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
AAR CORP COM 000361105 48 2,000 SH   DFND 4,2,5 2,000 0 0
ACNB CORP COM 000868109 160 8,386 SH   DFND 4,2,5 8,386 0 0
ABM INDUSTRIES INC COM 000957100 911 35,476 SH   DFND 4,2,5 22,140 0 13,336
ADT CORP/THE COM 00101J106 89 2,500 SH   DFND 4,2,5 2,500 0 0
AFLAC INC COM 001055102 7,085 121,627 SH   DFND 2,5 121,627 0 0
AFLAC INC COM 001055102 49,313 846,580 SH   DFND 4,2,5 801,800 0 44,780
AGL RESOURCES INC COM 001204106 10,525 205,000 SH   DFND 2,5 205,000 0 0
AGL RESOURCES INC COM 001204106 48,450 943,711 SH   DFND 4,2,5 596,070 0 347,641
AES CORP/VA COM 00130H105 18 1,250 SH   DFND 2,5 1,250 0 0
AES CORP/VA COM 00130H105 10,645 750,700 SH   DFND 4,2,5 647,920 0 102,780
AOL INC COM 00184X105 24,268 539,900 SH   DFND 4,2,5 340,300 0 199,600
AOL INC COM 00184X105 6,226 138,500 SH   DFND 2,5 138,500 0 0
AT&T INC COM 00206R102 15,340 435,296 SH   DFND 2,5 435,296 0 0
AT&T INC COM 00206R102 115,265 3,270,850 SH   DFND 4,2,5 1,803,450 0 1,467,400
AZZ INC COM 002474104 134 3,200 SH   DFND 4,2,5 0 0 3,200
AARON'S INC COM PAR $0.50 002535300 2,809 115,525 SH   DFND 4,2,5 74,300 0 41,225
ABBOTT LABORATORIES COM 002824100 39,931 960,100 SH   DFND 4,2,5 733,600 0 226,500
ABBOTT LABORATORIES COM 002824100 813 19,552 SH   DFND 2,5 19,552 0 0
ABBVIE INC COM 00287Y109 22,677 392,600 SH   DFND 4,2,5 223,400 0 169,200
ABBVIE INC COM 00287Y109 10,751 186,137 SH   DFND 2,5 186,137 0 0
ABRAXAS PETROLEUM CORP COM 003830106 3,168 600,000 SH   DFND 2,5 600,000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,053 42,543 SH   DFND 2,5 42,543 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 1,173 42,533 SH   DFND 2,5 42,533 0 0
ACHAOGEN INC COM 004449104 2,201 245,703 SH   DFND 2,5 245,703 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 4,637 464,629 SH   DFND 2,5 464,629 0 0
ACI WORLDWIDE INC COM 004498101 81 4,320 SH   DFND 2,5 4,320 0 0
ACORDA THERAPEUTICS INC COM 00484M106 85 2,500 SH   DFND 4,2,5 0 0 2,500
ACORDA THERAPEUTICS INC COM 00484M106 1,394 41,132 SH   DFND 2,5 41,132 0 0
ACTIVISION BLIZZARD INC COM 00507V109 51,931 2,497,907 SH   DFND 4,2,5 1,611,396 0 886,511
ACTIVISION BLIZZARD INC COM 00507V109 20,987 1,009,456 SH   DFND 2,5 1,009,456 0 0
ADOBE SYSTEMS INC COM 00724F101 224 3,231 SH   DFND 2,5 3,231 0 0
ADOBE SYSTEMS INC COM 00724F101 3,819 55,200 SH   DFND 4,2,5 52,400 0 2,800
ADVANCE AUTO PARTS INC COM 00751Y106 415 3,182 SH   DFND 2,5 3,182 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,485 11,400 SH   DFND 4,2,5 1,600 0 9,800
ADVANTAGE OIL & GAS LTD COM 00765F101 352 69,100 SH   DFND 4,2,5 69,100 0 0
AEGION CORP COM 00770F104 360 16,200 SH   DFND 4,2,5 16,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,772 812,700 SH   DFND 4,2,5 630,400 0 182,300
ADVANCED ENERGY INDUSTRIES INC COM 007973100 17 900 SH   DFND 4,2,5 900 0 0
AETNA INC COM 00817Y108 31,173 384,849 SH   DFND 2,5 384,849 0 0
AETNA INC COM 00817Y108 96,388 1,189,970 SH   DFND 4,2,5 986,380 0 203,590
AFFILIATED MANAGERS GROUP INC COM 008252108 1,560 7,786 SH   DFND 2,5 7,786 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 168 2,941 SH   DFND 2,5 2,941 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,394 59,561 SH   DFND 4,2,5 5,500 0 54,061
AGNICO EAGLE MINES LTD COM 008474108 2,494 86,035 SH   DFND 2,5 86,035 0 0
AGNICO EAGLE MINES LTD COM 008474108 58 2,000 SH   DFND 4,2,5 200 0 1,800
AGIOS PHARMACEUTICALS INC COM 00847X104 3,825 62,341 SH   DFND 2,5 62,341 0 0
AGRIUM INC COM 008916108 1,532 17,200 SH   DFND 2,5 17,200 0 0
AGRIUM INC COM 008916108 6,325 71,000 SH   DFND 4,2,5 27,590 0 43,410
AIR PRODUCTS & CHEMICALS INC COM 009158106 2,187 16,800 SH   DFND 4,2,5 15,600 0 1,200
AKAMAI TECHNOLOGIES INC COM 00971T101 3,110 52,000 SH   DFND 2,5 52,000 0 0
ALASKA AIR GROUP INC COM 011659109 39,740 912,704 SH   DFND 4,2,5 596,080 0 316,624
ALASKA AIR GROUP INC COM 011659109 10,867 249,580 SH   DFND 2,5 249,580 0 0
ALERE INC COM 01449J105 3,973 102,450 SH   DFND 2,5 102,450 0 0
ALERE INC COM 01449J105 13,286 342,580 SH   DFND 4,2,5 273,320 0 69,260
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 453 6,148 SH   DFND 2,5 6,148 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,383 20,400 SH   DFND 4,2,5 19,500 0 900
ALEXION PHARMACEUTICALS INC COM 015351109 91,777 553,473 SH   DFND 2,5 551,359 0 2,114
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 14,235 160,217 SH   DFND 2,5 112,205 0 48,012
ALIGN TECHNOLOGY INC COM 016255101 12,765 247,000 SH   DFND 2,5 247,000 0 0
ALLEGHANY CORP COM 017175100 868 2,077 SH   DFND 2,5 2,077 0 0
ALLERGAN INC/UNITED STATES COM 018490102 6,379 35,800 SH   DFND 4,2,5 34,000 0 1,800
ALLERGAN INC/UNITED STATES COM 018490102 16,964 95,203 SH   DFND 2,5 95,203 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 50,065 201,656 SH   DFND 2,5 201,656 0 0
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 643 15,000 SH   DFND 2,5 15,000 0 0
ALLIANT ENERGY CORP COM 018802108 449 8,100 SH   DFND 4,2,5 8,100 0 0
ALLIANT ENERGY CORP COM 018802108 870 15,707 SH   DFND 2,5 15,707 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 2,680 21,000 SH   DFND 4,2,5 10,200 0 10,800
ALLSTATE CORP/THE COM 020002101 546 8,900 SH   DFND 4,2,5 6,100 0 2,800
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,645 59,472 SH   DFND 2,5 59,472 0 0
ALTERA CORP COM 021441100 4,150 116,000 SH   DFND 2,5 116,000 0 0
ALTRIA GROUP INC COM 02209S103 41,144 895,600 SH   DFND 4,2,5 321,000 0 574,600
ALTRIA GROUP INC COM 02209S103 1,156 25,158 SH   DFND 2,5 25,158 0 0
AMAZON.COM INC COM 023135106 65,964 204,577 SH   DFND 2,5 204,083 0 494
AMAZON.COM INC COM 023135106 27,956 86,700 SH   DFND 4,2,5 79,300 0 7,400
AMBER ROAD INC COM 02318Y108 3,815 220,000 SH   DFND 2,5 220,000 0 0
AMBEV SA SPONSORED ADR 02319V103 12,630 1,928,292 SH   DFND 2,5 1,344,803 0 583,489
AMBEV SA SPONSORED ADR 02319V103 11 1,695 SH   DFND 4,2,5 1,695 0 0
AMERCO COM 023586100 2,645 10,100 SH   DFND 4,2,5 0 0 10,100
AMEREN CORP COM 023608102 17,733 462,650 SH   DFND 2,5 462,650 0 0
AMEREN CORP COM 023608102 49,651 1,295,352 SH   DFND 4,2,5 1,088,772 0 206,580
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 0 17 SH   DFND 2,5 17 0 0
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 780 46,500 SH   DFND 4,2,5 25,400 0 21,100
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,885 36,100 SH   DFND 2,5 36,100 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 52,696 1,009,300 SH   DFND 4,2,5 587,800 0 421,500
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 290 12,658 SH   DFND 2,5 12,658 0 0
AMERICAN EXPRESS CO COM 025816109 68,316 780,403 SH   DFND 2,5 779,490 0 913
AMERICAN EXPRESS CO COM 025816109 26,568 303,500 SH   DFND 4,2,5 125,500 0 178,000
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 2,025 37,487 SH   DFND 2,5 37,487 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 30,229 559,580 SH   DFND 4,2,5 528,530 0 31,050
AMERICAN PUBLIC EDUCATION INC COM 02913V103 151 5,600 SH   DFND 4,2,5 5,600 0 0
AMERICAN REALTY INVESTORS INC COM 029174109 5 1,004 SH   DFND 4,2,5 1,004 0 0
AMERICAN REALTY CAPITAL PROPERTIES INC NOTE 3.000% 8/0 02917TAA2 13,913 14,000,000 PRN   DFND 2,5 0 0 0
AMERICAN RESIDENTIAL PROPERTIES INC COM 02927E303 782 42,627 SH   DFND 2,5 42,627 0 0
AMERICAN TOWER CORP COM 03027X100 61,320 654,922 SH   DFND 2,5 654,922 0 0
AMERICAN TOWER CORP COM 03027X100 14,244 152,129 SH   DFND 4,2,5 151,659 0 470
AMERICAN WATER WORKS CO INC COM 030420103 51,674 1,071,402 SH   DFND 4,2,5 640,200 0 431,202
AMERICAN WATER WORKS CO INC COM 030420103 14,992 310,835 SH   DFND 2,5 310,835 0 0
AMERICAN WOODMARK CORP COM 030506109 63 1,700 SH   DFND 4,2,5 0 0 1,700
AMERISOURCEBERGEN CORP COM 03073E105 54 700 SH   DFND 4,2,5 0 0 700
AMERISOURCEBERGEN CORP COM 03073E105 12,264 158,652 SH   DFND 2,5 158,652 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 4,874 39,500 SH   DFND 4,2,5 0 0 39,500
AMETEK INC COM 031100100 2,338 46,566 SH   DFND 4,2,5 2,900 0 43,666
AMGEN INC COM 031162100 197,971 1,409,450 SH   DFND 4,2,5 884,050 0 525,400
AMGEN INC COM 031162100 164,071 1,168,099 SH   DFND 2,5 1,168,099 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,527 181,600 SH   DFND 4,2,5 119,000 0 62,600
AMPHENOL CORP CL A 032095101 2,756 27,600 SH   DFND 4,2,5 1,800 0 25,800
AMREIT INC CL B 03216B208 2,365 102,940 SH   DFND 2,5 102,940 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 2,206 55,400 SH   DFND 4,2,5 38,600 0 16,800
ANADARKO PETROLEUM CORP COM 032511107 4,990 49,193 SH   DFND 2,5 49,193 0 0
ANADARKO PETROLEUM CORP COM 032511107 7,649 75,400 SH   DFND 4,2,5 72,500 0 2,900
ANALOG DEVICES INC COM 032654105 1,879 37,970 SH   DFND 2,5 37,970 0 0
ANGIODYNAMICS INC COM 03475V101 49 3,600 SH   DFND 4,2,5 0 0 3,600
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,882 240,140 SH   DFND 2,5 240,140 0 0
ANIKA THERAPEUTICS INC COM 035255108 264 7,200 SH   DFND 4,2,5 7,200 0 0
ANSYS INC COM 03662Q105 205 2,708 SH   DFND 2,5 2,708 0 0
ANTERO RESOURCES CORP COM 03674X106 42 768 SH   DFND 2,5 768 0 0
APACHE CORP COM 037411105 34,325 365,660 SH   DFND 2,5 365,660 0 0
APACHE CORP COM 037411105 111,581 1,188,680 SH   DFND 4,2,5 880,170 0 308,510
APOLLO EDUCATION GROUP INC CL A 037604105 1,320 52,500 SH   DFND 4,2,5 43,590 0 8,910
APPLE INC COM 037833100 368,904 3,661,570 SH   DFND 4,2,5 2,553,720 0 1,107,850
APPLE INC COM 037833100 211,455 2,098,804 SH   DFND 2,5 2,092,056 0 6,748
APPLIED MATERIALS INC COM 038222105 4,682 216,675 SH   DFND 2,5 216,675 0 0
APPLIED MATERIALS INC COM 038222105 190 8,800 SH   DFND 4,2,5 1,700 0 7,100
ARAMARK COM 03852U106 29 1,100 SH   DFND 2,5 1,100 0 0
ARAMARK COM 03852U106 1,189 45,200 SH   DFND 4,2,5 32,600 0 12,600
ARCHER-DANIELS-MIDLAND CO COM 039483102 12,673 248,000 SH   DFND 4,2,5 96,000 0 152,000
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,085 2,000,000 PRN   DFND 2,5 0 0 0
ARRIS GROUP INC COM 04270V106 2,059 72,600 SH   DFND 4,2,5 40,100 0 32,500
ARROW ELECTRONICS INC COM 042735100 1,672 30,200 SH   DFND 2,5 30,200 0 0
ARROW ELECTRONICS INC COM 042735100 10,782 194,800 SH   DFND 4,2,5 125,600 0 69,200
ARUBA NETWORKS INC COM 043176106 11,373 527,000 SH   DFND 2,5 527,000 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 824 54,090 SH   DFND 4,2,5 49,200 0 4,890
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 983 96,200 SH   DFND 4,2,5 81,600 0 14,600
ASHLAND INC COM 044209104 416 4,000 SH   DFND 4,2,5 0 0 4,000
ASSOCIATED ESTATES REALTY CORP COM 045604105 105 6,000 SH   DFND 4,2,5 6,000 0 0
ASSURANT INC COM 04621X108 109 1,700 SH   DFND 4,2,5 1,300 0 400
ASTORIA FINANCIAL CORP COM 046265104 1,601 129,200 SH   DFND 4,2,5 101,600 0 27,600
ATHLON ENERGY INC COM 047477104 8,618 148,000 SH   DFND 2,5 148,000 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC COM NEW 049164205 591 17,900 SH   DFND 4,2,5 14,810 0 3,090
ATMOS ENERGY CORP COM 049560105 14,157 296,800 SH   DFND 4,2,5 34,010 0 262,790
ATWOOD OCEANICS INC COM 050095108 411 9,400 SH   DFND 4,2,5 6,930 0 2,470
AURICO GOLD INC COM 05155C105 184 52,700 SH   DFND 4,2,5 52,700 0 0
AUTOLIV INC COM 052800109 1,823 19,830 SH   DFND 2,5 19,830 0 0
AUTOLIV INC COM 052800109 1,278 13,900 SH   DFND 4,2,5 0 0 13,900
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 1,135 13,665 SH   DFND 2,5 13,665 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 15,389 185,240 SH   DFND 4,2,5 65,700 0 119,540
AUTOZONE INC COM 053332102 9,123 17,900 SH   DFND 4,2,5 1,000 0 16,900
AVALONBAY COMMUNITIES INC COM 053484101 9,989 70,862 SH   DFND 2,5 70,862 0 0
AVERY DENNISON CORP COM 053611109 522 11,700 SH   DFND 4,2,5 11,700 0 0
AVIS BUDGET GROUP INC COM 053774105 1,087 19,800 SH   DFND 2,5 19,800 0 0
AVIS BUDGET GROUP INC COM 053774105 5,857 106,700 SH   DFND 4,2,5 78,750 0 27,950
AVISTA CORP COM 05379B107 669 21,900 SH   DFND 4,2,5 21,900 0 0
AVNET INC COM 053807103 10,918 263,081 SH   DFND 4,2,5 98,800 0 164,281
AVON PRODUCTS INC COM 054303102 39 3,100 SH   DFND 4,2,5 3,100 0 0
AXIALL CORP COM 05463D100 50 1,400 SH   DFND 4,2,5 1,400 0 0
BB&T CORP COM 054937107 8,246 221,600 SH   DFND 4,2,5 55,600 0 166,000
BCE INC COM NEW 05534B760 7,465 174,200 SH   DFND 4,2,5 5,400 0 168,800
BCE INC COM NEW 05534B760 313 7,312 SH   DFND 2,5 7,312 0 0
BABCOCK & WILCOX CO/THE COM 05615F102 3,029 109,400 SH   DFND 4,2,5 4,400 0 105,000
BAIDU INC - SPON ADR SPON ADR REP A 056752108 50,738 232,498 SH   DFND 2,5 142,913 0 89,585
BAKER HUGHES INC COM 057224107 7,079 108,800 SH   DFND 4,2,5 52,700 0 56,100
BALL CORP COM 058498106 24,814 392,201 SH   DFND 4,2,5 267,301 0 124,900
BALL CORP COM 058498106 7,034 111,180 SH   DFND 2,5 111,180 0 0
BANCFIRST CORP COM 05945F103 497 7,946 SH   DFND 4,2,5 5,436 0 2,510
BANCO BRADESCO SA SP ADR PFD NEW 059460303 11,774 826,267 SH   DFND 2,5 826,267 0 0
BANCO DE CHILE SPONSORED ADR 059520106 900 12,167 SH   DFND 4,2,5 12,167 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 10,390 470,361 SH   DFND 2,5 269,617 0 200,744
BANCOLOMBIA SA SPON ADR PREF 05968L102 61 1,075 SH   DFND 4,2,5 1,075 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 12,268 216,295 SH   DFND 2,5 120,310 0 95,985
BANC OF CALIFORNIA INC COM 05990K106 177 15,200 SH   DFND 4,2,5 15,200 0 0
BANK OF AMERICA CORP COM 060505104 53,244 3,122,800 SH   DFND 4,2,5 2,834,100 0 288,700
BANK OF AMERICA CORP COM 060505104 14,334 840,704 SH   DFND 2,5 761,908 0 78,796
BANK OF HAWAII CORP COM 062540109 392 6,900 SH   DFND 4,2,5 6,900 0 0
BANK OF MONTREAL COM 063671101 11,931 161,749 SH   DFND 2,5 161,749 0 0
BANK OF MONTREAL COM 063671101 46,033 624,100 SH   DFND 4,2,5 249,800 0 374,300
BANK OF NEW YORK MELLON CORP/THE COM 064058100 172 4,434 SH   DFND 2,5 4,434 0 0
BANK OF NEW YORK MELLON CORP/THE COM 064058100 6,944 179,300 SH   DFND 4,2,5 128,800 0 50,500
BANK OF NOVA SCOTIA/THE COM 064149107 55,352 893,000 SH   DFND 4,2,5 348,300 0 544,700
BANK OF NOVA SCOTIA/THE COM 064149107 13,461 217,170 SH   DFND 2,5 217,170 0 0
BAR HARBOR BANKSHARES COM 066849100 226 7,800 SH   DFND 4,2,5 7,800 0 0
CR BARD INC COM 067383109 1,005 7,042 SH   DFND 2,5 7,042 0 0
CR BARD INC COM 067383109 2,268 15,890 SH   DFND 4,2,5 1,000 0 14,890
BARNES & NOBLE INC COM 067774109 1,173 59,400 SH   DFND 4,2,5 46,500 0 12,900
BARRICK GOLD CORP COM 067901108 5,088 345,208 SH   DFND 2,5 339,434 0 5,774
BARRICK GOLD CORP COM 067901108 2,838 192,600 SH   DFND 4,2,5 1,600 0 191,000
BASIC ENERGY SERVICES INC COM 06985P100 460 21,200 SH   DFND 4,2,5 21,200 0 0
BASSETT FURNITURE INDUSTRIES INC COM 070203104 18 1,300 SH   DFND 4,2,5 0 0 1,300
BAXTER INTERNATIONAL INC COM 071813109 21,006 292,689 SH   DFND 2,5 292,689 0 0
BAXTER INTERNATIONAL INC COM 071813109 60,907 848,650 SH   DFND 4,2,5 577,540 0 271,110
BAYTEX ENERGY CORP COM 07317Q105 3,411 90,000 SH   DFND 2,5 90,000 0 0
BECTON DICKINSON AND CO COM 075887109 1,069 9,389 SH   DFND 2,5 9,389 0 0
BECTON DICKINSON AND CO COM 075887109 10,571 92,885 SH   DFND 4,2,5 5,400 0 87,485
BED BATH & BEYOND INC COM 075896100 5,717 86,855 SH   DFND 4,2,5 3,300 0 83,555
BELLATRIX EXPLORATION LTD COM 078314101 2,309 375,000 SH   DFND 2,5 375,000 0 0
BEMIS CO COM 081437105 1,885 49,570 SH   DFND 2,5 49,570 0 0
BEMIS CO COM 081437105 7,281 191,500 SH   DFND 4,2,5 191,500 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 1,635 73,600 SH   DFND 4,2,5 63,200 0 10,400
BERKSHIRE HATHAWAY INC CL B NEW 084670702 27,271 197,414 SH   DFND 2,5 197,414 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 117,384 849,750 SH   DFND 4,2,5 543,100 0 306,650
BERKSHIRE HILLS BANCORP INC COM 084680107 685 29,145 SH   DFND 4,2,5 21,635 0 7,510
BEST BUY CO INC COM 086516101 13,738 409,000 SH   DFND 2,5 409,000 0 0
BEST BUY CO INC COM 086516101 36,572 1,088,780 SH   DFND 4,2,5 1,003,480 0 85,300
BIO-RAD LABORATORIES INC CL A 090572207 521 4,600 SH   DFND 4,2,5 2,400 0 2,200
BIOMARIN PHARMACEUTICAL INC COM 09061G101 31,325 434,105 SH   DFND 2,5 434,105 0 0
BIOGEN IDEC INC COM 09062X103 36,949 111,690 SH   DFND 4,2,5 85,220 0 26,470
BIOGEN IDEC INC COM 09062X103 64,012 193,502 SH   DFND 2,5 192,728 0 774
BIOMED REALTY TRUST INC COM 09063H107 537 26,600 SH   DFND 2,5 26,600 0 0
BLACK HILLS CORP COM 092113109 316 6,600 SH   DFND 4,2,5 6,600 0 0
BLACKBERRY LTD COM 09228F103 174 17,400 SH   DFND 2,5 17,400 0 0
BLACKBERRY LTD COM 09228F103 174 17,400 SH   DFND 4,2,5 17,400 0 0
BLACKHAWK NETWORK HOLDINGS INC CL A 09238E104 1,815 55,997 SH   DFND 4,2,5 41,397 0 14,600
BLACKHAWK NETWORK HOLDINGS INC CL B 09238E203 2,880 89,172 SH   DFND 4,2,5 15,918 0 73,254
BLACKROCK INC COM 09247X101 8,912 27,144 SH   DFND 2,5 26,086 0 1,058
BLACKROCK INC COM 09247X101 10,766 32,790 SH   DFND 4,2,5 15,100 0 17,690
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 9,128 289,954 SH   DFND 2,5 284,988 0 4,966
BLACKSTONE/GSO LONG-SHORT CREDIT INCOME COM SHS BN INT 09257D102 77 4,589 SH   DFND 1,2,5,3 4,589 0 0
H&R BLOCK INC COM 093671105 395 12,728 SH   DFND 2,5 12,728 0 0
BLUCORA INC COM 095229100 961 63,100 SH   DFND 4,2,5 49,900 0 13,200
BLYTH INC COM NEW 09643P207 168 20,800 SH   DFND 4,2,5 14,800 0 6,000
BOEING CO/THE COM 097023105 25,600 200,980 SH   DFND 4,2,5 100,280 0 100,700
BOEING CO/THE COM 097023105 35,620 279,638 SH   DFND 2,5 279,638 0 0
BONANZA CREEK ENERGY INC COM 097793103 5,121 90,000 SH   DFND 2,5 90,000 0 0
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 2,530 108,100 SH   DFND 4,2,5 0 0 108,100
BORGWARNER INC COM 099724106 1,977 37,573 SH   DFND 4,2,5 2,500 0 35,073
BOSTON PROPERTIES INC COM 101121101 2,908 25,125 SH   DFND 2,5 25,125 0 0
