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
3M CO COM 88579Y101 56 392 SH   DFND 1,2 392 0 0
3M CO COM 88579Y101 113 800 SH   DFND 4,6 800 0 0
3M CO COM 88579Y101 198 1,400 SH   DFND 1 1,400 0 0
3M CO COM 88579Y101 346 2,441 SH   DFND 4,6 2,441 0 0
3M CO COM 88579Y101 468 3,300 SH   DFND 4,5,11,12 3,300 0 0
3M CO COM 88579Y101 559 3,945 SH   DFND 4,6 3,945 0 0
3M CO COM 88579Y101 567 4,000 SH   DFND 4,6 4,000 0 0
3M CO COM 88579Y101 1,236 8,715 SH   DFND 4,5,11,12 8,715 0 0
3M CO COM 88579Y101 1,248 8,800 SH   DFND 4,6 8,800 0 0
3M CO COM 88579Y101 1,404 9,900 SH   DFND 4,6 9,900 0 0
3M CO COM 88579Y101 1,504 10,612 SH   DFND 4,8 10,612 0 0
3M CO COM 88579Y101 5,997 42,300 SH   DFND 4,6 42,300 0 0
3M CO COM 88579Y101 14,227 100,350 SH   DFND 4,8 100,350 0 0
3M CO COM 88579Y101 25,435 179,413 SH   DFND 4,5 179,413 0 0
3M CO COM 88579Y101 48,114 339,382 SH   DFND 4,5 339,382 0 0
51JOB INC SP ADR REP COM 316827104 841 30,706 SH   DFND 4,5,7 30,706 0 0
51JOB INC SR CV NT 3.25%19 316827AC8 869 921,000 PRN   DFND 4,5,7 0 0 921,000
58 COM INC SPON ADR REP A 31680Q104 13 280 SH   DFND 4,5 280 0 0
ABBOTT LABS COM 002824100 68 1,700 SH   DFND 4,6 1,700 0 0
ABBOTT LABS COM 002824100 89 2,224 SH   DFND 4,8 2,224 0 0
ABBOTT LABS COM 002824100 127 3,168 SH   DFND 4,8 3,168 0 0
ABBOTT LABS COM 002824100 188 4,680 SH   DFND   4,680 0 0
ABBOTT LABS COM 002824100 391 9,730 SH   DFND 4,6 9,730 0 0
ABBOTT LABS COM 002824100 463 11,508 SH   DFND 4,6 11,508 0 0
ABBOTT LABS COM 002824100 483 12,000 SH   DFND 4,6 12,000 0 0
ABBOTT LABS COM 002824100 561 13,940 SH   DFND   13,940 0 0
ABBOTT LABS COM 002824100 672 16,700 SH   DFND 4,6 16,700 0 0
ABBOTT LABS COM 002824100 939 23,354 SH   DFND 4,5,11,12 23,354 0 0
ABBOTT LABS COM 002824100 6,746 167,734 SH   DFND 4,5 167,734 0 0
ABBOTT LABS COM 002824100 12,552 312,076 SH   DFND 4,5 312,076 0 0
ABBOTT LABS COM 002824100 20,163 501,320 SH   DFND 4,5,11,12 501,320 0 0
ABBVIE INC COM 00287Y109 136 2,500 SH   DFND 4,6 2,500 0 0
ABBVIE INC COM 00287Y109 239 4,400 SH   DFND 4,6 4,400 0 0
ABBVIE INC COM 00287Y109 375 6,900 SH   DFND 4,6 6,900 0 0
ABBVIE INC COM 00287Y109 495 9,099 SH   DFND 4,5,11,12 9,099 0 0
ABBVIE INC COM 00287Y109 599 11,000 SH   DFND 4,6 11,000 0 0
ABBVIE INC COM 00287Y109 961 17,664 SH   DFND 4,6 17,664 0 0
ABBVIE INC COM 00287Y109 1,115 20,497 SH   DFND 4,5,11,12 20,497 0 0
ABBVIE INC COM 00287Y109 1,155 21,230 SH   DFND 4,6 21,230 0 0
ABBVIE INC COM 00287Y109 1,453 26,700 SH   DFND 4,6 26,700 0 0
ABBVIE INC COM 00287Y109 4,897 90,000 SH   DFND 4,6 90,000 0 0
ABBVIE INC COM 00287Y109 12,811 235,456 SH   DFND 4,5 235,456 0 0
ABBVIE INC COM 00287Y109 33,139 609,052 SH   DFND 4,5 609,052 0 0
ABERCROMBIE & FITCH CO CL A 002896207 90 4,241 SH   DFND 4,5,7 4,241 0 0
ABERCROMBIE & FITCH CO CL A 002896207 95 4,500 SH   DFND 4,5 4,500 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,026 48,400 SH   DFND 4,5,7 48,400 0 0
ACADIA HEALTHCARE COMPANY INC COM 00404A109 19 280 SH   DFND   280 0 0
ACADIA HEALTHCARE COMPANY INC COM 00404A109 5,954 89,846 SH   DFND 1,3 89,846 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 120 4,004 SH   DFND 4,5,11,12 4,004 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 256 8,500 SH   DFND 4,5 8,500 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 20 200 SH   DFND   200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 138 1,400 SH   DFND 4,6 1,400 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 295 3,000 SH   DFND 4,6 3,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 383 3,900 SH   DFND 4,5,11,12 3,900 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 447 4,550 SH   DFND 4,6 4,550 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 667 6,792 SH   DFND 4,6 6,792 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 884 9,000 SH   DFND 4,6 9,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,014 10,317 SH   DFND 4,8 10,317 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,049 10,677 SH   DFND 4,5,11,12 10,677 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,287 13,100 SH   DFND 4,6 13,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,435 14,600 SH   DFND 4,6 14,600 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,474 15,000 SH   DFND 4,6 15,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,793 58,960 SH   DFND 4,5 58,960 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,763 79,000 SH   DFND 4,6 79,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,338 166,270 SH   DFND 4,5 166,270 0 0
ACE LTD SHS H0023R105 64 617 SH   DFND 1,3 617 0 0
ACE LTD SHS H0023R105 217 2,100 SH   DFND 4,5,11,12 2,100 0 0
ACE LTD SHS H0023R105 346 3,345 SH   DFND 4,5,11,12 3,345 0 0
ACE LTD SHS H0023R105 3,013 29,138 SH   DFND 1,2 29,138 0 0
ACE LTD SHS H0023R105 3,820 36,940 SH   DFND 4,5 36,940 0 0
ACE LTD SHS H0023R105 3,929 38,000 SH   DFND 4,6 38,000 0 0
ACE LTD SHS H0023R105 4,608 44,566 SH   DFND 4,5 44,566 0 0
ACTIVISION BLIZZARD INC COM 00507V109 83 2,700 SH   DFND 4,5,11,12 2,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 115 3,727 SH   DFND 4,8 3,727 0 0
ACTIVISION BLIZZARD INC COM 00507V109 151 4,900 SH   DFND 4,5,7 4,900 0 0
ACTIVISION BLIZZARD INC COM 00507V109 190 6,155 SH   DFND 4,5,11,12 6,155 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,450 46,931 SH   DFND 4,5 46,931 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,711 55,401 SH   DFND 4,5 55,401 0 0
ACUITY BRANDS INC COM 00508Y102 88 500 SH   DFND 4,5,11,12 500 0 0
ACUITY BRANDS INC COM 00508Y102 2,105 11,990 SH   DFND 4,5 11,990 0 0
ACUITY BRANDS INC COM 00508Y102 3,866 22,021 SH   DFND 4,5 22,021 0 0
ADEPTUS HEALTH INC CL A 006855100 731 9,050 SH   DFND 4,5,7 9,050 0 0
ADOBE SYS INC COM 00724F101 99 1,200 SH   DFND 4,6 1,200 0 0
ADOBE SYS INC COM 00724F101 107 1,300 SH   DFND   1,300 0 0
ADOBE SYS INC COM 00724F101 263 3,200 SH   DFND 4,5,11,12 3,200 0 0
ADOBE SYS INC COM 00724F101 370 4,500 SH   DFND 4,6 4,500 0 0
ADOBE SYS INC COM 00724F101 405 4,928 SH   DFND 4,5,11,12 4,928 0 0
ADOBE SYS INC COM 00724F101 694 8,441 SH   DFND 4,6 8,441 0 0
ADOBE SYS INC COM 00724F101 937 11,400 SH   DFND 4,6 11,400 0 0
ADOBE SYS INC COM 00724F101 1,028 12,500 SH   DFND 4,6 12,500 0 0
ADOBE SYS INC COM 00724F101 1,219 14,823 SH   DFND 4,1 14,823 0 0
ADOBE SYS INC COM 00724F101 3,415 41,531 SH   DFND 4,5 41,531 0 0
ADOBE SYS INC COM 00724F101 4,825 58,687 SH   DFND 4,5 58,687 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 76 400 SH   DFND 4,5,11,12 400 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 208 1,095 SH   DFND 4,5,11,12 1,095 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 493 2,600 SH   DFND 4,6 2,600 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,447 7,636 SH   DFND 4,5 7,636 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,513 7,983 SH   DFND 4,5 7,983 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,801 9,500 SH   DFND 4,6 9,500 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,184 16,800 SH   DFND 4,6 16,800 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 908 31,390 SH   DFND 1,3 31,390 0 0
ADVANCED ENERGY INDS COM 007973100 1,118 42,500 SH   DFND 1,3 42,500 0 0
AES CORP COM 00130H105 39 4,000 SH   DFND 4,5,11,12 4,000 0 0
AES CORP COM 00130H105 133 13,589 SH   DFND 4,8 13,589 0 0
AES CORP COM 00130H105 179 18,299 SH   DFND 4,5,11,12 18,299 0 0
AES CORP COM 00130H105 270 27,600 SH   DFND 4,6 27,600 0 0
AES CORP COM 00130H105 513 52,398 SH   DFND 4,5 52,398 0 0
AES CORP COM 00130H105 16,599 1,695,486 SH   DFND 4,5 1,695,486 0 0
AETNA INC NEW COM 00817Y108 108 988 SH   DFND 4,8 988 0 0
AETNA INC NEW COM 00817Y108 109 1,000 SH   DFND   1,000 0 0
AETNA INC NEW COM 00817Y108 120 1,100 SH   DFND 4,6 1,100 0 0
AETNA INC NEW COM 00817Y108 175 1,600 SH   DFND 4,6 1,600 0 0
AETNA INC NEW COM 00817Y108 213 1,949 SH   DFND 4,5,11,12 1,949 0 0
AETNA INC NEW COM 00817Y108 317 2,900 SH   DFND 1,3 2,900 0 0
AETNA INC NEW COM 00817Y108 475 4,345 SH   DFND 4,5,11,12 4,345 0 0
AETNA INC NEW COM 00817Y108 498 4,552 SH   DFND 4,6 4,552 0 0
AETNA INC NEW COM 00817Y108 766 7,000 SH   DFND 4,6 7,000 0 0
AETNA INC NEW COM 00817Y108 1,105 10,100 SH   DFND 4,6 10,100 0 0
AETNA INC NEW COM 00817Y108 1,280 11,700 SH   DFND 4,5,7 11,700 0 0
AETNA INC NEW COM 00817Y108 1,422 13,000 SH   DFND 4,6 13,000 0 0
AETNA INC NEW COM 00817Y108 3,459 31,617 SH   DFND 4,5 31,617 0 0
AETNA INC NEW COM 00817Y108 5,050 46,159 SH   DFND 1,2 46,159 0 0
AETNA INC NEW COM 00817Y108 5,624 51,400 SH   DFND 4,6 51,400 0 0
AETNA INC NEW COM 00817Y108 9,563 87,405 SH   DFND 4,5 87,405 0 0
AFFILIATED MANAGERS GROUP COM 008252108 51 300 SH   DFND 4,5,11,12 300 0 0
AFFILIATED MANAGERS GROUP COM 008252108 68 400 SH   DFND 4,5,11,12 400 0 0
AFFILIATED MANAGERS GROUP COM 008252108 171 1,000 SH   DFND 4,6 1,000 0 0
AFFILIATED MANAGERS GROUP COM 008252108 954 5,579 SH   DFND 4,5 5,579 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,382 8,084 SH   DFND 4,5 8,084 0 0
AFLAC INC COM 001055102 68 1,170 SH   DFND 4,8 1,170 0 0
AFLAC INC COM 001055102 70 1,200 SH   DFND 4,6 1,200 0 0
AFLAC INC COM 001055102 169 2,900 SH   DFND 4,5,11,12 2,900 0 0
AFLAC INC COM 001055102 346 5,955 SH   DFND 4,5,11,12 5,955 0 0
AFLAC INC COM 001055102 610 10,500 SH   DFND 4,6 10,500 0 0
AFLAC INC COM 001055102 698 12,000 SH   DFND 4,6 12,000 0 0
AFLAC INC COM 001055102 2,267 39,003 SH   DFND 4,5 39,003 0 0
AFLAC INC COM 001055102 2,324 39,978 SH   DFND 4,5 39,978 0 0
AGCO CORP COM 001084102 28 600 SH   DFND 4,5,11,12 600 0 0
AGCO CORP COM 001084102 140 3,000 SH   DFND 4,6 3,000 0 0
AGCO CORP COM 001084102 152 3,253 SH   DFND 4,5,11,12 3,253 0 0
AGCO CORP COM 001084102 176 3,770 SH   DFND 4,5 3,770 0 0
AGCO CORP COM 001084102 187 4,000 SH   DFND 4,6 4,000 0 0
AGCO CORP COM 001084102 280 6,000 SH   DFND 4,6 6,000 0 0
AGCO CORP COM 001084102 340 7,300 SH   DFND 4,6 7,300 0 0
AGCO CORP COM 001084102 2,059 44,147 SH   DFND 4,5 44,147 0 0
AGENUS INC COM NEW 00847G705 47 10,300 SH   DFND 4,5,7 10,300 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 62 1,805 SH   DFND 4,8 1,805 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 72 2,100 SH   DFND 4,5,11,12 2,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 147 4,290 SH   DFND 4,8 4,290 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 151 4,389 SH   DFND 4,5,11,12 4,389 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,017 58,765 SH   DFND 4,5 58,765 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,207 151,669 SH   DFND 4,5 151,669 0 0
AGL RES INC COM 001204106 126 2,063 SH   DFND 4,5 2,063 0 0
AGNICO EAGLE MINES LTD COM 008474108 0 1 SH   DFND 1,3 1 0 0
AGNICO EAGLE MINES LTD COM 008474108 26 1,027 SH   DFND 4,5,11,12 1,027 0 0
AGNICO EAGLE MINES LTD COM 008474108 48 1,887 SH   DFND 4,8 1,887 0 0
AGNICO EAGLE MINES LTD COM 008474108 144 5,680 SH   DFND 4,5,11,12 5,680 0 0
AGNICO EAGLE MINES LTD COM 008474108 385 15,200 SH   DFND 4,6 15,200 0 0
AGNICO EAGLE MINES LTD COM 008474108 810 31,995 SH   DFND 1,3 31,995 0 0
AGNICO EAGLE MINES LTD COM 008474108 828 32,698 SH   DFND 4,5 32,698 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,479 58,400 SH   DFND 4,6 58,400 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,162 85,400 SH   DFND 4,6 85,400 0 0
AGNICO EAGLE MINES LTD COM 008474108 3,251 128,400 SH   DFND 4,6 128,400 0 0
AGNICO EAGLE MINES LTD COM 008474108 6,214 245,428 SH   DFND 4,5 245,428 0 0
AGNICO EAGLE MINES LTD COM 008474108 7,437 293,710 SH   DFND 4,6 293,710 0 0
AGREE REALTY CORP COM 008492100 30 1,000 SH   DFND 4,5,11,12 1,000 0 0
AGRIUM INC COM 008916108 35 389 SH   DFND 4,8 389 0 0
AGRIUM INC COM 008916108 263 2,933 SH   DFND 4,5,11,12 2,933 0 0
AGRIUM INC COM 008916108 716 8,000 SH   DFND 4,6 8,000 0 0
AGRIUM INC COM 008916108 1,449 16,195 SH   DFND 4,5 16,195 0 0
AGRIUM INC COM 008916108 1,616 18,058 SH   DFND 4,5 18,058 0 0
AGRIUM INC COM 008916108 4,198 46,900 SH   DFND 4,6 46,900 0 0
AGRIUM INC COM 008916108 7,301 81,570 SH   DFND 4,5,11,12 81,570 0 0
AIR PRODS & CHEMS INC COM 009158106 77 600 SH   DFND 4,6 600 0 0
AIR PRODS & CHEMS INC COM 009158106 115 900 SH   DFND 4,5,11,12 900 0 0
AIR PRODS & CHEMS INC COM 009158106 230 1,800 SH   DFND 4,6 1,800 0 0
AIR PRODS & CHEMS INC COM 009158106 355 2,782 SH   DFND 4,5,11,12 2,782 0 0
AIR PRODS & CHEMS INC COM 009158106 791 6,200 SH   DFND 4,6 6,200 0 0
AIR PRODS & CHEMS INC COM 009158106 860 6,737 SH   DFND 4,6 6,737 0 0
AIR PRODS & CHEMS INC COM 009158106 1,008 7,900 SH   DFND 4,6 7,900 0 0
AIR PRODS & CHEMS INC COM 009158106 1,875 14,700 SH   DFND 4,6 14,700 0 0
AIR PRODS & CHEMS INC COM 009158106 1,955 15,326 SH   DFND 4,5,7 15,326 0 0
AIR PRODS & CHEMS INC COM 009158106 2,964 23,229 SH   DFND 4,5 23,229 0 0
AIR PRODS & CHEMS INC COM 009158106 3,513 27,538 SH   DFND 4,5 27,538 0 0
AIRGAS INC COM 009363102 36 400 SH   DFND 4,5,11,12 400 0 0
AIRGAS INC COM 009363102 374 4,192 SH   DFND 4,5 4,192 0 0
AIRGAS INC COM 009363102 672 7,522 SH   DFND 4,5 7,522 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 155 2,249 SH   DFND 4,8 2,249 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 186 2,700 SH   DFND 4,6 2,700 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 356 5,154 SH   DFND 4,5,11,12 5,154 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,202 17,401 SH   DFND 4,5 17,401 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,744 25,259 SH   DFND 4,5 25,259 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 21,087 305,350 SH   DFND 4,5,11,12 305,350 0 0
AKAMAI TECHNOLOGIES INC SR CV ZERO NT 19 00971TAG6 3,592 3,429,000 PRN   DFND 4,5 0 0 3,429,000
AKORN INC COM 009728106 3 108 SH   DFND 4,5,7 108 0 0
AKORN INC COM 009728106 6 201 SH   DFND 4,5,7 201 0 0
AKORN INC COM 009728106 560 19,645 SH   DFND 1,3 19,645 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 15 4,093 SH   DFND 4,8 4,093 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 23 6,300 SH   DFND 4,5,11,12 6,300 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,298 351,700 SH   DFND 4,5 351,700 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 1,299 352,100 SH   DFND 4,5,11,12 352,100 0 0
ALAMOS GOLD INC NEW COM CL A 011532108 2,998 812,600 SH   DFND 4,6 812,600 0 0
ALASKA AIR GROUP INC COM 011659109 169 2,129 SH   DFND 1,3 2,129 0 0
ALASKA AIR GROUP INC COM 011659109 1,896 23,868 SH   DFND 4,5 23,868 0 0
ALASKA AIR GROUP INC COM 011659109 2,997 37,727 SH   DFND 1,2 37,727 0 0
ALBEMARLE CORP COM 012653101 22 500 SH   DFND 4,5,11,12 500 0 0
ALBEMARLE CORP COM 012653101 58 1,310 SH   DFND 4,8 1,310 0 0
ALBEMARLE CORP COM 012653101 132 3,000 SH   DFND 4,6 3,000 0 0
ALBEMARLE CORP COM 012653101 150 3,400 SH   DFND 4,6 3,400 0 0
ALBEMARLE CORP COM 012653101 198 4,500 SH   DFND 4,6 4,500 0 0
ALBEMARLE CORP COM 012653101 463 10,500 SH   DFND 4,5 10,500 0 0
ALBEMARLE CORP COM 012653101 488 11,069 SH   DFND 4,5 11,069 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 0 37 SH   DFND 4,5 37 0 0
ALCOA INC COM 013817101 15 1,600 SH   DFND 4,5 1,600 0 0
ALCOA INC COM 013817101 55 5,744 SH   DFND 4,5,7 5,744 0 0
ALCOA INC COM 013817101 62 6,400 SH   DFND 4,5,11,12 6,400 0 0
ALCOA INC COM 013817101 184 19,000 SH   DFND 4,6 19,000 0 0
ALCOA INC COM 013817101 260 26,900 SH   DFND 4,5,11,12 26,900 0 0
ALCOA INC COM 013817101 1,100 113,900 SH   DFND 4,6 113,900 0 0
ALCOA INC COM 013817101 1,528 158,181 SH   DFND 4,5 158,181 0 0
ALCOA INC COM 013817101 2,558 264,800 SH   DFND 4,6 264,800 0 0
ALCOA INC COM 013817101 4,283 443,400 SH   DFND 4,6 443,400 0 0
ALCOA INC COM 013817101 4,876 504,771 SH   DFND 4,5 504,771 0 0
ALERE INC COM 01449J105 149 3,100 SH   DFND 4,6 3,100 0 0
ALERE INC COM 01449J105 554 11,500 SH   DFND 4,5 11,500 0 0
ALERE INC PERP PFD CONV SE 01449J204 1,456 4,551 SH   DFND 4,5,7 4,551 0 0
ALERE INC PERP PFD CONV SE 01449J204 3,061 9,564 SH   DFND 4,5,7 9,564 0 0
ALEXANDERS INC COM 014752109 75 200 SH   DFND 4,5,11,12 200 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 398 4,700 SH   DFND 4,5,11,12 4,700 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 757 8,936 SH   DFND 4,5 8,936 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 771 9,100 SH   DFND 4,5 9,100 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 172 1,100 SH   DFND 4,5,11,12 1,100 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 502 3,212 SH   DFND 4,5,11,12 3,212 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,740 17,523 SH   DFND 4,5 17,523 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,973 19,011 SH   DFND 4,5 19,011 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 76 1,285 SH   DFND   1,285 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 95 1,604 SH   DFND 4,6 1,604 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 159 2,700 SH   DFND 4,6 2,700 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 177 3,000 SH   DFND 4,6 3,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 216 3,658 SH   DFND 4,5,11,12 3,658 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 519 8,800 SH   DFND 4,6 8,800 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 960 16,285 SH   DFND 4,9 16,285 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 6,196 105,071 SH   DFND 4,5 105,071 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,363 141,822 SH   DFND 4,5 141,822 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 18,870 319,999 SH   DFND 1,3 319,999 0 0
ALKERMES PLC SHS G01767105 194 3,300 SH   DFND 4,5,11,12 3,300 0 0
ALKERMES PLC SHS G01767105 676 11,520 SH   DFND 4,5 11,520 0 0
ALKERMES PLC SHS G01767105 728 12,400 SH   DFND 4,5 12,400 0 0
ALLEGHANY CORP DEL COM 017175100 351 750 SH   DFND 4,6 750 0 0
ALLEGHANY CORP DEL COM 017175100 743 1,587 SH   DFND 4,5 1,587 0 0
ALLEGHANY CORP DEL COM 017175100 763 1,630 SH   DFND 4,5 1,630 0 0
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AMPHENOL CORP NEW CL A 032095101 1,072 21,044 SH   DFND 4,5 21,044 0 0
AMPHENOL CORP NEW CL A 032095101 2,984 58,561 SH   DFND 4,5 58,561 0 0
AMPHENOL CORP NEW CL A 032095101 3,058 60,000 SH   DFND 4,6 60,000 0 0
AMPLIFY SNACK BRANDS COM 03211L102 11 1,000 SH   DFND 4,5 1,000 0 0
AMSURG CORP COM 03232P405 16 200 SH   DFND   200 0 0
AMSURG CORP COM 03232P405 54 700 SH   DFND 4,6 700 0 0
AMSURG CORP COM 03232P405 560 7,200 SH   DFND 4,6 7,200 0 0
AMSURG CORP COM 03232P405 622 8,000 SH   DFND 4,6 8,000 0 0
AMSURG CORP COM 03232P405 4,367 56,200 SH   DFND 1,3 56,200 0 0
ANADARKO PETE CORP COM 032511107 36 600 SH   DFND 4,6 600 0 0
ANADARKO PETE CORP COM 032511107 113 1,863 SH   DFND 4,6 1,863 0 0
ANADARKO PETE CORP COM 032511107 133 2,198 SH   DFND 4,8 2,198 0 0
ANADARKO PETE CORP COM 032511107 151 2,500 SH   DFND   2,500 0 0
ANADARKO PETE CORP COM 032511107 490 8,120 SH   DFND 4,6 8,120 0 0
ANADARKO PETE CORP COM 032511107 539 8,923 SH   DFND 4,5,11,12 8,923 0 0
ANADARKO PETE CORP COM 032511107 568 9,400 SH   DFND 4,6 9,400 0 0
ANADARKO PETE CORP COM 032511107 847 14,019 SH   DFND   14,019 0 0
ANADARKO PETE CORP COM 032511107 1,813 30,024 SH   DFND 4,5 30,024 0 0
ANADARKO PETE CORP COM 032511107 3,888 64,387 SH   DFND 4,5 64,387 0 0
ANADARKO PETE CORP COM 032511107 18,455 305,600 SH   DFND 4,5,11,12 305,600 0 0
ANALOG DEVICES INC COM 032654105 29 519 SH   DFND 4,8 519 0 0
ANALOG DEVICES INC COM 032654105 137 2,422 SH   DFND 4,9 2,422 0 0
ANALOG DEVICES INC COM 032654105 303 5,376 SH   DFND 4,5,11,12 5,376 0 0
ANALOG DEVICES INC COM 032654105 637 11,300 SH   DFND 4,6 11,300 0 0
ANALOG DEVICES INC COM 032654105 874 15,500 SH   DFND 4,5,11,12 15,500 0 0
ANALOG DEVICES INC COM 032654105 1,705 30,230 SH   DFND 4,5 30,230 0 0
ANALOG DEVICES INC COM 032654105 1,770 31,386 SH   DFND 4,5 31,386 0 0
ANDERSONS INC COM 034164103 20 600 SH   DFND 4,6 600 0 0
ANDERSONS INC COM 034164103 124 3,650 SH   DFND 4,6 3,650 0 0
ANI PHARMACEUTICALS INC SR CONV NT 3%19 00182CAA1 144 156,000 PRN   DFND 4,5,7 0 0 156,000
ANNALY CAP MGMT INC COM 035710409 42 4,223 SH   DFND 4,8 4,223 0 0
ANNALY CAP MGMT INC COM 035710409 43 4,390 SH   DFND 4,8 4,390 0 0
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ANNALY CAP MGMT INC COM 035710409 203 20,528 SH   DFND 4,5,11,12 20,528 0 0
ANNALY CAP MGMT INC COM 035710409 494 50,000 SH   DFND 4,6 50,000 0 0
ANNALY CAP MGMT INC COM 035710409 497 50,352 SH   DFND 4,8 50,352 0 0
ANNALY CAP MGMT INC COM 035710409 533 54,000 SH   DFND 4,6 54,000 0 0
ANNALY CAP MGMT INC COM 035710409 552 55,900 SH   DFND 4,6 55,900 0 0
ANNALY CAP MGMT INC COM 035710409 642 65,000 SH   DFND 4,6 65,000 0 0
ANNALY CAP MGMT INC COM 035710409 1,387 140,515 SH   DFND 4,5 140,515 0 0
ANNALY CAP MGMT INC COM 035710409 3,129 317,038 SH   DFND 4,6 317,038 0 0
ANNALY CAP MGMT INC COM 035710409 6,581 666,800 SH   DFND 4,5,11,12 666,800 0 0
ANNALY CAP MGMT INC COM 035710409 17,342 1,757,081 SH   DFND 4,5 1,757,081 0 0
ANSYS INC COM 03662Q105 53 600 SH   DFND 4,5,11,12 600 0 0
ANSYS INC COM 03662Q105 62 700 SH   DFND 4,5,11,12 700 0 0
ANSYS INC COM 03662Q105 551 6,249 SH   DFND 4,5 6,249 0 0
ANSYS INC COM 03662Q105 593 6,732 SH   DFND 4,5 6,732 0 0
ANTERO RES CORP COM 03674X106 34 1,600 SH   DFND 4,5,11,12 1,600 0 0
ANTERO RES CORP COM 03674X106 83 3,900 SH   DFND 4,5 3,900 0 0
ANTERO RES CORP COM 03674X106 135 6,400 SH   DFND 4,5 6,400 0 0
ANTERO RES CORP COM 03674X106 968 45,723 SH   DFND 1 45,723 0 0
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ANTHEM INC COM 036752103 566 4,042 SH   DFND 4,5,11,12 4,042 0 0
ANTHEM INC COM 036752103 840 6,000 SH   DFND 4,6 6,000 0 0
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ANTHEM INC COM 036752103 1,400 10,000 SH   DFND 4,6 10,000 0 0
ANTHEM INC COM 036752103 3,294 23,525 SH   DFND 4,5 23,525 0 0
ANTHEM INC COM 036752103 17,585 125,608 SH   DFND 4,5 125,608 0 0
ANTHEM INC COM 036752103 26,222 187,300 SH   DFND 4,5,11,12 187,300 0 0
AON PLC SHS CL A G0408V102 232 2,618 SH   DFND 4,8 2,618 0 0
AON PLC SHS CL A G0408V102 705 7,955 SH   DFND 4,5,11,12 7,955 0 0
AON PLC SHS CL A G0408V102 963 10,870 SH   DFND 4,1 10,870 0 0
AON PLC SHS CL A G0408V102 2,005 22,625 SH   DFND 4,5,7 22,625 0 0
AON PLC SHS CL A G0408V102 2,438 27,519 SH   DFND 4,5 27,519 0 0
AON PLC SHS CL A G0408V102 3,729 42,081 SH   DFND 4,5 42,081 0 0
AON PLC SHS CL A G0408V102 20,150 227,400 SH   DFND 4,5,11,12 227,400 0 0
APACHE CORP COM 037411105 24 600 SH   DFND 4,6 600 0 0
APACHE CORP COM 037411105 78 1,997 SH   DFND 4,6 1,997 0 0
APACHE CORP COM 037411105 90 2,300 SH   DFND 4,5,11,12 2,300 0 0
APACHE CORP COM 037411105 116 2,956 SH   DFND 4,8 2,956 0 0
APACHE CORP COM 037411105 176 4,500 SH   DFND 4,6 4,500 0 0
APACHE CORP COM 037411105 180 4,584 SH   DFND 4,5,11,12 4,584 0 0
APACHE CORP COM 037411105 239 6,100 SH   DFND 4,6 6,100 0 0
APACHE CORP COM 037411105 258 6,600 SH   DFND 4,6 6,600 0 0
APACHE CORP COM 037411105 501 12,800 SH   DFND 4,6 12,800 0 0
APACHE CORP COM 037411105 583 14,900 SH   DFND 4,6 14,900 0 0
APACHE CORP COM 037411105 2,389 61,000 SH   DFND 4,6 61,000 0 0
APACHE CORP COM 037411105 4,584 117,051 SH   DFND 4,5 117,051 0 0
APACHE CORP COM 037411105 4,840 123,600 SH   DFND 4,6 123,600 0 0
APACHE CORP COM 037411105 21,602 551,646 SH   DFND 4,5 551,646 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 358 9,670 SH   DFND 4,5,11,12 9,670 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 800 21,600 SH   DFND 4,5 21,600 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,424 38,467 SH   DFND 4,5 38,467 0 0
APOLLO COML REAL EST FIN INC SR GLBL CV NT 19 03762UAA3 2,210 2,257,000 PRN   DFND 4,5,7 0 0 2,257,000
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 176 9,500 SH   DFND 4,5,11,12 9,500 0 0
APPLE INC COM 037833100 33 300 SH   DFND 4,5 300 0 0
APPLE INC COM 037833100 450 4,080 SH   DFND   4,080 0 0
APPLE INC COM 037833100 848 7,686 SH   DFND 4,8 7,686 0 0
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APPLE INC COM 037833100 1,101 9,986 SH   DFND 4,8 9,986 0 0
APPLE INC COM 037833100 1,428 12,950 SH   DFND   12,950 0 0
APPLE INC COM 037833100 1,461 13,250 SH   DFND 4,6 13,250 0 0
APPLE INC COM 037833100 1,952 17,700 SH   DFND 4,6 17,700 0 0
APPLE INC COM 037833100 2,162 19,600 SH   DFND 4,6 19,600 0 0
APPLE INC COM 037833100 2,173 19,700 SH   DFND 4,5 19,700 0 0
APPLE INC COM 037833100 2,702 24,500 SH   DFND 4,6 24,500 0 0
APPLE INC COM 037833100 2,729 24,745 SH   DFND 4,6 24,745 0 0
APPLE INC COM 037833100 2,978 27,000 SH   DFND 4,6 27,000 0 0
APPLE INC COM 037833100 4,475 40,569 SH   DFND 4,6 40,569 0 0
APPLE INC COM 037833100 5,518 50,029 SH   DFND   50,029 0 0
APPLE INC COM 037833100 5,824 52,804 SH   DFND 4,1 52,804 0 0
APPLE INC COM 037833100 6,811 61,750 SH   DFND 1 61,750 0 0
APPLE INC COM 037833100 7,026 63,700 SH   DFND 4,6 63,700 0 0
APPLE INC COM 037833100 8,215 74,478 SH   DFND 4,6 74,478 0 0
APPLE INC COM 037833100 10,129 91,833 SH   DFND 4,5,11,12 91,833 0 0
APPLE INC COM 037833100 10,280 93,200 SH   DFND 4,6 93,200 0 0
APPLE INC COM 037833100 22,990 208,433 SH   DFND 1,2 208,433 0 0
APPLE INC COM 037833100 24,048 218,021 SH   DFND 4,6 218,021 0 0
APPLE INC COM 037833100 80,504 729,864 SH   DFND 4,5 729,864 0 0
APPLE INC COM 037833100 125,360 1,136,540 SH   DFND 4,5,11,12 1,136,540 0 0
APPLE INC COM 037833100 170,863 1,549,075 SH   DFND 4,5 1,549,075 0 0
APPLE INC COM 037833100 312,376 2,832,056 SH   DFND 1,3 2,832,056 0 0
APPLE INC COM 037833100 1,881 17,052 SH   DFND   17,052 0 0
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APPLIED MATLS INC COM 038222105 1,655 112,640 SH   DFND 4,5 112,640 0 0
APPLIED MATLS INC COM 038222105 6,843 465,800 SH   DFND 4,5,11,12 465,800 0 0
APPLIED MATLS INC COM 038222105 12,704 864,822 SH   DFND 4,5 864,822 0 0
ARAMARK COM 03852U106 246 8,300 SH   DFND 4,6 8,300 0 0
ARAMARK COM 03852U106 494 16,663 SH   DFND 4,5 16,663 0 0
ARAMARK COM 03852U106 1,803 60,837 SH   DFND 4,5,7 60,837 0 0
ARAMARK COM 03852U106 1,863 62,870 SH   DFND 4,5,7 62,870 0 0
ARAMARK COM 03852U106 2,257 76,157 SH   DFND 4,5 76,157 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 1,039 126,341 SH   DFND 4,5,7 126,341 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 3,817 464,401 SH   DFND 4,5 464,401 0 0
ARCH CAP GROUP LTD ORD G0450A105 66 900 SH   DFND 4,5,11,12 900 0 0
ARCH CAP GROUP LTD ORD G0450A105 222 3,024 SH   DFND 4,5,11,12 3,024 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,176 16,009 SH   DFND 4,5 16,009 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,310 45,049 SH   DFND 4,5 45,049 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 166 4,000 SH   DFND 4,5,11,12 4,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 403 9,720 SH   DFND 4,5,11,12 9,720 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 497 12,000 SH   DFND 4,6 12,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 622 15,000 SH   DFND 4,6 15,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,774 42,800 SH   DFND 4,6 42,800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,179 52,560 SH   DFND 4,5 52,560 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10,348 249,657 SH   DFND 4,5 249,657 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10,615 256,100 SH   DFND 4,6 256,100 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 800 14,135 SH   DFND 4,6 14,135 0 0
ARISTA NETWORKS INC COM 040413106 526 8,600 SH   DFND 4,5 8,600 0 0
ARM HLDGS PLC SPONSORED ADR 042068106 669 15,470 SH   DFND 4,9 15,470 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 15 1,500 SH   DFND 4,5,11,12 1,500 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 272 5,700 SH   DFND 4,6 5,700 0 0
ARRIS GROUP INC NEW COM 04270V106 434 16,700 SH   DFND 1,3 16,700 0 0
ARRIS GROUP INC NEW COM 04270V106 1,167 44,938 SH   DFND 4,5 44,938 0 0
ARROW ELECTRS INC COM 042735100 221 4,000 SH   DFND 4,6 4,000 0 0
ARROW ELECTRS INC COM 042735100 261 4,714 SH   DFND 4,5 4,714 0 0
ARROW ELECTRS INC COM 042735100 315 5,700 SH   DFND 4,6 5,700 0 0
ARROW ELECTRS INC COM 042735100 984 17,800 SH   DFND 4,6 17,800 0 0
ARROW ELECTRS INC COM 042735100 1,050 19,000 SH   DFND 4,5,11,12 19,000 0 0
ARROW ELECTRS INC COM 042735100 1,803 32,607 SH   DFND 4,5 32,607 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 23 1,612 SH   DFND 4,5,11,12 1,612 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 32 5,200 SH   DFND 4,5,11,12 5,200 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 63 10,300 SH   DFND 4,5 10,300 0 0
ASHLAND INC NEW COM 044209104 40 400 SH   DFND 4,5,11,12 400 0 0
ASHLAND INC NEW COM 044209104 326 3,239 SH   DFND 4,5 3,239 0 0
ASHLAND INC NEW COM 044209104 664 6,601 SH   DFND 4,5 6,601 0 0
ASSURANT INC COM 04621X108 3 43 SH   DFND 4,5,11,12 43 0 0
ASSURANT INC COM 04621X108 471 5,957 SH   DFND 4,5 5,957 0 0
ASSURANT INC COM 04621X108 624 7,899 SH   DFND 4,5 7,899 0 0
ASSURED GUARANTY LTD COM G0585R106 5,471 218,835 SH   DFND 4,5,7 218,835 0 0
AT&T INC COM 00206R102 88 2,704 SH   DFND 4,5,7 2,704 0 0
AT&T INC COM 00206R102 120 3,695 SH   DFND 4,8 3,695 0 0
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AT&T INC COM 00206R102 847 26,000 SH   DFND 4,6 26,000 0 0
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AT&T INC COM 00206R102 1,955 60,000 SH   DFND 4,6 60,000 0 0
AT&T INC COM 00206R102 2,273 69,776 SH   DFND 4,6 69,776 0 0
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AT&T INC COM 00206R102 13,358 410,000 SH   DFND 4,6 410,000 0 0
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AT&T INC COM 00206R102 50,110 1,538,056 SH   DFND 4,5 1,538,056 0 0
ATLAS ENERGY GROUP LLC COM 04929Q102 101 45,087 SH   DFND 4,5,7 45,087 0 0
ATMEL CORP COM 049513104 45 5,600 SH   DFND 4,6 5,600 0 0
ATMEL CORP COM 049513104 400 49,600 SH   DFND 4,6 49,600 0 0
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ATMEL CORP COM 049513104 1,545 191,453 SH   DFND 4,5,7 191,453 0 0
ATMOS ENERGY CORP COM 049560105 566 9,723 SH   DFND 4,5 9,723 0 0
ATWOOD OCEANICS INC COM 050095108 695 46,919 SH   DFND 4,5 46,919 0 0
AUTODESK INC COM 052769106 62 1,400 SH   DFND 4,5,11,12 1,400 0 0
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AUTOHOME INC SP ADR RP CL A 05278C107 20 600 SH   DFND 4,6 600 0 0
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AUTOMATIC DATA PROCESSING INC COM 053015103 241 3,000 SH   DFND 4,5,11,12 3,000 0 0
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AVAGO TECHNOLOGIES LTD SHS Y0486S104 163 1,300 SH   DFND 4,6 1,300 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 173 1,381 SH   DFND 1,3 1,381 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 402 3,212 SH   DFND 4,5,11,12 3,212 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 538 4,300 SH   DFND 4,5,11,12 4,300 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 752 6,012 SH   DFND 4,8 6,012 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,079 8,630 SH   DFND 4,1 8,630 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,096 16,764 SH   DFND 4,5 16,764 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,457 35,652 SH   DFND 1,2 35,652 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,975 47,798 SH   DFND 4,5 47,798 0 0
AVALONBAY CMNTYS INC COM 053484101 105 600 SH   DFND 4,5,11,12 600 0 0
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AVERY DENNISON CORP COM 053611109 40 700 SH   DFND 4,5,11,12 700 0 0
AVERY DENNISON CORP COM 053611109 143 2,533 SH   DFND 4,5,11,12 2,533 0 0
AVERY DENNISON CORP COM 053611109 432 7,644 SH   DFND 4,5 7,644 0 0
AVERY DENNISON CORP COM 053611109 627 11,080 SH   DFND 1,3 11,080 0 0
AVERY DENNISON CORP COM 053611109 10,667 188,570 SH   DFND 4,5 188,570 0 0
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AVG TECHNOLOGIES N V SHS N07831105 1,007 46,300 SH   DFND 4,6 46,300 0 0
AVG TECHNOLOGIES N V SHS N07831105 1,418 65,200 SH   DFND 4,6 65,200 0 0
AVG TECHNOLOGIES N V SHS N07831105 2,179 100,200 SH   DFND 4,6 100,200 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 28 6,000 SH   DFND 1 6,000 0 0
AVNET INC COM 053807103 38 900 SH   DFND 4,5,11,12 900 0 0
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AXALTA COATING SYS LTD COM G0750C108 48 1,900 SH   DFND 4,5 1,900 0 0
AXALTA COATING SYS LTD COM G0750C108 81 3,200 SH   DFND 4,5 3,200 0 0
AXALTA COATING SYS LTD COM G0750C108 1,553 61,303 SH   DFND 4,5,7 61,303 0 0
AXALTA COATING SYS LTD COM G0750C108 1,916 75,625 SH   DFND 4,5,7 75,625 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 43 800 SH   DFND 4,5,11,12 800 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 637 11,864 SH   DFND 4,5 11,864 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,081 38,735 SH   DFND 4,5 38,735 0 0
B & G FOODS INC NEW COM 05508R106 365 10,000 SH   DFND 4,5,11,12 10,000 0 0
B/E AEROSPACE INC COM 073302101 26 600 SH   DFND 4,5,11,12 600 0 0
B/E AEROSPACE INC COM 073302101 31 700 SH   DFND 4,5,11,12 700 0 0
B/E AEROSPACE INC COM 073302101 1,061 24,172 SH   DFND 4,5 24,172 0 0
B/E AEROSPACE INC COM 073302101 2,138 48,700 SH   DFND 4,5 48,700 0 0
B2GOLD CORP COM 11777Q209 335 318,900 SH   DFND 4,6 318,900 0 0
B2GOLD CORP COM 11777Q209 1,869 1,780,200 SH   DFND 4,5 1,780,200 0 0
B2GOLD CORP COM 11777Q209 4,276 4,071,900 SH   DFND 4,6 4,071,900 0 0
BAIDU INC SPON ADR REP A 056752108 165 1,204 SH   DFND 4,6 1,204 0 0
BAIDU INC SPON ADR REP A 056752108 275 2,003 SH   DFND   2,003 0 0
BAIDU INC SPON ADR REP A 056752108 289 2,100 SH   DFND 4,5,11,12 2,100 0 0
BAIDU INC SPON ADR REP A 056752108 350 2,550 SH   DFND 4,6 2,550 0 0
BAIDU INC SPON ADR REP A 056752108 8,710 63,390 SH   DFND 4,5 63,390 0 0
BAIDU INC SPON ADR REP A 056752108 8,822 64,200 SH   DFND 4,5 64,200 0 0
BAIDU INC SPON ADR REP A 056752108 16,670 121,319 SH   DFND 1,3 121,319 0 0
BAKER HUGHES INC COM 057224107 141 2,700 SH   DFND 4,5,11,12 2,700 0 0
BAKER HUGHES INC COM 057224107 202 3,889 SH   DFND 4,5,11,12 3,889 0 0
BAKER HUGHES INC COM 057224107 307 5,900 SH   DFND 4,6 5,900 0 0
BAKER HUGHES INC COM 057224107 1,936 37,207 SH   DFND 4,5 37,207 0 0
BAKER HUGHES INC COM 057224107 12,278 235,929 SH   DFND 4,5 235,929 0 0
BALL CORP COM 058498106 56 900 SH   DFND 4,5,11,12 900 0 0
BALL CORP COM 058498106 75 1,200 SH   DFND 4,6 1,200 0 0
BALL CORP COM 058498106 97 1,564 SH   DFND 4,8 1,564 0 0
BALL CORP COM 058498106 193 3,102 SH   DFND 4,5,11,12 3,102 0 0
BALL CORP COM 058498106 218 3,500 SH   DFND 4,6 3,500 0 0
BALL CORP COM 058498106 249 4,000 SH   DFND 4,6 4,000 0 0
BALL CORP COM 058498106 709 11,400 SH   DFND 4,6 11,400 0 0
BALL CORP COM 058498106 771 12,400 SH   DFND 4,6 12,400 0 0
BALL CORP COM 058498106 877 14,092 SH   DFND 4,5 14,092 0 0
BALL CORP COM 058498106 1,484 23,863 SH   DFND 4,5 23,863 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,975 368,516 SH   DFND 1,3 368,516 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 10,940 2,041,032 SH   DFND 4,5 2,041,032 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 14,609 2,725,556 SH   DFND 4,5 2,725,556 0 0
BANCO DE CHILE SPONSORED ADR 059520106 188 3,000 SH   DFND 4,6 3,000 0 0
BANCO SANTANDER SA ADR 05964H105 8 1,590 SH   DFND 4,5 1,590 0 0
BANCO SANTANDER SA ADR 05964H105 601 113,740 SH   DFND 1 113,740 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,662 51,600 SH   DFND 4,5 51,600 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,421 75,200 SH   DFND 4,5 75,200 0 0
BANCORPSOUTH INC COM 059692103 333 13,998 SH   DFND 4,5 13,998 0 0
BANK AMER CORP COM 060505104 10 650 SH   DFND   650 0 0
BANK AMER CORP COM 060505104 263 16,900 SH   DFND 4,6 16,900 0 0
BANK AMER CORP COM 060505104 304 19,514 SH   DFND   19,514 0 0
BANK AMER CORP COM 060505104 637 40,866 SH   DFND 4,8 40,866 0 0
BANK AMER CORP COM 060505104 654 42,000 SH   DFND 4,6 42,000 0 0
BANK AMER CORP COM 060505104 779 50,000 SH   DFND 4,6 50,000 0 0
BANK AMER CORP COM 060505104 828 53,120 SH   DFND   53,120 0 0
BANK AMER CORP COM 060505104 964 61,900 SH   DFND 4,5,11,12 61,900 0 0
BANK AMER CORP COM 060505104 1,714 110,000 SH   DFND 4,6 110,000 0 0
BANK AMER CORP COM 060505104 2,041 131,000 SH   DFND 4,6 131,000 0 0
BANK AMER CORP COM 060505104 2,064 132,479 SH   DFND 4,5,11,12 132,479 0 0
BANK AMER CORP COM 060505104 3,211 206,100 SH   DFND 4,6 206,100 0 0
BANK AMER CORP COM 060505104 3,568 229,019 SH   DFND 4,5,7 229,019 0 0
BANK AMER CORP COM 060505104 4,293 275,521 SH   DFND 4,5,7 275,521 0 0
BANK AMER CORP COM 060505104 7,460 478,800 SH   DFND 4,6 478,800 0 0
BANK AMER CORP COM 060505104 23,728 1,522,958 SH   DFND 4,5 1,522,958 0 0
BANK AMER CORP COM 060505104 35,909 2,304,822 SH   DFND 4,5 2,304,822 0 0
BANK AMER CORP COM 060505104 38,928 2,498,618 SH   DFND 1,3 2,498,618 0 0
BANK MONTREAL QUE COM 063671101 109 2,000 SH   DFND   2,000 0 0
BANK MONTREAL QUE COM 063671101 185 3,400 SH   DFND 1,2 3,400 0 0
BANK MONTREAL QUE COM 063671101 213 3,900 SH   DFND 4,5,11,12 3,900 0 0
BANK MONTREAL QUE COM 063671101 371 6,800 SH   DFND 4,6 6,800 0 0
BANK MONTREAL QUE COM 063671101 382 7,000 SH   DFND 4,6 7,000 0 0
BANK MONTREAL QUE COM 063671101 494 9,051 SH   DFND 4,5,11,12 9,051 0 0
BANK MONTREAL QUE COM 063671101 3,611 66,200 SH   DFND 4,5 66,200 0 0
BANK MONTREAL QUE COM 063671101 16,877 309,388 SH   DFND 4,5 309,388 0 0
BANK N S HALIFAX COM 064149107 308 6,980 SH   DFND 4,5,11,12 6,980 0 0
BANK N S HALIFAX COM 064149107 331 7,500 SH   DFND 4,6 7,500 0 0
BANK N S HALIFAX COM 064149107 438 9,933 SH   DFND 4,6 9,933 0 0
BANK N S HALIFAX COM 064149107 618 14,027 SH   DFND 4,5,11,12 14,027 0 0
BANK N S HALIFAX COM 064149107 1,865 42,300 SH   DFND 4,6 42,300 0 0
BANK N S HALIFAX COM 064149107 4,154 94,232 SH   DFND 4,5 94,232 0 0
BANK N S HALIFAX COM 064149107 4,815 109,241 SH   DFND 4,5 109,241 0 0
BANK NEW YORK MELLON CORP COM 064058100 78 2,000 SH   DFND 4,6 2,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 397 10,136 SH   DFND 4,8 10,136 0 0
BANK NEW YORK MELLON CORP COM 064058100 470 12,000 SH   DFND 4,6 12,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 497 12,702 SH   DFND 4,6 12,702 0 0
BANK NEW YORK MELLON CORP COM 064058100 838 21,400 SH   DFND 4,6 21,400 0 0
BANK NEW YORK MELLON CORP COM 064058100 873 22,300 SH   DFND 4,6 22,300 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,358 34,699 SH   DFND 4,5,11,12 34,699 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,578 91,400 SH   DFND 4,6 91,400 0 0
BANK NEW YORK MELLON CORP COM 064058100 4,118 105,174 SH   DFND 4,5 105,174 0 0
BANK NEW YORK MELLON CORP COM 064058100 4,141 105,761 SH   DFND 4,5 105,761 0 0
BANK NEW YORK MELLON CORP COM 064058100 57,264 1,462,689 SH   DFND 4,5,11,12 1,462,689 0 0
BANK OF THE OZARKS INC COM 063904106 475 10,848 SH   DFND 4,5 10,848 0 0
BAOZUN INC SPONSORED ADR 06684L103 25 5,267 SH   DFND 4,5 5,267 0 0
BAOZUN INC SPONSORED ADR 06684L103 151 31,256 SH   DFND 4,5,11,12 31,256 0 0
BARD C R INC COM 067383109 82 439 SH   DFND 4,8 439 0 0
BARD C R INC COM 067383109 97 519 SH   DFND 4,8 519 0 0
BARD C R INC COM 067383109 224 1,200 SH   DFND 4,6 1,200 0 0
BARD C R INC COM 067383109 248 1,330 SH   DFND 4,5,11,12 1,330 0 0
BARD C R INC COM 067383109 1,376 7,387 SH   DFND 4,5 7,387 0 0
BARD C R INC COM 067383109 2,198 11,799 SH   DFND 4,5 11,799 0 0
BARD C R INC COM 067383109 13,750 73,800 SH   DFND 4,5,11,12 73,800 0 0
BARRACUDA NETWORKS INC COM 068323104 492 31,600 SH   DFND 4,5 31,600 0 0
BARRICK GOLD CORP COM 067901108 7 1,169 SH   DFND 4,8 1,169 0 0
BARRICK GOLD CORP COM 067901108 8 1,200 SH   DFND 1 1,200 0 0
BARRICK GOLD CORP COM 067901108 10 1,600 SH   DFND   1,600 0 0
BARRICK GOLD CORP COM 067901108 156 24,517 SH   DFND 4,5,11,12 24,517 0 0
BARRICK GOLD CORP COM 067901108 771 121,300 SH   DFND 4,5,11,12 121,300 0 0
BARRICK GOLD CORP COM 067901108 1,489 234,085 SH   DFND 4,5 234,085 0 0
BARRICK GOLD CORP COM 067901108 1,545 242,948 SH   DFND 4,5 242,948 0 0
BARRICK GOLD CORP COM 067901108 1,681 264,278 SH   DFND 4,6 264,278 0 0
BARRICK GOLD CORP COM 067901108 2,088 328,300 SH   DFND 4,6 328,300 0 0
BARRICK GOLD CORP COM 067901108 4,942 777,100 SH   DFND 4,6 777,100 0 0
BAXALTA INC COM 07177M103 107 3,400 SH   DFND 4,5,11,12 3,400 0 0
BAXALTA INC COM 07177M103 126 4,000 SH   DFND 4,6 4,000 0 0
BAXALTA INC COM 07177M103 135 4,280 SH   DFND   4,280 0 0
BAXALTA INC COM 07177M103 151 4,800 SH   DFND 4,6 4,800 0 0
BAXALTA INC COM 07177M103 186 5,899 SH   DFND 4,5,7 5,899 0 0
BAXALTA INC COM 07177M103 262 8,329 SH   DFND 4,5,11,12 8,329 0 0
BAXALTA INC COM 07177M103 321 10,176 SH   DFND 4,5,7 10,176 0 0
BAXALTA INC COM 07177M103 1,177 37,338 SH   DFND 4,5 37,338 0 0
BAXALTA INC COM 07177M103 1,387 44,015 SH   DFND 4,5 44,015 0 0
BAXTER INTL INC COM 071813109 31 950 SH   DFND 4,6 950 0 0
BAXTER INTL INC COM 071813109 112 3,400 SH   DFND 4,5,11,12 3,400 0 0
BAXTER INTL INC COM 071813109 141 4,280 SH   DFND   4,280 0 0
BAXTER INTL INC COM 071813109 158 4,800 SH   DFND 4,6 4,800 0 0
BAXTER INTL INC COM 071813109 164 5,000 SH   DFND 4,6 5,000 0 0
BAXTER INTL INC COM 071813109 237 7,200 SH   DFND 4,6 7,200 0 0
BAXTER INTL INC COM 071813109 274 8,329 SH   DFND 4,5,11,12 8,329 0 0
BAXTER INTL INC COM 071813109 279 8,500 SH   DFND 4,6 8,500 0 0
BAXTER INTL INC COM 071813109 1,556 47,370 SH   DFND 4,5 47,370 0 0
BAXTER INTL INC COM 071813109 4,345 132,280 SH   DFND 4,5 132,280 0 0
BAXTER INTL INC COM 071813109 7,596 231,221 SH   DFND 4,5,7 231,221 0 0
BAXTER INTL INC COM 071813109 7,797 237,337 SH   DFND 4,5,7 237,337 0 0
BAYTEX ENERGY CORP COM 07317Q105 2 725 SH   DFND 4,5,11,12 725 0 0
BAYTEX ENERGY CORP COM 07317Q105 16 5,100 SH   DFND 4,5,11,12 5,100 0 0
BAYTEX ENERGY CORP COM 07317Q105 54 16,879 SH   DFND 4,5 16,879 0 0
BAYTEX ENERGY CORP COM 07317Q105 115 35,907 SH   DFND 4,5 35,907 0 0
BB&T CORP COM 054937107 78 2,200 SH   DFND 4,6 2,200 0 0
BB&T CORP COM 054937107 134 3,758 SH   DFND 4,8 3,758 0 0
BB&T CORP COM 054937107 246 6,900 SH   DFND 4,6 6,900 0 0
BB&T CORP COM 054937107 655 18,400 SH   DFND 4,6 18,400 0 0
BB&T CORP COM 054937107 711 19,985 SH   DFND 4,5,11,12 19,985 0 0
BB&T CORP COM 054937107 783 22,000 SH   DFND 4,6 22,000 0 0
BB&T CORP COM 054937107 2,415 67,836 SH   DFND 4,5 67,836 0 0
BB&T CORP COM 054937107 2,670 75,013 SH   DFND 4,5 75,013 0 0
BB&T CORP COM 054937107 3,460 97,200 SH   DFND 4,6 97,200 0 0
BB&T CORP COM 054937107 13,756 386,400 SH   DFND 4,5,11,12 386,400 0 0
BCE INC COM NEW 05534B760 82 2,000 SH   DFND 4,5,11,12 2,000 0 0
BCE INC COM NEW 05534B760 123 3,000 SH   DFND   3,000 0 0
BCE INC COM NEW 05534B760 198 4,827 SH   DFND 4,8 4,827 0 0
BCE INC COM NEW 05534B760 391 9,541 SH   DFND 4,6 9,541 0 0
BCE INC COM NEW 05534B760 1,106 27,000 SH   DFND 4,6 27,000 0 0
BCE INC COM NEW 05534B760 1,411 34,443 SH   DFND 4,5,11,12 34,443 0 0
BCE INC COM NEW 05534B760 1,863 45,495 SH   DFND 4,5 45,495 0 0
BCE INC COM NEW 05534B760 3,645 88,980 SH   DFND 4,5 88,980 0 0
BECTON DICKINSON & CO COM 075887109 187 1,408 SH   DFND 4,5,11,12 1,408 0 0
BECTON DICKINSON & CO COM 075887109 279 2,100 SH   DFND 4,6 2,100 0 0
BECTON DICKINSON & CO COM 075887109 343 2,588 SH   DFND 4,5,11,12 2,588 0 0
BECTON DICKINSON & CO COM 075887109 343 2,589 SH   DFND 4,6 2,589 0 0
BECTON DICKINSON & CO COM 075887109 398 3,000 SH   DFND 4,6 3,000 0 0
BECTON DICKINSON & CO COM 075887109 2,281 17,197 SH   DFND 4,5 17,197 0 0
BECTON DICKINSON & CO COM 075887109 48,089 362,498 SH   DFND 4,5 362,498 0 0
BED BATH & BEYOND INC COM 075896100 40 700 SH   DFND 4,5,11,12 700 0 0
BED BATH & BEYOND INC COM 075896100 55 956 SH   DFND 4,8 956 0 0
BED BATH & BEYOND INC COM 075896100 57 1,000 SH   DFND 4,6 1,000 0 0
