0001062993-16-007872.txt : 20160216 0001062993-16-007872.hdr.sgml : 20160215 20160216101412 ACCESSION NUMBER: 0001062993-16-007872 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160216 DATE AS OF CHANGE: 20160216 EFFECTIVENESS DATE: 20160216 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: 161424176 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 12-31-2015 12-31-2015 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 02-16-2016 2 2894 44274814 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 2U INC COMMON STOCK 90214J101 748 26748 SH DFND 1 26748 0 0 2U INC COMMON STOCK 90214J101 1301 46480 SH DFND 2 4264 0 42216 3M CO COMMON STOCK 88579Y101 2091 13884 SH DFND 1 13884 0 0 3M CO COMMON STOCK 88579Y101 0 0 SH DFND 2 0 0 0 8POINT3 ENERGY PARTNERS LP COMMON STOCK 282539105 285 17665 SH DFND 1 17665 0 0 8POINT3 ENERGY PARTNERS LP COMMON STOCK 282539105 8573 531137 SH DFND 2 0 0 531137 A10 NETWORKS INC COMMON STOCK 002121101 503 76704 SH DFND 1 76704 0 0 A10 NETWORKS INC COMMON STOCK 002121101 1084 165277 SH DFND 2 10494 0 154783 AAC HOLDINGS INC COMMON STOCK 000307108 0 0 SH DFND 1 0 0 0 AAC HOLDINGS INC COMMON STOCK 000307108 988 51838 SH DFND 2 0 0 51838 AARON'S INC COMMON STOCK 002535300 0 0 SH DFND 1 0 0 0 AARON'S INC COMMON STOCK 002535300 1484 66295 SH DFND 2 0 0 66295 ABBOTT LABORATORIES COMMON STOCK 002824100 1574 35052 SH DFND 1 35052 0 0 ABBOTT LABORATORIES COMMON STOCK 002824100 30661 682730 SH DFND 2 0 0 682730 ABBVIE INC COMMON STOCK 00287Y109 2635 44481 SH DFND 1 44481 0 0 ABBVIE INC COMMON STOCK 00287Y109 107338 1811914 SH DFND 2 0 0 1811914 ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 413 15300 SH DFND 1 15300 0 0 ABERCROMBIE & FITCH CO-CL A COMMON STOCK 002896207 2600 96300 SH DFND 2 19500 0 76800 ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 855 23993 SH DFND 1 23993 0 0 ACADIA PHARMACEUTICALS INC COMMON STOCK 004225108 1489 41765 SH DFND 2 2873 0 38892 ACCELERON PHARMA INC COMMON STOCK 00434H108 0 0 SH DFND 1 0 0 0 ACCELERON PHARMA INC COMMON STOCK 00434H108 6095 125000 SH DFND 2 0 0 125000 ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 4783 45767 SH DFND 1 42832 0 2935 ACCENTURE PLC-CL A ORDINARY SHARES G1151C101 7614 72862 SH DFND 2 0 0 72862 ACCESS NATIONAL CORP COMMON STOCK 004337101 89 4327 SH DFND 1 4327 0 0 ACCESS NATIONAL CORP COMMON STOCK 004337101 400 19553 SH DFND 2 879 0 18674 ACCO BRANDS CORP COMMON STOCK 00081T108 0 0 SH DFND 1 0 0 0 ACCO BRANDS CORP COMMON STOCK 00081T108 3511 492490 SH DFND 2 0 0 492490 ACCURAY INC COMMON STOCK 004397105 440 65236 SH DFND 1 65236 0 0 ACCURAY INC COMMON STOCK 004397105 772 114340 SH DFND 2 9847 0 104493 ACCURAY INC CONV. 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ADR 01609W102 10246 126076 SH DFND 1 126076 0 0 ALIBABA GROUP HOLDING-SP ADR COMMON STOCK - ADR 01609W102 105449 1297517 SH DFND 2 620 0 1296897 ALKERMES PLC COMMON STOCK G01767105 7 82 SH DFND 1 82 0 0 ALKERMES PLC COMMON STOCK G01767105 8033 101200 SH DFND 2 0 0 101200 ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 9 51 SH DFND 1 51 0 0 ALLEGIANT TRAVEL CO COMMON STOCK 01748X102 3385 20170 SH DFND 2 0 0 20170 ALLEGION PLC ORDINARY SHARES G0176J109 407 6173 SH DFND 1 6173 0 0 ALLEGION PLC ORDINARY SHARES G0176J109 1405 21314 SH DFND 2 0 0 21314 ALLERGAN PLC COMMON STOCK G0177J108 22218 71097 SH DFND 1 71097 0 0 ALLERGAN PLC COMMON STOCK G0177J108 444704 1423053 SH DFND 2 0 0 1423053 ALLERGAN PLC CONVERTIBLE PREF G0177J116 15760 13697 SH DFND 1 0 0 13697 ALLERGAN PLC CONVERTIBLE PREF G0177J116 110729 107485 SH DFND 2 0 0 107485 ALLETE INC COMMON STOCK 018522300 605 11900 SH DFND 1 11900 0 0 ALLETE INC COMMON STOCK 018522300 3800 74768 SH DFND 2 15468 0 59300 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 381 1379 SH DFND 1 1379 0 0 ALLIANCE DATA SYSTEMS CORP COMMON STOCK 018581108 0 0 SH DFND 2 0 0 0 ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 454 19033 SH DFND 1 19033 0 0 ALLIANCEBERNSTEIN HOLDING LP COMMON STOCK 01881G106 31130 1305254 SH DFND 2 1097 0 1304157 ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 3068 82483 SH DFND 1 78139 0 4344 ALLIED WORLD ASSURANCE CO ORDINARY SHARES H01531104 10595 284875 SH DFND 2 28436 0 256439 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 4234 163526 SH DFND 1 154561 0 8965 ALLISON TRANSMISSION HOLDING COMMON STOCK 01973R101 14799 571602 SH DFND 2 17372 0 554230 ALLSTATE CORP COMMON STOCK 020002101 3548 57141 SH DFND 1 57141 0 0 ALLSTATE CORP COMMON STOCK 020002101 18983 305734 SH DFND 2 12625 0 293109 ALLY FINANCIAL INC COMMON STOCK 02005N100 6523 349964 SH DFND 1 315154 0 34810 ALLY FINANCIAL INC COMMON STOCK 02005N100 3376 181140 SH DFND 2 31005 0 150135 ALPHABET INC-CL A COMMON STOCK 02079K305 45240 58148 SH DFND 1 58148 0 0 ALPHABET INC-CL A COMMON STOCK 02079K305 543522 698606 SH DFND 2 3419 0 695187 ALPHABET INC-CL C COMMON STOCK 02079K107 74994 98822 SH DFND 1 98717 0 105 ALPHABET INC-CL C COMMON STOCK 02079K107 496676 654485 SH DFND 2 10629 0 643856 ALTISOURCE ASSET MANAGEMENT ORDINARY SHARES 02153X108 0 0 SH DFND 1 0 0 0 ALTISOURCE ASSET MANAGEMENT ORDINARY SHARES 02153X108 4722 275198 SH DFND 2 0 0 275198 ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 0 0 SH DFND 1 0 0 0 ALTISOURCE PORTFOLIO SOL ORDINARY SHARES L0175J104 85916 3089383 SH DFND 2 0 0 3089383 ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 0 0 SH DFND 1 0 0 0 ALTISOURCE RESIDENTIAL CORP ORDINARY SHARES 02153W100 103489 8339201 SH DFND 2 0 0 8339201 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 527 21002 SH DFND 1 21002 0 0 ALTRA INDUSTRIAL MOTION CORP COMMON STOCK 02208R106 1115 44439 SH DFND 2 2127 0 42312 ALTRIA GROUP INC COMMON STOCK 02209S103 14870 255457 SH DFND 1 238405 0 17052 ALTRIA GROUP INC COMMON STOCK 02209S103 22666 389391 SH DFND 2 3989 0 385402 AMAG PHARMACEUTICALS INC COMMON STOCK 00163U106 5092 168670 SH DFND 1 168670 0 0 AMAG PHARMACEUTICALS INC COMMON STOCK 00163U106 88198 2921438 SH DFND 2 8905 0 2912533 AMAG PHARMACEUTICALS INC CONV. 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25159 SH DFND 2 1559 0 23600 ANHEUSER-BUSCH INBEV-SPN ADR COMMON STOCK - ADR 03524A108 10422 83374 SH DFND 1 83374 0 0 ANHEUSER-BUSCH INBEV-SPN ADR COMMON STOCK - ADR 03524A108 35389 283113 SH DFND 2 163 0 282950 ANNALY CAPITAL MANAGEMENT IN COMMON STOCK 035710409 6592 702775 SH DFND 1 650190 0 52585 ANNALY CAPITAL MANAGEMENT IN COMMON STOCK 035710409 16426 1751189 SH DFND 2 36040 0 1715149 ANTERO MIDSTREAM PARTNERS LP COMMON STOCK 03673L103 0 0 SH DFND 1 0 0 0 ANTERO MIDSTREAM PARTNERS LP COMMON STOCK 03673L103 685 30000 SH DFND 2 0 0 30000 ANTERO RESOURCES CORP COMMON STOCK 03674X106 1 34 SH DFND 1 34 0 0 ANTERO RESOURCES CORP COMMON STOCK 03674X106 486 22306 SH DFND 2 0 0 22306 ANTHEM INC COMMON STOCK 036752103 5679 40728 SH DFND 1 40728 0 0 ANTHEM INC COMMON STOCK 036752103 58186 417281 SH DFND 2 9066 0 408215 ANTHEM INC CONVERTIBLE PREF 036752202 3845 83493 SH DFND 1 0 0 83493 ANTHEM INC CONVERTIBLE PREF 036752202 11444 248522 SH DFND 2 0 0 248522 AON PLC COMMON STOCK G0408V102 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HOSPITALITY REIT INC COMMON STOCK 03784Y200 689 34508 SH DFND 1 31195 0 3313 APPLE HOSPITALITY REIT INC COMMON STOCK 03784Y200 1084 54303 SH DFND 2 0 0 54303 APPLE INC COMMON STOCK 037833100 78834 748944 SH DFND 1 742060 0 6884 APPLE INC COMMON STOCK 037833100 678890 6449652 SH DFND 2 103095 0 6346557 APPLIED GENETIC TECHNOLOGIES COMMON STOCK 03820J100 587 28769 SH DFND 1 28769 0 0 APPLIED GENETIC TECHNOLOGIES COMMON STOCK 03820J100 7857 385139 SH DFND 2 4143 0 380996 APPLIED MATERIALS INC COMMON STOCK 038222105 499 26714 SH DFND 1 26714 0 0 APPLIED MATERIALS INC COMMON STOCK 038222105 0 0 SH DFND 2 0 0 0 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W406 511 80219 SH DFND 1 80219 0 0 APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W406 1100 172687 SH DFND 2 11224 0 161463 ARBOR REALTY TRUST INC COMMON STOCK 038923108 179 25002 SH DFND 1 25002 0 0 ARBOR REALTY TRUST INC COMMON STOCK 038923108 822 114957 SH DFND 2 4947 0 110010 ARC DOCUMENT SOLUTIONS INC COMMON STOCK 00191G103 322 72800 SH DFND 1 72800 0 0 ARC DOCUMENT SOLUTIONS INC COMMON STOCK 00191G103 2054 464806 SH DFND 2 94106 0 370700 ARCBEST CORP COMMON STOCK 03937C105 0 0 SH DFND 1 0 0 0 ARCBEST CORP COMMON STOCK 03937C105 3272 152970 SH DFND 2 0 0 152970 ARCELORMITTAL CONVERTIBLE PREF L0302D178 107 13986 SH DFND 1 0 0 13986 ARCELORMITTAL CONVERTIBLE PREF L0302D178 1397 215931 SH DFND 2 0 0 215931 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 476 12973 SH DFND 1 12973 0 0 ARCHER-DANIELS-MIDLAND CO COMMON STOCK 039483102 0 0 SH DFND 2 0 0 0 ARDELYX INC COMMON STOCK 039697107 612 33763 SH DFND 1 33763 0 0 ARDELYX INC COMMON STOCK 039697107 1331 73431 SH DFND 2 4698 0 68733 ARES CAPITAL CORP CONV. 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A COMMON STOCK 045528106 0 0 SH DFND 1 0 0 0 ASSOCIATED CAPITAL GROUP - A COMMON STOCK 045528106 651 21350 SH DFND 2 0 0 21350 ASSURANT INC COMMON STOCK 04621X108 3248 40331 SH DFND 1 36707 0 3624 ASSURANT INC COMMON STOCK 04621X108 8864 110063 SH DFND 2 0 0 110063 ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 8262 312584 SH DFND 1 312584 0 0 ASSURED GUARANTY LTD ORDINARY SHARES G0585R106 141886 5368361 SH DFND 2 154400 0 5213961 ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 4328 127490 SH DFND 1 127490 0 0 ASTRAZENECA PLC-SPONS ADR COMMON STOCK - ADR 046353108 146400 4312220 SH DFND 2 199600 0 4112620 AT&T INC COMMON STOCK 00206R102 12663 367992 SH DFND 1 357465 0 10527 AT&T INC COMMON STOCK 00206R102 128169 3724768 SH DFND 2 143200 0 3581568 ATLAS AIR WORLDWIDE HLDG CONVERTIBLE BONDS 049164BH8 1176 1421000 SH DFND 1 0 0 1421000 ATLAS AIR WORLDWIDE HLDG CONVERTIBLE BONDS 049164BH8 2761 3336000 SH DFND 2 0 0 3336000 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 426 10300 SH DFND 1 10300 0 0 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 2682 64883 SH DFND 2 13283 0 51600 ATLASSIAN CORP PLC-CLASS A ORDINARY SHARES G06242104 8 262 SH DFND 1 262 0 0 ATLASSIAN CORP PLC-CLASS A ORDINARY SHARES G06242104 211 7022 SH DFND 2 0 0 7022 ATMOS ENERGY CORP COMMON STOCK 049560105 0 0 SH DFND 1 0 0 0 ATMOS ENERGY CORP COMMON STOCK 049560105 1887 29930 SH DFND 2 0 0 29930 ATRICURE INC COMMON STOCK 04963C209 457 20377 SH DFND 1 20377 0 0 ATRICURE INC COMMON STOCK 04963C209 915 40758 SH DFND 2 2912 0 37846 AUTODESK INC COMMON STOCK 052769106 304 4983 SH DFND 1 4983 0 0 AUTODESK INC COMMON STOCK 052769106 0 0 SH DFND 2 0 0 0 AUTOLIV INC ORDINARY SHARES 052800109 6 51 SH DFND 1 51 0 0 AUTOLIV INC ORDINARY SHARES 052800109 3173 25428 SH DFND 2 0 0 25428 AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 9970 117684 SH DFND 1 107664 0 10020 AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 14292 168694 SH DFND 2 0 0 168694 AUTOZONE INC COMMON STOCK 053332102 1181 1592 SH DFND 1 1592 0 0 AUTOZONE INC COMMON STOCK 053332102 87 117 SH DFND 2 0 0 117 AVAGO TECHNOLOGIES LTD ORDINARY SHARES Y0486S104 7185 49500 SH DFND 1 49500 0 0 AVAGO TECHNOLOGIES LTD ORDINARY SHARES Y0486S104 81033 558274 SH DFND 2 0 0 558274 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 2471 13422 SH DFND 1 13422 0 0 AVALONBAY COMMUNITIES INC COMMON STOCK 053484101 3616 19638 SH DFND 2 0 0 19638 AVERY DENNISON CORP COMMON STOCK 053611109 3751 59860 SH DFND 1 55527 0 4333 AVERY DENNISON CORP COMMON STOCK 053611109 10157 162092 SH DFND 2 2977 0 159115 AVG TECHNOLOGIES ORDINARY SHARES N07831105 1329 66287 SH DFND 1 66287 0 0 AVG TECHNOLOGIES ORDINARY SHARES N07831105 5343 266486 SH DFND 2 43441 0 223045 AVIS BUDGET GROUP INC COMMON STOCK 053774105 798 21997 SH DFND 1 21997 0 0 AVIS BUDGET GROUP INC COMMON STOCK 053774105 1723 47471 SH DFND 2 3046 0 44425 AVISTA CORP COMMON STOCK 05379B107 1092 30873 SH DFND 1 30873 0 0 AVISTA CORP COMMON STOCK 05379B107 6891 194819 SH DFND 2 40588 0 154231 AVON PRODUCTS INC COMMON STOCK 054303102 338 83432 SH DFND 1 83432 0 0 AVON PRODUCTS INC COMMON STOCK 054303102 65747 16233941 SH DFND 2 2457 0 16231484 AXALTA COATING SYSTEMS LTD COMMON STOCK G0750C108 1415 53082 SH DFND 1 53082 0 0 AXALTA COATING SYSTEMS LTD COMMON STOCK G0750C108 42569 1597354 SH DFND 2 0 0 1597354 AXIALL CORP COMMON STOCK 05463D100 4286 278314 SH DFND 1 278314 0 0 AXIALL CORP COMMON STOCK 05463D100 22530 1463012 SH DFND 2 0 0 1463012 AZZ INC COMMON STOCK 002474104 767 13808 SH DFND 1 13808 0 0 AZZ INC COMMON STOCK 002474104 1349 24275 SH DFND 2 2155 0 22120 B&G FOODS INC COMMON STOCK 05508R106 203 5800 SH DFND 1 5800 0 0 B&G FOODS INC COMMON STOCK 05508R106 1276 36439 SH DFND 2 7439 0 29000 BAKER HUGHES INC COMMON STOCK 057224107 6172 133736 SH DFND 1 133736 0 0 BAKER HUGHES INC COMMON STOCK 057224107 103931 2252018 SH DFND 2 70700 0 2181318 BALL CORP COMMON STOCK 058498106 223 3066 SH DFND 1 3066 0 0 BALL CORP COMMON STOCK 058498106 36 489 SH DFND 2 0 0 489 BANC OF CALIFORNIA INC COMMON STOCK 05990K106 673 46058 SH DFND 1 46058 0 0 BANC OF CALIFORNIA INC COMMON STOCK 05990K106 4251 290753 SH DFND 2 59389 0 231364 BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 901 187234 SH DFND 1 0 0 187234 BANCO BRADESCO-ADR COMMON STOCK - ADR 059460303 3013 626332 SH DFND 2 0 0 626332 BANK OF AMERICA CORP COMMON STOCK 060505104 33808 2008784 SH DFND 1 2008784 0 0 BANK OF AMERICA CORP COMMON STOCK 060505104 374030 22224016 SH DFND 2 593905 0 21630111 BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 2966 2721 SH DFND 1 0 0 2721 BANK OF AMERICA CORP CONVERTIBLE PREF 060505682 6812 6250 SH DFND 2 0 0 6250 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 5050 122508 SH DFND 1 122508 0 0 BANK OF NEW YORK MELLON CORP COMMON STOCK 064058100 62548 1517430 SH DFND 2 20808 0 1496622 BANKUNITED INC COMMON STOCK 06652K103 57 1593 SH DFND 1 1593 0 0 BANKUNITED INC COMMON STOCK 06652K103 2094 58080 SH DFND 2 0 0 58080 BARNES & NOBLE EDUCATION INC COMMON STOCK 06777U101 0 0 SH DFND 1 0 0 0 BARNES & NOBLE EDUCATION INC COMMON STOCK 06777U101 934 93874 SH DFND 2 0 0 93874 BARRACUDA NETWORKS INC COMMON STOCK 068323104 434 23253 SH DFND 1 23253 0 0 BARRACUDA NETWORKS INC COMMON STOCK 068323104 765 40961 SH DFND 2 3649 0 37312 BARRETT BUSINESS SVCS INC COMMON STOCK 068463108 376 8625 SH DFND 1 8625 0 0 BARRETT BUSINESS SVCS INC COMMON STOCK 068463108 655 15044 SH DFND 2 1227 0 13817 BARRICK GOLD CORP ORDINARY SHARES 067901108 18 2491 SH DFND 1 2491 0 0 BARRICK GOLD CORP ORDINARY SHARES 067901108 707 95769 SH DFND 2 0 0 95769 BAXALTA INC COMMON STOCK 07177M103 5225 133884 SH DFND 1 133884 0 0 BAXALTA INC COMMON STOCK 07177M103 0 0 SH DFND 2 0 0 0 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 435 11400 SH DFND 1 11400 0 0 BAXTER INTERNATIONAL INC COMMON STOCK 071813109 30562 801100 SH DFND 2 0 0 801100 BB&T CORP COMMON STOCK 054937107 664 17560 SH DFND 1 17560 0 0 BB&T CORP COMMON STOCK 054937107 18974 501825 SH DFND 2 0 0 501825 BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 899 21829 SH DFND 1 21829 0 0 BEACON ROOFING SUPPLY INC COMMON STOCK 073685109 1904 46234 SH DFND 2 2968 0 43266 BECTON DICKINSON AND CO COMMON STOCK 075887109 719 4668 SH DFND 1 4668 0 0 BECTON DICKINSON AND CO COMMON STOCK 075887109 2 14 SH DFND 2 0 0 14 BED BATH & BEYOND INC COMMON STOCK 075896100 209 4338 SH DFND 1 4338 0 0 BED BATH & BEYOND INC COMMON STOCK 075896100 14551 301585 SH DFND 2 0 0 301585 BELLICUM PHARMACEUTICALS INC COMMON STOCK 079481107 0 0 SH DFND 1 0 0 0 BELLICUM PHARMACEUTICALS INC COMMON STOCK 079481107 518 25559 SH DFND 2 0 0 25559 BEMIS COMPANY COMMON STOCK 081437105 1067 23871 SH DFND 1 21699 0 2172 BEMIS COMPANY COMMON STOCK 081437105 1680 37596 SH DFND 2 0 0 37596 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 15084 114236 SH DFND 1 107566 0 6670 BERKSHIRE HATHAWAY INC-CL B COMMON STOCK 084670702 20602 156025 SH DFND 2 0 0 156025 BERKSHIRE HILLS BANCORP INC COMMON STOCK 084680107 760 26100 SH DFND 1 26100 0 0 BERKSHIRE HILLS BANCORP INC COMMON STOCK 084680107 4737 162739 SH DFND 2 33239 0 129500 BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 5814 160695 SH DFND 1 141745 0 18950 BERRY PLASTICS GROUP INC COMMON STOCK 08579W103 3181 87920 SH DFND 2 17055 0 70865 BEST BUY CO INC COMMON STOCK 086516101 197 6464 SH DFND 1 6464 0 0 BEST BUY CO INC COMMON STOCK 086516101 7660 251560 SH DFND 2 0 0 251560 BGC PARTNERS INC-CL A COMMON STOCK 05541T101 427 43522 SH DFND 1 43522 0 0 BGC PARTNERS INC-CL A COMMON STOCK 05541T101 0 0 SH DFND 2 0 0 0 BIG LOTS INC COMMON STOCK 089302103 486 12604 SH DFND 1 12604 0 0 BIG LOTS INC COMMON STOCK 089302103 1026 26633 SH DFND 2 1708 0 24925 BILL BARRETT CORP COMMON STOCK 06846N104 68 17200 SH DFND 1 17200 0 0 BILL BARRETT CORP COMMON STOCK 06846N104 469 119454 SH DFND 2 24854 0 94600 BIOCRYST PHARMACEUTICALS INC COMMON STOCK 09058V103 0 0 SH DFND 1 0 0 0 BIOCRYST PHARMACEUTICALS INC COMMON STOCK 09058V103 2055 199100 SH DFND 2 0 0 199100 BIOGEN INC COMMON STOCK 09062X103 18809 61398 SH DFND 1 61398 0 0 BIOGEN INC COMMON STOCK 09062X103 140956 460113 SH DFND 2 2267 0 457846 BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 2105 1575000 SH DFND 1 0 0 1575000 BIOMARIN PHARMACEUTICAL CONV. NOTE 09061GAF8 7635 5714000 SH DFND 2 0 0 5714000 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 1012 9663 SH DFND 1 9663 0 0 BIOMARIN PHARMACEUTICAL INC COMMON STOCK 09061G101 41317 394400 SH DFND 2 0 0 394400 BIO-RAD LABORATORIES-A COMMON STOCK 090572207 743 5362 SH DFND 1 4887 0 475 BIO-RAD LABORATORIES-A COMMON STOCK 090572207 1144 8251 SH DFND 2 0 0 8251 BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 543 12638 SH DFND 1 12638 0 0 BIOSPECIFICS TECHNOLOGIES COMMON STOCK 090931106 961 22353 SH DFND 2 1928 0 20425 BLACK KNIGHT FINANCIAL-CL A COMMON STOCK 09214X100 534 16140 SH DFND 1 14688 0 1452 BLACK KNIGHT FINANCIAL-CL A COMMON STOCK 09214X100 828 25058 SH DFND 2 0 0 25058 BLACKBAUD INC COMMON STOCK 09227Q100 1052 15967 SH DFND 1 15967 0 0 BLACKBAUD INC COMMON STOCK 09227Q100 1823 27683 SH DFND 2 2310 0 25373 BLACKROCK CAPITAL INVESTMENT COMMON STOCK 092533108 518 55100 SH DFND 1 55100 0 0 BLACKROCK CAPITAL INVESTMENT COMMON STOCK 092533108 3251 345903 SH DFND 2 70903 0 275000 BLACKROCK INC COMMON STOCK 09247X101 973 2858 SH DFND 1 2858 0 0 BLACKROCK INC COMMON STOCK 09247X101 0 0 SH DFND 2 0 0 0 BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 2530 2486000 SH DFND 1 0 0 2486000 BLACKSTONE MORTGAGE TR CONV. NOTE 09257WAA8 7733 7600000 SH DFND 2 0 0 7600000 BLUE BUFFALO PET PRODUCTS IN COMMON STOCK 09531U102 2250 120279 SH DFND 1 102959 0 17320 BLUE BUFFALO PET PRODUCTS IN COMMON STOCK 09531U102 9164 489785 SH DFND 2 15790 0 473995 BLUEPRINT MEDICINES CORP COMMON STOCK 09627Y109 389 14777 SH DFND 1 14777 0 0 BLUEPRINT MEDICINES CORP COMMON STOCK 09627Y109 8666 329000 SH DFND 2 0 0 329000 BNC BANCORP COMMON STOCK 05566T101 621 24451 SH DFND 1 24451 0 0 BNC BANCORP COMMON STOCK 05566T101 6489 255658 SH DFND 2 28928 0 226730 BOARDWALK PIPELINE PARTNERS COMMON STOCK 096627104 0 0 SH DFND 1 0 0 0 BOARDWALK PIPELINE PARTNERS COMMON STOCK 096627104 1434 110482 SH DFND 2 0 0 110482 BOEING CO/THE COMMON STOCK 097023105 7642 52851 SH DFND 1 49196 0 3655 BOEING CO/THE COMMON STOCK 097023105 23584 163111 SH DFND 2 0 0 163111 BOFI HOLDING INC COMMON STOCK 05566U108 1160 55108 SH DFND 1 55108 0 0 BOFI HOLDING INC COMMON STOCK 05566U108 3798 180449 SH DFND 2 26073 0 154376 BORGWARNER INC COMMON STOCK 099724106 203 4700 SH DFND 1 4700 0 0 BORGWARNER INC COMMON STOCK 099724106 0 0 SH DFND 2 0 0 0 BOSTON PROPERTIES INC COMMON STOCK 101121101 5287 41452 SH DFND 1 41452 0 0 BOSTON PROPERTIES INC COMMON STOCK 101121101 60356 473235 SH DFND 2 34900 0 438335 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 9802 531563 SH DFND 1 531563 0 0 BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 133854 7258878 SH DFND 2 296100 0 6962778 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 132 9649 SH DFND 1 9649 0 0 BRANDYWINE REALTY TRUST COMMON STOCK 105368203 602 44096 SH DFND 2 1536 0 42560 BRIGGS & STRATTON COMMON STOCK 109043109 626 36200 SH DFND 1 36200 0 0 BRIGGS & STRATTON COMMON STOCK 109043109 3953 228477 SH DFND 2 46877 0 181600 BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 2387 35736 SH DFND 1 35736 0 0 BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK 109194100 22932 343299 SH DFND 2 2115 0 341184 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 779 16243 SH DFND 1 16243 0 0 BRINKER INTERNATIONAL INC COMMON STOCK 109641100 1681 35052 SH DFND 2 2196 0 32856 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 22412 325805 SH DFND 1 325805 0 0 BRISTOL-MYERS SQUIBB CO COMMON STOCK 110122108 265152 3854518 SH DFND 2 0 0 3854518 BRIXMOR PROPERTY GROUP INC COMMON STOCK 11120U105 1055 40879 SH DFND 1 40879 0 0 BRIXMOR PROPERTY GROUP INC COMMON STOCK 11120U105 3573 138373 SH DFND 2 3541 0 134832 BROADCOM CORP-CL A COMMON STOCK 111320107 721 12462 SH DFND 1 12462 0 0 BROADCOM CORP-CL A COMMON STOCK 111320107 115 1981 SH DFND 2 0 0 1981 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 436 8113 SH DFND 1 8113 0 0 BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK 11133T103 2759 51351 SH DFND 2 2122 0 49229 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 0 0 SH DFND 1 0 0 0 BROCADE COMMUNICATIONS SYS COMMON STOCK 111621306 7332 798645 SH DFND 2 0 0 798645 BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 2308 2318000 SH DFND 1 0 0 2318000 BROOKDALE SENIOR LIVING CONV. NOTE 112463AA2 7918 7953000 SH DFND 2 0 0 7953000 BROOKDALE SENIOR LIVING INC COMMON STOCK 112463104 0 0 SH DFND 1 0 0 0 BROOKDALE SENIOR LIVING INC COMMON STOCK 112463104 15023 813800 SH DFND 2 0 0 813800 BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 242 2433 SH DFND 1 2433 0 0 BROWN-FORMAN CORP-CLASS B COMMON STOCK 115637209 0 0 SH DFND 2 0 0 0 BRUNSWICK CORP COMMON STOCK 117043109 4999 98969 SH DFND 1 98969 0 0 BRUNSWICK CORP COMMON STOCK 117043109 19751 391038 SH DFND 2 1885 0 389153 BUNGE LTD COMMON STOCK G16962105 5951 87149 SH DFND 1 84275 0 2874 BUNGE LTD COMMON STOCK G16962105 27750 406421 SH DFND 2 14801 0 391620 C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 197 3180 SH DFND 1 3180 0 0 C.H. ROBINSON WORLDWIDE INC COMMON STOCK 12541W209 33 540 SH DFND 2 0 0 540 C1 FINANCIAL INC COMMON STOCK 12591N109 0 0 SH DFND 1 0 0 0 C1 FINANCIAL INC COMMON STOCK 12591N109 1624 67072 SH DFND 2 0 0 67072 CA INC COMMON STOCK 12673P105 209 7332 SH DFND 1 7332 0 0 CA INC COMMON STOCK 12673P105 0 0 SH DFND 2 0 0 0 CABLE ONE INC COMMON STOCK 12685J105 512 1181 SH DFND 1 1181 0 0 CABLE ONE INC COMMON STOCK 12685J105 0 0 SH DFND 2 0 0 0 CABOT CORP COMMON STOCK 127055101 104 2541 SH DFND 1 2541 0 0 CABOT CORP COMMON STOCK 127055101 4359 106636 SH DFND 2 612 0 106024 CABOT OIL & GAS CORP COMMON STOCK 127097103 4740 267963 SH DFND 1 267963 0 0 CABOT OIL & GAS CORP COMMON STOCK 127097103 43585 2463836 SH DFND 2 0 0 2463836 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 129 1394 SH DFND 1 1394 0 0 CACI INTERNATIONAL INC -CL A COMMON STOCK 127190304 801 8628 SH DFND 2 455 0 8173 CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 1442 33273 SH DFND 1 33273 0 0 CAESARSTONE SDOT-YAM LTD ORDINARY SHARES M20598104 10582 244167 SH DFND 2 14732 0 229435 CALAMP CORP COMMON STOCK 128126109 1224 61432 SH DFND 1 61432 0 0 CALAMP CORP COMMON STOCK 128126109 2092 104949 SH DFND 2 7127 0 97822 CALATLANTIC GROUP INC COMMON STOCK 128195104 3007 79303 SH DFND 1 79303 0 0 CALATLANTIC GROUP INC COMMON STOCK 128195104 4157 109615 SH DFND 2 0 0 109615 CALATLANTIC GROUP INC CONV. NOTE 783764AQ6 130 99000 SH DFND 1 0 0 99000 CALATLANTIC GROUP INC CONVERTIBLE BONDS 85375CBC4 103 93000 SH DFND 1 0 0 93000 CALATLANTIC GROUP INC CONV. NOTE 783764AQ6 679 515000 SH DFND 2 0 0 515000 CALATLANTIC GROUP INC CONVERTIBLE BONDS 85375CBC4 438 395000 SH DFND 2 0 0 395000 CALERES INC COMMON STOCK 129500104 756 28203 SH DFND 1 28203 0 0 CALERES INC COMMON STOCK 129500104 1571 58589 SH DFND 2 3714 0 54875 CALLON PETROLEUM CO COMMON STOCK 13123X102 1396 167357 SH DFND 1 167357 0 0 CALLON PETROLEUM CO COMMON STOCK 13123X102 4696 563016 SH DFND 2 81468 0 481548 CAL-MAINE FOODS INC COMMON STOCK 128030202 589 12704 SH DFND 1 12704 0 0 CAL-MAINE FOODS INC COMMON STOCK 128030202 1272 27444 SH DFND 2 1729 0 25715 CALPINE CORP COMMON STOCK 131347304 14694 1015463 SH DFND 1 1015463 0 0 CALPINE CORP COMMON STOCK 131347304 137253 9485316 SH DFND 2 186138 0 9299178 CAMBREX CORP COMMON STOCK 132011107 909 19299 SH DFND 1 19299 0 0 CAMBREX CORP COMMON STOCK 132011107 1888 40094 SH DFND 2 2526 0 37568 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 814 10605 SH DFND 1 10605 0 0 CAMDEN PROPERTY TRUST COMMON STOCK 133131102 217 2830 SH DFND 2 0 0 2830 CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 3232 51143 SH DFND 1 51143 0 0 CAMERON INTERNATIONAL CORP COMMON STOCK 13342B105 27463 434537 SH DFND 2 12194 0 422343 CAMPBELL SOUP CO COMMON STOCK 134429109 207 3936 SH DFND 1 3936 0 0 CAMPBELL SOUP CO COMMON STOCK 134429109 0 0 SH DFND 2 0 0 0 CAMPUS CREST COMMUNITIES INC COMMON STOCK 13466Y105 135 19884 SH DFND 1 19884 0 0 CAMPUS CREST COMMUNITIES INC COMMON STOCK 13466Y105 637 93610 SH DFND 2 4714 0 88896 CANADIAN SOLAR INC ORDINARY SHARES 136635109 0 0 SH DFND 1 0 0 0 CANADIAN SOLAR INC ORDINARY SHARES 136635109 8691 300119 SH DFND 2 0 0 300119 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 8638 119667 SH DFND 1 109744 0 9923 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 24341 337225 SH DFND 2 0 0 337225 CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 3449 165352 SH DFND 1 165352 0 0 CAPITAL SENIOR LIVING CORP COMMON STOCK 140475104 5298 253955 SH DFND 2 0 0 253955 CAPITOL ACQUISITION CORP III STOCK UNIT 14055M205 0 0 SH DFND 1 0 0 0 CAPITOL ACQUISITION CORP III STOCK UNIT 14055M205 2488 250000 SH DFND 2 