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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST CONSTITUTION BANCORP COM 31986N102 1 100 SH   DFND 4,2,5 100 0 0
1ST SOURCE CORP COM 336901103 133 4,100 SH   DFND 4,2,5 4,100 0 0
3M CO COM 88579Y101 17,704 101,097 SH   DFND 2,5 98,921 0 2,176
3M CO COM 88579Y101 52,714 301,019 SH   DFND 4,2,5 156,219 0 144,800
58.COM INC SPON ADR REP A 31680Q104 37 800 SH   DFND 2,5 800 0 0
ABBOTT LABORATORIES COM 002824100 448 11,400 SH   DFND 2,5 11,400 0 0
ABBOTT LABORATORIES COM 002824100 65,518 1,666,700 SH   DFND 4,2,5 1,026,900 0 639,800
ABBVIE INC COM 00287Y109 77,268 1,248,070 SH   DFND 2,5 1,103,209 0 144,861
ABBVIE INC COM 00287Y109 104,432 1,686,841 SH   DFND 4,2,5 1,163,641 0 523,200
ABERCROMBIE & FITCH CO CL A 002896207 228 12,800 SH   DFND 4,2,5 12,800 0 0
ABIOMED INC COM 003654100 8,765 80,200 SH   DFND 4,2,5 36,900 0 43,300
ACACIA RESEARCH CORP ACACIA TCH COM 003881307 121 27,600 SH   DFND 4,2,5 13,400 0 14,200
ACADIA HEALTHCARE CO INC COM 00404A109 5,208 94,000 SH   DFND 2,5 94,000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 5,396 166,244 SH   DFND 2,5 166,244 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 7,328 206,305 SH   DFND 2,5 206,305 0 0
ACCENTURE PLC SHS CLASS A G1151C101 15,383 135,780 SH   DFND 2,5 134,735 0 1,045
ACCENTURE PLC SHS CLASS A G1151C101 34,859 307,700 SH   DFND 4,2,5 152,200 0 155,500
ACHAOGEN INC COM 004449104 1,015 267,844 SH   DFND 2,5 267,844 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 7,276 932,784 SH   DFND 2,5 932,784 0 0
ACI WORLDWIDE INC COM 004498101 297 15,222 SH   DFND 2,5 15,222 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,818 272,976 SH   DFND 2,5 272,976 0 0
ACTIVISION BLIZZARD INC COM 00507V109 11,853 299,080 SH   DFND 4,2,5 246,800 0 52,280
ACUITY BRANDS INC COM 00508Y102 21,932 88,449 SH   DFND 2,5 73,691 0 14,758
ACUITY BRANDS INC COM 00508Y102 46,748 188,530 SH   DFND 4,2,5 140,930 0 47,600
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 28 719 SH   DFND 4,2,5 390 0 329
ADOBE SYSTEMS INC COM 00724F101 7,419 77,448 SH   DFND 2,5 76,449 0 999
ADOBE SYSTEMS INC COM 00724F101 8,554 89,300 SH   DFND 4,2,5 73,800 0 15,500
ADVANCE AUTO PARTS INC COM 00751Y106 646 3,994 SH   DFND 2,5 3,994 0 0
ADVANCED SEMICONDUCTOR ENGINEERING INC SPONSORED ADR 00756M404 396 71,000 SH   DFND 2,5 0 0 71,000
ADVISORY BOARD CO/THE COM 00762W107 978 27,640 SH   DFND 2,5 27,640 0 0
AEGION CORP COM 00770F104 1,783 91,400 SH   DFND 4,2,5 45,400 0 46,000
AEP INDUSTRIES INC COM 001031103 1,262 15,680 SH   DFND 4,2,5 13,400 0 2,280
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 329 18,000 SH   DFND 4,2,5 14,100 0 3,900
AES CORP/VA COM 00130H105 904 72,400 SH   DFND 4,2,5 31,000 0 41,400
AETNA INC COM 00817Y108 14,040 114,959 SH   DFND 2,5 114,088 0 871
AETNA INC COM 00817Y108 21,215 173,710 SH   DFND 4,2,5 86,510 0 87,200
AFFILIATED MANAGERS GROUP INC COM 008252108 11,519 81,825 SH   DFND 2,5 81,825 0 0
AFLAC INC COM 001055102 9,666 133,958 SH   DFND 2,5 78,133 0 55,825
AFLAC INC COM 001055102 57,261 793,532 SH   DFND 4,2,5 678,332 0 115,200
AGCO CORP COM 001084102 7,847 166,500 SH   DFND 4,2,5 79,400 0 87,100
AGILENT TECHNOLOGIES INC COM 00846U101 329 7,407 SH   DFND 2,5 7,407 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 2,722 64,967 SH   DFND 2,5 64,967 0 0
AGL RESOURCES INC COM 001204106 5,841 88,540 SH   DFND 4,2,5 88,540 0 0
AGNICO EAGLE MINES LTD COM 008474108 3,430 64,426 SH   DFND 2,5 54,368 0 10,058
AGNICO EAGLE MINES LTD COM 008474108 101 1,900 SH   DFND 4,2,5 600 0 1,300
AGRIUM INC COM 008916108 3,243 36,029 SH   DFND 2,5 29,116 0 6,913
AGRIUM INC COM 008916108 7,864 87,367 SH   DFND 4,2,5 44,667 0 42,700
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,054 7,419 SH   DFND 2,5 6,783 0 636
AIR PRODUCTS & CHEMICALS INC COM 009158106 9,105 64,100 SH   DFND 4,2,5 36,600 0 27,500
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 23,670 24,000,000 PRN   DFND 2,5 0 0 0
ALAMO GROUP INC COM 011311107 825 12,500 SH   DFND 4,2,5 12,500 0 0
ALASKA AIR GROUP INC COM 011659109 52 900 SH   DFND 2,5 0 0 900
ALASKA AIR GROUP INC COM 011659109 1,014 17,400 SH   DFND 4,2,5 2,300 0 15,100
ALCOA INC COM 013817101 29 3,177 SH   DFND 2,5 0 0 3,177
ALDER BIOPHARMACEUTICALS INC COM 014339105 7,157 286,620 SH   DFND 2,5 286,620 0 0
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 1,946 18,799 SH   DFND 2,5 18,799 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 114,474 980,419 SH   DFND 2,5 976,185 0 4,234
ALEXION PHARMACEUTICALS INC COM 015351109 3,561 30,500 SH   DFND 4,2,5 28,000 0 2,500
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 32,719 411,406 SH   DFND 2,5 296,482 0 114,924
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 18,768 235,986 SH   DFND 4,2,5 207,621 0 28,365
ALIGN TECHNOLOGY INC COM 016255101 11,035 137,000 SH   DFND 2,5 137,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 121 1,500 SH   DFND 4,2,5 400 0 1,100
ALLEGHANY CORP COM 017175100 495 900 SH   DFND 2,5 900 0 0
ALLEGHANY CORP COM 017175100 1,429 2,600 SH   DFND 4,2,5 1,300 0 1,300
ALLERGAN PLC SHS G0177J108 81,668 353,403 SH   DFND 2,5 352,971 0 432
ALLERGAN PLC SHS G0177J108 14,127 61,131 SH   DFND 4,2,5 58,331 0 2,800
ALLIANCE DATA SYSTEMS CORP COM 018581108 48,659 248,363 SH   DFND 2,5 248,363 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,056 20,700 SH   DFND 4,2,5 4,700 0 16,000
ALLIANT ENERGY CORP COM 018802108 202 5,092 SH   DFND 2,5 5,092 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM 01988P108 5,602 441,100 SH   DFND 4,2,5 220,500 0 220,600
ALLSTATE CORP/THE COM 020002101 287 4,100 SH   DFND 2,5 4,100 0 0
ALLSTATE CORP/THE COM 020002101 1,154 16,500 SH   DFND 4,2,5 12,200 0 4,300
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6,973 125,662 SH   DFND 2,5 125,662 0 0
ALPHABET INC CAP STK CL C 02079K107 186,527 269,509 SH   DFND 2,5 267,811 0 1,698
ALPHABET INC CAP STK CL C 02079K107 13,043 18,845 SH   DFND 4,2,5 16,301 0 2,544
ALPHABET INC CAP STK CL A 02079K305 55,390 78,732 SH   DFND 2,5 52,350 0 26,382
ALPHABET INC CAP STK CL A 02079K305 243,594 346,245 SH   DFND 4,2,5 269,947 0 76,298
ALTRIA GROUP INC COM 02209S103 24,044 348,671 SH   DFND 2,5 198,596 0 150,075
ALTRIA GROUP INC COM 02209S103 111,886 1,622,483 SH   DFND 4,2,5 1,410,483 0 212,000
AMAZON.COM INC COM 023135106 102,558 143,313 SH   DFND 2,5 135,182 0 8,131
AMAZON.COM INC COM 023135106 83,429 116,583 SH   DFND 4,2,5 96,383 0 20,200
AMBEV SA SPONSORED ADR 02319V103 7,562 1,279,536 SH   DFND 2,5 1,161,753 0 117,783
AMC ENTERTAINMENT HOLDINGS INC CL A COM 00165C104 213 7,707 SH   DFND 2,5 7,707 0 0
AMDOCS LTD SHS G02602103 9,264 160,506 SH   DFND 2,5 81,783 0 78,723
AMDOCS LTD SHS G02602103 29,462 510,432 SH   DFND 4,2,5 345,932 0 164,500
AMEREN CORP COM 023608102 155 2,900 SH   DFND 2,5 2,900 0 0
AMEREN CORP COM 023608102 6,422 119,850 SH   DFND 4,2,5 113,590 0 6,260
AMERICAN AIRLINES GROUP INC COM 02376R102 309 10,927 SH   DFND 2,5 9,327 0 1,600
AMERICAN AIRLINES GROUP INC COM 02376R102 581 20,517 SH   DFND 4,2,5 17,717 0 2,800
AMERICAN CAMPUS COMMUNITIES INC COM 024835100 31 582 SH   DFND 2,5 582 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 226 14,197 SH   DFND 2,5 14,197 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 512 7,300 SH   DFND 2,5 7,300 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 6,848 97,700 SH   DFND 4,2,5 91,600 0 6,100
AMERICAN EXPRESS CO COM 025816109 58,309 959,655 SH   DFND 2,5 830,741 0 128,914
AMERICAN EXPRESS CO COM 025816109 104,708 1,723,310 SH   DFND 4,2,5 1,265,050 0 458,260
AMERICAN HOMES 4 RENT CL A 02665T306 4,850 236,827 SH   DFND 2,5 236,827 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,822 284,300 SH   DFND 4,2,5 153,900 0 130,400
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 1,013 19,150 SH   DFND 2,5 17,454 0 1,696
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 10,811 204,400 SH   DFND 4,2,5 188,200 0 16,200
AMERICAN TOWER CORP COM 03027X100 59,851 526,810 SH   DFND 2,5 512,323 0 14,487
AMERICAN TOWER CORP COM 03027X100 16,928 149,000 SH   DFND 4,2,5 145,200 0 3,800
AMERICAN WATER WORKS CO INC COM 030420103 287 3,400 SH   DFND 2,5 3,400 0 0
AMERICAN WATER WORKS CO INC COM 030420103 12,093 143,100 SH   DFND 4,2,5 36,400 0 106,700
AMERICAN WOODMARK CORP COM 030506109 2,197 33,100 SH   DFND 4,2,5 17,900 0 15,200
AMERIPRISE FINANCIAL INC COM 03076C106 81 900 SH   DFND 2,5 900 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 7,565 84,200 SH   DFND 4,2,5 21,900 0 62,300
AMERISOURCEBERGEN CORP COM 03073E105 10,444 131,673 SH   DFND 2,5 131,673 0 0
AMGEN INC COM 031162100 84,330 554,254 SH   DFND 2,5 520,676 0 33,578
AMGEN INC COM 031162100 104,287 685,420 SH   DFND 4,2,5 378,210 0 307,210
AMPHENOL CORP CL A 032095101 2,879 50,220 SH   DFND 2,5 50,220 0 0
AMPHENOL CORP CL A 032095101 7,510 131,000 SH   DFND 4,2,5 34,500 0 96,500
AMPIO PHARMACEUTICALS INC COM 03209T109 39 30,198 SH   DFND 4,2,5 0 0 30,198
AMTRUST FINANCIAL SERVICES INC COM 032359309 5,179 211,386 SH   DFND 4,2,5 90,926 0 120,460
ANADARKO PETROLEUM CORP COM 032511107 2,355 44,229 SH   DFND 2,5 42,516 0 1,713
ANADARKO PETROLEUM CORP COM 032511107 4,633 87,000 SH   DFND 4,2,5 72,700 0 14,300
ANALOG DEVICES INC COM 032654105 2,039 36,000 SH   DFND 2,5 36,000 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,395 77,233 SH   DFND 2,5 24,064 0 53,169
ANIXTER INTERNATIONAL INC COM 035290105 996 18,700 SH   DFND 4,2,5 13,400 0 5,300
ANTERO RESOURCES CORP COM 03674X106 1,336 51,411 SH   DFND 2,5 3,550 0 47,861
ANTHEM INC COM 036752103 10,014 76,247 SH   DFND 2,5 75,966 0 281
ANTHEM INC COM 036752103 12,661 96,400 SH   DFND 4,2,5 57,100 0 39,300
ANTHEM INC NOTE 2.750%10/1 94973VBG1 33,500 18,400,000 PRN   DFND 2,5 0 0 0
AON PLC SHS CL A G0408V102 3,211 29,393 SH   DFND 2,5 29,393 0 0
AON PLC SHS CL A G0408V102 6,343 58,070 SH   DFND 4,2,5 54,170 0 3,900
APACHE CORP COM 037411105 386 6,939 SH   DFND 2,5 6,789 0 150
APACHE CORP COM 037411105 479 8,600 SH   DFND 4,2,5 0 0 8,600
APARTMENT INVESTMENT & MANAGEMENT CO CL A 03748R101 3,388 76,713 SH   DFND 2,5 76,713 0 0
APIGEE CORP COM 03765N108 3,972 325,000 SH   DFND 2,5 325,000 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,574 83,700 SH   DFND 2,5 68,900 0 14,800
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 3,933 209,100 SH   DFND 4,2,5 192,600 0 16,500
APPLE INC COM 037833100 196,510 2,055,545 SH   DFND 2,5 1,917,931 0 137,614
APPLE INC COM 037833100 215,177 2,250,802 SH   DFND 4,2,5 1,721,202 0 529,600
APPLIED MATERIALS INC COM 038222105 3,835 160,000 SH   DFND 2,5 160,000 0 0
APPLIED MATERIALS INC COM 038222105 1,043 43,500 SH   DFND 4,2,5 3,700 0 39,800
ARAMARK COM 03852U106 6,896 206,350 SH   DFND 2,5 117,100 0 89,250
ARAMARK COM 03852U106 25,382 759,489 SH   DFND 4,2,5 483,289 0 276,200
ARBUTUS BIOPHARMA CORP COM 03879J100 2,757 792,358 SH   DFND 2,5 792,358 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 108 1,500 SH   DFND 2,5 1,500 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 410 5,700 SH   DFND 4,2,5 5,700 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 429 10,000 SH   DFND 2,5 10,000 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 5,885 137,200 SH   DFND 4,2,5 41,700 0 95,500
ARISTA NETWORKS INC COM 040413106 3,798 59,000 SH   DFND 2,5 59,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 6,001 1,685,672 SH   DFND 2,5 1,685,672 0 0
ARROW ELECTRONICS INC COM 042735100 50 800 SH   DFND 2,5 0 0 800
ARROW ELECTRONICS INC COM 042735100 11,583 187,120 SH   DFND 4,2,5 86,820 0 100,300
ARTESIAN RESOURCES CORP CL A 043113208 230 6,788 SH   DFND 4,2,5 6,788 0 0
ARTHUR J GALLAGHER & CO COM 363576109 162 3,407 SH   DFND 2,5 0 0 3,407
ARTHUR J GALLAGHER & CO COM 363576109 8,707 182,927 SH   DFND 4,2,5 181,427 0 1,500
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 7,096 153,000 SH   DFND 4,2,5 57,800 0 95,200
ASSOCIATED BANC-CORP COM 045487105 319 18,600 SH   DFND 4,2,5 0 0 18,600
ASSURED GUARANTY LTD COM G0585R106 3,902 153,820 SH   DFND 2,5 83,040 0 70,780
ASSURED GUARANTY LTD COM G0585R106 18,325 722,305 SH   DFND 4,2,5 483,505 0 238,800
AT&T INC COM 00206R102 14,263 330,092 SH   DFND 2,5 214,371 0 115,721
AT&T INC COM 00206R102 125,675 2,908,470 SH   DFND 4,2,5 1,751,840 0 1,156,630
ATHENAHEALTH INC COM 04685W103 9,509 68,900 SH   DFND 2,5 68,900 0 0
ATMOS ENERGY CORP COM 049560105 6,368 78,310 SH   DFND 2,5 47,110 0 31,200
ATMOS ENERGY CORP COM 049560105 20,529 252,443 SH   DFND 4,2,5 134,953 0 117,490
AUTOBYTEL INC COM NEW 05275N205 399 28,800 SH   DFND 4,2,5 28,800 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 919 10,004 SH   DFND 2,5 10,004 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 35,940 391,200 SH   DFND 4,2,5 160,900 0 230,300
AUTONATION INC COM 05329W102 8,222 175,000 SH   DFND 4,2,5 164,700 0 10,300
AUTOZONE INC COM 053332102 19,449 24,500 SH   DFND 2,5 13,700 0 10,800
AUTOZONE INC COM 053332102 110,462 139,149 SH   DFND 4,2,5 85,079 0 54,070
AVALONBAY COMMUNITIES INC COM 053484101 17,240 95,572 SH   DFND 2,5 91,833 0 3,739
AVALONBAY COMMUNITIES INC COM 053484101 9,668 53,593 SH   DFND 4,2,5 44,093 0 9,500
AVID TECHNOLOGY INC COM 05367P100 989 170,160 SH   DFND 4,2,5 120,020 0 50,140
AVNET INC COM 053807103 122 3,000 SH   DFND 2,5 0 0 3,000
AVNET INC COM 053807103 11,163 275,560 SH   DFND 4,2,5 123,010 0 152,550
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,198 21,780 SH   DFND 4,2,5 7,810 0 13,970
AZZ INC COM 002474104 4,055 67,600 SH   DFND 4,2,5 31,900 0 35,700
B2GOLD CORP COM 11777Q209 100 40,200 SH   DFND 4,2,5 18,200 0 22,000
BAIDU INC - SPON ADR SPON ADR REP A 056752108 61,677 373,461 SH   DFND 2,5 327,730 0 45,731
BAIDU INC - SPON ADR SPON ADR REP A 056752108 11,995 72,630 SH   DFND 4,2,5 63,942 0 8,688
BAKER HUGHES INC COM 057224107 25 550 SH   DFND 2,5 0 0 550
BAKER HUGHES INC COM 057224107 171 3,800 SH   DFND 4,2,5 1,100 0 2,700
BANC OF CALIFORNIA INC COM 05990K106 1,899 104,900 SH   DFND 4,2,5 65,800 0 39,100
BANCO BRADESCO SA SP ADR PFD NEW 059460303 563 72,025 SH   DFND 2,5 40,785 0 31,240
BANCO DE CHILE SPONSORED ADR 059520106 444 6,924 SH   DFND 2,5 6,924 0 0
BANCO DE CHILE SPONSORED ADR 059520106 509 7,930 SH   DFND 4,2,5 7,930 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 717 36,993 SH   DFND 2,5 36,993 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 300 8,600 SH   DFND 2,5 8,600 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 406 11,623 SH   DFND 4,2,5 11,623 0 0
BANK OF AMERICA CORP COM 060505104 4,844 365,012 SH   DFND 2,5 258,211 0 106,801
BANK OF AMERICA CORP COM 060505104 31,235 2,353,800 SH   DFND 4,2,5 2,123,600 0 230,200
BANK OF MONTREAL COM 063671101 7,703 122,071 SH   DFND 2,5 62,600 0 59,471
BANK OF MONTREAL COM 063671101 43,064 682,449 SH   DFND 4,2,5 245,709 0 436,740
BANK OF NEW YORK MELLON CORP/THE COM 064058100 481 12,386 SH   DFND 2,5 9,968 0 2,418
BANK OF NEW YORK MELLON CORP/THE COM 064058100 14,678 377,800 SH   DFND 4,2,5 227,500 0 150,300
BANK OF NOVA SCOTIA/THE COM 064149107 12,379 253,941 SH   DFND 2,5 102,395 0 151,546
BANK OF NOVA SCOTIA/THE COM 064149107 52,447 1,075,873 SH   DFND 4,2,5 387,073 0 688,800
BANK OF THE OZARKS INC COM 063904106 3,270 87,150 SH   DFND 2,5 77,365 0 9,785
BANKRATE INC COM 06647F102 1,106 147,862 SH   DFND 4,2,5 91,812 0 56,050
BARNES & NOBLE INC COM 067774109 1,785 157,300 SH   DFND 4,2,5 85,200 0 72,100
BARRICK GOLD CORP COM 067901108 5,581 262,794 SH   DFND 2,5 241,694 0 21,100
BARRICK GOLD CORP COM 067901108 401 18,900 SH   DFND 4,2,5 10,400 0 8,500
BAXTER INTERNATIONAL INC COM 071813109 6,250 138,206 SH   DFND 2,5 136,957 0 1,249
BAXTER INTERNATIONAL INC COM 071813109 1,456 32,200 SH   DFND 4,2,5 29,300 0 2,900
BAYTEX ENERGY CORP COM 07317Q105 19 3,300 SH   DFND 4,2,5 3,300 0 0
BB&T CORP COM 054937107 182 5,100 SH   DFND 2,5 5,100 0 0
BB&T CORP COM 054937107 15,245 428,100 SH   DFND 4,2,5 205,700 0 222,400
BBCN BANCORP INC COM 073295107 186 12,496 SH   DFND 4,2,5 12,496 0 0
BCE INC COM NEW 05534B760 42 900 SH   DFND 4,2,5 0 0 900
BECTON DICKINSON AND CO COM 075887109 39,350 232,029 SH   DFND 2,5 232,029 0 0
BECTON DICKINSON AND CO COM 075887109 24,000 141,520 SH   DFND 4,2,5 58,100 0 83,420
BED BATH & BEYOND INC COM 075896100 207 4,800 SH   DFND 2,5 0 0 4,800
BED BATH & BEYOND INC COM 075896100 10,373 240,000 SH   DFND 4,2,5 191,400 0 48,600
BEL FUSE INC CL B 077347300 281 15,800 SH   DFND 4,2,5 10,880 0 4,920
BENEFITFOCUS INC COM 08180D106 8,520 223,500 SH   DFND 2,5 223,500 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 16,580 114,508 SH   DFND 2,5 76,062 0 38,446
BERKSHIRE HATHAWAY INC CL B NEW 084670702 122,712 847,518 SH   DFND 4,2,5 530,448 0 317,070
BERKSHIRE HILLS BANCORP INC COM 084680107 1,669 62,000 SH   DFND 4,2,5 34,000 0 28,000
BEST BUY CO INC COM 086516101 9,667 315,902 SH   DFND 2,5 176,623 0 139,279
BEST BUY CO INC COM 086516101 40,699 1,330,045 SH   DFND 4,2,5 1,048,545 0 281,500
BIG 5 SPORTING GOODS CORP COM 08915P101 920 99,196 SH   DFND 4,2,5 72,800 0 26,396
BIG LOTS INC COM 089302103 6,599 131,700 SH   DFND 4,2,5 63,500 0 68,200
BIOGEN INC COM 09062X103 95,536 395,070 SH   DFND 2,5 393,746 0 1,324
BIOGEN INC COM 09062X103 26,213 108,400 SH   DFND 4,2,5 49,000 0 59,400
BIOMARIN PHARMACEUTICAL INC COM 09061G101 36,081 463,767 SH   DFND 2,5 463,767 0 0
BLACK DIAMOND INC COM 09202G101 472 113,912 SH   DFND 4,2,5 87,032 0 26,880
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 1,256 37,500 SH   DFND 4,2,5 27,400 0 10,100
BLACKROCK INC COM 09247X101 7,098 20,722 SH   DFND 2,5 19,522 0 1,200
BLACKROCK INC COM 09247X101 12,639 36,900 SH   DFND 4,2,5 21,800 0 15,100
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 3,302 134,563 SH   DFND 2,5 132,221 0 2,342
BLOOMIN' BRANDS INC COM 094235108 5,080 284,300 SH   DFND 4,2,5 151,600 0 132,700
BLUEBIRD BIO INC COM 09609G100 7,080 163,557 SH   DFND 2,5 163,557 0 0
BOEING CO/THE COM 097023105 6,814 52,465 SH   DFND 2,5 51,656 0 809
BOEING CO/THE COM 097023105 54,052 416,200 SH   DFND 4,2,5 244,900 0 171,300
BOFI HOLDING INC COM 05566U108 2,355 133,000 SH   DFND 4,2,5 73,100 0 59,900
BOSTON PROPERTIES INC COM 101121101 13,439 101,890 SH   DFND 2,5 101,890 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,018 642,640 SH   DFND 2,5 642,640 0 0
