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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 534 17,305 SH   DFND 4,2,5 16,830 0 475
3M CO COM 88579Y101 14,523 96,408 SH   DFND 2,5 95,851 0 557
3M CO COM 88579Y101 41,968 278,600 SH   DFND 4,2,5 138,300 0 140,300
58.COM INC SPON ADR REP A 31680Q104 33 500 SH   DFND 2,5 500 0 0
AARON'S INC COM PAR $0.50 002535300 1,805 80,626 SH   DFND 4,2,5 50,226 0 30,400
ABBOTT LABORATORIES COM 002824100 13,154 292,900 SH   DFND 4,2,5 229,600 0 63,300
ABBVIE INC COM 00287Y109 75,384 1,272,527 SH   DFND 2,5 1,234,172 0 38,355
ABBVIE INC COM 00287Y109 28,678 484,100 SH   DFND 4,2,5 309,200 0 174,900
ABERCROMBIE & FITCH CO CL A 002896207 3,544 131,262 SH   DFND 4,2,5 97,600 0 33,662
ABIOMED INC COM 003654100 7,322 81,100 SH   DFND 4,2,5 50,300 0 30,800
ACADIA HEALTHCARE CO INC COM 00404A109 5,278 84,500 SH   DFND 2,5 84,500 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 11,454 321,290 SH   DFND 2,5 321,290 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 4,738 142,928 SH   DFND 2,5 142,928 0 0
ACCENTURE PLC SHS CLASS A G1151C101 14,229 136,160 SH   DFND 2,5 134,578 0 1,582
ACCENTURE PLC SHS CLASS A G1151C101 33,231 318,000 SH   DFND 4,2,5 139,000 0 179,000
ACE LTD SHS H0023R105 957 8,191 SH   DFND 2,5 4,243 0 3,948
ACE LTD SHS H0023R105 6,216 53,200 SH   DFND 4,2,5 49,300 0 3,900
ACHAOGEN INC COM 004449104 3,115 542,733 SH   DFND 2,5 542,733 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 10,646 986,643 SH   DFND 2,5 986,643 0 0
ACI WORLDWIDE INC COM 004498101 326 15,222 SH   DFND 2,5 15,222 0 0
ACNB CORP COM 000868109 58 2,700 SH   DFND 4,2,5 2,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 11,817 305,277 SH   DFND 2,5 305,277 0 0
ACTIVISION BLIZZARD INC COM 00507V109 19,230 496,780 SH   DFND 4,2,5 440,800 0 55,980
ACUITY BRANDS INC COM 00508Y102 30,298 129,591 SH   DFND 2,5 99,491 0 30,100
ACUITY BRANDS INC COM 00508Y102 39,019 166,891 SH   DFND 4,2,5 118,391 0 48,500
ADOBE SYSTEMS INC COM 00724F101 6,947 73,948 SH   DFND 2,5 72,949 0 999
ADOBE SYSTEMS INC COM 00724F101 7,496 79,800 SH   DFND 4,2,5 73,800 0 6,000
ADT CORP/THE COM 00101J106 11,846 359,200 SH   DFND 2,5 359,200 0 0
ADT CORP/THE COM 00101J106 20,722 628,310 SH   DFND 4,2,5 449,400 0 178,910
ADVANCE AUTO PARTS INC COM 00751Y106 601 3,994 SH   DFND 2,5 3,994 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,515 30,000 SH   DFND 4,2,5 7,300 0 22,700
ADVANCED SEMICONDUCTOR ENGINEERING INC SPONSORED ADR 00756M404 312 55,000 SH   DFND 2,5 0 0 55,000
ADVISORY BOARD CO/THE COM 00762W107 1,067 21,511 SH   DFND 2,5 21,511 0 0
AEP INDUSTRIES INC COM 001031103 324 4,200 SH   DFND 4,2,5 2,930 0 1,270
AES CORP/VA COM 00130H105 1,067 111,500 SH   DFND 4,2,5 31,000 0 80,500
AETNA INC COM 00817Y108 12,778 118,181 SH   DFND 2,5 117,310 0 871
AETNA INC COM 00817Y108 21,906 202,610 SH   DFND 4,2,5 89,610 0 113,000
AFFILIATED MANAGERS GROUP INC COM 008252108 13,312 83,322 SH   DFND 2,5 83,322 0 0
AFLAC INC COM 001055102 12,495 208,590 SH   DFND 2,5 72,970 0 135,620
AFLAC INC COM 001055102 17,545 292,903 SH   DFND 4,2,5 237,793 0 55,110
AGILENT TECHNOLOGIES INC COM 00846U101 18,356 439,037 SH   DFND 2,5 212,567 0 226,470
AGILENT TECHNOLOGIES INC COM 00846U101 58,473 1,398,540 SH   DFND 4,2,5 1,150,200 0 248,340
AGIOS PHARMACEUTICALS INC COM 00847X104 4,462 68,734 SH   DFND 2,5 68,734 0 0
AGL RESOURCES INC COM 001204106 5,650 88,540 SH   DFND 4,2,5 88,540 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,688 64,466 SH   DFND 2,5 64,466 0 0
AGRIUM INC COM 008916108 3,473 39,014 SH   DFND 2,5 25,914 0 13,100
AGRIUM INC COM 008916108 6,426 72,179 SH   DFND 4,2,5 43,579 0 28,600
AIR PRODUCTS & CHEMICALS INC COM 009158106 327 2,515 SH   DFND 2,5 1,879 0 636
AIR PRODUCTS & CHEMICALS INC COM 009158106 1,028 7,900 SH   DFND 4,2,5 4,500 0 3,400
AKAMAI TECHNOLOGIES INC COM 00971T101 632 12,000 SH   DFND 4,2,5 0 0 12,000
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 20,134 21,000,000 PRN   DFND 2,5 0 0 0
ALASKA AIR GROUP INC COM 011659109 314 3,900 SH   DFND 2,5 0 0 3,900
ALASKA AIR GROUP INC COM 011659109 8,729 108,420 SH   DFND 4,2,5 57,230 0 51,190
ALDER BIOPHARMACEUTICALS INC COM 014339105 8,498 257,269 SH   DFND 2,5 257,269 0 0
ALERE INC COM 01449J105 86 2,200 SH   DFND 2,5 1,900 0 300
ALERE INC COM 01449J105 7,459 190,820 SH   DFND 4,2,5 82,400 0 108,420
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 941 10,409 SH   DFND 2,5 10,409 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 163,110 855,096 SH   DFND 2,5 852,157 0 2,939
ALEXION PHARMACEUTICALS INC COM 015351109 6,390 33,500 SH   DFND 4,2,5 28,000 0 5,500
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 23,831 293,237 SH   DFND 2,5 233,705 0 59,532
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 6,848 84,264 SH   DFND 4,2,5 77,311 0 6,953
ALIGN TECHNOLOGY INC COM 016255101 12,841 195,000 SH   DFND 2,5 195,000 0 0
ALKERMES PLC SHS G01767105 13,166 165,863 SH   DFND 2,5 165,863 0 0
ALLERGAN PLC SHS G0177J108 61,866 197,972 SH   DFND 2,5 193,187 0 4,785
ALLERGAN PLC SHS G0177J108 27,666 88,531 SH   DFND 4,2,5 74,131 0 14,400
ALLIANCE DATA SYSTEMS CORP COM 018581108 58,567 211,762 SH   DFND 2,5 211,762 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,278 22,700 SH   DFND 4,2,5 4,000 0 18,700
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM 01988P108 2,126 138,200 SH   DFND 4,2,5 138,200 0 0
ALLSTATE CORP/THE COM 020002101 571 9,200 SH   DFND 4,2,5 4,900 0 4,300
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6,173 65,573 SH   DFND 2,5 65,573 0 0
ALPHABET INC CAP STK CL C 02079K107 191,387 252,197 SH   DFND 2,5 242,897 0 9,300
ALPHABET INC CAP STK CL C 02079K107 21,016 27,693 SH   DFND 4,2,5 24,881 0 2,812
ALPHABET INC CAP STK CL A 02079K305 70,105 90,108 SH   DFND 2,5 58,916 0 31,192
ALPHABET INC CAP STK CL A 02079K305 243,869 313,452 SH   DFND 4,2,5 257,679 0 55,773
ALTRIA GROUP INC COM 02209S103 6,546 112,458 SH   DFND 2,5 49,096 0 63,362
ALTRIA GROUP INC COM 02209S103 106,438 1,828,518 SH   DFND 4,2,5 987,618 0 840,900
AMAG PHARMACEUTICALS INC COM 00163U106 2,482 82,200 SH   DFND 4,2,5 48,700 0 33,500
AMAZON.COM INC COM 023135106 93,538 138,393 SH   DFND 2,5 127,070 0 11,323
AMAZON.COM INC COM 023135106 77,660 114,900 SH   DFND 4,2,5 100,100 0 14,800
AMBEV SA SPONSORED ADR 02319V103 5,367 1,203,417 SH   DFND 2,5 1,099,634 0 103,783
AMBEV SA SPONSORED ADR 02319V103 3 582 SH   DFND 4,2,5 582 0 0
AMDOCS LTD SHS G02602103 11,737 215,073 SH   DFND 2,5 99,513 0 115,560
AMDOCS LTD SHS G02602103 36,375 666,573 SH   DFND 4,2,5 446,673 0 219,900
AMEREN CORP COM 023608102 205 4,750 SH   DFND 4,2,5 1,790 0 2,960
AMERICAN AIRLINES GROUP INC COM 02376R102 15,093 356,377 SH   DFND 2,5 217,567 0 138,810
AMERICAN AIRLINES GROUP INC COM 02376R102 52,376 1,236,753 SH   DFND 4,2,5 1,143,253 0 93,500
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 28 1,500 SH   DFND 2,5 0 0 1,500
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 3,159 166,800 SH   DFND 4,2,5 80,800 0 86,000
AMERICAN CAMPUS COMMUNITIES INC COM 024835100 907 21,945 SH   DFND 2,5 21,945 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 243 15,647 SH   DFND 2,5 15,647 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,160 19,900 SH   DFND 4,2,5 14,800 0 5,100
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 397 16,535 SH   DFND 2,5 16,535 0 0
AMERICAN EXPRESS CO COM 025816109 54,532 784,069 SH   DFND 2,5 710,991 0 73,078
AMERICAN EXPRESS CO COM 025816109 79,919 1,149,090 SH   DFND 4,2,5 659,110 0 489,980
AMERICAN HOMES 4 RENT CL A 02665T306 2,041 122,485 SH   DFND 2,5 122,485 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 703 42,200 SH   DFND 4,2,5 23,100 0 19,100
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 1,585 25,584 SH   DFND 2,5 23,014 0 2,570
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 12,747 205,700 SH   DFND 4,2,5 189,500 0 16,200
AMERICAN TOWER CORP COM 03027X100 53,665 553,536 SH   DFND 2,5 530,090 0 23,446
AMERICAN TOWER CORP COM 03027X100 12,623 130,196 SH   DFND 4,2,5 126,896 0 3,300
AMERICAN WATER WORKS CO INC COM 030420103 60 1,000 SH   DFND 2,5 0 0 1,000
AMERICAN WATER WORKS CO INC COM 030420103 7,140 119,500 SH   DFND 4,2,5 26,500 0 93,000
AMERICAN WOODMARK CORP COM 030506109 1,000 12,500 SH   DFND 4,2,5 0 0 12,500
AMERIPRISE FINANCIAL INC COM 03076C106 4,076 38,300 SH   DFND 4,2,5 10,200 0 28,100
AMERISOURCEBERGEN CORP COM 03073E105 14,185 136,779 SH   DFND 2,5 136,779 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,068 10,300 SH   DFND 4,2,5 0 0 10,300
AMETEK INC COM 031100100 4,330 80,800 SH   DFND 4,2,5 17,300 0 63,500
AMGEN INC COM 031162100 174,761 1,076,578 SH   DFND 2,5 1,052,558 0 24,020
AMGEN INC COM 031162100 82,150 506,070 SH   DFND 4,2,5 241,070 0 265,000
AMKOR TECHNOLOGY INC COM 031652100 700 115,180 SH   DFND 4,2,5 56,900 0 58,280
AMPHENOL CORP CL A 032095101 2,485 47,574 SH   DFND 2,5 47,574 0 0
AMPHENOL CORP CL A 032095101 6,053 115,900 SH   DFND 4,2,5 25,100 0 90,800
AMTRUST FINANCIAL SERVICES INC COM 032359309 2,340 38,000 SH   DFND 2,5 20,200 0 17,800
AMTRUST FINANCIAL SERVICES INC COM 032359309 9,108 147,912 SH   DFND 4,2,5 91,332 0 56,580
ANACOR PHARMACEUTICALS INC COM 032420101 8,578 75,934 SH   DFND 2,5 75,934 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 7,789 68,950 SH   DFND 4,2,5 49,700 0 19,250
ANADARKO PETROLEUM CORP COM 032511107 4,109 84,591 SH   DFND 2,5 58,878 0 25,713
ANADARKO PETROLEUM CORP COM 032511107 9,441 194,336 SH   DFND 4,2,5 168,536 0 25,800
ANALOG DEVICES INC COM 032654105 3,258 58,900 SH   DFND 4,2,5 4,100 0 54,800
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 548 77,233 SH   DFND 2,5 77,233 0 0
ANIXTER INTERNATIONAL INC COM 035290105 1,895 31,381 SH   DFND 4,2,5 21,111 0 10,270
ANTERO RESOURCES CORP COM 03674X106 22 1,001 SH   DFND 2,5 1,001 0 0
ANTHEM INC COM 036752103 11,034 79,128 SH   DFND 2,5 78,847 0 281
ANTHEM INC COM 036752103 17,123 122,800 SH   DFND 4,2,5 59,000 0 63,800
ANTHEM INC NOTE 2.750%10/1 94973VBG1 35,121 18,400,000 PRN   DFND 2,5 0 0 0
AON PLC SHS CL A G0408V102 2,377 25,779 SH   DFND 2,5 25,779 0 0
AON PLC SHS CL A G0408V102 821 8,900 SH   DFND 4,2,5 6,000 0 2,900
APACHE CORP COM 037411105 1,026 23,082 SH   DFND 2,5 14,252 0 8,830
APACHE CORP COM 037411105 3,680 82,759 SH   DFND 4,2,5 72,179 0 10,580
APARTMENT INVESTMENT & MANAGEMENT CO CL A 03748R101 15 382 SH   DFND 2,5 382 0 0
APIGEE CORP COM 03765N108 2,811 350,000 SH   DFND 2,5 350,000 0 0
APPLE INC COM 037833100 213,372 2,027,098 SH   DFND 2,5 1,787,467 0 239,631
APPLE INC COM 037833100 275,562 2,617,920 SH   DFND 4,2,5 1,893,350 0 724,570
APPLIED MATERIALS INC COM 038222105 133 7,100 SH   DFND 4,2,5 0 0 7,100
ARAMARK COM 03852U106 1,715 53,180 SH   DFND 4,2,5 6,800 0 46,380
ARBUTUS BIOPHARMA CORP COM 03879J100 3,477 781,296 SH   DFND 2,5 781,296 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 76 17,200 SH   DFND 4,2,5 17,200 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 293 4,200 SH   DFND 4,2,5 4,200 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 668 18,225 SH   DFND 2,5 18,225 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 5,454 148,700 SH   DFND 4,2,5 41,700 0 107,000
ARCHROCK PARTNERS LP COM UNITS REPSTG 03957U100 58 4,713 SH   DFND 2,5 4,713 0 0
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 1,999 2,000,000 PRN   DFND 2,5 0 0 0
ARISTA NETWORKS INC COM 040413106 3,736 48,000 SH   DFND 2,5 48,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 7,525 1,783,123 SH   DFND 2,5 1,783,123 0 0
ARROW ELECTRONICS INC COM 042735100 43 800 SH   DFND 2,5 0 0 800
ARROW ELECTRONICS INC COM 042735100 1,885 34,800 SH   DFND 4,2,5 0 0 34,800
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 19 3,000 SH   DFND 4,2,5 3,000 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 990 20,500 SH   DFND 4,2,5 11,130 0 9,370
ASSURANT INC COM 04621X108 238 2,950 SH   DFND 4,2,5 0 0 2,950
ASSURED GUARANTY LTD COM G0585R106 5,538 209,540 SH   DFND 2,5 102,440 0 107,100
ASSURED GUARANTY LTD COM G0585R106 19,958 755,140 SH   DFND 4,2,5 529,340 0 225,800
ASTA FUNDING INC COM 046220109 36 4,518 SH   DFND 4,2,5 4,518 0 0
ASTORIA FINANCIAL CORP COM 046265104 3,646 230,000 SH   DFND 4,2,5 126,800 0 103,200
AT&T INC COM 00206R102 31,271 908,784 SH   DFND 2,5 461,180 0 447,604
AT&T INC COM 00206R102 176,942 5,142,160 SH   DFND 4,2,5 3,789,580 0 1,352,580
ATHENAHEALTH INC COM 04685W103 11,107 69,000 SH   DFND 2,5 69,000 0 0
ATMOS ENERGY CORP COM 049560105 44 700 SH   DFND 2,5 200 0 500
ATMOS ENERGY CORP COM 049560105 8,775 139,200 SH   DFND 4,2,5 27,800 0 111,400
AUTOBYTEL INC COM NEW 05275N205 869 38,500 SH   DFND 4,2,5 26,100 0 12,400
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 68 804 SH   DFND 2,5 804 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 28,678 338,500 SH   DFND 4,2,5 108,200 0 230,300
AUTONATION INC COM 05329W102 12,206 204,600 SH   DFND 4,2,5 173,000 0 31,600
AUTOZONE INC COM 053332102 27,419 36,957 SH   DFND 2,5 18,907 0 18,050
AUTOZONE INC COM 053332102 112,382 151,477 SH   DFND 4,2,5 99,157 0 52,320
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,212 35,905 SH   DFND 2,5 35,175 0 730
AVAGO TECHNOLOGIES LTD SHS Y0486S104 25,017 172,350 SH   DFND 4,2,5 93,700 0 78,650
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 6,591 692,294 SH   DFND 2,5 692,294 0 0
AVALONBAY COMMUNITIES INC COM 053484101 19,463 105,704 SH   DFND 2,5 100,644 0 5,060
AVALONBAY COMMUNITIES INC COM 053484101 10,048 54,569 SH   DFND 4,2,5 46,569 0 8,000
AVG TECHNOLOGIES NV SHS N07831105 10 500 SH   DFND 2,5 0 0 500
AVG TECHNOLOGIES NV SHS N07831105 736 36,700 SH   DFND 4,2,5 27,100 0 9,600
AVID TECHNOLOGY INC COM 05367P100 1,092 149,860 SH   DFND 4,2,5 104,420 0 45,440
AVNET INC COM 053807103 129 3,000 SH   DFND 2,5 0 0 3,000
AVNET INC COM 053807103 10,474 244,500 SH   DFND 4,2,5 102,700 0 141,800
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,625 46,700 SH   DFND 4,2,5 22,900 0 23,800
AZZ INC COM 002474104 2,562 46,100 SH   DFND 4,2,5 22,110 0 23,990
BAIDU INC - SPON ADR SPON ADR REP A 056752108 31,451 166,370 SH   DFND 2,5 144,578 0 21,792
BAIDU INC - SPON ADR SPON ADR REP A 056752108 6,002 31,752 SH   DFND 4,2,5 29,000 0 2,752
BAKER HUGHES INC COM 057224107 508 11,000 SH   DFND 2,5 5,300 0 5,700
BAKER HUGHES INC COM 057224107 4,386 95,040 SH   DFND 4,2,5 86,740 0 8,300
BALL CORP COM 058498106 887 12,200 SH   DFND 4,2,5 9,500 0 2,700
BANC OF CALIFORNIA INC COM 05990K106 659 45,100 SH   DFND 4,2,5 36,400 0 8,700
BANCO BRADESCO SA SP ADR PFD NEW 059460303 1,318 274,116 SH   DFND 2,5 255,716 0 18,400
BANCO DE CHILE SPONSORED ADR 059520106 507 8,530 SH   DFND 2,5 8,530 0 0
BANCO DE CHILE SPONSORED ADR 059520106 739 12,441 SH   DFND 4,2,5 12,441 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 1,544 87,535 SH   DFND 2,5 40,031 0 47,504
BANCOLOMBIA SA SPON ADR PREF 05968L102 56 2,100 SH   DFND 4,2,5 2,100 0 0
BANK OF AMERICA CORP COM 060505104 15,876 943,305 SH   DFND 2,5 563,321 0 379,984
BANK OF AMERICA CORP COM 060505104 57,614 3,423,277 SH   DFND 4,2,5 2,988,777 0 434,500
BANK OF MONTREAL COM 063671101 7,523 133,845 SH   DFND 2,5 97,445 0 36,400
BANK OF MONTREAL COM 063671101 40,226 715,645 SH   DFND 4,2,5 284,845 0 430,800
BANK OF NEW YORK MELLON CORP/THE COM 064058100 596 14,466 SH   DFND 2,5 11,157 0 3,309
BANK OF NEW YORK MELLON CORP/THE COM 064058100 16,537 401,200 SH   DFND 4,2,5 227,500 0 173,700
BANK OF NOVA SCOTIA/THE COM 064149107 8,751 217,185 SH   DFND 2,5 217,185 0 0
BANK OF NOVA SCOTIA/THE COM 064149107 41,218 1,022,972 SH   DFND 4,2,5 380,382 0 642,590
BANK OF THE OZARKS INC COM 063904106 2,638 53,326 SH   DFND 2,5 53,326 0 0
BAR HARBOR BANKSHARES COM 066849100 45 1,300 SH   DFND 4,2,5 1,300 0 0
BARRETT BUSINESS SERVICES INC COM 068463108 401 9,200 SH   DFND 4,2,5 6,500 0 2,700
BARRICK GOLD CORP COM 067901108 2,092 283,776 SH   DFND 2,5 283,776 0 0
BARRICK GOLD CORP COM 067901108 78 10,600 SH   DFND 4,2,5 3,400 0 7,200
BAXALTA INC COM 07177M103 5,415 138,727 SH   DFND 2,5 138,727 0 0
BAXTER INTERNATIONAL INC COM 071813109 5,362 140,563 SH   DFND 2,5 139,314 0 1,249
BAXTER INTERNATIONAL INC COM 071813109 5,066 132,800 SH   DFND 4,2,5 46,800 0 86,000
BAYTEX ENERGY CORP COM 07317Q105 225 69,800 SH   DFND 4,2,5 69,800 0 0
BB&T CORP COM 054937107 16,617 439,500 SH   DFND 4,2,5 185,600 0 253,900
BBCN BANCORP INC COM 073295107 1,021 59,300 SH   DFND 4,2,5 59,300 0 0
BCE INC COM NEW 05534B760 35 900 SH   DFND 4,2,5 0 0 900
BECTON DICKINSON AND CO COM 075887109 23,223 150,709 SH   DFND 2,5 150,709 0 0
BECTON DICKINSON AND CO COM 075887109 21,899 142,120 SH   DFND 4,2,5 51,700 0 90,420
BED BATH & BEYOND INC COM 075896100 11,777 244,081 SH   DFND 2,5 122,241 0 121,840
BED BATH & BEYOND INC COM 075896100 40,038 829,811 SH   DFND 4,2,5 685,121 0 144,690
BENEFICIAL BANCORP INC COM 08171T102 24 1,800 SH   DFND 4,2,5 1,800 0 0
BENEFITFOCUS INC COM 08180D106 6,132 168,500 SH   DFND 2,5 168,500 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 19,377 146,754 SH   DFND 2,5 90,427 0 56,327
BERKSHIRE HATHAWAY INC CL B NEW 084670702 110,628 837,840 SH   DFND 4,2,5 527,840 0 310,000
BERKSHIRE HILLS BANCORP INC COM 084680107 2,260 77,650 SH   DFND 4,2,5 40,800 0 36,850
BERRY PLASTICS GROUP INC COM 08579W103 8,835 244,200 SH   DFND 4,2,5 144,100 0 100,100
BEST BUY CO INC COM 086516101 12,841 421,723 SH   DFND 2,5 211,823 0 209,900
BEST BUY CO INC COM 086516101 41,233 1,354,123 SH   DFND 4,2,5 1,102,823 0 251,300
BIG 5 SPORTING GOODS CORP COM 08915P101 966 96,700 SH   DFND 4,2,5 68,800 0 27,900
BIOCRYST PHARMACEUTICALS INC COM 09058V103 6,552 634,873 SH   DFND 2,5 634,873 0 0
BIOGEN INC COM 09062X103 155,539 507,716 SH   DFND 2,5 502,962 0 4,754
BIOGEN INC COM 09062X103 24,876 81,200 SH   DFND 4,2,5 43,900 0 37,300
BIOMARIN PHARMACEUTICAL INC COM 09061G101 44,533 425,093 SH   DFND 2,5 425,093 0 0
BIOMED REALTY TRUST INC COM 09063H107 687 29,016 SH   DFND 2,5 29,016 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 1,260 28,500 SH   DFND 4,2,5 25,800 0 2,700
BLACKROCK INC COM 09247X101 7,243 21,269 SH   DFND 2,5 20,874 0 395
BLACKROCK INC COM 09247X101 13,416 39,400 SH   DFND 4,2,5 21,800 0 17,600
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 4,266 145,890 SH   DFND 2,5 143,548 0 2,342