BED BATH & BEYOND INC COM 075896100 213 3,738 SH   DFND 4,5,11,12 3,738 0 0
BED BATH & BEYOND INC COM 075896100 578 10,131 SH   DFND 4,6 10,131 0 0
BED BATH & BEYOND INC COM 075896100 667 11,700 SH   DFND 4,6 11,700 0 0
BED BATH & BEYOND INC COM 075896100 748 13,115 SH   DFND 4,5 13,115 0 0
BED BATH & BEYOND INC COM 075896100 1,007 17,657 SH   DFND 4,5 17,657 0 0
BEMIS INC COM 081437105 314 7,923 SH   DFND 4,5 7,923 0 0
BERKLEY W R CORP COM 084423102 38 700 SH   DFND 4,5,11,12 700 0 0
BERKLEY W R CORP COM 084423102 65 1,202 SH   DFND 4,5,11,12 1,202 0 0
BERKLEY W R CORP COM 084423102 319 5,859 SH   DFND 4,5 5,859 0 0
BERKLEY W R CORP COM 084423102 734 13,502 SH   DFND 4,5 13,502 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 976 5 SH   DFND   5 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 1,562 8 SH   DFND 1 8 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 4,295 22 SH   DFND 1,2 22 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 333 2,550 SH   DFND 4,6 2,550 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 339 2,600 SH   DFND 4,6 2,600 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 887 6,800 SH   DFND 4,5,11,12 6,800 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,447 11,095 SH   DFND   11,095 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,831 14,039 SH   DFND 4,5,11,12 14,039 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,028 23,218 SH   DFND 4,6 23,218 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,834 29,400 SH   DFND 4,6 29,400 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,568 81,042 SH   DFND 4,6 81,042 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,293 117,276 SH   DFND 1,2 117,276 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,454 133,850 SH   DFND 4,5 133,850 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 45,630 349,921 SH   DFND 4,5 349,921 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 298,130 2,286,276 SH   DFND 1,3 2,286,276 0 0
BEST BUY INC COM 086516101 67 1,800 SH   DFND 4,5,11,12 1,800 0 0
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BIOGEN INC COM 09062X103 44 150 SH   DFND   150 0 0
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BIOGEN INC COM 09062X103 117 400 SH   DFND 4,6 400 0 0
BIOGEN INC COM 09062X103 233 800 SH   DFND 4,6 800 0 0
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BIOGEN INC COM 09062X103 19,642 67,310 SH   DFND 1,3 67,310 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 96 910 SH   DFND   910 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 126 1,200 SH   DFND 4,5,11,12 1,200 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 126 1,200 SH   DFND 4,5,11,12 1,200 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,355 12,862 SH   DFND 4,5 12,862 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,474 13,993 SH   DFND 4,5 13,993 0 0
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 18 09061GAE1 546 423,000 PRN   DFND 4,5,7 0 0 423,000
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 18 09061GAE1 3,595 2,783,000 PRN   DFND 4,5 0 0 2,783,000
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 18 09061GAE1 7,625 5,902,000 PRN   DFND 4,5,7 0 0 5,902,000
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 20 09061GAF8 149 111,000 PRN   DFND 4,5,7 0 0 111,000
BIOMED REALTY TRUST INC COM 09063H107 270 13,500 SH   DFND 4,5,11,12 13,500 0 0
BIOMED REALTY TRUST INC COM 09063H107 585 29,300 SH   DFND 4,5 29,300 0 0
BJS RESTAURANTS INC COM 09180C106 867 20,145 SH   DFND 1,3 20,145 0 0
BLACKBERRY LTD COM 09228F103 2 370 SH   DFND   370 0 0
BLACKBERRY LTD COM 09228F103 18 2,900 SH   DFND 4,5,11,12 2,900 0 0
BLACKBERRY LTD COM 09228F103 38 6,121 SH   DFND 4,5,11,12 6,121 0 0
BLACKBERRY LTD COM 09228F103 165 26,850 SH   DFND 1 26,850 0 0
BLACKBERRY LTD COM 09228F103 331 54,012 SH   DFND 4,8 54,012 0 0
BLACKBERRY LTD COM 09228F103 363 59,282 SH   DFND 4,5 59,282 0 0
BLACKBERRY LTD COM 09228F103 1,827 297,970 SH   DFND 4,5 297,970 0 0
BLACKBERRY LTD COM 09228F103 3,656 596,383 SH   DFND 1,3 596,383 0 0
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BLACKROCK INC COM 09247X101 59 200 SH   DFND 4,6 200 0 0
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BLACKROCK INC COM 09247X101 238 800 SH   DFND 4,5,11,12 800 0 0
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BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,960 159,400 SH   DFND 4,5 159,400 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 22,157 712,000 SH   DFND 4,5 712,000 0 0
BLOCK H & R INC COM 093671105 54 1,500 SH   DFND 4,5,11,12 1,500 0 0
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BLUE BUFFALO PET PRODS INC COM 09531U102 171 9,553 SH   DFND 4,5,7 9,553 0 0
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BLUEROCK RESIDENT GR REIT INC COM CL A 09627J102 12 1,000 SH   DFND 4,5,11,12 1,000 0 0
BOEING CO COM 097023105 124 950 SH   DFND 4,6 950 0 0
BOEING CO COM 097023105 165 1,263 SH   DFND 1 1,263 0 0
BOEING CO COM 097023105 275 2,100 SH   DFND 4,6 2,100 0 0
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BOEING CO COM 097023105 2,009 15,339 SH   DFND 4,5,11,12 15,339 0 0
BOEING CO COM 097023105 2,897 22,126 SH   DFND 4,6 22,126 0 0
BOEING CO COM 097023105 9,102 69,505 SH   DFND 1,3 69,505 0 0
BOEING CO COM 097023105 9,976 76,184 SH   DFND 1,2 76,184 0 0
BOEING CO COM 097023105 17,480 133,486 SH   DFND 4,5 133,486 0 0
BOEING CO COM 097023105 45,971 351,058 SH   DFND 4,5 351,058 0 0
BOEING CO COM 097023105 54,200 413,900 SH   DFND 4,5,11,12 413,900 0 0
BORGWARNER INC COM 099724106 25 600 SH   DFND 4,5,11,12 600 0 0
BORGWARNER INC COM 099724106 107 2,582 SH   DFND 4,5,11,12 2,582 0 0
BORGWARNER INC COM 099724106 1,047 25,179 SH   DFND 4,5 25,179 0 0
BORGWARNER INC COM 099724106 1,179 28,340 SH   DFND 4,5 28,340 0 0
BOSTON BEER INC CL A 100557107 1,168 5,548 SH   DFND 4,5 5,548 0 0
BOSTON PROPERTIES INC COM 101121101 71 600 SH   DFND 4,5,11,12 600 0 0
BOSTON PROPERTIES INC COM 101121101 296 2,500 SH   DFND 4,6 2,500 0 0
BOSTON PROPERTIES INC COM 101121101 365 3,083 SH   DFND 4,6 3,083 0 0
BOSTON PROPERTIES INC COM 101121101 1,394 11,772 SH   DFND 4,5,11,12 11,772 0 0
BOSTON PROPERTIES INC COM 101121101 2,407 20,328 SH   DFND 4,5 20,328 0 0
BOSTON PROPERTIES INC COM 101121101 3,653 30,856 SH   DFND 4,5 30,856 0 0
BOSTON SCIENTIFIC CORP COM 101137107 144 8,800 SH   DFND 4,5,11,12 8,800 0 0
BOSTON SCIENTIFIC CORP COM 101137107 261 15,900 SH   DFND 4,6 15,900 0 0
BOSTON SCIENTIFIC CORP COM 101137107 296 18,067 SH   DFND 4,5,11,12 18,067 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,881 114,597 SH   DFND 4,5 114,597 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,347 203,961 SH   DFND 4,5 203,961 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 143 11,600 SH   DFND 4,5,11,12 11,600 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 333 27,000 SH   DFND 4,5 27,000 0 0
BRF SA SPONSORED ADR 10552T107 808 45,400 SH   DFND 4,6 45,400 0 0
BRF SA SPONSORED ADR 10552T107 1,356 76,200 SH   DFND 4,5 76,200 0 0
BRF SA SPONSORED ADR 10552T107 2,543 142,959 SH   DFND 4,5 142,959 0 0
BRF SA SPONSORED ADR 10552T107 5,038 283,200 SH   DFND 4,6 283,200 0 0
BRINKER INTL INC COM 109641100 1,799 34,148 SH   DFND 4,5 34,148 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 86 1,451 SH   DFND 4,8 1,451 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 107 1,800 SH   DFND 4,6 1,800 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 247 4,164 SH   DFND   4,164 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 397 6,713 SH   DFND 4,8 6,713 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 524 8,850 SH   DFND   8,850 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 658 11,109 SH   DFND 4,6 11,109 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 710 12,000 SH   DFND 4,6 12,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,261 21,300 SH   DFND 4,6 21,300 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,456 24,600 SH   DFND 4,6 24,600 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,687 28,499 SH   DFND 4,1 28,499 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,029 51,173 SH   DFND 4,5,11,12 51,173 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,108 69,400 SH   DFND 4,6 69,400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 13,905 234,884 SH   DFND 4,5 234,884 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 23,632 399,192 SH   DFND 4,5 399,192 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 60,180 1,016,550 SH   DFND 4,5,11,12 1,016,550 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 230 9,800 SH   DFND 4,5,11,12 9,800 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 718 30,600 SH   DFND 4,5 30,600 0 0
BROADCOM CORP CL A 111320107 154 3,000 SH   DFND 4,5,11,12 3,000 0 0
BROADCOM CORP CL A 111320107 305 5,926 SH   DFND 4,5,11,12 5,926 0 0
BROADCOM CORP CL A 111320107 1,758 34,186 SH   DFND 4,5,7 34,186 0 0
BROADCOM CORP CL A 111320107 2,672 51,946 SH   DFND 4,5 51,946 0 0
BROADCOM CORP CL A 111320107 2,982 57,979 SH   DFND 4,5 57,979 0 0
BROADCOM CORP CL A 111320107 3,033 58,979 SH   DFND 4,5,7 58,979 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 1,442 26,051 SH   DFND 1,3 26,051 0 0
BROCADE COMMUNICATIONS SYS INC COM NEW 111621306 0 9 SH   DFND 1,3 9 0 0
BROOKDALE SR LIVING INC COM 112463104 4,278 186,337 SH   DFND 4,5,7 186,337 0 0
BROOKDALE SR LIVING INC COM 112463104 4,502 196,092 SH   DFND 4,5,7 196,092 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 160 5,100 SH   DFND 4,5,11,12 5,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 315 10,014 SH   DFND 4,5,11,12 10,014 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 519 16,500 SH   DFND 4,6 16,500 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,208 70,220 SH   DFND 4,5 70,220 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,510 79,848 SH   DFND 4,5 79,848 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 5,419 172,350 SH   DFND 4,6 172,350 0 0
BROOKFIELD CDA OFFICE PPTYS TR UNIT 112823109 15 800 SH   DFND 4,5,11,12 800 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 687 32,000 SH   DFND 4,5 32,000 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 708 33,000 SH   DFND 4,6 33,000 0 0
BROWN & BROWN INC COM 115236101 1,097 35,426 SH   DFND 1,3 35,426 0 0
BROWN FORMAN CORP CL B 115637209 41 425 SH   DFND 4,8 425 0 0
BROWN FORMAN CORP CL B 115637209 73 750 SH   DFND 4,5,11,12 750 0 0
BROWN FORMAN CORP CL B 115637209 172 1,775 SH   DFND 4,5,11,12 1,775 0 0
BROWN FORMAN CORP CL B 115637209 5,291 54,603 SH   DFND 4,5 54,603 0 0
BROWN FORMAN CORP CL B 115637209 6,683 68,965 SH   DFND 4,5 68,965 0 0
BRUNSWICK CORP COM 117043109 2,449 51,137 SH   DFND 4,5 51,137 0 0
BUFFALO WILD WINGS INC COM 119848109 23 118 SH   DFND   118 0 0
BUFFALO WILD WINGS INC COM 119848109 5,486 28,360 SH   DFND 1,3 28,360 0 0
BUNGE LIMITED COM G16962105 66 900 SH   DFND 4,5,11,12 900 0 0
BUNGE LIMITED COM G16962105 163 2,219 SH   DFND 4,5,11,12 2,219 0 0
BUNGE LIMITED COM G16962105 903 12,321 SH   DFND 4,5 12,321 0 0
BUNGE LIMITED COM G16962105 1,268 17,300 SH   DFND 4,6 17,300 0 0
BUNGE LIMITED COM G16962105 1,517 20,700 SH   DFND 4,6 20,700 0 0
BUNGE LIMITED COM G16962105 2,932 40,000 SH   DFND 4,6 40,000 0 0
BUNGE LIMITED COM G16962105 4,290 58,533 SH   DFND 4,5 58,533 0 0
BUNGE LIMITED COM G16962105 9,302 126,900 SH   DFND 4,6 126,900 0 0
BURLINGTON STORES INC COM 122017106 1,000 19,599 SH   DFND 1,3 19,599 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 57 842 SH   DFND 4,5,11,12 842 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 68 1,000 SH   DFND 4,5,11,12 1,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 81 1,200 SH   DFND 4,6 1,200 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 454 6,700 SH   DFND 4,6 6,700 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 773 11,400 SH   DFND 4,6 11,400 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 834 12,300 SH   DFND 4,6 12,300 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,276 18,831 SH   DFND 4,5 18,831 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,356 20,000 SH   DFND 4,6 20,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,575 67,500 SH   DFND 4,5 67,500 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,948 73,000 SH   DFND 4,6 73,000 0 0
CA INC COM 12673P105 57 2,100 SH   DFND 4,5,11,12 2,100 0 0
CA INC COM 12673P105 134 4,907 SH   DFND 4,5,11,12 4,907 0 0
CA INC COM 12673P105 856 31,365 SH   DFND 4,5 31,365 0 0
CA INC COM 12673P105 1,295 47,427 SH   DFND 4,5 47,427 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 42 1,300 SH   DFND 4,5,11,12 1,300 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 163 5,006 SH   DFND 4,5,11,12 5,006 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 766 23,594 SH   DFND 4,5 23,594 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 916 28,221 SH   DFND 4,5 28,221 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,049 32,302 SH   DFND 4,5,7 32,302 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,809 55,728 SH   DFND 4,5,7 55,728 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 7,410 228,200 SH   DFND 4,5,7 228,200 0 0
CABOT OIL & GAS CORP COM 127097103 51 2,324 SH   DFND 4,5,11,12 2,324 0 0
CABOT OIL & GAS CORP COM 127097103 57 2,600 SH   DFND 4,5,11,12 2,600 0 0
CABOT OIL & GAS CORP COM 127097103 613 28,029 SH   DFND 4,5 28,029 0 0
CABOT OIL & GAS CORP COM 127097103 947 43,343 SH   DFND 4,5 43,343 0 0
CAE INC COM 124765108 19 1,800 SH   DFND 4,5,11,12 1,800 0 0
CAE INC COM 124765108 301 28,300 SH   DFND 4,5 28,300 0 0
CAE INC COM 124765108 1,524 143,462 SH   DFND 4,5 143,462 0 0
CALIFORNIA RES CORP COM 13057Q107 1 520 SH   DFND 4,5,11,12 520 0 0
CALIFORNIA RES CORP COM 13057Q107 2 950 SH   DFND 1,3 950 0 0
CALIFORNIA RES CORP COM 13057Q107 29 11,280 SH   DFND 4,6 11,280 0 0
CALIFORNIA RES CORP COM 13057Q107 95 36,660 SH   DFND 4,5,7 36,660 0 0
CALIFORNIA RES CORP COM 13057Q107 339 130,424 SH   DFND 4,5,7 130,424 0 0
CALPINE CORP COM NEW 131347304 29 2,000 SH   DFND 4,5,11,12 2,000 0 0
CALPINE CORP COM NEW 131347304 41 2,809 SH   DFND 4,8 2,809 0 0
CALPINE CORP COM NEW 131347304 108 7,403 SH   DFND 4,5,11,12 7,403 0 0
CALPINE CORP COM NEW 131347304 200 13,698 SH   DFND 4,5 13,698 0 0
CALPINE CORP COM NEW 131347304 507 34,743 SH   DFND 4,5 34,743 0 0
CAMDEN PPTY TR SH BEN INT 133131102 447 6,054 SH   DFND 4,5 6,054 0 0
CAMDEN PPTY TR SH BEN INT 133131102 510 6,900 SH   DFND 4,5,11,12 6,900 0 0
CAMDEN PPTY TR SH BEN INT 133131102 1,219 16,500 SH   DFND 4,5 16,500 0 0
CAMECO CORP COM 13321L108 29 2,400 SH   DFND 4,5,11,12 2,400 0 0
CAMECO CORP COM 13321L108 383 31,510 SH   DFND 4,5 31,510 0 0
CAMECO CORP COM 13321L108 617 50,673 SH   DFND 4,5 50,673 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 92 1,500 SH   DFND 4,5,11,12 1,500 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 99 1,622 SH   DFND 4,5,11,12 1,622 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 984 16,042 SH   DFND 4,5,7 16,042 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,404 22,896 SH   DFND 4,5 22,896 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,692 27,596 SH   DFND 4,5,7 27,596 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,792 45,538 SH   DFND 4,5 45,538 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,402 88,100 SH   DFND 4,5,7 88,100 0 0
CAMPBELL SOUP CO COM 134429109 61 1,200 SH   DFND 4,6 1,200 0 0
CAMPBELL SOUP CO COM 134429109 61 1,200 SH   DFND 4,5,11,12 1,200 0 0
CAMPBELL SOUP CO COM 134429109 104 2,059 SH   DFND 4,8 2,059 0 0
CAMPBELL SOUP CO COM 134429109 107 2,115 SH   DFND 4,5,11,12 2,115 0 0
CAMPBELL SOUP CO COM 134429109 121 2,390 SH   DFND   2,390 0 0
CAMPBELL SOUP CO COM 134429109 304 6,000 SH   DFND   6,000 0 0
CAMPBELL SOUP CO COM 134429109 720 14,215 SH   DFND 4,6 14,215 0 0
CAMPBELL SOUP CO COM 134429109 917 18,100 SH   DFND 4,6 18,100 0 0
CAMPBELL SOUP CO COM 134429109 1,368 27,000 SH   DFND 4,6 27,000 0 0
CAMPBELL SOUP CO COM 134429109 6,865 135,460 SH   DFND 4,5 135,460 0 0
CAMPBELL SOUP CO COM 134429109 7,610 150,151 SH   DFND 4,5 150,151 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 20 3,800 SH   DFND 4,5,11,12 3,800 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 82 15,400 SH   DFND 4,5 15,400 0 0
CANADIAN NAT RES LTD COM 136385101 319 16,409 SH   DFND 4,5,11,12 16,409 0 0
CANADIAN NAT RES LTD COM 136385101 372 19,100 SH   DFND 4,6 19,100 0 0
CANADIAN NAT RES LTD COM 136385101 1,256 64,566 SH   DFND 4,5 64,566 0 0
CANADIAN NAT RES LTD COM 136385101 1,266 65,069 SH   DFND 4,5 65,069 0 0
CANADIAN NAT RES LTD COM 136385101 1,560 80,200 SH   DFND 4,6 80,200 0 0
CANADIAN NAT RES LTD COM 136385101 2,439 125,400 SH   DFND 4,5,11,12 125,400 0 0
CANADIAN NATL RY CO COM 136375102 255 4,500 SH   DFND 4,5,11,12 4,500 0 0
CANADIAN NATL RY CO COM 136375102 330 5,807 SH   DFND   5,807 0 0
CANADIAN NATL RY CO COM 136375102 340 5,982 SH   DFND 4,6 5,982 0 0
CANADIAN NATL RY CO COM 136375102 426 7,500 SH   DFND 4,6 7,500 0 0
CANADIAN NATL RY CO COM 136375102 506 8,913 SH   DFND 4,6 8,913 0 0
CANADIAN NATL RY CO COM 136375102 562 9,894 SH   DFND 4,5,11,12 9,894 0 0
CANADIAN NATL RY CO COM 136375102 3,305 58,223 SH   DFND 4,5 58,223 0 0
CANADIAN NATL RY CO COM 136375102 6,244 110,000 SH   DFND 4,6 110,000 0 0
CANADIAN NATL RY CO COM 136375102 21,514 379,032 SH   DFND 4,5 379,032 0 0
CANADIAN PAC RY LTD COM 13645T100 47 324 SH   DFND 4,8 324 0 0
CANADIAN PAC RY LTD COM 13645T100 319 2,219 SH   DFND 4,5,11,12 2,219 0 0
CANADIAN PAC RY LTD COM 13645T100 1,383 9,636 SH   DFND 4,5 9,636 0 0
CANADIAN PAC RY LTD COM 13645T100 7,365 51,300 SH   DFND 4,5,11,12 51,300 0 0
CANADIAN PAC RY LTD COM 13645T100 10,373 72,249 SH   DFND 4,5 72,249 0 0
CANADIAN SOLAR INC SR CV NT 4.25%19 136635AE9 154 189,000 PRN   DFND 4,5,7 0 0 189,000
CANADIAN SOLAR INC SR CV NT 4.25%19 136635AE9 993 1,221,000 PRN   DFND 4,5,7 0 0 1,221,000
CAPITAL ONE FINL CORP COM 14040H105 68 933 SH   DFND 4,8 933 0 0
CAPITAL ONE FINL CORP COM 14040H105 98 1,350 SH   DFND 4,6 1,350 0 0
CAPITAL ONE FINL CORP COM 14040H105 203 2,800 SH   DFND 4,5,11,12 2,800 0 0
CAPITAL ONE FINL CORP COM 14040H105 227 3,129 SH   DFND 1,3 3,129 0 0
CAPITAL ONE FINL CORP COM 14040H105 312 4,300 SH   DFND 4,6 4,300 0 0
CAPITAL ONE FINL CORP COM 14040H105 449 6,198 SH   DFND 4,5,11,12 6,198 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,175 16,200 SH   DFND 4,6 16,200 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,284 17,700 SH   DFND 4,6 17,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,565 49,160 SH   DFND 4,5 49,160 0 0
CAPITAL ONE FINL CORP COM 14040H105 4,457 61,455 SH   DFND 1,2 61,455 0 0
CAPITAL ONE FINL CORP COM 14040H105 23,148 319,198 SH   DFND 4,5 319,198 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 57 5,800 SH   DFND 4,6 5,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 334 33,800 SH   DFND 4,6 33,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 465 47,000 SH   DFND 4,6 47,000 0 0
CARDINAL HEALTH INC COM 14149Y108 161 2,100 SH   DFND 4,5,11,12 2,100 0 0
CARDINAL HEALTH INC COM 14149Y108 184 2,400 SH   DFND 4,6 2,400 0 0
CARDINAL HEALTH INC COM 14149Y108 398 5,180 SH   DFND 4,5,11,12 5,180 0 0
CARDINAL HEALTH INC COM 14149Y108 691 9,000 SH   DFND 4,6 9,000 0 0
CARDINAL HEALTH INC COM 14149Y108 2,797 36,416 SH   DFND 4,5 36,416 0 0
CARDINAL HEALTH INC COM 14149Y108 18,283 238,001 SH   DFND 4,5 238,001 0 0
CARE CAP PPTYS INC COM 141624106 159 4,833 SH   DFND 4,5,11,12 4,833 0 0
CARE CAP PPTYS INC COM 141624106 368 11,175 SH   DFND 4,5 11,175 0 0
CARETRUST REIT INC COM 14174T107 31 2,699 SH   DFND 4,5,11,12 2,699 0 0
CARLISLE COS INC COM 142339100 677 7,746 SH   DFND 4,5 7,746 0 0
CARMAX INC COM 143130102 59 1,000 SH   DFND 4,5,11,12 1,000 0 0
CARMAX INC COM 143130102 83 1,400 SH   DFND 4,5,11,12 1,400 0 0
CARMAX INC COM 143130102 1,095 18,462 SH   DFND 4,5 18,462 0 0
CARMAX INC COM 143130102 1,143 19,271 SH   DFND 4,5 19,271 0 0
CARNIVAL CORP PAIRED CTF 143658300 134 2,700 SH   DFND 4,5,11,12 2,700 0 0
CARNIVAL CORP PAIRED CTF 143658300 165 3,317 SH   DFND 4,5,11,12 3,317 0 0
CARNIVAL CORP PAIRED CTF 143658300 253 5,100 SH   DFND 4,6 5,100 0 0
CARNIVAL CORP PAIRED CTF 143658300 273 5,501 SH   DFND 4,8 5,501 0 0
CARNIVAL CORP PAIRED CTF 143658300 472 9,500 SH   DFND 4,6 9,500 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,314 26,430 SH   DFND 4,5 26,430 0 0
CARNIVAL CORP PAIRED CTF 143658300 5,392 108,500 SH   DFND 4,6 108,500 0 0
CARNIVAL CORP PAIRED CTF 143658300 8,657 174,187 SH   DFND 4,5 174,187 0 0
CARNIVAL CORP PAIRED CTF 143658300 8,886 178,800 SH   DFND 4,6 178,800 0 0
CARRIZO OIL & GAS INC COM 144577103 238 7,800 SH   DFND 1,3 7,800 0 0
CASEYS GEN STORES INC COM 147528103 72 700 SH   DFND 4,6 700 0 0
CASEYS GEN STORES INC COM 147528103 720 7,000 SH   DFND 4,6 7,000 0 0
CASEYS GEN STORES INC COM 147528103 834 8,100 SH   DFND 4,6 8,100 0 0
CATALENT INC COM 148806102 177 7,273 SH   DFND 4,5 7,273 0 0
CATERPILLAR INC DEL COM 149123101 3 45 SH   DFND   45 0 0
CATERPILLAR INC DEL COM 149123101 62 950 SH   DFND 4,6 950 0 0
CATERPILLAR INC DEL COM 149123101 163 2,500 SH   DFND   2,500 0 0
CATERPILLAR INC DEL COM 149123101 263 4,030 SH   DFND 4,5,11,12 4,030 0 0
CATERPILLAR INC DEL COM 149123101 327 5,000 SH   DFND 4,6 5,000 0 0
CATERPILLAR INC DEL COM 149123101 392 6,000 SH   DFND 4,6 6,000 0 0
CATERPILLAR INC DEL COM 149123101 392 6,000 SH   DFND 4,6 6,000 0 0
CATERPILLAR INC DEL COM 149123101 412 6,300 SH   DFND 4,6 6,300 0 0
CATERPILLAR INC DEL COM 149123101 420 6,420 SH   DFND 4,5,11,12 6,420 0 0
CATERPILLAR INC DEL COM 149123101 471 7,200 SH   DFND   7,200 0 0
CATERPILLAR INC DEL COM 149123101 497 7,600 SH   DFND 4,6 7,600 0 0
CATERPILLAR INC DEL COM 149123101 732 11,200 SH   DFND 4,6 11,200 0 0
CATERPILLAR INC DEL COM 149123101 3,660 56,000 SH   DFND 4,6 56,000 0 0
CATERPILLAR INC DEL COM 149123101 4,211 64,432 SH   DFND 1,3 64,432 0 0
CATERPILLAR INC DEL COM 149123101 18,681 285,814 SH   DFND 4,5 285,814 0 0
CATERPILLAR INC DEL COM 149123101 44,191 676,119 SH   DFND 4,5 676,119 0 0
CATHAY GEN BANCORP COM 149150104 1,311 43,747 SH   DFND 4,5 43,747 0 0
CAVIUM INC COM 14964U108 239 3,900 SH   DFND 4,6 3,900 0 0
CAVIUM INC COM 14964U108 829 13,500 SH   DFND 4,5 13,500 0 0
CBL & ASSOC PPTYS INC COM 124830100 158 11,474 SH   DFND 4,5,11,12 11,474 0 0
CBL & ASSOC PPTYS INC COM 124830100 237 17,200 SH   DFND 4,5 17,200 0 0
CBOE HLDGS INC COM 12503M108 630 9,387 SH   DFND 1 9,387 0 0
CBOE HLDGS INC COM 12503M108 733 10,922 SH   DFND 4,5 10,922 0 0
CBRE GROUP INC CL A 12504L109 83 2,600 SH   DFND 4,5,11,12 2,600 0 0
CBRE GROUP INC CL A 12504L109 156 4,883 SH   DFND 4,5,11,12 4,883 0 0
CBRE GROUP INC CL A 12504L109 1,152 35,990 SH   DFND 4,5 35,990 0 0
CBRE GROUP INC CL A 12504L109 16,542 516,951 SH   DFND 4,5 516,951 0 0
CBS CORP NEW CL B 124857202 108 2,700 SH   DFND 4,5,11,12 2,700 0 0
CBS CORP NEW CL B 124857202 232 5,811 SH   DFND 4,5,11,12 5,811 0 0
CBS CORP NEW CL B 124857202 337 8,458 SH   DFND 4,6 8,458 0 0
CBS CORP NEW CL B 124857202 1,732 43,417 SH   DFND 4,5 43,417 0 0
CBS CORP NEW CL B 124857202 1,863 46,684 SH   DFND 4,5 46,684 0 0
CBS CORP NEW CL B 124857202 4,420 110,780 SH   DFND 4,5,7 110,780 0 0
CDK GLOBAL INC COM 12508E101 24 500 SH   DFND 4,5,11,12 500 0 0
CDK GLOBAL INC COM 12508E101 387 8,093 SH   DFND 4,5 8,093 0 0
CDK GLOBAL INC COM 12508E101 454 9,497 SH   DFND 4,5 9,497 0 0
CDK GLOBAL INC COM 12508E101 2,387 49,955 SH   DFND 4,5,7 49,955 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 98 1,364 SH   DFND 4,8 1,364 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 157 2,176 SH   DFND 4,8 2,176 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 205 2,850 SH   DFND   2,850 0 0
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CEDAR REALTY TRUST INC COM NEW 150602209 27 4,300 SH   DFND 4,5,11,12 4,300 0 0
CELANESE CORP DEL COM SER A 150870103 53 899 SH   DFND 4,8 899 0 0
CELANESE CORP DEL COM SER A 150870103 97 1,645 SH   DFND 4,8 1,645 0 0
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CELANESE CORP DEL COM SER A 150870103 337 5,700 SH   DFND 4,6 5,700 0 0
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CELANESE CORP DEL COM SER A 150870103 1,805 30,500 SH   DFND 4,5,11,12 30,500 0 0
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CELANESE CORP DEL COM SER A 150870103 3,035 51,300 SH   DFND 4,6 51,300 0 0
CELANESE CORP DEL COM SER A 150870103 6,976 117,900 SH   DFND 4,6 117,900 0 0
CELGENE CORP COM 151020104 50 463 SH   DFND   463 0 0
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CEMEX SAB DE CV SPON ADR NEW 151290889 44 6,224 SH   DFND 1 6,224 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 7,156 1,023,792 SH   DFND 4,5 1,023,792 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 10,925 1,562,909 SH   DFND 4,5 1,562,909 0 0
CEMEX SAB DE CV SUB NT CV3.25%16 151290BB8 3,058 3,017,000 PRN   DFND 4,5,7 0 0 3,017,000
CENOVUS ENERGY INC COM 15135U109 43 2,836 SH   DFND 4,5,11,12 2,836 0 0
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CENTENE CORP DEL COM 15135B101 165 3,046 SH   DFND 4,5,7 3,046 0 0
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CENTERPOINT ENERGY INC COM 15189T107 45 2,500 SH   DFND 4,5,11,12 2,500 0 0
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CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 1 300 SH   DFND 4,5 300 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 7 3,400 SH   DFND 4,5 3,400 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 8 3,726 SH   DFND 4,5 3,726 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 52 24,300 SH   DFND 4,5 24,300 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 56 26,030 SH   DFND 4,5 26,030 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 67 30,840 SH   DFND 4,5 30,840 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 131 60,600 SH   DFND 4,5 60,600 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 133 61,721 SH   DFND 4,5 61,721 0 0
CENTURYLINK INC COM 156700106 83 3,307 SH   DFND 4,8 3,307 0 0
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CF INDS HLDGS INC COM 125269100 45 1,000 SH   DFND 4,6 1,000 0 0
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CHARLES RIV LABS INTL INC COM 159864107 2,341 36,854 SH   DFND 4,5 36,854 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 53 300 SH   DFND 4,5,11,12 300 0 0
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CHECK POINT SOFTWARE TECH LTD ORD M22465104 112 1,415 SH   DFND   1,415 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 141 1,774 SH   DFND 4,5 1,774 0 0
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CHESAPEAKE ENERGY CORP COM 165167107 9 1,191 SH   DFND 4,5,11,12 1,191 0 0
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CHESAPEAKE LODGING TR SH BEN INT 165240102 91 3,500 SH   DFND 4,5,11,12 3,500 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 232 8,900 SH   DFND 4,5 8,900 0 0
CHEVRON CORP NEW COM 166764100 10 130 SH   DFND   130 0 0
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CHEVRON CORP NEW COM 166764100 34,463 436,905 SH   DFND 4,5 436,905 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 20 500 SH   DFND 4,5,11,12 500 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 24 600 SH   DFND 4,5,11,12 600 0 0
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CHINA BIOLOGIC PRODS INC COM 16938C106 291 3,240 SH   DFND 4,5,11,12 3,240 0 0
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CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 880 29,111 SH   DFND 4,5 29,111 0 0
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CIT GROUP INC COM NEW 125581801 63 1,577 SH   DFND 4,5,11,12 1,577 0 0
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CORNING INC COM 219350105 9,994 583,757 SH   DFND 4,5 583,757 0 0
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CORRECTIONS CORP AMER NEW COM NEW 22025Y407 244 8,267 SH   DFND 4,5,11,12 8,267 0 0
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COSAN LTD SHS A G25343107 1,692 585,500 SH   DFND 4,5 585,500 0 0
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COSTCO WHSL CORP NEW COM 22160K105 116 800 SH   DFND 4,6 800 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,012 7,000 SH   DFND 4,6 7,000 0 0
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COSTCO WHSL CORP NEW COM 22160K105 1,185 8,200 SH   DFND 4,6 8,200 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,250 8,645 SH   DFND 4,1 8,645 0 0
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COSTCO WHSL CORP NEW COM 22160K105 27,606 190,954 SH   DFND 4,5 190,954 0 0
COTY INC COM CL A 222070203 189 7,000 SH   DFND 4,6 7,000 0 0
COTY INC COM CL A 222070203 798 29,500 SH   DFND 4,5 29,500 0 0
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COUSINS PPTYS INC COM 222795106 267 29,000 SH   DFND 4,5 29,000 0 0
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CPFL ENERGIA S A SPONSORED ADR 126153105 42 5,603 SH   DFND 4,5 5,603 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 224 29,822 SH   DFND 4,5 29,822 0 0
CRACKER BARREL OLD CTRY STORE COM 22410J106 530 3,600 SH   DFND 1,3 3,600 0 0
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CRANE CO COM 224399105 189 4,049 SH   DFND 4,5 4,049 0 0
CREDICORP LTD COM G2519Y108 30,196 283,900 SH   DFND 4,5 283,900 0 0
CREDICORP LTD COM G2519Y108 30,547 287,200 SH   DFND 4,5 287,200 0 0
CREDIT SUISSE INTERNATIONAL COCO 23 G2526SAB8 323 300,000 PRN   DFND 4,5 0 0 300,000
CREE INC COM 225447101 494 20,376 SH   DFND 4,5 20,376 0 0
CRESCENT PT ENERGY CORP COM 22576C101 22 1,939 SH   DFND 4,5,11,12 1,939 0 0
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CRITEO S A SPONS ADS 226718104 1,079 28,735 SH   DFND 4,5,7 28,735 0 0
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CROWN CASTLE INTL CORP NEW COM 22822V101 110 1,389 SH   DFND 4,8 1,389 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 591 7,498 SH   DFND 4,5,11,12 7,498 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,577 20,000 SH   DFND 4,6 20,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,305 29,223 SH   DFND 4,5 29,223 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,546 44,959 SH   DFND 4,5 44,959 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,073 77,000 SH   DFND 4,6 77,000 0 0
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CSX CORP COM 126408103 78 2,900 SH   DFND 4,6 2,900 0 0
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CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,468 39,058 SH   DFND 4,5,7 39,058 0 0
CTRIP COM INTL LTD SR CV NT 1.25%18 22943FAD2 705 658,000 PRN   DFND 4,5,7 0 0 658,000
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CVS HEALTH CORP COM 126650100 2,087 21,628 SH   DFND 4,6 21,628 0 0
CVS HEALTH CORP COM 126650100 2,311 23,952 SH   DFND 1,3 23,952 0 0
CVS HEALTH CORP COM 126650100 2,441 25,300 SH   DFND 4,6 25,300 0 0
CVS HEALTH CORP COM 126650100 6,098 63,200 SH   DFND 4,6 63,200 0 0
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CVS HEALTH CORP COM 126650100 55,247 572,626 SH   DFND 4,5 572,626 0 0
CYBERONICS INC COM 23251P102 2,383 39,200 SH   DFND 4,5 39,200 0 0
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DEVON ENERGY CORP NEW COM 25179M103 65 1,754 SH   DFND 4,8 1,754 0 0
DEVON ENERGY CORP NEW COM 25179M103 79 2,135 SH   DFND 4,8 2,135 0 0
DEVON ENERGY CORP NEW COM 25179M103 126 3,400 SH   DFND 4,6 3,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 233 6,281 SH   DFND 4,6 6,281 0 0
DEVON ENERGY CORP NEW COM 25179M103 260 7,000 SH   DFND 4,6 7,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 278 7,500 SH   DFND 4,6 7,500 0 0
DEVON ENERGY CORP NEW COM 25179M103 296 7,985 SH   DFND 4,5,11,12 7,985 0 0
DEVON ENERGY CORP NEW COM 25179M103 304 8,200 SH   DFND 4,6 8,200 0 0
DEVON ENERGY CORP NEW COM 25179M103 326 8,800 SH   DFND 4,6 8,800 0 0
DEVON ENERGY CORP NEW COM 25179M103 501 13,500 SH   DFND 4,6 13,500 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,406 64,863 SH   DFND 4,5 64,863 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,719 154,180 SH   DFND 4,5,11,12 154,180 0 0
DEVON ENERGY CORP NEW COM 25179M103 6,814 183,710 SH   DFND 4,5 183,710 0 0
DEVRY ED GROUP INC COM 251893103 395 14,518 SH   DFND 4,5 14,518 0 0
DHT HOLDINGS INC CV ACRD NT4.5%19 23335SAB2 187 164,000 PRN   DFND 4,5,7 0 0 164,000
DIAMOND OFFSHORE DRILLING INC COM 25271C102 124 7,190 SH   DFND 4,5 7,190 0 0
DIAMOND RESORTS INTL INC COM 25272T104 3,897 166,601 SH   DFND 4,5,7 166,601 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 129 11,632 SH   DFND 4,5,11,12 11,632 0 0
DIANA SHIPPING INC COM Y2066G104 260 40,113 SH   DFND 4,5,7 40,113 0 0
DICKS SPORTING GOODS INC COM 253393102 30 600 SH   DFND 4,5,11,12 600 0 0
DICKS SPORTING GOODS INC COM 253393102 149 3,000 SH   DFND 4,5,11,12 3,000 0 0
DICKS SPORTING GOODS INC COM 253393102 451 9,100 SH   DFND 4,5 9,100 0 0
DICKS SPORTING GOODS INC COM 253393102 3,801 76,608 SH   DFND 4,5 76,608 0 0
DIEBOLD INC COM 253651103 1,516 50,914 SH   DFND 4,5 50,914 0 0
DIGITAL RLTY TR INC COM 253868103 46 700 SH   DFND 4,5,11,12 700 0 0
DIGITAL RLTY TR INC COM 253868103 786 12,035 SH   DFND 4,5,11,12 12,035 0 0
DIGITAL RLTY TR INC COM 253868103 1,309 20,046 SH   DFND 4,5 20,046 0 0
DIGITAL RLTY TR INC COM 253868103 1,871 28,645 SH   DFND 4,5 28,645 0 0
DIREXION SHS ETF TR 20YR TRES BEAR 25459Y678 21 750 SH   DFND   750 0 0
DISCOVER FINL SVCS COM 254709108 73 1,400 SH   DFND 4,6 1,400 0 0
DISCOVER FINL SVCS COM 254709108 166 3,200 SH   DFND 4,5,11,12 3,200 0 0
DISCOVER FINL SVCS COM 254709108 372 7,159 SH   DFND 4,5,11,12 7,159 0 0
DISCOVER FINL SVCS COM 254709108 775 14,900 SH   DFND 4,6 14,900 0 0
DISCOVER FINL SVCS COM 254709108 787 15,133 SH   DFND 4,8 15,133 0 0
DISCOVER FINL SVCS COM 254709108 894 17,200 SH   DFND 4,6 17,200 0 0
DISCOVER FINL SVCS COM 254709108 2,113 40,643 SH   DFND 4,5 40,643 0 0
DISCOVER FINL SVCS COM 254709108 5,459 104,992 SH   DFND 4,5,7 104,992 0 0
DISCOVER FINL SVCS COM 254709108 9,372 180,258 SH   DFND 4,5 180,258 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 21 800 SH   DFND 4,5,11,12 800 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 89 3,424 SH   DFND 4,5,11,12 3,424 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 91 3,500 SH   DFND   3,500 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 359 13,779 SH   DFND 4,5 13,779 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 408 15,684 SH   DFND 4,5 15,684 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 463 17,790 SH   DFND   17,790 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 53 2,200 SH   DFND 4,5,11,12 2,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 83 3,424 SH   DFND 4,5,11,12 3,424 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 529 21,776 SH   DFND 4,5 21,776 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 720 29,638 SH   DFND 4,5 29,638 0 0
DISH NETWORK CORP CL A 25470M109 0 1 SH   DFND 4,5,7 1 0 0
DISH NETWORK CORP CL A 25470M109 0 2 SH   DFND 4,5,7 2 0 0
DISH NETWORK CORP CL A 25470M109 76 1,300 SH   DFND 4,5,11,12 1,300 0 0
DISH NETWORK CORP CL A 25470M109 134 2,294 SH   DFND 4,5,11,12 2,294 0 0
DISH NETWORK CORP CL A 25470M109 220 3,764 SH   DFND 4,8 3,764 0 0
DISH NETWORK CORP CL A 25470M109 292 5,000 SH   DFND 4,6 5,000 0 0
DISH NETWORK CORP CL A 25470M109 1,119 19,188 SH   DFND 4,1 19,188 0 0
DISH NETWORK CORP CL A 25470M109 1,393 23,879 SH   DFND 4,5 23,879 0 0
DISH NETWORK CORP CL A 25470M109 3,477 59,593 SH   DFND 4,5 59,593 0 0
DISNEY WALT CO COM DISNEY 254687106 93 906 SH   DFND 4,8 906 0 0
DISNEY WALT CO COM DISNEY 254687106 199 1,950 SH   DFND 4,6 1,950 0 0
DISNEY WALT CO COM DISNEY 254687106 312 3,056 SH   DFND   3,056 0 0
DISNEY WALT CO COM DISNEY 254687106 324 3,168 SH   DFND 4,8 3,168 0 0
DISNEY WALT CO COM DISNEY 254687106 470 4,600 SH   DFND 4,6 4,600 0 0
DISNEY WALT CO COM DISNEY 254687106 603 5,900 SH   DFND 4,6 5,900 0 0
DISNEY WALT CO COM DISNEY 254687106 664 6,500 SH   DFND 4,6 6,500 0 0
DISNEY WALT CO COM DISNEY 254687106 716 7,010 SH   DFND   7,010 0 0
DISNEY WALT CO COM DISNEY 254687106 869 8,500 SH   DFND 4,6 8,500 0 0
DISNEY WALT CO COM DISNEY 254687106 1,094 10,702 SH   DFND   10,702 0 0
DISNEY WALT CO COM DISNEY 254687106 1,155 11,300 SH   DFND 4,6 11,300 0 0
DISNEY WALT CO COM DISNEY 254687106 1,533 15,000 SH   DFND 1 15,000 0 0
DISNEY WALT CO COM DISNEY 254687106 1,853 18,135 SH   DFND 4,6 18,135 0 0
DISNEY WALT CO COM DISNEY 254687106 2,238 21,900 SH   DFND 4,6 21,900 0 0
DISNEY WALT CO COM DISNEY 254687106 2,944 28,804 SH   DFND 4,5,11,12 28,804 0 0
DISNEY WALT CO COM DISNEY 254687106 5,589 54,684 SH   DFND 1,2 54,684 0 0
DISNEY WALT CO COM DISNEY 254687106 6,459 63,200 SH   DFND 4,6 63,200 0 0
DISNEY WALT CO COM DISNEY 254687106 6,950 68,000 SH   DFND 4,6 68,000 0 0
DISNEY WALT CO COM DISNEY 254687106 21,656 211,899 SH   DFND 4,5 211,899 0 0
DISNEY WALT CO COM DISNEY 254687106 29,102 284,755 SH   DFND 1,3 284,755 0 0
DISNEY WALT CO COM DISNEY 254687106 38,614 377,831 SH   DFND 4,5 377,831 0 0
DISNEY WALT CO COM DISNEY 254687106 48,233 471,950 SH   DFND 4,5,11,12 471,950 0 0
DOLLAR GEN CORP NEW COM 256677105 94 1,300 SH   DFND 4,5,11,12 1,300 0 0
DOLLAR GEN CORP NEW COM 256677105 221 3,044 SH   DFND 4,5,11,12 3,044 0 0
DOLLAR GEN CORP NEW COM 256677105 941 12,990 SH   DFND 4,1 12,990 0 0
DOLLAR GEN CORP NEW COM 256677105 3,149 43,472 SH   DFND 4,5 43,472 0 0
DOLLAR GEN CORP NEW COM 256677105 3,363 46,422 SH   DFND 4,5 46,422 0 0
DOLLAR TREE INC COM 256746108 98 1,474 SH   DFND 4,6 1,474 0 0
DOLLAR TREE INC COM 256746108 103 1,549 SH   DFND 4,5,11,12 1,549 0 0
DOLLAR TREE INC COM 256746108 227 3,408 SH   DFND 4,5,11,12 3,408 0 0
DOLLAR TREE INC COM 256746108 267 4,000 SH   DFND 4,6 4,000 0 0
DOLLAR TREE INC COM 256746108 911 13,663 SH   DFND 4,6 13,663 0 0
DOLLAR TREE INC COM 256746108 1,052 15,786 SH   DFND 4,6 15,786 0 0
DOLLAR TREE INC COM 256746108 1,121 16,812 SH   DFND 4,5 16,812 0 0
DOLLAR TREE INC COM 256746108 2,656 39,837 SH   DFND 4,5 39,837 0 0
DOMINION DIAMOND CORP COM 257287102 831 77,800 SH   DFND 4,5 77,800 0 0
DOMINION DIAMOND CORP COM 257287102 2,058 192,700 SH   DFND 4,6 192,700 0 0
DOMINION RES INC VA NEW COM 25746U109 42 600 SH   DFND 4,6 600 0 0
DOMINION RES INC VA NEW COM 25746U109 246 3,500 SH   DFND 4,5,11,12 3,500 0 0
DOMINION RES INC VA NEW COM 25746U109 394 5,600 SH   DFND 4,6 5,600 0 0
DOMINION RES INC VA NEW COM 25746U109 422 6,000 SH   DFND 4,6 6,000 0 0
DOMINION RES INC VA NEW COM 25746U109 525 7,456 SH   DFND 4,5,11,12 7,456 0 0
DOMINION RES INC VA NEW COM 25746U109 528 7,500 SH   DFND 4,6 7,500 0 0
DOMINION RES INC VA NEW COM 25746U109 612 8,700 SH   DFND 4,6 8,700 0 0
DOMINION RES INC VA NEW COM 25746U109 4,256 60,470 SH   DFND 4,5 60,470 0 0
DOMINION RES INC VA NEW COM 25746U109 5,431 77,169 SH   DFND 4,5 77,169 0 0
DOMINOS PIZZA INC COM 25754A201 345 3,195 SH   DFND 1,3 3,195 0 0
DOMINOS PIZZA INC COM 25754A201 5,468 50,668 SH   DFND 1,2 50,668 0 0
DOMTAR CORP COM NEW 257559203 357 9,993 SH   DFND 4,5 9,993 0 0
DOUBLE EAGLE ACQUISITION CORP UNT 1 COM 1 WT G28195108 351 34,625 SH   DFND 4,5,7 34,625 0 0
DOUGLAS EMMETT INC COM 25960P109 230 8,000 SH   DFND 4,5,11,12 8,000 0 0
DOUGLAS EMMETT INC COM 25960P109 373 13,000 SH   DFND 4,5 13,000 0 0
DOVER CORP COM 260003108 63 1,100 SH   DFND 4,5,11,12 1,100 0 0
DOVER CORP COM 260003108 142 2,481 SH   DFND 4,5,11,12 2,481 0 0
DOVER CORP COM 260003108 1,096 19,173 SH   DFND 4,5 19,173 0 0
DOVER CORP COM 260003108 4,868 85,142 SH   DFND 4,5 85,142 0 0
DOW CHEM CO COM 260543103 42 1,000 SH   DFND 4,6 1,000 0 0
DOW CHEM CO COM 260543103 280 6,613 SH   DFND 4,8 6,613 0 0
DOW CHEM CO COM 260543103 305 7,200 SH   DFND 4,5,11,12 7,200 0 0
DOW CHEM CO COM 260543103 352 8,300 SH   DFND 4,6 8,300 0 0
DOW CHEM CO COM 260543103 418 9,864 SH   DFND 4,6 9,864 0 0
DOW CHEM CO COM 260543103 458 10,800 SH   DFND 4,6 10,800 0 0
DOW CHEM CO COM 260543103 534 12,600 SH   DFND 4,6 12,600 0 0
DOW CHEM CO COM 260543103 596 14,047 SH   DFND 4,5,11,12 14,047 0 0
DOW CHEM CO COM 260543103 717 16,900 SH   DFND 4,6 16,900 0 0
DOW CHEM CO COM 260543103 2,162 51,000 SH   DFND 4,6 51,000 0 0
DOW CHEM CO COM 260543103 3,473 81,900 SH   DFND 4,6 81,900 0 0
DOW CHEM CO COM 260543103 4,155 98,000 SH   DFND 4,6 98,000 0 0
DOW CHEM CO COM 260543103 5,792 136,605 SH   DFND 4,5 136,605 0 0
DOW CHEM CO COM 260543103 7,819 184,400 SH   DFND 4,6 184,400 0 0
DOW CHEM CO COM 260543103 14,724 347,270 SH   DFND 4,5 347,270 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 55 700 SH   DFND 4,6 700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 103 1,300 SH   DFND 4,5,11,12 1,300 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 163 2,062 SH   DFND 4,5,11,12 2,062 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 664 8,400 SH   DFND 4,6 8,400 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 672 8,500 SH   DFND 4,6 8,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 735 9,300 SH   DFND 4,6 9,300 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,423 18,000 SH   DFND 4,6 18,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 6,317 79,910 SH   DFND 4,5 79,910 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,300 105,000 SH   DFND 4,6 105,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 9,765 123,528 SH   DFND 4,5 123,528 0 0
DR REDDYS LABS LTD ADR 256135203 134 2,100 SH   DFND 4,5 2,100 0 0
DR REDDYS LABS LTD ADR 256135203 415 6,500 SH   DFND 4,6 6,500 0 0
DR REDDYS LABS LTD ADR 256135203 831 13,000 SH   DFND 4,6 13,000 0 0
DR REDDYS LABS LTD ADR 256135203 1,176 18,400 SH   DFND 4,6 18,400 0 0
DREW INDS INC COM NEW 26168L205 1,268 23,213 SH   DFND 1,3 23,213 0 0
DST SYS INC DEL COM 233326107 656 6,238 SH   DFND 4,5 6,238 0 0
DTE ENERGY CO COM 233331107 103 1,283 SH   DFND 4,8 1,283 0 0
DTE ENERGY CO COM 233331107 255 3,168 SH   DFND 4,8 3,168 0 0
DTE ENERGY CO COM 233331107 1,192 14,835 SH   DFND 4,5 14,835 0 0
DTE ENERGY CO COM 233331107 1,502 18,690 SH   DFND 4,5,11,12 18,690 0 0
DTE ENERGY CO COM 233331107 1,571 19,550 SH   DFND 4,5 19,550 0 0
DTE ENERGY CO COM 233331107 40,346 502,000 SH   DFND 4,5,11,12 502,000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 19 400 SH   DFND 4,6 400 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 24 500 SH   DFND 4,6 500 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 34 700 SH   DFND 4,6 700 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 313 6,500 SH   DFND 4,6 6,500 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 319 6,611 SH   DFND 1,2 6,611 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 320 6,630 SH   DFND 4,6 6,630 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 362 7,500 SH   DFND 4,6 7,500 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 410 8,500 SH   DFND 4,6 8,500 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 468 9,700 SH   DFND 4,5,11,12 9,700 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 513 10,649 SH   DFND 4,6 10,649 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 652 13,523 SH   DFND 4,5,11,12 13,523 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 3,967 82,307 SH   DFND 4,6 82,307 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,080 105,403 SH   DFND 4,5 105,403 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,444 112,950 SH   DFND 4,5 112,950 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 74 1,033 SH   DFND 4,6 1,033 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 309 4,300 SH   DFND 4,5,11,12 4,300 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 432 6,000 SH   DFND 4,6 6,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 489 6,800 SH   DFND 4,6 6,800 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 597 8,300 SH   DFND 4,6 8,300 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 628 8,733 SH   DFND 4,6 8,733 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,930 26,834 SH   DFND 4,5,11,12 26,834 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,248 45,155 SH   DFND 4,5 45,155 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,120 57,266 SH   DFND 4,6 57,266 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,897 68,072 SH   DFND 4,5 68,072 0 0