BOSTON SCIENTIFIC CORP COM 101137107 19,693 1,667,490 SH   DFND 2,5 1,667,490 0 0
BOSTON SCIENTIFIC CORP COM 101137107 60,992 5,164,470 SH   DFND 4,2,5 4,722,970 0 441,500
BOYD GAMING CORP COM 103304101 1,308 128,700 SH   DFND 4,2,5 88,900 0 39,800
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BRF SA SPONSORED ADR 10552T107 1 54 SH   DFND 4,2,5 54 0 0
BRINKER INTERNATIONAL INC COM 109641100 2,616 51,500 SH   DFND 4,2,5 21,400 0 30,100
BRINK'S CO/THE COM 109696104 2,014 83,800 SH   DFND 4,2,5 54,900 0 28,900
BRISTOL-MYERS SQUIBB CO COM 110122108 10,995 214,827 SH   DFND 2,5 214,827 0 0
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BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 22,041 489,900 SH   DFND 4,2,5 246,000 0 243,900
BROWN-FORMAN CORP CL B 115637209 3,927 43,529 SH   DFND 2,5 43,529 0 0
BROWN-FORMAN CORP CL B 115637209 29,862 330,989 SH   DFND 4,2,5 251,989 0 79,000
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CBIZ INC COM 124805102 857 109,000 SH   DFND 4,2,5 86,700 0 22,300
CBL & ASSOCIATES PROPERTIES INC COM 124830100 2,216 123,800 SH   DFND 4,2,5 109,900 0 13,900
CBS CORP CL B 124857202 3,611 67,500 SH   DFND 4,2,5 64,600 0 2,900
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CIT GROUP INC COM NEW 125581801 35,101 763,740 SH   DFND 4,2,5 612,520 0 151,220
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CLECO CORP COM 12561W105 337 7,000 SH   DFND 4,2,5 7,000 0 0
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CA INC COM 12673P105 18,421 659,300 SH   DFND 2,5 659,300 0 0
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CABOT OIL & GAS CORP COM 127097103 191 5,838 SH   DFND 2,5 5,838 0 0
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CACI INTERNATIONAL INC CL A 127190304 16 220 SH   DFND 2,5 220 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 4,475 260,000 SH   DFND 2,5 260,000 0 0
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CAMBREX CORP COM 132011107 847 45,300 SH   DFND 4,2,5 35,500 0 9,800
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CAMECO CORP COM 13321L108 4 200 SH   DFND 4,2,5 200 0 0
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CAMERON INTERNATIONAL CORP COM 13342B105 2,363 35,600 SH   DFND 4,2,5 0 0 35,600
CAMPBELL SOUP CO COM 134429109 343 8,035 SH   DFND 2,5 8,035 0 0
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CANADIAN NATIONAL RAILWAY CO COM 136375102 2,635 37,043 SH   DFND 2,5 37,043 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 21,671 304,600 SH   DFND 4,2,5 70,300 0 234,300
CANADIAN NATURAL RESOURCES LTD COM 136385101 5,367 137,847 SH   DFND 2,5 137,847 0 0
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CANADIAN PACIFIC RAILWAY LTD COM 13645T100 541 2,600 SH   DFND 2,5 2,600 0 0
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CAPITAL ONE FINANCIAL CORP COM 14040H105 764 9,359 SH   DFND 2,5 9,359 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 18,824 230,630 SH   DFND 4,2,5 222,350 0 8,280
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CARNIVAL PLC PAIRED CTF 143658300 28,247 707,155 SH   DFND 2,5 694,155 0 13,000
CARRIZO OIL & GAS INC COM 144577103 10,979 204,000 SH   DFND 2,5 204,000 0 0
CASH AMERICA INTERNATIONAL INC COM 14754D100 8,802 200,970 SH   DFND 4,2,5 31,600 0 169,370
CATAMARAN CORP COM 148887102 34,569 819,000 SH   DFND 2,5 819,000 0 0
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CELANESE CORP COM SER A 150870103 40,938 699,558 SH   DFND 4,2,5 562,738 0 136,820
CELESTICA INC SUB VTG SHS 15101Q108 231 22,700 SH   DFND 4,2,5 17,100 0 5,600
CELGENE CORP COM 151020104 130,118 1,372,838 SH   DFND 2,5 1,368,838 0 4,000
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CELLDEX THERAPEUTICS INC COM 15117B103 4,371 337,243 SH   DFND 2,5 337,243 0 0
CELLADON CORP COM 15117E107 3,071 293,613 SH   DFND 2,5 293,613 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 36,253 2,780,155 SH   DFND 2,5 1,559,870 0 1,220,285
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CENTERPOINT ENERGY INC. COM 15189T107 848 34,665 SH   DFND 2,5 34,665 0 0
CENTERPOINT ENERGY INC. COM 15189T107 1,079 44,100 SH   DFND 4,2,5 26,400 0 17,700
CENTURY ALUMINUM CO COM 156431108 81 3,100 SH   DFND 4,2,5 0 0 3,100
CENTURY ALUMINUM CO COM 156431108 779 30,000 SH   DFND 2,5 30,000 0 0
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CEPHEID COM 15670R107 22,885 519,749 SH   DFND 2,5 519,749 0 0
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CHANNELADVISOR CORP COM 159179100 5,489 334,687 SH   DFND 2,5 334,687 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL COM 159864107 42 700 SH   DFND 4,2,5 700 0 0
CHASE CORP COM 16150R104 103 3,303 SH   DFND 4,2,5 2,470 0 833
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CHENIERE ENERGY INC COM NEW 16411R208 6,670 83,339 SH   DFND 2,5 83,339 0 0
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CHESAPEAKE ENERGY CORP COM 165167107 57,532 2,502,498 SH   DFND 4,2,5 2,163,690 0 338,808
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 5,041 5,000,000 PRN   DFND 2,5 0 0 0
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CHEVRON CORP COM 166764100 123,031 1,031,100 SH   DFND 4,2,5 593,100 0 438,000
CHIMERIX INC COM 16934W106 7,042 254,978 SH   DFND 2,5 218,597 0 36,381
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,532 5,298 SH   DFND 4,2,5 400 0 4,898
CHIPOTLE MEXICAN GRILL INC COM 169656105 48,782 73,181 SH   DFND 2,5 73,181 0 0
CHUBB CORP/THE COM 171232101 574 6,300 SH   DFND 4,2,5 4,800 0 1,500
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 4,379 146,114 SH   DFND 2,5 0 0 146,114
CHURCH & DWIGHT CO INC COM 171340102 1,089 15,527 SH   DFND 2,5 15,527 0 0
CHURCH & DWIGHT CO INC COM 171340102 2,945 41,978 SH   DFND 4,2,5 3,400 0 38,578
CIBER INC COM 17163B102 55 15,900 SH   DFND 4,2,5 3,500 0 12,400
CIMAREX ENERGY CO COM 171798101 6,100 48,209 SH   DFND 2,5 48,209 0 0
CINCINNATI FINANCIAL CORP COM 172062101 89 1,895 SH   DFND 2,5 1,895 0 0
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CITIGROUP INC COM NEW 172967424 16,643 321,162 SH   DFND 2,5 299,016 0 22,146
CITIGROUP INC COM NEW 172967424 44,099 851,000 SH   DFND 4,2,5 769,700 0 81,300
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CLOROX CO/THE COM 189054109 1,084 11,284 SH   DFND 2,5 11,284 0 0
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CLOVIS ONCOLOGY INC COM 189464100 1,283 28,283 SH   DFND 2,5 28,283 0 0
COACH INC COM 189754104 1,738 48,800 SH   DFND 4,2,5 0 0 48,800
COBALT INTERNATIONAL ENERGY INC COM 19075F106 62 4,552 SH   DFND 2,5 4,552 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 3,242 43,444 SH   DFND 4,2,5 11,600 0 31,844
COCA-COLA CO/THE COM 191216100 69,714 1,634,180 SH   DFND 4,2,5 1,069,090 0 565,090
COCA-COLA CO/THE COM 191216100 16,098 377,364 SH   DFND 2,5 377,364 0 0
COCA-COLA ENTERPRISES INC COM 19122T109 60,930 1,373,544 SH   DFND 4,2,5 1,142,380 0 231,164
COCA-COLA ENTERPRISES INC COM 19122T109 20,432 460,600 SH   DFND 2,5 460,600 0 0
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COGENT COMMUNICATIONS HOLDINGS INC COM NEW 19239V302 12,505 372,060 SH   DFND 2,5 372,060 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 6,946 155,145 SH   DFND 4,2,5 70,600 0 84,545
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COHERENT INC COM 192479103 3,989 65,000 SH   DFND 2,5 65,000 0 0
COHU INC COM 192576106 7 600 SH   DFND 4,2,5 0 0 600
COLGATE-PALMOLIVE CO COM 194162103 20,198 309,700 SH   DFND 4,2,5 123,200 0 186,500
COLGATE-PALMOLIVE CO COM 194162103 18,569 284,719 SH   DFND 2,5 264,168 0 20,551
COLUMBIA SPORTSWEAR CO COM 198516106 866 24,200 SH   DFND 2,5 24,200 0 0
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COMCAST CORP CL A 20030N101 36,995 687,892 SH   DFND 2,5 687,892 0 0
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COMMUNITY HEALTH SYSTEMS INC COM 203668108 4,072 74,324 SH   DFND 2,5 74,324 0 0
COMMUNITY HEALTH SYSTEMS INC RIGHT 01/27/2016 203668116 12 337,792 SH   DFND 2,5 337,792 0 0
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CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 115 14,165 SH   DFND 4,2,5 14,165 0 0
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CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 3,589 309,890 SH   DFND 2,5 309,890 0 0
COMPASS MINERALS INTERNATIONAL INC COM 20451N101 2,930 34,760 SH   DFND 2,5 34,760 0 0
COMPASS MINERALS INTERNATIONAL INC COM 20451N101 9,086 107,800 SH   DFND 4,2,5 90,260 0 17,540
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COMPUTER SCIENCES CORP COM 205363104 60,917 996,190 SH   DFND 4,2,5 696,680 0 299,510
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CONMED CORP COM 207410101 729 19,800 SH   DFND 4,2,5 17,250 0 2,550
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CONSOL ENERGY INC COM 20854P109 1,158 30,588 SH   DFND 2,5 30,588 0 0
CONSOLIDATED EDISON INC COM 209115104 9,460 166,953 SH   DFND 2,5 166,953 0 0
CONSOLIDATED EDISON INC COM 209115104 35,294 622,914 SH   DFND 4,2,5 282,436 0 340,478
CONSTELLATION BRANDS INC CL A 21036P108 9 100 SH   DFND 4,2,5 100 0 0
CONSUMER PORTFOLIO SERVICES INC COM 210502100 551 85,900 SH   DFND 4,2,5 70,200 0 15,700
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CONVERGYS CORP COM 212485106 2,876 161,400 SH   DFND 4,2,5 109,900 0 51,500
COOPER-STANDARD HOLDING INC COM 21676P103 677 10,846 SH   DFND 4,2,5 7,456 0 3,390
CORESITE REALTY CORP COM 21870Q105 473 14,400 SH   DFND 4,2,5 12,360 0 2,040
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CORNING INC COM 219350105 6,504 336,300 SH   DFND 4,2,5 1,900 0 334,400
CORPBANCA SA SPONSORED ADR 21987A209 46 2,400 SH   DFND 4,2,5 2,400 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,195 25,493 SH   DFND 2,5 25,493 0 0
COSTCO WHOLESALE CORP COM 22160K105 19,788 157,900 SH   DFND 4,2,5 64,200 0 93,700
COSTAR GROUP INC COM 22160N109 11,078 71,220 SH   DFND 2,5 71,220 0 0
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COVANCE INC COM 222816100 2,867 36,426 SH   DFND 2,5 36,426 0 0
COVENANT TRANSPORTATION GROUP INC CL A 22284P105 310 16,700 SH   DFND 4,2,5 13,830 0 2,870
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 13,074 126,699 SH   DFND 4,2,5 25,000 0 101,699
CRAWFORD & CO CL B 224633107 286 34,641 SH   DFND 4,2,5 21,101 0 13,540
CRAWFORD & CO CL A 224633206 14 1,861 SH   DFND 4,2,5 1,861 0 0
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CRESCENT POINT ENERGY CORP COM 22576C101 208 5,740 SH   DFND 2,5 5,740 0 0
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CRITEO SA SPONS ADS 226718104 8,739 259,713 SH   DFND 2,5 259,713 0 0
CROCS INC COM 227046109 177 14,100 SH   DFND 4,2,5 14,100 0 0
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CUBESMART COM 229663109 2,044 113,673 SH   DFND 2,5 113,673 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 13,926 209,917 SH   DFND 2,5 209,917 0 0
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 31 284,948 SH   DFND 2,5 284,948 0 0
CUMMINS INC COM 231021106 19,368 146,750 SH   DFND 4,2,5 83,300 0 63,450
CUMMINS INC COM 231021106 1,870 14,170 SH   DFND 2,5 14,170 0 0
CYTEC INDUSTRIES INC COM 232820100 5,435 114,934 SH   DFND 2,5 114,934 0 0
CYTEC INDUSTRIES INC COM 232820100 16,255 343,714 SH   DFND 4,2,5 288,274 0 55,440
DST SYSTEMS INC COM 233326107 2,115 25,200 SH   DFND 4,2,5 0 0 25,200
DTE ENERGY CO COM 233331107 961 12,638 SH   DFND 2,5 12,638 0 0
DTE ENERGY CO COM 233331107 6,906 90,764 SH   DFND 4,2,5 13,500 0 77,264
DANAHER CORP COM 235851102 14,815 194,980 SH   DFND 4,2,5 86,480 0 108,500
DANAHER CORP COM 235851102 50,967 670,789 SH   DFND 2,5 670,789 0 0
DARDEN RESTAURANTS INC COM 237194105 504 9,800 SH   DFND 4,2,5 9,800 0 0
DATALINK CORP COM 237934104 63 5,900 SH   DFND 4,2,5 5,900 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,077 83,094 SH   DFND 2,5 83,094 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,412 19,300 SH   DFND 4,2,5 0 0 19,300
DAWSON GEOPHYSICAL CO COM 239359102 25 1,400 SH   DFND 4,2,5 1,400 0 0
DEAN FOODS CO COM NEW 242370203 1,588 119,800 SH   DFND 4,2,5 96,000 0 23,800
DEERE & CO COM 244199105 254 3,099 SH   DFND 2,5 3,099 0 0
DEERE & CO COM 244199105 23,843 290,800 SH   DFND 4,2,5 45,100 0 245,700
DELEK US HOLDINGS INC COM 246647101 1,458 44,000 SH   DFND 4,2,5 35,600 0 8,400
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DELTA AIR LINES INC COM NEW 247361702 49,762 1,376,532 SH   DFND 4,2,5 951,230 0 425,302
DELTA NATURAL GAS CO INC COM 247748106 536 27,100 SH   DFND 4,2,5 21,800 0 5,300
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DELUXE CORP COM 248019101 13,940 252,710 SH   DFND 4,2,5 113,275 0 139,435
DEMAND MEDIA INC COM NEW 24802N208 343 38,700 SH   DFND 4,2,5 31,200 0 7,500
DENTSPLY INTERNATIONAL INC COM 249030107 560 12,277 SH   DFND 2,5 12,277 0 0
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DEVON ENERGY CORP COM 25179M103 38,497 564,640 SH   DFND 4,2,5 523,060 0 41,580
DEXCOM INC COM 252131107 7,011 175,322 SH   DFND 2,5 175,322 0 0
DIAMONDBACK ENERGY INC COM 25278X109 5,235 70,000 SH   DFND 2,5 70,000 0 0
DIGITAL RIVER INC COM 25388B104 159 10,900 SH   DFND 4,2,5 7,200 0 3,700
DIGITALGLOBE INC COM NEW 25389M877 1,610 56,500 SH   DFND 4,2,5 41,550 0 14,950
DIME COMMUNITY BANCSHARES INC COM 253922108 144 10,000 SH   DFND 4,2,5 10,000 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 31,399 352,680 SH   DFND 2,5 350,910 0 1,770
WALT DISNEY CO/THE COM DISNEY 254687106 60,387 678,280 SH   DFND 4,2,5 534,150 0 144,130
DISCOVER FINANCIAL SERVICES COM 254709108 140,956 2,189,100 SH   DFND 4,2,5 1,497,600 0 691,500
DISCOVER FINANCIAL SERVICES COM 254709108 43,822 680,573 SH   DFND 2,5 680,573 0 0
DISH NETWORK CORP CL A 25470M109 2,375 36,774 SH   DFND 4,2,5 2,300 0 34,474
DIRECTV COM 25490A309 4,241 49,018 SH   DFND 2,5 49,018 0 0
DIRECTV COM 25490A309 13,573 156,870 SH   DFND 4,2,5 65,600 0 91,270
DOLLAR GENERAL CORP COM 256677105 4,424 72,400 SH   DFND 4,2,5 2,200 0 70,200
DOLLAR TREE INC COM 256746108 2,639 47,076 SH   DFND 4,2,5 3,400 0 43,676
DOMINION DIAMOND CORP COM 257287102 786 55,200 SH   DFND 4,2,5 41,400 0 13,800
DOMINION RESOURCES INC/VA COM 25746U109 1,564 22,643 SH   DFND 2,5 22,643 0 0
DOMINION RESOURCES INC/VA COM 25746U109 16,575 239,900 SH   DFND 4,2,5 96,100 0 143,800
DOMTAR CORP COM NEW 257559203 492 14,000 SH   DFND 4,2,5 9,400 0 4,600
DOUGLAS EMMETT INC COM 25960P109 1,036 40,354 SH   DFND 2,5 40,354 0 0
DOVER CORP COM 260003108 2,378 29,600 SH   DFND 4,2,5 0 0 29,600
DOW CHEMICAL CO/THE COM 260543103 3,010 57,404 SH   DFND 2,5 49,303 0 8,101
DOW CHEMICAL CO/THE COM 260543103 9,119 173,900 SH   DFND 4,2,5 166,100 0 7,800
DR PEPPER SNAPPLE GROUP INC COM 26138E109 58,166 904,452 SH   DFND 4,2,5 489,907 0 414,545
DR PEPPER SNAPPLE GROUP INC COM 26138E109 14,363 223,337 SH   DFND 2,5 223,337 0 0
DRIL-QUIP INC COM 262037104 2,105 23,543 SH   DFND 2,5 23,543 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 22,780 317,450 SH   DFND 4,2,5 134,000 0 183,450
EI DU PONT DE NEMOURS & CO COM 263534109 10,783 150,270 SH   DFND 2,5 150,270 0 0
DUCOMMUN INC COM 264147109 384 13,994 SH   DFND 4,2,5 12,494 0 1,500
DUKE ENERGY CORP COM NEW 26441C204 4,004 53,556 SH   DFND 2,5 53,556 0 0
DUKE ENERGY CORP COM NEW 26441C204 22,940 306,800 SH   DFND 4,2,5 97,000 0 209,800
DUN & BRADSTREET CORP/THE COM 26483E100 8,477 72,163 SH   DFND 4,2,5 70,963 0 1,200
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,969 72,800 SH   DFND 4,2,5 61,500 0 11,300
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 208 7,692 SH   DFND 2,5 7,692 0 0
DYAX CORP COM 26746E103 6,308 623,277 SH   DFND 2,5 623,277 0 0
EMC CORP/MA COM 268648102 4,333 148,073 SH   DFND 2,5 148,073 0 0
EMC CORP/MA COM 268648102 13,963 477,200 SH   DFND 4,2,5 275,000 0 202,200
EOG RESOURCES INC COM 26875P101 7,446 75,200 SH   DFND 4,2,5 72,000 0 3,200
EOG RESOURCES INC COM 26875P101 60,357 609,543 SH   DFND 2,5 603,914 0 5,629
EPIQ SYSTEMS INC COM 26882D109 81 4,600 SH   DFND 4,2,5 4,600 0 0
EQT CORP COM 26884L109 4,920 53,748 SH   DFND 2,5 53,748 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 6,093 68,000 SH   DFND 2,5 68,000 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 169 49,300 SH   DFND 4,2,5 49,300 0 0
EASTMAN CHEMICAL CO COM 277432100 40 500 SH   DFND 2,5 500 0 0
EASTMAN CHEMICAL CO COM 277432100 24,753 306,000 SH   DFND 4,2,5 145,900 0 160,100
EBAY INC COM 278642103 14,896 263,049 SH   DFND 2,5 257,308 0 5,741
EBAY INC COM 278642103 8,296 146,500 SH   DFND 4,2,5 139,600 0 6,900
EBIX INC COM NEW 278715206 739 52,100 SH   DFND 4,2,5 37,400 0 14,700
ECHOSTAR CORP CL A 278768106 3,469 71,150 SH   DFND 2,5 71,150 0 0
ECHOSTAR CORP CL A 278768106 11,203 229,760 SH   DFND 4,2,5 191,690 0 38,070
ECOLAB INC COM 278865100 67,722 589,757 SH   DFND 2,5 583,905 0 5,852
ECOLAB INC COM 278865100 11,678 101,700 SH   DFND 4,2,5 32,400 0 69,300
ECOPETROL SA SPONSORED ADS 279158109 559 17,900 SH   DFND 4,2,5 17,900 0 0
EDISON INTERNATIONAL COM 281020107 470 8,396 SH   DFND 2,5 8,396 0 0
EDISON INTERNATIONAL COM 281020107 7,572 135,400 SH   DFND 4,2,5 9,700 0 125,700
EDWARDS LIFESCIENCES CORP COM 28176E108 8,477 82,988 SH   DFND 2,5 82,988 0 0
ELDORADO RESORTS INC COM 28470R102 293 69,481 SH   DFND 4,2,5 64,977 0 4,504
ELDORADO GOLD CORP COM 284902103 655 96,900 SH   DFND 4,2,5 0 0 96,900
ELDORADO GOLD CORP COM 284902103 643 95,173 SH   DFND 2,5 95,173 0 0
