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 563 17,532 SH   DFND 4,2,5 17,100 0 432
3M CO COM 88579Y101 18,930 114,761 SH   DFND 2,5 114,761 0 0
3M CO COM 88579Y101 35,830 217,220 SH   DFND 4,2,5 112,720 0 104,500
AARON'S INC COM PAR $0.50 002535300 1,331 47,000 SH   DFND 4,2,5 33,900 0 13,100
ABBOTT LABORATORIES COM 002824100 1,021 22,031 SH   DFND 2,5 22,031 0 0
ABBOTT LABORATORIES COM 002824100 14,409 311,000 SH   DFND 4,2,5 231,300 0 79,700
ABBVIE INC COM 00287Y109 56,071 957,823 SH   DFND 2,5 936,208 0 21,615
ABBVIE INC COM 00287Y109 25,840 441,410 SH   DFND 4,2,5 255,000 0 186,410
ABRAXAS PETROLEUM CORP COM 003830106 1,950 600,000 SH   DFND 2,5 600,000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 5,368 164,728 SH   DFND 2,5 164,728 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 2,651 75,995 SH   DFND 2,5 75,995 0 0
ACCENTURE PLC SHS CLASS A G1151C101 3,829 40,874 SH   DFND 2,5 40,874 0 0
ACCENTURE PLC SHS CLASS A G1151C101 26,421 282,000 SH   DFND 4,2,5 101,700 0 180,300
ACCESS NATIONAL CORP COM 004337101 81 4,303 SH   DFND 4,2,5 3,100 0 1,203
ACCO BRANDS CORP COM 00081T108 610 73,400 SH   DFND 4,2,5 0 0 73,400
ACE LTD SHS H0023R105 473 4,239 SH   DFND 2,5 4,239 0 0
ACE LTD SHS H0023R105 5,675 50,900 SH   DFND 4,2,5 49,300 0 1,600
ACHAOGEN INC COM 004449104 2,729 279,591 SH   DFND 2,5 279,591 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 7,444 755,002 SH   DFND 2,5 755,002 0 0
ACI WORLDWIDE INC COM 004498101 353 16,320 SH   DFND 2,5 16,320 0 0
ACNB CORP COM 000868109 131 6,500 SH   DFND 4,2,5 6,500 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,235 67,143 SH   DFND 2,5 67,143 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,058 31,800 SH   DFND 4,2,5 23,400 0 8,400
ACTAVIS PLC SHS G0083B108 50,840 170,823 SH   DFND 2,5 170,823 0 0
ACTAVIS PLC SHS G0083B108 26,408 88,731 SH   DFND 4,2,5 75,931 0 12,800
ACTIVISION BLIZZARD INC COM 00507V109 18,731 824,236 SH   DFND 2,5 824,236 0 0
ACTIVISION BLIZZARD INC COM 00507V109 59,959 2,638,481 SH   DFND 4,2,5 1,729,461 0 909,020
ACUITY BRANDS INC COM 00508Y102 13,453 80,000 SH   DFND 2,5 80,000 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 13 200 SH   DFND 4,2,5 200 0 0
ADOBE SYSTEMS INC COM 00724F101 218 2,949 SH   DFND 2,5 2,949 0 0
ADOBE SYSTEMS INC COM 00724F101 4,081 55,200 SH   DFND 4,2,5 52,400 0 2,800
ADT CORP/THE COM 00101J106 19,552 470,900 SH   DFND 4,2,5 331,100 0 139,800
ADVANCE AUTO PARTS INC COM 00751Y106 14,739 98,462 SH   DFND 2,5 98,462 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 44,323 296,100 SH   DFND 4,2,5 244,660 0 51,440
ADVANCED ENERGY INDUSTRIES INC COM 007973100 2,053 80,000 SH   DFND 2,5 80,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,098 782,800 SH   DFND 4,2,5 600,500 0 182,300
ADVISORY BOARD CO/THE COM 00762W107 371 6,957 SH   DFND 2,5 6,957 0 0
AES CORP/VA COM 00130H105 12,360 961,840 SH   DFND 2,5 961,840 0 0
AES CORP/VA COM 00130H105 57,636 4,485,266 SH   DFND 4,2,5 3,498,710 0 986,556
AETNA INC COM 00817Y108 37,371 350,801 SH   DFND 2,5 350,801 0 0
AETNA INC COM 00817Y108 132,052 1,239,580 SH   DFND 4,2,5 1,016,700 0 222,880
AFFILIATED MANAGERS GROUP INC COM 008252108 1,844 8,587 SH   DFND 2,5 8,587 0 0
AFLAC INC COM 001055102 29,093 454,500 SH   DFND 2,5 454,500 0 0
AFLAC INC COM 001055102 110,306 1,723,260 SH   DFND 4,2,5 1,566,200 0 157,060
AGCO CORP COM 001084102 56 1,180 SH   DFND 2,5 1,180 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 330 7,941 SH   DFND 2,5 7,941 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 6,758 71,664 SH   DFND 2,5 71,664 0 0
AGL RESOURCES INC COM 001204106 26,278 529,259 SH   DFND 4,2,5 314,800 0 214,459
AGNICO EAGLE MINES LTD COM 008474108 2,525 90,863 SH   DFND 2,5 90,863 0 0
AGRIUM INC COM 008916108 5,951 57,100 SH   DFND 2,5 57,100 0 0
AGRIUM INC COM 008916108 15,300 146,800 SH   DFND 4,2,5 93,600 0 53,200
AIR PRODUCTS & CHEMICALS INC COM 009158106 284 1,879 SH   DFND 2,5 1,879 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 6,838 45,200 SH   DFND 4,2,5 29,400 0 15,800
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 22,628 21,000,000 PRN   DFND 2,5 0 0 0
AKORN INC COM 009728106 6,461 136,000 SH   DFND 2,5 136,000 0 0
AKORN INC COM 009728106 126 2,650 SH   DFND 4,2,5 0 0 2,650
ALASKA AIR GROUP INC COM 011659109 12,343 186,500 SH   DFND 2,5 186,500 0 0
ALASKA AIR GROUP INC COM 011659109 54,385 821,780 SH   DFND 4,2,5 567,480 0 254,300
ALCOA INC COM 013817101 323 25,000 SH   DFND 2,5 25,000 0 0
ALERE INC COM 01449J105 1,839 37,600 SH   DFND 2,5 37,600 0 0
ALERE INC COM 01449J105 16,307 333,480 SH   DFND 4,2,5 233,620 0 99,860
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 631 6,434 SH   DFND 2,5 6,434 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 104,744 604,408 SH   DFND 2,5 602,602 0 1,806
ALEXION PHARMACEUTICALS INC COM 015351109 8,856 51,100 SH   DFND 4,2,5 29,800 0 21,300
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 14,894 178,931 SH   DFND 2,5 126,992 0 51,939
ALIGN TECHNOLOGY INC COM 016255101 12,209 227,000 SH   DFND 2,5 227,000 0 0
ALKERMES PLC SHS G01767105 19,894 326,290 SH   DFND 2,5 326,290 0 0
ALLEGHANY CORP COM 017175100 1,012 2,079 SH   DFND 2,5 2,079 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 56,689 191,356 SH   DFND 2,5 191,356 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,518 8,500 SH   DFND 4,2,5 1,000 0 7,500
ALLIANCE HEALTHCARE SERVICES INC COM PAR $0.01 018606301 38 1,700 SH   DFND 4,2,5 1,700 0 0
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 334 10,000 SH   DFND 2,5 10,000 0 0
ALLIANT ENERGY CORP COM 018802108 991 15,726 SH   DFND 2,5 15,726 0 0
ALLIANT ENERGY CORP COM 018802108 756 12,000 SH   DFND 4,2,5 12,000 0 0
ALLIED MOTION TECHNOLOGIES INC COM 019330109 13 400 SH   DFND 4,2,5 0 0 400
ALLSTATE CORP/THE COM 020002101 448 6,300 SH   DFND 2,5 6,300 0 0
ALLSTATE CORP/THE COM 020002101 18,259 256,550 SH   DFND 4,2,5 244,350 0 12,200
ALMOST FAMILY INC COM 020409108 41 910 SH   DFND 4,2,5 910 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 7,139 68,367 SH   DFND 2,5 68,367 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 60 6,700 SH   DFND 4,2,5 6,700 0 0
ALTERA CORP COM 021441100 5,364 125,000 SH   DFND 2,5 125,000 0 0
ALTRIA GROUP INC COM 02209S103 2,422 48,429 SH   DFND 2,5 48,429 0 0
ALTRIA GROUP INC COM 02209S103 40,506 809,800 SH   DFND 4,2,5 369,800 0 440,000
AMAG PHARMACEUTICALS INC COM 00163U106 2,482 45,400 SH   DFND 4,2,5 23,600 0 21,800
AMAZON.COM INC COM 023135106 33,426 89,831 SH   DFND 2,5 89,831 0 0
AMAZON.COM INC COM 023135106 36,391 97,800 SH   DFND 4,2,5 89,900 0 7,900
AMBER ROAD INC COM 02318Y108 2,313 250,000 SH   DFND 2,5 250,000 0 0
AMBEV SA SPONSORED ADR 02319V103 2,247 390,104 SH   DFND 2,5 54,117 0 335,987
AMBEV SA SPONSORED ADR 02319V103 6 965 SH   DFND 4,2,5 965 0 0
AMDOCS LTD SHS G02602103 5,009 92,070 SH   DFND 2,5 92,070 0 0
AMDOCS LTD SHS G02602103 36,112 663,830 SH   DFND 4,2,5 366,200 0 297,630
AMEREN CORP COM 023608102 14,346 339,953 SH   DFND 2,5 339,953 0 0
AMEREN CORP COM 023608102 54,032 1,280,382 SH   DFND 4,2,5 1,117,902 0 162,480
AMERICAN AIRLINES GROUP INC COM 02376R102 528 10,000 SH   DFND 2,5 10,000 0 0
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 3,438 133,100 SH   DFND 4,2,5 56,500 0 76,600
AMERICAN CAMPUS COMMUNITIES INC COM 024835100 1,629 38,000 SH   DFND 2,5 38,000 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 313 18,331 SH   DFND 2,5 18,331 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 580 10,303 SH   DFND 2,5 10,303 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 15,176 269,800 SH   DFND 4,2,5 28,400 0 241,400
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 429 14,726 SH   DFND 2,5 14,726 0 0
AMERICAN EXPRESS CO COM 025816109 57,556 736,765 SH   DFND 2,5 736,765 0 0
AMERICAN EXPRESS CO COM 025816109 28,701 367,400 SH   DFND 4,2,5 127,900 0 239,500
AMERICAN HOMES 4 RENT CL A 02665T306 180 10,900 SH   DFND 4,2,5 10,900 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 19,565 357,093 SH   DFND 2,5 357,093 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 60,197 1,098,689 SH   DFND 4,2,5 969,879 0 128,810
AMERICAN REALTY INVESTORS INC COM 029174109 5 1,004 SH   DFND 4,2,5 1,004 0 0
AMERICAN TOWER CORP COM 03027X100 42,644 452,935 SH   DFND 2,5 452,935 0 0
AMERICAN TOWER CORP COM 03027X100 16,275 172,859 SH   DFND 4,2,5 152,359 0 20,500
AMERICAN WATER WORKS CO INC COM 030420103 12,232 225,644 SH   DFND 2,5 225,644 0 0
AMERICAN WATER WORKS CO INC COM 030420103 56,997 1,051,402 SH   DFND 4,2,5 629,700 0 421,702
AMERICAN WOODMARK CORP COM 030506109 429 7,830 SH   DFND 4,2,5 6,550 0 1,280
AMERIPRISE FINANCIAL INC COM 03076C106 6,921 52,900 SH   DFND 4,2,5 0 0 52,900
AMERISOURCEBERGEN CORP COM 03073E105 16,313 143,513 SH   DFND 2,5 143,513 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,273 11,200 SH   DFND 4,2,5 0 0 11,200
AMGEN INC COM 031162100 216,693 1,355,601 SH   DFND 2,5 1,355,601 0 0
AMGEN INC COM 031162100 212,137 1,327,100 SH   DFND 4,2,5 857,100 0 470,000
AMKOR TECHNOLOGY INC COM 031652100 2,902 328,500 SH   DFND 4,2,5 112,700 0 215,800
AMPCO-PITTSBURGH CORP COM 032037103 17 1,000 SH   DFND 4,2,5 0 0 1,000
AMPHENOL CORP CL A 032095101 2,075 35,207 SH   DFND 2,5 35,207 0 0
AMPHENOL CORP CL A 032095101 5,033 85,400 SH   DFND 4,2,5 4,400 0 81,000
AMTRUST FINANCIAL SERVICES INC COM 032359309 1,191 20,900 SH   DFND 2,5 20,900 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 7,767 136,300 SH   DFND 4,2,5 81,300 0 55,000
ANADARKO PETROLEUM CORP COM 032511107 7,859 94,905 SH   DFND 2,5 94,905 0 0
ANADARKO PETROLEUM CORP COM 032511107 18,268 220,600 SH   DFND 4,2,5 196,100 0 24,500
ANALOG DEVICES INC COM 032654105 2,129 33,800 SH   DFND 4,2,5 4,000 0 29,800
ANGIODYNAMICS INC COM 03475V101 778 43,747 SH   DFND 4,2,5 15,797 0 27,950
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,243 240,140 SH   DFND 2,5 240,140 0 0
ANIKA THERAPEUTICS INC COM 035255108 902 21,900 SH   DFND 4,2,5 8,600 0 13,300
ANN INC COM 035623107 332 8,100 SH   DFND 4,2,5 8,100 0 0
ANSYS INC COM 03662Q105 239 2,711 SH   DFND 2,5 2,711 0 0
ANTERO RESOURCES CORP COM 03674X106 30 840 SH   DFND 2,5 840 0 0
ANTHEM INC COM 036752103 10,110 65,476 SH   DFND 2,5 65,476 0 0
ANTHEM INC COM 036752103 30,141 195,200 SH   DFND 4,2,5 59,500 0 135,700
ANTHEM INC NOTE 2.750%10/1 94973VBG1 38,008 18,400,000 PRN   DFND 2,5 0 0 0
AOL INC COM 00184X105 8,092 204,300 SH   DFND 4,2,5 54,500 0 149,800
AON PLC SHS CL A G0408V102 13,329 138,666 SH   DFND 2,5 138,666 0 0
AON PLC SHS CL A G0408V102 47,235 491,420 SH   DFND 4,2,5 451,740 0 39,680
APACHE CORP COM 037411105 1,327 21,989 SH   DFND 2,5 21,989 0 0
APACHE CORP COM 037411105 5,834 96,700 SH   DFND 4,2,5 81,920 0 14,780
APPLE INC COM 037833100 244,190 1,962,471 SH   DFND 2,5 1,956,706 0 5,765
APPLE INC COM 037833100 488,714 3,927,620 SH   DFND 4,2,5 2,787,620 0 1,140,000
APPLIED MATERIALS INC COM 038222105 5,834 258,580 SH   DFND 2,5 258,580 0 0
APPLIED MATERIALS INC COM 038222105 1,938 85,900 SH   DFND 4,2,5 6,400 0 79,500
ARAMARK COM 03852U106 1,071 33,850 SH   DFND 4,2,5 11,100 0 22,750
ARCH CAPITAL GROUP LTD ORD G0450A105 835 13,556 SH   DFND 2,5 13,556 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 191 3,100 SH   DFND 4,2,5 3,100 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 474 10,000 SH   DFND 2,5 10,000 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 13,362 281,900 SH   DFND 4,2,5 96,100 0 185,800
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,064 2,000,000 PRN   DFND 2,5 0 0 0
ARISTA NETWORKS INC COM 040413106 2,398 34,000 SH   DFND 2,5 34,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 6,777 919,547 SH   DFND 2,5 919,547 0 0
ARRIS GROUP INC COM 04270V106 2,237 77,410 SH   DFND 4,2,5 37,940 0 39,470
ARROW ELECTRONICS INC COM 042735100 7,467 122,115 SH   DFND 4,2,5 57,280 0 64,835
ARTHUR J GALLAGHER & CO COM 363576109 500 10,700 SH   DFND 4,2,5 10,700 0 0
ARUBA NETWORKS INC COM 043176106 1,861 76,000 SH   DFND 2,5 76,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 740 8,900 SH   DFND 4,2,5 8,900 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 1,305 77,800 SH   DFND 4,2,5 47,900 0 29,900
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 1,748 181,700 SH   DFND 4,2,5 82,000 0 99,700
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 804 17,030 SH   DFND 4,2,5 9,940 0 7,090
ASPEN TECHNOLOGY INC COM 045327103 294 7,648 SH   DFND 2,5 7,648 0 0
ASSURANT INC COM 04621X108 14,776 240,620 SH   DFND 4,2,5 180,020 0 60,600
ASSURED GUARANTY LTD COM G0585R106 867 32,840 SH   DFND 2,5 32,840 0 0
ASSURED GUARANTY LTD COM G0585R106 12,328 467,160 SH   DFND 4,2,5 274,810 0 192,350
ASTORIA FINANCIAL CORP COM 046265104 2,568 198,300 SH   DFND 4,2,5 95,100 0 103,200
AT&T INC COM 00206R102 7,951 243,508 SH   DFND 2,5 243,508 0 0
AT&T INC COM 00206R102 106,952 3,275,700 SH   DFND 4,2,5 1,450,500 0 1,825,200
ATMOS ENERGY CORP COM 049560105 2,223 40,200 SH   DFND 2,5 40,200 0 0
ATMOS ENERGY CORP COM 049560105 27,615 499,360 SH   DFND 4,2,5 170,030 0 329,330
AURICO GOLD INC COM 05155C105 219 79,000 SH   DFND 4,2,5 2,800 0 76,200
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 1,161 13,559 SH   DFND 2,5 13,559 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 18,156 212,000 SH   DFND 4,2,5 68,000 0 144,000
AUTONATION INC COM 05329W102 10,878 169,100 SH   DFND 4,2,5 156,400 0 12,700
AUTOZONE INC COM 053332102 13,507 19,800 SH   DFND 4,2,5 1,300 0 18,500
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,467 35,175 SH   DFND 2,5 35,175 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 11,060 87,100 SH   DFND 4,2,5 41,600 0 45,500
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 6,185 152,651 SH   DFND 2,5 152,651 0 0
AVALONBAY COMMUNITIES INC COM 053484101 17,220 98,824 SH   DFND 2,5 98,824 0 0
AVALONBAY COMMUNITIES INC COM 053484101 10,973 62,974 SH   DFND 4,2,5 51,874 0 11,100
AVERY DENNISON CORP COM 053611109 11,372 214,927 SH   DFND 4,2,5 197,927 0 17,000
AVID TECHNOLOGY INC COM 05367P100 946 63,500 SH   DFND 4,2,5 22,900 0 40,600
AVIS BUDGET GROUP INC COM 053774105 2,662 45,100 SH   DFND 4,2,5 22,750 0 22,350
AVISTA CORP COM 05379B107 1,094 32,000 SH   DFND 4,2,5 32,000 0 0
AVNET INC COM 053807103 10,782 242,300 SH   DFND 4,2,5 84,300 0 158,000
AVON PRODUCTS INC COM 054303102 818 102,350 SH   DFND 4,2,5 16,200 0 86,150
AZZ INC COM 002474104 936 20,100 SH   DFND 4,2,5 0 0 20,100
BABCOCK & WILCOX CO/THE COM 05615F102 7,907 246,400 SH   DFND 4,2,5 0 0 246,400
BAIDU INC - SPON ADR SPON ADR REP A 056752108 51,307 246,193 SH   DFND 2,5 165,880 0 80,313
BAKER HUGHES INC COM 057224107 629 9,900 SH   DFND 2,5 9,900 0 0
BAKER HUGHES INC COM 057224107 8,869 139,500 SH   DFND 4,2,5 55,300 0 84,200
BALL CORP COM 058498106 5,185 73,400 SH   DFND 4,2,5 4,200 0 69,200
BANC OF CALIFORNIA INC COM 05990K106 295 24,000 SH   DFND 4,2,5 24,000 0 0
BANCFIRST CORP COM 05945F103 126 2,074 SH   DFND 4,2,5 684 0 1,390
BANCO BRADESCO SA SP ADR PFD NEW 059460303 2,373 255,716 SH   DFND 2,5 255,716 0 0
BANCO DE CHILE SPONSORED ADR 059520106 349 5,200 SH   DFND 4,2,5 5,200 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 13,322 614,499 SH   DFND 2,5 349,032 0 265,467
BANCOLOMBIA SA SPON ADR PREF 05968L102 73 1,865 SH   DFND 2,5 1,865 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 43 1,100 SH   DFND 4,2,5 1,100 0 0
BANK OF AMERICA CORP COM 060505104 8,969 582,803 SH   DFND 2,5 582,803 0 0
BANK OF AMERICA CORP COM 060505104 45,898 2,982,300 SH   DFND 4,2,5 2,729,700 0 252,600
BANK OF HAWAII CORP COM 062540109 624 10,200 SH   DFND 4,2,5 10,200 0 0
BANK OF MONTREAL COM 063671101 10,029 167,342 SH   DFND 2,5 142,394 0 24,948
BANK OF MONTREAL COM 063671101 40,716 679,400 SH   DFND 4,2,5 261,000 0 418,400
BANK OF NEW YORK MELLON CORP/THE COM 064058100 449 11,157 SH   DFND 2,5 11,157 0 0
BANK OF NEW YORK MELLON CORP/THE COM 064058100 14,422 358,400 SH   DFND 4,2,5 129,200 0 229,200
BANK OF NOVA SCOTIA/THE COM 064149107 12,163 242,438 SH   DFND 2,5 206,600 0 35,838
BANK OF NOVA SCOTIA/THE COM 064149107 49,064 977,950 SH   DFND 4,2,5 385,550 0 592,400
BANK OF THE OZARKS INC COM 063904106 1,942 52,585 SH   DFND 2,5 52,585 0 0