BOSTON SCIENTIFIC CORP COM 101137107 6,962 297,900 SH   DFND 4,2,5 202,900 0 95,000
BOYD GAMING CORP COM 103304101 3,535 192,100 SH   DFND 4,2,5 99,900 0 92,200
BRADY CORP CL A 104674106 4,398 143,900 SH   DFND 4,2,5 77,900 0 66,000
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 2,071 123,300 SH   DFND 4,2,5 43,900 0 79,400
BRAVO BRIO RESTAURANT GROUP INC COM 10567B109 489 59,700 SH   DFND 4,2,5 52,600 0 7,100
BRF SA SPONSORED ADR 10552T107 195 14,000 SH   DFND 2,5 0 0 14,000
BRIDGFORD FOODS CORP COM 108763103 10 817 SH   DFND 4,2,5 817 0 0
BRIGGS & STRATTON CORP COM 109043109 25 1,200 SH   DFND 2,5 0 0 1,200
BRIGGS & STRATTON CORP COM 109043109 3,067 144,800 SH   DFND 4,2,5 61,700 0 83,100
BRIGHT HORIZONS FAMILY SOLUTIONS INC COM 109194100 743 11,210 SH   DFND 2,5 11,210 0 0
BRINK'S CO/THE COM 109696104 3,622 127,130 SH   DFND 4,2,5 61,970 0 65,160
BRINKER INTERNATIONAL INC COM 109641100 2,785 61,169 SH   DFND 2,5 31,836 0 29,333
BRINKER INTERNATIONAL INC COM 109641100 16,440 361,091 SH   DFND 4,2,5 216,591 0 144,500
BRISTOL-MYERS SQUIBB CO COM 110122108 20,277 275,695 SH   DFND 2,5 263,230 0 12,465
BRISTOL-MYERS SQUIBB CO COM 110122108 33,234 451,859 SH   DFND 4,2,5 312,959 0 138,900
BRIXMOR PROPERTY GROUP INC COM 11120U105 12 443 SH   DFND 2,5 443 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 365 13,800 SH   DFND 4,2,5 0 0 13,800
BROADCOM LTD SHS Y09827109 6,693 43,071 SH   DFND 2,5 42,475 0 596
BROADCOM LTD SHS Y09827109 27,350 176,000 SH   DFND 4,2,5 81,800 0 94,200
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 777 23,600 SH   DFND 2,5 17,900 0 5,700
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 19,341 587,694 SH   DFND 4,2,5 167,394 0 420,300
BROOKFIELD BUSINESS PARTNERS LP UNIT LTD LP G16234109 9 476 SH   DFND 2,5 362 0 114
BROOKFIELD BUSINESS PARTNERS LP UNIT LTD LP G16234109 444 23,514 SH   DFND 4,2,5 6,702 0 16,812
BROOKS AUTOMATION INC COM 114340102 1,092 97,328 SH   DFND 4,2,5 75,628 0 21,700
BROWN-FORMAN CORP CL B 115637209 289 2,900 SH   DFND 2,5 2,900 0 0
BROWN-FORMAN CORP CL B 115637209 9,168 91,900 SH   DFND 4,2,5 22,500 0 69,400
BRUNSWICK CORP/DE COM 117043109 4,065 89,686 SH   DFND 2,5 47,700 0 41,986
BRUNSWICK CORP/DE COM 117043109 19,555 431,489 SH   DFND 4,2,5 264,189 0 167,300
BUCKLE INC/THE COM 118440106 18 700 SH   DFND 2,5 0 0 700
BUCKLE INC/THE COM 118440106 75 2,900 SH   DFND 4,2,5 700 0 2,200
BUILDERS FIRSTSOURCE INC COM 12008R107 920 81,800 SH   DFND 4,2,5 24,300 0 57,500
BUNGE LTD COM G16962105 6,633 112,145 SH   DFND 2,5 80,200 0 31,945
BUNGE LTD COM G16962105 22,826 385,902 SH   DFND 4,2,5 272,502 0 113,400
CA INC COM 12673P105 11,734 357,410 SH   DFND 2,5 195,608 0 161,802
CA INC COM 12673P105 54,547 1,661,489 SH   DFND 4,2,5 1,229,289 0 432,200
CABELA'S INC COM 126804301 321 6,421 SH   DFND 2,5 6,421 0 0
CABOT OIL & GAS CORP COM 127097103 646 25,091 SH   DFND 2,5 24,691 0 400
CABOT OIL & GAS CORP COM 127097103 180 7,000 SH   DFND 4,2,5 0 0 7,000
CACI INTERNATIONAL INC CL A 127190304 136 1,500 SH   DFND 2,5 0 0 1,500
CACI INTERNATIONAL INC CL A 127190304 5,526 61,120 SH   DFND 4,2,5 31,900 0 29,220
CADENCE DESIGN SYSTEMS INC COM 127387108 23,936 985,000 SH   DFND 2,5 985,000 0 0
CAE INC COM 124765108 55 4,600 SH   DFND 4,2,5 4,600 0 0
CAL-MAINE FOODS INC COM NEW 128030202 251 5,658 SH   DFND 2,5 5,658 0 0
CALERES INC COM 129500104 2,784 115,000 SH   DFND 4,2,5 57,900 0 57,100
CALIFORNIA WATER SERVICE GROUP COM 130788102 2,739 78,400 SH   DFND 4,2,5 59,200 0 19,200
CAMDEN NATIONAL CORP COM 133034108 80 1,900 SH   DFND 4,2,5 1,900 0 0
CAMDEN PROPERTY TRUST SH BEN INT 133131102 250 2,827 SH   DFND 2,5 2,827 0 0
CAMPBELL SOUP CO COM 134429109 4,803 72,199 SH   DFND 2,5 37,900 0 34,299
CAMPBELL SOUP CO COM 134429109 35,790 537,958 SH   DFND 4,2,5 365,698 0 172,260
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 3,246 43,441 SH   DFND 2,5 12,900 0 30,541
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 28,953 387,482 SH   DFND 4,2,5 104,927 0 282,555
CANADIAN NATIONAL RAILWAY CO COM 136375102 2,680 45,616 SH   DFND 2,5 30,669 0 14,947
CANADIAN NATIONAL RAILWAY CO COM 136375102 31,752 540,513 SH   DFND 4,2,5 158,033 0 382,480
CANADIAN NATURAL RESOURCES LTD COM 136385101 2,964 96,558 SH   DFND 2,5 88,104 0 8,454
CANADIAN NATURAL RESOURCES LTD COM 136385101 1,897 61,800 SH   DFND 4,2,5 41,500 0 20,300
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 218 1,700 SH   DFND 2,5 1,700 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 6,609 51,600 SH   DFND 4,2,5 14,300 0 37,300
CANTEL MEDICAL CORP COM 138098108 1,252 18,220 SH   DFND 4,2,5 13,970 0 4,250
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,533 24,131 SH   DFND 2,5 22,744 0 1,387
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,494 86,500 SH   DFND 4,2,5 79,700 0 6,800
CARBO CERAMICS INC COM 140781105 9 655 SH   DFND 4,2,5 215 0 440
CARDINAL HEALTH INC COM 14149Y108 9,586 122,882 SH   DFND 2,5 122,882 0 0
CARDINAL HEALTH INC COM 14149Y108 14,728 188,800 SH   DFND 4,2,5 48,200 0 140,600
CARETRUST REIT INC COM 14174T107 11 786 SH   DFND 2,5 786 0 0
CARMAX INC COM 143130102 691 14,100 SH   DFND 4,2,5 0 0 14,100
CARNIVAL CORP UNIT 99/99/9999 143658300 2,276 51,500 SH   DFND 4,2,5 8,400 0 43,100
CARRIZO OIL & GAS INC COM 144577103 220 6,143 SH   DFND 2,5 6,143 0 0
CASELLA WASTE SYSTEMS INC CL A 147448104 1,003 127,816 SH   DFND 4,2,5 81,416 0 46,400
CASH AMERICA INTERNATIONAL INC COM 14754D100 102 2,400 SH   DFND 2,5 0 0 2,400
CASH AMERICA INTERNATIONAL INC COM 14754D100 1,074 25,200 SH   DFND 4,2,5 0 0 25,200
CATERPILLAR INC COM 149123101 412 5,435 SH   DFND 2,5 4,240 0 1,195
CATERPILLAR INC COM 149123101 13,274 175,100 SH   DFND 4,2,5 118,800 0 56,300
CAVIUM INC COM 14964U108 1,544 40,000 SH   DFND 2,5 40,000 0 0
CBIZ INC COM 124805102 367 35,300 SH   DFND 4,2,5 25,500 0 9,800
CBRE GROUP INC CL A 12504L109 3,924 148,194 SH   DFND 2,5 148,194 0 0
CBS CORP CL B 124857202 2,682 49,269 SH   DFND 2,5 49,269 0 0
CBS CORP CL B 124857202 136 2,500 SH   DFND 4,2,5 0 0 2,500
CDW CORP/DE COM 12514G108 2,234 55,748 SH   DFND 2,5 48,074 0 7,674
CDW CORP/DE COM 12514G108 501 12,500 SH   DFND 4,2,5 4,000 0 8,500
CEB INC COM 125134106 493 8,000 SH   DFND 4,2,5 8,000 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,535 206,600 SH   DFND 4,2,5 120,300 0 86,300
CELANESE CORP COM SER A 150870103 265 4,044 SH   DFND 2,5 4,044 0 0
CELGENE CORP COM 151020104 133,754 1,356,119 SH   DFND 2,5 1,353,978 0 2,141
CELGENE CORP COM 151020104 29,530 299,400 SH   DFND 4,2,5 162,200 0 137,200
CEMEX SAB DE CV SPON ADR NEW 151290889 717 116,168 SH   DFND 2,5 24,480 0 91,688
CEMPRA INC COM 15130J109 6,865 416,319 SH   DFND 2,5 416,319 0 0
CENOVUS ENERGY INC COM 15135U109 209 15,196 SH   DFND 2,5 15,196 0 0
CENOVUS ENERGY INC COM 15135U109 142 10,300 SH   DFND 4,2,5 3,200 0 7,100
CENTENE CORP COM 15135B101 2,902 40,665 SH   DFND 2,5 40,665 0 0
CENTERSTATE BANKS INC COM 15201P109 246 15,600 SH   DFND 4,2,5 0 0 15,600
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD CL A NEW G20045202 12 5,638 SH   DFND 2,5 5,638 0 0
CENTRAL GARDEN & PET CO COM 153527106 3,073 134,610 SH   DFND 4,2,5 79,385 0 55,225
CENTRAL VALLEY COMMUNITY BANCORP COM 155685100 49 3,500 SH   DFND 4,2,5 0 0 3,500
CENTURY BANCORP INC/MA CL A NON VTG 156432106 614 14,514 SH   DFND 4,2,5 9,114 0 5,400
CENTURY CASINOS INC COM 156492100 286 45,840 SH   DFND 4,2,5 35,730 0 10,110
CENTURYLINK INC COM 156700106 1,654 57,000 SH   DFND 4,2,5 17,500 0 39,500
CERNER CORP COM 156782104 67,002 1,143,383 SH   DFND 2,5 1,137,586 0 5,797
CF INDUSTRIES HOLDINGS INC COM 125269100 70 2,915 SH   DFND 2,5 565 0 2,350
CF INDUSTRIES HOLDINGS INC COM 125269100 1,575 65,350 SH   DFND 4,2,5 31,230 0 34,120
CGI GROUP INC CL A SUB VTG 39945C109 459 10,799 SH   DFND 2,5 5,844 0 4,955
CGI GROUP INC CL A SUB VTG 39945C109 2,034 47,855 SH   DFND 4,2,5 19,255 0 28,600
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 12,170 163,900 SH   DFND 4,2,5 148,800 0 15,100
CHARLES SCHWAB CORP/THE COM 808513105 3,495 138,087 SH   DFND 2,5 122,517 0 15,570
CHARLES SCHWAB CORP/THE COM 808513105 3,784 149,500 SH   DFND 4,2,5 135,600 0 13,900
CHARTER COMMUNICATIONS INC CL A 16119P108 214 936 SH   DFND 2,5 721 0 215
CHARTER COMMUNICATIONS INC CL A 16119P108 246 1,075 SH   DFND 4,2,5 195 0 880
CHASE CORP COM 16150R104 485 8,213 SH   DFND 4,2,5 4,750 0 3,463
CHATHAM LODGING TRUST COM 16208T102 646 29,400 SH   DFND 4,2,5 17,200 0 12,200
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 3,612 45,334 SH   DFND 2,5 41,638 0 3,696
CHEESECAKE FACTORY INC/THE COM 163072101 656 13,624 SH   DFND 2,5 13,624 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 2,994 62,200 SH   DFND 4,2,5 50,100 0 12,100
CHENIERE ENERGY INC COM NEW 16411R208 162 4,314 SH   DFND 2,5 4,314 0 0
CHESAPEAKE LODGING TRUST SH BEN INT 165240102 2,738 117,759 SH   DFND 4,2,5 68,100 0 49,659
CHEVRON CORP COM 166764100 15,144 144,465 SH   DFND 2,5 116,114 0 28,351
CHEVRON CORP COM 166764100 53,584 511,149 SH   DFND 4,2,5 419,449 0 91,700
CHIMERIX INC COM 16934W106 546 138,980 SH   DFND 4,2,5 110,680 0 28,300
CHIPOTLE MEXICAN GRILL INC COM 169656105 38,205 94,859 SH   DFND 2,5 94,211 0 648
CHIPOTLE MEXICAN GRILL INC COM 169656105 4,672 11,600 SH   DFND 4,2,5 2,800 0 8,800
CHUBB LTD COM H1467J104 901 6,894 SH   DFND 2,5 4,601 0 2,293
CHUBB LTD COM H1467J104 9,908 75,800 SH   DFND 4,2,5 69,800 0 6,000
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 211 5,800 SH   DFND 2,5 0 0 5,800
CHURCH & DWIGHT CO INC COM 171340102 257 2,500 SH   DFND 2,5 2,500 0 0
CHURCH & DWIGHT CO INC COM 171340102 11,503 111,800 SH   DFND 4,2,5 24,900 0 86,900
CHURCHILL DOWNS INC COM 171484108 25 200 SH   DFND 4,2,5 200 0 0
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 6,606 283,035 SH   DFND 2,5 283,035 0 0
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 9 400 SH   DFND 4,2,5 400 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 504 42,209 SH   DFND 2,5 0 0 42,209
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 153 17,100 SH   DFND 2,5 0 0 17,100
CIENA CORP COM NEW 171779309 632 33,700 SH   DFND 4,2,5 300 0 33,400
CIGNA CORP COM 125509109 12,754 99,646 SH   DFND 2,5 99,646 0 0
CIGNA CORP COM 125509109 8,319 65,000 SH   DFND 4,2,5 47,500 0 17,500
CIMAREX ENERGY CO COM 171798101 528 4,429 SH   DFND 2,5 4,429 0 0
CIMPRESS NV SHS EURO N20146101 759 8,208 SH   DFND 2,5 8,208 0 0
CINCINNATI FINANCIAL CORP COM 172062101 195 2,600 SH   DFND 2,5 2,600 0 0
CINCINNATI FINANCIAL CORP COM 172062101 674 9,000 SH   DFND 4,2,5 9,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 27 750 SH   DFND 2,5 0 0 750
CINEMARK HOLDINGS INC COM 17243V102 5,647 154,870 SH   DFND 4,2,5 97,600 0 57,270
CINTAS CORP COM 172908105 309 3,150 SH   DFND 2,5 1,500 0 1,650
CINTAS CORP COM 172908105 12,642 128,830 SH   DFND 4,2,5 19,900 0 108,930
CISCO SYSTEMS INC COM 17275R102 67,538 2,354,046 SH   DFND 2,5 2,292,910 0 61,136
CISCO SYSTEMS INC COM 17275R102 89,546 3,121,158 SH   DFND 4,2,5 2,016,758 0 1,104,400
CITIGROUP INC COM NEW 172967424 7,878 185,846 SH   DFND 2,5 151,483 0 34,363
CITIGROUP INC COM NEW 172967424 27,104 639,400 SH   DFND 4,2,5 563,100 0 76,300
CITRIX SYSTEMS INC COM 177376100 1,025 12,800 SH   DFND 4,2,5 900 0 11,900
CITRIX SYSTEMS INC NOTE 0.500% 4/1 177376AD2 32,263 29,000,000 PRN   DFND 2,5 0 0 0
CLEAN HARBORS INC COM 184496107 365 7,000 SH   DFND 4,2,5 0 0 7,000
CLIFFS NATURAL RESOURCES INC COM 18683K101 1,514 267,100 SH   DFND 4,2,5 87,500 0 179,600
CLOROX CO/THE COM 189054109 360 2,600 SH   DFND 2,5 2,600 0 0
CLOROX CO/THE COM 189054109 13,659 98,700 SH   DFND 4,2,5 25,500 0 73,200
CME GROUP INC/IL COM 12572Q105 7,286 74,800 SH   DFND 4,2,5 48,300 0 26,500
CMS ENERGY CORP COM 125896100 197 4,300 SH   DFND 2,5 4,300 0 0
CMS ENERGY CORP COM 125896100 9,562 208,500 SH   DFND 4,2,5 43,100 0 165,400
CNA FINANCIAL CORP COM 126117100 2,554 81,293 SH   DFND 2,5 44,453 0 36,840
CNA FINANCIAL CORP COM 126117100 6,628 210,941 SH   DFND 4,2,5 175,441 0 35,500
CNB FINANCIAL CORP/PA COM 126128107 27 1,500 SH   DFND 4,2,5 1,500 0 0
CNH INDUSTRIAL NV SHS N20944109 131,005 18,322,386 SH   DFND 2,5 16,532,095 0 1,790,291
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 2,610 17,700 SH   DFND 4,2,5 6,500 0 11,200
COCA-COLA CO/THE COM 191216100 8,623 190,222 SH   DFND 2,5 134,200 0 56,022
COCA-COLA CO/THE COM 191216100 94,801 2,091,344 SH   DFND 4,2,5 1,121,144 0 970,200
COCA-COLA EUROPEAN PARTNERS PLC SHS G25839104 6,825 191,244 SH   DFND 2,5 132,613 0 58,631
COCA-COLA EUROPEAN PARTNERS PLC SHS G25839104 22,616 633,680 SH   DFND 4,2,5 438,774 0 194,906
CODEXIS INC COM 192005106 426 105,675 SH   DFND 4,2,5 52,705 0 52,970
COEUR MINING INC COM NEW 192108504 326 30,625 SH   DFND 2,5 0 0 30,625
COGNEX CORP COM 192422103 20,904 485,000 SH   DFND 2,5 485,000 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 756 13,201 SH   DFND 2,5 11,480 0 1,721
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 18,723 327,100 SH   DFND 4,2,5 144,900 0 182,200
COHERENT INC COM 192479103 1,221 13,300 SH   DFND 4,2,5 9,000 0 4,300
COHERUS BIOSCIENCES INC COM 19249H103 6,884 407,592 SH   DFND 2,5 407,592 0 0
COLGATE-PALMOLIVE CO COM 194162103 21,638 295,595 SH   DFND 2,5 286,220 0 9,375
COLGATE-PALMOLIVE CO COM 194162103 42,419 579,500 SH   DFND 4,2,5 247,400 0 332,100
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 2,637 123,227 SH   DFND 2,5 67,152 0 56,075
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 10,852 507,101 SH   DFND 4,2,5 377,801 0 129,300
COMCAST CORP CL A 20030N101 17,145 263,001 SH   DFND 2,5 217,882 0 45,119
COMCAST CORP CL A 20030N101 127,526 1,956,224 SH   DFND 4,2,5 1,347,524 0 608,700
COMMERCIAL METALS CO COM 201723103 4,575 270,700 SH   DFND 4,2,5 141,200 0 129,500
COMMUNITY HEALTH SYSTEMS INC RIGHT 99/99/9999 203668116 2 339,777 SH   DFND 2,5 339,777 0 0
COMPASS MINERALS INTERNATIONAL INC COM 20451N101 312 4,200 SH   DFND 4,2,5 0 0 4,200
COMPUTER PROGRAMS & SYSTEMS INC COM 205306103 80 2,000 SH   DFND 4,2,5 2,000 0 0
COMPUTER SCIENCES CORP COM 205363104 3,441 69,300 SH   DFND 4,2,5 0 0 69,300
COMPUTER TASK GROUP INC COM 205477102 7 1,500 SH   DFND 4,2,5 750 0 750
CONAGRA FOODS INC COM 205887102 11,666 244,000 SH   DFND 2,5 158,500 0 85,500
CONAGRA FOODS INC COM 205887102 71,081 1,486,735 SH   DFND 4,2,5 915,735 0 571,000
CONATUS PHARMACEUTICALS INC COM 20600T108 2,237 1,085,775 SH   DFND 2,5 1,085,775 0 0
CONCHO RESOURCES INC COM 20605P101 49,311 413,443 SH   DFND 2,5 410,414 0 3,029
CONCHO RESOURCES INC COM 20605P101 203 1,700 SH   DFND 4,2,5 0 0 1,700
CONMED CORP COM 207410101 224 4,690 SH   DFND 4,2,5 3,960 0 730
CONOCOPHILLIPS COM 20825C104 20,471 469,525 SH   DFND 2,5 288,733 0 180,792
CONOCOPHILLIPS COM 20825C104 76,278 1,749,496 SH   DFND 4,2,5 1,473,186 0 276,310
CONSOLIDATED EDISON INC COM 209115104 338 4,200 SH   DFND 2,5 4,200 0 0
CONSOLIDATED EDISON INC COM 209115104 14,849 184,600 SH   DFND 4,2,5 51,100 0 133,500
CONSTELLATION BRANDS INC CL A 21036P108 149 900 SH   DFND 2,5 900 0 0
CONSTELLATION BRANDS INC CL A 21036P108 32,964 199,300 SH   DFND 4,2,5 160,100 0 39,200
CONTANGO OIL & GAS CO COM NEW 21075N204 709 57,890 SH   DFND 4,2,5 42,642 0 15,248
CONTINENTAL RESOURCES INC/OK COM 212015101 74 1,639 SH   DFND 2,5 1,639 0 0
CONVERGYS CORP COM 212485106 600 24,000 SH   DFND 4,2,5 600 0 23,400
COOPER COS INC/THE COM NEW 216648402 50,191 292,537 SH   DFND 2,5 292,537 0 0
COPA HOLDINGS SA CL A P31076105 244 4,678 SH   DFND 2,5 4,678 0 0
CORE LABORATORIES NV COM N22717107 173 1,400 SH   DFND 2,5 1,400 0 0
CORNING INC COM 219350105 5,687 277,700 SH   DFND 4,2,5 83,100 0 194,600
CORPORATE OFFICE PROPERTIES TRUST SH BEN INT 22002T108 562 19,000 SH   DFND 4,2,5 6,300 0 12,700
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1,551 44,300 SH   DFND 2,5 44,200 0 100
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 5,982 170,810 SH   DFND 4,2,5 116,040 0 54,770
COSTAR GROUP INC COM 22160N109 9,019 41,247 SH   DFND 2,5 41,247 0 0
COSTCO WHOLESALE CORP COM 22160K105 16,242 103,428 SH   DFND 2,5 102,783 0 645
COSTCO WHOLESALE CORP COM 22160K105 46,939 298,900 SH   DFND 4,2,5 120,600 0 178,300
COTT CORP COM 22163N106 11 800 SH   DFND 4,2,5 800 0 0
COUSINS PROPERTIES INC COM 222795106 211 20,300 SH   DFND 4,2,5 20,300 0 0
CR BARD INC COM 067383109 3,410 14,500 SH   DFND 2,5 14,500 0 0
CR BARD INC COM 067383109 6,161 26,200 SH   DFND 4,2,5 5,600 0 20,600
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 86 500 SH   DFND 2,5 0 0 500
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 3,978 23,200 SH   DFND 4,2,5 7,900 0 15,300
CRANE CO COM 224399105 7,328 129,200 SH   DFND 4,2,5 49,600 0 79,600
CRAWFORD & CO CL B 224633107 44 5,218 SH   DFND 4,2,5 4,418 0 800
CRAWFORD & CO CL A 224633206 69 9,100 SH   DFND 4,2,5 7,500 0 1,600
CREDICORP LTD COM G2519Y108 10,436 67,623 SH   DFND 2,5 57,838 0 9,785
CREDICORP LTD COM G2519Y108 46 300 SH   DFND 4,2,5 300 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 364 23,140 SH   DFND 2,5 22,940 0 200
CRESCENT POINT ENERGY CORP COM 22576C101 63 4,000 SH   DFND 4,2,5 0 0 4,000
CRITEO SA SPONS ADS 226718104 6,682 145,519 SH   DFND 2,5 145,519 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 2,522 24,862 SH   DFND 2,5 12,591 0 12,271
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 10,721 105,702 SH   DFND 4,2,5 95,602 0 10,100
CROWN HOLDINGS INC COM 228368106 2,702 53,330 SH   DFND 2,5 51,700 0 1,630
CROWN HOLDINGS INC COM 228368106 18,690 368,850 SH   DFND 4,2,5 181,800 0 187,050
CSG SYSTEMS INTERNATIONAL INC COM 126349109 4,003 99,300 SH   DFND 4,2,5 44,300 0 55,000
CSX CORP COM 126408103 257 9,849 SH   DFND 2,5 7,357 0 2,492
CSX CORP COM 126408103 33,677 1,291,300 SH   DFND 4,2,5 951,600 0 339,700
CTRIP.COM INTERNATIONAL LTD NOTE 1.000% 7/0 22943FAF7 578,875 5,500,000 PRN   DFND 2,5 0 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 152 3,700 SH   DFND 2,5 3,700 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 637 15,450 SH   DFND 4,2,5 15,450 0 0
CTS CORP COM 126501105 73 4,100 SH   DFND 4,2,5 0 0 4,100
CUBESMART COM 229663109 125 4,046 SH   DFND 2,5 4,046 0 0
CUMMINS INC COM 231021106 17,977 159,880 SH   DFND 2,5 93,200 0 66,680
CUMMINS INC COM 231021106 87,487 778,078 SH   DFND 4,2,5 520,678 0 257,400
CVS HEALTH CORP COM 126650100 20,320 212,240 SH   DFND 2,5 206,379 0 5,861