0 0 250000 CAPITOL ACQUISITION CORP III STOCK UNIT 14055M205 0 0 SH DFND 1 0 0 0 CAPITOL ACQUISITION CORP III STOCK UNIT 14055M205 2488 250000 SH DFND 2 0 0 250000 CARBYLAN THERAPEUTICS INC COMMON STOCK 141384107 0 0 SH DFND 1 0 0 0 CARBYLAN THERAPEUTICS INC COMMON STOCK 141384107 2172 600000 SH DFND 2 0 0 600000 CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 182 8000 SH DFND 1 8000 0 0 CARDINAL FINANCIAL CORP COMMON STOCK 14149F109 845 37157 SH DFND 2 1056 0 36101 CARDINAL HEALTH INC COMMON STOCK 14149Y108 15063 168740 SH DFND 1 166403 0 2337 CARDINAL HEALTH INC COMMON STOCK 14149Y108 100048 1120733 SH DFND 2 8923 0 1111810 CARDIOME PHARMA CORP ORDINARY SHARES 14159U301 5366 661620 SH DFND 1 661620 0 0 CARDIOME PHARMA CORP ORDINARY SHARES 14159U301 18553 2287722 SH DFND 2 30851 0 2256871 CARDTRONICS INC COMMON STOCK 14161H108 599 17813 SH DFND 1 17813 0 0 CARDTRONICS INC COMMON STOCK 14161H108 1300 38629 SH DFND 2 2463 0 36166 CARLISLE COS INC COMMON STOCK 142339100 443 4994 SH DFND 1 4994 0 0 CARLISLE COS INC COMMON STOCK 142339100 2795 31518 SH DFND 2 1307 0 30211 CARLYLE GROUP/THE COMMON STOCK 14309L102 101 6484 SH DFND 1 6484 0 0 CARLYLE GROUP/THE COMMON STOCK 14309L102 7989 511433 SH DFND 2 0 0 511433 CARMAX INC COMMON STOCK 143130102 252 4667 SH DFND 1 4667 0 0 CARMAX INC COMMON STOCK 143130102 1062 19675 SH DFND 2 0 0 19675 CARMIKE CINEMAS INC COMMON STOCK 143436400 693 30203 SH DFND 1 30203 0 0 CARMIKE CINEMAS INC COMMON STOCK 143436400 1490 64973 SH DFND 2 4182 0 60791 CARNIVAL CORP COMMON STOCK 143658300 558 10249 SH DFND 1 10249 0 0 CARNIVAL CORP COMMON STOCK 143658300 0 0 SH DFND 2 0 0 0 CARRIAGE SERVICES INC COMMON STOCK 143905107 557 23100 SH DFND 1 23100 0 0 CARRIAGE SERVICES INC COMMON STOCK 143905107 3498 145154 SH DFND 2 29754 0 115400 CARRIAGE SERVICES INC CONV. NOTE 143905AM9 1337 1135000 SH DFND 1 0 0 1135000 CARRIAGE SERVICES INC CONV. NOTE 143905AM9 4008 3402000 SH DFND 2 0 0 3402000 CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 0 0 SH DFND 1 0 0 0 CARROLS RESTAURANT GROUP INC COMMON STOCK 14574X104 566 48235 SH DFND 2 0 0 48235 CARTER'S INC COMMON STOCK 146229109 2851 32026 SH DFND 1 30825 0 1201 CARTER'S INC COMMON STOCK 146229109 12488 140271 SH DFND 2 4940 0 135331 CASTLIGHT HEALTH INC-B COMMON STOCK 14862Q100 63 14851 SH DFND 1 14851 0 0 CASTLIGHT HEALTH INC-B COMMON STOCK 14862Q100 1629 381451 SH DFND 2 0 0 381451 CATABASIS PHARMACEUTICALS IN COMMON STOCK 14875P107 0 0 SH DFND 1 0 0 0 CATABASIS PHARMACEUTICALS IN COMMON STOCK 14875P107 954 120360 SH DFND 2 0 0 120360 CATALENT INC COMMON STOCK 148806102 512 20448 SH DFND 1 20448 0 0 CATALENT INC COMMON STOCK 148806102 905 36147 SH DFND 2 3314 0 32833 CATERPILLAR INC COMMON STOCK 149123101 836 12300 SH DFND 1 12300 0 0 CATERPILLAR INC COMMON STOCK 149123101 5906 86909 SH DFND 2 0 0 86909 CATO CORP-CLASS A COMMON STOCK 149205106 0 0 SH DFND 1 0 0 0 CATO CORP-CLASS A COMMON STOCK 149205106 1708 46391 SH DFND 2 0 0 46391 CAVIUM INC COMMON STOCK 14964U108 1943 29568 SH DFND 1 29568 0 0 CAVIUM INC COMMON STOCK 14964U108 9973 151772 SH DFND 2 1543 0 150229 CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 408 32978 SH DFND 1 32978 0 0 CBL & ASSOCIATES PROPERTIES COMMON STOCK 124830100 2462 199007 SH DFND 2 37974 0 161033 CBOE HOLDINGS INC COMMON STOCK 12503M108 1982 30533 SH DFND 1 27659 0 2874 CBOE HOLDINGS INC COMMON STOCK 12503M108 3092 47635 SH DFND 2 0 0 47635 CBRE GROUP INC - A COMMON STOCK 12504L109 4261 123223 SH DFND 1 123223 0 0 CBRE GROUP INC - A COMMON STOCK 12504L109 26081 754222 SH DFND 2 30391 0 723831 CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 2355 49973 SH DFND 1 49973 0 0 CBS CORP-CLASS B NON VOTING COMMON STOCK 124857202 37441 794430 SH DFND 2 62300 0 732130 CDW CORP/DE COMMON STOCK 12514G108 3 82 SH DFND 1 82 0 0 CDW CORP/DE COMMON STOCK 12514G108 2673 63573 SH DFND 2 0 0 63573 CEB INC COMMON STOCK 125134106 499 8130 SH DFND 1 8130 0 0 CEB INC COMMON STOCK 125134106 873 14222 SH DFND 2 957 0 13265 CEDAR FAIR LP COMMON STOCK 150185106 0 0 SH DFND 1 0 0 0 CEDAR FAIR LP COMMON STOCK 150185106 1488 26646 SH DFND 2 1276 0 25370 CELGENE CORP COMMON STOCK 151020104 35083 292946 SH DFND 1 292946 0 0 CELGENE CORP COMMON STOCK 151020104 394957 3297901 SH DFND 2 0 0 3297901 CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 402 25628 SH DFND 1 25628 0 0 CELLDEX THERAPEUTICS INC COMMON STOCK 15117B103 712 45390 SH DFND 2 3891 0 41499 CELLECTIS - ADR COMMON STOCK - ADR 15117K103 0 0 SH DFND 1 0 0 0 CELLECTIS - ADR COMMON STOCK - ADR 15117K103 1241 40000 SH DFND 2 0 0 40000 CEMEX SAB DE CV CONV. NOTE 151290BC6 1191 1276000 SH DFND 1 0 0 1276000 CEMEX SAB DE CV CONV. NOTE 151290BC6 4401 4716000 SH DFND 2 0 0 4716000 CEMPRA INC COMMON STOCK 15130J109 0 0 SH DFND 1 0 0 0 CEMPRA INC COMMON STOCK 15130J109 4830 155160 SH DFND 2 0 0 155160 CENOVUS ENERGY INC COMMON STOCK 15135U109 233 18448 SH DFND 1 18448 0 0 CENOVUS ENERGY INC COMMON STOCK 15135U109 0 0 SH DFND 2 0 0 0 CENTENE CORP COMMON STOCK 15135B101 2725 41406 SH DFND 1 41406 0 0 CENTENE CORP COMMON STOCK 15135B101 13504 205194 SH DFND 2 8922 0 196272 CENTURY COMMUNITIES INC COMMON STOCK 156504300 538 30400 SH DFND 1 30400 0 0 CENTURY COMMUNITIES INC COMMON STOCK 156504300 3403 192137 SH DFND 2 39437 0 152700 CENTURYLINK INC COMMON STOCK 156700106 2030 80690 SH DFND 1 80690 0 0 CENTURYLINK INC COMMON STOCK 156700106 21307 846857 SH DFND 2 66300 0 780557 CEPHEID INC COMMON STOCK 15670R107 259 7099 SH DFND 1 7099 0 0 CEPHEID INC COMMON STOCK 15670R107 457 12500 SH DFND 2 1155 0 11345 CERNER CORP COMMON STOCK 156782104 385 6400 SH DFND 1 6400 0 0 CERNER CORP COMMON STOCK 156782104 0 0 SH DFND 2 0 0 0 CEVA INC COMMON STOCK 157210105 1116 47770 SH DFND 1 47770 0 0 CEVA INC COMMON STOCK 157210105 1948 83398 SH DFND 2 7719 0 75679 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 3472 85067 SH DFND 1 85067 0 0 CF INDUSTRIES HOLDINGS INC COMMON STOCK 125269100 66557 1630907 SH DFND 2 35100 0 1595807 CHARLES RIVER LABORATORIES COMMON STOCK 159864107 1598 19884 SH DFND 1 19884 0 0 CHARLES RIVER LABORATORIES COMMON STOCK 159864107 5839 72629 SH DFND 2 3626 0 69003 CHARTER COMMUNICATION-A COMMON STOCK 16117M305 5318 29044 SH DFND 1 29044 0 0 CHARTER COMMUNICATION-A COMMON STOCK 16117M305 32210 175914 SH DFND 2 0 0 175914 CHASE CORP COMMON STOCK 16150R104 79 1946 SH DFND 1 1946 0 0 CHASE CORP COMMON STOCK 16150R104 376 9226 SH DFND 2 473 0 8753 CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 0 0 SH DFND 1 0 0 0 CHEESECAKE FACTORY INC/THE COMMON STOCK 163072101 4477 97086 SH DFND 2 0 0 97086 CHEMED CORP COMMON STOCK 16359R103 2123 14172 SH DFND 1 14172 0 0 CHEMED CORP COMMON STOCK 16359R103 12032 80319 SH DFND 2 1809 0 78510 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 890 25965 SH DFND 1 25965 0 0 CHEMICAL FINANCIAL CORP COMMON STOCK 163731102 5692 166088 SH DFND 2 33744 0 132344 CHEMOCENTRYX INC COMMON STOCK 16383L106 0 0 SH DFND 1 0 0 0 CHEMOCENTRYX INC COMMON STOCK 16383L106 1628 201000 SH DFND 2 0 0 201000 CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 250 19207 SH DFND 1 19207 0 0 CHERRY HILL MORTGAGE INVESTM COMMON STOCK 164651101 1577 121338 SH DFND 2 24825 0 96513 CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 909 2724000 SH DFND 1 0 0 2724000 CHESAPEAKE ENERGY CORP CONVERTIBLE BONDS 165167CB1 3040 9109000 SH DFND 2 0 0 9109000 CHEVRON CORP COMMON STOCK 166764100 4373 48614 SH DFND 1 48614 0 0 CHEVRON CORP COMMON STOCK 166764100 2800 31124 SH DFND 2 0 0 31124 CHIASMA INC COMMON STOCK 16706W102 0 0 SH DFND 1 0 0 0 CHIASMA INC COMMON STOCK 16706W102 1611 82300 SH DFND 2 0 0 82300 CHICAGO BRIDGE & IRON CO NV COMMON STOCK - ADR 167250109 451 11577 SH DFND 1 11577 0 0 CHICAGO BRIDGE & IRON CO NV COMMON STOCK - ADR 167250109 1177 30175 SH DFND 2 1643 0 28532 CHILDREN'S PLACE INC/THE COMMON STOCK 168905107 453 8210 SH DFND 1 8210 0 0 CHILDREN'S PLACE INC/THE COMMON STOCK 168905107 2130 38591 SH DFND 2 1004 0 37587 CHIMERA INVESTMENT CORP COMMON STOCK 16934Q208 1592 116731 SH DFND 1 108071 0 8660 CHIMERA INVESTMENT CORP COMMON STOCK 16934Q208 3840 281561 SH DFND 2 5413 0 276148 CHINA BIOLOGIC PRODUCTS INC ORDINARY SHARES 16938C106 576 4041 SH DFND 1 4041 0 0 CHINA BIOLOGIC PRODUCTS INC ORDINARY SHARES 16938C106 8038 56420 SH DFND 2 0 0 56420 CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 6917 14415 SH DFND 1 14415 0 0 CHIPOTLE MEXICAN GRILL INC COMMON STOCK 169656105 29597 61679 SH DFND 2 0 0 61679 CHUBB CORP COMMON STOCK 171232101 675 5086 SH DFND 1 5086 0 0 CHUBB CORP COMMON STOCK 171232101 31 234 SH DFND 2 0 0 234 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 238 2800 SH DFND 1 2800 0 0 CHURCH & DWIGHT CO INC COMMON STOCK 171340102 23 276 SH DFND 2 0 0 276 CIDARA THERAPEUTICS INC COMMON STOCK 171757107 0 0 SH DFND 1 0 0 0 CIDARA THERAPEUTICS INC COMMON STOCK 171757107 1716 100000 SH DFND 2 0 0 100000 CIENA CORP COMMON STOCK 171779309 240 11595 SH DFND 1 11595 0 0 CIENA CORP COMMON STOCK 171779309 418 20186 SH DFND 2 1868 0 18318 CIENA CORP CONV. NOTE 171779AK7 238 183000 SH DFND 1 0 0 183000 CIENA CORP CONV. NOTE 171779AK7 873 672000 SH DFND 2 0 0 672000 CIGNA CORP COMMON STOCK 125509109 6569 44894 SH DFND 1 44894 0 0 CIGNA CORP COMMON STOCK 125509109 177043 1209890 SH DFND 2 58700 0 1151190 CIMAREX ENERGY CO COMMON STOCK 171798101 219 2449 SH DFND 1 2449 0 0 CIMAREX ENERGY CO COMMON STOCK 171798101 1061 11869 SH DFND 2 0 0 11869 CINCINNATI BELL INC COMMON STOCK 171871106 665 184678 SH DFND 1 184678 0 0 CINCINNATI BELL INC COMMON STOCK 171871106 1433 398026 SH DFND 2 25881 0 372145 CINCINNATI BELL INC CONVERTIBLE PREF 171871403 150 3130 SH DFND 1 0 0 3130 CINCINNATI BELL INC CONVERTIBLE PREF 171871403 1102 22952 SH DFND 2 0 0 22952 CIRRUS LOGIC INC COMMON STOCK 172755100 362 12265 SH DFND 1 12265 0 0 CIRRUS LOGIC INC COMMON STOCK 172755100 934 31628 SH DFND 2 1805 0 29823 CISCO SYSTEMS INC COMMON STOCK 17275R102 17033 627248 SH DFND 1 590629 0 36619 CISCO SYSTEMS INC COMMON STOCK 17275R102 199479 7345925 SH DFND 2 157750 0 7188175 CIT GROUP INC COMMON STOCK 125581801 4308 108518 SH DFND 1 103056 0 5462 CIT GROUP INC COMMON STOCK 125581801 2302 57975 SH DFND 2 11116 0 46859 CITIGROUP INC COMMON STOCK 172967424 11042 213375 SH DFND 1 213375 0 0 CITIGROUP INC COMMON STOCK 172967424 336477 6501977 SH DFND 2 218053 0 6283924 CITIGROUP INC-CW19 WARRANTS 172967226 55 22402 SH DFND 1 0 0 22402 CITIGROUP INC-CW19 WARRANTS 172967226 406 2253773 SH DFND 2 0 0 2253773 CITIZENS & NORTHERN CORP COMMON STOCK 172922106 106 5035 SH DFND 1 5035 0 0 CITIZENS & NORTHERN CORP COMMON STOCK 172922106 487 23180 SH DFND 2 0 0 23180 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 1067 40724 SH DFND 1 37076 0 3648 CITIZENS FINANCIAL GROUP COMMON STOCK 174610105 3861 147425 SH DFND 2 0 0 147425 CITRIX SYSTEMS INC COMMON STOCK 177376100 264 3492 SH DFND 1 3492 0 0 CITRIX SYSTEMS INC COMMON STOCK 177376100 0 0 SH DFND 2 0 0 0 CITRIX SYSTEMS INC CONV. NOTE 177376AD2 3062 2816000 SH DFND 1 0 0 2816000 CITRIX SYSTEMS INC CONV. NOTE 177376AD2 8446 7766000 SH DFND 2 0 0 7766000 CLOROX COMPANY COMMON STOCK 189054109 2420 19079 SH DFND 1 17542 0 1537 CLOROX COMPANY COMMON STOCK 189054109 3280 25859 SH DFND 2 0 0 25859 CLOVIS ONCOLOGY INC COMMON STOCK 189464100 1106 31596 SH DFND 1 31596 0 0 CLOVIS ONCOLOGY INC COMMON STOCK 189464100 0 0 SH DFND 2 0 0 0 CLUBCORP HOLDINGS INC COMMON STOCK 18948M108 515 28200 SH DFND 1 28200 0 0 CLUBCORP HOLDINGS INC COMMON STOCK 18948M108 3289 180016 SH DFND 2 38316 0 141700 CME GROUP INC COMMON STOCK 12572Q105 2262 24965 SH DFND 1 24965 0 0 CME GROUP INC COMMON STOCK 12572Q105 31638 349210 SH DFND 2 27400 0 321810 CMS ENERGY CORP COMMON STOCK 125896100 222 6144 SH DFND 1 6144 0 0 CMS ENERGY CORP COMMON STOCK 125896100 0 0 SH DFND 2 0 0 0 CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 208 10871 SH DFND 1 10871 0 0 CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 930 48701 SH DFND 2 2293 0 46408 COACH INC COMMON STOCK 189754104 859 26231 SH DFND 1 26231 0 0 COACH INC COMMON STOCK 189754104 1294 39521 SH DFND 2 2591 0 36930 COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 1453 2592000 SH DFND 1 0 0 2592000 COBALT INTL ENERGY INC CONV. NOTE 19075FAA4 8277 14763000 SH DFND 2 0 0 14763000 COCA-COLA CO/THE COMMON STOCK 191216100 3622 84317 SH DFND 1 84317 0 0 COCA-COLA CO/THE COMMON STOCK 191216100 173 4018 SH DFND 2 0 0 4018 COCA-COLA ENTERPRISES COMMON STOCK 19122T109 4528 91948 SH DFND 1 91948 0 0 COCA-COLA ENTERPRISES COMMON STOCK 19122T109 83310 1691908 SH DFND 2 100438 0 1591470 COGENT COMMUNICATIONS HOLDIN COMMON STOCK 19239V302 1021 29430 SH DFND 1 29430 0 0 COGENT COMMUNICATIONS HOLDIN COMMON STOCK 19239V302 3070 88497 SH DFND 2 4037 0 84460 COGNEX CORP COMMON STOCK 192422103 718 21250 SH DFND 1 21250 0 0 COGNEX CORP COMMON STOCK 192422103 10533 311900 SH DFND 2 0 0 311900 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 808 13456 SH DFND 1 13456 0 0 COGNIZANT TECH SOLUTIONS-A COMMON STOCK 192446102 0 0 SH DFND 2 0 0 0 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 8384 125841 SH DFND 1 116822 0 9019 COLGATE-PALMOLIVE CO COMMON STOCK 194162103 13952 209433 SH DFND 2 2371 0 207062 COLONY CAPITAL INC - A COMMON STOCK 19624R106 491 25229 SH DFND 1 25229 0 0 COLONY CAPITAL INC - A COMMON STOCK 19624R106 3107 159522 SH DFND 2 33922 0 125600 COLUMBIA PIPELINE GROUP COMMON STOCK 198280109 3076 153811 SH DFND 1 140385 0 13426 COLUMBIA PIPELINE GROUP COMMON STOCK 198280109 4513 225664 SH DFND 2 0 0 225664 COMCAST CORP-CLASS A COMMON STOCK 20030N101 9530 168878 SH DFND 1 168878 0 0 COMCAST CORP-CLASS A COMMON STOCK 20030N101 209989 3721236 SH DFND 2 171450 0 3549786 COMERICA INC COMMON STOCK 200340107 164 3929 SH DFND 1 3929 0 0 COMERICA INC COMMON STOCK 200340107 4393 105020 SH DFND 2 0 0 105020 COMMERCIAL METALS CO COMMON STOCK 201723103 0 0 SH DFND 1 0 0 0 COMMERCIAL METALS CO COMMON STOCK 201723103 1319 96330 SH DFND 2 0 0 96330 COMMUNICATIONS SALES & LE COMMON STOCK 20341J104 995 53243 SH DFND 1 53243 0 0 COMMUNICATIONS SALES & LE COMMON STOCK 20341J104 2123 113571 SH DFND 2 7484 0 106087 COMMUNITY HEALTHCARE TRUST I COMMON STOCK 20369C106 129 6997 SH DFND 1 6997 0 0 COMMUNITY HEALTHCARE TRUST I COMMON STOCK 20369C106 590 31990 SH DFND 2 1116 0 30874 COMPUTER SCIENCES CORP COMMON STOCK 205363104 7184 219837 SH DFND 1 216603 0 3234 COMPUTER SCIENCES CORP COMMON STOCK 205363104 82697 2530519 SH DFND 2 73376 0 2457143 CONAGRA FOODS INC COMMON STOCK 205887102 5266 124894 SH DFND 1 118060 0 6834 CONAGRA FOODS INC COMMON STOCK 205887102 16004 379601 SH DFND 2 10966 0 368635 CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 0 0 SH DFND 1 0 0 0 CONATUS PHARMACEUTICALS INC COMMON STOCK 20600T108 549 190527 SH DFND 2 0 0 190527 CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 0 0 SH DFND 1 0 0 0 CONCERT PHARMACEUTICALS INC COMMON STOCK 206022105 3095 163131 SH DFND 2 0 0 163131 CONCHO RESOURCES INC COMMON STOCK 20605P101 16 177 SH DFND 1 177 0 0 CONCHO RESOURCES INC COMMON STOCK 20605P101 21217 228485 SH DFND 2 0 0 228485 CONMED CORP COMMON STOCK 207410101 626 14217 SH DFND 1 14217 0 0 CONMED CORP COMMON STOCK 207410101 1314 29827 SH DFND 2 1706 0 28121 CONN'S INC COMMON STOCK 208242107 413 17610 SH DFND 1 17610 0 0 CONN'S INC COMMON STOCK 208242107 928 39532 SH DFND 2 2464 0 37068 CONOCOPHILLIPS COMMON STOCK 20825C104 1460 31280 SH DFND 1 31280 0 0 CONOCOPHILLIPS COMMON STOCK 20825C104 65609 1405197 SH DFND 2 0 0 1405197 CONSOL ENERGY INC COMMON STOCK 20854P109 44 5515 SH DFND 1 5515 0 0 CONSOL ENERGY INC COMMON STOCK 20854P109 5763 729526 SH DFND 2 0 0 729526 CONSOLIDATED EDISON INC COMMON STOCK 209115104 392 6101 SH DFND 1 6101 0 0 CONSOLIDATED EDISON INC COMMON STOCK 209115104 0 0 SH DFND 2 0 0 0 CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 544 3817 SH DFND 1 3817 0 0 CONSTELLATION BRANDS INC-A COMMON STOCK 21036P108 0 0 SH DFND 2 0 0 0 CONSTELLIUM NV- CLASS A ORDINARY SHARES N22035104 0 0 SH DFND 1 0 0 0 CONSTELLIUM NV- CLASS A ORDINARY SHARES N22035104 3310 429909 SH DFND 2 0 0 429909 CONSUMER DISCRETIONARY SELT EXCHANGE TRADED FUNDS 81369Y407 7550 96610 SH DFND 1 74100 0 22510 CONSUMER DISCRETIONARY SELT EXCHANGE TRADED FUNDS 81369Y407 26427 338163 SH DFND 2 0 0 338163 CONTINENTAL BUILDING PRODUCT COMMON STOCK 211171103 1425 81596 SH DFND 1 81596 0 0 CONTINENTAL BUILDING PRODUCT COMMON STOCK 211171103 5504 315241 SH DFND 2 50597 0 264644 CONVERGYS CORP COMMON STOCK 212485106 757 30400 SH DFND 1 30400 0 0 CONVERGYS CORP COMMON STOCK 212485106 4766 191476 SH DFND 2 39676 0 151800 COOPER COS INC/THE COMMON STOCK 216648402 10145 75595 SH DFND 1 75595 0 0 COOPER COS INC/THE COMMON STOCK 216648402 42665 317920 SH DFND 2 0 0 317920 COOPER TIRE & RUBBER COMMON STOCK 216831107 927 24492 SH DFND 1 24492 0 0 COOPER TIRE & RUBBER COMMON STOCK 216831107 7430 196309 SH DFND 2 3348 0 192961 COOPER-STANDARD HOLDING COMMON STOCK 21676P103 914 11781 SH DFND 1 11781 0 0 COOPER-STANDARD HOLDING COMMON STOCK 21676P103 1969 25380 SH DFND 2 1595 0 23785 CORE LABORATORIES N.V. ORDINARY SHARES N22717107 503 4625 SH DFND 1 4625 0 0 CORE LABORATORIES N.V. ORDINARY SHARES N22717107 3162 29080 SH DFND 2 6080 0 23000 CORELOGIC INC COMMON STOCK 21871D103 351 10375 SH DFND 1 10375 0 0 CORELOGIC INC COMMON STOCK 21871D103 2210 65264 SH DFND 2 2715 0 62549 CORIUM INTERNATIONAL INC COMMON STOCK 21887L107 0 0 SH DFND 1 0 0 0 CORIUM INTERNATIONAL INC COMMON STOCK 21887L107 2639 325000 SH DFND 2 0 0 325000 CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 602 17424 SH DFND 1 17424 0 0 CORNERSTONE ONDEMAND INC COMMON STOCK 21925Y103 1041 30150 SH DFND 2 2515 0 27635 CORNING INC COMMON STOCK 219350105 470 25718 SH DFND 1 25718 0 0 CORNING INC COMMON STOCK 219350105 9199 503241 SH DFND 2 0 0 503241 CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T108 500 22904 SH DFND 1 22904 0 0 CORPORATE OFFICE PROPERTIES COMMON STOCK 22002T108 136 6221 SH DFND 2 0 0 6221 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 12742 78895 SH DFND 1 78895 0 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 58998 365314 SH DFND 2 0 0 365314 COTT CORPORATION ORDINARY SHARES 22163N106 578 52594 SH DFND 1 52594 0 0 COTT CORPORATION ORDINARY SHARES 22163N106 3690 335748 SH DFND 2 67969 0 267779 COTY INC-CL A COMMON STOCK 222070203 20706 807880 SH DFND 1 807880 0 0 COTY INC-CL A COMMON STOCK 222070203 220905 8619020 SH DFND 2 326718 0 8292302 COUSINS PROPERTIES INC COMMON STOCK 222795106 0 0 SH DFND 1 0 0 0 COUSINS PROPERTIES INC COMMON STOCK 222795106 1373 145592 SH DFND 2 0 0 145592 CR BARD INC COMMON STOCK 067383109 23427 123667 SH DFND 1 121373 0 2294 CR BARD INC COMMON STOCK 067383109 146894 775412 SH DFND 2 3317 0 772095 CREDICORP LTD ORDINARY SHARES G2519Y108 378 3883 SH DFND 1 3883 0 0 CREDICORP LTD ORDINARY SHARES G2519Y108 1340 13770 SH DFND 2 0 0 13770 CRESTWOOD EQUITY PARTNERS LP COMMON STOCK 226344208 426 20480 SH DFND 1 20480 0 0 CRESTWOOD EQUITY PARTNERS LP COMMON STOCK 226344208 0 0 SH DFND 2 0 0 0 CRITEO SA-SPON ADR COMMON STOCK - ADR 226718104 31 779 SH DFND 1 779 0 0 CRITEO SA-SPON ADR COMMON STOCK - ADR 226718104 13363 337458 SH DFND 2 0 0 337458 CROWN CASTLE INTL CORP COMMON STOCK 22822V101 601 6954 SH DFND 1 6954 0 0 CROWN CASTLE INTL CORP COMMON STOCK 22822V101 0 0 SH DFND 2 0 0 0 CROWN CASTLE INTL CORP CONVERTIBLE PREF 22822V200 6522 52696 SH DFND 1 0 0 52696 CROWN CASTLE INTL CORP CONVERTIBLE PREF 22822V200 10717 100359 SH DFND 2 0 0 100359 CROWN HOLDINGS INC COMMON STOCK 228368106 2869 56595 SH DFND 1 56595 0 0 CROWN HOLDINGS INC COMMON STOCK 228368106 18153 358047 SH DFND 2 14788 0 343259 CSG SYSTEMS INTL INC COMMON STOCK 126349109 791 21982 SH DFND 1 21982 0 0 CSG SYSTEMS INTL INC COMMON STOCK 126349109 8018 222844 SH DFND 2 2903 0 219941 CSRA INC COMMON STOCK 12650T104 6444 214815 SH DFND 1 211581 0 3234 CSRA INC COMMON STOCK 12650T104 46164 1538799 SH DFND 2 73376 0 1465423 CSX CORP COMMON STOCK 126408103 548 21130 SH DFND 1 21130 0 0 CSX CORP COMMON STOCK 126408103 0 0 SH DFND 2 0 0 0 CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 4613 99574 SH DFND 1 99574 0 0 CTRIP.COM INTERNATIONAL-ADR COMMON STOCK - ADR 22943F100 40481 873764 SH DFND 2 332 0 873432 CUBIC CORP COMMON STOCK 229669106 1047 22155 SH DFND 1 22155 0 0 CUBIC CORP COMMON STOCK 229669106 2245 47521 SH DFND 2 3041 0 44480 CUMMINS INC COMMON STOCK 231021106 336 3813 SH DFND 1 3813 0 0 CUMMINS INC COMMON STOCK 231021106 0 0 SH DFND 2 0 0 0 CUSTOMERS BANCORP INC COMMON STOCK 23204G100 935 34334 SH DFND 1 34334 0 0 CUSTOMERS BANCORP INC COMMON STOCK 23204G100 2088 76697 SH DFND 2 4490 0 72207 CVR ENERGY INC COMMON STOCK 12662P108 399 10139 SH DFND 1 10139 0 0 CVR ENERGY INC COMMON STOCK 12662P108 2537 64476 SH DFND 2 2652 0 61824 CVS HEALTH CORP COMMON STOCK 126650100 26781 273923 SH DFND 1 273923 0 0 CVS HEALTH CORP COMMON STOCK 126650100 371839 3803203 SH DFND 2 98917 0 3704286 CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 1596 162718 SH DFND 1 162718 0 0 CYPRESS SEMICONDUCTOR CORP COMMON STOCK 232806109 5764 587567 SH DFND 2 88528 0 499039 CYS INVESTMENTS INC COMMON STOCK 12673A108 59 8311 SH DFND 1 8311 0 0 CYS INVESTMENTS INC COMMON STOCK 12673A108 298 41858 SH DFND 2 1642 0 40216 CYTOMX THERAPEUTICS INC COMMON STOCK 23284F105 0 0 SH DFND 1 0 0 0 CYTOMX THERAPEUTICS INC COMMON STOCK 23284F105 6783 325000 SH DFND 2 0 0 325000 DANA HOLDING CORP COMMON STOCK 235825205 0 0 SH DFND 1 0 0 0 DANA HOLDING CORP COMMON STOCK 235825205 3584 259710 SH DFND 2 0 0 259710 DANAHER CORP COMMON STOCK 235851102 13666 147138 SH DFND 1 147138 0 0 DANAHER CORP COMMON STOCK 235851102 126187 1358604 SH DFND 2 49500 0 1309104 DARDEN RESTAURANTS INC COMMON STOCK 237194105 156 2450 SH DFND 1 2450 0 0 DARDEN RESTAURANTS INC COMMON STOCK 237194105 909 14278 SH DFND 2 0 0 14278 DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK 238337109 1786 42788 SH DFND 1 42788 0 0 DAVE & BUSTER'S ENTERTAINMEN COMMON STOCK 238337109 19299 462355 SH DFND 2 0 0 462355 DAVIDSTEA INC ORDINARY SHARES 238661102 259 20905 SH DFND 1 20905 0 0 DAVIDSTEA INC ORDINARY SHARES 238661102 3778 304933 SH DFND 2 0 0 304933 DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 3945 56587 SH DFND 1 51712 0 4875 DAVITA HEALTHCARE PARTNERS I COMMON STOCK 23918K108 5742 82366 SH DFND 2 0 0 82366 DECKERS OUTDOOR CORP COMMON STOCK 243537107 0 0 SH DFND 1 0 0 0 DECKERS OUTDOOR CORP COMMON STOCK 243537107 1036 21942 SH DFND 2 0 0 21942 DEERE & CO COMMON STOCK 244199105 7417 97248 SH DFND 1 88826 0 8422 DEERE & CO COMMON STOCK 244199105 21645 283794 SH DFND 2 0 0 283794 DEL FRISCO'S RESTAURANT GROU COMMON STOCK 245077102 0 0 SH DFND 1 0 0 0 DEL FRISCO'S RESTAURANT GROU COMMON STOCK 245077102 1367 85302 SH DFND 2 0 0 85302 DEL TACO RESTAURANTS INC COMMON STOCK 245496104 0 0 SH DFND 1 0 0 0 DEL TACO RESTAURANTS INC COMMON STOCK 245496104 4569 429038 SH DFND 2 0 0 429038 DELEK US HOLDINGS INC COMMON STOCK 246647101 517 21024 SH DFND 1 21024 0 0 DELEK US HOLDINGS INC COMMON STOCK 246647101 1041 42336 SH DFND 2 2755 0 39581 DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 4470 52146 SH DFND 1 52146 0 0 DELPHI AUTOMOTIVE PLC ORDINARY SHARES G27823106 78460 915200 SH DFND 2 71800 0 843400 DELTA AIR LINES INC COMMON STOCK 247361702 6195 122223 SH DFND 1 122223 0 0 DELTA AIR LINES INC COMMON STOCK 247361702 36607 722176 SH DFND 2 27437 0 694739 DELUXE CORP COMMON STOCK 248019101 1049 19234 SH DFND 1 19234 0 0 DELUXE CORP COMMON STOCK 248019101 13749 252085 SH DFND 2 15545 0 236540 DEPOMED INC COMMON STOCK 249908104 326 17997 SH DFND 1 17997 0 0 DEPOMED INC COMMON STOCK 249908104 576 31776 SH DFND 2 2649 0 29127 DEVON ENERGY CORP COMMON STOCK 25179M103 367 11464 SH DFND 1 11464 0 0 DEVON ENERGY CORP COMMON STOCK 25179M103 45543 1423220 SH DFND 2 0 0 1423220 DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 25 1002 SH DFND 1 1002 0 0 DEVRY EDUCATION GROUP INC COMMON STOCK 251893103 2468 97510 SH DFND 2 0 0 97510 DEXCOM INC COMMON STOCK 252131107 1321 16132 SH DFND 1 16132 0 0 DEXCOM INC COMMON STOCK 252131107 3278 40022 SH DFND 2 1808 0 38214 DHT HOLDINGS INC ORDINARY SHARES Y2065G121 103 12741 SH DFND 1 12741 0 0 DHT HOLDINGS INC ORDINARY SHARES Y2065G121 459 56729 SH DFND 2 0 0 56729 DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 4642 69393 SH DFND 1 69393 0 0 DIAMONDBACK ENERGY INC COMMON STOCK 25278X109 46287 691888 SH DFND 2 897 0 690991 DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 455 47111 SH DFND 1 47111 0 0 DIAMONDROCK HOSPITALITY CO COMMON STOCK 252784301 123 12720 SH DFND 2 0 0 12720 DIGITAL REALTY TRUST INC COMMON STOCK 253868103 206 2719 SH DFND 1 2719 0 0 DIGITAL REALTY TRUST INC COMMON STOCK 253868103 54 710 SH DFND 2 0 0 710 DILLARDS INC-CL A COMMON STOCK 254067101 0 0 SH DFND 1 0 0 0 DILLARDS INC-CL A COMMON STOCK 254067101 2615 39800 SH DFND 2 0 0 39800 DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 43 1244 SH DFND 1 1244 0 0 DIPLOMAT PHARMACY INC COMMON STOCK 25456K101 3425 100088 SH DFND 2 0 0 100088 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 4251 79277 SH DFND 1 79277 0 0 DISCOVER FINANCIAL SERVICES COMMON STOCK 254709108 25469 474994 SH DFND 2 0 0 474994 DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 6310 236524 SH DFND 1 236524 0 0 DISCOVERY COMMUNICATIONS-A COMMON STOCK 25470F104 61891 2319743 SH DFND 2 49062 0 2270681 DISCOVERY COMMUNICATIONS-C COMMON STOCK 25470F302 1540 61067 SH DFND 1 56033 0 5034 DISCOVERY COMMUNICATIONS-C COMMON STOCK 25470F302 2169 86019 SH DFND 2 0 0 86019 DISH NETWORK CORP-A COMMON STOCK 25470M109 12279 214740 SH DFND 1 206817 0 7923 DISH NETWORK CORP-A COMMON STOCK 25470M109 2333945 40817498 SH DFND 2 6900 0 40810598 DOLLAR GENERAL CORP COMMON STOCK 256677105 16090 223883 SH DFND 1 217055 0 6828 DOLLAR GENERAL CORP COMMON STOCK 256677105 65734 914623 SH DFND 2 0 0 914623 DOLLAR