BAR HARBOR BANKSHARES COM 066849100 42 1,300 SH   DFND 4,2,5 1,300 0 0
BARNES & NOBLE INC COM 067774109 2,280 96,000 SH   DFND 4,2,5 43,400 0 52,600
BARRICK GOLD CORP COM 067901108 4,004 366,134 SH   DFND 2,5 360,360 0 5,774
BARRICK GOLD CORP COM 067901108 112 10,200 SH   DFND 4,2,5 3,000 0 7,200
BASSETT FURNITURE INDUSTRIES INC COM 070203104 254 8,900 SH   DFND 4,2,5 0 0 8,900
BAXTER INTERNATIONAL INC COM 071813109 38,319 559,405 SH   DFND 2,5 559,405 0 0
BAXTER INTERNATIONAL INC COM 071813109 147,412 2,152,000 SH   DFND 4,2,5 1,497,300 0 654,700
BB&T CORP COM 054937107 66 1,700 SH   DFND 2,5 1,700 0 0
BB&T CORP COM 054937107 9,549 244,900 SH   DFND 4,2,5 34,400 0 210,500
BCE INC COM NEW 05534B760 657 15,527 SH   DFND 2,5 15,527 0 0
BCE INC COM NEW 05534B760 7,532 177,900 SH   DFND 4,2,5 9,900 0 168,000
BECTON DICKINSON AND CO COM 075887109 12,424 86,521 SH   DFND 2,5 86,521 0 0
BECTON DICKINSON AND CO COM 075887109 15,419 107,385 SH   DFND 4,2,5 37,200 0 70,185
BED BATH & BEYOND INC COM 075896100 17,906 233,230 SH   DFND 2,5 233,230 0 0
BED BATH & BEYOND INC COM 075896100 81,613 1,063,020 SH   DFND 4,2,5 808,320 0 254,700
BEL FUSE INC CL B 077347300 118 6,193 SH   DFND 4,2,5 6,193 0 0
BELLATRIX EXPLORATION LTD COM 078314101 51 21,000 SH   DFND 4,2,5 0 0 21,000
BENEFITFOCUS INC COM 08180D106 5,464 148,532 SH   DFND 2,5 148,532 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 19,429 134,622 SH   DFND 2,5 134,622 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 126,828 878,800 SH   DFND 4,2,5 536,500 0 342,300
BERKSHIRE HILLS BANCORP INC COM 084680107 1,540 55,600 SH   DFND 4,2,5 27,000 0 28,600
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BIO-REFERENCE LABORATORIES INC COM $.01 NEW 09057G602 1,064 30,200 SH   DFND 4,2,5 22,500 0 7,700
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BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 2,518 87,000 SH   DFND 4,2,5 0 0 87,000
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CF INDUSTRIES HOLDINGS INC COM 125269100 91,916 324,012 SH   DFND 4,2,5 232,010 0 92,002
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CHENIERE ENERGY INC COM NEW 16411R208 4,932 63,720 SH   DFND 2,5 63,720 0 0
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COHU INC COM 192576106 85 7,800 SH   DFND 4,2,5 7,800 0 0
COLGATE-PALMOLIVE CO COM 194162103 20,294 292,672 SH   DFND 2,5 275,114 0 17,558
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COMMUNITY HEALTH SYSTEMS INC RIGHT 01/27/2016 203668116 7 337,975 SH   DFND 2,5 337,975 0 0
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CONTINENTAL RESOURCES INC/OK COM 212015101 26 600 SH   DFND 4,2,5 0 0 600
CONVERGYS CORP COM 212485106 5,473 239,300 SH   DFND 4,2,5 101,800 0 137,500
COOPER-STANDARD HOLDING INC COM 21676P103 1,740 29,400 SH   DFND 4,2,5 14,700 0 14,700
COPA HOLDINGS SA CL A P31076105 5,877 58,206 SH   DFND 2,5 749 0 57,457
CORENERGY INFRASTRUCTURE TRUST INC COM 21870U205 231 33,352 SH   DFND 4,2,5 19,652 0 13,700
CORNERSTONE ONDEMAND INC COM 21925Y103 441 15,274 SH   DFND 2,5 15,274 0 0
CORNING INC COM 219350105 13,415 591,500 SH   DFND 4,2,5 185,100 0 406,400
CORPBANCA SA SPONSORED ADR 21987A209 267 16,694 SH   DFND 2,5 16,694 0 0
CORPBANCA SA SPONSORED ADR 21987A209 305 19,094 SH   DFND 4,2,5 19,094 0 0
COSTAR GROUP INC COM 22160N109 10,882 55,009 SH   DFND 2,5 55,009 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,658 24,146 SH   DFND 2,5 24,146 0 0
COSTCO WHOLESALE CORP COM 22160K105 25,769 170,100 SH   DFND 4,2,5 66,100 0 104,000
COVENANT TRANSPORTATION GROUP INC CL A 22284P105 879 26,500 SH   DFND 4,2,5 13,830 0 12,670
CR BARD INC COM 067383109 2,832 16,925 SH   DFND 2,5 16,925 0 0
CR BARD INC COM 067383109 3,581 21,400 SH   DFND 4,2,5 1,300 0 20,100
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 426 2,800 SH   DFND 2,5 2,800 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 21,194 139,307 SH   DFND 4,2,5 42,900 0 96,407
CRANE CO COM 224399105 81 1,300 SH   DFND 4,2,5 1,300 0 0
CRAWFORD & CO CL B 224633107 472 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 14,575 103,643 SH   DFND 2,5 49,349 0 54,294
CREDICORP LTD COM G2519Y108 309 2,200 SH   DFND 4,2,5 2,200 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 921 41,289 SH   DFND 2,5 41,289 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 1,623 72,800 SH   DFND 4,2,5 62,000 0 10,800
CRITEO SA SPONS ADS 226718104 8,767 221,947 SH   DFND 2,5 221,947 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 2,567 31,100 SH   DFND 2,5 31,100 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 12,901 156,300 SH   DFND 4,2,5 130,900 0 25,400
CSG SYSTEMS INTERNATIONAL INC COM 126349109 3,495 115,000 SH   DFND 4,2,5 40,000 0 75,000
CSX CORP COM 126408103 244 7,357 SH   DFND 2,5 7,357 0 0
CSX CORP COM 126408103 25,108 758,100 SH   DFND 4,2,5 505,800 0 252,300
CUBESMART COM 229663109 2,374 98,287 SH   DFND 2,5 98,287 0 0
CULLEN/FROST BANKERS INC COM 229899109 237 3,436 SH   DFND 2,5 3,436 0 0
CUMMINS INC COM 231021106 10,440 75,300 SH   DFND 4,2,5 3,800 0 71,500
CVS HEALTH CORP COM 126650100 18,512 179,360 SH   DFND 2,5 179,360 0 0
CVS HEALTH CORP COM 126650100 72,595 703,370 SH   DFND 4,2,5 249,820 0 453,550
CYS INVESTMENTS INC COM 12673A108 332 37,300 SH   DFND 4,2,5 37,300 0 0
DANA HOLDING CORP COM 235825205 83 3,900 SH   DFND 4,2,5 0 0 3,900
DANAHER CORP COM 235851102 56,765 668,613 SH   DFND 2,5 668,613 0 0
DANAHER CORP COM 235851102 46,958 553,100 SH   DFND 4,2,5 389,400 0 163,700
DARDEN RESTAURANTS INC COM 237194105 957 13,800 SH   DFND 4,2,5 13,800 0 0
DATALINK CORP COM 237934104 173 14,400 SH   DFND 4,2,5 5,900 0 8,500
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,813 83,827 SH   DFND 2,5 83,827 0 0
DEAN FOODS CO COM NEW 242370203 3,608 218,300 SH   DFND 4,2,5 95,800 0 122,500
DECKERS OUTDOOR CORP COM 243537107 5,983 82,100 SH   DFND 4,2,5 32,400 0 49,700
DEERE & CO COM 244199105 52 590 SH   DFND 2,5 590 0 0
DEERE & CO COM 244199105 15,749 179,600 SH   DFND 4,2,5 42,400 0 137,200
DELPHI AUTOMOTIVE PLC SHS G27823106 2,368 29,697 SH   DFND 2,5 29,697 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 10,916 136,900 SH   DFND 4,2,5 5,200 0 131,700
DELTA AIR LINES INC COM NEW 247361702 60 1,334 SH   DFND 2,5 1,334 0 0
DELTA AIR LINES INC COM NEW 247361702 5,632 125,270 SH   DFND 4,2,5 125,270 0 0
DELTA NATURAL GAS CO INC COM 247748106 238 12,228 SH   DFND 4,2,5 9,778 0 2,450
DELUXE CORP COM 248019101 4,441 64,100 SH   DFND 2,5 64,100 0 0
DELUXE CORP COM 248019101 31,306 451,875 SH   DFND 4,2,5 224,825 0 227,050
DEMAND MEDIA INC COM NEW 24802N208 265 46,300 SH   DFND 4,2,5 32,500 0 13,800
DENBURY RESOURCES INC COM NEW 247916208 667 91,500 SH   DFND 4,2,5 53,870 0 37,630
DENTSPLY INTERNATIONAL INC COM 249030107 625 12,291 SH   DFND 2,5 12,291 0 0
DEPOMED INC COM 249908104 1,642 73,278 SH   DFND 4,2,5 32,408 0 40,870
DEUTSCHE BANK AG NAMEN AKT D18190898 55,268 1,588,761 SH   DFND 2,5 1,584,241 0 4,520
DEUTSCHE BANK AG NAMEN AKT D18190898 12,495 359,200 SH   DFND 4,2,5 120,800 0 238,400
DEVON ENERGY CORP COM 25179M103 4,906 81,339 SH   DFND 2,5 81,339 0 0
DEVON ENERGY CORP COM 25179M103 28,575 473,810 SH   DFND 4,2,5 273,110 0 200,700
DEVRY EDUCATION GROUP INC COM 251893103 937 28,100 SH   DFND 4,2,5 28,100 0 0
DEXCOM INC COM 252131107 18,028 289,182 SH   DFND 2,5 289,182 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,457 58,000 SH   DFND 2,5 58,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 153 10,830 SH   DFND 2,5 10,830 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,617 185,220 SH   DFND 4,2,5 115,520 0 69,700
DICK'S SPORTING GOODS INC COM 253393102 182 3,200 SH   DFND 4,2,5 3,200 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 489 30,355 SH   DFND 4,2,5 22,655 0 7,700
DIRECTV COM 25490A309 285 3,348 SH   DFND 2,5 3,348 0 0
DIRECTV COM 25490A309 13,225 155,400 SH   DFND 4,2,5 63,900 0 91,500
DISCOVER FINANCIAL SERVICES COM 254709108 28,295 502,132 SH   DFND 2,5 502,132 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 124,748 2,213,800 SH   DFND 4,2,5 1,543,600 0 670,200
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 926 30,100 SH   DFND 4,2,5 0 0 30,100
DISH NETWORK CORP CL A 25470M109 4,104 58,574 SH   DFND 4,2,5 3,000 0 55,574
DOLLAR GENERAL CORP COM 256677105 2,985 39,600 SH   DFND 4,2,5 2,700 0 36,900
DOLLAR TREE INC COM 256746108 3,447 42,476 SH   DFND 4,2,5 3,100 0 39,376
DOMINION DIAMOND CORP COM 257287102 436 25,500 SH   DFND 2,5 25,500 0 0
DOMINION DIAMOND CORP COM 257287102 1,727 101,100 SH   DFND 4,2,5 55,900 0 45,200
DOMINION RESOURCES INC/VA COM 25746U109 1,183 16,688 SH   DFND 2,5 16,688 0 0
DOMINION RESOURCES INC/VA COM 25746U109 18,582 262,200 SH   DFND 4,2,5 104,100 0 158,100
DOMTAR CORP COM NEW 257559203 2,073 44,850 SH   DFND 4,2,5 30,500 0 14,350
DOUGLAS EMMETT INC COM 25960P109 997 33,431 SH   DFND 2,5 33,431 0 0
DOVER CORP COM 260003108 2,647 38,300 SH   DFND 4,2,5 0 0 38,300
DOW CHEMICAL CO/THE COM 260543103 3,133 65,295 SH   DFND 2,5 58,374 0 6,921
DOW CHEMICAL CO/THE COM 260543103 14,811 308,700 SH   DFND 4,2,5 165,400 0 143,300
DR PEPPER SNAPPLE GROUP INC COM 26138E109 19,142 243,910 SH   DFND 2,5 243,910 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 103,351 1,316,910 SH   DFND 4,2,5 862,790 0 454,120
DRIL-QUIP INC COM 262037104 1,704 24,911 SH   DFND 2,5 24,911 0 0
DST SYSTEMS INC COM 233326107 1,598 14,436 SH   DFND 4,2,5 0 0 14,436
DTE ENERGY CO COM 233331107 1,028 12,743 SH   DFND 2,5 12,743 0 0
DTE ENERGY CO COM 233331107 8,679 107,564 SH   DFND 4,2,5 18,800 0 88,764
DUKE ENERGY CORP COM NEW 26441C204 7,001 91,180 SH   DFND 2,5 91,180 0 0
DUKE ENERGY CORP COM NEW 26441C204 23,763 309,500 SH   DFND 4,2,5 98,700 0 210,800
DUN & BRADSTREET CORP/THE COM 26483E100 13,147 102,420 SH   DFND 4,2,5 87,420 0 15,000
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 957 29,290 SH   DFND 4,2,5 16,590 0 12,700
DYAX CORP COM 26746E103 9,614 573,783 SH   DFND 2,5 573,783 0 0
EAGLE BULK SHIPPING INC SHS NEW 2014 Y2187A127 111 15,026 SH   DFND 4,2,5 10,850 0 4,176
EARTHLINK HOLDINGS CORP COM 27033X101 359 80,900 SH   DFND 4,2,5 80,900 0 0
EAST WEST BANCORP INC COM 27579R104 338 8,364 SH   DFND 2,5 8,364 0 0
EASTMAN CHEMICAL CO COM 277432100 8,940 129,080 SH   DFND 4,2,5 780 0 128,300
EATON CORP PLC SHS G29183103 181 2,671 SH   DFND 2,5 2,671 0 0
EATON CORP PLC SHS G29183103 13,540 199,300 SH   DFND 4,2,5 86,500 0 112,800
EBAY INC COM 278642103 9,933 172,213 SH   DFND 2,5 172,213 0 0
EBAY INC COM 278642103 10,273 178,100 SH   DFND 4,2,5 171,200 0 6,900
EBIX INC COM NEW 278715206 829 27,300 SH   DFND 4,2,5 17,900 0 9,400
ECHOSTAR CORP CL A 278768106 2,658 51,400 SH   DFND 2,5 51,400 0 0
ECHOSTAR CORP CL A 278768106 13,927 269,280 SH   DFND 4,2,5 188,490 0 80,790
ECOLAB INC COM 278865100 66,082 577,745 SH   DFND 2,5 572,745 0 5,000
ECOLAB INC COM 278865100 11,815 103,300 SH   DFND 4,2,5 34,400 0 68,900
ECOPETROL SA SPONSORED ADS 279158109 114 7,500 SH   DFND 2,5 7,500 0 0
ECOPETROL SA SPONSORED ADS 279158109 345 22,700 SH   DFND 4,2,5 22,700 0 0
EDISON INTERNATIONAL COM 281020107 525 8,405 SH   DFND 2,5 8,405 0 0
EDISON INTERNATIONAL COM 281020107 7,065 113,100 SH   DFND 4,2,5 9,600 0 103,500
EDWARDS LIFESCIENCES CORP COM 28176E108 12,053 84,607 SH   DFND 2,5 84,607 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,878 20,200 SH   DFND 4,2,5 1,700 0 18,500
EI DU PONT DE NEMOURS & CO COM 263534109 7,766 108,664 SH   DFND 2,5 108,664 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 23,213 324,800 SH   DFND 4,2,5 137,100 0 187,700
ELDORADO GOLD CORP COM 284902103 500 109,074 SH   DFND 2,5 109,074 0 0
ELECTRONIC ARTS INC COM 285512109 11,639 197,900 SH   DFND 4,2,5 195,300 0 2,600
ELI LILLY & CO COM 532457108 918 12,641 SH   DFND 2,5 12,641 0 0
ELI LILLY & CO COM 532457108 50,442 694,310 SH   DFND 4,2,5 187,060 0 507,250
EMC CORP/MA COM 268648102 455 17,816 SH   DFND 2,5 17,816 0 0
EMC CORP/MA COM 268648102 15,617 611,000 SH   DFND 4,2,5 285,000 0 326,000
EMERGENT BIOSOLUTIONS INC COM 29089Q105 5,263 183,000 SH   DFND 4,2,5 32,100 0 150,900
EMERSON ELECTRIC CO COM 291011104 437 7,717 SH   DFND 2,5 7,717 0 0
EMERSON ELECTRIC CO COM 291011104 20,344 359,300 SH   DFND 4,2,5 125,300 0 234,000
EMPIRE STATE REALTY TRUST INC CL A 292104106 248 13,175 SH   DFND 2,5 13,175 0 0
EMPIRE STATE REALTY TRUST INC CL A 292104106 267 14,200 SH   DFND 4,2,5 14,200 0 0
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 41 900 SH   DFND 4,2,5 900 0 0
EMULEX CORP COM NEW 292475209 546 68,500 SH   DFND 4,2,5 68,500 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 929 30,350 SH   DFND 4,2,5 19,000 0 11,350
ENBRIDGE INC COM 29250N105 3,651 75,738 SH   DFND 2,5 75,738 0 0
ENBRIDGE INC COM 29250N105 8,595 178,300 SH   DFND 4,2,5 120,100 0 58,200
ENCANA CORP COM 292505104 574 51,442 SH   DFND 2,5 51,442 0 0
ENCANA CORP COM 292505104 712 63,810 SH   DFND 4,2,5 49,510 0 14,300
ENCORE CAPITAL GROUP INC COM 292554102 923 22,200 SH   DFND 4,2,5 12,800 0 9,400
ENDO INTERNATIONAL PLC SHS G30401106 21,088 235,098 SH   DFND 2,5 235,098 0 0
ENDOLOGIX INC COM 29266S106 6,283 368,070 SH   DFND 2,5 368,070 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 110 1,800 SH   DFND 4,2,5 0 0 1,800
ENERGIZER HOLDINGS INC COM 29266R108 337 2,441 SH   DFND 2,5 2,441 0 0
ENERGIZER HOLDINGS INC COM 29266R108 1,201 8,700 SH   DFND 4,2,5 0 0 8,700
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,732 22,320 SH   DFND 1,2,5,3 22,320 0 0
ENERGY TRANSFER EQUITY LP COM UT LTD PTN 29273V100 539 8,500 SH   DFND 2,5 8,500 0 0
ENERGY XXI LTD USD UNRS SHS G10082140 448 123,100 SH   DFND 4,2,5 95,600 0 27,500
ENERSIS SA SPONSORED ADR 29274F104 902 55,500 SH   DFND 2,5 55,500 0 0
ENERSIS SA SPONSORED ADR 29274F104 1,667 102,500 SH   DFND 4,2,5 102,500 0 0
ENSCO PLC SHS CLASS A G3157S106 211 10,000 SH   DFND 4,2,5 10,000 0 0
ENSIGN GROUP INC/THE COM 29358P101 1,598 34,100 SH   DFND 4,2,5 11,600 0 22,500
ENSTAR GROUP LTD SHS G3075P101 827 5,830 SH   DFND 4,2,5 5,740 0 90
ENTERGY CORP COM 29364G103 17,391 224,432 SH   DFND 2,5 224,432 0 0
ENTERGY CORP COM 29364G103 87,584 1,130,260 SH   DFND 4,2,5 825,620 0 304,640
EOG RESOURCES INC COM 26875P101 49,563 540,552 SH   DFND 2,5 535,743 0 4,809
EOG RESOURCES INC COM 26875P101 28,992 316,200 SH   DFND 4,2,5 205,800 0 110,400
EPAM SYSTEMS INC COM 29414B104 490 8,000 SH   DFND 2,5 8,000 0 0
EPLUS INC COM 294268107 78 900 SH   DFND 4,2,5 0 0 900
EPR PROPERTIES COM SH BEN INT 26884U109 1,291 21,500 SH   DFND 4,2,5 10,400 0 11,100
EQT CORP COM 26884L109 6,327 76,346 SH   DFND 2,5 76,346 0 0
EQT CORP COM 26884L109 6,124 73,900 SH   DFND 4,2,5 66,900 0 7,000
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 3,495 45,000 SH   DFND 2,5 45,000 0 0
EQUIFAX INC COM 294429105 3,246 34,900 SH   DFND 4,2,5 3,500 0 31,400
EQUITY COMMONWEALTH COM SH BEN INT 294628102 4,259 160,400 SH   DFND 2,5 160,400 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 16,159 608,635 SH   DFND 4,2,5 507,300 0 101,335
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,848 49,418 SH   DFND 2,5 49,418 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,259 131,760 SH   DFND 4,2,5 116,760 0 15,000
ESPERION THERAPEUTICS INC COM 29664W105 7,231 78,091 SH   DFND 2,5 78,091 0 0
ESSA BANCORP INC COM 29667D104 468 36,536 SH   DFND 4,2,5 25,369 0 11,167
ESSEX PROPERTY TRUST INC COM 297178105 395 1,718 SH   DFND 2,5 1,718 0 0
ESSEX PROPERTY TRUST INC COM 297178105 1,494 6,500 SH   DFND 4,2,5 0 0 6,500
ESTEE LAUDER COS INC/THE CL A 518439104 10,258 123,358 SH   DFND 2,5 123,358 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 3,501 42,100 SH   DFND 4,2,5 4,700 0 37,400
ETHAN ALLEN INTERIORS INC COM 297602104 1,111 40,200 SH   DFND 4,2,5 14,100 0 26,100
EVERBANK FINANCIAL CORP COM 29977G102 415 23,000 SH   DFND 2,5 23,000 0 0
EVEREST RE GROUP LTD COM G3223R108 49 280 SH   DFND 2,5 280 0 0
EVEREST RE GROUP LTD COM G3223R108 9,391 53,969 SH   DFND 4,2,5 25,730 0 28,239
EXACTECH INC COM 30064E109 729 28,462 SH   DFND 4,2,5 12,862 0 15,600
EXELIXIS INC COM 30161Q104 893 347,617 SH   DFND 2,5 347,617 0 0
EXELON CORP COM 30161N101 363 10,800 SH   DFND 2,5 10,800 0 0