BLOOMIN' BRANDS INC COM 094235108 4,896 289,900 SH   DFND 4,2,5 169,300 0 120,600
BLUCORA INC COM 095229100 122 12,490 SH   DFND 4,2,5 8,460 0 4,030
BLUEBIRD BIO INC COM 09609G100 8,015 124,798 SH   DFND 2,5 124,798 0 0
BOEING CO/THE COM 097023105 27,248 188,452 SH   DFND 2,5 187,212 0 1,240
BOEING CO/THE COM 097023105 50,231 347,400 SH   DFND 4,2,5 148,000 0 199,400
BOFI HOLDING INC COM 05566U108 1,162 55,200 SH   DFND 4,2,5 4,800 0 50,400
BOSTON PROPERTIES INC COM 101121101 7,528 59,024 SH   DFND 2,5 59,024 0 0
BOSTON SCIENTIFIC CORP COM 101137107 15,281 828,695 SH   DFND 2,5 828,695 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,503 81,500 SH   DFND 4,2,5 0 0 81,500
BOYD GAMING CORP COM 103304101 77 3,900 SH   DFND 4,2,5 0 0 3,900
BRADY CORP CL A 104674106 1,953 85,000 SH   DFND 4,2,5 66,500 0 18,500
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 52 3,820 SH   DFND 2,5 3,820 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 5,124 375,140 SH   DFND 4,2,5 197,920 0 177,220
BRAVO BRIO RESTAURANT GROUP INC COM 10567B109 566 62,890 SH   DFND 4,2,5 55,200 0 7,690
BRF SA SPONSORED ADR 10552T107 111 8,000 SH   DFND 2,5 0 0 8,000
BRIDGEPOINT EDUCATION INC COM 10807M105 38 5,045 SH   DFND 4,2,5 4,002 0 1,043
BRIGGS & STRATTON CORP COM 109043109 1,988 114,900 SH   DFND 4,2,5 62,900 0 52,000
BRIGHT HORIZONS FAMILY SOLUTIONS INC COM 109194100 550 8,227 SH   DFND 2,5 8,227 0 0
BRINK'S CO/THE COM 109696104 3,872 134,170 SH   DFND 4,2,5 69,470 0 64,700
BRINKER INTERNATIONAL INC COM 109641100 3,620 75,500 SH   DFND 2,5 32,000 0 43,500
BRINKER INTERNATIONAL INC COM 109641100 15,322 319,536 SH   DFND 4,2,5 210,736 0 108,800
BRISTOL-MYERS SQUIBB CO COM 110122108 4,660 67,743 SH   DFND 2,5 51,828 0 15,915
BRISTOL-MYERS SQUIBB CO COM 110122108 34,700 504,441 SH   DFND 4,2,5 322,141 0 182,300
BRIXMOR PROPERTY GROUP INC COM 11120U105 11 443 SH   DFND 2,5 443 0 0
BROADCOM CORP CL A 111320107 2,105 36,400 SH   DFND 4,2,5 0 0 36,400
BROCADE COMMUNICATIONS SYSTEMS INC COM NEW 111621306 3,720 405,200 SH   DFND 4,2,5 92,500 0 312,700
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 650 20,700 SH   DFND 2,5 9,700 0 11,000
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 15,584 495,942 SH   DFND 4,2,5 137,642 0 358,300
BROWN-FORMAN CORP CL B 115637209 8,846 89,100 SH   DFND 4,2,5 16,400 0 72,700
BUCKLE INC/THE COM 118440106 22 700 SH   DFND 2,5 0 0 700
BUCKLE INC/THE COM 118440106 172 5,600 SH   DFND 4,2,5 2,000 0 3,600
BUNGE LTD COM G16962105 1,844 27,000 SH   DFND 4,2,5 9,700 0 17,300
C&F FINANCIAL CORP COM 12466Q104 230 5,894 SH   DFND 4,2,5 3,734 0 2,160
CA INC COM 12673P105 14,623 512,008 SH   DFND 2,5 239,808 0 272,200
CA INC COM 12673P105 50,092 1,753,938 SH   DFND 4,2,5 1,326,508 0 427,430
CABELA'S INC COM 126804301 300 6,421 SH   DFND 2,5 6,421 0 0
CABOT OIL & GAS CORP COM 127097103 1,358 76,775 SH   DFND 2,5 56,775 0 20,000
CABOT OIL & GAS CORP COM 127097103 3,088 174,544 SH   DFND 4,2,5 160,344 0 14,200
CACI INTERNATIONAL INC CL A 127190304 160 1,720 SH   DFND 2,5 220 0 1,500
CACI INTERNATIONAL INC CL A 127190304 5,830 62,840 SH   DFND 4,2,5 33,620 0 29,220
CADENCE DESIGN SYSTEMS INC COM 127387108 9,987 479,913 SH   DFND 2,5 479,913 0 0
CAL-MAINE FOODS INC COM NEW 128030202 278 6,000 SH   DFND 2,5 6,000 0 0
CALERES INC COM 129500104 3,175 118,400 SH   DFND 4,2,5 61,400 0 57,000
CAMDEN PROPERTY TRUST SH BEN INT 133131102 231 3,013 SH   DFND 2,5 3,013 0 0
CAMECO CORP COM 13321L108 629 51,149 SH   DFND 2,5 51,149 0 0
CAMPBELL SOUP CO COM 134429109 13,216 251,490 SH   DFND 2,5 125,200 0 126,290
CAMPBELL SOUP CO COM 134429109 47,557 904,990 SH   DFND 4,2,5 662,890 0 242,100
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 1,175 17,900 SH   DFND 2,5 9,900 0 8,000
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 23,029 350,800 SH   DFND 4,2,5 92,200 0 258,600
CANADIAN NATIONAL RAILWAY CO COM 136375102 2,281 40,961 SH   DFND 2,5 19,208 0 21,753
CANADIAN NATIONAL RAILWAY CO COM 136375102 29,623 531,997 SH   DFND 4,2,5 142,397 0 389,600
CANADIAN NATURAL RESOURCES LTD COM 136385101 3,010 138,361 SH   DFND 2,5 100,985 0 37,376
CANADIAN NATURAL RESOURCES LTD COM 136385101 3,202 147,170 SH   DFND 4,2,5 109,870 0 37,300
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 102 800 SH   DFND 2,5 400 0 400
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 7,023 55,200 SH   DFND 4,2,5 10,600 0 44,600
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,106 29,176 SH   DFND 2,5 27,789 0 1,387
CAPITAL ONE FINANCIAL CORP COM 14040H105 6,410 88,800 SH   DFND 4,2,5 81,700 0 7,100
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 1,150 91,600 SH   DFND 4,2,5 0 0 91,600
CARBO CERAMICS INC COM 140781105 622 36,161 SH   DFND 4,2,5 26,020 0 10,141
CARDINAL HEALTH INC COM 14149Y108 10,796 120,937 SH   DFND 2,5 120,937 0 0
CARDINAL HEALTH INC COM 14149Y108 23,540 263,700 SH   DFND 4,2,5 86,700 0 177,000
CARE CAPITAL PROPERTIES INC COM 141624106 566 18,527 SH   DFND 2,5 18,527 0 0
CAREER EDUCATION CORP COM 141665109 69 18,930 SH   DFND 4,2,5 18,930 0 0
CARETRUST REIT INC COM 14174T107 366 33,404 SH   DFND 2,5 33,404 0 0
CARMAX INC COM 143130102 761 14,100 SH   DFND 4,2,5 0 0 14,100
CARNIVAL CORP PAIRED CTF 143658300 3,639 66,800 SH   DFND 4,2,5 15,200 0 51,600
CARRIZO OIL & GAS INC COM 144577103 182 6,143 SH   DFND 2,5 6,143 0 0
CARTER'S INC COM 146229109 27 300 SH   DFND 2,5 300 0 0
CARTER'S INC COM 146229109 2,625 29,490 SH   DFND 4,2,5 2,600 0 26,890
CASEY'S GENERAL STORES INC COM 147528103 1,135 9,420 SH   DFND 4,2,5 0 0 9,420
CASH AMERICA INTERNATIONAL INC COM 14754D100 72 2,400 SH   DFND 2,5 0 0 2,400
CASH AMERICA INTERNATIONAL INC COM 14754D100 1,294 43,200 SH   DFND 4,2,5 6,100 0 37,100
CATERPILLAR INC COM 149123101 417 6,140 SH   DFND 2,5 4,945 0 1,195
CATERPILLAR INC COM 149123101 12,600 185,400 SH   DFND 4,2,5 118,800 0 66,600
CAVIUM INC COM 14964U108 9,265 141,000 SH   DFND 2,5 141,000 0 0
CBIZ INC COM 124805102 875 88,700 SH   DFND 4,2,5 78,900 0 9,800
CBRE GROUP INC CL A 12504L109 5,231 151,278 SH   DFND 2,5 151,278 0 0
CBRE GROUP INC CL A 12504L109 488 14,100 SH   DFND 4,2,5 0 0 14,100
CBS CORP CL B 124857202 2,483 52,692 SH   DFND 2,5 52,692 0 0
CBS CORP CL B 124857202 118 2,500 SH   DFND 4,2,5 0 0 2,500
CDW CORP/DE COM 12514G108 2,183 51,918 SH   DFND 2,5 51,918 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,173 165,700 SH   DFND 4,2,5 80,400 0 85,300
CELANESE CORP COM SER A 150870103 2,948 43,780 SH   DFND 2,5 42,100 0 1,680
CELANESE CORP COM SER A 150870103 4,028 59,820 SH   DFND 4,2,5 45,940 0 13,880
CELESTICA INC SUB VTG SHS 15101Q108 480 43,600 SH   DFND 4,2,5 17,100 0 26,500
CELGENE CORP COM 151020104 205,618 1,716,918 SH   DFND 2,5 1,711,824 0 5,094
CELGENE CORP COM 151020104 33,281 277,900 SH   DFND 4,2,5 148,400 0 129,500
CEMEX SAB DE CV SPON ADR NEW 151290889 5,001 897,895 SH   DFND 2,5 741,468 0 156,427
CEMPRA INC COM 15130J109 12,265 393,985 SH   DFND 2,5 393,985 0 0
CEMPRA INC COM 15130J109 2,062 66,240 SH   DFND 4,2,5 36,040 0 30,200
CENOVUS ENERGY INC COM 15135U109 233 18,520 SH   DFND 2,5 18,520 0 0
CENOVUS ENERGY INC COM 15135U109 209 16,600 SH   DFND 4,2,5 9,500 0 7,100
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD CL A NEW G20045202 19 7,115 SH   DFND 2,5 7,115 0 0
CENTRAL GARDEN & PET CO COM 153527106 457 33,809 SH   DFND 4,2,5 28,256 0 5,553
CENTURY BANCORP INC/MA CL A NON VTG 156432106 673 15,486 SH   DFND 4,2,5 10,686 0 4,800
CENTURY CASINOS INC COM 156492100 257 33,040 SH   DFND 4,2,5 25,650 0 7,390
CEPHEID COM 15670R107 13,192 361,126 SH   DFND 2,5 361,126 0 0
CERNER CORP COM 156782104 64,384 1,070,029 SH   DFND 2,5 1,070,029 0 0
CERNER CORP COM 156782104 102 1,700 SH   DFND 4,2,5 0 0 1,700
CF INDUSTRIES HOLDINGS INC COM 125269100 5,150 126,183 SH   DFND 2,5 109,319 0 16,864
CF INDUSTRIES HOLDINGS INC COM 125269100 2,651 64,950 SH   DFND 4,2,5 16,900 0 48,050
CGI GROUP INC CL A SUB VTG 39945C109 1,172 29,386 SH   DFND 2,5 17,386 0 12,000
CGI GROUP INC CL A SUB VTG 39945C109 2,713 68,018 SH   DFND 4,2,5 44,418 0 23,600
CHANNELADVISOR CORP COM 159179100 3,047 220,000 SH   DFND 2,5 220,000 0 0
CHARLES SCHWAB CORP/THE COM 808513105 4,453 135,216 SH   DFND 2,5 135,216 0 0
CHARLES SCHWAB CORP/THE COM 808513105 5,512 167,400 SH   DFND 4,2,5 135,600 0 31,800
CHASE CORP COM 16150R104 411 10,084 SH   DFND 4,2,5 5,740 0 4,344
CHATHAM LODGING TRUST COM 16208T102 602 29,400 SH   DFND 4,2,5 21,800 0 7,600
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 3,447 42,361 SH   DFND 2,5 42,361 0 0
CHECKPOINT SYSTEMS INC COM 162825103 1,114 177,660 SH   DFND 4,2,5 120,930 0 56,730
CHENIERE ENERGY INC COM NEW 16411R208 129 3,470 SH   DFND 2,5 3,470 0 0
CHESAPEAKE ENERGY CORP COM 165167107 50 11,200 SH   DFND 2,5 11,200 0 0
CHESAPEAKE ENERGY CORP COM 165167107 78 17,300 SH   DFND 4,2,5 6,000 0 11,300
CHEVRON CORP COM 166764100 14,351 159,521 SH   DFND 2,5 114,138 0 45,383
CHEVRON CORP COM 166764100 54,834 609,541 SH   DFND 4,2,5 463,441 0 146,100
CHIMERIX INC COM 16934W106 2,658 296,981 SH   DFND 2,5 296,981 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 42,005 87,538 SH   DFND 2,5 87,538 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,038 10,500 SH   DFND 4,2,5 2,100 0 8,400
CHURCH & DWIGHT CO INC COM 171340102 8,505 100,200 SH   DFND 4,2,5 17,600 0 82,600
CHURCHILL DOWNS INC COM 171484108 1,661 11,741 SH   DFND 4,2,5 10,911 0 830
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 9 400 SH   DFND 4,2,5 400 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 227 52,987 SH   DFND 2,5 52,987 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 45 9,764 SH   DFND 2,5 664 0 9,100
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 3 664 SH   DFND 4,2,5 664 0 0
CIBER INC COM 17163B102 554 157,964 SH   DFND 4,2,5 93,544 0 64,420
CIENA CORP COM NEW 171779309 3,267 157,890 SH   DFND 2,5 82,690 0 75,200
CIENA CORP COM NEW 171779309 13,174 636,720 SH   DFND 4,2,5 458,800 0 177,920
CIGNA CORP COM 125509109 15,139 103,455 SH   DFND 2,5 103,455 0 0
CIGNA CORP COM 125509109 17,413 119,000 SH   DFND 4,2,5 63,500 0 55,500
CIMAREX ENERGY CO COM 171798101 123 1,374 SH   DFND 2,5 1,374 0 0
CIMPRESS NV SHS EURO N20146101 666 8,208 SH   DFND 2,5 8,208 0 0
CINCINNATI FINANCIAL CORP COM 172062101 391 6,600 SH   DFND 4,2,5 6,600 0 0
CINEMARK HOLDINGS INC COM 17243V102 4,048 121,097 SH   DFND 2,5 69,047 0 52,050
CINEMARK HOLDINGS INC COM 17243V102 14,292 427,507 SH   DFND 4,2,5 238,777 0 188,730
CINTAS CORP COM 172908105 121 1,330 SH   DFND 2,5 0 0 1,330
CINTAS CORP COM 172908105 11,540 126,740 SH   DFND 4,2,5 17,400 0 109,340
CIRRUS LOGIC INC COM 172755100 4,911 166,300 SH   DFND 4,2,5 88,500 0 77,800
CISCO SYSTEMS INC COM 17275R102 52,945 1,949,732 SH   DFND 2,5 1,834,023 0 115,709
CISCO SYSTEMS INC COM 17275R102 66,767 2,458,720 SH   DFND 4,2,5 1,425,170 0 1,033,550
CITIGROUP INC COM NEW 172967424 24,307 469,708 SH   DFND 2,5 334,260 0 135,448
CITIGROUP INC COM NEW 172967424 46,276 894,216 SH   DFND 4,2,5 792,446 0 101,770
CITRIX SYSTEMS INC NOTE 0.500% 4/1 177376AD2 42,413 39,000,000 PRN   DFND 2,5 0 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 331 11,200 SH   DFND 4,2,5 3,800 0 7,400
CLEAN HARBORS INC COM 184496107 233 5,600 SH   DFND 2,5 0 0 5,600
CLEAN HARBORS INC COM 184496107 3,007 72,200 SH   DFND 4,2,5 31,200 0 41,000
CLEARONE INC COM 18506U104 43 3,300 SH   DFND 4,2,5 3,300 0 0
CLOROX CO/THE COM 189054109 9,702 76,500 SH   DFND 4,2,5 19,300 0 57,200
CLOVIS ONCOLOGY INC COM 189464100 1,688 48,230 SH   DFND 4,2,5 37,600 0 10,630
CME GROUP INC/IL COM 12572Q105 6,324 69,800 SH   DFND 4,2,5 48,300 0 21,500
CMS ENERGY CORP COM 125896100 7,458 206,700 SH   DFND 4,2,5 33,600 0 173,100
CNA FINANCIAL CORP COM 126117100 3,630 103,283 SH   DFND 2,5 50,593 0 52,690
CNA FINANCIAL CORP COM 126117100 8,959 254,891 SH   DFND 4,2,5 210,581 0 44,310
CNB FINANCIAL CORP/PA COM 126128107 27 1,500 SH   DFND 4,2,5 1,500 0 0
CNH INDUSTRIAL NV SHS N20944109 143,621 20,997,185 SH   DFND 2,5 19,447,185 0 1,550,000
COBALT INTERNATIONAL ENERGY INC COM 19075F106 31 5,776 SH   DFND 2,5 5,776 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 657 3,600 SH   DFND 4,2,5 0 0 3,600
COCA-COLA CO/THE COM 191216100 8,878 206,651 SH   DFND 2,5 117,830 0 88,821
COCA-COLA CO/THE COM 191216100 86,339 2,009,749 SH   DFND 4,2,5 1,118,949 0 890,800
COCA-COLA ENTERPRISES INC COM 19122T109 15,765 320,173 SH   DFND 2,5 158,113 0 162,060
COCA-COLA ENTERPRISES INC COM 19122T109 52,408 1,064,338 SH   DFND 4,2,5 801,732 0 262,606
CODEXIS INC COM 192005106 692 163,670 SH   DFND 4,2,5 131,323 0 32,347
CODORUS VALLEY BANCORP INC COM 192025104 140 6,859 SH   DFND 4,2,5 5,115 0 1,744
COEUR MINING INC COM NEW 192108504 110 44,395 SH   DFND 2,5 44,395 0 0
COGENT COMMUNICATIONS HOLDINGS INC COM NEW 19239V302 3,400 98,000 SH   DFND 2,5 98,000 0 0
COGNEX CORP COM 192422103 5,688 168,424 SH   DFND 2,5 168,424 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 408 6,801 SH   DFND 2,5 5,080 0 1,721
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 18,366 306,000 SH   DFND 4,2,5 130,100 0 175,900
COHERENT INC COM 192479103 26 400 SH   DFND 4,2,5 0 0 400
COLGATE-PALMOLIVE CO COM 194162103 23,543 353,388 SH   DFND 2,5 334,810 0 18,578
COLGATE-PALMOLIVE CO COM 194162103 36,448 547,100 SH   DFND 4,2,5 217,700 0 329,400
COLLIERS INTERNATIONAL GROUP INC SUB VTG SHS 194693107 44 1,000 SH   DFND 4,2,5 200 0 800
COLUMBIA PIPELINE GROUP INC COM 198280109 283 14,139 SH   DFND 2,5 14,139 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 1,426 60,752 SH   DFND 2,5 60,752 0 0
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 4,744 202,052 SH   DFND 4,2,5 121,192 0 80,860
COMCAST CORP CL A 20030N101 13,972 247,602 SH   DFND 2,5 187,555 0 60,047
COMCAST CORP CL A 20030N101 58,523 1,037,089 SH   DFND 4,2,5 637,189 0 399,900
COMMERCIAL METALS CO COM 201723103 1,481 108,200 SH   DFND 4,2,5 0 0 108,200
COMMUNITY HEALTH SYSTEMS INC RIGHT 99/99/9999 203668116 3 339,777 SH   DFND 2,5 339,777 0 0
COMPUTER SCIENCES CORP COM 205363104 6,945 212,528 SH   DFND 2,5 103,128 0 109,400
COMPUTER SCIENCES CORP COM 205363104 20,566 629,328 SH   DFND 4,2,5 487,628 0 141,700
COMPUTER TASK GROUP INC COM 205477102 46 7,000 SH   DFND 4,2,5 6,250 0 750
COMPX INTERNATIONAL INC CL A 20563P101 2 190 SH   DFND 4,2,5 190 0 0
COMTECH TELECOMMUNICATIONS CORP COM NEW 205826209 944 47,010 SH   DFND 4,2,5 40,500 0 6,510
CONAGRA FOODS INC COM 205887102 3,453 81,900 SH   DFND 4,2,5 23,600 0 58,300
CONATUS PHARMACEUTICALS INC COM 20600T108 3,084 1,070,836 SH   DFND 2,5 1,070,836 0 0
CONCHO RESOURCES INC COM 20605P101 38,309 412,545 SH   DFND 2,5 409,045 0 3,500
CONCHO RESOURCES INC COM 20605P101 1,597 17,197 SH   DFND 4,2,5 11,897 0 5,300
CONOCOPHILLIPS COM 20825C104 25,089 537,363 SH   DFND 2,5 464,505 0 72,858
CONOCOPHILLIPS COM 20825C104 22,644 484,977 SH   DFND 4,2,5 416,417 0 68,560
CONSOL ENERGY INC COM 20854P109 391 49,477 SH   DFND 2,5 49,477 0 0
CONSOLIDATED EDISON INC COM 209115104 13,600 211,600 SH   DFND 4,2,5 47,300 0 164,300
CONSTELLATION BRANDS INC CL A 21036P108 85 600 SH   DFND 2,5 600 0 0
CONSTELLATION BRANDS INC CL A 21036P108 11,096 77,900 SH   DFND 4,2,5 34,800 0 43,100
CONTINENTAL RESOURCES INC/OK COM 212015101 34 1,494 SH   DFND 2,5 1,494 0 0
CONVERGYS CORP COM 212485106 4,776 191,900 SH   DFND 4,2,5 142,200 0 49,700
COOPER COS INC/THE COM NEW 216648402 46,160 343,962 SH   DFND 2,5 343,962 0 0
COOPER-STANDARD HOLDING INC COM 21676P103 1,449 18,677 SH   DFND 4,2,5 10,000 0 8,677
CORE LABORATORIES NV COM N22717107 78 721 SH   DFND 2,5 721 0 0
CORELOGIC INC/UNITED STATES COM 21871D103 3,159 93,300 SH   DFND 4,2,5 82,900 0 10,400
CORNING INC COM 219350105 5,696 311,600 SH   DFND 4,2,5 83,100 0 228,500
CORPBANCA SA SPONSORED ADR 21987A209 291 24,894 SH   DFND 2,5 24,894 0 0
CORPBANCA SA SPONSORED ADR 21987A209 240 20,544 SH   DFND 4,2,5 20,544 0 0
CORPORATE OFFICE PROPERTIES TRUST SH BEN INT 22002T108 3,553 162,780 SH   DFND 4,2,5 70,630 0 92,150
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 2,297 86,700 SH   DFND 2,5 14,400 0 72,300
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 8,482 320,200 SH   DFND 4,2,5 210,300 0 109,900
COSTAR GROUP INC COM 22160N109 8,607 41,642 SH   DFND 2,5 41,642 0 0
COSTCO WHOLESALE CORP COM 22160K105 4,694 29,066 SH   DFND 2,5 28,089 0 977
COSTCO WHOLESALE CORP COM 22160K105 43,524 269,500 SH   DFND 4,2,5 107,500 0 162,000
COUSINS PROPERTIES INC COM 222795106 670 71,100 SH   DFND 4,2,5 38,500 0 32,600
CR BARD INC COM 067383109 2,885 15,227 SH   DFND 2,5 15,227 0 0
CR BARD INC COM 067383109 1,951 10,300 SH   DFND 4,2,5 4,400 0 5,900
CRA INTERNATIONAL INC COM 12618T105 135 7,246 SH   DFND 4,2,5 7,246 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 5,554 43,793 SH   DFND 2,5 43,793 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 14,984 118,142 SH   DFND 4,2,5 72,142 0 46,000
CRANE CO COM 224399105 287 6,000 SH   DFND 2,5 6,000 0 0
CRANE CO COM 224399105 7,042 147,200 SH   DFND 4,2,5 72,200 0 75,000
CRAWFORD & CO CL B 224633107 164 30,791 SH   DFND 4,2,5 13,281 0 17,510
CREDICORP LTD COM G2519Y108 10,098 103,758 SH   DFND 2,5 91,003 0 12,755
CREDICORP LTD COM G2519Y108 68 700 SH   DFND 4,2,5 700 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 499 43,000 SH   DFND 2,5 29,000 0 14,000
CRESCENT POINT ENERGY CORP COM 22576C101 350 30,155 SH   DFND 4,2,5 23,755 0 6,400
CRITEO SA SPONS ADS 226718104 7,149 180,519 SH   DFND 2,5 180,519 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 2,913 33,700 SH   DFND 2,5 17,200 0 16,500
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 10,097 116,791 SH   DFND 4,2,5 114,291 0 2,500
CROWN HOLDINGS INC COM 228368106 913 18,000 SH   DFND 4,2,5 5,900 0 12,100
CSG SYSTEMS INTERNATIONAL INC COM 126349109 3,792 105,400 SH   DFND 4,2,5 50,400 0 55,000
CSRA INC COM 12650T104 93 3,100 SH   DFND 2,5 0 0 3,100
CSRA INC COM 12650T104 2,423 80,750 SH   DFND 4,2,5 8,350 0 72,400
CSX CORP COM 126408103 256 9,849 SH   DFND 2,5 7,357 0 2,492
CSX CORP COM 126408103 8,644 333,100 SH   DFND 4,2,5 57,200 0 275,900
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 139 3,000 SH   DFND 2,5 3,000 0 0
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 259 5,584 SH   DFND 4,2,5 5,584 0 0
