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
AAON INC COM PAR $0.004 000360206 342 15,262 SH   SOLE   15,262 0 0
AAR CORP COM 000361105 271 9,750 SH   DFND 1 9,750 0 0
AAR CORP COM 000361105 1,286 46,300 SH   SOLE   46,300 0 0
ABM INDUSTRIES INC COM 000957100 540 18,850 SH   SOLE   18,850 0 0
ADT CORP COM 00101J106 25,422 701,691 SH   DFND 1 701,691 0 0
ADT CORP COM 00101J106 25,819 712,644 SH   SOLE   712,644 0 0
AFLAC INC COM 001055102 869 14,226 SH   DFND 1 14,226 0 0
AFLAC INC COM 001055102 1,249 20,442 SH   SOLE   20,442 0 0
Aflac Inc COM 001055102 139 2,323 SH   DFND 2 2,323 0 0
AGCO CORP COM 001084102 295 6,530 SH   SOLE   6,530 0 0
AGL Resources Inc COM 001204106 20 370 SH   DFND 2 370 0 0
AES CORP COM 00130H105 215 15,600 SH   SOLE   15,600 0 0
AK STEEL HOLDING CORP COM 001547108 382 64,250 SH   SOLE   64,250 0 0
AK Steel Holding Corp COM 001547108 1 184 SH   DFND 2 184 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 5,160 294,500 SH   DFND 1 294,500 0 0
ALERIAN MLP ETF ALERIAN MLP 00162Q866 3,162 180,500 SH   SOLE   180,500 0 0
ALPS Advisors Inc Exchange Traded Fund 00162Q866 10 615 SH   DFND 2 0 0 615
AMC NETWORKS INC CL A 00164V103 293 4,600 SH   SOLE   4,600 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 4,602 234,785 SH   DFND 1 234,785 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 8,142 415,405 SH   SOLE   415,405 0 0
AOL INC COM 00184X105 282 6,100 SH   SOLE   6,100 0 0
AT&T INC COM 00206R102 4,133 123,039 SH   SOLE   123,039 0 0
AT&T Inc COM 00206R102 859 25,644 SH   DFND 2 23,644 0 2,000
A10 NETWORKS INC COM 002121101 457 104,730 SH   SOLE   104,730 0 0
A10 NETWORKS INC COM 002121101 226 51,820 SH   DFND 1 51,820 0 0
AZZ INC COM 002474104 436 9,300 SH   SOLE   9,300 0 0
AARONS INC COM PAR $0.50 002535300 2,985 97,650 SH   DFND 1 97,650 0 0
AARONS INC COM PAR $0.50 002535300 4,971 162,600 SH   SOLE   162,600 0 0
ABAXIS INC COM 002567105 980 17,250 SH   DFND 1 17,250 0 0
ABAXIS INC COM 002567105 1,929 33,950 SH   SOLE   33,950 0 0
ABBOTT LABORATORIES COM 002824100 7,530 167,250 SH   SOLE   167,250 0 0
ABBOTT LABORATORIES COM 002824100 2,152 47,800 SH   DFND 1 47,800 0 0
Abbott Laboratories COM 002824100 258 5,640 SH   DFND 2 5,640 0 0
ABBVIE INC COM 00287Y109 448 6,850 SH   DFND 1 6,850 0 0
ABBVIE INC COM 00287Y109 2,778 42,450 SH   SOLE   42,450 0 0
AbbVie Inc COM 00287Y109 304 4,491 SH   DFND 2 4,491 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 1,474 265,639 SH   DFND 1 265,639 0 0
ABERDEEN ASIA-PACIFIC INCOME COM 003009107 705 126,978 SH   SOLE   126,978 0 0
ABIOMED INC COM 003654100 508 13,350 SH   SOLE   13,350 0 0
ACADIA HEALTHCARE COM 00404A109 2,101 34,329 SH   DFND 1 34,329 0 0
ACADIA HEALTHCARE COM 00404A109 4,228 69,070 SH   SOLE   69,070 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 2,156 67,308 SH   SOLE   67,308 0 0
ACCELERON PHARMA INC COM 00434H108 335 8,600 SH   DFND 1 8,600 0 0
ACCELERON PHARMA INC COM 00434H108 1,118 28,700 SH   SOLE   28,700 0 0
ACETO CORP COM 004446100 216 9,950 SH   SOLE   9,950 0 0
ACORDA THERAPEUTICS INC COM 00484M106 19,078 466,790 SH   DFND 1 466,790 0 0
ACORDA THERAPEUTICS INC COM 00484M106 21,965 537,430 SH   SOLE   537,430 0 0
Activision Blizzard Inc COM 00507V109 10 535 SH   DFND 2 535 0 0
ACTUANT CORP CL A NEW 00508X203 642 23,550 SH   SOLE   23,550 0 0
ACUITY BRANDS INC COM 00508Y102 476 3,400 SH   SOLE   3,400 0 0
ADOBE SYSTEMS INC COM 00724F101 814 11,200 SH   SOLE   11,200 0 0
ADTRAN INC COM 00738A106 431 19,750 SH   SOLE   19,750 0 0
ADVANCE AUTO PARTS COM 00751Y106 908 5,700 SH   SOLE   5,700 0 0
AECOM COM 00766T100 363 11,950 SH   SOLE   11,950 0 0
AEGION CORP COM 00770F104 252 13,550 SH   SOLE   13,550 0 0
AEROPOSTALE INC COM 007865108 67 28,850 SH   SOLE   28,850 0 0
ADVANCED MICRO DEVICES INC COM 007903107 130 48,550 SH   SOLE   48,550 0 0
ADVANCED ENERGY INDUSTRIES COM 007973100 325 13,700 SH   SOLE   13,700 0 0
AEROVIRONMENT INC COM 008073108 200 7,350 SH   SOLE   7,350 0 0
Aerovironment Inc COM 008073108 6 240 SH   DFND 2 240 0 0
AETNA INC COM 00817Y108 7,035 79,200 SH   DFND 1 79,200 0 0
AETNA INC COM 00817Y108 18,378 206,889 SH   SOLE   206,889 0 0
Aetna Inc COM 00817Y108 182 1,975 SH   DFND 2 1,175 0 800
AFFILIATED MANAGERS GROUP COM 008252108 19,574 92,227 SH   DFND 1 92,227 0 0
AFFILIATED MANAGERS GROUP COM 008252108 29,346 138,268 SH   SOLE   138,268 0 0
AFFYMETRIX INC COM 00826T108 825 83,550 SH   DFND 1 83,550 0 0
AFFYMETRIX INC COM 00826T108 3,001 304,050 SH   SOLE   304,050 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,348 106,214 SH   DFND 1 106,214 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,899 168,507 SH   SOLE   168,507 0 0
AGNICO EAGLE MINES COM 008474108 477 19,150 SH   DFND 1 19,150 0 0
AGNICO EAGLE MINES COM 008474108 1,634 65,650 SH   SOLE   65,650 0 0
AGREE REALTY CORP COM 008492100 501 16,100 SH   SOLE   16,100 0 0
Agrium Inc COM 008916108 42 420 SH   DFND 2 420 0 0
AIR METHODS CORP COM PAR $.06 009128307 570 12,950 SH   SOLE   12,950 0 0
AIR PRODUCTS & CHEMICALS COM 009158106 656 4,550 SH   SOLE   4,550 0 0
AIRGAS INC COM 009363102 8,743 75,903 SH   SOLE   75,903 0 0
AIRGAS INC COM 009363102 5,570 48,360 SH   DFND 1 48,360 0 0
AIRTRAN HOLDINGS INC NOTE 5.250% 00949PAD0 9,428 3,215,000 SH   SOLE   3,215,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 5,355 85,050 SH   DFND 1 85,050 0 0
AKAMAI TECHNOLOGIES COM 00971T101 11,748 186,600 SH   SOLE   186,600 0 0
AKORN INC COM 009728106 6,299 174,015 SH   DFND 1 174,015 0 0
AKORN INC COM 009728106 11,190 309,114 SH   SOLE   309,114 0 0
ALASKA AIR GROUP INC COM 011659109 619 10,360 SH   SOLE   10,360 0 0
ALBANY INTL CORP CL A 012348108 397 10,450 SH   SOLE   10,450 0 0
ALBEMARLE CORP COM 012653101 2,419 40,229 SH   DFND 1 40,229 0 0
ALBEMARLE CORP COM 012653101 4,024 66,925 SH   SOLE   66,925 0 0
ALCOA INC COM 013817101 1,843 116,700 SH   DFND 1 116,700 0 0
ALCOA INC COM 013817101 6,776 429,164 SH   SOLE   429,164 0 0
ALCOA INC DEP SHS 1/10TH 013817309 1,012 20,000 SH   SOLE   20,000 0 0
Alcatel-Lucent COM 013904305 2 437 SH   DFND 2 437 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 2,054 23,150 SH   DFND 1 23,150 0 0
ALEXANDRIA REAL ESTATE EQUITY COM 015271109 5,352 60,312 SH   SOLE   60,312 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 870 4,700 SH   SOLE   4,700 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,025 107,756 SH   DFND 1 107,756 0 0
ALIGN TECHNOLOGY INC COM 016255101 9,710 173,680 SH   SOLE   173,680 0 0
ALLEGHANY CORP. COM 017175100 603 1,300 SH   SOLE   1,300 0 0
ALLEGIANT TRAVEL CO COM 01748X102 744 4,950 SH   SOLE   4,950 0 0
ALLERGAN INC COM 018490102 1,499 7,050 SH   SOLE   7,050 0 0
ALLETE INC COM NEW 018522300 771 13,983 SH   SOLE   13,983 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 36,958 129,200 SH   DFND 1 129,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 36,586 127,900 SH   SOLE   127,900 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 47 29,950 SH   SOLE   29,950 0 0
Alliance Funds/Closed-end/USA Closed-end fund 01879R106 14 1,100 SH   DFND 2 1,100 0 0
ALLIANT ENERGY CORP COM 018802108 575 8,650 SH   SOLE   8,650 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 291 2,500 SH   SOLE   2,500 0 0
ALLISON TRANSMISSION HOLDINGS COM 01973R101 2,126 62,700 SH   DFND 1 62,700 0 0
ALLISON TRANSMISSION HOLDINGS COM 01973R101 5,217 153,900 SH   SOLE   153,900 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 10,871 851,300 SH   DFND 1 851,300 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 10,862 850,600 SH   SOLE   850,600 0 0
ALLSTATE CORP COM 020002101 12,298 175,060 SH   DFND 1 175,060 0 0
ALLSTATE CORP COM 020002101 28,679 408,242 SH   SOLE   408,242 0 0
Allstate Corp/The COM 020002101 48 679 SH   DFND 2 679 0 0
ALPINE UTAH SCH DIST G O SCH BLDG REF BDS 021087QH7 10 10,000 SH   DFND 2 10,000 0 0
ALTERA CORP COM 021441100 268 7,250 SH   SOLE   7,250 0 0
ALTRIA GROUP INC COM 02209S103 2,308 46,850 SH   SOLE   46,850 0 0
Altria Group Inc COM 02209S103 142 2,800 SH   DFND 2 2,500 0 300
AMAZON.COM INC COM 023135106 108,915 350,942 SH   SOLE   350,942 0 0
AMAZON.COM INC COM 023135106 55,030 177,316 SH   DFND 1 177,316 0 0
AMEDISYS INC COM 023436108 347 11,833 SH   SOLE   11,833 0 0
AMEREN CORP COM 023608102 265 5,750 SH   SOLE   5,750 0 0
Ameren Corp COM 023608102 179 3,940 SH   DFND 2 2,628 0 1,312
American Airlines Group Inc COM 02376R102 113 2,100 SH   DFND 2 2,100 0 0
AMERICAN ASSETS TRUST INC COM 024013104 3,900 97,970 SH   DFND 1 97,970 0 0
AMERICAN ASSETS TRUST INC COM 024013104 5,870 147,442 SH   SOLE   147,442 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 1,678 40,562 SH   SOLE   40,562 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 702 11,560 SH   SOLE   11,560 0 0
American Electric Power Co Inc COM 025537101 74 1,200 SH   DFND 2 200 0 1,000
AMERICAN EAGLE OUTFITTERS COM 02553E106 191 13,730 SH   SOLE   13,730 0 0
AMERICAN EQUITY INVT LIFE HL COM 025676206 800 27,400 SH   SOLE   27,400 0 0
AMERICAN EXPRESS CO COM 025816109 1,544 16,600 SH   DFND 1 16,600 0 0
AMERICAN EXPRESS CO COM 025816109 7,094 76,250 SH   SOLE   76,250 0 0
American Express Co COM 025816109 2 19 SH   DFND 2 19 0 0
AMERICAN FINANCIAL GROUP COM 025932104 522 8,600 SH   DFND 1 8,600 0 0
AMERICAN FINANCIAL GROUP COM 025932104 2,103 34,635 SH   SOLE   34,635 0 0
AMERICAN HOMES 4 RENT-A CL A 02665T306 616 36,200 SH   SOLE   36,200 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 11,265 201,117 SH   SOLE   201,117 0 0
AMERICAN INTERNATIONAL GROUP COM NEW 026874784 2,828 50,500 SH   DFND 1 50,500 0 0
American International Group I COM 026874784 5 100 SH   DFND 2 100 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 232 6,300 SH   SOLE   6,300 0 0
AMERICAN REALTY CAPITAL PROPER COM 02917T104 1,263 139,599 SH   SOLE   139,599 0 0
AMERICAN STATES WATER CO COM 029899101 529 14,050 SH   SOLE   14,050 0 0
American States Water Co COM 029899101 67 1,754 SH   DFND 2 1,754 0 0
AMERICAN TOWER CORP COM 03027X100 6,188 62,600 SH   SOLE   62,600 0 0
AMERICAN TOWER CORP PFD CONV SER A 03027X308 2,282 20,000 SH   SOLE   20,000 0 0
AMERISAFE INC COM 03071H100 288 6,800 SH   SOLE   6,800 0 0
AMERISOURCEBERGEN CORP COM 03073E105 7,425 82,358 SH   DFND 1 82,358 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,838 120,205 SH   SOLE   120,205 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 5,150 38,942 SH   DFND 1 38,942 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 8,383 63,384 SH   SOLE   63,384 0 0
AmeriGas Partners LP Limited Partnership 030975106 18 360 SH   DFND 2 360 0 0
AMETEK INC COM 031100100 305 5,800 SH   SOLE   5,800 0 0
AMGEN INC COM 031162100 30,839 193,600 SH   DFND 1 193,600 0 0
AMGEN INC COM 031162100 61,309 384,890 SH   SOLE   384,890 0 0
Amgen Inc COM 031162100 65 410 SH   DFND 2 115 0 295
AMPHENOL CORP CL A 032095101 8,316 154,538 SH   DFND 1 154,538 0 0
AMPHENOL CORP CL A 032095101 13,020 241,962 SH   SOLE   241,962 0 0
AMSURG CORP COM 03232P405 391 7,150 SH   DFND 1 7,150 0 0
AMSURG CORP COM 03232P405 2,269 41,450 SH   SOLE   41,450 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 4,227 75,150 SH   DFND 1 75,150 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 7,329 130,300 SH   SOLE   130,300 0 0
ANADARKO PETROLEUM CORP COM 032511107 984 11,922 SH   SOLE   11,922 0 0
Anadarko Petroleum Corp COM 032511107 9 114 SH   DFND 2 114 0 0
ANALOG DEVICES INC COM 032654105 411 7,400 SH   SOLE   7,400 0 0
ANALOGIC CORP COM PAR $0.05 032657207 381 4,500 SH   SOLE   4,500 0 0
ANDERSONS INC/THE COM 034164103 521 9,800 SH   SOLE   9,800 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 38,939 346,679 SH   DFND 1 346,679 0 0
ANHEUSER-BUSCH INBEV NV SPONSORED ADR 03524A108 54,312 483,547 SH   SOLE   483,547 0 0
ANIKA THERAPEUTICS INC COM 035255108 214 5,250 SH   SOLE   5,250 0 0
ANIXTER INTERNATIONAL INC COM 035290105 867 9,800 SH   SOLE   9,800 0 0
ANSYS, INC. COM 03662Q105 7,882 96,128 SH   SOLE   96,128 0 0
ANSYS, INC. COM 03662Q105 4,863 59,300 SH   DFND 1 59,300 0 0
ANTHEM INC COM 036752103 3,758 29,900 SH   DFND 1 29,900 0 0
ANTHEM INC COM 036752103 8,803 70,050 SH   SOLE   70,050 0 0
APACHE CORP COM 037411105 556 8,870 SH   SOLE   8,870 0 0
Apache Corp COM 037411105 4 66 SH   DFND 2 66 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 531 14,300 SH   DFND 1 14,300 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 2,360 63,517 SH   SOLE   63,517 0 0
APOGEE ENTERPRISES, INC. COM 037598109 7,442 175,640 SH   SOLE   175,640 0 0
APOGEE ENTERPRISES, INC. COM 037598109 5,111 120,630 SH   DFND 1 120,630 0 0
Apogee Enterprises Inc COM 037598109 28 685 SH   DFND 2 685 0 0
APOLLO EDUCATION GROUP INC CL A 037604105 655 19,200 SH   DFND 1 19,200 0 0
APOLLO EDUCATION GROUP INC CL A 037604105 2,417 70,850 SH   SOLE   70,850 0 0
APOLLO INVESTMENT CORP COM 03761U106 2,226 300,000 SH   DFND 1 300,000 0 0
APOLLO INVESTMENT CORP COM 03761U106 1,484 200,000 SH   SOLE   200,000 0 0
APOLLO INVESTMENT CORP NOTE 5.750% 03761UAE6 2,928 2,844,000 SH   SOLE   2,844,000 0 0
APPLE INC COM 037833100 152,626 1,382,729 SH   DFND 1 1,382,729 0 0
APPLE INC COM 037833100 299,533 2,713,653 SH   SOLE   2,713,653 0 0
Apple Inc COM 037833100 124 1,104 SH   DFND 2 999 0 105
APPLIED INDUSTRIAL TECH INC COM 03820C105 684 15,000 SH   SOLE   15,000 0 0
APPLIED MATERIALS INC COM 038222105 33,778 1,355,470 SH   DFND 1 1,355,470 0 0
APPLIED MATERIALS INC COM 038222105 33,836 1,357,786 SH   SOLE   1,357,786 0 0
Applied Materials Inc COM 038222105 15 600 SH   DFND 2 600 0 0
APPLIED MICRO CIRCUITS CORP. COM NEW 03822W406 1,121 171,890 SH   DFND 1 171,890 0 0
APPLIED MICRO CIRCUITS CORP. COM NEW 03822W406 2,265 347,340 SH   SOLE   347,340 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 302 26,920 SH   DFND 1 26,920 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 604 53,790 SH   SOLE   53,790 0 0
APTARGROUP INC COM 038336103 341 5,100 SH   SOLE   5,100 0 0
AptarGroup Inc COM 038336103 33 500 SH   DFND 2 500 0 0
APPROACH RESOURCES INC COM 03834A103 83 13,000 SH   SOLE   13,000 0 0
AQUA AMERICA INC COM 03836W103 369 13,832 SH   SOLE   13,832 0 0
Aqua America Inc COM 03836W103 17 625 SH   DFND 2 625 0 0
ARCBEST CORP COM 03937C105 408 8,800 SH   SOLE   8,800 0 0
ARCH COAL INC COM 039380100 136 76,200 SH   SOLE   76,200 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 3,667 70,518 SH   SOLE   70,518 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 863 16,600 SH   DFND 1 16,600 0 0
Archer-Daniels-Midland Co COM 039483102 120 2,441 SH   DFND 2 2,441 0 0
ARGAN INC COM 04010E109 404 12,000 SH   DFND 1 12,000 0 0
ARGAN INC COM 04010E109 1,351 40,150 SH   SOLE   40,150 0 0
ARES CAPITAL CORP COM 04010L103 2,865 183,600 SH   DFND 1 183,600 0 0
ARES CAPITAL CORP COM 04010L103 1,801 115,400 SH   SOLE   115,400 0 0
Ares Capital Corp COM 04010L103 2 97 SH   DFND 2 97 0 0
ARES CAPITAL CORP NOTE 5.750% 04010LAB9 6,206 6,000,000 SH   SOLE   6,000,000 0 0
ARES CAPITAL CORP NOTE 4.375% 04010LAM5 2,519 2,500,000 SH   SOLE   2,500,000 0 0
ARIZONA ST TRANSN BRD HWY REV 040654WB7 12 10,000 SH   DFND 2 10,000 0 0
ARRIS GROUP INC COM 04270V106 311 10,300 SH   SOLE   10,300 0 0
ARROW ELECTRONICS INC COM 042735100 438 7,570 SH   SOLE   7,570 0 0
ASCENA RETAIL GROUP INC COM 04351G101 129 10,300 SH   SOLE   10,300 0 0
ASHFORD HOSPITALITY TRUST COM SHS 044103109 354 33,778 SH   SOLE   33,778 0 0
ASHLAND INC COM 044209104 257 2,150 SH   DFND 1 2,150 0 0
ASHLAND INC COM 044209104 1,198 10,000 SH   SOLE   10,000 0 0
ASPEN TECHNOLOGY INC. COM 045327103 3,965 113,215 SH   DFND 1 113,215 0 0
ASPEN TECHNOLOGY INC. COM 045327103 8,002 228,510 SH   SOLE   228,510 0 0
ASSOCIATED BANC-CORP COM 045487105 222 11,943 SH   SOLE   11,943 0 0
Associated Banc-Corp COM 045487105 62 3,436 SH   DFND 2 3,436 0 0
ASSOCIATED ESTATES REALTY CORP COM 045604105 849 36,559 SH   SOLE   36,559 0 0
ASSURANT INC COM 04621X108 1,872 27,350 SH   SOLE   27,350 0 0
ASSURANT INC COM 04621X108 527 7,700 SH   DFND 1 7,700 0 0
ASTEC INDUSTRIES INC COM 046224101 271 6,900 SH   SOLE   6,900 0 0
Astec Industries Inc COM 046224101 9 235 SH   DFND 2 235 0 0
Atlantic Power Corp COM 04878Q863 1 400 SH   DFND 2 400 0 0
ATLANTIC TELE-NETWORK INC COM NEW 049079205 247 3,650 SH   SOLE   3,650 0 0
ATLAS AIR WORLDWIDE HLDGS COM NEW 049164205 446 9,050 SH   SOLE   9,050 0 0
ATMEL CORP COM 049513104 6,750 804,050 SH   DFND 1 804,050 0 0
ATMEL CORP COM 049513104 12,320 1,467,520 SH   SOLE   1,467,520 0 0
ATMOS ENERGY CORP COM 049560105 605 10,850 SH   DFND 1 10,850 0 0
ATMOS ENERGY CORP COM 049560105 2,453 44,000 SH   SOLE   44,000 0 0
ATWOOD OCEANICS INC COM 050095108 1,786 62,965 SH   DFND 1 62,965 0 0
ATWOOD OCEANICS INC COM 050095108 1,877 66,155 SH   SOLE   66,155 0 0
AUTODESK INC COM 052769106 2,806 46,714 SH   DFND 1 46,714 0 0
AUTODESK INC COM 052769106 4,978 82,880 SH   SOLE   82,880 0 0
AUTOMATIC DATA PROCESSNG COM 053015103 950 11,400 SH   SOLE   11,400 0 0
Automatic Data Processing Inc COM 053015103 62 725 SH   DFND 2 725 0 0
AUTOZONE INC COM 053332102 55,116 89,025 SH   DFND 1 89,025 0 0
AUTOZONE INC COM 053332102 95,575 154,375 SH   SOLE   154,375 0 0
AVALONBAY COMMUNITIES INC COM 053484101 1,274 7,800 SH   DFND 1 7,800 0 0
AVALONBAY COMMUNITIES INC COM 053484101 8,741 53,498 SH   SOLE   53,498 0 0
AVERY DENNISON CORP COM 053611109 2,503 48,250 SH   SOLE   48,250 0 0
AVERY DENNISON CORP COM 053611109 698 13,450 SH   DFND 1 13,450 0 0
Avery Dennison Corp COM 053611109 70 1,300 SH   DFND 2 1,300 0 0
AVISTA CORP COM 05379B107 737 20,850 SH   SOLE   20,850 0 0
Avista Corp COM 05379B107 19 522 SH   DFND 2 522 0 0
AVNET INC COM 053807103 461 10,720 SH   SOLE   10,720 0 0
AVIV REIT INC COM 05381L101 615 17,850 SH   SOLE   17,850 0 0
AVON PRODUCTS INC COM 054303102 398 42,400 SH   DFND 1 42,400 0 0
AVON PRODUCTS INC COM 054303102 1,419 151,100 SH   SOLE   151,100 0 0
BB&T CORPORATION COM 054937107 663 17,050 SH   SOLE   17,050 0 0
BB&T Corp COM 054937107 59 1,550 SH   DFND 2 100 0 1,450
B&G FOODS INC COM 05508R106 1,505 50,350 SH   SOLE   50,350 0 0
B&G FOODS INC COM 05508R106 465 15,536 SH   DFND 1 15,536 0 0
BGC PARTNERS INC NOTE 4.500% 05541TAD3 3,202 3,000,000 SH   SOLE   3,000,000 0 0
BP PLC COM 055622104 104 2,818 SH   DFND 2 2,818 0 0
BOFI HOLDING INC COM 05566U108 370 4,750 SH   SOLE   4,750 0 0
BADGER METER INC COM 056525108 309 5,200 SH   SOLE   5,200 0 0
BAKER HUGHES INC COM 057224107 577 10,283 SH   SOLE   10,283 0 0
BALCHEM CORP COM 057665200 746 11,200 SH   SOLE   11,200 0 0
Balchem Corp COM 057665200 12 192 SH   DFND 2 192 0 0
BALL CORP COM 058498106 4,598 67,450 SH   SOLE   67,450 0 0
BALL CORP COM 058498106 1,275 18,700 SH   DFND 1 18,700 0 0
Banco Santander SA COM 05964H105 13 1,785 SH   DFND 2 1,785 0 0
BANK OF AMERICA CORP COM 060505104 42,897 2,397,807 SH   DFND 1 2,397,807 0 0
BANK OF AMERICA CORP COM 060505104 86,443 4,831,937 SH   SOLE   4,831,937 0 0
Bank of America Corp COM 060505104 25 1,436 SH   DFND 2 1,436 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 2,028 1,760 SH   DFND 1 1,760 0 0
BANK OF AMERICA CORP 7.25%CNV PFD L 060505682 21,406 18,580 SH   SOLE   18,580 0 0
BANK OF HAWAII CORP COM 062540109 205 3,450 SH   SOLE   3,450 0 0
BANK MUTUAL CORP COM 063750103 109 15,850 SH   SOLE   15,850 0 0
BANK OF THE OZARKS COM 063904106 1,946 51,312 SH   DFND 1 51,312 0 0
BANK OF THE OZARKS COM 063904106 4,810 126,852 SH   SOLE   126,852 0 0
BANK OF NY MELLON CORP COM 064058100 1,083 26,702 SH   SOLE   26,702 0 0
Bank of Nova Scotia/The COM 064149107 9 175 SH   DFND 2 0 0 175
BANNER CORP COM NEW 06652V208 1,951 45,350 SH   SOLE   45,350 0 0
BANNER CORP COM NEW 06652V208 490 11,400 SH   DFND 1 11,400 0 0
BARD (C.R.) INC COM 067383109 20,086 120,550 SH   DFND 1 120,550 0 0
BARD (C.R.) INC COM 067383109 19,936 119,650 SH   SOLE   119,650 0 0
iPath ETNs/USA Exchange Traded Fund 06738C778 89 3,000 SH   DFND 2 3,000 0 0
BARCLAYS BANK PLC Preferred Stock 06739H362 10 400 SH   DFND 2 400 0 0
BARNES & NOBLE INC COM 067774109 2,214 95,350 SH   DFND 1 95,350 0 0
BARNES & NOBLE INC COM 067774109 5,795 249,550 SH   SOLE   249,550 0 0
BARNES GROUP INC COM 067806109 655 17,700 SH   SOLE   17,700 0 0
BARRICK GOLD CORP COM 067901108 4,216 392,150 SH   SOLE   392,150 0 0
BARRICK GOLD CORP COM 067901108 1,226 114,050 SH   DFND 1 114,050 0 0
Barrick Gold Corp COM 067901108 6 575 SH   DFND 2 575 0 0
BILL BARRETT CORP COM 06846N104 201 17,650 SH   SOLE   17,650 0 0
BASIC ENERGY SERVICES INC COM 06985P100 86 12,250 SH   SOLE   12,250 0 0
BAXTER INTERNATIONAL COM 071813109 30,193 411,960 SH   DFND 1 411,960 0 0
BAXTER INTERNATIONAL COM 071813109 53,111 724,665 SH   SOLE   724,665 0 0
Baxter International Inc COM 071813109 19 261 SH   DFND 2 261 0 0
BBCN BANCORP INC COM 073295107 3,776 262,620 SH   DFND 1 262,620 0 0
BBCN BANCORP INC COM 073295107 5,671 394,360 SH   SOLE   394,360 0 0
BE AEROSPACE INC COM 073302101 3,170 54,628 SH   DFND 1 54,628 0 0
BE AEROSPACE INC COM 073302101 5,249 90,465 SH   SOLE   90,465 0 0
BECTON DICKINSON AND CO COM 075887109 626 4,500 SH   SOLE   4,500 0 0
Becton Dickinson and Co COM 075887109 116 790 SH   DFND 2 790 0 0
BED BATH & BEYOND INC COM 075896100 335 4,400 SH   SOLE   4,400 0 0
Bed Bath & Beyond Inc COM 075896100 8 102 SH   DFND 2 102 0 0
BELDEN INC COM 077454106 1,376 17,461 SH   DFND 1 17,461 0 0
BELDEN INC COM 077454106 3,039 38,560 SH   SOLE   38,560 0 0
BEMIS CO COM 081437105 353 7,800 SH   SOLE   7,800 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 491 19,300 SH   SOLE   19,300 0 0
WR BERKLEY CORP COM 084423102 1,674 32,650 SH   DFND 1 32,650 0 0
WR BERKLEY CORP COM 084423102 3,938 76,825 SH   SOLE   76,825 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 34,605 230,469 SH   SOLE   230,469 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 8,453 56,300 SH   DFND 1 56,300 0 0
Berkshire Hathaway Inc COM 084670702 76 500 SH   DFND 2 500 0 0
BEST BUY CO INC COM 086516101 4,551 116,750 SH   DFND 1 116,750 0 0
BEST BUY CO INC COM 086516101 8,083 207,375 SH   SOLE   207,375 0 0
BHP Billiton Ltd COM 088606108 9 200 SH   DFND 2 200 0 0
BIG LOTS INC COM 089302103 262 6,550 SH   DFND 1 6,550 0 0
BIG LOTS INC COM 089302103 1,041 26,000 SH   SOLE   26,000 0 0
BIGLARI HOLDINGS INC COM 08986R101 247 618 SH   SOLE   618 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 289 9,000 SH   SOLE   9,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 7,148 79,076 SH   DFND 1 79,076 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 10,822 119,709 SH   SOLE   119,709 0 0
BIOGEN IDEC INC COM 09062X103 2,953 8,700 SH   DFND 1 8,700 0 0
BIOGEN IDEC INC COM 09062X103 6,738 19,850 SH   SOLE   19,850 0 0
BIOMED REALTY TRUST INC COM 09063H107 230 10,700 SH   DFND 1 10,700 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,691 78,512 SH   SOLE   78,512 0 0
BIO-TECHNE CORP COM 09073M104 263 2,850 SH   SOLE   2,850 0 0
Bio-Techne Corp COM 09073M104 27 300 SH   DFND 2 0 0 300
BJ'S RESTAURANTS INC COM 09180C106 397 7,900 SH   SOLE   7,900 0 0
BLACKBAUD INC COM 09227Q100 727 16,800 SH   SOLE   16,800 0 0
BLACKROCK INC COM 09247X101 1,073 3,000 SH   SOLE   3,000 0 0
BlackRock Advisors LLC Exchange Traded Fund 09248F109 14 1,000 SH   DFND 2 1,000 0 0
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 36,093 1,066,890 SH   SOLE   1,066,890 0 0
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 26,687 788,850 SH   DFND 1 788,850 0 0
BlackRock Advisors LLC Exchange Traded Fund 09255X100 42 3,146 SH   DFND 2 3,146 0 0
BLACKSTONE MORTGAGE TRUST INC COM CL A 09257W100 255 8,750 SH   SOLE   8,750 0 0
H&R BLOCK INC COM 093671105 219 6,500 SH   SOLE   6,500 0 0
BLUCORA INC COM 095229100 206 14,900 SH   SOLE   14,900 0 0
BOB EVANS FARMS COM 096761101 440 8,600 SH   SOLE   8,600 0 0
BOEING CO COM 097023105 43,641 335,750 SH   DFND 1 335,750 0 0
BOEING CO COM 097023105 46,091 354,598 SH   SOLE   354,598 0 0
Boeing Co/The COM 097023105 97 734 SH   DFND 2 734 0 0
BOISE CASCADE CO COM 09739D100 533 14,350 SH   SOLE   14,350 0 0
BONAZA CREEK ENERGY INC COM 097793103 293 12,200 SH   SOLE   12,200 0 0
BOOZ ALLEN HAMILTON HOLDING CO CL A 099502106 1,082 40,800 SH   SOLE   40,800 0 0
BOOZ ALLEN HAMILTON HOLDING CO CL A 099502106 324 12,200 SH   DFND 1 12,200 0 0
BORGWARNER INC COM 099724106 3,107 56,550 SH   SOLE   56,550 0 0
BORGWARNER INC COM 099724106 1,003 18,250 SH   DFND 1 18,250 0 0
BOSTON BEER CO INC CL A 100557107 1,963 6,781 SH   DFND 1 6,781 0 0
BOSTON BEER CO INC CL A 100557107 4,824 16,660 SH   SOLE   16,660 0 0
BOSTON PRIVATE FINL HOLDINGS COM 101119105 283 21,000 SH   DFND 1 21,000 0 0
BOSTON PRIVATE FINL HOLDINGS COM 101119105 1,347 100,000 SH   SOLE   100,000 0 0
BOSTON PROPERTIES INC COM 101121101 1,815 14,100 SH   DFND 1 14,100 0 0
BOSTON PROPERTIES INC COM 101121101 8,914 69,268 SH   SOLE   69,268 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,825 364,150 SH   DFND 1 364,150 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13,553 1,022,900 SH   SOLE   1,022,900 0 0
