,912 321,750 SH   DFND 6 321,750 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 1,793 72,900 SH   DFND 7 72,900 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 50,810 5,091,225 SH   DFND 1,5 4,200 0 5,087,025
KERYX BIOPHARMACEUTICALS INC COM 492515101 291 29,167 SH   DFND 6 29,167 0 0
KEURIG GREEN MTN INC COM 49271M100 1,747,078 22,798,875 SH   DFND 1,5 1,187,929 0 21,610,946
KEURIG GREEN MTN INC COM 49271M100 3,025 39,470 SH   DFND 2 39,470 0 0
KEURIG GREEN MTN INC COM 49271M100 12,309 160,630 SH   DFND 6 148,630 0 12,000
KEURIG GREEN MTN INC COM 49271M100 7,364 96,100 SH   DFND 7 60,700 0 35,400
KEYCORP NEW COM 493267108 134,627 8,963,160 SH   DFND 1,5 605,260 0 8,357,900
KEYCORP NEW COM 493267108 4,360 290,281 SH   DFND 2 290,281 0 0
KEYCORP NEW COM 493267108 3,982 265,084 SH   DFND 3 265,084 0 0
KEYCORP NEW COM 493267108 15,156 1,009,040 SH   DFND 6 923,840 0 85,200
KEYCORP NEW COM 493267108 36,367 2,421,230 SH   DFND 7 2,421,230 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 142,602 4,572,045 SH   DFND 1,5 124,188 0 4,447,857
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,149 100,965 SH   DFND 6 43,465 0 57,500
KEYSIGHT TECHNOLOGIES INC COM 49338L103 23,621 757,338 SH   DFND 7 757,338 0 0
KEYW HLDG CORP COM 493723100 53,196 5,707,687 SH   DFND 1,5 195,996 0 5,511,691
KEYW HLDG CORP COM 493723100 239 25,644 SH   DFND 6 25,644 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,503 171,531 SH   DFND 1,5 30,691 0 140,840
KIMBERLY CLARK CORP COM 494368103 66,062 623,400 SH   DFND 1,5 100,500 0 522,900
KIMBERLY CLARK CORP COM 494368103 13,187 124,439 SH   DFND 2 124,439 0 0
KIMBERLY CLARK CORP COM 494368103 9,193 86,748 SH   DFND 3 86,748 0 0
KIMCO RLTY CORP COM 49446R109 321,435 14,260,638 SH   DFND 1,5 8,994,038 0 5,266,600
KIMCO RLTY CORP COM 49446R109 3,180 141,085 SH   DFND 2 141,085 0 0
KIMCO RLTY CORP COM 49446R109 944 41,894 SH   DFND 3 41,894 0 0
KINDER MORGAN INC DEL COM 49456B101 1,160,178 30,220,828 SH   DFND 1,5 375,351 0 29,845,477
KINDER MORGAN INC DEL COM 49456B101 22,759 592,835 SH   DFND 2 592,835 0 0
KINDER MORGAN INC DEL COM 49456B101 3,480 90,657 SH   DFND 3 90,657 0 0
KINDER MORGAN INC DEL COM 49456B101 16,560 431,370 SH   DFND 6 342,470 0 88,900
KINDER MORGAN INC DEL COM 49456B101 24,083 627,316 SH   DFND 7 359,816 0 267,500
KINDER MORGAN INC DEL COM 49456B101 3,413 88,900 SH   DFND 11 88,900 0 0
KINDRED HEALTHCARE INC COM 494580103 11,285 556,200 SH   DFND 6 556,200 0 0
KING DIGITAL ENTMT PLC ORD SHS G5258J109 18,152 1,273,800 SH   DFND 1,5 100,800 0 1,173,000
KINROSS GOLD CORP COM NO PAR 496902404 6,197 2,659,758 SH   DFND 1,5 0 0 2,659,758
KINROSS GOLD CORP COM NO PAR 496902404 376 161,493 SH   DFND 3 161,493 0 0
KIRBY CORP COM 497266106 1,311 17,100 SH   DFND 6 17,100 0 0
KIRBY CORP COM 497266106 3,641 47,500 SH   DFND 7 25,400 0 22,100
KITE PHARMA INC COM 49803L109 197,994 3,247,403 SH   DFND 1,5 54,900 0 3,192,503
KITE PHARMA INC COM 49803L109 280 4,600 SH   DFND 6 4,600 0 0
KITE RLTY GROUP TR COM NEW 49803T300 234,381 9,578,300 SH   DFND 1,5 3,832,325 0 5,745,975
KITE RLTY GROUP TR COM NEW 49803T300 10,661 435,658 SH   DFND 6 435,658 0 0
KITE RLTY GROUP TR COM NEW 49803T300 4,426 180,859 SH   DFND 7 20,825 0 160,034
KKR & CO L P DEL COM UNITS 48248M102 907,778 39,727,698 SH   DFND 1,5 0 0 39,727,698
KLA-TENCOR CORP COM 482480100 40,550 721,400 SH   DFND 1,5 81,300 0 640,100
KLA-TENCOR CORP COM 482480100 3,073 54,667 SH   DFND 2 54,667 0 0
KLA-TENCOR CORP COM 482480100 689 12,266 SH   DFND 3 12,266 0 0
KLX INC COM 482539103 2,781 63,028 SH   DFND 1,5 10,898 0 52,130
KNIGHT TRANSN INC COM 499064103 53,001 1,982,100 SH   DFND 11 1,982,100 0 0
KNOLL INC COM NEW 498904200 104,040 4,156,622 SH   DFND 1,5 47,762 0 4,108,860
KNOWLES CORP COM 49926D109 2,324 128,419 SH   DFND 1,5 24,369 0 104,050
KOHLS CORP COM 500255104 180,256 2,879,026 SH   DFND 1,5 82,029 0 2,796,997
KOHLS CORP COM 500255104 4,235 67,642 SH   DFND 2 67,642 0 0
KOHLS CORP COM 500255104 1,025 16,375 SH   DFND 3 16,375 0 0
KOHLS CORP COM 500255104 1,155 18,440 SH   DFND 6 18,440 0 0
KOPPERS HOLDINGS INC COM 50060P106 6,850 277,100 SH   DFND 1,5 0 0 277,100
KOPPERS HOLDINGS INC COM 50060P106 4,683 189,460 SH   DFND 6 189,460 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,992 80,590 SH   DFND 7 80,590 0 0
KORNIT DIGITAL LTD SHS M6372Q113 24,220 1,760,200 SH   DFND 1,5 0 0 1,760,200
KOSMOS ENERGY LTD SHS G5315B107 6,554 777,450 SH   DFND 1,5 0 0 777,450
KRAFT FOODS GROUP INC COM 50076Q106 144,483 1,697,000 SH   DFND 1,5 121,900 0 1,575,100
KRAFT FOODS GROUP INC COM 50076Q106 17,236 202,439 SH   DFND 2 202,439 0 0
KRAFT FOODS GROUP INC COM 50076Q106 13,539 159,025 SH   DFND 3 159,025 0 0
KRAFT FOODS GROUP INC COM 50076Q106 23,030 270,500 SH   DFND 11 270,500 0 0
KRATON PERFORMANCE POLYMERS COM 50077C106 6,885 288,300 SH   DFND 1,5 14,200 0 274,100
KROGER CO COM 501044101 1,215,176 16,758,738 SH   DFND 1,5 388,135 0 16,370,603
KROGER CO COM 501044101 12,150 167,568 SH   DFND 2 167,568 0 0
KROGER CO COM 501044101 8,728 120,363 SH   DFND 3 120,363 0 0
KROGER CO COM 501044101 16,392 226,067 SH   DFND 6 226,067 0 0
KROGER CO COM 501044101 49,870 687,767 SH   DFND 7 687,767 0 0
KROGER CO COM 501044101 78,598 1,083,960 SH   DFND 11 1,083,960 0 0
L BRANDS INC COM 501797104 857,215 9,999,003 SH   DFND 1,5 285,694 0 9,713,309
L BRANDS INC COM 501797104 7,189 83,851 SH   DFND 2 83,851 0 0
L BRANDS INC COM 501797104 1,474 17,193 SH   DFND 3 17,193 0 0
L BRANDS INC COM 501797104 9,782 114,104 SH   DFND 6 95,904 0 18,200
L BRANDS INC COM 501797104 7,879 91,900 SH   DFND 7 38,000 0 53,900
L-3 COMMUNICATIONS HLDGS INC COM 502424104 190,116 1,676,800 SH   DFND 1,5 2,706 0 1,674,094
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,193 28,163 SH   DFND 2 28,163 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,886 16,637 SH   DFND 3 16,637 0 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 2 503459604 56,070 2,287,626 SH   DFND 1,5 400 0 2,287,226
LA QUINTA HLDGS INC COM 50420D108 7,052 308,620 SH   DFND 6 308,620 0 0
LA QUINTA HLDGS INC COM 50420D108 3,008 131,630 SH   DFND 7 131,630 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 155,879 1,285,916 SH   DFND 1,5 52,709 0 1,233,207
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,160 34,316 SH   DFND 2 34,316 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,657 13,667 SH   DFND 3 13,667 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 207 1,711 SH   DFND 6 1,711 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,515 29,000 SH   DFND 7 29,000 0 0
LACLEDE GROUP INC COM 505597104 30,851 592,600 SH   DFND 1,5 0 0 592,600
LADDER CAP CORP CL A 505743104 36,345 2,094,841 SH   DFND 1,5 0 0 2,094,841
LAKE SHORE GOLD CORP COM 510728108 2,876 2,806,600 SH   DFND 1,5 0 0 2,806,600
LAKE SUNAPEE BK GROUP COM 510866106 2,641 183,000 SH   DFND 1,5 9,000 0 174,000
LAKELAND FINL CORP COM 511656100 60,153 1,386,979 SH   DFND 1,5 94,372 0 1,292,607
LAM RESEARCH CORP COM 512807108 64,027 787,054 SH   DFND 1,5 8,100 0 778,954
LAM RESEARCH CORP COM 512807108 4,403 54,130 SH   DFND 2 54,130 0 0
LAM RESEARCH CORP COM 512807108 3,057 37,580 SH   DFND 3 37,580 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 114,716 1,995,758 SH   DFND 1,5 1,500 0 1,994,258
LAMAR ADVERTISING CO NEW CL A 512816109 552 9,600 SH   DFND 6 9,600 0 0
LANDAUER INC COM 51476K103 2,249 63,100 SH   DFND 1,5 0 0 63,100
LANDSTAR SYS INC COM 515098101 62,859 940,015 SH   DFND 1,5 300 0 939,715
LAREDO PETROLEUM INC COM 516806106 6,871 546,180 SH   DFND 6 546,180 0 0
LAREDO PETROLEUM INC COM 516806106 2,924 232,410 SH   DFND 7 232,410 0 0
LAS VEGAS SANDS CORP COM 517834107 781,335 14,862,746 SH   DFND 1,5 298,063 0 14,564,683
LAS VEGAS SANDS CORP COM 517834107 1,490 28,339 SH   DFND 3 28,339 0 0
LAS VEGAS SANDS CORP COM 517834107 8,264 157,200 SH   DFND 6 125,400 0 31,800
LAS VEGAS SANDS CORP COM 517834107 15,150 288,180 SH   DFND 7 194,080 0 94,100
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,447 153,600 SH   DFND 1,5 7,500 0 146,100
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,291 64,600 SH   DFND 6 64,600 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 954 26,900 SH   DFND 7 3,200 0 23,700
LATTICE SEMICONDUCTOR CORP COM 518415104 1,953 331,500 SH   DFND 6 331,500 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 3,490 592,500 SH   DFND 7 404,200 0 188,300
LAUDER ESTEE COS INC CL A 518439104 2,231,443 25,749,404 SH   DFND 1,5 1,161,996 0 24,587,408
LAUDER ESTEE COS INC CL A 518439104 6,612 76,302 SH   DFND 2 76,302 0 0
LAUDER ESTEE COS INC CL A 518439104 5,634 65,010 SH   DFND 3 65,010 0 0
LAUDER ESTEE COS INC CL A 518439104 24,463 282,289 SH   DFND 6 251,989 0 30,300
LAUDER ESTEE COS INC CL A 518439104 71,484 824,880 SH   DFND 7 737,780 0 87,100
LAZARD LTD SHS A G54050102 194,483 3,458,095 SH   DFND 1,5 250 0 3,457,845
LAZARD LTD SHS A G54050102 14,636 260,237 SH   DFND 6 260,237 0 0
LAZARD LTD SHS A G54050102 9,883 175,729 SH   DFND 7 175,729 0 0
LCNB CORP COM 50181P100 13,006 802,603 SH   DFND 1,5 76,539 0 726,064
LDR HLDG CORP COM 50185U105 5,785 133,755 SH   DFND 1,5 0 0 133,755
LEAR CORP COM NEW 521865204 33,117 295,000 SH   DFND 1,5 0 0 295,000
LEAR CORP COM NEW 521865204 3,657 32,579 SH   DFND 3 32,579 0 0
LEGACY RESVS LP UNIT LP INT 524707304 75,794 8,844,100 SH   DFND 1,5 0 0 8,844,100
LEGG MASON INC COM 524901105 11,234 218,002 SH   DFND 1,5 18,002 0 200,000
LEGG MASON INC COM 524901105 1,724 33,449 SH   DFND 2 33,449 0 0
LEGG MASON INC COM 524901105 737 14,306 SH   DFND 3 14,306 0 0
LEGG MASON INC COM 524901105 3,215 62,397 SH   DFND 7 62,397 0 0
LEGGETT & PLATT INC COM 524660107 72,334 1,485,900 SH   DFND 1,5 48,000 0 1,437,900
LEGGETT & PLATT INC COM 524660107 2,294 47,123 SH   DFND 2 47,123 0 0
LEGGETT & PLATT INC COM 524660107 1,687 34,655 SH   DFND 3 34,655 0 0
LEIDOS HLDGS INC COM 525327102 112,343 2,782,845 SH   DFND 1,5 116,716 0 2,666,129
LEIDOS HLDGS INC COM 525327102 7,012 173,700 SH   DFND 6 173,700 0 0
LEIDOS HLDGS INC COM 525327102 1,548 38,340 SH   DFND 7 38,340 0 0
LEJU HLDGS LTD SPONSORED ADS 50187J108 15,943 1,909,385 SH   DFND 1,5 53,413 0 1,855,972
LENDINGCLUB CORP COM 52603A109 100,193 6,792,764 SH   DFND 1,5 363,101 0 6,429,663
LENNAR CORP CL A 526057104 398,712 7,811,758 SH   DFND 1,5 78,904 0 7,732,854
LENNAR CORP CL A 526057104 3,116 61,049 SH   DFND 2 61,049 0 0
LENNAR CORP CL A 526057104 806 15,790 SH   DFND 3 15,790 0 0
LENNAR CORP CL A 526057104 15,560 304,850 SH   DFND 6 274,850 0 30,000
LENNAR CORP CL A 526057104 5,719 112,040 SH   DFND 7 112,040 0 0
LENNOX INTL INC COM 526107107 194,418 1,805,345 SH   DFND 1,5 0 0 1,805,345
LENNOX INTL INC COM 526107107 1,432 13,300 SH   DFND 6 13,300 0 0
LEUCADIA NATL CORP COM 527288104 11,533 475,000 SH   DFND 1,5 0 0 475,000
LEUCADIA NATL CORP COM 527288104 2,619 107,852 SH   DFND 2 107,852 0 0
LEUCADIA NATL CORP COM 527288104 273 11,246 SH   DFND 3 11,246 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 474,752 9,013,704 SH   DFND 1,5 282,389 0 8,731,315
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 5,297 100,577 SH   DFND 2 100,577 0 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 120,066 14,915,092 SH   DFND 1,5 1,370,214 0 13,544,878
LEXINGTON REALTY TRUST PFD CONV SER C 529043309 26,353 552,261 SH   DFND 1,5 0 0 552,261
LEXINGTON REALTY TRUST COM 529043101 41,485 4,892,082 SH   DFND 1,5 0 0 4,892,082
LEXMARK INTL NEW CL A 529771107 131,872 2,983,522 SH   DFND 1,5 197,222 0 2,786,300
LGI HOMES INC COM 50187T106 6,193 313,109 SH   DFND 1,5 0 0 313,109
LHC GROUP INC COM 50187A107 88,619 2,316,840 SH   DFND 1,5 183,540 0 2,133,300
LIBBEY INC COM 529898108 40,388 977,200 SH   DFND 1,5 37,200 0 940,000
LIBBEY INC COM 529898108 18,343 443,810 SH   DFND 6 443,810 0 0
LIBBEY INC COM 529898108 1,480 35,800 SH   DFND 7 35,800 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 54,183 1,063,028 SH   DFND 1,5 29,200 0 1,033,828
LIBERTY BROADBAND CORP COM SER C 530307305 151,741 2,966,004 SH   DFND 1,5 76,180 0 2,889,824
LIBERTY GLOBAL PLC SHS CL C G5480U120 405,881 8,016,615 SH   DFND 1,5 376,226 0 7,640,389
LIBERTY GLOBAL PLC SHS CL A G5480U104 820,518 15,175,107 SH   DFND 1,5 552,373 0 14,622,734
LIBERTY GLOBAL PLC SHS CL A G5480U104 38,860 718,700 SH   DFND 1,10 12,000 0 706,700
LIBERTY GLOBAL PLC SHS CL C G5480U120 4,799 94,777 SH   DFND 3 94,777 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,822 33,700 SH   DFND 6 33,700 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 6,774 133,800 SH   DFND 6 97,300 0 36,500
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,795 33,200 SH   DFND 7 33,200 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 9,367 185,000 SH   DFND 7 76,500 0 108,500
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 678,735 24,458,925 SH   DFND 1,5 44,707 0 24,414,218
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 9,229 235,026 SH   DFND 1,5 0 0 235,026
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 25,820 16,220,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 33,558 64,963,641 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 3,058 5,920,000 PRN   DFND 6 0 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 25,790 715,593 SH   DFND 1,5 20,000 0 695,593
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 8,550 9,000,000 PRN   DFND 1,5 0 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 561,721 15,646,836 SH   DFND 1,5 374,625 0 15,272,211
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 1,323 36,851 SH   DFND 3 36,851 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 319 8,850 SH   DFND 3 8,850 0 0
LIBERTY PPTY TR SH BEN INT 531172104 75,537 2,344,422 SH   DFND 1,5 72,122 0 2,272,300
LIBERTY PPTY TR SH BEN INT 531172104 14,676 455,500 SH   DFND 6 455,500 0 0
LIBERTY PPTY TR SH BEN INT 531172104 6,115 189,800 SH   DFND 7 22,500 0 167,300
LIBERTY TAX INC CL A 53128T102 542 21,911 SH   DFND 6 21,911 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 2,758 85,585 SH   DFND 1,5 16,255 0 69,330
LIFELOCK INC COM 53224V100 67,458 4,113,302 SH   DFND 1,5 1,000 0 4,112,302
LIFEPOINT HEALTH INC COM 53219L109 10,777 123,950 SH   DFND 1,5 9,650 0 114,300
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 102,841 1,019,232 SH   DFND 1,5 0 0 1,019,232
LILLY ELI & CO COM 532457108 460,204 5,512,089 SH   DFND 1,5 2,865 0 5,509,224
LILLY ELI & CO COM 532457108 27,869 333,804 SH   DFND 2 333,804 0 0
LILLY ELI & CO COM 532457108 16,671 199,675 SH   DFND 3 199,675 0 0
LILLY ELI & CO COM 532457108 961 11,505 SH   DFND 6 11,505 0 0
LILLY ELI & CO COM 532457108 4,742 56,800 SH   DFND 7 56,800 0 0
LINCOLN EDL SVCS CORP COM 533535100 51 25,000 SH   DFND 1,5 0 0 25,000
LINCOLN NATL CORP IND COM 534187109 511,679 8,640,314 SH   DFND 1,5 390,614 0 8,249,700
LINCOLN NATL CORP IND COM 534187109 5,128 86,588 SH   DFND 2 86,588 0 0
LINCOLN NATL CORP IND COM 534187109 1,933 32,649 SH   DFND 3 32,649 0 0
LINEAR TECHNOLOGY CORP COM 535678106 6,604 149,321 SH   DFND 1,5 5,909 0 143,412
LINEAR TECHNOLOGY CORP COM 535678106 3,619 81,823 SH   DFND 2 81,823 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,566 103,242 SH   DFND 3 103,242 0 0
LINKEDIN CORP COM CL A 53578A108 235,879 1,141,551 SH   DFND 1,5 75,493 0 1,066,058
LINKEDIN CORP COM CL A 53578A108 5,352 25,900 SH   DFND 1,9 0 0 25,900
LINKEDIN CORP COM CL A 53578A108 3,853 18,649 SH   DFND 3 18,649 0 0
LINKEDIN CORP COM CL A 53578A108 9,883 47,830 SH   DFND 6 47,830 0 0
LINKEDIN CORP COM CL A 53578A108 35,454 171,580 SH   DFND 7 171,580 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 53,161 5,797,328 SH   DFND 1,5 50,800 0 5,746,528
LIONBRIDGE TECHNOLOGIES INC COM 536252109 40,873 6,624,510 SH   DFND 1,5 0 0 6,624,510
LIONBRIDGE TECHNOLOGIES INC COM 536252109 816 132,300 SH   DFND 1,9 0 0 132,300
LIONS GATE ENTMNT CORP COM NEW 535919203 241,415 6,515,932 SH   DFND 1,5 151,538 0 6,364,394
LIQUIDITY SERVICES INC COM 53635B107 5,171 536,916 SH   DFND 1,5 51,116 0 485,800
LITHIA MTRS INC CL A 536797103 390 3,450 SH   DFND 1,5 150 0 3,300
LIVE NATION ENTERTAINMENT IN COM 538034109 183,371 6,670,444 SH   DFND 1,5 66,000 0 6,604,444
LKQ CORP COM 501889208 22,157 732,600 SH   DFND 1,5 0 0 732,600
LKQ CORP COM 501889208 28,699 948,900 SH   DFND 11 948,900 0 0
LOCKHEED MARTIN CORP COM 539830109 208,041 1,119,100 SH   DFND 1,5 184,200 0 934,900
LOCKHEED MARTIN CORP COM 539830109 16,998 91,435 SH   DFND 2 91,435 0 0
LOCKHEED MARTIN CORP COM 539830109 11,809 63,525 SH   DFND 3 63,525 0 0
LOEWS CORP COM 540424108 3,548 92,142 SH   DFND 1,5 842 0 91,300
LOEWS CORP COM 540424108 3,919 101,760 SH   DFND 2 101,760 0 0
LOEWS CORP COM 540424108 965 25,050 SH   DFND 3 25,050 0 0
LOGITECH INTL S A SHS H50430232 49,268 3,362,300 SH   DFND 1,5 165,010 0 3,197,290
LOGMEIN INC COM 54142L109 77,678 1,204,503 SH   DFND 1,5 62,038 0 1,142,465
LOGMEIN INC COM 54142L109 606 9,391 SH   DFND 1,9 0 0 9,391
LOUISIANA PAC CORP COM 546347105 47,594 2,794,700 SH   DFND 1,5 10,500 0 2,784,200
LOWES COS INC COM 548661107 544,324 8,127,874 SH   DFND 1,5 2,488 0 8,125,386
LOWES COS INC COM 548661107 21,350 318,804 SH   DFND 2 318,804 0 0
LOWES COS INC COM 548661107 13,891 207,415 SH   DFND 3 207,415 0 0
LOWES COS INC COM 548661107 10,155 151,639 SH   DFND 6 141,619 0 10,020
LOWES COS INC COM 548661107 39,962 596,710 SH   DFND 7 596,710 0 0
LPL FINL HLDGS INC COM 50212V100 13,770 296,200 SH   DFND 1,5 0 0 296,200
LTC PPTYS INC COM 502175102 14,228 342,013 SH   DFND 1,5 0 0 342,013
LULULEMON ATHLETICA INC COM 550021109 1,290,387 19,760,900 SH   DFND 1,5 2,262,900 0 17,498,000
LULULEMON ATHLETICA INC COM 550021109 2,463 37,723 SH   DFND 6 37,723 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 83,114 4,013,242 SH   DFND 1,5 460,200 0 3,553,042
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,013 48,900 SH   DFND 6 48,900 0 0
LUMOS NETWORKS CORP COM 550283105 17,270 1,167,702 SH   DFND 1,5 0 0 1,167,702
LUXFER HLDGS PLC SPONSORED ADR 550678106 5,613 431,800 SH   DFND 1,5 6,300 0 425,500
LUXFER HLDGS PLC SPONSORED ADR 550678106 9,178 705,980 SH   DFND 6 705,980 0 0
LUXFER HLDGS PLC SPONSORED ADR 550678106 772 59,410 SH   DFND 7 59,410 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 18,947 335,050 SH   DFND 1,5 6,600 0 328,450
LUXOFT HLDG INC ORD SHS CL A G57279104 8,765 155,000 SH   DFND 1,9 0 0 155,000
LUXOFT HLDG INC ORD SHS CL A G57279104 1,611 28,487 SH   DFND 6 0 0 28,487
LUXOFT HLDG INC ORD SHS CL A G57279104 537 9,500 SH   DFND 7 0 0 9,500
LYON WILLIAM HOMES CL A NEW 552074700 9,350 364,221 SH   DFND 1,5 0 0 364,221
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,627,923 25,385,655 SH   DFND 1,5 786,999 0 24,598,656
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 13,900 134,273 SH   DFND 2 134,273 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,239 60,272 SH   DFND 3 60,272 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 25,076 242,235 SH   DFND 6 194,635 0 47,600
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 53,495 516,761 SH   DFND 7 419,161 0 97,600
M & T BK CORP COM 55261F104 935,197 7,485,771 SH   DFND 1,5 352,655 0 7,133,116
M & T BK CORP COM 55261F104 5,681 45,470 SH   DFND 2 45,470 0 0
M & T BK CORP COM 55261F104 3,629 29,050 SH   DFND 3 29,050 0 0
M & T BK CORP COM 55261F104 21,695 173,660 SH   DFND 6 156,660 0 17,000
M & T BK CORP COM 55261F104 31,550 252,540 SH   DFND 7 202,740 0 49,800
M D C HLDGS INC COM 552676108 78,136 2,607,155 SH   DFND 1,5 126,755 0 2,480,400
M D C HLDGS INC COM 552676108 827 27,600 SH   DFND 6 27,600 0 0
M/I HOMES INC NOTE 3.000% 3/0 55292PAB1 11,402 11,495,000 PRN   DFND 1,5 0 0 0
M/I HOMES INC COM 55305B101 5,974 242,170 SH   DFND 6 242,170 0 0
M/I HOMES INC COM 55305B101 1,326 53,760 SH   DFND 7 53,760 0 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 169,329 4,426,893 SH   DFND 1,5 185,100 0 4,241,793
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 5,449 142,467 SH   DFND 1,9 0 0 142,467
MACERICH CO COM 554382101 306,619 4,110,177 SH   DFND 1,5 1,825,759 0 2,284,418
MACERICH CO COM 554382101 3,591 48,143 SH   DFND 2 48,143 0 0
MACERICH CO COM 554382101 454 6,084 SH   DFND 3 6,084 0 0
MACERICH CO COM 554382101 14,286 191,500 SH   DFND 6 191,500 0 0
MACERICH CO COM 554382101 5,893 79,000 SH   DFND 7 9,400 0 69,600
MACERICH CO COM 554382101 6,918 92,740 SH   DFND 11 92,740 0 0
MACK CALI RLTY CORP COM 554489104 38,329 2,079,700 SH   DFND 1,5 83,600 0 1,996,100
MACK CALI RLTY CORP COM 554489104 9,386 509,276 SH   DFND 6 509,276 0 0
MACK CALI RLTY CORP COM 554489104 3,933 213,400 SH   DFND 7 26,400 0 187,000
MACROGENICS INC COM 556099109 121,961 3,212,042 SH   DFND 1,5 200 0 3,211,842
MACYS INC COM 55616P104 340,663 5,049,102 SH   DFND 1,5 166,233 0 4,882,869
MACYS INC COM 55616P104 14,027 207,900 SH   DFND 1,10 0 0 207,900
MACYS INC COM 55616P104 7,759 115,004 SH   DFND 2 115,004 0 0
MACYS INC COM 55616P104 2,672 39,598 SH   DFND 3 39,598 0 0
MACYS INC COM 55616P104 8,914 132,118 SH   DFND 6 105,918 0 26,200
MACYS INC COM 55616P104 9,189 136,200 SH   DFND 7 56,300 0 79,900
MADDEN STEVEN LTD COM 556269108 104,436 2,441,243 SH   DFND 1,5 47,013 0 2,394,230
MADDEN STEVEN LTD COM 556269108 16,592 387,845 SH   DFND 6 387,845 0 0
MADDEN STEVEN LTD COM 556269108 6,058 141,610 SH   DFND 7 110,610 0 31,000
MADISON SQUARE GARDEN CO CL A 55826P100 627,955 7,521,325 SH   DFND 1,5 0 0 7,521,325
MAG SILVER CORP COM 55903Q104 2,532 323,000 SH   DFND 1,5 0 0 323,000
MAGELLAN HEALTH INC COM NEW 559079207 14,014 200,000 SH   DFND 1,5 0 0 200,000
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 17,421 237,414 SH   DFND 1,5 0 0 237,414
MAGNA INTL INC COM 559222401 65,822 1,172,776 SH   DFND 1,5 53,708 0 1,119,068
MAGNA INTL INC COM 559222401 25,898 461,434 SH   DFND 6 237,726 0 223,708
MAGNA INTL INC COM 559222401 11,754 209,419 SH   DFND 7 156,919 0 52,500
MAGNA INTL INC COM 559222401 331,840 5,912,520 SH   DFND 11 5,912,520 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 28,689 3,716,190 SH   DFND 1,5 0 0 3,716,190
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 5,480 709,816 SH   DFND 1,9 0 0 709,816
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 11,314 574,900 SH   DFND 1,5 2,200 0 572,700
MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 297 15,100 SH   DFND 6 15,100 0 0
MALIBU BOATS INC COM CL A 56117J100 8,524 424,300 SH   DFND 1,5 0 0 424,300
MALLINCKRODT PUB LTD CO SHS G5785G107 467,994 3,975,481 SH   DFND 1,5 5,474 0 3,970,007
MALLINCKRODT PUB LTD CO SHS G5785G107 4,708 39,996 SH   DFND 2 39,996 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 773 6,563 SH   DFND 3 6,563 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,107 9,400 SH   DFND 6 9,400 0 0
MANCHESTER UTD PLC NEW ORD CL A G5784H106 71,077 3,979,700 SH   DFND 1,5 0 0 3,979,700
MANHATTAN ASSOCS INC COM 562750109 12,745 213,659 SH   DFND 1,5 259 0 213,400
MANHATTAN ASSOCS INC COM 562750109 307 5,152 SH   DFND 1,9 0 0 5,152
MANITOWOC INC COM 563571108 160,880 8,208,181 SH   DFND 1,5 32,634 0 8,175,547
MANITOWOC INC COM 563571108 481 24,539 SH   DFND 6 24,539 0 0
MANNING & NAPIER INC CL A 56382Q102 4,103 411,500 SH   DFND 1,5 411,500 0 0
MANNING & NAPIER INC CL A 56382Q102 882 88,500 SH   DFND 6 88,500 0 0
MANNKIND CORP COM 56400P201 52,433 9,214,968 SH   DFND 1,5 0 0 9,214,968
MANPOWERGROUP INC COM 56418H100 151,740 1,697,690 SH   DFND 1,5 7,167 0 1,690,523
MANPOWERGROUP INC COM 56418H100 29,201 326,706 SH   DFND 6 326,706 0 0
MANPOWERGROUP INC COM 56418H100 18,443 206,339 SH   DFND 7 206,339 0 0
MANTECH INTL CORP CL A 564563104 56,916 1,962,624 SH   DFND 1,5 81,414 0 1,881,210
MANULIFE FINL CORP COM 56501R106 5,852 314,907 SH   DFND 1,5 477 0 314,430
MANULIFE FINL CORP COM 56501R106 20,335 1,094,298 SH   DFND 6 7,910 0 1,086,388
MANULIFE FINL CORP COM 56501R106 7,507 403,964 SH   DFND 7 403,964 0 0
MANULIFE FINL CORP COM 56501R106 874,884 47,080,121 SH   DFND 11 41,011,221 0 6,068,900
MARATHON OIL CORP COM 565849106 135,520 5,106,272 SH   DFND 1,5 36,397 0 5,069,875
MARATHON OIL CORP COM 565849106 6,123 230,711 SH   DFND 2 230,711 0 0
MARATHON OIL CORP COM 565849106 3,484 131,283 SH   DFND 3 131,283 0 0
MARATHON OIL CORP COM 565849106 11,309 426,126 SH   DFND 6 289,886 0 136,240
MARATHON OIL CORP COM 565849106 8,582 323,372 SH   DFND 7 154,530 0 168,842
MARATHON PETE CORP COM 56585A102 367,045 7,016,729 SH   DFND 1,5 357,150 0 6,659,579
MARATHON PETE CORP COM 56585A102 9,714 185,707 SH   DFND 2 185,707 0 0
MARATHON PETE CORP COM 56585A102 7,081 135,357 SH   DFND 3 135,357 0 0
MARATHON PETE CORP COM 56585A102 23,394 447,214 SH   DFND 6 346,014 0 101,200
MARATHON PETE CORP COM 56585A102 46,107 881,428 SH   DFND 7 687,228 0 194,200
MARATHON PETE CORP COM 56585A102 3,414 65,260 SH   DFND 11 65,260 0 0
MARINEMAX INC COM 567908108 16,476 700,800 SH   DFND 1,5 2,600 0 698,200
MARKEL CORP COM 570535104 24,905 31,105 SH   DFND 1,5 5 0 31,100
MARKEL CORP COM 570535104 291 364 SH   DFND 3 364 0 0
MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 1,282 65,600 SH   DFND 1,5 8,000 0 57,600
MARKET VECTORS ETF TR VIETNAM ETF 57060U761 3,631 194,800 SH   DFND 1,5 0 0 194,800
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 294 16,544 SH   DFND 3 16,544 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,002 56,408 SH   DFND 7 56,408 0 0
MARKETAXESS HLDGS INC COM 57060D108 464 5,000 SH   DFND 1,5 0 0 5,000
MARKETO INC COM 57063L107 162,671 5,797,248 SH   DFND 1,5 592,900 0 5,204,348
MARKETO INC COM 57063L107 15,091 537,807 SH   DFND 1,9 0 0 537,807
MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 403,026 7,148,391 SH   DFND 1,5 0 0 7,148,391
MARRIOTT INTL INC NEW CL A 571903202 742,060 9,975,271 SH   DFND 1,5 532,947 0 9,442,324
MARRIOTT INTL INC NEW CL A 571903202 5,244 70,494 SH   DFND 2 70,494 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,402 32,291 SH   DFND 3 32,291 0 0
MARRIOTT INTL INC NEW CL A 571903202 231 3,100 SH   DFND 6 3,100 0 0
MARSH & MCLENNAN COS INC COM 571748102 843,527 14,877,024 SH   DFND 1,5 392,410 0 14,484,614
MARSH & MCLENNAN COS INC COM 571748102 10,447 184,255 SH   DFND 2 184,255 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,970 52,388 SH   DFND 3 52,388 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,797 102,241 SH   DFND 7 102,241 0 0
MARTIN MARIETTA MATLS INC COM 573284106 234,182 1,654,880 SH   DFND 1,5 55,110 0 1,599,770
MARTIN MARIETTA MATLS INC COM 573284106 3,003 21,221 SH   DFND 2 21,221 0 0
MARTIN MARIETTA MATLS INC COM 573284106 229 1,616 SH   DFND 3 1,616 0 0
MARTIN MARIETTA MATLS INC COM 573284106 15,377 108,662 SH   DFND 6 108,662 0 0
