0001062993-14-002977.txt : 20140515 0001062993-14-002977.hdr.sgml : 20140515 20140515095625 ACCESSION NUMBER: 0001062993-14-002977 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140515 DATE AS OF CHANGE: 20140515 EFFECTIVENESS DATE: 20140515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM INVESTMENTS LLC CENTRAL INDEX KEY: 0001421578 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14469 FILM NUMBER: 14844344 BUSINESS ADDRESS: STREET 1: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: (617) 760-0514 MAIL ADDRESS: STREET 1: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001421578 XXXXXXXX 03-31-2014 03-31-2014 PUTNAM INVESTMENTS LLC

ONE POST OFFICE SQUARE BOSTON MA 02109

13F HOLDINGS REPORT 028-14469 N Skip Short 617-760-8371 /s/ Skip Short Boston MA 05-15-2014 2 2962 44222764 false 1 0000081238 028-00092 PUTNAM ADVISORY CO LLC 2 0000081273 028-00090 PUTNAM INVESTMENT MANAGEMENT LLC INFORMATION TABLE 2 form13fInfoTable.xml FORM 13F INFORMATION TABLE 1-800-FLOWERS.COM INC-CL A COMMON STOCK 68243Q106 87 15400 SH DFND 2 15400 0 0 1-800-FLOWERS.COM INC-CL A COMMON STOCK 68243Q106 0 0 SH DFND 4 0 0 0 3M CO COMMON STOCK 88579Y101 4261 31407 SH DFND 2 29307 0 2100 3M CO COMMON STOCK 88579Y101 4018 29617 SH DFND 4 0 0 29617 58.COM INC-ADR COMMON STOCK - ADR 31680Q104 437 10504 SH DFND 2 10504 0 0 58.COM INC-ADR COMMON STOCK - ADR 31680Q104 7842 188375 SH DFND 4 235 0 188140 AARON'S INC COMMON STOCK 002535300 414 13689 SH DFND 2 9389 0 4300 AARON'S INC COMMON STOCK 002535300 956 31609 SH DFND 4 0 0 31609 ABAXIS INC COMMON STOCK 002567105 355 9126 SH DFND 2 7624 0 1502 ABAXIS INC COMMON STOCK 002567105 469 12066 SH DFND 4 362 0 11704 ABBOTT LABORATORIES COMMON STOCK 002824100 2476 64291 SH DFND 2 64291 0 0 ABBOTT LABORATORIES COMMON STOCK 002824100 5534 143712 SH DFND 4 0 0 143712 ABBVIE INC COMMON STOCK 00287Y109 8712 169498 SH DFND 2 161898 0 7600 ABBVIE INC COMMON STOCK 00287Y109 191674 3729063 SH DFND 4 13931 0 3715132 ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 711 29242 SH DFND 2 24562 0 4680 ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 923 37951 SH DFND 4 0 0 37951 ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 3437 43110 SH DFND 2 37410 0 5700 ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 8673 108792 SH DFND 4 0 0 108792 ACCESS NATIONAL CORP COMMON STOCK 004337101 80 4961 SH DFND 2 3868 0 1093 ACCESS NATIONAL CORP COMMON STOCK 004337101 318 19629 SH DFND 4 1249 0 18380 ACCO BRANDS CORP COMMON STOCK 00081T108 0 0 SH DFND 2 0 0 0 ACCO BRANDS CORP COMMON STOCK 00081T108 3273 531280 SH DFND 4 0 0 531280 ACCURAY INC COMMON STOCK 004397105 773 80524 SH DFND 2 67484 0 13040 ACCURAY INC COMMON STOCK 004397105 1020 106230 SH DFND 4 2990 0 103240 ACCURAY INC CONV. 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2 28244 0 0 ALLEGION PLC ORDINARY SHARES G0176J109 42298 810773 SH DFND 4 4173 0 806600 ALLERGAN INC COMMON STOCK 018490102 4729 38104 SH DFND 2 38104 0 0 ALLERGAN INC COMMON STOCK 018490102 80900 651893 SH DFND 4 0 0 651893 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 575 2111 SH DFND 2 2111 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 7795 28610 SH DFND 4 0 0 28610 ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 547 21900 SH DFND 2 21900 0 0 ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 4343 173920 SH DFND 4 0 0 173920 ALLIANT ENERGY CORP COMMON STOCK 018802108 3 51 SH DFND 2 51 0 0 ALLIANT ENERGY CORP COMMON STOCK 018802108 2113 37192 SH DFND 4 0 0 37192 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 338 2379 SH DFND 2 1861 0 518 ALLIANT TECHSYSTEMS INC COMMON STOCK 018804104 10594 74524 SH DFND 4 562 0 73962 ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 5140 49815 SH DFND 2 24899 0 24916 ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 14133 136961 SH DFND 4 23257 0 113704 ALLSTATE CORP COMMON STOCK 020002101 1050 18549 SH DFND 2 18549 0 0 ALLSTATE CORP COMMON STOCK 020002101 18445 326000 SH DFND 4 0 0 326000 ALON USA ENERGY INC COMMON STOCK 020520102 453 30300 SH DFND 2 30300 0 0 ALON USA ENERGY INC COMMON STOCK 020520102 2910 194795 SH DFND 4 0 0 194795 ALTERA CORP COMMON STOCK 021441100 455 12563 SH DFND 2 12563 0 0 ALTERA CORP COMMON STOCK 021441100 0 0 SH DFND 4 0 0 0 ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 963 7916 SH DFND 2 7916 0 0 ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 99423 817222 SH DFND 4 10450 0 806772 ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 3066 97134 SH DFND 2 97134 0 0 ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 265632 8416733 SH DFND 4 0 0 8416733 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 1258 35235 SH DFND 2 29015 0 6220 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 2045 57294 SH DFND 4 1097 0 56197 ALTRIA GROUP INC COMMON STOCK 02209S103 14294 381898 SH DFND 2 333806 0 48092 ALTRIA GROUP INC COMMON STOCK 02209S103 212319 5672440 SH DFND 4 126700 0 5545740 AMAZON.COM INC COMMON STOCK 023135106 10782 32041 SH DFND 2 32041 0 0 AMAZON.COM INC COMMON STOCK 023135106 74257 220662 SH DFND 4 0 0 220662 AMBEV SA-ADR COMMON STOCK - ADR 02319V103 181 24369 SH DFND 2 24369 0 0 AMBEV SA-ADR COMMON STOCK - ADR 02319V103 1230 165945 SH DFND 4 3765 0 162180 AMDOCS LTD COMMON STOCK G02602103 1752 37718 SH DFND 2 25718 0 12000 AMDOCS LTD COMMON STOCK G02602103 3878 83461 SH DFND 4 0 0 83461 AMEDISYS INC COMMON STOCK 023436108 83 5547 SH DFND 2 4331 0 1216 AMEDISYS INC COMMON STOCK 023436108 328 22020 SH DFND 4 1220 0 20800 AMEREN CORPORATION COMMON STOCK 023608102 2823 68518 SH DFND 2 68518 0 0 AMEREN CORPORATION COMMON STOCK 023608102 64395 1562976 SH DFND 4 63600 0 1499376 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 1886 51517 SH DFND 2 51517 0 0 AMERICAN AIRLINES GROUP INC COMMON STOCK 02376R102 150519 4112536 SH DFND 4 0 0 4112536 AMERICAN ASSETS TRUST INC COMMON STOCK 024013104 1532 45407 SH DFND 2 14167 0 31240 AMERICAN ASSETS TRUST INC COMMON STOCK 024013104 3269 96893 SH DFND 4 32972 0 63921 AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 6062 327303 SH DFND 2 310930 0 16373 AMERICAN AXLE & MFG HOLDINGS COMMON STOCK 024061103 2987 161302 SH DFND 4 19695 0 141607 AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 50 1330 SH DFND 2 1330 0 0 AMERICAN CAMPUS COMMUNITIES COMMON STOCK 024835100 368 9857 SH DFND 4 0 0 9857 AMERICAN CAPITAL AGENCY CORP COMMON STOCK 02503X105 627 29192 SH DFND 2 29192 0 0 AMERICAN CAPITAL AGENCY CORP COMMON STOCK 02503X105 6720 312717 SH DFND 4 8811 0 303906 AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 2492 157800 SH DFND 2 49300 0 108500 AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 5320 336900 SH DFND 4 114500 0 222400 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 699 57087 SH DFND 2 57087 0 0 AMERICAN EAGLE OUTFITTERS COMMON STOCK 02553E106 15626 1276630 SH DFND 4 11440 0 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30903 0 0 AMETEK INC COMMON STOCK 031100100 36100 701109 SH DFND 4 9035 0 692074 AMGEN INC COMMON STOCK 031162100 3735 30279 SH DFND 2 30279 0 0 AMGEN INC COMMON STOCK 031162100 32022 259621 SH DFND 4 0 0 259621 AMICUS THERAPEUTICS INC COMMON STOCK 03152W109 0 0 SH DFND 2 0 0 0 AMICUS THERAPEUTICS INC COMMON STOCK 03152W109 936 452200 SH DFND 4 0 0 452200 AMIRA NATURE FOODS LTD ORDINARY SHARES G0335L102 0 0 SH DFND 2 0 0 0 AMIRA NATURE FOODS LTD ORDINARY SHARES G0335L102 3316 194586 SH DFND 4 0 0 194586 AMPHENOL CORP-CL A COMMON STOCK 032095101 641 6991 SH DFND 2 6991 0 0 AMPHENOL CORP-CL A COMMON STOCK 032095101 346 3778 SH DFND 4 0 0 3778 AMSURG CORP COMMON STOCK 03232P405 745 15833 SH DFND 2 12989 0 2844 AMSURG CORP COMMON STOCK 03232P405 1271 26995 SH DFND 4 336 0 26659 AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 811 21563 SH DFND 2 17997 0 3566 AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 1401 37264 SH DFND 4 676 0 36588 ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 0 0 SH DFND 2 0 0 0 ANACOR PHARMACEUTICALS INC COMMON STOCK 032420101 1619 80900 SH DFND 4 0 0 80900 ANADARKO PETROLEUM CORP COMMON STOCK 032511107 4551 53692 SH DFND 2 53692 0 0 ANADARKO PETROLEUM CORP COMMON STOCK 032511107 179822 2121545 SH DFND 4 26600 0 2094945 ANALOG DEVICES INC COMMON STOCK 032654105 651 12254 SH DFND 2 12254 0 0 ANALOG DEVICES INC COMMON STOCK 032654105 0 0 SH DFND 4 0 0 0 ANGIE'S LIST INC COMMON STOCK 034754101 90 7424 SH DFND 2 6190 0 1234 ANGIE'S LIST INC COMMON STOCK 034754101 117 9586 SH DFND 4 264 0 9322 ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 3820 37626 SH DFND 2 35431 0 2195 ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 58716 578366 SH DFND 4 569 0 577797 ANN INC COMMON STOCK 035623107 1762 42476 SH DFND 2 37983 0 4493 ANN INC COMMON STOCK 035623107 6160 148508 SH DFND 4 819 0 147689 ANSYS INC COMMON STOCK 03662Q105 19 242 SH DFND 2 242 0 0 ANSYS INC COMMON STOCK 03662Q105 196 2541 SH DFND 4 0 0 2541 ANTARES PHARMA INC COMMON STOCK 036642106 540 154268 SH DFND 2 130667 0 23601 ANTARES PHARMA INC COMMON STOCK 036642106 3213 917871 SH DFND 4 5918 0 911953 AOL INC COMMON STOCK 00184X105 1007 23009 SH DFND 2 23009 0 0 AOL INC COMMON STOCK 00184X105 8516 194565 SH DFND 4 10663 0 183902 AON PLC COMMON STOCK G0408V102 9069 107604 SH DFND 2 97404 0 10200 AON PLC COMMON STOCK G0408V102 75261 892986 SH DFND 4 61658 0 831328 APACHE CORP COMMON STOCK 037411105 2395 28868 SH DFND 2 28868 0 0 APACHE CORP COMMON STOCK 037411105 18417 222030 SH DFND 4 16300 0 205730 APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 582 19261 SH DFND 2 15336 0 3925 APARTMENT INVT & MGMT CO -A COMMON STOCK 03748R101 73 2416 SH DFND 4 0 0 2416 APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 986 28800 SH DFND 2 28800 0 0 APOLLO EDUCATION GROUP INC COMMON STOCK 037604105 6111 178465 SH DFND 4 0 0 178465 APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 0 0 SH DFND 2 0 0 0 APOLLO GLOBAL MANAGEMENT - A COMMON STOCK 037612306 5438 171015 SH DFND 4 0 0 171015 APPLE INC COMMON STOCK 037833100 54196 100973 SH DFND 2 95914 0 5059 APPLE INC COMMON STOCK 037833100 652611 1215880 SH DFND 4 14602 0 1201278 APPLIED MATERIALS INC COMMON STOCK 038222105 6317 309333 SH DFND 2 309333 0 0 APPLIED MATERIALS INC COMMON STOCK 038222105 33422 1636720 SH DFND 4 0 0 1636720 APPLIED OPTOELECTRONICS INC COMMON STOCK 03823U102 0 0 SH DFND 2 0 0 0 APPLIED OPTOELECTRONICS INC COMMON STOCK 03823U102 2699 109420 SH DFND 4 0 0 109420 AQUINOX PHARMACEUTICALS INC ORDINARY SHARES 03842B101 0 0 SH DFND 2 0 0 0 AQUINOX PHARMACEUTICALS INC ORDINARY SHARES 03842B101 1466 115156 SH DFND 4 0 0 115156 ARCELORMITTAL CONVERTIBLE PREF L0302D178 618 25492 SH DFND 2 0 0 25492 ARCELORMITTAL CONVERTIBLE PREF L0302D178 5788 241629 SH DFND 4 0 0 241629 ARCELORMITTAL-NY REGISTERED COMMON STOCK - ADR 03938L104 7 464 SH DFND 2 464 0 0 ARCELORMITTAL-NY REGISTERED COMMON STOCK - ADR 03938L104 2996 185506 SH DFND 4 0 0 185506 ARCH CAPITAL GROUP LTD ORDINARY SHARES G0450A105 1398 24298 SH DFND 2 16498 0 7800 ARCH CAPITAL GROUP LTD ORDINARY SHARES G0450A105 3050 53015 SH DFND 4 0 0 53015 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 4194 96648 SH DFND 2 96648 0 0 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 32268 743668 SH DFND 4 32832 0 710836 ARES CAPITAL CORP CONV. NOTE 04010LAB9 2728 2505000 SH DFND 2 0 0 2505000 ARES CAPITAL CORP CONV. NOTE 04010LAB9 8940 8209000 SH DFND 4 0 0 8209000 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 822 101971 SH DFND 2 84745 0 17226 ARIAD PHARMACEUTICALS INC COMMON STOCK 04033A100 1347 167066 SH DFND 4 3596 0 163470 ARLINGTON ASSET INVESTMENT-A COMMON STOCK 041356205 84 3188 SH DFND 2 2488 0 700 ARLINGTON ASSET INVESTMENT-A COMMON STOCK 041356205 344 12990 SH DFND 4 619 0 12371 ARMADA HOFFLER PROPERTIES IN COMMON STOCK 04208T108 0 0 SH DFND 2 0 0 0 ARMADA HOFFLER PROPERTIES IN COMMON STOCK 04208T108 4431 441286 SH DFND 4 0 0 441286 ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315101 66 15919 SH DFND 2 12341 0 3578 ARMOUR RESIDENTIAL REIT INC COMMON STOCK 042315101 252 61200 SH DFND 4 3561 0 57639 ARRAY BIOPHARMA INC COMMON STOCK 04269X105 394 83787 SH DFND 2 70106 0 13681 ARRAY BIOPHARMA INC COMMON STOCK 04269X105 503 106932 SH DFND 4 0 0 106932 ARRIS GROUP INC COMMON STOCK 04270V106 517 18337 SH DFND 2 15776 0 2561 ARRIS GROUP INC COMMON STOCK 04270V106 714 25343 SH DFND 4 1082 0 24261 ARROW ELECTRONICS INC COMMON STOCK 042735100 1398 23548 SH DFND 2 23548 0 0 ARROW ELECTRONICS INC COMMON STOCK 042735100 5181 87275 SH DFND 4 0 0 87275 ARTISAN PARTNERS ASSET MA -A COMMON STOCK 04316A108 0 0 SH DFND 2 0 0 0 ARTISAN PARTNERS ASSET MA -A COMMON STOCK 04316A108 4872 75822 SH DFND 4 0 0 75822 ARUBA NETWORKS INC COMMON STOCK 043176106 381 20294 SH DFND 2 16945 0 3349 ARUBA NETWORKS INC COMMON STOCK 043176106 492 26221 SH DFND 4 0 0 26221 ASCENA RETAIL GROUP INC COMMON STOCK 04351G101 1581 91473 SH DFND 2 31287 0 60186 ASCENA RETAIL GROUP INC COMMON STOCK 04351G101 3560 206023 SH DFND 4 63799 0 142224 ASCENT CAPITAL GROUP INC-A COMMON STOCK 043632108 372 4928 SH DFND 2 4119 0 809 ASCENT CAPITAL GROUP INC-A COMMON STOCK 043632108 480 6356 SH DFND 4 0 0 6356 ASHFORD HOSPITALITY PRIME IN COMMON STOCK 044102101 55 3623 SH DFND 2 2827 0 796 ASHFORD HOSPITALITY PRIME IN COMMON STOCK 044102101 216 14318 SH DFND 4 783 0 13535 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 204 18145 SH DFND 2 14168 0 3977 ASHFORD HOSPITALITY TRUST COMMON STOCK 044103109 807 71582 SH DFND 4 3919 0 67663 ASHLAND INC COMMON STOCK 044209104 3512 35302 SH DFND 2 35302 0 0 ASHLAND INC COMMON STOCK 044209104 58465 587710 SH DFND 4 48940 0 538770 ASPEN INSURANCE HOLDINGS LTD ORDINARY SHARES G05384105 4505 113470 SH DFND 2 24470 0 89000 ASPEN INSURANCE HOLDINGS LTD ORDINARY SHARES G05384105 9048 227919 SH DFND 4 0 0 227919 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 1368 32292 SH DFND 2 27896 0 4396 ASPEN TECHNOLOGY INC COMMON STOCK 045327103 1867 44064 SH DFND 4 885 0 43179 ASSOCIATED BANC-CORP COMMON STOCK 045487105 664 36776 SH DFND 2 36776 0 0 ASSOCIATED BANC-CORP COMMON STOCK 045487105 8223 455289 SH DFND 4 17035 0 438254 ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 2704 106812 SH DFND 2 106812 0 0 ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 136712 5399363 SH DFND 4 0 0 5399363 ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 4591 70762 SH DFND 2 70762 0 0 ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 154026 2374012 SH DFND 4 52400 0 2321612 ASTRONICS CORP COMMON STOCK 046433108 1064 16774 SH DFND 2 14081 0 2693 ASTRONICS CORP COMMON STOCK 046433108 12620 199018 SH DFND 4 647 0 198371 AT&T INC COMMON STOCK 00206R102 11852 337959 SH DFND 2 337959 0 0 AT&T INC COMMON STOCK 00206R102 105952 3021167 SH DFND 4 154100 0 2867067 ATHENAHEALTH INC COMMON STOCK 04685W103 578 3606 SH DFND 2 3197 0 409 ATHENAHEALTH INC COMMON STOCK 04685W103 818 5103 SH DFND 4 149 0 4954 ATMEL CORP COMMON STOCK 049513104 0 0 SH DFND 2 0 0 0 ATMEL CORP COMMON STOCK 049513104 105 12562 SH DFND 4 0 0 12562 ATMOS ENERGY CORP COMMON STOCK 049560105 509 10800 SH DFND 2 10800 0 0 ATMOS ENERGY CORP COMMON STOCK 049560105 2936 62300 SH DFND 4 0 0 62300 ATRICURE INC COMMON STOCK 04963C209 473 25131 SH DFND 2 21177 0 3954 ATRICURE INC COMMON STOCK 04963C209 6443 342522 SH DFND 4 961 0 341561 ATWOOD OCEANICS INC COMMON STOCK 050095108 645 12800 SH DFND 2 12800 0 0 ATWOOD OCEANICS INC COMMON STOCK 050095108 2251 44670 SH DFND 4 0 0 44670 AUSPEX PHARMACEUTICALS INC COMMON STOCK 05211J102 0 0 SH DFND 2 0 0 0 AUSPEX PHARMACEUTICALS INC COMMON STOCK 05211J102 5058 164438 SH DFND 4 0 0 164438 AUTODESK INC COMMON STOCK 052769106 434 8831 SH DFND 2 8831 0 0 AUTODESK INC COMMON STOCK 052769106 0 0 SH DFND 4 0 0 0 AUTOLIV INC ORDINARY SHARES 052800109 1783 17768 SH DFND 2 17768 0 0 AUTOLIV INC ORDINARY SHARES 052800109 32271 321583 SH DFND 4 24760 0 296823 AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 5529 71562 SH DFND 2 54962 0 16600 AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 8948 115815 SH DFND 4 0 0 115815 AUTOZONE INC COMMON STOCK 053332102 2337 4351 SH DFND 2 3424 0 927 AUTOZONE INC COMMON STOCK 053332102 3628 6755 SH DFND 4 0 0 6755 AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 1197 906000 SH DFND 2 0 0 906000 AUXILIUM PHARMACEUTICALS CONV. NOTE 05334DAA5 6505 4923000 SH DFND 4 0 0 4923000 AUXILIUM PHARMACEUTICALS INC COMMON STOCK 05334D107 1165 42845 SH DFND 2 35942 0 6903 AUXILIUM PHARMACEUTICALS INC COMMON STOCK 05334D107 31080 1143474 SH DFND 4 1364 0 1142110 AVAGO TECHNOLOGIES LTD ORDINARY SHARES Y0486S104 105 1632 SH DFND 2 1632 0 0 AVAGO TECHNOLOGIES LTD ORDINARY SHARES Y0486S104 31792 493593 SH DFND 4 0 0 493593 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2573 19597 SH DFND 2 17366 0 2231 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 11263 85768 SH DFND 4 2865 0 82903 AVERY DENNISON CORP COMMON STOCK 053611109 203 3999 SH DFND 2 3999 0 0 AVERY DENNISON CORP COMMON STOCK 053611109 0 0 SH DFND 4 0 0 0 AVG TECHNOLOGIES ORDINARY SHARES N07831105 2792 133212 SH DFND 2 51721 0 81491 AVG TECHNOLOGIES ORDINARY SHARES N07831105 5786 276057 SH DFND 4 83279 0 192778 AVISTA CORP COMMON STOCK 05379B107 1849 60333 SH DFND 2 17873 0 42460 AVISTA CORP COMMON STOCK 05379B107 3739 121978 SH DFND 4 41447 0 80531 AVNET INC COMMON STOCK 053807103 3 63 SH DFND 2 63 0 0 AVNET INC COMMON STOCK 053807103 3618 77765 SH DFND 4 0 0 77765 AVON PRODUCTS INC COMMON STOCK 054303102 255 17442 SH DFND 2 17442 0 0 AVON PRODUCTS INC COMMON STOCK 054303102 0 0 SH DFND 4 0 0 0 AXIALL CORP COMMON STOCK 05463D100 3689 82115 SH DFND 2 54008 0 28107 AXIALL CORP COMMON STOCK 05463D100 50700 1128667 SH DFND 4 26572 0 1102095 AXIS CAPITAL HOLDINGS LTD ORDINARY SHARES G0692U109 1680 36631 SH DFND 2 29031 0 7600 AXIS CAPITAL HOLDINGS LTD ORDINARY SHARES G0692U109 7404 161487 SH DFND 4 5973 0 155514 AZZ INC COMMON STOCK 002474104 1275 28544 SH DFND 2 23844 0 4700 AZZ INC COMMON STOCK 002474104 1680 37590 SH DFND 4 928 0 36662 BAIDU INC - SPON ADR COMMON STOCK - ADR 056752108 3191 20942 SH DFND 2 20942 0 0 BAIDU INC - SPON ADR COMMON STOCK - ADR 056752108 44513 292121 SH DFND 4 117 0 292004 BAKER HUGHES INC COMMON STOCK 057224107 2417 37174 SH DFND 2 37174 0 0 BAKER HUGHES INC COMMON STOCK 057224107 10657 163906 SH DFND 4 8803 0 155103 BALL CORP COMMON STOCK 058498106 727 13255 SH DFND 2 13255 0 0 BALL CORP COMMON STOCK 058498106 3423 62447 SH DFND 4 3393 0 59054 BALTIC TRADING LTD COMMON STOCK Y0553W103 0 0 SH DFND 2 0 0 0 BALTIC TRADING LTD COMMON STOCK Y0553W103 2163 342790 SH DFND 4 0 0 342790 BANC OF CALIFORNIA INC COMMON STOCK 05990K106 921 75100 SH DFND 2 22100 0 53000 BANC OF CALIFORNIA INC COMMON STOCK 05990K106 1848 150600 SH DFND 4 51200 0 99400 BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 148 10799 SH DFND 2 10799 0 0 BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 1024 74928 SH DFND 4 1662 0 73266 BANCOLOMBIA S.A.-SPONS ADR COMMON STOCK - ADR 05968L102 118 2093 SH DFND 2 2093 0 0 BANCOLOMBIA S.A.-SPONS ADR COMMON STOCK - ADR 05968L102 753 13331 SH DFND 4 289 0 13042 BANCORP INC/THE COMMON STOCK 05969A105 2799 148790 SH DFND 2 82606 0 66184 BANCORP INC/THE COMMON STOCK 05969A105 30823 1638625 SH DFND 4 69948 0 1568677 BANK OF AMERICA CORP COMMON STOCK 060505104 20681 1202360 SH DFND 2 1202360 0 0 BANK OF AMERICA CORP COMMON STOCK 060505104 287486 16714295 SH DFND 4 553100 0 16161195 BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 3984 3474 SH DFND 2 0 0 3474 BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 12672 11049 SH DFND 4 0 0 11049 BANK OF AMERICA CORP-CW19 WARRANTS 060505153 0 0 SH DFND 2 0 0 0 BANK OF AMERICA CORP-CW19 WARRANTS 060505153 10365 11389700 SH DFND 4 0 0 11389700 BANK OF KENTUCKY FINL CORP COMMON STOCK 062896105 111 2968 SH DFND 2 2305 0 663 BANK OF KENTUCKY FINL CORP COMMON STOCK 062896105 438 11666 SH DFND 4 743 0 10923 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 1631 46223 SH DFND 2 46223 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 7503 212600 SH DFND 4 0 0 212600 BANKUNITED INC COMMON STOCK 06652K103 1375 39550 SH DFND 2 26950 0 12600 BANKUNITED INC COMMON STOCK 06652K103 3095 89010 SH DFND 4 0 0 89010 BARCLAYS PLC-SPONS ADR COMMON STOCK - ADR 06738E204 0 0 SH DFND 2 0 0 0 BARCLAYS PLC-SPONS ADR COMMON STOCK - ADR 06738E204 2286 145610 SH DFND 4 0 0 145610 BARRETT BUSINESS SVCS INC COMMON STOCK 068463108 1058 17766 SH DFND 2 13799 0 3967 BARRETT BUSINESS SVCS INC COMMON STOCK 068463108 1302 21851 SH DFND 4 780 0 21071 BARRICK GOLD CORP ORDINARY SHARES 067901108 10 535 SH DFND 2 535 0 0 BARRICK GOLD CORP ORDINARY SHARES 067901108 29316 1644200 SH DFND 4 0 0 1644200 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 965 35200 SH DFND 2 35200 0 0 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 0 0 SH DFND 4 0 0 0 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 10868 147697 SH DFND 2 147697 0 0 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 290558 3948869 SH DFND 4 125600 0 3823269 BB&T CORP COMMON STOCK 054937107 1134 28221 SH DFND 2 28221 0 0 BB&T CORP COMMON STOCK 054937107 4485 111650 SH DFND 4 0 0 111650 BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 761 19676 SH DFND 2 16429 0 3247 BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 1020 26389 SH DFND 4 861 0 25528 BEAM INC COMMON STOCK 073730103 546 6559 SH DFND 2 6559 0 0 BEAM INC COMMON STOCK 073730103 0 0 SH DFND 4 0 0 0 BEAZER HOMES USA INC COMMON STOCK 07556Q881 0 0 SH DFND 2 0 0 0 BEAZER HOMES USA INC COMMON STOCK 07556Q881 9699 483020 SH DFND 4 0 0 483020 BECTON DICKINSON AND CO COMMON STOCK 075887109 897 7664 SH DFND 2 7664 0 0 BECTON DICKINSON AND CO COMMON STOCK 075887109 0 0 SH DFND 4 0 0 0 BED BATH & BEYOND INC COMMON STOCK 075896100 3253 47281 SH DFND 2 41481 0 5800 BED BATH & BEYOND INC COMMON STOCK 075896100 84516 1228432 SH DFND 4 0 0 1228432 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 14169 113376 SH DFND 2 101664 0 11712 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 20368 162980 SH DFND 4 1003 0 161977 BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 1368 59086 SH DFND 2 17879 0 41207 BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 2883 124532 SH DFND 4 41581 0 82951 BEST BUY CO INC COMMON STOCK 086516101 287 10876 SH DFND 2 10876 0 0 BEST BUY CO INC COMMON STOCK 086516101 4449 168467 SH DFND 4 0 0 168467 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 1711 106600 SH DFND 2 33200 0 73400 BIG 5 SPORTING GOODS CORP COMMON STOCK 08915P101 5594 348530 SH DFND 4 77600 0 270930 BIG LOTS INC COMMON STOCK 089302103 1664 43933 SH DFND 2 39783 0 4150 BIG LOTS INC COMMON STOCK 089302103 5551 146591 SH DFND 4 677 0 145914 BILL BARRETT CORP COMMON STOCK 06846N104 1508 58900 SH DFND 2 18400 0 40500 BILL BARRETT CORP COMMON STOCK 06846N104 3223 125900 SH DFND 4 42800 0 83100 BIND THERAPEUTICS INC COMMON STOCK 05548N107 0 0 SH DFND 2 0 0 0 BIND THERAPEUTICS INC COMMON STOCK 05548N107 2919 244100 SH DFND 4 0 0 244100 BIOGEN IDEC INC COMMON STOCK 09062X103 4803 15702 SH DFND 2 15702 0 0 BIOGEN IDEC INC COMMON STOCK 09062X103 58863 192446 SH DFND 4 0 0 192446 BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 2159 1945000 SH DFND 2 0 0 1945000 BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 6637 5979000 SH DFND 4 0 0 5979000 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 25 361 SH DFND 2 361 0 0 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 24433 358200 SH DFND 4 0 0 358200 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 1276 46100 SH DFND 2 46100 0 0 BIO-REFERENCE LABS INC COMMON STOCK 09057G602 4548 164295 SH DFND 4 0 0 164295 BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 401 15466 SH DFND 2 12925 0 2541 BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 534 20589 SH DFND 4 618 0 19971 BLACKROCK INC COMMON STOCK 09247X101 1583 5033 SH DFND 2 5033 0 0 BLACKROCK INC COMMON STOCK 09247X101 0 0 SH DFND 4 0 0 0 BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 906 27255 SH DFND 2 27255 0 0 BLACKSTONE GROUP LP/THE COMMON STOCK 09253U108 8888 267300 SH DFND 4 0 0 267300 BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 1607 1438000 SH DFND 2 0 0 1438000 BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 5315 4756000 SH DFND 4 0 0 4756000 BLOOMIN' BRANDS INC COMMON STOCK 094235108 1305 54148 SH DFND 2 54148 0 0 BLOOMIN' BRANDS INC COMMON STOCK 094235108 21177 878719 SH DFND 4 0 0 878719 BLUE NILE INC COMMON STOCK 09578R103 523 15035 SH DFND 2 12552 0 2483 BLUE NILE INC COMMON STOCK 09578R103 692 19895 SH DFND 4 574 0 19321 BLYTH INC COMMON STOCK 09643P207 47 4424 SH DFND 2 3449 0 975 BLYTH INC COMMON STOCK 09643P207 188 17509 SH DFND 4 1114 0 16395 BOEING CO/THE COMMON STOCK 097023105 5083 40502 SH DFND 2 36502 0 4000 BOEING CO/THE COMMON STOCK 097023105 14585 116224 SH DFND 4 0 0 116224 BOFI HOLDING INC COMMON STOCK 05566U108 1066 12434 SH DFND 2 10402 0 2032 BOFI HOLDING INC COMMON STOCK 05566U108 1760 20522 SH DFND 4 460 0 20062 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 803 36500 SH DFND 2 36500 0 0 BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK 099502106 2641 120060 SH DFND 4 0 0 120060 BORGWARNER INC COMMON STOCK 099724106 1637 26634 SH DFND 2 26634 0 0 BORGWARNER INC COMMON STOCK 099724106 2556 41586 SH DFND 4 0 0 41586 BOSTON PROPERTIES INC COMMON STOCK 101121101 1931 16861 SH DFND 2 13766 0 3095 BOSTON PROPERTIES INC COMMON STOCK 101121101 253 2209 SH DFND 4 0 0 2209 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 765 56580 SH DFND 2 56580 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 273 20172 SH DFND 4 0 0 20172 BOTTOMLINE TECHNOLOGIES CONV. NOTE 101388AA4 2230 1706000 SH DFND 2 0 0 1706000 BOTTOMLINE TECHNOLOGIES CONV. NOTE 101388AA4 6879 5264000 SH DFND 4 0 0 5264000 BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK 101388106 445 12671 SH DFND 2 10582 0 2089 BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK 101388106 593 16870 SH DFND 4 502 0 16368 BOULDER BRANDS INC COMMON STOCK 101405108 330 18754 SH DFND 2 15755 0 2999 BOULDER BRANDS INC COMMON STOCK 101405108 443 25120 SH DFND 4 739 0 24381 BP PLC-SPONS ADR COMMON STOCK - ADR 055622104 0 0 SH DFND 2 0 0 0 BP PLC-SPONS ADR COMMON STOCK - ADR 055622104 3766 78287 SH DFND 4 0 0 78287 BPZ RESOURCES INC COMMON STOCK 055639108 0 0 SH DFND 2 0 0 0 BPZ RESOURCES INC COMMON STOCK 055639108 85 26812 SH DFND 4 0 0 26812 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 0 0 SH DFND 2 0 0 0 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 2268 156830 SH DFND 4 0 0 156830 BRE PROPERTIES INC COMMON STOCK 05564E106 671 10685 SH DFND 2 7636 0 3049 BRE PROPERTIES INC COMMON STOCK 05564E106 121 1933 SH DFND 4 0 0 1933 BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 1369 34992 SH DFND 2 29854 0 5138 BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 20716 529682 SH DFND 4 666 0 529016 BRIGHTCOVE COMMON STOCK 10921T101 582 59231 SH DFND 2 49715 0 9516 BRIGHTCOVE COMMON STOCK 10921T101 777 79045 SH DFND 4 2127 0 76918 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 10940 210583 SH DFND 2 210583 0 0 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 124815 2402596 SH DFND 4 0 0 2402596 BROADCOM CORP-CL A COMMON STOCK 111320107 3026 96130 SH DFND 2 96130 0 0 BROADCOM CORP-CL A COMMON STOCK 111320107 19433 617311 SH DFND 4 34101 0 583210 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 2288 61607 SH DFND 2 50307 0 11300 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 