BOTTOMLINE TECHNOLOGIES, INC. COM 101388106 350 13,850 SH   SOLE   13,850 0 0
BOYD GAMING CORP COM 103304101 362 28,300 SH   SOLE   28,300 0 0
BRADY CORP CL A 104674106 476 17,400 SH   SOLE   17,400 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 850 53,204 SH   SOLE   53,204 0 0
BreitBurn Energy Partners LP Limited Partnership 106776107 2 270 SH   DFND 2 270 0 0
BRIGGS & STRATTON CORP COM 109043109 304 14,890 SH   DFND 1 14,890 0 0
BRIGGS & STRATTON CORP COM 109043109 1,348 66,010 SH   SOLE   66,010 0 0
BRINKER INTERNATIONAL INC COM 109641100 1,415 24,105 SH   SOLE   24,105 0 0
BRINKER INTERNATIONAL INC COM 109641100 332 5,650 SH   DFND 1 5,650 0 0
BRINKS CO COM 109696104 433 17,750 SH   SOLE   17,750 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,317 39,248 SH   SOLE   39,248 0 0
Bristol-Myers Squibb Co COM 110122108 400 6,580 SH   DFND 2 6,580 0 0
BRISTOW GROUP INC COM 110394103 836 12,700 SH   SOLE   12,700 0 0
BRISTOW GROUP INC NOTE 3.000% 110394AC7 1,984 1,899,000 SH   SOLE   1,899,000 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 12,839 516,850 SH   DFND 1 516,850 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 14,695 591,577 SH   SOLE   591,577 0 0
BROADCOM CORP CL A 111320107 5,925 136,750 SH   DFND 1 136,750 0 0
BROADCOM CORP CL A 111320107 13,660 315,250 SH   SOLE   315,250 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 12,418 268,900 SH   DFND 1 268,900 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 17,706 383,420 SH   SOLE   383,420 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 6,803 574,550 SH   SOLE   574,550 0 0
BROCADE COMMUNICATIONS SYSTEMS COM NEW 111621306 3,748 316,550 SH   DFND 1 316,550 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 325 8,850 SH   SOLE   8,850 0 0
BROOKLINE BANCORP INC COM 11373M107 255 25,400 SH   SOLE   25,400 0 0
BROOKS AUTOMATION INC COM 114340102 309 24,207 SH   SOLE   24,207 0 0
BROWN & BROWN INC COM 115236101 303 9,200 SH   SOLE   9,200 0 0
BROWN-FORMAN CORP CL B 115637209 328 3,737 SH   SOLE   3,737 0 0
BROWN SHOE COMPANY INC COM 115736100 507 15,775 SH   SOLE   15,775 0 0
BRUKER BIOSCIENCES CORP COM 116794108 2,772 141,300 SH   SOLE   141,300 0 0
BRUKER BIOSCIENCES CORP COM 116794108 1,270 64,750 SH   DFND 1 64,750 0 0
BRUNSWICK CORP COM 117043109 2,427 47,339 SH   DFND 1 47,339 0 0
BRUNSWICK CORP COM 117043109 5,245 102,320 SH   SOLE   102,320 0 0
Buckeye Partners LP Limited Partnership 118230101 6 83 SH   DFND 2 83 0 0
BUCKLE INC COM 118440106 536 10,200 SH   SOLE   10,200 0 0
BUFFALO WILD WINGS INC COM 119848109 1,236 6,850 SH   SOLE   6,850 0 0
BURLINGTON STORES INC COM 122017106 1,989 42,090 SH   DFND 1 42,090 0 0
BURLINGTON STORES INC COM 122017106 4,018 85,021 SH   SOLE   85,021 0 0
C&J ENERGY SERVICES INC COM 12467B304 217 16,400 SH   SOLE   16,400 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 480 24,700 SH   DFND 1 24,700 0 0
CBL & ASSOCIATES PROPERTIES COM 124830100 2,670 137,485 SH   SOLE   137,485 0 0
CBS CORP CL B 124857202 19,828 358,290 SH   DFND 1 358,290 0 0
CBS CORP CL B 124857202 46,118 833,349 SH   SOLE   833,349 0 0
CBS Corp COM 124857202 6 108 SH   DFND 2 108 0 0
CBOE HOLDINGS INC COM 12503M108 419 6,600 SH   SOLE   6,600 0 0
CBRE GROUP INC CL A 12504L109 295 8,600 SH   DFND 1 8,600 0 0
CBRE GROUP INC CL A 12504L109 1,309 38,219 SH   SOLE   38,219 0 0
CDK GLOBAL INC COM 12508E101 512 12,550 SH   SOLE   12,550 0 0
CDK Global Inc COM 12508E101 10 240 SH   DFND 2 240 0 0
CDW CORP/DE COM 12514G108 920 26,150 SH   DFND 1 26,150 0 0
CDW CORP/DE COM 12514G108 3,049 86,700 SH   SOLE   86,700 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 327 1,200 SH   SOLE   1,200 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 262 3,500 SH   SOLE   3,500 0 0
CIGNA CORP COM 125509109 643 6,250 SH   SOLE   6,250 0 0
CLECO CORP COM 12561W105 256 4,700 SH   SOLE   4,700 0 0
CME GROUP INC COM 12572Q105 660 7,450 SH   SOLE   7,450 0 0
CMS ENERGY CORP COM 125896100 226 6,500 SH   SOLE   6,500 0 0
CNA FINANCIAL CORP COM 126117100 1,028 26,547 SH   SOLE   26,547 0 0
CNA FINANCIAL CORP COM 126117100 308 7,953 SH   DFND 1 7,953 0 0
CNO FINANCIAL GROUP INC COM 12621E103 10,176 590,930 SH   DFND 1 590,930 0 0
CNO FINANCIAL GROUP INC COM 12621E103 14,635 849,880 SH   SOLE   849,880 0 0
CSG SYSTEMS INTERNATIONAL COM 126349109 313 12,500 SH   SOLE   12,500 0 0
CSX CORP COM 126408103 21,481 592,900 SH   DFND 1 592,900 0 0
CSX CORP COM 126408103 49,787 1,374,190 SH   SOLE   1,374,190 0 0
CSX Corp COM 126408103 85 2,463 SH   DFND 2 2,463 0 0
CST BRANDS INC COM 12646R105 264 6,050 SH   SOLE   6,050 0 0
CTS CORP COM 126501105 218 12,200 SH   SOLE   12,200 0 0
CVB FINANCIAL CORP COM 126600105 565 35,250 SH   SOLE   35,250 0 0
Coffeyville Resources LLC Limited Partnership 126633106 18 1,800 SH   DFND 2 1,800 0 0
CVS HEALTH CORP COM 126650100 60,489 628,070 SH   DFND 1 628,070 0 0
CVS HEALTH CORP COM 126650100 110,234 1,144,574 SH   SOLE   1,144,574 0 0
CVS Health Corp COM 126650100 35 362 SH   DFND 2 362 0 0
CA INC COM 12673P105 230 7,562 SH   SOLE   7,562 0 0
Cabela's Inc COM 126804301 10 180 SH   DFND 2 180 0 0
CABOT CORP COM 127055101 221 5,040 SH   SOLE   5,040 0 0
CABOT OIL & GAS CORP COM 127097103 3,186 107,600 SH   DFND 1 107,600 0 0
CABOT OIL & GAS CORP COM 127097103 9,993 337,500 SH   SOLE   337,500 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 409 8,650 SH   SOLE   8,650 0 0
CACI INTERNATIONAL INC CL A 127190304 741 8,600 SH   SOLE   8,600 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 435 22,930 SH   SOLE   22,930 0 0
CAL-MAINE FOODS INC COM NEW 128030202 425 10,900 SH   SOLE   10,900 0 0
Calamos Advisors LLC Closed-end Fund 128125101 48 4,247 SH   DFND 2 4,247 0 0
CALAMP CORP COM 128126109 241 13,150 SH   SOLE   13,150 0 0
CALAVO GROWERS INC COM 128246105 265 5,600 SH   SOLE   5,600 0 0
CALGON CARBON CORP COM 129603106 399 19,200 SH   SOLE   19,200 0 0
Calgon Carbon Corp COM 129603106 8 400 SH   DFND 2 400 0 0
CALIFORNIA RESOURCES CRP COM 13057Q107 131 23,850 SH   SOLE   23,850 0 0
California Resources Corp COM 13057Q107 1 212 SH   DFND 2 212 0 0
CALLAWAY GOLF CO. COM 131193104 218 28,250 SH   SOLE   28,250 0 0
CAMBREX CORP COM 132011107 1,765 81,650 SH   DFND 1 81,650 0 0
CAMBREX CORP COM 132011107 6,108 282,500 SH   SOLE   282,500 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 14,886 201,601 SH   SOLE   201,601 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 11,504 155,800 SH   DFND 1 155,800 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 103,643 2,074,931 SH   SOLE   2,074,931 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 45,823 917,373 SH   DFND 1 917,373 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 206 28,138 SH   SOLE   28,138 0 0
Canadian National Railway Co COM 136375102 86 1,270 SH   DFND 2 970 0 300
CANADIAN NATURAL RESOURC COM 136385101 6,789 219,850 SH   DFND 1 219,850 0 0
CANADIAN NATURAL RESOURC COM 136385101 23,104 748,200 SH   SOLE   748,200 0 0
Canon Inc COM 138006309 9 300 SH   DFND 2 0 0 300
CANTEL MEDICAL CORP COM 138098108 557 12,875 SH   SOLE   12,875 0 0
CAPELLA EDUCATION CO COM 139594105 304 3,950 SH   SOLE   3,950 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 51,830 627,863 SH   SOLE   627,863 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 33,148 401,550 SH   DFND 1 401,550 0 0
CAPSTEAD MORTGAGE CORP COM NO PAR 14067E506 427 34,750 SH   SOLE   34,750 0 0
CARDINAL FINANCIAL CORP COM 14149F109 232 11,700 SH   SOLE   11,700 0 0
CARDINAL HEALTH INC COM 14149Y108 636 7,875 SH   SOLE   7,875 0 0
Cardinal Health Inc COM 14149Y108 40 477 SH   DFND 2 477 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 1,708 56,789 SH   DFND 1 56,789 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 3,424 113,817 SH   SOLE   113,817 0 0
CARDTRONICS INC COM 14161H108 1,566 40,584 SH   DFND 1 40,584 0 0
CARDTRONICS INC COM 14161H108 3,777 97,900 SH   SOLE   97,900 0 0
CARDTRONICS INC NOTE 1.000% 14161HAG3 4,972 5,000,000 SH   SOLE   5,000,000 0 0
CAREER EDUCATION CORP COM 141665109 150 21,550 SH   SOLE   21,550 0 0
CAREFUSION CORP COM 14170T101 287 4,837 SH   SOLE   4,837 0 0
CareFusion Corp COM 14170T101 12 203 SH   DFND 2 203 0 0
CARETRUST REIT INC COM 14174T107 125 10,172 SH   SOLE   10,172 0 0
CARLISLE COS INC COM 142339100 450 4,990 SH   SOLE   4,990 0 0
CARMAX INC COM 143130102 340 5,100 SH   SOLE   5,100 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 648 14,300 SH   DFND 1 14,300 0 0
CARNIVAL CORPORATION PAIRED CTF 143658300 2,640 58,250 SH   SOLE   58,250 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 204 4,150 SH   SOLE   4,150 0 0
CARRIZO OIL & GAS INC COM 144577103 641 15,400 SH   SOLE   15,400 0 0
CARTER'S INC COM 146229109 362 4,150 SH   SOLE   4,150 0 0
CASEY'S GENERAL STORES INC COM 147528103 1,260 13,950 SH   SOLE   13,950 0 0
CASH AMERICA INTL INC COM 14754D100 465 20,550 SH   SOLE   20,550 0 0
CASH AMERICA INTL INC COM 14754D100 331 14,650 SH   DFND 1 14,650 0 0
CATAMARAN CORP COM 148887102 4,888 94,455 SH   DFND 1 94,455 0 0
CATAMARAN CORP COM 148887102 7,361 142,240 SH   SOLE   142,240 0 0
CATERPILLAR INC COM 149123101 3,117 34,050 SH   DFND 1 34,050 0 0
CATERPILLAR INC COM 149123101 7,382 80,650 SH   SOLE   80,650 0 0
Caterpillar Inc COM 149123101 27 300 SH   DFND 2 300 0 0
CATCHMARK TIMBER TRUST INC CL A 14912Y202 121 10,700 SH   SOLE   10,700 0 0
CatchMark Timber Trust Inc Closed-end REIT 14912Y202 7 629 SH   DFND 2 629 0 0
CATO CORP CL A 149205106 1,173 27,800 SH   DFND 1 27,800 0 0
CATO CORP CL A 149205106 4,275 101,350 SH   SOLE   101,350 0 0
CAVIUM INC COM 14964U108 1,525 24,662 SH   DFND 1 24,662 0 0
CAVIUM INC COM 14964U108 3,035 49,090 SH   SOLE   49,090 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 320 43,650 SH   SOLE   43,650 0 0
CELANESE CORP COM SER A 150870103 27,862 464,670 SH   DFND 1 464,670 0 0
CELANESE CORP COM SER A 150870103 32,076 534,958 SH   SOLE   534,958 0 0
CELGENE CORP COM 151020104 2,131 19,050 SH   SOLE   19,050 0 0
Celgene Corp COM 151020104 811 7,050 SH   DFND 2 7,050 0 0
Cemex SAB de CV COM 151290889 82 8,027 SH   DFND 2 8,027 0 0
CENTENE CORP COM 15135B101 28,447 273,920 SH   SOLE   273,920 0 0
CENTENE CORP COM 15135B101 22,847 220,000 SH   DFND 1 220,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 238 10,173 SH   SOLE   10,173 0 0
CenterPoint Energy Inc COM 15189T107 8 357 SH   DFND 2 357 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 149 15,650 SH   SOLE   15,650 0 0
CENTRAL PACIFIC FINANCIAL CO COM NEW 154760409 210 9,750 SH   SOLE   9,750 0 0
CENTURY ALUMINUM COMPANY COM 156431108 459 18,800 SH   SOLE   18,800 0 0
CENTURYLINK INC COM 156700106 535 13,525 SH   SOLE   13,525 0 0
CERNER CORP COM 156782104 48,414 748,747 SH   DFND 1 748,747 0 0
CERNER CORP COM 156782104 104,922 1,622,680 SH   SOLE   1,622,680 0 0
CHAMBERS STREET PROPERTIES COM 157842105 184 22,800 SH   SOLE   22,800 0 0
CHARLES RIVER LABORATORIES COM 159864107 1,804 28,350 SH   SOLE   28,350 0 0
CHARLES RIVER LABORATORIES COM 159864107 471 7,400 SH   DFND 1 7,400 0 0
CHATHAM LODGING TRUST COM 16208T102 669 23,077 SH   SOLE   23,077 0 0
CHECKPOINT SYSTEMS INC COM 162825103 208 15,150 SH   SOLE   15,150 0 0
CHEESECAKE FACTORY (THE) COM 163072101 22,162 440,510 SH   DFND 1 440,510 0 0
CHEESECAKE FACTORY (THE) COM 163072101 25,296 502,800 SH   SOLE   502,800 0 0
CHEMED CORP COM 16359R103 660 6,250 SH   SOLE   6,250 0 0
CHEMTURA CORP COM NEW 163893209 3,788 153,162 SH   DFND 1 153,162 0 0
CHEMTURA CORP COM NEW 163893209 6,043 244,350 SH   SOLE   244,350 0 0
CHESAPEAKE ENERGY CORP COM 165167107 2,853 145,800 SH   SOLE   145,800 0 0
CHESAPEAKE ENERGY CORP COM 165167107 283 14,450 SH   DFND 1 14,450 0 0
CHESAPEAKE ENERGY CORP NOTE 2.750% 165167BW6 1,506 1,500,000 SH   SOLE   1,500,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 7,772 8,000,000 SH   SOLE   8,000,000 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 1,477 39,690 SH   DFND 1 39,690 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 4,727 127,023 SH   SOLE   127,023 0 0
CHEVRON CORP COM 166764100 21,713 193,559 SH   DFND 1 193,559 0 0
CHEVRON CORP COM 166764100 64,620 576,038 SH   SOLE   576,038 0 0
Chevron Corp COM 166764100 238 2,153 SH   DFND 2 2,153 0 0
CHICAGO ILL MET WTR RECLAMATION DIST GTR 167560LT6 11 10,000 SH   DFND 2 10,000 0 0
CHICO'S FAS INC COM 168615102 193 11,900 SH   SOLE   11,900 0 0
CHILDREN'S PLACE INC/THE COM 168905107 439 7,700 SH   SOLE   7,700 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 479 700 SH   SOLE   700 0 0
CHRISTOPHER & BANKS CORP COM 171046105 76 13,375 SH   SOLE   13,375 0 0
CHUBB CORP COM 171232101 579 5,600 SH   SOLE   5,600 0 0
Chubb Corp/The COM 171232101 3 30 SH   DFND 2 30 0 0
CHURCH & DWIGHT CO INC COM 171340102 825 10,470 SH   SOLE   10,470 0 0
CIBER INC COM 17163B102 91 25,550 SH   SOLE   25,550 0 0
CIENA CORP COM NEW 171779309 2,653 136,688 SH   DFND 1 136,688 0 0
CIENA CORP COM NEW 171779309 4,188 215,759 SH   SOLE   215,759 0 0
CIMAREX ENERGY CO COM 171798101 3,225 30,425 SH   DFND 1 30,425 0 0
CIMAREX ENERGY CO COM 171798101 3,375 31,840 SH   SOLE   31,840 0 0
CINCINNATI BELL INC COM 171871106 242 75,950 SH   SOLE   75,950 0 0
CINEMARK HOLDINGS INC COM 17243V102 290 8,150 SH   SOLE   8,150 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 386 6,400 SH   SOLE   6,400 0 0
CIRRUS LOGIC INC. COM 172755100 1,874 79,500 SH   DFND 1 79,500 0 0
CIRRUS LOGIC INC. COM 172755100 2,709 114,950 SH   SOLE   114,950 0 0
CISCO SYSTEMS INC COM 17275R102 54,644 1,964,541 SH   DFND 1 1,964,541 0 0
CISCO SYSTEMS INC COM 17275R102 106,639 3,833,870 SH   SOLE   3,833,870 0 0
Cisco Systems Inc COM 17275R102 184 6,703 SH   DFND 2 5,103 0 1,600
CITIGROUP INC COM NEW 172967424 85,494 1,580,010 SH   DFND 1 1,580,010 0 0
CITIGROUP INC COM NEW 172967424 143,434 2,650,791 SH   SOLE   2,650,791 0 0
Citigroup Inc COM 172967424 27 525 SH   DFND 2 525 0 0
CITRIX SYSTEMS INC COM 177376100 1,266 19,850 SH   DFND 1 19,850 0 0
CITRIX SYSTEMS INC COM 177376100 4,437 69,550 SH   SOLE   69,550 0 0
CITY HOLDING CO COM 177835105 258 5,550 SH   SOLE   5,550 0 0
CITY NATIONAL CORP COM 178566105 305 3,770 SH   SOLE   3,770 0 0
CITY OFFICE REIT INC COM 178587101 381 29,793 SH   SOLE   29,793 0 0
CLARCOR INC COM 179895107 10,898 163,540 SH   DFND 1 163,540 0 0
CLARCOR INC COM 179895107 15,356 230,430 SH   SOLE   230,430 0 0
CLEAN HARBORS INC COM 184496107 207 4,300 SH   SOLE   4,300 0 0
Clean Energy Fuels Corp COM 184499101 2 475 SH   DFND 2 475 0 0
CLEARWATER PAPER CORP COM 18538R103 1,851 27,000 SH   SOLE   27,000 0 0
CLEARWATER PAPER CORP COM 18538R103 404 5,900 SH   DFND 1 5,900 0 0
CLIFFS NATRUAL RESOURCES COM 18683K101 86 12,050 SH   SOLE   12,050 0 0
CLOROX CO COM 189054109 318 3,050 SH   SOLE   3,050 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 203 22,100 SH   SOLE   22,100 0 0
Clough Global Allocation Fund/ Closed-end Fund 18913Y103 27 1,828 SH   DFND 2 1,828 0 0
Clough Global Opportunities Fu Closed-end Fund 18914E106 6 500 SH   DFND 2 500 0 0
COACH INC COM 189754104 1,183 31,500 SH   DFND 1 31,500 0 0
COACH INC COM 189754104 2,171 57,800 SH   SOLE   57,800 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 8,497 955,787 SH   DFND 1 955,787 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 26,831 3,018,113 SH   SOLE   3,018,113 0 0
COCA-COLA CO COM 191216100 7,931 187,841 SH   SOLE   187,841 0 0
COCA-COLA CO COM 191216100 3,456 81,849 SH   DFND 1 81,849 0 0
Coca-Cola Co/The COM 191216100 805 18,507 SH   DFND 2 18,507 0 0
COCA-COLA REFRESH USA COM 19122T109 1,656 37,450 SH   SOLE   37,450 0 0
COCA-COLA REFRESH USA COM 19122T109 1,077 24,350 SH   DFND 1 24,350 0 0
COGNEX CORP COM 192422103 1,226 29,658 SH   DFND 1 29,658 0 0
COGNEX CORP COM 192422103 2,729 66,030 SH   SOLE   66,030 0 0
COGNIZANT TECH SOLUTIONS CORP CL A 192446102 758 14,400 SH   SOLE   14,400 0 0
COHERENT INC COM 192479103 931 15,340 SH   DFND 1 15,340 0 0
COHERENT INC COM 192479103 2,440 40,180 SH   SOLE   40,180 0 0
COHEN & STEERS REIT AND PREFER COM 19247X100 460 24,200 SH   SOLE   24,200 0 0
COHEN & STEERS REIT AND PREFER COM 19247X100 942 49,600 SH   DFND 1 49,600 0 0
COLGATE-PALMOLIVE CO COM 194162103 1,405 20,300 SH   SOLE   20,300 0 0
Colgate-Palmolive Co COM 194162103 8 118 SH   DFND 2 118 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 541 19,600 SH   SOLE   19,600 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 307 12,100 SH   SOLE   12,100 0 0
COMFORT SYSTEMS USA, INC. COM 199908104 233 13,600 SH   SOLE   13,600 0 0
COMCAST CORP CL A 20030N101 70,640 1,217,713 SH   DFND 1 1,217,713 0 0
COMCAST CORP CL A 20030N101 144,950 2,498,714 SH   SOLE   2,498,714 0 0
Comcast Corp COM 20030N101 76 1,350 SH   DFND 2 1,350 0 0
COMERICA INC COM 200340107 28,163 601,250 SH   DFND 1 601,250 0 0
COMERICA INC COM 200340107 42,525 907,880 SH   SOLE   907,880 0 0
COMMERCE BANCSHARES INC. COM 200525103 282 6,489 SH   SOLE   6,489 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 564 14,800 SH   SOLE   14,800 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 489 9,066 SH   SOLE   9,066 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 326 3,750 SH   DFND 1 3,750 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 1,328 15,300 SH   SOLE   15,300 0 0
COMPUTER PROGRAMS & SYSTEMS IN COM 205306103 231 3,800 SH   SOLE   3,800 0 0
COMPUTER SCIENCES CORP COM 205363104 2,595 41,150 SH   DFND 1 41,150 0 0
COMPUTER SCIENCES CORP COM 205363104 7,099 112,600 SH   SOLE   112,600 0 0
COMSCORE INC COM 20564W105 578 12,450 SH   SOLE   12,450 0 0
COMSTOCK RESOURCES INC COM NEW 205768203 221 32,500 SH   DFND 1 32,500 0 0
COMSTOCK RESOURCES INC COM NEW 205768203 843 123,850 SH   SOLE   123,850 0 0
CONAGRA FOODS INC COM 205887102 365 10,050 SH   SOLE   10,050 0 0
ConAgra Foods Inc COM 205887102 17 456 SH   DFND 2 456 0 0
CON-WAY INC COM 205944101 3,649 74,200 SH   DFND 1 74,200 0 0
CON-WAY INC COM 205944101 7,686 156,280 SH   SOLE   156,280 0 0
CONCHO RESOURCES INC COM 20605P101 10,944 109,711 SH   DFND 1 109,711 0 0
CONCHO RESOURCES INC COM 20605P101 24,299 243,599 SH   SOLE   243,599 0 0
CONMED CORP COM 207410101 447 9,950 SH   SOLE   9,950 0 0
CONOCOPHILLIPS COM 20825C104 3,318 48,049 SH   SOLE   48,049 0 0
CONOCOPHILLIPS COM 20825C104 390 5,650 SH   DFND 1 5,650 0 0
ConocoPhillips COM 20825C104 129 1,983 SH   DFND 2 1,791 0 192
CONSOLIDATED COMMUNICATIONS HO COM 209034107 474 17,050 SH   SOLE   17,050 0 0
CONSOLIDATED EDISON INC COM 209115104 455 6,900 SH   SOLE   6,900 0 0
Consolidated Edison Inc COM 209115104 116 1,724 SH   DFND 2 724 0 1,000
CONSTANT CONTACT INC COM 210313102 1,448 39,446 SH   DFND 1 39,446 0 0
CONSTANT CONTACT INC COM 210313102 2,895 78,870 SH   SOLE   78,870 0 0
CONSTELLATION BRANDS INC CL A 21036P108 388 3,950 SH   SOLE   3,950 0 0
CONVERGYS CORP COM 212485106 465 22,850 SH   SOLE   22,850 0 0
CONVERGYS CORP SDCV 5.750% 9/1 212485AE6 3,330 1,750,000 SH   SOLE   1,750,000 0 0
COOPER COMPANIES INC COM NEW 216648402 6,315 38,959 SH   SOLE   38,959 0 0
COOPER COMPANIES INC COM NEW 216648402 3,798 23,430 SH   DFND 1 23,430 0 0
COPART, INC. COM 217204106 323 8,850 SH   SOLE   8,850 0 0
CORE-MARK HOLDING COMPANY INC COM 218681104 3,206 51,760 SH   SOLE   51,760 0 0
CORE-MARK HOLDING COMPANY INC COM 218681104 1,589 25,660 SH   DFND 1 25,660 0 0
CORESITE REALTY CORP COM 21870Q105 609 15,596 SH   SOLE   15,596 0 0
CORELOGIC INC COM 21871D103 223 7,050 SH   SOLE   7,050 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 1,663 47,256 SH   DFND 1 47,256 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 3,359 95,435 SH   SOLE   95,435 0 0
CORNING INC COM 219350105 17,176 749,050 SH   SOLE   749,050 0 0
CORNING INC COM 219350105 6,187 269,800 SH   DFND 1 269,800 0 0
Corning Inc COM 219350105 39 1,680 SH   DFND 2 1,680 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 2,443 86,107 SH   SOLE   86,107 0 0
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 427 15,050 SH   DFND 1 15,050 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1,000 27,514 SH   SOLE   27,514 0 0
COSTCO WHOLESALE CORP COM 22160K105 1,467 10,350 SH   SOLE   10,350 0 0
Costco Wholesale Corp COM 22160K105 69 474 SH   DFND 2 474 0 0
COUSINS PROPERTIES INC COM 222795106 1,845 161,570 SH   SOLE   161,570 0 0
COVANCE INC COM 222816100 463 4,460 SH   SOLE   4,460 0 0
CRACKER BARREL OLD COUNTRY COM 22410J106 1,225 8,700 SH   SOLE   8,700 0 0
CRANE CO. COM 224399105 226 3,850 SH   SOLE   3,850 0 0
CREE INC COM 225447101 301 9,350 SH   SOLE   9,350 0 0
Cresud SACIF y A COM 226406106 6 531 SH   DFND 2 531 0 0
CROCS INC COM 227046109 375 30,000 SH   SOLE   30,000 0 0
CROSS COUNTRY HEALTHCARE INC COM 227483104 132 10,600 SH   SOLE   10,600 0 0
CROWN CASTLE INTL CORP COM 22822V101 3,789 48,150 SH   DFND 1 48,150 0 0
CROWN CASTLE INTL CORP COM 22822V101 16,318 207,350 SH   SOLE   207,350 0 0
CROWN HOLDINGS INC COM 228368106 1,914 37,600 SH   DFND 1 37,600 0 0
CROWN HOLDINGS INC COM 228368106 6,251 122,800 SH   SOLE   122,800 0 0
CUBESMART LP COM 229663109 274 12,400 SH   DFND 1 12,400 0 0
CUBESMART LP COM 229663109 1,724 78,122 SH   SOLE   78,122 0 0
CUBIC CORP COM 229669106 416 7,900 SH   SOLE   7,900 0 0
CULLEN/FROST BANKERS, INC. COM 229899109 300 4,250 SH   SOLE   4,250 0 0
CUMMINS INC COM 231021106 584 4,050 SH   SOLE   4,050 0 0
CURTISS-WRIGHT CORP COM 231561101 7,542 106,840 SH   DFND 1 106,840 0 0
CURTISS-WRIGHT CORP COM 231561101 11,791 167,030 SH   SOLE   167,030 0 0
CYBERONICS COM 23251P102 2,134 38,331 SH   DFND 1 38,331 0 0
CYBERONICS COM 23251P102 4,406 79,130 SH   SOLE   79,130 0 0
CYNOSURE INC CL A 232577205 215 7,850 SH   SOLE   7,850 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 166 11,600 SH   SOLE   11,600 0 0
CYTEC INDUSTRIES INC COM 232820100 259 5,620 SH   SOLE   5,620 0 0
CYRUSONE INC COM 23283R100 304 11,050 SH   SOLE   11,050 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 1,123 31,503 SH   SOLE   31,503 0 0
DDR CORP COM 23317H102 832 45,300 SH   DFND 1 45,300 0 0
DDR CORP COM 23317H102 4,763 259,426 SH   SOLE   259,426 0 0
DDR Corp Closed-end REIT 23317H102 2 86 SH   DFND 2 86 0 0
DST SYSTEMS INC COM 233326107 15,905 168,930 SH   DFND 1 168,930 0 0
DST SYSTEMS INC COM 233326107 24,186 256,890 SH   SOLE   256,890 0 0
DTE ENERGY CO COM 233331107 358 4,150 SH   SOLE   4,150 0 0
DTE Energy Co COM 233331107 22 255 SH   DFND 2 0 0 255
DXP ENTERPRISES INC COM NEW 233377407 237 4,700 SH   SOLE   4,700 0 0
DAKTRONICS INC COM 234264109 177 14,150 SH   SOLE   14,150 0 0
DANAHER CORP COM 235851102 1,243 14,500 SH   SOLE   14,500 0 0
DANAHER CORP NOTE 235851AF9 3,111 1,250,000 SH   SOLE   1,250,000 0 0
Darden Restaurants Inc COM 237194105 11 187 SH   DFND 2 0 0 187
DARLING INGREDIENTS INC COM 237266101 1,091 60,050 SH   SOLE   60,050 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 311 4,100 SH   SOLE   4,100 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 1,699 38,340 SH   DFND 1 38,340 0 0
DEALERTRACK TECHNOLOGIES INC COM 242309102 4,120 92,970 SH   SOLE   92,970 0 0
DECKERS OUTDOOR CORP COM 243537107 246 2,700 SH   SOLE   2,700 0 0
DEERE & CO COM 244199105 748 8,450 SH   SOLE   8,450 0 0
Deere & Co COM 244199105 21 248 SH   DFND 2 248 0 0
DEL FRISCO'S RESTAURANT GROUP COM 245077102 2,901 122,180 SH   SOLE   122,180 0 0
DEL FRISCO'S RESTAURANT GROUP COM 245077102 1,444 60,810 SH   DFND 1 60,810 0 0
DELTA AIR LINES INC COM NEW 247361702 61,456 1,249,350 SH   DFND 1 1,249,350 0 0
DELTA AIR LINES INC COM NEW 247361702 113,717 2,311,800 SH   SOLE   2,311,800 0 0
Delta Air Lines Inc COM 247361702 19 394 SH   DFND 2 394 0 0
DELTIC TIMBER CORP COM 247850100 277 4,050 SH   SOLE   4,050 0 0
DENBURY RESOURCES INC COM NEW 247916208 1,450 178,385 SH   DFND 1 178,385 0 0
DENBURY RESOURCES INC COM NEW 247916208 1,489 183,150 SH   SOLE   183,150 0 0
DELUXE CORP COM 248019101 243 3,900 SH   SOLE   3,900 0 0
Deluxe Corp COM 248019101 42 681 SH   DFND 2 681 0 0
DEMANDWARE INC COM 24802Y105 1,865 32,419 SH   DFND 1 32,419 0 0
DEMANDWARE INC COM 24802Y105 3,763 65,401 SH   SOLE   65,401 0 0
DEPOMED INC COM 249908104 2,162 134,223 SH   DFND 1 134,223 0 0
DEPOMED INC COM 249908104 4,693 291,320 SH   SOLE   291,320 0 0
DEVON ENERGY CORPORATION COM 25179M103 554 9,050 SH   SOLE   9,050 0 0
DEVRY EDUCATION GROUP INC COM 251893103 401 8,450 SH   DFND 1 8,450 0 0
DEVRY EDUCATION GROUP INC COM 251893103 1,559 32,850 SH   SOLE   32,850 0 0
DIAMOND FOODS INC COM 252603105 270 9,550 SH   SOLE   9,550 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,771 119,078 SH   SOLE   119,078 0 0
DIAMONDBACK ENERGY INC COM 25278X109 327 5,477 SH   DFND 1 5,477 0 0
DIAMONDBACK ENERGY INC COM 25278X109 635 10,620 SH   SOLE   10,620 0 0
DICE HOLDINGS INC COM 253017107 136 13,600 SH   SOLE   13,600 0 0
DICK'S SPORTING GOODS INC COM 253393102 380 7,650 SH   SOLE   7,650 0 0
DIGITAL REALTY TRUST INC COM 253868103 12,343 186,168 SH   SOLE   186,168 0 0
DIGITAL REALTY TRUST INC COM 253868103 10,611 160,050 SH   DFND 1 160,050 0 0