MARTIN MARIETTA MATLS INC COM 573284106 5,533 39,100 SH   DFND 7 39,100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 297 2,100 SH   DFND 11 2,100 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 892,199 67,667,726 SH   DFND 1,5 404,930 0 67,262,796
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 130,123 9,869,054 SH   DFND 1,9 0 0 9,869,054
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,322 100,300 SH   DFND 6 100,300 0 0
MASCO CORP COM 574599106 3,171 118,900 SH   DFND 2 118,900 0 0
MASCO CORP COM 574599106 1,908 71,558 SH   DFND 3 71,558 0 0
MASCO CORP COM 574599106 216 8,097 SH   DFND 6 8,097 0 0
MASCO CORP COM 574599106 5,618 210,649 SH   DFND 7 210,649 0 0
MASIMO CORP COM 574795100 15,631 403,476 SH   DFND 1,5 13,316 0 390,160
MASONITE INTL CORP NEW COM 575385109 376 5,358 SH   DFND 1,5 0 0 5,358
MASTERCARD INC CL A 57636Q104 4,771,838 51,046,623 SH   DFND 1,5 2,528,628 0 48,517,995
MASTERCARD INC CL A 57636Q104 30,965 331,249 SH   DFND 2 331,249 0 0
MASTERCARD INC CL A 57636Q104 14,869 159,065 SH   DFND 3 159,065 0 0
MASTERCARD INC CL A 57636Q104 33,066 353,720 SH   DFND 6 319,420 0 34,300
MASTERCARD INC CL A 57636Q104 58,990 631,047 SH   DFND 7 529,147 0 101,900
MASTERCARD INC CL A 57636Q104 1,636 17,500 SH   DFND 11 17,500 0 0
MATTEL INC COM 577081102 409,351 15,934,262 SH   DFND 1,5 574,682 0 15,359,580
MATTEL INC COM 577081102 2,971 115,660 SH   DFND 2 115,660 0 0
MATTEL INC COM 577081102 771 30,008 SH   DFND 3 30,008 0 0
MATTEL INC COM 577081102 2,515 97,900 SH   DFND 6 97,900 0 0
MATTHEWS INTL CORP CL A 577128101 19,254 362,334 SH   DFND 1,5 20,260 0 342,074
MATTHEWS INTL CORP CL A 577128101 11,474 215,916 SH   DFND 6 215,916 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 639,780 18,504,122 SH   DFND 1,5 200,849 0 18,303,273
MAXIM INTEGRATED PRODS INC COM 57772K101 95,776 2,770,100 SH   DFND 1,9 0 0 2,770,100
MAXIM INTEGRATED PRODS INC COM 57772K101 1,715 49,600 SH   DFND 6 49,600 0 0
MAXIMUS INC COM 577933104 267,394 4,068,063 SH   DFND 1,5 663 0 4,067,400
MAXIMUS INC COM 577933104 16,267 247,477 SH   DFND 6 247,477 0 0
MAXIMUS INC COM 577933104 5,456 83,007 SH   DFND 7 83,007 0 0
MAXIMUS INC COM 577933104 52,065 792,100 SH   DFND 11 792,100 0 0
MAXLINEAR INC CL A 57776J100 1,944 160,700 SH   DFND 1,9 0 0 160,700
MAXPOINT INTERACTIVE INC COM 57777M102 3,697 457,500 SH   DFND 6 457,500 0 0
MAXPOINT INTERACTIVE INC COM 57777M102 816 101,020 SH   DFND 7 101,020 0 0
MB FINANCIAL INC NEW COM 55264U108 75,458 2,191,000 SH   DFND 1,5 200 0 2,190,800
MBIA INC COM 55262C100 3,058 508,785 SH   DFND 1,5 20,885 0 487,900
MCCORMICK & CO INC COM NON VTG 579780206 470 5,800 SH   DFND 1,5 200 0 5,600
MCCORMICK & CO INC COM NON VTG 579780206 3,536 43,682 SH   DFND 2 43,682 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,602 19,795 SH   DFND 3 19,795 0 0
MCDONALDS CORP COM 580135101 1,653,841 17,396,030 SH   DFND 1,5 721,076 0 16,674,954
MCDONALDS CORP COM 580135101 31,144 327,595 SH   DFND 2 327,595 0 0
MCDONALDS CORP COM 580135101 10,381 109,189 SH   DFND 3 109,189 0 0
MCDONALDS CORP COM 580135101 24,575 258,491 SH   DFND 6 193,201 0 65,290
MCDONALDS CORP COM 580135101 80,018 841,677 SH   DFND 7 841,677 0 0
MCEWEN MNG INC COM 58039P107 651 679,110 SH   DFND 1,5 0 0 679,110
MCGRAW HILL FINL INC COM 580645109 2,250,001 22,399,212 SH   DFND 1,5 910,445 0 21,488,767
MCGRAW HILL FINL INC COM 580645109 105,131 1,046,600 SH   DFND 1,10 13,843 0 1,032,757
MCGRAW HILL FINL INC COM 580645109 9,400 93,581 SH   DFND 2 93,581 0 0
MCGRAW HILL FINL INC COM 580645109 2,739 27,270 SH   DFND 3 27,270 0 0
MCGRAW HILL FINL INC COM 580645109 22,010 219,112 SH   DFND 6 200,412 0 18,700
MCGRAW HILL FINL INC COM 580645109 61,408 611,330 SH   DFND 7 557,530 0 53,800
MCKESSON CORP COM 58155Q103 2,712,006 12,063,545 SH   DFND 1,5 288,422 0 11,775,123
MCKESSON CORP COM 58155Q103 17,789 79,131 SH   DFND 2 79,131 0 0
MCKESSON CORP COM 58155Q103 16,625 73,951 SH   DFND 3 73,951 0 0
MCKESSON CORP COM 58155Q103 33,182 147,598 SH   DFND 6 133,698 0 13,900
MCKESSON CORP COM 58155Q103 104,528 464,961 SH   DFND 7 423,861 0 41,100
MCKESSON CORP COM 58155Q103 23,751 105,650 SH   DFND 11 105,650 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 129,464 6,571,779 SH   DFND 1,5 0 0 6,571,779
MDC PARTNERS INC CL A SUB VTG 552697104 10,744 545,360 SH   DFND 6 545,360 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 2,474 125,560 SH   DFND 7 125,560 0 0
MDU RES GROUP INC COM 552690109 9,136 467,775 SH   DFND 1,5 0 0 467,775
MEAD JOHNSON NUTRITION CO COM 582839106 1,405,771 15,581,585 SH   DFND 1,5 664,370 0 14,917,215
MEAD JOHNSON NUTRITION CO COM 582839106 6,244 69,207 SH   DFND 2 69,207 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,885 20,892 SH   DFND 3 20,892 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 13,645 151,243 SH   DFND 6 123,043 0 28,200
MEAD JOHNSON NUTRITION CO COM 582839106 26,038 288,605 SH   DFND 7 204,805 0 83,800
MEADOWBROOK INS GROUP INC COM 58319P108 11,696 1,360,000 SH   DFND 11 1,360,000 0 0
MEADWESTVACO CORP COM 583334107 168,215 3,564,626 SH   DFND 1,5 87,019 0 3,477,607
MEADWESTVACO CORP COM 583334107 5,392 114,251 SH   DFND 2 114,251 0 0
MEADWESTVACO CORP COM 583334107 1,301 27,568 SH   DFND 3 27,568 0 0
MEADWESTVACO CORP COM 583334107 961 20,370 SH   DFND 6 20,370 0 0
MEDASSETS INC COM 584045108 81,090 3,675,866 SH   DFND 1,5 0 0 3,675,866
MEDASSETS INC COM 584045108 11,482 520,474 SH   DFND 6 520,474 0 0
MEDASSETS INC COM 584045108 1,954 88,570 SH   DFND 7 88,570 0 0
MEDASSETS INC COM 584045108 46,427 2,104,584 SH   DFND 11 2,104,584 0 0
MEDIA GEN INC NEW COM 58441K100 10,788 653,000 SH   DFND 1,5 0 0 653,000
MEDICAL PPTYS TRUST INC COM 58463J304 69,255 5,282,646 SH   DFND 1,5 3,585,000 0 1,697,646
MEDICAL PPTYS TRUST INC COM 58463J304 20,954 1,598,314 SH   DFND 6 1,598,314 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,113 542,590 SH   DFND 7 187,500 0 355,090
MEDICINES CO COM 584688105 37,370 1,306,170 SH   DFND 1,5 0 0 1,306,170
MEDIDATA SOLUTIONS INC COM 58471A105 138,167 2,543,567 SH   DFND 1,5 61,850 0 2,481,717
MEDIDATA SOLUTIONS INC COM 58471A105 5,285 97,300 SH   DFND 1,9 0 0 97,300
MEDIVATION INC COM 58501N101 1,204,377 10,546,212 SH   DFND 1,5 145,095 0 10,401,117
MEDIVATION INC COM 58501N101 57,779 505,950 SH   DFND 6 478,150 0 27,800
MEDIVATION INC COM 58501N101 62,799 549,904 SH   DFND 7 446,304 0 103,600
MEDIVATION INC COM 58501N101 18,249 159,800 SH   DFND 11 159,800 0 0
MEDNAX INC COM 58502B106 240,109 3,239,896 SH   DFND 1,5 36,301 0 3,203,595
MEDNAX INC COM 58502B106 9,027 121,805 SH   DFND 6 121,805 0 0
MEDNAX INC COM 58502B106 1,997 26,950 SH   DFND 7 26,950 0 0
MEDNAX INC COM 58502B106 24,670 332,880 SH   DFND 11 332,880 0 0
MEDTRONIC PLC SHS G5960L103 5,016,129 67,694,047 SH   DFND 1,5 1,078,878 0 66,615,169
MEDTRONIC PLC SHS G5960L103 36,092 487,072 SH   DFND 2 487,072 0 0
MEDTRONIC PLC SHS G5960L103 7,335 98,985 SH   DFND 3 98,985 0 0
MEDTRONIC PLC SHS G5960L103 63,949 863,013 SH   DFND 6 650,533 0 212,480
MEDTRONIC PLC SHS G5960L103 216,565 2,922,608 SH   DFND 7 2,726,608 0 196,000
MEDTRONIC PLC SHS G5960L103 132,721 1,791,100 SH   DFND 11 1,791,100 0 0
MEI PHARMA INC COM NEW 55279B202 909 531,763 SH   DFND 1,5 0 0 531,763
MELCO CROWN ENTMT LTD ADR 585464100 65,192 3,321,035 SH   DFND 1,5 178,300 0 3,142,735
MELLANOX TECHNOLOGIES LTD SHS M51363113 97,505 2,006,689 SH   DFND 1,5 234,600 0 1,772,089
MEMORIAL RESOURCE DEV CORP COM 58605Q109 172,392 9,087,605 SH   DFND 1,5 149,100 0 8,938,505
MEMORIAL RESOURCE DEV CORP COM 58605Q109 358 18,848 SH   DFND 6 18,848 0 0
MENS WEARHOUSE INC COM 587118100 47,912 747,804 SH   DFND 1,5 10,899 0 736,905
MENTOR GRAPHICS CORP COM 587200106 24,093 911,570 SH   DFND 1,5 400 0 911,170
MENTOR GRAPHICS CORP COM 587200106 22,902 866,529 SH   DFND 6 866,529 0 0
MERCADOLIBRE INC COM 58733R102 48,419 341,700 SH   DFND 1,5 47,800 0 293,900
MERCADOLIBRE INC COM 58733R102 4,670 32,956 SH   DFND 3 32,956 0 0
MERCHANTS BANCSHARES COM 588448100 377 11,410 SH   DFND 1,5 1,410 0 10,000
MERCK & CO INC NEW COM 58933Y105 416,317 7,312,783 SH   DFND 1,5 9,907 0 7,302,876
MERCK & CO INC NEW COM 58933Y105 54,973 965,623 SH   DFND 2 965,623 0 0
MERCK & CO INC NEW COM 58933Y105 24,234 425,678 SH   DFND 3 425,678 0 0
MERCK & CO INC NEW COM 58933Y105 13,730 241,170 SH   DFND 6 104,873 0 136,297
MERCK & CO INC NEW COM 58933Y105 110,288 1,937,254 SH   DFND 7 1,937,254 0 0
MERIDIAN BANCORP INC MD COM 58958U103 57,916 4,318,883 SH   DFND 1,5 58,203 0 4,260,680
MERIDIAN BANCORP INC MD COM 58958U103 7,173 534,869 SH   DFND 6 534,869 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,152 85,910 SH   DFND 7 85,910 0 0
MERIT MED SYS INC COM 589889104 8,818 409,363 SH   DFND 6 409,363 0 0
MERIT MED SYS INC COM 589889104 4,345 201,730 SH   DFND 7 132,330 0 69,400
MERITAGE HOMES CORP COM 59001A102 136,565 2,900,080 SH   DFND 1,5 0 0 2,900,080
MERRIMACK PHARMACEUTICALS IN COM 590328100 203,248 16,437,350 SH   DFND 1,5 1,831,622 0 14,605,728
MERRIMACK PHARMACEUTICALS IN COM 590328100 820 66,300 SH   DFND 6 66,300 0 0
MESA LABS INC COM 59064R109 27,559 310,000 SH   DFND 1,5 16,200 0 293,800
METABOLIX INC COM NEW 591018882 326 86,985 SH   DFND 1,5 16,333 0 70,652
METHANEX CORP COM 59151K108 267,314 4,788,792 SH   DFND 1,5 300 0 4,788,492
METHANEX CORP COM 59151K108 35,647 638,600 SH   DFND 6 191,300 0 447,300
METHANEX CORP COM 59151K108 20,709 371,000 SH   DFND 7 304,600 0 66,400
METHANEX CORP COM 59151K108 351,587 6,298,506 SH   DFND 11 5,473,206 0 825,300
METHODE ELECTRS INC COM 591520200 31,062 1,131,600 SH   DFND 1,5 13,500 0 1,118,100
METLIFE INC COM 59156R108 1,803,910 32,218,427 SH   DFND 1,5 809,867 0 31,408,560
METLIFE INC COM 59156R108 21,361 381,521 SH   DFND 2 381,521 0 0
METLIFE INC COM 59156R108 8,593 153,469 SH   DFND 3 153,469 0 0
METLIFE INC COM 59156R108 28,289 505,251 SH   DFND 6 432,611 0 72,640
METLIFE INC COM 59156R108 45,241 808,014 SH   DFND 7 704,114 0 103,900
METTLER TOLEDO INTERNATIONAL COM 592688105 1,031,173 3,019,895 SH   DFND 1,5 154,286 0 2,865,609
MFA FINL INC COM 55272X102 253,881 34,354,649 SH   DFND 1,5 211 0 34,354,438
MGIC INVT CORP WIS COM 552848103 159,028 13,974,321 SH   DFND 1,5 551,800 0 13,422,521
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 3,330 2,000,000 PRN   DFND 1,5 0 0 0
MGIC INVT CORP WIS COM 552848103 3,752 329,700 SH   DFND 6 329,700 0 0
MGM RESORTS INTERNATIONAL COM 552953101 84,893 4,651,666 SH   DFND 1,5 0 0 4,651,666
MICHAEL KORS HLDGS LTD SHS G60754101 116,251 2,761,953 SH   DFND 1,5 59,089 0 2,702,864
MICHAEL KORS HLDGS LTD SHS G60754101 1,642 39,000 SH   DFND 1,9 0 0 39,000
MICHAEL KORS HLDGS LTD SHS G60754101 2,859 67,921 SH   DFND 2 67,921 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 246 5,839 SH   DFND 3 5,839 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 833 19,799 SH   DFND 6 19,799 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,574 61,161 SH   DFND 7 61,161 0 0
MICHAELS COS INC COM 59408Q106 227,054 8,437,536 SH   DFND 1,5 4,200 0 8,433,336
MICHAELS COS INC COM 59408Q106 783 29,100 SH   DFND 6 29,100 0 0
MICREL INC COM 594793101 2,539 182,636 SH   DFND 1,5 31,926 0 150,710
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 11,892 6,230,000 PRN   DFND 1,5 0 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 63,981 1,349,091 SH   DFND 1,5 0 0 1,349,091
MICROCHIP TECHNOLOGY INC COM 595017104 3,281 69,178 SH   DFND 2 69,178 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,629 34,352 SH   DFND 3 34,352 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 31,176 34,520,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 496,092 26,331,860 SH   DFND 1,5 222,685 0 26,109,175
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 24,308 12,090,000 PRN   DFND 1,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 11,560 613,600 SH   DFND 1,9 0 0 613,600
MICRON TECHNOLOGY INC COM 595112103 6,937 368,208 SH   DFND 2 368,208 0 0
MICRON TECHNOLOGY INC COM 595112103 1,288 68,344 SH   DFND 3 68,344 0 0
MICRON TECHNOLOGY INC COM 595112103 625 33,195 SH   DFND 6 33,195 0 0
MICROSEMI CORP COM 595137100 29,344 839,600 SH   DFND 1,9 0 0 839,600
MICROSOFT CORP COM 594918104 6,127,699 138,792,723 SH   DFND 1,5 6,018,171 0 132,774,552
MICROSOFT CORP COM 594918104 219,258 4,966,200 SH   DFND 1,9 0 0 4,966,200
MICROSOFT CORP COM 594918104 122,072 2,764,948 SH   DFND 2 2,764,948 0 0
MICROSOFT CORP COM 594918104 49,598 1,123,406 SH   DFND 3 1,123,406 0 0
MICROSOFT CORP COM 594918104 34,317 777,284 SH   DFND 6 687,284 0 90,000
MICROSOFT CORP COM 594918104 84,682 1,918,062 SH   DFND 7 1,800,930 0 117,132
MICROSOFT CORP COM 594918104 40,118 908,680 SH   DFND 11 908,680 0 0
MID-AMER APT CMNTYS INC COM 59522J103 131,793 1,810,100 SH   DFND 1,5 0 0 1,810,100
MIDDLEBY CORP COM 596278101 13,529 120,550 SH   DFND 1,5 600 0 119,950
MIDDLEBY CORP COM 596278101 1,167 10,400 SH   DFND 6 10,400 0 0
MILLER HERMAN INC COM 600544100 12,726 439,900 SH   DFND 1,5 0 0 439,900
MILLER INDS INC TENN COM NEW 600551204 450 22,535 SH   DFND 1,5 22,535 0 0
MIMEDX GROUP INC COM 602496101 14,572 1,257,277 SH   DFND 1,5 500 0 1,256,777
MINDBODY INC COM CL A 60255W105 6,022 435,400 SH   DFND 1,5 0 0 435,400
MINDBODY INC COM CL A 60255W105 491 35,500 SH   DFND 11 35,500 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 33,602 1,179,000 SH   DFND 1,5 86,100 0 1,092,900
MINERVA NEUROSCIENCES INC COM 603380106 16,042 2,765,922 SH   DFND 1,5 0 0 2,765,922
MIRATI THERAPEUTICS INC COM 60468T105 76,286 2,424,075 SH   DFND 1,5 0 0 2,424,075
MITEL NETWORKS CORP COM 60671Q104 757 85,700 SH   DFND 1,5 0 0 85,700
MKS INSTRUMENT INC COM 55306N104 6,574 173,264 SH   DFND 1,5 0 0 173,264
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 770,510 14,491,435 SH   DFND 1,5 521,600 0 13,969,835
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 12,543 235,900 SH   DFND 1,9 0 0 235,900
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 30,030 564,800 SH   DFND 1,10 9,400 0 555,400
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 3,555 66,864 SH   DFND 3 66,864 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 510 9,600 SH   DFND 6 9,600 0 0
MODINE MFG CO COM 607828100 2,533 236,042 SH   DFND 1,5 0 0 236,042
MOELIS & CO CL A 60786M105 15,044 524,000 SH   DFND 1,5 0 0 524,000
MOELIS & CO CL A 60786M105 1,436 50,000 SH   DFND 6 50,000 0 0
MOELIS & CO CL A 60786M105 2,383 83,000 SH   DFND 7 83,000 0 0
MOHAWK INDS INC COM 608190104 325,963 1,707,507 SH   DFND 1,5 57,770 0 1,649,737
MOHAWK INDS INC COM 608190104 4,054 21,235 SH   DFND 2 21,235 0 0
MOHAWK INDS INC COM 608190104 271 1,421 SH   DFND 3 1,421 0 0
MOHAWK INDS INC COM 608190104 12,046 63,100 SH   DFND 6 63,100 0 0
MOHAWK INDS INC COM 608190104 5,183 27,150 SH   DFND 7 27,150 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 26,522 15,000,000 PRN   DFND 1,5 0 0 0
MOLINA HEALTHCARE INC COM 60855R100 7,649 108,800 SH   DFND 1,5 0 0 108,800
MOLINA HEALTHCARE INC COM 60855R100 14,461 205,700 SH   DFND 6 205,700 0 0
MOLINA HEALTHCARE INC COM 60855R100 3,172 45,120 SH   DFND 7 45,120 0 0
MOLSON COORS BREWING CO CL B 60871R209 401,253 5,747,787 SH   DFND 1,5 142,763 0 5,605,024
MOLSON COORS BREWING CO CL B 60871R209 3,811 54,591 SH   DFND 2 54,591 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,538 36,357 SH   DFND 3 36,357 0 0
MOLSON COORS BREWING CO CL B 60871R209 2,137 30,609 SH   DFND 6 30,609 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 221,403 9,706,419 SH   DFND 1,5 1,367,018 0 8,339,401
MONARCH CASINO & RESORT INC COM 609027107 216 10,500 SH   DFND 1,5 529 0 9,971
MONARCH CASINO & RESORT INC COM 609027107 500 24,300 SH   DFND 6 24,300 0 0
MONDELEZ INTL INC CL A 609207105 1,002,719 24,373,332 SH   DFND 1,5 664,072 0 23,709,260
MONDELEZ INTL INC CL A 609207105 22,873 555,975 SH   DFND 2 555,975 0 0
MONDELEZ INTL INC CL A 609207105 17,553 426,668 SH   DFND 3 426,668 0 0
MONDELEZ INTL INC CL A 609207105 38,937 946,457 SH   DFND 6 721,717 0 224,740
MONDELEZ INTL INC CL A 609207105 135,542 3,294,663 SH   DFND 7 3,149,032 0 145,631
MONEYGRAM INTL INC COM NEW 60935Y208 33,245 3,617,500 SH   DFND 1,5 25,500 0 3,592,000
MONMOUTH REAL ESTATE INVT CO CL A 609720107 20,212 2,079,394 SH   DFND 1,5 1,059,672 0 1,019,722
MONOLITHIC PWR SYS INC COM 609839105 97,608 1,924,836 SH   DFND 1,5 4,390 0 1,920,446
MONOLITHIC PWR SYS INC COM 609839105 17,766 350,347 SH   DFND 1,9 0 0 350,347
MONOLITHIC PWR SYS INC COM 609839105 81,651 1,610,157 SH   DFND 6 1,610,157 0 0
MONOLITHIC PWR SYS INC COM 609839105 25,824 509,251 SH   DFND 7 477,851 0 31,400
MONOLITHIC PWR SYS INC COM 609839105 13,955 275,190 SH   DFND 11 275,190 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 417 17,300 SH   DFND 6 17,300 0 0
MONSANTO CO NEW COM 61166W101 2,137,803 20,056,318 SH   DFND 1,5 627,386 0 19,428,932
MONSANTO CO NEW COM 61166W101 17,345 162,723 SH   DFND 2 162,723 0 0
MONSANTO CO NEW COM 61166W101 11,148 104,585 SH   DFND 3 104,585 0 0
MONSANTO CO NEW COM 61166W101 38,747 363,513 SH   DFND 6 257,693 0 105,820
MONSANTO CO NEW COM 61166W101 164,885 1,546,912 SH   DFND 7 1,476,212 0 70,700
MONSTER BEVERAGE CORP NEW COM 61174X109 2,283,703 17,040,020 SH   DFND 1,5 1,189,805 0 15,850,215
MONSTER BEVERAGE CORP NEW COM 61174X109 24,472 182,600 SH   DFND 1,10 3,000 0 179,600
MONSTER BEVERAGE CORP NEW COM 61174X109 6,734 50,249 SH   DFND 2 50,249 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 11,633 86,801 SH   DFND 3 86,801 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 29,758 222,042 SH   DFND 6 199,542 0 22,500
MONSTER BEVERAGE CORP NEW COM 61174X109 65,871 491,502 SH   DFND 7 426,602 0 64,900
MONSTER WORLDWIDE INC COM 611742107 34,806 5,322,012 SH   DFND 1,5 0 0 5,322,012
MOODYS CORP COM 615369105 362,291 3,355,787 SH   DFND 1,5 126,035 0 3,229,752
MOODYS CORP COM 615369105 6,567 60,824 SH   DFND 2 60,824 0 0
MOODYS CORP COM 615369105 2,223 20,591 SH   DFND 3 20,591 0 0
MOODYS CORP COM 615369105 889 8,235 SH   DFND 6 8,235 0 0
MOODYS CORP COM 615369105 6,315 58,490 SH   DFND 7 58,490 0 0
MOODYS CORP COM 615369105 87,055 806,360 SH   DFND 11 806,360 0 0
MOOG INC CL A 615394202 129,565 1,833,122 SH   DFND 1,5 0 0 1,833,122
MORGAN STANLEY COM NEW 617446448 1,719,164 44,319,768 SH   DFND 1,5 2,022,759 0 42,297,009
MORGAN STANLEY COM NEW 617446448 20,385 525,532 SH   DFND 2 525,532 0 0
MORGAN STANLEY COM NEW 617446448 8,955 230,849 SH   DFND 3 230,849 0 0
MORGAN STANLEY COM NEW 617446448 14,856 382,988 SH   DFND 6 382,988 0 0
MORGAN STANLEY COM NEW 617446448 23,070 594,743 SH   DFND 7 594,743 0 0
MOSAIC CO NEW COM 61945C103 113,651 2,425,847 SH   DFND 1,5 88,853 0 2,336,994
MOSAIC CO NEW COM 61945C103 4,970 106,077 SH   DFND 2 106,077 0 0
MOSAIC CO NEW COM 61945C103 1,596 34,058 SH   DFND 3 34,058 0 0
MOTORCAR PTS AMER INC COM 620071100 25,119 834,806 SH   DFND 6 834,806 0 0
MOTORCAR PTS AMER INC COM 620071100 2,304 76,560 SH   DFND 7 76,560 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 7,725 134,724 SH   DFND 1,5 528 0 134,196
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,638 63,453 SH   DFND 2 63,453 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,543 26,914 SH   DFND 3 26,914 0 0
MOVADO GROUP INC COM 624580106 3,224 118,700 SH   DFND 1,5 103,731 0 14,969
MPLX LP COM UNIT REP LTD 55336V100 99,348 1,391,813 SH   DFND 1,5 0 0 1,391,813
MRC GLOBAL INC COM 55345K103 40,950 2,652,228 SH   DFND 1,5 76,170 0 2,576,058
MRC GLOBAL INC COM 55345K103 1,383 89,600 SH   DFND 6 89,600 0 0
MRC GLOBAL INC COM 55345K103 2,396 155,170 SH   DFND 7 113,670 0 41,500
MSCI INC COM 55354G100 2,621 42,577 SH   DFND 1,5 7,609 0 34,968
MSCI INC COM 55354G100 19,856 322,600 SH   DFND 1,10 0 0 322,600
MUELLER INDS INC COM 624756102 123,678 3,562,150 SH   DFND 1,5 5,250 0 3,556,900
MULTI COLOR CORP COM 625383104 24,019 376,000 SH   DFND 1,5 10,700 0 365,300
MULTI COLOR CORP COM 625383104 110,704 1,732,995 SH   DFND 6 1,732,995 0 0
MULTI COLOR CORP COM 625383104 10,972 171,760 SH   DFND 7 153,560 0 18,200
MULTI FINELINE ELECTRONIX IN COM 62541B101 36,113 1,652,035 SH   DFND 1,5 64,930 0 1,587,105
MURPHY OIL CORP COM 626717102 2,278 54,800 SH   DFND 1,5 0 0 54,800
MURPHY OIL CORP COM 626717102 2,378 57,194 SH   DFND 2 57,194 0 0
MURPHY OIL CORP COM 626717102 1,088 26,173 SH   DFND 3 26,173 0 0
MURPHY USA INC COM 626755102 143,608 2,572,695 SH   DFND 1,5 5,149 0 2,567,546
MYLAN N V SHS EURO N59465109 662,736 9,766,224 SH   DFND 1,5 326,919 0 9,439,305
MYLAN N V SHS EURO N59465109 9,548 140,699 SH   DFND 2 140,699 0 0
MYLAN N V SHS EURO N59465109 1,630 24,016 SH   DFND 3 24,016 0 0
MYOS CORP COM NEW 554051201 289 80,000 SH   DFND 1,5 0 0 80,000
MYRIAD GENETICS INC COM 62855J104 47,056 1,384,400 SH   DFND 1,5 0 0 1,384,400
NABORS INDUSTRIES LTD SHS G6359F103 43,003 2,980,100 SH   DFND 1,5 38,577 0 2,941,523
NABORS INDUSTRIES LTD SHS G6359F103 3,461 239,819 SH   DFND 3 239,819 0 0
NACCO INDS INC CL A 629579103 18,836 310,000 SH   DFND 1,5 16,200 0 293,800
NANOMETRICS INC COM 630077105 2,175 134,900 SH   DFND 1,9 0 0 134,900
NANOSPHERE INC COM NEW 63009F204 324 100,006 SH   DFND 1,5 0 0 100,006
NASDAQ OMX GROUP INC COM 631103108 33,801 692,500 SH   DFND 1,5 4,900 0 687,600
NASDAQ OMX GROUP INC COM 631103108 1,981 40,593 SH   DFND 2 40,593 0 0
NASDAQ OMX GROUP INC COM 631103108 387 7,932 SH   DFND 3 7,932 0 0
NASDAQ OMX GROUP INC COM 631103108 90,347 1,850,997 SH   DFND 6 1,850,997 0 0
NASDAQ OMX GROUP INC COM 631103108 51,874 1,062,764 SH   DFND 7 1,062,764 0 0
NASDAQ OMX GROUP INC COM 631103108 30,004 614,700 SH   DFND 11 614,700 0 0
NATIONAL BANKSHARES INC VA COM 634865109 585 20,000 SH   DFND 1,5 20,000 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,679 74,662 SH   DFND 11 74,662 0 0
NATIONAL FUEL GAS CO N J COM 636180101 104,572 1,775,719 SH   DFND 1,5 0 0 1,775,719
NATIONAL GRID PLC SPON ADR NEW 636274300 505 7,820 SH   DFND 3 7,820 0 0
NATIONAL HEALTHCARE CORP COM 635906100 2,210 34,000 SH   DFND 1,5 358 0 33,642
NATIONAL HOLDINGS CORP COM NEW 636375206 2,393 666,560 SH   DFND 6 666,560 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 480 133,691 SH   DFND 7 133,691 0 0
NATIONAL INTERSTATE CORP COM 63654U100 26,055 953,700 SH   DFND 1,5 49,900 0 903,800
NATIONAL OILWELL VARCO INC COM 637071101 172,748 3,578,037 SH   DFND 1,5 149,073 0 3,428,964
NATIONAL OILWELL VARCO INC COM 637071101 6,401 132,579 SH   DFND 2 132,579 0 0
NATIONAL OILWELL VARCO INC COM 637071101 690 14,283 SH   DFND 3 14,283 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,174 45,030 SH   DFND 6 45,030 0 0
NATIONAL PENN BANCSHARES INC COM 637138108 62,904 5,576,600 SH   DFND 1,5 0 0 5,576,600
NATIONAL RETAIL PPTYS INC COM 637417106 88,941 2,540,459 SH   DFND 1,5 159 0 2,540,300
NATIONAL WESTN LIFE INS CO CL A 638522102 37,820 157,920 SH   DFND 1,5 8,100 0 149,820
NATIONSTAR MTG HLDGS INC COM 63861C109 1,233 73,400 SH   DFND 1,5 0 0 73,400
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 143 25,236 SH   DFND 1,5 25,236 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 313 12,700 SH   DFND 1,5 0 0 12,700
NATURAL GROCERS BY VITAMIN C COM 63888U108 13,326 541,259 SH   DFND 6 541,259 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 4,883 198,350 SH   DFND 7 198,350 0 0
NATUS MEDICAL INC DEL COM 639050103 27,664 650,000 SH   DFND 1,5 0 0 650,000
NAVIENT CORP COM 63938C108 296,842 16,301,043 SH   DFND 1,5 24,683 0 16,276,360
NAVIENT CORP COM 63938C108 2,422 133,022 SH   DFND 2 133,022 0 0
NAVIENT CORP COM 63938C108 189 10,371 SH   DFND 3 10,371 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 17,617 4,735,633 SH   DFND 1,5 13,700 0 4,721,933
NAVISTAR INTL CORP NEW COM 63934E108 20,772 917,878 SH   DFND 1,5 0 0 917,878
NAVISTAR INTL CORP NEW COM 63934E108 2,365 104,520 SH   DFND 6 104,520 0 0
NAVISTAR INTL CORP NEW COM 63934E108 559 24,710 SH   DFND 7 24,710 0 0
NCI INC CL A 62886K104 9,679 936,949 SH   DFND 1,5 86,619 0 850,330
NCR CORP NEW COM 62886E108 113,699 3,777,390 SH   DFND 1,5 14,170 0 3,763,220
NCR CORP NEW COM 62886E108 7,233 240,300 SH   DFND 6 104,410 0 135,890
NCR CORP NEW COM 62886E108 57,748 1,918,528 SH   DFND 7 1,918,528 0 0
NEENAH PAPER INC COM 640079109 50,228 851,900 SH   DFND 1,5 1,800 0 850,100
NEKTAR THERAPEUTICS COM 640268108 21,390 1,709,803 SH   DFND 1,5 0 0 1,709,803
NELNET INC CL A 64031N108 1,273 29,400 SH   DFND 1,5 0 0 29,400
NEONODE INC COM NEW 64051M402 11,015 3,733,841 SH   DFND 1,5 198,690 0 3,535,151
NEOVASC INC COM 64065J106 67,992 9,940,348 SH   DFND 1,5 0 0 9,940,348
NEOVASC INC COM 64065J106 129 18,800 SH   DFND 6 18,800 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 13,763 752,878 SH   DFND 1,5 72,478 0 680,400
NETAPP INC COM 64110D104 9,756 309,137 SH   DFND 1,5 25,510 0 283,627
NETAPP INC COM 64110D104 3,364 106,596 SH   DFND 2 106,596 0 0
NETAPP INC COM 64110D104 379 12,000 SH   DFND 3 12,000 0 0
NETEASE INC SPONSORED ADR 64110W102 30,407 209,900 SH   DFND 1,5 1,100 0 208,800
NETEASE INC SPONSORED ADR 64110W102 1,029 7,100 SH   DFND 6 7,100 0 0
NETFLIX INC COM 64110L106 1,160,259 1,766,157 SH   DFND 1,5 115,776 0 1,650,381
NETFLIX INC COM 64110L106 13,612 20,721 SH   DFND 2 20,721 0 0
NETFLIX INC COM 64110L106 5,926 9,021 SH   DFND 3 9,021 0 0
NETFLIX INC COM 64110L106 2,561 3,899 SH   DFND 6 3,899 0 0
NETGEAR INC COM 64111Q104 124,919 4,161,198 SH   DFND 1,5 171,639 0 3,989,559
NETSUITE INC COM 64118Q107 82,647 900,789 SH   DFND 1,5 1,700 0 899,089
NETSUITE INC COM 64118Q107 47,022 512,500 SH   DFND 1,9 0 0 512,500
NEUROCRINE BIOSCIENCES INC COM 64125C109 492,139 10,304,417 SH   DFND 1,5 85,523 0 10,218,894
NEUROCRINE BIOSCIENCES INC COM 64125C109 33,693 705,463 SH   DFND 6 705,463 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,486 52,060 SH   DFND 7 52,060 0 0
NEUSTAR INC CL A 64126X201 71,694 2,454,438 SH   DFND 1,5 158,832 0 2,295,606
NEVRO CORP COM 64157F103 90,250 1,679,062 SH   DFND 1,5 17,880 0 1,661,182
NEW GOLD INC CDA COM 644535106 29,048 10,829,959 SH   DFND 1,5 0 0 10,829,959
NEW JERSEY RES COM 646025106 3,221 116,900 SH   DFND 6 72,700 0 44,200
NEW JERSEY RES COM 646025106 528 19,180 SH   DFND 7 19,180 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,595 144,734 SH   DFND 1,5 29,594 0 115,140
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 35,498 1,447,700 SH   DFND 1,5 600 0 1,447,100
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 56,295 2,295,901 SH   DFND 1,9 0 0 2,295,901
NEW RELIC INC COM 64829B100 37,636 1,069,517 SH   DFND 1,5 105,775 0 963,742
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,036 67,950 SH   DFND 1,5 0 0 67,950