6061 163185 SH DFND 4 0 0 163185 BROADSOFT INC COMMON STOCK 11133B409 185 6922 SH DFND 2 5701 0 1221 BROADSOFT INC COMMON STOCK 11133B409 251 9373 SH DFND 4 221 0 9152 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 2398 226025 SH DFND 2 226025 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 15075 1420795 SH DFND 4 42627 0 1378168 BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 3972 2919000 SH DFND 2 0 0 2919000 BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 12286 9030000 SH DFND 4 0 0 9030000 BROWN & BROWN INC COMMON STOCK 115236101 34 1119 SH DFND 2 1119 0 0 BROWN & BROWN INC COMMON STOCK 115236101 2137 69460 SH DFND 4 0 0 69460 BROWN SHOE COMPANY INC COMMON STOCK 115736100 634 23901 SH DFND 2 19965 0 3936 BROWN SHOE COMPANY INC COMMON STOCK 115736100 816 30757 SH DFND 4 0 0 30757 BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 1657 18473 SH DFND 2 18473 0 0 BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 16260 181294 SH DFND 4 0 0 181294 BRUNSWICK CORP COMMON STOCK 117043109 2510 55420 SH DFND 2 55420 0 0 BRUNSWICK CORP COMMON STOCK 117043109 24303 536601 SH DFND 4 0 0 536601 BT GROUP PLC-SPON ADR COMMON STOCK - ADR 05577E101 0 0 SH DFND 2 0 0 0 BT GROUP PLC-SPON ADR COMMON STOCK - ADR 05577E101 5555 87000 SH DFND 4 0 0 87000 BUCKLE INC/THE COMMON STOCK 118440106 1019 22249 SH DFND 2 20777 0 1472 BUCKLE INC/THE COMMON STOCK 118440106 2440 53272 SH DFND 4 249 0 53023 C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 333 6360 SH DFND 2 6360 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 0 0 SH DFND 4 0 0 0 CA INC COMMON STOCK 12673P105 1623 52414 SH DFND 2 52414 0 0 CA INC COMMON STOCK 12673P105 10214 329787 SH DFND 4 18236 0 311551 CABOT CORP COMMON STOCK 127055101 2191 37100 SH DFND 2 11600 0 25500 CABOT CORP COMMON STOCK 127055101 4672 79100 SH DFND 4 26900 0 52200 CABOT OIL & GAS CORP COMMON STOCK 127097103 5156 152178 SH DFND 2 152178 0 0 CABOT OIL & GAS CORP COMMON STOCK 127097103 82292 2428914 SH DFND 4 9144 0 2419770 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 816 11063 SH DFND 2 10874 0 189 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 3597 48744 SH DFND 4 226 0 48518 CADENCE DESIGN SYS INC COMMON STOCK 127387108 1212 78017 SH DFND 2 78017 0 0 CADENCE DESIGN SYS INC COMMON STOCK 127387108 10002 643655 SH DFND 4 36140 0 607515 CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 573 10530 SH DFND 2 10530 0 0 CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 3857 70928 SH DFND 4 24037 0 46891 CALAMP CORP COMMON STOCK 128126109 1649 59153 SH DFND 2 50429 0 8724 CALAMP CORP COMMON STOCK 128126109 2205 79132 SH DFND 4 0 0 79132 CALIX INC COMMON STOCK 13100M509 264 31294 SH DFND 2 26131 0 5163 CALIX INC COMMON STOCK 13100M509 349 41419 SH DFND 4 1241 0 40178 CALLAWAY GOLF CO CONV. NOTE 131193AC8 0 0 SH DFND 2 0 0 0 CALLAWAY GOLF CO CONV. NOTE 131193AC8 669 470000 SH DFND 4 0 0 470000 CALLON PETROLEUM CO COMMON STOCK 13123X102 991 118406 SH DFND 2 98062 0 20344 CALLON PETROLEUM CO COMMON STOCK 13123X102 1628 194457 SH DFND 4 4107 0 190350 CALPINE CORP COMMON STOCK 131347304 6955 332595 SH DFND 2 316745 0 15850 CALPINE CORP COMMON STOCK 131347304 113369 5421757 SH DFND 4 94303 0 5327454 CAMBREX CORP COMMON STOCK 132011107 281 14917 SH DFND 2 11632 0 3285 CAMBREX CORP COMMON STOCK 132011107 1141 60475 SH DFND 4 2942 0 57533 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 669 9929 SH DFND 2 7118 0 2811 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 121 1795 SH DFND 4 0 0 1795 CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 540 8735 SH DFND 2 8735 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 0 0 SH DFND 4 0 0 0 CAMPBELL SOUP CO COMMON STOCK 134429109 314 7000 SH DFND 2 7000 0 0 CAMPBELL SOUP CO COMMON STOCK 134429109 0 0 SH DFND 4 0 0 0 CAMPUS CREST COMMUNITIES INC COMMON STOCK 13466Y105 1061 122237 SH DFND 2 35886 0 86351 CAMPUS CREST COMMUNITIES INC COMMON STOCK 13466Y105 2153 248024 SH DFND 4 83405 0 164619 CANADIAN SOLAR INC ORDINARY SHARES 136635109 324 10108 SH DFND 2 10108 0 0 CANADIAN SOLAR INC ORDINARY SHARES 136635109 11415 356269 SH DFND 4 294 0 355975 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 3398 44036 SH DFND 2 44036 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 78816 1021464 SH DFND 4 29000 0 992464 CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 3042 117045 SH DFND 2 117045 0 0 CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 6930 266655 SH DFND 4 0 0 266655 CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 164 9204 SH DFND 2 7157 0 2047 CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 661 37090 SH DFND 4 1507 0 35583 CARDINAL HEALTH INC COMMON STOCK 14149Y108 4235 60511 SH DFND 2 52473 0 8038 CARDINAL HEALTH INC COMMON STOCK 14149Y108 32343 462173 SH DFND 4 10070 0 452103 CAREFUSION CORP COMMON STOCK 14170T101 842 20944 SH DFND 2 20944 0 0 CAREFUSION CORP COMMON STOCK 14170T101 8155 202755 SH DFND 4 0 0 202755 CARLYLE GROUP/THE COMMON STOCK 14309L102 2471 70327 SH DFND 2 70327 0 0 CARLYLE GROUP/THE COMMON STOCK 14309L102 134419 3825240 SH DFND 4 0 0 3825240 CARMAX INC COMMON STOCK 143130102 413 8830 SH DFND 2 8830 0 0 CARMAX INC COMMON STOCK 143130102 262 5600 SH DFND 4 0 0 5600 CARMIKE CINEMAS INC COMMON STOCK 143436400 1218 40792 SH DFND 2 33570 0 7222 CARMIKE CINEMAS INC COMMON STOCK 143436400 1621 54297 SH DFND 4 0 0 54297 CARNIVAL CORP COMMON STOCK 143658300 667 17623 SH DFND 2 17623 0 0 CARNIVAL CORP COMMON STOCK 143658300 0 0 SH DFND 4 0 0 0 CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 0 0 SH DFND 2 0 0 0 CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 98 13650 SH DFND 4 0 0 13650 CATAMARAN CORP COMMON STOCK 148887102 5773 128981 SH DFND 2 128981 0 0 CATAMARAN CORP COMMON STOCK 148887102 75433 1685268 SH DFND 4 0 0 1685268 CATERPILLAR INC COMMON STOCK 149123101 2540 25559 SH DFND 2 25559 0 0 CATERPILLAR INC COMMON STOCK 149123101 34064 342796 SH DFND 4 0 0 342796 CATO CORP-CLASS A COMMON STOCK 149205106 0 0 SH DFND 2 0 0 0 CATO CORP-CLASS A COMMON STOCK 149205106 1344 49691 SH DFND 4 0 0 49691 CAVIUM INC COMMON STOCK 14964U108 452 10344 SH DFND 2 8638 0 1706 CAVIUM INC COMMON STOCK 14964U108 598 13683 SH DFND 4 404 0 13279 CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 118 6649 SH DFND 2 5177 0 1472 CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 455 25646 SH DFND 4 1197 0 24449 CBOE HOLDINGS INC COMMON STOCK 12503M108 355 6273 SH DFND 2 6273 0 0 CBOE HOLDINGS INC COMMON STOCK 12503M108 5374 94943 SH DFND 4 0 0 94943 CBRE GROUP INC - A COMMON STOCK 12504L109 508 18518 SH DFND 2 18518 0 0 CBRE GROUP INC - A COMMON STOCK 12504L109 22092 805394 SH DFND 4 0 0 805394 CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 8250 133491 SH DFND 2 133491 0 0 CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 196651 3182063 SH DFND 4 67000 0 3115063 CDW CORP/DE COMMON STOCK 12514G108 0 0 SH DFND 2 0 0 0 CDW CORP/DE COMMON STOCK 12514G108 7477 272473 SH DFND 4 0 0 272473 CELGENE CORP COMMON STOCK 151020104 12552 89914 SH DFND 2 89914 0 0 CELGENE CORP COMMON STOCK 151020104 238810 1710673 SH DFND 4 3764 0 1706909 CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 206 11678 SH DFND 2 9785 0 1893 CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 280 15826 SH DFND 4 479 0 15347 CEMEX SAB DE CV CONV. NOTE 151290AV5 3054 2496000 SH DFND 2 0 0 2496000 CEMEX SAB DE CV CONV. NOTE 151290AV5 10172 8312000 SH DFND 4 0 0 8312000 CEMEX SAB-SPONS ADR PART CER COMMON STOCK - ADR 151290889 100 7930 SH DFND 2 7930 0 0 CEMEX SAB-SPONS ADR PART CER COMMON STOCK - ADR 151290889 682 53970 SH DFND 4 1233 0 52737 CEMPRA INC COMMON STOCK 15130J109 0 0 SH DFND 2 0 0 0 CEMPRA INC COMMON STOCK 15130J109 3480 301300 SH DFND 4 0 0 301300 CENTENE CORP COMMON STOCK 15135B101 2009 32275 SH DFND 2 14119 0 18156 CENTENE CORP COMMON STOCK 15135B101 3731 59938 SH DFND 4 16900 0 43038 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 409 17263 SH DFND 2 17263 0 0 CENTERPOINT ENERGY INC COMMON STOCK 15189T107 0 0 SH DFND 4 0 0 0 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 1945 147200 SH DFND 2 45200 0 102000 CENTURY ALUMINUM COMPANY COMMON STOCK 156431108 4088 309500 SH DFND 4 105200 0 204300 CENTURY CASINOS INC COMMON STOCK 156492100 613 85539 SH DFND 2 71663 0 13876 CENTURY CASINOS INC COMMON STOCK 156492100 804 112125 SH DFND 4 0 0 112125 CENTURYLINK INC COMMON STOCK 156700106 3632 110599 SH DFND 2 110599 0 0 CENTURYLINK INC COMMON STOCK 156700106 28183 858184 SH DFND 4 71900 0 786284 CERNER CORP COMMON STOCK 156782104 652 11600 SH DFND 2 11600 0 0 CERNER CORP COMMON STOCK 156782104 0 0 SH DFND 4 0 0 0 CEVA INC COMMON STOCK 157210105 961 54729 SH DFND 2 46204 0 8525 CEVA INC COMMON STOCK 157210105 1293 73635 SH DFND 4 1782 0 71853 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 1389 5329 SH DFND 2 5329 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 12318 47260 SH DFND 4 1380 0 45880 CHASE CORP COMMON STOCK 16150R104 156 4959 SH DFND 2 3862 0 1097 CHASE CORP COMMON STOCK 16150R104 619 19647 SH DFND 4 1085 0 18562 CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 1076 22600 SH DFND 2 22600 0 0 CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 3982 83611 SH DFND 4 0 0 83611 CHEGG INC COMMON STOCK 163092109 0 0 SH DFND 2 0 0 0 CHEGG INC COMMON STOCK 163092109 115 16455 SH DFND 4 0 0 16455 CHEMED CORP COMMON STOCK 16359R103 1550 17329 SH DFND 2 14343 0 2986 CHEMED CORP COMMON STOCK 16359R103 6407 71629 SH DFND 4 598 0 71031 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 2153 66334 SH DFND 2 20699 0 45635 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 4545 140066 SH DFND 4 47643 0 92423 CHEMOCENTRYX INC COMMON STOCK 16383L106 0 0 SH DFND 2 0 0 0 CHEMOCENTRYX INC COMMON STOCK 16383L106 1333 201000 SH DFND 4 0 0 201000 CHEMTURA CORP COMMON STOCK 163893209 5323 210498 SH DFND 2 158619 0 51879 CHEMTURA CORP COMMON STOCK 163893209 51857 2050488 SH DFND 4 45374 0 2005114 CHENIERE ENERGY INC COMMON STOCK 16411R208 1009 18229 SH DFND 2 18229 0 0 CHENIERE ENERGY INC COMMON STOCK 16411R208 19970 360797 SH DFND 4 0 0 360797 CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 1633 87083 SH DFND 2 26835 0 60248 CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 3437 183317 SH DFND 4 62324 0 120993 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 505 19701 SH DFND 2 19701 0 0 CHESAPEAKE ENERGY CORP COMMON STOCK 165167107 4568 178308 SH DFND 4 0 0 178308 CHESAPEAKE ENERGY CORP CONVERTIBLE PREF 165167842 379 4146 SH DFND 2 0 0 4146 CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167BZ9 69 68000 SH DFND 2 0 0 68000 CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 256 273000 SH DFND 2 0 0 273000 CHESAPEAKE ENERGY CORP CONVERTIBLE PREF 165167842 14 155 SH DFND 4 0 0 155 CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167BZ9 0 0 SH DFND 4 0 0 0 CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 2172 2317000 SH DFND 4 0 0 2317000 CHEVRON CORP COMMON STOCK 166764100 17362 146007 SH DFND 2 127944 0 18063 CHEVRON CORP COMMON STOCK 166764100 127658 1073567 SH DFND 4 2051 0 1071516 CHICO'S FAS INC COMMON STOCK 168615102 0 0 SH DFND 2 0 0 0 CHICO'S FAS INC COMMON STOCK 168615102 1762 109890 SH DFND 4 0 0 109890 CHIMERA INVESTMENT CORP COMMON STOCK 16934Q109 157 51302 SH DFND 2 51302 0 0 CHIMERA INVESTMENT CORP COMMON STOCK 16934Q109 1332 435160 SH DFND 4 23764 0 411396 CHIMERIX INC COMMON STOCK 16934W106 0 0 SH DFND 2 0 0 0 CHIMERIX INC COMMON STOCK 16934W106 2291 100300 SH DFND 4 0 0 100300 CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 700 1232 SH DFND 2 1232 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 0 0 SH DFND 4 0 0 0 CHUBB CORP COMMON STOCK 171232101 4893 54793 SH DFND 2 40826 0 13967 CHUBB CORP COMMON STOCK 171232101 22766 254937 SH DFND 4 0 0 254937 CIA BRASILEIRA DE DIS-SP PRF COMMON STOCK - ADR 20440T201 175 4004 SH DFND 2 4004 0 0 CIA BRASILEIRA DE DIS-SP PRF COMMON STOCK - ADR 20440T201 1214 27747 SH DFND 4 621 0 27126 CIENA CORP CONV. NOTE 171779AK7 117 83000 SH DFND 2 0 0 83000 CIENA CORP CONV. NOTE 171779AK7 723 511000 SH DFND 4 0 0 511000 CIGNA CORP COMMON STOCK 125509109 8585 102531 SH DFND 2 102531 0 0 CIGNA CORP COMMON STOCK 125509109 151873 1813843 SH DFND 4 126100 0 1687743 CINCINNATI BELL INC CONVERTIBLE PREF 171871403 141 3130 SH DFND 2 0 0 3130 CINCINNATI BELL INC CONVERTIBLE PREF 171871403 1338 29683 SH DFND 4 0 0 29683 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 289 5940 SH DFND 2 5940 0 0 CINCINNATI FINANCIAL CORP COMMON STOCK 172062101 0 0 SH DFND 4 0 0 0 CINTAS CORP COMMON STOCK 172908105 1130 18959 SH DFND 2 14259 0 4700 CINTAS CORP COMMON STOCK 172908105 6483 108750 SH DFND 4 0 0 108750 CIRRUS LOGIC INC COMMON STOCK 172755100 87 4401 SH DFND 2 3426 0 975 CIRRUS LOGIC INC COMMON STOCK 172755100 345 17376 SH DFND 4 1162 0 16214 CISCO SYSTEMS INC COMMON STOCK 17275R102 10236 456755 SH DFND 2 456755 0 0 CISCO SYSTEMS INC COMMON STOCK 17275R102 205042 9149584 SH DFND 4 338050 0 8811534 CIT GROUP INC COMMON STOCK 125581801 4773 97362 SH DFND 2 91900 0 5462 CIT GROUP INC COMMON STOCK 125581801 2620 53455 SH DFND 4 6596 0 46859 CITIGROUP INC COMMON STOCK 172967424 8804 184955 SH DFND 2 184955 0 0 CITIGROUP INC COMMON STOCK 172967424 493310 10363654 SH DFND 4 79753 0 10283901 CITIGROUP INC-CW19 WARRANTS 172967226 267 24378 SH DFND 2 0 0 24378 CITIGROUP INC-CW19 WARRANTS 172967226 1423 2216873 SH DFND 4 0 0 2216873 CITIZENS & NORTHERN CORP COMMON STOCK 172922106 114 5800 SH DFND 2 4513 0 1287 CITIZENS & NORTHERN CORP COMMON STOCK 172922106 450 22835 SH DFND 4 0 0 22835 CITRIX SYSTEMS INC COMMON STOCK 177376100 433 7547 SH DFND 2 7547 0 0 CITRIX SYSTEMS INC COMMON STOCK 177376100 0 0 SH DFND 4 0 0 0 CITY NATIONAL CORP COMMON STOCK 178566105 718 9121 SH DFND 2 9121 0 0 CITY NATIONAL CORP COMMON STOCK 178566105 13790 175176 SH DFND 4 4231 0 170945 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 125 6087 SH DFND 2 6087 0 0 CLIFFS NATURAL RESOURCES INC COMMON STOCK 18683K101 2950 144201 SH DFND 4 0 0 144201 CLOROX COMPANY COMMON STOCK 189054109 449 5101 SH DFND 2 5101 0 0 CLOROX COMPANY COMMON STOCK 189054109 0 0 SH DFND 4 0 0 0 CME GROUP INC COMMON STOCK 12572Q105 13494 182325 SH DFND 2 182325 0 0 CME GROUP INC COMMON STOCK 12572Q105 199859 2700430 SH DFND 4 80000 0 2620430 CMS ENERGY CORP COMMON STOCK 125896100 1690 57715 SH DFND 2 49615 0 8100 CMS ENERGY CORP COMMON STOCK 125896100 16812 574175 SH DFND 4 9450 0 564725 CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 226 12468 SH DFND 2 9720 0 2748 CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 887 49002 SH DFND 4 3291 0 45711 COACH INC COMMON STOCK 189754104 1395 28094 SH DFND 2 28094 0 0 COACH INC COMMON STOCK 189754104 7022 141407 SH DFND 4 7877 0 133530 COBALT INTERNATIONAL ENERGY COMMON STOCK 19075F106 85 4647 SH DFND 2 4647 0 0 COBALT INTERNATIONAL ENERGY COMMON STOCK 19075F106 17304 944526 SH DFND 4 0 0 944526 COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 2846 3022000 SH DFND 2 0 0 3022000 COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 8202 8708000 SH DFND 4 0 0 8708000 COCA-COLA CO/THE COMMON STOCK 191216100 5914 152967 SH DFND 2 152967 0 0 COCA-COLA CO/THE COMMON STOCK 191216100 6422 166104 SH DFND 4 0 0 166104 COCA-COLA ENTERPRISES COMMON STOCK 19122T109 4404 92205 SH DFND 2 92205 0 0 COCA-COLA ENTERPRISES COMMON STOCK 19122T109 105784 2214901 SH DFND 4 69251 0 2145650 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 3041 60087 SH DFND 2 60087 0 0 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 24417 482452 SH DFND 4 0 0 482452 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 7256 111860 SH DFND 2 111860 0 0 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 44214 681578 SH DFND 4 35405 0 646173 COLONY FINANCIAL INC COMMON STOCK 19624R106 1897 86434 SH DFND 2 27029 0 59405 COLONY FINANCIAL INC COMMON STOCK 19624R106 4049 184457 SH DFND 4 62657 0 121800 COMCAST CORP-CLASS A COMMON STOCK 20030N101 13326 266421 SH DFND 2 266421 0 0 COMCAST CORP-CLASS A COMMON STOCK 20030N101 207457 4147490 SH DFND 4 32665 0 4114825 COMCAST CORP-SPECIAL CL A COMMON STOCK 20030N200 7363 151015 SH DFND 2 151015 0 0 COMCAST CORP-SPECIAL CL A COMMON STOCK 20030N200 122814 2518740 SH DFND 4 210450 0 2308290 COMERICA INC COMMON STOCK 200340107 1646 31771 SH DFND 2 31771 0 0 COMERICA INC COMMON STOCK 200340107 5628 108644 SH DFND 4 0 0 108644 COMMERCIAL METALS CO COMMON STOCK 201723103 0 0 SH DFND 2 0 0 0 COMMERCIAL METALS CO COMMON STOCK 201723103 1950 103295 SH DFND 4 0 0 103295 COMMONWEALTH REIT COMMON STOCK 203233101 1449 55104 SH DFND 2 44890 0 10214 COMMONWEALTH REIT COMMON STOCK 203233101 172 6556 SH DFND 4 0 0 6556 COMMSCOPE HOLDING CO INC COMMON STOCK 20337X109 0 0 SH DFND 2 0 0 0 COMMSCOPE HOLDING CO INC COMMON STOCK 20337X109 213 8621 SH DFND 4 0 0 8621 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 981 25041 SH DFND 2 21540 0 3501 COMMUNITY HEALTH SYSTEMS INC COMMON STOCK 203668108 16033 409314 SH DFND 4 846 0 408468 COMMVAULT SYSTEMS INC COMMON STOCK 204166102 810 12467 SH DFND 2 11099 0 1368 COMMVAULT SYSTEMS INC COMMON STOCK 204166102 1141 17573 SH DFND 4 459 0 17114 COMPUTER PROGRAMS & SYSTEMS COMMON STOCK 205306103 431 6672 SH DFND 2 5536 0 1136 COMPUTER PROGRAMS & SYSTEMS COMMON STOCK 205306103 589 9111 SH DFND 4 362 0 8749 COMPUTER SCIENCES CORP COMMON STOCK 205363104 6321 103923 SH DFND 2 103923 0 0 COMPUTER SCIENCES CORP COMMON STOCK 205363104 94291 1550332 SH DFND 4 66600 0 1483732 CONAGRA FOODS INC COMMON STOCK 205887102 515 16600 SH DFND 2 16600 0 0 CONAGRA FOODS INC COMMON STOCK 205887102 0 3 SH DFND 4 0 0 3 CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 92 11361 SH DFND 2 9776 0 1585 CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 1675 205903 SH DFND 4 0 0 205903 CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 0 0 SH DFND 2 0 0 0 CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 2194 163131 SH DFND 4 0 0 163131 CONMED CORP COMMON STOCK 207410101 1376 31665 SH DFND 2 25915 0 5750 CONMED CORP COMMON STOCK 207410101 2406 55378 SH DFND 4 701 0 54677 CONOCOPHILLIPS COMMON STOCK 20825C104 9193 130679 SH DFND 2 117895 0 12784 CONOCOPHILLIPS COMMON STOCK 20825C104 42833 608860 SH DFND 4 19330 0 589530 CONSOL ENERGY INC COMMON STOCK 20854P109 409 10235 SH DFND 2 10235 0 0 CONSOL ENERGY INC COMMON STOCK 20854P109 10821 270866 SH DFND 4 0 0 270866 CONSOLIDATED EDISON INC COMMON STOCK 209115104 617 11501 SH DFND 2 11501 0 0 CONSOLIDATED EDISON INC COMMON STOCK 209115104 0 0 SH DFND 4 0 0 0 CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 544 6401 SH DFND 2 6401 0 0 CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 0 0 SH DFND 4 0 0 0 CONSTELLIUM NV- CLASS A ORDINARY SHARES N22035104 3914 133346 SH DFND 2 65981 0 67365 CONSTELLIUM NV- CLASS A ORDINARY SHARES N22035104 27487 936514 SH DFND 4 71237 0 865277 CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 97 781 SH DFND 2 781 0 0 CONTINENTAL RESOURCES INC/OK COMMON STOCK 212015101 9692 77994 SH DFND 4 0 0 77994 CONVERGYS CORP COMMON STOCK 212485106 1930 88100 SH DFND 2 27500 0 60600 CONVERGYS CORP COMMON STOCK 212485106 4117 187900 SH DFND 4 64100 0 123800 CONVERSANT INC COMMON STOCK 21249J105 756 26865 SH DFND 2 22136 0 4729 CONVERSANT INC COMMON STOCK 21249J105 5120 181896 SH DFND 4 844 0 181052 COOPER TIRE & RUBBER COMMON STOCK 216831107 99 4066 SH DFND 2 3173 0 893 COOPER TIRE & RUBBER COMMON STOCK 216831107 397 16343 SH DFND 4 1144 0 15199 COPA HOLDINGS SA-CLASS A ORDINARY SHARES P31076105 1278 8799 SH DFND 2 7360 0 1439 COPA HOLDINGS SA-CLASS A ORDINARY SHARES P31076105 6438 44342 SH DFND 4 0 0 44342 CORELOGIC INC COMMON STOCK 21871D103 862 28684 SH DFND 2 28684 0 0 CORELOGIC INC COMMON STOCK 21871D103 7322 243749 SH DFND 4 13293 0 230456 CORE-MARK HOLDING CO INC COMMON STOCK 218681104 2596 35762 SH DFND 2 20321 0 15441 CORE-MARK HOLDING CO INC COMMON STOCK 218681104 4722 65044 SH DFND 4 14596 0 50448 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 464 336400 SH DFND 2 98800 0 237600 CORINTHIAN COLLEGES INC COMMON STOCK 218868107 931 674700 SH DFND 4 229300 0 445400 CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 1079 22543 SH DFND 2 19433 0 3110 CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 1482 30964 SH DFND 4 302 0 30662 CORNING INC COMMON STOCK 219350105 1233 59207 SH DFND 2 59207 0 0 CORNING INC COMMON STOCK 219350105 22568 1083967 SH DFND 4 0 0 1083967 CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 737 9929 SH DFND 2 8226 0 1703 CORPORATE EXECUTIVE BOARD CO COMMON STOCK 21988R102 967 13021 SH DFND 4 0 0 13021 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 4895 43829 SH DFND 2 43829 0 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 26627 238421 SH DFND 4 0 0 238421 COTY INC-CL A COMMON STOCK 222070203 7299 487246 SH DFND 2 487246 0 0 COTY INC-CL A COMMON STOCK 222070203 240108 16028574 SH DFND 4 288782 0 15739792 COVIDIEN PLC ORDINARY SHARES G2554F113 2940 39918 SH DFND 2 39918 0 0 COVIDIEN PLC ORDINARY SHARES G2554F113 77689 1054695 SH DFND 4 28350 0 1026345 COWEN GROUP INC-CLASS A COMMON STOCK 223622101 2135 484034 SH DFND 2 151308 0 332726 COWEN GROUP INC-CLASS A COMMON STOCK 223622101 4556 1033189 SH DFND 4 351220 0 681969 CR BARD INC COMMON STOCK 067383109 1702 11500 SH DFND 2 8797 0 2703 CR BARD INC COMMON STOCK 067383109 2719 18375 SH DFND 4 0 0 18375 CREDICORP LTD ORDINARY SHARES G2519Y108 1588 11511 SH DFND 2 11511 0 0 CREDICORP LTD ORDINARY SHARES G2519Y108 27921 202443 SH DFND 4 227 0 202216 CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 1130 7949 SH DFND 2 6902 0 1047 CREDIT ACCEPTANCE CORP COMMON STOCK 225310101 1689 11881 SH DFND 4 117 0 11764 CROCS INC COMMON STOCK 227046109 340 21777 SH DFND 2 18187 0 3590 CROCS INC COMMON STOCK 227046109 437 27982 SH DFND 4 0 0 27982 CROWN CASTLE INTL CORP COMMON STOCK 228227104 969 13133 SH DFND 2 13133 0 0 CROWN CASTLE INTL CORP COMMON STOCK 228227104 0 0 SH DFND 4 0 0 0 CROWN CASTLE INTL CORP CONVERTIBLE PREF 228227500 6243 61376 SH DFND 2 0 0 61376 CROWN CASTLE INTL CORP CONVERTIBLE PREF 228227500 12174 120019 SH DFND 4 0 0 120019 CSG SYSTEMS INTL INC COMMON STOCK 126349109 392 15058 SH DFND 2 12510 0 2548 CSG SYSTEMS INTL INC COMMON STOCK 126349109 503 19325 SH DFND 4 0 0 19325 CST BRANDS INC COMMON STOCK 12646R105 289 9257 SH DFND 2 9257 0 0 CST BRANDS INC COMMON STOCK 12646R105 2437 78003 SH DFND 4 4293 0 73710 CSX CORP COMMON STOCK 126408103 1186 40938 SH DFND 2 40938 0 0 CSX CORP COMMON STOCK 126408103 0 0 SH DFND 4 0 0 0 CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 1940 38471 SH DFND 2 38471 0 0 CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 27707 549530 SH DFND 4 0 0 549530 CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 2404 941000 SH DFND 2 0 0 941000 CUBIST PHARMACEUTICALS CONV. NOTE 229678AD9 6671 2611000 SH DFND 4 0 0 2611000 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 5595 76485 SH DFND 2 72338 0 4147 CUBIST PHARMACEUTICALS INC COMMON STOCK 229678107 492592 6733997 SH DFND 4 617 0 6733380 CUMMINS INC COMMON STOCK 231021106 3243 21766 SH DFND 2 21766 0 0 CUMMINS INC COMMON STOCK 231021106 18381 123374 SH DFND 4 6851 0 116523 CVB FINANCIAL CORP COMMON STOCK 126600105 1795 112900 SH DFND 2 34700 0 78200 CVB FINANCIAL CORP COMMON STOCK 126600105 3762 236600 SH DFND 4 80400 0 156200 CVS CAREMARK CORP COMMON STOCK 126650100 18465 246658 SH DFND 2 246658 0 0 CVS CAREMARK CORP COMMON STOCK 126650100 389061 5197177 SH DFND 4 123401 0 5073776 CYBERONICS INC COMMON STOCK 23251P102 545 8358 SH DFND 2 6924 0 1434 CYBERONICS INC COMMON STOCK 23251P102 711 10890 SH DFND 4 232 0 10658 CYS INVESTMENTS INC COMMON STOCK 12673A108 79 9536 SH DFND 2 7443 0 2093 CYS INVESTMENTS INC COMMON STOCK 12673A108 358 43381 SH DFND 4 2351 0 41030 DANA HOLDING CORP COMMON STOCK 235825205 2951 126832 SH DFND 2 70732 0 56100 DANA HOLDING CORP COMMON STOCK 235825205 49100 2110034 SH DFND 4 55400 0 2054634 DANAHER CORP COMMON STOCK 235851102 8138 108501 SH DFND 2 91836 0 16665 DANAHER CORP COMMON STOCK 235851102 29108 388112 SH DFND 4 14877 0 373235 DARDEN RESTAURANTS INC COMMON STOCK 237194105 261 5150 SH DFND 2 5150 0 0 DARDEN RESTAURANTS INC COMMON STOCK 237194105 0 0 SH DFND 4 0 0 0 DATALINK CORP COMMON STOCK 237934104 1950 139961 SH DFND 2 43718 0 96243 DATALINK CORP COMMON STOCK 237934104 4178 299925 SH DFND 4 101611 0 198314 DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 488 7081 SH DFND 2 7081 0 0 DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 0 0 SH DFND 4 0 0 0 DCT INDUSTRIAL TRUST INC COMMON STOCK 233153105 498 63240 SH DFND 2 45722 0 17518 DCT INDUSTRIAL TRUST INC COMMON STOCK 233153105 90 11423 SH DFND 4 0 0 11423 DEALERTRACK TECHNOLOGIES CONV. NOTE 242309AB8 2322 1632000 SH DFND 2 0 0 1632000 DEALERTRACK TECHNOLOGIES CONV. NOTE 242309AB8 6841 4808000 SH DFND 4 0 0 4808000 DECKERS OUTDOOR CORP COMMON STOCK 243537107 666 8351 SH DFND 2 8046 0 305 DECKERS OUTDOOR CORP COMMON STOCK 243537107 2299 28830 SH DFND 4 326 0 28504 DEERE & CO COMMON STOCK 244199105 1317 14502 SH DFND 2 14502 0 0 DEERE & CO COMMON STOCK 244199105 3291 36245 SH DFND 4 0 0 36245 DELEK US HOLDINGS INC COMMON STOCK 246647101 2195 75599 SH DFND 2 68120 0 7479 DELEK US HOLDINGS INC COMMON STOCK 246647101 5441 187368 SH DFND 4 748 0 186620 DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 4535 66830 SH DFND 2 66830 0 0 DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 62874 926520 SH DFND 4 77200 0 849320 DELTA AIR LINES INC COMMON STOCK 247361702 6482 187081 SH DFND 2 187081 0 0 DELTA AIR LINES INC COMMON STOCK 247361702 294566 8501171 SH DFND 4 30723 0 8470448 DELUXE CORP COMMON STOCK 248019101 2801 53389 SH DFND 2 20522 0 32867 DELUXE CORP COMMON STOCK 248019101 6688 127460 SH DFND 4 32527 0 94933 DEMAND MEDIA INC COMMON STOCK 24802N109 42 8665 SH DFND 2 6737 0 1928 DEMAND MEDIA INC COMMON STOCK 24802N109 162 33450 SH DFND 4 1358 0 32092 DENBURY RESOURCES INC COMMON STOCK 247916208 247 15068 SH DFND 2 15068 0 0 DENBURY RESOURCES INC COMMON STOCK 247916208 4612 281215 SH DFND 4 0 0 281215 DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 264 5744 SH DFND 2 5744 0 0 DENTSPLY INTERNATIONAL INC COMMON STOCK 249030107 0 0 SH DFND 4 0 0 0 DESTINATION MATERNITY CORP COMMON STOCK 25065D100 1232 44977 SH DFND 2 37068 0 7909 DESTINATION MATERNITY CORP COMMON STOCK 25065D100 1857 67783 SH DFND 4 1266 0 66517 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 1001 14949 SH DFND 2 14949 0 0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 3589 53622 SH DFND 4 0 0 53622 DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 1371 32350 SH DFND 2 32350 0 0 DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 7546 178020 SH DFND 4 0 0 178020 DEXCOM INC COMMON STOCK 252131107 671 16233 SH DFND 2 14006 0 2227 DEXCOM INC COMMON STOCK 252131107 865 20915 SH DFND 4 0 0 20915 DFC GLOBAL CORP COMMON STOCK 23324T107 340 38462 SH DFND 2 31996 0 6466 DFC GLOBAL CORP COMMON STOCK 23324T107 562 63671 SH DFND 4 1335 0 62336 DFC GLOBAL CORP CONV. NOTE 23324TAB3 5298 5968000 SH DFND 2 0 0 5968000 DFC GLOBAL CORP CONVERTIBLE BONDS 256664AC7 0 0 SH DFND 2 0 0 0 DFC GLOBAL CORP CONV. NOTE 23324TAB3 11611 13580000 SH DFND 4 0 0 13580000 DFC GLOBAL CORP CONVERTIBLE BONDS 256664AC7 4594 5000000 SH DFND 4 0 0 5000000 DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 623 52980 SH DFND 2 38303 0 14677 DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 112 9571 SH