EXELON CORP COM 30161N101 37,247 1,108,200 SH   DFND 4,2,5 868,000 0 240,200
EXPEDIA INC COM NEW 30212P303 14,494 153,980 SH   DFND 2,5 153,980 0 0
EXPEDIA INC COM NEW 30212P303 68,769 730,580 SH   DFND 4,2,5 551,130 0 179,450
EXPRESS SCRIPTS HOLDING CO COM 30219G108 26,186 301,788 SH   DFND 2,5 295,201 0 6,587
EXPRESS SCRIPTS HOLDING CO COM 30219G108 8,842 101,900 SH   DFND 4,2,5 97,100 0 4,800
EXTERRAN PARTNERS LP COM UNITS 30225N105 1,994 80,000 SH   DFND 2,5 80,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 8,096 119,823 SH   DFND 2,5 119,823 0 0
EXXON MOBIL CORP COM 30231G102 43,523 512,035 SH   DFND 2,5 512,035 0 0
EXXON MOBIL CORP COM 30231G102 203,686 2,396,300 SH   DFND 4,2,5 1,558,900 0 837,400
EZCORP INC CL A NON VTG 302301106 750 82,171 SH   DFND 4,2,5 42,370 0 39,801
F5 NETWORKS INC COM 315616102 56,233 489,236 SH   DFND 2,5 489,236 0 0
FACEBOOK INC CL A 30303M102 91,618 1,114,370 SH   DFND 2,5 1,114,370 0 0
FACEBOOK INC CL A 30303M102 49,146 597,780 SH   DFND 4,2,5 543,300 0 54,480
FAIRCHILD SEMICONDUCTOR INTERNATIONAL IN COM 303726103 4,492 247,100 SH   DFND 4,2,5 122,200 0 124,900
FAMILY DOLLAR STORES INC COM 307000109 200 2,530 SH   DFND 2,5 2,530 0 0
FASTENAL CO COM 311900104 2,188 52,800 SH   DFND 4,2,5 5,900 0 46,900
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 1,007 35,734 SH   DFND 4,2,5 23,604 0 12,130
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 1,157 7,862 SH   DFND 2,5 7,862 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 501 3,400 SH   DFND 4,2,5 0 0 3,400
FEDERAL SIGNAL CORP COM 313855108 148 9,400 SH   DFND 4,2,5 0 0 9,400
FEDEX CORP COM 31428X106 18,217 110,103 SH   DFND 2,5 110,103 0 0
FEDEX CORP COM 31428X106 11,118 67,200 SH   DFND 4,2,5 34,000 0 33,200
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 7,653 469,198 SH   DFND 2,5 398,797 0 70,401
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 6,248 91,800 SH   DFND 4,2,5 5,400 0 86,400
FINANCIAL ENGINES INC COM 317485100 890 21,269 SH   DFND 2,5 21,269 0 0
FIREEYE INC COM 31816Q101 5,927 151,000 SH   DFND 2,5 151,000 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 115 3,200 SH   DFND 4,2,5 3,200 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 1,354 63,174 SH   DFND 2,5 63,174 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 1,494 125,670 SH   DFND 4,2,5 55,670 0 70,000
FIRST REPUBLIC BANK/CA COM 33616C100 365 6,400 SH   DFND 2,5 6,400 0 0
FIRSTENERGY CORP COM 337932107 491 14,000 SH   DFND 4,2,5 14,000 0 0
FIRSTSERVICE CORP/CANADA SUB VTG SH 33761N109 39 600 SH   DFND 4,2,5 0 0 600
FISERV INC COM 337738108 3,247 40,900 SH   DFND 2,5 40,900 0 0
FISERV INC COM 337738108 5,209 65,600 SH   DFND 4,2,5 6,600 0 59,000
FIVE STAR QUALITY CARE INC COM 33832D106 9 2,100 SH   DFND 4,2,5 2,100 0 0
FLEXSTEEL INDUSTRIES INC COM 339382103 510 16,310 SH   DFND 4,2,5 10,929 0 5,381
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 637 50,280 SH   DFND 2,5 50,280 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 7,632 602,155 SH   DFND 4,2,5 329,115 0 273,040
FLUOR CORP COM 343412102 54 950 SH   DFND 2,5 950 0 0
FMC TECHNOLOGIES INC COM 30249U101 2,221 60,000 SH   DFND 2,5 60,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,255 33,900 SH   DFND 4,2,5 0 0 33,900
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 307 3,287 SH   DFND 2,5 3,287 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 12 126 SH   DFND 4,2,5 126 0 0
FOOT LOCKER INC COM 344849104 132 2,100 SH   DFND 2,5 2,100 0 0
FOOT LOCKER INC COM 344849104 16,684 264,825 SH   DFND 4,2,5 120,300 0 144,525
FORD MOTOR CO COM PAR $0.01 345370860 18,932 1,172,979 SH   DFND 2,5 1,172,979 0 0
FORD MOTOR CO COM PAR $0.01 345370860 63,425 3,929,697 SH   DFND 4,2,5 2,140,012 0 1,789,685
FORESTAR GROUP INC COM 346233109 66 4,200 SH   DFND 4,2,5 0 0 4,200
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 3,440 72,449 SH   DFND 2,5 72,449 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 2,156 45,410 SH   DFND 4,2,5 31,080 0 14,330
FRANCO-NEVADA CORP COM 351858105 48 1,000 SH   DFND 4,2,5 0 0 1,000
FRANKLIN RESOURCES INC COM 354613101 18,337 357,300 SH   DFND 2,5 357,300 0 0
FRANKLIN RESOURCES INC COM 354613101 95,743 1,865,600 SH   DFND 4,2,5 1,469,400 0 396,200
FRANKLIN STREET PROPERTIES CORP COM 35471R106 444 34,638 SH   DFND 4,2,5 21,760 0 12,878
FREEPORT-MCMORAN INC CL B 35671D857 470 24,800 SH   DFND 4,2,5 24,800 0 0
FRISCH'S RESTAURANTS INC COM 358748101 38 1,400 SH   DFND 4,2,5 1,400 0 0
FTI CONSULTING INC COM 302941109 708 18,900 SH   DFND 4,2,5 14,300 0 4,600
GAIN CAPITAL HOLDINGS INC COM 36268W100 4 400 SH   DFND 4,2,5 400 0 0
GAMESTOP CORP CL A 36467W109 6,040 159,120 SH   DFND 2,5 159,120 0 0
GAMESTOP CORP CL A 36467W109 36,256 955,100 SH   DFND 4,2,5 744,800 0 210,300
GANNETT CO INC COM 364730101 615 16,589 SH   DFND 2,5 16,589 0 0
GAP INC/THE COM 364760108 13,705 316,300 SH   DFND 2,5 316,300 0 0
GAP INC/THE COM 364760108 74,798 1,726,230 SH   DFND 4,2,5 1,134,030 0 592,200
GARMIN LTD SHS H2906T109 215 4,527 SH   DFND 2,5 4,527 0 0
GARMIN LTD SHS H2906T109 613 12,900 SH   DFND 4,2,5 12,900 0 0
GENERAC HOLDINGS INC COM 368736104 323 6,642 SH   DFND 2,5 6,642 0 0
GENERAL COMMUNICATION INC CL A 369385109 143 9,100 SH   DFND 4,2,5 9,100 0 0
GENERAL DYNAMICS CORP COM 369550108 122 900 SH   DFND 4,2,5 900 0 0
GENERAL ELECTRIC CO COM 369604103 23,888 962,849 SH   DFND 2,5 962,849 0 0
GENERAL ELECTRIC CO COM 369604103 105,400 4,248,300 SH   DFND 4,2,5 3,075,300 0 1,173,000
GENERAL GROWTH PROPERTIES INC COM 370023103 9,140 309,317 SH   DFND 2,5 309,317 0 0
GENERAL GROWTH PROPERTIES INC COM 370023103 1,144 38,700 SH   DFND 4,2,5 0 0 38,700
GENERAL MILLS INC COM 370334104 19,773 349,347 SH   DFND 2,5 349,347 0 0
GENERAL MILLS INC COM 370334104 119,303 2,107,831 SH   DFND 4,2,5 1,585,931 0 521,900
GENERAL MOTORS CO COM 37045V100 308 8,201 SH   DFND 2,5 8,201 0 0
GENERAL MOTORS CO COM 37045V100 6,870 183,200 SH   DFND 4,2,5 172,300 0 10,900
GENESCO INC COM 371532102 1,987 27,900 SH   DFND 4,2,5 13,500 0 14,400
GENESIS HEALTHCARE INC CL A COM 37185X106 53 7,400 SH   DFND 4,2,5 7,400 0 0
GENOCEA BIOSCIENCES INC COM 372427104 6,290 530,377 SH   DFND 2,5 530,377 0 0
GENUINE PARTS CO COM 372460105 5,461 58,600 SH   DFND 4,2,5 12,500 0 46,100
GILEAD SCIENCES INC COM 375558103 235,137 2,396,178 SH   DFND 2,5 2,394,403 0 1,775
GILEAD SCIENCES INC COM 375558103 197,759 2,015,280 SH   DFND 4,2,5 1,464,480 0 550,800
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 73,669 17,100,000 PRN   DFND 2,5 0 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 121 6,500 SH   DFND 4,2,5 0 0 6,500
GLOBAL PAYMENTS INC COM 37940X102 7,576 82,630 SH   DFND 2,5 82,630 0 0
GLOBAL SOURCES LTD ORD G39300101 341 58,202 SH   DFND 4,2,5 44,502 0 13,700
GLOBANT SA COM L44385109 1,053 50,000 SH   DFND 2,5 50,000 0 0
GNC HOLDINGS INC COM CL A 36191G107 594 12,100 SH   DFND 4,2,5 2,800 0 9,300
GOLDCORP INC COM 380956409 7,909 437,048 SH   DFND 2,5 437,048 0 0
GOLDCORP INC COM 380956409 1,412 78,000 SH   DFND 4,2,5 3,500 0 74,500
GOLDMAN SACHS GROUP INC/THE COM 38141G104 18,622 99,068 SH   DFND 2,5 99,068 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 19,041 101,300 SH   DFND 4,2,5 62,300 0 39,000
GOOGLE INC CL A 38259P508 29,528 53,232 SH   DFND 2,5 52,903 0 329
GOOGLE INC CL A 38259P508 101,420 182,838 SH   DFND 4,2,5 147,280 0 35,558
GOOGLE INC CL C 38259P706 119,934 218,858 SH   DFND 2,5 218,858 0 0
GOOGLE INC CL C 38259P706 24,063 43,911 SH   DFND 4,2,5 37,789 0 6,122
GRACO INC COM 384109104 256 3,541 SH   DFND 2,5 3,541 0 0
GRAHAM HOLDINGS CO COM 384637104 1,050 1,000 SH   DFND 4,2,5 0 0 1,000
GRAN TIERRA ENERGY INC COM 38500T101 126 46,100 SH   DFND 4,2,5 46,100 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 68 4,700 SH   DFND 2,5 4,700 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 10,198 701,400 SH   DFND 4,2,5 292,200 0 409,200
GREAT PLAINS ENERGY INC COM 391164100 10,218 382,980 SH   DFND 4,2,5 86,520 0 296,460
GREAT SOUTHERN BANCORP INC COM 390905107 32 800 SH   DFND 4,2,5 800 0 0
GREEN DOT CORP CL A 39304D102 1,277 80,200 SH   DFND 4,2,5 42,000 0 38,200
GREEN PLAINS INC COM 393222104 2,388 83,650 SH   DFND 4,2,5 39,200 0 44,450
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 798 25,100 SH   DFND 4,2,5 14,300 0 10,800
GREIF INC CL A 397624107 3,495 89,000 SH   DFND 4,2,5 58,000 0 31,000
GROUP 1 AUTOMOTIVE INC COM 398905109 3,937 45,600 SH   DFND 4,2,5 15,600 0 30,000
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 33,090 1,002,432 SH   DFND 2,5 592,452 0 409,980
GULFMARK OFFSHORE INC CL A NEW 402629208 235 18,000 SH   DFND 4,2,5 12,600 0 5,400
GULFPORT ENERGY CORP COM NEW 402635304 1,836 40,000 SH   DFND 2,5 40,000 0 0
H&R BLOCK INC COM 093671105 409 12,743 SH   DFND 2,5 12,743 0 0
H&R BLOCK INC COM 093671105 231 7,200 SH   DFND 4,2,5 0 0 7,200
HAIN CELESTIAL GROUP INC/THE COM 405217100 19,279 301,000 SH   DFND 2,5 301,000 0 0
HALLIBURTON CO COM 406216101 2,548 58,061 SH   DFND 2,5 55,444 0 2,617
HALLIBURTON CO COM 406216101 15,911 362,600 SH   DFND 4,2,5 211,000 0 151,600
HANDY & HARMAN LTD COM 410315105 263 6,400 SH   DFND 4,2,5 0 0 6,400
HANESBRANDS INC COM 410345102 17,224 514,000 SH   DFND 2,5 514,000 0 0
HANESBRANDS INC COM 410345102 75,150 2,242,600 SH   DFND 4,2,5 1,475,500 0 767,100
HARLEY-DAVIDSON INC COM 412822108 4,531 74,600 SH   DFND 4,2,5 3,200 0 71,400
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 14,181 106,125 SH   DFND 2,5 106,125 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 18,762 140,400 SH   DFND 4,2,5 107,600 0 32,800
HARRIS CORP COM 413875105 2,213 28,100 SH   DFND 4,2,5 500 0 27,600
HARVARD BIOSCIENCE INC COM 416906105 650 111,768 SH   DFND 4,2,5 86,000 0 25,768
HAWAIIAN HOLDINGS INC COM 419879101 1,777 80,700 SH   DFND 4,2,5 54,300 0 26,400
HCA HOLDINGS INC COM 40412C101 8,629 114,701 SH   DFND 2,5 114,701 0 0
HCA HOLDINGS INC COM 40412C101 5,710 75,900 SH   DFND 4,2,5 5,300 0 70,600
HCI GROUP INC COM 40416E103 193 4,200 SH   DFND 4,2,5 4,200 0 0
HCP INC COM 40414L109 1,913 44,280 SH   DFND 2,5 44,280 0 0
HCP INC COM 40414L109 10,617 245,710 SH   DFND 4,2,5 214,510 0 31,200
HD SUPPLY HOLDINGS INC COM 40416M105 6,605 212,000 SH   DFND 2,5 212,000 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 17,839 302,913 SH   DFND 2,5 44,816 0 258,097
HEALTH CARE REIT INC COM 42217K106 7,745 100,117 SH   DFND 2,5 100,117 0 0
HEALTH CARE REIT INC COM 42217K106 9,873 127,630 SH   DFND 4,2,5 112,730 0 14,900
HEARTWARE INTERNATIONAL INC COM 422368100 5,206 59,311 SH   DFND 2,5 59,311 0 0
HECLA MINING CO COM 422704106 5,745 1,927,825 SH   DFND 2,5 1,927,825 0 0
HELEN OF TROY LTD COM G4388N106 456 5,600 SH   DFND 4,2,5 0 0 5,600
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 1,509 100,900 SH   DFND 4,2,5 53,400 0 47,500
HELMERICH & PAYNE INC COM 423452101 967 14,200 SH   DFND 4,2,5 14,200 0 0
HENRY SCHEIN INC COM 806407102 1,186 8,496 SH   DFND 2,5 8,496 0 0
HENRY SCHEIN INC COM 806407102 4,859 34,800 SH   DFND 4,2,5 2,000 0 32,800
HERMAN MILLER INC COM 600544100 2,207 79,501 SH   DFND 4,2,5 27,121 0 52,380
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 2,037 314,900 SH   DFND 4,2,5 84,900 0 230,000
HERSHEY CO/THE COM 427866108 1,243 12,313 SH   DFND 2,5 12,313 0 0
HERSHEY CO/THE COM 427866108 5,197 51,500 SH   DFND 4,2,5 5,300 0 46,200
HESS CORP COM 42809H107 2,991 44,072 SH   DFND 2,5 44,072 0 0
HESS CORP COM 42809H107 21,826 321,580 SH   DFND 4,2,5 151,160 0 170,420
HEWLETT-PACKARD CO COM 428236103 27,614 886,206 SH   DFND 2,5 875,242 0 10,964
HEWLETT-PACKARD CO COM 428236103 139,980 4,492,300 SH   DFND 4,2,5 3,132,900 0 1,359,400
HEXCEL CORP COM 428291108 53,991 1,050,000 SH   DFND 2,5 1,050,000 0 0
HF FINANCIAL CORP COM 404172108 75 5,100 SH   DFND 4,2,5 5,100 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 7 2,800 SH   DFND 4,2,5 2,800 0 0
HILL INTERNATIONAL INC COM 431466101 31 8,700 SH   DFND 4,2,5 4,200 0 4,500
HILL-ROM HOLDINGS INC COM 431475102 2,092 42,700 SH   DFND 4,2,5 0 0 42,700
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 766 7,735 SH   DFND 4,2,5 6,235 0 1,500
HOLLYFRONTIER CORP COM 436106108 175 4,350 SH   DFND 2,5 4,350 0 0
HOLLYFRONTIER CORP COM 436106108 113 2,800 SH   DFND 4,2,5 2,800 0 0
HOLOGIC INC COM 436440101 9,536 288,766 SH   DFND 2,5 288,766 0 0
HOLOGIC INC COM 436440101 11,103 336,200 SH   DFND 4,2,5 166,200 0 170,000
HOLOGIC INC FRNT 2.000%12/1 436440AB7 5,152 3,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 20,492 180,372 SH   DFND 2,5 180,372 0 0
HOME DEPOT INC COM 437076102 55,703 490,300 SH   DFND 4,2,5 325,500 0 164,800
HOMESTREET INC COM 43785V102 450 24,537 SH   DFND 4,2,5 22,000 0 2,537
HONEYWELL INTERNATIONAL INC COM 438516106 6,238 59,807 SH   DFND 2,5 59,807 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 83,636 801,800 SH   DFND 4,2,5 567,000 0 234,800
HOOKER FURNITURE CORP COM 439038100 112 5,900 SH   DFND 4,2,5 0 0 5,900
HORIZON BANCORP/IN COM 440407104 98 4,202 SH   DFND 4,2,5 3,800 0 402
HORMEL FOODS CORP COM 440452100 817 14,369 SH   DFND 2,5 14,369 0 0
HORMEL FOODS CORP COM 440452100 2,297 40,400 SH   DFND 4,2,5 4,500 0 35,900
HOSPIRA INC COM 441060100 9,853 112,168 SH   DFND 2,5 112,168 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 6,176 187,200 SH   DFND 2,5 187,200 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 21,970 665,950 SH   DFND 4,2,5 544,450 0 121,500
HOST HOTELS & RESORTS INC COM 44107P104 526 26,090 SH   DFND 2,5 26,090 0 0
HUDBAY MINERALS INC COM 443628102 47 5,700 SH   DFND 4,2,5 1,900 0 3,800
HUMANA INC COM 444859102 62 350 SH   DFND 2,5 350 0 0
HUMANA INC COM 444859102 5,839 32,800 SH   DFND 4,2,5 400 0 32,400
HUNTINGTON BANCSHARES INC/OH COM 446150104 691 62,500 SH   DFND 4,2,5 0 0 62,500
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 1,261 9,000 SH   DFND 4,2,5 9,000 0 0
HUNTSMAN CORP COM 447011107 5,418 244,380 SH   DFND 2,5 244,380 0 0
HUNTSMAN CORP COM 447011107 23,698 1,068,940 SH   DFND 4,2,5 765,840 0 303,100
HURCO COS INC COM 447324104 634 19,239 SH   DFND 4,2,5 10,820 0 8,419
HUTCHINSON TECHNOLOGY INC COM 448407106 18 6,900 SH   DFND 4,2,5 6,900 0 0
HYATT HOTELS CORP COM CL A 448579102 645 10,900 SH   DFND 2,5 10,900 0 0
HYATT HOTELS CORP COM CL A 448579102 4,522 76,360 SH   DFND 4,2,5 57,950 0 18,410
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 1,234 16,840 SH   DFND 4,2,5 2,710 0 14,130
IAC/INTERACTIVECORP COM PAR $.001 44919P508 4,671 69,231 SH   DFND 4,2,5 8,625 0 60,606
IAMGOLD CORP COM 450913108 224 120,400 SH   DFND 4,2,5 84,600 0 35,800
ICF INTERNATIONAL INC COM 44925C103 1,132 27,700 SH   DFND 4,2,5 21,300 0 6,400
ICICI BANK LTD ADR 45104G104 14,511 1,400,659 SH   DFND 2,5 237,190 0 1,163,469
IDACORP INC COM 451107106 692 11,000 SH   DFND 4,2,5 11,000 0 0
IDEXX LABORATORIES INC COM 45168D104 1,578 10,212 SH   DFND 2,5 10,212 0 0
IDT CORP CL B NEW 448947507 375 21,100 SH   DFND 4,2,5 18,080 0 3,020
ILLINOIS TOOL WORKS INC COM 452308109 190 1,951 SH   DFND 2,5 1,951 0 0
ILLINOIS TOOL WORKS INC COM 452308109 7,635 78,600 SH   DFND 4,2,5 52,300 0 26,300
ILLUMINA INC COM 452327109 64,107 345,330 SH   DFND 2,5 345,330 0 0
ILLUMINA INC COM 452327109 1,708 9,200 SH   DFND 4,2,5 400 0 8,800
IMPERIAL OIL LTD COM NEW 453038408 1,130 28,321 SH   DFND 2,5 28,321 0 0
IMPERIAL OIL LTD COM NEW 453038408 6,981 174,900 SH   DFND 4,2,5 49,400 0 125,500
IMPERVA INC COM 45321L100 3,886 91,000 SH   DFND 2,5 91,000 0 0
INCYTE CORP COM 45337C102 42,069 458,966 SH   DFND 2,5 458,966 0 0
INFOBLOX INC COM 45672H104 4,058 170,000 SH   DFND 2,5 170,000 0 0
INFORMATICA CORP COM 45666Q102 5,263 120,000 SH   DFND 2,5 120,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 17,594 501,539 SH   DFND 2,5 0 0 501,539
INGLES MARKETS INC CL A 457030104 6,641 134,210 SH   DFND 4,2,5 16,810 0 117,400
INGRAM MICRO INC CL A 457153104 8,091 322,100 SH   DFND 4,2,5 0 0 322,100
INGREDION INC COM 457187102 6,710 86,220 SH   DFND 2,5 86,220 0 0
INGREDION INC COM 457187102 43,557 559,710 SH   DFND 4,2,5 288,460 0 271,250
INNOSPEC INC COM 45768S105 445 9,600 SH   DFND 4,2,5 6,800 0 2,800
INSIGHT ENTERPRISES INC COM 45765U103 442 15,490 SH   DFND 4,2,5 0 0 15,490