NEW SR INVT GROUP INC COM 648691103 24,936 1,865,056 SH   DFND 1,5 0 0 1,865,056
NEW YORK CMNTY BANCORP INC COM 649445103 4,362 237,300 SH   DFND 1,5 0 0 237,300
NEW YORK MTG TR INC PFD-C CONV 649604808 5,976 249,325 SH   DFND 1,5 0 0 249,325
NEW YORK REIT INC COM 64976L109 118,081 11,867,465 SH   DFND 1,5 7,687,262 0 4,180,203
NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 9,058 2,049,361 SH   DFND 1,5 0 0 2,049,361
NEWELL RUBBERMAID INC COM 651229106 185,923 4,522,581 SH   DFND 1,5 14,981 0 4,507,600
NEWELL RUBBERMAID INC COM 651229106 3,775 91,838 SH   DFND 2 91,838 0 0
NEWELL RUBBERMAID INC COM 651229106 3,852 93,688 SH   DFND 3 93,688 0 0
NEWFIELD EXPL CO COM 651290108 436,682 12,089,764 SH   DFND 1,5 226,385 0 11,863,379
NEWFIELD EXPL CO COM 651290108 2,011 55,662 SH   DFND 2 55,662 0 0
NEWFIELD EXPL CO COM 651290108 844 23,362 SH   DFND 3 23,362 0 0
NEWLINK GENETICS CORP COM 651511107 77,070 1,740,916 SH   DFND 1,5 200 0 1,740,716
NEWLINK GENETICS CORP COM 651511107 16,553 373,920 SH   DFND 6 373,920 0 0
NEWLINK GENETICS CORP COM 651511107 1,793 40,500 SH   DFND 7 40,500 0 0
NEWMARKET CORP COM 651587107 37,843 85,253 SH   DFND 1,5 0 0 85,253
NEWMONT MINING CORP COM 651639106 38,747 1,658,700 SH   DFND 1,5 0 0 1,658,700
NEWMONT MINING CORP COM 651639106 4,223 180,764 SH   DFND 2 180,764 0 0
NEWMONT MINING CORP COM 651639106 525 22,481 SH   DFND 3 22,481 0 0
NEWS CORP NEW CL A 65249B109 15,245 1,044,867 SH   DFND 1,5 32,298 0 1,012,569
NEWS CORP NEW CL A 65249B109 2,498 171,201 SH   DFND 2 171,201 0 0
NEWS CORP NEW CL A 65249B109 573 39,263 SH   DFND 3 39,263 0 0
NEXSTAR BROADCASTING GROUP I CL A 65336K103 108,136 1,930,998 SH   DFND 1,5 3,600 0 1,927,398
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 7,683 143,600 SH   DFND 1,5 92,300 0 51,300
NEXTERA ENERGY INC COM 65339F101 770,683 7,861,703 SH   DFND 1,5 53 0 7,861,650
NEXTERA ENERGY INC COM 65339F101 14,879 151,781 SH   DFND 2 151,781 0 0
NEXTERA ENERGY INC COM 65339F101 8,181 83,454 SH   DFND 3 83,454 0 0
NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 67,445 1,702,300 SH   DFND 1,5 0 0 1,702,300
NIC INC COM 62914B100 38,298 2,095,096 SH   DFND 1,5 1,100 0 2,093,996
NIC INC COM 62914B100 5,436 297,400 SH   DFND 1,9 0 0 297,400
NICE SYS LTD SPONSORED ADR 653656108 9,672 152,100 SH   DFND 6 152,100 0 0
NICE SYS LTD SPONSORED ADR 653656108 6,423 101,010 SH   DFND 7 81,110 0 19,900
NICHOLAS FINANCIAL INC COM NEW 65373J209 3,320 261,000 SH   DFND 1,5 13,100 0 247,900
NIELSEN N V COM N63218106 5,648 126,151 SH   DFND 2 126,151 0 0
NIKE INC CL B 654106103 4,446,730 41,165,803 SH   DFND 1,5 1,923,610 0 39,242,193
NIKE INC CL B 654106103 25,709 238,001 SH   DFND 2 238,001 0 0
NIKE INC CL B 654106103 19,648 181,891 SH   DFND 3 181,891 0 0
NIKE INC CL B 654106103 15,623 144,633 SH   DFND 6 119,833 0 24,800
NIKE INC CL B 654106103 29,158 269,929 SH   DFND 7 197,129 0 72,800
NIMBLE STORAGE INC COM 65440R101 268,374 9,564,294 SH   DFND 1,5 357,100 0 9,207,194
NIMBLE STORAGE INC COM 65440R101 682 24,300 SH   DFND 1,9 0 0 24,300
NIMBLE STORAGE INC COM 65440R101 859 30,612 SH   DFND 6 30,612 0 0
NISOURCE INC COM 65473P105 645,445 14,157,602 SH   DFND 1,5 319,431 0 13,838,171
NISOURCE INC COM 65473P105 4,949 108,551 SH   DFND 2 108,551 0 0
NISOURCE INC COM 65473P105 1,265 27,744 SH   DFND 3 27,744 0 0
NISOURCE INC COM 65473P105 277 6,077 SH   DFND 6 6,077 0 0
NISOURCE INC COM 65473P105 4,532 99,400 SH   DFND 7 99,400 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 1,515 100,000 SH   DFND 1,5 0 0 100,000
NN INC COM 629337106 5,464 214,100 SH   DFND 6 214,100 0 0
NN INC COM 629337106 1,182 46,300 SH   DFND 7 46,300 0 0
NOAH HLDGS LTD SPONSORED ADS 65487X102 868 28,700 SH   DFND 1,9 0 0 28,700
NOBLE CORP PLC SHS USD G65431101 88,243 5,733,800 SH   DFND 1,5 325,300 0 5,408,500
NOBLE CORP PLC SHS USD G65431101 1,273 82,724 SH   DFND 2 82,724 0 0
NOBLE CORP PLC SHS USD G65431101 2,132 138,562 SH   DFND 3 138,562 0 0
NOBLE ENERGY INC COM 655044105 1,488,472 34,875,159 SH   DFND 1,5 1,454,658 0 33,420,501
NOBLE ENERGY INC COM 655044105 5,646 132,290 SH   DFND 2 132,290 0 0
NOBLE ENERGY INC COM 655044105 1,221 28,597 SH   DFND 3 28,597 0 0
NOBLE ENERGY INC COM 655044105 2,083 48,802 SH   DFND 6 48,802 0 0
NOKIA CORP SPONSORED ADR 654902204 10,009 1,461,240 SH   DFND 1,5 0 0 1,461,240
NOKIA CORP SPONSORED ADR 654902204 120 17,584 SH   DFND 3 17,584 0 0
NOODLES & CO CL A 65540B105 38,055 2,606,500 SH   DFND 1,5 236,700 0 2,369,800
NORD ANGLIA EDUCATION INC SHS G6583A102 11,034 450,000 SH   DFND 1,5 1,651 0 448,349
NORDIC AMERICAN TANKERS LIMI COM G65773106 10,673 750,000 SH   DFND 1,5 0 0 750,000
NORDSTROM INC COM 655664100 56,445 757,649 SH   DFND 1,5 124,949 0 632,700
NORDSTROM INC COM 655664100 3,589 48,178 SH   DFND 2 48,178 0 0
NORDSTROM INC COM 655664100 588 7,895 SH   DFND 3 7,895 0 0
NORFOLK SOUTHERN CORP COM 655844108 97,956 1,121,286 SH   DFND 1,5 72 0 1,121,214
NORFOLK SOUTHERN CORP COM 655844108 9,102 104,193 SH   DFND 2 104,193 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,728 42,672 SH   DFND 3 42,672 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,749 20,020 SH   DFND 6 20,020 0 0
NORFOLK SOUTHERN CORP COM 655844108 7,587 86,853 SH   DFND 7 86,853 0 0
NORTEK INC COM NEW 656559309 28,418 341,850 SH   DFND 1,5 0 0 341,850
NORTHERN OIL & GAS INC NEV COM 665531109 61,716 9,116,082 SH   DFND 1,5 0 0 9,116,082
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 19,016 800,000 SH   DFND 1,5 0 0 800,000
NORTHERN TR CORP COM 665859104 433,949 5,675,510 SH   DFND 1,5 7,425 0 5,668,085
NORTHERN TR CORP COM 665859104 5,742 75,093 SH   DFND 2 75,093 0 0
NORTHERN TR CORP COM 665859104 2,493 32,607 SH   DFND 3 32,607 0 0
NORTHERN TR CORP COM 665859104 5,461 71,423 SH   DFND 6 71,423 0 0
NORTHROP GRUMMAN CORP COM 666807102 131,339 827,960 SH   DFND 1,5 160 0 827,800
NORTHROP GRUMMAN CORP COM 666807102 10,511 66,260 SH   DFND 2 66,260 0 0
NORTHROP GRUMMAN CORP COM 666807102 5,207 32,823 SH   DFND 3 32,823 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 24,326 1,315,629 SH   DFND 1,5 22,195 0 1,293,434
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 151,770 9,545,276 SH   DFND 1,5 1,812 0 9,543,464
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 25,199 1,584,860 SH   DFND 6 1,584,860 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 10,528 662,140 SH   DFND 7 599,440 0 62,700
NORWOOD FINANCIAL CORP COM 669549107 6,102 208,110 SH   DFND 1,5 9,800 0 198,310
NOVADAQ TECHNOLOGIES INC COM 66987G102 77,467 6,396,941 SH   DFND 1,5 200,200 0 6,196,741
NOVADAQ TECHNOLOGIES INC COM 66987G102 283 23,400 SH   DFND 6 23,400 0 0
NOVAGOLD RES INC COM NEW 66987E206 40,030 11,654,457 SH   DFND 1,5 970,718 0 10,683,739
NOVARTIS A G SPONSORED ADR 66987V109 519,860 5,286,355 SH   DFND 1,5 38,342 0 5,248,013
NOVARTIS A G SPONSORED ADR 66987V109 7,243 73,650 SH   DFND 3 73,650 0 0
NOVARTIS A G SPONSORED ADR 66987V109 597 6,067 SH   DFND 6 6,067 0 0
NOVARTIS A G SPONSORED ADR 66987V109 5,047 51,326 SH   DFND 7 51,326 0 0
NOVAVAX INC COM 670002104 308,231 27,668,864 SH   DFND 1,5 52,500 0 27,616,364
NOVAVAX INC COM 670002104 228 20,500 SH   DFND 6 20,500 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 47,563 20,000,000 PRN   DFND 1,5 0 0 0
NOVO-NORDISK A S ADR 670100205 444,921 8,124,921 SH   DFND 1,5 127,000 0 7,997,921
NOVO-NORDISK A S ADR 670100205 9,230 168,558 SH   DFND 3 168,558 0 0
NOW INC COM 67011P100 997 50,069 SH   DFND 1,5 2,779 0 47,290
NRG ENERGY INC COM NEW 629377508 194,054 8,481,378 SH   DFND 1,5 417 0 8,480,961
NRG ENERGY INC COM NEW 629377508 2,609 114,023 SH   DFND 2 114,023 0 0
NRG ENERGY INC COM NEW 629377508 539 23,574 SH   DFND 3 23,574 0 0
NRG ENERGY INC COM NEW 629377508 9,928 433,904 SH   DFND 6 433,904 0 0
NRG ENERGY INC COM NEW 629377508 35,423 1,548,210 SH   DFND 7 1,548,210 0 0
NRG YIELD INC CL A NEW 62942X306 10,316 469,123 SH   DFND 1,5 0 0 469,123
NRG YIELD INC CL C 62942X405 162,162 7,408,048 SH   DFND 1,5 1,685,300 0 5,722,748
NTELOS HLDGS CORP COM NEW 67020Q305 73 15,800 SH   DFND 1,5 0 0 15,800
NU SKIN ENTERPRISES INC CL A 67018T105 293,832 6,234,495 SH   DFND 1,5 23,300 0 6,211,195
NU SKIN ENTERPRISES INC CL A 67018T105 17,678 375,100 SH   DFND 6 375,100 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 32,380 32,000,000 PRN   DFND 1,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 43,052 2,458,700 SH   DFND 1,5 73,360 0 2,385,340
NUCOR CORP COM 670346105 202,147 4,586,945 SH   DFND 1,5 91,345 0 4,495,600
NUCOR CORP COM 670346105 4,808 109,101 SH   DFND 2 109,101 0 0
NUCOR CORP COM 670346105 4,366 99,079 SH   DFND 3 99,079 0 0
NUCOR CORP COM 670346105 970 22,004 SH   DFND 6 22,004 0 0
NUTRACEUTICAL INTL CORP COM 67060Y101 28,414 1,148,504 SH   DFND 1,5 65,000 0 1,083,504
NUTRI SYS INC NEW COM 67069D108 10,206 410,200 SH   DFND 1,5 1,500 0 408,700
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 95 15,189 SH   DFND 1,5 0 0 15,189
NVIDIA CORP COM 67066G104 1,658,550 82,473,885 SH   DFND 1,5 9,854,500 0 72,619,385
NVIDIA CORP COM 67066G104 3,514 174,739 SH   DFND 2 174,739 0 0
NVIDIA CORP COM 67066G104 375 18,661 SH   DFND 3 18,661 0 0
NVIDIA CORP COM 67066G104 1,647 81,910 SH   DFND 6 81,910 0 0
NVR INC COM 62944T105 215,669 160,947 SH   DFND 1,5 1,300 0 159,647
NXP SEMICONDUCTORS N V COM N6596X109 1,465,249 14,921,069 SH   DFND 1,5 360,080 0 14,560,989
NXP SEMICONDUCTORS N V COM N6596X109 2,200 22,400 SH   DFND 1,9 0 0 22,400
NXP SEMICONDUCTORS N V COM N6596X109 262 2,671 SH   DFND 3 2,671 0 0
NXP SEMICONDUCTORS N V COM N6596X109 64,349 655,282 SH   DFND 6 620,582 0 34,700
NXP SEMICONDUCTORS N V COM N6596X109 61,355 624,800 SH   DFND 7 624,800 0 0
NXP SEMICONDUCTORS N V COM N6596X109 17,656 179,800 SH   DFND 11 179,800 0 0
NXSTAGE MEDICAL INC COM 67072V103 39,824 2,787,840 SH   DFND 1,5 0 0 2,787,840
O REILLY AUTOMOTIVE INC NEW COM 67103H107 865,862 3,831,587 SH   DFND 1,5 162,216 0 3,669,371
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,801 34,522 SH   DFND 2 34,522 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,934 8,557 SH   DFND 3 8,557 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 371 1,642 SH   DFND 6 1,642 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,110 31,465 SH   DFND 7 31,465 0 0
O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 2,657 1,021,879 SH   DFND 1,5 0 0 1,021,879
OAKTREE CAP GROUP LLC UNIT CL A 674001201 333,888 6,278,459 SH   DFND 1,5 0 0 6,278,459
OCCIDENTAL PETE CORP DEL COM 674599105 44,374 570,586 SH   DFND 1,5 33,186 0 537,400
OCCIDENTAL PETE CORP DEL COM 674599105 20,418 262,546 SH   DFND 2 262,546 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 13,051 167,813 SH   DFND 3 167,813 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 20,279 260,762 SH   DFND 6 176,740 0 84,022
OCCIDENTAL PETE CORP DEL COM 674599105 86,192 1,108,295 SH   DFND 7 1,108,295 0 0
OCEAN RIG UDW INC SHS Y64354205 22,594 4,404,215 SH   DFND 1,5 70,300 0 4,333,915
OCEANEERING INTL INC COM 675232102 668,373 14,345,845 SH   DFND 1,5 308,706 0 14,037,139
OCEANEERING INTL INC COM 675232102 7,923 170,063 SH   DFND 6 140,963 0 29,100
OCEANEERING INTL INC COM 675232102 7,534 161,700 SH   DFND 7 73,200 0 88,500
OCH ZIFF CAP MGMT GROUP CL A 67551U105 5,855 479,100 SH   DFND 1,5 0 0 479,100
OCI RES LP COM UNIT LTD 67081B106 8,575 350,000 SH   DFND 1,5 0 0 350,000
OCULAR THERAPEUTIX INC COM 67576A100 57,812 2,749,021 SH   DFND 1,5 0 0 2,749,021
OCWEN FINL CORP COM NEW 675746309 43,362 4,251,167 SH   DFND 1,5 1,515 0 4,249,652
OFFICE DEPOT INC COM 676220106 152,496 17,609,265 SH   DFND 1,5 140,705 0 17,468,560
OFFICE DEPOT INC COM 676220106 177 20,400 SH   DFND 6 20,400 0 0
OFFICE DEPOT INC COM 676220106 169 19,500 SH   DFND 7 19,500 0 0
OFG BANCORP COM 67103X102 27,554 2,582,342 SH   DFND 1,5 99,000 0 2,483,342
OGE ENERGY CORP COM 670837103 269,876 9,446,138 SH   DFND 1,5 40,247 0 9,405,891
OGE ENERGY CORP COM 670837103 229 7,999 SH   DFND 6 7,999 0 0
OGE ENERGY CORP COM 670837103 4,006 140,200 SH   DFND 7 140,200 0 0
OIL STS INTL INC COM 678026105 132,666 3,563,410 SH   DFND 1,5 109,810 0 3,453,600
OLD DOMINION FGHT LINES INC COM 679580100 26,725 389,547 SH   DFND 1,5 447 0 389,100
OLD DOMINION FGHT LINES INC COM 679580100 12,388 180,574 SH   DFND 6 180,574 0 0
OLD DOMINION FGHT LINES INC COM 679580100 5,271 76,830 SH   DFND 7 76,830 0 0
OLD REP INTL CORP COM 680223104 29,024 1,856,916 SH   DFND 1,5 0 0 1,856,916
OLIN CORP COM PAR $1 680665205 75,798 2,812,554 SH   DFND 1,5 57,402 0 2,755,152
OM ASSET MGMT PLC SHS G67506108 157,057 8,828,414 SH   DFND 1,5 0 0 8,828,414
OM ASSET MGMT PLC SHS G67506108 16,951 952,848 SH   DFND 6 952,848 0 0
OM ASSET MGMT PLC SHS G67506108 1,767 99,320 SH   DFND 7 99,320 0 0
OMEGA FLEX INC COM 682095104 1,103 29,282 SH   DFND 1,5 1,503 0 27,779
OMEGA PROTEIN CORP COM 68210P107 9,477 689,200 SH   DFND 1,5 39,800 0 649,400
OMNICARE INC COM 681904108 120,722 1,280,874 SH   DFND 1,5 63 0 1,280,811
OMNICARE INC DBCV 3.250%12/1 681904AL2 2,567 2,086,000 PRN   DFND 1,5 0 0 0
OMNICARE INC COM 681904108 2,682 28,459 SH   DFND 3 28,459 0 0
OMNICARE INC COM 681904108 253,844 2,693,300 SH   DFND 11 2,693,300 0 0
OMNICELL INC COM 68213N109 2,299 60,978 SH   DFND 1,5 500 0 60,478
OMNICOM GROUP INC COM 681919106 102,204 1,470,766 SH   DFND 1,5 147 0 1,470,619
OMNICOM GROUP INC COM 681919106 5,801 83,478 SH   DFND 2 83,478 0 0
OMNICOM GROUP INC COM 681919106 3,273 47,103 SH   DFND 3 47,103 0 0
OMNICOM GROUP INC COM 681919106 8,446 121,540 SH   DFND 6 52,860 0 68,680
OMNICOM GROUP INC COM 681919106 65,476 942,242 SH   DFND 7 942,242 0 0
OMNOVA SOLUTIONS INC COM 682129101 43,031 5,745,094 SH   DFND 1,5 21,000 0 5,724,094
ON ASSIGNMENT INC COM 682159108 7,523 191,517 SH   DFND 1,5 800 0 190,717
ON ASSIGNMENT INC COM 682159108 6,324 161,000 SH   DFND 6 161,000 0 0
ON ASSIGNMENT INC COM 682159108 1,391 35,400 SH   DFND 7 35,400 0 0
ON SEMICONDUCTOR CORP COM 682189105 85,211 7,289,263 SH   DFND 1,5 16,040 0 7,273,223
ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AH8 33,427 27,012,000 PRN   DFND 1,5 0 0 0
ON SEMICONDUCTOR CORP COM 682189105 6,876 588,200 SH   DFND 1,9 0 0 588,200
ONCOGENEX PHARMACEUTICALS IN COM 68230A106 944 405,302 SH   DFND 1,5 0 0 405,302
ONCOMED PHARMACEUTICALS INC COM 68234X102 19,284 857,066 SH   DFND 1,5 0 0 857,066
ONE GAS INC COM 68235P108 1,080 25,377 SH   DFND 1,5 5,427 0 19,950
ONEOK INC NEW COM 682680103 8,280 209,723 SH   DFND 1,5 23 0 209,700
ONEOK INC NEW COM 682680103 2,817 71,363 SH   DFND 2 71,363 0 0
ONEOK INC NEW COM 682680103 740 18,733 SH   DFND 3 18,733 0 0
OPEN TEXT CORP COM 683715106 19,699 484,997 SH   DFND 1,5 0 0 484,997
OPEN TEXT CORP COM 683715106 13,789 339,500 SH   DFND 1,10 0 0 339,500
OPEN TEXT CORP COM 683715106 309,114 7,610,546 SH   DFND 11 7,610,546 0 0
OPHTHOTECH CORP COM 683745103 266,863 5,126,072 SH   DFND 1,5 17,000 0 5,109,072
OPKO HEALTH INC COM 68375N103 53,184 3,307,460 SH   DFND 1,5 0 0 3,307,460
OPOWER INC COM 68375Y109 88,072 7,651,806 SH   DFND 1,5 18,200 0 7,633,606
OPUS BK IRVINE CALIF COM 684000102 10,305 284,830 SH   DFND 6 284,830 0 0
OPUS BK IRVINE CALIF COM 684000102 2,275 62,880 SH   DFND 7 62,880 0 0
ORACLE CORP COM 68389X105 2,383,170 59,135,733 SH   DFND 1,5 2,403,771 0 56,731,962
ORACLE CORP COM 68389X105 135,344 3,358,400 SH   DFND 1,9 0 0 3,358,400
ORACLE CORP COM 68389X105 43,910 1,089,586 SH   DFND 2 1,089,586 0 0
ORACLE CORP COM 68389X105 28,823 715,206 SH   DFND 3 715,206 0 0
ORACLE CORP COM 68389X105 56,719 1,407,430 SH   DFND 6 1,051,540 0 355,890
ORACLE CORP COM 68389X105 217,599 5,399,484 SH   DFND 7 5,114,681 0 284,803
ORACLE CORP COM 68389X105 91,624 2,273,550 SH   DFND 11 2,273,550 0 0
ORAGENICS INC COM NEW 684023203 3,830 2,795,566 SH   DFND 1,5 0 0 2,795,566
ORBITAL ATK INC COM 68557N103 161,355 2,199,492 SH   DFND 1,5 3,057 0 2,196,435
ORBITZ WORLDWIDE INC COM 68557K109 3,277 286,961 SH   DFND 1,5 0 0 286,961
ORBITZ WORLDWIDE INC COM 68557K109 188,106 16,471,600 SH   DFND 11 16,471,600 0 0
ORBOTECH LTD ORD M75253100 20,760 998,100 SH   DFND 1,5 50,600 0 947,500
OREXIGEN THERAPEUTICS INC NOTE 2.750%12/0 686164AB0 9,306 10,000,000 PRN   DFND 1,5 0 0 0
OREXIGEN THERAPEUTICS INC COM 686164104 57,414 11,598,705 SH   DFND 1,5 0 0 11,598,705
ORGANOVO HLDGS INC COM 68620A104 4,920 1,305,100 SH   DFND 1,5 0 0 1,305,100
ORION ENGINEERED CARBONS S A COM L72967109 22,410 1,213,981 SH   DFND 1,5 0 0 1,213,981
ORMAT TECHNOLOGIES INC COM 686688102 3,210 85,200 SH   DFND 1,5 0 0 85,200
OSHKOSH CORP COM 688239201 99,784 2,354,500 SH   DFND 1,5 119,300 0 2,235,200
OSIRIS THERAPEUTICS INC NEW COM 68827R108 40,301 2,070,966 SH   DFND 1,5 0 0 2,070,966
OTONOMY INC COM 68906L105 16,119 701,117 SH   DFND 1,5 3,800 0 697,317
OUTERWALL INC COM 690070107 4,619 60,688 SH   DFND 1,5 35,688 0 25,000
OUTFRONT MEDIA INC COM 69007J106 149,315 5,915,825 SH   DFND 1,5 91,524 0 5,824,301
OUTFRONT MEDIA INC COM 69007J106 12,181 482,600 SH   DFND 6 482,600 0 0
OUTFRONT MEDIA INC COM 69007J106 5,018 198,800 SH   DFND 7 23,500 0 175,300
OVASCIENCE INC COM 69014Q101 118,012 4,079,232 SH   DFND 1,5 54,522 0 4,024,710
OWENS & MINOR INC NEW COM 690732102 108,800 3,200,000 SH   DFND 1,5 0 0 3,200,000
OWENS CORNING NEW COM 690742101 1,205 29,200 SH   DFND 6 29,200 0 0
OWENS CORNING NEW COM 690742101 1,518 36,800 SH   DFND 7 13,600 0 23,200
OWENS ILL INC COM NEW 690768403 14,150 616,808 SH   DFND 1,5 21,678 0 595,130
OWENS ILL INC COM NEW 690768403 1,265 55,126 SH   DFND 2 55,126 0 0
P & F INDS INC CL A NEW 692830508 3,319 388,700 SH   DFND 1,5 29,600 0 359,100
PACCAR INC COM 693718108 206,318 3,233,323 SH   DFND 1,5 157,425 0 3,075,898
PACCAR INC COM 693718108 7,738 121,273 SH   DFND 2 121,273 0 0
PACCAR INC COM 693718108 4,216 66,079 SH   DFND 3 66,079 0 0
PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 1,040 371,400 SH   DFND 1,5 0 0 371,400
PACIFIC PREMIER BANCORP COM 69478X105 26,857 1,583,559 SH   DFND 1,5 50,173 0 1,533,386
PACIRA PHARMACEUTICALS INC COM 695127100 249,352 3,525,906 SH   DFND 1,5 442 0 3,525,464
PACKAGING CORP AMER COM 695156109 156,281 2,500,900 SH   DFND 1,5 74,500 0 2,426,400
PACKAGING CORP AMER COM 695156109 975 15,600 SH   DFND 6 15,600 0 0
PACWEST BANCORP DEL COM 695263103 303,600 6,492,730 SH   DFND 1,5 759 0 6,491,971
PALL CORP COM 696429307 4,544 36,515 SH   DFND 2 36,515 0 0
PALL CORP COM 696429307 621 4,989 SH   DFND 3 4,989 0 0
PALL CORP COM 696429307 401,784 3,228,480 SH   DFND 11 3,228,480 0 0
PALO ALTO NETWORKS INC COM 697435105 210,712 1,206,138 SH   DFND 1,5 74,988 0 1,131,150
PALO ALTO NETWORKS INC COM 697435105 12,246 70,100 SH   DFND 1,9 0 0 70,100
PALO ALTO NETWORKS INC COM 697435105 1,233 7,057 SH   DFND 6 7,057 0 0
PALO ALTO NETWORKS INC COM 697435105 22,484 128,700 SH   DFND 11 128,700 0 0
PAN AMERICAN SILVER CORP COM 697900108 33,581 3,909,337 SH   DFND 1,5 110,237 0 3,799,100
PANDORA MEDIA INC COM 698354107 23,297 1,499,194 SH   DFND 1,5 0 0 1,499,194
PANERA BREAD CO CL A 69840W108 532,385 3,046,205 SH   DFND 1,5 47,900 0 2,998,305
PANERA BREAD CO CL A 69840W108 201 1,152 SH   DFND 3 1,152 0 0
PANERA BREAD CO CL A 69840W108 1,293 7,400 SH   DFND 6 7,400 0 0
PAPA JOHNS INTL INC COM 698813102 236,336 3,125,729 SH   DFND 1,5 201,933 0 2,923,796
PAPA JOHNS INTL INC COM 698813102 1,550 20,500 SH   DFND 6 20,500 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 2,284 2,095,457 SH   DFND 1,5 58,557 0 2,036,900
PARAMOUNT GROUP INC COM 69924R108 107,439 6,261,030 SH   DFND 1,5 6,261,030 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 62,132 2,411,021 SH   DFND 1,5 0 0 2,411,021
PAREXEL INTL CORP COM 699462107 16,175 251,511 SH   DFND 1,5 511 0 251,000
PARK CITY GROUP INC COM NEW 700215304 12,700 1,025,004 SH   DFND 6 1,025,004 0 0
PARK CITY GROUP INC COM NEW 700215304 1,247 100,630 SH   DFND 7 100,630 0 0
PARK OHIO HLDGS CORP COM 700666100 14,095 290,860 SH   DFND 1,5 0 0 290,860
PARKER HANNIFIN CORP COM 701094104 3,641 31,302 SH   DFND 1,5 102 0 31,200
PARKER HANNIFIN CORP COM 701094104 5,514 47,398 SH   DFND 2 47,398 0 0
PARKER HANNIFIN CORP COM 701094104 1,742 14,973 SH   DFND 3 14,973 0 0
PARKWAY PPTYS INC COM 70159Q104 48,286 2,768,700 SH   DFND 1,5 133,000 0 2,635,700
PARKWAY PPTYS INC COM 70159Q104 14,904 854,600 SH   DFND 6 854,600 0 0
PARKWAY PPTYS INC COM 70159Q104 6,169 353,700 SH   DFND 7 41,900 0 311,800
PARNELL PHARMACEUT HLDGS LTD SHS Q73622104 4,039 816,051 SH   DFND 1,5 0 0 816,051
PARSLEY ENERGY INC CL A 701877102 72,366 4,154,211 SH   DFND 1,5 0 0 4,154,211
PARTNERRE LTD COM G6852T105 1,992 15,500 SH   DFND 1,5 0 0 15,500
PARTY CITY HOLDCO INC COM 702149105 14,244 702,700 SH   DFND 1,5 9,600 0 693,100
PATTERN ENERGY GROUP INC CL A 70338P100 38,557 1,358,600 SH   DFND 1,5 0 0 1,358,600
PATTERN ENERGY GROUP INC CL A 70338P100 9,727 342,750 SH   DFND 11 342,750 0 0
PATTERSON COMPANIES INC COM 703395103 48,983 1,006,850 SH   DFND 1,5 0 0 1,006,850
PATTERSON COMPANIES INC COM 703395103 1,426 29,307 SH   DFND 2 29,307 0 0
PATTERSON COMPANIES INC COM 703395103 658 13,520 SH   DFND 3 13,520 0 0
PATTERSON UTI ENERGY INC COM 703481101 3,941 209,484 SH   DFND 1,5 484 0 209,000
PAYCHEX INC COM 704326107 603,002 12,862,676 SH   DFND 1,5 455,525 0 12,407,151
PAYCHEX INC COM 704326107 5,238 111,730 SH   DFND 2 111,730 0 0
PAYCHEX INC COM 704326107 2,295 48,954 SH   DFND 3 48,954 0 0
PAYCHEX INC COM 704326107 7,073 150,876 SH   DFND 6 150,876 0 0
PAYCOM SOFTWARE INC COM 70432V102 8,203 240,200 SH   DFND 1,5 1,600 0 238,600
PAYCOM SOFTWARE INC COM 70432V102 7,117 208,400 SH   DFND 6 208,400 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,554 45,500 SH   DFND 7 45,500 0 0
PAYLOCITY HLDG CORP COM 70438V106 13,031 363,500 SH   DFND 1,5 4,500 0 359,000
PAYLOCITY HLDG CORP COM 70438V106 7,174 200,119 SH   DFND 1,9 0 0 200,119
PBF ENERGY INC CL A 69318G106 1,960 68,978 SH   DFND 1,5 808 0 68,170
PDC ENERGY INC COM 69327R101 221,611 4,131,454 SH   DFND 1,5 244,116 0 3,887,338
PDC ENERGY INC COM 69327R101 16,694 311,214 SH   DFND 6 311,214 0 0
PDC ENERGY INC COM 69327R101 7,800 145,420 SH   DFND 7 131,320 0 14,100
PDF SOLUTIONS INC COM 693282105 7,189 449,301 SH   DFND 6 449,301 0 0
PDL BIOPHARMA INC COM 69329Y104 1,342 208,673 SH   DFND 1,5 0 0 208,673
PEABODY ENERGY CORP COM 704549104 31,155 14,226,071 SH   DFND 1,5 228,173 0 13,997,898
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 43,736 259,177,000 PRN   DFND 1,5 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 754 4,470,000 PRN   DFND 6 0 0 0
PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 98 580,000 PRN   DFND 7 0 0 0
PEGASYSTEMS INC COM 705573103 17,158 749,600 SH   DFND 1,5 0 0 749,600
PEMBINA PIPELINE CORP COM 706327103 54,204 1,677,000 SH   DFND 11 1,677,000 0 0
PENDRELL CORP COM 70686R104 51 37,472 SH   DFND 1,5 0 0 37,472
PENN NATL GAMING INC COM 707569109 20,770 1,131,900 SH   DFND 1,5 4,700 0 1,127,200
PENN NATL GAMING INC COM 707569109 284 15,500 SH   DFND 6 15,500 0 0
PENNEY J C INC COM 708160106 107,315 12,670,000 SH   DFND 1,5 6,200 0 12,663,800
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 12,107 567,360 SH   DFND 6 567,360 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 5,195 243,440 SH   DFND 7 243,440 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 15,051 16,012,000 PRN   DFND 1,5 0 0 0
PENNYMAC MTG INVT TR COM 70931T103 1,246 71,500 SH   DFND 7 34,600 0 36,900
PENTAIR PLC SHS G7S00T104 34,130 496,441 SH   DFND 1,5 7,460 0 488,981
PENTAIR PLC SHS G7S00T104 4,220 61,388 SH   DFND 2 61,388 0 0
PENTAIR PLC SHS G7S00T104 1,276 18,557 SH   DFND 3 18,557 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 507 31,300 SH   DFND 1,5 0 0 31,300
PEOPLES UNITED FINANCIAL INC COM 712704105 1,718 105,989 SH   DFND 2 105,989 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 499 30,785 SH   DFND 3 30,785 0 0
PEPCO HOLDINGS INC COM 713291102 2,328 86,417 SH   DFND 2 86,417 0 0
PEPCO HOLDINGS INC COM 713291102 2,022 75,046 SH   DFND 3 75,046 0 0
PEPCO HOLDINGS INC COM 713291102 590,721 21,927,291 SH   DFND 11 21,927,291 0 0
PEPSICO INC COM 713448108 1,167,762 12,510,837 SH   DFND 1,5 628,959 0 11,881,878
PEPSICO INC COM 713448108 47,086 504,461 SH   DFND 2 504,461 0 0
PEPSICO INC COM 713448108 23,541 252,210 SH   DFND 3 252,210 0 0
PEPSICO INC COM 713448108 29,207 312,915 SH   DFND 6 177,065 0 135,850
PEPSICO INC COM 713448108 183,781 1,968,945 SH   DFND 7 1,968,945 0 0
PEPSICO INC COM 713448108 5,787 62,000 SH   DFND 11 62,000 0 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 32 24,387 SH   DFND 1,5 0 0 24,387
PERFICIENT INC COM 71375U101 29,571 1,536,952 SH   DFND 1,5 237 0 1,536,715
PERFICIENT INC COM 71375U101 3,466 180,165 SH   DFND 6 180,165 0 0
PERFORMANCE SPORTS GROUP LTD COM 71377G100 1,407 78,161 SH   DFND 1,5 0 0 78,161
PERFORMANT FINL CORP COM 71377E105 7,546 2,328,962 SH   DFND 11 2,328,962 0 0
PERKINELMER INC COM 714046109 14,402 273,600 SH   DFND 1,5 0 0 273,600
PERKINELMER INC COM 714046109 2,038 38,711 SH   DFND 2 38,711 0 0
PERKINELMER INC COM 714046109 769 14,617 SH   DFND 3 14,617 0 0
PERRIGO CO PLC SHS G97822103 439,960 2,380,350 SH   DFND 1,5 4,132 0 2,376,218
PERRIGO CO PLC SHS G97822103 9,240 49,993 SH   DFND 2 49,993 0 0
PERRIGO CO PLC SHS G97822103 1,721 9,309 SH   DFND 3 9,309 0 0
PETMED EXPRESS INC COM 716382106 2,560 148,222 SH   DFND 1,5 82,000 0 66,222
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 91 10,100 SH   DFND 1,5 10,100 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 87,287 10,696,900 SH   DFND 1,5 305,894 0 10,391,006
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 697 77,000 SH   DFND 11 77,000 0 0
PFENEX INC COM 717071104 4,763 245,500 SH   DFND 1,5 0 0 245,500
PFENEX INC COM 717071104 3,387 174,600 SH   DFND 6 174,600 0 0
PFIZER INC COM 717081103 805,925 24,035,950 SH   DFND 1,5 1,187,200 0 22,848,750
PFIZER INC COM 717081103 70,567 2,104,592 SH   DFND 2 2,104,592 0 0
PFIZER INC COM 717081103 34,489 1,028,598 SH   DFND 3 1,028,598 0 0
PFIZER INC COM 717081103 15,542 463,535 SH   DFND 6 352,734 0 110,801
PFIZER INC COM 717081103 66,499 1,983,258 SH   DFND 7 1,983,258 0 0
PG&E CORP COM 69331C108 147,952 3,013,286 SH   DFND 1,5 568 0 3,012,718
PG&E CORP COM 69331C108 8,058 164,107 SH   DFND 2 164,107 0 0
PG&E CORP COM 69331C108 1,994 40,602 SH   DFND 3 40,602 0 0
PHARMERICA CORP COM 71714F104 9,377 281,600 SH   DFND 6 281,600 0 0
PHARMERICA CORP COM 71714F104 2,086 62,640 SH   DFND 7 62,640 0 0
PHH CORP COM NEW 693320202 16,287 625,700 SH   DFND 1,5 0 0 625,700
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 13,902 357,000 SH   DFND 1,5 9,900 0 347,100
