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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 500 16,345 SH   DFND 4,2,5 15,133 0 1,212
3M CO COM 88579Y101 22,878 159,717 SH   DFND 2,5 159,717 0 0
3M CO COM 88579Y101 29,707 207,390 SH   DFND 4,2,5 99,690 0 107,700
A SCHULMAN INC COM 808194104 979 25,300 SH   DFND 4,2,5 19,700 0 5,600
AAR CORP COM 000361105 1,662 60,300 SH   DFND 4,2,5 44,200 0 16,100
AARON'S INC COM PAR $0.50 002535300 2,692 75,525 SH   DFND 4,2,5 42,000 0 33,525
ABBOTT LABORATORIES COM 002824100 436 10,652 SH   DFND 2,5 10,652 0 0
ABBOTT LABORATORIES COM 002824100 18,073 441,882 SH   DFND 4,2,5 188,900 0 252,982
ABBVIE INC COM 00287Y109 2,732 48,407 SH   DFND 2,5 48,407 0 0
ABBVIE INC COM 00287Y109 32,268 571,718 SH   DFND 4,2,5 231,900 0 339,818
ABM INDUSTRIES INC COM 000957100 2,077 77,000 SH   DFND 4,2,5 57,000 0 20,000
ACADIA PHARMACEUTICALS INC COM 004225108 967 42,816 SH   DFND 2,5 42,816 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 1,261 44,900 SH   DFND 2,5 44,900 0 0
ACCENTURE PLC SHS CLASS A G1151C101 1,491 18,449 SH   DFND 2,5 18,449 0 0
ACE LTD SHS H0023R105 1,629 15,704 SH   DFND 2,5 15,704 0 0
ACE LTD SHS H0023R105 3,671 35,400 SH   DFND 4,2,5 33,800 0 1,600
ACHAOGEN INC COM 004449104 2,890 207,046 SH   DFND 2,5 207,046 0 0
ACI WORLDWIDE INC COM 004498101 161 2,880 SH   DFND 2,5 2,880 0 0
ACNB CORP COM 000868109 302 15,662 SH   DFND 4,2,5 15,362 0 300
ACORDA THERAPEUTICS INC COM 00484M106 1,395 41,396 SH   DFND 2,5 41,396 0 0
ACTAVIS PLC SHS G0083B108 16,208 72,664 SH   DFND 2,5 72,664 0 0
ACTAVIS PLC SHS G0083B108 4,238 19,000 SH   DFND 4,2,5 19,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 22,470 1,007,616 SH   DFND 2,5 994,516 0 13,100
ACTIVISION BLIZZARD INC COM 00507V109 59,361 2,661,928 SH   DFND 4,2,5 1,551,806 0 1,110,122
ACUITY BRANDS INC COM 00508Y102 539 3,900 SH   DFND 4,2,5 3,900 0 0
ADOBE SYSTEMS INC COM 00724F101 13,729 189,731 SH   DFND 2,5 189,731 0 0
ADOBE SYSTEMS INC COM 00724F101 3,994 55,200 SH   DFND 4,2,5 52,400 0 2,800
ADVANCE AUTO PARTS INC COM 00751Y106 429 3,182 SH   DFND 2,5 3,182 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 553 4,100 SH   DFND 4,2,5 1,600 0 2,500
ADVANCED ENERGY INDUSTRIES INC COM 007973100 35 1,800 SH   DFND 4,2,5 1,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,111 742,400 SH   DFND 4,2,5 630,400 0 112,000
ADVANTAGE OIL & GAS LTD COM 00765F101 456 67,700 SH   DFND 4,2,5 67,700 0 0
AEGERION PHARMACEUTICALS INC COM 00767E102 4,583 142,823 SH   DFND 2,5 142,823 0 0
AEGION CORP COM 00770F104 377 16,200 SH   DFND 4,2,5 16,200 0 0
AES CORP/VA COM 00130H105 1,241 79,800 SH   DFND 4,2,5 0 0 79,800
AETNA INC COM 00817Y108 29,539 364,325 SH   DFND 2,5 364,325 0 0
