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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ALLERGAN PLC SHS G0177J108 57,218 183,099 SH   DFND 1 183,099 0 0
ALLERGAN PLC SHS G0177J108 140,907 450,901 SH   SOLE   450,901 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 1,546 1,500 SH   SOLE   1,500 0 0
AMBARELLA INC SHS G037AX101 4,377 78,530 SH   SOLE   78,530 0 0
AMBARELLA INC SHS G037AX101 1,676 30,061 SH   DFND 1 30,061 0 0
AON PLC SHS CL A G0408V102 710 7,695 SH   SOLE   7,695 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 5,539 92,566 SH   DFND 1 92,566 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 8,935 149,309 SH   SOLE   149,309 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,166 44,835 SH   DFND 1 44,835 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,687 159,145 SH   SOLE   159,145 0 0
ASSURED GUARANTY LTD COM G0585R106 32,064 1,213,169 SH   DFND 1 1,213,169 0 0
ASSURED GUARANTY LTD COM G0585R106 42,320 1,601,202 SH   SOLE   1,601,202 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 796 29,867 SH   DFND 1 29,867 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 2,579 96,779 SH   SOLE   96,779 0 0
ACCENTURE PLC SHS CLASS A G1151C101 769 7,360 SH   DFND 1 7,360 0 0
ACCENTURE PLC SHS CLASS A G1151C101 5,062 48,440 SH   SOLE   48,440 0 0
ACCENTURE PLC SHS CLASS A G1151C101 10 100 SH   DFND 2 100 0 0
BROOKFIELD INFRASTRUCTURE PART LP INT UNIT G16252101 3,408 89,900 SH   SOLE   89,900 0 0
BROOKFIELD INFRASTRUCTURE PART LP INT UNIT G16252101 4,098 108,100 SH   DFND 1 108,100 0 0
BROOKFIELD INFRASTRUCTURE PART LP INT UNIT G16252101 16 420 SH   DFND 2 420 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 12,943 150,973 SH   DFND 1 150,973 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 35,184 410,401 SH   SOLE   410,401 0 0
EATON CORP PLC SHS G29183103 672 12,914 SH   SOLE   12,914 0 0
ENDURANCE SPECIALTY HOLDINGS SHS G30397106 451 7,050 SH   SOLE   7,050 0 0
ENDO INTERNATIONAL PLC SHS G30401106 365 5,970 SH   SOLE   5,970 0 0
ENSCO PLC SHS CLASS A G3157S106 2,096 136,220 SH   DFND 1 136,220 0 0
ENSCO PLC SHS CLASS A G3157S106 5,049 328,065 SH   SOLE   328,065 0 0
ESSENT GROUP LTD COM G3198U102 1,348 61,588 SH   DFND 1 61,588 0 0
ESSENT GROUP LTD COM G3198U102 3,641 166,320 SH   SOLE   166,320 0 0
EVEREST RE GROUP LTD COM G3223R108 912 4,980 SH   SOLE   4,980 0 0
FABRINET SHS G3323L100 1,140 47,844 SH   DFND 1 47,844 0 0
FABRINET SHS G3323L100 4,440 186,383 SH   SOLE   186,383 0 0
HELEN OF TROY LTD COM G4388N106 1,140 12,100 SH   SOLE   12,100 0 0
ICON PLC SHS G4705A100 5,152 66,302 SH   DFND 1 66,302 0 0
ICON PLC SHS G4705A100 3,830 49,288 SH   SOLE   49,288 0 0
INGERSOLL-RAND PLC SHS G47791101 14,475 261,810 SH   DFND 1 261,810 0 0
INGERSOLL-RAND PLC SHS G47791101 34,761 628,710 SH   SOLE   628,710 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 56,709 6,759,135 SH   DFND 1 6,759,135 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 100,601 11,990,605 SH   SOLE   11,990,605 0 0
INVESCO LTD SHS G491BT108 48,469 1,447,710 SH   SOLE   1,447,710 0 0
INVESCO LTD SHS G491BT108 30,652 915,540 SH   DFND 1 915,540 0 0
LAZARD LTD SHS A G54050102 673 14,942 SH   DFND 1 14,942 0 0
LAZARD LTD SHS A G54050102 2,026 45,017 SH   SOLE   45,017 0 0
LIVANOVA PLC SHS G5509L101 513 8,636 SH   DFND 1 8,636 0 0
LIVANOVA PLC SHS G5509L101 1,606 27,055 SH   SOLE   27,055 0 0
MALLINCKRODT PLC SHS G5785G107 246 3,290 SH   SOLE   3,290 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 306 34,665 SH   DFND 1 34,665 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 992 112,425 SH   SOLE   112,425 0 0
MEDTRONIC PLC SHS G5960L103 25,643 333,378 SH   DFND 1 333,378 0 0
MEDTRONIC PLC SHS G5960L103 63,597 826,799 SH   SOLE   826,799 0 0
MEDTRONIC PLC SHS G5960L103 3 35 SH   DFND 2 35 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 208 5,180 SH   SOLE   5,180 0 0
NABORS INDUSTRIES LTD SHS G6359F103 678 79,700 SH   DFND 1 79,700 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,473 290,580 SH   SOLE   290,580 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 2,029 43,534 SH   DFND 1 43,534 0 0
NIELSEN HOLDINGS PLC SHS EUR G6518L108 7,561 162,253 SH   SOLE   162,253 0 0
NOBLE CORP PLC SHS USD G65431101 1,270 120,390 SH   DFND 1 120,390 0 0
NOBLE CORP PLC SHS USD G65431101 4,503 426,830 SH   SOLE   426,830 0 0
NOBLE CORP PLC SHS USD G65431101 1 100 SH   DFND 2 100 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 3,466 170,916 SH   SOLE   170,916 0 0
NORD ANGLIA EDUCATION INC SHS G6583A102 1,324 65,284 SH   DFND 1 65,284 0 0
PROTHENA CORP PLC SHS G72800108 245 3,600 SH   DFND 1 3,600 0 0
PROTHENA CORP PLC SHS G72800108 640 9,400 SH   SOLE   9,400 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 574 5,070 SH   SOLE   5,070 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 9,942 586,526 SH   DFND 1 586,526 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 29,105 1,717,085 SH   SOLE   1,717,085 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 304 8,300 SH   SOLE   8,300 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 2 60 SH   DFND 2 60 0 0
PENTAIR PLC SHS G7S00T104 250 5,039 SH   SOLE   5,039 0 0
SIGNET JEWELERS LTD SHS G81276100 1,706 13,790 SH   DFND 1 13,790 0 0
SIGNET JEWELERS LTD SHS G81276100 5,428 43,880 SH   SOLE   43,880 0 0
STERIS PLC SHS USD G84720104 747 9,910 SH   SOLE   9,910 0 0
STERIS PLC SHS USD G84720104 30 400 SH   DFND 2 400 0 0
TYCO INTERNATIONAL PLC SHS G91442106 767 24,058 SH   DFND 1 24,058 0 0
TYCO INTERNATIONAL PLC SHS G91442106 2,863 89,773 SH   SOLE   89,773 0 0
PERRIGO CO PLC SHS G97822103 3,432 23,719 SH   DFND 1 23,719 0 0
PERRIGO CO PLC SHS G97822103 10,928 75,519 SH   SOLE   75,519 0 0
XL GROUP PLC SHS G98290102 2,157 55,045 SH   DFND 1 55,045 0 0
XL GROUP PLC SHS G98290102 5,214 133,069 SH   SOLE   133,069 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 5,242 140,950 SH   DFND 1 140,950 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 8,531 229,390 SH   SOLE   229,390 0 0
TE CONNECTIVITY LTD REG SHS H84989104 697 10,790 SH   SOLE   10,790 0 0
Transocean Ltd REG SHS H8817H100 1 50 SH   DFND 2 50 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 5,693 69,950 SH   SOLE   69,950 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 7,662 94,150 SH   DFND 1 94,150 0 0
AVG TECHNOLOGIES NV SHS N07831105 256 12,750 SH   DFND 1 12,750 0 0
AVG TECHNOLOGIES NV SHS N07831105 1,085 54,130 SH   SOLE   54,130 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 882 10,150 SH   SOLE   10,150 0 0
MYLAN NV SHS EURO N59465109 24,078 445,304 SH   DFND 1 445,304 0 0
MYLAN NV SHS EURO N59465109 78,535 1,452,466 SH   SOLE   1,452,466 0 0
NXP SEMICONDUCTOR NV COM N6596X109 1,891 22,441 SH   DFND 1 22,441 0 0
NXP SEMICONDUCTOR NV COM N6596X109 5,688 67,515 SH   SOLE   67,515 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 479 4,730 SH   SOLE   4,730 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,060 7,300 SH   SOLE   7,300 0 0
Costamare Inc SHS Y1771G102 2 200 SH   DFND 2 200 0 0
TEEKAY TANKERS LTD CL A Y8565N102 3,949 573,949 SH   SOLE   573,949 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,091 158,563 SH   DFND 1 158,563 0 0
AAON INC COM PAR $0.004 000360206 402 17,332 SH   SOLE   17,332 0 0
AAR CORP COM 000361105 218 8,300 SH   DFND 1 8,300 0 0
AAR CORP COM 000361105 1,328 50,500 SH   SOLE   50,500 0 0
ABM INDUSTRIES INC COM 000957100 1,001 35,155 SH   DFND 1 35,155 0 0
ABM INDUSTRIES INC COM 000957100 3,935 138,225 SH   SOLE   138,225 0 0
ADT CORP COM 00101J106 33,490 1,015,461 SH   DFND 1 1,015,461 0 0
ADT CORP COM 00101J106 42,513 1,289,054 SH   SOLE   1,289,054 0 0
AFLAC INC COM 001055102 716 11,960 SH   SOLE   11,960 0 0
AFLAC INC COM 001055102 115 1,913 SH   DFND 2 1,913 0 0
AGCO CORP COM 001084102 18,928 417,010 SH   SOLE   417,010 0 0
AGCO CORP COM 001084102 14,561 320,790 SH   DFND 1 320,790 0 0
AGL RESOURCES INC COM 001204106 217 3,395 SH   SOLE   3,395 0 0
AES CORP COM 00130H105 181 18,900 SH   SOLE   18,900 0 0
AK STEEL HOLDING CORP COM 001547108 170 75,850 SH   SOLE   75,850 0 0
AK STEEL HOLDING CORP COM 001547108 0 184 SH   DFND 2 184 0 0
ALPS ETFs/USA SPROTT GL MINE 00162Q643 14 1,131 SH   DFND 2 1,131 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 5,043 418,500 SH   DFND 1 418,500 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 3,091 256,500 SH   SOLE   256,500 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 7 615 SH   DFND 2 0 0 615
AMC NETWORKS INC CL A 00164V103 527 7,060 SH   SOLE   7,060 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,348 107,815 SH   DFND 1 107,815 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 8,626 277,822 SH   SOLE   277,822 0 0
AT&T INC COM 00206R102 5,913 171,836 SH   SOLE   171,836 0 0
AT&T INC COM 00206R102 812 23,592 SH   DFND 2 22,592 0 1,000
A10 NETWORKS INC COM 002121101 338 51,520 SH   DFND 1 51,520 0 0
A10 NETWORKS INC COM 002121101 687 104,730 SH   SOLE   104,730 0 0
AVX CORP COM 002444107 320 26,380 SH   DFND 1 26,380 0 0
AVX CORP COM 002444107 1,039 85,550 SH   SOLE   85,550 0 0
AZZ INC COM 002474104 6,652 119,700 SH   DFND 1 119,700 0 0
AZZ INC COM 002474104 10,724 192,990 SH   SOLE   192,990 0 0
AARONS INC COM PAR $0.50 002535300 4,079 182,180 SH   DFND 1 182,180 0 0
AARONS INC COM PAR $0.50 002535300 9,687 432,630 SH   SOLE   432,630 0 0
ABAXIS INC COM 002567105 510 9,160 SH   SOLE   9,160 0 0
ABBOTT LABORATORIES COM 002824100 91,670 2,041,187 SH   SOLE   2,041,187 0 0
ABBOTT LABORATORIES COM 002824100 28,906 643,653 SH   DFND 1 643,653 0 0
ABBOTT LABORATORIES COM 002824100 232 5,177 SH   DFND 2 5,177 0 0
ABBVIE INC COM 00287Y109 2,727 46,030 SH   SOLE   46,030 0 0
ABBVIE INC COM 00287Y109 266 4,491 SH   DFND 2 4,491 0 0
ABERCROMBIE & FITCH CO CL A 002896207 208 7,710 SH   SOLE   7,710 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1,214 265,639 SH   DFND 1 265,639 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 580 126,978 SH   SOLE   126,978 0 0
ABIOMED INC COM 003654100 2,416 26,760 SH   DFND 1 26,760 0 0
ABIOMED INC COM 003654100 7,847 86,920 SH   SOLE   86,920 0 0
ACADIA HEALTHCARE COM 00404A109 3,162 50,629 SH   DFND 1 50,629 0 0
ACADIA HEALTHCARE COM 00404A109 8,274 132,470 SH   SOLE   132,470 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 2,316 69,868 SH   SOLE   69,868 0 0
ACCELERON PHARMA INC COM 00434H108 1,481 30,380 SH   SOLE   30,380 0 0
ACCELERON PHARMA INC COM 00434H108 354 7,250 SH   DFND 1 7,250 0 0
ACETO CORP COM 004446100 1,404 52,050 SH   SOLE   52,050 0 0
ACETO CORP COM 004446100 294 10,880 SH   DFND 1 10,880 0 0
ACI WORLDWIDE INC COM 004498101 2,286 106,845 SH   DFND 1 106,845 0 0
ACI WORLDWIDE INC COM 004498101 8,459 395,300 SH   SOLE   395,300 0 0
ACORDA THERAPEUTICS INC COM 00484M106 29,250 683,730 SH   DFND 1 683,730 0 0
ACORDA THERAPEUTICS INC COM 00484M106 41,864 978,580 SH   SOLE   978,580 0 0
ACTIVISION BLIZZARD INC COM 00507V109 542 14,010 SH   SOLE   14,010 0 0
ACTIVISION BLIZZARD INC COM 00507V109 14 370 SH   DFND 2 370 0 0
ACTUANT CORP CL A NEW 00508X203 615 25,670 SH   SOLE   25,670 0 0
ACUITY BRANDS INC COM 00508Y102 1,176 5,030 SH   SOLE   5,030 0 0
Adams Express Co/Closed-end/US COM 00548F105 16 877 SH   DFND 2 877 0 0
ADEPTUS HEALTH INC CL A 006855100 282 5,180 SH   SOLE   5,180 0 0
ADOBE SYSTEMS INC COM 00724F101 1,312 13,970 SH   SOLE   13,970 0 0
ADTRAN INC COM 00738A106 368 21,380 SH   SOLE   21,380 0 0
ADVANCE AUTO PARTS COM 00751Y106 309 2,050 SH   SOLE   2,050 0 0
AECOM COM 00766T100 1,141 37,980 SH   DFND 1 37,980 0 0
AECOM COM 00766T100 4,397 146,410 SH   SOLE   146,410 0 0
AEGION CORP COM 00770F104 911 47,198 SH   DFND 1 47,198 0 0
AEGION CORP COM 00770F104 3,599 186,375 SH   SOLE   186,375 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 431 27,540 SH   SOLE   27,540 0 0
ADVANCED MICRO DEVICES INC COM 007903107 211 73,520 SH   SOLE   73,520 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 2,089 74,005 SH   SOLE   74,005 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 440 15,593 SH   DFND 1 15,593 0 0
AEROVIRONMENT INC COM 008073108 261 8,860 SH   SOLE   8,860 0 0
AEROVIRONMENT INC COM 008073108 7 240 SH   DFND 2 240 0 0
AETNA INC COM 00817Y108 5,287 48,900 SH   DFND 1 48,900 0 0
AETNA INC COM 00817Y108 23,196 214,539 SH   SOLE   214,539 0 0
Aetna Inc COM 00817Y108 161 1,485 SH   DFND 2 875 0 610
AFFILIATED MANAGERS GROUP COM 008252108 13,494 84,467 SH   DFND 1 84,467 0 0
AFFILIATED MANAGERS GROUP COM 008252108 27,773 173,844 SH   SOLE   173,844 0 0
AFFYMETRIX INC COM 00826T108 727 72,100 SH   DFND 1 72,100 0 0
AFFYMETRIX INC COM 00826T108 3,414 338,340 SH   SOLE   338,340 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,093 73,980 SH   DFND 1 73,980 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 9,683 231,587 SH   SOLE   231,587 0 0
AGNICO EAGLE MINES COM 008474108 888 33,784 SH   DFND 1 33,784 0 0
AGNICO EAGLE MINES COM 008474108 2,852 108,520 SH   SOLE   108,520 0 0
AGREE REALTY CORP COM 008492100 884 26,020 SH   SOLE   26,020 0 0
Agrium Inc COM 008916108 38 420 SH   DFND 2 420 0 0
AIR METHODS CORP COM PAR $.06 009128307 642 15,320 SH   SOLE   15,320 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 708 5,440 SH   SOLE   5,440 0 0
AIRGAS INC COM 009363102 253 1,830 SH   SOLE   1,830 0 0
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 10,971 3,715,000 SH   SOLE   3,715,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 2,346 44,569 SH   DFND 1 44,569 0 0
AKAMAI TECHNOLOGIES COM 00971T101 7,315 138,990 SH   SOLE   138,990 0 0
AKORN INC COM 009728106 8,367 224,255 SH   DFND 1 224,255 0 0
AKORN INC COM 009728106 16,177 433,584 SH   SOLE   433,584 0 0
ALASKA AIR GROUP INC COM 011659109 2,024 25,145 SH   DFND 1 25,145 0 0
ALASKA AIR GROUP INC COM 011659109 1,176 14,610 SH   SOLE   14,610 0 0
ALBANY INTL CORP CL A 012348108 452 12,370 SH   SOLE   12,370 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 400 20,170 SH   DFND 1 20,170 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 1,816 91,510 SH   SOLE   91,510 0 0
ALBEMARLE CORP COM 012653101 19,734 352,326 SH   DFND 1 352,326 0 0
ALBEMARLE CORP COM 012653101 33,001 589,204 SH   SOLE   589,204 0 0
ALCOA INC COM 013817101 1,747 177,005 SH   DFND 1 177,005 0 0
ALCOA INC COM 013817101 5,973 605,124 SH   SOLE   605,124 0 0
Alcatel-Lucent SPONSORED ADR 013904305 2 437 SH   DFND 2 437 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 10,639 117,743 SH   SOLE   117,743 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 3,368 37,277 SH   DFND 1 37,277 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,207 6,330 SH   SOLE   6,330 0 0
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 58,834 723,930 SH   SOLE   723,930 0 0
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 19,216 236,450 SH   DFND 1 236,450 0 0
Alibaba Group Holding Ltd SPONSORED ADS 01609W102 0 5 SH   DFND 2 5 0 0
ALIGN TECHNOLOGY INC COM 016255101 7,848 119,176 SH   DFND 1 119,176 0 0
ALIGN TECHNOLOGY INC COM 016255101 14,777 224,400 SH   SOLE   224,400 0 0
ALLEGHANY CORP. COM 017175100 860 1,800 SH   SOLE   1,800 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 141 12,540 SH   SOLE   12,540 0 0
ALLEGIANT TRAVEL CO COM 01748X102 948 5,650 SH   SOLE   5,650 0 0
ALLETE INC COM NEW 018522300 1,004 19,753 SH   SOLE   19,753 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 64,211 232,170 SH   SOLE   232,170 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 50,914 184,090 SH   DFND 1 184,090 0 0
AllianceBernstein LP COM 01879R106 12 1,100 SH   DFND 2 1,100 0 0
ALLIANT ENERGY CORP COM 018802108 818 13,100 SH   SOLE   13,100 0 0
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 611 49,275 SH   DFND 1 49,275 0 0
ALLIANZGI NFJ DIVIDEND INTERES COM 01883A107 277 22,375 SH   SOLE   22,375 0 0
ALLISON TRANSMISSION HOLDINGS COM 01973R101 217 8,380 SH   DFND 1 8,380 0 0
ALLISON TRANSMISSION HOLDINGS COM 01973R101 915 35,330 SH   SOLE   35,330 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 363 23,604 SH   DFND 1 23,604 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 1,512 98,328 SH   SOLE   98,328 0 0
ALLSTATE CORP COM 020002101 677 10,902 SH   SOLE   10,902 0 0
Allstate Corp/The COM 020002101 42 679 SH   DFND 2 679 0 0
ALPHABET INC CAP STK CL C 02079K107 181,551 239,236 SH   SOLE   239,236 0 0
ALPHABET INC CAP STK CL C 02079K107 85,402 112,537 SH   DFND 1 112,537 0 0
Alphabet Inc CAP STK CL C 02079K107 6 8 SH   DFND 2 8 0 0
ALPHABET INC CAP STK CL A 02079K305 72,840 93,623 SH   DFND 1 93,623 0 0
ALPHABET INC CAP STK CL A 02079K305 150,253 193,125 SH   SOLE   193,125 0 0
Alphabet Inc CAP STK CL A 02079K305 6 8 SH   DFND 2 8 0 0
ALTRIA GROUP INC COM 02209S103 5,501 94,510 SH   DFND 1 94,510 0 0
ALTRIA GROUP INC COM 02209S103 26,337 452,450 SH   SOLE   452,450 0 0
Altria Group Inc COM 02209S103 37 630 SH   DFND 2 330 0 300
AMAZON.COM INC COM 023135106 106,335 157,326 SH   DFND 1 157,326 0 0
AMAZON.COM INC COM 023135106 241,062 356,659 SH   SOLE   356,659 0 0
Amazon.com Inc COM 023135106 30 45 SH   DFND 2 45 0 0
AMEDISYS INC COM 023436108 477 12,133 SH   SOLE   12,133 0 0
AMEREN CORP COM 023608102 241 5,570 SH   DFND 1 5,570 0 0
AMEREN CORP COM 023608102 1,078 24,930 SH   SOLE   24,930 0 0
Ameren Corp COM 023608102 50 1,154 SH   DFND 2 842 0 312
AMERICAN AIRLINES GROUP INC COM 02376R102 735 17,360 SH   SOLE   17,360 0 0
American Airlines Group Inc COM 02376R102 89 2,100 SH   DFND 2 2,100 0 0
AMERICAN ASSETS TRUST INC COM 024013104 4,352 113,480 SH   DFND 1 113,480 0 0
AMERICAN ASSETS TRUST INC COM 024013104 7,850 204,702 SH   SOLE   204,702 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 203 10,720 SH   DFND 1 10,720 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 734 38,780 SH   SOLE   38,780 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 2,029 49,090 SH   DFND 1 49,090 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 8,674 209,832 SH   SOLE   209,832 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 2,335 134,675 SH   DFND 1 134,675 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,428 82,325 SH   SOLE   82,325 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 2,258 38,750 SH   DFND 1 38,750 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 10,335 177,370 SH   SOLE   177,370 0 0
American Electric Power Co Inc COM 025537101 68 1,160 SH   DFND 2 160 0 1,000
AMERICAN EAGLE OUTFITTERS COM 02553E106 319 20,610 SH   SOLE   20,610 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 1,479 61,540 SH   DFND 1 61,540 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 6,087 253,320 SH   SOLE   253,320 0 0
AMERICAN EXPRESS CO COM 025816109 1,632 23,470 SH   SOLE   23,470 0 0
AMERICAN EXPRESS CO COM 025816109 7 102 SH   DFND 2 102 0 0
AMERICAN FARMLAND CO COM 02589Y100 203 28,858 SH   SOLE   28,858 0 0
AMERICAN FINANCIAL GROUP COM 025932104 4,340 60,215 SH   DFND 1 60,215 0 0
AMERICAN FINANCIAL GROUP COM 025932104 15,819 219,460 SH   SOLE   219,460 0 0
AMERICAN HOMES 4 RENT-A CL A 02665T306 588 35,300 SH   SOLE   35,300 0 0
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AMERICAN WATER WORKS CO INC COM 030420103 5,681 95,080 SH   DFND 1 95,080 0 0
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AmeriGas Partners LP UNIT L P INT 030975106 12 360 SH   DFND 2 360 0 0
AMETEK INC COM 031100100 370 6,910 SH   DFND 1 6,910 0 0
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AMGEN INC COM 031162100 32 200 SH   DFND 2 35 0 165
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ANDERSONS INC/THE COM 034164103 356 11,240 SH   SOLE   11,240 0 0
ANGIODYNAMICS INC COM 03475V101 139 11,410 SH   SOLE   11,410 0 0
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ANSYS, INC. COM 03662Q105 1,968 21,276 SH   DFND 1 21,276 0 0
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ANTHEM INC COM 036752103 1,010 7,240 SH   SOLE   7,240 0 0
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APARTMENT INVT & MGMT CO CL A 03748R101 910 22,740 SH   DFND 1 22,740 0 0
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APPLE INC COM 037833100 122,466 1,163,459 SH   DFND 1 1,163,459 0 0
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Apple Inc COM 037833100 144 1,364 SH   DFND 2 1,259 0 105
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ARCBEST CORP COM 03937C105 222 10,380 SH   SOLE   10,380 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 763 20,790 SH   DFND 1 20,790 0 0
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MERITOR INC FRNT 4.000% 043353AH4 2,186 2,300,000 SH   SOLE   2,300,000 0 0
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ASHLAND INC COM 044209104 1,360 13,240 SH   SOLE   13,240 0 0
ASPEN TECHNOLOGY INC. COM 045327103 3,361 89,010 SH   SOLE   89,010 0 0
ASPEN TECHNOLOGY INC. COM 045327103 1,298 34,365 SH   DFND 1 34,365 0 0
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Astec Industries Inc COM 046224101 10 235 SH   DFND 2 235 0 0
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Atlantic Power Corp COM NEW 04878Q863 1 400 SH   DFND 2 400 0 0
ATLANTIC TELE-NETWORK INC COM NEW 049079205 360 4,600 SH   SOLE   4,600 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 436 10,540 SH   SOLE   10,540 0 0
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ATRION CORPORATION COM 049904105 986 2,586 SH   DFND 1 2,586 0 0
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ATWOOD OCEANICS INC COM 050095108 791 77,329 SH   DFND 1 77,329 0 0
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Automatic Data Processing Inc COM 053015103 43 510 SH   DFND 2 510 0 0
AUTOZONE INC COM 053332102 100,206 135,065 SH   SOLE   135,065 0 0
AUTOZONE INC COM 053332102 61,612 83,045 SH   DFND 1 83,045 0 0
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AVERY DENNISON CORP COM 053611109 1,272 20,300 SH   DFND 1 20,300 0 0
AVERY DENNISON CORP COM 053611109 4,251 67,840 SH   SOLE   67,840 0 0
Avery Dennison Corp COM 053611109 81 1,300 SH   DFND 2 1,300 0 0
AVISTA CORP COM 05379B107 947 26,780 SH   SOLE   26,780 0 0
Avista Corp COM 05379B107 18 522 SH   DFND 2 522 0 0
AVNET INC COM 053807103 976 22,790 SH   DFND 1 22,790 0 0
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BB&T CORPORATION COM 054937107 16,312 431,430 SH   SOLE   431,430 0 0
BB&T CORPORATION COM 054937107 3,671 97,100 SH   DFND 1 97,100 0 0
BB&T Corp COM 054937107 55 1,450 SH   DFND 2 0 0 1,450
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BP PLC SPONSORED ADR 055622104 74 2,364 SH   DFND 2 2,364 0 0
BOFI HOLDING INC COM 05566U108 515 24,480 SH   SOLE   24,480 0 0
BWX TECHNOLOGIES INC COM 05605H100 4,535 142,730 SH   DFND 1 142,730 0 0
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BALL CORP COM 058498106 6,885 94,670 SH   SOLE   94,670 0 0
BA MTG SECS INC SER 2004-2 CL 1-A-6 05948X4A6 1 10,000 SH   DFND 2 10,000 0 0
BA MTG SECS INC SER 2003-9 CL 2-A-3 05948XC82 2 25,000 SH   DFND 2 25,000 0 0
Banco Santander SA ADR 05964H105 9 1,785 SH   DFND 2 1,785 0 0
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BANK OF AMERICA CORP COM 060505104 40,366 2,398,447 SH   DFND 1 2,398,447 0 0
BANK OF AMERICA CORP COM 060505104 105,432 6,264,523 SH   SOLE   6,264,523 0 0
Bank of America Corp COM 060505104 20 1,176 SH   DFND 2 1,176 0 0
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BANK MUTUAL CORP COM 063750103 142 18,190 SH   SOLE   18,190 0 0
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BANK OF NY MELLON CORP COM 064058100 1,566 38,000 SH   DFND 1 38,000 0 0
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Bank of Nova Scotia/The COM 064149107 7 175 SH   DFND 2 0 0 175
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iPath ETNs/USA DJUBS CMDT ETN36 06738C778 54 2,500 SH   DFND 2 2,500 0 0
