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 537 15,732 SH   DFND 4,2,5 15,300 0 432
3M CO COM 88579Y101 17,479 113,278 SH   DFND 2,5 113,278 0 0
3M CO COM 88579Y101 41,695 270,220 SH   DFND 4,2,5 132,420 0 137,800
AARON'S INC COM PAR $0.50 002535300 4,798 132,500 SH   DFND 4,2,5 69,100 0 63,400
ABBOTT LABORATORIES COM 002824100 1,086 22,124 SH   DFND 2,5 22,124 0 0
ABBOTT LABORATORIES COM 002824100 14,793 301,400 SH   DFND 4,2,5 231,300 0 70,100
ABBVIE INC COM 00287Y109 63,405 943,673 SH   DFND 2,5 922,058 0 21,615
ABBVIE INC COM 00287Y109 42,139 627,160 SH   DFND 4,2,5 366,446 0 260,714
ABIOMED INC COM 003654100 2,708 41,200 SH   DFND 4,2,5 35,200 0 6,000
ACADIA PHARMACEUTICALS INC COM 004225108 6,899 164,728 SH   DFND 2,5 164,728 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 3,042 104,495 SH   DFND 2,5 104,495 0 0
ACCENTURE PLC SHS CLASS A G1151C101 3,721 38,448 SH   DFND 2,5 38,448 0 0
ACCENTURE PLC SHS CLASS A G1151C101 32,837 339,300 SH   DFND 4,2,5 146,900 0 192,400
ACCESS NATIONAL CORP COM 004337101 41 2,100 SH   DFND 4,2,5 2,100 0 0
ACCO BRANDS CORP COM 00081T108 833 107,240 SH   DFND 4,2,5 0 0 107,240
ACE LTD SHS H0023R105 433 4,256 SH   DFND 2,5 4,256 0 0
ACE LTD SHS H0023R105 5,196 51,100 SH   DFND 4,2,5 49,300 0 1,800
ACHAOGEN INC COM 004449104 2,427 402,464 SH   DFND 2,5 402,464 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 6,689 755,002 SH   DFND 2,5 755,002 0 0
ACI WORLDWIDE INC COM 004498101 374 15,222 SH   DFND 2,5 15,222 0 0
ACNB CORP COM 000868109 135 6,500 SH   DFND 4,2,5 6,500 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,337 70,120 SH   DFND 4,2,5 25,810 0 44,310
ACTIVISION BLIZZARD INC COM 00507V109 6,197 255,983 SH   DFND 2,5 255,983 0 0
ACTIVISION BLIZZARD INC COM 00507V109 3,607 149,000 SH   DFND 4,2,5 39,500 0 109,500
ACUITY BRANDS INC COM 00508Y102 12,509 69,500 SH   DFND 2,5 69,500 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 9 200 SH   DFND 4,2,5 200 0 0
ADOBE SYSTEMS INC COM 00724F101 2,588 31,949 SH   DFND 2,5 31,949 0 0
ADOBE SYSTEMS INC COM 00724F101 4,504 55,600 SH   DFND 4,2,5 52,400 0 3,200
ADT CORP/THE COM 00101J106 16,181 482,000 SH   DFND 2,5 482,000 0 0
ADT CORP/THE COM 00101J106 41,160 1,226,090 SH   DFND 4,2,5 964,980 0 261,110
ADVANCE AUTO PARTS INC COM 00751Y106 23,447 147,194 SH   DFND 2,5 147,194 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 44,679 280,490 SH   DFND 4,2,5 232,750 0 47,740
ADVANCED ENERGY INDUSTRIES INC COM 007973100 1,933 70,308 SH   DFND 2,5 70,308 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,879 782,800 SH   DFND 4,2,5 600,500 0 182,300
ADVISORY BOARD CO/THE COM 00762W107 490 8,960 SH   DFND 2,5 8,960 0 0
AES CORP/VA COM 00130H105 19,261 1,452,530 SH   DFND 2,5 1,452,530 0 0
AES CORP/VA COM 00130H105 46,306 3,492,166 SH   DFND 4,2,5 2,985,410 0 506,756
AETNA INC COM 00817Y108 9,449 74,132 SH   DFND 2,5 74,132 0 0
AETNA INC COM 00817Y108 27,321 214,350 SH   DFND 4,2,5 92,050 0 122,300
AFFILIATED MANAGERS GROUP INC COM 008252108 13,650 62,443 SH   DFND 2,5 62,443 0 0
AFLAC INC COM 001055102 10,945 175,960 SH   DFND 2,5 175,960 0 0
AFLAC INC COM 001055102 62,873 1,010,820 SH   DFND 4,2,5 943,140 0 67,680
AGILENT TECHNOLOGIES INC COM 00846U101 286 7,407 SH   DFND 2,5 7,407 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 7,965 71,664 SH   DFND 2,5 71,664 0 0
AGL RESOURCES INC COM 001204106 93 2,000 SH   DFND 2,5 2,000 0 0
AGL RESOURCES INC COM 001204106 12,398 266,280 SH   DFND 4,2,5 226,560 0 39,720
AGNICO EAGLE MINES LTD COM 008474108 1,522 53,576 SH   DFND 2,5 53,576 0 0
AGRIUM INC COM 008916108 7,189 67,800 SH   DFND 2,5 67,800 0 0
AGRIUM INC COM 008916108 9,924 93,600 SH   DFND 4,2,5 70,900 0 22,700
AIR PRODUCTS & CHEMICALS INC COM 009158106 257 1,879 SH   DFND 2,5 1,879 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 5,049 36,900 SH   DFND 4,2,5 5,100 0 31,800
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 43,838 42,000,000 PRN   DFND 2,5 0 0 0
ALASKA AIR GROUP INC COM 011659109 16,944 262,980 SH   DFND 2,5 262,980 0 0
ALASKA AIR GROUP INC COM 011659109 43,154 669,780 SH   DFND 4,2,5 533,380 0 136,400
ALCOA INC COM 013817101 292 26,204 SH   DFND 2,5 26,204 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 10,034 189,435 SH   DFND 2,5 189,435 0 0
ALERE INC COM 01449J105 4,768 90,380 SH   DFND 2,5 90,380 0 0
ALERE INC COM 01449J105 18,250 345,980 SH   DFND 4,2,5 241,390 0 104,590
ALEXION PHARMACEUTICALS INC COM 015351109 145,884 807,012 SH   DFND 2,5 805,206 0 1,806
ALEXION PHARMACEUTICALS INC COM 015351109 14,317 79,200 SH   DFND 4,2,5 36,000 0 43,200
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 18,998 230,919 SH   DFND 2,5 167,597 0 63,322
ALIGN TECHNOLOGY INC COM 016255101 12,291 196,000 SH   DFND 2,5 196,000 0 0
ALKERMES PLC SHS G01767105 20,993 326,290 SH   DFND 2,5 326,290 0 0
ALLEGHANY CORP COM 017175100 974 2,078 SH   DFND 2,5 2,078 0 0
ALLERGAN PLC SHS G0177J108 52,914 174,369 SH   DFND 2,5 174,369 0 0
ALLERGAN PLC SHS G0177J108 26,471 87,231 SH   DFND 4,2,5 76,231 0 11,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 55,247 189,241 SH   DFND 2,5 189,241 0 0
ALLIANCE HEALTHCARE SERVICES INC COM PAR $0.01 018606301 32 1,700 SH   DFND 4,2,5 1,700 0 0
ALLIANT ENERGY CORP COM 018802108 907 15,722 SH   DFND 2,5 15,722 0 0
ALLIED MOTION TECHNOLOGIES INC COM 019330109 99 4,400 SH   DFND 4,2,5 3,300 0 1,100
ALLSTATE CORP/THE COM 020002101 837 12,900 SH   DFND 4,2,5 10,200 0 2,700
ALMOST FAMILY INC COM 020409108 456 11,427 SH   DFND 4,2,5 9,290 0 2,137
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,195 68,367 SH   DFND 2,5 68,367 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 59 6,700 SH   DFND 4,2,5 6,700 0 0
ALTERA CORP COM 021441100 4,506 88,000 SH   DFND 2,5 88,000 0 0
ALTRIA GROUP INC COM 02209S103 3,263 66,724 SH   DFND 2,5 66,724 0 0
ALTRIA GROUP INC COM 02209S103 65,746 1,344,230 SH   DFND 4,2,5 467,600 0 876,630
AMAG PHARMACEUTICALS INC COM 00163U106 3,591 52,000 SH   DFND 4,2,5 30,200 0 21,800
AMAZON.COM INC COM 023135106 43,343 99,849 SH   DFND 2,5 99,849 0 0
AMAZON.COM INC COM 023135106 45,102 103,900 SH   DFND 4,2,5 95,000 0 8,900
AMBER ROAD INC COM 02318Y108 1,755 250,000 SH   DFND 2,5 250,000 0 0
AMBEV SA SPONSORED ADR 02319V103 7,584 1,243,311 SH   DFND 2,5 985,222 0 258,089
AMBEV SA SPONSORED ADR 02319V103 4 582 SH   DFND 4,2,5 582 0 0
AMDOCS LTD SHS G02602103 17,367 318,130 SH   DFND 2,5 318,130 0 0
AMDOCS LTD SHS G02602103 41,818 766,030 SH   DFND 4,2,5 576,930 0 189,100
AMEREN CORP COM 023608102 2,236 59,340 SH   DFND 2,5 59,340 0 0
AMEREN CORP COM 023608102 11,860 314,750 SH   DFND 4,2,5 298,340 0 16,410
AMERICAN AIRLINES GROUP INC COM 02376R102 372 9,327 SH   DFND 2,5 9,327 0 0
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 3,712 177,500 SH   DFND 4,2,5 88,600 0 88,900
AMERICAN CAMPUS COMMUNITIES INC COM 024835100 1,580 41,912 SH   DFND 2,5 41,912 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 250 14,545 SH   DFND 2,5 14,545 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 546 10,301 SH   DFND 2,5 10,301 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 2,505 47,300 SH   DFND 4,2,5 11,200 0 36,100
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 446 16,535 SH   DFND 2,5 16,535 0 0
AMERICAN EXPRESS CO COM 025816109 53,947 694,118 SH   DFND 2,5 694,118 0 0
AMERICAN EXPRESS CO COM 025816109 53,549 689,000 SH   DFND 4,2,5 403,000 0 286,000
AMERICAN HOMES 4 RENT CL A 02665T306 1,283 80,000 SH   DFND 2,5 80,000 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 35,160 568,753 SH   DFND 2,5 568,753 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 98,078 1,586,509 SH   DFND 4,2,5 1,446,839 0 139,670
AMERICAN REALTY INVESTORS INC COM 029174109 5 1,004 SH   DFND 4,2,5 1,004 0 0
AMERICAN TOWER CORP COM 03027X100 51,531 552,378 SH   DFND 2,5 552,378 0 0
AMERICAN TOWER CORP COM 03027X100 15,342 164,459 SH   DFND 4,2,5 147,859 0 16,600
AMERICAN WATER WORKS CO INC COM 030420103 2,061 42,389 SH   DFND 2,5 42,389 0 0
AMERICAN WATER WORKS CO INC COM 030420103 8,975 184,567 SH   DFND 4,2,5 65,077 0 119,490
AMERICAN WOODMARK CORP COM 030506109 1,157 21,100 SH   DFND 4,2,5 8,710 0 12,390
AMERIPRISE FINANCIAL INC COM 03076C106 5,584 44,700 SH   DFND 4,2,5 10,200 0 34,500
AMERISOURCEBERGEN CORP COM 03073E105 15,161 142,570 SH   DFND 2,5 142,570 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,095 10,300 SH   DFND 4,2,5 0 0 10,300
AMETEK INC COM 031100100 3,462 63,200 SH   DFND 4,2,5 10,100 0 53,100
AMGEN INC COM 031162100 218,843 1,425,502 SH   DFND 2,5 1,425,502 0 0
AMGEN INC COM 031162100 183,472 1,195,100 SH   DFND 4,2,5 850,650 0 344,450
AMKOR TECHNOLOGY INC COM 031652100 2,078 347,500 SH   DFND 4,2,5 129,400 0 218,100
AMPHENOL CORP CL A 032095101 1,769 30,515 SH   DFND 2,5 30,515 0 0
AMPHENOL CORP CL A 032095101 7,316 126,200 SH   DFND 4,2,5 17,100 0 109,100
AMTRUST FINANCIAL SERVICES INC COM 032359309 52 800 SH   DFND 2,5 800 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 4,527 69,100 SH   DFND 4,2,5 26,300 0 42,800
ANADARKO PETROLEUM CORP COM 032511107 9,259 118,609 SH   DFND 2,5 118,609 0 0
ANADARKO PETROLEUM CORP COM 032511107 17,134 219,500 SH   DFND 4,2,5 196,100 0 23,400
ANGIODYNAMICS INC COM 03475V101 975 59,472 SH   DFND 4,2,5 24,872 0 34,600
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 691 77,233 SH   DFND 2,5 77,233 0 0
ANIKA THERAPEUTICS INC COM 035255108 634 19,200 SH   DFND 4,2,5 6,100 0 13,100
ANSYS INC COM 03662Q105 247 2,710 SH   DFND 2,5 2,710 0 0
ANTERO RESOURCES CORP COM 03674X106 29 840 SH   DFND 2,5 840 0 0
ANTHEM INC COM 036752103 10,804 65,823 SH   DFND 2,5 65,823 0 0
ANTHEM INC COM 036752103 23,800 145,000 SH   DFND 4,2,5 76,500 0 68,500
ANTHEM INC NOTE 2.750%10/1 94973VBG1 40,377 18,400,000 PRN   DFND 2,5 0 0 0
AON PLC SHS CL A G0408V102 1,536 15,407 SH   DFND 2,5 15,407 0 0
AON PLC SHS CL A G0408V102 4,645 46,600 SH   DFND 4,2,5 44,800 0 1,800
APACHE CORP COM 037411105 1,802 31,267 SH   DFND 2,5 31,267 0 0
APACHE CORP COM 037411105 5,584 96,900 SH   DFND 4,2,5 81,920 0 14,980
APPLE INC COM 037833100 281,282 2,242,628 SH   DFND 2,5 2,236,863 0 5,765
APPLE INC COM 037833100 477,364 3,805,970 SH   DFND 4,2,5 2,980,610 0 825,360
APPLIED MATERIALS INC COM 038222105 5,227 271,976 SH   DFND 2,5 271,976 0 0
APPLIED MATERIALS INC COM 038222105 1,318 68,600 SH   DFND 4,2,5 0 0 68,600
ARAMARK COM 03852U106 1,658 53,530 SH   DFND 2,5 53,530 0 0
ARAMARK COM 03852U106 3,879 125,260 SH   DFND 4,2,5 95,950 0 29,310
ARCH CAPITAL GROUP LTD ORD G0450A105 908 13,554 SH   DFND 2,5 13,554 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 275 4,100 SH   DFND 4,2,5 4,100 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 672 13,927 SH   DFND 2,5 13,927 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 12,653 262,400 SH   DFND 4,2,5 137,800 0 124,600
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,040 2,000,000 PRN   DFND 2,5 0 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 61 1,100 SH   DFND 4,2,5 1,100 0 0
ARISTA NETWORKS INC COM 040413106 2,779 34,000 SH   DFND 2,5 34,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 6,630 919,547 SH   DFND 2,5 919,547 0 0
ARROW ELECTRONICS INC COM 042735100 45 800 SH   DFND 2,5 800 0 0
ARROW ELECTRONICS INC COM 042735100 6,864 123,015 SH   DFND 4,2,5 57,280 0 65,735
ASHFORD HOSPITALITY PRIME INC COM 044102101 1,374 91,500 SH   DFND 4,2,5 56,700 0 34,800
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 1,695 200,400 SH   DFND 4,2,5 99,500 0 100,900
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 148 3,100 SH   DFND 4,2,5 2,200 0 900
ASPEN TECHNOLOGY INC COM 045327103 391 8,587 SH   DFND 2,5 8,587 0 0
ASSURANT INC COM 04621X108 11,097 165,620 SH   DFND 4,2,5 164,820 0 800
ASSURED GUARANTY LTD COM G0585R106 7,341 306,000 SH   DFND 2,5 306,000 0 0
ASSURED GUARANTY LTD COM G0585R106 20,658 861,100 SH   DFND 4,2,5 637,700 0 223,400
ASTORIA FINANCIAL CORP COM 046265104 2,838 205,800 SH   DFND 4,2,5 102,600 0 103,200
AT&T INC COM 00206R102 12,640 355,869 SH   DFND 2,5 355,869 0 0
AT&T INC COM 00206R102 81,959 2,307,400 SH   DFND 4,2,5 1,522,900 0 784,500
ATMOS ENERGY CORP COM 049560105 1,033 20,150 SH   DFND 2,5 20,150 0 0
ATMOS ENERGY CORP COM 049560105 12,181 237,530 SH   DFND 4,2,5 74,580 0 162,950
AURICO GOLD INC COM 05155C105 224 79,000 SH   DFND 4,2,5 2,800 0 76,200
AUTOBYTEL INC COM NEW 05275N205 270 16,900 SH   DFND 4,2,5 16,900 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 780 9,717 SH   DFND 2,5 9,717 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 25,962 323,600 SH   DFND 4,2,5 96,800 0 226,800
AUTONATION INC COM 05329W102 1,250 19,850 SH   DFND 2,5 19,850 0 0
AUTONATION INC COM 05329W102 13,226 210,000 SH   DFND 4,2,5 185,490 0 24,510
AUTOZONE INC COM 053332102 36,153 54,210 SH   DFND 2,5 54,210 0 0
AUTOZONE INC COM 053332102 110,479 165,660 SH   DFND 4,2,5 125,960 0 39,700
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,277 32,175 SH   DFND 2,5 32,175 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 28,660 215,600 SH   DFND 4,2,5 129,600 0 86,000
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 3,186 196,185 SH   DFND 2,5 196,185 0 0
AVALONBAY COMMUNITIES INC COM 053484101 17,646 110,380 SH   DFND 2,5 110,380 0 0
AVALONBAY COMMUNITIES INC COM 053484101 9,476 59,274 SH   DFND 4,2,5 51,874 0 7,400
AVERY DENNISON CORP COM 053611109 10,470 171,813 SH   DFND 4,2,5 170,913 0 900
AVID TECHNOLOGY INC COM 05367P100 1,385 103,800 SH   DFND 4,2,5 59,300 0 44,500
AVNET INC COM 053807103 123 3,000 SH   DFND 2,5 3,000 0 0
AVNET INC COM 053807103 7,017 170,700 SH   DFND 4,2,5 84,300 0 86,400
AZZ INC COM 002474104 1,207 23,300 SH   DFND 4,2,5 3,200 0 20,100
BAIDU INC - SPON ADR SPON ADR REP A 056752108 24,026 120,687 SH   DFND 2,5 92,028 0 28,659
BAKER HUGHES INC COM 057224107 963 15,600 SH   DFND 2,5 15,600 0 0
BAKER HUGHES INC COM 057224107 10,952 177,500 SH   DFND 4,2,5 119,700 0 57,800
BALL CORP COM 058498106 6,966 99,300 SH   DFND 4,2,5 21,100 0 78,200
BANC OF CALIFORNIA INC COM 05990K106 330 24,000 SH   DFND 4,2,5 24,000 0 0
BANCFIRST CORP COM 05945F103 71 1,090 SH   DFND 4,2,5 90 0 1,000
BANCO BRADESCO SA SP ADR PFD NEW 059460303 2,342 255,716 SH   DFND 2,5 255,716 0 0
BANCO DE CHILE SPONSORED ADR 059520106 507 7,750 SH   DFND 2,5 7,750 0 0
BANCO DE CHILE SPONSORED ADR 059520106 834 12,750 SH   DFND 4,2,5 12,750 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 12,991 641,522 SH   DFND 2,5 384,810 0 256,712
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 16 800 SH   DFND 4,2,5 800 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 47 1,100 SH   DFND 4,2,5 1,100 0 0
BANK OF AMERICA CORP COM 060505104 43,234 2,540,186 SH   DFND 2,5 2,540,186 0 0
BANK OF AMERICA CORP COM 060505104 142,306 8,361,100 SH   DFND 4,2,5 7,456,500 0 904,600
BANK OF MONTREAL COM 063671101 10,588 178,600 SH   DFND 2,5 178,600 0 0
BANK OF MONTREAL COM 063671101 44,177 745,200 SH   DFND 4,2,5 333,300 0 411,900
BANK OF NEW YORK MELLON CORP/THE COM 064058100 468 11,157 SH   DFND 2,5 11,157 0 0
BANK OF NEW YORK MELLON CORP/THE COM 064058100 16,339 389,300 SH   DFND 4,2,5 221,900 0 167,400
BANK OF NOVA SCOTIA/THE COM 064149107 15,386 297,938 SH   DFND 2,5 262,100 0 35,838
BANK OF NOVA SCOTIA/THE COM 064149107 56,068 1,085,750 SH   DFND 4,2,5 484,050 0 601,700
BANK OF THE OZARKS INC COM 063904106 1,860 40,656 SH   DFND 2,5 40,656 0 0
BAR HARBOR BANKSHARES COM 066849100 46 1,300 SH   DFND 4,2,5 1,300 0 0
BARNES & NOBLE INC COM 067774109 2,606 100,400 SH   DFND 4,2,5 47,800 0 52,600
BARRICK GOLD CORP COM 067901108 2,501 233,857 SH   DFND 2,5 228,083 0 5,774
BARRICK GOLD CORP COM 067901108 111 10,400 SH   DFND 4,2,5 3,200 0 7,200
BASSETT FURNITURE INDUSTRIES INC COM 070203104 253 8,900 SH   DFND 4,2,5 0 0 8,900
BAXTER INTERNATIONAL INC COM 071813109 55,803 797,981 SH   DFND 2,5 797,981 0 0
BAXTER INTERNATIONAL INC COM 071813109 155,336 2,221,300 SH   DFND 4,2,5 1,567,500 0 653,800
BB&T CORP COM 054937107 11,041 273,900 SH   DFND 4,2,5 155,400 0 118,500
BBCN BANCORP INC COM 073295107 367 24,800 SH   DFND 4,2,5 24,800 0 0
BCE INC COM NEW 05534B760 388 9,119 SH   DFND 2,5 9,119 0 0
BCE INC COM NEW 05534B760 825 19,400 SH   DFND 4,2,5 400 0 19,000
BECTON DICKINSON AND CO COM 075887109 11,346 80,096 SH   DFND 2,5 80,096 0 0
BECTON DICKINSON AND CO COM 075887109 22,067 155,785 SH   DFND 4,2,5 49,865 0 105,920
BED BATH & BEYOND INC COM 075896100 24,996 362,360 SH   DFND 2,5 362,360 0 0
BED BATH & BEYOND INC COM 075896100 75,816 1,099,100 SH   DFND 4,2,5 841,100 0 258,000
BEL FUSE INC CL B 077347300 127 6,193 SH   DFND 4,2,5 6,193 0 0
BELLATRIX EXPLORATION LTD COM 078314101 104 44,701 SH   DFND 4,2,5 23,701 0 21,000
BENEFICIAL BANCORP INC COM 08171T102 418 33,500 SH   DFND 4,2,5 19,600 0 13,900
BENEFITFOCUS INC COM 08180D106 6,360 145,032 SH   DFND 2,5 145,032 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 24,325 178,717 SH   DFND 2,5 178,717 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 120,652 886,430 SH   DFND 4,2,5 575,530 0 310,900
BERKSHIRE HILLS BANCORP INC COM 084680107 1,871 65,700 SH   DFND 4,2,5 33,300 0 32,400
BERRY PLASTICS GROUP INC COM 08579W103 3,000 92,600 SH   DFND 4,2,5 55,400 0 37,200
BEST BUY CO INC COM 086516101 19,282 591,300 SH   DFND 2,5 591,300 0 0
BEST BUY CO INC COM 086516101 52,047 1,596,030 SH   DFND 4,2,5 1,284,930 0 311,100
BIG 5 SPORTING GOODS CORP COM 08915P101 84 5,900 SH   DFND 4,2,5 5,900 0 0
BIO-REFERENCE LABORATORIES INC COM $.01 NEW 09057G602 2,091 50,700 SH   DFND 4,2,5 22,300 0 28,400
BIOCRYST PHARMACEUTICALS INC COM 09058V103 5,230 350,328 SH   DFND 2,5 350,328 0 0
BIOGEN INC COM 09062X103 149,182 369,316 SH   DFND 2,5 368,655 0 661
BIOGEN INC COM 09062X103 31,992 79,200 SH   DFND 4,2,5 41,500 0 37,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 63,701 465,718 SH   DFND 2,5 465,718 0 0
BIOMED REALTY TRUST INC COM 09063H107 538 27,839 SH   DFND 2,5 27,839 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 5,390 130,817 SH   DFND 4,2,5 62,000 0 68,817
BLACKROCK INC COM 09247X101 9,553 27,610 SH   DFND 2,5 26,706 0 904