CUBESMART COM 229663109 3,413 111,462 SH   DFND 2,5 111,462 0 0
CUMMINS INC COM 231021106 8,519 96,800 SH   DFND 4,2,5 22,600 0 74,200
CVS HEALTH CORP COM 126650100 21,415 219,032 SH   DFND 2,5 209,003 0 10,029
CVS HEALTH CORP COM 126650100 52,757 539,600 SH   DFND 4,2,5 249,700 0 289,900
DANAHER CORP COM 235851102 60,689 653,416 SH   DFND 2,5 651,855 0 1,561
DANAHER CORP COM 235851102 21,669 233,300 SH   DFND 4,2,5 120,600 0 112,700
DARDEN RESTAURANTS INC COM 237194105 11,622 182,624 SH   DFND 2,5 88,924 0 93,700
DARDEN RESTAURANTS INC COM 237194105 43,051 676,474 SH   DFND 4,2,5 507,174 0 169,300
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,098 87,473 SH   DFND 2,5 87,473 0 0
DDR CORP COM 23317H102 13 763 SH   DFND 2,5 763 0 0
DEAN FOODS CO COM NEW 242370203 4,514 263,200 SH   DFND 4,2,5 132,200 0 131,000
DECKERS OUTDOOR CORP COM 243537107 1,005 21,300 SH   DFND 4,2,5 9,100 0 12,200
DEERE & CO COM 244199105 13,645 178,900 SH   DFND 4,2,5 42,200 0 136,700
DELEK US HOLDINGS INC COM 246647101 140 5,700 SH   DFND 4,2,5 0 0 5,700
DELPHI AUTOMOTIVE PLC SHS G27823106 10,164 118,560 SH   DFND 2,5 118,560 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 15,080 175,900 SH   DFND 4,2,5 40,900 0 135,000
DELTA AIR LINES INC COM NEW 247361702 34 664 SH   DFND 2,5 664 0 0
DELTA AIR LINES INC COM NEW 247361702 6,387 126,000 SH   DFND 4,2,5 124,600 0 1,400
DELUXE CORP COM 248019101 3,791 69,509 SH   DFND 2,5 33,609 0 35,900
DELUXE CORP COM 248019101 17,412 319,244 SH   DFND 4,2,5 203,094 0 116,150
DEMAND MEDIA INC COM NEW 24802N208 158 28,700 SH   DFND 4,2,5 19,000 0 9,700
DENBURY RESOURCES INC COM NEW 247916208 126 62,549 SH   DFND 2,5 54,649 0 7,900
DENBURY RESOURCES INC COM NEW 247916208 278 137,400 SH   DFND 4,2,5 0 0 137,400
DENNY'S CORP COM 24869P104 36 3,700 SH   DFND 4,2,5 500 0 3,200
DEPOMED INC COM 249908104 15 800 SH   DFND 4,2,5 0 0 800
DESCARTES SYSTEMS GROUP INC/THE COM 249906108 38 1,900 SH   DFND 4,2,5 600 0 1,300
DEUTSCHE BANK AG NAMEN AKT D18190898 43,740 1,781,649 SH   DFND 2,5 1,620,073 0 161,576
DEUTSCHE BANK AG NAMEN AKT D18190898 11,437 465,860 SH   DFND 4,2,5 272,860 0 193,000
DEVON ENERGY CORP COM 25179M103 1,869 58,420 SH   DFND 2,5 32,380 0 26,040
DEVON ENERGY CORP COM 25179M103 7,407 231,464 SH   DFND 4,2,5 216,504 0 14,960
DEXCOM INC COM 252131107 30,787 375,910 SH   DFND 2,5 375,160 0 750
DEXCOM INC COM 252131107 11,140 136,020 SH   DFND 4,2,5 38,190 0 97,830
DHT HOLDINGS INC SHS NEW Y2065G121 1,680 207,700 SH   DFND 4,2,5 122,700 0 85,000
DIAMONDBACK ENERGY INC COM 25278X109 719 10,753 SH   DFND 2,5 10,753 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 45 4,700 SH   DFND 2,5 4,700 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 3,955 409,800 SH   DFND 4,2,5 207,400 0 202,400
DICK'S SPORTING GOODS INC COM 253393102 3,672 103,880 SH   DFND 2,5 62,160 0 41,720
DICK'S SPORTING GOODS INC COM 253393102 12,410 351,060 SH   DFND 4,2,5 198,000 0 153,060
DIGITAL REALTY TRUST INC COM 253868103 29 384 SH   DFND 2,5 384 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 1,513 86,500 SH   DFND 4,2,5 49,200 0 37,300
DINEEQUITY INC COM 254423106 3,709 43,800 SH   DFND 4,2,5 23,900 0 19,900
DISCOVER FINANCIAL SERVICES COM 254709108 4,531 84,494 SH   DFND 2,5 84,494 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 13,400 249,900 SH   DFND 4,2,5 68,000 0 181,900
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 1,259 47,200 SH   DFND 4,2,5 20,300 0 26,900
DISH NETWORK CORP CL A 25470M109 4,632 81,000 SH   DFND 4,2,5 15,700 0 65,300
DOLLAR GENERAL CORP COM 256677105 9,429 131,200 SH   DFND 4,2,5 21,400 0 109,800
DOLLAR TREE INC COM 256746108 7,019 90,900 SH   DFND 4,2,5 17,200 0 73,700
DOMINION DIAMOND CORP COM 257287102 254 25,000 SH   DFND 2,5 25,000 0 0
DOMINION DIAMOND CORP COM 257287102 1,383 135,908 SH   DFND 4,2,5 74,608 0 61,300
DOMINION RESOURCES INC/VA COM 25746U109 947 13,996 SH   DFND 2,5 10,974 0 3,022
DOMINION RESOURCES INC/VA COM 25746U109 26,758 395,600 SH   DFND 4,2,5 141,000 0 254,600
DOUGLAS EMMETT INC COM 25960P109 2,280 73,132 SH   DFND 2,5 73,132 0 0
DOVER CORP COM 260003108 10,127 165,177 SH   DFND 2,5 112,157 0 53,020
DOVER CORP COM 260003108 33,440 545,427 SH   DFND 4,2,5 430,157 0 115,270
DOW CHEMICAL CO/THE COM 260543103 46,038 894,286 SH   DFND 2,5 609,326 0 284,960
DOW CHEMICAL CO/THE COM 260543103 117,436 2,281,200 SH   DFND 4,2,5 1,798,800 0 482,400
DR HORTON INC COM 23331A109 13 400 SH   DFND 4,2,5 0 0 400
DR PEPPER SNAPPLE GROUP INC COM 26138E109 23,997 257,480 SH   DFND 2,5 126,980 0 130,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 92,951 997,330 SH   DFND 4,2,5 687,150 0 310,180
DR REDDY'S LABORATORIES LTD ADR 256135203 370 8,000 SH   DFND 2,5 0 0 8,000
DTE ENERGY CO COM 233331107 10,521 131,200 SH   DFND 4,2,5 25,700 0 105,500
DUKE ENERGY CORP COM NEW 26441C204 3,891 54,499 SH   DFND 2,5 42,870 0 11,629
DUKE ENERGY CORP COM NEW 26441C204 35,674 499,700 SH   DFND 4,2,5 163,600 0 336,100
DUKE REALTY CORP COM NEW 264411505 18 864 SH   DFND 2,5 864 0 0
DUN & BRADSTREET CORP/THE COM 26483E100 10 100 SH   DFND 2,5 0 0 100
DUN & BRADSTREET CORP/THE COM 26483E100 14,467 139,200 SH   DFND 4,2,5 106,110 0 33,090
DUNKIN' BRANDS GROUP INC COM 265504100 234 5,500 SH   DFND 4,2,5 0 0 5,500
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5,106 211,351 SH   DFND 2,5 211,351 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 2,220 298,800 SH   DFND 4,2,5 149,000 0 149,800
EAST WEST BANCORP INC COM 27579R104 603 14,521 SH   DFND 2,5 14,521 0 0
EASTMAN CHEMICAL CO COM 277432100 1,607 23,800 SH   DFND 4,2,5 9,100 0 14,700
EATON CORP PLC SHS G29183103 186 3,583 SH   DFND 2,5 2,671 0 912
EATON CORP PLC SHS G29183103 6,534 125,550 SH   DFND 4,2,5 28,750 0 96,800
EBAY INC COM 278642103 4,562 165,994 SH   DFND 2,5 164,139 0 1,855
EBAY INC COM 278642103 4,941 179,800 SH   DFND 4,2,5 170,000 0 9,800
EBIX INC COM NEW 278715206 971 29,600 SH   DFND 2,5 29,600 0 0
EBIX INC COM NEW 278715206 2,666 81,300 SH   DFND 4,2,5 38,600 0 42,700
ECHOSTAR CORP CL A 278768106 1,939 49,582 SH   DFND 2,5 28,712 0 20,870
ECHOSTAR CORP CL A 278768106 7,833 200,272 SH   DFND 4,2,5 119,282 0 80,990
ECOLAB INC COM 278865100 67,734 592,185 SH   DFND 2,5 586,759 0 5,426
ECOLAB INC COM 278865100 23,448 205,000 SH   DFND 4,2,5 75,200 0 129,800
ECOPETROL SA SPONSORED ADS 279158109 53 7,500 SH   DFND 2,5 7,500 0 0
ECOPETROL SA SPONSORED ADS 279158109 85 12,172 SH   DFND 4,2,5 12,172 0 0
EDISON INTERNATIONAL COM 281020107 4,695 79,300 SH   DFND 4,2,5 22,700 0 56,600
EDWARDS LIFESCIENCES CORP COM 28176E108 13,715 173,656 SH   DFND 2,5 173,656 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 4,999 63,300 SH   DFND 4,2,5 14,400 0 48,900
EI DU PONT DE NEMOURS & CO COM 263534109 2,871 43,112 SH   DFND 2,5 41,043 0 2,069
EI DU PONT DE NEMOURS & CO COM 263534109 24,036 360,900 SH   DFND 4,2,5 193,300 0 167,600
ELDORADO GOLD CORP COM 284902103 68 23,200 SH   DFND 4,2,5 0 0 23,200
ELECTRO SCIENTIFIC INDUSTRIES INC COM 285229100 166 32,000 SH   DFND 4,2,5 12,490 0 19,510
ELECTRONIC ARTS INC COM 285512109 27,495 400,100 SH   DFND 2,5 336,900 0 63,200
ELECTRONIC ARTS INC COM 285512109 42,560 619,322 SH   DFND 4,2,5 483,572 0 135,750
ELI LILLY & CO COM 532457108 25,707 305,096 SH   DFND 2,5 301,985 0 3,111
ELI LILLY & CO COM 532457108 47,000 557,800 SH   DFND 4,2,5 222,200 0 335,600
EMBRAER SA SP ADR REP 4 COM 29082A107 21 700 SH   DFND 2,5 0 0 700
EMC CORP/MA COM 268648102 1,492 58,095 SH   DFND 2,5 54,825 0 3,270
EMC CORP/MA COM 268648102 13,705 533,700 SH   DFND 4,2,5 352,400 0 181,300
EMERGENT BIOSOLUTIONS INC COM 29089Q105 28 700 SH   DFND 2,5 0 0 700
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,889 97,200 SH   DFND 4,2,5 41,300 0 55,900
EMERSON ELECTRIC CO COM 291011104 2,115 44,209 SH   DFND 2,5 7,691 0 36,518
EMERSON ELECTRIC CO COM 291011104 49,614 1,037,300 SH   DFND 4,2,5 671,700 0 365,600
EMPLOYERS HOLDINGS INC COM 292218104 277 10,142 SH   DFND 4,2,5 10,142 0 0
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 33 900 SH   DFND 4,2,5 900 0 0
ENBRIDGE INC COM 29250N105 2,999 90,567 SH   DFND 2,5 61,345 0 29,222
ENBRIDGE INC COM 29250N105 3,166 95,598 SH   DFND 4,2,5 72,798 0 22,800
ENCANA CORP COM 292505104 83 16,323 SH   DFND 2,5 16,323 0 0
ENCANA CORP COM 292505104 60 11,910 SH   DFND 4,2,5 6,610 0 5,300
ENDO INTERNATIONAL PLC SHS G30401106 12,281 200,600 SH   DFND 2,5 200,600 0 0
ENDOCYTE INC COM 29269A102 257 64,001 SH   DFND 4,2,5 14,897 0 49,104
ENDOLOGIX INC COM 29266S106 3,802 384,042 SH   DFND 2,5 384,042 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 1,875 29,300 SH   DFND 4,2,5 14,400 0 14,900
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,234 20,460 SH   DFND 1,2,5,3 20,460 0 0
ENERSIS SA SPONSORED ADR 29274F104 625 51,460 SH   DFND 2,5 51,460 0 0
ENERSIS SA SPONSORED ADR 29274F104 883 72,660 SH   DFND 4,2,5 72,660 0 0
ENTERPRISE PRODUCTS PARTNERS LP COM 293792107 537 21,000 SH   DFND 2,5 21,000 0 0
EOG RESOURCES INC COM 26875P101 54,352 767,789 SH   DFND 2,5 733,262 0 34,527
EOG RESOURCES INC COM 26875P101 20,023 282,854 SH   DFND 4,2,5 223,854 0 59,000
EP ENERGY CORP CL A 268785102 106 24,304 SH   DFND 2,5 24,304 0 0
EPAM SYSTEMS INC COM 29414B104 2,830 36,000 SH   DFND 2,5 36,000 0 0
EPIQ SYSTEMS INC COM 26882D109 832 63,640 SH   DFND 4,2,5 52,200 0 11,440
EPLUS INC COM 294268107 9 100 SH   DFND 4,2,5 0 0 100
EQT CORP COM 26884L109 1,171 22,457 SH   DFND 2,5 15,057 0 7,400
EQT CORP COM 26884L109 3,456 66,302 SH   DFND 4,2,5 58,802 0 7,500
EQUIFAX INC COM 294429105 9,544 85,700 SH   DFND 4,2,5 15,100 0 70,600
EQUITY COMMONWEALTH COM SH BEN INT 294628102 3,902 140,710 SH   DFND 2,5 55,010 0 85,700
EQUITY COMMONWEALTH COM SH BEN INT 294628102 14,135 509,728 SH   DFND 4,2,5 401,193 0 108,535
EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 12 183 SH   DFND 2,5 183 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,913 84,729 SH   DFND 2,5 74,389 0 10,340
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,576 129,621 SH   DFND 4,2,5 113,321 0 16,300
ESSA BANCORP INC COM 29667D104 520 37,998 SH   DFND 4,2,5 25,740 0 12,258
ESSENDANT INC COM 296689102 72 2,200 SH   DFND 4,2,5 0 0 2,200
ESSEX PROPERTY TRUST INC COM 297178105 44 182 SH   DFND 2,5 182 0 0
ESSEX PROPERTY TRUST INC COM 297178105 982 4,100 SH   DFND 4,2,5 0 0 4,100
ESTEE LAUDER COS INC/THE CL A 518439104 563 6,397 SH   DFND 2,5 6,397 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 9,026 102,500 SH   DFND 4,2,5 17,300 0 85,200
EURONET WORLDWIDE INC COM 298736109 1,782 24,608 SH   DFND 2,5 24,608 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 10,626 9,000,000 PRN   DFND 2,5 0 0 0
EVERBANK FINANCIAL CORP COM 29977G102 546 34,167 SH   DFND 2,5 34,167 0 0
EVEREST RE GROUP LTD COM G3223R108 11,371 62,108 SH   DFND 2,5 30,808 0 31,300
EVEREST RE GROUP LTD COM G3223R108 35,924 196,207 SH   DFND 4,2,5 147,408 0 48,799
EXACTECH INC COM 30064E109 892 49,150 SH   DFND 4,2,5 33,550 0 15,600
EXAMWORKS GROUP INC COM 30066A105 4,315 162,200 SH   DFND 2,5 162,200 0 0
EXELON CORP COM 30161N101 183 6,600 SH   DFND 2,5 0 0 6,600
EXELON CORP COM 30161N101 3,974 143,100 SH   DFND 4,2,5 48,700 0 94,400
EXPEDIA INC COM NEW 30212P303 16,917 136,100 SH   DFND 2,5 67,600 0 68,500
EXPEDIA INC COM NEW 30212P303 58,126 467,630 SH   DFND 4,2,5 370,810 0 96,820
EXPRESS SCRIPTS HOLDING CO COM 30219G108 20,813 238,113 SH   DFND 2,5 230,657 0 7,456
EXPRESS SCRIPTS HOLDING CO COM 30219G108 11,267 128,900 SH   DFND 4,2,5 97,100 0 31,800
EXTRA SPACE STORAGE INC COM 30225T102 13,122 148,763 SH   DFND 2,5 148,763 0 0
EXXON MOBIL CORP COM 30231G102 38,269 490,944 SH   DFND 2,5 344,044 0 146,900
EXXON MOBIL CORP COM 30231G102 166,999 2,142,389 SH   DFND 4,2,5 1,378,889 0 763,500
F5 NETWORKS INC COM 315616102 47,659 491,529 SH   DFND 2,5 491,529 0 0
FACEBOOK INC CL A 30303M102 140,753 1,344,857 SH   DFND 2,5 1,269,986 0 74,871
FACEBOOK INC CL A 30303M102 70,153 670,291 SH   DFND 4,2,5 576,941 0 93,350
FASTENAL CO COM 311900104 3,976 97,400 SH   DFND 4,2,5 19,300 0 78,100
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 117 3,700 SH   DFND 4,2,5 3,700 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 28 192 SH   DFND 2,5 192 0 0
FEDEX CORP COM 31428X106 6,227 41,792 SH   DFND 2,5 41,502 0 290
FEDEX CORP COM 31428X106 8,939 60,000 SH   DFND 4,2,5 37,700 0 22,300
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 22,830 1,631,910 SH   DFND 2,5 1,554,063 0 77,847
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 2,133 35,200 SH   DFND 4,2,5 9,300 0 25,900
FIFTH STREET FINANCE CORP COM 31678A103 667 104,600 SH   DFND 4,2,5 98,800 0 5,800
FIFTH THIRD BANCORP COM 316773100 2,677 133,200 SH   DFND 4,2,5 51,500 0 81,700
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 7 779 SH   DFND 4,2,5 779 0 0
FIRST FINANCIAL CORP/IN COM 320218100 3 100 SH   DFND 4,2,5 100 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 1,367 61,787 SH   DFND 2,5 61,787 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 1,750 153,510 SH   DFND 4,2,5 83,600 0 69,910
FIRST REPUBLIC BANK/CA COM 33616C100 628 9,507 SH   DFND 2,5 9,507 0 0
FIRST SOLAR INC COM 336433107 9,694 146,900 SH   DFND 4,2,5 144,900 0 2,000
FIRSTENERGY CORP COM 337932107 48 1,500 SH   DFND 4,2,5 1,500 0 0
FISERV INC COM 337738108 3,022 33,039 SH   DFND 2,5 33,039 0 0
FISERV INC COM 337738108 10,582 115,700 SH   DFND 4,2,5 25,900 0 89,800
FIVE9 INC COM 338307101 2,249 258,502 SH   DFND 2,5 0 0 258,502
FLAGSTAR BANCORP INC COM PAR .001 337930705 284 12,300 SH   DFND 4,2,5 10,400 0 1,900
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 361 32,200 SH   DFND 4,2,5 0 0 32,200
FLUSHING FINANCIAL CORP COM 343873105 330 15,240 SH   DFND 4,2,5 14,300 0 940
FMC CORP COM NEW 302491303 274 7,000 SH   DFND 2,5 7,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 99 3,422 SH   DFND 2,5 3,422 0 0
FMC TECHNOLOGIES INC COM 30249U101 714 24,600 SH   DFND 4,2,5 10,800 0 13,800
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 292 3,161 SH   DFND 2,5 3,161 0 0
FOOT LOCKER INC COM 344849104 2,891 44,410 SH   DFND 4,2,5 10,300 0 34,110
FORD MOTOR CO COM PAR $0.01 345370860 30,442 2,160,523 SH   DFND 2,5 1,081,540 0 1,078,983
FORD MOTOR CO COM PAR $0.01 345370860 122,953 8,726,231 SH   DFND 4,2,5 6,531,216 0 2,195,015
FOREST CITY ENTERPRISES INC CL A 345550107 1,376 62,760 SH   DFND 2,5 62,760 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 15,570 280,536 SH   DFND 2,5 181,236 0 99,300
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 24,111 434,440 SH   DFND 4,2,5 358,740 0 75,700
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 0 1 SH   DFND 2,5 0 0 1
FOUR CORNERS PROPERTY TRUST INC COM 35086T109 176 7,267 SH   DFND 4,2,5 0 0 7,267
FRANCO-NEVADA CORP COM 351858105 1,525 33,467 SH   DFND 2,5 33,467 0 0
FRANCO-NEVADA CORP COM 351858105 46 1,000 SH   DFND 4,2,5 0 0 1,000
FRANKLIN RESOURCES INC COM 354613101 8,910 242,000 SH   DFND 4,2,5 55,900 0 186,100
FRANKLIN STREET PROPERTIES CORP COM 35471R106 2,354 227,400 SH   DFND 4,2,5 120,800 0 106,600
FTI CONSULTING INC COM 302941109 2,673 77,130 SH   DFND 4,2,5 57,130 0 20,000
G-III APPAREL GROUP LTD COM 36237H101 168 3,800 SH   DFND 4,2,5 0 0 3,800
GAIN CAPITAL HOLDINGS INC COM 36268W100 1,081 133,300 SH   DFND 4,2,5 98,500 0 34,800
GAMCO INVESTORS INC COM 361438104 223 7,200 SH   DFND 4,2,5 4,880 0 2,320
GAMESTOP CORP CL A 36467W109 4,565 162,809 SH   DFND 2,5 81,109 0 81,700
GAMESTOP CORP CL A 36467W109 24,541 875,209 SH   DFND 4,2,5 661,609 0 213,600
GAP INC/THE COM 364760108 8,502 344,230 SH   DFND 2,5 170,630 0 173,600
GAP INC/THE COM 364760108 31,419 1,272,030 SH   DFND 4,2,5 1,065,730 0 206,300
GENERAL DYNAMICS CORP COM 369550108 275 2,000 SH   DFND 4,2,5 1,500 0 500
GENERAL ELECTRIC CO COM 369604103 30,045 964,537 SH   DFND 2,5 648,039 0 316,498
GENERAL ELECTRIC CO COM 369604103 102,832 3,301,200 SH   DFND 4,2,5 2,682,500 0 618,700
GENERAL GROWTH PROPERTIES INC COM 370023103 7,709 283,311 SH   DFND 2,5 283,311 0 0
GENERAL GROWTH PROPERTIES INC COM 370023103 1,107 40,700 SH   DFND 4,2,5 0 0 40,700
GENERAL MILLS INC COM 370334104 19,860 344,426 SH   DFND 2,5 186,906 0 157,520
GENERAL MILLS INC COM 370334104 115,373 2,000,926 SH   DFND 4,2,5 1,304,216 0 696,710
GENERAL MOTORS CO COM 37045V100 460 13,516 SH   DFND 2,5 6,751 0 6,765
GENERAL MOTORS CO COM 37045V100 27,558 810,300 SH   DFND 4,2,5 365,300 0 445,000
GENOCEA BIOSCIENCES INC COM 372427104 3,093 586,974 SH   DFND 2,5 586,974 0 0
GENUINE PARTS CO COM 372460105 10,118 117,800 SH   DFND 4,2,5 28,100 0 89,700
GEO GROUP INC/THE COM 36162J106 4,585 158,600 SH   DFND 4,2,5 81,100 0 77,500
GETTY REALTY CORP COM 374297109 360 21,000 SH   DFND 4,2,5 13,800 0 7,200
GIGAMON INC COM 37518B102 805 30,300 SH   DFND 4,2,5 27,400 0 2,900
GILDAN ACTIVEWEAR INC COM 375916103 42 1,500 SH   DFND 4,2,5 0 0 1,500
GILEAD SCIENCES INC COM 375558103 262,647 2,595,585 SH   DFND 2,5 2,406,939 0 188,646
GILEAD SCIENCES INC COM 375558103 179,693 1,775,796 SH   DFND 4,2,5 1,221,076 0 554,720
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 73,724 16,500,000 PRN   DFND 2,5 0 0 0
GLOBAL PAYMENTS INC COM 37940X102 9,608 148,936 SH   DFND 2,5 148,936 0 0
GLOBAL PAYMENTS INC COM 37940X102 613 9,500 SH   DFND 4,2,5 4,400 0 5,100
GLOBAL SOURCES LTD ORD G39300101 9 1,100 SH   DFND 4,2,5 1,100 0 0
GLOBANT SA COM L44385109 4,314 115,000 SH   DFND 2,5 115,000 0 0
GLU MOBILE INC COM 379890106 86 35,200 SH   DFND 4,2,5 35,200 0 0
GOLDCORP INC COM 380956409 2,690 233,688 SH   DFND 2,5 233,688 0 0
GOLDCORP INC COM 380956409 86 7,500 SH   DFND 4,2,5 2,500 0 5,000
GOLDMAN SACHS GROUP INC/THE COM 38141G104 6,095 33,817 SH   DFND 2,5 27,846 0 5,971
GOLDMAN SACHS GROUP INC/THE COM 38141G104 25,472 141,332 SH   DFND 4,2,5 96,072 0 45,260
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 12,265 375,427 SH   DFND 2,5 188,727 0 186,700
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 40,916 1,252,397 SH   DFND 4,2,5 1,030,527 0 221,870
GRAHAM HOLDINGS CO COM 384637104 291 600 SH   DFND 2,5 400 0 200
GRAHAM HOLDINGS CO COM 384637104 4,979 10,267 SH   DFND 4,2,5 3,213 0 7,054
GRAN TIERRA ENERGY INC COM 38500T101 34 15,800 SH   DFND 4,2,5 15,800 0 0
GRAY TELEVISION INC COM 389375106 4,046 248,196 SH   DFND 4,2,5 146,686 0 101,510