DUKE REALTY CORP COM NEW 264411505 32 1,700 SH   DFND 4,5,11,12 1,700 0 0
DUKE REALTY CORP COM NEW 264411505 419 22,000 SH   DFND 4,5,11,12 22,000 0 0
DUKE REALTY CORP COM NEW 264411505 514 26,972 SH   DFND 4,5 26,972 0 0
DUKE REALTY CORP COM NEW 264411505 1,275 66,907 SH   DFND 4,5 66,907 0 0
DUKE REALTY CORP COM NEW 264411505 2,534 133,000 SH   DFND 4,6 133,000 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 32 300 SH   DFND 4,5,11,12 300 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 74 707 SH   DFND 4,8 707 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 144 1,369 SH   DFND 4,5,11,12 1,369 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 199 1,896 SH   DFND 4,5 1,896 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 2,253 21,454 SH   DFND 4,5 21,454 0 0
DUNKIN BRANDS GROUP INC COM 265504100 416 8,485 SH   DFND 4,5 8,485 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 101 3,900 SH   DFND 4,5,11,12 3,900 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 189 7,300 SH   DFND 4,5 7,300 0 0
DYCOM INDS INC COM 267475101 29 400 SH   DFND 4,6 400 0 0
DYCOM INDS INC COM 267475101 207 2,862 SH   DFND 4,5,7 2,862 0 0
DYCOM INDS INC COM 267475101 391 5,400 SH   DFND 4,6 5,400 0 0
DYCOM INDS INC COM 267475101 499 6,900 SH   DFND 4,6 6,900 0 0
DYCOM INDS INC COM 267475101 705 9,745 SH   DFND 1,3 9,745 0 0
E M C CORP MASS COM 268648102 75 3,100 SH   DFND 4,6 3,100 0 0
E M C CORP MASS COM 268648102 172 7,100 SH   DFND   7,100 0 0
E M C CORP MASS COM 268648102 300 12,400 SH   DFND 4,5,11,12 12,400 0 0
E M C CORP MASS COM 268648102 314 13,013 SH   DFND 4,6 13,013 0 0
E M C CORP MASS COM 268648102 435 18,000 SH   DFND 4,6 18,000 0 0
E M C CORP MASS COM 268648102 471 19,500 SH   DFND 4,6 19,500 0 0
E M C CORP MASS COM 268648102 510 21,100 SH   DFND 4,6 21,100 0 0
E M C CORP MASS COM 268648102 537 22,219 SH   DFND 4,5,11,12 22,219 0 0
E M C CORP MASS COM 268648102 541 22,400 SH   DFND   22,400 0 0
E M C CORP MASS COM 268648102 693 28,680 SH   DFND 4,6 28,680 0 0
E M C CORP MASS COM 268648102 911 37,700 SH   DFND 4,6 37,700 0 0
E M C CORP MASS COM 268648102 8,492 351,471 SH   DFND 4,5 351,471 0 0
E M C CORP MASS COM 268648102 29,490 1,220,624 SH   DFND 4,5 1,220,624 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 504 19,139 SH   DFND 4,5 19,139 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 601 22,839 SH   DFND 4,5 22,839 0 0
EAGLE MATERIALS INC COM 26969P108 3,245 47,430 SH   DFND 4,5,7 47,430 0 0
EAST WEST BANCORP INC COM 27579R104 1,165 30,333 SH   DFND 4,5 30,333 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 11 700 SH   DFND 4,5,11,12 700 0 0
EASTGROUP PPTY INC COM 277276101 114 2,100 SH   DFND 4,5,11,12 2,100 0 0
EASTGROUP PPTY INC COM 277276101 211 3,900 SH   DFND 4,5 3,900 0 0
EASTMAN CHEM CO COM 277432100 46 714 SH   DFND 4,8 714 0 0
EASTMAN CHEM CO COM 277432100 67 1,028 SH   DFND 4,8 1,028 0 0
EASTMAN CHEM CO COM 277432100 91 1,400 SH   DFND 4,6 1,400 0 0
EASTMAN CHEM CO COM 277432100 184 2,844 SH   DFND 4,5,11,12 2,844 0 0
EASTMAN CHEM CO COM 277432100 227 3,500 SH   DFND 4,6 3,500 0 0
EASTMAN CHEM CO COM 277432100 349 5,400 SH   DFND 4,6 5,400 0 0
EASTMAN CHEM CO COM 277432100 684 10,567 SH   DFND 4,5 10,567 0 0
EASTMAN CHEM CO COM 277432100 738 11,400 SH   DFND 4,6 11,400 0 0
EASTMAN CHEM CO COM 277432100 920 14,210 SH   DFND 4,1 14,210 0 0
EASTMAN CHEM CO COM 277432100 971 15,000 SH   DFND 4,6 15,000 0 0
EASTMAN CHEM CO COM 277432100 1,820 28,119 SH   DFND 4,5 28,119 0 0
EASTMAN CHEM CO COM 277432100 2,958 45,700 SH   DFND 4,6 45,700 0 0
EASTMAN CHEM CO COM 277432100 7,566 116,900 SH   DFND 4,5,11,12 116,900 0 0
EATON CORP PLC SHS G29183103 12 240 SH   DFND   240 0 0
EATON CORP PLC SHS G29183103 137 2,674 SH   DFND 4,5,11,12 2,674 0 0
EATON CORP PLC SHS G29183103 228 4,448 SH   DFND   4,448 0 0
EATON CORP PLC SHS G29183103 282 5,500 SH   DFND 4,6 5,500 0 0
EATON CORP PLC SHS G29183103 291 5,666 SH   DFND 4,5,11,12 5,666 0 0
EATON CORP PLC SHS G29183103 325 6,328 SH   DFND 4,6 6,328 0 0
EATON CORP PLC SHS G29183103 583 11,370 SH   DFND   11,370 0 0
EATON CORP PLC SHS G29183103 2,386 46,511 SH   DFND 4,5 46,511 0 0
EATON CORP PLC SHS G29183103 12,366 241,057 SH   DFND 4,5 241,057 0 0
EATON VANCE CORP COM NON VTG 278265103 10 300 SH   DFND 4,5,11,12 300 0 0
EATON VANCE CORP COM NON VTG 278265103 23 700 SH   DFND 4,5,11,12 700 0 0
EATON VANCE CORP COM NON VTG 278265103 204 6,100 SH   DFND 4,6 6,100 0 0
EATON VANCE CORP COM NON VTG 278265103 491 14,688 SH   DFND 4,5 14,688 0 0
EATON VANCE CORP COM NON VTG 278265103 1,455 43,527 SH   DFND 4,5 43,527 0 0
EBAY INC COM 278642103 56 2,300 SH   DFND 4,6 2,300 0 0
EBAY INC COM 278642103 152 6,200 SH   DFND 4,5,11,12 6,200 0 0
EBAY INC COM 278642103 183 7,500 SH   DFND 4,6 7,500 0 0
EBAY INC COM 278642103 290 11,875 SH   DFND 4,6 11,875 0 0
EBAY INC COM 278642103 366 14,979 SH   DFND 4,5,11,12 14,979 0 0
EBAY INC COM 278642103 437 17,862 SH   DFND 4,6 17,862 0 0
EBAY INC COM 278642103 521 21,300 SH   DFND 4,6 21,300 0 0
EBAY INC COM 278642103 1,131 46,285 SH   DFND 4,5 46,285 0 0
EBAY INC COM 278642103 1,760 72,000 SH   DFND 4,6 72,000 0 0
EBAY INC COM 278642103 3,589 146,852 SH   DFND 4,5 146,852 0 0
ECOLAB INC COM 278865100 165 1,500 SH   DFND 4,6 1,500 0 0
ECOLAB INC COM 278865100 187 1,700 SH   DFND 4,5,11,12 1,700 0 0
ECOLAB INC COM 278865100 359 3,275 SH   DFND 4,5,11,12 3,275 0 0
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EDGEWELL PERS CARE CO COM 28035Q102 33 400 SH   DFND 4,5,11,12 400 0 0
EDGEWELL PERS CARE CO COM 28035Q102 45 553 SH   DFND 4,5,11,12 553 0 0
EDGEWELL PERS CARE CO COM 28035Q102 73 892 SH   DFND 4,8 892 0 0
EDGEWELL PERS CARE CO COM 28035Q102 180 2,200 SH   DFND 4,6 2,200 0 0
EDGEWELL PERS CARE CO COM 28035Q102 2,108 25,830 SH   DFND 4,5 25,830 0 0
EDGEWELL PERS CARE CO COM 28035Q102 4,664 57,151 SH   DFND 4,5 57,151 0 0
EDISON INTL COM 281020107 165 2,618 SH   DFND 4,5,11,12 2,618 0 0
EDISON INTL COM 281020107 1,966 31,166 SH   DFND 4,5 31,166 0 0
EDISON INTL COM 281020107 2,090 33,138 SH   DFND 4,5 33,138 0 0
EDISON INTL COM 281020107 4,612 73,120 SH   DFND 4,6 73,120 0 0
EDISON INTL COM 281020107 17,376 275,500 SH   DFND 4,5,11,12 275,500 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 94 2,866 SH   DFND 4,5,11,12 2,866 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 168 5,100 SH   DFND 4,5 5,100 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 100 700 SH   DFND 4,5,11,12 700 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 164 1,150 SH   DFND 4,5,11,12 1,150 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 213 1,500 SH   DFND 4,6 1,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 697 4,900 SH   DFND 4,6 4,900 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,270 8,935 SH   DFND 4,1 8,935 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,905 13,401 SH   DFND 4,5 13,401 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 12,991 91,373 SH   DFND 4,5 91,373 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 14,885 104,700 SH   DFND 4,6 104,700 0 0
ELDORADO GOLD CORP NEW COM 284902103 13 4,100 SH   DFND 4,5,11,12 4,100 0 0
ELDORADO GOLD CORP NEW COM 284902103 55 17,127 SH   DFND 4,5,11,12 17,127 0 0
ELDORADO GOLD CORP NEW COM 284902103 148 46,029 SH   DFND 4,5 46,029 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,906 591,928 SH   DFND 4,5 591,928 0 0
ELDORADO GOLD CORP NEW COM 284902103 3,794 1,178,197 SH   DFND 4,6 1,178,197 0 0
ELECTRONIC ARTS INC COM 285512109 136 2,000 SH   DFND 4,5,11,12 2,000 0 0
ELECTRONIC ARTS INC COM 285512109 383 5,654 SH   DFND 4,5,11,12 5,654 0 0
ELECTRONIC ARTS INC COM 285512109 811 11,975 SH   DFND 4,1 11,975 0 0
ELECTRONIC ARTS INC COM 285512109 2,755 40,664 SH   DFND 4,5 40,664 0 0
ELECTRONIC ARTS INC COM 285512109 3,446 50,858 SH   DFND 4,5 50,858 0 0
ELECTRONICS FOR IMAGING INC SR CV NT 0.75%19 286082AC6 2,664 2,605,000 PRN   DFND 4,5 0 0 2,605,000
ELLIE MAE INC COM 28849P100 2,449 36,784 SH   DFND 4,5,7 36,784 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 29 1,400 SH   DFND 4,6 1,400 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,710 82,400 SH   DFND 4,5 82,400 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 2,896 139,550 SH   DFND 4,5 139,550 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 8,183 319,889 SH   DFND 4,5 319,889 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 15,315 598,700 SH   DFND 4,5 598,700 0 0
EMCOR GROUP INC COM 29084Q100 389 8,790 SH   DFND 1,3 8,790 0 0
EMERSON ELEC CO COM 291011104 40 909 SH   DFND 4,8 909 0 0
EMERSON ELEC CO COM 291011104 53 1,200 SH   DFND 4,6 1,200 0 0
EMERSON ELEC CO COM 291011104 402 9,100 SH   DFND 4,6 9,100 0 0
EMERSON ELEC CO COM 291011104 464 10,500 SH   DFND 4,6 10,500 0 0
EMERSON ELEC CO COM 291011104 474 10,737 SH   DFND 4,5,11,12 10,737 0 0
EMERSON ELEC CO COM 291011104 526 11,900 SH   DFND 4,6 11,900 0 0
EMERSON ELEC CO COM 291011104 1,273 28,820 SH   DFND 4,5,11,12 28,820 0 0
EMERSON ELEC CO COM 291011104 2,147 48,600 SH   DFND 4,6 48,600 0 0
EMERSON ELEC CO COM 291011104 4,039 91,451 SH   DFND 4,5 91,451 0 0
EMERSON ELEC CO COM 291011104 15,961 361,360 SH   DFND 4,5 361,360 0 0
EMPIRE ST RLTY TR INC CL A 292104106 112 6,600 SH   DFND 4,5,11,12 6,600 0 0
EMPIRE ST RLTY TR INC CL A 292104106 240 14,100 SH   DFND 4,5 14,100 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 1,747 49,200 SH   DFND 4,5 49,200 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 1,996 56,200 SH   DFND 4,5 56,200 0 0
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 109 65,000 SH   DFND 1 65,000 0 0
ENBRIDGE ENERGY MANAGEMENT LLC SHS UNITS LLI 29250X103 150 6,301 SH   DFND 1,3 6,301 0 0
ENBRIDGE INC COM 29250N105 111 3,000 SH   DFND   3,000 0 0
ENBRIDGE INC COM 29250N105 170 4,565 SH   DFND 4,5,11,12 4,565 0 0
ENBRIDGE INC COM 29250N105 252 6,800 SH   DFND 4,6 6,800 0 0
ENBRIDGE INC COM 29250N105 278 7,500 SH   DFND 4,6 7,500 0 0
ENBRIDGE INC COM 29250N105 290 7,804 SH   DFND 4,8 7,804 0 0
ENBRIDGE INC COM 29250N105 367 9,887 SH   DFND 4,6 9,887 0 0
ENBRIDGE INC COM 29250N105 480 12,931 SH   DFND 4,5,11,12 12,931 0 0
ENBRIDGE INC COM 29250N105 1,355 36,500 SH   DFND 4,6 36,500 0 0
ENBRIDGE INC COM 29250N105 3,313 89,237 SH   DFND 4,5 89,237 0 0
ENBRIDGE INC COM 29250N105 8,865 238,753 SH   DFND 4,5 238,753 0 0
ENCANA CORP COM 292505104 23 3,500 SH   DFND   3,500 0 0
ENCANA CORP COM 292505104 29 4,500 SH   DFND 4,5,11,12 4,500 0 0
ENCANA CORP COM 292505104 73 11,300 SH   DFND 4,6 11,300 0 0
ENCANA CORP COM 292505104 98 15,191 SH   DFND 4,5,11,12 15,191 0 0
ENCANA CORP COM 292505104 235 36,516 SH   DFND 4,5 36,516 0 0
ENCANA CORP COM 292505104 266 41,313 SH   DFND 4,5 41,313 0 0
ENDO INTL PLC SHS G30401106 90 1,300 SH   DFND 4,5,11,12 1,300 0 0
ENDO INTL PLC SHS G30401106 166 2,400 SH   DFND 4,5,11,12 2,400 0 0
ENDO INTL PLC SHS G30401106 173 2,498 SH   DFND 4,5,7 2,498 0 0
ENDO INTL PLC SHS G30401106 983 14,190 SH   DFND 4,5,7 14,190 0 0
ENDO INTL PLC SHS G30401106 1,214 17,517 SH   DFND 4,5 17,517 0 0
ENDO INTL PLC SHS G30401106 1,333 19,235 SH   DFND 4,5 19,235 0 0
ENDO INTL PLC SHS G30401106 8,549 123,400 SH   DFND 4,5,7 123,400 0 0
ENERGEN CORP COM 29265N108 25 500 SH   DFND 4,5,11,12 500 0 0
ENERGEN CORP COM 29265N108 113 2,268 SH   DFND 4,8 2,268 0 0
ENERGEN CORP COM 29265N108 303 6,074 SH   DFND 4,5 6,074 0 0
ENERGEN CORP COM 29265N108 523 10,480 SH   DFND 4,5 10,480 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 35 892 SH   DFND 4,8 892 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,181 30,509 SH   DFND 4,5 30,509 0 0
ENERPLUS CORP COM 292766102 7 1,452 SH   DFND 4,5,11,12 1,452 0 0
ENERPLUS CORP COM 292766102 10 2,071 SH   DFND   2,071 0 0
ENERPLUS CORP COM 292766102 50 10,335 SH   DFND 4,5,11,12 10,335 0 0
ENERPLUS CORP COM 292766102 62 12,718 SH   DFND 4,5 12,718 0 0
ENERPLUS CORP COM 292766102 65 13,398 SH   DFND 4,5 13,398 0 0
ENERPLUS CORP COM 292766102 91 18,819 SH   DFND 4,8 18,819 0 0
ENERPLUS CORP COM 292766102 129 26,620 SH   DFND 1,3 26,620 0 0
ENERSIS S A SPONSORED ADR 29274F104 7,658 605,892 SH   DFND 4,5 605,892 0 0
ENERSIS S A SPONSORED ADR 29274F104 8,982 710,585 SH   DFND 4,5 710,585 0 0
ENSCO PLC SHS CLASS A G3157S106 20 1,400 SH   DFND 4,5,11,12 1,400 0 0
ENSCO PLC SHS CLASS A G3157S106 107 7,600 SH   DFND 4,5,11,12 7,600 0 0
ENSCO PLC SHS CLASS A G3157S106 321 22,816 SH   DFND 4,5 22,816 0 0
ENSCO PLC SHS CLASS A G3157S106 391 27,800 SH   DFND 4,5 27,800 0 0
ENTERGY CORP NEW COM 29364G103 20 300 SH   DFND 4,6 300 0 0
ENTERGY CORP NEW COM 29364G103 72 1,100 SH   DFND 4,5,11,12 1,100 0 0
ENTERGY CORP NEW COM 29364G103 133 2,047 SH   DFND 4,8 2,047 0 0
ENTERGY CORP NEW COM 29364G103 202 3,100 SH   DFND 4,6 3,100 0 0
ENTERGY CORP NEW COM 29364G103 228 3,500 SH   DFND 4,6 3,500 0 0
ENTERGY CORP NEW COM 29364G103 260 4,000 SH   DFND 4,6 4,000 0 0
ENTERGY CORP NEW COM 29364G103 270 4,140 SH   DFND 4,5,11,12 4,140 0 0
ENTERGY CORP NEW COM 29364G103 527 8,100 SH   DFND 4,6 8,100 0 0
ENTERGY CORP NEW COM 29364G103 858 13,182 SH   DFND 4,5 13,182 0 0
ENTERGY CORP NEW COM 29364G103 1,135 17,428 SH   DFND 4,5 17,428 0 0
ENVESTNET INC CONV NT 1.75%19 29404KAA4 902 1,016,000 PRN   DFND 4,5,7 0 0 1,016,000
ENVISION HEALTHCARE HLDGS INC COM 29413U103 180 4,900 SH   DFND 4,6 4,900 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 2,367 64,325 SH   DFND 4,5 64,325 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 6,531 177,512 SH   DFND 4,5 177,512 0 0
EOG RES INC COM 26875P101 44 600 SH   DFND 4,6 600 0 0
EOG RES INC COM 26875P101 234 3,215 SH   DFND   3,215 0 0
EOG RES INC COM 26875P101 269 3,700 SH   DFND 4,6 3,700 0 0
EOG RES INC COM 26875P101 386 5,300 SH   DFND 4,5,11,12 5,300 0 0
EOG RES INC COM 26875P101 408 5,600 SH   DFND 4,5,11,12 5,600 0 0
EOG RES INC COM 26875P101 480 6,600 SH   DFND 4,6 6,600 0 0
EOG RES INC COM 26875P101 505 6,932 SH   DFND 4,6 6,932 0 0
EOG RES INC COM 26875P101 590 8,100 SH   DFND 4,6 8,100 0 0
EOG RES INC COM 26875P101 726 9,966 SH   DFND 4,8 9,966 0 0
EOG RES INC COM 26875P101 735 10,100 SH   DFND 4,6 10,100 0 0
EOG RES INC COM 26875P101 1,718 23,600 SH   DFND 1,2 23,600 0 0
EOG RES INC COM 26875P101 2,217 30,454 SH   DFND 1,3 30,454 0 0
EOG RES INC COM 26875P101 4,075 55,969 SH   DFND 4,5 55,969 0 0
EOG RES INC COM 26875P101 4,499 61,800 SH   DFND 4,6 61,800 0 0
EOG RES INC COM 26875P101 4,721 64,849 SH   DFND 4,5 64,849 0 0
EPAM SYS INC COM 29414B104 671 9,000 SH   DFND 4,5 9,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 222 4,300 SH   DFND 4,5,11,12 4,300 0 0
EPR PPTYS COM SH BEN INT 26884U109 361 7,000 SH   DFND 4,5 7,000 0 0
EQT CORP COM 26884L109 98 1,519 SH   DFND 4,8 1,519 0 0
EQT CORP COM 26884L109 208 3,205 SH   DFND   3,205 0 0
EQT CORP COM 26884L109 276 4,260 SH   DFND 4,5,11,12 4,260 0 0
EQT CORP COM 26884L109 681 10,520 SH   DFND 4,5 10,520 0 0
EQT CORP COM 26884L109 959 14,805 SH   DFND 4,5 14,805 0 0
EQT CORP COM 26884L109 3,070 47,400 SH   DFND 4,5,11,12 47,400 0 0
EQUIFAX INC COM 294429105 68 700 SH   DFND 4,5,11,12 700 0 0
EQUIFAX INC COM 294429105 139 1,428 SH   DFND 4,5,11,12 1,428 0 0
EQUIFAX INC COM 294429105 1,246 12,820 SH   DFND 4,5 12,820 0 0
EQUIFAX INC COM 294429105 1,263 13,000 SH   DFND 4,6 13,000 0 0
EQUIFAX INC COM 294429105 5,709 58,748 SH   DFND 4,5 58,748 0 0
EQUINIX INC COM PAR $0.001 29444U700 84 307 SH   DFND 4,5,11,12 307 0 0
EQUINIX INC COM PAR $0.001 29444U700 98 360 SH   DFND 4,5,11,12 360 0 0
EQUINIX INC COM PAR $0.001 29444U700 139 509 SH   DFND 4,8 509 0 0
EQUINIX INC COM PAR $0.001 29444U700 711 2,600 SH   DFND 4,8 2,600 0 0
EQUINIX INC COM PAR $0.001 29444U700 2,134 7,807 SH   DFND 4,5 7,807 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,188 18,977 SH   DFND 4,5 18,977 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 205 7,525 SH   DFND 4,5,11,12 7,525 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 379 13,900 SH   DFND 4,5 13,900 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 275 4,700 SH   DFND 4,5,11,12 4,700 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 644 11,000 SH   DFND 4,5 11,000 0 0
EQUITY ONE COM 294752100 117 4,800 SH   DFND 4,5,11,12 4,800 0 0
EQUITY ONE COM 294752100 204 8,400 SH   DFND 4,5 8,400 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 135 1,800 SH   DFND 4,5,11,12 1,800 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,135 28,422 SH   DFND 4,5,11,12 28,422 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,113 41,439 SH   DFND 4,5 41,439 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,262 70,045 SH   DFND 4,5 70,045 0 0
ESSEX PPTY TR INC COM 297178105 67 300 SH   DFND 4,5,11,12 300 0 0
ESSEX PPTY TR INC COM 297178105 1,076 4,816 SH   DFND 4,5,11,12 4,816 0 0
ESSEX PPTY TR INC COM 297178105 1,648 7,378 SH   DFND 4,5 7,378 0 0
ESSEX PPTY TR INC COM 297178105 2,940 13,160 SH   DFND 4,5 13,160 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 0 1 SH   DFND   1 0 0
EURONAV NV ANTWERPEN SHS B38564108 743 53,478 SH   DFND 4,6 53,478 0 0
EURONAV NV ANTWERPEN SHS B38564108 808 58,154 SH   DFND 4,6 58,154 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,717 123,534 SH   DFND 4,6 123,534 0 0
EVEREST RE GROUP LTD COM G3223R108 52 300 SH   DFND 4,5,11,12 300 0 0
EVEREST RE GROUP LTD COM G3223R108 197 1,136 SH   DFND 4,5,11,12 1,136 0 0
EVEREST RE GROUP LTD COM G3223R108 520 3,000 SH   DFND 4,6 3,000 0 0
EVEREST RE GROUP LTD COM G3223R108 662 3,821 SH   DFND 4,5 3,821 0 0
EVEREST RE GROUP LTD COM G3223R108 4,680 27,000 SH   DFND 4,6 27,000 0 0
EVEREST RE GROUP LTD COM G3223R108 6,193 35,725 SH   DFND 4,5 35,725 0 0
EVERSOURCE ENERGY COM 30040W108 101 2,000 SH   DFND 4,5,11,12 2,000 0 0
EVERSOURCE ENERGY COM 30040W108 282 5,565 SH   DFND 4,5,11,12 5,565 0 0
EVERSOURCE ENERGY COM 30040W108 1,519 30,000 SH   DFND 4,6 30,000 0 0
EVERSOURCE ENERGY COM 30040W108 1,805 35,659 SH   DFND 4,5 35,659 0 0
EVERSOURCE ENERGY COM 30040W108 3,724 73,558 SH   DFND 4,5 73,558 0 0
EXELIXIS INC SR SB CONV NT 19 30161QAC8 287 238,000 PRN   DFND 4,5,7 0 0 238,000
EXELIXIS INC SR SB CONV NT 19 30161QAC8 361 299,000 PRN   DFND 4,5,7 0 0 299,000
EXELON CORP COM 30161N101 74 2,500 SH   DFND 4,6 2,500 0 0
EXELON CORP COM 30161N101 85 2,868 SH   DFND 4,8 2,868 0 0
EXELON CORP COM 30161N101 119 4,000 SH   DFND 4,5,11,12 4,000 0 0
EXELON CORP COM 30161N101 223 7,500 SH   DFND 4,6 7,500 0 0
EXELON CORP COM 30161N101 251 8,457 SH   DFND 4,5,7 8,457 0 0
EXELON CORP COM 30161N101 367 12,356 SH   DFND 4,5,11,12 12,356 0 0
EXELON CORP COM 30161N101 435 14,651 SH   DFND 4,5,7 14,651 0 0
EXELON CORP COM 30161N101 555 18,700 SH   DFND 4,6 18,700 0 0
EXELON CORP COM 30161N101 820 27,600 SH   DFND 4,6 27,600 0 0
EXELON CORP COM 30161N101 2,252 75,818 SH   DFND 4,5 75,818 0 0
EXELON CORP COM 30161N101 2,665 89,740 SH   DFND 4,5 89,740 0 0
EXPEDIA INC DEL COM NEW 30212P303 26 217 SH   DFND 4,5,11,12 217 0 0
EXPEDIA INC DEL COM NEW 30212P303 71 600 SH   DFND 4,5,11,12 600 0 0
EXPEDIA INC DEL COM NEW 30212P303 76 648 SH   DFND 4,5,7 648 0 0
EXPEDIA INC DEL COM NEW 30212P303 123 1,043 SH   DFND 4,8 1,043 0 0
EXPEDIA INC DEL COM NEW 30212P303 132 1,123 SH   DFND 4,5,7 1,123 0 0
EXPEDIA INC DEL COM NEW 30212P303 377 3,200 SH   DFND 4,6 3,200 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,326 11,265 SH   DFND 4,5 11,265 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,470 12,489 SH   DFND 4,5 12,489 0 0
EXPEDITORS INTL WASH INC COM 302130109 61 1,300 SH   DFND 4,5,11,12 1,300 0 0
EXPEDITORS INTL WASH INC COM 302130109 227 4,822 SH   DFND 4,5,11,12 4,822 0 0
EXPEDITORS INTL WASH INC COM 302130109 996 21,165 SH   DFND 4,9 21,165 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,514 53,427 SH   DFND 4,5 53,427 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,277 133,401 SH   DFND 4,5 133,401 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 86 1,065 SH   DFND 4,8 1,065 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 97 1,200 SH   DFND 4,6 1,200 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 99 1,228 SH   DFND 4,5,7 1,228 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 211 2,600 SH   DFND 4,6 2,600 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 256 3,168 SH   DFND 4,8 3,168 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 291 3,593 SH   DFND 4,6 3,593 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 486 6,000 SH   DFND 4,6 6,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 636 7,857 SH   DFND 4,6 7,857 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,133 14,000 SH   DFND 4,6 14,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,211 14,954 SH   DFND 4,5,11,12 14,954 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,273 15,718 SH   DFND 4,6 15,718 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,352 16,700 SH   DFND 4,6 16,700 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 5,230 64,604 SH   DFND 4,5 64,604 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,653 94,524 SH   DFND 4,5 94,524 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 37,278 460,453 SH   DFND 4,5,11,12 460,453 0 0
EXTENDED STAY AMER INC SHS 1 COM 1 CL B 30224P200 126 7,500 SH   DFND 4,5 7,500 0 0
EXTRA SPACE STORAGE INC COM 30225T102 108 1,400 SH   DFND 4,5,11,12 1,400 0 0
EXTRA SPACE STORAGE INC COM 30225T102 310 4,012 SH   DFND 4,6 4,012 0 0
EXTRA SPACE STORAGE INC COM 30225T102 586 7,600 SH   DFND 4,5,11,12 7,600 0 0
EXTRA SPACE STORAGE INC COM 30225T102 710 9,200 SH   DFND 4,5 9,200 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,326 30,147 SH   DFND 4,5 30,147 0 0
EXXON MOBIL CORP COM 30231G102 70 943 SH   DFND 4,8 943 0 0
EXXON MOBIL CORP COM 30231G102 78 1,050 SH   DFND   1,050 0 0
EXXON MOBIL CORP COM 30231G102 98 1,322 SH   DFND 4,8 1,322 0 0
EXXON MOBIL CORP COM 30231G102 245 3,300 SH   DFND 1 3,300 0 0
EXXON MOBIL CORP COM 30231G102 335 4,500 SH   DFND   4,500 0 0
EXXON MOBIL CORP COM 30231G102 416 5,592 SH   DFND 4,8 5,592 0 0
EXXON MOBIL CORP COM 30231G102 517 6,950 SH   DFND 4,6 6,950 0 0
EXXON MOBIL CORP COM 30231G102 691 9,300 SH   DFND 4,6 9,300 0 0
EXXON MOBIL CORP COM 30231G102 691 9,300 SH   DFND   9,300 0 0
EXXON MOBIL CORP COM 30231G102 967 13,000 SH   DFND 4,6 13,000 0 0
EXXON MOBIL CORP COM 30231G102 1,019 13,700 SH   DFND 4,6 13,700 0 0
EXXON MOBIL CORP COM 30231G102 1,323 17,800 SH   DFND 4,6 17,800 0 0
EXXON MOBIL CORP COM 30231G102 1,618 21,768 SH   DFND 4,6 21,768 0 0
EXXON MOBIL CORP COM 30231G102 1,956 26,306 SH   DFND 4,6 26,306 0 0
EXXON MOBIL CORP COM 30231G102 2,195 29,519 SH   DFND 1,2 29,519 0 0
EXXON MOBIL CORP COM 30231G102 3,428 46,107 SH   DFND 4,6 46,107 0 0
EXXON MOBIL CORP COM 30231G102 3,718 50,000 SH   DFND 4,6 50,000 0 0
EXXON MOBIL CORP COM 30231G102 4,601 61,881 SH   DFND 4,6 61,881 0 0
EXXON MOBIL CORP COM 30231G102 5,130 69,001 SH   DFND 4,5,11,12 69,001 0 0
EXXON MOBIL CORP COM 30231G102 5,658 76,100 SH   DFND 4,6 76,100 0 0
EXXON MOBIL CORP COM 30231G102 6,037 81,200 SH   DFND 4,6 81,200 0 0
EXXON MOBIL CORP COM 30231G102 13,467 181,125 SH   DFND 4,6 181,125 0 0
EXXON MOBIL CORP COM 30231G102 39,896 536,601 SH   DFND 4,5 536,601 0 0
EXXON MOBIL CORP COM 30231G102 50,999 685,925 SH   DFND 4,5 685,925 0 0
EXXON MOBIL CORP COM 30231G102 58,878 791,904 SH   DFND 4,5,11,12 791,904 0 0
F M C CORP COM NEW 302491303 37 1,100 SH   DFND 4,5,11,12 1,100 0 0
F M C CORP COM NEW 302491303 146 4,312 SH   DFND 4,5,11,12 4,312 0 0
F M C CORP COM NEW 302491303 176 5,200 SH   DFND 4,6 5,200 0 0
F M C CORP COM NEW 302491303 324 9,542 SH   DFND 4,5 9,542 0 0
F M C CORP COM NEW 302491303 361 10,635 SH   DFND 4,5 10,635 0 0
F5 NETWORKS INC COM 315616102 45 392 SH   DFND 4,5,11,12 392 0 0
F5 NETWORKS INC COM 315616102 58 500 SH   DFND 4,5,11,12 500 0 0
F5 NETWORKS INC COM 315616102 75 647 SH   DFND   647 0 0
F5 NETWORKS INC COM 315616102 382 3,300 SH   DFND 4,6 3,300 0 0
F5 NETWORKS INC COM 315616102 6,627 57,229 SH   DFND 4,5 57,229 0 0
F5 NETWORKS INC COM 315616102 14,428 124,590 SH   DFND 4,5 124,590 0 0
FACEBOOK INC CL A 30303M102 63 699 SH   DFND   699 0 0
FACEBOOK INC CL A 30303M102 69 768 SH   DFND   768 0 0
FACEBOOK INC CL A 30303M102 261 2,900 SH   DFND 4,6 2,900 0 0
FACEBOOK INC CL A 30303M102 450 5,000 SH   DFND 4,6 5,000 0 0
FACEBOOK INC CL A 30303M102 566 6,293 SH   DFND 4,1 6,293 0 0
FACEBOOK INC CL A 30303M102 1,016 11,300 SH   DFND 4,5,11,12 11,300 0 0
FACEBOOK INC CL A 30303M102 1,720 19,131 SH   DFND 4,9 19,131 0 0
FACEBOOK INC CL A 30303M102 2,301 25,600 SH   DFND 4,5,11,12 25,600 0 0
FACEBOOK INC CL A 30303M102 2,499 27,800 SH   DFND 4,6 27,800 0 0
FACEBOOK INC CL A 30303M102 2,895 32,200 SH   DFND 4,6 32,200 0 0
FACEBOOK INC CL A 30303M102 8,046 89,500 SH   DFND 4,6 89,500 0 0
FACEBOOK INC CL A 30303M102 14,569 162,062 SH   DFND 1,2 162,062 0 0
FACEBOOK INC CL A 30303M102 18,315 203,728 SH   DFND 4,5 203,728 0 0
FACEBOOK INC CL A 30303M102 27,119 301,657 SH   DFND 4,5 301,657 0 0
FACEBOOK INC CL A 30303M102 34,325 381,810 SH   DFND 1,3 381,810 0 0
FACTSET RESH SYS INC COM 303075105 622 3,890 SH   DFND 4,9 3,890 0 0
FACTSET RESH SYS INC COM 303075105 1,639 10,256 SH   DFND 4,5 10,256 0 0
FAIR ISAAC CORP COM 303250104 1,105 13,080 SH   DFND 1,3 13,080 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 213 15,145 SH   DFND 4,5 15,145 0 0
FASTENAL CO COM 311900104 62 1,700 SH   DFND 4,5,11,12 1,700 0 0
FASTENAL CO COM 311900104 64 1,742 SH   DFND 4,5,11,12 1,742 0 0
FASTENAL CO COM 311900104 1,329 36,310 SH   DFND 4,5 36,310 0 0
FASTENAL CO COM 311900104 5,240 143,139 SH   DFND 4,5 143,139 0 0
FBL FINL GROUP INC CL A 30239F106 197 3,200 SH   DFND 4,6 3,200 0 0
FBL FINL GROUP INC CL A 30239F106 693 11,266 SH   DFND 4,5 11,266 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 55 400 SH   DFND 4,5,11,12 400 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 809 5,932 SH   DFND 4,5,11,12 5,932 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,168 8,560 SH   DFND 4,5 8,560 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,930 14,141 SH   DFND 4,5 14,141 0 0
FEDERATED INVS INC PA CL B 314211103 219 7,567 SH   DFND 4,5 7,567 0 0
FEDEX CORP COM 31428X106 0 1 SH   DFND 4,5,7 1 0 0
FEDEX CORP COM 31428X106 0 3 SH   DFND 4,5,7 3 0 0
FEDEX CORP COM 31428X106 50 350 SH   DFND 4,6 350 0 0
FEDEX CORP COM 31428X106 216 1,500 SH   DFND 4,5,11,12 1,500 0 0
FEDEX CORP COM 31428X106 242 1,682 SH   DFND   1,682 0 0
FEDEX CORP COM 31428X106 403 2,797 SH   DFND 4,5,11,12 2,797 0 0
FEDEX CORP COM 31428X106 432 3,000 SH   DFND 4,6 3,000 0 0
FEDEX CORP COM 31428X106 518 3,600 SH   DFND 4,6 3,600 0 0
FEDEX CORP COM 31428X106 562 3,900 SH   DFND 4,6 3,900 0 0
FEDEX CORP COM 31428X106 594 4,128 SH   DFND 4,6 4,128 0 0
FEDEX CORP COM 31428X106 674 4,682 SH   DFND 1,3 4,682 0 0
FEDEX CORP COM 31428X106 700 4,860 SH   DFND   4,860 0 0
FEDEX CORP COM 31428X106 2,962 20,570 SH   DFND 4,5 20,570 0 0
FEDEX CORP COM 31428X106 3,782 26,268 SH   DFND 1,2 26,268 0 0
FEDEX CORP COM 31428X106 4,917 34,151 SH   DFND 4,6 34,151 0 0
FEDEX CORP COM 31428X106 18,463 128,231 SH   DFND 4,5 128,231 0 0
FELCOR LODGING TR INC COM 31430F101 53 7,450 SH   DFND 4,5,11,12 7,450 0 0
FELCOR LODGING TR INC COM 31430F101 115 16,200 SH   DFND 4,5 16,200 0 0
FERRO CORP COM 315405100 3,665 334,739 SH   DFND 4,5,7 334,739 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 21 1,620 SH   DFND 1 1,620 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 31 2,378 SH   DFND   2,378 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 35 2,633 SH   DFND 4,9 2,633 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 49 3,700 SH   DFND 4,5 3,700 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 73 5,499 SH   DFND 4,5,11,12 5,499 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 85 6,409 SH   DFND 4,9 6,409 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 86 6,543 SH   DFND 4,6 6,543 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 89 6,700 SH   DFND 4,5 6,700 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 90 6,849 SH   DFND 4,6 6,849 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 103 7,771 SH   DFND 4,8 7,771 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 164 12,429 SH   DFND 4,6 12,429 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 168 12,719 SH   DFND 4,5,11,12 12,719 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 203 15,356 SH   DFND 4,6 15,356 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 204 15,410 SH   DFND 4,6 15,410 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 313 23,700 SH   DFND 4,5 23,700 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 392 29,641 SH   DFND 4,6 29,641 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 396 29,998 SH   DFND 4,6 29,998 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 445 33,658 SH   DFND 4,6 33,658 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 483 36,570 SH   DFND 4,6 36,570 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 760 57,569 SH   DFND 4,6 57,569 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 845 63,966 SH   DFND 4,6 63,966 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 852 64,517 SH   DFND 4,6 64,517 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 893 67,636 SH   DFND 4,6 67,636 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,184 89,592 SH   DFND 4,6 89,592 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,377 104,208 SH   DFND 4,6 104,208 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,514 114,574 SH   DFND 4,6 114,574 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 2,065 156,297 SH   DFND 4,6 156,297 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 2,120 160,500 SH   DFND 4,5 160,500 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 2,553 193,238 SH   DFND 1,2 193,238 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 3,500 264,971 SH   DFND 4,6 264,971 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 4,068 307,968 SH   DFND 4,5,7 307,968 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 7,490 567,000 SH   DFND 4,5 567,000 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 13,299 1,006,772 SH   DFND 1,3 1,006,772 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 21,125 1,599,178 SH   DFND 4,5 1,599,178 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 51,090 3,867,545 SH   DFND 4,5 3,867,545 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 983 72,500 SH   DFND 4,5 72,500 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 2,148 158,400 SH   DFND 4,5 158,400 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 101 2,860 SH   DFND 4,8 2,860 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 229 6,458 SH   DFND 4,5,11,12 6,458 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 369 10,400 SH   DFND 4,6 10,400 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 867 24,431 SH   DFND 4,5 24,431 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 981 27,659 SH   DFND 4,5 27,659 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 12,092 340,900 SH   DFND 4,5,11,12 340,900 0 0
FIDELITY NATIONAL FINANCIAL IN FNFV GROUP COM 31620R402 41 3,466 SH   DFND 4,6 3,466 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 94 1,400 SH   DFND 4,5,11,12 1,400 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 98 1,456 SH   DFND 4,8 1,456 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 236 3,516 SH   DFND 4,5,7 3,516 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 244 3,630 SH   DFND 4,5,7 3,630 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 357 5,320 SH   DFND 4,5,11,12 5,320 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 1,891 28,188 SH   DFND 4,5 28,188 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 2,272 33,869 SH   DFND 4,5 33,869 0 0
FIFTH THIRD BANCORP COM 316773100 71 3,731 SH   DFND 4,8 3,731 0 0
FIFTH THIRD BANCORP COM 316773100 113 5,981 SH   DFND 4,8 5,981 0 0
FIFTH THIRD BANCORP COM 316773100 301 15,913 SH   DFND 4,5,11,12 15,913 0 0
FIFTH THIRD BANCORP COM 316773100 1,466 77,511 SH   DFND 4,5 77,511 0 0
FIFTH THIRD BANCORP COM 316773100 2,861 151,306 SH   DFND 4,5 151,306 0 0
FIFTH THIRD BANCORP COM 316773100 17,870 945,020 SH   DFND 4,5,11,12 945,020 0 0
FIREEYE INC COM 31816Q101 60 1,900 SH   DFND 4,5 1,900 0 0
FIREEYE INC COM 31816Q101 76 2,400 SH   DFND 4,5 2,400 0 0
FIREEYE INC COM 31816Q101 521 16,362 SH   DFND 4,5,7 16,362 0 0
FIRST AMERN FINL CORP COM 31847R102 1,616 41,349 SH   DFND 4,5 41,349 0 0
FIRST HORIZON NATL CORP COM 320517105 2,518 177,555 SH   DFND 4,5 177,555 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 134 6,400 SH   DFND 4,5,11,12 6,400 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 289 13,800 SH   DFND 4,5 13,800 0 0
FIRST POTOMAC RLTY TR COM 33610F109 57 5,200 SH   DFND 4,5,11,12 5,200 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 69 1,100 SH   DFND 4,5,11,12 1,100 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 554 8,823 SH   DFND 4,5 8,823 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 1,029 16,400 SH   DFND 4,5 16,400 0 0
FIRST SOLAR INC COM 336433107 55 1,297 SH   DFND 4,5 1,297 0 0
FIRST SOLAR INC COM 336433107 81 1,894 SH   DFND   1,894 0 0
FIRST SOLAR INC COM 336433107 470 11,000 SH   DFND 4,6 11,000 0 0
FIRSTENERGY CORP COM 337932107 81 2,600 SH   DFND 4,5,11,12 2,600 0 0
FIRSTENERGY CORP COM 337932107 83 2,659 SH   DFND 4,5,11,12 2,659 0 0
FIRSTENERGY CORP COM 337932107 166 5,293 SH   DFND 4,8 5,293 0 0
FIRSTENERGY CORP COM 337932107 751 24,000 SH   DFND 4,6 24,000 0 0
FIRSTENERGY CORP COM 337932107 964 30,777 SH   DFND 4,5 30,777 0 0
FIRSTENERGY CORP COM 337932107 1,234 39,404 SH   DFND 4,5 39,404 0 0
FISERV INC COM 337738108 116 1,334 SH   DFND 4,8 1,334 0 0
FISERV INC COM 337738108 139 1,600 SH   DFND 4,5,11,12 1,600 0 0
FISERV INC COM 337738108 317 3,656 SH   DFND 4,5,11,12 3,656 0 0
FISERV INC COM 337738108 736 8,501 SH   DFND 1,3 8,501 0 0
FISERV INC COM 337738108 1,894 21,870 SH   DFND 4,5 21,870 0 0
FISERV INC COM 337738108 3,575 41,274 SH   DFND 4,5 41,274 0 0
FISERV INC COM 337738108 10,749 124,109 SH   DFND 1,2 124,109 0 0
FITBIT INC CL A 33812L102 113 3,000 SH   DFND 4,5 3,000 0 0
FITBIT INC CL A 33812L102 805 21,364 SH   DFND 4,6 21,364 0 0
FITBIT INC CL A 33812L102 1,494 39,630 SH   DFND 4,6 39,630 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 55 400 SH   DFND 4,5,11,12 400 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 193 1,400 SH   DFND 4,5,11,12 1,400 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 752 5,466 SH   DFND 4,5 5,466 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 921 6,693 SH   DFND 4,5 6,693 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 45 4,300 SH   DFND 4,5,11,12 4,300 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 130 12,298 SH   DFND 4,5,11,12 12,298 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 149 14,138 SH   DFND 4,8 14,138 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 568 53,853 SH   DFND 4,5 53,853 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,686 254,800 SH   DFND 4,5 254,800 0 0
FLIR SYS INC COM 302445101 28 1,000 SH   DFND 4,5,11,12 1,000 0 0
FLIR SYS INC COM 302445101 98 3,498 SH   DFND 4,5,11,12 3,498 0 0
FLIR SYS INC COM 302445101 267 9,523 SH   DFND 4,5 9,523 0 0
FLIR SYS INC COM 302445101 383 13,700 SH   DFND 4,5 13,700 0 0
FLOWSERVE CORP COM 34354P105 12 300 SH   DFND   300 0 0
FLOWSERVE CORP COM 34354P105 37 900 SH   DFND 4,5,11,12 900 0 0
FLOWSERVE CORP COM 34354P105 60 1,461 SH   DFND 4,5,11,12 1,461 0 0
FLOWSERVE CORP COM 34354P105 123 3,000 SH   DFND 4,6 3,000 0 0
FLOWSERVE CORP COM 34354P105 575 13,977 SH   DFND 4,5 13,977 0 0
FLOWSERVE CORP COM 34354P105 2,581 62,733 SH   DFND 4,5 62,733 0 0
FLUOR CORP NEW COM 343412102 17 400 SH   DFND 4,5,11,12 400 0 0
FLUOR CORP NEW COM 343412102 50 1,183 SH   DFND 4,5,11,12 1,183 0 0
FLUOR CORP NEW COM 343412102 408 9,629 SH   DFND 4,5 9,629 0 0
FLUOR CORP NEW COM 343412102 3,006 70,975 SH   DFND 4,5 70,975 0 0
FMC TECHNOLOGIES INC COM 30249U101 70 2,273 SH   DFND 4,8 2,273 0 0
FMC TECHNOLOGIES INC COM 30249U101 162 5,240 SH   DFND 4,5,11,12 5,240 0 0
FMC TECHNOLOGIES INC COM 30249U101 886 28,574 SH   DFND 4,5 28,574 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,812 58,438 SH   DFND 4,5 58,438 0 0
FMC TECHNOLOGIES INC COM 30249U101 9,136 294,700 SH   DFND 4,5,11,12 294,700 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 20,105 225,269 SH   DFND 4,5 225,269 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 32,558 364,793 SH   DFND 4,5 364,793 0 0
FOOT LOCKER INC COM 344849104 114 1,583 SH   DFND   1,583 0 0
FOOT LOCKER INC COM 344849104 284 3,942 SH   DFND 4,8 3,942 0 0
FOOT LOCKER INC COM 344849104 317 4,410 SH   DFND   4,410 0 0
FOOT LOCKER INC COM 344849104 573 7,960 SH   DFND 4,5,11,12 7,960 0 0
FOOT LOCKER INC COM 344849104 1,152 16,000 SH   DFND 4,5 16,000 0 0
FOOT LOCKER INC COM 344849104 1,295 18,000 SH   DFND 4,6 18,000 0 0
FOOT LOCKER INC COM 344849104 2,778 38,601 SH   DFND 4,5 38,601 0 0
FOOT LOCKER INC COM 344849104 42,398 589,100 SH   DFND 4,5,11,12 589,100 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 33 2,400 SH   DFND 4,6 2,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 100 7,371 SH   DFND 4,8 7,371 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 354 26,088 SH   DFND 4,6 26,088 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 366 27,000 SH   DFND 4,6 27,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 372 27,400 SH   DFND 4,6 27,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 576 42,455 SH   DFND 4,6 42,455 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 694 51,148 SH   DFND 4,5,11,12 51,148 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,862 210,928 SH   DFND 4,6 210,928 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4,598 338,808 SH   DFND 4,5 338,808 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,159 453,900 SH   DFND 4,5,11,12 453,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 12,480 919,704 SH   DFND 4,5 919,704 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 634 31,500 SH   DFND 4,5 31,500 0 0
FORTINET INC COM 34959E109 552 13,000 SH   DFND 4,5 13,000 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 85 1,800 SH   DFND 4,5,11,12 1,800 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 422 8,900 SH   DFND 4,5 8,900 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 3,768 79,368 SH   DFND 4,5 79,368 0 0
FOSSIL GROUP INC COM 34988V106 44 779 SH   DFND 4,5 779 0 0
FRANCO NEVADA CORP COM 351858105 35 800 SH   DFND 4,5,11,12 800 0 0
FRANCO NEVADA CORP COM 351858105 77 1,746 SH   DFND 4,5,11,12 1,746 0 0
FRANCO NEVADA CORP COM 351858105 554 12,577 SH   DFND 4,5 12,577 0 0
FRANCO NEVADA CORP COM 351858105 564 12,815 SH   DFND 4,6 12,815 0 0
FRANCO NEVADA CORP COM 351858105 4,045 91,899 SH   DFND 4,5 91,899 0 0
FRANCO NEVADA CORP COM 351858105 5,289 120,152 SH   DFND 4,6 120,152 0 0
FRANKLIN RES INC COM 354613101 30 800 SH   DFND 4,6 800 0 0
FRANKLIN RES INC COM 354613101 101 2,700 SH   DFND 4,5,11,12 2,700 0 0
FRANKLIN RES INC COM 354613101 188 5,050 SH   DFND 4,6 5,050 0 0
FRANKLIN RES INC COM 354613101 223 5,991 SH   DFND 4,5,11,12 5,991 0 0
FRANKLIN RES INC COM 354613101 388 10,400 SH   DFND 4,6 10,400 0 0
FRANKLIN RES INC COM 354613101 689 18,500 SH   DFND 4,6 18,500 0 0
FRANKLIN RES INC COM 354613101 1,421 38,136 SH   DFND 4,5 38,136 0 0
FRANKLIN RES INC COM 354613101 2,629 70,556 SH   DFND 4,6 70,556 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 96 8,900 SH   DFND 4,5 8,900 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 96 8,900 SH   DFND 4,5,11,12 8,900 0 0
FREEPORT-MCMORAN INC CL B 35671D857 15 1,500 SH   DFND 4,5 1,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 30 3,119 SH   DFND 4,8 3,119 0 0
FREEPORT-MCMORAN INC CL B 35671D857 46 4,742 SH   DFND 4,8 4,742 0 0
FREEPORT-MCMORAN INC CL B 35671D857 186 19,216 SH   DFND 4,5,11,12 19,216 0 0
FREEPORT-MCMORAN INC CL B 35671D857 497 51,287 SH   DFND 4,5 51,287 0 0
FREEPORT-MCMORAN INC CL B 35671D857 774 79,900 SH   DFND 4,6 79,900 0 0
FREEPORT-MCMORAN INC CL B 35671D857 911 93,964 SH   DFND 4,5 93,964 0 0
FREEPORT-MCMORAN INC CL B 35671D857 991 102,300 SH   DFND 4,5 102,300 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,989 308,500 SH   DFND 4,6 308,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 5,756 594,044 SH   DFND 4,5,11,12 594,044 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 18 500 SH   DFND 4,5,11,12 500 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 99 2,700 SH   DFND 4,5 2,700 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 656 17,923 SH   DFND 4,1 17,923 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 825 22,557 SH   DFND 4,5 22,557 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 22 4,700 SH   DFND 4,6 4,700 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 30 6,300 SH   DFND 4,5,11,12 6,300 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 167 35,100 SH   DFND 4,5,11,12 35,100 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 477 100,376 SH   DFND 4,5 100,376 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 508 106,973 SH   DFND 4,5 106,973 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 1,354 14,533 SH   DFND 4,5,7 14,533 0 0
FX ENERGY INC COM 302695101 13 13,652 SH   DFND 4,5 13,652 0 0
FX ENERGY INC COM 302695101 71 75,053 SH   DFND 4,5 75,053 0 0
GALLAGHER ARTHUR J & CO COM 363576109 458 11,104 SH   DFND 4,5 11,104 0 0
GALLAGHER ARTHUR J & CO COM 363576109 779 18,875 SH   DFND 4,5 18,875 0 0
GAMESTOP CORP NEW CL A 36467W109 10 242 SH   DFND 4,5,11,12 242 0 0
GAMESTOP CORP NEW CL A 36467W109 37 900 SH   DFND 4,5,11,12 900 0 0
GAMESTOP CORP NEW CL A 36467W109 2,261 54,872 SH   DFND 4,5 54,872 0 0
GAMESTOP CORP NEW CL A 36467W109 3,215 78,018 SH   DFND 4,5 78,018 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 160 5,400 SH   DFND 4,5,11,12 5,400 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 171 5,742 SH   DFND 4,5,7 5,742 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 294 9,906 SH   DFND 4,5,7 9,906 0 0
GAP INC DEL COM 364760108 46 1,624 SH   DFND 4,8 1,624 0 0
GAP INC DEL COM 364760108 229 8,033 SH   DFND 4,5,11,12 8,033 0 0
GAP INC DEL COM 364760108 715 25,103 SH   DFND 4,5 25,103 0 0
GAP INC DEL COM 364760108 5,837 204,800 SH   DFND 4,5,11,12 204,800 0 0
GAP INC DEL COM 364760108 19,213 674,141 SH   DFND 4,5 674,141 0 0
GARMIN LTD SHS H2906T109 25 700 SH   DFND 4,5,11,12 700 0 0
GARMIN LTD SHS H2906T109 62 1,734 SH   DFND 4,8 1,734 0 0