BLACKROCK INC COM 09247X101 10,791 31,190 SH   DFND 4,2,5 20,190 0 11,000
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 11,172 273,348 SH   DFND 2,5 271,212 0 2,136
BLOOMIN' BRANDS INC COM 094235108 3,649 170,900 SH   DFND 4,2,5 86,100 0 84,800
BLOUNT INTERNATIONAL INC COM 095180105 741 67,880 SH   DFND 4,2,5 26,140 0 41,740
BLUCORA INC COM 095229100 793 49,100 SH   DFND 4,2,5 49,100 0 0
BLUEBIRD BIO INC COM 09609G100 14,037 83,372 SH   DFND 2,5 83,372 0 0
BLYTH INC COM NEW 09643P207 178 28,000 SH   DFND 4,2,5 15,270 0 12,730
BOEING CO/THE COM 097023105 34,951 251,950 SH   DFND 2,5 251,950 0 0
BOEING CO/THE COM 097023105 42,906 309,300 SH   DFND 4,2,5 137,800 0 171,500
BOISE CASCADE CO COM 09739D100 29 800 SH   DFND 2,5 800 0 0
BOISE CASCADE CO COM 09739D100 3,433 93,600 SH   DFND 4,2,5 46,800 0 46,800
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 5,086 201,500 SH   DFND 4,2,5 93,200 0 108,300
BORGWARNER INC COM 099724106 4,966 87,373 SH   DFND 4,2,5 22,100 0 65,273
BOSTON PROPERTIES INC COM 101121101 7,679 63,440 SH   DFND 2,5 63,440 0 0
BOSTON PROPERTIES INC COM 101121101 1,295 10,700 SH   DFND 4,2,5 0 0 10,700
BOSTON SCIENTIFIC CORP COM 101137107 135 7,600 SH   DFND 4,2,5 0 0 7,600
BOYD GAMING CORP COM 103304101 58 3,900 SH   DFND 4,2,5 0 0 3,900
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 336 25,296 SH   DFND 2,5 25,296 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 4,748 357,496 SH   DFND 4,2,5 182,796 0 174,700
BRIGGS & STRATTON CORP COM 109043109 2,047 106,300 SH   DFND 4,2,5 53,300 0 53,000
BRINK'S CO/THE COM 109696104 218 7,400 SH   DFND 4,2,5 0 0 7,400
BRINKER INTERNATIONAL INC COM 109641100 6,924 120,100 SH   DFND 2,5 120,100 0 0
BRINKER INTERNATIONAL INC COM 109641100 22,000 381,620 SH   DFND 4,2,5 252,500 0 129,120
BRISTOL-MYERS SQUIBB CO COM 110122108 14,209 213,539 SH   DFND 2,5 213,539 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 38,866 584,100 SH   DFND 4,2,5 339,500 0 244,600
BRISTOW GROUP INC COM 110394103 1,484 27,840 SH   DFND 2,5 27,840 0 0
BROADCOM CORP CL A 111320107 4,531 88,000 SH   DFND 2,5 88,000 0 0
BROADCOM CORP CL A 111320107 1,921 37,300 SH   DFND 4,2,5 0 0 37,300
BROCADE COMMUNICATIONS SYSTEMS INC COM NEW 111621306 6,770 569,900 SH   DFND 4,2,5 253,500 0 316,400
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BROWN & BROWN INC COM 115236101 1,794 54,600 SH   DFND 4,2,5 29,500 0 25,100
BROWN-FORMAN CORP CL B 115637209 7,193 71,800 SH   DFND 4,2,5 12,800 0 59,000
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BUCKLE INC/THE COM 118440106 503 11,000 SH   DFND 4,2,5 400 0 10,600
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BUNGE LTD COM G16962105 2,994 34,100 SH   DFND 4,2,5 9,900 0 24,200
C&F FINANCIAL CORP COM 12466Q104 437 11,804 SH   DFND 4,2,5 9,644 0 2,160
CA INC COM 12673P105 22,196 757,800 SH   DFND 2,5 757,800 0 0
CA INC COM 12673P105 58,985 2,013,830 SH   DFND 4,2,5 1,596,800 0 417,030
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CALERES INC COM 129500104 3,025 95,200 SH   DFND 4,2,5 48,500 0 46,700
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CAMDEN PROPERTY TRUST SH BEN INT 133131102 1,227 16,517 SH   DFND 2,5 16,517 0 0
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CANADIAN NATIONAL RAILWAY CO COM 136375102 2,448 42,411 SH   DFND 2,5 42,411 0 0
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CANADIAN NATURAL RESOURCES LTD COM 136385101 4,241 156,170 SH   DFND 2,5 156,170 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 5,482 201,900 SH   DFND 4,2,5 166,500 0 35,400
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CAPITAL ONE FINANCIAL CORP COM 14040H105 1,002 11,393 SH   DFND 2,5 11,393 0 0
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CARMAX INC COM 143130102 609 9,200 SH   DFND 4,2,5 0 0 9,200
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CARNIVAL PLC PAIRED CTF 143658300 35,368 692,173 SH   DFND 2,5 679,173 0 13,000
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CASEY'S GENERAL STORES INC COM 147528103 4,484 46,836 SH   DFND 2,5 46,836 0 0
CASEY'S GENERAL STORES INC COM 147528103 11,878 124,060 SH   DFND 4,2,5 96,880 0 27,180
CASH AMERICA INTERNATIONAL INC COM 14754D100 63 2,400 SH   DFND 2,5 2,400 0 0
CASH AMERICA INTERNATIONAL INC COM 14754D100 1,139 43,500 SH   DFND 4,2,5 13,000 0 30,500
CATAMARAN CORP COM 148887102 153 2,500 SH   DFND 4,2,5 600 0 1,900
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CATERPILLAR INC COM 149123101 15,564 183,500 SH   DFND 4,2,5 119,600 0 63,900
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CBIZ INC COM 124805102 266 27,600 SH   DFND 4,2,5 11,200 0 16,400
CBL & ASSOCIATES PROPERTIES INC COM 124830100 2,663 164,400 SH   DFND 2,5 164,400 0 0
CBL & ASSOCIATES PROPERTIES INC COM 124830100 7,697 475,100 SH   DFND 4,2,5 321,300 0 153,800
CBRE GROUP INC CL A 12504L109 4,627 125,064 SH   DFND 2,5 125,064 0 0
CBRE GROUP INC CL A 12504L109 522 14,100 SH   DFND 4,2,5 0 0 14,100
CBS CORP CL B 124857202 1,927 34,715 SH   DFND 2,5 34,715 0 0
CBS CORP CL B 124857202 255 4,600 SH   DFND 4,2,5 1,300 0 3,300
CDW CORP/DE COM 12514G108 1,142 33,302 SH   DFND 2,5 33,302 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,293 202,100 SH   DFND 4,2,5 116,800 0 85,300
CELANESE CORP COM SER A 150870103 20,090 279,498 SH   DFND 2,5 279,498 0 0
CELANESE CORP COM SER A 150870103 37,772 525,483 SH   DFND 4,2,5 398,008 0 127,475
CELESTICA INC SUB VTG SHS 15101Q108 558 47,900 SH   DFND 4,2,5 17,100 0 30,800
CELGENE CORP COM 151020104 186,792 1,613,959 SH   DFND 2,5 1,610,542 0 3,417
CELGENE CORP COM 151020104 33,262 287,400 SH   DFND 4,2,5 144,900 0 142,500
CELLDEX THERAPEUTICS INC COM 15117B103 9,651 382,686 SH   DFND 2,5 382,686 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 15,001 1,637,657 SH   DFND 2,5 663,277 0 974,380
CEMPRA INC COM 15130J109 10,749 312,837 SH   DFND 2,5 312,837 0 0
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CENOVUS ENERGY INC COM 15135U109 2,406 150,400 SH   DFND 4,2,5 127,400 0 23,000
CENTERPOINT ENERGY INC. COM 15189T107 698 36,667 SH   DFND 2,5 36,667 0 0
CENTERPOINT ENERGY INC. COM 15189T107 9,420 495,002 SH   DFND 4,2,5 462,352 0 32,650
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD CL A NEW G20045202 15 6,873 SH   DFND 2,5 6,873 0 0
CENTRAL GARDEN & PET CO COM 153527106 225 21,308 SH   DFND 4,2,5 21,308 0 0
CENTURY BANCORP INC/MA CL A NON VTG 156432106 634 15,600 SH   DFND 4,2,5 10,800 0 4,800
CENTURYLINK INC COM 156700106 466 15,866 SH   DFND 2,5 15,866 0 0
CENTURYLINK INC COM 156700106 4,469 152,100 SH   DFND 4,2,5 2,200 0 149,900
CEPHEID COM 15670R107 20,588 336,681 SH   DFND 2,5 336,681 0 0
CERNER CORP COM 156782104 63,327 916,982 SH   DFND 2,5 916,982 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 26,911 418,645 SH   DFND 2,5 414,715 0 3,930
CF INDUSTRIES HOLDINGS INC COM 125269100 65,090 1,012,600 SH   DFND 4,2,5 806,390 0 206,210
CGI GROUP INC CL A SUB VTG 39945C109 1,733 44,300 SH   DFND 2,5 44,300 0 0
CGI GROUP INC CL A SUB VTG 39945C109 2,273 58,100 SH   DFND 4,2,5 54,200 0 3,900
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 5,785 92,730 SH   DFND 2,5 92,730 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 21,068 337,680 SH   DFND 4,2,5 264,500 0 73,180
CHANNELADVISOR CORP COM 159179100 3,768 315,273 SH   DFND 2,5 315,273 0 0
CHARLES SCHWAB CORP/THE COM 808513105 3,364 103,028 SH   DFND 2,5 103,028 0 0
CHARLES SCHWAB CORP/THE COM 808513105 4,666 142,900 SH   DFND 4,2,5 135,600 0 7,300
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 1,058 29,600 SH   DFND 4,2,5 0 0 29,600
CHASE CORP COM 16150R104 488 12,284 SH   DFND 4,2,5 7,940 0 4,344
CHATHAM LODGING TRUST COM 16208T102 204 7,690 SH   DFND 4,2,5 0 0 7,690
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 2,769 34,804 SH   DFND 2,5 34,804 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,491 21,524 SH   DFND 2,5 21,524 0 0
CHESAPEAKE ENERGY CORP COM 165167107 515 46,100 SH   DFND 2,5 46,100 0 0
CHESAPEAKE ENERGY CORP COM 165167107 5,957 533,300 SH   DFND 4,2,5 489,600 0 43,700
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 4,738 5,000,000 PRN   DFND 2,5 0 0 0
CHEVRON CORP COM 166764100 28,147 291,768 SH   DFND 2,5 291,768 0 0
CHEVRON CORP COM 166764100 78,575 814,500 SH   DFND 4,2,5 567,400 0 247,100
CHIMERIX INC COM 16934W106 9,430 204,120 SH   DFND 2,5 204,120 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 50,053 82,734 SH   DFND 2,5 82,734 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 6,473 10,700 SH   DFND 4,2,5 1,700 0 9,000
CHUBB CORP/THE COM 171232101 609 6,400 SH   DFND 4,2,5 6,400 0 0
CHURCH & DWIGHT CO INC COM 171340102 1,107 13,644 SH   DFND 2,5 13,644 0 0
CHURCH & DWIGHT CO INC COM 171340102 6,766 83,400 SH   DFND 4,2,5 13,100 0 70,300
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 55 2,600 SH   DFND 2,5 2,600 0 0
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 364 17,200 SH   DFND 4,2,5 17,200 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 550 52,987 SH   DFND 2,5 52,987 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 70 13,534 SH   DFND 2,5 13,534 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 70 13,534 SH   DFND 4,2,5 13,534 0 0
CIBER INC COM 17163B102 181 52,400 SH   DFND 4,2,5 3,500 0 48,900
CIGNA CORP COM 125509109 16,240 100,249 SH   DFND 2,5 100,249 0 0
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CIMAREX ENERGY CO COM 171798101 1,140 10,332 SH   DFND 2,5 10,332 0 0
CIMPRESS NV SHS EURO N20146101 691 8,208 SH   DFND 2,5 8,208 0 0
CINCINNATI FINANCIAL CORP COM 172062101 95 1,897 SH   DFND 2,5 1,897 0 0
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CINTAS CORP COM 172908105 18,889 223,300 SH   DFND 2,5 223,300 0 0
CINTAS CORP COM 172908105 58,670 693,580 SH   DFND 4,2,5 570,330 0 123,250
CIRRUS LOGIC INC COM 172755100 2,498 73,400 SH   DFND 4,2,5 61,400 0 12,000
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CISCO SYSTEMS INC COM 17275R102 69,021 2,513,500 SH   DFND 4,2,5 1,480,600 0 1,032,900
CIT GROUP INC COM NEW 125581801 265 5,700 SH   DFND 4,2,5 0 0 5,700
CITIGROUP INC COM NEW 172967424 19,262 348,703 SH   DFND 2,5 329,782 0 18,921
CITIGROUP INC COM NEW 172967424 46,208 836,500 SH   DFND 4,2,5 762,000 0 74,500
CITRIX SYSTEMS INC NOTE 0.500% 4/1 177376AD2 40,138 38,000,000 PRN   DFND 2,5 0 0 0
CIVEO CORP COM 178787107 149 48,400 SH   DFND 4,2,5 29,000 0 19,400
CLEAN HARBORS INC COM 184496107 2,821 52,500 SH   DFND 4,2,5 33,600 0 18,900
CLOROX CO/THE COM 189054109 1,090 10,481 SH   DFND 2,5 10,481 0 0
CLOROX CO/THE COM 189054109 12,150 116,800 SH   DFND 4,2,5 20,200 0 96,600
CME GROUP INC/IL COM 12572Q105 6,105 65,600 SH   DFND 4,2,5 48,300 0 17,300
CMS ENERGY CORP COM 125896100 1,021 32,077 SH   DFND 2,5 32,077 0 0
CMS ENERGY CORP COM 125896100 5,206 163,500 SH   DFND 4,2,5 24,500 0 139,000
CNA FINANCIAL CORP COM 126117100 4,285 112,142 SH   DFND 2,5 112,142 0 0
CNA FINANCIAL CORP COM 126117100 8,505 222,592 SH   DFND 4,2,5 199,492 0 23,100
CNB FINANCIAL CORP/PA COM 126128107 28 1,500 SH   DFND 4,2,5 1,500 0 0
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CNH INDUSTRIAL NV SHS N20944109 1,253 135,000 SH   DFND 4,2,5 0 0 135,000
COACH INC COM 189754104 1,512 43,700 SH   DFND 4,2,5 9,300 0 34,400
COBALT INTERNATIONAL ENERGY INC COM 19075F106 50 5,105 SH   DFND 2,5 5,105 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 106 700 SH   DFND 2,5 700 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 4,136 27,375 SH   DFND 4,2,5 8,200 0 19,175
COCA-COLA CO/THE COM 191216100 13,898 354,271 SH   DFND 2,5 354,271 0 0
COCA-COLA CO/THE COM 191216100 79,449 2,025,200 SH   DFND 4,2,5 1,162,800 0 862,400
COCA-COLA ENTERPRISES INC COM 19122T109 23,579 542,800 SH   DFND 2,5 542,800 0 0
COCA-COLA ENTERPRISES INC COM 19122T109 61,633 1,418,806 SH   DFND 4,2,5 1,148,600 0 270,206
CODEXIS INC COM 192005106 350 89,925 SH   DFND 4,2,5 79,395 0 10,530
CODORUS VALLEY BANCORP INC COM 192025104 128 6,333 SH   DFND 4,2,5 4,672 0 1,661
COEUR MINING INC COM NEW 192108504 253 44,395 SH   DFND 2,5 44,395 0 0
COGENT COMMUNICATIONS HOLDINGS INC COM NEW 19239V302 3,316 98,000 SH   DFND 2,5 98,000 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 310 5,080 SH   DFND 2,5 5,080 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 16,452 269,300 SH   DFND 4,2,5 122,600 0 146,700
COHU INC COM 192576106 103 7,800 SH   DFND 4,2,5 7,800 0 0
COLGATE-PALMOLIVE CO COM 194162103 18,694 285,790 SH   DFND 2,5 268,167 0 17,623
COLGATE-PALMOLIVE CO COM 194162103 34,523 527,800 SH   DFND 4,2,5 201,400 0 326,400
COLUMBUS MCKINNON CORP/NY COM 199333105 420 16,800 SH   DFND 4,2,5 0 0 16,800
COMCAST CORP CL A 20030N101 22,067 366,927 SH   DFND 2,5 366,927 0 0
COMCAST CORP CL A 20030N101 58,354 970,300 SH   DFND 4,2,5 658,600 0 311,700
COMMUNITY HEALTH SYSTEMS INC COM 203668108 18,010 286,010 SH   DFND 2,5 286,010 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 38,584 612,731 SH   DFND 4,2,5 434,041 0 178,690
COMMUNITY HEALTH SYSTEMS INC RIGHT 01/27/2016 203668116 5 337,975 SH   DFND 2,5 337,975 0 0
COMPASS MINERALS INTERNATIONAL INC COM 20451N101 16 200 SH   DFND 4,2,5 200 0 0
COMPUTER SCIENCES CORP COM 205363104 21,115 321,680 SH   DFND 2,5 321,680 0 0
COMPUTER SCIENCES CORP COM 205363104 56,042 853,780 SH   DFND 4,2,5 691,680 0 162,100
CONAGRA FOODS INC COM 205887102 8,184 187,200 SH   DFND 4,2,5 33,600 0 153,600
CONATUS PHARMACEUTICALS INC COM 20600T108 4,993 969,544 SH   DFND 2,5 969,544 0 0
CONCHO RESOURCES INC COM 20605P101 49,008 430,427 SH   DFND 2,5 430,427 0 0
CONCHO RESOURCES INC COM 20605P101 2,653 23,300 SH   DFND 4,2,5 18,000 0 5,300
CONOCOPHILLIPS COM 20825C104 19,212 312,849 SH   DFND 2,5 308,577 0 4,272
CONOCOPHILLIPS COM 20825C104 36,458 593,680 SH   DFND 4,2,5 503,220 0 90,460
CONSOL ENERGY INC COM 20854P109 827 38,019 SH   DFND 2,5 38,019 0 0
CONSOLIDATED EDISON INC COM 209115104 722 12,469 SH   DFND 2,5 12,469 0 0
CONSOLIDATED EDISON INC COM 209115104 11,044 190,800 SH   DFND 4,2,5 43,000 0 147,800
CONSTELLATION BRANDS INC CL A 21036P108 638 5,500 SH   DFND 4,2,5 0 0 5,500
CONSUMER PORTFOLIO SERVICES INC COM 210502100 501 80,130 SH   DFND 4,2,5 66,930 0 13,200
CONTINENTAL RESOURCES INC/OK COM 212015101 1,553 36,647 SH   DFND 2,5 36,647 0 0
CONVERGYS CORP COM 212485106 6,416 251,700 SH   DFND 4,2,5 114,200 0 137,500
COOPER COS INC/THE COM NEW 216648402 23,670 133,000 SH   DFND 2,5 133,000 0 0
COOPER-STANDARD HOLDING INC COM 21676P103 1,838 29,900 SH   DFND 4,2,5 15,200 0 14,700
CORENERGY INFRASTRUCTURE TRUST INC COM 21870U205 211 33,352 SH   DFND 4,2,5 19,652 0 13,700
CORNING INC COM 219350105 7,101 359,900 SH   DFND 4,2,5 89,700 0 270,200
CORPBANCA SA SPONSORED ADR 21987A209 411 24,894 SH   DFND 2,5 24,894 0 0
CORPBANCA SA SPONSORED ADR 21987A209 459 27,794 SH   DFND 4,2,5 27,794 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 289 8,740 SH   DFND 2,5 8,740 0 0
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 6,099 184,382 SH   DFND 4,2,5 86,988 0 97,394
COSTAR GROUP INC COM 22160N109 10,899 54,156 SH   DFND 2,5 54,156 0 0
COSTCO WHOLESALE CORP COM 22160K105 2,915 21,584 SH   DFND 2,5 21,584 0 0
COSTCO WHOLESALE CORP COM 22160K105 33,675 249,336 SH   DFND 4,2,5 86,500 0 162,836
COVENANT TRANSPORTATION GROUP INC CL A 22284P105 1,183 47,200 SH   DFND 4,2,5 31,000 0 16,200
CR BARD INC COM 067383109 2,809 16,454 SH   DFND 2,5 16,454 0 0
CR BARD INC COM 067383109 5,599 32,800 SH   DFND 4,2,5 4,900 0 27,900
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 5,504 36,900 SH   DFND 2,5 36,900 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 19,735 132,308 SH   DFND 4,2,5 88,000 0 44,308
CRANE CO COM 224399105 546 9,300 SH   DFND 4,2,5 0 0 9,300
CRAWFORD & CO CL B 224633107 460 54,591 SH   DFND 4,2,5 28,361 0 26,230
CRAWFORD & CO CL A 224633206 14 1,861 SH   DFND 4,2,5 1,861 0 0
CREDICORP LTD COM G2519Y108 12,409 89,322 SH   DFND 2,5 47,633 0 41,689
CREDICORP LTD COM G2519Y108 97 700 SH   DFND 4,2,5 700 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 2,819 137,317 SH   DFND 2,5 137,317 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 1,439 70,100 SH   DFND 4,2,5 60,500 0 9,600
CRITEO SA SPONS ADS 226718104 10,789 226,331 SH   DFND 2,5 226,331 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 3,822 47,600 SH   DFND 2,5 47,600 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 12,141 151,200 SH   DFND 4,2,5 130,900 0 20,300
CSG SYSTEMS INTERNATIONAL INC COM 126349109 3,112 98,300 SH   DFND 4,2,5 43,300 0 55,000
CSX CORP COM 126408103 240 7,357 SH   DFND 2,5 7,357 0 0
CSX CORP COM 126408103 11,351 347,650 SH   DFND 4,2,5 195,750 0 151,900
CUBESMART COM 229663109 2,276 98,287 SH   DFND 2,5 98,287 0 0
CULLEN/FROST BANKERS INC COM 229899109 214 2,726 SH   DFND 2,5 2,726 0 0
CUMMINS INC COM 231021106 11,951 91,100 SH   DFND 4,2,5 21,000 0 70,100
CVS HEALTH CORP COM 126650100 19,661 187,462 SH   DFND 2,5 187,462 0 0
CVS HEALTH CORP COM 126650100 48,731 464,640 SH   DFND 4,2,5 265,400 0 199,240
CYS INVESTMENTS INC COM 12673A108 288 37,300 SH   DFND 4,2,5 37,300 0 0
DANAHER CORP COM 235851102 55,670 650,428 SH   DFND 2,5 650,428 0 0
DANAHER CORP COM 235851102 18,736 218,900 SH   DFND 4,2,5 119,100 0 99,800
DARDEN RESTAURANTS INC COM 237194105 761 10,700 SH   DFND 2,5 10,700 0 0
DARDEN RESTAURANTS INC COM 237194105 13,534 190,400 SH   DFND 4,2,5 184,400 0 6,000
DATALINK CORP COM 237934104 483 54,028 SH   DFND 4,2,5 38,668 0 15,360
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,736 84,763 SH   DFND 2,5 84,763 0 0
DEAN FOODS CO COM NEW 242370203 3,782 233,900 SH   DFND 4,2,5 111,400 0 122,500
DECKERS OUTDOOR CORP COM 243537107 6,269 87,100 SH   DFND 4,2,5 37,400 0 49,700
DEERE & CO COM 244199105 1,106 11,400 SH   DFND 2,5 11,400 0 0
DEERE & CO COM 244199105 36,792 379,100 SH   DFND 4,2,5 245,400 0 133,700
DELEK US HOLDINGS INC COM 246647101 210 5,700 SH   DFND 4,2,5 400 0 5,300
DELPHI AUTOMOTIVE PLC SHS G27823106 2,190 25,739 SH   DFND 2,5 25,739 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 14,499 170,400 SH   DFND 4,2,5 37,000 0 133,400