DIGITAL RIVER INC. COM 25388B104 286 11,550 SH   SOLE   11,550 0 0
DIME COMMUNITY BANCSHARES COM 253922108 178 10,925 SH   SOLE   10,925 0 0
DINEEQUITY INC COM 254423106 627 6,050 SH   SOLE   6,050 0 0
DIODES INC COM 254543101 409 14,850 SH   DFND 1 14,850 0 0
DIODES INC COM 254543101 1,726 62,600 SH   SOLE   62,600 0 0
WALT DISNEY COMPANY COM DISNEY 254687106 3,485 36,997 SH   SOLE   36,997 0 0
Walt Disney Co/The COM 254687106 696 7,416 SH   DFND 2 7,416 0 0
DISCOVER FINANCIAL SVS COM 254709108 15,519 236,968 SH   SOLE   236,968 0 0
DISCOVER FINANCIAL SVS COM 254709108 8,912 136,076 SH   DFND 1 136,076 0 0
Discover Financial Services COM 254709108 32 491 SH   DFND 2 491 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 1,461 42,410 SH   DFND 1 42,410 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 2,311 67,075 SH   SOLE   67,075 0 0
DISCOVERY COMMUNICATIONS INC COM SER C 25470F302 217 6,450 SH   SOLE   6,450 0 0
DISH NETWORK CORP CL A 25470M109 26,259 360,250 SH   DFND 1 360,250 0 0
DISH NETWORK CORP CL A 25470M109 25,737 353,100 SH   SOLE   353,100 0 0
DIRECTV COM 25490A309 1,027 11,850 SH   SOLE   11,850 0 0
DOLLAR GENERAL CORP COM 256677105 509 7,200 SH   SOLE   7,200 0 0
DOLLAR TREE INC COM 256746108 14,318 203,445 SH   DFND 1 203,445 0 0
DOLLAR TREE INC COM 256746108 25,201 358,066 SH   SOLE   358,066 0 0
DOMINION RESOURCES INC COM 25746U109 1,061 13,794 SH   SOLE   13,794 0 0
Dominion Resources Inc/VA COM 25746U109 60 770 SH   DFND 2 770 0 0
DOMINO'S PIZZA INC COM 25754A201 405 4,300 SH   SOLE   4,300 0 0
DOMTAR CORP COM NEW 257559203 390 9,700 SH   DFND 1 9,700 0 0
DOMTAR CORP COM NEW 257559203 963 23,950 SH   SOLE   23,950 0 0
DONALDSON COMPANY, INC. COM 257651109 386 10,000 SH   SOLE   10,000 0 0
RR DONNELLEY & SONS CO COM 257867101 262 15,600 SH   SOLE   15,600 0 0
DORMAN PRODUCTS INC COM 258278100 538 11,150 SH   SOLE   11,150 0 0
DOUBLELINE INCOME SOLUTIONS FU COM 258622109 673 33,800 SH   SOLE   33,800 0 0
DOUBLELINE INCOME SOLUTIONS FU COM 258622109 1,601 80,450 SH   DFND 1 80,450 0 0
Doubleline Capital LP Limited Partnership 258622109 183 9,220 SH   DFND 2 9,220 0 0
DOUGLAS EMMETT INC COM 25960P109 1,632 57,457 SH   SOLE   57,457 0 0
DOVER CORP COM 260003108 283 3,950 SH   SOLE   3,950 0 0
DOW CHEMICAL CO/THE COM 260543103 25,742 564,390 SH   DFND 1 564,390 0 0
DOW CHEMICAL CO/THE COM 260543103 32,874 720,773 SH   SOLE   720,773 0 0
Dow Chemical Co/The COM 260543103 54 1,208 SH   DFND 2 1,208 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 330 4,600 SH   SOLE   4,600 0 0
DRESSER-RAND GROUP INC COM 261608103 487 5,950 SH   SOLE   5,950 0 0
DREW INDUSTRIES INC. COM NEW 26168L205 439 8,600 SH   SOLE   8,600 0 0
Bank of New York Mellon Corp/The Closed-end Fund 261932107 13 1,607 SH   DFND 2 1,607 0 0
Dreyfus Corp/The Closed-end Fund 26201R102 16 1,699 SH   DFND 2 1,699 0 0
DRIL-QUIP INC COM 262037104 238 3,100 SH   SOLE   3,100 0 0
DU PONT (EI) DE NEMOURS & CO COM 263534109 1,591 21,511 SH   SOLE   21,511 0 0
EI du Pont de Nemours & Co COM 263534109 115 1,540 SH   DFND 2 1,540 0 0
Duff & Phelps Investment Management Co Closed-end Fund 26432K108 0 5 SH   DFND 2 5 0 0
DUKE REALTY LP COM NEW 264411505 14,452 715,450 SH   DFND 1 715,450 0 0
DUKE REALTY LP COM NEW 264411505 16,769 830,170 SH   SOLE   830,170 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,399 16,752 SH   SOLE   16,752 0 0
Duke Energy Corp COM 26441C204 200 2,354 SH   DFND 2 1,626 0 728
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 767 23,083 SH   SOLE   23,083 0 0
DYCOM INDUSTRIES INC COM 267475101 433 12,350 SH   SOLE   12,350 0 0
EMC CORP/MASSACHUSETTS COM 268648102 132,887 4,468,286 SH   SOLE   4,468,286 0 0
EMC CORP/MASSACHUSETTS COM 268648102 76,952 2,587,500 SH   DFND 1 2,587,500 0 0
EMC Corp/MA COM 268648102 3 111 SH   DFND 2 111 0 0
EOG RESOURCES INC COM 26875P101 150,202 1,631,388 SH   SOLE   1,631,388 0 0
EOG RESOURCES INC COM 26875P101 63,101 685,354 SH   DFND 1 685,354 0 0
EOG Resources Inc COM 26875P101 4 45 SH   DFND 2 45 0 0
EPIQ SYSTEMS INC COM 26882D109 193 11,300 SH   SOLE   11,300 0 0
EQT CORP COM 26884L109 23,877 315,418 SH   DFND 1 315,418 0 0
EQT CORP COM 26884L109 62,447 824,922 SH   SOLE   824,922 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 398 6,900 SH   DFND 1 6,900 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 2,754 47,789 SH   SOLE   47,789 0 0
ETF Securities ETFs/USA Exchange Traded Fund 26922V101 15 130 SH   DFND 2 130 0 0
ETF Securities ETFs/USA Exchange Traded Fund 26923A106 19 253 SH   DFND 2 253 0 0
EAGLE MATERIALS INC COM 26969P108 9,726 127,920 SH   SOLE   127,920 0 0
EAGLE MATERIALS INC COM 26969P108 5,717 75,200 SH   DFND 1 75,200 0 0
Eagle Materials Inc COM 26969P108 22 290 SH   DFND 2 290 0 0
EAST WEST BANCORP INC COM 27579R104 437 11,300 SH   SOLE   11,300 0 0
EASTGROUP PROPERTIES COM 277276101 1,420 22,424 SH   SOLE   22,424 0 0
EASTMAN CHEMICAL CO COM 277432100 960 12,650 SH   DFND 1 12,650 0 0
EASTMAN CHEMICAL CO COM 277432100 3,463 45,650 SH   SOLE   45,650 0 0
EATON VANCE CORP COM NON VTG 278265103 379 9,250 SH   SOLE   9,250 0 0
Eaton Vance Management Closed-end Fund 27827X101 19 1,500 SH   DFND 2 1,500 0 0
Eaton Vance Funds/USA Closed-end Securities Fund 27828H105 13 944 SH   DFND 2 944 0 0
EBAY INC COM 278642103 13,890 247,500 SH   DFND 1 247,500 0 0
EBAY INC COM 278642103 15,116 269,350 SH   SOLE   269,350 0 0
EBIX INC COM NEW 278715206 183 10,750 SH   SOLE   10,750 0 0
ECOLAB INC COM 278865100 664 6,350 SH   SOLE   6,350 0 0
EDISON INTERNATIONAL INC COM 281020107 6,299 96,200 SH   SOLE   96,200 0 0
EDISON INTERNATIONAL INC COM 281020107 1,745 26,650 SH   DFND 1 26,650 0 0
Edison International COM 281020107 28 419 SH   DFND 2 419 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 3,074 84,009 SH   DFND 1 84,009 0 0
EDUCATION REALTY TRUST INC COM NEW 28140H203 5,524 150,980 SH   SOLE   150,980 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,114 79,400 SH   DFND 1 79,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,248 80,450 SH   SOLE   80,450 0 0
8X8 INC COM 282914100 297 32,400 SH   SOLE   32,400 0 0
EL PASO ELECTRIC CO COM NEW 283677854 587 14,650 SH   SOLE   14,650 0 0
ELDORADO GOLD CORP COM 284902103 398 65,400 SH   DFND 1 65,400 0 0
ELDORADO GOLD CORP COM 284902103 1,365 224,450 SH   SOLE   224,450 0 0
ELECTRONIC ARTS INC COM 285512109 6,361 135,300 SH   SOLE   135,300 0 0
ELECTRONIC ARTS INC COM 285512109 2,720 57,850 SH   DFND 1 57,850 0 0
ELECTRONICS FOR IMAGING COM 286082102 846 19,747 SH   DFND 1 19,747 0 0
ELECTRONICS FOR IMAGING COM 286082102 2,416 56,410 SH   SOLE   56,410 0 0
EMCOR GROUP INC COM 29084Q100 14,937 335,728 SH   DFND 1 335,728 0 0
EMCOR GROUP INC COM 29084Q100 21,150 475,389 SH   SOLE   475,389 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 294 10,800 SH   SOLE   10,800 0 0
EMERSON ELECTRIC CO COM 291011104 1,019 16,500 SH   SOLE   16,500 0 0
Emerson Electric Co COM 291011104 183 2,952 SH   DFND 2 2,952 0 0
EMPIRE STATE REALTY TRUST INC CL A 292104106 475 27,043 SH   SOLE   27,043 0 0
EMPLOYERS HOLDINGS COM 292218104 404 17,200 SH   DFND 1 17,200 0 0
EMPLOYERS HOLDINGS COM 292218104 548 23,300 SH   SOLE   23,300 0 0
ENCORE CAPITAL GROUP INC COM 292554102 384 8,650 SH   SOLE   8,650 0 0
ENCORE WIRE CORP COM 292562105 256 6,850 SH   SOLE   6,850 0 0
ENERGEN CORP COM 29265N108 1,466 23,000 SH   DFND 1 23,000 0 0
ENERGEN CORP COM 29265N108 1,785 28,000 SH   SOLE   28,000 0 0
ENERGIZER HOLDINGS INC COM 29266R108 624 4,850 SH   SOLE   4,850 0 0
Energy Transfer Partners LP Limited Partnership 29273R109 7 105 SH   DFND 2 105 0 0
ENERSYS COM 29275Y102 1,021 16,550 SH   SOLE   16,550 0 0
ENERSYS NOTE 3.375% 29275YAA0 4,103 2,650,000 SH   SOLE   2,650,000 0 0
Enerplus Corp COM 292766102 13 1,500 SH   DFND 2 1,500 0 0
ENGILITY HOLDINGS INC COM 29285W104 274 6,402 SH   SOLE   6,402 0 0
ENPRO INDUSTRIES INC COM 29355X107 546 8,700 SH   SOLE   8,700 0 0
ENOVA INTERNATIONAL INC COM 29357K103 339 15,235 SH   DFND 1 15,235 0 0
ENOVA INTERNATIONAL INC COM 29357K103 448 20,123 SH   SOLE   20,123 0 0
ENSIGN GROUP INC/THE COM 29358P101 326 7,350 SH   SOLE   7,350 0 0
Entegris Inc COM 29362U104 18 1,400 SH   DFND 2 1,400 0 0
ENTERGY CORP COM 29364G103 372 4,250 SH   SOLE   4,250 0 0
Enterprise Products Partners L Limited Partnership 293792107 40 1,166 SH   DFND 2 1,166 0 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 83 32,700 SH   SOLE   32,700 0 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 4,457 128,487 SH   DFND 1 128,487 0 0
ENVISION HEALTHCARE HOLDINGS COM 29413U103 6,755 194,715 SH   SOLE   194,715 0 0
EQUIFAX INC COM 294429105 230 2,850 SH   SOLE   2,850 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 321 12,500 SH   SOLE   12,500 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 278 5,400 SH   DFND 1 5,400 0 0
EQUITY LIFESTYLE PROPERTIES COM 29472R108 1,306 25,328 SH   SOLE   25,328 0 0
EQUITY ONE INC COM 294752100 721 28,417 SH   SOLE   28,417 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,430 19,900 SH   DFND 1 19,900 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,904 123,940 SH   SOLE   123,940 0 0
ERIE INDEMNITY CO CL A 29530P102 604 6,650 SH   DFND 1 6,650 0 0
ERIE INDEMNITY CO CL A 29530P102 408 4,500 SH   SOLE   4,500 0 0
ESSEX PROPERTY TRUST INC COM 297178105 5,568 26,949 SH   SOLE   26,949 0 0
ESSEX PROPERTY TRUST INC COM 297178105 537 2,600 SH   DFND 1 2,600 0 0
Essex Property Trust Inc Closed-end REIT 297178105 3 14 SH   DFND 2 14 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 9,310 84,880 SH   DFND 1 84,880 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 13,338 121,610 SH   SOLE   121,610 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 294 9,500 SH   SOLE   9,500 0 0
E2OPEN INC COM 29788A104 677 70,427 SH   DFND 1 70,427 0 0
E2OPEN INC COM 29788A104 1,578 164,204 SH   SOLE   164,204 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 5,300 101,210 SH   SOLE   101,210 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 2,298 43,879 SH   DFND 1 43,879 0 0
EVERTEC INC COM 30040P103 3,084 139,355 SH   SOLE   139,355 0 0
EVERTEC INC COM 30040P103 926 41,858 SH   DFND 1 41,858 0 0
EXAR CORP. COM 300645108 175 17,200 SH   SOLE   17,200 0 0
EXAMWORKS GROUP INC COM 30066A105 15,878 381,764 SH   DFND 1 381,764 0 0
EXAMWORKS GROUP INC COM 30066A105 23,990 576,826 SH   SOLE   576,826 0 0
EXCEL TRUST INC COM 30068C109 391 29,234 SH   SOLE   29,234 0 0
EXELON CORP COM 30161N101 754 20,324 SH   SOLE   20,324 0 0
Exelon Corp COM 30161N101 434 11,865 SH   DFND 2 11,045 0 820
EXELIS INC COM 30162A108 257 14,650 SH   SOLE   14,650 0 0
EXLSERVICE HOLDINGS INC COM 302081104 324 11,300 SH   SOLE   11,300 0 0
EXPEDIA INC COM NEW 30212P303 201 2,350 SH   SOLE   2,350 0 0
EXPEDITORS INTL WASH INC COM 302130109 205 4,600 SH   SOLE   4,600 0 0
EXPONENT INC COM 30214U102 388 4,700 SH   SOLE   4,700 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 11,490 135,700 SH   DFND 1 135,700 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 27,516 324,975 SH   SOLE   324,975 0 0
Express Scripts Holding Co COM 30219G108 8 92 SH   DFND 2 92 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,970 50,640 SH   DFND 1 50,640 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,863 117,030 SH   SOLE   117,030 0 0
EXTERRAN HOLDINGS INC COM 30225X103 1,482 45,500 SH   SOLE   45,500 0 0
EXTERRAN HOLDINGS INC COM 30225X103 204 6,250 SH   DFND 1 6,250 0 0
EZCORP INC CL A NON VTG 302301106 208 17,700 SH   SOLE   17,700 0 0
EXXON MOBIL CORP COM 30231G102 7,844 84,850 SH   DFND 1 84,850 0 0
EXXON MOBIL CORP COM 30231G102 35,255 381,340 SH   SOLE   381,340 0 0
Exxon Mobil Corp COM 30231G102 1,293 14,015 SH   DFND 2 13,815 0 200
FEI COMPANY COM 30241L109 6,690 74,050 SH   DFND 1 74,050 0 0
FEI COMPANY COM 30241L109 9,621 106,490 SH   SOLE   106,490 0 0
FBR & CO COM NEW 30247C400 493 20,050 SH   DFND 1 20,050 0 0
FBR & CO COM NEW 30247C400 1,639 66,650 SH   SOLE   66,650 0 0
FMC CORP COM NEW 302491303 8,289 145,336 SH   SOLE   145,336 0 0
FMC CORP COM NEW 302491303 5,277 92,536 SH   DFND 1 92,536 0 0
FMC TECHNOLOGIES INC COM 30249U101 260 5,550 SH   SOLE   5,550 0 0
FNB CORP COM 302520101 1,269 95,300 SH   SOLE   95,300 0 0
FNB CORP COM 302520101 620 46,550 SH   DFND 1 46,550 0 0
FXCM INC COM CL A 302693106 254 15,350 SH   SOLE   15,350 0 0
FTD COS INC COM 30281V108 243 6,990 SH   SOLE   6,990 0 0
FACEBOOK INC CL A 30303M102 46,648 597,900 SH   DFND 1 597,900 0 0
FACEBOOK INC CL A 30303M102 111,793 1,432,875 SH   SOLE   1,432,875 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 429 3,050 SH   SOLE   3,050 0 0
FAIRCHILD SEMICON INTERNATIO COM 303726103 705 41,750 SH   DFND 1 41,750 0 0
FAIRCHILD SEMICON INTERNATIO COM 303726103 2,500 148,100 SH   SOLE   148,100 0 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 634 44,589 SH   SOLE   44,589 0 0
FARO TECHNOLOGIES, INC. COM 311642102 398 6,350 SH   SOLE   6,350 0 0
FASTENAL CO COM 311900104 1,428 30,021 SH   DFND 1 30,021 0 0
FASTENAL CO COM 311900104 2,463 51,779 SH   SOLE   51,779 0 0
Fastenal Co COM 311900104 438 9,408 SH   DFND 2 9,408 0 0
FEDL HOME LN MTG CRP SER 1053 CL 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 3,229 24,195 SH   SOLE   24,195 0 0
FEDERAL SIGNAL CORP COM 313855108 523 33,850 SH   DFND 1 33,850 0 0
FEDERAL SIGNAL CORP COM 313855108 2,084 134,950 SH   SOLE   134,950 0 0
FEDERATED INVESTORS INC CL B 314211103 245 7,450 SH   SOLE   7,450 0 0
FEDEX CORP COM 31428X106 1,572 9,050 SH   DFND 1 9,050 0 0
FEDEX CORP COM 31428X106 5,125 29,510 SH   SOLE   29,510 0 0
FELCOR LODGING TRUST INC COM 31430F101 283 26,143 SH   SOLE   26,143 0 0
FERRO CORP COM 315405100 349 26,950 SH   DFND 1 26,950 0 0
FERRO CORP COM 315405100 1,161 89,550 SH   SOLE   89,550 0 0
F5 NETWORKS INC COM 315616102 7,511 57,573 SH   DFND 1 57,573 0 0
F5 NETWORKS INC COM 315616102 11,317 86,746 SH   SOLE   86,746 0 0
FIDELITY NATIONAL INFORMATION COM 31620M106 420 6,750 SH   SOLE   6,750 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 31620RAE5 15,351 8,125,000 SH   SOLE   8,125,000 0 0
Advisory Research Inc Closed-end Fund 31647Q106 78 3,100 SH   DFND 2 3,100 0 0
Fidus Investment Corp COM 316500107 7 476 SH   DFND 2 476 0 0
FIFTH THIRD BANCORP COM 316773100 399 19,594 SH   SOLE   19,594 0 0
FIFTH STREET FINANCE COR NOTE 5.375% 31679BAC4 2,008 1,950,000 SH   SOLE   1,950,000 0 0
FINANCIAL ENGINES INC COM 317485100 683 18,700 SH   SOLE   18,700 0 0
THE FINISH LINE- CL A CL A 317923100 422 17,343 SH   SOLE   17,343 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 283 8,350 SH   SOLE   8,350 0 0
FIRST BANCORP COM NEW 318672706 223 38,073 SH   SOLE   38,073 0 0
FIRST CASH FINANCIAL SERVICES COM 31942D107 573 10,300 SH   SOLE   10,300 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 310 33,600 SH   SOLE   33,600 0 0
FIRST FINANCIAL BANCORP COM 320209109 633 34,050 SH   DFND 1 34,050 0 0
FIRST FINANCIAL BANCORP COM 320209109 849 45,650 SH   SOLE   45,650 0 0
FIRST FINANCIAL BANKSHARES INC COM 32020R109 701 23,450 SH   SOLE   23,450 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 686 50,550 SH   DFND 1 50,550 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 2,534 186,600 SH   SOLE   186,600 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 922 44,846 SH   SOLE   44,846 0 0
FIRST MIDWEST BANCORP INC COM 320867104 469 27,412 SH   SOLE   27,412 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 495 58,700 SH   DFND 1 58,700 0 0
FIRST NIAGARA FINANCIAL GRP COM 33582V108 1,878 222,800 SH   SOLE   222,800 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 320 25,876 SH   SOLE   25,876 0 0
FIRST REPUBLIC BANK COM 33616C100 31,602 606,330 SH   SOLE   606,330 0 0
FIRST REPUBLIC BANK COM 33616C100 26,557 509,545 SH   DFND 1 509,545 0 0
First Trust Advisors LP Exchange Traded Fund 33734K109 6,710 146,953 SH   DFND 2 143,978 0 2,975
First Trust Advisors LP Exchange Traded Fund 33734X127 10 500 SH   DFND 2 500 0 0
First Trust Advisors LP Exchange Traded Fund 33734X135 88 3,810 SH   DFND 2 3,810 0 0
First Trust Advisors LP Exchange Traded Fund 33734X143 2,017 32,635 SH   DFND 2 31,912 0 723
First Trust Advisors LP Exchange Traded Fund 33734X176 42 1,220 SH   DFND 2 1,220 0 0
First Trust/ETFs Exchange Traded Fund 33737J182 3 150 SH   DFND 2 150 0 0
FIRST TRUST HIGH INCOME LONG/S COM 33738E109 673 42,061 SH   DFND 1 42,061 0 0
FIRST TRUST HIGH INCOME LONG/S COM 33738E109 882 55,148 SH   SOLE   55,148 0 0
First Trust/ETFs Exchange Traded Fund 33738D101 3,711 133,954 SH   DFND 2 127,999 0 5,955
First Trust/ETFs Exchange Traded Fund 33738D408 2,797 56,500 SH   DFND 2 53,863 0 2,637
First Trust/Closed-End Funds/U Exchange Traded Fund 33738G104 7 191 SH   DFND 2 191 0 0
First Trust/ETFs Exchange Traded Fund 33738R704 15 825 SH   DFND 2 825 0 0
FISERV INC COM 337738108 412 5,800 SH   SOLE   5,800 0 0
Fiserv Inc COM 337738108 289 4,000 SH   DFND 2 4,000 0 0
FIRSTMERIT CORP COM 337915102 246 12,998 SH   SOLE   12,998 0 0
FIRSTENERGY CORP COM 337932107 387 9,934 SH   SOLE   9,934 0 0
FirstEnergy Corp COM 337932107 25 653 SH   DFND 2 653 0 0
FLOTEK INDUSTRIES INC COM 343389102 342 18,250 SH   SOLE   18,250 0 0
FLUOR CORP COM 343412102 29,091 479,811 SH   DFND 1 479,811 0 0
FLUOR CORP COM 343412102 67,591 1,114,804 SH   SOLE   1,114,804 0 0
FLOWERS FOODS INC COM 343498101 277 14,425 SH   SOLE   14,425 0 0
FLOWSERVE CORPORATION COM 34354P105 20,929 349,804 SH   DFND 1 349,804 0 0
FLOWSERVE CORPORATION COM 34354P105 27,267 455,739 SH   SOLE   455,739 0 0
FOOT LOCKER INC COM 344849104 626 11,150 SH   SOLE   11,150 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,699 109,600 SH   DFND 1 109,600 0 0
FORD MOTOR CO COM PAR $0.01 345370860 7,055 455,161 SH   SOLE   455,161 0 0
Ford Motor Co COM 345370860 293 18,998 SH   DFND 2 18,998 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 1,364 64,043 SH   SOLE   64,043 0 0
FOREST CITY ENTERPRISES INC NOTE 4.250% 345550AP2 8,152 7,120,000 SH   SOLE   7,120,000 0 0
FORESTAR GROUP INC COM 346233109 679 44,100 SH   SOLE   44,100 0 0
FORESTAR GROUP INC COM 346233109 704 45,700 SH   DFND 1 45,700 0 0
FORTINET INC COM 34959E109 6,902 225,115 SH   DFND 1 225,115 0 0
FORTINET INC COM 34959E109 10,765 351,100 SH   SOLE   351,100 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 5,350 118,186 SH   DFND 1 118,186 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 8,660 191,296 SH   SOLE   191,296 0 0
Fortune Brands Home & Security COM 34964C106 8 168 SH   DFND 2 168 0 0
FORWARD AIR CORPORATION COM 349853101 557 11,050 SH   SOLE   11,050 0 0
FRANCESCA'S HOLDINGS CORP COM 351793104 257 15,400 SH   SOLE   15,400 0 0
FRANCO-NEVADA CORP COM 351858105 726 14,750 SH   DFND 1 14,750 0 0
FRANCO-NEVADA CORP COM 351858105 2,506 50,950 SH   SOLE   50,950 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 539 14,350 SH   SOLE   14,350 0 0
FRANKLIN RESOURCES INC COM 354613101 515 9,300 SH   SOLE   9,300 0 0
FRANKLIN STREET PROPERTIES C COM 35471R106 574 46,750 SH   SOLE   46,750 0 0
FRED'S INC CL A 356108100 219 12,600 SH   SOLE   12,600 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,726 116,700 SH   DFND 1 116,700 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,948 425,842 SH   SOLE   425,842 0 0
Freeport-McMoRan Inc COM 35671D857 10 429 SH   DFND 2 429 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 158 23,728 SH   SOLE   23,728 0 0
Frontier Communications Corp COM 35906A108 7 1,070 SH   DFND 2 1,070 0 0
HB FULLER CO COM 359694106 813 18,250 SH   SOLE   18,250 0 0
FULTON FINANCIAL CORP COM 360271100 1,625 131,450 SH   SOLE   131,450 0 0
FULTON FINANCIAL CORP COM 360271100 436 35,250 SH   DFND 1 35,250 0 0
G & K SERVICES INC. CL A 361268105 514 7,250 SH   SOLE   7,250 0 0
GATX CORP COM 361448103 1,957 34,010 SH   DFND 1 34,010 0 0
GATX CORP COM 361448103 3,157 54,860 SH   SOLE   54,860 0 0
GEO GROUP INC/THE COM 36162J106 1,620 40,146 SH   SOLE   40,146 0 0
GOVT NATL MTG ASSN II POOL #1225 36202BLE3 0 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN II POOL #2284 36202CRD7 0 35,000 SH   DFND 2 35,000 0 0
GOVT NATL MTG ASSN POOL #393000 36205KRV6 0 25,000 SH   DFND 2 25,000 0 0
GOVT NATL MTG ASSN POOL #175452 36216UZR1 0 30,000 SH   DFND 2 30,000 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 #291841 36220YEN9 0 28,000 SH   DFND 2 28,000 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 10,662 105,550 SH   DFND 1 105,550 0 0
G-III APPAREL GROUP LTD COM 36237H101 17,717 175,400 SH   SOLE   175,400 0 0
AUTHUR J GALLAGHER & CO COM 363576109 593 12,600 SH   SOLE   12,600 0 0
Gabelli Funds LLC Closed-end Fund 36465A109 12 1,714 SH   DFND 2 1,714 0 0
GAMING AND LEISURE PROPERTIES COM 36467J108 241 8,200 SH   SOLE   8,200 0 0
GAP INC COM 364760108 744 17,662 SH   SOLE   17,662 0 0
GAP INC COM 364760108 699 16,600 SH   DFND 1 16,600 0 0
GARTNER INC COM 366651107 7,055 83,781 SH   DFND 1 83,781 0 0
GARTNER INC COM 366651107 11,196 132,949 SH   SOLE   132,949 0 0
GENCORP INC COM 368682100 392 21,400 SH   SOLE   21,400 0 0
GENERAC HOLDINGS INC COM 368736104 844 18,046 SH   DFND 1 18,046 0 0
GENERAC HOLDINGS INC COM 368736104 1,712 36,620 SH   SOLE   36,620 0 0
Generac Holdings Inc COM 368736104 8 180 SH   DFND 2 180 0 0
GENERAL CABLE CORP COM 369300108 262 17,600 SH   SOLE   17,600 0 0
GENERAL COMMUNICATION INC CL A 369385109 154 11,200 SH   SOLE   11,200 0 0
GENERAL DYNAMICS CORP COM 369550108 1,032 7,500 SH   SOLE   7,500 0 0
GENERAL ELECTRIC CO COM 369604103 2,824 111,750 SH   DFND 1 111,750 0 0
GENERAL ELECTRIC CO COM 369604103 7,958 314,900 SH   SOLE   314,900 0 0
General Electric Co COM 369604103 686 28,153 SH   DFND 2 27,653 0 500
GE CAPITAL INTERNOTES 36966R5A0 10 10,000 SH   DFND 2 10,000 0 0
GENERAL GROWTH PROPERTIES COM 370023103 1,215 43,180 SH   DFND 1 43,180 0 0
GENERAL GROWTH PROPERTIES COM 370023103 6,952 247,125 SH   SOLE   247,125 0 0
GENERAL MILLS INC COM 370334104 763 14,300 SH   SOLE   14,300 0 0
General Mills Inc COM 370334104 139 2,600 SH   DFND 2 2,100 0 500
GENERAL MOTORS CO COM 37045V100 1,115 31,938 SH   SOLE   31,938 0 0
General Motors Co COM 37045V100 5 150 SH   DFND 2 150 0 0
GENESCO INC. COM 371532102 670 8,750 SH   SOLE   8,750 0 0
GENESEE & WYOMING INC CL A 371559105 355 3,950 SH   SOLE   3,950 0 0
GENTEX CORP COM 371901109 413 11,420 SH   SOLE   11,420 0 0
Genesis Energy LP Limited Partnership 371927104 8 200 SH   DFND 2 200 0 0
GENUINE PARTS COMPANY COM 372460105 384 3,600 SH   SOLE   3,600 0 0
GENTIVA HEALTH SERVICES COM 37247A102 217 11,400 SH   SOLE   11,400 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 100 11,750 SH   SOLE   11,750 0 0
GETTY REALTY CORP COM 374297109 216 11,850 SH   SOLE   11,850 0 0
GIBRALTAR INDUSTRIES INC COM 374689107 172 10,600 SH   SOLE   10,600 0 0
GILEAD SCIENCES INC COM 375558103 61,830 655,950 SH   DFND 1 655,950 0 0
GILEAD SCIENCES INC COM 375558103 133,822 1,419,709 SH   SOLE   1,419,709 0 0
Gilead Sciences Inc COM 375558103 15 142 SH   DFND 2 142 0 0
GILEAD SCIENCES INC NOTE 1.625% 375558AP8 14,906 3,600,000 SH   SOLE   3,600,000 0 0
GLACIER BANCORP INC COM 37637Q105 764 27,500 SH   SOLE   27,500 0 0
Glacier Bancorp Inc COM 37637Q105 29 1,100 SH   DFND 2 1,100 0 0
GLATFELTER COM 377316104 396 15,500 SH   SOLE   15,500 0 0
GlaxoSmithKline PLC COM 37733W105 113 2,605 SH   DFND 2 2,605 0 0
GLOBAL CASH ACCESS INC COM 378967103 774 108,200 SH   DFND 1 108,200 0 0
GLOBAL CASH ACCESS INC COM 378967103 533 74,500 SH   SOLE   74,500 0 0
GLOBAL PAYMENTS INC COM 37940X102 424 5,250 SH   SOLE   5,250 0 0
GLOBE SPECIALTY METALS INC COM 37954N206 402 23,350 SH   SOLE   23,350 0 0
GOLDCORP INC COM 380956409 1,470 79,350 SH   DFND 1 79,350 0 0
GOLDCORP INC COM 380956409 5,053 272,850 SH   SOLE   272,850 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,870 9,650 SH   SOLE   9,650 0 0
GOLUB CAPITAL BDC INC COM 38173M102 3,227 180,000 SH   DFND 1 180,000 0 0
GOLUB CAPITAL BDC INC COM 38173M102 2,152 120,000 SH   SOLE   120,000 0 0
GOOGLE INC CL A 38259P508 42,908 80,858 SH   DFND 1 80,858 0 0
GOOGLE INC CL A 38259P508 88,156 166,126 SH   SOLE   166,126 0 0
Google Inc COM 38259P508 4 8 SH   DFND 2 8 0 0
GOOGLE INC CL C 38259P706 38,742 73,598 SH   DFND 1 73,598 0 0
GOOGLE INC CL C 38259P706 76,913 146,111 SH   SOLE   146,111 0 0
Google Inc COM 38259P706 4 8 SH   DFND 2 8 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 396 17,200 SH   DFND 1 17,200 0 0
GOVERNMENT PROPERTIES INCOME T COM SHS BEN INT 38376A103 2,049 89,051 SH   SOLE   89,051 0 0
GRACO INC COM 384109104 5,166 64,429 SH   DFND 1 64,429 0 0
GRACO INC COM 384109104 8,196 102,221 SH   SOLE   102,221 0 0
GRAHAM HOLDINGS CO COM 384637104 259 300 SH   SOLE   300 0 0
WW GRAINGER INC COM 384802104 357 1,400 SH   SOLE   1,400 0 0
WW Grainger Inc COM 384802104 8 30 SH   DFND 2 30 0 0
GRAMERCY PROPERTY TRUST INC COM 38489R100 120 17,450 SH   SOLE   17,450 0 0
GRANITE CONSTRUCTION INC COM 387328107 7,838 206,153 SH   DFND 1 206,153 0 0