GARMIN LTD SHS H2906T109 156 4,339 SH   DFND 4,5,11,12 4,339 0 0
GARMIN LTD SHS H2906T109 410 11,427 SH   DFND 4,5 11,427 0 0
GARMIN LTD SHS H2906T109 428 11,915 SH   DFND 4,5 11,915 0 0
GARTNER INC COM 366651107 109 1,300 SH   DFND 4,5,11,12 1,300 0 0
GARTNER INC COM 366651107 571 6,809 SH   DFND 4,5 6,809 0 0
GARTNER INC COM 366651107 1,481 17,651 SH   DFND 4,5 17,651 0 0
GATX CORP COM 361448103 579 13,106 SH   DFND 4,5 13,106 0 0
GENERAL DYNAMICS CORP COM 369550108 179 1,300 SH   DFND 4,5,11,12 1,300 0 0
GENERAL DYNAMICS CORP COM 369550108 659 4,778 SH   DFND 4,5,11,12 4,778 0 0
GENERAL DYNAMICS CORP COM 369550108 3,481 25,235 SH   DFND 4,5 25,235 0 0
GENERAL DYNAMICS CORP COM 369550108 18,146 131,540 SH   DFND 4,5 131,540 0 0
GENERAL ELECTRIC CO COM 369604103 11 446 SH   DFND   446 0 0
GENERAL ELECTRIC CO COM 369604103 25 1,000 SH   DFND 4,8 1,000 0 0
GENERAL ELECTRIC CO COM 369604103 119 4,700 SH   DFND 1 4,700 0 0
GENERAL ELECTRIC CO COM 369604103 221 8,750 SH   DFND 4,8 8,750 0 0
GENERAL ELECTRIC CO COM 369604103 325 12,900 SH   DFND 4,6 12,900 0 0
GENERAL ELECTRIC CO COM 369604103 355 14,062 SH   DFND 4,8 14,062 0 0
GENERAL ELECTRIC CO COM 369604103 395 15,658 SH   DFND   15,658 0 0
GENERAL ELECTRIC CO COM 369604103 426 16,900 SH   DFND 4,6 16,900 0 0
GENERAL ELECTRIC CO COM 369604103 449 17,800 SH   DFND 4,6 17,800 0 0
GENERAL ELECTRIC CO COM 369604103 464 18,388 SH   DFND   18,388 0 0
GENERAL ELECTRIC CO COM 369604103 633 25,100 SH   DFND 4,8 25,100 0 0
GENERAL ELECTRIC CO COM 369604103 1,203 47,710 SH   DFND   47,710 0 0
GENERAL ELECTRIC CO COM 369604103 1,337 53,000 SH   DFND 4,6 53,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,438 57,000 SH   DFND 4,6 57,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,932 76,600 SH   DFND 4,5 76,600 0 0
GENERAL ELECTRIC CO COM 369604103 3,015 119,555 SH   DFND 4,6 119,555 0 0
GENERAL ELECTRIC CO COM 369604103 3,643 144,465 SH   DFND 4,5,11,12 144,465 0 0
GENERAL ELECTRIC CO COM 369604103 3,838 152,200 SH   DFND 4,6 152,200 0 0
GENERAL ELECTRIC CO COM 369604103 10,455 414,535 SH   DFND 1,2 414,535 0 0
GENERAL ELECTRIC CO COM 369604103 11,838 469,400 SH   DFND 4,6 469,400 0 0
GENERAL ELECTRIC CO COM 369604103 41,799 1,657,392 SH   DFND 1,3 1,657,392 0 0
GENERAL ELECTRIC CO COM 369604103 52,225 2,070,789 SH   DFND 4,5,11,12 2,070,789 0 0
GENERAL ELECTRIC CO COM 369604103 77,738 3,082,412 SH   DFND 4,5 3,082,412 0 0
GENERAL ELECTRIC CO COM 369604103 130,843 5,188,063 SH   DFND 4,5 5,188,063 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 68 2,600 SH   DFND 4,5,11,12 2,600 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,025 39,466 SH   DFND 4,5,11,12 39,466 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,544 59,464 SH   DFND 4,5 59,464 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 3,386 130,374 SH   DFND 4,5 130,374 0 0
GENERAL MLS INC COM 370334104 73 1,300 SH   DFND 4,6 1,300 0 0
GENERAL MLS INC COM 370334104 93 1,648 SH   DFND 4,8 1,648 0 0
GENERAL MLS INC COM 370334104 107 1,900 SH   DFND   1,900 0 0
GENERAL MLS INC COM 370334104 219 3,900 SH   DFND 4,5,11,12 3,900 0 0
GENERAL MLS INC COM 370334104 410 7,297 SH   DFND 4,5,11,12 7,297 0 0
GENERAL MLS INC COM 370334104 438 7,800 SH   DFND 4,6 7,800 0 0
GENERAL MLS INC COM 370334104 465 8,280 SH   DFND   8,280 0 0
GENERAL MLS INC COM 370334104 565 10,069 SH   DFND 4,6 10,069 0 0
GENERAL MLS INC COM 370334104 775 13,800 SH   DFND 4,6 13,800 0 0
GENERAL MLS INC COM 370334104 820 14,600 SH   DFND 4,6 14,600 0 0
GENERAL MLS INC COM 370334104 5,807 103,454 SH   DFND 4,5 103,454 0 0
GENERAL MLS INC COM 370334104 14,073 250,717 SH   DFND 4,5 250,717 0 0
GENERAL MTRS CO COM 37045V100 0 5 SH   DFND 1 5 0 0
GENERAL MTRS CO COM 37045V100 3 101 SH   DFND 1,3 101 0 0
GENERAL MTRS CO COM 37045V100 57 1,900 SH   DFND 4,6 1,900 0 0
GENERAL MTRS CO COM 37045V100 58 1,927 SH   DFND 4,5,7 1,927 0 0
GENERAL MTRS CO COM 37045V100 193 6,429 SH   DFND 4,5,7 6,429 0 0
GENERAL MTRS CO COM 37045V100 201 6,700 SH   DFND 4,5,11,12 6,700 0 0
GENERAL MTRS CO COM 37045V100 222 7,400 SH   DFND 4,6 7,400 0 0
GENERAL MTRS CO COM 37045V100 279 9,301 SH   DFND   9,301 0 0
GENERAL MTRS CO COM 37045V100 372 12,391 SH   DFND 4,8 12,391 0 0
GENERAL MTRS CO COM 37045V100 403 13,408 SH   DFND 4,6 13,408 0 0
GENERAL MTRS CO COM 37045V100 540 18,000 SH   DFND 4,6 18,000 0 0
GENERAL MTRS CO COM 37045V100 613 20,426 SH   DFND 4,5,11,12 20,426 0 0
GENERAL MTRS CO COM 37045V100 615 20,500 SH   DFND 4,6 20,500 0 0
GENERAL MTRS CO COM 37045V100 708 23,600 SH   DFND 4,6 23,600 0 0
GENERAL MTRS CO COM 37045V100 720 24,000 SH   DFND 4,6 24,000 0 0
GENERAL MTRS CO COM 37045V100 4,413 147,011 SH   DFND 4,5 147,011 0 0
GENERAL MTRS CO COM 37045V100 6,427 214,086 SH   DFND 4,5 214,086 0 0
GENERAL MTRS CO COM 37045V100 7,325 244,000 SH   DFND 4,6 244,000 0 0
GENERAL MTRS CO WT EXP 071016 37045V118 0 5 SH Call DFND 1 0 0 5
GENERAL MTRS CO WT EXP 071016 37045V118 2 91 SH Call DFND 1,3 0 0 91
GENERAL MTRS CO WT EXP 071016 37045V118 104 5,121 SH Call DFND 1,2 0 0 5,121
GENERAL MTRS CO WT EXP 071019 37045V126 0 5 SH Call DFND 1 0 0 5
GENERAL MTRS CO WT EXP 071019 37045V126 1 91 SH Call DFND 1,3 0 0 91
GENERAL MTRS CO WT EXP 071019 37045V126 68 5,121 SH Call DFND 1,2 0 0 5,121
GENERAL MTRS CO WT EXP 123115 37045V134 0 6,815 SH Call DFND 4,5,7 0 0 6,815
GENTEX CORP COM 371901109 206 13,283 SH   DFND 4,5 13,283 0 0
GENUINE PARTS CO COM 372460105 75 900 SH   DFND 4,5,11,12 900 0 0
GENUINE PARTS CO COM 372460105 80 966 SH   DFND 4,8 966 0 0
GENUINE PARTS CO COM 372460105 99 1,192 SH   DFND 4,5,11,12 1,192 0 0
GENUINE PARTS CO COM 372460105 1,215 14,662 SH   DFND 4,5 14,662 0 0
GENUINE PARTS CO COM 372460105 1,387 16,727 SH   DFND 4,5 16,727 0 0
GENWORTH FINL INC COM CL A 37247D106 22 4,699 SH   DFND 4,5,7 4,699 0 0
GENWORTH FINL INC COM CL A 37247D106 55 11,964 SH   DFND 4,5 11,964 0 0
GEO GROUP INC NEW COM 36162J106 131 4,400 SH   DFND 4,5,11,12 4,400 0 0
GERDAU S A SPON ADR REP PFD 373737105 665 485,400 SH   DFND 4,5 485,400 0 0
GERDAU S A SPON ADR REP PFD 373737105 1,104 805,800 SH   DFND 4,5 805,800 0 0
GERDAU S A SPON ADR REP PFD 373737105 1,600 1,167,911 SH   DFND 1,3 1,167,911 0 0
GETTY RLTY CORP NEW COM 374297109 25 1,600 SH   DFND 4,5,11,12 1,600 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 0 1 SH   DFND 1,3 1 0 0
GILDAN ACTIVEWEAR INC COM 375916103 83 2,740 SH   DFND   2,740 0 0
GILDAN ACTIVEWEAR INC COM 375916103 200 6,626 SH   DFND 4,8 6,626 0 0
GILDAN ACTIVEWEAR INC COM 375916103 575 19,062 SH   DFND 4,5,11,12 19,062 0 0
GILDAN ACTIVEWEAR INC COM 375916103 721 23,918 SH   DFND 4,5 23,918 0 0
GILDAN ACTIVEWEAR INC COM 375916103 913 30,278 SH   DFND 4,5 30,278 0 0
GILDAN ACTIVEWEAR INC COM 375916103 19,097 633,200 SH   DFND 4,5,11,12 633,200 0 0
GILEAD SCIENCES INC COM 375558103 137 1,400 SH   DFND   1,400 0 0
GILEAD SCIENCES INC COM 375558103 145 1,480 SH   DFND   1,480 0 0
GILEAD SCIENCES INC COM 375558103 226 2,300 SH   DFND 4,6 2,300 0 0
GILEAD SCIENCES INC COM 375558103 227 2,314 SH   DFND 4,8 2,314 0 0
GILEAD SCIENCES INC COM 375558103 393 4,000 SH   DFND 4,6 4,000 0 0
GILEAD SCIENCES INC COM 375558103 589 6,000 SH   DFND 4,6 6,000 0 0
GILEAD SCIENCES INC COM 375558103 589 6,000 SH   DFND 4,6 6,000 0 0
GILEAD SCIENCES INC COM 375558103 765 7,790 SH   DFND   7,790 0 0
GILEAD SCIENCES INC COM 375558103 884 9,000 SH   DFND 4,6 9,000 0 0
GILEAD SCIENCES INC COM 375558103 1,365 13,900 SH   DFND 4,6 13,900 0 0
GILEAD SCIENCES INC COM 375558103 1,961 19,973 SH   DFND 4,1 19,973 0 0
GILEAD SCIENCES INC COM 375558103 2,210 22,508 SH   DFND 4,6 22,508 0 0
GILEAD SCIENCES INC COM 375558103 2,453 24,978 SH   DFND 4,5,11,12 24,978 0 0
GILEAD SCIENCES INC COM 375558103 2,769 28,200 SH   DFND 4,6 28,200 0 0
GILEAD SCIENCES INC COM 375558103 7,099 72,300 SH   DFND 4,6 72,300 0 0
GILEAD SCIENCES INC COM 375558103 15,249 155,305 SH   DFND 4,5 155,305 0 0
GILEAD SCIENCES INC COM 375558103 33,532 341,500 SH   DFND 4,5,11,12 341,500 0 0
GILEAD SCIENCES INC COM 375558103 51,918 528,755 SH   DFND 4,5 528,755 0 0
GILEAD SCIENCES INC SR NT CV1.625%16 375558AP8 7,442 1,736,000 PRN   DFND 4,5 0 0 1,736,000
GLADSTONE COML CORP COM 376536108 17 1,200 SH   DFND 4,5,11,12 1,200 0 0
GLOBAL NET LEASE INC COM 379378102 89 9,700 SH   DFND 4,5,11,12 9,700 0 0
GLOBAL PARTNER ACQUISITION COR UNIT EX 070120 37954X204 242 24,247 SH   DFND 4,5,7 24,247 0 0
GLOBAL PMTS INC COM 37940X102 2,407 20,981 SH   DFND 4,5 20,981 0 0
GNC HLDGS INC COM CL A 36191G107 8,760 216,717 SH   DFND 4,5,7 216,717 0 0
GOGO INC COM 38046C109 154 10,063 SH   DFND 4,5,7 10,063 0 0
GOGO INC COM 38046C109 155 10,151 SH   DFND 4,5,7 10,151 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 295 10,570 SH   DFND 4,5,7 10,570 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 350 12,568 SH   DFND 4,5,7 12,568 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 15 5,652 SH   DFND 4,5,7 5,652 0 0
GOLDCORP INC NEW COM 380956409 61 4,900 SH   DFND 4,5,11,12 4,900 0 0
GOLDCORP INC NEW COM 380956409 150 12,000 SH   DFND 4,6 12,000 0 0
GOLDCORP INC NEW COM 380956409 168 13,393 SH   DFND 4,5,11,12 13,393 0 0
GOLDCORP INC NEW COM 380956409 250 20,000 SH   DFND 4,6 20,000 0 0
GOLDCORP INC NEW COM 380956409 1,241 99,100 SH   DFND 4,6 99,100 0 0
GOLDCORP INC NEW COM 380956409 2,041 163,051 SH   DFND 4,6 163,051 0 0
GOLDCORP INC NEW COM 380956409 2,141 170,995 SH   DFND 4,5 170,995 0 0
GOLDCORP INC NEW COM 380956409 2,167 173,100 SH   DFND 4,6 173,100 0 0
GOLDCORP INC NEW COM 380956409 5,848 467,060 SH   DFND 4,6 467,060 0 0
GOLDCORP INC NEW COM 380956409 7,972 636,743 SH   DFND 4,5 636,743 0 0
GOLDCORP INC NEW COM 380956409 10,130 809,092 SH   DFND 4,6 809,092 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 87 500 SH   DFND 4,6 500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 178 1,027 SH   DFND 4,8 1,027 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 243 1,400 SH   DFND   1,400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 937 5,391 SH   DFND 4,6 5,391 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,094 6,298 SH   DFND 1,2 6,298 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,138 6,550 SH   DFND 4,6 6,550 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,207 6,947 SH   DFND 4,5,11,12 6,947 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,466 25,700 SH   DFND 4,6 25,700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,797 44,873 SH   DFND 4,5 44,873 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 12,528 72,099 SH   DFND 4,5 72,099 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 24,406 140,460 SH   DFND 4,5,11,12 140,460 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 76 2,600 SH   DFND 4,6 2,600 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 155 5,300 SH   DFND 1 5,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 198 6,743 SH   DFND 4,8 6,743 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 377 12,860 SH   DFND 4,5,11,12 12,860 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 601 20,481 SH   DFND 4,5 20,481 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 674 22,968 SH   DFND 4,5 22,968 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 780 26,600 SH   DFND 4,6 26,600 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 880 30,000 SH   DFND 4,6 30,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 3,152 107,457 SH   DFND 4,5,7 107,457 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 29,189 995,200 SH   DFND 4,5,11,12 995,200 0 0
GOPRO INC CL A 38268T103 223 7,153 SH   DFND   7,153 0 0
GOPRO INC CL A 38268T103 10,658 341,372 SH   DFND 1,3 341,372 0 0
GORES HLDGS INC UNIT EXP 20 382866200 226 22,429 SH   DFND 4,5,7 22,429 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 66 4,100 SH   DFND 4,5,11,12 4,100 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 160 10,000 SH   DFND 4,5 10,000 0 0
GRACO INC COM 384109104 202 3,009 SH   DFND 4,5 3,009 0 0
GRAINGER W W INC COM 384802104 55 258 SH   DFND 4,8 258 0 0
GRAINGER W W INC COM 384802104 195 909 SH   DFND 4,5,11,12 909 0 0
GRAINGER W W INC COM 384802104 4,447 20,681 SH   DFND 4,5 20,681 0 0
GRAINGER W W INC COM 384802104 6,462 30,054 SH   DFND 4,5 30,054 0 0
GRAINGER W W INC COM 384802104 8,654 40,250 SH   DFND 4,5,11,12 40,250 0 0
GRAMERCY PPTY TR INC COM NEW 38489R605 69 3,300 SH   DFND 4,5,11,12 3,300 0 0
GRAND CANYON ED INC COM 38526M106 369 9,700 SH   DFND 1,3 9,700 0 0
GRANITE CONSTR INC COM 387328107 287 9,685 SH   DFND 4,5 9,685 0 0
GRANITE REAL ESTATE INVT TR STAPLED UNIT 387437114 45 1,600 SH   DFND 4,5,11,12 1,600 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,058 317,296 SH   DFND 4,5,7 317,296 0 0
GREAT PLAINS ENERGY INC COM 391164100 3,305 122,322 SH   DFND 4,5 122,322 0 0
GREENHILL & CO INC COM 395259104 69 2,434 SH   DFND 4,9 2,434 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 11,440 376,300 SH   DFND 4,5,7 376,300 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,410 66,552 SH   DFND 4,5 66,552 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,630 72,618 SH   DFND 4,5 72,618 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 5,185 143,200 SH   DFND 4,5,11,12 143,200 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 15,303 588,116 SH   DFND 4,5 588,116 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 16,319 627,172 SH   DFND 4,5 627,172 0 0
GUESS INC COM 401617105 470 22,008 SH   DFND 4,5 22,008 0 0
HAIN CELESTIAL GROUP INC COM 405217100 356 6,900 SH   DFND 4,6 6,900 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,052 20,391 SH   DFND 1,3 20,391 0 0
HALLIBURTON CO COM 406216101 55 1,550 SH   DFND 4,6 1,550 0 0
HALLIBURTON CO COM 406216101 92 2,600 SH   DFND 4,6 2,600 0 0
HALLIBURTON CO COM 406216101 103 2,900 SH   DFND   2,900 0 0
HALLIBURTON CO COM 406216101 163 4,600 SH   DFND 4,5,11,12 4,600 0 0
HALLIBURTON CO COM 406216101 190 5,365 SH   DFND   5,365 0 0
HALLIBURTON CO COM 406216101 366 10,341 SH   DFND 4,5,11,12 10,341 0 0
HALLIBURTON CO COM 406216101 502 14,194 SH   DFND 4,6 14,194 0 0
HALLIBURTON CO COM 406216101 612 17,300 SH   DFND 4,6 17,300 0 0
HALLIBURTON CO COM 406216101 707 20,011 SH   DFND 4,1 20,011 0 0
HALLIBURTON CO COM 406216101 949 26,848 SH   DFND 4,6 26,848 0 0
HALLIBURTON CO COM 406216101 3,197 90,449 SH   DFND 4,5 90,449 0 0
HALLIBURTON CO COM 406216101 4,136 117,000 SH   DFND 4,5 117,000 0 0
HALLIBURTON CO COM 406216101 6,759 191,203 SH   DFND 1,2 191,203 0 0
HALLIBURTON CO COM 406216101 7,421 209,919 SH   DFND 1,3 209,919 0 0
HALYARD HEALTH INC COM 40650V100 22 764 SH   DFND 4,8 764 0 0
HANESBRANDS INC COM 410345102 12 400 SH   DFND 4,5,11,12 400 0 0
HANESBRANDS INC COM 410345102 165 5,700 SH   DFND 4,5,11,12 5,700 0 0
HANESBRANDS INC COM 410345102 1,112 38,412 SH   DFND 4,5 38,412 0 0
HANESBRANDS INC COM 410345102 2,353 81,298 SH   DFND 4,5 81,298 0 0
HARLEY DAVIDSON INC COM 412822108 8 150 SH   DFND   150 0 0
HARLEY DAVIDSON INC COM 412822108 66 1,200 SH   DFND 4,5,11,12 1,200 0 0
HARLEY DAVIDSON INC COM 412822108 249 4,543 SH   DFND 4,5,11,12 4,543 0 0
HARLEY DAVIDSON INC COM 412822108 1,112 20,249 SH   DFND 4,5 20,249 0 0
HARLEY DAVIDSON INC COM 412822108 1,351 24,615 SH   DFND 4,5 24,615 0 0
HARMAN INTL INDS INC COM 413086109 54 558 SH   DFND   558 0 0
HARMAN INTL INDS INC COM 413086109 77 800 SH   DFND 4,5,11,12 800 0 0
HARMAN INTL INDS INC COM 413086109 77 800 SH   DFND 4,5,11,12 800 0 0
HARMAN INTL INDS INC COM 413086109 518 5,398 SH   DFND 4,5 5,398 0 0
HARMAN INTL INDS INC COM 413086109 685 7,140 SH   DFND 4,5 7,140 0 0
HARRIS CORP DEL COM 413875105 44 600 SH   DFND 4,6 600 0 0
HARRIS CORP DEL COM 413875105 51 700 SH   DFND 4,5,11,12 700 0 0
HARRIS CORP DEL COM 413875105 123 1,679 SH   DFND 4,5,11,12 1,679 0 0
HARRIS CORP DEL COM 413875105 344 4,700 SH   DFND 4,6 4,700 0 0
HARRIS CORP DEL COM 413875105 361 4,940 SH   DFND 1,3 4,940 0 0
HARRIS CORP DEL COM 413875105 402 5,500 SH   DFND 4,6 5,500 0 0
HARRIS CORP DEL COM 413875105 1,463 20,000 SH   DFND 4,6 20,000 0 0
HARRIS CORP DEL COM 413875105 2,242 30,651 SH   DFND 4,5 30,651 0 0
HARRIS CORP DEL COM 413875105 3,094 42,300 SH   DFND 4,6 42,300 0 0
HARRIS CORP DEL COM 413875105 8,354 114,198 SH   DFND 4,5 114,198 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 60 1,300 SH   DFND 4,5,11,12 1,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 114 2,500 SH   DFND 4,6 2,500 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 248 5,422 SH   DFND 4,5,11,12 5,422 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,913 41,792 SH   DFND 4,5 41,792 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,401 74,300 SH   DFND 4,6 74,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 18,270 399,085 SH   DFND 4,5 399,085 0 0
HASBRO INC COM 418056107 51 700 SH   DFND 4,5,11,12 700 0 0
HASBRO INC COM 418056107 206 2,859 SH   DFND 4,5,11,12 2,859 0 0
HASBRO INC COM 418056107 2,233 30,949 SH   DFND 4,5 30,949 0 0
HASBRO INC COM 418056107 2,505 34,720 SH   DFND 4,5 34,720 0 0
HCA HOLDINGS INC COM 40412C101 101 1,300 SH   DFND   1,300 0 0
HCA HOLDINGS INC COM 40412C101 132 1,700 SH   DFND 4,5,11,12 1,700 0 0
HCA HOLDINGS INC COM 40412C101 317 4,100 SH   DFND 4,5,11,12 4,100 0 0
HCA HOLDINGS INC COM 40412C101 780 10,087 SH   DFND 1,3 10,087 0 0
HCA HOLDINGS INC COM 40412C101 2,330 30,116 SH   DFND 4,5 30,116 0 0
HCA HOLDINGS INC COM 40412C101 3,200 41,363 SH   DFND 4,5 41,363 0 0
HCA HOLDINGS INC COM 40412C101 4,175 53,962 SH   DFND 4,5,7 53,962 0 0
HCA HOLDINGS INC COM 40412C101 4,780 61,790 SH   DFND 1,2 61,790 0 0
HCA HOLDINGS INC COM 40412C101 9,469 122,400 SH   DFND 4,5,7 122,400 0 0
HCP INC COM 40414L109 93 2,500 SH   DFND 4,5,11,12 2,500 0 0
HCP INC COM 40414L109 1,269 34,060 SH   DFND 4,5,11,12 34,060 0 0
HCP INC COM 40414L109 1,807 48,508 SH   DFND 4,5 48,508 0 0
HCP INC COM 40414L109 3,472 93,208 SH   DFND 4,5 93,208 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 24 400 SH   DFND 4,5,11,12 400 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 232 3,800 SH   DFND 4,6 3,800 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 672 11,000 SH   DFND 4,6 11,000 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 761 12,457 SH   DFND 4,5 12,457 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,548 25,335 SH   DFND 4,5 25,335 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 5,067 82,940 SH   DFND 1,3 82,940 0 0
HEALTH NET INC COM 42222G108 229 3,800 SH   DFND 4,6 3,800 0 0
HEALTH NET INC COM 42222G108 452 7,509 SH   DFND 4,5,7 7,509 0 0
HEALTH NET INC COM 42222G108 783 13,008 SH   DFND 4,5,7 13,008 0 0
HEALTH NET INC COM 42222G108 3,476 57,717 SH   DFND 4,5 57,717 0 0
HEALTHCARE RLTY TR COM 421946104 167 6,700 SH   DFND 4,5,11,12 6,700 0 0
HEALTHCARE RLTY TR COM 421946104 194 7,800 SH   DFND 4,6 7,800 0 0
HEALTHCARE RLTY TR COM 421946104 311 12,500 SH   DFND 4,5 12,500 0 0
HEALTHCARE RLTY TR COM 421946104 726 29,200 SH   DFND 4,5 29,200 0 0
HEALTHCARE SVCS GRP INC COM 421906108 172 5,100 SH   DFND 4,6 5,100 0 0
HEALTHCARE SVCS GRP INC COM 421906108 684 20,300 SH   DFND 4,5 20,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 180 7,350 SH   DFND 4,5,11,12 7,350 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 382 15,600 SH   DFND 4,5 15,600 0 0
HEALTHSOUTH CORP COM NEW 421924309 38 1,000 SH   DFND 4,6 1,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 530 13,800 SH   DFND 4,6 13,800 0 0
HEALTHSOUTH CORP COM NEW 421924309 576 15,000 SH   DFND 4,6 15,000 0 0
HEALTHSOUTH CORP COM NEW 421924309 576 15,000 SH   DFND 1,3 15,000 0 0
HELMERICH & PAYNE INC COM 423452101 74 1,559 SH   DFND 4,8 1,559 0 0
HELMERICH & PAYNE INC COM 423452101 212 4,492 SH   DFND 4,5,11,12 4,492 0 0
HELMERICH & PAYNE INC COM 423452101 295 6,243 SH   DFND 4,5 6,243 0 0
HELMERICH & PAYNE INC COM 423452101 695 14,713 SH   DFND 4,5 14,713 0 0
HELMERICH & PAYNE INC COM 423452101 8,909 188,500 SH   DFND 4,5,11,12 188,500 0 0
HENRY JACK & ASSOC INC COM 426281101 3,779 54,292 SH   DFND 4,5 54,292 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 64 2,825 SH   DFND 4,5,11,12 2,825 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 124 5,450 SH   DFND 4,5 5,450 0 0
HERSHEY CO COM 427866108 51 550 SH   DFND 4,6 550 0 0
HERSHEY CO COM 427866108 92 1,000 SH   DFND 4,5,11,12 1,000 0 0
HERSHEY CO COM 427866108 255 2,773 SH   DFND 4,5,11,12 2,773 0 0
HERSHEY CO COM 427866108 689 7,500 SH   DFND 4,6 7,500 0 0
HERSHEY CO COM 427866108 781 8,500 SH   DFND 4,6 8,500 0 0
HERSHEY CO COM 427866108 1,653 17,991 SH   DFND 4,5 17,991 0 0
HERSHEY CO COM 427866108 6,030 65,627 SH   DFND 4,5 65,627 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 44 2,600 SH   DFND 4,5,11,12 2,600 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 149 8,900 SH   DFND 4,5,11,12 8,900 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2,990 178,735 SH   DFND 4,5 178,735 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 4,632 276,863 SH   DFND 4,5 276,863 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 10,029 599,459 SH   DFND 4,5,7 599,459 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 10,442 624,170 SH   DFND 4,5,7 624,170 0 0
HESS CORP COM 42809H107 95 1,900 SH   DFND 4,5,11,12 1,900 0 0
HESS CORP COM 42809H107 178 3,562 SH   DFND 4,5,11,12 3,562 0 0
HESS CORP COM 42809H107 200 4,000 SH   DFND 4,6 4,000 0 0
HESS CORP COM 42809H107 280 5,600 SH   DFND 4,6 5,600 0 0
HESS CORP COM 42809H107 310 6,200 SH   DFND   6,200 0 0
HESS CORP COM 42809H107 806 16,100 SH   DFND 4,6 16,100 0 0
HESS CORP COM 42809H107 1,712 34,200 SH   DFND 4,6 34,200 0 0
HESS CORP COM 42809H107 2,044 40,827 SH   DFND 4,5 40,827 0 0
HESS CORP COM 42809H107 2,620 52,347 SH   DFND 4,5 52,347 0 0
HESS CORP COM 42809H107 3,104 62,010 SH   DFND 4,6 62,010 0 0
HEWLETT PACKARD CO COM 428236103 56 2,200 SH   DFND 4,6 2,200 0 0
HEWLETT PACKARD CO COM 428236103 90 3,498 SH   DFND 4,8 3,498 0 0
HEWLETT PACKARD CO COM 428236103 203 7,920 SH   DFND   7,920 0 0
HEWLETT PACKARD CO COM 428236103 254 9,900 SH   DFND 4,5,11,12 9,900 0 0
HEWLETT PACKARD CO COM 428236103 282 11,000 SH   DFND 4,6 11,000 0 0
HEWLETT PACKARD CO COM 428236103 332 12,975 SH   DFND 4,6 12,975 0 0
HEWLETT PACKARD CO COM 428236103 461 18,000 SH   DFND 4,6 18,000 0 0
HEWLETT PACKARD CO COM 428236103 471 18,400 SH   DFND 4,6 18,400 0 0
HEWLETT PACKARD CO COM 428236103 479 18,700 SH   DFND 4,6 18,700 0 0
HEWLETT PACKARD CO COM 428236103 561 21,900 SH   DFND 4,6 21,900 0 0
HEWLETT PACKARD CO COM 428236103 642 25,052 SH   DFND 4,5,11,12 25,052 0 0
HEWLETT PACKARD CO COM 428236103 5,352 209,000 SH   DFND 4,6 209,000 0 0
HEWLETT PACKARD CO COM 428236103 10,229 399,395 SH   DFND 4,5 399,395 0 0
HEWLETT PACKARD CO COM 428236103 45,917 1,792,947 SH   DFND 4,5 1,792,947 0 0
HEXCEL CORP NEW COM 428291108 2,125 47,373 SH   DFND 1,3 47,373 0 0
HIGHWOODS PPTYS INC COM 431284108 240 6,200 SH   DFND 4,5,11,12 6,200 0 0
HIGHWOODS PPTYS INC COM 431284108 450 11,600 SH   DFND 4,5 11,600 0 0
HILL ROM HLDGS INC COM 431475102 166 3,200 SH   DFND 4,6 3,200 0 0
HILL ROM HLDGS INC COM 431475102 1,439 27,682 SH   DFND 4,5 27,682 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 50 2,200 SH   DFND 4,5,11,12 2,200 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 119 5,200 SH   DFND 4,5,11,12 5,200 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 206 8,993 SH   DFND 4,8 8,993 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 961 41,905 SH   DFND 4,1 41,905 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,938 84,492 SH   DFND 4,5 84,492 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 6,441 280,756 SH   DFND 4,5 280,756 0 0
HNI CORP COM 404251100 567 13,219 SH   DFND 4,5 13,219 0 0
HOLLYFRONTIER CORP COM 436106108 59 1,200 SH   DFND 4,5,11,12 1,200 0 0
HOLLYFRONTIER CORP COM 436106108 83 1,695 SH   DFND 4,8 1,695 0 0
HOLLYFRONTIER CORP COM 436106108 234 4,800 SH   DFND 4,5,11,12 4,800 0 0
HOLLYFRONTIER CORP COM 436106108 1,443 29,552 SH   DFND 4,5 29,552 0 0
HOLLYFRONTIER CORP COM 436106108 8,887 181,957 SH   DFND 4,5 181,957 0 0
HOLOGIC INC COM 436440101 90 2,300 SH   DFND 4,5,11,12 2,300 0 0
HOLOGIC INC COM 436440101 119 3,039 SH   DFND 4,8 3,039 0 0
HOLOGIC INC COM 436440101 176 4,500 SH   DFND 4,6 4,500 0 0
HOLOGIC INC COM 436440101 209 5,333 SH   DFND 4,5,11,12 5,333 0 0
HOLOGIC INC COM 436440101 1,096 28,011 SH   DFND 4,5 28,011 0 0
HOLOGIC INC COM 436440101 2,397 61,253 SH   DFND 4,5 61,253 0 0
HOLOGIC INC SR STEP CV NT 42 436440AC5 542 402,000 PRN   DFND 4,5,7 0 0 402,000
HOME DEPOT INC COM 437076102 248 2,150 SH   DFND 4,6 2,150 0 0
HOME DEPOT INC COM 437076102 276 2,393 SH   DFND   2,393 0 0
HOME DEPOT INC COM 437076102 277 2,400 SH   DFND 4,6 2,400 0 0
HOME DEPOT INC COM 437076102 397 3,435 SH   DFND 4,8 3,435 0 0
HOME DEPOT INC COM 437076102 508 4,400 SH   DFND 4,6 4,400 0 0
HOME DEPOT INC COM 437076102 751 6,500 SH   DFND 4,6 6,500 0 0
HOME DEPOT INC COM 437076102 866 7,500 SH   DFND 4,6 7,500 0 0
HOME DEPOT INC COM 437076102 1,041 9,018 SH   DFND 4,8 9,018 0 0
HOME DEPOT INC COM 437076102 1,166 10,100 SH   DFND 4,6 10,100 0 0
HOME DEPOT INC COM 437076102 1,224 10,600 SH   DFND 4,6 10,600 0 0
HOME DEPOT INC COM 437076102 1,328 11,500 SH   DFND 4,6 11,500 0 0
HOME DEPOT INC COM 437076102 1,416 12,263 SH   DFND 4,6 12,263 0 0
HOME DEPOT INC COM 437076102 2,830 24,501 SH   DFND 4,5,11,12 24,501 0 0
HOME DEPOT INC COM 437076102 2,887 25,000 SH   DFND 4,6 25,000 0 0
HOME DEPOT INC COM 437076102 2,981 25,811 SH   DFND 4,1 25,811 0 0
HOME DEPOT INC COM 437076102 7,414 64,200 SH   DFND 4,6 64,200 0 0
HOME DEPOT INC COM 437076102 8,296 71,836 SH   DFND 1,3 71,836 0 0
HOME DEPOT INC COM 437076102 8,662 75,000 SH   DFND 4,6 75,000 0 0
HOME DEPOT INC COM 437076102 12,660 109,619 SH   DFND 1,2 109,619 0 0
HOME DEPOT INC COM 437076102 25,675 222,311 SH   DFND 4,5 222,311 0 0
HOME DEPOT INC COM 437076102 63,312 548,200 SH   DFND 4,5,11,12 548,200 0 0
HOME DEPOT INC COM 437076102 68,099 589,654 SH   DFND 4,5 589,654 0 0
HOME PROPERTIES INC COM 437306103 284 3,800 SH   DFND 4,5,11,12 3,800 0 0
HOME PROPERTIES INC COM 437306103 613 8,200 SH   DFND 4,5 8,200 0 0
HOMEAWAY INC SR CV NT0.125%19 43739QAB6 2,434 2,639,000 PRN   DFND 4,5 0 0 2,639,000
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 145 5,044 SH   DFND 4,5,7 5,044 0 0
HONEYWELL INTL INC COM 438516106 95 1,000 SH   DFND 4,6 1,000 0 0
HONEYWELL INTL INC COM 438516106 294 3,100 SH   DFND 4,6 3,100 0 0
HONEYWELL INTL INC COM 438516106 411 4,337 SH   DFND 4,6 4,337 0 0
HONEYWELL INTL INC COM 438516106 426 4,500 SH   DFND 4,5,11,12 4,500 0 0
HONEYWELL INTL INC COM 438516106 576 6,086 SH   DFND 4,8 6,086 0 0
HONEYWELL INTL INC COM 438516106 795 8,400 SH   DFND 4,6 8,400 0 0
HONEYWELL INTL INC COM 438516106 803 8,483 SH   DFND 1,3 8,483 0 0
HONEYWELL INTL INC COM 438516106 909 9,600 SH   DFND 4,6 9,600 0 0
HONEYWELL INTL INC COM 438516106 1,020 10,767 SH   DFND 4,5,11,12 10,767 0 0
HONEYWELL INTL INC COM 438516106 19,157 202,318 SH   DFND 4,5 202,318 0 0
HONEYWELL INTL INC COM 438516106 34,139 360,530 SH   DFND 4,5 360,530 0 0
HORIZON PHARMA PLC SHS G4617B105 191 9,622 SH   DFND 4,5,7 9,622 0 0
HORIZON PHARMA PLC SHS G4617B105 329 16,599 SH   DFND 4,5,7 16,599 0 0
HORMEL FOODS CORP COM 440452100 78 1,227 SH   DFND 4,8 1,227 0 0
HORMEL FOODS CORP COM 440452100 236 3,728 SH   DFND 4,5,11,12 3,728 0 0
HORMEL FOODS CORP COM 440452100 3,522 55,627 SH   DFND 4,5 55,627 0 0
HORMEL FOODS CORP COM 440452100 5,934 93,731 SH   DFND 4,5 93,731 0 0
HORMEL FOODS CORP COM 440452100 6,293 99,400 SH   DFND 4,5,11,12 99,400 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 279 10,900 SH   DFND 4,5,11,12 10,900 0 0
HOST HOTELS & RESORTS INC COM 44107P104 63 3,967 SH   DFND 4,8 3,967 0 0
HOST HOTELS & RESORTS INC COM 44107P104 68 4,300 SH   DFND 4,5,11,12 4,300 0 0
HOST HOTELS & RESORTS INC COM 44107P104 206 13,000 SH   DFND 4,6 13,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 808 51,077 SH   DFND 4,5 51,077 0 0
HOST HOTELS & RESORTS INC COM 44107P104 818 51,726 SH   DFND 4,5,11,12 51,726 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,222 77,288 SH   DFND 4,5 77,288 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1,708 84,082 SH   DFND 4,5,7 84,082 0 0
HOWARD HUGHES CORP COM 44267D107 482 4,200 SH   DFND 4,5 4,200 0 0
HUDSON CITY BANCORP COM 443683107 33 3,200 SH   DFND 4,5,11,12 3,200 0 0
HUDSON CITY BANCORP COM 443683107 125 12,310 SH   DFND 4,5,11,12 12,310 0 0
HUDSON CITY BANCORP COM 443683107 463 45,516 SH   DFND 4,5 45,516 0 0
HUDSON CITY BANCORP COM 443683107 518 50,951 SH   DFND 4,5 50,951 0 0
HUDSON PAC PPTYS INC COM 444097109 124 4,300 SH   DFND 4,5 4,300 0 0
HUDSON PAC PPTYS INC COM 444097109 124 4,300 SH   DFND 4,5,11,12 4,300 0 0
HUMANA INC COM 444859102 179 1,000 SH   DFND 4,5,11,12 1,000 0 0
HUMANA INC COM 444859102 329 1,839 SH   DFND 4,5,11,12 1,839 0 0
HUMANA INC COM 444859102 1,192 6,660 SH   DFND 4,5,7 6,660 0 0
HUMANA INC COM 444859102 2,057 11,490 SH   DFND 4,5,7 11,490 0 0
HUMANA INC COM 444859102 2,370 13,242 SH   DFND 4,5 13,242 0 0
HUMANA INC COM 444859102 3,767 21,046 SH   DFND 4,5 21,046 0 0
HUNT J B TRANS SVCS INC COM 445658107 43 600 SH   DFND 4,5,11,12 600 0 0
HUNT J B TRANS SVCS INC COM 445658107 191 2,676 SH   DFND 4,5,11,12 2,676 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,098 43,387 SH   DFND 4,5 43,387 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,457 48,415 SH   DFND 4,5 48,415 0 0
HUNTINGTON BANCSHARES INC COM 446150104 27 2,500 SH   DFND 4,5,11,12 2,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 37 3,500 SH   DFND 4,6 3,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 48 4,500 SH   DFND 4,5,11,12 4,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 262 24,700 SH   DFND 4,6 24,700 0 0
HUNTINGTON BANCSHARES INC COM 446150104 568 53,600 SH   DFND 4,6 53,600 0 0
HUNTINGTON BANCSHARES INC COM 446150104 631 59,500 SH   DFND 4,6 59,500 0 0
HUNTINGTON BANCSHARES INC COM 446150104 888 83,799 SH   DFND 4,5 83,799 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,346 410,000 SH   DFND 4,6 410,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 9,390 885,885 SH   DFND 4,5 885,885 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 850 7,931 SH   DFND 4,5 7,931 0 0
HUNTSMAN CORP COM 447011107 275 28,412 SH   DFND 4,5,7 28,412 0 0
HUNTSMAN CORP COM 447011107 523 54,003 SH   DFND 4,5,7 54,003 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 1,173 17,970 SH   DFND 1,3 17,970 0 0
IBERIABANK CORP COM 450828108 1,403 24,100 SH   DFND 1,3 24,100 0 0
ICICI BK LTD ADR 45104G104 121 14,400 SH   DFND 4,5 14,400 0 0
ICICI BK LTD ADR 45104G104 10,890 1,299,570 SH   DFND 1,3 1,299,570 0 0
ICICI BK LTD ADR 45104G104 11,044 1,317,900 SH   DFND 4,5 1,317,900 0 0
ICON PLC SHS G4705A100 91 1,286 SH   DFND 1,3 1,286 0 0
ICON PLC SHS G4705A100 112 1,581 SH   DFND 4,6 1,581 0 0
ICON PLC SHS G4705A100 426 6,000 SH   DFND 4,5 6,000 0 0
ICON PLC SHS G4705A100 525 7,400 SH   DFND 4,6 7,400 0 0
ICON PLC SHS G4705A100 6,605 93,074 SH   DFND 1,2 93,074 0 0
ICON PLC SHS G4705A100 11,256 158,600 SH   DFND 4,6 158,600 0 0
ICONIX BRAND GROUP INC SR SB CONV NT 16 451055AE7 4,077 4,331,000 PRN   DFND 4,5,7 0 0 4,331,000
ICU MED INC COM 44930G107 274 2,500 SH   DFND 4,6 2,500 0 0
ICU MED INC COM 44930G107 986 9,000 SH   DFND 4,5 9,000 0 0
IHS INC CL A 451734107 35 300 SH   DFND 4,5,11,12 300 0 0
IHS INC CL A 451734107 62 536 SH   DFND 4,5,11,12 536 0 0
IHS INC CL A 451734107 857 7,384 SH   DFND 4,5 7,384 0 0
IHS INC CL A 451734107 5,424 46,757 SH   DFND 4,5 46,757 0 0
ILLINOIS TOOL WKS INC COM 452308109 173 2,100 SH   DFND 4,5,11,12 2,100 0 0
ILLINOIS TOOL WKS INC COM 452308109 310 3,764 SH   DFND 4,5,11,12 3,764 0 0
ILLINOIS TOOL WKS INC COM 452308109 313 3,800 SH   DFND 4,6 3,800 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,784 33,823 SH   DFND 4,5 33,823 0 0
ILLINOIS TOOL WKS INC COM 452308109 14,029 170,439 SH   DFND 4,5 170,439 0 0
ILLUMINA INC COM 452327109 59 337 SH   DFND 4,8 337 0 0
ILLUMINA INC COM 452327109 71 403 SH   DFND 4,5,7 403 0 0
ILLUMINA INC COM 452327109 471 2,680 SH   DFND 4,5,11,12 2,680 0 0
ILLUMINA INC COM 452327109 1,954 11,114 SH   DFND 1,3 11,114 0 0
ILLUMINA INC COM 452327109 2,186 12,435 SH   DFND 4,5 12,435 0 0
ILLUMINA INC COM 452327109 2,810 15,983 SH   DFND 4,5 15,983 0 0
ILLUMINA INC COM 452327109 10,391 59,100 SH   DFND 4,5,11,12 59,100 0 0
IMPERIAL OIL LTD COM NEW 453038408 57 1,800 SH   DFND 4,5,11,12 1,800 0 0
IMPERIAL OIL LTD COM NEW 453038408 126 4,000 SH   DFND 4,6 4,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 198 6,248 SH   DFND 4,5,11,12 6,248 0 0
IMPERIAL OIL LTD COM NEW 453038408 323 10,214 SH   DFND 4,6 10,214 0 0
IMPERIAL OIL LTD COM NEW 453038408 360 11,400 SH   DFND 4,6 11,400 0 0
IMPERIAL OIL LTD COM NEW 453038408 530 16,777 SH   DFND 4,5 16,777 0 0
IMPERIAL OIL LTD COM NEW 453038408 684 21,628 SH   DFND 4,5 21,628 0 0
IMS HEALTH HLDGS INC COM 44970B109 2,976 102,274 SH   DFND 4,5,7 102,274 0 0
INCYTE CORP COM 45337C102 99 900 SH   DFND 4,5,11,12 900 0 0
INCYTE CORP COM 45337C102 221 2,000 SH   DFND 4,5,11,12 2,000 0 0
INCYTE CORP COM 45337C102 2,532 22,950 SH   DFND 4,5 22,950 0 0
INCYTE CORP COM 45337C102 3,176 28,782 SH   DFND 4,5 28,782 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 13 1,869 SH   DFND 4,5,11,12 1,869 0 0
INFOSYS LTD SPONSORED ADR 456788108 416 21,800 SH   DFND 4,6 21,800 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,478 77,400 SH   DFND 4,6 77,400 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,491 78,100 SH   DFND 4,5 78,100 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,898 151,800 SH   DFND 4,5 151,800 0 0
INFOSYS LTD SPONSORED ADR 456788108 7,103 372,071 SH   DFND 1,3 372,071 0 0
INGERSOLL-RAND PLC SHS G47791101 91 1,800 SH   DFND 4,5,11,12 1,800 0 0
INGERSOLL-RAND PLC SHS G47791101 182 3,580 SH   DFND   3,580 0 0
INGERSOLL-RAND PLC SHS G47791101 224 4,421 SH   DFND 4,5,11,12 4,421 0 0
INGERSOLL-RAND PLC SHS G47791101 249 4,900 SH   DFND 4,6 4,900 0 0
INGERSOLL-RAND PLC SHS G47791101 844 16,623 SH   DFND 1,3 16,623 0 0
INGERSOLL-RAND PLC SHS G47791101 935 18,416 SH   DFND 4,1 18,416 0 0
INGERSOLL-RAND PLC SHS G47791101 2,188 43,092 SH   DFND 1,2 43,092 0 0
INGERSOLL-RAND PLC SHS G47791101 6,557 129,147 SH   DFND 4,5 129,147 0 0
INGERSOLL-RAND PLC SHS G47791101 7,923 156,063 SH   DFND 4,5 156,063 0 0
INGREDION INC COM 457187102 917 10,500 SH   DFND 4,6 10,500 0 0
INGREDION INC COM 457187102 2,667 30,546 SH   DFND 4,5 30,546 0 0
INGREDION INC COM 457187102 5,457 62,500 SH   DFND 4,6 62,500 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 72 8,900 SH   DFND 4,5,11,12 8,900 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 89 11,000 SH   DFND 4,5 11,000 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,377 34,734 SH   DFND 4,5,7 34,734 0 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 745 26,166 SH   DFND 1,3 26,166 0 0
INTEGRA LIFESCIENCES HLDGS CP SR NT CV1.625%16 457985AK5 79 67,000 PRN   DFND 4,5,7 0 0 67,000
INTEGRATED DEVICE TECHNOLOGY COM 458118106 321 15,832 SH   DFND 4,5 15,832 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 609 28,328 SH   DFND 4,5,7 28,328 0 0
INTEGRATED SILICON SOLUTION COM 45812P107 1,050 48,871 SH   DFND 4,5,7 48,871 0 0
INTEL CORP COM 458140100 0 1 SH   DFND 4,5,7 1 0 0
INTEL CORP COM 458140100 0 3 SH   DFND 4,5,7 3 0 0
INTEL CORP COM 458140100 21 700 SH   DFND 4,5 700 0 0
INTEL CORP COM 458140100 51 1,689 SH   DFND 4,8 1,689 0 0
INTEL CORP COM 458140100 121 4,000 SH   DFND   4,000 0 0
INTEL CORP COM 458140100 166 5,500 SH   DFND 4,6 5,500 0 0
INTEL CORP COM 458140100 241 8,000 SH   DFND 4,6 8,000 0 0
INTEL CORP COM 458140100 256 8,500 SH   DFND   8,500 0 0
INTEL CORP COM 458140100 674 22,355 SH   DFND   22,355 0 0
INTEL CORP COM 458140100 699 23,200 SH   DFND 4,6 23,200 0 0
INTEL CORP COM 458140100 784 26,000 SH   DFND 4,6 26,000 0 0
INTEL CORP COM 458140100 1,082 35,900 SH   DFND 4,6 35,900 0 0
INTEL CORP COM 458140100 1,353 44,900 SH   DFND 4,6 44,900 0 0
INTEL CORP COM 458140100 1,875 62,200 SH   DFND 4,6 62,200 0 0
INTEL CORP COM 458140100 1,977 65,600 SH   DFND 4,5 65,600 0 0
INTEL CORP COM 458140100 2,082 69,074 SH   DFND 4,5,11,12 69,074 0 0
INTEL CORP COM 458140100 2,817 93,456 SH   DFND 1,2 93,456 0 0
INTEL CORP COM 458140100 6,206 205,900 SH   DFND 4,6 205,900 0 0
INTEL CORP COM 458140100 7,500 248,846 SH   DFND 4,5,11,12 248,846 0 0
INTEL CORP COM 458140100 8,117 269,300 SH   DFND 4,6 269,300 0 0
INTEL CORP COM 458140100 15,976 530,056 SH   DFND 4,5 530,056 0 0
INTEL CORP COM 458140100 36,117 1,198,306 SH   DFND 4,5 1,198,306 0 0
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INVESCO LTD SHS G491BT108 1,333 42,671 SH   DFND 4,5 42,671 0 0
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IPG PHOTONICS CORP COM 44980X109 194 2,556 SH   DFND 4,5 2,556 0 0
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ISHARES MSCI CDA ETF 464286509 1,636 71,109 SH   DFND 4,5 71,109 0 0
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ISHARES MSCI SINGAP ETF 464286673 626 61,567 SH   DFND 4,5 61,567 0 0
ISHARES MSCI TAIWAN ETF 464286731 202 15,361 SH   DFND   15,361 0 0
ISHARES MSCI TAIWAN ETF 464286731 22,251 1,690,842 SH   DFND 4,5 1,690,842 0 0
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ISHARES MSCI GERMANY ETF 464286806 269 10,872 SH   DFND 4,5 10,872 0 0
ISHARES MSCI MEX CAP ETF 464286822 539 10,454 SH   DFND   10,454 0 0
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ISHARES MSCI JAPAN ETF 464286848 3,631 317,649 SH   DFND 4,5 317,649 0 0
ISHARES INDIA 50 ETF 464289529 48 1,736 SH   DFND   1,736 0 0
ISHARES INC MSCI RUSSIA CAP 46434G806 8,017 660,396 SH   DFND 4,5 660,396 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 126 3,561 SH   DFND   3,561 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 293 8,250 SH   DFND 1 8,250 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 508 15,490 SH   DFND 4,5 15,490 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 6,656 203,056 SH   DFND 4,5 203,056 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 276 2,802 SH   DFND 4,5 2,802 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 1,204 12,224 SH   DFND 4,5 12,224 0 0
ISHARES TR GLOBAL FINLS ETF 464287333 574 11,163 SH   DFND 4,5 11,163 0 0
ISHARES TR S&P 500 VAL ETF 464287408 29 350 SH   DFND   350 0 0
ISHARES TR N AMER TECH ETF 464287549 24 238 SH   DFND   238 0 0
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ISHARES TR RUSSELL 2000 ETF 464287655 218 2,000 SH   DFND 1 2,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,154 10,570 SH   DFND   10,570 0 0
ISHARES TR U.S. UTILITS ETF 464287697 984 9,121 SH   DFND 4,5 9,121 0 0
ISHARES TR U.S. TECH ETF 464287721 124 1,250 SH   DFND 4,5 1,250 0 0
ISHARES TR US HLTHCARE ETF 464287762 7,375 52,707 SH   DFND 4,5 52,707 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 1,025 19,430 SH   DFND   19,430 0 0
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ISHARES TR US HOME CONS ETF 464288752 1,726 66,140 SH   DFND 4,5,7 66,140 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 49 2,770 SH   DFND   2,770 0 0
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ISHARES TR MSCI UAE ETF 46434V761 881 50,000 SH   DFND 4,5 50,000 0 0
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JARDEN CORP COM 471109108 34 700 SH   DFND 4,5,11,12 700 0 0
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JETBLUE AIRWAYS CORP COM 477143101 1,788 69,369 SH   DFND 4,5 69,369 0 0
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KELLOGG CO COM 487836108 467 7,020 SH   DFND 1,2 7,020 0 0
KELLOGG CO COM 487836108 568 8,533 SH   DFND 4,5,7 8,533 0 0
KELLOGG CO COM 487836108 792 11,900 SH   DFND 4,6 11,900 0 0
KELLOGG CO COM 487836108 932 14,000 SH   DFND 4,6 14,000 0 0
KELLOGG CO COM 487836108 1,853 27,837 SH   DFND 4,5,7 27,837 0 0
KELLOGG CO COM 487836108 7,599 114,191 SH   DFND 4,5 114,191 0 0
KELLOGG CO COM 487836108 8,988 135,051 SH   DFND 4,5 135,051 0 0
KEURIG GREEN MTN INC COM 49271M100 42 800 SH   DFND 4,5,11,12 800 0 0
KEURIG GREEN MTN INC COM 49271M100 66 1,262 SH   DFND 4,5,11,12 1,262 0 0
KEURIG GREEN MTN INC COM 49271M100 256 4,910 SH   DFND 4,5,7 4,910 0 0
KEURIG GREEN MTN INC COM 49271M100 2,625 50,348 SH   DFND 4,5 50,348 0 0
KEURIG GREEN MTN INC COM 49271M100 4,832 92,674 SH   DFND 4,5 92,674 0 0
KEYCORP NEW COM 493267108 25 1,900 SH   DFND 4,5,11,12 1,900 0 0
KEYCORP NEW COM 493267108 56 4,283 SH   DFND 4,5,11,12 4,283 0 0
KEYCORP NEW COM 493267108 281 21,600 SH   DFND 4,6 21,600 0 0
KEYCORP NEW COM 493267108 412 31,663 SH   DFND   31,663 0 0
KEYCORP NEW COM 493267108 651 50,000 SH   DFND 4,6 50,000 0 0
KEYCORP NEW COM 493267108 740 56,900 SH   DFND 4,6 56,900 0 0
KEYCORP NEW COM 493267108 1,021 78,510 SH   DFND   78,510 0 0
KEYCORP NEW COM 493267108 1,694 130,173 SH   DFND 4,5 130,173 0 0
KEYCORP NEW COM 493267108 7,824 601,369 SH   DFND 4,5 601,369 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,937 62,819 SH   DFND 4,5 62,819 0 0
KILROY RLTY CORP COM 49427F108 352 5,400 SH   DFND 4,5,11,12 5,400 0 0
KILROY RLTY CORP COM 49427F108 736 11,300 SH   DFND 4,5 11,300 0 0
KIMBERLY CLARK CORP COM 494368103 87 800 SH   DFND 4,6 800 0 0
KIMBERLY CLARK CORP COM 494368103 229 2,100 SH   DFND 4,6 2,100 0 0
KIMBERLY CLARK CORP COM 494368103 251 2,300 SH   DFND 4,6 2,300 0 0
KIMBERLY CLARK CORP COM 494368103 262 2,400 SH   DFND 4,5,11,12 2,400 0 0
KIMBERLY CLARK CORP COM 494368103 556 5,096 SH   DFND 4,8 5,096 0 0
KIMBERLY CLARK CORP COM 494368103 568 5,211 SH   DFND 4,5,11,12 5,211 0 0
KIMBERLY CLARK CORP COM 494368103 981 9,000 SH   DFND 4,6 9,000 0 0
KIMBERLY CLARK CORP COM 494368103 1,134 10,400 SH   DFND 4,6 10,400 0 0
KIMBERLY CLARK CORP COM 494368103 8,546 78,373 SH   DFND 4,5 78,373 0 0
KIMBERLY CLARK CORP COM 494368103 16,797 154,041 SH   DFND 4,5 154,041 0 0
KIMCO RLTY CORP COM 49446R109 59 2,400 SH   DFND 4,5,11,12 2,400 0 0
KIMCO RLTY CORP COM 49446R109 743 30,399 SH   DFND 4,5,11,12 30,399 0 0
KIMCO RLTY CORP COM 49446R109 1,164 47,647 SH   DFND 4,5 47,647 0 0
KIMCO RLTY CORP COM 49446R109 2,745 112,377 SH   DFND 4,5 112,377 0 0
KINDER MORGAN INC DEL COM 49456B101 64 2,305 SH   DFND 4,8 2,305 0 0
KINDER MORGAN INC DEL COM 49456B101 72 2,600 SH   DFND 4,6 2,600 0 0
KINDER MORGAN INC DEL COM 49456B101 235 8,500 SH   DFND 4,6 8,500 0 0
KINDER MORGAN INC DEL COM 49456B101 235 8,503 SH   DFND 4,6 8,503 0 0
KINDER MORGAN INC DEL COM 49456B101 702 25,378 SH   DFND 4,5,11,12 25,378 0 0
KINDER MORGAN INC DEL COM 49456B101 756 27,300 SH   DFND 4,6 27,300 0 0
KINDER MORGAN INC DEL COM 49456B101 830 30,000 SH   DFND 4,6 30,000 0 0
KINDER MORGAN INC DEL COM 49456B101 886 32,000 SH   DFND 4,6 32,000 0 0
KINDER MORGAN INC DEL COM 49456B101 2,214 80,000 SH   DFND 4,6 80,000 0 0
KINDER MORGAN INC DEL COM 49456B101 3,338 120,579 SH   DFND 4,5 120,579 0 0
KINDER MORGAN INC DEL COM 49456B101 4,749 171,564 SH   DFND 4,5 171,564 0 0
KINDER MORGAN INC DEL COM 49456B101 7,515 271,490 SH   DFND 4,5,11,12 271,490 0 0
KINDER MORGAN INC DEL WT EXP 052517 49456B119 3 3,054 SH Call DFND 4,5 0 0 3,054
KINDER MORGAN INC DEL WT EXP 052517 49456B119 14 15,634 SH Call DFND 4,5,7 0 0 15,634
KINDER MORGAN INC DEL WT EXP 052517 49456B119 32 34,988 SH Call DFND 4,5,7 0 0 34,988
KINDER MORGAN INC DEL WT EXP 052517 49456B119 53 57,565 SH Call DFND 4,5,7 0 0 57,565
KINDRED HEALTHCARE INC COM 494580103 95 6,052 SH   DFND 4,8 6,052 0 0