DELTA AIR LINES INC COM NEW 247361702 27 664 SH   DFND 2,5 664 0 0
DELTA AIR LINES INC COM NEW 247361702 5,119 124,600 SH   DFND 4,2,5 124,600 0 0
DELTA NATURAL GAS CO INC COM 247748106 94 4,657 SH   DFND 4,2,5 1,599 0 3,058
DELUXE CORP COM 248019101 6,157 99,300 SH   DFND 2,5 99,300 0 0
DELUXE CORP COM 248019101 21,305 343,635 SH   DFND 4,2,5 229,485 0 114,150
DENBURY RESOURCES INC COM NEW 247916208 2,307 362,703 SH   DFND 2,5 362,703 0 0
DENBURY RESOURCES INC COM NEW 247916208 3,045 478,700 SH   DFND 4,2,5 202,200 0 276,500
DENTSPLY INTERNATIONAL INC COM 249030107 633 12,289 SH   DFND 2,5 12,289 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 26 500 SH   DFND 4,2,5 0 0 500
DEPOMED INC COM 249908104 1,195 55,700 SH   DFND 4,2,5 0 0 55,700
DEUTSCHE BANK AG NAMEN AKT D18190898 265,299 8,766,839 SH   DFND 2,5 8,762,319 0 4,520
DEUTSCHE BANK AG NAMEN AKT D18190898 23,138 764,600 SH   DFND 4,2,5 147,800 0 616,800
DEVON ENERGY CORP COM 25179M103 5,932 99,721 SH   DFND 2,5 99,721 0 0
DEVON ENERGY CORP COM 25179M103 17,908 301,020 SH   DFND 4,2,5 251,360 0 49,660
DEXCOM INC COM 252131107 19,688 246,167 SH   DFND 2,5 246,167 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,840 50,942 SH   DFND 2,5 50,942 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 60 4,700 SH   DFND 2,5 4,700 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,060 160,800 SH   DFND 4,2,5 82,700 0 78,100
DICK'S SPORTING GOODS INC COM 253393102 1,020 19,700 SH   DFND 4,2,5 9,500 0 10,200
DIME COMMUNITY BANCSHARES INC COM 253922108 1,347 79,500 SH   DFND 4,2,5 48,300 0 31,200
DINEEQUITY INC COM 254423106 287 2,900 SH   DFND 4,2,5 300 0 2,600
DIRECTV COM 25490A309 311 3,348 SH   DFND 2,5 3,348 0 0
DIRECTV COM 25490A309 17,472 188,300 SH   DFND 4,2,5 82,200 0 106,100
DISCOVER FINANCIAL SERVICES COM 254709108 3,787 65,729 SH   DFND 2,5 65,729 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 17,934 311,250 SH   DFND 4,2,5 80,650 0 230,600
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 1,001 30,100 SH   DFND 4,2,5 17,000 0 13,100
DISH NETWORK CORP CL A 25470M109 6,153 90,874 SH   DFND 4,2,5 11,800 0 79,074
DOLLAR GENERAL CORP COM 256677105 7,595 97,700 SH   DFND 4,2,5 14,600 0 83,100
DOLLAR TREE INC COM 256746108 6,072 76,876 SH   DFND 4,2,5 11,800 0 65,076
DOMINION DIAMOND CORP COM 257287102 350 25,000 SH   DFND 2,5 25,000 0 0
DOMINION DIAMOND CORP COM 257287102 1,539 109,800 SH   DFND 4,2,5 59,800 0 50,000
DOMINION RESOURCES INC/VA COM 25746U109 1,118 16,716 SH   DFND 2,5 16,716 0 0
DOMINION RESOURCES INC/VA COM 25746U109 26,113 390,500 SH   DFND 4,2,5 126,100 0 264,400
DOMTAR CORP COM NEW 257559203 58 1,400 SH   DFND 2,5 1,400 0 0
DOMTAR CORP COM NEW 257559203 433 10,450 SH   DFND 4,2,5 0 0 10,450
DOUGLAS EMMETT INC COM 25960P109 901 33,431 SH   DFND 2,5 33,431 0 0
DOVER CORP COM 260003108 2,253 32,100 SH   DFND 4,2,5 7,500 0 24,600
DOW CHEMICAL CO/THE COM 260543103 5,053 98,759 SH   DFND 2,5 91,838 0 6,921
DOW CHEMICAL CO/THE COM 260543103 48,954 956,700 SH   DFND 4,2,5 762,200 0 194,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 27,138 372,260 SH   DFND 2,5 372,260 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 86,774 1,190,310 SH   DFND 4,2,5 875,190 0 315,120
DRIL-QUIP INC COM 262037104 1,459 19,394 SH   DFND 2,5 19,394 0 0
DTE ENERGY CO COM 233331107 951 12,741 SH   DFND 2,5 12,741 0 0
DTE ENERGY CO COM 233331107 8,972 120,200 SH   DFND 4,2,5 27,000 0 93,200
DUKE ENERGY CORP COM NEW 26441C204 6,271 88,793 SH   DFND 2,5 88,793 0 0
DUKE ENERGY CORP COM NEW 26441C204 28,997 410,600 SH   DFND 4,2,5 160,300 0 250,300
DUN & BRADSTREET CORP/THE COM 26483E100 13,884 113,800 SH   DFND 4,2,5 97,300 0 16,500
DYAX CORP COM 26746E103 11,059 417,330 SH   DFND 2,5 417,330 0 0
EAST WEST BANCORP INC COM 27579R104 421 9,391 SH   DFND 2,5 9,391 0 0
EASTMAN CHEMICAL CO COM 277432100 2,021 24,700 SH   DFND 4,2,5 10,000 0 14,700
EATON CORP PLC SHS G29183103 180 2,671 SH   DFND 2,5 2,671 0 0
EATON CORP PLC SHS G29183103 11,143 165,100 SH   DFND 4,2,5 91,900 0 73,200
EBAY INC COM 278642103 8,165 135,549 SH   DFND 2,5 135,549 0 0
EBAY INC COM 278642103 10,771 178,800 SH   DFND 4,2,5 171,100 0 7,700
EBIX INC COM NEW 278715206 1,278 39,200 SH   DFND 4,2,5 33,400 0 5,800
ECHOSTAR CORP CL A 278768106 4,042 83,030 SH   DFND 2,5 83,030 0 0
ECHOSTAR CORP CL A 278768106 12,843 263,830 SH   DFND 4,2,5 184,750 0 79,080
ECOLAB INC COM 278865100 63,408 560,788 SH   DFND 2,5 555,788 0 5,000
ECOLAB INC COM 278865100 19,448 172,000 SH   DFND 4,2,5 50,400 0 121,600
ECOPETROL SA SPONSORED ADS 279158109 286 21,558 SH   DFND 2,5 21,558 0 0
ECOPETROL SA SPONSORED ADS 279158109 301 22,700 SH   DFND 4,2,5 22,700 0 0
EDGEWELL PERSONAL CARE CO COM 29266R108 321 2,440 SH   DFND 2,5 2,440 0 0
EDISON INTERNATIONAL COM 281020107 467 8,403 SH   DFND 2,5 8,403 0 0
EDISON INTERNATIONAL COM 281020107 5,169 93,000 SH   DFND 4,2,5 24,400 0 68,600
EDWARDS LIFESCIENCES CORP COM 28176E108 12,190 85,589 SH   DFND 2,5 85,589 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,726 40,200 SH   DFND 4,2,5 6,900 0 33,300
EI DU PONT DE NEMOURS & CO COM 263534109 6,889 107,719 SH   DFND 2,5 107,719 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 25,337 396,200 SH   DFND 4,2,5 180,500 0 215,700
ELDORADO GOLD CORP COM 284902103 759 183,017 SH   DFND 2,5 183,017 0 0
ELDORADO GOLD CORP COM 284902103 395 95,200 SH   DFND 4,2,5 79,900 0 15,300
ELECTRONIC ARTS INC COM 285512109 195 2,930 SH   DFND 2,5 2,930 0 0
ELECTRONIC ARTS INC COM 285512109 18,653 280,500 SH   DFND 4,2,5 269,300 0 11,200
ELI LILLY & CO COM 532457108 1,058 12,674 SH   DFND 2,5 12,674 0 0
ELI LILLY & CO COM 532457108 47,961 574,450 SH   DFND 4,2,5 213,300 0 361,150
EMC CORP/MA COM 268648102 474 17,956 SH   DFND 2,5 17,956 0 0
EMC CORP/MA COM 268648102 13,469 510,400 SH   DFND 4,2,5 342,200 0 168,200
EMERGENT BIOSOLUTIONS INC COM 29089Q105 23 700 SH   DFND 2,5 700 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,975 90,300 SH   DFND 4,2,5 34,400 0 55,900
EMERSON ELECTRIC CO COM 291011104 451 8,145 SH   DFND 2,5 8,145 0 0
EMERSON ELECTRIC CO COM 291011104 39,821 718,400 SH   DFND 4,2,5 435,400 0 283,000
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 37 900 SH   DFND 4,2,5 900 0 0
ENBRIDGE INC COM 29250N105 4,600 98,324 SH   DFND 2,5 98,324 0 0
ENBRIDGE INC COM 29250N105 7,701 164,600 SH   DFND 4,2,5 115,800 0 48,800
ENCANA CORP COM 292505104 196 17,811 SH   DFND 2,5 17,811 0 0
ENCANA CORP COM 292505104 181 16,410 SH   DFND 4,2,5 7,410 0 9,000
ENCORE CAPITAL GROUP INC COM 292554102 1,329 31,100 SH   DFND 4,2,5 19,700 0 11,400
ENDO INTERNATIONAL PLC SHS G30401106 17,347 217,786 SH   DFND 2,5 217,786 0 0
ENDOLOGIX INC COM 29266S106 5,709 372,145 SH   DFND 2,5 372,145 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 118 1,800 SH   DFND 4,2,5 0 0 1,800
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,452 19,320 SH   DFND 1,2,5,3 19,320 0 0
ENERSIS SA SPONSORED ADR 29274F104 784 49,500 SH   DFND 2,5 49,500 0 0
ENERSIS SA SPONSORED ADR 29274F104 1,505 95,100 SH   DFND 4,2,5 95,100 0 0
ENSIGN GROUP INC/THE COM 29358P101 2,553 50,000 SH   DFND 4,2,5 25,390 0 24,610
ENTERGY CORP COM 29364G103 24,695 350,281 SH   DFND 2,5 350,281 0 0
ENTERGY CORP COM 29364G103 68,030 964,960 SH   DFND 4,2,5 789,620 0 175,340
ENTERPRISE PRODUCTS PARTNERS LP COM 293792107 628 21,000 SH   DFND 2,5 21,000 0 0
EOG RESOURCES INC COM 26875P101 51,981 593,725 SH   DFND 2,5 588,916 0 4,809
EOG RESOURCES INC COM 26875P101 30,432 347,600 SH   DFND 4,2,5 265,500 0 82,100
EP ENERGY CORP CL A 268785102 1,753 137,730 SH   DFND 2,5 137,730 0 0
EPAM SYSTEMS INC COM 29414B104 570 8,000 SH   DFND 2,5 8,000 0 0
EPIQ SYSTEMS INC COM 26882D109 1,001 59,300 SH   DFND 4,2,5 50,400 0 8,900
EPLUS INC COM 294268107 61 800 SH   DFND 2,5 800 0 0
EPLUS INC COM 294268107 636 8,300 SH   DFND 4,2,5 2,200 0 6,100
EQT CORP COM 26884L109 6,216 76,426 SH   DFND 2,5 76,426 0 0
EQT CORP COM 26884L109 6,019 74,000 SH   DFND 4,2,5 66,900 0 7,100
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 2,283 28,000 SH   DFND 2,5 28,000 0 0
EQUIFAX INC COM 294429105 18,418 189,700 SH   DFND 4,2,5 129,300 0 60,400
EQUITY COMMONWEALTH COM SH BEN INT 294628102 77 3,000 SH   DFND 2,5 3,000 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 1,209 47,105 SH   DFND 4,2,5 3,300 0 43,805
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,193 59,758 SH   DFND 2,5 59,758 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,351 133,260 SH   DFND 4,2,5 119,460 0 13,800
ESPERION THERAPEUTICS INC COM 29664W105 6,385 78,091 SH   DFND 2,5 78,091 0 0
ESSA BANCORP INC COM 29667D104 470 36,536 SH   DFND 4,2,5 25,369 0 11,167
ESSENDANT INC COM 296689102 86 2,200 SH   DFND 4,2,5 0 0 2,200
ESSEX PROPERTY TRUST INC COM 297178105 365 1,717 SH   DFND 2,5 1,717 0 0
ESSEX PROPERTY TRUST INC COM 297178105 914 4,300 SH   DFND 4,2,5 0 0 4,300
ESTEE LAUDER COS INC/THE CL A 518439104 554 6,397 SH   DFND 2,5 6,397 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 6,733 77,700 SH   DFND 4,2,5 14,000 0 63,700
ESTERLINE TECHNOLOGIES CORP COM 297425100 29 300 SH   DFND 4,2,5 0 0 300
ETHAN ALLEN INTERIORS INC COM 297602104 1,441 54,700 SH   DFND 4,2,5 23,600 0 31,100
EVERBANK FINANCIAL CORP COM 29977G102 507 25,825 SH   DFND 2,5 25,825 0 0
EVEREST RE GROUP LTD COM G3223R108 16,412 90,170 SH   DFND 2,5 90,170 0 0
EVEREST RE GROUP LTD COM G3223R108 38,428 211,129 SH   DFND 4,2,5 164,430 0 46,699
EXACTECH INC COM 30064E109 593 28,462 SH   DFND 4,2,5 12,862 0 15,600
EXAMWORKS GROUP INC COM 30066A105 6,334 162,000 SH   DFND 2,5 162,000 0 0
EXELIXIS INC COM 30161Q104 1,325 352,296 SH   DFND 2,5 352,296 0 0
EXELON CORP COM 30161N101 185 5,900 SH   DFND 2,5 5,900 0 0
EXELON CORP COM 30161N101 33,026 1,051,100 SH   DFND 4,2,5 823,900 0 227,200
EXPEDIA INC COM NEW 30212P303 25,768 235,650 SH   DFND 2,5 235,650 0 0
EXPEDIA INC COM NEW 30212P303 71,261 651,680 SH   DFND 4,2,5 548,030 0 103,650
EXPRESS SCRIPTS HOLDING CO COM 30219G108 26,815 301,490 SH   DFND 2,5 294,903 0 6,587
EXPRESS SCRIPTS HOLDING CO COM 30219G108 9,107 102,400 SH   DFND 4,2,5 97,100 0 5,300
EXTERRAN PARTNERS LP COM UNITS 30225N105 1,582 70,308 SH   DFND 2,5 70,308 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,829 135,369 SH   DFND 2,5 135,369 0 0
EXXON MOBIL CORP COM 30231G102 59,766 718,346 SH   DFND 2,5 718,346 0 0
EXXON MOBIL CORP COM 30231G102 196,851 2,366,000 SH   DFND 4,2,5 1,604,000 0 762,000
EZCORP INC CL A NON VTG 302301106 638 85,861 SH   DFND 4,2,5 42,370 0 43,491
F5 NETWORKS INC COM 315616102 56,384 468,499 SH   DFND 2,5 468,499 0 0
FACEBOOK INC CL A 30303M102 99,933 1,165,191 SH   DFND 2,5 1,165,191 0 0
FACEBOOK INC CL A 30303M102 50,445 588,180 SH   DFND 4,2,5 536,600 0 51,580
FAIRCHILD SEMICONDUCTOR INTERNATIONAL IN COM 303726103 3,862 222,200 SH   DFND 4,2,5 136,000 0 86,200
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 1,038 35,734 SH   DFND 4,2,5 23,604 0 12,130
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 1,007 7,861 SH   DFND 2,5 7,861 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 359 2,800 SH   DFND 4,2,5 0 0 2,800
FEDERAL SIGNAL CORP COM 313855108 80 5,334 SH   DFND 4,2,5 2,300 0 3,034
FEDEX CORP COM 31428X106 17,228 101,102 SH   DFND 2,5 101,102 0 0
FEDEX CORP COM 31428X106 10,275 60,300 SH   DFND 4,2,5 39,100 0 21,200
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 16,570 1,140,368 SH   DFND 2,5 1,109,967 0 30,401
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 15 1,000 SH   DFND 4,2,5 1,000 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 8,559 138,500 SH   DFND 4,2,5 24,500 0 114,000
FIFTH STREET FINANCE CORP COM 31678A103 36 5,500 SH   DFND 4,2,5 5,500 0 0
FIREEYE INC COM 31816Q101 6,040 123,500 SH   DFND 2,5 123,500 0 0
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 7 779 SH   DFND 4,2,5 779 0 0
FIRST FINANCIAL CORP/IN COM 320218100 114 3,200 SH   DFND 4,2,5 3,200 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 1,183 63,174 SH   DFND 2,5 63,174 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 1,074 104,260 SH   DFND 4,2,5 34,260 0 70,000
FIRST REPUBLIC BANK/CA COM 33616C100 453 7,186 SH   DFND 2,5 7,186 0 0
FISERV INC COM 337738108 2,945 35,559 SH   DFND 2,5 35,559 0 0
FISERV INC COM 337738108 10,130 122,300 SH   DFND 4,2,5 20,600 0 101,700
FIVE STAR QUALITY CARE INC COM 33832D106 10 2,100 SH   DFND 4,2,5 2,100 0 0
FLEXSTEEL INDUSTRIES INC COM 339382103 431 10,010 SH   DFND 4,2,5 8,829 0 1,181
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 106 9,380 SH   DFND 2,5 9,380 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 1,393 123,180 SH   DFND 4,2,5 24,380 0 98,800
FLOWERS FOODS INC COM 343498101 37 1,770 SH   DFND 2,5 1,770 0 0
FLOWERS FOODS INC COM 343498101 4,073 192,590 SH   DFND 4,2,5 144,440 0 48,150
FMC TECHNOLOGIES INC COM 30249U101 1,515 36,519 SH   DFND 2,5 36,519 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,286 31,000 SH   DFND 4,2,5 13,200 0 17,800
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 293 3,287 SH   DFND 2,5 3,287 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 11 126 SH   DFND 4,2,5 126 0 0
FOOT LOCKER INC COM 344849104 18,747 279,760 SH   DFND 2,5 279,760 0 0
FOOT LOCKER INC COM 344849104 49,450 737,945 SH   DFND 4,2,5 555,200 0 182,745
FORD MOTOR CO COM PAR $0.01 345370860 40,612 2,705,639 SH   DFND 2,5 2,705,639 0 0
FORD MOTOR CO COM PAR $0.01 345370860 125,317 8,348,875 SH   DFND 4,2,5 6,464,350 0 1,884,525
FOREST CITY ENTERPRISES INC CL A 345550107 1,216 55,000 SH   DFND 2,5 55,000 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 3,218 70,236 SH   DFND 2,5 70,236 0 0
FRANCO-NEVADA CORP COM 351858105 1,241 26,014 SH   DFND 2,5 26,014 0 0
FRANCO-NEVADA CORP COM 351858105 48 1,000 SH   DFND 4,2,5 0 0 1,000
FRANK'S INTERNATIONAL NV COM N33462107 153 8,100 SH   DFND 4,2,5 7,000 0 1,100
FRANKLIN RESOURCES INC COM 354613101 11,914 243,000 SH   DFND 4,2,5 59,600 0 183,400
FRANKLIN STREET PROPERTIES CORP COM 35471R106 300 26,560 SH   DFND 4,2,5 21,760 0 4,800
FREEPORT-MCMORAN INC CL B 35671D857 240 12,900 SH   DFND 4,2,5 7,800 0 5,100
FTI CONSULTING INC COM 302941109 2,446 59,320 SH   DFND 4,2,5 48,130 0 11,190
GAIN CAPITAL HOLDINGS INC COM 36268W100 388 40,600 SH   DFND 4,2,5 32,880 0 7,720
GAMESTOP CORP CL A 36467W109 10,143 236,100 SH   DFND 2,5 236,100 0 0
GAMESTOP CORP CL A 36467W109 40,632 945,800 SH   DFND 4,2,5 738,400 0 207,400
GANNETT CO INC COM 36473H104 122 8,736 SH   DFND 2,5 8,736 0 0
GANNETT CO INC COM 36473H104 3,552 253,920 SH   DFND 4,2,5 160,050 0 93,870
GAP INC/THE COM 364760108 18,577 486,700 SH   DFND 2,5 486,700 0 0
GAP INC/THE COM 364760108 55,542 1,455,130 SH   DFND 4,2,5 1,157,930 0 297,200
GENERAC HOLDINGS INC COM 368736104 329 8,273 SH   DFND 2,5 8,273 0 0
GENERAL CABLE CORP COM 369300108 10 500 SH   DFND 4,2,5 0 0 500
GENERAL DYNAMICS CORP COM 369550108 128 900 SH   DFND 4,2,5 900 0 0
GENERAL ELECTRIC CO COM 369604103 33,826 1,273,073 SH   DFND 2,5 1,273,073 0 0
GENERAL ELECTRIC CO COM 369604103 104,142 3,919,550 SH   DFND 4,2,5 3,216,790 0 702,760
GENERAL GROWTH PROPERTIES INC COM 370023103 8,380 326,596 SH   DFND 2,5 326,596 0 0
GENERAL GROWTH PROPERTIES INC COM 370023103 931 36,300 SH   DFND 4,2,5 0 0 36,300
GENERAL MILLS INC COM 370334104 42,079 755,183 SH   DFND 2,5 755,183 0 0
GENERAL MILLS INC COM 370334104 138,207 2,480,381 SH   DFND 4,2,5 1,830,321 0 650,060
GENERAL MOTORS CO COM 37045V100 21,986 659,641 SH   DFND 2,5 659,641 0 0
GENERAL MOTORS CO COM 37045V100 94,581 2,837,720 SH   DFND 4,2,5 2,126,250 0 711,470
GENESCO INC COM 371532102 2,536 38,400 SH   DFND 4,2,5 13,800 0 24,600
GENOCEA BIOSCIENCES INC COM 372427104 7,282 530,377 SH   DFND 2,5 530,377 0 0
GENUINE PARTS CO COM 372460105 8,837 98,700 SH   DFND 4,2,5 16,200 0 82,500
GEO GROUP INC/THE COM 36162J106 1,161 34,000 SH   DFND 4,2,5 23,800 0 10,200
GILDAN ACTIVEWEAR INC COM 375916103 50 1,500 SH   DFND 4,2,5 0 0 1,500
GILEAD SCIENCES INC COM 375558103 297,404 2,540,181 SH   DFND 2,5 2,538,406 0 1,775
GILEAD SCIENCES INC COM 375558103 231,597 1,978,110 SH   DFND 4,2,5 1,450,610 0 527,500
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 88,172 17,100,000 PRN   DFND 2,5 0 0 0
GLOBAL PAYMENTS INC COM 37940X102 7,769 75,099 SH   DFND 2,5 75,099 0 0
GLOBAL SOURCES LTD ORD G39300101 405 58,202 SH   DFND 4,2,5 44,502 0 13,700
GLOBANT SA COM L44385109 1,522 50,000 SH   DFND 2,5 50,000 0 0
GNC HOLDINGS INC COM CL A 36191G107 1,130 25,400 SH   DFND 4,2,5 5,900 0 19,500
GOLDCORP INC COM 380956409 3,152 194,147 SH   DFND 2,5 194,147 0 0
GOLDCORP INC COM 380956409 115 7,100 SH   DFND 4,2,5 2,100 0 5,000
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,898 100,090 SH   DFND 2,5 100,090 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,357 97,500 SH   DFND 4,2,5 71,600 0 25,900
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 8,608 285,500 SH   DFND 4,2,5 285,500 0 0
GOOGLE INC CL A 38259P508 33,757 62,508 SH   DFND 2,5 62,179 0 329
GOOGLE INC CL A 38259P508 96,551 178,785 SH   DFND 4,2,5 149,673 0 29,112
GOOGLE INC CL C 38259P706 115,754 222,385 SH   DFND 2,5 222,385 0 0
GOOGLE INC CL C 38259P706 17,696 33,997 SH   DFND 4,2,5 31,040 0 2,957
GRAHAM HOLDINGS CO COM 384637104 1,914 1,780 SH   DFND 2,5 1,780 0 0
GRAHAM HOLDINGS CO COM 384637104 13,485 12,544 SH   DFND 4,2,5 5,390 0 7,154
GRAN TIERRA ENERGY INC COM 38500T101 90 30,100 SH   DFND 4,2,5 30,100 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 34 800 SH   DFND 4,2,5 800 0 0
GREEN DOT CORP CL A 39304D102 1,512 79,100 SH   DFND 4,2,5 44,300 0 34,800
GREEN PLAINS INC COM 393222104 1,453 52,730 SH   DFND 2,5 52,730 0 0
GREEN PLAINS INC COM 393222104 131 4,750 SH   DFND 4,2,5 0 0 4,750
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 204 7,000 SH   DFND 4,2,5 1,600 0 5,400
GREIF INC CL A 397624107 2,466 68,800 SH   DFND 4,2,5 37,800 0 31,000
GRIFFON CORP COM 398433102 1,508 94,745 SH   DFND 4,2,5 48,340 0 46,405
GROUP 1 AUTOMOTIVE INC COM 398905109 5,077 55,900 SH   DFND 4,2,5 25,900 0 30,000
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 33,846 871,867 SH   DFND 2,5 557,095 0 314,772