AETNA INC COM 00817Y108 93,432 1,152,340 SH   DFND 4,2,5 927,740 0 224,600
AFFILIATED MANAGERS GROUP INC COM 008252108 1,242 6,046 SH   DFND 2,5 6,046 0 0
AFLAC INC COM 001055102 22,522 361,800 SH   DFND 4,2,5 348,640 0 13,160
AGCO CORP NOTE 1.250%12/1 001084AM4 2,500 2,500,000 PRN   DFND 2,5 0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 169 2,941 SH   DFND 2,5 2,941 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,927 50,961 SH   DFND 4,2,5 2,600 0 48,361
AGIOS PHARMACEUTICALS INC COM 00847X104 2,875 62,741 SH   DFND 2,5 62,741 0 0
AGL RESOURCES INC COM 001204106 11,054 200,870 SH   DFND 2,5 200,170 0 700
AGL RESOURCES INC COM 001204106 48,937 889,281 SH   DFND 4,2,5 645,520 0 243,761
AGNICO EAGLE MINES LTD COM 008474108 3,294 85,861 SH   DFND 2,5 85,861 0 0
AGRIUM INC COM 008916108 4,625 50,400 SH   DFND 4,2,5 1,100 0 49,300
AIR PRODUCTS & CHEMICALS INC COM 009158106 193 1,500 SH   DFND 4,2,5 300 0 1,200
AIRCASTLE LTD COM G0129K104 1,642 92,400 SH   DFND 4,2,5 79,900 0 12,500
AKAMAI TECHNOLOGIES INC COM 00971T101 1,832 30,000 SH   DFND 2,5 30,000 0 0
ALASKA AIR GROUP INC COM 011659109 11,833 124,490 SH   DFND 2,5 124,490 0 0
ALASKA AIR GROUP INC COM 011659109 44,151 464,502 SH   DFND 4,2,5 299,640 0 164,862
ALERE INC COM 01449J105 4,975 132,950 SH   DFND 2,5 132,950 0 0
ALERE INC COM 01449J105 14,510 387,770 SH   DFND 4,2,5 314,710 0 73,060
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 477 6,148 SH   DFND 2,5 6,148 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 85,406 546,596 SH   DFND 2,5 544,482 0 2,114
ALEXION PHARMACEUTICALS INC COM 015351109 3,188 20,400 SH   DFND 4,2,5 19,500 0 900
ALIGN TECHNOLOGY INC COM 016255101 14,402 257,000 SH   DFND 2,5 257,000 0 0
ALKERMES PLC SHS G01767105 18,729 372,117 SH   DFND 2,5 372,117 0 0
ALLEGHANY CORP COM 017175100 910 2,077 SH   DFND 2,5 2,077 0 0
ALLERGAN INC/UNITED STATES COM 018490102 16,132 95,330 SH   DFND 2,5 95,330 0 0
ALLERGAN INC/UNITED STATES COM 018490102 7,276 43,000 SH   DFND 4,2,5 34,000 0 9,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 14,876 52,893 SH   DFND 2,5 52,893 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 309 1,100 SH   DFND 4,2,5 0 0 1,100
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 700 15,000 SH   DFND 2,5 15,000 0 0
ALLIANT ENERGY CORP COM 018802108 516 8,485 SH   DFND 2,5 8,485 0 0
ALLIANT ENERGY CORP COM 018802108 493 8,100 SH   DFND 4,2,5 8,100 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 3,910 29,200 SH   DFND 4,2,5 15,900 0 13,300
ALLIED WORLD ASSURANCE CO HOLDINGS AG SHS H01531104 103 2,700 SH   DFND 4,2,5 0 0 2,700
ALLSTATE CORP/THE COM 020002101 388 6,600 SH   DFND 4,2,5 3,800 0 2,800