GREEN DOT CORP CL A 39304D102 20 1,200 SH   DFND 4,2,5 1,200 0 0
GREEN PLAINS INC COM 393222104 169 7,371 SH   DFND 2,5 7,371 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 264 14,129 SH   DFND 4,2,5 0 0 14,129
GREIF INC CL A 397624107 2,711 88,000 SH   DFND 4,2,5 48,200 0 39,800
GROUP 1 AUTOMOTIVE INC COM 398905109 521 6,880 SH   DFND 4,2,5 0 0 6,880
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 13,953 512,801 SH   DFND 2,5 416,487 0 96,314
GULF ISLAND FABRICATION INC COM 402307102 560 53,530 SH   DFND 4,2,5 34,960 0 18,570
GULFPORT ENERGY CORP COM NEW 402635304 357 14,549 SH   DFND 2,5 14,549 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 35 2,000 SH   DFND 4,2,5 0 0 2,000
H&R BLOCK INC COM 093671105 3 100 SH   DFND 2,5 100 0 0
H&R BLOCK INC COM 093671105 113 3,400 SH   DFND 4,2,5 100 0 3,300
HAIN CELESTIAL GROUP INC/THE COM 405217100 12,198 302,000 SH   DFND 2,5 302,000 0 0
HALLIBURTON CO COM 406216101 3,508 103,057 SH   DFND 2,5 76,512 0 26,545
HALLIBURTON CO COM 406216101 7,536 221,396 SH   DFND 4,2,5 190,096 0 31,300
HALLMARK FINANCIAL SERVICES INC COM NEW 40624Q203 12 1,000 SH   DFND 4,2,5 1,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 764 44,060 SH   DFND 4,2,5 26,390 0 17,670
HANCOCK HOLDING CO COM 410120109 1,943 77,200 SH   DFND 4,2,5 5,400 0 71,800
HANESBRANDS INC COM 410345102 2,443 83,010 SH   DFND 2,5 19,560 0 63,450
HANESBRANDS INC COM 410345102 27,667 940,100 SH   DFND 4,2,5 553,590 0 386,510
HARLEY-DAVIDSON INC COM 412822108 2,201 48,500 SH   DFND 4,2,5 22,300 0 26,200
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 12,890 136,823 SH   DFND 2,5 136,823 0 0
HARRIS CORP COM 413875105 15,280 175,831 SH   DFND 2,5 85,871 0 89,960
HARRIS CORP COM 413875105 52,402 603,011 SH   DFND 4,2,5 458,721 0 144,290
HARTFORD FINANCIAL SERVICES GROUP INC/TH COM 416515104 100 2,300 SH   DFND 4,2,5 0 0 2,300
HARVARD BIOSCIENCE INC COM 416906105 618 178,200 SH   DFND 4,2,5 128,100 0 50,100
HASBRO INC COM 418056107 10,811 160,500 SH   DFND 2,5 80,600 0 79,900
HASBRO INC COM 418056107 33,720 500,600 SH   DFND 4,2,5 404,200 0 96,400
HAVERTY FURNITURE COS INC COM 419596101 723 33,700 SH   DFND 4,2,5 17,260 0 16,440
HCA HOLDINGS INC COM 40412C101 365 5,400 SH   DFND 2,5 5,400 0 0
HCA HOLDINGS INC COM 40412C101 37,697 557,400 SH   DFND 4,2,5 356,700 0 200,700
HCI GROUP INC COM 40416E103 721 20,683 SH   DFND 4,2,5 13,000 0 7,683
HCP INC COM 40414L109 1,855 48,519 SH   DFND 2,5 23,729 0 24,790
HCP INC COM 40414L109 8,714 227,881 SH   DFND 4,2,5 182,481 0 45,400
HD SUPPLY HOLDINGS INC COM 40416M105 5,453 181,600 SH   DFND 2,5 181,600 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,000 113,634 SH   DFND 2,5 53,000 0 60,634
HEALTH NET INC/CA COM 42222G108 1,109 16,200 SH   DFND 4,2,5 0 0 16,200
HEARTLAND FINANCIAL USA INC COM 42234Q102 151 4,800 SH   DFND 4,2,5 0 0 4,800
HECLA MINING CO COM 422704106 2,264 1,197,951 SH   DFND 2,5 1,197,951 0 0
HELEN OF TROY LTD COM G4388N106 4,873 51,700 SH   DFND 4,2,5 23,400 0 28,300
HELMERICH & PAYNE INC COM 423452101 347 6,473 SH   DFND 2,5 6,473 0 0
HENRY SCHEIN INC COM 806407102 7,957 50,300 SH   DFND 4,2,5 8,600 0 41,700
HERITAGE FINANCIAL CORP/WA COM 42722X106 424 22,513 SH   DFND 4,2,5 0 0 22,513
HERMAN MILLER INC COM 600544100 11 400 SH   DFND 4,2,5 400 0 0
HERON THERAPEUTICS INC COM 427746102 1,540 57,660 SH   DFND 4,2,5 33,340 0 24,320
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 2,517 115,675 SH   DFND 4,2,5 56,950 0 58,725
HERSHEY CO/THE COM 427866108 2,825 31,642 SH   DFND 2,5 22,082 0 9,560
HERSHEY CO/THE COM 427866108 27,560 308,730 SH   DFND 4,2,5 195,190 0 113,540
HESS CORP COM 42809H107 2,259 46,602 SH   DFND 2,5 22,792 0 23,810
HESS CORP COM 42809H107 9,532 196,617 SH   DFND 4,2,5 126,337 0 70,280
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 1,426 93,843 SH   DFND 2,5 81,475 0 12,368
HEXCEL CORP COM 428291108 51,583 1,110,500 SH   DFND 2,5 1,110,500 0 0
HF FINANCIAL CORP COM 404172108 94 4,953 SH   DFND 4,2,5 4,953 0 0
HIBBETT SPORTS INC COM 428567101 478 15,800 SH   DFND 4,2,5 10,700 0 5,100
HILL-ROM HOLDINGS INC COM 431475102 111 2,300 SH   DFND 4,2,5 0 0 2,300
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 779 6,500 SH   DFND 4,2,5 5,000 0 1,500
HOLLYFRONTIER CORP COM 436106108 409 10,257 SH   DFND 2,5 10,257 0 0
HOLLYFRONTIER CORP COM 436106108 132 3,300 SH   DFND 4,2,5 0 0 3,300
HOLOGIC INC COM 436440101 6,769 174,954 SH   DFND 2,5 174,954 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 5,924 3,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 15,121 114,338 SH   DFND 2,5 85,467 0 28,871
HOME DEPOT INC COM 437076102 84,472 638,730 SH   DFND 4,2,5 348,130 0 290,600
HOMESTREET INC COM 43785V102 872 40,180 SH   DFND 4,2,5 31,530 0 8,650
HONEYWELL INTERNATIONAL INC COM 438516106 24,799 239,441 SH   DFND 2,5 136,694 0 102,747
HONEYWELL INTERNATIONAL INC COM 438516106 120,732 1,165,700 SH   DFND 4,2,5 831,900 0 333,800
HORIZON BANCORP/IN COM 440407104 117 4,202 SH   DFND 4,2,5 3,800 0 402
HORIZON TECHNOLOGY FINANCE CORP COM 44045A102 197 16,803 SH   DFND 4,2,5 13,203 0 3,600
HORMEL FOODS CORP COM 440452100 5,504 69,600 SH   DFND 4,2,5 18,900 0 50,700
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 5,364 205,127 SH   DFND 2,5 101,027 0 104,100
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 16,789 642,027 SH   DFND 4,2,5 507,327 0 134,700
HOST HOTELS & RESORTS INC COM 44107P104 5,148 335,610 SH   DFND 2,5 335,610 0 0
HOST HOTELS & RESORTS INC COM 44107P104 11,426 744,860 SH   DFND 4,2,5 713,460 0 31,400
HP INC COM 40434L105 965 81,470 SH   DFND 2,5 67,732 0 13,738
HP INC COM 40434L105 337 28,500 SH   DFND 4,2,5 8,590 0 19,910
HUBBELL INC COM 443510607 5,658 56,000 SH   DFND 4,2,5 46,200 0 9,800
HUBSPOT INC COM 443573100 4,454 79,100 SH   DFND 2,5 79,100 0 0
HUDBAY MINERALS INC COM 443628102 206 54,000 SH   DFND 2,5 54,000 0 0
HUDBAY MINERALS INC COM 443628102 715 187,100 SH   DFND 4,2,5 93,200 0 93,900
HUMANA INC COM 444859102 3,267 18,300 SH   DFND 4,2,5 3,500 0 14,800
HUNTINGTON BANCSHARES INC/OH COM 446150104 5,594 505,766 SH   DFND 2,5 435,066 0 70,700
HUNTINGTON BANCSHARES INC/OH COM 446150104 23,983 2,168,466 SH   DFND 4,2,5 1,543,566 0 624,900
HURCO COS INC COM 447324104 113 4,257 SH   DFND 4,2,5 2,900 0 1,357
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 37 700 SH   DFND 2,5 0 0 700
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 1,089 20,760 SH   DFND 4,2,5 6,330 0 14,430
IAC/INTERACTIVECORP COM PAR $.001 44919P508 6,089 101,400 SH   DFND 2,5 48,100 0 53,300
IAC/INTERACTIVECORP COM PAR $.001 44919P508 24,153 402,208 SH   DFND 4,2,5 254,808 0 147,400
IBOXX $ LIQUID HIGH YIELD INDEX IBOXX HI YD ETF 464288513 6,569 81,520 SH   DFND 1,2,5,3 81,520 0 0
ICF INTERNATIONAL INC COM 44925C103 1,874 52,700 SH   DFND 4,2,5 27,700 0 25,000
ICICI BANK LTD ADR 45104G104 4,233 540,623 SH   DFND 2,5 192,420 0 348,203
IDT CORP CL B NEW 448947507 293 25,105 SH   DFND 4,2,5 23,945 0 1,160
IGNITE RESTAURANT GROUP INC COM 451730105 135 32,167 SH   DFND 4,2,5 25,221 0 6,946
II-VI INC COM 902104108 2,524 136,000 SH   DFND 4,2,5 73,800 0 62,200
ILLINOIS TOOL WORKS INC COM 452308109 242 2,612 SH   DFND 2,5 1,951 0 661
ILLINOIS TOOL WORKS INC COM 452308109 19,991 215,700 SH   DFND 4,2,5 91,800 0 123,900
ILLUMINA INC COM 452327109 38,504 200,597 SH   DFND 2,5 200,597 0 0
ILLUMINA INC COM 452327109 1,593 8,300 SH   DFND 4,2,5 400 0 7,900
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 35,093 15,400,000 PRN   DFND 2,5 0 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,348 4,000,000 PRN   DFND 2,5 0 0 0
IMPERIAL OIL LTD COM NEW 453038408 807 24,864 SH   DFND 2,5 16,564 0 8,300
IMPERIAL OIL LTD COM NEW 453038408 3,275 100,904 SH   DFND 4,2,5 47,304 0 53,600
IMPERVA INC COM 45321L100 4,875 77,000 SH   DFND 2,5 77,000 0 0
IMPERVA INC COM 45321L100 1,254 19,800 SH   DFND 4,2,5 0 0 19,800
INCYTE CORP COM 45337C102 50,991 470,183 SH   DFND 2,5 470,183 0 0
INFOBLOX INC COM 45672H104 2,041 111,000 SH   DFND 2,5 111,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,191 250,207 SH   DFND 2,5 0 0 250,207
INGLES MARKETS INC CL A 457030104 18 400 SH   DFND 2,5 0 0 400
INGLES MARKETS INC CL A 457030104 1,243 28,200 SH   DFND 4,2,5 12,040 0 16,160
INGRAM MICRO INC CL A 457153104 6,426 211,510 SH   DFND 4,2,5 133,000 0 78,510
INGREDION INC COM 457187102 9,073 94,670 SH   DFND 2,5 45,500 0 49,170
INGREDION INC COM 457187102 36,526 381,118 SH   DFND 4,2,5 239,968 0 141,150
INNOPHOS HOLDINGS INC COM 45774N108 1,548 53,400 SH   DFND 4,2,5 28,100 0 25,300
INPHI CORP COM 45772F107 1,459 54,000 SH   DFND 4,2,5 27,300 0 26,700
INSIGHT ENTERPRISES INC COM 45765U103 1,029 40,950 SH   DFND 4,2,5 0 0 40,950
INSULET CORP COM 45784P101 3,602 95,262 SH   DFND 2,5 95,262 0 0
INTEL CORP COM 458140100 42,691 1,239,213 SH   DFND 2,5 631,326 0 607,887
INTEL CORP COM 458140100 169,767 4,927,922 SH   DFND 4,2,5 3,732,822 0 1,195,100
INTEL CORP SDCV 12/1 458140AD2 30,705 24,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 11,642 7,000,000 PRN   DFND 2,5 0 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 14,336 95,990 SH   DFND 2,5 95,990 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 1,819 7,100 SH   DFND 4,2,5 300 0 6,800
INTERDIGITAL INC/PA COM 45867G101 147 3,000 SH   DFND 4,2,5 3,000 0 0
INTERNATIONAL BANCSHARES CORP COM 459044103 2,546 99,055 SH   DFND 4,2,5 41,255 0 57,800
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 29,937 217,537 SH   DFND 2,5 102,925 0 114,612
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 149,612 1,087,138 SH   DFND 4,2,5 779,778 0 307,360
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 7,131 59,600 SH   DFND 4,2,5 10,600 0 49,000
INTERNATIONAL PAPER CO COM 460146103 754 20,000 SH   DFND 2,5 20,000 0 0
INTERNATIONAL PAPER CO COM 460146103 1,908 50,600 SH   DFND 4,2,5 12,400 0 38,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 337 9,980 SH   DFND 4,2,5 2,020 0 7,960
INTERVAL LEISURE GROUP INC COM 46113M108 14 900 SH   DFND 2,5 0 0 900
INTERVAL LEISURE GROUP INC COM 46113M108 1,845 118,200 SH   DFND 4,2,5 57,600 0 60,600
INTRA-CELLULAR THERAPIES INC COM 46116X101 387 7,200 SH   DFND 4,2,5 3,900 0 3,300
INTUIT INC COM 461202103 8,048 83,399 SH   DFND 2,5 83,399 0 0
INTUIT INC COM 461202103 10,729 111,180 SH   DFND 4,2,5 23,600 0 87,580
INTUITIVE SURGICAL INC COM NEW 46120E602 5,490 10,052 SH   DFND 2,5 10,052 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 109 200 SH   DFND 4,2,5 0 0 200
INVESCO LTD SHS G491BT108 1,617 48,285 SH   DFND 2,5 48,285 0 0
INVESCO LTD SHS G491BT108 1,061 31,700 SH   DFND 4,2,5 7,600 0 24,100
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 1,519 89,270 SH   DFND 4,2,5 46,470 0 42,800
INVESTORS BANCORP INC COM 46146L101 6,242 501,740 SH   DFND 4,2,5 242,600 0 259,140
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 1,550 223,000 SH   DFND 4,2,5 176,500 0 46,500
IONIS PHARMACEUTICALS INC COM 462222100 19,623 316,858 SH   DFND 2,5 316,858 0 0
IPG PHOTONICS CORP COM 44980X109 7,452 83,576 SH   DFND 2,5 83,576 0 0
IQ MERGER ARBITRAGE ETF IQ MRGR ARB ETF 45409B800 928 33,070 SH   DFND 1,2,5,3 33,070 0 0
IRON MOUNTAIN INC COM 46284V101 32 1,200 SH   DFND 4,2,5 1,200 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 5,000 431,420 SH   DFND 2,5 431,420 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 323 6,630 SH   DFND 1,2,5,3 6,630 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 131 2,600 SH   DFND 1,2,5,3 2,600 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 6,058 171,650 SH   DFND 1,2,5,3 171,650 0 0
ISHARES COMMODITIES SELECT STRATEGY ETF COMMOD SEL STG 46431W853 310 10,910 SH   DFND 1,2,5,3 10,910 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 6,623 121,800 SH   DFND 1,2,5,3 121,800 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF J CORE MSCI EMKT 46434G103 2,143 54,400 SH   DFND 1,2,5,3 54,400 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 537 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 4,607 87,000 SH   DFND 1,2,5,3 87,000 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 559 20,510 SH   DFND 1,2,5,3 20,510 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 12,758 318,066 SH   DFND 1,2,5,3 318,066 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 3,292 65,260 SH   DFND 1,2,5,3 65,260 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 124 12,650 SH   DFND 1,2,5,3 12,650 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 369 13,170 SH   DFND 1,2,5,3 13,170 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 90 3,205 SH   DFND 2,5 3,205 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 100 972 SH   DFND 2,5 972 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 3,192 88,840 SH   DFND 1,2,5,3 88,840 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 98 1,000 SH   DFND 2,5 1,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 11,105 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 206 1,810 SH   DFND 1,2,5,3 1,810 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 6,995 61,350 SH   DFND 2,5 61,350 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,363 95,740 SH   DFND 1,2,5,3 95,740 0 0
ISHARES INTERNATIONAL HIGH YIELD BOND ET INTL HIGH YIELD 464286210 1,534 34,570 SH   DFND 1,2,5,3 34,570 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,629 56,740 SH   DFND 1,2,5,3 56,740 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 158 5,500 SH   DFND 2,5 5,500 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 501 5,585 SH   DFND 1,2,5,3 5,585 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 11,764 111,210 SH   DFND 1,2,5,3 111,210 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,194 56,347 SH   DFND 1,2,5,3 56,347 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 178 2,470 SH   DFND 1,2,5,3 2,470 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 23,106 194,054 SH   DFND 1,2,5,3 194,054 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 88,849 738,623 SH   DFND 1,2,5,3 738,623 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 14,286 174,736 SH   DFND 1,2,5,3 174,736 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 925 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 6,017 38,930 SH   DFND 1,2,5,3 38,930 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 9,262 77,937 SH   DFND 1,2,5,3 77,937 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,629 23,520 SH   DFND 1,2,5,3 23,520 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 1,485 78,315 SH   DFND 1,2,5,3 78,315 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,606 166,537 SH   DFND 1,2,5,3 166,537 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,548 85,697 SH   DFND 1,2,5,3 85,697 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 290 9,916 SH   DFND 1,2,5,3 9,916 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 709 15,900 SH   DFND 2,5 0 0 15,900
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 30,268 515,466 SH   DFND 1,2,5,3 515,466 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 716 11,040 SH   DFND 1,2,5,3 11,040 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 8,150 163,170 SH   DFND 1,2,5,3 163,170 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 1,643 51,032 SH   DFND 1,2,5,3 51,032 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 289 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 5,451 225,167 SH   DFND 1,2,5,3 225,167 0 0
ISHARES MSCI FRONTIER 100 ETF JDR MSCI FRNTR100ETF 464286145 1 30 SH   DFND 1,2,5,3 30 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,822 375,010 SH   DFND 1,2,5,3 375,010 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 15 568 SH   DFND 2,5 568 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 417 18,580 SH   DFND 1,2,5,3 18,580 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 391 71,340 SH   DFND 1,2,5,3 71,340 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 212 10,677 SH   DFND 1,2,5,3 10,677 0 0
ISHARES MSCI INDIA SMALL-CAP ETF MSCI INDIA SM CP 46429B614 1,484 44,600 SH   DFND 4,2,5 44,600 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 461 22,100 SH   DFND 1,2,5,3 22,100 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 644 15,500 SH   DFND 1,2,5,3 15,500 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,549 31,500 SH   DFND 1,2,5,3 31,500 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 6,012 437,548 SH   DFND 1,2,5,3 437,548 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 10,914 900,480 SH   DFND 1,2,5,3 900,480 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 191 24,662 SH   DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 570 11,448 SH   DFND 1,2,5,3 11,448 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,496 104,693 SH   DFND 1,2,5,3 104,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,477 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES MSCI NORWAY CAPPED ETF MSCI NORWAY ETF 46429B499 439 23,200 SH   DFND 1,2,5,3 23,200 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 4,253 110,792 SH   DFND 1,2,5,3 110,792 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,138 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 139 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 1,068 103,926 SH   DFND 1,2,5,3 103,926 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 298 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 19,520 393,000 SH   DFND 2,5 393,000 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 16,266 327,484 SH   DFND 4,2,5 327,484 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 3,116 110,221 SH   DFND 1,2,5,3 110,221 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,447 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 431 13,900 SH   DFND 1,2,5,3 13,900 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 227 3,868 SH   DFND 1,2,5,3 3,868 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 294 8,084 SH   DFND 1,2,5,3 8,084 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 300 7,180 SH   DFND 1,2,5,3 7,180 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 242 8,610 SH   DFND 1,2,5,3 8,610 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 46,097 416,450 SH   DFND 1,2,5,3 416,450 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 26,917 237,555 SH   DFND 1,2,5,3 237,555 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 114,943 1,155,440 SH   DFND 1,2,5,3 1,155,440 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 30,280 309,423 SH   DFND 1,2,5,3 309,423 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 465 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 7,147 77,754 SH   DFND 1,2,5,3 77,754 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 61,181 891,075 SH   DFND 1,2,5,3 891,075 0 0