DFND 4 0 0 9571 DIANA SHIPPING INC ORDINARY SHARES Y2066G104 476 39736 SH DFND 2 32973 0 6763 DIANA SHIPPING INC ORDINARY SHARES Y2066G104 2828 235876 SH DFND 4 1401 0 234475 DIGITAL REALTY TRUST INC COMMON STOCK 253868103 342 6449 SH DFND 2 4618 0 1831 DIGITAL REALTY TRUST INC COMMON STOCK 253868103 62 1159 SH DFND 4 0 0 1159 DILLARDS INC-CL A COMMON STOCK 254067101 411 4443 SH DFND 2 3143 0 1300 DILLARDS INC-CL A COMMON STOCK 254067101 3248 35148 SH DFND 4 0 0 35148 DIRECTV COMMON STOCK 25490A309 1709 22369 SH DFND 2 22369 0 0 DIRECTV COMMON STOCK 25490A309 41021 536778 SH DFND 4 0 0 536778 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 4808 82629 SH DFND 2 82629 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 50086 860728 SH DFND 4 50383 0 810345 DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 760 9191 SH DFND 2 9191 0 0 DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 0 0 SH DFND 4 0 0 0 DISH NETWORK CORP-A COMMON STOCK 25470M109 12847 206518 SH DFND 2 201753 0 4765 DISH NETWORK CORP-A COMMON STOCK 25470M109 1406264 22605107 SH DFND 4 5850 0 22599257 DOLLAR GENERAL CORP COMMON STOCK 256677105 2872 51775 SH DFND 2 51775 0 0 DOLLAR GENERAL CORP COMMON STOCK 256677105 25737 463903 SH DFND 4 0 0 463903 DOLLAR TREE INC COMMON STOCK 256746108 1487 28506 SH DFND 2 22080 0 6426 DOLLAR TREE INC COMMON STOCK 256746108 2331 44666 SH DFND 4 0 0 44666 DOMINION RESOURCES INC CONVERTIBLE PREF 25746U703 3486 60624 SH DFND 2 0 0 60624 DOMINION RESOURCES INC CONVERTIBLE PREF 25746U703 11105 193126 SH DFND 4 0 0 193126 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 1698 23915 SH DFND 2 23915 0 0 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 7580 106781 SH DFND 4 0 0 106781 DOMTAR CORP ORDINARY SHARES 257559203 3758 33485 SH DFND 2 10386 0 23099 DOMTAR CORP ORDINARY SHARES 257559203 10647 94876 SH DFND 4 978 0 93898 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 139 7998 SH DFND 2 6248 0 1750 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 556 31942 SH DFND 4 2102 0 29840 DOUGLAS EMMETT INC COMMON STOCK 25960P109 681 25078 SH DFND 2 17938 0 7140 DOUGLAS EMMETT INC COMMON STOCK 25960P109 125 4600 SH DFND 4 0 0 4600 DOVER CORP COMMON STOCK 260003108 562 6875 SH DFND 2 6875 0 0 DOVER CORP COMMON STOCK 260003108 0 0 SH DFND 4 0 0 0 DOW CHEMICAL CO/THE COMMON STOCK 260543103 11011 226604 SH DFND 2 226604 0 0 DOW CHEMICAL CO/THE COMMON STOCK 260543103 223447 4598622 SH DFND 4 115278 0 4483344 DR HORTON INC COMMON STOCK 23331A109 307 14193 SH DFND 2 14193 0 0 DR HORTON INC COMMON STOCK 23331A109 32022 1479085 SH DFND 4 0 0 1479085 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 6541 120099 SH DFND 2 103499 0 16600 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 98238 1803848 SH DFND 4 68400 0 1735448 DRIL-QUIP INC COMMON STOCK 262037104 766 6832 SH DFND 2 5632 0 1200 DRIL-QUIP INC COMMON STOCK 262037104 17627 157243 SH DFND 4 1226 0 156017 DST SYSTEMS INC COMMON STOCK 233326107 1323 13954 SH DFND 2 9554 0 4400 DST SYSTEMS INC COMMON STOCK 233326107 2959 31213 SH DFND 4 0 0 31213 DTE ENERGY COMPANY COMMON STOCK 233331107 526 7079 SH DFND 2 7079 0 0 DTE ENERGY COMPANY COMMON STOCK 233331107 0 0 SH DFND 4 0 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 2612 38931 SH DFND 2 38931 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 2161 32200 SH DFND 4 0 0 32200 DUKE ENERGY CORP COMMON STOCK 26441C204 2146 30135 SH DFND 2 30135 0 0 DUKE ENERGY CORP COMMON STOCK 26441C204 17145 240735 SH DFND 4 0 0 240735 DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 790 32816 SH DFND 2 23419 0 9397 DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 143 5943 SH DFND 4 0 0 5943 DXP ENTERPRISES INC COMMON STOCK 233377407 1089 11476 SH DFND 2 9597 0 1879 DXP ENTERPRISES INC COMMON STOCK 233377407 6576 69274 SH DFND 4 0 0 69274 DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158102 190 105500 SH DFND 2 105500 0 0 DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158102 10215 5674741 SH DFND 4 0 0 5674741 E*TRADE FINANCIAL CORP COMMON STOCK 269246401 291 12629 SH DFND 2 12629 0 0 E*TRADE FINANCIAL CORP COMMON STOCK 269246401 4645 201770 SH DFND 4 0 0 201770 EAGLE BANCORP INC COMMON STOCK 268948106 1768 48980 SH DFND 2 14930 0 34050 EAGLE BANCORP INC COMMON STOCK 268948106 3681 101980 SH DFND 4 34650 0 67330 EAGLE MATERIALS INC COMMON STOCK 26969P108 43 480 SH DFND 2 480 0 0 EAGLE MATERIALS INC COMMON STOCK 26969P108 13610 153505 SH DFND 4 0 0 153505 EAST WEST BANCORP INC COMMON STOCK 27579R104 1282 35127 SH DFND 2 34375 0 752 EAST WEST BANCORP INC COMMON STOCK 27579R104 5254 143942 SH DFND 4 766 0 143176 EASTMAN CHEMICAL CO COMMON STOCK 277432100 539 6257 SH DFND 2 6257 0 0 EASTMAN CHEMICAL CO COMMON STOCK 277432100 2803 32513 SH DFND 4 0 0 32513 EATON CORP PLC COMMON STOCK G29183103 2485 33084 SH DFND 2 33084 0 0 EATON CORP PLC COMMON STOCK G29183103 49274 655941 SH DFND 4 0 0 655941 EBAY INC COMMON STOCK 278642103 6273 113565 SH DFND 2 113565 0 0 EBAY INC COMMON STOCK 278642103 81084 1467845 SH DFND 4 0 0 1467845 ECHOSTAR CORP-A COMMON STOCK 278768106 2074 43618 SH DFND 2 36108 0 7510 ECHOSTAR CORP-A COMMON STOCK 278768106 462110 9716362 SH DFND 4 654 0 9715708 ECOLAB INC COMMON STOCK 278865100 1519 14068 SH DFND 2 14068 0 0 ECOLAB INC COMMON STOCK 278865100 5164 47818 SH DFND 4 0 0 47818 EDISON INTERNATIONAL COMMON STOCK 281020107 5401 95402 SH DFND 2 95402 0 0 EDISON INTERNATIONAL COMMON STOCK 281020107 116964 2066141 SH DFND 4 75489 0 1990652 EDUCATION REALTY TRUST INC COMMON STOCK 28140H104 2273 230336 SH DFND 2 124163 0 106173 EDUCATION REALTY TRUST INC COMMON STOCK 28140H104 4246 430164 SH DFND 4 92092 0 338072 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 326 4400 SH DFND 2 4400 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 0 0 SH DFND 4 0 0 0 ELECTRONIC ARTS INC COMMON STOCK 285512109 5885 202845 SH DFND 2 202845 0 0 ELECTRONIC ARTS INC COMMON STOCK 285512109 71427 2462149 SH DFND 4 0 0 2462149 ELI LILLY & CO COMMON STOCK 532457108 18201 309229 SH DFND 2 291074 0 18155 ELI LILLY & CO COMMON STOCK 532457108 308152 5235345 SH DFND 4 201411 0 5033934 ELIZABETH ARDEN INC COMMON STOCK 28660G106 2421 82040 SH DFND 2 75315 0 6725 ELIZABETH ARDEN INC COMMON STOCK 28660G106 1840 62360 SH DFND 4 6535 0 55825 EMBRAER SA-ADR COMMON STOCK - ADR 29082A107 110 3091 SH DFND 2 3091 0 0 EMBRAER SA-ADR COMMON STOCK - ADR 29082A107 18705 527037 SH DFND 4 460 0 526577 EMC CORP/MA COMMON STOCK 268648102 9356 341321 SH DFND 2 341321 0 0 EMC CORP/MA COMMON STOCK 268648102 119217 4349380 SH DFND 4 251566 0 4097814 EMCOR GROUP INC COMMON STOCK 29084Q100 1694 36200 SH DFND 2 11300 0 24900 EMCOR GROUP INC COMMON STOCK 29084Q100 3617 77300 SH DFND 4 26300 0 51000 EMCORE CORP COMMON STOCK 290846203 1691 334800 SH DFND 2 98400 0 236400 EMCORE CORP COMMON STOCK 290846203 3392 671700 SH DFND 4 228300 0 443400 EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 1478 58500 SH DFND 2 18300 0 40200 EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 3156 124900 SH DFND 4 42400 0 82500 EMERITUS CORP COMMON STOCK 291005106 0 0 SH DFND 2 0 0 0 EMERITUS CORP COMMON STOCK 291005106 13689 435400 SH DFND 4 0 0 435400 EMERSON ELECTRIC CO COMMON STOCK 291011104 1864 27900 SH DFND 2 27900 0 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 1677 25100 SH DFND 4 0 0 25100 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK 291641108 1870 76900 SH DFND 2 24100 0 52800 EMPIRE DISTRICT ELECTRIC CO COMMON STOCK 291641108 4010 164900 SH DFND 4 56000 0 108900 ENANTA PHARMACEUTICALS INC COMMON STOCK 29251M106 449 11232 SH DFND 2 9485 0 1747 ENANTA PHARMACEUTICALS INC COMMON STOCK 29251M106 588 14697 SH DFND 4 0 0 14697 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 3246 71029 SH DFND 2 34540 0 36489 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 6151 134596 SH DFND 4 32630 0 101966 ENDO HEALTH SOLUTIONS CONV. NOTE 29264FAB2 1924 818000 SH DFND 2 0 0 818000 ENDO HEALTH SOLUTIONS CONV. NOTE 29264FAB2 5794 2463000 SH DFND 4 0 0 2463000 ENDO INTERNATIONAL PLC COMMON STOCK G30401106 590 8589 SH DFND 2 8221 0 368 ENDO INTERNATIONAL PLC COMMON STOCK G30401106 3937 57351 SH DFND 4 399 0 56952 ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 0 0 SH DFND 2 0 0 0 ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 1518 28206 SH DFND 4 0 0 28206 ENERGEN CORP COMMON STOCK 29265N108 2692 33315 SH DFND 2 10571 0 22744 ENERGEN CORP COMMON STOCK 29265N108 20266 250781 SH DFND 4 23998 0 226783 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 527 5228 SH DFND 2 5228 0 0 ENERGIZER HOLDINGS INC COMMON STOCK 29266R108 5144 51065 SH DFND 4 0 0 51065 ENERGY TRANSFER EQUITY LP COMMON STOCK 29273V100 220 4702 SH DFND 2 4702 0 0 ENERGY TRANSFER EQUITY LP COMMON STOCK 29273V100 29715 635625 SH DFND 4 0 0 635625 ENERSYS COMMON STOCK 29275Y102 1585 22875 SH DFND 2 18934 0 3941 ENERSYS COMMON STOCK 29275Y102 2815 40631 SH DFND 4 448 0 40183 ENGILITY HOLDINGS INC COMMON STOCK 29285W104 1307 29008 SH DFND 2 26301 0 2707 ENGILITY HOLDINGS INC COMMON STOCK 29285W104 5699 126503 SH DFND 4 615 0 125888 ENNIS INC COMMON STOCK 293389102 1831 110525 SH DFND 2 38002 0 72523 ENNIS INC COMMON STOCK 293389102 4160 251081 SH DFND 4 77161 0 173920 ENSCO PLC-CL A COMMON STOCK - ADR G3157S106 482 9136 SH DFND 2 9136 0 0 ENSCO PLC-CL A COMMON STOCK - ADR G3157S106 2183 41360 SH DFND 4 0 0 41360 ENSIGN GROUP INC/THE COMMON STOCK 29358P101 2858 65500 SH DFND 2 43900 0 21600 ENSIGN GROUP INC/THE COMMON STOCK 29358P101 5977 136955 SH DFND 4 21500 0 115455 ENTEGRIS INC COMMON STOCK 29362U104 183 15115 SH DFND 2 11717 0 3398 ENTEGRIS INC COMMON STOCK 29362U104 707 58421 SH DFND 4 3475 0 54946 ENTERGY CORP COMMON STOCK 29364G103 1388 20769 SH DFND 2 20769 0 0 ENTERGY CORP COMMON STOCK 29364G103 16563 247767 SH DFND 4 6385 0 241382 EOG RESOURCES INC COMMON STOCK 26875P101 4013 40909 SH DFND 2 40909 0 0 EOG RESOURCES INC COMMON STOCK 26875P101 99484 1014268 SH DFND 4 0 0 1014268 EP ENERGY CORP-CL A COMMON STOCK 268785102 8237 420887 SH DFND 2 367867 0 53020 EP ENERGY CORP-CL A COMMON STOCK 268785102 25532 1304625 SH DFND 4 54095 0 1250530 EPR PROPERTIES COMMON STOCK 26884U109 1914 35846 SH DFND 2 11837 0 24009 EPR PROPERTIES COMMON STOCK 26884U109 4077 76362 SH DFND 4 22500 0 53862 EPR PROPERTIES CONVERTIBLE PREF 26884U208 2105 94487 SH DFND 2 0 0 94487 EPR PROPERTIES CONVERTIBLE PREF 26884U208 4935 229518 SH DFND 4 0 0 229518 EQT CORP COMMON STOCK 26884L109 1354 13958 SH DFND 2 11458 0 2500 EQT CORP COMMON STOCK 26884L109 1727 17807 SH DFND 4 0 0 17807 EQUIFAX INC COMMON STOCK 294429105 1364 20051 SH DFND 2 15102 0 4949 EQUIFAX INC COMMON STOCK 294429105 2340 34391 SH DFND 4 0 0 34391 EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 2833 69702 SH DFND 2 62709 0 6993 EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 55361 1361891 SH DFND 4 61100 0 1300791 EQUITY RESIDENTIAL COMMON STOCK 29476L107 2183 37650 SH DFND 2 30691 0 6959 EQUITY RESIDENTIAL COMMON STOCK 29476L107 255 4393 SH DFND 4 0 0 4393 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 332 1950 SH DFND 2 1395 0 555 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 59 349 SH DFND 4 0 0 349 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 686 10254 SH DFND 2 10254 0 0 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 0 0 SH DFND 4 0 0 0 EVERBANK FINANCIAL CORP COMMON STOCK 29977G102 1834 92969 SH DFND 2 27321 0 65648 EVERBANK FINANCIAL CORP COMMON STOCK 29977G102 3680 186517 SH DFND 4 63420 0 123097 EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 1410 9210 SH DFND 2 6252 0 2958 EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 13773 89990 SH DFND 4 0 0 89990 EXELIS INC COMMON STOCK 30162A108 317 16671 SH DFND 2 16671 0 0 EXELIS INC COMMON STOCK 30162A108 2698 141945 SH DFND 4 7726 0 134219 EXELON CORP COMMON STOCK 30161N101 1340 39924 SH DFND 2 39924 0 0 EXELON CORP COMMON STOCK 30161N101 3745 111582 SH DFND 4 0 0 111582 EXPEDIA INC COMMON STOCK 30212P303 918 12660 SH DFND 2 12660 0 0 EXPEDIA INC COMMON STOCK 30212P303 5104 70406 SH DFND 4 3942 0 66464 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 325 8209 SH DFND 2 8209 0 0 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 0 0 SH DFND 4 0 0 0 EXPRESS INC COMMON STOCK 30219E103 1393 87715 SH DFND 2 46315 0 41400 EXPRESS INC COMMON STOCK 30219E103 5450 343200 SH DFND 4 43900 0 299300 EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 2423 32264 SH DFND 2 32264 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 55000 732452 SH DFND 4 0 0 732452 EXXON MOBIL CORP COMMON STOCK 30231G102 42466 434745 SH DFND 2 401751 0 32994 EXXON MOBIL CORP COMMON STOCK 30231G102 473144 4843819 SH DFND 4 166076 0 4677743 F5 NETWORKS INC COMMON STOCK 315616102 1681 15768 SH DFND 2 15768 0 0 F5 NETWORKS INC COMMON STOCK 315616102 11801 110674 SH DFND 4 5883 0 104791 FACEBOOK INC-A COMMON STOCK 30303M102 15767 261733 SH DFND 2 261733 0 0 FACEBOOK INC-A COMMON STOCK 30303M102 221910 3683758 SH DFND 4 0 0 3683758 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 2001 18564 SH DFND 2 14764 0 3800 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 7198 66764 SH DFND 4 0 0 66764 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK 303726103 1978 143435 SH DFND 2 137267 0 6168 FAIRCHILD SEMICONDUCTOR INTE COMMON STOCK 303726103 38142 2765928 SH DFND 4 149895 0 2616033 FAMILY DOLLAR STORES COMMON STOCK 307000109 215 3701 SH DFND 2 3701 0 0 FAMILY DOLLAR STORES COMMON STOCK 307000109 0 0 SH DFND 4 0 0 0 FASTENAL CO COMMON STOCK 311900104 528 10700 SH DFND 2 10700 0 0 FASTENAL CO COMMON STOCK 311900104 0 0 SH DFND 4 0 0 0 FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 125 3759 SH DFND 2 2921 0 838 FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 505 15180 SH DFND 4 1125 0 14055 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 1278 11143 SH DFND 2 8870 0 2273 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 3226 28122 SH DFND 4 1459 0 26663 FEDERAL SIGNAL CORP COMMON STOCK 313855108 530 35600 SH DFND 2 35600 0 0 FEDERAL SIGNAL CORP COMMON STOCK 313855108 2538 170350 SH DFND 4 0 0 170350 FEDEX CORP COMMON STOCK 31428X106 1580 11922 SH DFND 2 11922 0 0 FEDEX CORP COMMON STOCK 31428X106 93 700 SH DFND 4 0 0 700 FEI COMPANY COMMON STOCK 30241L109 689 6684 SH DFND 2 5698 0 986 FEI COMPANY COMMON STOCK 30241L109 1155 11208 SH DFND 4 247 0 10961 FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 174 7426 SH DFND 2 0 0 7426 FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 1108 47296 SH DFND 4 0 0 47296 FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 734 13724 SH DFND 2 13724 0 0 FIDELITY NATIONAL INFORMATIO COMMON STOCK 31620M106 14641 273913 SH DFND 4 0 0 273913 FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 2510 1589000 SH DFND 2 0 0 1589000 FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 7565 4790000 SH DFND 4 0 0 4790000 FIFTH THIRD BANCORP COMMON STOCK 316773100 817 35579 SH DFND 2 35579 0 0 FIFTH THIRD BANCORP COMMON STOCK 316773100 25113 1094249 SH DFND 4 0 0 1094249 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 2399 104200 SH DFND 2 33974 0 70226 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 5152 223797 SH DFND 4 68012 0 155785 FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 28 5086 SH DFND 2 5086 0 0 FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 1345 247300 SH DFND 4 0 0 247300 FIRST CITIZENS BCSHS -CL A COMMON STOCK 31946M103 409 1700 SH DFND 2 1700 0 0 FIRST CITIZENS BCSHS -CL A COMMON STOCK 31946M103 2590 10756 SH DFND 4 0 0 10756 FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 103 6285 SH DFND 2 4873 0 1412 FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 389 23783 SH DFND 4 1430 0 22353 FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 866 55300 SH DFND 2 17200 0 38100 FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 1848 118000 SH DFND 4 40300 0 77700 FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 116 6026 SH DFND 2 4720 0 1306 FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 424 21924 SH DFND 4 0 0 21924 FIRST MERCHANTS CORP COMMON STOCK 320817109 2480 114600 SH DFND 2 35300 0 79300 FIRST MERCHANTS CORP COMMON STOCK 320817109 5226 241500 SH DFND 4 82100 0 159400 FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 2515 72147 SH DFND 2 21950 0 50197 FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 5220 149753 SH DFND 4 50934 0 98819 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 649 68691 SH DFND 2 68691 0 0 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 5345 565572 SH DFND 4 31816 0 533756 FIRST OF LONG ISLAND CORP COMMON STOCK 320734106 803 19764 SH DFND 2 5813 0 13951 FIRST OF LONG ISLAND CORP COMMON STOCK 320734106 1602 39452 SH DFND 4 13347 0 26105 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 2 42 SH DFND 2 42 0 0 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 3842 71160 SH DFND 4 0 0 71160 FIRSTENERGY CORP COMMON STOCK 337932107 4263 125279 SH DFND 2 125279 0 0 FIRSTENERGY CORP COMMON STOCK 337932107 107363 3154937 SH DFND 4 128700 0 3026237 FIRSTMERIT CORP COMMON STOCK 337915102 162 7781 SH DFND 2 6022 0 1759 FIRSTMERIT CORP COMMON STOCK 337915102 579 27804 SH DFND 4 0 0 27804 FISERV INC COMMON STOCK 337738108 573 10100 SH DFND 2 10100 0 0 FISERV INC COMMON STOCK 337738108 0 0 SH DFND 4 0 0 0 FIVE BELOW COMMON STOCK 33829M101 453 10660 SH DFND 2 9430 0 1230 FIVE BELOW COMMON STOCK 33829M101 21588 508195 SH DFND 4 0 0 508195 FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 19 972 SH DFND 2 972 0 0 FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 8780 446600 SH DFND 4 0 0 446600 FLIR SYSTEMS INC COMMON STOCK 302445101 207 5745 SH DFND 2 5745 0 0 FLIR SYSTEMS INC COMMON STOCK 302445101 0 0 SH DFND 4 0 0 0 FLOWSERVE CORP COMMON STOCK 34354P105 434 5544 SH DFND 2 5544 0 0 FLOWSERVE CORP COMMON STOCK 34354P105 0 0 SH DFND 4 0 0 0 FLUOR CORP COMMON STOCK 343412102 510 6566 SH DFND 2 6566 0 0 FLUOR CORP COMMON STOCK 343412102 5205 66963 SH DFND 4 0 0 66963 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 1291 61272 SH DFND 2 20808 0 40464 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 2810 133351 SH DFND 4 38421 0 94930 FMC CORP COMMON STOCK 302491303 409 5337 SH DFND 2 5337 0 0 FMC CORP COMMON STOCK 302491303 0 0 SH DFND 4 0 0 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 524 10018 SH DFND 2 10018 0 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 0 0 SH DFND 4 0 0 0 FOOT LOCKER INC COMMON STOCK 344849104 15 316 SH DFND 2 316 0 0 FOOT LOCKER INC COMMON STOCK 344849104 2703 57540 SH DFND 4 0 0 57540 FORD MOTOR CO COMMON STOCK 345370860 4964 318179 SH DFND 2 318179 0 0 FORD MOTOR CO COMMON STOCK 345370860 54150 3471156 SH DFND 4 159660 0 3311496 FORD MOTOR COMPANY CONV. NOTE 345370CN8 197 109000 SH DFND 2 0 0 109000 FORD MOTOR COMPANY CONV. NOTE 345370CN8 1467 810000 SH DFND 4 0 0 810000 FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 3414 3055000 SH DFND 2 0 0 3055000 FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 10643 9524000 SH DFND 4 0 0 9524000 FOREST LABORATORIES INC COMMON STOCK 345838106 3064 33211 SH DFND 2 25611 0 7600 FOREST LABORATORIES INC COMMON STOCK 345838106 4843 52484 SH DFND 4 0 0 52484 FORESTAR GROUP INC COMMON STOCK 346233109 3125 175558 SH DFND 2 144397 0 31161 FORESTAR GROUP INC COMMON STOCK 346233109 6714 377211 SH DFND 4 32969 0 344242 FORESTAR GROUP INC CONV. NOTE 346232AB7 1221 1142000 SH DFND 2 0 0 1142000 FORESTAR GROUP INC CONV. NOTE 346232AB7 4036 3774000 SH DFND 4 0 0 3774000 FORMFACTOR INC COMMON STOCK 346375108 1948 304800 SH DFND 2 90300 0 214500 FORMFACTOR INC COMMON STOCK 346375108 3940 616600 SH DFND 4 209600 0 407000 FORTINET INC COMMON STOCK 34959E109 1225 55619 SH DFND 2 55619 0 0 FORTINET INC COMMON STOCK 34959E109 10250 465291 SH DFND 4 25763 0 439528 FORTRESS INVESTMENT GRP-CL A COMMON STOCK 34958B106 54 7294 SH DFND 2 7294 0 0 FORTRESS INVESTMENT GRP-CL A COMMON STOCK 34958B106 5979 807967 SH DFND 4 0 0 807967 FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 3923 93231 SH DFND 2 93231 0 0 FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 11290 268301 SH DFND 4 6335 0 261966 FOSSIL GROUP INC COMMON STOCK 34988V106 233 2000 SH DFND 2 2000 0 0 FOSSIL GROUP INC COMMON STOCK 34988V106 0 0 SH DFND 4 0 0 0 FOSTER (LB) CO-A COMMON STOCK 350060109 899 19187 SH DFND 2 16098 0 3089 FOSTER (LB) CO-A COMMON STOCK 350060109 1277 27254 SH DFND 4 741 0 26513 FRANKLIN ELECTRIC CO INC COMMON STOCK 353514102 1089 25613 SH DFND 2 21617 0 3996 FRANKLIN ELECTRIC CO INC COMMON STOCK 353514102 1431 33657 SH DFND 4 0 0 33657 FRANKLIN RESOURCES INC COMMON STOCK 354613101 884 16315 SH DFND 2 16315 0 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 0 0 SH DFND 4 0 0 0 FREEPORT-MCMORAN COPPER COMMON STOCK 35671D857 3468 104858 SH DFND 2 104858 0 0 FREEPORT-MCMORAN COPPER COMMON STOCK 35671D857 94895 2869517 SH DFND 4 83900 0 2785617 FREESCALE SEMICONDUCTOR LTD COMMON STOCK G3727Q101 1362 55788 SH DFND 2 54250 0 1538 FREESCALE SEMICONDUCTOR LTD COMMON STOCK G3727Q101 12587 515633 SH DFND 4 988 0 514645 FRESENIUS MEDICAL CARE-ADR COMMON STOCK - ADR 358029106 0 0 SH DFND 2 0 0 0 FRESENIUS MEDICAL CARE-ADR COMMON STOCK - ADR 358029106 1643 47146 SH DFND 4 0 0 47146 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 411 72181 SH DFND 2 65008 0 7173 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 746 130868 SH DFND 4 8608 0 122260 FTI CONSULTING INC COMMON STOCK 302941109 403 12100 SH DFND 2 12100 0 0 FTI CONSULTING INC COMMON STOCK 302941109 3794 113785 SH DFND 4 0 0 113785 FUTUREFUEL CORP COMMON STOCK 36116M106 1295 63806 SH DFND 2 52937 0 10869 FUTUREFUEL CORP COMMON STOCK 36116M106 2110 103927 SH DFND 4 2055 0 101872 G & K SERVICES INC -CL A COMMON STOCK 361268105 761 12441 SH DFND 2 10344 0 2097 G & K SERVICES INC -CL A COMMON STOCK 361268105 1251 20451 SH DFND 4 451 0 20000 GAIN CAPITAL HOLDINGS INC COMMON STOCK 36268W100 1045 96700 SH DFND 2 29300 0 67400 GAIN CAPITAL HOLDINGS INC COMMON STOCK 36268W100 2217 205128 SH DFND 4 68000 0 137128 GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 744 18100 SH DFND 2 18100 0 0 GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 4463 108595 SH DFND 4 0 0 108595 GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 5928 162584 SH DFND 2 157398 0 5186 GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 69734 1912603 SH DFND 4 105885 0 1806718 GANNETT CO COMMON STOCK 364730101 770 27904 SH DFND 2 27904 0 0 GANNETT CO COMMON STOCK 364730101 4454 161374 SH DFND 4 8748 0 152626 GAP INC/THE COMMON STOCK 364760108 3482 86918 SH DFND 2 86918 0 0 GAP INC/THE COMMON STOCK 364760108 72844 1818381 SH DFND 4 40111 0 1778270 GARMIN LTD ORDINARY SHARES H2906T109 267 4823 SH DFND 2 4823 0 0 GARMIN LTD ORDINARY SHARES H2906T109 4314 78060 SH DFND 4 0 0 78060 GARTNER INC COMMON STOCK 366651107 1575 22684 SH DFND 2 15484 0 7200 GARTNER INC COMMON STOCK 366651107 3485 50187 SH DFND 4 0 0 50187 GENERAC HOLDINGS INC COMMON STOCK 368736104 2096 35550 SH DFND 2 30534 0 5016 GENERAC HOLDINGS INC COMMON STOCK 368736104 9559 162092 SH DFND 4 922 0 161170 GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 140 139000 SH DFND 2 0 0 139000 GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 627 625000 SH DFND 4 0 0 625000 GENERAL DYNAMICS CORP COMMON STOCK 369550108 16245 149142 SH DFND 2 139517 0 9625 GENERAL DYNAMICS CORP COMMON STOCK 369550108 821587 7543036 SH DFND 4 57400 0 7485636 GENERAL ELECTRIC CO COMMON STOCK 369604103 17946 693147 SH DFND 2 675731 0 17416 GENERAL ELECTRIC CO COMMON STOCK 369604103 206802 7987702 SH DFND 4 218967 0 7768735 GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 1490 67738 SH DFND 2 54895 0 12843 GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 454 20622 SH DFND 4 0 0 20622 GENERAL MILLS INC COMMON STOCK 370334104 2810 54218 SH DFND 2 45018 0 9200 GENERAL MILLS INC COMMON STOCK 370334104 7320 141267 SH DFND 4 0 0 141267 GENERAL MOTORS CO COMMON STOCK 37045V100 10525 305790 SH DFND 2 298590 0 7200 GENERAL MOTORS CO COMMON STOCK 37045V100 206819 6008697 SH DFND 4 143267 0 5865430 GENERAL MOTORS-CW16 WARRANTS 37045V118 36 1328 SH DFND 2 0 0 1328 GENERAL MOTORS-CW16 WARRANTS 37045V118 625 25168 SH DFND 4 0 0 25168 GENERAL MOTORS-CW19 WARRANTS 37045V126 25 1328 SH DFND 2 0 0 1328 GENERAL MOTORS-CW19 WARRANTS 37045V126 438 25168 SH DFND 4 0 0 25168 GENESCO INC COMMON STOCK 371532102 704 9437 SH DFND 2 7815 0 1622 GENESCO INC COMMON STOCK 371532102 1143 15328 SH DFND 4 327 0 15001 GENESEE & WYOMING INC CONVERTIBLE PREF 371559204 3096 24214 SH DFND 2 0 0 24214 GENESEE & WYOMING INC CONVERTIBLE PREF 371559204 9651 75486 SH DFND 4 0 0 75486 GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 977 10034 SH DFND 2 10034 0 0 GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 38565 396274 SH DFND 4 0 0 396274 GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 2149 216195 SH DFND 2 192512 0 23683 GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 49241 4953806 SH DFND 4 4358 0 4949448 GENTEX CORP COMMON STOCK 371901109 449 14255 SH DFND 2 14255 0 0 GENTEX CORP COMMON STOCK 371901109 3669 116371 SH DFND 4 6607 0 109764 GENUINE PARTS CO COMMON STOCK 372460105 530 6108 SH DFND 2 6108 0 0 GENUINE PARTS CO COMMON STOCK 372460105 0 0 SH DFND 4 0 0 0 GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 10174 573848 SH DFND 2 565548 0 8300 GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 95734 5399521 SH DFND 4 269803 0 5129718 GEO GROUP INC/THE COMMON STOCK 36159R103 935 28991 SH DFND 2 20824 0 8167 GEO GROUP INC/THE COMMON STOCK 36159R103 410 12718 SH DFND 4 0 0 12718 GERMAN AMERICAN BANCORP COMMON STOCK 373865104 1164 40300 SH DFND 2 12600 0 27700 GERMAN AMERICAN BANCORP COMMON STOCK 373865104 2487 86100 SH DFND 4 29300 0 56800 GILEAD SCIENCES INC COMMON STOCK 375558103 13023 183782 SH DFND 2 183782 0 0 GILEAD SCIENCES INC COMMON STOCK 375558103 379424 5354557 SH DFND 4 0 0 5354557 GILEAD SCIENCES INC CONV. NOTE 375558AP8 7905 2541000 SH DFND 2 0 0 2541000 GILEAD SCIENCES INC CONV. NOTE 375558AP8 24557 7894000 SH DFND 4 0 0 7894000 GLAXOSMITHKLINE PLC-SPON ADR COMMON STOCK - ADR 37733W105 0 0 SH DFND 2 0 0 0 GLAXOSMITHKLINE PLC-SPON ADR COMMON STOCK - ADR 37733W105 6486 121400 SH DFND 4 0 0 121400 GLIMCHER REALTY TRUST COMMON STOCK 379302102 112 11125 SH DFND 2 8671 0 2454 GLIMCHER REALTY TRUST COMMON STOCK 379302102 446 44459 SH DFND 4 2318 0 42141 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 1075 156695 SH DFND 2 143542 0 13153 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 4403 641907 SH DFND 4 183400 0 458507 GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 0 0 SH DFND 2 0 0 0 GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 136055 8621972 SH DFND 4 0 0 8621972 GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 2525 121300 SH DFND 2 36100 0 85200 GLOBE SPECIALTY METALS INC COMMON STOCK 37954N206 5138 246800 SH DFND 4 83900 0 162900 GLOBUS MEDICAL INC - A COMMON STOCK 379577208 942 35427 SH DFND 2 29583 0 5844 GLOBUS MEDICAL INC - A COMMON STOCK 379577208 2329 87593 SH DFND 4 1346 0 86247 GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 42 947 SH DFND 2 947 0 0 GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 15988 363207 SH DFND 4 0 0 363207 GOLDCORP INC ORDINARY SHARES 380956409 0 0 SH DFND 2 0 0 0 GOLDCORP INC ORDINARY SHARES 380956409 5136 209800 SH DFND 4 0 0 209800 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 6364 