CVS HEALTH CORP COM 126650100 57,461 600,175 SH   DFND 4,2,5 286,175 0 314,000
DANAHER CORP COM 235851102 52,959 524,344 SH   DFND 2,5 523,314 0 1,030
DANAHER CORP COM 235851102 29,472 291,800 SH   DFND 4,2,5 141,400 0 150,400
DARDEN RESTAURANTS INC COM 237194105 8,855 139,796 SH   DFND 2,5 74,424 0 65,372
DARDEN RESTAURANTS INC COM 237194105 44,588 703,953 SH   DFND 4,2,5 485,153 0 218,800
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,512 84,218 SH   DFND 2,5 84,218 0 0
DDR CORP COM 23317H102 14 763 SH   DFND 2,5 763 0 0
DEAN FOODS CO COM NEW 242370203 5,103 282,100 SH   DFND 4,2,5 153,900 0 128,200
DEERE & CO COM 244199105 308 3,800 SH   DFND 2,5 3,800 0 0
DEERE & CO COM 244199105 13,218 163,100 SH   DFND 4,2,5 45,900 0 117,200
DELPHI AUTOMOTIVE PLC SHS G27823106 18,624 297,513 SH   DFND 2,5 297,513 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 10,542 168,400 SH   DFND 4,2,5 47,600 0 120,800
DELTA AIR LINES INC COM NEW 247361702 3,760 103,200 SH   DFND 2,5 49,364 0 53,836
DELTA AIR LINES INC COM NEW 247361702 31,919 876,176 SH   DFND 4,2,5 812,876 0 63,300
DELUXE CORP COM 248019101 3,517 52,997 SH   DFND 2,5 27,609 0 25,388
DELUXE CORP COM 248019101 19,846 299,026 SH   DFND 4,2,5 179,976 0 119,050
DEMAND MEDIA INC COM NEW 24802N208 268 51,831 SH   DFND 4,2,5 37,701 0 14,130
DENNY'S CORP COM 24869P104 411 38,300 SH   DFND 4,2,5 19,500 0 18,800
DENTSPLY SIRONA INC COM 24906P109 3,053 49,210 SH   DFND 2,5 2,030 0 47,180
DENTSPLY SIRONA INC COM 24906P109 21,347 344,092 SH   DFND 4,2,5 309,514 0 34,578
DERMIRA INC COM 24983L104 5,518 188,634 SH   DFND 2,5 188,634 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 14,206 1,025,861 SH   DFND 2,5 989,859 0 36,002
DEUTSCHE BANK AG NAMEN AKT D18190898 280 20,200 SH   DFND 4,2,5 6,800 0 13,400
DEVON ENERGY CORP COM 25179M103 361 9,957 SH   DFND 2,5 9,557 0 400
DEVON ENERGY CORP COM 25179M103 239 6,600 SH   DFND 4,2,5 0 0 6,600
DEXCOM INC COM 252131107 44,826 565,062 SH   DFND 2,5 559,222 0 5,840
DHT HOLDINGS INC SHS NEW Y2065G121 205 40,700 SH   DFND 4,2,5 22,600 0 18,100
DIAMOND OFFSHORE DRILLING INC COM 25271C102 5,820 239,200 SH   DFND 4,2,5 174,100 0 65,100
DIAMONDBACK ENERGY INC COM 25278X109 950 10,411 SH   DFND 2,5 10,411 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,591 508,400 SH   DFND 4,2,5 297,200 0 211,200
DICK'S SPORTING GOODS INC COM 253393102 5,500 122,060 SH   DFND 4,2,5 90,700 0 31,360
DIGIRAD CORP COM 253827109 194 37,720 SH   DFND 4,2,5 31,950 0 5,770
DIGITAL REALTY TRUST INC COM 253868103 56 516 SH   DFND 2,5 516 0 0
DIGITAL REALTY TRUST INC COM 253868103 22 200 SH   DFND 4,2,5 0 0 200
DISCOVER FINANCIAL SERVICES COM 254709108 3,873 72,270 SH   DFND 2,5 72,270 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 14,389 268,500 SH   DFND 4,2,5 76,700 0 191,800
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 976 38,700 SH   DFND 4,2,5 20,300 0 18,400
DOLLAR GENERAL CORP COM 256677105 44,735 475,900 SH   DFND 2,5 475,900 0 0
DOLLAR GENERAL CORP COM 256677105 30,240 321,700 SH   DFND 4,2,5 222,800 0 98,900
DOLLAR TREE INC COM 256746108 273 2,900 SH   DFND 2,5 2,900 0 0
DOLLAR TREE INC COM 256746108 9,226 97,900 SH   DFND 4,2,5 21,300 0 76,600
DOMINION DIAMOND CORP COM 257287102 201 22,808 SH   DFND 2,5 22,808 0 0
DOMINION DIAMOND CORP COM 257287102 1,265 143,708 SH   DFND 4,2,5 75,008 0 68,700
DOMINION RESOURCES INC/VA COM 25746U109 1,734 22,245 SH   DFND 2,5 20,250 0 1,995
DOMINION RESOURCES INC/VA COM 25746U109 37,001 474,800 SH   DFND 4,2,5 163,300 0 311,500
DOUGLAS EMMETT INC COM 25960P109 2,265 63,779 SH   DFND 2,5 63,779 0 0
DOVER CORP COM 260003108 4,943 71,300 SH   DFND 4,2,5 6,200 0 65,100
DOW CHEMICAL CO/THE COM 260543103 35,368 711,490 SH   DFND 2,5 542,135 0 169,355
DOW CHEMICAL CO/THE COM 260543103 121,996 2,454,155 SH   DFND 4,2,5 1,715,055 0 739,100
DR HORTON INC COM 23331A109 302 9,600 SH   DFND 4,2,5 0 0 9,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 13,455 139,241 SH   DFND 2,5 65,800 0 73,441
DR PEPPER SNAPPLE GROUP INC COM 26138E109 85,421 884,000 SH   DFND 4,2,5 544,030 0 339,970
DR REDDY'S LABORATORIES LTD ADR 256135203 487 9,500 SH   DFND 2,5 0 0 9,500
DTE ENERGY CO COM 233331107 347 3,500 SH   DFND 2,5 3,500 0 0
DTE ENERGY CO COM 233331107 17,534 176,900 SH   DFND 4,2,5 41,900 0 135,000
DUKE ENERGY CORP COM NEW 26441C204 6,971 81,261 SH   DFND 2,5 41,630 0 39,631
DUKE ENERGY CORP COM NEW 26441C204 101,447 1,182,500 SH   DFND 4,2,5 673,200 0 509,300
DUKE REALTY CORP COM NEW 264411505 31 1,161 SH   DFND 2,5 1,161 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 707 16,200 SH   DFND 4,2,5 4,400 0 11,800
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 4,026 276,120 SH   DFND 2,5 276,120 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 16 2,500 SH   DFND 2,5 0 0 2,500
EARTHLINK HOLDINGS CORP COM 27033X101 2,174 339,700 SH   DFND 4,2,5 146,400 0 193,300
EAST WEST BANCORP INC COM 27579R104 496 14,521 SH   DFND 2,5 14,521 0 0
EAST WEST BANCORP INC COM 27579R104 6,426 188,000 SH   DFND 4,2,5 117,900 0 70,100
EASTMAN CHEMICAL CO COM 277432100 2,234 32,900 SH   DFND 4,2,5 12,000 0 20,900
EATON CORP PLC SHS G29183103 214 3,583 SH   DFND 2,5 2,671 0 912
EATON CORP PLC SHS G29183103 9,596 160,650 SH   DFND 4,2,5 95,050 0 65,600
EBAY INC COM 278642103 2,468 105,420 SH   DFND 2,5 103,565 0 1,855
EBAY INC COM 278642103 4,209 179,800 SH   DFND 4,2,5 170,000 0 9,800
ECHOSTAR CORP CL A 278768106 4,613 116,200 SH   DFND 4,2,5 55,400 0 60,800
ECOLAB INC COM 278865100 66,573 561,322 SH   DFND 2,5 555,294 0 6,028
ECOLAB INC COM 278865100 27,397 231,000 SH   DFND 4,2,5 89,300 0 141,700
ECOPETROL SA SPONSORED ADS 279158109 72 7,500 SH   DFND 2,5 7,500 0 0
ECOPETROL SA SPONSORED ADS 279158109 86 9,000 SH   DFND 4,2,5 9,000 0 0
EDISON INTERNATIONAL COM 281020107 3,891 50,100 SH   DFND 4,2,5 12,100 0 38,000
EDWARDS LIFESCIENCES CORP COM 28176E108 12,278 123,116 SH   DFND 2,5 123,116 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 38,177 382,800 SH   DFND 4,2,5 226,000 0 156,800
EI DU PONT DE NEMOURS & CO COM 263534109 1,661 25,632 SH   DFND 2,5 24,144 0 1,488
EI DU PONT DE NEMOURS & CO COM 263534109 11,392 175,800 SH   DFND 4,2,5 163,400 0 12,400
ELDORADO GOLD CORP COM 284902103 145 32,300 SH   DFND 4,2,5 9,100 0 23,200
ELECTRO SCIENTIFIC INDUSTRIES INC COM 285229100 66 11,270 SH   DFND 4,2,5 10,100 0 1,170
ELECTRONIC ARTS INC COM 285512109 16,372 216,100 SH   DFND 2,5 216,100 0 0
ELECTRONIC ARTS INC COM 285512109 8,106 107,000 SH   DFND 4,2,5 25,700 0 81,300
ELI LILLY & CO COM 532457108 30,848 391,721 SH   DFND 2,5 389,678 0 2,043
ELI LILLY & CO COM 532457108 50,943 646,900 SH   DFND 4,2,5 260,900 0 386,000
EMBOTELLADORA ANDINA SA SPON ADR B 29081P303 197 9,314 SH   DFND 4,2,5 9,314 0 0
EMBRAER SA SP ADR REP 4 COM 29082A107 30 1,400 SH   DFND 2,5 0 0 1,400
EMC CORP/MA COM 268648102 1,578 58,095 SH   DFND 2,5 54,825 0 3,270
EMC CORP/MA COM 268648102 10,053 370,000 SH   DFND 4,2,5 352,400 0 17,600
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,631 58,000 SH   DFND 4,2,5 14,900 0 43,100
EMERSON ELECTRIC CO COM 291011104 2,052 39,342 SH   DFND 2,5 38,224 0 1,118
EMERSON ELECTRIC CO COM 291011104 56,661 1,086,300 SH   DFND 4,2,5 647,300 0 439,000
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 25 900 SH   DFND 4,2,5 900 0 0
ENBRIDGE INC COM 29250N105 2,846 67,536 SH   DFND 2,5 57,622 0 9,914
ENBRIDGE INC COM 29250N105 9,132 216,700 SH   DFND 4,2,5 79,100 0 137,600
ENCANA CORP COM 292505104 120 15,499 SH   DFND 2,5 15,499 0 0
ENCANA CORP COM 292505104 46 5,900 SH   DFND 4,2,5 600 0 5,300
ENDEAVOUR SILVER CORP COM 29258Y103 785 200,800 SH   DFND 4,2,5 105,100 0 95,700
ENDOLOGIX INC COM 29266S106 7,396 593,619 SH   DFND 2,5 593,619 0 0
ENDURANCE INTERNATIONAL GROUP HOLDINGS I COM 29272B105 418 46,500 SH   DFND 4,2,5 28,400 0 18,100
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 1,014 15,100 SH   DFND 4,2,5 2,800 0 12,300
ENERGEN CORP COM 29265N108 190 3,950 SH   DFND 4,2,5 2,700 0 1,250
ENERGIZER HOLDINGS INC COM 29272W109 839 16,300 SH   DFND 4,2,5 0 0 16,300
ENERGY RECOVERY INC COM 29270J100 1,216 136,800 SH   DFND 4,2,5 87,600 0 49,200
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,255 18,390 SH   DFND 1,2,5,3 18,390 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 413 48,160 SH   DFND 2,5 48,160 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 644 75,060 SH   DFND 4,2,5 75,060 0 0
ENERSIS CHILE SA SPON ADR 29278D105 281 48,160 SH   DFND 2,5 48,160 0 0
ENERSIS CHILE SA SPON ADR 29278D105 300 51,460 SH   DFND 4,2,5 51,460 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 988 62,100 SH   DFND 4,2,5 62,100 0 0
ENTERGY CORP COM 29364G103 260 3,195 SH   DFND 2,5 3,195 0 0
ENTERPRISE PRODUCTS PARTNERS LP COM 293792107 706 24,142 SH   DFND 2,5 24,142 0 0
EOG RESOURCES INC COM 26875P101 63,521 761,465 SH   DFND 2,5 753,753 0 7,712
EOG RESOURCES INC COM 26875P101 10,753 128,900 SH   DFND 4,2,5 121,000 0 7,900
EPAM SYSTEMS INC COM 29414B104 2,315 36,000 SH   DFND 2,5 36,000 0 0
EPIQ SYSTEMS INC COM 26882D109 1,497 102,520 SH   DFND 4,2,5 59,220 0 43,300
EQT CORP COM 26884L109 639 8,250 SH   DFND 2,5 8,150 0 100
EQUIFAX INC COM 294429105 282 2,200 SH   DFND 2,5 2,200 0 0
EQUIFAX INC COM 294429105 9,437 73,500 SH   DFND 4,2,5 19,700 0 53,800
EQUINIX INC COM PAR $0.001 29444U700 155 400 SH   DFND 4,2,5 0 0 400
EQUITY COMMONWEALTH COM SH BEN INT 294628102 3,723 127,806 SH   DFND 2,5 69,000 0 58,806
EQUITY COMMONWEALTH COM SH BEN INT 294628102 14,609 501,498 SH   DFND 4,2,5 392,963 0 108,535
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 15 183 SH   DFND 2,5 183 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,442 49,976 SH   DFND 2,5 37,816 0 12,160
EQUITY RESIDENTIAL SH BEN INT 29476L107 8,759 127,160 SH   DFND 4,2,5 110,360 0 16,800
ESCALADE INC COM 296056104 19 1,829 SH   DFND 4,2,5 800 0 1,029
ESSA BANCORP INC COM 29667D104 154 11,500 SH   DFND 4,2,5 10,660 0 840
ESSENDANT INC COM 296689102 3,686 120,600 SH   DFND 4,2,5 61,900 0 58,700
ESSEX PROPERTY TRUST INC COM 297178105 56 245 SH   DFND 2,5 245 0 0
ESSEX PROPERTY TRUST INC COM 297178105 935 4,100 SH   DFND 4,2,5 0 0 4,100
ESTEE LAUDER COS INC/THE CL A 518439104 864 9,497 SH   DFND 2,5 9,497 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 9,657 106,100 SH   DFND 4,2,5 23,400 0 82,700
ESTERLINE TECHNOLOGIES CORP COM 297425100 403 6,500 SH   DFND 4,2,5 6,500 0 0
EURONAV NV SHS B38564108 3,631 396,493 SH   DFND 2,5 278,137 0 118,356
EURONET WORLDWIDE INC COM 298736109 1,855 26,808 SH   DFND 2,5 26,808 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 10,322 9,000,000 PRN   DFND 2,5 0 0 0
EVEREST RE GROUP LTD COM G3223R108 8,353 45,727 SH   DFND 2,5 25,508 0 20,219
EVEREST RE GROUP LTD COM G3223R108 30,552 167,252 SH   DFND 4,2,5 120,232 0 47,020
EVERTEC INC COM 30040P103 2,838 182,600 SH   DFND 4,2,5 86,400 0 96,200
EXACTECH INC COM 30064E109 1,210 45,250 SH   DFND 4,2,5 31,650 0 13,600
EXELON CORP COM 30161N101 153 4,200 SH   DFND 2,5 0 0 4,200
EXELON CORP COM 30161N101 11,021 303,100 SH   DFND 4,2,5 180,100 0 123,000
EXPEDIA INC COM NEW 30212P303 128 1,200 SH   DFND 2,5 0 0 1,200
EXPEDIA INC COM NEW 30212P303 3,371 31,710 SH   DFND 4,2,5 3,710 0 28,000
EXPRESS SCRIPTS HOLDING CO COM 30219G108 16,382 216,127 SH   DFND 2,5 213,003 0 3,124
EXPRESS SCRIPTS HOLDING CO COM 30219G108 8,012 105,700 SH   DFND 4,2,5 97,100 0 8,600
EXTRA SPACE STORAGE INC COM 30225T102 15,469 167,161 SH   DFND 2,5 167,161 0 0
EXTREME NETWORKS INC COM 30226D106 143 42,200 SH   DFND 4,2,5 8,030 0 34,170
EXXON MOBIL CORP COM 30231G102 45,995 490,663 SH   DFND 2,5 397,117 0 93,546
EXXON MOBIL CORP COM 30231G102 190,082 2,027,753 SH   DFND 4,2,5 1,371,453 0 656,300
F5 NETWORKS INC COM 315616102 49,862 438,000 SH   DFND 2,5 438,000 0 0
FACEBOOK INC CL A 30303M102 134,558 1,177,445 SH   DFND 2,5 1,120,254 0 57,191
FACEBOOK INC CL A 30303M102 116,698 1,021,158 SH   DFND 4,2,5 849,458 0 171,700
FARMER BROTHERS CO COM 307675108 401 12,504 SH   DFND 4,2,5 8,404 0 4,100
FASTENAL CO COM 311900104 89 2,000 SH   DFND 2,5 2,000 0 0
FASTENAL CO COM 311900104 5,021 113,100 SH   DFND 4,2,5 26,000 0 87,100
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 43 257 SH   DFND 2,5 257 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 1,060 6,400 SH   DFND 4,2,5 0 0 6,400
FEDEX CORP COM 31428X106 6,194 40,810 SH   DFND 2,5 38,107 0 2,703
FEDEX CORP COM 31428X106 7,893 52,000 SH   DFND 4,2,5 35,600 0 16,400
FELCOR LODGING TRUST INC COM 31430F101 1,906 305,901 SH   DFND 4,2,5 164,300 0 141,601
FERRARI NV COM N3167Y103 868 21,196 SH   DFND 2,5 14,337 0 6,859
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 9,154 1,495,790 SH   DFND 2,5 1,427,158 0 68,632
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 1,577 21,400 SH   DFND 4,2,5 0 0 21,400
FIDELITY SOUTHERN CORP COM 316394105 565 36,041 SH   DFND 4,2,5 26,161 0 9,880
FIFTH THIRD BANCORP COM 316773100 906 51,500 SH   DFND 4,2,5 51,500 0 0
FIRST CITIZENS BANCSHARES INC/NC CL A 31946M103 1,372 5,300 SH   DFND 4,2,5 3,800 0 1,500
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 1,691 60,799 SH   DFND 2,5 60,799 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 39 2,900 SH   DFND 4,2,5 1,200 0 1,700
FIRST POTOMAC REALTY TRUST COM 33610F109 373 40,500 SH   DFND 4,2,5 29,400 0 11,100
FIRST REPUBLIC BANK/CA COM 33616C100 11,269 161,007 SH   DFND 2,5 161,007 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 161 2,300 SH   DFND 4,2,5 0 0 2,300
FIRST SOLAR INC COM 336433107 892 18,400 SH   DFND 4,2,5 13,400 0 5,000
FIRSTENERGY CORP COM 337932107 52 1,500 SH   DFND 4,2,5 1,500 0 0
FISERV INC COM 337738108 3,430 31,545 SH   DFND 2,5 31,545 0 0
FISERV INC COM 337738108 15,342 141,100 SH   DFND 4,2,5 35,500 0 105,600
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,266 54,800 SH   DFND 4,2,5 44,500 0 10,300
FLAGSTAR BANCORP INC COM PAR .001 337930705 561 23,000 SH   DFND 4,2,5 0 0 23,000
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 5,534 469,000 SH   DFND 4,2,5 109,570 0 359,430
FLOWERS FOODS INC COM 343498101 1,858 99,100 SH   DFND 2,5 68,300 0 30,800
FLOWERS FOODS INC COM 343498101 11,162 595,300 SH   DFND 4,2,5 315,600 0 279,700
FLOWSERVE CORP COM 34354P105 1,627 36,020 SH   DFND 2,5 36,020 0 0
FLUOR CORP COM 343412102 10 200 SH   DFND 4,2,5 0 0 200
FMC CORP COM NEW 302491303 301 6,500 SH   DFND 2,5 6,500 0 0
FMC TECHNOLOGIES INC COM 30249U101 91 3,422 SH   DFND 2,5 3,422 0 0
FMC TECHNOLOGIES INC COM 30249U101 288 10,800 SH   DFND 4,2,5 10,800 0 0
FONAR CORP COM NEW 344437405 316 15,500 SH   DFND 4,2,5 12,530 0 2,970
FOOT LOCKER INC COM 344849104 2,321 42,300 SH   DFND 4,2,5 4,400 0 37,900
FORD MOTOR CO COM PAR $0.01 345370860 19,805 1,575,604 SH   DFND 2,5 909,165 0 666,439
FORD MOTOR CO COM PAR $0.01 345370860 94,448 7,513,739 SH   DFND 4,2,5 6,168,049 0 1,345,690
FOREST CITY REALTY TRUST INC COM CL A 345605109 62 2,785 SH   DFND 2,5 2,785 0 0
FORESTAR GROUP INC COM 346233109 1,094 92,004 SH   DFND 4,2,5 51,894 0 40,110
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 7,588 130,887 SH   DFND 2,5 59,487 0 71,400
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 33,299 574,412 SH   DFND 4,2,5 448,472 0 125,940
FRANCO-NEVADA CORP COM 351858105 2,751 36,365 SH   DFND 2,5 36,365 0 0
FRANCO-NEVADA CORP COM 351858105 734 9,700 SH   DFND 4,2,5 500 0 9,200
FRANKLIN RESOURCES INC COM 354613101 2,913 87,300 SH   DFND 4,2,5 26,400 0 60,900
FRANKLIN STREET PROPERTIES CORP COM 35471R106 1,883 153,500 SH   DFND 4,2,5 69,320 0 84,180
FRED'S INC CL A 356108100 1,751 108,700 SH   DFND 4,2,5 55,200 0 53,500
FTI CONSULTING INC COM 302941109 1,181 29,030 SH   DFND 4,2,5 21,330 0 7,700
FUTUREFUEL CORP COM 36116M106 945 86,871 SH   DFND 4,2,5 53,975 0 32,896
GAIN CAPITAL HOLDINGS INC COM 36268W100 865 136,800 SH   DFND 4,2,5 102,000 0 34,800
GAMESTOP CORP CL A 36467W109 3,196 120,243 SH   DFND 2,5 67,109 0 53,134
GAMESTOP CORP CL A 36467W109 15,790 594,060 SH   DFND 4,2,5 407,160 0 186,900
GAP INC/THE COM 364760108 4,359 205,441 SH   DFND 2,5 134,030 0 71,411
GAP INC/THE COM 364760108 20,063 945,476 SH   DFND 4,2,5 727,476 0 218,000
GARTNER INC COM 366651107 604 6,200 SH   DFND 4,2,5 0 0 6,200
GENERAL DYNAMICS CORP COM 369550108 766 5,500 SH   DFND 4,2,5 2,600 0 2,900
GENERAL ELECTRIC CO COM 369604103 22,594 717,735 SH   DFND 2,5 538,851 0 178,884
GENERAL ELECTRIC CO COM 369604103 91,100 2,893,900 SH   DFND 4,2,5 2,389,500 0 504,400
GENERAL GROWTH PROPERTIES INC COM 370023103 6,582 220,738 SH   DFND 2,5 220,738 0 0
GENERAL GROWTH PROPERTIES INC COM 370023103 1,214 40,700 SH   DFND 4,2,5 0 0 40,700
GENERAL MILLS INC COM 370334104 1,077 15,100 SH   DFND 2,5 12,300 0 2,800
GENERAL MILLS INC COM 370334104 75,849 1,063,500 SH   DFND 4,2,5 449,800 0 613,700
GENERAL MOTORS CO COM 37045V100 671 23,716 SH   DFND 2,5 20,851 0 2,865
GENERAL MOTORS CO COM 37045V100 26,296 929,200 SH   DFND 4,2,5 421,900 0 507,300
GENOCEA BIOSCIENCES INC COM 372427104 2,440 595,157 SH   DFND 2,5 595,157 0 0
GENUINE PARTS CO COM 372460105 294 2,900 SH   DFND 2,5 2,900 0 0
GENUINE PARTS CO COM 372460105 12,788 126,300 SH   DFND 4,2,5 35,400 0 90,900
GEO GROUP INC/THE COM 36162J106 5,247 153,500 SH   DFND 4,2,5 76,000 0 77,500
GIGAMON INC COM 37518B102 2,617 70,000 SH   DFND 2,5 70,000 0 0
GILDAN ACTIVEWEAR INC COM 375916103 44 1,500 SH   DFND 4,2,5 0 0 1,500
GILEAD SCIENCES INC COM 375558103 189,156 2,267,508 SH   DFND 2,5 2,156,623 0 110,885
GILEAD SCIENCES INC COM 375558103 135,147 1,620,075 SH   DFND 4,2,5 1,169,255 0 450,820
GLADSTONE COMMERCIAL CORP COM 376536108 367 21,700 SH   DFND 4,2,5 14,300 0 7,400
GLOBAL INDEMNITY PLC SHS G39319101 134 4,860 SH   DFND 4,2,5 3,500 0 1,360
GLOBAL NET LEASE INC COM 379378102 969 121,900 SH   DFND 4,2,5 89,300 0 32,600
GLOBAL PAYMENTS INC COM 37940X102 11,229 157,312 SH   DFND 2,5 157,312 0 0
GLOBAL PAYMENTS INC COM 37940X102 13,766 192,860 SH   DFND 4,2,5 118,260 0 74,600
GLOBAL SOURCES LTD ORD G39300101 94 10,300 SH   DFND 4,2,5 10,300 0 0
GLOBANT SA COM L44385109 4,250 108,000 SH   DFND 2,5 108,000 0 0
GOLDCORP INC COM 380956409 5,834 306,495 SH   DFND 2,5 220,604 0 85,891
GOLDCORP INC COM 380956409 2,833 148,811 SH   DFND 4,2,5 114,311 0 34,500
GOLDMAN SACHS GROUP INC/THE COM 38141G104 2,136 14,376 SH   DFND 2,5 13,783 0 593
GOLDMAN SACHS GROUP INC/THE COM 38141G104 12,213 82,200 SH   DFND 4,2,5 77,000 0 5,200