INSULET CORP COM 45784P101 3,273 98,139 SH   DFND 2,5 98,139 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM NEW 457985208 690 11,200 SH   DFND 4,2,5 6,600 0 4,600
INTEGRYS ENERGY GROUP INC COM 45822P105 1,188 16,500 SH   DFND 4,2,5 16,500 0 0
INTEL CORP COM 458140100 13,011 416,094 SH   DFND 2,5 398,586 0 17,508
INTEL CORP COM 458140100 134,972 4,316,333 SH   DFND 4,2,5 2,278,880 0 2,037,453
INTEL CORP SDCV 12/1 458140AD2 24,875 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 15,788 10,000,000 PRN   DFND 2,5 0 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 19,267 68,319 SH   DFND 2,5 68,319 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 210 900 SH   DFND 4,2,5 300 0 600
INTERNATIONAL BANCSHARES CORP COM 459044103 3,090 118,700 SH   DFND 4,2,5 59,500 0 59,200
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 24,252 151,104 SH   DFND 2,5 151,104 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 89,824 559,650 SH   DFND 4,2,5 243,300 0 316,350
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 2,734 23,284 SH   DFND 4,2,5 2,600 0 20,684
INTERNATIONAL PAPER CO COM 460146103 1,207 21,746 SH   DFND 2,5 21,746 0 0
INTERNATIONAL PAPER CO COM 460146103 3,302 59,500 SH   DFND 4,2,5 0 0 59,500
INTERNATIONAL SPEEDWAY CORP CL A 460335201 100 3,080 SH   DFND 4,2,5 0 0 3,080
INTERSECTIONS INC COM 460981301 145 42,400 SH   DFND 4,2,5 35,700 0 6,700
INTUIT INC COM 461202103 7,008 72,278 SH   DFND 2,5 72,278 0 0
INTUIT INC COM 461202103 8,579 88,480 SH   DFND 4,2,5 8,700 0 79,780
INVESCO LTD SHS G491BT108 1,892 47,669 SH   DFND 2,5 47,669 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 8 500 SH   DFND 4,2,5 500 0 0
INVESTORS BANCORP INC COM 46146L101 4,511 384,900 SH   DFND 4,2,5 96,100 0 288,800
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 873 116,400 SH   DFND 4,2,5 33,200 0 83,200
IPG PHOTONICS CORP COM 44980X109 19,275 207,933 SH   DFND 2,5 207,933 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,297 236,600 SH   DFND 4,2,5 104,100 0 132,500
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 6,698 418,624 SH   DFND 2,5 418,624 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 466 7,890 SH   DFND 1,2,5,3 7,890 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 172 3,280 SH   DFND 1,2,5,3 3,280 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 6,920 155,850 SH   DFND 1,2,5,3 155,850 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 7,276 124,400 SH   DFND 1,2,5,3 124,400 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF CORE MSCI EMKT 46434G103 1,696 35,100 SH   DFND 1,2,5,3 35,100 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 55,390 266,517 SH   DFND 1,2,5,3 266,517 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 586 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 6,382 86,990 SH   DFND 1,2,5,3 86,990 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 833 25,350 SH   DFND 1,2,5,3 25,350 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 14,937 337,400 SH   DFND 1,2,5,3 337,400 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 3,884 76,700 SH   DFND 1,2,5,3 76,700 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 63 5,340 SH   DFND 1,2,5,3 5,340 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 468 13,130 SH   DFND 1,2,5,3 13,130 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 127 3,560 SH   DFND 2,5 3,560 0 0
ISHARES GLOBAL EX USD HI-ETF GL HGYL CP ETF 464286210 1,567 33,600 SH   DFND 1,2,5,3 33,600 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 134 1,240 SH   DFND 2,5 1,240 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 4,361 104,230 SH   DFND 1,2,5,3 104,230 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 145 1,498 SH   DFND 2,5 1,498 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,430 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 10,316 113,850 SH   DFND 1,2,5,3 113,850 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 257 2,110 SH   DFND 1,2,5,3 2,110 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,550 93,040 SH   DFND 1,2,5,3 93,040 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 2,023 60,140 SH   DFND 1,2,5,3 60,140 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 185 5,500 SH   DFND 2,5 5,500 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 778 8,505 SH   DFND 1,2,5,3 8,505 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 10,851 96,780 SH   DFND 1,2,5,3 96,780 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 970 33,047 SH   DFND 1,2,5,3 33,047 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 193 2,440 SH   DFND 1,2,5,3 2,440 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 20,962 172,754 SH   DFND 1,2,5,3 172,754 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 80,784 683,223 SH   DFND 1,2,5,3 683,223 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 11,143 133,006 SH   DFND 1,2,5,3 133,006 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 994 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 6,501 38,930 SH   DFND 1,2,5,3 38,930 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 23,822 188,737 SH   DFND 1,2,5,3 188,737 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 2,106 29,370 SH   DFND 1,2,5,3 29,370 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 1,790 78,315 SH   DFND 1,2,5,3 78,315 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,626 166,537 SH   DFND 1,2,5,3 166,537 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,447 85,697 SH   DFND 1,2,5,3 85,697 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 362 9,916 SH   DFND 1,2,5,3 9,916 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,507 55,458 SH   DFND 1,2,5,3 55,458 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 676 12,400 SH   DFND 2,5 0 0 12,400
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 33,940 528,907 SH   DFND 1,2,5,3 528,907 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 582 8,309 SH   DFND 1,2,5,3 8,309 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 1,034 15,700 SH   DFND 1,2,5,3 15,700 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 8,871 179,330 SH   DFND 1,2,5,3 179,330 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 469 8,810 SH   DFND 1,2,5,3 8,810 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,048 51,032 SH   DFND 1,2,5,3 51,032 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 361 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 5,850 225,167 SH   DFND 1,2,5,3 225,167 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 34 1,130 SH   DFND 1,2,5,3 1,130 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,698 325,010 SH   DFND 1,2,5,3 325,010 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 5 167 SH   DFND 2,5 167 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 408 15,740 SH   DFND 1,2,5,3 15,740 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 448 60,580 SH   DFND 1,2,5,3 60,580 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 462 21,077 SH   DFND 1,2,5,3 21,077 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 297 10,700 SH   DFND 1,2,5,3 10,700 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 578 15,500 SH   DFND 1,2,5,3 15,500 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,270 25,100 SH   DFND 1,2,5,3 25,100 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,825 393,548 SH   DFND 1,2,5,3 393,548 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 11,589 924,912 SH   DFND 1,2,5,3 924,912 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 328 24,662 SH   DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 664 11,448 SH   DFND 1,2,5,3 11,448 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,647 104,693 SH   DFND 1,2,5,3 104,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,578 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES MSCI NORWAY CAPPED ETF MSCI NORWAY ETF 46429B499 526 23,200 SH   DFND 1,2,5,3 23,200 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 5,187 114,348 SH   DFND 1,2,5,3 114,348 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,345 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 180 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 745 58,226 SH   DFND 1,2,5,3 58,226 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 343 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 3,152 90,621 SH   DFND 1,2,5,3 90,621 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,661 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 478 14,400 SH   DFND 1,2,5,3 14,400 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 307 3,868 SH   DFND 1,2,5,3 3,868 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 375 8,084 SH   DFND 1,2,5,3 8,084 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UTD KNGDM 46434V548 1,223 67,900 SH   DFND 1,2,5,3 67,900 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 376 9,110 SH   DFND 1,2,5,3 9,110 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 310 8,250 SH   DFND 1,2,5,3 8,250 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 42,948 416,450 SH   DFND 1,2,5,3 416,450 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 27,521 237,555 SH   DFND 1,2,5,3 237,555 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 108,945 1,101,340 SH   DFND 1,2,5,3 1,101,340 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 22,838 221,553 SH   DFND 1,2,5,3 221,553 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 503 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 7,614 77,754 SH   DFND 1,2,5,3 77,754 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 67,950 902,875 SH   DFND 1,2,5,3 902,875 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 6,995 77,502 SH   DFND 1,2,5,3 77,502 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 72,871 639,498 SH   DFND 1,2,5,3 639,498 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 10,394 112,291 SH   DFND 1,2,5,3 112,291 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 5 237 SH   DFND 2,5 237 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 7,615 44,400 SH   DFND 1,2,5,3 44,400 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 55,290 422,221 SH   DFND 1,2,5,3 422,221 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,550 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 1,003 23,000 SH   DFND 1,2,5,3 23,000 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 5 32 SH   DFND 2,5 32 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 106 2,250 SH   DFND 1,2,5,3 2,250 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 494 12,310 SH   DFND 1,2,5,3 12,310 0 0
ISIS PHARMACEUTICALS INC COM 464330109 15,878 249,372 SH   DFND 2,5 249,372 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 7,898 714,112 SH   DFND 2,5 218,429 0 495,683
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 13 1,186 SH   DFND 4,2,5 1,186 0 0
ITC HOLDINGS CORP COM 465685105 443 11,829 SH   DFND 2,5 11,829 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 144 21,200 SH   DFND 4,2,5 21,200 0 0
IXYS CORP COM 46600W106 172 14,000 SH   DFND 4,2,5 14,000 0 0
JABIL CIRCUIT INC COM 466313103 5,767 246,660 SH   DFND 2,5 246,660 0 0
JABIL CIRCUIT INC COM 466313103 23,121 988,907 SH   DFND 4,2,5 718,167 0 270,740
JANUS CAPITAL GROUP INC COM 47102X105 120 7,000 SH   DFND 4,2,5 0 0 7,000
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,912 1,700,000 PRN   DFND 2,5 0 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 5,938 5,000,000 PRN   DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 31,482 182,200 SH   DFND 2,5 182,200 0 0
JETBLUE AIRWAYS CORP COM 477143101 767 39,840 SH   DFND 2,5 39,840 0 0
JETBLUE AIRWAYS CORP COM 477143101 4,544 236,054 SH   DFND 4,2,5 143,494 0 92,560
JM SMUCKER CO/THE COM NEW 832696405 94 814 SH   DFND 2,5 814 0 0
JM SMUCKER CO/THE COM NEW 832696405 5,370 46,400 SH   DFND 4,2,5 2,500 0 43,900
JOHN B SANFILIPPO & SON INC COM 800422107 1,532 35,543 SH   DFND 4,2,5 23,000 0 12,543
JOHNSON & JOHNSON COM 478160104 64,383 639,995 SH   DFND 2,5 639,995 0 0
JOHNSON & JOHNSON COM 478160104 290,195 2,884,640 SH   DFND 4,2,5 1,918,010 0 966,630
JOHNSON CONTROLS INC COM 478366107 478 9,476 SH   DFND 2,5 9,476 0 0
JOHNSON CONTROLS INC COM 478366107 9,326 184,900 SH   DFND 4,2,5 92,000 0 92,900
JOHNSON OUTDOORS INC CL A 479167108 79 2,400 SH   DFND 4,2,5 0 0 2,400
JONES LANG LASALLE INC COM 48020Q107 596 3,499 SH   DFND 2,5 3,499 0 0
JPMORGAN CHASE & CO COM 46625H100 62,374 1,029,606 SH   DFND 2,5 1,029,606 0 0
JPMORGAN CHASE & CO COM 46625H100 249,088 4,111,716 SH   DFND 4,2,5 3,141,166 0 970,550
JUNO THERAPEUTICS INC COM 48205A109 1,958 32,279 SH   DFND 2,5 32,279 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 657 20,000 SH   DFND 2,5 20,000 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 2,141 65,200 SH   DFND 4,2,5 49,400 0 15,800
KELLOGG CO COM 487836108 441 6,687 SH   DFND 2,5 6,687 0 0
KELLOGG CO COM 487836108 6,041 91,600 SH   DFND 4,2,5 9,700 0 81,900
KEURIG GREEN MOUNTAIN INC COM 49271M100 1,061 9,500 SH   DFND 4,2,5 0 0 9,500
KEYCORP COM 493267108 5,588 394,600 SH   DFND 4,2,5 0 0 394,600
KEYSIGHT TECHNOLOGIES INC COM 49338L103 154 4,154 SH   DFND 2,5 4,154 0 0
KILROY REALTY CORP COM 49427F108 1,718 22,560 SH   DFND 2,5 22,560 0 0
KIMBERLY-CLARK CORP COM 494368103 1,419 13,247 SH   DFND 2,5 13,247 0 0
KIMBERLY-CLARK CORP COM 494368103 21,861 204,100 SH   DFND 4,2,5 79,000 0 125,100
KIMCO REALTY CORP COM 49446R109 3,700 137,804 SH   DFND 2,5 137,804 0 0
KINDER MORGAN INC/DE COM 49456B101 1,060 25,210 SH   DFND 2,5 25,210 0 0
KINDER MORGAN INC/DE COM 49456B101 13,093 311,300 SH   DFND 4,2,5 245,600 0 65,700
KINROSS GOLD CORP COM NO PAR 496902404 81 36,600 SH   DFND 4,2,5 18,300 0 18,300
KITE PHARMA INC COM 49803L109 1,552 26,899 SH   DFND 2,5 26,899 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,570 55,730 SH   DFND 2,5 55,730 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 625 22,200 SH   DFND 4,2,5 13,600 0 8,600
KKR & CO LP COM UNITS 48248M102 455 19,941 SH   DFND 2,5 19,941 0 0
KMG CHEMICALS INC COM 482564101 380 14,205 SH   DFND 4,2,5 4,895 0 9,310
KNIGHT TRANSPORTATION INC COM 499064103 383 11,887 SH   DFND 2,5 11,887 0 0
KOHL'S CORP COM 500255104 17,685 226,000 SH   DFND 4,2,5 4,800 0 221,200
KOPPERS HOLDINGS INC COM 50060P106 956 48,580 SH   DFND 4,2,5 23,880 0 24,700
KRAFT FOODS GROUP INC COM 50076Q106 338 3,881 SH   DFND 2,5 3,881 0 0
KRAFT FOODS GROUP INC COM 50076Q106 14,705 168,800 SH   DFND 4,2,5 90,400 0 78,400
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 76 13,800 SH   DFND 4,2,5 13,800 0 0
KROGER CO/THE COM 501044101 28,583 372,851 SH   DFND 2,5 372,851 0 0
KROGER CO/THE COM 501044101 153,998 2,008,840 SH   DFND 4,2,5 1,189,110 0 819,730
KULICKE & SOFFA INDUSTRIES INC COM 501242101 2,429 155,400 SH   DFND 4,2,5 74,200 0 81,200
L BRANDS INC COM 501797104 3,929 41,674 SH   DFND 4,2,5 4,200 0 37,474
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 11,263 89,327 SH   DFND 2,5 89,327 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 15,887 126,000 SH   DFND 4,2,5 85,400 0 40,600
LAM RESEARCH CORP COM 512807108 8,585 122,230 SH   DFND 2,5 122,230 0 0
LAM RESEARCH CORP COM 512807108 33,448 476,226 SH   DFND 4,2,5 388,946 0 87,280
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 40,864 34,000,000 PRN   DFND 2,5 0 0 0
LANDSTAR SYSTEM INC COM 515098101 259 3,900 SH   DFND 4,2,5 0 0 3,900
LANNETT CO INC COM 516012101 3,812 56,300 SH   DFND 4,2,5 27,500 0 28,800
LAS VEGAS SANDS CORP COM 517834107 3,217 58,453 SH   DFND 2,5 55,377 0 3,076
LAS VEGAS SANDS CORP COM 517834107 8,118 147,500 SH   DFND 4,2,5 7,500 0 140,000
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 2,476 63,708 SH   DFND 2,5 63,708 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,861 47,900 SH   DFND 4,2,5 8,700 0 39,200
LAZARD LTD SHS A G54050102 478 9,086 SH   DFND 2,5 9,086 0 0
LDR HOLDING CORP COM 50185U105 619 16,881 SH   DFND 2,5 16,881 0 0
LEAR CORP COM NEW 521865204 1,829 16,500 SH   DFND 2,5 16,500 0 0
LEAR CORP COM NEW 521865204 17,390 156,920 SH   DFND 4,2,5 141,820 0 15,100
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 7 130 SH   DFND 2,5 130 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 8 140 SH   DFND 4,2,5 140 0 0