38839 SH DFND 2 38839 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 94731 578154 SH DFND 4 10106 0 568048 GOODRICH PETROLEUM CORP CONVERTIBLE BONDS 382410AG3 1036 1007000 SH DFND 2 0 0 1007000 GOODRICH PETROLEUM CORP CONVERTIBLE BONDS 382410AG3 3633 3531000 SH DFND 4 0 0 3531000 GOODYEAR TIRE & RUBBER CONVERTIBLE PREF 382550309 1721 23765 SH DFND 2 0 0 23765 GOODYEAR TIRE & RUBBER CONVERTIBLE PREF 382550309 5381 74315 SH DFND 4 0 0 74315 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 2771 106040 SH DFND 2 39740 0 66300 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 5312 203300 SH DFND 4 68800 0 134500 GOOGLE INC-CL A COMMON STOCK 38259P508 49963 44830 SH DFND 2 42331 0 2499 GOOGLE INC-CL A COMMON STOCK 38259P508 827740 742694 SH DFND 4 468 0 742226 GOVERNMENT PROPERTIES INCOME COMMON STOCK 38376A103 797 31623 SH DFND 2 22566 0 9057 GOVERNMENT PROPERTIES INCOME COMMON STOCK 38376A103 144 5727 SH DFND 4 0 0 5727 GRAHAM HOLDINGS CO-CLASS B COMMON STOCK 384637104 516 733 SH DFND 2 733 0 0 GRAHAM HOLDINGS CO-CLASS B COMMON STOCK 384637104 3177 4515 SH DFND 4 259 0 4256 GRANA Y MONTERO SA -SPON ADR COMMON STOCK - ADR 38500P208 49 2838 SH DFND 2 2838 0 0 GRANA Y MONTERO SA -SPON ADR COMMON STOCK - ADR 38500P208 327 18974 SH DFND 4 461 0 18513 GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 510 10931 SH DFND 2 9132 0 1799 GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 654 14000 SH DFND 4 0 0 14000 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 0 0 SH DFND 2 0 0 0 GREAT PLAINS ENERGY INC COMMON STOCK 391164100 4263 157670 SH DFND 4 0 0 157670 GREATBATCH INC COMMON STOCK 39153L106 2573 56036 SH DFND 2 48754 0 7282 GREATBATCH INC COMMON STOCK 39153L106 7337 159776 SH DFND 4 1060 0 158716 GREEN DOT CORP-CLASS A COMMON STOCK 39304D102 102 5236 SH DFND 2 4077 0 1159 GREEN DOT CORP-CLASS A COMMON STOCK 39304D102 404 20710 SH DFND 4 1307 0 19403 GREENBRIER COMPANIES INC COMMON STOCK 393657101 1926 42240 SH DFND 2 34676 0 7564 GREENBRIER COMPANIES INC COMMON STOCK 393657101 3200 70170 SH DFND 4 1264 0 68906 GREENHILL & CO INC COMMON STOCK 395259104 39 745 SH DFND 2 745 0 0 GREENHILL & CO INC COMMON STOCK 395259104 20969 403400 SH DFND 4 0 0 403400 GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 4919 119110 SH DFND 2 119110 0 0 GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 40713 985779 SH DFND 4 0 0 985779 GROUPON INC COMMON STOCK 399473107 2792 356062 SH DFND 2 356062 0 0 GROUPON INC COMMON STOCK 399473107 37808 4822478 SH DFND 4 0 0 4822478 GT ADV TECHNOLOGIES INC CONV. NOTE 36191UAB2 3829 2371000 SH DFND 2 0 0 2371000 GT ADV TECHNOLOGIES INC CONV. NOTE 36191UAB2 11772 7289000 SH DFND 4 0 0 7289000 GT ADVANCED TECHNOLOGIES INC COMMON STOCK 36191U106 3239 189978 SH DFND 2 66348 0 123630 GT ADVANCED TECHNOLOGIES INC COMMON STOCK 36191U106 6822 400127 SH DFND 4 128449 0 271678 GULFPORT ENERGY CORP COMMON STOCK 402635304 9574 134502 SH DFND 2 111341 0 23161 GULFPORT ENERGY CORP COMMON STOCK 402635304 250439 3518393 SH DFND 4 24745 0 3493648 H&R BLOCK INC COMMON STOCK 093671105 1467 48579 SH DFND 2 48579 0 0 H&R BLOCK INC COMMON STOCK 093671105 16814 556929 SH DFND 4 0 0 556929 HAEMONETICS CORP/MASS COMMON STOCK 405024100 319 9779 SH DFND 2 8254 0 1525 HAEMONETICS CORP/MASS COMMON STOCK 405024100 420 12878 SH DFND 4 0 0 12878 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 448 4895 SH DFND 2 4400 0 495 HAIN CELESTIAL GROUP INC COMMON STOCK 405217100 649 7092 SH DFND 4 207 0 6885 HALLIBURTON CO COMMON STOCK 406216101 10164 172591 SH DFND 2 172591 0 0 HALLIBURTON CO COMMON STOCK 406216101 227541 3863837 SH DFND 4 0 0 3863837 HANESBRANDS INC COMMON STOCK 410345102 693 9055 SH DFND 2 9055 0 0 HANESBRANDS INC COMMON STOCK 410345102 9878 129157 SH DFND 4 3622 0 125535 HANGER INC COMMON STOCK 41043F208 866 25701 SH DFND 2 21355 0 4346 HANGER INC COMMON STOCK 41043F208 3929 116662 SH DFND 4 914 0 115748 HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 2408 103347 SH DFND 2 38179 0 65168 HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 5676 243598 SH DFND 4 68828 0 174770 HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 0 0 SH DFND 2 0 0 0 HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 2272 158346 SH DFND 4 0 0 158346 HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 2544 41400 SH DFND 2 12800 0 28600 HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 5388 87700 SH DFND 4 29700 0 58000 HARBINGER GROUP INC COMMON STOCK 41146A106 1059 86570 SH DFND 2 71476 0 15094 HARBINGER GROUP INC COMMON STOCK 41146A106 70780 5787403 SH DFND 4 3737 0 5783666 HARLEY-DAVIDSON INC COMMON STOCK 412822108 588 8827 SH DFND 2 8827 0 0 HARLEY-DAVIDSON INC COMMON STOCK 412822108 0 0 SH DFND 4 0 0 0 HARMAN INTERNATIONAL COMMON STOCK 413086109 281 2638 SH DFND 2 2638 0 0 HARMAN INTERNATIONAL COMMON STOCK 413086109 7679 72170 SH DFND 4 0 0 72170 HARRIS CORP COMMON STOCK 413875105 323 4411 SH DFND 2 4411 0 0 HARRIS CORP COMMON STOCK 413875105 0 0 SH DFND 4 0 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 11244 318794 SH DFND 2 318794 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 230117 6524437 SH DFND 4 101400 0 6423037 HASBRO INC COMMON STOCK 418056107 2773 49856 SH DFND 2 49856 0 0 HASBRO INC COMMON STOCK 418056107 41387 744095 SH DFND 4 61200 0 682895 HATTERAS FINANCIAL CORP COMMON STOCK 41902R103 671 35620 SH DFND 2 35620 0 0 HATTERAS FINANCIAL CORP COMMON STOCK 41902R103 10383 550800 SH DFND 4 45900 0 504900 HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 858 61486 SH DFND 2 50891 0 10595 HAWAIIAN HOLDINGS INC COMMON STOCK 419879101 1405 100616 SH DFND 4 2122 0 98494 HCA HOLDINGS INC COMMON STOCK 40412C101 75 1434 SH DFND 2 1434 0 0 HCA HOLDINGS INC COMMON STOCK 40412C101 604 11514 SH DFND 4 0 0 11514 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 591 13000 SH DFND 2 13000 0 0 HCC INSURANCE HOLDINGS INC COMMON STOCK 404132102 1501 32995 SH DFND 4 0 0 32995 HCP INC COMMON STOCK 40414L109 2076 53530 SH DFND 2 43430 0 10100 HCP INC COMMON STOCK 40414L109 248 6387 SH DFND 4 0 0 6387 HEALTH CARE REIT INC COMMON STOCK 42217K106 1815 30448 SH DFND 2 24996 0 5452 HEALTH CARE REIT INC COMMON STOCK 42217K106 209 3502 SH DFND 4 0 0 3502 HEALTH CARE REIT INC CONVERTIBLE PREF 42217K601 163 2936 SH DFND 2 0 0 2936 HEALTH CARE REIT INC CONVERTIBLE PREF 42217K601 845 15214 SH DFND 4 0 0 15214 HEALTH INSURANCE INNOVATIO-A COMMON STOCK 42225K106 1018 98468 SH DFND 2 30717 0 67751 HEALTH INSURANCE INNOVATIO-A COMMON STOCK 42225K106 2178 210674 SH DFND 4 71773 0 138901 HEALTH NET INC COMMON STOCK 42222G108 305 8955 SH DFND 2 8125 0 830 HEALTH NET INC COMMON STOCK 42222G108 1999 58789 SH DFND 4 3286 0 55503 HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P105 1173 103000 SH DFND 2 30800 0 72200 HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P105 2416 212081 SH DFND 4 71400 0 140681 HEALTHSOUTH CORP COMMON STOCK 421924309 332 9251 SH DFND 2 7753 0 1498 HEALTHSOUTH CORP COMMON STOCK 421924309 430 11979 SH DFND 4 0 0 11979 HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 2101 77839 SH DFND 2 25833 0 52006 HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 4626 171409 SH DFND 4 52900 0 118509 HEICO CORP COMMON STOCK 422806109 824 13691 SH DFND 2 11942 0 1749 HEICO CORP COMMON STOCK 422806109 1141 18974 SH DFND 4 531 0 18443 HELMERICH & PAYNE COMMON STOCK 423452101 454 4223 SH DFND 2 4223 0 0 HELMERICH & PAYNE COMMON STOCK 423452101 9888 91928 SH DFND 4 0 0 91928 HENRY SCHEIN INC COMMON STOCK 806407102 1144 9583 SH DFND 2 6483 0 3100 HENRY SCHEIN INC COMMON STOCK 806407102 2531 21206 SH DFND 4 0 0 21206 HERBALIFE LTD ORDINARY SHARES G4412G101 2 40 SH DFND 2 40 0 0 HERBALIFE LTD ORDINARY SHARES G4412G101 4468 78019 SH DFND 4 0 0 78019 HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 105 86000 SH DFND 2 0 0 86000 HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 578 474000 SH DFND 4 0 0 474000 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 1262 89703 SH DFND 2 28533 0 61170 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 2740 194747 SH DFND 4 66108 0 128639 HERITAGE FINANCIAL GROUP INC COMMON STOCK 42726X102 715 36403 SH DFND 2 30141 0 6262 HERITAGE FINANCIAL GROUP INC COMMON STOCK 42726X102 907 46138 SH DFND 4 0 0 46138 HERSHEY CO/THE COMMON STOCK 427866108 3911 37465 SH DFND 2 27565 0 9900 HERSHEY CO/THE COMMON STOCK 427866108 7426 71134 SH DFND 4 0 0 71134 HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 1020 316000 SH DFND 2 0 0 316000 HERTZ GLOBAL HOLDINGS IN CONV. NOTE 42805TAA3 3287 1018000 SH DFND 4 0 0 1018000 HESS CORP COMMON STOCK 42809H107 911 10996 SH DFND 2 10996 0 0 HESS CORP COMMON STOCK 42809H107 0 0 SH DFND 4 0 0 0 HEWLETT-PACKARD CO COMMON STOCK 428236103 2587 79952 SH DFND 2 79952 0 0 HEWLETT-PACKARD CO COMMON STOCK 428236103 45715 1412696 SH DFND 4 0 0 1412696 HFF INC-CLASS A COMMON STOCK 40418F108 2307 68634 SH DFND 2 56543 0 12091 HFF INC-CLASS A COMMON STOCK 40418F108 3601 107148 SH DFND 4 2207 0 104941 HI-CRUSH PARTNERS LP STOCK UNIT 428337109 0 0 SH DFND 2 0 0 0 HI-CRUSH PARTNERS LP STOCK UNIT 428337109 3136 77768 SH DFND 4 0 0 77768 HI-CRUSH PARTNERS LP STOCK UNIT 428337109 0 0 SH DFND 2 0 0 0 HI-CRUSH PARTNERS LP STOCK UNIT 428337109 3136 77768 SH DFND 4 0 0 77768 HILLENBRAND INC COMMON STOCK 431571108 2053 63500 SH DFND 2 19700 0 43800 HILLENBRAND INC COMMON STOCK 431571108 4326 133800 SH DFND 4 45500 0 88300 HILL-ROM HOLDINGS INC COMMON STOCK 431475102 894 23185 SH DFND 2 19107 0 4078 HILL-ROM HOLDINGS INC COMMON STOCK 431475102 1449 37609 SH DFND 4 743 0 36866 HILLSHIRE BRANDS CO/THE COMMON STOCK 432589109 200 5367 SH DFND 2 5367 0 0 HILLSHIRE BRANDS CO/THE COMMON STOCK 432589109 33824 907787 SH DFND 4 0 0 907787 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 9675 435049 SH DFND 2 419769 0 15280 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 44804 2014590 SH DFND 4 35458 0 1979132 HIMAX TECHNOLOGIES INC-ADR COMMON STOCK - ADR 43289P106 26 2231 SH DFND 2 2231 0 0 HIMAX TECHNOLOGIES INC-ADR COMMON STOCK - ADR 43289P106 16207 1406837 SH DFND 4 0 0 1406837 HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 0 0 SH DFND 2 0 0 0 HI-TECH PHARMACAL CO INC COMMON STOCK 42840B101 823 19000 SH DFND 4 0 0 19000 HOLLYFRONTIER CORP COMMON STOCK 436106108 552 11600 SH DFND 2 11600 0 0 HOLLYFRONTIER CORP COMMON STOCK 436106108 1962 41234 SH DFND 4 0 0 41234 HOLLYSYS AUTOMATION TECHNOLO ORDINARY SHARES G45667105 2004 93016 SH DFND 2 93016 0 0 HOLLYSYS AUTOMATION TECHNOLO ORDINARY SHARES G45667105 20603 956506 SH DFND 4 919 0 955587 HOLOGIC INC CONVERTIBLE BONDS 436440AC5 1945 1903000 SH DFND 2 0 0 1903000 HOLOGIC INC CONVERTIBLE BONDS 436440AC5 6448 6310000 SH DFND 4 0 0 6310000 HOME DEPOT INC COMMON STOCK 437076102 18946 239434 SH DFND 2 219423 0 20011 HOME DEPOT INC COMMON STOCK 437076102 188533 2382568 SH DFND 4 19374 0 2363194 HOME INNS & HOTELS MANAG-ADR COMMON STOCK - ADR 43713W107 523 16193 SH DFND 2 16193 0 0 HOME INNS & HOTELS MANAG-ADR COMMON STOCK - ADR 43713W107 715 22137 SH DFND 4 452 0 21685 HOME LOAN SERVICING SOLUTION ORDINARY SHARES G6648D109 0 0 SH DFND 2 0 0 0 HOME LOAN SERVICING SOLUTION ORDINARY SHARES G6648D109 33766 1563257 SH DFND 4 0 0 1563257 HOME PROPERTIES INC COMMON STOCK 437306103 967 16090 SH DFND 2 11522 0 4568 HOME PROPERTIES INC COMMON STOCK 437306103 175 2919 SH DFND 4 0 0 2919 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 14270 153841 SH DFND 2 153841 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 317454 3422314 SH DFND 4 61600 0 3360714 HORACE MANN EDUCATORS COMMON STOCK 440327104 0 0 SH DFND 2 0 0 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 1835 63275 SH DFND 4 0 0 63275 HORIZON TECHNOLOGY FINANCE C COMMON STOCK 44045A102 322 25727 SH DFND 2 8141 0 17586 HORIZON TECHNOLOGY FINANCE C COMMON STOCK 44045A102 695 55577 SH DFND 4 18916 0 36661 HORMEL FOODS CORP COMMON STOCK 440452100 261 5300 SH DFND 2 5300 0 0 HORMEL FOODS CORP COMMON STOCK 440452100 0 0 SH DFND 4 0 0 0 HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 1630 1432000 SH DFND 2 0 0 1432000 HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 5594 4915000 SH DFND 4 0 0 4915000 HORSEHEAD HOLDING CORP COMMON STOCK 440694305 973 57875 SH DFND 2 47631 0 10244 HORSEHEAD HOLDING CORP COMMON STOCK 440694305 1667 99113 SH DFND 4 2310 0 96803 HOSPIRA INC COMMON STOCK 441060100 276 6370 SH DFND 2 6370 0 0 HOSPIRA INC COMMON STOCK 441060100 0 0 SH DFND 4 0 0 0 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 2392 118160 SH DFND 2 93397 0 24763 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 480 23704 SH DFND 4 0 0 23704 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 2018 426700 SH DFND 2 426700 0 0 HOVNANIAN ENTERPRISES-A COMMON STOCK 442487203 9411 1989600 SH DFND 4 0 0 1989600 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 3888 27246 SH DFND 2 21246 0 6000 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 9547 66900 SH DFND 4 6000 0 60900 HSN INC COMMON STOCK 404303109 598 10007 SH DFND 2 8782 0 1225 HSN INC COMMON STOCK 404303109 13080 218986 SH DFND 4 0 0 218986 HUDSON CITY BANCORP INC COMMON STOCK 443683107 188 19086 SH DFND 2 19086 0 0 HUDSON CITY BANCORP INC COMMON STOCK 443683107 0 0 SH DFND 4 0 0 0 HUMANA INC COMMON STOCK 444859102 811 7197 SH DFND 2 7197 0 0 HUMANA INC COMMON STOCK 444859102 78811 699176 SH DFND 4 0 0 699176 HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 1541 154558 SH DFND 2 154558 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 4507 452017 SH DFND 4 0 0 452017 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 2131 20836 SH DFND 2 6521 0 14315 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 4550 44495 SH DFND 4 15159 0 29336 HUNTSMAN CORP COMMON STOCK 447011107 4052 165910 SH DFND 2 150785 0 15125 HUNTSMAN CORP COMMON STOCK 447011107 58890 2411551 SH DFND 4 18215 0 2393336 HYSTER-YALE MATERIALS COMMON STOCK 449172105 724 7422 SH DFND 2 7047 0 375 HYSTER-YALE MATERIALS COMMON STOCK 449172105 3317 34023 SH DFND 4 0 0 34023 IAC/INTERACTIVECORP COMMON STOCK 44919P508 0 0 SH DFND 2 0 0 0 IAC/INTERACTIVECORP COMMON STOCK 44919P508 3446 48269 SH DFND 4 0 0 48269 IDACORP INC COMMON STOCK 451107106 2113 38100 SH DFND 2 11900 0 26200 IDACORP INC COMMON STOCK 451107106 4515 81400 SH DFND 4 27700 0 53700 IDEX CORP COMMON STOCK 45167R104 510 6992 SH DFND 2 6992 0 0 IDEX CORP COMMON STOCK 45167R104 4273 58617 SH DFND 4 3244 0 55373 IDT CORP-CLASS B COMMON STOCK 448947507 691 41461 SH DFND 2 35846 0 5615 IDT CORP-CLASS B COMMON STOCK 448947507 775 46495 SH DFND 4 1404 0 45091 II-VI INC COMMON STOCK 902104108 745 48265 SH DFND 2 39948 0 8317 II-VI INC COMMON STOCK 902104108 1333 86375 SH DFND 4 1662 0 84713 ILLINOIS TOOL WORKS COMMON STOCK 452308109 1286 15818 SH DFND 2 15818 0 0 ILLINOIS TOOL WORKS COMMON STOCK 452308109 4855 59700 SH DFND 4 0 0 59700 IMPAX LABORATORIES INC COMMON STOCK 45256B101 3323 125791 SH DFND 2 120640 0 5151 IMPAX LABORATORIES INC COMMON STOCK 45256B101 9556 361704 SH DFND 4 1077 0 360627 INCONTACT INC COMMON STOCK 45336E109 501 52220 SH DFND 2 43849 0 8371 INCONTACT INC COMMON STOCK 45336E109 655 68253 SH DFND 4 0 0 68253 INFOBLOX INC COMMON STOCK 45672H104 411 20513 SH DFND 2 17281 0 3232 INFOBLOX INC COMMON STOCK 45672H104 547 27244 SH DFND 4 722 0 26522 ING US INC COMMON STOCK 45685E106 0 0 SH DFND 2 0 0 0 ING US INC COMMON STOCK 45685E106 391 10783 SH DFND 4 0 0 10783 INGERSOLL-RAND PLC ORDINARY SHARES G47791101 3050 53286 SH DFND 2 53286 0 0 INGERSOLL-RAND PLC ORDINARY SHARES G47791101 14306 249932 SH DFND 4 10725 0 239207 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 767 13532 SH DFND 2 11237 0 2295 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 1246 21972 SH DFND 4 192 0 21780 INNOSPEC INC COMMON STOCK 45768S105 1282 28345 SH DFND 2 23529 0 4816 INNOSPEC INC COMMON STOCK 45768S105 1658 36666 SH DFND 4 0 0 36666 INSMED INC COMMON STOCK 457669307 16 859 SH DFND 2 859 0 0 INSMED INC COMMON STOCK 457669307 4589 241000 SH DFND 4 0 0 241000 INSTALLED BUILDING PRODUCTS COMMON STOCK 45780R101 1369 98161 SH DFND 2 30639 0 67522 INSTALLED BUILDING PRODUCTS COMMON STOCK 45780R101 2913 208839 SH DFND 4 70745 0 138094 INSULET CORP COMMON STOCK 45784P101 1208 25466 SH DFND 2 21255 0 4211 INSULET CORP COMMON STOCK 45784P101 1555 32801 SH DFND 4 0 0 32801 INSYS THERAPEUTICS INC COMMON STOCK 45824V209 1154 27860 SH DFND 2 23099 0 4761 INSYS THERAPEUTICS INC COMMON STOCK 45824V209 1924 46450 SH DFND 4 948 0 45502 INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 2784 179049 SH DFND 2 85205 0 93844 INTEGRATED SILICON SOLUTION COMMON STOCK 45812P107 5637 362487 SH DFND 4 89915 0 272572 INTEL CORP COMMON STOCK 458140100 7283 282194 SH DFND 2 282194 0 0 INTEL CORP COMMON STOCK 458140100 77736 3011868 SH DFND 4 108900 0 2902968 INTEL CORP CONVERTIBLE BONDS 458140AF7 3874 2771000 SH DFND 2 0 0 2771000 INTEL CORP CONVERTIBLE BONDS 458140AF7 9105 6512000 SH DFND 4 0 0 6512000 INTELIQUENT INC COMMON STOCK 45825N107 734 50491 SH DFND 2 42163 0 8328 INTELIQUENT INC COMMON STOCK 45825N107 945 65044 SH DFND 4 0 0 65044 INTELSAT SA CONVERTIBLE PREF L5140P119 2127 39638 SH DFND 2 0 0 39638 INTELSAT SA CONVERTIBLE PREF L5140P119 6988 130260 SH DFND 4 0 0 130260 INTER PARFUMS INC COMMON STOCK 458334109 645 17803 SH DFND 2 17803 0 0 INTER PARFUMS INC COMMON STOCK 458334109 2359 65139 SH DFND 4 0 0 65139 INTERCEPT PHARMACEUTICALS IN COMMON STOCK 45845P108 692 2097 SH DFND 2 1808 0 289 INTERCEPT PHARMACEUTICALS IN COMMON STOCK 45845P108 1015 3077 SH DFND 4 87 0 2990 INTERCONTINENTALEXCHANGE GRO COMMON STOCK 45866F104 925 4677 SH DFND 2 4677 0 0 INTERCONTINENTALEXCHANGE GRO COMMON STOCK 45866F104 0 0 SH DFND 4 0 0 0 INTERMUNE INC COMMON STOCK 45884X103 2281 68162 SH DFND 2 61990 0 6172 INTERMUNE INC COMMON STOCK 45884X103 53803 1607513 SH DFND 4 1896 0 1605617 INTERMUNE INC CONV. NOTE 45884XAE3 1071 833000 SH DFND 2 0 0 833000 INTERMUNE INC CONV. NOTE 45884XAE3 3332 2592000 SH DFND 4 0 0 2592000 INTERNATIONAL PAPER CO COMMON STOCK 460146103 5061 110308 SH DFND 2 110308 0 0 INTERNATIONAL PAPER CO COMMON STOCK 460146103 123338 2688282 SH DFND 4 74390 0 2613892 INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 293 17117 SH DFND 2 17117 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 0 0 SH DFND 4 0 0 0 INTERXION HOLDING NV ORDINARY SHARES N47279109 31 1273 SH DFND 2 1273 0 0 INTERXION HOLDING NV ORDINARY SHARES N47279109 902 37600 SH DFND 4 0 0 37600 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 7521 39074 SH DFND 2 39074 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 18237 94742 SH DFND 4 0 0 94742 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 2449 25600 SH DFND 2 18500 0 7100 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 4779 49955 SH DFND 4 0 0 49955 INTL GAME TECHNOLOGY COMMON STOCK 459902102 553 39359 SH DFND 2 39359 0 0 INTL GAME TECHNOLOGY COMMON STOCK 459902102 6317 449274 SH DFND 4 0 0 449274 INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 1036 101257 SH DFND 2 84540 0 16717 INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 1377 134604 SH DFND 4 3838 0 130766 INTRAWEST RESORTS HOLDINGS I COMMON STOCK 46090K109 1329 101953 SH DFND 2 42810 0 59143 INTRAWEST RESORTS HOLDINGS I COMMON STOCK 46090K109 21259 1630316 SH DFND 4 61156 0 1569160 INTREXON CORP COMMON STOCK 46122T102 0 0 SH DFND 2 0 0 0 INTREXON CORP COMMON STOCK 46122T102 693 26371 SH DFND 4 0 0 26371 INTUIT INC COMMON STOCK 461202103 3847 49492 SH DFND 2 37570 0 11922 INTUIT INC COMMON STOCK 461202103 6926 89097 SH DFND 4 0 0 89097 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 1739 3971 SH DFND 2 3971 0 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 9020 20594 SH DFND 4 1112 0 19482 INVESCO LTD COMMON STOCK G491BT108 2641 71372 SH DFND 2 71372 0 0 INVESCO LTD COMMON STOCK G491BT108 32917 889656 SH DFND 4 73600 0 816056 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 74 4486 SH DFND 2 3509 0 977 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 292 17700 SH DFND 4 0 0 17700 INVESTORS BANCORP INC COMMON STOCK 46146P102 2452 88712 SH DFND 2 28319 0 60393 INVESTORS BANCORP INC COMMON STOCK 46146P102 5179 187382 SH DFND 4 63502 0 123880 INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 121 13472 SH DFND 2 10476 0 2996 INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 471 52496 SH DFND 4 3095 0 49401 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 407 54162 SH DFND 2 45228 0 8934 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 14265 1899438 SH DFND 4 1752 0 1897686 ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 94 1400 SH DFND 2 1400 0 0 ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 742 11043 SH DFND 4 4989 0 6054 ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 183 4454 SH DFND 2 4454 0 0 ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 1365 33290 SH DFND 4 33150 0 140 ISHARES MSCI TAIWAN ETF EXCHANGE TRADED FUNDS 464286731 673 46791 SH DFND 2 46791 0 0 ISHARES MSCI TAIWAN ETF EXCHANGE TRADED FUNDS 464286731 857 59620 SH DFND 4 1520 0 58100 ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 741 5445 SH DFND 2 4400 0 1045 ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 0 0 SH DFND 4 0 0 0 ISHARES U.S. HOME CONSTRUCTI EXCHANGE TRADED FUNDS 464288752 0 0 SH DFND 2 0 0 0 ISHARES U.S. HOME CONSTRUCTI EXCHANGE TRADED FUNDS 464288752 16843 695400 SH DFND 4 0 0 695400 ISIS PHARMACEUTICALS INC COMMON STOCK 464330109 536 12412 SH DFND 2 10987 0 1425 ISIS PHARMACEUTICALS INC COMMON STOCK 464330109 728 16837 SH DFND 4 0 0 16837 ISTAR FINANCIAL INC COMMON STOCK 45031U101 2826 191486 SH DFND 2 64998 0 126488 ISTAR FINANCIAL INC COMMON STOCK 45031U101 6279 425375 SH DFND 4 132210 0 293165 ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 21366 9137000 SH DFND 2 0 0 9137000 ISTAR FINANCIAL INC CONV. NOTE 45031UBR1 17556 12462000 SH DFND 4 0 0 12462000 ITAU UNIBANCO HLDNG-PREF ADR COMMON STOCK - ADR 465562106 189 12687 SH DFND 2 12687 0 0 ITAU UNIBANCO HLDNG-PREF ADR COMMON STOCK - ADR 465562106 1306 87916 SH DFND 4 1950 0 85966 ITC HOLDINGS CORP COMMON STOCK 465685105 585 15664 SH DFND 2 10764 0 4900 ITC HOLDINGS CORP COMMON STOCK 465685105 1269 33979 SH DFND 4 0 0 33979 ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 2507 87421 SH DFND 2 72770 0 14651 ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 89149 3108406 SH DFND 4 2911 0 3105495 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 1056 16633 SH DFND 2 16633 0 0 JACOBS ENGINEERING GROUP INC COMMON STOCK 469814107 4477 70505 SH DFND 4 0 0 70505 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 0 0 SH DFND 2 0 0 0 JANUS CAPITAL GROUP INC COMMON STOCK 47102X105 3979 366015 SH DFND 4 0 0 366015 JARDEN CORP COMMON STOCK 471109108 0 0 SH DFND 2 0 0 0 JARDEN CORP COMMON STOCK 471109108 4217 70480 SH DFND 4 0 0 70480 JARDEN CORP CONV. NOTE 471109AH1 1813 1304000 SH DFND 2 0 0 1304000 JARDEN CORP CONV. NOTE 471109AH1 5418 3896000 SH DFND 4 0 0 3896000 JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 10861 78316 SH DFND 2 74087 0 4229 JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 835394 6023897 SH DFND 4 1450 0 6022447 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 475 54700 SH DFND 2 54700 0 0 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 4098 471575 SH DFND 4 0 0 471575 JM SMUCKER CO/THE COMMON STOCK 832696405 455 4675 SH DFND 2 4675 0 0 JM SMUCKER CO/THE COMMON STOCK 832696405 279 2869 SH DFND 4 0 0 2869 JOHNSON & JOHNSON COMMON STOCK 478160104 32684 332734 SH DFND 2 306662 0 26072 JOHNSON & JOHNSON COMMON STOCK 478160104 393881 4009783 SH DFND 4 138135 0 3871648 JOHNSON CONTROLS INC COMMON STOCK 478366107 2139 45193 SH DFND 2 45193 0 0 JOHNSON CONTROLS INC COMMON STOCK 478366107 36616 773791 SH DFND 4 22100 0 751691 JONES LANG LASALLE INC COMMON STOCK 48020Q107 877 7400 SH DFND 2 7400 0 0 JONES LANG LASALLE INC COMMON STOCK 48020Q107 5421 45750 SH DFND 4 0 0 45750 JOY GLOBAL INC COMMON STOCK 481165108 261 4505 SH DFND 2 4505 0 0 JOY GLOBAL INC COMMON STOCK 481165108 24018 414110 SH DFND 4 0 0 414110 JPMORGAN CHASE & CO COMMON STOCK 46625H100 26261 432567 SH DFND 2 413772 0 18795 JPMORGAN CHASE & CO COMMON STOCK 46625H100 716732 11805825 SH DFND 4 182187 0 11623638 JPMORGAN CHASE & CO-CW18 WARRANTS 46634E114 0 0 SH DFND 2 0 0 0 JPMORGAN CHASE & CO-CW18 WARRANTS 46634E114 20581 1018842 SH DFND 4 0 0 1018842 JUNIPER NETWORKS INC COMMON STOCK 48203R104 1673 64927 SH DFND 2 64927 0 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 16587 643922 SH DFND 4 0 0 643922 KADANT INC COMMON STOCK 48282T104 704 19296 SH DFND 2 15992 0 3304 KADANT INC COMMON STOCK 48282T104 1134 31084 SH DFND 4 0 0 31084 KAISER ALUMINUM CORP COMMON STOCK 483007704 707 9900 SH DFND 2 9900 0 0 KAISER ALUMINUM CORP COMMON STOCK 483007704 2372 33205 SH DFND 4 0 0 33205 KANSAS CITY SOUTHERN COMMON STOCK 485170302 440 4312 SH DFND 2 4312 0 0 KANSAS CITY SOUTHERN COMMON STOCK 485170302 0 0 SH DFND 4 0 0 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 95 3283 SH DFND 2 2562 0 721 KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 380 13176 SH DFND 4 927 0 12249 KAR AUCTION SERVICES INC COMMON STOCK 48238T109 3067 101048 SH DFND 2 92271 0 8777 KAR AUCTION SERVICES INC COMMON STOCK 48238T109 29601 975336 SH DFND 4 1344 0 973992 KBR INC COMMON STOCK 48242W106 2 67 SH DFND 2 67 0 0 KBR INC COMMON STOCK 48242W106 7529 282200 SH DFND 4 0 0 282200 KELLOGG CO COMMON STOCK 487836108 4813 76744 SH DFND 2 76744 0 0 KELLOGG CO COMMON STOCK 487836108 109781 1750610 SH DFND 4 87500 0 1663110 KENNAMETAL INC COMMON STOCK 489170100 0 0 SH DFND 2 0 0 0 KENNAMETAL INC COMMON STOCK 489170100 2597 58625 SH DFND 4 0 0 58625 KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 552 5230 SH DFND 2 5230 0 0 KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 0 0 SH DFND 4 0 0 0 KEY ENERGY SERVICES INC COMMON STOCK 492914106 2220 240249 SH DFND 2 117775 0 122474 KEY ENERGY SERVICES INC COMMON STOCK 492914106 6509 704398 SH DFND 4 105602 0 598796 KEYCORP COMMON STOCK 493267108 1454 102073 SH DFND 2 102073 0 0 KEYCORP COMMON STOCK 493267108 12222 858283 SH DFND 4 22094 0 836189 KFORCE INC COMMON STOCK 493732101 3074 144204 SH DFND 2 65027 0 79177 KFORCE INC COMMON STOCK 493732101 6068 284598 SH DFND 4 76153 0 208445 KILROY REALTY CORP COMMON STOCK 49427F108 221 3775 SH DFND 2 3775 0 0 KILROY REALTY CORP COMMON STOCK 49427F108 1877 32045 SH DFND 4 1755 0 30290 KIMBERLY-CLARK CORP COMMON STOCK 494368103 9784 88746 SH DFND 2 75870 0 12876 KIMBERLY-CLARK CORP COMMON STOCK 494368103 40863 370635 SH DFND 4 15159 0 355476 KIMCO REALTY CORP COMMON STOCK 49446R109 1928 88133 SH DFND 2 67626 0 20507 KIMCO REALTY CORP COMMON STOCK 49446R109 1636 74752 SH DFND 4 0 0 74752 KINDER MORGAN INC COMMON STOCK 49456B101 1824 56149 SH DFND 2 46832 0 9317 KINDER MORGAN INC COMMON STOCK 49456B101 2090 64337 SH DFND 4 0 0 64337 KINDRED BIOSCIENCES INC COMMON STOCK 494577109 0 0 SH DFND 2 0 0 0 KINDRED BIOSCIENCES INC COMMON STOCK 494577109 2787 150400 SH DFND 4 0 0 150400 KINDRED HEALTHCARE INC COMMON STOCK 494580103 184 7840 SH DFND 2 6108 0 1732 KINDRED HEALTHCARE INC COMMON STOCK 494580103 831 35503 SH DFND 4 2061 0 33442 KIRBY CORP COMMON STOCK 497266106 1371 13540 SH DFND 2 13540 0 0 KIRBY CORP COMMON STOCK 497266106 25150 248400 SH DFND 4 0 0 248400 KKR & CO LP COMMON STOCK 48248M102 1361 59602 SH DFND 2 59602 0 0 KKR & CO LP COMMON STOCK 48248M102 84356 3693354 SH DFND 4 0 0 3693354 KLA-TENCOR CORPORATION COMMON