TREE INC COMMON STOCK 256746108 404 5231 SH DFND 1 5231 0 0 DOLLAR TREE INC COMMON STOCK 256746108 59 758 SH DFND 2 0 0 758 DOMINION RESOURCES INC CONVERTIBLE PREF 25746U869 1726 35896 SH DFND 1 0 0 35896 DOMINION RESOURCES INC CONVERTIBLE PREF 25746U869 6126 127417 SH DFND 2 0 0 127417 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 846 12501 SH DFND 1 12501 0 0 DOMINION RESOURCES INC/VA COMMON STOCK 25746U109 2401 35500 SH DFND 2 0 0 35500 DOMTAR CORP ORDINARY SHARES 257559203 167 4511 SH DFND 1 4511 0 0 DOMTAR CORP ORDINARY SHARES 257559203 4906 132786 SH DFND 2 1023 0 131763 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 65 3100 SH DFND 1 3100 0 0 DOUGLAS DYNAMICS INC COMMON STOCK 25960R105 306 14531 SH DFND 2 754 0 13777 DOVER CORP COMMON STOCK 260003108 215 3505 SH DFND 1 3505 0 0 DOVER CORP COMMON STOCK 260003108 0 0 SH DFND 2 0 0 0 DOW CHEMICAL CO/THE COMMON STOCK 260543103 13919 270372 SH DFND 1 270372 0 0 DOW CHEMICAL CO/THE COMMON STOCK 260543103 189350 3678123 SH DFND 2 81100 0 3597023 DR HORTON INC COMMON STOCK 23331A109 225 7014 SH DFND 1 7014 0 0 DR HORTON INC COMMON STOCK 23331A109 0 0 SH DFND 2 0 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 7953 85329 SH DFND 1 85329 0 0 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 100593 1079326 SH DFND 2 65170 0 1014156 DSP GROUP INC COMMON STOCK 23332B106 640 67772 SH DFND 1 67772 0 0 DSP GROUP INC COMMON STOCK 23332B106 1351 143155 SH DFND 2 9020 0 134135 DST SYSTEMS INC COMMON STOCK 233326107 3710 32531 SH DFND 1 29529 0 3002 DST SYSTEMS INC COMMON STOCK 233326107 10891 95486 SH DFND 2 0 0 95486 DSW INC-CLASS A COMMON STOCK 23334L102 485 20322 SH DFND 1 20322 0 0 DSW INC-CLASS A COMMON STOCK 23334L102 3315 138938 SH DFND 2 2862 0 136076 DTE ENERGY COMPANY COMMON STOCK 233331107 323 4030 SH DFND 1 4030 0 0 DTE ENERGY COMPANY COMMON STOCK 233331107 0 0 SH DFND 2 0 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 18309 274906 SH DFND 1 274906 0 0 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 191140 2869964 SH DFND 2 56700 0 2813264 DUKE ENERGY CORP COMMON STOCK 26441C204 1044 14630 SH DFND 1 14630 0 0 DUKE ENERGY CORP COMMON STOCK 26441C204 10864 152178 SH DFND 2 0 0 152178 DUKE REALTY CORP COMMON STOCK 264411505 786 37407 SH DFND 1 37407 0 0 DUKE REALTY CORP COMMON STOCK 264411505 210 9986 SH DFND 2 0 0 9986 DULUTH HOLDINGS INC COMMON STOCK 26443V101 0 0 SH DFND 1 0 0 0 DULUTH HOLDINGS INC COMMON STOCK 26443V101 2023 138632 SH DFND 2 0 0 138632 DUN & BRADSTREET CORP COMMON STOCK 26483E100 240 2308 SH DFND 1 2308 0 0 DUN & BRADSTREET CORP COMMON STOCK 26483E100 960 9237 SH DFND 2 385 0 8852 DUNKIN' BRANDS GROUP INC COMMON STOCK 265504100 3647 85632 SH DFND 1 77730 0 7902 DUNKIN' BRANDS GROUP INC COMMON STOCK 265504100 5661 132930 SH DFND 2 0 0 132930 DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 944 29708 SH DFND 1 29708 0 0 DUPONT FABROS TECHNOLOGY COMMON STOCK 26613Q106 253 7956 SH DFND 2 0 0 7956 DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158201 985 40752 SH DFND 1 40752 0 0 DYNAVAX TECHNOLOGIES CORP COMMON STOCK 268158201 1716 71013 SH DFND 2 6260 0 64753 DYNEGY INC COMMON STOCK 26817R108 300 22400 SH DFND 1 22400 0 0 DYNEGY INC COMMON STOCK 26817R108 3729 278319 SH DFND 2 29519 0 248800 DYNEGY INC CONVERTIBLE PREF 26817R207 763 15217 SH DFND 1 0 0 15217 DYNEGY INC CONVERTIBLE PREF 26817R207 2714 54148 SH DFND 2 0 0 54148 E*TRADE FINANCIAL CORP COMMON STOCK 269246401 8341 281413 SH DFND 1 281413 0 0 E*TRADE FINANCIAL CORP COMMON STOCK 269246401 45760 1543845 SH DFND 2 0 0 1543845 EAGLE BANCORP INC COMMON STOCK 268948106 244 4830 SH DFND 1 4830 0 0 EAGLE BANCORP INC COMMON STOCK 268948106 1537 30459 SH DFND 2 6229 0 24230 EAGLE PHARMACEUTICALS INC COMMON STOCK 269796108 1028 11592 SH DFND 1 11592 0 0 EAGLE PHARMACEUTICALS INC COMMON STOCK 269796108 6460 72858 SH DFND 2 10881 0 61977 EAST WEST BANCORP INC COMMON STOCK 27579R104 125 3005 SH DFND 1 3005 0 0 EAST WEST BANCORP INC COMMON STOCK 27579R104 565 13591 SH DFND 2 544 0 13047 EASTERLY ACQUISITION CORP STOCK UNIT 27616L201 0 0 SH DFND 1 0 0 0 EASTERLY ACQUISITION CORP STOCK UNIT 27616L201 10084 1006400 SH DFND 2 0 0 1006400 EASTERLY ACQUISITION CORP STOCK UNIT 27616L201 0 0 SH DFND 1 0 0 0 EASTERLY ACQUISITION CORP STOCK UNIT 27616L201 10084 1006400 SH DFND 2 0 0 1006400 EASTERLY GOVERNMENT PROPERTI COMMON STOCK 27616P103 0 0 SH DFND 1 0 0 0 EASTERLY GOVERNMENT PROPERTI COMMON STOCK 27616P103 12412 722471 SH DFND 2 0 0 722471 EASTMAN CHEMICAL CO COMMON STOCK 277432100 229 3387 SH DFND 1 3387 0 0 EASTMAN CHEMICAL CO COMMON STOCK 277432100 0 0 SH DFND 2 0 0 0 EATON CORP PLC COMMON STOCK G29183103 545 10482 SH DFND 1 10482 0 0 EATON CORP PLC COMMON STOCK G29183103 0 0 SH DFND 2 0 0 0 EBAY INC COMMON STOCK 278642103 14807 538830 SH DFND 1 510896 0 27934 EBAY INC COMMON STOCK 278642103 61175 2226169 SH DFND 2 55599 0 2170570 ECHO GLOBAL LOGISTICS CONV. NOTE 27875TAA9 1927 2202000 SH DFND 1 0 0 2202000 ECHO GLOBAL LOGISTICS CONV. NOTE 27875TAA9 6712 7671000 SH DFND 2 0 0 7671000 ECHOSTAR CORP-A COMMON STOCK 278768106 0 0 SH DFND 1 0 0 0 ECHOSTAR CORP-A COMMON STOCK 278768106 539754 13800931 SH DFND 2 0 0 13800931 ECOLAB INC COMMON STOCK 278865100 668 5836 SH DFND 1 5836 0 0 ECOLAB INC COMMON STOCK 278865100 0 0 SH DFND 2 0 0 0 EDGEWELL PERSONAL CARE CO COMMON STOCK 28035Q102 10459 133452 SH DFND 1 133452 0 0 EDGEWELL PERSONAL CARE CO COMMON STOCK 28035Q102 145788 1860249 SH DFND 2 52600 0 1807649 EDISON INTERNATIONAL COMMON STOCK 281020107 3055 51589 SH DFND 1 51589 0 0 EDISON INTERNATIONAL COMMON STOCK 281020107 81736 1380446 SH DFND 2 59300 0 1321146 EDUCATION REALTY TRUST INC COMMON STOCK 28140H203 413 10904 SH DFND 1 10904 0 0 EDUCATION REALTY TRUST INC COMMON STOCK 28140H203 2654 70074 SH DFND 2 14709 0 55365 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 9209 116599 SH DFND 1 116599 0 0 EDWARDS LIFESCIENCES CORP COMMON STOCK 28176E108 56770 718789 SH DFND 2 0 0 718789 ELDORADO RESORTS INC COMMON STOCK 28470R102 2654 241270 SH DFND 1 217715 0 23555 ELDORADO RESORTS INC COMMON STOCK 28470R102 1501 136470 SH DFND 2 23275 0 113195 ELECTRONIC ARTS INC COMMON STOCK 285512109 473 6887 SH DFND 1 6887 0 0 ELECTRONIC ARTS INC COMMON STOCK 285512109 9883 143813 SH DFND 2 0 0 143813 ELECTRONICS FOR IMAGING CONV. NOTE 286082AC6 2660 2498000 SH DFND 1 0 0 2498000 ELECTRONICS FOR IMAGING CONV. NOTE 286082AC6 9116 8560000 SH DFND 2 0 0 8560000 ELI LILLY & CO COMMON STOCK 532457108 29124 345647 SH DFND 1 334931 0 10716 ELI LILLY & CO COMMON STOCK 532457108 384306 4560949 SH DFND 2 179000 0 4381949 EMBRAER SA-SPON ADR COMMON STOCK - ADR 29082A107 1548 52404 SH DFND 1 52404 0 0 EMBRAER SA-SPON ADR COMMON STOCK - ADR 29082A107 11778 398711 SH DFND 2 0 0 398711 EMC CORP/MA COMMON STOCK 268648102 15786 614708 SH DFND 1 583991 0 30717 EMC CORP/MA COMMON STOCK 268648102 169995 6619754 SH DFND 2 212036 0 6407718 EMCOR GROUP INC COMMON STOCK 29084Q100 701 14600 SH DFND 1 14600 0 0 EMCOR GROUP INC COMMON STOCK 29084Q100 8009 166723 SH DFND 2 18833 0 147890 EMERGENT BIOSOLUTIONS CONV. NOTE 29089QAB1 1104 801000 SH DFND 1 0 0 801000 EMERGENT BIOSOLUTIONS CONV. NOTE 29089QAB1 4320 3135000 SH DFND 2 0 0 3135000 EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 1458 36442 SH DFND 1 36442 0 0 EMERGENT BIOSOLUTIONS INC COMMON STOCK 29089Q105 14050 351166 SH DFND 2 21094 0 330072 EMERSON ELECTRIC CO COMMON STOCK 291011104 709 14831 SH DFND 1 14831 0 0 EMERSON ELECTRIC CO COMMON STOCK 291011104 0 0 SH DFND 2 0 0 0 EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 1720 63002 SH DFND 1 63002 0 0 EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 5947 217830 SH DFND 2 31509 0 186321 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 919 31586 SH DFND 1 31586 0 0 ENCORE CAPITAL GROUP INC COMMON STOCK 292554102 5390 185344 SH DFND 2 26791 0 158553 ENCORE CAPITAL GROUP INC CONV. NOTE 292554AF9 1403 1646000 SH DFND 1 0 0 1646000 ENCORE CAPITAL GROUP INC CONV. NOTE 292554AF9 4487 5263000 SH DFND 2 0 0 5263000 ENDO INTERNATIONAL PLC COMMON STOCK G30401106 279 4555 SH DFND 1 4555 0 0 ENDO INTERNATIONAL PLC COMMON STOCK G30401106 11029 180146 SH DFND 2 0 0 180146 ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 1494 23351 SH DFND 1 22052 0 1299 ENDURANCE SPECIALTY HOLDINGS ORDINARY SHARES G30397106 5202 81287 SH DFND 2 12221 0 69066 ENERGEN CORP COMMON STOCK 29265N108 361 8812 SH DFND 1 8812 0 0 ENERGEN CORP COMMON STOCK 29265N108 17419 424962 SH DFND 2 11569 0 413393 ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 0 0 SH DFND 1 0 0 0 ENERGIZER HOLDINGS INC COMMON STOCK 29272W109 2414 70875 SH DFND 2 0 0 70875 ENERGY TRANSFER PARTNERS LP COMMON STOCK 29273R109 0 0 SH DFND 1 0 0 0 ENERGY TRANSFER PARTNERS LP COMMON STOCK 29273R109 5532 163999 SH DFND 2 0 0 163999 ENERGY XXI LTD CONV. NOTE 29274UAB7 0 0 SH DFND 1 0 0 0 ENERGY XXI LTD CONV. NOTE 29274UAB7 30 469000 SH DFND 2 0 0 469000 ENERSYS COMMON STOCK 29275Y102 1104 19741 SH DFND 1 19741 0 0 ENERSYS COMMON STOCK 29275Y102 2426 43383 SH DFND 2 2341 0 41042 ENGILITY HOLDINGS INC COMMON STOCK 29286C107 1536 47298 SH DFND 1 47298 0 0 ENGILITY HOLDINGS INC COMMON STOCK 29286C107 6180 190256 SH DFND 2 31039 0 159217 ENNIS INC COMMON STOCK 293389102 575 29894 SH DFND 1 29894 0 0 ENNIS INC COMMON STOCK 293389102 3421 177715 SH DFND 2 32749 0 144966 ENSIGN GROUP INC/THE COMMON STOCK 29358P101 538 23772 SH DFND 1 23772 0 0 ENSIGN GROUP INC/THE COMMON STOCK 29358P101 3456 152700 SH DFND 2 32474 0 120226 ENTELLUS MEDICAL INC COMMON STOCK 29363K105 287 17036 SH DFND 1 17036 0 0 ENTELLUS MEDICAL INC COMMON STOCK 29363K105 508 30125 SH DFND 2 2862 0 27263 ENTERGY CORP COMMON STOCK 29364G103 10288 150492 SH DFND 1 142986 0 7506 ENTERGY CORP COMMON STOCK 29364G103 51213 749170 SH DFND 2 17153 0 732017 ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 0 0 SH DFND 1 0 0 0 ENTERPRISE PRODUCTS PARTNERS COMMON STOCK 293792107 5331 208408 SH DFND 2 0 0 208408 EOG RESOURCES INC COMMON STOCK 26875P101 8186 115644 SH DFND 1 115644 0 0 EOG RESOURCES INC COMMON STOCK 26875P101 95708 1351997 SH DFND 2 37900 0 1314097 EP ENERGY CORP-CL A COMMON STOCK 268785102 1746 398589 SH DFND 1 376669 0 21920 EP ENERGY CORP-CL A COMMON STOCK 268785102 2049 467780 SH DFND 2 68328 0 399452 EPR PROPERTIES COMMON STOCK 26884U109 653 11174 SH DFND 1 11174 0 0 EPR PROPERTIES COMMON STOCK 26884U109 3920 67061 SH DFND 2 12043 0 55018 EPR PROPERTIES CONVERTIBLE PREF 26884U208 4858 164093 SH DFND 1 0 0 164093 EPR PROPERTIES CONVERTIBLE PREF 26884U208 4547 191077 SH DFND 2 0 0 191077 EQUIFAX INC COMMON STOCK 294429105 1482 13304 SH DFND 1 13304 0 0 EQUIFAX INC COMMON STOCK 294429105 7503 67372 SH DFND 2 2788 0 64584 EQUINIX INC COMMON STOCK 29444U700 1209 3999 SH DFND 1 3999 0 0 EQUINIX INC COMMON STOCK 29444U700 2736 9049 SH DFND 2 0 0 9049 EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 3158 47370 SH DFND 1 47370 0 0 EQUITY LIFESTYLE PROPERTIES COMMON STOCK 29472R108 59603 893995 SH DFND 2 66467 0 827528 EQUITY RESIDENTIAL COMMON STOCK 29476L107 2620 32110 SH DFND 1 32110 0 0 EQUITY RESIDENTIAL COMMON STOCK 29476L107 529 6484 SH DFND 2 0 0 6484 ESSENT GROUP LTD ORDINARY SHARES G3198U102 458 20933 SH DFND 1 20933 0 0 ESSENT GROUP LTD ORDINARY SHARES G3198U102 804 36726 SH DFND 2 3036 0 33690 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 930 3884 SH DFND 1 3884 0 0 ESSEX PROPERTY TRUST INC COMMON STOCK 297178105 2163 9035 SH DFND 2 0 0 9035 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 430 4884 SH DFND 1 4884 0 0 ESTEE LAUDER COMPANIES-CL A COMMON STOCK 518439104 0 0 SH DFND 2 0 0 0 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 822 29541 SH DFND 1 29541 0 0 ETHAN ALLEN INTERIORS INC COMMON STOCK 297602104 1663 59786 SH DFND 2 3977 0 55809 EURONET WORLDWIDE INC CONVERTIBLE BONDS 298736AH2 1992 1687000 SH DFND 1 0 0 1687000 EURONET WORLDWIDE INC CONVERTIBLE BONDS 298736AH2 6734 5704000 SH DFND 2 0 0 5704000 EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 1574 8595 SH DFND 1 7802 0 793 EVEREST RE GROUP LTD ORDINARY SHARES G3223R108 2506 13685 SH DFND 2 0 0 13685 EVERI HOLDINGS INC COMMON STOCK 30034T103 466 106131 SH DFND 1 106131 0 0 EVERI HOLDINGS INC COMMON STOCK 30034T103 2782 633623 SH DFND 2 118314 0 515309 EVERSOURCE ENERGY COMMON STOCK 30040W108 352 6894 SH DFND 1 6894 0 0 EVERSOURCE ENERGY COMMON STOCK 30040W108 0 0 SH DFND 2 0 0 0 EVERYDAY HEALTH INC COMMON STOCK 300415106 423 70200 SH DFND 1 70200 0 0 EVERYDAY HEALTH INC COMMON STOCK 300415106 2652 440476 SH DFND 2 89976 0 350500 EXCO RESOURCES INC COMMON STOCK 269279402 0 0 SH DFND 1 0 0 0 EXCO RESOURCES INC COMMON STOCK 269279402 954 769060 SH DFND 2 0 0 769060 EXELON CORP COMMON STOCK 30161N101 15220 548060 SH DFND 1 548060 0 0 EXELON CORP COMMON STOCK 30161N101 168107 6053550 SH DFND 2 155400 0 5898150 EXELON CORP CONVERTIBLE PREF 30161N127 2931 72415 SH DFND 1 0 0 72415 EXELON CORP CONVERTIBLE PREF 30161N127 18763 463634 SH DFND 2 0 0 463634 EXPEDIA INC COMMON STOCK 30212P303 1045 8404 SH DFND 1 8404 0 0 EXPEDIA INC COMMON STOCK 30212P303 755 6075 SH DFND 2 0 0 6075 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 756 16772 SH DFND 1 15711 0 1061 EXPEDITORS INTL WASH INC COMMON STOCK 302130109 871 19302 SH DFND 2 0 0 19302 EXPRESS INC COMMON STOCK 30219E103 1106 64026 SH DFND 1 64026 0 0 EXPRESS INC COMMON STOCK 30219E103 5551 321238 SH DFND 2 37863 0 283375 EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 1402 16036 SH DFND 1 16036 0 0 EXPRESS SCRIPTS HOLDING CO COMMON STOCK 30219G108 43654 499419 SH DFND 2 0 0 499419 EXXON MOBIL CORP COMMON STOCK 30231G102 36635 469978 SH DFND 1 451425 0 18553 EXXON MOBIL CORP COMMON STOCK 30231G102 283978 3643085 SH DFND 2 144025 0 3499060 F5 NETWORKS INC COMMON STOCK 315616102 155 1600 SH DFND 1 1600 0 0 F5 NETWORKS INC COMMON STOCK 315616102 2891 29820 SH DFND 2 0 0 29820 FABRINET COMMON STOCK G3323L100 756 31738 SH DFND 1 31738 0 0 FABRINET COMMON STOCK G3323L100 1563 65620 SH DFND 2 1036 0 64584 FACEBOOK INC-A COMMON STOCK 30303M102 51783 494772 SH DFND 1 494772 0 0 FACEBOOK INC-A COMMON STOCK 30303M102 438544 4190177 SH DFND 2 0 0 4190177 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 1252 7700 SH DFND 1 6981 0 719 FACTSET RESEARCH SYSTEMS INC COMMON STOCK 303075105 10874 66887 SH DFND 2 0 0 66887 FARMER BROS CO COMMON STOCK 307675108 502 15559 SH DFND 1 15559 0 0 FARMER BROS CO COMMON STOCK 307675108 878 27223 SH DFND 2 2567 0 24656 FARMERS CAPITAL BANK CORP COMMON STOCK 309562106 103 3811 SH DFND 1 3811 0 0 FARMERS CAPITAL BANK CORP COMMON STOCK 309562106 456 16809 SH DFND 2 0 0 16809 FASTENAL CO COMMON STOCK 311900104 245 6000 SH DFND 1 6000 0 0 FASTENAL CO COMMON STOCK 311900104 0 0 SH DFND 2 0 0 0 FCB FINANCIAL HOLDINGS-CL A COMMON STOCK 30255G103 985 27532 SH DFND 1 27532 0 0 FCB FINANCIAL HOLDINGS-CL A COMMON STOCK 30255G103 2117 59158 SH DFND 2 4061 0 55097 FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 120 3806 SH DFND 1 3806 0 0 FEDERAL AGRIC MTG CORP-CL C COMMON STOCK 313148306 559 17702 SH DFND 2 916 0 16786 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 2178 14909 SH DFND 1 14909 0 0 FEDERAL REALTY INVS TRUST COMMON STOCK 313747206 33664 230418 SH DFND 2 17200 0 213218 FEDERAL SIGNAL CORP COMMON STOCK 313855108 0 0 SH DFND 1 0 0 0 FEDERAL SIGNAL CORP COMMON STOCK 313855108 4371 275800 SH DFND 2 0 0 275800 FEDERATED NATIONAL HOLDING C COMMON STOCK 31422T101 1206 40792 SH DFND 1 40792 0 0 FEDERATED NATIONAL HOLDING C COMMON STOCK 31422T101 2666 90203 SH DFND 2 5700 0 84503 FEDEX CORP COMMON STOCK 31428X106 846 5677 SH DFND 1 5677 0 0 FEDEX CORP COMMON STOCK 31428X106 0 0 SH DFND 2 0 0 0 FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 187 7426 SH DFND 1 0 0 7426 FELCOR LODGING TRUST INC CONVERTIBLE PREF 31430F200 993 39473 SH DFND 2 0 0 39473 FERRO CORP COMMON STOCK 315405100 570 51300 SH DFND 1 51300 0 0 FERRO CORP COMMON STOCK 315405100 3596 323426 SH DFND 2 65826 0 257600 FERROGLOBE PLC ORDINARY SHARES G33856108 423 39351 SH DFND 1 39351 0 0 FERROGLOBE PLC ORDINARY SHARES G33856108 2662 247653 SH DFND 2 50418 0 197235 FIAT CHRYSLER AUTOMOBILE NV CONVERTIBLE PREF N31738110 4812 41418 SH DFND 1 0 0 41418 FIAT CHRYSLER AUTOMOBILE NV CONVERTIBLE PREF N31738110 23182 199523 SH DFND 2 0 0 199523 FIAT CHRYSLER AUTOMOBILES NV ORDINARY SHARES N31738102 0 0 SH DFND 1 0 0 0 FIAT CHRYSLER AUTOMOBILES NV ORDINARY SHARES N31738102 42650 3048572 SH DFND 2 0 0 3048572 FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 8608 142041 SH DFND 1 139179 0 2862 FIDELITY NATIONAL INFO SERV COMMON STOCK 31620M106 73029 1205096 SH DFND 2 44500 0 1160596 FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 2379 1247000 SH DFND 1 0 0 1247000 FIDELITY NATL FINANCIAL CONV. NOTE 31620RAE5 7024 3681000 SH DFND 2 0 0 3681000 FIFTH THIRD BANCORP COMMON STOCK 316773100 362 18022 SH DFND 1 18022 0 0 FIFTH THIRD BANCORP COMMON STOCK 316773100 2197 109320 SH DFND 2 0 0 109320 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 146 5211 SH DFND 1 5211 0 0 FINANCIAL INSTITUTIONS INC COMMON STOCK 317585404 670 23934 SH DFND 2 0 0 23934 FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 819 251903 SH DFND 1 251903 0 0 FIRST BANCORP PUERTO RICO COMMON STOCK 318672706 1749 538146 SH DFND 2 32642 0 505504 FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 101 5438 SH DFND 1 5438 0 0 FIRST COMMUNITY BANCSHARES COMMON STOCK 31983A103 441 23690 SH DFND 2 1001 0 22689 FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 326 18700 SH DFND 1 18700 0 0 FIRST CONNECTICUT BANCORP COMMON STOCK 319850103 2066 118663 SH DFND 2 24263 0 94400 FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 117 5275 SH DFND 1 5275 0 0 FIRST INDUSTRIAL REALTY TR COMMON STOCK 32054K103 492 22251 SH DFND 2 0 0 22251 FIRST MERCHANTS CORP COMMON STOCK 320817109 585 23000 SH DFND 1 23000 0 0 FIRST MERCHANTS CORP COMMON STOCK 320817109 3734 146875 SH DFND 2 29875 0 117000 FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 704 18833 SH DFND 1 18833 0 0 FIRST NBC BANK HOLDING CO COMMON STOCK 32115D106 1545 41312 SH DFND 2 2410 0 38902 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 1412 130166 SH DFND 1 118156 0 12010 FIRST NIAGARA FINANCIAL GRP COMMON STOCK 33582V108 2208 203473 SH DFND 2 0 0 203473 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 5 74 SH DFND 1 74 0 0 FIRST REPUBLIC BANK/CA COMMON STOCK 33616C100 7354 111330 SH DFND 2 0 0 111330 FIRSTENERGY CORP COMMON STOCK 337932107 550 17345 SH DFND 1 17345 0 0 FIRSTENERGY CORP COMMON STOCK 337932107 15550 490084 SH DFND 2 0 0 490084 FIRSTMERIT CORP COMMON STOCK 337915102 126 6733 SH DFND 1 6733 0 0 FIRSTMERIT CORP COMMON STOCK 337915102 526 28217 SH DFND 2 0 0 28217 FISERV INC COMMON STOCK 337738108 4005 43786 SH DFND 1 40186 0 3600 FISERV INC COMMON STOCK 337738108 5584 61056 SH DFND 2 0 0 61056 FIVE BELOW COMMON STOCK 33829M101 1687 52553 SH DFND 1 52553 0 0 FIVE BELOW COMMON STOCK 33829M101 28255 880225 SH DFND 2 0 0 880225 FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 776 18707 SH DFND 1 18707 0 0 FIVE PRIME THERAPEUTICS INC COMMON STOCK 33830X104 19874 478883 SH DFND 2 2883 0 476000 FLAGSTAR BANCORP INC COMMON STOCK 337930705 742 32100 SH DFND 1 32100 0 0 FLAGSTAR BANCORP INC COMMON STOCK 337930705 4641 200831 SH DFND 2 41031 0 159800 FLEX PHARMA INC COMMON STOCK 33938A105 0 0 SH DFND 1 0 0 0 FLEX PHARMA INC COMMON STOCK 33938A105 215 17241 SH DFND 2 0 0 17241 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 119 5498 SH DFND 1 5498 0 0 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 540 24932 SH DFND 2 1134 0 23798 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 213 7329 SH DFND 1 7329 0 0 FMC TECHNOLOGIES INC COMMON STOCK 30249U101 1246 42965 SH DFND 2 0 0 42965 FOMENTO ECONOMICO MEX-SP ADR COMMON STOCK - ADR 344419106 166 1799 SH DFND 1 1799 0 0 FOMENTO ECONOMICO MEX-SP ADR COMMON STOCK - ADR 344419106 1025 11103 SH DFND 2 187 0 10916 FORD MOTOR CO COMMON STOCK 345370860 1200 85200 SH DFND 1 85200 0 0 FORD MOTOR CO COMMON STOCK 345370860 0 0 SH DFND 2 0 0 0 FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 3248 2811000 SH DFND 1 0 0 2811000 FOREST CITY ENTERPRISES CONV. NOTE 345550AP2 10714 9271000 SH DFND 2 0 0 9271000 FORMFACTOR INC COMMON STOCK 346375108 729 81000 SH DFND 1 81000 0 0 FORMFACTOR INC COMMON STOCK 346375108 4664 518183 SH DFND 2 105383 0 412800 FORTINET INC COMMON STOCK 34959E109 120 3843 SH DFND 1 3843 0 0 FORTINET INC COMMON STOCK 34959E109 744 23868 SH DFND 2 984 0 22884 FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 8606 155061 SH DFND 1 155061 0 0 FORTUNE BRANDS HOME & SECURI COMMON STOCK 34964C106 86230 1553689 SH DFND 2 0 0 1553689 FRANKLIN FINANCIAL NETWORK COMMON STOCK 35352P104 691 22023 SH DFND 1 22023 0 0 FRANKLIN FINANCIAL NETWORK COMMON STOCK 35352P104 4347 138528 SH DFND 2 28013 0 110515 FRANKLIN RESOURCES INC COMMON STOCK 354613101 316 8594 SH DFND 1 8594 0 0 FRANKLIN RESOURCES INC COMMON STOCK 354613101 0 0 SH DFND 2 0 0 0 FRANK'S INTERNATIONAL NV ORDINARY SHARES N33462107 31 1829 SH DFND 1 1829 0 0 FRANK'S INTERNATIONAL NV ORDINARY SHARES N33462107 707 42367 SH DFND 2 0 0 42367 FREEPORT-MCMORAN INC COMMON STOCK 35671D857 175 25799 SH DFND 1 25799 0 0 FREEPORT-MCMORAN INC COMMON STOCK 35671D857 1205 177961 SH DFND 2 0 0 177961 FRONTIER COMMUNICATIONS CONVERTIBLE PREF 35906A207 2995 32121 SH DFND 1 0 0 32121 FRONTIER COMMUNICATIONS CONVERTIBLE PREF 35906A207 32111 353600 SH DFND 2 0 0 353600 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 318 68070 SH DFND 1 68070 0 0 FRONTIER COMMUNICATIONS CORP COMMON STOCK 35906A108 12160 2603833 SH DFND 2 6764 0 2597069 FTD COS INC COMMON STOCK 30281V108 623 23800 SH DFND 1 23800 0 0 FTD COS INC COMMON STOCK 30281V108 3913 149541 SH DFND 2 30641 0 118900 FULTON FINANCIAL CORP COMMON STOCK 360271100 428 32900 SH DFND 1 32900 0 0 FULTON FINANCIAL CORP COMMON STOCK 360271100 2677 205736 SH DFND 2 42036 0 163700 G & K SERVICES INC -CL A COMMON STOCK 361268105 675 10728 SH DFND 1 10728 0 0 G & K SERVICES INC -CL A COMMON STOCK 361268105 1371 21799 SH DFND 2 1387 0 20412 GAMCO INVESTORS INC-A COMMON STOCK 361438104 0 0 SH DFND 1 0 0 0 GAMCO INVESTORS INC-A COMMON STOCK 361438104 663 21350 SH DFND 2 0 0 21350 GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 74 2630 SH DFND 1 2630 0 0 GAMESTOP CORP-CLASS A COMMON STOCK 36467W109 4304 153510 SH DFND 2 0 0 153510 GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 2055 73924 SH DFND 1 73924 0 0 GAMING AND LEISURE PROPERTIE COMMON STOCK 36467J108 80212 2885335 SH DFND 2 69000 0 2816335 GAP INC/THE COMMON STOCK 364760108 1997 80841 SH DFND 1 80841 0 0 GAP INC/THE COMMON STOCK 364760108 67058 2714904 SH DFND 2 93200 0 2621704 GARTNER INC COMMON STOCK 366651107 1506 16605 SH DFND 1 15074 0 1531 GARTNER INC COMMON STOCK 366651107 2343 25828 SH DFND 2 0 0 25828 GENERAL CABLE CORP COMMON STOCK 369300108 565 42100 SH DFND 1 42100 0 0 GENERAL CABLE CORP COMMON STOCK 369300108 3609 268733 SH DFND 2 54433 0 214300 GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 1622 2646000 SH DFND 1 0 0 2646000 GENERAL CABLE CORP CONVERTIBLE BONDS 369300AL2 5126 8360000 SH DFND 2 0 0 8360000 GENERAL DYNAMICS CORP COMMON STOCK 369550108 26183 190614 SH DFND 1 185183 0 5431 GENERAL DYNAMICS CORP COMMON STOCK 369550108 197573 1438361 SH DFND 2 43284 0 1395077 GENERAL ELECTRIC CO COMMON STOCK 369604103 9811 314953 SH DFND 1 314953 0 0 GENERAL ELECTRIC CO COMMON STOCK 369604103 162035 5201767 SH DFND 2 141900 0 5059867 GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 5012 184202 SH DFND 1 184202 0 0 GENERAL GROWTH PROPERTIES COMMON STOCK 370023103 23164 851291 SH DFND 2 30918 0 820373 GENERAL MILLS INC COMMON STOCK 370334104 770 13351 SH DFND 1 13351 0 0 GENERAL MILLS INC COMMON STOCK 370334104 0 0 SH DFND 2 0 0 0 GENERAL MOTORS CO COMMON STOCK 37045V100 7046 207173 SH DFND 1 198538 0 8635 GENERAL MOTORS CO COMMON STOCK 37045V100 80270 2360200 SH DFND 2 134597 0 2225603 GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 1938 36090 SH DFND 1 36090 0 0 GENESEE & WYOMING INC-CL A COMMON STOCK 371559105 24281 452237 SH DFND 2 0 0 452237 GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 1714 220917 SH DFND 1 220917 0 0 GENMARK DIAGNOSTICS INC COMMON STOCK 372309104 44948 5792265 SH DFND 2 0 0 5792265 GENPACT LTD ORDINARY SHARES G3922B107 1123 44963 SH DFND 1 41790 0 3173 GENPACT LTD ORDINARY SHARES G3922B107 2847 113982 SH DFND 2 2441 0 111541 GENTEX CORP COMMON STOCK 371901109 1145 71539 SH DFND 1 64832 0 6707 GENTEX CORP COMMON STOCK 371901109 1809 112975 SH DFND 2 0 0 112975 GENUINE PARTS CO COMMON STOCK 372460105 278 3241 SH DFND 1 3241 0 0 GENUINE PARTS CO COMMON STOCK 372460105 0 0 SH DFND 2 0 0 0 GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 1507 404118 SH DFND 1 404118 0 0 GENWORTH FINANCIAL INC-CL A COMMON STOCK 37247D106 47442 12719057 SH DFND 2 387585 0 12331472 GEO GROUP INC/THE COMMON STOCK 36162J106 2219 76744 SH DFND 1 76744 0 0 GEO GROUP INC/THE COMMON STOCK 36162J106 4092 141531 SH DFND 2 8389 0 133142 GIGAMON INC COMMON STOCK 37518B102 287 10801 SH DFND 1 10801 0 0 GIGAMON INC COMMON STOCK 37518B102 512 19276 SH DFND 2 1742 0 17534 GILEAD SCIENCES INC COMMON STOCK 375558103 35374 349577 SH DFND 1 349577 0 0 GILEAD SCIENCES INC COMMON STOCK 375558103 452263 4469448 SH DFND 2 18653 0 4450795 GILEAD SCIENCES INC CONV. NOTE 375558AP8 3628 812000 SH DFND 1 0 0 812000 GILEAD SCIENCES INC CONV. NOTE 375558AP8 13954 3123000 SH DFND 2 0 0 3123000 GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 0 0 SH DFND 1 0 0 0 GLOBAL EAGLE ENTERTAINMENT I COMMON STOCK 37951D102 52622 5331522 SH DFND 2 0 0 5331522 GLOBUS MEDICAL INC - A COMMON STOCK 379577208 806 28970 SH DFND 1 28970 0 0 GLOBUS MEDICAL INC - A COMMON STOCK 379577208 1424 51196 SH DFND 2 4348 0 46848 GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 