GULFPORT ENERGY CORP COM NEW 402635304 1,777 44,153 SH   DFND 2,5 44,153 0 0
H&R BLOCK INC COM 093671105 476 16,061 SH   DFND 2,5 16,061 0 0
H&R BLOCK INC COM 093671105 11,111 374,740 SH   DFND 4,2,5 290,140 0 84,600
HAIN CELESTIAL GROUP INC/THE COM 405217100 18,704 284,000 SH   DFND 2,5 284,000 0 0
HALLIBURTON CO COM 406216101 3,268 75,881 SH   DFND 2,5 73,264 0 2,617
HALLIBURTON CO COM 406216101 15,311 355,500 SH   DFND 4,2,5 247,100 0 108,400
HANDY & HARMAN LTD COM 410315105 19 540 SH   DFND 4,2,5 0 0 540
HANESBRANDS INC COM 410345102 27,237 817,440 SH   DFND 2,5 817,440 0 0
HANESBRANDS INC COM 410345102 79,626 2,389,740 SH   DFND 4,2,5 1,811,640 0 578,100
HANGER INC COM NEW 41043F208 851 36,300 SH   DFND 4,2,5 36,300 0 0
HARLEY-DAVIDSON INC COM 412822108 14,178 251,600 SH   DFND 4,2,5 221,200 0 30,400
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 13,322 112,009 SH   DFND 2,5 112,009 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 372 3,130 SH   DFND 4,2,5 1,810 0 1,320
HARRIS CORP COM 413875105 1,877 24,400 SH   DFND 4,2,5 8,200 0 16,200
HARVARD BIOSCIENCE INC COM 416906105 715 125,356 SH   DFND 4,2,5 95,499 0 29,857
HAWAIIAN HOLDINGS INC COM 419879101 1,575 66,300 SH   DFND 4,2,5 53,400 0 12,900
HCA HOLDINGS INC COM 40412C101 33,918 373,871 SH   DFND 2,5 373,871 0 0
HCA HOLDINGS INC COM 40412C101 80,186 883,880 SH   DFND 4,2,5 679,280 0 204,600
HCI GROUP INC COM 40416E103 270 6,100 SH   DFND 4,2,5 6,100 0 0
HCP INC COM 40414L109 2,519 69,070 SH   DFND 2,5 69,070 0 0
HCP INC COM 40414L109 21,479 588,960 SH   DFND 4,2,5 556,260 0 32,700
HD SUPPLY HOLDINGS INC COM 40416M105 6,403 182,000 SH   DFND 2,5 182,000 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 14,708 242,994 SH   DFND 2,5 44,816 0 198,178
HEALTH CARE REIT INC COM 42217K106 6,855 104,452 SH   DFND 2,5 104,452 0 0
HEALTH CARE REIT INC COM 42217K106 8,284 126,230 SH   DFND 4,2,5 112,730 0 13,500
HEALTH NET INC/CA COM 42222G108 6,766 105,520 SH   DFND 2,5 105,520 0 0
HEALTH NET INC/CA COM 42222G108 17,380 271,050 SH   DFND 4,2,5 189,720 0 81,330
HEARTLAND FINANCIAL USA INC COM 42234Q102 156 4,200 SH   DFND 4,2,5 4,200 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 4,358 59,957 SH   DFND 2,5 59,957 0 0
HECLA MINING CO COM 422704106 3,151 1,197,951 SH   DFND 2,5 1,197,951 0 0
HELEN OF TROY LTD COM G4388N106 546 5,600 SH   DFND 4,2,5 0 0 5,600
HELMERICH & PAYNE INC COM 423452101 3,006 42,688 SH   DFND 2,5 42,688 0 0
HENRY SCHEIN INC COM 806407102 1,156 8,132 SH   DFND 2,5 8,132 0 0
HENRY SCHEIN INC COM 806407102 8,016 56,400 SH   DFND 4,2,5 7,700 0 48,700
HERMAN MILLER INC COM 600544100 772 26,700 SH   DFND 4,2,5 26,700 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 2,504 97,675 SH   DFND 4,2,5 40,175 0 57,500
HERSHEY CO/THE COM 427866108 1,083 12,194 SH   DFND 2,5 12,194 0 0
HERSHEY CO/THE COM 427866108 8,306 93,500 SH   DFND 4,2,5 15,800 0 77,700
HESS CORP COM 42809H107 4,316 64,529 SH   DFND 2,5 64,529 0 0
HESS CORP COM 42809H107 15,116 226,020 SH   DFND 4,2,5 147,210 0 78,810
HEWLETT-PACKARD CO COM 428236103 43,436 1,447,371 SH   DFND 2,5 1,436,407 0 10,964
HEWLETT-PACKARD CO COM 428236103 126,588 4,218,190 SH   DFND 4,2,5 3,550,585 0 667,605
HEXCEL CORP COM 428291108 51,779 1,041,000 SH   DFND 2,5 1,041,000 0 0
HF FINANCIAL CORP COM 404172108 89 5,853 SH   DFND 4,2,5 5,853 0 0
HHGREGG INC COM 42833L108 12 3,700 SH   DFND 4,2,5 3,700 0 0
HIBBETT SPORTS INC COM 428567101 498 10,700 SH   DFND 4,2,5 10,700 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 8 2,800 SH   DFND 4,2,5 2,800 0 0
HILL INTERNATIONAL INC COM 431466101 22 4,200 SH   DFND 4,2,5 4,200 0 0
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 902 7,835 SH   DFND 4,2,5 6,335 0 1,500
HOLLYFRONTIER CORP COM 436106108 135 3,155 SH   DFND 2,5 3,155 0 0
HOLOGIC INC COM 436440101 11,114 292,017 SH   DFND 2,5 292,017 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 5,858 3,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 22,142 199,240 SH   DFND 2,5 199,240 0 0
HOME DEPOT INC COM 437076102 63,866 574,700 SH   DFND 4,2,5 345,200 0 229,500
HOMESTREET INC COM 43785V102 530 23,237 SH   DFND 4,2,5 20,700 0 2,537
HONEYWELL INTERNATIONAL INC COM 438516106 9,068 88,925 SH   DFND 2,5 88,925 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 92,130 903,500 SH   DFND 4,2,5 625,300 0 278,200
HORIZON BANCORP/IN COM 440407104 105 4,202 SH   DFND 4,2,5 3,800 0 402
HORMEL FOODS CORP COM 440452100 810 14,367 SH   DFND 2,5 14,367 0 0
HORMEL FOODS CORP COM 440452100 4,194 74,400 SH   DFND 4,2,5 13,100 0 61,300
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 7,969 276,500 SH   DFND 2,5 276,500 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 19,592 679,800 SH   DFND 4,2,5 558,300 0 121,500
HOST HOTELS & RESORTS INC COM 44107P104 6,396 322,525 SH   DFND 2,5 322,525 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,623 485,300 SH   DFND 4,2,5 485,300 0 0
HUDBAY MINERALS INC COM 443628102 367 44,000 SH   DFND 2,5 44,000 0 0
HUDBAY MINERALS INC COM 443628102 68 8,200 SH   DFND 4,2,5 3,000 0 5,200
HUMANA INC COM 444859102 4,610 24,100 SH   DFND 4,2,5 6,400 0 17,700
HUNTINGTON BANCSHARES INC/OH COM 446150104 2,791 246,800 SH   DFND 4,2,5 162,000 0 84,800
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 1,238 11,000 SH   DFND 4,2,5 9,000 0 2,000
HUNTSMAN CORP COM 447011107 4,162 188,600 SH   DFND 2,5 188,600 0 0
HUNTSMAN CORP COM 447011107 16,530 749,000 SH   DFND 4,2,5 471,600 0 277,400
HURCO COS INC COM 447324104 827 23,890 SH   DFND 4,2,5 14,860 0 9,030
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 48 700 SH   DFND 2,5 700 0 0
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 965 13,930 SH   DFND 4,2,5 700 0 13,230
IAC/INTERACTIVECORP COM PAR $.001 44919P508 11,718 147,100 SH   DFND 2,5 147,100 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 31,529 395,800 SH   DFND 4,2,5 284,400 0 111,400
IAMGOLD CORP COM 450913108 241 120,400 SH   DFND 4,2,5 84,600 0 35,800
ICF INTERNATIONAL INC COM 44925C103 45 1,300 SH   DFND 2,5 1,300 0 0
ICF INTERNATIONAL INC COM 44925C103 1,673 48,000 SH   DFND 4,2,5 24,400 0 23,600
ICICI BANK LTD ADR 45104G104 15,235 1,462,098 SH   DFND 2,5 284,896 0 1,177,202
ICONIX BRAND GROUP INC COM 451055107 564 22,600 SH   DFND 4,2,5 0 0 22,600
IDEXX LABORATORIES INC COM 45168D104 1,222 19,052 SH   DFND 2,5 19,052 0 0
IDT CORP CL B NEW 448947507 120 6,660 SH   DFND 4,2,5 5,500 0 1,160
II-VI INC COM 902104108 1,541 81,190 SH   DFND 4,2,5 53,850 0 27,340
ILLINOIS TOOL WORKS INC COM 452308109 179 1,951 SH   DFND 2,5 1,951 0 0
ILLINOIS TOOL WORKS INC COM 452308109 10,593 115,400 SH   DFND 4,2,5 59,500 0 55,900
ILLUMINA INC COM 452327109 75,015 343,540 SH   DFND 2,5 343,540 0 0
ILLUMINA INC COM 452327109 1,660 7,600 SH   DFND 4,2,5 400 0 7,200
ILLUMINA INC NOTE 6/1 452327AF6 4,683 4,000,000 PRN   DFND 2,5 0 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,413 36,555 SH   DFND 2,5 36,555 0 0
IMPERIAL OIL LTD COM NEW 453038408 4,216 109,100 SH   DFND 4,2,5 62,000 0 47,100
IMPERVA INC COM 45321L100 5,078 75,000 SH   DFND 2,5 75,000 0 0
INCYTE CORP COM 45337C102 47,974 460,362 SH   DFND 2,5 460,362 0 0
INFOBLOX INC COM 45672H104 4,010 153,000 SH   DFND 2,5 153,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 12,213 770,534 SH   DFND 2,5 0 0 770,534
INGLES MARKETS INC CL A 457030104 19 400 SH   DFND 2,5 400 0 0
INGLES MARKETS INC CL A 457030104 1,896 39,700 SH   DFND 4,2,5 20,100 0 19,600
INGRAM MICRO INC CL A 457153104 1,272 50,800 SH   DFND 4,2,5 0 0 50,800
INGREDION INC COM 457187102 11,169 139,950 SH   DFND 2,5 139,950 0 0
INGREDION INC COM 457187102 35,397 443,520 SH   DFND 4,2,5 292,900 0 150,620
INNOSPEC INC COM 45768S105 2,576 57,200 SH   DFND 4,2,5 29,500 0 27,700
INSIGHT ENTERPRISES INC COM 45765U103 172 5,750 SH   DFND 4,2,5 0 0 5,750
INSULET CORP COM 45784P101 3,072 99,156 SH   DFND 2,5 99,156 0 0
INTEL CORP COM 458140100 22,610 743,393 SH   DFND 2,5 725,885 0 17,508
INTEL CORP COM 458140100 112,663 3,704,200 SH   DFND 4,2,5 2,636,880 0 1,067,320
INTEL CORP SDCV 12/1 458140AD2 24,063 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 15,213 10,000,000 PRN   DFND 2,5 0 0 0
INTELSAT SA COM L5140P101 1,177 118,600 SH   DFND 4,2,5 84,600 0 34,000
INTERCEPT PHARMACEUTICALS INC COM 45845P108 16,491 68,319 SH   DFND 2,5 68,319 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 134 600 SH   DFND 4,2,5 0 0 600
INTERNATIONAL BANCSHARES CORP COM 459044103 3,388 126,100 SH   DFND 4,2,5 65,200 0 60,900
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 70,930 436,064 SH   DFND 2,5 436,064 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 210,015 1,291,130 SH   DFND 4,2,5 905,070 0 386,060
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 4,741 43,384 SH   DFND 4,2,5 7,700 0 35,684
INTERNATIONAL PAPER CO COM 460146103 964 20,264 SH   DFND 2,5 20,264 0 0
INTERNATIONAL PAPER CO COM 460146103 2,518 52,900 SH   DFND 4,2,5 14,300 0 38,600
INTERNATIONAL SPEEDWAY CORP CL A 460335201 538 14,680 SH   DFND 4,2,5 11,600 0 3,080
INTERVAL LEISURE GROUP INC COM 46113M108 1,703 74,526 SH   DFND 4,2,5 42,386 0 32,140
INTUIT INC COM 461202103 6,608 65,575 SH   DFND 2,5 65,575 0 0
INTUIT INC COM 461202103 14,781 146,680 SH   DFND 4,2,5 58,600 0 88,080
INVESCO LTD SHS G491BT108 1,549 41,316 SH   DFND 2,5 41,316 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7 500 SH   DFND 4,2,5 500 0 0
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 2,053 82,800 SH   DFND 4,2,5 40,000 0 42,800
INVESTORS BANCORP INC COM 46146L101 5,117 416,000 SH   DFND 4,2,5 172,660 0 243,340
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 560 78,400 SH   DFND 4,2,5 5,660 0 72,740
IPG PHOTONICS CORP COM 44980X109 4,019 47,186 SH   DFND 2,5 47,186 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 493 54,250 SH   DFND 2,5 54,250 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,307 253,800 SH   DFND 4,2,5 113,900 0 139,900
IRON MOUNTAIN INC COM 46284V101 205 6,600 SH   DFND 4,2,5 6,600 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 5,105 423,285 SH   DFND 2,5 423,285 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 326 5,650 SH   DFND 1,2,5,3 5,650 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 116 2,300 SH   DFND 1,2,5,3 2,300 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 7,494 162,550 SH   DFND 1,2,5,3 162,550 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 7,101 121,800 SH   DFND 1,2,5,3 121,800 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF CORE MSCI EMKT 46434G103 1,686 35,100 SH   DFND 1,2,5,3 35,100 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 578 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 5,773 81,650 SH   DFND 1,2,5,3 81,650 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 650 19,580 SH   DFND 1,2,5,3 19,580 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 13,909 318,066 SH   DFND 1,2,5,3 318,066 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 3,345 66,060 SH   DFND 1,2,5,3 66,060 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 77 6,880 SH   DFND 1,2,5,3 6,880 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 420 12,000 SH   DFND 1,2,5,3 12,000 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 130 3,722 SH   DFND 2,5 3,722 0 0
ISHARES GLOBAL EX USD HI-ETF GL HGYL CP ETF 464286210 1,611 34,270 SH   DFND 1,2,5,3 34,270 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 134 1,237 SH   DFND 2,5 1,237 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 3,354 82,570 SH   DFND 1,2,5,3 82,570 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 143 1,499 SH   DFND 2,5 1,499 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,310 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BON IBOXX HI YD ETF 464288513 4,381 49,340 SH   DFND 1,2,5,3 49,340 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 203 1,750 SH   DFND 1,2,5,3 1,750 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,490 93,840 SH   DFND 1,2,5,3 93,840 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,714 53,030 SH   DFND 1,2,5,3 53,030 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 178 5,500 SH   DFND 2,5 5,500 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 598 6,665 SH   DFND 1,2,5,3 6,665 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 11,841 107,720 SH   DFND 1,2,5,3 107,720 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,217 40,847 SH   DFND 1,2,5,3 40,847 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 152 1,860 SH   DFND 1,2,5,3 1,860 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 20,877 172,754 SH   DFND 1,2,5,3 172,754 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 82,336 693,823 SH   DFND 1,2,5,3 693,823 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 12,033 143,406 SH   DFND 1,2,5,3 143,406 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 976 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 6,408 38,930 SH   DFND 1,2,5,3 38,930 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 16,205 131,037 SH   DFND 1,2,5,3 131,037 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,567 22,490 SH   DFND 1,2,5,3 22,490 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 1,647 78,315 SH   DFND 1,2,5,3 78,315 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,643 166,537 SH   DFND 1,2,5,3 166,537 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,489 85,697 SH   DFND 1,2,5,3 85,697 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 371 9,916 SH   DFND 1,2,5,3 9,916 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 891 15,900 SH   DFND 2,5 0 0 15,900
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 32,727 515,466 SH   DFND 1,2,5,3 515,466 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 721 11,040 SH   DFND 1,2,5,3 11,040 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 9,004 176,480 SH   DFND 1,2,5,3 176,480 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,022 51,032 SH   DFND 1,2,5,3 51,032 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 356 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 5,794 225,167 SH   DFND 1,2,5,3 225,167 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 33 1,130 SH   DFND 1,2,5,3 1,130 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,362 335,810 SH   DFND 1,2,5,3 335,810 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 15 552 SH   DFND 2,5 552 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 327 12,180 SH   DFND 1,2,5,3 12,180 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 499 69,940 SH   DFND 1,2,5,3 69,940 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 241 10,677 SH   DFND 1,2,5,3 10,677 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 248 10,700 SH   DFND 1,2,5,3 10,700 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 606 15,500 SH   DFND 1,2,5,3 15,500 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,291 25,100 SH   DFND 1,2,5,3 25,100 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,860 393,548 SH   DFND 1,2,5,3 393,548 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 11,535 900,480 SH   DFND 1,2,5,3 900,480 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 299 24,662 SH   DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 654 11,448 SH   DFND 1,2,5,3 11,448 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,690 104,693 SH   DFND 1,2,5,3 104,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,366 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES MSCI NORWAY CAPPED ETF MSCI NORWAY ETF 46429B499 541 23,200 SH   DFND 1,2,5,3 23,200 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 4,808 110,792 SH   DFND 1,2,5,3 110,792 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,287 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 176 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 1,042 82,926 SH   DFND 1,2,5,3 82,926 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 331 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 3,698 110,221 SH   DFND 1,2,5,3 110,221 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,576 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 455 13,900 SH   DFND 1,2,5,3 13,900 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 288 3,868 SH   DFND 1,2,5,3 3,868 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 365 8,084 SH   DFND 1,2,5,3 8,084 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UTD KNGDM 46434V548 1,212 66,400 SH   DFND 1,2,5,3 66,400 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 298 7,380 SH   DFND 1,2,5,3 7,380 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 277 7,640 SH   DFND 1,2,5,3 7,640 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 43,144 416,450 SH   DFND 1,2,5,3 416,450 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 27,566 237,555 SH   DFND 1,2,5,3 237,555 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 109,143 1,102,340 SH   DFND 1,2,5,3 1,102,340 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 23,694 229,703 SH   DFND 1,2,5,3 229,703 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 495 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 7,530 77,754 SH   DFND 1,2,5,3 77,754 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 66,596 902,875 SH   DFND 1,2,5,3 902,875 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 5,396 59,402 SH   DFND 1,2,5,3 59,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 75,136 659,898 SH   DFND 1,2,5,3 659,898 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 10,354 112,291 SH   DFND 1,2,5,3 112,291 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 16 759 SH   DFND 2,5 759 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 9,831 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 54,450 422,221 SH   DFND 1,2,5,3 422,221 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,462 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 893 21,070 SH   DFND 1,2,5,3 21,070 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 108 2,250 SH   DFND 1,2,5,3 2,250 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 357 9,120 SH   DFND 1,2,5,3 9,120 0 0