KINDRED HEALTHCARE INC COM 494580103 183 11,610 SH   DFND 4,5,11,12 11,610 0 0
KINDRED HEALTHCARE INC COM 494580103 9,522 604,600 SH   DFND 4,5,11,12 604,600 0 0
KINROSS GOLD CORP COM NO PAR 496902404 99 57,769 SH   DFND 4,8 57,769 0 0
KINROSS GOLD CORP COM NO PAR 496902404 145 84,170 SH   DFND 4,5 84,170 0 0
KINROSS GOLD CORP COM NO PAR 496902404 743 431,744 SH   DFND 4,5 431,744 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,140 662,800 SH   DFND 4,6 662,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,216 707,118 SH   DFND 4,6 707,118 0 0
KITE RLTY GROUP TR COM NEW 49803T300 116 4,875 SH   DFND 4,5,11,12 4,875 0 0
KITE RLTY GROUP TR COM NEW 49803T300 236 9,900 SH   DFND 4,5 9,900 0 0
KLA-TENCOR CORP COM 482480100 15 300 SH   DFND 4,5,11,12 300 0 0
KLA-TENCOR CORP COM 482480100 76 1,524 SH   DFND 4,5,11,12 1,524 0 0
KLA-TENCOR CORP COM 482480100 896 17,910 SH   DFND 4,5 17,910 0 0
KLA-TENCOR CORP COM 482480100 923 18,450 SH   DFND 4,5 18,450 0 0
KLX INC COM 482539103 766 21,434 SH   DFND 4,5 21,434 0 0
KOHLS CORP COM 500255104 23 500 SH   DFND 4,5,11,12 500 0 0
KOHLS CORP COM 500255104 73 1,569 SH   DFND 4,8 1,569 0 0
KOHLS CORP COM 500255104 158 3,406 SH   DFND 4,5,11,12 3,406 0 0
KOHLS CORP COM 500255104 198 4,283 SH   DFND   4,283 0 0
KOHLS CORP COM 500255104 535 11,550 SH   DFND   11,550 0 0
KOHLS CORP COM 500255104 3,701 79,916 SH   DFND 4,5 79,916 0 0
KOHLS CORP COM 500255104 3,777 81,563 SH   DFND 4,5 81,563 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 145 6,196 SH   DFND   6,196 0 0
KRAFT HEINZ CO COM 500754106 70 991 SH   DFND   991 0 0
KRAFT HEINZ CO COM 500754106 99 1,400 SH   DFND 4,6 1,400 0 0
KRAFT HEINZ CO COM 500754106 191 2,700 SH   DFND 4,6 2,700 0 0
KRAFT HEINZ CO COM 500754106 240 3,399 SH   DFND 4,5,11,12 3,399 0 0
KRAFT HEINZ CO COM 500754106 465 6,585 SH   DFND 4,5,11,12 6,585 0 0
KRAFT HEINZ CO COM 500754106 711 10,071 SH   DFND 4,6 10,071 0 0
KRAFT HEINZ CO COM 500754106 1,148 16,267 SH   DFND 4,6 16,267 0 0
KRAFT HEINZ CO COM 500754106 1,341 19,000 SH   DFND 4,6 19,000 0 0
KRAFT HEINZ CO COM 500754106 4,695 66,519 SH   DFND 4,5 66,519 0 0
KRAFT HEINZ CO COM 500754106 18,442 261,294 SH   DFND 4,5 261,294 0 0
KROGER CO COM 501044101 43 1,200 SH   DFND 4,6 1,200 0 0
KROGER CO COM 501044101 160 4,426 SH   DFND 4,8 4,426 0 0
KROGER CO COM 501044101 267 7,400 SH   DFND 4,6 7,400 0 0
KROGER CO COM 501044101 289 8,000 SH   DFND 4,6 8,000 0 0
KROGER CO COM 501044101 363 10,066 SH   DFND 4,8 10,066 0 0
KROGER CO COM 501044101 534 14,800 SH   DFND 4,6 14,800 0 0
KROGER CO COM 501044101 625 17,336 SH   DFND 4,5,11,12 17,336 0 0
KROGER CO COM 501044101 664 18,400 SH   DFND 4,6 18,400 0 0
KROGER CO COM 501044101 3,470 96,200 SH   DFND 4,6 96,200 0 0
KROGER CO COM 501044101 6,312 174,992 SH   DFND 1,2 174,992 0 0
KROGER CO COM 501044101 14,024 388,808 SH   DFND 4,5 388,808 0 0
KROGER CO COM 501044101 14,313 396,802 SH   DFND 4,5 396,802 0 0
KROGER CO COM 501044101 24,770 686,720 SH   DFND 4,5,11,12 686,720 0 0
KYTHERA BIOPHARMACEUTICALS INC COM 501570105 322 4,301 SH   DFND 4,5,7 4,301 0 0
KYTHERA BIOPHARMACEUTICALS INC COM 501570105 551 7,354 SH   DFND 4,5,7 7,354 0 0
L BRANDS INC COM 501797104 110 1,219 SH   DFND 4,8 1,219 0 0
L BRANDS INC COM 501797104 151 1,679 SH   DFND 4,8 1,679 0 0
L BRANDS INC COM 501797104 610 6,764 SH   DFND 4,5,11,12 6,764 0 0
L BRANDS INC COM 501797104 1,961 21,755 SH   DFND 4,5 21,755 0 0
L BRANDS INC COM 501797104 2,406 26,700 SH   DFND 4,5 26,700 0 0
L BRANDS INC COM 501797104 20,225 224,400 SH   DFND 4,5,11,12 224,400 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 16 156 SH   DFND 4,5,11,12 156 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 63 600 SH   DFND 4,5,11,12 600 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,043 9,983 SH   DFND 4,5 9,983 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,413 42,217 SH   DFND 4,5 42,217 0 0
LA QUINTA HLDGS INC COM 50420D108 190 12,056 SH   DFND 4,5 12,056 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 64 593 SH   DFND 4,5,11,12 593 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 65 600 SH   DFND 4,5,11,12 600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 94 871 SH   DFND 4,8 871 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 900 8,297 SH   DFND 4,5 8,297 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,277 11,777 SH   DFND 4,5 11,777 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,388 12,800 SH   DFND 1,3 12,800 0 0
LAM RESEARCH CORP COM 512807108 64 974 SH   DFND 4,8 974 0 0
LAM RESEARCH CORP COM 512807108 86 1,312 SH   DFND 4,8 1,312 0 0
LAM RESEARCH CORP COM 512807108 321 4,919 SH   DFND 4,5,11,12 4,919 0 0
LAM RESEARCH CORP COM 512807108 1,222 18,701 SH   DFND 4,5 18,701 0 0
LAM RESEARCH CORP COM 512807108 2,453 37,546 SH   DFND 4,5 37,546 0 0
LAM RESEARCH CORP COM 512807108 8,975 137,387 SH   DFND 4,5,11,12 137,387 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,866 54,923 SH   DFND 4,5 54,923 0 0
LAS VEGAS SANDS CORP COM 517834107 91 2,400 SH   DFND 4,5,11,12 2,400 0 0
LAS VEGAS SANDS CORP COM 517834107 309 8,125 SH   DFND 4,5,11,12 8,125 0 0
LAS VEGAS SANDS CORP COM 517834107 1,112 29,273 SH   DFND 4,5 29,273 0 0
LAS VEGAS SANDS CORP COM 517834107 1,374 36,192 SH   DFND 4,5 36,192 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 207 7,300 SH   DFND 4,5,11,12 7,300 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3,098 109,109 SH   DFND 4,5 109,109 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 31 6,270 SH   DFND 1 6,270 0 0
LAUDER ESTEE COS INC CL A 518439104 83 1,034 SH   DFND 4,8 1,034 0 0
LAUDER ESTEE COS INC CL A 518439104 100 1,241 SH   DFND 4,8 1,241 0 0
LAUDER ESTEE COS INC CL A 518439104 234 2,895 SH   DFND 4,8 2,895 0 0
LAUDER ESTEE COS INC CL A 518439104 282 3,500 SH   DFND 4,6 3,500 0 0
LAUDER ESTEE COS INC CL A 518439104 323 4,000 SH   DFND   4,000 0 0
LAUDER ESTEE COS INC CL A 518439104 464 5,746 SH   DFND 4,5,11,12 5,746 0 0
LAUDER ESTEE COS INC CL A 518439104 2,582 32,000 SH   DFND 4,6 32,000 0 0
LAUDER ESTEE COS INC CL A 518439104 4,534 56,200 SH   DFND 4,6 56,200 0 0
LAUDER ESTEE COS INC CL A 518439104 7,981 98,920 SH   DFND 4,5 98,920 0 0
LAUDER ESTEE COS INC CL A 518439104 11,446 141,874 SH   DFND 4,5 141,874 0 0
LAUDER ESTEE COS INC CL A 518439104 15,434 191,300 SH   DFND 4,5,11,12 191,300 0 0
LEAR CORP COM NEW 521865204 98 900 SH   DFND 4,5,11,12 900 0 0
LEAR CORP COM NEW 521865204 98 900 SH   DFND 4,5,11,12 900 0 0
LEAR CORP COM NEW 521865204 497 4,573 SH   DFND 4,5 4,573 0 0
LEAR CORP COM NEW 521865204 840 7,718 SH   DFND 4,5 7,718 0 0
LEGG MASON INC COM 524901105 33 800 SH   DFND 4,5,11,12 800 0 0
LEGG MASON INC COM 524901105 515 12,376 SH   DFND 4,5 12,376 0 0
LEGG MASON INC COM 524901105 1,122 26,953 SH   DFND 4,5 26,953 0 0
LEGGETT & PLATT INC COM 524660107 37 900 SH   DFND 4,5,11,12 900 0 0
LEGGETT & PLATT INC COM 524660107 71 1,711 SH   DFND 4,5,11,12 1,711 0 0
LEGGETT & PLATT INC COM 524660107 441 10,679 SH   DFND 4,5 10,679 0 0
LEGGETT & PLATT INC COM 524660107 472 11,436 SH   DFND 4,5 11,436 0 0
LENNAR CORP CL A 526057104 48 1,000 SH   DFND 4,5,11,12 1,000 0 0
LENNAR CORP CL A 526057104 91 1,900 SH   DFND 4,6 1,900 0 0
LENNAR CORP CL A 526057104 722 15,000 SH   DFND 4,6 15,000 0 0
LENNAR CORP CL A 526057104 732 15,200 SH   DFND 4,6 15,200 0 0
LENNAR CORP CL A 526057104 752 15,619 SH   DFND 4,5 15,619 0 0
LENNAR CORP CL A 526057104 929 19,300 SH   DFND 4,6 19,300 0 0
LENNAR CORP CL A 526057104 3,369 70,000 SH   DFND 4,6 70,000 0 0
LENNAR CORP CL A 526057104 14,828 308,077 SH   DFND 4,5 308,077 0 0
LENNOX INTL INC COM 526107107 2,119 18,699 SH   DFND 4,5 18,699 0 0
LEUCADIA NATL CORP COM 527288104 26 1,300 SH   DFND 4,5,11,12 1,300 0 0
LEUCADIA NATL CORP COM 527288104 132 6,534 SH   DFND 4,5,11,12 6,534 0 0
LEUCADIA NATL CORP COM 527288104 309 15,252 SH   DFND 4,5 15,252 0 0
LEUCADIA NATL CORP COM 527288104 591 29,167 SH   DFND 4,5 29,167 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 0 4 SH   DFND 1,3 4 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 39 900 SH   DFND 4,5,11,12 900 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 197 4,500 SH   DFND 4,5,11,12 4,500 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,156 26,456 SH   DFND 4,5 26,456 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,394 31,908 SH   DFND 4,5,7 31,908 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,495 34,213 SH   DFND 4,5 34,213 0 0
LEXINGTON REALTY TRUST COM 529043101 140 17,275 SH   DFND 4,5,11,12 17,275 0 0
LEXINGTON REALTY TRUST COM 529043101 217 26,800 SH   DFND 4,5 26,800 0 0
LEXMARK INTL NEW CL A 529771107 1,234 42,590 SH   DFND 4,5 42,590 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 19 442 SH   DFND 4,8 442 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 178 4,153 SH   DFND 4,5,11,12 4,153 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 854 19,882 SH   DFND 4,5 19,882 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 957 22,288 SH   DFND 4,5 22,288 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2,379 55,403 SH   DFND 4,5,11,12 55,403 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 18 442 SH   DFND 4,8 442 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 124 3,028 SH   DFND 4,8 3,028 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 337 8,205 SH   DFND 4,5,11,12 8,205 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,368 57,719 SH   DFND 4,5,11,12 57,719 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,698 65,784 SH   DFND 4,5 65,784 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 4,690 114,342 SH   DFND 4,5 114,342 0 0
LIBERTY GLOBAL PLC LILAC SHS CL A G5480U138 0 10 SH   DFND 4,5,11,12 10 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 0 10 SH   DFND 4,5,11,12 10 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 7 191 SH   DFND 4,8 191 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 0 11 SH   DFND 4,5,7 11 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1 21 SH   DFND 4,5,7 21 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 87 3,300 SH   DFND 4,5,11,12 3,300 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 180 6,854 SH   DFND 4,5,11,12 6,854 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,400 53,379 SH   DFND 4,5 53,379 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,974 75,240 SH   DFND 4,5 75,240 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 9 221 SH   DFND 4,8 221 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 14 341 SH   DFND 4,5,11,12 341 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,668 41,343 SH   DFND 4,5,11,12 41,343 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 5,512 136,595 SH   DFND 4,5,7 136,595 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 7,586 188,001 SH   DFND 4,5,7 188,001 0 0
LIBERTY MEDIA CORP SR DB PIK EXCH31 530715AN1 1,997 3,869,000 PRN   DFND 4,5,7 0 0 3,869,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 25 700 SH   DFND 4,5,11,12 700 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 87 2,446 SH   DFND 4,5,11,12 2,446 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 190 5,307 SH   DFND 4,5 5,307 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 307 8,586 SH   DFND 4,5 8,586 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 48 1,400 SH   DFND 4,5,11,12 1,400 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 169 4,892 SH   DFND 4,5,11,12 4,892 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 445 12,905 SH   DFND 4,5 12,905 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 586 17,000 SH   DFND 4,6 17,000 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 666 19,330 SH   DFND 4,5 19,330 0 0
LIBERTY PPTY TR SH BEN INT 531172104 422 13,386 SH   DFND 4,5,11,12 13,386 0 0
LIBERTY PPTY TR SH BEN INT 531172104 501 15,909 SH   DFND 4,5 15,909 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,015 32,201 SH   DFND 4,5 32,201 0 0
LIFEPOINT HEALTH INC COM 53219L109 853 12,033 SH   DFND 4,5 12,033 0 0
LIGAND PHARMACEUTICALS INC SR CV NT 0.75%19 53220KAD0 644 495,000 PRN   DFND 4,5,7 0 0 495,000
LIGAND PHARMACEUTICALS INC SR CV NT 0.75%19 53220KAD0 2,047 1,574,000 PRN   DFND 4,5,7 0 0 1,574,000
LILLY ELI & CO COM 532457108 113 1,350 SH   DFND   1,350 0 0
LILLY ELI & CO COM 532457108 113 1,354 SH   DFND 4,8 1,354 0 0
LILLY ELI & CO COM 532457108 146 1,750 SH   DFND 4,6 1,750 0 0
LILLY ELI & CO COM 532457108 234 2,800 SH   DFND 4,6 2,800 0 0
LILLY ELI & CO COM 532457108 379 4,533 SH   DFND 4,6 4,533 0 0
LILLY ELI & CO COM 532457108 460 5,500 SH   DFND 4,5,11,12 5,500 0 0
LILLY ELI & CO COM 532457108 525 6,275 SH   DFND   6,275 0 0
LILLY ELI & CO COM 532457108 618 7,390 SH   DFND 4,6 7,390 0 0
LILLY ELI & CO COM 532457108 628 7,500 SH   DFND 4,6 7,500 0 0
LILLY ELI & CO COM 532457108 1,184 14,148 SH   DFND 4,5,11,12 14,148 0 0
LILLY ELI & CO COM 532457108 1,582 18,900 SH   DFND 4,6 18,900 0 0
LILLY ELI & CO COM 532457108 1,824 21,800 SH   DFND 4,6 21,800 0 0
LILLY ELI & CO COM 532457108 9,816 117,287 SH   DFND 4,5 117,287 0 0
LILLY ELI & CO COM 532457108 11,754 140,450 SH   DFND 4,5 140,450 0 0
LINCOLN ELEC HLDGS INC COM 533900106 955 18,222 SH   DFND 4,5 18,222 0 0
LINCOLN NATL CORP IND COM 534187109 57 1,200 SH   DFND 4,6 1,200 0 0
LINCOLN NATL CORP IND COM 534187109 72 1,517 SH   DFND 1,3 1,517 0 0
LINCOLN NATL CORP IND COM 534187109 85 1,800 SH   DFND 4,5,11,12 1,800 0 0
LINCOLN NATL CORP IND COM 534187109 133 2,800 SH   DFND 4,5,11,12 2,800 0 0
LINCOLN NATL CORP IND COM 534187109 465 9,800 SH   DFND 4,6 9,800 0 0
LINCOLN NATL CORP IND COM 534187109 536 11,300 SH   DFND 4,6 11,300 0 0
LINCOLN NATL CORP IND COM 534187109 759 16,000 SH   DFND 4,6 16,000 0 0
LINCOLN NATL CORP IND COM 534187109 893 18,820 SH   DFND 4,5 18,820 0 0
LINCOLN NATL CORP IND COM 534187109 1,405 29,600 SH   DFND 4,5 29,600 0 0
LINCOLN NATL CORP IND COM 534187109 5,277 111,185 SH   DFND 1,2 111,185 0 0
LINEAR TECHNOLOGY CORP COM 535678106 56 1,400 SH   DFND 4,5,11,12 1,400 0 0
LINEAR TECHNOLOGY CORP COM 535678106 259 6,411 SH   DFND 4,5,11,12 6,411 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,165 28,874 SH   DFND 4,5 28,874 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,607 39,834 SH   DFND 4,5 39,834 0 0
LINKEDIN CORP COM CL A 53578A108 76 400 SH   DFND 4,5,11,12 400 0 0
LINKEDIN CORP COM CL A 53578A108 152 800 SH   DFND 4,6 800 0 0
LINKEDIN CORP COM CL A 53578A108 197 1,036 SH   DFND   1,036 0 0
LINKEDIN CORP COM CL A 53578A108 285 1,500 SH   DFND 4,5,11,12 1,500 0 0
LINKEDIN CORP COM CL A 53578A108 646 3,400 SH   DFND 4,8 3,400 0 0
LINKEDIN CORP COM CL A 53578A108 1,616 8,500 SH   DFND 4,6 8,500 0 0
LINKEDIN CORP COM CL A 53578A108 2,086 10,969 SH   DFND 4,5 10,969 0 0
LINKEDIN CORP COM CL A 53578A108 2,852 15,000 SH   DFND 4,6 15,000 0 0
LINKEDIN CORP COM CL A 53578A108 5,000 26,300 SH   DFND 1,3 26,300 0 0
LINKEDIN CORP COM CL A 53578A108 10,888 57,264 SH   DFND 4,5 57,264 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 3,957 107,536 SH   DFND 4,5,7 107,536 0 0
LIONS GATE ENTMNT CORP COM NEW 535919203 5,852 159,009 SH   DFND 4,5,7 159,009 0 0
LITHIA MTRS INC CL A 536797103 130 1,200 SH   DFND 4,6 1,200 0 0
LKQ CORP COM 501889208 45 1,600 SH   DFND 4,5,11,12 1,600 0 0
LKQ CORP COM 501889208 74 2,600 SH   DFND 4,5,11,12 2,600 0 0
LKQ CORP COM 501889208 654 23,063 SH   DFND 4,5 23,063 0 0
LKQ CORP COM 501889208 1,913 67,447 SH   DFND 4,5 67,447 0 0
LOCKHEED MARTIN CORP COM 539830109 352 1,700 SH   DFND 4,5,11,12 1,700 0 0
LOCKHEED MARTIN CORP COM 539830109 760 3,667 SH   DFND 4,5,11,12 3,667 0 0
LOCKHEED MARTIN CORP COM 539830109 5,425 26,170 SH   DFND 4,5 26,170 0 0
LOCKHEED MARTIN CORP COM 539830109 25,723 124,079 SH   DFND 4,5 124,079 0 0
LOEWS CORP COM 540424108 69 1,900 SH   DFND 4,5,11,12 1,900 0 0
LOEWS CORP COM 540424108 149 4,114 SH   DFND 4,5,11,12 4,114 0 0
LOEWS CORP COM 540424108 1,151 31,847 SH   DFND 4,5 31,847 0 0
LOEWS CORP COM 540424108 1,317 36,449 SH   DFND 4,5 36,449 0 0
LOGITECH INTL S A SHS H50430232 21 1,600 SH   DFND   1,600 0 0
LOGITECH INTL S A SHS H50430232 69 5,281 SH   DFND 4,9 5,281 0 0
LOGITECH INTL S A SHS H50430232 328 25,000 SH   DFND 1,3 25,000 0 0
LOGITECH INTL S A SHS H50430232 2,255 172,037 SH   DFND 4,5 172,037 0 0
LOGITECH INTL S A SHS H50430232 5,296 403,959 SH   DFND 4,5 403,959 0 0
LOGITECH INTL S A SHS H50430232 34,773 2,652,373 SH   DFND 1,3 2,652,373 0 0
LOWES COS INC COM 548661107 159 2,300 SH   DFND 4,6 2,300 0 0
LOWES COS INC COM 548661107 345 5,000 SH   DFND 4,6 5,000 0 0
LOWES COS INC COM 548661107 351 5,100 SH   DFND 4,5,11,12 5,100 0 0
LOWES COS INC COM 548661107 465 6,745 SH   DFND 4,9 6,745 0 0
LOWES COS INC COM 548661107 517 7,500 SH   DFND 4,6 7,500 0 0
LOWES COS INC COM 548661107 850 12,339 SH   DFND 4,6 12,339 0 0
LOWES COS INC COM 548661107 933 13,537 SH   DFND 4,5,11,12 13,537 0 0
LOWES COS INC COM 548661107 1,585 23,000 SH   DFND 4,6 23,000 0 0
LOWES COS INC COM 548661107 1,778 25,800 SH   DFND 4,6 25,800 0 0
LOWES COS INC COM 548661107 6,974 101,196 SH   DFND 4,5 101,196 0 0
LOWES COS INC COM 548661107 9,616 139,524 SH   DFND 4,5 139,524 0 0
LTC PPTYS INC COM 502175102 115 2,700 SH   DFND 4,5,11,12 2,700 0 0
LTC PPTYS INC COM 502175102 175 4,100 SH   DFND 4,5 4,100 0 0
LTC PPTYS INC COM 502175102 585 13,713 SH   DFND 1,3 13,713 0 0
LULULEMON ATHLETICA INC COM 550021109 30 600 SH   DFND 4,5,11,12 600 0 0
LULULEMON ATHLETICA INC COM 550021109 155 3,062 SH   DFND 4,5,11,12 3,062 0 0
LULULEMON ATHLETICA INC COM 550021109 476 9,402 SH   DFND 4,5 9,402 0 0
LULULEMON ATHLETICA INC COM 550021109 697 13,763 SH   DFND 4,1 13,763 0 0
LULULEMON ATHLETICA INC COM 550021109 1,316 25,977 SH   DFND 4,5 25,977 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 82 1,300 SH   DFND 4,6 1,300 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 177 2,800 SH   DFND 4,5 2,800 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 25 300 SH   DFND 4,6 300 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 58 700 SH   DFND 4,6 700 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 97 1,160 SH   DFND 4,8 1,160 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 193 2,311 SH   DFND 1,3 2,311 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 193 2,317 SH   DFND 4,5,11,12 2,317 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 333 4,000 SH   DFND 4,6 4,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 375 4,500 SH   DFND 4,6 4,500 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 389 4,661 SH   DFND 4,6 4,661 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 417 5,000 SH   DFND 4,6 5,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 455 5,460 SH   DFND 4,5,11,12 5,460 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 534 6,400 SH   DFND 4,6 6,400 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 634 7,603 SH   DFND 4,8 7,603 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 750 9,000 SH   DFND 4,6 9,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 767 9,200 SH   DFND 4,6 9,200 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 917 11,000 SH   DFND 4,6 11,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 3,334 40,000 SH   DFND 4,6 40,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 4,113 49,335 SH   DFND 1,2 49,335 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 6,440 77,250 SH   DFND 4,5 77,250 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 18,944 227,253 SH   DFND 4,5 227,253 0 0
M & T BK CORP COM 55261F104 76 621 SH   DFND 4,5,11,12 621 0 0
M & T BK CORP COM 55261F104 85 700 SH   DFND 4,5,11,12 700 0 0
M & T BK CORP COM 55261F104 1,867 15,306 SH   DFND 4,5 15,306 0 0
M & T BK CORP COM 55261F104 2,311 18,950 SH   DFND 4,5 18,950 0 0
MACERICH CO COM 554382101 61 800 SH   DFND 4,5,11,12 800 0 0
MACERICH CO COM 554382101 707 9,205 SH   DFND 4,5,11,12 9,205 0 0
MACERICH CO COM 554382101 1,798 23,411 SH   DFND 4,5 23,411 0 0
MACERICH CO COM 554382101 2,287 29,766 SH   DFND 4,5 29,766 0 0
MACK CALI RLTY CORP COM 554489104 108 5,700 SH   DFND 4,5,11,12 5,700 0 0
MACK CALI RLTY CORP COM 554489104 206 10,900 SH   DFND 4,5 10,900 0 0
MACYS INC COM 55616P104 67 1,300 SH   DFND 4,5,11,12 1,300 0 0
MACYS INC COM 55616P104 68 1,327 SH   DFND 4,8 1,327 0 0
MACYS INC COM 55616P104 69 1,350 SH   DFND 4,6 1,350 0 0
MACYS INC COM 55616P104 239 4,661 SH   DFND 4,5,11,12 4,661 0 0
MACYS INC COM 55616P104 240 4,669 SH   DFND 1,3 4,669 0 0
MACYS INC COM 55616P104 685 13,350 SH   DFND 4,6 13,350 0 0
MACYS INC COM 55616P104 806 15,700 SH   DFND 4,6 15,700 0 0
MACYS INC COM 55616P104 1,667 32,475 SH   DFND 4,5 32,475 0 0
MACYS INC COM 55616P104 2,910 56,700 SH   DFND 4,6 56,700 0 0
MACYS INC COM 55616P104 4,111 80,107 SH   DFND 1,2 80,107 0 0
MACYS INC COM 55616P104 6,748 131,484 SH   DFND 4,5 131,484 0 0
MAGNA INTL INC COM 559222401 56 1,173 SH   DFND 4,8 1,173 0 0
MAGNA INTL INC COM 559222401 65 1,359 SH   DFND 4,8 1,359 0 0
MAGNA INTL INC COM 559222401 352 7,328 SH   DFND 4,5,11,12 7,328 0 0
MAGNA INTL INC COM 559222401 2,842 59,189 SH   DFND 4,5 59,189 0 0
MAGNA INTL INC COM 559222401 3,361 70,000 SH   DFND 4,6 70,000 0 0
MAGNA INTL INC COM 559222401 4,328 90,139 SH   DFND 4,5 90,139 0 0
MAGNA INTL INC COM 559222401 8,877 184,900 SH   DFND 4,5,11,12 184,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 38 600 SH   DFND 4,5,11,12 600 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 45 700 SH   DFND 4,5,11,12 700 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 122 1,912 SH   DFND   1,912 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 177 2,775 SH   DFND 4,8 2,775 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 568 8,886 SH   DFND 4,5 8,886 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,755 27,455 SH   DFND 4,5 27,455 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 4,777 74,714 SH   DFND 1,3 74,714 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 11,209 175,300 SH   DFND 4,5,7 175,300 0 0
MANHATTAN ASSOCS INC COM 562750109 1,551 24,900 SH   DFND 1,3 24,900 0 0
MANITOWOC INC COM 563571108 2,351 156,752 SH   DFND 4,5,7 156,752 0 0
MANPOWERGROUP INC COM 56418H100 41 500 SH   DFND 4,5,11,12 500 0 0
MANPOWERGROUP INC COM 56418H100 203 2,479 SH   DFND 4,5,11,12 2,479 0 0
MANPOWERGROUP INC COM 56418H100 602 7,353 SH   DFND 4,8 7,353 0 0
MANPOWERGROUP INC COM 56418H100 3,246 39,635 SH   DFND 4,5 39,635 0 0
MANPOWERGROUP INC COM 56418H100 3,554 43,395 SH   DFND 4,5 43,395 0 0
MANULIFE FINL CORP COM 56501R106 65 4,208 SH   DFND 4,8 4,208 0 0
MANULIFE FINL CORP COM 56501R106 152 9,800 SH   DFND 4,5,11,12 9,800 0 0
MANULIFE FINL CORP COM 56501R106 244 15,794 SH   DFND   15,794 0 0
MANULIFE FINL CORP COM 56501R106 245 15,809 SH   DFND 4,8 15,809 0 0
MANULIFE FINL CORP COM 56501R106 352 22,761 SH   DFND 4,5,11,12 22,761 0 0
MANULIFE FINL CORP COM 56501R106 2,560 165,380 SH   DFND 4,5 165,380 0 0
MANULIFE FINL CORP COM 56501R106 4,688 302,847 SH   DFND 4,5 302,847 0 0
MARATHON OIL CORP COM 565849106 39 2,533 SH   DFND 4,8 2,533 0 0
MARATHON OIL CORP COM 565849106 248 16,092 SH   DFND 4,5,11,12 16,092 0 0
MARATHON OIL CORP COM 565849106 504 32,700 SH   DFND 4,6 32,700 0 0
MARATHON OIL CORP COM 565849106 747 48,500 SH   DFND 4,6 48,500 0 0
MARATHON OIL CORP COM 565849106 796 51,700 SH   DFND 4,6 51,700 0 0
MARATHON OIL CORP COM 565849106 1,097 71,240 SH   DFND 4,5,11,12 71,240 0 0
MARATHON OIL CORP COM 565849106 1,340 86,992 SH   DFND 4,5 86,992 0 0
MARATHON OIL CORP COM 565849106 2,170 140,900 SH   DFND 4,6 140,900 0 0
MARATHON OIL CORP COM 565849106 2,941 190,977 SH   DFND 4,5 190,977 0 0
MARATHON OIL CORP COM 565849106 2,983 193,700 SH   DFND 4,6 193,700 0 0
MARATHON PETE CORP COM 56585A102 133 2,866 SH   DFND 4,8 2,866 0 0
MARATHON PETE CORP COM 56585A102 273 5,900 SH   DFND 4,6 5,900 0 0
MARATHON PETE CORP COM 56585A102 301 6,500 SH   DFND 4,6 6,500 0 0
MARATHON PETE CORP COM 56585A102 528 11,400 SH   DFND 4,6 11,400 0 0
MARATHON PETE CORP COM 56585A102 577 12,452 SH   DFND 4,5,11,12 12,452 0 0
MARATHON PETE CORP COM 56585A102 636 13,730 SH   DFND 4,8 13,730 0 0
MARATHON PETE CORP COM 56585A102 797 17,200 SH   DFND 4,6 17,200 0 0
MARATHON PETE CORP COM 56585A102 880 19,000 SH   DFND 4,6 19,000 0 0
MARATHON PETE CORP COM 56585A102 2,805 60,540 SH   DFND 4,5 60,540 0 0
MARATHON PETE CORP COM 56585A102 4,283 92,440 SH   DFND 4,5,11,12 92,440 0 0
MARATHON PETE CORP COM 56585A102 16,424 354,490 SH   DFND 4,5 354,490 0 0
MARKEL CORP COM 570535104 232 289 SH   DFND 4,5 289 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 148 10,800 SH   DFND 1 10,800 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,205 87,705 SH   DFND   87,705 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 5,131 373,421 SH   DFND 4,5 373,421 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 6 400 SH   DFND   400 0 0
MARKET VECTORS ETF TR MINOR METALS 57061R536 30 2,000 SH   DFND   2,000 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 353 18,000 SH   DFND   18,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 139 2,035 SH   DFND 4,5,11,12 2,035 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,058 15,517 SH   DFND 4,5 15,517 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,716 25,154 SH   DFND 4,5 25,154 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,018 102,900 SH   DFND 4,5,11,12 102,900 0 0
MARSH & MCLENNAN COS INC COM 571748102 63 1,200 SH   DFND 4,6 1,200 0 0
MARSH & MCLENNAN COS INC COM 571748102 157 3,000 SH   DFND 4,5,11,12 3,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 447 8,564 SH   DFND 4,6 8,564 0 0
MARSH & MCLENNAN COS INC COM 571748102 508 9,727 SH   DFND 4,5,11,12 9,727 0 0
MARSH & MCLENNAN COS INC COM 571748102 653 12,500 SH   DFND 4,6 12,500 0 0
MARSH & MCLENNAN COS INC COM 571748102 731 14,000 SH   DFND 4,6 14,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,164 60,593 SH   DFND 4,5 60,593 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,151 136,942 SH   DFND 4,5 136,942 0 0
MARTIN MARIETTA MATLS INC COM 573284106 30 200 SH   DFND 4,5,11,12 200 0 0
MARTIN MARIETTA MATLS INC COM 573284106 170 1,119 SH   DFND 4,5,11,12 1,119 0 0
MARTIN MARIETTA MATLS INC COM 573284106 501 3,295 SH   DFND 4,5 3,295 0 0
MARTIN MARIETTA MATLS INC COM 573284106 932 6,135 SH   DFND 4,5 6,135 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 256 28,300 SH   DFND 4,5 28,300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 324 35,789 SH   DFND 4,5 35,789 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,387 263,800 SH   DFND 4,5,11,12 263,800 0 0
MASCO CORP COM 574599106 55 2,200 SH   DFND 4,5,11,12 2,200 0 0
MASCO CORP COM 574599106 203 8,077 SH   DFND 4,5,11,12 8,077 0 0
MASCO CORP COM 574599106 5,450 216,432 SH   DFND 4,5 216,432 0 0
MASCO CORP COM 574599106 10,658 423,262 SH   DFND 4,5 423,262 0 0
MASONITE INTL CORP NEW COM 575385109 547 9,023 SH   DFND 4,5,7 9,023 0 0
MASONITE INTL CORP NEW COM 575385109 2,116 34,923 SH   DFND 4,5,7 34,923 0 0
MASTERCARD INC CL A 57636Q104 162 1,800 SH   DFND 4,6 1,800 0 0
MASTERCARD INC CL A 57636Q104 541 6,000 SH   DFND 4,5,11,12 6,000 0 0
MASTERCARD INC CL A 57636Q104 676 7,500 SH   DFND 4,6 7,500 0 0
MASTERCARD INC CL A 57636Q104 739 8,200 SH   DFND 4,6 8,200 0 0
MASTERCARD INC CL A 57636Q104 990 10,990 SH   DFND 1,3 10,990 0 0
MASTERCARD INC CL A 57636Q104 1,081 12,000 SH   DFND 4,6 12,000 0 0
MASTERCARD INC CL A 57636Q104 1,217 13,500 SH   DFND 4,6 13,500 0 0
MASTERCARD INC CL A 57636Q104 1,303 14,460 SH   DFND 4,5,11,12 14,460 0 0
MASTERCARD INC CL A 57636Q104 1,856 20,600 SH   DFND 4,6 20,600 0 0
MASTERCARD INC CL A 57636Q104 3,244 36,000 SH   DFND 4,6 36,000 0 0
MASTERCARD INC CL A 57636Q104 7,997 88,736 SH   DFND 1,2 88,736 0 0
MASTERCARD INC CL A 57636Q104 8,830 97,978 SH   DFND 4,5 97,978 0 0
MASTERCARD INC CL A 57636Q104 9,510 105,526 SH   DFND 4,5 105,526 0 0
MATTEL INC COM 577081102 44 2,100 SH   DFND 4,5,11,12 2,100 0 0
MATTEL INC COM 577081102 78 3,721 SH   DFND 4,5,11,12 3,721 0 0
MATTEL INC COM 577081102 783 37,160 SH   DFND 4,5 37,160 0 0
MATTEL INC COM 577081102 2,690 127,727 SH   DFND 4,5,7 127,727 0 0
MATTEL INC COM 577081102 2,690 127,730 SH   DFND 4,5,7 127,730 0 0
MATTEL INC COM 577081102 3,411 161,943 SH   DFND 4,5 161,943 0 0
MATTHEWS INTL CORP CL A 577128101 245 5,000 SH   DFND 4,6 5,000 0 0
MATTHEWS INTL CORP CL A 577128101 896 18,300 SH   DFND 4,5 18,300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3 100 SH   DFND 4,5,11,12 100 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 60 1,800 SH   DFND 4,5,11,12 1,800 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 98 2,922 SH   DFND 4,8 2,922 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 110 3,300 SH   DFND   3,300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 515 15,433 SH   DFND   15,433 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,813 114,168 SH   DFND 4,5 114,168 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 12,335 369,307 SH   DFND 4,5 369,307 0 0
MAXIMUS INC COM 577933104 3,150 52,888 SH   DFND 4,5 52,888 0 0
MBIA INC COM 55262C100 976 160,510 SH   DFND 4,5,7 160,510 0 0
MCCORMICK & CO INC COM NON VTG 579780206 58 700 SH   DFND 4,5,11,12 700 0 0
MCCORMICK & CO INC COM NON VTG 579780206 231 2,816 SH   DFND 4,5,11,12 2,816 0 0
MCCORMICK & CO INC COM NON VTG 579780206 329 4,000 SH   DFND 4,6 4,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,613 43,968 SH   DFND 4,5 43,968 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,285 52,139 SH   DFND 4,5 52,139 0 0
MCDONALDS CORP COM 580135101 12 118 SH   DFND   118 0 0
MCDONALDS CORP COM 580135101 59 600 SH   DFND 4,6 600 0 0
MCDONALDS CORP COM 580135101 130 1,324 SH   DFND 4,8 1,324 0 0
MCDONALDS CORP COM 580135101 591 6,000 SH   DFND 4,6 6,000 0 0
MCDONALDS CORP COM 580135101 717 7,275 SH   DFND 4,6 7,275 0 0
MCDONALDS CORP COM 580135101 808 8,200 SH   DFND 4,6 8,200 0 0
MCDONALDS CORP COM 580135101 994 10,090 SH   DFND 1,2 10,090 0 0
MCDONALDS CORP COM 580135101 1,084 11,000 SH   DFND 4,6 11,000 0 0
MCDONALDS CORP COM 580135101 1,192 12,100 SH   DFND 4,5 12,100 0 0
MCDONALDS CORP COM 580135101 1,714 17,394 SH   DFND 4,5,11,12 17,394 0 0
MCDONALDS CORP COM 580135101 2,759 28,000 SH   DFND 4,6 28,000 0 0
MCDONALDS CORP COM 580135101 10,060 102,096 SH   DFND 4,5 102,096 0 0
MCDONALDS CORP COM 580135101 20,760 210,700 SH   DFND 4,5,11,12 210,700 0 0
MCDONALDS CORP COM 580135101 43,438 440,857 SH   DFND 4,5 440,857 0 0
MCGRAW HILL FINL INC COM 580645109 83 963 SH   DFND 4,8 963 0 0
MCGRAW HILL FINL INC COM 580645109 526 6,086 SH   DFND 4,5,11,12 6,086 0 0
MCGRAW HILL FINL INC COM 580645109 1,259 14,553 SH   DFND 4,8 14,553 0 0
MCGRAW HILL FINL INC COM 580645109 2,728 31,542 SH   DFND 4,5 31,542 0 0
MCGRAW HILL FINL INC COM 580645109 7,211 83,366 SH   DFND 4,5 83,366 0 0
MCGRAW HILL FINL INC COM 580645109 23,294 269,300 SH   DFND 4,5,11,12 269,300 0 0
MCKESSON CORP COM 58155Q103 111 600 SH   DFND 4,6 600 0 0
MCKESSON CORP COM 58155Q103 113 611 SH   DFND 4,8 611 0 0
MCKESSON CORP COM 58155Q103 176 950 SH   DFND   950 0 0
MCKESSON CORP COM 58155Q103 259 1,400 SH   DFND 4,6 1,400 0 0
MCKESSON CORP COM 58155Q103 269 1,454 SH   DFND 4,8 1,454 0 0
MCKESSON CORP COM 58155Q103 333 1,800 SH   DFND 4,6 1,800 0 0
MCKESSON CORP COM 58155Q103 496 2,680 SH   DFND   2,680 0 0
MCKESSON CORP COM 58155Q103 519 2,806 SH   DFND 4,6 2,806 0 0
MCKESSON CORP COM 58155Q103 913 4,932 SH   DFND 1,3 4,932 0 0
MCKESSON CORP COM 58155Q103 999 5,400 SH   DFND 4,6 5,400 0 0
MCKESSON CORP COM 58155Q103 1,085 5,862 SH   DFND 4,5,11,12 5,862 0 0
MCKESSON CORP COM 58155Q103 1,166 6,300 SH   DFND 4,6 6,300 0 0
MCKESSON CORP COM 58155Q103 1,373 7,418 SH   DFND 4,1 7,418 0 0
MCKESSON CORP COM 58155Q103 4,061 21,947 SH   DFND 4,5 21,947 0 0
MCKESSON CORP COM 58155Q103 6,143 33,200 SH   DFND 4,6 33,200 0 0
MCKESSON CORP COM 58155Q103 8,577 46,353 SH   DFND 1,2 46,353 0 0
MCKESSON CORP COM 58155Q103 14,838 80,192 SH   DFND 4,5 80,192 0 0
MCKESSON CORP COM 58155Q103 43,501 235,100 SH   DFND 4,5,11,12 235,100 0 0
MDU RES GROUP INC COM 552690109 21 1,200 SH   DFND 4,5,11,12 1,200 0 0
MDU RES GROUP INC COM 552690109 24 1,366 SH   DFND 4,5 1,366 0 0
MDU RES GROUP INC COM 552690109 79 4,566 SH   DFND 4,5,11,12 4,566 0 0
MDU RES GROUP INC COM 552690109 343 19,921 SH   DFND 4,5 19,921 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 42 600 SH   DFND 4,6 600 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 260 3,694 SH   DFND 4,5,11,12 3,694 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 268 3,800 SH   DFND 4,5,11,12 3,800 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 408 5,800 SH   DFND 4,6 5,800 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 422 6,000 SH   DFND 4,8 6,000 0 0
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MEAD JOHNSON NUTRITION CO COM 582839106 3,007 42,706 SH   DFND 4,5,7 42,706 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 6,264 88,984 SH   DFND 4,5 88,984 0 0
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MEDIA GEN INC NEW COM 58441K100 253 18,065 SH   DFND 4,5,7 18,065 0 0
MEDIA GEN INC NEW COM 58441K100 436 31,168 SH   DFND 4,5,7 31,168 0 0
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MEDICINES CO SR CV BD1.375%17 584688AC9 282 194,000 PRN   DFND 4,5,7 0 0 194,000
MEDICINES CO SR CV BD1.375%17 584688AC9 399 274,000 PRN   DFND 4,5,7 0 0 274,000
MEDIVATION INC COM 58501N101 140 3,298 SH   DFND 4,8 3,298 0 0
MEDIVATION INC COM 58501N101 271 6,380 SH   DFND 4,5,11,12 6,380 0 0
MEDIVATION INC COM 58501N101 3,501 82,386 SH   DFND 4,5 82,386 0 0
MEDIVATION INC COM 58501N101 8,409 197,861 SH   DFND 4,5 197,861 0 0
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MEDNAX INC COM 58502B106 6,936 90,330 SH   DFND 1,3 90,330 0 0
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MEDTRONIC PLC SHS G5960L103 6,468 96,631 SH   DFND 1,2 96,631 0 0
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MEDTRONIC PLC SHS G5960L103 10,187 152,176 SH   DFND 4,5 152,176 0 0
MEDTRONIC PLC SHS G5960L103 11,657 174,146 SH   DFND 4,5 174,146 0 0
MELCO CROWN ENTMT LTD ADR 585464100 1,513 109,990 SH   DFND 4,5,7 109,990 0 0
MENTOR GRAPHICS CORP COM 587200106 517 21,007 SH   DFND 4,5 21,007 0 0
MERCK & CO INC NEW COM 58933Y105 13 270 SH   DFND 4,8 270 0 0
MERCK & CO INC NEW COM 58933Y105 40 800 SH   DFND   800 0 0
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MERCK & CO INC NEW COM 58933Y105 4,569 92,500 SH   DFND 4,6 92,500 0 0
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MICHAEL KORS HLDGS LTD SHS G60754101 46 1,100 SH   DFND 4,5,11,12 1,100 0 0
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MICROCHIP TECHNOLOGY INC COM 595017104 52 1,200 SH   DFND 4,5,11,12 1,200 0 0
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MICRON TECHNOLOGY INC SR SB CV NT 3%43 595112AY9 2,024 2,408,000 PRN   DFND 4,5,7 0 0 2,408,000
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NASDAQ INC COM 631103108 578 10,830 SH   DFND 4,5 10,830 0 0
NASDAQ INC COM 631103108 709 13,300 SH   DFND 4,6 13,300 0 0
NASDAQ INC COM 631103108 849 15,923 SH   DFND 4,5 15,923 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,052 21,041 SH   DFND 4,5 21,041 0 0
NATIONAL GEN HLDGS CORP COM 636220303 287 14,900 SH   DFND 1,3 14,900 0 0
NATIONAL HEALTH INVS INC COM 63633D104 138 2,400 SH   DFND 4,5,11,12 2,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 310 5,400 SH   DFND 4,5 5,400 0 0
NATIONAL OILWELL VARCO INC COM 637071101 98 2,600 SH   DFND 4,5,11,12 2,600 0 0
NATIONAL OILWELL VARCO INC COM 637071101 213 5,644 SH   DFND 4,5,11,12 5,644 0 0
NATIONAL OILWELL VARCO INC COM 637071101 245 6,500 SH   DFND 4,6 6,500 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,116 29,650 SH   DFND 4,5 29,650 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,126 56,479 SH   DFND 4,5 56,479 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 312 8,600 SH   DFND 4,5,11,12 8,600 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 646 17,800 SH   DFND 4,5 17,800 0 0
NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN 637870106 15 1,100 SH   DFND 4,5,11,12 1,100 0 0
NAVIENT CORP COM 63938C108 65 5,749 SH   DFND 4,8 5,749 0 0
NAVIENT CORP COM 63938C108 270 24,048 SH   DFND 4,5,11,12 24,048 0 0
NAVIENT CORP COM 63938C108 369 32,869 SH   DFND 4,5 32,869 0 0
NAVIENT CORP COM 63938C108 1,599 142,249 SH   DFND 4,5 142,249 0 0
NAVIENT CORP COM 63938C108 11,495 1,022,700 SH   DFND 4,5,11,12 1,022,700 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 1,961 787,371 SH   DFND 4,5,7 787,371 0 0
NCR CORP NEW COM 62886E108 30 1,307 SH   DFND 4,5,7 1,307 0 0
NCR CORP NEW COM 62886E108 52 2,265 SH   DFND 4,5,7 2,265 0 0
NCR CORP NEW COM 62886E108 661 29,069 SH   DFND 4,5 29,069 0 0
NEPTUNE TECHNOLOGIES BIORESOUR COM 64077P108 0 15 SH   DFND 1,3 15 0 0
NETAPP INC COM 64110D104 58 1,950 SH   DFND 4,5,11,12 1,950 0 0
NETAPP INC COM 64110D104 65 2,200 SH   DFND 4,5,11,12 2,200 0 0
NETAPP INC COM 64110D104 959 32,394 SH   DFND 4,5 32,394 0 0
NETAPP INC COM 64110D104 2,072 70,000 SH   DFND 4,6 70,000 0 0
NETAPP INC COM 64110D104 5,218 176,280 SH   DFND 4,5 176,280 0 0
NETEASE INC SPONSORED ADR 64110W102 3,967 33,025 SH   DFND 1,3 33,025 0 0
NETEASE INC SPONSORED ADR 64110W102 5,514 45,900 SH   DFND 4,5 45,900 0 0
NETFLIX INC COM 64110L106 217 2,100 SH   DFND 4,5,11,12 2,100 0 0
NETFLIX INC COM 64110L106 547 5,299 SH   DFND 4,5,11,12 5,299 0 0
NETFLIX INC COM 64110L106 3,589 34,760 SH   DFND 4,5 34,760 0 0
NETFLIX INC COM 64110L106 3,852 37,301 SH   DFND 4,5 37,301 0 0
NETSCOUT SYS INC COM 64115T104 71 1,997 SH   DFND 4,6 1,997 0 0
NETSCOUT SYS INC COM 64115T104 544 15,384 SH   DFND 4,6 15,384 0 0
NETSCOUT SYS INC COM 64115T104 671 18,979 SH   DFND 4,6 18,979 0 0
NETSUITE INC COM 64118Q107 432 5,150 SH   DFND 4,5 5,150 0 0
NETSUITE INC COM 64118Q107 3,905 46,542 SH   DFND 4,5 46,542 0 0
NETSUITE INC SR CV NT 0.25%18 64118QAB3 2,371 2,358,000 PRN   DFND 4,5 0 0 2,358,000
NEUSTAR INC CL A 64126X201 1,390 51,087 SH   DFND 4,5 51,087 0 0
NEW GOLD INC CDA COM 644535106 366 161,120 SH   DFND 4,6 161,120 0 0
NEW GOLD INC CDA COM 644535106 1,555 685,127 SH   DFND 4,5 685,127 0 0
NEW GOLD INC CDA COM 644535106 1,681 740,528 SH   DFND 4,6 740,528 0 0
NEW GOLD INC CDA COM 644535106 1,855 817,226 SH   DFND 4,6 817,226 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 18 900 SH   DFND 4,6 900 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 1,738 86,000 SH   DFND 4,5 86,000 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 2,591 128,220 SH   DFND 4,5 128,220 0 0
NEW SR INVT GROUP INC COM 648691103 51 4,900 SH   DFND 4,5,11,12 4,900 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 542 30,000 SH   DFND 4,6 30,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 745 41,244 SH   DFND 4,5 41,244 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 972 53,812 SH   DFND 4,5 53,812 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,270 70,300 SH   DFND 4,5,11,12 70,300 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 8,521 471,800 SH   DFND 4,5,11,12 471,800 0 0
NEW YORK REIT INC COM 64976L109 96 9,500 SH   DFND 4,5,11,12 9,500 0 0
NEW YORK REIT INC COM 64976L109 256 25,417 SH   DFND 4,5 25,417 0 0
NEWELL RUBBERMAID INC COM 651229106 61 1,529 SH   DFND 4,5,11,12 1,529 0 0
NEWELL RUBBERMAID INC COM 651229106 71 1,800 SH   DFND 4,5,11,12 1,800 0 0
NEWELL RUBBERMAID INC COM 651229106 302 7,603 SH   DFND   7,603 0 0
NEWELL RUBBERMAID INC COM 651229106 417 10,500 SH   DFND 4,6 10,500 0 0
NEWELL RUBBERMAID INC COM 651229106 962 24,220 SH   DFND   24,220 0 0
NEWELL RUBBERMAID INC COM 651229106 1,064 26,788 SH   DFND 4,5 26,788 0 0
NEWELL RUBBERMAID INC COM 651229106 1,145 28,829 SH   DFND 4,5 28,829 0 0
NEWFIELD EXPL CO COM 651290108 78 2,367 SH   DFND 4,5 2,367 0 0
NEWMONT MINING CORP COM 651639106 11 714 SH   DFND 4,8 714 0 0
NEWMONT MINING CORP COM 651639106 48 2,993 SH   DFND 4,5,11,12 2,993 0 0
NEWMONT MINING CORP COM 651639106 92 5,700 SH   DFND   5,700 0 0
NEWMONT MINING CORP COM 651639106 1,417 88,200 SH   DFND 4,6 88,200 0 0
NEWMONT MINING CORP COM 651639106 1,524 94,842 SH   DFND 4,5 94,842 0 0
NEWMONT MINING CORP COM 651639106 1,885 117,325 SH   DFND 1,3 117,325 0 0
NEWMONT MINING CORP COM 651639106 2,634 163,900 SH   DFND 4,6 163,900 0 0
NEWMONT MINING CORP COM 651639106 3,418 212,692 SH   DFND 4,5 212,692 0 0
NEWMONT MINING CORP COM 651639106 3,976 247,400 SH   DFND 4,5,11,12 247,400 0 0
NEWMONT MINING CORP COM 651639106 5,026 312,734 SH   DFND 4,6 312,734 0 0
NEWMONT MINING CORP COM 651639106 5,684 353,700 SH   DFND 4,6 353,700 0 0
NEWS CORP NEW CL A 65249B109 22 1,775 SH   DFND 4,5,11,12 1,775 0 0
NEWS CORP NEW CL A 65249B109 110 8,678 SH   DFND 4,5,11,12 8,678 0 0
NEWS CORP NEW CL A 65249B109 385 30,504 SH   DFND 4,5 30,504 0 0
NEWS CORP NEW CL A 65249B109 509 40,305 SH   DFND 4,5 40,305 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 16 1,200 SH   DFND 4,5,11,12 1,200 0 0
NEXTERA ENERGY INC COM 65339F101 117 1,200 SH   DFND 4,6 1,200 0 0
NEXTERA ENERGY INC COM 65339F101 224 2,300 SH   DFND   2,300 0 0
NEXTERA ENERGY INC COM 65339F101 263 2,700 SH   DFND 4,5,11,12 2,700 0 0
NEXTERA ENERGY INC COM 65339F101 380 3,900 SH   DFND 4,6 3,900 0 0
NEXTERA ENERGY INC COM 65339F101 486 4,984 SH   DFND 4,5,11,12 4,984 0 0
NEXTERA ENERGY INC COM 65339F101 878 9,000 SH   DFND   9,000 0 0
NEXTERA ENERGY INC COM 65339F101 1,141 11,700 SH   DFND 4,6 11,700 0 0
NEXTERA ENERGY INC COM 65339F101 1,229 12,600 SH   DFND 4,6 12,600 0 0
NEXTERA ENERGY INC COM 65339F101 8,313 85,221 SH   DFND 4,5 85,221 0 0
NEXTERA ENERGY INC COM 65339F101 9,603 98,439 SH   DFND 4,5 98,439 0 0
NICE SYS LTD SPONSORED ADR 653656108 535 9,500 SH   DFND 1,3 9,500 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 31 700 SH   DFND 4,5,11,12 700 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 231 5,200 SH   DFND 4,5,11,12 5,200 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,626 36,560 SH   DFND 4,5 36,560 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 7,593 170,751 SH   DFND 4,5 170,751 0 0
NII HLDGS INC COM PAR $0.001 62913F508 198 30,441 SH   DFND 4,5,7 30,441 0 0
NIKE INC CL B 654106103 21 169 SH   DFND   169 0 0
NIKE INC CL B 654106103 98 800 SH   DFND 4,6 800 0 0
NIKE INC CL B 654106103 197 1,600 SH   DFND 4,6 1,600 0 0
NIKE INC CL B 654106103 529 4,300 SH   DFND 4,5,11,12 4,300 0 0
NIKE INC CL B 654106103 738 6,000 SH   DFND 4,6 6,000 0 0
NIKE INC CL B 654106103 742 6,037 SH   DFND 4,6 6,037 0 0
NIKE INC CL B 654106103 848 6,900 SH   DFND 4,6 6,900 0 0
NIKE INC CL B 654106103 1,107 9,000 SH   DFND 4,6 9,000 0 0
NIKE INC CL B 654106103 1,253 10,188 SH   DFND 4,5,11,12 10,188 0 0
NIKE INC CL B 654106103 2,181 17,740 SH   DFND 4,1 17,740 0 0
NIKE INC CL B 654106103 4,133 33,606 SH   DFND 4,6 33,606 0 0
NIKE INC CL B 654106103 9,511 77,340 SH   DFND 1,3 77,340 0 0
NIKE INC CL B 654106103 11,858 96,430 SH   DFND 4,5 96,430 0 0
NIKE INC CL B 654106103 21,095 171,546 SH   DFND 4,6 171,546 0 0
NIKE INC CL B 654106103 29,123 236,833 SH   DFND 4,5 236,833 0 0
NIMBLE STORAGE INC COM 65440R101 2,558 106,046 SH   DFND 4,5,7 106,046 0 0
NISOURCE INC COM 65473P105 17 909 SH   DFND 4,8 909 0 0
NISOURCE INC COM 65473P105 26 1,400 SH   DFND 4,5,11,12 1,400 0 0
NISOURCE INC COM 65473P105 131 7,073 SH   DFND 4,5 7,073 0 0
NISOURCE INC COM 65473P105 466 25,137 SH   DFND 4,5,11,12 25,137 0 0