ISHARES S&P 100 ETFJDR S&P 100 ETF 464287101 5,416 59,402 SH   DFND 1,2,5,3 59,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 80,313 693,548 SH   DFND 1,2,5,3 693,548 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 14,151 159,841 SH   DFND 1,2,5,3 159,841 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 14 998 SH   DFND 2,5 998 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 9,336 58,000 SH   DFND 1,2,5,3 58,000 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 48,980 417,921 SH   DFND 1,2,5,3 417,921 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,283 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES TIPS BOND ETF TIPS BD ETF 464287176 904 8,240 SH   DFND 1,2,5,3 8,240 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 739 21,820 SH   DFND 1,2,5,3 21,820 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 15 103 SH   DFND 2,5 103 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 113 3,170 SH   DFND 1,2,5,3 3,170 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 380 9,790 SH   DFND 1,2,5,3 9,790 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 1,410 101,200 SH   DFND 4,2,5 60,000 0 41,200
ISRAEL CHEMICALS LTD SHS M5920A109 1,272 313,000 SH   DFND 2,5 257,000 0 56,000
ISRAEL CHEMICALS LTD SHS M5920A109 1,893 465,940 SH   DFND 4,2,5 402,940 0 63,000
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 2,468 379,155 SH   DFND 2,5 238,967 0 140,188
ITC HOLDINGS CORP COM 465685105 714 18,200 SH   DFND 2,5 18,200 0 0
JABIL CIRCUIT INC COM 466313103 116 5,000 SH   DFND 2,5 5,000 0 0
JABIL CIRCUIT INC COM 466313103 10,221 438,850 SH   DFND 4,2,5 199,530 0 239,320
JACK IN THE BOX INC COM 466367109 230 3,000 SH   DFND 4,2,5 0 0 3,000
JARDEN CORP COM 471109108 857 15,000 SH   DFND 4,2,5 0 0 15,000
JARDEN CORP NOTE 1.875% 9/1 471109AH1 5,454 3,000,000 PRN   DFND 2,5 0 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 6,134 5,000,000 PRN   DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 10,120 72,000 SH   DFND 2,5 72,000 0 0
JD.COM INC SPON ADR CL A 47215P106 1,805 55,940 SH   DFND 2,5 55,940 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,969 131,100 SH   DFND 4,2,5 51,700 0 79,400
JM SMUCKER CO/THE COM NEW 832696405 8,350 67,700 SH   DFND 4,2,5 14,900 0 52,800
JOHN B SANFILIPPO & SON INC COM 800422107 1,729 32,000 SH   DFND 4,2,5 18,300 0 13,700
JOHNSON & JOHNSON COM 478160104 61,006 593,904 SH   DFND 2,5 325,878 0 268,026
JOHNSON & JOHNSON COM 478160104 282,220 2,747,471 SH   DFND 4,2,5 1,890,211 0 857,260
JOHNSON CONTROLS INC COM 478366107 8,454 214,077 SH   DFND 2,5 126,227 0 87,850
JOHNSON CONTROLS INC COM 478366107 50,956 1,290,356 SH   DFND 4,2,5 1,065,086 0 225,270
JONES LANG LASALLE INC COM 48020Q107 522 3,264 SH   DFND 2,5 3,264 0 0
JPMORGAN CHASE & CO COM 46625H100 32,798 496,719 SH   DFND 2,5 346,193 0 150,526
JPMORGAN CHASE & CO COM 46625H100 106,557 1,613,759 SH   DFND 4,2,5 1,177,459 0 436,300
JUNIPER NETWORKS INC COM 48203R104 974 35,300 SH   DFND 4,2,5 0 0 35,300
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 334 12,000 SH   DFND 2,5 0 0 12,000
KELLOGG CO COM 487836108 9,258 128,100 SH   DFND 4,2,5 27,400 0 100,700
KEYCORP COM 493267108 15,092 1,144,200 SH   DFND 2,5 584,280 0 559,920
KEYCORP COM 493267108 47,806 3,624,430 SH   DFND 4,2,5 2,930,830 0 693,600
KEYSIGHT TECHNOLOGIES INC COM 49338L103 228 8,046 SH   DFND 2,5 8,046 0 0
KEYW HOLDING CORP/THE COM 493723100 574 95,380 SH   DFND 4,2,5 53,680 0 41,700
KILROY REALTY CORP COM 49427F108 3,115 49,233 SH   DFND 2,5 49,233 0 0
KIMBERLY-CLARK CORP COM 494368103 625 4,909 SH   DFND 2,5 3,667 0 1,242
KIMBERLY-CLARK CORP COM 494368103 33,887 266,200 SH   DFND 4,2,5 104,000 0 162,200
KIMCO REALTY CORP COM 49446R109 1,667 62,999 SH   DFND 2,5 62,999 0 0
KIMCO REALTY CORP COM 49446R109 405 15,300 SH   DFND 4,2,5 0 0 15,300
KINDER MORGAN INC/DE COM 49456B101 540 36,206 SH   DFND 2,5 29,818 0 6,388
KINDER MORGAN INC/DE COM 49456B101 3,969 266,000 SH   DFND 4,2,5 243,600 0 22,400
KINROSS GOLD CORP COM NO PAR 496902404 238 131,466 SH   DFND 2,5 131,466 0 0
KINROSS GOLD CORP COM NO PAR 496902404 387 214,166 SH   DFND 4,2,5 151,366 0 62,800
KITE PHARMA INC COM 49803L109 4,601 74,667 SH   DFND 2,5 74,667 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,372 52,900 SH   DFND 4,2,5 43,210 0 9,690
KKR & CO LP COM UNITS 48248M102 311 19,941 SH   DFND 2,5 19,941 0 0
KLA-TENCOR CORP COM 482480100 5,201 75,000 SH   DFND 2,5 75,000 0 0
KMG CHEMICALS INC COM 482564101 896 38,938 SH   DFND 4,2,5 25,238 0 13,700
KNIGHT TRANSPORTATION INC COM 499064103 475 19,589 SH   DFND 2,5 19,589 0 0
KOREA ELECTRIC POWER CORP SPONSORED ADR 500631106 70 3,300 SH   DFND 2,5 0 0 3,300
KRAFT HEINZ CO/THE COM 500754106 348 4,787 SH   DFND 2,5 3,886 0 901
KRAFT HEINZ CO/THE COM 500754106 6,534 89,800 SH   DFND 4,2,5 85,000 0 4,800
KROGER CO/THE COM 501044101 8,317 198,836 SH   DFND 2,5 125,928 0 72,908
KROGER CO/THE COM 501044101 69,680 1,665,798 SH   DFND 4,2,5 1,052,338 0 613,460
KRONOS WORLDWIDE INC COM 50105F105 695 123,200 SH   DFND 4,2,5 82,100 0 41,100
KT CORP SPONSORED ADR 48268K101 924 77,600 SH   DFND 2,5 77,600 0 0
L BRANDS INC COM 501797104 9,065 94,600 SH   DFND 4,2,5 18,500 0 76,100
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 311 2,600 SH   DFND 4,2,5 1,500 0 1,100
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 4,911 39,719 SH   DFND 2,5 39,719 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 7,171 58,000 SH   DFND 4,2,5 10,000 0 48,000
LAKE SUNAPEE BANK GROUP COM 510866106 475 33,861 SH   DFND 4,2,5 23,064 0 10,797
LAM RESEARCH CORP COM 512807108 3,097 39,000 SH   DFND 2,5 39,000 0 0
LAM RESEARCH CORP COM 512807108 2,669 33,600 SH   DFND 4,2,5 7,500 0 26,100
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 44,243 34,000,000 PRN   DFND 2,5 0 0 0
LANNETT CO INC COM 516012101 1,938 48,300 SH   DFND 4,2,5 16,900 0 31,400
LAREDO PETROLEUM INC COM 516806106 108 13,466 SH   DFND 2,5 13,466 0 0
LAS VEGAS SANDS CORP COM 517834107 934 21,311 SH   DFND 2,5 20,641 0 670
LAS VEGAS SANDS CORP COM 517834107 6,107 139,300 SH   DFND 4,2,5 43,800 0 95,500
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 3,627 144,157 SH   DFND 2,5 138,757 0 5,400
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 6,904 274,416 SH   DFND 4,2,5 183,316 0 91,100
LAZARD LTD SHS A G54050102 521 11,578 SH   DFND 2,5 11,578 0 0
LDR HOLDING CORP COM 50185U105 677 26,944 SH   DFND 2,5 26,944 0 0
LEAR CORP COM NEW 521865204 2,346 19,100 SH   DFND 4,2,5 3,500 0 15,600
LEGG MASON INC COM 524901105 8,399 214,100 SH   DFND 4,2,5 204,900 0 9,200
LENDINGTREE INC COM 52603B107 36 400 SH   DFND 4,2,5 0 0 400
LENNAR CORP CL A 526057104 665 13,600 SH   DFND 4,2,5 0 0 13,600
LEXINGTON REALTY TRUST COM 529043101 3,687 460,900 SH   DFND 4,2,5 237,200 0 223,700
LEXMARK INTERNATIONAL INC CL A 529771107 29 900 SH   DFND 2,5 900 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 4,880 150,400 SH   DFND 4,2,5 81,400 0 69,000
LIBERTY GLOBAL PLC SHS CL A G5480U104 348 8,215 SH   DFND 4,2,5 1,815 0 6,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 301 7,391 SH   DFND 2,5 5,500 0 1,891
LIBERTY GLOBAL PLC SHS CL C G5480U120 106 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY PROPERTY TRUST SH BEN INT 531172104 12 383 SH   DFND 2,5 383 0 0
LIFEPOINT HEALTH INC COM 53219L109 5,882 80,133 SH   DFND 2,5 80,133 0 0
LIFETIME BRANDS INC COM 53222Q103 502 37,844 SH   DFND 4,2,5 24,464 0 13,380
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,073 9,900 SH   DFND 4,2,5 0 0 9,900
LINEAR TECHNOLOGY CORP COM 535678106 3,861 90,900 SH   DFND 4,2,5 19,000 0 71,900
LINKEDIN CORP COM CL A 53578A108 7,756 34,457 SH   DFND 2,5 34,457 0 0
LINKEDIN CORP COM CL A 53578A108 315 1,400 SH   DFND 4,2,5 300 0 1,100
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 11,536 11,000,000 PRN   DFND 2,5 0 0 0
LITHIA MOTORS INC CL A 536797103 3,584 33,600 SH   DFND 4,2,5 26,700 0 6,900
LIVE NATION ENTERTAINMENT INC COM 538034109 76 3,080 SH   DFND 4,2,5 0 0 3,080
LKQ CORP COM 501889208 51,846 1,749,770 SH   DFND 2,5 1,749,770 0 0
LOCKHEED MARTIN CORP COM 539830109 434 2,000 SH   DFND 4,2,5 1,500 0 500
LOEWS CORP COM 540424108 16,766 436,620 SH   DFND 2,5 217,820 0 218,800
LOEWS CORP COM 540424108 49,845 1,298,049 SH   DFND 4,2,5 1,142,159 0 155,890
LOGITECH INTERNATIONAL SA SHS H50430232 846 55,000 SH   DFND 2,5 55,000 0 0
LOWE'S COS INC COM 548661107 1,110 14,594 SH   DFND 2,5 12,669 0 1,925
LOWE'S COS INC COM 548661107 29,709 390,700 SH   DFND 4,2,5 182,100 0 208,600
LOXO ONCOLOGY INC COM 548862101 7,837 275,480 SH   DFND 2,5 275,480 0 0
LS STARRETT CO/THE CL A 855668109 51 5,271 SH   DFND 4,2,5 4,459 0 812
LULULEMON ATHLETICA INC COM 550021109 485 9,234 SH   DFND 2,5 9,234 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 1,813 23,500 SH   DFND 2,5 23,500 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 15,896 182,926 SH   DFND 2,5 163,407 0 19,519
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 34,448 396,410 SH   DFND 4,2,5 323,910 0 72,500
M&T BANK CORP COM 55261F104 13,269 109,500 SH   DFND 4,2,5 21,200 0 88,300
M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS IN COM 55405Y100 4,825 118,000 SH   DFND 2,5 118,000 0 0
M/I HOMES INC COM 55305B101 68 3,100 SH   DFND 4,2,5 0 0 3,100
MACERICH CO/THE COM 554382101 38 474 SH   DFND 2,5 474 0 0
MACERICH CO/THE COM 554382101 1,009 12,500 SH   DFND 4,2,5 0 0 12,500
MACK-CALI REALTY CORP COM 554489104 1,240 53,100 SH   DFND 4,2,5 39,400 0 13,700
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 2,853 39,300 SH   DFND 4,2,5 0 0 39,300
MACY'S INC COM 55616P104 175 5,000 SH   DFND 2,5 0 0 5,000
MACY'S INC COM 55616P104 1,980 56,600 SH   DFND 4,2,5 16,000 0 40,600
MAGELLAN HEALTH INC COM NEW 559079207 4,251 68,937 SH   DFND 2,5 68,937 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 180 2,648 SH   DFND 2,5 2,648 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 21 3,852 SH   DFND 4,2,5 3,362 0 490
MAGICJACK VOCALTEC LTD SHS M6787E101 446 47,149 SH   DFND 4,2,5 39,249 0 7,900
MAGNA INTERNATIONAL INC COM 559222401 5,159 127,689 SH   DFND 2,5 96,649 0 31,040
MAGNA INTERNATIONAL INC COM 559222401 18,132 448,799 SH   DFND 4,2,5 218,899 0 229,900
MAIDEN HOLDINGS LTD SHS G5753U112 1,039 69,700 SH   DFND 4,2,5 22,000 0 47,700
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 62 2,700 SH   DFND 4,2,5 2,700 0 0
MALLINCKRODT PLC SHS G5785G107 2,508 33,604 SH   DFND 2,5 33,604 0 0
MALLINCKRODT PLC SHS G5785G107 16,003 214,434 SH   DFND 4,2,5 187,194 0 27,240
MANHATTAN ASSOCIATES INC COM 562750109 20,955 316,677 SH   DFND 2,5 316,677 0 0
MANNING & NAPIER INC CL A 56382Q102 412 48,477 SH   DFND 4,2,5 30,277 0 18,200
MANPOWERGROUP INC COM 56418H100 12,635 149,900 SH   DFND 4,2,5 62,000 0 87,900
MANTECH INTERNATIONAL CORP/VA CL A 564563104 2,071 68,500 SH   DFND 4,2,5 33,100 0 35,400
MANULIFE FINANCIAL CORP COM 56501R106 2,410 161,400 SH   DFND 2,5 135,800 0 25,600
MANULIFE FINANCIAL CORP COM 56501R106 1,480 99,100 SH   DFND 4,2,5 67,800 0 31,300
MARATHON OIL CORP COM 565849106 1,370 108,806 SH   DFND 2,5 60,686 0 48,120
MARATHON OIL CORP COM 565849106 4,357 346,047 SH   DFND 4,2,5 311,797 0 34,250
MARATHON PETROLEUM CORP COM 56585A102 408 7,864 SH   DFND 2,5 7,864 0 0
MARATHON PETROLEUM CORP COM 56585A102 7,743 149,360 SH   DFND 4,2,5 83,810 0 65,550
MARCHEX INC CL B 56624R108 53 13,500 SH   DFND 4,2,5 13,500 0 0
MARCUS CORP/THE COM 566330106 1,398 73,700 SH   DFND 4,2,5 46,700 0 27,000
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 105 1,911 SH   DFND 2,5 1,911 0 0
MARKET VECTORS GOLD MINERS ETF GOLD MINER ETF 57060U100 100 7,313 SH   DFND 2,5 7,313 0 0
MARKETO INC COM 57063L107 301 10,470 SH   DFND 2,5 10,470 0 0
MARRIOTT INTERNATIONAL INC/MD CL A 571903202 644 9,600 SH   DFND 4,2,5 0 0 9,600
MARSH & MCLENNAN COS INC COM 571748102 6,427 115,900 SH   DFND 4,2,5 99,600 0 16,300
MARTIN MARIETTA MATERIALS INC COM 573284106 14 100 SH   DFND 2,5 100 0 0
MARTIN MARIETTA MATERIALS INC COM 573284106 9,246 67,700 SH   DFND 4,2,5 53,400 0 14,300
MASCO CORP COM 574599106 225 7,954 SH   DFND 2,5 7,954 0 0
MASCO CORP COM 574599106 988 34,900 SH   DFND 4,2,5 0 0 34,900
MASTERCARD INC CL A 57636Q104 1,248 12,817 SH   DFND 2,5 10,379 0 2,438
MASTERCARD INC CL A 57636Q104 40,609 417,100 SH   DFND 4,2,5 202,750 0 214,350
MATADOR RESOURCES CO COM 576485205 243 12,286 SH   DFND 2,5 12,286 0 0
MATERION CORP COM 576690101 1,534 54,800 SH   DFND 4,2,5 28,500 0 26,300
MATSON INC COM 57686G105 3,370 79,050 SH   DFND 4,2,5 58,800 0 20,250
MATTEL INC COM 577081102 283 10,402 SH   DFND 2,5 10,402 0 0
MATTEL INC COM 577081102 992 36,500 SH   DFND 4,2,5 3,600 0 32,900
MATTRESS FIRM HOLDING CORP COM 57722W106 6,217 139,300 SH   DFND 2,5 139,300 0 0
MAXLINEAR INC CL A 57776J100 1,672 113,500 SH   DFND 4,2,5 72,000 0 41,500
MBT FINANCIAL CORP COM 578877102 84 12,253 SH   DFND 4,2,5 4,606 0 7,647
MCCORMICK & CO INC/MD COM NON VTG 579780206 6,939 81,100 SH   DFND 4,2,5 15,200 0 65,900
MCDONALD'S CORP COM 580135101 3,196 27,051 SH   DFND 2,5 14,459 0 12,592
MCDONALD'S CORP COM 580135101 75,619 640,080 SH   DFND 4,2,5 251,330 0 388,750
MCGRAW HILL FINANCIAL INC COM 580645109 16,632 168,715 SH   DFND 2,5 168,715 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 9,888 100,300 SH   DFND 4,2,5 19,400 0 80,900
MCKESSON CORP COM 58155Q103 39,942 202,515 SH   DFND 2,5 202,038 0 477
MCKESSON CORP COM 58155Q103 25,305 128,300 SH   DFND 4,2,5 47,500 0 80,800
MDU RESOURCES GROUP INC COM 552690109 3,054 166,700 SH   DFND 2,5 129,800 0 36,900
MDU RESOURCES GROUP INC COM 552690109 13,923 760,000 SH   DFND 4,2,5 463,600 0 296,400
MEAD JOHNSON NUTRITION CO COM 582839106 23,076 292,285 SH   DFND 2,5 290,922 0 1,363
MEAD JOHNSON NUTRITION CO COM 582839106 6,261 79,300 SH   DFND 4,2,5 16,300 0 63,000
MEDICAL PROPERTIES TRUST INC COM 58463J304 146 12,700 SH   DFND 2,5 12,700 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,724 149,809 SH   DFND 4,2,5 73,300 0 76,509
MEDIDATA SOLUTIONS INC COM 58471A105 7,295 148,000 SH   DFND 2,5 148,000 0 0
MEDIFAST INC COM 58470H101 738 24,300 SH   DFND 4,2,5 12,100 0 12,200
MEDIVATION INC COM 58501N101 7,319 151,413 SH   DFND 2,5 151,413 0 0
MEDTRONIC PLC SHS G5960L103 31,061 403,813 SH   DFND 2,5 392,608 0 11,205
MEDTRONIC PLC SHS G5960L103 43,358 563,680 SH   DFND 4,2,5 322,680 0 241,000
MEETME INC COM 585141104 176 49,200 SH   DFND 4,2,5 28,100 0 21,100
MELLANOX TECHNOLOGIES LTD SHS M51363113 12,473 296,000 SH   DFND 2,5 296,000 0 0
MENTOR GRAPHICS CORP COM 587200106 2,021 109,718 SH   DFND 2,5 65,618 0 44,100
MENTOR GRAPHICS CORP COM 587200106 8,415 456,818 SH   DFND 4,2,5 261,418 0 195,400
MERCANTILE BANK CORP COM 587376104 128 5,200 SH   DFND 4,2,5 5,200 0 0
MERCK & CO INC COM 58933Y105 37,522 710,370 SH   DFND 2,5 369,424 0 340,946
MERCK & CO INC COM 58933Y105 172,740 3,270,361 SH   DFND 4,2,5 2,314,161 0 956,200
MEREDITH CORP COM 589433101 294 6,800 SH   DFND 4,2,5 0 0 6,800
MERIT MEDICAL SYSTEMS INC COM 589889104 1,299 69,900 SH   DFND 4,2,5 61,800 0 8,100
MERITOR INC COM 59001K100 688 82,400 SH   DFND 4,2,5 0 0 82,400
MERRIMACK PHARMACEUTICALS INC COM 590328100 3,355 424,695 SH   DFND 2,5 424,695 0 0
METHANEX CORP COM 59151K108 36 1,100 SH   DFND 4,2,5 1,100 0 0
METLIFE INC COM 59156R108 3,431 71,165 SH   DFND 2,5 69,034 0 2,131
METLIFE INC COM 59156R108 9,869 204,700 SH   DFND 4,2,5 192,500 0 12,200
MGP INGREDIENTS INC COM 55303J106 1,013 39,040 SH   DFND 4,2,5 31,642 0 7,398
MICROCHIP TECHNOLOGY INC COM 595017104 9,244 198,626 SH   DFND 2,5 198,626 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 2,855 1,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 3,041 214,787 SH   DFND 2,5 212,816 0 1,971
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 5,819 7,000,000 PRN   DFND 2,5 0 0 0
MICROSEMI CORP COM 595137100 7,500 230,137 SH   DFND 4,2,5 121,517 0 108,620
MICROSOFT CORP COM 594918104 55,766 1,005,153 SH   DFND 2,5 686,095 0 319,058
MICROSOFT CORP COM 594918104 179,177 3,229,577 SH   DFND 4,2,5 2,410,277 0 819,300
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 3,730 41,079 SH   DFND 2,5 41,079 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,210 91,800 SH   DFND 4,2,5 49,600 0 42,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 989 160,105 SH   DFND 2,5 160,105 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,033 329,027 SH   DFND 4,2,5 189,027 0 140,000
MOBILEYE NV ORD SHS N51488117 4,068 96,225 SH   DFND 2,5 96,225 0 0
MOHAWK INDUSTRIES INC COM 608190104 2,388 12,610 SH   DFND 2,5 12,610 0 0
MOHAWK INDUSTRIES INC COM 608190104 682 3,600 SH   DFND 4,2,5 0 0 3,600
MOLSON COORS BREWING CO CL B 60871R209 4,245 45,200 SH   DFND 4,2,5 19,000 0 26,200
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 641 35,609 SH   DFND 4,2,5 28,018 0 7,591
MONDELEZ INTERNATIONAL INC CL A 609207105 550 12,271 SH   DFND 2,5 10,042 0 2,229
MONDELEZ INTERNATIONAL INC CL A 609207105 47,678 1,063,300 SH   DFND 4,2,5 419,300 0 644,000
MONRO MUFFLER BRAKE INC COM 610236101 1,033 15,600 SH   DFND 4,2,5 15,600 0 0
MONSANTO CO COM 61166W101 365 3,707 SH   DFND 2,5 3,707 0 0
MONSANTO CO COM 61166W101 24,374 247,400 SH   DFND 4,2,5 116,800 0 130,600
MONSTER BEVERAGE CORP COM 61174X109 53,684 360,390 SH   DFND 2,5 360,390 0 0
MONSTER BEVERAGE CORP COM 61174X109 6,703 45,000 SH   DFND 4,2,5 10,400 0 34,600
MOODY'S CORP COM 615369105 22,876 227,981 SH   DFND 2,5 113,281 0 114,700
MOODY'S CORP COM 615369105 81,471 811,951 SH   DFND 4,2,5 590,871 0 221,080
MORGAN STANLEY COM NEW 617446448 1,201 37,767 SH   DFND 2,5 31,046 0 6,721
MORGAN STANLEY COM NEW 617446448 8,349 262,471 SH   DFND 4,2,5 216,171 0 46,300
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 900 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 1,528 55,370 SH   DFND 2,5 14,400 0 40,970