ELECTRONIC ARTS INC COM 285512109 11,007 309,090 SH   DFND 4,2,5 309,090 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 3,083 2,500,000 PRN   DFND 2,5 0 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,066 50,000 SH   DFND 4,2,5 33,800 0 16,200
EMERSON ELECTRIC CO COM 291011104 13,373 213,700 SH   DFND 4,2,5 99,700 0 114,000
EMERSON ELECTRIC CO COM 291011104 416 6,655 SH   DFND 2,5 6,655 0 0
EMERGE ENERGY SERVICES LP COM REP PARTN 29102H108 4,958 43,000 SH   DFND 2,5 43,000 0 0
EMPIRE DISTRICT ELECTRIC CO/THE COM 291641108 611 25,312 SH   DFND 4,2,5 0 0 25,312
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 40 900 SH   DFND 4,2,5 900 0 0
EMULEX CORP COM NEW 292475209 548 110,900 SH   DFND 4,2,5 94,800 0 16,100
ENCANA CORP COM 292505104 221 10,367 SH   DFND 2,5 10,367 0 0
ENCANA CORP COM 292505104 117 5,500 SH   DFND 4,2,5 1,100 0 4,400
ENBRIDGE INC COM 29250N105 1,508 31,445 SH   DFND 2,5 31,445 0 0
ENBRIDGE INC COM 29250N105 5,186 108,100 SH   DFND 4,2,5 46,900 0 61,200
ENANTA PHARMACEUTICALS INC COM 29251M106 487 12,300 SH   DFND 4,2,5 10,490 0 1,810
ENCORE CAPITAL GROUP INC COM 292554102 1,467 33,100 SH   DFND 4,2,5 28,400 0 4,700
ENERGIZER HOLDINGS INC COM 29266R108 300 2,438 SH   DFND 2,5 2,438 0 0
ENERGIZER HOLDINGS INC COM 29266R108 7,294 59,200 SH   DFND 4,2,5 36,500 0 22,700
ENDOLOGIX INC COM 29266S106 3,868 364,902 SH   DFND 2,5 364,902 0 0
ENERSIS SA SPONSORED ADR 29274F104 1,168 74,000 SH   DFND 4,2,5 74,000 0 0
ENERSYS COM 29275Y102 1,431 24,400 SH   DFND 4,2,5 13,870 0 10,530
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 261 6,300 SH   DFND 4,2,5 0 0 6,300
ENTERCOM COMMUNICATIONS CORP CL A 293639100 56 7,000 SH   DFND 4,2,5 7,000 0 0
ENTERGY CORP COM 29364G103 80,146 1,036,410 SH   DFND 4,2,5 779,800 0 256,610
ENTERGY CORP COM 29364G103 23,555 304,599 SH   DFND 2,5 304,599 0 0
EPAM SYSTEMS INC COM 29414B104 547 12,500 SH   DFND 2,5 12,500 0 0
EPLUS INC COM 294268107 437 7,800 SH   DFND 4,2,5 3,630 0 4,170
EQUIFAX INC COM 294429105 13,461 180,100 SH   DFND 4,2,5 133,700 0 46,400
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,020 32,798 SH   DFND 2,5 32,798 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,773 28,790 SH   DFND 4,2,5 28,700 0 90
ESCALADE INC COM 296056104 21 1,700 SH   DFND 4,2,5 1,700 0 0
ESSA BANCORP INC COM 29667D104 263 23,240 SH   DFND 4,2,5 21,840 0 1,400
ESSEX PROPERTY TRUST INC COM 297178105 307 1,715 SH   DFND 2,5 1,715 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 490 4,400 SH   DFND 4,2,5 4,400 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 306 6,505 SH   DFND 2,5 6,505 0 0
EVERBANK FINANCIAL CORP COM 29977G102 440 24,918 SH   DFND 2,5 24,918 0 0
EXACTECH INC COM 30064E109 487 21,262 SH   DFND 4,2,5 14,762 0 6,500
EXELON CORP COM 30161N101 7,602 223,000 SH   DFND 4,2,5 125,600 0 97,400
EXELIXIS INC COM 30161Q104 526 343,514 SH   DFND 2,5 343,514 0 0
EXELIS INC COM 30162A108 268 16,200 SH   DFND 4,2,5 0 0 16,200
EXPEDIA INC COM NEW 30212P303 18,184 207,530 SH   DFND 2,5 207,530 0 0
EXPEDIA INC COM NEW 30212P303 54,070 617,100 SH   DFND 4,2,5 538,300 0 78,800
EXPRESS SCRIPTS HOLDING CO COM 30219G108 21,169 299,715 SH   DFND 2,5 295,961 0 3,754
EXPRESS SCRIPTS HOLDING CO COM 30219G108 7,190 101,805 SH   DFND 4,2,5 97,005 0 4,800
EXTRA SPACE STORAGE INC COM 30225T102 3,493 67,731 SH   DFND 2,5 67,731 0 0
EZCORP INC CL A NON VTG 302301106 1,181 119,200 SH   DFND 4,2,5 23,200 0 96,000
EXXON MOBIL CORP COM 30231G102 59,705 634,818 SH   DFND 2,5 634,818 0 0
EXXON MOBIL CORP COM 30231G102 224,290 2,384,800 SH   DFND 4,2,5 1,526,750 0 858,050
FMC CORP COM NEW 302491303 309 5,400 SH   DFND 4,2,5 0 0 5,400
FMC TECHNOLOGIES INC COM 30249U101 2,200 40,500 SH   DFND 4,2,5 3,500 0 37,000
FTI CONSULTING INC COM 302941109 392 11,200 SH   DFND 4,2,5 6,200 0 5,000
FACEBOOK INC CL A 30303M102 84,296 1,066,503 SH   DFND 2,5 1,064,447 0 2,056
FACEBOOK INC CL A 30303M102 41,788 528,696 SH   DFND 4,2,5 482,700 0 45,996
FASTENAL CO COM 311900104 2,275 50,676 SH   DFND 4,2,5 4,800 0 45,876
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 792 24,640 SH   DFND 4,2,5 19,010 0 5,630
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 920 7,763 SH   DFND 2,5 7,763 0 0
FEDEX CORP COM 31428X106 20,242 125,375 SH   DFND 2,5 125,375 0 0
FEDEX CORP COM 31428X106 10,849 67,200 SH   DFND 4,2,5 33,700 0 33,500
FELCOR LODGING TRUST INC COM 31430F101 1,057 112,900 SH   DFND 4,2,5 89,400 0 23,500
F5 NETWORKS INC COM 315616102 58,567 493,236 SH   DFND 2,5 493,236 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 4,583 81,400 SH   DFND 2,5 81,400 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 23,426 416,087 SH   DFND 4,2,5 367,910 0 48,177
FIFTH THIRD BANCORP COM 316773100 2,394 119,600 SH   DFND 4,2,5 0 0 119,600
FINANCIAL ENGINES INC COM 317485100 728 21,269 SH   DFND 2,5 21,269 0 0
FINISAR CORP COM NEW 31787A507 38 2,300 SH   DFND 4,2,5 0 0 2,300
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 7 779 SH   DFND 4,2,5 779 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 285 10,550 SH   DFND 4,2,5 8,050 0 2,500
FIRST FINANCIAL CORP/IN COM 320218100 102 3,300 SH   DFND 4,2,5 3,300 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 970 57,364 SH   DFND 2,5 57,364 0 0
FIRST MERCHANTS CORP COM 320817109 338 16,700 SH   DFND 4,2,5 16,700 0 0
FIRST NIAGARA FINANCIAL GROUP INC COM 33582V108 121 14,500 SH   DFND 4,2,5 14,500 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 316 6,400 SH   DFND 2,5 6,400 0 0
1ST SOURCE CORP COM 336901103 383 13,432 SH   DFND 4,2,5 13,000 0 432
FISERV INC COM 337738108 12,429 192,293 SH   DFND 2,5 192,293 0 0
FISERV INC COM 337738108 60,634 938,100 SH   DFND 4,2,5 754,300 0 183,800
FIRSTENERGY CORP COM 337932107 7,832 233,300 SH   DFND 4,2,5 14,900 0 218,400
FIVE STAR QUALITY CARE INC COM 33832D106 8 2,100 SH   DFND 4,2,5 2,100 0 0
FLEXSTEEL INDUSTRIES INC COM 339382103 20 600 SH   DFND 4,2,5 0 0 600
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 322 3,496 SH   DFND 2,5 3,496 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 31 335 SH   DFND 4,2,5 335 0 0
FOOT LOCKER INC COM 344849104 857 15,400 SH   DFND 4,2,5 0 0 15,400
FORD MOTOR CO COM PAR $0.01 345370860 26,235 1,773,801 SH   DFND 2,5 1,773,801 0 0
FORD MOTOR CO COM PAR $0.01 345370860 110,309 7,458,360 SH   DFND 4,2,5 5,526,120 0 1,932,240
FORESTAR GROUP INC COM 346233109 1,065 60,100 SH   DFND 4,2,5 41,800 0 18,300
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 4,410 107,268 SH   DFND 2,5 107,268 0 0
FRANKLIN RESOURCES INC COM 354613101 14,383 263,370 SH   DFND 2,5 263,370 0 0
FRANKLIN RESOURCES INC COM 354613101 59,761 1,094,320 SH   DFND 4,2,5 790,410 0 303,910
FREEPORT-MCMORAN INC CL B 35671D857 354 10,836 SH   DFND 2,5 10,836 0 0
FREEPORT-MCMORAN INC CL B 35671D857 6,667 204,200 SH   DFND 4,2,5 136,800 0 67,400
FRISCH'S RESTAURANTS INC COM 358748101 23 803 SH   DFND 4,2,5 203 0 600
HB FULLER CO COM 359694106 222 5,600 SH   DFND 4,2,5 0 0 5,600
GATX CORP COM 361448103 7,429 127,259 SH   DFND 4,2,5 104,359 0 22,900
GATX CORP COM 361448103 1,831 31,369 SH   DFND 2,5 31,369 0 0
ARTHUR J GALLAGHER & CO COM 363576109 671 14,800 SH   DFND 4,2,5 14,800 0 0
GANNETT CO INC COM 364730101 209 7,060 SH   DFND 4,2,5 4,500 0 2,560
GANNETT CO INC COM 364730101 184 6,189 SH   DFND 2,5 6,189 0 0
GAP INC/THE COM 364760108 13,862 332,500 SH   DFND 4,2,5 0 0 332,500
GASTAR EXPLORATION INC COM 36729W202 2,348 400,000 SH   DFND 2,5 400,000 0 0
GENERAC HOLDINGS INC COM 368736104 269 6,642 SH   DFND 2,5 6,642 0 0
GENERAL CABLE CORP COM 369300108 1,073 71,200 SH   DFND 4,2,5 55,500 0 15,700
GENERAL DYNAMICS CORP COM 369550108 890 7,000 SH   DFND 4,2,5 7,000 0 0
GENERAL ELECTRIC CO COM 369604103 32,409 1,265,007 SH   DFND 2,5 1,210,084 0 54,923
GENERAL ELECTRIC CO COM 369604103 111,793 4,363,500 SH   DFND 4,2,5 3,129,700 0 1,233,800
GENERAL GROWTH PROPERTIES INC COM 370023103 3,745 159,034 SH   DFND 2,5 159,034 0 0
GENERAL MILLS INC COM 370334104 995 19,730 SH   DFND 2,5 19,730 0 0
GENERAL MILLS INC COM 370334104 20,841 413,110 SH   DFND 4,2,5 125,700 0 287,410
GENERAL MOTORS CO COM 37045V100 480 15,017 SH   DFND 2,5 15,017 0 0
GENERAL MOTORS CO COM 37045V100 5,829 182,500 SH   DFND 4,2,5 171,600 0 10,900
GENERAL MOTORS CO *W EXP 07/10/201 37045V118 225 10,064 SH   DFND 2,5 10,064 0 0
GENERAL MOTORS CO *W EXP 07/10/201 37045V126 146 10,064 SH   DFND 2,5 10,064 0 0
GENOCEA BIOSCIENCES INC COM 372427104 1,508 166,684 SH   DFND 2,5 166,684 0 0
GENUINE PARTS CO COM 372460105 4,535 51,700 SH   DFND 4,2,5 8,900 0 42,800
GENWORTH FINANCIAL INC COM CL A 37247D106 8,663 661,260 SH   DFND 4,2,5 637,660 0 23,600
GILEAD SCIENCES INC COM 375558103 212,505 1,996,285 SH   DFND 2,5 1,994,208 0 2,077
GILEAD SCIENCES INC COM 375558103 179,722 1,688,326 SH   DFND 4,2,5 1,412,526 0 275,800
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 86,384 18,500,000 PRN   DFND 2,5 0 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 110 6,500 SH   DFND 4,2,5 0 0 6,500
GLOBAL PAYMENTS INC COM 37940X102 464 6,636 SH   DFND 2,5 6,636 0 0
GLOBAL PAYMENTS INC COM 37940X102 1,041 14,900 SH   DFND 4,2,5 2,100 0 12,800
GOLDCORP INC COM 380956409 9,816 424,838 SH   DFND 2,5 424,838 0 0
GOLDCORP INC COM 380956409 635 27,500 SH   DFND 4,2,5 17,100 0 10,400
GOLDMAN SACHS GROUP INC/THE COM 38141G104 26,379 143,700 SH   DFND 4,2,5 62,200 0 81,500
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,843 113,543 SH   DFND 2,5 113,543 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 2,161 95,700 SH   DFND 4,2,5 95,700 0 0
GOOGLE INC CL A 38259P508 32,802 55,746 SH   DFND 2,5 55,361 0 385
GOOGLE INC CL A 38259P508 112,731 191,585 SH   DFND 4,2,5 146,327 0 45,258
GOOGLE INC CL C 38259P706 121,615 210,640 SH   DFND 2,5 210,640 0 0
GOOGLE INC CL C 38259P706 77,678 134,540 SH   DFND 4,2,5 96,275 0 38,265
GOPRO INC CL A 38268T103 562 6,000 SH   DFND 2,5 6,000 0 0
GRACO INC COM 384109104 4,609 63,160 SH   DFND 2,5 59,693 0 3,467
GRAHAM HOLDINGS CO COM 384637104 756 1,080 SH   DFND 2,5 1,080 0 0
GRAHAM HOLDINGS CO COM 384637104 7,185 10,271 SH   DFND 4,2,5 8,220 0 2,051
WW GRAINGER INC COM 384802104 37,420 148,700 SH   DFND 2,5 146,288 0 2,412
WW GRAINGER INC COM 384802104 4,653 18,488 SH   DFND 4,2,5 1,700 0 16,788
GRANA Y MONTERO SAA SPONSORED ADR 38500P208 1,499 99,818 SH   DFND 2,5 59,045 0 40,773
GRAN TIERRA ENERGY INC COM 38500T101 6,755 1,219,364 SH   DFND 2,5 721,106 0 498,258
GRAN TIERRA ENERGY INC COM 38500T101 255 46,100 SH   DFND 4,2,5 46,100 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 60 4,800 SH   DFND 2,5 4,800 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 4,830 388,600 SH   DFND 4,2,5 216,300 0 172,300
GREAT PLAINS ENERGY INC COM 391164100 5,196 214,978 SH   DFND 4,2,5 4,400 0 210,578
GREATBATCH INC COM 39153L106 656 15,400 SH   DFND 4,2,5 9,400 0 6,000
GREEN PLAINS INC COM 393222104 2,617 70,000 SH   DFND 2,5 70,000 0 0
GREEN PLAINS INC COM 393222104 1,840 49,200 SH   DFND 4,2,5 38,700 0 10,500
GRIFOLS SA SP ADR REP B NVT 398438408 3,186 90,693 SH   DFND 2,5 90,693 0 0
CGI GROUP INC CL A SUB VTG 39945C109 254 7,500 SH   DFND 4,2,5 300 0 7,200
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 32,590 961,930 SH   DFND 2,5 551,950 0 409,980
GULFMARK OFFSHORE INC CL A NEW 402629208 263 8,400 SH   DFND 4,2,5 5,890 0 2,510
HCA HOLDINGS INC COM 40412C101 28,980 410,942 SH   DFND 2,5 406,087 0 4,855
HCC INSURANCE HOLDINGS INC COM 404132102 4,689 97,100 SH   DFND 4,2,5 74,800 0 22,300
HCP INC COM 40414L109 7,998 201,412 SH   DFND 2,5 201,412 0 0
HCP INC COM 40414L109 5,877 148,000 SH   DFND 4,2,5 116,310 0 31,690
HDFC BANK LTD ADR REPS 3 SHS 40415F101 14,229 305,467 SH   DFND 2,5 47,370 0 258,097
HAIN CELESTIAL GROUP INC/THE COM 405217100 20,061 196,000 SH   DFND 2,5 196,000 0 0
HALLIBURTON CO COM 406216101 3,536 54,816 SH   DFND 2,5 51,753 0 3,063
HALLIBURTON CO COM 406216101 18,372 284,800 SH   DFND 4,2,5 118,700 0 166,100
HALOZYME THERAPEUTICS INC COM 40637H109 1,067 117,208 SH   DFND 2,5 117,208 0 0
HANDY & HARMAN LTD COM 410315105 574 21,861 SH   DFND 4,2,5 17,800 0 4,061
HANESBRANDS INC COM 410345102 18,909 176,000 SH   DFND 2,5 176,000 0 0
HANESBRANDS INC COM 410345102 60,426 562,412 SH   DFND 4,2,5 402,000 0 160,412
HARDINGE INC COM 412324303 509 46,600 SH   DFND 4,2,5 38,200 0 8,400
HARLEY-DAVIDSON INC COM 412822108 2,300 39,524 SH   DFND 2,5 36,676 0 2,848
HARLEY-DAVIDSON INC COM 412822108 2,957 50,800 SH   DFND 4,2,5 3,200 0 47,600
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 25,157 256,600 SH   DFND 2,5 256,600 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 37,588 383,400 SH   DFND 4,2,5 342,600 0 40,800
HARRIS CORP COM 413875105 946 14,240 SH   DFND 2,5 14,240 0 0
HARRIS CORP COM 413875105 13,121 197,610 SH   DFND 4,2,5 166,110 0 31,500
HARVARD BIOSCIENCE INC COM 416906105 444 108,400 SH   DFND 4,2,5 88,700 0 19,700
HAWAIIAN ELECTRIC INDUSTRIES INC COM 419870100 251 9,454 SH   DFND 2,5 9,454 0 0
HAWAIIAN ELECTRIC INDUSTRIES INC COM 419870100 2,270 85,500 SH   DFND 4,2,5 0 0 85,500
HAWAIIAN HOLDINGS INC COM 419879101 974 72,400 SH   DFND 4,2,5 57,700 0 14,700
HEALTH CARE REIT INC COM 42217K106 456 7,312 SH   DFND 2,5 7,312 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 4,787 61,663 SH   DFND 2,5 61,663 0 0
HECLA MINING CO COM 422704106 4,781 1,927,825 SH   DFND 2,5 1,927,825 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 3,448 156,300 SH   DFND 4,2,5 111,400 0 44,900
HELMERICH & PAYNE INC COM 423452101 3,915 40,000 SH   DFND 2,5 40,000 0 0
HELMERICH & PAYNE INC COM 423452101 12,093 123,559 SH   DFND 4,2,5 2,800 0 120,759
HERITAGE FINANCIAL GROUP INC COM 42726X102 40 2,000 SH   DFND 4,2,5 2,000 0 0
HERSHEY CO/THE COM 427866108 1,060 11,110 SH   DFND 2,5 11,110 0 0
HERSHEY CO/THE COM 427866108 4,457 46,700 SH   DFND 4,2,5 4,300 0 42,400
HESS CORP COM 42809H107 1,211 12,844 SH   DFND 2,5 12,844 0 0
HESS CORP COM 42809H107 19,156 203,100 SH   DFND 4,2,5 3,800 0 199,300
HEWLETT-PACKARD CO COM 428236103 39,514 1,114,016 SH   DFND 2,5 1,101,183 0 12,833
HEWLETT-PACKARD CO COM 428236103 162,229 4,573,700 SH   DFND 4,2,5 3,111,800 0 1,461,900
HEXCEL CORP COM 428291108 48,116 1,212,000 SH   DFND 2,5 1,212,000 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 17 4,200 SH   DFND 4,2,5 4,200 0 0
HILL-ROM HOLDINGS INC COM 431475102 257 6,200 SH   DFND 4,2,5 0 0 6,200
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 617 7,566 SH   DFND 4,2,5 6,235 0 1,331
HOLLYFRONTIER CORP COM 436106108 122 2,792 SH   DFND 2,5 2,792 0 0
HOLLYFRONTIER CORP COM 436106108 664 15,200 SH   DFND 4,2,5 15,200 0 0
HOLOGIC INC COM 436440101 6,891 283,211 SH   DFND 2,5 283,211 0 0
HOLOGIC INC COM 436440101 7 300 SH   DFND 4,2,5 300 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,781 1,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 17,440 190,101 SH   DFND 2,5 190,101 0 0
HOME DEPOT INC COM 437076102 40,191 438,090 SH   DFND 4,2,5 293,690 0 144,400
HONEYWELL INTERNATIONAL INC COM 438516106 399 4,284 SH   DFND 2,5 4,284 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 28,514 306,200 SH   DFND 4,2,5 132,800 0 173,400
HOOKER FURNITURE CORP COM 439038100 20 1,300 SH   DFND 4,2,5 0 0 1,300
HORIZON BANCORP/IN COM 440407104 48 2,100 SH   DFND 4,2,5 2,100 0 0
HORMEL FOODS CORP COM 440452100 738 14,354 SH   DFND 2,5 14,354 0 0
HORMEL FOODS CORP COM 440452100 51 1,000 SH   DFND 4,2,5 0 0 1,000
HOSPIRA INC COM 441060100 7,890 151,648 SH   DFND 2,5 151,648 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 346 12,900 SH   DFND 4,2,5 10,800 0 2,100
HOST HOTELS & RESORTS INC COM 44107P104 1,598 74,929 SH   DFND 2,5 74,929 0 0
HOST HOTELS & RESORTS INC COM 44107P104 85 4,000 SH   DFND 4,2,5 4,000 0 0
HUBBELL INC CL B 443510201 294 2,436 SH   DFND 2,5 2,436 0 0
HUMANA INC COM 444859102 5,290 40,600 SH   DFND 4,2,5 0 0 40,600
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 115 1,100 SH   DFND 2,5 1,100 0 0
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 5,909 56,700 SH   DFND 4,2,5 45,300 0 11,400
HUNTSMAN CORP COM 447011107 25,212 970,070 SH   DFND 4,2,5 825,600 0 144,470
HUNTSMAN CORP COM 447011107 8,982 345,607 SH   DFND 2,5 345,607 0 0
HUTCHINSON TECHNOLOGY INC COM 448407106 25 6,900 SH   DFND 4,2,5 6,900 0 0
IDT CORP CL B NEW 448947507 88 5,500 SH   DFND 4,2,5 5,500 0 0
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 4,196 58,580 SH   DFND 4,2,5 13,650 0 44,930
IAC/INTERACTIVECORP COM PAR $.001 44919P508 59 900 SH   DFND 2,5 900 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 6,749 102,400 SH   DFND 4,2,5 54,300 0 48,100
ICF INTERNATIONAL INC COM 44925C103 1,460 47,420 SH   DFND 4,2,5 23,500 0 23,920
IPG PHOTONICS CORP COM 44980X109 19,338 281,163 SH   DFND 2,5 281,163 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 127 29,500 SH   DFND 4,2,5 29,500 0 0
IXIA COM 45071R109 160 17,500 SH   DFND 2,5 17,500 0 0
IAMGOLD CORP COM 450913108 334 120,400 SH   DFND 4,2,5 84,600 0 35,800
ICICI BANK LTD ADR 45104G104 12,631 257,249 SH   DFND 2,5 15,440 0 241,809
IDACORP INC COM 451107106 1,646 30,700 SH   DFND 4,2,5 7,500 0 23,200
IDEX CORP COM 45167R104 6,921 95,635 SH   DFND 2,5 84,932 0 10,703
IDEXX LABORATORIES INC COM 45168D104 1,525 12,942 SH   DFND 2,5 12,942 0 0
IHS INC CL A 451734107 18,153 145,000 SH   DFND 2,5 145,000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 116 1,377 SH   DFND 2,5 1,377 0 0
ILLINOIS TOOL WORKS INC COM 452308109 15,607 184,873 SH   DFND 4,2,5 153,573 0 31,300
ILLUMINA INC COM 452327109 32,098 195,814 SH   DFND 2,5 195,814 0 0
ILLUMINA INC COM 452327109 115 700 SH   DFND 4,2,5 0 0 700
IMPERIAL OIL LTD COM NEW 453038408 174 3,677 SH   DFND 2,5 3,677 0 0