GRANITE CONSTRUCTION INC COM 387328107 11,544 303,627 SH   SOLE   303,627 0 0
Granite Construction Inc COM 387328107 26 690 SH   DFND 2 690 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 2,337 171,612 SH   DFND 1 171,612 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 5,681 417,120 SH   SOLE   417,120 0 0
GREAT PLAINS ENERGY INC COM 391164100 341 12,013 SH   SOLE   12,013 0 0
GREATBATCH INC. COM 39153L106 266 5,400 SH   DFND 1 5,400 0 0
GREATBATCH INC. COM 39153L106 1,341 27,200 SH   SOLE   27,200 0 0
GREEN DOT CORP CL A 39304D102 417 20,350 SH   DFND 1 20,350 0 0
GREEN DOT CORP CL A 39304D102 1,650 80,550 SH   SOLE   80,550 0 0
GREEN PLAINS INC COM 393222104 292 11,800 SH   DFND 1 11,800 0 0
GREEN PLAINS INC COM 393222104 1,284 51,800 SH   SOLE   51,800 0 0
GREENBRIER COMPANIES IND NOTE 3.500% 393657AH4 1,509 1,000,000 SH   SOLE   1,000,000 0 0
GREENHILL & CO INC COM 395259104 421 9,650 SH   SOLE   9,650 0 0
GRIFFON CORP COM 398433102 204 15,330 SH   SOLE   15,330 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 695 7,750 SH   SOLE   7,750 0 0
Grupo Aeroportuario del Surest COM 40051E202 32 245 SH   DFND 2 245 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 9,580 189,217 SH   DFND 1 189,217 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 15,329 302,770 SH   SOLE   302,770 0 0
GULFMARK OFFSHORE INC CL A NEW 402629208 780 31,950 SH   SOLE   31,950 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,057 25,315 SH   DFND 1 25,315 0 0
GULFPORT ENERGY CORP COM NEW 402635304 1,310 31,375 SH   SOLE   31,375 0 0
H&E EQUIPMENT SERVICES COM 404030108 886 31,530 SH   DFND 1 31,530 0 0
H&E EQUIPMENT SERVICES COM 404030108 1,787 63,628 SH   SOLE   63,628 0 0
HCA HOLDINGS INC COM 40412C101 2,792 38,050 SH   DFND 1 38,050 0 0
HCA HOLDINGS INC COM 40412C101 5,519 75,200 SH   SOLE   75,200 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 24,459 457,000 SH   SOLE   457,000 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 23,074 431,130 SH   DFND 1 431,130 0 0
HCP INC COM 40414L109 1,074 24,400 SH   DFND 1 24,400 0 0
HCP INC COM 40414L109 5,775 131,152 SH   SOLE   131,152 0 0
HFF INC CL A 40418F108 427 11,900 SH   SOLE   11,900 0 0
HNI CORP COM 404251100 11,690 228,950 SH   DFND 1 228,950 0 0
HNI CORP COM 404251100 17,732 347,280 SH   SOLE   347,280 0 0
HAEMONETICS CORP. COM 405024100 704 18,800 SH   SOLE   18,800 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 11,630 199,528 SH   SOLE   199,528 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 7,415 127,214 SH   DFND 1 127,214 0 0
HALLIBURTON CO COM 406216101 7,827 199,000 SH   DFND 1 199,000 0 0
HALLIBURTON CO COM 406216101 20,522 521,800 SH   SOLE   521,800 0 0
Halliburton Co COM 406216101 111 2,758 SH   DFND 2 2,758 0 0
Halyard Health Inc COM 40650V100 18 364 SH   DFND 2 364 0 0
HANCOCK HOLDING CO COM 410120109 906 29,500 SH   DFND 1 29,500 0 0
HANCOCK HOLDING CO COM 410120109 2,121 69,100 SH   SOLE   69,100 0 0
John Hancock Advisers LLC Closed-end Securities Fund 41013V100 47 2,100 SH   DFND 2 2,100 0 0
HANESBRANDS INC COM 410345102 871 7,800 SH   SOLE   7,800 0 0
Hanesbrands Inc COM 410345102 3 25 SH   DFND 2 25 0 0
HANGER INC COM NEW 41043F208 280 12,800 SH   SOLE   12,800 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 8,385 384,479 SH   DFND 1 384,479 0 0
HANMI FINANCIAL CORPORATIONS COM NEW 410495204 12,941 593,352 SH   SOLE   593,352 0 0
HANOVER INSURANCE GROUP INC COM 410867105 2,109 29,570 SH   SOLE   29,570 0 0
HANOVER INSURANCE GROUP INC COM 410867105 556 7,800 SH   DFND 1 7,800 0 0
HARLEY-DAVIDSON INC COM 412822108 336 5,100 SH   SOLE   5,100 0 0
Harley-Davidson Inc COM 412822108 10 150 SH   DFND 2 0 0 150
HARMAN INTERNATIONAL COM 413086109 17,147 160,689 SH   DFND 1 160,689 0 0
HARMAN INTERNATIONAL COM 413086109 20,748 194,431 SH   SOLE   194,431 0 0
HARMONIC INC COM 413160102 224 32,000 SH   SOLE   32,000 0 0
HARTE-HANKS INC COM 416196103 121 15,650 SH   SOLE   15,650 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 427 10,250 SH   SOLE   10,250 0 0
Hartford Financial Services Gr COM 416515104 18 434 SH   DFND 2 434 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 269 8,030 SH   SOLE   8,030 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 218 4,500 SH   SOLE   4,500 0 0
HEALTHCARE SERVICES GROUP COM 421906108 2,406 77,800 SH   DFND 1 77,800 0 0
HEALTHCARE SERVICES GROUP COM 421906108 5,606 181,237 SH   SOLE   181,237 0 0
HEALTHCARE REALTY TRUST INC COM 421946104 1,894 69,312 SH   SOLE   69,312 0 0
HEADWATERS INC COM 42210P102 399 26,600 SH   SOLE   26,600 0 0
HEALTH CARE REIT INC COM 42217K106 401 5,300 SH   DFND 1 5,300 0 0
HEALTH CARE REIT INC COM 42217K106 6,799 89,847 SH   SOLE   89,847 0 0
HEALTH CARE REIT INC PFD PER CON I 42217K601 15,286 230,625 SH   SOLE   230,625 0 0
HEALTH CARE REIT INC NOTE 3.000% 42217KAR7 5,519 3,675,000 SH   SOLE   3,675,000 0 0
HEALTH NET INC COM 42222G108 328 6,130 SH   SOLE   6,130 0 0
HEALTHSTREAM INC COM 42222N103 227 7,700 SH   SOLE   7,700 0 0
HEALTHWAYS INC COM 422245100 1,189 59,800 SH   DFND 1 59,800 0 0
HEALTHWAYS INC COM 422245100 1,073 53,950 SH   SOLE   53,950 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 572 21,250 SH   DFND 1 21,250 0 0
HEALTHCARE TRUST OF AMERICA IN CL A NEW 42225P501 1,430 53,069 SH   SOLE   53,069 0 0
HEARTLAND EXPRESS INC COM 422347104 544 20,148 SH   SOLE   20,148 0 0
HEARTLAND PAYMENT SYSTEMS INC COM 42235N108 718 13,300 SH   SOLE   13,300 0 0
HEICO CORP COM 422806109 3,229 53,460 SH   SOLE   53,460 0 0
HEICO CORP COM 422806109 1,603 26,541 SH   DFND 1 26,541 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 2,322 107,000 SH   DFND 1 107,000 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 2,447 112,750 SH   SOLE   112,750 0 0
HELMERICH & PAYNE INC COM 423452101 2,937 43,565 SH   DFND 1 43,565 0 0
HELMERICH & PAYNE INC COM 423452101 3,032 44,975 SH   SOLE   44,975 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 401 6,460 SH   SOLE   6,460 0 0
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 363 51,697 SH   SOLE   51,697 0 0
HERSHEY COMPANY/THE COM 427866108 364 3,500 SH   SOLE   3,500 0 0
Hershey Co/The COM 427866108 214 2,000 SH   DFND 2 2,000 0 0
HESS CORP COM 42809H107 443 6,000 SH   SOLE   6,000 0 0
HEWLETT-PACKARD CO COM 428236103 1,777 44,286 SH   SOLE   44,286 0 0
Hewlett-Packard Co COM 428236103 25 625 SH   DFND 2 625 0 0
HIBBETT SPORTS INC COM 428567101 441 9,100 SH   SOLE   9,100 0 0
HIGHWOODS PROPERTIES INC COM 431284108 554 12,500 SH   DFND 1 12,500 0 0
HIGHWOODS PROPERTIES INC COM 431284108 2,161 48,812 SH   SOLE   48,812 0 0
HILL-ROM HOLDINGS INC COM 431475102 205 4,500 SH   SOLE   4,500 0 0
HILLENBRAND INC COM 431571108 790 22,900 SH   SOLE   22,900 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 5,416 207,600 SH   SOLE   207,600 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 1,761 67,500 SH   DFND 1 67,500 0 0
HOLLYFRONTIER CORP COM 436106108 5,101 136,088 SH   SOLE   136,088 0 0
HOLLYFRONTIER CORP COM 436106108 3,918 104,537 SH   DFND 1 104,537 0 0
HollyFrontier Corp COM 436106108 4 100 SH   DFND 2 100 0 0
HOLOGIC INC COM 436440101 16,845 629,950 SH   DFND 1 629,950 0 0
HOLOGIC INC COM 436440101 17,996 673,000 SH   SOLE   673,000 0 0
HOLOGIC INC FRNT 2.000% 436440AB7 12,494 10,000,000 SH   SOLE   10,000,000 0 0
HOLOGIC INC DEBT 2.000% 436440AC5 2,232 2,000,000 SH   SOLE   2,000,000 0 0
HOME BANCSHARES INC COM 436893200 696 21,640 SH   SOLE   21,640 0 0
HOME DEPOT INC COM 437076102 72,807 693,600 SH   SOLE   693,600 0 0
HOME DEPOT INC COM 437076102 20,217 192,600 SH   DFND 1 192,600 0 0
Home Depot Inc/The COM 437076102 64 600 SH   DFND 2 0 0 600
HOME PROPERTIES INC COM 437306103 1,183 18,037 SH   SOLE   18,037 0 0
HOMEAWAY INC COM 43739Q100 6,605 221,779 SH   SOLE   221,779 0 0
HOMEAWAY INC COM 43739Q100 3,944 132,428 SH   DFND 1 132,428 0 0
HONEYWELL INTERNATIONAL COM 438516106 16,199 162,116 SH   DFND 1 162,116 0 0
HONEYWELL INTERNATIONAL COM 438516106 39,281 393,127 SH   SOLE   393,127 0 0
Honeywell International Inc COM 438516106 5 50 SH   DFND 2 50 0 0
HORACE MANN EDUCATORS CORP COM 440327104 465 14,000 SH   DFND 1 14,000 0 0
HORACE MANN EDUCATORS CORP COM 440327104 823 24,800 SH   SOLE   24,800 0 0
Hormel Foods Corp COM 440452100 21 400 SH   DFND 2 0 0 400
HORNBECK OFFSHORE SERV COM 440543106 290 11,600 SH   SOLE   11,600 0 0
HORNBECK OFFSHORE SERV NOTE 1.500% 440543AN6 4,169 5,000,000 SH   SOLE   5,000,000 0 0
HORSEHEAD HOLDING CORP COM 440694305 7,213 455,660 SH   SOLE   455,660 0 0
HORSEHEAD HOLDING CORP COM 440694305 5,170 326,570 SH   DFND 1 326,570 0 0
HOSPIRA INC COM 441060100 244 3,980 SH   SOLE   3,980 0 0
Hospira Inc COM 441060100 9 150 SH   DFND 2 150 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1,415 45,649 SH   SOLE   45,649 0 0
Hospitality Properties Trust Closed-end REIT 44106M102 4 120 SH   DFND 2 120 0 0
HOST HOTELS & RESORTS INC COM 44107P104 20,509 862,808 SH   DFND 1 862,808 0 0
HOST HOTELS & RESORTS INC COM 44107P104 26,198 1,102,125 SH   SOLE   1,102,125 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 7,921 382,490 SH   DFND 1 382,490 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 11,021 532,170 SH   SOLE   532,170 0 0
HOUSTON TEX PUB IMPT REF BDS SER. 2012A 442331WH3 12 10,000 SH   DFND 2 10,000 0 0
HUB GROUP INC- CL A CL A 443320106 480 12,600 SH   SOLE   12,600 0 0
HUBBELL INC CL B 443510201 452 4,230 SH   SOLE   4,230 0 0
HUDSON CITY BANCORP INC COM 443683107 115 11,400 SH   SOLE   11,400 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 696 23,149 SH   SOLE   23,149 0 0
HUMANA INC COM 444859102 524 3,650 SH   SOLE   3,650 0 0
Humana Inc COM 444859102 126 850 SH   DFND 2 850 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 4,923 58,434 SH   DFND 1 58,434 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 8,046 95,500 SH   SOLE   95,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 28,119 2,672,900 SH   DFND 1 2,672,900 0 0
HUNTINGTON BANCSHARES INC COM 446150104 33,455 3,180,121 SH   SOLE   3,180,121 0 0
HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 7,723 5,750 SH   SOLE   5,750 0 0
HUNTINGTON INGALLS INDUS COM 446413106 15,683 139,450 SH   DFND 1 139,450 0 0
HUNTINGTON INGALLS INDUS COM 446413106 16,577 147,401 SH   SOLE   147,401 0 0
HURON CONSULTING GROUP INC COM 447462102 1,432 20,945 SH   DFND 1 20,945 0 0
HURON CONSULTING GROUP INC COM 447462102 2,872 42,000 SH   SOLE   42,000 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 2,574 42,350 SH   DFND 1 42,350 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 6,214 102,213 SH   SOLE   102,213 0 0
ICU MEDICAL INC COM 44930G107 401 4,900 SH   SOLE   4,900 0 0
IPG PHOTONICS CORP COM 44980X109 206 2,750 SH   SOLE   2,750 0 0
IPC HEALTHCARE INC COM 44984A105 287 6,250 SH   SOLE   6,250 0 0
IXIA COM 45071R109 239 21,250 SH   SOLE   21,250 0 0
ITT CORP COM NEW 450911201 289 7,150 SH   SOLE   7,150 0 0
ICONIX BRAND GROUP INC COM 451055107 590 17,450 SH   SOLE   17,450 0 0
ICONIX BRAND GROUP INC NOTE 1.500% 451055AF4 1,897 1,600,000 SH   SOLE   1,600,000 0 0
Icahn Enterprises LP Limited Partnership 451100101 14 150 SH   DFND 2 150 0 0
IDACORP INC COM 451107106 260 3,930 SH   SOLE   3,930 0 0
IDEX CORP COM 45167R104 483 6,200 SH   SOLE   6,200 0 0
IDEXX LABORATORIES INC COM 45168D104 549 3,700 SH   SOLE   3,700 0 0
IGATE CORP COM 45169U105 294 7,450 SH   DFND 1 7,450 0 0
IGATE CORP COM 45169U105 1,486 37,650 SH   SOLE   37,650 0 0
ILLINOIS TOOL WORKS INC COM 452308109 810 8,550 SH   SOLE   8,550 0 0
Illinois Tool Works Inc COM 452308109 123 1,300 SH   DFND 2 1,300 0 0
ILLUMINA INC COM 452327109 25,084 135,900 SH   SOLE   135,900 0 0
ILLUMINA INC COM 452327109 24,826 134,500 SH   DFND 1 134,500 0 0
IMAX CORP COM 45245E109 1,088 35,198 SH   DFND 1 35,198 0 0
IMAX CORP COM 45245E109 2,198 71,120 SH   SOLE   71,120 0 0
IMPAX LABORATORIES INC COM 45256B101 2,098 66,219 SH   DFND 1 66,219 0 0
IMPAX LABORATORIES INC COM 45256B101 5,006 158,030 SH   SOLE   158,030 0 0
IMPERVA INC COM 45321L100 2,975 60,179 SH   DFND 1 60,179 0 0
IMPERVA INC COM 45321L100 4,461 90,246 SH   SOLE   90,246 0 0
INDEPENDENT BANK CORP/ROCKLAND COM 453836108 375 8,750 SH   SOLE   8,750 0 0
INFINITY PROP & CASUALTY COM 45665Q103 324 4,200 SH   SOLE   4,200 0 0
INFORMATICA CORP COM 45666Q102 326 8,550 SH   SOLE   8,550 0 0
INGRAM MICRO INC CL A 457153104 336 12,150 SH   SOLE   12,150 0 0
INGREDION INC COM 457187102 13,685 161,300 SH   DFND 1 161,300 0 0
INGREDION INC COM 457187102 13,884 163,650 SH   SOLE   163,650 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 642 58,632 SH   SOLE   58,632 0 0
INSIGHT ENTERPRISES INC COM 45765U103 388 14,975 SH   SOLE   14,975 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,818 31,100 SH   SOLE   31,100 0 0
INNOPHOS HOLDINGS INC COM 45774N108 406 6,950 SH   DFND 1 6,950 0 0
INSPERITY INC. COM 45778Q107 3,299 97,350 SH   SOLE   97,350 0 0
INSPERITY INC. COM 45778Q107 908 26,800 SH   DFND 1 26,800 0 0
INTEGRA LIFESCIENCES HOLDING COM NEW 457985208 496 9,150 SH   SOLE   9,150 0 0
INTEGRATED DEVICE TECH INC COM 458118106 227 11,600 SH   SOLE   11,600 0 0
INTEL CORP COM 458140100 4,155 114,500 SH   SOLE   114,500 0 0
Intel Corp COM 458140100 238 6,475 SH   DFND 2 5,975 0 500
INTEL CORP SDCV 3.250% 458140AF7 16,362 9,400,000 SH   SOLE   9,400,000 0 0
Integrys Energy Group Inc COM 45822P105 29 374 SH   DFND 2 374 0 0
INTERACTIVE BROKERS GRO COM 45841N107 618 21,200 SH   SOLE   21,200 0 0
INTERACTIVE INTELLIGENCE INC COM 45841V109 290 6,050 SH   SOLE   6,050 0 0
INTERFACE INC COM 458665304 6,421 389,833 SH   DFND 1 389,833 0 0
INTERFACE INC COM 458665304 10,308 625,837 SH   SOLE   625,837 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 43,456 198,169 SH   SOLE   198,169 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 38,500 175,568 SH   DFND 1 175,568 0 0
InterDigital Inc/PA COM 45867G101 31 603 SH   DFND 2 603 0 0
IBM CORP COM 459200101 1,147 7,150 SH   DFND 1 7,150 0 0
IBM CORP COM 459200101 7,324 45,650 SH   SOLE   45,650 0 0
IBM COM 459200101 414 2,616 SH   DFND 2 2,516 0 100
INTERNATIONAL GAME TECHNOLOGY COM 459902102 333 19,300 SH   SOLE   19,300 0 0
INTERNATIONAL PAPER CO COM 460146103 3,057 57,050 SH   DFND 1 57,050 0 0
INTERNATIONAL PAPER CO COM 460146103 11,057 206,371 SH   SOLE   206,371 0 0
INTERPUBLIC GROUP OF COS INC COM 460690100 207 9,967 SH   SOLE   9,967 0 0
INTERSIL CORP CL A 46069S109 146 10,100 SH   SOLE   10,100 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 299 14,300 SH   SOLE   14,300 0 0
INTUIT INC COM 461202103 622 6,750 SH   SOLE   6,750 0 0
INVACARE CORP COM 461203101 178 10,650 SH   SOLE   10,650 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 450 850 SH   SOLE   850 0 0
INTREPID POTASH INC COM 46121Y102 282 20,350 SH   SOLE   20,350 0 0
Invesco Advisers Inc Closed-end Fund 46131M106 21 1,578 SH   DFND 2 1,578 0 0
Invesco Advisers Inc Closed-end Fund 46132P108 29 1,757 SH   DFND 2 1,757 0 0
Invesco Advisers Inc Closed-end Fund 46133G107 14 1,137 SH   DFND 2 1,137 0 0
INVESTMENT TECHNOLOGY GROUP COM 46145F105 265 12,750 SH   SOLE   12,750 0 0
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 90 11,009 SH   SOLE   11,009 0 0
ION GEOPHYSICAL CORP COM 462044108 127 46,150 SH   SOLE   46,150 0 0
IROBOT CORP COM 462726100 375 10,800 SH   SOLE   10,800 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 3,370 219,949 SH   SOLE   219,949 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,680 109,637 SH   DFND 1 109,637 0 0
BlackRock Fund Advisors Exchange Traded Fund 464286509 6 200 SH   DFND 2 0 0 200
ISHARES INDEX FUNDS EM MK MINVOL ETF 464286533 3,156 55,730 SH   DFND 1 55,730 0 0
ISHARES INDEX FUNDS EM MK MINVOL ETF 464286533 1,847 32,620 SH   SOLE   32,620 0 0
BlackRock Fund Advisors Exchange Traded Fund 464286608 37 1,035 SH   DFND 2 1,035 0 0
BlackRock Fund Advisors Exchange Traded Fund 464286772 19 350 SH   DFND 2 350 0 0
BlackRock Fund Advisors Exchange Traded Fund 464286780 33 500 SH   DFND 2 500 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287168 2,831 35,540 SH   DFND 2 34,255 0 1,285
BlackRock Fund Advisors Exchange Traded Fund 464287200 556 2,683 SH   DFND 2 2,423 0 260
BlackRock Fund Advisors Exchange Traded Fund 464287226 81 730 SH   DFND 2 730 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287234 20 510 SH   DFND 2 510 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 6,006 50,300 SH   DFND 1 50,300 0 0
ISHARES INDEX FUNDS IBOXX INV CP ETF 464287242 33,674 282,000 SH   SOLE   282,000 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287242 78 651 SH   DFND 2 651 0 0
ISHARES IBOXX INVESTMENT GRADE 464287242 10,032 84,015 SH   DFND 2 84,015 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287275 121 2,010 SH   DFND 2 2,010 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287325 930 9,067 SH   DFND 2 8,977 0 90
ISHARES INDEX FUNDS NA NAT RES 464287374 1,882 49,100 SH   SOLE   49,100 0 0
ISHARES INDEX FUNDS NA NAT RES 464287374 2,052 53,550 SH   DFND 1 53,550 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287374 785 21,053 SH   DFND 2 20,383 0 670
ISHARES NORTH AMERICAN NATURAL 464287374 32,354 844,308 SH   DFND 2 844,308 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287432 2,290 17,662 SH   DFND 2 16,899 0 763
ISHARES 20+ YEAR TREASURY BOND ETF 464287432 41,983 333,412 SH   DFND 2 333,412 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287457 57 672 SH   DFND 2 672 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 2,263 37,200 SH   SOLE   37,200 0 0
ISHARES INDEX FUNDS MSCI EAFE ETF 464287465 2,990 49,150 SH   DFND 1 49,150 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287465 166 2,764 SH   DFND 2 2,764 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287499 729 4,350 SH   DFND 2 4,350 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287507 2,608 17,995 SH   DFND 2 17,339 0 656
ISHARES CORE S&P MID-CAP ETF 464287507 1,267 8,750 SH   DFND 2 8,750 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287598 156 1,491 SH   DFND 2 1,491 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287614 69 720 SH   DFND 2 720 0 0
iShares ETFs/USA Exchange Traded Fund 464287622 213 1,855 SH   DFND 2 1,855 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287630 389 3,871 SH   DFND 2 3,871 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 8,264 58,040 SH   DFND 1 58,040 0 0
ISHARES INDEX FUNDS RUS 2000 GRW ETF 464287648 16,365 114,940 SH   SOLE   114,940 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 16,719 139,765 SH   DFND 1 139,765 0 0
ISHARES INDEX FUNDS RUSSELL 2000 ETF 464287655 29,435 246,075 SH   SOLE   246,075 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287655 2,244 18,904 SH   DFND 2 18,494 0 410
BlackRock Fund Advisors Exchange Traded Fund 464287697 79 659 SH   DFND 2 659 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287721 93 890 SH   DFND 2 890 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287804 34 306 SH   DFND 2 306 0 0
BlackRock Fund Advisors Exchange Traded Fund 464287812 105 993 SH   DFND 2 993 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288273 58 1,260 SH   DFND 2 1,260 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 10,252 93,445 SH   DFND 1 93,445 0 0
ISHARES INDEX FUNDS JP MOR EM MK ETF 464288281 5,711 52,055 SH   SOLE   52,055 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288414 657 5,927 SH   DFND 2 5,727 0 200
BlackRock Fund Advisors Exchange Traded Fund 464288448 1,928 58,148 SH   DFND 2 55,023 0 3,125
ISHARES INTERNATIONAL 464288448 3,988 118,371 SH   DFND 2 118,371 0 0
ISHARES INDEX FUNDS IBOXX HI YD ETF 464288513 7,069 78,900 SH   DFND 1 78,900 0 0
ISHARES INDEX FUNDS IBOXX HI YD ETF 464288513 34,783 388,200 SH   SOLE   388,200 0 0
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 49,565 453,350 SH   SOLE   453,350 0 0
ISHARES INDEX FUNDS INTERM CR BD ETF 464288638 9,271 84,800 SH   DFND 1 84,800 0 0
iShares ETFs/USA Exchange Traded Fund 464288638 5,586 50,867 SH   DFND 2 48,597 0 2,270
ISHARES INTERMEDIATE CREDIT BOND ETF 464288638 14,422 131,909 SH   DFND 2 131,909 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 5,154 49,000 SH   DFND 1 49,000 0 0
ISHARES INDEX FUNDS 1-3 YR CR BD ETF 464288646 24,717 235,000 SH   SOLE   235,000 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288646 838 7,961 SH   DFND 2 7,613 0 348
BlackRock Fund Advisors Exchange Traded Fund 464288679 2 20 SH   DFND 2 20 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 454 11,514 SH   DFND 1 11,514 0 0
ISHARES INDEX FUNDS U.S. PFD STK ETF 464288687 2,661 67,473 SH   SOLE   67,473 0 0
ISHARES US PREFERRED STOCK ETF 464288687 1,422 36,064 SH   DFND 2 36,064 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288752 184 6,940 SH   DFND 2 6,940 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288802 108 1,250 SH   DFND 2 1,250 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288844 289 6,028 SH   DFND 2 6,028 0 0
BlackRock Fund Advisors Exchange Traded Fund 464288885 9 137 SH   DFND 2 137 0 0
BlackRock Fund Advisors Exchange Traded Fund 46428Q109 3,021 193,153 SH   DFND 2 189,572 0 3,581
iShares ETFs/USA Exchange Traded Fund 46429B291 41 785 SH   DFND 2 785 0 0
iShares ETFs/USA Exchange Traded Fund 46434G103 22 472 SH   DFND 2 472 0 0
J&J SNACK FOODS CORP. COM 466032109 587 5,400 SH   SOLE   5,400 0 0
J&J Snack Foods Corp COM 466032109 50 450 SH   DFND 2 450 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 248 18,100 SH   SOLE   18,100 0 0
JEA FLA ELEC SYS REV REV BDS SER. B 46613C2P9 12 10,000 SH   DFND 2 10,000 0 0
JPMORGAN CHASE & CO COM 46625H100 74,500 1,190,480 SH   SOLE   1,190,480 0 0
JPMORGAN CHASE & CO COM 46625H100 59,340 948,220 SH   DFND 1 948,220 0 0
JPMorgan Chase & Co COM 46625H100 78 1,299 SH   DFND 2 759 0 540
JP Morgan ETNs/USA Exchange Traded Fund 46625H365 7 150 SH   DFND 2 150 0 0
JABIL CIRCUIT INC COM 466313103 331 15,150 SH   SOLE   15,150 0 0
JACK IN THE BOX INC. COM 466367109 1,123 14,050 SH   SOLE   14,050 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 9,447 211,400 SH   DFND 1 211,400 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 22,794 510,040 SH   SOLE   510,040 0 0
JANUS CAPITAL GROUP INC COM 47102X105 186 11,550 SH   SOLE   11,550 0 0
JANUS CAPITAL GROUP INC NOTE 0.750% 47102XAH8 4,455 2,927,000 SH   SOLE   2,927,000 0 0
JARDEN CORP COM 471109108 9,395 196,218 SH   DFND 1 196,218 0 0
JARDEN CORP COM 471109108 14,853 310,208 SH   SOLE   310,208 0 0
JARDEN CORP NOTE 1.875% 471109AH1 9,832 6,250,000 SH   SOLE   6,250,000 0 0
JARDEN CORP NOTE 1.500% 471109AL2 2,149 1,625,000 SH   SOLE   1,625,000 0 0
JEFFERIES GROUP INC DBCV 3.875% 472319AG7 5,314 5,125,000 SH   SOLE   5,125,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 304 19,175 SH   SOLE   19,175 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 348 10,600 SH   SOLE   10,600 0 0
JOHNSON & JOHNSON COM 478160104 79,445 759,733 SH   DFND 1 759,733 0 0
JOHNSON & JOHNSON COM 478160104 134,013 1,281,563 SH   SOLE   1,281,563 0 0
Johnson & Johnson COM 478160104 456 4,290 SH   DFND 2 4,290 0 0
JOHNSON CONTROLS INC COM 478366107 761 15,750 SH   SOLE   15,750 0 0
JONES LANG LASALLE INC COM 48020Q107 780 5,200 SH   SOLE   5,200 0 0
J2 GLOBAL INC COM 48123V102 1,023 16,500 SH   SOLE   16,500 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 5,531 5,000,000 SH   SOLE   5,000,000 0 0
JUNIPER NETWORKS INC COM 48203R104 16,124 722,400 SH   DFND 1 722,400 0 0
JUNIPER NETWORKS INC COM 48203R104 18,866 845,250 SH   SOLE   845,250 0 0
KAR AUCTION SERVICES INC COM 48238T109 2,815 81,250 SH   DFND 1 81,250 0 0
KAR AUCTION SERVICES INC COM 48238T109 5,747 165,850 SH   SOLE   165,850 0 0
KBR INC COM 48242W106 192 11,350 SH   SOLE   11,350 0 0
KLA-TENCOR CORPORATION COM 482480100 274 3,900 SH   SOLE   3,900 0 0
KKR & Co LP COM 48248M102 35 1,500 SH   DFND 2 1,500 0 0
KLX INC COM 482539103 1,127 27,313 SH   DFND 1 27,313 0 0
KLX INC COM 482539103 1,865 45,207 SH   SOLE   45,207 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 464 6,500 SH   SOLE   6,500 0 0
Kaiser Aluminum Corp COM 483007704 0 1 SH   DFND 2 1 0 0
KAMAN CORP COM 483548103 395 9,850 SH   SOLE   9,850 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 671 5,500 SH   DFND 1 5,500 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,605 21,350 SH   SOLE   21,350 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 906 30,900 SH   SOLE   30,900 0 0
KATE SPADE & CO COM 485865109 4,777 149,250 SH   SOLE   149,250 0 0
KATE SPADE & CO COM 485865109 2,222 69,423 SH   DFND 1 69,423 0 0
KELLOGG CO COM 487836108 393 6,000 SH   SOLE   6,000 0 0
Kellogg Co COM 487836108 134 2,000 SH   DFND 2 2,000 0 0
KELLY SERVICES INC CL A 488152208 184 10,800 SH   SOLE   10,800 0 0
KENNAMETAL INC COM 489170100 220 6,140 SH   SOLE   6,140 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 1,486 58,746 SH   DFND 1 58,746 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 3,324 131,400 SH   SOLE   131,400 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 16,007 120,900 SH   DFND 1 120,900 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 16,060 121,300 SH   SOLE   121,300 0 0