LEXINGTON REALTY TRUST COM 529043101 2,546 259,000 SH   DFND 4,2,5 157,300 0 101,700
LEXMARK INTERNATIONAL INC CL A 529771107 64 1,500 SH   DFND 2,5 1,500 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 5,542 130,900 SH   DFND 4,2,5 61,400 0 69,500
LIBERTY GLOBAL PLC SHS CL A G5480U104 202 3,915 SH   DFND 4,2,5 1,815 0 2,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 274 5,500 SH   DFND 2,5 5,500 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 130 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 303 10,394 SH   DFND 2,5 10,394 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 5,745 160,922 SH   DFND 2,5 160,922 0 0
LIFE TIME FITNESS INC COM 53217R207 10,594 149,300 SH   DFND 4,2,5 41,700 0 107,600
LIFEPOINT HOSPITALS INC COM 53219L109 5,642 76,814 SH   DFND 2,5 76,814 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 286 3,900 SH   DFND 4,2,5 0 0 3,900
LIFETIME BRANDS INC COM 53222Q103 69 4,500 SH   DFND 4,2,5 0 0 4,500
LINCOLN NATIONAL CORP COM 534187109 322 5,600 SH   DFND 2,5 5,600 0 0
LINCOLN NATIONAL CORP COM 534187109 586 10,200 SH   DFND 4,2,5 10,200 0 0
LINEAR TECHNOLOGY CORP COM 535678106 2,176 46,500 SH   DFND 4,2,5 4,000 0 42,500
LINKEDIN CORP COM CL A 53578A108 12,534 50,164 SH   DFND 2,5 50,164 0 0
LINKEDIN CORP COM CL A 53578A108 225 900 SH   DFND 4,2,5 300 0 600
LKQ CORP COM 501889208 16,980 664,326 SH   DFND 2,5 664,326 0 0
LOCKHEED MARTIN CORP COM 539830109 4,039 19,900 SH   DFND 4,2,5 19,900 0 0
LOEWS CORP COM 540424108 16,258 398,198 SH   DFND 2,5 398,198 0 0
LOEWS CORP COM 540424108 61,679 1,510,635 SH   DFND 4,2,5 1,361,245 0 149,390
LOGITECH INTERNATIONAL SA SHS H50430232 397 30,000 SH   DFND 2,5 30,000 0 0
LOGITECH INTERNATIONAL SA SHS H50430232 198 15,000 SH   DFND 4,2,5 2,000 0 13,000
LORILLARD INC COM 544147101 8,678 132,800 SH   DFND 4,2,5 22,500 0 110,300
LOWE'S COS INC COM 548661107 4,135 55,580 SH   DFND 2,5 55,580 0 0
LOWE'S COS INC COM 548661107 15,612 209,870 SH   DFND 4,2,5 148,100 0 61,770
LOXO ONCOLOGY INC COM 548862101 1,789 143,694 SH   DFND 2,5 143,694 0 0
LS STARRETT CO/THE CL A 855668109 105 5,547 SH   DFND 4,2,5 3,740 0 1,807
LULULEMON ATHLETICA INC COM 550021109 634 9,900 SH   DFND 2,5 9,900 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 466 9,000 SH   DFND 2,5 9,000 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 5,472 62,327 SH   DFND 2,5 59,951 0 2,376
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 13,987 159,300 SH   DFND 4,2,5 76,300 0 83,000
M&T BANK CORP COM 55261F104 6,464 50,900 SH   DFND 4,2,5 2,100 0 48,800
MACERICH CO/THE COM 554382101 2,453 29,091 SH   DFND 2,5 29,091 0 0
MACERICH CO/THE COM 554382101 1,113 13,200 SH   DFND 4,2,5 0 0 13,200
MACK-CALI REALTY CORP COM 554489104 3,282 170,247 SH   DFND 2,5 170,247 0 0
MACK-CALI REALTY CORP COM 554489104 3,199 165,900 SH   DFND 4,2,5 73,400 0 92,500
MACY'S INC COM 55616P104 8,137 125,360 SH   DFND 2,5 125,360 0 0
MACY'S INC COM 55616P104 69,600 1,072,256 SH   DFND 4,2,5 714,330 0 357,926
MAGELLAN HEALTH INC COM NEW 559079207 4,678 66,052 SH   DFND 2,5 66,052 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 4,449 58,000 SH   DFND 2,5 58,000 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 25 3,852 SH   DFND 4,2,5 3,362 0 490
MAGICJACK VOCALTEC LTD SHS M6787E101 554 81,000 SH   DFND 4,2,5 54,300 0 26,700
MAGNA INTERNATIONAL INC COM 559222401 7,602 142,200 SH   DFND 2,5 142,200 0 0
MAGNA INTERNATIONAL INC COM 559222401 29,677 555,100 SH   DFND 4,2,5 247,000 0 308,100
MAIDEN HOLDINGS LTD SHS G5753U112 159 10,700 SH   DFND 4,2,5 0 0 10,700
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 53 2,700 SH   DFND 4,2,5 2,700 0 0
MALLINCKRODT PLC SHS G5785G107 10,053 79,380 SH   DFND 2,5 79,380 0 0
MALLINCKRODT PLC SHS G5785G107 34,840 275,090 SH   DFND 4,2,5 237,810 0 37,280
MANHATTAN ASSOCIATES INC COM 562750109 7,447 147,135 SH   DFND 2,5 147,135 0 0
MANNING & NAPIER INC CL A 56382Q102 779 59,900 SH   DFND 4,2,5 41,700 0 18,200
MANPOWERGROUP INC COM 56418H100 12,035 139,700 SH   DFND 4,2,5 57,500 0 82,200
MANTECH INTERNATIONAL CORP/VA CL A 564563104 1,025 30,200 SH   DFND 4,2,5 22,900 0 7,300
MANULIFE FINANCIAL CORP COM 56501R106 2,478 145,911 SH   DFND 2,5 145,911 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1,906 112,200 SH   DFND 4,2,5 90,500 0 21,700
MARATHON OIL CORP COM 565849106 3,499 134,024 SH   DFND 2,5 134,024 0 0
MARATHON OIL CORP COM 565849106 12,697 486,300 SH   DFND 4,2,5 419,100 0 67,200
MARATHON PETROLEUM CORP COM 56585A102 500 4,883 SH   DFND 2,5 4,883 0 0
MARATHON PETROLEUM CORP COM 56585A102 6,563 64,100 SH   DFND 4,2,5 42,800 0 21,300
MARCUS CORP/THE COM 566330106 1,454 68,300 SH   DFND 4,2,5 43,500 0 24,800
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 131 2,261 SH   DFND 2,5 2,261 0 0
MARKETO INC COM 57063L107 99 3,850 SH   DFND 2,5 3,850 0 0
MARRIOTT INTERNATIONAL INC/MD CL A 571903202 667 8,300 SH   DFND 4,2,5 0 0 8,300
MARSH & MCLENNAN COS INC COM 571748102 5,598 99,800 SH   DFND 4,2,5 96,700 0 3,100
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,895 537,100 SH   DFND 2,5 537,100 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 30,942 2,104,870 SH   DFND 4,2,5 1,516,700 0 588,170
MASCO CORP COM 574599106 249 9,318 SH   DFND 2,5 9,318 0 0
MASTERCARD INC CL A 57636Q104 961 11,123 SH   DFND 2,5 11,123 0 0
MASTERCARD INC CL A 57636Q104 21,214 245,560 SH   DFND 4,2,5 146,960 0 98,600
MATADOR RESOURCES CO COM 576485205 2,740 125,000 SH   DFND 2,5 125,000 0 0
MATSON INC COM 57686G105 2,743 65,050 SH   DFND 4,2,5 45,900 0 19,150
MATTRESS FIRM HOLDING CORP COM 57722W106 7,243 104,000 SH   DFND 2,5 104,000 0 0
MBIA INC COM 55262C100 2,708 291,200 SH   DFND 4,2,5 140,100 0 151,100
MBT FINANCIAL CORP COM 578877102 78 13,853 SH   DFND 4,2,5 4,606 0 9,247
MCCORMICK & CO INC/MD COM NON VTG 579780206 906 11,749 SH   DFND 2,5 11,749 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 2,660 34,500 SH   DFND 4,2,5 3,900 0 30,600
MCDONALD'S CORP COM 580135101 10,083 103,483 SH   DFND 2,5 103,483 0 0
MCDONALD'S CORP COM 580135101 41,656 427,500 SH   DFND 4,2,5 185,600 0 241,900
MCGRAW HILL FINANCIAL INC COM 580645109 11,474 110,968 SH   DFND 2,5 110,968 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 5,770 55,800 SH   DFND 4,2,5 5,600 0 50,200
MCKESSON CORP COM 58155Q103 23,597 104,320 SH   DFND 2,5 104,320 0 0
MCKESSON CORP COM 58155Q103 17,689 78,200 SH   DFND 4,2,5 33,200 0 45,000
MDU RESOURCES GROUP INC COM 552690109 465 21,781 SH   DFND 2,5 21,781 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 25,135 250,026 SH   DFND 2,5 248,416 0 1,610
MEAD JOHNSON NUTRITION CO COM 582839106 5,529 55,000 SH   DFND 4,2,5 3,900 0 51,100
MEDASSETS INC COM 584045108 2,524 134,100 SH   DFND 4,2,5 63,700 0 70,400
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,789 121,339 SH   DFND 4,2,5 44,930 0 76,409
MEDIDATA SOLUTIONS INC COM 58471A105 6,522 133,000 SH   DFND 2,5 133,000 0 0
MEDIFAST INC COM 58470H101 578 19,300 SH   DFND 4,2,5 10,600 0 8,700
MEDIVATION INC COM 58501N101 21,064 163,198 SH   DFND 2,5 163,198 0 0
MEDTRONIC PLC SHS G5960L103 37,142 476,239 SH   DFND 2,5 476,239 0 0
MEDTRONIC PLC SHS G5960L103 88,916 1,140,100 SH   DFND 4,2,5 282,300 0 857,800
MELLANOX TECHNOLOGIES LTD SHS M51363113 11,335 250,000 SH   DFND 2,5 250,000 0 0
MENTOR GRAPHICS CORP COM 587200106 5,289 220,100 SH   DFND 4,2,5 97,700 0 122,400
MERCANTILE BANK CORP COM 587376104 102 5,200 SH   DFND 4,2,5 5,200 0 0
MERCK & CO INC COM 58933Y105 44,859 780,428 SH   DFND 2,5 780,428 0 0
MERCK & CO INC COM 58933Y105 206,144 3,586,367 SH   DFND 4,2,5 2,378,830 0 1,207,537
MERCURY GENERAL CORP COM 589400100 866 15,000 SH   DFND 4,2,5 15,000 0 0
MEREDITH CORP COM 589433101 636 11,400 SH   DFND 4,2,5 11,400 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 5,260 442,795 SH   DFND 2,5 442,795 0 0
METHANEX CORP COM 59151K108 750 14,000 SH   DFND 4,2,5 900 0 13,100
METLIFE INC COM 59156R108 19,694 389,600 SH   DFND 2,5 389,600 0 0
METLIFE INC COM 59156R108 98,919 1,956,850 SH   DFND 4,2,5 1,787,850 0 169,000
MFRI INC COM 552721102 33 5,330 SH   DFND 4,2,5 3,106 0 2,224
MGP INGREDIENTS INC COM 55303J106 599 44,513 SH   DFND 4,2,5 26,085 0 18,428
MICHAEL KORS HOLDINGS LTD SHS G60754101 2,597 39,500 SH   DFND 4,2,5 3,500 0 36,000
MICROCHIP TECHNOLOGY INC COM 595017104 4,694 96,000 SH   DFND 2,5 96,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,886 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 29,024 1,069,816 SH   DFND 2,5 1,069,816 0 0
MICRON TECHNOLOGY INC COM 595112103 114,033 4,203,200 SH   DFND 4,2,5 3,327,700 0 875,500
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 7,739 7,000,000 PRN   DFND 2,5 0 0 0
MICROSOFT CORP COM 594918104 37,607 925,016 SH   DFND 2,5 885,753 0 39,263
MICROSOFT CORP COM 594918104 168,267 4,138,890 SH   DFND 4,2,5 2,665,590 0 1,473,300
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 1,213 15,702 SH   DFND 2,5 15,702 0 0
MIDSOUTH BANCORP INC COM 598039105 83 5,625 SH   DFND 4,2,5 2,800 0 2,825
MIDWESTONE FINANCIAL GROUP INC COM 598511103 26 900 SH   DFND 4,2,5 900 0 0
MINERALS TECHNOLOGIES INC COM 603158106 585 8,000 SH   DFND 4,2,5 0 0 8,000
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,538 152,285 SH   DFND 2,5 152,285 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,537 350,200 SH   DFND 4,2,5 195,200 0 155,000
MOBILEYE NV ORD SHS N51488117 172 4,100 SH   DFND 2,5 4,100 0 0
MODINE MANUFACTURING CO COM 607828100 317 23,500 SH   DFND 4,2,5 0 0 23,500
MOHAWK INDUSTRIES INC COM 608190104 910 4,900 SH   DFND 4,2,5 0 0 4,900
MOLSON COORS BREWING CO CL B 60871R209 5,941 79,800 SH   DFND 4,2,5 4,000 0 75,800
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 461 36,880 SH   DFND 4,2,5 30,632 0 6,248
MONDELEZ INTERNATIONAL INC CL A 609207105 597 16,551 SH   DFND 2,5 8,367 0 8,184
MONDELEZ INTERNATIONAL INC CL A 609207105 30,911 856,500 SH   DFND 4,2,5 253,000 0 603,500
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 632 73,200 SH   DFND 4,2,5 40,400 0 32,800
MONSANTO CO COM 61166W101 46,688 414,859 SH   DFND 2,5 412,670 0 2,189
MONSANTO CO COM 61166W101 15,193 135,000 SH   DFND 4,2,5 80,800 0 54,200
MONSTER BEVERAGE CORP COM 611740101 21,618 156,206 SH   DFND 2,5 156,206 0 0
MONSTER BEVERAGE CORP COM 611740101 3,972 28,700 SH   DFND 4,2,5 1,900 0 26,800
MONTPELIER RE HOLDINGS LTD SHS G62185106 38 1,000 SH   DFND 4,2,5 1,000 0 0
MOODY'S CORP COM 615369105 4,453 42,900 SH   DFND 4,2,5 3,400 0 39,500
MORGAN STANLEY COM NEW 617446448 2,109 59,106 SH   DFND 2,5 59,106 0 0
MORGAN STANLEY COM NEW 617446448 8,819 247,100 SH   DFND 4,2,5 204,300 0 42,800
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,040 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 48 1,050 SH   DFND 2,5 1,050 0 0
MOSAIC CO/THE COM 61945C103 3,565 77,400 SH   DFND 4,2,5 0 0 77,400
MOTOROLA INC COM NEW 620076307 7,047 105,700 SH   DFND 4,2,5 3,400 0 102,300
MPLX LP COM UNIT REP LTD 55336V100 2,344 32,000 SH   DFND 2,5 32,000 0 0
MSCI INC COM 55354G100 92 1,500 SH   DFND 4,2,5 0 0 1,500
MURPHY OIL CORP COM 626717102 119 2,550 SH   DFND 2,5 2,550 0 0
MURPHY OIL CORP COM 626717102 126 2,700 SH   DFND 4,2,5 2,400 0 300
MURPHY USA INC COM 626755102 3,123 43,150 SH   DFND 2,5 43,150 0 0
MURPHY USA INC COM 626755102 15,128 209,030 SH   DFND 4,2,5 141,600 0 67,430
MYRIAD GENETICS INC COM 62855J104 5,749 162,400 SH   DFND 4,2,5 71,400 0 91,000
NASDAQ OMX GROUP INC/THE COM 631103108 7,519 147,600 SH   DFND 2,5 147,600 0 0
NASDAQ OMX GROUP INC/THE COM 631103108 34,595 679,141 SH   DFND 4,2,5 524,565 0 154,576
NATIONAL HEALTH INVESTORS INC COM 63633D104 2,063 29,049 SH   DFND 2,5 29,049 0 0
NATIONAL OILWELL VARCO INC COM 637071101 325 6,500 SH   DFND 2,5 6,500 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,494 89,900 SH   DFND 4,2,5 78,900 0 11,000
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 178 700 SH   DFND 4,2,5 200 0 500
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 636 48,452 SH   DFND 4,2,5 32,606 0 15,846
NCI INC CL A 62886K104 67 6,710 SH   DFND 4,2,5 0 0 6,710
NCR CORP COM 62886E108 74 2,500 SH   DFND 2,5 2,500 0 0
NEENAH PAPER INC COM 640079109 500 8,000 SH   DFND 2,5 8,000 0 0
NELNET INC CL A 64031N108 6,738 142,394 SH   DFND 4,2,5 22,800 0 119,594
NETAPP INC COM 64110D104 1,209 34,100 SH   DFND 4,2,5 0 0 34,100
NETFLIX INC COM 64110L106 125 300 SH   DFND 4,2,5 0 0 300
NETGEAR INC COM 64111Q104 2,328 70,800 SH   DFND 4,2,5 28,800 0 42,000
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,504 289,707 SH   DFND 2,5 289,707 0 0
NEUSTAR INC CL A 64126X201 4,313 175,170 SH   DFND 4,2,5 65,890 0 109,280
NEVSUN RESOURCES LTD COM 64156L101 697 206,600 SH   DFND 4,2,5 71,800 0 134,800
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 546 35,003 SH   DFND 4,2,5 23,306 0 11,697
NEW JERSEY RESOURCES CORP COM 646025106 1,974 63,560 SH   DFND 4,2,5 56,600 0 6,960
NEW MOUNTAIN FINANCE CORP COM 647551100 143 9,818 SH   DFND 4,2,5 0 0 9,818
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 9,581 432,181 SH   DFND 2,5 221,106 0 211,075
NEW YORK COMMUNITY BANCORP INC COM 649445103 774 46,273 SH   DFND 2,5 46,273 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 741 44,300 SH   DFND 4,2,5 44,300 0 0
NEWELL RUBBERMAID INC COM 651229106 2,633 67,400 SH   DFND 4,2,5 0 0 67,400
NEWFIELD EXPLORATION CO COM 651290108 2,368 67,485 SH   DFND 2,5 67,485 0 0
NEWFIELD EXPLORATION CO COM 651290108 1,227 34,970 SH   DFND 4,2,5 9,100 0 25,870
NEWLINK GENETICS CORP COM 651511107 12,483 228,167 SH   DFND 2,5 228,167 0 0
NEWMONT MINING CORP COM 651639106 3,478 160,193 SH   DFND 2,5 156,293 0 3,900
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 430 47,219 SH   DFND 4,2,5 12,910 0 34,309
NEXTERA ENERGY INC COM 65339F101 3,308 31,789 SH   DFND 2,5 31,789 0 0
NEXTERA ENERGY INC COM 65339F101 26,314 252,900 SH   DFND 4,2,5 76,600 0 176,300
NICE-SYSTEMS LTD SPONSORED ADR 653656108 398 6,540 SH   DFND 2,5 6,540 0 0
NIKE INC CL B 654106103 24,508 244,277 SH   DFND 2,5 244,277 0 0
NIKE INC CL B 654106103 20,979 209,100 SH   DFND 4,2,5 98,200 0 110,900
NIMBLE STORAGE INC COM 65440R101 3,748 168,000 SH   DFND 2,5 168,000 0 0
NISOURCE INC COM 65473P105 994 22,504 SH   DFND 2,5 22,504 0 0
NISOURCE INC COM 65473P105 5,555 125,800 SH   DFND 4,2,5 14,000 0 111,800
NOBLE ENERGY INC COM 655044105 1,194 24,420 SH   DFND 2,5 24,420 0 0
NOBLE ENERGY INC COM 655044105 9,712 198,600 SH   DFND 4,2,5 145,300 0 53,300
NORDSTROM INC COM 655664100 1,221 15,200 SH   DFND 4,2,5 0 0 15,200
NORFOLK SOUTHERN CORP COM 655844108 265 2,578 SH   DFND 2,5 2,578 0 0
NORFOLK SOUTHERN CORP COM 655844108 30,433 295,700 SH   DFND 4,2,5 47,200 0 248,500
NORTHEAST UTILITIES COM 30040W108 676 13,376 SH   DFND 2,5 13,376 0 0
NORTHEAST UTILITIES COM 30040W108 7,502 148,500 SH   DFND 4,2,5 18,400 0 130,100
NORTHERN OIL AND GAS INC COM 665531109 124 16,100 SH   DFND 4,2,5 0 0 16,100
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 1,901 75,000 SH   DFND 2,5 75,000 0 0
NORTHERN TRUST CORP COM 665859104 5,036 72,300 SH   DFND 4,2,5 3,400 0 68,900
NORTHRIM BANCORP INC COM 666762109 96 3,900 SH   DFND 4,2,5 2,200 0 1,700
NORTHROP GRUMMAN CORP COM 666807102 29,102 180,805 SH   DFND 2,5 180,805 0 0
NORTHROP GRUMMAN CORP COM 666807102 166,079 1,031,800 SH   DFND 4,2,5 656,800 0 375,000
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 11,342 210,000 SH   DFND 2,5 210,000 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 9,776 602,000 SH   DFND 2,5 602,000 0 0
NOVAVAX INC COM 670002104 2,980 360,364 SH   DFND 2,5 360,364 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,978 3,000,000 PRN   DFND 2,5 0 0 0
NUCOR CORP COM 670346105 2,277 47,900 SH   DFND 4,2,5 0 0 47,900
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 772 39,200 SH   DFND 4,2,5 26,700 0 12,500
NUVASIVE INC COM 670704105 7,205 156,666 SH   DFND 2,5 156,666 0 0
NVIDIA CORP COM 67066G104 10,588 506,000 SH   DFND 4,2,5 494,300 0 11,700
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 8,251 7,000,000 PRN   DFND 2,5 0 0 0
NXP SEMICONDUCTORS NV COM N6596X109 15,308 152,530 SH   DFND 2,5 152,530 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 16,907 78,188 SH   DFND 2,5 78,188 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 4,844 22,400 SH   DFND 4,2,5 1,500 0 20,900