PHILIP MORRIS INTL INC COM 718172109 1,286,493 16,047,064 SH   DFND 1,5 722,707 0 15,324,357
PHILIP MORRIS INTL INC COM 718172109 42,447 529,458 SH   DFND 2 529,458 0 0
PHILIP MORRIS INTL INC COM 718172109 12,855 160,346 SH   DFND 3 160,346 0 0
PHILIP MORRIS INTL INC COM 718172109 16,516 206,010 SH   DFND 6 206,010 0 0
PHILIP MORRIS INTL INC COM 718172109 175,292 2,186,498 SH   DFND 7 2,186,498 0 0
PHILLIPS 66 COM 718546104 468,414 5,814,475 SH   DFND 1,5 778 0 5,813,697
PHILLIPS 66 COM 718546104 14,933 185,371 SH   DFND 2 185,371 0 0
PHILLIPS 66 COM 718546104 14,699 182,466 SH   DFND 3 182,466 0 0
PHILLIPS 66 COM 718546104 734 9,110 SH   DFND 6 9,110 0 0
PHILLIPS 66 COM 718546104 2,785 34,570 SH   DFND 7 34,570 0 0
PHILLIPS 66 COM 718546104 3,903 48,450 SH   DFND 11 48,450 0 0
PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 84,671 1,175,981 SH   DFND 1,5 0 0 1,175,981
PICO HLDGS INC COM NEW 693366205 715 48,568 SH   DFND 1,5 0 0 48,568
PICO HLDGS INC COM NEW 693366205 1,104 75,000 SH   DFND 11 75,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 148,346 8,433,548 SH   DFND 1,5 2,038,652 0 6,394,896
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,313 1,041,099 SH   DFND 6 958,799 0 82,300
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 5,813 330,480 SH   DFND 7 330,480 0 0
PIER 1 IMPORTS INC COM 720279108 965 76,400 SH   DFND 6 76,400 0 0
PIER 1 IMPORTS INC COM 720279108 1,194 94,500 SH   DFND 7 67,500 0 27,000
PILGRIMS PRIDE CORP NEW COM 72147K108 10,256 446,484 SH   DFND 1,5 1,959 0 444,525
PIMCO DYNAMIC CR INCOME FD COM SHS 72202D106 4,843 240,000 SH   DFND 1,5 0 0 240,000
PINNACLE FOODS INC DEL COM 72348P104 116,132 2,550,115 SH   DFND 1,5 84,400 0 2,465,715
PINNACLE WEST CAP CORP COM 723484101 2,156 37,906 SH   DFND 2 37,906 0 0
PINNACLE WEST CAP CORP COM 723484101 1,166 20,502 SH   DFND 3 20,502 0 0
PIONEER NAT RES CO COM 723787107 563,167 4,060,615 SH   DFND 1,5 306,714 0 3,753,901
PIONEER NAT RES CO COM 723787107 7,077 51,030 SH   DFND 2 51,030 0 0
PIONEER NAT RES CO COM 723787107 1,702 12,273 SH   DFND 3 12,273 0 0
PIONEER NAT RES CO COM 723787107 2,268 16,351 SH   DFND 6 16,351 0 0
PIONEER NAT RES CO COM 723787107 2,337 16,848 SH   DFND 7 16,848 0 0
PIONEER NAT RES CO COM 723787107 6,297 45,400 SH   DFND 11 45,400 0 0
PITNEY BOWES INC COM 724479100 1,434 68,886 SH   DFND 2 68,886 0 0
PITNEY BOWES INC COM 724479100 1,026 49,311 SH   DFND 3 49,311 0 0
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 85,908 3,324,600 SH   DFND 1,5 0 0 3,324,600
PLANTRONICS INC NEW COM 727493108 63,690 1,131,064 SH   DFND 1,5 300 0 1,130,764
PLATFORM SPECIALTY PRODS COR COM 72766Q105 86,077 3,365,000 SH   DFND 1,5 204,900 0 3,160,100
PLATFORM SPECIALTY PRODS COR COM 72766Q105 304 11,900 SH   DFND 11 11,900 0 0
PLEXUS CORP COM 729132100 4,195 95,600 SH   DFND 1,5 12,900 0 82,700
PLUM CREEK TIMBER CO INC COM 729251108 2,435 60,026 SH   DFND 2 60,026 0 0
PLUM CREEK TIMBER CO INC COM 729251108 1,038 25,591 SH   DFND 3 25,591 0 0
PLY GEM HLDGS INC COM 72941W100 486 41,200 SH   DFND 1,5 0 0 41,200
PMC-SIERRA INC COM 69344F106 121,686 14,215,667 SH   DFND 1,5 0 0 14,215,667
PMC-SIERRA INC COM 69344F106 13,894 1,623,100 SH   DFND 1,9 0 0 1,623,100
PNC FINL SVCS GROUP INC COM 693475105 522,944 5,467,268 SH   DFND 1,5 60,952 0 5,406,316
PNC FINL SVCS GROUP INC COM 693475105 16,934 177,043 SH   DFND 2 177,043 0 0
PNC FINL SVCS GROUP INC COM 693475105 8,071 84,380 SH   DFND 3 84,380 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,310 24,148 SH   DFND 6 24,148 0 0
PNC FINL SVCS GROUP INC COM 693475105 14,657 153,239 SH   DFND 7 153,239 0 0
PNM RES INC COM 69349H107 14,566 592,100 SH   DFND 1,5 0 0 592,100
POINTS INTL LTD COM NEW 730843208 2,139 172,050 SH   DFND 6 172,050 0 0
POINTS INTL LTD COM NEW 730843208 522 42,031 SH   DFND 7 42,031 0 0
POLARIS INDS INC COM 731068102 390,370 2,635,676 SH   DFND 1,5 40 0 2,635,636
POLARIS INDS INC COM 731068102 213 1,439 SH   DFND 3 1,439 0 0
POLARIS INDS INC COM 731068102 21,799 147,180 SH   DFND 11 147,180 0 0
POLYCOM INC COM 73172K104 47,815 4,179,662 SH   DFND 1,5 60,500 0 4,119,162
POLYONE CORP COM 73179P106 176,257 4,499,788 SH   DFND 1,5 17,977 0 4,481,811
POLYPORE INTL INC COM 73179V103 47,305 790,000 SH   DFND 11 790,000 0 0
POOL CORPORATION COM 73278L105 103,891 1,480,349 SH   DFND 1,5 89,848 0 1,390,501
POPEYES LA KITCHEN INC COM 732872106 13,260 221,030 SH   DFND 1,5 1,030 0 220,000
POPULAR INC COM NEW 733174700 131,114 4,543,097 SH   DFND 1,5 94,500 0 4,448,597
PORTLAND GEN ELEC CO COM NEW 736508847 38,164 1,150,919 SH   DFND 1,5 0 0 1,150,919
PORTLAND GEN ELEC CO COM NEW 736508847 6,841 206,300 SH   DFND 6 206,300 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 1,469 44,300 SH   DFND 7 44,300 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 283,796 6,230,430 SH   DFND 1,5 46,900 0 6,183,530
POST HLDGS INC COM 737446104 238,830 4,428,520 SH   DFND 1,5 72,120 0 4,356,400
POST PPTYS INC COM 737464107 114,655 2,108,797 SH   DFND 1,5 1,361,497 0 747,300
POTASH CORP SASK INC COM 73755L107 526,227 16,992,191 SH   DFND 1,5 209,711 0 16,782,480
POTASH CORP SASK INC COM 73755L107 21,679 700,014 SH   DFND 1,10 11,700 0 688,314
POTASH CORP SASK INC COM 73755L107 27,252 879,983 SH   DFND 6 466,453 0 413,530
POTASH CORP SASK INC COM 73755L107 11,343 366,260 SH   DFND 7 282,060 0 84,200
POTASH CORP SASK INC COM 73755L107 90,165 2,911,482 SH   DFND 11 2,351,282 0 560,200
POTLATCH CORP NEW COM 737630103 21,199 600,200 SH   DFND 1,5 400 0 599,800
POWELL INDS INC COM 739128106 42,204 1,200,000 SH   DFND 1,5 0 0 1,200,000
POWER INTEGRATIONS INC COM 739276103 8,879 196,514 SH   DFND 1,9 0 0 196,514
POWERSHARES ETF TR II S&P SMCP FIN P 73937B803 325 7,690 SH   DFND 3 7,690 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 556 23,359 SH   DFND 1,5 23,359 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 8,369 78,162 SH   DFND 3 78,162 0 0
PPG INDS INC COM 693506107 1,611,530 14,047,507 SH   DFND 1,5 559,209 0 13,488,298
PPG INDS INC COM 693506107 10,661 92,929 SH   DFND 2 92,929 0 0
PPG INDS INC COM 693506107 6,807 59,332 SH   DFND 3 59,332 0 0
PPG INDS INC COM 693506107 1,006 8,768 SH   DFND 6 8,768 0 0
PPG INDS INC COM 693506107 2,276 19,840 SH   DFND 7 19,840 0 0
PPG INDS INC COM 693506107 14,794 128,960 SH   DFND 11 128,960 0 0
PPL CORP COM 69351T106 583,236 19,790,845 SH   DFND 1,5 62,401 0 19,728,444
PPL CORP COM 69351T106 6,731 228,385 SH   DFND 2 228,385 0 0
PPL CORP COM 69351T106 3,731 126,588 SH   DFND 3 126,588 0 0
PPL CORP COM 69351T106 1,051 35,657 SH   DFND 6 35,657 0 0
PPL CORP COM 69351T106 3,423 116,150 SH   DFND 7 116,150 0 0
PRA GROUP INC COM 69354N106 51,505 826,593 SH   DFND 1,5 0 0 826,593
PRA HEALTH SCIENCES INC COM 69354M108 106,394 2,928,557 SH   DFND 1,5 4,600 0 2,923,957
PRAXAIR INC COM 74005P104 147,323 1,232,310 SH   DFND 1,5 65,089 0 1,167,221
PRAXAIR INC COM 74005P104 11,780 98,532 SH   DFND 2 98,532 0 0
PRAXAIR INC COM 74005P104 5,447 45,567 SH   DFND 3 45,567 0 0
PRAXAIR INC COM 74005P104 476 3,980 SH   DFND 6 3,980 0 0
PRAXAIR INC COM 74005P104 1,796 15,020 SH   DFND 7 15,020 0 0
PRAXAIR INC COM 74005P104 8,328 69,660 SH   DFND 11 69,660 0 0
PRECISION CASTPARTS CORP COM 740189105 48,064 240,474 SH   DFND 1,5 19,721 0 220,753
PRECISION CASTPARTS CORP COM 740189105 9,443 47,244 SH   DFND 2 47,244 0 0
PRECISION CASTPARTS CORP COM 740189105 7,093 35,489 SH   DFND 3 35,489 0 0
PRECISION DRILLING CORP COM 2010 74022D308 11,135 1,655,600 SH   DFND 1,5 81,500 0 1,574,100
PRECISION DRILLING CORP COM 2010 74022D308 2,577 383,114 SH   DFND 6 0 0 383,114
PRECISION DRILLING CORP COM 2010 74022D308 800 119,000 SH   DFND 7 119,000 0 0
PRECISION DRILLING CORP COM 2010 74022D308 59,650 8,869,437 SH   DFND 11 7,059,737 0 1,809,700
PREFORMED LINE PRODS CO COM 740444104 2,690 71,322 SH   DFND 6 71,322 0 0
PREFORMED LINE PRODS CO COM 740444104 550 14,590 SH   DFND 7 14,590 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 9,148 889,000 SH   DFND 1,5 0 0 889,000
PRESBIA PLC SHS G7234P100 10,975 1,335,187 SH   DFND 1,5 209,576 0 1,125,611
PRESTIGE BRANDS HLDGS INC COM 74112D101 310,935 6,724,363 SH   DFND 1,5 371,157 0 6,353,206
PRETIUM RES INC COM 74139C102 5,772 1,066,538 SH   DFND 1,5 0 0 1,066,538
PRGX GLOBAL INC COM NEW 69357C503 284 64,636 SH   DFND 1,5 651 0 63,985
PRICE T ROWE GROUP INC COM 74144T108 72,367 931,000 SH   DFND 1,5 144,200 0 786,800
PRICE T ROWE GROUP INC COM 74144T108 6,996 90,001 SH   DFND 2 90,001 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,928 24,800 SH   DFND 3 24,800 0 0
PRICELINE GRP INC COM NEW 741503403 2,641,424 2,294,157 SH   DFND 1,5 111,293 0 2,182,864
PRICELINE GRP INC COM NEW 741503403 20,398 17,716 SH   DFND 2 17,716 0 0
PRICELINE GRP INC COM NEW 741503403 14,073 12,222 SH   DFND 3 12,222 0 0
PRICELINE GRP INC COM NEW 741503403 17,878 15,528 SH   DFND 6 15,528 0 0
PRICELINE GRP INC COM NEW 741503403 39,924 34,675 SH   DFND 7 34,675 0 0
PRICESMART INC COM 741511109 106,994 1,172,670 SH   DFND 1,5 17,450 0 1,155,220
PRIMERICA INC COM 74164M108 210,347 4,603,786 SH   DFND 1,5 27,100 0 4,576,686
PRIMERO MNG CORP COM 74164W106 8,199 2,102,800 SH   DFND 1,5 0 0 2,102,800
PRIMORIS SVCS CORP COM 74164F103 2,760 139,400 SH   DFND 1,5 0 0 139,400
PRINCIPAL FINL GROUP INC COM 74251V102 367,077 7,156,883 SH   DFND 1,5 929 0 7,155,954
PRINCIPAL FINL GROUP INC COM 74251V102 4,812 93,827 SH   DFND 2 93,827 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,542 30,060 SH   DFND 3 30,060 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,294 44,718 SH   DFND 6 44,718 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,765 73,410 SH   DFND 7 73,410 0 0
PRIVATEBANCORP INC COM 742962103 201,594 5,062,626 SH   DFND 1,5 820,900 0 4,241,726
PROASSURANCE CORP COM 74267C106 86,141 1,864,120 SH   DFND 1,5 0 0 1,864,120
PROCTER & GAMBLE CO COM 742718109 3,089,244 39,484,197 SH   DFND 1,5 1,135,296 0 38,348,901
PROCTER & GAMBLE CO COM 742718109 72,545 927,211 SH   DFND 2 927,211 0 0
PROCTER & GAMBLE CO COM 742718109 27,142 346,908 SH   DFND 3 346,908 0 0
PROCTER & GAMBLE CO COM 742718109 58,344 745,706 SH   DFND 6 563,150 0 182,556
PROCTER & GAMBLE CO COM 742718109 70,651 903,003 SH   DFND 7 743,724 0 159,279
PROCTER & GAMBLE CO COM 742718109 2,425 31,000 SH   DFND 11 31,000 0 0
PROGENICS PHARMACEUTICALS IN COM 743187106 39,107 5,242,279 SH   DFND 1,5 0 0 5,242,279
PROGRESS SOFTWARE CORP COM 743312100 55,273 2,009,938 SH   DFND 1,5 909 0 2,009,029
PROGRESS SOFTWARE CORP COM 743312100 10,500 381,800 SH   DFND 1,9 0 0 381,800
PROGRESS SOFTWARE CORP COM 743312100 10,897 396,270 SH   DFND 6 396,270 0 0
PROGRESS SOFTWARE CORP COM 743312100 7,633 277,553 SH   DFND 7 218,253 0 59,300
PROGRESSIVE CORP OHIO COM 743315103 134,421 4,830,064 SH   DFND 1,5 78,304 0 4,751,760
PROGRESSIVE CORP OHIO COM 743315103 5,093 183,006 SH   DFND 2 183,006 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,561 92,013 SH   DFND 3 92,013 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,752 102,617 SH   DFND 1,5 16,967 0 85,650
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,195 44,561 SH   DFND 6 21,561 0 23,000
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 498 18,549 SH   DFND 7 18,549 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 29,504 1,100,000 SH   DFND 11 1,100,000 0 0
PROLOGIS INC COM 74340W103 444,457 11,979,963 SH   DFND 1,5 6,664,578 0 5,315,385
PROLOGIS INC COM 74340W103 6,644 179,088 SH   DFND 2 179,088 0 0
PROLOGIS INC COM 74340W103 1,333 35,917 SH   DFND 3 35,917 0 0
PROLOGIS INC COM 74340W103 7,687 207,185 SH   DFND 6 207,185 0 0
PROLOGIS INC COM 74340W103 3,171 85,467 SH   DFND 7 10,200 0 75,267
PROOFPOINT INC COM 743424103 16,955 266,300 SH   DFND 11 266,300 0 0
PROQR THRAPEUTICS N V SHS EURO N71542109 37,671 2,259,801 SH   DFND 1,5 0 0 2,259,801
PROSPERITY BANCSHARES INC COM 743606105 280,022 4,849,712 SH   DFND 1,5 13,172 0 4,836,540
PROTEON THERAPEUTICS INC COM 74371L109 15,181 850,000 SH   DFND 1,5 0 0 850,000
PROTHENA CORP PLC SHS G72800108 246,958 4,688,782 SH   DFND 1,5 519,600 0 4,169,182
PROTHENA CORP PLC SHS G72800108 216 4,100 SH   DFND 6 4,100 0 0
PROVIDENCE SVC CORP COM 743815102 49,217 1,111,493 SH   DFND 1,5 475 0 1,111,018
PROVIDENCE SVC CORP COM 743815102 19,585 442,294 SH   DFND 6 442,294 0 0
PROVIDENCE SVC CORP COM 743815102 1,925 43,470 SH   DFND 7 43,470 0 0
PRUDENTIAL FINL INC COM 744320102 276,090 3,154,592 SH   DFND 1,5 185,265 0 2,969,327
PRUDENTIAL FINL INC COM 744320102 13,556 154,887 SH   DFND 2 154,887 0 0
PRUDENTIAL FINL INC COM 744320102 8,301 94,851 SH   DFND 3 94,851 0 0
PRUDENTIAL FINL INC COM 744320102 4,040 46,159 SH   DFND 6 46,159 0 0
PTC INC COM 69370C100 244,719 5,965,838 SH   DFND 1,5 41,002 0 5,924,836
PTC INC COM 69370C100 8,204 200,000 SH   DFND 1,9 0 0 200,000
PTC INC COM 69370C100 12,122 295,515 SH   DFND 6 295,515 0 0
PTC INC COM 69370C100 6,802 165,830 SH   DFND 7 133,930 0 31,900
PTC THERAPEUTICS INC COM 69366J200 128,679 2,673,563 SH   DFND 1,5 4,200 0 2,669,363
PUBLIC STORAGE COM 74460D109 1,098,389 5,957,524 SH   DFND 1,5 2,777,685 0 3,179,839
PUBLIC STORAGE COM 74460D109 9,151 49,632 SH   DFND 2 49,632 0 0
PUBLIC STORAGE COM 74460D109 3,511 19,043 SH   DFND 3 19,043 0 0
PUBLIC STORAGE COM 74460D109 31,909 173,068 SH   DFND 6 173,068 0 0
PUBLIC STORAGE COM 74460D109 17,257 93,602 SH   DFND 7 30,660 0 62,942
PUBLIC STORAGE COM 74460D109 11,986 65,010 SH   DFND 11 65,010 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 105,014 2,673,484 SH   DFND 1,5 159 0 2,673,325
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,792 172,901 SH   DFND 2 172,901 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,930 49,142 SH   DFND 3 49,142 0 0
PULASKI FINL CORP COM 745548107 323 25,000 SH   DFND 1,5 25,000 0 0
PULTE GROUP INC COM 745867101 312,498 15,508,566 SH   DFND 1,5 851 0 15,507,715
PULTE GROUP INC COM 745867101 2,260 112,175 SH   DFND 2 112,175 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 562,749 4,820,124 SH   DFND 1,5 12,920 0 4,807,204
PUMA BIOTECHNOLOGY INC COM 74587V107 292 2,500 SH   DFND 6 2,500 0 0
PVH CORP COM 693656100 186,246 1,616,717 SH   DFND 1,5 9,517 0 1,607,200
PVH CORP COM 693656100 3,257 28,269 SH   DFND 2 28,269 0 0
PVH CORP COM 693656100 327 2,842 SH   DFND 3 2,842 0 0
PVH CORP COM 693656100 24,974 216,790 SH   DFND 6 193,490 0 23,300
PVH CORP COM 693656100 36,063 313,050 SH   DFND 7 273,550 0 39,500
Q2 HLDGS INC COM 74736L109 12,066 427,100 SH   DFND 1,5 500 0 426,600
QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 1,527 87,100 SH   DFND 1,5 0 0 87,100
QEP RES INC COM 74733V100 90,284 4,877,600 SH   DFND 1,5 20,100 0 4,857,500
QEP RES INC COM 74733V100 518 27,995 SH   DFND 3 27,995 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 83,348 1,231,326 SH   DFND 1,5 0 0 1,231,326
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 56,511 834,857 SH   DFND 1,9 0 0 834,857
QLIK TECHNOLOGIES INC COM 74733T105 201,644 5,767,857 SH   DFND 1,5 209,000 0 5,558,857
QLIK TECHNOLOGIES INC COM 74733T105 10,771 308,100 SH   DFND 1,9 0 0 308,100
QLIK TECHNOLOGIES INC COM 74733T105 57,295 1,638,875 SH   DFND 6 1,638,875 0 0
QLIK TECHNOLOGIES INC COM 74733T105 19,390 554,630 SH   DFND 7 511,030 0 43,600
QLOGIC CORP COM 747277101 38,062 2,682,300 SH   DFND 1,5 87,234 0 2,595,066
QORVO INC COM 74736K101 1,056,146 13,157,414 SH   DFND 1,5 245,629 0 12,911,785
QORVO INC COM 74736K101 76,979 959,006 SH   DFND 1,9 0 0 959,006
QORVO INC COM 74736K101 4,101 51,090 SH   DFND 2 51,090 0 0
QORVO INC COM 74736K101 15,121 188,380 SH   DFND 6 188,380 0 0
QORVO INC COM 74736K101 2,997 37,337 SH   DFND 7 37,337 0 0
QUAD / GRAPHICS INC COM CL A 747301109 8,432 455,538 SH   DFND 1,5 0 0 455,538
QUALCOMM INC COM 747525103 3,979,876 63,545,846 SH   DFND 1,5 2,104,556 0 61,441,290
QUALCOMM INC COM 747525103 186,337 2,975,200 SH   DFND 1,9 0 0 2,975,200
QUALCOMM INC COM 747525103 34,883 556,965 SH   DFND 2 556,965 0 0
QUALCOMM INC COM 747525103 15,793 252,171 SH   DFND 3 252,171 0 0
QUALCOMM INC COM 747525103 49,504 790,418 SH   DFND 6 571,108 0 219,310
QUALCOMM INC COM 747525103 164,411 2,625,109 SH   DFND 7 2,514,272 0 110,837
QUALITY SYS INC COM 747582104 5,523 333,304 SH   DFND 1,5 83,304 0 250,000
QUANTA SVCS INC COM 74762E102 47,075 1,633,400 SH   DFND 1,5 0 0 1,633,400
QUANTA SVCS INC COM 74762E102 2,089 72,474 SH   DFND 2 72,474 0 0
QUANTA SVCS INC COM 74762E102 992 34,404 SH   DFND 3 34,404 0 0
QUANTUM CORP COM DSSG 747906204 47,208 28,099,904 SH   DFND 1,5 549,457 0 27,550,447
QUEST DIAGNOSTICS INC COM 74834L100 52,164 719,300 SH   DFND 1,5 31,900 0 687,400
QUEST DIAGNOSTICS INC COM 74834L100 3,561 49,099 SH   DFND 2 49,099 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,083 28,719 SH   DFND 3 28,719 0 0
QUESTAR CORP COM 748356102 1,485 71,000 SH   DFND 1,5 0 0 71,000
QUIDEL CORP COM 74838J101 3,106 135,344 SH   DFND 1,5 0 0 135,344
QUINSTREET INC COM 74874Q100 25,815 4,002,400 SH   DFND 1,5 2,400 0 4,000,000
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 291 4,010 SH   DFND 6 4,010 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 5,134 70,700 SH   DFND 7 70,700 0 0
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 32,227 752,100 SH   DFND 1,5 81,800 0 670,300
RACKSPACE HOSTING INC COM 750086100 519,750 13,975,520 SH   DFND 1,5 867,231 0 13,108,289
RACKSPACE HOSTING INC COM 750086100 5,291 142,256 SH   DFND 1,9 0 0 142,256
RACKSPACE HOSTING INC COM 750086100 1,398 37,592 SH   DFND 6 37,592 0 0
RADIAN GROUP INC COM 750236101 322,506 17,191,134 SH   DFND 1,5 251,303 0 16,939,831
RADIAN GROUP INC COM 750236101 329 17,544 SH   DFND 6 17,544 0 0
RADIUS HEALTH INC COM NEW 750469207 308,586 4,558,144 SH   DFND 1,5 0 0 4,558,144
RADIUS HEALTH INC COM NEW 750469207 60,384 891,942 SH   DFND 6 891,942 0 0
RADIUS HEALTH INC COM NEW 750469207 8,733 128,990 SH   DFND 7 102,990 0 26,000
RADWARE LTD ORD M81873107 27,876 1,255,697 SH   DFND 1,5 700 0 1,254,997
RAIT FINANCIAL TRUST NOTE 4.000%10/0 749227AB0 41,018 47,800,000 PRN   DFND 1,5 0 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 359 58,700 SH   DFND 7 36,600 0 22,100
RALPH LAUREN CORP CL A 751212101 102,788 776,580 SH   DFND 1,5 0 0 776,580
RALPH LAUREN CORP CL A 751212101 2,734 20,659 SH   DFND 2 20,659 0 0
RALPH LAUREN CORP CL A 751212101 338 2,557 SH   DFND 3 2,557 0 0
RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 7,298 5,500,000 PRN   DFND 1,5 0 0 0
RAMBUS INC DEL COM 750917106 155,186 10,709,900 SH   DFND 1,5 1,528,800 0 9,181,100
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 179,620 11,006,132 SH   DFND 1,5 3,566,808 0 7,439,324
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,805 355,700 SH   DFND 6 355,700 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,415 148,000 SH   DFND 7 17,600 0 130,400
RANDGOLD RES LTD ADR 752344309 88,972 1,328,935 SH   DFND 1,5 7,338 0 1,321,597
RANDGOLD RES LTD ADR 752344309 65,774 982,440 SH   DFND 11 982,440 0 0
RANGE RES CORP COM 75281A109 85,503 1,731,539 SH   DFND 1,5 109,550 0 1,621,989
RANGE RES CORP COM 75281A109 2,810 56,914 SH   DFND 2 56,914 0 0
RANGE RES CORP COM 75281A109 231 4,684 SH   DFND 3 4,684 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 56,979 3,608,530 SH   DFND 1,5 0 0 3,608,530
RAYMOND JAMES FINANCIAL INC COM 754730109 232,194 3,897,173 SH   DFND 1,5 112 0 3,897,061
RAYMOND JAMES FINANCIAL INC COM 754730109 9,091 152,584 SH   DFND 6 152,584 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 25,570 429,173 SH   DFND 7 387,373 0 41,800
RAYTHEON CO COM NEW 755111507 249,909 2,611,923 SH   DFND 1,5 4,367 0 2,607,556
RAYTHEON CO COM NEW 755111507 9,979 104,295 SH   DFND 2 104,295 0 0
RAYTHEON CO COM NEW 755111507 7,406 77,403 SH   DFND 3 77,403 0 0
REACHLOCAL INC COM 75525F104 46 14,600 SH   DFND 1,9 0 0 14,600
REAL IND INC COM 75601W104 2,143 188,800 SH   DFND 6 188,800 0 0
REAL IND INC COM 75601W104 462 40,700 SH   DFND 7 40,700 0 0
REALD INC COM 75604L105 14,573 1,181,924 SH   DFND 1,5 33,144 0 1,148,780
REALOGY HLDGS CORP COM 75605Y106 529,478 11,333,003 SH   DFND 1,5 608,648 0 10,724,355
REALOGY HLDGS CORP COM 75605Y106 2,249 48,138 SH   DFND 6 48,138 0 0
REALPAGE INC COM 75606N109 39,649 2,079,138 SH   DFND 1,5 0 0 2,079,138
REALPAGE INC COM 75606N109 19,070 1,000,000 SH   DFND 1,9 0 0 1,000,000
REALTY INCOME CORP COM 756109104 4,102 92,400 SH   DFND 1,5 15,000 0 77,400
REALTY INCOME CORP COM 756109104 3,529 79,492 SH   DFND 2 79,492 0 0
REALTY INCOME CORP COM 756109104 644 14,510 SH   DFND 3 14,510 0 0
REALTY INCOME CORP COM 756109104 4,340 97,771 SH   DFND 6 97,771 0 0
REALTY INCOME CORP COM 756109104 1,767 39,800 SH   DFND 7 4,700 0 35,100
RECEPTOS INC COM 756207106 798,304 4,200,494 SH   DFND 1,5 71,212 0 4,129,282
RECEPTOS INC COM 756207106 57,454 302,312 SH   DFND 6 297,912 0 4,400
RECEPTOS INC COM 756207106 41,710 219,470 SH   DFND 7 206,370 0 13,100
RED HAT INC COM 756577102 1,090,510 14,362,046 SH   DFND 1,5 1,603,247 0 12,758,799
RED HAT INC COM 756577102 10,372 136,600 SH   DFND 1,9 0 0 136,600
RED HAT INC COM 756577102 4,758 62,666 SH   DFND 2 62,666 0 0
RED HAT INC COM 756577102 712 9,374 SH   DFND 3 9,374 0 0
RED HAT INC COM 756577102 1,564 20,600 SH   DFND 6 20,600 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,984 23,118 SH   DFND 1,5 0 0 23,118
REDWOOD TR INC NOTE 4.625% 4/1 758075AB1 16,538 17,250,000 PRN   DFND 1,5 0 0 0
REDWOOD TR INC COM 758075402 52,730 3,358,586 SH   DFND 1,5 0 0 3,358,586
REDWOOD TR INC COM 758075402 13,307 847,590 SH   DFND 6 847,590 0 0
REDWOOD TR INC COM 758075402 7,532 479,760 SH   DFND 7 373,260 0 106,500
REGAL BELOIT CORP COM 758750103 108,202 1,490,590 SH   DFND 1,5 8,800 0 1,481,790
REGAL BELOIT CORP COM 758750103 14,469 199,321 SH   DFND 6 199,321 0 0
REGAL BELOIT CORP COM 758750103 8,240 113,510 SH   DFND 7 103,410 0 10,100
REGAL ENTMT GROUP CL A 758766109 9,071 433,800 SH   DFND 1,5 0 0 433,800
REGAL ENTMT GROUP CL A 758766109 1,181 56,500 SH   DFND 7 3,300 0 53,200
REGENERON PHARMACEUTICALS COM 75886F107 3,000,322 5,881,485 SH   DFND 1,5 473,839 0 5,407,646
REGENERON PHARMACEUTICALS COM 75886F107 13,147 25,771 SH   DFND 2 25,771 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,515 6,891 SH   DFND 3 6,891 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,182 18,000 SH   DFND 6 18,000 0 0
REGIONAL MGMT CORP COM 75902K106 4,497 251,800 SH   DFND 6 251,800 0 0
REGIONAL MGMT CORP COM 75902K106 990 55,420 SH   DFND 7 55,420 0 0
REGIONS FINL CORP NEW COM 7591EP100 980,358 94,629,151 SH   DFND 1,5 2,446,651 0 92,182,500
REGIONS FINL CORP NEW COM 7591EP100 4,750 458,482 SH   DFND 2 458,482 0 0
REGIONS FINL CORP NEW COM 7591EP100 231 22,311 SH   DFND 3 22,311 0 0
REGIONS FINL CORP NEW COM 7591EP100 22,754 2,196,338 SH   DFND 6 2,043,068 0 153,270
REGIONS FINL CORP NEW COM 7591EP100 43,982 4,245,400 SH   DFND 7 4,245,400 0 0
REGIS CORP MINN COM 758932107 10,354 657,000 SH   DFND 1,5 32,000 0 625,000
REGULUS THERAPEUTICS INC COM 75915K101 83,873 7,652,610 SH   DFND 1,5 833,219 0 6,819,391
REINSURANCE GROUP AMER INC COM NEW 759351604 322,353 3,397,837 SH   DFND 1,5 0 0 3,397,837
REINSURANCE GROUP AMER INC COM NEW 759351604 83,665 881,895 SH   DFND 6 881,895 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 27,541 290,298 SH   DFND 7 257,498 0 32,800
RELIANCE STEEL & ALUMINUM CO COM 759509102 17,179 284,037 SH   DFND 1,5 192 0 283,845
RELYPSA INC COM 759531106 39,126 1,182,400 SH   DFND 1,5 9,700 0 1,172,700
REMY INTL INC NEW COM 75971M108 25,091 1,134,857 SH   DFND 1,5 2,950 0 1,131,907
RENAISSANCERE HOLDINGS LTD COM G7496G103 314,681 3,100,000 SH   DFND 1,5 162,600 0 2,937,400
RENT A CTR INC NEW COM 76009N100 155,925 5,500,000 SH   DFND 1,5 0 0 5,500,000
REPLIGEN CORP COM 759916109 150,942 3,657,430 SH   DFND 1,5 49,496 0 3,607,934
REPROS THERAPEUTICS INC COM NEW 76028H209 26,036 3,641,425 SH   DFND 1,5 0 0 3,641,425
REPUBLIC AWYS HLDGS INC COM 760276105 11,077 1,206,600 SH   DFND 1,5 59,800 0 1,146,800
REPUBLIC SVCS INC COM 760759100 56,585 1,444,589 SH   DFND 1,5 171,700 0 1,272,889
REPUBLIC SVCS INC COM 760759100 3,339 85,246 SH   DFND 2 85,246 0 0
REPUBLIC SVCS INC COM 760759100 688 17,568 SH   DFND 3 17,568 0 0
REPUBLIC SVCS INC COM 760759100 2,111 53,890 SH   DFND 6 53,890 0 0
RESEARCH FRONTIERS INC COM 760911107 1,828 342,250 SH   DFND 1,5 0 0 342,250
RESMED INC COM 761152107 222,048 3,939,123 SH   DFND 1,5 48,437 0 3,890,686
RESMED INC COM 761152107 18,897 335,240 SH   DFND 11 335,240 0 0
RESOURCE CAP CORP NOTE 8.000% 1/1 76120WAB0 16,111 17,000,000 PRN   DFND 1,5 0 0 0
RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 3,972 4,300,000 PRN   DFND 1,5 0 0 0
RESOURCES CONNECTION INC COM 76122Q105 17,731 1,102,008 SH   DFND 1,5 62,728 0 1,039,280
RESTAURANT BRANDS INTL INC COM 76131D103 3,223 84,100 SH   DFND 6 0 0 84,100
RESTAURANT BRANDS INTL INC COM 76131D103 815 21,263 SH   DFND 7 21,263 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 491,444 12,822,517 SH   DFND 11 12,281,498 0 541,019
RESTORATION HARDWARE HLDGS I COM 761283100 576,231 5,902,190 SH   DFND 1,5 467,383 0 5,434,807
RESTORATION HARDWARE HLDGS I COM 761283100 8,875 90,901 SH   DFND 6 90,901 0 0
RETAIL PPTYS AMER INC CL A 76131V202 40,810 2,929,676 SH   DFND 1,5 153,026 0 2,776,650
RETAIL PPTYS AMER INC CL A 76131V202 472 33,865 SH   DFND 6 33,865 0 0
RETROPHIN INC COM 761299106 22,844 689,100 SH   DFND 1,5 1,300 0 687,800
RETROPHIN INC COM 761299106 313 9,450 SH   DFND 6 9,450 0 0
REVLON INC CL A NEW 761525609 71,467 1,946,800 SH   DFND 1,5 3,800 0 1,943,000
REXNORD CORP NEW COM 76169B102 110,672 4,628,684 SH   DFND 1,5 5,800 0 4,622,884
REXNORD CORP NEW COM 76169B102 873 36,500 SH   DFND 6 36,500 0 0
REYNOLDS AMERICAN INC COM 761713106 526,946 7,057,940 SH   DFND 1,5 282,840 0 6,775,100
REYNOLDS AMERICAN INC COM 761713106 10,609 142,097 SH   DFND 2 142,097 0 0
REYNOLDS AMERICAN INC COM 761713106 8,839 118,393 SH   DFND 3 118,393 0 0
REYNOLDS AMERICAN INC COM 761713106 23,450 314,090 SH   DFND 6 304,790 0 9,300
REYNOLDS AMERICAN INC COM 761713106 65,314 874,823 SH   DFND 7 780,323 0 94,500
RICE ENERGY INC COM 762760106 47,140 2,263,100 SH   DFND 1,5 5,300 0 2,257,800
RICE ENERGY INC COM 762760106 1,491 71,600 SH   DFND 6 71,600 0 0
RICHMONT MINES INC COM 76547T106 568 178,400 SH   DFND 1,5 0 0 178,400
RIGEL PHARMACEUTICALS INC COM NEW 766559603 42,441 13,221,574 SH   DFND 1,5 1,215,316 0 12,006,258
RIGHTSIDE GROUP LTD COM 76658B100 2,165 319,743 SH   DFND 1,5 53,396 0 266,347
RIGNET INC COM 766582100 1,794 58,700 SH   DFND 1,5 0 0 58,700
RIGNET INC COM 766582100 6,803 222,530 SH   DFND 6 222,530 0 0