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BILL BARRETT CORP COM 06846N104 82 20,950 SH   SOLE   20,950 0 0
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WR BERKLEY CORP COM 084423102 657 12,004 SH   DFND 1 12,004 0 0
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BIO-TECHNE CORP COM 09073M104 382 4,250 SH   SOLE   4,250 0 0
Bio-Techne Corp COM 09073M104 27 300 SH   DFND 2 0 0 300
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Boeing Co/The COM 097023105 106 734 SH   DFND 2 734 0 0
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BOSTON PROPERTIES INC COM 101121101 2,083 16,330 SH   DFND 1 16,330 0 0
BOSTON PROPERTIES INC COM 101121101 9,472 74,268 SH   SOLE   74,268 0 0
BOSTON SCIENTIFIC CORP COM 101137107 698 37,840 SH   SOLE   37,840 0 0
BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 487 16,390 SH   SOLE   16,390 0 0
BOYD GAMING CORP COM 103304101 412 20,740 SH   DFND 1 20,740 0 0
BOYD GAMING CORP COM 103304101 2,315 116,490 SH   SOLE   116,490 0 0
BRADY CORP CL A 104674106 958 41,700 SH   SOLE   41,700 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 3,291 240,894 SH   SOLE   240,894 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 707 51,760 SH   DFND 1 51,760 0 0
Breitburn Energy Partners LP COM UT LTD PTN 106776107 0 270 SH   DFND 2 270 0 0
BRIGGS & STRATTON CORP COM 109043109 202 11,690 SH   DFND 1 11,690 0 0
BRIGGS & STRATTON CORP COM 109043109 1,062 61,400 SH   SOLE   61,400 0 0
BRINKER INTERNATIONAL INC COM 109641100 330 6,875 SH   SOLE   6,875 0 0
BRINKS CO COM 109696104 779 26,980 SH   DFND 1 26,980 0 0
BRINKS CO COM 109696104 3,475 120,420 SH   SOLE   120,420 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 3,223 46,858 SH   SOLE   46,858 0 0
Bristol-Myers Squibb Co COM 110122108 483 7,020 SH   DFND 2 7,020 0 0
BRISTOW GROUP INC COM 110394103 524 20,235 SH   DFND 1 20,235 0 0
BRISTOW GROUP INC COM 110394103 2,213 85,460 SH   SOLE   85,460 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 18,128 702,096 SH   DFND 1 702,096 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 25,424 984,664 SH   SOLE   984,664 0 0
BROADCOM CORP CL A 111320107 908 15,700 SH   SOLE   15,700 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 16,895 314,450 SH   SOLE   314,450 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 10,571 196,740 SH   DFND 1 196,740 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 2,888 314,569 SH   DFND 1 314,569 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 10,626 1,157,569 SH   SOLE   1,157,569 0 0
BROOKLINE BANCORP INC COM 11373M107 826 71,850 SH   DFND 1 71,850 0 0
BROOKLINE BANCORP INC COM 11373M107 3,338 290,300 SH   SOLE   290,300 0 0
BROOKS AUTOMATION INC COM 114340102 1,500 140,480 SH   DFND 1 140,480 0 0
BROOKS AUTOMATION INC COM 114340102 4,210 394,197 SH   SOLE   394,197 0 0
BROWN & BROWN INC COM 115236101 6,679 208,080 SH   SOLE   208,080 0 0
BROWN & BROWN INC COM 115236101 1,734 54,030 SH   DFND 1 54,030 0 0
BROWN-FORMAN CORP CL B 115637209 1,404 14,140 SH   DFND 1 14,140 0 0
BROWN-FORMAN CORP CL B 115637209 6,202 62,467 SH   SOLE   62,467 0 0
BRUNSWICK CORP COM 117043109 3,284 65,017 SH   DFND 1 65,017 0 0
BRUNSWICK CORP COM 117043109 10,253 202,980 SH   SOLE   202,980 0 0
Buckeye Partners LP UNIT LTD PARTN 118230101 5 83 SH   DFND 2 83 0 0
BUCKLE INC COM 118440106 373 12,110 SH   SOLE   12,110 0 0
BUFFALO WILD WINGS INC COM 119848109 350 2,190 SH   SOLE   2,190 0 0
BURLINGTON STORES INC COM 122017106 2,876 67,050 SH   DFND 1 67,050 0 0
BURLINGTON STORES INC COM 122017106 6,854 159,761 SH   SOLE   159,761 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 502 40,585 SH   SOLE   40,585 0 0
CBS CORP CL B 124857202 574 12,172 SH   SOLE   12,172 0 0
CBS Corp CL B 124857202 5 108 SH   DFND 2 108 0 0
CBOE HOLDINGS INC COM 12503M108 620 9,550 SH   SOLE   9,550 0 0
CBRE GROUP INC CL A 12504L109 4,617 133,529 SH   SOLE   133,529 0 0
CBRE GROUP INC CL A 12504L109 1,020 29,490 SH   DFND 1 29,490 0 0
CDK GLOBAL INC COM 12508E101 520 10,950 SH   DFND 1 10,950 0 0
CDK GLOBAL INC COM 12508E101 3,064 64,550 SH   SOLE   64,550 0 0
CDK Global Inc COM 12508E101 3 66 SH   DFND 2 66 0 0
CEB INC COM 125134106 1,313 21,380 SH   DFND 1 21,380 0 0
CEB INC COM 125134106 4,787 77,980 SH   SOLE   77,980 0 0
CDW CORP/DE COM 12514G108 2,612 62,120 SH   DFND 1 62,120 0 0
CDW CORP/DE COM 12514G108 9,537 226,860 SH   SOLE   226,860 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 3,442 84,348 SH   SOLE   84,348 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 979 23,995 SH   DFND 1 23,995 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 252 4,060 SH   SOLE   4,060 0 0
CIGNA CORP COM 125509109 1,055 7,210 SH   SOLE   7,210 0 0
CLECO CORP COM 12561W105 363 6,950 SH   SOLE   6,950 0 0
CME GROUP INC COM 12572Q105 864 9,540 SH   SOLE   9,540 0 0
CMS ENERGY CORP COM 125896100 280 7,770 SH   SOLE   7,770 0 0
CSS INDUSTRIES INC COM 125906107 779 27,443 SH   DFND 1 27,443 0 0
CSS INDUSTRIES INC COM 125906107 2,819 99,322 SH   SOLE   99,322 0 0
CNO FINANCIAL GROUP INC COM 12621E103 9,884 517,780 SH   DFND 1 517,780 0 0
CNO FINANCIAL GROUP INC COM 12621E103 15,859 830,740 SH   SOLE   830,740 0 0
CSG SYSTEMS INTERNATIONAL COM 126349109 507 14,090 SH   SOLE   14,090 0 0
CSX CORP COM 126408103 14,290 550,681 SH   DFND 1 550,681 0 0
CSX CORP COM 126408103 37,252 1,435,518 SH   SOLE   1,435,518 0 0
CSX Corp COM 126408103 59 2,263 SH   DFND 2 2,263 0 0
CST BRANDS INC COM 12646R105 344 8,790 SH   SOLE   8,790 0 0
CTS CORP COM 126501105 248 14,070 SH   SOLE   14,070 0 0
CVB FINANCIAL CORP COM 126600105 719 42,480 SH   SOLE   42,480 0 0
CVS HEALTH CORP COM 126650100 47,850 489,410 SH   DFND 1 489,410 0 0
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CVS Health Corp COM 126650100 45 459 SH   DFND 2 459 0 0
CA INC COM 12673P105 250 8,752 SH   SOLE   8,752 0 0
CABELA'S INC COM 126804301 265 5,680 SH   SOLE   5,680 0 0
Cabela's Inc COM 126804301 8 180 SH   DFND 2 180 0 0
CABLE ONE INC COM 12685J105 221 510 SH   SOLE   510 0 0
CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 201 6,290 SH   SOLE   6,290 0 0
CABOT CORP COM 127055101 296 7,230 SH   SOLE   7,230 0 0
CABOT OIL & GAS CORP COM 127097103 202 11,400 SH   SOLE   11,400 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 1,229 28,071 SH   DFND 1 28,071 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 4,901 111,951 SH   SOLE   111,951 0 0
CACI INTERNATIONAL INC CL A 127190304 6,299 67,896 SH   DFND 1 67,896 0 0
CACI INTERNATIONAL INC CL A 127190304 12,076 130,154 SH   SOLE   130,154 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 1,337 64,260 SH   SOLE   64,260 0 0
CAL-MAINE FOODS INC COM NEW 128030202 621 13,400 SH   SOLE   13,400 0 0
CALAMP CORP COM 128126109 314 15,740 SH   SOLE   15,740 0 0
CALATLANTIC GROUP INC COM 128195104 333 8,780 SH   SOLE   8,780 0 0
CALAVO GROWERS INC COM 128246105 310 6,320 SH   SOLE   6,320 0 0
CALERES INC COM 129500104 6,468 241,145 SH   SOLE   241,145 0 0
CALERES INC COM 129500104 1,672 62,330 SH   DFND 1 62,330 0 0
CALGON CARBON CORP COM 129603106 381 22,110 SH   SOLE   22,110 0 0
Calgon Carbon Corp COM 129603106 7 400 SH   DFND 2 400 0 0
CALIFORNIA RESOURCES CRP COM 13057Q107 84 36,050 SH   SOLE   36,050 0 0
California Resources Corp COM 13057Q107 0 212 SH   DFND 2 212 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 736 31,630 SH   DFND 1 31,630 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 2,611 112,200 SH   SOLE   112,200 0 0
CALLAWAY GOLF CO. COM 131193104 157 16,700 SH   DFND 1 16,700 0 0
CALLAWAY GOLF CO. COM 131193104 932 98,900 SH   SOLE   98,900 0 0
CALLON PETROLEUM COMPANY COM 13123X102 4,435 531,754 SH   SOLE   531,754 0 0
CALLON PETROLEUM COMPANY COM 13123X102 2,662 319,152 SH   DFND 1 319,152 0 0
CAMBREX CORP COM 132011107 2,046 43,450 SH   DFND 1 43,450 0 0
CAMBREX CORP COM 132011107 9,249 196,410 SH   SOLE   196,410 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 17,501 227,990 SH   DFND 1 227,990 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 25,442 331,451 SH   SOLE   331,451 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 51,144 809,240 SH   DFND 1 809,240 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 87,973 1,391,980 SH   SOLE   1,391,980 0 0
CAMPBELL SOUP COMPANY COM 134429109 2,465 46,900 SH   DFND 1 46,900 0 0
CAMPBELL SOUP COMPANY COM 134429109 10,657 202,800 SH   SOLE   202,800 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 168 24,738 SH   SOLE   24,738 0 0
Canadian National Railway Co COM 136375102 71 1,270 SH   DFND 2 970 0 300
CANADIAN NATURAL RESOURC COM 136385101 23,041 1,055,480 SH   SOLE   1,055,480 0 0
CANADIAN NATURAL RESOURC COM 136385101 7,174 328,649 SH   DFND 1 328,649 0 0
CANTEL MEDICAL CORP COM 138098108 954 15,345 SH   SOLE   15,345 0 0
CAPELLA EDUCATION CO COM 139594105 215 4,660 SH   SOLE   4,660 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 11,148 154,450 SH   DFND 1 154,450 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 30,507 422,653 SH   SOLE   422,653 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 361 41,350 SH   SOLE   41,350 0 0
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CARDINAL HEALTH INC COM 14149Y108 420 4,700 SH   DFND 1 4,700 0 0
CARDINAL HEALTH INC COM 14149Y108 2,492 27,915 SH   SOLE   27,915 0 0
Cardinal Health Inc COM 14149Y108 6 70 SH   DFND 2 70 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 2,892 191,250 SH   SOLE   191,250 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 1,108 73,256 SH   DFND 1 73,256 0 0
CARDTRONICS INC COM 14161H108 1,359 40,384 SH   DFND 1 40,384 0 0
CARDTRONICS INC COM 14161H108 4,321 128,410 SH   SOLE   128,410 0 0
CARDTRONICS INC NOTE 1.000% 14161HAG3 3,732 4,000,000 SH   SOLE   4,000,000 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 890 29,110 SH   SOLE   29,110 0 0
CAREER EDUCATION CORP COM 141665109 105 29,020 SH   SOLE   29,020 0 0
CARETRUST REIT INC COM 14174T107 270 24,652 SH   SOLE   24,652 0 0
CARLISLE COS INC COM 142339100 664 7,490 SH   SOLE   7,490 0 0
CARMAX INC COM 143130102 317 5,870 SH   SOLE   5,870 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 693 12,720 SH   SOLE   12,720 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 685 22,630 SH   SOLE   22,630 0 0
CARRIZO OIL & GAS INC COM 144577103 676 22,840 SH   SOLE   22,840 0 0
CARTER'S INC COM 146229109 532 5,980 SH   SOLE   5,980 0 0
CASEY'S GENERAL STORES INC COM 147528103 9,208 76,450 SH   DFND 1 76,450 0 0
CASEY'S GENERAL STORES INC COM 147528103 17,263 143,320 SH   SOLE   143,320 0 0
CASH AMERICA INTL INC COM 14754D100 325 10,840 SH   SOLE   10,840 0 0
CATALENT INC COM 148806102 283 11,310 SH   SOLE   11,310 0 0
CATERPILLAR INC COM 149123101 2,056 30,250 SH   DFND 1 30,250 0 0
CATERPILLAR INC COM 149123101 9,781 143,930 SH   SOLE   143,930 0 0
Caterpillar Inc COM 149123101 20 300 SH   DFND 2 300 0 0
CatchMark Timber Trust Inc CL A 14912Y202 11 943 SH   DFND 2 943 0 0
CATHAY GENERAL BANCORP COM 149150104 1,481 47,270 SH   DFND 1 47,270 0 0
CATHAY GENERAL BANCORP COM 149150104 5,415 172,830 SH   SOLE   172,830 0 0
CATO CORP CL A 149205106 416 11,290 SH   SOLE   11,290 0 0
CAVIUM INC COM 14964U108 2,534 38,562 SH   DFND 1 38,562 0 0
CAVIUM INC COM 14964U108 6,643 101,090 SH   SOLE   101,090 0 0
CEDAR FAIR LP DEPOSITRY UNIT 150185106 6,841 122,507 SH   DFND 1 122,507 0 0
CEDAR FAIR LP DEPOSITRY UNIT 150185106 10,784 193,129 SH   SOLE   193,129 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,062 149,957 SH   DFND 1 149,957 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 4,204 593,827 SH   SOLE   593,827 0 0
CELADON GROUP, INC. COM 150838100 119 12,010 SH   SOLE   12,010 0 0
CELANESE CORP COM SER A 150870103 1,204 17,881 SH   DFND 1 17,881 0 0
CELANESE CORP COM SER A 150870103 3,625 53,837 SH   SOLE   53,837 0 0
CELGENE CORP COM 151020104 2,648 22,110 SH   SOLE   22,110 0 0
Celgene Corp COM 151020104 839 7,005 SH   DFND 2 7,005 0 0
CENTENE CORP COM 15135B101 12,687 192,780 SH   SOLE   192,780 0 0
CENTENE CORP COM 15135B101 3,731 56,700 SH   DFND 1 56,700 0 0
CENTERPOINT ENERGY INC COM 15189T107 224 12,223 SH   SOLE   12,223 0 0
CenterPoint Energy Inc COM 15189T107 7 357 SH   DFND 2 357 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 191 14,080 SH   SOLE   14,080 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 295 13,400 SH   SOLE   13,400 0 0
CENTURY ALUMINUM COMPANY COM 156431108 93 21,010 SH   SOLE   21,010 0 0
CENTURYLINK INC COM 156700106 386 15,345 SH   SOLE   15,345 0 0
CERNER CORP COM 156782104 38,606 641,619 SH   DFND 1 641,619 0 0
CERNER CORP COM 156782104 91,815 1,525,933 SH   SOLE   1,525,933 0 0
CEVA INC COM 157210105 206 8,830 SH   SOLE   8,830 0 0
CHARLES RIVER LABORATORIES COM 159864107 432 5,380 SH   SOLE   5,380 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 232 12,890 SH   SOLE   12,890 0 0
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CHATHAM LODGING TRUST COM 16208T102 1,179 57,587 SH   SOLE   57,587 0 0
CHECKPOINT SYSTEMS INC COM 162825103 115 18,370 SH   SOLE   18,370 0 0
CHEESECAKE FACTORY (THE) COM 163072101 14,722 319,290 SH   DFND 1 319,290 0 0
CHEESECAKE FACTORY (THE) COM 163072101 18,669 404,880 SH   SOLE   404,880 0 0
CHEGG INC COM 163092109 236 35,090 SH   DFND 1 35,090 0 0
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CHEMED CORP COM 16359R103 1,085 7,240 SH   SOLE   7,240 0 0
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Chemours Co/The COM 163851108 0 50 SH   DFND 2 50 0 0
CHEMTURA CORP COM NEW 163893209 15,525 569,310 SH   SOLE   569,310 0 0
CHEMTURA CORP COM NEW 163893209 8,985 329,482 SH   DFND 1 329,482 0 0
Cheniere Energy Inc COM NEW 16411R208 1 23 SH   DFND 2 23 0 0
CHESAPEAKE ENERGY CORP COM 165167107 67 14,790 SH   SOLE   14,790 0 0
Chesapeake Energy Corp COM 165167107 2 340 SH   DFND 2 340 0 0
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CHEVRON CORP COM 166764100 74,750 830,929 SH   DFND 1 830,929 0 0
CHEVRON CORP COM 166764100 162,801 1,809,708 SH   SOLE   1,809,708 0 0
Chevron Corp COM 166764100 127 1,416 SH   DFND 2 1,416 0 0
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CHOICE HOTELS INTL INC COM 169905106 386 7,650 SH   DFND 1 7,650 0 0
CHOICE HOTELS INTL INC COM 169905106 1,248 24,760 SH   SOLE   24,760 0 0
Chubb Corp/The COM 171232101 4 30 SH   DFND 2 30 0 0
CHURCH & DWIGHT CO INC COM 171340102 314 3,700 SH   SOLE   3,700 0 0
CIBER INC COM 17163B102 109 31,130 SH   SOLE   31,130 0 0
CIENA CORP COM NEW 171779309 1,585 76,607 SH   DFND 1 76,607 0 0
CIENA CORP COM NEW 171779309 5,067 244,917 SH   SOLE   244,917 0 0
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CIMAREX ENERGY CO COM 171798101 9,408 105,260 SH   DFND 1 105,260 0 0
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CIRCOR INTERNATIONAL INC COM 17273K109 816 19,352 SH   DFND 1 19,352 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 3,255 77,214 SH   SOLE   77,214 0 0
CIRRUS LOGIC INC. COM 172755100 816 27,620 SH   SOLE   27,620 0 0
CISCO SYSTEMS INC COM 17275R102 58,831 2,166,490 SH   DFND 1 2,166,490 0 0
CISCO SYSTEMS INC COM 17275R102 141,462 5,209,420 SH   SOLE   5,209,420 0 0
Cisco Systems Inc COM 17275R102 184 6,783 SH   DFND 2 5,183 0 1,600
CINTAS CORP COM 172908105 223 2,450 SH   SOLE   2,450 0 0
CITIGROUP INC COM NEW 172967424 75,344 1,455,920 SH   DFND 1 1,455,920 0 0
CITIGROUP INC COM NEW 172967424 158,404 3,060,951 SH   SOLE   3,060,951 0 0
CITIGROUP INC COM NEW 172967424 27 525 SH   DFND 2 525 0 0
CITRIX SYSTEMS INC COM 177376100 972 12,853 SH   SOLE   12,853 0 0
CITRIX SYSTEMS INC NOTE 0.500% 177376AD2 1,857 1,700,000 SH   SOLE   1,700,000 0 0
CITY HOLDING CO COM 177835105 301 6,590 SH   SOLE   6,590 0 0
CITY OFFICE REIT INC COM 178587101 218 17,861 SH   SOLE   17,861 0 0
CLARCOR INC COM 179895107 10,600 213,360 SH   DFND 1 213,360 0 0
CLARCOR INC COM 179895107 18,061 363,540 SH   SOLE   363,540 0 0
CLAYMORE/MAC GLBL SOLAR ENRG GUG MULTI ASSET 18383M506 441 24,275 SH   DFND 1 24,275 0 0
CLAYMORE/MAC GLBL SOLAR ENRG GUG MULTI ASSET 18383M506 200 11,025 SH   SOLE   11,025 0 0
CLEAN HARBORS INC COM 184496107 251 6,020 SH   SOLE   6,020 0 0
Clean Energy Fuels Corp COM 184499101 2 475 SH   DFND 2 475 0 0
CLEARWATER PAPER CORP COM 18538R103 388 8,522 SH   DFND 1 8,522 0 0
CLEARWATER PAPER CORP COM 18538R103 1,748 38,403 SH   SOLE   38,403 0 0
CLIFTON BANCORP INC COM 186873105 384 26,810 SH   DFND 1 26,810 0 0
CLIFTON BANCORP INC COM 186873105 1,391 97,030 SH   SOLE   97,030 0 0
CLOROX CO COM 189054109 459 3,620 SH   SOLE   3,620 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 53 25,370 SH   SOLE   25,370 0 0
Clough Global Allocation Fund/ COM 18913Y103 7 500 SH   DFND 2 500 0 0
Clough Global Opportunities Fu SH BEN INT 18914E106 5 500 SH   DFND 2 500 0 0
COACH INC COM 189754104 257 7,860 SH   SOLE   7,860 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 5,751 1,065,042 SH   DFND 1 1,065,042 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 18,461 3,418,693 SH   SOLE   3,418,693 0 0
COBIZ FINANCIAL INC COM 190897108 6,315 470,588 SH   DFND 1 470,588 0 0
COBIZ FINANCIAL INC COM 190897108 14,821 1,104,395 SH   SOLE   1,104,395 0 0
COCA-COLA CO COM 191216100 39,442 918,110 SH   SOLE   918,110 0 0
COCA-COLA CO COM 191216100 10,318 240,180 SH   DFND 1 240,180 0 0
Coca-Cola Co/The COM 191216100 710 16,537 SH   DFND 2 16,537 0 0
COCA-COLA ENTERPRISES COM 19122T109 290 5,880 SH   SOLE   5,880 0 0
COGNEX CORP COM 192422103 7,635 226,100 SH   SOLE   226,100 0 0
COGNEX CORP COM 192422103 2,608 77,218 SH   DFND 1 77,218 0 0
COGNIZANT TECH SOLUTIONS CORP CL A 192446102 1,488 24,800 SH   DFND 1 24,800 0 0
COGNIZANT TECH SOLUTIONS CORP CL A 192446102 7,287 121,410 SH   SOLE   121,410 0 0
COHERENT INC COM 192479103 1,074 16,500 SH   DFND 1 16,500 0 0
COHERENT INC COM 192479103 4,164 63,950 SH   SOLE   63,950 0 0
COHEN & STEERS REIT AND PREFER COM 19247X100 915 49,600 SH   DFND 1 49,600 0 0
COHEN & STEERS REIT AND PREFER COM 19247X100 446 24,200 SH   SOLE   24,200 0 0
COHU INC COM 192576106 129 10,710 SH   SOLE   10,710 0 0
COLGATE-PALMOLIVE CO COM 194162103 1,679 25,200 SH   SOLE   25,200 0 0
Colgate-Palmolive Co COM 194162103 15 218 SH   DFND 2 218 0 0
COLONY CAPITAL INC CL A 19624R106 200 10,250 SH   SOLE   10,250 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 1,343 41,314 SH   DFND 1 41,314 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 5,674 174,537 SH   SOLE   174,537 0 0
COLUMBIA PIPELINE GROUP COM 198280109 14,459 722,970 SH   DFND 1 722,970 0 0
COLUMBIA PIPELINE GROUP COM 198280109 15,312 765,580 SH   SOLE   765,580 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 263 11,200 SH   SOLE   11,200 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 1,194 42,014 SH   DFND 1 42,014 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 4,776 168,055 SH   SOLE   168,055 0 0
COMCAST CORP CL A 20030N101 169,773 3,008,561 SH   SOLE   3,008,561 0 0
COMCAST CORP CL A 20030N101 77,077 1,365,888 SH   DFND 1 1,365,888 0 0
Comcast Corp CL A 20030N101 76 1,350 SH   DFND 2 1,350 0 0
COMERICA INC COM 200340107 10,955 261,900 SH   DFND 1 261,900 0 0
COMERICA INC COM 200340107 28,929 691,580 SH   SOLE   691,580 0 0
COMMERCE BANCSHARES INC. COM 200525103 419 9,850 SH   DFND 1 9,850 0 0
COMMERCE BANCSHARES INC. COM 200525103 1,874 44,060 SH   SOLE   44,060 0 0
COMMERCIAL METALS CO COM 201723103 184 13,410 SH   SOLE   13,410 0 0
COMMUNICATIONS SALES & LEASING COM 20341J104 464 24,840 SH   SOLE   24,840 0 0
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COMMUNITY HEALTH SYSTEMS INC COM 203668108 360 13,566 SH   SOLE   13,566 0 0
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COPART, INC. COM 217204106 6,080 159,970 SH   SOLE   159,970 0 0
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Corning Inc COM 219350105 23 1,250 SH   DFND 2 1,250 0 0
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COUSINS PROPERTIES INC COM 222795106 1,519 161,090 SH   SOLE   161,090 0 0
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CRANE CO. COM 224399105 272 5,680 SH   SOLE   5,680 0 0
CREE INC COM 225447101 318 11,920 SH   SOLE   11,920 0 0
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CVENT INC COM 23247G109 439 12,580 SH   DFND 1 12,580 0 0
CVENT INC COM 23247G109 1,589 45,530 SH   SOLE   45,530 0 0
CYNOSURE INC CL A 232577205 436 9,770 SH   SOLE   9,770 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 378 38,510 SH   SOLE   38,510 0 0
CYRUSONE INC COM 23283R100 850 22,700 SH   SOLE   22,700 0 0
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EXAR CORP. COM 300645108 127 20,780 SH   SOLE   20,780 0 0
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EXAMWORKS GROUP INC COM 30066A105 11,088 416,854 SH   SOLE   416,854 0 0
EXELON CORP COM 30161N101 723 26,024 SH   SOLE   26,024 0 0
Exelon Corp COM 30161N101 198 7,133 SH   DFND 2 6,313 0 820
EXLSERVICE HOLDINGS INC COM 302081104 686 15,260 SH   DFND 1 15,260 0 0
EXLSERVICE HOLDINGS INC COM 302081104 3,187 70,940 SH   SOLE   70,940 0 0
EXPEDIA INC COM NEW 30212P303 2,429 19,545 SH   DFND 1 19,545 0 0
EXPEDIA INC COM NEW 30212P303 7,586 61,033 SH   SOLE   61,033 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,196 48,700 SH   DFND 1 48,700 0 0
EXPEDITORS INTL WASH INC COM 302130109 9,494 210,510 SH   SOLE   210,510 0 0
EXPONENT INC COM 30214U102 556 11,140 SH   SOLE   11,140 0 0
EXPRESS INC COM 30219E103 531 30,710 SH   SOLE   30,710 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 11,556 132,200 SH   DFND 1 132,200 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 31,882 364,745 SH   SOLE   364,745 0 0
Express Scripts Holding Co COM 30219G108 8 92 SH   DFND 2 92 0 0
EXTRA SPACE STORAGE INC COM 30225T102 4,418 50,080 SH   DFND 1 50,080 0 0
EXTRA SPACE STORAGE INC COM 30225T102 11,690 132,520 SH   SOLE   132,520 0 0
EXTERRAN CORP COM 30227H106 245 15,285 SH   SOLE   15,285 0 0
EZCORP INC CL A NON VTG 302301106 110 22,140 SH   SOLE   22,140 0 0
EXXON MOBIL CORP COM 30231G102 9,937 127,480 SH   DFND 1 127,480 0 0
EXXON MOBIL CORP COM 30231G102 50,985 654,070 SH   SOLE   654,070 0 0
Exxon Mobil Corp COM 30231G102 753 9,662 SH   DFND 2 9,462 0 200
FEI COMPANY COM 30241L109 7,523 94,280 SH   DFND 1 94,280 0 0
FEI COMPANY COM 30241L109 13,016 163,130 SH   SOLE   163,130 0 0
FLIR SYSTEMS INC COM 302445101 494 17,600 SH   DFND 1 17,600 0 0
FLIR SYSTEMS INC COM 302445101 1,710 60,930 SH   SOLE   60,930 0 0
FMC CORP COM NEW 302491303 6,442 164,634 SH   SOLE   164,634 0 0
FMC CORP COM NEW 302491303 2,222 56,789 SH   DFND 1 56,789 0 0
FNB CORP COM 302520101 4,920 368,780 SH   SOLE   368,780 0 0
FNB CORP COM 302520101 1,061 79,540 SH   DFND 1 79,540 0 0
FTD COS INC COM 30281V108 206 7,870 SH   SOLE   7,870 0 0
FTI CONSULTING INC COM 302941109 4,738 136,700 SH   DFND 1 136,700 0 0
FTI CONSULTING INC COM 302941109 8,642 249,323 SH   SOLE   249,323 0 0
FACEBOOK INC CL A 30303M102 76,385 729,840 SH   DFND 1 729,840 0 0
FACEBOOK INC CL A 30303M102 223,373 2,134,277 SH   SOLE   2,134,277 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 780 4,800 SH   SOLE   4,800 0 0
FAIR ISAAC CORP COM 303250104 338 3,590 SH   SOLE   3,590 0 0
FAIRCHILD SEMICON INTERNATIO COM 303726103 271 13,090 SH   SOLE   13,090 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 717 44,589 SH   SOLE   44,589 0 0
FARO TECHNOLOGIES, INC. COM 311642102 224 7,580 SH   SOLE   7,580 0 0
FASTENAL CO COM 311900104 333 8,150 SH   SOLE   8,150 0 0
Fastenal Co COM 311900104 16 400 SH   DFND 2 400 0 0
FEDL HOME LN MTG CRP SER 1053 CL 1053-G 312905FG2 0 30,000 SH   DFND 2 30,000 0 0
FEDL HOME LN MTG CRP SER 1395 CL G 312912MK1 0 10,000 SH   DFND 2 10,000 0 0