STOCK 482480100 461 6670 SH DFND 2 6670 0 0 KLA-TENCOR CORPORATION COMMON STOCK 482480100 3128 45241 SH DFND 4 0 0 45241 KODIAK OIL & GAS CORP COMMON STOCK 50015Q100 18386 1514524 SH DFND 2 1339170 0 175354 KODIAK OIL & GAS CORP COMMON STOCK 50015Q100 94010 7743857 SH DFND 4 184263 0 7559594 KOHLS CORP COMMON STOCK 500255104 454 8001 SH DFND 2 8001 0 0 KOHLS CORP COMMON STOCK 500255104 93 1646 SH DFND 4 0 0 1646 KOPPERS HOLDINGS INC COMMON STOCK 50060P106 606 14700 SH DFND 2 14700 0 0 KOPPERS HOLDINGS INC COMMON STOCK 50060P106 1320 32015 SH DFND 4 0 0 32015 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 695 23356 SH DFND 2 19702 0 3654 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 1054 35389 SH DFND 4 780 0 34609 KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 4065 72466 SH DFND 2 72466 0 0 KRAFT FOODS GROUP INC COMMON STOCK 50076Q106 62480 1113729 SH DFND 4 64400 0 1049329 KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 2143 81996 SH DFND 2 27783 0 54213 KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 4794 183406 SH DFND 4 57464 0 125942 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 869 49004 SH DFND 2 41366 0 7638 KRISPY KREME DOUGHNUTS INC COMMON STOCK 501014104 1170 65974 SH DFND 4 1559 0 64415 KROGER CO COMMON STOCK 501044101 909 20816 SH DFND 2 20816 0 0 KROGER CO COMMON STOCK 501044101 10984 251637 SH DFND 4 0 0 251637 L BRANDS INC COMMON STOCK 501797104 555 9783 SH DFND 2 9783 0 0 L BRANDS INC COMMON STOCK 501797104 0 0 SH DFND 4 0 0 0 L-3 COMMS HLDGS INC CONVERTIBLE BONDS 502413AW7 0 0 SH DFND 2 0 0 0 L-3 COMMS HLDGS INC CONVERTIBLE BONDS 502413AW7 7002 5260000 SH DFND 4 0 0 5260000 L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 7750 65593 SH DFND 2 62051 0 3542 L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 371303 3142641 SH DFND 4 55996 0 3086645 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 1938 19735 SH DFND 2 16235 0 3500 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 7277 74099 SH DFND 4 0 0 74099 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 2297 57100 SH DFND 2 17800 0 39300 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 4860 120835 SH DFND 4 41235 0 79600 LAM RESEARCH CORP COMMON STOCK 512807108 3430 62368 SH DFND 2 62368 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 51901 943650 SH DFND 4 0 0 943650 LANDEC CORP COMMON STOCK 514766104 765 68588 SH DFND 2 56945 0 11643 LANDEC CORP COMMON STOCK 514766104 1002 89822 SH DFND 4 2242 0 87580 LAS VEGAS SANDS CORP COMMON STOCK 517834107 15 189 SH DFND 2 189 0 0 LAS VEGAS SANDS CORP COMMON STOCK 517834107 10381 128504 SH DFND 4 0 0 128504 LA-Z-BOY INC COMMON STOCK 505336107 395 14594 SH DFND 2 12003 0 2591 LA-Z-BOY INC COMMON STOCK 505336107 631 23293 SH DFND 4 519 0 22774 LEAR CORP COMMON STOCK 521865204 1172 14000 SH DFND 2 14000 0 0 LEAR CORP COMMON STOCK 521865204 9128 109025 SH DFND 4 0 0 109025 LEGG MASON INC COMMON STOCK 524901105 206 4201 SH DFND 2 4201 0 0 LEGG MASON INC COMMON STOCK 524901105 4259 86839 SH DFND 4 0 0 86839 LEGGETT & PLATT INC COMMON STOCK 524660107 655 20054 SH DFND 2 20054 0 0 LEGGETT & PLATT INC COMMON STOCK 524660107 3819 117000 SH DFND 4 6631 0 110369 LENNAR CORP-A COMMON STOCK 526057104 280 7073 SH DFND 2 7073 0 0 LENNAR CORP-A COMMON STOCK 526057104 0 0 SH DFND 4 0 0 0 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 353 12618 SH DFND 2 12618 0 0 LEUCADIA NATIONAL CORP COMMON STOCK 527288104 97958 3498500 SH DFND 4 0 0 3498500 LEVEL 3 COMMUNICATIONS CONV. NOTE 52729NBP4 1959 1274000 SH DFND 2 0 0 1274000 LEVEL 3 COMMUNICATIONS CONV. NOTE 52729NBP4 6382 4151000 SH DFND 4 0 0 4151000 LEVY ACQUISITION CORP STOCK UNIT 52748T203 0 0 SH DFND 2 0 0 0 LEVY ACQUISITION CORP STOCK UNIT 52748T203 212 21000 SH DFND 4 0 0 21000 LEVY ACQUISITION CORP STOCK UNIT 52748T203 0 0 SH DFND 2 0 0 0 LEVY ACQUISITION CORP STOCK UNIT 52748T203 212 21000 SH DFND 4 0 0 21000 LEXICON PHARMACEUTICALS INC COMMON STOCK 528872104 194 112408 SH DFND 2 93178 0 19230 LEXICON PHARMACEUTICALS INC COMMON STOCK 528872104 256 147816 SH DFND 4 3832 0 143984 LEXINGTON REALTY TRUST COMMON STOCK 529043101 470 43048 SH DFND 2 32517 0 10531 LEXINGTON REALTY TRUST COMMON STOCK 529043101 1156 105985 SH DFND 4 5505 0 100480 LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 144 3103 SH DFND 2 2412 0 691 LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 533 11522 SH DFND 4 0 0 11522 LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 4473 107518 SH DFND 2 107518 0 0 LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 46270 1112249 SH DFND 4 0 0 1112249 LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 5156 126646 SH DFND 2 126646 0 0 LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 127561 3133407 SH DFND 4 82000 0 3051407 LIBERTY INTERACTIVE CORP-A COMMON STOCK 53071M104 1042 36106 SH DFND 2 36106 0 0 LIBERTY INTERACTIVE CORP-A COMMON STOCK 53071M104 7837 271463 SH DFND 4 14859 0 256604 LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 2067 3905000 SH DFND 2 0 0 3905000 LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 6878 12993000 SH DFND 4 0 0 12993000 LIBERTY MEDIA CORP - A COMMON STOCK 531229102 800 6119 SH DFND 2 6119 0 0 LIBERTY MEDIA CORP - A COMMON STOCK 531229102 6738 51545 SH DFND 4 2819 0 48726 LIFELOCK INC COMMON STOCK 53224V100 436 25466 SH DFND 2 21327 0 4139 LIFELOCK INC COMMON STOCK 53224V100 584 34132 SH DFND 4 1026 0 33106 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 2680 49135 SH DFND 2 49135 0 0 LIFEPOINT HOSPITALS INC COMMON STOCK 53219L109 27927 511947 SH DFND 4 0 0 511947 LIFEPOINT HOSPITALS, INC. CONV. NOTE 53219LAH2 80 75000 SH DFND 2 0 0 75000 LIFEPOINT HOSPITALS, INC. CONV. NOTE 53219LAH2 7 7000 SH DFND 4 0 0 7000 LIN MEDIA LLC - A COMMON STOCK 532771102 583 22007 SH DFND 2 18577 0 3430 LIN MEDIA LLC - A COMMON STOCK 532771102 769 29028 SH DFND 4 0 0 29028 LINCOLN NATIONAL CORP COMMON STOCK 534187109 612 12071 SH DFND 2 12071 0 0 LINCOLN NATIONAL CORP COMMON STOCK 534187109 21337 421097 SH DFND 4 0 0 421097 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 455 9340 SH DFND 2 9340 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 0 0 SH DFND 4 0 0 0 LINEAR TECHNOLOGY CORP CONVERTIBLE BONDS 535678AC0 2431 2035000 SH DFND 2 0 0 2035000 LINEAR TECHNOLOGY CORP CONVERTIBLE BONDS 535678AC0 8289 6940000 SH DFND 4 0 0 6940000 LOCKHEED MARTIN CORP COMMON STOCK 539830109 1731 10601 SH DFND 2 10601 0 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 0 0 SH DFND 4 0 0 0 LOEWS CORP COMMON STOCK 540424108 543 12329 SH DFND 2 12329 0 0 LOEWS CORP COMMON STOCK 540424108 0 0 SH DFND 4 0 0 0 LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 2306 154900 SH DFND 2 48400 0 106500 LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 4923 330600 SH DFND 4 112200 0 218400 LORAL SPACE & COMMUNICATIONS COMMON STOCK 543881106 743 10501 SH DFND 2 8610 0 1891 LORAL SPACE & COMMUNICATIONS COMMON STOCK 543881106 650 9194 SH DFND 4 151 0 9043 LORILLARD INC COMMON STOCK 544147101 4485 82930 SH DFND 2 61330 0 21600 LORILLARD INC COMMON STOCK 544147101 11463 211961 SH DFND 4 0 0 211961 LOWE'S COS INC COMMON STOCK 548661107 9079 185667 SH DFND 2 177967 0 7700 LOWE'S COS INC COMMON STOCK 548661107 67004 1370235 SH DFND 4 24785 0 1345450 LSB INDUSTRIES INC COMMON STOCK 502160104 2894 77340 SH DFND 2 38776 0 38564 LSB INDUSTRIES INC COMMON STOCK 502160104 5330 142429 SH DFND 4 33334 0 109095 LSI CORP COMMON STOCK 502161102 244 22067 SH DFND 2 22067 0 0 LSI CORP COMMON STOCK 502161102 0 0 SH DFND 4 0 0 0 LTC PROPERTIES INC COMMON STOCK 502175102 250 6646 SH DFND 2 5170 0 1476 LTC PROPERTIES INC COMMON STOCK 502175102 983 26134 SH DFND 4 518 0 25616 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK 55003T107 553 5891 SH DFND 2 5015 0 876 LUMBER LIQUIDATORS HOLDINGS COMMON STOCK 55003T107 722 7693 SH DFND 4 0 0 7693 LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 6540 73534 SH DFND 2 71999 0 1535 LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 152623 1716021 SH DFND 4 11066 0 1704955 M & T BANK CORP COMMON STOCK 55261F104 3707 30564 SH DFND 2 22464 0 8100 M & T BANK CORP COMMON STOCK 55261F104 6868 56616 SH DFND 4 0 0 56616 M/I HOMES INC CONV. NOTE 55292PAB1 1298 1216000 SH DFND 2 0 0 1216000 M/I HOMES INC CONV. NOTE 55292PAB1 4234 3966000 SH DFND 4 0 0 3966000 MACERICH CO/THE COMMON STOCK 554382101 785 12597 SH DFND 2 10575 0 2022 MACERICH CO/THE COMMON STOCK 554382101 81 1303 SH DFND 4 0 0 1303 MACY'S INC COMMON STOCK 55616P104 5312 89598 SH DFND 2 89598 0 0 MACY'S INC COMMON STOCK 55616P104 99779 1682893 SH DFND 4 65977 0 1616916 MADISON SQUARE GARDEN CO-A COMMON STOCK 55826P100 3741 65888 SH DFND 2 46888 0 19000 MADISON SQUARE GARDEN CO-A COMMON STOCK 55826P100 31951 562717 SH DFND 4 17100 0 545617 MAGICJACK VOCALTEC LTD ORDINARY SHARES M6787E101 565 26600 SH DFND 2 26600 0 0 MAGICJACK VOCALTEC LTD ORDINARY SHARES M6787E101 3864 182000 SH DFND 4 61800 0 120200 MAGNA INTERNATIONAL INC ORDINARY SHARES 559222401 0 0 SH DFND 2 0 0 0 MAGNA INTERNATIONAL INC ORDINARY SHARES 559222401 4244 44062 SH DFND 4 0 0 44062 MAGNACHIP SEMICONDUCT ORDINARY SHARES 55933J203 52 3713 SH DFND 2 2919 0 794 MAGNACHIP SEMICONDUCT ORDINARY SHARES 55933J203 995 71388 SH DFND 4 1098 0 70290 MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 2270 181856 SH DFND 2 59535 0 122321 MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 4886 391531 SH DFND 4 119800 0 271731 MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 155 9057 SH DFND 2 7066 0 1991 MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 630 36860 SH DFND 4 1742 0 35118 MALLINCKRODT PLC ORDINARY SHARES G5785G107 455 7174 SH DFND 2 7174 0 0 MALLINCKRODT PLC ORDINARY SHARES G5785G107 7053 111223 SH DFND 4 9543 0 101680 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 2442 69717 SH DFND 2 57767 0 11950 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 6452 184171 SH DFND 4 0 0 184171 MANPOWERGROUP INC COMMON STOCK 56418H100 509 6453 SH DFND 2 6453 0 0 MANPOWERGROUP INC COMMON STOCK 56418H100 9257 117436 SH DFND 4 2976 0 114460 MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 1194 40600 SH DFND 2 40600 0 0 MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 4517 153585 SH DFND 4 0 0 153585 MARATHON OIL CORP COMMON STOCK 565849106 15900 447635 SH DFND 2 447635 0 0 MARATHON OIL CORP COMMON STOCK 565849106 338686 9535081 SH DFND 4 411300 0 9123781 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 3165 36358 SH DFND 2 36358 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 41033 471432 SH DFND 4 33800 0 437632 MARCUS CORPORATION COMMON STOCK 566330106 722 43222 SH DFND 2 35566 0 7656 MARCUS CORPORATION COMMON STOCK 566330106 1165 69742 SH DFND 4 1354 0 68388 MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 0 0 SH DFND 2 0 0 0 MARKET VECTORS GOLD MINERS EXCHANGE TRADED FUNDS 57060U100 18063 765400 SH DFND 4 0 0 765400 MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 0 0 SH DFND 2 0 0 0 MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 7022 194350 SH DFND 4 0 0 194350 MARKET VECTORS VIETNAM ETF EXCHANGE TRADED FUNDS 57060U761 707 32611 SH DFND 2 32611 0 0 MARKET VECTORS VIETNAM ETF EXCHANGE TRADED FUNDS 57060U761 762 35135 SH DFND 4 674 0 34461 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 2765 49361 SH DFND 2 49361 0 0 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 62715 1119508 SH DFND 4 0 0 1119508 MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 2369 42377 SH DFND 2 12559 0 29818 MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 4810 86023 SH DFND 4 29214 0 56809 MARSH & MCLENNAN COS COMMON STOCK 571748102 1221 24760 SH DFND 2 24760 0 0 MARSH & MCLENNAN COS COMMON STOCK 571748102 8217 166670 SH DFND 4 0 0 166670 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 38 294 SH DFND 2 294 0 0 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 5874 45769 SH DFND 4 0 0 45769 MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 1118 70967 SH DFND 2 70967 0 0 MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 13361 848303 SH DFND 4 32872 0 815431 MASCO CORP COMMON STOCK 574599106 3378 152098 SH DFND 2 152098 0 0 MASCO CORP COMMON STOCK 574599106 9420 424139 SH DFND 4 0 0 424139 MASTEC INC CONV. NOTE 576323AM1 703 250000 SH DFND 2 0 0 250000 MASTEC INC CONV. NOTE 576323AM1 2490 885000 SH DFND 4 0 0 885000 MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 8492 113676 SH DFND 2 91576 0 22100 MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 27165 363648 SH DFND 4 0 0 363648 MATRIX SERVICE CO COMMON STOCK 576853105 2472 73184 SH DFND 2 22881 0 50303 MATRIX SERVICE CO COMMON STOCK 576853105 5260 155716 SH DFND 4 52763 0 102953 MATSON INC COMMON STOCK 57686G105 366 14825 SH DFND 2 12457 0 2368 MATSON INC COMMON STOCK 57686G105 489 19812 SH DFND 4 581 0 19231 MATTEL INC COMMON STOCK 577081102 546 13611 SH DFND 2 13611 0 0 MATTEL INC COMMON STOCK 577081102 0 0 SH DFND 4 0 0 0 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 1540 663773 SH DFND 2 206989 0 456784 MATTSON TECHNOLOGY INC COMMON STOCK 577223100 3302 1423227 SH DFND 4 483443 0 939784 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 4220 127406 SH DFND 2 108733 0 18673 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 52157 1574788 SH DFND 4 84100 0 1490688 MAXIMUS INC COMMON STOCK 577933104 589 13121 SH DFND 2 11514 0 1607 MAXIMUS INC COMMON STOCK 577933104 795 17717 SH DFND 4 0 0 17717 MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 373 5201 SH DFND 2 5201 0 0 MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 0 0 SH DFND 4 0 0 0 MCDERMOTT INTL INC COMMON STOCK 580037109 1242 158839 SH DFND 2 158839 0 0 MCDERMOTT INTL INC COMMON STOCK 580037109 20581 2631800 SH DFND 4 219300 0 2412500 MCDONALD'S CORP COMMON STOCK 580135101 9200 93850 SH DFND 2 78350 0 15500 MCDONALD'S CORP COMMON STOCK 580135101 23577 240506 SH DFND 4 0 0 240506 MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 2630 34469 SH DFND 2 34469 0 0 MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 19281 252695 SH DFND 4 10887 0 241808 MCKESSON CORP COMMON STOCK 58155Q103 6736 38151 SH DFND 2 33652 0 4499 MCKESSON CORP COMMON STOCK 58155Q103 38335 217111 SH DFND 4 6534 0 210577 MDC HOLDINGS INC COMMON STOCK 552676108 0 0 SH DFND 2 0 0 0 MDC HOLDINGS INC COMMON STOCK 552676108 6125 216600 SH DFND 4 0 0 216600 MDC PARTNERS INC-A ORDINARY SHARES 552697104 1618 70900 SH DFND 2 20950 0 49950 MDC PARTNERS INC-A ORDINARY SHARES 552697104 3264 143050 SH DFND 4 48650 0 94400 MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 3728 44844 SH DFND 2 44844 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 67719 814523 SH DFND 4 0 0 814523 MEADWESTVACO CORP COMMON STOCK 583334107 8602 228538 SH DFND 2 222723 0 5815 MEADWESTVACO CORP COMMON STOCK 583334107 36698 974977 SH DFND 4 7195 0 967782 MEDASSETS INC COMMON STOCK 584045108 1054 42653 SH DFND 2 35153 0 7500 MEDASSETS INC COMMON STOCK 584045108 1713 69324 SH DFND 4 1335 0 67989 MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 755 59026 SH DFND 2 42123 0 16903 MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 137 10689 SH DFND 4 0 0 10689 MEDICINES COMPANY COMMON STOCK 584688105 2703 95096 SH DFND 2 59566 0 35530 MEDICINES COMPANY COMMON STOCK 584688105 9943 349845 SH DFND 4 32352 0 317493 MEDICINES COMPANY CONV. NOTE 584688AC9 2039 1676000 SH DFND 2 0 0 1676000 MEDICINES COMPANY CONV. NOTE 584688AC9 6542 5376000 SH DFND 4 0 0 5376000 MEDIVATION INC COMMON STOCK 58501N101 0 0 SH DFND 2 0 0 0 MEDIVATION INC COMMON STOCK 58501N101 2993 46500 SH DFND 4 0 0 46500 MEDIVATION INC CONV. NOTE 58501NAA9 693 486000 SH DFND 2 0 0 486000 MEDIVATION INC CONV. NOTE 58501NAA9 2158 1514000 SH DFND 4 0 0 1514000 MEDLEY CAPITAL CORP COMMON STOCK 58503F106 2166 159148 SH DFND 2 50587 0 108561 MEDLEY CAPITAL CORP COMMON STOCK 58503F106 4635 340571 SH DFND 4 117292 0 223279 MEDNAX INC COMMON STOCK 58502B106 1884 30402 SH DFND 2 25302 0 5100 MEDNAX INC COMMON STOCK 58502B106 11890 191840 SH DFND 4 0 0 191840 MEDTRONIC INC COMMON STOCK 585055106 2530 41106 SH DFND 2 41106 0 0 MEDTRONIC INC COMMON STOCK 585055106 38414 624215 SH DFND 4 0 0 624215 MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 571 14600 SH DFND 2 12194 0 2406 MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 760 19434 SH DFND 4 578 0 18856 MENTOR GRAPHICS CORP COMMON STOCK 587200106 5430 246576 SH DFND 2 162162 0 84414 MENTOR GRAPHICS CORP COMMON STOCK 587200106 31729 1440937 SH DFND 4 78707 0 1362230 MENTOR GRAPHICS CORP CONVERTIBLE BONDS 587200AK2 2948 2370000 SH DFND 2 0 0 2370000 MENTOR GRAPHICS CORP CONVERTIBLE BONDS 587200AK2 8122 6530000 SH DFND 4 0 0 6530000 MERCK & CO. INC. COMMON STOCK 58933Y105 21490 378549 SH DFND 2 340471 0 38078 MERCK & CO. INC. COMMON STOCK 58933Y105 309480 5451467 SH DFND 4 133512 0 5317955 MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 0 0 SH DFND 2 0 0 0 MERIT MEDICAL SYSTEMS INC COMMON STOCK 589889104 6195 433242 SH DFND 4 0 0 433242 MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 1235 1221000 SH DFND 2 0 0 1221000 MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 3822 3779000 SH DFND 4 0 0 3779000 MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 954 189316 SH DFND 2 169516 0 19800 MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 4189 831216 SH DFND 4 4965 0 826251 META FINANCIAL GROUP INC COMMON STOCK 59100U108 2014 44900 SH DFND 2 14000 0 30900 META FINANCIAL GROUP INC COMMON STOCK 59100U108 4292 95700 SH DFND 4 32700 0 63000 METHANEX CORP COMMON STOCK 59151K108 0 0 SH DFND 2 0 0 0 METHANEX CORP COMMON STOCK 59151K108 3400 53169 SH DFND 4 0 0 53169 METLIFE INC COMMON STOCK 59156R108 12509 236912 SH DFND 2 236912 0 0 METLIFE INC COMMON STOCK 59156R108 240809 4560783 SH DFND 4 220469 0 4340314 METLIFE INC CONVERTIBLE PREF 59156R116 3520 110123 SH DFND 2 0 0 110123 METLIFE INC CONVERTIBLE PREF 59156R116 7254 235505 SH DFND 4 0 0 235505 MFA FINANCIAL INC COMMON STOCK 55272X102 4647 599620 SH DFND 2 456558 0 143062 MFA FINANCIAL INC COMMON STOCK 55272X102 48496 6257499 SH DFND 4 620615 0 5636884 MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 1489 1273000 SH DFND 2 0 0 1273000 MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 25026 21845000 SH DFND 4 0 0 21845000 MGM RESORTS INTL CONV. NOTE 55303QAE0 4194 2881000 SH DFND 2 0 0 2881000 MGM RESORTS INTL CONV. NOTE 55303QAE0 13437 9231000 SH DFND 4 0 0 9231000 MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 2807 30091 SH DFND 2 30091 0 0 MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 35356 379075 SH DFND 4 0 0 379075 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 372 7780 SH DFND 2 7780 0 0 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 0 0 SH DFND 4 0 0 0 MICROFINANCIAL INC COMMON STOCK 595072109 56 7074 SH DFND 2 5513 0 1561 MICROFINANCIAL INC COMMON STOCK 595072109 208 26402 SH DFND 4 0 0 26402 MICRON TECHNOLOGY INC COMMON STOCK 595112103 9785 413568 SH DFND 2 413568 0 0 MICRON TECHNOLOGY INC COMMON STOCK 595112103 485308 20511740 SH DFND 4 0 0 20511740 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AR4 582 232000 SH DFND 2 0 0 232000 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 8149 3680000 SH DFND 2 0 0 3680000 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AR4 20 8000 SH DFND 4 0 0 8000 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 28076 12679000 SH DFND 4 0 0 12679000 MICROS SYSTEMS INC COMMON STOCK 594901100 1310 24759 SH DFND 2 16859 0 7900 MICROS SYSTEMS INC COMMON STOCK 594901100 2918 55128 SH DFND 4 0 0 55128 MICROSEMI CORP COMMON STOCK 595137100 597 23864 SH DFND 2 19799 0 4065 MICROSEMI CORP COMMON STOCK 595137100 784 31321 SH DFND 4 883 0 30438 MICROSOFT CORP COMMON STOCK 594918104 29332 715588 SH DFND 2 660938 0 54650 MICROSOFT CORP COMMON STOCK 594918104 503999 12295665 SH DFND 4 50815 0 12244850 MID-AMERICA APARTMENT COMM COMMON STOCK 59522J103 217 3174 SH DFND 2 2262 0 912 MID-AMERICA APARTMENT COMM COMMON STOCK 59522J103 40 579 SH DFND 4 0 0 579 MIDCOAST ENERGY PARTNERS LP COMMON STOCK 59564N103 0 0 SH DFND 2 0 0 0 MIDCOAST ENERGY PARTNERS LP COMMON STOCK 59564N103 3515 170200 SH DFND 4 0 0 170200 MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T100 1321 246500 SH DFND 2 75100 0 171400 MIDSTATES PETROLEUM CO INC COMMON STOCK 59804T100 2747 512500 SH DFND 4 174200 0 338300 MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 122 6271 SH DFND 2 4893 0 1378 MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 480 24571 SH DFND 4 1533 0 23038 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 2321 35944 SH DFND 2 11986 0 23958 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 5116 79240 SH DFND 4 24630 0 54610 MISTRAS GROUP INC COMMON STOCK 60649T107 1742 76500 SH DFND 2 23900 0 52600 MISTRAS GROUP INC COMMON STOCK 60649T107 3732 163900 SH DFND 4 55700 0 108200 MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 0 0 SH DFND 2 0 0 0 MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 5746 533069 SH DFND 4 0 0 533069 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 335 2461 SH DFND 2 2461 0 0 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 0 0 SH DFND 4 0 0 0 MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 717 12177 SH DFND 2 12177 0 0 MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 2829 48068 SH DFND 4 2719 0 45349 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 2551 73837 SH DFND 2 73837 0 0 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 33667 974456 SH DFND 4 0 0 974456 MONSANTO CO COMMON STOCK 61166W101 16969 149151 SH DFND 2 149151 0 0 MONSANTO CO COMMON STOCK 61166W101 178013 1564676 SH DFND 4 0 0 1564676 MONSTER BEVERAGE CORP COMMON STOCK 611740101 2351 33846 SH DFND 2 33846 0 0 MONSTER BEVERAGE CORP COMMON STOCK 611740101 23652 340565 SH DFND 4 0 0 340565 MOODY'S CORP COMMON STOCK 615369105 611 7698 SH DFND 2 7698 0 0 MOODY'S CORP COMMON STOCK 615369105 3950 49795 SH DFND 4 0 0 49795 MORGAN STANLEY COMMON STOCK 617446448 7309 234496 SH DFND 2 234496 0 0 MORGAN STANLEY COMMON STOCK 617446448 78316 2512549 SH DFND 4 0 0 2512549 MOSAIC CO/THE COMMON STOCK 61945C103 681 13626 SH DFND 2 13626 0 0 MOSAIC CO/THE COMMON STOCK 61945C103 0 0 SH DFND 4 0 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 597 9282 SH DFND 2 9282 0 0 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 0 0 SH DFND 4 0 0 0 MPLX LP COMMON STOCK 55336V100 101 2055 SH DFND 2 2055 0 0 MPLX LP COMMON STOCK 55336V100 18135 370176 SH DFND 4 0 0 370176 MRC GLOBAL INC COMMON STOCK 55345K103 671 24894 SH DFND 2 19394 0 5500 MRC GLOBAL INC COMMON STOCK 55345K103 2786 103321 SH DFND 4 3625 0 99696 MSA SAFETY INC COMMON STOCK 553498106 806 14132 SH DFND 2 11805 0 2327 MSA SAFETY INC COMMON STOCK 553498106 1038 18206 SH DFND 4 0 0 18206 MSC INDUSTRIAL DIRECT CO-A COMMON STOCK 553530106 682 7878 SH DFND 2 5362 0 2516 MSC INDUSTRIAL DIRECT CO-A COMMON STOCK 553530106 1555 17972 SH DFND 4 0 0 17972 MTS SYSTEMS CORP COMMON STOCK 553777103 639 9328 SH DFND 2 7794 0 1534 MTS SYSTEMS CORP COMMON STOCK 553777103 818 11940 SH DFND 4 0 0 11940 MURPHY OIL CORP COMMON STOCK 626717102 440 7000 SH DFND 2 7000 0 0 MURPHY OIL CORP COMMON STOCK 626717102 0 0 SH DFND 4 0 0 0 MWI VETERINARY SUPPLY INC COMMON STOCK 55402X105 1313 8440 SH DFND 2 7044 0 1396 MWI VETERINARY SUPPLY INC COMMON STOCK 55402X105 1730 11115 SH DFND 4 275 0 10840 MYLAN INC COMMON STOCK 628530107 751 15389 SH DFND 2 15389 0 0 MYLAN INC COMMON STOCK 628530107 3531 72315 SH DFND 4 0 0 72315 MYRIAD GENETICS INC COMMON STOCK 62855J104 773 22600 SH DFND 2 22600 0 0 MYRIAD GENETICS INC COMMON STOCK 62855J104 3772 110325 SH DFND 4 0 0 110325 NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 1565 63489 SH DFND 2 63489 0 0 NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 14185 575452 SH DFND 4 0 0 575452 NACCO INDUSTRIES-CL A COMMON STOCK 629579103 49 898 SH DFND 2 702 0 196 NACCO INDUSTRIES-CL A COMMON STOCK 629579103 186 3437 SH DFND 4 0 0 3437 NANOSPHERE INC COMMON STOCK 63009F105 423 196859 SH DFND 2 164894 0 31965 NANOSPHERE INC COMMON STOCK 63009F105 567 263578 SH DFND 4 7908 0 255670 NATIONAL BANK HOLD-CL A COMMON STOCK 633707104 1806 89979 SH DFND 2 26977 0 63002 NATIONAL BANK HOLD-CL A COMMON STOCK 633707104 3697 184222 SH DFND 4 62630 0 121592 NATIONAL GRID PLC-SP ADR COMMON STOCK - ADR 636274300 0 0 SH DFND 2 0 0 0 NATIONAL GRID PLC-SP ADR COMMON STOCK - ADR 636274300 9658 140500 SH DFND 4 0 0 140500 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 3925 50403 SH DFND 2 50403 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 47931 615520 SH DFND 4 46100 0 569420 NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 237 3921 SH DFND 2 3046 0 875 NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 900 14889 SH DFND 4 493 0 14396 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 0 0 SH DFND 2 0 0 0 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 4784 256400 SH DFND 4 0 0 256400 NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 1257 37110 SH DFND 2 11086 0 26024 NAVISTAR INTERNATIONAL CORP COMMON STOCK 63934E108 2565 75725 SH DFND 4 25714 0 50011 NEKTAR THERAPEUTICS COMMON STOCK 640268108 697 57547 SH DFND 2 48232 0 9315 NEKTAR THERAPEUTICS COMMON STOCK 640268108 935 77120 SH DFND 4 2336 0 74784 NELNET INC-CL A COMMON STOCK 64031N108 891 21789 SH DFND 2 20593 0 1196 NELNET INC-CL A COMMON STOCK 64031N108 4546 111138 SH DFND 4 0 0 111138 NETAPP INC COMMON STOCK 64110D104 2962 80281 SH DFND 2 80281 0 0 NETAPP INC COMMON STOCK 64110D104 43022 1165913 SH DFND 4 20864 0 1145049 NETFLIX INC COMMON STOCK 64110L106 900 2557 SH DFND 2 2557 0 0 NETFLIX INC COMMON STOCK 64110L106 327 930 SH DFND 4 0 0 930 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 911 24240 SH DFND 2 20362 0 3878 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 1208 32153 SH DFND 4 638 0 31515 NEURALSTEM INC COMMON STOCK 64127R302 645 153960 SH DFND 2 153960 0 0 NEURALSTEM INC COMMON STOCK 64127R302 11899 2839859 SH DFND 4 0 0 2839859 NEUSTAR INC-CLASS A COMMON STOCK 64126X201 647 19900 SH DFND 2 19900 0 0 NEUSTAR INC-CLASS A COMMON STOCK 64126X201 2399 73796 SH DFND 4 0 0 73796 NEW HOME CO INC/THE COMMON STOCK 645370107 0 0 SH DFND 2 0 0 0 NEW HOME CO INC/THE COMMON STOCK 645370107 3148 221100 SH DFND 4 0 0 221100 NEW ORIENTAL EDUCATIO-SP ADR COMMON STOCK - ADR 647581107 754 25700 SH DFND 2 25700 0 0 NEW ORIENTAL EDUCATIO-SP ADR COMMON STOCK - ADR 647581107 2066 70400 SH DFND 4 0 0 70400 NEWELL RUBBERMAID INC COMMON STOCK 651229106 1767 59081 SH DFND 2 25541 0 33540 NEWELL RUBBERMAID INC COMMON STOCK 651229106 2911 97352 SH DFND 4 33064 0 64288 NEWLINK GENETICS CORP COMMON STOCK 651511107 299 10517 SH DFND 2 8819 0 1698 NEWLINK GENETICS CORP COMMON STOCK 651511107 389 13683 SH DFND 4 0 0 13683 NEWMONT MINING CORP COMMON STOCK 651639106 470 20033 SH DFND 2 20033 0 0 NEWMONT MINING CORP COMMON STOCK 651639106 42 1807 SH DFND 4 0 0 1807 NEWMONT MINING CORP CONV. NOTE 651639AJ5 1249 1180000 SH DFND 2 0 0 1180000 NEWMONT MINING CORP CONV. 