NISOURCE INC COM 65473P105 1,629 87,800 SH   DFND 4,6 87,800 0 0
NOBLE CORP PLC SHS USD G65431101 1,479 135,543 SH   DFND 4,5 135,543 0 0
NOBLE ENERGY INC COM 655044105 66 2,200 SH   DFND 4,5,11,12 2,200 0 0
NOBLE ENERGY INC COM 655044105 151 5,000 SH   DFND 4,6 5,000 0 0
NOBLE ENERGY INC COM 655044105 164 5,434 SH   DFND 4,5,11,12 5,434 0 0
NOBLE ENERGY INC COM 655044105 241 8,000 SH   DFND 4,6 8,000 0 0
NOBLE ENERGY INC COM 655044105 290 9,600 SH   DFND 4,6 9,600 0 0
NOBLE ENERGY INC COM 655044105 338 11,200 SH   DFND 4,6 11,200 0 0
NOBLE ENERGY INC COM 655044105 658 21,800 SH   DFND 4,6 21,800 0 0
NOBLE ENERGY INC COM 655044105 746 24,702 SH   DFND 4,5 24,702 0 0
NOBLE ENERGY INC COM 655044105 2,079 68,887 SH   DFND 4,5 68,887 0 0
NOKIA CORP SPONSORED ADR 654902204 0 1 SH   DFND 4,5,7 1 0 0
NOKIA CORP SPONSORED ADR 654902204 0 2 SH   DFND 4,5,7 2 0 0
NOKIA CORP SPONSORED ADR 654902204 5 800 SH   DFND   800 0 0
NORDSTROM INC COM 655664100 72 1,000 SH   DFND 4,6 1,000 0 0
NORDSTROM INC COM 655664100 72 1,000 SH   DFND 4,5,11,12 1,000 0 0
NORDSTROM INC COM 655664100 212 2,956 SH   DFND 4,5,11,12 2,956 0 0
NORDSTROM INC COM 655664100 660 9,200 SH   DFND 4,6 9,200 0 0
NORDSTROM INC COM 655664100 703 9,808 SH   DFND 4,5 9,808 0 0
NORDSTROM INC COM 655664100 760 10,600 SH   DFND 4,6 10,600 0 0
NORDSTROM INC COM 655664100 1,127 15,712 SH   DFND 4,5 15,712 0 0
NORDSTROM INC COM 655664100 3,901 54,400 SH   DFND 4,6 54,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 38 500 SH   DFND 4,6 500 0 0
NORFOLK SOUTHERN CORP COM 655844108 153 2,000 SH   DFND 4,5,11,12 2,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 334 4,370 SH   DFND 4,6 4,370 0 0
NORFOLK SOUTHERN CORP COM 655844108 346 4,535 SH   DFND 4,5,11,12 4,535 0 0
NORFOLK SOUTHERN CORP COM 655844108 351 4,600 SH   DFND 4,6 4,600 0 0
NORFOLK SOUTHERN CORP COM 655844108 420 5,500 SH   DFND 4,6 5,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,334 43,634 SH   DFND 4,5 43,634 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,723 140,351 SH   DFND 4,5 140,351 0 0
NORTEL INVERSORA S A SPON ADR PFD B 656567401 97 6,400 SH   DFND 4,5 6,400 0 0
NORTEL INVERSORA S A SPON ADR PFD B 656567401 1,619 106,806 SH   DFND 4,5 106,806 0 0
NORTH AMERN ENERGY PARTNERS COM 656844107 715 328,096 SH   DFND 4,5,7 328,096 0 0
NORTHERN TR CORP COM 665859104 95 1,400 SH   DFND 4,5,11,12 1,400 0 0
NORTHERN TR CORP COM 665859104 128 1,879 SH   DFND 4,5,11,12 1,879 0 0
NORTHERN TR CORP COM 665859104 211 3,100 SH   DFND 4,6 3,100 0 0
NORTHERN TR CORP COM 665859104 5,745 84,289 SH   DFND 4,5 84,289 0 0
NORTHERN TR CORP COM 665859104 9,442 138,521 SH   DFND 4,5 138,521 0 0
NORTHROP GRUMMAN CORP COM 666807102 149 900 SH   DFND 4,5,11,12 900 0 0
NORTHROP GRUMMAN CORP COM 666807102 383 2,305 SH   DFND 4,5,11,12 2,305 0 0
NORTHROP GRUMMAN CORP COM 666807102 398 2,400 SH   DFND 4,6 2,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 495 2,985 SH   DFND 4,6 2,985 0 0
NORTHROP GRUMMAN CORP COM 666807102 923 5,560 SH   DFND 4,1 5,560 0 0
NORTHROP GRUMMAN CORP COM 666807102 17,106 103,080 SH   DFND 4,5 103,080 0 0
NORTHROP GRUMMAN CORP COM 666807102 17,953 108,183 SH   DFND 4,5 108,183 0 0
NORTHSTAR ASSET MGMT GROUP INC COM 66705Y104 1,519 105,803 SH   DFND 4,5,7 105,803 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 247 20,000 SH   DFND 4,5,11,12 20,000 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 628 50,852 SH   DFND 4,5,7 50,852 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 11 200 SH   DFND 4,5,11,12 200 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 103 1,800 SH   DFND 4,5,11,12 1,800 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 258 4,500 SH   DFND 4,6 4,500 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 485 8,466 SH   DFND 4,5,7 8,466 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 630 11,000 SH   DFND 4,5 11,000 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 1,548 27,016 SH   DFND 4,5 27,016 0 0
NOVACOPPER INC COM 66988K102 57 156,055 SH   DFND 4,5,7 156,055 0 0
NOVAGOLD RES INC COM NEW 66987E206 1,645 455,621 SH   DFND 4,5,7 455,621 0 0
NOVARTIS A G SPONSORED ADR 66987V109 958 10,419 SH   DFND 4,9 10,419 0 0
NOVELLUS SYS INC SR NT CV2.625%41 670008AD3 7,038 3,594,000 PRN   DFND 4,5 0 0 3,594,000
NOVO-NORDISK A S ADR 670100205 1,145 21,111 SH   DFND 4,9 21,111 0 0
NRG ENERGY INC COM NEW 629377508 31 2,100 SH   DFND 4,6 2,100 0 0
NRG ENERGY INC COM NEW 629377508 89 6,020 SH   DFND 4,5,11,12 6,020 0 0
NRG ENERGY INC COM NEW 629377508 178 12,000 SH   DFND 4,6 12,000 0 0
NRG ENERGY INC COM NEW 629377508 293 19,700 SH   DFND 4,6 19,700 0 0
NRG ENERGY INC COM NEW 629377508 319 21,500 SH   DFND 4,6 21,500 0 0
NRG ENERGY INC COM NEW 629377508 352 23,700 SH   DFND 4,6 23,700 0 0
NRG ENERGY INC COM NEW 629377508 380 25,578 SH   DFND 4,5 25,578 0 0
NRG ENERGY INC COM NEW 629377508 404 27,203 SH   DFND 4,5 27,203 0 0
NRG ENERGY INC COM NEW 629377508 2,942 198,100 SH   DFND 4,5,11,12 198,100 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,230 197,300 SH Call DFND 4,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 25 1,500 SH   DFND 4,5,11,12 1,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 65 3,944 SH   DFND 4,5,11,12 3,944 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 208 12,685 SH   DFND 4,5 12,685 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 403 24,648 SH   DFND 4,5 24,648 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,456 150,000 SH   DFND 4,6 150,000 0 0
NUANCE COMMUNICATIONS INC SR CV NT 2.75%31 67020YAF7 261 256,000 PRN   DFND 4,5 0 0 256,000
NUCOR CORP COM 670346105 11 300 SH   DFND 4,6 300 0 0
NUCOR CORP COM 670346105 71 1,900 SH   DFND 4,5,11,12 1,900 0 0
NUCOR CORP COM 670346105 83 2,200 SH   DFND 4,6 2,200 0 0
NUCOR CORP COM 670346105 101 2,677 SH   DFND 4,5,11,12 2,677 0 0
NUCOR CORP COM 670346105 199 5,300 SH   DFND   5,300 0 0
NUCOR CORP COM 670346105 638 17,000 SH   DFND   17,000 0 0
NUCOR CORP COM 670346105 797 21,224 SH   DFND 4,5 21,224 0 0
NUCOR CORP COM 670346105 1,071 28,513 SH   DFND 4,5 28,513 0 0
NVIDIA CORP COM 67066G104 32 1,292 SH   DFND 4,8 1,292 0 0
NVIDIA CORP COM 67066G104 86 3,500 SH   DFND 4,6 3,500 0 0
NVIDIA CORP COM 67066G104 235 9,553 SH   DFND 4,5,11,12 9,553 0 0
NVIDIA CORP COM 67066G104 411 16,677 SH   DFND 1,3 16,677 0 0
NVIDIA CORP COM 67066G104 774 31,400 SH   DFND 4,6 31,400 0 0
NVIDIA CORP COM 67066G104 974 39,500 SH   DFND 4,6 39,500 0 0
NVIDIA CORP COM 67066G104 1,330 53,943 SH   DFND 4,5 53,943 0 0
NVIDIA CORP COM 67066G104 4,242 172,100 SH   DFND 4,6 172,100 0 0
NVIDIA CORP COM 67066G104 5,310 215,400 SH   DFND 4,5,11,12 215,400 0 0
NVIDIA CORP COM 67066G104 5,623 228,129 SH   DFND 1,2 228,129 0 0
NVIDIA CORP COM 67066G104 7,469 302,997 SH   DFND 4,5 302,997 0 0
NVIDIA CORP SR CONV NT 1%18 67066GAC8 293 223,000 PRN   DFND 4,5,7 0 0 223,000
NVIDIA CORP SR CONV NT 1%18 67066GAC8 8,391 6,378,000 PRN   DFND 4,5 0 0 6,378,000
NXP SEMICONDUCTORS N V COM N6596X109 167 1,920 SH   DFND 4,5,7 1,920 0 0
NXP SEMICONDUCTORS N V COM N6596X109 291 3,342 SH   DFND 4,5,7 3,342 0 0
NXP SEMICONDUCTORS N V COM N6596X109 296 3,400 SH   DFND 4,6 3,400 0 0
NXP SEMICONDUCTORS N V COM N6596X109 346 3,972 SH   DFND 4,6 3,972 0 0
NXP SEMICONDUCTORS N V COM N6596X109 627 7,200 SH   DFND 4,6 7,200 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,054 12,100 SH   DFND 4,6 12,100 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,317 15,130 SH   DFND 4,5,7 15,130 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,480 17,000 SH   DFND 4,6 17,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,212 25,400 SH   DFND 4,5 25,400 0 0
NXP SEMICONDUCTORS N V COM N6596X109 2,392 27,473 SH   DFND 1,3 27,473 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,789 55,000 SH   DFND 4,6 55,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 5,165 59,322 SH   DFND 1,2 59,322 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 75 300 SH   DFND 4,5,11,12 300 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 125 500 SH   DFND 4,6 500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 411 1,643 SH   DFND 4,5,11,12 1,643 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,175 4,700 SH   DFND 4,6 4,700 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,275 5,100 SH   DFND 4,6 5,100 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,267 9,067 SH   DFND 4,5 9,067 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,725 10,901 SH   DFND 4,5 10,901 0 0
OASIS PETE INC NEW COM 674215108 1,084 124,855 SH   DFND 4,5,7 124,855 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 93 1,400 SH   DFND 4,6 1,400 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 192 2,900 SH   DFND 4,6 2,900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 209 3,152 SH   DFND   3,152 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 298 4,500 SH   DFND 4,6 4,500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 437 6,600 SH   DFND 4,5,11,12 6,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 511 7,728 SH   DFND 4,5,11,12 7,728 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 525 7,939 SH   DFND 4,6 7,939 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 697 10,530 SH   DFND 4,8 10,530 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 794 12,000 SH   DFND 4,6 12,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 836 12,638 SH   DFND 1,3 12,638 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 880 13,300 SH   DFND 4,6 13,300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 893 13,500 SH   DFND 4,6 13,500 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 926 14,000 SH   DFND 4,6 14,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,663 25,145 SH   DFND 4,6 25,145 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,248 49,100 SH   DFND 4,6 49,100 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,579 54,100 SH   DFND 4,6 54,100 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,823 57,800 SH   DFND 4,6 57,800 0 0
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OCEANEERING INTL INC COM 675232102 24 600 SH   DFND 4,5,11,12 600 0 0
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OLD DOMINION FGHT LINES INC COM 679580100 1,053 17,255 SH   DFND 1,3 17,255 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,742 28,564 SH   DFND 4,5 28,564 0 0
OLIN CORP COM PAR $1 680665205 781 46,467 SH   DFND 4,5,7 46,467 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 381 10,850 SH   DFND 4,5,11,12 10,850 0 0
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OSHKOSH CORP COM 688239201 192 5,287 SH   DFND 4,5 5,287 0 0
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PENN WEST PETE LTD NEW COM 707887105 523 1,161,407 SH   DFND 4,5,7 1,161,407 0 0
PENNEY J C INC COM 708160106 10,415 1,121,100 SH   DFND 4,5 1,121,100 0 0
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PIEDMONT OFFICE REALTY TR INC COM CL A 720190206 181 10,100 SH   DFND 4,5,11,12 10,100 0 0
PIEDMONT OFFICE REALTY TR INC COM CL A 720190206 349 19,500 SH   DFND 4,5 19,500 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 303 14,600 SH   DFND 4,6 14,600 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,216 58,500 SH   DFND 4,6 58,500 0 0
PINNACLE ENTMT INC COM 723456109 288 8,498 SH   DFND 4,5,7 8,498 0 0
PINNACLE ENTMT INC COM 723456109 496 14,660 SH   DFND 4,5,7 14,660 0 0
PINNACLE WEST CAP CORP COM 723484101 51 800 SH   DFND 4,5,11,12 800 0 0
PINNACLE WEST CAP CORP COM 723484101 257 4,000 SH   DFND 4,6 4,000 0 0
PINNACLE WEST CAP CORP COM 723484101 670 10,452 SH   DFND 4,5 10,452 0 0
PINNACLE WEST CAP CORP COM 723484101 805 12,556 SH   DFND 4,5 12,556 0 0
PINNACLE WEST CAP CORP COM 723484101 1,398 21,799 SH   DFND 4,5,11,12 21,799 0 0
PIONEER NAT RES CO COM 723787107 85 700 SH   DFND 4,5,11,12 700 0 0
PIONEER NAT RES CO COM 723787107 232 1,906 SH   DFND 4,5,11,12 1,906 0 0
PIONEER NAT RES CO COM 723787107 1,188 9,766 SH   DFND 4,5 9,766 0 0
PIONEER NAT RES CO COM 723787107 1,758 14,449 SH   DFND 4,5 14,449 0 0
PITNEY BOWES INC COM 724479100 1,751 88,223 SH   DFND 4,5 88,223 0 0
PLATFORM SPECIALTY PRODS CORP COM 72766Q105 28 2,191 SH   DFND 4,5,7 2,191 0 0
PLATFORM SPECIALTY PRODS CORP COM 72766Q105 48 3,781 SH   DFND 4,5,7 3,781 0 0
PLUM CREEK TIMBER CO INC COM 729251108 43 1,100 SH   DFND 4,5,11,12 1,100 0 0
PLUM CREEK TIMBER CO INC COM 729251108 178 4,517 SH   DFND 4,5,11,12 4,517 0 0
PLUM CREEK TIMBER CO INC COM 729251108 437 11,069 SH   DFND 4,5 11,069 0 0
PLUM CREEK TIMBER CO INC COM 729251108 856 21,657 SH   DFND 4,5 21,657 0 0
PNC FINL SVCS GROUP INC COM 693475105 111 1,239 SH   DFND   1,239 0 0
PNC FINL SVCS GROUP INC COM 693475105 112 1,250 SH   DFND 4,6 1,250 0 0
PNC FINL SVCS GROUP INC COM 693475105 152 1,703 SH   DFND 4,8 1,703 0 0
PNC FINL SVCS GROUP INC COM 693475105 218 2,444 SH   DFND 4,8 2,444 0 0
PNC FINL SVCS GROUP INC COM 693475105 410 4,600 SH   DFND 4,6 4,600 0 0
PNC FINL SVCS GROUP INC COM 693475105 473 5,300 SH   DFND 4,6 5,300 0 0
PNC FINL SVCS GROUP INC COM 693475105 796 8,919 SH   DFND 4,5,11,12 8,919 0 0
PNC FINL SVCS GROUP INC COM 693475105 803 9,000 SH   DFND 4,6 9,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,026 11,500 SH   DFND 4,6 11,500 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,356 15,200 SH   DFND 4,6 15,200 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,906 55,000 SH   DFND 4,6 55,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 5,155 57,786 SH   DFND 4,5 57,786 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,775 109,590 SH   DFND 4,5 109,590 0 0
PNC FINL SVCS GROUP INC COM 693475105 22,514 252,400 SH   DFND 4,5,11,12 252,400 0 0
POLARIS INDS INC COM 731068102 48 400 SH   DFND 4,5,11,12 400 0 0
POLARIS INDS INC COM 731068102 108 900 SH   DFND   900 0 0
POLARIS INDS INC COM 731068102 192 1,600 SH   DFND 4,5,11,12 1,600 0 0
POLARIS INDS INC COM 731068102 491 4,100 SH   DFND 4,6 4,100 0 0
POLARIS INDS INC COM 731068102 707 5,900 SH   DFND 4,6 5,900 0 0
POLARIS INDS INC COM 731068102 898 7,494 SH   DFND 4,5 7,494 0 0
POLARIS INDS INC COM 731068102 2,397 20,000 SH   DFND 4,6 20,000 0 0
POLARIS INDS INC COM 731068102 2,822 23,546 SH   DFND 4,5 23,546 0 0
POPULAR INC COM NEW 733174700 357 11,820 SH   DFND 1,3 11,820 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 107 2,500 SH   DFND 4,6 2,500 0 0
POST HLDGS INC COM 737446104 6,401 108,300 SH   DFND 4,5,7 108,300 0 0
POST PPTYS INC COM 737464107 187 3,200 SH   DFND 4,5,11,12 3,200 0 0
POST PPTYS INC COM 737464107 396 6,800 SH   DFND 4,5 6,800 0 0
POTASH CORP SASK INC COM 73755L107 14 700 SH   DFND 4,6 700 0 0
POTASH CORP SASK INC COM 73755L107 110 5,367 SH   DFND 4,8 5,367 0 0
POTASH CORP SASK INC COM 73755L107 498 24,222 SH   DFND 4,5,11,12 24,222 0 0
POTASH CORP SASK INC COM 73755L107 653 31,800 SH   DFND 4,6 31,800 0 0
POTASH CORP SASK INC COM 73755L107 1,061 51,635 SH   DFND 4,5 51,635 0 0
POTASH CORP SASK INC COM 73755L107 1,447 70,429 SH   DFND 4,5 70,429 0 0
POTASH CORP SASK INC COM 73755L107 3,989 194,100 SH   DFND 4,6 194,100 0 0
POTASH CORP SASK INC COM 73755L107 15,339 746,400 SH   DFND 4,5,11,12 746,400 0 0
POTLATCH CORP NEW COM 737630103 663 23,043 SH   DFND 4,5 23,043 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 51 500 SH   DFND 4,5 500 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 51 500 SH   DFND 4,5 500 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 4,711 46,292 SH   DFND   46,292 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 20,601 202,450 SH   DFND 4,5 202,450 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5 45 SH   DFND   45 0 0
PPG INDS INC COM 693506107 35 404 SH   DFND 1,3 404 0 0
PPG INDS INC COM 693506107 288 3,284 SH   DFND 4,8 3,284 0 0
PPG INDS INC COM 693506107 762 8,690 SH   DFND 4,5,11,12 8,690 0 0
PPG INDS INC COM 693506107 1,580 18,016 SH   DFND 1,2 18,016 0 0
PPG INDS INC COM 693506107 1,982 22,604 SH   DFND 4,5 22,604 0 0
PPG INDS INC COM 693506107 2,338 26,666 SH   DFND 4,5 26,666 0 0
PPG INDS INC COM 693506107 17,976 205,000 SH   DFND 4,5,11,12 205,000 0 0
PPL CORP COM 69351T106 72 2,200 SH   DFND 4,6 2,200 0 0
PPL CORP COM 69351T106 118 3,600 SH   DFND 4,5,11,12 3,600 0 0
PPL CORP COM 69351T106 207 6,287 SH   DFND 4,5,11,12 6,287 0 0
PPL CORP COM 69351T106 750 22,800 SH   DFND 4,6 22,800 0 0
PPL CORP COM 69351T106 983 29,900 SH   DFND 4,6 29,900 0 0
PPL CORP COM 69351T106 1,287 39,131 SH   DFND 4,5 39,131 0 0
PPL CORP COM 69351T106 1,979 60,170 SH   DFND 4,5 60,170 0 0
PRAXAIR INC COM 74005P104 20 200 SH   DFND 4,6 200 0 0
PRAXAIR INC COM 74005P104 183 1,800 SH   DFND 4,5,11,12 1,800 0 0
PRAXAIR INC COM 74005P104 244 2,400 SH   DFND 4,6 2,400 0 0
PRAXAIR INC COM 74005P104 338 3,314 SH   DFND 4,5,11,12 3,314 0 0
PRAXAIR INC COM 74005P104 425 4,168 SH   DFND 4,6 4,168 0 0
PRAXAIR INC COM 74005P104 438 4,300 SH   DFND 4,6 4,300 0 0
PRAXAIR INC COM 74005P104 1,995 19,585 SH   DFND 4,5 19,585 0 0
PRAXAIR INC COM 74005P104 8,992 88,282 SH   DFND 4,5 88,282 0 0
PRECISION CASTPARTS CORP COM 740189105 115 500 SH   DFND 4,6 500 0 0
PRECISION CASTPARTS CORP COM 740189105 207 900 SH   DFND 4,5,11,12 900 0 0
PRECISION CASTPARTS CORP COM 740189105 230 1,000 SH   DFND 4,6 1,000 0 0
PRECISION CASTPARTS CORP COM 740189105 474 2,062 SH   DFND 4,5,11,12 2,062 0 0
PRECISION CASTPARTS CORP COM 740189105 1,057 4,600 SH   DFND 4,6 4,600 0 0
PRECISION CASTPARTS CORP COM 740189105 1,229 5,350 SH   DFND 4,6 5,350 0 0
PRECISION CASTPARTS CORP COM 740189105 1,621 7,055 SH   DFND 4,5,7 7,055 0 0
PRECISION CASTPARTS CORP COM 740189105 2,808 12,222 SH   DFND 4,5,7 12,222 0 0
PRECISION CASTPARTS CORP COM 740189105 2,935 12,775 SH   DFND 4,5 12,775 0 0
PRECISION CASTPARTS CORP COM 740189105 6,708 29,200 SH   DFND 4,5,7 29,200 0 0
PRECISION CASTPARTS CORP COM 740189105 18,525 80,644 SH   DFND 4,5 80,644 0 0
PREFERRED APT CMNTYS INC COM 74039L103 14 1,300 SH   DFND 4,5,11,12 1,300 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 235 5,200 SH   DFND 4,6 5,200 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 908 20,100 SH   DFND 4,5 20,100 0 0
PRICE T ROWE GROUP INC COM 74144T108 49 700 SH   DFND 4,6 700 0 0
PRICE T ROWE GROUP INC COM 74144T108 111 1,600 SH   DFND 4,5,11,12 1,600 0 0
PRICE T ROWE GROUP INC COM 74144T108 143 2,051 SH   DFND 4,8 2,051 0 0
PRICE T ROWE GROUP INC COM 74144T108 377 5,421 SH   DFND 4,5,11,12 5,421 0 0
PRICE T ROWE GROUP INC COM 74144T108 480 6,900 SH   DFND 4,6 6,900 0 0
PRICE T ROWE GROUP INC COM 74144T108 584 8,400 SH   DFND 4,6 8,400 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,710 24,601 SH   DFND 4,5 24,601 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,601 37,425 SH   DFND 4,5 37,425 0 0
PRICELINE GRP INC COM NEW 741503403 213 172 SH   DFND   172 0 0
PRICELINE GRP INC COM NEW 741503403 354 286 SH   DFND 4,8 286 0 0
PRICELINE GRP INC COM NEW 741503403 557 450 SH   DFND 4,6 450 0 0
PRICELINE GRP INC COM NEW 741503403 742 600 SH   DFND 4,6 600 0 0
PRICELINE GRP INC COM NEW 741503403 746 603 SH   DFND   603 0 0
PRICELINE GRP INC COM NEW 741503403 866 700 SH   DFND 4,6 700 0 0
PRICELINE GRP INC COM NEW 741503403 928 750 SH   DFND 4,6 750 0 0
PRICELINE GRP INC COM NEW 741503403 1,077 871 SH   DFND 1,3 871 0 0
PRICELINE GRP INC COM NEW 741503403 1,556 1,258 SH   DFND 4,5,11,12 1,258 0 0
PRICELINE GRP INC COM NEW 741503403 2,396 1,937 SH   DFND 4,5,7 1,937 0 0
PRICELINE GRP INC COM NEW 741503403 3,488 2,820 SH   DFND 1,2 2,820 0 0
PRICELINE GRP INC COM NEW 741503403 3,587 2,900 SH   DFND 4,6 2,900 0 0
PRICELINE GRP INC COM NEW 741503403 5,802 4,691 SH   DFND 4,5 4,691 0 0
PRICELINE GRP INC COM NEW 741503403 5,937 4,800 SH   DFND 4,6 4,800 0 0
PRICELINE GRP INC COM NEW 741503403 6,110 4,940 SH   DFND 4,5 4,940 0 0
PRICELINE GRP INC COM NEW 741503403 6,555 5,300 SH   DFND 4,6 5,300 0 0
PRICELINE GRP INC COM NEW 741503403 45,764 37,000 SH   DFND 4,5,11,12 37,000 0 0
PRICELINE GRP INC SR CONV NT 1%18 741503AQ9 4,748 3,378,000 PRN   DFND 4,5 0 0 3,378,000
PRIMERO MNG CORP COM 74164W106 509 218,500 SH   DFND 4,5 218,500 0 0
PRIMERO MNG CORP COM 74164W106 1,159 497,500 SH   DFND 4,6 497,500 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 237 5,001 SH   DFND 4,8 5,001 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 599 12,659 SH   DFND 4,5,11,12 12,659 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,261 26,631 SH   DFND 4,5 26,631 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,289 27,234 SH   DFND 4,5 27,234 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 33,626 710,300 SH   DFND 4,5,11,12 710,300 0 0
PRIVATEBANCORP INC COM 742962103 1,694 44,200 SH   DFND 1,3 44,200 0 0
PROCTER & GAMBLE CO COM 742718109 5 65 SH   DFND 4,8 65 0 0
PROCTER & GAMBLE CO COM 742718109 14 200 SH   DFND   200 0 0
PROCTER & GAMBLE CO COM 742718109 17 230 SH   DFND   230 0 0
PROCTER & GAMBLE CO COM 742718109 72 1,000 SH   DFND 1 1,000 0 0
PROCTER & GAMBLE CO COM 742718109 149 2,068 SH   DFND 4,8 2,068 0 0
PROCTER & GAMBLE CO COM 742718109 158 2,200 SH   DFND 4,6 2,200 0 0
PROCTER & GAMBLE CO COM 742718109 212 2,942 SH   DFND 4,8 2,942 0 0
PROCTER & GAMBLE CO COM 742718109 241 3,350 SH   DFND 4,6 3,350 0 0
PROCTER & GAMBLE CO COM 742718109 914 12,700 SH   DFND 4,5 12,700 0 0
PROCTER & GAMBLE CO COM 742718109 992 13,793 SH   DFND 4,9 13,793 0 0
PROCTER & GAMBLE CO COM 742718109 1,079 15,000 SH   DFND 4,6 15,000 0 0
PROCTER & GAMBLE CO COM 742718109 1,211 16,831 SH   DFND 4,6 16,831 0 0
PROCTER & GAMBLE CO COM 742718109 1,855 25,791 SH   DFND 4,5,7 25,791 0 0
PROCTER & GAMBLE CO COM 742718109 2,568 35,697 SH   DFND 4,6 35,697 0 0
PROCTER & GAMBLE CO COM 742718109 2,934 40,787 SH   DFND 4,5,11,12 40,787 0 0
PROCTER & GAMBLE CO COM 742718109 3,021 42,000 SH   DFND 4,6 42,000 0 0
PROCTER & GAMBLE CO COM 742718109 3,175 44,132 SH   DFND 1,2 44,132 0 0
PROCTER & GAMBLE CO COM 742718109 5,352 74,400 SH   DFND 4,6 74,400 0 0
PROCTER & GAMBLE CO COM 742718109 7,798 108,400 SH   DFND 4,6 108,400 0 0
PROCTER & GAMBLE CO COM 742718109 23,886 332,032 SH   DFND 4,5,11,12 332,032 0 0
PROCTER & GAMBLE CO COM 742718109 55,242 767,891 SH   DFND 4,5 767,891 0 0
PROCTER & GAMBLE CO COM 742718109 85,880 1,193,771 SH   DFND 4,5 1,193,771 0 0
PROGRESSIVE CORP OHIO COM 743315103 72 2,347 SH   DFND 4,8 2,347 0 0
PROGRESSIVE CORP OHIO COM 743315103 107 3,500 SH   DFND 4,5,11,12 3,500 0 0
PROGRESSIVE CORP OHIO COM 743315103 297 9,708 SH   DFND 4,5,11,12 9,708 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,636 53,402 SH   DFND 4,5 53,402 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,897 61,919 SH   DFND 4,5 61,919 0 0
PROLOGIS INC COM 74340W103 7 175 SH   DFND   175 0 0
PROLOGIS INC COM 74340W103 109 2,800 SH   DFND 4,5,11,12 2,800 0 0
PROLOGIS INC COM 74340W103 253 6,500 SH   DFND 4,6 6,500 0 0
PROLOGIS INC COM 74340W103 440 11,300 SH   DFND 4,6 11,300 0 0
PROLOGIS INC COM 74340W103 1,559 40,065 SH   DFND 4,5,11,12 40,065 0 0
PROLOGIS INC COM 74340W103 2,315 59,502 SH   DFND 4,5 59,502 0 0
PROLOGIS INC COM 74340W103 4,646 119,442 SH   DFND 4,5 119,442 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 64 1,479 SH   DFND   1,479 0 0
PROSHARES TR PSHS ULTSH 20YRS 74347B201 173 4,000 SH   DFND 4,5 4,000 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 0 36 SH   DFND 4,5,7 36 0 0
PROTALIX BIOTHERAPEUTICS INC SR CONV NT4.5%18 74365AAB7 179 252,000 PRN   DFND 4,5,7 0 0 252,000
PRUDENTIAL FINL INC COM 744320102 68 890 SH   DFND 4,8 890 0 0
PRUDENTIAL FINL INC COM 744320102 76 1,000 SH   DFND 4,6 1,000 0 0
PRUDENTIAL FINL INC COM 744320102 122 1,600 SH   DFND 4,6 1,600 0 0
PRUDENTIAL FINL INC COM 744320102 227 2,978 SH   DFND 4,8 2,978 0 0
PRUDENTIAL FINL INC COM 744320102 259 3,400 SH   DFND 4,8 3,400 0 0
PRUDENTIAL FINL INC COM 744320102 314 4,120 SH   DFND   4,120 0 0
PRUDENTIAL FINL INC COM 744320102 343 4,500 SH   DFND 4,6 4,500 0 0
PRUDENTIAL FINL INC COM 744320102 360 4,720 SH   DFND 4,6 4,720 0 0
PRUDENTIAL FINL INC COM 744320102 525 6,890 SH   DFND   6,890 0 0
PRUDENTIAL FINL INC COM 744320102 732 9,600 SH   DFND 4,6 9,600 0 0
PRUDENTIAL FINL INC COM 744320102 737 9,677 SH   DFND 4,6 9,677 0 0
PRUDENTIAL FINL INC COM 744320102 786 10,316 SH   DFND 4,5,11,12 10,316 0 0
PRUDENTIAL FINL INC COM 744320102 3,063 40,188 SH   DFND 4,5 40,188 0 0
PRUDENTIAL FINL INC COM 744320102 3,982 52,251 SH   DFND 4,5 52,251 0 0
PRUDENTIAL FINL INC COM 744320102 4,788 62,827 SH   DFND 4,6 62,827 0 0
PRUDENTIAL FINL INC COM 744320102 32,954 432,410 SH   DFND 4,5,11,12 432,410 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 87 1,100 SH   DFND 4,5,11,12 1,100 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 214 2,700 SH   DFND 4,5 2,700 0 0
PTC THERAPEUTICS INC COM 69366J200 155 5,794 SH   DFND 4,5,7 5,794 0 0
PUBLIC STORAGE COM 74460D109 76 359 SH   DFND 4,8 359 0 0
PUBLIC STORAGE COM 74460D109 212 1,000 SH   DFND 4,5,11,12 1,000 0 0
PUBLIC STORAGE COM 74460D109 2,517 11,894 SH   DFND 4,5,11,12 11,894 0 0
PUBLIC STORAGE COM 74460D109 4,792 22,645 SH   DFND 4,5 22,645 0 0
PUBLIC STORAGE COM 74460D109 8,985 42,454 SH   DFND 4,5 42,454 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 67 1,600 SH   DFND 4,5,11,12 1,600 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 166 3,947 SH   DFND 4,5,11,12 3,947 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,089 49,546 SH   DFND 4,5 49,546 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,095 49,691 SH   DFND 4,5 49,691 0 0
PULTE GROUP INC COM 745867101 36 1,900 SH   DFND 4,5,11,12 1,900 0 0
PULTE GROUP INC COM 745867101 283 15,000 SH   DFND 4,6 15,000 0 0
PULTE GROUP INC COM 745867101 671 35,548 SH   DFND 4,5 35,548 0 0
PULTE GROUP INC COM 745867101 682 36,160 SH   DFND 4,5 36,160 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 75 1,000 SH   DFND 4,5 1,000 0 0
PVH CORP COM 693656100 41 400 SH   DFND 4,5,11,12 400 0 0
PVH CORP COM 693656100 204 2,000 SH   DFND 4,5,11,12 2,000 0 0
PVH CORP COM 693656100 806 7,907 SH   DFND 4,5 7,907 0 0
PVH CORP COM 693656100 1,015 9,957 SH   DFND 4,5 9,957 0 0
QIAGEN NV REG SHS N72482107 59 2,276 SH   DFND 4,8 2,276 0 0
QIAGEN NV REG SHS N72482107 87 3,361 SH   DFND 4,5,11,12 3,361 0 0
QIAGEN NV REG SHS N72482107 188 7,295 SH   DFND 4,5,11,12 7,295 0 0
QIAGEN NV REG SHS N72482107 266 10,295 SH   DFND 4,8 10,295 0 0
QIAGEN NV REG SHS N72482107 432 16,733 SH   DFND 4,6 16,733 0 0
QIAGEN NV REG SHS N72482107 473 18,320 SH   DFND 4,8 18,320 0 0
QIAGEN NV REG SHS N72482107 479 18,570 SH   DFND 4,1 18,570 0 0
QIAGEN NV REG SHS N72482107 516 20,000 SH   DFND 4,8 20,000 0 0
QIAGEN NV REG SHS N72482107 828 32,112 SH   DFND 4,6 32,112 0 0
QIAGEN NV REG SHS N72482107 1,053 40,800 SH   DFND 4,9 40,800 0 0
QIAGEN NV REG SHS N72482107 11,001 426,400 SH   DFND 4,5 426,400 0 0
QIAGEN NV REG SHS N72482107 60,794 2,356,339 SH   DFND 4,5 2,356,339 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 81 1,700 SH   DFND 4,6 1,700 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 3,372 70,500 SH   DFND 4,5 70,500 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 4,463 93,300 SH   DFND 4,5 93,300 0 0
QIHOO 360 TECHNOLOGY CO LTD SR CONV NT2.5%18 74734MAB5 1,175 1,222,000 PRN   DFND 4,5,7 0 0 1,222,000
QIHOO 360 TECHNOLOGY CO LTD SR CONV NT0.5%20 74734MAE9 175 200,000 PRN   DFND 4,5,7 0 0 200,000
QIHOO 360 TECHNOLOGY CO LTD SR CONV NT0.5%20 74734MAE9 2,810 3,218,000 PRN   DFND 4,5,7 0 0 3,218,000
QIWI PLC SPON ADR REP B 74735M108 156 9,650 SH   DFND 4,6 9,650 0 0
QORVO INC COM 74736K101 86 1,900 SH   DFND 4,5,11,12 1,900 0 0
QORVO INC COM 74736K101 405 8,995 SH   DFND 4,5 8,995 0 0
QORVO INC COM 74736K101 436 9,681 SH   DFND 4,5 9,681 0 0
QTS RLTY TR INC COM CL A 74736A103 83 1,900 SH   DFND 4,5,11,12 1,900 0 0
QTS RLTY TR INC COM CL A 74736A103 210 4,800 SH   DFND 4,5 4,800 0 0
QUALCOMM INC COM 747525103 0 4 SH   DFND 4,5,7 4 0 0
QUALCOMM INC COM 747525103 91 1,689 SH   DFND 4,8 1,689 0 0
QUALCOMM INC COM 747525103 126 2,350 SH   DFND 4,6 2,350 0 0
QUALCOMM INC COM 747525103 161 3,000 SH   DFND 4,6 3,000 0 0
QUALCOMM INC COM 747525103 451 8,400 SH   DFND 4,6 8,400 0 0
QUALCOMM INC COM 747525103 510 9,500 SH   DFND 4,6 9,500 0 0
QUALCOMM INC COM 747525103 516 9,600 SH   DFND 4,6 9,600 0 0
QUALCOMM INC COM 747525103 692 12,884 SH   DFND 4,6 12,884 0 0
QUALCOMM INC COM 747525103 1,018 18,950 SH   DFND 4,6 18,950 0 0
QUALCOMM INC COM 747525103 1,058 19,697 SH   DFND 4,9 19,697 0 0
QUALCOMM INC COM 747525103 1,323 24,622 SH   DFND 4,5,11,12 24,622 0 0
QUALCOMM INC COM 747525103 1,537 28,600 SH   DFND 4,6 28,600 0 0
QUALCOMM INC COM 747525103 3,280 61,043 SH   DFND 4,6 61,043 0 0
QUALCOMM INC COM 747525103 5,347 99,524 SH   DFND 1,3 99,524 0 0
QUALCOMM INC COM 747525103 9,824 182,844 SH   DFND 4,5 182,844 0 0
QUALCOMM INC COM 747525103 15,096 280,958 SH   DFND 4,5 280,958 0 0
QUALCOMM INC COM 747525103 15,334 285,390 SH   DFND 4,5,11,12 285,390 0 0
QUALCOMM INC COM 747525103 16,121 300,030 SH   DFND 4,5,7 300,030 0 0
QUALCOMM INC COM 747525103 21,397 398,239 SH   DFND 4,5,7 398,239 0 0
QUANTA SVCS INC COM 74762E102 31 1,300 SH   DFND 4,5,11,12 1,300 0 0
QUANTA SVCS INC COM 74762E102 142 5,863 SH   DFND 4,5,11,12 5,863 0 0
QUANTA SVCS INC COM 74762E102 570 23,533 SH   DFND 4,5 23,533 0 0
QUANTA SVCS INC COM 74762E102 2,791 115,298 SH   DFND 4,5 115,298 0 0
QUEST DIAGNOSTICS INC COM 74834L100 61 1,000 SH   DFND 4,5,11,12 1,000 0 0
QUEST DIAGNOSTICS INC COM 74834L100 77 1,258 SH   DFND 4,8 1,258 0 0
QUEST DIAGNOSTICS INC COM 74834L100 123 1,995 SH   DFND 4,5,11,12 1,995 0 0
QUEST DIAGNOSTICS INC COM 74834L100 789 12,830 SH   DFND 4,5 12,830 0 0
QUEST DIAGNOSTICS INC COM 74834L100 896 14,581 SH   DFND 4,5 14,581 0 0
QUESTAR CORP COM 748356102 741 38,200 SH   DFND 4,5 38,200 0 0
QUIDEL CORP SR CV NT 3.25%20 74838JAA9 1,948 2,105,000 PRN   DFND 4,5,7 0 0 2,105,000
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 7 100 SH   DFND 4,5,11,12 100 0 0
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 398 5,724 SH   DFND 4,5 5,724 0 0
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 501 7,200 SH   DFND 4,5 7,200 0 0
RACKSPACE HOSTING INC COM 750086100 15 600 SH   DFND 4,5,11,12 600 0 0
RACKSPACE HOSTING INC COM 750086100 102 4,123 SH   DFND 4,8 4,123 0 0
RACKSPACE HOSTING INC COM 750086100 167 6,776 SH   DFND 4,8 6,776 0 0
RACKSPACE HOSTING INC COM 750086100 311 12,620 SH   DFND 4,5 12,620 0 0
RACKSPACE HOSTING INC COM 750086100 648 26,275 SH   DFND 4,5,7 26,275 0 0
RACKSPACE HOSTING INC COM 750086100 1,045 42,330 SH   DFND 4,5,7 42,330 0 0
RACKSPACE HOSTING INC COM 750086100 4,833 195,831 SH   DFND 4,5 195,831 0 0
RADWARE LTD ORD M81873107 18 1,100 SH   DFND 4,5 1,100 0 0
RADWARE LTD ORD M81873107 611 37,586 SH   DFND 1,3 37,586 0 0
RALPH LAUREN CORP CL A 751212101 47 400 SH   DFND 4,5,11,12 400 0 0
RALPH LAUREN CORP CL A 751212101 106 900 SH   DFND 4,6 900 0 0
RALPH LAUREN CORP CL A 751212101 214 1,812 SH   DFND 4,5,11,12 1,812 0 0
RALPH LAUREN CORP CL A 751212101 221 1,872 SH   DFND 4,8 1,872 0 0
RALPH LAUREN CORP CL A 751212101 740 6,259 SH   DFND 4,5 6,259 0 0
RALPH LAUREN CORP CL A 751212101 797 6,749 SH   DFND 4,5 6,749 0 0
RALPH LAUREN CORP CL A 751212101 1,666 14,100 SH   DFND 4,6 14,100 0 0
RALPH LAUREN CORP CL A 751212101 3,273 27,700 SH   DFND 4,6 27,700 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 78 5,200 SH   DFND 4,5,11,12 5,200 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 203 13,500 SH   DFND 4,5 13,500 0 0
RANDGOLD RES LTD ADR 752344309 2,120 35,885 SH   DFND 4,6 35,885 0 0
RANDGOLD RES LTD ADR 752344309 2,393 40,500 SH   DFND 4,5 40,500 0 0
RANGE RES CORP COM 75281A109 32 1,000 SH   DFND 4,5,11,12 1,000 0 0
RANGE RES CORP COM 75281A109 128 4,000 SH   DFND 4,5,11,12 4,000 0 0
RANGE RES CORP COM 75281A109 411 12,789 SH   DFND 4,5 12,789 0 0
RANGE RES CORP COM 75281A109 575 17,896 SH   DFND 4,5 17,896 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 79 1,600 SH   DFND 4,5,11,12 1,600 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 282 5,676 SH   DFND 4,5 5,676 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 640 12,900 SH   DFND 4,5 12,900 0 0
RAYTHEON CO COM NEW 755111507 153 1,400 SH   DFND 4,5,11,12 1,400 0 0
RAYTHEON CO COM NEW 755111507 334 3,056 SH   DFND 4,6 3,056 0 0
RAYTHEON CO COM NEW 755111507 433 3,961 SH   DFND 4,5,11,12 3,961 0 0
RAYTHEON CO COM NEW 755111507 492 4,500 SH   DFND 4,6 4,500 0 0
RAYTHEON CO COM NEW 755111507 14,572 133,371 SH   DFND 4,5 133,371 0 0
RAYTHEON CO COM NEW 755111507 15,782 144,443 SH   DFND 4,5 144,443 0 0
REALOGY HLDGS CORP COM 75605Y106 30 800 SH   DFND 4,5,11,12 800 0 0
REALOGY HLDGS CORP COM 75605Y106 530 14,097 SH   DFND 4,5 14,097 0 0
REALOGY HLDGS CORP COM 75605Y106 580 15,400 SH   DFND 4,5 15,400 0 0
REALOGY HLDGS CORP COM 75605Y106 2,220 58,986 SH   DFND 4,5,7 58,986 0 0
REALTY INCOME CORP COM 756109104 33 700 SH   DFND 4,5,11,12 700 0 0
REALTY INCOME CORP COM 756109104 939 19,807 SH   DFND 4,5,11,12 19,807 0 0
REALTY INCOME CORP COM 756109104 1,351 28,498 SH   DFND 4,5 28,498 0 0
REALTY INCOME CORP COM 756109104 2,064 43,549 SH   DFND 4,5 43,549 0 0
RED HAT INC COM 756577102 85 1,187 SH   DFND 4,5,7 1,187 0 0
RED HAT INC COM 756577102 86 1,200 SH   DFND 4,5,11,12 1,200 0 0
RED HAT INC COM 756577102 171 2,372 SH   DFND 4,5,7 2,372 0 0
RED HAT INC COM 756577102 260 3,616 SH   DFND 4,5,11,12 3,616 0 0
RED HAT INC COM 756577102 884 12,297 SH   DFND 4,1 12,297 0 0
RED HAT INC COM 756577102 927 12,893 SH   DFND 4,5,7 12,893 0 0
RED HAT INC COM 756577102 1,310 18,231 SH   DFND 4,5 18,231 0 0
RED HAT INC COM 756577102 2,121 29,501 SH   DFND 4,5 29,501 0 0
RED HAT INC COM 756577102 2,653 36,903 SH   DFND 4,5,7 36,903 0 0
REGAL BELOIT CORP COM 758750103 387 6,862 SH   DFND 4,5 6,862 0 0
REGENCY CTRS CORP COM 758849103 37 600 SH   DFND 4,5,11,12 600 0 0
REGENCY CTRS CORP COM 758849103 530 8,531 SH   DFND 4,5,11,12 8,531 0 0
REGENCY CTRS CORP COM 758849103 625 10,052 SH   DFND 4,5 10,052 0 0
REGENCY CTRS CORP COM 758849103 1,182 19,020 SH   DFND 4,5 19,020 0 0
REGENERON PHARMACEUTICALS COM 75886F107 35 75 SH   DFND   75 0 0
REGENERON PHARMACEUTICALS COM 75886F107 186 400 SH   DFND 4,5,11,12 400 0 0
REGENERON PHARMACEUTICALS COM 75886F107 326 700 SH   DFND 4,6 700 0 0
REGENERON PHARMACEUTICALS COM 75886F107 369 793 SH   DFND 4,5,11,12 793 0 0
REGENERON PHARMACEUTICALS COM 75886F107 763 1,640 SH   DFND 4,8 1,640 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,070 6,600 SH   DFND 4,5 6,600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,201 6,881 SH   DFND 4,5 6,881 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,932 8,453 SH   DFND 1,3 8,453 0 0
REGENXBIO INC COM 75901B107 44 2,000 SH   DFND 4,5 2,000 0 0
REGIONS FINL CORP NEW COM 7591EP100 77 8,600 SH   DFND 4,5,11,12 8,600 0 0
REGIONS FINL CORP NEW COM 7591EP100 161 17,867 SH   DFND 4,5,11,12 17,867 0 0
REGIONS FINL CORP NEW COM 7591EP100 272 30,200 SH   DFND 4,6 30,200 0 0
REGIONS FINL CORP NEW COM 7591EP100 277 30,750 SH   DFND 4,8 30,750 0 0
REGIONS FINL CORP NEW COM 7591EP100 399 44,300 SH   DFND 4,6 44,300 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,292 365,405 SH   DFND 4,5 365,405 0 0
REGIONS FINL CORP NEW COM 7591EP100 13,230 1,468,322 SH   DFND 4,5 1,468,322 0 0
REMY INTL INC NEW COM 75971M108 18 619 SH   DFND 4,6 619 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 21 200 SH   DFND 4,5,11,12 200 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 32 300 SH   DFND 4,5,11,12 300 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 623 5,861 SH   DFND 4,5 5,861 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,939 37,051 SH   DFND 4,5 37,051 0 0
RENTRAK CORP COM 760174102 1,956 36,182 SH   DFND 4,5,7 36,182 0 0
REPUBLIC SVCS INC COM 760759100 78 1,900 SH   DFND 4,5,11,12 1,900 0 0
REPUBLIC SVCS INC COM 760759100 154 3,746 SH   DFND 4,5,11,12 3,746 0 0
REPUBLIC SVCS INC COM 760759100 1,460 35,430 SH   DFND 1,2 35,430 0 0
REPUBLIC SVCS INC COM 760759100 2,678 64,993 SH   DFND 4,5 64,993 0 0
REPUBLIC SVCS INC COM 760759100 4,325 104,964 SH   DFND 4,5 104,964 0 0
RESMED INC COM 761152107 41 800 SH   DFND 4,5,11,12 800 0 0
RESMED INC COM 761152107 168 3,300 SH   DFND 4,5,11,12 3,300 0 0
RESMED INC COM 761152107 204 4,000 SH   DFND 4,6 4,000 0 0
RESMED INC COM 761152107 599 11,753 SH   DFND 4,5 11,753 0 0
RESMED INC COM 761152107 1,646 32,300 SH   DFND 4,6 32,300 0 0
RESMED INC COM 761152107 1,877 36,825 SH   DFND 4,5 36,825 0 0
RESMED INC COM 761152107 2,895 56,800 SH   DFND 4,6 56,800 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 7 200 SH   DFND 4,5,11,12 200 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 86 2,400 SH   DFND 4,5,11,12 2,400 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 411 11,438 SH   DFND 4,5 11,438 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 813 22,624 SH   DFND 4,5 22,624 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 93 5,600 SH   DFND 4,5,11,12 5,600 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 266 16,100 SH   DFND 4,5 16,100 0 0
RETAIL PPTYS AMER INC CL A 76131V202 194 13,800 SH   DFND 4,5,11,12 13,800 0 0
RETAIL PPTYS AMER INC CL A 76131V202 496 35,200 SH   DFND 4,5 35,200 0 0
REXFORD INDL RLTY INC COM 76169C100 44 3,200 SH   DFND 4,5,11,12 3,200 0 0
REXFORD INDL RLTY INC COM 76169C100 137 9,900 SH   DFND 4,5 9,900 0 0
REYNOLDS AMERICAN INC COM 761713106 54 1,230 SH   DFND 4,8 1,230 0 0
REYNOLDS AMERICAN INC COM 761713106 168 3,796 SH   DFND 4,5,11,12 3,796 0 0
REYNOLDS AMERICAN INC COM 761713106 363 8,200 SH   DFND 4,6 8,200 0 0
REYNOLDS AMERICAN INC COM 761713106 619 13,976 SH   DFND 4,5,11,12 13,976 0 0
REYNOLDS AMERICAN INC COM 761713106 14,002 316,288 SH   DFND 4,5 316,288 0 0
REYNOLDS AMERICAN INC COM 761713106 19,596 442,648 SH   DFND 4,5 442,648 0 0
RIO TINTO PLC SPONSORED ADR 767204100 996 29,439 SH   DFND 1,3 29,439 0 0
RITE AID CORP COM 767754104 450 74,100 SH   DFND 1,3 74,100 0 0
RITE AID CORP COM 767754104 499 82,200 SH   DFND 4,5 82,200 0 0
RITE AID CORP COM 767754104 2,350 387,107 SH   DFND 4,5 387,107 0 0
RLJ LODGING TR COM 74965L101 192 7,600 SH   DFND 4,5,11,12 7,600 0 0
RLJ LODGING TR COM 74965L101 475 18,800 SH   DFND 4,5 18,800 0 0
ROBERT HALF INTL INC COM 770323103 41 800 SH   DFND 4,5,11,12 800 0 0
ROBERT HALF INTL INC COM 770323103 67 1,300 SH   DFND 4,6 1,300 0 0
ROBERT HALF INTL INC COM 770323103 204 3,979 SH   DFND 4,5,11,12 3,979 0 0
ROBERT HALF INTL INC COM 770323103 563 11,000 SH   DFND 4,6 11,000 0 0
ROBERT HALF INTL INC COM 770323103 716 14,000 SH   DFND 4,6 14,000 0 0
ROBERT HALF INTL INC COM 770323103 819 16,000 SH   DFND 4,6 16,000 0 0
ROBERT HALF INTL INC COM 770323103 2,862 55,944 SH   DFND 4,5 55,944 0 0
ROBERT HALF INTL INC COM 770323103 4,093 80,000 SH   DFND 4,6 80,000 0 0
ROBERT HALF INTL INC COM 770323103 4,951 96,767 SH   DFND 4,5 96,767 0 0
ROCKWELL AUTOMATION INC COM 773903109 51 500 SH   DFND 4,5,11,12 500 0 0
ROCKWELL AUTOMATION INC COM 773903109 129 1,267 SH   DFND   1,267 0 0
ROCKWELL AUTOMATION INC COM 773903109 252 2,486 SH   DFND 4,5,11,12 2,486 0 0
ROCKWELL AUTOMATION INC COM 773903109 395 3,894 SH   DFND 4,8 3,894 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,480 44,155 SH   DFND 4,5 44,155 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,812 67,130 SH   DFND 4,5 67,130 0 0
ROCKWELL COLLINS INC COM 774341101 25 300 SH   DFND 4,5,11,12 300 0 0
ROCKWELL COLLINS INC COM 774341101 57 700 SH   DFND 4,6 700 0 0
ROCKWELL COLLINS INC COM 774341101 139 1,700 SH   DFND 4,5,11,12 1,700 0 0
ROCKWELL COLLINS INC COM 774341101 327 4,000 SH   DFND 4,6 4,000 0 0
ROCKWELL COLLINS INC COM 774341101 737 9,000 SH   DFND 4,6 9,000 0 0
ROCKWELL COLLINS INC COM 774341101 835 10,200 SH   DFND 4,6 10,200 0 0
ROCKWELL COLLINS INC COM 774341101 1,123 13,716 SH   DFND 4,5 13,716 0 0
ROCKWELL COLLINS INC COM 774341101 5,337 65,214 SH   DFND 4,5 65,214 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 27 779 SH   DFND 4,8 779 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 54 1,563 SH   DFND 4,8 1,563 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 86 2,496 SH   DFND 4,5,11,12 2,496 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 810 23,500 SH   DFND 4,5,11,12 23,500 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,196 34,692 SH   DFND 4,5 34,692 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,215 35,228 SH   DFND 4,5 35,228 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,772 51,400 SH   DFND 4,6 51,400 0 0
ROPER TECHNOLOGIES INC COM 776696106 88 560 SH   DFND 4,8 560 0 0
ROPER TECHNOLOGIES INC COM 776696106 94 600 SH   DFND 4,5,11,12 600 0 0
ROPER TECHNOLOGIES INC COM 776696106 195 1,245 SH   DFND 4,5,11,12 1,245 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,132 7,222 SH   DFND 4,1 7,222 0 0
ROPER TECHNOLOGIES INC COM 776696106 2,844 18,151 SH   DFND 4,5 18,151 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,860 50,160 SH   DFND 4,5 50,160 0 0
ROSS STORES INC COM 778296103 76 1,558 SH   DFND 4,8 1,558 0 0
ROSS STORES INC COM 778296103 82 1,700 SH   DFND 4,6 1,700 0 0
ROSS STORES INC COM 778296103 378 7,800 SH   DFND 4,6 7,800 0 0
ROSS STORES INC COM 778296103 496 10,230 SH   DFND 4,5,11,12 10,230 0 0
ROSS STORES INC COM 778296103 940 19,400 SH   DFND 4,6 19,400 0 0
ROSS STORES INC COM 778296103 972 20,050 SH   DFND 4,1 20,050 0 0
ROSS STORES INC COM 778296103 1,095 22,600 SH   DFND 4,6 22,600 0 0
ROSS STORES INC COM 778296103 4,091 84,400 SH   DFND 4,6 84,400 0 0
ROSS STORES INC COM 778296103 6,495 134,000 SH   DFND 4,6 134,000 0 0
ROSS STORES INC COM 778296103 10,178 209,980 SH   DFND 4,5 209,980 0 0
ROSS STORES INC COM 778296103 11,109 229,200 SH   DFND 4,5,11,12 229,200 0 0
ROSS STORES INC COM 778296103 36,731 757,802 SH   DFND 4,5 757,802 0 0
ROUSE PPTYS INC COM 779287101 31 1,984 SH   DFND 4,5,11,12 1,984 0 0
ROUSE PPTYS INC COM 779287101 73 4,700 SH   DFND 4,5 4,700 0 0
ROVI CORP COM 779376102 260 24,800 SH   DFND 4,5 24,800 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 187 11,561 SH   DFND 4,5 11,561 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 111 2,000 SH   DFND   2,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 137 2,482 SH   DFND 4,6 2,482 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 137 2,488 SH   DFND 4,8 2,488 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 563 10,194 SH   DFND 4,6 10,194 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 602 10,900 SH   DFND 4,6 10,900 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 884 16,000 SH   DFND 4,6 16,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,313 23,761 SH   DFND 4,5,11,12 23,761 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 5,913 107,028 SH   DFND 4,5 107,028 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 7,794 141,063 SH   DFND 4,6 141,063 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 9,251 167,444 SH   DFND 4,5 167,444 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 17,704 320,440 SH   DFND 4,5,11,12 320,440 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 80 900 SH   DFND 4,5,11,12 900 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 180 2,025 SH   DFND 4,5,11,12 2,025 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 403 4,525 SH   DFND 4,5,7 4,525 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,095 12,295 SH   DFND 4,5 12,295 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,823 20,458 SH   DFND 4,5 20,458 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,366 37,780 SH   DFND 4,5,7 37,780 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 0 1 SH   DFND 4,5,7 1 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 0 3 SH   DFND 4,5,7 3 0 0