GRAHAM HOLDINGS CO COM 384637104 98 200 SH   DFND 2,5 0 0 200
GRAHAM HOLDINGS CO COM 384637104 5,616 11,472 SH   DFND 4,2,5 5,100 0 6,372
GREAT PLAINS ENERGY INC COM 391164100 1,918 63,100 SH   DFND 2,5 59,700 0 3,400
GREAT PLAINS ENERGY INC COM 391164100 14,185 466,600 SH   DFND 4,2,5 207,900 0 258,700
GREEN DOT CORP CL A 39304D102 2,296 99,876 SH   DFND 4,2,5 61,600 0 38,276
GREEN PLAINS INC COM 393222104 111 5,616 SH   DFND 2,5 5,616 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 256 12,693 SH   DFND 4,2,5 9,803 0 2,890
GREIF INC CL A 397624107 3,410 91,500 SH   DFND 4,2,5 51,700 0 39,800
GRIFFON CORP COM 398433102 1,555 92,220 SH   DFND 4,2,5 46,800 0 45,420
GROUPON INC COM CL A 399473107 149 45,738 SH   DFND 2,5 0 0 45,738
GULFPORT ENERGY CORP COM NEW 402635304 527 16,845 SH   DFND 2,5 16,845 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 155 8,160 SH   DFND 4,2,5 1,450 0 6,710
HAEMONETICS CORP COM 405024100 632 21,800 SH   DFND 4,2,5 12,500 0 9,300
HALLIBURTON CO COM 406216101 2,571 56,772 SH   DFND 2,5 52,988 0 3,784
HALLIBURTON CO COM 406216101 6,214 137,200 SH   DFND 4,2,5 117,000 0 20,200
HALLMARK FINANCIAL SERVICES INC COM NEW 40624Q203 41 3,500 SH   DFND 4,2,5 3,500 0 0
HALYARD HEALTH INC COM 40650V100 565 17,360 SH   DFND 4,2,5 17,360 0 0
HANCOCK HOLDING CO COM 410120109 883 33,800 SH   DFND 4,2,5 0 0 33,800
HANESBRANDS INC COM 410345102 1,981 78,844 SH   DFND 2,5 78,844 0 0
HANESBRANDS INC COM 410345102 1,066 42,400 SH   DFND 4,2,5 5,200 0 37,200
HARLEY-DAVIDSON INC COM 412822108 1,409 31,100 SH   DFND 4,2,5 12,600 0 18,500
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 1,867 26,002 SH   DFND 2,5 26,002 0 0
HARMONIC INC COM 413160102 492 172,466 SH   DFND 4,2,5 64,076 0 108,390
HARRIS CORP COM 413875105 11,133 133,425 SH   DFND 2,5 72,541 0 60,884
HARRIS CORP COM 413875105 49,368 591,659 SH   DFND 4,2,5 434,059 0 157,600
HARVARD BIOSCIENCE INC COM 416906105 492 172,000 SH   DFND 4,2,5 121,900 0 50,100
HASBRO INC COM 418056107 5,157 61,400 SH   DFND 4,2,5 1,700 0 59,700
HAVERTY FURNITURE COS INC COM 419596101 279 15,490 SH   DFND 4,2,5 6,660 0 8,830
HCA HOLDINGS INC COM 40412C101 18,479 239,960 SH   DFND 2,5 138,660 0 101,300
HCA HOLDINGS INC COM 40412C101 96,086 1,247,708 SH   DFND 4,2,5 814,408 0 433,300
HCI GROUP INC COM 40416E103 423 15,500 SH   DFND 4,2,5 11,800 0 3,700
HCP INC COM 40414L109 52 1,476 SH   DFND 2,5 1,476 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,540 113,634 SH   DFND 2,5 53,000 0 60,634
HEARTLAND FINANCIAL USA INC COM 42234Q102 473 13,400 SH   DFND 4,2,5 0 0 13,400
HECLA MINING CO COM 422704106 5,345 1,047,951 SH   DFND 2,5 0 0 1,047,951
HECLA MINING CO COM 422704106 381 74,700 SH   DFND 4,2,5 0 0 74,700
HEIDRICK & STRUGGLES INTERNATIONAL INC COM 422819102 83 4,900 SH   DFND 4,2,5 4,900 0 0
HELEN OF TROY LTD COM G4388N106 524 5,100 SH   DFND 4,2,5 0 0 5,100
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 407 60,200 SH   DFND 4,2,5 40,900 0 19,300
HELMERICH & PAYNE INC COM 423452101 435 6,473 SH   DFND 2,5 6,473 0 0
HENRY SCHEIN INC COM 806407102 159 900 SH   DFND 2,5 900 0 0
HENRY SCHEIN INC COM 806407102 7,479 42,300 SH   DFND 4,2,5 11,000 0 31,300
HERBALIFE LTD COM USD SHS G4412G101 328 5,600 SH   DFND 4,2,5 5,600 0 0
HERMAN MILLER INC COM 600544100 12 400 SH   DFND 4,2,5 400 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 2,046 119,325 SH   DFND 4,2,5 60,600 0 58,725
HERSHEY CO/THE COM 427866108 397 3,500 SH   DFND 2,5 3,500 0 0
HERSHEY CO/THE COM 427866108 14,765 130,100 SH   DFND 4,2,5 29,100 0 101,000
HESS CORP COM 42809H107 9,609 159,885 SH   DFND 2,5 88,796 0 71,089
HESS CORP COM 42809H107 46,810 778,861 SH   DFND 4,2,5 598,381 0 180,480
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 1,575 86,181 SH   DFND 2,5 80,045 0 6,136
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 5,280 289,000 SH   DFND 4,2,5 264,100 0 24,900
HEXCEL CORP COM 428291108 44,763 1,075,000 SH   DFND 2,5 1,075,000 0 0
HILL INTERNATIONAL INC COM 431466101 372 91,370 SH   DFND 4,2,5 73,070 0 18,300
HILL-ROM HOLDINGS INC COM 431475102 2,563 50,800 SH   DFND 2,5 26,400 0 24,400
HILL-ROM HOLDINGS INC COM 431475102 13,112 259,894 SH   DFND 4,2,5 149,994 0 109,900
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 651 5,300 SH   DFND 4,2,5 4,600 0 700
HOLLYFRONTIER CORP COM 436106108 257 10,795 SH   DFND 2,5 10,795 0 0
HOLOGIC INC COM 436440101 5,985 172,976 SH   DFND 2,5 172,976 0 0
HOLOGIC INC COM 436440101 11,311 326,900 SH   DFND 4,2,5 288,700 0 38,200
HOLOGIC INC FRNT 2.000%12/1 436440AB7 5,257 3,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 14,441 113,097 SH   DFND 2,5 84,334 0 28,763
HOME DEPOT INC COM 437076102 128,804 1,008,722 SH   DFND 4,2,5 611,722 0 397,000
HONEYWELL INTERNATIONAL INC COM 438516106 23,085 198,463 SH   DFND 2,5 197,320 0 1,143
HONEYWELL INTERNATIONAL INC COM 438516106 55,461 476,800 SH   DFND 4,2,5 200,300 0 276,500
HORIZON BANCORP/IN COM 440407104 70 2,800 SH   DFND 4,2,5 2,800 0 0
HORIZON TECHNOLOGY FINANCE CORP COM 44045A102 250 20,503 SH   DFND 4,2,5 11,503 0 9,000
HORMEL FOODS CORP COM 440452100 278 7,600 SH   DFND 2,5 7,600 0 0
HORMEL FOODS CORP COM 440452100 7,100 194,000 SH   DFND 4,2,5 51,600 0 142,400
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 4,434 153,952 SH   DFND 2,5 83,127 0 70,825
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 18,529 643,353 SH   DFND 4,2,5 506,853 0 136,500
HOST HOTELS & RESORTS INC COM 44107P104 10,906 672,767 SH   DFND 2,5 385,683 0 287,084
HOST HOTELS & RESORTS INC COM 44107P104 33,180 2,046,900 SH   DFND 4,2,5 1,998,800 0 48,100
HP INC COM 40434L105 927 73,868 SH   DFND 2,5 67,732 0 6,136
HP INC COM 40434L105 77 6,100 SH   DFND 4,2,5 6,100 0 0
HSBC HOLDINGS PLC SDCV 5.625%12/2 404280AR0 14,823 15,384,375 PRN   DFND 2,5 0 0 0
HUBSPOT INC COM 443573100 3,560 82,000 SH   DFND 2,5 82,000 0 0
HUDBAY MINERALS INC COM 443628102 1,055 222,000 SH   DFND 4,2,5 103,700 0 118,300
HUMANA INC COM 444859102 2,788 15,500 SH   DFND 4,2,5 1,800 0 13,700
HUNTINGTON BANCSHARES INC/OH COM 446150104 2,103 235,200 SH   DFND 4,2,5 103,600 0 131,600
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 5,520 32,850 SH   DFND 2,5 18,790 0 14,060
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 22,886 136,200 SH   DFND 4,2,5 99,620 0 36,580
HUNTSMAN CORP COM 447011107 1,001 74,400 SH   DFND 4,2,5 74,400 0 0
HURCO COS INC COM 447324104 192 6,900 SH   DFND 4,2,5 1,600 0 5,300
HUTTIG BUILDING PRODUCTS INC COM 448451104 28 5,400 SH   DFND 4,2,5 5,400 0 0
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 42 700 SH   DFND 2,5 0 0 700
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 1,804 30,330 SH   DFND 4,2,5 13,500 0 16,830
IAC/INTERACTIVECORP COM 44919P508 4,257 75,609 SH   DFND 2,5 38,708 0 36,901
IAC/INTERACTIVECORP COM 44919P508 20,361 361,657 SH   DFND 4,2,5 233,357 0 128,300
IAMGOLD CORP COM 450913108 408 99,100 SH   DFND 2,5 99,100 0 0
IAMGOLD CORP COM 450913108 2,012 488,300 SH   DFND 4,2,5 271,500 0 216,800
IBERIABANK CORP COM 450828108 445 7,450 SH   DFND 4,2,5 0 0 7,450
IBOXX $ LIQUID HIGH YIELD INDEX IBOXX HI YD ETF 464288513 9,506 112,230 SH   DFND 1,2,5,3 112,230 0 0
ICF INTERNATIONAL INC COM 44925C103 2,221 54,300 SH   DFND 4,2,5 26,400 0 27,900
ICICI BANK LTD ADR 45104G104 2,368 329,803 SH   DFND 2,5 0 0 329,803
IDEXX LABORATORIES INC COM 45168D104 455 4,900 SH   DFND 2,5 4,900 0 0
IDEXX LABORATORIES INC COM 45168D104 3,482 37,500 SH   DFND 4,2,5 10,200 0 27,300
IES HOLDINGS INC COM 44951W106 71 5,700 SH   DFND 4,2,5 0 0 5,700
II-VI INC COM 902104108 2,570 137,000 SH   DFND 4,2,5 74,800 0 62,200
ILLINOIS TOOL WORKS INC COM 452308109 699 6,712 SH   DFND 2,5 6,051 0 661
ILLINOIS TOOL WORKS INC COM 452308109 24,780 237,900 SH   DFND 4,2,5 104,000 0 133,900
ILLUMINA INC COM 452327109 31,483 224,272 SH   DFND 2,5 224,272 0 0
ILLUMINA INC COM 452327109 98 700 SH   DFND 4,2,5 0 0 700
ILLUMINA INC NOTE 6/1 452327AF6 9,543 9,800,000 PRN   DFND 2,5 0 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 8,019 8,029,000 PRN   DFND 2,5 0 0 0
IMPERIAL OIL LTD COM NEW 453038408 491 15,607 SH   DFND 2,5 12,003 0 3,604
IMPERIAL OIL LTD COM NEW 453038408 2,356 74,834 SH   DFND 4,2,5 34,234 0 40,600
IMPERVA INC COM 45321L100 3,484 81,000 SH   DFND 2,5 81,000 0 0
INCYTE CORP COM 45337C102 37,840 473,118 SH   DFND 2,5 473,118 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,033 225,927 SH   DFND 2,5 0 0 225,927
INGLES MARKETS INC CL A 457030104 15 400 SH   DFND 2,5 0 0 400
INGLES MARKETS INC CL A 457030104 1,608 43,100 SH   DFND 4,2,5 20,600 0 22,500
INGREDION INC COM 457187102 9,563 73,898 SH   DFND 2,5 39,900 0 33,998
INGREDION INC COM 457187102 47,793 369,313 SH   DFND 4,2,5 237,063 0 132,250
INNERWORKINGS INC COM 45773Y105 121 14,600 SH   DFND 4,2,5 0 0 14,600
INNOPHOS HOLDINGS INC COM 45774N108 1,317 31,200 SH   DFND 4,2,5 6,400 0 24,800
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 337 36,430 SH   DFND 2,5 36,430 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1,175 127,200 SH   DFND 4,2,5 70,000 0 57,200
INSIGHT ENTERPRISES INC COM 45765U103 592 22,750 SH   DFND 4,2,5 9,600 0 13,150
INSMED INC COM PAR $.01 457669307 3,206 325,133 SH   DFND 2,5 325,133 0 0
INSTEEL INDUSTRIES INC COM 45774W108 512 17,900 SH   DFND 4,2,5 0 0 17,900
INSULET CORP COM 45784P101 2,920 96,545 SH   DFND 2,5 96,545 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM NEW 457985208 327 4,100 SH   DFND 2,5 3,700 0 400
INTEGRA LIFESCIENCES HOLDINGS CORP COM NEW 457985208 7,358 92,224 SH   DFND 4,2,5 44,624 0 47,600
INTEL CORP COM 458140100 27,723 845,201 SH   DFND 2,5 504,593 0 340,608
INTEL CORP COM 458140100 139,929 4,266,142 SH   DFND 4,2,5 3,266,542 0 999,600
INTEL CORP SDCV 12/1 458140AD2 36,208 28,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 11,379 7,000,000 PRN   DFND 2,5 0 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 11,894 83,363 SH   DFND 2,5 83,363 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 7,397 28,900 SH   DFND 4,2,5 16,100 0 12,800
INTERNATIONAL BANCSHARES CORP COM 459044103 2,424 92,900 SH   DFND 4,2,5 34,800 0 58,100
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 24,049 158,448 SH   DFND 2,5 90,296 0 68,152
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 175,534 1,156,503 SH   DFND 4,2,5 730,853 0 425,650
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 113 900 SH   DFND 2,5 900 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 6,770 53,700 SH   DFND 4,2,5 11,600 0 42,100
INTERNATIONAL PAPER CO COM 460146103 565 13,343 SH   DFND 2,5 13,343 0 0
INTERNATIONAL PAPER CO COM 460146103 1,933 45,600 SH   DFND 4,2,5 12,400 0 33,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 87 2,600 SH   DFND 4,2,5 0 0 2,600
INTERPUBLIC GROUP OF COS INC/THE COM 460690100 347 15,000 SH   DFND 4,2,5 0 0 15,000
INTERVAL LEISURE GROUP INC COM 46113M108 14 900 SH   DFND 2,5 0 0 900
INTERVAL LEISURE GROUP INC COM 46113M108 38 2,400 SH   DFND 4,2,5 1,500 0 900
INTRA-CELLULAR THERAPIES INC COM 46116X101 4,389 113,065 SH   DFND 2,5 113,065 0 0
INTRALINKS HOLDINGS INC COM 46118H104 72 11,100 SH   DFND 4,2,5 11,100 0 0
INTUIT INC COM 461202103 9,242 82,807 SH   DFND 2,5 82,807 0 0
INTUIT INC COM 461202103 19,864 177,980 SH   DFND 4,2,5 76,600 0 101,380
INTUITIVE SURGICAL INC COM NEW 46120E602 21,827 33,000 SH   DFND 2,5 33,000 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 265 400 SH   DFND 4,2,5 0 0 400
INVESCO LTD SHS G491BT108 587 23,000 SH   DFND 4,2,5 5,900 0 17,100
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 1,956 302,300 SH   DFND 4,2,5 168,400 0 133,900
IONIS PHARMACEUTICALS INC COM 462222100 8,211 352,549 SH   DFND 2,5 352,549 0 0
IPG PHOTONICS CORP COM 44980X109 16,159 201,989 SH   DFND 2,5 197,827 0 4,162
IQ MERGER ARBITRAGE ETF IQ MRGR ARB ETF 45409B800 996 35,030 SH   DFND 1,2,5,3 35,030 0 0
ISHA MSCI EMERG MKT MIN VOL MIN VOL EMRG MKT 464286533 302 5,850 SH   DFND 1,2,5,3 5,850 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 117 2,170 SH   DFND 1,2,5,3 2,170 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 5,954 173,990 SH   DFND 1,2,5,3 173,990 0 0
ISHARES COMMODITIES SELECT STRATEGY ETF COMMOD SEL STG 46431W853 381 11,610 SH   DFND 1,2,5,3 11,610 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 7,887 152,000 SH   DFND 1,2,5,3 152,000 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF CORE MSCI EMKT 46434G103 1,481 35,400 SH   DFND 1,2,5,3 35,400 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 576 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 3,193 56,300 SH   DFND 1,2,5,3 56,300 0 0
ISHARES EDGE MSCI MIN VOL EAFE ETF MIN VOL EAFE ETF 46429B689 643 9,690 SH   DFND 1,2,5,3 9,690 0 0
ISHARES EDGE MSCI MIN VOL GLOBAL ETF MIN VOL GBL ETF 464286525 1,424 18,640 SH   DFND 1,2,5,3 18,640 0 0
ISHARES EDGE MSCI MIN VOL USA ETF MIN VOL USA ETF 46429B697 265 5,730 SH   DFND 1,2,5,3 5,730 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 489 16,700 SH   DFND 1,2,5,3 16,700 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 324 8,566 SH   DFND 1,2,5,3 8,566 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 3,450 68,160 SH   DFND 1,2,5,3 68,160 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 131 14,970 SH   DFND 1,2,5,3 14,970 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 383 11,840 SH   DFND 1,2,5,3 11,840 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 112 3,466 SH   DFND 2,5 3,466 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 107 1,062 SH   DFND 2,5 1,062 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 2,972 73,440 SH   DFND 1,2,5,3 73,440 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 100 1,024 SH   DFND 2,5 1,024 0 0
ISHARES GOLD TRUST ISHARES 464285105 13,852 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 172 1,400 SH   DFND 1,2,5,3 1,400 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 7,530 61,350 SH   DFND 2,5 61,350 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,480 94,680 SH   DFND 1,2,5,3 94,680 0 0
ISHARES INTERNATIONAL HIGH YIELD BOND ET INTL HIGH YIELD 464286210 1,266 27,290 SH   DFND 1,2,5,3 27,290 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,331 46,500 SH   DFND 1,2,5,3 46,500 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 157 5,500 SH   DFND 2,5 5,500 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 503 5,055 SH   DFND 1,2,5,3 5,055 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 12,824 111,370 SH   DFND 1,2,5,3 111,370 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 890 33,847 SH   DFND 1,2,5,3 33,847 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 210 2,970 SH   DFND 1,2,5,3 2,970 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 29,530 240,554 SH   DFND 1,2,5,3 240,554 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 82,263 702,623 SH   DFND 1,2,5,3 702,623 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 25,843 298,036 SH   DFND 1,2,5,3 298,036 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 965 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 3,966 25,430 SH   DFND 1,2,5,3 25,430 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 10,800 85,937 SH   DFND 1,2,5,3 85,937 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 981 50,415 SH   DFND 1,2,5,3 50,415 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 1,996 140,837 SH   DFND 1,2,5,3 140,837 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,518 85,697 SH   DFND 1,2,5,3 85,697 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 303 9,916 SH   DFND 1,2,5,3 9,916 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 674 15,900 SH   DFND 2,5 0 0 15,900
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 28,773 515,466 SH   DFND 1,2,5,3 515,466 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 7,188 148,940 SH   DFND 1,2,5,3 148,940 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 309 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 4,333 189,467 SH   DFND 1,2,5,3 189,467 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 22 910 SH   DFND 1,2,5,3 910 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,019 375,010 SH   DFND 1,2,5,3 375,010 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 12 492 SH   DFND 2,5 492 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 410 17,740 SH   DFND 1,2,5,3 17,740 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 619 52,500 SH   DFND 1,2,5,3 52,500 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 209 10,677 SH   DFND 1,2,5,3 10,677 0 0
ISHARES MSCI INDIA SMALL-CAP ETF MSCI INDIA SM CP 46429B614 1,482 44,600 SH   DFND 4,2,5 44,600 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 382 15,600 SH   DFND 1,2,5,3 15,600 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 557 15,500 SH   DFND 1,2,5,3 15,500 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,476 31,500 SH   DFND 1,2,5,3 31,500 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,277 486,348 SH   DFND 1,2,5,3 486,348 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 9,419 819,080 SH   DFND 1,2,5,3 819,080 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 204 24,662 SH   DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 350 6,948 SH   DFND 1,2,5,3 6,948 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,278 98,393 SH   DFND 1,2,5,3 98,393 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,536 35,700 SH   DFND 1,2,5,3 35,700 0 0
ISHARES MSCI NORWAY CAPPED ETF MSCI NORWAY ETF 46429B499 470 23,200 SH   DFND 1,2,5,3 23,200 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 3,877 98,892 SH   DFND 1,2,5,3 98,892 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,163 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 131 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 1,130 103,926 SH   DFND 1,2,5,3 103,926 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 312 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 20,172 387,400 SH   DFND 2,5 387,400 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 20,172 387,400 SH   DFND 4,2,5 387,400 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 3,285 131,521 SH   DFND 1,2,5,3 131,521 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 845 30,903 SH   DFND 1,2,5,3 30,903 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 412 13,900 SH   DFND 1,2,5,3 13,900 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 464286731 2,627 187,000 SH   DFND 2,5 187,000 0 0