IMPERIAL OIL LTD COM NEW 453038408 6,500 137,300 SH   DFND 4,2,5 5,100 0 132,200
IMPERVA INC COM 45321L100 2,816 98,000 SH   DFND 2,5 98,000 0 0
INCYTE CORP COM 45337C102 21,391 436,098 SH   DFND 2,5 436,098 0 0
INFORMATICA CORP COM 45666Q102 4,109 120,000 SH   DFND 2,5 120,000 0 0
INFOBLOX INC COM 45672H104 3,393 230,000 SH   DFND 2,5 230,000 0 0
INGLES MARKETS INC CL A 457030104 2,213 93,415 SH   DFND 4,2,5 0 0 93,415
INGRAM MICRO INC CL A 457153104 11,075 429,100 SH   DFND 4,2,5 46,900 0 382,200
INGREDION INC COM 457187102 15,863 209,300 SH   DFND 4,2,5 28,300 0 181,000
INSIGHT ENTERPRISES INC COM 45765U103 1,267 55,969 SH   DFND 4,2,5 48,100 0 7,869
INNOSPEC INC COM 45768S105 1,091 30,400 SH   DFND 4,2,5 26,420 0 3,980
INSULET CORP COM 45784P101 6,468 175,518 SH   DFND 2,5 175,518 0 0
INTEGRATED SILICON SOLUTION INC COM 45812P107 52 3,800 SH   DFND 4,2,5 3,800 0 0
INTEL CORP COM 458140100 127,480 3,661,125 SH   DFND 4,2,5 1,502,052 0 2,159,073
INTEL CORP COM 458140100 16,275 467,409 SH   DFND 2,5 456,216 0 11,193
INTEL CORP SDCV 2.950%12/1 458140AD2 25,450 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 20,961 12,500,000 PRN   DFND 2,5 0 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 726 11,200 SH   DFND 4,2,5 11,200 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 1,886 75,600 SH   DFND 4,2,5 53,500 0 22,100
INTERCEPT PHARMACEUTICALS INC COM 45845P108 2,367 10,000 SH   DFND 2,5 10,000 0 0
INTERNATIONAL BANCSHARES CORP COM 459044103 264 10,700 SH   DFND 4,2,5 9,850 0 850
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 41,733 219,844 SH   DFND 2,5 219,844 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 141,860 747,300 SH   DFND 4,2,5 492,530 0 254,770
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 13,826 144,204 SH   DFND 2,5 144,204 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 44,437 463,468 SH   DFND 4,2,5 374,914 0 88,554
INTERNATIONAL PAPER CO COM 460146103 1,006 21,071 SH   DFND 2,5 21,071 0 0
INTERNATIONAL PAPER CO COM 460146103 3,332 69,800 SH   DFND 4,2,5 0 0 69,800
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,180 37,300 SH   DFND 4,2,5 27,860 0 9,440
INTERSIL CORP CL A 46069S109 367 25,800 SH   DFND 4,2,5 25,800 0 0
INTERSECTIONS INC COM 460981301 163 42,400 SH   DFND 4,2,5 35,700 0 6,700
INTUIT INC COM 461202103 4,558 52,000 SH   DFND 2,5 52,000 0 0
INTUIT INC COM 461202103 11,200 127,780 SH   DFND 4,2,5 56,200 0 71,580
INVACARE CORP COM 461203101 228 19,293 SH   DFND 4,2,5 14,070 0 5,223
INTUITIVE SURGICAL INC COM NEW 46120E602 46 100 SH   DFND 4,2,5 0 0 100
INVESCO MORTGAGE CAPITAL INC COM 46131B100 8 500 SH   DFND 4,2,5 500 0 0
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 971 61,580 SH   DFND 4,2,5 42,800 0 18,780
INVESTORS BANCORP INC COM 46146L101 80 7,900 SH   DFND 4,2,5 7,900 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,041 117,600 SH   DFND 4,2,5 86,200 0 31,400
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 9,302 717,990 SH   DFND 2,5 717,990 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,701 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 2,279 95,215 SH   DFND 1,2,5,3 95,215 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 54 1,440 SH   DFND 1,2,5,3 1,440 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,117 131,337 SH   DFND 1,2,5,3 131,337 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,123 68,797 SH   DFND 1,2,5,3 68,797 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 501 54,950 SH   DFND 1,2,5,3 54,950 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 380 14,250 SH   DFND 1,2,5,3 14,250 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,447 47,158 SH   DFND 1,2,5,3 47,158 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,584 23,740 SH   DFND 1,2,5,3 23,740 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 387 6,470 SH   DFND 1,2,5,3 6,470 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 400 4,768 SH   DFND 1,2,5,3 4,768 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 988 19,400 SH   DFND 1,2,5,3 19,400 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 3,039 81,616 SH   DFND 1,2,5,3 81,616 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,366 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 9,889 214,648 SH   DFND 1,2,5,3 214,648 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 777 58,226 SH   DFND 1,2,5,3 58,226 0 0
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 4,799 180,767 SH   DFND 1,2,5,3 180,767 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 588 11,984 SH   DFND 1,2,5,3 11,984 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 930 28,600 SH   DFND 1,2,5,3 28,600 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,641 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 2,942 75,621 SH   DFND 1,2,5,3 75,621 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 363 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 16 589 SH   DFND 2,5 589 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 8,679 313,310 SH   DFND 1,2,5,3 313,310 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,141 88,693 SH   DFND 1,2,5,3 88,693 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 787 11,448 SH   DFND 1,2,5,3 11,448 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 380 24,662 SH   DFND 1,2,5,3 24,662 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 17,477 1,484,912 SH   DFND 1,2,5,3 1,484,912 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,569 354,948 SH   DFND 1,2,5,3 354,948 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 428 21,077 SH   DFND 1,2,5,3 21,077 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 7,617 86,402 SH   DFND 1,2,5,3 86,402 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 68,803 632,323 SH   DFND 1,2,5,3 632,323 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 16,417 142,524 SH   DFND 1,2,5,3 142,524 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 5,338 139,450 SH   DFND 1,2,5,3 139,450 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 50,044 252,417 SH   DFND 1,2,5,3 252,417 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 374 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,121 51,032 SH   DFND 1,2,5,3 51,032 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 246 2,080 SH   DFND 1,2,5,3 2,080 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 139 1,517 SH   DFND 2,5 1,517 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 59,637 558,298 SH   DFND 1,2,5,3 558,298 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 142 1,450 SH   DFND 2,5 1,450 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 503 11,470 SH   DFND 1,2,5,3 11,470 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 130 2,960 SH   DFND 2,5 2,960 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 290 6,490 SH   DFND 1,2,5,3 6,490 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,219 33,047 SH   DFND 1,2,5,3 33,047 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 8,250 91,591 SH   DFND 1,2,5,3 91,591 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 52,983 826,307 SH   DFND 1,2,5,3 826,307 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 70,810 1,011,575 SH   DFND 1,2,5,3 1,011,575 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 517 5,854 SH   DFND 1,2,5,3 5,854 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 460 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 527 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 36,606 373,950 SH   DFND 1,2,5,3 373,950 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 18,632 186,153 SH   DFND 1,2,5,3 186,153 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 515 3,400 SH   DFND 1,2,5,3 3,400 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 85,238 930,240 SH   DFND 1,2,5,3 930,240 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 22,398 203,855 SH   DFND 1,2,5,3 203,855 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 57,258 475,921 SH   DFND 1,2,5,3 475,921 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 17 127 SH   DFND 2,5 127 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 974 18,900 SH   DFND 1,2,5,3 18,900 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 34,549 766,400 SH   DFND 1,2,5,3 766,400 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 9,816 116,006 SH   DFND 1,2,5,3 116,006 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 3,043 30,655 SH   DFND 1,2,5,3 30,655 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 900 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 735 21,310 SH   DFND 1,2,5,3 21,310 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 28 2,540 SH   DFND 1,2,5,3 2,540 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 8,337 171,900 SH   DFND 1,2,5,3 171,900 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 9,602 85,090 SH   DFND 1,2,5,3 85,090 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 521 3,530 SH   DFND 1,2,5,3 3,530 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 3,731 87,940 SH   DFND 1,2,5,3 87,940 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 29,922 250,037 SH   DFND 1,2,5,3 250,037 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,276 89,530 SH   DFND 1,2,5,3 89,530 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,845 51,560 SH   DFND 1,2,5,3 51,560 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BON IBOXX HI YD ETF 464288513 9,354 101,730 SH   DFND 1,2,5,3 101,730 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 451 11,400 SH   DFND 1,2,5,3 11,400 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 149 2,250 SH   DFND 1,2,5,3 2,250 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 6,473 74,440 SH   DFND 1,2,5,3 74,440 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 122 1,750 SH   DFND 1,2,5,3 1,750 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 11,798 215,810 SH   DFND 1,2,5,3 215,810 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 11,848 174,009 SH   DFND 1,2,5,3 174,009 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,517 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,591 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 16 541 SH   DFND 2,5 541 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 156 3,040 SH   DFND 1,2,5,3 3,040 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 514 18,900 SH   DFND 1,2,5,3 18,900 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 400 11,600 SH   DFND 1,2,5,3 11,600 0 0
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 219 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 3,011 59,240 SH   DFND 1,2,5,3 59,240 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 588 12,400 SH   DFND 2,5 0 0 12,400
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 812 12,960 SH   DFND 1,2,5,3 12,960 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 324 8,610 SH   DFND 1,2,5,3 8,610 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 5,009 86,000 SH   DFND 1,2,5,3 86,000 0 0
ISIS PHARMACEUTICALS INC COM 464330109 6,820 175,640 SH   DFND 2,5 175,640 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF CORE MSCI EMKT 46434G103 485 9,700 SH   DFND 1,2,5,3 9,700 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 129 9,307 SH   DFND 4,2,5 9,307 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 8,516 613,537 SH   DFND 2,5 226,550 0 386,987
ITC HOLDINGS CORP COM 465685105 421 11,829 SH   DFND 2,5 11,829 0 0
IXYS CORP COM 46600W106 122 11,600 SH   DFND 4,2,5 11,600 0 0
JPMORGAN CHASE & CO COM 46625H100 128,765 2,137,534 SH   DFND 4,2,5 1,445,504 0 692,030
JPMORGAN CHASE & CO COM 46625H100 41,811 694,076 SH   DFND 2,5 684,173 0 9,903
JMP GROUP INC COM 46629U107 266 42,500 SH   DFND 4,2,5 39,900 0 2,600
JABIL CIRCUIT INC COM 466313103 10,674 529,200 SH   DFND 4,2,5 492,000 0 37,200
JACK IN THE BOX INC COM 466367109 1,827 26,800 SH   DFND 4,2,5 22,900 0 3,900
JAKKS PACIFIC INC COM 47012E106 174 24,500 SH   DFND 4,2,5 22,300 0 2,200
JANUS CAPITAL GROUP INC COM 47102X105 3,096 212,900 SH   DFND 4,2,5 161,600 0 51,300
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,323 1,700,000 PRN   DFND 2,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 12,861 1,211,000 SH   DFND 4,2,5 1,048,700 0 162,300
JETBLUE AIRWAYS CORP COM 477143101 4,098 385,900 SH   DFND 2,5 385,900 0 0
JOHNSON & JOHNSON COM 478160104 177,504 1,665,300 SH   DFND 4,2,5 920,400 0 744,900
JOHNSON & JOHNSON COM 478160104 47,714 447,641 SH   DFND 2,5 447,641 0 0
JOHNSON CONTROLS INC COM 478366107 1,848 42,011 SH   DFND 2,5 42,011 0 0
JOHNSON CONTROLS INC COM 478366107 5,980 135,900 SH   DFND 4,2,5 91,100 0 44,800
JOHNSON OUTDOORS INC CL A 479167108 41 1,560 SH   DFND 4,2,5 700 0 860
JONES LANG LASALLE INC COM 48020Q107 579 4,585 SH   DFND 2,5 4,585 0 0
KLA-TENCOR CORP COM 482480100 47 600 SH   DFND 4,2,5 0 0 600
KKR & CO LP COM UNITS 48248M102 1,452 65,116 SH   DFND 2,5 65,116 0 0
KMG CHEMICALS INC COM 482564101 60 3,644 SH   DFND 4,2,5 2,444 0 1,200
KADANT INC COM 48282T104 407 10,400 SH   DFND 4,2,5 7,140 0 3,260
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 629 22,500 SH   DFND 2,5 22,500 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 478 17,100 SH   DFND 4,2,5 7,700 0 9,400
KELLOGG CO COM 487836108 411 6,680 SH   DFND 2,5 6,680 0 0
KELLOGG CO COM 487836108 14,940 242,527 SH   DFND 4,2,5 12,700 0 229,827
KELLY SERVICES INC CL A 488152208 683 43,600 SH   DFND 4,2,5 33,700 0 9,900
KEMET CORP COM NEW 488360207 60 14,600 SH   DFND 4,2,5 14,600 0 0
KENNAMETAL INC COM 489170100 1,869 45,252 SH   DFND 2,5 45,252 0 0
KEY TRONIC CORP COM 493144109 99 9,300 SH   DFND 4,2,5 5,640 0 3,660
KEYCORP COM 493267108 5,012 376,000 SH   DFND 4,2,5 0 0 376,000
KIMBERLY-CLARK CORP COM 494368103 20,949 194,750 SH   DFND 4,2,5 62,800 0 131,950
KIMBERLY-CLARK CORP COM 494368103 1,117 10,383 SH   DFND 2,5 10,383 0 0
KIMCO REALTY CORP COM 49446R109 2,115 96,527 SH   DFND 2,5 96,527 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 708 7,522 SH   DFND 2,5 7,522 0 0
KINDER MORGAN INC/DE COM 49456B101 184 4,800 SH   DFND 4,2,5 900 0 3,900
KINDRED HEALTHCARE INC COM 494580103 770 39,700 SH   DFND 4,2,5 33,690 0 6,010
KINROSS GOLD CORP COM NO PAR 496902404 1,040 312,324 SH   DFND 2,5 312,324 0 0
KINROSS GOLD CORP COM NO PAR 496902404 595 178,700 SH   DFND 4,2,5 175,300 0 3,400
KITE REALTY GROUP TRUST COM NEW 49803T300 394 16,250 SH   DFND 2,5 16,250 0 0
KNIGHT TRANSPORTATION INC COM 499064103 1,137 41,500 SH   DFND 4,2,5 33,800 0 7,700
KODIAK OIL & GAS CORP COM 50015Q100 2,036 150,000 SH   DFND 2,5 150,000 0 0
KOHL'S CORP COM 500255104 18,730 306,900 SH   DFND 4,2,5 4,800 0 302,100
KOPPERS HOLDINGS INC COM 50060P106 975 29,400 SH   DFND 4,2,5 22,800 0 6,600
KRAFT FOODS GROUP INC COM 50076Q106 215 3,817 SH   DFND 2,5 3,817 0 0
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 821 125,140 SH   DFND 4,2,5 103,740 0 21,400
KROGER CO/THE COM 501044101 108,042 2,077,740 SH   DFND 4,2,5 1,273,410 0 804,330
KROGER CO/THE COM 501044101 24,160 464,620 SH   DFND 2,5 464,620 0 0
KULICKE & SOFFA INDUSTRIES INC COM 501242101 1,421 99,800 SH   DFND 4,2,5 78,400 0 21,400
L BRANDS INC COM 501797104 254 3,790 SH   DFND 2,5 3,790 0 0
L BRANDS INC COM 501797104 2,912 43,474 SH   DFND 4,2,5 3,800 0 39,674
LKQ CORP COM 501889208 14,416 542,152 SH   DFND 2,5 542,152 0 0
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 1,915 16,100 SH   DFND 4,2,5 9,170 0 6,930
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 3,551 34,900 SH   DFND 4,2,5 1,300 0 33,600
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 5,767 56,681 SH   DFND 2,5 56,681 0 0
LAKELAND FINANCIAL CORP COM 511656100 91 2,400 SH   DFND 4,2,5 200 0 2,200
LAM RESEARCH CORP COM 512807108 11,699 156,610 SH   DFND 2,5 156,610 0 0
LAM RESEARCH CORP COM 512807108 34,315 459,370 SH   DFND 4,2,5 385,990 0 73,380
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 43,244 34,000,000 PRN   DFND 2,5 0 0 0
LANDSTAR SYSTEM INC COM 515098101 674 9,340 SH   DFND 2,5 9,340 0 0
LANDSTAR SYSTEM INC COM 515098101 1,487 20,600 SH   DFND 4,2,5 18,040 0 2,560
LAS VEGAS SANDS CORP COM 517834107 306 4,911 SH   DFND 2,5 4,911 0 0
LAS VEGAS SANDS CORP COM 517834107 3,732 60,000 SH   DFND 4,2,5 5,600 0 54,400
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 3,633 106,100 SH   DFND 2,5 106,100 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 397 11,600 SH   DFND 4,2,5 7,300 0 4,300
ESTEE LAUDER COS INC/THE CL A 518439104 3,077 41,174 SH   DFND 4,2,5 3,700 0 37,474
ESTEE LAUDER COS INC/THE CL A 518439104 50,183 671,611 SH   DFND 2,5 667,974 0 3,637
LEAR CORP COM NEW 521865204 2,273 26,310 SH   DFND 2,5 26,310 0 0
LEAR CORP COM NEW 521865204 11,303 130,796 SH   DFND 4,2,5 91,966 0 38,830
LEE ENTERPRISES INC/IA COM 523768109 84 24,800 SH   DFND 4,2,5 18,500 0 6,300
LEGG MASON INC COM 524901105 9,894 193,382 SH   DFND 4,2,5 176,232 0 17,150
LEIDOS HOLDINGS INC COM 525327102 2,479 72,200 SH   DFND 4,2,5 60,500 0 11,700
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,715 37,500 SH   DFND 4,2,5 28,600 0 8,900
LEXMARK INTERNATIONAL INC CL A 529771107 64 1,500 SH   DFND 2,5 1,500 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 3,107 73,100 SH   DFND 4,2,5 51,000 0 22,100
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 415 14,534 SH   DFND 2,5 14,534 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 2,483 74,655 SH   DFND 2,5 74,655 0 0
LIFE TIME FITNESS INC COM 53217R207 3,233 64,100 SH   DFND 4,2,5 45,000 0 19,100
LIFEPOINT HOSPITALS INC COM 53219L109 1,868 27,000 SH   DFND 4,2,5 14,300 0 12,700