OASIS PETROLEUM INC COM 674215108 643 45,200 SH   DFND 4,2,5 7,300 0 37,900
OCCIDENTAL PETROLEUM CORP COM 674599105 8,484 116,219 SH   DFND 2,5 116,219 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 25,382 347,700 SH   DFND 4,2,5 311,500 0 36,200
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH   DFND 4,2,5 355 0 116
OFG BANCORP COM 67103X102 3,842 235,400 SH   DFND 4,2,5 48,900 0 186,500
OGE ENERGY CORP COM 670837103 437 13,828 SH   DFND 2,5 13,828 0 0
OLD REPUBLIC INTERNATIONAL CORP COM 680223104 556 37,200 SH   DFND 4,2,5 37,200 0 0
OLIN CORP COM PAR $1 680665205 670 20,900 SH   DFND 4,2,5 20,900 0 0
OMEGA PROTEIN CORP COM 68210P107 1,249 91,200 SH   DFND 4,2,5 63,100 0 28,100
OMNICOM GROUP INC COM 681919106 8,426 108,052 SH   DFND 2,5 108,052 0 0
OMNICOM GROUP INC COM 681919106 31,572 404,871 SH   DFND 4,2,5 246,300 0 158,571
OMNIVISION TECHNOLOGIES INC COM 682128103 1,445 54,800 SH   DFND 4,2,5 44,200 0 10,600
ONE LIBERTY PROPERTIES INC COM 682406103 725 29,699 SH   DFND 4,2,5 20,285 0 9,414
ONEOK INC COM 682680103 844 17,500 SH   DFND 4,2,5 17,500 0 0
OPEN TEXT CORP COM 683715106 42 800 SH   DFND 4,2,5 0 0 800
OPHTHOTECH CORP COM 683745103 4,456 95,764 SH   DFND 2,5 95,764 0 0
OPOWER INC COM 68375Y109 101 10,000 SH   DFND 2,5 10,000 0 0
ORACLE CORP COM 68389X105 57,331 1,328,637 SH   DFND 2,5 1,312,887 0 15,750
ORACLE CORP COM 68389X105 232,350 5,384,700 SH   DFND 4,2,5 3,421,300 0 1,963,400
ORTHOFIX INTERNATIONAL NV COM N6748L102 1,518 42,300 SH   DFND 4,2,5 20,900 0 21,400
OSI SYSTEMS INC COM 671044105 1,574 21,200 SH   DFND 4,2,5 16,700 0 4,500
OWENS & MINOR INC COM 690732102 4,562 134,800 SH   DFND 4,2,5 63,800 0 71,000
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 5,345 379,604 SH   DFND 2,5 379,604 0 0
OXFORD INDUSTRIES INC COM 691497309 2,505 33,200 SH   DFND 4,2,5 15,900 0 17,300
PACCAR INC COM 693718108 3,119 49,400 SH   DFND 4,2,5 0 0 49,400
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,013 93,900 SH   DFND 4,2,5 63,100 0 30,800
PACWEST BANCORP COM 695263103 4,108 87,600 SH   DFND 4,2,5 39,800 0 47,800
PALO ALTO NETWORKS INC COM 697435105 10,927 74,800 SH   DFND 2,5 74,800 0 0
PAN AMERICAN SILVER CORP COM 697900108 8,746 996,137 SH   DFND 2,5 996,137 0 0
PANERA BREAD CO CL A 69840W108 324 2,026 SH   DFND 2,5 2,026 0 0
PARAMOUNT GROUP INC COM 69924R108 1,504 77,910 SH   DFND 2,5 77,910 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 7,996 115,900 SH   DFND 4,2,5 54,600 0 61,300
PARK-OHIO HOLDINGS CORP COM 700666100 1,330 25,259 SH   DFND 4,2,5 14,159 0 11,100
PARKER-HANNIFIN CORP COM 701094104 9,966 83,900 SH   DFND 2,5 83,900 0 0
PARKER-HANNIFIN CORP COM 701094104 62,775 528,500 SH   DFND 4,2,5 432,100 0 96,400
PARKWAY PROPERTIES INC/MD COM 70159Q104 647 37,300 SH   DFND 2,5 37,300 0 0
PARTNERRE LTD COM G6852T105 1,104 9,657 SH   DFND 4,2,5 3,600 0 6,057
PATRICK INDUSTRIES INC COM 703343103 44 708 SH   DFND 4,2,5 708 0 0
PATTERSON COS INC COM 703395103 1,155 23,679 SH   DFND 2,5 23,679 0 0
PAYCHEX INC COM 704326107 951 19,160 SH   DFND 2,5 19,160 0 0
PAYCHEX INC COM 704326107 4,983 100,437 SH   DFND 4,2,5 8,500 0 91,937
PBF ENERGY INC CL A 69318G106 3,222 95,000 SH   DFND 2,5 95,000 0 0
PC CONNECTION INC COM 69318J100 1,195 45,800 SH   DFND 4,2,5 29,800 0 16,000
PCM INC COM 69323K100 251 26,845 SH   DFND 4,2,5 11,726 0 15,119
PDL BIOPHARMA INC COM 69329Y104 3,997 568,200 SH   DFND 4,2,5 231,600 0 336,600
PEBBLEBROOK HOTEL TRUST COM 70509V100 484 10,399 SH   DFND 2,5 10,399 0 0
PEMBINA PIPELINE CORP COM 706327103 1,421 44,984 SH   DFND 2,5 44,984 0 0
PEMBINA PIPELINE CORP COM 706327103 1,779 56,300 SH   DFND 4,2,5 47,600 0 8,700
PENGROWTH ENERGY CORP COM 70706P104 413 137,600 SH   DFND 4,2,5 14,300 0 123,300
PENN NATIONAL GAMING INC COM 707569109 2,780 177,500 SH   DFND 4,2,5 78,000 0 99,500
PENN VIRGINIA CORP COM 707882106 253 39,000 SH   DFND 4,2,5 0 0 39,000
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 764 32,900 SH   DFND 4,2,5 9,250 0 23,650
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 624 29,300 SH   DFND 4,2,5 21,200 0 8,100
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,307 44,800 SH   DFND 2,5 44,800 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 10,483 203,600 SH   DFND 4,2,5 135,100 0 68,500
PENTAIR PLC SHS G7S00T104 2,163 34,400 SH   DFND 4,2,5 0 0 34,400
PEOPLE'S UNITED FINANCIAL INC COM 712704105 289 19,007 SH   DFND 2,5 19,007 0 0
PEPSICO INC COM 713448108 7,896 82,582 SH   DFND 2,5 82,582 0 0
PEPSICO INC COM 713448108 73,532 769,000 SH   DFND 4,2,5 488,700 0 280,300
PERICOM SEMICONDUCTOR CORP COM 713831105 116 7,500 SH   DFND 4,2,5 7,500 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 13,038 117,239 SH   DFND 2,5 69,060 0 48,179
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 109 17,928 SH   DFND 2,5 17,928 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 109 17,928 SH   DFND 4,2,5 17,928 0 0
PFIZER INC COM 717081103 66,094 1,899,799 SH   DFND 2,5 1,899,799 0 0
PFIZER INC COM 717081103 317,737 9,133,000 SH   DFND 4,2,5 5,691,200 0 3,441,800
PG&E CORP COM 69331C108 8,507 160,300 SH   DFND 2,5 160,300 0 0
PG&E CORP COM 69331C108 33,232 626,200 SH   DFND 4,2,5 338,200 0 288,000
PHARMERICA CORP COM 71714F104 2,111 74,900 SH   DFND 4,2,5 32,400 0 42,500
PHILIP MORRIS INTERNATIONAL INC COM 718172109 13,704 181,926 SH   DFND 2,5 163,555 0 18,371
PHILIP MORRIS INTERNATIONAL INC COM 718172109 53,085 704,700 SH   DFND 4,2,5 366,900 0 337,800
PHILLIPS 66 COM 718546104 954 12,141 SH   DFND 2,5 12,141 0 0
PHILLIPS 66 COM 718546104 6,241 79,400 SH   DFND 4,2,5 79,400 0 0
PHOTRONICS INC COM 719405102 847 99,700 SH   DFND 4,2,5 62,500 0 37,200
PHYSICIANS REALTY TRUST COM 71943U104 5,340 303,236 SH   DFND 2,5 303,236 0 0
PIER 1 IMPORTS INC COM 720279108 356 25,500 SH   DFND 4,2,5 25,500 0 0
PILGRIM'S PRIDE CORP COM 72147K108 2,765 122,400 SH   DFND 2,5 122,400 0 0
PILGRIM'S PRIDE CORP COM 72147K108 10,312 456,500 SH   DFND 4,2,5 285,400 0 171,100
PINNACLE WEST CAPITAL CORP COM 723484101 1,072 16,810 SH   DFND 2,5 16,810 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1,128 17,700 SH   DFND 4,2,5 17,700 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,479 21,277 SH   DFND 2,5 21,277 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 7,162 43,800 SH   DFND 4,2,5 37,810 0 5,990
PITNEY BOWES INC COM 724479100 191 8,200 SH   DFND 4,2,5 8,200 0 0
PLANAR SYSTEMS INC COM 726900103 37 5,900 SH   DFND 4,2,5 5,900 0 0
PLUM CREEK TIMBER CO INC COM 729251108 726 16,719 SH   DFND 2,5 16,719 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 154 1,647 SH   DFND 2,5 1,647 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 20,550 220,400 SH   DFND 4,2,5 83,400 0 137,000
POLARIS INDUSTRIES INC COM 731068102 18,766 133,000 SH   DFND 2,5 133,000 0 0
POLYONE CORP COM 73179P106 367 9,837 SH   DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 1,171 19,886 SH   DFND 2,5 19,886 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH   DFND 2,5 0 0 1
PORTOLA PHARMACEUTICALS INC COM 737010108 9,106 239,891 SH   DFND 2,5 239,891 0 0
POST PROPERTIES INC COM 737464107 3,035 53,309 SH   DFND 2,5 53,309 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 477 14,800 SH   DFND 2,5 14,800 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 4,597 142,600 SH   DFND 4,2,5 35,100 0 107,500
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 66 2,210 SH   DFND 1,2,5,3 2,210 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 123 5,540 SH   DFND 1,2,5,3 5,540 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 5 215 SH   DFND 2,5 215 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 680 44,880 SH   DFND 1,2,5,3 44,880 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,202 70,400 SH   DFND 1,2,5,3 70,400 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 5 273 SH   DFND 2,5 273 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 3,744 150,910 SH   DFND 1,2,5,3 150,910 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 5,299 135,710 SH   DFND 1,2,5,3 135,710 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 2,072 77,600 SH   DFND 1,2,5,3 77,600 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 147 3,100 SH   DFND 1,2,5,3 3,100 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 305 10,310 SH   DFND 1,2,5,3 10,310 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 84 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 309 13,320 SH   DFND 1,2,5,3 13,320 0 0
POWERSHARES MULTI-STRATEGY A ALT MULTI STRG 73935B870 661 28,370 SH   DFND 1,2,5,3 28,370 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,452 69,140 SH   DFND 1,2,5,3 69,140 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 402 12,210 SH   DFND 1,2,5,3 12,210 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 391 10,320 SH   DFND 1,2,5,3 10,320 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 426 16,590 SH   DFND 1,2,5,3 16,590 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 909 29,110 SH   DFND 1,2,5,3 29,110 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 528 15,580 SH   DFND 1,2,5,3 15,580 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 411 14,750 SH   DFND 1,2,5,3 14,750 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 271 7,940 SH   DFND 1,2,5,3 7,940 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 61 10,940 SH   DFND 1,2,5,3 10,940 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 40 1,480 SH   DFND 1,2,5,3 1,480 0 0
PPG INDUSTRIES INC COM 693506107 210 933 SH   DFND 2,5 933 0 0
PPG INDUSTRIES INC COM 693506107 11,051 49,000 SH   DFND 4,2,5 22,300 0 26,700
PPL CORP COM 69351T106 145 4,300 SH   DFND 2,5 4,300 0 0
PPL CORP COM 69351T106 14,750 438,200 SH   DFND 4,2,5 44,300 0 393,900
PRA GROUP INC COM 69354N106 228 4,200 SH   DFND 4,2,5 4,200 0 0
PRAXAIR INC COM 74005P104 5,417 44,865 SH   DFND 2,5 44,865 0 0
PRAXAIR INC COM 74005P104 15,448 127,946 SH   DFND 4,2,5 49,400 0 78,546
PRECISION CASTPARTS CORP COM 740189105 36,677 174,651 SH   DFND 2,5 173,999 0 652
PRECISION CASTPARTS CORP COM 740189105 9,198 43,800 SH   DFND 4,2,5 16,500 0 27,300
PRECISION DRILLING CORP COM 2010 74022D308 22 3,400 SH   DFND 4,2,5 500 0 2,900
PREFORMED LINE PRODUCTS CO COM 740444104 177 4,203 SH   DFND 4,2,5 1,602 0 2,601
PREMIER FINANCIAL BANCORP INC COM 74050M105 585 38,400 SH   DFND 4,2,5 26,800 0 11,600
PREMIERE GLOBAL SERVICES INC COM 740585104 1,275 133,400 SH   DFND 4,2,5 77,400 0 56,000
PRICELINE GROUP INC/THE COM NEW 741503403 54,705 46,991 SH   DFND 2,5 46,991 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 15,949 13,700 SH   DFND 4,2,5 8,100 0 5,600
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 38,697 29,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 48 900 SH   DFND 4,2,5 270 0 630
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 195 3,800 SH   DFND 2,5 3,800 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 22,983 447,400 SH   DFND 4,2,5 430,400 0 17,000
PROCTER & GAMBLE CO COM 742718109 21,181 258,494 SH   DFND 2,5 258,494 0 0
PROCTER & GAMBLE CO COM 742718109 97,394 1,188,600 SH   DFND 4,2,5 813,400 0 375,200
PROGRESSIVE CORP/THE COM 743315103 277 10,200 SH   DFND 2,5 10,200 0 0
PROGRESSIVE CORP/THE COM 743315103 16,418 603,600 SH   DFND 4,2,5 575,100 0 28,500
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 314 10,700 SH   DFND 4,2,5 4,000 0 6,700
PROLOGIS INC COM 74340W103 8,991 206,396 SH   DFND 2,5 206,396 0 0
PROLOGIS INC COM 74340W103 8,047 184,724 SH   DFND 4,2,5 177,724 0 7,000
PROOFPOINT INC COM 743424103 14,687 248,000 SH   DFND 2,5 248,000 0 0
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 10 600 SH   DFND 4,2,5 600 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 650 8,088 SH   DFND 2,5 8,088 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 5,742 71,500 SH   DFND 4,2,5 68,900 0 2,600
PTC INC COM 69370C100 6,185 171,000 SH   DFND 2,5 171,000 0 0
PTC THERAPEUTICS INC COM 69366J200 4,324 71,053 SH   DFND 2,5 71,053 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 29,424 701,900 SH   DFND 4,2,5 481,300 0 220,600
PUBLIC STORAGE COM 74460D109 4,316 21,892 SH   DFND 2,5 21,892 0 0
PUBLIC STORAGE COM 74460D109 12,287 62,325 SH   DFND 4,2,5 51,125 0 11,200
PVH CORP COM 693656100 2,057 19,300 SH   DFND 4,2,5 0 0 19,300
QAD INC CL B 74727D207 86 4,300 SH   DFND 4,2,5 2,500 0 1,800
QCR HOLDINGS INC COM 74727A104 225 12,584 SH   DFND 4,2,5 11,137 0 1,447
QEP RESOURCES INC COM 74733V100 57 2,739 SH   DFND 2,5 2,739 0 0
QIAGEN NV REG SHS N72482107 6,815 270,419 SH   DFND 2,5 270,419 0 0
QLIK TECHNOLOGIES INC COM 74733T105 2,739 88,000 SH   DFND 2,5 88,000 0 0
QLOGIC CORP COM 747277101 3,095 210,000 SH   DFND 4,2,5 91,700 0 118,300
QORVO INC COM 74736K101 604 7,580 SH   DFND 4,2,5 7,580 0 0
QUAD/GRAPHICS INC COM CL A 747301109 563 24,500 SH   DFND 4,2,5 0 0 24,500
QUALCOMM INC COM 747525103 69,552 1,003,064 SH   DFND 2,5 993,576 0 9,488
QUALCOMM INC COM 747525103 58,516 843,900 SH   DFND 4,2,5 507,200 0 336,700
QUALYS INC COM 74758T303 6,042 130,000 SH   DFND 2,5 130,000 0 0
QUANTA SERVICES INC COM 74762E102 31,436 1,101,844 SH   DFND 2,5 1,101,844 0 0
QUEST DIAGNOSTICS INC COM 74834L100 14,326 186,411 SH   DFND 2,5 186,411 0 0
QUEST DIAGNOSTICS INC COM 74834L100 62,803 817,210 SH   DFND 4,2,5 660,320 0 156,890
QUESTAR CORP COM 748356102 379 15,900 SH   DFND 4,2,5 15,900 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 6,434 96,069 SH   DFND 2,5 96,069 0 0
RACKSPACE HOSTING INC COM 750086100 3,663 71,000 SH   DFND 2,5 71,000 0 0
RADNET INC COM 750491102 1,079 128,500 SH   DFND 4,2,5 85,400 0 43,100
RADWARE LTD ORD M81873107 6,001 287,000 SH   DFND 2,5 287,000 0 0
RALPH LAUREN CORP CL A 751212101 1,210 9,200 SH   DFND 4,2,5 0 0 9,200
RANGE RESOURCES CORP COM 75281A109 1,435 27,577 SH   DFND 2,5 27,577 0 0
RANGE RESOURCES CORP COM 75281A109 609 11,700 SH   DFND 4,2,5 0 0 11,700
RAPTOR PHARMACEUTICAL CORP COM 75382F106 6,784 624,131 SH   DFND 2,5 624,131 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,658 29,199 SH   DFND 2,5 29,199 0 0
RAYONIER INC COM 754907103 236 8,766 SH   DFND 2,5 8,766 0 0
RAYTHEON CO COM NEW 755111507 58 533 SH   DFND 2,5 533 0 0
RAYTHEON CO COM NEW 755111507 26,110 238,990 SH   DFND 4,2,5 80,470 0 158,520
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 480 46,100 SH   DFND 4,2,5 31,200 0 14,900
READING INTERNATIONAL INC CL A 755408101 1,033 76,840 SH   DFND 4,2,5 52,800 0 24,040
REALNETWORKS INC COM NEW 75605L708 330 49,000 SH   DFND 4,2,5 25,290 0 23,710
RED HAT INC COM 756577102 5,454 72,000 SH   DFND 2,5 72,000 0 0
RED LION HOTELS CORP COM 756764106 39 5,800 SH   DFND 4,2,5 5,800 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 325 14,250 SH   DFND 4,2,5 0 0 14,250
REGENCY CENTERS CORP COM 758849103 394 5,784 SH   DFND 2,5 5,784 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 42,622 94,404 SH   DFND 2,5 94,404 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 6,817 15,100 SH   DFND 4,2,5 10,600 0 4,500
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 956 10,259 SH   DFND 2,5 10,259 0 0
REMY INTERNATIONAL INC COM 75971M108 229 10,300 SH   DFND 4,2,5 0 0 10,300
RENAISSANCERE HOLDINGS LTD COM G7496G103 820 8,224 SH   DFND 2,5 8,224 0 0
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1,463 106,400 SH   DFND 4,2,5 75,600 0 30,800
REPUBLIC BANCORP INC/KY CL A 760281204 32 1,300 SH   DFND 4,2,5 1,300 0 0
REPUBLIC SERVICES INC COM 760759100 634 15,640 SH   DFND 2,5 15,640 0 0
REPUBLIC SERVICES INC COM 760759100 10,613 261,663 SH   DFND 4,2,5 72,844 0 188,819
RESOURCE AMERICA INC CL A 761195205 662 72,700 SH   DFND 4,2,5 52,800 0 19,900
RESTORATION HARDWARE HOLDINGS INC COM 761283100 17,160 173,000 SH   DFND 2,5 173,000 0 0
REVLON INC CL A NEW 761525609 1,710 41,500 SH   DFND 4,2,5 23,600 0 17,900
REX AMERICAN RESOURCES CORP COM 761624105 2,128 35,000 SH   DFND 2,5 35,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,301 21,400 SH   DFND 4,2,5 12,800 0 8,600
REYNOLDS AMERICAN INC COM 761713106 1,171 16,990 SH   DFND 2,5 16,990 0 0
REYNOLDS AMERICAN INC COM 761713106 9,110 132,200 SH   DFND 4,2,5 7,900 0 124,300