ISHARES MSCI TAIWAN ETF MSCI TAIWAN ETF 464286731 2,627 187,000 SH   DFND 4,2,5 187,000 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 267 3,868 SH   DFND 1,2,5,3 3,868 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 321 8,084 SH   DFND 1,2,5,3 8,084 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 244 7,350 SH   DFND 1,2,5,3 7,350 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 45,801 416,450 SH   DFND 1,2,5,3 416,450 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 30,491 260,855 SH   DFND 1,2,5,3 260,855 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 114,956 1,145,440 SH   DFND 1,2,5,3 1,145,440 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 42,118 408,003 SH   DFND 1,2,5,3 408,003 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 489 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 4,544 48,554 SH   DFND 1,2,5,3 48,554 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 64,422 867,175 SH   DFND 1,2,5,3 867,175 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 5,518 59,402 SH   DFND 1,2,5,3 59,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 79,735 683,948 SH   DFND 1,2,5,3 683,948 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 30,596 329,341 SH   DFND 1,2,5,3 329,341 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 14 918 SH   DFND 2,5 918 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 2,851 16,860 SH   DFND 1,2,5,3 16,860 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 56,818 443,721 SH   DFND 1,2,5,3 443,721 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,738 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES TIPS BOND ETF TIPS BD ETF 464287176 1,043 8,940 SH   DFND 1,2,5,3 8,940 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 745 19,420 SH   DFND 1,2,5,3 19,420 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 108 728 SH   DFND 2,5 728 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 135 3,500 SH   DFND 1,2,5,3 3,500 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 329 8,250 SH   DFND 1,2,5,3 8,250 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 1,848 100,900 SH   DFND 4,2,5 63,100 0 37,800
ISRAEL CHEMICALS LTD SHS M5920A109 624 160,940 SH   DFND 2,5 160,940 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 624 160,940 SH   DFND 4,2,5 160,940 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 360 28,194 SH   DFND 2,5 28,194 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 372 29,094 SH   DFND 4,2,5 29,094 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 1,321 139,888 SH   DFND 2,5 119,788 0 20,100
ITC HOLDINGS CORP COM 465685105 1,032 22,041 SH   DFND 2,5 22,041 0 0
IXYS CORP COM 46600W106 312 30,400 SH   DFND 4,2,5 6,800 0 23,600
J2 GLOBAL INC COM 48123V102 4,258 67,400 SH   DFND 4,2,5 54,900 0 12,500
JACK IN THE BOX INC COM 466367109 2,474 28,800 SH   DFND 4,2,5 20,800 0 8,000
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 8,832 62,500 SH   DFND 2,5 62,500 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 340 4,200 SH   DFND 4,2,5 0 0 4,200
JD.COM INC SPON ADR CL A 47215P106 7,679 361,697 SH   DFND 2,5 320,108 0 41,589
JD.COM INC SPON ADR CL A 47215P106 659 31,040 SH   DFND 4,2,5 31,040 0 0
JM SMUCKER CO/THE COM NEW 832696405 274 1,800 SH   DFND 2,5 1,800 0 0
JM SMUCKER CO/THE COM NEW 832696405 13,138 86,200 SH   DFND 4,2,5 24,400 0 61,800
JOHN B SANFILIPPO & SON INC COM 800422107 1,466 34,400 SH   DFND 4,2,5 19,800 0 14,600
JOHNSON & JOHNSON COM 478160104 66,100 544,931 SH   DFND 2,5 397,700 0 147,231
JOHNSON & JOHNSON COM 478160104 284,341 2,344,111 SH   DFND 4,2,5 1,646,711 0 697,400
JOHNSON CONTROLS INC COM 478366107 20,132 454,849 SH   DFND 2,5 273,979 0 180,870
JOHNSON CONTROLS INC COM 478366107 85,296 1,927,153 SH   DFND 4,2,5 1,519,813 0 407,340
JONES LANG LASALLE INC COM 48020Q107 318 3,264 SH   DFND 2,5 3,264 0 0
JPMORGAN CHASE & CO COM 46625H100 18,833 303,072 SH   DFND 2,5 238,634 0 64,438
JPMORGAN CHASE & CO COM 46625H100 64,580 1,039,271 SH   DFND 4,2,5 840,291 0 198,980
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 472 16,600 SH   DFND 2,5 0 0 16,600
KELLOGG CO COM 487836108 351 4,300 SH   DFND 2,5 4,300 0 0
KELLOGG CO COM 487836108 11,749 143,900 SH   DFND 4,2,5 32,100 0 111,800
KEYCORP COM 493267108 2,936 265,700 SH   DFND 4,2,5 50,400 0 215,300
KEYSIGHT TECHNOLOGIES INC COM 49338L103 234 8,046 SH   DFND 2,5 8,046 0 0
KEYW HOLDING CORP/THE COM 493723100 1,660 167,000 SH   DFND 4,2,5 121,400 0 45,600
KILROY REALTY CORP COM 49427F108 92 1,384 SH   DFND 2,5 1,384 0 0
KIMBERLY-CLARK CORP COM 494368103 1,329 9,665 SH   DFND 2,5 8,845 0 820
KIMBERLY-CLARK CORP COM 494368103 38,976 283,500 SH   DFND 4,2,5 116,100 0 167,400
KIMCO REALTY CORP COM 49446R109 2,962 94,377 SH   DFND 2,5 94,377 0 0
KIMCO REALTY CORP COM 49446R109 399 12,700 SH   DFND 4,2,5 0 0 12,700
KINDER MORGAN INC/DE COM 49456B101 837 44,736 SH   DFND 2,5 39,087 0 5,649
KINDER MORGAN INC/DE COM 49456B101 5,371 286,900 SH   DFND 4,2,5 264,000 0 22,900
KINROSS GOLD CORP COM NO PAR 496902404 1,491 305,418 SH   DFND 2,5 235,866 0 69,552
KINROSS GOLD CORP COM NO PAR 496902404 4,368 894,766 SH   DFND 4,2,5 469,166 0 425,600
KKR & CO LP COM UNITS 48248M102 246 19,941 SH   DFND 2,5 19,941 0 0
KLA-TENCOR CORP COM 482480100 2,014 27,500 SH   DFND 2,5 27,500 0 0
KLA-TENCOR CORP COM 482480100 703 9,600 SH   DFND 4,2,5 2,900 0 6,700
KMG CHEMICALS INC COM 482564101 370 14,225 SH   DFND 4,2,5 5,425 0 8,800
KNIGHT TRANSPORTATION INC COM 499064103 614 23,089 SH   DFND 2,5 23,089 0 0
KOPPERS HOLDINGS INC COM 50060P106 169 5,500 SH   DFND 4,2,5 5,500 0 0
KOREA ELECTRIC POWER CORP SPONSORED ADR 500631106 228 8,800 SH   DFND 2,5 0 0 8,800
KOSMOS ENERGY LTD SHS G5315B107 136 25,000 SH   DFND 2,5 25,000 0 0
KRAFT HEINZ CO/THE COM 500754106 7,167 81,000 SH   DFND 2,5 81,000 0 0
KRAFT HEINZ CO/THE COM 500754106 7,946 89,800 SH   DFND 4,2,5 85,000 0 4,800
KROGER CO/THE COM 501044101 2,747 74,663 SH   DFND 2,5 72,175 0 2,488
KROGER CO/THE COM 501044101 26,393 717,400 SH   DFND 4,2,5 294,500 0 422,900
KRONOS WORLDWIDE INC COM 50105F105 681 129,700 SH   DFND 4,2,5 86,900 0 42,800
KT CORP SPONSORED ADR 48268K101 97 6,800 SH   DFND 2,5 0 0 6,800
L BRANDS INC COM 501797104 201 3,000 SH   DFND 2,5 3,000 0 0
L BRANDS INC COM 501797104 6,847 102,000 SH   DFND 4,2,5 25,200 0 76,800
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 4,169 32,000 SH   DFND 4,2,5 7,200 0 24,800
LAKE SUNAPEE BANK GROUP COM 510866106 300 17,555 SH   DFND 4,2,5 7,398 0 10,157
LAKELAND BANCORP INC COM 511637100 106 9,300 SH   DFND 4,2,5 9,300 0 0
LAM RESEARCH CORP COM 512807108 1,824 21,700 SH   DFND 2,5 21,700 0 0
LAM RESEARCH CORP COM 512807108 8,162 97,100 SH   DFND 4,2,5 21,100 0 76,000
LANNETT CO INC COM 516012101 233 9,800 SH   DFND 4,2,5 4,500 0 5,300
LAREDO PETROLEUM INC COM 516806106 424 40,466 SH   DFND 2,5 40,466 0 0
LAS VEGAS SANDS CORP COM 517834107 1,402 32,241 SH   DFND 2,5 31,571 0 670
LAS VEGAS SANDS CORP COM 517834107 6,758 155,400 SH   DFND 4,2,5 57,300 0 98,100
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 2,697 114,377 SH   DFND 2,5 63,216 0 51,161
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 10,890 461,840 SH   DFND 4,2,5 363,780 0 98,060
LATTICE SEMICONDUCTOR CORP COM 518415104 64 11,879 SH   DFND 4,2,5 0 0 11,879
LAZARD LTD SHS A G54050102 345 11,578 SH   DFND 2,5 11,578 0 0
LDR HOLDING CORP COM 50185U105 996 26,944 SH   DFND 2,5 26,944 0 0
LEAR CORP COM NEW 521865204 1,465 14,400 SH   DFND 4,2,5 3,500 0 10,900
LEIDOS HOLDINGS INC COM 525327102 7,353 153,600 SH   DFND 4,2,5 60,400 0 93,200
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 15,730 305,500 SH   DFND 4,2,5 281,100 0 24,400
LEXINGTON REALTY TRUST COM 529043101 4,492 444,300 SH   DFND 4,2,5 220,600 0 223,700
LG DISPLAY CO LTD SPONS ADR REP 50186V102 94 8,100 SH   DFND 2,5 0 0 8,100
LGI HOMES INC COM 50187T106 1,185 37,100 SH   DFND 4,2,5 33,200 0 3,900
LIBERTY GLOBAL PLC SHS CL A G5480U104 84 2,905 SH   DFND 2,5 2,905 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 239 8,215 SH   DFND 4,2,5 1,815 0 6,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 416 14,503 SH   DFND 2,5 12,612 0 1,891
LIBERTY GLOBAL PLC SHS CL C G5480U120 74 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY GLOBAL PLC LILAC LILAC SHS CL A G5480U138 12 362 SH   DFND 2,5 362 0 0
LIBERTY GLOBAL PLC LILAC LILAC SHS CL A G5480U138 16 488 SH   DFND 4,2,5 226 0 262
LIBERTY GLOBAL PLC LILAC LILAC SHS CL C G5480U153 59 1,807 SH   DFND 2,5 1,572 0 235
LIBERTY GLOBAL PLC LILAC LILAC SHS CL C G5480U153 10 323 SH   DFND 4,2,5 62 0 261
LIBERTY PROPERTY TRUST SH BEN INT 531172104 15 383 SH   DFND 2,5 383 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 365 9,200 SH   DFND 4,2,5 0 0 9,200
LIFEPOINT HEALTH INC COM 53219L109 5,181 79,249 SH   DFND 2,5 79,249 0 0
LIFETIME BRANDS INC COM 53222Q103 274 18,808 SH   DFND 4,2,5 13,740 0 5,068
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,515 12,700 SH   DFND 4,2,5 0 0 12,700
LINEAR TECHNOLOGY CORP COM 535678106 102 2,200 SH   DFND 2,5 2,200 0 0
LINEAR TECHNOLOGY CORP COM 535678106 4,662 100,200 SH   DFND 4,2,5 24,600 0 75,600
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 10,856 11,000,000 PRN   DFND 2,5 0 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 6,219 767,761 SH   DFND 2,5 767,761 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 358 90,600 SH   DFND 4,2,5 90,600 0 0
LITHIA MOTORS INC CL A 536797103 71 1,000 SH   DFND 4,2,5 700 0 300
LKQ CORP COM 501889208 47,025 1,483,429 SH   DFND 2,5 1,483,429 0 0
LKQ CORP COM 501889208 336 10,600 SH   DFND 4,2,5 0 0 10,600
LOCKHEED MARTIN CORP COM 539830109 496 2,000 SH   DFND 4,2,5 1,500 0 500
LOEWS CORP COM 540424108 1,627 39,600 SH   DFND 2,5 18,100 0 21,500
LOEWS CORP COM 540424108 17,340 422,000 SH   DFND 4,2,5 338,500 0 83,500
LOGITECH INTERNATIONAL SA SHS H50430232 1,836 113,200 SH   DFND 2,5 99,700 0 13,500
LOGITECH INTERNATIONAL SA SHS H50430232 277 17,100 SH   DFND 4,2,5 15,300 0 1,800
LOWE'S COS INC COM 548661107 3,346 42,258 SH   DFND 2,5 17,387 0 24,871
LOWE'S COS INC COM 548661107 77,998 985,200 SH   DFND 4,2,5 709,700 0 275,500
LOXO ONCOLOGY INC COM 548862101 6,036 260,412 SH   DFND 2,5 260,412 0 0
LTC PROPERTIES INC COM 502175102 1,500 29,000 SH   DFND 2,5 29,000 0 0
LULULEMON ATHLETICA INC COM 550021109 682 9,234 SH   DFND 2,5 9,234 0 0
LUMENTUM HOLDINGS INC COM 55024U109 2,662 110,000 SH   DFND 2,5 110,000 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 11,282 216,886 SH   DFND 2,5 195,740 0 21,146
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 22,475 302,000 SH   DFND 2,5 233,920 0 68,080
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 65,090 874,630 SH   DFND 4,2,5 661,130 0 213,500
M&T BANK CORP COM 55261F104 272 2,300 SH   DFND 2,5 2,300 0 0
M&T BANK CORP COM 55261F104 13,951 118,000 SH   DFND 4,2,5 28,500 0 89,500
MACERICH CO/THE COM 554382101 54 637 SH   DFND 2,5 637 0 0
MACERICH CO/THE COM 554382101 12,049 141,100 SH   DFND 4,2,5 133,800 0 7,300
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM 55405Y100 3,958 120,000 SH   DFND 2,5 120,000 0 0
MACY'S INC COM 55616P104 212 6,300 SH   DFND 4,2,5 6,300 0 0
MAGELLAN HEALTH INC COM NEW 559079207 4,368 66,415 SH   DFND 2,5 66,415 0 0
MAGELLAN HEALTH INC COM NEW 559079207 485 7,370 SH   DFND 4,2,5 2,870 0 4,500
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 201 2,648 SH   DFND 2,5 2,648 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 33 5,000 SH   DFND 4,2,5 5,000 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 397 63,194 SH   DFND 4,2,5 55,294 0 7,900
MAGNA INTERNATIONAL INC COM 559222401 705 20,190 SH   DFND 2,5 14,650 0 5,540
MAGNA INTERNATIONAL INC COM 559222401 9,491 271,800 SH   DFND 4,2,5 88,000 0 183,800
MAIDEN HOLDINGS LTD SHS G5753U112 1,297 105,950 SH   DFND 4,2,5 55,250 0 50,700
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 60 2,700 SH   DFND 4,2,5 2,700 0 0
MANHATTAN ASSOCIATES INC COM 562750109 31,100 484,945 SH   DFND 2,5 484,945 0 0
MANNING & NAPIER INC CL A 56382Q102 767 80,770 SH   DFND 4,2,5 61,100 0 19,670
MANPOWERGROUP INC COM 56418H100 11,485 178,500 SH   DFND 4,2,5 83,900 0 94,600
MANTECH INTERNATIONAL CORP/VA CL A 564563104 2,723 72,000 SH   DFND 4,2,5 33,600 0 38,400
MANULIFE FINANCIAL CORP COM 56501R106 1,995 146,620 SH   DFND 2,5 138,400 0 8,220
MANULIFE FINANCIAL CORP COM 56501R106 795 58,400 SH   DFND 4,2,5 31,500 0 26,900
MARATHON OIL CORP COM 565849106 1,132 75,387 SH   DFND 2,5 75,387 0 0
MARATHON OIL CORP COM 565849106 7,546 502,700 SH   DFND 4,2,5 295,600 0 207,100
MARATHON PETROLEUM CORP COM 56585A102 549 14,453 SH   DFND 2,5 13,413 0 1,040
MARCUS CORP/THE COM 566330106 696 33,000 SH   DFND 4,2,5 27,500 0 5,500
MARKEL CORP COM 570535104 191 200 SH   DFND 2,5 200 0 0
MARKEL CORP COM 570535104 667 700 SH   DFND 4,2,5 700 0 0
MARKETO INC COM 57063L107 365 10,470 SH   DFND 2,5 10,470 0 0
MARRIOTT INTERNATIONAL INC/MD CL A 571903202 9,730 146,400 SH   DFND 4,2,5 130,400 0 16,000
MARSH & MCLENNAN COS INC COM 571748102 664 9,700 SH   DFND 2,5 9,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,887 115,200 SH   DFND 4,2,5 108,300 0 6,900
MASCO CORP COM 574599106 223 7,217 SH   DFND 2,5 7,217 0 0
MASCO CORP COM 574599106 1,148 37,100 SH   DFND 4,2,5 0 0 37,100
MASTERCARD INC CL A 57636Q104 1,719 19,517 SH   DFND 2,5 18,479 0 1,038
MASTERCARD INC CL A 57636Q104 41,089 466,600 SH   DFND 4,2,5 221,250 0 245,350
MATADOR RESOURCES CO COM 576485205 243 12,286 SH   DFND 2,5 12,286 0 0
MATERION CORP COM 576690101 1,379 55,700 SH   DFND 4,2,5 26,400 0 29,300
MATSON INC COM 57686G105 421 13,050 SH   DFND 4,2,5 1,200 0 11,850
MATTEL INC COM 577081102 295 9,438 SH   DFND 2,5 9,438 0 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 225 6,300 SH   DFND 4,2,5 0 0 6,300
MAXLINEAR INC CL A 57776J100 2,258 125,600 SH   DFND 4,2,5 71,100 0 54,500
MCCORMICK & CO INC/MD COM NON VTG 579780206 213 2,000 SH   DFND 2,5 2,000 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 10,774 101,000 SH   DFND 4,2,5 20,500 0 80,500
MCDONALD'S CORP COM 580135101 3,013 25,041 SH   DFND 2,5 20,422 0 4,619
MCDONALD'S CORP COM 580135101 66,187 550,000 SH   DFND 4,2,5 246,500 0 303,500
MCKESSON CORP COM 58155Q103 34,048 182,415 SH   DFND 2,5 181,938 0 477
MCKESSON CORP COM 58155Q103 24,675 132,200 SH   DFND 4,2,5 50,500 0 81,700
MDU RESOURCES GROUP INC COM 552690109 8,143 339,300 SH   DFND 4,2,5 46,900 0 292,400
MEAD JOHNSON NUTRITION CO COM 582839106 25,428 280,196 SH   DFND 2,5 278,991 0 1,205
MEAD JOHNSON NUTRITION CO COM 582839106 7,342 80,900 SH   DFND 4,2,5 19,700 0 61,200
MEDICAL PROPERTIES TRUST INC COM 58463J304 334 21,980 SH   DFND 2,5 18,971 0 3,009
MEDICAL PROPERTIES TRUST INC COM 58463J304 6,762 444,599 SH   DFND 4,2,5 256,210 0 188,389
MEDIDATA SOLUTIONS INC COM 58471A105 8,015 171,000 SH   DFND 2,5 171,000 0 0
MEDIFAST INC COM 58470H101 1,191 35,800 SH   DFND 4,2,5 25,500 0 10,300
MEDIVATION INC COM 58501N101 7,584 125,778 SH   DFND 2,5 125,778 0 0
MEDTRONIC PLC SHS G5960L103 34,695 399,846 SH   DFND 2,5 389,403 0 10,443
MEDTRONIC PLC SHS G5960L103 51,999 599,274 SH   DFND 4,2,5 375,474 0 223,800
MEETME INC COM 585141104 1,142 214,200 SH   DFND 4,2,5 156,400 0 57,800
MELLANOX TECHNOLOGIES LTD SHS M51363113 16,546 345,000 SH   DFND 2,5 345,000 0 0
MENTOR GRAPHICS CORP COM 587200106 1,299 61,106 SH   DFND 2,5 36,018 0 25,088
MENTOR GRAPHICS CORP COM 587200106 7,779 365,906 SH   DFND 4,2,5 191,406 0 174,500
MERCANTILE BANK CORP COM 587376104 100 4,200 SH   DFND 4,2,5 4,200 0 0
MERCK & CO INC COM 58933Y105 8,781 152,418 SH   DFND 2,5 102,557 0 49,861
MERCK & CO INC COM 58933Y105 97,676 1,695,474 SH   DFND 4,2,5 1,053,074 0 642,400
MEREDITH CORP COM 589433101 358 6,900 SH   DFND 4,2,5 0 0 6,900
MERRIMACK PHARMACEUTICALS INC COM 590328100 5,111 948,279 SH   DFND 2,5 948,279 0 0
METLIFE INC COM 59156R108 2,441 61,276 SH   DFND 2,5 59,145 0 2,131
METLIFE INC COM 59156R108 8,818 221,400 SH   DFND 4,2,5 209,200 0 12,200
METTLER-TOLEDO INTERNATIONAL INC COM 592688105 876 2,400 SH   DFND 4,2,5 400 0 2,000
MGP INGREDIENTS INC COM 55303J106 1,192 31,172 SH   DFND 4,2,5 27,712 0 3,460
MICHAEL KORS HOLDINGS LTD SHS G60754101 10,707 216,400 SH   DFND 4,2,5 198,800 0 17,600
MICROCHIP TECHNOLOGY INC COM 595017104 21,218 418,000 SH   DFND 2,5 418,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3,157 1,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 1,524 110,787 SH   DFND 2,5 108,816 0 1,971
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 7,714 10,100,000 PRN   DFND 2,5 0 0 0
MICROSOFT CORP COM 594918104 40,215 785,918 SH   DFND 2,5 609,666 0 176,252
MICROSOFT CORP COM 594918104 158,180 3,091,265 SH   DFND 4,2,5 2,260,465 0 830,800
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 4,469 42,005 SH   DFND 2,5 42,005 0 0
MIDDLEBY CORP/THE COM 596278101 618 5,358 SH   DFND 2,5 5,358 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 40 1,400 SH   DFND 4,2,5 1,400 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,925 86,700 SH   DFND 4,2,5 44,500 0 42,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,187 143,332 SH   DFND 2,5 143,332 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,540 306,727 SH   DFND 4,2,5 135,127 0 171,600
MOBILEYE NV ORD SHS N51488117 16,149 350,000 SH   DFND 2,5 350,000 0 0
MOHAWK INDUSTRIES INC COM 608190104 2,396 12,628 SH   DFND 2,5 12,628 0 0
MOHAWK INDUSTRIES INC COM 608190104 626 3,300 SH   DFND 4,2,5 0 0 3,300
MOLSON COORS BREWING CO CL B 60871R209 2,508 24,800 SH   DFND 4,2,5 5,500 0 19,300
MONDELEZ INTERNATIONAL INC CL A 609207105 1,505 33,071 SH   DFND 2,5 30,842 0 2,229
MONDELEZ INTERNATIONAL INC CL A 609207105 49,333 1,084,000 SH   DFND 4,2,5 460,000 0 624,000
MONSANTO CO COM 61166W101 1,613 15,601 SH   DFND 2,5 14,742 0 859
MONSANTO CO COM 61166W101 27,683 267,700 SH   DFND 4,2,5 125,700 0 142,000
MONSTER BEVERAGE CORP COM 61174X109 50,395 313,578 SH   DFND 2,5 313,578 0 0
MONSTER BEVERAGE CORP COM 61174X109 7,875 49,000 SH   DFND 4,2,5 12,600 0 36,400
MOODY'S CORP COM 615369105 13,080 139,575 SH   DFND 2,5 99,381 0 40,194
MOODY'S CORP COM 615369105 61,274 653,864 SH   DFND 4,2,5 480,714 0 173,150
MORGAN STANLEY COM NEW 617446448 450 17,323 SH   DFND 2,5 13,986 0 3,337
MORGAN STANLEY COM NEW 617446448 5,786 222,700 SH   DFND 4,2,5 204,300 0 18,400