586 18876 SH DFND 1 18876 0 0 GNC HOLDINGS INC-CL A COMMON STOCK 36191G107 2794 90058 SH DFND 2 2387 0 87671 GODADDY INC - CLASS A COMMON STOCK 380237107 3727 116257 SH DFND 1 116257 0 0 GODADDY INC - CLASS A COMMON STOCK 380237107 15545 484868 SH DFND 2 0 0 484868 GOLAR LNG LTD ORDINARY SHARES G9456A100 13 823 SH DFND 1 823 0 0 GOLAR LNG LTD ORDINARY SHARES G9456A100 274 17335 SH DFND 2 0 0 17335 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 4195 23274 SH DFND 1 23274 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 124297 689659 SH DFND 2 20070 0 669589 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 1014 31034 SH DFND 1 31034 0 0 GOODYEAR TIRE & RUBBER CO COMMON STOCK 382550101 13344 408435 SH DFND 2 33180 0 375255 GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 795 19812 SH DFND 1 19812 0 0 GRAND CANYON EDUCATION INC COMMON STOCK 38526M106 1720 42860 SH DFND 2 2632 0 40228 GRANITE CONSTRUCTION INC COMMON STOCK 387328107 566 13200 SH DFND 1 13200 0 0 GRANITE CONSTRUCTION INC COMMON STOCK 387328107 3544 82600 SH DFND 2 16700 0 65900 GRAPHIC PACKAGING HOLDING CO COMMON STOCK 388689101 724 56468 SH DFND 1 56468 0 0 GRAPHIC PACKAGING HOLDING CO COMMON STOCK 388689101 4595 358115 SH DFND 2 14775 0 343340 GRAY TELEVISION INC COMMON STOCK 389375106 1099 67406 SH DFND 1 67406 0 0 GRAY TELEVISION INC COMMON STOCK 389375106 2318 142225 SH DFND 2 9130 0 133095 GREAT WESTERN BANCORP INC COMMON STOCK 391416104 609 21000 SH DFND 1 21000 0 0 GREAT WESTERN BANCORP INC COMMON STOCK 391416104 3856 132857 SH DFND 2 27157 0 105700 GREATBATCH INC COMMON STOCK 39153L106 1127 21466 SH DFND 1 21466 0 0 GREATBATCH INC COMMON STOCK 39153L106 6810 129722 SH DFND 2 2828 0 126894 GREEN PLAINS PARTNERS LP COMMON STOCK 393221106 0 0 SH DFND 1 0 0 0 GREEN PLAINS PARTNERS LP COMMON STOCK 393221106 6523 401400 SH DFND 2 0 0 401400 GREENBRIER COMPANIES INC COMMON STOCK 393657101 430 13188 SH DFND 1 13188 0 0 GREENBRIER COMPANIES INC COMMON STOCK 393657101 907 27814 SH DFND 2 1805 0 26009 GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 2125 131147 SH DFND 1 131147 0 0 GRIFOLS SA-ADR COMMON STOCK - ADR 398438408 12298 759157 SH DFND 2 0 0 759157 GROUPON INC COMMON STOCK 399473107 11 3668 SH DFND 1 3668 0 0 GROUPON INC COMMON STOCK 399473107 288 93857 SH DFND 2 0 0 93857 GRUBHUB INC COMMON STOCK 400110102 2487 102777 SH DFND 1 102777 0 0 GRUBHUB INC COMMON STOCK 400110102 5370 221905 SH DFND 2 0 0 221905 GTT COMMUNICATIONS INC COMMON STOCK 362393100 440 25800 SH DFND 1 25800 0 0 GTT COMMUNICATIONS INC COMMON STOCK 362393100 2766 162138 SH DFND 2 33238 0 128900 GULFPORT ENERGY CORP COMMON STOCK 402635304 4468 181841 SH DFND 1 180637 0 1204 GULFPORT ENERGY CORP COMMON STOCK 402635304 211434 8605374 SH DFND 2 17826 0 8587548 H&R BLOCK INC COMMON STOCK 093671105 176 5297 SH DFND 1 5297 0 0 H&R BLOCK INC COMMON STOCK 093671105 4414 132509 SH DFND 2 0 0 132509 HALLIBURTON CO COMMON STOCK 406216101 4595 134987 SH DFND 1 134987 0 0 HALLIBURTON CO COMMON STOCK 406216101 78297 2300158 SH DFND 2 34300 0 2265858 HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 521 30047 SH DFND 1 30047 0 0 HALOZYME THERAPEUTICS INC COMMON STOCK 40637H109 914 52737 SH DFND 2 4678 0 48059 HANESBRANDS INC COMMON STOCK 410345102 523 17783 SH DFND 1 17783 0 0 HANESBRANDS INC COMMON STOCK 410345102 8041 273220 SH DFND 2 0 0 273220 HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 868 36584 SH DFND 1 36584 0 0 HANMI FINANCIAL CORPORATION COMMON STOCK 410495204 4977 209820 SH DFND 2 34978 0 174842 HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 0 0 SH DFND 1 0 0 0 HANNON ARMSTRONG SUSTAINABLE COMMON STOCK 41068X100 3433 181431 SH DFND 2 0 0 181431 HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 862 10600 SH DFND 1 10600 0 0 HANOVER INSURANCE GROUP INC/ COMMON STOCK 410867105 9027 110982 SH DFND 2 13992 0 96990 HARLEY-DAVIDSON INC COMMON STOCK 412822108 559 12311 SH DFND 1 11531 0 780 HARLEY-DAVIDSON INC COMMON STOCK 412822108 624 13753 SH DFND 2 0 0 13753 HARMAN INTERNATIONAL COMMON STOCK 413086109 149 1585 SH DFND 1 1585 0 0 HARMAN INTERNATIONAL COMMON STOCK 413086109 5290 56150 SH DFND 2 0 0 56150 HARRIS CORP COMMON STOCK 413875105 239 2756 SH DFND 1 2756 0 0 HARRIS CORP COMMON STOCK 413875105 0 0 SH DFND 2 0 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 11329 260681 SH DFND 1 260681 0 0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 139769 3216048 SH DFND 2 94300 0 3121748 HASBRO INC COMMON STOCK 418056107 173 2565 SH DFND 1 2565 0 0 HASBRO INC COMMON STOCK 418056107 3450 51214 SH DFND 2 0 0 51214 HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 554 19152 SH DFND 1 17377 0 1775 HAWAIIAN ELECTRIC INDS COMMON STOCK 419870100 868 29990 SH DFND 2 0 0 29990 HC2 HOLDINGS INC COMMON STOCK 404139107 0 0 SH DFND 1 0 0 0 HC2 HOLDINGS INC COMMON STOCK 404139107 15870 3000000 SH DFND 2 0 0 3000000 HCA HOLDINGS INC COMMON STOCK 40412C101 481 7108 SH DFND 1 7108 0 0 HCA HOLDINGS INC COMMON STOCK 40412C101 11660 172410 SH DFND 2 0 0 172410 HCI GROUP INC COMMON STOCK 40416E103 676 19392 SH DFND 1 19392 0 0 HCI GROUP INC COMMON STOCK 40416E103 1434 41158 SH DFND 2 2565 0 38593 HCP INC COMMON STOCK 40414L109 4607 120481 SH DFND 1 112231 0 8250 HCP INC COMMON STOCK 40414L109 5540 144878 SH DFND 2 0 0 144878 HEALTH CARE SELECT SECTOR EXCHANGE TRADED FUNDS 81369Y209 15234 211442 SH DFND 1 160300 0 51142 HEALTH CARE SELECT SECTOR EXCHANGE TRADED FUNDS 81369Y209 54010 749625 SH DFND 2 0 0 749625 HEALTH NET INC COMMON STOCK 42222G108 906 13237 SH DFND 1 13237 0 0 HEALTH NET INC COMMON STOCK 42222G108 2243 32763 SH DFND 2 1793 0 30970 HEALTHCARE REALTY TRUST INC COMMON STOCK 421946104 596 21032 SH DFND 1 21032 0 0 HEALTHCARE REALTY TRUST INC COMMON STOCK 421946104 162 5714 SH DFND 2 0 0 5714 HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P501 286 10600 SH DFND 1 10600 0 0 HEALTHCARE TRUST OF AME-CL A COMMON STOCK 42225P501 1884 69858 SH DFND 2 14405 0 55453 HEALTHEQUITY INC COMMON STOCK 42226A107 317 12629 SH DFND 1 12629 0 0 HEALTHEQUITY INC COMMON STOCK 42226A107 540 21539 SH DFND 2 1491 0 20048 HEALTHSOUTH CORP COMMON STOCK 421924309 862 24753 SH DFND 1 24753 0 0 HEALTHSOUTH CORP COMMON STOCK 421924309 3443 98922 SH DFND 2 3233 0 95689 HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 110 3496 SH DFND 1 3496 0 0 HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 503 16048 SH DFND 2 0 0 16048 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 1013 10682 SH DFND 1 10682 0 0 HEARTLAND PAYMENT SYSTEMS IN COMMON STOCK 42235N108 1791 18892 SH DFND 2 1582 0 17310 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 757 27800 SH DFND 1 27800 0 0 HEIDRICK & STRUGGLES INTL COMMON STOCK 422819102 4773 175356 SH DFND 2 35956 0 139400 HELMERICH & PAYNE COMMON STOCK 423452101 125 2329 SH DFND 1 2329 0 0 HELMERICH & PAYNE COMMON STOCK 423452101 1172 21885 SH DFND 2 0 0 21885 HENRY SCHEIN INC COMMON STOCK 806407102 361 2284 SH DFND 1 2284 0 0 HENRY SCHEIN INC COMMON STOCK 806407102 1540 9738 SH DFND 2 0 0 9738 HERBALIFE LTD ORDINARY SHARES G4412G101 0 0 SH DFND 1 0 0 0 HERBALIFE LTD ORDINARY SHARES G4412G101 3780 70497 SH DFND 2 0 0 70497 HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 93 86000 SH DFND 1 0 0 86000 HERCULES TECHNOLOGY GROW CONV. NOTE 427096AB8 511 474000 SH DFND 2 0 0 474000 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 659 54093 SH DFND 1 54093 0 0 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 3960 324820 SH DFND 2 59590 0 265230 HERITAGE INSURANCE HOLDINGS COMMON STOCK 42727J102 959 43944 SH DFND 1 43944 0 0 HERITAGE INSURANCE HOLDINGS COMMON STOCK 42727J102 2056 94204 SH DFND 2 5903 0 88301 HERMAN MILLER INC COMMON STOCK 600544100 0 0 SH DFND 1 0 0 0 HERMAN MILLER INC COMMON STOCK 600544100 1265 44090 SH DFND 2 0 0 44090 HERSHA HOSPITALITY TRUST COMMON STOCK 427825500 93 4280 SH DFND 1 4280 0 0 HERSHA HOSPITALITY TRUST COMMON STOCK 427825500 428 19648 SH DFND 2 673 0 18975 HERSHEY CO/THE COMMON STOCK 427866108 268 3001 SH DFND 1 3001 0 0 HERSHEY CO/THE COMMON STOCK 427866108 15113 169300 SH DFND 2 0 0 169300 HESS CORP COMMON STOCK 42809H107 422 8702 SH DFND 1 8702 0 0 HESS CORP COMMON STOCK 42809H107 1008 20793 SH DFND 2 858 0 19935 HEWLETT PACKARD ENTERPRIS COMMON STOCK 42824C109 722 47473 SH DFND 1 47473 0 0 HEWLETT PACKARD ENTERPRIS COMMON STOCK 42824C109 29037 1910299 SH DFND 2 0 0 1910299 HIBBETT SPORTS INC COMMON STOCK 428567101 0 0 SH DFND 1 0 0 0 HIBBETT SPORTS INC COMMON STOCK 428567101 1226 40550 SH DFND 2 0 0 40550 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 721 16536 SH DFND 1 16536 0 0 HIGHWOODS PROPERTIES INC COMMON STOCK 431284108 196 4494 SH DFND 2 0 0 4494 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 29805 1392737 SH DFND 1 1381262 0 11475 HILTON WORLDWIDE HOLDINGS IN COMMON STOCK 43300A104 214289 10013524 SH DFND 2 246093 0 9767431 HOLOGIC INC COMMON STOCK 436440101 7800 201612 SH DFND 1 183993 0 17619 HOLOGIC INC COMMON STOCK 436440101 14049 363126 SH DFND 2 2730 0 360396 HOLOGIC INC CONVERTIBLE BONDS 436440AC5 2151 1610000 SH DFND 1 0 0 1610000 HOLOGIC INC CONVERTIBLE BONDS 436440AC5 8206 6141000 SH DFND 2 0 0 6141000 HOME DEPOT INC COMMON STOCK 437076102 32000 241966 SH DFND 1 241966 0 0 HOME DEPOT INC COMMON STOCK 437076102 245587 1856987 SH DFND 2 17946 0 1839041 HOMESTREET INC COMMON STOCK 43785V102 508 23400 SH DFND 1 23400 0 0 HOMESTREET INC COMMON STOCK 43785V102 3196 147200 SH DFND 2 29900 0 117300 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 32992 318547 SH DFND 1 318547 0 0 HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 316426 3055188 SH DFND 2 57500 0 2997688 HORACE MANN EDUCATORS COMMON STOCK 440327104 0 0 SH DFND 1 0 0 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 5036 151790 SH DFND 2 0 0 151790 HORIZON BANCORP INDIANA COMMON STOCK 440407104 116 4136 SH DFND 1 4136 0 0 HORIZON BANCORP INDIANA COMMON STOCK 440407104 528 18893 SH DFND 2 680 0 18213 HORMEL FOODS CORP COMMON STOCK 440452100 227 2866 SH DFND 1 2866 0 0 HORMEL FOODS CORP COMMON STOCK 440452100 0 0 SH DFND 2 0 0 0 HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 515 909000 SH DFND 1 0 0 909000 HORNBECK OFFSHORE SERV CONV. NOTE 440543AN6 2058 3635000 SH DFND 2 0 0 3635000 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 663 43239 SH DFND 1 43239 0 0 HOST HOTELS & RESORTS INC COMMON STOCK 44107P104 111 7205 SH DFND 2 0 0 7205 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 3066 27093 SH DFND 1 27093 0 0 HOWARD HUGHES CORP/THE COMMON STOCK 44267D107 4855 42900 SH DFND 2 0 0 42900 HP INC COMMON STOCK 40434L105 562 47473 SH DFND 1 47473 0 0 HP INC COMMON STOCK 40434L105 32467 2742109 SH DFND 2 0 0 2742109 HTG MOLECULAR DIAGNOSTICS COMMON STOCK 40434H104 132 30249 SH DFND 1 30249 0 0 HTG MOLECULAR DIAGNOSTICS COMMON STOCK 40434H104 2378 545443 SH DFND 2 0 0 545443 HUBBELL INC COMMON STOCK 443510607 1382 13676 SH DFND 1 13676 0 0 HUBBELL INC COMMON STOCK 443510607 15556 153963 SH DFND 2 0 0 153963 HUMANA INC COMMON STOCK 444859102 556 3115 SH DFND 1 3115 0 0 HUMANA INC COMMON STOCK 444859102 0 0 SH DFND 2 0 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 190 17158 SH DFND 1 17158 0 0 HUNTINGTON BANCSHARES INC COMMON STOCK 446150104 0 0 SH DFND 2 0 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 0 0 SH DFND 1 0 0 0 HUNTINGTON INGALLS INDUSTRIE COMMON STOCK 446413106 3198 25210 SH DFND 2 0 0 25210 HURON CONSULTING GROUP I CONV. NOTE 447462AB8 1854 1874000 SH DFND 1 0 0 1874000 HURON CONSULTING GROUP I CONV. NOTE 447462AB8 6175 6241000 SH DFND 2 0 0 6241000 HYSTER-YALE MATERIALS COMMON STOCK 449172105 78 1495 SH DFND 1 1495 0 0 HYSTER-YALE MATERIALS COMMON STOCK 449172105 1699 32392 SH DFND 2 0 0 32392 IAC/INTERACTIVECORP COMMON STOCK 44919P508 0 0 SH DFND 1 0 0 0 IAC/INTERACTIVECORP COMMON STOCK 44919P508 11247 187299 SH DFND 2 0 0 187299 ICU MEDICAL INC COMMON STOCK 44930G107 1787 15843 SH DFND 1 15843 0 0 ICU MEDICAL INC COMMON STOCK 44930G107 3783 33544 SH DFND 2 2133 0 31411 IDACORP INC COMMON STOCK 451107106 1224 18000 SH DFND 1 18000 0 0 IDACORP INC COMMON STOCK 451107106 7737 113774 SH DFND 2 23674 0 90100 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 678 219474 SH DFND 1 219474 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 17017 5507200 SH DFND 2 0 0 5507200 IDEX CORP COMMON STOCK 45167R104 1082 14121 SH DFND 1 14121 0 0 IDEX CORP COMMON STOCK 45167R104 6874 89732 SH DFND 2 3695 0 86037 IDT CORP-CLASS B COMMON STOCK 448947507 330 28281 SH DFND 1 28281 0 0 IDT CORP-CLASS B COMMON STOCK 448947507 590 50610 SH DFND 2 4389 0 46221 ILLINOIS TOOL WORKS COMMON STOCK 452308109 678 7311 SH DFND 1 7311 0 0 ILLINOIS TOOL WORKS COMMON STOCK 452308109 0 0 SH DFND 2 0 0 0 ILLUMINA INC COMMON STOCK 452327109 576 3000 SH DFND 1 3000 0 0 ILLUMINA INC COMMON STOCK 452327109 0 0 SH DFND 2 0 0 0 IMMUNE DESIGN CORP COMMON STOCK 45252L103 394 19616 SH DFND 1 19616 0 0 IMMUNE DESIGN CORP COMMON STOCK 45252L103 5268 262366 SH DFND 2 3000 0 259366 IMPAX LABORATORIES INC COMMON STOCK 45256B101 4164 97375 SH DFND 1 97375 0 0 IMPAX LABORATORIES INC COMMON STOCK 45256B101 6771 158357 SH DFND 2 957 0 157400 IMPRIVATA INC COMMON STOCK 45323J103 637 56384 SH DFND 1 56384 0 0 IMPRIVATA INC COMMON STOCK 45323J103 1098 97210 SH DFND 2 8357 0 88853 INCONTACT INC COMMON STOCK 45336E109 843 88363 SH DFND 1 88363 0 0 INCONTACT INC COMMON STOCK 45336E109 1482 155358 SH DFND 2 13040 0 142318 INDEPENDENCE CONTRACT DRILLI COMMON STOCK 453415309 156 30899 SH DFND 1 30899 0 0 INDEPENDENCE CONTRACT DRILLI COMMON STOCK 453415309 984 194796 SH DFND 2 40604 0 154192 INDUSTRIAL SELECT SECT SPDR EXCHANGE TRADED FUNDS 81369Y704 7512 141718 SH DFND 1 108500 0 33218 INDUSTRIAL SELECT SECT SPDR EXCHANGE TRADED FUNDS 81369Y704 26683 503350 SH DFND 2 0 0 503350 INFINERA CORP COMMON STOCK 45667G103 520 28674 SH DFND 1 28674 0 0 INFINERA CORP COMMON STOCK 45667G103 888 48986 SH DFND 2 4112 0 44874 INFINERA CORP CONV. NOTE 45667GAB9 1313 850000 SH DFND 1 0 0 850000 INFINERA CORP CONV. NOTE 45667GAB9 4769 3087000 SH DFND 2 0 0 3087000 INGERSOLL-RAND PLC ORDINARY SHARES G47791101 1374 24842 SH DFND 1 24842 0 0 INGERSOLL-RAND PLC ORDINARY SHARES G47791101 6663 120511 SH DFND 2 4974 0 115537 INGRAM MICRO INC-CL A COMMON STOCK 457153104 0 0 SH DFND 1 0 0 0 INGRAM MICRO INC-CL A COMMON STOCK 457153104 4602 151470 SH DFND 2 0 0 151470 INNOCOLL AG-SPON ADR COMMON STOCK - ADR 45780Q103 0 0 SH DFND 1 0 0 0 INNOCOLL AG-SPON ADR COMMON STOCK - ADR 45780Q103 2913 351000 SH DFND 2 0 0 351000 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 307 10596 SH DFND 1 10596 0 0 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 679 23416 SH DFND 2 1208 0 22208 INNOSPEC INC COMMON STOCK 45768S105 1260 23199 SH DFND 1 23199 0 0 INNOSPEC INC COMMON STOCK 45768S105 2189 40299 SH DFND 2 2766 0 37533 INOTEK PHARMACEUTICALS CORP COMMON STOCK 45780V102 324 28557 SH DFND 1 28557 0 0 INOTEK PHARMACEUTICALS CORP COMMON STOCK 45780V102 571 50396 SH DFND 2 4993 0 45403 INOVIO PHARMACEUTICALS INC COMMON STOCK 45773H201 0 0 SH DFND 1 0 0 0 INOVIO PHARMACEUTICALS INC COMMON STOCK 45773H201 1086 161600 SH DFND 2 0 0 161600 INSMED INC COMMON STOCK 457669307 0 0 SH DFND 1 0 0 0 INSMED INC COMMON STOCK 457669307 3418 188300 SH DFND 2 0 0 188300 INSTRUCTURE INC COMMON STOCK 45781U103 447 21455 SH DFND 1 21455 0 0 INSTRUCTURE INC COMMON STOCK 45781U103 0 0 SH DFND 2 0 0 0 INSULET CORP COMMON STOCK 45784P101 785 20753 SH DFND 1 20753 0 0 INSULET CORP COMMON STOCK 45784P101 1393 36851 SH DFND 2 3351 0 33500 INSULET CORPORATION CONV. NOTE 45784PAD3 1505 1453000 SH DFND 1 0 0 1453000 INSULET CORPORATION CONV. NOTE 45784PAD3 4598 4440000 SH DFND 2 0 0 4440000 INSYS THERAPEUTICS INC COMMON STOCK 45824V209 749 26156 SH DFND 1 26156 0 0 INSYS THERAPEUTICS INC COMMON STOCK 45824V209 1330 46448 SH DFND 2 3822 0 42626 INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 478 18127 SH DFND 1 18127 0 0 INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 842 31950 SH DFND 2 2896 0 29054 INTEL CORP COMMON STOCK 458140100 11763 341455 SH DFND 1 341455 0 0 INTEL CORP COMMON STOCK 458140100 188563 5473526 SH DFND 2 177700 0 5295826 INTEL CORP CONVERTIBLE BONDS 458140AF7 4565 2745000 SH DFND 1 0 0 2745000 INTEL CORP CONVERTIBLE BONDS 458140AF7 13441 8082000 SH DFND 2 0 0 8082000 INTELIQUENT INC COMMON STOCK 45825N107 986 55505 SH DFND 1 55505 0 0 INTELIQUENT INC COMMON STOCK 45825N107 1701 95703 SH DFND 2 7577 0 88126 INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 641 2501 SH DFND 1 2501 0 0 INTERCONTINENTAL EXCHANGE IN COMMON STOCK 45866F104 0 0 SH DFND 2 0 0 0 INTERNATIONAL PAPER CO COMMON STOCK 460146103 335 8885 SH DFND 1 8885 0 0 INTERNATIONAL PAPER CO COMMON STOCK 460146103 0 0 SH DFND 2 0 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 216 9291 SH DFND 1 9291 0 0 INTERPUBLIC GROUP OF COS INC COMMON STOCK 460690100 35 1482 SH DFND 2 0 0 1482 INTERSIL CORP-A COMMON STOCK 46069S109 444 34794 SH DFND 1 34794 0 0 INTERSIL CORP-A COMMON STOCK 46069S109 965 75652 SH DFND 2 4994 0 70658 INTERXION HOLDING NV ORDINARY SHARES N47279109 2218 73582 SH DFND 1 73582 0 0 INTERXION HOLDING NV ORDINARY SHARES N47279109 5853 194132 SH DFND 2 0 0 194132 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 2712 19706 SH DFND 1 19706 0 0 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 20707 150467 SH DFND 2 0 0 150467 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 204 1701 SH DFND 1 1701 0 0 INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 26 218 SH DFND 2 0 0 218 INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 348 38405 SH DFND 1 38405 0 0 INTRALINKS HOLDINGS INC COMMON STOCK 46118H104 605 66670 SH DFND 2 6118 0 60552 INTUIT INC COMMON STOCK 461202103 8698 90135 SH DFND 1 85022 0 5113 INTUIT INC COMMON STOCK 461202103 26440 273990 SH DFND 2 7750 0 266240 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 5049 9244 SH DFND 1 9244 0 0 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 33979 62214 SH DFND 2 0 0 62214 INVESCO LTD COMMON STOCK G491BT108 2357 70407 SH DFND 1 70407 0 0 INVESCO LTD COMMON STOCK G491BT108 32166 960764 SH DFND 2 67800 0 892964 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 48 3898 SH DFND 1 3898 0 0 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 223 17971 SH DFND 2 0 0 17971 INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 81 11706 SH DFND 1 11706 0 0 INVESTORS REAL ESTATE TRUST COMMON STOCK 461730103 363 52287 SH DFND 2 2156 0 50131 IONIS PHARMACEUTICALS INC COMMON STOCK 462222100 450 7273 SH DFND 1 7273 0 0 IONIS PHARMACEUTICALS INC COMMON STOCK 462222100 798 12880 SH DFND 2 1162 0 11718 IRIDIUM COMMUNICATIONS I CONVERTIBLE PREF 46269C409 1237 3989 SH DFND 1 0 0 3989 IRIDIUM COMMUNICATIONS I CONVERTIBLE PREF 46269C409 4189 13514 SH DFND 2 0 0 13514 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 356 42285 SH DFND 1 42285 0 0 IRIDIUM COMMUNICATIONS INC COMMON STOCK 46269C102 4484 533163 SH DFND 2 5588 0 527575 IRON MOUNTAIN INC COMMON STOCK 46284V101 687 25446 SH DFND 1 25446 0 0 IRON MOUNTAIN INC COMMON STOCK 46284V101 153 5656 SH DFND 2 0 0 5656 ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 673 11456 SH DFND 1 11456 0 0 ISHARES MSCI EAFE ETF EXCHANGE TRADED FUNDS 464287465 6542 111358 SH DFND 2 2065 0 109293 ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 0 0 SH DFND 1 0 0 0 ISHARES MSCI EMERGING MARKET EXCHANGE TRADED FUNDS 464287234 2822 87681 SH DFND 2 44083 0 43598 ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 1068 7658 SH DFND 1 7658 0 0 ISHARES RUSSELL 2000 GROWTH EXCHANGE TRADED FUNDS 464287648 950 6813 SH DFND 2 2491 0 4322 ISTAR INC COMMON STOCK 45031U101 646 55100 SH DFND 1 55100 0 0 ISTAR INC COMMON STOCK 45031U101 4148 353654 SH DFND 2 75154 0 278500 ISTAR INC CONV. NOTE 45031UBR1 15124 6453000 SH DFND 1 0 0 6453000 ISTAR INC CONV. NOTE 45031UBR1 10216 9498000 SH DFND 2 0 0 9498000 ITAU UNIBANCO H-SPON PRF ADR COMMON STOCK - ADR 465562106 1421 218213 SH DFND 1 0 0 218213 ITAU UNIBANCO H-SPON PRF ADR COMMON STOCK - ADR 465562106 4738 727809 SH DFND 2 0 0 727809 ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 13 3402 SH DFND 1 3402 0 0 ITT EDUCATIONAL SERVICES INC COMMON STOCK 45068B109 12629 3385751 SH DFND 2 0 0 3385751 IXIA COMMON STOCK 45071R109 571 45908 SH DFND 1 45908 0 0 IXIA COMMON STOCK 45071R109 1207 97093 SH DFND 2 6355 0 90738 J2 GLOBAL COMMUNICATIONS CONVERTIBLE BONDS 48123VAC6 2651 2023000 SH DFND 1 0 0 2023000 J2 GLOBAL COMMUNICATIONS CONVERTIBLE BONDS 48123VAC6 9859 7522000 SH DFND 2 0 0 7522000 J2 GLOBAL INC COMMON STOCK 48123V102 691 8400 SH DFND 1 8400 0 0 J2 GLOBAL INC COMMON STOCK 48123V102 4350 52845 SH DFND 2 10745 0 42100 JABIL CIRCUIT INC COMMON STOCK 466313103 670 28770 SH DFND 1 28770 0 0 JABIL CIRCUIT INC COMMON STOCK 466313103 5993 257307 SH DFND 2 4033 0 253274 JARDEN CORP COMMON STOCK 471109108 94 1646 SH DFND 1 1646 0 0 JARDEN CORP COMMON STOCK 471109108 2252 39421 SH DFND 2 0 0 39421 JARDEN CORP CONV. NOTE 471109AH1 1711 941000 SH DFND 1 0 0 941000 JARDEN CORP CONVERTIBLE BONDS 471109AM0 1485 1210000 SH DFND 1 0 0 1210000 JARDEN CORP CONV. NOTE 471109AH1 2974 1636000 SH DFND 2 0 0 1636000 JARDEN CORP CONVERTIBLE BONDS 471109AM0 7459 6080000 SH DFND 2 0 0 6080000 JAZZ INVESTMENTS I LTD CONV. NOTE 472145AB7 5622 5373000 SH DFND 1 0 0 5373000 JAZZ INVESTMENTS I LTD CONV. NOTE 472145AB7 18486 17669000 SH DFND 2 0 0 17669000 JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 18021 128210 SH DFND 1 128210 0 0 JAZZ PHARMACEUTICALS PLC ORDINARY SHARES G50871105 1438616 10234888 SH DFND 2 3109 0 10231779 JD.COM INC-ADR COMMON STOCK - ADR 47215P106 644 19953 SH DFND 1 19953 0 0 JD.COM INC-ADR COMMON STOCK - ADR 47215P106 1293 40088 SH DFND 2 641 0 39447 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 0 0 SH DFND 1 0 0 0 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 9230 407525 SH DFND 2 0 0 407525 JM SMUCKER CO/THE COMMON STOCK 832696405 11130 90237 SH DFND 1 90237 0 0 JM SMUCKER CO/THE COMMON STOCK 832696405 81624 661784 SH DFND 2 34126 0 627658 JOHN B. SANFILIPPO & SON INC COMMON STOCK 800422107 1217 22516 SH DFND 1 22516 0 0 JOHN B. SANFILIPPO & SON INC COMMON STOCK 800422107 2630 48671 SH DFND 2 3031 0 45640 JOHNSON & JOHNSON COMMON STOCK 478160104 28243 274954 SH DFND 1 261894 0 13060 JOHNSON & JOHNSON COMMON STOCK 478160104 346448 3372745 SH DFND 2 107030 0 3265715 JOHNSON CONTROLS INC COMMON STOCK 478366107 570 14428 SH DFND 1 14428 0 0 JOHNSON CONTROLS INC COMMON STOCK 478366107 205 5201 SH DFND 2 0 0 5201 JONES LANG LASALLE INC COMMON STOCK 48020Q107 1645 10290 SH DFND 1 10290 0 0 JONES LANG LASALLE INC COMMON STOCK 48020Q107 17375 108688 SH DFND 2 2687 0 106001 JP ENERGY PARTNERS LP COMMON STOCK 46643C109 0 0 SH DFND 1 0 0 0 JP ENERGY PARTNERS LP COMMON STOCK 46643C109 723 146900 SH DFND 2 0 0 146900 JPMORGAN CHASE & CO COMMON STOCK 46625H100 24607 372664 SH DFND 1 372664 0 0 JPMORGAN CHASE & CO COMMON STOCK 46625H100 553220 8378308 SH DFND 2 225788 0 8152520 JUNIPER NETWORKS INC COMMON STOCK 48203R104 3420 123911 SH DFND 1 123911 0 0 JUNIPER NETWORKS INC COMMON STOCK 48203R104 20264 734213 SH DFND 2 30319 0 703894 KADANT INC COMMON STOCK 48282T104 640 15752 SH DFND 1 15752 0 0 KADANT INC COMMON STOCK 48282T104 1354 33345 SH DFND 2 1596 0 31749 KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 682 30201 SH DFND 1 30201 0 0 KAPSTONE PAPER AND PACKAGING COMMON STOCK 48562P103 1501 66440 SH DFND 2 3983 0 62457 KAR AUCTION SERVICES INC COMMON STOCK 48238T109 2402 64856 SH DFND 1 64856 0 0 KAR AUCTION SERVICES INC COMMON STOCK 48238T109 20159 544383 SH DFND 2 8934 0 535449 KBR INC COMMON STOCK 48242W106 1061 62679 SH DFND 1 62679 0 0 KBR INC COMMON STOCK 48242W106 6729 397682 SH DFND 2 16400 0 381282 KELLOGG CO COMMON STOCK 487836108 406 5622 SH DFND 1 5622 0 0 KELLOGG CO COMMON STOCK 487836108 0 0 SH DFND 2 0 0 0 KENNEDY-WILSON HOLDINGS INC COMMON STOCK 489398107 6148 255330 SH DFND 1 255330 0 0 KENNEDY-WILSON HOLDINGS INC COMMON STOCK 489398107 52694 2188298 SH DFND 2 0 0 2188298 KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 17 3363 SH DFND 1 3363 0 0 KERYX BIOPHARMACEUTICALS COMMON STOCK 492515101 3382 669800 SH DFND 2 0 0 669800 KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 238 2650 SH DFND 1 2650 0 0 KEURIG GREEN MOUNTAIN INC COMMON STOCK 49271M100 0 0 SH DFND 2 0 0 0 KEY ENERGY SERVICES INC COMMON STOCK 492914106 62 128045 SH DFND 1 128045 0 0 KEY ENERGY SERVICES INC COMMON STOCK 492914106 391 811153 SH DFND 2 168778 0 642375 KEYCORP COMMON STOCK 493267108 1970 149332 SH DFND 1 149332 0 0 KEYCORP COMMON STOCK 493267108 38022 2882622 SH DFND 2 200700 0 2681922 KFORCE INC COMMON STOCK 493732101 1223 48383 SH DFND 1 48383 0 0 KFORCE INC COMMON STOCK 493732101 4281 169351 SH DFND 2 24910 0 144441 KIMBERLY-CLARK CORP COMMON STOCK 494368103 7903 62078 SH DFND 1 62078 0 0 KIMBERLY-CLARK CORP COMMON STOCK 494368103 71248 559682 SH DFND 2 35700 0 523982 KIMCO REALTY CORP COMMON STOCK 49446R109 1359 51362 SH DFND 1 51362 0 0 KIMCO REALTY CORP COMMON STOCK 49446R109 3751 141776 SH DFND 2 0 0 141776 KINDER MORGAN INC COMMON STOCK 49456B101 597 40002 SH DFND 1 40002 0 0 KINDER MORGAN INC COMMON STOCK 49456B101 1025 68711 SH DFND 2 0 0 68711 KINDER MORGAN INC/DELAWA CONVERTIBLE PREF 49456B200 4032 73443 SH DFND 1 0 0 73443 KINDER MORGAN INC/DELAWA CONVERTIBLE PREF 49456B200 12669 314372 SH DFND 2 0 0 314372 KINDRED BIOSCIENCES INC COMMON STOCK 494577109 0 0 SH DFND 1 0 0 0 KINDRED BIOSCIENCES INC COMMON STOCK 494577109 508 149500 SH DFND 2 0 0 149500 KINDRED HEALTHCARE INC COMMON STOCK 494580103 81 6815 SH DFND 1 6815 0 0 KINDRED HEALTHCARE INC COMMON STOCK 494580103 367 30805 SH DFND 2 1441 0 29364 KITE PHARMA INC COMMON STOCK 49803L109 0 0 SH DFND 1 0 0 0 KITE PHARMA INC COMMON STOCK 49803L109 2868 46550 SH