RIGNET INC COM 766582100 1,527 49,950 SH   DFND 7 49,950 0 0
RINGCENTRAL INC CL A 76680R206 68,552 3,707,500 SH   DFND 1,5 0 0 3,707,500
RINGCENTRAL INC CL A 76680R206 15,580 842,600 SH   DFND 1,9 0 0 842,600
RIO TINTO PLC SPONSORED ADR 767204100 1,438 34,900 SH   DFND 1,5 0 0 34,900
RITE AID CORP COM 767754104 20,003 2,395,600 SH   DFND 1,5 11,100 0 2,384,500
RITE AID CORP COM 767754104 148 17,716 SH   DFND 3 17,716 0 0
RITE AID CORP COM 767754104 11,225 1,344,370 SH   DFND 6 1,344,370 0 0
RITE AID CORP COM 767754104 5,013 600,400 SH   DFND 7 600,400 0 0
RLJ LODGING TR COM 74965L101 187,451 6,294,536 SH   DFND 1,5 2,728,636 0 3,565,900
RLJ LODGING TR COM 74965L101 30,248 1,015,700 SH   DFND 6 1,015,700 0 0
RLJ LODGING TR COM 74965L101 12,522 420,500 SH   DFND 7 49,900 0 370,600
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 25,257 978,950 SH   DFND 1,5 34,950 0 944,000
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 19,821 768,246 SH   DFND 6 768,246 0 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 2,118 82,100 SH   DFND 7 82,100 0 0
ROBERT HALF INTL INC COM 770323103 212,955 3,837,034 SH   DFND 1,5 153,749 0 3,683,285
ROBERT HALF INTL INC COM 770323103 2,563 46,188 SH   DFND 2 46,188 0 0
ROBERT HALF INTL INC COM 770323103 521 9,380 SH   DFND 3 9,380 0 0
ROBERT HALF INTL INC COM 770323103 3,128 56,354 SH   DFND 7 56,354 0 0
ROCK-TENN CO CL A 772739207 1,216,155 20,201,912 SH   DFND 1,5 215,886 0 19,986,026
ROCK-TENN CO CL A 772739207 39,627 658,260 SH   DFND 6 611,720 0 46,540
ROCK-TENN CO CL A 772739207 15,815 262,700 SH   DFND 7 168,100 0 94,600
ROCKWELL AUTOMATION INC COM 773903109 237,852 1,908,309 SH   DFND 1,5 224,351 0 1,683,958
ROCKWELL AUTOMATION INC COM 773903109 5,735 46,011 SH   DFND 2 46,011 0 0
ROCKWELL AUTOMATION INC COM 773903109 877 7,035 SH   DFND 3 7,035 0 0
ROCKWELL COLLINS INC COM 774341101 208,977 2,262,876 SH   DFND 1,5 8,508 0 2,254,368
ROCKWELL COLLINS INC COM 774341101 4,176 45,220 SH   DFND 2 45,220 0 0
ROCKWELL COLLINS INC COM 774341101 1,575 17,058 SH   DFND 3 17,058 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 5,946 451,512 SH   DFND 1,5 28,530 0 422,982
ROGERS COMMUNICATIONS INC CL B 775109200 53,279 1,502,146 SH   DFND 1,5 16 0 1,502,130
ROGERS COMMUNICATIONS INC CL B 775109200 20,143 567,926 SH   DFND 6 223,000 0 344,926
ROGERS COMMUNICATIONS INC CL B 775109200 13,422 378,413 SH   DFND 7 328,713 0 49,700
ROGERS COMMUNICATIONS INC CL B 775109200 692,100 19,513,150 SH   DFND 11 18,633,750 0 879,400
ROGERS CORP COM 775133101 966 14,600 SH   DFND 1,5 0 0 14,600
ROKA BIOSCIENCE INC COM 775431109 636 244,646 SH   DFND 1,5 900 0 243,746
ROPER TECHNOLOGIES INC COM 776696106 1,086,460 6,299,780 SH   DFND 1,5 1,854 0 6,297,926
ROPER TECHNOLOGIES INC COM 776696106 5,924 34,349 SH   DFND 2 34,349 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,700 9,855 SH   DFND 3 9,855 0 0
ROSETTA RESOURCES INC COM 777779307 21,506 929,400 SH   DFND 1,5 4,300 0 925,100
ROSETTA RESOURCES INC COM 777779307 643 27,800 SH   DFND 6 27,800 0 0
ROSS STORES INC COM 778296103 1,273,546 26,199,256 SH   DFND 1,5 1,039,226 0 25,160,030
ROSS STORES INC COM 778296103 6,877 141,468 SH   DFND 2 141,468 0 0
ROSS STORES INC COM 778296103 1,561 32,118 SH   DFND 3 32,118 0 0
ROSS STORES INC COM 778296103 3,494 71,880 SH   DFND 6 71,880 0 0
ROSS STORES INC COM 778296103 10,560 217,242 SH   DFND 7 217,242 0 0
ROUSE PPTYS INC COM 779287101 141,673 8,665,000 SH   DFND 1,5 0 0 8,665,000
ROVI CORP COM 779376102 174,126 10,916,999 SH   DFND 1,5 59,133 0 10,857,866
ROVI CORP COM 779376102 32,262 2,022,687 SH   DFND 6 2,022,687 0 0
ROVI CORP COM 779376102 1,056 66,230 SH   DFND 7 66,230 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 11,125 526,996 SH   DFND 1,5 2,956 0 524,040
ROYAL BK CDA MONTREAL QUE COM 780087102 138,207 2,260,019 SH   DFND 1,5 179 0 2,259,840
ROYAL BK CDA MONTREAL QUE COM 780087102 84,587 1,383,200 SH   DFND 6 475,300 0 907,900
ROYAL BK CDA MONTREAL QUE COM 780087102 38,438 628,563 SH   DFND 7 517,763 0 110,800
ROYAL BK CDA MONTREAL QUE COM 780087102 1,345,383 22,000,303 SH   DFND 11 18,786,180 0 3,214,123
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 780097796 31,309 1,256,889 SH   DFND 1,5 80,656 0 1,176,233
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 318 4,037 SH   DFND 1,5 437 0 3,600
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,437 56,389 SH   DFND 2 56,389 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 722,996 12,681,923 SH   DFND 2 12,681,923 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,651 28,967 SH   DFND 3 28,967 0 0
ROYAL GOLD INC COM 780287108 42,064 682,973 SH   DFND 1,5 0 0 682,973
RPC INC COM 749660106 346 25,000 SH   DFND 1,5 0 0 25,000
RPC INC COM 749660106 4,037 291,900 SH   DFND 6 291,900 0 0
RPC INC COM 749660106 846 61,200 SH   DFND 7 61,200 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 2,269 1,950,000 PRN   DFND 1,5 0 0 0
RPM INTL INC COM 749685103 7,735 157,950 SH   DFND 1,5 8,350 0 149,600
RSP PERMIAN INC COM 74978Q105 16,501 587,000 SH   DFND 1,5 0 0 587,000
RTI INTL METALS INC COM 74973W107 59,888 1,900,000 SH   DFND 1,5 0 0 1,900,000
RTI SURGICAL INC COM 74975N105 1,016 157,262 SH   DFND 7 95,500 0 61,762
RUBICON MINERALS CORP COM 780911103 5,596 5,376,402 SH   DFND 1,5 0 0 5,376,402
RUBICON TECHNOLOGY INC COM 78112T107 7,629 3,139,517 SH   DFND 1,9 0 0 3,139,517
RUBY TUESDAY INC COM 781182100 27,819 4,436,900 SH   DFND 1,5 550,900 0 3,886,000
RUCKUS WIRELESS INC COM 781220108 21,297 2,059,700 SH   DFND 1,5 0 0 2,059,700
RUCKUS WIRELESS INC COM 781220108 8,119 785,230 SH   DFND 6 785,230 0 0
RUCKUS WIRELESS INC COM 781220108 4,537 438,760 SH   DFND 7 354,760 0 84,000
RUSH ENTERPRISES INC CL A 781846209 30,009 1,144,926 SH   DFND 1,5 90,326 0 1,054,600
RUTHS HOSPITALITY GROUP INC COM 783332109 72,264 4,482,891 SH   DFND 1,5 0 0 4,482,891
RUTHS HOSPITALITY GROUP INC COM 783332109 10,017 621,430 SH   DFND 6 621,430 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,127 131,950 SH   DFND 7 131,950 0 0
RYANAIR HLDGS PLC SPONSORED ADR 783513104 968,738 13,577,263 SH   DFND 1,5 649,546 0 12,927,717
RYANAIR HLDGS PLC SPONSORED ADR 783513104 10,767 150,900 SH   DFND 1,10 0 0 150,900
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,435 104,200 SH   DFND 6 56,000 0 48,200
RYANAIR HLDGS PLC SPONSORED ADR 783513104 1,295 18,150 SH   DFND 7 6,550 0 11,600
RYDER SYS INC COM 783549108 1,595 18,260 SH   DFND 2 18,260 0 0
RYDER SYS INC COM 783549108 2,333 26,700 SH   DFND 6 26,700 0 0
RYDER SYS INC COM 783549108 5,416 61,990 SH   DFND 7 31,490 0 30,500
RYDEX ETF TRUST GUG S&P500 EQ WT 78355W106 11,683 146,400 SH   DFND 1,5 0 0 146,400
RYLAND GROUP INC COM 783764103 9,276 200,050 SH   DFND 1,5 450 0 199,600
RYLAND GROUP INC COM 783764103 4,771 102,900 SH   DFND 6 102,900 0 0
RYLAND GROUP INC COM 783764103 7,673 165,470 SH   DFND 7 114,670 0 50,800
SABRA HEALTH CARE REIT INC COM 78573L106 206,786 8,033,659 SH   DFND 1,5 170,160 0 7,863,499
SABRA HEALTH CARE REIT INC COM 78573L106 34,292 1,332,257 SH   DFND 6 1,332,257 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 9,260 359,765 SH   DFND 7 98,400 0 261,365
SABRE CORP COM 78573M104 255,471 10,734,060 SH   DFND 1,5 7,100 0 10,726,960
SABRE CORP COM 78573M104 1,190 50,000 SH   DFND 6 50,000 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 17,559 463,900 SH   DFND 1,5 26,800 0 437,100
SAGE THERAPEUTICS INC COM 78667J108 311,308 4,264,489 SH   DFND 1,5 255,120 0 4,009,369
SAGENT PHARMACEUTICALS INC COM 786692103 4,679 192,470 SH   DFND 6 192,470 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 1,052 43,290 SH   DFND 7 43,290 0 0
SAIA INC COM 78709Y105 59,307 1,509,478 SH   DFND 1,5 0 0 1,509,478
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 11,403 9,380,000 PRN   DFND 1,5 0 0 0
SALESFORCE COM INC COM 79466L302 6,453,995 92,689,860 SH   DFND 1,5 7,613,429 0 85,076,431
SALESFORCE COM INC COM 79466L302 125,221 1,798,380 SH   DFND 1,9 0 0 1,798,380
SALESFORCE COM INC COM 79466L302 14,510 208,383 SH   DFND 2 208,383 0 0
SALESFORCE COM INC COM 79466L302 3,700 53,132 SH   DFND 3 53,132 0 0
SALESFORCE COM INC COM 79466L302 30,844 442,963 SH   DFND 6 442,963 0 0
SALESFORCE COM INC COM 79466L302 42,204 606,112 SH   DFND 7 606,112 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 143,651 4,548,800 SH   DFND 1,5 55,800 0 4,493,000
SALLY BEAUTY HLDGS INC COM 79546E104 644 20,400 SH   DFND 6 20,400 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 752 23,800 SH   DFND 7 2,000 0 21,800
SANDERSON FARMS INC COM 800013104 38,026 505,938 SH   DFND 1,5 37,538 0 468,400
SANDERSON FARMS INC COM 800013104 624 8,300 SH   DFND 6 8,300 0 0
SANDISK CORP COM 80004C101 347,200 5,963,582 SH   DFND 1,5 155,182 0 5,808,400
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 21,867 16,910,000 PRN   DFND 1,5 0 0 0
SANDISK CORP COM 80004C101 32,778 563,000 SH   DFND 1,9 0 0 563,000
SANDISK CORP COM 80004C101 4,138 71,072 SH   DFND 2 71,072 0 0
SANDISK CORP COM 80004C101 1,270 21,819 SH   DFND 3 21,819 0 0
SANDY SPRING BANCORP INC COM 800363103 372 13,289 SH   DFND 3 13,289 0 0
SANGAMO BIOSCIENCES INC COM 800677106 47,352 4,269,815 SH   DFND 1,5 0 0 4,269,815
SANOFI SPONSORED ADR 80105N105 655,117 13,226,665 SH   DFND 1,5 6,221 0 13,220,444
SANOFI SPONSORED ADR 80105N105 927 18,717 SH   DFND 3 18,717 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 117,343 4,589,101 SH   DFND 1,5 192,332 0 4,396,769
SAPIENS INTL CORP N V SHS NEW N7716A151 316 31,758 SH   DFND 1,5 0 0 31,758
SAREPTA THERAPEUTICS INC COM 803607100 63,179 2,076,212 SH   DFND 1,5 0 0 2,076,212
SBA COMMUNICATIONS CORP COM 78388J106 87,786 763,552 SH   DFND 1,5 764 0 762,788
SBA COMMUNICATIONS CORP COM 78388J106 9,870 85,846 SH   DFND 6 64,046 0 21,800
SBA COMMUNICATIONS CORP COM 78388J106 24,672 214,599 SH   DFND 7 151,699 0 62,900
SCANA CORP NEW COM 80589M102 2,474 48,853 SH   DFND 2 48,853 0 0
SCANA CORP NEW COM 80589M102 1,139 22,495 SH   DFND 3 22,495 0 0
SCANSOURCE INC COM 806037107 109,221 2,869,700 SH   DFND 1,5 617,500 0 2,252,200
SCHEIN HENRY INC COM 806407102 1,031,672 7,259,164 SH   DFND 1,5 251,442 0 7,007,722
SCHEIN HENRY INC COM 806407102 4,062 28,581 SH   DFND 2 28,581 0 0
SCHEIN HENRY INC COM 806407102 883 6,211 SH   DFND 3 6,211 0 0
SCHEIN HENRY INC COM 806407102 277 1,947 SH   DFND 6 1,947 0 0
SCHEIN HENRY INC COM 806407102 4,789 33,700 SH   DFND 7 33,700 0 0
SCHLUMBERGER LTD COM 806857108 2,766,307 32,095,456 SH   DFND 1,5 800,687 0 31,294,769
SCHLUMBERGER LTD COM 806857108 37,402 433,951 SH   DFND 2 433,951 0 0
SCHLUMBERGER LTD COM 806857108 16,291 189,013 SH   DFND 3 189,013 0 0
SCHLUMBERGER LTD COM 806857108 41,550 482,071 SH   DFND 6 434,871 0 47,200
SCHLUMBERGER LTD COM 806857108 123,164 1,428,977 SH   DFND 7 1,286,877 0 142,100
SCHLUMBERGER LTD COM 806857108 24,254 281,400 SH   DFND 11 281,400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,346,102 41,228,250 SH   DFND 1,5 2,860,582 0 38,367,668
SCHWAB CHARLES CORP NEW COM 808513105 12,905 395,267 SH   DFND 2 395,267 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,678 82,036 SH   DFND 3 82,036 0 0
SCHWAB CHARLES CORP NEW COM 808513105 5,829 178,516 SH   DFND 6 178,516 0 0
SCHWAB CHARLES CORP NEW COM 808513105 13,932 426,704 SH   DFND 7 426,704 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 8,943 181,771 SH   DFND 3 181,771 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 21,903 549,225 SH   DFND 1,5 39 0 549,186
SCIENCE APPLICATNS INTL CP N COM 808625107 108,980 2,062,071 SH   DFND 1,5 74,771 0 1,987,300
SCIENCE APPLICATNS INTL CP N COM 808625107 2,245 42,482 SH   DFND 6 42,482 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 3,005 56,852 SH   DFND 7 56,852 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,450 93,295 SH   DFND 1,5 0 0 93,295
SCIQUEST INC NEW COM 80908T101 11,629 785,226 SH   DFND 1,5 0 0 785,226
SCIQUEST INC NEW COM 80908T101 13,144 887,530 SH   DFND 1,9 0 0 887,530
SCORPIO TANKERS INC SHS Y7542C106 46,465 4,605,025 SH   DFND 1,5 316,592 0 4,288,433
SCOTTS MIRACLE GRO CO CL A 810186106 13,636 230,307 SH   DFND 1,5 0 0 230,307
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 71,710 1,096,980 SH   DFND 1,5 0 0 1,096,980
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,124 32,492 SH   DFND 2 32,492 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 360 5,501 SH   DFND 3 5,501 0 0
SCYNEXIS INC COM 811292101 16,007 1,821,100 SH   DFND 1,5 0 0 1,821,100
SEABOARD CORP COM 811543107 224,074 62,260 SH   DFND 1,5 15,503 0 46,757
SEABRIDGE GOLD INC COM 811916105 4,028 659,166 SH   DFND 1,5 0 0 659,166
SEACHANGE INTL INC COM 811699107 8,991 1,282,527 SH   DFND 11 1,282,527 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 6,230 7,000,000 PRN   DFND 1,5 0 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,624,073 34,191,014 SH   DFND 1,5 1,712,534 0 32,478,480
SEAGATE TECHNOLOGY PLC SHS G7945M107 6,598 138,900 SH   DFND 1,9 0 0 138,900
SEAGATE TECHNOLOGY PLC SHS G7945M107 5,153 108,483 SH   DFND 2 108,483 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 721 15,189 SH   DFND 3 15,189 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 994 20,919 SH   DFND 6 20,919 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,936 61,820 SH   DFND 7 61,820 0 0
SEALED AIR CORP NEW COM 81211K100 383,989 7,473,503 SH   DFND 1,5 215,712 0 7,257,791
SEALED AIR CORP NEW COM 81211K100 3,692 71,866 SH   DFND 2 71,866 0 0
SEALED AIR CORP NEW COM 81211K100 593 11,538 SH   DFND 3 11,538 0 0
SEALED AIR CORP NEW COM 81211K100 1,223 23,800 SH   DFND 6 23,800 0 0
SEATTLE GENETICS INC COM 812578102 906,051 18,720,054 SH   DFND 1,5 1,967,600 0 16,752,454
SEATTLE GENETICS INC COM 812578102 223 4,600 SH   DFND 6 4,600 0 0
SEI INVESTMENTS CO COM 784117103 8,580 175,000 SH   DFND 1,5 0 0 175,000
SEI INVESTMENTS CO COM 784117103 5,503 112,235 SH   DFND 3 112,235 0 0
SELECT COMFORT CORP COM 81616X103 80,434 2,674,900 SH   DFND 1,5 51,400 0 2,623,500
SELECT INCOME REIT COM SH BEN INT 81618T100 63,297 3,066,731 SH   DFND 1,5 2,677,465 0 389,266
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,008 26,717 SH   DFND 1,5 8,117 0 18,600
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 2,172 40,175 SH   DFND 1,5 13,275 0 26,900
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 2,219 46,609 SH   DFND 1,5 14,409 0 32,200
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 5,225 126,202 SH   DFND 1,5 38,402 0 87,800
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 998 20,632 SH   DFND 1,5 5,732 0 14,900
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,835 51,555 SH   DFND 1,5 16,255 0 35,300
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,488 143,060 SH   DFND 1,5 47,060 0 96,000
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 765 18,460 SH   DFND 1,5 5,160 0 13,300
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 3,327 43,501 SH   DFND 1,5 13,501 0 30,000
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 980 23,681 SH   DFND 3 23,681 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 915 11,958 SH   DFND 3 11,958 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,191 15,843 SH   DFND 3 15,843 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 358 7,398 SH   DFND 3 7,398 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 795 19,168 SH   DFND 3 19,168 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 680 12,580 SH   DFND 3 12,580 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 667 14,015 SH   DFND 3 14,015 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,127,917 46,264,044 SH   DFND 3 46,264,044 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,407 18,911 SH   DFND 3 18,911 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,022 53,511 SH   DFND 7 53,511 0 0
SELECTIVE INS GROUP INC COM 816300107 670 23,900 SH   DFND 1,5 0 0 23,900
SEMGROUP CORP CL A 81663A105 14,195 178,600 SH   DFND 1,5 0 0 178,600
SEMPRA ENERGY COM 816851109 666,480 6,736,208 SH   DFND 1,5 26 0 6,736,182
SEMPRA ENERGY COM 816851109 7,869 79,531 SH   DFND 2 79,531 0 0
SEMPRA ENERGY COM 816851109 5,172 52,274 SH   DFND 3 52,274 0 0
SEMPRA ENERGY COM 816851109 3,827 38,680 SH   DFND 7 38,680 0 0
SEMTECH CORP COM 816850101 164,095 8,266,734 SH   DFND 1,5 21,720 0 8,245,014
SEMTECH CORP COM 816850101 24,223 1,220,280 SH   DFND 1,9 0 0 1,220,280
SENIOR HSG PPTYS TR SH BEN INT 81721M109 91,072 5,189,300 SH   DFND 1,5 110,600 0 5,078,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 33,860 1,929,350 SH   DFND 6 1,853,950 0 75,400
SENIOR HSG PPTYS TR SH BEN INT 81721M109 14,294 814,467 SH   DFND 7 517,620 0 296,847
SENOMYX INC COM 81724Q107 3,904 728,392 SH   DFND 1,5 0 0 728,392
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 14,921 282,923 SH   DFND 1,5 9,296 0 273,627
SENSIENT TECHNOLOGIES CORP COM 81725T100 61,240 896,106 SH   DFND 1,5 0 0 896,106
SERES THERAPEUTICS INC COM 81750R102 192,356 4,635,095 SH   DFND 1,5 265,086 0 4,370,009
SERES THERAPEUTICS INC COM 81750R102 15,551 374,724 SH   DFND 6 347,224 0 27,500
SERES THERAPEUTICS INC COM 81750R102 9,489 228,646 SH   DFND 7 140,351 0 88,295
SERVICE CORP INTL COM 817565104 775,339 26,345,199 SH   DFND 1,5 58,400 0 26,286,799
SERVICE CORP INTL COM 817565104 72,882 2,476,468 SH   DFND 6 2,476,468 0 0
SERVICE CORP INTL COM 817565104 10,254 348,410 SH   DFND 7 348,410 0 0
SERVICE CORP INTL COM 817565104 57,647 1,958,800 SH   DFND 11 1,958,800 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 229,980 6,358,311 SH   DFND 1,5 5,073 0 6,353,238
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 19,693 544,470 SH   DFND 6 544,470 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 7,199 199,030 SH   DFND 7 155,430 0 43,600
SERVICENOW INC COM 81762P102 624,054 8,397,975 SH   DFND 1,5 861,279 0 7,536,696
SERVICENOW INC COM 81762P102 24,864 334,600 SH   DFND 1,9 0 0 334,600
SERVICENOW INC COM 81762P102 3,573 48,077 SH   DFND 3 48,077 0 0
SERVICENOW INC COM 81762P102 17,403 234,190 SH   DFND 6 234,190 0 0
SERVICENOW INC COM 81762P102 7,424 99,900 SH   DFND 7 99,900 0 0
SERVICESOURCE INTL LLC COM 81763U100 122 22,300 SH   DFND 1,9 0 0 22,300
SERVOTRONICS INC COM 817732100 1,064 163,256 SH   DFND 1,5 7,756 0 155,500
SHENANDOAH TELECOMMUNICATION COM 82312B106 2,913 85,100 SH   DFND 1,5 0 0 85,100
SHERWIN WILLIAMS CO COM 824348106 1,001,716 3,642,339 SH   DFND 1,5 155,862 0 3,486,477
SHERWIN WILLIAMS CO COM 824348106 7,447 27,077 SH   DFND 2 27,077 0 0
SHERWIN WILLIAMS CO COM 824348106 3,245 11,801 SH   DFND 3 11,801 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 4,896 300,000 SH   DFND 1,5 0 0 300,000
SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 33,651 31,615,000 PRN   DFND 1,5 0 0 0
SHIRE PLC SPONSORED ADR 82481R106 795,265 3,293,159 SH   DFND 1,5 6,900 0 3,286,259
SHIRE PLC SPONSORED ADR 82481R106 9,979 41,323 SH   DFND 6 41,323 0 0
SHIRE PLC SPONSORED ADR 82481R106 28,662 118,689 SH   DFND 7 118,689 0 0
SHOPIFY INC CL A 82509L107 24,631 725,900 SH   DFND 1,5 83,100 0 642,800
SHOPIFY INC CL A 82509L107 20,394 601,030 SH   DFND 11 586,430 0 14,600
SHORETEL INC COM 825211105 441 65,000 SH   DFND 1,5 0 0 65,000
SHUTTERSTOCK INC COM 825690100 42,294 721,250 SH   DFND 1,5 4,200 0 717,050
SIBANYE GOLD LTD SPONSORED ADR 825724206 5,286 819,506 SH   DFND 1,5 0 0 819,506
SIENTRA INC COM 82621J105 10,849 430,000 SH   DFND 1,5 0 0 430,000
SIERRA WIRELESS INC COM 826516106 283 11,400 SH   DFND 1,5 0 0 11,400
SIGMA ALDRICH CORP COM 826552101 20,966 150,456 SH   DFND 1,5 356 0 150,100
SIGMA ALDRICH CORP COM 826552101 5,683 40,779 SH   DFND 2 40,779 0 0
SIGMA ALDRICH CORP COM 826552101 1,458 10,465 SH   DFND 3 10,465 0 0
SIGMA ALDRICH CORP COM 826552101 518,243 3,719,000 SH   DFND 11 3,719,000 0 0
SIGMATRON INTL INC COM 82661L101 2,357 259,000 SH   DFND 1,5 13,100 0 245,900
SIGNATURE BK NEW YORK N Y COM 82669G104 125,366 856,385 SH   DFND 1,5 99,400 0 756,985
SIGNET JEWELERS LIMITED SHS G81276100 277,719 2,165,617 SH   DFND 1,5 72,105 0 2,093,512
SIGNET JEWELERS LIMITED SHS G81276100 20,063 156,452 SH   DFND 6 156,452 0 0
SIGNET JEWELERS LIMITED SHS G81276100 24,656 192,265 SH   DFND 7 192,265 0 0
SILGAN HOLDINGS INC COM 827048109 246,975 4,681,112 SH   DFND 1,5 59,900 0 4,621,212
SILICON GRAPHICS INTL CORP COM 82706L108 27,109 4,189,980 SH   DFND 1,5 49,350 0 4,140,630
SILICON GRAPHICS INTL CORP COM 82706L108 6,675 1,031,700 SH   DFND 1,9 0 0 1,031,700
SILICON LABORATORIES INC COM 826919102 337,264 6,244,474 SH   DFND 1,5 809,300 0 5,435,174
SILICON LABORATORIES INC COM 826919102 8,755 162,100 SH   DFND 1,9 0 0 162,100
SILVER WHEATON CORP COM 828336107 18,651 1,075,970 SH   DFND 1,5 0 0 1,075,970
SILVER WHEATON CORP COM 828336107 3,876 223,600 SH   DFND 7 223,600 0 0
SILVER WHEATON CORP COM 828336107 259,296 14,958,900 SH   DFND 11 14,958,900 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,057,508 6,112,058 SH   DFND 1,5 2,289,426 0 3,822,632
SIMON PPTY GROUP INC NEW COM 828806109 18,404 106,370 SH   DFND 2 106,370 0 0
SIMON PPTY GROUP INC NEW COM 828806109 6,601 38,151 SH   DFND 3 38,151 0 0
SIMON PPTY GROUP INC NEW COM 828806109 89,762 518,796 SH   DFND 6 518,796 0 0
SIMON PPTY GROUP INC NEW COM 828806109 37,254 215,319 SH   DFND 7 25,650 0 189,669
SIMON PPTY GROUP INC NEW COM 828806109 49,288 284,870 SH   DFND 11 284,870 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 172,455 6,178,986 SH   DFND 1,5 0 0 6,178,986
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,915 68,600 SH   DFND 6 68,600 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 240 8,600 SH   DFND 7 8,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 44,985 12,060,229 SH   DFND 1,5 6,000 0 12,054,229
SIRIUS XM HLDGS INC COM 82968B103 139 37,191 SH   DFND 3 37,191 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 28,158 280,400 SH   DFND 1,5 0 0 280,400
SIX FLAGS ENTMT CORP NEW COM 83001A102 16,034 357,500 SH   DFND 1,5 1,700 0 355,800
SIX FLAGS ENTMT CORP NEW COM 83001A102 529 11,800 SH   DFND 6 11,800 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 42,050 1,696,255 SH   DFND 1,5 51,450 0 1,644,805
SKECHERS U S A INC CL A 830566105 671,074 6,112,339 SH   DFND 1,5 788,400 0 5,323,939
SKECHERS U S A INC CL A 830566105 19,477 177,400 SH   DFND 6 177,400 0 0
SKECHERS U S A INC CL A 830566105 3,010 27,420 SH   DFND 7 27,420 0 0
SKYWEST INC COM 830879102 16,222 1,078,600 SH   DFND 1,5 53,700 0 1,024,900
SKYWORKS SOLUTIONS INC COM 83088M102 852,111 8,185,502 SH   DFND 1,5 331,711 0 7,853,791
SKYWORKS SOLUTIONS INC COM 83088M102 6,803 65,352 SH   DFND 2 65,352 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 900 8,645 SH   DFND 3 8,645 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,489 14,300 SH   DFND 6 14,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 427 4,100 SH   DFND 7 4,100 0 0
SL GREEN RLTY CORP COM 78440X101 497,683 4,528,924 SH   DFND 1,5 1,671,565 0 2,857,359
SL GREEN RLTY CORP COM 78440X101 3,741 34,047 SH   DFND 2 34,047 0 0
SL GREEN RLTY CORP COM 78440X101 55,252 502,790 SH   DFND 6 502,790 0 0
SL GREEN RLTY CORP COM 78440X101 23,517 214,007 SH   DFND 7 63,740 0 150,267
SLM CORP COM 78442P106 300,625 30,458,410 SH   DFND 1,5 96,600 0 30,361,810
SM ENERGY CO COM 78454L100 224,632 4,870,600 SH   DFND 1,5 31,500 0 4,839,100
SM ENERGY CO COM 78454L100 1,524 33,035 SH   DFND 6 33,035 0 0
SMART TECHNOLOGIES INC COM SHS 83172R108 11 11,200 SH   DFND 1,9 0 0 11,200
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 21,049 620,000 SH   DFND 1,5 0 0 620,000
SMITH & WESSON HLDG CORP COM 831756101 58,956 3,553,700 SH   DFND 1,5 60,400 0 3,493,300
SMITH A O COM 831865209 391,414 5,437,816 SH   DFND 1,5 35,883 0 5,401,933
SMITH A O COM 831865209 955 13,265 SH   DFND 6 13,265 0 0
SMUCKER J M CO COM NEW 832696405 119,416 1,101,520 SH   DFND 1,5 39 0 1,101,481
SMUCKER J M CO COM NEW 832696405 3,592 33,131 SH   DFND 2 33,131 0 0
SMUCKER J M CO COM NEW 832696405 1,506 13,893 SH   DFND 3 13,893 0 0
SMUCKER J M CO COM NEW 832696405 251 2,318 SH   DFND 6 2,318 0 0
SMUCKER J M CO COM NEW 832696405 4,193 38,680 SH   DFND 7 38,680 0 0
SNAP ON INC COM 833034101 88,196 553,819 SH   DFND 1,5 3,460 0 550,359
SNAP ON INC COM 833034101 3,176 19,945 SH   DFND 2 19,945 0 0
SNAP ON INC COM 833034101 834 5,240 SH   DFND 3 5,240 0 0
SNAP ON INC COM 833034101 139,404 875,380 SH   DFND 11 875,380 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 17,864 1,115,088 SH   DFND 1,5 13,245 0 1,101,843
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 7,103 336,180 SH   DFND 1,5 0 0 336,180
SOHU COM INC COM 83408W103 390 6,600 SH   DFND 1,9 0 0 6,600
SOLARCITY CORP COM 83416T100 167,660 3,130,906 SH   DFND 1,5 89,500 0 3,041,406
SOLARCITY CORP COM 83416T100 1,951 36,442 SH   DFND 6 36,442 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 22,704 624,600 SH   DFND 1,5 99,200 0 525,400
SOLARWINDS INC COM 83416B109 131,588 2,852,557 SH   DFND 1,5 13,590 0 2,838,967
SOLARWINDS INC COM 83416B109 15,323 332,160 SH   DFND 6 232,890 0 99,270
SOLARWINDS INC COM 83416B109 58,582 1,269,929 SH   DFND 7 1,269,929 0 0
SOLERA HOLDINGS INC COM 83421A104 40,371 905,995 SH   DFND 1,5 0 0 905,995
SONIC AUTOMOTIVE INC CL A 83545G102 24,967 1,047,700 SH   DFND 1,5 55,100 0 992,600
SONIC CORP COM 835451105 50,183 1,742,460 SH   DFND 1,5 600 0 1,741,860
SONOCO PRODS CO COM 835495102 45,315 1,057,283 SH   DFND 1,5 18,967 0 1,038,316
SONOCO PRODS CO COM 835495102 1,121 26,156 SH   DFND 3 26,156 0 0
SONUS NETWORKS INC COM NEW 835916503 8,169 1,180,500 SH   DFND 1,5 0 0 1,180,500
SONUS NETWORKS INC COM NEW 835916503 86 12,400 SH   DFND 1,9 0 0 12,400
SONY CORP ADR NEW 835699307 38,752 1,365,000 SH   DFND 1,5 5,600 0 1,359,400
SONY CORP ADR NEW 835699307 6,436 226,700 SH   DFND 1,9 0 0 226,700
SONY CORP ADR NEW 835699307 1,076 37,900 SH   DFND 6 37,900 0 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 725 41,130 SH   DFND 1,5 0 0 41,130
SOTHEBYS COM 835898107 2,647 58,513 SH   DFND 1,5 10,645 0 47,868
SOUFUN HLDGS LTD ADR 836034108 23,588 2,804,800 SH   DFND 1,9 0 0 2,804,800
SOUTH JERSEY INDS INC COM 838518108 18,843 761,930 SH   DFND 6 761,930 0 0
SOUTH JERSEY INDS INC COM 838518108 9,080 367,180 SH   DFND 7 328,980 0 38,200
SOUTHERN CO COM 842587107 346,805 8,276,980 SH   DFND 1,5 757,129 0 7,519,851
SOUTHERN CO COM 842587107 13,004 310,350 SH   DFND 2 310,350 0 0
SOUTHERN CO COM 842587107 6,250 149,170 SH   DFND 3 149,170 0 0
SOUTHERN CO COM 842587107 6,660 158,955 SH   DFND 6 158,955 0 0
SOUTHWEST AIRLS CO COM 844741108 1,214,159 36,692,632 SH   DFND 1,5 2,400,393 0 34,292,239