LIFEPOINT HOSPITALS INC COM 53219L109 5,270 76,172 SH   DFND 2,5 76,172 0 0
LIFETIME BRANDS INC COM 53222Q103 29 1,900 SH   DFND 4,2,5 600 0 1,300
ELI LILLY & CO COM 532457108 78 1,200 SH   DFND 2,5 1,200 0 0
ELI LILLY & CO COM 532457108 51,173 789,090 SH   DFND 4,2,5 155,890 0 633,200
LINCOLN NATIONAL CORP COM 534187109 6,934 129,410 SH   DFND 2,5 129,410 0 0
LINCOLN NATIONAL CORP COM 534187109 37,299 696,131 SH   DFND 4,2,5 647,121 0 49,010
LINEAR TECHNOLOGY CORP COM 535678106 2,072 46,671 SH   DFND 4,2,5 2,900 0 43,771
LINKEDIN CORP COM CL A 53578A108 125 600 SH   DFND 4,2,5 0 0 600
LINKEDIN CORP COM CL A 53578A108 6,234 30,000 SH   DFND 2,5 30,000 0 0
LOCKHEED MARTIN CORP COM 539830109 7,733 42,310 SH   DFND 4,2,5 34,610 0 7,700
LOEWS CORP COM 540424108 22,123 531,036 SH   DFND 2,5 531,036 0 0
LOEWS CORP COM 540424108 54,015 1,296,579 SH   DFND 4,2,5 1,166,889 0 129,690
LORILLARD INC COM 544147101 21,615 360,790 SH   DFND 4,2,5 15,700 0 345,090
LOWE'S COS INC COM 548661107 528 9,979 SH   DFND 2,5 9,979 0 0
LOWE'S COS INC COM 548661107 7,915 149,570 SH   DFND 4,2,5 142,900 0 6,670
LOXO ONCOLOGY INC COM 548862101 1,641 125,000 SH   DFND 2,5 125,000 0 0
LULULEMON ATHLETICA INC COM 550021109 155 3,700 SH   DFND 2,5 3,700 0 0
M&T BANK CORP COM 55261F104 6,029 48,900 SH   DFND 4,2,5 1,300 0 47,600
MBIA INC COM 55262C100 1,640 178,600 SH   DFND 4,2,5 150,900 0 27,700
MDU RESOURCES GROUP INC COM 552690109 924 33,220 SH   DFND 2,5 33,220 0 0
MFRI INC COM 552721102 145 15,300 SH   DFND 4,2,5 13,076 0 2,224
MKS INSTRUMENTS INC COM 55306N104 978 29,300 SH   DFND 4,2,5 17,050 0 12,250
MACERICH CO/THE COM 554382101 507 7,944 SH   DFND 2,5 7,944 0 0
MACK-CALI REALTY CORP COM 554489104 1,231 64,400 SH   DFND 4,2,5 50,700 0 13,700
MACK-CALI REALTY CORP COM 554489104 573 30,000 SH   DFND 2,5 30,000 0 0
MACY'S INC COM 55616P104 46,443 798,276 SH   DFND 4,2,5 626,700 0 171,576
MACY'S INC COM 55616P104 7,250 124,610 SH   DFND 2,5 124,610 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,583 65,459 SH   DFND 2,5 65,459 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 7,071 84,000 SH   DFND 2,5 84,000 0 0
MAGNA INTERNATIONAL INC COM 559222401 26,072 274,100 SH   DFND 4,2,5 132,100 0 142,000
MAGNA INTERNATIONAL INC COM 559222401 8,076 84,900 SH   DFND 2,5 84,900 0 0
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 104 6,000 SH   DFND 4,2,5 6,000 0 0
MANNING & NAPIER INC CL A 56382Q102 118 7,000 SH   DFND 4,2,5 5,920 0 1,080
MANPOWERGROUP INC COM 56418H100 9,933 141,700 SH   DFND 2,5 141,700 0 0
MANPOWERGROUP INC COM 56418H100 30,140 429,950 SH   DFND 4,2,5 346,400 0 83,550
MANULIFE FINANCIAL CORP COM 56501R106 1,330 69,025 SH   DFND 2,5 69,025 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1,881 97,600 SH   DFND 4,2,5 77,600 0 20,000
MARATHON OIL CORP COM 565849106 36,699 976,309 SH   DFND 2,5 976,309 0 0
MARATHON OIL CORP COM 565849106 129,238 3,438,098 SH   DFND 4,2,5 2,394,106 0 1,043,992
MARATHON PETROLEUM CORP COM 56585A102 331 3,913 SH   DFND 2,5 3,913 0 0
MARATHON PETROLEUM CORP COM 56585A102 1,693 20,000 SH   DFND 4,2,5 200 0 19,800
MARCUS CORP/THE COM 566330106 917 58,000 SH   DFND 4,2,5 46,700 0 11,300
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 129 2,165 SH   DFND 2,5 2,165 0 0
MARSH & MCLENNAN COS INC COM 571748102 23,208 443,400 SH   DFND 4,2,5 427,300 0 16,100
MARTEN TRANSPORT LTD COM 573075108 666 37,400 SH   DFND 4,2,5 32,800 0 4,600
MARTIN MARIETTA MATERIALS INC COM 573284106 39 300 SH   DFND 4,2,5 300 0 0
MASCO CORP COM 574599106 223 9,318 SH   DFND 2,5 9,318 0 0
MASTERCARD INC CL A 57636Q104 6,231 84,288 SH   DFND 2,5 84,288 0 0
MASTERCARD INC CL A 57636Q104 32,089 434,100 SH   DFND 4,2,5 263,800 0 170,300
MATADOR RESOURCES CO COM 576485205 4,524 175,000 SH   DFND 2,5 175,000 0 0
MATRIX SERVICE CO COM 576853105 1,447 60,000 SH   DFND 2,5 60,000 0 0
MATTEL INC COM 577081102 4,378 142,860 SH   DFND 4,2,5 5,100 0 137,760
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 3,517 116,300 SH   DFND 2,5 116,300 0 0
MCCLATCHY CO/THE CL A 579489105 93 27,600 SH   DFND 4,2,5 19,300 0 8,300
MCCORMICK & CO INC/MD COM NON VTG 579780206 785 11,735 SH   DFND 2,5 11,735 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 2,420 36,176 SH   DFND 4,2,5 3,200 0 32,976
MCDONALD'S CORP COM 580135101 11,941 125,949 SH   DFND 2,5 125,949 0 0
MCDONALD'S CORP COM 580135101 40,408 426,200 SH   DFND 4,2,5 170,700 0 255,500
MCGRAW HILL FINANCIAL INC COM 580645109 3,975 47,070 SH   DFND 4,2,5 4,100 0 42,970
MCKESSON CORP COM 58155Q103 21,170 108,747 SH   DFND 2,5 108,747 0 0
MCKESSON CORP COM 58155Q103 18,844 96,800 SH   DFND 4,2,5 31,800 0 65,000
MEAD JOHNSON NUTRITION CO COM 582839106 24,961 259,420 SH   DFND 2,5 257,536 0 1,884
MEAD JOHNSON NUTRITION CO COM 582839106 3,743 38,900 SH   DFND 4,2,5 3,200 0 35,700
MEADWESTVACO CORP COM 583334107 1,525 37,250 SH   DFND 2,5 37,250 0 0
MEADWESTVACO CORP COM 583334107 25 600 SH   DFND 4,2,5 600 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 6,245 141,000 SH   DFND 2,5 141,000 0 0
MEDIVATION INC COM 58501N101 14,036 141,969 SH   DFND 2,5 141,969 0 0
MEDTRONIC INC COM 585055106 23,017 371,546 SH   DFND 2,5 371,546 0 0
MEDTRONIC INC COM 585055106 60,149 970,924 SH   DFND 4,2,5 165,200 0 805,724
MENTOR GRAPHICS CORP COM 587200106 2,701 131,800 SH   DFND 4,2,5 103,900 0 27,900
MERCANTILE BANK CORP COM 587376104 57 3,000 SH   DFND 4,2,5 3,000 0 0
MERCK & CO INC COM 58933Y105 45,789 772,421 SH   DFND 2,5 772,421 0 0
MERCK & CO INC COM 58933Y105 157,178 2,651,457 SH   DFND 4,2,5 1,929,250 0 722,207
MERCURY GENERAL CORP COM 589400100 547 11,200 SH   DFND 4,2,5 11,200 0 0
MEREDITH CORP COM 589433101 685 16,000 SH   DFND 4,2,5 16,000 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 533 44,829 SH   DFND 4,2,5 23,154 0 21,675
METHANEX CORP COM 59151K108 1,927 28,800 SH   DFND 4,2,5 400 0 28,400
METLIFE INC COM 59156R108 2,594 48,282 SH   DFND 2,5 48,282 0 0
METLIFE INC COM 59156R108 8,826 164,300 SH   DFND 4,2,5 159,100 0 5,200
MICROSOFT CORP COM 594918104 56,244 1,213,194 SH   DFND 2,5 1,175,899 0 37,295
MICROSOFT CORP COM 594918104 219,296 4,730,280 SH   DFND 4,2,5 2,753,020 0 1,977,260
MICROCHIP TECHNOLOGY INC COM 595017104 4,534 96,000 SH   DFND 2,5 96,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,639 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 120,029 3,503,480 SH   DFND 4,2,5 2,999,150 0 504,330
MICRON TECHNOLOGY INC COM 595112103 42,296 1,234,550 SH   DFND 2,5 1,234,550 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 9,205 7,000,000 PRN   DFND 2,5 0 0 0
MICROSEMI CORP COM 595137100 676 26,600 SH   DFND 4,2,5 16,300 0 10,300
MIDSOUTH BANCORP INC COM 598039105 52 2,800 SH   DFND 4,2,5 2,800 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 21 900 SH   DFND 4,2,5 900 0 0
MINDRAY MEDICAL INTERNATIONAL LTD SPON ADR 602675100 16,911 560,718 SH   DFND 2,5 284,203 0 276,515
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,184 146,200 SH   DFND 4,2,5 50,800 0 95,400
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,187 79,467 SH   DFND 2,5 79,467 0 0
MOLSON COORS BREWING CO CL B 60871R209 208 2,800 SH   DFND 2,5 2,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 14,096 189,360 SH   DFND 4,2,5 146,160 0 43,200
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,606 141,647 SH   DFND 2,5 141,647 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 702 61,900 SH   DFND 4,2,5 45,100 0 16,800
MONARCH CASINO & RESORT INC COM 609027107 251 21,100 SH   DFND 4,2,5 16,730 0 4,370
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 491 39,080 SH   DFND 4,2,5 32,832 0 6,248
MONDELEZ INTERNATIONAL INC CL A 609207105 26,254 766,200 SH   DFND 4,2,5 241,900 0 524,300
MONDELEZ INTERNATIONAL INC CL A 609207105 2,851 83,216 SH   DFND 2,5 73,637 0 9,579
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 618 49,300 SH   DFND 4,2,5 41,300 0 8,000
MONSANTO CO COM 61166W101 47,428 421,548 SH   DFND 2,5 418,986 0 2,562
MONSANTO CO COM 61166W101 13,906 123,600 SH   DFND 4,2,5 78,800 0 44,800
MONSTER BEVERAGE CORP COM 611740101 20,461 223,206 SH   DFND 2,5 223,206 0 0
MONSTER BEVERAGE CORP COM 611740101 1,980 21,600 SH   DFND 4,2,5 1,300 0 20,300
MOODY'S CORP COM 615369105 3,249 34,377 SH   DFND 4,2,5 3,000 0 31,377
MORGAN STANLEY COM NEW 617446448 32,885 951,260 SH   DFND 4,2,5 831,070 0 120,190
MORGAN STANLEY COM NEW 617446448 13,754 397,866 SH   DFND 2,5 397,866 0 0
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,083 70,000 SH   DFND 2,5 70,000 0 0
MORGANS HOTEL GROUP CO COM 61748W108 164 20,400 SH   DFND 4,2,5 16,900 0 3,500
MOTOROLA INC COM NEW 620076307 5,978 94,473 SH   DFND 4,2,5 2,500 0 91,973
MUELLER INDUSTRIES INC COM 624756102 1,086 38,076 SH   DFND 4,2,5 20,676 0 17,400
MURPHY OIL CORP COM 626717102 18,517 325,373 SH   DFND 2,5 325,373 0 0
MURPHY OIL CORP COM 626717102 66,081 1,161,146 SH   DFND 4,2,5 823,306 0 337,840
MUTUALFIRST FINANCIAL INC COM 62845B104 20 900 SH   DFND 4,2,5 900 0 0
MYLAN INC/PA COM 628530107 832 18,300 SH   DFND 4,2,5 1,600 0 16,700
MYLAN INC/PA COM 628530107 9,002 197,884 SH   DFND 2,5 197,884 0 0
MYRIAD GENETICS INC COM 62855J104 4,335 112,400 SH   DFND 4,2,5 77,400 0 35,000
MYRIAD GENETICS INC COM 62855J104 2,408 62,444 SH   DFND 2,5 62,444 0 0
NCR CORP COM 62886E108 84 2,500 SH   DFND 2,5 2,500 0 0
NCI INC CL A 62886K104 13 1,359 SH   DFND 4,2,5 0 0 1,359
NASDAQ OMX GROUP INC/THE COM 631103108 30 700 SH   DFND 4,2,5 0 0 700
NATIONAL HEALTHCARE CORP COM 635906100 82 1,475 SH   DFND 4,2,5 1,475 0 0
NATIONAL HEALTH INVESTORS INC COM 63633D104 1,257 22,000 SH   DFND 2,5 22,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,882 24,735 SH   DFND 2,5 24,735 0 0
NATIONAL OILWELL VARCO INC COM 637071101 9,299 122,200 SH   DFND 4,2,5 58,100 0 64,100
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 1,309 5,300 SH   DFND 4,2,5 3,600 0 1,700
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 606 40,900 SH   DFND 4,2,5 32,700 0 8,200
NEKTAR THERAPEUTICS COM 640268108 4,210 348,813 SH   DFND 2,5 348,813 0 0
NELNET INC CL A 64031N108 3,599 83,517 SH   DFND 4,2,5 24,400 0 59,117
NETAPP INC COM 64110D104 2,100 48,900 SH   DFND 4,2,5 5,000 0 43,900
NETFLIX INC COM 64110L106 9,339 20,700 SH   DFND 2,5 20,700 0 0
NETFLIX INC COM 64110L106 4,016 8,900 SH   DFND 4,2,5 8,600 0 300
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,639 359,835 SH   DFND 2,5 359,835 0 0
NEUSTAR INC CL A 64126X201 4,641 186,900 SH   DFND 4,2,5 71,590 0 115,310
NEVSUN RESOURCES LTD COM 64156L101 388 107,200 SH   DFND 4,2,5 97,400 0 9,800
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 429 27,529 SH   DFND 4,2,5 21,829 0 5,700
NEW JERSEY RESOURCES CORP COM 646025106 429 8,500 SH   DFND 4,2,5 8,500 0 0
NEW MOUNTAIN FINANCE CORP COM 647551100 1,936 131,763 SH   DFND 4,2,5 2,470 0 129,293
NEW YORK COMMUNITY BANCORP INC COM 649445103 734 46,220 SH   DFND 2,5 46,220 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 475 29,900 SH   DFND 4,2,5 29,900 0 0
NEWELL RUBBERMAID INC COM 651229106 1,573 45,700 SH   DFND 4,2,5 0 0 45,700
NEWFIELD EXPLORATION CO COM 651290108 3,406 91,879 SH   DFND 2,5 91,879 0 0
NEWFIELD EXPLORATION CO COM 651290108 7,765 209,471 SH   DFND 4,2,5 196,530 0 12,941
NEWLINK GENETICS CORP COM 651511107 5,702 266,184 SH   DFND 2,5 266,184 0 0
NEWMONT MINING CORP COM 651639106 3,399 147,448 SH   DFND 2,5 147,448 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 1,560 125,400 SH   DFND 4,2,5 98,000 0 27,400
NEWPORT CORP COM 651824104 314 17,700 SH   DFND 4,2,5 12,500 0 5,200
NEXTERA ENERGY INC COM 65339F101 2,930 31,215 SH   DFND 2,5 31,215 0 0
NEXTERA ENERGY INC COM 65339F101 18,147 193,300 SH   DFND 4,2,5 69,400 0 123,900
NICE-SYSTEMS LTD SPONSORED ADR 653656108 100 2,440 SH   DFND 2,5 2,440 0 0
NIKE INC CL B 654106103 27,115 303,978 SH   DFND 2,5 303,978 0 0
NIKE INC CL B 654106103 16,243 182,100 SH   DFND 4,2,5 96,400 0 85,700
NIMBLE STORAGE INC COM 65440R101 2,233 86,000 SH   DFND 2,5 86,000 0 0
NISOURCE INC COM 65473P105 2,709 66,107 SH   DFND 2,5 66,107 0 0
NISOURCE INC COM 65473P105 22,510 549,300 SH   DFND 4,2,5 226,410 0 322,890
NOBLE ENERGY INC COM 655044105 345 5,051 SH   DFND 2,5 5,051 0 0
NOBLE ENERGY INC COM 655044105 1,695 24,800 SH   DFND 4,2,5 0 0 24,800
NORANDA ALUMINUM HOLDING CORP COM 65542W107 16 3,500 SH   DFND 4,2,5 0 0 3,500
NORDSTROM INC COM 655664100 2,058 30,100 SH   DFND 4,2,5 0 0 30,100
NORFOLK SOUTHERN CORP COM 655844108 38,595 345,830 SH   DFND 2,5 345,830 0 0
NORFOLK SOUTHERN CORP COM 655844108 139,921 1,253,776 SH   DFND 4,2,5 854,106 0 399,670
NORTHEAST UTILITIES COM 664397106 592 13,361 SH   DFND 2,5 13,361 0 0
NORTHEAST UTILITIES COM 664397106 6,275 141,656 SH   DFND 4,2,5 24,300 0 117,356
NORTHERN TRUST CORP COM 665859104 2,395 35,200 SH   DFND 4,2,5 0 0 35,200
NORTHRIM BANCORP INC COM 666762109 58 2,200 SH   DFND 4,2,5 500 0 1,700
NORTHROP GRUMMAN CORP COM 666807102 39,455 299,445 SH   DFND 2,5 299,445 0 0
NORTHROP GRUMMAN CORP COM 666807102 152,262 1,155,600 SH   DFND 4,2,5 766,700 0 388,900
NOVADAQ TECHNOLOGIES INC COM 66987G102 7,576 597,000 SH   DFND 2,5 597,000 0 0
NOW INC COM 67011P100 466 15,325 SH   DFND 4,2,5 0 0 15,325
NU SKIN ENTERPRISES INC CL A 67018T105 275 6,100 SH   DFND 4,2,5 0 0 6,100
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,959 3,000,000 PRN   DFND 2,5 0 0 0
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 663 31,694 SH   DFND 4,2,5 25,894 0 5,800
NVIDIA CORP COM 67066G104 1,641 88,940 SH   DFND 2,5 88,940 0 0
NUVASIVE INC COM 670704105 5,418 155,368 SH   DFND 2,5 155,368 0 0
OGE ENERGY CORP COM 670837103 513 13,812 SH   DFND 2,5 13,812 0 0
OGE ENERGY CORP COM 670837103 52 1,400 SH   DFND 4,2,5 0 0 1,400
O'REILLY AUTOMOTIVE INC COM 67103H107 15,633 103,973 SH   DFND 2,5 103,973 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,050 20,286 SH   DFND 4,2,5 1,300 0 18,986
OFG BANCORP COM 67103X102 993 66,300 SH   DFND 4,2,5 51,900 0 14,400
OASIS PETROLEUM INC COM 674215108 2,927 70,000 SH   DFND 2,5 70,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 20,101 209,057 SH   DFND 2,5 209,057 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 76,561 796,263 SH   DFND 4,2,5 614,090 0 182,173
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH   DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 1,629 25,000 SH   DFND 2,5 25,000 0 0
OILTANKING PARTNERS LP UNIT LTD 678049107 4,959 100,000 SH   DFND 2,5 100,000 0 0
OLIN CORP COM PAR $1 680665205 3,204 126,900 SH   DFND 4,2,5 100,500 0 26,400
OLYMPIC STEEL INC COM 68162K106 27 1,300 SH   DFND 4,2,5 0 0 1,300
OMNICOM GROUP INC COM 681919106 7,510 109,056 SH   DFND 2,5 109,056 0 0
OMNICOM GROUP INC COM 681919106 19,098 277,346 SH   DFND 4,2,5 196,700 0 80,646
OMEGA PROTEIN CORP COM 68210P107 904 72,300 SH   DFND 4,2,5 59,000 0 13,300
OMNIVISION TECHNOLOGIES INC COM 682128103 1,450 54,800 SH   DFND 4,2,5 44,200 0 10,600
ON SEMICONDUCTOR CORP COM 682189105 2,908 325,300 SH   DFND 4,2,5 242,800 0 82,500
ONE LIBERTY PROPERTIES INC COM 682406103 325 16,053 SH   DFND 4,2,5 14,139 0 1,914
ONEOK INC COM 682680103 1,030 15,707 SH   DFND 2,5 15,707 0 0
ONEOK INC COM 682680103 374 5,700 SH   DFND 4,2,5 5,700 0 0
OPEN TEXT CORP COM 683715106 2,068 37,300 SH   DFND 2,5 37,300 0 0
OPEN TEXT CORP COM 683715106 3,570 64,400 SH   DFND 4,2,5 55,100 0 9,300
OPHTHOTECH CORP COM 683745103 3,243 83,306 SH   DFND 2,5 83,306 0 0
ORACLE CORP COM 68389X105 66,127 1,727,461 SH   DFND 2,5 1,709,026 0 18,435
ORACLE CORP COM 68389X105 211,072 5,513,890 SH   DFND 4,2,5 3,491,100 0 2,022,790
OUTERWALL INC COM 690070107 1,588 28,300 SH   DFND 4,2,5 21,400 0 6,900
OVERSTOCK.COM INC COM 690370101 787 46,700 SH   DFND 4,2,5 37,200 0 9,500
OWENS & MINOR INC COM 690732102 3,126 95,500 SH   DFND 4,2,5 68,900 0 26,600
PBF ENERGY INC CL A 69318G106 70 2,900 SH   DFND 4,2,5 0 0 2,900
PC CONNECTION INC COM 69318J100 187 8,704 SH   DFND 4,2,5 6,700 0 2,004
PCM INC COM 69323K100 209 21,319 SH   DFND 4,2,5 11,719 0 9,600
PDL BIOPHARMA INC COM 69329Y104 6,745 903,000 SH   DFND 4,2,5 227,000 0 676,000
PG&E CORP COM 69331C108 8,278 183,800 SH   DFND 4,2,5 125,700 0 58,100
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 29,070 339,680 SH   DFND 4,2,5 241,110 0 98,570
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 7,086 82,796 SH   DFND 2,5 82,796 0 0
PNM RESOURCES INC COM 69349H107 149 6,000 SH   DFND 4,2,5 0 0 6,000
PPG INDUSTRIES INC COM 693506107 17,858 90,770 SH   DFND 2,5 90,770 0 0
PPG INDUSTRIES INC COM 693506107 51,373 261,122 SH   DFND 4,2,5 188,079 0 73,043
PPL CORP COM 69351T106 513 15,617 SH   DFND 2,5 15,617 0 0
PPL CORP COM 69351T106 9,501 289,310 SH   DFND 4,2,5 19,500 0 269,810
PVH CORP COM 693656100 1,042 8,600 SH   DFND 4,2,5 0 0 8,600
PVH CORP COM 693656100 1,396 11,522 SH   DFND 2,5 11,522 0 0
PTC THERAPEUTICS INC COM 69366J200 2,720 61,810 SH   DFND 2,5 61,810 0 0
PTC INC COM 69370C100 5,092 138,000 SH   DFND 2,5 138,000 0 0
PACCAR INC COM 693718108 119 2,100 SH   DFND 4,2,5 0 0 2,100
PACIFIC ETHANOL INC COM PAR $.001 69423U305 634 45,400 SH   DFND 4,2,5 36,600 0 8,800
PAIN THERAPEUTICS INC COM 69562K100 101 25,852 SH   DFND 4,2,5 21,342 0 4,510
PALO ALTO NETWORKS INC COM 697435105 10,840 110,500 SH   DFND 2,5 110,500 0 0
PAN AMERICAN SILVER CORP COM 697900108 253 23,000 SH   DFND 4,2,5 23,000 0 0
PAN AMERICAN SILVER CORP COM 697900108 10,973 996,137 SH   DFND 2,5 996,137 0 0
PANERA BREAD CO CL A 69840W108 271 1,663 SH   DFND 2,5 1,663 0 0
PANTRY INC/THE COM 698657103 65 3,200 SH   DFND 4,2,5 0 0 3,200