FEDL NATL MTG ASSN POOL #176325 31367QYW8 0 20,000 SH   DFND 2 20,000 0 0
FEDL NATL MTG ASSN POOL #253794 31371J3B8 0 10,000 SH   DFND 2 10,000 0 0
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 219 1,500 SH   DFND 1 1,500 0 0
FEDERAL REALTY INVES TRUST SH BEN INT NEW 313747206 4,411 30,195 SH   SOLE   30,195 0 0
FEDERAL SIGNAL CORP COM 313855108 744 46,918 SH   DFND 1 46,918 0 0
FEDERAL SIGNAL CORP COM 313855108 3,389 213,842 SH   SOLE   213,842 0 0
FEDL NATL MTG ASSN SER 2002-67 CL PE 31392E6F2 3 12,000 SH   DFND 2 12,000 0 0
FEDL NATL MTG ASSN SER 2010-68 CL JA 31398TGK1 2 55,000 SH   DFND 2 55,000 0 0
FEDL NATL MTG ASSN SER 2010-68 CL TA 31398THB0 3 55,000 SH   DFND 2 55,000 0 0
FEDERATED INVESTORS INC CL B 314211103 313 10,940 SH   SOLE   10,940 0 0
FEDEX CORP COM 31428X106 1,107 7,430 SH   SOLE   7,430 0 0
FedEx Corp COM 31428X106 28 186 SH   DFND 2 186 0 0
FELCOR LODGING TRUST INC COM 31430F101 857 117,353 SH   SOLE   117,353 0 0
FELCOR LODGING TRUST INC COM 31430F101 161 22,090 SH   DFND 1 22,090 0 0
F5 NETWORKS INC COM 315616102 6,472 66,746 SH   SOLE   66,746 0 0
F5 NETWORKS INC COM 315616102 1,898 19,571 SH   DFND 1 19,571 0 0
FIDELITY NATIONAL INFORMATION COM 31620M106 470 7,760 SH   SOLE   7,760 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 31620RAE5 18,963 9,925,000 SH   SOLE   9,925,000 0 0
FIFTH THIRD BANCORP COM 316773100 3,797 188,920 SH   DFND 1 188,920 0 0
FIFTH THIRD BANCORP COM 316773100 15,715 781,834 SH   SOLE   781,834 0 0
FIFTH STREET FINANCE COR NOTE 5.375% 31679BAC4 3,467 3,450,000 SH   SOLE   3,450,000 0 0
FINANCIAL ENGINES INC COM 317485100 743 22,080 SH   SOLE   22,080 0 0
THE FINISH LINE- CL A CL A 317923100 5,651 312,558 SH   SOLE   312,558 0 0
THE FINISH LINE- CL A CL A 317923100 1,481 81,925 SH   DFND 1 81,925 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 452 12,580 SH   SOLE   12,580 0 0
FIRST BANCORP COM NEW 318672706 161 49,393 SH   SOLE   49,393 0 0
FIRST CASH FINANCIAL SERVICES COM 31942D107 449 12,000 SH   SOLE   12,000 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 982 108,305 SH   DFND 1 108,305 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 3,903 430,270 SH   SOLE   430,270 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 555 14,680 SH   SOLE   14,680 0 0
FIRST FINANCIAL BANCORP COM 320209109 480 26,560 SH   SOLE   26,560 0 0
FIRST FINANCIAL BANKSHARES INC COM 32020R109 860 28,500 SH   SOLE   28,500 0 0
FIRST FINANCIAL CORP/IN COM 320218100 302 8,890 SH   DFND 1 8,890 0 0
FIRST FINANCIAL CORP/IN COM 320218100 1,095 32,220 SH   SOLE   32,220 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 363 25,030 SH   DFND 1 25,030 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 1,581 108,880 SH   SOLE   108,880 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 980 44,290 SH   DFND 1 44,290 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 4,449 201,026 SH   SOLE   201,026 0 0
FIRST INTERSTATE BANCSYSTEM IN COM CL A 32055Y201 624 21,450 SH   SOLE   21,450 0 0
FIRST MIDWEST BANCORP INC COM 320867104 1,916 103,980 SH   DFND 1 103,980 0 0
FIRST MIDWEST BANCORP INC COM 320867104 7,532 408,662 SH   SOLE   408,662 0 0
FIRST NBC BANK HOLDING CO COM 32115D106 262 7,010 SH   DFND 1 7,010 0 0
FIRST NBC BANK HOLDING CO COM 32115D106 1,199 32,080 SH   SOLE   32,080 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 445 41,030 SH   SOLE   41,030 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 788 69,110 SH   DFND 1 69,110 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 3,143 275,702 SH   SOLE   275,702 0 0
FIRST REPUBLIC BANK COM 33616C100 52,678 797,420 SH   SOLE   797,420 0 0
FIRST REPUBLIC BANK COM 33616C100 35,979 544,645 SH   DFND 1 544,645 0 0
First Trust Advisors LP COM SHS 33734K109 4,616 106,713 SH   DFND 2 105,468 0 1,245
First Trust Advisors LP FINLS ALPHADEX 33734X135 96 4,160 SH   DFND 2 4,160 0 0
First Trust Advisors LP HLTH CARE ALPH 33734X143 1,753 29,005 SH   DFND 2 28,372 0 633
First Trust Advisors LP TECH ALPHADEX 33734X176 54 1,635 SH   DFND 2 1,635 0 0
First Trust Advisors LP UTILITIES ALPH 33734X184 2 95 SH   DFND 2 95 0 0
First Trust Advisors LP FIRST TR TA HIYL 33738D408 1,299 27,651 SH   DFND 2 26,101 0 1,550
FIRST TRUST HIGH INCOME LONG/S COM 33738E109 592 42,061 SH   DFND 1 42,061 0 0
FIRST TRUST HIGH INCOME LONG/S COM 33738E109 945 67,148 SH   SOLE   67,148 0 0
First Trust Advisors LP RBA INDL ETF 33738R704 14 825 SH   DFND 2 825 0 0
FISERV INC COM 337738108 587 6,420 SH   SOLE   6,420 0 0
FIRSTMERIT CORP COM 337915102 358 19,208 SH   SOLE   19,208 0 0
FIRSTENERGY CORP. COM 337932107 522 16,453 SH   DFND 1 16,453 0 0
FIRSTENERGY CORP. COM 337932107 2,068 65,181 SH   SOLE   65,181 0 0
FirstEnergy Corp COM 337932107 13 424 SH   DFND 2 424 0 0
FIVE BELOW INC COM 33829M101 752 23,440 SH   SOLE   23,440 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 630 4,410 SH   DFND 1 4,410 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,647 18,520 SH   SOLE   18,520 0 0
FLOTEK INDUSTRIES INC COM 343389102 261 22,830 SH   SOLE   22,830 0 0
FLOWERS FOODS INC COM 343498101 4,605 214,270 SH   DFND 1 214,270 0 0
FLOWERS FOODS INC COM 343498101 17,464 812,645 SH   SOLE   812,645 0 0
FLOWSERVE CORPORATION COM 34354P105 481 11,420 SH   DFND 1 11,420 0 0
FLOWSERVE CORPORATION COM 34354P105 1,716 40,790 SH   SOLE   40,790 0 0
FOOT LOCKER INC COM 344849104 1,026 15,770 SH   SOLE   15,770 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,867 132,500 SH   DFND 1 132,500 0 0
FORD MOTOR CO COM PAR $0.01 345370860 8,029 569,831 SH   SOLE   569,831 0 0
Ford Motor Co COM PAR $0.01 345370860 184 13,034 SH   DFND 2 13,034 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 345550AP2 2,203 1,900,000 SH   SOLE   1,900,000 0 0
FORESTAR GROUP INC COM 346233109 157 14,390 SH   SOLE   14,390 0 0
FORTINET INC COM 34959E109 7,726 247,858 SH   SOLE   247,858 0 0
FORTINET INC COM 34959E109 2,397 76,889 SH   DFND 1 76,889 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 4,554 82,052 SH   DFND 1 82,052 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 14,707 264,994 SH   SOLE   264,994 0 0
Fortune Brands Home & Security COM 34964C106 9 168 SH   DFND 2 168 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 385 30,900 SH   SOLE   30,900 0 0
FORWARD AIR CORPORATION COM 349853101 570 13,260 SH   SOLE   13,260 0 0
FOSSIL GROUP, INC. COM 34988V106 561 15,341 SH   DFND 1 15,341 0 0
FOSSIL GROUP, INC. COM 34988V106 1,863 50,965 SH   SOLE   50,965 0 0
FOUR CORNERS PROPERTY TRUST IN COM 35086T109 399 16,530 SH   SOLE   16,530 0 0
Four Corners Property Trust In COM 35086T109 1 62 SH   DFND 2 0 0 62
FRANCESCA'S HOLDINGS CORP COM 351793104 312 17,930 SH   SOLE   17,930 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 3,063 113,301 SH   SOLE   113,301 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 723 26,751 SH   DFND 1 26,751 0 0
FRANKLIN RESOURCES INC COM 354613101 392 10,650 SH   SOLE   10,650 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 404 39,030 SH   DFND 1 39,030 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 2,001 193,290 SH   SOLE   193,290 0 0
FRED'S INC CL A 356108100 543 33,178 SH   DFND 1 33,178 0 0
FRED'S INC CL A 356108100 2,210 135,014 SH   SOLE   135,014 0 0
FREEPORT-MCMORAN INC CL B 35671D857 995 147,025 SH   DFND 1 147,025 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,442 508,432 SH   SOLE   508,432 0 0
Freeport-McMoRan Inc CL B 35671D857 3 465 SH   DFND 2 465 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 153 32,838 SH   SOLE   32,838 0 0
Frontier Communications Corp COM 35906A108 2 481 SH   DFND 2 481 0 0
HB FULLER CO COM 359694106 791 21,680 SH   SOLE   21,680 0 0
FULTON FINANCIAL CORP COM 360271100 262 20,140 SH   SOLE   20,140 0 0
G & K SERVICES INC. CL A 361268105 1,315 20,902 SH   DFND 1 20,902 0 0
G & K SERVICES INC. CL A 361268105 5,302 84,286 SH   SOLE   84,286 0 0
GATX CORP COM 361448103 208 4,900 SH   SOLE   4,900 0 0
GEO GROUP INC/THE COM 36162J106 1,385 47,916 SH   SOLE   47,916 0 0
GOVT NATL MTG ASSN II POOL #2284 36202CRD7 0 35,000 SH   DFND 2 35,000 0 0
GOVT NATL MTG ASSN II POOL #3260 36202DTR2 2 65,000 SH   DFND 2 65,000 0 0
GOVT NATL MTG ASSN POOL #393000 36205KRV6 0 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #192919 36217GG43 0 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #290865 36220XCA1 0 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #302933 36223BPS3 0 30,000 SH   DFND 2 30,000 0 0
GOVT NATL MTG ASSN POOL #307600 36223GUZ0 0 35,000 SH   DFND 2 35,000 0 0
GOVT NATL MTG ASSN POOL #309730 36223KA75 0 30,000 SH   DFND 2 30,000 0 0
GOVT NATL MTG ASSN POOL #310604 36223LAD0 0 75,000 SH   DFND 2 75,000 0 0
GOVT NATL MTG ASSN POOL #325336 36224DLR4 0 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #327767 36224GCC0 0 50,000 SH   DFND 2 50,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 7,657 172,998 SH   DFND 1 172,998 0 0
G-III APPAREL GROUP LTD COM 36237H101 15,276 345,142 SH   SOLE   345,142 0 0
GOVT NATL MTG ASSN POOL #782469 36241KW61 2 25,150 SH   DFND 2 25,150 0 0
AUTHUR J GALLAGHER & CO COM 363576109 1,863 45,509 SH   DFND 1 45,509 0 0
AUTHUR J GALLAGHER & CO COM 363576109 7,015 171,338 SH   SOLE   171,338 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 217 7,800 SH   SOLE   7,800 0 0
GANNETT CO INC COM 36473H104 806 49,470 SH   SOLE   49,470 0 0
GARTNER INC COM 366651107 2,339 25,783 SH   DFND 1 25,783 0 0
GARTNER INC COM 366651107 7,895 87,045 SH   SOLE   87,045 0 0
Generac Holdings Inc COM 368736104 5 180 SH   DFND 2 180 0 0
GENERAL CABLE CORP COM 369300108 283 21,080 SH   SOLE   21,080 0 0
GENERAL COMMUNICATION INC CL A 369385109 250 12,650 SH   SOLE   12,650 0 0
GENERAL DYNAMICS CORP COM 369550108 1,140 8,300 SH   SOLE   8,300 0 0
GENERAL ELECTRIC CO COM 369604103 8,258 265,097 SH   SOLE   265,097 0 0
General Electric Co COM 369604103 980 31,467 SH   DFND 2 30,967 0 500
GENERAL GROWTH PROPERTIES COM 370023103 919 33,780 SH   DFND 1 33,780 0 0
GENERAL GROWTH PROPERTIES COM 370023103 6,052 222,435 SH   SOLE   222,435 0 0
GENERAL MILLS INC COM 370334104 967 16,770 SH   SOLE   16,770 0 0
General Mills Inc COM 370334104 35 600 SH   DFND 2 100 0 500
GENERAL MOTORS CO COM 37045V100 432 12,700 SH   DFND 1 12,700 0 0
GENERAL MOTORS CO COM 37045V100 2,035 59,828 SH   SOLE   59,828 0 0
General Motors Co COM 37045V100 5 150 SH   DFND 2 150 0 0
GENESCO INC. COM 371532102 541 9,520 SH   SOLE   9,520 0 0
GENESEE & WYOMING INC CL A 371559105 348 6,490 SH   SOLE   6,490 0 0
GENTEX CORP COM 371901109 538 33,600 SH   SOLE   33,600 0 0
Genesis Energy LP UNIT LTD PARTN 371927104 7 200 SH   DFND 2 200 0 0
GENUINE PARTS COMPANY COM 372460105 362 4,220 SH   SOLE   4,220 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 104 27,760 SH   DFND 1 27,760 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 550 147,505 SH   SOLE   147,505 0 0
GENTHERM INC COM 37253A103 740 15,620 SH   SOLE   15,620 0 0
GERMAN AMERICAN BANCORP INC COM 373865104 626 18,800 SH   SOLE   18,800 0 0
GETTY REALTY CORP COM 374297109 1,038 60,530 SH   SOLE   60,530 0 0
GETTY REALTY CORP COM 374297109 222 12,950 SH   DFND 1 12,950 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 1,128 44,353 SH   DFND 1 44,353 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 4,405 173,145 SH   SOLE   173,145 0 0
GILEAD SCIENCES INC COM 375558103 42,688 421,862 SH   DFND 1 421,862 0 0
GILEAD SCIENCES INC COM 375558103 113,182 1,118,507 SH   SOLE   1,118,507 0 0
Gilead Sciences Inc COM 375558103 19 192 SH   DFND 2 192 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 16,092 3,600,000 SH   SOLE   3,600,000 0 0
GLACIER BANCORP INC COM 37637Q105 967 36,459 SH   DFND 1 36,459 0 0
GLACIER BANCORP INC COM 37637Q105 4,364 164,512 SH   SOLE   164,512 0 0
GLATFELTER COM 377316104 344 18,680 SH   SOLE   18,680 0 0
GlaxoSmithKline PLC SPONSORED ADR 37733W105 103 2,555 SH   DFND 2 2,555 0 0
GLOBAL PAYMENTS INC COM 37940X102 966 14,970 SH   SOLE   14,970 0 0
GLOBUS MEDICAL INC CL A 379577208 1,859 66,820 SH   SOLE   66,820 0 0
GLOBUS MEDICAL INC CL A 379577208 573 20,610 SH   DFND 1 20,610 0 0
GLU MOBILE INC COM 379890106 133 54,600 SH   DFND 1 54,600 0 0
GLU MOBILE INC COM 379890106 480 197,490 SH   SOLE   197,490 0 0
GOLDCORP INC COM 380956409 1,483 128,313 SH   DFND 1 128,313 0 0
GOLDCORP INC COM 380956409 4,762 411,900 SH   SOLE   411,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,001 11,100 SH   SOLE   11,100 0 0
GOLUB CAPITAL BDC INC COM 38173M102 2,993 180,000 SH   DFND 1 180,000 0 0
GOLUB CAPITAL BDC INC COM 38173M102 1,996 120,000 SH   SOLE   120,000 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 246 7,520 SH   SOLE   7,520 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 593 37,341 SH   SOLE   37,341 0 0
GRACO INC COM 384109104 462 6,410 SH   SOLE   6,410 0 0
GRAHAM HOLDINGS CO COM 384637104 247 510 SH   SOLE   510 0 0
WW GRAINGER INC COM 384802104 330 1,630 SH   SOLE   1,630 0 0
WW Grainger Inc COM 384802104 6 30 SH   DFND 2 30 0 0
GRANITE CONSTRUCTION INC COM 387328107 12,199 284,295 SH   DFND 1 284,295 0 0
GRANITE CONSTRUCTION INC COM 387328107 20,155 469,706 SH   SOLE   469,706 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 360 28,040 SH   DFND 1 28,040 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 1,166 90,910 SH   SOLE   90,910 0 0
GRAY TELEVISION INC COM 389375106 591 36,240 SH   SOLE   36,240 0 0
GREAT PLAINS ENERGY INC COM 391164100 484 17,733 SH   SOLE   17,733 0 0
GREAT WESTERN BANCORP INC COM 391416104 699 24,070 SH   DFND 1 24,070 0 0
GREAT WESTERN BANCORP INC COM 391416104 2,531 87,200 SH   SOLE   87,200 0 0
GREATBATCH INC. COM 39153L106 7,790 148,380 SH   DFND 1 148,380 0 0
GREATBATCH INC. COM 39153L106 13,021 248,020 SH   SOLE   248,020 0 0
GREEN BANCORP INC COM 39260X100 738 70,416 SH   DFND 1 70,416 0 0
GREEN BANCORP INC COM 39260X100 2,672 254,944 SH   SOLE   254,944 0 0
GREEN DOT CORP CL A 39304D102 330 20,120 SH   SOLE   20,120 0 0
GREEN PLAINS INC COM 393222104 228 9,950 SH   DFND 1 9,950 0 0
GREEN PLAINS INC COM 393222104 1,312 57,290 SH   SOLE   57,290 0 0
GREENBRIER COMPANIES IND COM 393657101 384 11,780 SH   SOLE   11,780 0 0
GREENHILL & CO INC COM 395259104 336 11,730 SH   SOLE   11,730 0 0
GRIFFON CORP COM 398433102 289 16,220 SH   SOLE   16,220 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 734 9,690 SH   SOLE   9,690 0 0
Grupo Aeroportuario del Surest SPON ADR SER B 40051E202 34 245 SH   DFND 2 245 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 10,161 168,895 SH   DFND 1 168,895 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 20,301 337,452 SH   SOLE   337,452 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 51 10,900 SH   SOLE   10,900 0 0
GULFPORT ENERGY CORP COM NEW 402635304 438 17,810 SH   DFND 1 17,810 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,724 70,170 SH   SOLE   70,170 0 0
H&E EQUIPMENT SERVICES COM 404030108 458 26,230 SH   DFND 1 26,230 0 0
H&E EQUIPMENT SERVICES COM 404030108 1,189 68,028 SH   SOLE   68,028 0 0
HCA HOLDINGS INC COM 40412C101 2,324 34,360 SH   DFND 1 34,360 0 0
HCA HOLDINGS INC COM 40412C101 10,374 153,390 SH   SOLE   153,390 0 0
HCP INC COM 40414L109 4,492 117,462 SH   SOLE   117,462 0 0
HCP INC COM 40414L109 784 20,500 SH   DFND 1 20,500 0 0
HCI GROUP INC COM 40416E103 612 17,560 SH   SOLE   17,560 0 0
HFF INC CL A 40418F108 515 16,560 SH   DFND 1 16,560 0 0
HFF INC CL A 40418F108 2,383 76,690 SH   SOLE   76,690 0 0
HNI CORP COM 404251100 6,226 172,656 SH   DFND 1 172,656 0 0
HNI CORP COM 404251100 9,988 276,980 SH   SOLE   276,980 0 0
HMS HOLDINGS CORP COM 40425J101 454 36,780 SH   SOLE   36,780 0 0
HP INC COM 40434L105 606 51,146 SH   SOLE   51,146 0 0
Hewlett-Packard Co COM 40434L105 7 625 SH   DFND 2 625 0 0
HAEMONETICS CORP. COM 405024100 702 21,760 SH   SOLE   21,760 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 2,636 65,258 SH   SOLE   65,258 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 718 17,777 SH   DFND 1 17,777 0 0
HALLIBURTON CO COM 406216101 4,107 120,650 SH   DFND 1 120,650 0 0
HALLIBURTON CO COM 406216101 18,134 532,730 SH   SOLE   532,730 0 0
Halliburton Co COM 406216101 85 2,510 SH   DFND 2 2,510 0 0
Halyard Health Inc COM 40650V100 2 47 SH   DFND 2 47 0 0
HANCOCK HOLDING CO COM 410120109 258 10,260 SH   DFND 1 10,260 0 0
HANCOCK HOLDING CO COM 410120109 1,159 46,030 SH   SOLE   46,030 0 0
HANESBRANDS INC COM 410345102 326 11,090 SH   SOLE   11,090 0 0
Hanesbrands Inc COM 410345102 3 100 SH   DFND 2 100 0 0
HANGER INC COM NEW 41043F208 247 15,030 SH   SOLE   15,030 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 20,306 856,062 SH   SOLE   856,062 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 12,179 513,439 SH   DFND 1 513,439 0 0
HANOVER INSURANCE GROUP INC COM 410867105 1,429 17,570 SH   DFND 1 17,570 0 0
HANOVER INSURANCE GROUP INC COM 410867105 5,045 62,020 SH   SOLE   62,020 0 0
HARLEY-DAVIDSON INC COM 412822108 14,651 322,771 SH   DFND 1 322,771 0 0
HARLEY-DAVIDSON INC COM 412822108 37,797 832,712 SH   SOLE   832,712 0 0
Harley-Davidson Inc COM 412822108 14 310 SH   DFND 2 160 0 150
HARMAN INTERNATIONAL COM 413086109 3,961 42,043 SH   DFND 1 42,043 0 0
HARMAN INTERNATIONAL COM 413086109 10,696 113,538 SH   SOLE   113,538 0 0
HARMONIC INC COM 413160102 115 28,290 SH   DFND 1 28,290 0 0
HARMONIC INC COM 413160102 570 140,140 SH   SOLE   140,140 0 0
HARRIS CORPORATION COM 413875105 303 3,490 SH   SOLE   3,490 0 0
HARSCO CORP COM 415864107 282 35,800 SH   SOLE   35,800 0 0
HARTE-HANKS INC COM 416196103 66 20,360 SH   SOLE   20,360 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 19,591 450,790 SH   SOLE   450,790 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 4,933 113,510 SH   DFND 1 113,510 0 0
Hartford Financial Services Gr COM 416515104 19 434 SH   DFND 2 434 0 0
HASBRO INC COM 418056107 212 3,140 SH   SOLE   3,140 0 0
HATTERAS FINANCIAL CORP COM 41902R103 778 59,141 SH   DFND 1 59,141 0 0
HATTERAS FINANCIAL CORP COM 41902R103 2,816 214,167 SH   SOLE   214,167 0 0
HAVERTY FURNITURE COM 419596101 981 45,767 SH   DFND 1 45,767 0 0
HAVERTY FURNITURE COM 419596101 3,738 174,350 SH   SOLE   174,350 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 360 12,430 SH   SOLE   12,430 0 0
HAWAIIAN HOLDINGS INC COM 419879101 1,729 48,940 SH   SOLE   48,940 0 0
HAWAIIAN HOLDINGS INC COM 419879101 279 7,890 SH   DFND 1 7,890 0 0
HEALTHCARE SERVICES GROUP COM 421906108 1,883 54,000 SH   DFND 1 54,000 0 0
HEALTHCARE SERVICES GROUP COM 421906108 5,983 171,577 SH   SOLE   171,577 0 0
HEALTHSOUTH CORP COM NEW 421924309 530 15,220 SH   DFND 1 15,220 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,718 49,350 SH   SOLE   49,350 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 2,171 76,672 SH   SOLE   76,672 0 0
HEADWATERS INC COM 42210P102 531 31,490 SH   SOLE   31,490 0 0
HEALTH NET INC COM 42222G108 610 8,910 SH   SOLE   8,910 0 0
HEALTHSTREAM INC COM 42222N103 233 10,570 SH   SOLE   10,570 0 0
HEALTHWAYS INC COM 422245100 302 23,430 SH   DFND 1 23,430 0 0
HEALTHWAYS INC COM 422245100 1,264 98,200 SH   SOLE   98,200 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 433 16,050 SH   DFND 1 16,050 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 1,423 52,769 SH   SOLE   52,769 0 0
HEALTHEQUITY INC COM 42226A107 376 14,980 SH   SOLE   14,980 0 0
HEARTLAND EXPRESS INC COM 422347104 440 25,858 SH   SOLE   25,858 0 0
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 1,504 15,860 SH   SOLE   15,860 0 0
HEICO CORP COM 422806109 2,362 43,451 SH   DFND 1 43,451 0 0
HEICO CORP COM 422806109 6,906 127,050 SH   SOLE   127,050 0 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 200 7,360 SH   SOLE   7,360 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 804 152,930 SH   DFND 1 152,930 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1,225 232,850 SH   SOLE   232,850 0 0
HELMERICH & PAYNE INC COM 423452101 1,278 23,863 SH   DFND 1 23,863 0 0
HELMERICH & PAYNE INC COM 423452101 4,007 74,820 SH   SOLE   74,820 0 0
Helmerich & Payne Inc COM 423452101 1 20 SH   DFND 2 20 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 723 9,260 SH   SOLE   9,260 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 270 12,423 SH   SOLE   12,423 0 0
HERSHEY COMPANY/THE COM 427866108 361 4,040 SH   SOLE   4,040 0 0
Hershey Co/The COM 427866108 161 1,800 SH   DFND 2 1,800 0 0
HESS CORP COM 42809H107 333 6,870 SH   SOLE   6,870 0 0
HP ENTERPRISE CO COM 42824C109 762 50,116 SH   SOLE   50,116 0 0
Hewlett Packard Enterprise Co COM 42824C109 10 625 SH   DFND 2 625 0 0
HEXCEL CORP COM 428291108 1,487 32,020 SH   DFND 1 32,020 0 0
HEXCEL CORP COM 428291108 4,940 106,360 SH   SOLE   106,360 0 0
HIBBETT SPORTS INC COM 428567101 296 9,800 SH   SOLE   9,800 0 0
HIGHWOODS PROPERTIES INC COM 431284108 4,140 94,952 SH   SOLE   94,952 0 0
HIGHWOODS PROPERTIES INC COM 431284108 872 20,000 SH   DFND 1 20,000 0 0
HILL-ROM HOLDINGS INC COM 431475102 2,840 59,100 SH   SOLE   59,100 0 0
HILL-ROM HOLDINGS INC COM 431475102 603 12,550 SH   DFND 1 12,550 0 0
HILLENBRAND INC COM 431571108 799 26,950 SH   SOLE   26,950 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 1,407 65,760 SH   SOLE   65,760 0 0
HOLLYFRONTIER CORP COM 436106108 4,694 117,662 SH   DFND 1 117,662 0 0
HOLLYFRONTIER CORP COM 436106108 10,043 251,768 SH   SOLE   251,768 0 0
HOLOGIC INC COM 436440101 34,761 898,460 SH   DFND 1 898,460 0 0
HOLOGIC INC COM 436440101 45,097 1,165,610 SH   SOLE   1,165,610 0 0
HOLOGIC INC FRNT 2.000% 436440AB7 4,746 2,800,000 SH   SOLE   2,800,000 0 0
HOLOGIC INC DEBT 2.000% 436440AC5 3,347 2,500,000 SH   SOLE   2,500,000 0 0
HOME BANCSHARES INC COM 436893200 1,717 42,366 SH   DFND 1 42,366 0 0
HOME BANCSHARES INC COM 436893200 7,274 179,522 SH   SOLE   179,522 0 0
HOME DEPOT INC COM 437076102 32,745 247,600 SH   DFND 1 247,600 0 0
HOME DEPOT INC COM 437076102 115,531 873,580 SH   SOLE   873,580 0 0
Home Depot Inc/The COM 437076102 79 600 SH   DFND 2 0 0 600
HOMETRUST BANCSHARES INC COM 437872104 711 35,100 SH   SOLE   35,100 0 0
HONEYWELL INTERNATIONAL COM 438516106 16,153 155,966 SH   DFND 1 155,966 0 0
HONEYWELL INTERNATIONAL COM 438516106 44,511 429,767 SH   SOLE   429,767 0 0
Honeywell International Inc COM 438516106 5 50 SH   DFND 2 50 0 0
HORACE MANN EDUCATORS CORP COM 440327104 6,230 187,770 SH   DFND 1 187,770 0 0
HORACE MANN EDUCATORS CORP COM 440327104 10,032 302,359 SH   SOLE   302,359 0 0
HORMEL FOODS CORP COM 440452100 299 3,780 SH   SOLE   3,780 0 0
Hormel Foods Corp COM 440452100 32 400 SH   DFND 2 0 0 400
HORNBECK OFFSHORE SERV COM 440543106 133 13,370 SH   SOLE   13,370 0 0
HORNBECK OFFSHORE SERV NOTE 1.500% 440543AN6 2,559 4,500,000 SH   SOLE   4,500,000 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 201 7,700 SH   DFND 1 7,700 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,267 48,469 SH   SOLE   48,469 0 0
Hospitality Properties Trust COM SH BEN INT 44106M102 3 120 SH   DFND 2 120 0 0
HOST HOTELS & RESORTS INC COM 44107P104 18,682 1,217,871 SH   DFND 1 1,217,871 0 0
HOST HOTELS & RESORTS INC COM 44107P104 26,913 1,754,452 SH   SOLE   1,754,452 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5,191 238,320 SH   DFND 1 238,320 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 8,112 372,450 SH   SOLE   372,450 0 0
HOULIHAN LOKEY INC CL A 441593100 4,471 170,576 SH   DFND 1 170,576 0 0
HOULIHAN LOKEY INC CL A 441593100 5,679 216,684 SH   SOLE   216,684 0 0
HUB GROUP INC- CL A CL A 443320106 577 17,505 SH   DFND 1 17,505 0 0
HUB GROUP INC- CL A CL A 443320106 2,543 77,192 SH   SOLE   77,192 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 3,480 123,659 SH   SOLE   123,659 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 777 27,600 SH   DFND 1 27,600 0 0