MOSAIC CO/THE COM 61945C103 13,652 494,800 SH   DFND 4,2,5 419,040 0 75,760
MOTOROLA INC COM NEW 620076307 4,696 68,600 SH   DFND 4,2,5 25,700 0 42,900
MRV COMMUNICATIONS INC COM NEW 553477407 31 2,500 SH   DFND 4,2,5 2,500 0 0
MSA SAFETY INC COM 553498106 2,826 65,000 SH   DFND 4,2,5 42,900 0 22,100
MSCI DAILY TR NET CANADA USD MSCI CDA ETF 464286509 1,192 55,458 SH   DFND 1,2,5,3 55,458 0 0
MSCI DAILY TR NET UK USD MSCI UTD KNGDM 46434V548 1,072 66,400 SH   DFND 1,2,5,3 66,400 0 0
MSCI INC COM 55354G100 50 700 SH   DFND 4,2,5 0 0 700
MURPHY OIL CORP COM 626717102 53 2,382 SH   DFND 2,5 2,382 0 0
MURPHY OIL CORP COM 626717102 418 18,600 SH   DFND 4,2,5 5,100 0 13,500
NABORS INDUSTRIES LTD SHS G6359F103 172 20,199 SH   DFND 2,5 20,199 0 0
NASDAQ INC COM 631103108 9,269 159,347 SH   DFND 2,5 78,547 0 80,800
NASDAQ INC COM 631103108 46,859 805,552 SH   DFND 4,2,5 589,552 0 216,000
NATIONAL PRESTO INDUSTRIES INC COM 637215104 182 2,200 SH   DFND 4,2,5 2,200 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 13 320 SH   DFND 2,5 320 0 0
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 497 49,127 SH   DFND 4,2,5 33,281 0 15,846
NAVIGANT CONSULTING INC COM 63935N107 2,048 127,500 SH   DFND 4,2,5 68,000 0 59,500
NCI INC CL A 62886K104 82 6,011 SH   DFND 4,2,5 1,011 0 5,000
NCR CORP COM 62886E108 61 2,500 SH   DFND 2,5 2,500 0 0
NELNET INC CL A 64031N108 27 800 SH   DFND 2,5 0 0 800
NELNET INC CL A 64031N108 348 10,380 SH   DFND 4,2,5 9,000 0 1,380
NEOPHOTONICS CORP COM 64051T100 128 11,800 SH   DFND 4,2,5 11,800 0 0
NETEASE INC SPONSORED ADR 64110W102 91 500 SH   DFND 2,5 500 0 0
NETFLIX INC COM 64110L106 9,436 82,500 SH   DFND 4,2,5 62,400 0 20,100
NETGEAR INC COM 64111Q104 3,659 87,300 SH   DFND 4,2,5 45,900 0 41,400
NETSCOUT SYSTEMS INC COM 64115T104 5,759 187,600 SH   DFND 4,2,5 120,300 0 67,300
NEUSTAR INC CL A 64126X201 42 1,740 SH   DFND 2,5 0 0 1,740
NEUSTAR INC CL A 64126X201 4,509 188,100 SH   DFND 4,2,5 78,020 0 110,080
NEVSUN RESOURCES LTD COM 64156L101 5 1,900 SH   DFND 4,2,5 0 0 1,900
NEW GOLD INC COM 644535106 43 18,400 SH   DFND 4,2,5 18,400 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 6,258 199,502 SH   DFND 2,5 170,796 0 28,706
NEW RELIC INC COM 64829B100 3,862 106,000 SH   DFND 2,5 106,000 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 3,899 238,900 SH   DFND 4,2,5 212,600 0 26,300
NEWELL RUBBERMAID INC COM 651229106 2,690 61,016 SH   DFND 2,5 61,016 0 0
NEWELL RUBBERMAID INC COM 651229106 5,532 125,500 SH   DFND 4,2,5 18,600 0 106,900
NEWFIELD EXPLORATION CO COM 651290108 410 12,600 SH   DFND 2,5 12,600 0 0
NEWLINK GENETICS CORP COM 651511107 10,204 280,393 SH   DFND 2,5 280,393 0 0
NEWMONT MINING CORP COM 651639106 2,043 113,561 SH   DFND 2,5 113,561 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 118 22,271 SH   DFND 2,5 22,271 0 0
NEWPORT CORP COM 651824104 1,738 109,540 SH   DFND 4,2,5 56,900 0 52,640
NEWS CORP CL A 65249B109 6,078 454,940 SH   DFND 2,5 205,890 0 249,050
NEWS CORP CL A 65249B109 20,172 1,509,877 SH   DFND 4,2,5 1,290,247 0 219,630
NEWTEK BUSINESS SERVICES CORP COM NEW 652526203 301 21,000 SH   DFND 4,2,5 9,800 0 11,200
NEXTERA ENERGY INC COM 65339F101 8,378 80,640 SH   DFND 2,5 78,920 0 1,720
NEXTERA ENERGY INC COM 65339F101 38,107 366,800 SH   DFND 4,2,5 123,700 0 243,100
NICE-SYSTEMS LTD SPONSORED ADR 653656108 375 6,540 SH   DFND 2,5 6,540 0 0
NIKE INC CL B 654106103 15,777 252,436 SH   DFND 2,5 250,314 0 2,122
NIKE INC CL B 654106103 56,956 911,300 SH   DFND 4,2,5 510,500 0 400,800
NIMBLE STORAGE INC COM 65440R101 1,895 206,000 SH   DFND 2,5 206,000 0 0
NIVALIS THERAPEUTICS INC COM 65481J109 3,050 394,040 SH   DFND 2,5 394,040 0 0
NOBLE ENERGY INC COM 655044105 2,867 87,051 SH   DFND 2,5 69,151 0 17,900
NOBLE ENERGY INC COM 655044105 4,399 133,600 SH   DFND 4,2,5 128,400 0 5,200
NORFOLK SOUTHERN CORP COM 655844108 292 3,452 SH   DFND 2,5 2,578 0 874
NORFOLK SOUTHERN CORP COM 655844108 5,498 65,000 SH   DFND 4,2,5 18,900 0 46,100
NORTHEAST UTILITIES COM 30040W108 988 19,340 SH   DFND 2,5 12,510 0 6,830
NORTHEAST UTILITIES COM 30040W108 30,105 589,480 SH   DFND 4,2,5 176,660 0 412,820
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 238 9,214 SH   DFND 2,5 9,214 0 0
NORTHERN TRUST CORP COM 665859104 3,655 50,700 SH   DFND 4,2,5 13,200 0 37,500
NORTHRIM BANCORP INC COM 666762109 104 3,900 SH   DFND 4,2,5 2,200 0 1,700
NORTHROP GRUMMAN CORP COM 666807102 879 4,655 SH   DFND 2,5 1,455 0 3,200
NORTHROP GRUMMAN CORP COM 666807102 47,950 253,960 SH   DFND 4,2,5 75,570 0 178,390
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 14,445 246,500 SH   DFND 2,5 246,500 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 10,182 799,215 SH   DFND 2,5 799,215 0 0
NOVAVAX INC COM 670002104 2,900 345,634 SH   DFND 2,5 345,634 0 0
NOVAVAX INC COM 670002104 108 12,900 SH   DFND 4,2,5 0 0 12,900
NUANCE COMMUNICATIONS INC COM 67020Y100 5,633 283,200 SH   DFND 2,5 173,000 0 110,200
NUANCE COMMUNICATIONS INC COM 67020Y100 18,734 941,900 SH   DFND 4,2,5 547,700 0 394,200
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,021 3,000,000 PRN   DFND 2,5 0 0 0
NUCOR CORP COM 670346105 1,749 43,400 SH   DFND 4,2,5 13,200 0 30,200
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 958 37,100 SH   DFND 4,2,5 24,600 0 12,500
NUVASIVE INC COM 670704105 8,990 166,135 SH   DFND 2,5 166,135 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 8,745 5,250,000 PRN   DFND 2,5 0 0 0
NXP SEMICONDUCTORS NV COM N6596X109 36,456 432,715 SH   DFND 2,5 425,931 0 6,784
O'REILLY AUTOMOTIVE INC COM 67103H107 19,128 75,480 SH   DFND 2,5 75,480 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 24,131 95,220 SH   DFND 4,2,5 67,120 0 28,100
OCCIDENTAL PETROLEUM CORP COM 674599105 10,256 151,699 SH   DFND 2,5 112,532 0 39,167
OCCIDENTAL PETROLEUM CORP COM 674599105 19,252 284,754 SH   DFND 4,2,5 245,114 0 39,640
OCEAN SHORE HOLDING CO COM 67501R103 48 2,771 SH   DFND 4,2,5 2,655 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 228 6,080 SH   DFND 2,5 6,080 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 26 700 SH   DFND 4,2,5 0 0 700
OIL-DRI CORP OF AMERICA COM 677864100 44 1,200 SH   DFND 4,2,5 0 0 1,200
OMEGA HEALTHCARE INVESTORS INC COM 681936100 14 403 SH   DFND 2,5 403 0 0
OMEGA PROTEIN CORP COM 68210P107 1,514 68,200 SH   DFND 4,2,5 44,300 0 23,900
OMNICOM GROUP INC COM 681919106 23,142 305,868 SH   DFND 2,5 149,648 0 156,220
OMNICOM GROUP INC COM 681919106 83,863 1,108,418 SH   DFND 4,2,5 814,748 0 293,670
ON SEMICONDUCTOR CORP COM 682189105 4,608 470,200 SH   DFND 4,2,5 270,700 0 199,500
ONE LIBERTY PROPERTIES INC COM 682406103 469 21,851 SH   DFND 4,2,5 14,000 0 7,851
OPEN TEXT CORP COM 683715106 658 13,782 SH   DFND 2,5 8,982 0 4,800
OPEN TEXT CORP COM 683715106 1,365 28,582 SH   DFND 4,2,5 19,282 0 9,300
OPHTHOTECH CORP COM 683745103 14,437 183,842 SH   DFND 2,5 183,842 0 0
OPOWER INC COM 68375Y109 314 29,697 SH   DFND 2,5 29,697 0 0
ORACLE CORP COM 68389X105 10,997 301,033 SH   DFND 2,5 233,125 0 67,908
ORACLE CORP COM 68389X105 55,114 1,508,721 SH   DFND 4,2,5 834,321 0 674,400
OUTFRONT MEDIA INC COM 69007J106 2,988 136,871 SH   DFND 4,2,5 59,080 0 77,791
OVERSTOCK.COM INC COM 690370101 259 21,100 SH   DFND 4,2,5 5,100 0 16,000
OWENS & MINOR INC COM 690732102 72 2,000 SH   DFND 2,5 0 0 2,000
OWENS & MINOR INC COM 690732102 6,145 170,800 SH   DFND 4,2,5 87,100 0 83,700
OWENS CORNING COM 690742101 3,160 67,200 SH   DFND 4,2,5 34,500 0 32,700
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,014 609,879 SH   DFND 2,5 609,879 0 0
OXFORD INDUSTRIES INC COM 691497309 2,674 41,900 SH   DFND 4,2,5 20,800 0 21,100
PACCAR INC COM 693718108 2,744 57,900 SH   DFND 4,2,5 16,500 0 41,400
PACWEST BANCORP COM 695263103 297 6,900 SH   DFND 4,2,5 0 0 6,900
PALO ALTO NETWORKS INC COM 697435105 14,338 81,400 SH   DFND 2,5 81,400 0 0
PAN AMERICAN SILVER CORP COM 697900108 4,086 630,026 SH   DFND 2,5 630,026 0 0
PANERA BREAD CO CL A 69840W108 7,109 36,500 SH   DFND 2,5 36,500 0 0
PAPA JOHN'S INTERNATIONAL INC COM 698813102 218 3,900 SH   DFND 4,2,5 0 0 3,900
PARKER-HANNIFIN CORP COM 701094104 5,945 61,300 SH   DFND 4,2,5 6,900 0 54,400
PARKWAY PROPERTIES INC/MD COM 70159Q104 231 14,796 SH   DFND 2,5 14,796 0 0
PATRICK INDUSTRIES INC COM 703343103 1,488 34,200 SH   DFND 4,2,5 19,300 0 14,900
PATTERSON-UTI ENERGY INC COM 703481101 1,707 113,200 SH   DFND 4,2,5 39,800 0 73,400
PAYCHEX INC COM 704326107 11,768 222,500 SH   DFND 4,2,5 42,900 0 179,600
PAYPAL HOLDINGS INC COM 70450Y103 4,492 124,100 SH   DFND 2,5 124,100 0 0
PAYPAL HOLDINGS INC COM 70450Y103 6,549 180,900 SH   DFND 4,2,5 171,100 0 9,800
PC CONNECTION INC COM 69318J100 68 3,000 SH   DFND 4,2,5 400 0 2,600
PC-TEL INC COM 69325Q105 63 13,900 SH   DFND 4,2,5 10,660 0 3,240
PDL BIOPHARMA INC COM 69329Y104 29 8,100 SH   DFND 2,5 0 0 8,100
PDL BIOPHARMA INC COM 69329Y104 1,935 546,600 SH   DFND 4,2,5 243,000 0 303,600
PEBBLEBROOK HOTEL TRUST COM 70509V100 1,030 36,766 SH   DFND 2,5 36,766 0 0
PEMBINA PIPELINE CORP COM 706327103 696 32,087 SH   DFND 2,5 21,587 0 10,500
PEMBINA PIPELINE CORP COM 706327103 793 36,521 SH   DFND 4,2,5 29,021 0 7,500
PENN NATIONAL GAMING INC COM 707569109 26 1,600 SH   DFND 2,5 0 0 1,600
PENN NATIONAL GAMING INC COM 707569109 3,560 222,200 SH   DFND 4,2,5 107,100 0 115,100
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 197 9,000 SH   DFND 4,2,5 0 0 9,000
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 1,198 28,300 SH   DFND 2,5 9,300 0 19,000
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 7,105 167,800 SH   DFND 4,2,5 92,100 0 75,700
PENTAIR PLC SHS G7S00T104 1,565 31,600 SH   DFND 4,2,5 9,500 0 22,100
PEOPLE'S UNITED FINANCIAL INC COM 712704105 262 16,225 SH   DFND 2,5 16,225 0 0
PEOPLES BANCORP OF NORTH CAROLINA INC COM 710577107 27 1,400 SH   DFND 4,2,5 0 0 1,400
PEPSICO INC COM 713448108 12,670 126,799 SH   DFND 2,5 78,259 0 48,540
PEPSICO INC COM 713448108 117,350 1,174,437 SH   DFND 4,2,5 635,897 0 538,540
PERFICIENT INC COM 71375U101 257 14,990 SH   DFND 4,2,5 12,820 0 2,170
PERRY ELLIS INTERNATIONAL INC COM 288853104 1,020 55,400 SH   DFND 4,2,5 39,600 0 15,800
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 19 5,574 SH   DFND 2,5 5,574 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 19 5,574 SH   DFND 4,2,5 5,574 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 32 7,500 SH   DFND 2,5 0 0 7,500
PFIZER INC COM 717081103 45,510 1,409,840 SH   DFND 2,5 711,352 0 698,488
PFIZER INC COM 717081103 222,848 6,903,600 SH   DFND 4,2,5 4,731,000 0 2,172,600
PG&E CORP COM 69331C108 146 2,737 SH   DFND 2,5 2,737 0 0
PG&E CORP COM 69331C108 6,319 118,800 SH   DFND 4,2,5 36,200 0 82,600
PHILIP MORRIS INTERNATIONAL INC COM 718172109 26,790 304,738 SH   DFND 2,5 271,723 0 33,015
PHILIP MORRIS INTERNATIONAL INC COM 718172109 70,774 805,070 SH   DFND 4,2,5 428,370 0 376,700
PHILLIPS 66 COM 718546104 1,830 22,372 SH   DFND 2,5 21,373 0 999
PHILLIPS 66 COM 718546104 23,395 286,000 SH   DFND 4,2,5 132,500 0 153,500
PHYSICIANS REALTY TRUST COM 71943U104 6,284 372,740 SH   DFND 2,5 372,740 0 0
PIER 1 IMPORTS INC COM 720279108 54 10,700 SH   DFND 4,2,5 0 0 10,700
PINNACLE ENTERTAINMENT INC COM 723456109 629 20,205 SH   DFND 4,2,5 12,180 0 8,025
PIONEER NATURAL RESOURCES CO COM 723787107 3,232 25,778 SH   DFND 2,5 21,738 0 4,040
PIONEER NATURAL RESOURCES CO COM 723787107 5,084 40,551 SH   DFND 4,2,5 33,261 0 7,290
PJT PARTNERS INC COM CL A 69343T107 289 10,213 SH   DFND 2,5 10,213 0 0
PLATFORM SPECIALTY PRODUCTS CORP COM 72766Q105 33,857 2,638,931 SH   DFND 2,5 0 0 2,638,931
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 1,258 13,201 SH   DFND 2,5 13,201 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 35,484 372,300 SH   DFND 4,2,5 141,000 0 231,300
POLARIS INDUSTRIES INC COM 731068102 10,099 117,500 SH   DFND 2,5 117,500 0 0
POLYCOM INC COM 73172K104 4,344 345,000 SH   DFND 4,2,5 186,500 0 158,500
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH   DFND 2,5 0 0 1
PORTOLA PHARMACEUTICALS INC COM 737010108 11,838 230,085 SH   DFND 2,5 230,085 0 0
POSCO SPONSORED ADR 693483109 371 10,500 SH   DFND 2,5 0 0 10,500
POST PROPERTIES INC COM 737464107 2,492 42,115 SH   DFND 2,5 42,115 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 176 10,327 SH   DFND 2,5 10,327 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 2,976 174,400 SH   DFND 4,2,5 45,000 0 129,400
POTLATCH CORP COM 737630103 178 5,887 SH   DFND 2,5 5,887 0 0
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 78 2,640 SH   DFND 1,2,5,3 2,640 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 86 4,160 SH   DFND 1,2,5,3 4,160 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 16 755 SH   DFND 2,5 755 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 644 54,200 SH   DFND 1,2,5,3 54,200 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,287 96,320 SH   DFND 1,2,5,3 96,320 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 15 1,091 SH   DFND 2,5 1,091 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 3,811 163,290 SH   DFND 1,2,5,3 163,290 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 5,879 169,610 SH   DFND 1,2,5,3 169,610 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 1,853 84,750 SH   DFND 1,2,5,3 84,750 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 123 3,650 SH   DFND 1,2,5,3 3,650 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 145 6,640 SH   DFND 1,2,5,3 6,640 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 108 9,130 SH   DFND 1,2,5,3 9,130 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 76 6,650 SH   DFND 1,2,5,3 6,650 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 309 13,480 SH   DFND 1,2,5,3 13,480 0 0
POWERSHARES MULTI-STRATEGY A ALT MULTI STRG 73935B870 1,517 68,220 SH   DFND 1,2,5,3 68,220 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,147 55,930 SH   DFND 1,2,5,3 55,930 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSHS SP500 LOW 73937B654 301 9,030 SH   DFND 1,2,5,3 9,030 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 318 8,240 SH   DFND 1,2,5,3 8,240 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 333 16,390 SH   DFND 1,2,5,3 16,390 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 734 25,670 SH   DFND 1,2,5,3 25,670 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 371 10,910 SH   DFND 1,2,5,3 10,910 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 232 15,130 SH   DFND 1,2,5,3 15,130 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 180 5,320 SH   DFND 1,2,5,3 5,320 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 102 21,620 SH   DFND 1,2,5,3 21,620 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 69 3,530 SH   DFND 1,2,5,3 3,530 0 0
PPG INDUSTRIES INC COM 693506107 247 2,498 SH   DFND 2,5 1,866 0 632
PPG INDUSTRIES INC COM 693506107 8,815 89,200 SH   DFND 4,2,5 20,200 0 69,000
PPL CORP COM 69351T106 15,444 452,500 SH   DFND 4,2,5 105,100 0 347,400
PRA GROUP INC COM 69354N106 3,896 112,300 SH   DFND 4,2,5 49,400 0 62,900
PRAXAIR INC COM 74005P104 42 415 SH   DFND 2,5 415 0 0
PRAXAIR INC COM 74005P104 25,508 249,100 SH   DFND 4,2,5 87,900 0 161,200
PRECISION CASTPARTS CORP COM 740189105 1,252 5,396 SH   DFND 2,5 5,129 0 267
PRECISION CASTPARTS CORP COM 740189105 3,434 14,800 SH   DFND 4,2,5 4,200 0 10,600
PRECISION DRILLING CORP COM 2010 74022D308 173 43,968 SH   DFND 2,5 43,968 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3 800 SH   DFND 4,2,5 800 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 578 13,733 SH   DFND 4,2,5 9,992 0 3,741
PREMIER FINANCIAL BANCORP INC COM 74050M105 599 36,464 SH   DFND 4,2,5 24,414 0 12,050
PRICELINE GROUP INC/THE COM NEW 741503403 81,564 63,974 SH   DFND 2,5 55,255 0 8,719
PRICELINE GROUP INC/THE COM NEW 741503403 89,960 70,560 SH   DFND 4,2,5 54,550 0 16,010
PRICELINE GROUP INC/THE NOTE 1.000% 3/1 741503AQ9 41,235 29,000,000 PRN   DFND 2,5 0 0 0
PRICELINE GROUP INC/THE NOTE 0.900% 9/1 741503AX4 5,044 5,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 5 100 SH   DFND 4,2,5 0 0 100
PRIMERO MINING CORP COM 74164W106 53 23,800 SH   DFND 4,2,5 23,800 0 0
PROCTER & GAMBLE CO COM 742718109 17,089 215,202 SH   DFND 2,5 135,350 0 79,852
PROCTER & GAMBLE CO COM 742718109 110,804 1,395,342 SH   DFND 4,2,5 793,662 0 601,680
PROGRESS SOFTWARE CORP COM 743312100 3,053 127,200 SH   DFND 4,2,5 72,300 0 54,900
PROGRESSIVE CORP/THE COM 743315103 2,716 85,413 SH   DFND 2,5 85,413 0 0
PROGRESSIVE CORP/THE COM 743315103 878 27,600 SH   DFND 4,2,5 24,400 0 3,200
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 253 10,800 SH   DFND 4,2,5 4,800 0 6,000
PROLOGIS INC COM 74340W103 12,975 302,316 SH   DFND 2,5 287,896 0 14,420
PROLOGIS INC COM 74340W103 9,720 226,479 SH   DFND 4,2,5 169,179 0 57,300
PROOFPOINT INC COM 743424103 16,708 257,000 SH   DFND 2,5 257,000 0 0
PROSHARES HEDGE REPLICATION ETF HD REPLICATION 74347X294 912 21,680 SH   DFND 1,2,5,3 21,680 0 0
PROSHARES RAFI LONG/SHORT RAFI LG SHT FD 74347X310 928 23,860 SH   DFND 1,2,5,3 23,860 0 0
PROTHENA CORP PLC SHS G72800108 12,893 189,298 SH   DFND 2,5 189,298 0 0
PROTHENA CORP PLC SHS G72800108 688 10,100 SH   DFND 4,2,5 8,760 0 1,340
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 20 1,073 SH   DFND 4,2,5 600 0 473
PRUDENTIAL FINANCIAL INC COM 744320102 2,179 26,766 SH   DFND 2,5 25,716 0 1,050
PRUDENTIAL FINANCIAL INC COM 744320102 6,016 73,900 SH   DFND 4,2,5 68,900 0 5,000
PTC INC COM 69370C100 12,319 355,741 SH   DFND 2,5 355,741 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 13,534 349,800 SH   DFND 4,2,5 116,700 0 233,100
PUBLIC STORAGE COM 74460D109 5,389 21,755 SH   DFND 2,5 15,645 0 6,110
PUBLIC STORAGE COM 74460D109 13,796 55,695 SH   DFND 4,2,5 47,495 0 8,200
PVH CORP COM 693656100 1,200 16,300 SH   DFND 4,2,5 3,800 0 12,500
QAD INC CL B 74727D207 101 5,500 SH   DFND 4,2,5 5,500 0 0
QEP RESOURCES INC COM 74733V100 41 3,062 SH   DFND 2,5 3,062 0 0
QIAGEN NV REG SHS N72482107 27,662 1,000,441 SH   DFND 2,5 1,000,441 0 0
QLIK TECHNOLOGIES INC COM 74733T105 4,274 135,000 SH   DFND 2,5 135,000 0 0
QLOGIC CORP COM 747277101 1,161 95,200 SH   DFND 4,2,5 78,700 0 16,500
QUALCOMM INC COM 747525103 62,441 1,249,200 SH   DFND 2,5 1,237,400 0 11,800
QUALCOMM INC COM 747525103 34,790 696,000 SH   DFND 4,2,5 358,900 0 337,100