SOUTHWEST AIRLS CO COM 844741108 7,559 228,425 SH   DFND 2 228,425 0 0
SOUTHWEST AIRLS CO COM 844741108 2,879 87,015 SH   DFND 3 87,015 0 0
SOUTHWEST AIRLS CO COM 844741108 1,147 34,665 SH   DFND 6 34,665 0 0
SOUTHWEST AIRLS CO COM 844741108 3,569 107,867 SH   DFND 7 107,867 0 0
SOUTHWEST GAS CORP COM 844895102 41,696 783,619 SH   DFND 1,5 0 0 783,619
SOUTHWEST GAS CORP COM 844895102 878 16,500 SH   DFND 6 16,500 0 0
SOUTHWEST GAS CORP COM 844895102 1,862 35,000 SH   DFND 7 17,300 0 17,700
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 112,346 2,275,600 SH   DFND 1,5 855,600 0 1,420,000
SOUTHWESTERN ENERGY CO COM 845467109 44,046 1,937,776 SH   DFND 1,5 112,276 0 1,825,500
SOUTHWESTERN ENERGY CO COM 845467109 3,007 132,288 SH   DFND 2 132,288 0 0
SOUTHWESTERN ENERGY CO COM 845467109 511 22,460 SH   DFND 3 22,460 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 3,021 61,200 SH   DFND 6 0 0 61,200
SPAN AMER MED SYS INC COM 846396109 5,512 299,249 SH   DFND 1,5 25,449 0 273,800
SPARK THERAPEUTICS INC COM 84652J103 169,249 2,808,173 SH   DFND 1,5 22,000 0 2,786,173
SPARK THERAPEUTICS INC COM 84652J103 464 7,700 SH   DFND 6 7,700 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,179 12,395 SH   DFND 3 12,395 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,596 40,900 SH   DFND 11 40,900 0 0
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 63,998 1,528,866 SH   DFND 3 1,528,866 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 106,967 1,202,692 SH   DFND 3 1,202,692 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,498,824 7,281,144 SH   DFND 3 7,281,144 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 17,699 85,978 SH   DFND 6 43,611 0 42,367
SPDR S&P 500 ETF TR TR UNIT 78462F103 18,068 87,771 SH   DFND 7 87,771 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,434 12,570 SH   DFND 3 12,570 0 0
SPDR SERIES TRUST BRCLYS INTL ETF 78464A516 5,733 110,200 SH   DFND 1,5 10,900 0 99,300
SPDR SERIES TRUST S&P TELECOM 78464A540 339 5,900 SH   DFND 1,5 1,600 0 4,300
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 372 15,680 SH   DFND 3 15,680 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 7,678 173,869 SH   DFND 3 173,869 0 0
SPDR SERIES TRUST DJ REIT ETF 78464A607 380 4,507 SH   DFND 3 4,507 0 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 2,657 34,867 SH   DFND 3 34,867 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 3,367 87,625 SH   DFND 3 87,625 0 0
SPDR SERIES TRUST S&P PHARMAC 78464A722 251 2,056 SH   DFND 3 2,056 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 97,606 2,051,834 SH   DFND 3 2,051,834 0 0
SPDR SERIES TRUST NUVN BRCLY MUNI 78464A458 427 18,000 SH   DFND 6 0 0 18,000
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,666 43,353 SH   DFND 6 0 0 43,353
SPDR SERIES TRUST NUVN BR SHT MUNI 78464A425 325 13,400 SH   DFND 6 0 0 13,400
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 7,752 201,721 SH   DFND 7 201,721 0 0
SPECTRA ENERGY CORP COM 847560109 7,479 229,429 SH   DFND 2 229,429 0 0
SPECTRA ENERGY CORP COM 847560109 3,083 94,574 SH   DFND 3 94,574 0 0
SPECTRANETICS CORP COM 84760C107 10,124 440,000 SH   DFND 1,5 0 0 440,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 11,086 108,700 SH   DFND 1,5 0 0 108,700
SPECTRUM PHARMACEUTICALS INC COM 84763A108 29,016 4,242,147 SH   DFND 1,5 0 0 4,242,147
SPECTRUM PHARMACEUTICALS INC NOTE 2.750%12/1 84763AAB4 9,388 10,000,000 PRN   DFND 1,5 0 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 13,617 247,089 SH   DFND 1,5 142 0 246,947
SPIRIT AIRLS INC COM 848577102 536,551 8,640,117 SH   DFND 1,5 681,712 0 7,958,405
SPIRIT AIRLS INC COM 848577102 1,428 22,988 SH   DFND 6 22,988 0 0
SPIRIT AIRLS INC COM 848577102 141,893 2,284,909 SH   DFND 11 2,284,909 0 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 2,799 3,000,000 PRN   DFND 1,5 0 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 83,867 8,672,949 SH   DFND 1,5 8,672,949 0 0
SPLUNK INC COM 848637104 156,589 2,249,200 SH   DFND 1,5 354,100 0 1,895,100
SPLUNK INC COM 848637104 7,004 100,610 SH   DFND 1,9 0 0 100,610
SPLUNK INC COM 848637104 5,299 76,109 SH   DFND 3 76,109 0 0
SPLUNK INC COM 848637104 313 4,500 SH   DFND 6 4,500 0 0
SPOK HLDGS INC COM 84863T106 202 12,000 SH   DFND 1,5 0 0 12,000
SPORTSMANS WHSE HLDGS INC COM 84920Y106 358 31,500 SH   DFND 1,5 0 0 31,500
SPRINGLEAF HLDGS INC COM 85172J101 471,030 10,259,859 SH   DFND 1,5 152,900 0 10,106,959
SPRINGLEAF HLDGS INC COM 85172J101 3,659 79,704 SH   DFND 6 79,704 0 0
SPRINGLEAF HLDGS INC COM 85172J101 725 15,800 SH   DFND 7 15,800 0 0
SPRINT CORP COM SER 1 85207U105 11,465 2,514,267 SH   DFND 1,5 70 0 2,514,197
SPROUTS FMRS MKT INC COM 85208M102 340,805 12,631,773 SH   DFND 1,5 488,137 0 12,143,636
SPROUTS FMRS MKT INC COM 85208M102 7,840 290,600 SH   DFND 6 290,600 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,195 44,300 SH   DFND 7 44,300 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 506,513 8,104,212 SH   DFND 1,5 56,355 0 8,047,857
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 14,894 238,300 SH   DFND 1,9 0 0 238,300
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 13,084 209,336 SH   DFND 6 209,336 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,228 147,650 SH   DFND 11 147,650 0 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 478 9,700 SH   DFND 1,5 9,700 0 0
ST JUDE MED INC COM 790849103 667,262 9,131,824 SH   DFND 1,5 259,802 0 8,872,022
ST JUDE MED INC COM 790849103 6,996 95,742 SH   DFND 2 95,742 0 0
ST JUDE MED INC COM 790849103 857 11,723 SH   DFND 3 11,723 0 0
ST JUDE MED INC COM 790849103 1,982 27,130 SH   DFND 6 27,130 0 0
STAG INDL INC COM 85254J102 784 39,200 SH   DFND 6 39,200 0 0
STAG INDL INC COM 85254J102 828 41,400 SH   DFND 7 0 0 41,400
STAGE STORES INC COM NEW 85254C305 4,006 228,523 SH   DFND 1,5 13,469 0 215,054
STAMPS COM INC COM NEW 852857200 143,405 1,949,234 SH   DFND 1,5 26,739 0 1,922,495
STANCORP FINL GROUP INC COM 852891100 143,079 1,892,326 SH   DFND 1,5 0 0 1,892,326
STANCORP FINL GROUP INC COM 852891100 2,606 34,470 SH   DFND 3 34,470 0 0
STANCORP FINL GROUP INC COM 852891100 9,767 129,170 SH   DFND 6 129,170 0 0
STANCORP FINL GROUP INC COM 852891100 2,110 27,900 SH   DFND 7 27,900 0 0
STANDARD MTR PRODS INC COM 853666105 61,507 1,751,337 SH   DFND 1,5 0 0 1,751,337
STANDARD PAC CORP NEW COM 85375C101 53,906 6,050,000 SH   DFND 1,5 0 0 6,050,000
STANDARD PAC CORP NEW COM 85375C101 140 15,700 SH   DFND 7 15,700 0 0
STANDEX INTL CORP COM 854231107 51,467 643,900 SH   DFND 1,5 0 0 643,900
STANLEY BLACK & DECKER INC COM 854502101 36,493 346,764 SH   DFND 1,5 464 0 346,300
STANLEY BLACK & DECKER INC COM 854502101 5,531 52,559 SH   DFND 2 52,559 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,392 13,228 SH   DFND 3 13,228 0 0
STANLEY FURNITURE CO INC COM NEW 854305208 1,445 486,600 SH   DFND 1,5 23,834 0 462,766
STANTEC INC COM 85472N109 186,005 6,364,938 SH   DFND 1,5 213,888 0 6,151,050
STANTEC INC COM 85472N109 1,788 61,176 SH   DFND 6 21,176 0 40,000
STANTEC INC COM 85472N109 347 11,866 SH   DFND 7 11,866 0 0
STANTEC INC COM 85472N109 101,397 3,469,730 SH   DFND 11 3,429,330 0 40,400
STAPLES INC COM 855030102 640,344 41,825,240 SH   DFND 1,5 1,227,016 0 40,598,224
STAPLES INC COM 855030102 3,353 219,019 SH   DFND 2 219,019 0 0
STAPLES INC COM 855030102 962 62,845 SH   DFND 3 62,845 0 0
STAPLES INC COM 855030102 297 19,400 SH   DFND 6 19,400 0 0
STAPLES INC COM 855030102 3,067 200,300 SH   DFND 7 200,300 0 0
STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 8,852 1,002,459 SH   DFND 1,5 0 0 1,002,459
STARBUCKS CORP COM 855244109 5,586,595 104,198,363 SH   DFND 1,5 4,272,523 0 99,925,840
STARBUCKS CORP COM 855244109 27,498 512,874 SH   DFND 2 512,874 0 0
STARBUCKS CORP COM 855244109 19,817 369,618 SH   DFND 3 369,618 0 0
STARBUCKS CORP COM 855244109 33,816 630,721 SH   DFND 6 571,521 0 59,200
STARBUCKS CORP COM 855244109 47,418 884,420 SH   DFND 7 705,420 0 179,000
STARBUCKS CORP COM 855244109 12,181 227,200 SH   DFND 11 227,200 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 235,647 2,905,990 SH   DFND 1,5 426,500 0 2,479,490
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4,736 58,410 SH   DFND 2 58,410 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,381 17,034 SH   DFND 3 17,034 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 4,028 4,000,000 PRN   DFND 1,5 0 0 0
STARZ COM SER A 85571Q102 373,432 8,350,440 SH   DFND 1,5 169,051 0 8,181,389
STARZ COM SER A 85571Q102 29,693 663,969 SH   DFND 6 663,969 0 0
STARZ COM SER A 85571Q102 13,487 301,589 SH   DFND 7 260,889 0 40,700
STATE STR CORP COM 857477103 1,174,067 15,247,622 SH   DFND 1,5 434,946 0 14,812,676
STATE STR CORP COM 857477103 10,843 140,815 SH   DFND 2 140,815 0 0
STATE STR CORP COM 857477103 4,761 61,835 SH   DFND 3 61,835 0 0
STATE STR CORP COM 857477103 16,572 215,220 SH   DFND 6 215,220 0 0
STATE STR CORP COM 857477103 60,658 787,772 SH   DFND 7 787,772 0 0
STATOIL ASA SPONSORED ADR 85771P102 20,037 1,119,400 SH   DFND 1,5 17,800 0 1,101,600
STEALTHGAS INC SHS Y81669106 22,814 3,379,789 SH   DFND 1,5 1,400 0 3,378,389
STEEL DYNAMICS INC COM 858119100 131,241 6,335,560 SH   DFND 1,5 1,766 0 6,333,794
STEEL DYNAMICS INC COM 858119100 3,717 179,458 SH   DFND 6 179,458 0 0
STEEL DYNAMICS INC COM 858119100 816 39,400 SH   DFND 7 39,400 0 0
STEINER LEISURE LTD ORD P8744Y102 87,317 1,623,596 SH   DFND 1,5 77,100 0 1,546,496
STEINER LEISURE LTD ORD P8744Y102 4,737 88,083 SH   DFND 6 88,083 0 0
STEINER LEISURE LTD ORD P8744Y102 11,504 213,900 SH   DFND 11 213,900 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 21,909 1,861,392 SH   DFND 1,5 0 0 1,861,392
STERICYCLE INC COM 858912108 424,921 3,173,187 SH   DFND 1,5 189,807 0 2,983,380
STERICYCLE INC COM 858912108 3,891 29,055 SH   DFND 2 29,055 0 0
STERICYCLE INC COM 858912108 1,706 12,741 SH   DFND 3 12,741 0 0
STERICYCLE INC COM 858912108 373 2,783 SH   DFND 6 2,783 0 0
STERICYCLE INC COM 858912108 5,179 38,675 SH   DFND 7 38,675 0 0
STERIS CORP COM 859152100 240,092 3,725,827 SH   DFND 1,5 779 0 3,725,048
STERIS CORP COM 859152100 14,834 230,200 SH   DFND 11 230,200 0 0
STERLING CONSTRUCTION CO INC COM 859241101 7,625 1,906,200 SH   DFND 1,5 94,500 0 1,811,700
STIFEL FINL CORP COM 860630102 36,064 624,600 SH   DFND 1,5 0 0 624,600
STOCK YDS BANCORP INC COM 861025104 3,341 88,400 SH   DFND 1,5 14,000 0 74,400
STONE ENERGY CORP COM 861642106 108,004 8,578,568 SH   DFND 1,5 128,698 0 8,449,870
STONERIDGE INC COM 86183P102 1,609 137,440 SH   DFND 1,5 0 0 137,440
STORE CAP CORP COM 862121100 141,922 7,060,800 SH   DFND 1,5 143,000 0 6,917,800
STORE CAP CORP COM 862121100 18,581 924,448 SH   DFND 6 924,448 0 0
STORE CAP CORP COM 862121100 7,688 382,500 SH   DFND 7 45,400 0 337,100
STRATTEC SEC CORP COM 863111100 15,519 225,900 SH   DFND 1,5 58,600 0 167,300
STRYKER CORP COM 863667101 322,461 3,374,078 SH   DFND 1,5 155,162 0 3,218,916
STRYKER CORP COM 863667101 9,763 102,151 SH   DFND 2 102,151 0 0
STRYKER CORP COM 863667101 6,361 66,557 SH   DFND 3 66,557 0 0
SUN CMNTYS INC COM 866674104 376,475 6,088,866 SH   DFND 1,5 1,728,917 0 4,359,949
SUN CMNTYS INC COM 866674104 18,746 303,179 SH   DFND 6 303,179 0 0
SUN CMNTYS INC COM 866674104 7,821 126,500 SH   DFND 7 15,200 0 111,300
SUN HYDRAULICS CORP COM 866942105 4,497 118,000 SH   DFND 1,5 600 0 117,400
SUN LIFE FINL INC COM 866796105 59,954 1,795,750 SH   DFND 1,5 0 0 1,795,750
SUN LIFE FINL INC COM 866796105 23,586 706,442 SH   DFND 6 354,342 0 352,100
SUN LIFE FINL INC COM 866796105 10,814 323,901 SH   DFND 7 243,301 0 80,600
SUN LIFE FINL INC COM 866796105 156,161 4,677,340 SH   DFND 11 4,677,340 0 0
SUNCOKE ENERGY INC COM 86722A103 25,755 1,981,184 SH   DFND 1,5 0 0 1,981,184
SUNCOR ENERGY INC NEW COM 867224107 1,340,042 48,654,443 SH   DFND 1,5 822,149 0 47,832,294
SUNCOR ENERGY INC NEW COM 867224107 20,155 731,800 SH   DFND 1,10 12,200 0 719,600
SUNCOR ENERGY INC NEW COM 867224107 58,924 2,139,416 SH   DFND 6 988,368 0 1,151,048
SUNCOR ENERGY INC NEW COM 867224107 51,214 1,859,488 SH   DFND 7 1,710,083 0 149,405
SUNCOR ENERGY INC NEW COM 867224107 573,269 20,814,321 SH   DFND 11 17,678,489 0 3,135,832
SUNEDISON INC COM 86732Y109 2,794 93,400 SH   DFND 1,5 500 0 92,900
SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 506 29,300 SH   DFND 1,9 0 0 29,300
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 15,302 5,083,834 SH   DFND 1,5 0 0 5,083,834
SUNOPTA INC COM 8676EP108 13,932 1,298,400 SH   DFND 1,5 0 0 1,298,400
SUNOPTA INC COM 8676EP108 13,904 1,295,761 SH   DFND 6 1,295,761 0 0
SUNOPTA INC COM 8676EP108 1,855 172,850 SH   DFND 7 172,850 0 0
SUNSTONE HOTEL INVS INC NEW CV 8% CUM PFD-D 867892507 8,975 341,261 SH   DFND 1,5 0 0 341,261
SUNTRUST BKS INC COM 867914103 1,297,836 30,168,210 SH   DFND 1,5 799,205 0 29,369,005
SUNTRUST BKS INC COM 867914103 7,596 176,558 SH   DFND 2 176,558 0 0
SUNTRUST BKS INC COM 867914103 2,556 59,407 SH   DFND 3 59,407 0 0
SUNTRUST BKS INC COM 867914103 10,736 249,565 SH   DFND 6 249,565 0 0
SUNTRUST BKS INC COM 867914103 24,543 570,500 SH   DFND 11 570,500 0 0
SUPER MICRO COMPUTER INC COM 86800U104 100,483 3,396,981 SH   DFND 1,5 70,000 0 3,326,981
SUPERIOR DRILLING PRODS INC COM 868153107 7,065 2,559,804 SH   DFND 1,5 0 0 2,559,804
SUPERIOR ENERGY SVCS INC COM 868157108 106,956 5,083,477 SH   DFND 1,5 177 0 5,083,300
SUPERNUS PHARMACEUTICALS INC COM 868459108 7,692 453,000 SH   DFND 1,5 0 0 453,000
SUPREME INDS INC CL A 868607102 10,748 1,254,200 SH   DFND 1,5 0 0 1,254,200
SURGICAL CARE AFFILIATES INC COM 86881L106 186,120 4,849,405 SH   DFND 1,5 1,384 0 4,848,021
SURGICAL CARE AFFILIATES INC COM 86881L106 9,212 240,020 SH   DFND 6 240,020 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,002 52,150 SH   DFND 7 52,150 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 6,033 427,300 SH   DFND 1,5 0 0 427,300
SVB FINL GROUP COM 78486Q101 79,790 554,177 SH   DFND 1,5 87,177 0 467,000
SVB FINL GROUP COM 78486Q101 9,910 68,831 SH   DFND 11 68,831 0 0
SWIFT ENERGY CO COM 870738101 12,766 6,288,700 SH   DFND 1,5 332,100 0 5,956,600
SWIFT TRANSN CO CL A 87074U101 39,113 1,725,331 SH   DFND 1,5 0 0 1,725,331
SWIFT TRANSN CO CL A 87074U101 1,291 56,960 SH   DFND 6 56,960 0 0
SWIFT TRANSN CO CL A 87074U101 2,763 121,882 SH   DFND 7 121,882 0 0
SYKES ENTERPRISES INC COM 871237103 1,077 44,400 SH   DFND 1,5 7,200 0 37,200
SYMANTEC CORP COM 871503108 331,529 14,259,328 SH   DFND 1,5 140,611 0 14,118,717
SYMANTEC CORP COM 871503108 5,410 232,680 SH   DFND 2 232,680 0 0
SYMANTEC CORP COM 871503108 1,011 43,502 SH   DFND 3 43,502 0 0
SYMANTEC CORP COM 871503108 17,979 773,300 SH   DFND 11 773,300 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 14,969 13,410,000 PRN   DFND 1,5 0 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 202,518 4,428,553 SH   DFND 1,5 50,620 0 4,377,933
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 43,798 957,759 SH   DFND 6 957,759 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 8,065 176,360 SH   DFND 7 176,360 0 0
SYNCHRONY FINL COM 87165B103 134,796 4,093,400 SH   DFND 1,5 284,700 0 3,808,700
SYNERGY RES CORP COM 87164P103 55,282 4,836,600 SH   DFND 1,5 0 0 4,836,600
SYNGENTA AG SPONSORED ADR 87160A100 41,041 502,890 SH   DFND 1,5 0 0 502,890
SYNNEX CORP COM 87162W100 433,755 5,926,420 SH   DFND 1,5 178,000 0 5,748,420
SYNOPSYS INC COM 871607107 265,278 5,237,481 SH   DFND 1,5 17,722 0 5,219,759
SYNOPSYS INC COM 871607107 14,748 291,171 SH   DFND 6 291,171 0 0
SYNOPSYS INC COM 871607107 4,999 98,690 SH   DFND 7 98,690 0 0
SYNOVUS FINL CORP COM NEW 87161C501 95,669 3,104,106 SH   DFND 1,5 0 0 3,104,106
SYNOVUS FINL CORP COM NEW 87161C501 12,856 417,139 SH   DFND 6 417,139 0 0
SYNOVUS FINL CORP COM NEW 87161C501 7,497 243,243 SH   DFND 7 198,215 0 45,028
SYNTA PHARMACEUTICALS CORP COM 87162T206 8,307 3,725,303 SH   DFND 1,5 0 0 3,725,303
SYNTEL INC COM 87162H103 56,311 1,186,000 SH   DFND 1,5 0 0 1,186,000
SYNTEL INC COM 87162H103 18,018 379,494 SH   DFND 6 379,494 0 0
SYNTEL INC COM 87162H103 2,975 62,660 SH   DFND 7 62,660 0 0
SYNTEL INC COM 87162H103 49,334 1,039,048 SH   DFND 11 1,039,048 0 0
SYSCO CORP COM 871829107 97,371 2,697,251 SH   DFND 1,5 0 0 2,697,251
SYSCO CORP COM 871829107 7,326 202,938 SH   DFND 2 202,938 0 0
SYSCO CORP COM 871829107 4,259 117,982 SH   DFND 3 117,982 0 0
SYSCO CORP COM 871829107 229 6,356 SH   DFND 6 6,356 0 0
SYSCO CORP COM 871829107 3,798 105,200 SH   DFND 7 105,200 0 0
T MOBILE US INC COM 872590104 396,271 10,221,084 SH   DFND 1,5 397,700 0 9,823,384
T MOBILE US INC CONV PFD SER A 872590203 80,245 1,188,808 SH   DFND 1,5 401,900 0 786,908
T MOBILE US INC CONV PFD SER A 872590203 4,394 65,100 SH   DFND 6 0 0 65,100
T MOBILE US INC COM 872590104 13,522 348,770 SH   DFND 6 301,170 0 47,600
T MOBILE US INC COM 872590104 33,661 868,230 SH   DFND 7 726,730 0 141,500
TABLEAU SOFTWARE INC CL A 87336U105 244,114 2,117,205 SH   DFND 1,5 69,200 0 2,048,005
TABLEAU SOFTWARE INC CL A 87336U105 1,764 15,300 SH   DFND 1,9 0 0 15,300
TABLEAU SOFTWARE INC CL A 87336U105 2,410 20,900 SH   DFND 6 20,900 0 0
TABLEAU SOFTWARE INC CL A 87336U105 24,505 212,530 SH   DFND 11 212,530 0 0
TAHOE RES INC COM 873868103 94,476 7,793,999 SH   DFND 1,5 310,447 0 7,483,552
TAHOE RES INC COM 873868103 3,044 251,099 SH   DFND 1,10 12,365 0 238,734
TAHOE RES INC COM 873868103 7,120 587,405 SH   DFND 6 212,305 0 375,100
TAHOE RES INC COM 873868103 4,674 385,600 SH   DFND 7 322,300 0 63,300
TAHOE RES INC COM 873868103 173,973 14,352,205 SH   DFND 11 14,037,905 0 314,300
TAHOE RES INC COM 873868103 1,040 85,800 SH   DFND   85,800 0 0
TAITRON COMPONENTS INC CL A 874028103 177 184,000 SH   DFND 1,5 9,000 0 175,000
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 653,646 28,782,312 SH   DFND 1,5 1,779,990 0 27,002,322
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 479 21,070 SH   DFND 3 21,070 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,084 400,000 SH   DFND 11 400,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 8,505 308,500 SH   DFND 1,5 1,500 0 307,000
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 1,486 1,000,000 PRN   DFND 1,5 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 281 10,200 SH   DFND 6 10,200 0 0
TALEN ENERGY CORP COM 87422J105 49,440 2,881,118 SH   DFND 1,5 112,722 0 2,768,396
TALEN ENERGY CORP COM 87422J105 175 10,175 SH   DFND 3 10,175 0 0
TALEN ENERGY CORP COM 87422J105 249 14,507 SH   DFND 7 14,507 0 0
TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 5,438 113,100 SH   DFND 1,5 0 0 113,100
TALMER BANCORP INC COM 87482X101 841 50,200 SH   DFND 6 50,200 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 148,268 4,677,224 SH   DFND 1,5 3,060,924 0 1,616,300
TANGOE INC COM 87582Y108 22,443 1,784,000 SH   DFND 1,5 0 0 1,784,000
TARGA RES CORP COM 87612G101 52,747 591,200 SH   DFND 1,5 0 0 591,200
TARGACEPT INC COM 87611R306 1,586 568,343 SH   DFND 1,5 0 0 568,343
TARGET CORP COM 87612E106 1,889,822 23,151,071 SH   DFND 1,5 721,495 0 22,429,576
TARGET CORP COM 87612E106 17,817 218,262 SH   DFND 2 218,262 0 0
TARGET CORP COM 87612E106 11,712 143,473 SH   DFND 3 143,473 0 0
TARGET CORP COM 87612E106 28,935 354,466 SH   DFND 6 354,466 0 0
TARGET CORP COM 87612E106 46,154 565,406 SH   DFND 7 565,406 0 0
TATA MTRS LTD SPONSORED ADR 876568502 7,998 232,040 SH   DFND 1,5 2,600 0 229,440
TATA MTRS LTD SPONSORED ADR 876568502 2,662 77,229 SH   DFND 1,10 77,229 0 0
TAUBMAN CTRS INC COM 876664103 158,294 2,277,609 SH   DFND 1,5 651,987 0 1,625,622
TAUBMAN CTRS INC COM 876664103 23,748 341,700 SH   DFND 6 341,700 0 0
TAUBMAN CTRS INC COM 876664103 9,862 141,900 SH   DFND 7 16,900 0 125,000
TAYLOR MORRISON HOME CORP CL A 87724P106 99,653 4,894,562 SH   DFND 1,5 20,200 0 4,874,362
TAYLOR MORRISON HOME CORP CL A 87724P106 1,354 66,500 SH   DFND 6 66,500 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 9,542 167,400 SH   DFND 1,5 0 0 167,400
TCF FINL CORP COM 872275102 231,870 13,959,645 SH   DFND 1,5 1,245 0 13,958,400
TCF FINL CORP COM 872275102 18,521 1,115,058 SH   DFND 6 1,115,058 0 0
TCF FINL CORP COM 872275102 2,289 137,810 SH   DFND 7 137,810 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 27,572 748,826 SH   DFND 1,5 650 0 748,176
TD AMERITRADE HLDG CORP COM 87236Y108 18,524 503,100 SH   DFND 11 503,100 0 0
TE CONNECTIVITY LTD REG SHS H84989104 716,395 11,141,453 SH   DFND 1,5 301,245 0 10,840,208
TE CONNECTIVITY LTD REG SHS H84989104 46,206 718,600 SH   DFND 1,9 0 0 718,600
TE CONNECTIVITY LTD REG SHS H84989104 8,936 138,968 SH   DFND 2 138,968 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,611 87,256 SH   DFND 3 87,256 0 0
TE CONNECTIVITY LTD REG SHS H84989104 13,663 212,485 SH   DFND 6 164,885 0 47,600
TE CONNECTIVITY LTD REG SHS H84989104 15,490 240,900 SH   DFND 7 99,800 0 141,100
TEAM HEALTH HOLDINGS INC COM 87817A107 193,211 2,957,463 SH   DFND 1,5 13,883 0 2,943,580
TEAM HEALTH HOLDINGS INC COM 87817A107 41,386 633,490 SH   DFND 6 633,490 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3,685 56,400 SH   DFND 7 56,400 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 101,471 1,553,200 SH   DFND 11 1,553,200 0 0
TEAM INC COM 878155100 28,303 703,185 SH   DFND 6 703,185 0 0
TEAM INC COM 878155100 7,761 192,830 SH   DFND 7 164,630 0 28,200
TECH DATA CORP COM 878237106 296,009 5,142,623 SH   DFND 1,5 6,250 0 5,136,373
TECK RESOURCES LTD CL B 878742204 2,530 255,200 SH   DFND 1,5 0 0 255,200
TECO ENERGY INC COM 872375100 5,320 301,272 SH   DFND 1,5 0 0 301,272
TECO ENERGY INC COM 872375100 1,424 80,611 SH   DFND 2 80,611 0 0
TECO ENERGY INC COM 872375100 541 30,655 SH   DFND 3 30,655 0 0
TEEKAY TANKERS LTD CL A Y8565N102 4,542 687,124 SH   DFND 1,5 1,879 0 685,245
TEGNA INC COM 87901J105 33,547 1,046,059 SH   DFND 1,5 39,900 0 1,006,159
TEGNA INC COM 87901J105 2,489 77,618 SH   DFND 2 77,618 0 0
TEGNA INC COM 87901J105 777 24,234 SH   DFND 3 24,234 0 0
TEJON RANCH CO COM 879080109 4,034 156,900 SH   DFND 1,5 8,000 0 148,900
TELECOM ARGENTINA S A SPON ADR REP B 879273209 15,086 838,602 SH   DFND 1,5 24,796 0 813,806
TELEDYNE TECHNOLOGIES INC COM 879360105 295,964 2,805,080 SH   DFND 1,5 37,536 0 2,767,544
TELEDYNE TECHNOLOGIES INC COM 879360105 12,046 114,170 SH   DFND 6 114,170 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,761 26,170 SH   DFND 7 26,170 0 0
TELEFLEX INC COM 879369106 145,202 1,072,000 SH   DFND 1,5 0 0 1,072,000
TELEFLEX INC COM 879369106 16,708 123,353 SH   DFND 6 123,353 0 0
TELEFLEX INC COM 879369106 2,003 14,790 SH   DFND 7 14,790 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,389 171,500 SH   DFND 1,5 0 0 171,500
TELEFONICA S A SPONSORED ADR 879382208 265 18,648 SH   DFND 1,5 0 0 18,648
TELEPHONE & DATA SYS INC COM NEW 879433829 74,464 2,532,775 SH   DFND 1,5 113 0 2,532,662
TELUS CORP COM 87971M103 20,157 585,070 SH   DFND 1,5 0 0 585,070
TELUS CORP COM 87971M103 12,979 376,740 SH   DFND 6 4,378 0 372,362
TELUS CORP COM 87971M103 4,205 122,058 SH   DFND 7 122,058 0 0
TELUS CORP COM 87971M103 403,548 11,713,476 SH   DFND 11 9,926,376 0 1,787,100
TEMPUR SEALY INTL INC COM 88023U101 99,324 1,507,200 SH   DFND 1,5 18,300 0 1,488,900
TEMPUR SEALY INTL INC COM 88023U101 428 6,500 SH   DFND 6 6,500 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 186,828 3,227,859 SH   DFND 1,5 9,850 0 3,218,009
TENET HEALTHCARE CORP COM NEW 88033G407 1,965 33,948 SH   DFND 2 33,948 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 694 11,995 SH   DFND 3 11,995 0 0
TENNECO INC COM 880349105 395,992 6,894,014 SH   DFND 1,5 81,577 0 6,812,437
TENNECO INC COM 880349105 15,258 265,637 SH   DFND 6 265,637 0 0
TENNECO INC COM 880349105 8,719 151,790 SH   DFND 7 151,790 0 0
TERADATA CORP DEL COM 88076W103 7,663 207,100 SH   DFND 1,5 143 0 206,957
TERADATA CORP DEL COM 88076W103 1,796 48,537 SH   DFND 2 48,537 0 0
TERADATA CORP DEL COM 88076W103 202 5,465 SH   DFND 3 5,465 0 0
TERADYNE INC COM 880770102 4,003 207,518 SH   DFND 1,5 400 0 207,118
TEREX CORP NEW COM 880779103 47,520 2,043,850 SH   DFND 1,5 101,150 0 1,942,700
TERRENO RLTY CORP COM 88146M101 114,012 5,787,416 SH   DFND 1,5 2,005,062 0 3,782,354
TERRENO RLTY CORP COM 88146M101 9,214 467,700 SH   DFND 6 467,700 0 0
TERRENO RLTY CORP COM 88146M101 3,874 196,636 SH   DFND 7 22,100 0 174,536
TESARO INC COM 881569107 327,828 5,576,252 SH   DFND 1,5 21,017 0 5,555,235
TESARO INC COM 881569107 20,254 344,521 SH   DFND 6 344,521 0 0
TESARO INC COM 881569107 4,670 79,440 SH   DFND 7 79,440 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 23,328 23,850,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 13,091 13,240,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 2,579,749 9,616,598 SH   DFND 1,5 429,792 0 9,186,806
TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 11,432 5,250,000 PRN   DFND 1,5 0 0 0
TESLA MTRS INC COM 88160R101 156,583 583,700 SH   DFND 1,9 0 0 583,700
TESLA MTRS INC COM 88160R101 3,959 14,758 SH   DFND 3 14,758 0 0
TESLA MTRS INC COM 88160R101 12,359 46,071 SH   DFND 6 46,071 0 0
TESLA MTRS INC COM 88160R101 53,306 198,709 SH   DFND 11 198,709 0 0
TESORO CORP COM 881609101 491,743 5,825,648 SH   DFND 1,5 132,123 0 5,693,525
TESORO CORP COM 881609101 3,634 43,054 SH   DFND 2 43,054 0 0
TESORO CORP COM 881609101 2,029 24,036 SH   DFND 3 24,036 0 0
TESORO LOGISTICS LP COM UNIT LP 88160T107 1,799 31,500 SH   DFND 1,5 0 0 31,500
TESSCO TECHNOLOGIES INC COM 872386107 12,482 630,100 SH   DFND 1,5 31,800 0 598,300
TETRA TECHNOLOGIES INC DEL COM 88162F105 12,389 1,941,785 SH   DFND 1,5 0 0 1,941,785
TETRAPHASE PHARMACEUTICALS I COM 88165N105 146,952 3,097,634 SH   DFND 1,5 1,600 0 3,096,034
TETRAPHASE PHARMACEUTICALS I COM 88165N105 465 9,800 SH   DFND 6 9,800 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,413,879 57,764,450 SH   DFND 1,5 1,088,963 0 56,675,487
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 98,384 1,664,700 SH   DFND 1,10 13,200 0 1,651,500
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,275 38,487 SH   DFND 3 38,487 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 95,821 1,621,329 SH   DFND 6 1,213,080 0 408,249
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 89,058 1,506,902 SH   DFND 7 1,094,589 0 412,313
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 141,710 2,397,800 SH   DFND 11 2,397,800 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 26,533 426,300 SH   DFND 1,5 9,300 0 417,000
TEXAS INSTRS INC COM 882508104 290,155 5,632,978 SH   DFND 1,5 649,700 0 4,983,278
TEXAS INSTRS INC COM 882508104 18,316 355,578 SH   DFND 2 355,578 0 0