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 930 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 319 12,200 SH   DFND 2,5 12,200 0 0
MOSAIC CO/THE COM 61945C103 482 18,400 SH   DFND 4,2,5 18,400 0 0
MOTOROLA INC COM NEW 620076307 86 1,300 SH   DFND 2,5 1,300 0 0
MOTOROLA INC COM NEW 620076307 19,059 288,900 SH   DFND 4,2,5 200,000 0 88,900
MSCI DAILY TR NET CANADA USD MSCI CDA ETF 464286509 815 33,258 SH   DFND 1,2,5,3 33,258 0 0
MSCI DAILY TR NET UK USD MSCI UTD KNGDM 46434V548 1,021 66,400 SH   DFND 1,2,5,3 66,400 0 0
MTS SYSTEMS CORP COM 553777103 167 3,800 SH   DFND 4,2,5 3,800 0 0
MURPHY OIL CORP COM 626717102 4,790 150,861 SH   DFND 2,5 96,961 0 53,900
MURPHY OIL CORP COM 626717102 29,011 913,726 SH   DFND 4,2,5 756,126 0 157,600
MYLAN NV SHS EURO N59465109 432 10,000 SH   DFND 2,5 10,000 0 0
MYRIAD GENETICS INC COM 62855J104 793 25,900 SH   DFND 4,2,5 17,300 0 8,600
NABORS INDUSTRIES LTD SHS G6359F103 203 20,199 SH   DFND 2,5 20,199 0 0
NANOMETRICS INC COM 630077105 1,898 91,300 SH   DFND 2,5 91,300 0 0
NASDAQ INC COM 631103108 7,467 115,456 SH   DFND 2,5 61,947 0 53,509
NASDAQ INC COM 631103108 32,429 501,461 SH   DFND 4,2,5 396,361 0 105,100
NATIONAL OILWELL VARCO INC COM 637071101 838 24,900 SH   DFND 4,2,5 0 0 24,900
NATIONAL RETAIL PROPERTIES INC COM 637417106 22 429 SH   DFND 2,5 429 0 0
NATIONAL STORAGE AFFILIATES TRUST COM SHS BEN IN 637870106 350 16,800 SH   DFND 4,2,5 11,900 0 4,900
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 507 53,181 SH   DFND 4,2,5 36,281 0 16,900
NAUTILUS INC COM 63910B102 146 8,200 SH   DFND 4,2,5 8,200 0 0
NAVIGANT CONSULTING INC COM 63935N107 2,187 135,400 SH   DFND 4,2,5 64,400 0 71,000
NCI INC CL A 62886K104 431 30,669 SH   DFND 4,2,5 23,340 0 7,329
NCR CORP COM 62886E108 69 2,500 SH   DFND 2,5 2,500 0 0
NEOPHOTONICS CORP COM 64051T100 1,011 106,100 SH   DFND 4,2,5 71,900 0 34,200
NETEASE INC SPONSORED ADR 64110W102 155 800 SH   DFND 2,5 800 0 0
NETFLIX INC COM 64110L106 7,547 82,500 SH   DFND 4,2,5 62,400 0 20,100
NETSCOUT SYSTEMS INC COM 64115T104 363 16,300 SH   DFND 4,2,5 16,300 0 0
NEUSTAR INC CL A 64126X201 41 1,740 SH   DFND 2,5 0 0 1,740
NEUSTAR INC CL A 64126X201 3,365 143,140 SH   DFND 4,2,5 74,020 0 69,120
NEVSUN RESOURCES LTD COM 64156L101 857 293,600 SH   DFND 4,2,5 155,500 0 138,100
NEW GOLD INC COM 644535106 74 16,900 SH   DFND 4,2,5 7,100 0 9,800
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 10,735 256,333 SH   DFND 2,5 227,627 0 28,706
NEW RELIC INC COM 64829B100 3,673 125,000 SH   DFND 2,5 125,000 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 310 20,700 SH   DFND 4,2,5 20,700 0 0
NEW YORK REIT INC COM 64976L109 196 21,200 SH   DFND 2,5 21,200 0 0
NEWELL BRANDS INC COM 651229106 3,088 63,577 SH   DFND 2,5 63,577 0 0
NEWELL BRANDS INC COM 651229106 13,659 281,230 SH   DFND 4,2,5 109,300 0 171,930
NEWFIELD EXPLORATION CO COM 651290108 544 12,313 SH   DFND 2,5 12,313 0 0
NEWMONT MINING CORP COM 651639106 4,244 108,478 SH   DFND 2,5 108,478 0 0
NEWMONT MINING CORP COM 651639106 22,208 567,700 SH   DFND 4,2,5 525,100 0 42,600
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 129 22,271 SH   DFND 2,5 22,271 0 0
NEWS CORP CL A 65249B109 260 22,930 SH   DFND 4,2,5 0 0 22,930
NEXTERA ENERGY INC COM 65339F101 9,967 76,435 SH   DFND 2,5 75,307 0 1,128
NEXTERA ENERGY INC COM 65339F101 51,052 391,500 SH   DFND 4,2,5 148,900 0 242,600
NIKE INC CL B 654106103 14,146 256,277 SH   DFND 2,5 243,107 0 13,170
NIKE INC CL B 654106103 48,005 869,650 SH   DFND 4,2,5 357,050 0 512,600
NIMBLE STORAGE INC COM 65440R101 1,640 206,000 SH   DFND 2,5 206,000 0 0
NISOURCE INC COM 65473P105 9,012 339,807 SH   DFND 2,5 177,400 0 162,407
NISOURCE INC COM 65473P105 42,307 1,595,305 SH   DFND 4,2,5 1,212,705 0 382,600
NIVALIS THERAPEUTICS INC COM 65481J109 2,455 533,692 SH   DFND 2,5 533,692 0 0
NOBLE ENERGY INC COM 655044105 3,401 94,815 SH   DFND 2,5 81,497 0 13,318
NOBLE ENERGY INC COM 655044105 4,238 118,158 SH   DFND 4,2,5 95,258 0 22,900
NORFOLK SOUTHERN CORP COM 655844108 294 3,452 SH   DFND 2,5 2,578 0 874
NORFOLK SOUTHERN CORP COM 655844108 4,980 58,500 SH   DFND 4,2,5 18,900 0 39,600
NORTHEAST BANCORP COM NEW 663904209 19 1,700 SH   DFND 4,2,5 0 0 1,700
NORTHEAST UTILITIES COM 30040W108 539 9,000 SH   DFND 2,5 5,100 0 3,900
NORTHEAST UTILITIES COM 30040W108 21,769 363,430 SH   DFND 4,2,5 70,050 0 293,380
NORTHERN TRUST CORP COM 665859104 2,955 44,600 SH   DFND 4,2,5 13,200 0 31,400
NORTHRIM BANCORP INC COM 666762109 450 17,100 SH   DFND 4,2,5 14,500 0 2,600
NORTHROP GRUMMAN CORP COM 666807102 1,405 6,320 SH   DFND 2,5 4,920 0 1,400
NORTHROP GRUMMAN CORP COM 666807102 34,720 156,200 SH   DFND 4,2,5 74,200 0 82,000
NORTHWEST NATURAL GAS CO COM 667655104 4,045 62,400 SH   DFND 4,2,5 33,700 0 28,700
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 8,406 211,000 SH   DFND 2,5 211,000 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 10,922 1,110,000 SH   DFND 2,5 1,110,000 0 0
NOVAVAX INC COM 670002104 2,374 326,583 SH   DFND 2,5 326,583 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 4,210 269,344 SH   DFND 2,5 150,600 0 118,744
NUANCE COMMUNICATIONS INC COM 67020Y100 17,949 1,148,384 SH   DFND 4,2,5 719,484 0 428,900
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,026 3,000,000 PRN   DFND 2,5 0 0 0
NUCOR CORP COM 670346105 1,868 37,800 SH   DFND 4,2,5 13,200 0 24,600
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 825 35,650 SH   DFND 4,2,5 24,750 0 10,900
NUVASIVE INC COM 670704105 10,521 176,168 SH   DFND 2,5 176,168 0 0
NVIDIA CORP COM 67066G104 183 3,900 SH   DFND 2,5 3,900 0 0
NVIDIA CORP COM 67066G104 14,108 300,100 SH   DFND 4,2,5 175,700 0 124,400
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 12,233 5,250,000 PRN   DFND 2,5 0 0 0
NXP SEMICONDUCTORS NV COM N6596X109 46,230 590,121 SH   DFND 2,5 587,811 0 2,310
O'REILLY AUTOMOTIVE INC COM 67103H107 14,249 52,561 SH   DFND 2,5 51,305 0 1,256
O'REILLY AUTOMOTIVE INC COM 67103H107 11,256 41,520 SH   DFND 4,2,5 9,820 0 31,700
OCCIDENTAL PETROLEUM CORP COM 674599105 7,598 100,559 SH   DFND 2,5 98,757 0 1,802
OCCIDENTAL PETROLEUM CORP COM 674599105 10,344 136,900 SH   DFND 4,2,5 114,100 0 22,800
OCEAN SHORE HOLDING CO COM 67501R103 24 1,400 SH   DFND 4,2,5 1,400 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 182 6,080 SH   DFND 2,5 6,080 0 0
OLD NATIONAL BANCORP/IN COM 680033107 680 54,300 SH   DFND 4,2,5 0 0 54,300
OMEGA HEALTHCARE INVESTORS INC COM 681936100 14 403 SH   DFND 2,5 403 0 0
OMEGA HEALTHCARE INVESTORS INC COM 681936100 873 25,700 SH   DFND 4,2,5 14,300 0 11,400
OMEGA PROTEIN CORP COM 68210P107 1,461 73,100 SH   DFND 4,2,5 45,500 0 27,600
OMNICOM GROUP INC COM 681919106 1,461 17,930 SH   DFND 2,5 17,930 0 0
OMNICOM GROUP INC COM 681919106 43,965 539,520 SH   DFND 4,2,5 313,420 0 226,100
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 9,831 11,000,000 PRN   DFND 2,5 0 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 341 14,300 SH   DFND 4,2,5 9,700 0 4,600
ONEOK INC COM 682680103 289 6,091 SH   DFND 2,5 6,091 0 0
OPEN TEXT CORP COM 683715106 758 12,882 SH   DFND 2,5 10,882 0 2,000
OPEN TEXT CORP COM 683715106 1,900 32,295 SH   DFND 4,2,5 19,495 0 12,800
OPHTHOTECH CORP COM 683745103 8,870 173,811 SH   DFND 2,5 173,811 0 0
ORACLE CORP COM 68389X105 10,938 267,232 SH   DFND 2,5 224,777 0 42,455
ORACLE CORP COM 68389X105 85,465 2,088,088 SH   DFND 4,2,5 1,440,588 0 647,500
ORBITAL ATK INC COM 68557N103 1,379 16,200 SH   DFND 4,2,5 12,500 0 3,700
OTTER TAIL CORP COM 689648103 190 5,661 SH   DFND 2,5 5,661 0 0
OUTFRONT MEDIA INC COM 69007J106 1,043 43,141 SH   DFND 2,5 13,600 0 29,541
OUTFRONT MEDIA INC COM 69007J106 10,065 416,435 SH   DFND 4,2,5 288,515 0 127,920
OWENS & MINOR INC COM 690732102 269 7,200 SH   DFND 2,5 2,400 0 4,800
OWENS & MINOR INC COM 690732102 7,812 209,000 SH   DFND 4,2,5 93,500 0 115,500
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5,429 603,270 SH   DFND 2,5 603,270 0 0
OXFORD INDUSTRIES INC COM 691497309 2,208 39,000 SH   DFND 4,2,5 20,300 0 18,700
PACCAR INC COM 693718108 2,671 51,500 SH   DFND 4,2,5 16,500 0 35,000
PACIFIC BIOSCIENCES OF CALIFORNIA INC COM 69404D108 1,212 172,300 SH   DFND 4,2,5 93,500 0 78,800
PACIFIC PREMIER BANCORP INC COM 69478X105 437 18,200 SH   DFND 4,2,5 0 0 18,200
PACKAGING CORP OF AMERICA COM 695156109 8,902 133,000 SH   DFND 4,2,5 85,900 0 47,100
PACWEST BANCORP COM 695263103 593 14,900 SH   DFND 4,2,5 0 0 14,900
PALO ALTO NETWORKS INC COM 697435105 6,733 54,900 SH   DFND 2,5 54,900 0 0
PAN AMERICAN SILVER CORP COM 697900108 10,323 630,026 SH   DFND 2,5 38,868 0 591,158
PAN AMERICAN SILVER CORP COM 697900108 113 6,900 SH   DFND 4,2,5 3,100 0 3,800
PANERA BREAD CO CL A 69840W108 10,745 50,700 SH   DFND 2,5 50,700 0 0
PARAMOUNT GROUP INC COM 69924R108 3,759 235,800 SH   DFND 2,5 167,800 0 68,000
PARAMOUNT GROUP INC COM 69924R108 7,923 497,067 SH   DFND 4,2,5 477,998 0 19,069
PAREXEL INTERNATIONAL CORP COM 699462107 6,143 97,700 SH   DFND 4,2,5 60,800 0 36,900
PARKER-HANNIFIN CORP COM 701094104 9,893 91,562 SH   DFND 2,5 61,812 0 29,750
PARKER-HANNIFIN CORP COM 701094104 37,196 344,252 SH   DFND 4,2,5 269,322 0 74,930
PARKWAY PROPERTIES INC/MD COM 70159Q104 14 826 SH   DFND 2,5 826 0 0
PATRICK INDUSTRIES INC COM 703343103 922 15,290 SH   DFND 4,2,5 14,200 0 1,090
PATTERSON-UTI ENERGY INC COM 703481101 3,946 185,100 SH   DFND 4,2,5 89,800 0 95,300
PAYCHEX INC COM 704326107 440 7,400 SH   DFND 2,5 7,400 0 0
PAYCHEX INC COM 704326107 13,727 230,700 SH   DFND 4,2,5 62,400 0 168,300
PAYPAL HOLDINGS INC COM 70450Y103 2,446 67,000 SH   DFND 2,5 67,000 0 0
PAYPAL HOLDINGS INC COM 70450Y103 6,736 184,500 SH   DFND 4,2,5 170,000 0 14,500
PC-TEL INC COM 69325Q105 37 7,780 SH   DFND 4,2,5 4,540 0 3,240
PDL BIOPHARMA INC COM 69329Y104 25 8,100 SH   DFND 2,5 0 0 8,100
PDL BIOPHARMA INC COM 69329Y104 937 298,300 SH   DFND 4,2,5 121,500 0 176,800
PEAPACK GLADSTONE FINANCIAL CORP COM 704699107 70 3,800 SH   DFND 4,2,5 3,800 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 6,013 229,064 SH   DFND 2,5 229,064 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 205 7,800 SH   DFND 4,2,5 7,800 0 0
PEMBINA PIPELINE CORP COM 706327103 613 20,288 SH   DFND 2,5 20,288 0 0
PEMBINA PIPELINE CORP COM 706327103 106 3,500 SH   DFND 4,2,5 1,100 0 2,400
PENTAIR PLC SHS G7S00T104 10,940 187,689 SH   DFND 2,5 98,200 0 89,489
PENTAIR PLC SHS G7S00T104 49,356 846,728 SH   DFND 4,2,5 609,528 0 237,200
PEOPLE'S UNITED FINANCIAL INC COM 712704105 216 14,721 SH   DFND 2,5 14,721 0 0
PEOPLES BANCORP OF NORTH CAROLINA INC COM 710577107 37 1,900 SH   DFND 4,2,5 500 0 1,400
PEPSICO INC COM 713448108 28,492 268,944 SH   DFND 2,5 180,344 0 88,600
PEPSICO INC COM 713448108 181,689 1,715,021 SH   DFND 4,2,5 1,048,221 0 666,800
PERRY ELLIS INTERNATIONAL INC COM 288853104 1,068 53,100 SH   DFND 4,2,5 37,300 0 15,800
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 8 1,300 SH   DFND 2,5 1,300 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 8 1,300 SH   DFND 4,2,5 1,300 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 140 19,500 SH   DFND 2,5 0 0 19,500
PFIZER INC COM 717081103 31,458 893,448 SH   DFND 2,5 518,030 0 375,418
PFIZER INC COM 717081103 204,364 5,804,143 SH   DFND 4,2,5 4,182,043 0 1,622,100
PG&E CORP COM 69331C108 166 2,600 SH   DFND 2,5 2,600 0 0
PG&E CORP COM 69331C108 19,822 310,100 SH   DFND 4,2,5 127,700 0 182,400
PHILIP MORRIS INTERNATIONAL INC COM 718172109 28,915 284,258 SH   DFND 2,5 262,275 0 21,983
PHILIP MORRIS INTERNATIONAL INC COM 718172109 41,231 405,334 SH   DFND 4,2,5 356,434 0 48,900
PHILLIPS 66 COM 718546104 2,288 28,838 SH   DFND 2,5 27,839 0 999
PHILLIPS 66 COM 718546104 14,464 182,300 SH   DFND 4,2,5 108,700 0 73,600
PHOTRONICS INC COM 719405102 1,519 170,500 SH   DFND 4,2,5 91,100 0 79,400
PHYSICIANS REALTY TRUST COM 71943U104 12,535 596,638 SH   DFND 2,5 596,638 0 0
PIER 1 IMPORTS INC COM 720279108 586 114,048 SH   DFND 2,5 114,048 0 0
PIER 1 IMPORTS INC COM 720279108 831 161,600 SH   DFND 4,2,5 134,300 0 27,300
PILGRIM'S PRIDE CORP COM 72147K108 1,613 63,309 SH   DFND 2,5 33,400 0 29,909
PILGRIM'S PRIDE CORP COM 72147K108 8,106 318,131 SH   DFND 4,2,5 198,831 0 119,300
PINNACLE WEST CAPITAL CORP COM 723484101 4,480 55,262 SH   DFND 4,2,5 12,082 0 43,180
PIONEER NATURAL RESOURCES CO COM 723787107 18,118 119,821 SH   DFND 2,5 119,401 0 420
PIONEER NATURAL RESOURCES CO COM 723787107 287 1,900 SH   DFND 4,2,5 0 0 1,900
PJT PARTNERS INC COM CL A 69343T107 230 9,993 SH   DFND 2,5 9,993 0 0
PLAINS GP HOLDINGS LP SHS A REP LTPN 72651A108 199 19,075 SH   DFND 2,5 19,075 0 0
PLY GEM HOLDINGS INC COM 72941W100 1,062 72,900 SH   DFND 4,2,5 62,300 0 10,600
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 1,124 13,815 SH   DFND 2,5 13,815 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 21,495 264,100 SH   DFND 4,2,5 128,100 0 136,000
POLYCOM INC COM 73172K104 18 1,600 SH   DFND 4,2,5 800 0 800
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH   DFND 2,5 0 0 1
POSCO SPONSORED ADR 693483109 467 10,500 SH   DFND 2,5 0 0 10,500
POST PROPERTIES INC COM 737464107 77 1,262 SH   DFND 2,5 1,262 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 498 30,824 SH   DFND 2,5 8,549 0 22,275
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 2,235 138,200 SH   DFND 4,2,5 45,200 0 93,000
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 66 2,210 SH   DFND 1,2,5,3 2,210 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 77 3,480 SH   DFND 1,2,5,3 3,480 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 14 615 SH   DFND 2,5 615 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 690 51,450 SH   DFND 1,2,5,3 51,450 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,447 94,240 SH   DFND 1,2,5,3 94,240 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 15 953 SH   DFND 2,5 953 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 3,562 147,200 SH   DFND 1,2,5,3 147,200 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 6,458 149,600 SH   DFND 1,2,5,3 149,600 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 2,644 88,890 SH   DFND 1,2,5,3 88,890 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 120 3,170 SH   DFND 1,2,5,3 3,170 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 113 5,640 SH   DFND 1,2,5,3 5,640 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 118 9,690 SH   DFND 1,2,5,3 9,690 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 71 6,660 SH   DFND 1,2,5,3 6,660 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 259 10,800 SH   DFND 1,2,5,3 10,800 0 0
POWERSHARES MULTI-STRATEGY A ALT MULTI STRG 73935B870 1,516 66,860 SH   DFND 1,2,5,3 66,860 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,067 51,500 SH   DFND 1,2,5,3 51,500 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSHS SP500 LOW 73937B654 260 6,810 SH   DFND 1,2,5,3 6,810 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 268 6,270 SH   DFND 1,2,5,3 6,270 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 294 13,260 SH   DFND 1,2,5,3 13,260 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 616 20,620 SH   DFND 1,2,5,3 20,620 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 337 8,600 SH   DFND 1,2,5,3 8,600 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 223 13,800 SH   DFND 1,2,5,3 13,800 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 164 4,420 SH   DFND 1,2,5,3 4,420 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 99 25,820 SH   DFND 1,2,5,3 25,820 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 60 2,760 SH   DFND 1,2,5,3 2,760 0 0
PPG INDUSTRIES INC COM 693506107 1,145 10,991 SH   DFND 2,5 10,359 0 632
PPG INDUSTRIES INC COM 693506107 15,716 150,900 SH   DFND 4,2,5 68,100 0 82,800
PPL CORP COM 69351T106 310 8,200 SH   DFND 2,5 8,200 0 0
PPL CORP COM 69351T106 15,149 401,300 SH   DFND 4,2,5 106,600 0 294,700
PRA GROUP INC COM 69354N106 22 900 SH   DFND 4,2,5 900 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,741 41,700 SH   DFND 4,2,5 32,800 0 8,900
PRAXAIR INC COM 74005P104 1,278 11,370 SH   DFND 2,5 10,285 0 1,085
PRAXAIR INC COM 74005P104 28,974 257,800 SH   DFND 4,2,5 101,200 0 156,600
PRECISION DRILLING CORP COM 2010 74022D308 232 43,968 SH   DFND 2,5 43,968 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3 600 SH   DFND 4,2,5 600 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 589 14,574 SH   DFND 4,2,5 10,109 0 4,465
PREMIER FINANCIAL BANCORP INC COM 74050M105 597 35,414 SH   DFND 4,2,5 23,364 0 12,050
PRESS GANEY HOLDINGS INC COM 74113L102 2,819 71,650 SH   DFND 2,5 71,650 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 66,831 53,533 SH   DFND 2,5 48,676 0 4,857
PRICELINE GROUP INC/THE COM NEW 741503403 85,439 68,438 SH   DFND 4,2,5 48,823 0 19,615
PRICELINE GROUP INC/THE NOTE 1.000% 3/1 741503AQ9 40,256 29,000,000 PRN   DFND 2,5 0 0 0
PRICELINE GROUP INC/THE NOTE 0.900% 9/1 741503AX4 7,088 7,000,000 PRN   DFND 2,5 0 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 284 6,900 SH   DFND 4,2,5 0 0 6,900
PROCTER & GAMBLE CO COM 742718109 16,139 190,606 SH   DFND 2,5 129,687 0 60,919
PROCTER & GAMBLE CO COM 742718109 125,419 1,481,273 SH   DFND 4,2,5 817,253 0 664,020
PROGENICS PHARMACEUTICALS INC COM 743187106 135 31,900 SH   DFND 4,2,5 25,210 0 6,690
PROGRESS SOFTWARE CORP COM 743312100 3,680 134,000 SH   DFND 4,2,5 67,800 0 66,200
PROGRESSIVE CORP/THE COM 743315103 2,991 89,289 SH   DFND 2,5 89,289 0 0
PROGRESSIVE CORP/THE COM 743315103 1,159 34,600 SH   DFND 4,2,5 34,600 0 0
PROLOGIS INC COM 74340W103 16,988 346,420 SH   DFND 2,5 334,352 0 12,068
PROLOGIS INC COM 74340W103 8,170 166,608 SH   DFND 4,2,5 162,108 0 4,500
PROOFPOINT INC COM 743424103 13,754 218,000 SH   DFND 2,5 218,000 0 0
PROSHARES HEDGE REPLICATION ETF HD REPLICATION 74347X294 1,030 24,600 SH   DFND 1,2,5,3 24,600 0 0
PROSHARES RAFI LONG/SHORT RAFI LG SHT FD 74347X310 989 25,290 SH   DFND 1,2,5,3 25,290 0 0
PROTHENA CORP PLC SHS G72800108 6,425 183,776 SH   DFND 2,5 183,776 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 1,564 21,923 SH   DFND 2,5 20,873 0 1,050
PRUDENTIAL FINANCIAL INC COM 744320102 5,301 74,300 SH   DFND 4,2,5 68,900 0 5,400
PTC INC COM 69370C100 28,373 755,000 SH   DFND 2,5 755,000 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 107 2,300 SH   DFND 2,5 0 0 2,300