QUANTA SERVICES INC COM 74762E102 14,280 705,200 SH   DFND 2,5 705,200 0 0
QUEST DIAGNOSTICS INC COM 74834L100 14,704 206,689 SH   DFND 2,5 97,915 0 108,774
QUEST DIAGNOSTICS INC COM 74834L100 53,901 757,669 SH   DFND 4,2,5 567,019 0 190,650
QUINSTREET INC COM 74874Q100 67 15,600 SH   DFND 4,2,5 15,600 0 0
RACKSPACE HOSTING INC COM 750086100 3,292 130,000 SH   DFND 2,5 130,000 0 0
RADIAN GROUP INC COM 750236101 1,077 80,400 SH   DFND 2,5 80,400 0 0
RADIAN GROUP INC COM 750236101 8,085 603,810 SH   DFND 4,2,5 342,410 0 261,400
RADWARE LTD ORD M81873107 3,973 259,000 SH   DFND 2,5 259,000 0 0
RAMCO-GERSHENSON PROPERTIES TRUST COM SH BEN INT 751452202 8 500 SH   DFND 4,2,5 500 0 0
RANGE RESOURCES CORP COM 75281A109 61 2,475 SH   DFND 2,5 2,475 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,287 39,453 SH   DFND 2,5 39,453 0 0
RAYTHEON CO COM NEW 755111507 89 713 SH   DFND 2,5 533 0 180
RAYTHEON CO COM NEW 755111507 31,519 253,100 SH   DFND 4,2,5 97,800 0 155,300
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 467 46,776 SH   DFND 4,2,5 36,737 0 10,039
READING INTERNATIONAL INC CL A 755408101 1,020 77,800 SH   DFND 4,2,5 55,400 0 22,400
REALNETWORKS INC COM NEW 75605L708 451 106,065 SH   DFND 4,2,5 73,617 0 32,448
REALTY INCOME CORP COM 756109104 29 563 SH   DFND 2,5 563 0 0
RED HAT INC COM 756577102 5,383 65,000 SH   DFND 2,5 65,000 0 0
RED HAT INC COM 756577102 994 12,000 SH   DFND 4,2,5 0 0 12,000
RED HAT INC NOTE 0.250%10/0 756577AD4 44,264 34,000,000 PRN   DFND 2,5 0 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 1,155 18,700 SH   DFND 4,2,5 15,900 0 2,800
REGAL ENTERTAINMENT GROUP CL A 758766109 926 49,059 SH   DFND 2,5 26,509 0 22,550
REGAL ENTERTAINMENT GROUP CL A 758766109 2,751 145,769 SH   DFND 4,2,5 70,279 0 75,490
REGENCY CENTERS CORP COM 758849103 16 238 SH   DFND 2,5 238 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 49,155 90,546 SH   DFND 2,5 90,546 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 8,034 14,800 SH   DFND 4,2,5 10,600 0 4,200
REGULUS THERAPEUTICS INC COM 75915K101 7,917 907,937 SH   DFND 2,5 907,937 0 0
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 892 10,424 SH   DFND 2,5 10,424 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 668 5,900 SH   DFND 4,2,5 1,600 0 4,300
REPLIGEN CORP COM 759916109 76 2,700 SH   DFND 4,2,5 0 0 2,700
REPUBLIC BANCORP INC/KY CL A 760281204 166 6,300 SH   DFND 4,2,5 0 0 6,300
REPUBLIC SERVICES INC COM 760759100 15,511 352,600 SH   DFND 2,5 167,800 0 184,800
REPUBLIC SERVICES INC COM 760759100 61,448 1,396,860 SH   DFND 4,2,5 943,700 0 453,160
RESOURCE AMERICA INC CL A 761195205 73 11,911 SH   DFND 4,2,5 9,917 0 1,994
RESTORATION HARDWARE HOLDINGS INC COM 761283100 14,698 185,000 SH   DFND 2,5 185,000 0 0
RETROPHIN INC COM 761299106 895 46,400 SH   DFND 4,2,5 40,000 0 6,400
REVLON INC CL A NEW 761525609 28 1,000 SH   DFND 4,2,5 500 0 500
REX AMERICAN RESOURCES CORP COM 761624105 151 2,796 SH   DFND 2,5 2,796 0 0
REX AMERICAN RESOURCES CORP COM 761624105 215 3,970 SH   DFND 4,2,5 1,950 0 2,020
REYNOLDS AMERICAN INC COM 761713106 25,535 553,312 SH   DFND 2,5 276,402 0 276,910
REYNOLDS AMERICAN INC COM 761713106 86,539 1,875,162 SH   DFND 4,2,5 1,229,832 0 645,330
RIGEL PHARMACEUTICALS INC COM NEW 766559603 5,862 1,934,806 SH   DFND 2,5 1,934,806 0 0
RIGHTSIDE GROUP LTD COM 76658B100 34 4,100 SH   DFND 4,2,5 4,100 0 0
RITE AID CORP COM 767754104 1,676 213,800 SH   DFND 4,2,5 0 0 213,800
RIVERVIEW BANCORP INC COM 769397100 42 8,900 SH   DFND 4,2,5 8,000 0 900
RLJ LODGING TRUST COM 74965L101 914 42,277 SH   DFND 2,5 26,167 0 16,110
RLJ LODGING TRUST COM 74965L101 6,785 313,670 SH   DFND 4,2,5 191,970 0 121,700
RMR GROUP INC/THE CL A 74967R106 77 5,311 SH   DFND 2,5 2,282 0 3,029
RMR GROUP INC/THE CL A 74967R106 195 13,536 SH   DFND 4,2,5 10,043 0 3,493
ROCKWELL AUTOMATION INC COM 773903109 6,476 63,112 SH   DFND 2,5 63,112 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,883 67,084 SH   DFND 4,2,5 16,600 0 50,484
ROCKWELL COLLINS INC COM 774341101 231 2,500 SH   DFND 2,5 0 0 2,500
ROCKWELL COLLINS INC COM 774341101 10,688 115,800 SH   DFND 4,2,5 23,600 0 92,200
ROCKY BRANDS INC COM 774515100 482 41,700 SH   DFND 4,2,5 30,200 0 11,500
ROGERS COMMUNICATIONS INC CL B 775109200 639 18,600 SH   DFND 2,5 18,600 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 8,166 237,700 SH   DFND 4,2,5 54,000 0 183,700
ROPER TECHNOLOGIES INC COM 776696106 76,004 400,463 SH   DFND 2,5 395,759 0 4,704
ROPER TECHNOLOGIES INC COM 776696106 12,185 64,200 SH   DFND 4,2,5 11,100 0 53,100
ROSETTA STONE INC COM 777780107 180 26,846 SH   DFND 4,2,5 22,551 0 4,295
ROSS STORES INC COM 778296103 10,988 204,200 SH   DFND 4,2,5 34,300 0 169,900
ROVI CORP COM 779376102 4,170 250,300 SH   DFND 4,2,5 120,200 0 130,100
ROYAL BANK OF CANADA COM 780087102 12,092 226,536 SH   DFND 2,5 162,178 0 64,358
ROYAL BANK OF CANADA COM 780087102 54,960 1,029,597 SH   DFND 4,2,5 401,697 0 627,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 55,620 549,552 SH   DFND 2,5 549,552 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,336 13,200 SH   DFND 4,2,5 0 0 13,200
RPX CORP COM 74972G103 998 90,700 SH   DFND 4,2,5 76,300 0 14,400
RR DONNELLEY & SONS CO COM 257867101 1,476 100,300 SH   DFND 4,2,5 0 0 100,300
RTI SURGICAL INC COM 74975N105 283 71,400 SH   DFND 4,2,5 24,700 0 46,700
RUTH'S HOSPITALITY GROUP INC COM 783332109 1,469 92,296 SH   DFND 4,2,5 49,296 0 43,000
S&P 500 TR 1988 CORE S&P500 ETF 464287200 56,568 276,117 SH   DFND 1,2,5,3 276,117 0 0
S&P TOTAL RETURN INDEX TR UNIT 78462F103 6,897 33,829 SH   DFND 2,5 13,829 0 20,000
SABRA HEALTH CARE REIT INC COM 78573L106 158 7,832 SH   DFND 2,5 7,832 0 0
SALESFORCE.COM INC COM 79466L302 63,715 812,688 SH   DFND 2,5 810,541 0 2,147
SALESFORCE.COM INC COM 79466L302 7,142 91,100 SH   DFND 4,2,5 83,400 0 7,700
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 9,325 7,250,000 PRN   DFND 2,5 0 0 0
SANDERSON FARMS INC COM 800013104 434 5,600 SH   DFND 2,5 4,000 0 1,600
SANDERSON FARMS INC COM 800013104 1,473 19,000 SH   DFND 4,2,5 4,000 0 15,000
SANDISK CORP COM 80004C101 3,800 50,000 SH   DFND 2,5 50,000 0 0
SAUL CENTERS INC COM 804395101 1,758 34,284 SH   DFND 2,5 34,284 0 0
SCANA CORP COM 80589M102 12,468 206,120 SH   DFND 2,5 99,820 0 106,300
SCANA CORP COM 80589M102 41,025 678,210 SH   DFND 4,2,5 539,980 0 138,230
SCHLUMBERGER LTD COM 806857108 8,494 121,779 SH   DFND 2,5 65,906 0 55,873
SCHLUMBERGER LTD COM 806857108 40,399 579,191 SH   DFND 4,2,5 413,691 0 165,500
SCIENCE APPLICATIONS INTERNATIONAL CORP COM 808625107 266 5,800 SH   DFND 4,2,5 0 0 5,800
SCORPIO TANKERS INC SHS Y7542C106 3,262 406,700 SH   DFND 4,2,5 231,200 0 175,500
SEACHANGE INTERNATIONAL INC COM 811699107 337 49,999 SH   DFND 4,2,5 43,440 0 6,559
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,655 99,711 SH   DFND 2,5 99,711 0 0
SEALED AIR CORP COM 81211K100 874 19,600 SH   DFND 4,2,5 0 0 19,600
SEARS CANADA INC COM 81234D109 100 19,600 SH   DFND 4,2,5 11,600 0 8,000
SEATTLE GENETICS INC COM 812578102 15,667 349,082 SH   DFND 2,5 349,082 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 229 11,621 SH   DFND 2,5 11,621 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 3,798 192,900 SH   DFND 4,2,5 95,000 0 97,900
SEI INVESTMENTS CO COM 784117103 32,838 626,682 SH   DFND 2,5 626,682 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 61 3,100 SH   DFND 4,2,5 3,100 0 0
SEMPRA ENERGY COM 816851109 18,670 198,600 SH   DFND 4,2,5 46,200 0 152,400
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 2,504 168,750 SH   DFND 2,5 51,300 0 117,450
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 11,363 765,680 SH   DFND 4,2,5 567,080 0 198,600
SENSATA TECHNOLOGIES HOLDING NV SHS N7902X106 5,901 128,107 SH   DFND 2,5 128,107 0 0
SERVICENOW INC COM 81762P102 20,471 236,500 SH   DFND 2,5 236,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,444 201,007 SH   DFND 2,5 143,191 0 57,816
SHAW COMMUNICATIONS INC CL B CONV 82028K200 9,711 566,791 SH   DFND 4,2,5 311,891 0 254,900
SHERWIN-WILLIAMS CO/THE COM 824348106 13,889 53,500 SH   DFND 4,2,5 10,400 0 43,100
SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD 824596100 504 15,000 SH   DFND 2,5 0 0 15,000
SI FINANCIAL GROUP INC COM 78425V104 20 1,500 SH   DFND 4,2,5 1,500 0 0
SIGMA DESIGNS INC COM 826565103 464 73,400 SH   DFND 4,2,5 31,600 0 41,800
SIGNATURE BANK/NEW YORK NY COM 82669G104 12,576 82,000 SH   DFND 2,5 82,000 0 0
SILGAN HOLDINGS INC COM 827048109 387 7,200 SH   DFND 4,2,5 1,600 0 5,600
SILVER STANDARD RESOURCES INC COM 82823L106 4,509 874,779 SH   DFND 2,5 874,779 0 0
SILVER WHEATON CORP COM 828336107 2,458 198,546 SH   DFND 2,5 198,546 0 0
SIMON PROPERTY GROUP INC COM 828806109 25,032 128,739 SH   DFND 2,5 111,833 0 16,906
SIMON PROPERTY GROUP INC COM 828806109 25,720 132,278 SH   DFND 4,2,5 121,978 0 10,300
SJW CORP COM 784305104 12 400 SH   DFND 2,5 0 0 400
SJW CORP COM 784305104 56 1,900 SH   DFND 4,2,5 0 0 1,900
SK TELECOM CO LTD SPONSORED ADR 78440P108 123 6,100 SH   DFND 2,5 0 0 6,100
SKECHERS U.S.A. INC CL A 830566105 4,625 153,107 SH   DFND 2,5 77,807 0 75,300
SKECHERS U.S.A. INC CL A 830566105 17,397 575,857 SH   DFND 4,2,5 398,807 0 177,050
SKYWORKS SOLUTIONS INC COM 83088M102 1,846 24,027 SH   DFND 2,5 24,027 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,099 14,300 SH   DFND 4,2,5 100 0 14,200
SL GREEN REALTY CORP COM 78440X101 1,958 17,333 SH   DFND 2,5 17,333 0 0
SL INDUSTRIES INC COM 784413106 34 1,068 SH   DFND 4,2,5 787 0 281
SLM CORP COM 78442P106 195 29,900 SH   DFND 4,2,5 0 0 29,900
SMITH & WESSON HOLDING CORP COM 831756101 3,376 153,600 SH   DFND 4,2,5 75,200 0 78,400
SNAP-ON INC COM 833034101 720 4,200 SH   DFND 4,2,5 0 0 4,200
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 25 1,300 SH   DFND 2,5 1,300 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 25 1,300 SH   DFND 4,2,5 1,300 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 108 6,605 SH   DFND 2,5 6,605 0 0
SOLAR CAPITAL LTD COM 83413U100 1,371 83,440 SH   DFND 4,2,5 38,850 0 44,590
SONUS NETWORKS INC COM NEW 835916503 845 118,490 SH   DFND 4,2,5 79,330 0 39,160
SOUTHERN CO/THE COM 842587107 2,297 49,090 SH   DFND 2,5 45,091 0 3,999
SOUTHERN CO/THE COM 842587107 38,124 814,800 SH   DFND 4,2,5 285,500 0 529,300
SOUTHERN MISSOURI BANCORP INC COM 843380106 111 4,632 SH   DFND 4,2,5 4,352 0 280
SOUTHWEST AIRLINES CO COM 844741108 4,340 100,800 SH   DFND 4,2,5 99,500 0 1,300
SOUTHWEST GAS CORP COM 844895102 5,257 95,300 SH   DFND 4,2,5 66,700 0 28,600
SOUTHWESTERN ENERGY CO COM 845467109 47 6,664 SH   DFND 2,5 6,664 0 0
SP PLUS CORP COM 78469C103 522 21,827 SH   DFND 4,2,5 15,927 0 5,900
SPARK THERAPEUTICS INC COM 84652J103 7,354 162,310 SH   DFND 2,5 162,310 0 0
SPARTANNASH CO COM 847215100 2,320 107,200 SH   DFND 4,2,5 54,300 0 52,900
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 5,249 121,270 SH   DFND 1,2,5,3 121,270 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 6,721 198,195 SH   DFND 1,2,5,3 198,195 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,233 48,010 SH   DFND 1,2,5,3 48,010 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 898 17,840 SH   DFND 1,2,5,3 17,840 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 16 171 SH   DFND 2,5 171 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 687 19,964 SH   DFND 1,2,5,3 19,964 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 15 152 SH   DFND 2,5 152 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 149 2,620 SH   DFND 1,2,5,3 2,620 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 306 4,130 SH   DFND 1,2,5,3 4,130 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 175 2,350 SH   DFND 1,2,5,3 2,350 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,755 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 3,859 52,429 SH   DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 269 11,967 SH   DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,542 40,900 SH   DFND 1,2,5,3 40,900 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 17 1,100 SH   DFND 1,2,5,3 1,100 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 115 6,540 SH   DFND 1,2,5,3 6,540 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 154 5,080 SH   DFND 1,2,5,3 5,080 0 0
SPECTRA ENERGY CORP COM 847560109 1,855 77,500 SH   DFND 4,2,5 28,200 0 49,300
SPECTRANETICS CORP/THE COM 84760C107 3,848 255,502 SH   DFND 2,5 255,502 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 135 6,500 SH   DFND 4,2,5 0 0 6,500
SPIRIT REALTY CAPITAL INC COM 84860W102 5,775 576,349 SH   DFND 2,5 283,949 0 292,400
SPIRIT REALTY CAPITAL INC COM 84860W102 17,682 1,764,649 SH   DFND 4,2,5 1,405,649 0 359,000
SPLUNK INC COM 848637104 9,762 166,000 SH   DFND 2,5 166,000 0 0
ST JUDE MEDICAL INC COM 790849103 26,266 425,225 SH   DFND 2,5 292,315 0 132,910
ST JUDE MEDICAL INC COM 790849103 67,469 1,092,260 SH   DFND 4,2,5 772,550 0 319,710
STAMPS.COM INC COM NEW 852857200 4,560 41,600 SH   DFND 4,2,5 20,500 0 21,100
STANLEY BLACK & DECKER INC COM 854502101 4,493 42,100 SH   DFND 4,2,5 9,500 0 32,600
STANTEC INC COM 85472N109 227 9,200 SH   DFND 4,2,5 4,000 0 5,200
STAPLES INC COM 855030102 2,038 215,200 SH   DFND 2,5 34,400 0 180,800
STAPLES INC COM 855030102 15,088 1,593,224 SH   DFND 4,2,5 1,400,700 0 192,524
STARBUCKS CORP COM 855244109 91,407 1,522,693 SH   DFND 2,5 1,350,737 0 171,956
STARBUCKS CORP COM 855244109 109,996 1,832,350 SH   DFND 4,2,5 1,208,160 0 624,190
STARTEK INC COM 85569C107 4 994 SH   DFND 4,2,5 994 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,322 19,083 SH   DFND 2,5 19,083 0 0
STATE STREET CORP COM 857477103 2,560 38,578 SH   DFND 2,5 37,535 0 1,043
STATE STREET CORP COM 857477103 10,385 156,500 SH   DFND 4,2,5 90,800 0 65,700
STEELCASE INC CL A 858155203 2,973 199,550 SH   DFND 4,2,5 116,200 0 83,350
STEPAN CO COM 858586100 2,084 41,940 SH   DFND 4,2,5 18,140 0 23,800
STERICYCLE INC COM 858912108 18,672 154,828 SH   DFND 2,5 149,116 0 5,712
STERICYCLE INC COM 858912108 7,212 59,800 SH   DFND 4,2,5 11,300 0 48,500
STERIS PLC SHS USD G84720104 169,323 2,247,447 SH   DFND 2,5 2,247,447 0 0
STERLING BANCORP/DE COM 85917A100 446 27,500 SH   DFND 4,2,5 27,500 0 0
STEVEN MADDEN LTD COM 556269108 4,657 154,100 SH   DFND 4,2,5 80,500 0 73,600
STONERIDGE INC COM 86183P102 221 14,900 SH   DFND 4,2,5 7,810 0 7,090
STRATASYS LTD SHS M85548101 2,936 125,049 SH   DFND 2,5 125,049 0 0
STRATUS PROPERTIES INC COM NEW 863167201 258 12,415 SH   DFND 4,2,5 7,925 0 4,490
STRAYER EDUCATION INC COM 863236105 1,052 17,500 SH   DFND 4,2,5 15,400 0 2,100
STRYKER CORP COM 863667101 18,865 202,983 SH   DFND 2,5 202,983 0 0
STRYKER CORP COM 863667101 19,118 205,700 SH   DFND 4,2,5 66,600 0 139,100
SUCAMPO PHARMACEUTICALS INC CL A 864909106 188 10,900 SH   DFND 4,2,5 10,900 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 12 1,000 SH   DFND 4,2,5 1,000 0 0
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,305 192,900 SH   DFND 4,2,5 92,000 0 100,900
SUMMIT THERAPEUTICS-SPON ADR SPONS ADS 86627R102 4,338 377,205 SH   DFND 2,5 377,205 0 0
SUN LIFE FINANCIAL INC COM 866796105 37 1,200 SH   DFND 2,5 0 0 1,200
SUN LIFE FINANCIAL INC COM 866796105 208 6,700 SH   DFND 4,2,5 3,000 0 3,700
SUNCOR ENERGY INC COM 867224107 3,518 136,811 SH   DFND 2,5 88,629 0 48,182
SUNCOR ENERGY INC COM 867224107 4,990 194,061 SH   DFND 4,2,5 138,561 0 55,500
SUNOPTA INC COM 8676EP108 73 10,700 SH   DFND 4,2,5 10,700 0 0
SUNPOWER CORP COM 867652406 853 28,416 SH   DFND 2,5 28,416 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 3,199 256,140 SH   DFND 2,5 120,000 0 136,140
SUNSTONE HOTEL INVESTORS INC COM 867892101 11,187 895,704 SH   DFND 4,2,5 705,711 0 189,993
SUNTRUST BANKS INC COM 867914103 124 2,900 SH   DFND 4,2,5 0 0 2,900
SUPERIOR ENERGY SERVICES INC COM 868157108 18 1,300 SH   DFND 4,2,5 300 0 1,000
SUPERIOR UNIFORM GROUP INC COM 868358102 21 1,260 SH   DFND 4,2,5 1,260 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 410 30,500 SH   DFND 4,2,5 0 0 30,500
SUPERVALU INC COM 868536103 424 62,500 SH   DFND 4,2,5 40,100 0 22,400
SYKES ENTERPRISES INC COM 871237103 3,454 112,200 SH   DFND 4,2,5 52,300 0 59,900
SYMANTEC CORP COM 871503108 18,971 903,395 SH   DFND 2,5 454,425 0 448,970
SYMANTEC CORP COM 871503108 60,343 2,873,489 SH   DFND 4,2,5 2,467,579 0 405,910
SYNAPTICS INC COM 87157D109 819 10,200 SH   DFND 4,2,5 10,200 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,265 64,292 SH   DFND 2,5 64,292 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,030 6,000,000 PRN   DFND 2,5 0 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 1,250 220,380 SH   DFND 4,2,5 111,180 0 109,200
SYNERGY RESOURCES CORP COM 87164P103 209 24,572 SH   DFND 2,5 24,572 0 0
SYNOPSYS INC COM 871607107 9,923 217,568 SH   DFND 2,5 106,298 0 111,270
SYNOPSYS INC COM 871607107 34,228 750,450 SH   DFND 4,2,5 462,468 0 287,982
SYNTEL INC COM 87162H103 2,254 49,820 SH   DFND 4,2,5 31,500 0 18,320
SYNUTRA INTERNATIONAL INC COM 87164C102 107 22,746 SH   DFND 4,2,5 22,746 0 0
SYSCO CORP COM 871829107 14,325 349,400 SH   DFND 4,2,5 81,300 0 268,100
SYSTEMAX INC COM 871851101 9 1,015 SH   DFND 4,2,5 1,015 0 0
T ROWE PRICE GROUP INC COM 74144T108 10,564 147,771 SH   DFND 4,2,5 35,900 0 111,871
TABLEAU SOFTWARE INC CL A 87336U105 707 7,500 SH   DFND 2,5 7,500 0 0
TAHOE RESOURCES INC COM 873868103 82 9,500 SH   DFND 4,2,5 6,500 0 3,000
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 5,356 235,444 SH   DFND 2,5 0 0 235,444
TALEN ENERGY CORP COM 87422J105 32 5,195 SH   DFND 4,2,5 0 0 5,195
TARGA RESOURCES CORP COM 87612G101 66 2,457 SH   DFND 2,5 2,457 0 0
TARGET CORP COM 87612E106 427 5,880 SH   DFND 2,5 4,529 0 1,351
TARGET CORP COM 87612E106 12,692 174,800 SH   DFND 4,2,5 104,300 0 70,500
TASER INTERNATIONAL INC COM 87651B104 325 18,800 SH   DFND 4,2,5 0 0 18,800
TATA MOTORS LTD SPONSORED ADR 876568502 1,684 57,128 SH   DFND 2,5 52,828 0 4,300
TAUBMAN CENTERS INC COM 876664103 12 155 SH   DFND 2,5 155 0 0
TCF FINANCIAL CORP COM 872275102 6,035 427,400 SH   DFND 4,2,5 224,500 0 202,900
TCP CAPITAL CORP COM 87238Q103 11,800 847,115 SH   DFND 2,5 0 0 847,115
TD AMERITRADE HOLDING CORP COM 87236Y108 29,979 863,697 SH   DFND 2,5 848,498 0 15,199