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,647 26,069 SH   DFND 2,5 26,069 0 0
ALTERA CORP COM 021441100 219 6,300 SH   DFND 4,2,5 0 0 6,300
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 1,328 36,500 SH   DFND 4,2,5 31,600 0 4,900
ALTRIA GROUP INC COM 02209S103 1,273 30,358 SH   DFND 2,5 25,158 0 5,200
ALTRIA GROUP INC COM 02209S103 33,040 787,800 SH   DFND 4,2,5 307,600 0 480,200
AMAZON.COM INC COM 023135106 68,223 210,060 SH   DFND 2,5 209,566 0 494
AMAZON.COM INC COM 023135106 25,950 79,900 SH   DFND 4,2,5 72,700 0 7,200
AMBER ROAD INC COM 02318Y108 3,549 220,000 SH   DFND 2,5 220,000 0 0
AMBEV SA SPONSORED ADR 02319V103 14,891 2,115,157 SH   DFND 2,5 1,531,668 0 583,489
AMBEV SA SPONSORED ADR 02319V103 12 1,695 SH   DFND 4,2,5 1,695 0 0
AMDOCS LTD SHS G02602103 14,121 304,800 SH   DFND 2,5 302,300 0 2,500
AMDOCS LTD SHS G02602103 44,850 968,049 SH   DFND 4,2,5 639,800 0 328,249
AMERCO COM 023586100 5,030 17,300 SH   DFND 4,2,5 4,300 0 13,000
AMEREN CORP COM 023608102 18,913 462,650 SH   DFND 2,5 462,650 0 0
AMEREN CORP COM 023608102 53,052 1,297,752 SH   DFND 4,2,5 1,091,172 0 206,580
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 222 10,717 SH   DFND 2,5 10,717 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 4 160 SH   DFND 4,2,5 0 0 160
AMERICAN ELECTRIC POWER CO INC COM 025537101 2,158 38,700 SH   DFND 2,5 31,300 0 7,400
AMERICAN ELECTRIC POWER CO INC COM 025537101 56,439 1,012,000 SH   DFND 4,2,5 577,300 0 434,700
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 278 11,320 SH   DFND 2,5 11,320 0 0
AMERICAN EXPRESS CO COM 025816109 72,161 760,628 SH   DFND 2,5 759,715 0 913
AMERICAN EXPRESS CO COM 025816109 26,758 282,047 SH   DFND 4,2,5 121,400 0 160,647
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 1,102 20,187 SH   DFND 2,5 20,187 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 11,112 203,600 SH   DFND 4,2,5 195,300 0 8,300
AMERICAN NATIONAL INSURANCE CO COM 028591105 40 350 SH   DFND 4,2,5 350 0 0
AMERICAN REALTY CAPITAL PROPERTIES INC NOTE 3.000% 8/0 02917TAA2 12,188 12,000,000 PRN   DFND 2,5 0 0 0
AMERICAN REALTY INVESTORS INC COM 029174109 7 1,004 SH   DFND 4,2,5 1,004 0 0
AMERICAN RESIDENTIAL PROPERTIES INC COM 02927E303 844 45,000 SH   DFND 2,5 45,000 0 0
AMERICAN TOWER CORP COM 03027X100 61,246 680,660 SH   DFND 2,5 680,660 0 0
AMERICAN TOWER CORP COM 03027X100 13,586 150,989 SH   DFND 4,2,5 150,519 0 470
AMERICAN WATER WORKS CO INC COM 030420103 16,038 324,335 SH   DFND 2,5 323,835 0 500
AMERICAN WATER WORKS CO INC COM 030420103 54,356 1,099,202 SH   DFND 4,2,5 655,800 0 443,402
AMERIPRISE FINANCIAL INC COM 03076C106 4,812 40,100 SH   DFND 4,2,5 0 0 40,100
AMERISOURCEBERGEN CORP COM 03073E105 11,242 154,714 SH   DFND 2,5 154,714 0 0