ROYAL GOLD INC COM 780287108 413 8,800 SH   DFND 4,6 8,800 0 0
ROYAL GOLD INC COM 780287108 3,054 65,000 SH   DFND 4,5 65,000 0 0
ROYAL GOLD INC COM 780287108 5,229 111,300 SH   DFND 4,6 111,300 0 0
RPM INTL INC COM 749685103 6,083 145,215 SH   DFND 4,5 145,215 0 0
RTI INTL METALS INC SR CV NT1.625%19 74973WAB3 3,675 3,496,000 PRN   DFND 4,5,7 0 0 3,496,000
RYDER SYS INC COM 783549108 44 600 SH   DFND 4,6 600 0 0
RYDER SYS INC COM 783549108 578 7,800 SH   DFND 4,6 7,800 0 0
RYDER SYS INC COM 783549108 637 8,600 SH   DFND 4,6 8,600 0 0
RYDER SYS INC COM 783549108 960 12,968 SH   DFND 1,3 12,968 0 0
RYDER SYS INC COM 783549108 1,108 14,967 SH   DFND 4,5 14,967 0 0
RYDER SYS INC COM 783549108 2,251 30,400 SH   DFND 4,6 30,400 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 148 3,000 SH   DFND 4,5,11,12 3,000 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 88 3,800 SH   DFND 4,5,11,12 3,800 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 169 7,300 SH   DFND 4,5 7,300 0 0
SALESFORCE COM INC COM 79466L302 8 120 SH   DFND   120 0 0
SALESFORCE COM INC COM 79466L302 222 3,200 SH   DFND 4,5,11,12 3,200 0 0
SALESFORCE COM INC COM 79466L302 507 7,300 SH   DFND 4,6 7,300 0 0
SALESFORCE COM INC COM 79466L302 550 7,924 SH   DFND 4,5,11,12 7,924 0 0
SALESFORCE COM INC COM 79466L302 6,553 94,388 SH   DFND 4,5 94,388 0 0
SALESFORCE COM INC COM 79466L302 8,993 129,521 SH   DFND 4,5 129,521 0 0
SALESFORCE COM INC SR CV NT 0.25%18 79466LAD6 11,119 9,077,000 PRN   DFND 4,5 0 0 9,077,000
SALLY BEAUTY HLDGS INC COM 79546E104 1,214 51,120 SH   DFND 4,5,7 51,120 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,319 55,517 SH   DFND 4,5,7 55,517 0 0
SANDERSON FARMS INC COM 800013104 75 1,100 SH   DFND 4,6 1,100 0 0
SANDERSON FARMS INC COM 800013104 610 8,900 SH   DFND 4,6 8,900 0 0
SANDERSON FARMS INC COM 800013104 686 10,000 SH   DFND 4,6 10,000 0 0
SANDISK CORP COM 80004C101 82 1,500 SH   DFND 4,5,11,12 1,500 0 0
SANDISK CORP COM 80004C101 94 1,728 SH   DFND 4,5,11,12 1,728 0 0
SANDISK CORP COM 80004C101 348 6,400 SH   DFND 4,6 6,400 0 0
SANDISK CORP COM 80004C101 3,281 60,393 SH   DFND 4,5 60,393 0 0
SANDISK CORP COM 80004C101 10,348 190,472 SH   DFND 4,5 190,472 0 0
SANDISK CORP CV SR NT 1.5%17 80004CAD3 6,999 5,639,000 PRN   DFND 4,5,7 0 0 5,639,000
SANDISK CORP SR CONV NT0.5%20 80004CAF8 9,257 9,562,000 PRN   DFND 4,5 0 0 9,562,000
SANTANDER CONSUMER USA HDG INC COM 80283M101 2,071 101,440 SH   DFND 4,5,7 101,440 0 0
SANTANDER CONSUMER USA HDG INC COM 80283M101 2,518 123,304 SH   DFND 4,5,7 123,304 0 0
SANTANDER CONSUMER USA HDG INC COM 80283M101 2,984 146,123 SH   DFND 4,5,7 146,123 0 0
SAUL CTRS INC COM 804395101 36 700 SH   DFND 4,5,11,12 700 0 0
SBA COMMUNICATIONS CORP COM 78388J106 63 597 SH   DFND 4,5,11,12 597 0 0
SBA COMMUNICATIONS CORP COM 78388J106 73 700 SH   DFND 4,5,11,12 700 0 0
SBA COMMUNICATIONS CORP COM 78388J106 403 3,852 SH   DFND 4,8 3,852 0 0
SBA COMMUNICATIONS CORP COM 78388J106 1,888 18,025 SH   DFND 4,5 18,025 0 0
SBA COMMUNICATIONS CORP COM 78388J106 12,259 117,046 SH   DFND 4,5 117,046 0 0
SCANA CORP NEW COM 80589M102 45 800 SH   DFND 4,5,11,12 800 0 0
SCANA CORP NEW COM 80589M102 172 3,062 SH   DFND 4,5,11,12 3,062 0 0
SCANA CORP NEW COM 80589M102 755 13,423 SH   DFND 4,5 13,423 0 0
SCANA CORP NEW COM 80589M102 988 17,567 SH   DFND 4,5 17,567 0 0
SCHEIN HENRY INC COM 806407102 80 600 SH   DFND 4,5,11,12 600 0 0
SCHEIN HENRY INC COM 806407102 93 700 SH   DFND 4,8 700 0 0
SCHEIN HENRY INC COM 806407102 174 1,314 SH   DFND 4,5,11,12 1,314 0 0
SCHEIN HENRY INC COM 806407102 319 2,400 SH   DFND 4,6 2,400 0 0
SCHEIN HENRY INC COM 806407102 1,098 8,274 SH   DFND 4,5 8,274 0 0
SCHEIN HENRY INC COM 806407102 1,309 9,862 SH   DFND 4,5 9,862 0 0
SCHLUMBERGER LTD COM 806857108 14 200 SH   DFND 4,8 200 0 0
SCHLUMBERGER LTD COM 806857108 24 350 SH   DFND 4,8 350 0 0
SCHLUMBERGER LTD COM 806857108 65 938 SH   DFND   938 0 0
SCHLUMBERGER LTD COM 806857108 90 1,300 SH   DFND 4,6 1,300 0 0
SCHLUMBERGER LTD COM 806857108 191 2,769 SH   DFND 4,8 2,769 0 0
SCHLUMBERGER LTD COM 806857108 221 3,209 SH   DFND 4,8 3,209 0 0
SCHLUMBERGER LTD COM 806857108 348 5,045 SH   DFND 4,6 5,045 0 0
SCHLUMBERGER LTD COM 806857108 450 6,526 SH   DFND   6,526 0 0
SCHLUMBERGER LTD COM 806857108 552 8,000 SH   DFND 4,6 8,000 0 0
SCHLUMBERGER LTD COM 806857108 560 8,120 SH   DFND   8,120 0 0
SCHLUMBERGER LTD COM 806857108 621 9,000 SH   DFND 4,6 9,000 0 0
SCHLUMBERGER LTD COM 806857108 759 11,000 SH   DFND 4,6 11,000 0 0
SCHLUMBERGER LTD COM 806857108 768 11,140 SH   DFND 4,9 11,140 0 0
SCHLUMBERGER LTD COM 806857108 903 13,094 SH   DFND 4,6 13,094 0 0
SCHLUMBERGER LTD COM 806857108 1,007 14,600 SH   DFND 4,6 14,600 0 0
SCHLUMBERGER LTD COM 806857108 1,366 19,800 SH   DFND 4,6 19,800 0 0
SCHLUMBERGER LTD COM 806857108 1,438 20,848 SH   DFND 4,5,11,12 20,848 0 0
SCHLUMBERGER LTD COM 806857108 6,134 88,943 SH   DFND 1,2 88,943 0 0
SCHLUMBERGER LTD COM 806857108 6,931 100,491 SH   DFND 4,6 100,491 0 0
SCHLUMBERGER LTD COM 806857108 12,768 185,124 SH   DFND 4,5 185,124 0 0
SCHLUMBERGER LTD COM 806857108 27,304 395,884 SH   DFND 4,5 395,884 0 0
SCHLUMBERGER LTD COM 806857108 36,382 527,500 SH   DFND 4,5,11,12 527,500 0 0
SCHWAB CHARLES CORP NEW COM 808513105 103 3,600 SH   DFND 4,6 3,600 0 0
SCHWAB CHARLES CORP NEW COM 808513105 189 6,600 SH   DFND 4,5,11,12 6,600 0 0
SCHWAB CHARLES CORP NEW COM 808513105 462 16,173 SH   DFND 4,5,11,12 16,173 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,071 37,500 SH   DFND 4,6 37,500 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,248 43,700 SH   DFND 4,6 43,700 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,974 104,134 SH   DFND 4,5 104,134 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,030 106,107 SH   DFND 4,5 106,107 0 0
SCORPIO BULKERS INC SHS Y7546A106 450 308,320 SH   DFND 4,5,7 308,320 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 367 6,040 SH   DFND 1,3 6,040 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,415 23,261 SH   DFND 4,5 23,261 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 30 600 SH   DFND 4,5,11,12 600 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 54 1,100 SH   DFND 4,6 1,100 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 87 1,766 SH   DFND 4,5,11,12 1,766 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 123 2,500 SH   DFND 4,6 2,500 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 284 5,768 SH   DFND 4,5 5,768 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 421 8,553 SH   DFND 4,5 8,553 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 546 11,100 SH   DFND 4,6 11,100 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 556 11,300 SH   DFND 4,6 11,300 0 0
SEACOR HOLDINGS INC SR CONV NT 3%28 81170YAB5 1,059 1,332,000 PRN   DFND 4,5,7 0 0 1,332,000
SEACOR HOLDINGS INC SR CONV NT2.5%27 811904AM3 2,169 2,261,000 PRN   DFND 4,5,7 0 0 2,261,000
SEADRILL LIMITED SHS G7945E105 19 3,244 SH   DFND 4,5,11,12 3,244 0 0
SEADRILL LIMITED SHS G7945E105 38 6,487 SH   DFND 4,5,11,12 6,487 0 0
SEADRILL LIMITED SHS G7945E105 1,205 204,225 SH   DFND 4,5 204,225 0 0
SEADRILL LIMITED SHS G7945E105 1,219 206,650 SH   DFND 4,5 206,650 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 81 1,800 SH   DFND 4,5,11,12 1,800 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 236 5,262 SH   DFND 4,5,11,12 5,262 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 421 9,400 SH   DFND 4,6 9,400 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 672 15,000 SH   DFND 4,6 15,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,662 37,098 SH   DFND 4,5 37,098 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,359 74,973 SH   DFND 4,5 74,973 0 0
SEALED AIR CORP NEW COM 81211K100 52 1,100 SH   DFND 4,5,11,12 1,100 0 0
SEALED AIR CORP NEW COM 81211K100 100 2,141 SH   DFND 4,8 2,141 0 0
SEALED AIR CORP NEW COM 81211K100 141 3,000 SH   DFND 4,6 3,000 0 0
SEALED AIR CORP NEW COM 81211K100 209 4,454 SH   DFND 4,5,11,12 4,454 0 0
SEALED AIR CORP NEW COM 81211K100 1,109 23,654 SH   DFND 4,5 23,654 0 0
SEALED AIR CORP NEW COM 81211K100 19,113 407,691 SH   DFND 4,5 407,691 0 0
SEI INVESTMENTS CO COM 784117103 106 2,207 SH   DFND 4,5,11,12 2,207 0 0
SEI INVESTMENTS CO COM 784117103 109 2,252 SH   DFND 4,8 2,252 0 0
SEI INVESTMENTS CO COM 784117103 212 4,400 SH   DFND 4,6 4,400 0 0
SEI INVESTMENTS CO COM 784117103 756 15,669 SH   DFND 4,5 15,669 0 0
SEI INVESTMENTS CO COM 784117103 1,065 22,080 SH   DFND 4,9 22,080 0 0
SEI INVESTMENTS CO COM 784117103 1,858 38,526 SH   DFND 4,5 38,526 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 68 3,600 SH   DFND 4,5,11,12 3,600 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 154 8,100 SH   DFND 4,5 8,100 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 227 3,430 SH   DFND 1 3,430 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 283 6,000 SH   DFND 1 6,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 245 3,300 SH   DFND 1 3,300 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 17,550 236,333 SH   DFND 4,5 236,333 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 463 7,567 SH   DFND 1 7,567 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 872 38,470 SH   DFND   38,470 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,014 44,752 SH   DFND 4,5 44,752 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 94 1,881 SH   DFND 4,5,7 1,881 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 94 1,886 SH   DFND 4,5,7 1,886 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 566 14,336 SH   DFND 1 14,336 0 0
SEMPRA ENERGY COM 816851109 135 1,400 SH   DFND 4,5,11,12 1,400 0 0
SEMPRA ENERGY COM 816851109 290 3,000 SH   DFND 4,6 3,000 0 0
SEMPRA ENERGY COM 816851109 319 3,300 SH   DFND 4,5,11,12 3,300 0 0
SEMPRA ENERGY COM 816851109 2,166 22,397 SH   DFND 4,5 22,397 0 0
SEMPRA ENERGY COM 816851109 5,731 59,249 SH   DFND 4,5 59,249 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 271 16,700 SH   DFND 4,5,11,12 16,700 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 530 32,700 SH   DFND 4,5 32,700 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 22 500 SH   DFND 4,5,11,12 500 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 835 18,842 SH   DFND 4,5 18,842 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 3,636 82,003 SH   DFND 4,5 82,003 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 542 516,054 SH   DFND 4,5 516,054 0 0
SERVICE CORP INTL COM 817565104 285 10,500 SH   DFND 4,6 10,500 0 0
SERVICE CORP INTL COM 817565104 891 32,890 SH   DFND 1,3 32,890 0 0
SERVICE CORP INTL COM 817565104 1,024 37,800 SH   DFND 4,5 37,800 0 0
SERVICE CORP INTL COM 817565104 3,881 143,206 SH   DFND 4,5,7 143,206 0 0
SERVICENOW INC COM 81762P102 21 300 SH   DFND 4,5,11,12 300 0 0
SERVICENOW INC COM 81762P102 125 1,800 SH   DFND 4,5,11,12 1,800 0 0
SERVICENOW INC COM 81762P102 980 14,105 SH   DFND 4,5 14,105 0 0
SERVICENOW INC COM 81762P102 2,003 28,844 SH   DFND 4,5 28,844 0 0
SERVICENOW INC SR CV ZERO NT 18 81762PAB8 328 291,000 PRN   DFND 4,5,7 0 0 291,000
SERVICENOW INC SR CV ZERO NT 18 81762PAB8 4,554 4,046,000 PRN   DFND 4,5 0 0 4,046,000
SHAW COMMUNICATIONS INC CL B CONV 82028K200 49 2,500 SH   DFND 4,5,11,12 2,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 697 35,948 SH   DFND 4,5 35,948 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 957 49,353 SH   DFND 4,5 49,353 0 0
SHERWIN WILLIAMS CO COM 824348106 89 400 SH   DFND 4,6 400 0 0
SHERWIN WILLIAMS CO COM 824348106 243 1,092 SH   DFND 4,8 1,092 0 0
SHERWIN WILLIAMS CO COM 824348106 356 1,600 SH   DFND 4,6 1,600 0 0
SHERWIN WILLIAMS CO COM 824348106 356 1,600 SH   DFND 4,6 1,600 0 0
SHERWIN WILLIAMS CO COM 824348106 535 2,400 SH   DFND 4,6 2,400 0 0
SHERWIN WILLIAMS CO COM 824348106 744 3,339 SH   DFND 4,5,11,12 3,339 0 0
SHERWIN WILLIAMS CO COM 824348106 847 3,800 SH   DFND 4,6 3,800 0 0
SHERWIN WILLIAMS CO COM 824348106 1,092 4,900 SH   DFND 4,6 4,900 0 0
SHERWIN WILLIAMS CO COM 824348106 1,225 5,500 SH   DFND 4,6 5,500 0 0
SHERWIN WILLIAMS CO COM 824348106 3,539 15,887 SH   DFND 4,5 15,887 0 0
SHERWIN WILLIAMS CO COM 824348106 3,564 16,000 SH   DFND 4,6 16,000 0 0
SHERWIN WILLIAMS CO COM 824348106 9,982 44,807 SH   DFND 4,5 44,807 0 0
SHERWIN WILLIAMS CO COM 824348106 31,702 142,300 SH   DFND 4,5,11,12 142,300 0 0
SHIP FINANCE INTERNATIONAL LTD SR CV NT 3.25%18 G81075AE6 2,875 2,746,000 PRN   DFND 4,5,7 0 0 2,746,000
SHIRE PLC SPONSORED ADR 82481R106 107 519 SH   DFND 4,5,7 519 0 0
SHIRE PLC SPONSORED ADR 82481R106 189 919 SH   DFND 4,5,7 919 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,065 5,187 SH   DFND 4,5 5,187 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,065 5,187 SH   DFND 4,1 5,187 0 0
SHIRE PLC SPONSORED ADR 82481R106 34,048 165,900 SH   DFND 4,5,7 165,900 0 0
SHUTTERFLY INC SR CV NT 0.25%18 82568PAB2 3,322 3,584,000 PRN   DFND 4,5 0 0 3,584,000
SHUTTERSTOCK INC COM 825690100 578 19,100 SH   DFND 4,5 19,100 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 0 5 SH   DFND 1,3 5 0 0
SIGMA ALDRICH CORP COM 826552101 97 700 SH   DFND 4,5,11,12 700 0 0
SIGMA ALDRICH CORP COM 826552101 167 1,200 SH   DFND 4,5,11,12 1,200 0 0
SIGMA ALDRICH CORP COM 826552101 208 1,500 SH   DFND 4,6 1,500 0 0
SIGMA ALDRICH CORP COM 826552101 625 4,500 SH   DFND 4,6 4,500 0 0
SIGMA ALDRICH CORP COM 826552101 1,450 10,441 SH   DFND 4,5 10,441 0 0
SIGMA ALDRICH CORP COM 826552101 3,448 24,818 SH   DFND 4,5 24,818 0 0
SIGMA ALDRICH CORP COM 826552101 4,168 30,000 SH   DFND 4,6 30,000 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,835 13,339 SH   DFND 4,5 13,339 0 0
SIGNET JEWELERS LIMITED SHS G81276100 54 400 SH   DFND 4,5,11,12 400 0 0
SIGNET JEWELERS LIMITED SHS G81276100 136 1,000 SH   DFND 4,5,11,12 1,000 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,074 7,892 SH   DFND 4,5 7,892 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,117 8,202 SH   DFND 4,5 8,202 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,299 9,545 SH   DFND 4,5,7 9,545 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 34 2,100 SH   DFND 4,5,11,12 2,100 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 40 2,500 SH   DFND 4,5 2,500 0 0
SILVER WHEATON CORP COM 828336107 25 2,100 SH   DFND 4,5,11,12 2,100 0 0
SILVER WHEATON CORP COM 828336107 91 7,596 SH   DFND 4,5,11,12 7,596 0 0
SILVER WHEATON CORP COM 828336107 486 40,451 SH   DFND 4,5 40,451 0 0
SILVER WHEATON CORP COM 828336107 2,517 209,551 SH   DFND 4,5 209,551 0 0
SILVER WHEATON CORP COM 828336107 4,852 404,000 SH   DFND 4,6 404,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 70 380 SH   DFND 4,6 380 0 0
SIMON PPTY GROUP INC NEW COM 828806109 194 1,055 SH   DFND   1,055 0 0
SIMON PPTY GROUP INC NEW COM 828806109 349 1,900 SH   DFND 4,5,11,12 1,900 0 0
SIMON PPTY GROUP INC NEW COM 828806109 903 4,916 SH   DFND 4,6 4,916 0 0
SIMON PPTY GROUP INC NEW COM 828806109 965 5,250 SH   DFND 4,6 5,250 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,674 20,000 SH   DFND 4,6 20,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,157 22,629 SH   DFND 4,5,11,12 22,629 0 0
SIMON PPTY GROUP INC NEW COM 828806109 8,524 46,397 SH   DFND 4,5 46,397 0 0
SIMON PPTY GROUP INC NEW COM 828806109 18,451 100,432 SH   DFND 4,5 100,432 0 0
SINA CORP SR CONV NT 1%18 82922RAD5 803 849,000 PRN   DFND 4,5,7 0 0 849,000
SINA CORP SR CONV NT 1%18 82922RAD5 1,057 1,117,000 PRN   DFND 4,5,7 0 0 1,117,000
SIRIUS XM HLDGS INC COM 82968B103 85 22,800 SH   DFND 4,5,11,12 22,800 0 0
SIRIUS XM HLDGS INC COM 82968B103 124 33,190 SH   DFND 4,5,11,12 33,190 0 0
SIRIUS XM HLDGS INC COM 82968B103 769 205,673 SH   DFND 4,5 205,673 0 0
SIRIUS XM HLDGS INC COM 82968B103 934 249,692 SH   DFND 4,5 249,692 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 280 3,000 SH   DFND 4,6 3,000 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 4,745 50,840 SH   DFND 4,5 50,840 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 2,896 118,700 SH   DFND 4,5 118,700 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 3,318 136,000 SH   DFND 4,5 136,000 0 0
SKECHERS U S A INC CL A 830566105 510 3,800 SH   DFND 4,5 3,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 58 686 SH   DFND   686 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 135 1,600 SH   DFND 4,5,11,12 1,600 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 295 3,500 SH   DFND 4,5,11,12 3,500 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,011 12,010 SH   DFND 4,5 12,010 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,191 26,020 SH   DFND 1,3 26,020 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,227 26,446 SH   DFND 4,5 26,446 0 0
SL GREEN RLTY CORP COM 78440X101 54 500 SH   DFND 4,5,11,12 500 0 0
SL GREEN RLTY CORP COM 78440X101 741 6,854 SH   DFND 4,5,11,12 6,854 0 0
SL GREEN RLTY CORP COM 78440X101 1,545 14,288 SH   DFND 4,5 14,288 0 0
SL GREEN RLTY CORP COM 78440X101 2,159 19,957 SH   DFND 4,5 19,957 0 0
SMITH A O COM 831865209 3,455 53,002 SH   DFND 4,5 53,002 0 0
SMUCKER J M CO COM NEW 832696405 0 2 SH   DFND 1,3 2 0 0
SMUCKER J M CO COM NEW 832696405 37 323 SH   DFND 4,8 323 0 0
SMUCKER J M CO COM NEW 832696405 97 849 SH   DFND 4,5,11,12 849 0 0
SMUCKER J M CO COM NEW 832696405 101 882 SH   DFND 4,8 882 0 0
SMUCKER J M CO COM NEW 832696405 3,093 27,110 SH   DFND 4,5 27,110 0 0
SMUCKER J M CO COM NEW 832696405 4,742 41,561 SH   DFND 4,5 41,561 0 0
SMUCKER J M CO COM NEW 832696405 6,720 58,900 SH   DFND 4,5,11,12 58,900 0 0
SNAP ON INC COM 833034101 15 100 SH   DFND 4,5,11,12 100 0 0
SNAP ON INC COM 833034101 45 300 SH   DFND 4,5,11,12 300 0 0
SNAP ON INC COM 833034101 1,008 6,679 SH   DFND 4,5 6,679 0 0
SNAP ON INC COM 833034101 1,208 8,000 SH   DFND 4,6 8,000 0 0
SNAP ON INC COM 833034101 4,384 29,046 SH   DFND 4,5 29,046 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 158 10,900 SH   DFND 4,5 10,900 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 359 24,700 SH   DFND 4,5 24,700 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 17 1,200 SH   DFND 4,5 1,200 0 0
SOLARWINDS INC COM 83416B109 1,530 38,985 SH   DFND 4,5 38,985 0 0
SOLERA HOLDINGS INC COM 83421A104 1,293 23,938 SH   DFND 4,5,7 23,938 0 0
SOLERA HOLDINGS INC COM 83421A104 2,250 41,660 SH   DFND 4,5,7 41,660 0 0
SONIC CORP COM 835451105 57 2,500 SH   DFND 4,6 2,500 0 0
SONIC CORP COM 835451105 207 9,000 SH   DFND 1,3 9,000 0 0
SONIC CORP COM 835451105 555 24,200 SH   DFND 4,6 24,200 0 0
SONIC CORP COM 835451105 597 26,000 SH   DFND 4,6 26,000 0 0
SONOCO PRODS CO COM 835495102 197 5,223 SH   DFND 4,5 5,223 0 0
SOTHEBYS COM 835898107 32 1,000 SH   DFND 4,5 1,000 0 0
SOUFUN HLDGS LTD ADR 836034108 51 7,800 SH   DFND 4,6 7,800 0 0
SOUTHERN CO COM 842587107 85 1,900 SH   DFND 4,6 1,900 0 0
SOUTHERN CO COM 842587107 112 2,512 SH   DFND 4,8 2,512 0 0
SOUTHERN CO COM 842587107 237 5,300 SH   DFND 4,5,11,12 5,300 0 0
SOUTHERN CO COM 842587107 510 11,414 SH   DFND 4,5,11,12 11,414 0 0
SOUTHERN CO COM 842587107 1,001 22,400 SH   DFND 4,6 22,400 0 0
SOUTHERN CO COM 842587107 1,037 23,200 SH   DFND 4,6 23,200 0 0
SOUTHERN CO COM 842587107 2,662 59,550 SH   DFND 4,5 59,550 0 0
SOUTHERN CO COM 842587107 4,126 92,311 SH   DFND 4,5 92,311 0 0
SOUTHERN COPPER CORP COM 84265V105 744 27,858 SH   DFND 4,5 27,858 0 0
SOUTHERN COPPER CORP COM 84265V105 1,380 51,656 SH   DFND 4,5 51,656 0 0
SOUTHWEST AIRLS CO COM 844741108 27 700 SH   DFND 4,5,11,12 700 0 0
SOUTHWEST AIRLS CO COM 844741108 102 2,670 SH   DFND 4,8 2,670 0 0
SOUTHWEST AIRLS CO COM 844741108 3,599 94,616 SH   DFND 4,5 94,616 0 0
SOUTHWEST AIRLS CO COM 844741108 4,738 124,557 SH   DFND 4,5 124,557 0 0
SOUTHWESTERN ENERGY CO COM 845467109 27 2,100 SH   DFND 4,5,11,12 2,100 0 0
SOUTHWESTERN ENERGY CO COM 845467109 75 5,910 SH   DFND 4,5,11,12 5,910 0 0
SOUTHWESTERN ENERGY CO COM 845467109 203 16,000 SH   DFND 4,6 16,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 287 22,609 SH   DFND 4,5 22,609 0 0
SOUTHWESTERN ENERGY CO COM 845467109 586 46,202 SH   DFND 4,5 46,202 0 0
SOVRAN SELF STORAGE INC COM 84610H108 217 2,300 SH   DFND 4,5,11,12 2,300 0 0
SOVRAN SELF STORAGE INC COM 84610H108 481 5,100 SH   DFND 4,5 5,100 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 517 3,180 SH   DFND   3,180 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,203 7,400 SH   DFND 4,5 7,400 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,639 16,230 SH   DFND 4,5 16,230 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 718 6,717 SH   DFND 1 6,717 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 769 7,200 SH   DFND   7,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 6,544 61,239 SH   DFND 4,5 61,239 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 150 2,173 SH   DFND 4,5 2,173 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 287 1,500 SH   DFND 4,5 1,500 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 361 1,885 SH   DFND 4,5,7 1,885 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,042 5,435 SH   DFND   5,435 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,952 10,186 SH   DFND 1 10,186 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,491 13,000 SH   DFND 4,5 13,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,785 40,625 SH   DFND 4,5 40,625 0 0
SPDR SERIES TRUST S&P TELECOM 78464A540 233 4,400 SH   DFND 1 4,400 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 24 1,450 SH   DFND   1,450 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 230 13,780 SH   DFND 4,5,7 13,780 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 234 6,845 SH   DFND 1 6,845 0 0
SPECTRA ENERGY CORP COM 847560109 37 1,400 SH   DFND 1,2 1,400 0 0
SPECTRA ENERGY CORP COM 847560109 102 3,900 SH   DFND 4,5,11,12 3,900 0 0
SPECTRA ENERGY CORP COM 847560109 110 4,198 SH   DFND 4,5,11,12 4,198 0 0
SPECTRA ENERGY CORP COM 847560109 236 9,000 SH   DFND 4,6 9,000 0 0
SPECTRA ENERGY CORP COM 847560109 428 16,300 SH   DFND 4,6 16,300 0 0
SPECTRA ENERGY CORP COM 847560109 1,076 40,944 SH   DFND 4,5 40,944 0 0
SPECTRA ENERGY CORP COM 847560109 4,097 155,945 SH   DFND 4,5 155,945 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 128 1,400 SH   DFND 4,6 1,400 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 130 1,417 SH   DFND 1,3 1,417 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 540 5,900 SH   DFND 4,5 5,900 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 4,263 46,583 SH   DFND 1,2 46,583 0 0
SPIRIT AIRLS INC COM 848577102 538 11,370 SH   DFND 1,3 11,370 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 234 25,600 SH   DFND 4,5,11,12 25,600 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 582 63,700 SH   DFND 4,5 63,700 0 0
SPIRIT RLTY CAP INC NEW SR CV NT2.875%19 84860WAA0 332 356,000 PRN   DFND 4,5,7 0 0 356,000
SPIRIT RLTY CAP INC NEW SR CV NT2.875%19 84860WAA0 588 631,000 PRN   DFND 4,5,7 0 0 631,000
SPIRIT RLTY CAP INC NEW SR CV NT 3.75%21 84860WAB8 93 102,000 PRN   DFND 4,5,7 0 0 102,000
SPIRIT RLTY CAP INC NEW SR CV NT 3.75%21 84860WAB8 3,307 3,624,000 PRN   DFND 4,5,7 0 0 3,624,000
SPLUNK INC COM 848637104 77 1,400 SH   DFND 4,5,11,12 1,400 0 0
SPLUNK INC COM 848637104 422 7,630 SH   DFND 4,5 7,630 0 0
SPLUNK INC COM 848637104 487 8,805 SH   DFND 4,5 8,805 0 0
SPRINT CORP COM SER 1 85207U105 18 4,737 SH   DFND 4,5,11,12 4,737 0 0
SPRINT CORP COM SER 1 85207U105 51 13,258 SH   DFND 4,5,11,12 13,258 0 0
SPRINT CORP COM SER 1 85207U105 134 34,834 SH   DFND 4,5 34,834 0 0
SPRINT CORP COM SER 1 85207U105 255 66,325 SH   DFND 4,5 66,325 0 0
SPX CORP COM 784635104 101 8,500 SH   DFND 4,5 8,500 0 0
SPX FLOW INC COM 78469X107 293 8,500 SH   DFND 4,5 8,500 0 0
ST JUDE MED INC COM 790849103 75 1,194 SH   DFND 4,8 1,194 0 0
ST JUDE MED INC COM 790849103 273 4,327 SH   DFND   4,327 0 0
ST JUDE MED INC COM 790849103 393 6,237 SH   DFND 4,5,11,12 6,237 0 0
ST JUDE MED INC COM 790849103 687 10,894 SH   DFND   10,894 0 0
ST JUDE MED INC COM 790849103 1,650 26,151 SH   DFND 4,5 26,151 0 0
ST JUDE MED INC COM 790849103 6,947 110,120 SH   DFND 4,5 110,120 0 0
ST JUDE MED INC COM 790849103 13,066 207,100 SH   DFND 4,5,11,12 207,100 0 0
STAG INDL INC COM 85254J102 69 3,800 SH   DFND 4,5,11,12 3,800 0 0
STAG INDL INC COM 85254J102 133 7,300 SH   DFND 4,5 7,300 0 0
STAMPS COM INC COM NEW 852857200 30 400 SH   DFND 4,6 400 0 0
STAMPS COM INC COM NEW 852857200 355 4,800 SH   DFND 4,6 4,800 0 0
STAMPS COM INC COM NEW 852857200 459 6,200 SH   DFND 4,6 6,200 0 0
STANCORP FINL GROUP INC COM 852891100 710 6,215 SH   DFND 4,5 6,215 0 0
STANDARD PAC CORP NEW SR CV NT 1.25%32 85375CBC4 4,270 3,691,000 PRN   DFND 4,5 0 0 3,691,000
STANDEX INTL CORP COM 854231107 822 10,903 SH   DFND 1,3 10,903 0 0
STANLEY BLACK & DECKER INC COM 854502101 57 584 SH   DFND 4,8 584 0 0
STANLEY BLACK & DECKER INC COM 854502101 317 3,270 SH   DFND 4,5,11,12 3,270 0 0
STANLEY BLACK & DECKER INC COM 854502101 381 3,926 SH   DFND 4,1 3,926 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,098 21,636 SH   DFND 4,5 21,636 0 0
STANLEY BLACK & DECKER INC COM 854502101 7,522 77,561 SH   DFND 4,5 77,561 0 0
STANLEY BLACK & DECKER INC COM 854502101 7,661 79,000 SH   DFND 4,5,11,12 79,000 0 0
STANTEC INC COM 85472N109 223 10,200 SH   DFND 1,3 10,200 0 0
STAPLES INC COM 855030102 50 4,300 SH   DFND 4,5,11,12 4,300 0 0
STAPLES INC COM 855030102 51 4,307 SH   DFND 4,5,7 4,307 0 0
STAPLES INC COM 855030102 63 5,409 SH   DFND 4,8 5,409 0 0
STAPLES INC COM 855030102 87 7,400 SH   DFND 4,5,11,12 7,400 0 0
STAPLES INC COM 855030102 88 7,461 SH   DFND 4,5,7 7,461 0 0
STAPLES INC COM 855030102 654 55,724 SH   DFND 4,5 55,724 0 0
STAPLES INC COM 855030102 1,800 153,466 SH   DFND 4,5 153,466 0 0
STARBUCKS CORP COM 855244109 20 355 SH   DFND   355 0 0
STARBUCKS CORP COM 855244109 108 1,900 SH   DFND 4,6 1,900 0 0
STARBUCKS CORP COM 855244109 466 8,200 SH   DFND 4,5,11,12 8,200 0 0
STARBUCKS CORP COM 855244109 574 10,100 SH   DFND 4,6 10,100 0 0
STARBUCKS CORP COM 855244109 578 10,164 SH   DFND 4,6 10,164 0 0
STARBUCKS CORP COM 855244109 625 11,000 SH   DFND 4,6 11,000 0 0
STARBUCKS CORP COM 855244109 830 14,600 SH   DFND 4,1 14,600 0 0
STARBUCKS CORP COM 855244109 933 16,422 SH   DFND 4,6 16,422 0 0
STARBUCKS CORP COM 855244109 1,205 21,200 SH   DFND 4,6 21,200 0 0
STARBUCKS CORP COM 855244109 1,391 24,474 SH   DFND 4,5,11,12 24,474 0 0
STARBUCKS CORP COM 855244109 2,001 35,200 SH   DFND 4,6 35,200 0 0
STARBUCKS CORP COM 855244109 3,206 56,400 SH   DFND 4,6 56,400 0 0
STARBUCKS CORP COM 855244109 7,589 133,514 SH   DFND 4,5 133,514 0 0
STARBUCKS CORP COM 855244109 10,072 177,205 SH   DFND 4,5 177,205 0 0
STARBUCKS CORP COM 855244109 10,263 180,560 SH   DFND 1,2 180,560 0 0
STARBUCKS CORP COM 855244109 11,962 210,452 SH   DFND 1,3 210,452 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 0 4 SH   DFND   4 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 80 1,200 SH   DFND 4,5,11,12 1,200 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 208 3,126 SH   DFND 4,5,11,12 3,126 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 279 4,200 SH   DFND 4,6 4,200 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 2,593 39,000 SH   DFND 4,6 39,000 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 4,020 60,473 SH   DFND 4,5 60,473 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 4,432 66,672 SH   DFND 4,5 66,672 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 5,558 83,600 SH   DFND 4,6 83,600 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 28,434 427,700 SH   DFND 4,5,7 427,700 0 0
STARWOOD PPTY TR INC SR CV NT 4.55%18 85571BAA3 3,344 3,286,000 PRN   DFND 4,5,7 0 0 3,286,000
STARWOOD PPTY TR INC SR CV NT 3.75%17 85571BAC9 214 216,000 PRN   DFND 4,5,7 0 0 216,000
STARWOOD WAYPOINT RESIDENTL TR COM SHS 85571W109 55 2,300 SH   DFND 4,5,11,12 2,300 0 0
STARWOOD WAYPOINT RESIDENTL TR SR CONV NT 3%19 85571WAB5 2,223 2,343,000 PRN   DFND 4,5,7 0 0 2,343,000
STARZ COM SER A 85571Q102 3,853 103,183 SH   DFND 4,5,7 103,183 0 0
STARZ COM SER A 85571Q102 3,885 104,039 SH   DFND 4,5,7 104,039 0 0
STATE STR CORP COM 857477103 81 1,200 SH   DFND 4,6 1,200 0 0
STATE STR CORP COM 857477103 134 2,000 SH   DFND 4,5,11,12 2,000 0 0
STATE STR CORP COM 857477103 325 4,840 SH   DFND 4,5,11,12 4,840 0 0
STATE STR CORP COM 857477103 376 5,600 SH   DFND 4,6 5,600 0 0
STATE STR CORP COM 857477103 793 11,800 SH   DFND 4,6 11,800 0 0
STATE STR CORP COM 857477103 887 13,200 SH   DFND 4,6 13,200 0 0
STATE STR CORP COM 857477103 2,612 38,860 SH   DFND 4,5 38,860 0 0
STATE STR CORP COM 857477103 18,384 273,530 SH   DFND 4,5 273,530 0 0
STEEL DYNAMICS INC COM 858119100 191 11,117 SH   DFND 4,5 11,117 0 0
STERICYCLE INC COM 858912108 70 500 SH   DFND 4,5,11,12 500 0 0
STERICYCLE INC COM 858912108 150 1,080 SH   DFND 4,5,11,12 1,080 0 0
STERICYCLE INC COM 858912108 163 1,168 SH   DFND   1,168 0 0
STERICYCLE INC COM 858912108 251 1,800 SH   DFND 4,6 1,800 0 0
STERICYCLE INC COM 858912108 276 1,982 SH   DFND   1,982 0 0
STERICYCLE INC COM 858912108 284 2,040 SH   DFND 1,2 2,040 0 0
STERICYCLE INC COM 858912108 2,073 14,880 SH   DFND 4,5 14,880 0 0
STERICYCLE INC COM 858912108 5,623 40,366 SH   DFND 4,5 40,366 0 0
STERICYCLE INC COM 858912108 7,611 54,630 SH   DFND 1,3 54,630 0 0
STERIS CORP COM 859152100 1,609 24,759 SH   DFND 1,3 24,759 0 0
STILLWATER MNG CO COM 86074Q102 518 50,100 SH   DFND 4,5 50,100 0 0
STILLWATER MNG CO COM 86074Q102 1,191 115,300 SH   DFND 4,6 115,300 0 0
STILLWATER MNG CO SR NT CV 1.75%32 86074QAL6 1,793 1,759,000 PRN   DFND 4,5,7 0 0 1,759,000
STONEMOR PARTNERS L P COM UNITS 86183Q100 169 6,200 SH   DFND 4,6 6,200 0 0
STORE CAP CORP COM 862121100 62 3,000 SH   DFND 4,5,11,12 3,000 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 221 16,000 SH   DFND 4,5,11,12 16,000 0 0
STRYKER CORP COM 863667101 0 4 SH   DFND 4,5,7 4 0 0
STRYKER CORP COM 863667101 56 600 SH   DFND 4,6 600 0 0
STRYKER CORP COM 863667101 98 1,043 SH   DFND 4,8 1,043 0 0
STRYKER CORP COM 863667101 169 1,800 SH   DFND 4,6 1,800 0 0
STRYKER CORP COM 863667101 179 1,900 SH   DFND 4,5,11,12 1,900 0 0
STRYKER CORP COM 863667101 282 3,000 SH   DFND 4,6 3,000 0 0
STRYKER CORP COM 863667101 379 4,031 SH   DFND 4,5,11,12 4,031 0 0
STRYKER CORP COM 863667101 395 4,202 SH   DFND   4,202 0 0
STRYKER CORP COM 863667101 471 5,000 SH   DFND 4,6 5,000 0 0
STRYKER CORP COM 863667101 762 8,100 SH   DFND 4,6 8,100 0 0
STRYKER CORP COM 863667101 1,100 11,691 SH   DFND   11,691 0 0
STRYKER CORP COM 863667101 3,773 40,100 SH   DFND 4,6 40,100 0 0
STRYKER CORP COM 863667101 4,320 45,912 SH   DFND 4,5 45,912 0 0
STRYKER CORP COM 863667101 4,877 51,832 SH   DFND 4,5 51,832 0 0
SUMMIT HOTEL PPTYS COM 866082100 60 5,100 SH   DFND 4,5,11,12 5,100 0 0
SUMMIT HOTEL PPTYS COM 866082100 124 10,600 SH   DFND 4,5 10,600 0 0
SUN CMNTYS INC COM 866674104 244 3,600 SH   DFND 4,5,11,12 3,600 0 0
SUN CMNTYS INC COM 866674104 427 6,300 SH   DFND 4,5 6,300 0 0
SUN LIFE FINL INC COM 866796105 208 6,436 SH   DFND 4,8 6,436 0 0
SUN LIFE FINL INC COM 866796105 214 6,631 SH   DFND 4,8 6,631 0 0
SUN LIFE FINL INC COM 866796105 662 20,520 SH   DFND 4,5,11,12 20,520 0 0
SUN LIFE FINL INC COM 866796105 1,787 55,405 SH   DFND 4,5 55,405 0 0
SUN LIFE FINL INC COM 866796105 1,993 61,786 SH   DFND 4,5 61,786 0 0
SUN LIFE FINL INC COM 866796105 26,127 809,900 SH   DFND 4,5,11,12 809,900 0 0
SUNCOR ENERGY INC NEW COM 867224107 60 2,236 SH   DFND 4,8 2,236 0 0
SUNCOR ENERGY INC NEW COM 867224107 151 5,657 SH   DFND 4,8 5,657 0 0
SUNCOR ENERGY INC NEW COM 867224107 212 7,918 SH   DFND   7,918 0 0
SUNCOR ENERGY INC NEW COM 867224107 379 14,200 SH   DFND 4,6 14,200 0 0
SUNCOR ENERGY INC NEW COM 867224107 456 17,057 SH   DFND 4,8 17,057 0 0
SUNCOR ENERGY INC NEW COM 867224107 577 21,600 SH   DFND 4,6 21,600 0 0
SUNCOR ENERGY INC NEW COM 867224107 708 26,497 SH   DFND 4,5,11,12 26,497 0 0
SUNCOR ENERGY INC NEW COM 867224107 983 36,800 SH   DFND 4,6 36,800 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,295 85,900 SH   DFND 4,6 85,900 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,515 94,112 SH   DFND 4,5 94,112 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,523 94,405 SH   DFND 4,5 94,405 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,067 114,800 SH   DFND 4,6 114,800 0 0
SUNCOR ENERGY INC NEW COM 867224107 23,393 875,492 SH   DFND 4,5,11,12 875,492 0 0
SUNEDISON INC COM 86732Y109 24 3,300 SH   DFND 4,5,11,12 3,300 0 0
SUNEDISON INC COM 86732Y109 126 17,503 SH   DFND 4,5 17,503 0 0
SUNEDISON INC COM 86732Y109 265 36,870 SH   DFND 4,5 36,870 0 0
SUNEDISON INC SR CONV NT 2%18 86732YAC3 84 112,000 PRN   DFND 4,5,7 0 0 112,000
SUNEDISON INC SR CONV NT 2%18 86732YAC3 420 558,000 PRN   DFND 4,5,7 0 0 558,000
SUNEDISON INC SR CV NT 2.75%21 86732YAD1 267 379,000 PRN   DFND 4,5,7 0 0 379,000
SUNPOWER CORP COM 867652406 37 1,845 SH   DFND   1,845 0 0
SUNPOWER CORP SR CV DEB0.75%18 867652AG4 324 305,000 PRN   DFND 4,5,7 0 0 305,000
SUNPOWER CORP SR CV DEB0.75%18 867652AG4 648 610,000 PRN   DFND 4,5,7 0 0 610,000
SUNSTONE HOTEL INVS INC NEW COM 867892101 160 12,089 SH   DFND 4,5,11,12 12,089 0 0
SUNTRUST BKS INC COM 867914103 111 2,900 SH   DFND 4,5,11,12 2,900 0 0
SUNTRUST BKS INC COM 867914103 154 4,014 SH   DFND 4,5,11,12 4,014 0 0
SUNTRUST BKS INC COM 867914103 1,733 45,328 SH   DFND 4,5 45,328 0 0
SUNTRUST BKS INC COM 867914103 2,116 55,325 SH   DFND 4,5 55,325 0 0
SUPERVALU INC COM 868536103 557 77,549 SH   DFND 4,5 77,549 0 0
SVB FINL GROUP COM 78486Q101 1,340 11,600 SH   DFND 1,3 11,600 0 0
SVB FINL GROUP COM 78486Q101 8,379 72,516 SH   DFND 4,5 72,516 0 0
SYMANTEC CORP COM 871503108 43 2,200 SH   DFND 4,5,11,12 2,200 0 0
SYMANTEC CORP COM 871503108 193 9,896 SH   DFND 4,5,11,12 9,896 0 0
SYMANTEC CORP COM 871503108 1,252 64,302 SH   DFND 4,5 64,302 0 0
SYMANTEC CORP COM 871503108 2,565 131,766 SH   DFND 4,6 131,766 0 0
SYMANTEC CORP COM 871503108 3,089 158,660 SH   DFND 4,5 158,660 0 0
SYNAPTICS INC COM 87157D109 986 11,958 SH   DFND 1,3 11,958 0 0
SYNAPTICS INC COM 87157D109 1,338 16,221 SH   DFND 4,5 16,221 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 708 21,600 SH   DFND 4,5 21,600 0 0
SYNCHRONOSS TECHNOLOGIES INC SR CV NT 0.75%19 87157BAA1 2,572 2,550,000 PRN   DFND 4,5 0 0 2,550,000
SYNCHRONY FINL COM 87165B103 884 28,240 SH   DFND 4,5 28,240 0 0
SYNCHRONY FINL COM 87165B103 10,410 332,583 SH   DFND 4,5 332,583 0 0
SYNERGY RES CORP COM 87164P103 372 38,000 SH   DFND 1,3 38,000 0 0
SYNOPSYS INC COM 871607107 42 900 SH   DFND 4,5,11,12 900 0 0
SYNOPSYS INC COM 871607107 102 2,210 SH   DFND 4,8 2,210 0 0
SYNOPSYS INC COM 871607107 178 3,857 SH   DFND 4,5,11,12 3,857 0 0
SYNOPSYS INC COM 871607107 254 5,500 SH   DFND 4,6 5,500 0 0
SYNOPSYS INC COM 871607107 3,669 79,440 SH   DFND 4,5 79,440 0 0
SYNOPSYS INC COM 871607107 12,123 262,523 SH   DFND 4,5 262,523 0 0
SYSCO CORP COM 871829107 66 1,700 SH   DFND 4,6 1,700 0 0
SYSCO CORP COM 871829107 140 3,600 SH   DFND 4,5,11,12 3,600 0 0
SYSCO CORP COM 871829107 396 10,168 SH   DFND 4,5,11,12 10,168 0 0
SYSCO CORP COM 871829107 662 17,000 SH   DFND 4,6 17,000 0 0
SYSCO CORP COM 871829107 690 17,700 SH   DFND 4,6 17,700 0 0
SYSCO CORP COM 871829107 12,451 319,495 SH   DFND 4,5 319,495 0 0
SYSCO CORP COM 871829107 15,325 393,262 SH   DFND 4,5 393,262 0 0
T MOBILE US INC COM 872590104 16 400 SH   DFND 4,5,11,12 400 0 0
T MOBILE US INC COM 872590104 202 5,070 SH   DFND 4,8 5,070 0 0
T MOBILE US INC COM 872590104 976 24,505 SH   DFND 4,5 24,505 0 0
T MOBILE US INC COM 872590104 2,248 56,468 SH   DFND 4,5 56,468 0 0
T MOBILE US INC COM 872590104 10,520 264,250 SH   DFND 4,5,11,12 264,250 0 0
T MOBILE US INC COM 872590104 21,231 533,300 SH   DFND 4,5,7 533,300 0 0
TABLEAU SOFTWARE INC CL A 87336U105 455 5,700 SH   DFND 4,5 5,700 0 0
TAHOE RES INC COM 873868103 1,123 145,100 SH   DFND 4,5 145,100 0 0
TAHOE RES INC COM 873868103 2,575 332,700 SH   DFND 4,6 332,700 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,709 419,700 SH   DFND 4,5 419,700 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 19,784 953,422 SH   DFND 4,5 953,422 0 0
TAL ED GROUP ADS REPSTG COM 874080104 13 400 SH   DFND 4,6 400 0 0
TAL ED GROUP ADS REPSTG COM 874080104 32 1,000 SH   DFND 4,6 1,000 0 0
TAL ED GROUP SR CONV NT2.5%19 874080AB0 365 276,000 PRN   DFND 4,5,7 0 0 276,000
TAL ED GROUP SR CONV NT2.5%19 874080AB0 1,406 1,062,000 PRN   DFND 4,5,7 0 0 1,062,000
TALEN ENERGY CORP COM 87422J105 0 1 SH   DFND 4,6 1 0 0
TALEN ENERGY CORP COM 87422J105 1,165 115,336 SH   DFND 4,5 115,336 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 185 5,600 SH   DFND 4,5,11,12 5,600 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 363 11,000 SH   DFND 4,5 11,000 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 2,317 70,262 SH   DFND 4,5 70,262 0 0
TARGET CORP COM 87612E106 63 800 SH   DFND 4,6 800 0 0
TARGET CORP COM 87612E106 181 2,300 SH   DFND   2,300 0 0
TARGET CORP COM 87612E106 228 2,900 SH   DFND 4,5,11,12 2,900 0 0
TARGET CORP COM 87612E106 541 6,881 SH   DFND 4,6 6,881 0 0
TARGET CORP COM 87612E106 604 7,677 SH   DFND 4,5,11,12 7,677 0 0
TARGET CORP COM 87612E106 653 8,300 SH   DFND 4,6 8,300 0 0
TARGET CORP COM 87612E106 755 9,600 SH   DFND 4,6 9,600 0 0
TARGET CORP COM 87612E106 829 10,538 SH   DFND   10,538 0 0
TARGET CORP COM 87612E106 1,573 20,000 SH   DFND 4,6 20,000 0 0
TARGET CORP COM 87612E106 4,772 60,672 SH   DFND 4,5 60,672 0 0
TARGET CORP COM 87612E106 5,116 65,035 SH   DFND 4,5 65,035 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 14 100 SH   DFND 4,5 100 0 0
TATA MTRS LTD SPONSORED ADR 876568502 23 1,033 SH   DFND 4,5,11,12 1,033 0 0
TATA MTRS LTD SPONSORED ADR 876568502 45 2,000 SH   DFND 4,5 2,000 0 0
TATA MTRS LTD SPONSORED ADR 876568502 200 8,900 SH   DFND 4,6 8,900 0 0
TATA MTRS LTD SPONSORED ADR 876568502 843 37,474 SH   DFND 4,5 37,474 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,343 193,031 SH   DFND 1,3 193,031 0 0
TAUBMAN CTRS INC COM 876664103 256 3,700 SH   DFND 4,5,11,12 3,700 0 0
TAUBMAN CTRS INC COM 876664103 525 7,600 SH   DFND 4,5 7,600 0 0
TAUBMAN CTRS INC COM 876664103 3,058 44,265 SH   DFND 4,5 44,265 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,252 67,112 SH   DFND 4,5,7 67,112 0 0
TCF FINL CORP COM 872275102 2,869 189,245 SH   DFND 4,5 189,245 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 45 1,400 SH   DFND 4,5,11,12 1,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 191 5,998 SH   DFND 4,5,11,12 5,998 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 446 14,010 SH   DFND 4,1 14,010 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,031 63,801 SH   DFND 4,5 63,801 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,117 66,482 SH   DFND 4,5 66,482 0 0
TE CONNECTIVITY LTD REG SHS H84989104 141 2,361 SH   DFND 1,3 2,361 0 0
TE CONNECTIVITY LTD REG SHS H84989104 156 2,600 SH   DFND 4,5,11,12 2,600 0 0
TE CONNECTIVITY LTD REG SHS H84989104 433 7,222 SH   DFND 4,5,11,12 7,222 0 0
TE CONNECTIVITY LTD REG SHS H84989104 540 9,017 SH   DFND 4,6 9,017 0 0
TE CONNECTIVITY LTD REG SHS H84989104 570 9,519 SH   DFND 4,8 9,519 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,000 33,387 SH   DFND 4,5 33,387 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,444 40,808 SH   DFND 1,2 40,808 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,047 100,974 SH   DFND 4,5 100,974 0 0
TECK RESOURCES LTD CL B 878742204 17 3,500 SH   DFND 4,5,11,12 3,500 0 0
TECK RESOURCES LTD CL B 878742204 65 13,459 SH   DFND 4,5,11,12 13,459 0 0
TECK RESOURCES LTD CL B 878742204 124 25,832 SH   DFND 4,5 25,832 0 0
TECK RESOURCES LTD CL B 878742204 170 35,394 SH   DFND 4,5 35,394 0 0
TECO ENERGY INC COM 872375100 89 3,408 SH   DFND 4,5 3,408 0 0
TEGNA INC COM 87901J105 9 400 SH   DFND 4,5,11,12 400 0 0
TEGNA INC COM 87901J105 242 10,790 SH   DFND 4,5 10,790 0 0
TEGNA INC COM 87901J105 279 12,445 SH   DFND 4,5 12,445 0 0
TEGNA INC COM 87901J105 649 29,000 SH   DFND 4,6 29,000 0 0
TELEFLEX INC COM 879369106 273 2,200 SH   DFND 4,6 2,200 0 0
TELEFLEX INC COM 879369106 1,096 8,824 SH   DFND 1,3 8,824 0 0
TELEFLEX INC COM 879369106 1,337 10,763 SH   DFND 4,5 10,763 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,115 231,600 SH   DFND 4,5 231,600 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,796 306,200 SH   DFND 4,5 306,200 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 346 13,847 SH   DFND 4,5 13,847 0 0
TELUS CORP COM 87971M103 9 300 SH   DFND 4,8 300 0 0
TELUS CORP COM 87971M103 19 600 SH   DFND 4,5,11,12 600 0 0
TELUS CORP COM 87971M103 38 1,200 SH   DFND 4,5,11,12 1,200 0 0
TELUS CORP COM 87971M103 44 1,400 SH   DFND 4,8 1,400 0 0
TELUS CORP COM 87971M103 54 1,700 SH   DFND 4,5 1,700 0 0
TELUS CORP COM 87971M103 2,611 82,792 SH   DFND 4,5 82,792 0 0
TEMPUR SEALY INTL INC COM 88023U101 1,903 26,647 SH   DFND 4,5 26,647 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 721 19,539 SH   DFND 4,5 19,539 0 0
TERADATA CORP DEL COM 88076W103 29 1,000 SH   DFND 4,5,11,12 1,000 0 0
TERADATA CORP DEL COM 88076W103 65 2,257 SH   DFND 4,5,11,12 2,257 0 0
TERADATA CORP DEL COM 88076W103 360 12,431 SH   DFND 4,5 12,431 0 0
TERADATA CORP DEL COM 88076W103 435 15,018 SH   DFND 4,5 15,018 0 0
TERADYNE INC COM 880770102 1,430 79,406 SH   DFND 4,5 79,406 0 0
TEREX CORP NEW COM 880779103 150 8,340 SH   DFND 4,5,7 8,340 0 0
TEREX CORP NEW COM 880779103 258 14,359 SH   DFND 4,5,7 14,359 0 0
TEREX CORP NEW COM 880779103 6,674 372,003 SH   DFND 4,5 372,003 0 0
TERNIUM SA SPON ADR 880890108 1,537 125,100 SH   DFND 4,5 125,100 0 0
TERNIUM SA SPON ADR 880890108 1,549 126,030 SH   DFND 4,5 126,030 0 0
TERRENO RLTY CORP COM 88146M101 49 2,500 SH   DFND 4,5,11,12 2,500 0 0
TESARO INC SR CONV NT 3%21 881569AA5 1,308 942,000 PRN   DFND 4,5,7 0 0 942,000
TESLA MTRS INC COM 88160R101 16 64 SH   DFND 4,8 64 0 0
TESLA MTRS INC COM 88160R101 301 1,210 SH   DFND 4,5,11,12 1,210 0 0
TESLA MTRS INC COM 88160R101 1,242 5,000 SH   DFND   5,000 0 0
TESLA MTRS INC COM 88160R101 1,540 6,200 SH   DFND 4,6 6,200 0 0
TESLA MTRS INC COM 88160R101 1,669 6,719 SH   DFND 4,5 6,719 0 0
TESLA MTRS INC COM 88160R101 1,863 7,500 SH   DFND 1 7,500 0 0
TESLA MTRS INC COM 88160R101 1,942 7,820 SH   DFND 4,5 7,820 0 0
TESLA MTRS INC COM 88160R101 2,708 10,900 SH   DFND 4,6 10,900 0 0
TESLA MTRS INC COM 88160R101 3,006 12,100 SH   DFND 4,5,11,12 12,100 0 0
TESLA MTRS INC COM 88160R101 7,640 30,757 SH   DFND 1,3 30,757 0 0
TESLA MTRS INC SR CONV NT1.5%18 88160RAA9 453 223,000 PRN   DFND 4,5,7 0 0 223,000
TESLA MTRS INC SR CV NT 0.25%19 88160RAB7 1,401 1,452,000 PRN   DFND 4,5,7 0 0 1,452,000
TESORO CORP COM 881609101 68 700 SH   DFND 4,5,11,12 700 0 0
TESORO CORP COM 881609101 146 1,500 SH   DFND 4,5,11,12 1,500 0 0
TESORO CORP COM 881609101 593 6,100 SH   DFND 4,6 6,100 0 0
TESORO CORP COM 881609101 3,768 38,752 SH   DFND 4,5 38,752 0 0
TESORO CORP COM 881609101 9,305 95,696 SH   DFND 4,5 95,696 0 0
TETRA TECH INC NEW COM 88162G103 7 300 SH   DFND 4,5 300 0 0
TETRALOGIC PHARMACEUTICALS CP SR NT CONV 8%19 88165UAB5 307 586,000 PRN   DFND 4,5,7 0 0 586,000