KEYCORP COM 493267108 18,946 1,363,000 SH   SOLE   1,363,000 0 0
KEYCORP COM 493267108 16,988 1,222,150 SH   DFND 1 1,222,150 0 0
KEYCORP PFD 7.75% SR A 493267405 6,926 53,875 SH   SOLE   53,875 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,147 93,178 SH   SOLE   93,178 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,788 52,949 SH   DFND 1 52,949 0 0
KILROY REALTY CORP COM 49427F108 2,449 35,463 SH   SOLE   35,463 0 0
KIMBERLY-CLARK CORP COM 494368103 47,522 411,300 SH   DFND 1 411,300 0 0
KIMBERLY-CLARK CORP COM 494368103 43,592 377,292 SH   SOLE   377,292 0 0
Kimberly-Clark Corp COM 494368103 343 2,932 SH   DFND 2 2,932 0 0
KIMCO REALTY CORP COM 49446R109 1,335 53,100 SH   DFND 1 53,100 0 0
KIMCO REALTY CORP COM 49446R109 3,676 146,239 SH   SOLE   146,239 0 0
KINDER MORGAN INC COM 49456B101 1,703 40,250 SH   SOLE   40,250 0 0
Kinder Morgan Inc/DE COM 49456B101 65 1,542 SH   DFND 2 1,320 0 222
KINDRED HEALTHCARE INC COM 494580103 456 25,100 SH   SOLE   25,100 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,043 369,950 SH   SOLE   369,950 0 0
KINROSS GOLD CORP COM NO PAR 496902404 303 107,600 SH   DFND 1 107,600 0 0
KIRBY CORP COM 497266106 359 4,450 SH   SOLE   4,450 0 0
Kirby Corp COM 497266106 10 120 SH   DFND 2 120 0 0
KIRKLAND'S INC COM 497498105 532 22,500 SH   DFND 1 22,500 0 0
KIRKLAND'S INC COM 497498105 1,897 80,250 SH   SOLE   80,250 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,372 47,723 SH   SOLE   47,723 0 0
KNIGHT TRANSPORTATION INC COM 499064103 746 22,150 SH   SOLE   22,150 0 0
KOHLS CORP COM 500255104 43,695 715,850 SH   SOLE   715,850 0 0
KOHLS CORP COM 500255104 15,226 249,450 SH   DFND 1 249,450 0 0
Koninklijke Philips NV COM 500472303 18 623 SH   DFND 2 0 0 623
KOPIN CORP COM 500600101 80 22,000 SH   SOLE   22,000 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 13,532 470,520 SH   SOLE   470,520 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 8,859 308,020 SH   DFND 1 308,020 0 0
KRAFT FOODS GROUP INC COM 50076Q106 875 13,967 SH   SOLE   13,967 0 0
Kraft Foods Group Inc COM 50076Q106 24 371 SH   DFND 2 233 0 138
KRATON PERFORMANCE POLYMERS IN COM 50077C106 247 11,900 SH   SOLE   11,900 0 0
KROGER CO COM 501044101 443 6,900 SH   DFND 1 6,900 0 0
KROGER CO COM 501044101 2,225 34,650 SH   SOLE   34,650 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 404 27,950 SH   SOLE   27,950 0 0
L BRANDS INC COM 501797104 8,002 92,450 SH   DFND 1 92,450 0 0
L BRANDS INC COM 501797104 12,600 145,584 SH   SOLE   145,584 0 0
LKQ CORP COM 501889208 665 23,650 SH   SOLE   23,650 0 0
LRR Energy LP Limited Partnership 50214A104 2 340 SH   DFND 2 340 0 0
LSB INDUSTRIES INC COM 502160104 220 7,000 SH   SOLE   7,000 0 0
LTC PROPERTIES INC COM 502175102 994 23,022 SH   SOLE   23,022 0 0
L-3 COMMUNICATIONS HOLDINGS COM 502424104 259 2,050 SH   SOLE   2,050 0 0
LA-Z-BOY INC COM 505336107 506 18,850 SH   SOLE   18,850 0 0
LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 216 2,000 SH   SOLE   2,000 0 0
LABORATORY CRP OF AMER HLDGS NOTE 50540RAG7 5,520 3,815,000 SH   SOLE   3,815,000 0 0
LACLEDE GROUP INC COM 505597104 2,775 52,160 SH   DFND 1 52,160 0 0
LACLEDE GROUP INC COM 505597104 4,628 86,990 SH   SOLE   86,990 0 0
LAM RESEARCH CORP COM 512807108 301 3,800 SH   SOLE   3,800 0 0
Lam Research Corp COM 512807108 99 1,245 SH   DFND 2 1,245 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 3,294 2,500,000 SH   SOLE   2,500,000 0 0
LAMAR ADVERTISING CO CL A 512816109 335 6,250 SH   SOLE   6,250 0 0
LANDSTAR SYSTEM INC COM 515098101 7,362 101,500 SH   DFND 1 101,500 0 0
LANDSTAR SYSTEM INC COM 515098101 12,223 168,530 SH   SOLE   168,530 0 0
LANNETT COMPANY INC COM 516012101 412 9,600 SH   SOLE   9,600 0 0
LAS VEGAS SANDS CORP COM 517834107 68,969 1,185,856 SH   SOLE   1,185,856 0 0
LAS VEGAS SANDS CORP COM 517834107 43,021 739,698 SH   DFND 1 739,698 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 2,090 51,640 SH   SOLE   51,640 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 404 5,300 SH   SOLE   5,300 0 0
LEIDOS HOLDINGS INC COM 525327102 212 4,875 SH   SOLE   4,875 0 0
LENNOX INTERNATIONAL INC COM 526107107 328 3,450 SH   SOLE   3,450 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,551 31,403 SH   DFND 1 31,403 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,666 53,995 SH   SOLE   53,995 0 0
LEXINGTON REALTY TRUST COM 529043101 1,465 133,449 SH   SOLE   133,449 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 530 12,850 SH   SOLE   12,850 0 0
LEXMARK INTERNATIONAL INC. CL A 529771107 483 11,700 SH   DFND 1 11,700 0 0
LIBERTY INTERACTIVE LLC DEB 0.750% 3/3 530610AC8 19,825 13,900,000 SH   SOLE   13,900,000 0 0
LIBERTY INTERACTIVE LLC DEB 3.500% 1/1 530715AN1 1,886 2,071,038 SH   SOLE   2,071,038 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 913 31,050 SH   DFND 1 31,050 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 3,032 103,050 SH   SOLE   103,050 0 0
LIBERTY MEDIA CORP-CAP SER A LBT VENT COM A 53071M880 556 14,732 SH   SOLE   14,732 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,932 51,343 SH   SOLE   51,343 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 943 13,120 SH   DFND 1 13,120 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 2,126 29,570 SH   SOLE   29,570 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 354 6,650 SH   SOLE   6,650 0 0
ELI LILLY & CO COM 532457108 2,198 31,858 SH   SOLE   31,858 0 0
ELI LILLY & CO COM 532457108 864 12,523 SH   DFND 1 12,523 0 0
Eli Lilly & Co COM 532457108 57 800 SH   DFND 2 800 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 421 6,100 SH   SOLE   6,100 0 0
Lincoln Electric Holdings Inc COM 533900106 8 120 SH   DFND 2 120 0 0
LINCOLN NATIONAL CORP COM 534187109 357 6,194 SH   SOLE   6,194 0 0
LINDSAY CORPORATION COM 535555106 382 4,450 SH   SOLE   4,450 0 0
LINEAR TECHNOLOGY CORP COM 535678106 258 5,650 SH   SOLE   5,650 0 0
LINKEDIN CORP COM CL A 53578A108 14,747 64,198 SH   DFND 1 64,198 0 0
LINKEDIN CORP COM CL A 53578A108 47,952 208,752 SH   SOLE   208,752 0 0
Linn Energy LLC Limited Partnership 536020100 2 150 SH   DFND 2 150 0 0
LIQUIDITY SERVICES INC COM 53635B107 154 18,900 SH   DFND 1 18,900 0 0
LIQUIDITY SERVICES INC COM 53635B107 585 71,600 SH   SOLE   71,600 0 0
LITHIA MOTORS INC CL A 536797103 2,611 30,120 SH   SOLE   30,120 0 0
LITHIA MOTORS INC CL A 536797103 939 10,836 SH   DFND 1 10,836 0 0
LITTELFUSE INC COM 537008104 793 8,200 SH   SOLE   8,200 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 295 11,300 SH   SOLE   11,300 0 0
LIVEPERSON INC COM 538146101 255 18,100 SH   SOLE   18,100 0 0
LOCKHEED MARTIN CORP COM 539830109 1,338 6,950 SH   DFND 1 6,950 0 0
LOCKHEED MARTIN CORP COM 539830109 2,137 11,098 SH   SOLE   11,098 0 0
Lockheed Martin Corp COM 539830109 96 490 SH   DFND 2 490 0 0
LOEWS CORP COM 540424108 298 7,100 SH   SOLE   7,100 0 0
LOGMEIN INC COM 54142L109 437 8,850 SH   SOLE   8,850 0 0
LORILLARD INC COM 544147101 538 8,550 SH   SOLE   8,550 0 0
LOUISIANA-PACIFIC CORP COM 546347105 184 11,100 SH   SOLE   11,100 0 0
LOWER COLO RIV AUTH TEX REV REF REV BDS 54811GSM3 11 10,000 SH   DFND 2 10,000 0 0
LOWE'S COMPANIES INC COM 548661107 38,095 553,711 SH   DFND 1 553,711 0 0
LOWE'S COMPANIES INC COM 548661107 84,327 1,225,690 SH   SOLE   1,225,690 0 0
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 656 9,900 SH   SOLE   9,900 0 0
LUMINEX CORP. COM 55027E102 260 13,850 SH   SOLE   13,850 0 0
LYDALL INC COM 550819106 203 6,200 SH   SOLE   6,200 0 0
M&T BANK CORP COM 55261F104 16,544 131,700 SH   DFND 1 131,700 0 0
M&T BANK CORP COM 55261F104 16,588 132,050 SH   SOLE   132,050 0 0
MBIA INC COM 55262C100 1,094 114,700 SH   SOLE   114,700 0 0
MBIA INC COM 55262C100 329 34,500 SH   DFND 1 34,500 0 0
MB FINANCIAL INC COM 55264U108 771 23,469 SH   SOLE   23,469 0 0
MDU RESOURCES GROUP INC COM 552690109 411 17,500 SH   DFND 1 17,500 0 0
MDU RESOURCES GROUP INC COM 552690109 1,319 56,125 SH   SOLE   56,125 0 0
MDU Resources Group Inc COM 552690109 39 1,614 SH   DFND 2 469 0 1,145
MDC PARTNERS INC CL A SUB VTG 552697104 10,343 455,225 SH   DFND 1 455,225 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 14,871 654,523 SH   SOLE   654,523 0 0
MFS INTERMEDIATE INCOME TRUST SH BEN INT 55273C107 1,189 248,804 SH   DFND 1 248,804 0 0
MFS INTERMEDIATE INCOME TRUST SH BEN INT 55273C107 575 120,330 SH   SOLE   120,330 0 0
MGE Energy Inc COM 55277P104 48 1,050 SH   DFND 2 900 0 150
MFC Industrial Ltd COM 55278T105 2 290 SH   DFND 2 290 0 0
MGIC INVESTMENT CORP NOTE 5.000% 552848AD5 5,641 5,000,000 SH   SOLE   5,000,000 0 0
MGIC INVESTMENT CORP NOTE 2.000% 4/0 552848AE3 8,442 5,750,000 SH   SOLE   5,750,000 0 0
M/I HOMES INC COM 55305B101 203 8,850 SH   SOLE   8,850 0 0
MKS INSTRUMENTS INC COM 55306N104 705 19,250 SH   SOLE   19,250 0 0
MSC INDUSTRIAL DIRECT CO. CL A 553530106 321 3,950 SH   SOLE   3,950 0 0
MSCI INC COM 55354G100 415 8,750 SH   SOLE   8,750 0 0
MTS SYSTEMS CORP COM 553777103 413 5,500 SH   SOLE   5,500 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 799 4,700 SH   SOLE   4,700 0 0
MACERICH CO COM 554382101 3,022 36,233 SH   SOLE   36,233 0 0
MACK-CALI REALTY CORP COM 554489104 601 31,555 SH   SOLE   31,555 0 0
MACQUARIE INFRASTRUCTURE CO NOTE 2.875% 55608BAA3 4,280 3,750,000 SH   SOLE   3,750,000 0 0
MACY'S INC COM 55616P104 3,238 49,250 SH   DFND 1 49,250 0 0
MACY'S INC COM 55616P104 11,313 172,068 SH   SOLE   172,068 0 0
STEVEN MADDEN LTD COM 556269108 652 20,475 SH   SOLE   20,475 0 0
MADISON SQUARE GARDEN CO/THE CL A 55826P100 817 10,850 SH   DFND 1 10,850 0 0
MADISON SQUARE GARDEN CO/THE CL A 55826P100 564 7,500 SH   SOLE   7,500 0 0
MAGELLAN HEALTH INC COM NEW 559079207 603 10,050 SH   SOLE   10,050 0 0
MANHATTAN ASSOCIATES INC COM 562750109 2,773 68,100 SH   SOLE   68,100 0 0
MANHATTAN ASSOCIATES INC COM 562750109 847 20,789 SH   DFND 1 20,789 0 0
MANPOWER GROUP INC COM 56418H100 10,106 148,248 SH   DFND 1 148,248 0 0
MANPOWER GROUP INC COM 56418H100 10,319 151,378 SH   SOLE   151,378 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 258 8,550 SH   SOLE   8,550 0 0
MARATHON OIL CORP COM 565849106 43,151 1,525,295 SH   DFND 1 1,525,295 0 0
MARATHON OIL CORP COM 565849106 68,251 2,412,565 SH   SOLE   2,412,565 0 0
MARATHON PETROLEUM CORP COM 56585A102 38,224 423,484 SH   SOLE   423,484 0 0
MARATHON PETROLEUM CORP COM 56585A102 10,944 121,250 SH   DFND 1 121,250 0 0
Marcus Corp/The COM 566330106 10 590 SH   DFND 2 590 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 975 13,600 SH   SOLE   13,600 0 0
Van Eck Associates Corp Exchange Traded Fund 57060U100 44 2,245 SH   DFND 2 2,245 0 0
MARKET VECTORS OIL SERVICE E OIL SVCS ETF 57060U191 8,354 232,580 SH   SOLE   232,580 0 0
MARKET VECTORS OIL SERVICE E OIL SVCS ETF 57060U191 5,980 166,480 SH   DFND 1 166,480 0 0
Market Vectors ETFs/USA Exchange Traded Fund 57060U324 381 15,875 SH   DFND 2 14,035 0 1,840
Market Vectors ETFs/USA Exchange Traded Fund 57060U613 2 90 SH   DFND 2 0 0 90
Van Eck Associates Corp Exchange Traded Fund 57060U878 504 16,135 SH   DFND 2 13,765 0 2,370
Van Eck Associates Corp Exchange Traded Fund 57061R544 200 7,615 SH   DFND 2 7,615 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 328 4,400 SH   DFND 1 4,400 0 0
MARRIOTT VACATIONS WORLDWIDE C COM 57164Y107 1,860 24,950 SH   SOLE   24,950 0 0
MARSH & MCLENNAN COS INC COM 571748102 736 12,850 SH   SOLE   12,850 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 8,751 112,147 SH   DFND 1 112,147 0 0
MARRIOTT INTERNATIONAL INC/DE CL A 571903202 14,263 182,785 SH   SOLE   182,785 0 0
MARTIN MARIETTA MATERIALS COM 573284106 645 5,850 SH   DFND 1 5,850 0 0
MARTIN MARIETTA MATERIALS COM 573284106 2,350 21,300 SH   SOLE   21,300 0 0
MASCO CORP COM 574599106 212 8,400 SH   SOLE   8,400 0 0
MASIMO CORP COM 574795100 460 17,450 SH   SOLE   17,450 0 0
MASTEC INC COM 576323109 950 42,009 SH   DFND 1 42,009 0 0
MASTEC INC COM 576323109 1,906 84,290 SH   SOLE   84,290 0 0
MASTERCARD INC CL A 57636Q104 12,420 144,150 SH   DFND 1 144,150 0 0
MASTERCARD INC CL A 57636Q104 51,687 599,900 SH   SOLE   599,900 0 0
MATERION CORP COM 576690101 259 7,350 SH   SOLE   7,350 0 0
MATRIX SERVICE CO COM 576853105 214 9,600 SH   SOLE   9,600 0 0
MATSON INC COM 57686G105 540 15,650 SH   SOLE   15,650 0 0
MATTEL INC COM 577081102 246 7,950 SH   SOLE   7,950 0 0
MATTHEWS INTL CORP - CLASS A CL A 577128101 521 10,700 SH   SOLE   10,700 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 701 22,000 SH   DFND 1 22,000 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 2,330 73,100 SH   SOLE   73,100 0 0
MAXLINEAR INC CL A 57776J100 998 134,690 SH   DFND 1 134,690 0 0
MAXLINEAR INC CL A 57776J100 2,002 270,120 SH   SOLE   270,120 0 0
MAXIMUS, INC. COM 577933104 1,311 23,900 SH   SOLE   23,900 0 0
MCCORMICK & COMPANY INC COM NON VTG 579780206 230 3,100 SH   SOLE   3,100 0 0
MCDONALD'S CORP COM 580135101 2,160 23,050 SH   SOLE   23,050 0 0
McDonald's Corp COM 580135101 205 2,175 SH   DFND 2 2,025 0 150
MCGRAW HILL FINANCIAL INC COM 580645109 569 6,400 SH   SOLE   6,400 0 0
MCKESSON CORP COM 58155Q103 3,041 14,650 SH   DFND 1 14,650 0 0
MCKESSON CORP COM 58155Q103 9,339 44,992 SH   SOLE   44,992 0 0
McKesson Corp COM 58155Q103 22 100 SH   DFND 2 100 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 480 4,778 SH   SOLE   4,778 0 0
MEADOWBROOK INSURANCE GROUP COM 58319P108 142 16,824 SH   SOLE   16,824 0 0
MEADWESTVACO CORP COM 583334107 897 20,200 SH   DFND 1 20,200 0 0
MEADWESTVACO CORP COM 583334107 3,277 73,831 SH   SOLE   73,831 0 0
MEDASSETS INC COM 584045108 432 21,850 SH   SOLE   21,850 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,196 86,814 SH   SOLE   86,814 0 0
MEDICINES COMPANY (THE) COM 584688105 659 23,800 SH   SOLE   23,800 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 950 19,900 SH   SOLE   19,900 0 0
MEDNAX INC COM 58502B106 519 7,850 SH   SOLE   7,850 0 0
Medtronic Inc COM 585055106 19 250 SH   DFND 2 250 0 0
Memorial Production Partners L Limited Partnership 586048100 4 260 SH   DFND 2 260 0 0
MEN'S WEARHOUSE INC COM 587118100 728 16,500 SH   SOLE   16,500 0 0
MERCK & CO INC COM 58933Y105 80,350 1,414,870 SH   DFND 1 1,414,870 0 0
MERCK & CO INC COM 58933Y105 105,652 1,860,393 SH   SOLE   1,860,393 0 0
Merck & Co Inc COM 58933Y105 176 2,807 SH   DFND 2 2,807 0 0
MERCURY SYSTEMS INC COM 589378108 162 11,650 SH   SOLE   11,650 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 249 15,100 SH   SOLE   15,100 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 275 15,875 SH   SOLE   15,875 0 0
MERITAGE HOMES CORP COM 59001A102 484 13,450 SH   SOLE   13,450 0 0
MERITAGE HOMES CORP NOTE 1.875% 9/1 59001AAR3 1,485 1,500,000 SH   SOLE   1,500,000 0 0
MERITOR INC COM 59001K100 896 59,150 SH   DFND 1 59,150 0 0
MERITOR INC COM 59001K100 1,430 94,400 SH   SOLE   94,400 0 0
METHODE ELECTRONICS INC COM 591520200 617 16,903 SH   DFND 1 16,903 0 0
METHODE ELECTRONICS INC COM 591520200 1,748 47,870 SH   SOLE   47,870 0 0
METLIFE INC COM 59156R108 65,895 1,218,252 SH   SOLE   1,218,252 0 0
METLIFE INC COM 59156R108 29,861 552,070 SH   DFND 1 552,070 0 0
MetLife Inc COM 59156R108 9 173 SH   DFND 2 173 0 0
METROPOLITAN GOVT NASHVILLE & DAVIDSON 592112MB9 11 10,000 SH   DFND 2 10,000 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 6,687 22,108 SH   DFND 1 22,108 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 10,802 35,714 SH   SOLE   35,714 0 0
Massachusetts Financial Services Co Closed-end Fund 59318E102 5 1,071 SH   DFND 2 1,071 0 0
MICREL INC COM 594793101 235 16,200 SH   SOLE   16,200 0 0
MICROSOFT CORP COM 594918104 17,613 379,181 SH   DFND 1 379,181 0 0
MICROSOFT CORP COM 594918104 42,771 920,788 SH   SOLE   920,788 0 0
Microsoft Corp COM 594918104 351 7,377 SH   DFND 2 7,377 0 0
MICROSTRATEGY INC CL A NEW 594972408 536 3,300 SH   SOLE   3,300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 214 4,750 SH   SOLE   4,750 0 0
MICRON TECHNOLOGY INC COM 595112103 3,235 92,400 SH   SOLE   92,400 0 0
MICRON TECHNOLOGY INC NOTE 1.625% 2/1 595112AU7 3,200 1,000,000 SH   SOLE   1,000,000 0 0
MICRON TECHNOLOGY INC NOTE 2.125% 2/1 595112AV5 3,375 1,050,000 SH   SOLE   1,050,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 595112AX1 1,428 400,000 SH   SOLE   400,000 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 7,292 5,500,000 SH   SOLE   5,500,000 0 0
MICROSEMI CORP COM 595137100 978 34,450 SH   SOLE   34,450 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 1,038 13,900 SH   DFND 1 13,900 0 0
MID-AMERICA APARTMENT COMM COM 59522J103 3,574 47,853 SH   SOLE   47,853 0 0
MIDDLEBY CORP COM 596278101 2,277 22,977 SH   DFND 1 22,977 0 0
MIDDLEBY CORP COM 596278101 4,547 45,878 SH   SOLE   45,878 0 0
MISTRAS GROUP INC COM 60649T107 352 19,200 SH   DFND 1 19,200 0 0
MISTRAS GROUP INC COM 60649T107 1,168 63,700 SH   SOLE   63,700 0 0
MOBILE MINI INC COM 60740F105 681 16,800 SH   SOLE   16,800 0 0
MOHAWK INDUSTRIES INC COM 608190104 225 1,450 SH   SOLE   1,450 0 0
MOLINA HEALTHCARE INC COM 60855R100 616 11,500 SH   SOLE   11,500 0 0
MOLSON COORS BREWING CO CL B 60871R209 10,720 143,850 SH   DFND 1 143,850 0 0
MOLSON COORS BREWING CO CL B 60871R209 10,790 144,800 SH   SOLE   144,800 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 206 17,100 SH   SOLE   17,100 0 0
MONDELEZ INTERNATIONAL CL A 609207105 34,970 962,705 SH   SOLE   962,705 0 0
MONDELEZ INTERNATIONAL CL A 609207105 13,836 380,884 SH   DFND 1 380,884 0 0
Mondelez International Inc COM 609207105 42 1,117 SH   DFND 2 703 0 414
MONOLITHIC POWER SYSTEMS INC COM 609839105 3,330 66,950 SH   SOLE   66,950 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 1,351 27,169 SH   DFND 1 27,169 0 0
MONOTYPE IMAGING HOLDINGS LTD COM 61022P100 411 14,250 SH   SOLE   14,250 0 0
MONRO MUFFLER INC COM 610236101 662 11,450 SH   SOLE   11,450 0 0
MONSANTO COMPANY COM 61166W101 1,371 11,478 SH   SOLE   11,478 0 0
Monsanto Co COM 61166W101 19 159 SH   DFND 2 159 0 0
MONSTER BEVERAGE CORP COM 611740101 9,482 87,515 SH   DFND 1 87,515 0 0
MONSTER BEVERAGE CORP COM 611740101 14,742 136,060 SH   SOLE   136,060 0 0
MONSTER WORLDWIDE INC COM 611742107 148 32,000 SH   SOLE   32,000 0 0
MOODY'S CORP COM 615369105 422 4,400 SH   SOLE   4,400 0 0
MOOG INC CL A 615394202 1,092 14,750 SH   SOLE   14,750 0 0
MORGAN STANLEY COM NEW 617446448 58,274 1,501,920 SH   SOLE   1,501,920 0 0
MORGAN STANLEY COM NEW 617446448 24,486 631,090 SH   DFND 1 631,090 0 0
MOSAIC CO/THE COM 61945C103 342 7,500 SH   SOLE   7,500 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 339 5,055 SH   SOLE   5,055 0 0
Motorola Solutions Inc COM 620076307 12 185 SH   DFND 2 185 0 0
MUELLER INDUSTRIES, INC. COM 624756102 703 20,600 SH   SOLE   20,600 0 0
MUELLER WATER PRODUCTS INC COM SER A 624758108 450 43,900 SH   DFND 1 43,900 0 0
MUELLER WATER PRODUCTS INC COM SER A 624758108 1,494 145,900 SH   SOLE   145,900 0 0
MUNICIPAL ELEC AUTH GA SUBORDINATED BDS 626207XT6 12 10,000 SH   DFND 2 10,000 0 0
MURPHY USA INC COM 626755102 234 3,400 SH   SOLE   3,400 0 0
MYLAN INC COM 628530107 4,350 77,168 SH   SOLE   77,168 0 0
MYLAN INC COM 628530107 2,549 45,216 SH   DFND 1 45,216 0 0
MYLAN INC NOTE 3.750% 628530AJ6 23,060 5,450,000 SH   SOLE   5,450,000 0 0
NBT BANCORP INC COM 628778102 420 16,000 SH   SOLE   16,000 0 0
NCR CORPORATION COM 62886E108 382 13,100 SH   SOLE   13,100 0 0
NIC INC COM 62914B100 398 22,100 SH   SOLE   22,100 0 0
NPS PHARMACEUTICALS INC COM 62936P103 1,052 29,398 SH   DFND 1 29,398 0 0
NPS PHARMACEUTICALS INC COM 62936P103 2,103 58,800 SH   SOLE   58,800 0 0
NRG ENERGY INC COM NEW 629377508 216 8,000 SH   SOLE   8,000 0 0
NVR INC COM 62944T105 383 300 SH   SOLE   300 0 0
NASDAQ STOCK MARKET INC COM 631103108 25,143 524,250 SH   SOLE   524,250 0 0
NASDAQ STOCK MARKET INC COM 631103108 25,510 531,900 SH   DFND 1 531,900 0 0
NATIONAL FUEL GAS CO COM 636180101 455 6,550 SH   SOLE   6,550 0 0
National Fuel Gas Co COM 636180101 20 290 SH   DFND 2 0 0 290
NATL HEALTH INVESTORS INC COM 63633D104 287 4,100 SH   DFND 1 4,100 0 0
NATL HEALTH INVESTORS INC COM 63633D104 1,518 21,700 SH   SOLE   21,700 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 243 7,812 SH   SOLE   7,812 0 0
NATIONAL OILWELL VARCO INC COM 637071101 6,151 93,868 SH   SOLE   93,868 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,457 37,490 SH   DFND 1 37,490 0 0
NAT'L PENN BCSHS INC COM 637138108 475 45,150 SH   SOLE   45,150 0 0
National Presto Industries Inc COM 637215104 12 210 SH   DFND 2 210 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 413 10,500 SH   DFND 1 10,500 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 2,114 53,686 SH   SOLE   53,686 0 0
NAVIGATORS GROUP INC COM 638904102 290 3,950 SH   SOLE   3,950 0 0
NATUS MEDICAL INC COM 639050103 425 11,800 SH   SOLE   11,800 0 0
NAUTILUS INC COM 63910B102 391 25,750 SH   DFND 1 25,750 0 0
NAUTILUS INC COM 63910B102 1,300 85,650 SH   SOLE   85,650 0 0
NAVIGANT CONSULTING INC. COM 63935N107 271 17,650 SH   SOLE   17,650 0 0
NAVIENT CORP COM 63938C108 211 9,750 SH   SOLE   9,750 0 0
NEENAH PAPER INC COM 640079109 365 6,050 SH   SOLE   6,050 0 0
NEOGEN CORP COM 640491106 663 13,375 SH   SOLE   13,375 0 0
NETAPP INC COM 64110D104 67,472 1,627,790 SH   DFND 1 1,627,790 0 0
NETAPP INC COM 64110D104 118,648 2,862,440 SH   SOLE   2,862,440 0 0
NETFLIX INC COM 64110L106 478 1,400 SH   SOLE   1,400 0 0
NETGEAR INC COM 64111Q104 448 12,600 SH   SOLE   12,600 0 0
NETSCOUT SYSTEMS INC COM 64115T104 495 13,550 SH   SOLE   13,550 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,768 392,470 SH   SOLE   392,470 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,651 252,943 SH   DFND 1 252,943 0 0
NEW JERSEY RESOURCES CORP COM 646025106 939 15,350 SH   SOLE   15,350 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 554 34,611 SH   SOLE   34,611 0 0
NY COMMUNITY CAP TRUST V UNIT 11/01/2051 64944P307 2,549 50,875 SH   SOLE   50,875 0 0
NEW YORK REIT INC COM 64976L109 166 15,700 SH   SOLE   15,700 0 0
NEW YORK TIMES CO CL A 650111107 135 10,200 SH   SOLE   10,200 0 0
NEWELL RUBBERMAID INC COM 651229106 245 6,423 SH   SOLE   6,423 0 0
Newell Rubbermaid Inc COM 651229106 6 165 SH   DFND 2 165 0 0
NEWFIELD EXPLORATION CO COM 651290108 1,677 61,850 SH   DFND 1 61,850 0 0
NEWFIELD EXPLORATION CO COM 651290108 1,729 63,750 SH   SOLE   63,750 0 0
NEWMARKET CORP COM 651587107 343 850 SH   SOLE   850 0 0
NEWMONT MINING CORP COM 651639106 910 48,150 SH   DFND 1 48,150 0 0
NEWMONT MINING CORP COM 651639106 3,348 177,148 SH   SOLE   177,148 0 0
Newmont Mining Corp COM 651639106 4 217 SH   DFND 2 217 0 0
NEWMONT MINING CORP NOTE 1.625% 7/1 651639AJ5 10,181 10,000,000 SH   SOLE   10,000,000 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 290 30,350 SH   SOLE   30,350 0 0
NEWPARK RESOURCES INC NOTE 4.000% 651718AC2 3,162 2,800,000 SH   SOLE   2,800,000 0 0
NEWPORT CORP COM 651824104 449 23,506 SH   DFND 1 23,506 0 0
NEWPORT CORP COM 651824104 1,377 72,044 SH   SOLE   72,044 0 0
NEWS CORP/NEW CL A 65249B109 185 11,775 SH   SOLE   11,775 0 0
NEXTERA ENERGY INC COM 65339F101 1,100 10,350 SH   SOLE   10,350 0 0
NextEra Energy Inc COM 65339F101 38 352 SH   DFND 2 352 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 3,683 72,723 SH   SOLE   72,723 0 0
NICE SYSTEMS LTD SPONSORED ADR 653656108 2,410 47,573 SH   DFND 1 47,573 0 0
NIKE INC CL B 654106103 16,586 172,500 SH   DFND 1 172,500 0 0
NIKE INC CL B 654106103 61,300 637,550 SH   SOLE   637,550 0 0
NIKE Inc COM 654106103 2 25 SH   DFND 2 25 0 0
NISOURCE INC COM 65473P105 35,653 840,480 SH   DFND 1 840,480 0 0
NISOURCE INC COM 65473P105 36,352 856,960 SH   SOLE   856,960 0 0
Nokia OYJ COM 654902204 16 2,050 SH   DFND 2 800 0 1,250
NOBLE ENERGY INC COM 655044105 2,313 48,775 SH   DFND 1 48,775 0 0
NOBLE ENERGY INC COM 655044105 2,654 55,960 SH   SOLE   55,960 0 0
Noble Energy Inc COM 655044105 4 100 SH   DFND 2 100 0 0
NORDSON CORP COM 655663102 357 4,580 SH   SOLE   4,580 0 0
NORDSTROM INC COM 655664100 266 3,350 SH   SOLE   3,350 0 0
NORFOLK SOUTHERN CORP COM 655844108 800 7,300 SH   SOLE   7,300 0 0
Norfolk Southern Corp COM 655844108 5 45 SH   DFND 2 45 0 0
NORTH HARRIS CNTY REGL WTR AUTH TEX 65956NDS2 11 10,000 SH   DFND 2 10,000 0 0
NORTHEAST UTILITIES COM 664397106 401 7,500 SH   SOLE   7,500 0 0
Northeast Utilities COM 664397106 25 459 SH   DFND 2 459 0 0
NORTHERN OIL AND GAS INC COM 665531109 118 20,850 SH   SOLE   20,850 0 0
NORTHERN TRUST CORP COM 665859104 19,633 291,290 SH   DFND 1 291,290 0 0
NORTHERN TRUST CORP COM 665859104 19,602 290,833 SH   SOLE   290,833 0 0
NORTHROP GRUMMAN CORP COM 666807102 715 4,848 SH   SOLE   4,848 0 0
Northrop Grumman Corp COM 666807102 45 298 SH   DFND 2 298 0 0
NORTHSTAR REALTY FINANCE COR COM NEW 66704R704 564 32,100 SH   SOLE   32,100 0 0