ISIS PHARMACEUTICALS INC COM 464330109 14,351 249,372 SH   DFND 2,5 249,372 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 6,557 598,835 SH   DFND 2,5 218,253 0 380,582
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 11 1,010 SH   DFND 4,2,5 1,010 0 0
ITC HOLDINGS CORP COM 465685105 427 13,282 SH   DFND 2,5 13,282 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 84 21,200 SH   DFND 4,2,5 21,200 0 0
IXYS CORP COM 46600W106 214 14,000 SH   DFND 4,2,5 14,000 0 0
J2 GLOBAL INC COM 48123V102 109 1,600 SH   DFND 4,2,5 1,600 0 0
JABIL CIRCUIT INC COM 466313103 6,147 288,730 SH   DFND 2,5 288,730 0 0
JABIL CIRCUIT INC COM 466313103 19,089 896,627 SH   DFND 4,2,5 653,307 0 243,320
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,850 1,700,000 PRN   DFND 2,5 0 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 5,822 5,000,000 PRN   DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 19,329 109,781 SH   DFND 2,5 109,781 0 0
JETBLUE AIRWAYS CORP COM 477143101 1,455 70,100 SH   DFND 4,2,5 70,100 0 0
JM SMUCKER CO/THE COM NEW 832696405 843 7,773 SH   DFND 2,5 7,773 0 0
JM SMUCKER CO/THE COM NEW 832696405 11,417 105,310 SH   DFND 4,2,5 53,890 0 51,420
JMP GROUP LLC COM 46629U107 20 2,564 SH   DFND 4,2,5 1,870 0 694
JOHN B SANFILIPPO & SON INC COM 800422107 1,751 33,743 SH   DFND 4,2,5 23,000 0 10,743
JOHNSON & JOHNSON COM 478160104 89,010 913,296 SH   DFND 2,5 913,296 0 0
JOHNSON & JOHNSON COM 478160104 293,378 3,010,240 SH   DFND 4,2,5 2,212,590 0 797,650
JOHNSON CONTROLS INC COM 478366107 469 9,476 SH   DFND 2,5 9,476 0 0
JOHNSON CONTROLS INC COM 478366107 9,440 190,600 SH   DFND 4,2,5 118,200 0 72,400
JOHNSON OUTDOORS INC CL A 479167108 12 500 SH   DFND 4,2,5 0 0 500
JONES LANG LASALLE INC COM 48020Q107 558 3,264 SH   DFND 2,5 3,264 0 0
JPMORGAN CHASE & CO COM 46625H100 89,393 1,319,263 SH   DFND 2,5 1,319,263 0 0
JPMORGAN CHASE & CO COM 46625H100 231,002 3,409,120 SH   DFND 4,2,5 2,910,630 0 498,490
JUNO THERAPEUTICS INC COM 48205A109 1,721 32,279 SH   DFND 2,5 32,279 0 0
KB HOME COM 48666K109 2,912 175,400 SH   DFND 4,2,5 83,900 0 91,500
KELLOGG CO COM 487836108 419 6,687 SH   DFND 2,5 6,687 0 0
KELLY SERVICES INC CL A 488152208 1,305 85,035 SH   DFND 4,2,5 48,377 0 36,658
KEURIG GREEN MOUNTAIN INC COM 49271M100 153 2,000 SH   DFND 4,2,5 0 0 2,000
KEYCORP COM 493267108 20 1,300 SH   DFND 2,5 1,300 0 0
KEYCORP COM 493267108 13,231 880,900 SH   DFND 4,2,5 866,200 0 14,700
KEYSIGHT TECHNOLOGIES INC COM 49338L103 251 8,046 SH   DFND 2,5 8,046 0 0
KILROY REALTY CORP COM 49427F108 1,716 25,560 SH   DFND 2,5 25,560 0 0
KIMBERLY-CLARK CORP COM 494368103 1,404 13,245 SH   DFND 2,5 13,245 0 0
KIMBERLY-CLARK CORP COM 494368103 32,649 308,100 SH   DFND 4,2,5 104,500 0 203,600
KIMCO REALTY CORP COM 49446R109 3,106 137,804 SH   DFND 2,5 137,804 0 0
KINDER MORGAN INC/DE COM 49456B101 1,673 43,591 SH   DFND 2,5 43,591 0 0
KINDER MORGAN INC/DE COM 49456B101 11,671 304,000 SH   DFND 4,2,5 245,600 0 58,400
KINDRED HEALTHCARE INC COM 494580103 2,295 113,100 SH   DFND 4,2,5 95,500 0 17,600
KINROSS GOLD CORP COM NO PAR 496902404 391 167,900 SH   DFND 2,5 167,900 0 0
KINROSS GOLD CORP COM NO PAR 496902404 508 218,100 SH   DFND 4,2,5 199,800 0 18,300
KITE PHARMA INC COM 49803L109 1,640 26,899 SH   DFND 2,5 26,899 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 717 29,300 SH   DFND 4,2,5 20,700 0 8,600
KKR & CO LP COM UNITS 48248M102 456 19,941 SH   DFND 2,5 19,941 0 0
KMG CHEMICALS INC COM 482564101 501 19,705 SH   DFND 4,2,5 10,395 0 9,310
KNIGHT TRANSPORTATION INC COM 499064103 397 14,863 SH   DFND 2,5 14,863 0 0
KOHL'S CORP COM 500255104 2,548 40,700 SH   DFND 4,2,5 20,100 0 20,600
KOPPERS HOLDINGS INC COM 50060P106 77 3,100 SH   DFND 4,2,5 3,100 0 0
KRAFT FOODS GROUP INC COM 50076Q106 332 3,905 SH   DFND 2,5 3,905 0 0
KRAFT FOODS GROUP INC COM 50076Q106 10,072 118,300 SH   DFND 4,2,5 85,000 0 33,300
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 87 13,800 SH   DFND 4,2,5 13,800 0 0
KROGER CO/THE COM 501044101 41,354 570,323 SH   DFND 2,5 570,323 0 0
KROGER CO/THE COM 501044101 128,190 1,767,900 SH   DFND 4,2,5 1,336,370 0 431,530
KYTHERA BIOPHARMACEUTICALS INC COM 501570105 509 6,761 SH   DFND 2,5 0 0 6,761
L BRANDS INC COM 501797104 7,165 83,574 SH   DFND 4,2,5 13,400 0 70,174
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 10,869 89,665 SH   DFND 2,5 89,665 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 9,830 81,090 SH   DFND 4,2,5 28,690 0 52,400
LAKE SUNAPEE BANK GROUP COM 510866106 505 35,003 SH   DFND 4,2,5 23,306 0 11,697
LAM RESEARCH CORP COM 512807108 4,474 55,000 SH   DFND 2,5 55,000 0 0
LAM RESEARCH CORP COM 512807108 2,758 33,900 SH   DFND 4,2,5 7,500 0 26,400
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 45,093 34,000,000 PRN   DFND 2,5 0 0 0
LANDSTAR SYSTEM INC COM 515098101 261 3,900 SH   DFND 4,2,5 0 0 3,900
LANNETT CO INC COM 516012101 3,483 58,600 SH   DFND 4,2,5 29,800 0 28,800
LAS VEGAS SANDS CORP COM 517834107 3,085 58,681 SH   DFND 2,5 55,605 0 3,076
LAS VEGAS SANDS CORP COM 517834107 11,844 225,300 SH   DFND 4,2,5 49,100 0 176,200
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 2,720 76,708 SH   DFND 2,5 76,708 0 0
LAZARD LTD SHS A G54050102 651 11,578 SH   DFND 2,5 11,578 0 0
LDR HOLDING CORP COM 50185U105 820 18,955 SH   DFND 2,5 18,955 0 0
LEAR CORP COM NEW 521865204 16,826 149,880 SH   DFND 2,5 149,880 0 0
LEAR CORP COM NEW 521865204 36,815 327,940 SH   DFND 4,2,5 265,480 0 62,460
LEGG MASON INC COM 524901105 31 600 SH   DFND 4,2,5 0 0 600
LEIDOS HOLDINGS INC COM 525327102 1,369 33,900 SH   DFND 4,2,5 23,300 0 10,600
LENDINGCLUB CORP COM 52603A109 6,174 418,573 SH   DFND 2,5 0 0 418,573
LEXINGTON REALTY TRUST COM 529043101 2,324 274,100 SH   DFND 4,2,5 172,400 0 101,700
LEXMARK INTERNATIONAL INC CL A 529771107 62 1,400 SH   DFND 2,5 1,400 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 3,291 74,457 SH   DFND 4,2,5 29,100 0 45,357
LHC GROUP INC COM 50187A107 793 20,730 SH   DFND 4,2,5 18,300 0 2,430
LIBERTY GLOBAL PLC SHS CL A G5480U104 4,888 90,399 SH   DFND 2,5 90,399 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 244 4,515 SH   DFND 4,2,5 1,815 0 2,700
LIBERTY GLOBAL PLC SHS CL C G5480U120 278 5,500 SH   DFND 2,5 5,500 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 132 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY INTERACTIVE CORP QVC GROUP QVC GP COM SER A 53071M104 288 10,391 SH   DFND 2,5 10,391 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 2,156 66,917 SH   DFND 2,5 66,917 0 0
LIFEPOINT HEALTH INC COM 53219L109 6,752 77,651 SH   DFND 2,5 77,651 0 0
LIFEPOINT HEALTH INC COM 53219L109 1,965 22,600 SH   DFND 4,2,5 10,000 0 12,600
LIFETIME BRANDS INC COM 53222Q103 419 28,344 SH   DFND 4,2,5 16,504 0 11,840
LINEAR TECHNOLOGY CORP COM 535678106 3,782 85,500 SH   DFND 4,2,5 14,200 0 71,300
LINKEDIN CORP COM CL A 53578A108 9,574 46,336 SH   DFND 2,5 46,336 0 0
LKQ CORP COM 501889208 48,298 1,596,879 SH   DFND 2,5 1,596,879 0 0
LOCKHEED MARTIN CORP COM 539830109 632 3,400 SH   DFND 4,2,5 3,400 0 0
LOEWS CORP COM 540424108 24,032 624,058 SH   DFND 2,5 624,058 0 0
LOEWS CORP COM 540424108 58,027 1,506,805 SH   DFND 4,2,5 1,368,715 0 138,090
LOGITECH INTERNATIONAL SA SHS H50430232 440 30,000 SH   DFND 2,5 30,000 0 0
LOGITECH INTERNATIONAL SA SHS H50430232 191 13,000 SH   DFND 4,2,5 0 0 13,000
LOWE'S COS INC COM 548661107 3,052 45,572 SH   DFND 2,5 45,572 0 0
LOWE'S COS INC COM 548661107 19,634 293,170 SH   DFND 4,2,5 164,700 0 128,470
LOXO ONCOLOGY INC COM 548862101 3,874 214,864 SH   DFND 2,5 214,864 0 0
LS STARRETT CO/THE CL A 855668109 179 11,957 SH   DFND 4,2,5 9,270 0 2,687
LULULEMON ATHLETICA INC COM 550021109 603 9,234 SH   DFND 2,5 9,234 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 509 9,000 SH   DFND 2,5 9,000 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 6,731 65,026 SH   DFND 2,5 62,650 0 2,376
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 19,752 190,800 SH   DFND 4,2,5 92,000 0 98,800
M&T BANK CORP COM 55261F104 7,533 60,300 SH   DFND 4,2,5 14,800 0 45,500
MACERICH CO/THE COM 554382101 574 7,700 SH   DFND 2,5 7,700 0 0
MACERICH CO/THE COM 554382101 1,156 15,500 SH   DFND 4,2,5 3,000 0 12,500
MACK-CALI REALTY CORP COM 554489104 1,490 80,847 SH   DFND 2,5 80,847 0 0
MACK-CALI REALTY CORP COM 554489104 2,234 121,200 SH   DFND 4,2,5 28,700 0 92,500
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 6,699 81,070 SH   DFND 4,2,5 26,070 0 55,000
MACROGENICS INC COM 556099109 277 7,300 SH   DFND 4,2,5 7,300 0 0
MACY'S INC COM 55616P104 391 5,800 SH   DFND 2,5 5,800 0 0
MACY'S INC COM 55616P104 13,278 196,800 SH   DFND 4,2,5 22,000 0 174,800
MAGELLAN HEALTH INC COM NEW 559079207 4,681 66,800 SH   DFND 2,5 66,800 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 1,390 18,940 SH   DFND 2,5 18,940 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 26 3,852 SH   DFND 4,2,5 3,362 0 490
MAGICJACK VOCALTEC LTD SHS M6787E101 149 20,000 SH   DFND 2,5 20,000 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 602 81,000 SH   DFND 4,2,5 54,300 0 26,700
MAGNA INTERNATIONAL INC COM 559222401 9,293 165,500 SH   DFND 2,5 165,500 0 0
MAGNA INTERNATIONAL INC COM 559222401 27,817 495,400 SH   DFND 4,2,5 273,700 0 221,700
MAGNETEK INC COM NEW 559424403 7 200 SH   DFND 4,2,5 0 0 200
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 59 2,700 SH   DFND 4,2,5 2,700 0 0
MALLINCKRODT PLC SHS G5785G107 452 3,840 SH   DFND 4,2,5 0 0 3,840
MANHATTAN ASSOCIATES INC COM 562750109 12,781 214,266 SH   DFND 2,5 214,266 0 0
MANNING & NAPIER INC CL A 56382Q102 479 48,000 SH   DFND 4,2,5 29,800 0 18,200
MANPOWERGROUP INC COM 56418H100 12,549 140,400 SH   DFND 4,2,5 57,500 0 82,900
MANTECH INTERNATIONAL CORP/VA CL A 564563104 1,612 55,600 SH   DFND 4,2,5 27,900 0 27,700
MANULIFE FINANCIAL CORP COM 56501R106 3,291 177,011 SH   DFND 2,5 177,011 0 0
MANULIFE FINANCIAL CORP COM 56501R106 2,372 127,600 SH   DFND 4,2,5 104,100 0 23,500
MARATHON OIL CORP COM 565849106 4,917 185,265 SH   DFND 2,5 185,265 0 0
MARATHON OIL CORP COM 565849106 12,253 461,680 SH   DFND 4,2,5 375,030 0 86,650
MARATHON PETROLEUM CORP COM 56585A102 482 9,214 SH   DFND 2,5 9,214 0 0
MARATHON PETROLEUM CORP COM 56585A102 9,023 172,500 SH   DFND 4,2,5 92,500 0 80,000
MARCUS CORP/THE COM 566330106 1,310 68,300 SH   DFND 4,2,5 43,500 0 24,800
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 133 2,167 SH   DFND 2,5 2,167 0 0
MARKETO INC COM 57063L107 294 10,470 SH   DFND 2,5 10,470 0 0
MARRIOTT INTERNATIONAL INC/MD CL A 571903202 617 8,300 SH   DFND 4,2,5 0 0 8,300
MARRIOTT VACATIONS WORLDWIDE CORP COM 57164Y107 5,615 61,200 SH   DFND 4,2,5 31,700 0 29,500
MARSH & MCLENNAN COS INC COM 571748102 5,647 99,600 SH   DFND 4,2,5 96,100 0 3,500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 501 38,000 SH   DFND 2,5 38,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,569 574,070 SH   DFND 4,2,5 280,400 0 293,670
MASCO CORP COM 574599106 197 7,393 SH   DFND 2,5 7,393 0 0
MASTERCARD INC CL A 57636Q104 999 10,685 SH   DFND 2,5 10,685 0 0
MASTERCARD INC CL A 57636Q104 34,911 373,460 SH   DFND 4,2,5 175,960 0 197,500
MATADOR RESOURCES CO COM 576485205 2,197 87,884 SH   DFND 2,5 87,884 0 0
MATSON INC COM 57686G105 2,928 69,650 SH   DFND 4,2,5 50,500 0 19,150
MATTRESS FIRM HOLDING CORP COM 57722W106 8,594 141,000 SH   DFND 2,5 141,000 0 0
MBIA INC COM 55262C100 125 20,808 SH   DFND 4,2,5 0 0 20,808
MBT FINANCIAL CORP COM 578877102 70 12,253 SH   DFND 4,2,5 4,606 0 7,647
MCCORMICK & CO INC/MD COM NON VTG 579780206 951 11,746 SH   DFND 2,5 11,746 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 5,335 65,900 SH   DFND 4,2,5 12,000 0 53,900
MCDONALD'S CORP COM 580135101 24,001 252,461 SH   DFND 2,5 252,461 0 0
MCDONALD'S CORP COM 580135101 98,937 1,040,680 SH   DFND 4,2,5 655,890 0 384,790
MCGRAW HILL FINANCIAL INC COM 580645109 12,087 120,325 SH   DFND 2,5 120,325 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 9,663 96,200 SH   DFND 4,2,5 15,800 0 80,400
MCKESSON CORP COM 58155Q103 22,831 101,559 SH   DFND 2,5 101,559 0 0
MCKESSON CORP COM 58155Q103 25,201 112,100 SH   DFND 4,2,5 41,800 0 70,300
MDU RESOURCES GROUP INC COM 552690109 425 21,776 SH   DFND 2,5 21,776 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 22,216 246,245 SH   DFND 2,5 244,635 0 1,610
MEAD JOHNSON NUTRITION CO COM 582839106 7,425 82,300 SH   DFND 4,2,5 12,700 0 69,600
MEDASSETS INC COM 584045108 3,086 139,900 SH   DFND 4,2,5 69,500 0 70,400
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,630 124,309 SH   DFND 4,2,5 60,600 0 63,709
MEDIDATA SOLUTIONS INC COM 58471A105 6,198 114,100 SH   DFND 2,5 114,100 0 0
MEDIFAST INC COM 58470H101 666 20,600 SH   DFND 4,2,5 11,700 0 8,900
MEDIVATION INC COM 58501N101 18,637 163,198 SH   DFND 2,5 163,198 0 0
MEDTRONIC PLC SHS G5960L103 36,341 490,429 SH   DFND 2,5 490,429 0 0
MEDTRONIC PLC SHS G5960L103 54,426 734,500 SH   DFND 4,2,5 337,300 0 397,200
MELLANOX TECHNOLOGIES LTD SHS M51363113 11,929 245,500 SH   DFND 2,5 245,500 0 0
MENTOR GRAPHICS CORP COM 587200106 6,259 236,800 SH   DFND 4,2,5 114,400 0 122,400
MERCANTILE BANK CORP COM 587376104 111 5,200 SH   DFND 4,2,5 5,200 0 0
MERCK & CO INC COM 58933Y105 66,580 1,169,511 SH   DFND 2,5 1,169,511 0 0
MERCK & CO INC COM 58933Y105 206,694 3,630,678 SH   DFND 4,2,5 2,659,101 0 971,577
MERIT MEDICAL SYSTEMS INC COM 589889104 2,079 96,520 SH   DFND 4,2,5 52,100 0 44,420
MERRIMACK PHARMACEUTICALS INC COM 590328100 5,475 442,795 SH   DFND 2,5 442,795 0 0
METHANEX CORP COM 59151K108 430 7,700 SH   DFND 4,2,5 7,700 0 0
METLIFE INC COM 59156R108 1,227 21,923 SH   DFND 2,5 21,923 0 0
METLIFE INC COM 59156R108 11,136 198,900 SH   DFND 4,2,5 192,500 0 6,400
MFRI INC COM 552721102 32 5,330 SH   DFND 4,2,5 3,106 0 2,224
MGP INGREDIENTS INC COM 55303J106 830 49,318 SH   DFND 4,2,5 30,390 0 18,928
MICHAEL KORS HOLDINGS LTD SHS G60754101 412 9,800 SH   DFND 4,2,5 7,000 0 2,800
MICROCHIP TECHNOLOGY INC COM 595017104 4,221 89,000 SH   DFND 2,5 89,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,772 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 6,015 319,266 SH   DFND 2,5 319,266 0 0
MICRON TECHNOLOGY INC COM 595112103 32,175 1,707,790 SH   DFND 4,2,5 1,380,010 0 327,780
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 6,322 7,000,000 PRN   DFND 2,5 0 0 0
MICROSOFT CORP COM 594918104 48,478 1,098,020 SH   DFND 2,5 1,058,272 0 39,748
MICROSOFT CORP COM 594918104 170,784 3,868,260 SH   DFND 4,2,5 2,828,960 0 1,039,300
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 1,362 18,702 SH   DFND 2,5 18,702 0 0
MIDSOUTH BANCORP INC COM 598039105 86 5,625 SH   DFND 4,2,5 2,800 0 2,825
MIDWESTONE FINANCIAL GROUP INC COM 598511103 30 900 SH   DFND 4,2,5 900 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,137 75,400 SH   DFND 4,2,5 39,600 0 35,800
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,392 142,285 SH   DFND 2,5 142,285 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 3,268 334,200 SH   DFND 4,2,5 195,200 0 139,000
MOBILEYE NV ORD SHS N51488117 644 12,107 SH   DFND 2,5 12,107 0 0
MOHAWK INDUSTRIES INC COM 608190104 267 1,400 SH   DFND 4,2,5 0 0 1,400
MOLSON COORS BREWING CO CL B 60871R209 6,855 98,200 SH   DFND 4,2,5 20,900 0 77,300
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 463 36,880 SH   DFND 4,2,5 30,632 0 6,248
MONDELEZ INTERNATIONAL INC CL A 609207105 755 18,352 SH   DFND 2,5 10,168 0 8,184
MONDELEZ INTERNATIONAL INC CL A 609207105 45,390 1,103,300 SH   DFND 4,2,5 395,600 0 707,700
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 673 73,200 SH   DFND 4,2,5 40,400 0 32,800
MONSANTO CO COM 61166W101 23,196 217,618 SH   DFND 2,5 215,429 0 2,189
MONSANTO CO COM 61166W101 18,653 175,000 SH   DFND 4,2,5 91,800 0 83,200
MONSTER BEVERAGE CORP COM 61174X109 51,963 387,727 SH   DFND 2,5 387,727 0 0
MONSTER BEVERAGE CORP COM 61174X109 27,662 206,400 SH   DFND 4,2,5 158,400 0 48,000
MONTPELIER RE HOLDINGS LTD SHS G62185106 51 1,300 SH   DFND 4,2,5 1,300 0 0
MOODY'S CORP COM 615369105 34,603 320,519 SH   DFND 2,5 320,519 0 0
MOODY'S CORP COM 615369105 93,986 870,560 SH   DFND 4,2,5 708,399 0 162,161
MORGAN STANLEY COM NEW 617446448 2,239 57,720 SH   DFND 2,5 57,720 0 0
MORGAN STANLEY COM NEW 617446448 9,321 240,300 SH   DFND 4,2,5 204,300 0 36,000
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,039 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 15,620 333,400 SH   DFND 2,5 333,400 0 0
MOSAIC CO/THE COM 61945C103 43,500 928,500 SH   DFND 4,2,5 745,600 0 182,900
MOTOROLA INC COM NEW 620076307 3,314 57,800 SH   DFND 4,2,5 17,100 0 40,700
MPLX LP COM UNIT REP LTD 55336V100 1,230 17,236 SH   DFND 2,5 17,236 0 0
MSCI DAILY TR NET CANADA USD MSCI CDA ETF 464286509 1,479 55,458 SH   DFND 1,2,5,3 55,458 0 0
MSCI INC COM 55354G100 9,823 159,600 SH   DFND 4,2,5 76,200 0 83,400
MURPHY OIL CORP COM 626717102 794 19,109 SH   DFND 2,5 19,109 0 0
MURPHY OIL CORP COM 626717102 3,725 89,600 SH   DFND 4,2,5 67,700 0 21,900
MURPHY USA INC COM 626755102 329 5,900 SH   DFND 4,2,5 0 0 5,900
MYRIAD GENETICS INC COM 62855J104 5,799 170,600 SH   DFND 4,2,5 79,600 0 91,000
NABORS INDUSTRIES LTD SHS G6359F103 2,638 182,801 SH   DFND 2,5 182,801 0 0
NASDAQ OMX GROUP INC/THE COM 631103108 11,016 225,700 SH   DFND 2,5 225,700 0 0
NASDAQ OMX GROUP INC/THE COM 631103108 39,932 818,105 SH   DFND 4,2,5 665,405 0 152,700
NATIONAL BEVERAGE CORP COM 635017106 63 2,800 SH   DFND 4,2,5 0 0 2,800
NATIONAL HEALTH INVESTORS INC COM 63633D104 1,810 29,049 SH   DFND 2,5 29,049 0 0
NATIONAL OILWELL VARCO INC COM 637071101 415 8,600 SH   DFND 2,5 8,600 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,056 84,000 SH   DFND 4,2,5 78,000 0 6,000
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 168 700 SH   DFND 4,2,5 200 0 500
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 677 49,252 SH   DFND 4,2,5 33,406 0 15,846
NCI INC CL A 62886K104 91 8,811 SH   DFND 4,2,5 1,541 0 7,270
NCR CORP COM 62886E108 1,680 55,800 SH   DFND 2,5 55,800 0 0
NELNET INC CL A 64031N108 35 800 SH   DFND 2,5 800 0 0