HUMANA INC COM 444859102 744 4,170 SH   SOLE   4,170 0 0
Humana Inc COM 444859102 150 840 SH   DFND 2 840 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 2,400 32,714 SH   DFND 1 32,714 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 7,402 100,898 SH   SOLE   100,898 0 0
HUNTINGTON BANCSHARES INC COM 446150104 40,414 3,654,045 SH   DFND 1 3,654,045 0 0
HUNTINGTON BANCSHARES INC COM 446150104 59,265 5,358,528 SH   SOLE   5,358,528 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 6,606 4,900 SH   SOLE   4,900 0 0
HUNTINGTON INGALLS INDUS COM 446413106 34,747 273,921 SH   SOLE   273,921 0 0
HUNTINGTON INGALLS INDUS COM 446413106 25,589 201,730 SH   DFND 1 201,730 0 0
HURON CONSULTING GROUP INC COM 447462102 14,755 248,407 SH   SOLE   248,407 0 0
HURON CONSULTING GROUP INC COM 447462102 7,435 125,174 SH   DFND 1 125,174 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 711 11,843 SH   DFND 1 11,843 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 2,142 35,671 SH   SOLE   35,671 0 0
ICU MEDICAL INC COM 44930G107 697 6,180 SH   SOLE   6,180 0 0
IPG PHOTONICS CORP COM 44980X109 374 4,200 SH   SOLE   4,200 0 0
ISTAR INC NOTE 3.000% 45031UBR1 2,156 2,000,000 SH   SOLE   2,000,000 0 0
IXIA COM 45071R109 1,601 128,810 SH   DFND 1 128,810 0 0
IXIA COM 45071R109 4,382 352,540 SH   SOLE   352,540 0 0
ITT CORP COM NEW 450911201 373 10,280 SH   SOLE   10,280 0 0
ICONIX BRAND GROUP INC COM 451055107 140 20,510 SH   SOLE   20,510 0 0
Icahn Enterprises LP DEPOSITARY UNIT 451100101 9 152 SH   DFND 2 152 0 0
IDACORP INC COM 451107106 979 14,390 SH   SOLE   14,390 0 0
IDEX CORP COM 45167R104 675 8,810 SH   SOLE   8,810 0 0
IDEXX LABORATORIES INC COM 45168D104 760 10,420 SH   SOLE   10,420 0 0
ILLINOIS TOOL WORKS INC COM 452308109 6,805 73,420 SH   DFND 1 73,420 0 0
ILLINOIS TOOL WORKS INC COM 452308109 12,336 133,100 SH   SOLE   133,100 0 0
Illinois Tool Works Inc COM 452308109 19 200 SH   DFND 2 200 0 0
ILLUMINA INC COM 452327109 1,165 6,070 SH   DFND 1 6,070 0 0
ILLUMINA INC COM 452327109 3,538 18,430 SH   SOLE   18,430 0 0
ILLUMINA INC NOTE 452327AF6 11,028 10,100,000 SH   SOLE   10,100,000 0 0
ILLUMINA INC NOTE 0.500% 452327AH2 8,311 7,100,000 SH   SOLE   7,100,000 0 0
IMPAX LABORATORIES INC COM 45256B101 2,536 59,319 SH   DFND 1 59,319 0 0
IMPAX LABORATORIES INC COM 45256B101 7,773 181,790 SH   SOLE   181,790 0 0
IMPERVA INC COM 45321L100 2,130 33,646 SH   DFND 1 33,646 0 0
IMPERVA INC COM 45321L100 6,413 101,292 SH   SOLE   101,292 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 526 11,300 SH   SOLE   11,300 0 0
INFINITY PROP & CASUALTY COM 45665Q103 397 4,830 SH   SOLE   4,830 0 0
INGRAM MICRO INC CL A 457153104 548 18,030 SH   SOLE   18,030 0 0
INGREDION INC COM 457187102 22,046 230,030 SH   DFND 1 230,030 0 0
INGREDION INC COM 457187102 28,385 296,170 SH   SOLE   296,170 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 1,464 137,892 SH   SOLE   137,892 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 228 21,460 SH   DFND 1 21,460 0 0
INSIGHT ENTERPRISES INC COM 45765U103 401 15,955 SH   SOLE   15,955 0 0
INNOSPEC INC COM 45768S105 5,364 98,769 SH   SOLE   98,769 0 0
INNOSPEC INC COM 45768S105 1,326 24,419 SH   DFND 1 24,419 0 0
INNOPHOS HOLDINGS INC COM 45774N108 933 32,190 SH   SOLE   32,190 0 0
INSPERITY INC. COM 45778Q107 1,169 24,280 SH   DFND 1 24,280 0 0
INSPERITY INC. COM 45778Q107 4,513 93,720 SH   SOLE   93,720 0 0
INOGEN INC COM 45780L104 1,828 45,600 SH   DFND 1 45,600 0 0
INOGEN INC COM 45780L104 5,026 125,370 SH   SOLE   125,370 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 845 12,460 SH   SOLE   12,460 0 0
INTEGRATED DEVICE TECH INC COM 458118106 448 17,000 SH   SOLE   17,000 0 0
Intel Corp COM 458140100 219 6,350 SH   DFND 2 5,850 0 500
INTEL CORP SDCV 12/1 458140AD2 256 200,000 SH   SOLE   200,000 0 0
INTEL CORP SDCV 3.250% 458140AF7 18,148 10,900,000 SH   SOLE   10,900,000 0 0
INTERACTIVE BROKERS GRO COM 45841N107 1,079 24,740 SH   SOLE   24,740 0 0
INTERACTIVE INTELLIGENCE INC COM 45841V109 237 7,550 SH   SOLE   7,550 0 0
INTERFACE INC COM 458665304 543 28,360 SH   SOLE   28,360 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 57,546 224,560 SH   DFND 1 224,560 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 122,242 477,025 SH   SOLE   477,025 0 0
INTERDIGITAL INC/PA COM 45867G101 201 4,100 SH   SOLE   4,100 0 0
InterDigital Inc/PA COM 45867G101 30 603 SH   DFND 2 603 0 0
IBM CORP COM 459200101 3,467 25,190 SH   SOLE   25,190 0 0
IBM COM 459200101 340 2,471 SH   DFND 2 2,371 0 100
INTERNATIONAL FLAVORS & FRAG. COM 459506101 269 2,250 SH   SOLE   2,250 0 0
INTERNATIONAL PAPER CO COM 460146103 3,266 86,624 SH   DFND 1 86,624 0 0
INTERNATIONAL PAPER CO COM 460146103 10,924 289,751 SH   SOLE   289,751 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 266 11,417 SH   SOLE   11,417 0 0
INTERSIL CORP CL A 46069S109 194 15,240 SH   SOLE   15,240 0 0
INTERSECT ENT INC COM 46071F103 981 43,588 SH   DFND 1 43,588 0 0
INTERSECT ENT INC COM 46071F103 2,560 113,765 SH   SOLE   113,765 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 290 18,588 SH   DFND 1 18,588 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 1,312 84,047 SH   SOLE   84,047 0 0
INTL. FCSTONE INC COM 46116V105 221 6,610 SH   SOLE   6,610 0 0
INTUIT INC COM 461202103 713 7,390 SH   SOLE   7,390 0 0
INVACARE CORP COM 461203101 224 12,860 SH   SOLE   12,860 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 573 1,050 SH   SOLE   1,050 0 0
INTREPID POTASH INC COM 46121Y102 72 24,530 SH   SOLE   24,530 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2,127 171,700 SH   DFND 1 171,700 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,297 104,650 SH   SOLE   104,650 0 0
Van Kampen Funds/Closed-end/US COM 46131M106 21 1,578 SH   DFND 2 1,578 0 0
Invesco Advisers Inc COM 46132P108 29 1,757 SH   DFND 2 1,757 0 0
Invesco Advisers Inc COM 46133G107 14 1,137 SH   DFND 2 1,137 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 245 14,370 SH   SOLE   14,370 0 0
INVESTORS BANCORP INC COM 46146L101 1,734 139,390 SH   DFND 1 139,390 0 0
INVESTORS BANCORP INC COM 46146L101 6,848 550,480 SH   SOLE   550,480 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 79 11,309 SH   SOLE   11,309 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 292 34,670 SH   SOLE   34,670 0 0
IROBOT CORP COM 462726100 1,406 39,720 SH   SOLE   39,720 0 0
IROBOT CORP COM 462726100 266 7,510 SH   DFND 1 7,510 0 0
IRON MOUNTAIN INC COM 46284V101 828 30,669 SH   SOLE   30,669 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 3,395 292,949 SH   SOLE   292,949 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,264 109,037 SH   DFND 1 109,037 0 0
iShares ETFs/USA MSCI STH AFR ETF 464286780 23 500 SH   DFND 2 500 0 0
BlackRock Fund Advisors SELECT DIVID ETF 464287168 1,385 18,429 SH   DFND 2 17,551 0 878
BlackRock Fund Advisors TIPS BD ETF 464287176 10 93 SH   DFND 2 21 0 72
BlackRock Fund Advisors CORE S&P500 ETF 464287200 441 2,151 SH   DFND 2 1,891 0 260
BlackRock Fund Advisors CORE US AGGBD ET 464287226 26 240 SH   DFND 2 240 0 0
iShares ETFs/USA MSCI EMG MKT ETF 464287234 16 510 SH   DFND 2 510 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 38,382 336,656 SH   DFND 2 336,656 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 17,027 149,350 SH   DFND 1 149,350 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 92,844 814,350 SH   SOLE   814,350 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 7,347 64,444 SH   DFND 2 61,916 0 2,528
BlackRock Fund Advisors GLOB TELECOM ETF 464287275 45 785 SH   DFND 2 785 0 0
BlackRock Fund Advisors S&P 500 GRWT ETF 464287309 45 388 SH   DFND 2 388 0 0
BlackRock Fund Advisors GLOB HLTHCRE ETF 464287325 796 7,752 SH   DFND 2 7,662 0 90
ISHARES GLOBAL ENERGY ETF 464287341 11,515 410,815 SH   DFND 2 410,815 0 0
ISHARES GLOBAL ENERGY ETF 464287341 6,300 224,756 SH   DFND 2 217,583 0 7,173
ISHARES NORTH AMERICAN NATURAL 464287374 37,841 1,344,740 SH   DFND 2 1,344,740 0 0
ISHARES NORTH AMERICAN NATURAL 464287374 821 29,192 SH   DFND 2 28,153 0 1,039
BlackRock Fund Advisors S&P 500 VAL ETF 464287408 15 170 SH   DFND 2 170 0 0
ISHARES 20+ YEAR 20+ YR TR BD ETF 464287432 58,810 487,726 SH   DFND 2 487,726 0 0
ISHARES 20+ YEAR 20+ YR TR BD ETF 464287432 7,491 62,125 SH   DFND 2 60,056 0 2,069
BlackRock Fund Advisors 1-3 YR TR BD ETF 464287457 55 655 SH   DFND 2 655 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 11,182 190,430 SH   DFND 1 190,430 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 12,601 214,600 SH   SOLE   214,600 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 187 3,187 SH   DFND 2 3,187 0 0
BlackRock Fund Advisors RUS MID-CAP ETF 464287499 444 2,772 SH   DFND 2 2,772 0 0
iShares ETFs/USA CORE S&P MCP ETF 464287507 2,105 15,108 SH   DFND 2 14,735 0 373
iShares ETFs/USA NASDQ BIOTEC ETF 464287556 44 129 SH   DFND 2 129 0 0
iShares ETFs/USA RUS 1000 VAL ETF 464287598 146 1,491 SH   DFND 2 1,491 0 0
iShares ETFs/USA RUS 1000 GRW ETF 464287614 140 1,403 SH   DFND 2 1,403 0 0
iShares ETFs/USA RUS 1000 ETF 464287622 210 1,855 SH   DFND 2 1,855 0 0
BlackRock Fund Advisors RUS 2000 VAL ETF 464287630 84 914 SH   DFND 2 914 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 10,600 76,107 SH   DFND 1 76,107 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 11,535 82,820 SH   SOLE   82,820 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 25,618 227,473 SH   SOLE   227,473 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 9,315 82,716 SH   DFND 1 82,716 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 1,486 13,195 SH   DFND 2 13,053 0 142
BlackRock Fund Advisors U.S. UTILITS ETF 464287697 103 950 SH   DFND 2 950 0 0
BlackRock Fund Advisors U.S. TECH ETF 464287721 177 1,655 SH   DFND 2 1,655 0 0
BlackRock Fund Advisors US HLTHCARE ETF 464287762 62 413 SH   DFND 2 413 0 0
BlackRock Fund Advisors CORE S&P SCP ETF 464287804 18 161 SH   DFND 2 161 0 0
BlackRock Fund Advisors U.S. CNSM GD ETF 464287812 81 748 SH   DFND 2 748 0 0
BlackRock Fund Advisors EAFE SML CP ETF 464288273 55 1,100 SH   DFND 2 1,100 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 5,731 54,180 SH   SOLE   54,180 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 2,328 22,006 SH   DFND 1 22,006 0 0
iShares ETFs/USA NAT AMT FREE BD 464288414 32 285 SH   DFND 2 285 0 0
BlackRock Fund Advisors INTL SEL DIV ETF 464288448 756 26,339 SH   DFND 2 24,475 0 1,864
ISHARES INDEX FUNDS IBOXX HI YD ETF 464288513 35,995 446,700 SH   DFND 1 446,700 0 0
ISHARES INDEX FUNDS IBOXX HI YD ETF 464288513 154,021 1,911,400 SH   SOLE   1,911,400 0 0
ISHARES TR MRG RL ES CP ETF 464288539 4,733 495,042 SH   DFND 2 495,042 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 2,863 299,475 SH   DFND 1 299,475 0 0
ISHARES INDEX FUNDS MRG RL ES CP ETF 464288539 1,581 165,375 SH   SOLE   165,375 0 0
ISHARES INDEX FUNDS INTERM CR B ETF 464288588 6,149 57,093 SH   DFND 2 57,093 0 0
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 976 9,100 SH   DFND 1 9,100 0 0
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 4,940 46,050 SH   SOLE   46,050 0 0
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 72 669 SH   DFND 2 520 0 149
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 24,581 235,000 SH   SOLE   235,000 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 5,125 49,000 SH   DFND 1 49,000 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 2 18 SH   DFND 2 18 0 0
ISHARES TR U.S. PFD STK ETF 464288687 2,877 74,041 SH   DFND 2 74,041 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 447 11,514 SH   DFND 1 11,514 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 1,572 40,473 SH   SOLE   40,473 0 0
BlackRock Fund Advisors US HOME CONS ETF 464288752 46 1,700 SH   DFND 2 1,700 0 0
BlackRock Fund Advisors USA ESG SLCT ETF 464288802 104 1,250 SH   DFND 2 1,250 0 0
BlackRock Fund Advisors US OIL EQ&SV ETF 464288844 16 450 SH   DFND 2 450 0 0
iShares ETFs/USA ISHARES 46428Q109 378 28,641 SH   DFND 2 28,359 0 282
iShares ETFs/USA A RATE CP BD ETF 46429B291 60 1,185 SH   DFND 2 1,185 0 0
ITRON INC COM 465741106 588 16,240 SH   SOLE   16,240 0 0
J&J Snack Foods Corp COM 466032109 741 6,350 SH   SOLE   6,350 0 0
J&J Snack Foods Corp COM 466032109 35 300 SH   DFND 2 300 0 0
JPMORGAN CHASE & CO COM 46625H100 60,468 915,760 SH   DFND 1 915,760 0 0
JPMORGAN CHASE & CO COM 46625H100 92,332 1,398,330 SH   SOLE   1,398,330 0 0
JPMorgan Chase & Co COM 46625H100 84 1,279 SH   DFND 2 739 0 540
JABIL CIRCUIT INC COM 466313103 511 21,920 SH   SOLE   21,920 0 0
JACK IN THE BOX INC. COM 466367109 2,529 32,970 SH   DFND 1 32,970 0 0
JACK IN THE BOX INC. COM 466367109 9,776 127,440 SH   SOLE   127,440 0 0
JANUS CAPITAL GROUP INC COM 47102X105 12,612 895,121 SH   SOLE   895,121 0 0
JANUS CAPITAL GROUP INC COM 47102X105 6,364 451,703 SH   DFND 1 451,703 0 0
JANUS CAPITAL GROUP INC NOTE 0.750% 47102XAH8 5,109 3,677,000 SH   SOLE   3,677,000 0 0
JARDEN CORP COM 471109108 8,381 146,733 SH   DFND 1 146,733 0 0
JARDEN CORP COM 471109108 23,680 414,558 SH   SOLE   414,558 0 0
JARDEN CORP NOTE 1.875% 471109AH1 8,478 4,650,000 SH   SOLE   4,650,000 0 0
JARDEN CORP NOTE 1.500% 471109AL2 4,513 3,025,000 SH   SOLE   3,025,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 472145AB7 5,256 5,000,000 SH   SOLE   5,000,000 0 0
JEFFERIES GROUP INC DBCV 3.875% 472319AG7 6,117 6,125,000 SH   SOLE   6,125,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 6,309 278,525 SH   SOLE   278,525 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,792 35,960 SH   SOLE   35,960 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 323 6,480 SH   DFND 1 6,480 0 0
JOHNSON & JOHNSON COM 478160104 19,318 188,060 SH   SOLE   188,060 0 0
Johnson & Johnson COM 478160104 474 4,611 SH   DFND 2 4,611 0 0
JOHNSON CONTROLS INC COM 478366107 718 18,180 SH   SOLE   18,180 0 0
JONES LANG LASALLE INC COM 48020Q107 954 5,970 SH   SOLE   5,970 0 0
JOY GLOBAL INC COM 481165108 555 44,030 SH   DFND 1 44,030 0 0
JOY GLOBAL INC COM 481165108 1,942 153,980 SH   SOLE   153,980 0 0
J2 GLOBAL INC COM 48123V102 438 5,320 SH   SOLE   5,320 0 0
J2 GLOBAL INC NOTE 3.250% 48123VAC6 5,394 4,100,000 SH   SOLE   4,100,000 0 0
JUNIPER NETWORKS INC COM 48203R104 25,280 915,940 SH   DFND 1 915,940 0 0
JUNIPER NETWORKS INC COM 48203R104 32,335 1,171,560 SH   SOLE   1,171,560 0 0
KAR AUCTION SERVICES INC COM 48238T109 2,060 55,640 SH   SOLE   55,640 0 0
KAR AUCTION SERVICES INC COM 48238T109 635 17,160 SH   DFND 1 17,160 0 0
KBR INC COM 48242W106 281 16,580 SH   SOLE   16,580 0 0
KLA-TENCOR CORPORATION COM 482480100 303 4,370 SH   SOLE   4,370 0 0
KKR & Co LP COM UNITS 48248M102 16 1,000 SH   DFND 2 1,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 638 7,630 SH   SOLE   7,630 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 0 1 SH   DFND 2 1 0 0
KAMAN CORP COM 483548103 1,001 24,528 SH   DFND 1 24,528 0 0
KAMAN CORP COM 483548103 4,102 100,526 SH   SOLE   100,526 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 231 3,090 SH   SOLE   3,090 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 1,449 64,127 SH   SOLE   64,127 0 0
KATE SPADE & CO COM 485865109 871 49,023 SH   DFND 1 49,023 0 0
KATE SPADE & CO COM 485865109 2,639 148,500 SH   SOLE   148,500 0 0
KB HOME COM 48666K109 129 10,460 SH   SOLE   10,460 0 0
KB HOME NOTE 1.375% 48666KAS8 1,799 2,000,000 SH   SOLE   2,000,000 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 630 49,710 SH   SOLE   49,710 0 0
KEARNY FINANCIAL CORP/MD COM 48716P108 174 13,710 SH   DFND 1 13,710 0 0
KELLOGG CO COM 487836108 517 7,160 SH   SOLE   7,160 0 0
Kellogg Co COM 487836108 145 2,000 SH   DFND 2 2,000 0 0
KELLY SERVICES INC CL A 488152208 205 12,680 SH   SOLE   12,680 0 0
KEMPER CORP COM 488401100 207 5,560 SH   SOLE   5,560 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 500 20,746 SH   DFND 1 20,746 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 1,365 56,700 SH   SOLE   56,700 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 293 3,260 SH   SOLE   3,260 0 0
KEYCORP COM 493267108 24,021 1,821,150 SH   DFND 1 1,821,150 0 0
KEYCORP COM 493267108 41,113 3,116,960 SH   SOLE   3,116,960 0 0
KEYCORP PFD 7.75% SR A 493267405 5,309 40,375 SH   SOLE   40,375 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 558 19,680 SH   SOLE   19,680 0 0
KFORCE INC COM 493732101 1,066 42,151 SH   DFND 1 42,151 0 0
KFORCE INC COM 493732101 3,859 152,639 SH   SOLE   152,639 0 0
KILROY REALTY CORP COM 49427F108 954 15,073 SH   DFND 1 15,073 0 0
KILROY REALTY CORP COM 49427F108 5,351 84,566 SH   SOLE   84,566 0 0
KIMBERLY-CLARK CORP COM 494368103 36,573 287,300 SH   DFND 1 287,300 0 0
KIMBERLY-CLARK CORP COM 494368103 44,313 348,102 SH   SOLE   348,102 0 0
Kimberly-Clark Corp COM 494368103 280 2,199 SH   DFND 2 2,199 0 0
KIMCO REALTY CORP COM 49446R109 3,531 133,449 SH   SOLE   133,449 0 0
KIMCO REALTY CORP COM 49446R109 873 33,000 SH   DFND 1 33,000 0 0
KINDER MORGAN INC COM 49456B101 2,022 135,500 SH   DFND 1 135,500 0 0
KINDER MORGAN INC COM 49456B101 2,487 166,660 SH   SOLE   166,660 0 0
Kinder Morgan Inc/DE COM 49456B101 20 1,320 SH   DFND 2 1,320 0 0
KINDRED HEALTHCARE INC COM 494580103 641 53,850 SH   DFND 1 53,850 0 0
KINDRED HEALTHCARE INC COM 494580103 2,505 210,289 SH   SOLE   210,289 0 0
KINROSS GOLD CORP COM NO PAR 496902404 411 225,856 SH   DFND 1 225,856 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,320 725,010 SH   SOLE   725,010 0 0
KIRBY CORP COM 497266106 326 6,190 SH   SOLE   6,190 0 0
Kirby Corp COM 497266106 6 120 SH   DFND 2 120 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,602 61,763 SH   SOLE   61,763 0 0
KNIGHT TRANSPORTATION INC COM 499064103 637 26,310 SH   SOLE   26,310 0 0
KNOWLES CORP COM 49926D109 135 10,150 SH   SOLE   10,150 0 0
KOHLS CORP COM 500255104 255 5,360 SH   SOLE   5,360 0 0
Koninklijke Philips NV NY REG SH NEW 500472303 16 643 SH   DFND 2 0 0 643
KOPIN CORP COM 500600101 73 26,810 SH   SOLE   26,810 0 0
KOPPERS HOLDINGS INC COM 50060P106 656 35,970 SH   SOLE   35,970 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 2,343 70,620 SH   DFND 1 70,620 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 9,256 278,970 SH   SOLE   278,970 0 0
KRAFT HEINZ CO/THE COM 500754106 1,225 16,837 SH   SOLE   16,837 0 0
Kraft Heinz Co/The COM 500754106 10 138 SH   DFND 2 0 0 138
KRATON PERFORMANCE POLYMERS IN COM 50077C106 217 13,090 SH   SOLE   13,090 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 996 66,090 SH   DFND 1 66,090 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 3,604 239,160 SH   SOLE   239,160 0 0
KROGER CO COM 501044101 1,143 27,330 SH   SOLE   27,330 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 352 30,160 SH   SOLE   30,160 0 0
L BRANDS INC COM 501797104 12,261 127,954 SH   SOLE   127,954 0 0
L BRANDS INC COM 501797104 3,847 40,153 SH   DFND 1 40,153 0 0
LHC GROUP INC COM 50187A107 250 5,530 SH   SOLE   5,530 0 0
LKQ CORP COM 501889208 2,388 80,610 SH   DFND 1 80,610 0 0
LKQ CORP COM 501889208 11,005 371,420 SH   SOLE   371,420 0 0
LTC PROPERTIES INC COM 502175102 1,104 25,582 SH   SOLE   25,582 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 262 2,190 SH   SOLE   2,190 0 0
LA-Z-BOY INC COM 505336107 967 39,583 SH   DFND 1 39,583 0 0
LA-Z-BOY INC COM 505336107 3,717 152,198 SH   SOLE   152,198 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 3,865 31,260 SH   SOLE   31,260 0 0
LABORATORY CRP OF AMER HLDGS NOTE 50540RAG7 5,499 3,315,000 SH   SOLE   3,315,000 0 0
LACLEDE GROUP INC COM 505597104 6,945 116,893 SH   DFND 1 116,893 0 0
LACLEDE GROUP INC COM 505597104 11,621 195,602 SH   SOLE   195,602 0 0
LAM RESEARCH CORP COM 512807108 353 4,440 SH   SOLE   4,440 0 0
Lam Research Corp COM 512807108 99 1,245 SH   DFND 2 1,245 0 0
LAM RESEARCH CORP NOTE 0.500% 512807AJ7 3,235 2,500,000 SH   SOLE   2,500,000 0 0
LAM RESEARCH CORP NOTE 1.250% 512807AL2 661 460,000 SH   SOLE   460,000 0 0
LAMAR ADVERTISING CO CL A 512816109 1,397 23,283 SH   DFND 1 23,283 0 0
LAMAR ADVERTISING CO CL A 512816109 5,582 93,059 SH   SOLE   93,059 0 0
LANCASTER COLONY CORP. COM 513847103 4,256 36,860 SH   SOLE   36,860 0 0
LANCASTER COLONY CORP. COM 513847103 1,231 10,660 SH   DFND 1 10,660 0 0
LANDSTAR SYSTEM INC COM 515098101 1,027 17,504 SH   DFND 1 17,504 0 0
LANDSTAR SYSTEM INC COM 515098101 3,901 66,520 SH   SOLE   66,520 0 0
LANNETT COMPANY INC COM 516012101 473 11,780 SH   SOLE   11,780 0 0
LAS VEGAS SANDS CORP COM 517834107 20,215 461,108 SH   DFND 1 461,108 0 0
LAS VEGAS SANDS CORP COM 517834107 41,684 950,816 SH   SOLE   950,816 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 837 33,273 SH   DFND 1 33,273 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 3,732 148,324 SH   SOLE   148,324 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 550 6,250 SH   SOLE   6,250 0 0
LEAR CORP COM NEW 521865204 2,695 21,940 SH   DFND 1 21,940 0 0
LEAR CORP COM NEW 521865204 10,109 82,300 SH   SOLE   82,300 0 0
LEGACYTEXAS FINANCIAL GROUP COM 52471Y106 472 18,870 SH   SOLE   18,870 0 0
LEIDOS HOLDINGS INC COM 525327102 917 16,295 SH   SOLE   16,295 0 0
LENDINGTREE INC COM 52603B107 273 3,060 SH   SOLE   3,060 0 0
LENNAR CORP CL A 526057104 243 4,970 SH   SOLE   4,970 0 0
LENNOX INTERNATIONAL INC COM 526107107 573 4,590 SH   SOLE   4,590 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 952 17,509 SH   DFND 1 17,509 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,302 60,737 SH   SOLE   60,737 0 0
LEXINGTON REALTY TRUST COM 529043101 278 34,710 SH   DFND 1 34,710 0 0
LEXINGTON REALTY TRUST COM 529043101 2,189 273,669 SH   SOLE   273,669 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 231 7,120 SH   SOLE   7,120 0 0
LIBERTY INTERACTIVE LLC DBCV 1.000% 530610AC8 17,803 11,800,000 SH   SOLE   11,800,000 0 0
LIBERTY INTERACTIVE LLC DBCV 1.000% 530715AN1 2,375 2,655,630 SH   SOLE   2,655,630 0 0
LIBERTY INTERACTIVE CORP QVC G QVC GP COM SER A 53071M104 3,069 112,320 SH   SOLE   112,320 0 0
LIBERTY INTERACTIVE CORP QVC G QVC GP COM SER A 53071M104 728 26,650 SH   DFND 1 26,650 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 381 12,270 SH   DFND 1 12,270 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 2,973 95,753 SH   SOLE   95,753 0 0
LIBERTY MEDIA CORP CL A 531229102 976 24,870 SH   DFND 1 24,870 0 0
LIBERTY MEDIA CORP CL A 531229102 4,112 104,770 SH   SOLE   104,770 0 0
LIBERTY TRIPADVISOR HOLDINGS I COM SER A 531465102 291 9,587 SH   DFND 1 9,587 0 0
LIBERTY TRIPADVISOR HOLDINGS I COM SER A 531465102 942 31,058 SH   SOLE   31,058 0 0
LIFEPOINT HEALTH INC. COM 53219L109 367 5,000 SH   SOLE   5,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 841 7,760 SH   SOLE   7,760 0 0
ELI LILLY & CO COM 532457108 2,286 27,130 SH   SOLE   27,130 0 0
Eli Lilly & Co COM 532457108 67 800 SH   DFND 2 800 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 228 4,401 SH   DFND 1 4,401 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 1,128 21,739 SH   SOLE   21,739 0 0
Lincoln Electric Holdings Inc COM 533900106 6 120 SH   DFND 2 120 0 0
LINCOLN NATIONAL CORP COM 534187109 313 6,236 SH   DFND 1 6,236 0 0
LINCOLN NATIONAL CORP COM 534187109 1,362 27,098 SH   SOLE   27,098 0 0
LINDSAY CORPORATION COM 535555106 351 4,850 SH   SOLE   4,850 0 0
LINEAR TECHNOLOGY CORP COM 535678106 285 6,720 SH   SOLE   6,720 0 0
LINKEDIN CORP NOTE 0.500% 53578AAB4 18,757 17,800,000 SH   SOLE   17,800,000 0 0
Linn Energy LLC UNIT LTD LIAB 536020100 0 150 SH   DFND 2 150 0 0
LIQUIDITY SERVICES INC COM 53635B107 68 10,470 SH   SOLE   10,470 0 0
LITHIA MOTORS INC CL A 536797103 1,156 10,836 SH   DFND 1 10,836 0 0
LITHIA MOTORS INC CL A 536797103 4,157 38,970 SH   SOLE   38,970 0 0