NorthStar Realty Finance Corp Closed-end REIT 66704R704 3 170 SH   DFND 2 170 0 0
NorthStar Asset Management Gro COM 66705Y104 4 170 SH   DFND 2 170 0 0
NORTHWEST BANCSHARES INC COM 667340103 432 34,500 SH   SOLE   34,500 0 0
NORTHWEST NATURAL GAS CO COM 667655104 494 9,900 SH   SOLE   9,900 0 0
NORTHWEST SUBN MUN JT ACTION WTR AGY 667806HE6 11 10,000 SH   DFND 2 10,000 0 0
NORTHWESTERN CORP COM NEW 668074305 23,046 407,310 SH   SOLE   407,310 0 0
NORTHWESTERN CORP COM NEW 668074305 15,336 271,050 SH   DFND 1 271,050 0 0
NOVAVAX INC COM 670002104 363 61,200 SH   DFND 1 61,200 0 0
NOVAVAX INC COM 670002104 1,205 203,150 SH   SOLE   203,150 0 0
NOVELLUS SYSTEMS INC NOTE 2.625% 5/1 670008AD3 17,806 7,750,000 SH   SOLE   7,750,000 0 0
NOW INC/DE COM 67011P100 517 20,107 SH   SOLE   20,107 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 67020YAF7 10,670 10,650,000 SH   SOLE   10,650,000 0 0
NUCOR CORP COM 670346105 18,972 386,780 SH   SOLE   386,780 0 0
NUCOR CORP COM 670346105 8,137 165,890 SH   DFND 1 165,890 0 0
NVIDIA CORP COM 67066G104 36,547 1,822,806 SH   DFND 1 1,822,806 0 0
NVIDIA CORP COM 67066G104 37,812 1,885,870 SH   SOLE   1,885,870 0 0
NVIDIA CORP NOTE 1.000% 67066GAC8 20,721 17,950,000 SH   SOLE   17,950,000 0 0
NUTRISYSTEM INC COM 67069D108 8,947 457,660 SH   DFND 1 457,660 0 0
NUTRISYSTEM INC COM 67069D108 12,580 643,500 SH   SOLE   643,500 0 0
NUVASIVE INC COM 670704105 12,036 255,212 SH   DFND 1 255,212 0 0
NUVASIVE INC COM 670704105 19,518 413,858 SH   SOLE   413,858 0 0
NUVEEN QUALITY PREFERRED INCOM COM 67072C105 1,101 123,669 SH   SOLE   123,669 0 0
NUVEEN QUALITY PREFERRED INCOM COM 67072C105 1,352 151,961 SH   DFND 1 151,961 0 0
OGE ENERGY CORP COM 670837103 553 15,580 SH   SOLE   15,580 0 0
OM GROUP INC COM 670872100 337 11,300 SH   SOLE   11,300 0 0
Nuveen Closed-End Funds/USA Closed-end Fund 670928100 14 1,411 SH   DFND 2 1,411 0 0
Nuveen Closed-End Funds/USA Closed-end Fund 670977107 88 6,220 SH   DFND 2 0 0 6,220
Nuveen Closed-End Funds/USA Closed-end Fund 670984103 10 690 SH   DFND 2 690 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 7,927 41,153 SH   DFND 1 41,153 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 12,370 64,220 SH   SOLE   64,220 0 0
OFG BANCORP COM 67103X102 431 25,900 SH   DFND 1 25,900 0 0
OFG BANCORP COM 67103X102 567 34,050 SH   SOLE   34,050 0 0
OSI SYSTEMS, INC. COM 671044105 478 6,750 SH   SOLE   6,750 0 0
OASIS PETROLEUM INC COM 674215108 18,963 1,146,490 SH   SOLE   1,146,490 0 0
OASIS PETROLEUM INC COM 674215108 8,163 493,510 SH   DFND 1 493,510 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 1,483 18,400 SH   SOLE   18,400 0 0
Occidental Petroleum Corp COM 674599105 47 611 SH   DFND 2 611 0 0
OCEANEERING INTL INC COM 675232102 3,131 53,245 SH   SOLE   53,245 0 0
OCEANEERING INTL INC COM 675232102 2,719 46,235 SH   DFND 1 46,235 0 0
OFFICE DEPOT INC COM 676220106 329 38,350 SH   SOLE   38,350 0 0
OIL STATES INTERNATIONAL INC COM 678026105 2,014 41,185 SH   DFND 1 41,185 0 0
OIL STATES INTERNATIONAL INC COM 678026105 2,169 44,355 SH   SOLE   44,355 0 0
OKLAHOMA CITY OKLA WTR UTILS TR WTR & 678657KN6 12 10,000 SH   DFND 2 10,000 0 0
OLD DOMINION FREIGHT LINE COM 679580100 2,924 37,664 SH   DFND 1 37,664 0 0
OLD DOMINION FREIGHT LINE COM 679580100 5,631 72,528 SH   SOLE   72,528 0 0
OLD NATIONAL BANCORP COM 680033107 583 39,150 SH   SOLE   39,150 0 0
OLD REPUBLIC INTL CORP COM 680223104 277 18,950 SH   SOLE   18,950 0 0
OLD REPUBLIC INTL CORP NOTE 3.750% 680223AH7 17,288 14,855,000 SH   SOLE   14,855,000 0 0
OMNICARE INC COM 681904108 563 7,720 SH   SOLE   7,720 0 0
OMNICARE INC DBCV 3.250% 681904AL2 1,755 1,625,000 SH   SOLE   1,625,000 0 0
OMNICARE INC NOTE 3.750%12/1 681904AN8 2,764 1,000,000 SH   SOLE   1,000,000 0 0
OMNICARE INC NOTE 3.500% 2/1 681904AQ1 7,200 6,000,000 SH   SOLE   6,000,000 0 0
OMNICOM GROUP INC COM 681919106 18,872 243,600 SH   DFND 1 243,600 0 0
OMNICOM GROUP INC COM 681919106 18,961 244,750 SH   SOLE   244,750 0 0
Omnicom Group Inc COM 681919106 6 74 SH   DFND 2 74 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 1,233 31,561 SH   SOLE   31,561 0 0
OMNICELL INC COM 68213N109 429 12,950 SH   SOLE   12,950 0 0
ON ASSIGNMENT, INC. COM 682159108 5,007 150,860 SH   SOLE   150,860 0 0
ON ASSIGNMENT, INC. COM 682159108 2,203 66,378 SH   DFND 1 66,378 0 0
ON SEMICONDUCTOR CORPORATION NOTE 2.625%12/1 682189AH8 6,559 5,500,000 SH   SOLE   5,500,000 0 0
ONE Gas Inc COM 68235P108 15 346 SH   DFND 2 346 0 0
ONEOK INC COM 682680103 244 4,900 SH   SOLE   4,900 0 0
ONEOK Inc COM 682680103 58 1,285 SH   DFND 2 1,285 0 0
ORACLE CORP COM 68389X105 26,330 585,500 SH   DFND 1 585,500 0 0
ORACLE CORP COM 68389X105 62,514 1,390,127 SH   SOLE   1,390,127 0 0
Oracle Corp COM 68389X105 172 3,962 SH   DFND 2 3,962 0 0
ORBITAL SCIENCES CORP. COM 685564106 593 22,050 SH   SOLE   22,050 0 0
ORBITZ WORLDWIDE INC COM 68557K109 290 35,200 SH   DFND 1 35,200 0 0
ORBITZ WORLDWIDE INC COM 68557K109 961 116,800 SH   SOLE   116,800 0 0
Orexigen Therapeutics Inc COM 686164104 29 5,000 SH   DFND 2 5,000 0 0
ORITANI FINANCIAL CORP COM 68633D103 214 13,900 SH   SOLE   13,900 0 0
OSHKOSH CO COM 688239201 25,622 526,650 SH   DFND 1 526,650 0 0
OSHKOSH CO COM 688239201 25,424 522,600 SH   SOLE   522,600 0 0
OUTERWALL INC COM 690070107 884 11,750 SH   DFND 1 11,750 0 0
OUTERWALL INC COM 690070107 3,434 45,650 SH   SOLE   45,650 0 0
OWENS-ILLINOIS INC COM NEW 690768403 12,294 455,500 SH   DFND 1 455,500 0 0
OWENS-ILLINOIS INC COM NEW 690768403 14,316 530,400 SH   SOLE   530,400 0 0
OXFORD INDUSTRIES INC COM 691497309 8,072 146,201 SH   DFND 1 146,201 0 0
OXFORD INDUSTRIES INC COM 691497309 13,014 235,720 SH   SOLE   235,720 0 0
PDC ENERGY INC COM 69327R101 931 22,550 SH   SOLE   22,550 0 0
PDC ENERGY INC COM 69327R101 203 4,929 SH   DFND 1 4,929 0 0
PG&E CORP COM 69331C108 48,421 909,480 SH   DFND 1 909,480 0 0
PG&E CORP COM 69331C108 71,193 1,337,210 SH   SOLE   1,337,210 0 0
PG&E Corp COM 69331C108 61 1,095 SH   DFND 2 1,095 0 0
PHH CORP NOTE 6.000% 693320AQ6 7,265 3,675,000 SH   SOLE   3,675,000 0 0
PGT INC COM 69336V101 556 57,702 SH   DFND 1 57,702 0 0
PGT INC COM 69336V101 1,279 132,800 SH   SOLE   132,800 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 1,142 12,514 SH   SOLE   12,514 0 0
PNC Financial Services Group I COM 693475105 35 400 SH   DFND 2 400 0 0
PPG INDUSTRIES INC COM 693506107 1,387 6,000 SH   SOLE   6,000 0 0
PPG INDUSTRIES INC COM 693506107 266 1,150 SH   DFND 1 1,150 0 0
PPL CORP COM 69351T106 570 15,700 SH   SOLE   15,700 0 0
PPL Corp COM 69351T106 43 1,200 SH   DFND 2 1,200 0 0
PRA GROUP INC COM 69354N106 1,051 18,150 SH   SOLE   18,150 0 0
PS BUSINESS PARKS INC COM 69360J107 1,135 14,270 SH   SOLE   14,270 0 0
PVH CORP COM 693656100 6,738 52,569 SH   DFND 1 52,569 0 0
PVH CORP COM 693656100 10,461 81,621 SH   SOLE   81,621 0 0
PTC INC COM 69370C100 334 9,100 SH   SOLE   9,100 0 0
PACCAR INC COM 693718108 570 8,387 SH   SOLE   8,387 0 0
PACCAR Inc COM 693718108 69 1,012 SH   DFND 2 1,012 0 0
PACKAGING CORP OF AMERICA COM 695156109 2,439 31,250 SH   DFND 1 31,250 0 0
PACKAGING CORP OF AMERICA COM 695156109 8,827 113,100 SH   SOLE   113,100 0 0
PACWEST BANCORP COM 695263103 9,101 200,200 SH   DFND 1 200,200 0 0
PACWEST BANCORP COM 695263103 14,556 320,190 SH   SOLE   320,190 0 0
PALL CORP COM 696429307 258 2,550 SH   SOLE   2,550 0 0
PANERA BREAD COMPANY CL A 69840W108 350 2,000 SH   SOLE   2,000 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 6,671 119,550 SH   DFND 1 119,550 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 10,729 192,280 SH   SOLE   192,280 0 0
PARAMOUNT GROUP INC COM 69924R108 463 24,900 SH   SOLE   24,900 0 0
PAREXEL INT'L CORP COM 699462107 8,262 148,700 SH   SOLE   148,700 0 0
PAREXEL INT'L CORP COM 699462107 3,047 54,850 SH   DFND 1 54,850 0 0
PARKER-HANNIFIN CORP COM 701094104 20,387 158,100 SH   DFND 1 158,100 0 0
PARKER-HANNIFIN CORP COM 701094104 20,429 158,425 SH   SOLE   158,425 0 0
PARKWAY PROPERTIES INC COM 70159Q104 2,681 145,770 SH   DFND 1 145,770 0 0
PARKWAY PROPERTIES INC COM 70159Q104 4,693 255,190 SH   SOLE   255,190 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1,791 107,950 SH   DFND 1 107,950 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1,919 115,700 SH   SOLE   115,700 0 0
PAYCHEX INC COM 704326107 356 7,700 SH   SOLE   7,700 0 0
PEABODY ENERGY CORP COM 704549104 164 21,250 SH   SOLE   21,250 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 11,135 244,018 SH   SOLE   244,018 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 6,962 152,580 SH   DFND 1 152,580 0 0
PEGASYSTEMS, INC. COM 705573103 512 24,650 SH   DFND 1 24,650 0 0
PEGASYSTEMS, INC. COM 705573103 351 16,900 SH   SOLE   16,900 0 0
Pembina Pipeline Corp COM 706327103 10 300 SH   DFND 2 300 0 0
PENN VIRGINIA CORP COM 707882106 638 95,520 SH   DFND 1 95,520 0 0
PENN VIRGINIA CORP COM 707882106 1,461 218,700 SH   SOLE   218,700 0 0
JC PENNEY CO INC COM 708160106 154 23,800 SH   SOLE   23,800 0 0
JC Penney Co Inc COM 708160106 9 1,100 SH   DFND 2 1,100 0 0
PENN REAL ESTATE INVEST TST SH BEN INT 709102107 958 40,826 SH   SOLE   40,826 0 0
PEP BOYS-MANNY MOE JACK COM 713278109 192 19,550 SH   SOLE   19,550 0 0
Pepco Holdings Inc COM 713291102 33 1,198 SH   DFND 2 1,198 0 0
PEPSICO INC COM 713448108 3,551 37,550 SH   DFND 1 37,550 0 0
PEPSICO INC COM 713448108 9,619 101,727 SH   SOLE   101,727 0 0
PepsiCo Inc COM 713448108 586 6,014 SH   DFND 2 6,014 0 0
PERFICIENT INC COM 71375U101 234 12,550 SH   SOLE   12,550 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 376 56,600 SH   DFND 1 56,600 0 0
PERFORMANT FINANCIAL CORP COM 71377E105 259 38,900 SH   SOLE   38,900 0 0
Petroleum & Resources Corp/Clo Closed-end Fund 716549100 20 833 SH   DFND 2 833 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 3,785 518,450 SH   DFND 1 518,450 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 13,016 1,783,026 SH   SOLE   1,783,026 0 0
PETROQUEST ENERGY INC COM 716748108 81 21,600 SH   SOLE   21,600 0 0
PFIZER INC COM 717081103 47,797 1,534,400 SH   DFND 1 1,534,400 0 0
PFIZER INC COM 717081103 62,451 2,004,860 SH   SOLE   2,004,860 0 0
Pfizer Inc COM 717081103 1,869 57,504 SH   DFND 2 57,204 0 300
PHARMERICA CORP COM 71714F104 256 12,350 SH   DFND 1 12,350 0 0
PHARMERICA CORP COM 71714F104 1,083 52,300 SH   SOLE   52,300 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 37,171 456,361 SH   DFND 1 456,361 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 36,347 446,253 SH   SOLE   446,253 0 0
Philip Morris International In COM 718172109 93 1,122 SH   DFND 2 522 0 600
PHILLIPS 66 COM 718546104 941 13,124 SH   SOLE   13,124 0 0
Phillips 66 COM 718546104 54 789 SH   DFND 2 693 0 96
PHOENIX ARIZ CIVIC IMPT CORP WASTEWATER 71883PGX9 11 10,000 SH   DFND 2 10,000 0 0
PHYSICIANS REALTY TRUST COM 71943U104 365 22,000 SH   SOLE   22,000 0 0
PIEDMONT NATURAL GAS CO COM 720186105 1,121 28,450 SH   SOLE   28,450 0 0
PIEDMONT OFFICE REALTY TRUST I COM CL A 720190206 600 31,844 SH   SOLE   31,844 0 0
PILGRIM'S PRIDE CORP COM 72147K108 298 9,100 SH   DFND 1 9,100 0 0
PILGRIM'S PRIDE CORP COM 72147K108 990 30,200 SH   SOLE   30,200 0 0
Pimco ETFs/USA Exchange Traded Fund 72201R783 8 80 SH   DFND 2 80 0 0
PIMCO DYNAMIC CREDIT INCOME FU COM SHS 72202D106 1,856 89,895 SH   DFND 1 89,895 0 0
PIMCO DYNAMIC CREDIT INCOME FU COM SHS 72202D106 1,382 66,905 SH   SOLE   66,905 0 0
PINNACLE ENTERTAINMENT INC COM 723456109 484 21,750 SH   SOLE   21,750 0 0
PINNACLE FINANCIAL PARTNERS COM 72346Q104 476 12,050 SH   SOLE   12,050 0 0
Pinnacle West Capital Corp COM 723484101 43 607 SH   DFND 2 607 0 0
PINNACLE FOODS INC COM 72348P104 4,667 132,200 SH   SOLE   132,200 0 0
PINNACLE FOODS INC COM 72348P104 1,405 39,800 SH   DFND 1 39,800 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 332 59,900 SH   DFND 1 59,900 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 354 63,900 SH   SOLE   63,900 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 2,206 14,820 SH   DFND 1 14,820 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 2,663 17,890 SH   SOLE   17,890 0 0
Pioneer Natural Resources Co COM 723787107 27 191 SH   DFND 2 191 0 0
PIPER JAFFRAY COS COM 724078100 346 5,950 SH   SOLE   5,950 0 0
PLANTRONICS INC COM 727493108 10,442 196,949 SH   DFND 1 196,949 0 0
PLANTRONICS INC COM 727493108 15,199 286,658 SH   SOLE   286,658 0 0
PLEXUS CORP COM 729132100 505 12,250 SH   SOLE   12,250 0 0
PLUM CREEK TIMBER CO COM 729251108 1,053 24,615 SH   SOLE   24,615 0 0
Plum Creek Timber Co Inc Closed-end REIT 729251108 67 1,531 SH   DFND 2 1,531 0 0
POLARIS INDUSTRIES INC COM 731068102 718 4,750 SH   SOLE   4,750 0 0
POLYCOM INC COM 73172K104 1,139 84,390 SH   SOLE   84,390 0 0
POLYCOM INC COM 73172K104 299 22,150 SH   DFND 1 22,150 0 0
POLYONE CORP COM 73179P106 1,716 45,256 SH   DFND 1 45,256 0 0
POLYONE CORP COM 73179P106 3,805 100,360 SH   SOLE   100,360 0 0
POOL CORP COM 73278L105 1,009 15,912 SH   SOLE   15,912 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 2,779 73,460 SH   DFND 1 73,460 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 3,768 99,600 SH   SOLE   99,600 0 0
POST PROPERTIES INC COM 737464107 2,517 42,835 SH   SOLE   42,835 0 0
POTLATCH CORP COM 737630103 288 6,867 SH   SOLE   6,867 0 0
Powell Industries Inc COM 739128106 13 300 SH   DFND 2 300 0 0
POWER INTEGRATIONS INC COM 739276103 559 10,800 SH   SOLE   10,800 0 0
Invesco PowerShares Capital Management LLC Exchange Traded Fund 73935A104 7 70 SH   DFND 2 70 0 0
PowerShares DB ETFs/USA Master Limited Partnership 73935S105 8 443 SH   DFND 2 443 0 0
Invesco PowerShares Capital Management LLC Exchange Traded Fund 73935X385 288 6,655 SH   DFND 2 6,655 0 0
Invesco PowerShares Capital Management LLC Exchange Traded Fund 73935X716 17 1,000 SH   DFND 2 1,000 0 0
Invesco PowerShares Capital Management LLC Exchange Traded Fund 73936Q769 12 500 SH   DFND 2 500 0 0
POWERSHARES AGG PFD PORT 73936T565 278 18,944 SH   SOLE   18,944 0 0
POWERSHARES AGG PFD PORT 73936T565 264 17,948 SH   DFND 1 17,948 0 0
Invesco PowerShares Capital Management LLC Exchange Traded Fund 73937B407 261 8,435 SH   DFND 2 7,765 0 670
PRAXAIR INC COM 74005P104 894 6,900 SH   SOLE   6,900 0 0
PRECISION CASTPARTS CORP COM 740189105 819 3,400 SH   SOLE   3,400 0 0
Precision Castparts Corp COM 740189105 46 200 SH   DFND 2 200 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 658 18,950 SH   SOLE   18,950 0 0
T ROWE PRICE GROUP INC COM 74144T108 425 4,950 SH   DFND 1 4,950 0 0
T ROWE PRICE GROUP INC COM 74144T108 822 9,568 SH   SOLE   9,568 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 5,280 4,631 SH   SOLE   4,631 0 0
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 8,002 6,000,000 SH   SOLE   6,000,000 0 0
PRICELINE GROUP INC/THE NOTE 0.350% 6/1 741503AS5 4,480 4,000,000 SH   SOLE   4,000,000 0 0
PRIMERICA INC COM 74164M108 228 4,200 SH   SOLE   4,200 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 847 16,300 SH   DFND 1 16,300 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 919 17,700 SH   SOLE   17,700 0 0
Principal Financial Group Inc COM 74251V102 5 100 SH   DFND 2 100 0 0
PROASSURANCE CORP COM 74267C106 937 20,750 SH   SOLE   20,750 0 0
PROCTER & GAMBLE CO COM 742718109 5,838 64,088 SH   SOLE   64,088 0 0
Procter & Gamble Co/The COM 742718109 624 6,847 SH   DFND 2 6,847 0 0
PRIVATEBANCORP INC COM 742962103 858 25,700 SH   SOLE   25,700 0 0
PROGRESS SOFTWARE CORP. COM 743312100 493 18,250 SH   SOLE   18,250 0 0
PROGRESSIVE CORP COM 743315103 3,039 112,600 SH   DFND 1 112,600 0 0
PROGRESSIVE CORP COM 743315103 10,436 386,650 SH   SOLE   386,650 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 9,950 330,780 SH   DFND 1 330,780 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 13,888 461,690 SH   SOLE   461,690 0 0
PROLOGIS INC COM 74340W103 1,543 35,850 SH   DFND 1 35,850 0 0
PROLOGIS INC COM 74340W103 8,697 202,126 SH   SOLE   202,126 0 0
PROLOGIS LP NOTE 3.250% 74340XAT8 13,226 11,875,000 SH   SOLE   11,875,000 0 0
PROOFPOINT INC COM 743424103 7,294 151,230 SH   SOLE   151,230 0 0
PROOFPOINT INC COM 743424103 3,646 75,588 SH   DFND 1 75,588 0 0
ProShares ETFs/USA Exchange Traded Fund 74347R503 28 1,302 SH   DFND 2 1,302 0 0
PROSPECT CAPITAL CORP NOTE 6.250%12/1 74348TAC6 1,018 1,000,000 SH   SOLE   1,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.500% 8/1 74348TAD4 5,299 5,250,000 SH   SOLE   5,250,000 0 0
PROSPECT CAPITAL CORP NOTE 5.375%10/1 74348TAK8 2,000 2,000,000 SH   SOLE   2,000,000 0 0
PROSPECT CAPITAL CORP NOTE 5.750% 3/1 74348TAL6 3,469 3,500,000 SH   SOLE   3,500,000 0 0
PROSPECT CAPITAL CORP NOTE 5.875% 1/1 74348TAM4 2,981 3,000,000 SH   SOLE   3,000,000 0 0
PROSPERITY BANCSHARES INC COM 743606105 260 4,700 SH   SOLE   4,700 0 0
PROTECTIVE LIFE CORP COM 743674103 426 6,120 SH   SOLE   6,120 0 0
PROTO LABS INC COM 743713109 7,213 107,400 SH   SOLE   107,400 0 0
PROTO LABS INC COM 743713109 4,074 60,662 SH   DFND 1 60,662 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 255 7,000 SH   DFND 1 7,000 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 1,015 27,850 SH   SOLE   27,850 0 0
PROVIDENT FINANCIAL SERVICES I COM 74386T105 355 19,650 SH   SOLE   19,650 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 4,627 51,150 SH   DFND 1 51,150 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 11,742 129,800 SH   SOLE   129,800 0 0
Prudential Financial Inc COM 744320102 79 913 SH   DFND 2 913 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 15,641 377,700 SH   DFND 1 377,700 0 0
PUBLIC SERVICE ENTERPRISE GRP COM 744573106 15,833 382,350 SH   SOLE   382,350 0 0
Public Service Enterprise Grou COM 744573106 226 5,398 SH   DFND 2 5,398 0 0
PUBLIC STORAGE COM 74460D109 9,550 51,665 SH   SOLE   51,665 0 0
PUBLIC STORAGE COM 74460D109 1,775 9,600 SH   DFND 1 9,600 0 0
Public Storage Closed-end REIT 74460D109 79 400 SH   DFND 2 400 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,751 9,250 SH   SOLE   9,250 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 914 4,831 SH   DFND 1 4,831 0 0
Putnam Investment Management LLC Closed-end Fund 746779107 8 1,000 SH   DFND 2 1,000 0 0
QLOGIC CORP COM 747277101 426 31,950 SH   SOLE   31,950 0 0
QUAD/GRAPHICS INC COM CL A 747301109 466 20,300 SH   DFND 1 20,300 0 0
QUAD/GRAPHICS INC COM CL A 747301109 320 13,950 SH   SOLE   13,950 0 0
QUAKER CHEMICAL CORP COM 747316107 442 4,800 SH   SOLE   4,800 0 0
QLIK TECHNOLOGIES INC COM 74733T105 7,188 232,697 SH   DFND 1 232,697 0 0
QLIK TECHNOLOGIES INC COM 74733T105 11,552 373,963 SH   SOLE   373,963 0 0
QEP RESOURCES INC COM 74733V100 622 30,750 SH   SOLE   30,750 0 0
QUALCOMM INC COM 747525103 53,072 714,000 SH   DFND 1 714,000 0 0
QUALCOMM INC COM 747525103 101,322 1,363,131 SH   SOLE   1,363,131 0 0
QUALCOMM Inc COM 747525103 426 5,713 SH   DFND 2 5,713 0 0
QUALITY SYSTEMS INC COM 747582104 249 15,950 SH   SOLE   15,950 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 255 13,575 SH   SOLE   13,575 0 0
QUANTA SERVICES INC COM 74762E102 1,449 51,050 SH   DFND 1 51,050 0 0
QUANTA SERVICES INC COM 74762E102 4,971 175,100 SH   SOLE   175,100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 228 3,400 SH   SOLE   3,400 0 0
Quest Diagnostics Inc COM 74834L100 14 200 SH   DFND 2 200 0 0
QUESTAR CORP COM 748356102 346 13,700 SH   SOLE   13,700 0 0
QUIKSILVER INC COM 74838C106 98 44,350 SH   SOLE   44,350 0 0
QUINSTREET INC COM 74874Q100 77 12,700 SH   SOLE   12,700 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 1,121 19,050 SH   DFND 1 19,050 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 1,937 32,900 SH   SOLE   32,900 0 0
RLI CORP COM 749607107 662 13,400 SH   SOLE   13,400 0 0
RLJ LODGING TRUST COM 74965L101 941 28,050 SH   DFND 1 28,050 0 0
RLJ LODGING TRUST COM 74965L101 3,387 101,024 SH   SOLE   101,024 0 0
RPM INTERNATIONAL INC COM 749685103 530 10,450 SH   SOLE   10,450 0 0
RPM International Inc COM 749685103 33 706 SH   DFND 2 706 0 0
RPM INTERNATIONAL INC NOTE 2.250% 749685AT0 5,853 5,000,000 SH   SOLE   5,000,000 0 0
RTI INTERNATIONAL METALS COM 74973W107 282 11,150 SH   SOLE   11,150 0 0
RACKSPACE HOSTING INC COM 750086100 3,146 67,200 SH   DFND 1 67,200 0 0
RACKSPACE HOSTING INC COM 750086100 3,529 75,400 SH   SOLE   75,400 0 0
RALPH LAUREN CORP CL A 751212101 3,466 18,721 SH   DFND 1 18,721 0 0
RALPH LAUREN CORP CL A 751212101 5,490 29,649 SH   SOLE   29,649 0 0
RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 729 38,898 SH   SOLE   38,898 0 0
RANGE RESOURCES CORP COM 75281A109 214 4,000 SH   SOLE   4,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 563 9,825 SH   SOLE   9,825 0 0
RAYONIER INC COM 754907103 665 23,806 SH   SOLE   23,806 0 0
Rayonier Inc Closed-end REIT 754907103 15 515 SH   DFND 2 290 0 225
RAYONIER TRS HOLDINGS IN NOTE 4.500% 8/1 75508AAC0 4,113 3,375,000 SH   SOLE   3,375,000 0 0
RAYONIER ADVANCED MATERIALS IN COM 75508B104 347 15,550 SH   SOLE   15,550 0 0
Rayonier Advanced Materials In COM 75508B104 4 171 SH   DFND 2 96 0 75
RAYTHEON CO COM NEW 755111507 795 7,350 SH   SOLE   7,350 0 0
Raytheon Co COM 755111507 60 550 SH   DFND 2 400 0 150
REALTY INCOME CORP COM 756109104 2,220 46,538 SH   SOLE   46,538 0 0
RED HAT INC COM 756577102 22,173 320,700 SH   DFND 1 320,700 0 0
RED HAT INC COM 756577102 22,045 318,850 SH   SOLE   318,850 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 1,540 20,010 SH   DFND 1 20,010 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 3,487 45,300 SH   SOLE   45,300 0 0
REGAL-BELOIT CORP COM 758750103 263 3,500 SH   SOLE   3,500 0 0
REGENCY CENTERS CORP COM 758849103 2,337 36,642 SH   SOLE   36,642 0 0
REGENERON PHARMACEUTICALS COM 75886F107 718 1,750 SH   SOLE   1,750 0 0
REGIS CORP COM 758932107 272 16,250 SH   SOLE   16,250 0 0
REGIONS FINANCIAL CORP COM 7591EP100 503 47,650 SH   DFND 1 47,650 0 0
REGIONS FINANCIAL CORP COM 7591EP100 692 65,577 SH   SOLE   65,577 0 0
REINSURANCE GROUP OF AMERICA COM NEW 759351604 473 5,400 SH   SOLE   5,400 0 0
RELIANCE STEEL & ALUMINUM COM 759509102 371 6,050 SH   SOLE   6,050 0 0
REPLIGEN CORP COM 759916109 224 11,300 SH   SOLE   11,300 0 0
REPUBLIC SERVICES INC COM 760759100 240 5,970 SH   SOLE   5,970 0 0
RESMED INC COM 761152107 614 10,950 SH   SOLE   10,950 0 0
RESOURCES CONNECTION INC COM 76122Q105 227 13,800 SH   SOLE   13,800 0 0
RESTORATION HARDWARE HOLDINGS COM 761283100 1,022 10,640 SH   DFND 1 10,640 0 0
RESTORATION HARDWARE HOLDINGS COM 761283100 2,057 21,420 SH   SOLE   21,420 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 972 57,880 SH   SOLE   57,880 0 0
RETAIL PROPERTIES OF AMERICA I CL A 76131V202 656 39,300 SH   SOLE   39,300 0 0
REX ENERGY CORP COM 761565100 1,030 201,892 SH   DFND 1 201,892 0 0
REX ENERGY CORP COM 761565100 1,787 350,310 SH   SOLE   350,310 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 272 17,300 SH   SOLE   17,300 0 0
REYNOLDS AMERICAN INC COM 761713106 469 7,300 SH   SOLE   7,300 0 0
Reynolds American Inc COM 761713106 54 821 SH   DFND 2 821 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 7,397 275,070 SH   DFND 1 275,070 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 11,188 416,082 SH   SOLE   416,082 0 0
RITE AID CORP COM 767754104 3,247 431,750 SH   DFND 1 431,750 0 0
RITE AID CORP COM 767754104 7,611 1,012,150 SH   SOLE   1,012,150 0 0
RIVERBED TECHNOLOGY INC COM 768573107 248 12,150 SH   SOLE   12,150 0 0
ROADRUNNER TRANSPORTATION SYST COM 76973Q105 236 10,100 SH   SOLE   10,100 0 0
ROBERT HALF INTL INC COM 770323103 9,576 164,025 SH   DFND 1 164,025 0 0
ROBERT HALF INTL INC COM 770323103 14,736 252,418 SH   SOLE   252,418 0 0
ROCK-TENN CO CL A 772739207 1,110 18,200 SH   DFND 1 18,200 0 0
ROCK-TENN CO CL A 772739207 4,476 73,400 SH   SOLE   73,400 0 0
ROCKWELL AUTOMATION INC/DE COM 773903109 361 3,250 SH   SOLE   3,250 0 0
Rockwell Automation Inc COM 773903109 88 803 SH   DFND 2 803 0 0
ROCKWELL COLLINS INC COM 774341101 266 3,150 SH   SOLE   3,150 0 0
Rockwell Collins Inc COM 774341101 87 1,011 SH   DFND 2 1,011 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 293 10,200 SH   SOLE   10,200 0 0
ROGERS CORP COM 775133101 538 6,600 SH   SOLE   6,600 0 0
ROPER INDUSTRIES INC COM 776696106 6,830 43,683 SH   DFND 1 43,683 0 0
ROPER INDUSTRIES INC COM 776696106 10,744 68,716 SH   SOLE   68,716 0 0
ROSETTA RESOURCES INC COM 777779307 2,999 134,440 SH   SOLE   134,440 0 0
ROSETTA RESOURCES INC COM 777779307 2,064 92,500 SH   DFND 1 92,500 0 0
ROSS STORES INC COM 778296103 7,925 84,079 SH   DFND 1 84,079 0 0
ROSS STORES INC COM 778296103 12,453 132,118 SH   SOLE   132,118 0 0
ROYAL BK OF SCOTLAND GRP PLC SP ADR PREF T 780097713 382 15,000 SH   DFND 1 15,000 0 0
ROYAL BK OF SCOTLAND GRP PLC SP ADR PREF T 780097713 204 8,000 SH   SOLE   8,000 0 0
Royal Dutch Shell PLC COM 780259206 15 227 SH   DFND 2 0 0 227
ROYAL GOLD INC COM 780287108 1,997 31,850 SH   DFND 1 31,850 0 0
ROYAL GOLD INC COM 780287108 6,982 111,350 SH   SOLE   111,350 0 0