NELNET INC CL A 64031N108 3,216 74,264 SH   DFND 4,2,5 24,900 0 49,364
NETAPP INC COM 64110D104 1,076 34,100 SH   DFND 4,2,5 14,600 0 19,500
NETFLIX INC COM 64110L106 6,110 9,300 SH   DFND 4,2,5 9,000 0 300
NETGEAR INC COM 64111Q104 2,194 73,100 SH   DFND 4,2,5 31,100 0 42,000
NEUROCRINE BIOSCIENCES INC COM 64125C109 13,836 289,707 SH   DFND 2,5 289,707 0 0
NEUSTAR INC CL A 64126X201 51 1,740 SH   DFND 2,5 1,740 0 0
NEUSTAR INC CL A 64126X201 5,281 180,800 SH   DFND 4,2,5 71,520 0 109,280
NEVSUN RESOURCES LTD COM 64156L101 756 200,800 SH   DFND 4,2,5 65,800 0 135,000
NEW GOLD INC COM 644535106 104 38,600 SH   DFND 4,2,5 0 0 38,600
NEW MOUNTAIN FINANCE CORP COM 647551100 30 2,100 SH   DFND 4,2,5 2,100 0 0
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 7,870 320,943 SH   DFND 2,5 158,872 0 162,071
NEW YORK COMMUNITY BANCORP INC COM 649445103 850 46,263 SH   DFND 2,5 46,263 0 0
NEWELL RUBBERMAID INC COM 651229106 2,327 56,600 SH   DFND 4,2,5 15,100 0 41,500
NEWFIELD EXPLORATION CO COM 651290108 1,603 44,382 SH   DFND 2,5 44,382 0 0
NEWLINK GENETICS CORP COM 651511107 10,143 229,125 SH   DFND 2,5 229,125 0 0
NEWMONT MINING CORP COM 651639106 2,290 98,034 SH   DFND 2,5 94,134 0 3,900
NEWMONT MINING CORP COM 651639106 11,921 510,300 SH   DFND 4,2,5 507,400 0 2,900
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 1,158 142,456 SH   DFND 2,5 142,456 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 993 122,200 SH   DFND 4,2,5 25,400 0 96,800
NEWSTAR FINANCIAL INC COM 65251F105 42 3,793 SH   DFND 4,2,5 3,793 0 0
NEXTERA ENERGY INC COM 65339F101 2,901 29,595 SH   DFND 2,5 29,595 0 0
NEXTERA ENERGY INC COM 65339F101 33,830 345,100 SH   DFND 4,2,5 114,500 0 230,600
NICE-SYSTEMS LTD SPONSORED ADR 653656108 416 6,540 SH   DFND 2,5 6,540 0 0
NIKE INC CL B 654106103 25,574 236,756 SH   DFND 2,5 236,756 0 0
NIKE INC CL B 654106103 35,009 324,100 SH   DFND 4,2,5 133,500 0 190,600
NIMBLE STORAGE INC COM 65440R101 5,247 187,000 SH   DFND 2,5 187,000 0 0
NISOURCE INC COM 65473P105 1,026 22,499 SH   DFND 2,5 22,499 0 0
NISOURCE INC COM 65473P105 9,729 213,400 SH   DFND 4,2,5 33,600 0 179,800
NIVALIS THERAPEUTICS INC COM 65481J109 3,788 250,000 SH   DFND 2,5 250,000 0 0
NOBLE ENERGY INC COM 655044105 3,172 74,312 SH   DFND 2,5 74,312 0 0
NOBLE ENERGY INC COM 655044105 8,399 196,800 SH   DFND 4,2,5 159,200 0 37,600
NORDSTROM INC COM 655664100 961 12,900 SH   DFND 4,2,5 0 0 12,900
NORFOLK SOUTHERN CORP COM 655844108 225 2,578 SH   DFND 2,5 2,578 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,635 64,500 SH   DFND 4,2,5 18,800 0 45,700
NORTHEAST UTILITIES COM 30040W108 14,092 310,333 SH   DFND 2,5 310,333 0 0
NORTHEAST UTILITIES COM 30040W108 42,974 946,360 SH   DFND 4,2,5 712,800 0 233,560
NORTHERN OIL AND GAS INC COM 665531109 109 16,100 SH   DFND 4,2,5 0 0 16,100
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 1,567 65,913 SH   DFND 2,5 65,913 0 0
NORTHERN TRUST CORP COM 665859104 6,491 84,900 SH   DFND 4,2,5 21,300 0 63,600
NORTHRIM BANCORP INC COM 666762109 100 3,900 SH   DFND 4,2,5 2,200 0 1,700
NORTHROP GRUMMAN CORP COM 666807102 34,066 214,753 SH   DFND 2,5 214,753 0 0
NORTHROP GRUMMAN CORP COM 666807102 124,033 781,900 SH   DFND 4,2,5 548,400 0 233,500
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 12,721 227,000 SH   DFND 2,5 227,000 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 7,242 598,000 SH   DFND 2,5 598,000 0 0
NOVAVAX INC COM 670002104 4,014 360,364 SH   DFND 2,5 360,364 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 28 1,600 SH   DFND 4,2,5 0 0 1,600
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,036 3,000,000 PRN   DFND 2,5 0 0 0
NUCOR CORP COM 670346105 872 19,788 SH   DFND 2,5 19,788 0 0
NUCOR CORP COM 670346105 2,080 47,200 SH   DFND 4,2,5 16,900 0 30,300
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 970 39,200 SH   DFND 4,2,5 26,700 0 12,500
NUVASIVE INC COM 670704105 7,503 158,366 SH   DFND 2,5 158,366 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 8,019 7,000,000 PRN   DFND 2,5 0 0 0
NXP SEMICONDUCTORS NV COM N6596X109 14,350 146,127 SH   DFND 2,5 146,127 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 15,357 67,959 SH   DFND 2,5 67,959 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 9,039 40,000 SH   DFND 4,2,5 5,900 0 34,100
OASIS PETROLEUM INC COM 674215108 1,744 110,000 SH   DFND 4,2,5 15,600 0 94,400
OCCIDENTAL PETROLEUM CORP COM 674599105 12,414 159,624 SH   DFND 2,5 159,624 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 25,916 333,240 SH   DFND 4,2,5 298,000 0 35,240
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH   DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 1,297 27,840 SH   DFND 2,5 27,840 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 1,081 23,200 SH   DFND 4,2,5 11,700 0 11,500
OFG BANCORP COM 67103X102 197 18,500 SH   DFND 4,2,5 0 0 18,500
OGE ENERGY CORP COM 670837103 519 18,162 SH   DFND 2,5 18,162 0 0
OMEGA PROTEIN CORP COM 68210P107 1,254 91,200 SH   DFND 4,2,5 63,100 0 28,100
OMNICOM GROUP INC COM 681919106 11,038 158,841 SH   DFND 2,5 158,841 0 0
OMNICOM GROUP INC COM 681919106 36,571 526,281 SH   DFND 4,2,5 340,030 0 186,251
ON SEMICONDUCTOR CORP COM 682189105 2,674 228,700 SH   DFND 4,2,5 208,100 0 20,600
ONE LIBERTY PROPERTIES INC COM 682406103 632 29,699 SH   DFND 4,2,5 20,285 0 9,414
ONEOK INC COM 682680103 1,107 28,050 SH   DFND 4,2,5 0 0 28,050
OPEN TEXT CORP COM 683715106 471 11,600 SH   DFND 2,5 11,600 0 0
OPEN TEXT CORP COM 683715106 1,048 25,800 SH   DFND 4,2,5 19,000 0 6,800
OPHTHOTECH CORP COM 683745103 9,137 175,518 SH   DFND 2,5 175,518 0 0
OPOWER INC COM 68375Y109 342 29,697 SH   DFND 2,5 29,697 0 0
ORACLE CORP COM 68389X105 24,743 613,978 SH   DFND 2,5 598,228 0 15,750
ORACLE CORP COM 68389X105 95,261 2,363,800 SH   DFND 4,2,5 1,412,500 0 951,300
ORTHOFIX INTERNATIONAL NV COM N6748L102 1,088 32,836 SH   DFND 4,2,5 11,336 0 21,500
OSI SYSTEMS INC COM 671044105 2,887 40,785 SH   DFND 4,2,5 19,585 0 21,200
OUTERWALL INC COM 690070107 221 2,900 SH   DFND 4,2,5 700 0 2,200
OWENS & MINOR INC COM 690732102 68 2,000 SH   DFND 2,5 2,000 0 0
OWENS & MINOR INC COM 690732102 4,876 143,400 SH   DFND 4,2,5 72,400 0 71,000
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,156 516,665 SH   DFND 2,5 516,665 0 0
OXFORD INDUSTRIES INC COM 691497309 3,061 35,000 SH   DFND 4,2,5 17,700 0 17,300
PACCAR INC COM 693718108 3,108 48,700 SH   DFND 4,2,5 15,600 0 33,100
PACIFIC ETHANOL INC COM PAR $.001 69423U305 969 93,900 SH   DFND 4,2,5 63,100 0 30,800
PACWEST BANCORP COM 695263103 5,242 112,100 SH   DFND 4,2,5 53,300 0 58,800
PALO ALTO NETWORKS INC COM 697435105 10,133 58,000 SH   DFND 2,5 58,000 0 0
PAN AMERICAN SILVER CORP COM 697900108 5,420 630,026 SH   DFND 2,5 630,026 0 0
PARAMOUNT GROUP INC COM 69924R108 859 50,062 SH   DFND 2,5 50,062 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 14 220 SH   DFND 2,5 220 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 7,942 123,502 SH   DFND 4,2,5 60,520 0 62,982
PARK-OHIO HOLDINGS CORP COM 700666100 15 300 SH   DFND 2,5 300 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 1,526 31,500 SH   DFND 4,2,5 17,600 0 13,900
PARKER-HANNIFIN CORP COM 701094104 30,943 265,990 SH   DFND 2,5 265,990 0 0
PARKER-HANNIFIN CORP COM 701094104 82,434 708,620 SH   DFND 4,2,5 604,780 0 103,840
PARTNERRE LTD COM G6852T105 1,118 8,700 SH   DFND 4,2,5 2,900 0 5,800
PATRICK INDUSTRIES INC COM 703343103 1,252 32,911 SH   DFND 4,2,5 21,800 0 11,111
PATTERSON COS INC COM 703395103 1,152 23,674 SH   DFND 2,5 23,674 0 0
PATTERSON COS INC COM 703395103 9,249 190,120 SH   DFND 4,2,5 184,620 0 5,500
PAYCHEX INC COM 704326107 898 19,156 SH   DFND 2,5 19,156 0 0
PAYCHEX INC COM 704326107 8,951 190,937 SH   DFND 4,2,5 30,700 0 160,237
PBF ENERGY INC CL A 69318G106 1,873 65,913 SH   DFND 2,5 65,913 0 0
PC CONNECTION INC COM 69318J100 1,091 44,100 SH   DFND 4,2,5 26,800 0 17,300
PCM INC COM 69323K100 241 24,036 SH   DFND 4,2,5 10,756 0 13,280
PDL BIOPHARMA INC COM 69329Y104 52 8,100 SH   DFND 2,5 8,100 0 0
PDL BIOPHARMA INC COM 69329Y104 3,445 535,800 SH   DFND 4,2,5 199,200 0 336,600
PEBBLEBROOK HOTEL TRUST COM 70509V100 660 15,399 SH   DFND 2,5 15,399 0 0
PEMBINA PIPELINE CORP COM 706327103 1,706 52,761 SH   DFND 2,5 52,761 0 0
PEMBINA PIPELINE CORP COM 706327103 1,749 54,100 SH   DFND 4,2,5 46,500 0 7,600
PENGROWTH ENERGY CORP COM 70706P104 348 139,200 SH   DFND 4,2,5 14,300 0 124,900
PENN NATIONAL GAMING INC COM 707569109 3,422 186,500 SH   DFND 4,2,5 87,000 0 99,500
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 58 2,740 SH   DFND 4,2,5 0 0 2,740
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 511 29,300 SH   DFND 4,2,5 21,200 0 8,100
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,529 48,540 SH   DFND 2,5 48,540 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 10,570 202,840 SH   DFND 4,2,5 137,140 0 65,700
PENTAIR PLC SHS G7S00T104 2,248 32,700 SH   DFND 4,2,5 10,600 0 22,100
PEOPLE'S UNITED FINANCIAL INC COM 712704105 244 15,081 SH   DFND 2,5 15,081 0 0
PEPSICO INC COM 713448108 13,843 148,308 SH   DFND 2,5 148,308 0 0
PEPSICO INC COM 713448108 109,955 1,178,000 SH   DFND 4,2,5 664,610 0 513,390
PERFICIENT INC COM 71375U101 1,272 66,119 SH   DFND 4,2,5 36,370 0 29,749
PERICOM SEMICONDUCTOR CORP COM 713831105 168 12,800 SH   DFND 4,2,5 11,900 0 900
PETROCHINA CO LTD SPONSORED ADR 71646E100 16,022 144,587 SH   DFND 2,5 89,765 0 54,822
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 61 7,450 SH   DFND 2,5 7,450 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 61 7,450 SH   DFND 4,2,5 7,450 0 0
PFIZER INC COM 717081103 84,735 2,527,149 SH   DFND 2,5 2,527,149 0 0
PFIZER INC COM 717081103 269,276 8,030,900 SH   DFND 4,2,5 5,668,300 0 2,362,600
PG&E CORP COM 69331C108 7,282 148,300 SH   DFND 4,2,5 37,400 0 110,900
PHARMERICA CORP COM 71714F104 2,637 79,200 SH   DFND 4,2,5 36,700 0 42,500
PHILIP MORRIS INTERNATIONAL INC COM 718172109 34,662 432,351 SH   DFND 2,5 413,720 0 18,631
PHILIP MORRIS INTERNATIONAL INC COM 718172109 124,548 1,553,550 SH   DFND 4,2,5 1,087,550 0 466,000
PHILLIPS 66 COM 718546104 1,805 22,402 SH   DFND 2,5 22,402 0 0
PHILLIPS 66 COM 718546104 11,343 140,800 SH   DFND 4,2,5 89,800 0 51,000
PHOTRONICS INC COM 719405102 224 23,510 SH   DFND 4,2,5 13,770 0 9,740
PHYSICIANS REALTY TRUST COM 71943U104 4,713 306,823 SH   DFND 2,5 306,823 0 0
PILGRIM'S PRIDE CORP COM 72147K108 46 2,000 SH   DFND 2,5 2,000 0 0
PILGRIM'S PRIDE CORP COM 72147K108 864 37,600 SH   DFND 4,2,5 1,300 0 36,300
PINNACLE WEST CAPITAL CORP COM 723484101 956 16,807 SH   DFND 2,5 16,807 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,323 23,962 SH   DFND 2,5 23,962 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 6,088 43,900 SH   DFND 4,2,5 37,810 0 6,090
PIPER JAFFRAY COS COM 724078100 31 700 SH   DFND 4,2,5 0 0 700
PLANAR SYSTEMS INC COM 726900103 26 5,900 SH   DFND 4,2,5 5,900 0 0
PLATFORM SPECIALTY PRODUCTS CORP COM 72766Q105 895 35,000 SH   DFND 2,5 0 0 35,000
PLUM CREEK TIMBER CO INC COM 729251108 678 16,716 SH   DFND 2,5 16,716 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 158 1,647 SH   DFND 2,5 1,647 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 23,291 243,500 SH   DFND 4,2,5 115,200 0 128,300
POLARIS INDUSTRIES INC COM 731068102 15,255 103,000 SH   DFND 2,5 103,000 0 0
POLYONE CORP COM 73179P106 433 11,045 SH   DFND 2,5 11,045 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 1,111 18,548 SH   DFND 2,5 18,548 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH   DFND 2,5 0 0 1
PORTOLA PHARMACEUTICALS INC COM 737010108 10,927 239,891 SH   DFND 2,5 239,891 0 0
POST PROPERTIES INC COM 737464107 3,246 59,703 SH   DFND 2,5 59,703 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 263 8,500 SH   DFND 2,5 8,500 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 1,496 48,300 SH   DFND 4,2,5 12,700 0 35,600
POTLATCH CORP COM 737630103 193 5,472 SH   DFND 2,5 5,472 0 0
POTLATCH CORP COM 737630103 53 1,500 SH   DFND 4,2,5 1,500 0 0
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 67 2,210 SH   DFND 1,2,5,3 2,210 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 101 4,340 SH   DFND 1,2,5,3 4,340 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 17 736 SH   DFND 2,5 736 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 508 35,310 SH   DFND 1,2,5,3 35,310 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,004 55,770 SH   DFND 1,2,5,3 55,770 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 16 907 SH   DFND 2,5 907 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 2,978 126,740 SH   DFND 1,2,5,3 126,740 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 5,179 134,180 SH   DFND 1,2,5,3 134,180 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 1,910 76,250 SH   DFND 1,2,5,3 76,250 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 152 3,350 SH   DFND 1,2,5,3 3,350 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 193 6,640 SH   DFND 1,2,5,3 6,640 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 85 5,210 SH   DFND 1,2,5,3 5,210 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 60 4,750 SH   DFND 1,2,5,3 4,750 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 310 13,200 SH   DFND 1,2,5,3 13,200 0 0
POWERSHARES MULTI-STRATEGY A ALT MULTI STRG 73935B870 646 28,090 SH   DFND 1,2,5,3 28,090 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,205 57,340 SH   DFND 1,2,5,3 57,340 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 302 9,540 SH   DFND 1,2,5,3 9,540 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 296 8,090 SH   DFND 1,2,5,3 8,090 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 344 13,790 SH   DFND 1,2,5,3 13,790 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 731 23,770 SH   DFND 1,2,5,3 23,770 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 390 11,720 SH   DFND 1,2,5,3 11,720 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 295 11,180 SH   DFND 1,2,5,3 11,180 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 188 5,640 SH   DFND 1,2,5,3 5,640 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 74 13,640 SH   DFND 1,2,5,3 13,640 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 77 2,880 SH   DFND 1,2,5,3 2,880 0 0
PPG INDUSTRIES INC COM 693506107 214 1,866 SH   DFND 2,5 1,866 0 0
PPG INDUSTRIES INC COM 693506107 13,422 117,000 SH   DFND 4,2,5 51,300 0 65,700
PPL CORP COM 69351T106 15,814 536,600 SH   DFND 4,2,5 103,900 0 432,700
PRA GROUP INC COM 69354N106 37 600 SH   DFND 4,2,5 600 0 0
PRAXAIR INC COM 74005P104 4,987 41,711 SH   DFND 2,5 41,711 0 0
PRAXAIR INC COM 74005P104 23,951 200,346 SH   DFND 4,2,5 67,300 0 133,046
PRECISION CASTPARTS CORP COM 740189105 5,571 27,871 SH   DFND 2,5 27,219 0 652
PRECISION CASTPARTS CORP COM 740189105 7,855 39,300 SH   DFND 4,2,5 24,100 0 15,200
PRECISION DRILLING CORP COM 2010 74022D308 1,873 278,402 SH   DFND 2,5 278,402 0 0
PRECISION DRILLING CORP COM 2010 74022D308 34 5,000 SH   DFND 4,2,5 500 0 4,500
PREFORMED LINE PRODUCTS CO COM 740444104 159 4,203 SH   DFND 4,2,5 1,602 0 2,601
PREMIER FINANCIAL BANCORP INC COM 74050M105 593 38,400 SH   DFND 4,2,5 26,800 0 11,600
PREMIERE GLOBAL SERVICES INC COM 740585104 1,418 137,811 SH   DFND 4,2,5 80,961 0 56,850
PRICELINE GROUP INC/THE COM NEW 741503403 54,361 47,214 SH   DFND 2,5 47,214 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 21,824 18,955 SH   DFND 4,2,5 9,455 0 9,500
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 38,606 29,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 50 900 SH   DFND 4,2,5 270 0 630
PROCTER & GAMBLE CO COM 742718109 24,808 317,075 SH   DFND 2,5 317,075 0 0
PROCTER & GAMBLE CO COM 742718109 107,992 1,380,260 SH   DFND 4,2,5 856,700 0 523,560
PROGRESSIVE CORP/THE COM 743315103 518 18,600 SH   DFND 4,2,5 18,600 0 0
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 260 9,700 SH   DFND 4,2,5 4,000 0 5,700
PROLOGIS INC COM 74340W103 9,731 262,298 SH   DFND 2,5 262,298 0 0
PROLOGIS INC COM 74340W103 6,790 183,024 SH   DFND 4,2,5 177,724 0 5,300
PROOFPOINT INC COM 743424103 12,798 201,000 SH   DFND 2,5 201,000 0 0
PROTHENA CORP PLC SHS G72800108 2,695 51,162 SH   DFND 2,5 51,162 0 0
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 10 600 SH   DFND 4,2,5 600 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 708 8,088 SH   DFND 2,5 8,088 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 6,293 71,900 SH   DFND 4,2,5 68,900 0 3,000
PTC INC COM 69370C100 7,014 171,000 SH   DFND 2,5 171,000 0 0
PTC THERAPEUTICS INC COM 69366J200 3,420 71,053 SH   DFND 2,5 71,053 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 10,936 278,400 SH   DFND 4,2,5 64,200 0 214,200
PUBLIC STORAGE COM 74460D109 5,163 28,001 SH   DFND 2,5 28,001 0 0
PUBLIC STORAGE COM 74460D109 10,882 59,025 SH   DFND 4,2,5 51,525 0 7,500
PVH CORP COM 693656100 1,947 16,900 SH   DFND 4,2,5 4,400 0 12,500
QAD INC CL B 74727D207 93 4,300 SH   DFND 4,2,5 2,500 0 1,800
QCR HOLDINGS INC COM 74727A104 35 1,599 SH   DFND 4,2,5 1,100 0 499
QEP RESOURCES INC COM 74733V100 51 2,739 SH   DFND 2,5 2,739 0 0
QIAGEN NV REG SHS N72482107 6,782 273,583 SH   DFND 2,5 273,583 0 0
QLIK TECHNOLOGIES INC COM 74733T105 9,474 271,000 SH   DFND 2,5 271,000 0 0
QLOGIC CORP COM 747277101 3,129 220,500 SH   DFND 4,2,5 102,200 0 118,300
QORVO INC COM 74736K101 401 5,000 SH   DFND 4,2,5 5,000 0 0
QUAD/GRAPHICS INC COM CL A 747301109 1,423 76,900 SH   DFND 4,2,5 45,400 0 31,500
QUALCOMM INC COM 747525103 59,975 957,609 SH   DFND 2,5 948,121 0 9,488
QUALCOMM INC COM 747525103 44,881 716,600 SH   DFND 4,2,5 401,700 0 314,900
QUALYS INC COM 74758T303 2,018 50,000 SH   DFND 2,5 50,000 0 0
QUANTA SERVICES INC COM 74762E102 31,324 1,086,867 SH   DFND 2,5 1,086,867 0 0
QUEST DIAGNOSTICS INC COM 74834L100 21,166 291,864 SH   DFND 2,5 291,864 0 0
QUEST DIAGNOSTICS INC COM 74834L100 59,965 826,880 SH   DFND 4,2,5 670,890 0 155,990
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 7,058 97,204 SH   DFND 2,5 97,204 0 0
RACKSPACE HOSTING INC COM 750086100 3,198 86,000 SH   DFND 2,5 86,000 0 0