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,070 89,800 SH Call DFND 4,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 136 2,400 SH   DFND 4,6 2,400 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,078 36,800 SH   DFND 4,6 36,800 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,512 62,200 SH   DFND 4,5 62,200 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 19,975 353,791 SH   DFND 4,5 353,791 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 28,710 508,500 SH   DFND 4,5,7 508,500 0 0
TEXAS INSTRS INC COM 882508104 59 1,200 SH   DFND 4,6 1,200 0 0
TEXAS INSTRS INC COM 882508104 64 1,295 SH   DFND   1,295 0 0
TEXAS INSTRS INC COM 882508104 102 2,068 SH   DFND 4,8 2,068 0 0
TEXAS INSTRS INC COM 882508104 103 2,074 SH   DFND 4,8 2,074 0 0
TEXAS INSTRS INC COM 882508104 426 8,600 SH   DFND 4,6 8,600 0 0
TEXAS INSTRS INC COM 882508104 495 10,000 SH   DFND 4,6 10,000 0 0
TEXAS INSTRS INC COM 882508104 572 11,548 SH   DFND 4,6 11,548 0 0
TEXAS INSTRS INC COM 882508104 624 12,600 SH   DFND 4,6 12,600 0 0
TEXAS INSTRS INC COM 882508104 1,071 21,626 SH   DFND 4,5,11,12 21,626 0 0
TEXAS INSTRS INC COM 882508104 2,080 42,000 SH   DFND 4,6 42,000 0 0
TEXAS INSTRS INC COM 882508104 3,694 74,600 SH   DFND 4,5 74,600 0 0
TEXAS INSTRS INC COM 882508104 13,322 269,032 SH   DFND 4,5 269,032 0 0
TEXAS INSTRS INC COM 882508104 17,641 356,240 SH   DFND 4,5,11,12 356,240 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 46,734 2,834,102 SH   DFND 1,3 2,834,102 0 0
TEXTRON INC COM 883203101 64 1,700 SH   DFND 4,5,11,12 1,700 0 0
TEXTRON INC COM 883203101 79 2,092 SH   DFND 4,5,11,12 2,092 0 0
TEXTRON INC COM 883203101 1,332 35,395 SH   DFND 4,5 35,395 0 0
TEXTRON INC COM 883203101 4,560 121,148 SH   DFND 4,5 121,148 0 0
THE ADT CORPORATION COM 00101J106 42 1,400 SH   DFND 4,5,11,12 1,400 0 0
THE ADT CORPORATION COM 00101J106 110 3,681 SH   DFND 4,5,11,12 3,681 0 0
THE ADT CORPORATION COM 00101J106 132 4,410 SH   DFND 4,8 4,410 0 0
THE ADT CORPORATION COM 00101J106 230 7,700 SH   DFND 4,6 7,700 0 0
THE ADT CORPORATION COM 00101J106 2,401 80,314 SH   DFND 4,5 80,314 0 0
THE ADT CORPORATION COM 00101J106 7,422 248,240 SH   DFND 4,5 248,240 0 0
THERAVANCE INC SB CV NT2.125%23 88338TAB0 1,769 2,700,000 PRN   DFND 4,5,7 0 0 2,700,000
THERMO FISHER SCIENTIFIC INC COM 883556102 88 717 SH   DFND 4,8 717 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 141 1,150 SH   DFND 4,6 1,150 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 147 1,200 SH   DFND 4,6 1,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 183 1,500 SH   DFND 4,6 1,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 269 2,200 SH   DFND 4,5,11,12 2,200 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 304 2,484 SH   DFND   2,484 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 355 2,900 SH   DFND 4,6 2,900 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 416 3,400 SH   DFND 4,6 3,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 553 4,520 SH   DFND 4,6 4,520 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 583 4,770 SH   DFND 4,5,11,12 4,770 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 611 5,000 SH   DFND 4,6 5,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,284 10,500 SH   DFND 4,6 10,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,443 11,800 SH   DFND 4,6 11,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,325 35,367 SH   DFND 4,5 35,367 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,285 51,400 SH   DFND 4,6 51,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,992 57,182 SH   DFND 1,3 57,182 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,199 107,939 SH   DFND 4,5 107,939 0 0
THOMSON REUTERS CORP COM 884903105 57 1,425 SH   DFND 4,8 1,425 0 0
THOMSON REUTERS CORP COM 884903105 93 2,300 SH   DFND 4,5,11,12 2,300 0 0
THOMSON REUTERS CORP COM 884903105 287 7,140 SH   DFND 4,5,11,12 7,140 0 0
THOMSON REUTERS CORP COM 884903105 1,451 36,033 SH   DFND 4,5 36,033 0 0
THOMSON REUTERS CORP COM 884903105 5,499 136,580 SH   DFND 4,5 136,580 0 0
THORATEC CORP COM NEW 885175307 370 5,847 SH   DFND 4,5,7 5,847 0 0
THORATEC CORP COM NEW 885175307 641 10,130 SH   DFND 4,5,7 10,130 0 0
TIFFANY & CO NEW COM 886547108 62 800 SH   DFND 4,5,11,12 800 0 0
TIFFANY & CO NEW COM 886547108 85 1,100 SH   DFND   1,100 0 0
TIFFANY & CO NEW COM 886547108 139 1,800 SH   DFND 4,6 1,800 0 0
TIFFANY & CO NEW COM 886547108 179 2,312 SH   DFND 4,5,11,12 2,312 0 0
TIFFANY & CO NEW COM 886547108 301 3,900 SH   DFND 4,6 3,900 0 0
TIFFANY & CO NEW COM 886547108 1,101 14,252 SH   DFND 4,5 14,252 0 0
TIFFANY & CO NEW COM 886547108 2,012 26,054 SH   DFND 4,6 26,054 0 0
TIFFANY & CO NEW COM 886547108 4,163 53,907 SH   DFND 4,6 53,907 0 0
TIFFANY & CO NEW COM 886547108 6,788 87,904 SH   DFND 4,5 87,904 0 0
TILE SHOP HLDGS INC COM 88677Q109 2,515 209,894 SH   DFND 4,5,7 209,894 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,028 108,800 SH   DFND 4,5 108,800 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,589 168,200 SH   DFND 4,5,7 168,200 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 3,911 413,896 SH   DFND 4,5,7 413,896 0 0
TIME INC NEW COM 887228104 7 350 SH   DFND   350 0 0
TIME INC NEW COM 887228104 1,738 91,229 SH   DFND 4,5 91,229 0 0
TIME WARNER CABLE INC COM 88732J207 126 703 SH   DFND   703 0 0
TIME WARNER CABLE INC COM 88732J207 144 800 SH   DFND 4,6 800 0 0
TIME WARNER CABLE INC COM 88732J207 233 1,300 SH   DFND 4,5,11,12 1,300 0 0
TIME WARNER CABLE INC COM 88732J207 531 2,961 SH   DFND 4,5,11,12 2,961 0 0
TIME WARNER CABLE INC COM 88732J207 547 3,051 SH   DFND 4,6 3,051 0 0
TIME WARNER CABLE INC COM 88732J207 1,453 8,100 SH   DFND 4,6 8,100 0 0
TIME WARNER CABLE INC COM 88732J207 1,614 8,998 SH   DFND 4,5,7 8,998 0 0
TIME WARNER CABLE INC COM 88732J207 1,722 9,600 SH   DFND 4,6 9,600 0 0
TIME WARNER CABLE INC COM 88732J207 2,784 15,523 SH   DFND 4,5,7 15,523 0 0
TIME WARNER CABLE INC COM 88732J207 5,609 31,270 SH   DFND 4,5 31,270 0 0
TIME WARNER CABLE INC COM 88732J207 5,804 32,357 SH   DFND 4,5 32,357 0 0
TIME WARNER CABLE INC COM 88732J207 8,152 45,446 SH   DFND 4,5,7 45,446 0 0
TIME WARNER CABLE INC COM 88732J207 8,621 48,063 SH   DFND 4,5,7 48,063 0 0
TIME WARNER CABLE INC COM 88732J207 39,982 222,900 SH   DFND 4,5,7 222,900 0 0
TIME WARNER INC COM NEW 887317303 83 1,200 SH   DFND 4,6 1,200 0 0
TIME WARNER INC COM NEW 887317303 178 2,590 SH   DFND 4,6 2,590 0 0
TIME WARNER INC COM NEW 887317303 193 2,800 SH   DFND   2,800 0 0
TIME WARNER INC COM NEW 887317303 262 3,809 SH   DFND   3,809 0 0
TIME WARNER INC COM NEW 887317303 351 5,100 SH   DFND 4,5,11,12 5,100 0 0
TIME WARNER INC COM NEW 887317303 481 7,000 SH   DFND 4,6 7,000 0 0
TIME WARNER INC COM NEW 887317303 502 7,300 SH   DFND 4,6 7,300 0 0
TIME WARNER INC COM NEW 887317303 650 9,454 SH   DFND 4,5,11,12 9,454 0 0
TIME WARNER INC COM NEW 887317303 681 9,900 SH   DFND 4,6 9,900 0 0
TIME WARNER INC COM NEW 887317303 821 11,948 SH   DFND   11,948 0 0
TIME WARNER INC COM NEW 887317303 859 12,500 SH   DFND 4,6 12,500 0 0
TIME WARNER INC COM NEW 887317303 2,014 29,300 SH   DFND 4,6 29,300 0 0
TIME WARNER INC COM NEW 887317303 3,575 52,000 SH   DFND 4,6 52,000 0 0
TIME WARNER INC COM NEW 887317303 5,135 74,693 SH   DFND 4,5,7 74,693 0 0
TIME WARNER INC COM NEW 887317303 5,137 74,715 SH   DFND 4,5,7 74,715 0 0
TIME WARNER INC COM NEW 887317303 6,200 90,177 SH   DFND 4,5 90,177 0 0
TIME WARNER INC COM NEW 887317303 19,367 281,696 SH   DFND 4,5 281,696 0 0
TJX COS INC NEW COM 872540109 121 1,700 SH   DFND 4,6 1,700 0 0
TJX COS INC NEW COM 872540109 121 1,700 SH   DFND   1,700 0 0
TJX COS INC NEW COM 872540109 321 4,500 SH   DFND 4,5,11,12 4,500 0 0
TJX COS INC NEW COM 872540109 421 5,900 SH   DFND 4,6 5,900 0 0
TJX COS INC NEW COM 872540109 443 6,200 SH   DFND 4,6 6,200 0 0
TJX COS INC NEW COM 872540109 464 6,500 SH   DFND 4,6 6,500 0 0
TJX COS INC NEW COM 872540109 494 6,917 SH   DFND 1,3 6,917 0 0
TJX COS INC NEW COM 872540109 597 8,360 SH   DFND   8,360 0 0
TJX COS INC NEW COM 872540109 667 9,344 SH   DFND 4,6 9,344 0 0
TJX COS INC NEW COM 872540109 839 11,754 SH   DFND 4,5,11,12 11,754 0 0
TJX COS INC NEW COM 872540109 1,071 15,000 SH   DFND 4,6 15,000 0 0
TJX COS INC NEW COM 872540109 1,107 15,500 SH   DFND 4,6 15,500 0 0
TJX COS INC NEW COM 872540109 1,214 17,000 SH   DFND 4,6 17,000 0 0
TJX COS INC NEW COM 872540109 1,343 18,800 SH   DFND 4,6 18,800 0 0
TJX COS INC NEW COM 872540109 4,250 59,511 SH   DFND 4,5 59,511 0 0
TJX COS INC NEW COM 872540109 4,735 66,300 SH   DFND 4,6 66,300 0 0
TJX COS INC NEW COM 872540109 10,745 150,441 SH   DFND 4,5 150,441 0 0
TJX COS INC NEW COM 872540109 11,048 154,684 SH   DFND 1,2 154,684 0 0
TOLL BROS FIN CORP SR EXCH NT0.5%32 88947EAM2 6,454 6,281,000 PRN   DFND 4,5 0 0 6,281,000
TOLL BROTHERS INC COM 889478103 18 524 SH   DFND 4,5,7 524 0 0
TOLL BROTHERS INC COM 889478103 31 900 SH   DFND 4,5,11,12 900 0 0
TOLL BROTHERS INC COM 889478103 156 4,564 SH   DFND 4,5,11,12 4,564 0 0
TOLL BROTHERS INC COM 889478103 551 16,094 SH   DFND 4,5 16,094 0 0
TOLL BROTHERS INC COM 889478103 1,197 34,965 SH   DFND 4,5 34,965 0 0
TORCHMARK CORP COM 891027104 59 1,050 SH   DFND 4,5,11,12 1,050 0 0
TORCHMARK CORP COM 891027104 740 13,125 SH   DFND 4,5 13,125 0 0
TORCHMARK CORP COM 891027104 804 14,250 SH   DFND 4,5 14,250 0 0
TORO CO COM 891092108 63 900 SH   DFND 4,6 900 0 0
TORO CO COM 891092108 339 4,800 SH   DFND 4,6 4,800 0 0
TORO CO COM 891092108 614 8,700 SH   DFND 4,6 8,700 0 0
TORO CO COM 891092108 811 11,500 SH   DFND 4,6 11,500 0 0
TORO CO COM 891092108 1,340 19,000 SH   DFND 4,5 19,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 84 2,133 SH   DFND 4,8 2,133 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 532 13,500 SH   DFND 4,6 13,500 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 536 13,600 SH   DFND 4,6 13,600 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,139 79,630 SH   DFND 4,5,11,12 79,630 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,668 118,411 SH   DFND 4,5 118,411 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 6,370 161,600 SH   DFND 4,6 161,600 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 6,588 167,112 SH   DFND 4,5 167,112 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 13,549 343,700 SH   DFND 4,5,11,12 343,700 0 0
TOTAL SYS SVCS INC COM 891906109 45 1,000 SH   DFND 4,5,11,12 1,000 0 0
TOTAL SYS SVCS INC COM 891906109 88 1,933 SH   DFND 4,5,11,12 1,933 0 0
TOTAL SYS SVCS INC COM 891906109 747 16,445 SH   DFND 4,5 16,445 0 0
TOTAL SYS SVCS INC COM 891906109 837 18,413 SH   DFND 4,5 18,413 0 0
TOWERS WATSON & CO CL A 891894107 35 300 SH   DFND 4,5,11,12 300 0 0
TOWERS WATSON & CO CL A 891894107 47 400 SH   DFND 4,5,11,12 400 0 0
TOWERS WATSON & CO CL A 891894107 864 7,363 SH   DFND 4,5 7,363 0 0
TOWERS WATSON & CO CL A 891894107 4,000 34,077 SH   DFND 4,5 34,077 0 0
TRACTOR SUPPLY CO COM 892356106 67 800 SH   DFND 4,5,11,12 800 0 0
TRACTOR SUPPLY CO COM 892356106 84 1,000 SH   DFND 4,6 1,000 0 0
TRACTOR SUPPLY CO COM 892356106 101 1,200 SH   DFND 4,5,11,12 1,200 0 0
TRACTOR SUPPLY CO COM 892356106 236 2,800 SH   DFND 4,6 2,800 0 0
TRACTOR SUPPLY CO COM 892356106 447 5,300 SH   DFND 4,6 5,300 0 0
TRACTOR SUPPLY CO COM 892356106 742 8,800 SH   DFND 4,6 8,800 0 0
TRACTOR SUPPLY CO COM 892356106 860 10,200 SH   DFND 4,6 10,200 0 0
TRACTOR SUPPLY CO COM 892356106 877 10,401 SH   DFND 4,5 10,401 0 0
TRACTOR SUPPLY CO COM 892356106 1,012 12,000 SH   DFND 4,6 12,000 0 0
TRACTOR SUPPLY CO COM 892356106 1,839 21,809 SH   DFND 4,5 21,809 0 0
TRANSALTA CORP COM 89346D107 8 1,671 SH   DFND 4,5,11,12 1,671 0 0
TRANSALTA CORP COM 89346D107 60 12,891 SH   DFND 4,5 12,891 0 0
TRANSALTA CORP COM 89346D107 120 25,902 SH   DFND 4,5 25,902 0 0
TRANSCANADA CORP COM 89353D107 67 2,110 SH   DFND 4,8 2,110 0 0
TRANSCANADA CORP COM 89353D107 79 2,500 SH   DFND   2,500 0 0
TRANSCANADA CORP COM 89353D107 136 4,300 SH   DFND 4,5,11,12 4,300 0 0
TRANSCANADA CORP COM 89353D107 237 7,500 SH   DFND 4,6 7,500 0 0
TRANSCANADA CORP COM 89353D107 259 8,200 SH   DFND 4,6 8,200 0 0
TRANSCANADA CORP COM 89353D107 316 9,995 SH   DFND 4,5,11,12 9,995 0 0
TRANSCANADA CORP COM 89353D107 401 12,700 SH   DFND 4,6 12,700 0 0
TRANSCANADA CORP COM 89353D107 453 14,360 SH   DFND 4,6 14,360 0 0
TRANSCANADA CORP COM 89353D107 1,561 49,425 SH   DFND 4,5 49,425 0 0
TRANSCANADA CORP COM 89353D107 2,051 64,953 SH   DFND 4,5 64,953 0 0
TRANSDIGM GROUP INC COM 893641100 64 300 SH   DFND 4,5,11,12 300 0 0
TRANSDIGM GROUP INC COM 893641100 106 500 SH   DFND 4,5,11,12 500 0 0
TRANSDIGM GROUP INC COM 893641100 1,003 4,723 SH   DFND 4,5 4,723 0 0
TRANSDIGM GROUP INC COM 893641100 1,381 6,500 SH   DFND 1,2 6,500 0 0
TRANSDIGM GROUP INC COM 893641100 2,505 11,794 SH   DFND 4,5,7 11,794 0 0
TRANSDIGM GROUP INC COM 893641100 5,753 27,083 SH   DFND 4,5 27,083 0 0
TRANSOCEAN LTD REG SHS H8817H100 23 1,761 SH   DFND 4,8 1,761 0 0
TRANSOCEAN LTD REG SHS H8817H100 27 2,105 SH   DFND 4,5,11,12 2,105 0 0
TRANSOCEAN LTD REG SHS H8817H100 28 2,171 SH   DFND 4,5,11,12 2,171 0 0
TRANSOCEAN LTD REG SHS H8817H100 57 4,378 SH   DFND 4,8 4,378 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,614 124,899 SH   DFND 4,5 124,899 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,634 126,471 SH   DFND 1,3 126,471 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,555 352,575 SH   DFND 4,5 352,575 0 0
TRAVELERS COMPANIES INC COM 89417E109 40 400 SH   DFND 4,6 400 0 0
TRAVELERS COMPANIES INC COM 89417E109 109 1,099 SH   DFND 4,8 1,099 0 0
TRAVELERS COMPANIES INC COM 89417E109 369 3,709 SH   DFND 4,6 3,709 0 0
TRAVELERS COMPANIES INC COM 89417E109 521 5,234 SH   DFND 4,5,11,12 5,234 0 0
TRAVELERS COMPANIES INC COM 89417E109 528 5,300 SH   DFND 4,6 5,300 0 0
TRAVELERS COMPANIES INC COM 89417E109 637 6,400 SH   DFND 4,6 6,400 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,176 52,003 SH   DFND 4,5 52,003 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,250 62,800 SH   DFND 4,6 62,800 0 0
TRAVELERS COMPANIES INC COM 89417E109 19,221 193,119 SH   DFND 4,5,11,12 193,119 0 0
TRAVELERS COMPANIES INC COM 89417E109 33,924 340,844 SH   DFND 4,5 340,844 0 0
TRIMBLE NAVIGATION LTD COM 896239100 26 1,600 SH   DFND 4,5,11,12 1,600 0 0
TRIMBLE NAVIGATION LTD COM 896239100 34 2,098 SH   DFND 4,5,11,12 2,098 0 0
TRIMBLE NAVIGATION LTD COM 896239100 411 25,011 SH   DFND 4,5 25,011 0 0
TRIMBLE NAVIGATION LTD COM 896239100 455 27,700 SH   DFND 4,5 27,700 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 564 62,824 SH   DFND 4,5,7 62,824 0 0
TRINA SOLAR LIMITED SR CONV BD3.5%19 89628EAC8 150 170,000 PRN   DFND 4,5,7 0 0 170,000
TRINA SOLAR LIMITED SR CONV BD3.5%19 89628EAC8 1,853 2,106,000 PRN   DFND 4,5,7 0 0 2,106,000
TRINITY INDS INC COM 896522109 403 17,780 SH   DFND 1,3 17,780 0 0
TRINITY INDS INC COM 896522109 636 28,063 SH   DFND 4,5 28,063 0 0
TRIPADVISOR INC COM 896945201 88 1,400 SH   DFND 4,5,11,12 1,400 0 0
TRIPADVISOR INC COM 896945201 95 1,500 SH   DFND 4,5,11,12 1,500 0 0
TRIPADVISOR INC COM 896945201 656 10,415 SH   DFND 4,5 10,415 0 0
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VENTAS INC COM 92276F100 67 1,200 SH   DFND 4,6 1,200 0 0
VENTAS INC COM 92276F100 101 1,800 SH   DFND 4,5,11,12 1,800 0 0
VENTAS INC COM 92276F100 320 5,700 SH   DFND 4,6 5,700 0 0
VENTAS INC COM 92276F100 690 12,300 SH   DFND 4,6 12,300 0 0
VENTAS INC COM 92276F100 768 13,700 SH   DFND 4,6 13,700 0 0
VENTAS INC COM 92276F100 1,506 26,860 SH   DFND 4,5,11,12 26,860 0 0
VENTAS INC COM 92276F100 1,892 33,749 SH   DFND 4,5 33,749 0 0
VENTAS INC COM 92276F100 3,575 63,778 SH   DFND 4,5 63,778 0 0
VEREIT INC COM 92339V100 32 4,100 SH   DFND 4,5,11,12 4,100 0 0
VEREIT INC COM 92339V100 81 10,508 SH   DFND 4,8 10,508 0 0
VEREIT INC COM 92339V100 362 46,826 SH   DFND 4,5 46,826 0 0
VEREIT INC COM 92339V100 474 61,415 SH   DFND 4,5,11,12 61,415 0 0
VEREIT INC COM 92339V100 1,243 161,030 SH   DFND 4,5 161,030 0 0
VEREIT INC COM 92339V100 2,421 313,633 SH   DFND 4,5,7 313,633 0 0
VERIFONE SYS INC COM 92342Y109 37 1,345 SH   DFND   1,345 0 0
VERIFONE SYS INC COM 92342Y109 465 16,758 SH   DFND 4,5 16,758 0 0
VERINT SYS INC COM 92343X100 923 21,386 SH   DFND 1,3 21,386 0 0
VERINT SYS INC SR EQTY CV LKD21 92343XAA8 1,434 1,504,000 PRN   DFND 4,5 0 0 1,504,000
VERISIGN INC COM 92343E102 42 600 SH   DFND 4,6 600 0 0
VERISIGN INC COM 92343E102 71 1,000 SH   DFND 4,5,11,12 1,000 0 0
VERISIGN INC COM 92343E102 112 1,585 SH   DFND 4,5,11,12 1,585 0 0
VERISIGN INC COM 92343E102 113 1,595 SH   DFND 4,8 1,595 0 0
VERISIGN INC COM 92343E102 529 7,500 SH   DFND 4,6 7,500 0 0
VERISIGN INC COM 92343E102 691 9,793 SH   DFND 4,5 9,793 0 0
VERISIGN INC COM 92343E102 734 10,400 SH   DFND 4,6 10,400 0 0
VERISIGN INC COM 92343E102 918 13,005 SH   DFND 4,5 13,005 0 0
VERISK ANALYTICS INC COM 92345Y106 37 500 SH   DFND 4,6 500 0 0
VERISK ANALYTICS INC COM 92345Y106 59 800 SH   DFND 4,5,11,12 800 0 0
VERISK ANALYTICS INC COM 92345Y106 211 2,860 SH   DFND 4,5,11,12 2,860 0 0
VERISK ANALYTICS INC COM 92345Y106 318 4,300 SH   DFND 4,6 4,300 0 0
VERISK ANALYTICS INC COM 92345Y106 325 4,400 SH   DFND 4,6 4,400 0 0
VERISK ANALYTICS INC COM 92345Y106 480 6,500 SH   DFND 4,6 6,500 0 0
VERISK ANALYTICS INC COM 92345Y106 621 8,400 SH   DFND 4,6 8,400 0 0
VERISK ANALYTICS INC COM 92345Y106 1,442 19,514 SH   DFND 4,5 19,514 0 0
VERISK ANALYTICS INC COM 92345Y106 3,799 51,400 SH   DFND 4,6 51,400 0 0
VERISK ANALYTICS INC COM 92345Y106 5,538 74,933 SH   DFND 4,5 74,933 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 22 500 SH   DFND 4,5 500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 76 1,746 SH   DFND   1,746 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 77 1,776 SH   DFND 4,8 1,776 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 113 2,605 SH   DFND 4,8 2,605 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 196 4,500 SH   DFND   4,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 248 5,700 SH   DFND 4,6 5,700 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 395 9,085 SH   DFND 4,8 9,085 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 440 10,102 SH   DFND 4,6 10,102 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 500 11,500 SH   DFND 4,5,7 11,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 545 12,520 SH   DFND   12,520 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 605 13,900 SH   DFND 4,6 13,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 955 21,960 SH   DFND 4,6 21,960 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 972 22,347 SH   DFND 4,6 22,347 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,061 24,393 SH   DFND 4,8 24,393 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,150 26,425 SH   DFND 4,5 26,425 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,871 43,000 SH   DFND 4,6 43,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,689 61,802 SH   DFND 4,6 61,802 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,049 70,075 SH   DFND 4,5,11,12 70,075 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,128 71,900 SH   DFND 4,6 71,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,445 125,137 SH   DFND 4,6 125,137 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 22,082 507,514 SH   DFND 4,5 507,514 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 40,436 929,352 SH   DFND 4,5 929,352 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 66,825 1,535,853 SH   DFND 4,5,11,12 1,535,853 0 0
VERMILION ENERGY INC COM 923725105 19 600 SH   DFND 4,5,11,12 600 0 0
VERMILION ENERGY INC COM 923725105 193 6,002 SH   DFND 4,5 6,002 0 0
VERMILION ENERGY INC COM 923725105 632 19,660 SH   DFND 4,5 19,660 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 80 766 SH   DFND 4,8 766 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 135 1,300 SH   DFND 4,5,11,12 1,300 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 384 3,690 SH   DFND 4,5,11,12 3,690 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,145 20,597 SH   DFND 4,5 20,597 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,399 23,038 SH   DFND 4,5 23,038 0 0
VIACOM INC NEW CL B 92553P201 104 2,400 SH   DFND 4,5,11,12 2,400 0 0
VIACOM INC NEW CL B 92553P201 189 4,369 SH   DFND 4,5,11,12 4,369 0 0
VIACOM INC NEW CL B 92553P201 1,401 32,458 SH   DFND 4,5 32,458 0 0
VIACOM INC NEW CL B 92553P201 1,410 32,679 SH   DFND 4,5 32,679 0 0
VIACOM INC NEW CL B 92553P201 1,675 38,808 SH   DFND 4,5,7 38,808 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 35 2,100 SH   DFND 4,6 2,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 109 6,500 SH   DFND 4,6 6,500 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,394 83,000 SH   DFND 4,5 83,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,975 177,100 SH   DFND 4,5 177,100 0 0
VIPSHOP HLDGS LTD SR CONV NT1.5%19 92763WAA1 2,174 1,984,000 PRN   DFND 4,5 0 0 1,984,000
VISA INC COM CL A 92826C839 113 1,624 SH   DFND 4,8 1,624 0 0
VISA INC COM CL A 92826C839 210 3,020 SH   DFND 4,6 3,020 0 0
VISA INC COM CL A 92826C839 237 3,402 SH   DFND   3,402 0 0
VISA INC COM CL A 92826C839 274 3,932 SH   DFND   3,932 0 0
VISA INC COM CL A 92826C839 549 7,883 SH   DFND 4,8 7,883 0 0
VISA INC COM CL A 92826C839 581 8,340 SH   DFND   8,340 0 0
VISA INC COM CL A 92826C839 697 10,000 SH   DFND 4,6 10,000 0 0
VISA INC COM CL A 92826C839 1,090 15,648 SH   DFND 4,6 15,648 0 0
VISA INC COM CL A 92826C839 1,552 22,277 SH   DFND 4,9 22,277 0 0
VISA INC COM CL A 92826C839 1,901 27,293 SH   DFND 4,5,7 27,293 0 0
VISA INC COM CL A 92826C839 2,023 29,040 SH   DFND 4,6 29,040 0 0
VISA INC COM CL A 92826C839 2,341 33,600 SH   DFND 4,6 33,600 0 0
VISA INC COM CL A 92826C839 2,956 42,434 SH   DFND 4,5,11,12 42,434 0 0
VISA INC COM CL A 92826C839 3,020 43,351 SH   DFND 4,1 43,351 0 0
VISA INC COM CL A 92826C839 10,310 148,004 SH   DFND 1,2 148,004 0 0
VISA INC COM CL A 92826C839 13,644 195,862 SH   DFND 4,5 195,862 0 0
VISA INC COM CL A 92826C839 15,768 226,356 SH   DFND 1,3 226,356 0 0
VISA INC COM CL A 92826C839 31,553 452,957 SH   DFND 4,5 452,957 0 0
VISA INC COM CL A 92826C839 51,207 735,100 SH   DFND 4,5,11,12 735,100 0 0
VISTA OUTDOOR INC COM 928377100 305 6,860 SH   DFND 1,3 6,860 0 0
VISTEON CORP COM NEW 92839U206 1,150 11,361 SH   DFND 1,3 11,361 0 0
VMWARE INC CL A COM 928563402 111 1,407 SH   DFND 4,8 1,407 0 0
VMWARE INC CL A COM 928563402 386 4,901 SH   DFND 4,5,11,12 4,901 0 0
VMWARE INC CL A COM 928563402 614 7,788 SH   DFND 4,5 7,788 0 0
VMWARE INC CL A COM 928563402 786 9,973 SH   DFND 4,1 9,973 0 0
VMWARE INC CL A COM 928563402 1,941 24,640 SH   DFND 4,5 24,640 0 0
VMWARE INC CL A COM 928563402 20,084 254,900 SH   DFND 4,5,11,12 254,900 0 0
VORNADO RLTY TR SH BEN INT 929042109 63 700 SH   DFND 4,5,11,12 700 0 0
VORNADO RLTY TR SH BEN INT 929042109 329 3,643 SH   DFND 4,6 3,643 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,220 13,495 SH   DFND 4,5,11,12 13,495 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,578 17,447 SH   DFND 4,5 17,447 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,278 36,253 SH   DFND 4,5 36,253 0 0
VOYA FINL INC COM 929089100 8 200 SH   DFND 4,5,11,12 200 0 0
VOYA FINL INC COM 929089100 43 1,100 SH   DFND 4,5,11,12 1,100 0 0
VOYA FINL INC COM 929089100 120 3,100 SH   DFND 4,6 3,100 0 0
VOYA FINL INC COM 929089100 349 9,000 SH   DFND 4,6 9,000 0 0
VOYA FINL INC COM 929089100 465 12,000 SH   DFND 4,6 12,000 0 0
VOYA FINL INC COM 929089100 582 15,000 SH   DFND 4,6 15,000 0 0
VOYA FINL INC COM 929089100 806 20,779 SH   DFND 4,5 20,779 0 0
VOYA FINL INC COM 929089100 2,326 60,000 SH   DFND 4,6 60,000 0 0
VOYA FINL INC COM 929089100 7,010 180,805 SH   DFND 4,5 180,805 0 0
VULCAN MATLS CO COM 929160109 71 800 SH   DFND 4,5,11,12 800 0 0
VULCAN MATLS CO COM 929160109 135 1,514 SH   DFND 4,5,11,12 1,514 0 0
VULCAN MATLS CO COM 929160109 960 10,758 SH   DFND 4,5 10,758 0 0
VULCAN MATLS CO COM 929160109 1,567 17,565 SH   DFND 4,5 17,565 0 0
W P CAREY INC COM 92936U109 387 6,700 SH   DFND 4,5,11,12 6,700 0 0
W P CAREY INC COM 92936U109 804 13,900 SH   DFND 4,5 13,900 0 0
WABCO HLDGS INC COM 92927K102 10 100 SH   DFND 4,5,11,12 100 0 0
WABCO HLDGS INC COM 92927K102 252 2,400 SH   DFND 4,5 2,400 0 0
WABCO HLDGS INC COM 92927K102 2,766 26,384 SH   DFND 4,5 26,384 0 0
WABTEC CORP COM 929740108 35 400 SH   DFND 4,5,11,12 400 0 0
WABTEC CORP COM 929740108 44 500 SH   DFND 4,5,11,12 500 0 0
WABTEC CORP COM 929740108 1,041 11,818 SH   DFND 1,3 11,818 0 0
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WABTEC CORP COM 929740108 4,265 48,443 SH   DFND 4,5 48,443 0 0
WADDELL & REED FINL INC CL A 930059100 1,927 55,420 SH   DFND 4,5 55,420 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 83 1,000 SH   DFND 4,6 1,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 216 2,600 SH   DFND 4,6 2,600 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 258 3,103 SH   DFND 4,8 3,103 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 341 4,100 SH   DFND 4,6 4,100 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 806 9,700 SH   DFND 4,6 9,700 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 848 10,200 SH   DFND 4,6 10,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,380 16,601 SH   DFND 4,5,11,12 16,601 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,909 35,000 SH   DFND 4,6 35,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,070 109,150 SH   DFND 4,5 109,150 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 14,404 173,333 SH   DFND 4,5,7 173,333 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 24,082 289,792 SH   DFND 4,5,7 289,792 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 29,773 358,283 SH   DFND 4,5 358,283 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 38,617 464,700 SH   DFND 4,5,11,12 464,700 0 0
WAL-MART STORES INC COM 931142103 82 1,259 SH   DFND 4,8 1,259 0 0
WAL-MART STORES INC COM 931142103 103 1,584 SH   DFND 4,8 1,584 0 0
WAL-MART STORES INC COM 931142103 123 1,900 SH   DFND 4,6 1,900 0 0
WAL-MART STORES INC COM 931142103 177 2,731 SH   DFND 4,6 2,731 0 0
WAL-MART STORES INC COM 931142103 389 6,004 SH   DFND 4,8 6,004 0 0
WAL-MART STORES INC COM 931142103 1,241 19,133 SH   DFND 4,6 19,133 0 0
WAL-MART STORES INC COM 931142103 1,524 23,500 SH   DFND 4,6 23,500 0 0
WAL-MART STORES INC COM 931142103 1,755 27,074 SH   DFND 4,5,11,12 27,074 0 0
WAL-MART STORES INC COM 931142103 2,390 36,860 SH   DFND 1,3 36,860 0 0
WAL-MART STORES INC COM 931142103 6,082 93,800 SH   DFND 4,6 93,800 0 0
WAL-MART STORES INC COM 931142103 11,358 175,163 SH   DFND 4,5 175,163 0 0
WAL-MART STORES INC COM 931142103 16,904 260,710 SH   DFND 4,5,11,12 260,710 0 0
WAL-MART STORES INC COM 931142103 44,953 693,284 SH   DFND 4,5 693,284 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 112 4,500 SH   DFND 4,5,11,12 4,500 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 259 10,400 SH   DFND 4,5 10,400 0 0
WASTE MGMT INC DEL COM 94106L109 30 600 SH   DFND 4,6 600 0 0
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WASTE MGMT INC DEL COM 94106L109 154 3,085 SH   DFND 4,5,11,12 3,085 0 0
WASTE MGMT INC DEL COM 94106L109 199 4,000 SH   DFND 4,6 4,000 0 0
WASTE MGMT INC DEL COM 94106L109 249 5,000 SH   DFND 4,8 5,000 0 0
WASTE MGMT INC DEL COM 94106L109 299 6,000 SH   DFND 4,6 6,000 0 0
WASTE MGMT INC DEL COM 94106L109 334 6,700 SH   DFND 4,6 6,700 0 0
WASTE MGMT INC DEL COM 94106L109 1,494 30,000 SH   DFND 4,6 30,000 0 0
WASTE MGMT INC DEL COM 94106L109 7,372 148,000 SH   DFND 4,6 148,000 0 0
WASTE MGMT INC DEL COM 94106L109 8,139 163,410 SH   DFND 4,5 163,410 0 0
WASTE MGMT INC DEL COM 94106L109 10,636 213,533 SH   DFND 4,5 213,533 0 0
WATERS CORP COM 941848103 48 408 SH   DFND 4,5,11,12 408 0 0
WATERS CORP COM 941848103 59 500 SH   DFND 4,5,11,12 500 0 0
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WATERS CORP COM 941848103 1,033 8,737 SH   DFND 4,5 8,737 0 0
WCI CMNTYS INC COM PAR $0.01 92923C807 600 26,500 SH   DFND 1,3 26,500 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 39 4,600 SH   DFND 4,5,11,12 4,600 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 77 9,135 SH   DFND 4,5,11,12 9,135 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 609 71,842 SH   DFND 4,5 71,842 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 616 72,675 SH   DFND 4,5 72,675 0 0
WEBMD HEALTH CORP CONV NT 1.5%20 94770VAK8 1,743 1,705,000 PRN   DFND 4,5,7 0 0 1,705,000
WEBSTER FINL CORP CONN COM 947890109 552 15,500 SH   DFND 1,3 15,500 0 0
WEC ENERGY GROUP INC COM 92939U106 78 1,500 SH   DFND 4,5,11,12 1,500 0 0
WEC ENERGY GROUP INC COM 92939U106 116 2,227 SH   DFND 4,8 2,227 0 0
WEC ENERGY GROUP INC COM 92939U106 1,267 24,268 SH   DFND 4,5,11,12 24,268 0 0
WEC ENERGY GROUP INC COM 92939U106 1,606 30,745 SH   DFND 4,5 30,745 0 0
WEC ENERGY GROUP INC COM 92939U106 9,974 191,004 SH   DFND 4,5 191,004 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 242 7,300 SH   DFND 4,5,11,12 7,300 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 550 16,600 SH   DFND 4,5 16,600 0 0
WELLS FARGO & CO NEW COM 949746101 154 3,004 SH   DFND   3,004 0 0
WELLS FARGO & CO NEW COM 949746101 340 6,626 SH   DFND 4,8 6,626 0 0
WELLS FARGO & CO NEW COM 949746101 341 6,650 SH   DFND 1 6,650 0 0
WELLS FARGO & CO NEW COM 949746101 391 7,605 SH   DFND 4,8 7,605 0 0
WELLS FARGO & CO NEW COM 949746101 416 8,100 SH   DFND 4,6 8,100 0 0
WELLS FARGO & CO NEW COM 949746101 514 10,000 SH   DFND 4,6 10,000 0 0
WELLS FARGO & CO NEW COM 949746101 945 18,400 SH   DFND 4,6 18,400 0 0
WELLS FARGO & CO NEW COM 949746101 1,181 23,000 SH   DFND 4,6 23,000 0 0
WELLS FARGO & CO NEW COM 949746101 1,412 27,500 SH   DFND 4,6 27,500 0 0
WELLS FARGO & CO NEW COM 949746101 1,618 31,500 SH   DFND 4,6 31,500 0 0
WELLS FARGO & CO NEW COM 949746101 1,895 36,900 SH   DFND 4,5 36,900 0 0
WELLS FARGO & CO NEW COM 949746101 3,729 72,620 SH   DFND 4,6 72,620 0 0
WELLS FARGO & CO NEW COM 949746101 3,793 73,863 SH   DFND 4,5,11,12 73,863 0 0
WELLS FARGO & CO NEW COM 949746101 4,627 90,100 SH   DFND 4,6 90,100 0 0
WELLS FARGO & CO NEW COM 949746101 6,184 120,436 SH   DFND 1,3 120,436 0 0
WELLS FARGO & CO NEW COM 949746101 7,186 139,951 SH   DFND 4,6 139,951 0 0
WELLS FARGO & CO NEW COM 949746101 11,231 218,707 SH   DFND 1,2 218,707 0 0
WELLS FARGO & CO NEW COM 949746101 37,260 725,605 SH   DFND 4,5 725,605 0 0
WELLS FARGO & CO NEW COM 949746101 52,536 1,023,090 SH   DFND 4,5,11,12 1,023,090 0 0
WELLS FARGO & CO NEW COM 949746101 73,585 1,433,007 SH   DFND 4,5 1,433,007 0 0
WELLTOWER INC COM 95040Q104 1,219 18,000 SH   DFND 4,6 18,000 0 0
WELLTOWER INC COM 95040Q104 3,028 44,713 SH   DFND 4,5 44,713 0 0
WELLTOWER INC COM 95040Q104 5,406 79,832 SH   DFND 4,5 79,832 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 1,169 21,592 SH   DFND 4,5 21,592 0 0
WESTERN DIGITAL CORP COM 958102105 79 1,000 SH   DFND 4,5,11,12 1,000 0 0
WESTERN DIGITAL CORP COM 958102105 97 1,222 SH   DFND 4,8 1,222 0 0
WESTERN DIGITAL CORP COM 958102105 254 3,200 SH   DFND 4,6 3,200 0 0
WESTERN DIGITAL CORP COM 958102105 278 3,500 SH   DFND 4,5,11,12 3,500 0 0
WESTERN DIGITAL CORP COM 958102105 1,579 19,872 SH   DFND 4,5 19,872 0 0
WESTERN DIGITAL CORP COM 958102105 14,690 184,918 SH   DFND 4,5 184,918 0 0
WESTERN REFNG INC COM 959319104 2,019 45,755 SH   DFND 4,5 45,755 0 0
WESTERN UN CO COM 959802109 28 1,511 SH   DFND 4,5,11,12 1,511 0 0
WESTERN UN CO COM 959802109 70 3,800 SH   DFND 4,5,11,12 3,800 0 0
WESTERN UN CO COM 959802109 286 15,600 SH   DFND 4,6 15,600 0 0
WESTERN UN CO COM 959802109 2,203 120,008 SH   DFND 4,6 120,008 0 0
WESTERN UN CO COM 959802109 2,447 133,259 SH   DFND 4,5 133,259 0 0
WESTERN UN CO COM 959802109 8,569 466,708 SH   DFND 4,5 466,708 0 0
WESTLAKE CHEM CORP COM 960413102 192 3,700 SH   DFND 4,5 3,700 0 0
WESTLAKE CHEM CORP COM 960413102 263 5,061 SH   DFND 4,5 5,061 0 0
WESTROCK CO COM 96145D105 94 1,824 SH   DFND 4,8 1,824 0 0
WESTROCK CO COM 96145D105 102 1,980 SH   DFND 4,5,11,12 1,980 0 0
WESTROCK CO COM 96145D105 219 4,250 SH   DFND 4,5,11,12 4,250 0 0
WESTROCK CO COM 96145D105 1,009 19,612 SH   DFND 4,5 19,612 0 0
WESTROCK CO COM 96145D105 1,177 22,882 SH   DFND 4,5 22,882 0 0
WEYERHAEUSER CO COM 962166104 45 1,659 SH   DFND 4,8 1,659 0 0
WEYERHAEUSER CO COM 962166104 87 3,200 SH   DFND 4,5,11,12 3,200 0 0
WEYERHAEUSER CO COM 962166104 227 8,298 SH   DFND 4,5,11,12 8,298 0 0
WEYERHAEUSER CO COM 962166104 1,296 47,397 SH   DFND 4,5 47,397 0 0
WEYERHAEUSER CO COM 962166104 9,755 356,803 SH   DFND 4,5 356,803 0 0
WGL HLDGS INC COM 92924F106 1,712 29,688 SH   DFND 4,5 29,688 0 0
WHIRLPOOL CORP COM 963320106 74 500 SH   DFND 4,5,11,12 500 0 0
WHIRLPOOL CORP COM 963320106 171 1,161 SH   DFND 4,5,11,12 1,161 0 0
WHIRLPOOL CORP COM 963320106 236 1,600 SH   DFND 4,6 1,600 0 0
WHIRLPOOL CORP COM 963320106 280 1,900 SH   DFND 4,6 1,900 0 0
WHIRLPOOL CORP COM 963320106 1,050 7,130 SH   DFND 4,5 7,130 0 0
WHIRLPOOL CORP COM 963320106 1,285 8,726 SH   DFND 4,5 8,726 0 0
WHIRLPOOL CORP COM 963320106 3,196 21,700 SH   DFND 4,6 21,700 0 0
WHIRLPOOL CORP COM 963320106 3,711 25,200 SH   DFND 4,6 25,200 0 0
WHITESTONE REIT COM 966084204 16 1,400 SH   DFND 4,5,11,12 1,400 0 0
WHITEWAVE FOODS CO COM 966244105 1,154 28,730 SH   DFND 4,5 28,730 0 0
WHITEWAVE FOODS CO COM 966244105 2,107 52,475 SH   DFND 1,3 52,475 0 0
WHITEWAVE FOODS CO COM 966244105 2,865 71,358 SH   DFND 4,5,7 71,358 0 0
WHITEWAVE FOODS CO COM 966244105 3,116 77,599 SH   DFND 4,5 77,599 0 0
WHITING PETE CORP NEW COM 966387102 37 2,396 SH   DFND 4,5,11,12 2,396 0 0
WHITING PETE CORP NEW COM 966387102 40 2,600 SH   DFND 4,5,11,12 2,600 0 0
WHITING PETE CORP NEW COM 966387102 61 4,023 SH   DFND 4,6 4,023 0 0
WHITING PETE CORP NEW COM 966387102 162 10,633 SH   DFND 4,5 10,633 0 0
WHITING PETE CORP NEW COM 966387102 231 15,115 SH   DFND 4,5 15,115 0 0
WHITING PETE CORP NEW COM 966387102 3,793 248,400 SH   DFND 4,5,7 248,400 0 0
WHOLE FOODS MKT INC COM 966837106 92 2,900 SH   DFND 4,5,11,12 2,900 0 0
WHOLE FOODS MKT INC COM 966837106 120 3,805 SH   DFND   3,805 0 0
WHOLE FOODS MKT INC COM 966837106 243 7,680 SH   DFND   7,680 0 0
WHOLE FOODS MKT INC COM 966837106 251 7,940 SH   DFND 4,5,11,12 7,940 0 0
WHOLE FOODS MKT INC COM 966837106 2,332 73,670 SH   DFND 4,5 73,670 0 0
WHOLE FOODS MKT INC COM 966837106 4,919 155,426 SH   DFND 4,5 155,426 0 0
WILLIAMS COS INC DEL COM 969457100 133 3,600 SH   DFND 4,5,11,12 3,600 0 0
WILLIAMS COS INC DEL COM 969457100 312 8,460 SH   DFND 4,5,11,12 8,460 0 0
WILLIAMS COS INC DEL COM 969457100 432 11,736 SH   DFND 4,6 11,736 0 0
WILLIAMS COS INC DEL COM 969457100 512 13,881 SH   DFND 4,5,7 13,881 0 0
WILLIAMS COS INC DEL COM 969457100 886 24,046 SH   DFND 4,5,7 24,046 0 0
WILLIAMS COS INC DEL COM 969457100 1,640 44,507 SH   DFND 4,5 44,507 0 0
WILLIAMS COS INC DEL COM 969457100 2,538 68,866 SH   DFND 4,5 68,866 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 0 1 SH   DFND 4,5,7 1 0 0
WILLIAMS SONOMA INC COM 969904101 1,572 20,585 SH   DFND 4,5 20,585 0 0
WILLIAMS SONOMA INC COM 969904101 1,855 24,300 SH   DFND 4,6 24,300 0 0
WILLIAMS SONOMA INC COM 969904101 3,291 43,100 SH   DFND 4,6 43,100 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 45 1,100 SH   DFND 4,5,11,12 1,100 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 95 2,324 SH   DFND 4,5,11,12 2,324 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 696 16,990 SH   DFND 4,5 16,990 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 5,364 130,937 SH   DFND 4,5 130,937 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 30 2,100 SH   DFND 4,5,11,12 2,100 0 0
WINTRUST FINL CORP COM 97650W108 1,584 29,640 SH   DFND 1,3 29,640 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 124 10,071 SH   DFND 4,5 10,071 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,357 110,400 SH   DFND 4,6 110,400 0 0
WISDOMTREE INVTS INC COM 97717P104 222 13,757 SH   DFND 4,5 13,757 0 0
WISDOMTREE TR EUROPE HEDGED EQ 97717X701 214 3,920 SH   DFND   3,920 0 0
WMIH CORP COM 92936P100 241 92,769 SH   DFND 4,5,7 92,769 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 439 15,700 SH   DFND 4,6 15,700 0 0
WORKDAY INC CL A 98138H101 34 500 SH   DFND 4,5,11,12 500 0 0
WORKDAY INC CL A 98138H101 41 600 SH   DFND 4,5,11,12 600 0 0
WORKDAY INC CL A 98138H101 492 7,140 SH   DFND 4,5 7,140 0 0
WORKDAY INC CL A 98138H101 1,400 20,330 SH   DFND 4,5 20,330 0 0
WORKDAY INC SR CV NT 0.75%18 98138HAC5 9 8,000 PRN   DFND 4,5,7 0 0 8,000
WORKDAY INC SR CV NT 0.75%18 98138HAC5 2,431 2,256,000 PRN   DFND 4,5 0 0 2,256,000
WORKDAY INC SR CONV NT1.5%20 98138HAD3 764 691,000 PRN   DFND 4,5,7 0 0 691,000
WORTHINGTON INDS INC COM 981811102 468 17,673 SH   DFND 4,5 17,673 0 0
WP GLIMCHER IN COM 92939N102 126 10,799 SH   DFND 4,5,11,12 10,799 0 0
WP GLIMCHER IN COM 92939N102 366 31,385 SH   DFND 4,5 31,385 0 0
WPX ENERGY INC COM 98212B103 92 13,967 SH   DFND 4,5,7 13,967 0 0
WPX ENERGY INC COM 98212B103 477 72,079 SH   DFND 4,5 72,079 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 160 3,700 SH   DFND 4,6 3,700 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 40 560 SH   DFND 4,8 560 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 65 900 SH   DFND 4,5,11,12 900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 115 1,600 SH   DFND 4,5,11,12 1,600 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 929 12,927 SH   DFND 4,5 12,927 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,140 15,853 SH   DFND 4,5 15,853 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,234 31,069 SH   DFND 4,5,7 31,069 0 0
WYNN RESORTS LTD COM 983134107 27 500 SH   DFND 4,5,11,12 500 0 0
WYNN RESORTS LTD COM 983134107 106 2,000 SH   DFND 4,5,11,12 2,000 0 0
WYNN RESORTS LTD COM 983134107 266 5,000 SH   DFND   5,000 0 0
WYNN RESORTS LTD COM 983134107 319 6,000 SH   DFND 1 6,000 0 0
WYNN RESORTS LTD COM 983134107 381 7,170 SH   DFND 4,5 7,170 0 0
WYNN RESORTS LTD COM 983134107 430 8,093 SH   DFND 4,5 8,093 0 0
XCEL ENERGY INC COM 98389B100 35 1,000 SH   DFND 4,5 1,000 0 0
XCEL ENERGY INC COM 98389B100 358 10,119 SH   DFND 4,8 10,119 0 0
XCEL ENERGY INC COM 98389B100 993 28,042 SH   DFND 4,5,11,12 28,042 0 0
XCEL ENERGY INC COM 98389B100 1,238 34,958 SH   DFND 4,5 34,958 0 0
XCEL ENERGY INC COM 98389B100 41,518 1,172,500 SH   DFND 4,5,11,12 1,172,500 0 0
XENIA HOTELS & RESORTS INC COM 984017103 113 6,500 SH   DFND 4,5,11,12 6,500 0 0
XEROX CORP COM 984121103 62 6,400 SH   DFND 4,6 6,400 0 0
XEROX CORP COM 984121103 62 6,407 SH   DFND 4,8 6,407 0 0
XEROX CORP COM 984121103 190 19,561 SH   DFND 4,5,11,12 19,561 0 0
XEROX CORP COM 984121103 655 67,300 SH   DFND 4,6 67,300 0 0
XEROX CORP COM 984121103 679 69,800 SH   DFND 4,6 69,800 0 0
XEROX CORP COM 984121103 943 96,891 SH   DFND 4,5 96,891 0 0
XEROX CORP COM 984121103 2,443 251,100 SH   DFND 4,5,11,12 251,100 0 0
XEROX CORP COM 984121103 4,102 421,593 SH   DFND 4,5 421,593 0 0
XILINX INC COM 983919101 64 1,500 SH   DFND 4,5,11,12 1,500 0 0
XILINX INC COM 983919101 68 1,600 SH   DFND 4,5,11,12 1,600 0 0
XILINX INC COM 983919101 1,320 31,128 SH   DFND 4,5 31,128 0 0
XILINX INC COM 983919101 1,351 31,862 SH   DFND 4,5 31,862 0 0
XILINX INC SR NT CV2.625%17 983919AF8 4,448 2,985,000 PRN   DFND 4,5 0 0 2,985,000
XL GROUP PLC SHS G98290102 69 1,900 SH   DFND 4,5,11,12 1,900 0 0
XL GROUP PLC SHS G98290102 265 7,302 SH   DFND 4,5,11,12 7,302 0 0
XL GROUP PLC SHS G98290102 1,272 35,014 SH   DFND 4,5 35,014 0 0
XL GROUP PLC SHS G98290102 17,618 485,075 SH   DFND 4,5 485,075 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 0 2 SH   DFND 1,3 2 0 0
XYLEM INC COM 98419M100 36 1,100 SH   DFND 4,5,11,12 1,100 0 0
XYLEM INC COM 98419M100 193 5,875 SH   DFND 4,5,11,12 5,875 0 0
XYLEM INC COM 98419M100 1,835 55,858 SH   DFND 4,5 55,858 0 0
XYLEM INC COM 98419M100 6,200 188,735 SH   DFND 4,5 188,735 0 0
XYLEM INC COM 98419M100 8,081 246,000 SH   DFND 4,6 246,000 0 0
YAHOO INC COM 984332106 6,216 215,000 SH Call DFND 4,5 0 0 0
YAHOO INC COM 984332106 27 950 SH   DFND 4,6 950 0 0
YAHOO INC COM 984332106 156 5,400 SH   DFND 4,5,11,12 5,400 0 0
YAHOO INC COM 984332106 249 8,628 SH   DFND 4,5,7 8,628 0 0
YAHOO INC COM 984332106 295 10,200 SH   DFND 4,6 10,200 0 0
YAHOO INC COM 984332106 385 13,300 SH   DFND 4,6 13,300 0 0
YAHOO INC COM 984332106 403 13,929 SH   DFND 4,5,11,12 13,929 0 0
YAHOO INC COM 984332106 432 14,947 SH   DFND 4,5,7 14,947 0 0
YAHOO INC COM 984332106 2,288 79,130 SH   DFND 4,5 79,130 0 0
YAHOO INC COM 984332106 3,074 106,320 SH   DFND 4,5 106,320 0 0
YAHOO INC SR CV ZERO NT 18 984332AF3 3,434 3,549,000 PRN   DFND 4,5,7 0 0 3,549,000
YAHOO INC SR CV ZERO NT 18 984332AF3 3,864 3,994,000 PRN   DFND 4,5,7 0 0 3,994,000
YAHOO INC SR CV ZERO NT 18 984332AF3 4,846 5,009,000 PRN   DFND 4,5 0 0 5,009,000
YAHOO INC SR CV ZERO NT 18 984332AF3 7,140 7,380,000 PRN   DFND 4,5,7 0 0 7,380,000
YAHOO INC COM 984332106 3,108 107,500 SH Put DFND 4,5 107,500 0 0
YAMANA GOLD INC COM 98462Y100 56 32,680 SH   DFND 4,8 32,680 0 0
YAMANA GOLD INC COM 98462Y100 118 69,581 SH   DFND 4,5,11,12 69,581 0 0
YAMANA GOLD INC COM 98462Y100 278 163,800 SH   DFND 4,6 163,800 0 0
YAMANA GOLD INC COM 98462Y100 743 436,831 SH   DFND 4,5 436,831 0 0
YAMANA GOLD INC COM 98462Y100 1,121 659,633 SH   DFND 4,5 659,633 0 0
YAMANA GOLD INC COM 98462Y100 1,920 1,129,600 SH   DFND 4,6 1,129,600 0 0
YAMANA GOLD INC COM 98462Y100 2,037 1,198,032 SH   DFND 4,6 1,198,032 0 0
YAMANA GOLD INC COM 98462Y100 3,314 1,949,200 SH   DFND 4,6 1,949,200 0 0
YAMANA GOLD INC COM 98462Y100 6,236 3,668,200 SH   DFND 4,5,11,12 3,668,200 0 0
YANDEX N V SHS CLASS A N97284108 469 43,700 SH   DFND 4,6 43,700 0 0
YANDEX N V SHS CLASS A N97284108 4,215 392,800 SH   DFND 4,5 392,800 0 0
YANDEX N V SHS CLASS A N97284108 5,427 505,800 SH   DFND 4,5 505,800 0 0
YANDEX NV SR GLBL CV NT 18 98474TAB3 1,357 1,601,000 PRN   DFND 4,5 0 0 1,601,000
YUM BRANDS INC COM 988498101 221 2,760 SH   DFND 4,5,11,12 2,760 0 0
YUM BRANDS INC COM 988498101 510 6,379 SH   DFND 4,5,11,12 6,379 0 0
YUM BRANDS INC COM 988498101 680 8,500 SH   DFND 4,9 8,500 0 0
YUM BRANDS INC COM 988498101 2,244 28,063 SH   DFND 4,5 28,063 0 0
YUM BRANDS INC COM 988498101 3,623 45,317 SH   DFND 4,5 45,317 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 314 4,100 SH   DFND 1,3 4,100 0 0
ZILLOW GROUP INC CL A 98954M101 86 3,000 SH   DFND 4,5 3,000 0 0
ZILLOW GROUP INC CL A 98954M101 117 4,072 SH   DFND 4,5 4,072 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 162 6,000 SH   DFND 4,5 6,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 221 8,200 SH   DFND 4,5 8,200 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 103 1,100 SH   DFND 4,5,11,12 1,100 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 167 1,775 SH   DFND 4,5,11,12 1,775 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 441 4,693 SH   DFND 4,9 4,693 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,488 15,844 SH   DFND 4,5 15,844 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,801 29,817 SH   DFND 4,5 29,817 0 0
ZIONS BANCORPORATION COM 989701107 7,322 265,870 SH   DFND 4,5 265,870 0 0
ZOETIS INC CL A 98978V103 27 645 SH   DFND 4,8 645 0 0
ZOETIS INC CL A 98978V103 111 2,704 SH   DFND 4,5,11,12 2,704 0 0
ZOETIS INC CL A 98978V103 295 7,165 SH   DFND 4,5,11,12 7,165 0 0
ZOETIS INC CL A 98978V103 1,965 47,715 SH   DFND 4,5 47,715 0 0
ZOETIS INC CL A 98978V103 2,937 71,320 SH   DFND 4,5,7 71,320 0 0
ZOETIS INC CL A 98978V103 7,717 187,397 SH   DFND 4,5 187,397 0 0