DFND 2 0 0 46550 KKR & CO LP COMMON STOCK 48248M102 750 48094 SH DFND 1 48094 0 0 KKR & CO LP COMMON STOCK 48248M102 198296 12719457 SH DFND 2 242300 0 12477157 KLA-TENCOR CORP COMMON STOCK 482480100 250 3606 SH DFND 1 3606 0 0 KLA-TENCOR CORP COMMON STOCK 482480100 0 0 SH DFND 2 0 0 0 KNOLL INC COMMON STOCK 498904200 494 26300 SH DFND 1 26300 0 0 KNOLL INC COMMON STOCK 498904200 3135 166781 SH DFND 2 35481 0 131300 KOHLS CORP COMMON STOCK 500255104 217 4553 SH DFND 1 4553 0 0 KOHLS CORP COMMON STOCK 500255104 5587 117300 SH DFND 2 0 0 117300 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 596 17976 SH DFND 1 17976 0 0 KORN/FERRY INTERNATIONAL COMMON STOCK 500643200 1254 37806 SH DFND 2 2361 0 35445 KRAFT HEINZ CO/THE COMMON STOCK 500754106 13220 181698 SH DFND 1 171495 0 10203 KRAFT HEINZ CO/THE COMMON STOCK 500754106 72790 1000416 SH DFND 2 30100 0 970316 KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 507 30501 SH DFND 1 30501 0 0 KRATON PERFORMANCE POLYMERS COMMON STOCK 50077C106 3073 185000 SH DFND 2 34905 0 150095 KROGER CO COMMON STOCK 501044101 12535 299676 SH DFND 1 279384 0 20292 KROGER CO COMMON STOCK 501044101 49976 1194747 SH DFND 2 15760 0 1178987 L BRANDS INC COMMON STOCK 501797104 551 5751 SH DFND 1 5751 0 0 L BRANDS INC COMMON STOCK 501797104 0 0 SH DFND 2 0 0 0 L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 28369 237380 SH DFND 1 232858 0 4522 L-3 COMMUNICATIONS HOLDINGS COMMON STOCK 502424104 694010 5807133 SH DFND 2 63337 0 5743796 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 275 2225 SH DFND 1 2225 0 0 LABORATORY CRP OF AMER HLDGS COMMON STOCK 50540R409 0 0 SH DFND 2 0 0 0 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 541 11600 SH DFND 1 11600 0 0 LAKELAND FINANCIAL CORP COMMON STOCK 511656100 3463 74274 SH DFND 2 15074 0 59200 LAM RESEARCH CORP COMMON STOCK 512807108 8659 109027 SH DFND 1 109027 0 0 LAM RESEARCH CORP COMMON STOCK 512807108 73996 931711 SH DFND 2 0 0 931711 LANDAUER INC COMMON STOCK 51476K103 622 18883 SH DFND 1 18883 0 0 LANDAUER INC COMMON STOCK 51476K103 1338 40638 SH DFND 2 2487 0 38151 LANDSTAR SYSTEM INC COMMON STOCK 515098101 0 0 SH DFND 1 0 0 0 LANDSTAR SYSTEM INC COMMON STOCK 515098101 2611 44520 SH DFND 2 0 0 44520 LANNETT CO INC COMMON STOCK 516012101 1854 46211 SH DFND 1 46211 0 0 LANNETT CO INC COMMON STOCK 516012101 7805 194552 SH DFND 2 23981 0 170571 LANTHEUS HOLDINGS INC COMMON STOCK 516544103 153 45192 SH DFND 1 45192 0 0 LANTHEUS HOLDINGS INC COMMON STOCK 516544103 959 283853 SH DFND 2 57482 0 226371 LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 991 153229 SH DFND 1 153229 0 0 LATTICE SEMICONDUCTOR CORP COMMON STOCK 518415104 2117 327228 SH DFND 2 20696 0 306532 LAZARD LTD-CL A ORDINARY SHARES G54050102 0 0 SH DFND 1 0 0 0 LAZARD LTD-CL A ORDINARY SHARES G54050102 4036 89671 SH DFND 2 1944 0 87727 LEAR CORP COMMON STOCK 521865204 2946 23987 SH DFND 1 23566 0 421 LEAR CORP COMMON STOCK 521865204 32122 261516 SH DFND 2 5107 0 256409 LEGGETT & PLATT INC COMMON STOCK 524660107 939 22344 SH DFND 1 22344 0 0 LEGGETT & PLATT INC COMMON STOCK 524660107 5096 121272 SH DFND 2 5019 0 116253 LEIDOS HOLDINGS INC COMMON STOCK 525327102 3077 54701 SH DFND 1 52859 0 1842 LEIDOS HOLDINGS INC COMMON STOCK 525327102 14011 249044 SH DFND 2 8964 0 240080 LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N308 11285 207605 SH DFND 1 207605 0 0 LEVEL 3 COMMUNICATIONS INC COMMON STOCK 52729N308 50566 930213 SH DFND 2 0 0 930213 LEXINGTON REALTY TRUST COMMON STOCK 529043101 184 23037 SH DFND 1 23037 0 0 LEXINGTON REALTY TRUST COMMON STOCK 529043101 823 102867 SH DFND 2 3832 0 99035 LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 87 2686 SH DFND 1 2686 0 0 LEXMARK INTERNATIONAL INC-A COMMON STOCK 529771107 380 11699 SH DFND 2 0 0 11699 LHC GROUP INC COMMON STOCK 50187A107 0 0 SH DFND 1 0 0 0 LHC GROUP INC COMMON STOCK 50187A107 2264 49990 SH DFND 2 0 0 49990 LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 8140 192173 SH DFND 1 192173 0 0 LIBERTY GLOBAL PLC-A COMMON STOCK G5480U104 37046 874546 SH DFND 2 0 0 874546 LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 3788 92916 SH DFND 1 92916 0 0 LIBERTY GLOBAL PLC-SERIES C COMMON STOCK G5480U120 97317 2386973 SH DFND 2 76300 0 2310673 LIBERTY INTERACTIVE CORP Q-A COMMON STOCK 53071M104 1270 46491 SH DFND 1 46491 0 0 LIBERTY INTERACTIVE CORP Q-A COMMON STOCK 53071M104 7997 292710 SH DFND 2 12099 0 280611 LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530610AC8 3296 2192000 SH DFND 1 0 0 2192000 LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530610AC8 7949 5286000 SH DFND 2 0 0 5286000 LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 148 289000 SH DFND 1 0 0 289000 LIBERTY INTERACTIVE LLC CONVERTIBLE BONDS 530715AN1 491 961000 SH DFND 2 0 0 961000 LIBERTY MEDIA CORP CONV. NOTE 531229AB8 3548 3623000 SH DFND 1 0 0 3623000 LIBERTY MEDIA CORP CONV. NOTE 531229AB8 11695 11941000 SH DFND 2 0 0 11941000 LIBERTY MEDIA CORP - A COMMON STOCK 531229102 788 20073 SH DFND 1 20073 0 0 LIBERTY MEDIA CORP - A COMMON STOCK 531229102 4988 127090 SH DFND 2 5242 0 121848 LIBERTY MEDIA CORP - C COMMON STOCK 531229300 280 7357 SH DFND 1 6779 0 578 LIBERTY MEDIA CORP - C COMMON STOCK 531229300 415 10894 SH DFND 2 0 0 10894 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 568 18277 SH DFND 1 18277 0 0 LIBERTY PROPERTY TRUST COMMON STOCK 531172104 153 4915 SH DFND 2 0 0 4915 LIBERTY VENTURES - SER A COMMON STOCK 53071M880 1394 30912 SH DFND 1 30912 0 0 LIBERTY VENTURES - SER A COMMON STOCK 53071M880 8829 195726 SH DFND 2 8088 0 187638 LIFELOCK INC COMMON STOCK 53224V100 427 29745 SH DFND 1 29745 0 0 LIFELOCK INC COMMON STOCK 53224V100 742 51676 SH DFND 2 4337 0 47339 LIFEPOINT HEALTH INC COMMON STOCK 53219L109 0 0 SH DFND 1 0 0 0 LIFEPOINT HEALTH INC COMMON STOCK 53219L109 910 12392 SH DFND 2 0 0 12392 LIGAND PHARMACEUTICALS COMMON STOCK 53220K504 600 5531 SH DFND 1 5531 0 0 LIGAND PHARMACEUTICALS COMMON STOCK 53220K504 1039 9580 SH DFND 2 873 0 8707 LINCOLN NATIONAL CORP COMMON STOCK 534187109 287 5717 SH DFND 1 5717 0 0 LINCOLN NATIONAL CORP COMMON STOCK 534187109 7760 154396 SH DFND 2 0 0 154396 LINDBLAD EXPEDITIONS HOLDING COMMON STOCK 535219109 4126 371371 SH DFND 1 371371 0 0 LINDBLAD EXPEDITIONS HOLDING COMMON STOCK 535219109 21711 1954222 SH DFND 2 0 0 1954222 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 225 5297 SH DFND 1 5297 0 0 LINEAR TECHNOLOGY CORP COMMON STOCK 535678106 17 402 SH DFND 2 0 0 402 LINKEDIN CORP - A COMMON STOCK 53578A108 6966 30949 SH DFND 1 30949 0 0 LINKEDIN CORP - A COMMON STOCK 53578A108 22189 98584 SH DFND 2 0 0 98584 LIONS GATE ENTERTAINMENT COR ORDINARY SHARES 535919203 6195 191272 SH DFND 1 191272 0 0 LIONS GATE ENTERTAINMENT COR ORDINARY SHARES 535919203 25727 794283 SH DFND 2 4028 0 790255 LIVE NATION ENTERTAINMEN CONV. NOTE 538034AJ8 3078 3027000 SH DFND 1 0 0 3027000 LIVE NATION ENTERTAINMEN CONV. NOTE 538034AJ8 10833 10653000 SH DFND 2 0 0 10653000 LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 16919 688602 SH DFND 1 668957 0 19645 LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 85382 3475065 SH DFND 2 43920 0 3431145 LOCKHEED MARTIN CORP COMMON STOCK 539830109 1216 5601 SH DFND 1 5601 0 0 LOCKHEED MARTIN CORP COMMON STOCK 539830109 138 636 SH DFND 2 0 0 636 LOEWS CORP COMMON STOCK 540424108 252 6572 SH DFND 1 6572 0 0 LOEWS CORP COMMON STOCK 540424108 0 0 SH DFND 2 0 0 0 LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 570 37802 SH DFND 1 37802 0 0 LOGITECH INTERNATIONAL-REG ORDINARY SHARES H50430232 3647 241989 SH DFND 2 49179 0 192810 LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 0 0 SH DFND 1 0 0 0 LOUISIANA-PACIFIC CORP COMMON STOCK 546347105 20054 1113500 SH DFND 2 0 0 1113500 LOWE'S COS INC COMMON STOCK 548661107 11586 152368 SH DFND 1 152368 0 0 LOWE'S COS INC COMMON STOCK 548661107 71308 937772 SH DFND 2 18299 0 919473 LSB INDUSTRIES INC COMMON STOCK 502160104 151 20811 SH DFND 1 20811 0 0 LSB INDUSTRIES INC COMMON STOCK 502160104 319 43950 SH DFND 2 2853 0 41097 LTC PROPERTIES INC COMMON STOCK 502175102 249 5775 SH DFND 1 5775 0 0 LTC PROPERTIES INC COMMON STOCK 502175102 1136 26343 SH DFND 2 366 0 25977 LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 3817 43922 SH DFND 1 43922 0 0 LYONDELLBASELL INDU-CL A ORDINARY SHARES N53745100 30457 350479 SH DFND 2 9455 0 341024 M & T BANK CORP COMMON STOCK 55261F104 428 3532 SH DFND 1 3532 0 0 M & T BANK CORP COMMON STOCK 55261F104 0 0 SH DFND 2 0 0 0 MACERICH CO/THE COMMON STOCK 554382101 575 7129 SH DFND 1 7129 0 0 MACERICH CO/THE COMMON STOCK 554382101 90 1115 SH DFND 2 0 0 1115 MACQUARIE INFRASTRUCTURE CONV. NOTE 55608BAA3 2856 2554000 SH DFND 1 0 0 2554000 MACQUARIE INFRASTRUCTURE CONV. NOTE 55608BAA3 9817 8780000 SH DFND 2 0 0 8780000 MACY'S INC COMMON STOCK 55616P104 4559 130336 SH DFND 1 122116 0 8220 MACY'S INC COMMON STOCK 55616P104 42795 1223405 SH DFND 2 8936 0 1214469 MADISON SQUARE GARDEN CO- A COMMON STOCK 55825T103 985 6088 SH DFND 1 6088 0 0 MADISON SQUARE GARDEN CO- A COMMON STOCK 55825T103 1420 8778 SH DFND 2 1869 0 6909 MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 893 59921 SH DFND 1 59921 0 0 MAIDEN HOLDINGS LTD ORDINARY SHARES G5753U112 5405 362475 SH DFND 2 67244 0 295231 MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 181 7895 SH DFND 1 7895 0 0 MAINSOURCE FINANCIAL GROUP I COMMON STOCK 56062Y102 844 36871 SH DFND 2 1221 0 35650 MALIBU BOATS INC - A COMMON STOCK 56117J100 560 34194 SH DFND 1 34194 0 0 MALIBU BOATS INC - A COMMON STOCK 56117J100 3062 187044 SH DFND 2 4855 0 182189 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 865 13077 SH DFND 1 13077 0 0 MANHATTAN ASSOCIATES INC COMMON STOCK 562750109 1501 22686 SH DFND 2 1489 0 21197 MANPOWERGROUP INC COMMON STOCK 56418H100 4 45 SH DFND 1 45 0 0 MANPOWERGROUP INC COMMON STOCK 56418H100 1537 18235 SH DFND 2 0 0 18235 MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 0 0 SH DFND 1 0 0 0 MANTECH INTERNATIONAL CORP-A COMMON STOCK 564563104 4168 137845 SH DFND 2 0 0 137845 MARATHON OIL CORP COMMON STOCK 565849106 3423 271900 SH DFND 1 271900 0 0 MARATHON OIL CORP COMMON STOCK 565849106 81152 6445781 SH DFND 2 382500 0 6063281 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 641 12367 SH DFND 1 12367 0 0 MARATHON PETROLEUM CORP COMMON STOCK 56585A102 0 0 SH DFND 2 0 0 0 MARCUS CORPORATION COMMON STOCK 566330106 419 22071 SH DFND 1 22071 0 0 MARCUS CORPORATION COMMON STOCK 566330106 869 45828 SH DFND 2 2187 0 43641 MARINUS PHARMACEUTICALS INC COMMON STOCK 56854Q101 0 0 SH DFND 1 0 0 0 MARINUS PHARMACEUTICALS INC COMMON STOCK 56854Q101 2292 300000 SH DFND 2 0 0 300000 MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 0 0 SH DFND 1 0 0 0 MARKET VECTORS JR GOLD MINER EXCHANGE TRADED FUNDS 57061R544 25200 1311800 SH DFND 2 0 0 1311800 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 418 6240 SH DFND 1 6240 0 0 MARRIOTT INTERNATIONAL -CL A COMMON STOCK 571903202 17822 265848 SH DFND 2 0 0 265848 MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 157 2758 SH DFND 1 2758 0 0 MARRIOTT VACATIONS WORLD COMMON STOCK 57164Y107 728 12776 SH DFND 2 655 0 12121 MARSH & MCLENNAN COS COMMON STOCK 571748102 664 11972 SH DFND 1 11972 0 0 MARSH & MCLENNAN COS COMMON STOCK 571748102 0 0 SH DFND 2 0 0 0 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 226 1658 SH DFND 1 1658 0 0 MARTIN MARIETTA MATERIALS COMMON STOCK 573284106 654 4785 SH DFND 2 0 0 4785 MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 2 209 SH DFND 1 209 0 0 MARVELL TECHNOLOGY GROUP LTD ORDINARY SHARES G5876H105 3943 447025 SH DFND 2 0 0 447025 MASCO CORP COMMON STOCK 574599106 207 7301 SH DFND 1 7301 0 0 MASCO CORP COMMON STOCK 574599106 2768 97800 SH DFND 2 0 0 97800 MASTEC INC COMMON STOCK 576323109 1736 99875 SH DFND 1 99875 0 0 MASTEC INC COMMON STOCK 576323109 6230 358462 SH DFND 2 52978 0 305484 MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 2408 24728 SH DFND 1 24728 0 0 MASTERCARD INC-CLASS A COMMON STOCK 57636Q104 30835 316711 SH DFND 2 0 0 316711 MATCH GROUP INC COMMON STOCK 57665R106 0 0 SH DFND 1 0 0 0 MATCH GROUP INC COMMON STOCK 57665R106 2467 182100 SH DFND 2 0 0 182100 MATRIX SERVICE CO COMMON STOCK 576853105 1356 66020 SH DFND 1 66020 0 0 MATRIX SERVICE CO COMMON STOCK 576853105 5943 289319 SH DFND 2 48416 0 240903 MATSON INC COMMON STOCK 57686G105 519 12164 SH DFND 1 12164 0 0 MATSON INC COMMON STOCK 57686G105 923 21658 SH DFND 2 1901 0 19757 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 10155 267225 SH DFND 1 247909 0 19316 MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 24673 649302 SH DFND 2 13186 0 636116 MAXIMUS INC COMMON STOCK 577933104 613 10906 SH DFND 1 10906 0 0 MAXIMUS INC COMMON STOCK 577933104 1094 19443 SH DFND 2 1276 0 18167 MCBC HOLDINGS INC COMMON STOCK 55276F107 910 66444 SH DFND 1 66444 0 0 MCBC HOLDINGS INC COMMON STOCK 55276F107 9995 729526 SH DFND 2 4506 0 725020 MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 226 2647 SH DFND 1 2647 0 0 MCCORMICK & CO-NON VTG SHRS COMMON STOCK 579780206 0 0 SH DFND 2 0 0 0 MCDONALD'S CORP COMMON STOCK 580135101 13007 110098 SH DFND 1 102007 0 8091 MCDONALD'S CORP COMMON STOCK 580135101 30576 258813 SH DFND 2 0 0 258813 MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 605 6141 SH DFND 1 6141 0 0 MCGRAW HILL FINANCIAL INC COMMON STOCK 580645109 0 0 SH DFND 2 0 0 0 MCKESSON CORP COMMON STOCK 58155Q103 1055 5350 SH DFND 1 5350 0 0 MCKESSON CORP COMMON STOCK 58155Q103 14361 72813 SH DFND 2 0 0 72813 MDC PARTNERS INC-A ORDINARY SHARES 552697104 642 29550 SH DFND 1 29550 0 0 MDC PARTNERS INC-A ORDINARY SHARES 552697104 4058 186846 SH DFND 2 38346 0 148500 MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 410 5194 SH DFND 1 5194 0 0 MEAD JOHNSON NUTRITION CO COMMON STOCK 582839106 1537 19471 SH DFND 2 0 0 19471 MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 664 57718 SH DFND 1 57718 0 0 MEDICAL PROPERTIES TRUST INC COMMON STOCK 58463J304 178 15466 SH DFND 2 0 0 15466 MEDICINES COMPANY COMMON STOCK 584688105 62 1656 SH DFND 1 1656 0 0 MEDICINES COMPANY COMMON STOCK 584688105 7645 204741 SH DFND 2 496 0 204245 MEDIDATA SOLUTIONS INC CONV. NOTE 58471AAB1 2397 2198000 SH DFND 1 0 0 2198000 MEDIDATA SOLUTIONS INC CONV. NOTE 58471AAB1 7886 7231000 SH DFND 2 0 0 7231000 MEDIVATION INC COMMON STOCK 58501N101 4 88 SH DFND 1 88 0 0 MEDIVATION INC COMMON STOCK 58501N101 9542 197400 SH DFND 2 0 0 197400 MEDLEY CAPITAL CORP COMMON STOCK 58503F106 140 18646 SH DFND 1 18646 0 0 MEDLEY CAPITAL CORP COMMON STOCK 58503F106 646 85888 SH DFND 2 2751 0 83137 MEDNAX INC COMMON STOCK 58502B106 1386 19337 SH DFND 1 17568 0 1769 MEDNAX INC COMMON STOCK 58502B106 12343 172242 SH DFND 2 0 0 172242 MEDTRONIC PLC COMMON STOCK G5960L103 5088 66144 SH DFND 1 66144 0 0 MEDTRONIC PLC COMMON STOCK G5960L103 152521 1982846 SH DFND 2 54459 0 1928387 MELCO CROWN ENTERTAINME-ADR COMMON STOCK - ADR 585464100 19 1160 SH DFND 1 1160 0 0 MELCO CROWN ENTERTAINME-ADR COMMON STOCK - ADR 585464100 13610 810135 SH DFND 2 0 0 810135 MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 1157 27462 SH DFND 1 27462 0 0 MELLANOX TECHNOLOGIES LTD ORDINARY SHARES M51363113 3927 93179 SH DFND 2 2397 0 90782 MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK 58605Q109 514 31800 SH DFND 1 31800 0 0 MEMORIAL RESOURCE DEVELOPMEN COMMON STOCK 58605Q109 13238 819661 SH DFND 2 41092 0 778569 MEN'S WEARHOUSE INC/THE COMMON STOCK 587118100 254 17310 SH DFND 1 17310 0 0 MEN'S WEARHOUSE INC/THE COMMON STOCK 587118100 548 37304 SH DFND 2 2428 0 34876 MENTOR GRAPHICS CORP COMMON STOCK 587200106 1384 75131 SH DFND 1 75131 0 0 MENTOR GRAPHICS CORP COMMON STOCK 587200106 5192 281853 SH DFND 2 43565 0 238288 MERCK & CO. INC. COMMON STOCK 58933Y105 16930 320531 SH DFND 1 302961 0 17570 MERCK & CO. INC. COMMON STOCK 58933Y105 253866 4806256 SH DFND 2 99400 0 4706856 MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 1100 743000 SH DFND 1 0 0 743000 MERRIMACK PHARMACEUTI CONV. NOTE 590328AA8 3493 2359000 SH DFND 2 0 0 2359000 MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 561 71011 SH DFND 1 71011 0 0 MERRIMACK PHARMACEUTICALS IN COMMON STOCK 590328100 16976 2148915 SH DFND 2 10962 0 2137953 META FINANCIAL GROUP INC COMMON STOCK 59100U108 915 19914 SH DFND 1 19914 0 0 META FINANCIAL GROUP INC COMMON STOCK 59100U108 5515 120080 SH DFND 2 22478 0 97602 METLIFE INC COMMON STOCK 59156R108 4558 94535 SH DFND 1 94535 0 0 METLIFE INC COMMON STOCK 59156R108 114247 2369775 SH DFND 2 107930 0 2261845 MFA FINANCIAL INC COMMON STOCK 55272X102 3410 516665 SH DFND 1 505119 0 11546 MFA FINANCIAL INC COMMON STOCK 55272X102 43225 6549247 SH DFND 2 503799 0 6045448 MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 1588 1304000 SH DFND 1 0 0 1304000 MGIC INVESTMENT CORPORATION CONV. NOTE 552848AD5 22473 21845000 SH DFND 2 0 0 21845000 MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 1277 31873 SH DFND 1 31873 0 0 MICHAEL KORS HOLDINGS LTD ORDINARY SHARES G60754101 22313 556984 SH DFND 2 43000 0 513984 MICHAELS COS INC/THE COMMON STOCK 59408Q106 71 3193 SH DFND 1 3193 0 0 MICHAELS COS INC/THE COMMON STOCK 59408Q106 28561 1291757 SH DFND 2 0 0 1291757 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 216 4650 SH DFND 1 4650 0 0 MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 0 0 SH DFND 2 0 0 0 MICRON TECHNOLOGY INC COMMON STOCK 595112103 3313 233988 SH DFND 1 233988 0 0 MICRON TECHNOLOGY INC COMMON STOCK 595112103 39573 2794690 SH DFND 2 0 0 2794690 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 1563 1095000 SH DFND 1 0 0 1095000 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AY9 1282 1542000 SH DFND 1 0 0 1542000 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AU7 5102 3574000 SH DFND 2 0 0 3574000 MICRON TECHNOLOGY INC CONVERTIBLE BONDS 595112AY9 4471 5379000 SH DFND 2 0 0 5379000 MICROSEMI CORP COMMON STOCK 595137100 630 19324 SH DFND 1 19324 0 0 MICROSEMI CORP COMMON STOCK 595137100 1111 34100 SH DFND 2 2856 0 31244 MICROSOFT CORP COMMON STOCK 594918104 45650 822828 SH DFND 1 820009 0 2819 MICROSOFT CORP COMMON STOCK 594918104 563612 10158824 SH DFND 2 269368 0 9889456 MIDDLEBY CORP COMMON STOCK 596278101 2308 21398 SH DFND 1 21398 0 0 MIDDLEBY CORP COMMON STOCK 596278101 34333 318280 SH DFND 2 0 0 318280 MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 119 5464 SH DFND 1 5464 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 533 24462 SH DFND 2 1074 0 23388 MIMEDX GROUP INC COMMON STOCK 602496101 584 62314 SH DFND 1 62314 0 0 MIMEDX GROUP INC COMMON STOCK 602496101 1016 108382 SH DFND 2 9204 0 99178 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 989 21555 SH DFND 1 21555 0 0 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 3996 87126 SH DFND 2 13693 0 73433 MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 0 0 SH DFND 1 0 0 0 MIX TELEMATICS LTD-SP ADR COMMON STOCK - ADR 60688N102 742 175800 SH DFND 2 0 0 175800 MOBILE TELESYSTEMS-SP ADR COMMON STOCK - ADR 607409109 278 44987 SH DFND 1 267 0 44720 MOBILE TELESYSTEMS-SP ADR COMMON STOCK - ADR 607409109 932 150813 SH DFND 2 0 0 150813 MOBILEIRON INC COMMON STOCK 60739U204 338 93687 SH DFND 1 93687 0 0 MOBILEIRON INC COMMON STOCK 60739U204 570 157922 SH DFND 2 10276 0 147646 MOBILEYE NV ORDINARY SHARES N51488117 1091 25794 SH DFND 1 25794 0 0 MOBILEYE NV ORDINARY SHARES N51488117 11163 264015 SH DFND 2 0 0 264015 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 261 1377 SH DFND 1 1377 0 0 MOHAWK INDUSTRIES INC COMMON STOCK 608190104 0 0 SH DFND 2 0 0 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 252 4194 SH DFND 1 4194 0 0 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 451 7497 SH DFND 2 609 0 6888 MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 3546 37759 SH DFND 1 37759 0 0 MOLSON COORS BREWING CO -B COMMON STOCK 60871R209 65823 700837 SH DFND 2 0 0 700837 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 2659 59300 SH DFND 1 59300 0 0 MONDELEZ INTERNATIONAL INC-A COMMON STOCK 609207105 52572 1172429 SH DFND 2 4784 0 1167645 MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 689 10810 SH DFND 1 10810 0 0 MONOLITHIC POWER SYSTEMS INC COMMON STOCK 609839105 1194 18746 SH DFND 2 1581 0 17165 MONSANTO CO COMMON STOCK 61166W101 6771 68731 SH DFND 1 68731 0 0 MONSANTO CO COMMON STOCK 61166W101 36224 367686 SH DFND 2 0 0 367686 MONSTER BEVERAGE CORP COMMON STOCK 61174X109 504 3384 SH DFND 1 3384 0 0 MONSTER BEVERAGE CORP COMMON STOCK 61174X109 0 0 SH DFND 2 0 0 0 MONSTER WORLDWIDE INC COMMON STOCK 611742107 1476 257513 SH DFND 1 257513 0 0 MONSTER WORLDWIDE INC COMMON STOCK 611742107 24874 4341099 SH DFND 2 154193 0 4186906 MONSTER WORLDWIDE INC CONV. NOTE 611742AB3 1261 993000 SH DFND 1 0 0 993000 MONSTER WORLDWIDE INC CONV. NOTE 611742AB3 4807 3785000 SH DFND 2 0 0 3785000 MOODY'S CORP COMMON STOCK 615369105 384 3827 SH DFND 1 3827 0 0 MOODY'S CORP COMMON STOCK 615369105 0 0 SH DFND 2 0 0 0 MORGAN STANLEY COMMON STOCK 617446448 21076 662551 SH DFND 1 662551 0 0 MORGAN STANLEY COMMON STOCK 617446448 158405 4979733 SH DFND 2 35041 0 4944692 MORNINGSTAR INC COMMON STOCK 617700109 296 3676 SH DFND 1 3323 0 353 MORNINGSTAR INC COMMON STOCK 617700109 474 5892 SH DFND 2 0 0 5892 MOSAIC CO/THE COMMON STOCK 61945C103 202 7321 SH DFND 1 7321 0 0 MOSAIC CO/THE COMMON STOCK 61945C103 974 35289 SH DFND 2 0 0 35289 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 550 8042 SH DFND 1 7640 0 402 MOTOROLA SOLUTIONS INC COMMON STOCK 620076307 483 7063 SH DFND 2 0 0 7063 MPLX LP COMMON STOCK 55336V100 184 4691 SH DFND 1 4691 0 0 MPLX LP COMMON STOCK 55336V100 34164 868638 SH DFND 2 0 0 868638 MSA SAFETY INC COMMON STOCK 553498106 498 11445 SH DFND 1 11445 0 0 MSA SAFETY INC COMMON STOCK 553498106 872 20061 SH DFND 2 1383 0 18678 MSG NETWORKS INC- A COMMON STOCK 553573106 87 4200 SH DFND 1 4200 0 0 MSG NETWORKS INC- A COMMON STOCK 553573106 550 26441 SH DFND 2 5609 0 20832 MTS SYSTEMS CORP COMMON STOCK 553777103 478 7539 SH DFND 1 7539 0 0 MTS SYSTEMS CORP COMMON STOCK 553777103 824 12997 SH DFND 2 851 0 12146 MYLAN NV COMMON STOCK N59465109 682 12607 SH DFND 1 12607 0 0 MYLAN NV COMMON STOCK N59465109 33504 619637 SH DFND 2 0 0 619637 MYRIAD GENETICS INC COMMON STOCK 62855J104 520 12054 SH DFND 1 12054 0 0 MYRIAD GENETICS INC COMMON STOCK 62855J104 6480 150139 SH DFND 2 2009 0 148130 NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 0 0 SH DFND 1 0 0 0 NABORS INDUSTRIES LTD ORDINARY SHARES G6359F103 3313 389304 SH DFND 2 0 0 389304 NATIONAL CINEMEDIA INC COMMON STOCK 635309107 715 45505 SH DFND 1 45505 0 0 NATIONAL CINEMEDIA INC COMMON STOCK 635309107 1549 98578 SH DFND 2 6139 0 92439 NATIONAL GENERAL HLDGS COMMON STOCK 636220303 695 31800 SH DFND 1 31800 0 0 NATIONAL GENERAL HLDGS COMMON STOCK 636220303 4450 203549 SH DFND 2 41149 0 162400 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 1191 35570 SH DFND 1 35570 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 18363 548306 SH DFND 2 42900 0 505406 NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 1471 24167 SH DFND 1 24167 0 0 NATL HEALTH INVESTORS INC COMMON STOCK 63633D104 2381 39119 SH DFND 2 1926 0 37193 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 0 0 SH DFND 1 0 0 0 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 4154 258635 SH DFND 2 0 0 258635 NAVISTAR INTL CORP CONV. NOTE 63934EAQ1 2323 1937000 SH DFND 1 0 0 1937000 NAVISTAR INTL CORP CONV. NOTE 63934EAS7 871 1824000 SH DFND 1 0 0 1824000 NAVISTAR INTL CORP CONV. NOTE 63934EAQ1 1501 3043000 SH DFND 2 0 0 3043000 NAVISTAR INTL CORP CONV. NOTE 63934EAS7 4203 8802000 SH DFND 2 0 0 8802000 NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 361 29114 SH DFND 1 29114 0 0 NCI BUILDING SYSTEMS INC COMMON STOCK 628852204 2333 187983 SH DFND 2 39720 0 148263 NELNET INC-CL A COMMON STOCK 64031N108 205 6095 SH DFND 1 6095 0 0 NELNET INC-CL A COMMON STOCK 64031N108 941 28034 SH DFND 2 895 0 27139 NEONODE INC COMMON STOCK 64051M402 260 102800 SH DFND 1 102800 0 0 NEONODE INC COMMON STOCK 64051M402 1664 657621 SH DFND 2 133721 0 523900 NEOS THERAPEUTICS INC COMMON STOCK 64052L106 0 0 SH DFND 1 0 0 0 NEOS THERAPEUTICS INC COMMON STOCK 64052L106 3079 215000 SH DFND 2 0 0 215000 NETAPP INC COMMON STOCK 64110D104 2188 82471 SH DFND 1 75331 0 7140 NETAPP INC COMMON STOCK 64110D104 4802 181017 SH DFND 2 0 0 181017 NETEASE INC-ADR COMMON STOCK - ADR 64110W102 3224 17791 SH DFND 1 9860 0 7931 NETEASE INC-ADR COMMON STOCK - ADR 64110W102 6468 35688 SH DFND 2 154 0 35534 NETFLIX INC COMMON STOCK 64110L106 8295 72522 SH DFND 1 72522 0 0 NETFLIX INC COMMON STOCK 64110L106 43560 380834 SH DFND 2 0 0 380834 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 204 6642 SH DFND 1 6642 0 0 NETSCOUT SYSTEMS INC COMMON STOCK 64115T104 345 11229 SH DFND 2 745 0 10484 NEURALSTEM INC COMMON STOCK 64127R302 700 679320 SH DFND 1 679320 0 0 NEURALSTEM INC COMMON STOCK 64127R302 4045 3926961 SH DFND 2 0 0 3926961 NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 1588 28079 SH DFND 1 28079 0 0 NEUROCRINE BIOSCIENCES INC COMMON STOCK 64125C109 2809 49650 SH DFND 2 4203 0 45447 NEUSTAR INC-CLASS A COMMON STOCK 64126X201 457 19060 SH DFND 1 19060 0 0 NEUSTAR INC-CLASS A COMMON STOCK 64126X201 937 39103 SH DFND 2 2445 0 36658 NEW HOME CO INC/THE COMMON STOCK 645370107 0 0 SH DFND 1 0 0 0 NEW HOME CO INC/THE COMMON STOCK 645370107 5770 445239 SH DFND 2 0 0 445239 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 2992 183328 SH DFND 1 166325 0 17003 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 4637 284119 SH DFND 2 0 0 284119 NEWELL RUBBERMAID INC COMMON STOCK 651229106 263 5963 SH DFND 1 5963 0 0 NEWELL RUBBERMAID INC COMMON STOCK 651229106 0 0 SH DFND 2 0 0 0 NEWMONT MINING CORP COMMON STOCK 651639106 259 14410 SH DFND 1 14410 0 0 NEWMONT MINING CORP COMMON STOCK 651639106 