RIGHTSIDE GROUP LTD COM 76658B100 27 2,700 SH   DFND 4,2,5 2,700 0 0
RIO ALTO MINING LTD COM 76689T104 554 225,000 SH   DFND 2,5 225,000 0 0
RITE AID CORP COM 767754104 7,618 876,600 SH   DFND 2,5 876,600 0 0
RITE AID CORP COM 767754104 24,313 2,797,790 SH   DFND 4,2,5 1,974,320 0 823,470
RLJ LODGING TRUST COM 74965L101 91 2,900 SH   DFND 2,5 2,900 0 0
RLJ LODGING TRUST COM 74965L101 6,472 206,700 SH   DFND 4,2,5 99,100 0 107,600
ROADRUNNER TRANSPORTATION SYSTEMS INC COM 76973Q105 634 25,100 SH   DFND 4,2,5 0 0 25,100
ROCK-TENN CO CL A 772739207 10,750 166,670 SH   DFND 2,5 166,670 0 0
ROCK-TENN CO CL A 772739207 45,103 699,274 SH   DFND 4,2,5 420,791 0 278,483
ROCKWELL AUTOMATION INC COM 773903109 441 3,801 SH   DFND 2,5 3,801 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,171 44,584 SH   DFND 4,2,5 2,800 0 41,784
ROCKWELL COLLINS INC COM 774341101 5,899 61,100 SH   DFND 4,2,5 3,300 0 57,800
ROCKY BRANDS INC COM 774515100 778 36,000 SH   DFND 4,2,5 24,600 0 11,400
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 371 15,300 SH   DFND 4,2,5 0 0 15,300
ROGERS COMMUNICATIONS INC CL B 775109200 302 9,009 SH   DFND 2,5 0 0 9,009
ROGERS COMMUNICATIONS INC CL B 775109200 7,727 230,800 SH   DFND 4,2,5 9,700 0 221,100
ROPER INDUSTRIES INC COM 776696106 64,964 377,696 SH   DFND 2,5 372,484 0 5,212
ROPER INDUSTRIES INC COM 776696106 6,034 35,082 SH   DFND 4,2,5 2,300 0 32,782
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 3,373 71,000 SH   DFND 2,5 71,000 0 0
ROSETTA RESOURCES INC COM 777779307 514 30,200 SH   DFND 4,2,5 16,800 0 13,400
ROSS STORES INC COM 778296103 5,331 50,600 SH   DFND 4,2,5 4,500 0 46,100
ROVI CORP COM 779376102 1,812 99,500 SH   DFND 4,2,5 20,500 0 79,000
ROYAL BANK OF CANADA COM 780087102 13,544 224,999 SH   DFND 2,5 191,933 0 33,066
ROYAL BANK OF CANADA COM 780087102 51,511 855,700 SH   DFND 4,2,5 316,300 0 539,400
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 55,114 673,357 SH   DFND 2,5 673,357 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 949 11,600 SH   DFND 4,2,5 0 0 11,600
RR DONNELLEY & SONS CO COM 257867101 762 39,700 SH   DFND 4,2,5 39,700 0 0
RTI SURGICAL INC COM 74975N105 231 46,700 SH   DFND 4,2,5 0 0 46,700
RUSH ENTERPRISES INC CL A 781846209 4,156 151,905 SH   DFND 4,2,5 66,881 0 85,024
RYDER SYSTEM INC COM 783549108 51 540 SH   DFND 2,5 540 0 0
RYDER SYSTEM INC COM 783549108 18,760 197,700 SH   DFND 4,2,5 140,940 0 56,760
RYMAN HOSPITALITY PROPERTIES INC COM 78377T107 1,035 17,000 SH   DFND 2,5 17,000 0 0
SALESFORCE.COM INC COM 79466L302 58,694 878,524 SH   DFND 2,5 878,524 0 0
SALESFORCE.COM INC COM 79466L302 5,732 85,800 SH   DFND 4,2,5 83,400 0 2,400
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 14,370 12,000,000 PRN   DFND 2,5 0 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 10,633 4,000,000 PRN   DFND 2,5 0 0 0
SANDERSON FARMS INC COM 800013104 478 6,000 SH   DFND 2,5 6,000 0 0
SANDERSON FARMS INC COM 800013104 5,783 72,600 SH   DFND 4,2,5 24,600 0 48,000
SANDISK CORP NOTE 0.500%10/1 80004CAF8 7,528 7,500,000 PRN   DFND 2,5 0 0 0
SANMINA CORP COM 801056102 3,140 129,800 SH   DFND 4,2,5 45,900 0 83,900
SAUL CENTERS INC COM 804395101 1,164 20,344 SH   DFND 2,5 20,344 0 0
SBA COMMUNICATIONS CORP COM 78388J106 4,099 35,000 SH   DFND 2,5 35,000 0 0
SCANA CORP COM 80589M102 5,202 94,608 SH   DFND 2,5 94,608 0 0
SCANA CORP COM 80589M102 38,996 709,150 SH   DFND 4,2,5 404,300 0 304,850
SCHLUMBERGER LTD COM 806857108 17,078 204,672 SH   DFND 2,5 194,567 0 10,105
SCHLUMBERGER LTD COM 806857108 59,234 709,900 SH   DFND 4,2,5 449,200 0 260,700
SCHOLASTIC CORP COM 807066105 1,457 35,600 SH   DFND 4,2,5 8,800 0 26,800
SCICLONE PHARMACEUTICALS INC COM 80862K104 154 17,400 SH   DFND 4,2,5 16,500 0 900
SCOTTS MIRACLE-GRO CO/THE CL A 810186106 3,708 55,200 SH   DFND 4,2,5 21,800 0 33,400
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,868 74,348 SH   DFND 2,5 74,348 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,478 28,400 SH   DFND 4,2,5 28,400 0 0
SEATTLE GENETICS INC COM 812578102 16,640 470,714 SH   DFND 2,5 470,714 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 225 11,682 SH   DFND 2,5 11,682 0 0
SEI INVESTMENTS CO COM 784117103 1,421 32,235 SH   DFND 2,5 32,235 0 0
SELECT COMFORT CORP COM 81616X103 1,058 30,700 SH   DFND 4,2,5 0 0 30,700
SELECT INCOME REIT COM SH BEN INT 81618T100 2,222 88,900 SH   DFND 4,2,5 44,200 0 44,700
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 7,655 516,180 SH   DFND 4,2,5 103,880 0 412,300
SEMPRA ENERGY COM 816851109 13,486 123,700 SH   DFND 4,2,5 17,100 0 106,600
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 883 39,800 SH   DFND 4,2,5 22,700 0 17,100
SERVICENOW INC COM 81762P102 22,832 289,824 SH   DFND 2,5 289,824 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5,018 223,600 SH   DFND 2,5 223,600 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 15,483 690,000 SH   DFND 4,2,5 389,800 0 300,200
SHERWIN-WILLIAMS CO/THE COM 824348106 9,645 33,900 SH   DFND 4,2,5 2,800 0 31,100
SIGMA DESIGNS INC COM 826565103 457 56,867 SH   DFND 4,2,5 48,377 0 8,490
SIGNATURE BANK/NEW YORK NY COM 82669G104 12,699 98,000 SH   DFND 2,5 98,000 0 0
SILICON LABORATORIES INC COM 826919102 3,330 65,588 SH   DFND 2,5 65,588 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 5,170 1,144,779 SH   DFND 2,5 1,144,779 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 225 49,890 SH   DFND 4,2,5 13,300 0 36,590
SILVER WHEATON CORP COM 828336107 5,339 281,051 SH   DFND 2,5 281,051 0 0
SILVER WHEATON CORP COM 828336107 47 2,500 SH   DFND 4,2,5 0 0 2,500
SILVERCORP METALS INC COM 82835P103 1,866 1,607,409 SH   DFND 2,5 1,607,409 0 0
SIMON PROPERTY GROUP INC COM 828806109 16,716 85,443 SH   DFND 2,5 85,443 0 0
SIMON PROPERTY GROUP INC COM 828806109 29,473 150,650 SH   DFND 4,2,5 134,950 0 15,700
SJW CORP COM 784305104 569 18,400 SH   DFND 4,2,5 11,580 0 6,820
SKECHERS U.S.A. INC CL A 830566105 15,015 208,800 SH   DFND 2,5 208,800 0 0
SKECHERS U.S.A. INC CL A 830566105 18,551 257,980 SH   DFND 4,2,5 170,300 0 87,680
SKYWEST INC COM 830879102 767 52,500 SH   DFND 4,2,5 29,700 0 22,800
SKYWORKS SOLUTIONS INC COM 83088M102 4,364 44,400 SH   DFND 4,2,5 4,000 0 40,400
SL GREEN REALTY CORP COM 78440X101 1,273 9,914 SH   DFND 2,5 9,914 0 0
SL GREEN REALTY CORP COM 78440X101 1,374 10,700 SH   DFND 4,2,5 0 0 10,700
SL INDUSTRIES INC COM 784413106 782 18,291 SH   DFND 4,2,5 12,191 0 6,100
SLM CORP COM 78442P106 89 9,600 SH   DFND 4,2,5 0 0 9,600
SM ENERGY CO COM 78454L100 2,326 45,000 SH   DFND 2,5 45,000 0 0
SM ENERGY CO COM 78454L100 207 4,000 SH   DFND 4,2,5 0 0 4,000
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 143 7,081 SH   DFND 2,5 7,081 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 2,112 84,800 SH   DFND 4,2,5 22,900 0 61,900
SONOCO PRODUCTS CO COM 835495102 996 21,900 SH   DFND 4,2,5 21,900 0 0
SOUTHERN CO/THE COM 842587107 1,623 36,643 SH   DFND 2,5 36,643 0 0
SOUTHERN CO/THE COM 842587107 26,085 589,100 SH   DFND 4,2,5 150,800 0 438,300
SOUTHERN COPPER CORP COM 84265V105 10,422 357,161 SH   DFND 2,5 204,803 0 152,358
SOUTHERN MISSOURI BANCORP INC COM 843380106 87 4,632 SH   DFND 4,2,5 4,352 0 280
SOUTHWEST AIRLINES CO COM 844741108 4,266 96,300 SH   DFND 4,2,5 96,300 0 0
SOUTHWEST GAS CORP COM 844895102 820 14,100 SH   DFND 4,2,5 0 0 14,100
SOUTHWESTERN ENERGY CO COM 845467109 136 5,875 SH   DFND 2,5 5,875 0 0
SPARK THERAPEUTICS INC COM 84652J103 2,476 31,954 SH   DFND 2,5 31,954 0 0
SPARTANNASH CO COM 847215100 4,655 147,483 SH   DFND 4,2,5 23,700 0 123,783
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 125 4,090 SH   DFND 1,2,5,3 4,090 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 6,332 132,590 SH   DFND 1,2,5,3 132,590 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 10,357 264,075 SH   DFND 1,2,5,3 264,075 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,413 48,410 SH   DFND 1,2,5,3 48,410 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 780 14,300 SH   DFND 1,2,5,3 14,300 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 775 19,964 SH   DFND 1,2,5,3 19,964 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 5 43 SH   DFND 2,5 43 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 188 3,260 SH   DFND 1,2,5,3 3,260 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 397 5,370 SH   DFND 1,2,5,3 5,370 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 259 3,280 SH   DFND 1,2,5,3 3,280 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 2,012 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 2,844 13,779 SH   DFND 2,5 13,779 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 4,615 52,429 SH   DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 330 11,967 SH   DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,756 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 104 4,150 SH   DFND 1,2,5,3 4,150 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 274 5,310 SH   DFND 1,2,5,3 5,310 0 0
SPECTRA ENERGY CORP COM 847560109 427 11,815 SH   DFND 2,5 11,815 0 0
SPECTRA ENERGY CORP COM 847560109 6,804 188,100 SH   DFND 4,2,5 18,800 0 169,300
SPECTRANETICS CORP/THE COM 84760C107 8,616 247,862 SH   DFND 2,5 247,862 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 932 40,973 SH   DFND 4,2,5 21,326 0 19,647
SPIRIT AIRLINES INC COM 848577102 307 3,962 SH   DFND 2,5 3,962 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 4,718 390,600 SH   DFND 4,2,5 162,800 0 227,800
SPLUNK INC COM 848637104 6,068 102,500 SH   DFND 2,5 102,500 0 0
ST JOE CO/THE COM 790148100 3,226 173,800 SH   DFND 4,2,5 82,900 0 90,900
ST JUDE MEDICAL INC COM 790849103 9,854 150,674 SH   DFND 2,5 150,674 0 0
ST JUDE MEDICAL INC COM 790849103 8,783 134,300 SH   DFND 4,2,5 4,100 0 130,200
STAG INDUSTRIAL INC COM 85254J102 1,705 72,485 SH   DFND 2,5 72,485 0 0
STANDEX INTERNATIONAL CORP COM 854231107 181 2,200 SH   DFND 4,2,5 0 0 2,200
STANLEY BLACK & DECKER INC COM 854502101 267 2,800 SH   DFND 2,5 2,800 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,382 87,900 SH   DFND 4,2,5 2,800 0 85,100
STANTEC INC COM 85472N109 122 5,100 SH   DFND 4,2,5 1,700 0 3,400
STAPLES INC COM 855030102 943 57,900 SH   DFND 2,5 46,700 0 11,200
STAPLES INC COM 855030102 31,754 1,949,874 SH   DFND 4,2,5 1,460,000 0 489,874
STARBUCKS CORP COM 855244109 45,679 482,353 SH   DFND 2,5 482,353 0 0
STARBUCKS CORP COM 855244109 22,226 234,700 SH   DFND 4,2,5 120,500 0 114,200
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,860 22,272 SH   DFND 2,5 22,272 0 0
STATE STREET CORP COM 857477103 2,101 28,580 SH   DFND 2,5 28,580 0 0
STATE STREET CORP COM 857477103 11,721 159,400 SH   DFND 4,2,5 42,300 0 117,100
STEELCASE INC CL A 858155203 2,685 141,750 SH   DFND 4,2,5 61,700 0 80,050
STERICYCLE INC COM 858912108 24,878 177,155 SH   DFND 2,5 169,958 0 7,197
STERICYCLE INC COM 858912108 4,817 34,300 SH   DFND 4,2,5 2,900 0 31,400
STERLING BANCORP/DE COM 85917A100 177 13,200 SH   DFND 4,2,5 10,500 0 2,700
STIFEL FINANCIAL CORP COM 860630102 13,046 234,000 SH   DFND 2,5 234,000 0 0
STONE ENERGY CORP COM 861642106 9 600 SH   DFND 4,2,5 0 0 600
STRATASYS LTD SHS M85548101 109 2,064 SH   DFND 2,5 2,064 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 1,565 125,900 SH   DFND 4,2,5 97,200 0 28,700
STRATUS PROPERTIES INC COM NEW 863167201 453 32,788 SH   DFND 4,2,5 22,288 0 10,500
STRAYER EDUCATION INC COM 863236105 1,290 24,150 SH   DFND 4,2,5 11,600 0 12,550
STRYKER CORP COM 863667101 13,283 143,993 SH   DFND 2,5 143,993 0 0
STRYKER CORP COM 863667101 9,622 104,300 SH   DFND 4,2,5 46,100 0 58,200
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,530 179,800 SH   DFND 4,2,5 81,200 0 98,600
SUMMIT THERAPEUTICS-SPON ADR SPONS ADS 86627R102 3,629 292,907 SH   DFND 2,5 292,907 0 0
SUN LIFE FINANCIAL INC COM 866796105 163 5,300 SH   DFND 4,2,5 1,600 0 3,700
SUNCOR ENERGY INC COM 867224107 4,521 154,721 SH   DFND 2,5 154,721 0 0
SUNCOR ENERGY INC COM 867224107 10,383 355,300 SH   DFND 4,2,5 223,100 0 132,200
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 2,480 60,000 SH   DFND 2,5 60,000 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 3,896 233,720 SH   DFND 2,5 233,720 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 15,755 945,089 SH   DFND 4,2,5 757,420 0 187,669
SUNTRUST BANKS INC COM 867914103 242 5,900 SH   DFND 4,2,5 0 0 5,900
SUPER MICRO COMPUTER INC COM 86800U104 1,130 34,019 SH   DFND 4,2,5 13,200 0 20,819
SUPERIOR UNIFORM GROUP INC COM 868358102 1,042 54,932 SH   DFND 4,2,5 34,732 0 20,200
SUPERVALU INC COM 868536103 4,675 401,940 SH   DFND 4,2,5 106,440 0 295,500
SWIFT TRANSPORTATION CO CL A 87074U101 5,334 205,000 SH   DFND 4,2,5 86,200 0 118,800
SYKES ENTERPRISES INC COM 871237103 2,560 103,000 SH   DFND 4,2,5 43,100 0 59,900
SYMANTEC CORP COM 871503108 21,023 899,750 SH   DFND 2,5 899,750 0 0
SYMANTEC CORP COM 871503108 93,291 3,992,784 SH   DFND 4,2,5 3,059,614 0 933,170
SYNAGEVA BIOPHARMA CORP COM 87159A103 17,187 176,224 SH   DFND 2,5 176,224 0 0
SYNAPTICS INC COM 87157D109 3,334 41,000 SH   DFND 2,5 41,000 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 3,463 3,000,000 PRN   DFND 2,5 0 0 0
SYNERGY RESOURCES CORP COM 87164P103 2,666 225,000 SH   DFND 2,5 225,000 0 0
SYNNEX CORP COM 87162W100 278 3,600 SH   DFND 4,2,5 0 0 3,600
SYNOPSYS INC COM 871607107 385 8,314 SH   DFND 2,5 8,314 0 0
SYNOPSYS INC COM 871607107 12,051 260,162 SH   DFND 4,2,5 155,500 0 104,662
SYNUTRA INTERNATIONAL INC COM 87164C102 19 3,000 SH   DFND 4,2,5 3,000 0 0
SYSCO CORP COM 871829107 832 22,052 SH   DFND 2,5 22,052 0 0
SYSCO CORP COM 871829107 7,376 195,500 SH   DFND 4,2,5 20,400 0 175,100
SYSTEMAX INC COM 871851101 70 5,738 SH   DFND 4,2,5 2,138 0 3,600
T ROWE PRICE GROUP INC COM 74144T108 2,366 29,213 SH   DFND 2,5 29,213 0 0
T ROWE PRICE GROUP INC COM 74144T108 8,330 102,871 SH   DFND 4,2,5 4,800 0 98,071
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 13,524 575,992 SH   DFND 2,5 0 0 575,992
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 2,299 90,300 SH   DFND 4,2,5 56,600 0 33,700
TALISMAN ENERGY INC COM 87425E103 121 15,728 SH   DFND 2,5 15,728 0 0
TALISMAN ENERGY INC COM 87425E103 48 6,300 SH   DFND 4,2,5 0 0 6,300
TARGA RESOURCES CORP COM 87612G101 2,395 25,000 SH   DFND 2,5 25,000 0 0
TARGET CORP COM 87612E106 372 4,529 SH   DFND 2,5 4,529 0 0
TARGET CORP COM 87612E106 15,265 186,000 SH   DFND 4,2,5 87,000 0 99,000
TATA MOTORS LTD SPONSORED ADR 876568502 2,380 52,828 SH   DFND 2,5 52,828 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,040 49,900 SH   DFND 4,2,5 10,400 0 39,500
TCF FINANCIAL CORP COM 872275102 462 29,400 SH   DFND 4,2,5 29,400 0 0
TCP CAPITAL CORP COM 87238Q103 13,571 847,115 SH   DFND 2,5 0 0 847,115
TD AMERITRADE HOLDING CORP COM 87236Y108 21,715 582,806 SH   DFND 2,5 581,354 0 1,452
TEAM INC COM 878155100 1,766 45,300 SH   DFND 4,2,5 22,000 0 23,300
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 56,934 1,373,900 SH   DFND 1,2,5,3 1,373,900 0 0
TECK RESOURCES LTD CL B 878742204 151 11,031 SH   DFND 2,5 10,300 0 731
TECK RESOURCES LTD CL B 878742204 1,153 84,000 SH   DFND 4,2,5 18,300 0 65,700
TECO ENERGY INC COM 872375100 487 25,100 SH   DFND 4,2,5 25,100 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,148 200,000 SH   DFND 2,5 200,000 0 0
TEEKAY TANKERS LTD CL A Y8565N102 489 85,255 SH   DFND 4,2,5 73,235 0 12,020
TEKMIRA PHARMACEUTICALS CORP COM NEW 87911B209 4,379 250,801 SH   DFND 2,5 250,801 0 0
TELECOMMUNICATION SYSTEMS INC CL A 87929J103 83 21,700 SH   DFND 4,2,5 16,600 0 5,100
TELENAV INC COM 879455103 1,017 128,400 SH   DFND 4,2,5 88,100 0 40,300
TENARIS SA SPONSORED ADR 88031M109 1,359 48,542 SH   DFND 2,5 48,542 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 2,517 50,830 SH   DFND 4,2,5 50,830 0 0
TENNECO INC COM 880349105 5,523 96,187 SH   DFND 4,2,5 34,270 0 61,917
TERADATA CORP COM 88076W103 8,513 192,860 SH   DFND 4,2,5 154,560 0 38,300
TEREX CORP COM 880779103 822 30,900 SH   DFND 4,2,5 0 0 30,900
TESORO CORP COM 881609101 4,659 51,032 SH   DFND 2,5 51,032 0 0
TESORO CORP COM 881609101 12,552 137,500 SH   DFND 4,2,5 122,500 0 15,000
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 7,273 198,511 SH   DFND 2,5 198,511 0 0