PAREXEL INTERNATIONAL CORP COM 699462107 331 5,240 SH   DFND 4,2,5 5,240 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 900 18,800 SH   DFND 4,2,5 15,150 0 3,650
PARKER-HANNIFIN CORP COM 701094104 1,952 17,100 SH   DFND 4,2,5 0 0 17,100
PARKWAY PROPERTIES INC/MD COM 70159Q104 2,576 137,183 SH   DFND 2,5 137,183 0 0
PATRICK INDUSTRIES INC COM 703343103 640 15,100 SH   DFND 4,2,5 14,000 0 1,100
PATTERSON COS INC COM 703395103 999 24,103 SH   DFND 2,5 24,103 0 0
PATTERSON COS INC COM COM 703395103 186 4,500 SH   DFND 4,2,5 0 0 4,500
PAYCHEX INC COM 704326107 838 18,958 SH   DFND 2,5 18,958 0 0
PAYCHEX INC COM 704326107 4,015 90,837 SH   DFND 4,2,5 5,800 0 85,037
PEABODY ENERGY CORP COM 704549104 455 36,786 SH   DFND 2,5 36,786 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 1,500 40,177 SH   DFND 2,5 40,177 0 0
PEMBINA PIPELINE CORP COM 706327103 177 4,202 SH   DFND 2,5 4,202 0 0
PEMBINA PIPELINE CORP COM 706327103 815 19,300 SH   DFND 4,2,5 13,800 0 5,500
PENGROWTH ENERGY CORP COM 70706P104 141 26,900 SH   DFND 4,2,5 4,700 0 22,200
PENN VIRGINIA CORP COM 707882106 1,038 81,700 SH   DFND 4,2,5 62,000 0 19,700
PENN WEST PETROLEUM LTD COM 707887105 766 112,852 SH   DFND 2,5 112,852 0 0
PENN WEST PETROLEUM LTD COM 707887105 1,644 242,000 SH   DFND 4,2,5 222,500 0 19,500
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 1,639 82,200 SH   DFND 4,2,5 70,100 0 12,100
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 628 29,300 SH   DFND 4,2,5 21,200 0 8,100
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,013 49,600 SH   DFND 4,2,5 29,400 0 20,200
PEOPLE'S UNITED FINANCIAL INC COM 712704105 275 19,007 SH   DFND 2,5 19,007 0 0
PEPSICO INC COM 713448108 63,450 681,600 SH   DFND 4,2,5 388,700 0 292,900
PEPSICO INC COM 713448108 8,927 95,895 SH   DFND 2,5 95,895 0 0
PERICOM SEMICONDUCTOR CORP COM 713831105 73 7,500 SH   DFND 4,2,5 7,500 0 0
PERKINELMER INC COM 714046109 1,098 25,180 SH   DFND 2,5 25,180 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 14,141 110,041 SH   DFND 2,5 61,862 0 48,179
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 316 21,248 SH   DFND 4,2,5 21,248 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 316 21,248 SH   DFND 2,5 21,248 0 0
PFIZER INC COM 717081103 66,283 2,241,546 SH   DFND 2,5 2,241,546 0 0
PFIZER INC COM 717081103 271,968 9,197,420 SH   DFND 4,2,5 5,827,000 0 3,370,420
PHARMERICA CORP COM 71714F104 1,490 60,983 SH   DFND 4,2,5 34,200 0 26,783
PHILIP MORRIS INTERNATIONAL INC COM 718172109 59,681 715,600 SH   DFND 4,2,5 401,200 0 314,400
PHILIP MORRIS INTERNATIONAL INC COM 718172109 23,328 279,713 SH   DFND 2,5 258,211 0 21,502
PHILLIPS 66 COM 718546104 765 9,405 SH   DFND 2,5 9,405 0 0
PHOTRONICS INC COM 719405102 746 92,700 SH   DFND 4,2,5 69,300 0 23,400
PHYSICIANS REALTY TRUST COM 71943U104 1,221 89,000 SH   DFND 2,5 89,000 0 0
PILGRIM'S PRIDE CORP COM 72147K108 4,935 161,500 SH   DFND 2,5 161,500 0 0
PILGRIM'S PRIDE CORP COM 72147K108 13,972 457,200 SH   DFND 4,2,5 385,000 0 72,200
PINNACLE WEST CAPITAL CORP COM 723484101 967 17,693 SH   DFND 2,5 17,693 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 967 17,700 SH   DFND 4,2,5 17,700 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,672 8,487 SH   DFND 2,5 8,487 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,230 16,400 SH   DFND 4,2,5 15,600 0 800
PITNEY BOWES INC COM 724479100 8,066 322,776 SH   DFND 4,2,5 320,876 0 1,900
PLUM CREEK TIMBER CO INC COM 729251108 651 16,700 SH   DFND 2,5 16,700 0 0
POLARIS INDUSTRIES INC COM 731068102 21,453 143,221 SH   DFND 2,5 143,221 0 0
POLYONE CORP COM 73179P106 350 9,837 SH   DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 287 7,386 SH   DFND 2,5 7,386 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 247 7,694 SH   DFND 2,5 7,693 0 1
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 463 14,400 SH   DFND 4,2,5 0 0 14,400
PORTOLA PHARMACEUTICALS INC COM 737010108 6,551 259,150 SH   DFND 2,5 259,150 0 0
POST PROPERTIES INC COM 737464107 1,637 31,882 SH   DFND 2,5 31,882 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 330 9,500 SH   DFND 2,5 9,500 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 8,963 258,300 SH   DFND 4,2,5 21,200 0 237,100
POWER INTEGRATIONS INC COM 739276103 6,307 117,000 SH   DFND 2,5 117,000 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 16 681 SH   DFND 2,5 681 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,151 49,580 SH   DFND 1,2,5,3 49,580 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 26 880 SH   DFND 1,2,5,3 880 0 0
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 33 1,110 SH   DFND 1,2,5,3 1,110 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 180 3,100 SH   DFND 1,2,5,3 3,100 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 33 5,140 SH   DFND 1,2,5,3 5,140 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 132 5,210 SH   DFND 1,2,5,3 5,210 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 497 14,910 SH   DFND 1,2,5,3 14,910 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 3,240 126,070 SH   DFND 1,2,5,3 126,070 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 786 28,360 SH   DFND 1,2,5,3 28,360 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 116 4,530 SH   DFND 1,2,5,3 4,530 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 16 644 SH   DFND 2,5 644 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 3,534 88,010 SH   DFND 1,2,5,3 88,010 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 564 33,350 SH   DFND 1,2,5,3 33,350 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,191 56,240 SH   DFND 1,2,5,3 56,240 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 306 12,730 SH   DFND 1,2,5,3 12,730 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 29 2,250 SH   DFND 1,2,5,3 2,250 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 288 9,590 SH   DFND 1,2,5,3 9,590 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 521 17,470 SH   DFND 1,2,5,3 17,470 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 309 10,050 SH   DFND 1,2,5,3 10,050 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 374 13,760 SH   DFND 1,2,5,3 13,760 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 821 25,930 SH   DFND 1,2,5,3 25,930 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 480 11,090 SH   DFND 1,2,5,3 11,090 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 315 9,000 SH   DFND 1,2,5,3 9,000 0 0
PRAXAIR INC COM 74005P104 15,757 122,146 SH   DFND 4,2,5 46,900 0 75,246
PRAXAIR INC COM 74005P104 10,721 83,105 SH   DFND 2,5 83,105 0 0
PRECISION CASTPARTS CORP COM 740189105 53,774 227,011 SH   DFND 2,5 226,248 0 763
PRECISION CASTPARTS CORP COM 740189105 7,675 32,400 SH   DFND 4,2,5 17,400 0 15,000
PRECISION DRILLING CORP COM 2010 74022D308 8 700 SH   DFND 4,2,5 700 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 595 11,274 SH   DFND 4,2,5 9,274 0 2,000
PREMIER FINANCIAL BANCORP INC COM 74050M105 483 33,000 SH   DFND 4,2,5 26,800 0 6,200
PREMIERE GLOBAL SERVICES INC COM 740585104 940 78,500 SH   DFND 4,2,5 63,500 0 15,000
T ROWE PRICE GROUP INC COM 74144T108 2,123 27,080 SH   DFND 2,5 27,080 0 0
T ROWE PRICE GROUP INC COM 74144T108 4,467 56,971 SH   DFND 4,2,5 4,300 0 52,671
PRICELINE GROUP INC/THE COM NEW 741503403 63,175 54,528 SH   DFND 4,2,5 46,238 0 8,290
PRICELINE GROUP INC/THE COM NEW 741503403 32,481 28,035 SH   DFND 2,5 28,035 0 0
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 37,678 28,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 249 3,587 SH   DFND 4,2,5 3,217 0 370
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 36,967 704,540 SH   DFND 4,2,5 643,640 0 60,900
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 7,055 134,460 SH   DFND 2,5 134,460 0 0
PROASSURANCE CORP COM 74267C106 302 6,863 SH   DFND 2,5 6,863 0 0
PROCTER & GAMBLE CO COM 742718109 101,467 1,211,700 SH   DFND 4,2,5 824,100 0 387,600
PROCTER & GAMBLE CO COM 742718109 27,077 323,345 SH   DFND 2,5 323,345 0 0
PROGRESS SOFTWARE CORP COM 743312100 141 5,900 SH   DFND 4,2,5 0 0 5,900
PROGRESSIVE CORP/THE COM 743315103 258 10,200 SH   DFND 4,2,5 10,200 0 0
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 407 15,800 SH   DFND 4,2,5 2,500 0 13,300
PROLOGIS INC COM 74340W103 6,816 180,795 SH   DFND 2,5 180,795 0 0
PROLOGIS INC COM 74340W103 2,934 77,824 SH   DFND 4,2,5 77,624 0 200
PROOFPOINT INC COM 743424103 4,865 131,000 SH   DFND 2,5 131,000 0 0
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 9 600 SH   DFND 4,2,5 600 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 17,293 196,650 SH   DFND 2,5 196,650 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 74,124 842,890 SH   DFND 4,2,5 773,210 0 69,680
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 15,275 410,170 SH   DFND 4,2,5 213,260 0 196,910
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 1,209 32,466 SH   DFND 2,5 32,466 0 0
PUBLIC STORAGE COM 74460D109 5,024 30,295 SH   DFND 4,2,5 30,225 0 70
PUBLIC STORAGE COM 74460D109 2,859 17,237 SH   DFND 2,5 17,237 0 0
PULASKI FINANCIAL CORP COM 745548107 81 7,000 SH   DFND 4,2,5 7,000 0 0
QLOGIC CORP COM 747277101 1,211 132,200 SH   DFND 4,2,5 98,000 0 34,200
QCR HOLDINGS INC COM 74727A104 138 7,807 SH   DFND 4,2,5 7,397 0 410
QEP RESOURCES INC COM 74733V100 77 2,489 SH   DFND 2,5 2,489 0 0
QUALCOMM INC COM 747525103 70,156 938,280 SH   DFND 4,2,5 651,780 0 286,500
QUALCOMM INC COM 747525103 79,771 1,066,887 SH   DFND 2,5 1,055,782 0 11,105
QUALYS INC COM 74758T303 4,655 175,000 SH   DFND 2,5 175,000 0 0
QUANTA SERVICES INC COM 74762E102 51,009 1,405,584 SH   DFND 2,5 1,405,584 0 0
QUANTA SERVICES INC COM 74762E102 11,901 327,950 SH   DFND 4,2,5 246,100 0 81,850
QUEST DIAGNOSTICS INC COM 74834L100 429 7,069 SH   DFND 2,5 7,069 0 0
QUEST DIAGNOSTICS INC COM 74834L100 12,041 198,436 SH   DFND 4,2,5 164,936 0 33,500
QUESTAR CORP COM 748356102 354 15,900 SH   DFND 4,2,5 15,900 0 0
QUIKSILVER INC COM 74838C106 154 89,800 SH   DFND 4,2,5 73,560 0 16,240
QUINSTREET INC COM 74874Q100 542 130,600 SH   DFND 4,2,5 104,400 0 26,200
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 5,211 93,415 SH   DFND 2,5 93,415 0 0
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 449 40,800 SH   DFND 4,2,5 33,100 0 7,700
RLJ LODGING TRUST COM 74965L101 3,189 112,000 SH   DFND 4,2,5 100,800 0 11,200
RPC INC COM 749660106 815 37,100 SH   DFND 4,2,5 25,600 0 11,500
RPM INTERNATIONAL INC COM 749685103 536 11,700 SH   DFND 4,2,5 11,700 0 0
RTI SURGICAL INC COM 74975N105 32 6,700 SH   DFND 4,2,5 0 0 6,700
RF MICRO DEVICES INC COM 749941100 6,371 552,100 SH   DFND 4,2,5 536,700 0 15,400
RACKSPACE HOSTING INC COM 750086100 1,628 50,000 SH   DFND 2,5 50,000 0 0
RADIO ONE INC CL D NON VTG 75040P405 38 11,900 SH   DFND 4,2,5 11,900 0 0
RADISYS CORP COM 750459109 338 126,420 SH   DFND 4,2,5 114,200 0 12,220
RADNET INC COM 750491102 74 11,200 SH   DFND 4,2,5 11,200 0 0
RALPH LAUREN CORP CL A 751212101 1,664 10,103 SH   DFND 2,5 10,103 0 0
RANGE RESOURCES CORP COM 75281A109 1,680 24,779 SH   DFND 2,5 24,779 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 1,809 188,647 SH   DFND 2,5 188,647 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,564 29,199 SH   DFND 2,5 29,199 0 0
RAYONIER INC COM 754907103 273 8,756 SH   DFND 2,5 8,756 0 0
RAYTHEON CO COM NEW 755111507 38,655 380,389 SH   DFND 2,5 380,389 0 0
RAYTHEON CO COM NEW 755111507 153,886 1,514,330 SH   DFND 4,2,5 979,890 0 534,440
READING INTERNATIONAL INC CL A 755408101 606 72,100 SH   DFND 4,2,5 58,900 0 13,200
REALNETWORKS INC COM NEW 75605L708 206 29,700 SH   DFND 4,2,5 25,290 0 4,410
RECEPTOS INC COM 756207106 17 278 SH   DFND 2,5 0 0 278
RED HAT INC COM 756577102 5,054 90,000 SH   DFND 2,5 90,000 0 0
REGAL-BELOIT CORP COM 758750103 103 1,600 SH   DFND 4,2,5 0 0 1,600
REGAL ENTERTAINMENT GROUP CL A 758766109 36 1,800 SH   DFND 2,5 1,800 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 3,128 157,330 SH   DFND 4,2,5 94,700 0 62,630
REGENCY CENTERS CORP COM 758849103 311 5,778 SH   DFND 2,5 5,778 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 39,302 109,016 SH   DFND 2,5 109,016 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 4,290 11,900 SH   DFND 4,2,5 11,400 0 500
REGIS CORP COM 758932107 220 13,800 SH   DFND 4,2,5 13,800 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 171 9,500 SH   DFND 4,2,5 6,070 0 3,430
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 572 7,142 SH   DFND 2,5 7,142 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 109 1,600 SH   DFND 4,2,5 0 0 1,600
REMY INTERNATIONAL INC COM 759663107 885 43,100 SH   DFND 4,2,5 34,700 0 8,400
REPLIGEN CORP COM 759916109 110 5,500 SH   DFND 4,2,5 5,500 0 0
RENT-A-CENTER INC/TX COM 76009N100 2,394 78,900 SH   DFND 4,2,5 62,000 0 16,900
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1,152 103,700 SH   DFND 4,2,5 86,000 0 17,700
REPUBLIC BANCORP INC/KY CL A 760281204 51 2,175 SH   DFND 4,2,5 775 0 1,400
REPUBLIC SERVICES INC COM 760759100 9,535 244,360 SH   DFND 2,5 244,360 0 0
REPUBLIC SERVICES INC COM 760759100 36,493 935,246 SH   DFND 4,2,5 609,467 0 325,779
RESOURCE AMERICA INC CL A 761195205 481 51,700 SH   DFND 4,2,5 43,400 0 8,300
RESTORATION HARDWARE HOLDINGS INC COM 761283100 13,126 165,000 SH   DFND 2,5 165,000 0 0
RETAILMENOT INC COM SER 1 76132B106 673 41,600 SH   DFND 4,2,5 33,950 0 7,650
REVLON INC CL A NEW 761525609 1,046 33,000 SH   DFND 4,2,5 26,600 0 6,400
REX AMERICAN RESOURCES CORP COM 761624105 2,259 31,000 SH   DFND 2,5 31,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 882 12,100 SH   DFND 4,2,5 9,660 0 2,440
REYNOLDS AMERICAN INC COM 761713106 1,001 16,972 SH   DFND 2,5 16,972 0 0
REYNOLDS AMERICAN INC COM 761713106 10,744 182,100 SH   DFND 4,2,5 9,300 0 172,800
RIGNET INC COM 766582100 1,618 40,000 SH   DFND 2,5 40,000 0 0
RITE AID CORP COM 767754104 1,710 353,240 SH   DFND 2,5 353,240 0 0
RITE AID CORP COM 767754104 9,012 1,861,870 SH   DFND 4,2,5 1,406,960 0 454,910
ROCK-TENN CO CL A 772739207 914 19,200 SH   DFND 4,2,5 0 0 19,200
ROCKWELL AUTOMATION INC COM 773903109 154 1,401 SH   DFND 2,5 1,401 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,602 23,684 SH   DFND 4,2,5 2,300 0 21,384
ROCKWELL COLLINS INC COM 774341101 4,820 61,400 SH   DFND 4,2,5 2,900 0 58,500
ROCKY BRANDS INC COM 774515100 430 30,480 SH   DFND 4,2,5 24,480 0 6,000
ROGERS COMMUNICATIONS INC CL B 775109200 675 18,007 SH   DFND 2,5 18,007 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 8,444 225,100 SH   DFND 4,2,5 6,900 0 218,200
ROPER INDUSTRIES INC COM 776696106 57,793 395,058 SH   DFND 2,5 390,772 0 4,286
ROPER INDUSTRIES INC COM 776696106 4,123 28,182 SH   DFND 4,2,5 1,800 0 26,382
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 4,288 72,500 SH   DFND 2,5 72,500 0 0
ROSS STORES INC COM 778296103 4,021 53,200 SH   DFND 4,2,5 2,800 0 50,400
ROVI CORP COM 779376102 901 45,600 SH   DFND 4,2,5 27,140 0 18,460
ROYAL BANK OF CANADA COM 780087102 15,979 223,080 SH   DFND 2,5 223,080 0 0
ROYAL BANK OF CANADA COM 780087102 53,221 743,000 SH   DFND 4,2,5 293,200 0 449,800
RYDER SYSTEM INC COM 783549108 6,228 69,220 SH   DFND 2,5 69,220 0 0
RYDER SYSTEM INC COM 783549108 29,919 332,545 SH   DFND 4,2,5 257,927 0 74,618
RYMAN HOSPITALITY PROPERTIES INC COM 78377T107 123 2,600 SH   DFND 4,2,5 2,600 0 0
S&T BANCORP INC COM 783859101 59 2,500 SH   DFND 4,2,5 2,500 0 0
SBA COMMUNICATIONS CORP COM 78388J106 5,613 50,610 SH   DFND 2,5 50,610 0 0
SL GREEN REALTY CORP COM 78440X101 960 9,473 SH   DFND 2,5 9,473 0 0
SL INDUSTRIES INC COM 784413106 587 12,041 SH   DFND 4,2,5 10,831 0 1,210
SLM CORP COM 78442P106 8,279 967,160 SH   DFND 4,2,5 585,080 0 382,080
SLM CORP COM 78442P106 1,070 125,000 SH   DFND 2,5 125,000 0 0
SM ENERGY CO COM 78454L100 2,743 35,170 SH   DFND 4,2,5 35,010 0 160
SM ENERGY CO COM 78454L100 4,914 63,000 SH   DFND 2,5 63,000 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 3,797 19,271 SH   DFND 2,5 13,840 0 5,431
SPX CORP COM 784635104 936 9,960 SH   DFND 2,5 9,960 0 0
SPX CORP COM 784635104 4,412 46,970 SH   DFND 4,2,5 32,760 0 14,210
SPDR GOLD SHARES GOLD SHS 78463V107 16 138 SH   DFND 2,5 138 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 1,602 40,364 SH   DFND 1,2,5,3 40,364 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 4,395 52,429 SH   DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 419 11,967 SH   DFND 1,2,5,3 11,967 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 28 1,100 SH   DFND 1,2,5,3 1,100 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,791 37,330 SH   DFND 1,2,5,3 37,330 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 90 1,590 SH   DFND 1,2,5,3 1,590 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 5,877 118,370 SH   DFND 1,2,5,3 118,370 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 9,330 232,205 SH   DFND 1,2,5,3 232,205 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 822 14,000 SH   DFND 1,2,5,3 14,000 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 16 199 SH   DFND 2,5 199 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 138 2,010 SH   DFND 1,2,5,3 2,010 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 151 3,750 SH   DFND 1,2,5,3 3,750 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,896 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 125 4,090 SH   DFND 1,2,5,3 4,090 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,121 37,470 SH   DFND 1,2,5,3 37,470 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 322 4,420 SH   DFND 1,2,5,3 4,420 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 287 4,100 SH   DFND 1,2,5,3 4,100 0 0