AMERISOURCEBERGEN CORP COM 03073E105 3,362 46,267 SH   DFND 4,2,5 2,300 0 43,967
AMETEK INC COM 031100100 2,151 41,146 SH   DFND 4,2,5 2,200 0 38,946
AMGEN INC COM 031162100 154,274 1,303,322 SH   DFND 2,5 1,300,122 0 3,200
AMGEN INC COM 031162100 179,063 1,512,742 SH   DFND 4,2,5 902,740 0 610,002
AMKOR TECHNOLOGY INC COM 031652100 1,666 149,000 SH   DFND 4,2,5 109,700 0 39,300
AMPHENOL CORP CL A 032095101 2,705 28,076 SH   DFND 4,2,5 1,500 0 26,576
AMREIT INC CL B 03216B208 1,958 107,000 SH   DFND 2,5 107,000 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 1,811 43,320 SH   DFND 4,2,5 35,020 0 8,300
ANACOR PHARMACEUTICALS INC COM 032420101 4,233 238,735 SH   DFND 2,5 238,735 0 0
ANADARKO PETROLEUM CORP COM 032511107 5,273 48,167 SH   DFND 2,5 48,167 0 0
ANADARKO PETROLEUM CORP COM 032511107 6,623 60,500 SH   DFND 4,2,5 57,600 0 2,900
ANALOG DEVICES INC COM 032654105 2,801 51,800 SH   DFND 4,2,5 2,200 0 49,600
ANDERSONS INC/THE COM 034164103 72 1,400 SH   DFND 2,5 0 0 1,400
ANDERSONS INC/THE COM 034164103 175 3,400 SH   DFND 4,2,5 0 0 3,400
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 5,778 335,753 SH   DFND 2,5 335,753 0 0
ANIXTER INTERNATIONAL INC COM 035290105 1,041 10,400 SH   DFND 4,2,5 0 0 10,400
ANSYS INC COM 03662Q105 205 2,708 SH   DFND 2,5 2,708 0 0
ANTERO RESOURCES CORP COM 03674X106 50 768 SH   DFND 2,5 768 0 0
AOL INC COM 00184X105 5,499 138,200 SH   DFND 2,5 138,200 0 0
AOL INC COM 00184X105 22,497 565,400 SH   DFND 4,2,5 331,700 0 233,700
AON PLC SHS CL A G0408V102 16,672 185,062 SH   DFND 2,5 185,062 0 0
AON PLC SHS CL A G0408V102 44,438 493,260 SH   DFND 4,2,5 453,580 0 39,680
APACHE CORP COM 037411105 37,594 373,628 SH   DFND 2,5 370,228 0 3,400
APACHE CORP COM 037411105 123,489 1,227,280 SH   DFND 4,2,5 894,970 0 332,310
APOLLO EDUCATION GROUP INC CL A 037604105 2,297 73,500 SH   DFND 4,2,5 56,000 0 17,500
APPLE INC COM 037833100 204,822 2,204,045 SH   DFND 2,5 2,190,297 0 13,748
APPLE INC COM 037833100 318,860 3,431,180 SH   DFND 4,2,5 2,347,430 0 1,083,750
APPLIED MATERIALS INC COM 038222105 6,978 309,459 SH   DFND 2,5 309,459 0 0
APPLIED MATERIALS INC COM 038222105 198 8,800 SH   DFND 4,2,5 1,700 0 7,100
ARCH CAPITAL GROUP LTD ORD G0450A105 778 13,541 SH   DFND 2,5 13,541 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 109 1,900 SH   DFND 4,2,5 1,900 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 9,488 215,100 SH   DFND 4,2,5 63,100 0 152,000
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,125 2,000,000 PRN   DFND 2,5 0 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 1,712 33,500 SH   DFND 4,2,5 29,500 0 4,000
ARIAD PHARMACEUTICALS INC COM 04033A100 3,622 568,527 SH   DFND 2,5 568,527 0 0