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65473P105 197 5542 SH DFND 4 0 0 5542 NN INC COMMON STOCK 629337106 245 12460 SH DFND 2 9708 0 2752 NN INC COMMON STOCK 629337106 960 48721 SH DFND 4 2714 0 46007 NOBLE CORP PLC COMMON STOCK G65431101 324 9900 SH DFND 2 9900 0 0 NOBLE CORP PLC COMMON STOCK G65431101 1807 55200 SH DFND 4 0 0 55200 NOBLE ENERGY INC COMMON STOCK 655044105 1021 14368 SH DFND 2 14368 0 0 NOBLE ENERGY INC COMMON STOCK 655044105 0 0 SH DFND 4 0 0 0 NORDIC AMERICAN TANKERS LTD ORDINARY SHARES G65773106 0 0 SH DFND 2 0 0 0 NORDIC AMERICAN TANKERS LTD ORDINARY SHARES G65773106 10657 1083000 SH DFND 4 0 0 1083000 NORDSTROM INC COMMON STOCK 655664100 366 5853 SH DFND 2 5853 0 0 NORDSTROM INC COMMON STOCK 655664100 0 0 SH DFND 4 0 0 0 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 1226 12619 SH DFND 2 12619 0 0 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 0 0 SH DFND 4 0 0 0 NORTHEAST UTILITIES COMMON STOCK 664397106 579 12721 SH DFND 2 12721 0 0 NORTHEAST UTILITIES COMMON STOCK 664397106 1739 38209 SH DFND 4 0 0 38209 NORTHERN TRUST CORP COMMON STOCK 665859104 577 8800 SH DFND 2 8800 0 0 NORTHERN TRUST CORP COMMON STOCK 665859104 0 0 SH DFND 4 0 0 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 15402 124837 SH DFND 2 124837 0 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 367543 2978948 SH DFND 4 98238 0 2880710 NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 29 896 SH DFND 2 896 0 0 NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK G66721104 15247 472484 SH DFND 4 0 0 472484 NOVARTIS AG-ADR COMMON STOCK - ADR 66987V109 0 0 SH DFND 2 0 0 0 NOVARTIS AG-ADR COMMON STOCK - ADR 66987V109 2636 31000 SH DFND 4 0 0 31000 NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 4610 2701000 SH DFND 2 0 0 2701000 NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 13549 7938000 SH DFND 4 0 0 7938000 NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 821 27424 SH DFND 2 23829 0 3595 NPS PHARMACEUTICALS INC COMMON STOCK 62936P103 1129 37722 SH DFND 4 943 0 36779 NRG ENERGY INC COMMON STOCK 629377508 4680 147168 SH DFND 2 147168 0 0 NRG ENERGY INC COMMON STOCK 629377508 87268 2744289 SH DFND 4 51800 0 2692489 NU SKIN ENTERPRISES INC - A COMMON STOCK 67018T105 465 5618 SH DFND 2 4693 0 925 NU SKIN ENTERPRISES INC - A COMMON STOCK 67018T105 772 9313 SH DFND 4 208 0 9105 NUCOR CORP COMMON STOCK 670346105 684 13531 SH DFND 2 13531 0 0 NUCOR CORP COMMON STOCK 670346105 2963 58622 SH DFND 4 0 0 58622 NVIDIA CORP COMMON STOCK 67066G104 407 22735 SH DFND 2 22735 0 0 NVIDIA CORP COMMON STOCK 67066G104 4003 223524 SH DFND 4 0 0 223524 NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 2523 42899 SH DFND 2 42899 0 0 NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 44042 748880 SH DFND 4 58711 0 690169 NXSTAGE MEDICAL INC COMMON STOCK 67072V103 492 38612 SH DFND 2 32217 0 6395 NXSTAGE MEDICAL INC COMMON STOCK 67072V103 653 51248 SH DFND 4 1502 0 49746 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 9185 96387 SH DFND 2 87887 0 8500 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 105553 1107708 SH DFND 4 23189 0 1084519 OCEANEERING INTL INC COMMON STOCK 675232102 497 6914 SH DFND 2 6914 0 0 OCEANEERING INTL INC COMMON STOCK 675232102 3387 47135 SH DFND 4 2584 0 44551 OCWEN FINANCIAL CORP COMMON STOCK 675746309 136 3471 SH DFND 2 2718 0 753 OCWEN FINANCIAL CORP COMMON STOCK 675746309 199335 5087667 SH DFND 4 679 0 5086988 OFFICE DEPOT INC COMMON STOCK 676220106 1847 447117 SH DFND 2 447117 0 0 OFFICE DEPOT INC COMMON STOCK 676220106 118066 28587329 SH DFND 4 405000 0 28182329 OFG BANCORP COMMON STOCK 67103X102 3356 195228 SH DFND 2 93228 0 102000 OFG BANCORP COMMON STOCK 67103X102 12819 745746 SH DFND 4 100887 0 644859 OGE ENERGY CORP COMMON STOCK 670837103 3 90 SH DFND 2 90 0 0 OGE ENERGY CORP COMMON STOCK 670837103 1702 46300 SH DFND 4 0 0 46300 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 1297 13157 SH DFND 2 13157 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 33456 339309 SH DFND 4 1569 0 337740 OLIN CORP COMMON STOCK 680665205 752 27225 SH DFND 2 22749 0 4476 OLIN CORP COMMON STOCK 680665205 1246 45131 SH DFND 4 1018 0 44113 OM GROUP INC COMMON STOCK 670872100 2330 70126 SH DFND 2 23812 0 46314 OM GROUP INC COMMON STOCK 670872100 19800 596016 SH DFND 4 48575 0 547441 OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 463 13827 SH DFND 2 10111 0 3716 OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 3139 93633 SH DFND 4 0 0 93633 OMNICOM GROUP COMMON STOCK 681919106 2293 31588 SH DFND 2 24846 0 6742 OMNICOM GROUP COMMON STOCK 681919106 8163 112442 SH DFND 4 0 0 112442 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 1317 74417 SH DFND 2 67320 0 7097 OMNIVISION TECHNOLOGIES INC COMMON STOCK 682128103 3468 195920 SH DFND 4 1395 0 194525 OMNOVA SOLUTIONS INC COMMON STOCK 682129101 1508 145269 SH DFND 2 42759 0 102510 OMNOVA SOLUTIONS INC COMMON STOCK 682129101 3034 292316 SH DFND 4 99353 0 192963 ON ASSIGNMENT INC COMMON STOCK 682159108 1940 50261 SH DFND 2 41876 0 8385 ON ASSIGNMENT INC COMMON STOCK 682159108 2553 66165 SH DFND 4 1614 0 64551 ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 3664 3003000 SH DFND 2 0 0 3003000 ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 11697 9588000 SH DFND 4 0 0 9588000 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 0 0 SH DFND 2 0 0 0 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 590 50200 SH DFND 4 0 0 50200 ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 1283 60183 SH DFND 2 21010 0 39173 ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 2869 134549 SH DFND 4 38377 0 96172 ONEOK INC COMMON STOCK 682680103 486 8210 SH DFND 2 8210 0 0 ONEOK INC COMMON STOCK 682680103 0 0 SH DFND 4 0 0 0 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 2812 156567 SH DFND 2 90856 0 65711 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 5096 283746 SH DFND 4 66643 0 217103 ORACLE CORP COMMON STOCK 68389X105 18670 456360 SH DFND 2 432060 0 24300 ORACLE CORP COMMON STOCK 68389X105 283328 6925641 SH DFND 4 53428 0 6872213 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 583 73130 SH DFND 2 60681 0 12449 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 957 120121 SH DFND 4 2565 0 117556 ORBITAL SCIENCES CORP COMMON STOCK 685564106 985 35300 SH DFND 2 35300 0 0 ORBITAL SCIENCES CORP COMMON STOCK 685564106 3238 116055 SH DFND 4 0 0 116055 O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 640 4311 SH DFND 2 4311 0 0 O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 0 0 SH DFND 4 0 0 0 ORION MARINE GROUP INC COMMON STOCK 68628V308 1816 144500 SH DFND 2 45200 0 99300 ORION MARINE GROUP INC COMMON STOCK 68628V308 3877 308400 SH DFND 4 104800 0 203600 OSHKOSH CORP COMMON STOCK 688239201 1160 19700 SH DFND 2 19700 0 0 OSHKOSH CORP COMMON STOCK 688239201 6358 108004 SH DFND 4 0 0 108004 OUTERWALL INC CONV. NOTE 19259PAF9 1440 800000 SH DFND 2 0 0 800000 OUTERWALL INC CONV. NOTE 19259PAF9 4139 2300000 SH DFND 4 0 0 2300000 OVERSTOCK.COM INC COMMON STOCK 690370101 519 26339 SH DFND 2 22037 0 4302 OVERSTOCK.COM INC COMMON STOCK 690370101 855 43406 SH DFND 4 959 0 42447 OWENS & MINOR INC COMMON STOCK 690732102 701 20000 SH DFND 2 20000 0 0 OWENS & MINOR INC COMMON STOCK 690732102 2440 69655 SH DFND 4 0 0 69655 OWENS CORNING COMMON STOCK 690742101 0 0 SH DFND 2 0 0 0 OWENS CORNING COMMON STOCK 690742101 2146 49700 SH DFND 4 0 0 49700 OWENS-ILLINOIS INC COMMON STOCK 690768403 1010 29863 SH DFND 2 29863 0 0 OWENS-ILLINOIS INC COMMON STOCK 690768403 7430 219636 SH DFND 4 0 0 219636 P G & E CORP COMMON STOCK 69331C108 4282 99117 SH DFND 2 85317 0 13800 P G & E CORP COMMON STOCK 69331C108 64801 1500031 SH DFND 4 15659 0 1484372 PACCAR INC COMMON STOCK 693718108 946 14030 SH DFND 2 14030 0 0 PACCAR INC COMMON STOCK 693718108 0 0 SH DFND 4 0 0 0 PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 2534 157031 SH DFND 2 51885 0 105146 PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 5586 346103 SH DFND 4 111104 0 234999 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 333 4727 SH DFND 2 4727 0 0 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 2842 40383 SH DFND 4 2195 0 38188 PACWEST BANCORP COMMON STOCK 695263103 943 21933 SH DFND 2 18627 0 3306 PACWEST BANCORP COMMON STOCK 695263103 26708 620977 SH DFND 4 676 0 620301 PALL CORP COMMON STOCK 696429307 395 4413 SH DFND 2 4413 0 0 PALL CORP COMMON STOCK 696429307 0 0 SH DFND 4 0 0 0 PANDORA MEDIA INC COMMON STOCK 698354107 273 9002 SH DFND 2 9002 0 0 PANDORA MEDIA INC COMMON STOCK 698354107 36968 1219264 SH DFND 4 0 0 1219264 PAPA JOHN'S INTL INC COMMON STOCK 698813102 1805 34636 SH DFND 2 28920 0 5716 PAPA JOHN'S INTL INC COMMON STOCK 698813102 2393 45927 SH DFND 4 1372 0 44555 PARKER HANNIFIN CORP COMMON STOCK 701094104 708 5915 SH DFND 2 5915 0 0 PARKER HANNIFIN CORP COMMON STOCK 701094104 5952 49717 SH DFND 4 0 0 49717 PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 2063 36741 SH DFND 2 10977 0 25764 PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 4226 75265 SH DFND 4 25550 0 49715 PARTNERRE LTD ORDINARY SHARES G6852T105 7937 76683 SH DFND 2 52983 0 23700 PARTNERRE LTD ORDINARY SHARES G6852T105 71579 691588 SH DFND 4 71650 0 619938 PATTERSON COS INC COMMON STOCK 703395103 1648 39453 SH DFND 2 33453 0 6000 PATTERSON COS INC COMMON STOCK 703395103 5903 141366 SH DFND 4 0 0 141366 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 627 19800 SH DFND 2 19800 0 0 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 4023 126980 SH DFND 4 0 0 126980 PAYCHEX INC COMMON STOCK 704326107 541 12701 SH DFND 2 12701 0 0 PAYCHEX INC COMMON STOCK 704326107 0 0 SH DFND 4 0 0 0 PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 141 5458 SH DFND 2 5458 0 0 PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 1298 50297 SH DFND 4 2531 0 47766 PDL BIO PHARMA INC CONV. NOTE 69329YAC8 1390 1018000 SH DFND 2 0 0 1018000 PDL BIO PHARMA INC CONV. NOTE 69329YAC8 4959 3633000 SH DFND 4 0 0 3633000 PDL BIOPHARMA INC COMMON STOCK 69329Y104 1986 239000 SH DFND 2 74700 0 164300 PDL BIOPHARMA INC COMMON STOCK 69329Y104 4230 509000 SH DFND 4 172700 0 336300 PDL BIOPHARMA INC CONV. NOTE 69329YAF1 936 889000 SH DFND 2 0 0 889000 PDL BIOPHARMA INC CONV. NOTE 69329YAF1 3074 2921000 SH DFND 4 0 0 2921000 PEABODY ENERGY CORP COMMON STOCK 704549104 178 10877 SH DFND 2 10877 0 0 PEABODY ENERGY CORP COMMON STOCK 704549104 0 0 SH DFND 4 0 0 0 PEABODY ENERGY CORP CONVERTIBLE BONDS 704549AG9 100 124000 SH DFND 2 0 0 124000 PEABODY ENERGY CORP CONVERTIBLE BONDS 704549AG9 554 685000 SH DFND 4 0 0 685000 PENN NATIONAL GAMING INC COMMON STOCK 707569109 7364 597752 SH DFND 2 559229 0 38523 PENN NATIONAL GAMING INC COMMON STOCK 707569109 46439 3769428 SH DFND 4 34638 0 3734790 PENN VIRGINIA CORP COMMON STOCK 707882106 0 0 SH DFND 2 0 0 0 PENN VIRGINIA CORP COMMON STOCK 707882106 2384 136300 SH DFND 4 0 0 136300 PENTAIR LTD-REGISTERED COMMON STOCK H6169Q108 640 8063 SH DFND 2 8063 0 0 PENTAIR LTD-REGISTERED COMMON STOCK H6169Q108 0 0 SH DFND 4 0 0 0 PEOPLES BANCORP INC COMMON STOCK 709789101 144 5807 SH DFND 2 4527 0 1280 PEOPLES BANCORP INC COMMON STOCK 709789101 568 22963 SH DFND 4 1261 0 21702 PEOPLE'S UNITED FINANCIAL COMMON STOCK 712704105 186 12500 SH DFND 2 12500 0 0 PEOPLE'S UNITED FINANCIAL COMMON STOCK 712704105 0 0 SH DFND 4 0 0 0 PEP BOYS-MANNY MOE & JACK COMMON STOCK 713278109 1233 96900 SH DFND 2 30300 0 66600 PEP BOYS-MANNY MOE & JACK COMMON STOCK 713278109 2632 206900 SH DFND 4 70300 0 136600 PEPCO HOLDINGS INC COMMON STOCK 713291102 204 9945 SH DFND 2 9945 0 0 PEPCO HOLDINGS INC COMMON STOCK 713291102 0 0 SH DFND 4 0 0 0 PEPSICO INC COMMON STOCK 713448108 15882 190201 SH DFND 2 169001 0 21200 PEPSICO INC COMMON STOCK 713448108 152691 1828633 SH DFND 4 39600 0 1789033 PERFICIENT INC COMMON STOCK 71375U101 1797 99194 SH DFND 2 34643 0 64551 PERFICIENT INC COMMON STOCK 71375U101 4090 225745 SH DFND 4 68253 0 157492 PERFORMANT FINANCIAL CORP COMMON STOCK 71377E105 2291 253107 SH DFND 2 101828 0 151279 PERFORMANT FINANCIAL CORP COMMON STOCK 71377E105 4552 503002 SH DFND 4 145996 0 357006 PERICOM SEMICONDUCTOR CORP COMMON STOCK 713831105 1080 137900 SH DFND 2 41200 0 96700 PERICOM SEMICONDUCTOR CORP COMMON STOCK 713831105 2200 281000 SH DFND 4 95500 0 185500 PERKINELMER INC COMMON STOCK 714046109 1837 40763 SH DFND 2 40763 0 0 PERKINELMER INC COMMON STOCK 714046109 38160 846863 SH DFND 4 0 0 846863 PERNIX THERAPEUTICS HOLDINGS COMMON STOCK 71426V108 0 0 SH DFND 2 0 0 0 PERNIX THERAPEUTICS HOLDINGS COMMON STOCK 71426V108 696 130162 SH DFND 4 0 0 130162 PERRIGO CO PLC COMMON STOCK G97822103 2111 13652 SH DFND 2 11009 0 2643 PERRIGO CO PLC COMMON STOCK G97822103 2893 18704 SH DFND 4 0 0 18704 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 423 30764 SH DFND 2 25017 0 5747 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 721 52480 SH DFND 4 0 0 52480 PETROLEO BRASILEIRO-SPON ADR COMMON STOCK - ADR 71654V101 91 6582 SH DFND 2 6582 0 0 PETROLEO BRASILEIRO-SPON ADR COMMON STOCK - ADR 71654V101 619 44639 SH DFND 4 1064 0 43575 PETSMART INC COMMON STOCK 716768106 1558 22612 SH DFND 2 19156 0 3456 PETSMART INC COMMON STOCK 716768106 6064 88030 SH DFND 4 3654 0 84376 PFIZER INC COMMON STOCK 717081103 24851 773682 SH DFND 2 704253 0 69429 PFIZER INC COMMON STOCK 717081103 336763 10484528 SH DFND 4 284399 0 10200129 PHH CORP COMMON STOCK 693320202 1521 58875 SH DFND 2 20033 0 38842 PHH CORP COMMON STOCK 693320202 3313 128204 SH DFND 4 37100 0 91104 PHH CORP CONV. NOTE 693320AN3 134 124000 SH DFND 2 0 0 124000 PHH CORP CONV. NOTE 693320AN3 856 794000 SH DFND 4 0 0 794000 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 18398 224721 SH DFND 2 224721 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 299231 3654950 SH DFND 4 53650 0 3601300 PHILLIPS 66 COMMON STOCK 718546104 5452 70755 SH DFND 2 63614 0 7141 PHILLIPS 66 COMMON STOCK 718546104 21397 277661 SH DFND 4 11296 0 266365 PHOTOMEDEX INC COMMON STOCK 719358301 2010 127000 SH DFND 2 39600 0 87400 PHOTOMEDEX INC COMMON STOCK 719358301 5771 364555 SH DFND 4 92500 0 272055 PHOTRONICS INC COMMON STOCK 719405102 2453 287522 SH DFND 2 135169 0 152353 PHOTRONICS INC COMMON STOCK 719405102 4442 520694 SH DFND 4 135003 0 385691 PHOTRONICS INC CONV. NOTE 719405AH5 1402 1277000 SH DFND 2 0 0 1277000 PHOTRONICS INC CONV. NOTE 719405AH5 4602 4193000 SH DFND 4 0 0 4193000 PIEDMONT NATURAL GAS CO COMMON STOCK 720186105 1310 37024 SH DFND 2 11536 0 25488 PIEDMONT NATURAL GAS CO COMMON STOCK 720186105 2799 79081 SH DFND 4 26964 0 52117 PIEDMONT OFFICE REALTY TRU-A COMMON STOCK 720190206 1104 64400 SH DFND 2 18900 0 45500 PIEDMONT OFFICE REALTY TRU-A COMMON STOCK 720190206 2216 129200 SH DFND 4 43900 0 85300 PINNACLE FOODS INC COMMON STOCK 72348P104 1639 54902 SH DFND 2 54902 0 0 PINNACLE FOODS INC COMMON STOCK 72348P104 29926 1002194 SH DFND 4 73197 0 928997 PINNACLE WEST CAPITAL COMMON STOCK 723484101 241 4411 SH DFND 2 4411 0 0 PINNACLE WEST CAPITAL COMMON STOCK 723484101 0 0 SH DFND 4 0 0 0 PIONEER ENERGY SERVICES CORP COMMON STOCK 723664108 1812 139957 SH DFND 2 43767 0 96190 PIONEER ENERGY SERVICES CORP COMMON STOCK 723664108 3868 298669 SH DFND 4 101548 0 197121 PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 1064 5688 SH DFND 2 5688 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 0 0 SH DFND 4 0 0 0 PITNEY BOWES INC COMMON STOCK 724479100 3605 138726 SH DFND 2 64310 0 74416 PITNEY BOWES INC COMMON STOCK 724479100 15240 586365 SH DFND 4 84840 0 501525 PLANTRONICS INC COMMON STOCK 727493108 366 8242 SH DFND 2 6886 0 1356 PLANTRONICS INC COMMON STOCK 727493108 495 11142 SH DFND 4 541 0 10601 PLUM CREEK TIMBER CO COMMON STOCK 729251108 309 7348 SH DFND 2 7348 0 0 PLUM CREEK TIMBER CO COMMON STOCK 729251108 85 2026 SH DFND 4 0 0 2026 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 4924 56603 SH DFND 2 56603 0 0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 28138 323424 SH DFND 4 16316 0 307108 PNM RESOURCES INC COMMON STOCK 69349H107 3438 127200 SH DFND 2 39800 0 87400 PNM RESOURCES INC COMMON STOCK 69349H107 7339 271500 SH DFND 4 92300 0 179200 POLYCOM INC COMMON STOCK 73172K104 2258 164600 SH DFND 2 84800 0 79800 POLYCOM INC COMMON STOCK 73172K104 6261 456344 SH DFND 4 76300 0 380044 POLYPORE INTERNATIONAL INC COMMON STOCK 73179V103 299 8738 SH DFND 2 7300 0 1438 POLYPORE INTERNATIONAL INC COMMON STOCK 73179V103 394 11522 SH DFND 4 345 0 11177 POPEYES LOUISIANA KITCHEN IN COMMON STOCK 732872106 639 15726 SH DFND 2 13088 0 2638 POPEYES LOUISIANA KITCHEN IN COMMON STOCK 732872106 23142 569449 SH DFND 4 543 0 568906 POPULAR INC COMMON STOCK 733174700 2337 75396 SH DFND 2 25868 0 49528 POPULAR INC COMMON STOCK 733174700 7664 247299 SH DFND 4 51090 0 196209 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK 73640Q105 3338 57697 SH DFND 2 28102 0 29595 PORTFOLIO RECOVERY ASSOCIATE COMMON STOCK 73640Q105 6685 115529 SH DFND 4 27883 0 87646 PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 2060 63700 SH DFND 2 18800 0 44900 PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 4152 128400 SH DFND 4 43600 0 84800 PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 0 0 SH DFND 2 0 0 0 PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 5190 200400 SH DFND 4 0 0 200400 POST PROPERTIES INC COMMON STOCK 737464107 918 18698 SH DFND 2 13343 0 5355 POST PROPERTIES INC COMMON STOCK 737464107 166 3387 SH DFND 4 0 0 3387 POTASH CORP OF SASKATCHEWAN ORDINARY SHARES 73755L107 1563 43157 SH DFND 2 43157 0 0 POTASH CORP OF SASKATCHEWAN ORDINARY SHARES 73755L107 109336 3018650 SH DFND 4 0 0 3018650 PPG INDUSTRIES INC COMMON STOCK 693506107 5984 30929 SH DFND 2 25129 0 5800 PPG INDUSTRIES INC COMMON STOCK 693506107 21170 109428 SH DFND 4 3187 0 106241 PPL CORPORATION COMMON STOCK 69351T106 4534 136803 SH DFND 2 117103 0 19700 PPL CORPORATION COMMON STOCK 69351T106 34779 1049444 SH DFND 4 22964 0 1026480 PPL CORPORATION CONVERTIBLE PREF 69351T114 6101 111366 SH DFND 2 0 0 111366 PPL CORPORATION CONVERTIBLE PREF 69351T114 72876 1331316 SH DFND 4 0 0 1331316 PRAXAIR INC COMMON STOCK 74005P104 1559 11902 SH DFND 2 11902 0 0 PRAXAIR INC COMMON STOCK 74005P104 0 0 SH DFND 4 0 0 0 PRECISION CASTPARTS CORP COMMON STOCK 740189105 1478 5849 SH DFND 2 5849 0 0 PRECISION CASTPARTS CORP COMMON STOCK 740189105 0 0 SH DFND 4 0 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 1186 43513 SH DFND 2 36206 0 7307 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 5084 186562 SH DFND 4 1357 0 185205 PRICELINE.COM INC COMMON STOCK 741503403 17590 14758 SH DFND 2 13684 0 1074 PRICELINE.COM INC COMMON STOCK 741503403 289116 242569 SH DFND 4 1081 0 241488 PRICELINE.COM INC CONV. NOTE 741503AQ9 5210 3680000 SH DFND 2 0 0 3680000 PRICELINE.COM INC CONV. NOTE 741503AQ9 15804 11164000 SH DFND 4 0 0 11164000 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 501 10890 SH DFND 2 10890 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 0 0 SH DFND 4 0 0 0 PROASSURANCE CORP COMMON STOCK 74267C106 1451 32577 SH DFND 2 22611 0 9966 PROASSURANCE CORP COMMON STOCK 74267C106 3532 79322 SH DFND 4 1054 0 78268 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 9910 122958 SH DFND 2 120270 0 2688 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 49268 611269 SH DFND 4 2437 0 608832 PROGRESSIVE CORP COMMON STOCK 743315103 526 21701 SH DFND 2 21701 0 0 PROGRESSIVE CORP COMMON STOCK 743315103 0 0 SH DFND 4 0 0 0 PROLOGIS INC COMMON STOCK 74340W103 2691 65900 SH DFND 2 53256 0 12644 PROLOGIS INC COMMON STOCK 74340W103 850 20828 SH DFND 4 0 0 20828 PROOFPOINT INC COMMON STOCK 743424103 579 15610 SH DFND 2 13085 0 2525 PROOFPOINT INC COMMON STOCK 743424103 782 21097 SH DFND 4 644 0 20453 PROTECTIVE LIFE CORP COMMON STOCK 743674103 241 4590 SH DFND 2 3616 0 974 PROTECTIVE LIFE CORP COMMON STOCK 743674103 3058 58141 SH DFND 4 0 0 58141 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 2855 100954 SH DFND 2 51332 0 49622 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 5547 196142 SH DFND 4 46530 0 149612 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 2368 128900 SH DFND 2 40300 0 88600 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 5055 275200 SH DFND 4 93700 0 181500 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 1541 18201 SH DFND 2 18201 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 22999 271700 SH DFND 4 0 0 271700 PS BUSINESS PARKS INC/CA COMMON STOCK 69360J107 1210 14471 SH DFND 2 11983 0 2488 PS BUSINESS PARKS INC/CA COMMON STOCK 69360J107 1962 23468 SH DFND 4 323 0 23145 PTC INC COMMON STOCK 69370C100 1062 29981 SH DFND 2 26728 0 3253 PTC INC COMMON STOCK 69370C100 1811 51117 SH DFND 4 0 0 51117 PTC THERAPEUTICS INC COMMON STOCK 69366J200 0 0 SH DFND 2 0 0 0 PTC THERAPEUTICS INC COMMON STOCK 69366J200 5753 220100 SH DFND 4 0 0 220100 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 757 19840 SH DFND 2 19840 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 0 0 SH DFND 4 0 0 0 PUBLIC STORAGE COMMON STOCK 74460D109 8808 52275 SH DFND 2 40119 0 12156 PUBLIC STORAGE COMMON STOCK 74460D109 22520 133660 SH DFND 4 3135 0 130525 PULTEGROUP INC COMMON STOCK 745867101 7364 383743 SH DFND 2 383743 0 0 PULTEGROUP INC COMMON STOCK 745867101 207233 10798997 SH DFND 4 116600 0 10682397 PUMA BIOTECHNOLOGY INC COMMON STOCK 74587V107 0 0 SH DFND 2 0 0 0 PUMA BIOTECHNOLOGY INC COMMON STOCK 74587V107 6612 63488 SH DFND 4 0 0 63488 PVH CORP COMMON STOCK 693656100 387 3100 SH DFND 2 3100 0 0 PVH CORP COMMON STOCK 693656100 0 0 SH DFND 4 0 0 0 QEP RESOURCES INC COMMON STOCK 74733V100 4881 165792 SH DFND 2 165792 0 0 QEP RESOURCES INC COMMON STOCK 74733V100 155007 5265190 SH DFND 4 104400 0 5160790 QIHOO 360 TECHNOLOGY CO-ADR COMMON STOCK - ADR 74734M109 220 2212 SH DFND 2 2212 0 0 QIHOO 360 TECHNOLOGY CO-ADR COMMON STOCK - ADR 74734M109 12204 122558 SH DFND 4 0 0 122558 QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 259 9755 SH DFND 2 8555 0 1200 QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 386 14534 SH DFND 4 0 0 14534 QTS REALTY TRUST INC-CL A COMMON STOCK 74736A103 998 39792 SH DFND 2 11649 0 28143 QTS REALTY TRUST INC-CL A COMMON STOCK 74736A103 1989 79293 SH DFND 4 26915 0 52378 QUALCOMM INC COMMON STOCK 747525103 9375 118879 SH DFND 2 118879 0 0 QUALCOMM INC COMMON STOCK 747525103 152196 1929946 SH DFND 4 0 0 1929946 QUALITY DISTRIBUTION INC COMMON STOCK 74756M102 3900 300266 SH DFND 2 147034 0 153232 QUALITY DISTRIBUTION INC COMMON STOCK 74756M102 7776 598614 SH DFND 4 145153 0 453461 QUANTA SERVICES INC COMMON STOCK 74762E102 314 8518 SH DFND 2 8518 0 0 QUANTA SERVICES INC COMMON STOCK 74762E102 105 2845 SH DFND 4 0 0 2845 QUANTUM CORP COMMON STOCK 747906204 92 75035 SH DFND 2 58443 0 16592 QUANTUM CORP COMMON STOCK 747906204 359 294587 SH DFND 4 18533 0 276054 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 357 6156 SH DFND 2 6156 0 0 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 2664 46000 SH DFND 4 0 0 46000 QUESTCOR PHARMACEUTICALS COMMON STOCK 74835Y101 2602 40079 SH DFND 2 21223 0 18856 QUESTCOR PHARMACEUTICALS COMMON STOCK 74835Y101 10446 160888 SH DFND 4 18050 0 142838 QUINTILES TRANSNATIONAL HOLD COMMON STOCK 74876Y101 0 0 SH DFND 2 0 0 0 QUINTILES TRANSNATIONAL HOLD COMMON STOCK 74876Y101 839 16533 SH DFND 4 0 0 16533 RADIAN GROUP INC COMMON STOCK 750236101 5029 334580 SH DFND 2 334580 0 0 RADIAN GROUP INC COMMON STOCK 750236101 74934 4985630 SH DFND 4 103000 0 4882630 RADIAN GROUP INC. CONV. NOTE 750236AK7 2403 1621000 SH DFND 2 0 0 1621000 RADIAN GROUP INC. CONV. NOTE 750236AK7 7813 5270000 SH DFND 4 0 0 5270000 RAIT FINANCIAL TRUST COMMON STOCK 749227609 1912 225200 SH DFND 2 70400 0 154800 RAIT FINANCIAL TRUST COMMON STOCK 749227609 4081 480700 SH DFND 4 163400 0 317300 RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 68 50000 SH DFND 2 0 0 50000 RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 0 0 SH DFND 4 0 0 0 RALPH LAUREN CORP COMMON STOCK 751212101 372 2310 SH DFND 2 2310 0 0 RALPH LAUREN CORP COMMON STOCK 751212101 0 0 SH DFND 4 0 0 0 RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 123 7558 SH DFND 2 5884 0 1674 RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 489 30014 SH DFND 4 1539 0 28475 RANGE RESOURCES CORP COMMON STOCK 75281A109 531 6400 SH DFND 2 6400 0 0 RANGE RESOURCES CORP COMMON STOCK 75281A109 0 0 SH DFND 4 0 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 3 57 SH DFND 2 57 0 0 RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 3544 63369 SH DFND 4 0 0 63369 RAYONIER INC COMMON STOCK 754907103 283 6174 SH DFND 2 6174 0 0 RAYONIER INC COMMON STOCK 754907103 2377 51770 SH DFND 4 2840 0 48930 RAYTHEON COMPANY COMMON STOCK 755111507 3830 38772 SH DFND 2 38772 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 81042 820342 SH DFND 4 11655 0 808687 RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 5907 204879 SH DFND 2 159810 0 45069 RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 55479 1924364 SH DFND 4 47631 0 1876733 REALTY INCOME CORP COMMON STOCK 756109104 425 10400 SH DFND 2 7447 0 2953 REALTY INCOME CORP COMMON STOCK 756109104 76 1866 SH DFND 4 0 0 1866 RECEPTOS INC COMMON STOCK 756207106 699 16676 SH DFND 2 14023 0 2653 RECEPTOS INC COMMON STOCK 756207106 14351 342172 SH DFND 4 248 0 341924 RED HAT INC COMMON STOCK 756577102 3179 60011 SH DFND 2 60011 0 0 RED HAT INC COMMON STOCK 756577102 52747 995601 SH DFND 4 0 0 995601 RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 659 9192 SH DFND 2 7760 0 1432 RED ROBIN GOURMET BURGERS COMMON STOCK 75689M101 3802 53036 SH DFND 4 0 0 53036 REDWOOD TRUST INC COMMON STOCK 758075402 722 35600 SH DFND 2 35600 0 0 REDWOOD TRUST INC COMMON STOCK 758075402 1900 93665 SH DFND 4 0 0 93665 REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 0 0 SH DFND 2 0 0 0 REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 5498 294330 SH DFND 4 0 0 294330 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 955 3180 SH DFND 2 3180 0 0 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 0 0 SH DFND 4 0 0 0 REGIONAL MANAGEMENT CORP COMMON STOCK 75902K106 1489 60391 SH DFND 2 18891 0 41500 REGIONAL MANAGEMENT CORP COMMON STOCK 75902K106 3171 128609 SH DFND 4 43605 0 85004 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 2683 241488 SH DFND 2 241488 0 0 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 44372 3993858 SH DFND 4 228100 0 3765758 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 2212 27777 SH DFND 2 8401 0 19376 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 4597 57726 SH DFND 4 19634 0 38092 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 273 3865 SH DFND 2 3865 0 0 RELIANCE STEEL & ALUMINUM COMMON STOCK 759509102 2317 32793 SH DFND 4 1794 0 30999 RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 1602 16410 SH DFND 2 11158 0 5252 RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 3565 36531 SH DFND 4 0 0 36531 REPLIGEN CORP COMMON STOCK 759916109 508 39490 SH DFND 2 32983 0 6507 REPLIGEN CORP COMMON STOCK 759916109 653 50806 SH DFND 4 0 0 50806 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 941 102969 SH DFND 2 95870 0 7099 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 4155 454565 SH DFND 4 1360 0 453205 REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 87 3865 SH DFND 2 3004 0 861 REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 322 14238 SH DFND 4 0 0 14238 REPUBLIC SERVICES INC COMMON STOCK 760759100 372 10899 SH DFND 2 10899 0 0 REPUBLIC SERVICES INC COMMON STOCK 760759100 0 0 SH DFND 4 0 0 0 RESMED INC COMMON STOCK 761152107 764 17100 SH DFND 2 17100 0 0 RESMED INC COMMON STOCK 761152107 4365 97670 SH DFND 4 0 0 97670 RETAIL OPPORTUNITY INVESTMEN COMMON STOCK 76131N101 234 15634 SH DFND 2 11230 0 4404 RETAIL OPPORTUNITY INVESTMEN COMMON STOCK 76131N101 42 2834 SH DFND 4 0 0 2834 RETAILMENOT INC COMMON STOCK 76132B106 1191 37214 SH DFND 2 31192 0 6022 RETAILMENOT INC COMMON STOCK 