RADNET INC COM 750491102 875 130,800 SH   DFND 4,2,5 87,700 0 43,100
RADWARE LTD ORD M81873107 5,395 243,000 SH   DFND 2,5 243,000 0 0
RALPH LAUREN CORP CL A 751212101 887 6,700 SH   DFND 4,2,5 3,000 0 3,700
RANGE RESOURCES CORP COM 75281A109 3,247 65,758 SH   DFND 2,5 65,758 0 0
RANGE RESOURCES CORP COM 75281A109 578 11,700 SH   DFND 4,2,5 8,300 0 3,400
RAPTOR PHARMACEUTICAL CORP COM 75382F106 9,855 624,131 SH   DFND 2,5 624,131 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,508 25,307 SH   DFND 2,5 25,307 0 0
RAYTHEON CO COM NEW 755111507 113 1,183 SH   DFND 2,5 1,183 0 0
RAYTHEON CO COM NEW 755111507 24,925 260,500 SH   DFND 4,2,5 93,800 0 166,700
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 549 46,100 SH   DFND 4,2,5 31,200 0 14,900
READING INTERNATIONAL INC CL A 755408101 1,064 76,840 SH   DFND 4,2,5 52,800 0 24,040
REALNETWORKS INC COM NEW 75605L708 265 49,000 SH   DFND 4,2,5 25,290 0 23,710
REALTY INCOME CORP COM 756109104 9,921 223,500 SH   DFND 4,2,5 222,300 0 1,200
RECEPTOS INC COM 756207106 480 2,525 SH   DFND 2,5 0 0 2,525
RED HAT INC COM 756577102 4,935 65,000 SH   DFND 2,5 65,000 0 0
RED LION HOTELS CORP COM 756764106 4 486 SH   DFND 4,2,5 486 0 0
REGAL BELOIT CORP COM 758750103 319 4,400 SH   DFND 4,2,5 0 0 4,400
REGAL ENTERTAINMENT GROUP CL A 758766109 3,136 149,970 SH   DFND 2,5 149,970 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 9,316 445,540 SH   DFND 4,2,5 312,460 0 133,080
REGENCY CENTERS CORP COM 758849103 341 5,783 SH   DFND 2,5 5,783 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 48,158 94,404 SH   DFND 2,5 94,404 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 7,244 14,200 SH   DFND 4,2,5 10,600 0 3,600
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 989 10,424 SH   DFND 2,5 10,424 0 0
REMY INTERNATIONAL INC COM 75971M108 93 4,200 SH   DFND 4,2,5 0 0 4,200
RENAISSANCERE HOLDINGS LTD COM G7496G103 835 8,223 SH   DFND 2,5 8,223 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 386 3,800 SH   DFND 4,2,5 3,300 0 500
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 109 11,900 SH   DFND 4,2,5 6,300 0 5,600
REPUBLIC SERVICES INC COM 760759100 19,696 502,840 SH   DFND 2,5 502,840 0 0
REPUBLIC SERVICES INC COM 760759100 55,394 1,414,190 SH   DFND 4,2,5 1,004,190 0 410,000
RESOURCE AMERICA INC CL A 761195205 624 74,200 SH   DFND 4,2,5 52,800 0 21,400
RESTORATION HARDWARE HOLDINGS INC COM 761283100 19,721 202,000 SH   DFND 2,5 202,000 0 0
RETAILMENOT INC COM SER 1 76132B106 271 15,200 SH   DFND 4,2,5 7,700 0 7,500
REVLON INC CL A NEW 761525609 1,450 39,500 SH   DFND 4,2,5 19,300 0 20,200
REX AMERICAN RESOURCES CORP COM 761624105 1,273 20,000 SH   DFND 2,5 20,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,400 22,000 SH   DFND 4,2,5 13,300 0 8,700
REYNOLDS AMERICAN INC COM 761713106 1,140 15,270 SH   DFND 2,5 15,270 0 0
REYNOLDS AMERICAN INC COM 761713106 15,596 208,888 SH   DFND 4,2,5 32,309 0 176,579
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,252 1,324,709 SH   DFND 2,5 1,324,709 0 0
RIGHTSIDE GROUP LTD COM 76658B100 18 2,700 SH   DFND 4,2,5 2,700 0 0
RITE AID CORP COM 767754104 159 19,100 SH   DFND 2,5 19,100 0 0
RITE AID CORP COM 767754104 9,727 1,164,900 SH   DFND 4,2,5 429,100 0 735,800
RLJ LODGING TRUST COM 74965L101 279 9,376 SH   DFND 2,5 9,376 0 0
RLJ LODGING TRUST COM 74965L101 6,346 213,100 SH   DFND 4,2,5 105,500 0 107,600
ROADRUNNER TRANSPORTATION SYSTEMS INC COM 76973Q105 1,089 42,200 SH   DFND 4,2,5 11,700 0 30,500
ROCK-TENN CO CL A 772739207 15,070 250,330 SH   DFND 2,5 250,330 0 0
ROCK-TENN CO CL A 772739207 36,360 603,994 SH   DFND 4,2,5 453,751 0 150,243
ROCKWELL AUTOMATION INC COM 773903109 442 3,545 SH   DFND 2,5 3,545 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,224 65,984 SH   DFND 4,2,5 15,000 0 50,984
ROCKWELL COLLINS INC COM 774341101 7,748 83,900 SH   DFND 4,2,5 17,500 0 66,400
ROCKY BRANDS INC COM 774515100 686 36,700 SH   DFND 4,2,5 25,200 0 11,500
ROGERS COMMUNICATIONS INC CL B 775109200 1,015 28,611 SH   DFND 2,5 19,602 0 9,009
ROGERS COMMUNICATIONS INC CL B 775109200 8,768 247,100 SH   DFND 4,2,5 50,700 0 196,400
ROPER TECHNOLOGIES INC COM 776696106 63,795 369,911 SH   DFND 2,5 364,699 0 5,212
ROPER TECHNOLOGIES INC COM 776696106 9,448 54,782 SH   DFND 4,2,5 8,082 0 46,700
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 1,870 40,000 SH   DFND 2,5 40,000 0 0
ROSS STORES INC COM 778296103 27,231 560,200 SH   DFND 4,2,5 404,700 0 155,500
ROVI CORP COM 779376102 3,243 203,300 SH   DFND 4,2,5 105,900 0 97,400
ROYAL BANK OF CANADA COM 780087102 16,840 275,255 SH   DFND 2,5 257,633 0 17,622
ROYAL BANK OF CANADA COM 780087102 59,760 976,800 SH   DFND 4,2,5 434,500 0 542,300
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 52,044 661,386 SH   DFND 2,5 661,386 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 212 2,700 SH   DFND 4,2,5 0 0 2,700
RPX CORP COM 74972G103 1,261 74,600 SH   DFND 4,2,5 64,300 0 10,300
RTI SURGICAL INC COM 74975N105 413 63,900 SH   DFND 4,2,5 17,200 0 46,700
RUSH ENTERPRISES INC CL A 781846209 3,481 132,825 SH   DFND 4,2,5 59,321 0 73,504
RYDER SYSTEM INC COM 783549108 50 570 SH   DFND 2,5 570 0 0
RYDER SYSTEM INC COM 783549108 12,736 145,770 SH   DFND 4,2,5 117,370 0 28,400
RYMAN HOSPITALITY PROPERTIES INC COM 78377T107 1,328 25,000 SH   DFND 2,5 25,000 0 0
S&P 500 TR 1988 CORE S&P500 ETF 464287200 55,228 266,517 SH   DFND 1,2,5,3 266,517 0 0
S&P TOTAL RETURN INDEX TR UNIT 78462F103 2,847 13,831 SH   DFND 2,5 13,831 0 0
SALESFORCE.COM INC COM 79466L302 55,809 801,510 SH   DFND 2,5 801,510 0 0
SALESFORCE.COM INC COM 79466L302 6,079 87,300 SH   DFND 4,2,5 83,400 0 3,900
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 14,588 12,000,000 PRN   DFND 2,5 0 0 0
SANDERSON FARMS INC COM 800013104 421 5,600 SH   DFND 2,5 5,600 0 0
SANDERSON FARMS INC COM 800013104 2,029 27,000 SH   DFND 4,2,5 1,600 0 25,400
SANDISK CORP NOTE 0.500%10/1 80004CAF8 7,270 7,500,000 PRN   DFND 2,5 0 0 0
SANMINA CORP COM 801056102 2,369 117,500 SH   DFND 4,2,5 33,600 0 83,900
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 611 23,900 SH   DFND 4,2,5 0 0 23,900
SAUL CENTERS INC COM 804395101 1,493 30,344 SH   DFND 2,5 30,344 0 0
SBA COMMUNICATIONS CORP COM 78388J106 4,024 35,000 SH   DFND 2,5 35,000 0 0
SCANA CORP COM 80589M102 1,079 21,304 SH   DFND 2,5 21,304 0 0
SCANA CORP COM 80589M102 12,814 253,000 SH   DFND 4,2,5 162,500 0 90,500
SCHLUMBERGER LTD COM 806857108 21,148 245,369 SH   DFND 2,5 235,264 0 10,105
SCHLUMBERGER LTD COM 806857108 54,567 633,100 SH   DFND 4,2,5 481,100 0 152,000
SCHOLASTIC CORP COM 807066105 1,183 26,800 SH   DFND 4,2,5 0 0 26,800
SCHWEITZER-MAUDUIT INTERNATIONAL INC COM 808541106 44 1,100 SH   DFND 4,2,5 1,100 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 171 17,400 SH   DFND 4,2,5 16,500 0 900
SCIENCE APPLICATIONS INTERNATIONAL CORP COM 808625107 386 7,300 SH   DFND 4,2,5 1,500 0 5,800
SCOTTS MIRACLE-GRO CO/THE CL A 810186106 639 10,800 SH   DFND 4,2,5 0 0 10,800
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,489 73,450 SH   DFND 2,5 73,450 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 15,081 317,500 SH   DFND 4,2,5 315,800 0 1,700
SEATTLE GENETICS INC COM 812578102 19,821 409,525 SH   DFND 2,5 409,525 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 199 10,802 SH   DFND 2,5 10,802 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 741 40,200 SH   DFND 4,2,5 35,900 0 4,300
SEI INVESTMENTS CO COM 784117103 1,531 31,225 SH   DFND 2,5 31,225 0 0
SELECT COMFORT CORP COM 81616X103 3,702 123,100 SH   DFND 4,2,5 63,700 0 59,400
SELECT INCOME REIT COM SH BEN INT 81618T100 1,903 92,200 SH   DFND 4,2,5 42,400 0 49,800
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 143 8,800 SH   DFND 2,5 8,800 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 4,306 265,780 SH   DFND 4,2,5 103,980 0 161,800
SEMPRA ENERGY COM 816851109 17,592 177,800 SH   DFND 4,2,5 33,200 0 144,600
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 955 54,400 SH   DFND 4,2,5 22,700 0 31,700
SERVICENOW INC COM 81762P102 18,206 245,000 SH   DFND 2,5 245,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5,671 260,300 SH   DFND 2,5 260,300 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 13,713 629,400 SH   DFND 4,2,5 394,500 0 234,900
SHERWIN-WILLIAMS CO/THE COM 824348106 15,154 55,100 SH   DFND 4,2,5 8,600 0 46,500
SIGMA DESIGNS INC COM 826565103 678 56,867 SH   DFND 4,2,5 48,377 0 8,490
SIGNATURE BANK/NEW YORK NY COM 82669G104 12,882 88,000 SH   DFND 2,5 88,000 0 0
SILGAN HOLDINGS INC COM 827048109 2,321 44,000 SH   DFND 4,2,5 6,800 0 37,200
SILICON LABORATORIES INC COM 826919102 2,592 48,000 SH   DFND 2,5 48,000 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 6,129 974,779 SH   DFND 2,5 974,779 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 18 2,900 SH   DFND 4,2,5 500 0 2,400
SILVER WHEATON CORP COM 828336107 4,970 286,577 SH   DFND 2,5 286,577 0 0
SILVER WHEATON CORP COM 828336107 43 2,500 SH   DFND 4,2,5 0 0 2,500
SILVERCORP METALS INC COM 82835P103 1,606 1,507,409 SH   DFND 2,5 1,507,409 0 0
SIMON PROPERTY GROUP INC COM 828806109 18,018 104,138 SH   DFND 2,5 104,138 0 0
SIMON PROPERTY GROUP INC COM 828806109 24,647 142,450 SH   DFND 4,2,5 134,950 0 7,500
SJW CORP COM 784305104 12 400 SH   DFND 2,5 400 0 0
SJW CORP COM 784305104 58 1,900 SH   DFND 4,2,5 0 0 1,900
SKECHERS U.S.A. INC CL A 830566105 7,864 71,630 SH   DFND 2,5 71,630 0 0
SKECHERS U.S.A. INC CL A 830566105 27,105 246,880 SH   DFND 4,2,5 174,830 0 72,050
SKYWEST INC COM 830879102 1,269 84,400 SH   DFND 4,2,5 61,600 0 22,800
SKYWORKS SOLUTIONS INC COM 83088M102 17,028 163,570 SH   DFND 4,2,5 152,970 0 10,600
SL GREEN REALTY CORP COM 78440X101 1,089 9,914 SH   DFND 2,5 9,914 0 0
SL GREEN REALTY CORP COM 78440X101 747 6,800 SH   DFND 4,2,5 0 0 6,800
SL INDUSTRIES INC COM 784413106 706 18,291 SH   DFND 4,2,5 12,191 0 6,100
SLM CORP COM 78442P106 842 85,300 SH   DFND 4,2,5 0 0 85,300
SM ENERGY CO COM 78454L100 1,407 30,500 SH   DFND 4,2,5 23,900 0 6,600
SMITH & WESSON HOLDING CORP COM 831756101 2,163 130,400 SH   DFND 4,2,5 63,200 0 67,200
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 21 1,300 SH   DFND 2,5 1,300 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 21 1,300 SH   DFND 4,2,5 1,300 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 140 6,605 SH   DFND 2,5 6,605 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 2,507 105,200 SH   DFND 4,2,5 43,300 0 61,900
SOUTHERN CO/THE COM 842587107 1,535 36,640 SH   DFND 2,5 36,640 0 0
SOUTHERN CO/THE COM 842587107 33,876 808,500 SH   DFND 4,2,5 259,700 0 548,800
SOUTHERN COPPER CORP COM 84265V105 9,157 311,343 SH   DFND 2,5 194,366 0 116,977
SOUTHERN MISSOURI BANCORP INC COM 843380106 87 4,632 SH   DFND 4,2,5 4,352 0 280
SOUTHWEST GAS CORP COM 844895102 750 14,100 SH   DFND 4,2,5 0 0 14,100
SOUTHWESTERN ENERGY CO COM 845467109 146 6,418 SH   DFND 2,5 6,418 0 0
SPARK THERAPEUTICS INC COM 84652J103 1,926 31,954 SH   DFND 2,5 31,954 0 0
SPARTANNASH CO COM 847215100 2,655 81,600 SH   DFND 4,2,5 34,600 0 47,000
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 92 2,990 SH   DFND 1,2,5,3 2,990 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 3,535 74,320 SH   DFND 1,2,5,3 74,320 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 4,347 113,115 SH   DFND 1,2,5,3 113,115 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,286 44,480 SH   DFND 1,2,5,3 44,480 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 814 14,830 SH   DFND 1,2,5,3 14,830 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 15 181 SH   DFND 2,5 181 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 747 19,964 SH   DFND 1,2,5,3 19,964 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 16 141 SH   DFND 2,5 141 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 126 2,280 SH   DFND 1,2,5,3 2,280 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 300 4,130 SH   DFND 1,2,5,3 4,130 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 193 2,500 SH   DFND 1,2,5,3 2,500 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,986 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 4,625 52,429 SH   DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 334 11,967 SH   DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,768 39,250 SH   DFND 1,2,5,3 39,250 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 21 1,100 SH   DFND 1,2,5,3 1,100 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 136 5,200 SH   DFND 1,2,5,3 5,200 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 188 4,030 SH   DFND 1,2,5,3 4,030 0 0
SPECTRA ENERGY CORP COM 847560109 359 11,020 SH   DFND 2,5 11,020 0 0
SPECTRA ENERGY CORP COM 847560109 12,137 372,300 SH   DFND 4,2,5 61,900 0 310,400
SPECTRANETICS CORP/THE COM 84760C107 5,768 250,669 SH   DFND 2,5 250,669 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,382 61,007 SH   DFND 4,2,5 34,260 0 26,747
SPIRIT AIRLINES INC COM 848577102 276 4,449 SH   DFND 2,5 4,449 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 3,929 406,300 SH   DFND 4,2,5 178,500 0 227,800
SPLUNK INC COM 848637104 6,335 91,000 SH   DFND 2,5 91,000 0 0
ST JOE CO/THE COM 790148100 203 13,100 SH   DFND 4,2,5 500 0 12,600
ST JUDE MEDICAL INC COM 790849103 16,472 225,432 SH   DFND 2,5 225,432 0 0
ST JUDE MEDICAL INC COM 790849103 12,020 164,500 SH   DFND 4,2,5 36,500 0 128,000
STAG INDUSTRIAL INC COM 85254J102 550 27,485 SH   DFND 2,5 27,485 0 0
STAMPS.COM INC COM NEW 852857200 29 400 SH   DFND 4,2,5 400 0 0
STANLEY BLACK & DECKER INC COM 854502101 4,431 42,100 SH   DFND 4,2,5 10,000 0 32,100
STANTEC INC COM 85472N109 175 6,000 SH   DFND 4,2,5 2,300 0 3,700
STAPLES INC COM 855030102 3,654 238,700 SH   DFND 2,5 227,500 0 11,200
STAPLES INC COM 855030102 24,581 1,605,524 SH   DFND 4,2,5 1,413,000 0 192,524
STARBUCKS CORP COM 855244109 55,005 1,025,928 SH   DFND 2,5 1,025,928 0 0
STARBUCKS CORP COM 855244109 32,925 614,100 SH   DFND 4,2,5 280,300 0 333,800
STARTEK INC COM 85569C107 24 3,994 SH   DFND 4,2,5 3,994 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,565 19,304 SH   DFND 2,5 19,304 0 0
STATE STREET CORP COM 857477103 2,116 27,480 SH   DFND 2,5 27,480 0 0
STATE STREET CORP COM 857477103 10,372 134,700 SH   DFND 4,2,5 71,300 0 63,400
STEELCASE INC CL A 858155203 3,501 185,150 SH   DFND 4,2,5 94,400 0 90,750
STEPAN CO COM 858586100 508 9,391 SH   DFND 4,2,5 0 0 9,391
STERICYCLE INC COM 858912108 23,075 172,316 SH   DFND 2,5 165,119 0 7,197
STERICYCLE INC COM 858912108 7,579 56,600 SH   DFND 4,2,5 9,000 0 47,600
STERLING BANCORP/DE COM 85917A100 610 41,500 SH   DFND 4,2,5 38,800 0 2,700
STIFEL FINANCIAL CORP COM 860630102 12,530 217,000 SH   DFND 2,5 217,000 0 0
STRATUS PROPERTIES INC COM NEW 863167201 470 32,788 SH   DFND 4,2,5 22,288 0 10,500
STRAYER EDUCATION INC COM 863236105 420 9,750 SH   DFND 4,2,5 8,200 0 1,550
STRYKER CORP COM 863667101 13,092 136,985 SH   DFND 2,5 136,985 0 0
STRYKER CORP COM 863667101 8,592 89,900 SH   DFND 4,2,5 12,700 0 77,200
SUCAMPO PHARMACEUTICALS INC CL A 864909106 869 52,880 SH   DFND 4,2,5 29,900 0 22,980
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,494 191,700 SH   DFND 4,2,5 93,100 0 98,600
SUMMIT THERAPEUTICS-SPON ADR SPONS ADS 86627R102 3,094 292,907 SH   DFND 2,5 292,907 0 0
SUN LIFE FINANCIAL INC COM 866796105 184 5,500 SH   DFND 4,2,5 1,600 0 3,900
SUNCOR ENERGY INC COM 867224107 5,395 195,811 SH   DFND 2,5 195,811 0 0
SUNCOR ENERGY INC COM 867224107 7,092 257,400 SH   DFND 4,2,5 213,600 0 43,800
SUNSTONE HOTEL INVESTORS INC COM 867892101 4,311 287,200 SH   DFND 2,5 287,200 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 13,240 882,081 SH   DFND 4,2,5 694,412 0 187,669
SUPERIOR ENERGY SERVICES INC COM 868157108 23 1,100 SH   DFND 4,2,5 300 0 800
SUPERIOR UNIFORM GROUP INC COM 868358102 909 54,932 SH   DFND 4,2,5 34,732 0 20,200
SUPERVALU INC COM 868536103 3,059 378,100 SH   DFND 4,2,5 82,600 0 295,500
SWIFT TRANSPORTATION CO CL A 87074U101 4,910 216,600 SH   DFND 4,2,5 97,800 0 118,800
SYKES ENTERPRISES INC COM 871237103 2,580 106,400 SH   DFND 4,2,5 46,500 0 59,900
SYMANTEC CORP COM 871503108 31,582 1,358,380 SH   DFND 2,5 1,358,380 0 0
SYMANTEC CORP COM 871503108 86,041 3,700,694 SH   DFND 4,2,5 3,043,754 0 656,940
SYNAPTICS INC COM 87157D109 3,643 42,000 SH   DFND 2,5 42,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,485 32,472 SH   DFND 2,5 32,472 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,698 6,000,000 PRN   DFND 2,5 0 0 0
SYNERGY RESOURCES CORP COM 87164P103 2,009 175,768 SH   DFND 2,5 175,768 0 0
SYNNEX CORP COM 87162W100 1,661 22,700 SH   DFND 4,2,5 15,700 0 7,000
SYNOPSYS INC COM 871607107 6,565 129,613 SH   DFND 2,5 129,613 0 0
SYNOPSYS INC COM 871607107 27,359 540,162 SH   DFND 4,2,5 334,200 0 205,962
SYNTEL INC COM 87162H103 2,740 57,700 SH   DFND 4,2,5 21,200 0 36,500
SYNUTRA INTERNATIONAL INC COM 87164C102 75 10,558 SH   DFND 4,2,5 10,558 0 0
SYSCO CORP COM 871829107 796 22,048 SH   DFND 2,5 22,048 0 0
SYSCO CORP COM 871829107 13,274 367,700 SH   DFND 4,2,5 60,500 0 307,200
T ROWE PRICE GROUP INC COM 74144T108 10,771 138,571 SH   DFND 4,2,5 29,800 0 108,771
TAHOE RESOURCES INC COM 873868103 73 6,000 SH   DFND 4,2,5 1,900 0 4,100
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 10,048 442,448 SH   DFND 2,5 0 0 442,448
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 52 1,900 SH   DFND 2,5 1,900 0 0
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 391 14,200 SH   DFND 4,2,5 0 0 14,200
TALEN ENERGY CORP COM 87422J105 221 12,874 SH   DFND 4,2,5 5,557 0 7,317
TARGA RESOURCES CORP COM 87612G101 1,568 17,577 SH   DFND 2,5 17,577 0 0
TARGET CORP COM 87612E106 370 4,529 SH   DFND 2,5 4,529 0 0
TARGET CORP COM 87612E106 14,228 174,300 SH   DFND 4,2,5 105,200 0 69,100
TATA MOTORS LTD SPONSORED ADR 876568502 1,821 52,828 SH   DFND 2,5 52,828 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 985 48,400 SH   DFND 4,2,5 8,900 0 39,500
TCF FINANCIAL CORP COM 872275102 591 35,600 SH   DFND 4,2,5 35,300 0 300
TCP CAPITAL CORP COM 87238Q103 12,952 847,115 SH   DFND 2,5 0 0 847,115