TEXAS INSTRS INC COM 882508104 9,990 193,948 SH   DFND 3 193,948 0 0
TEXAS ROADHOUSE INC COM 882681109 101,799 2,719,708 SH   DFND 1,5 0 0 2,719,708
TEXTRON INC COM 883203101 661,366 14,818,856 SH   DFND 1,5 174,644 0 14,644,212
TEXTRON INC COM 883203101 4,236 94,918 SH   DFND 2 94,918 0 0
TEXTRON INC COM 883203101 397 8,893 SH   DFND 3 8,893 0 0
TEXTRON INC COM 883203101 7,276 163,040 SH   DFND 6 120,840 0 42,200
TEXTRON INC COM 883203101 15,198 340,539 SH   DFND 7 216,439 0 124,100
TEXTURA CORP COM 883211104 67,858 2,438,289 SH   DFND 1,5 8,400 0 2,429,889
TEXTURA CORP COM 883211104 31,576 1,134,600 SH   DFND 1,9 0 0 1,134,600
TFS FINL CORP COM 87240R107 61,369 3,648,566 SH   DFND 1,5 0 0 3,648,566
TFS FINL CORP COM 87240R107 7,671 456,050 SH   DFND 6 456,050 0 0
TFS FINL CORP COM 87240R107 1,656 98,440 SH   DFND 7 98,440 0 0
TG THERAPEUTICS INC COM 88322Q108 64,284 3,874,842 SH   DFND 1,5 15,900 0 3,858,942
THE ADT CORPORATION COM 00101J106 155,655 4,636,717 SH   DFND 1,5 1,092 0 4,635,625
THE ADT CORPORATION COM 00101J106 1,966 58,571 SH   DFND 2 58,571 0 0
THE ADT CORPORATION COM 00101J106 614 18,281 SH   DFND 3 18,281 0 0
THE ADT CORPORATION COM 00101J106 3,391 101,015 SH   DFND 6 101,015 0 0
THERAPEUTICSMD INC COM 88338N107 158,442 20,157,986 SH   DFND 1,5 35,818 0 20,122,168
THERAPEUTICSMD INC COM 88338N107 898 114,300 SH   DFND 6 114,300 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 291 22,370 SH   DFND 1,5 0 0 22,370
THERAVANCE INC COM 88338T104 315,674 17,469,509 SH   DFND 1,5 0 0 17,469,509
THERAVANCE INC COM 88338T104 1,109 61,400 SH   DFND 6 61,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,311,651 10,108,285 SH   DFND 1,5 278,655 0 9,829,630
THERMO FISHER SCIENTIFIC INC COM 883556102 17,651 136,029 SH   DFND 2 136,029 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,535 104,311 SH   DFND 3 104,311 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 14,752 113,689 SH   DFND 6 53,999 0 59,690
THERMO FISHER SCIENTIFIC INC COM 883556102 73,729 568,197 SH   DFND 7 568,197 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 60,258 464,380 SH   DFND 11 464,380 0 0
THIRD PT REINS LTD COM G8827U100 22,171 1,503,092 SH   DFND 6 1,503,092 0 0
THIRD PT REINS LTD COM G8827U100 1,685 114,250 SH   DFND 7 114,250 0 0
THOMSON REUTERS CORP COM 884903105 206 5,400 SH   DFND 6 4,000 0 1,400
THOMSON REUTERS CORP COM 884903105 224 5,870 SH   DFND 7 5,870 0 0
THOMSON REUTERS CORP COM 884903105 64,242 1,687,100 SH   DFND 11 1,687,100 0 0
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 4,297 1,063,654 SH   DFND 1,5 0 0 1,063,654
TIDEWATER INC COM 886423102 125,793 5,534,221 SH   DFND 1,5 0 0 5,534,221
TIFFANY & CO NEW COM 886547108 75,065 817,700 SH   DFND 1,5 7,000 0 810,700
TIFFANY & CO NEW COM 886547108 3,526 38,414 SH   DFND 2 38,414 0 0
TIFFANY & CO NEW COM 886547108 1,451 15,802 SH   DFND 3 15,802 0 0
TIFFANY & CO NEW COM 886547108 808 8,800 SH   DFND 6 8,800 0 0
TILE SHOP HLDGS INC COM 88677Q109 4,487 316,200 SH   DFND 6 316,200 0 0
TILE SHOP HLDGS INC COM 88677Q109 989 69,700 SH   DFND 7 69,700 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,953 119,400 SH   DFND 1,5 0 0 119,400
TIME INC NEW COM 887228104 2,801 121,735 SH   DFND 1,5 25,175 0 96,560
TIME INC NEW COM 887228104 486 21,131 SH   DFND 3 21,131 0 0
TIME WARNER CABLE INC COM 88732J207 242,714 1,362,263 SH   DFND 1,5 210,557 0 1,151,706
TIME WARNER CABLE INC COM 88732J207 17,216 96,628 SH   DFND 2 96,628 0 0
TIME WARNER CABLE INC COM 88732J207 8,994 50,480 SH   DFND 3 50,480 0 0
TIME WARNER CABLE INC COM 88732J207 312 1,750 SH   DFND 7 1,750 0 0
TIME WARNER INC COM NEW 887317303 727,927 8,327,734 SH   DFND 1,5 46,400 0 8,281,334
TIME WARNER INC COM NEW 887317303 24,637 281,850 SH   DFND 2 281,850 0 0
TIME WARNER INC COM NEW 887317303 14,706 168,238 SH   DFND 3 168,238 0 0
TIME WARNER INC COM NEW 887317303 24,580 281,200 SH   DFND 6 228,150 0 53,050
TIME WARNER INC COM NEW 887317303 51,256 586,389 SH   DFND 7 485,089 0 101,300
TIMKENSTEEL CORP COM 887399103 5,638 208,900 SH   DFND 1,5 750 0 208,150
TIMMINS GOLD CORP COM 88741P103 69 122,600 SH   DFND 1,5 0 0 122,600
TITAN MACHY INC COM 88830R101 47,277 3,209,584 SH   DFND 1,5 57,500 0 3,152,084
TIVO INC COM 888706108 3,697 364,600 SH   DFND 1,5 0 0 364,600
TJX COS INC NEW COM 872540109 3,374,842 51,002,594 SH   DFND 1,5 2,075,402 0 48,927,192
TJX COS INC NEW COM 872540109 15,387 232,532 SH   DFND 2 232,532 0 0
TJX COS INC NEW COM 872540109 12,933 195,447 SH   DFND 3 195,447 0 0
TJX COS INC NEW COM 872540109 23,268 351,647 SH   DFND 6 197,742 0 153,905
TJX COS INC NEW COM 872540109 137,270 2,074,508 SH   DFND 7 2,074,508 0 0
TOKAI PHARMACEUTICALS INC COM 88907J107 7,648 575,000 SH   DFND 1,5 0 0 575,000
TOLL BROTHERS INC COM 889478103 155,378 4,068,562 SH   DFND 1,5 180,212 0 3,888,350
TORCHMARK CORP COM 891027104 194,631 3,343,034 SH   DFND 1,5 70,850 0 3,272,184
TORCHMARK CORP COM 891027104 2,517 43,241 SH   DFND 2 43,241 0 0
TORCHMARK CORP COM 891027104 1,594 27,378 SH   DFND 3 27,378 0 0
TORNIER N V SHS N87237108 183,658 7,349,263 SH   DFND 1,5 0 0 7,349,263
TORO CO COM 891092108 15,265 225,216 SH   DFND 1,5 0 0 225,216
TORONTO DOMINION BK ONT COM NEW 891160509 127,283 2,997,296 SH   DFND 1,5 236 0 2,997,060
TORONTO DOMINION BK ONT COM NEW 891160509 80,008 1,884,049 SH   DFND 6 626,409 0 1,257,640
TORONTO DOMINION BK ONT COM NEW 891160509 36,250 853,628 SH   DFND 7 705,482 0 148,146
TORONTO DOMINION BK ONT COM NEW 891160509 1,996,255 47,008,341 SH   DFND 11 42,495,441 0 4,512,900
TOTAL S A SPONSORED ADR 89151E109 11,958 243,200 SH   DFND 1,5 0 0 243,200
TOTAL S A SPONSORED ADR 89151E109 2,788 56,698 SH   DFND 3 56,698 0 0
TOTAL SYS SVCS INC COM 891906109 666,735 15,962,057 SH   DFND 1,5 272,108 0 15,689,949
TOTAL SYS SVCS INC COM 891906109 52,918 1,266,900 SH   DFND 1,9 0 0 1,266,900
TOTAL SYS SVCS INC COM 891906109 27,284 653,200 SH   DFND 1,10 0 0 653,200
TOTAL SYS SVCS INC COM 891906109 2,343 56,086 SH   DFND 2 56,086 0 0
TOTAL SYS SVCS INC COM 891906109 975 23,341 SH   DFND 3 23,341 0 0
TOTAL SYS SVCS INC COM 891906109 47,078 1,127,069 SH   DFND 6 1,127,069 0 0
TOTAL SYS SVCS INC COM 891906109 16,043 384,081 SH   DFND 7 384,081 0 0
TOWERS WATSON & CO CL A 891894107 142,275 1,130,960 SH   DFND 1,5 14,936 0 1,116,024
TOWERSTREAM CORP COM 892000100 17,818 9,954,173 SH   DFND 1,5 0 0 9,954,173
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 16,668 124,617 SH   DFND 1,5 0 0 124,617
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 843 6,305 SH   DFND 3 6,305 0 0
TPG SPECIALTY LENDING INC COM 87265K102 82,027 4,825,096 SH   DFND 1,5 136,022 0 4,689,074
TPG SPECIALTY LENDING INC COM 87265K102 504 29,619 SH   DFND 6 29,619 0 0
TRACTOR SUPPLY CO COM 892356106 32,504 361,400 SH   DFND 1,5 5,800 0 355,600
TRACTOR SUPPLY CO COM 892356106 4,195 46,646 SH   DFND 2 46,646 0 0
TRACTOR SUPPLY CO COM 892356106 5,738 63,798 SH   DFND 3 63,798 0 0
TRANSCANADA CORP COM 89353D107 207,258 5,099,800 SH   DFND 11 5,099,800 0 0
TRANSDIGM GROUP INC COM 893641100 1,108,932 4,935,824 SH   DFND 1,5 63,420 0 4,872,404
TRANSGENOMIC INC COM NEW 89365K305 418 250,000 SH   DFND 1,5 0 0 250,000
TRANSITION THERAPEUTICS INC COM NEW 893716209 11,607 5,527,207 SH   DFND 1,5 730,233 0 4,796,974
TRANSOCEAN LTD REG SHS H8817H100 11,294 700,600 SH   DFND 1,5 2,400 0 698,200
TRANSOCEAN LTD REG SHS H8817H100 1,882 116,749 SH   DFND 2 116,749 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,317 143,716 SH   DFND 3 143,716 0 0
TRAVELERS COMPANIES INC COM 89417E109 562,109 5,815,317 SH   DFND 1,5 140,388 0 5,674,929
TRAVELERS COMPANIES INC COM 89417E109 10,538 109,020 SH   DFND 2 109,020 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,178 94,951 SH   DFND 3 94,951 0 0
TRAVELERS COMPANIES INC COM 89417E109 10,185 105,374 SH   DFND 6 84,374 0 21,000
TRAVELERS COMPANIES INC COM 89417E109 16,643 172,185 SH   DFND 7 110,885 0 61,300
TRAVELPORT WORLDWIDE LTD SHS G9019D104 231,965 16,833,450 SH   DFND 1,5 140,516 0 16,692,934
TRAVELPORT WORLDWIDE LTD SHS G9019D104 5,473 397,200 SH   DFND 1,9 0 0 397,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 4,261 309,200 SH   DFND 6 228,000 0 81,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 5,913 429,100 SH   DFND 7 182,900 0 246,200
TREEHOUSE FOODS INC COM 89469A104 535 6,600 SH   DFND 1,5 0 0 6,600
TREVENA INC COM 89532E109 30,265 4,834,721 SH   DFND 1,5 80,500 0 4,754,221
TRI POINTE HOMES INC COM 87265H109 32,817 2,144,900 SH   DFND 1,5 11,400 0 2,133,500
TRI POINTE HOMES INC COM 87265H109 886 57,900 SH   DFND 6 57,900 0 0
TRIBUNE MEDIA CO CL A 896047503 5,722 107,170 SH   DFND 1,5 5,000 0 102,170
TRIBUNE PUBG CO COM 896082104 2,784 179,166 SH   DFND 1,5 29,653 0 149,513
TRICO BANCSHARES COM 896095106 9,642 400,901 SH   DFND 1,5 21,017 0 379,884
TRILLIUM THERAPEUTICS INC COM NEW 89620X506 1,728 79,952 SH   DFND 11 79,952 0 0
TRIMAS CORP COM NEW 896215209 161,292 5,449,058 SH   DFND 1,5 80,001 0 5,369,057
TRIMAS CORP COM NEW 896215209 5,264 177,850 SH   DFND 6 177,850 0 0
TRIMAS CORP COM NEW 896215209 1,143 38,600 SH   DFND 7 38,600 0 0
TRIMBLE NAVIGATION LTD COM 896239100 313,536 13,364,689 SH   DFND 1,5 230,200 0 13,134,489
TRIMBLE NAVIGATION LTD COM 896239100 104,397 4,450,014 SH   DFND 1,9 0 0 4,450,014
TRINET GROUP INC COM 896288107 15,332 604,800 SH   DFND 1,5 9,700 0 595,100
TRINSEO S A SHS L9340P101 20,917 779,329 SH   DFND 1,5 560,093 0 219,236
TRIO TECH INTL COM NEW 896712205 880 287,500 SH   DFND 1,5 15,500 0 272,000
TRIPADVISOR INC COM 896945201 445,722 5,115,007 SH   DFND 1,5 302,201 0 4,812,806
TRIPADVISOR INC COM 896945201 3,334 38,259 SH   DFND 2 38,259 0 0
TRIPADVISOR INC COM 896945201 327 3,751 SH   DFND 3 3,751 0 0
TRIPLE-S MGMT CORP CL B 896749108 65,362 2,547,234 SH   DFND 1,5 180,700 0 2,366,534
TRIUMPH GROUP INC NEW COM 896818101 47,658 722,198 SH   DFND 1,5 10,993 0 711,205
TRIUMPH GROUP INC NEW COM 896818101 6,355 96,310 SH   DFND 6 67,460 0 28,850
TRIUMPH GROUP INC NEW COM 896818101 2,665 40,380 SH   DFND 7 25,080 0 15,300
TRIVASCULAR TECHNOLOGIES INC COM 89685A102 13,643 2,550,000 SH   DFND 1,5 0 0 2,550,000
TRONOX LTD SHS CL A Q9235V101 119,292 8,153,953 SH   DFND 1,5 141,263 0 8,012,690
TRONOX LTD SHS CL A Q9235V101 4,083 279,105 SH   DFND 6 279,105 0 0
TRONOX LTD SHS CL A Q9235V101 893 61,030 SH   DFND 7 61,030 0 0
TRUEBLUE INC COM 89785X101 21,959 734,400 SH   DFND 1,5 36,500 0 697,900
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 15,632 1,640,300 SH   DFND 1,5 50,800 0 1,589,500
TTM TECHNOLOGIES INC COM 87305R109 89,508 8,959,797 SH   DFND 1,5 67,691 0 8,892,106
TUNIU CORP SPONSORED ADS CL 89977P106 19,642 1,090,000 SH   DFND 1,9 0 0 1,090,000
TUPPERWARE BRANDS CORP COM 899896104 264,399 4,096,673 SH   DFND 1,5 93,793 0 4,002,880
TUPPERWARE BRANDS CORP COM 899896104 3,085 47,800 SH   DFND 6 47,800 0 0
TUPPERWARE BRANDS CORP COM 899896104 3,059 47,390 SH   DFND 7 30,090 0 17,300
TURQUOISE HILL RES LTD COM 900435108 1,658 436,050 SH   DFND 1,5 0 0 436,050
TUTOR PERINI CORP COM 901109108 21,068 976,289 SH   DFND 1,5 33,400 0 942,889
TWENTY FIRST CENTY FOX INC CL B 90130A200 22,783 707,117 SH   DFND 1,5 15,335 0 691,782
TWENTY FIRST CENTY FOX INC CL A 90130A101 597,626 18,363,067 SH   DFND 1,5 258,700 0 18,104,367
TWENTY FIRST CENTY FOX INC CL A 90130A101 19,681 604,741 SH   DFND 2 604,741 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 6,592 202,544 SH   DFND 3 202,544 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 29,051 892,649 SH   DFND 6 671,049 0 221,600
TWENTY FIRST CENTY FOX INC CL A 90130A101 131,936 4,053,952 SH   DFND 7 3,848,752 0 205,200
TWITTER INC COM 90184L102 997,155 27,530,501 SH   DFND 1,5 2,051,611 0 25,478,890
TWITTER INC COM 90184L102 45,663 1,260,700 SH   DFND 1,9 0 0 1,260,700
TWITTER INC COM 90184L102 2,347 64,791 SH   DFND 3 64,791 0 0
TWITTER INC COM 90184L102 10,511 290,200 SH   DFND 6 290,200 0 0
TWITTER INC COM 90184L102 7,850 216,741 SH   DFND 7 216,741 0 0
TWITTER INC COM 90184L102 9,399 259,500 SH   DFND 11 259,500 0 0
TWO HBRS INVT CORP COM 90187B101 108,574 11,147,225 SH   DFND 1,5 1,516 0 11,145,709
TYCO INTL PLC SHS G91442106 81,582 2,120,124 SH   DFND 1,5 2,000 0 2,118,124
TYCO INTL PLC SHS G91442106 5,536 143,873 SH   DFND 2 143,873 0 0
TYCO INTL PLC SHS G91442106 2,795 72,645 SH   DFND 3 72,645 0 0
TYSON FOODS INC CL A 902494103 54,026 1,267,314 SH   DFND 1,5 182,114 0 1,085,200
TYSON FOODS INC UNIT 99/99/9999 902494301 41,208 800,000 SH   DFND 1,5 0 0 800,000
TYSON FOODS INC CL A 902494103 4,252 99,745 SH   DFND 2 99,745 0 0
TYSON FOODS INC CL A 902494103 4,215 98,874 SH   DFND 3 98,874 0 0
U M H PROPERTIES INC CV RED PFD-A 903002202 18,531 710,000 SH   DFND 1,5 0 0 710,000
U S PHYSICAL THERAPY INC COM 90337L108 17,192 313,951 SH   DFND 1,5 8,151 0 305,800
U S PHYSICAL THERAPY INC COM 90337L108 9,084 165,894 SH   DFND 6 165,894 0 0
U S PHYSICAL THERAPY INC COM 90337L108 2,009 36,680 SH   DFND 7 36,680 0 0
U S SILICA HLDGS INC COM 90346E103 6,066 206,620 SH   DFND 1,5 1,000 0 205,620
U S SILICA HLDGS INC COM 90346E103 206 7,000 SH   DFND 6 7,000 0 0
UBIQUITI NETWORKS INC COM 90347A100 319 10,000 SH   DFND 1,5 10,000 0 0
UBS GROUP AG SHS H42097107 728,717 34,366,481 SH   DFND 1,5 1,084,377 0 33,282,104
UBS GROUP AG SHS H42097107 198,533 9,360,482 SH   DFND 1,10 116,820 0 9,243,662
UBS GROUP AG SHS H42097107 947 44,633 SH   DFND 2 0 0 44,633
UBS GROUP AG SHS H42097107 83,355 3,930,065 SH   DFND 6 2,079,024 0 1,851,041
UBS GROUP AG SHS H42097107 55,488 2,616,154 SH   DFND 7 1,589,665 0 1,026,489
UDR INC COM 902653104 556,932 17,387,822 SH   DFND 1,5 7,672,181 0 9,715,641
UDR INC COM 902653104 39,559 1,235,061 SH   DFND 6 1,235,061 0 0
UDR INC COM 902653104 18,228 569,100 SH   DFND 7 119,400 0 449,700
UFP TECHNOLOGIES INC COM 902673102 2,092 100,000 SH   DFND 1,5 100,000 0 0
UIL HLDG CORP COM 902748102 126,005 2,750,000 SH   DFND 1,5 0 0 2,750,000
ULTA SALON COSMETCS & FRAG I COM 90384S303 411,838 2,666,478 SH   DFND 1,5 58,129 0 2,608,349
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,127 7,300 SH   DFND 6 7,300 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 275,810 1,678,286 SH   DFND 1,5 67,075 0 1,611,211
ULTIMATE SOFTWARE GROUP INC COM 90385D107 871 5,300 SH   DFND 1,9 0 0 5,300
ULTRA PETROLEUM CORP COM 903914109 23,788 1,900,000 SH   DFND 1,5 0 0 1,900,000
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 550,943 5,380,827 SH   DFND 1,5 140,600 0 5,240,227
ULTRAPETROL BAHAMAS LTD COM P94398107 4,855 4,296,145 SH   DFND 1,5 0 0 4,296,145
ULTRATECH INC COM 904034105 8,439 454,700 SH   DFND 1,9 0 0 454,700
ULTRATECH INC COM 904034105 622 33,500 SH   DFND 7 33,500 0 0
UMB FINL CORP COM 902788108 185,218 3,248,292 SH   DFND 1,5 27,100 0 3,221,192
UNDER ARMOUR INC CL A 904311107 1,167,694 13,994,415 SH   DFND 1,5 893,284 0 13,101,131
UNDER ARMOUR INC CL A 904311107 4,797 57,488 SH   DFND 2 57,488 0 0
UNDER ARMOUR INC CL A 904311107 990 11,862 SH   DFND 3 11,862 0 0
UNDER ARMOUR INC CL A 904311107 884 10,600 SH   DFND 6 10,600 0 0
UNIFI INC COM NEW 904677200 6,700 200,000 SH   DFND 1,5 0 0 200,000
UNIFIRST CORP MASS COM 904708104 32,906 294,200 SH   DFND 1,5 0 0 294,200
UNILEVER N V N Y SHS NEW 904784709 12,342 294,972 SH   DFND 1,5 0 0 294,972
UNILEVER N V N Y SHS NEW 904784709 715 17,080 SH   DFND 3 17,080 0 0
UNILEVER PLC SPON ADR NEW 904767704 669 15,575 SH   DFND 3 15,575 0 0
UNION BANKSHARES CORP NEW COM 90539J109 553 23,811 SH   DFND 3 23,811 0 0
UNION PAC CORP COM 907818108 2,159,009 22,638,239 SH   DFND 1,5 1,562,395 0 21,075,844
UNION PAC CORP COM 907818108 28,541 299,263 SH   DFND 2 299,263 0 0
UNION PAC CORP COM 907818108 13,272 139,165 SH   DFND 3 139,165 0 0
UNION PAC CORP COM 907818108 2,307 24,187 SH   DFND 6 15,387 0 8,800
UNION PAC CORP COM 907818108 11,341 118,912 SH   DFND 7 118,912 0 0
UNIQURE NV SHS N90064101 47,078 1,743,646 SH   DFND 1,5 7,100 0 1,736,546
UNIQURE NV SHS N90064101 9,681 358,540 SH   DFND 6 358,540 0 0
UNIQURE NV SHS N90064101 1,102 40,820 SH   DFND 7 40,820 0 0
UNISYS CORP COM NEW 909214306 145,133 7,260,285 SH   DFND 1,5 33,230 0 7,227,055
UNISYS CORP COM NEW 909214306 2,469 123,514 SH   DFND 6 123,514 0 0
UNIT CORP COM 909218109 182,726 6,737,700 SH   DFND 1,5 611,500 0 6,126,200
UNITED BANKSHARES INC WEST V COM 909907107 264 6,555 SH   DFND 3 6,555 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 25,676 1,230,300 SH   DFND 1,5 21,100 0 1,209,200
UNITED CONTL HLDGS INC COM 910047109 887,307 16,738,487 SH   DFND 1,5 1,547,747 0 15,190,740
UNITED CONTL HLDGS INC COM 910047109 264 4,979 SH   DFND 3 4,979 0 0
UNITED CONTL HLDGS INC COM 910047109 726 13,700 SH   DFND 6 13,700 0 0
UNITED FINL BANCORP INC NEW COM 910304104 588 43,700 SH   DFND 1,5 0 0 43,700
UNITED NAT FOODS INC COM 911163103 97,960 1,538,312 SH   DFND 1,5 22,600 0 1,515,712
UNITED NAT FOODS INC COM 911163103 357 5,600 SH   DFND 6 5,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,618,787 16,704,022 SH   DFND 1,5 829,851 0 15,874,171
UNITED PARCEL SERVICE INC CL B 911312106 22,984 237,167 SH   DFND 2 237,167 0 0
UNITED PARCEL SERVICE INC CL B 911312106 15,377 158,672 SH   DFND 3 158,672 0 0
UNITED PARCEL SERVICE INC CL B 911312106 30,744 317,244 SH   DFND 6 235,924 0 81,320
UNITED PARCEL SERVICE INC CL B 911312106 130,649 1,348,144 SH   DFND 7 1,348,144 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,114 11,500 SH   DFND 11 11,500 0 0
UNITED RENTALS INC COM 911363109 462,623 5,279,884 SH   DFND 1,5 308,011 0 4,971,873
UNITED RENTALS INC COM 911363109 2,905 33,151 SH   DFND 2 33,151 0 0
UNITED RENTALS INC COM 911363109 508 5,800 SH   DFND 7 5,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 5,229 138,800 SH   DFND 1,5 0 0 138,800
UNITED TECHNOLOGIES CORP UNIT 06/01/2015 913017117 25,424 443,700 SH   DFND 1,5 251,200 0 192,500
UNITED TECHNOLOGIES CORP COM 913017109 1,655,403 14,922,950 SH   DFND 1,5 415,532 0 14,507,418
UNITED TECHNOLOGIES CORP COM 913017109 31,386 282,933 SH   DFND 2 282,933 0 0
UNITED TECHNOLOGIES CORP COM 913017109 15,134 136,430 SH   DFND 3 136,430 0 0
UNITED TECHNOLOGIES CORP COM 913017109 35,809 322,807 SH   DFND 6 275,717 0 47,090
UNITED TECHNOLOGIES CORP COM 913017109 181,288 1,634,256 SH   DFND 7 1,550,644 0 83,612
UNITED TECHNOLOGIES CORP COM 913017109 14,277 128,700 SH   DFND 11 128,700 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 633,410 3,641,333 SH   DFND 1,5 100 0 3,641,233
UNITEDHEALTH GROUP INC COM 91324P102 6,673,380 54,699,834 SH   DFND 1,5 2,537,183 0 52,162,651
UNITEDHEALTH GROUP INC COM 91324P102 39,694 325,357 SH   DFND 2 325,357 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14,412 118,129 SH   DFND 3 118,129 0 0
UNITEDHEALTH GROUP INC COM 91324P102 26,148 214,329 SH   DFND 6 129,429 0 84,900
UNITEDHEALTH GROUP INC COM 91324P102 119,594 980,278 SH   DFND 7 924,578 0 55,700
UNIVAR INC COM 91336L107 6,260 240,491 SH   DFND 1,5 0 0 240,491
UNIVERSAL CORP VA COM 913456109 116,600 2,034,192 SH   DFND 1,5 81,737 0 1,952,455
UNIVERSAL DISPLAY CORP COM 91347P105 1,464 28,300 SH   DFND 1,9 0 0 28,300
UNIVERSAL ELECTRS INC COM 913483103 21,641 434,209 SH   DFND 1,5 0 0 434,209
UNIVERSAL FST PRODS INC COM 913543104 8,878 170,625 SH   DFND 1,5 625 0 170,000
UNIVERSAL HLTH SVCS INC CL B 913903100 647,033 4,553,367 SH   DFND 1,5 109,112 0 4,444,255
UNIVERSAL HLTH SVCS INC CL B 913903100 4,430 31,175 SH   DFND 2 31,175 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 1,448 241,255 SH   DFND 1,5 12,600 0 228,655
UNIVERSAL TRUCKLOAD SVCS INC COM 91388P105 29,946 1,363,646 SH   DFND 1,5 67,400 0 1,296,246
UNUM GROUP COM 91529Y106 804,738 22,510,162 SH   DFND 1,5 989,298 0 21,520,864
UNUM GROUP COM 91529Y106 2,851 79,736 SH   DFND 2 79,736 0 0
UNUM GROUP COM 91529Y106 243 6,806 SH   DFND 3 6,806 0 0
URANIUM ENERGY CORP COM 916896103 21 13,000 SH   DFND   13,000 0 0
URBAN EDGE PPTYS COM 91704F104 126,465 6,082,984 SH   DFND 1,5 218,408 0 5,864,576
URBAN EDGE PPTYS COM 91704F104 29,134 1,401,357 SH   DFND 6 1,401,357 0 0
URBAN EDGE PPTYS COM 91704F104 12,095 581,775 SH   DFND 7 69,025 0 512,750
URBAN OUTFITTERS INC COM 917047102 78,568 2,244,794 SH   DFND 1,5 96,900 0 2,147,894
URBAN OUTFITTERS INC COM 917047102 1,166 33,303 SH   DFND 2 33,303 0 0
URBAN OUTFITTERS INC COM 917047102 640 18,274 SH   DFND 3 18,274 0 0
URSTADT BIDDLE PPTYS INC PFD-G CV 6.75% 917286809 5,296 200,000 SH   DFND 1,5 0 0 200,000
US BANCORP DEL COM NEW 902973304 3,667,778 84,511,023 SH   DFND 1,5 2,849,700 0 81,661,323
US BANCORP DEL COM NEW 902973304 26,301 606,009 SH   DFND 2 606,009 0 0
US BANCORP DEL COM NEW 902973304 9,600 221,192 SH   DFND 3 221,192 0 0
US BANCORP DEL COM NEW 902973304 24,390 561,983 SH   DFND 6 491,483 0 70,500
US BANCORP DEL COM NEW 902973304 45,334 1,044,558 SH   DFND 7 835,958 0 208,600
US BANCORP DEL COM NEW 902973304 85,663 1,973,800 SH   DFND 11 1,973,800 0 0
US ECOLOGY INC COM 91732J102 35,234 723,192 SH   DFND 1,5 58,655 0 664,537
USANA HEALTH SCIENCES INC COM 90328M107 137,119 1,003,357 SH   DFND 1,5 503,357 0 500,000
UTAH MED PRODS INC COM 917488108 25,834 433,236 SH   DFND 1,5 30,636 0 402,600
UTI WORLDWIDE INC ORD G87210103 12,419 1,243,111 SH   DFND 1,5 57,441 0 1,185,670
V F CORP COM 918204108 520,620 7,465,150 SH   DFND 1,5 258,570 0 7,206,580
V F CORP COM 918204108 8,102 116,172 SH   DFND 2 116,172 0 0
V F CORP COM 918204108 2,992 42,909 SH   DFND 3 42,909 0 0
V F CORP COM 918204108 7,014 100,580 SH   DFND 6 75,480 0 25,100
V F CORP COM 918204108 13,385 191,920 SH   DFND 7 114,320 0 77,600
VAIL RESORTS INC COM 91879Q109 195,244 1,787,951 SH   DFND 1,5 1,500 0 1,786,451
VALE S A ADR REPSTG PFD 91912E204 36,590 7,245,500 SH   DFND 1,5 201,500 0 7,044,000
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,136,792 5,124,511 SH   DFND 1,5 209,187 0 4,915,324
VALEANT PHARMACEUTICALS INTL COM 91911K102 220 992 SH   DFND 3 992 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 91,592 412,750 SH   DFND 6 208,840 0 203,910
VALEANT PHARMACEUTICALS INTL COM 91911K102 119,156 536,711 SH   DFND 7 512,466 0 24,245
VALEANT PHARMACEUTICALS INTL COM 91911K102 1,360,832 6,134,477 SH   DFND 11 5,334,877 0 799,600
VALERO ENERGY CORP NEW COM 91913Y100 590,977 9,440,530 SH   DFND 1,5 333,230 0 9,107,300
VALERO ENERGY CORP NEW COM 91913Y100 10,884 173,858 SH   DFND 2 173,858 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,260 68,044 SH   DFND 3 68,044 0 0
VALERO ENERGY CORP NEW COM 91913Y100 206 3,297 SH   DFND 6 3,297 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,778 76,329 SH   DFND 7 76,329 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,454 39,200 SH   DFND 11 39,200 0 0
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 56,563 1,107,349 SH   DFND 1,5 0 0 1,107,349
VALIDUS HOLDINGS LTD COM SHS G9319H102 118,383 2,691,140 SH   DFND 1,5 105,600 0 2,585,540
VALIDUS HOLDINGS LTD COM SHS G9319H102 416 9,466 SH   DFND 3 9,466 0 0
VALLEY NATL BANCORP COM 919794107 17,442 1,691,794 SH   DFND 1,5 394 0 1,691,400
VALLEY NATL BANCORP COM 919794107 328 31,859 SH   DFND 3 31,859 0 0
VALMONT INDS INC COM 920253101 211,409 1,778,490 SH   DFND 1,5 83 0 1,778,407
VALMONT INDS INC COM 920253101 4,859 40,876 SH   DFND 6 40,876 0 0
VALMONT INDS INC COM 920253101 604 5,079 SH   DFND 7 5,079 0 0
VALSPAR CORP COM 920355104 71,345 871,978 SH   DFND 1,5 14,238 0 857,740
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 1,560 19,454 SH   DFND 6 19,454 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 222,141 2,664,836 SH   DFND 3 2,664,836 0 0
VANGUARD INDEX FDS SML CP GRW ETF 922908595 395 2,966 SH   DFND 3 2,966 0 0
VANGUARD INDEX FDS REIT ETF 922908553 2,989 40,023 SH   DFND 3 40,023 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 7,775 82,202 SH   DFND 3 82,202 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 552 5,220 SH   DFND 3 5,220 0 0
VANGUARD INDEX FDS EXTEND MKT ETF 922908652 795 8,684 SH   DFND 3 8,684 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 1,741 19,260 SH   DFND 3 19,260 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 324,405 3,030,406 SH   DFND 3 3,030,406 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 4,110 32,415 SH   DFND 3 32,415 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,553 8,224 SH   DFND 3 8,224 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 14,430 135,200 SH   DFND 3 135,200 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 1,307 12,130 SH   DFND 3 12,130 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 1,479 12,221 SH   DFND 3 12,221 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,595 21,353 SH   DFND 6 0 0 21,353
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 804 14,900 SH   DFND 1,5 14,900 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 238 3,903 SH   DFND 3 3,903 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 1,926 39,716 SH   DFND 3 39,716 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 406,603 7,532,474 SH   DFND 3 7,532,474 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 666 10,850 SH   DFND 3 10,850 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,091 26,700 SH   DFND 3 26,700 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 2,878 70,400 SH   DFND 6 70,400 0 0
VANGUARD SCOTTSDALE FDS LG-TERM COR BD 92206C813 8,062 94,500 SH   DFND 6 94,500 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 3,479 44,273 SH   DFND 3 44,273 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 382 7,597 SH   DFND 3 7,597 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 2,879 72,603 SH   DFND 3 72,603 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,393 186,450 SH   DFND 6 186,450 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 5,679 143,236 SH   DFND 7 143,236 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 2,287 33,977 SH   DFND 3 33,977 0 0
VANGUARD WORLD FD MEGA CAP INDEX 921910873 217 3,092 SH   DFND 3 3,092 0 0
VANGUARD WORLD FDS FINANCIALS ETF 92204A405 504 10,152 SH   DFND 3 10,152 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 531 3,794 SH   DFND 3 3,794 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 644 6,074 SH   DFND 3 6,074 0 0
VANGUARD WORLD FDS CONSUM STP ETF 92204A207 5,075 40,634 SH   DFND 7 40,634 0 0
VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 8,041 64,739 SH   DFND 7 64,739 0 0
VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 10,355 73,987 SH   DFND 7 73,987 0 0
VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 4,301 41,092 SH   DFND 7 41,092 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 378 2,000,000 SH   DFND 1,5 0 0 2,000,000
VANTAGE DRILLING COMPANY ORD SHS G93205113 222 1,172,137 SH   DFND 6 1,172,137 0 0