14367 798597 SH DFND 2 0 0 798597 NEWPORT CORP COMMON STOCK 651824104 559 35200 SH DFND 1 35200 0 0 NEWPORT CORP COMMON STOCK 651824104 3561 224404 SH DFND 2 47704 0 176700 NEWS CORP - CLASS A COMMON STOCK 65249B109 645 48253 SH DFND 1 48253 0 0 NEWS CORP - CLASS A COMMON STOCK 65249B109 3416 255663 SH DFND 2 10544 0 245119 NEXSTAR BROADCASTING GROUP-A COMMON STOCK 65336K103 768 13081 SH DFND 1 13081 0 0 NEXSTAR BROADCASTING GROUP-A COMMON STOCK 65336K103 1317 22442 SH DFND 2 1794 0 20648 NEXTERA ENERGY INC COMMON STOCK 65339F101 3497 33663 SH DFND 1 33663 0 0 NEXTERA ENERGY INC COMMON STOCK 65339F101 65267 628232 SH DFND 2 31100 0 597132 NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 47 1567 SH DFND 1 1567 0 0 NEXTERA ENERGY PARTNERS LP COMMON STOCK 65341B106 6516 218283 SH DFND 2 0 0 218283 NIELSEN HOLDINGS PLC COMMON STOCK G6518L108 380 8145 SH DFND 1 8145 0 0 NIELSEN HOLDINGS PLC COMMON STOCK G6518L108 0 0 SH DFND 2 0 0 0 NIKE INC -CL B COMMON STOCK 654106103 33783 540531 SH DFND 1 525093 0 15438 NIKE INC -CL B COMMON STOCK 654106103 147743 2363895 SH DFND 2 22252 0 2341643 NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 452 66700 SH DFND 1 66700 0 0 NMI HOLDINGS INC-CLASS A COMMON STOCK 629209305 2886 426314 SH DFND 2 86314 0 340000 NN INC COMMON STOCK 629337106 173 10875 SH DFND 1 10875 0 0 NN INC COMMON STOCK 629337106 774 48551 SH DFND 2 1893 0 46658 NOBLE ENERGY INC COMMON STOCK 655044105 310 9428 SH DFND 1 9428 0 0 NOBLE ENERGY INC COMMON STOCK 655044105 0 0 SH DFND 2 0 0 0 NORDIC AMERICAN TANKERS LTD ORDINARY SHARES G65773106 0 0 SH DFND 1 0 0 0 NORDIC AMERICAN TANKERS LTD ORDINARY SHARES G65773106 12441 800600 SH DFND 2 0 0 800600 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 534 6311 SH DFND 1 6311 0 0 NORFOLK SOUTHERN CORP COMMON STOCK 655844108 0 0 SH DFND 2 0 0 0 NORTHERN OIL AND GAS INC COMMON STOCK 665531109 75 19490 SH DFND 1 19490 0 0 NORTHERN OIL AND GAS INC COMMON STOCK 665531109 350 90736 SH DFND 2 4536 0 86200 NORTHERN TRUST CORP COMMON STOCK 665859104 342 4749 SH DFND 1 4749 0 0 NORTHERN TRUST CORP COMMON STOCK 665859104 39 536 SH DFND 2 0 0 536 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 46986 248852 SH DFND 1 248852 0 0 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 843318 4466491 SH DFND 2 90656 0 4375835 NORTHSTAR REALTY FINANCE COMMON STOCK 66704R803 0 0 SH DFND 1 0 0 0 NORTHSTAR REALTY FINANCE COMMON STOCK 66704R803 4971 291885 SH DFND 2 0 0 291885 NOVATEL WIRELESS INC COMMON STOCK 66987M604 56 33676 SH DFND 1 33676 0 0 NOVATEL WIRELESS INC COMMON STOCK 66987M604 354 212132 SH DFND 2 43876 0 168256 NOVATEL WIRELESS INC CONV. NOTE 66987MAD1 9 12000 SH DFND 1 0 0 12000 NOVATEL WIRELESS INC CONV. NOTE 66987MAD1 0 0 SH DFND 2 0 0 0 NOVAVAX INC COMMON STOCK 670002104 282 33578 SH DFND 1 33578 0 0 NOVAVAX INC COMMON STOCK 670002104 489 58265 SH DFND 2 4149 0 54116 NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 5337 2268000 SH DFND 1 0 0 2268000 NOVELLUS SYSTEMS INC CONVERTIBLE BONDS 670008AD3 14138 6008000 SH DFND 2 0 0 6008000 NRG ENERGY INC COMMON STOCK 629377508 6324 537332 SH DFND 1 537332 0 0 NRG ENERGY INC COMMON STOCK 629377508 116622 9908397 SH DFND 2 143800 0 9764597 NRG YIELD INC-CLASS C COMMON STOCK 62942X405 3525 238793 SH DFND 1 238793 0 0 NRG YIELD INC-CLASS C COMMON STOCK 62942X405 6081 411978 SH DFND 2 0 0 411978 NUCOR CORP COMMON STOCK 670346105 324 8040 SH DFND 1 8040 0 0 NUCOR CORP COMMON STOCK 670346105 8504 211024 SH DFND 2 0 0 211024 NUTRACEUTICAL INTL CORP COMMON STOCK 67060Y101 505 19577 SH DFND 1 19577 0 0 NUTRACEUTICAL INTL CORP COMMON STOCK 67060Y101 903 34972 SH DFND 2 3066 0 31906 NVIDIA CORP COMMON STOCK 67066G104 372 11294 SH DFND 1 11294 0 0 NVIDIA CORP COMMON STOCK 67066G104 8906 270210 SH DFND 2 0 0 270210 NVIDIA CORP CONV. NOTE 67066GAC8 3728 2238000 SH DFND 1 0 0 2238000 NVIDIA CORP CONV. NOTE 67066GAC8 11276 6770000 SH DFND 2 0 0 6770000 NXP SEMICONDUCTOR NV CONV. NOTE 62952QAB6 2416 2205000 SH DFND 1 0 0 2205000 NXP SEMICONDUCTOR NV CONV. NOTE 62952QAB6 9016 8229000 SH DFND 2 0 0 8229000 NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 3924 46571 SH DFND 1 46571 0 0 NXP SEMICONDUCTORS NV ORDINARY SHARES N6596X109 94353 1119916 SH DFND 2 54411 0 1065505 OAKTREE CAPITAL GROUP LLC STOCK UNIT 674001201 0 0 SH DFND 1 0 0 0 OAKTREE CAPITAL GROUP LLC STOCK UNIT 674001201 782 16385 SH DFND 2 0 0 16385 OAKTREE CAPITAL GROUP LLC STOCK UNIT 674001201 0 0 SH DFND 1 0 0 0 OAKTREE CAPITAL GROUP LLC STOCK UNIT 674001201 782 16385 SH DFND 2 0 0 16385 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 15892 235050 SH DFND 1 223009 0 12041 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 59788 884306 SH DFND 2 22426 0 861880 OCEANEERING INTL INC COMMON STOCK 675232102 28 748 SH DFND 1 748 0 0 OCEANEERING INTL INC COMMON STOCK 675232102 608 16203 SH DFND 2 0 0 16203 OCWEN FINANCIAL CORP COMMON STOCK 675746309 0 0 SH DFND 1 0 0 0 OCWEN FINANCIAL CORP COMMON STOCK 675746309 68870 9880900 SH DFND 2 0 0 9880900 OFG BANCORP COMMON STOCK 67103X102 389 53125 SH DFND 1 53125 0 0 OFG BANCORP COMMON STOCK 67103X102 6192 845918 SH DFND 2 68192 0 777726 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 0 0 SH DFND 1 0 0 0 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 1204 44195 SH DFND 2 0 0 44195 OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 639 10825 SH DFND 1 10825 0 0 OLD DOMINION FREIGHT LINE COMMON STOCK 679580100 9261 156778 SH DFND 2 0 0 156778 OLD NATIONAL BANCORP COMMON STOCK 680033107 681 50200 SH DFND 1 50200 0 0 OLD NATIONAL BANCORP COMMON STOCK 680033107 6581 485295 SH DFND 2 64765 0 420530 OLIN CORP COMMON STOCK 680665205 380 22000 SH DFND 1 22000 0 0 OLIN CORP COMMON STOCK 680665205 2382 138002 SH DFND 2 28102 0 109900 OM ASSET MANAGEMENT PLC ORDINARY SHARES G67506108 539 35186 SH DFND 1 35186 0 0 OM ASSET MANAGEMENT PLC ORDINARY SHARES G67506108 6269 408951 SH DFND 2 44808 0 364143 OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 966 27602 SH DFND 1 27602 0 0 OMEGA HEALTHCARE INVESTORS COMMON STOCK 681936100 2157 61666 SH DFND 2 3640 0 58026 OMNICOM GROUP COMMON STOCK 681919106 7678 101481 SH DFND 1 92626 0 8855 OMNICOM GROUP COMMON STOCK 681919106 19894 262934 SH DFND 2 0 0 262934 ON ASSIGNMENT INC COMMON STOCK 682159108 1293 28772 SH DFND 1 28772 0 0 ON ASSIGNMENT INC COMMON STOCK 682159108 5183 115307 SH DFND 2 19310 0 95997 ON SEMICONDUCTOR CORP COMMON STOCK 682189105 4972 507306 SH DFND 1 507306 0 0 ON SEMICONDUCTOR CORP COMMON STOCK 682189105 26100 2663225 SH DFND 2 11523 0 2651702 ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 3178 2850000 SH DFND 1 0 0 2850000 ON SEMICONDUCTOR CORP CONVERTIBLE BONDS 682189AH8 11752 10540000 SH DFND 2 0 0 10540000 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 0 0 SH DFND 1 0 0 0 ONCOGENEX PHARMACEUTICAL INC COMMON STOCK 68230A106 61 50200 SH DFND 2 0 0 50200 ONCOMED PHARMACEUTICALS INC COMMON STOCK 68234X102 313 13904 SH DFND 1 13904 0 0 ONCOMED PHARMACEUTICALS INC COMMON STOCK 68234X102 545 24166 SH DFND 2 2183 0 21983 ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 449 20902 SH DFND 1 20902 0 0 ONE LIBERTY PROPERTIES INC COMMON STOCK 682406103 2623 122209 SH DFND 2 21308 0 100901 OPHTHOTECH CORP COMMON STOCK 683745103 1205 15347 SH DFND 1 15347 0 0 OPHTHOTECH CORP COMMON STOCK 683745103 2119 26984 SH DFND 2 2307 0 24677 OPKO HEALTH INC COMMON STOCK 68375N103 829 82487 SH DFND 1 82487 0 0 OPKO HEALTH INC COMMON STOCK 68375N103 5161 513514 SH DFND 2 20996 0 492518 OPPENHEIMER HOLDINGS-CL A ORDINARY SHARES 683797104 94 5431 SH DFND 1 5431 0 0 OPPENHEIMER HOLDINGS-CL A ORDINARY SHARES 683797104 438 25195 SH DFND 2 994 0 24201 OPUS BANK COMMON STOCK 684000102 177 4799 SH DFND 1 4799 0 0 OPUS BANK COMMON STOCK 684000102 787 21287 SH DFND 2 0 0 21287 ORACLE CORP COMMON STOCK 68389X105 7482 204818 SH DFND 1 204818 0 0 ORACLE CORP COMMON STOCK 68389X105 72050 1972358 SH DFND 2 34650 0 1937708 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 708 110008 SH DFND 1 110008 0 0 ORASURE TECHNOLOGIES INC COMMON STOCK 68554V108 4479 695531 SH DFND 2 15103 0 680428 ORBITAL ATK INC COMMON STOCK 68557N103 2176 24352 SH DFND 1 22614 0 1738 ORBITAL ATK INC COMMON STOCK 68557N103 8280 92685 SH DFND 2 1431 0 91254 O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 564 2225 SH DFND 1 2225 0 0 O'REILLY AUTOMOTIVE INC COMMON STOCK 67103H107 0 0 SH DFND 2 0 0 0 ORION ENGINEERED CARBONS SA ORDINARY SHARES L72967109 466 37015 SH DFND 1 37015 0 0 ORION ENGINEERED CARBONS SA ORDINARY SHARES L72967109 2734 217009 SH DFND 2 36072 0 180937 ORION MARINE GROUP INC COMMON STOCK 68628V308 170 40800 SH DFND 1 40800 0 0 ORION MARINE GROUP INC COMMON STOCK 68628V308 1102 264222 SH DFND 2 56322 0 207900 OSHKOSH CORP COMMON STOCK 688239201 1521 38960 SH DFND 1 38960 0 0 OSHKOSH CORP COMMON STOCK 688239201 34044 872029 SH DFND 2 60800 0 811229 OWENS & MINOR INC COMMON STOCK 690732102 0 0 SH DFND 1 0 0 0 OWENS & MINOR INC COMMON STOCK 690732102 3416 94935 SH DFND 2 0 0 94935 OWENS-ILLINOIS INC COMMON STOCK 690768403 61 3505 SH DFND 1 3505 0 0 OWENS-ILLINOIS INC COMMON STOCK 690768403 1241 71230 SH DFND 2 0 0 71230 OXFORD INDUSTRIES INC COMMON STOCK 691497309 506 7924 SH DFND 1 7924 0 0 OXFORD INDUSTRIES INC COMMON STOCK 691497309 1068 16732 SH DFND 2 1088 0 15644 P G & E CORP COMMON STOCK 69331C108 2648 49779 SH DFND 1 49779 0 0 P G & E CORP COMMON STOCK 69331C108 86212 1620824 SH DFND 2 53700 0 1567124 PACCAR INC COMMON STOCK 693718108 357 7531 SH DFND 1 7531 0 0 PACCAR INC COMMON STOCK 693718108 0 0 SH DFND 2 0 0 0 PACE HOLDINGS CORP STOCK UNIT G6865N129 0 0 SH DFND 1 0 0 0 PACE HOLDINGS CORP STOCK UNIT G6865N129 5050 500000 SH DFND 2 0 0 500000 PACE HOLDINGS CORP STOCK UNIT G6865N129 0 0 SH DFND 1 0 0 0 PACE HOLDINGS CORP STOCK UNIT G6865N129 5050 500000 SH DFND 2 0 0 500000 PACIFIC ETHANOL INC COMMON STOCK 69423U305 67 14103 SH DFND 1 14103 0 0 PACIFIC ETHANOL INC COMMON STOCK 69423U305 312 65370 SH DFND 2 2094 0 63276 PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 721 33937 SH DFND 1 33937 0 0 PACIFIC PREMIER BANCORP INC COMMON STOCK 69478X105 4334 203969 SH DFND 2 38128 0 165841 PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 1139 14836 SH DFND 1 14836 0 0 PACIRA PHARMACEUTICALS INC COMMON STOCK 695127100 4552 59283 SH DFND 2 2379 0 56904 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 5990 95008 SH DFND 1 95008 0 0 PACKAGING CORP OF AMERICA COMMON STOCK 695156109 104022 1649829 SH DFND 2 50900 0 1598929 PACWEST BANCORP COMMON STOCK 695263103 2331 54091 SH DFND 1 54091 0 0 PACWEST BANCORP COMMON STOCK 695263103 45705 1060443 SH DFND 2 0 0 1060443 PANDORA MEDIA INC COMMON STOCK 698354107 3704 276214 SH DFND 1 276214 0 0 PANDORA MEDIA INC COMMON STOCK 698354107 18359 1369073 SH DFND 2 0 0 1369073 PAPA JOHN'S INTL INC COMMON STOCK 698813102 734 13140 SH DFND 1 13140 0 0 PAPA JOHN'S INTL INC COMMON STOCK 698813102 1272 22760 SH DFND 2 1977 0 20783 PARKER HANNIFIN CORP COMMON STOCK 701094104 287 2963 SH DFND 1 2963 0 0 PARKER HANNIFIN CORP COMMON STOCK 701094104 0 0 SH DFND 2 0 0 0 PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 410 11159 SH DFND 1 11159 0 0 PARK-OHIO HOLDINGS CORP COMMON STOCK 700666100 2630 71507 SH DFND 2 14473 0 57034 PATRICK INDUSTRIES INC COMMON STOCK 703343103 1050 24129 SH DFND 1 24129 0 0 PATRICK INDUSTRIES INC COMMON STOCK 703343103 2262 51991 SH DFND 2 3338 0 48653 PATRIOT NATIONAL INC COMMON STOCK 70338T102 31 4661 SH DFND 1 4661 0 0 PATRIOT NATIONAL INC COMMON STOCK 70338T102 138 20509 SH DFND 2 3183 0 17326 PATTERSON COS INC COMMON STOCK 703395103 82 1805 SH DFND 1 1805 0 0 PATTERSON COS INC COMMON STOCK 703395103 4801 106200 SH DFND 2 0 0 106200 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 404 26800 SH DFND 1 26800 0 0 PATTERSON-UTI ENERGY INC COMMON STOCK 703481101 2558 169605 SH DFND 2 35305 0 134300 PAYCHEX INC COMMON STOCK 704326107 7194 136023 SH DFND 1 124013 0 12010 PAYCHEX INC COMMON STOCK 704326107 10702 202345 SH DFND 2 0 0 202345 PAYLOCITY HOLDING CORP COMMON STOCK 70438V106 452 11139 SH DFND 1 11139 0 0 PAYLOCITY HOLDING CORP COMMON STOCK 70438V106 803 19811 SH DFND 2 1756 0 18055 PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 2080 57446 SH DFND 1 54750 0 2696 PAYPAL HOLDINGS INC COMMON STOCK 70450Y103 12193 336823 SH DFND 2 0 0 336823 PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 718 19500 SH DFND 1 19500 0 0 PBF ENERGY INC-CLASS A COMMON STOCK 69318G106 4587 124609 SH DFND 2 25209 0 99400 PEAK RESORTS INC COMMON STOCK 70469L100 0 0 SH DFND 1 0 0 0 PEAK RESORTS INC COMMON STOCK 70469L100 623 103650 SH DFND 2 0 0 103650 PEBBLEBROOK HOTEL TRUST COMMON STOCK 70509V100 20 720 SH DFND 1 720 0 0 PEBBLEBROOK HOTEL TRUST COMMON STOCK 70509V100 524 18702 SH DFND 2 0 0 18702 PENN NATIONAL GAMING INC COMMON STOCK 707569109 4667 291336 SH DFND 1 253026 0 38310 PENN NATIONAL GAMING INC COMMON STOCK 707569109 41397 2584068 SH DFND 2 36635 0 2547433 PENNTEX MIDSTREAM PARTNERS L STOCK UNIT 709311104 0 0 SH DFND 1 0 0 0 PENNTEX MIDSTREAM PARTNERS L STOCK UNIT 709311104 835 64606 SH DFND 2 0 0 64606 PENNTEX MIDSTREAM PARTNERS L STOCK UNIT 709311104 0 0 SH DFND 1 0 0 0 PENNTEX MIDSTREAM PARTNERS L STOCK UNIT 709311104 835 64606 SH DFND 2 0 0 64606 PENTAIR PLC COMMON STOCK G7S00T104 203 4090 SH DFND 1 4090 0 0 PENTAIR PLC COMMON STOCK G7S00T104 0 0 SH DFND 2 0 0 0 PEOPLES BANCORP INC COMMON STOCK 709789101 95 5067 SH DFND 1 5067 0 0 PEOPLES BANCORP INC COMMON STOCK 709789101 431 22892 SH DFND 2 885 0 22007 PEPSICO INC COMMON STOCK 713448108 17138 171515 SH DFND 1 171515 0 0 PEPSICO INC COMMON STOCK 713448108 117092 1171857 SH DFND 2 8828 0 1163029 PERFICIENT INC COMMON STOCK 71375U101 850 49621 SH DFND 1 49621 0 0 PERFICIENT INC COMMON STOCK 71375U101 5178 302478 SH DFND 2 55682 0 246796 PERFORMANCE SPORTS GROUP LTD COMMON STOCK 71377G100 0 0 SH DFND 1 0 0 0 PERFORMANCE SPORTS GROUP LTD COMMON STOCK 71377G100 562 58329 SH DFND 2 0 0 58329 PERRIGO CO PLC COMMON STOCK G97822103 11071 76509 SH DFND 1 76509 0 0 PERRIGO CO PLC COMMON STOCK G97822103 109045 753592 SH DFND 2 0 0 753592 PFIZER INC COMMON STOCK 717081103 27572 854146 SH DFND 1 820536 0 33610 PFIZER INC COMMON STOCK 717081103 314131 9731436 SH DFND 2 204769 0 9526667 PGT INC COMMON STOCK 69336V101 1715 150578 SH DFND 1 150578 0 0 PGT INC COMMON STOCK 69336V101 6085 534260 SH DFND 2 81035 0 453225 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 8791 100004 SH DFND 1 100004 0 0 PHILIP MORRIS INTERNATIONAL COMMON STOCK 718172109 164544 1871734 SH DFND 2 82350 0 1789384 PHILLIPS 66 COMMON STOCK 718546104 872 10664 SH DFND 1 10664 0 0 PHILLIPS 66 COMMON STOCK 718546104 0 0 SH DFND 2 0 0 0 PIEDMONT OFFICE REALTY TRU-A COMMON STOCK 720190206 344 18200 SH DFND 1 18200 0 0 PIEDMONT OFFICE REALTY TRU-A COMMON STOCK 720190206 2163 114546 SH DFND 2 24146 0 90400 PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 0 0 SH DFND 1 0 0 0 PILGRIM'S PRIDE CORP COMMON STOCK 72147K108 2282 103305 SH DFND 2 0 0 103305 PINNACLE FOODS INC COMMON STOCK 72348P104 10275 241995 SH DFND 1 235691 0 6304 PINNACLE FOODS INC COMMON STOCK 72348P104 50664 1193227 SH DFND 2 7718 0 1185509 PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 3732 29765 SH DFND 1 29765 0 0 PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 61459 490179 SH DFND 2 0 0 490179 PIPER JAFFRAY COS COMMON STOCK 724078100 0 0 SH DFND 1 0 0 0 PIPER JAFFRAY COS COMMON STOCK 724078100 2050 50740 SH DFND 2 0 0 50740 PITNEY BOWES INC COMMON STOCK 724479100 659 31893 SH DFND 1 31893 0 0 PITNEY BOWES INC COMMON STOCK 724479100 3418 165506 SH DFND 2 28810 0 136696 PLAINS ALL AMER PIPELINE LP COMMON STOCK 726503105 0 0 SH DFND 1 0 0 0 PLAINS ALL AMER PIPELINE LP COMMON STOCK 726503105 556 24054 SH DFND 2 0 0 24054 PLEXUS CORP COMMON STOCK 729132100 730 20891 SH DFND 1 20891 0 0 PLEXUS CORP COMMON STOCK 729132100 1561 44715 SH DFND 2 2861 0 41854 PLUM CREEK TIMBER CO COMMON STOCK 729251108 214 4489 SH DFND 1 4489 0 0 PLUM CREEK TIMBER CO COMMON STOCK 729251108 851 17836 SH DFND 2 0 0 17836 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 8557 89782 SH DFND 1 82520 0 7262 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 20790 218129 SH DFND 2 0 0 218129 PNM RESOURCES INC COMMON STOCK 69349H107 630 20600 SH DFND 1 20600 0 0 PNM RESOURCES INC COMMON STOCK 69349H107 4001 130875 SH DFND 2 27275 0 103600 POLYCOM INC COMMON STOCK 73172K104 0 0 SH DFND 1 0 0 0 POLYCOM INC COMMON STOCK 73172K104 4452 353629 SH DFND 2 0 0 353629 POPULAR INC COMMON STOCK 733174700 1101 38857 SH DFND 1 38857 0 0 POPULAR INC COMMON STOCK 733174700 8980 316855 SH DFND 2 23698 0 293157 PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 538 14800 SH DFND 1 14800 0 0 PORTLAND GENERAL ELECTRIC CO COMMON STOCK 736508847 3451 94890 SH DFND 2 20190 0 74700 PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 441 8566 SH DFND 1 8566 0 0 PORTOLA PHARMACEUTICALS INC COMMON STOCK 737010108 8991 174758 SH DFND 2 1215 0 173543 POST PROPERTIES INC COMMON STOCK 737464107 664 11218 SH DFND 1 11218 0 0 POST PROPERTIES INC COMMON STOCK 737464107 665 11246 SH DFND 2 0 0 11246 POWER INTEGRATIONS INC COMMON STOCK 739276103 632 12987 SH DFND 1 12987 0 0 POWER INTEGRATIONS INC COMMON STOCK 739276103 1106 22739 SH DFND 2 1978 0 20761 POZEN INC COMMON STOCK 73941U102 828 121277 SH DFND 1 121277 0 0 POZEN INC COMMON STOCK 73941U102 2357 345126 SH DFND 2 40382 0 304744 PPG INDUSTRIES INC COMMON STOCK 693506107 1678 16981 SH DFND 1 16981 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 6761 68419 SH DFND 2 0 0 68419 PPL CORP COMMON STOCK 69351T106 2690 78814 SH DFND 1 78814 0 0 PPL CORP COMMON STOCK 69351T106 43779 1282726 SH DFND 2 100562 0 1182164 PRA GROUP INC COMMON STOCK 69354N106 767 22098 SH DFND 1 22098 0 0 PRA GROUP INC COMMON STOCK 69354N106 3291 94865 SH DFND 2 16335 0 78530 PRA GROUP INC CONV. NOTE 73640QAB1 975 1154000 SH DFND 1 0 0 1154000 PRA GROUP INC CONV. NOTE 73640QAB1 3333 3944000 SH DFND 2 0 0 3944000 PRAXAIR INC COMMON STOCK 74005P104 722 7054 SH DFND 1 7054 0 0 PRAXAIR INC COMMON STOCK 74005P104 1558 15218 SH DFND 2 0 0 15218 PRECISION CASTPARTS CORP COMMON STOCK 740189105 713 3074 SH DFND 1 3074 0 0 PRECISION CASTPARTS CORP COMMON STOCK 740189105 0 0 SH DFND 2 0 0 0 PREMIER INC-CLASS A COMMON STOCK 74051N102 1724 48873 SH DFND 1 48873 0 0 PREMIER INC-CLASS A COMMON STOCK 74051N102 25605 725961 SH DFND 2 0 0 725961 PRESS GANEY HOLDINGS INC COMMON STOCK 74113L102 27 854 SH DFND 1 854 0 0 PRESS GANEY HOLDINGS INC COMMON STOCK 74113L102 691 21916 SH DFND 2 0 0 21916 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 942 18296 SH DFND 1 18296 0 0 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 1645 31948 SH DFND 2 2625 0 29323 PRICELINE GROUP INC/THE COMMON STOCK 741503403 10634 8341 SH DFND 1 8341 0 0 PRICELINE GROUP INC/THE COMMON STOCK 741503403 699871 548940 SH DFND 2 0 0 548940 PRICELINE GROUP INC/THE CONV. NOTE 741503AQ9 3262 2294000 SH DFND 1 0 0 2294000 PRICELINE GROUP INC/THE CONV. NOTE 741503AX4 2150 2131000 SH DFND 1 0 0 2131000 PRICELINE GROUP INC/THE CONV. NOTE 741503AQ9 8049 5661000 SH DFND 2 0 0 5661000 PRICELINE GROUP INC/THE CONV. NOTE 741503AX4 9054 8975000 SH DFND 2 0 0 8975000 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 277 6151 SH DFND 1 6151 0 0 PRINCIPAL FINANCIAL GROUP COMMON STOCK 74251V102 0 0 SH DFND 2 0 0 0 PROASSURANCE CORP COMMON STOCK 74267C106 632 13022 SH DFND 1 11857 0 1165 PROASSURANCE CORP COMMON STOCK 74267C106 990 20399 SH DFND 2 0 0 20399 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 4617 58142 SH DFND 1 58142 0 0 PROCTER & GAMBLE CO/THE COMMON STOCK 742718109 56404 710290 SH DFND 2 0 0 710290 PROGRESSIVE CORP COMMON STOCK 743315103 391 12301 SH DFND 1 12301 0 0 PROGRESSIVE CORP COMMON STOCK 743315103 0 0 SH DFND 2 0 0 0 PROLOGIS INC COMMON STOCK 74340W103 2131 49642 SH DFND 1 49642 0 0 PROLOGIS INC COMMON STOCK 74340W103 439 10232 SH DFND 2 0 0 10232 PROOFPOINT INC COMMON STOCK 743424103 1089 16755 SH DFND 1 16755 0 0 PROOFPOINT INC COMMON STOCK 743424103 1879 28902 SH DFND 2 2499 0 26403 PROS HOLDINGS INC COMMON STOCK 74346Y103 454 19708 SH DFND 1 19708 0 0 PROS HOLDINGS INC COMMON STOCK 74346Y103 796 34536 SH DFND 2 3111 0 31425 PROSPECT CAPITAL CORP CONV. NOTE 74348TAM4 3331 3502000 SH DFND 1 0 0 3502000 PROSPECT CAPITAL CORP CONV. NOTE 74348TAM4 9998 10510000 SH DFND 2 0 0 10510000 PROTHENA CORP PLC ORDINARY SHARES G72800108 1970 28921 SH DFND 1 28921 0 0 PROTHENA CORP PLC ORDINARY SHARES G72800108 3392 49806 SH DFND 2 4232 0 45574 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 633 13482 SH DFND 1 13482 0 0 PROVIDENCE SERVICE CORP COMMON STOCK 743815102 1343 28626 SH DFND 2 1842 0 26784 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 818 40600 SH DFND 1 40600 0 0 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 5225 259322 SH DFND 2 52722 0 206600 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 5430 66701 SH DFND 1 66701 0 0 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 29562 363128 SH DFND 2 14992 0 348136 PTC THERAPEUTICS INC COMMON STOCK 69366J200 4520 139512 SH DFND 1 139512 0 0 PTC THERAPEUTICS INC COMMON STOCK 69366J200 42437 1309777 SH DFND 2 2532 0 1307245 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 434 11228 SH DFND 1 11228 0 0 PUBLIC SERVICE ENTERPRISE GP COMMON STOCK 744573106 3169 81900 SH DFND 2 0 0 81900 PUBLIC STORAGE COMMON STOCK 74460D109 3309 13357 SH DFND 1 13357 0 0 PUBLIC STORAGE COMMON STOCK 74460D109 2859 11544 SH DFND 2 0 0 11544 PULTEGROUP INC COMMON STOCK 745867101 16191 908559 SH DFND 1 903840 0 4719 PULTEGROUP INC COMMON STOCK 745867101 128967 7237211 SH DFND 2 107300 0 7129911 QAD INC-A COMMON STOCK 74727D306 725 35321 SH DFND 1 35321 0 0 QAD INC-A COMMON STOCK 74727D306 1267 61738 SH DFND 2 5637 0 56101 QEP RESOURCES INC COMMON STOCK 74733V100 834 62245 SH DFND 1 62245 0 0 QEP RESOURCES INC COMMON STOCK 74733V100 18313 1366670 SH DFND 2 97100 0 1269570 QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 471 14882 SH DFND 1 14882 0 0 QLIK TECHNOLOGIES INC COMMON STOCK 74733T105 838 26458 SH DFND 2 2343 0 24115 QLOGIC CORP COMMON STOCK 747277101 1751 143518 SH DFND 1 143518 0 0 QLOGIC CORP COMMON STOCK 747277101 6059 496618 SH DFND 2 73470 0 423148 QUAKER CHEMICAL CORP COMMON STOCK 747316107 0 0 SH DFND 1 0 0 0 QUAKER CHEMICAL CORP COMMON STOCK 747316107 1337 17310 SH DFND 2 0 0 17310 QUALCOMM INC COMMON STOCK 747525103 3551 71041 SH DFND 1 71041 0 0 QUALCOMM INC COMMON STOCK 747525103 57980 1159943 SH DFND 2 53400 0 1106543 QUALYS INC COMMON STOCK 74758T303 309 9325 SH DFND 1 9325 0 0 QUALYS INC COMMON STOCK 74758T303 544 16445 SH DFND 2 1462 0 14983 QUANTUM CORP COMMON STOCK 747906204 415 446503 SH DFND 1 446503 0 0 QUANTUM CORP COMMON STOCK 747906204 2551 2742588 SH DFND 2 512152 0 2230436 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 226 3177 SH DFND 1 3177 0 0 QUEST DIAGNOSTICS INC COMMON STOCK 74834L100 0 0 SH DFND 2 0 0 0 QUESTAR CORP COMMON STOCK 748356102 227 11662 SH DFND 1 11662 0 0 QUESTAR CORP COMMON STOCK 748356102 1440 73941 SH DFND 2 3050 0 70891 RADIAN GROUP INC COMMON STOCK 750236101 6275 468635 SH DFND 1 468635 0 0 RADIAN GROUP INC COMMON STOCK 750236101 82515 6162440 SH DFND 2 248339 0 5914101 RADIAN GROUP INC. CONV. NOTE 750236AK7 2193 1752000 SH DFND 1 0 0 1752000 RADIAN GROUP INC. CONV. NOTE 750236AK7 7104 5675000 SH DFND 2 0 0 5675000 RADNET INC COMMON STOCK 750491102 551 89208 SH DFND 1 89208 0 0 RADNET INC COMMON STOCK 750491102 957 154883 SH DFND 2 13713 0 141170 RAIT FINANCIAL TRUST COMMON STOCK 749227609 229 84700 SH DFND 1 84700 0 0 RAIT FINANCIAL TRUST COMMON STOCK 749227609 1468 543819 SH DFND 2 115419 0 428400 RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 49 50000 SH DFND 1 0 0 50000 RAIT FINANCIAL TRUST CONVERTIBLE BONDS 749227AA2 0 0 SH DFND 2 0 0 0 RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 109 6578 SH DFND 1 6578 0 0 RAMCO-GERSHENSON PROPERTIES COMMON STOCK 751452202 499 30015 SH DFND 2 1080 0 28935 RAYONIER INC COMMON STOCK 754907103 2183 98313 SH DFND 1 92089 0 6224 RAYONIER INC COMMON STOCK 754907103 9351 421236 SH DFND 2 38317 0 382919 RAYTHEON COMPANY COMMON STOCK 755111507 15153 121682 SH DFND 1 121682 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 366433 2942529 SH DFND 2 0 0 2942529 RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 12377 331812 SH DFND 1 331812 0 0 RE/MAX HOLDINGS INC-CL A COMMON STOCK 75524W108 51185 1372242 SH DFND 2 24057 0 1348185 REALTY INCOME CORP COMMON STOCK 756109104 642 12428 SH DFND 1 12428 0 0 REALTY INCOME CORP COMMON STOCK 756109104 95 1833 SH DFND 2 0 0 1833 RED HAT INC COMMON STOCK 756577102 351 4233 SH DFND 1 4233 0 0 RED HAT INC COMMON STOCK 756577102 0 0 SH DFND 2 0 0 0 RED HAT INC CONV. NOTE 756577AD4 3044 2338000 SH DFND 1 0 0 2338000 RED HAT INC CONV. NOTE 756577AD4 8781 6745000 SH DFND 2 0 0 6745000 REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 875 46354 SH DFND 1 46354 0 0 REGAL ENTERTAINMENT GROUP-A COMMON STOCK 758766109 5529 293022 SH DFND 2 6497 0 286525 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 869 1600 SH DFND 1 1600 0 0 REGENERON PHARMACEUTICALS COMMON STOCK 75886F107 0 0 SH DFND 2 0 0 0 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 4775 497392 SH DFND 1 497392 0 0 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 107376 11184976 SH DFND 2 449343 0 10735633 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 1229 14367 SH DFND 1 14367 0 0 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 7802 91201 SH DFND 2 14143 0 77058 RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 1063 9390 SH DFND 1 8537 0 853 RENAISSANCERE HOLDINGS LTD ORDINARY SHARES G7496G103 1674 14788 SH DFND 2 0 0 14788 RENASANT CORP COMMON STOCK 75970E107 937 27230 SH DFND 1 27230 0 0 RENASANT CORP COMMON STOCK 75970E107 1615 