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 56,159 1,311,200 SH   DFND 1,2,5,3 1,311,200 0 0
TECK RESOURCES LTD CL B 878742204 37 9,598 SH   DFND 2,5 1,200 0 8,398
TECK RESOURCES LTD CL B 878742204 222 57,700 SH   DFND 4,2,5 6,000 0 51,700
TEEKAY TANKERS LTD CL A Y8565N102 221 32,114 SH   DFND 2,5 30,714 0 1,400
TEEKAY TANKERS LTD CL A Y8565N102 1,587 230,700 SH   DFND 4,2,5 136,400 0 94,300
TEGNA INC COM 87901J105 446 17,473 SH   DFND 2,5 15,473 0 2,000
TEGNA INC COM 87901J105 1,383 54,180 SH   DFND 4,2,5 11,100 0 43,080
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 29 3,200 SH   DFND 2,5 0 0 3,200
TELEKOMUNIKASI INDONESIA PERSERO TBK PT SPONSORED ADR 715684106 408 9,200 SH   DFND 2,5 0 0 9,200
TELENAV INC COM 879455103 816 143,400 SH   DFND 4,2,5 103,100 0 40,300
TENARIS SA SPONSORED ADR 88031M109 1,682 70,675 SH   DFND 2,5 70,675 0 0
TENNECO INC COM 880349105 482 10,500 SH   DFND 4,2,5 1,400 0 9,100
TERADATA CORP COM 88076W103 1,176 44,500 SH   DFND 2,5 44,500 0 0
TERADATA CORP COM 88076W103 17,255 653,120 SH   DFND 4,2,5 466,100 0 187,020
TERADYNE INC COM 880770102 5,696 275,568 SH   DFND 2,5 275,568 0 0
TESLA MOTORS INC COM 88160R101 120 500 SH   DFND 4,2,5 0 0 500
TESORO CORP COM 881609101 19,078 181,058 SH   DFND 2,5 96,258 0 84,800
TESORO CORP COM 881609101 53,361 506,416 SH   DFND 4,2,5 416,816 0 89,600
TEVA PHARMACEUTICAL FINANCE CO LLC DBCV 0.250% 2/0 88163VAE9 45,745 29,300,000 PRN   DFND 2,5 0 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 13,248 201,824 SH   DFND 2,5 201,824 0 0
TEXAS INSTRUMENTS INC COM 882508104 12,973 236,690 SH   DFND 2,5 234,382 0 2,308
TEXAS INSTRUMENTS INC COM 882508104 29,378 536,000 SH   DFND 4,2,5 236,600 0 299,400
THERMO FISHER SCIENTIFIC INC COM 883556102 49,657 350,067 SH   DFND 2,5 345,119 0 4,948
THERMO FISHER SCIENTIFIC INC COM 883556102 19,334 136,300 SH   DFND 4,2,5 71,400 0 64,900
THIRD POINT REINSURANCE LTD COM G8827U100 20 1,469 SH   DFND 4,2,5 829 0 640
THOMSON REUTERS CORP COM 884903105 123 3,266 SH   DFND 2,5 2,450 0 816
THOMSON REUTERS CORP COM 884903105 10,251 271,700 SH   DFND 4,2,5 56,900 0 214,800
THOR INDUSTRIES INC COM 885160101 199 3,536 SH   DFND 2,5 3,536 0 0
TIME WARNER CABLE INC COM 88732J207 356 1,916 SH   DFND 2,5 1,475 0 441
TIME WARNER CABLE INC COM 88732J207 8,352 45,000 SH   DFND 4,2,5 43,200 0 1,800
TIME WARNER INC COM NEW 887317303 2,550 39,426 SH   DFND 2,5 19,675 0 19,751
TIME WARNER INC COM NEW 887317303 22,984 355,400 SH   DFND 4,2,5 207,500 0 147,900
TIMKEN CO/THE COM 887389104 252 8,800 SH   DFND 4,2,5 0 0 8,800
TJX COS INC/THE COM 872540109 53,657 756,692 SH   DFND 2,5 755,201 0 1,491
TJX COS INC/THE COM 872540109 33,945 478,700 SH   DFND 4,2,5 173,000 0 305,700
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 5,490 5,500,000 PRN   DFND 2,5 0 0 0
TORONTO-DOMINION BANK COM NEW 891160509 24,894 637,544 SH   DFND 2,5 534,566 0 102,978
TORONTO-DOMINION BANK COM NEW 891160509 46,040 1,179,100 SH   DFND 4,2,5 388,000 0 791,100
TOTAL SYSTEM SERVICES INC COM 891906109 80 1,610 SH   DFND 2,5 1,610 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 12,998 261,000 SH   DFND 4,2,5 164,880 0 96,120
TRACTOR SUPPLY CO COM 892356106 54,909 642,216 SH   DFND 2,5 633,711 0 8,505
TRACTOR SUPPLY CO COM 892356106 5,002 58,500 SH   DFND 4,2,5 9,500 0 49,000
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 41 11,471 SH   DFND 4,2,5 6,789 0 4,682
TRANSCANADA CORP COM 89353D107 4,362 134,080 SH   DFND 2,5 104,281 0 29,799
TRANSCANADA CORP COM 89353D107 20,190 620,617 SH   DFND 4,2,5 183,517 0 437,100
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 84 8,152 SH   DFND 4,2,5 6,962 0 1,190
TRANSDIGM GROUP INC COM 893641100 12,222 53,500 SH   DFND 2,5 53,500 0 0
TRANSDIGM GROUP INC COM 893641100 69 300 SH   DFND 4,2,5 0 0 300
TRANSGLOBE ENERGY CORP COM 893662106 242 133,900 SH   DFND 4,2,5 67,300 0 66,600
TRAVELCENTERS OF AMERICA LLC COM 894174101 27 2,900 SH   DFND 4,2,5 0 0 2,900
TRAVELERS COS INC/THE COM 89417E109 248 2,196 SH   DFND 2,5 1,640 0 556
TRAVELERS COS INC/THE COM 89417E109 34,199 303,020 SH   DFND 4,2,5 279,300 0 23,720
TREVENA INC COM 89532E109 44 4,158 SH   DFND 2,5 0 0 4,158
TRI POINTE GROUP INC COM 87265H109 860 67,900 SH   DFND 4,2,5 0 0 67,900
TRIMBLE NAVIGATION LTD COM 896239100 5,545 258,490 SH   DFND 2,5 258,490 0 0
TRIPADVISOR INC COM 896945201 2,899 34,000 SH   DFND 2,5 34,000 0 0
TRUEBLUE INC COM 89785X101 2,782 108,000 SH   DFND 4,2,5 58,800 0 49,200
TUPPERWARE BRANDS CORP COM 899896104 2,324 41,756 SH   DFND 2,5 32,646 0 9,110
TUPPERWARE BRANDS CORP COM 899896104 11,297 202,997 SH   DFND 4,2,5 115,557 0 87,440
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 507 18,654 SH   DFND 2,5 14,558 0 4,096
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 23,768 875,100 SH   DFND 4,2,5 411,400 0 463,700
TYCO INTERNATIONAL PLC SHS G91442106 3,224 101,100 SH   DFND 4,2,5 9,900 0 91,200
TYSON FOODS INC CL A 902494103 3,637 68,200 SH   DFND 4,2,5 19,100 0 49,100
UBS GROUP AG SHS H42097107 224,772 11,526,449 SH   DFND 2,5 8,262,288 0 3,264,161
UBS GROUP AG SHS H42097107 13,968 716,300 SH   DFND 4,2,5 50,100 0 666,200
UDR INC COM 902653104 24 626 SH   DFND 2,5 626 0 0
UGI CORP COM 902681105 432 12,800 SH   DFND 4,2,5 1,000 0 11,800
ULTIMATE SOFTWARE GROUP INC/THE COM 90385D107 41,048 209,955 SH   DFND 2,5 209,955 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 22,281 198,620 SH   DFND 2,5 198,620 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 5,758 51,328 SH   DFND 4,2,5 33,028 0 18,300
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 1,397 91,619 SH   DFND 2,5 90,069 0 1,550
UMPQUA HOLDINGS CORP COM 904214103 2,075 130,500 SH   DFND 4,2,5 116,400 0 14,100
UNDER ARMOUR INC CL A 904311107 9,069 112,500 SH   DFND 2,5 112,500 0 0
UNDER ARMOUR INC CL A 904311107 4,095 50,800 SH   DFND 4,2,5 9,400 0 41,400
UNIFIRST CORP/MA COM 904708104 1,747 16,770 SH   DFND 4,2,5 8,744 0 8,026
UNION PACIFIC CORP COM 907818108 48,434 619,364 SH   DFND 2,5 610,627 0 8,737
UNION PACIFIC CORP COM 907818108 39,894 510,150 SH   DFND 4,2,5 218,850 0 291,300
UNITED CONTINENTAL HOLDINGS INC COM 910047109 2,492 43,493 SH   DFND 2,5 15,483 0 28,010
UNITED CONTINENTAL HOLDINGS INC COM 910047109 30,304 528,873 SH   DFND 4,2,5 414,133 0 114,740
UNITED FINANCIAL BANCORP INC COM 910304104 1,253 97,260 SH   DFND 4,2,5 41,260 0 56,000
UNITED ONLINE INC COM NEW 911268209 908 77,000 SH   DFND 4,2,5 56,400 0 20,600
UNITED PARCEL SERVICE INC CL B 911312106 90 936 SH   DFND 2,5 936 0 0
UNITED PARCEL SERVICE INC CL B 911312106 36,644 380,800 SH   DFND 4,2,5 154,600 0 226,200
UNITED RENTALS INC COM 911363109 15,279 210,625 SH   DFND 2,5 204,888 0 5,737
UNITED TECHNOLOGIES CORP COM 913017109 27,109 282,175 SH   DFND 2,5 141,921 0 140,254
UNITED TECHNOLOGIES CORP COM 913017109 122,976 1,280,068 SH   DFND 4,2,5 913,753 0 366,315
UNITED THERAPEUTICS CORP COM 91307C102 1,065 6,800 SH   DFND 2,5 6,800 0 0
UNITED THERAPEUTICS CORP COM 91307C102 8,559 54,653 SH   DFND 4,2,5 25,200 0 29,453
UNITEDHEALTH GROUP INC COM 91324P102 47,581 404,461 SH   DFND 2,5 385,083 0 19,378
UNITEDHEALTH GROUP INC COM 91324P102 59,247 503,629 SH   DFND 4,2,5 229,919 0 273,710
UNIVERSAL CORP/VA COM 913456109 3,640 64,900 SH   DFND 4,2,5 32,100 0 32,800
UNIVERSAL FOREST PRODUCTS INC COM 913543104 4,383 64,100 SH   DFND 4,2,5 28,600 0 35,500
UNIVERSAL HEALTH SERVICES INC CL B 913903100 7,726 64,658 SH   DFND 2,5 64,658 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 886 38,214 SH   DFND 2,5 38,214 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 2,121 91,500 SH   DFND 4,2,5 46,700 0 44,800
URBAN EDGE PROPERTIES COM 91704F104 1,961 83,613 SH   DFND 2,5 83,613 0 0
URBAN OUTFITTERS INC COM 917047102 5,474 240,600 SH   DFND 4,2,5 237,400 0 3,200
US BANCORP COM NEW 902973304 6,294 147,513 SH   DFND 2,5 122,173 0 25,340
US BANCORP COM NEW 902973304 59,634 1,397,559 SH   DFND 4,2,5 544,529 0 853,030
USANA HEALTH SCIENCES INC COM 90328M107 984 7,700 SH   DFND 4,2,5 300 0 7,400
VALE SA ADR REPSTG PFD 91912E204 77 30,103 SH   DFND 2,5 2,503 0 27,600
VALE SA ADR REPSTG PFD 91912E204 6 2,503 SH   DFND 4,2,5 2,503 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 946 9,346 SH   DFND 2,5 4,825 0 4,521
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 2,444 24,149 SH   DFND 4,2,5 11,449 0 12,700
VALERO ENERGY CORP COM 91913Y100 11,869 167,852 SH   DFND 2,5 61,192 0 106,660
VALERO ENERGY CORP COM 91913Y100 62,165 879,150 SH   DFND 4,2,5 692,440 0 186,710
VALIDUS HOLDINGS LTD COM SHS G9319H102 745 16,100 SH   DFND 4,2,5 3,000 0 13,100
VANGUARD ENERGY ETF ENERGY ETF 92204A306 809 9,730 SH   DFND 1,2,5,3 9,730 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 7,010 190,900 SH   DFND 1,2,5,3 190,900 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 6,323 193,300 SH   DFND 1,2,5,3 193,300 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 1,998 61,085 SH   DFND 2,5 61,085 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 16,181 324,400 SH   DFND 1,2,5,3 324,400 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 1,819 32,100 SH   DFND 1,2,5,3 32,100 0 0
VANGUARD GLOBAL EX-U.S. REAL ESTATE ETF GLB EX US ETF 922042676 433 8,470 SH   DFND 1,2,5,3 8,470 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 86,890 816,712 SH   DFND 1,2,5,3 816,712 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 56,008 517,200 SH   DFND 1,2,5,3 517,200 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 27,412 293,177 SH   DFND 1,2,5,3 293,177 0 0
VANGUARD MID-CAP GROWTH ETF MCAP GR IDXVIP 922908538 5,783 58,000 SH   DFND 1,2,5,3 58,000 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 47,384 551,300 SH   DFND 1,2,5,3 551,300 0 0
VANGUARD REIT ETF REIT ETF 922908553 499 6,260 SH   DFND 1,2,5,3 6,260 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 2,443 13,070 SH   DFND 2,5 0 0 13,070
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 904 18,690 SH   DFND 1,2,5,3 18,690 0 0
VANGUARD TOTAL INTERNATIONAL BOND ETF INTL BD IDX ETF 92203J407 2,945 55,690 SH   DFND 1,2,5,3 55,690 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 16,117 197,701 SH   DFND 1,2,5,3 197,701 0 0
VANTIV INC CL A 92210H105 194 4,100 SH   DFND 4,2,5 0 0 4,100
VARIAN MEDICAL SYSTEMS INC COM 92220P105 8,982 111,160 SH   DFND 2,5 111,160 0 0
VCA INC COM 918194101 925 16,814 SH   DFND 2,5 16,814 0 0
VECTRUS INC COM 92242T101 993 47,556 SH   DFND 4,2,5 34,566 0 12,990
VEECO INSTRUMENTS INC COM 922417100 2,554 124,220 SH   DFND 2,5 124,220 0 0
VEEVA SYSTEMS INC CL A COM 922475108 5,078 176,000 SH   DFND 2,5 176,000 0 0
VENTAS INC COM 92276F100 5,898 104,514 SH   DFND 2,5 89,124 0 15,390
VENTAS INC COM 92276F100 6,549 116,064 SH   DFND 4,2,5 112,664 0 3,400
VEREIT INC COM 92339V100 21 2,597 SH   DFND 2,5 2,597 0 0
VERINT SYSTEMS INC COM 92343X100 188 4,636 SH   DFND 2,5 4,636 0 0
VERISIGN INC COM 92343E102 4,674 53,500 SH   DFND 4,2,5 50,300 0 3,200
VERISK ANALYTICS INC COM 92345Y106 8,103 105,400 SH   DFND 4,2,5 19,400 0 86,000
VERIZON COMMUNICATIONS INC COM 92343V104 37,167 804,136 SH   DFND 2,5 706,663 0 97,473
VERIZON COMMUNICATIONS INC COM 92343V104 58,204 1,259,286 SH   DFND 4,2,5 974,786 0 284,500
VERMILION ENERGY INC COM 923725105 637 23,533 SH   DFND 2,5 23,533 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 73,565 584,638 SH   DFND 2,5 584,638 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5,121 40,700 SH   DFND 4,2,5 37,600 0 3,100
VF CORP COM 918204108 14,456 232,220 SH   DFND 4,2,5 41,920 0 190,300
VIACOM INC CL B 92553P201 917 22,290 SH   DFND 2,5 17,890 0 4,400
VIACOM INC CL B 92553P201 15,959 387,720 SH   DFND 4,2,5 346,210 0 41,510
VILLAGE SUPER MARKET INC CL A NEW 927107409 55 2,100 SH   DFND 4,2,5 2,100 0 0
VIPSHOP HOLDINGS LTD SPONSORED ADR 92763W103 46 3,000 SH   DFND 2,5 3,000 0 0
VISA INC COM CL A 92826C839 100,017 1,289,708 SH   DFND 2,5 1,245,223 0 44,485
VISA INC COM CL A 92826C839 75,759 976,904 SH   DFND 4,2,5 532,004 0 444,900
VISHAY INTERTECHNOLOGY INC COM 928298108 4,286 355,650 SH   DFND 4,2,5 180,560 0 175,090
VISHAY PRECISION GROUP INC COM 92835K103 181 16,000 SH   DFND 4,2,5 12,960 0 3,040
VITAE PHARMACEUTICALS INC COM 92847N103 43 2,376 SH   DFND 2,5 0 0 2,376
VMWARE INC CL A COM 928563402 3,224 57,000 SH   DFND 2,5 57,000 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 42 425 SH   DFND 2,5 425 0 0
VORNADO REALTY TRUST SH BEN INT 929042109 330 3,300 SH   DFND 4,2,5 3,300 0 0
VOYA FINANCIAL INC COM 929089100 37 1,000 SH   DFND 4,2,5 1,000 0 0
VULCAN MATERIALS CO COM 929160109 693 7,300 SH   DFND 4,2,5 0 0 7,300
WABASH NATIONAL CORP COM 929566107 272 23,000 SH   DFND 4,2,5 0 0 23,000
WABTEC CORP/DE COM 929740108 555 7,800 SH   DFND 4,2,5 0 0 7,800
WAL-MART STORES INC COM 931142103 25,313 412,939 SH   DFND 2,5 214,812 0 198,127
WAL-MART STORES INC COM 931142103 99,198 1,618,234 SH   DFND 4,2,5 1,173,434 0 444,800
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,808 79,953 SH   DFND 2,5 78,483 0 1,470
WALGREENS BOOTS ALLIANCE INC COM 931427108 12,194 143,200 SH   DFND 4,2,5 120,100 0 23,100
WALT DISNEY CO/THE COM DISNEY 254687106 29,129 277,210 SH   DFND 2,5 229,419 0 47,791
WALT DISNEY CO/THE COM DISNEY 254687106 64,950 618,100 SH   DFND 4,2,5 405,500 0 212,600
WASHINGTON FEDERAL INC COM 938824109 429 18,000 SH   DFND 4,2,5 9,900 0 8,100
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 6,276 231,939 SH   DFND 2,5 231,939 0 0
WASTE MANAGEMENT INC COM 94106L109 14,191 265,900 SH   DFND 4,2,5 48,600 0 217,300
WATERS CORP COM 941848103 5,127 38,100 SH   DFND 4,2,5 6,800 0 31,300
WATTS WATER TECHNOLOGIES INC CL A 942749102 1,736 34,950 SH   DFND 4,2,5 3,250 0 31,700
WEATHERFORD INTERNATIONAL PLC ORD SHS G48833100 424 50,496 SH   DFND 2,5 50,496 0 0
WEB.COM GROUP INC COM 94733A104 2,481 124,000 SH   DFND 4,2,5 67,400 0 56,600
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 999 1,000,000 PRN   DFND 2,5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 8,230 160,400 SH   DFND 4,2,5 38,700 0 121,700
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 2,059 59,538 SH   DFND 2,5 59,538 0 0
WELLS FARGO & CO COM 949746101 59,716 1,098,527 SH   DFND 2,5 839,942 0 258,585
WELLS FARGO & CO COM 949746101 150,781 2,773,751 SH   DFND 4,2,5 1,726,841 0 1,046,910
WELLTOWER INC COM 95040Q104 7,356 108,122 SH   DFND 2,5 99,242 0 8,880
WELLTOWER INC COM 95040Q104 26,299 386,576 SH   DFND 4,2,5 373,276 0 13,300
WERNER ENTERPRISES INC COM 950755108 442 18,900 SH   DFND 4,2,5 10,380 0 8,520
WEST MARINE INC COM 954235107 105 12,310 SH   DFND 4,2,5 8,100 0 4,210
WESTERN DIGITAL CORP COM 958102105 3,698 61,576 SH   DFND 2,5 61,576 0 0
WESTERN DIGITAL CORP COM 958102105 3,213 53,500 SH   DFND 4,2,5 14,100 0 39,400
WESTERN REFINING INC COM 959319104 3,273 91,900 SH   DFND 4,2,5 69,700 0 22,200
WESTERN UNION CO/THE COM 959802109 13,883 775,152 SH   DFND 2,5 367,952 0 407,200
WESTERN UNION CO/THE COM 959802109 50,052 2,794,650 SH   DFND 4,2,5 2,086,450 0 708,200
WESTFIELD FINANCIAL INC COM 96008P104 76 9,000 SH   DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 2,999 55,209 SH   DFND 2,5 33,009 0 22,200
WESTLAKE CHEMICAL CORP COM 960413102 6,840 125,929 SH   DFND 4,2,5 94,509 0 31,420
WEYCO GROUP INC COM 962149100 75 2,800 SH   DFND 4,2,5 2,800 0 0
WHIRLPOOL CORP COM 963320106 220 1,500 SH   DFND 2,5 1,500 0 0
WHIRLPOOL CORP COM 963320106 15,637 106,470 SH   DFND 4,2,5 82,360 0 24,110
WHITESTONE REIT COM 966084204 539 44,870 SH   DFND 4,2,5 35,770 0 9,100
WHITEWAVE FOODS CO/THE COM 966244105 9,879 253,894 SH   DFND 2,5 253,894 0 0
WHITING PETROLEUM CORP COM 966387102 32 3,413 SH   DFND 2,5 3,413 0 0
WILLIAMS COS INC/THE COM 969457100 172 6,678 SH   DFND 2,5 4,988 0 1,690
WILLIAMS COS INC/THE COM 969457100 100 3,900 SH   DFND 4,2,5 0 0 3,900
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 968 23,160 SH   DFND 1,2,5,3 23,160 0 0
WOLVERINE WORLD WIDE INC COM 978097103 680 40,710 SH   DFND 2,5 2,100 0 38,610
WOLVERINE WORLD WIDE INC COM 978097103 4,359 260,870 SH   DFND 4,2,5 197,110 0 63,760
WORLD FUEL SERVICES CORP COM 981475106 189 4,914 SH   DFND 2,5 4,914 0 0
WP CAREY INC COM 92936U109 14 230 SH   DFND 2,5 230 0 0
WRIGHT MEDICAL GROUP NV ORD SHS 0.03 PAR N96617118 7,897 326,575 SH   DFND 2,5 326,575 0 0
WW GRAINGER INC COM 384802104 321 1,586 SH   DFND 2,5 1,586 0 0
WW GRAINGER INC COM 384802104 8,225 40,600 SH   DFND 4,2,5 10,100 0 30,500
WYNDHAM WORLDWIDE CORP COM 98310W108 13,362 183,920 SH   DFND 2,5 88,620 0 95,300
WYNDHAM WORLDWIDE CORP COM 98310W108 39,684 546,237 SH   DFND 4,2,5 453,137 0 93,100
XCEL ENERGY INC COM 98389B100 2,359 65,680 SH   DFND 2,5 25,600 0 40,080
XCEL ENERGY INC COM 98389B100 53,585 1,492,200 SH   DFND 4,2,5 736,300 0 755,900
XENIA HOTELS & RESORTS INC COM 984017103 2,006 130,880 SH   DFND 4,2,5 117,060 0 13,820
XEROX CORP COM 984121103 17,138 1,612,241 SH   DFND 2,5 762,231 0 850,010
XEROX CORP COM 984121103 56,165 5,283,641 SH   DFND 4,2,5 4,378,381 0 905,260
XILINX INC COM 983919101 5,665 120,600 SH   DFND 4,2,5 31,900 0 88,700
XILINX INC NOTE 2.625% 6/1 983919AF8 42,201 26,000,000 PRN   DFND 2,5 0 0 0
XO GROUP INC COM 983772104 189 11,754 SH   DFND 4,2,5 11,754 0 0
XPO LOGISTICS INC COM 983793100 4,367 160,249 SH   DFND 2,5 160,249 0 0
XURA INC COM 98420V107 215 8,761 SH   DFND 4,2,5 7,429 0 1,332
YAHOO! INC COM 984332106 217 6,513 SH   DFND 2,5 5,067 0 1,446
YAHOO! INC COM 984332106 4,550 136,800 SH   DFND 4,2,5 126,200 0 10,600
YAMANA GOLD INC COM 98462Y100 159 86,000 SH   DFND 2,5 86,000 0 0
YAMANA GOLD INC COM 98462Y100 1,223 661,058 SH   DFND 4,2,5 432,058 0 229,000
YUM! BRANDS INC COM 988498101 28,074 384,307 SH   DFND 2,5 189,516 0 194,791
YUM! BRANDS INC COM 988498101 106,278 1,454,860 SH   DFND 4,2,5 1,075,820 0 379,040
ZAFGEN INC COM 98885E103 1,491 237,000 SH   DFND 2,5 237,000 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 9,415 330,000 SH   DFND 2,5 330,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 704 30,000 SH   DFND 2,5 30,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 7,731 75,362 SH   DFND 2,5 75,362 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 5,027 49,000 SH   DFND 4,2,5 9,000 0 40,000
ZIOPHARM ONCOLOGY INC COM 98973P101 1,942 233,700 SH   DFND 4,2,5 125,700 0 108,000
ZOETIS INC CL A 98978V103 8,616 179,800 SH   DFND 4,2,5 32,500 0 147,300