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 32,436 695,900 SH   DFND 4,2,5 517,700 0 178,200
PUBLIC STORAGE COM 74460D109 9,360 36,622 SH   DFND 2,5 32,212 0 4,410
PUBLIC STORAGE COM 74460D109 13,590 53,171 SH   DFND 4,2,5 44,771 0 8,400
PVH CORP COM 693656100 188 2,000 SH   DFND 4,2,5 2,000 0 0
PZENA INVESTMENT MANAGEMENT INC CLASS A 74731Q103 15 2,000 SH   DFND 4,2,5 0 0 2,000
QAD INC CL B 74727D207 95 5,500 SH   DFND 4,2,5 5,500 0 0
QEP RESOURCES INC COM 74733V100 7,156 405,900 SH   DFND 4,2,5 182,900 0 223,000
QIAGEN NV REG SHS N72482107 21,357 979,218 SH   DFND 2,5 979,218 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 73 1,000 SH   DFND 2,5 1,000 0 0
QLOGIC CORP COM 747277101 1,555 105,500 SH   DFND 4,2,5 42,400 0 63,100
QUALCOMM INC COM 747525103 80,443 1,501,643 SH   DFND 2,5 1,491,994 0 9,649
QUALCOMM INC COM 747525103 30,846 575,800 SH   DFND 4,2,5 343,600 0 232,200
QUALITY SYSTEMS INC COM 747582104 1,451 121,800 SH   DFND 4,2,5 63,400 0 58,400
QUEST DIAGNOSTICS INC COM 74834L100 252 3,100 SH   DFND 2,5 0 0 3,100
QUEST DIAGNOSTICS INC COM 74834L100 8,182 100,500 SH   DFND 4,2,5 11,000 0 89,500
QUINSTREET INC COM 74874Q100 436 122,880 SH   DFND 4,2,5 102,592 0 20,288
QUNAR CAYMAN ISLANDS LTD SPNS ADR CL B 74906P104 12 400 SH   DFND 2,5 400 0 0
RADIAN GROUP INC COM 750236101 593 56,932 SH   DFND 4,2,5 39,372 0 17,560
RADWARE LTD ORD M81873107 2,916 259,000 SH   DFND 2,5 259,000 0 0
RAMCO-GERSHENSON PROPERTIES TRUST COM SH BEN INT 751452202 10 500 SH   DFND 4,2,5 500 0 0
RANGE RESOURCES CORP COM 75281A109 133 3,076 SH   DFND 2,5 3,076 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,801 36,532 SH   DFND 2,5 36,532 0 0
RAYTHEON CO COM NEW 755111507 845 6,213 SH   DFND 2,5 5,033 0 1,180
RAYTHEON CO COM NEW 755111507 38,528 283,400 SH   DFND 4,2,5 105,300 0 178,100
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 96 9,386 SH   DFND 4,2,5 5,036 0 4,350
READING INTERNATIONAL INC CL A 755408101 707 56,600 SH   DFND 4,2,5 34,200 0 22,400
REALNETWORKS INC COM NEW 75605L708 600 139,268 SH   DFND 4,2,5 105,150 0 34,118
REALTY INCOME CORP COM 756109104 52 756 SH   DFND 2,5 756 0 0
RED HAT INC COM 756577102 5,082 70,000 SH   DFND 2,5 70,000 0 0
RED HAT INC COM 756577102 871 12,000 SH   DFND 4,2,5 0 0 12,000
RED HAT INC NOTE 0.250%10/0 756577AD4 41,225 34,000,000 PRN   DFND 2,5 0 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 1,470 31,000 SH   DFND 4,2,5 18,000 0 13,000
REGAL BELOIT CORP COM 758750103 6,256 113,650 SH   DFND 4,2,5 42,900 0 70,750
REGENCY CENTERS CORP COM 758849103 27 320 SH   DFND 2,5 320 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 30,597 87,614 SH   DFND 2,5 87,614 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 5,169 14,800 SH   DFND 4,2,5 10,600 0 4,200
REGIONS FINANCIAL CORP COM 7591EP100 10,272 1,207,100 SH   DFND 4,2,5 1,148,800 0 58,300
REGULUS THERAPEUTICS INC COM 75915K101 3,021 1,045,162 SH   DFND 2,5 1,045,162 0 0
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 1,011 10,424 SH   DFND 2,5 10,424 0 0
RENT-A-CENTER INC/TX COM 76009N100 154 12,500 SH   DFND 4,2,5 0 0 12,500
REPUBLIC BANCORP INC/KY CL A 760281204 274 9,915 SH   DFND 4,2,5 0 0 9,915
REPUBLIC SERVICES INC COM 760759100 14,114 275,067 SH   DFND 2,5 145,620 0 129,447
REPUBLIC SERVICES INC COM 760759100 69,897 1,362,243 SH   DFND 4,2,5 854,343 0 507,900
RETAIL OPPORTUNITY INVESTMENTS CORP COM 76131N101 2,278 105,117 SH   DFND 2,5 105,117 0 0
RETAILMENOT INC COM SER 1 76132B106 68 8,800 SH   DFND 4,2,5 8,800 0 0
REVLON INC CL A NEW 761525609 1,474 45,800 SH   DFND 4,2,5 27,900 0 17,900
REX AMERICAN RESOURCES CORP COM 761624105 167 2,796 SH   DFND 2,5 2,796 0 0
REX AMERICAN RESOURCES CORP COM 761624105 461 7,700 SH   DFND 4,2,5 1,500 0 6,200
REYNOLDS AMERICAN INC COM 761713106 9,470 175,600 SH   DFND 4,2,5 149,800 0 25,800
RIVERVIEW BANCORP INC COM 769397100 26 5,600 SH   DFND 4,2,5 4,700 0 900
RLJ LODGING TRUST COM 74965L101 2,731 127,324 SH   DFND 2,5 72,130 0 55,194
RLJ LODGING TRUST COM 74965L101 12,511 583,254 SH   DFND 4,2,5 443,254 0 140,000
ROCKWELL AUTOMATION INC COM 773903109 21,775 189,645 SH   DFND 2,5 189,645 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,944 69,184 SH   DFND 4,2,5 18,800 0 50,384
ROCKWELL COLLINS INC COM 774341101 358 4,200 SH   DFND 2,5 1,700 0 2,500
ROCKWELL COLLINS INC COM 774341101 10,396 122,100 SH   DFND 4,2,5 27,800 0 94,300
ROCKY BRANDS INC COM 774515100 138 12,042 SH   DFND 4,2,5 7,942 0 4,100
ROGERS COMMUNICATIONS INC CL B 775109200 455 11,300 SH   DFND 2,5 0 0 11,300
ROGERS COMMUNICATIONS INC CL B 775109200 2,541 63,100 SH   DFND 4,2,5 24,100 0 39,000
ROPER TECHNOLOGIES INC COM 776696106 61,189 358,751 SH   DFND 2,5 356,728 0 2,023
ROPER TECHNOLOGIES INC COM 776696106 9,892 58,000 SH   DFND 4,2,5 12,300 0 45,700
ROSS STORES INC COM 778296103 334 5,900 SH   DFND 2,5 5,900 0 0
ROSS STORES INC COM 778296103 11,962 211,000 SH   DFND 4,2,5 47,400 0 163,600
ROVI CORP COM 779376102 4,102 262,300 SH   DFND 4,2,5 134,300 0 128,000
ROYAL BANK OF CANADA COM 780087102 14,624 248,785 SH   DFND 2,5 102,178 0 146,607
ROYAL BANK OF CANADA COM 780087102 60,129 1,022,913 SH   DFND 4,2,5 366,013 0 656,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 41,729 621,431 SH   DFND 2,5 621,431 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 886 13,200 SH   DFND 4,2,5 0 0 13,200
RPX CORP COM 74972G103 3 300 SH   DFND 4,2,5 300 0 0
RR DONNELLEY & SONS CO COM 257867101 30 1,800 SH   DFND 4,2,5 0 0 1,800
RTI SURGICAL INC COM 74975N105 218 60,800 SH   DFND 4,2,5 14,100 0 46,700
RUTH'S HOSPITALITY GROUP INC COM 783332109 1,563 97,996 SH   DFND 4,2,5 46,296 0 51,700
S&P 500 TR 1988 CORE S&P500 ETF 464287200 59,280 281,617 SH   DFND 1,2,5,3 281,617 0 0
S&P GLOBAL INC COM 78409V104 16,758 156,236 SH   DFND 2,5 156,236 0 0
S&P GLOBAL INC COM 78409V104 13,440 125,300 SH   DFND 4,2,5 61,800 0 63,500
S&P TOTAL RETURN INDEX TR UNIT 78462F103 7,084 33,817 SH   DFND 2,5 2,562 0 31,255
SABRE CORP COM 78573M104 1,747 65,210 SH   DFND 2,5 65,210 0 0
SABRE CORP COM 78573M104 828 30,900 SH   DFND 4,2,5 6,800 0 24,100
SAGE THERAPEUTICS INC COM 78667J108 1,447 48,031 SH   DFND 2,5 48,031 0 0
SALESFORCE.COM INC COM 79466L302 56,842 715,805 SH   DFND 2,5 714,400 0 1,405
SALESFORCE.COM INC COM 79466L302 7,234 91,100 SH   DFND 4,2,5 83,400 0 7,700
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 9,366 7,250,000 PRN   DFND 2,5 0 0 0
SANDERSON FARMS INC COM 800013104 598 6,900 SH   DFND 2,5 5,300 0 1,600
SANDERSON FARMS INC COM 800013104 6,065 70,000 SH   DFND 4,2,5 26,900 0 43,100
SAUL CENTERS INC COM 804395101 6,216 100,730 SH   DFND 2,5 100,730 0 0
SCANA CORP COM 80589M102 409 5,400 SH   DFND 2,5 2,400 0 3,000
SCANA CORP COM 80589M102 17,265 228,190 SH   DFND 4,2,5 30,900 0 197,290
SCHLUMBERGER LTD COM 806857108 2,368 29,940 SH   DFND 2,5 21,345 0 8,595
SCHLUMBERGER LTD COM 806857108 30,699 388,200 SH   DFND 4,2,5 306,200 0 82,000
SCHNITZER STEEL INDUSTRIES INC CL A 806882106 123 7,000 SH   DFND 4,2,5 7,000 0 0
SCIENCE APPLICATIONS INTERNATIONAL CORP COM 808625107 338 5,800 SH   DFND 4,2,5 0 0 5,800
SCOTTS MIRACLE-GRO CO/THE CL A 810186106 7,166 102,500 SH   DFND 4,2,5 49,700 0 52,800
SCRIPPS NETWORKS INTERACTIVE INC CL A COM 811065101 517 8,300 SH   DFND 4,2,5 0 0 8,300
SEACHANGE INTERNATIONAL INC COM 811699107 610 191,300 SH   DFND 4,2,5 144,000 0 47,300
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,509 103,000 SH   DFND 2,5 103,000 0 0
SEARS CANADA INC COM 81234D109 74 24,500 SH   DFND 4,2,5 5,500 0 19,000
SEAWORLD ENTERTAINMENT INC COM 81282V100 179 12,519 SH   DFND 2,5 12,519 0 0
SEI INVESTMENTS CO COM 784117103 46,045 957,087 SH   DFND 2,5 957,087 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,370 52,700 SH   DFND 4,2,5 38,200 0 14,500
SEMGROUP CORP CL A 81663A105 231 7,100 SH   DFND 2,5 7,100 0 0
SEMPRA ENERGY COM 816851109 627 5,500 SH   DFND 2,5 5,500 0 0
SEMPRA ENERGY COM 816851109 25,050 219,700 SH   DFND 4,2,5 57,100 0 162,600
SENECA FOODS CORP CL A 817070501 148 4,100 SH   DFND 4,2,5 4,100 0 0
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 4,961 238,148 SH   DFND 2,5 131,600 0 106,548
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 18,770 901,096 SH   DFND 4,2,5 707,196 0 193,900
SENSATA TECHNOLOGIES HOLDING NV SHS N7902X106 13,956 400,000 SH   DFND 2,5 400,000 0 0
SENSATA TECHNOLOGIES HOLDING NV SHS N7902X106 178 5,100 SH   DFND 4,2,5 5,100 0 0
SERVICENOW INC COM 81762P102 15,803 238,000 SH   DFND 2,5 238,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,326 121,815 SH   DFND 2,5 92,600 0 29,215
SHAW COMMUNICATIONS INC CL B CONV 82028K200 7,011 367,129 SH   DFND 4,2,5 247,829 0 119,300
SHERWIN-WILLIAMS CO/THE COM 824348106 801 2,726 SH   DFND 2,5 2,621 0 105
SHERWIN-WILLIAMS CO/THE COM 824348106 12,745 43,400 SH   DFND 4,2,5 11,700 0 31,700
SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD 824596100 674 20,600 SH   DFND 2,5 0 0 20,600
SIGNATURE BANK/NEW YORK NY COM 82669G104 9,569 76,600 SH   DFND 2,5 76,600 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 11,296 874,779 SH   DFND 2,5 32,248 0 842,531
SILVER STANDARD RESOURCES INC COM 82823L106 536 41,500 SH   DFND 4,2,5 41,500 0 0
SILVER WHEATON CORP COM 828336107 4,264 182,083 SH   DFND 2,5 90,226 0 91,857
SILVER WHEATON CORP COM 828336107 96 4,100 SH   DFND 4,2,5 1,300 0 2,800
SIMON PROPERTY GROUP INC COM 828806109 27,557 127,049 SH   DFND 2,5 116,539 0 10,510
SIMON PROPERTY GROUP INC COM 828806109 26,875 123,903 SH   DFND 4,2,5 112,803 0 11,100
SJW CORP COM 784305104 16 400 SH   DFND 2,5 0 0 400
SJW CORP COM 784305104 1,872 47,532 SH   DFND 4,2,5 23,000 0 24,532
SK TELECOM CO LTD SPONSORED ADR 78440P108 230 11,000 SH   DFND 2,5 0 0 11,000
SKECHERS U.S.A. INC CL A 830566105 36 1,200 SH   DFND 2,5 0 0 1,200
SKECHERS U.S.A. INC CL A 830566105 4,520 152,100 SH   DFND 4,2,5 29,400 0 122,700
SKYWORKS SOLUTIONS INC COM 83088M102 3,939 62,247 SH   DFND 2,5 62,247 0 0
SL GREEN REALTY CORP COM 78440X101 10,598 99,536 SH   DFND 2,5 60,529 0 39,007
SL GREEN REALTY CORP COM 78440X101 27,109 254,620 SH   DFND 4,2,5 249,520 0 5,100
SM ENERGY CO COM 78454L100 3,353 124,200 SH   DFND 4,2,5 65,610 0 58,590
SMITH & WESSON HOLDING CORP COM 831756101 4,542 167,100 SH   DFND 4,2,5 88,700 0 78,400
SNAP-ON INC COM 833034101 663 4,200 SH   DFND 4,2,5 0 0 4,200
SOLAR CAPITAL LTD COM 83413U100 751 39,400 SH   DFND 4,2,5 0 0 39,400
SONIC CORP COM 835451105 2,862 105,800 SH   DFND 4,2,5 64,200 0 41,600
SOUFUN HOLDINGS LTD ADR 836034108 17 3,300 SH   DFND 2,5 3,300 0 0
SOUTHERN CO/THE COM 842587107 2,947 54,950 SH   DFND 2,5 52,300 0 2,650
SOUTHERN CO/THE COM 842587107 46,626 869,400 SH   DFND 4,2,5 319,000 0 550,400
SOUTHERN MISSOURI BANCORP INC COM 843380106 160 6,817 SH   DFND 4,2,5 4,252 0 2,565
SOUTHWEST GAS CORP COM 844895102 2,785 35,381 SH   DFND 2,5 25,700 0 9,681
SOUTHWEST GAS CORP COM 844895102 19,582 248,781 SH   DFND 4,2,5 156,281 0 92,500
SOUTHWESTERN ENERGY CO COM 845467109 9,790 778,200 SH   DFND 4,2,5 722,100 0 56,100
SP PLUS CORP COM 78469C103 618 27,350 SH   DFND 4,2,5 9,750 0 17,600
SPARK THERAPEUTICS INC COM 84652J103 7,172 140,278 SH   DFND 2,5 140,278 0 0
SPARTANNASH CO COM 847215100 3,037 99,300 SH   DFND 4,2,5 48,500 0 50,800
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 5,046 115,090 SH   DFND 1,2,5,3 115,090 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 9,528 266,975 SH   DFND 1,2,5,3 266,975 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,542 57,120 SH   DFND 1,2,5,3 57,120 0 0
SPDR DB INTL GOV INFL-PROT CITI INT GVT ETF 78464A490 743 13,530 SH   DFND 1,2,5,3 13,530 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 13 133 SH   DFND 2,5 133 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 622 19,964 SH   DFND 1,2,5,3 19,964 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 14 108 SH   DFND 2,5 108 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 121 2,020 SH   DFND 1,2,5,3 2,020 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 261 3,270 SH   DFND 1,2,5,3 3,270 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 157 2,010 SH   DFND 1,2,5,3 2,010 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,911 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 3,479 46,489 SH   DFND 1,2,5,3 46,489 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,657 42,090 SH   DFND 1,2,5,3 42,090 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 15 870 SH   DFND 1,2,5,3 870 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 121 6,450 SH   DFND 1,2,5,3 6,450 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 100 2,880 SH   DFND 1,2,5,3 2,880 0 0
SPECTRA ENERGY CORP COM 847560109 60 1,641 SH   DFND 2,5 0 0 1,641
SPECTRA ENERGY CORP COM 847560109 136 3,700 SH   DFND 4,2,5 0 0 3,700
SPEEDWAY MOTORSPORTS INC COM 847788106 57 3,200 SH   DFND 4,2,5 3,200 0 0
SPIRE INC COM 84857L101 6,327 89,320 SH   DFND 4,2,5 41,920 0 47,400
SPIRIT REALTY CAPITAL INC COM 84860W102 184 14,400 SH   DFND 2,5 14,400 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 4,922 385,400 SH   DFND 4,2,5 156,500 0 228,900
SPIRIT REALTY CAPITAL INC NOTE 2.875% 5/1 84860WAA0 6,656 6,170,000 PRN   DFND 2,5 0 0 0
SPLUNK INC COM 848637104 8,566 158,100 SH   DFND 2,5 158,100 0 0
SPOK HOLDINGS INC COM 84863T106 113 5,910 SH   DFND 4,2,5 4,523 0 1,387
SPX FLOW INC COM 78469X107 177 6,800 SH   DFND 4,2,5 6,800 0 0
ST JUDE MEDICAL INC COM 790849103 4,263 54,656 SH   DFND 2,5 54,656 0 0
ST JUDE MEDICAL INC COM 790849103 9,961 127,700 SH   DFND 4,2,5 10,800 0 116,900
STAMPS.COM INC COM NEW 852857200 3,768 43,100 SH   DFND 4,2,5 20,900 0 22,200
STANLEY BLACK & DECKER INC COM 854502101 3,648 32,800 SH   DFND 4,2,5 4,600 0 28,200
STANTEC INC COM 85472N109 195 8,100 SH   DFND 4,2,5 3,700 0 4,400
STAPLES INC COM 855030102 556 64,500 SH   DFND 2,5 0 0 64,500
STAPLES INC COM 855030102 6,997 811,724 SH   DFND 4,2,5 709,900 0 101,824
STARBUCKS CORP COM 855244109 65,223 1,141,855 SH   DFND 2,5 1,121,739 0 20,116
STARBUCKS CORP COM 855244109 50,517 884,410 SH   DFND 4,2,5 357,310 0 527,100
STATE STREET CORP COM 857477103 222 4,123 SH   DFND 2,5 3,080 0 1,043
STATE STREET CORP COM 857477103 4,330 80,300 SH   DFND 4,2,5 28,500 0 51,800
STEIN MART INC COM 858375108 326 42,175 SH   DFND 4,2,5 42,175 0 0
STEPAN CO COM 858586100 2,810 47,200 SH   DFND 4,2,5 23,400 0 23,800
STERIS PLC SHS USD G84720104 740 10,770 SH   DFND 2,5 10,770 0 0
STERIS PLC SHS USD G84720104 9,996 145,400 SH   DFND 4,2,5 73,500 0 71,900
STERLING BANCORP/DE COM 85917A100 707 45,000 SH   DFND 4,2,5 45,000 0 0
STONERIDGE INC COM 86183P102 1,028 68,800 SH   DFND 4,2,5 46,100 0 22,700
STORE CAPITAL CORP COM 862121100 489 16,600 SH   DFND 4,2,5 9,200 0 7,400
STRATASYS LTD SHS M85548101 8,698 380,000 SH   DFND 2,5 380,000 0 0
STRATUS PROPERTIES INC COM NEW 863167201 42 2,223 SH   DFND 4,2,5 1,253 0 970
STRYKER CORP COM 863667101 29,742 248,201 SH   DFND 2,5 244,220 0 3,981
STRYKER CORP COM 863667101 30,365 253,400 SH   DFND 4,2,5 93,800 0 159,600
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,757 208,200 SH   DFND 4,2,5 107,300 0 100,900
SUMMIT MATERIALS INC CL A 86614U100 1,487 72,700 SH   DFND 4,2,5 66,500 0 6,200
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 2,989 382,705 SH   DFND 2,5 382,705 0 0
SUN LIFE FINANCIAL INC COM 866796105 990 30,300 SH   DFND 2,5 13,200 0 17,100
SUN LIFE FINANCIAL INC COM 866796105 2,896 88,626 SH   DFND 4,2,5 43,226 0 45,400
SUNCOR ENERGY INC COM 867224107 2,577 93,398 SH   DFND 2,5 79,291 0 14,107
SUNCOR ENERGY INC COM 867224107 2,818 102,100 SH   DFND 4,2,5 70,800 0 31,300
SUNPOWER CORP COM 867652406 482 31,116 SH   DFND 2,5 31,116 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 2,476 205,098 SH   DFND 2,5 107,733 0 97,365
SUNSTONE HOTEL INVESTORS INC COM 867892101 11,231 930,463 SH   DFND 4,2,5 693,109 0 237,354
SUNTRUST BANKS INC COM 867914103 127 3,100 SH   DFND 4,2,5 0 0 3,100
SUPERIOR ENERGY SERVICES INC COM 868157108 689 37,400 SH   DFND 2,5 10,800 0 26,600
SUPERIOR ENERGY SERVICES INC COM 868157108 4,503 244,600 SH   DFND 4,2,5 162,700 0 81,900
SWIFT TRANSPORTATION CO CL A 87074U101 1,439 93,400 SH   DFND 4,2,5 19,600 0 73,800
SYKES ENTERPRISES INC COM 871237103 3,365 116,200 SH   DFND 4,2,5 52,000 0 64,200
SYMANTEC CORP COM 871503108 14,350 698,616 SH   DFND 2,5 376,025 0 322,591
SYMANTEC CORP COM 871503108 61,678 3,002,830 SH   DFND 4,2,5 2,203,710 0 799,120
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,068 96,297 SH   DFND 2,5 85,446 0 10,851
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 5,936 6,000,000 PRN   DFND 2,5 0 0 0
SYNCHRONY FINANCIAL COM 87165B103 351 13,900 SH   DFND 2,5 13,900 0 0
SYNCHRONY FINANCIAL COM 87165B103 13,995 553,600 SH   DFND 4,2,5 114,800 0 438,800
SYNOPSYS INC COM 871607107 7,657 141,580 SH   DFND 2,5 82,060 0 59,520
SYNOPSYS INC COM 871607107 42,796 791,342 SH   DFND 4,2,5 444,910 0 346,432
SYNTEL INC COM 87162H103 525 11,600 SH   DFND 4,2,5 5,600 0 6,000
SYSCO CORP COM 871829107 685 13,500 SH   DFND 2,5 13,500 0 0
SYSCO CORP COM 871829107 21,367 421,100 SH   DFND 4,2,5 110,300 0 310,800
SYSTEMAX INC COM 871851101 7 835 SH   DFND 4,2,5 835 0 0
T ROWE PRICE GROUP INC COM 74144T108 190 2,600 SH   DFND 2,5 2,600 0 0
T ROWE PRICE GROUP INC COM 74144T108 11,177 153,171 SH   DFND 4,2,5 41,500 0 111,671
TAHOE RESOURCES INC COM 873868103 545 36,600 SH   DFND 4,2,5 17,800 0 18,800
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 6,418 244,672 SH   DFND 2,5 0 0 244,672
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 466 12,300 SH   DFND 4,2,5 9,200 0 3,100
TAL EDUCATION GROUP ADS REPSTG COM 874080104 3,613 58,223 SH   DFND 2,5 58,223 0 0
TARGET CORP COM 87612E106 393 5,631 SH   DFND 2,5 4,529 0 1,102
TARGET CORP COM 87612E106 11,220 160,700 SH   DFND 4,2,5 104,300 0 56,400
TATA MOTORS LTD SPONSORED ADR 876568502 2,085 60,128 SH   DFND 2,5 52,828 0 7,300
TAUBMAN CENTERS INC COM 876664103 12 155 SH   DFND 2,5 155 0 0
TCF FINANCIAL CORP COM 872275102 3,919 309,800 SH   DFND 4,2,5 145,600 0 164,200
TCP CAPITAL CORP COM 87238Q103 12,573 822,823 SH   DFND 2,5 0 0 822,823
TD AMERITRADE HOLDING CORP COM 87236Y108 13,634 478,821 SH   DFND 2,5 472,513 0 6,308
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 52,196 1,203,500 SH   DFND 1,2,5,3 1,203,500 0 0
TECK RESOURCES LTD CL B 878742204 60 4,598 SH   DFND 2,5 0 0 4,598