46943 SH DFND 2 3192 0 43751 REPLIGEN CORP COMMON STOCK 759916109 1119 39565 SH DFND 1 39565 0 0 REPLIGEN CORP COMMON STOCK 759916109 1946 68799 SH DFND 2 5358 0 63441 REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 88 3346 SH DFND 1 3346 0 0 REPUBLIC BANCORP INC-CLASS A COMMON STOCK 760281204 381 14444 SH DFND 2 0 0 14444 REPUBLIC SERVICES INC COMMON STOCK 760759100 243 5526 SH DFND 1 5526 0 0 REPUBLIC SERVICES INC COMMON STOCK 760759100 0 0 SH DFND 2 0 0 0 RESMED INC COMMON STOCK 761152107 0 0 SH DFND 1 0 0 0 RESMED INC COMMON STOCK 761152107 4763 88715 SH DFND 2 0 0 88715 RESTAURANT BRANDS INTERN ORDINARY SHARES 76131D103 5838 156252 SH DFND 1 156252 0 0 RESTAURANT BRANDS INTERN ORDINARY SHARES 76131D103 7422 198650 SH DFND 2 0 0 198650 REYNOLDS AMERICAN INC COMMON STOCK 761713106 932 20188 SH DFND 1 20188 0 0 REYNOLDS AMERICAN INC COMMON STOCK 761713106 78 1700 SH DFND 2 0 0 1700 RING ENERGY INC COMMON STOCK 76680V108 242 34361 SH DFND 1 34361 0 0 RING ENERGY INC COMMON STOCK 76680V108 1533 217505 SH DFND 2 45288 0 172217 ROBERT HALF INTL INC COMMON STOCK 770323103 135 2870 SH DFND 1 2870 0 0 ROBERT HALF INTL INC COMMON STOCK 770323103 1229 26070 SH DFND 2 0 0 26070 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 315 3069 SH DFND 1 3069 0 0 ROCKWELL AUTOMATION INC COMMON STOCK 773903109 0 0 SH DFND 2 0 0 0 ROCKWELL COLLINS INC COMMON STOCK 774341101 624 6763 SH DFND 1 6763 0 0 ROCKWELL COLLINS INC COMMON STOCK 774341101 14424 156273 SH DFND 2 0 0 156273 ROCKWELL MEDICAL INC COMMON STOCK 774374102 683 66651 SH DFND 1 66651 0 0 ROCKWELL MEDICAL INC COMMON STOCK 774374102 1477 144255 SH DFND 2 9131 0 135124 ROLLINS INC COMMON STOCK 775711104 871 33644 SH DFND 1 31307 0 2337 ROLLINS INC COMMON STOCK 775711104 3350 129355 SH DFND 2 0 0 129355 ROPER TECHNOLOGIES INC COMMON STOCK 776696106 4174 21994 SH DFND 1 21994 0 0 ROPER TECHNOLOGIES INC COMMON STOCK 776696106 23778 125288 SH DFND 2 5173 0 120115 ROSS STORES INC COMMON STOCK 778296103 502 9320 SH DFND 1 9320 0 0 ROSS STORES INC COMMON STOCK 778296103 0 0 SH DFND 2 0 0 0 ROVI CORP COMMON STOCK 779376102 113 6758 SH DFND 1 6758 0 0 ROVI CORP COMMON STOCK 779376102 505 30315 SH DFND 2 1260 0 29055 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 354 3500 SH DFND 1 3500 0 0 ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 0 0 SH DFND 2 0 0 0 ROYAL DUTCH SHELL-SPON ADR-A COMMON STOCK - ADR 780259206 3976 86831 SH DFND 1 86831 0 0 ROYAL DUTCH SHELL-SPON ADR-A COMMON STOCK - ADR 780259206 122795 2681709 SH DFND 2 135803 0 2545906 RPX CORP COMMON STOCK 74972G103 0 0 SH DFND 1 0 0 0 RPX CORP COMMON STOCK 74972G103 2520 229135 SH DFND 2 0 0 229135 RYANAIR HOLDINGS PLC-SP ADR COMMON STOCK - ADR 783513203 1783 20624 SH DFND 1 20624 0 0 RYANAIR HOLDINGS PLC-SP ADR COMMON STOCK - ADR 783513203 5310 61413 SH DFND 2 2619 0 58794 RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 654 12660 SH DFND 1 12660 0 0 RYMAN HOSPITALITY PROPERTIES COMMON STOCK 78377T107 1463 28331 SH DFND 2 0 0 28331 SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 1540 1397000 SH DFND 1 0 0 1397000 SAFEGUARD SCIENTIFICS IN CONV. NOTE 786449AK4 6568 5957000 SH DFND 2 0 0 5957000 SAGE THERAPEUTICS INC COMMON STOCK 78667J108 413 7085 SH DFND 1 7085 0 0 SAGE THERAPEUTICS INC COMMON STOCK 78667J108 721 12363 SH DFND 2 1050 0 11313 SALESFORCE.COM INC COMMON STOCK 79466L302 17617 224712 SH DFND 1 224712 0 0 SALESFORCE.COM INC COMMON STOCK 79466L302 123358 1573442 SH DFND 2 0 0 1573442 SALESFORCE.COM INC CONV. NOTE 79466LAD6 3710 2884000 SH DFND 1 0 0 2884000 SALESFORCE.COM INC CONV. NOTE 79466LAD6 12159 9453000 SH DFND 2 0 0 9453000 SANDERSON FARMS INC COMMON STOCK 800013104 1405 18119 SH DFND 1 18119 0 0 SANDERSON FARMS INC COMMON STOCK 800013104 7890 101784 SH DFND 2 11063 0 90721 SANDISK CORP COMMON STOCK 80004C101 1885 24802 SH DFND 1 24802 0 0 SANDISK CORP COMMON STOCK 80004C101 30624 402994 SH DFND 2 31628 0 371366 SANDISK CORP CONV. NOTE 80004CAD3 82 52000 SH DFND 1 0 0 52000 SANDISK CORP CONV. NOTE 80004CAD3 351 224000 SH DFND 2 0 0 224000 SANMINA CORP COMMON STOCK 801056102 120 5818 SH DFND 1 5818 0 0 SANMINA CORP COMMON STOCK 801056102 537 26097 SH DFND 2 0 0 26097 SANOFI-ADR COMMON STOCK - ADR 80105N105 0 0 SH DFND 1 0 0 0 SANOFI-ADR COMMON STOCK - ADR 80105N105 26157 613300 SH DFND 2 0 0 613300 SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 7512 71493 SH DFND 1 71188 0 305 SBA COMMUNICATIONS CORP-CL A COMMON STOCK 78388J106 22891 217869 SH DFND 2 5658 0 212211 SCANSOURCE INC COMMON STOCK 806037107 0 0 SH DFND 1 0 0 0 SCANSOURCE INC COMMON STOCK 806037107 3605 111885 SH DFND 2 0 0 111885 SCHLUMBERGER LTD COMMON STOCK 806857108 10790 154690 SH DFND 1 151145 0 3545 SCHLUMBERGER LTD COMMON STOCK 806857108 83940 1203440 SH DFND 2 22980 0 1180460 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 17284 524860 SH DFND 1 524860 0 0 SCHWAB (CHARLES) CORP COMMON STOCK 808513105 209511 6362314 SH DFND 2 201900 0 6160414 SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 3782 471528 SH DFND 1 471528 0 0 SCORPIO TANKERS INC ORDINARY SHARES Y7542C106 70687 8813797 SH DFND 2 107032 0 8706765 SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 988 15318 SH DFND 1 15318 0 0 SCOTTS MIRACLE-GRO CO-CL A COMMON STOCK 810186106 2142 33200 SH DFND 2 2153 0 31047 SCRIPPS NETWORKS INTER-CL A COMMON STOCK 811065101 3893 70520 SH DFND 1 64210 0 6310 SCRIPPS NETWORKS INTER-CL A COMMON STOCK 811065101 5906 106973 SH DFND 2 0 0 106973 SEACOR HOLDINGS INC CONVERTIBLE BONDS 81170YAB5 131 165000 SH DFND 1 0 0 165000 SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 2043 2168000 SH DFND 1 0 0 2168000 SEACOR HOLDINGS INC CONVERTIBLE BONDS 81170YAB5 521 657000 SH DFND 2 0 0 657000 SEACOR HOLDINGS INC CONVERTIBLE BONDS 811904AM3 6346 6733000 SH DFND 2 0 0 6733000 SEADRILL LTD ORDINARY SHARES G7945E105 75 22000 SH DFND 1 22000 0 0 SEADRILL LTD ORDINARY SHARES G7945E105 0 0 SH DFND 2 0 0 0 SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 411 11199 SH DFND 1 11199 0 0 SEAGATE TECHNOLOGY ORDINARY SHARES G7945M107 59 1610 SH DFND 2 0 0 1610 SEALED AIR CORP COMMON STOCK 81211K100 10106 226581 SH DFND 1 226581 0 0 SEALED AIR CORP COMMON STOCK 81211K100 80489 1804684 SH DFND 2 86531 0 1718153 SEI INVESTMENTS COMPANY COMMON STOCK 784117103 4 80 SH DFND 1 80 0 0 SEI INVESTMENTS COMPANY COMMON STOCK 784117103 6644 126795 SH DFND 2 0 0 126795 SELECT COMFORT CORPORATION COMMON STOCK 81616X103 0 0 SH DFND 1 0 0 0 SELECT COMFORT CORPORATION COMMON STOCK 81616X103 4497 210040 SH DFND 2 0 0 210040 SELECT INCOME REIT COMMON STOCK 81618T100 84 4260 SH DFND 1 4260 0 0 SELECT INCOME REIT COMMON STOCK 81618T100 381 19209 SH DFND 2 863 0 18346 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 708 59471 SH DFND 1 59471 0 0 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 6053 508189 SH DFND 2 7941 0 500248 SEMPRA ENERGY COMMON STOCK 816851109 617 6559 SH DFND 1 6559 0 0 SEMPRA ENERGY COMMON STOCK 816851109 15322 162985 SH DFND 2 0 0 162985 SEMTECH CORP COMMON STOCK 816850101 223 11794 SH DFND 1 11794 0 0 SEMTECH CORP COMMON STOCK 816850101 473 24978 SH DFND 2 1508 0 23470 SEQUENTIAL BRANDS GROUP INC COMMON STOCK 81734P107 307 38842 SH DFND 1 38842 0 0 SEQUENTIAL BRANDS GROUP INC COMMON STOCK 81734P107 551 69649 SH DFND 2 5084 0 64565 SERITAGE GROWTH PROP- A REIT COMMON STOCK 81752R100 10 251 SH DFND 1 251 0 0 SERITAGE GROWTH PROP- A REIT COMMON STOCK 81752R100 264 6572 SH DFND 2 0 0 6572 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 3284 126208 SH DFND 1 126208 0 0 SERVICE CORP INTERNATIONAL COMMON STOCK 817565104 13946 535985 SH DFND 2 0 0 535985 SERVICEMASTER GLOBAL HOLDING COMMON STOCK 81761R109 554 14121 SH DFND 1 14121 0 0 SERVICEMASTER GLOBAL HOLDING COMMON STOCK 81761R109 3505 89325 SH DFND 2 3695 0 85630 SERVISFIRST BANCSHARES INC COMMON STOCK 81768T108 367 7718 SH DFND 1 7718 0 0 SERVISFIRST BANCSHARES INC COMMON STOCK 81768T108 2318 48768 SH DFND 2 9978 0 38790 SEVENTY SEVEN ENERGY INC COMMON STOCK 818097107 185 175990 SH DFND 1 162565 0 13425 SEVENTY SEVEN ENERGY INC COMMON STOCK 818097107 95 90165 SH DFND 2 10370 0 79795 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 17399 67024 SH DFND 1 66390 0 634 SHERWIN-WILLIAMS CO/THE COMMON STOCK 824348106 123207 474604 SH DFND 2 3782 0 470822 SHIRE PLC-ADR COMMON STOCK - ADR 82481R106 0 0 SH DFND 1 0 0 0 SHIRE PLC-ADR COMMON STOCK - ADR 82481R106 5405 26367 SH DFND 2 0 0 26367 SHORETEL INC COMMON STOCK 825211105 669 75595 SH DFND 1 75595 0 0 SHORETEL INC COMMON STOCK 825211105 1171 132332 SH DFND 2 12464 0 119868 SHUTTERFLY INC COMMON STOCK 82568P304 256 5741 SH DFND 1 5741 0 0 SHUTTERFLY INC COMMON STOCK 82568P304 483 10850 SH DFND 2 854 0 9996 SIGNET JEWELERS LTD COMMON STOCK G81276100 222 1795 SH DFND 1 1795 0 0 SIGNET JEWELERS LTD COMMON STOCK G81276100 0 0 SH DFND 2 0 0 0 SILGAN HOLDINGS INC COMMON STOCK 827048109 0 0 SH DFND 1 0 0 0 SILGAN HOLDINGS INC COMMON STOCK 827048109 14538 270620 SH DFND 2 0 0 270620 SILICON LABORATORIES INC COMMON STOCK 826919102 344 7093 SH DFND 1 7093 0 0 SILICON LABORATORIES INC COMMON STOCK 826919102 607 12497 SH DFND 2 1155 0 11342 SIMMONS FIRST NATL CORP-CL A COMMON STOCK 828730200 426 8303 SH DFND 1 8303 0 0 SIMMONS FIRST NATL CORP-CL A COMMON STOCK 828730200 2690 52383 SH DFND 2 10731 0 41652 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 5304 27278 SH DFND 1 27278 0 0 SIMON PROPERTY GROUP INC COMMON STOCK 828806109 4521 23252 SH DFND 2 0 0 23252 SIRIUS XM HOLDINGS INC COMMON STOCK 82968B103 2030 498808 SH DFND 1 498808 0 0 SIRIUS XM HOLDINGS INC COMMON STOCK 82968B103 12819 3149614 SH DFND 2 130122 0 3019492 SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 734 13352 SH DFND 1 13352 0 0 SIX FLAGS ENTERTAINMENT CORP COMMON STOCK 83001A102 4651 84657 SH DFND 2 3493 0 81164 SKYWEST INC COMMON STOCK 830879102 508 26700 SH DFND 1 26700 0 0 SKYWEST INC COMMON STOCK 830879102 3187 167560 SH DFND 2 34360 0 133200 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 377 4909 SH DFND 1 4909 0 0 SKYWORKS SOLUTIONS INC COMMON STOCK 83088M102 7454 97021 SH DFND 2 0 0 97021 SL GREEN REALTY CORP COMMON STOCK 78440X101 569 5035 SH DFND 1 5035 0 0 SL GREEN REALTY CORP COMMON STOCK 78440X101 87 774 SH DFND 2 0 0 774 SLM CORP COMMON STOCK 78442P106 1441 220953 SH DFND 1 200788 0 20165 SLM CORP COMMON STOCK 78442P106 2243 343957 SH DFND 2 0 0 343957 SM ENERGY CO COMMON STOCK 78454L100 358 18211 SH DFND 1 18211 0 0 SM ENERGY CO COMMON STOCK 78454L100 1388 70576 SH DFND 2 11116 0 59460 SMITH & WESSON HOLDING CORP COMMON STOCK 831756101 1729 78667 SH DFND 1 78667 0 0 SMITH & WESSON HOLDING CORP COMMON STOCK 831756101 6067 276001 SH DFND 2 39772 0 236229 SMITH (A.O.) CORP COMMON STOCK 831865209 19 249 SH DFND 1 249 0 0 SMITH (A.O.) CORP COMMON STOCK 831865209 1915 25002 SH DFND 2 0 0 25002 SNAP-ON INC COMMON STOCK 833034101 263 1536 SH DFND 1 1536 0 0 SNAP-ON INC COMMON STOCK 833034101 10864 63370 SH DFND 2 0 0 63370 SOLAR CAPITAL LTD COMMON STOCK 83413U100 642 39086 SH DFND 1 39086 0 0 SOLAR CAPITAL LTD COMMON STOCK 83413U100 3825 232821 SH DFND 2 41933 0 190888 SOLARCITY CORP COMMON STOCK 83416T100 0 0 SH DFND 1 0 0 0 SOLARCITY CORP COMMON STOCK 83416T100 4531 88800 SH DFND 2 0 0 88800 SOLARWINDS INC COMMON STOCK 83416B109 1682 28551 SH DFND 1 28551 0 0 SOLARWINDS INC COMMON STOCK 83416B109 10642 180675 SH DFND 2 7470 0 173205 SONIC CORP COMMON STOCK 835451105 844 26134 SH DFND 1 26134 0 0 SONIC CORP COMMON STOCK 835451105 1765 54638 SH DFND 2 3530 0 51108 SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 9 1004 SH DFND 1 1004 0 0 SORRENTO THERAPEUTICS INC COMMON STOCK 83587F202 1830 210100 SH DFND 2 0 0 210100 SOUTHERN CO/THE COMMON STOCK 842587107 9939 212412 SH DFND 1 194500 0 17912 SOUTHERN CO/THE COMMON STOCK 842587107 14177 302993 SH DFND 2 0 0 302993 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 481 20045 SH DFND 1 20045 0 0 SOUTHSIDE BANCSHARES INC COMMON STOCK 84470P109 3027 126029 SH DFND 2 25664 0 100365 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 631 14643 SH DFND 1 14643 0 0 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 15535 360766 SH DFND 2 0 0 360766 SOUTHWEST GAS CORP COMMON STOCK 844895102 589 10673 SH DFND 1 10673 0 0 SOUTHWEST GAS CORP COMMON STOCK 844895102 3695 66990 SH DFND 2 13959 0 53031 SOUTHWESTERN ENERGY CO CONVERTIBLE PREF 845467208 366 19721 SH DFND 1 0 0 19721 SOUTHWESTERN ENERGY CO CONVERTIBLE PREF 845467208 1948 105027 SH DFND 2 0 0 105027 SPANSION LLC CONV. NOTE 84649PAL9 725 389000 SH DFND 1 0 0 389000 SPANSION LLC CONV. NOTE 84649PAL9 2480 1330000 SH DFND 2 0 0 1330000 SPARTANNASH CO COMMON STOCK 847215100 657 30353 SH DFND 1 30353 0 0 SPARTANNASH CO COMMON STOCK 847215100 3848 177801 SH DFND 2 30577 0 147224 SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 6940 34038 SH DFND 1 34038 0 0 SPDR S&P 500 ETF TRUST EXCHANGE TRADED FUNDS 78462F103 6873 33710 SH DFND 2 12290 0 21420 SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 500 1967 SH DFND 1 1967 0 0 SPDR S&P MIDCAP 400 ETF TRST EXCHANGE TRADED FUNDS 78467Y107 940 3701 SH DFND 2 1342 0 2359 SPDR S&P REGIONAL BANKING EXCHANGE TRADED FUNDS 78464A698 0 0 SH DFND 1 0 0 0 SPDR S&P REGIONAL BANKING EXCHANGE TRADED FUNDS 78464A698 8522 203300 SH DFND 2 0 0 203300 SPECTRA ENERGY CORP COMMON STOCK 847560109 358 14941 SH DFND 1 14941 0 0 SPECTRA ENERGY CORP COMMON STOCK 847560109 58 2418 SH DFND 2 0 0 2418 SPECTRANETICS CORP COMMON STOCK 84760C107 453 30094 SH DFND 1 30094 0 0 SPECTRANETICS CORP COMMON STOCK 84760C107 793 52654 SH DFND 2 4789 0 47865 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK 84763R101 3780 37130 SH DFND 1 33660 0 3470 SPECTRUM BRANDS HOLDINGS INC COMMON STOCK 84763R101 2095 20575 SH DFND 2 3315 0 17260 SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK 848574109 870 17370 SH DFND 1 17370 0 0 SPIRIT AEROSYSTEMS HOLD-CL A COMMON STOCK 848574109 17586 351227 SH DFND 2 4549 0 346678 SPIRIT AIRLINES INC COMMON STOCK 848577102 2567 64412 SH DFND 1 64412 0 0 SPIRIT AIRLINES INC COMMON STOCK 848577102 20504 514541 SH DFND 2 0 0 514541 SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 196 19597 SH DFND 1 19597 0 0 SPIRIT REALTY CAPITAL INC COMMON STOCK 84860W102 66 6636 SH DFND 2 0 0 6636 SPOK HOLDINGS INC COMMON STOCK 84863T106 108 5908 SH DFND 1 5908 0 0 SPOK HOLDINGS INC COMMON STOCK 84863T106 497 27109 SH DFND 2 0 0 27109 SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 1425 20878 SH DFND 1 20878 0 0 SS&C TECHNOLOGIES HOLDINGS COMMON STOCK 78467J100 21732 318324 SH DFND 2 0 0 318324 ST JUDE MEDICAL INC COMMON STOCK 790849103 433 7002 SH DFND 1 7002 0 0 ST JUDE MEDICAL INC COMMON STOCK 790849103 14237 230479 SH DFND 2 0 0 230479 STAAR SURGICAL CO COMMON STOCK 852312305 363 50894 SH DFND 1 50894 0 0 STAAR SURGICAL CO COMMON STOCK 852312305 54979 7700115 SH DFND 2 6276 0 7693839 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 399 3500 SH DFND 1 3500 0 0 STANCORP FINANCIAL GROUP COMMON STOCK 852891100 2529 22205 SH DFND 2 4605 0 17600 STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 1104 13279 SH DFND 1 13279 0 0 STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 2016 24249 SH DFND 2 1946 0 22303 STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 1596 13600 SH DFND 1 0 0 13600 STANLEY BLACK & DECKER I CONVERTIBLE PREF 854502804 5820 49593 SH DFND 2 0 0 49593 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 355 3327 SH DFND 1 3327 0 0 STANLEY BLACK & DECKER INC COMMON STOCK 854502101 0 0 SH DFND 2 0 0 0 STAPLES INC COMMON STOCK 855030102 4858 513028 SH DFND 1 466803 0 46225 STAPLES INC COMMON STOCK 855030102 7344 775535 SH DFND 2 0 0 775535 STARBUCKS CORP COMMON STOCK 855244109 1979 32966 SH DFND 1 32966 0 0 STARBUCKS CORP COMMON STOCK 855244109 0 0 SH DFND 2 0 0 0 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 249 3600 SH DFND 1 3600 0 0 STARWOOD HOTELS & RESORTS COMMON STOCK 85590A401 0 0 SH DFND 2 0 0 0 STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 2444 2354000 SH DFND 1 0 0 2354000 STARWOOD PROPERTY TRUST CONV. NOTE 85571BAB1 7796 7510000 SH DFND 2 0 0 7510000 STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 2210 107477 SH DFND 1 97530 0 9947 STARWOOD PROPERTY TRUST INC COMMON STOCK 85571B105 3443 167456 SH DFND 2 0 0 167456 STATE STREET CORP COMMON STOCK 857477103 10137 152755 SH DFND 1 152755 0 0 STATE STREET CORP COMMON STOCK 857477103 176596 2661182 SH DFND 2 124605 0 2536577 STEEL DYNAMICS INC COMMON STOCK 858119100 17 934 SH DFND 1 934 0 0 STEEL DYNAMICS INC COMMON STOCK 858119100 173 9699 SH DFND 2 0 0 9699 STERICYCLE INC COMMON STOCK 858912108 230 1906 SH DFND 1 1906 0 0 STERICYCLE INC COMMON STOCK 858912108 23 189 SH DFND 2 0 0 189 STERICYCLE INC CONVERTIBLE PREF 858912207 1374 15093 SH DFND 1 0 0 15093 STERICYCLE INC CONVERTIBLE PREF 858912207 4889 53694 SH DFND 2 0 0 53694 STERIS PLC ORDINARY SHARES G84720104 636 8436 SH DFND 1 8436 0 0 STERIS PLC ORDINARY SHARES G84720104 1102 14625 SH DFND 2 1202 0 13423 STERLING BANCORP/DE COMMON STOCK 85917A100 451 27800 SH DFND 1 27800 0 0 STERLING BANCORP/DE COMMON STOCK 85917A100 2803 172805 SH DFND 2 35305 0 137500 STEVEN MADDEN LTD COMMON STOCK 556269108 938 31028 SH DFND 1 31028 0 0 STEVEN MADDEN LTD COMMON STOCK 556269108 3758 124370 SH DFND 2 22328 0 102042 STONE ENERGY CORP COMMON STOCK 861642106 21 4780 SH DFND 1 4780 0 0 STONE ENERGY CORP COMMON STOCK 861642106 23330 5438286 SH DFND 2 716 0 5437570 STONE ENERGY CORP CONV. NOTE 861642AN6 1418 1919000 SH DFND 1 0 0 1919000 STONE ENERGY CORP CONV. NOTE 861642AN6 16706 22614000 SH DFND 2 0 0 22614000 STONERIDGE INC COMMON STOCK 86183P102 1018 68780 SH DFND 1 68780 0 0 STONERIDGE INC COMMON STOCK 86183P102 6153 415723 SH DFND 2 75491 0 340232 STRAYER EDUCATION INC COMMON STOCK 863236105 0 0 SH DFND 1 0 0 0 STRAYER EDUCATION INC COMMON STOCK 863236105 10106 168095 SH DFND 2 0 0 168095 STRYKER CORP COMMON STOCK 863667101 614 6603 SH DFND 1 6603 0 0 STRYKER CORP COMMON STOCK 863667101 3 33 SH DFND 2 0 0 33 SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 864 49965 SH DFND 1 49965 0 0 SUCAMPO PHARMACEUTICALS-CL A COMMON STOCK 864909106 1497 86569 SH DFND 2 7467 0 79102 SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 883 73907 SH DFND 1 73907 0 0 SUMMIT HOTEL PROPERTIES INC COMMON STOCK 866082100 5306 444007 SH DFND 2 79478 0 364529 SUNCOR ENERGY INC COMMON STOCK 867224107 260 10068 SH DFND 1 10068 0 0 SUNCOR ENERGY INC COMMON STOCK 867224107 10826 419626 SH DFND 2 0 0 419626 SUNEDISON INC COMMON STOCK 86732Y109 0 0 SH DFND 1 0 0 0 SUNEDISON INC COMMON STOCK 86732Y109 16707 3282236 SH DFND 2 0 0 3282236 SUNSTONE HOTEL INVESTORS INC COMMON STOCK 867892101 548 43889 SH DFND 1 43889 0 0 SUNSTONE HOTEL INVESTORS INC COMMON STOCK 867892101 149 11921 SH DFND 2 0 0 11921 SUNTRUST BANKS INC COMMON STOCK 867914103 503 11748 SH DFND 1 11748 0 0 SUNTRUST BANKS INC COMMON STOCK 867914103 8472 197765 SH DFND 2 0 0 197765 SUPERCOM LTD ORDINARY SHARES M87095119 284 54369 SH DFND 1 54369 0 0 SUPERCOM LTD ORDINARY SHARES M87095119 1816 347856 SH DFND 2 70735 0 277121 SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 1037 76991 SH DFND 1 76991 0 0 SUPERIOR ENERGY SERVICES INC COMMON STOCK 868157108 6577 488286 SH DFND 2 20145 0 468141 SUPERNUS PHARMACEUTICALS INC COMMON STOCK 868459108 374 27860 SH DFND 1 27860 0 0 SUPERNUS PHARMACEUTICALS INC COMMON STOCK 868459108 667 49662 SH DFND 2 4493 0 45169 SURGERY PARTNERS INC COMMON STOCK 86881A100 0 0 SH DFND 1 0 0 0 SURGERY PARTNERS INC COMMON STOCK 86881A100 2275 111037 SH DFND 2 0 0 111037 SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 974 24462 SH DFND 1 24462 0 0 SURGICAL CARE AFFILIATES INC COMMON STOCK 86881L106 2091 52517 SH DFND 2 3336 0 49181 SYMANTEC CORP COMMON STOCK 871503108 3449 164236 SH DFND 1 164236 0 0 SYMANTEC CORP COMMON STOCK 871503108 33512 1595814 SH DFND 2 101378 0 1494436 SYNAPTICS INC COMMON STOCK 87157D109 906 11283 SH DFND 1 11283 0 0 SYNAPTICS INC COMMON STOCK 87157D109 1957 24363 SH DFND 2 1589 0 22774 SYNCHRONOSS TECHNOLOGIES CONV. NOTE 87157BAA1 1806 1797000 SH DFND 1 0 0 1797000 SYNCHRONOSS TECHNOLOGIES CONV. NOTE 87157BAA1 7751 7712000 SH DFND 2 0 0 7712000 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 584 16570 SH DFND 1 16570 0 0 SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK 87157B103 1018 28895 SH DFND 2 2597 0 26298 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 564 18549 SH DFND 1 18549 0 0 SYNCHRONY FINANCIAL COMMON STOCK 87165B103 15 484 SH DFND 2 0 0 484 SYNNEX CORP COMMON STOCK 87162W100 1224 13611 SH DFND 1 13611 0 0 SYNNEX CORP COMMON STOCK 87162W100 4480 49812 SH DFND 2 7357 0 42455 SYNOPSYS INC COMMON STOCK 871607107 1632 35786 SH DFND 1 32473 0 3313 SYNOPSYS INC COMMON STOCK 871607107 2520 55243 SH DFND 2 0 0 55243 SYNTEL INC COMMON STOCK 87162H103 0 0 SH DFND 1 0 0 0 SYNTEL INC COMMON STOCK 87162H103 1927 42590 SH DFND 2 0 0 42590 SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 0 0 SH DFND 1 0 0 0 SYNUTRA INTERNATIONAL INC ORDINARY SHARES 87164C102 1835 389500 SH DFND 2 0 0 389500 SYSCO CORP COMMON STOCK 871829107 484 11811 SH DFND 1 11811 0 0 SYSCO CORP COMMON STOCK 871829107 0 0 SH DFND 2 0 0 0 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 379 5300 SH DFND 1 5300 0 0 T ROWE PRICE GROUP INC COMMON STOCK 74144T108 0 0 SH DFND 2 0 0 0 TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK - ADR 874039100 5405 237565 SH DFND 1 178333 0 59232 TAIWAN SEMICONDUCTOR-SP ADR COMMON STOCK - ADR 874039100 23692 1041413 SH DFND 2 0 0 1041413 TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 403 11561 SH DFND 1 11561 0 0 TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK 874054109 0 0 SH DFND 2 0 0 0 TALEN ENERGY CORP COMMON STOCK 87422J105 84 13491 SH DFND 1 13491 0 0 TALEN ENERGY CORP COMMON STOCK 87422J105 391 62689 SH DFND 2 2738 0 59951 TALMER BANCORP INC -CL A COMMON STOCK 87482X101 161 8910 SH DFND 1 8910 0 0 TALMER BANCORP INC -CL A COMMON STOCK 87482X101 749 41350 SH DFND 2 1614 0 39736 TARGET CORP COMMON STOCK 87612E106 9020 124232 SH DFND 1 113931 0 10301 TARGET CORP COMMON STOCK 87612E106 24700 340172 SH DFND 2 0 0 340172 TAUBMAN CENTERS INC COMMON STOCK 876664103 741 9665 SH DFND 1 9665 0 0 TAUBMAN CENTERS INC COMMON STOCK 876664103 214 2794 SH DFND 2 0 0 2794 TCP CAPITAL CORP COMMON STOCK 87238Q103 549 39395 SH DFND 1 39395 0 0 TCP CAPITAL CORP COMMON STOCK 87238Q103 3507 251779 SH DFND 2 51179 0 200600 TCP CAPITAL CORP CONV. NOTE 87238QAB9 241 245000 SH DFND 1 0 0 245000 TCP CAPITAL CORP CONV. NOTE 87238QAB9 879 894000 SH DFND 2 0 0 894000 TE CONNECTIVITY LTD ORDINARY SHARES H84989104 701 10845 SH DFND 1 10845 0 0 TE CONNECTIVITY LTD ORDINARY SHARES H84989104 3783 58549 SH DFND 2 0 0 58549 TEAM HEALTH HOLDINGS INC COMMON STOCK 87817A107 398 9061 SH DFND 1 9061 0 0 TEAM HEALTH HOLDINGS INC COMMON STOCK 87817A107 694 15807 SH DFND 2 1064 0 14743 TECH DATA CORP COMMON STOCK 878237106 108 1624 SH DFND 1 1624 0 0 TECH DATA CORP COMMON STOCK 878237106 2877 43334 SH DFND 2 331 0 43003 TECHNOLOGY SELECT SECT SPDR EXCHANGE TRADED FUNDS 81369Y803 7412 173064 SH DFND 1 131700 0 41364 TECHNOLOGY SELECT SECT SPDR EXCHANGE TRADED FUNDS 81369Y803 24924 581932 SH DFND 2 0 0 581932 TELEFLEX INC CONV. NOTE 879369AA4 156 73000 SH DFND 1 0 0 73000 TELEFLEX INC CONV. NOTE 879369AA4 41 19000 SH DFND 2 0 0 19000 TELIGENT INC CONV. NOTE 449575AB5 1263 1295000 SH DFND 1 0 0 1295000 TELIGENT INC CONV. NOTE 449575AB5 4459 4570000 SH DFND 2 0 0 4570000 TEMPUR SEALY INTERNATIONAL I COMMON STOCK 88023U101 834 11833 SH DFND 1 11833 0 0 TEMPUR SEALY INTERNATIONAL I COMMON STOCK 88023U101 13481 191328 SH DFND 2 0 0 191328 TENNECO INC COMMON STOCK 880349105 0 0 SH DFND 1 0 0 0 TENNECO INC COMMON STOCK 880349105 3398 74020 SH DFND 2 0 0 74020 TERADYNE INC COMMON STOCK 880770102 1284 62107 SH DFND 1 62107 0 0 TERADYNE INC COMMON STOCK 880770102 12595 609329 SH DFND 2 16250 0 593079 TEREX CORP COMMON STOCK 880779103 0 0 SH DFND 1 0 0 0 TEREX CORP COMMON STOCK 880779103 1348 72945 SH DFND 2 0 0 72945 TERRAFORM GLOBAL INC - CL A COMMON STOCK 88104M101 0 0 SH DFND 1 0 0 0 TERRAFORM GLOBAL INC - CL A COMMON STOCK 88104M101 14286 2555700 SH DFND 2 0 0 2555700 TERRAFORM POWER INC - A COMMON STOCK 88104R100 0 0 SH DFND 1 0 0 0 TERRAFORM POWER INC - A COMMON STOCK 88104R100 11232 892882 SH DFND 2 0 0 892882 TESARO INC COMMON STOCK 881569107 1674 31995 SH DFND 1 31995 0 0 TESARO INC COMMON STOCK 881569107 36172 691352 SH DFND 2 3868 0 687484 TESARO INC CONV. NOTE 881569AA5 967 575000 SH DFND 1 0 0 575000 TESARO INC CONV. NOTE 881569AA5 3228 1920000 SH DFND 2 0 0 1920000 TESLA MOTORS INC COMMON STOCK 88160R101 13 56 SH DFND 1 56 0 0 TESLA MOTORS INC COMMON STOCK 88160R101 28873 120300 SH DFND 2 0 0 120300 TESLA MOTORS INC CONV. NOTE 88160RAC5 2397 2616000 SH DFND 1 0 0 2616000 TESLA MOTORS INC CONV. NOTE 88160RAC5 9458 10322000 SH DFND 2 0 0 10322000 TESORO CORP COMMON STOCK 881609101 1487 14115 SH DFND 1 14115 0 0 TESORO CORP COMMON STOCK 881609101 7747 73522 SH DFND 2 3039 0 70483 TETRA TECH INC COMMON STOCK 88162G103 845 32456 SH DFND 1 32456 0 0 TETRA TECH INC COMMON STOCK 88162G103 2077 79828 SH DFND 2 3882 0 75946 TETRAPHASE PHARMACEUTICALS I COMMON STOCK 88165N105 0 0 SH DFND 1 0 0 0 TETRAPHASE PHARMACEUTICALS I COMMON STOCK 88165N105 752 75000 SH DFND 2 0 0 75000 TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 2012 30656 SH DFND 1 30656 0 0 TEVA PHARMACEUTICAL-SP ADR COMMON STOCK - ADR 881624209 455862 6944881 SH DFND 2 1774 0 6943107 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 3863 70484 SH DFND 1 70484 0 0 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 60772 1108779 SH DFND 2 72100 0 1036679 TEXTRON INC COMMON STOCK 883203101 258 6143 SH DFND 1 6143 0 0 TEXTRON INC COMMON STOCK 883203101 0 0 SH DFND 2 0 0 0 TFS FINANCIAL CORP COMMON STOCK 87240R107 349 