LITTELFUSE INC COM 537008104 5,590 52,234 SH   SOLE   52,234 0 0
LITTELFUSE INC COM 537008104 2,037 19,040 SH   DFND 1 19,040 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 414 16,870 SH   SOLE   16,870 0 0
LIVEPERSON INC COM 538146101 143 21,250 SH   SOLE   21,250 0 0
LOCKHEED MARTIN CORP COM 539830109 2,345 10,800 SH   DFND 1 10,800 0 0
LOCKHEED MARTIN CORP COM 539830109 11,531 53,100 SH   SOLE   53,100 0 0
Lockheed Martin Corp COM 539830109 106 490 SH   DFND 2 490 0 0
LOEWS CORP COM 540424108 302 7,860 SH   SOLE   7,860 0 0
LOGMEIN INC COM 54142L109 1,315 19,600 SH   SOLE   19,600 0 0
LOUISIANA-PACIFIC CORP COM 546347105 297 16,490 SH   SOLE   16,490 0 0
LOWE'S COMPANIES INC COM 548661107 30,548 401,741 SH   DFND 1 401,741 0 0
LOWE'S COMPANIES INC COM 548661107 81,061 1,066,030 SH   SOLE   1,066,030 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 202 11,640 SH   SOLE   11,640 0 0
LUMENTUM HOLDINGS INC COM 55024U109 292 13,260 SH   DFND 1 13,260 0 0
LUMENTUM HOLDINGS INC COM 55024U109 1,497 67,970 SH   SOLE   67,970 0 0
LUMINEX CORP. COM 55027E102 353 16,480 SH   SOLE   16,480 0 0
LYDALL INC COM 550819106 257 7,250 SH   SOLE   7,250 0 0
M&T BANK CORP COM 55261F104 22,762 187,840 SH   DFND 1 187,840 0 0
M&T BANK CORP COM 55261F104 29,026 239,526 SH   SOLE   239,526 0 0
M&T Bank Corp COM 55261F104 9 75 SH   DFND 2 75 0 0
MB FINANCIAL INC COM 55264U108 959 29,619 SH   SOLE   29,619 0 0
MDU RESOURCES GROUP INC COM 552690109 1,146 62,560 SH   DFND 1 62,560 0 0
MDU RESOURCES GROUP INC COM 552690109 2,273 124,065 SH   SOLE   124,065 0 0
MDU Resources Group Inc COM 552690109 21 1,145 SH   DFND 2 0 0 1,145
MDC PARTNERS INC CL A SUB VTG 552697104 7,883 362,953 SH   SOLE   362,953 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 4,687 215,785 SH   DFND 1 215,785 0 0
MFS INTERMEDIATE INCOME TRUST SH BEN INT 55273C107 1,137 248,804 SH   DFND 1 248,804 0 0
MFS INTERMEDIATE INCOME TRUST SH BEN INT 55273C107 550 120,330 SH   SOLE   120,330 0 0
MGE Energy Inc COM 55277P104 7 150 SH   DFND 2 0 0 150
MGIC INVESTMENT CORP NOTE 5.000% 552848AD5 2,739 2,650,000 SH   SOLE   2,650,000 0 0
MGIC INVESTMENT CORP NOTE 2.000% 552848AE3 4,478 3,210,000 SH   SOLE   3,210,000 0 0
M/I HOMES INC COM 55305B101 231 10,520 SH   SOLE   10,520 0 0
MKS INSTRUMENTS INC COM 55306N104 824 22,880 SH   SOLE   22,880 0 0
MSA SAFETY INC COM 553498106 5,767 132,655 SH   SOLE   132,655 0 0
MSA SAFETY INC COM 553498106 3,679 84,634 SH   DFND 1 84,634 0 0
MSC INDUSTRIAL DIRECT CO. CL A 553530106 313 5,560 SH   SOLE   5,560 0 0
MSCI INC COM 55354G100 1,530 21,210 SH   DFND 1 21,210 0 0
MSCI INC COM 55354G100 7,219 100,090 SH   SOLE   100,090 0 0
MTS SYSTEMS CORP COM 553777103 403 6,360 SH   SOLE   6,360 0 0
MACERICH CO COM 554382101 720 8,925 SH   DFND 1 8,925 0 0
MACERICH CO COM 554382101 3,977 49,293 SH   SOLE   49,293 0 0
MACK-CALI REALTY CORP COM 554489104 848 36,325 SH   SOLE   36,325 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 3,935 54,200 SH   DFND 1 54,200 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 5,852 80,600 SH   SOLE   80,600 0 0
MACQUARIE INFRASTRUCTURE CORP NOTE 2.875% 55608BAA3 12,635 11,250,000 SH   SOLE   11,250,000 0 0
MACY'S INC COM 55616P104 722 20,630 SH   DFND 1 20,630 0 0
MACY'S INC COM 55616P104 3,350 95,768 SH   SOLE   95,768 0 0
STEVEN MADDEN LTD COM 556269108 727 24,045 SH   SOLE   24,045 0 0
MAGELLAN HEALTH INC COM NEW 559079207 635 10,300 SH   DFND 1 10,300 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,320 53,840 SH   SOLE   53,840 0 0
MANHATTAN ASSOCIATES INC COM 562750109 1,369 20,689 SH   DFND 1 20,689 0 0
MANHATTAN ASSOCIATES INC COM 562750109 4,235 64,000 SH   SOLE   64,000 0 0
MANPOWER GROUP INC COM 56418H100 3,035 36,001 SH   DFND 1 36,001 0 0
MANPOWER GROUP INC COM 56418H100 9,838 116,720 SH   SOLE   116,720 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 318 10,510 SH   SOLE   10,510 0 0
MARATHON OIL CORP COM 565849106 14,259 1,132,580 SH   DFND 1 1,132,580 0 0
MARATHON OIL CORP COM 565849106 41,611 3,305,110 SH   SOLE   3,305,110 0 0
MARATHON PETROLEUM CORP COM 56585A102 19,082 368,091 SH   DFND 1 368,091 0 0
MARATHON PETROLEUM CORP COM 56585A102 62,033 1,196,628 SH   SOLE   1,196,628 0 0
MARINEMAX INC COM 567908108 202 10,960 SH   SOLE   10,960 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 480 4,300 SH   SOLE   4,300 0 0
Van Eck Associates Corp GOLD MINER ETF 57060U100 19 1,415 SH   DFND 2 1,415 0 0
MARKET VECTORS OIL SERVICE E OIL SVCS ETF 57060U191 2,223 84,040 SH   DFND 1 84,040 0 0
MARKET VECTORS OIL SERVICE E OIL SVCS ETF 57060U191 3,398 128,460 SH   SOLE   128,460 0 0
Van Eck Associates Corp MTG REIT ETF 57060U324 109 5,605 SH   DFND 2 4,605 0 1,000
Van Eck Associates Corp HG YLD MUN ETF 57060U878 297 9,605 SH   DFND 2 8,235 0 1,370
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 659 11,580 SH   SOLE   11,580 0 0
MARSH & MCLENNAN CO INC COM 571748102 812 14,650 SH   SOLE   14,650 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 362 5,396 SH   SOLE   5,396 0 0
MARTEN TRANSPORT LTD COM 573075108 179 10,090 SH   SOLE   10,090 0 0
MARTIN MARIETTA MATERIALS COM 573284106 4,102 30,030 SH   SOLE   30,030 0 0
MARTIN MARIETTA MATERIALS COM 573284106 1,209 8,853 SH   DFND 1 8,853 0 0
MASCO CORP COM 574599106 29,323 1,036,140 SH   DFND 1 1,036,140 0 0
MASCO CORP COM 574599106 37,415 1,322,100 SH   SOLE   1,322,100 0 0
MASIMO CORP COM 574795100 812 19,560 SH   SOLE   19,560 0 0
MASTERCARD INC CL A 57636Q104 16,396 168,410 SH   DFND 1 168,410 0 0
MASTERCARD INC CL A 57636Q104 54,157 556,260 SH   SOLE   556,260 0 0
MATERION CORP COM 576690101 238 8,500 SH   SOLE   8,500 0 0
MATRIX SERVICE CO COM 576853105 233 11,350 SH   SOLE   11,350 0 0
MATSON INC COM 57686G105 797 18,700 SH   SOLE   18,700 0 0
MATTEL INC COM 577081102 259 9,550 SH   SOLE   9,550 0 0
MATTHEWS INTL CORP - CLASS A CL A 577128101 756 14,140 SH   SOLE   14,140 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 1,398 36,787 SH   DFND 1 36,787 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 4,531 119,237 SH   SOLE   119,237 0 0
MAXLINEAR INC CL A 57776J100 886 60,148 SH   DFND 1 60,148 0 0
MAXLINEAR INC CL A 57776J100 1,439 97,712 SH   SOLE   97,712 0 0
MAXIMUS, INC. COM 577933104 423 7,520 SH   SOLE   7,520 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 279 3,260 SH   SOLE   3,260 0 0
McCormick & Co Inc/MD COM NON VTG 579780206 33 387 SH   DFND 2 387 0 0
MCDONALD'S CORP COM 580135101 3,054 25,850 SH   SOLE   25,850 0 0
McDonald's Corp COM 580135101 298 2,526 SH   DFND 2 2,376 0 150
MCGRATH RENTCORP COM 580589109 997 39,574 SH   DFND 1 39,574 0 0
MCGRATH RENTCORP COM 580589109 3,607 143,201 SH   SOLE   143,201 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 748 7,590 SH   SOLE   7,590 0 0
MCKESSON CORP COM 58155Q103 1,274 6,462 SH   SOLE   6,462 0 0
McKesson Corp COM 58155Q103 20 100 SH   DFND 2 100 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 436 5,528 SH   SOLE   5,528 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 190 16,550 SH   DFND 1 16,550 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 2,019 175,444 SH   SOLE   175,444 0 0
MEDICINES COMPANY (THE) COM 584688105 1,111 29,750 SH   SOLE   29,750 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,165 23,630 SH   SOLE   23,630 0 0
MEDNAX INC COM 58502B106 778 10,850 SH   SOLE   10,850 0 0
Memorial Production Partners L COM U REP LTD 586048100 1 260 SH   DFND 2 260 0 0
MEN'S WEARHOUSE INC COM 587118100 305 20,750 SH   SOLE   20,750 0 0
MENTOR GRAPHICS CORP. COM 587200106 4,857 263,670 SH   SOLE   263,670 0 0
MENTOR GRAPHICS CORP. COM 587200106 1,266 68,750 SH   DFND 1 68,750 0 0
MERCK & CO INC COM 58933Y105 74,384 1,408,260 SH   DFND 1 1,408,260 0 0
MERCK & CO INC COM 58933Y105 119,166 2,256,073 SH   SOLE   2,256,073 0 0
Merck & Co Inc COM 58933Y105 164 3,107 SH   DFND 2 3,107 0 0
MERCURY SYSTEMS INC COM 589378108 260 14,170 SH   SOLE   14,170 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 355 19,095 SH   SOLE   19,095 0 0
MERITAGE HOMES CORP COM 59001A102 649 19,105 SH   DFND 1 19,105 0 0
MERITAGE HOMES CORP COM 59001A102 2,887 84,942 SH   SOLE   84,942 0 0
MERITAGE HOMES CORP NOTE 1.875% 59001AAR3 1,970 2,000,000 SH   SOLE   2,000,000 0 0
MERITOR INC COM 59001K100 594 71,130 SH   DFND 1 71,130 0 0
MERITOR INC COM 59001K100 2,055 246,120 SH   SOLE   246,120 0 0
MERITOR INC NOTE 7.875% 59001KAC4 1,988 1,660,000 SH   SOLE   1,660,000 0 0
METHODE ELECTRONICS INC COM 591520200 742 23,309 SH   DFND 1 23,309 0 0
METHODE ELECTRONICS INC COM 591520200 3,213 100,956 SH   SOLE   100,956 0 0
METLIFE INC COM 59156R108 24,968 517,910 SH   DFND 1 517,910 0 0
METLIFE INC COM 59156R108 63,736 1,322,052 SH   SOLE   1,322,052 0 0
MetLife Inc COM 59156R108 8 173 SH   DFND 2 173 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,265 6,680 SH   DFND 1 6,680 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 7,930 23,384 SH   SOLE   23,384 0 0
Massachusetts Financial Services Co SH BEN INT 59318E102 5 1,071 SH   DFND 2 1,071 0 0
MICROSOFT CORP COM 594918104 82,685 1,490,351 SH   DFND 1 1,490,351 0 0
MICROSOFT CORP COM 594918104 258,323 4,656,138 SH   SOLE   4,656,138 0 0
Microsoft Corp COM 594918104 377 6,793 SH   DFND 2 6,793 0 0
MICROSTRATEGY INC CL A NEW 594972408 721 4,020 SH   SOLE   4,020 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 266 5,710 SH   SOLE   5,710 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125% 595017AB0 7,632 4,000,000 SH   SOLE   4,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 4,176 294,903 SH   SOLE   294,903 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 595112AU7 1,432 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 595112AV5 3,392 2,300,000 SH   SOLE   2,300,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 595112AX1 638 400,000 SH   SOLE   400,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000% 595112AY9 11,708 14,000,000 SH   SOLE   14,000,000 0 0
MICROSEMI CORP COM 595137100 11,081 340,020 SH   DFND 1 340,020 0 0
MICROSEMI CORP COM 595137100 19,351 593,770 SH   SOLE   593,770 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 581 6,400 SH   DFND 1 6,400 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 3,135 34,523 SH   SOLE   34,523 0 0
MIDDLEBY CORP COM 596278101 5,277 48,920 SH   SOLE   48,920 0 0
MIDDLEBY CORP COM 596278101 2,039 18,901 SH   DFND 1 18,901 0 0
MIDDLESEX WATER CO COM 596680108 663 24,990 SH   SOLE   24,990 0 0
MIMEDX GROUP INC COM 602496101 395 42,200 SH   SOLE   42,200 0 0
MINERALS TECHNOLOGIES INC COM 603158106 524 11,418 SH   DFND 1 11,418 0 0
MINERALS TECHNOLOGIES INC COM 603158106 2,076 45,271 SH   SOLE   45,271 0 0
MISSOURI ST DEV FIN BRD SOLID WASTE DISP 60636LAA7 12 10,000 SH   DFND 2 10,000 0 0
MOBILE MINI INC COM 60740F105 594 19,080 SH   SOLE   19,080 0 0
MOHAWK INDUSTRIES INC COM 608190104 337 1,780 SH   SOLE   1,780 0 0
MOLINA HEALTHCARE INC COM 60855R100 284 4,720 SH   SOLE   4,720 0 0
MOLSON COORS BREWING CO CL B 60871R209 19,293 205,419 SH   DFND 1 205,419 0 0
MOLSON COORS BREWING CO CL B 60871R209 24,570 261,609 SH   SOLE   261,609 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 400 26,930 SH   SOLE   26,930 0 0
MONDELEZ INTERNATIONAL CL A 609207105 525 11,700 SH   DFND 1 11,700 0 0
MONDELEZ INTERNATIONAL CL A 609207105 4,228 94,292 SH   SOLE   94,292 0 0
Mondelez International Inc CL A 609207105 28 617 SH   DFND 2 203 0 414
MONMOUTH REIT - CL A CL A 609720107 581 55,520 SH   DFND 1 55,520 0 0
MONMOUTH REIT - CL A CL A 609720107 2,156 206,130 SH   SOLE   206,130 0 0
MONOGRAM RESIDENTIAL TRUST INC COM 60979P105 148 15,200 SH   SOLE   15,200 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 3,426 53,769 SH   DFND 1 53,769 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 10,741 168,590 SH   SOLE   168,590 0 0
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 408 17,270 SH   SOLE   17,270 0 0
MONRO MUFFLER INC COM 610236101 912 13,770 SH   SOLE   13,770 0 0
MONSANTO COMPANY COM 61166W101 1,221 12,398 SH   SOLE   12,398 0 0
Monsanto Co COM 61166W101 16 159 SH   DFND 2 159 0 0
MONSTER WORLDWIDE INC COM 611742107 225 39,320 SH   SOLE   39,320 0 0
MONSTER BEVERAGE CORP COM 61174X109 4,520 30,346 SH   DFND 1 30,346 0 0
MONSTER BEVERAGE CORP COM 61174X109 14,213 95,415 SH   SOLE   95,415 0 0
MOODY'S CORP COM 615369105 479 4,770 SH   SOLE   4,770 0 0
MOOG INC CL A 615394202 869 14,340 SH   SOLE   14,340 0 0
MORGAN STANLEY COM NEW 617446448 17,390 546,690 SH   DFND 1 546,690 0 0
MORGAN STANLEY COM NEW 617446448 49,868 1,567,690 SH   SOLE   1,567,690 0 0
MORGAN STANLEY MTN 61747YDA0 6 25,000 SH   DFND 2 25,000 0 0
MORGAN STANLEY SR NT FXD/FLT 61760QEG5 65 75,000 SH   DFND 2 75,000 0 0
MORNINGSTAR INC COM 617700109 525 6,530 SH   SOLE   6,530 0 0
MOSAIC CO/THE COM 61945C103 7,353 266,500 SH   DFND 1 266,500 0 0
MOSAIC CO/THE COM 61945C103 19,286 699,030 SH   SOLE   699,030 0 0
MOTORCAR PARTS OF AMERICA INC COM 620071100 265 7,850 SH   SOLE   7,850 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 308 4,505 SH   SOLE   4,505 0 0
Motorola Solutions Inc COM NEW 620076307 6 85 SH   DFND 2 85 0 0
MOVADO GROUP INC COM 624580106 728 28,330 SH   SOLE   28,330 0 0
MUELLER INDUSTRIES, INC. COM 624756102 665 24,550 SH   SOLE   24,550 0 0
MURPHY USA INC COM 626755102 273 4,500 SH   SOLE   4,500 0 0
MYERS INDUSTRIES INC COM 628464109 786 59,040 SH   DFND 1 59,040 0 0
MYERS INDUSTRIES INC COM 628464109 2,975 223,380 SH   SOLE   223,380 0 0
NBT BANCORP INC COM 628778102 520 18,650 SH   SOLE   18,650 0 0
NCR CORPORATION COM 62886E108 350 14,300 SH   SOLE   14,300 0 0
NIC INC COM 62914B100 519 26,380 SH   SOLE   26,380 0 0
NRG YIELD INC CL C 62942X405 524 35,500 SH   SOLE   35,500 0 0
NVR INC COM 62944T105 690 420 SH   SOLE   420 0 0
NXP SEMICONDUCTOR NV DBCV 1.000% 62952QAB6 1,643 1,500,000 SH   SOLE   1,500,000 0 0
NANOMETRICS INC COM 630077105 1,069 70,600 SH   DFND 1 70,600 0 0
NANOMETRICS INC COM 630077105 2,946 194,560 SH   SOLE   194,560 0 0
NASDAQ, INC. COM 631103108 35,514 610,515 SH   DFND 1 610,515 0 0
NASDAQ, INC. COM 631103108 44,633 767,285 SH   SOLE   767,285 0 0
NATIONAL CINEMEDIA INC COM 635309107 1,229 78,238 SH   DFND 1 78,238 0 0
NATIONAL CINEMEDIA INC COM 635309107 4,450 283,233 SH   SOLE   283,233 0 0
NATIONAL HEALTH CORP COM 635906100 1,092 17,692 SH   DFND 1 17,692 0 0
NATIONAL HEALTH CORP COM 635906100 3,950 64,023 SH   SOLE   64,023 0 0
NATIONAL FUEL GAS CO COM 636180101 416 9,720 SH   SOLE   9,720 0 0
National Fuel Gas Co COM 636180101 12 290 SH   DFND 2 0 0 290
NATL HEALTH INVESTORS INC COM 63633D104 237 3,900 SH   DFND 1 3,900 0 0
NATL HEALTH INVESTORS INC COM 63633D104 1,035 17,000 SH   SOLE   17,000 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 8,330 290,360 SH   DFND 1 290,360 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 13,353 465,432 SH   SOLE   465,432 0 0
NATIONAL INTERSTATE CORP COM 63654U100 890 33,318 SH   DFND 1 33,318 0 0
NATIONAL INTERSTATE CORP COM 63654U100 3,222 120,663 SH   SOLE   120,663 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,600 137,358 SH   SOLE   137,358 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,915 57,190 SH   DFND 1 57,190 0 0
NAT'L PENN BCSHS INC COM 637138108 745 60,410 SH   SOLE   60,410 0 0
National Presto Industries Inc COM 637215104 17 210 SH   DFND 2 210 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 2,535 63,306 SH   SOLE   63,306 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 577 14,400 SH   DFND 1 14,400 0 0
NATIXIS U S MTN PROGRAM LLC 63873HKC7 41 50,000 SH   DFND 2 50,000 0 0
NAVIGATORS GROUP INC COM 638904102 481 5,610 SH   DFND 1 5,610 0 0
NAVIGATORS GROUP INC COM 638904102 2,208 25,740 SH   SOLE   25,740 0 0
NATUS MEDICAL INC COM 639050103 683 14,220 SH   SOLE   14,220 0 0
NAUTILUS INC COM 63910B102 367 21,950 SH   DFND 1 21,950 0 0
NAUTILUS INC COM 63910B102 1,548 92,610 SH   SOLE   92,610 0 0
NAVIGANT CONSULTING INC. COM 63935N107 1,132 70,482 SH   DFND 1 70,482 0 0
NAVIGANT CONSULTING INC. COM 63935N107 4,427 275,643 SH   SOLE   275,643 0 0
NAVIENT CORP COM 63938C108 1,077 94,103 SH   DFND 1 94,103 0 0
NAVIENT CORP COM 63938C108 3,610 315,242 SH   SOLE   315,242 0 0
NEENAH PAPER INC COM 640079109 447 7,160 SH   SOLE   7,160 0 0
NEKTAR THERAPEUTICS COM 640268108 953 56,580 SH   SOLE   56,580 0 0
NEOGEN CORP COM 640491106 1,442 25,505 SH   SOLE   25,505 0 0
NETAPP INC COM 64110D104 219 8,250 SH   SOLE   8,250 0 0
NETFLIX INC COM 64110L106 1,378 12,050 SH   SOLE   12,050 0 0
NETGEAR INC COM 64111Q104 570 13,590 SH   SOLE   13,590 0 0
NETSCOUT SYSTEMS INC COM 64115T104 830 27,040 SH   SOLE   27,040 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,939 158,020 SH   SOLE   158,020 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,966 87,793 SH   DFND 1 87,793 0 0
NEW JERSEY RESOURCES CORP COM 646025106 263 7,990 SH   DFND 1 7,990 0 0
NEW JERSEY RESOURCES CORP COM 646025106 2,066 62,690 SH   SOLE   62,690 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 414 21,263 SH   DFND 1 21,263 0 0
NEW MEDIA INVESTMENT GROUP COM 64704V106 1,496 76,867 SH   SOLE   76,867 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 916 56,101 SH   SOLE   56,101 0 0
NY COMMUNITY CAP TRUST V UNIT 11/01/2051 64944P307 2,512 50,875 SH   SOLE   50,875 0 0
NEW YORK REIT INC COM 64976L109 430 37,400 SH   SOLE   37,400 0 0
NEW YORK TIMES CO CL A 650111107 194 14,420 SH   SOLE   14,420 0 0
NEWELL RUBBERMAID INC COM 651229106 332 7,543 SH   SOLE   7,543 0 0
Newell Rubbermaid Inc COM 651229106 7 165 SH   DFND 2 165 0 0
NEWMARKET CORP COM 651587107 442 1,160 SH   SOLE   1,160 0 0
NEWMONT MINING CORP COM 651639106 1,841 102,353 SH   DFND 1 102,353 0 0
NEWMONT MINING CORP COM 651639106 6,195 344,378 SH   SOLE   344,378 0 0
Newmont Mining Corp COM 651639106 1 41 SH   DFND 2 41 0 0
NEWMONT MINING CORP NOTE 1.625% 651639AJ5 9,831 10,000,000 SH   SOLE   10,000,000 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 189 35,770 SH   SOLE   35,770 0 0
NEWPORT CORP COM 651824104 511 32,218 SH   DFND 1 32,218 0 0
NEWPORT CORP COM 651824104 2,235 140,843 SH   SOLE   140,843 0 0
NEWS CORP/NEW CL A 65249B109 142 10,655 SH   SOLE   10,655 0 0
NEXTERA ENERGY INC COM 65339F101 1,342 12,920 SH   SOLE   12,920 0 0
NextEra Energy Inc COM 65339F101 37 352 SH   DFND 2 352 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 1,526 26,625 SH   DFND 1 26,625 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 4,591 80,100 SH   SOLE   80,100 0 0
NIKE INC CL B 654106103 38,296 612,740 SH   DFND 1 612,740 0 0
NIKE INC CL B 654106103 123,138 1,970,200 SH   SOLE   1,970,200 0 0
NOBLE ENERGY INC COM 655044105 1,162 35,285 SH   SOLE   35,285 0 0
NOBLE ENERGY INC COM 655044105 235 7,145 SH   DFND 1 7,145 0 0
Noble Energy Inc COM 655044105 4 130 SH   DFND 2 130 0 0
NORDSON CORP COM 655663102 721 11,233 SH   DFND 1 11,233 0 0
NORDSON CORP COM 655663102 3,019 47,055 SH   SOLE   47,055 0 0
NORFOLK SOUTHERN CORP COM 655844108 40,070 473,700 SH   DFND 1 473,700 0 0
NORFOLK SOUTHERN CORP COM 655844108 71,740 848,090 SH   SOLE   848,090 0 0
Norfolk Southern Corp COM 655844108 2 20 SH   DFND 2 20 0 0
NORTHERN OIL AND GAS INC COM 665531109 89 22,930 SH   SOLE   22,930 0 0
NORTHERN TRUST CORP COM 665859104 29,961 415,610 SH   DFND 1 415,610 0 0
NORTHERN TRUST CORP COM 665859104 37,935 526,213 SH   SOLE   526,213 0 0
NORTHFIELD BANCORP INC COM 66611T108 313 19,670 SH   SOLE   19,670 0 0
NORTHROP GRUMMAN CORP COM 666807102 9,346 49,498 SH   SOLE   49,498 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,982 10,500 SH   DFND 1 10,500 0 0
Northrop Grumman Corp COM 666807102 56 298 SH   DFND 2 298 0 0
NorthStar Realty Finance Corp COM 66704R803 1 85 SH   DFND 2 85 0 0
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 957 78,800 SH   DFND 1 78,800 0 0
NORTHSTAR ASSET MANAGEMENT COR COM 66705Y104 3,369 277,490 SH   SOLE   277,490 0 0
NorthStar Asset Management Gro COM 66705Y104 2 170 SH   DFND 2 170 0 0
NorthStar Realty Europe Corp COM 66706L101 0 28 SH   DFND 2 28 0 0
NORTHWEST BANCSHARES INC COM 667340103 585 43,720 SH   SOLE   43,720 0 0
NORTHWEST NATURAL GAS CO COM 667655104 595 11,760 SH   SOLE   11,760 0 0
NORTHWESTERN CORP COM NEW 668074305 1,203 22,180 SH   DFND 1 22,180 0 0
NORTHWESTERN CORP COM NEW 668074305 3,087 56,910 SH   SOLE   56,910 0 0
NOVELLUS SYSTEMS INC NOTE 2.625% 670008AD3 15,799 6,700,000 SH   SOLE   6,700,000 0 0
NOW INC/DE COM 67011P100 384 24,287 SH   SOLE   24,287 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 67020YAF7 4,290 4,250,000 SH   SOLE   4,250,000 0 0
NUANCE COMMUNICATIONS INC DEBT 1.500% 67020YAG5 5,164 4,790,000 SH   SOLE   4,790,000 0 0
NUCOR CORP COM 670346105 8,489 210,640 SH   DFND 1 210,640 0 0
NUCOR CORP COM 670346105 22,575 560,180 SH   SOLE   560,180 0 0
NVIDIA CORP COM 67066G104 81,772 2,480,935 SH   DFND 1 2,480,935 0 0
NVIDIA CORP COM 67066G104 113,762 3,451,515 SH   SOLE   3,451,515 0 0
NVIDIA CORP NOTE 1.000% 67066GAC8 21,635 12,950,000 SH   SOLE   12,950,000 0 0
NUTRISYSTEM INC COM 67069D108 10,309 476,380 SH   DFND 1 476,380 0 0
NUTRISYSTEM INC COM 67069D108 17,712 818,470 SH   SOLE   818,470 0 0
NUVASIVE INC COM 670704105 11,811 218,272 SH   DFND 1 218,272 0 0
NUVASIVE INC COM 670704105 22,410 414,158 SH   SOLE   414,158 0 0
NXSTAGE MEDICAL INC COM 67072V103 428 19,550 SH   DFND 1 19,550 0 0
NXSTAGE MEDICAL INC COM 67072V103 1,470 67,100 SH   SOLE   67,100 0 0
OGE ENERGY CORP COM 670837103 1,001 38,060 SH   SOLE   38,060 0 0
Nuveen Closed-End Funds/USA COM 670928100 14 1,411 SH   DFND 2 1,411 0 0
Nuveen Closed-End Funds/USA COM 670977107 15 1,070 SH   DFND 2 1,070 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 5,332 21,042 SH   DFND 1 21,042 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 16,702 65,908 SH   SOLE   65,908 0 0
OFG BANCORP COM 67103X102 136 18,540 SH   SOLE   18,540 0 0
OSI SYSTEMS, INC. COM 671044105 700 7,900 SH   SOLE   7,900 0 0
OASIS PETROLEUM INC COM 674215108 8,565 1,162,160 SH   SOLE   1,162,160 0 0
OASIS PETROLEUM INC COM 674215108 2,721 369,179 SH   DFND 1 369,179 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 1,464 21,660 SH   SOLE   21,660 0 0
Occidental Petroleum Corp COM 674599105 41 611 SH   DFND 2 611 0 0
OCEANEERING INTL INC COM 675232102 5,100 135,915 SH   SOLE   135,915 0 0
OCEANEERING INTL INC COM 675232102 2,957 78,805 SH   DFND 1 78,805 0 0
OFFICE DEPOT INC COM 676220106 322 57,060 SH   SOLE   57,060 0 0
OIL STATES INTERNATIONAL INC COM 678026105 1,597 58,605 SH   DFND 1 58,605 0 0
OIL STATES INTERNATIONAL INC COM 678026105 2,154 79,045 SH   SOLE   79,045 0 0
OLD DOMINION FREIGHT LINE COM 679580100 1,651 27,952 SH   DFND 1 27,952 0 0
OLD DOMINION FREIGHT LINE COM 679580100 5,438 92,058 SH   SOLE   92,058 0 0
OLD NATIONAL BANCORP COM 680033107 667 49,200 SH   SOLE   49,200 0 0
OLD REPUBLIC INTL CORP COM 680223104 523 28,090 SH   SOLE   28,090 0 0
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 19,520 15,355,000 SH   SOLE   15,355,000 0 0
OLIN CORP COM PAR $1 680665205 2,134 123,640 SH   SOLE   123,640 0 0
OLIN CORP COM PAR $1 680665205 556 32,230 SH   DFND 1 32,230 0 0
OMNICOM GROUP INC COM 681919106 513 6,780 SH   SOLE   6,780 0 0
Omnicom Group Inc COM 681919106 6 74 SH   DFND 2 74 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 268 7,650 SH   DFND 1 7,650 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 2,056 58,781 SH   SOLE   58,781 0 0
OMNICELL INC COM 68213N109 476 15,310 SH   SOLE   15,310 0 0
ON ASSIGNMENT, INC. COM 682159108 3,791 84,348 SH   DFND 1 84,348 0 0
ON ASSIGNMENT, INC. COM 682159108 12,306 273,780 SH   SOLE   273,780 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 1,016 103,710 SH   SOLE   103,710 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 296 30,160 SH   DFND 1 30,160 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625% 682189AH8 5,594 5,000,000 SH   SOLE   5,000,000 0 0