ARISTA NETWORKS INC COM 040413106 312 5,000 SH   DFND 2,5 5,000 0 0
ARRIS GROUP INC COM 04270V106 6,669 205,000 SH   DFND 2,5 205,000 0 0
ARRIS GROUP INC COM 04270V106 2,723 83,700 SH   DFND 4,2,5 63,400 0 20,300
ARROW ELECTRONICS INC COM 042735100 5,456 90,320 SH   DFND 2,5 90,320 0 0
ARROW ELECTRONICS INC COM 042735100 20,304 336,110 SH   DFND 4,2,5 264,960 0 71,150
ARUBA NETWORKS INC COM 043176106 13,228 755,000 SH   DFND 2,5 755,000 0 0
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 1,082 93,800 SH   DFND 4,2,5 79,200 0 14,600
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,121 46,700 SH   DFND 4,2,5 34,300 0 12,400
ASSOCIATED ESTATES REALTY CORP COM 045604105 218 12,125 SH   DFND 4,2,5 12,125 0 0
ASSURANT INC COM 04621X108 203 3,100 SH   DFND 4,2,5 1,300 0 1,800
ASTORIA FINANCIAL CORP COM 046265104 1,584 117,800 SH   DFND 4,2,5 101,400 0 16,400
AT&T INC COM 00206R102 17,582 497,236 SH   DFND 2,5 477,136 0 20,100
AT&T INC COM 00206R102 107,827 3,049,402 SH   DFND 4,2,5 1,482,700 0 1,566,702
ATLAS AIR WORLDWIDE HOLDINGS INC COM NEW 049164205 1,301 35,300 SH   DFND 4,2,5 30,400 0 4,900
ATMOS ENERGY CORP COM 049560105 166 3,100 SH   DFND 2,5 0 0 3,100
ATMOS ENERGY CORP COM 049560105 13,366 250,300 SH   DFND 4,2,5 15,200 0 235,100
ATWOOD OCEANICS INC COM 050095108 976 18,600 SH   DFND 4,2,5 13,700 0 4,900
AURICO GOLD INC COM 05155C105 15 3,600 SH   DFND 4,2,5 3,600 0 0
AUTOLIV INC COM 052800109 1,940 18,200 SH   DFND 4,2,5 0 0 18,200
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 1,083 13,665 SH   DFND 2,5 13,665 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 14,362 181,150 SH   DFND 4,2,5 61,100 0 120,050
AUTOZONE INC COM 053332102 9,062 16,900 SH   DFND 4,2,5 600 0 16,300
AUXILIUM PHARMACEUTICALS INC COM 05334D107 908 45,270 SH   DFND 2,5 45,270 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,324 60,000 SH   DFND 2,5 60,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,643 36,671 SH   DFND 4,2,5 2,300 0 34,371
AVALONBAY COMMUNITIES INC COM 053484101 7,299 51,330 SH   DFND 2,5 51,330 0 0
AVERY DENNISON CORP COM 053611109 11,347 221,400 SH   DFND 4,2,5 203,800 0 17,600
AVIS BUDGET GROUP INC COM 053774105 1,994 33,400 SH   DFND 4,2,5 28,600 0 4,800
AVISTA CORP COM 05379B107 734 21,900 SH   DFND 4,2,5 21,900 0 0
AVNET INC COM 053807103 6,253 141,130 SH   DFND 2,5 137,750 0 3,380
AVNET INC COM 053807103 28,994 654,344 SH   DFND 4,2,5 431,530 0 222,814
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 239 5,400 SH   DFND 4,2,5 4,900 0 500
BABCOCK & WILCOX CO/THE COM 05615F102 153 4,700 SH   DFND 2,5 0 0 4,700
BABCOCK & WILCOX CO/THE COM 05615F102 3,769 116,100 SH   DFND 4,2,5 4,400 0 111,700