TEVA PHARMACEUTICAL FINANCE CO LLC DBCV 0.250% 2/0 88163VAE9 29,600 20,000,000 PRN   DFND 2,5 0 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 12,040 193,265 SH   DFND 2,5 193,265 0 0
TEXAS INSTRUMENTS INC COM 882508104 6,457 112,908 SH   DFND 2,5 112,908 0 0
TEXAS INSTRUMENTS INC COM 882508104 16,223 283,700 SH   DFND 4,2,5 148,700 0 135,000
TEXAS ROADHOUSE INC COM 882681109 5,938 163,000 SH   DFND 2,5 163,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 19,154 142,580 SH   DFND 2,5 138,055 0 4,525
THERMO FISHER SCIENTIFIC INC COM 883556102 13,676 101,800 SH   DFND 4,2,5 59,300 0 42,500
THIRD POINT REINSURANCE LTD COM G8827U100 1,661 117,400 SH   DFND 4,2,5 62,200 0 55,200
THOMSON REUTERS CORP COM 884903105 584 14,400 SH   DFND 2,5 14,400 0 0
THOMSON REUTERS CORP COM 884903105 8,259 203,700 SH   DFND 4,2,5 11,000 0 192,700
THOR INDUSTRIES INC COM 885160101 262 4,143 SH   DFND 2,5 4,143 0 0
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 5,403 1,330,899 SH   DFND 2,5 1,330,899 0 0
TIME WARNER CABLE INC COM 88732J207 290 1,933 SH   DFND 2,5 1,933 0 0
TIME WARNER CABLE INC COM 88732J207 6,820 45,500 SH   DFND 4,2,5 43,700 0 1,800
TIME WARNER INC COM NEW 887317303 1,244 14,731 SH   DFND 2,5 14,731 0 0
TIME WARNER INC COM NEW 887317303 24,327 288,100 SH   DFND 4,2,5 129,500 0 158,600
TJX COS INC/THE COM 872540109 55,396 790,808 SH   DFND 2,5 790,808 0 0
TJX COS INC/THE COM 872540109 21,842 311,800 SH   DFND 4,2,5 112,500 0 199,300
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 5,816 5,500,000 PRN   DFND 2,5 0 0 0
TOLL BROTHERS INC COM 889478103 3,661 93,048 SH   DFND 2,5 93,048 0 0
TORONTO-DOMINION BANK COM NEW 891160509 21,643 505,649 SH   DFND 2,5 400,469 0 105,180
TORONTO-DOMINION BANK COM NEW 891160509 40,599 948,500 SH   DFND 4,2,5 247,900 0 700,600
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 44 6,500 SH   DFND 4,2,5 6,500 0 0
TOWNEBANK/PORTSMOUTH VA COM 89214P109 129 8,000 SH   DFND 4,2,5 8,000 0 0
TRACTOR SUPPLY CO COM 892356106 39,222 461,114 SH   DFND 2,5 455,704 0 5,410
TRACTOR SUPPLY CO COM 892356106 1,888 22,200 SH   DFND 4,2,5 2,300 0 19,900
TRANSCANADA CORP COM 89353D107 2,660 62,194 SH   DFND 2,5 56,100 0 6,094
TRANSCANADA CORP COM 89353D107 20,368 476,300 SH   DFND 4,2,5 124,000 0 352,300
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 117 10,532 SH   DFND 4,2,5 9,342 0 1,190
TRANSDIGM GROUP INC COM 893641100 12,904 59,000 SH   DFND 2,5 59,000 0 0
TRANSDIGM GROUP INC COM 893641100 744 3,400 SH   DFND 4,2,5 0 0 3,400
TRANSGLOBE ENERGY CORP COM 893662106 385 108,000 SH   DFND 4,2,5 41,400 0 66,600
TRAVELCENTERS OF AMERICA LLC COM 894174101 1,584 90,800 SH   DFND 4,2,5 50,200 0 40,600
TRAVELERS COS INC/THE COM 89417E109 39,324 363,670 SH   DFND 2,5 363,670 0 0
TRAVELERS COS INC/THE COM 89417E109 117,840 1,089,800 SH   DFND 4,2,5 977,400 0 112,400
TREDEGAR CORP COM 894650100 18 900 SH   DFND 4,2,5 0 0 900
TRIANGLE PETROLEUM CORP COM NEW 89600B201 1,006 200,000 SH   DFND 2,5 200,000 0 0
TRINITY INDUSTRIES INC COM 896522109 2,308 65,000 SH   DFND 2,5 65,000 0 0
TRINITY INDUSTRIES INC COM 896522109 1,953 55,000 SH   DFND 4,2,5 0 0 55,000
TRIPADVISOR INC COM 896945201 2,246 27,000 SH   DFND 2,5 27,000 0 0
TRIUMPH GROUP INC COM 896818101 42 700 SH   DFND 4,2,5 0 0 700
TUPPERWARE BRANDS CORP COM 899896104 226 3,279 SH   DFND 2,5 3,279 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,449 21,000 SH   DFND 4,2,5 14,800 0 6,200
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 20,815 615,107 SH   DFND 2,5 615,107 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 112,942 3,337,530 SH   DFND 4,2,5 2,851,300 0 486,230
TYCO INTERNATIONAL PLC SHS G91442106 6,215 144,329 SH   DFND 2,5 144,329 0 0
TYCO INTERNATIONAL PLC SHS G91442106 17,164 398,600 SH   DFND 4,2,5 386,000 0 12,600
TYSON FOODS INC CL A 902494103 14,957 390,510 SH   DFND 2,5 390,510 0 0
TYSON FOODS INC CL A 902494103 79,511 2,076,017 SH   DFND 4,2,5 1,344,490 0 731,527
UBS GROUP AG SHS H42097107 206,709 10,959,417 SH   DFND 2,5 6,198,536 0 4,760,881
UBS GROUP AG SHS H42097107 8,376 444,100 SH   DFND 4,2,5 40,100 0 404,000
ULTRA CLEAN HOLDINGS INC COM 90385V107 327 45,800 SH   DFND 4,2,5 28,700 0 17,100
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 7,139 114,976 SH   DFND 2,5 114,976 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 1,819 90,069 SH   DFND 2,5 90,069 0 0
UMPQUA HOLDINGS CORP COM 904214103 304 17,700 SH   DFND 4,2,5 17,700 0 0
UNDER ARMOUR INC CL A 904311107 6,783 84,000 SH   DFND 2,5 84,000 0 0
UNDER ARMOUR INC CL A 904311107 856 10,600 SH   DFND 4,2,5 0 0 10,600
UNIFI INC COM NEW 904677200 385 10,666 SH   DFND 4,2,5 5,990 0 4,676
UNIFIRST CORP/MA COM 904708104 4,451 37,820 SH   DFND 4,2,5 16,000 0 21,820
UNION PACIFIC CORP COM 907818108 57,699 532,721 SH   DFND 2,5 524,659 0 8,062
UNION PACIFIC CORP COM 907818108 86,117 795,100 SH   DFND 4,2,5 319,700 0 475,400
UNISYS CORP COM NEW 909214306 2,623 113,000 SH   DFND 4,2,5 54,100 0 58,900
UNIT CORP COM 909218109 929 33,200 SH   DFND 4,2,5 11,400 0 21,800
UNITED CONTINENTAL HOLDINGS INC COM 910047109 67 1,000 SH   DFND 2,5 1,000 0 0
UNITED CONTINENTAL HOLDINGS INC COM 910047109 11,977 178,100 SH   DFND 4,2,5 42,480 0 135,620
UNITED FINANCIAL BANCORP INC COM 910304104 425 34,200 SH   DFND 4,2,5 30,470 0 3,730
UNITED NATURAL FOODS INC COM 911163103 6,240 81,000 SH   DFND 2,5 81,000 0 0
UNITED ONLINE INC COM NEW 911268209 956 60,001 SH   DFND 4,2,5 39,901 0 20,100
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 22,257 229,600 SH   DFND 4,2,5 110,100 0 119,500
UNITED RENTALS INC COM 911363109 2,627 28,821 SH   DFND 2,5 27,374 0 1,447
UNITED STATIONERS INC COM 913004107 107 2,600 SH   DFND 4,2,5 400 0 2,200
UNITED TECHNOLOGIES CORP COM 913017109 12,159 103,746 SH   DFND 2,5 103,746 0 0
UNITED TECHNOLOGIES CORP COM 913017109 38,184 325,800 SH   DFND 4,2,5 154,700 0 171,100
UNITED THERAPEUTICS CORP COM 91307C102 1,207 7,000 SH   DFND 4,2,5 0 0 7,000
UNITEDHEALTH GROUP INC COM 91324P102 48,339 408,651 SH   DFND 2,5 395,765 0 12,886
UNITEDHEALTH GROUP INC COM 91324P102 44,799 378,720 SH   DFND 4,2,5 187,800 0 190,920
UNIVERSAL ELECTRONICS INC COM 913483103 17 300 SH   DFND 4,2,5 0 0 300
UNIVERSAL FOREST PRODUCTS INC COM 913543104 2,972 53,560 SH   DFND 4,2,5 21,900 0 31,660
UNIVERSAL HEALTH SERVICES INC CL B 913903100 7,289 61,922 SH   DFND 2,5 61,922 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 1,712 66,900 SH   DFND 4,2,5 34,500 0 32,400
URBAN EDGE PROPERTIES COM 91704F104 1,754 74,000 SH   DFND 2,5 74,000 0 0
URSTADT BIDDLE PROPERTIES INC CL A 917286205 69 3,000 SH   DFND 4,2,5 3,000 0 0
US BANCORP COM NEW 902973304 2,412 55,231 SH   DFND 2,5 55,231 0 0
US BANCORP COM NEW 902973304 35,526 813,500 SH   DFND 4,2,5 265,800 0 547,700
US SILICA HOLDINGS INC COM 90346E103 3,116 87,500 SH   DFND 2,5 87,500 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,167 19,500 SH   DFND 4,2,5 8,400 0 11,100
VALE SA ADR REPSTG PFD 91912E204 38 7,737 SH   DFND 2,5 7,737 0 0
VALE SA ADR REPSTG PFD 91912E204 38 7,737 SH   DFND 4,2,5 7,737 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 13,489 68,280 SH   DFND 2,5 68,280 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 10,095 51,100 SH   DFND 4,2,5 27,900 0 23,200
VALERO ENERGY CORP COM 91913Y100 1,422 22,354 SH   DFND 2,5 22,354 0 0
VALERO ENERGY CORP COM 91913Y100 46,373 728,910 SH   DFND 4,2,5 498,410 0 230,500
VALIDUS HOLDINGS LTD COM SHS G9319H102 379 9,000 SH   DFND 4,2,5 1,300 0 7,700
VALMONT INDUSTRIES INC COM 920253101 504 4,100 SH   DFND 4,2,5 0 0 4,100
VANGUARD ENERGY ETF ENERGY ETF 92204A306 1,185 10,840 SH   DFND 1,2,5,3 10,840 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 7,717 193,750 SH   DFND 1,2,5,3 193,750 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 5,137 125,700 SH   DFND 1,2,5,3 125,700 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 11,251 207,500 SH   DFND 1,2,5,3 207,500 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 588 9,600 SH   DFND 1,2,5,3 9,600 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 74,340 710,642 SH   DFND 1,2,5,3 710,642 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 60,983 572,500 SH   DFND 1,2,5,3 572,500 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 27,910 293,177 SH   DFND 1,2,5,3 293,177 0 0
VANGUARD MID-CAP GROWTH ETF MCAP GR IDXVIP 922908538 5,109 47,300 SH   DFND 1,2,5,3 47,300 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 55,311 601,800 SH   DFND 1,2,5,3 601,800 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 6,635 35,070 SH   DFND 2,5 0 0 35,070
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 1,035 21,360 SH   DFND 1,2,5,3 21,360 0 0
VANGUARD TOTAL INTERNATIONAL BOND ETF INTL BD IDX ETF 92203J407 3,218 59,500 SH   DFND 1,2,5,3 59,500 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 12,061 144,101 SH   DFND 1,2,5,3 144,101 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 6,028 64,064 SH   DFND 2,5 64,064 0 0
VCA INC COM 918194101 440 8,027 SH   DFND 2,5 8,027 0 0
VECTREN CORP COM 92240G101 6,136 139,018 SH   DFND 4,2,5 20,700 0 118,318
VEEVA SYSTEMS INC CL A COM 922475108 2,961 116,000 SH   DFND 2,5 116,000 0 0
VENTAS INC COM 92276F100 6,092 83,433 SH   DFND 2,5 83,433 0 0
VENTAS INC COM 92276F100 9,998 136,920 SH   DFND 4,2,5 127,320 0 9,600
VERA BRADLEY INC COM 92335C106 1,199 73,900 SH   DFND 4,2,5 43,600 0 30,300
VERASTEM INC COM 92337C104 6,242 613,776 SH   DFND 2,5 613,776 0 0
VERINT SYSTEMS INC COM 92343X100 99 1,600 SH   DFND 2,5 1,600 0 0
VERISK ANALYTICS INC CL A 92345Y106 6,712 94,000 SH   DFND 2,5 94,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 2,756 38,600 SH   DFND 4,2,5 3,300 0 35,300
VERITIV CORP COM 923454102 1 24 SH   DFND 2,5 24 0 0
VERITIV CORP COM 923454102 1,183 26,800 SH   DFND 4,2,5 15,600 0 11,200
VERIZON COMMUNICATIONS INC COM 92343V104 22,510 462,879 SH   DFND 2,5 462,879 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 69,513 1,429,433 SH   DFND 4,2,5 1,172,400 0 257,033
VERMILION ENERGY INC COM 923725105 2,102 50,000 SH   DFND 2,5 50,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 58,123 492,693 SH   DFND 2,5 492,693 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,200 35,600 SH   DFND 4,2,5 34,200 0 1,400
VF CORP COM 918204108 7,340 97,466 SH   DFND 4,2,5 24,566 0 72,900
VIACOM INC CL B 92553P201 5,773 84,530 SH   DFND 2,5 84,530 0 0
VIACOM INC CL B 92553P201 64,566 945,330 SH   DFND 4,2,5 478,930 0 466,400
VIAD CORP COM NEW 92552R406 802 28,830 SH   DFND 4,2,5 6,900 0 21,930
VILLAGE SUPER MARKET INC CL A NEW 927107409 66 2,100 SH   DFND 4,2,5 2,100 0 0
VISA INC COM CL A 92826C839 90,761 1,387,571 SH   DFND 2,5 1,384,111 0 3,460
VISA INC COM CL A 92826C839 41,326 631,800 SH   DFND 4,2,5 416,260 0 215,540
VISHAY INTERTECHNOLOGY INC COM 928298108 3,903 282,400 SH   DFND 4,2,5 132,700 0 149,700
VMWARE INC CL A COM 928563402 4,265 52,000 SH   DFND 2,5 52,000 0 0
WAL-MART STORES INC COM 931142103 15,744 191,422 SH   DFND 2,5 191,422 0 0
WAL-MART STORES INC COM 931142103 130,570 1,587,480 SH   DFND 4,2,5 690,930 0 896,550
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,176 37,502 SH   DFND 2,5 37,502 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,678 126,100 SH   DFND 4,2,5 120,300 0 5,800
WALT DISNEY CO/THE COM DISNEY 254687106 32,070 305,748 SH   DFND 2,5 304,236 0 1,512
WALT DISNEY CO/THE COM DISNEY 254687106 56,492 538,580 SH   DFND 4,2,5 411,300 0 127,280
WASHINGTON FEDERAL INC COM 938824109 3,073 140,911 SH   DFND 4,2,5 84,311 0 56,600
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 7,969 288,431 SH   DFND 2,5 288,431 0 0
WASTE MANAGEMENT INC COM 94106L109 317 5,845 SH   DFND 2,5 5,845 0 0
WASTE MANAGEMENT INC COM 94106L109 11,334 209,000 SH   DFND 4,2,5 32,300 0 176,700
WCI COMMUNITIES INC COM PAR $0.01 92923C807 804 33,572 SH   DFND 2,5 33,572 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2,505 2,500,000 PRN   DFND 2,5 0 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,896 52,690 SH   DFND 2,5 52,690 0 0
WEIS MARKETS INC COM 948849104 104 2,100 SH   DFND 4,2,5 0 0 2,100
WELLS FARGO & CO COM 949746101 44,939 826,081 SH   DFND 2,5 808,317 0 17,764
WELLS FARGO & CO COM 949746101 204,168 3,753,090 SH   DFND 4,2,5 2,181,830 0 1,571,260
WESCO INTERNATIONAL INC COM 95082P105 708 10,130 SH   DFND 2,5 10,130 0 0
WESTAR ENERGY INC COM 95709T100 19 500 SH   DFND 4,2,5 0 0 500
WESTERN DIGITAL CORP COM 958102105 1,585 17,411 SH   DFND 2,5 17,411 0 0
WESTERN DIGITAL CORP COM 958102105 8,883 97,600 SH   DFND 4,2,5 3,300 0 94,300
WESTERN REFINING INC COM 959319104 4,050 82,000 SH   DFND 2,5 82,000 0 0
WESTERN REFINING INC COM 959319104 331 6,700 SH   DFND 4,2,5 0 0 6,700
WESTERN UNION CO/THE COM 959802109 15,922 765,100 SH   DFND 2,5 765,100 0 0
WESTERN UNION CO/THE COM 959802109 78,121 3,753,998 SH   DFND 4,2,5 2,590,760 0 1,163,238
WESTFIELD FINANCIAL INC COM 96008P104 70 9,000 SH   DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 4,985 69,300 SH   DFND 2,5 69,300 0 0
WESTLAKE CHEMICAL CORP COM 960413102 28,416 395,000 SH   DFND 4,2,5 218,600 0 176,400
WEYERHAEUSER CO COM 962166104 16,598 500,700 SH   DFND 4,2,5 500,700 0 0
WHIRLPOOL CORP COM 963320106 27,965 138,400 SH   DFND 4,2,5 77,000 0 61,400
WHITEWAVE FOODS CO/THE COM 966244105 6,828 154,000 SH   DFND 2,5 154,000 0 0
WHITING PETROLEUM CORP COM 966387102 6,445 208,566 SH   DFND 2,5 208,566 0 0
WI-LAN INC COM 928972108 89 36,200 SH   DFND 4,2,5 36,200 0 0
WILLIAMS COS INC/THE COM 969457100 252 4,988 SH   DFND 2,5 4,988 0 0
WILLIAMS COS INC/THE COM 969457100 5,529 109,300 SH   DFND 4,2,5 105,400 0 3,900
WILLIS LEASE FINANCE CORP COM 970646105 14 750 SH   DFND 4,2,5 750 0 0
WINTRUST FINANCIAL CORP COM 97650W108 234 4,900 SH   DFND 4,2,5 3,000 0 1,900
WISCONSIN ENERGY CORP COM 976657106 465 9,399 SH   DFND 2,5 9,399 0 0
WISCONSIN ENERGY CORP COM 976657106 5,767 116,500 SH   DFND 4,2,5 18,800 0 97,700
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 55 1,240 SH   DFND 1,2,5,3 1,240 0 0
WORLD FUEL SERVICES CORP COM 981475106 2,759 48,000 SH   DFND 2,5 48,000 0 0
WPX ENERGY INC COM 98212B103 871 79,700 SH   DFND 4,2,5 0 0 79,700
WRIGHT MEDICAL GROUP INC COM 98235T107 2,976 115,357 SH   DFND 2,5 115,357 0 0
WW GRAINGER INC COM 384802104 4,048 17,166 SH   DFND 2,5 17,166 0 0
WW GRAINGER INC COM 384802104 4,150 17,600 SH   DFND 4,2,5 2,000 0 15,600
WYNDHAM WORLDWIDE CORP COM 98310W108 13,661 151,000 SH   DFND 2,5 151,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 56,947 629,460 SH   DFND 4,2,5 554,300 0 75,160
XCEL ENERGY INC COM 98389B100 22,071 634,052 SH   DFND 2,5 634,052 0 0
XCEL ENERGY INC COM 98389B100 123,680 3,553,014 SH   DFND 4,2,5 2,266,210 0 1,286,804
XCERRA CORP COM 98400J108 146 16,400 SH   DFND 4,2,5 16,400 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 308 19,018 SH   DFND 4,2,5 3,700 0 15,318
XEROX CORP COM 984121103 20,379 1,585,880 SH   DFND 2,5 1,585,880 0 0
XEROX CORP COM 984121103 96,565 7,514,768 SH   DFND 4,2,5 5,418,240 0 2,096,528
XILINX INC COM 983919101 1,328 31,400 SH   DFND 4,2,5 0 0 31,400
XILINX INC NOTE 2.625% 6/1 983919AF8 38,480 26,000,000 PRN   DFND 2,5 0 0 0
XPO LOGISTICS INC COM 983793100 6,366 140,000 SH   DFND 2,5 140,000 0 0
YAHOO! INC COM 984332106 29,197 657,067 SH   DFND 2,5 657,067 0 0
YAHOO! INC COM 984332106 136,438 3,070,500 SH   DFND 4,2,5 2,377,800 0 692,700
YAMANA GOLD INC COM 98462Y100 1,826 509,480 SH   DFND 2,5 509,480 0 0
YAMANA GOLD INC COM 98462Y100 3,067 855,700 SH   DFND 4,2,5 656,000 0 199,700
YANDEX NV SHS CLASS A N97284108 182 12,000 SH   DFND 2,5 12,000 0 0
YUM! BRANDS INC COM 988498101 277 3,516 SH   DFND 2,5 3,516 0 0
YUM! BRANDS INC COM 988498101 9,950 126,400 SH   DFND 4,2,5 53,800 0 72,600
ZAIS FINANCIAL CORP COM 98886K108 7 400 SH   DFND 4,2,5 400 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 9,249 300,000 SH   DFND 2,5 300,000 0 0
ZEP INC COM 98944B108 1,395 81,900 SH   DFND 4,2,5 53,300 0 28,600
ZIMMER HOLDINGS INC COM 98956P102 11,787 100,295 SH   DFND 2,5 100,295 0 0
ZIMMER HOLDINGS INC COM 98956P102 37,254 317,001 SH   DFND 4,2,5 131,300 0 185,701
ZOETIS INC CL A 98978V103 134 2,900 SH   DFND 4,2,5 0 0 2,900