ONE GAS INC COM 68235P108 302 6,010 SH   SOLE   6,010 0 0
ONE Gas Inc COM 68235P108 11 225 SH   DFND 2 225 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 577 26,910 SH   SOLE   26,910 0 0
ONEOK Inc COM 682680103 17 700 SH   DFND 2 700 0 0
ORACLE CORP COM 68389X105 18,921 517,950 SH   DFND 1 517,950 0 0
ORACLE CORP COM 68389X105 52,802 1,445,437 SH   SOLE   1,445,437 0 0
Oracle Corp COM 68389X105 120 3,287 SH   DFND 2 3,287 0 0
ORBCOMM INC COM 68555P100 475 65,615 SH   DFND 1 65,615 0 0
ORBCOMM INC COM 68555P100 1,240 171,225 SH   SOLE   171,225 0 0
ORBITAL ATK INC COM 68557N103 604 6,760 SH   SOLE   6,760 0 0
ORION MARINE GROUP INC COM 68628V308 48 11,530 SH   SOLE   11,530 0 0
ORITANI FINANCIAL CORP COM 68633D103 3,975 240,890 SH   SOLE   240,890 0 0
ORITANI FINANCIAL CORP COM 68633D103 983 59,600 SH   DFND 1 59,600 0 0
OSHKOSH CO COM 688239201 37,038 948,730 SH   SOLE   948,730 0 0
OSHKOSH CO COM 688239201 29,328 751,220 SH   DFND 1 751,220 0 0
OTTER TAIL CORP COM 689648103 534 20,060 SH   DFND 1 20,060 0 0
OTTER TAIL CORP COM 689648103 1,934 72,640 SH   SOLE   72,640 0 0
OUTERWALL INC COM 690070107 274 7,490 SH   SOLE   7,490 0 0
OUTFRONT MEDIA INC COM 69007J106 458 20,982 SH   SOLE   20,982 0 0
OWENS & MINOR INC COM 690732102 261 7,250 SH   SOLE   7,250 0 0
OWENS-ILLINOIS INC COM NEW 690768403 14,037 805,794 SH   DFND 1 805,794 0 0
OWENS-ILLINOIS INC COM NEW 690768403 19,220 1,103,330 SH   SOLE   1,103,330 0 0
OXFORD INDUSTRIES INC COM 691497309 7,463 116,931 SH   DFND 1 116,931 0 0
OXFORD INDUSTRIES INC COM 691497309 13,978 219,020 SH   SOLE   219,020 0 0
PBF ENERGY INC CL A 69318G106 1,311 35,610 SH   SOLE   35,610 0 0
PBF ENERGY INC CL A 69318G106 404 10,970 SH   DFND 1 10,970 0 0
PDC ENERGY INC COM 69327R101 903 16,920 SH   SOLE   16,920 0 0
PG&E CORP COM 69331C108 59,338 1,115,590 SH   DFND 1 1,115,590 0 0
PG&E CORP COM 69331C108 91,913 1,728,010 SH   SOLE   1,728,010 0 0
PG&E Corp COM 69331C108 58 1,095 SH   DFND 2 1,095 0 0
PGT INC COM 69336V101 654 57,402 SH   DFND 1 57,402 0 0
PGT INC COM 69336V101 1,996 175,210 SH   SOLE   175,210 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 1,351 14,174 SH   SOLE   14,174 0 0
PNC Financial Services Group I COM 693475105 38 400 SH   DFND 2 400 0 0
PNM RESOURCES INC COM 69349H107 2,764 90,425 SH   SOLE   90,425 0 0
PNM RESOURCES INC COM 69349H107 1,249 40,860 SH   DFND 1 40,860 0 0
PPG INDUSTRIES INC COM 693506107 1,532 15,500 SH   SOLE   15,500 0 0
PPG INDUSTRIES INC COM 693506107 482 4,880 SH   DFND 1 4,880 0 0
PPL CORP COM 69351T106 645 18,910 SH   SOLE   18,910 0 0
PPL Corp COM 69351T106 41 1,200 SH   DFND 2 1,200 0 0
PRA GROUP INC COM 69354N106 711 20,490 SH   SOLE   20,490 0 0
PS BUSINESS PARKS INC COM 69360J107 1,355 15,500 SH   SOLE   15,500 0 0
PVH CORP COM 693656100 2,815 38,227 SH   DFND 1 38,227 0 0
PVH CORP COM 693656100 9,086 123,371 SH   SOLE   123,371 0 0
PTC INC COM 69370C100 809 23,350 SH   DFND 1 23,350 0 0
PTC INC COM 69370C100 3,081 88,960 SH   SOLE   88,960 0 0
PACCAR INC COM 693718108 467 9,847 SH   SOLE   9,847 0 0
PACCAR Inc COM 693718108 48 1,012 SH   DFND 2 1,012 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 113 23,550 SH   DFND 1 23,550 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 407 85,180 SH   SOLE   85,180 0 0
PACKAGING CORP OF AMERICA COM 695156109 3,667 58,158 SH   DFND 1 58,158 0 0
PACKAGING CORP OF AMERICA COM 695156109 12,033 190,855 SH   SOLE   190,855 0 0
PACWEST BANCORP COM 695263103 9,910 229,940 SH   DFND 1 229,940 0 0
PACWEST BANCORP COM 695263103 18,080 419,490 SH   SOLE   419,490 0 0
PALO ALTO NETWORKS INC COM 697435105 3,010 17,087 SH   DFND 1 17,087 0 0
PALO ALTO NETWORKS INC COM 697435105 9,050 51,380 SH   SOLE   51,380 0 0
PANDORA MEDIA INC COM 698354107 1,555 115,970 SH   DFND 1 115,970 0 0
PANDORA MEDIA INC COM 698354107 4,673 348,460 SH   SOLE   348,460 0 0
PANERA BREAD COMPANY CL A 69840W108 536 2,750 SH   SOLE   2,750 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 12,401 221,960 SH   SOLE   221,960 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 6,693 119,790 SH   DFND 1 119,790 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 1,374 122,050 SH   DFND 1 122,050 0 0
PAPA MURPHY'S HOLDINGS INC COM 698814100 3,580 317,981 SH   SOLE   317,981 0 0
PARAMOUNT GROUP INC COM 69924R108 686 37,900 SH   SOLE   37,900 0 0
PAREXEL INT'L CORP COM 699462107 419 6,150 SH   SOLE   6,150 0 0
PARKER-HANNIFIN CORP COM 701094104 369 3,805 SH   SOLE   3,805 0 0
PARKWAY PROPERTIES INC COM 70159Q104 2,908 186,080 SH   DFND 1 186,080 0 0
PARKWAY PROPERTIES INC COM 70159Q104 5,455 349,000 SH   SOLE   349,000 0 0
PARSLEY ENERGY INC CL A 701877102 18,373 995,817 SH   DFND 1 995,817 0 0
PARSLEY ENERGY INC CL A 701877102 26,767 1,450,762 SH   SOLE   1,450,762 0 0
PATTERSON-UTI ENERGY INC COM 703481101 9,793 649,410 SH   SOLE   649,410 0 0
PATTERSON-UTI ENERGY INC COM 703481101 4,287 284,300 SH   DFND 1 284,300 0 0
PAYCHEX INC COM 704326107 479 9,060 SH   SOLE   9,060 0 0
PAYLOCITY HOLDING CORP COM 70438V106 1,306 32,200 SH   DFND 1 32,200 0 0
PAYLOCITY HOLDING CORP COM 70438V106 3,406 84,000 SH   SOLE   84,000 0 0
PAYPAL HOLDINGS INC COM 70450Y103 34,558 954,640 SH   DFND 1 954,640 0 0
PAYPAL HOLDINGS INC COM 70450Y103 83,231 2,299,190 SH   SOLE   2,299,190 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 2,540 90,665 SH   DFND 1 90,665 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 5,855 208,965 SH   SOLE   208,965 0 0
Pembina Pipeline Corp COM 706327103 7 300 SH   DFND 2 300 0 0
JC PENNEY CO INC COM 708160106 231 34,670 SH   SOLE   34,670 0 0
JC Penney Co Inc COM 708160106 7 1,100 SH   DFND 2 1,100 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 1,048 47,926 SH   SOLE   47,926 0 0
PENNYMAC FINANCIAL SERVICES IN CL A 70932B101 328 21,340 SH   DFND 1 21,340 0 0
PENNYMAC FINANCIAL SERVICES IN CL A 70932B101 1,187 77,300 SH   SOLE   77,300 0 0
PEP BOYS-MANNY MOE JACK COM 713278109 424 23,050 SH   SOLE   23,050 0 0
Pepco Holdings Inc COM 713291102 30 1,138 SH   DFND 2 1,138 0 0
PEPSICO INC COM 713448108 1,313 13,140 SH   DFND 1 13,140 0 0
PEPSICO INC COM 713448108 9,616 96,240 SH   SOLE   96,240 0 0
PepsiCo Inc COM 713448108 651 6,514 SH   DFND 2 6,514 0 0
PERFICIENT INC COM 71375U101 260 15,210 SH   SOLE   15,210 0 0
PERKINELMER INC COM 714046109 922 17,210 SH   DFND 1 17,210 0 0
PERKINELMER INC COM 714046109 3,559 66,440 SH   SOLE   66,440 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 3,205 745,382 SH   DFND 1 745,382 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 10,289 2,392,708 SH   SOLE   2,392,708 0 0
PFIZER INC COM 717081103 93,379 2,892,770 SH   SOLE   2,892,770 0 0
PFIZER INC COM 717081103 48,105 1,490,250 SH   DFND 1 1,490,250 0 0
Pfizer Inc COM 717081103 1,730 53,581 SH   DFND 2 53,581 0 0
PHARMERICA CORP COM 71714F104 679 19,390 SH   DFND 1 19,390 0 0
PHARMERICA CORP COM 71714F104 2,999 85,690 SH   SOLE   85,690 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 236 7,840 SH   SOLE   7,840 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 40,991 466,281 SH   DFND 1 466,281 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 54,424 619,093 SH   SOLE   619,093 0 0
Philip Morris International In COM 718172109 96 1,092 SH   DFND 2 492 0 600
PHILLIPS 66 COM 718546104 1,103 13,484 SH   SOLE   13,484 0 0
Phillips 66 COM 718546104 48 584 SH   DFND 2 488 0 96
PHYSICIANS REALTY TRUST COM 71943U104 1,580 93,700 SH   SOLE   93,700 0 0
PHYSICIANS REALTY TRUST COM 71943U104 395 23,440 SH   DFND 1 23,440 0 0
PIEDMONT NATURAL GAS CO COM 720186105 1,945 34,110 SH   SOLE   34,110 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 577 30,544 SH   SOLE   30,544 0 0
PIER 1 IMPORTS INC COM 720279108 113 22,268 SH   DFND 1 22,268 0 0
PIER 1 IMPORTS INC COM 720279108 410 80,600 SH   SOLE   80,600 0 0
PIMCO DYNAMIC CREDIT INCOME FU COM SHS 72202D106 1,621 89,895 SH   DFND 1 89,895 0 0
PIMCO DYNAMIC CREDIT INCOME FU COM SHS 72202D106 1,387 76,905 SH   SOLE   76,905 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 814 26,150 SH   SOLE   26,150 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 777 15,130 SH   SOLE   15,130 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 201 3,110 SH   SOLE   3,110 0 0
Pinnacle West Capital Corp COM 723484101 39 607 SH   DFND 2 607 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 150 68,920 SH   DFND 1 68,920 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 601 276,800 SH   SOLE   276,800 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 544 4,340 SH   SOLE   4,340 0 0
Pioneer Natural Resources Co COM 723787107 24 191 SH   DFND 2 191 0 0
PIPER JAFFRAY COS COM 724078100 264 6,530 SH   SOLE   6,530 0 0
PLANTRONICS INC COM 727493108 6,551 138,149 SH   DFND 1 138,149 0 0
PLANTRONICS INC COM 727493108 10,486 221,138 SH   SOLE   221,138 0 0
PLEXUS CORP COM 729132100 502 14,380 SH   SOLE   14,380 0 0
PLUM CREEK TIMBER CO COM 729251108 1,147 24,045 SH   SOLE   24,045 0 0
Plum Creek Timber Co Inc COM 729251108 40 831 SH   DFND 2 831 0 0
POLARIS INDUSTRIES INC COM 731068102 601 6,990 SH   SOLE   6,990 0 0
POLYCOM INC COM 73172K104 194 15,380 SH   SOLE   15,380 0 0
POLYONE CORP COM 73179P106 17,233 542,600 SH   SOLE   542,600 0 0
POLYONE CORP COM 73179P106 9,357 294,626 SH   DFND 1 294,626 0 0
POOL CORP COM 73278L105 1,483 18,362 SH   SOLE   18,362 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 569 9,720 SH   SOLE   9,720 0 0
POPULAR INC COM NEW 733174700 367 12,960 SH   DFND 1 12,960 0 0
POPULAR INC COM NEW 733174700 1,253 44,210 SH   SOLE   44,210 0 0
POST HOLDINGS INC COM 737446104 440 7,130 SH   SOLE   7,130 0 0
POST PROPERTIES INC COM 737464107 886 14,980 SH   DFND 1 14,980 0 0
POST PROPERTIES INC COM 737464107 4,589 77,575 SH   SOLE   77,575 0 0
POTLATCH CORP COM 737630103 502 16,598 SH   DFND 1 16,598 0 0
POTLATCH CORP COM 737630103 2,063 68,213 SH   SOLE   68,213 0 0
POWER INTEGRATIONS INC COM 739276103 595 12,240 SH   SOLE   12,240 0 0
Invesco PowerShares Capital Management LLC UNIT SER 1 73935A104 49 435 SH   DFND 2 435 0 0
POWERSECURE INTERNATIONAL INC COM 73936N105 404 26,850 SH   DFND 1 26,850 0 0
POWERSECURE INTERNATIONAL INC COM 73936N105 1,702 113,120 SH   SOLE   113,120 0 0
POWERSHARES AGG PFD PORT 73936T565 268 17,948 SH   DFND 1 17,948 0 0
POWERSHARES AGG PFD PORT 73936T565 283 18,944 SH   SOLE   18,944 0 0
Invesco PowerShares Capital Management LLC BUILD AMER ETF 73937B407 187 6,440 SH   DFND 2 5,910 0 530
PRAXAIR INC COM 74005P104 818 7,990 SH   SOLE   7,990 0 0
PRECISION CASTPARTS CORP COM 740189105 900 3,880 SH   SOLE   3,880 0 0
Precision Castparts Corp COM 740189105 46 200 SH   DFND 2 200 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 1,160 22,540 SH   SOLE   22,540 0 0
T ROWE PRICE GROUP INC COM 74144T108 505 7,068 SH   SOLE   7,068 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 6,478 5,081 SH   SOLE   5,081 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 2,002 1,570 SH   DFND 1 1,570 0 0
PRICELINE GROUP INC/THE NOTE 1.000% 741503AQ9 8,561 6,000,000 SH   SOLE   6,000,000 0 0
PRICELINE GROUP INC/THE NOTE 0.350% 741503AS5 4,778 4,000,000 SH   SOLE   4,000,000 0 0
PRICELINE GROUP INC/THE NOTE 0.900% 741503AX4 4,045 4,000,000 SH   SOLE   4,000,000 0 0
PRICESMART INC COM 741511109 458 5,520 SH   SOLE   5,520 0 0
PRIMERICA INC COM 74164M108 9,004 190,650 SH   DFND 1 190,650 0 0
PRIMERICA INC COM 74164M108 13,927 294,870 SH   SOLE   294,870 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 342 7,610 SH   SOLE   7,610 0 0
PROASSURANCE CORP COM 74267C106 1,112 22,910 SH   SOLE   22,910 0 0
PROCTER & GAMBLE CO COM 742718109 6,064 76,358 SH   SOLE   76,358 0 0
Procter & Gamble Co/The COM 742718109 520 6,552 SH   DFND 2 6,552 0 0
PRIVATEBANCORP INC COM 742962103 226 5,500 SH   DFND 1 5,500 0 0
PRIVATEBANCORP INC COM 742962103 2,212 53,920 SH   SOLE   53,920 0 0
PROGENICS PHARMACEUTICALS INC COM 743187106 496 80,930 SH   SOLE   80,930 0 0
PROGENICS PHARMACEUTICALS INC COM 743187106 137 22,350 SH   DFND 1 22,350 0 0
PROGRESS SOFTWARE CORP. COM 743312100 16,091 670,471 SH   DFND 1 670,471 0 0
PROGRESS SOFTWARE CORP. COM 743312100 23,365 973,526 SH   SOLE   973,526 0 0
PROGRESSIVE CORP COM 743315103 1,294 40,690 SH   DFND 1 40,690 0 0
PROGRESSIVE CORP COM 743315103 5,968 187,660 SH   SOLE   187,660 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 12,296 522,121 SH   DFND 1 522,121 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 18,726 795,150 SH   SOLE   795,150 0 0
PROLOGIS INC COM 74340W103 9,797 228,256 SH   SOLE   228,256 0 0
PROLOGIS INC COM 74340W103 2,131 49,640 SH   DFND 1 49,640 0 0
PROOFPOINT INC COM 743424103 11,769 181,030 SH   SOLE   181,030 0 0
PROOFPOINT INC COM 743424103 4,517 69,488 SH   DFND 1 69,488 0 0
PROSPECT CAPITAL CORP NOTE 5.500% 74348TAD4 6,801 6,750,000 SH   SOLE   6,750,000 0 0
PROSPECT CAPITAL CORP NOTE 5.375% 74348TAK8 3,469 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 5.750% 74348TAL6 3,426 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 5.875% 74348TAM4 1,912 2,000,000 SH   SOLE   2,000,000 0 0
PROSPECT CAPITAL CORP NOTE 4.750% 74348TAQ5 2,178 2,500,000 SH   SOLE   2,500,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 364 7,600 SH   SOLE   7,600 0 0
PROTO LABS INC COM 743713109 10,318 162,010 SH   SOLE   162,010 0 0
PROTO LABS INC COM 743713109 4,676 73,422 SH   DFND 1 73,422 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 282 6,000 SH   DFND 1 6,000 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 1,419 30,240 SH   SOLE   30,240 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 1,376 68,270 SH   DFND 1 68,270 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 5,296 262,840 SH   SOLE   262,840 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1,020 12,530 SH   SOLE   12,530 0 0
Prudential Financial Inc COM 744320102 92 1,129 SH   DFND 2 1,129 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 20,846 538,790 SH   DFND 1 538,790 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 26,638 688,490 SH   SOLE   688,490 0 0
Public Service Enterprise Grou COM 744573106 192 4,952 SH   DFND 2 4,952 0 0
PUBLIC STORAGE COM 74460D109 2,571 10,380 SH   DFND 1 10,380 0 0
PUBLIC STORAGE COM 74460D109 13,486 54,445 SH   SOLE   54,445 0 0
Public Storage COM 74460D109 99 400 SH   DFND 2 400 0 0
PULTE GROUP INC COM 745867101 599 33,592 SH   SOLE   33,592 0 0
Putnam Investment Management LLC SHS BEN INT 746779107 7 1,000 SH   DFND 2 1,000 0 0
QLOGIC CORP COM 747277101 439 35,980 SH   SOLE   35,980 0 0
QUAKER CHEMICAL CORP COM 747316107 1,025 13,270 SH   SOLE   13,270 0 0
QLIK TECHNOLOGIES INC COM 74733T105 2,571 81,208 SH   DFND 1 81,208 0 0
QLIK TECHNOLOGIES INC COM 74733T105 6,076 191,900 SH   SOLE   191,900 0 0
QEP RESOURCES INC COM 74733V100 244 18,240 SH   SOLE   18,240 0 0
QTS REALTY TRUST INC COM CL A 74736A103 564 12,500 SH   SOLE   12,500 0 0
QORVO INC COM 74736K101 207 4,060 SH   SOLE   4,060 0 0
QUALCOMM INC COM 747525103 2,103 42,070 SH   SOLE   42,070 0 0
QUALCOMM Inc COM 747525103 266 5,323 SH   DFND 2 5,323 0 0
QUALITY SYSTEMS INC COM 747582104 215 13,320 SH   DFND 1 13,320 0 0
QUALITY SYSTEMS INC COM 747582104 1,088 67,480 SH   SOLE   67,480 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 269 12,890 SH   DFND 1 12,890 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 1,276 61,215 SH   SOLE   61,215 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,080 29,240 SH   SOLE   29,240 0 0
QUEST DIAGNOSTICS INC COM 74834L100 427 6,000 SH   DFND 1 6,000 0 0
Quest Diagnostics Inc COM 74834L100 4 50 SH   DFND 2 50 0 0
QUESTAR CORP COM 748356102 390 20,020 SH   SOLE   20,020 0 0
QUINSTREET INC COM 74874Q100 66 15,310 SH   SOLE   15,310 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 2,093 30,485 SH   DFND 1 30,485 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 7,535 109,745 SH   SOLE   109,745 0 0
RLI CORP COM 749607107 1,004 16,260 SH   SOLE   16,260 0 0
RLJ LODGING TRUST COM 74965L101 320 14,782 SH   DFND 1 14,782 0 0
RLJ LODGING TRUST COM 74965L101 1,372 63,442 SH   SOLE   63,442 0 0
RPC INC COM 749660106 1,891 158,250 SH   DFND 1 158,250 0 0
RPC INC COM 749660106 2,861 239,420 SH   SOLE   239,420 0 0
RMR Group Inc/The CL A 74967R106 0 2 SH   DFND 2 2 0 0
RPM INTERNATIONAL INC COM 749685103 575 13,050 SH   DFND 1 13,050 0 0
RPM INTERNATIONAL INC COM 749685103 3,716 84,330 SH   SOLE   84,330 0 0
RPM International Inc COM 749685103 31 706 SH   DFND 2 706 0 0
RPM INTERNATIONAL INC NOTE 2.250% 749685AT0 10,042 8,785,000 SH   SOLE   8,785,000 0 0
RACKSPACE HOSTING INC COM 750086100 334 13,180 SH   SOLE   13,180 0 0
RADIAN GROUP INC COM 750236101 907 67,750 SH   DFND 1 67,750 0 0
RADIAN GROUP INC COM 750236101 2,941 219,670 SH   SOLE   219,670 0 0
RADIAN GROUP INC NOTE 2.250% 750236AN1 4,526 3,500,000 SH   SOLE   3,500,000 0 0
RAMBUS INC. COM 750917106 580 50,070 SH   SOLE   50,070 0 0
RALPH LAUREN CORP CL A 751212101 1,170 10,496 SH   DFND 1 10,496 0 0
RALPH LAUREN CORP CL A 751212101 3,720 33,369 SH   SOLE   33,369 0 0
Ralph Lauren Corp CL A 751212101 6 55 SH   DFND 2 55 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 6,244 375,918 SH   SOLE   375,918 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 1,498 90,160 SH   DFND 1 90,160 0 0
RAVEN INDUSTRIES INC COM 754212108 5,002 320,630 SH   DFND 1 320,630 0 0
RAVEN INDUSTRIES INC COM 754212108 7,571 485,320 SH   SOLE   485,320 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 23,961 413,331 SH   DFND 1 413,331 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 34,743 599,322 SH   SOLE   599,322 0 0
RAYONIER INC COM 754907103 571 25,722 SH   SOLE   25,722 0 0
Rayonier Inc COM 754907103 11 515 SH   DFND 2 290 0 225
RAYONIER ADVANCED MATERIALS IN COM 75508B104 181 18,440 SH   SOLE   18,440 0 0
Rayonier Advanced Materials In COM 75508B104 1 96 SH   DFND 2 96 0 0
RAYTHEON CO COM NEW 755111507 1,049 8,420 SH   SOLE   8,420 0 0
Raytheon Co COM NEW 755111507 64 515 SH   DFND 2 365 0 150
RBC BEARINGS INC COM 75524B104 443 6,859 SH   DFND 1 6,859 0 0
RBC BEARINGS INC COM 75524B104 1,601 24,782 SH   SOLE   24,782 0 0
RE/MAX HOLDINGS INC CL A 75524W108 844 22,630 SH   DFND 1 22,630 0 0
RE/MAX HOLDINGS INC CL A 75524W108 3,057 81,960 SH   SOLE   81,960 0 0
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REALOGY HOLDINGS CORP COM 75605Y106 3,931 107,195 SH   SOLE   107,195 0 0
REALPAGE INC COM 75606N109 461 20,520 SH   DFND 1 20,520 0 0
REALPAGE INC COM 75606N109 1,494 66,530 SH   SOLE   66,530 0 0
REALTY INCOME CORP COM 756109104 387 7,500 SH   DFND 1 7,500 0 0
REALTY INCOME CORP COM 756109104 2,543 49,248 SH   SOLE   49,248 0 0
RED HAT INC COM 756577102 38,784 468,345 SH   DFND 1 468,345 0 0
RED HAT INC COM 756577102 51,128 617,415 SH   SOLE   617,415 0 0
RED HAT INC NOTE 0.250% 756577AD4 20,126 15,400,000 SH   SOLE   15,400,000 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 976 15,815 SH   DFND 1 15,815 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 3,058 49,524 SH   SOLE   49,524 0 0
REGAL-BELOIT CORP COM 758750103 300 5,120 SH   SOLE   5,120 0 0
REGENCY CENTERS CORP COM 758849103 381 5,600 SH   DFND 1 5,600 0 0
REGENCY CENTERS CORP COM 758849103 3,566 52,352 SH   SOLE   52,352 0 0
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REGIS CORP COM 758932107 232 16,370 SH   SOLE   16,370 0 0
REGIONS FINANCIAL CORP COM 7591EP100 354 36,857 SH   SOLE   36,857 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 651 7,610 SH   SOLE   7,610 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 1,528 26,380 SH   SOLE   26,380 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 291 5,020 SH   DFND 1 5,020 0 0
RENASANT CORP COM 75970E107 4,247 123,420 SH   DFND 1 123,420 0 0
RENASANT CORP COM 75970E107 6,691 194,460 SH   SOLE   194,460 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 182 19,570 SH   DFND 1 19,570 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 658 70,830 SH   SOLE   70,830 0 0
REPLIGEN CORP COM 759916109 399 14,120 SH   SOLE   14,120 0 0
RENT-A-CENTER INC COM 76009N100 378 25,230 SH   DFND 1 25,230 0 0
RENT-A-CENTER INC COM 76009N100 1,460 97,520 SH   SOLE   97,520 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 86 21,850 SH   SOLE   21,850 0 0
REPUBLIC SERVICES INC COM 760759100 294 6,690 SH   SOLE   6,690 0 0
RESMED INC COM 761152107 865 16,120 SH   SOLE   16,120 0 0
RESOURCES CONNECTION INC COM 76122Q105 236 14,420 SH   DFND 1 14,420 0 0
RESOURCES CONNECTION INC COM 76122Q105 1,254 76,730 SH   SOLE   76,730 0 0
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RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 1,546 86,390 SH   SOLE   86,390 0 0
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REX ENERGY CORP COM 761565100 22 20,970 SH   SOLE   20,970 0 0
REXNORD CORP COM 76169B102 605 33,370 SH   SOLE   33,370 0 0
REXNORD CORP COM 76169B102 186 10,280 SH   DFND 1 10,280 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 434 26,500 SH   SOLE   26,500 0 0
REYNOLDS AMERICAN INC COM 761713106 1,073 23,248 SH   SOLE   23,248 0 0
Reynolds American Inc COM 761713106 76 1,642 SH   DFND 2 1,642 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 4,352 180,516 SH   DFND 1 180,516 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 7,474 309,993 SH   SOLE   309,993 0 0
ROADRUNNER TRANSPORTATION SYST COM 76973Q105 122 12,970 SH   SOLE   12,970 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,418 52,800 SH   DFND 1 52,800 0 0
ROCKWELL AUTOMATION INC COM 773903109 14,406 140,400 SH   SOLE   140,400 0 0
Rockwell Automation Inc COM 773903109 72 703 SH   DFND 2 703 0 0
ROCKWELL COLLINS INC COM 774341101 996 10,790 SH   DFND 1 10,790 0 0
ROCKWELL COLLINS INC COM 774341101 3,336 36,140 SH   SOLE   36,140 0 0
Rockwell Collins Inc COM 774341101 77 833 SH   DFND 2 833 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 328 12,260 SH   SOLE   12,260 0 0
ROGERS CORP COM 775133101 399 7,740 SH   SOLE   7,740 0 0
ROLLINS INC COM 775711104 281 10,838 SH   SOLE   10,838 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,946 15,520 SH   DFND 1 15,520 0 0
ROPER TECHNOLOGIES INC COM 776696106 9,431 49,691 SH   SOLE   49,691 0 0
ROSS STORES INC COM 778296103 5,075 94,318 SH   DFND 1 94,318 0 0
ROSS STORES INC COM 778296103 15,859 294,722 SH   SOLE   294,722 0 0
ROUSE PROPERTIES INC COM 779287101 258 17,710 SH   DFND 1 17,710 0 0
ROUSE PROPERTIES INC COM 779287101 984 67,554 SH   SOLE   67,554 0 0
ROVI CORP COM 779376102 583 35,020 SH   SOLE   35,020 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,894 63,200 SH   SOLE   63,200 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,530 77,100 SH   DFND 1 77,100 0 0
Royal Dutch Shell PLC SPONS ADR A 780259206 11 234 SH   DFND 2 0 0 234
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ROYAL GOLD INC COM 780287108 444 12,170 SH   DFND 1 12,170 0 0
ROYAL GOLD INC NOTE 2.875% 780287AA6 1,825 2,000,000 SH   SOLE   2,000,000 0 0
RUBY TUESDAY INC COM 781182100 173 31,340 SH   DFND 1 31,340 0 0
RUBY TUESDAY INC COM 781182100 772 140,070 SH   SOLE   140,070 0 0
RUCKUS WIRELESS INC COM 781220108 347 32,420 SH   DFND 1 32,420 0 0
RUCKUS WIRELESS INC COM 781220108 1,664 155,390 SH   SOLE   155,390 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 190 13,390 SH   SOLE   13,390 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 1,848 116,080 SH   SOLE   116,080 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 444 27,890 SH   DFND 1 27,890 0 0
RYDER SYSTEM INC COM 783549108 227 3,995 SH   DFND 1 3,995 0 0
RYDER SYSTEM INC COM 783549108 820 14,425 SH   SOLE   14,425 0 0