BAIDU INC - SPON ADR SPON ADR REP A 056752108 42,669 228,406 SH   DFND 2,5 138,821 0 89,585
BAKER HUGHES INC COM 057224107 8,175 109,800 SH   DFND 4,2,5 52,700 0 57,100
BALL CORP COM 058498106 15,366 245,150 SH   DFND 2,5 245,150 0 0
BALL CORP COM 058498106 50,170 800,411 SH   DFND 4,2,5 629,191 0 171,220
BALLY TECHNOLOGIES INC COM 05874B107 1,873 28,500 SH   DFND 2,5 28,500 0 0
BALLY TECHNOLOGIES INC COM 05874B107 5,221 79,440 SH   DFND 4,2,5 56,900 0 22,540
BANC OF CALIFORNIA INC COM 05990K106 166 15,200 SH   DFND 4,2,5 15,200 0 0
BANCFIRST CORP COM 05945F103 1,077 17,400 SH   DFND 4,2,5 14,700 0 2,700
BANCO BRADESCO SA SP ADR PFD NEW 059460303 13,574 934,824 SH   DFND 2,5 934,824 0 0
BANCO DE CHILE SPONSORED ADR 059520106 745 9,300 SH   DFND 4,2,5 9,300 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 12,476 471,674 SH   DFND 2,5 270,930 0 200,744
BANCOLOMBIA SA SPON ADR PREF 05968L102 11,630 201,219 SH   DFND 2,5 123,017 0 78,202
BANK OF AMERICA CORP COM 060505104 12,960 843,197 SH   DFND 2,5 759,577 0 83,620
BANK OF AMERICA CORP COM 060505104 47,461 3,087,900 SH   DFND 4,2,5 2,726,700 0 361,200
BANK OF HAWAII CORP COM 062540109 405 6,900 SH   DFND 4,2,5 6,900 0 0
BANK OF KENTUCKY FINANCIAL CORP/THE COM 062896105 14 400 SH   DFND 4,2,5 400 0 0
BANK OF MONTREAL COM 063671101 14,711 199,403 SH   DFND 2,5 197,903 0 1,500
BANK OF MONTREAL COM 063671101 48,499 657,400 SH   DFND 4,2,5 267,000 0 390,400
BANK OF NEW YORK MELLON CORP/THE COM 064058100 166 4,434 SH   DFND 2,5 4,434 0 0
BANK OF NEW YORK MELLON CORP/THE COM 064058100 5,082 135,600 SH   DFND 4,2,5 128,800 0 6,800
BANK OF NOVA SCOTIA COM 064149107 17,229 257,960 SH   DFND 2,5 256,060 0 1,900
BANK OF NOVA SCOTIA COM 064149107 61,506 920,900 SH   DFND 4,2,5 338,900 0 582,000
BAR HARBOR BANKSHARES COM 066849100 124 4,442 SH   DFND 4,2,5 4,442 0 0
BARNES & NOBLE INC COM 067774109 1,237 54,300 SH   DFND 4,2,5 46,400 0 7,900
BARRICK GOLD CORP COM 067901108 6,370 347,212 SH   DFND 2,5 340,538 0 6,674
BARRICK GOLD CORP COM 067901108 4,682 255,200 SH   DFND 4,2,5 1,600 0 253,600
BAXTER INTERNATIONAL INC COM 071813109 10,354 143,203 SH   DFND 2,5 143,203 0 0
BAXTER INTERNATIONAL INC COM 071813109 41,267 570,770 SH   DFND 4,2,5 363,500 0 207,270
BAYTEX ENERGY CORP COM 07317Q105 4,161 90,000 SH   DFND 2,5 90,000 0 0
BB&T CORP COM 054937107 10,047 254,800 SH   DFND 4,2,5 90,500 0 164,300
BCE INC COM NEW 05534B760 670 14,743 SH   DFND 2,5 14,143 0 600
BCE INC COM NEW 05534B760 8,315 183,000 SH   DFND 4,2,5 4,700 0 178,300
BECTON DICKINSON AND CO COM 075887109 1,111 9,389 SH   DFND 2,5 9,389 0 0
BECTON DICKINSON AND CO COM 075887109 10,652 90,041 SH   DFND 4,2,5 3,100 0 86,941