ROYAL GOLD INC NOTE 2.875% 6/1 780287AA6 1,038 1,000,000 SH   SOLE   1,000,000 0 0
Royce & Associates LLC Closed-end Securities Fund 780915104 24 2,351 SH   DFND 2 2,351 0 0
RUBY TUESDAY INC COM 781182100 302 44,100 SH   DFND 1 44,100 0 0
RUBY TUESDAY INC COM 781182100 1,156 169,050 SH   SOLE   169,050 0 0
RUDOLPH TECHNOLOGIES, INC. COM 781270103 123 12,050 SH   SOLE   12,050 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 486 32,400 SH   SOLE   32,400 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 426 28,400 SH   DFND 1 28,400 0 0
RYLAND GROUP INC COM 783764103 642 16,650 SH   SOLE   16,650 0 0
RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 4,815 3,550,000 SH   SOLE   3,550,000 0 0
RYLAND GROUP INC NOTE 0.250% 783764AS2 3,723 4,000,000 SH   SOLE   4,000,000 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 248 4,700 SH   SOLE   4,700 0 0
S&T BANCORP INC COM 783859101 323 10,850 SH   SOLE   10,850 0 0
SBA COMMUNICATIONS CORP COM 78388J106 9,013 81,371 SH   SOLE   81,371 0 0
SBA COMMUNICATIONS CORP COM 78388J106 5,969 53,895 SH   DFND 1 53,895 0 0
SEI INVESTMENTS COMPANY COM 784117103 408 10,190 SH   SOLE   10,190 0 0
SL GREEN REALTY CORP COM 78440X101 4,989 41,915 SH   SOLE   41,915 0 0
SLM CORP COM 78442P106 336 33,000 SH   SOLE   33,000 0 0
SM ENERGY COMPANY COM 78454L100 2,838 73,568 SH   DFND 1 73,568 0 0
SM ENERGY COMPANY COM 78454L100 3,723 96,494 SH   SOLE   96,494 0 0
SM Energy Co COM 78454L100 102 2,818 SH   DFND 2 2,818 0 0
SPDR TR UNIT 78462F103 25,880 125,911 SH   DFND 1 125,911 0 0
SPDR TR UNIT 78462F103 84,193 409,618 SH   SOLE   409,618 0 0
State Street ETF/USA Exchange Traded Fund 78462F103 73,837 358,608 SH   DFND 2 347,196 0 11,412
SPX CORPORATION COM 784635104 276 3,210 SH   SOLE   3,210 0 0
SPS COMMERCE INC COM 78463M107 214 3,775 SH   DFND 1 3,775 0 0
SPS COMMERCE INC COM 78463M107 416 7,350 SH   SOLE   7,350 0 0
State Street ETF/USA Exchange Traded Fund 78463V107 11,982 103,345 SH   DFND 2 100,487 0 2,858
State Street ETF/USA Exchange Traded Fund 78463X202 59 1,661 SH   DFND 2 1,661 0 0
SSgA Funds Management Inc Exchange Traded Fund 78463X863 27 650 SH   DFND 2 650 0 0
State Street ETF/USA Exchange Traded Fund 78464A102 50 500 SH   DFND 2 500 0 0
State Street ETF/USA Exchange Traded Fund 78464A409 740 7,603 SH   DFND 2 7,513 0 90
SPDR BRC HGH YLD BD 78464A417 552 14,300 SH   DFND 1 14,300 0 0
State Street ETF/USA Exchange Traded Fund 78464A508 1,576 15,566 SH   DFND 2 15,566 0 0
State Street ETF/USA Exchange Traded Fund 78464A763 60 755 SH   DFND 2 755 0 0
SSgA Funds Management Inc Exchange Traded Fund 78467X109 7 40 SH   DFND 2 0 0 40
State Street ETF/USA Exchange Traded Fund 78467Y107 13 50 SH   DFND 2 50 0 0
SVB FINANCIAL GROUP COM 78486Q101 12,380 106,659 SH   DFND 1 106,659 0 0
SVB FINANCIAL GROUP COM 78486Q101 24,817 213,814 SH   SOLE   213,814 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,412 46,480 SH   SOLE   46,480 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 294 4,600 SH   SOLE   4,600 0 0
Safeway Inc COM 786514208 4 100 SH   DFND 2 100 0 0
SAGENT TECHNOLOGY, INC. COM 786692103 630 25,100 SH   DFND 1 25,100 0 0
SAGENT TECHNOLOGY, INC. COM 786692103 642 25,550 SH   SOLE   25,550 0 0
SAIA, INC. COM 78709Y105 1,831 33,070 SH   DFND 1 33,070 0 0
SAIA, INC. COM 78709Y105 4,156 75,070 SH   SOLE   75,070 0 0
ST JUDE MEDICAL INC COM 790849103 2,317 35,634 SH   SOLE   35,634 0 0
ST JUDE MEDICAL INC COM 790849103 572 8,800 SH   DFND 1 8,800 0 0
SALESFORCE.COM INC COM 79466L302 35,331 595,700 SH   DFND 1 595,700 0 0
SALESFORCE.COM INC COM 79466L302 75,813 1,278,250 SH   SOLE   1,278,250 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 569 4,950 SH   SOLE   4,950 0 0
SANDERSON FARMS INC COM 800013104 630 7,500 SH   SOLE   7,500 0 0
Sanderson Farms Inc COM 800013104 145 1,765 SH   DFND 2 1,765 0 0
SANDISK CORP COM 80004C101 514 5,250 SH   SOLE   5,250 0 0
SanDisk Corp COM 80004C101 23 235 SH   DFND 2 235 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 10,395 5,400,000 SH   SOLE   5,400,000 0 0
SANDISK CORP NOTE 0.500% 80004CAF8 10,193 8,450,000 SH   SOLE   8,450,000 0 0
SandRidge Energy Inc COM 80007P307 6 4,500 SH   DFND 2 4,500 0 0
SandRidge Mississippian Trust COM 80007T101 3 830 SH   DFND 2 830 0 0
SandRidge Mississippian Trust COM 80007V106 3 750 SH   DFND 2 750 0 0
Sandy Spring Bancorp Inc COM 800363103 27 1,062 SH   DFND 2 1,062 0 0
SANMINA CORP COM 801056102 665 28,250 SH   DFND 1 28,250 0 0
SANMINA CORP COM 801056102 2,913 123,800 SH   SOLE   123,800 0 0
SAUL CENTERS INC COM 804395101 374 6,538 SH   SOLE   6,538 0 0
SCANA CORP COM 80589M102 202 3,350 SH   SOLE   3,350 0 0
SCANSOURCE INC COM 806037107 420 10,450 SH   SOLE   10,450 0 0
HENRY SCHEIN INC COM 806407102 899 6,600 SH   SOLE   6,600 0 0
SCHLUMBERGER LTD COM 806857108 151,123 1,769,383 SH   SOLE   1,769,383 0 0
SCHLUMBERGER LTD COM 806857108 63,945 748,680 SH   DFND 1 748,680 0 0
Schlumberger Ltd COM 806857108 58 700 SH   DFND 2 700 0 0
SCHOLASTIC CORP COM 807066105 353 9,700 SH   SOLE   9,700 0 0
A SCHULMAN INC COM 808194104 430 10,600 SH   SOLE   10,600 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,158 38,350 SH   DFND 1 38,350 0 0
SCHWAB (CHARLES) CORP COM 808513105 1,619 53,625 SH   SOLE   53,625 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 472 11,150 SH   SOLE   11,150 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 380 29,850 SH   DFND 1 29,850 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,486 116,700 SH   SOLE   116,700 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 215 3,450 SH   SOLE   3,450 0 0
SCRIPPS CO (E.W.) CL A NEW 811054402 243 10,883 SH   SOLE   10,883 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 15,016 199,500 SH   SOLE   199,500 0 0
SCRIPPS NETWORKS INTERACTIVE CL A COM 811065101 15,129 201,000 SH   DFND 1 201,000 0 0
SEACOR HOLDINGS INC NOTE 3.000% 81170YAB5 3,207 3,500,000 SH   SOLE   3,500,000 0 0
SEACOR HOLDINGS INC COM 811904101 469 6,350 SH   SOLE   6,350 0 0
SEACOR HOLDINGS INC NOTE 2.500%12/1 811904AM3 5,844 5,500,000 SH   SOLE   5,500,000 0 0
SEALED AIR CORP COM 81211K100 1,050 24,750 SH   DFND 1 24,750 0 0
SEALED AIR CORP COM 81211K100 3,808 89,752 SH   SOLE   89,752 0 0
SPDR SBI MATERIALS 81369Y100 20,392 419,770 SH   SOLE   419,770 0 0
SPDR SBI MATERIALS 81369Y100 12,722 261,870 SH   DFND 1 261,870 0 0
State Street ETF/USA Exchange Traded Fund 81369Y308 180 3,630 SH   DFND 2 3,630 0 0
State Street ETF/USA Exchange Traded Fund 81369Y506 77 1,005 SH   DFND 2 1,005 0 0
SSgA Funds Management Inc Exchange Traded Fund 81369Y605 100 4,100 SH   DFND 2 3,520 0 580
SPDR SBI INT-UTILS 81369Y886 1,957 41,450 SH   DFND 1 41,450 0 0
SPDR SBI INT-UTILS 81369Y886 5,041 106,750 SH   SOLE   106,750 0 0
SELECT COMFORT CORP. COM 81616X103 1,166 43,150 SH   DFND 1 43,150 0 0
SELECT COMFORT CORP. COM 81616X103 4,402 162,850 SH   SOLE   162,850 0 0
SELECTIVE INSURANCE GROUP INC COM 816300107 556 20,450 SH   SOLE   20,450 0 0
SEMGROUP CORP CL A 81663A105 1,170 17,106 SH   DFND 1 17,106 0 0
SEMGROUP CORP CL A 81663A105 2,402 35,120 SH   SOLE   35,120 0 0
SEMPRA ENERGY COM 816851109 610 5,475 SH   SOLE   5,475 0 0
Sempra Energy COM 816851109 93 835 SH   DFND 2 835 0 0
SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1,137 51,422 SH   SOLE   51,422 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 228 3,780 SH   SOLE   3,780 0 0
SERVICE CORP INTERNATIONAL COM 817565104 370 16,300 SH   SOLE   16,300 0 0
SERVICENOW INC COM 81762P102 5,842 86,099 SH   DFND 1 86,099 0 0
SERVICENOW INC COM 81762P102 9,285 136,850 SH   SOLE   136,850 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 513 1,950 SH   SOLE   1,950 0 0
SHUTTERFLY INC COM 82568P304 281 6,739 SH   DFND 1 6,739 0 0
SHUTTERFLY INC COM 82568P304 555 13,320 SH   SOLE   13,320 0 0
SIGMA-ALDRICH COM 826552101 384 2,800 SH   SOLE   2,800 0 0
Sigma-Aldrich Corp COM 826552101 220 1,600 SH   DFND 2 1,600 0 0
SIGNATURE BANK COM 82669G104 491 3,900 SH   SOLE   3,900 0 0
SILGAN HOLDINGS INC COM 827048109 13,077 243,974 SH   DFND 1 243,974 0 0
SILGAN HOLDINGS INC COM 827048109 13,681 255,250 SH   SOLE   255,250 0 0
SILVER WHEATON CORP COM 828336107 2,298 113,016 SH   DFND 1 113,016 0 0
SILVER WHEATON CORP COM 828336107 4,949 243,455 SH   SOLE   243,455 0 0
SIMMONS FIRST NATIONAL CORP CL A $1 PAR 828730200 236 5,800 SH   SOLE   5,800 0 0
SIMON PROPERTY GROUP INC COM 828806109 2,923 16,050 SH   DFND 1 16,050 0 0
SIMON PROPERTY GROUP INC COM 828806109 22,227 122,051 SH   SOLE   122,051 0 0
SIMPSON MANUFACTURING CO. INC. COM 829073105 524 15,150 SH   SOLE   15,150 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 376 4,300 SH   SOLE   4,300 0 0
SKECHERS USA INC-CL A CL A 830566105 3,164 57,260 SH   SOLE   57,260 0 0
SKECHERS USA INC-CL A CL A 830566105 1,166 21,110 SH   DFND 1 21,110 0 0
SKYWEST INC COM 830879102 248 18,650 SH   SOLE   18,650 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 5,227 71,894 SH   DFND 1 71,894 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 7,257 99,812 SH   SOLE   99,812 0 0
SMITH (A.O.) CORP COM 831865209 333 5,900 SH   SOLE   5,900 0 0
JM SMUCKER COMPANY COM NEW 832696405 248 2,451 SH   SOLE   2,451 0 0
JM Smucker Co/The COM 832696405 81 800 SH   DFND 2 800 0 0
SNYDERS-LANCE INC COM 833551104 576 18,850 SH   SOLE   18,850 0 0
SOLAR CAPITAL LTD COM 83413U100 2,521 140,000 SH   DFND 1 140,000 0 0
SOLAR CAPITAL LTD COM 83413U100 1,675 93,000 SH   SOLE   93,000 0 0
SOLARWINDS INC COM 83416B109 257 5,150 SH   SOLE   5,150 0 0
SolarCity Corp COM 83416T100 2 30 SH   DFND 2 30 0 0
SOLERA HOLDINGS INC COM 83421A104 274 5,350 SH   SOLE   5,350 0 0
SONIC CORP COM 835451105 497 18,252 SH   SOLE   18,252 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 329 12,150 SH   SOLE   12,150 0 0
SONOCO PRODUCTS CO COM 835495102 284 6,500 SH   DFND 1 6,500 0 0
SONOCO PRODUCTS CO COM 835495102 1,297 29,680 SH   SOLE   29,680 0 0
SOTHEBY'S COM 835898107 208 4,820 SH   SOLE   4,820 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 722 12,250 SH   SOLE   12,250 0 0
SOUTHERN COMPANY COM 842587107 3,899 79,400 SH   SOLE   79,400 0 0
SOUTHERN COMPANY COM 842587107 857 17,450 SH   DFND 1 17,450 0 0
Southern Co/The COM 842587107 268 5,314 SH   DFND 2 3,014 0 2,300
SOUTHERN COPPER CORP COM 84265V105 1,651 58,550 SH   DFND 1 58,550 0 0
SOUTHERN COPPER CORP COM 84265V105 4,463 158,250 SH   SOLE   158,250 0 0
SOUTHWEST AIRLINES CO COM 844741108 53,224 1,257,659 SH   DFND 1 1,257,659 0 0
SOUTHWEST AIRLINES CO COM 844741108 68,229 1,612,205 SH   SOLE   1,612,205 0 0
Southwest Airlines Co COM 844741108 17 400 SH   DFND 2 400 0 0
SOUTHWEST GAS CORP COM 844895102 1,042 16,850 SH   SOLE   16,850 0 0
SOUTHWESTERN ENERGY CO COM 845467109 32,418 1,187,925 SH   SOLE   1,187,925 0 0
SOUTHWESTERN ENERGY CO COM 845467109 11,873 435,066 SH   DFND 1 435,066 0 0
SOVRAN SELF STORAGE INC COM 84610H108 442 5,066 SH   DFND 1 5,066 0 0
SOVRAN SELF STORAGE INC COM 84610H108 2,877 32,983 SH   SOLE   32,983 0 0
SPARTANNASH CO COM 847215100 358 13,700 SH   SOLE   13,700 0 0
Brooklyn Capital Management LLC Closed-end Fund 84741T104 25 1,594 SH   DFND 2 1,594 0 0
SPECTRA ENERGY CORP COM 847560109 576 15,854 SH   SOLE   15,854 0 0
Spectra Energy Corp COM 847560109 109 3,181 SH   DFND 2 2,587 0 594
SPECTRUM PHARMACEUTICALS INC COM 84763A108 261 37,650 SH   DFND 1 37,650 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,013 146,150 SH   SOLE   146,150 0 0
SPIRIT AEROSYSTEMS HOLDINGS COM CL A 848574109 336 7,800 SH   DFND 1 7,800 0 0
SPIRIT AEROSYSTEMS HOLDINGS COM CL A 848574109 1,128 26,200 SH   SOLE   26,200 0 0
SPIRIT AIRLINES INC COM 848577102 3,869 51,188 SH   DFND 1 51,188 0 0
SPIRIT AIRLINES INC COM 848577102 9,629 127,400 SH   SOLE   127,400 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 602 50,600 SH   DFND 1 50,600 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 1,671 140,559 SH   SOLE   140,559 0 0
Starburst I Inc COM 85207U105 1 130 SH   DFND 2 130 0 0
STAGE STORES, INC. COM NEW 85254C305 507 24,500 SH   DFND 1 24,500 0 0
STAGE STORES, INC. COM NEW 85254C305 587 28,350 SH   SOLE   28,350 0 0
STAG INDUSTRIAL INC COM 85254J102 715 29,200 SH   SOLE   29,200 0 0
STAMPS.COM COM NEW 852857200 257 5,350 SH   SOLE   5,350 0 0
STANCORP FINANCIAL GROUP INC COM 852891100 231 3,300 SH   SOLE   3,300 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 290 7,600 SH   SOLE   7,600 0 0
STANDARD PACIFIC CORP COM 85375C101 398 54,650 SH   SOLE   54,650 0 0
STANDARD PACIFIC CORP NOTE 1.250% 85375CBC4 4,730 4,200,000 SH   SOLE   4,200,000 0 0
STANDEX INTERNATIONAL CORP COM 854231107 359 4,650 SH   SOLE   4,650 0 0
STANLEY BLACK & DECKER COM 854502101 356 3,700 SH   SOLE   3,700 0 0
STANLEY BLACK & DECKER UNIT 854502309 20,720 149,000 SH   SOLE   149,000 0 0
STANLEY BLACK & DECKER UNIT 854502804 704 6,000 SH   SOLE   6,000 0 0
STAPLES INC COM 855030102 276 15,225 SH   SOLE   15,225 0 0
STARBUCKS CORP COM 855244109 59,248 722,100 SH   DFND 1 722,100 0 0
STARBUCKS CORP COM 855244109 94,989 1,157,700 SH   SOLE   1,157,700 0 0
Starbucks Corp COM 855244109 25 300 SH   DFND 2 300 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.550% 85571BAA3 9,474 8,875,000 SH   SOLE   8,875,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 4.000% 1/1 85571BAB1 8,172 7,375,000 SH   SOLE   7,375,000 0 0
STARWOOD PROPERTY TRUST INC NOTE 3.750%10/1 85571BAC9 2,040 2,000,000 SH   SOLE   2,000,000 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 6,658 82,129 SH   DFND 1 82,129 0 0
STARWOOD HOTELS & RESORTS COM 85590A401 10,888 134,298 SH   SOLE   134,298 0 0
STATE STREET CORP COM 857477103 777 9,900 SH   SOLE   9,900 0 0
STEEL DYNAMICS INC COM 858119100 19,438 984,700 SH   DFND 1 984,700 0 0
STEEL DYNAMICS INC COM 858119100 19,704 998,200 SH   SOLE   998,200 0 0
STEIN MART, INC. COM 858375108 150 10,250 SH   SOLE   10,250 0 0
STEPAN CO COM 858586100 279 6,950 SH   SOLE   6,950 0 0
Stepan Co COM 858586100 4 110 SH   DFND 2 110 0 0
STERICYCLE INC COM 858912108 10,500 80,107 SH   DFND 1 80,107 0 0
STERICYCLE INC COM 858912108 16,226 123,790 SH   SOLE   123,790 0 0
STERIS CORP COM 859152100 302 4,650 SH   SOLE   4,650 0 0
STERIS Corp COM 859152100 27 400 SH   DFND 2 400 0 0
STERLING BANCORP/DE COM 85917A100 439 30,549 SH   SOLE   30,549 0 0
STEWART INFORMATION SVCS CORP COM 860372101 298 8,050 SH   SOLE   8,050 0 0
STIFEL FINANCIAL CORP COM 860630102 1,219 23,900 SH   SOLE   23,900 0 0
Stifel Financial Corp COM 860630102 728 14,698 SH   DFND 2 14,698 0 0
STILLWATER MINING CO COM 86074Q102 648 43,950 SH   SOLE   43,950 0 0
STILLWATER MINING CO NOTE 1.750%10/1 86074QAL6 8,401 6,775,000 SH   SOLE   6,775,000 0 0
STMicroelectronics NV COM 861012102 3 360 SH   DFND 2 360 0 0
STONE ENERGY CORP COM 861642106 343 20,300 SH   SOLE   20,300 0 0
STONE ENERGY CORP NOTE 1.750% 861642AN6 1,749 2,000,000 SH   SOLE   2,000,000 0 0
STRATEGIC GLOBAL INVTS INC COM 862720109 0 11,000 SH   DFND 2 11,000 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 1,247 94,274 SH   SOLE   94,274 0 0
STRAYER EDUCATION, INC. COM 863236105 293 3,950 SH   SOLE   3,950 0 0
STRYKER CORP COM 863667101 665 7,050 SH   SOLE   7,050 0 0
Stryker Corp COM 863667101 278 2,900 SH   DFND 2 2,900 0 0
STURM, RUGER & CO., INC. COM 864159108 244 7,050 SH   SOLE   7,050 0 0
Sturm Ruger & Co Inc COM 864159108 20 535 SH   DFND 2 535 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,802 225,276 SH   DFND 1 225,276 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 5,489 441,201 SH   SOLE   441,201 0 0
SUN COMMUNITIES COM 866674104 892 14,756 SH   SOLE   14,756 0 0
Sun Life Financial Inc COM 866796105 10 285 SH   DFND 2 285 0 0
SUNCOR ENERGY INC COM 867224107 7,217 227,100 SH   DFND 1 227,100 0 0
SUNCOR ENERGY INC COM 867224107 24,765 779,250 SH   SOLE   779,250 0 0
SUNCOKE ENERGY INC COM 86722A103 464 23,977 SH   SOLE   23,977 0 0
SUNEDISON INC COM 86732Y109 387 19,850 SH   SOLE   19,850 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 311 18,850 SH   DFND 1 18,850 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 2,358 142,845 SH   SOLE   142,845 0 0
SUNTRUST BANKS INC COM 867914103 520 12,400 SH   SOLE   12,400 0 0
SUPER MICRO COMPUTER INC COM 86800U104 439 12,600 SH   SOLE   12,600 0 0
SUPERIOR ENERGY SERVICES COM 868157108 4,376 217,160 SH   SOLE   217,160 0 0
SUPERIOR ENERGY SERVICES COM 868157108 3,444 170,930 SH   DFND 1 170,930 0 0
SUPERVALU INC COM 868536103 156 16,100 SH   SOLE   16,100 0 0
SUSQUEHANNA BANCSHARES INC. COM 869099101 884 65,850 SH   SOLE   65,850 0 0
ELEMENTS ETNs/Swedish Export C Exchange Traded Fund 870297306 5 1,413 SH   DFND 2 1,413 0 0
SWIFT ENERGY CO COM 870738101 63 15,600 SH   SOLE   15,600 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 1,641 57,311 SH   DFND 1 57,311 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 3,311 115,656 SH   SOLE   115,656 0 0
SYKES ENTERPRISES INC. COM 871237103 332 14,150 SH   SOLE   14,150 0 0
SYMANTEC CORP COM 871503108 900 35,100 SH   DFND 1 35,100 0 0
SYMANTEC CORP COM 871503108 3,412 132,984 SH   SOLE   132,984 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 544 13,000 SH   SOLE   13,000 0 0
SYNAPTICS INC COM 87157D109 625 9,075 SH   DFND 1 9,075 0 0
SYNAPTICS INC COM 87157D109 2,173 31,560 SH   SOLE   31,560 0 0
SYNOPSYS INC COM 871607107 2,316 53,289 SH   DFND 1 53,289 0 0
SYNOPSYS INC COM 871607107 4,002 92,069 SH   SOLE   92,069 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 10,834 399,940 SH   DFND 1 399,940 0 0
SYNOVUS FINANCIAL CORP COM NEW 87161C501 15,468 571,000 SH   SOLE   571,000 0 0
SYNNEX CORP COM 87162W100 789 10,100 SH   SOLE   10,100 0 0
SYNERGY RESOURCES CORP COM 87164P103 310 24,700 SH   SOLE   24,700 0 0
SYSCO CORP COM 871829107 552 13,900 SH   SOLE   13,900 0 0
Sysco Corp COM 871829107 49 1,200 SH   DFND 2 1,200 0 0
TCF FINANCIAL CORP COM 872275102 208 13,070 SH   SOLE   13,070 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 6,353 177,556 SH   DFND 1 177,556 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 9,532 266,409 SH   SOLE   266,409 0 0
TECO Energy Inc COM 872375100 10 500 SH   DFND 2 0 0 500
TJX COMPANIES INC COM 872540109 1,118 16,300 SH   SOLE   16,300 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 8,207 79,800 SH   SOLE   79,800 0 0
TTM TECHNOLOGIES COM 87305R109 146 19,400 SH   SOLE   19,400 0 0
TTM TECHNOLOGIES NOTE 1.750%12/1 87305RAD1 3,983 4,125,000 SH   SOLE   4,125,000 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 2,179 77,750 SH   SOLE   77,750 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 397 14,150 SH   DFND 1 14,150 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 360 9,728 SH   DFND 1 9,728 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 1,678 45,392 SH   SOLE   45,392 0 0
TANGOE INC COM 87582Y108 172 13,200 SH   SOLE   13,200 0 0
TARGET CORPORATION COM 87612E106 1,146 15,100 SH   SOLE   15,100 0 0
TASER INTERNATIONAL INC COM 87651B104 506 19,100 SH   SOLE   19,100 0 0
TAUBMAN CENTERS INC COM 876664103 217 2,835 SH   DFND 1 2,835 0 0
TAUBMAN CENTERS INC COM 876664103 2,412 31,562 SH   SOLE   31,562 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 10,013 174,041 SH   SOLE   174,041 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 5,897 102,510 SH   DFND 1 102,510 0 0
TECK RESOURCES LIMITED CL B 878742204 3,095 226,900 SH   SOLE   226,900 0 0
TECK RESOURCES LIMITED CL B 878742204 900 65,950 SH   DFND 1 65,950 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,366 13,300 SH   SOLE   13,300 0 0
TELEFLEX INC COM 879369106 19,427 169,199 SH   DFND 1 169,199 0 0
TELEFLEX INC COM 879369106 30,106 262,202 SH   SOLE   262,202 0 0
TELEFLEX INC NOTE 3.875% 879369AA4 9,406 5,000,000 SH   SOLE   5,000,000 0 0
Franklin Advisers Inc Closed-end Fund 880192109 1,059 95,280 SH   DFND 2 85,665 0 9,615
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,473 204,813 SH   DFND 1 204,813 0 0
TEMPLETON GLOBAL INCOME FUND COM 880198106 1,022 142,204 SH   SOLE   142,204 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 258 4,700 SH   SOLE   4,700 0 0
TENNANT CO COM 880345103 7,516 104,149 SH   DFND 1 104,149 0 0
TENNANT CO COM 880345103 10,992 152,311 SH   SOLE   152,311 0 0
TENNECO INC COM 880349105 1,750 30,911 SH   DFND 1 30,911 0 0
TENNECO INC COM 880349105 3,594 63,480 SH   SOLE   63,480 0 0
TERADATA CORP COM 88076W103 26,859 614,900 SH   DFND 1 614,900 0 0
TERADATA CORP COM 88076W103 40,390 924,680 SH   SOLE   924,680 0 0
TERADYNE INC COM 880770102 16,134 815,272 SH   DFND 1 815,272 0 0
TERADYNE INC COM 880770102 16,153 816,212 SH   SOLE   816,212 0 0
TEREX CORP COM 880779103 237 8,500 SH   SOLE   8,500 0 0
TERRENO REALTY CORP COM 88146M101 7,379 357,665 SH   SOLE   357,665 0 0
TERRENO REALTY CORP COM 88146M101 4,531 219,648 SH   DFND 1 219,648 0 0
TESCO CORP COM 88157K101 167 13,000 SH   SOLE   13,000 0 0
TESORO CORP COM 881609101 223 3,000 SH   SOLE   3,000 0 0
Tesla Motors Inc COM 88160R101 3 15 SH   DFND 2 15 0 0
Teva Pharmaceutical Industries COM 881624209 27 470 SH   DFND 2 70 0 400
TETRA TECHNOLOGIES, INC. COM 88162F105 190 28,400 SH   SOLE   28,400 0 0
TETRA TECH INC COM 88162G103 608 22,756 SH   SOLE   22,756 0 0
TEVA PHARMACEUT FIN II LLC DBCV 0.250% 88163VAE9 20,569 15,000,000 SH   SOLE   15,000,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 608 17,000 SH   SOLE   17,000 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,438 44,880 SH   DFND 1 44,880 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 4,290 78,960 SH   SOLE   78,960 0 0
TEXAS INSTRUMENTS INC COM 882508104 40,860 764,240 SH   SOLE   764,240 0 0
TEXAS INSTRUMENTS INC COM 882508104 17,149 320,750 SH   DFND 1 320,750 0 0
Texas Instruments Inc COM 882508104 67 1,260 SH   DFND 2 960 0 300
TEXAS ROADHOUSE INC COM 882681109 765 22,650 SH   SOLE   22,650 0 0
TEXTRON INC COM 883203101 276 6,550 SH   SOLE   6,550 0 0
TEXTURA CORP COM 883211104 2,972 104,400 SH   DFND 1 104,400 0 0
TEXTURA CORP COM 883211104 4,181 146,840 SH   SOLE   146,840 0 0
THERMO FISHER SCIENTIFIC COM 883556102 2,261 18,050 SH   SOLE   18,050 0 0
THERMO FISHER SCIENTIFIC COM 883556102 326 2,600 SH   DFND 1 2,600 0 0
THOR INDUSTRIES INC COM 885160101 201 3,600 SH   SOLE   3,600 0 0
3D SYSTEMS CORP COM NEW 88554D205 268 8,150 SH   SOLE   8,150 0 0
3M CO COM 88579Y101 2,506 15,250 SH   SOLE   15,250 0 0
3M Co COM 88579Y101 274 1,675 SH   DFND 2 1,675 0 0
Tidewater Inc COM 886423102 6 200 SH   DFND 2 200 0 0
TIFFANY & CO COM 886547108 283 2,650 SH   SOLE   2,650 0 0
TIME INC COM 887228104 209 8,500 SH   SOLE   8,500 0 0
TIME WARNER INC COM NEW 887317303 1,700 19,900 SH   SOLE   19,900 0 0
TIME WARNER CABLE INC COM 88732J207 18,858 124,020 SH   DFND 1 124,020 0 0
TIME WARNER CABLE INC COM 88732J207 43,872 288,519 SH   SOLE   288,519 0 0
TIMKEN CO COM 887389104 250 5,850 SH   SOLE   5,850 0 0
TITAN INTERNATIONAL INC COM 88830M102 206 19,400 SH   SOLE   19,400 0 0
TOLL BROTHERS INC COM 889478103 19,527 569,795 SH   SOLE   569,795 0 0
TOLL BROTHERS INC COM 889478103 17,439 508,872 SH   DFND 1 508,872 0 0
TOLL BROS FINANCE CORP NOTE 0.500% 88947EAM2 4,459 4,350,000 SH   SOLE   4,350,000 0 0
TOMPKINS FINANCIAL CORP COM 890110109 237 4,290 SH   SOLE   4,290 0 0
TORO CO COM 891092108 1,295 20,300 SH   SOLE   20,300 0 0
Toronto-Dominion Bank/The COM 891160509 48 1,074 SH   DFND 2 0 0 1,074
Tortoise Capital Advisors LLC Closed-end Fund 89147L100 44 1,042 SH   DFND 2 1,042 0 0
TOTAL SA SPONSORED ADR 89151E109 45,399 886,700 SH   DFND 1 886,700 0 0
TOTAL SA SPONSORED ADR 89151E109 93,071 1,817,790 SH   SOLE   1,817,790 0 0
TOWER INTERNATIONAL INC COM 891826109 328 12,850 SH   DFND 1 12,850 0 0
TOWER INTERNATIONAL INC COM 891826109 1,092 42,750 SH   SOLE   42,750 0 0
TOWERS WATSON & CO-CL A CL A 891894107 622 5,500 SH   SOLE   5,500 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 1,307 38,500 SH   DFND 1 38,500 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 4,483 132,000 SH   SOLE   132,000 0 0
TRACTOR SUPPLY CO COM 892356106 3,913 49,650 SH   DFND 1 49,650 0 0
TRACTOR SUPPLY CO COM 892356106 6,143 77,934 SH   SOLE   77,934 0 0
TRAVELERS COMPANIES INC COM 89417E109 834 7,881 SH   SOLE   7,881 0 0
TREDEGAR CORP COM 894650100 210 9,350 SH   SOLE   9,350 0 0
TREEHOUSE FOODS INC COM 89469A104 13,205 154,390 SH   DFND 1 154,390 0 0
TREEHOUSE FOODS INC COM 89469A104 17,433 203,820 SH   SOLE   203,820 0 0
TRIMBLE NAVIGATION LTD COM 896239100 537 20,250 SH   SOLE   20,250 0 0
TRINITY INDUSTRIES INC COM 896522109 340 12,140 SH   SOLE   12,140 0 0
TRIUMPH GROUP INC COM 896818101 269 4,000 SH   SOLE   4,000 0 0
TRUEBLUE INC COM 89785X101 340 15,300 SH   SOLE   15,300 0 0
TRUSTCO BANK CORP NY COM 898349105 250 34,382 SH   SOLE   34,382 0 0
TUESDAY MORNING CORP. COM NEW 899035505 12,270 565,447 SH   DFND 1 565,447 0 0
TUESDAY MORNING CORP. COM NEW 899035505 18,274 842,113 SH   SOLE   842,113 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 246 3,900 SH   SOLE   3,900 0 0