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SEI INVESTMENTS COMPANY COM 784117103 839 16,020 SH   SOLE   16,020 0 0
SG STRUCTURED PRODS INC MTN 78423EJC9 32 40,000 SH   DFND 2 40,000 0 0
SL GREEN REALTY CORP COM 78440X101 407 3,600 SH   DFND 1 3,600 0 0
SL GREEN REALTY CORP COM 78440X101 4,598 40,695 SH   SOLE   40,695 0 0
SLM CORP COM 78442P106 3,015 462,359 SH   DFND 1 462,359 0 0
SLM CORP COM 78442P106 8,868 1,360,200 SH   SOLE   1,360,200 0 0
SM Energy Co COM 78454L100 55 2,818 SH   DFND 2 2,818 0 0
SPDR TR UNIT 78462F103 28,042 137,548 SH   DFND 1 137,548 0 0
SPDR TR UNIT 78462F103 93,396 458,115 SH   SOLE   458,115 0 0
SSgA Funds Management Inc TR UNIT 78462F103 57,708 283,063 SH   DFND 2 275,759 0 7,304
SPX CORPORATION COM 784635104 163 17,430 SH   SOLE   17,430 0 0
State Street ETF/USA GOLD SHS 78463V107 6,525 64,308 SH   DFND 2 62,779 0 1,529
State Street ETF/USA MORGAN TECH ETF 78464A102 27 500 SH   DFND 2 500 0 0
State Street ETF/USA S&P 500 GROWTH 78464A409 4,197 41,899 SH   DFND 2 41,221 0 678
SPDR BRC HGH YLD BD 78464A417 383 11,300 SH   DFND 1 11,300 0 0
SPDR BRC HGH YLD BD 78464A417 610 18,000 SH   SOLE   18,000 0 0
State Street ETF/USA S&P 500 VALUE 78464A508 3,845 40,081 SH   DFND 2 39,620 0 461
SPDR S&P OILGAS EXP 78464A730 12,659 418,910 SH   DFND 1 418,910 0 0
SPDR S&P OILGAS EXP 78464A730 13,827 457,540 SH   SOLE   457,540 0 0
State Street ETF/USA S&P DIVID ETF 78464A763 12 165 SH   DFND 2 165 0 0
SPDR S&P BIOTECH 78464A870 5,391 76,800 SH   SOLE   76,800 0 0
SPDR S&P BIOTECH 78464A870 2,064 29,400 SH   DFND 1 29,400 0 0
SSgA Funds Management Inc UT SER 1 78467X109 7 40 SH   DFND 2 0 0 40
SPDR UTSER1 S&PDCRP 78467Y107 1,598 6,290 SH   DFND 1 6,290 0 0
SPDR UTSER1 S&PDCRP 78467Y107 5,096 20,060 SH   SOLE   20,060 0 0
State Street ETF/USA UTSER1 S&PDCRP 78467Y107 9 35 SH   DFND 2 35 0 0
SPX FLOW INC COM 78469X107 491 17,580 SH   SOLE   17,580 0 0
SVB FINANCIAL GROUP COM 78486Q101 8,167 68,686 SH   DFND 1 68,686 0 0
SVB FINANCIAL GROUP COM 78486Q101 19,652 165,279 SH   SOLE   165,279 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 975 48,192 SH   SOLE   48,192 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 486 33,507 SH   SOLE   33,507 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 992 17,587 SH   SOLE   17,587 0 0
SAGENT TECHNOLOGY, INC. COM 786692103 735 46,210 SH   SOLE   46,210 0 0
SAIA, INC. COM 78709Y105 2,599 116,820 SH   SOLE   116,820 0 0
SAIA, INC. COM 78709Y105 880 39,570 SH   DFND 1 39,570 0 0
ST JUDE MEDICAL INC COM 790849103 493 7,974 SH   SOLE   7,974 0 0
SALESFORCE.COM INC COM 79466L302 48,942 624,260 SH   DFND 1 624,260 0 0
SALESFORCE.COM INC COM 79466L302 118,160 1,507,139 SH   SOLE   1,507,139 0 0
SANDERSON FARMS INC COM 800013104 656 8,460 SH   SOLE   8,460 0 0
Sanderson Farms Inc COM 800013104 124 1,595 SH   DFND 2 1,595 0 0
SANDISK CORP COM 80004C101 429 5,650 SH   SOLE   5,650 0 0
SanDisk Corp COM 80004C101 9 120 SH   DFND 2 120 0 0
SANDISK CORP NOTE 1.500% 80004CAD3 13,214 8,400,000 SH   SOLE   8,400,000 0 0
SANDISK CORP NOTE 0.500% 80004CAF8 10,036 9,650,000 SH   SOLE   9,650,000 0 0
SandRidge Mississippian Trust UNIT BEN INT 80007T101 2 830 SH   DFND 2 830 0 0
SandRidge Mississippian Trust SH BEN INT 80007V106 1 750 SH   DFND 2 750 0 0
SANDY SPRING BANCORP INC COM 800363103 1,046 38,780 SH   DFND 1 38,780 0 0
SANDY SPRING BANCORP INC COM 800363103 3,784 140,350 SH   SOLE   140,350 0 0
Sandy Spring Bancorp Inc COM 800363103 29 1,062 SH   DFND 2 1,062 0 0
SANMINA CORP COM 801056102 700 34,030 SH   SOLE   34,030 0 0
SAUL CENTERS INC COM 804395101 379 7,388 SH   SOLE   7,388 0 0
SCANA CORP COM 80589M102 243 4,010 SH   SOLE   4,010 0 0
SCANSOURCE INC COM 806037107 369 11,460 SH   SOLE   11,460 0 0
HENRY SCHEIN INC COM 806407102 365 2,310 SH   SOLE   2,310 0 0
SCHLUMBERGER LTD COM 806857108 9,359 134,180 SH   DFND 1 134,180 0 0
SCHLUMBERGER LTD COM 806857108 27,372 392,434 SH   SOLE   392,434 0 0
Schlumberger Ltd COM 806857108 49 700 SH   DFND 2 700 0 0
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 225 15,650 SH   DFND 1 15,650 0 0
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 814 56,660 SH   SOLE   56,660 0 0
SCHOLASTIC CORP COM 807066105 442 11,460 SH   SOLE   11,460 0 0
A SCHULMAN INC COM 808194104 385 12,560 SH   SOLE   12,560 0 0
SCHWAB (CHARLES) CORP COM 808513105 15,543 472,010 SH   DFND 1 472,010 0 0
SCHWAB (CHARLES) CORP COM 808513105 36,644 1,112,795 SH   SOLE   1,112,795 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 548 13,060 SH   SOLE   13,060 0 0
SCIENCE APPLICATIONS INTERNATI COM 808625107 219 4,794 SH   SOLE   4,794 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 189 21,020 SH   SOLE   21,020 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 912 14,130 SH   DFND 1 14,130 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 3,269 50,680 SH   SOLE   50,680 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 439 23,113 SH   SOLE   23,113 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 15,835 286,816 SH   DFND 1 286,816 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 19,959 361,509 SH   SOLE   361,509 0 0
SEACOAST BANKING CORP OF FLORI COM NEW 811707801 156 10,430 SH   DFND 1 10,430 0 0
SEACOAST BANKING CORP OF FLORI COM NEW 811707801 566 37,810 SH   SOLE   37,810 0 0
SEACOR HOLDINGS INC NOTE 3.000% 81170YAB5 1,994 2,500,000 SH   SOLE   2,500,000 0 0
SEACOR HOLDINGS INC COM 811904101 358 6,810 SH   SOLE   6,810 0 0
SEACOR HOLDINGS INC NOTE 2.500% 811904AM3 3,316 3,500,000 SH   SOLE   3,500,000 0 0
SEALED AIR CORP COM 81211K100 1,668 37,409 SH   DFND 1 37,409 0 0
SEALED AIR CORP COM 81211K100 5,608 125,742 SH   SOLE   125,742 0 0
SPDR SBI MATERIALS 81369Y100 5,200 119,770 SH   DFND 1 119,770 0 0
SPDR SBI MATERIALS 81369Y100 8,158 187,890 SH   SOLE   187,890 0 0
State Street ETF/USA SBI CONS STPLS 81369Y308 163 3,235 SH   DFND 2 3,235 0 0
State Street ETF/USA SBI CONS DISCR 81369Y407 31 392 SH   DFND 2 392 0 0
State Street ETF/USA SBI INT-ENERGY 81369Y506 210 3,481 SH   DFND 2 3,481 0 0
SSgA Funds Management Inc SBI INT-FINL 81369Y605 195 8,170 SH   DFND 2 8,170 0 0
SPDR SBI INT-UTILS 81369Y886 4,641 107,240 SH   DFND 1 107,240 0 0
SPDR SBI INT-UTILS 81369Y886 7,278 168,160 SH   SOLE   168,160 0 0
SELECT COMFORT CORP. COM 81616X103 467 21,830 SH   SOLE   21,830 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 537 45,090 SH   SOLE   45,090 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 699 20,830 SH   DFND 1 20,830 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 3,174 94,520 SH   SOLE   94,520 0 0
SEMGROUP CORP CL A 81663A105 650 22,517 SH   SOLE   22,517 0 0
SEMTECH CORP COM 816850101 528 27,920 SH   SOLE   27,920 0 0
SEMPRA ENERGY COM 816851109 624 6,635 SH   SOLE   6,635 0 0
Sempra Energy COM 816851109 78 835 SH   DFND 2 835 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1,129 76,102 SH   SOLE   76,102 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 329 5,240 SH   SOLE   5,240 0 0
SERVICE CORP INTERNATIONAL COM 817565104 4,340 166,780 SH   SOLE   166,780 0 0
SERVICE CORP INTERNATIONAL COM 817565104 891 34,240 SH   DFND 1 34,240 0 0
SERVICENOW INC COM 81762P102 3,760 43,439 SH   DFND 1 43,439 0 0
SERVICENOW INC COM 81762P102 11,307 130,629 SH   SOLE   130,629 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 579 2,230 SH   SOLE   2,230 0 0
SHORETEL INC COM 825211105 387 43,710 SH   DFND 1 43,710 0 0
SHORETEL INC COM 825211105 1,401 158,260 SH   SOLE   158,260 0 0
SIERRA BANCORP COM 82620P102 623 35,270 SH   SOLE   35,270 0 0
SIGNATURE BANK COM 82669G104 894 5,830 SH   SOLE   5,830 0 0
SILICON LABORATORIES INC. COM 826919102 216 4,450 SH   SOLE   4,450 0 0
SILGAN HOLDINGS INC COM 827048109 244 4,550 SH   DFND 1 4,550 0 0
SILGAN HOLDINGS INC COM 827048109 1,267 23,590 SH   SOLE   23,590 0 0
SILVER WHEATON CORP COM 828336107 712 57,350 SH   DFND 1 57,350 0 0
SILVER WHEATON CORP COM 828336107 2,287 184,110 SH   SOLE   184,110 0 0
SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 619 12,050 SH   SOLE   12,050 0 0
SIMON PROPERTY GROUP INC COM 828806109 3,899 20,050 SH   DFND 1 20,050 0 0
SIMON PROPERTY GROUP INC COM 828806109 24,715 127,111 SH   SOLE   127,111 0 0
SIMPSON MANUFACTURING CO. INC. COM 829073105 604 17,700 SH   SOLE   17,700 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 708 6,460 SH   SOLE   6,460 0 0
SKECHERS USA INC-CL A CL A 830566105 925 30,630 SH   DFND 1 30,630 0 0
SKECHERS USA INC-CL A CL A 830566105 2,844 94,150 SH   SOLE   94,150 0 0
SKYWEST INC COM 830879102 415 21,840 SH   SOLE   21,840 0 0
SMITH (A.O.) CORP COM 831865209 562 7,340 SH   DFND 1 7,340 0 0
SMITH (A.O.) CORP COM 831865209 3,025 39,490 SH   SOLE   39,490 0 0
JM SMUCKER COMPANY COM NEW 832696405 412 3,341 SH   SOLE   3,341 0 0
JM Smucker Co/The COM NEW 832696405 99 800 SH   DFND 2 800 0 0
SNAP-ON INC COM 833034101 281 1,640 SH   SOLE   1,640 0 0
SNYDERS-LANCE INC COM 833551104 774 22,560 SH   SOLE   22,560 0 0
SOLAR CAPITAL LTD COM 83413U100 3,507 213,450 SH   DFND 1 213,450 0 0
SOLAR CAPITAL LTD COM 83413U100 2,071 126,075 SH   SOLE   126,075 0 0
SOLARWINDS INC COM 83416B109 425 7,210 SH   SOLE   7,210 0 0
SolarCity Corp COM 83416T100 2 30 SH   DFND 2 30 0 0
SOLERA HOLDINGS INC COM 83421A104 425 7,750 SH   SOLE   7,750 0 0
SONIC CORP COM 835451105 684 21,172 SH   SOLE   21,172 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 315 13,840 SH   SOLE   13,840 0 0
SONOCO PRODUCTS CO COM 835495102 1,526 37,340 SH   DFND 1 37,340 0 0
SONOCO PRODUCTS CO COM 835495102 5,426 132,760 SH   SOLE   132,760 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 697 29,630 SH   SOLE   29,630 0 0
SOUTHERN COMPANY COM 842587107 2,398 51,250 SH   DFND 1 51,250 0 0
SOUTHERN COMPANY COM 842587107 11,307 241,660 SH   SOLE   241,660 0 0
Southern Co/The COM 842587107 207 4,414 SH   DFND 2 3,114 0 1,300
SOUTHSIDE BANCSHARES INC COM 84470P109 243 10,100 SH   SOLE   10,100 0 0
SOUTHWEST AIRLINES CO COM 844741108 50,613 1,175,406 SH   DFND 1 1,175,406 0 0
SOUTHWEST AIRLINES CO COM 844741108 76,840 1,784,498 SH   SOLE   1,784,498 0 0
Southwest Airlines Co COM 844741108 20 465 SH   DFND 2 465 0 0
SOUTHWEST GAS CORP COM 844895102 1,442 26,141 SH   DFND 1 26,141 0 0
SOUTHWEST GAS CORP COM 844895102 6,340 114,943 SH   SOLE   114,943 0 0
SOUTHWESTERN ENERGY CO COM 845467109 4,427 622,640 SH   DFND 1 622,640 0 0
SOUTHWESTERN ENERGY CO COM 845467109 12,830 1,804,440 SH   SOLE   1,804,440 0 0
SOVRAN SELF STORAGE INC COM 84610H108 2,160 20,133 SH   SOLE   20,133 0 0
SOVRAN SELF STORAGE INC COM 84610H108 318 2,966 SH   DFND 1 2,966 0 0
SPARTANNASH CO COM 847215100 1,193 55,107 SH   DFND 1 55,107 0 0
SPARTANNASH CO COM 847215100 4,584 211,833 SH   SOLE   211,833 0 0
Bulldog Investors LLC COM 84741T104 21 1,594 SH   DFND 2 1,594 0 0
SPECTRA ENERGY CORP COM 847560109 4,144 173,120 SH   DFND 1 173,120 0 0
SPECTRA ENERGY CORP COM 847560109 5,945 248,334 SH   SOLE   248,334 0 0
Spectra Energy Corp COM 847560109 33 1,391 SH   DFND 2 797 0 594
SPECTRUM PHARMACEUTICALS INC COM 84763A108 152 25,220 SH   SOLE   25,220 0 0
SPIRIT AEROSYSTEMS HOLDINGS COM CL A 848574109 988 19,740 SH   DFND 1 19,740 0 0
SPIRIT AEROSYSTEMS HOLDINGS COM CL A 848574109 3,585 71,590 SH   SOLE   71,590 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 1,021 101,860 SH   DFND 1 101,860 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 3,624 361,659 SH   SOLE   361,659 0 0
SPORTSMAN'S WAREHOUSE HOLDINGS COM 84920Y106 667 51,689 SH   DFND 1 51,689 0 0
SPORTSMAN'S WAREHOUSE HOLDINGS COM 84920Y106 2,413 187,079 SH   SOLE   187,079 0 0
STAGE STORES, INC. COM NEW 85254C305 124 13,600 SH   SOLE   13,600 0 0
STAG INDUSTRIAL INC COM 85254J102 513 27,800 SH   SOLE   27,800 0 0
STAMPS.COM COM NEW 852857200 693 6,320 SH   SOLE   6,320 0 0
STANCORP FINANCIAL GROUP INC COM 852891100 556 4,880 SH   SOLE   4,880 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 323 8,490 SH   SOLE   8,490 0 0
CALATLANTIC GROUP INC NOTE 1.250% 85375CBC4 3,680 3,300,000 SH   SOLE   3,300,000 0 0
STANDEX INTERNATIONAL CORP COM 854231107 458 5,510 SH   SOLE   5,510 0 0
STANLEY BLACK & DECKER COM 854502101 453 4,240 SH   SOLE   4,240 0 0
STAPLES INC COM 855030102 7,573 799,655 SH   SOLE   799,655 0 0
STAPLES INC COM 855030102 2,157 227,800 SH   DFND 1 227,800 0 0
STARBUCKS CORP COM 855244109 248 4,131 SH   DFND 2 4,131 0 0
STARBUCKS CORP COM 855244109 82,332 1,371,520 SH   DFND 1 1,371,520 0 0
STARBUCKS CORP COM 855244109 147,089 2,450,250 SH   SOLE   2,450,250 0 0
Starbucks Corp COM 855244109 18 300 SH   DFND 2 300 0 0
STATE AUTO FINANCIAL CORP COM 855707105 487 23,638 SH   DFND 1 23,638 0 0
STATE AUTO FINANCIAL CORP COM 855707105 1,762 85,589 SH   SOLE   85,589 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 1,003 48,800 SH   DFND 1 48,800 0 0
STARWOOD PROPERTY TRUST INC COM 85571B105 3,756 182,670 SH   SOLE   182,670 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.550% 85571BAA3 9,069 8,875,000 SH   SOLE   8,875,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.000% 85571BAB1 7,693 7,375,000 SH   SOLE   7,375,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 3.750% 85571BAC9 1,978 2,000,000 SH   SOLE   2,000,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 3,675 53,044 SH   DFND 1 53,044 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 12,019 173,489 SH   SOLE   173,489 0 0
STATE STREET CORP COM 857477103 751 11,320 SH   SOLE   11,320 0 0
STEEL DYNAMICS INC COM 858119100 25,673 1,436,677 SH   DFND 1 1,436,677 0 0
STEEL DYNAMICS INC COM 858119100 33,615 1,881,113 SH   SOLE   1,881,113 0 0
STEIN MART, INC. COM 858375108 316 46,992 SH   DFND 1 46,992 0 0
STEIN MART, INC. COM 858375108 1,231 182,936 SH   SOLE   182,936 0 0
STEPAN CO COM 858586100 391 7,860 SH   SOLE   7,860 0 0
Stepan Co COM 858586100 5 110 SH   DFND 2 110 0 0
STERICYCLE INC COM 858912108 889 7,368 SH   DFND 1 7,368 0 0
STERICYCLE INC COM 858912108 2,944 24,414 SH   SOLE   24,414 0 0
STERLING BANCORP/DE COM 85917A100 832 51,299 SH   SOLE   51,299 0 0
STEWART INFORMATION SVCS CORP COM 860372101 357 9,570 SH   SOLE   9,570 0 0
STIFEL FINANCIAL CORP COM 860630102 8,926 210,707 SH   DFND 1 210,707 0 0
STIFEL FINANCIAL CORP COM 860630102 16,089 379,825 SH   SOLE   379,825 0 0
Stifel Financial Corp COM 860630102 517 12,198 SH   DFND 2 12,198 0 0
STILLWATER MINING CO COM 86074Q102 444 51,810 SH   SOLE   51,810 0 0
STILLWATER MINING CO NOTE 1.750% 86074QAL6 4,653 4,875,000 SH   SOLE   4,875,000 0 0
STONE ENERGY CORP COM 861642106 104 24,220 SH   SOLE   24,220 0 0
STORE CAPITAL CORP COM 862121100 3,174 136,802 SH   SOLE   136,802 0 0
STORE CAPITAL CORP COM 862121100 843 36,336 SH   DFND 1 36,336 0 0
STRAYER EDUCATION, INC. COM 863236105 283 4,710 SH   SOLE   4,710 0 0
STRYKER CORP COM 863667101 825 8,880 SH   SOLE   8,880 0 0
Stryker Corp COM 863667101 270 2,900 SH   DFND 2 2,900 0 0
STURM, RUGER & CO., INC. COM 864159108 479 8,040 SH   SOLE   8,040 0 0
Sturm Ruger & Co Inc COM 864159108 32 535 SH   DFND 2 535 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 482 40,335 SH   DFND 1 40,335 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,562 214,421 SH   SOLE   214,421 0 0
SUN COMMUNITIES COM 866674104 1,249 18,231 SH   SOLE   18,231 0 0
Sun Life Financial Inc COM 866796105 9 285 SH   DFND 2 285 0 0
SUNCOR ENERGY INC COM 867224107 17,817 690,570 SH   DFND 1 690,570 0 0
SUNCOR ENERGY INC COM 867224107 46,090 1,786,440 SH   SOLE   1,786,440 0 0
SUNCOKE ENERGY INC COM 86722A103 95 27,487 SH   SOLE   27,487 0 0
SUNEDISON INC COM 86732Y109 184 36,160 SH   SOLE   36,160 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,054 84,348 SH   SOLE   84,348 0 0
SUNTRUST BANKS INC COM 867914103 4,639 108,290 SH   SOLE   108,290 0 0
SUNTRUST BANKS INC COM 867914103 955 22,300 SH   DFND 1 22,300 0 0
SUPER MICRO COMPUTER INC COM 86800U104 384 15,680 SH   SOLE   15,680 0 0
SUPERIOR ENERGY SERVICES COM 868157108 3,167 235,120 SH   DFND 1 235,120 0 0
SUPERIOR ENERGY SERVICES COM 868157108 4,573 339,510 SH   SOLE   339,510 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 199 14,820 SH   SOLE   14,820 0 0
SUPERVALU INC COM 868536103 209 30,810 SH   SOLE   30,810 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 788 57,011 SH   DFND 1 57,011 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 2,124 153,656 SH   SOLE   153,656 0 0
SYKES ENTERPRISES INC. COM 871237103 514 16,690 SH   SOLE   16,690 0 0
SYMANTEC CORP COM 871503108 2,169 103,284 SH   SOLE   103,284 0 0
SYMANTEC CORP COM 871503108 422 20,100 SH   DFND 1 20,100 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 602 17,090 SH   SOLE   17,090 0 0
SYNAPTICS INC COM 87157D109 338 4,210 SH   SOLE   4,210 0 0
SYNOPSYS INC COM 871607107 1,360 29,813 SH   DFND 1 29,813 0 0
SYNOPSYS INC COM 871607107 4,910 107,642 SH   SOLE   107,642 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 16,937 523,060 SH   DFND 1 523,060 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 30,037 927,640 SH   SOLE   927,640 0 0
SYNNEX CORP COM 87162W100 305 3,390 SH   SOLE   3,390 0 0
SYNNEX CORP COM 87162W100 1,795 19,956 SH   DFND 1 19,956 0 0
SYNERGY RESOURCES CORP COM 87164P103 365 42,810 SH   SOLE   42,810 0 0
SNYCHRONY FINANCIAL COM 87165B103 33,901 1,114,800 SH   SOLE   1,114,800 0 0
SNYCHRONY FINANCIAL COM 87165B103 20,244 665,690 SH   DFND 1 665,690 0 0
SYSCO CORP COM 871829107 603 14,700 SH   SOLE   14,700 0 0
TCF FINANCIAL CORP COM 872275102 3,281 232,370 SH   DFND 1 232,370 0 0
TCF FINANCIAL CORP COM 872275102 12,250 867,550 SH   SOLE   867,550 0 0
TCF Financial Corp COM 872275102 57 4,022 SH   DFND 2 4,022 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 2,253 64,895 SH   DFND 1 64,895 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 6,771 195,082 SH   SOLE   195,082 0 0
TECO Energy Inc COM 872375100 13 500 SH   DFND 2 0 0 500
TCP CAPITAL CORP NOTE 5.250% 87238QAB9 2,090 2,115,000 SH   SOLE   2,115,000 0 0
TJX COMPANIES INC COM 872540109 1,337 18,860 SH   SOLE   18,860 0 0
TRI POINTE HOMES INC COM 87265H109 212 16,710 SH   SOLE   16,710 0 0
TPG SPECIALTY LENDING INC NOTE 4.500% 87265KAB8 4,400 4,450,000 SH   SOLE   4,450,000 0 0
TTM TECHNOLOGIES COM 87305R109 181 27,810 SH   SOLE   27,810 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 1,272 36,510 SH   SOLE   36,510 0 0
TALEN ENERGY CORP COM 87422J105 314 50,390 SH   DFND 1 50,390 0 0
TALEN ENERGY CORP COM 87422J105 1,145 183,830 SH   SOLE   183,830 0 0
Talen Energy Corp COM 87422J105 1 111 SH   DFND 2 111 0 0
TALMER BANCORP INC COM 87482X101 6,097 336,680 SH   DFND 1 336,680 0 0
TALMER BANCORP INC COM 87482X101 10,538 581,900 SH   SOLE   581,900 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 249 7,628 SH   DFND 1 7,628 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 1,553 47,502 SH   SOLE   47,502 0 0
TANGOE INC COM 87582Y108 135 16,070 SH   SOLE   16,070 0 0
TARGET CORPORATION COM 87612E106 6,370 87,730 SH   DFND 1 87,730 0 0
TARGET CORPORATION COM 87612E106 22,680 312,360 SH   SOLE   312,360 0 0
Target Corp COM 87612E106 2 30 SH   DFND 2 30 0 0
TASER INTERNATIONAL INC COM 87651B104 398 23,040 SH   SOLE   23,040 0 0
TAUBMAN CENTERS INC COM 876664103 2,229 29,057 SH   SOLE   29,057 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 3,329 75,846 SH   DFND 1 75,846 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 9,257 210,910 SH   SOLE   210,910 0 0
TECH DATA CORP COM 878237106 272 4,100 SH   DFND 1 4,100 0 0
TECH DATA CORP COM 878237106 1,153 17,370 SH   SOLE   17,370 0 0
TECK RESOURCES LIMITED CL B 878742204 387 100,184 SH   DFND 1 100,184 0 0
TECK RESOURCES LIMITED CL B 878742204 1,241 321,600 SH   SOLE   321,600 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 360 4,060 SH   SOLE   4,060 0 0
TELEFLEX INC COM 879369106 47,400 360,591 SH   SOLE   360,591 0 0
TELEFLEX INC COM 879369106 24,234 184,358 SH   DFND 1 184,358 0 0
TELEFLEX INC NOTE 3.875% 879369AA4 7,272 3,400,000 SH   SOLE   3,400,000 0 0
TELEPHONE AND DATA SYSTEMS COM NEW 879433829 280 10,805 SH   SOLE   10,805 0 0
Franklin Advisers Inc COM 880192109 105 10,565 SH   DFND 2 6,765 0 3,800
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,301 204,813 SH   DFND 1 204,813 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 887 139,704 SH   SOLE   139,704 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 508 7,210 SH   SOLE   7,210 0 0
TENNANT CO COM 880345103 7,663 136,209 SH   DFND 1 136,209 0 0
TENNANT CO COM 880345103 12,408 220,541 SH   SOLE   220,541 0 0
TENNECO INC COM 880349105 1,415 30,811 SH   DFND 1 30,811 0 0
TENNECO INC COM 880349105 3,878 84,480 SH   SOLE   84,480 0 0
TERADYNE INC COM 880770102 36,245 1,753,502 SH   SOLE   1,753,502 0 0
TERADYNE INC COM 880770102 25,745 1,245,522 SH   DFND 1 1,245,522 0 0
TEREX CORP COM 880779103 231 12,520 SH   SOLE   12,520 0 0
TERRITORIAL BANCORP INC COM 88145X108 267 9,630 SH   DFND 1 9,630 0 0
TERRITORIAL BANCORP INC COM 88145X108 968 34,890 SH   SOLE   34,890 0 0
TERRENO REALTY CORP COM 88146M101 6,148 271,788 SH   DFND 1 271,788 0 0
TERRENO REALTY CORP COM 88146M101 10,572 467,370 SH   SOLE   467,370 0 0
TESCO CORP COM 88157K101 342 47,183 SH   DFND 1 47,183 0 0
TESCO CORP COM 88157K101 1,355 187,211 SH   SOLE   187,211 0 0
TESORO CORP COM 881609101 2,820 26,765 SH   DFND 1 26,765 0 0
TESORO CORP COM 881609101 3,878 36,800 SH   SOLE   36,800 0 0
Tesla Motors Inc COM 88160R101 4 15 SH   DFND 2 15 0 0
Teva Pharmaceutical Industries ADR 881624209 31 470 SH   DFND 2 70 0 400
TETRA TECHNOLOGIES, INC. COM 88162F105 698 92,770 SH   DFND 1 92,770 0 0
TETRA TECHNOLOGIES, INC. COM 88162F105 2,779 369,580 SH   SOLE   369,580 0 0
TETRA TECH INC COM 88162G103 310 11,900 SH   DFND 1 11,900 0 0
TETRA TECH INC COM 88162G103 1,729 66,456 SH   SOLE   66,456 0 0
Tetra Tech Inc COM 88162G103 13 500 SH   DFND 2 500 0 0
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 88163VAE9 20,674 13,200,000 SH   SOLE   13,200,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 501 16,710 SH   DFND 1 16,710 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 2,244 74,780 SH   SOLE   74,780 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 973 19,680 SH   SOLE   19,680 0 0
TEXAS INSTRUMENTS INC COM 882508104 19,792 361,100 SH   DFND 1 361,100 0 0
TEXAS INSTRUMENTS INC COM 882508104 52,230 952,920 SH   SOLE   952,920 0 0
Texas Instruments Inc COM 882508104 25 460 SH   DFND 2 160 0 300
TEXAS ROADHOUSE INC COM 882681109 969 27,080 SH   SOLE   27,080 0 0
TEXTRON INC COM 883203101 1,173 27,912 SH   DFND 1 27,912 0 0
TEXTRON INC COM 883203101 4,122 98,131 SH   SOLE   98,131 0 0
THERMO FISHER SCIENTIFIC COM 883556102 1,580 11,140 SH   SOLE   11,140 0 0
THOR INDUSTRIES INC COM 885160101 296 5,270 SH   SOLE   5,270 0 0
3M CO COM 88579Y101 13,363 88,710 SH   DFND 1 88,710 0 0
3M CO COM 88579Y101 47,923 318,130 SH   SOLE   318,130 0 0
3M Co COM 88579Y101 246 1,635 SH   DFND 2 1,635 0 0
TIDEWATER INC COM 886423102 136 19,560 SH   SOLE   19,560 0 0
Tidewater Inc COM 886423102 1 200 SH   DFND 2 200 0 0
TIFFANY & CO COM 886547108 236 3,090 SH   SOLE   3,090 0 0
TIME INC COM 887228104 12,863 820,895 SH   DFND 1 820,895 0 0
TIME INC COM 887228104 16,683 1,064,625 SH   SOLE   1,064,625 0 0
TIME WARNER INC COM NEW 887317303 1,451 22,440 SH   SOLE   22,440 0 0
TIME WARNER CABLE INC COM 88732J207 1,486 8,008 SH   SOLE   8,008 0 0
TIMKEN CO COM 887389104 236 8,270 SH   SOLE   8,270 0 0
TIMKENSTEEL CORP COM 887399103 137 16,350 SH   SOLE   16,350 0 0
TITAN INTERNATIONAL INC COM 88830M102 72 18,380 SH   SOLE   18,380 0 0
TOLL BROTHERS INC COM 889478103 22,485 675,212 SH   DFND 1 675,212 0 0
TOLL BROTHERS INC COM 889478103 31,484 945,455 SH   SOLE   945,455 0 0