76132B106 1599 49968 SH DFND 4 1502 0 48466 RETROPHIN INC COMMON STOCK 761299106 911 42847 SH DFND 2 37376 0 5471 RETROPHIN INC COMMON STOCK 761299106 29155 1370715 SH DFND 4 1366 0 1369349 REYNOLDS AMERICAN INC COMMON STOCK 761713106 663 12402 SH DFND 2 12402 0 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 0 0 SH DFND 4 0 0 0 RF MICRO DEVICES INC COMMON STOCK 749941100 4530 574924 SH DFND 2 276348 0 298576 RF MICRO DEVICES INC COMMON STOCK 749941100 8918 1131766 SH DFND 4 285889 0 845877 RINGCENTRAL INC-CLASS A COMMON STOCK 76680R206 142 7854 SH DFND 2 6799 0 1055 RINGCENTRAL INC-CLASS A COMMON STOCK 76680R206 200 11070 SH DFND 4 329 0 10741 RITE AID CORP CONV. NOTE 767754BU7 137 55000 SH DFND 2 0 0 55000 RITE AID CORP CONV. NOTE 767754BU7 898 361000 SH DFND 4 0 0 361000 ROBERT HALF INTL INC COMMON STOCK 770323103 228 5442 SH DFND 2 5442 0 0 ROBERT HALF INTL INC COMMON STOCK 770323103 0 0 SH DFND 4 0 0 0 ROCK TENN COMPANY -CL A COMMON STOCK 772739207 2094 19833 SH DFND 2 14033 0 5800 ROCK TENN COMPANY -CL A COMMON STOCK 772739207 12410 117548 SH DFND 4 6100 0 111448 ROCKVILLE FINANCIAL INC COMMON STOCK 774188106 2047 150600 SH DFND 2 45500 0 105100 ROCKVILLE FINANCIAL INC COMMON STOCK 774188106 4220 310500 SH DFND 4 105500 0 205000 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 2032 16317 SH DFND 2 16317 0 0 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 11466 92063 SH DFND 4 5041 0 87022 ROCKWELL COLLINS INC COMMON STOCK 774341101 543 6816 SH DFND 2 6816 0 0 ROCKWELL COLLINS INC COMMON STOCK 774341101 21078 264568 SH DFND 4 0 0 264568 ROPER INDUSTRIES INC COMMON STOCK 776696106 2022 15146 SH DFND 2 11601 0 3545 ROPER INDUSTRIES INC COMMON STOCK 776696106 3340 25020 SH DFND 4 0 0 25020 ROSETTA RESOURCES INC COMMON STOCK 777779307 654 14041 SH DFND 2 12189 0 1852 ROSETTA RESOURCES INC COMMON STOCK 777779307 841 18048 SH DFND 4 339 0 17709 ROSS STORES INC COMMON STOCK 778296103 617 8622 SH DFND 2 8622 0 0 ROSS STORES INC COMMON STOCK 778296103 0 0 SH DFND 4 0 0 0 ROUNDY'S INC COMMON STOCK 779268101 0 0 SH DFND 2 0 0 0 ROUNDY'S INC COMMON STOCK 779268101 420 61000 SH DFND 4 0 0 61000 ROVI CORP COMMON STOCK 779376102 177 7757 SH DFND 2 6042 0 1715 ROVI CORP COMMON STOCK 779376102 693 30424 SH DFND 4 1801 0 28623 ROWAN COMPANIES PLC-A COMMON STOCK G7665A101 212 6303 SH DFND 2 6303 0 0 ROWAN COMPANIES PLC-A COMMON STOCK G7665A101 21524 639085 SH DFND 4 0 0 639085 ROYAL DUTCH SHELL PLC-ADR COMMON STOCK - ADR 780259206 7926 108485 SH DFND 2 108485 0 0 ROYAL DUTCH SHELL PLC-ADR COMMON STOCK - ADR 780259206 298703 4088459 SH DFND 4 146003 0 3942456 RPM INTERNATIONAL INC COMMON STOCK 749685103 1888 45124 SH DFND 2 13208 0 31916 RPM INTERNATIONAL INC COMMON STOCK 749685103 3782 90387 SH DFND 4 30748 0 59639 RPM INTERNATIONAL INC CONV. NOTE 749685AT0 1833 1582000 SH DFND 2 0 0 1582000 RPM INTERNATIONAL INC CONV. NOTE 749685AT0 4900 4229000 SH DFND 4 0 0 4229000 RUCKUS WIRELESS INC COMMON STOCK 781220108 640 52593 SH DFND 2 43963 0 8630 RUCKUS WIRELESS INC COMMON STOCK 781220108 851 69959 SH DFND 4 2090 0 67869 RUSH ENTERPRISES INC-CL A COMMON STOCK 781846209 2192 67500 SH DFND 2 21100 0 46400 RUSH ENTERPRISES INC-CL A COMMON STOCK 781846209 4684 144200 SH DFND 4 49000 0 95200 RYDER SYSTEM INC COMMON STOCK 783549108 2192 27431 SH DFND 2 9931 0 17500 RYDER SYSTEM INC COMMON STOCK 783549108 4356 54500 SH DFND 4 18500 0 36000 RYLAND GROUP CONV. NOTE 783764AQ6 141 99000 SH DFND 2 0 0 99000 RYLAND GROUP CONV. NOTE 783764AQ6 716 503000 SH DFND 4 0 0 503000 RYLAND GROUP INC/THE COMMON STOCK 783764103 923 23118 SH DFND 2 18995 0 4123 RYLAND GROUP INC/THE COMMON STOCK 783764103 1632 40880 SH DFND 4 1012 0 39868 RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 882 20735 SH DFND 2 14796 0 5939 RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 160 3754 SH DFND 4 0 0 3754 S&W SEED CO COMMON STOCK 785135104 1288 173819 SH DFND 2 161832 0 11987 S&W SEED CO COMMON STOCK 785135104 6936 936061 SH DFND 4 2620 0 933441 SABRA HEALTH CARE REIT INC COMMON STOCK 78573L106 305 10928 SH DFND 2 7821 0 3107 SABRA HEALTH CARE REIT INC COMMON STOCK 78573L106 55 1971 SH DFND 4 0 0 1971 SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 2016 1482000 SH DFND 2 0 0 1482000 SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 8822 6487000 SH DFND 4 0 0 6487000 SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449207 1199 54048 SH DFND 2 45195 0 8853 SAFEGUARD SCIENTIFICS INC COMMON STOCK 786449207 1593 71841 SH DFND 4 2065 0 69776 SAFEWAY INC COMMON STOCK 786514208 341 9240 SH DFND 2 9240 0 0 SAFEWAY INC COMMON STOCK 786514208 0 0 SH DFND 4 0 0 0 SALESFORCE.COM INC COMMON STOCK 79466L302 1294 22671 SH DFND 2 22671 0 0 SALESFORCE.COM INC COMMON STOCK 79466L302 0 0 SH DFND 4 0 0 0 SALIX PHARMACEUTICALS LT CONV. NOTE 795435AE6 2088 1235000 SH DFND 2 0 0 1235000 SALIX PHARMACEUTICALS LT CONV. NOTE 795435AE6 6602 3905000 SH DFND 4 0 0 3905000 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 987 9526 SH DFND 2 8717 0 809 SALIX PHARMACEUTICALS LTD COMMON STOCK 795435106 2534 24454 SH DFND 4 1006 0 23448 SANDERSON FARMS INC COMMON STOCK 800013104 1334 17000 SH DFND 2 5300 0 11700 SANDERSON FARMS INC COMMON STOCK 800013104 2833 36100 SH DFND 4 12300 0 23800 SANDISK CORP COMMON STOCK 80004C101 5314 65447 SH DFND 2 65447 0 0 SANDISK CORP COMMON STOCK 80004C101 290635 3579686 SH DFND 4 49428 0 3530258 SANDISK CORP CONV. NOTE 80004CAD3 2891 1758000 SH DFND 2 0 0 1758000 SANDISK CORP CONV. NOTE 80004CAD3 8113 4934000 SH DFND 4 0 0 4934000 SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 0 0 SH DFND 2 0 0 0 SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 180 14940 SH DFND 4 0 0 14940 SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 0 0 SH DFND 2 0 0 0 SANDRIDGE PERMIAN TRUST STOCK UNIT 80007A102 180 14940 SH DFND 4 0 0 14940 SANOFI-ADR COMMON STOCK - ADR 80105N105 99 1900 SH DFND 2 1900 0 0 SANOFI-ADR COMMON STOCK - ADR 80105N105 43943 840534 SH DFND 4 0 0 840534 SANTANDER CONSUMER USA HOLDI COMMON STOCK 80283M101 127 5277 SH DFND 2 5277 0 0 SANTANDER CONSUMER USA HOLDI COMMON STOCK 80283M101 17573 729773 SH DFND 4 0 0 729773 SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 2563 859000 SH DFND 2 0 0 859000 SBA COMMUNICATIONS CORP CONV. NOTE 78388JAM8 7151 2397000 SH DFND 4 0 0 2397000 SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 989 10875 SH DFND 2 7375 0 3500 SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 2210 24294 SH DFND 4 0 0 24294 SCANA CORP COMMON STOCK 80589M102 282 5500 SH DFND 2 5500 0 0 SCANA CORP COMMON STOCK 80589M102 0 0 SH DFND 4 0 0 0 SCHLUMBERGER LTD COMMON STOCK 806857108 13046 133808 SH DFND 2 133808 0 0 SCHLUMBERGER LTD COMMON STOCK 806857108 176802 1813350 SH DFND 4 17040 0 1796310 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 12810 468726 SH DFND 2 468726 0 0 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 309015 11306795 SH DFND 4 183000 0 11123795 SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 575 13500 SH DFND 2 13500 0 0 SCHWEITZER-MAUDUIT INTL INC COMMON STOCK 808541106 2437 57215 SH DFND 4 0 0 57215 SCIQUEST INC COMMON STOCK 80908T101 451 16684 SH DFND 2 13862 0 2822 SCIQUEST INC COMMON STOCK 80908T101 593 21969 SH DFND 4 619 0 21350 SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 1793 179794 SH DFND 2 56864 0 122930 SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 9928 995836 SH DFND 4 127042 0 868794 SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 717 11700 SH DFND 2 8100 0 3600 SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 1627 26546 SH DFND 4 0 0 26546 SCRIPPS NETWORKS INTER-CL A COMMON STOCK 811065101 1547 20382 SH DFND 2 17762 0 2620 SCRIPPS NETWORKS INTER-CL A COMMON STOCK 811065101 6477 85323 SH DFND 4 3745 0 81578 SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 1106 928000 SH DFND 2 0 0 928000 SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 3537 2968000 SH DFND 4 0 0 2968000 SEADRILL LTD ORDINARY SHARES G7945E105 992 28200 SH DFND 2 28200 0 0 SEADRILL LTD ORDINARY SHARES G7945E105 0 0 SH DFND 4 0 0 0 SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 3631 64655 SH DFND 2 64655 0 0 SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 49397 879574 SH DFND 4 62700 0 816874 SEALED AIR CORP COMMON STOCK 81211K100 5095 155011 SH DFND 2 155011 0 0 SEALED AIR CORP COMMON STOCK 81211K100 67205 2044566 SH DFND 4 54300 0 1990266 SEARS HOMETOWN AND OUTLET ST COMMON STOCK 812362101 1317 55700 SH DFND 2 55700 0 0 SEARS HOMETOWN AND OUTLET ST COMMON STOCK 812362101 7223 305404 SH DFND 4 0 0 305404 SELECT COMFORT CORPORATION COMMON STOCK 81616X103 546 30216 SH DFND 2 24956 0 5260 SELECT COMFORT CORPORATION COMMON STOCK 81616X103 106897 5912442 SH DFND 4 785 0 5911657 SELECT INCOME REIT COMMON STOCK 81618T100 148 4905 SH DFND 2 3813 0 1092 SELECT INCOME REIT COMMON STOCK 81618T100 584 19290 SH DFND 4 1226 0 18064 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 0 0 SH DFND 2 0 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 5342 429110 SH DFND 4 0 0 429110 SEMPRA ENERGY COMMON STOCK 816851109 999 10322 SH DFND 2 10322 0 0 SEMPRA ENERGY COMMON STOCK 816851109 14514 150005 SH DFND 4 0 0 150005 SEMTECH CORP COMMON STOCK 816850101 365 14408 SH DFND 2 11960 0 2448 SEMTECH CORP COMMON STOCK 816850101 594 23446 SH DFND 4 475 0 22971 SEQUENOM INC COMMON STOCK 817337405 319 130252 SH DFND 2 108764 0 21488 SEQUENOM INC COMMON STOCK 817337405 1195 487760 SH DFND 4 5150 0 482610 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 5183 260713 SH DFND 2 247674 0 13039 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 2560 128765 SH DFND 4 15684 0 113081 SERVICENOW INC COMMON STOCK 81762P102 1014 16926 SH DFND 2 16926 0 0 SERVICENOW INC COMMON STOCK 81762P102 15035 250920 SH DFND 4 0 0 250920 SFX ENTERTAINMENT INC COMMON STOCK 784178303 0 0 SH DFND 2 0 0 0 SFX ENTERTAINMENT INC COMMON STOCK 784178303 1429 202748 SH DFND 4 0 0 202748 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 688 3488 SH DFND 2 3488 0 0 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 0 0 SH DFND 4 0 0 0 SHIRE PLC-ADR COMMON STOCK - ADR 82481R106 0 0 SH DFND 2 0 0 0 SHIRE PLC-ADR COMMON STOCK - ADR 82481R106 29660 199689 SH DFND 4 0 0 199689 SHORETEL INC COMMON STOCK 825211105 485 56435 SH DFND 2 47272 0 9163 SHORETEL INC COMMON STOCK 825211105 650 75570 SH DFND 4 2265 0 73305 SHUTTERFLY INC COMMON STOCK 82568P304 304 7116 SH DFND 2 5914 0 1202 SHUTTERFLY INC COMMON STOCK 82568P304 430 10078 SH DFND 4 298 0 9780 SIEMENS AG-SPONS ADR COMMON STOCK - ADR 826197501 0 0 SH DFND 2 0 0 0 SIEMENS AG-SPONS ADR COMMON STOCK - ADR 826197501 2000 14800 SH DFND 4 0 0 14800 SIGA TECHNOLOGIES INC COMMON STOCK 826917106 324 104470 SH DFND 2 86784 0 17686 SIGA TECHNOLOGIES INC COMMON STOCK 826917106 532 171688 SH DFND 4 3773 0 167915 SIGMA-ALDRICH COMMON STOCK 826552101 3513 37621 SH DFND 2 27221 0 10400 SIGMA-ALDRICH COMMON STOCK 826552101 6836 73205 SH DFND 4 0 0 73205 SIGNATURE BANK COMMON STOCK 82669G104 2003 15945 SH DFND 2 10845 0 5100 SIGNATURE BANK COMMON STOCK 82669G104 4399 35024 SH DFND 4 0 0 35024 SILGAN HOLDINGS INC COMMON STOCK 827048109 0 0 SH DFND 2 0 0 0 SILGAN HOLDINGS INC COMMON STOCK 827048109 13606 274760 SH DFND 4 0 0 274760 SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 353 28730 SH DFND 2 22909 0 5821 SILICON GRAPHICS INTERNATION COMMON STOCK 82706L108 517 42101 SH DFND 4 0 0 42101 SILICON IMAGE INC COMMON STOCK 82705T102 3145 455751 SH DFND 2 223076 0 232675 SILICON IMAGE INC COMMON STOCK 82705T102 5824 844017 SH DFND 4 222131 0 621886 SILVERCREST ASSET MANAGEME-A COMMON STOCK 828359109 1432 78294 SH DFND 2 24442 0 53852 SILVERCREST ASSET MANAGEME-A COMMON STOCK 828359109 3084 168630 SH DFND 4 56777 0 111853 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 13003 79286 SH DFND 2 64197 0 15089 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 29005 176862 SH DFND 4 6848 0 170014 SINCLAIR BROADCAST GROUP -A COMMON STOCK 829226109 1052 38819 SH DFND 2 31992 0 6827 SINCLAIR BROADCAST GROUP -A COMMON STOCK 829226109 1885 69597 SH DFND 4 1192 0 68405 SKECHERS USA INC-CL A COMMON STOCK 830566105 2375 65000 SH DFND 2 20300 0 44700 SKECHERS USA INC-CL A COMMON STOCK 830566105 5090 139300 SH DFND 4 47300 0 92000 SKYWEST INC COMMON STOCK 830879102 109 8547 SH DFND 2 6661 0 1886 SKYWEST INC COMMON STOCK 830879102 421 33016 SH DFND 4 2033 0 30983 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 1092 29097 SH DFND 2 29097 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 3466 92376 SH DFND 4 0 0 92376 SL GREEN REALTY CORP COMMON STOCK 78440X101 442 4396 SH DFND 2 3148 0 1248 SL GREEN REALTY CORP COMMON STOCK 78440X101 80 791 SH DFND 4 0 0 791 SLM CORP COMMON STOCK 78442P106 427 17449 SH DFND 2 17449 0 0 SLM CORP COMMON STOCK 78442P106 4425 180744 SH DFND 4 0 0 180744 SM ENERGY CO COMMON STOCK 78454L100 2000 28049 SH DFND 2 8781 0 19268 SM ENERGY CO COMMON STOCK 78454L100 4264 59816 SH DFND 4 20315 0 39501 SNAP-ON INC COMMON STOCK 833034101 259 2282 SH DFND 2 2282 0 0 SNAP-ON INC COMMON STOCK 833034101 5136 45260 SH DFND 4 0 0 45260 SODASTREAM INTERNATIONAL LTD ORDINARY SHARES M9068E105 0 0 SH DFND 2 0 0 0 SODASTREAM INTERNATIONAL LTD ORDINARY SHARES M9068E105 23320 528800 SH DFND 4 0 0 528800 SOLAR CAPITAL LTD COMMON STOCK 83413U100 2001 91869 SH DFND 2 28716 0 63153 SOLAR CAPITAL LTD COMMON STOCK 83413U100 4268 195963 SH DFND 4 66537 0 129426 SOLARWINDS INC COMMON STOCK 83416B109 1101 25835 SH DFND 2 21894 0 3941 SOLARWINDS INC COMMON STOCK 83416B109 1840 43154 SH DFND 4 927 0 42227 SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK 83545G102 191 8497 SH DFND 2 6615 0 1882 SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK 83545G102 705 31351 SH DFND 4 0 0 31351 SOUTHERN CO/THE COMMON STOCK 842587107 5261 119737 SH DFND 2 92937 0 26800 SOUTHERN CO/THE COMMON STOCK 842587107 8299 188874 SH DFND 4 0 0 188874 SOUTHERN COPPER CORP COMMON STOCK 84265V105 101 3454 SH DFND 2 3454 0 0 SOUTHERN COPPER CORP COMMON STOCK 84265V105 3469 119167 SH DFND 4 0 0 119167 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 3938 166790 SH DFND 2 140796 0 25994 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 24671 1044923 SH DFND 4 26369 0 1018554 SOUTHWEST GAS CORP COMMON STOCK 844895102 2685 50233 SH DFND 2 15673 0 34560 SOUTHWEST GAS CORP COMMON STOCK 844895102 5729 107178 SH DFND 4 36447 0 70731 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 634 13777 SH DFND 2 13777 0 0 SOUTHWESTERN ENERGY CO COMMON STOCK 845467109 21036 457200 SH DFND 4 0 0 457200 SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 601 8178 SH DFND 2 6833 0 1345 SOVRAN SELF STORAGE INC COMMON STOCK 84610H108 793 10796 SH DFND 4 323 0 10473 SPANSION INC-CLASS A COMMON STOCK 84649R200 1960 112500 SH DFND 2 35100 0 77400 SPANSION INC-CLASS A COMMON STOCK 84649R200 4191 240600 SH DFND 4 81800 0 158800 SPARTAN STORES INC COMMON STOCK 846822104 2629 113250 SH DFND 2 45774 0 67476 SPARTAN STORES INC COMMON STOCK 846822104 6259 269660 SH DFND 4 69283 0 200377 SPARTON CORP COMMON STOCK 847235108 1023 34940 SH DFND 2 28973 0 5967 SPARTON CORP COMMON STOCK 847235108 1342 45836 SH DFND 4 1271 0 44565 SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 608 3251 SH DFND 2 3251 0 0 SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 14782 79031 SH DFND 4 14790 0 64241 SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 0 0 SH DFND 2 0 0 0 SPDR S&P HOMEBUILDERS ETF EXCHANGE TRADED FUNDS 78464A888 2965 91100 SH DFND 4 0 0 91100 SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 25 101 SH DFND 2 101 0 0 SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 636 2540 SH DFND 4 1517 0 1023 SPECTRA ENERGY CORP COMMON STOCK 847560109 2048 55454 SH DFND 2 46333 0 9121 SPECTRA ENERGY CORP COMMON STOCK 847560109 2379 64395 SH DFND 4 0 0 64395 SPIRIT AIRLINES INC COMMON STOCK 848577102 6239 105030 SH DFND 2 100034 0 4996 SPIRIT AIRLINES INC COMMON STOCK 848577102 52981 891934 SH DFND 4 1103 0 890831 SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 1204 109696 SH DFND 2 78791 0 30905 SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 219 19904 SH DFND 4 0 0 19904 SPLUNK INC COMMON STOCK 848637104 664 9291 SH DFND 2 9291 0 0 SPLUNK INC COMMON STOCK 848637104 14927 208794 SH DFND 4 0 0 208794 SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 2121 52991 SH DFND 2 50223 0 2768 SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 23236 580607 SH DFND 4 0 0 580607 ST JUDE MEDICAL INC COMMON STOCK 790849103 9825 150249 SH DFND 2 150249 0 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 191830 2933635 SH DFND 4 78600 0 2855035 STAAR SURGICAL CO COMMON STOCK 852312305 1901 101118 SH DFND 2 84452 0 16666 STAAR SURGICAL CO COMMON STOCK 852312305 94618 5032878 SH DFND 4 3846 0 5029032 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 3580 53600 SH DFND 2 24600 0 29000 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 8057 120613 SH DFND 4 30100 0 90513 STANDARD MOTOR PRODS COMMON STOCK 853666105 318 8894 SH DFND 2 6931 0 1963 STANDARD MOTOR PRODS COMMON STOCK 853666105 1248 34879 SH DFND 4 2062 0 32817 STANDARD PACIFIC CORP COMMON STOCK 85375C101 2544 306183 SH DFND 2 306183 0 0 STANDARD PACIFIC CORP COMMON STOCK 85375C101 4828 580977 SH DFND 4 0 0 580977 STANDARD PACIFIC CORP CONVERTIBLE BONDS 85375CBC4 1982 1598000 SH DFND 2 0 0 1598000 STANDARD PACIFIC CORP CONVERTIBLE BONDS 85375CBC4 5860 4726000 SH DFND 4 0 0 4726000 STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 881 16434 SH DFND 2 13587 0 2847 STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 1195 22301 SH DFND 4 489 0 21812 STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 3348 30972 SH DFND 2 0 0 30972 STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 13313 123339 SH DFND 4 0 0 123339 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 528 6495 SH DFND 2 6495 0 0 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 0 0 SH DFND 4 0 0 0 STAPLES INC COMMON STOCK 855030102 530 46776 SH DFND 2 46776 0 0 STAPLES INC COMMON STOCK 855030102 365 32200 SH DFND 4 0 0 32200 STARBUCKS CORP COMMON STOCK 855244109 8865 120805 SH DFND 2 104080 0 16725 STARBUCKS CORP COMMON STOCK 855244109 43024 586320 SH DFND 4 0 0 586320 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 605 7600 SH DFND 2 7600 0 0 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 0 0 SH DFND 4 0 0 0 STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 1530 1336000 SH DFND 2 0 0 1336000 STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 4873 4256000 SH DFND 4 0 0 4256000 STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 83 3512 SH DFND 2 2749 0 763 STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 335 14219 SH DFND 4 538 0 13681 STATE BANK FINANCIAL CORP COMMON STOCK 856190103 1530 86500 SH DFND 2 25800 0 60700 STATE BANK FINANCIAL CORP COMMON STOCK 856190103 3122 176500 SH DFND 4 60000 0 116500 STATE STREET CORP COMMON STOCK 857477103 10651 153148 SH DFND 2 153148 0 0 STATE STREET CORP COMMON STOCK 857477103 203641 2927980 SH DFND 4 154555 0 2773425 STEALTHGAS INC ORDINARY SHARES Y81669106 1673 147155 SH DFND 2 122507 0 24648 STEALTHGAS INC ORDINARY SHARES Y81669106 2782 244686 SH DFND 4 5124 0 239562 STEINER LEISURE LTD COMMON STOCK P8744Y102 1189 25705 SH DFND 2 21372 0 4333 STEINER LEISURE LTD COMMON STOCK P8744Y102 1918 41466 SH DFND 4 0 0 41466 STERICYCLE INC COMMON STOCK 858912108 1572 13833 SH DFND 2 10333 0 3500 STERICYCLE INC COMMON STOCK 858912108 2602 22900 SH DFND 4 0 0 22900 STERIS CORP COMMON STOCK 859152100 854 17882 SH DFND 2 14791 0 3091 STERIS CORP COMMON STOCK 859152100 1137 23803 SH DFND 4 612 0 23191 STERLING BANCORP/DE COMMON STOCK 85917A100 1650 130300 SH DFND 2 40700 0 89600 STERLING BANCORP/DE COMMON STOCK 85917A100 3525 278400 SH DFND 4 94600 0 183800 STEVEN MADDEN LTD COMMON STOCK 556269108 401 11139 SH DFND 2 9358 0 1781 STEVEN MADDEN LTD COMMON STOCK 556269108 3275 91023 SH DFND 4 439 0 90584 STEWART INFORMATION SERVICES COMMON STOCK 860372101 1031 29357 SH DFND 2 24246 0 5111 STEWART INFORMATION SERVICES COMMON STOCK 860372101 1804 51346 SH DFND 4 1269 0 50077 STILLWATER MINING CO COMMON STOCK 86074Q102 792 53500 SH DFND 2 53500 0 0 STILLWATER MINING CO COMMON STOCK 86074Q102 2196 148247 SH DFND 4 0 0 148247 STOCK BUILDING SUPPLY HOLDIN COMMON STOCK 86101X104 1904 93690 SH DFND 2 29261 0 64429 STOCK BUILDING SUPPLY HOLDIN COMMON STOCK 86101X104 4081 200827 SH DFND 4 68265 0 132562 STONE ENERGY CORP COMMON STOCK 861642106 2512 59844 SH DFND 2 21294 0 38550 STONE ENERGY CORP COMMON STOCK 861642106 73409 1749074 SH DFND 4 40419 0 1708655 STONERIDGE INC COMMON STOCK 86183P102 1898 169008 SH DFND 2 59186 0 109822 STONERIDGE INC COMMON STOCK 86183P102 4348 387182 SH DFND 4 116441 0 270741 STRAYER EDUCATION INC COMMON STOCK 863236105 887 19100 SH DFND 2 19100 0 0 STRAYER EDUCATION INC COMMON STOCK 863236105 8823 190035 SH DFND 4 0 0 190035 STRYKER CORP COMMON STOCK 863667101 1937 23772 SH DFND 2 19972 0 3800 STRYKER CORP COMMON STOCK 863667101 17923 219991 SH DFND 4 0 0 219991 SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 1923 268958 SH DFND 2 113730 0 155228 SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 3785 529383 SH DFND 4 156469 0 372914 SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 3005 323818 SH DFND 2 108940 0 214878 SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 6713 723371 SH DFND 4 227875 0 495496 SUN LIFE FINANCIAL INC ORDINARY SHARES 866796105 0 0 SH DFND 2 0 0 0 SUN LIFE FINANCIAL INC ORDINARY SHARES 866796105 2244 64800 SH DFND 4 0 0 64800 SUNCOR ENERGY INC COMMON STOCK 867224107 2216 63382 SH DFND 2 63382 0 0 SUNCOR ENERGY INC COMMON STOCK 867224107 40562 1160233 SH DFND 4 0 0 1160233 SUNESIS PHARMACEUTICALS INC COMMON STOCK 867328601 322 48767 SH DFND 2 40850 0 7917 SUNESIS PHARMACEUTICALS INC COMMON STOCK 867328601 435 65814 SH DFND 4 1975 0 63839 SUNTRUST BANKS INC COMMON STOCK 867914103 861 21648 SH DFND 2 21648 0 0 SUNTRUST BANKS INC COMMON STOCK 867914103 55 1380 SH DFND 4 0 0 1380 SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 351 11411 SH DFND 2 11411 0 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 6372 207156 SH DFND 4 5259 0 201897 SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 1994 80549 SH DFND 2 68291 0 12258 SWIFT TRANSPORTATION CO COMMON STOCK 87074U101 3312 133804 SH DFND 4 2523 0 131281 SYMANTEC CORP COMMON STOCK 871503108 3028 151626 SH DFND 2 151626 0 0 SYMANTEC CORP COMMON STOCK 871503108 37989 1902298 SH DFND 4 110723 0 1791575 SYMETRA FINANCIAL CORP COMMON STOCK 87151Q106 196 9872 SH DFND 2 7684 0 2188 SYMETRA FINANCIAL CORP COMMON STOCK 87151Q106 809 40831 SH DFND 4 1594 0 39237 SYMMETRY MEDICAL INC COMMON STOCK 871546206 2094 208200 SH DFND 2 64000 0 144200 SYMMETRY MEDICAL INC COMMON STOCK 871546206 4350 432400 SH DFND 4 146500 0 285900 SYNAPTICS INC COMMON STOCK 87157D109 921 15346 SH DFND 2 12811 0 2535 SYNAPTICS INC COMMON STOCK 87157D109 1454 24229 SH DFND 4 541 0 23688 SYNOPSYS INC COMMON STOCK 871607107 1519 39552 SH DFND 2 27252 0 12300 SYNOPSYS INC COMMON STOCK 871607107 17096 445088 SH DFND 4 0 0 445088 SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 0 0 SH DFND 2 0 0 0 SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 2607 389700 SH DFND 4 0 0 389700 SYSCO CORP COMMON STOCK 871829107 853 23597 SH DFND 2 23597 0 0 SYSCO CORP COMMON STOCK 871829107 0 0 SH DFND 4 0 0 0 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 840 10200 SH DFND 2 10200 0 0 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 0 0 SH DFND 4 0 0 0 TALISMAN ENERGY INC ORDINARY SHARES 87425E103 0 0 SH DFND 2 0 0 0 TALISMAN ENERGY INC ORDINARY SHARES 87425E103 4466 447470 SH DFND 4 0 0 447470 TALMER BANCORP INC -CL A COMMON STOCK 87482X101 1854 126637 SH DFND 2 39497 0 87140 TALMER BANCORP INC -CL A COMMON STOCK 87482X101 3967 271003 SH DFND 4 92090 0 178913 TARGET CORP COMMON STOCK 87612E106 4409 72858 SH DFND 2 57673 0 15185 TARGET CORP COMMON STOCK 87612E106 39544 653507 SH DFND 4 0 0 653507 TATA MOTORS LTD-SPON ADR COMMON STOCK - ADR 876568502 613 17300 SH DFND 2 17300 0 0 TATA MOTORS LTD-SPON ADR COMMON STOCK - ADR 876568502 0 0 SH DFND 4 0 0 0 TAUBMAN CENTERS INC COMMON STOCK 876664103 1136 16043 SH DFND 2 11482 0 4561 TAUBMAN CENTERS INC COMMON STOCK 876664103 205 2900 SH DFND 4 0 0 2900 TAYLOR MORRISON HOME CORP-A COMMON STOCK 87724P106 3001 127714 SH DFND 2 127714 0 0 TAYLOR MORRISON HOME CORP-A COMMON STOCK 87724P106 16126 686228 SH DFND 4 35984 0 650244 TCP CAPITAL CORP COMMON STOCK 87238Q103 2570 155262 SH DFND 2 47295 0 107967 TCP CAPITAL CORP COMMON STOCK 87238Q103 5340 322688 SH DFND 4 109688 0 213000 TE CONNECTIVITY LTD ORDINARY SHARES H84989104 1058 17568 SH DFND 2 17568 0 0 TE CONNECTIVITY LTD ORDINARY SHARES H84989104 464 7707 SH DFND 4 0 0 7707 TECH DATA CORP COMMON STOCK 878237106 1026 16835 SH DFND 2 13919 0 2916 TECH DATA CORP COMMON STOCK 878237106 1690 27721 SH DFND 4 592 0 27129 TECO ENERGY INC COMMON STOCK 872375100 139 8115 SH DFND 2 8115 0 0 TECO ENERGY INC COMMON STOCK 872375100 3326 193930 SH DFND 4 0 0 193930 TELEFLEX INC CONV. NOTE 879369AA4 2466 1391000 SH DFND 2 0 0 1391000 TELEFLEX INC CONV. NOTE 879369AA4 7945 4481000 SH DFND 4 0 0 4481000 TENNECO INC COMMON STOCK 880349105 843 14510 SH DFND 2 12702 0 1808 TENNECO INC COMMON STOCK 880349105 1140 19629 SH DFND 4 0 0 19629 TERADATA CORP COMMON STOCK 88076W103 328 6666 SH DFND 2 6666 0 0 TERADATA CORP COMMON STOCK 88076W103 0 0 SH DFND 4 0 0 0 TEREX CORP COMMON STOCK 880779103 921 20800 SH DFND 2 20800 0 0 TEREX CORP COMMON STOCK 880779103 3550 80145 SH DFND 4 0 0 80145 TESARO INC COMMON STOCK 881569107 0 0 SH DFND 2 0 0 0 TESARO INC COMMON STOCK 881569107 3921 133000 SH DFND 4 0 0 133000 TESLA MOTORS INC COMMON STOCK 88160R101 878 4213 SH DFND 2 4213 0 0 TESLA MOTORS INC COMMON STOCK 88160R101 44723 214551 SH DFND 4 0 0 214551 TESLA MOTORS INC CONV. NOTE 88160RAB7 0 0 SH DFND 2 0 0 0 TESLA MOTORS INC CONV. NOTE 88160RAC5 290 320000 SH DFND 2 0 0 320000 TESLA MOTORS INC CONV. NOTE 88160RAB7 3590 3900000 SH DFND 4 0 0 3900000 TESLA MOTORS INC CONV. NOTE 88160RAC5 5140 5680000 SH DFND 4 0 0 5680000 TESORO CORP COMMON STOCK 881609101 624 12335 SH DFND 2 12335 0 0 TESORO CORP COMMON STOCK 881609101 3096 61189 SH DFND 4 3253 0 57936 TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 511 9667 SH DFND 2 9667 0 0 TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 126435 2392791 SH DFND 4 0 0 2392791 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 4751 100768 SH DFND 2 100768 0 0 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 55385 1174657 SH DFND 4 77500 0 1097157 TEXTRON INC COMMON STOCK 883203101 432 11000 SH DFND 2 11000 0 0 TEXTRON INC COMMON STOCK 883203101 0 0 SH DFND 4 0 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 9607 79898 SH DFND 2 79898 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 182852 1520729 SH DFND 4 37000 0 1483729 THIRD POINT REINSURANCE LTD ORDINARY SHARES G8827U100 688 43422 SH DFND 2 36085 0 7337 THIRD POINT REINSURANCE LTD ORDINARY SHARES G8827U100 1128 71151 SH DFND 4 1532 0 69619 THOMSON REUTERS CORP COMMON STOCK 884903105 1118 32694 SH DFND 2 22294 0 10400 THOMSON REUTERS CORP COMMON STOCK 884903105 2491 72827 SH DFND 4 0 0 72827 THORATEC CORP COMMON STOCK 885175307 1083 30254 SH DFND 2 27844 0 2410 THORATEC CORP COMMON STOCK 885175307 3611 100836 SH DFND 4 596 0 100240 THRESHOLD PHARMACEUTICALS COMMON STOCK 885807206 440 92424 SH