VANTAGE DRILLING COMPANY ORD SHS G93205113 45 238,800 SH   DFND 7 238,800 0 0
VANTIV INC CL A 92210H105 93,352 2,444,400 SH   DFND 1,5 30,100 0 2,414,300
VANTIV INC CL A 92210H105 42,971 1,125,200 SH   DFND 1,9 0 0 1,125,200
VANTIV INC CL A 92210H105 49,342 1,292,005 SH   DFND 6 1,292,005 0 0
VANTIV INC CL A 92210H105 1,917 50,200 SH   DFND 7 50,200 0 0
VARIAN MED SYS INC COM 92220P105 2,876 34,105 SH   DFND 2 34,105 0 0
VARIAN MED SYS INC COM 92220P105 2,906 34,455 SH   DFND 3 34,455 0 0
VARONIS SYS INC COM 922280102 27,414 1,241,026 SH   DFND 1,5 0 0 1,241,026
VASCULAR SOLUTIONS INC COM 92231M109 9,735 280,400 SH   DFND 1,5 400 0 280,000
VCA INC COM 918194101 151,804 2,790,263 SH   DFND 1,5 263 0 2,790,000
VECTOR GROUP LTD FRNT 1/1 92240MAY4 33,784 22,933,000 PRN   DFND 1,5 0 0 0
VECTOR GROUP LTD COM 92240M108 18,800 801,355 SH   DFND 6 801,355 0 0
VECTOR GROUP LTD COM 92240M108 1,443 61,500 SH   DFND 7 61,500 0 0
VECTRUS INC COM 92242T101 4,227 169,972 SH   DFND 1,5 17,113 0 152,859
VEEVA SYS INC CL A COM 922475108 29,182 1,041,100 SH   DFND 1,5 17,300 0 1,023,800
VENTAS INC COM 92276F100 633,065 10,195,933 SH   DFND 1,5 3,537,881 0 6,658,052
VENTAS INC COM 92276F100 7,021 113,081 SH   DFND 2 113,081 0 0
VENTAS INC COM 92276F100 1,692 27,245 SH   DFND 3 27,245 0 0
VENTAS INC COM 92276F100 30,612 493,031 SH   DFND 6 493,031 0 0
VENTAS INC COM 92276F100 12,526 201,745 SH   DFND 7 24,000 0 177,745
VENTAS INC COM 92276F100 14,559 234,490 SH   DFND 11 234,490 0 0
VERA BRADLEY INC COM 92335C106 62,804 5,572,700 SH   DFND 1,5 69,300 0 5,503,400
VERASTEM INC COM 92337C104 17,312 2,296,041 SH   DFND 1,5 0 0 2,296,041
VERIFONE SYS INC COM 92342Y109 283,298 8,342,100 SH   DFND 1,5 1,046,800 0 7,295,300
VERINT SYS INC COM 92343X100 59,630 981,650 SH   DFND 1,5 650 0 981,000
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 33,939 18,420,000 PRN   DFND 1,5 0 0 0
VERISIGN INC COM 92343E102 43,000 696,691 SH   DFND 1,5 91 0 696,600
VERISIGN INC COM 92343E102 2,212 35,842 SH   DFND 2 35,842 0 0
VERISIGN INC COM 92343E102 906 14,677 SH   DFND 3 14,677 0 0
VERISK ANALYTICS INC COM 92345Y106 254,145 3,492,926 SH   DFND 1,5 12,900 0 3,480,026
VERISK ANALYTICS INC COM 92345Y106 2,399 32,970 SH   DFND 6 32,970 0 0
VERISK ANALYTICS INC COM 92345Y106 2,991 41,105 SH   DFND 7 41,105 0 0
VERITIV CORP COM 923454102 1,211 33,219 SH   DFND 1,5 0 0 33,219
VERIZON COMMUNICATIONS INC COM 92343V104 2,388,602 51,246,563 SH   DFND 1,5 2,071,731 0 49,174,832
VERIZON COMMUNICATIONS INC COM 92343V104 64,969 1,393,880 SH   DFND 2 1,393,880 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 17,491 375,256 SH   DFND 3 375,256 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 32,839 704,542 SH   DFND 6 704,542 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 123,059 2,640,185 SH   DFND 7 2,640,185 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 30,613 656,800 SH   DFND 11 656,800 0 0
VERMILION ENERGY INC COM 923725105 64,178 1,485,800 SH   DFND 11 1,485,800 0 0
VERSARTIS INC COM 92529L102 66,690 4,381,735 SH   DFND 1,5 133,463 0 4,248,272
VERTEX PHARMACEUTICALS INC COM 92532F100 1,955,732 15,838,450 SH   DFND 1,5 109,900 0 15,728,550
VERTEX PHARMACEUTICALS INC COM 92532F100 10,289 83,325 SH   DFND 2 83,325 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,599 53,440 SH   DFND 3 53,440 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,567 126,073 SH   DFND 6 126,073 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 50,517 409,107 SH   DFND 7 409,107 0 0
VIACOM INC NEW CL B 92553P201 387,061 5,987,951 SH   DFND 1,5 101,551 0 5,886,400
VIACOM INC NEW CL B 92553P201 7,894 122,118 SH   DFND 2 122,118 0 0
VIACOM INC NEW CL B 92553P201 3,560 55,079 SH   DFND 3 55,079 0 0
VIACOM INC NEW CL B 92553P201 18,334 283,633 SH   DFND 6 158,768 0 124,865
VIACOM INC NEW CL B 92553P201 120,169 1,859,047 SH   DFND 7 1,859,047 0 0
VIASAT INC COM 92552V100 1,024 17,000 SH   DFND 1,5 0 0 17,000
VICAL INC COM 925602104 5,610 8,014,676 SH   DFND 1,5 0 0 8,014,676
VIGGLE INC COM NEW 92672V204 115 56,268 SH   DFND 1,5 0 0 56,268
VILLAGE SUPER MKT INC CL A NEW 927107409 373 11,784 SH   DFND 1,5 11,784 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 211,465 9,504,028 SH   DFND 1,5 909,000 0 8,595,028
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 14,078 632,712 SH   DFND 1,9 0 0 632,712
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 10,088 453,400 SH   DFND 6 328,100 0 125,300
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,373 151,600 SH   DFND 7 151,600 0 0
VIRGIN AMER INC COM VTG 92765X208 45,119 1,641,900 SH   DFND 1,5 259,400 0 1,382,500
VIRTUS INVT PARTNERS INC COM 92828Q109 101,026 763,900 SH   DFND 1,5 1,000 0 762,900
VIRTUS INVT PARTNERS INC COM 92828Q109 23,116 174,790 SH   DFND 6 174,790 0 0
VIRTUS INVT PARTNERS INC COM 92828Q109 4,083 30,870 SH   DFND 7 24,770 0 6,100
VIRTUSA CORP COM 92827P102 45,263 880,598 SH   DFND 1,5 500 0 880,098
VIRTUSA CORP COM 92827P102 596 11,600 SH   DFND 1,9 0 0 11,600
VIRTUSA CORP COM 92827P102 32,341 629,211 SH   DFND 6 629,211 0 0
VIRTUSA CORP COM 92827P102 2,611 50,790 SH   DFND 7 50,790 0 0
VIRTUSA CORP COM 92827P102 15,151 294,770 SH   DFND 11 294,770 0 0
VISA INC COM CL A 92826C839 6,621,113 98,601,827 SH   DFND 1,5 4,584,138 0 94,017,689
VISA INC COM CL A 92826C839 109,575 1,631,800 SH   DFND 1,9 0 0 1,631,800
VISA INC COM CL A 92826C839 83,629 1,245,400 SH   DFND 1,10 20,900 0 1,224,500
VISA INC COM CL A 92826C839 44,365 660,692 SH   DFND 2 660,692 0 0
VISA INC COM CL A 92826C839 35,144 523,360 SH   DFND 3 523,360 0 0
VISA INC COM CL A 92826C839 37,030 551,453 SH   DFND 6 498,853 0 52,600
VISA INC COM CL A 92826C839 46,852 697,718 SH   DFND 7 542,418 0 155,300
VISHAY INTERTECHNOLOGY INC COM 928298108 3,419 292,700 SH   DFND 1,5 0 0 292,700
VISTA OUTDOOR INC COM 928377100 187,079 4,166,569 SH   DFND 1,5 185,246 0 3,981,323
VISTA OUTDOOR INC COM 928377100 6,307 140,466 SH   DFND 6 140,466 0 0
VISTA OUTDOOR INC COM 928377100 1,383 30,800 SH   DFND 7 30,800 0 0
VISTA OUTDOOR INC COM 928377100 22,910 510,242 SH   DFND 11 510,242 0 0
VISTEON CORP COM NEW 92839U206 205,760 1,959,996 SH   DFND 1,5 56 0 1,959,940
VITAE PHARMACEUTICALS INC COM 92847N103 47,152 3,274,473 SH   DFND 1,5 0 0 3,274,473
VITAL THERAPIES INC COM 92847R104 37,800 1,791,479 SH   DFND 1,5 0 0 1,791,479
VITAMIN SHOPPE INC COM 92849E101 18,337 492,000 SH   DFND 1,5 0 0 492,000
VMWARE INC CL A COM 928563402 3,395 39,600 SH   DFND 1,5 0 0 39,600
VMWARE INC CL A COM 928563402 4,274 49,845 SH   DFND 3 49,845 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 131 11,400 SH   DFND 1,5 0 0 11,400
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 358,769 9,842,773 SH   DFND 1,5 20,342 0 9,822,431
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 366 10,040 SH   DFND 3 10,040 0 0
VODAFONE GROUP PLC NEW SPNSR ADR NO PAR 92857W308 16,403 450,000 SH   DFND 11 450,000 0 0
VONAGE HLDGS CORP COM 92886T201 14,998 3,054,536 SH   DFND 1,5 0 0 3,054,536
VORNADO RLTY TR SH BEN INT 929042109 19,132 201,540 SH   DFND 1,5 0 0 201,540
VORNADO RLTY TR SH BEN INT 929042109 5,680 59,832 SH   DFND 2 59,832 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,102 11,612 SH   DFND 3 11,612 0 0
VOYA FINL INC COM 929089100 114,594 2,465,987 SH   DFND 1,5 133,687 0 2,332,300
VSE CORP COM 918284100 33,583 627,609 SH   DFND 1,5 24,809 0 602,800
VULCAN MATLS CO COM 929160109 30,408 362,299 SH   DFND 1,5 0 0 362,299
VULCAN MATLS CO COM 929160109 3,806 45,353 SH   DFND 2 45,353 0 0
VULCAN MATLS CO COM 929160109 367 4,369 SH   DFND 3 4,369 0 0
VWR CORP COM 91843L103 34,006 1,272,200 SH   DFND 1,5 0 0 1,272,200
W & T OFFSHORE INC COM 92922P106 49,161 8,971,000 SH   DFND 1,5 309,900 0 8,661,100
W P CAREY INC COM 92936U109 232,730 3,948,590 SH   DFND 1,5 1,689,890 0 2,258,700
W P CAREY INC COM 92936U109 20,000 339,334 SH   DFND 6 339,334 0 0
W P CAREY INC COM 92936U109 8,304 140,881 SH   DFND 7 16,800 0 124,081
WABASH NATL CORP COM 929566107 408 32,500 SH   DFND 1,5 32,500 0 0
WABCO HLDGS INC COM 92927K102 174,087 1,407,107 SH   DFND 1,5 111 0 1,406,996
WABCO HLDGS INC COM 92927K102 18,019 145,640 SH   DFND 6 145,640 0 0
WABCO HLDGS INC COM 92927K102 8,730 70,560 SH   DFND 7 70,560 0 0
WABTEC CORP COM 929740108 146,237 1,551,756 SH   DFND 1,5 0 0 1,551,756
WADDELL & REED FINL INC CL A 930059100 379,876 8,029,510 SH   DFND 1,5 325 0 8,029,185
WADDELL & REED FINL INC CL A 930059100 14,822 313,300 SH   DFND 6 313,300 0 0
WAGEWORKS INC COM 930427109 142,195 3,515,332 SH   DFND 1,5 5,300 0 3,510,032
WAGEWORKS INC COM 930427109 5,680 140,432 SH   DFND 1,9 0 0 140,432
WAGEWORKS INC COM 930427109 1,278 31,600 SH   DFND 6 31,600 0 0
WAGEWORKS INC COM 930427109 1,824 45,090 SH   DFND 7 20,390 0 24,700
WAL-MART STORES INC COM 931142103 564,991 7,965,467 SH   DFND 1,5 179,604 0 7,785,863
WAL-MART STORES INC COM 931142103 38,253 539,308 SH   DFND 2 539,308 0 0
WAL-MART STORES INC COM 931142103 8,954 126,235 SH   DFND 3 126,235 0 0
WAL-MART STORES INC COM 931142103 2,861 40,329 SH   DFND 6 40,329 0 0
WAL-MART STORES INC COM 931142103 89,194 1,257,500 SH   DFND 11 1,257,500 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 792,070 9,380,274 SH   DFND 1,5 347,834 0 9,032,440
WALGREENS BOOTS ALLIANCE INC COM 931427108 25,185 298,261 SH   DFND 2 298,261 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 17,690 209,494 SH   DFND 3 209,494 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,188 73,280 SH   DFND 6 73,280 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 12,561 148,754 SH   DFND 7 148,754 0 0
WASHINGTON FED INC COM 938824109 199,051 8,524,684 SH   DFND 1,5 829 0 8,523,855
WASTE MGMT INC DEL COM 94106L109 6,744 145,495 SH   DFND 2 145,495 0 0
WASTE MGMT INC DEL COM 94106L109 2,325 50,171 SH   DFND 3 50,171 0 0
WATERS CORP COM 941848103 242,299 1,887,360 SH   DFND 1,5 91,931 0 1,795,429
WATERS CORP COM 941848103 3,628 28,263 SH   DFND 2 28,263 0 0
WATERS CORP COM 941848103 690 5,376 SH   DFND 3 5,376 0 0
WATERSTONE FINL INC MD COM 94188P101 6,938 525,583 SH   DFND 6 525,583 0 0
WATERSTONE FINL INC MD COM 94188P101 674 51,050 SH   DFND 7 51,050 0 0
WATSCO INC COM 942622200 185,108 1,495,946 SH   DFND 1,5 0 0 1,495,946
WAYFAIR INC CL A 94419L101 193,895 5,151,292 SH   DFND 1,5 140,606 0 5,010,686
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,331 67,164 SH   DFND 1,5 67,164 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 35,801 2,917,746 SH   DFND 1,5 2,580 0 2,915,166
WEB COM GROUP INC NOTE 1.000% 8/1 94733AAA2 4,950 5,000,000 PRN   DFND 1,5 0 0 0
WEB COM GROUP INC COM 94733A104 101,794 4,202,878 SH   DFND 1,5 11,700 0 4,191,178
WEB COM GROUP INC COM 94733A104 22,808 941,700 SH   DFND 1,9 0 0 941,700
WEB COM GROUP INC COM 94733A104 2,127 87,800 SH   DFND 6 87,800 0 0
WEB COM GROUP INC COM 94733A104 2,626 108,415 SH   DFND 7 69,515 0 38,900
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 20,363 20,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 10,031 10,000,000 PRN   DFND 1,5 0 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 6,119 6,100,000 PRN   DFND 11 0 0 0
WEBSTER FINL CORP CONN COM 947890109 563 14,246 SH   DFND 3 14,246 0 0
WEC ENERGY GROUP INC COM 92939U106 4,847 107,794 SH   DFND 2 107,794 0 0
WEC ENERGY GROUP INC COM 92939U106 1,772 39,241 SH   DFND 3 39,241 0 0
WEIBO CORP SPONSORED ADR 948596101 9,427 550,000 SH   DFND 1,9 0 0 550,000
WEIGHT WATCHERS INTL INC NEW COM 948626106 29,625 6,108,300 SH   DFND 1,5 339,500 0 5,768,800
WELLCARE HEALTH PLANS INC COM 94946T106 147,944 1,744,000 SH   DFND 1,5 39,000 0 1,705,000
WELLS FARGO & CO NEW COM 949746101 8,931,499 158,810,430 SH   DFND 1,5 7,002,256 0 151,808,174
WELLS FARGO & CO NEW PERP PFD CNV A 949746804 208,696 177,614 SH   DFND 1,5 9,860 0 167,754
WELLS FARGO & CO NEW COM 949746101 90,068 1,601,493 SH   DFND 2 1,601,493 0 0
WELLS FARGO & CO NEW COM 949746101 43,335 770,529 SH   DFND 3 770,529 0 0
WELLS FARGO & CO NEW COM 949746101 53,883 958,094 SH   DFND 6 757,034 0 201,060
WELLS FARGO & CO NEW COM 949746101 67,003 1,191,373 SH   DFND 7 852,433 0 338,940
WELLS FARGO & CO NEW COM 949746101 44,981 799,810 SH   DFND 11 799,810 0 0
WERNER ENTERPRISES INC COM 950755108 2,024 77,100 SH   DFND 1,5 0 0 77,100
WESCO AIRCRAFT HLDGS INC COM 950814103 36,863 2,433,200 SH   DFND 1,5 40,400 0 2,392,800
WESCO INTL INC COM 95082P105 258,246 3,762,319 SH   DFND 1,5 14,061 0 3,748,258
WESCO INTL INC COM 95082P105 26,886 391,703 SH   DFND 6 391,703 0 0
WESCO INTL INC COM 95082P105 15,761 229,613 SH   DFND 7 191,313 0 38,300
WEST CORP COM 952355204 237,531 7,891,396 SH   DFND 1,5 59,405 0 7,831,991
WEST CORP COM 952355204 5,682 188,780 SH   DFND 6 188,780 0 0
WEST CORP COM 952355204 1,286 42,730 SH   DFND 7 42,730 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 13,308 229,135 SH   DFND 1,5 735 0 228,400
WESTAR ENERGY INC COM 95709T100 228 6,665 SH   DFND 3 6,665 0 0
WESTERN ALLIANCE BANCORP COM 957638109 17,778 526,604 SH   DFND 6 526,604 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,462 72,940 SH   DFND 7 72,940 0 0
WESTERN DIGITAL CORP COM 958102105 210,251 2,681,095 SH   DFND 1,5 51,105 0 2,629,990
WESTERN DIGITAL CORP COM 958102105 6,336 80,800 SH   DFND 1,9 0 0 80,800
WESTERN DIGITAL CORP COM 958102105 5,818 74,194 SH   DFND 2 74,194 0 0
WESTERN DIGITAL CORP COM 958102105 2,185 27,863 SH   DFND 3 27,863 0 0
WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 16,622 262,300 SH   DFND 1,5 0 0 262,300
WESTERN REFNG INC COM 959319104 113,126 2,593,444 SH   DFND 1,5 3,100 0 2,590,344
WESTERN REFNG INC COM 959319104 9,785 224,328 SH   DFND 6 224,328 0 0
WESTERN REFNG INC COM 959319104 4,174 95,680 SH   DFND 7 95,680 0 0
WESTERN UN CO COM 959802109 937,519 46,115,038 SH   DFND 1,5 1,248,303 0 44,866,735
WESTERN UN CO COM 959802109 3,588 176,497 SH   DFND 2 176,497 0 0
WESTERN UN CO COM 959802109 1,635 80,404 SH   DFND 3 80,404 0 0
WESTERN UN CO COM 959802109 786 38,680 SH   DFND 6 38,680 0 0
WESTLAKE CHEM CORP COM 960413102 16,158 235,570 SH   DFND 1,5 70 0 235,500
WESTLAKE CHEM PARTNERS LP COM UNIT RP LP 960417103 9,174 421,799 SH   DFND 1,5 0 0 421,799
WEX INC COM 96208T104 103,530 908,400 SH   DFND 1,5 0 0 908,400
WEYERHAEUSER CO PREF CONV SER A 962166872 29,513 567,900 SH   DFND 1,5 175,200 0 392,700
WEYERHAEUSER CO COM 962166104 105,689 3,355,194 SH   DFND 1,5 555 0 3,354,639
WEYERHAEUSER CO COM 962166104 5,575 176,988 SH   DFND 2 176,988 0 0
WEYERHAEUSER CO COM 962166104 632 20,074 SH   DFND 3 20,074 0 0
WHIRLPOOL CORP COM 963320106 508,718 2,939,719 SH   DFND 1,5 78,439 0 2,861,280
WHIRLPOOL CORP COM 963320106 4,652 26,880 SH   DFND 2 26,880 0 0
WHIRLPOOL CORP COM 963320106 677 3,912 SH   DFND 3 3,912 0 0
WHIRLPOOL CORP COM 963320106 4,635 26,786 SH   DFND 6 26,786 0 0
WHIRLPOOL CORP COM 963320106 450 2,600 SH   DFND 7 2,600 0 0
WHITEWAVE FOODS CO COM 966244105 92,550 1,893,419 SH   DFND 1,5 91,183 0 1,802,236
WHITEWAVE FOODS CO COM 966244105 1,071 21,902 SH   DFND 6 21,902 0 0
WHITING PETE CORP NEW COM 966387102 231,154 6,879,571 SH   DFND 1,5 36,699 0 6,842,872
WHITING PETE CORP NEW COM 966387102 8,564 254,889 SH   DFND 6 204,589 0 50,300
WHITING PETE CORP NEW COM 966387102 10,071 299,744 SH   DFND 7 150,544 0 149,200
WHOLE FOODS MKT INC COM 966837106 378,475 9,596,224 SH   DFND 1,5 359,654 0 9,236,570
WHOLE FOODS MKT INC COM 966837106 4,830 122,465 SH   DFND 2 122,465 0 0
WHOLE FOODS MKT INC COM 966837106 773 19,589 SH   DFND 3 19,589 0 0
WHOLE FOODS MKT INC COM 966837106 1,871 47,430 SH   DFND 6 47,430 0 0
WI-LAN INC COM 928972108 949 410,200 SH   DFND 1,5 0 0 410,200
WILEY JOHN & SONS INC CL A 968223206 10,463 192,449 SH   DFND 1,5 49 0 192,400
WILEY JOHN & SONS INC CL A 968223206 16,882 310,510 SH   DFND 6 310,510 0 0
WILEY JOHN & SONS INC CL A 968223206 5,708 104,980 SH   DFND 7 104,980 0 0
WILLIAMS COS INC DEL COM 969457100 967,905 16,865,392 SH   DFND 1,5 1,385,185 0 15,480,207
WILLIAMS COS INC DEL COM 969457100 13,223 230,411 SH   DFND 2 230,411 0 0
WILLIAMS COS INC DEL COM 969457100 5,579 97,221 SH   DFND 3 97,221 0 0
WILLIAMS COS INC DEL COM 969457100 17,386 302,940 SH   DFND 6 302,940 0 0
WILLIAMS COS INC DEL COM 969457100 12,403 216,111 SH   DFND 7 216,111 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 196,340 4,054,097 SH   DFND 1,5 0 0 4,054,097
WILLIAMS SONOMA INC COM 969904101 67,692 822,800 SH   DFND 1,5 19,700 0 803,100
WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 3,747 79,900 SH   DFND 1,5 0 0 79,900
WILSHIRE BANCORP INC COM 97186T108 59,026 4,673,480 SH   DFND 1,5 172,380 0 4,501,100
WINDSTREAM HLDGS INC COM NEW 97382A200 517 81,058 SH   DFND 1,5 0 0 81,058
WINGSTOP INC COM 974155103 17,682 622,600 SH   DFND 1,5 15,500 0 607,100
WIRELESS TELECOM GROUP INC COM 976524108 1,609 741,665 SH   DFND 1,5 265,465 0 476,200
WISDOMTREE INVTS INC COM 97717P104 3,778 172,000 SH   DFND 1,5 1,000 0 171,000
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 1,564 25,400 SH   DFND 1,5 5,500 0 19,900
WISDOMTREE TR JAPN HEDGE EQT 97717W851 2,637 46,100 SH   DFND 1,5 5,500 0 40,600
WISDOMTREE TR INDIA ERNGS FD 97717W422 23,954 1,105,400 SH   DFND 1,5 1,105,400 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 7,580 349,800 SH   DFND 1,10 349,800 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 338,036 5,488,484 SH   DFND 3 5,488,484 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 33,412 584,132 SH   DFND 3 584,132 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 9,679 157,157 SH   DFND 7 157,157 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 14,948 261,333 SH   DFND 7 261,333 0 0
WIX COM LTD SHS M98068105 89,697 3,797,519 SH   DFND 1,5 301,642 0 3,495,877
WIX COM LTD SHS M98068105 914 38,700 SH   DFND 1,9 0 0 38,700
WNS HOLDINGS LTD SPON ADR 92932M101 124,570 4,656,837 SH   DFND 1,5 41,300 0 4,615,537
WNS HOLDINGS LTD SPON ADR 92932M101 43,495 1,625,996 SH   DFND 6 1,625,996 0 0
WOODWARD INC COM 980745103 42,287 768,988 SH   DFND 1,5 0 0 768,988
WORKDAY INC CL A 98138H101 271,710 3,556,878 SH   DFND 1,5 173,913 0 3,382,965
WORKDAY INC CL A 98138H101 649 8,500 SH   DFND 1,9 0 0 8,500
WORKIVA INC COM CL A 98139A105 3,077 222,473 SH   DFND 1,5 1,500 0 220,973
WORKIVA INC COM CL A 98139A105 2,318 167,600 SH   DFND 1,9 0 0 167,600
WORLD FUEL SVCS CORP COM 981475106 343,934 7,172,764 SH   DFND 1,5 156,606 0 7,016,158
WORLD FUEL SVCS CORP COM 981475106 51,163 1,067,009 SH   DFND 6 1,067,009 0 0
WORLD FUEL SVCS CORP COM 981475106 2,354 49,100 SH   DFND 7 49,100 0 0
WORLD FUEL SVCS CORP COM 981475106 44,833 934,990 SH   DFND 11 934,990 0 0
WP GLIMCHER IN COM 92939N102 119,845 8,857,728 SH   DFND 1,5 158,792 0 8,698,936
WP GLIMCHER IN COM 92939N102 21,309 1,574,910 SH   DFND 6 1,470,910 0 104,000
WP GLIMCHER IN COM 92939N102 6,856 506,759 SH   DFND 7 179,725 0 327,034
WPX ENERGY INC COM 98212B103 11,866 966,319 SH   DFND 1,5 48,148 0 918,171
WRIGHT MED GROUP INC COM 98235T107 30,856 1,175,000 SH   DFND 1,5 0 0 1,175,000
WRIGHT MED GROUP INC COM 98235T107 16,452 626,520 SH   DFND 6 626,520 0 0
WRIGHT MED GROUP INC COM 98235T107 8,142 310,060 SH   DFND 7 310,060 0 0
WSFS FINL CORP COM 929328102 69,278 2,533,013 SH   DFND 1,5 218 0 2,532,795
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 52,791 1,249,199 SH   DFND 1,9 0 0 1,249,199
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 37,814 894,800 SH   DFND 1,10 14,900 0 879,900
WYNDHAM WORLDWIDE CORP COM 98310W108 787,042 9,608,615 SH   DFND 1,5 9,789 0 9,598,826
WYNDHAM WORLDWIDE CORP COM 98310W108 3,361 41,032 SH   DFND 2 41,032 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 649 7,927 SH   DFND 3 7,927 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 20,202 246,639 SH   DFND 6 212,939 0 33,700
WYNDHAM WORLDWIDE CORP COM 98310W108 19,007 232,046 SH   DFND 7 177,150 0 54,896
WYNDHAM WORLDWIDE CORP COM 98310W108 12,301 150,180 SH   DFND 11 150,180 0 0
WYNN RESORTS LTD COM 983134107 271,847 2,755,117 SH   DFND 1,5 344 0 2,754,773
WYNN RESORTS LTD COM 983134107 2,750 27,870 SH   DFND 2 27,870 0 0
WYNN RESORTS LTD COM 983134107 505 5,115 SH   DFND 3 5,115 0 0
XCEL ENERGY INC COM 98389B100 134,967 4,194,127 SH   DFND 1,5 1,511 0 4,192,616
XCEL ENERGY INC COM 98389B100 5,574 173,218 SH   DFND 2 173,218 0 0
XCEL ENERGY INC COM 98389B100 1,366 42,448 SH   DFND 3 42,448 0 0
XCEL ENERGY INC COM 98389B100 8,226 255,610 SH   DFND 6 189,810 0 65,800
XCEL ENERGY INC COM 98389B100 15,126 470,047 SH   DFND 7 274,547 0 195,500
XCEL ENERGY INC COM 98389B100 13,392 416,150 SH   DFND 11 416,150 0 0
XCERRA CORP COM 98400J108 3,594 474,800 SH   DFND 1,5 0 0 474,800
XENCOR INC COM 98401F105 102,993 4,687,914 SH   DFND 1,5 0 0 4,687,914
XENON PHARMACEUTICALS INC COM 98420N105 10,503 910,920 SH   DFND 1,5 0 0 910,920
XENON PHARMACEUTICALS INC COM 98420N105 2,654 230,142 SH   DFND 11 230,142 0 0
XENOPORT INC COM 98411C100 18,667 3,045,109 SH   DFND 1,5 0 0 3,045,109
XEROX CORP COM 984121103 179,167 16,838,999 SH   DFND 1,5 533,477 0 16,305,522
XEROX CORP COM 984121103 3,774 354,730 SH   DFND 2 354,730 0 0
XEROX CORP COM 984121103 672 63,140 SH   DFND 3 63,140 0 0
XEROX CORP COM 984121103 3,245 304,950 SH   DFND 6 189,620 0 115,330
XEROX CORP COM 984121103 533 50,080 SH   DFND 7 50,080 0 0
XILINX INC COM 983919101 68,767 1,557,217 SH   DFND 1,5 117,627 0 1,439,590
XILINX INC NOTE 2.625% 6/1 983919AF8 12,875 8,330,000 PRN   DFND 1,5 0 0 0
XILINX INC COM 983919101 3,904 88,396 SH   DFND 2 88,396 0 0
XILINX INC COM 983919101 1,890 42,801 SH   DFND 3 42,801 0 0
XL GROUP PLC SHS G98290102 6,030 162,100 SH   DFND 1,5 0 0 162,100
XL GROUP PLC SHS G98290102 3,908 105,044 SH   DFND 2 105,044 0 0
XL GROUP PLC SHS G98290102 1,106 29,722 SH   DFND 3 29,722 0 0
XO GROUP INC COM 983772104 746 45,600 SH   DFND 11 45,600 0 0
XOMA CORP DEL COM 98419J107 59,279 15,278,181 SH   DFND 1,5 25,300 0 15,252,881
XOOM CORP COM 98419Q101 8,692 412,801 SH   DFND 1,5 0 0 412,801
XPO LOGISTICS INC COM 983793100 149,275 3,304,006 SH   DFND 1,5 298,837 0 3,005,169
XPO LOGISTICS INC COM 983793100 1,238 27,400 SH   DFND 6 27,400 0 0
XUNLEI LTD SPONSORED ADR 98419E108 17,832 1,481,076 SH   DFND 1,9 0 0 1,481,076
XYLEM INC COM 98419M100 27,695 747,110 SH   DFND 1,5 90,410 0 656,700
XYLEM INC COM 98419M100 2,298 62,004 SH   DFND 2 62,004 0 0
YAHOO INC COM 984332106 1,030,075 26,217,242 SH   DFND 1,5 816,739 0 25,400,503
YAHOO INC COM 984332106 130,754 3,327,927 SH   DFND 1,9 0 0 3,327,927
YAHOO INC COM 984332106 11,720 298,307 SH   DFND 2 298,307 0 0
YAHOO INC COM 984332106 6,582 167,516 SH   DFND 3 167,516 0 0
YAHOO INC COM 984332106 9,143 232,696 SH   DFND 6 232,696 0 0
YAHOO INC COM 984332106 10,797 274,807 SH   DFND 7 274,807 0 0
YAMANA GOLD INC COM 98462Y100 22,263 7,395,220 SH   DFND 1,5 0 0 7,395,220
YANDEX N V SHS CLASS A N97284108 13,755 903,713 SH   DFND 1,5 26,780 0 876,933
YELP INC CL A 985817105 3,933 91,400 SH   DFND 1,5 0 0 91,400
YELP INC CL A 985817105 22,363 519,700 SH   DFND 1,9 0 0 519,700
YOUKU TUDOU INC SPONSORED ADR 98742U100 160,153 6,528,878 SH   DFND 1,5 4,500 0 6,524,378
YOUKU TUDOU INC SPONSORED ADR 98742U100 162,390 6,620,037 SH   DFND 1,9 0 0 6,620,037
YOUKU TUDOU INC SPONSORED ADR 98742U100 623 25,400 SH   DFND 6 25,400 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 50,210 1,830,477 SH   DFND 1,5 37,224 0 1,793,253
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 15,927 580,657 SH   DFND 1,10 580,657 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 4,341 334,400 SH   DFND 1,5 0 0 334,400
YUM BRANDS INC COM 988498101 810,235 8,994,620 SH   DFND 1,5 460,274 0 8,534,346
YUM BRANDS INC COM 988498101 5,387 59,800 SH   DFND 1,9 0 0 59,800
YUM BRANDS INC COM 988498101 13,313 147,794 SH   DFND 2 147,794 0 0
YUM BRANDS INC COM 988498101 9,723 107,932 SH   DFND 3 107,932 0 0
YUM BRANDS INC COM 988498101 14,107 156,602 SH   DFND 6 144,502 0 12,100
YUM BRANDS INC COM 988498101 26,932 298,978 SH   DFND 7 260,778 0 38,200
YY INC ADS REPCOM CLA 98426T106 45,745 658,005 SH   DFND 1,9 0 0 658,005
ZAFGEN INC COM 98885E103 135,758 3,920,252 SH   DFND 1,5 0 0 3,920,252
ZEBRA TECHNOLOGIES CORP CL A 989207105 312,312 2,812,355 SH   DFND 1,5 268,855 0 2,543,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,455 13,100 SH   DFND 7 0 0 13,100
ZELTIQ AESTHETICS INC COM 98933Q108 90,222 3,061,500 SH   DFND 1,5 3,500 0 3,058,000
ZELTIQ AESTHETICS INC COM 98933Q108 737 25,000 SH   DFND 6 25,000 0 0
ZENDESK INC COM 98936J101 256,589 11,552,868 SH   DFND 1,5 465,451 0 11,087,417
ZENDESK INC COM 98936J101 29,697 1,337,111 SH   DFND 1,9 0 0 1,337,111
ZENDESK INC COM 98936J101 535 24,100 SH   DFND 6 24,100 0 0
ZILLOW GROUP INC CL A 98954M101 57,856 667,000 SH   DFND 1,5 600 0 666,400
ZILLOW GROUP INC CL A 98954M101 18,815 216,917 SH   DFND 1,9 0 0 216,917
ZIMMER BIOMET HLDGS INC COM 98956P102 1,361,486 12,464,395 SH   DFND 1,5 239,572 0 12,224,823
ZIMMER BIOMET HLDGS INC COM 98956P102 6,361 58,236 SH   DFND 2 58,236 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,611 33,058 SH   DFND 3 33,058 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,291 20,973 SH   DFND 6 20,973 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 4,020 36,800 SH   DFND 7 36,800 0 0
ZIONS BANCORPORATION COM 989701107 1,872 59,000 SH   DFND 1,5 0 0 59,000
ZIONS BANCORPORATION COM 989701107 2,208 69,584 SH   DFND 2 69,584 0 0
ZIONS BANCORPORATION COM 989701107 3,773 118,881 SH   DFND 3 118,881 0 0
ZIONS BANCORPORATION COM 989701107 23,643 745,000 SH   DFND 11 745,000 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 21,454 1,787,855 SH   DFND 1,5 9,813 0 1,778,042
ZIOPHARM ONCOLOGY INC COM 98973P101 630 52,492 SH   DFND 6 52,492 0 0
ZOES KITCHEN INC COM 98979J109 37,706 921,000 SH   DFND 1,5 24,800 0 896,200
ZOES KITCHEN INC COM 98979J109 692 16,900 SH   DFND 6 16,900 0 0
ZOETIS INC CL A 98978V103 22,955 476,049 SH   DFND 1,5 9,713 0 466,336
ZOETIS INC CL A 98978V103 8,243 170,948 SH   DFND 2 170,948 0 0
ZOETIS INC CL A 98978V103 1,548 32,099 SH   DFND 3 32,099 0 0
ZOGENIX INC COM 98978L105 18,631 11,089,697 SH   DFND 1,5 0 0 11,089,697
ZOSANO PHARMA CORP COM 98979H103 7,250 1,000,000 SH   DFND 1,5 0 0 1,000,000
ZS PHARMA INC COM 98979G105 195,793 3,737,220 SH   DFND 1,5 1,500 0 3,735,720
ZS PHARMA INC COM 98979G105 613 11,700 SH   DFND 6 11,700 0 0
ZULILY INC CL A 989774104 118,815 9,111,582 SH   DFND 1,5 144,600 0 8,966,982
ZUMIEZ INC COM 989817101 75,187 2,823,393 SH   DFND 1,5 20,900 0 2,802,493
ZYNGA INC CL A 98986T108 23,586 8,246,842 SH   DFND 1,5 40,500 0 8,206,342
ZYNGA INC CL A 98986T108 845 295,539 SH   DFND 6 295,539 0 0