TOLL BROS FINANCE CORP NOTE 0.500% 88947EAM2 5,868 5,850,000 SH   SOLE   5,850,000 0 0
TOMPKINS FINANCIAL CORP COM 890110109 297 5,280 SH   SOLE   5,280 0 0
TOOTSIE ROLL INDS COM 890516107 567 17,960 SH   SOLE   17,960 0 0
TOPBUILD CORP COM 89055F103 492 16,000 SH   SOLE   16,000 0 0
TORO CO COM 891092108 2,019 27,630 SH   DFND 1 27,630 0 0
TORO CO COM 891092108 7,509 102,760 SH   SOLE   102,760 0 0
Tortoise Capital Advisors LLC COM 89147L100 29 1,042 SH   DFND 2 1,042 0 0
TOTAL SA SPONSORED ADR 89151E109 4,009 89,177 SH   DFND 1 89,177 0 0
TOTAL SA SPONSORED ADR 89151E109 3,274 72,843 SH   SOLE   72,843 0 0
TOWER INTERNATIONAL INC COM 891826109 526 18,410 SH   DFND 1 18,410 0 0
TOWER INTERNATIONAL INC COM 891826109 2,087 73,040 SH   SOLE   73,040 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 237 4,750 SH   SOLE   4,750 0 0
TRACTOR SUPPLY CO COM 892356106 325 3,800 SH   SOLE   3,800 0 0
TRANSUNION COM 89400J107 2,835 102,840 SH   DFND 1 102,840 0 0
TRANSUNION COM 89400J107 4,302 156,030 SH   SOLE   156,030 0 0
TRAVELERS COMPANIES INC COM 89417E109 962 8,521 SH   SOLE   8,521 0 0
Travelers Cos Inc/The COM 89417E109 67 594 SH   DFND 2 594 0 0
TREDEGAR CORP COM 894650100 145 10,640 SH   SOLE   10,640 0 0
TREEHOUSE FOODS INC COM 89469A104 389 4,960 SH   SOLE   4,960 0 0
TRICO BANCSHARES COM 896095106 428 15,580 SH   DFND 1 15,580 0 0
TRICO BANCSHARES COM 896095106 1,549 56,435 SH   SOLE   56,435 0 0
TRIMBLE NAVIGATION LTD COM 896239100 620 28,910 SH   SOLE   28,910 0 0
TRINITY INDUSTRIES INC COM 896522109 422 17,570 SH   SOLE   17,570 0 0
TRIPLE-S MANAGEMENT CORP CL B 896749108 3,819 159,730 SH   SOLE   159,730 0 0
TRIPLE-S MANAGEMENT CORP CL B 896749108 1,055 44,117 SH   DFND 1 44,117 0 0
TRIUMPH GROUP INC COM 896818101 611 15,366 SH   DFND 1 15,366 0 0
TRIUMPH GROUP INC COM 896818101 2,206 55,503 SH   SOLE   55,503 0 0
TRIPADVISOR INC COM 896945201 274 3,220 SH   SOLE   3,220 0 0
TRUEBLUE INC COM 89785X101 992 38,520 SH   SOLE   38,520 0 0
TRUSTCO BANK CORP NY COM 898349105 267 43,510 SH   DFND 1 43,510 0 0
TRUSTCO BANK CORP NY COM 898349105 1,218 198,372 SH   SOLE   198,372 0 0
TUESDAY MORNING CORP. COM NEW 899035505 3,574 549,874 SH   DFND 1 549,874 0 0
TUESDAY MORNING CORP. COM NEW 899035505 5,568 856,673 SH   SOLE   856,673 0 0
TUMI HOLDINGS INC COM 89969Q104 398 23,940 SH   SOLE   23,940 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 322 5,790 SH   SOLE   5,790 0 0
21ST CENTURY FOX INC CL A 90130A101 889 32,750 SH   SOLE   32,750 0 0
21ST CENTURY FOX INC CL B 90130A200 329 12,070 SH   SOLE   12,070 0 0
TWITTER INC NOTE 0.250% 90184LAB8 9,185 10,750,000 SH   SOLE   10,750,000 0 0
TWITTER INC NOTE 1.000% 90184LAD4 9,667 11,500,000 SH   SOLE   11,500,000 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 2,909 359,100 SH   DFND 1 359,100 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 1,885 232,750 SH   SOLE   232,750 0 0
II-VI INC COM 902104108 423 22,780 SH   SOLE   22,780 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,843 10,570 SH   DFND 1 10,570 0 0
TYLER TECHNOLOGIES INC COM 902252105 5,702 32,710 SH   SOLE   32,710 0 0
TYSON FOODS INC CL A 902494103 2,709 50,790 SH   SOLE   50,790 0 0
TYSON FOODS INC CL A 902494103 538 10,090 SH   DFND 1 10,090 0 0
ETRACS ETNs/UBS AG/London/USA EXCH SEC LKD41 902641588 97 4,778 SH   DFND 2 4,178 0 600
UDR INC COM 902653104 654 17,400 SH   DFND 1 17,400 0 0
UDR INC COM 902653104 5,058 134,642 SH   SOLE   134,642 0 0
UGI CORP COM 902681105 668 19,800 SH   SOLE   19,800 0 0
UMB FINANCIAL CORP COM 902788108 837 17,990 SH   SOLE   17,990 0 0
US BANCORP COM NEW 902973304 337 7,900 SH   DFND 1 7,900 0 0
US BANCORP COM NEW 902973304 3,397 79,615 SH   SOLE   79,615 0 0
US Bancorp COM NEW 902973304 49 1,145 SH   DFND 2 975 0 170
UMH PROPERTIES INC COM 903002103 189 18,697 SH   DFND 1 18,697 0 0
UMH PROPERTIES INC COM 903002103 705 69,694 SH   SOLE   69,694 0 0
US PHYSICAL THERAPY INC COM 90337L108 286 5,320 SH   SOLE   5,320 0 0
US SILICA HOLDINGS INC COM 90346E103 1,481 79,080 SH   DFND 1 79,080 0 0
US SILICA HOLDINGS INC COM 90346E103 4,493 239,900 SH   SOLE   239,900 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 1,941 10,491 SH   DFND 1 10,491 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 5,851 31,629 SH   SOLE   31,629 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 5,729 29,305 SH   DFND 1 29,305 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 15,880 81,221 SH   SOLE   81,221 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 172 33,610 SH   DFND 1 33,610 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 623 121,750 SH   SOLE   121,750 0 0
ULTRATECH INC COM 904034105 225 11,330 SH   SOLE   11,330 0 0
UMPQUA HOLDINGS CORP COM 904214103 405 25,480 SH   SOLE   25,480 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 1,116 13,839 SH   DFND 1 13,839 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 3,762 46,672 SH   SOLE   46,672 0 0
UNIFIRST CORP/MA COM 904708104 1,839 17,650 SH   SOLE   17,650 0 0
UNIFIRST CORP/MA COM 904708104 355 3,410 SH   DFND 1 3,410 0 0
UNION BANKSHARES CORP COM 90539J109 528 20,910 SH   SOLE   20,910 0 0
UNION PACIFIC CORP COM 907818108 1,885 24,100 SH   SOLE   24,100 0 0
Union Pacific Corp COM 907818108 29 368 SH   DFND 2 368 0 0
UNIT CORP COM 909218109 261 21,370 SH   SOLE   21,370 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 1,050 53,895 SH   SOLE   53,895 0 0
UNITED BANKSHARES NC COM 909907107 1,028 27,780 SH   SOLE   27,780 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 699 12,200 SH   DFND 1 12,200 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 3,540 61,780 SH   SOLE   61,780 0 0
UNITED FIRE GROUP INC COM 910340108 347 9,070 SH   SOLE   9,070 0 0
UNITED NATURAL FOODS INC COM 911163103 4,906 124,633 SH   SOLE   124,633 0 0
UNITED NATURAL FOODS INC COM 911163103 1,556 39,520 SH   DFND 1 39,520 0 0
UNITED PARCEL SERVICE INC CL B 911312106 11,321 117,650 SH   DFND 1 117,650 0 0
UNITED PARCEL SERVICE INC CL B 911312106 31,069 322,860 SH   SOLE   322,860 0 0
United Parcel Service Inc CL B 911312106 277 2,875 SH   DFND 2 2,875 0 0
UNITED RENTALS INC COM 911363109 1,889 26,045 SH   DFND 1 26,045 0 0
UNITED RENTALS INC COM 911363109 5,866 80,862 SH   SOLE   80,862 0 0
US STEEL CORP COM 912909108 132 16,560 SH   SOLE   16,560 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,218 23,090 SH   SOLE   23,090 0 0
United Technologies Corp COM 913017109 161 1,674 SH   DFND 2 1,574 0 100
UNITED THERAPEUTICS CORP. COM 91307C102 824 5,260 SH   SOLE   5,260 0 0
UNITEDHEALTH GROUP INC COM 91324P102 17,195 146,165 SH   DFND 1 146,165 0 0
UNITEDHEALTH GROUP INC COM 91324P102 53,808 457,394 SH   SOLE   457,394 0 0
UnitedHealth Group Inc COM 91324P102 9 75 SH   DFND 2 75 0 0
UNIVERSAL CORP COM 913456109 3,747 66,820 SH   SOLE   66,820 0 0
UNIVERSAL CORP COM 913456109 884 15,770 SH   DFND 1 15,770 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 320 6,240 SH   SOLE   6,240 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,474 21,554 SH   DFND 1 21,554 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 5,866 85,792 SH   SOLE   85,792 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 325 6,490 SH   SOLE   6,490 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 322 13,910 SH   SOLE   13,910 0 0
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 425 30,279 SH   DFND 1 30,279 0 0
UNIVERSAL TRUCKLOAD SERVICES COM 91388P105 1,539 109,635 SH   SOLE   109,635 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 34,637 289,875 SH   DFND 1 289,875 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 48,931 409,497 SH   SOLE   409,497 0 0
Univest Corp of Pennsylvania COM 915271100 146 7,000 SH   DFND 2 7,000 0 0
UNUM GROUP COM 91529Y106 227 6,804 SH   SOLE   6,804 0 0
URBAN EDGE PROPERTIES COM 91704F104 251 10,695 SH   DFND 1 10,695 0 0
URBAN EDGE PROPERTIES COM 91704F104 1,128 48,095 SH   SOLE   48,095 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 1,040 54,080 SH   SOLE   54,080 0 0
US ECOLOGY INC COM 91732J102 341 9,350 SH   SOLE   9,350 0 0
VCA INC COM 918194101 566 10,290 SH   DFND 1 10,290 0 0
VCA INC COM 918194101 2,348 42,700 SH   SOLE   42,700 0 0
VF CORPORATION COM 918204108 4,389 70,507 SH   SOLE   70,507 0 0
VF CORPORATION COM 918204108 1,259 20,226 SH   DFND 1 20,226 0 0
VAIL RESORTS INC COM 91879Q109 2,309 18,041 SH   DFND 1 18,041 0 0
VAIL RESORTS INC COM 91879Q109 6,045 47,230 SH   SOLE   47,230 0 0
Vale SA ADR 91912E105 1 200 SH   DFND 2 200 0 0
VALERO ENERGY CORP COM 91913Y100 952 13,470 SH   SOLE   13,470 0 0
Valero Energy Corp COM 91913Y100 28 400 SH   DFND 2 400 0 0
VALLEY NATIONAL BANCORP COM 919794107 255 25,924 SH   SOLE   25,924 0 0
VALMOUNT INDUSTRIES INC COM 920253101 282 2,660 SH   SOLE   2,660 0 0
VALSPAR CORP COM 920355104 699 8,430 SH   SOLE   8,430 0 0
VANDA PHARMACEUTICALS INC COM 921659108 187 20,130 SH   DFND 1 20,130 0 0
VANDA PHARMACEUTICALS INC COM 921659108 679 72,930 SH   SOLE   72,930 0 0
Vanguard ETF/USA MEGA GRWTH IND 921910816 4 50 SH   DFND 2 50 0 0
Vanguard ETF/USA SHORT TRM BOND 921937827 274 3,440 SH   DFND 2 3,440 0 0
VANGUARD FTSE DEVELOPED MARKET 921943858 139,474 3,798,305 SH   DFND 2 3,798,305 0 0
VANGUARD FTSE DEV MKT ETF 921943858 3,846 104,728 SH   SOLE   104,728 0 0
Vanguard ETF/USA FTSE DEV MKT ETF 921943858 32,962 897,668 SH   DFND 2 873,883 0 23,785
VANGUARD HIGH DIV YLD 921946406 1,669 25,000 SH   SOLE   25,000 0 0
Vanguard ETF/USA FTSE EMR MKT ETF 922042858 1,396 42,693 SH   DFND 2 41,683 0 1,010
Vanguard ETF/USA FTSE EUROPE ETF 922042874 69 1,383 SH   DFND 2 1,383 0 0
Vanguard ETF/USA HEALTH CAR ETF 92204A504 26 195 SH   DFND 2 195 0 0
Vanguard Natural Resources LLC COM UNIT 92205F106 1 187 SH   DFND 2 187 0 0
VANGUARD SHRT TRM CORP BD 92206C409 6,216 78,695 SH   DFND 1 78,695 0 0
VANGUARD SHRT TRM CORP BD 92206C409 9,992 126,500 SH   SOLE   126,500 0 0
VANTIV INC - CL A CL A 92210H105 1,202 25,350 SH   DFND 1 25,350 0 0
VANTIV INC - CL A CL A 92210H105 5,069 106,900 SH   SOLE   106,900 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 221 2,730 SH   SOLE   2,730 0 0
Varian Medical Systems Inc COM 92220P105 9 110 SH   DFND 2 110 0 0
VASCO DATA SECURITY INTL COM 92230Y104 215 12,870 SH   SOLE   12,870 0 0
VASCULAR SOLUTIONS INC COM 92231M109 260 7,550 SH   SOLE   7,550 0 0
VECTREN CORP COM 92240G101 1,188 28,010 SH   DFND 1 28,010 0 0
VECTREN CORP COM 92240G101 4,258 100,380 SH   SOLE   100,380 0 0
VEECO INSTRUMENTS INC COM 922417100 361 17,550 SH   SOLE   17,550 0 0
VEEVA SYSTEMS INC CL A COM 922475108 3,124 108,300 SH   DFND 1 108,300 0 0
VEEVA SYSTEMS INC CL A COM 922475108 8,153 282,600 SH   SOLE   282,600 0 0
VENTAS INC COM 92276F100 6,625 117,400 SH   SOLE   117,400 0 0
VENTAS INC COM 92276F100 1,072 19,000 SH   DFND 1 19,000 0 0
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Vanguard ETF/USA MCAP VL IDXVIP 922908512 5,945 69,163 SH   DFND 2 67,600 0 1,563
Vanguard ETF/USA MCAP GR IDXVIP 922908538 102 1,025 SH   DFND 2 1,025 0 0
Vanguard ETF/USA REIT ETF 922908553 2,566 32,182 SH   DFND 2 31,158 0 1,024
Vanguard ETF/USA MID CAP ETF 922908629 6 46 SH   DFND 2 46 0 0
Vanguard ETF/USA GROWTH ETF 922908736 259 2,438 SH   DFND 2 2,438 0 0
Vanguard ETF/USA VALUE ETF 922908744 223 2,739 SH   DFND 2 2,739 0 0
Vanguard ETF/USA SMALL CP ETF 922908751 510 4,614 SH   DFND 2 4,552 0 62
Vanguard ETF/USA TOTAL STK MKT 922908769 13,284 127,364 SH   DFND 2 124,231 0 3,133
VERA BRADLEY INC COM 92335C106 337 21,370 SH   DFND 1 21,370 0 0
VERA BRADLEY INC COM 92335C106 1,220 77,430 SH   SOLE   77,430 0 0
VEREIT INC COM 92339V100 99 12,509 SH   DFND 1 12,509 0 0
VEREIT INC COM 92339V100 1,192 150,490 SH   SOLE   150,490 0 0
VERIFONE SYSTEMS INC COM 92342Y109 370 13,220 SH   SOLE   13,220 0 0
VERISIGN INC COM 92343E102 240 2,750 SH   SOLE   2,750 0 0
VERIZON COMMUNICATIONS COM 92343V104 48,715 1,053,982 SH   SOLE   1,053,982 0 0
VERIZON COMMUNICATIONS COM 92343V104 16,582 358,771 SH   DFND 1 358,771 0 0
Verizon Communications Inc COM 92343V104 568 12,281 SH   DFND 2 11,031 0 1,250
VERINT SYSTEMS INC NOTE 1.500% 92343XAA8 4,147 4,400,000 SH   SOLE   4,400,000 0 0
VERISK ANALYTICS INC COM 92345Y106 337 4,380 SH   SOLE   4,380 0 0
Vermilion Energy Inc COM 923725105 3 100 SH   DFND 2 100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 40,991 325,763 SH   DFND 1 325,763 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 91,771 729,329 SH   SOLE   729,329 0 0
VIAD CORP COM NEW 92552R406 244 8,630 SH   SOLE   8,630 0 0
VIASAT INC COM 92552V100 1,162 19,040 SH   SOLE   19,040 0 0
VIACOM INC CL B 92553P201 399 9,692 SH   SOLE   9,692 0 0
Viacom Inc CL B 92553P201 4 100 SH   DFND 2 100 0 0
VIAVI SOLUTIONS INC COM 925550105 606 99,450 SH   SOLE   99,450 0 0
VISA INC COM CL A 92826C839 161,890 2,087,550 SH   SOLE   2,087,550 0 0
VISA INC COM CL A 92826C839 49,340 636,230 SH   DFND 1 636,230 0 0
VIRTUSA CORP COM 92827P102 14,972 362,156 SH   DFND 1 362,156 0 0
VIRTUSA CORP COM 92827P102 26,610 643,681 SH   SOLE   643,681 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 342 2,910 SH   SOLE   2,910 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 188 15,620 SH   SOLE   15,620 0 0
VISTA OUTDOOR INC COM 928377100 320 7,190 SH   SOLE   7,190 0 0
VITAMIN SHOPPE INC COM 92849E101 410 12,530 SH   SOLE   12,530 0 0
Vodafone Group PLC SPNSR ADR NO PAR 92857W308 24 733 SH   DFND 2 733 0 0
VONAGE HOLDINGS CORP COM 92886T201 371 64,700 SH   DFND 1 64,700 0 0
VONAGE HOLDINGS CORP COM 92886T201 1,567 273,000 SH   SOLE   273,000 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 1,890 18,910 SH   DFND 1 18,910 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 7,334 73,368 SH   SOLE   73,368 0 0
VULCAN MATERIALS CO COM 929160109 1,751 18,435 SH   DFND 1 18,435 0 0
VULCAN MATERIALS CO COM 929160109 5,978 62,950 SH   SOLE   62,950 0 0
WD-40 CO COM 929236107 567 5,750 SH   SOLE   5,750 0 0
WGL HOLDINGS INC COM 92924F106 362 5,750 SH   SOLE   5,750 0 0
WABCO HOLDINGS INC COM 92927K102 25,306 247,470 SH   DFND 1 247,470 0 0
WABCO HOLDINGS INC COM 92927K102 32,071 313,620 SH   SOLE   313,620 0 0
WP CAREY INC COM 92936U109 266 4,500 SH   DFND 1 4,500 0 0
WP CAREY INC COM 92936U109 1,086 18,400 SH   SOLE   18,400 0 0
WP GLIMCHER INC COM 92939N102 765 72,071 SH   SOLE   72,071 0 0
WEC ENERGY GROUP INC COM 92939U106 13,524 263,566 SH   SOLE   263,566 0 0
WEC ENERGY GROUP INC COM 92939U106 3,099 60,400 SH   DFND 1 60,400 0 0
WEC Energy Group Inc COM 92939U106 39 751 SH   DFND 2 751 0 0
WABTEC CORP COM 929740108 782 10,990 SH   SOLE   10,990 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 275 9,600 SH   SOLE   9,600 0 0
WAGEWORKS INC COM 930427109 2,036 44,877 SH   DFND 1 44,877 0 0
WAGEWORKS INC COM 930427109 5,929 130,690 SH   SOLE   130,690 0 0
WAL-MART STORES INC COM 931142103 2,720 44,380 SH   SOLE   44,380 0 0
Wal-Mart Stores Inc COM 931142103 139 2,272 SH   DFND 2 2,272 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,083 24,460 SH   SOLE   24,460 0 0
Walgreens Boots Alliance Inc COM 931427108 340 3,995 SH   DFND 2 3,995 0 0
WALKER & DUNLOP INC COM 93148P102 329 11,420 SH   SOLE   11,420 0 0
WASHINGTON FEDERAL INC COM 938824109 257 10,767 SH   SOLE   10,767 0 0
WASHINGTON MUT BK FA CHATSWORTH CAL NOTE 93933WAA4 0 10,000 SH   DFND 2 10,000 0 0
WASHINGTON REIT SH BEN INT 939653101 425 15,715 SH   SOLE   15,715 0 0
WASTE CONNECTIONS INC COM 941053100 12,524 222,380 SH   SOLE   222,380 0 0
WASTE CONNECTIONS INC COM 941053100 4,651 82,578 SH   DFND 1 82,578 0 0
WASTE MANAGEMENT INC COM 94106L109 621 11,629 SH   SOLE   11,629 0 0
Waste Management Inc COM 94106L109 15 290 SH   DFND 2 290 0 0
WATERS CORP COM 941848103 26,279 195,270 SH   DFND 1 195,270 0 0
WATERS CORP COM 941848103 33,662 250,130 SH   SOLE   250,130 0 0
WATSCO INC. COM 942622200 797 6,803 SH   DFND 1 6,803 0 0
WATSCO INC. COM 942622200 2,380 20,320 SH   SOLE   20,320 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 599 12,050 SH   SOLE   12,050 0 0
WEB.COM GROUP INC COM 94733A104 632 31,580 SH   DFND 1 31,580 0 0
WEB.COM GROUP INC COM 94733A104 2,415 120,680 SH   SOLE   120,680 0 0
WEBSTER FINANCIAL CORP COM 947890109 958 25,750 SH   SOLE   25,750 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,604 46,372 SH   SOLE   46,372 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,103 26,890 SH   DFND 1 26,890 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 6,160 78,760 SH   SOLE   78,760 0 0
ANTHEM INC NOTE 2.750% 94973VBG1 18,372 9,600,000 SH   SOLE   9,600,000 0 0
WELLS FARGO & COMPANY COM 949746101 2,446 45,000 SH   DFND 1 45,000 0 0
WELLS FARGO & COMPANY COM 949746101 17,360 319,360 SH   SOLE   319,360 0 0
Wells Fargo & Co COM 949746101 881 16,213 SH   DFND 2 4,478 0 11,735
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 4,353 3,758 SH   DFND 1 3,758 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 25,058 21,632 SH   SOLE   21,632 0 0
WELLTOWER INC COM 95040Q104 1,118 16,437 SH   DFND 1 16,437 0 0
WELLTOWER INC COM 95040Q104 8,469 124,490 SH   SOLE   124,490 0 0
WELLTOWER INC 6.50% PFD PREPET 95040Q203 19,028 311,625 SH   SOLE   311,625 0 0
WENDY'S COMPANY COM 95058W100 271 25,134 SH   SOLE   25,134 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 638 53,290 SH   SOLE   53,290 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 176 14,740 SH   DFND 1 14,740 0 0
WEST CORP COM 952355204 346 16,040 SH   DFND 1 16,040 0 0
WEST CORP COM 952355204 1,121 51,950 SH   SOLE   51,950 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 3,056 50,754 SH   DFND 1 50,754 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 6,218 103,254 SH   SOLE   103,254 0 0
WESTAMERICA BANCOPORATION COM 957090103 514 11,000 SH   SOLE   11,000 0 0
WESTAR ENERGY INC COM 95709T100 609 14,370 SH   DFND 1 14,370 0 0
WESTAR ENERGY INC COM 95709T100 2,921 68,870 SH   SOLE   68,870 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,505 69,850 SH   DFND 1 69,850 0 0
WESTERN ALLIANCE BANCORP COM 957638109 7,553 210,620 SH   SOLE   210,620 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 869 63,296 SH   SOLE   63,296 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 1,281 93,320 SH   DFND 1 93,320 0 0
WESTERN ASSET HIGH INCOME OPPO COM 95766K109 681 145,272 SH   DFND 1 145,272 0 0
WESTERN ASSET HIGH INCOME OPPO COM 95766K109 327 69,697 SH   SOLE   69,697 0 0
WESTERN ASSET MORTGAGE CAPITAL COM 95790D105 273 26,720 SH   DFND 1 26,720 0 0
WESTERN ASSET MORTGAGE CAPITAL COM 95790D105 988 96,670 SH   SOLE   96,670 0 0
WESTERN DIGITAL CORP COM 958102105 392 6,520 SH   SOLE   6,520 0 0
WESTERN REFINING INC COM 959319104 671 18,840 SH   DFND 1 18,840 0 0
WESTERN REFINING INC COM 959319104 2,569 72,120 SH   SOLE   72,120 0 0
WESTERN UNION CO COM 959802109 253 14,110 SH   SOLE   14,110 0 0
WESTLAKE CHEMICALS COM 960413102 956 17,600 SH   SOLE   17,600 0 0
WESTLAKE CHEMICALS COM 960413102 229 4,210 SH   DFND 1 4,210 0 0
WESTROCK CO COM 96145D105 2,353 51,583 SH   DFND 1 51,583 0 0
WESTROCK CO COM 96145D105 7,885 172,848 SH   SOLE   172,848 0 0
WEX, INC. COM 96208T104 391 4,420 SH   SOLE   4,420 0 0
WEYERHAEUSER CO COM 962166104 2,317 77,301 SH   SOLE   77,301 0 0
WHIRLPOOL CORP COM 963320106 321 2,187 SH   SOLE   2,187 0 0
Whirlpool Corp COM 963320106 2 16 SH   DFND 2 16 0 0
WHITESTONE REIT COM 966084204 181 15,070 SH   DFND 1 15,070 0 0
WHITESTONE REIT COM 966084204 729 60,737 SH   SOLE   60,737 0 0
WHITEWAVE FOODS CO COM 966244105 4,544 116,790 SH   DFND 1 116,790 0 0
WHITEWAVE FOODS CO COM 966244105 7,891 202,810 SH   SOLE   202,810 0 0
Whiting Petroleum Corp COM 966387102 0 20 SH   DFND 2 20 0 0
WHOLE FOODS MARKET INC COM 966837106 327 9,750 SH   SOLE   9,750 0 0
JOHN WILEY & SONS INC CL A 968223206 258 5,720 SH   SOLE   5,720 0 0
WILLIAMS COS INC COM 969457100 496 19,280 SH   SOLE   19,280 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 320 10,819 SH   DFND 1 10,819 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 1,155 39,052 SH   SOLE   39,052 0 0
Williams Cos Inc/The COM UNIT LTD PAR 96949L105 4 149 SH   DFND 2 149 0 0
WILLIAMS-SONOMA INC. COM 969904101 562 9,620 SH   SOLE   9,620 0 0
WILSHIRE BANCORP INC COM 97186T108 354 30,610 SH   SOLE   30,610 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 808 40,600 SH   SOLE   40,600 0 0
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 174 13,432 SH   SOLE   13,432 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,684 34,700 SH   DFND 1 34,700 0 0
WINTRUST FINANCIAL CORP COM 97650W108 3,921 80,810 SH   SOLE   80,810 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 205 13,080 SH   SOLE   13,080 0 0
WisdomTree Asset Management Inc JAPN HEDGE EQT 97717W851 58 1,159 SH   DFND 2 1,159 0 0
WisdomTree ETFs/USA EUROPE HEDGED EQ 97717X701 14,581 270,967 SH   DFND 2 263,323 0 7,644
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 69,421 1,290,109 SH   DFND 2 1,290,109 0 0
WOLVERINE WORLD WIDE INC COM 978097103 734 43,950 SH   SOLE   43,950 0 0
WOODWARD INC COM 980745103 924 18,612 SH   SOLE   18,612 0 0
WORLD FUEL SERVICES CORP COM 981475106 2,135 55,500 SH   DFND 1 55,500 0 0
WORLD FUEL SERVICES CORP COM 981475106 2,981 77,510 SH   SOLE   77,510 0 0
WPX ENERGY INC COM 98212B103 450 78,440 SH   DFND 1 78,440 0 0
WPX ENERGY INC COM 98212B103 1,724 300,400 SH   SOLE   300,400 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 7,341 101,052 SH   SOLE   101,052 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,685 23,200 SH   DFND 1 23,200 0 0
Wyndham Worldwide Corp COM 98310W108 36 500 SH   DFND 2 0 0 500
XO GROUP INC COM 983772104 163 10,180 SH   SOLE   10,180 0 0
XCEL ENERGY INC COM 98389B100 511 14,235 SH   SOLE   14,235 0 0
Xcel Energy Inc COM 98389B100 31 870 SH   DFND 2 870 0 0
XILINX INC COM 983919101 2,887 61,460 SH   DFND 1 61,460 0 0
XILINX INC COM 983919101 4,875 103,800 SH   SOLE   103,800 0 0
Xilinx Inc COM 983919101 28 600 SH   DFND 2 600 0 0
XILINX INC NOTE 2.625% 983919AF8 19,098 11,730,000 SH   SOLE   11,730,000 0 0
XENIA HOTELS & RESORTS INC COM 984017103 156 10,193 SH   SOLE   10,193 0 0
XEROX CORP COM 984121103 387 36,430 SH   DFND 1 36,430 0 0
XEROX CORP COM 984121103 1,759 165,505 SH   SOLE   165,505 0 0
XYLEM INC COM 98419M100 319 8,740 SH   DFND 1 8,740 0 0
XYLEM INC COM 98419M100 1,218 33,380 SH   SOLE   33,380 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 509 35,880 SH   SOLE   35,880 0 0
YAHOO INC COM 984332106 815 24,500 SH   SOLE   24,500 0 0
YAHOO INC NOTE 984332AF3 19,672 20,125,000 SH   SOLE   20,125,000 0 0
YAMANA GOLD INC COM 98462Y100 353 189,670 SH   DFND 1 189,670 0 0
YAMANA GOLD INC COM 98462Y100 1,133 608,890 SH   SOLE   608,890 0 0
YUM! BRANDS INC COM 988498101 2,122 29,050 SH   DFND 1 29,050 0 0
YUM! BRANDS INC COM 988498101 9,814 134,340 SH   SOLE   134,340 0 0
Yum! Brands Inc COM 988498101 22 300 SH   DFND 2 300 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,225 46,060 SH   DFND 1 46,060 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 1,987 74,740 SH   SOLE   74,740 0 0
ZEBRA TECHNOLOGIES CORP. CL A 989207105 418 6,000 SH   SOLE   6,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 491 4,790 SH   SOLE   4,790 0 0
Zimmer Biomet Holdings Inc COM 98956P102 16 154 SH   DFND 2 154 0 0
Zion Oil & Gas Inc COM 989696109 7 3,500 SH   DFND 2 3,500 0 0
ZIONS BANCORPORATION COM 989701107 42,243 1,547,349 SH   DFND 1 1,547,349 0 0
ZIONS BANCORPORATION COM 989701107 75,525 2,766,472 SH   SOLE   2,766,472 0 0
ZOETIS INC CL A 98978V103 1,241 25,900 SH   DFND 1 25,900 0 0
ZOETIS INC CL A 98978V103 4,669 97,440 SH   SOLE   97,440 0 0
Zoetis Inc CL A 98978V103 288 6,011 SH   DFND 2 6,011 0 0
ZOE'S KITCHEN INC COM 98979J109 2,238 79,990 SH   DFND 1 79,990 0 0
ZOE'S KITCHEN INC COM 98979J109 4,516 161,410 SH   SOLE   161,410 0 0