DFND 2 77412 0 15012 THRESHOLD PHARMACEUTICALS COMMON STOCK 885807206 572 120091 SH DFND 4 0 0 120091 TIDEWATER INC COMMON STOCK 886423102 1689 34743 SH DFND 2 10246 0 24497 TIDEWATER INC COMMON STOCK 886423102 3389 69701 SH DFND 4 23665 0 46036 TIFFANY & CO COMMON STOCK 886547108 372 4321 SH DFND 2 4321 0 0 TIFFANY & CO COMMON STOCK 886547108 0 0 SH DFND 4 0 0 0 TILE SHOP HLDGS INC COMMON STOCK 88677Q109 1900 123007 SH DFND 2 118656 0 4351 TILE SHOP HLDGS INC COMMON STOCK 88677Q109 44791 2899106 SH DFND 4 1202 0 2897904 TIME WARNER CABLE COMMON STOCK 88732J207 1617 11787 SH DFND 2 11787 0 0 TIME WARNER CABLE COMMON STOCK 88732J207 26841 195662 SH DFND 4 0 0 195662 TIME WARNER INC COMMON STOCK 887317303 6932 106100 SH DFND 2 106100 0 0 TIME WARNER INC COMMON STOCK 887317303 81642 1249690 SH DFND 4 97610 0 1152080 TIMKEN CO COMMON STOCK 887389104 582 9900 SH DFND 2 9900 0 0 TIMKEN CO COMMON STOCK 887389104 2562 43590 SH DFND 4 0 0 43590 TIVO INC COMMON STOCK 888706108 6096 460775 SH DFND 2 356844 0 103931 TIVO INC COMMON STOCK 888706108 90912 6871661 SH DFND 4 97588 0 6774073 TJX COMPANIES INC COMMON STOCK 872540109 5945 98026 SH DFND 2 94326 0 3700 TJX COMPANIES INC COMMON STOCK 872540109 52485 865373 SH DFND 4 0 0 865373 T-MOBILE US INC COMMON STOCK 872590104 657 19896 SH DFND 2 19896 0 0 T-MOBILE US INC COMMON STOCK 872590104 6573 199005 SH DFND 4 9168 0 189837 TORCHMARK CORP COMMON STOCK 891027104 291 3692 SH DFND 2 3692 0 0 TORCHMARK CORP COMMON STOCK 891027104 2775 35260 SH DFND 4 0 0 35260 TORNIER NV ORDINARY SHARES N87237108 974 45899 SH DFND 2 45899 0 0 TORNIER NV ORDINARY SHARES N87237108 16177 762342 SH DFND 4 0 0 762342 TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 610 9300 SH DFND 2 9300 0 0 TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 2539 38710 SH DFND 4 0 0 38710 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 203 6690 SH DFND 2 6690 0 0 TOTAL SYSTEM SERVICES INC COMMON STOCK 891906109 0 0 SH DFND 4 0 0 0 TOWER INTERNATIONAL INC COMMON STOCK 891826109 3744 137528 SH DFND 2 57525 0 80003 TOWER INTERNATIONAL INC COMMON STOCK 891826109 7439 273304 SH DFND 4 78686 0 194618 TOWERS WATSON & CO-CL A COMMON STOCK 891894107 1543 13530 SH DFND 2 13530 0 0 TOWERS WATSON & CO-CL A COMMON STOCK 891894107 4676 41000 SH DFND 4 0 0 41000 TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 505 59443 SH DFND 2 50354 0 9089 TOWN SPORTS INTERNATIONAL COMMON STOCK 89214A102 588 69314 SH DFND 4 2172 0 67142 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 398 5640 SH DFND 2 5640 0 0 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 0 0 SH DFND 4 0 0 0 TRANSOCEAN LTD COMMON STOCK H8817H100 546 13200 SH DFND 2 13200 0 0 TRANSOCEAN LTD COMMON STOCK H8817H100 0 0 SH DFND 4 0 0 0 TRAVELERS COS INC/THE COMMON STOCK 89417E109 7806 91733 SH DFND 2 75733 0 16000 TRAVELERS COS INC/THE COMMON STOCK 89417E109 41080 482730 SH DFND 4 12356 0 470374 TREVENA INC COMMON STOCK 89532E109 190 24120 SH DFND 2 20731 0 3389 TREVENA INC COMMON STOCK 89532E109 4182 532064 SH DFND 4 1933 0 530131 TREX COMPANY INC COMMON STOCK 89531P105 1638 22385 SH DFND 2 18598 0 3787 TREX COMPANY INC COMMON STOCK 89531P105 2115 28913 SH DFND 4 519 0 28394 TRIMAS CORP COMMON STOCK 896215209 1880 56616 SH DFND 2 43037 0 13579 TRIMAS CORP COMMON STOCK 896215209 34288 1032786 SH DFND 4 7059 0 1025727 TRINITY BIOTECH PLC-SPON ADR COMMON STOCK - ADR 896438306 759 31342 SH DFND 2 26045 0 5297 TRINITY BIOTECH PLC-SPON ADR COMMON STOCK - ADR 896438306 1008 41617 SH DFND 4 1119 0 40498 TRINITY INDUSTRIES INC COMMON STOCK 896522109 0 0 SH DFND 2 0 0 0 TRINITY INDUSTRIES INC COMMON STOCK 896522109 4499 62432 SH DFND 4 0 0 62432 TRINITY INDUSTRIES INC CONVERTIBLE BONDS 896522AF6 1771 1115000 SH DFND 2 0 0 1115000 TRINITY INDUSTRIES INC CONVERTIBLE BONDS 896522AF6 6290 3959000 SH DFND 4 0 0 3959000 TRIPADVISOR INC COMMON STOCK 896945201 404 4465 SH DFND 2 4465 0 0 TRIPADVISOR INC COMMON STOCK 896945201 0 0 SH DFND 4 0 0 0 TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 2332 143588 SH DFND 2 44881 0 98707 TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 4976 306412 SH DFND 4 104034 0 202378 TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 1139 70559 SH DFND 2 23538 0 47021 TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 2520 156129 SH DFND 4 49348 0 106781 TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 1871 131700 SH DFND 2 41200 0 90500 TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 3993 281000 SH DFND 4 95500 0 185500 TRONOX LTD-CL A COMMON STOCK Q9235V101 2401 100990 SH DFND 2 98170 0 2820 TRONOX LTD-CL A COMMON STOCK Q9235V101 51606 2171041 SH DFND 4 443 0 2170598 TRUEBLUE INC COMMON STOCK 89785X101 2435 83229 SH DFND 2 69122 0 14107 TRUEBLUE INC COMMON STOCK 89785X101 14456 494046 SH DFND 4 2556 0 491490 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 4860 59543 SH DFND 2 59543 0 0 TRW AUTOMOTIVE HOLDINGS CORP COMMON STOCK 87264S106 112595 1379506 SH DFND 4 54788 0 1324718 TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 1636 590000 SH DFND 2 0 0 590000 TRW AUTOMOTIVE INC CONV. NOTE 87264MAH2 5482 1977000 SH DFND 4 0 0 1977000 TTM TECHNOLOGIES COMMON STOCK 87305R109 1987 235200 SH DFND 2 72700 0 162500 TTM TECHNOLOGIES COMMON STOCK 87305R109 4194 496300 SH DFND 4 168700 0 327600 TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 1595 1440000 SH DFND 2 0 0 1440000 TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 3743 3380000 SH DFND 4 0 0 3380000 TUMI HOLDINGS INC COMMON STOCK 89969Q104 1685 74472 SH DFND 2 74472 0 0 TUMI HOLDINGS INC COMMON STOCK 89969Q104 40977 1810716 SH DFND 4 0 0 1810716 TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 2590 81004 SH DFND 2 81004 0 0 TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 618 19330 SH DFND 4 0 0 19330 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 2311 225500 SH DFND 2 108300 0 117200 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 5056 493260 SH DFND 4 115100 0 378160 TYCO INTERNATIONAL LTD ORDINARY SHARES H89128104 7390 174297 SH DFND 2 174297 0 0 TYCO INTERNATIONAL LTD ORDINARY SHARES H89128104 132112 3115859 SH DFND 4 72870 0 3042989 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1378 16468 SH DFND 2 13930 0 2538 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1839 21976 SH DFND 4 0 0 21976 TYSON FOODS INC-CL A COMMON STOCK 902494103 484 11001 SH DFND 2 11001 0 0 TYSON FOODS INC-CL A COMMON STOCK 902494103 4328 98351 SH DFND 4 0 0 98351 UBIQUITI NETWORKS INC COMMON STOCK 90347A100 897 19733 SH DFND 2 16648 0 3085 UBIQUITI NETWORKS INC COMMON STOCK 90347A100 1470 32336 SH DFND 4 726 0 31610 UCP INC - CL A COMMON STOCK 90265Y106 1286 85423 SH DFND 2 26981 0 58442 UCP INC - CL A COMMON STOCK 90265Y106 15687 1041664 SH DFND 4 59538 0 982126 UDR INC COMMON STOCK 902653104 229 8874 SH DFND 2 6366 0 2508 UDR INC COMMON STOCK 902653104 41 1588 SH DFND 4 0 0 1588 UGI CORP COMMON STOCK 902681105 1101 24135 SH DFND 2 24135 0 0 UGI CORP COMMON STOCK 902681105 10493 230065 SH DFND 4 3961 0 226104 ULTA SALON COSMETICS & FRAGR COMMON STOCK 90384S303 39 400 SH DFND 2 400 0 0 ULTA SALON COSMETICS & FRAGR COMMON STOCK 90384S303 19603 201100 SH DFND 4 0 0 201100 ULTIMATE SOFTWARE GROUP INC COMMON STOCK 90385D107 1491 10881 SH DFND 2 9542 0 1339 ULTIMATE SOFTWARE GROUP INC COMMON STOCK 90385D107 2080 15179 SH DFND 4 269 0 14910 ULTRA CLEAN HOLDINGS INC COMMON STOCK 90385V107 180 13652 SH DFND 2 10621 0 3031 ULTRA CLEAN HOLDINGS INC COMMON STOCK 90385V107 703 53459 SH DFND 4 3196 0 50263 ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 0 0 SH DFND 2 0 0 0 ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 3172 64880 SH DFND 4 0 0 64880 UNILIFE CORP COMMON STOCK 90478E103 0 0 SH DFND 2 0 0 0 UNILIFE CORP COMMON STOCK 90478E103 2521 619385 SH DFND 4 0 0 619385 UNION PACIFIC CORP COMMON STOCK 907818108 17788 94790 SH DFND 2 86190 0 8600 UNION PACIFIC CORP COMMON STOCK 907818108 140256 747394 SH DFND 4 23500 0 723894 UNIQURE B.V. ORDINARY SHARES N90064101 0 0 SH DFND 2 0 0 0 UNIQURE B.V. ORDINARY SHARES N90064101 1494 96061 SH DFND 4 0 0 96061 UNISYS CORP COMMON STOCK 909214306 2306 75693 SH DFND 2 26558 0 49135 UNISYS CORP COMMON STOCK 909214306 32487 1066540 SH DFND 4 51776 0 1014764 UNIT CORP COMMON STOCK 909218109 166 2544 SH DFND 2 1967 0 577 UNIT CORP COMMON STOCK 909218109 702 10741 SH DFND 4 350 0 10391 UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 122 6288 SH DFND 2 4886 0 1402 UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 493 25395 SH DFND 4 1883 0 23512 UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 2 38 SH DFND 2 38 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 45009 1008500 SH DFND 4 0 0 1008500 UNITED FINANCIAL BANCORP INC COMMON STOCK 91030T109 1318 71655 SH DFND 2 22415 0 49240 UNITED FINANCIAL BANCORP INC COMMON STOCK 91030T109 2811 152852 SH DFND 4 52064 0 100788 UNITED NATURAL FOODS INC COMMON STOCK 911163103 704 9920 SH DFND 2 8745 0 1175 UNITED NATURAL FOODS INC COMMON STOCK 911163103 986 13900 SH DFND 4 397 0 13503 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 7008 71970 SH DFND 2 58266 0 13704 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 18323 188162 SH DFND 4 0 0 188162 UNITED RENTALS INC COMMON STOCK 911363109 0 0 SH DFND 2 0 0 0 UNITED RENTALS INC COMMON STOCK 911363109 4183 44061 SH DFND 4 0 0 44061 UNITED STATES STEEL CORP CONV. NOTE 912909AE8 157 156000 SH DFND 2 0 0 156000 UNITED STATES STEEL CORP CONV. NOTE 912909AE8 608 604000 SH DFND 4 0 0 604000 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 15454 132267 SH DFND 2 132267 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 262908 2250150 SH DFND 4 36200 0 2213950 UNITED TECHNOLOGIES CORP CONVERTIBLE PREF 913017117 9842 142989 SH DFND 2 0 0 142989 UNITED TECHNOLOGIES CORP CONVERTIBLE PREF 913017117 24529 368464 SH DFND 4 0 0 368464 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 7279 88784 SH DFND 2 88784 0 0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 405788 4949242 SH DFND 4 60500 0 4888742 UNITEK GLOBAL SERVICES INC COMMON STOCK 91324T302 121 66640 SH DFND 2 21263 0 45377 UNITEK GLOBAL SERVICES INC COMMON STOCK 91324T302 251 138158 SH DFND 4 49693 0 88465 UNIVERSAL AMERICAN CORP COMMON STOCK 91338E101 0 0 SH DFND 2 0 0 0 UNIVERSAL AMERICAN CORP COMMON STOCK 91338E101 98 13846 SH DFND 4 0 0 13846 UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 62 1473 SH DFND 2 1138 0 335 UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 263 6227 SH DFND 4 238 0 5989 UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK 91388P105 68 2357 SH DFND 2 2199 0 158 UNIVERSAL TRUCKLOAD SERVICES COMMON STOCK 91388P105 138 4781 SH DFND 4 1417 0 3364 UNUM GROUP COMMON STOCK 91529Y106 364 10304 SH DFND 2 10304 0 0 UNUM GROUP COMMON STOCK 91529Y106 3878 109829 SH DFND 4 0 0 109829 UNWIRED PLANET INC COMMON STOCK 91531F103 67 30800 SH DFND 2 30800 0 0 UNWIRED PLANET INC COMMON STOCK 91531F103 0 0 SH DFND 4 0 0 0 US BANCORP COMMON STOCK 902973304 7006 163467 SH DFND 2 163467 0 0 US BANCORP COMMON STOCK 902973304 79810 1862104 SH DFND 4 123500 0 1738604 US ECOLOGY INC COMMON STOCK 91732J102 333 8964 SH DFND 2 7446 0 1518 US ECOLOGY INC COMMON STOCK 91732J102 546 14711 SH DFND 4 314 0 14397 US SILICA HOLDINGS INC COMMON STOCK 90346E103 1444 37841 SH DFND 2 31932 0 5909 US SILICA HOLDINGS INC COMMON STOCK 90346E103 4657 122014 SH DFND 4 1273 0 120741 USA MOBILITY INC COMMON STOCK 90341G103 124 6845 SH DFND 2 5297 0 1548 USA MOBILITY INC COMMON STOCK 90341G103 485 26707 SH DFND 4 0 0 26707 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 96 1272 SH DFND 2 980 0 292 USANA HEALTH SCIENCES INC COMMON STOCK 90328M107 377 5002 SH DFND 4 350 0 4652 VAALCO ENERGY INC COMMON STOCK 91851C201 534 62514 SH DFND 2 52027 0 10487 VAALCO ENERGY INC COMMON STOCK 91851C201 864 101093 SH DFND 4 0 0 101093 VAIL RESORTS INC COMMON STOCK 91879Q109 1025 14708 SH DFND 2 12853 0 1855 VAIL RESORTS INC COMMON STOCK 91879Q109 12037 172692 SH DFND 4 0 0 172692 VALE SA-SP ADR COMMON STOCK - ADR 91912E105 72 5199 SH DFND 2 5199 0 0 VALE SA-SP ADR COMMON STOCK - ADR 91912E105 484 34997 SH DFND 4 765 0 34232 VALE SA-SP PREF ADR COMMON STOCK - ADR 91912E204 44 3497 SH DFND 2 3497 0 0 VALE SA-SP PREF ADR COMMON STOCK - ADR 91912E204 284 22780 SH DFND 4 645 0 22135 VALERO ENERGY CORP COMMON STOCK 91913Y100 6060 114123 SH DFND 2 114123 0 0 VALERO ENERGY CORP COMMON STOCK 91913Y100 71888 1353830 SH DFND 4 102565 0 1251265 VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 6527 173072 SH DFND 2 107789 0 65283 VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 50917 1350227 SH DFND 4 134454 0 1215773 VALMONT INDUSTRIES COMMON STOCK 920253101 491 3300 SH DFND 2 3300 0 0 VALMONT INDUSTRIES COMMON STOCK 920253101 4572 30720 SH DFND 4 0 0 30720 VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 0 0 SH DFND 2 0 0 0 VANGUARD FTSE EMERGING MARKE EXCHANGE TRADED FUNDS 922042858 3612 89000 SH DFND 4 0 0 89000 VANTAGE DRILLING CO COMMON STOCK G93205113 2593 1516432 SH DFND 2 1365790 0 150642 VANTAGE DRILLING CO COMMON STOCK G93205113 2259 1321135 SH DFND 4 123773 0 1197362 VANTAGE DRILLING CO CONVERTIBLE BONDS G93205AA3 1203 1081000 SH DFND 2 0 0 1081000 VANTAGE DRILLING CO CONVERTIBLE BONDS G93205AA3 4723 4243000 SH DFND 4 0 0 4243000 VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 362 4310 SH DFND 2 4310 0 0 VARIAN MEDICAL SYSTEMS INC COMMON STOCK 92220P105 0 0 SH DFND 4 0 0 0 VCA ANTECH INC COMMON STOCK 918194101 184 5721 SH DFND 2 5721 0 0 VCA ANTECH INC COMMON STOCK 918194101 1565 48545 SH DFND 4 2654 0 45891 VECTOR GROUP LTD CONV. NOTE 92240MAY4 3024 2207000 SH DFND 2 0 0 2207000 VECTOR GROUP LTD CONV. NOTE 92240MAY4 10108 7378000 SH DFND 4 0 0 7378000 VECTREN CORPORATION COMMON STOCK 92240G101 0 0 SH DFND 2 0 0 0 VECTREN CORPORATION COMMON STOCK 92240G101 2173 55160 SH DFND 4 0 0 55160 VENTAS INC COMMON STOCK 92276F100 2260 37317 SH DFND 2 30521 0 6796 VENTAS INC COMMON STOCK 92276F100 4552 75152 SH DFND 4 0 0 75152 VERASTEM INC COMMON STOCK 92337C104 0 0 SH DFND 2 0 0 0 VERASTEM INC COMMON STOCK 92337C104 4261 394861 SH DFND 4 0 0 394861 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 893 26395 SH DFND 2 22369 0 4026 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 1511 44678 SH DFND 4 951 0 43727 VERINT SYSTEMS INC COMMON STOCK 92343X100 963 20529 SH DFND 2 17146 0 3383 VERINT SYSTEMS INC COMMON STOCK 92343X100 1282 27312 SH DFND 4 777 0 26535 VERISIGN INC COMMON STOCK 92343E102 1855 34418 SH DFND 2 25218 0 9200 VERISIGN INC COMMON STOCK 92343E102 7377 136844 SH DFND 4 0 0 136844 VERISK ANALYTICS INC-CLASS A COMMON STOCK 92345Y106 1105 18424 SH DFND 2 12646 0 5778 VERISK ANALYTICS INC-CLASS A COMMON STOCK 92345Y106 2530 42187 SH DFND 4 0 0 42187 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 26692 561110 SH DFND 2 524942 0 36168 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 219915 4622983 SH DFND 4 208094 0 4414889 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 1800 25451 SH DFND 2 25451 0 0 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 39516 558762 SH DFND 4 0 0 558762 VF CORP COMMON STOCK 918204108 3237 52318 SH DFND 2 40218 0 12100 VF CORP COMMON STOCK 918204108 5312 85848 SH DFND 4 0 0 85848 VIACOM INC-CLASS B COMMON STOCK 92553P201 7204 84763 SH DFND 2 70908 0 13855 VIACOM INC-CLASS B COMMON STOCK 92553P201 37756 444236 SH DFND 4 11530 0 432706 VIPSHOP HOLDINGS LTD - ADS COMMON STOCK - ADR 92763W103 132 887 SH DFND 2 887 0 0 VIPSHOP HOLDINGS LTD - ADS COMMON STOCK - ADR 92763W103 12810 85800 SH DFND 4 0 0 85800 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 23680 109700 SH DFND 2 109700 0 0 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 291770 1351662 SH DFND 4 0 0 1351662 VOCUS INC COMMON STOCK 92858J108 761 57113 SH DFND 2 47870 0 9243 VOCUS INC COMMON STOCK 92858J108 1022 76666 SH DFND 4 2305 0 74361 VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 6616 179743 SH DFND 2 179743 0 0 VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 146917 3991230 SH DFND 4 126981 0 3864249 VORNADO REALTY TRUST COMMON STOCK 929042109 3260 33074 SH DFND 2 25845 0 7229 VORNADO REALTY TRUST COMMON STOCK 929042109 853 8655 SH DFND 4 0 0 8655 VOXX INTERNATIONAL CORP COMMON STOCK 91829F104 2928 214018 SH DFND 2 103190 0 110828 VOXX INTERNATIONAL CORP COMMON STOCK 91829F104 5689 415845 SH DFND 4 105624 0 310221 VULCAN MATERIALS CO COMMON STOCK 929160109 344 5173 SH DFND 2 5173 0 0 VULCAN MATERIALS CO COMMON STOCK 929160109 0 0 SH DFND 4 0 0 0 W&T OFFSHORE INC COMMON STOCK 92922P106 589 34010 SH DFND 2 28117 0 5893 W&T OFFSHORE INC COMMON STOCK 92922P106 770 44481 SH DFND 4 0 0 44481 WABASH NATIONAL CORP COMMON STOCK 929566107 524 38100 SH DFND 2 38100 0 0 WABASH NATIONAL CORP COMMON STOCK 929566107 2514 182680 SH DFND 4 0 0 182680 WABCO HOLDINGS INC COMMON STOCK 92927K102 1710 16203 SH DFND 2 16203 0 0 WABCO HOLDINGS INC COMMON STOCK 92927K102 8669 82126 SH DFND 4 2275 0 79851 WABTEC CORP COMMON STOCK 929740108 98 1269 SH DFND 2 1269 0 0 WABTEC CORP COMMON STOCK 929740108 24764 319538 SH DFND 4 0 0 319538 WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 1428 19400 SH DFND 2 19400 0 0 WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 6268 85146 SH DFND 4 0 0 85146 WAGEWORKS INC COMMON STOCK 930427109 1457 25967 SH DFND 2 21603 0 4364 WAGEWORKS INC COMMON STOCK 930427109 1911 34064 SH DFND 4 896 0 33168 WALGREEN CO COMMON STOCK 931422109 2305 34904 SH DFND 2 34904 0 0 WALGREEN CO COMMON STOCK 931422109 2007 30400 SH DFND 4 0 0 30400 WAL-MART STORES INC COMMON STOCK 931142103 5310 69469 SH DFND 2 69469 0 0 WAL-MART STORES INC COMMON STOCK 931142103 13576 177632 SH DFND 4 0 0 177632 WALT DISNEY CO/THE COMMON STOCK 254687106 5432 67845 SH DFND 2 67845 0 0 WALT DISNEY CO/THE COMMON STOCK 254687106 19178 239520 SH DFND 4 0 0 239520 WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 1840 1950000 SH DFND 2 0 0 1950000 WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 5704 6044000 SH DFND 4 0 0 6044000 WASTE MANAGEMENT INC COMMON STOCK 94106L109 2769 65819 SH DFND 2 50419 0 15400 WASTE MANAGEMENT INC COMMON STOCK 94106L109 4557 108308 SH DFND 4 0 0 108308 WATERS CORP COMMON STOCK 941848103 348 3214 SH DFND 2 3214 0 0 WATERS CORP COMMON STOCK 941848103 0 0 SH DFND 4 0 0 0 WCI COMMUNITIES INC COMMON STOCK 92923C807 0 0 SH DFND 2 0 0 0 WCI COMMUNITIES INC COMMON STOCK 92923C807 2428 122850 SH DFND 4 0 0 122850 WEB.COM GROUP INC COMMON STOCK 94733A104 2399 70492 SH DFND 2 22023 0 48469 WEB.COM GROUP INC COMMON STOCK 94733A104 5125 150602 SH DFND 4 51219 0 99383 WEB.COM GROUP INC CONV. NOTE 94733AAA2 1639 1393000 SH DFND 2 0 0 1393000 WEB.COM GROUP INC CONV. NOTE 94733AAA2 5116 4347000 SH DFND 4 0 0 4347000 WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 1076 35874 SH DFND 2 25661 0 10213 WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 192 6406 SH DFND 4 0 0 6406 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 1254 19743 SH DFND 2 16667 0 3076 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 2481 39062 SH DFND 4 579 0 38483 WELLPOINT INC COMMON STOCK 94973V107 3093 31073 SH DFND 2 31073 0 0 WELLPOINT INC COMMON STOCK 94973V107 34371 345261 SH DFND 4 8876 0 336385 WELLPOINT INC CONVERTIBLE BONDS 94973VBG1 2704 1850000 SH DFND 2 0 0 1850000 WELLPOINT INC CONVERTIBLE BONDS 94973VBG1 8822 6035000 SH DFND 4 0 0 6035000 WELLS FARGO & CO COMMON STOCK 949746101 18202 365939 SH DFND 2 362594 0 3345 WELLS FARGO & CO COMMON STOCK 949746101 330276 6640058 SH DFND 4 196650 0 6443408 WELLS FARGO & CO-CW18 WARRANTS 949746119 0 0 SH DFND 2 0 0 0 WELLS FARGO & CO-CW18 WARRANTS 949746119 26740 1434525 SH DFND 4 0 0 1434525 WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 2960 2541 SH DFND 2 0 0 2541 WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 9266 7954 SH DFND 4 0 0 7954 WESBANCO INC COMMON STOCK 950810101 1413 44381 SH DFND 2 13880 0 30501 WESBANCO INC COMMON STOCK 950810101 3015 94734 SH DFND 4 32269 0 62465 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 2852 34267 SH DFND 2 33004 0 1263 WESCO INTERNATIONAL INC COMMON STOCK 95082P105 107107 1287034 SH DFND 4 32510 0 1254524 WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 1441 474000 SH DFND 2 0 0 474000 WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 22954 7735000 SH DFND 4 0 0 7735000 WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 1429 58100 SH DFND 2 18200 0 39900 WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 3065 124600 SH DFND 4 42200 0 82400 WESTERN DIGITAL CORP COMMON STOCK 958102105 6081 66232 SH DFND 2 66232 0 0 WESTERN DIGITAL CORP COMMON STOCK 958102105 216348 2356218 SH DFND 4 12237 0 2343981 WESTERN UNION CO COMMON STOCK 959802109 354 21653 SH DFND 2 21653 0 0 WESTERN UNION CO COMMON STOCK 959802109 0 0 SH DFND 4 0 0 0 WET SEAL INC/THE-CLASS A COMMON STOCK 961840105 465 352425 SH DFND 2 108125 0 244300 WET SEAL INC/THE-CLASS A COMMON STOCK 961840105 914 692800 SH DFND 4 233100 0 459700 WEYERHAEUSER CO COMMON STOCK 962166104 688 23450 SH DFND 2 23450 0 0 WEYERHAEUSER CO COMMON STOCK 962166104 0 0 SH DFND 4 0 0 0 WEYERHAEUSER CO CONVERTIBLE PREF 962166872 14013 247845 SH DFND 2 0 0 247845 WEYERHAEUSER CO CONVERTIBLE PREF 962166872 19403 355608 SH DFND 4 0 0 355608 WHIRLPOOL CORP COMMON STOCK 963320106 5180 34656 SH DFND 2 34656 0 0 WHIRLPOOL CORP COMMON STOCK 963320106 83057 555711 SH DFND 4 0 0 555711 WHITING PETROLEUM CORP COMMON STOCK 966387102 559 8054 SH DFND 2 8054 0 0 WHITING PETROLEUM CORP COMMON STOCK 966387102 2802 40374 SH DFND 4 0 0 40374 WHOLE FOODS MARKET INC COMMON STOCK 966837106 2156 42521 SH DFND 2 42521 0 0 WHOLE FOODS MARKET INC COMMON STOCK 966837106 16129 318066 SH DFND 4 0 0 318066 WILLBROS GROUP INC ORDINARY SHARES 969203108 1834 145300 SH DFND 2 45400 0 99900 WILLBROS GROUP INC ORDINARY SHARES 969203108 4047 320659 SH DFND 4 105500 0 215159 WILLIAMS COS INC COMMON STOCK 969457100 2291 56450 SH DFND 2 47250 0 9200 WILLIAMS COS INC COMMON STOCK 969457100 2574 63429 SH DFND 4 0 0 63429 WILLIS GROUP HOLDINGS PLC ORDINARY SHARES G96666105 1254 28424 SH DFND 2 28424 0 0 WILLIS GROUP HOLDINGS PLC ORDINARY SHARES G96666105 20673 468450 SH DFND 4 39000 0 429450 WINDSTREAM HOLDINGS INC COMMON STOCK 97382A101 191 23144 SH DFND 2 23144 0 0 WINDSTREAM HOLDINGS INC COMMON STOCK 97382A101 75 9103 SH DFND 4 0 0 9103 WISCONSIN ENERGY CORP COMMON STOCK 976657106 425 9131 SH DFND 2 9131 0 0 WISCONSIN ENERGY CORP COMMON STOCK 976657106 1884 40464 SH DFND 4 0 0 40464 WISDOMTREE INVESTMENTS INC COMMON STOCK 97717P104 0 0 SH DFND 2 0 0 0 WISDOMTREE INVESTMENTS INC COMMON STOCK 97717P104 147 11200 SH DFND 4 0 0 11200 WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 902 31578 SH DFND 2 26663 0 4915 WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 1182 41407 SH DFND 4 0 0 41407 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 1767 40059 SH DFND 2 36316 0 3743 WORLD FUEL SERVICES CORP COMMON STOCK 981475106 5598 126940 SH DFND 4 850 0 126090 WORLD POINT TERMINALS LP STOCK UNIT 98159G107 0 0 SH DFND 2 0 0 0 WORLD POINT TERMINALS LP STOCK UNIT 98159G107 2039 98269 SH DFND 4 0 0 98269 WORLD POINT TERMINALS LP STOCK UNIT 98159G107 0 0 SH DFND 2 0 0 0 WORLD POINT TERMINALS LP STOCK UNIT 98159G107 2039 98269 SH DFND 4 0 0 98269 WP CAREY INC COMMON STOCK 92936U109 279 4644 SH DFND 2 4128 0 516 WP CAREY INC COMMON STOCK 92936U109 1437 23920 SH DFND 4 1297 0 22623 WR BERKLEY CORP COMMON STOCK 084423102 1960 47102 SH DFND 2 35202 0 11900 WR BERKLEY CORP COMMON STOCK 084423102 5484 131758 SH DFND 4 0 0 131758 WR GRACE & CO COMMON STOCK 38388F108 114 1154 SH DFND 2 969 0 185 WR GRACE & CO COMMON STOCK 38388F108 134807 1359355 SH DFND 4 170 0 1359185 WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAC1 2175 1600000 SH DFND 2 0 0 1600000 WRIGHT MEDICAL GROUP INC CONV. NOTE 98235TAC1 6165 4535000 SH DFND 4 0 0 4535000 WUXI PHARMATECH CAYMAN-ADR COMMON STOCK - ADR 929352102 706 19156 SH DFND 2 19156 0 0 WUXI PHARMATECH CAYMAN-ADR COMMON STOCK - ADR 929352102 15468 419640 SH DFND 4 0 0 419640 WW GRAINGER INC COMMON STOCK 384802104 606 2400 SH DFND 2 2400 0 0 WW GRAINGER INC COMMON STOCK 384802104 0 0 SH DFND 4 0 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 4196 57305 SH DFND 2 57305 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 64761 884348 SH DFND 4 4322 0 880026 WYNN RESORTS LTD COMMON STOCK 983134107 1863 8388 SH DFND 2 8388 0 0 WYNN RESORTS LTD COMMON STOCK 983134107 16684 75104 SH DFND 4 2324 0 72780 XCEL ENERGY INC COMMON STOCK 98389B100 590 19446 SH DFND 2 19446 0 0 XCEL ENERGY INC COMMON STOCK 98389B100 0 0 SH DFND 4 0 0 0 XEROX CORP COMMON STOCK 984121103 525 46485 SH DFND 2 46485 0 0 XEROX CORP COMMON STOCK 984121103 22330 1976094 SH DFND 4 0 0 1976094 XILINX INC COMMON STOCK 983919101 572 10549 SH DFND 2 10549 0 0 XILINX INC COMMON STOCK 983919101 2822 52000 SH DFND 4 0 0 52000 XILINX INC CONV. NOTE 983919AF8 5471 2918000 SH DFND 2 0 0 2918000 XILINX INC CONV. NOTE 983919AF8 16822 8972000 SH DFND 4 0 0 8972000 XL GROUP PLC ORDINARY SHARES G98290102 359 11489 SH DFND 2 11489 0 0 XL GROUP PLC ORDINARY SHARES G98290102 5761 184360 SH DFND 4 0 0 184360 XO GROUP INC COMMON STOCK 983772104 657 64750 SH DFND 2 54063 0 10687 XO GROUP INC COMMON STOCK 983772104 867 85483 SH DFND 4 1781 0 83702 XPO LOGISTICS INC COMMON STOCK 983793100 1191 40492 SH DFND 2 33970 0 6522 XPO LOGISTICS INC COMMON STOCK 983793100 1605 54584 SH DFND 4 1674 0 52910 XPO LOGISTICS INC CONV. NOTE 983793AA8 1380 736000 SH DFND 2 0 0 736000 XPO LOGISTICS INC CONV. NOTE 983793AA8 4329 2309000 SH DFND 4 0 0 2309000 XYLEM INC COMMON STOCK 98419M100 273 7489 SH DFND 2 7489 0 0 XYLEM INC COMMON STOCK 98419M100 0 0 SH DFND 4 0 0 0 YAHOO! INC COMMON STOCK 984332106 6412 178600 SH DFND 2 178600 0 0 YAHOO! INC COMMON STOCK 984332106 53906 1501563 SH DFND 4 0 0 1501563 YAMANA GOLD INC ORDINARY SHARES 98462Y100 21 2400 SH DFND 2 2400 0 0 YAMANA GOLD INC ORDINARY SHARES 98462Y100 155 17707 SH DFND 4 0 0 17707 YANDEX NV-A ORDINARY SHARES N97284108 1458 48279 SH DFND 2 48279 0 0 YANDEX NV-A ORDINARY SHARES N97284108 17601 582998 SH DFND 4 471 0 582527 YPF S.A.-SPONSORED ADR COMMON STOCK - ADR 984245100 2876 92300 SH DFND 2 0 0 92300 YPF S.A.-SPONSORED ADR COMMON STOCK - ADR 984245100 5746 184400 SH DFND 4 0 0 184400 YRC WORLDWIDE INC COMMON STOCK 984249607 27 1179 SH DFND 2 1179 0 0 YRC WORLDWIDE INC COMMON STOCK 984249607 243 10817 SH DFND 4 0 0 10817 YUM! BRANDS INC COMMON STOCK 988498101 1313 17421 SH DFND 2 17421 0 0 YUM! BRANDS INC COMMON STOCK 988498101 0 0 SH DFND 4 0 0 0 ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 501 25558 SH DFND 2 25558 0 0 ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 6760 344702 SH DFND 4 0 0 344702 ZEP INC COMMON STOCK 98944B108 654 36965 SH DFND 2 30912 0 6053 ZEP INC COMMON STOCK 98944B108 1052 59457 SH DFND 4 1242 0 58215 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 5715 60422 SH DFND 2 60422 0 0 ZIMMER HOLDINGS INC COMMON STOCK 98956P102 123074 1301269 SH DFND 4 33500 0 1267769 ZIONS BANCORPORATION COMMON STOCK 989701107 2974 96003 SH DFND 2 96003 0 0 ZIONS BANCORPORATION COMMON STOCK 989701107 6583 212500 SH DFND 4 0 0 212500 ZOETIS INC COMMON STOCK 98978V103 2073 71623 SH DFND 2 71623 0 0 ZOETIS INC COMMON STOCK 98978V103 68553 2368809 SH DFND 4 71703 0 2297106 ZYNGA INC - CL A COMMON STOCK 98986T108 477 110939 SH DFND 2 95507 0 15432 ZYNGA INC - CL A COMMON STOCK 98986T108 632 146916 SH DFND 4 0 0 146916