SP PLUS CORP COM 78469C103 39 2,070 SH   DFND 4,2,5 0 0 2,070
SABRA HEALTH CARE REIT INC COM 78573L106 1,273 52,364 SH   DFND 2,5 52,364 0 0
SAFEWAY INC COM NEW 786514208 2,679 78,100 SH   DFND 4,2,5 78,100 0 0
SAIA INC COM 78709Y105 808 16,300 SH   DFND 4,2,5 14,010 0 2,290
ST JOE CO/THE COM 790148100 604 30,300 SH   DFND 4,2,5 21,490 0 8,810
ST JUDE MEDICAL INC COM 790849103 15,144 251,852 SH   DFND 4,2,5 123,170 0 128,682
ST JUDE MEDICAL INC COM 790849103 9,448 157,126 SH   DFND 2,5 157,126 0 0
SALESFORCE.COM INC COM 79466L302 56,567 983,266 SH   DFND 2,5 983,266 0 0
SALESFORCE.COM INC COM 79466L302 3,423 59,500 SH   DFND 4,2,5 57,100 0 2,400
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 6,690 6,000,000 PRN   DFND 2,5 0 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 27,518 176,127 SH   DFND 2,5 176,127 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 9,675 4,000,000 PRN   DFND 2,5 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 1,444 55,000 SH   DFND 2,5 55,000 0 0
SANDERSON FARMS INC COM 800013104 13,231 150,431 SH   DFND 4,2,5 26,200 0 124,231
SANDERSON FARMS INC COM 800013104 792 9,000 SH   DFND 2,5 9,000 0 0
SANDISK CORP COM 80004C101 1,547 15,790 SH   DFND 2,5 15,790 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 4,808 2,500,000 PRN   DFND 2,5 0 0 0
SANDRIDGE ENERGY INC COM 80007P307 1,391 324,200 SH   DFND 4,2,5 251,800 0 72,400
JOHN B SANFILIPPO & SON INC COM 800422107 1,029 31,800 SH   DFND 4,2,5 26,000 0 5,800
SANMINA CORP COM 801056102 2,676 128,300 SH   DFND 4,2,5 93,300 0 35,000
SAUL CENTERS INC COM 804395101 701 15,000 SH   DFND 2,5 15,000 0 0
SCANA CORP COM 80589M102 8,628 173,917 SH   DFND 2,5 173,917 0 0
SCANA CORP COM 80589M102 34,370 692,802 SH   DFND 4,2,5 507,770 0 185,032
HENRY SCHEIN INC COM 806407102 1,139 9,778 SH   DFND 2,5 9,778 0 0
HENRY SCHEIN INC COM 806407102 3,573 30,677 SH   DFND 4,2,5 2,500 0 28,177
SCHLUMBERGER LTD COM 806857108 35,505 349,150 SH   DFND 4,2,5 303,550 0 45,600
SCHLUMBERGER LTD COM 806857108 39,047 383,984 SH   DFND 2,5 365,156 0 18,828
SCHOLASTIC CORP COM 807066105 891 27,570 SH   DFND 4,2,5 10,700 0 16,870
A SCHULMAN INC COM 808194104 1,024 28,300 SH   DFND 4,2,5 19,000 0 9,300
CHARLES SCHWAB CORP/THE COM 808513105 3,743 127,346 SH   DFND 2,5 127,346 0 0
CHARLES SCHWAB CORP/THE COM 808513105 4,159 141,500 SH   DFND 4,2,5 135,100 0 6,400
SCOTTS MIRACLE-GRO CO/THE CL A 810186106 303 5,500 SH   DFND 4,2,5 5,500 0 0
SEALED AIR CORP COM 81211K100 9,306 266,800 SH   DFND 4,2,5 255,840 0 10,960
SEATTLE GENETICS INC COM 812578102 10,492 282,190 SH   DFND 2,5 282,190 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 225 11,682 SH   DFND 2,5 11,682 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 712 37,000 SH   DFND 4,2,5 30,650 0 6,350
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,603 17,690 SH   DFND 1,2,5,3 17,690 0 0
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 54,647 1,369,600 SH   DFND 1,2,5,3 1,369,600 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,284 53,400 SH   DFND 4,2,5 46,500 0 6,900
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 6,650 552,780 SH   DFND 4,2,5 86,180 0 466,600
SEMPRA ENERGY COM 816851109 12,129 115,100 SH   DFND 4,2,5 13,000 0 102,100
SERVICE CORP INTERNATIONAL/US COM 817565104 3,156 149,300 SH   DFND 4,2,5 0 0 149,300
SERVICENOW INC COM 81762P102 20,177 343,257 SH   DFND 2,5 343,257 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,351 258,580 SH   DFND 2,5 258,580 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 18,134 738,280 SH   DFND 4,2,5 409,080 0 329,200
SHERWIN-WILLIAMS CO/THE COM 824348106 5,756 26,284 SH   DFND 4,2,5 2,500 0 23,784
SIGMA-ALDRICH CORP COM 826552101 4,638 34,100 SH   DFND 4,2,5 2,900 0 31,200
SIGMA DESIGNS INC COM 826565103 245 56,867 SH   DFND 4,2,5 48,377 0 8,490
SIGNATURE BANK/NEW YORK NY COM 82669G104 12,495 111,500 SH   DFND 2,5 111,500 0 0
SILICON LABORATORIES INC COM 826919102 2,438 60,000 SH   DFND 2,5 60,000 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 6,996 1,144,779 SH   DFND 2,5 1,144,779 0 0
SILVER WHEATON CORP COM 828336107 9,927 496,589 SH   DFND 2,5 496,589 0 0
SILVERCORP METALS INC COM 82835P103 2,560 1,607,409 SH   DFND 2,5 1,607,409 0 0
SIMON PROPERTY GROUP INC COM 828806109 15,210 92,506 SH   DFND 2,5 92,506 0 0
SIMON PROPERTY GROUP INC COM 828806109 19,458 118,340 SH   DFND 4,2,5 118,000 0 340
SIMPLICITY BANCORP INC COM 828867101 423 25,187 SH   DFND 4,2,5 22,650 0 2,537
SKECHERS U.S.A. INC CL A 830566105 506 9,500 SH   DFND 4,2,5 9,500 0 0
SKECHERS U.S.A. INC CL A 830566105 5,864 110,000 SH   DFND 2,5 110,000 0 0
SKYWEST INC COM 830879102 571 73,400 SH   DFND 4,2,5 60,800 0 12,600
SKYWORKS SOLUTIONS INC COM 83088M102 1,456 25,080 SH   DFND 2,5 25,080 0 0
SMITH & WESSON HOLDING CORP COM 831756101 830 87,900 SH   DFND 4,2,5 63,200 0 24,700
JM SMUCKER CO/THE COM NEW 832696405 3,831 38,700 SH   DFND 4,2,5 1,800 0 36,900
JM SMUCKER CO/THE COM NEW 832696405 340 3,438 SH   DFND 2,5 3,438 0 0
SNAP-ON INC COM 833034101 1,974 16,300 SH   DFND 4,2,5 16,300 0 0
SONOCO PRODUCTS CO COM 835495102 589 15,000 SH   DFND 4,2,5 15,000 0 0
SOUTHERN CO/THE COM 842587107 1,587 36,359 SH   DFND 2,5 36,359 0 0
SOUTHERN CO/THE COM 842587107 21,925 502,300 SH   DFND 4,2,5 118,500 0 383,800
SOUTHERN COPPER CORP COM 84265V105 14,131 476,602 SH   DFND 2,5 324,244 0 152,358
SOUTHERN MISSOURI BANCORP INC COM 843380106 42 1,167 SH   DFND 4,2,5 1,167 0 0
SOUTHWEST GAS CORP COM 844895102 1,159 23,850 SH   DFND 4,2,5 0 0 23,850
SOUTHWESTERN ENERGY CO COM 845467109 171 4,895 SH   DFND 2,5 4,895 0 0
SPARTANNASH CO COM 847215100 2,380 122,383 SH   DFND 4,2,5 13,700 0 108,683
SPECTRA ENERGY CORP COM 847560109 173 4,415 SH   DFND 2,5 4,415 0 0
SPECTRA ENERGY CORP COM 847560109 12,928 329,300 SH   DFND 4,2,5 111,700 0 217,600
SPECTRANETICS CORP/THE COM 84760C107 6,464 243,282 SH   DFND 2,5 243,282 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 278 16,300 SH   DFND 4,2,5 8,000 0 8,300
SPRINGLEAF HOLDINGS INC COM 85172J101 227 7,100 SH   DFND 4,2,5 7,100 0 0
STAG INDUSTRIAL INC COM 85254J102 969 46,800 SH   DFND 2,5 46,800 0 0
STAMPS.COM INC COM NEW 852857200 582 18,300 SH   DFND 4,2,5 11,800 0 6,500
STANDARD MOTOR PRODUCTS INC COM 853666105 1,016 29,500 SH   DFND 4,2,5 23,200 0 6,300
STANLEY BLACK & DECKER INC COM 854502101 7,481 84,260 SH   DFND 2,5 84,260 0 0
STANLEY BLACK & DECKER INC COM 854502101 24,812 279,450 SH   DFND 4,2,5 196,170 0 83,280
STANTEC INC COM 85472N109 66 1,000 SH   DFND 4,2,5 1,000 0 0
STAPLES INC COM 855030102 278 22,974 SH   DFND 2,5 22,974 0 0
STAPLES INC COM 855030102 6,116 505,424 SH   DFND 4,2,5 20,600 0 484,824
STARBUCKS CORP COM 855244109 15,620 207,000 SH   DFND 4,2,5 116,800 0 90,200
STARBUCKS CORP COM 855244109 52,041 689,648 SH   DFND 2,5 686,727 0 2,921
LS STARRETT CO/THE CL A 855668109 40 2,863 SH   DFND 4,2,5 1,773 0 1,090
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,677 20,156 SH   DFND 2,5 20,156 0 0
STATE STREET CORP COM 857477103 2,062 28,012 SH   DFND 2,5 28,012 0 0
STATE STREET CORP COM 857477103 10,861 147,550 SH   DFND 4,2,5 42,800 0 104,750
STERICYCLE INC COM 858912108 2,891 24,800 SH   DFND 4,2,5 1,600 0 23,200
STERICYCLE INC COM 858912108 23,390 200,670 SH   DFND 2,5 194,821 0 5,849
STERIS CORP COM 859152100 713 13,200 SH   DFND 4,2,5 0 0 13,200
STIFEL FINANCIAL CORP COM 860630102 12,707 271,000 SH   DFND 2,5 271,000 0 0
STOCK YARDS BANCORP INC COM 861025104 87 2,900 SH   DFND 4,2,5 2,900 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 1,970 169,100 SH   DFND 4,2,5 140,400 0 28,700
STRATUS PROPERTIES INC COM NEW 863167201 417 29,750 SH   DFND 4,2,5 27,000 0 2,750
STRAYER EDUCATION INC COM 863236105 192 3,200 SH   DFND 4,2,5 3,200 0 0
STRYKER CORP COM 863667101 10,913 135,143 SH   DFND 2,5 135,143 0 0
STRYKER CORP COM 863667101 9,100 112,700 SH   DFND 4,2,5 5,400 0 107,300
SUN LIFE FINANCIAL INC COM 866796105 167 4,600 SH   DFND 4,2,5 900 0 3,700
SUNCOR ENERGY INC COM 867224107 10,595 292,130 SH   DFND 2,5 292,130 0 0
SUNCOR ENERGY INC COM 867224107 29,598 816,110 SH   DFND 4,2,5 383,030 0 433,080
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 3,120 436,975 SH   DFND 2,5 436,975 0 0
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 3,378 70,000 SH   DFND 2,5 70,000 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 898 65,000 SH   DFND 4,2,5 50,800 0 14,200
SUPERIOR ENERGY SERVICES INC COM 868157108 4,214 128,200 SH   DFND 2,5 128,200 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 16,488 501,599 SH   DFND 4,2,5 432,806 0 68,793
SUPERIOR UNIFORM GROUP INC COM 868358102 400 18,486 SH   DFND 4,2,5 13,486 0 5,000
SUPERVALU INC COM 868536103 256 28,600 SH   DFND 4,2,5 28,600 0 0
SWIFT ENERGY CO COM 870738101 812 84,500 SH   DFND 4,2,5 67,600 0 16,900
SWIFT TRANSPORTATION CO CL A 87074U101 2,499 119,100 SH   DFND 4,2,5 50,400 0 68,700
SYKES ENTERPRISES INC COM 871237103 1,323 66,200 SH   DFND 4,2,5 45,600 0 20,600
SYMANTEC CORP COM 871503108 26,989 1,148,000 SH   DFND 2,5 1,148,000 0 0
SYMANTEC CORP COM 871503108 81,496 3,466,426 SH   DFND 4,2,5 2,900,986 0 565,440
SYNAPTICS INC COM 87157D109 2,269 31,000 SH   DFND 2,5 31,000 0 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 9,881 143,660 SH   DFND 2,5 143,660 0 0
SYNOPSYS INC COM 871607107 6,070 152,900 SH   DFND 4,2,5 109,200 0 43,700
SYNOPSYS INC COM 871607107 330 8,305 SH   DFND 2,5 8,305 0 0
SYNNEX CORP COM 87162W100 1,079 16,700 SH   DFND 4,2,5 0 0 16,700
SYNUTRA INTERNATIONAL INC COM 87164C102 14 3,000 SH   DFND 4,2,5 3,000 0 0
SYNERGY RESOURCES CORP COM 87164P103 5,120 420,000 SH   DFND 2,5 420,000 0 0
SYSCO CORP COM 871829107 6,930 182,600 SH   DFND 4,2,5 15,700 0 166,900
SYSCO CORP COM 871829107 870 22,930 SH   DFND 2,5 22,930 0 0
SYSTEMAX INC COM 871851101 27 2,200 SH   DFND 4,2,5 410 0 1,790
TD AMERITRADE HOLDING CORP COM 87236Y108 21,221 635,929 SH   DFND 2,5 635,929 0 0
TECO ENERGY INC COM 872375100 436 25,100 SH   DFND 4,2,5 25,100 0 0
TCP CAPITAL CORP COM 87238Q103 13,613 847,115 SH   DFND 2,5 0 0 847,115
TCP CAPITAL CORP COM 87238Q103 1,367 85,078 SH   DFND 4,2,5 0 0 85,078
TJX COS INC/THE COM 872540109 18,029 304,700 SH   DFND 4,2,5 109,300 0 195,400
TJX COS INC/THE COM 872540109 50,610 855,336 SH   DFND 2,5 855,336 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 20,017 197,700 SH   DFND 2,5 197,700 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 62,983 622,050 SH   DFND 4,2,5 411,200 0 210,850
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 21,439 1,062,376 SH   DFND 2,5 0 0 1,062,376
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 3,022 131,000 SH   DFND 4,2,5 102,000 0 29,000
TALISMAN ENERGY INC COM 87425E103 721 83,100 SH   DFND 4,2,5 76,100 0 7,000
TALISMAN ENERGY INC COM 87425E103 785 90,480 SH   DFND 2,5 90,480 0 0
TANDY LEATHER FACTORY INC COM 87538X105 26 2,700 SH   DFND 4,2,5 2,700 0 0
TARGET CORP COM 87612E106 249 3,978 SH   DFND 2,5 3,978 0 0
TARGET CORP COM 87612E106 11,941 190,500 SH   DFND 4,2,5 89,200 0 101,300
TARGA RESOURCES CORP COM 87612G101 5,447 40,000 SH   DFND 2,5 40,000 0 0
TATA MOTORS LTD SPONSORED ADR 876568502 2,811 64,300 SH   DFND 2,5 64,300 0 0
TAUBMAN CENTERS INC COM 876664103 1,176 16,104 SH   DFND 2,5 16,104 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 71 4,400 SH   DFND 4,2,5 0 0 4,400
TECHNE CORP COM 878377100 2,703 28,896 SH   DFND 2,5 28,896 0 0
TECK RESOURCES LTD CL B 878742204 14 731 SH   DFND 2,5 0 0 731
TECK RESOURCES LTD CL B 878742204 1,163 61,300 SH   DFND 4,2,5 1,700 0 59,600
TECUMSEH PRODUCTS CO COM 878895309 329 76,569 SH   DFND 4,2,5 59,689 0 16,880
TELECOMMUNICATION SYSTEMS INC CL A 87929J103 62 22,300 SH   DFND 4,2,5 16,600 0 5,700
TELEFLEX INC COM 879369106 410 3,900 SH   DFND 4,2,5 0 0 3,900
TELUS CORP COM 87971M103 1,410 41,200 SH   DFND 4,2,5 2,800 0 38,400
TENARIS SA SPONSORED ADR 88031M109 2,097 46,047 SH   DFND 2,5 46,047 0 0
TENAX THERAPEUTICS INC COM 88032L100 42 10,700 SH   DFND 4,2,5 10,700 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 4 63 SH   DFND 2,5 63 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 13,328 224,410 SH   DFND 4,2,5 203,730 0 20,680
TENNECO INC COM 880349105 727 13,900 SH   DFND 4,2,5 5,100 0 8,800
TEREX CORP COM 880779103 2,353 74,051 SH   DFND 4,2,5 43,447 0 30,604
TESCO CORP COM 88157K101 3,970 200,000 SH   DFND 2,5 200,000 0 0
TESORO CORP COM 881609101 7,683 126,000 SH   DFND 4,2,5 126,000 0 0
TESLA MOTORS INC COM 88160R101 73 300 SH   DFND 4,2,5 0 0 300
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 15,322 285,068 SH   DFND 2,5 285,068 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 1,598 80,089 SH   DFND 2,5 80,089 0 0
TEXAS INSTRUMENTS INC COM 882508104 5,222 109,504 SH   DFND 2,5 109,504 0 0
TEXAS INSTRUMENTS INC COM 882508104 9,648 202,300 SH   DFND 4,2,5 142,100 0 60,200
THERMO FISHER SCIENTIFIC INC COM 883556102 30,483 250,475 SH   DFND 2,5 245,950 0 4,525
THERMO FISHER SCIENTIFIC INC COM 883556102 68,340 561,546 SH   DFND 4,2,5 404,875 0 156,671
THOMPSON CREEK METALS CO INC COM 884768102 164 74,100 SH   DFND 4,2,5 74,100 0 0
THOMSON REUTERS CORP COM 884903105 635 17,400 SH   DFND 2,5 17,400 0 0
THOMSON REUTERS CORP COM 884903105 281 7,700 SH   DFND 4,2,5 5,000 0 2,700
3M CO COM 88579Y101 29,496 208,190 SH   DFND 4,2,5 101,790 0 106,400
3M CO COM 88579Y101 21,812 153,955 SH   DFND 2,5 153,955 0 0
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 2,114 585,527 SH   DFND 2,5 585,527 0 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 2,001 2,000,000 PRN   DFND 2,5 0 0 0
TIME INC COM 887228104 284 12,137 SH   DFND 4,2,5 0 0 12,137
TIME WARNER INC COM NEW 887317303 736 9,785 SH   DFND 2,5 9,785 0 0
TIME WARNER INC COM NEW 887317303 17,456 232,100 SH   DFND 4,2,5 129,000 0 103,100
TIME WARNER CABLE INC COM 88732J207 162 1,132 SH   DFND 2,5 1,132 0 0
TIME WARNER CABLE INC COM 88732J207 6,529 45,500 SH   DFND 4,2,5 43,700 0 1,800
TOLL BROTHERS INC COM 889478103 682 21,882 SH   DFND 2,5 21,882 0 0
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 4,030 4,000,000 PRN   DFND 2,5 0 0 0
TORONTO-DOMINION BANK COM NEW 891160509 23,816 481,561 SH   DFND 2,5 451,423 0 30,138
TORONTO-DOMINION BANK COM NEW 891160509 43,551 880,600 SH   DFND 4,2,5 260,200 0 620,400
TOWER INTERNATIONAL INC COM 891826109 678 26,900 SH   DFND 4,2,5 23,000 0 3,900
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 252 37,600 SH   DFND 4,2,5 31,880 0 5,720
TOWNE BANK/PORTSMOUTH VA COM 89214P109 109 8,000 SH   DFND 4,2,5 8,000 0 0
TRACTOR SUPPLY CO COM 892356106 34,989 568,829 SH   DFND 2,5 563,419 0 5,410
TRANSCANADA CORP COM 89353D107 2,220 43,008 SH   DFND 2,5 36,914 0 6,094
TRANSCANADA CORP COM 89353D107 15,123 293,000 SH   DFND 4,2,5 43,900 0 249,100
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 105 10,532 SH   DFND 4,2,5 9,342 0 1,190
TRANSDIGM GROUP INC COM 893641100 13,272 72,000 SH   DFND 2,5 72,000 0 0
TRANSGLOBE ENERGY CORP COM 893662106 252 41,400 SH   DFND 4,2,5 41,400 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 265 26,900 SH   DFND 4,2,5 16,350 0 10,550
TRAVELERS COS INC/THE COM 89417E109 47,019 500,518 SH   DFND 2,5 500,518 0 0
TRAVELERS COS INC/THE COM 89417E109 106,293 1,131,500 SH   DFND 4,2,5 1,028,400 0 103,100
TRIANGLE PETROLEUM CORP COM NEW 89600B201 4,404 400,000 SH   DFND 2,5 400,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 6,344 208,000 SH   DFND 2,5 208,000 0 0
TRINITY INDUSTRIES INC COM 896522109 7,652 163,790 SH   DFND 2,5 163,790 0 0
TRINITY INDUSTRIES INC COM 896522109 19,132 409,500 SH   DFND 4,2,5 348,990 0 60,510
TRIPADVISOR INC COM 896945201 2,468 27,000 SH   DFND 2,5 27,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 226 3,279 SH   DFND 2,5 3,279 0 0
TUPPERWARE BRANDS CORP COM 899896104 884 12,800 SH   DFND 4,2,5 12,800 0 0
TUTOR PERINI CORP COM 901109108 129 4,900 SH   DFND 4,2,5 0 0 4,900
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 1,317 38,421 SH   DFND 2,5 38,421 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 9,762 284,700 SH   DFND 4,2,5 272,500 0 12,200
TYSON FOODS INC CL A 902494103 20,474 520,030 SH   DFND 2,5 520,030 0 0
TYSON FOODS INC CL A 902494103 79,504 2,019,417 SH   DFND 4,2,5 1,295,060 0 724,357
UGI CORP COM 902681105 1,324 38,850 SH   DFND 4,2,5 0 0 38,850
US BANCORP COM NEW 902973304 2,618 62,589 SH   DFND 2,5 62,589 0 0
US BANCORP COM NEW 902973304 32,810 784,360 SH   DFND 4,2,5 265,900 0 518,460
USANA HEALTH SCIENCES INC COM 90328M107 1,076 14,600 SH   DFND 4,2,5 11,700 0 2,900
US SILICA HOLDINGS INC COM 90346E103 6,720 107,500 SH   DFND 2,5 107,500 0 0
US SILICA HOLDINGS INC COM 90346E103 1,025 16,400 SH   DFND 4,2,5 14,710 0 1,690
ULTRA CLEAN HOLDINGS INC COM 90385V107 413 46,200 SH   DFND 4,2,5 28,700 0 17,500
ULTRA PETROLEUM CORP COM 903914109 2,373 102,010 SH   DFND 2,5 102,010 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 3,510 62,011 SH   DFND 2,5 62,011 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 1,902 90,069 SH   DFND 2,5 90,069 0 0
UNDER ARMOUR INC CL A 904311107 6,565 95,000 SH   DFND 2,5 95,000 0 0
UNIFIRST CORP/MA COM 904708104 2,379 24,620 SH   DFND 4,2,5 17,100 0 7,520
UNION PACIFIC CORP COM 907818108 81,935 755,720 SH   DFND 4,2,5 300,800 0 454,920
UNION PACIFIC CORP COM 907818108 59,092 545,028 SH   DFND 2,5 536,966 0 8,062
UNIT CORP COM 909218109 3,109 53,000 SH   DFND 4,2,5 36,600 0 16,400
UNITED FINANCIAL BANCORP INC COM 910304104 231 18,200 SH   DFND 4,2,5 18,200 0 0