21ST CENTURY FOX INC CL A 90130A101 1,690 44,000 SH   SOLE   44,000 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 2,332 232,750 SH   SOLE   232,750 0 0
TWO HARBORS INVESTMENT CORP COM 90187B101 3,598 359,100 SH   DFND 1 359,100 0 0
II-VI INC COM 902104108 258 18,900 SH   SOLE   18,900 0 0
TYLER TECHNOLOGIES INC COM 902252105 631 5,770 SH   DFND 1 5,770 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,516 13,850 SH   SOLE   13,850 0 0
TYSON FOODS INC CL A 902494103 2,393 59,700 SH   DFND 1 59,700 0 0
TYSON FOODS INC CL A 902494103 5,109 127,450 SH   SOLE   127,450 0 0
ETRACS ETNs/USA Exchange Traded Fund 902641588 182 7,855 SH   DFND 2 6,700 0 1,155
UDR INC COM 902653104 2,952 95,782 SH   SOLE   95,782 0 0
UGI CORP COM 902681105 513 13,500 SH   SOLE   13,500 0 0
UIL HOLDINGS CORP COM 902748102 893 20,516 SH   SOLE   20,516 0 0
UMB FINANCIAL CORP COM 902788108 788 13,850 SH   SOLE   13,850 0 0
US BANCORP COM NEW 902973304 1,621 36,053 SH   DFND 1 36,053 0 0
US BANCORP COM NEW 902973304 3,021 67,197 SH   SOLE   67,197 0 0
US Bancorp/MN COM 902973304 127 2,903 SH   DFND 2 2,733 0 170
US SILICA HOLDINGS INC COM 90346E103 1,442 56,150 SH   DFND 1 56,150 0 0
US SILICA HOLDINGS INC COM 90346E103 3,548 138,110 SH   SOLE   138,110 0 0
UBIQUITI NETWORKS INC COM 90347A100 15,030 507,095 SH   DFND 1 507,095 0 0
UBIQUITI NETWORKS INC COM 90347A100 17,080 576,265 SH   SOLE   576,265 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 4,166 32,591 SH   DFND 1 32,591 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 9,537 74,604 SH   SOLE   74,604 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,601 24,530 SH   DFND 1 24,530 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 7,005 47,711 SH   SOLE   47,711 0 0
ULTRATECH INC COM 904034105 191 10,300 SH   SOLE   10,300 0 0
UMPQUA HOLDINGS CORP COM 904214103 291 17,100 SH   SOLE   17,100 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 3,794 55,879 SH   DFND 1 55,879 0 0
UNDER ARMOUR INC - CLASS A CL A 904311107 6,007 88,465 SH   SOLE   88,465 0 0
UNIFIRST CORP/MA COM 904708104 686 5,650 SH   SOLE   5,650 0 0
UNION PACIFIC CORP COM 907818108 72,741 610,600 SH   DFND 1 610,600 0 0
UNION PACIFIC CORP COM 907818108 120,738 1,013,500 SH   SOLE   1,013,500 0 0
Union Pacific Corp COM 907818108 46 391 SH   DFND 2 391 0 0
UNISYS CORP COM NEW 909214306 1,184 40,150 SH   SOLE   40,150 0 0
UNISYS CORP COM NEW 909214306 354 12,000 SH   DFND 1 12,000 0 0
Unit Corp COM 909218109 9 310 SH   DFND 2 310 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 316 16,675 SH   SOLE   16,675 0 0
UNITED BANKSHARES NC COM 909907107 867 23,150 SH   SOLE   23,150 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 1,749 26,150 SH   DFND 1 26,150 0 0
UNITED CONTINENTAL HOLDINGS COM 910047109 5,809 86,850 SH   SOLE   86,850 0 0
UNITED FIRE GROUP INC COM 910340108 227 7,650 SH   SOLE   7,650 0 0
UNITED INDPT SCH DIST TEX GO 910678XA4 11 10,000 SH   DFND 2 10,000 0 0
UNITED NATURAL FOODS INC COM 911163103 8,083 104,539 SH   DFND 1 104,539 0 0
UNITED NATURAL FOODS INC COM 911163103 13,785 178,277 SH   SOLE   178,277 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,840 16,550 SH   SOLE   16,550 0 0
United Parcel Service Inc COM 911312106 317 2,875 SH   DFND 2 2,875 0 0
UNITED RENTALS INC COM 911363109 7,569 74,200 SH   DFND 1 74,200 0 0
UNITED RENTALS INC COM 911363109 11,671 114,406 SH   SOLE   114,406 0 0
US STEEL CORP COM 912909108 304 11,350 SH   SOLE   11,350 0 0
US STEEL CORP NOTE 2.750% 912909AH1 6,238 5,000,000 SH   SOLE   5,000,000 0 0
UNITED STATIONERS INC COM 913004107 597 14,150 SH   SOLE   14,150 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,566 39,700 SH   SOLE   39,700 0 0
UNITED TECHNOLOGIES CORP COM 913017109 673 5,850 SH   DFND 1 5,850 0 0
United Technologies Corp COM 913017109 239 2,087 SH   DFND 2 1,987 0 100
UNITED TECHNOLOGIES CORP UNIT 913017117 983 16,000 SH   SOLE   16,000 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 479 3,700 SH   SOLE   3,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 21,852 216,165 SH   DFND 1 216,165 0 0
UNITEDHEALTH GROUP INC COM 91324P102 57,990 573,644 SH   SOLE   573,644 0 0
UnitedHealth Group Inc COM 91324P102 8 75 SH   DFND 2 75 0 0
UNIVERSAL CORP COM 913456109 372 8,450 SH   SOLE   8,450 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 374 5,750 SH   SOLE   5,750 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 388 7,300 SH   SOLE   7,300 0 0
UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 286 5,950 SH   SOLE   5,950 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 218 10,650 SH   SOLE   10,650 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 23,061 207,267 SH   SOLE   207,267 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 22,339 200,785 SH   DFND 1 200,785 0 0
UNIVERSITY UTAH UNIV REVS GEN REV REF BDS 915183TK3 12 10,000 SH   DFND 2 10,000 0 0
Univest Corp of Pennsylvania COM 915271100 141 7,000 SH   DFND 2 7,000 0 0
UNUM GROUP COM 91529Y106 2,534 72,650 SH   DFND 1 72,650 0 0
UNUM GROUP COM 91529Y106 8,632 247,474 SH   SOLE   247,474 0 0
URSTADT BIDDLE PROPERTIES CL A 917286205 417 19,050 SH   SOLE   19,050 0 0
US ECOLOGY INC COM 91732J102 315 7,850 SH   SOLE   7,850 0 0
VCA INC COM 918194101 322 6,600 SH   SOLE   6,600 0 0
VF CORPORATION COM 918204108 9,129 121,888 SH   SOLE   121,888 0 0
VF CORPORATION COM 918204108 5,666 75,650 SH   DFND 1 75,650 0 0
VAIL RESORTS INC COM 91879Q109 1,717 18,841 SH   DFND 1 18,841 0 0
VAIL RESORTS INC COM 91879Q109 3,457 37,930 SH   SOLE   37,930 0 0
Vale SA COM 91912E105 2 200 SH   DFND 2 200 0 0
VALERO ENERGY CORP COM 91913Y100 614 12,400 SH   SOLE   12,400 0 0
Valero Energy Corp COM 91913Y100 20 400 SH   DFND 2 400 0 0
VALLEY NATIONAL BANCORP COM 919794107 167 17,234 SH   SOLE   17,234 0 0
VALMOUNT INDUSTRIES INC COM 920253101 248 1,950 SH   SOLE   1,950 0 0
VALSPAR CORP COM 920355104 520 6,010 SH   SOLE   6,010 0 0
Vanguard ETF/USA Exchange Traded Fund 921910816 4 50 SH   DFND 2 50 0 0
Vanguard Group Inc/The Exchange Traded Fund 921937819 25 288 SH   DFND 2 288 0 0
Vanguard ETF/USA Exchange Traded Fund 921937827 499 6,230 SH   DFND 2 6,230 0 0
VANGUARD FTSE DEV MKT ETF 921943858 3,987 105,250 SH   SOLE   105,250 0 0
Vanguard ETF/USA Exchange Traded Fund 921943858 29,375 785,648 SH   DFND 2 761,496 0 24,152
VANGUARD FTSE DEVELOPED MARKET 921943858 101,803 2,687,509 SH   DFND 2 2,687,509 0 0
VANGUARD HIGH DIV YLD 921946406 1,719 25,000 SH   SOLE   25,000 0 0
Vanguard ETF/USA Exchange Traded Fund 922042858 455 11,280 SH   DFND 2 11,280 0 0
Vanguard ETF/USA Exchange Traded Fund 92204A504 25 195 SH   DFND 2 195 0 0
VANGUARD SHRT TRM CORP BD 92206C409 1,620 20,345 SH   DFND 1 20,345 0 0
VANGUARD SHRT TRM CORP BD 92206C409 2,230 28,000 SH   SOLE   28,000 0 0
VANTIV INC - CL A CL A 92210H105 1,001 29,500 SH   DFND 1 29,500 0 0
VANTIV INC - CL A CL A 92210H105 3,331 98,200 SH   SOLE   98,200 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 208 2,400 SH   SOLE   2,400 0 0
Varian Medical Systems Inc COM 92220P105 10 110 SH   DFND 2 110 0 0
VASCO DATA SECURITY INTL COM 92230Y104 303 10,750 SH   SOLE   10,750 0 0
VECTREN CORP COM 92240G101 439 9,500 SH   DFND 1 9,500 0 0
VECTREN CORP COM 92240G101 1,766 38,190 SH   SOLE   38,190 0 0
VEECO INSTRUMENTS INC COM 922417100 509 14,600 SH   SOLE   14,600 0 0
VENTAS INC COM 92276F100 1,348 18,800 SH   DFND 1 18,800 0 0
VENTAS INC COM 92276F100 7,032 98,080 SH   SOLE   98,080 0 0
Vanguard ETF/USA Exchange Traded Fund 922908553 12,344 145,075 SH   DFND 2 140,900 0 4,175
Vanguard ETF/USA Exchange Traded Fund 922908595 43 341 SH   DFND 2 341 0 0
Vanguard ETF/USA Exchange Traded Fund 922908611 25 242 SH   DFND 2 242 0 0
Vanguard Group Inc/The Exchange Traded Fund 922908629 6 46 SH   DFND 2 46 0 0
Vanguard ETF/USA Exchange Traded Fund 922908736 474 4,538 SH   DFND 2 4,538 0 0
Vanguard ETF/USA Exchange Traded Fund 922908744 489 5,779 SH   DFND 2 5,779 0 0
Vanguard ETF/USA Exchange Traded Fund 922908751 507 4,363 SH   DFND 2 4,245 0 118
VANGUARD INDEX FDS VANGUARD SMALL CAP 922908751 8,194 70,242 SH   DFND 2 70,242 0 0
Vanguard ETF/USA Exchange Traded Fund 922908769 23,450 220,911 SH   DFND 2 214,851 0 6,060
VERIFONE SYSTEMS INC COM 92342Y109 4,940 132,785 SH   SOLE   132,785 0 0
VERIFONE SYSTEMS INC COM 92342Y109 3,032 81,515 SH   DFND 1 81,515 0 0
VERIZON COMMUNICATIONS COM 92343V104 17,260 368,971 SH   DFND 1 368,971 0 0
VERIZON COMMUNICATIONS COM 92343V104 43,607 932,162 SH   SOLE   932,162 0 0
Verizon Communications Inc COM 92343V104 649 13,753 SH   DFND 2 12,503 0 1,250
VERINT SYSTEMS INC NOTE 1.500% 92343XAA8 6,652 6,000,000 SH   SOLE   6,000,000 0 0
Vermilion Energy Inc COM 923725105 4 100 SH   DFND 2 100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 45,769 385,257 SH   DFND 1 385,257 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 95,396 802,994 SH   SOLE   802,994 0 0
VIASAT INC COM 92552V100 980 15,550 SH   SOLE   15,550 0 0
VIACOM INC CL B 92553P201 660 8,772 SH   SOLE   8,772 0 0
Viacom Inc COM 92553P201 7 100 SH   DFND 2 100 0 0
VIRGINIA ST PUB BLDG AUTH PUB FACS REV 928172YY5 11 10,000 SH   DFND 2 10,000 0 0
VISA INC COM CL A 92826C839 27,125 103,450 SH   DFND 1 103,450 0 0
VISA INC COM CL A 92826C839 78,647 299,950 SH   SOLE   299,950 0 0
VIRTUSA CORP COM 92827P102 12,984 311,602 SH   DFND 1 311,602 0 0
VIRTUSA CORP COM 92827P102 20,218 485,197 SH   SOLE   485,197 0 0
VIRTUS INVESTMENT PARTNERS INC COM 92828Q109 435 2,550 SH   SOLE   2,550 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 590 41,700 SH   DFND 1 41,700 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 554 39,170 SH   SOLE   39,170 0 0
VITAMIN SHOPPE INC COM 92849E101 544 11,200 SH   SOLE   11,200 0 0
VMWARE INC CL A COM 928563402 26,163 317,050 SH   DFND 1 317,050 0 0
VMWARE INC CL A COM 928563402 54,303 658,055 SH   SOLE   658,055 0 0
Vodafone Group PLC COM 92857W308 20 585 SH   DFND 2 585 0 0
VONAGE HOLDINGS CORP COM 92886T201 774 203,100 SH   DFND 1 203,100 0 0
VONAGE HOLDINGS CORP COM 92886T201 1,285 337,400 SH   SOLE   337,400 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 1,595 13,550 SH   DFND 1 13,550 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 7,812 66,368 SH   SOLE   66,368 0 0
VULCAN MATERIALS CO COM 929160109 805 12,250 SH   DFND 1 12,250 0 0
VULCAN MATERIALS CO COM 929160109 2,955 44,950 SH   SOLE   44,950 0 0
W&T Offshore Inc COM 92922P106 1 140 SH   DFND 2 140 0 0
WD-40 CO COM 929236107 427 5,020 SH   SOLE   5,020 0 0
WGL HOLDINGS INC COM 92924F106 214 3,910 SH   SOLE   3,910 0 0
WABCO HOLDINGS INC COM 92927K102 14,355 137,000 SH   DFND 1 137,000 0 0
WABCO HOLDINGS INC COM 92927K102 14,900 142,200 SH   SOLE   142,200 0 0
WP CAREY INC COM 92936U109 1,059 15,100 SH   SOLE   15,100 0 0
WABTEC CORP COM 929740108 652 7,500 SH   SOLE   7,500 0 0
WADDELL & REED FINANCIAL INC CL A 930059100 326 6,540 SH   SOLE   6,540 0 0
WAGEWORKS INC COM 930427109 367 5,677 SH   DFND 1 5,677 0 0
WAGEWORKS INC COM 930427109 1,480 22,920 SH   SOLE   22,920 0 0
WAL-MART STORES INC COM 931142103 24,590 286,326 SH   DFND 1 286,326 0 0
WAL-MART STORES INC COM 931142103 49,244 573,408 SH   SOLE   573,408 0 0
Wal-Mart Stores Inc COM 931142103 304 3,362 SH   DFND 2 3,362 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,570 20,600 SH   SOLE   20,600 0 0
WASHINGTON REIT SH BEN INT 939653101 440 15,915 SH   SOLE   15,915 0 0
WASHINGTON ST MOTOR VHCLE FUEL TAX GO 93974CKX7 11 10,000 SH   DFND 2 10,000 0 0
WASTE CONNECTIONS INC COM 941053100 424 9,650 SH   SOLE   9,650 0 0
WASTE MANAGEMENT INC COM 94106L109 518 10,099 SH   SOLE   10,099 0 0
WATERS CORP COM 941848103 15,217 135,000 SH   DFND 1 135,000 0 0
WATERS CORP COM 941848103 15,860 140,700 SH   SOLE   140,700 0 0
WATSCO INC. COM 942622200 3,184 29,760 SH   SOLE   29,760 0 0
WATSCO INC. COM 942622200 1,466 13,703 SH   DFND 1 13,703 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 2,684 42,300 SH   SOLE   42,300 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,003 15,817 SH   DFND 1 15,817 0 0
WAUSAU PAPER CORP COM 943315101 206 18,150 SH   SOLE   18,150 0 0
WEBMD HEALTH CORP- CLASS A COM 94770V102 435 11,000 SH   DFND 1 11,000 0 0
WEBMD HEALTH CORP- CLASS A COM 94770V102 1,455 36,800 SH   SOLE   36,800 0 0
WEBSTER FINANCIAL CORP COM 947890109 230 7,080 SH   SOLE   7,080 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,486 42,542 SH   SOLE   42,542 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 283 3,450 SH   SOLE   3,450 0 0
WELLS FARGO & COMPANY COM 949746101 4,237 77,285 SH   DFND 1 77,285 0 0
WELLS FARGO & COMPANY COM 949746101 11,913 217,306 SH   SOLE   217,306 0 0
Wells Fargo & Co COM 949746101 918 17,132 SH   DFND 2 4,482 0 12,650
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 24,988 20,562 SH   SOLE   20,562 0 0
WELLS FARGO & COMPANY PERP PFD CNV A 949746804 4,567 3,758 SH   DFND 1 3,758 0 0
WENDY'S COMPANY COM 95058W100 193 21,364 SH   SOLE   21,364 0 0
Werner Enterprises Inc COM 950755108 9 300 SH   DFND 2 300 0 0
WEST PHARMACEUTICAL SERVICES COM 955306105 1,374 25,800 SH   SOLE   25,800 0 0
WESTAMERICA BANCOPORATION COM 957090103 461 9,400 SH   SOLE   9,400 0 0
WESTAR ENERGY INC COM 95709T100 421 10,220 SH   SOLE   10,220 0 0
WESTERN ALLIANCE BANCORP COM 957638109 6,983 251,180 SH   DFND 1 251,180 0 0
WESTERN ALLIANCE BANCORP COM 957638109 10,598 381,220 SH   SOLE   381,220 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 1,471 93,320 SH   DFND 1 93,320 0 0
WESTERN ASSET EMERGING MARKETS COM 95766A101 1,018 64,596 SH   SOLE   64,596 0 0
WESTERN ASSET HIGH INCOME OPPO COM 95766K109 780 145,272 SH   DFND 1 145,272 0 0
WESTERN ASSET HIGH INCOME OPPO COM 95766K109 374 69,697 SH   SOLE   69,697 0 0
WESTERN DIGITAL CORP COM 958102105 576 5,200 SH   SOLE   5,200 0 0
WESTERN REFINING INC COM 959319104 217 5,750 SH   SOLE   5,750 0 0
WESTERN UNION CO COM 959802109 222 12,380 SH   SOLE   12,380 0 0
WESTLAKE CHEMICALS COM 960413102 1,320 21,600 SH   DFND 1 21,600 0 0
WESTLAKE CHEMICALS COM 960413102 1,906 31,200 SH   SOLE   31,200 0 0
WEX, INC. COM 96208T104 297 3,000 SH   SOLE   3,000 0 0
WEYERHAEUSER CO COM 962166104 354 9,850 SH   DFND 1 9,850 0 0
WEYERHAEUSER CO COM 962166104 4,224 117,701 SH   SOLE   117,701 0 0
WHIRLPOOL CORP COM 963320106 360 1,857 SH   SOLE   1,857 0 0
WHITEWAVE FOODS CO COM 966244105 17,018 486,370 SH   DFND 1 486,370 0 0
WHITEWAVE FOODS CO COM 966244105 21,950 627,310 SH   SOLE   627,310 0 0
WHITING PETROLEUM CORP COM 966387102 2,585 78,322 SH   DFND 1 78,322 0 0
WHITING PETROLEUM CORP COM 966387102 3,664 111,040 SH   SOLE   111,040 0 0
WHOLE FOODS MARKET INC COM 966837106 6,558 130,075 SH   SOLE   130,075 0 0
WHOLE FOODS MARKET INC COM 966837106 3,286 65,182 SH   DFND 1 65,182 0 0
JOHN WILEY & SONS INC CL A 968223206 216 3,650 SH   SOLE   3,650 0 0
WILLIAMS COS INC COM 969457100 715 15,900 SH   SOLE   15,900 0 0
Williams Cos Inc/The Limited Partnership 96950F104 7 173 SH   DFND 2 173 0 0
WILLIAMS-SONOMA INC. COM 969904101 509 6,730 SH   SOLE   6,730 0 0
WILSHIRE BANCORP INC COM 97186T108 259 25,550 SH   SOLE   25,550 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 118 14,307 SH   SOLE   14,307 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 214 9,850 SH   SOLE   9,850 0 0
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 213 13,632 SH   SOLE   13,632 0 0
WINTRUST FINANCIAL CORP COM 97650W108 797 17,050 SH   SOLE   17,050 0 0
WISCONSIN ENERGY CORP COM 976657106 1,406 26,650 SH   DFND 1 26,650 0 0
WISCONSIN ENERGY CORP COM 976657106 4,950 93,850 SH   SOLE   93,850 0 0
Wisconsin Energy Corp COM 976657106 108 2,000 SH   DFND 2 1,000 0 1,000
WisdomTree ETFs/USA Exchange Traded Fund 97717X669 47 1,500 SH   DFND 2 1,500 0 0
WisdomTree ETFs/USA Exchange Traded Fund 97717X701 12,475 223,934 SH   DFND 2 217,986 0 5,948
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 57,548 1,034,666 SH   DFND 2 1,034,666 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,083 36,750 SH   SOLE   36,750 0 0
WOODWARD INC COM 980745103 478 9,700 SH   DFND 1 9,700 0 0
WOODWARD INC COM 980745103 556 11,300 SH   SOLE   11,300 0 0
WORLD ACCEPTANCE CORP COM 981419104 259 3,262 SH   SOLE   3,262 0 0
WORLD FUEL SERVICES CORP COM 981475106 263 5,600 SH   SOLE   5,600 0 0
WORTHINGTON INDUSTIES COM 981811102 773 25,700 SH   SOLE   25,700 0 0
WPX ENERGY INC COM 98212B103 683 58,750 SH   SOLE   58,750 0 0
WPX ENERGY INC COM 98212B103 149 12,850 SH   DFND 1 12,850 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 8,059 93,972 SH   SOLE   93,972 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,324 27,100 SH   DFND 1 27,100 0 0
Wyndham Worldwide Corp COM 98310W108 43 500 SH   DFND 2 0 0 500
WYNN RESORTS LTD COM 983134107 283 1,900 SH   SOLE   1,900 0 0
XCEL ENERGY INC COM 98389B100 429 11,955 SH   SOLE   11,955 0 0
Xcel Energy Inc COM 98389B100 32 870 SH   DFND 2 870 0 0
XILINX INC COM 983919101 273 6,300 SH   SOLE   6,300 0 0
Xilinx Inc COM 983919101 26 600 SH   DFND 2 600 0 0
XILINX INC NOTE 2.625% 983919AF8 20,687 13,700,000 SH   SOLE   13,700,000 0 0
XEROX CORP COM 984121103 2,371 171,050 SH   DFND 1 171,050 0 0
XEROX CORP COM 984121103 8,229 593,735 SH   SOLE   593,735 0 0
YAHOO INC COM 984332106 1,058 20,950 SH   SOLE   20,950 0 0
YAHOO INC ADDED 984332AF3 21,731 19,125,000 SH   SOLE   19,125,000 0 0
YAMANA GOLD INC COM 98462Y100 1,203 299,150 SH   SOLE   299,150 0 0
YAMANA GOLD INC COM 98462Y100 349 86,900 SH   DFND 1 86,900 0 0
YUM! BRANDS INC COM 988498101 756 10,380 SH   SOLE   10,380 0 0
Yum! Brands Inc COM 988498101 103 1,400 SH   DFND 2 1,400 0 0
ZEBRA TECHNOLOGIES CORP. CL A 989207105 306 3,950 SH   SOLE   3,950 0 0
ZIMMER HOLDINGS INC COM 98956P102 454 4,000 SH   SOLE   4,000 0 0
Zimmer Holdings Inc COM 98956P102 18 154 SH   DFND 2 154 0 0
Zion Oil & Gas Inc COM 989696109 5 3,500 SH   DFND 2 3,500 0 0
ZIONS BANCORPORATION COM 989701107 22,867 802,080 SH   DFND 1 802,080 0 0
ZIONS BANCORPORATION COM 989701107 24,815 870,385 SH   SOLE   870,385 0 0
ZOETIS INC COM 98978V103 510 11,850 SH   SOLE   11,850 0 0
Zoetis Inc COM 98978V103 270 6,119 SH   DFND 2 6,119 0 0
ZUMIEZ INC COM 989817101 301 7,800 SH   SOLE   7,800 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 6,710 223,531 SH   DFND 1 223,531 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 15,250 507,987 SH   SOLE   507,987 0 0
ACTAVIS PLC SHS G0083B108 48,009 186,508 SH   DFND 1 186,508 0 0
ACTAVIS PLC SHS G0083B108 106,698 414,507 SH   SOLE   414,507 0 0
AMDOCS LTD SHS G02602103 604 12,950 SH   DFND 1 12,950 0 0
AMDOCS LTD SHS G02602103 1,988 42,600 SH   SOLE   42,600 0 0
AMBARELLA INC SHS G037AX101 1,696 33,430 SH   SOLE   33,430 0 0
AMBARELLA INC SHS G037AX101 855 16,861 SH   DFND 1 16,861 0 0
AON PLC SHS CL A G0408V102 642 6,775 SH   SOLE   6,775 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 5,004 90,217 SH   SOLE   90,217 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 3,575 64,458 SH   DFND 1 64,458 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 214 4,900 SH   SOLE   4,900 0 0
ASSURED GUARANTY LTD COM G0585R106 5,019 193,120 SH   DFND 1 193,120 0 0
ASSURED GUARANTY LTD COM G0585R106 7,700 296,260 SH   SOLE   296,260 0 0
ACCENTURE PLC SHS CLASS A G1151C101 531 5,950 SH   DFND 1 5,950 0 0
ACCENTURE PLC SHS CLASS A G1151C101 1,697 19,000 SH   SOLE   19,000 0 0
Accenture PLC COM G1151C101 9 100 SH   DFND 2 100 0 0
Brookfield Infrastructure Part COM G16252101 18 420 SH   DFND 2 420 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 33,835 465,280 SH   DFND 1 465,280 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 63,330 870,879 SH   SOLE   870,879 0 0
EATON CORP PLC SHS G29183103 768 11,294 SH   SOLE   11,294 0 0
ENDO INTERNATIONAL PLC SHS G30401106 1,255 17,400 SH   DFND 1 17,400 0 0
ENDO INTERNATIONAL PLC SHS G30401106 5,020 69,600 SH   SOLE   69,600 0 0
ENSCO PLC SHS CLASS A G3157S106 1,276 42,590 SH   DFND 1 42,590 0 0
ENSCO PLC SHS CLASS A G3157S106 1,407 46,975 SH   SOLE   46,975 0 0
ESSENT GROUP LTD COM G3198U102 1,591 61,888 SH   DFND 1 61,888 0 0
ESSENT GROUP LTD COM G3198U102 3,212 124,920 SH   SOLE   124,920 0 0
EVEREST RE GROUP LTD COM G3223R108 606 3,560 SH   SOLE   3,560 0 0
FABRINET SHS G3323L100 189 10,650 SH   SOLE   10,650 0 0
HELEN OF TROY LTD COM G4388N106 628 9,650 SH   SOLE   9,650 0 0
ICON PLC SHS G4705A100 3,587 70,342 SH   DFND 1 70,342 0 0
ICON PLC SHS G4705A100 2,392 46,908 SH   SOLE   46,908 0 0
INGERSOLL-RAND PLC SHS G47791101 32,047 505,550 SH   DFND 1 505,550 0 0
INGERSOLL-RAND PLC SHS G47791101 87,601 1,381,940 SH   SOLE   1,381,940 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 39,487 3,448,650 SH   DFND 1 3,448,650 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 77,960 6,808,724 SH   SOLE   6,808,724 0 0
INVESCO LTD SHS G491BT108 42,627 1,078,610 SH   DFND 1 1,078,610 0 0
INVESCO LTD SHS G491BT108 60,489 1,530,600 SH   SOLE   1,530,600 0 0
KOSMOS ENERGY LTD SHS G5315B107 234 27,850 SH   DFND 1 27,850 0 0
KOSMOS ENERGY LTD SHS G5315B107 777 92,650 SH   SOLE   92,650 0 0
LAZARD LTD SHS A G54050102 21,922 438,181 SH   DFND 1 438,181 0 0
LAZARD LTD SHS A G54050102 22,069 441,109 SH   SOLE   441,109 0 0
MALLINCKRODT PLC SHS G5785G107 11,111 112,200 SH   DFND 1 112,200 0 0
MALLINCKRODT PLC SHS G5785G107 11,190 113,000 SH   SOLE   113,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,473 308,450 SH   SOLE   308,450 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,912 131,850 SH   DFND 1 131,850 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 368 4,900 SH   SOLE   4,900 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 478 13,350 SH   SOLE   13,350 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,295 99,750 SH   DFND 1 99,750 0 0
NABORS INDUSTRIES LTD SHS G6359F103 4,390 338,250 SH   SOLE   338,250 0 0
NOBLE CORP PLC SHS USD G65431101 1,184 71,445 SH   DFND 1 71,445 0 0
NOBLE CORP PLC SHS USD G65431101 1,256 75,810 SH   SOLE   75,810 0 0
Noble Corp plc COM G65431101 2 100 SH   DFND 2 100 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 84 30,450 SH   SOLE   30,450 0 0
Paragon Offshore PLC COM G6S01W108 0 33 SH   DFND 2 33 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 297 3,050 SH   SOLE   3,050 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 8,824 378,385 SH   DFND 1 378,385 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 26,731 1,146,285 SH   SOLE   1,146,285 0 0
SEADRILL LTD SHS G7945E105 190 15,900 SH   DFND 1 15,900 0 0
SEADRILL LTD SHS G7945E105 630 52,800 SH   SOLE   52,800 0 0
SEAGATE TECHNOLOGY INC SHS G7945M107 515 7,750 SH   SOLE   7,750 0 0
PENTAIR PLC SHS G7S00T104 14,888 224,150 SH   DFND 1 224,150 0 0
PENTAIR PLC SHS G7S00T104 33,773 508,469 SH   SOLE   508,469 0 0
SIGNET JEWELERS LTD SHS G81276100 822 6,250 SH   SOLE   6,250 0 0
UTI WORLDWIDE INC ORD G87210103 404 33,450 SH   SOLE   33,450 0 0
TYCO INTERNATIONAL PLC SHS G91442106 434 9,900 SH   SOLE   9,900 0 0
PERRIGO CO PLC SHS G97822103 8,229 49,226 SH   DFND 1 49,226 0 0
PERRIGO CO PLC SHS G97822103 13,003 77,790 SH   SOLE   77,790 0 0
XL GROUP PLC SHS G98290102 211 6,150 SH   SOLE   6,150 0 0
ACE LTD SHS H0023R105 32,537 283,227 SH   DFND 1 283,227 0 0
ACE LTD SHS H0023R105 36,501 317,729 SH   SOLE   317,729 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 3,108 81,970 SH   DFND 1 81,970 0 0
ALLIED WORLD ASSURANCE CO SHS H01531104 5,467 144,180 SH   SOLE   144,180 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,669 42,200 SH   SOLE   42,200 0 0
TE CONNECTIVITY LTD REG SHS H84989104 3,140 49,650 SH   DFND 1 49,650 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 3,017 38,400 SH   SOLE   38,400 0 0
CHECK POINT SOFTWARE TECH ORD M22465104 4,608 58,650 SH   DFND 1 58,650 0 0
ORBOTECH LTD ORD M75253100 342 23,100 SH   DFND 1 23,100 0 0
ORBOTECH LTD ORD M75253100 225 15,200 SH   SOLE   15,200 0 0
AVG TECHNOLOGIES NV SHS N07831105 301 15,250 SH   DFND 1 15,250 0 0
AVG TECHNOLOGIES NV SHS N07831105 1,001 50,700 SH   SOLE   50,700 0 0
Core Laboratories NV COM N22717107 23 200 SH   DFND 2 200 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 2,124 26,750 SH   DFND 1 26,750 0 0
LYONDELLBASELL INDUSTRIES SHS - A - N53745100 3,033 38,200 SH   SOLE   38,200 0 0
NIELSEN NV COM N63218106 4,498 100,549 SH   DFND 1 100,549 0 0
NIELSEN NV COM N63218106 7,148 159,799 SH   SOLE   159,799 0 0
NXP SEMICONDUCTOR NV COM N6596X109 15,564 203,713 SH   SOLE   203,713 0 0
NXP SEMICONDUCTOR NV COM N6596X109 10,663 139,571 SH   DFND 1 139,571 0 0
QIAGEN NV REG SHS N72482107 257 10,950 SH   DFND 1 10,950 0 0
QIAGEN NV REG SHS N72482107 860 36,650 SH   SOLE   36,650 0 0
TRONOX LTD SHS CL A Q9235V101 234 9,800 SH   DFND 1 9,800 0 0
TRONOX LTD SHS CL A Q9235V101 778 32,600 SH   SOLE   32,600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 523 6,350 SH   DFND 1 6,350 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,081 25,250 SH   SOLE   25,250 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 604 6,000 SH   SOLE   6,000 0 0
Costamare Inc COM Y1771G102 3 200 SH   DFND 2 200 0 0