TECK RESOURCES LTD CL B 878742204 48 3,700 SH   DFND 4,2,5 0 0 3,700
TEEKAY TANKERS LTD CL A Y8565N102 96 32,114 SH   DFND 2,5 30,714 0 1,400
TEEKAY TANKERS LTD CL A Y8565N102 4 1,400 SH   DFND 4,2,5 0 0 1,400
TEGNA INC COM 87901J105 2,860 123,443 SH   DFND 2,5 44,663 0 78,780
TEGNA INC COM 87901J105 27,635 1,192,701 SH   DFND 4,2,5 842,641 0 350,060
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,667 122,607 SH   DFND 2,5 0 0 122,607
TELEKOMUNIKASI INDONESIA PERSERO TBK PT SPONSORED ADR 715684106 565 9,200 SH   DFND 2,5 0 0 9,200
TELENAV INC COM 879455103 762 149,344 SH   DFND 4,2,5 105,544 0 43,800
TENARIS SA SPONSORED ADR 88031M109 2,082 72,202 SH   DFND 2,5 64,065 0 8,137
TERADATA CORP COM 88076W103 3,581 142,855 SH   DFND 2,5 79,500 0 63,355
TERADATA CORP COM 88076W103 26,210 1,045,485 SH   DFND 4,2,5 788,085 0 257,400
TERADYNE INC COM 880770102 19,198 975,000 SH   DFND 2,5 975,000 0 0
TERADYNE INC COM 880770102 1,067 54,200 SH   DFND 4,2,5 0 0 54,200
TEREX CORP COM 880779103 4,793 236,000 SH   DFND 4,2,5 103,100 0 132,900
TESLA MOTORS INC COM 88160R101 106 500 SH   DFND 4,2,5 0 0 500
TESORO CORP COM 881609101 785 10,481 SH   DFND 2,5 10,481 0 0
TESORO CORP COM 881609101 15 200 SH   DFND 4,2,5 200 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC DBCV 0.250% 2/0 88163VAE9 36,717 29,300,000 PRN   DFND 2,5 0 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 11,940 237,710 SH   DFND 2,5 237,710 0 0
TEXAS INSTRUMENTS INC COM 882508104 28,230 450,601 SH   DFND 2,5 448,914 0 1,687
TEXAS INSTRUMENTS INC COM 882508104 34,708 554,000 SH   DFND 4,2,5 257,900 0 296,100
THERMO FISHER SCIENTIFIC INC COM 883556102 64,331 435,378 SH   DFND 2,5 433,657 0 1,721
THERMO FISHER SCIENTIFIC INC COM 883556102 20,672 139,900 SH   DFND 4,2,5 77,400 0 62,500
THIRD POINT REINSURANCE LTD COM G8827U100 1,916 163,500 SH   DFND 4,2,5 85,700 0 77,800
THOMSON REUTERS CORP COM 884903105 2,162 53,725 SH   DFND 2,5 11,450 0 42,275
THOMSON REUTERS CORP COM 884903105 12,918 320,955 SH   DFND 4,2,5 93,000 0 227,955
TIER REIT INC COM NEW 88650V208 483 31,500 SH   DFND 4,2,5 22,300 0 9,200
TIME WARNER INC COM NEW 887317303 1,175 15,972 SH   DFND 2,5 14,618 0 1,354
TIME WARNER INC COM NEW 887317303 17,973 244,400 SH   DFND 4,2,5 159,300 0 85,100
TIVO INC COM 888706108 1,657 167,400 SH   DFND 4,2,5 130,300 0 37,100
TJX COS INC/THE COM 872540109 46,173 597,869 SH   DFND 2,5 487,753 0 110,116
TJX COS INC/THE COM 872540109 119,949 1,553,140 SH   DFND 4,2,5 942,840 0 610,300
TOBIRA THERAPEUTICS INC COM 88883P101 3,472 276,440 SH   DFND 2,5 276,440 0 0
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 7,341 7,500,000 PRN   DFND 2,5 0 0 0
TORONTO-DOMINION BANK COM NEW 891160509 32,166 752,967 SH   DFND 2,5 541,906 0 211,061
TORONTO-DOMINION BANK COM NEW 891160509 53,292 1,247,485 SH   DFND 4,2,5 379,000 0 868,485
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 730 61,000 SH   DFND 4,2,5 3,000 0 58,000
TRACTOR SUPPLY CO COM 892356106 56,741 622,297 SH   DFND 2,5 618,877 0 3,420
TRACTOR SUPPLY CO COM 892356106 5,243 57,500 SH   DFND 4,2,5 12,700 0 44,800
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 58 15,354 SH   DFND 4,2,5 10,291 0 5,063
TRANSALTA CORP COM 89346D107 112 21,700 SH   DFND 4,2,5 0 0 21,700
TRANSCANADA CORP COM 89353D107 6,742 149,784 SH   DFND 2,5 62,293 0 87,491
TRANSCANADA CORP COM 89353D107 28,110 624,475 SH   DFND 4,2,5 180,600 0 443,875
TRANSUNION COM 89400J107 2,144 64,100 SH   DFND 4,2,5 48,900 0 15,200
TRAVELERS COS INC/THE COM 89417E109 2,357 19,796 SH   DFND 2,5 3,840 0 15,956
TRAVELERS COS INC/THE COM 89417E109 38,665 324,810 SH   DFND 4,2,5 288,410 0 36,400
TRAVELZOO INC COM NEW 89421Q205 111 13,888 SH   DFND 4,2,5 13,888 0 0
TREDEGAR CORP COM 894650100 379 23,481 SH   DFND 4,2,5 13,021 0 10,460
TRIMAS CORP COM NEW 896215209 1,256 69,800 SH   DFND 4,2,5 21,600 0 48,200
TRIMBLE NAVIGATION LTD COM 896239100 19,488 800,000 SH   DFND 2,5 800,000 0 0
TRIPADVISOR INC COM 896945201 3,215 50,000 SH   DFND 2,5 50,000 0 0
TRIPADVISOR INC COM 896945201 502 7,800 SH   DFND 4,2,5 2,300 0 5,500
TUESDAY MORNING CORP COM NEW 899035505 84 12,000 SH   DFND 4,2,5 12,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 68 1,200 SH   DFND 2,5 0 0 1,200
TUPPERWARE BRANDS CORP COM 899896104 7,063 125,500 SH   DFND 4,2,5 49,500 0 76,000
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 492 18,187 SH   DFND 2,5 14,558 0 3,629
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 10,536 389,500 SH   DFND 4,2,5 302,900 0 86,600
TYSON FOODS INC CL A 902494103 16,698 250,006 SH   DFND 2,5 138,800 0 111,206
TYSON FOODS INC CL A 902494103 82,993 1,242,602 SH   DFND 4,2,5 839,182 0 403,420
UBIQUITI NETWORKS INC COM 90347A100 924 23,900 SH   DFND 4,2,5 0 0 23,900
UBS GROUP AG SHS H42097107 102,963 7,979,867 SH   DFND 2,5 4,599,478 0 3,380,389
UBS GROUP AG SHS H42097107 1,492 115,600 SH   DFND 4,2,5 76,400 0 39,200
UDR INC COM 902653104 31 841 SH   DFND 2,5 841 0 0
UGI CORP COM 902681105 1,186 26,200 SH   DFND 4,2,5 4,600 0 21,600
ULTA SALON COSMETICS & FRAGRANCE INC COM 90384S303 97 400 SH   DFND 2,5 400 0 0
ULTA SALON COSMETICS & FRAGRANCE INC COM 90384S303 3,923 16,100 SH   DFND 4,2,5 4,700 0 11,400
ULTIMATE SOFTWARE GROUP INC/THE COM 90385D107 55,945 266,036 SH   DFND 2,5 266,036 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 11,113 227,213 SH   DFND 2,5 227,213 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 2,083 94,619 SH   DFND 2,5 90,069 0 4,550
UMPQUA HOLDINGS CORP COM 904214103 7,192 464,900 SH   DFND 4,2,5 227,900 0 237,000
UNDER ARMOUR INC CL A 904311107 277 6,900 SH   DFND 4,2,5 0 0 6,900
UNDER ARMOUR INC CL C 904311206 11,217 308,171 SH   DFND 2,5 308,171 0 0
UNDER ARMOUR INC CL C 904311206 253 6,948 SH   DFND 4,2,5 0 0 6,948
UNIFIRST CORP/MA COM 904708104 127 1,100 SH   DFND 4,2,5 0 0 1,100
UNION PACIFIC CORP COM 907818108 53,443 612,527 SH   DFND 2,5 608,934 0 3,593
UNION PACIFIC CORP COM 907818108 44,354 508,350 SH   DFND 4,2,5 233,750 0 274,600
UNITED ONLINE INC COM NEW 911268209 903 82,100 SH   DFND 4,2,5 60,300 0 21,800
UNITED PARCEL SERVICE INC CL B 911312106 1,070 9,936 SH   DFND 2,5 9,936 0 0
UNITED PARCEL SERVICE INC CL B 911312106 43,853 407,100 SH   DFND 4,2,5 174,900 0 232,200
UNITED RENTALS INC COM 911363109 14,687 218,880 SH   DFND 2,5 216,981 0 1,899
UNITED STATES LIME & MINERALS INC COM 911922102 265 4,500 SH   DFND 4,2,5 1,100 0 3,400
UNITED TECHNOLOGIES CORP COM 913017109 8,234 80,293 SH   DFND 2,5 23,690 0 56,603
UNITED TECHNOLOGIES CORP COM 913017109 84,861 827,508 SH   DFND 4,2,5 526,553 0 300,955
UNITED THERAPEUTICS CORP COM 91307C102 127 1,200 SH   DFND 4,2,5 0 0 1,200
UNITEDHEALTH GROUP INC COM 91324P102 73,240 518,698 SH   DFND 2,5 507,866 0 10,832
UNITEDHEALTH GROUP INC COM 91324P102 75,515 534,810 SH   DFND 4,2,5 256,960 0 277,850
UNIVERSAL CORP/VA COM 913456109 4,261 73,800 SH   DFND 4,2,5 40,700 0 33,100
UNIVERSAL FOREST PRODUCTS INC COM 913543104 5,608 60,500 SH   DFND 4,2,5 25,000 0 35,500
UNIVERSAL HEALTH SERVICES INC CL B 913903100 8,351 62,274 SH   DFND 2,5 62,274 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 805 6,000 SH   DFND 4,2,5 0 0 6,000
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 1,665 89,600 SH   DFND 4,2,5 46,600 0 43,000
UNUM GROUP COM 91529Y106 6,698 210,700 SH   DFND 4,2,5 199,500 0 11,200
URBAN EDGE PROPERTIES COM 91704F104 5,842 195,634 SH   DFND 2,5 195,634 0 0
US BANCORP COM NEW 902973304 4,110 101,916 SH   DFND 2,5 94,916 0 7,000
US BANCORP COM NEW 902973304 56,762 1,407,440 SH   DFND 4,2,5 537,600 0 869,840
US SILICA HOLDINGS INC COM 90346E103 517 15,000 SH   DFND 2,5 15,000 0 0
VALE SA ADR REPSTG PFD 91912E204 183 45,600 SH   DFND 2,5 0 0 45,600
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 114 5,689 SH   DFND 2,5 2,942 0 2,747
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 117 5,852 SH   DFND 4,2,5 5,552 0 300
VALERO ENERGY CORP COM 91913Y100 18,062 354,164 SH   DFND 2,5 213,904 0 140,260
VALERO ENERGY CORP COM 91913Y100 76,363 1,497,314 SH   DFND 4,2,5 1,135,904 0 361,410
VALIDUS HOLDINGS LTD COM SHS G9319H102 637 13,100 SH   DFND 4,2,5 0 0 13,100
VANECK VECTORS GLOBAL ALTERNATIVE ENERGR GLOBAL ALTER ETF 92189F502 96 1,924 SH   DFND 2,5 1,924 0 0
VANECK VECTORS GOLD MINERS ETF GOLD MINERS ETF 92189F106 142 5,121 SH   DFND 2,5 5,121 0 0
VANGUARD ENERGY ETF ENERGY ETF 92204A306 858 9,020 SH   DFND 1,2,5,3 9,020 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 6,750 190,900 SH   DFND 1,2,5,3 190,900 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 9,385 266,400 SH   DFND 1,2,5,3 266,400 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 2,152 61,085 SH   DFND 2,5 61,085 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 30,856 661,300 SH   DFND 1,2,5,3 661,300 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 2,569 46,100 SH   DFND 1,2,5,3 46,100 0 0
VANGUARD GLOBAL EX-U.S. REAL ESTATE ETF GLB EX US ETF 922042676 513 9,490 SH   DFND 1,2,5,3 9,490 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 79,629 742,812 SH   DFND 1,2,5,3 742,812 0 0
VANGUARD HEALTH CARE ETF HEALTH CAR ETF 92204A504 13 103 SH   DFND 2,5 103 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 52,281 488,200 SH   DFND 1,2,5,3 488,200 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 30,104 314,077 SH   DFND 1,2,5,3 314,077 0 0
VANGUARD MID-CAP GROWTH ETF MCAP GR IDXVIP 922908538 2,180 21,400 SH   DFND 1,2,5,3 21,400 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 50,410 565,900 SH   DFND 1,2,5,3 565,900 0 0
VANGUARD REIT ETF REIT ETF 922908553 544 6,140 SH   DFND 1,2,5,3 6,140 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 1,449 7,540 SH   DFND 2,5 7,540 0 0
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 979 19,780 SH   DFND 1,2,5,3 19,780 0 0
VANGUARD TOTAL INTERNATIONAL BOND ETF INTL BD IDX ETF 92203J407 3,316 59,530 SH   DFND 1,2,5,3 59,530 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 31,761 373,701 SH   DFND 1,2,5,3 373,701 0 0
VANTIV INC CL A 92210H105 1,879 33,200 SH   DFND 2,5 33,200 0 0
VANTIV INC CL A 92210H105 2,717 48,000 SH   DFND 4,2,5 36,200 0 11,800
VARIAN MEDICAL SYSTEMS INC COM 92220P105 23,517 285,996 SH   DFND 2,5 260,204 0 25,792
VARIAN MEDICAL SYSTEMS INC COM 92220P105 28,106 341,800 SH   DFND 4,2,5 267,600 0 74,200
VCA INC COM 918194101 17,085 252,703 SH   DFND 2,5 252,703 0 0
VECTRUS INC COM 92242T101 288 10,100 SH   DFND 4,2,5 5,700 0 4,400
VEEVA SYSTEMS INC CL A COM 922475108 5,869 172,000 SH   DFND 2,5 172,000 0 0
VENTAS INC COM 92276F100 9,060 124,413 SH   DFND 2,5 124,413 0 0
VERA BRADLEY INC COM 92335C106 1,400 98,800 SH   DFND 4,2,5 62,000 0 36,800
VEREIT INC COM 92339V100 9,334 920,485 SH   DFND 2,5 511,148 0 409,337
VEREIT INC COM 92339V100 18,895 1,863,448 SH   DFND 4,2,5 1,830,148 0 33,300
VERINT SYSTEMS INC COM 92343X100 154 4,636 SH   DFND 2,5 4,636 0 0
VERISIGN INC COM 92343E102 4,409 51,000 SH   DFND 2,5 33,400 0 17,600
VERISIGN INC COM 92343E102 24,434 282,600 SH   DFND 4,2,5 211,700 0 70,900
VERISK ANALYTICS INC COM 92345Y106 373 4,600 SH   DFND 2,5 4,600 0 0
VERISK ANALYTICS INC COM 92345Y106 25,175 310,500 SH   DFND 4,2,5 188,700 0 121,800
VERIZON COMMUNICATIONS INC COM 92343V104 29,404 526,569 SH   DFND 2,5 437,908 0 88,661
VERIZON COMMUNICATIONS INC COM 92343V104 86,461 1,548,378 SH   DFND 4,2,5 1,050,278 0 498,100
VERMILION ENERGY INC COM 923725105 627 19,800 SH   DFND 2,5 19,800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 54,087 628,775 SH   DFND 2,5 628,775 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 120 1,400 SH   DFND 4,2,5 0 0 1,400
VF CORP COM 918204108 10,018 162,920 SH   DFND 2,5 86,640 0 76,280
VF CORP COM 918204108 50,341 818,685 SH   DFND 4,2,5 545,498 0 273,187
VIACOM INC CL B 92553P201 14,735 355,329 SH   DFND 2,5 195,740 0 159,589
VIACOM INC CL B 92553P201 60,890 1,468,283 SH   DFND 4,2,5 1,083,003 0 385,280
VINA CONCHA Y TORO SA SPONSORED ADR 927191106 229 7,200 SH   DFND 4,2,5 7,200 0 0
VIPSHOP HOLDINGS LTD SPONSORED ADR 92763W103 50 4,500 SH   DFND 2,5 4,500 0 0
VISA INC COM CL A 92826C839 89,192 1,202,540 SH   DFND 2,5 1,177,609 0 24,931
VISA INC COM CL A 92826C839 75,898 1,023,295 SH   DFND 4,2,5 541,095 0 482,200
VISHAY INTERTECHNOLOGY INC COM 928298108 5,077 409,790 SH   DFND 4,2,5 234,700 0 175,090
VISHAY PRECISION GROUP INC COM 92835K103 495 36,921 SH   DFND 4,2,5 22,831 0 14,090
VORNADO REALTY TRUST SH BEN INT 929042109 57 571 SH   DFND 2,5 571 0 0
VULCAN MATERIALS CO COM 929160109 987 8,200 SH   DFND 4,2,5 0 0 8,200
VWR CORP COM 91843L103 2,136 73,900 SH   DFND 4,2,5 56,700 0 17,200
WABTEC CORP/DE COM 929740108 548 7,800 SH   DFND 4,2,5 0 0 7,800
WAL-MART STORES INC COM 931142103 4,617 63,228 SH   DFND 2,5 55,214 0 8,014
WAL-MART STORES INC COM 931142103 42,552 582,740 SH   DFND 4,2,5 354,100 0 228,640
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,113 73,414 SH   DFND 2,5 72,111 0 1,303
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,933 143,300 SH   DFND 4,2,5 119,300 0 24,000
WALT DISNEY CO/THE COM DISNEY 254687106 22,544 230,468 SH   DFND 2,5 208,149 0 22,319
WALT DISNEY CO/THE COM DISNEY 254687106 57,011 582,816 SH   DFND 4,2,5 368,016 0 214,800
WASHINGTON FEDERAL INC COM 938824109 95 3,900 SH   DFND 4,2,5 3,900 0 0
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 9,608 305,407 SH   DFND 2,5 305,407 0 0
WASTE CONNECTIONS INC COM 94106B101 72 1,000 SH   DFND 2,5 1,000 0 0
WASTE CONNECTIONS INC COM 94106B101 3,072 42,744 SH   DFND 4,2,5 14,344 0 28,400
WASTE MANAGEMENT INC COM 94106L109 557 8,400 SH   DFND 2,5 8,400 0 0
WASTE MANAGEMENT INC COM 94106L109 19,921 300,600 SH   DFND 4,2,5 70,400 0 230,200
WATERS CORP COM 941848103 98 700 SH   DFND 2,5 700 0 0
WATERS CORP COM 941848103 6,906 49,100 SH   DFND 4,2,5 9,100 0 40,000
WEATHERFORD INTERNATIONAL PLC ORD SHS G48833100 280 50,496 SH   DFND 2,5 50,496 0 0
WEB.COM GROUP INC COM 94733A104 2,411 132,600 SH   DFND 4,2,5 65,700 0 66,900
WEC ENERGY GROUP INC COM 92939U106 137 2,100 SH   DFND 2,5 2,100 0 0
WEC ENERGY GROUP INC COM 92939U106 10,997 168,400 SH   DFND 4,2,5 36,600 0 131,800
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 77 1,881 SH   DFND 2,5 1,881 0 0
WELLS FARGO & CO COM 949746101 39,537 835,354 SH   DFND 2,5 724,597 0 110,757
WELLS FARGO & CO COM 949746101 66,057 1,395,677 SH   DFND 4,2,5 1,180,777 0 214,900
WELLTOWER INC COM 95040Q104 2,280 29,927 SH   DFND 2,5 29,927 0 0
WELLTOWER INC COM 95040Q104 4,174 54,800 SH   DFND 4,2,5 52,000 0 2,800
WERNER ENTERPRISES INC COM 950755108 552 24,030 SH   DFND 4,2,5 20,980 0 3,050
WESBANCO INC COM 950810101 285 9,177 SH   DFND 4,2,5 9,177 0 0
WEST MARINE INC COM 954235107 409 48,712 SH   DFND 4,2,5 39,102 0 9,610
WESTERN ALLIANCE BANCORP COM 957638109 7 207 SH   DFND 4,2,5 207 0 0
WESTERN DIGITAL CORP COM 958102105 101 2,140 SH   DFND 2,5 0 0 2,140
WESTERN DIGITAL CORP COM 958102105 19,775 418,430 SH   DFND 4,2,5 304,190 0 114,240
WESTERN UNION CO/THE COM 959802109 11,127 580,139 SH   DFND 2,5 298,952 0 281,187
WESTERN UNION CO/THE COM 959802109 49,114 2,560,711 SH   DFND 4,2,5 1,957,011 0 603,700
WESTLAKE CHEMICAL CORP COM 960413102 1,824 42,500 SH   DFND 4,2,5 35,000 0 7,500
WHIRLPOOL CORP COM 963320106 1,766 10,600 SH   DFND 4,2,5 3,800 0 6,800
WHITESTONE REIT COM 966084204 964 63,938 SH   DFND 4,2,5 36,838 0 27,100
WHITEWAVE FOODS CO/THE COM 966244105 11,853 252,524 SH   DFND 2,5 252,524 0 0
WHITING PETROLEUM CORP COM 966387102 325 35,100 SH   DFND 4,2,5 35,100 0 0
WI-LAN INC COM 928972108 295 116,800 SH   DFND 4,2,5 116,800 0 0
WILLIAMS COS INC/THE COM 969457100 144 6,678 SH   DFND 2,5 4,988 0 1,690
WILLIS TOWERS WATSON PLC SHS G96629103 6,177 49,690 SH   DFND 2,5 45,740 0 3,950
WILLIS TOWERS WATSON PLC SHS G96629103 26,144 210,313 SH   DFND 4,2,5 190,753 0 19,560
WIPRO LTD SPON ADR 1 SH 97651M109 90 7,300 SH   DFND 2,5 0 0 7,300
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 1,161 27,310 SH   DFND 1,2,5,3 27,310 0 0
WOORI BANK ADR 98105T104 94 3,800 SH   DFND 2,5 0 0 3,800
WORLD FUEL SERVICES CORP COM 981475106 233 4,914 SH   DFND 2,5 4,914 0 0
WORLD FUEL SERVICES CORP COM 981475106 123 2,600 SH   DFND 4,2,5 0 0 2,600
WP CAREY INC COM 92936U109 19 271 SH   DFND 2,5 271 0 0
WP GLIMCHER INC COM 92939N102 208 18,600 SH   DFND 4,2,5 18,600 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 9,616 553,580 SH   DFND 2,5 553,580 0 0
WW GRAINGER INC COM 384802104 588 2,586 SH   DFND 2,5 2,586 0 0
WW GRAINGER INC COM 384802104 9,272 40,800 SH   DFND 4,2,5 11,800 0 29,000
WYNDHAM WORLDWIDE CORP COM 98310W108 9,865 138,500 SH   DFND 4,2,5 127,100 0 11,400
XCEL ENERGY INC COM 98389B100 1,133 25,300 SH   DFND 2,5 12,100 0 13,200
XCEL ENERGY INC COM 98389B100 26,953 601,900 SH   DFND 4,2,5 145,900 0 456,000
XENIA HOTELS & RESORTS INC COM 984017103 2,887 172,050 SH   DFND 4,2,5 158,230 0 13,820
XEROX CORP COM 984121103 10,691 1,126,596 SH   DFND 2,5 607,001 0 519,595
XEROX CORP COM 984121103 50,032 5,272,074 SH   DFND 4,2,5 4,022,184 0 1,249,890
XILINX INC COM 983919101 74 1,600 SH   DFND 2,5 1,600 0 0
XILINX INC COM 983919101 5,577 120,900 SH   DFND 4,2,5 34,300 0 86,600
XILINX INC NOTE 2.625% 6/1 983919AF8 41,844 26,000,000 PRN   DFND 2,5 0 0 0
XL GROUP PLC SHS G98290102 60 1,800 SH   DFND 4,2,5 0 0 1,800
XO GROUP INC COM 983772104 1,502 86,200 SH   DFND 4,2,5 52,100 0 34,100
YAHOO! INC COM 984332106 245 6,513 SH   DFND 2,5 5,067 0 1,446
YAHOO! INC COM 984332106 5,165 137,500 SH   DFND 4,2,5 126,800 0 10,700
YAMANA GOLD INC COM 98462Y100 1,029 198,900 SH   DFND 2,5 164,700 0 34,200
YAMANA GOLD INC COM 98462Y100 2,607 503,800 SH   DFND 4,2,5 388,200 0 115,600
YANDEX NV SHS CLASS A N97284108 656 30,000 SH   DFND 2,5 30,000 0 0
YUM! BRANDS INC COM 988498101 1,120 13,507 SH   DFND 2,5 8,716 0 4,791
YUM! BRANDS INC COM 988498101 27,597 332,820 SH   DFND 4,2,5 110,900 0 221,920
YY INC ADS REPCOM CLA 98426T106 10 300 SH   DFND 2,5 300 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 9,839 360,000 SH   DFND 2,5 360,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 20,398 169,449 SH   DFND 2,5 169,449 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 10,232 85,000 SH   DFND 4,2,5 21,500 0 63,500
ZIONS BANCORPORATION COM 989701107 14,362 571,504 SH   DFND 4,2,5 463,500 0 108,004
ZOETIS INC CL A 98978V103 285 6,000 SH   DFND 2,5 6,000 0 0
ZOETIS INC CL A 98978V103 8,362 176,200 SH   DFND 4,2,5 46,600 0 129,600