UNITED ONLINE INC COM NEW 911268209 594 54,201 SH   DFND 4,2,5 44,101 0 10,100
UNITED PARCEL SERVICE INC CL B 911312106 22,617 230,100 SH   DFND 4,2,5 109,000 0 121,100
UNITED PARCEL SERVICE INC CL B 911312106 304 3,088 SH   DFND 2,5 3,088 0 0
UNITED RENTALS INC COM 911363109 2,748 24,731 SH   DFND 2,5 23,284 0 1,447
UNITED STATES LIME & MINERALS INC COM 911922102 92 1,590 SH   DFND 4,2,5 1,290 0 300
UNITED STATIONERS INC COM 913004107 1,627 43,300 SH   DFND 4,2,5 27,000 0 16,300
UNITED TECHNOLOGIES CORP COM 913017109 65,443 619,730 SH   DFND 4,2,5 427,230 0 192,500
UNITED TECHNOLOGIES CORP COM 913017109 15,031 142,339 SH   DFND 2,5 142,339 0 0
UNITED THERAPEUTICS CORP COM 91307C102 6,433 50,000 SH   DFND 4,2,5 34,900 0 15,100
UNITED THERAPEUTICS CORP COM 91307C102 129 1,000 SH   DFND 2,5 1,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 53,708 622,697 SH   DFND 4,2,5 261,889 0 360,808
UNITEDHEALTH GROUP INC COM 91324P102 46,649 540,857 SH   DFND 2,5 527,971 0 12,886
UNIVERSAL ELECTRONICS INC COM 913483103 1,323 26,800 SH   DFND 4,2,5 18,500 0 8,300
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,068 25,009 SH   DFND 4,2,5 19,146 0 5,863
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 26 2,000 SH   DFND 4,2,5 2,000 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 6,289 60,185 SH   DFND 2,5 60,185 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 7,461 71,400 SH   DFND 4,2,5 0 0 71,400
VF CORP COM 918204108 46,719 707,550 SH   DFND 4,2,5 593,170 0 114,380
VF CORP COM 918204108 7,035 106,540 SH   DFND 2,5 106,540 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 3,427 26,100 SH   DFND 4,2,5 15,600 0 10,500
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 8,171 62,225 SH   DFND 2,5 62,225 0 0
VALE SA ADR REPSTG PFD 91912E204 339 34,937 SH   DFND 4,2,5 34,937 0 0
VALE SA ADR REPSTG PFD 91912E204 1,416 145,867 SH   DFND 2,5 145,867 0 0
VALERO ENERGY CORP COM 91913Y100 34,725 750,490 SH   DFND 4,2,5 611,460 0 139,030
VALERO ENERGY CORP COM 91913Y100 4,787 103,455 SH   DFND 2,5 103,455 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 29,165 733,700 SH   DFND 1,2,5,3 733,700 0 0
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 837 16,950 SH   DFND 1,2,5,3 16,950 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 984 23,600 SH   DFND 1,2,5,3 23,600 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 569 9,600 SH   DFND 1,2,5,3 9,600 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 2,143 38,800 SH   DFND 1,2,5,3 38,800 0 0
VANGUARD ENERGY ETF ENERGY ETF 92204A306 1,062 8,100 SH   DFND 1,2,5,3 8,100 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 59,838 597,900 SH   DFND 1,2,5,3 597,900 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 4,712 58,808 SH   DFND 2,5 58,808 0 0
VECTREN CORP COM 92240G101 5,617 140,782 SH   DFND 2,5 140,782 0 0
VECTREN CORP COM 92240G101 22,232 557,201 SH   DFND 4,2,5 351,163 0 206,038
VECTRUS INC COM 92242T101 18 900 SH   DFND 4,2,5 0 0 900
VENTAS INC COM 92276F100 2,416 38,996 SH   DFND 2,5 38,996 0 0
VENTAS INC COM 92276F100 4,414 71,250 SH   DFND 4,2,5 71,120 0 130
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 9,060 50,170 SH   DFND 2,5 0 0 50,170
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 59,939 706,000 SH   DFND 1,2,5,3 706,000 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 26,521 293,177 SH   DFND 1,2,5,3 293,177 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 64,835 650,492 SH   DFND 1,2,5,3 650,492 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 9,801 120,701 SH   DFND 1,2,5,3 120,701 0 0
VERISIGN INC COM 92343E102 965 17,500 SH   DFND 4,2,5 0 0 17,500
VERIZON COMMUNICATIONS INC COM 92343V104 96,675 1,933,892 SH   DFND 4,2,5 1,203,261 0 730,631
VERIZON COMMUNICATIONS INC COM 92343V104 28,642 572,956 SH   DFND 2,5 572,956 0 0
VERITIV CORP COM 923454102 49 969 SH   DFND 4,2,5 0 0 969
VERITIV CORP COM 923454102 7 134 SH   DFND 2,5 134 0 0
VERISK ANALYTICS INC CL A 92345Y106 2,174 35,700 SH   DFND 4,2,5 2,200 0 33,500
VERMILION ENERGY INC COM 923725105 3,661 60,000 SH   DFND 2,5 60,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 40,948 364,602 SH   DFND 2,5 364,602 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 168 1,500 SH   DFND 4,2,5 100 0 1,400
VIAD CORP COM NEW 92552R406 461 22,300 SH   DFND 4,2,5 14,470 0 7,830
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 126 8,000 SH   DFND 4,2,5 6,600 0 1,400
VIACOM INC CL B 92553P201 15,783 205,130 SH   DFND 4,2,5 57,830 0 147,300
VIACOM INC CL B 92553P201 31 401 SH   DFND 2,5 401 0 0
VISA INC COM CL A 92826C839 110,462 517,700 SH   DFND 2,5 516,835 0 865
VISA INC COM CL A 92826C839 43,506 203,900 SH   DFND 4,2,5 135,400 0 68,500
VISHAY INTERTECHNOLOGY INC COM 928298108 1,254 87,800 SH   DFND 4,2,5 72,600 0 15,200
VMWARE INC CL A COM 928563402 4,880 52,000 SH   DFND 2,5 52,000 0 0
W&T OFFSHORE INC COM 92922P106 649 59,000 SH   DFND 4,2,5 50,800 0 8,200
WCI COMMUNITIES INC COM PAR $0.01 92923C807 511 27,700 SH   DFND 2,5 27,700 0 0
WAL-MART STORES INC COM 931142103 15,942 208,468 SH   DFND 2,5 208,468 0 0
WAL-MART STORES INC COM 931142103 94,863 1,240,530 SH   DFND 4,2,5 374,530 0 866,000
WALGREEN CO COM 931422109 8,576 144,700 SH   DFND 4,2,5 118,600 0 26,100
WALGREEN CO COM 931422109 1,779 30,020 SH   DFND 2,5 30,020 0 0
WASHINGTON FEDERAL INC COM 938824109 2,319 113,900 SH   DFND 4,2,5 94,600 0 19,300
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 4,483 176,630 SH   DFND 2,5 176,630 0 0
WASTE MANAGEMENT INC COM 94106L109 278 5,845 SH   DFND 2,5 5,845 0 0
WASTE MANAGEMENT INC COM 94106L109 342 7,200 SH   DFND 4,2,5 7,200 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2,519 2,500,000 PRN   DFND 2,5 0 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,880 59,678 SH   DFND 2,5 59,678 0 0
WEIS MARKETS INC COM 948849104 82 2,100 SH   DFND 4,2,5 0 0 2,100
WELLPOINT INC COM 94973V107 7,523 62,891 SH   DFND 2,5 62,891 0 0
WELLPOINT INC COM 94973V107 14,366 120,100 SH   DFND 4,2,5 34,400 0 85,700
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 31,126 18,900,000 PRN   DFND 2,5 0 0 0
WELLS FARGO & CO COM 949746101 63,715 1,228,361 SH   DFND 2,5 1,210,597 0 17,764
WELLS FARGO & CO COM 949746101 231,302 4,459,253 SH   DFND 4,2,5 2,690,223 0 1,769,030
WESBANCO INC COM 950810101 110 3,600 SH   DFND 4,2,5 0 0 3,600
WESCO INTERNATIONAL INC COM 95082P105 542 6,930 SH   DFND 2,5 6,930 0 0
WESTAR ENERGY INC COM 95709T100 563 16,500 SH   DFND 4,2,5 0 0 16,500
WESTERN DIGITAL CORP COM 958102105 19,989 205,400 SH   DFND 4,2,5 3,300 0 202,100
WESTERN REFINING INC COM 959319104 1,478 35,200 SH   DFND 4,2,5 26,900 0 8,300
WESTERN REFINING INC COM 959319104 3,926 93,500 SH   DFND 2,5 93,500 0 0
WESTERN UNION CO/THE COM 959802109 52,374 3,265,198 SH   DFND 4,2,5 2,583,660 0 681,538
WESTERN UNION CO/THE COM 959802109 16,606 1,035,300 SH   DFND 2,5 1,035,300 0 0
WESTFIELD FINANCIAL INC COM 96008P104 64 9,000 SH   DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 19,647 226,900 SH   DFND 4,2,5 188,300 0 38,600
WESTLAKE CHEMICAL CORP COM 960413102 7,637 88,200 SH   DFND 2,5 88,200 0 0
WHIRLPOOL CORP COM 963320106 7,952 54,600 SH   DFND 4,2,5 1,200 0 53,400
WHITING PETROLEUM CORP COM 966387102 17,112 220,656 SH   DFND 2,5 220,656 0 0
WILLIAMS COS INC/THE COM 969457100 5,994 108,300 SH   DFND 4,2,5 104,400 0 3,900
CLAYTON WILLIAMS ENERGY INC COM 969490101 2,122 22,000 SH   DFND 2,5 22,000 0 0
WILLIS LEASE FINANCE CORP COM 970646105 645 31,400 SH   DFND 4,2,5 25,600 0 5,800
WINTRUST FINANCIAL CORP COM 97650W108 393 8,800 SH   DFND 4,2,5 5,500 0 3,300
WISCONSIN ENERGY CORP COM 976657106 404 9,389 SH   DFND 2,5 9,389 0 0
WISCONSIN ENERGY CORP COM 976657106 5,145 119,648 SH   DFND 4,2,5 15,000 0 104,648
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 131 3,000 SH   DFND 1,2,5,3 3,000 0 0
WOODWARD INC COM 980745103 376 7,900 SH   DFND 4,2,5 7,900 0 0
WPX ENERGY INC COM 98212B103 67 2,781 SH   DFND 2,5 2,781 0 0
WRIGHT MEDICAL GROUP INC COM 98235T107 3,466 114,403 SH   DFND 2,5 114,403 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 19,340 238,000 SH   DFND 2,5 238,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 56,420 694,310 SH   DFND 4,2,5 590,300 0 104,010
WYNN RESORTS LTD COM 983134107 1,796 9,600 SH   DFND 4,2,5 600 0 9,000
XO GROUP INC COM 983772104 962 85,800 SH   DFND 4,2,5 68,900 0 16,900
XCEL ENERGY INC COM 98389B100 101,928 3,352,884 SH   DFND 4,2,5 2,254,010 0 1,098,874
XCEL ENERGY INC COM 98389B100 26,430 869,421 SH   DFND 2,5 869,421 0 0
XILINX INC COM 983919101 597 14,100 SH   DFND 4,2,5 0 0 14,100
XILINX INC NOTE 2.625% 6/1 983919AF8 38,496 26,000,000 PRN   DFND 2,5 0 0 0
XEROX CORP COM 984121103 28,638 2,164,590 SH   DFND 2,5 2,164,590 0 0
XEROX CORP COM 984121103 92,416 6,985,355 SH   DFND 4,2,5 5,200,420 0 1,784,935
XERIUM TECHNOLOGIES INC COM NEW 98416J118 187 12,830 SH   DFND 4,2,5 11,070 0 1,760
YY INC-ADR ADS REPCOM CLA 98426T106 10,247 136,824 SH   DFND 2,5 80,640 0 56,184
YAHOO! INC COM 984332106 91 2,228 SH   DFND 2,5 2,228 0 0
YAHOO! INC COM 984332106 5,208 127,800 SH   DFND 4,2,5 122,200 0 5,600
YAMANA GOLD INC COM 98462Y100 4,033 670,700 SH   DFND 4,2,5 521,300 0 149,400
YAMANA GOLD INC COM 98462Y100 2,709 450,514 SH   DFND 2,5 450,514 0 0
YELP INC CL A 985817105 3,060 44,841 SH   DFND 2,5 44,841 0 0
YUM! BRANDS INC COM 988498101 57 789 SH   DFND 2,5 789 0 0
YUM! BRANDS INC COM 988498101 9,278 128,900 SH   DFND 4,2,5 52,600 0 76,300
ZELTIQ AESTHETICS INC COM 98933Q108 6,155 272,000 SH   DFND 2,5 272,000 0 0
ZEP INC COM 98944B108 909 64,900 SH   DFND 4,2,5 54,120 0 10,780
ZIMMER HOLDINGS INC COM 98956P102 7,001 69,624 SH   DFND 2,5 69,624 0 0
ZIMMER HOLDINGS INC COM 98956P102 15,091 150,086 SH   DFND 4,2,5 3,200 0 146,886
ZOETIS INC CL A 98978V103 52 1,400 SH   DFND 4,2,5 0 0 1,400
DEUTSCHE BANK AG NAMEN AKT D18190898 28,493 817,007 SH   DFND 4,2,5 627,002 0 190,005
DEUTSCHE BANK AG NAMEN AKT D18190898 67,603 1,938,454 SH   DFND 2,5 1,932,604 0 5,850
ACTAVIS PLC SHS G0083B108 9,096 37,700 SH   DFND 4,2,5 37,700 0 0
ACTAVIS PLC SHS G0083B108 31,233 129,446 SH   DFND 2,5 129,446 0 0
AIRCASTLE LTD COM G0129K104 1,596 97,500 SH   DFND 4,2,5 76,900 0 20,600
ALKERMES PLC SHS G01767105 12,781 298,136 SH   DFND 2,5 298,136 0 0
AMDOCS LTD SHS G02602103 14,053 306,300 SH   DFND 2,5 306,300 0 0
AMDOCS LTD SHS G02602103 42,110 917,849 SH   DFND 4,2,5 631,900 0 285,949
AON PLC SHS CL A G0408V102 16,303 185,962 SH   DFND 2,5 185,962 0 0
AON PLC SHS CL A G0408V102 46,242 527,460 SH   DFND 4,2,5 481,280 0 46,180
ARCH CAPITAL GROUP LTD ORD G0450A105 741 13,541 SH   DFND 2,5 13,541 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 153 2,800 SH   DFND 4,2,5 2,800 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 453 9,000 SH   DFND 4,2,5 7,660 0 1,340
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,156 50,400 SH   DFND 4,2,5 36,310 0 14,090
ASSURED GUARANTY LTD COM G0585R106 1,230 55,500 SH   DFND 4,2,5 28,000 0 27,500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 256 5,400 SH   DFND 4,2,5 4,900 0 500
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,397 123,100 SH   DFND 4,2,5 95,600 0 27,500
ACCENTURE PLC SHS CLASS A G1151C101 3,926 48,279 SH   DFND 2,5 48,279 0 0
ACCENTURE PLC SHS CLASS A G1151C101 15,930 195,900 SH   DFND 4,2,5 99,200 0 96,700
CREDICORP LTD COM G2519Y108 23,436 152,786 SH   DFND 2,5 86,166 0 66,620
CREDICORP LTD COM G2519Y108 460 3,000 SH   DFND 4,2,5 3,000 0 0
COVIDIEN PLC SHS G2554F113 9,576 110,693 SH   DFND 2,5 110,693 0 0
COVIDIEN PLC SHS G2554F113 8,582 99,200 SH   DFND 4,2,5 67,100 0 32,100
DELPHI AUTOMOTIVE PLC SHS G27823106 14,284 232,864 SH   DFND 4,2,5 101,970 0 130,894
DELPHI AUTOMOTIVE PLC SHS G27823106 3,621 59,027 SH   DFND 2,5 59,027 0 0
EATON CORP PLC SHS G29183103 3,906 61,643 SH   DFND 2,5 58,622 0 3,021
EATON CORP PLC SHS G29183103 9,550 150,700 SH   DFND 4,2,5 68,100 0 82,600
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 1,551 28,100 SH   DFND 4,2,5 22,550 0 5,550
ENSCO PLC SHS CLASS A G3157S106 413 10,000 SH   DFND 4,2,5 10,000 0 0
EVEREST RE GROUP LTD COM G3223R108 567 3,500 SH   DFND 4,2,5 1,400 0 2,100
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 994 50,900 SH   DFND 4,2,5 40,400 0 10,500
GASLOG LTD SHS G37585109 1,761 80,000 SH   DFND 2,5 80,000 0 0
GLOBAL SOURCES LTD ORD G39300101 418 62,302 SH   DFND 4,2,5 50,402 0 11,900
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 519 16,000 SH   DFND 4,2,5 5,300 0 10,700
HORIZON PHARMA PLC SHS G4617B105 79 6,400 SH   DFND 4,2,5 0 0 6,400
INVESCO LTD SHS G491BT108 1,697 42,973 SH   DFND 2,5 42,973 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 28,220 175,760 SH   DFND 2,5 175,760 0 0
LAZARD LTD SHS A G54050102 406 8,000 SH   DFND 2,5 8,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 111 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 107 2,600 SH   DFND 4,2,5 500 0 2,100
LUXOFT HOLDING INC ORD SHS CL A G57279104 290 7,800 SH   DFND 2,5 7,800 0 0
MALLINCKRODT PLC SHS G5785G107 2,597 28,800 SH   DFND 4,2,5 18,300 0 10,500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 27,932 2,072,070 SH   DFND 4,2,5 1,662,100 0 409,970
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 9,432 699,700 SH   DFND 2,5 699,700 0 0
MICHAEL KORS HOLDINGS LTD SHS G60754101 1,978 27,700 SH   DFND 4,2,5 1,900 0 25,800
MONTPELIER RE HOLDINGS LTD SHS G62185106 255 8,200 SH   DFND 4,2,5 2,000 0 6,200
NABORS INDUSTRIES LTD SHS G6359F103 50 2,200 SH   DFND 4,2,5 2,200 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 6,556 182,000 SH   DFND 2,5 182,000 0 0
PARTNERRE LTD COM G6852T105 919 8,357 SH   DFND 4,2,5 2,200 0 6,157
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 3,913 256,286 SH   DFND 2,5 256,286 0 0
PLATINUM UNDERWRITERS HOLDINGS LTD COM G7127P100 67 1,100 SH   DFND 4,2,5 1,100 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 812 8,124 SH   DFND 2,5 8,124 0 0
SEADRILL LTD SHS G7945E105 51,608 1,923,773 SH   DFND 2,5 705,899 0 1,217,874
SEADRILL LTD SHS G7945E105 885 33,000 SH   DFND 4,2,5 0 0 33,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,723 65,000 SH   DFND 2,5 65,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 613 10,700 SH   DFND 4,2,5 10,700 0 0
PENTAIR PLC SHS G7S00T104 688 10,500 SH   DFND 4,2,5 0 0 10,500
THIRD POINT REINSURANCE LTD COM G8827U100 800 55,000 SH   DFND 4,2,5 34,900 0 20,100
VALIDUS HOLDINGS LTD COM SHS G9319H102 505 12,900 SH   DFND 4,2,5 5,200 0 7,700
ACE LTD SHS H0023R105 5,348 51,000 SH   DFND 4,2,5 49,400 0 1,600
ALLIED WORLD ASSURANCE CO HOLDINGS AG SHS H01531104 262 7,100 SH   DFND 4,2,5 0 0 7,100
GARMIN LTD SHS H2906T109 1,481 28,482 SH   DFND 2,5 28,482 0 0
GARMIN LTD SHS H2906T109 421 8,100 SH   DFND 4,2,5 8,100 0 0
LOGITECH INTERNATIONAL SA SHS H50430232 813 63,400 SH   DFND 2,5 63,400 0 0
LOGITECH INTERNATIONAL SA SHS H50430232 26 2,000 SH   DFND 4,2,5 2,000 0 0
TRANSOCEAN LTD REG SHS H8817H100 114 3,577 SH   DFND 2,5 3,577 0 0
TYCO INTERNATIONAL LTD SHS H89128104 8,449 189,573 SH   DFND 2,5 189,573 0 0
TYCO INTERNATIONAL LTD SHS H89128104 12,685 284,600 SH   DFND 4,2,5 213,900 0 70,700
UBS AG SHS NEW H89231338 4,678 268,300 SH   DFND 4,2,5 51,400 0 216,900
UBS AG SHS NEW H89231338 194,030 11,128,213 SH   DFND 2,5 6,089,386 0 5,038,827
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 2,065 29,818 SH   DFND 2,5 29,818 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,981 111,000 SH   DFND 2,5 111,000 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 288 29,200 SH   DFND 4,2,5 23,800 0 5,400
RADWARE LTD ORD M81873107 5,545 314,000 SH   DFND 2,5 314,000 0 0
STRATASYS LTD SHS M85548101 10,395 86,064 SH   DFND 2,5 86,064 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 209 7,081 SH   DFND 2,5 7,081 0 0
CNH INDUSTRIAL NV SHS N20944109 158,951 20,044,221 SH   DFND 2,5 18,864,005 0 1,180,216
CNH INDUSTRIAL NV SHS N20944109 1,269 160,000 SH   DFND 4,2,5 68,000 0 92,000
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 19,548 179,905 SH   DFND 4,2,5 175,795 0 4,110
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 23,307 214,491 SH   DFND 2,5 212,564 0 1,927
NXP SEMICONDUCTOR NV COM N6596X109 13,786 201,460 SH   DFND 2,5 201,460 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 195 6,300 SH   DFND 4,2,5 6,300 0 0
PROSENSA HOLDING NV SHS USD N71546100 2,318 275,001 SH   DFND 2,5 275,001 0 0
QIAGEN NV REG SHS N72482107 9,528 418,437 SH   DFND 2,5 418,437 0 0
UNIQURE B.V. SHS N90064101 2,195 237,302 SH   DFND 2,5 237,302 0 0
VISTAPRINT NV SHS N93540107 153 2,800 SH   DFND 2,5 2,800 0 0
YANDEX NV SHS CLASS A N97284108 334 12,000 SH   DFND 2,5 12,000 0 0
COPA HOLDINGS SA CL A P31076105 23,748 221,343 SH   DFND 2,5 138,933 0 82,410
COPA HOLDINGS SA CL A P31076105 12,737 118,718 SH   DFND 4,2,5 93,365 0 25,353
STEINER LEISURE LTD ORD P8744Y102 553 14,700 SH   DFND 4,2,5 12,540 0 2,160
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 40,622 603,687 SH   DFND 4,2,5 487,550 0 116,137
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 31,465 467,610 SH   DFND 2,5 467,610 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 3,541 40,700 SH   DFND 4,2,5 2,600 0 38,100
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,619 53,090 SH   DFND 2,5 53,090 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 1,311 127,020 SH   DFND 2,5 127,020 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 5,067 490,985 SH   DFND 4,2,5 383,955 0 107,030
TEEKAY TANKERS LTD CL A Y8565N102 40 10,600 SH   DFND 4,2,5 10,600 0 0