18511 SH DFND 1 16724 0 1787 TFS FINANCIAL CORP COMMON STOCK 87240R107 551 29240 SH DFND 2 0 0 29240 THERAVANCE BIOPHARMA INC ORDINARY SHARES G8807B106 38 2325 SH DFND 1 2325 0 0 THERAVANCE BIOPHARMA INC ORDINARY SHARES G8807B106 1187 72400 SH DFND 2 0 0 72400 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 1177 8301 SH DFND 1 8301 0 0 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 26923 189800 SH DFND 2 0 0 189800 THOMSON REUTERS CORP COMMON STOCK 884903105 1727 45619 SH DFND 1 41318 0 4301 THOMSON REUTERS CORP COMMON STOCK 884903105 2682 70851 SH DFND 2 0 0 70851 THOR INDUSTRIES INC COMMON STOCK 885160101 1371 24416 SH DFND 1 22592 0 1824 THOR INDUSTRIES INC COMMON STOCK 885160101 3369 60004 SH DFND 2 1196 0 58808 TICC CAPITAL CORP COMMON STOCK 87244T109 245 40367 SH DFND 1 40367 0 0 TICC CAPITAL CORP COMMON STOCK 87244T109 1537 252743 SH DFND 2 51105 0 201638 TIDEWATER INC COMMON STOCK 886423102 53 7546 SH DFND 1 7546 0 0 TIDEWATER INC COMMON STOCK 886423102 328 47114 SH DFND 2 9778 0 37336 TIER REIT INC COMMON STOCK 88650V208 0 0 SH DFND 1 0 0 0 TIER REIT INC COMMON STOCK 88650V208 1122 76066 SH DFND 2 0 0 76066 TIFFANY & CO COMMON STOCK 886547108 6932 90859 SH DFND 1 90859 0 0 TIFFANY & CO COMMON STOCK 886547108 56540 741114 SH DFND 2 32600 0 708514 TILE SHOP HLDGS INC COMMON STOCK 88677Q109 3045 185657 SH DFND 1 185657 0 0 TILE SHOP HLDGS INC COMMON STOCK 88677Q109 19984 1218521 SH DFND 2 0 0 1218521 TIME WARNER CABLE COMMON STOCK 88732J207 10047 54137 SH DFND 1 54137 0 0 TIME WARNER CABLE COMMON STOCK 88732J207 124943 673218 SH DFND 2 27300 0 645918 TIME WARNER INC COMMON STOCK 887317303 11275 174344 SH DFND 1 174344 0 0 TIME WARNER INC COMMON STOCK 887317303 139181 2152171 SH DFND 2 79410 0 2072761 TIVO INC COMMON STOCK 888706108 9403 1089586 SH DFND 1 1089586 0 0 TIVO INC COMMON STOCK 888706108 78435 9088655 SH DFND 2 0 0 9088655 TIVO INC CONV. NOTE 888706AF5 1996 2308000 SH DFND 1 0 0 2308000 TIVO INC CONV. NOTE 888706AF5 6092 7043000 SH DFND 2 0 0 7043000 TJX COMPANIES INC COMMON STOCK 872540109 7693 108484 SH DFND 1 108484 0 0 TJX COMPANIES INC COMMON STOCK 872540109 46961 662265 SH DFND 2 0 0 662265 T-MOBILE US INC COMMON STOCK 872590104 6 156 SH DFND 1 156 0 0 T-MOBILE US INC COMMON STOCK 872590104 1467 37500 SH DFND 2 0 0 37500 TMUS 5.5% CV PFD CONVERTIBLE PREF 872590203 9621 120569 SH DFND 1 0 0 120569 TMUS 5.5% CV PFD CONVERTIBLE PREF 872590203 36088 534400 SH DFND 2 0 0 534400 TOKAI PHARMACEUTICALS INC COMMON STOCK 88907J107 92 10530 SH DFND 1 10530 0 0 TOKAI PHARMACEUTICALS INC COMMON STOCK 88907J107 782 89716 SH DFND 2 1459 0 88257 TORCHMARK CORP COMMON STOCK 891027104 152 2659 SH DFND 1 2659 0 0 TORCHMARK CORP COMMON STOCK 891027104 3023 52885 SH DFND 2 0 0 52885 TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 908 20200 SH DFND 1 20200 0 0 TOTAL SA-SPON ADR COMMON STOCK - ADR 89151E109 32349 719658 SH DFND 2 0 0 719658 TOWER SEMICONDUCTOR LTD ORDINARY SHARES M87915274 758 53900 SH DFND 1 53900 0 0 TOWER SEMICONDUCTOR LTD ORDINARY SHARES M87915274 4759 338493 SH DFND 2 69193 0 269300 TOWNSQUARE MEDIA INC - CL A COMMON STOCK 892231101 0 0 SH DFND 1 0 0 0 TOWNSQUARE MEDIA INC - CL A COMMON STOCK 892231101 773 64620 SH DFND 2 0 0 64620 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 262 3069 SH DFND 1 3069 0 0 TRACTOR SUPPLY COMPANY COMMON STOCK 892356106 0 0 SH DFND 2 0 0 0 TRANSDIGM GROUP INC COMMON STOCK 893641100 3422 14980 SH DFND 1 13870 0 1110 TRANSDIGM GROUP INC COMMON STOCK 893641100 10218 44727 SH DFND 2 0 0 44727 TRANSENTERIX INC COMMON STOCK 89366M201 459 185106 SH DFND 1 185106 0 0 TRANSENTERIX INC COMMON STOCK 89366M201 809 326203 SH DFND 2 27117 0 299086 TRAVELERS COS INC/THE COMMON STOCK 89417E109 738 6537 SH DFND 1 6537 0 0 TRAVELERS COS INC/THE COMMON STOCK 89417E109 11202 99257 SH DFND 2 0 0 99257 TREEHOUSE FOODS INC COMMON STOCK 89469A104 2799 35670 SH DFND 1 35670 0 0 TREEHOUSE FOODS INC COMMON STOCK 89469A104 14227 181327 SH DFND 2 0 0 181327 TREVENA INC COMMON STOCK 89532E109 393 37461 SH DFND 1 37461 0 0 TREVENA INC COMMON STOCK 89532E109 5939 565619 SH DFND 2 5820 0 559799 TREX COMPANY INC COMMON STOCK 89531P105 335 8809 SH DFND 1 8809 0 0 TREX COMPANY INC COMMON STOCK 89531P105 594 15620 SH DFND 2 1441 0 14179 TRILLIUM THERAPEUTICS INC ORDINARY SHARES 89620X506 0 0 SH DFND 1 0 0 0 TRILLIUM THERAPEUTICS INC ORDINARY SHARES 89620X506 1261 100000 SH DFND 2 0 0 100000 TRINITY INDUSTRIES INC COMMON STOCK 896522109 0 0 SH DFND 1 0 0 0 TRINITY INDUSTRIES INC COMMON STOCK 896522109 7106 295822 SH DFND 2 0 0 295822 TRINSEO SA COMMON STOCK L9340P101 959 34003 SH DFND 1 34003 0 0 TRINSEO SA COMMON STOCK L9340P101 2501 88672 SH DFND 2 4913 0 83759 TRIPADVISOR INC COMMON STOCK 896945201 257 3014 SH DFND 1 3014 0 0 TRIPADVISOR INC COMMON STOCK 896945201 0 0 SH DFND 2 0 0 0 TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 582 48699 SH DFND 1 48699 0 0 TRIPLEPOINT VENTURE GROWTH B COMMON STOCK 89677Y100 3675 307259 SH DFND 2 64066 0 243193 TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 109 4544 SH DFND 1 4544 0 0 TRIPLE-S MANAGEMENT CORP-B ORDINARY SHARES 896749108 508 21261 SH DFND 2 1098 0 20163 TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 708 50634 SH DFND 1 50634 0 0 TRISTATE CAPITAL HLDGS INC COMMON STOCK 89678F100 4418 315830 SH DFND 2 64543 0 251287 TRONOX LTD-CL A COMMON STOCK Q9235V101 0 0 SH DFND 1 0 0 0 TRONOX LTD-CL A COMMON STOCK Q9235V101 756 193238 SH DFND 2 0 0 193238 TRUEBLUE INC COMMON STOCK 89785X101 355 13784 SH DFND 1 13784 0 0 TRUEBLUE INC COMMON STOCK 89785X101 784 30424 SH DFND 2 1887 0 28537 TTM TECHNOLOGIES COMMON STOCK 87305R109 529 81200 SH DFND 1 81200 0 0 TTM TECHNOLOGIES COMMON STOCK 87305R109 3322 510217 SH DFND 2 104617 0 405600 TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 280 311000 SH DFND 1 0 0 311000 TTM TECHNOLOGIES INC CONV. NOTE 87305RAD1 4234 4698000 SH DFND 2 0 0 4698000 TUBEMOGUL INC COMMON STOCK 898570106 926 68105 SH DFND 1 68105 0 0 TUBEMOGUL INC COMMON STOCK 898570106 18943 1392851 SH DFND 2 0 0 1392851 TUMI HOLDINGS INC COMMON STOCK 89969Q104 1449 87137 SH DFND 1 87137 0 0 TUMI HOLDINGS INC COMMON STOCK 89969Q104 15165 911898 SH DFND 2 4612 0 907286 TWENTY-FIRST CENTURY FOX - B COMMON STOCK 90130A200 260 9557 SH DFND 1 9557 0 0 TWENTY-FIRST CENTURY FOX - B COMMON STOCK 90130A200 0 0 SH DFND 2 0 0 0 TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 679 24993 SH DFND 1 24993 0 0 TWENTY-FIRST CENTURY FOX-A COMMON STOCK 90130A101 5462 201100 SH DFND 2 0 0 201100 TWITTER INC COMMON STOCK 90184L102 2045 88386 SH DFND 1 88386 0 0 TWITTER INC COMMON STOCK 90184L102 17962 776212 SH DFND 2 0 0 776212 TWITTER INC CONVERTIBLE BONDS 90184LAD4 1578 1888000 SH DFND 1 0 0 1888000 TWITTER INC CONVERTIBLE BONDS 90184LAD4 4669 5588000 SH DFND 2 0 0 5588000 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 1226 151379 SH DFND 1 149134 0 2245 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 6642 820050 SH DFND 2 63575 0 756475 TYCO INTERNATIONAL PLC ORDINARY SHARES G91442106 13434 421264 SH DFND 1 421264 0 0 TYCO INTERNATIONAL PLC ORDINARY SHARES G91442106 137931 4325218 SH DFND 2 123570 0 4201648 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1153 6617 SH DFND 1 6617 0 0 TYLER TECHNOLOGIES INC COMMON STOCK 902252105 1953 11206 SH DFND 2 763 0 10443 TYSON FOODS INC CONVERTIBLE PREF 902494301 10532 143906 SH DFND 1 0 0 143906 TYSON FOODS INC CONVERTIBLE PREF 902494301 15201 250677 SH DFND 2 0 0 250677 TYSON FOODS INC-CL A COMMON STOCK 902494103 361 6772 SH DFND 1 6772 0 0 TYSON FOODS INC-CL A COMMON STOCK 902494103 5100 95636 SH DFND 2 0 0 95636 UBIQUITI NETWORKS INC COMMON STOCK 90347A100 428 13517 SH DFND 1 13517 0 0 UBIQUITI NETWORKS INC COMMON STOCK 90347A100 723 22825 SH DFND 2 1560 0 21265 UCP INC - CL A COMMON STOCK 90265Y106 16 2290 SH DFND 1 2290 0 0 UCP INC - CL A COMMON STOCK 90265Y106 6812 946098 SH DFND 2 0 0 946098 UDR INC COMMON STOCK 902653104 184 4907 SH DFND 1 4907 0 0 UDR INC COMMON STOCK 902653104 48 1276 SH DFND 2 0 0 1276 UGI CORP COMMON STOCK 902681105 1910 56570 SH DFND 1 56570 0 0 UGI CORP COMMON STOCK 902681105 22054 653245 SH DFND 2 14804 0 638441 ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 396 3530 SH DFND 1 3530 0 0 ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK 90400D108 7962 70977 SH DFND 2 565 0 70412 UNDER ARMOUR INC-CLASS A COMMON STOCK 904311107 325 4026 SH DFND 1 4026 0 0 UNDER ARMOUR INC-CLASS A COMMON STOCK 904311107 0 0 SH DFND 2 0 0 0 UNILIFE CORP COMMON STOCK 90478E103 0 0 SH DFND 1 0 0 0 UNILIFE CORP COMMON STOCK 90478E103 307 619385 SH DFND 2 0 0 619385 UNION PACIFIC CORP COMMON STOCK 907818108 28943 370118 SH DFND 1 370118 0 0 UNION PACIFIC CORP COMMON STOCK 907818108 263523 3369854 SH DFND 2 51400 0 3318454 UNIQURE NV ORDINARY SHARES N90064101 309 18663 SH DFND 1 18663 0 0 UNIQURE NV ORDINARY SHARES N90064101 5437 328709 SH DFND 2 2789 0 325920 UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 106 5459 SH DFND 1 5459 0 0 UNITED COMMUNITY BANKS/GA COMMON STOCK 90984P303 491 25200 SH DFND 2 1319 0 23881 UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 476 8313 SH DFND 1 8313 0 0 UNITED CONTINENTAL HOLDINGS COMMON STOCK 910047109 3675 64139 SH DFND 2 0 0 64139 UNITED INSURANCE HOLDINGS CO COMMON STOCK 910710102 1055 61702 SH DFND 1 61702 0 0 UNITED INSURANCE HOLDINGS CO COMMON STOCK 910710102 2273 132902 SH DFND 2 8491 0 124411 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 15035 156244 SH DFND 1 147779 0 8465 UNITED PARCEL SERVICE-CL B COMMON STOCK 911312106 44277 460119 SH DFND 2 13091 0 447028 UNITED STATES STEEL CORP COMMON STOCK 912909108 0 0 SH DFND 1 0 0 0 UNITED STATES STEEL CORP COMMON STOCK 912909108 702 88000 SH DFND 2 0 0 88000 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 4386 45659 SH DFND 1 45659 0 0 UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 82083 854406 SH DFND 2 24000 0 830406 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 1491 9518 SH DFND 1 9518 0 0 UNITED THERAPEUTICS CORP COMMON STOCK 91307C102 82690 528002 SH DFND 2 2482 0 525520 UNITED THERAPEUTICS CORP CONV. NOTE 91307CAF9 896 274000 SH DFND 1 0 0 274000 UNITED THERAPEUTICS CORP CONV. NOTE 91307CAF9 2958 905000 SH DFND 2 0 0 905000 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 2442 20761 SH DFND 1 20761 0 0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 55914 475295 SH DFND 2 0 0 475295 UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 62 1249 SH DFND 1 1249 0 0 UNIVERSAL HEALTH RLTY INCOME COMMON STOCK 91359E105 312 6248 SH DFND 2 177 0 6071 UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 241 2013 SH DFND 1 2013 0 0 UNIVERSAL HEALTH SERVICES-B COMMON STOCK 913903100 0 0 SH DFND 2 0 0 0 US BANCORP COMMON STOCK 902973304 1950 45711 SH DFND 1 45711 0 0 US BANCORP COMMON STOCK 902973304 9827 230310 SH DFND 2 0 0 230310 US CONCRETE INC COMMON STOCK 90333L201 1178 22361 SH DFND 1 22361 0 0 US CONCRETE INC COMMON STOCK 90333L201 2041 38766 SH DFND 2 2553 0 36213 UTILITIES SELECT SECTOR SPDR EXCHANGE TRADED FUNDS 81369Y886 7477 172765 SH DFND 1 130300 0 42465 UTILITIES SELECT SECTOR SPDR EXCHANGE TRADED FUNDS 81369Y886 25021 578119 SH DFND 2 0 0 578119 VAIL RESORTS INC COMMON STOCK 91879Q109 108 844 SH DFND 1 844 0 0 VAIL RESORTS INC COMMON STOCK 91879Q109 1463 11434 SH DFND 2 0 0 11434 VALERO ENERGY CORP COMMON STOCK 91913Y100 11002 155594 SH DFND 1 155594 0 0 VALERO ENERGY CORP COMMON STOCK 91913Y100 128744 1820733 SH DFND 2 105753 0 1714980 VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 2374 51281 SH DFND 1 48675 0 2606 VALIDUS HOLDINGS LTD ORDINARY SHARES G9319H102 14757 318805 SH DFND 2 23215 0 295590 VANTIV INC - CL A COMMON STOCK 92210H105 1491 31452 SH DFND 1 28609 0 2843 VANTIV INC - CL A COMMON STOCK 92210H105 2341 49365 SH DFND 2 0 0 49365 VECTOR GROUP LTD CONV. NOTE 92240MAY4 2931 1913000 SH DFND 1 0 0 1913000 VECTOR GROUP LTD CONV. NOTE 92240MAY4 9519 6212000 SH DFND 2 0 0 6212000 VECTREN CORP COMMON STOCK 92240G101 0 0 SH DFND 1 0 0 0 VECTREN CORP COMMON STOCK 92240G101 2912 68655 SH DFND 2 0 0 68655 VECTRUS INC COMMON STOCK 92242T101 311 14900 SH DFND 1 14900 0 0 VECTRUS INC COMMON STOCK 92242T101 2035 97404 SH DFND 2 20604 0 76800 VEEVA SYSTEMS INC-CLASS A COMMON STOCK 922475108 775 26869 SH DFND 1 26869 0 0 VEEVA SYSTEMS INC-CLASS A COMMON STOCK 922475108 2841 98479 SH DFND 2 3940 0 94539 VENTAS INC COMMON STOCK 92276F100 1223 21677 SH DFND 1 21677 0 0 VENTAS INC COMMON STOCK 92276F100 2489 44106 SH DFND 2 0 0 44106 VERASTEM INC COMMON STOCK 92337C104 0 0 SH DFND 1 0 0 0 VERASTEM INC COMMON STOCK 92337C104 734 394561 SH DFND 2 0 0 394561 VEREIT INC COMMON STOCK 92339V100 157 19876 SH DFND 1 19876 0 0 VEREIT INC COMMON STOCK 92339V100 42 5260 SH DFND 2 0 0 5260 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 598 21327 SH DFND 1 21327 0 0 VERIFONE SYSTEMS INC COMMON STOCK 92342Y109 1047 37384 SH DFND 2 3190 0 34194 VERINT SYSTEMS INC COMMON STOCK 92343X100 679 16737 SH DFND 1 16737 0 0 VERINT SYSTEMS INC COMMON STOCK 92343X100 1207 29751 SH DFND 2 2570 0 27181 VERINT SYSTEMS INC CONV. NOTE 92343XAA8 2831 3020000 SH DFND 1 0 0 3020000 VERINT SYSTEMS INC CONV. NOTE 92343XAA8 8132 8674000 SH DFND 2 0 0 8674000 VERISK ANALYTICS INC COMMON STOCK 92345Y106 1276 16599 SH DFND 1 16599 0 0 VERISK ANALYTICS INC COMMON STOCK 92345Y106 6450 83897 SH DFND 2 3454 0 80443 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 24808 536736 SH DFND 1 517353 0 19383 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 194600 4210308 SH DFND 2 185948 0 4024360 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 642 5100 SH DFND 1 5100 0 0 VERTEX PHARMACEUTICALS INC COMMON STOCK 92532F100 23065 183300 SH DFND 2 0 0 183300 VF CORP COMMON STOCK 918204108 448 7200 SH DFND 1 7200 0 0 VF CORP COMMON STOCK 918204108 57 915 SH DFND 2 0 0 915 VIACOM INC-CLASS B COMMON STOCK 92553P201 2181 53000 SH DFND 1 53000 0 0 VIACOM INC-CLASS B COMMON STOCK 92553P201 11759 285682 SH DFND 2 11793 0 273889 VIRGIN AMERICA INC COMMON STOCK 92765X208 868 24116 SH DFND 1 24116 0 0 VIRGIN AMERICA INC COMMON STOCK 92765X208 1837 51001 SH DFND 2 3323 0 47678 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 48068 619827 SH DFND 1 619827 0 0 VISA INC-CLASS A SHARES COMMON STOCK 92826C839 330644 4263629 SH DFND 2 0 0 4263629 VISTA OUTDOOR INC COMMON STOCK 928377100 82 1849 SH DFND 1 1849 0 0 VISTA OUTDOOR INC COMMON STOCK 928377100 3999 89855 SH DFND 2 445 0 89410 VISTEON CORP COMMON STOCK 92839U206 1739 15192 SH DFND 1 15192 0 0 VISTEON CORP COMMON STOCK 92839U206 3017 26351 SH DFND 2 2348 0 24003 VITAE PHARMACEUTICALS INC COMMON STOCK 92847N103 0 0 SH DFND 1 0 0 0 VITAE PHARMACEUTICALS INC COMMON STOCK 92847N103 2534 140000 SH DFND 2 0 0 140000 VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 8799 272753 SH DFND 1 272753 0 0 VODAFONE GROUP PLC-SP ADR COMMON STOCK - ADR 92857W308 97647 3026881 SH DFND 2 118081 0 2908800 VORNADO REALTY TRUST COMMON STOCK 929042109 1102 11022 SH DFND 1 11022 0 0 VORNADO REALTY TRUST COMMON STOCK 929042109 1405 14058 SH DFND 2 0 0 14058 VOYA FINANCIAL INC COMMON STOCK 929089100 1023 27729 SH DFND 1 27729 0 0 VOYA FINANCIAL INC COMMON STOCK 929089100 12444 337148 SH DFND 2 7223 0 329925 VULCAN MATERIALS CO COMMON STOCK 929160109 301 3170 SH DFND 1 3170 0 0 VULCAN MATERIALS CO COMMON STOCK 929160109 504 5308 SH DFND 2 0 0 5308 WABASH NATIONAL CORP COMMON STOCK 929566107 883 74641 SH DFND 1 74641 0 0 WABASH NATIONAL CORP COMMON STOCK 929566107 4303 363749 SH DFND 2 10243 0 353506 WABCO HOLDINGS INC COMMON STOCK 92927K102 3 32 SH DFND 1 32 0 0 WABCO HOLDINGS INC COMMON STOCK 92927K102 1097 10730 SH DFND 2 0 0 10730 WABTEC CORP COMMON STOCK 929740108 795 11176 SH DFND 1 11176 0 0 WABTEC CORP COMMON STOCK 929740108 13247 186268 SH DFND 2 0 0 186268 WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 0 0 SH DFND 1 0 0 0 WADDELL & REED FINANCIAL-A COMMON STOCK 930059100 2405 83911 SH DFND 2 0 0 83911 WAGEWORKS INC COMMON STOCK 930427109 404 8909 SH DFND 1 8909 0 0 WAGEWORKS INC COMMON STOCK 930427109 700 15418 SH DFND 2 1323 0 14095 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 11343 133207 SH DFND 1 133207 0 0 WALGREENS BOOTS ALLIANCE INC COMMON STOCK 931427108 55606 652998 SH DFND 2 0 0 652998 WALKER & DUNLOP INC COMMON STOCK 93148P102 315 10948 SH DFND 1 10948 0 0 WALKER & DUNLOP INC COMMON STOCK 93148P102 2011 69793 SH DFND 2 14123 0 55670 WAL-MART STORES INC COMMON STOCK 931142103 5270 85973 SH DFND 1 81519 0 4454 WAL-MART STORES INC COMMON STOCK 931142103 65090 1061825 SH DFND 2 0 0 1061825 WALT DISNEY CO/THE COMMON STOCK 254687106 3778 35951 SH DFND 1 35951 0 0 WALT DISNEY CO/THE COMMON STOCK 254687106 20352 193677 SH DFND 2 0 0 193677 WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 68 106000 SH DFND 1 0 0 106000 WALTER INVESTMENT MGMT CONV. NOTE 93317WAA0 211 329000 SH DFND 2 0 0 329000 WASHINGTON FEDERAL INC COMMON STOCK 938824109 658 27600 SH DFND 1 27600 0 0 WASHINGTON FEDERAL INC COMMON STOCK 938824109 4200 176236 SH DFND 2 35836 0 140400 WASHINGTON REIT COMMON STOCK 939653101 437 16152 SH DFND 1 16152 0 0 WASHINGTON REIT COMMON STOCK 939653101 119 4389 SH DFND 2 0 0 4389 WASTE MANAGEMENT INC COMMON STOCK 94106L109 6124 114752 SH DFND 1 104927 0 9825 WASTE MANAGEMENT INC COMMON STOCK 94106L109 8787 164635 SH DFND 2 0 0 164635 WATERS CORP COMMON STOCK 941848103 215 1600 SH DFND 1 1600 0 0 WATERS CORP COMMON STOCK 941848103 3427 25461 SH DFND 2 0 0 25461 WCI COMMUNITIES INC COMMON STOCK 92923C807 314 14093 SH DFND 1 14093 0 0 WCI COMMUNITIES INC COMMON STOCK 92923C807 9296 417249 SH DFND 2 18298 0 398951 WEATHERFORD INTERNATIONAL PL COMMON STOCK G48833100 66 7841 SH DFND 1 7841 0 0 WEATHERFORD INTERNATIONAL PL COMMON STOCK G48833100 23728 2828147 SH DFND 2 0 0 2828147 WEB.COM GROUP INC COMMON STOCK 94733A104 1355 67722 SH DFND 1 67722 0 0 WEB.COM GROUP INC COMMON STOCK 94733A104 5418 270788 SH DFND 2 43727 0 227061 WEC ENERGY GROUP INC COMMON STOCK 92939U106 353 6876 SH DFND 1 6876 0 0 WEC ENERGY GROUP INC COMMON STOCK 92939U106 1984 38664 SH DFND 2 0 0 38664 WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 722 20885 SH DFND 1 20885 0 0 WEINGARTEN REALTY INVESTORS COMMON STOCK 948741103 194 5597 SH DFND 2 0 0 5597 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 465 5945 SH DFND 1 5945 0 0 WELLCARE HEALTH PLANS INC COMMON STOCK 94946T106 830 10614 SH DFND 2 1005 0 9609 WELLS FARGO & CO COMMON STOCK 949746101 29165 536518 SH DFND 1 513723 0 22795 WELLS FARGO & CO COMMON STOCK 949746101 401792 7391319 SH DFND 2 212126 0 7179193 WELLS FARGO & CO-CW18 WARRANTS 949746119 0 0 SH DFND 1 0 0 0 WELLS FARGO & CO-CW18 WARRANTS 949746119 20269 989225 SH DFND 2 0 0 989225 WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 6578 5680 SH DFND 1 0 0 5680 WELLS FARGO & COMPANY CONVERTIBLE PREF 949746804 13266 11455 SH DFND 2 0 0 11455 WELLTOWER INC COMMON STOCK 95040Q104 1562 22964 SH DFND 1 22964 0 0 WELLTOWER INC COMMON STOCK 95040Q104 326 4799 SH DFND 2 0 0 4799 WELLTOWER INC CONVERTIBLE PREF 95040Q203 237 3901 SH DFND 1 0 0 3901 WELLTOWER INC CONVERTIBLE PREF 95040Q203 796 13086 SH DFND 2 0 0 13086 WESBANCO INC COMMON STOCK 950810101 483 16100 SH DFND 1 16100 0 0 WESBANCO INC COMMON STOCK 950810101 3084 102740 SH DFND 2 20840 0 81900 WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 843 450000 SH DFND 1 0 0 450000 WESCO INTERNATIONAL INC CONVERTIBLE BONDS 95082PAH8 11993 7746000 SH DFND 2 0 0 7746000 WEST CORP COMMON STOCK 952355204 0 0 SH DFND 1 0 0 0 WEST CORP COMMON STOCK 952355204 3246 150492 SH DFND 2 0 0 150492 WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 1134 18832 SH DFND 1 18832 0 0 WEST PHARMACEUTICAL SERVICES COMMON STOCK 955306105 2411 40032 SH DFND 2 2528 0 37504 WESTAR ENERGY INC COMMON STOCK 95709T100 0 0 SH DFND 1 0 0 0 WESTAR ENERGY INC COMMON STOCK 95709T100 4463 105235 SH DFND 2 0 0 105235 WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 341 9500 SH DFND 1 9500 0 0 WESTERN ALLIANCE BANCORP COMMON STOCK 957638109 2154 60079 SH DFND 2 12279 0 47800 WESTERN DIGITAL CORP COMMON STOCK 958102105 349 5804 SH DFND 1 5804 0 0 WESTERN DIGITAL CORP COMMON STOCK 958102105 19409 323213 SH DFND 2 0 0 323213 WESTERN UNION CO COMMON STOCK 959802109 194 10853 SH DFND 1 10853 0 0 WESTERN UNION CO COMMON STOCK 959802109 0 0 SH DFND 2 0 0 0 WESTROCK CO COMMON STOCK 96145D105 6839 149902 SH DFND 1 139826 0 10076 WESTROCK CO COMMON STOCK 96145D105 40511 888015 SH DFND 2 56462 0 831553 WEYERHAEUSER CO COMMON STOCK 962166104 595 19841 SH DFND 1 19841 0 0 WEYERHAEUSER CO COMMON STOCK 962166104 1590 53040 SH DFND 2 2186 0 50854 WEYERHAEUSER CO CONVERTIBLE PREF 962166872 198 3939 SH DFND 1 0 0 3939 WEYERHAEUSER CO CONVERTIBLE PREF 962166872 847 16850 SH DFND 2 0 0 16850 WHIRLPOOL CORP COMMON STOCK 963320106 257 1747 SH DFND 1 1747 0 0 WHIRLPOOL CORP COMMON STOCK 963320106 17798 121182 SH DFND 2 0 0 121182 WHITING PETROLEUM CORP COMMON STOCK 966387102 696 73770 SH DFND 1 73770 0 0 WHITING PETROLEUM CORP COMMON STOCK 966387102 28618 3031574 SH DFND 2 0 0 3031574 WHOLE FOODS MARKET INC COMMON STOCK 966837106 273 8147 SH DFND 1 8147 0 0 WHOLE FOODS MARKET INC COMMON STOCK 966837106 0 0 SH DFND 2 0 0 0 WILLIAMS COS INC COMMON STOCK 969457100 390 15169 SH DFND 1 15169 0 0 WILLIAMS COS INC COMMON STOCK 969457100 0 0 SH DFND 2 0 0 0 WILLIS GROUP HOLDINGS PLC ORDINARY SHARES G96666105 1137 23413 SH DFND 1 23413 0 0 WILLIS GROUP HOLDINGS PLC ORDINARY SHARES G96666105 22486 462960 SH DFND 2 36300 0 426660 WILSHIRE BANCORP INC COMMON STOCK 97186T108 0 0 SH DFND 1 0 0 0 WILSHIRE BANCORP INC COMMON STOCK 97186T108 3413 295535 SH DFND 2 0 0 295535 WINGSTOP INC COMMON STOCK 974155103 316 13855 SH DFND 1 13855 0 0 WINGSTOP INC COMMON STOCK 974155103 4820 211300 SH DFND 2 0 0 211300 WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 587 12100 SH DFND 1 12100 0 0 WINTRUST FINANCIAL CORP COMMON STOCK 97650W108 3701 76288 SH DFND 2 15588 0 60700 WNS HOLDINGS LTD-ADR COMMON STOCK - ADR 92932M101 935 29992 SH DFND 1 0 0 29992 WNS HOLDINGS LTD-ADR COMMON STOCK - ADR 92932M101 3114 99853 SH DFND 2 0 0 99853 WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 409 24468 SH DFND 1 24468 0 0 WOLVERINE WORLD WIDE INC COMMON STOCK 978097103 881 52705 SH DFND 2 3336 0 49369 WOODWARD INC COMMON STOCK 980745103 1128 22715 SH DFND 1 22715 0 0 WOODWARD INC COMMON STOCK 980745103 2445 49232 SH DFND 2 3068 0 46164 WR BERKLEY CORP COMMON STOCK 084423102 3 53 SH DFND 1 53 0 0 WR BERKLEY CORP COMMON STOCK 084423102 2695 49227 SH DFND 2 0 0 49227 WR GRACE & CO COMMON STOCK 38388F108 1490 14966 SH DFND 1 14966 0 0 WR GRACE & CO COMMON STOCK 38388F108 186223 1869900 SH DFND 2 0 0 1869900 WSFS FINANCIAL CORP COMMON STOCK 929328102 589 18200 SH DFND 1 18200 0 0 WSFS FINANCIAL CORP COMMON STOCK 929328102 3676 113603 SH DFND 2 23203 0 90400 WW GRAINGER INC COMMON STOCK 384802104 243 1200 SH DFND 1 1200 0 0 WW GRAINGER INC COMMON STOCK 384802104 0 0 SH DFND 2 0 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 1236 17009 SH DFND 1 17009 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 11094 152710 SH DFND 2 3745 0 148965 WYNN RESORTS LTD COMMON STOCK 983134107 686 9909 SH DFND 1 9909 0 0 WYNN RESORTS LTD COMMON STOCK 983134107 9535 137810 SH DFND 2 0 0 137810 XCEL ENERGY INC COMMON STOCK 98389B100 379 10546 SH DFND 1 10546 0 0 XCEL ENERGY INC COMMON STOCK 98389B100 0 0 SH DFND 2 0 0 0 XCERRA CORP COMMON STOCK 98400J108 516 85300 SH DFND 1 85300 0 0 XCERRA CORP COMMON STOCK 98400J108 3238 535168 SH DFND 2 108068 0 427100 XENIA HOTELS & RESORTS INC COMMON STOCK 984017103 0 0 SH DFND 1 0 0 0 XENIA HOTELS & RESORTS INC COMMON STOCK 984017103 1023 66725 SH DFND 2 0 0 66725 XEROX CORP COMMON STOCK 984121103 2586 243239 SH DFND 1 243239 0 0 XEROX CORP COMMON STOCK 984121103 22150 2083771 SH DFND 2 57795 0 2025976 XILINX INC COMMON STOCK 983919101 269 5718 SH DFND 1 5718 0 0 XILINX INC COMMON STOCK 983919101 1167 24838 SH DFND 2 0 0 24838 XL GROUP PLC ORDINARY SHARES G98290102 6035 154027 SH DFND 1 140338 0 13689 XL GROUP PLC ORDINARY SHARES G98290102 9000 229720 SH DFND 2 0 0 229720 XPO LOGISTICS INC COMMON STOCK 983793100 456 16724 SH DFND 1 16724 0 0 XPO LOGISTICS INC COMMON STOCK 983793100 805 29528 SH DFND 2 2324 0 27204 XURA INC COMMON STOCK 98420V107 728 29600 SH DFND 1 29600 0 0 XURA INC COMMON STOCK 98420V107 9026 367215 SH DFND 2 38197 0 329018 YADKIN FINANCIAL CORP COMMON STOCK 984305102 566 22500 SH DFND 1 22500 0 0 YADKIN FINANCIAL CORP COMMON STOCK 984305102 3534 140394 SH DFND 2 28694 0 111700 YAHOO INC CONVERTIBLE ZERO 984332AF3 3045 3131000 SH DFND 1 0 0 3131000 YAHOO INC CONVERTIBLE ZERO 984332AF3 7421 7631000 SH DFND 2 0 0 7631000 YAHOO! INC COMMON STOCK 984332106 6752 203019 SH DFND 1 203019 0 0 YAHOO! INC COMMON STOCK 984332106 52857 1589209 SH DFND 2 0 0 1589209 YUM! BRANDS INC COMMON STOCK 988498101 8912 121995 SH DFND 1 121995 0 0 YUM! BRANDS INC COMMON STOCK 988498101 47751 653679 SH DFND 2 0 0 653679 ZAYO GROUP HOLDINGS INC COMMON STOCK 98919V105 56 2114 SH DFND 1 2114 0 0 ZAYO GROUP HOLDINGS INC COMMON STOCK 98919V105 654 24600 SH DFND 2 0 0 24600 ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 878 30767 SH DFND 1 30767 0 0 ZELTIQ AESTHETICS INC COMMON STOCK 98933Q108 1550 54344 SH DFND 2 4769 0 49575 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 360 3511 SH DFND 1 3511 0 0 ZIMMER BIOMET HOLDINGS INC COMMON STOCK 98956P102 32819 319900 SH DFND 2 0 0 319900 ZOETIS INC COMMON STOCK 98978V103 2881 60122 SH DFND 1 60122 0 0 ZOETIS INC COMMON STOCK 98978V103 72977 1522892 SH DFND 2 13065 0 1509827 ZOSANO PHARMA CORP COMMON STOCK 98979H103 0 0 SH DFND 1 0 0 0 ZOSANO PHARMA CORP COMMON STOCK 98979H103 892 400000 SH DFND 2 0 0 400000 ZUMIEZ INC COMMON STOCK 989817101 0 0 SH DFND 1 0 0 0 ZUMIEZ INC COMMON STOCK 989817101 1148 75950 SH DFND 2 0 0 75950