TD AMERITRADE HOLDING CORP COM 87236Y108 20,433 554,937 SH   DFND 2,5 553,485 0 1,452
TEAM INC COM 878155100 1,908 47,400 SH   DFND 4,2,5 24,100 0 23,300
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 56,482 1,364,300 SH   DFND 1,2,5,3 1,364,300 0 0
TECK RESOURCES LTD CL B 878742204 147 14,831 SH   DFND 2,5 14,100 0 731
TECK RESOURCES LTD CL B 878742204 315 31,800 SH   DFND 4,2,5 17,500 0 14,300
TEEKAY TANKERS LTD CL A Y8565N102 1,452 219,710 SH   DFND 2,5 219,710 0 0
TEEKAY TANKERS LTD CL A Y8565N102 887 134,140 SH   DFND 4,2,5 111,020 0 23,120
TEGNA INC COM 87901J105 560 17,473 SH   DFND 2,5 17,473 0 0
TEGNA INC COM 87901J105 16,286 507,840 SH   DFND 4,2,5 320,100 0 187,740
TEKMIRA PHARMACEUTICALS CORP COM NEW 87911B209 5,002 421,745 SH   DFND 2,5 421,745 0 0
TELECOMMUNICATION SYSTEMS INC CL A 87929J103 72 21,700 SH   DFND 4,2,5 16,600 0 5,100
TELENAV INC COM 879455103 1,034 128,400 SH   DFND 4,2,5 88,100 0 40,300
TENARIS SA SPONSORED ADR 88031M109 1,011 37,426 SH   DFND 2,5 37,426 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 14,663 253,330 SH   DFND 4,2,5 241,690 0 11,640
TENNECO INC COM 880349105 7,283 126,797 SH   DFND 4,2,5 62,600 0 64,197
TERADATA CORP COM 88076W103 9,848 266,150 SH   DFND 4,2,5 226,200 0 39,950
TESLA MOTORS INC COM 88160R101 134 500 SH   DFND 4,2,5 0 0 500
TESORO CORP COM 881609101 23,802 281,978 SH   DFND 2,5 281,978 0 0
TESORO CORP COM 881609101 47,017 557,010 SH   DFND 4,2,5 473,820 0 83,190
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 9,417 198,511 SH   DFND 2,5 198,511 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC DBCV 0.250% 2/0 88163VAE9 34,938 25,000,000 PRN   DFND 2,5 0 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 11,554 195,498 SH   DFND 2,5 195,498 0 0
TEXAS INSTRUMENTS INC COM 882508104 6,034 117,152 SH   DFND 2,5 117,152 0 0
TEXAS INSTRUMENTS INC COM 882508104 20,722 402,300 SH   DFND 4,2,5 177,400 0 224,900
TEXAS ROADHOUSE INC COM 882681109 6,382 170,500 SH   DFND 2,5 170,500 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 42 3,200 SH   DFND 4,2,5 0 0 3,200
THERMO FISHER SCIENTIFIC INC COM 883556102 18,055 139,142 SH   DFND 2,5 134,617 0 4,525
THERMO FISHER SCIENTIFIC INC COM 883556102 9,641 74,300 SH   DFND 4,2,5 63,000 0 11,300
THIRD POINT REINSURANCE LTD COM G8827U100 7 500 SH   DFND 4,2,5 500 0 0
THOMSON REUTERS CORP COM 884903105 549 14,400 SH   DFND 2,5 14,400 0 0
THOMSON REUTERS CORP COM 884903105 11,356 298,100 SH   DFND 4,2,5 58,600 0 239,500
THOR INDUSTRIES INC COM 885160101 185 3,287 SH   DFND 2,5 3,287 0 0
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 6,126 1,516,425 SH   DFND 2,5 1,516,425 0 0
TIME WARNER CABLE INC COM 88732J207 344 1,933 SH   DFND 2,5 1,933 0 0
TIME WARNER CABLE INC COM 88732J207 8,018 45,000 SH   DFND 4,2,5 43,200 0 1,800
TIME WARNER INC COM NEW 887317303 1,288 14,731 SH   DFND 2,5 14,731 0 0
TIME WARNER INC COM NEW 887317303 23,050 263,700 SH   DFND 4,2,5 161,500 0 102,200
TIVO INC COM 888706108 444 43,800 SH   DFND 4,2,5 25,800 0 18,000
TJX COS INC/THE COM 872540109 52,280 790,082 SH   DFND 2,5 790,082 0 0
TJX COS INC/THE COM 872540109 30,273 457,500 SH   DFND 4,2,5 158,400 0 299,100
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 5,706 5,500,000 PRN   DFND 2,5 0 0 0
TORONTO-DOMINION BANK COM NEW 891160509 24,634 579,837 SH   DFND 2,5 474,207 0 105,630
TORONTO-DOMINION BANK COM NEW 891160509 50,688 1,193,100 SH   DFND 4,2,5 417,600 0 775,500
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 19 6,500 SH   DFND 4,2,5 6,500 0 0
TRACTOR SUPPLY CO COM 892356106 43,732 486,238 SH   DFND 2,5 480,828 0 5,410
TRACTOR SUPPLY CO COM 892356106 3,831 42,600 SH   DFND 4,2,5 7,300 0 35,300
TRANSCANADA CORP COM 89353D107 3,798 93,421 SH   DFND 2,5 87,200 0 6,221
TRANSCANADA CORP COM 89353D107 24,989 614,600 SH   DFND 4,2,5 191,100 0 423,500
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 120 10,532 SH   DFND 4,2,5 9,342 0 1,190
TRANSDIGM GROUP INC COM 893641100 12,582 56,000 SH   DFND 2,5 56,000 0 0
TRANSDIGM GROUP INC COM 893641100 67 300 SH   DFND 4,2,5 0 0 300
TRANSGLOBE ENERGY CORP COM 893662106 373 93,400 SH   DFND 4,2,5 26,800 0 66,600
TRAVELCENTERS OF AMERICA LLC COM 894174101 1,424 95,900 SH   DFND 4,2,5 52,400 0 43,500
TRAVELERS COS INC/THE COM 89417E109 9,238 95,570 SH   DFND 2,5 95,570 0 0
TRAVELERS COS INC/THE COM 89417E109 8,100 83,800 SH   DFND 4,2,5 63,300 0 20,500
TRIANGLE PETROLEUM CORP COM NEW 89600B201 140 27,800 SH   DFND 4,2,5 27,800 0 0
TRINITY INDUSTRIES INC COM 896522109 1,454 55,000 SH   DFND 4,2,5 0 0 55,000
TRIPADVISOR INC COM 896945201 2,353 27,000 SH   DFND 2,5 27,000 0 0
TRIUMPH GROUP INC COM 896818101 1,287 19,500 SH   DFND 4,2,5 400 0 19,100
TTM TECHNOLOGIES INC COM 87305R109 227 22,700 SH   DFND 4,2,5 22,700 0 0
TUPPERWARE BRANDS CORP COM 899896104 168 2,602 SH   DFND 2,5 2,602 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,368 21,200 SH   DFND 4,2,5 7,200 0 14,000
TURQUOISE HILL RESOURCES LTD COM 900435108 414 108,703 SH   DFND 2,5 108,703 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 867 26,642 SH   DFND 2,5 26,642 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 11,729 360,400 SH   DFND 4,2,5 299,500 0 60,900
TYCO INTERNATIONAL PLC SHS G91442106 5,184 134,723 SH   DFND 2,5 134,723 0 0
TYSON FOODS INC CL A 902494103 315 7,400 SH   DFND 2,5 7,400 0 0
TYSON FOODS INC CL A 902494103 10,001 234,600 SH   DFND 4,2,5 33,600 0 201,000
UBS GROUP AG SHS H42097107 239,170 11,271,603 SH   DFND 2,5 6,510,722 0 4,760,881
UBS GROUP AG SHS H42097107 14,193 668,900 SH   DFND 4,2,5 49,300 0 619,600
ULTIMATE SOFTWARE GROUP INC/THE COM 90385D107 6,245 38,000 SH   DFND 2,5 38,000 0 0
ULTRA CLEAN HOLDINGS INC COM 90385V107 64 10,200 SH   DFND 4,2,5 10,200 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 11,842 115,652 SH   DFND 2,5 115,652 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 1,893 90,069 SH   DFND 2,5 90,069 0 0
UMPQUA HOLDINGS CORP COM 904214103 651 36,200 SH   DFND 4,2,5 36,200 0 0
UNDER ARMOUR INC CL A 904311107 6,458 77,400 SH   DFND 2,5 77,400 0 0
UNDER ARMOUR INC CL A 904311107 626 7,500 SH   DFND 4,2,5 0 0 7,500
UNIFI INC COM NEW 904677200 303 9,035 SH   DFND 4,2,5 6,200 0 2,835
UNIFIRST CORP/MA COM 904708104 4,105 36,700 SH   DFND 4,2,5 17,600 0 19,100
UNION PACIFIC CORP COM 907818108 49,203 515,919 SH   DFND 2,5 507,857 0 8,062
UNION PACIFIC CORP COM 907818108 43,799 459,250 SH   DFND 4,2,5 186,850 0 272,400
UNISYS CORP COM NEW 909214306 2,367 118,400 SH   DFND 4,2,5 59,500 0 58,900
UNIT CORP COM 909218109 146 5,400 SH   DFND 4,2,5 3,900 0 1,500
UNITED CONTINENTAL HOLDINGS INC COM 910047109 32,299 609,300 SH   DFND 2,5 609,300 0 0
UNITED CONTINENTAL HOLDINGS INC COM 910047109 66,909 1,262,200 SH   DFND 4,2,5 1,036,400 0 225,800
UNITED FINANCIAL BANCORP INC COM 910304104 649 48,227 SH   DFND 4,2,5 34,127 0 14,100
UNITED NATURAL FOODS INC COM 911163103 6,438 101,100 SH   DFND 2,5 101,100 0 0
UNITED ONLINE INC COM NEW 911268209 1,000 63,800 SH   DFND 4,2,5 43,500 0 20,300
UNITED PARCEL SERVICE INC CL B 911312106 110 1,136 SH   DFND 2,5 1,136 0 0
UNITED PARCEL SERVICE INC CL B 911312106 33,444 345,100 SH   DFND 4,2,5 138,200 0 206,900
UNITED RENTALS INC COM 911363109 2,755 31,443 SH   DFND 2,5 29,996 0 1,447
UNITED STATES STEEL CORP COM 912909108 1,957 94,900 SH   DFND 4,2,5 25,700 0 69,200
UNITED TECHNOLOGIES CORP COM 913017109 10,978 98,963 SH   DFND 2,5 98,963 0 0
UNITED TECHNOLOGIES CORP COM 913017109 42,908 386,800 SH   DFND 4,2,5 190,600 0 196,200
UNITED THERAPEUTICS CORP COM 91307C102 1,016 5,840 SH   DFND 4,2,5 900 0 4,940
UNITEDHEALTH GROUP INC COM 91324P102 50,536 414,228 SH   DFND 2,5 401,187 0 13,041
UNITEDHEALTH GROUP INC COM 91324P102 57,879 474,420 SH   DFND 4,2,5 234,700 0 239,720
UNIVERSAL FOREST PRODUCTS INC COM 913543104 2,865 55,060 SH   DFND 4,2,5 23,400 0 31,660
UNIVERSAL HEALTH SERVICES INC CL B 913903100 8,903 62,654 SH   DFND 2,5 62,654 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 28 200 SH   DFND 4,2,5 0 0 200
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 1,788 73,900 SH   DFND 4,2,5 37,700 0 36,200
UNIVERSAL TRUCKLOAD SERVICES INC COM 91388P105 61 2,800 SH   DFND 4,2,5 2,800 0 0
URBAN EDGE PROPERTIES COM 91704F104 1,538 74,000 SH   DFND 2,5 74,000 0 0
URSTADT BIDDLE PROPERTIES INC CL A 917286205 22 1,200 SH   DFND 4,2,5 1,200 0 0
US BANCORP COM NEW 902973304 2,110 48,608 SH   DFND 2,5 48,608 0 0
US BANCORP COM NEW 902973304 45,501 1,048,400 SH   DFND 4,2,5 404,300 0 644,100
US SILICA HOLDINGS INC COM 90346E103 2,421 82,461 SH   DFND 2,5 82,461 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,815 20,600 SH   DFND 4,2,5 9,000 0 11,600
VALE SA ADR REPSTG PFD 91912E204 16 3,150 SH   DFND 2,5 3,150 0 0
VALE SA ADR REPSTG PFD 91912E204 16 3,150 SH   DFND 4,2,5 3,150 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 16,996 76,581 SH   DFND 2,5 76,581 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 9,454 42,600 SH   DFND 4,2,5 29,700 0 12,900
VALERO ENERGY CORP COM 91913Y100 694 11,089 SH   DFND 2,5 11,089 0 0
VALERO ENERGY CORP COM 91913Y100 10,611 169,500 SH   DFND 4,2,5 81,900 0 87,600
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,557 80,860 SH   DFND 2,5 80,860 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 10,590 240,730 SH   DFND 4,2,5 169,560 0 71,170
VALSPAR CORP/THE COM 920355104 245 3,000 SH   DFND 4,2,5 0 0 3,000
VANGUARD ENERGY ETF ENERGY ETF 92204A306 1,015 9,490 SH   DFND 1,2,5,3 9,490 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 6,915 174,400 SH   DFND 1,2,5,3 174,400 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 5,699 139,400 SH   DFND 1,2,5,3 139,400 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 15,314 283,700 SH   DFND 1,2,5,3 283,700 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 1,959 32,100 SH   DFND 1,2,5,3 32,100 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 77,634 725,212 SH   DFND 1,2,5,3 725,212 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 58,384 549,600 SH   DFND 1,2,5,3 549,600 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 27,799 293,177 SH   DFND 1,2,5,3 293,177 0 0
VANGUARD MID-CAP GROWTH ETF MCAP GR IDXVIP 922908538 6,181 58,000 SH   DFND 1,2,5,3 58,000 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 52,250 576,900 SH   DFND 1,2,5,3 576,900 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 6,623 35,070 SH   DFND 2,5 0 0 35,070
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 934 19,190 SH   DFND 1,2,5,3 19,190 0 0
VANGUARD TOTAL INTERNATIONAL BOND ETF INTL BD IDX ETF 92203J407 2,862 54,650 SH   DFND 1,2,5,3 54,650 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 12,387 148,601 SH   DFND 1,2,5,3 148,601 0 0
VANTIV INC CL A 92210H105 8 200 SH   DFND 4,2,5 0 0 200
VARIAN MEDICAL SYSTEMS INC COM 92220P105 5,467 64,823 SH   DFND 2,5 64,823 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 8,986 106,560 SH   DFND 4,2,5 102,400 0 4,160
VCA INC COM 918194101 564 10,374 SH   DFND 2,5 10,374 0 0
VECTREN CORP COM 92240G101 1,208 31,380 SH   DFND 4,2,5 8,213 0 23,167
VEECO INSTRUMENTS INC COM 922417100 2,874 100,000 SH   DFND 2,5 100,000 0 0
VEEVA SYSTEMS INC CL A COM 922475108 3,560 127,000 SH   DFND 2,5 127,000 0 0
VENTAS INC COM 92276F100 5,625 90,588 SH   DFND 2,5 90,588 0 0
VENTAS INC COM 92276F100 8,371 134,820 SH   DFND 4,2,5 127,320 0 7,500
VERA BRADLEY INC COM 92335C106 905 80,300 SH   DFND 4,2,5 47,700 0 32,600
VERASTEM INC COM 92337C104 5,901 782,641 SH   DFND 2,5 782,641 0 0
VERINT SYSTEMS INC COM 92343X100 282 4,636 SH   DFND 2,5 4,636 0 0
VERISK ANALYTICS INC COM 92345Y106 6,680 91,812 SH   DFND 2,5 91,812 0 0
VERISK ANALYTICS INC COM 92345Y106 6,061 83,300 SH   DFND 4,2,5 12,800 0 70,500
VERITIV CORP COM 923454102 1 24 SH   DFND 2,5 24 0 0
VERITIV CORP COM 923454102 1,225 33,600 SH   DFND 4,2,5 21,800 0 11,800
VERIZON COMMUNICATIONS INC COM 92343V104 26,283 563,897 SH   DFND 2,5 563,897 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 61,614 1,321,900 SH   DFND 4,2,5 1,153,400 0 168,500
VERMILION ENERGY INC COM 923725105 3,286 76,040 SH   DFND 2,5 76,040 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 60,400 489,151 SH   DFND 2,5 489,151 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,421 35,800 SH   DFND 4,2,5 34,200 0 1,600
VF CORP COM 918204108 12,007 172,166 SH   DFND 4,2,5 53,266 0 118,900
VIACOM INC CL B 92553P201 603 9,330 SH   DFND 2,5 9,330 0 0
VIACOM INC CL B 92553P201 30,816 476,730 SH   DFND 4,2,5 347,030 0 129,700
VILLAGE SUPER MARKET INC CL A NEW 927107409 67 2,100 SH   DFND 4,2,5 2,100 0 0
VISA INC COM CL A 92826C839 99,203 1,477,332 SH   DFND 2,5 1,473,872 0 3,460
VISA INC COM CL A 92826C839 62,112 924,980 SH   DFND 4,2,5 478,640 0 446,340
VISHAY INTERTECHNOLOGY INC COM 928298108 3,463 296,500 SH   DFND 4,2,5 146,800 0 149,700
VMWARE INC CL A COM 928563402 4,973 58,000 SH   DFND 2,5 58,000 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 19 2,300 SH   DFND 4,2,5 0 0 2,300
WABASH NATIONAL CORP COM 929566107 207 16,500 SH   DFND 4,2,5 16,500 0 0
WAL-MART STORES INC COM 931142103 25,862 364,619 SH   DFND 2,5 364,619 0 0
WAL-MART STORES INC COM 931142103 118,282 1,667,590 SH   DFND 4,2,5 1,045,620 0 621,970
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,163 37,463 SH   DFND 2,5 37,463 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,699 126,700 SH   DFND 4,2,5 120,300 0 6,400
WALT DISNEY CO/THE COM DISNEY 254687106 37,595 329,377 SH   DFND 2,5 327,865 0 1,512
WALT DISNEY CO/THE COM DISNEY 254687106 71,098 622,900 SH   DFND 4,2,5 437,100 0 185,800
WASHINGTON FEDERAL INC COM 938824109 3,290 140,911 SH   DFND 4,2,5 84,311 0 56,600
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 4,539 174,915 SH   DFND 2,5 174,915 0 0
WASTE MANAGEMENT INC COM 94106L109 215 4,638 SH   DFND 2,5 4,638 0 0
WASTE MANAGEMENT INC COM 94106L109 11,824 255,100 SH   DFND 4,2,5 40,900 0 214,200
WATERS CORP COM 941848103 3,274 25,500 SH   DFND 4,2,5 4,300 0 21,200
WEATHERFORD INTERNATIONAL PLC ORD SHS G48833100 1,472 120,000 SH   DFND 2,5 120,000 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2,508 2,500,000 PRN   DFND 2,5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 7,101 157,900 SH   DFND 4,2,5 33,400 0 124,500
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,722 52,690 SH   DFND 2,5 52,690 0 0
WEIS MARKETS INC COM 948849104 89 2,100 SH   DFND 2,5 2,100 0 0
WEIS MARKETS INC COM 948849104 89 2,100 SH   DFND 4,2,5 0 0 2,100
WELLS FARGO & CO COM 949746101 51,977 924,200 SH   DFND 2,5 906,436 0 17,764
WELLS FARGO & CO COM 949746101 147,637 2,625,120 SH   DFND 4,2,5 1,729,050 0 896,070
WESCO INTERNATIONAL INC COM 95082P105 327 4,758 SH   DFND 2,5 4,758 0 0
WESTERN DIGITAL CORP COM 958102105 1,183 15,091 SH   DFND 2,5 15,091 0 0
WESTERN DIGITAL CORP COM 958102105 8,414 107,300 SH   DFND 4,2,5 23,000 0 84,300
WESTERN UNION CO/THE COM 959802109 24,172 1,189,000 SH   DFND 2,5 1,189,000 0 0
WESTERN UNION CO/THE COM 959802109 65,436 3,218,698 SH   DFND 4,2,5 2,607,298 0 611,400
WESTFIELD FINANCIAL INC COM 96008P104 66 9,000 SH   DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 7,216 105,200 SH   DFND 2,5 105,200 0 0
WESTLAKE CHEMICAL CORP COM 960413102 19,377 282,500 SH   DFND 4,2,5 215,400 0 67,100
WHIRLPOOL CORP COM 963320106 15,073 87,100 SH   DFND 4,2,5 78,300 0 8,800
WHITEWAVE FOODS CO/THE COM 966244105 6,574 134,500 SH   DFND 2,5 134,500 0 0
WHITING PETROLEUM CORP COM 966387102 1,591 47,355 SH   DFND 2,5 47,355 0 0
WILLIAMS COS INC/THE COM 969457100 286 4,988 SH   DFND 2,5 4,988 0 0
WILLIAMS COS INC/THE COM 969457100 6,301 109,800 SH   DFND 4,2,5 105,400 0 4,400
WINTRUST FINANCIAL CORP COM 97650W108 59 1,100 SH   DFND 4,2,5 0 0 1,100
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 66 1,550 SH   DFND 1,2,5,3 1,550 0 0
WOLVERINE WORLD WIDE INC COM 978097103 2,494 87,570 SH   DFND 2,5 87,570 0 0
WOLVERINE WORLD WIDE INC COM 978097103 9,872 346,620 SH   DFND 4,2,5 211,750 0 134,870
WORLD FUEL SERVICES CORP COM 981475106 1,686 35,153 SH   DFND 2,5 35,153 0 0
WPX ENERGY INC COM 98212B103 979 79,700 SH   DFND 4,2,5 0 0 79,700
WR BERKLEY CORP COM 084423102 57 1,100 SH   DFND 4,2,5 0 0 1,100
WRIGHT MEDICAL GROUP INC COM 98235T107 3,062 116,606 SH   DFND 2,5 116,606 0 0
WW GRAINGER INC COM 384802104 2,305 9,741 SH   DFND 2,5 9,741 0 0
WW GRAINGER INC COM 384802104 7,857 33,200 SH   DFND 4,2,5 5,600 0 27,600
WYNDHAM WORLDWIDE CORP COM 98310W108 17,807 217,400 SH   DFND 2,5 217,400 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 47,614 581,300 SH   DFND 4,2,5 510,800 0 70,500
XCEL ENERGY INC COM 98389B100 32,480 1,009,336 SH   DFND 2,5 1,009,336 0 0
XCEL ENERGY INC COM 98389B100 99,594 3,094,904 SH   DFND 4,2,5 2,288,500 0 806,404
XERIUM TECHNOLOGIES INC COM NEW 98416J118 557 30,622 SH   DFND 4,2,5 14,974 0 15,648
XEROX CORP COM 984121103 26,177 2,460,240 SH   DFND 2,5 2,460,240 0 0
XEROX CORP COM 984121103 72,048 6,771,443 SH   DFND 4,2,5 5,410,340 0 1,361,103
XILINX INC COM 983919101 4,191 94,900 SH   DFND 4,2,5 26,500 0 68,400
XILINX INC NOTE 2.625% 6/1 983919AF8 40,186 26,000,000 PRN   DFND 2,5 0 0 0
XPO LOGISTICS INC COM 983793100 6,009 133,000 SH   DFND 2,5 133,000 0 0
YAHOO! INC COM 984332106 35,351 899,757 SH   DFND 2,5 899,757 0 0
YAHOO! INC COM 984332106 104,920 2,670,410 SH   DFND 4,2,5 2,173,270 0 497,140
YAMANA GOLD INC COM 98462Y100 1,267 420,645 SH   DFND 2,5 420,645 0 0
YAMANA GOLD INC COM 98462Y100 1,901 631,200 SH   DFND 4,2,5 464,500 0 166,700
YODLEE INC COM 98600P201 147 10,211 SH   DFND 2,5 0 0 10,211
YUM! BRANDS INC COM 988498101 317 3,516 SH   DFND 2,5 3,516 0 0
YUM! BRANDS INC COM 988498101 18,692 207,500 SH   DFND 4,2,5 89,100 0 118,400
ZAIS FINANCIAL CORP COM 98886K108 6 400 SH   DFND 4,2,5 400 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 9,369 317,900 SH   DFND 2,5 317,900 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 7,977 73,027 SH   DFND 2,5 73,027 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 10,792 98,800 SH   DFND 4,2,5 24,900 0 73,900
ZOETIS INC CL A 98978V103 6,900 143,100 SH   DFND 4,2,5 24,600 0 118,500