BED BATH & BEYOND INC COM 075896100 1,619 28,220 SH   DFND 2,5 28,220 0 0
BED BATH & BEYOND INC COM 075896100 16,046 279,644 SH   DFND 4,2,5 180,880 0 98,764
BELLATRIX EXPLORATION LTD COM 078314101 4,086 470,000 SH   DFND 2,5 470,000 0 0
BEMIS CO COM 081437105 7,786 191,500 SH   DFND 4,2,5 191,500 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 1,901 74,600 SH   DFND 4,2,5 64,200 0 10,400
BERKSHIRE HATHAWAY INC CL B NEW 084670702 25,252 199,526 SH   DFND 2,5 199,526 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 107,468 849,150 SH   DFND 4,2,5 525,500 0 323,650
BERKSHIRE HILLS BANCORP INC COM 084680107 685 29,500 SH   DFND 4,2,5 26,800 0 2,700
BEST BUY CO INC COM 086516101 15,601 503,100 SH   DFND 2,5 501,200 0 1,900
BEST BUY CO INC COM 086516101 45,058 1,453,030 SH   DFND 4,2,5 1,283,930 0 169,100
BIOGEN IDEC INC COM 09062X103 54,834 173,906 SH   DFND 2,5 173,132 0 774
BIOGEN IDEC INC COM 09062X103 19,921 63,180 SH   DFND 4,2,5 38,420 0 24,760
BIOMARIN PHARMACEUTICAL INC COM 09061G101 25,827 415,157 SH   DFND 2,5 415,157 0 0
BIOMED REALTY TRUST INC COM 09063H107 581 26,600 SH   DFND 2,5 26,600 0 0
BLACK BOX CORP COM 091826107 255 10,895 SH   DFND 4,2,5 9,560 0 1,335
BLACK HILLS CORP COM 092113109 405 6,600 SH   DFND 4,2,5 6,600 0 0
BLACKHAWK NETWORK HOLDINGS INC CL A 09238E104 528 18,700 SH   DFND 4,2,5 13,100 0 5,600
BLACKHAWK NETWORK HOLDINGS INC CL B 09238E203 325 12,107 SH   DFND 2,5 12,107 0 0
BLACKHAWK NETWORK HOLDINGS INC CL B 09238E203 3,097 115,352 SH   DFND 4,2,5 35,430 0 79,922
BLACKROCK INC COM 09247X101 8,967 28,057 SH   DFND 2,5 26,999 0 1,058
BLACKROCK INC COM 09247X101 10,480 32,790 SH   DFND 4,2,5 15,100 0 17,690
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BLUCORA INC COM 095229100 668 35,400 SH   DFND 4,2,5 27,400 0 8,000
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CELESTICA INC SUB VTG SHS 15101Q108 286 22,700 SH   DFND 4,2,5 17,100 0 5,600
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CENTURY BANCORP INC/MA CL A NON VTG 156432106 488 13,800 SH   DFND 4,2,5 11,600 0 2,200
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CEPHEID COM 15670R107 23,466 489,486 SH   DFND 2,5 489,486 0 0
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CF INDUSTRIES HOLDINGS INC COM 125269100 18,424 76,599 SH   DFND 2,5 74,979 0 1,620
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CGI GROUP INC CL A SUB VTG 39945C109 18 500 SH   DFND 4,2,5 500 0 0
CHANNELADVISOR CORP COM 159179100 3,901 148,000 SH   DFND 2,5 148,000 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL COM 159864107 1,268 23,700 SH   DFND 4,2,5 23,700 0 0
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CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 2,064 30,794 SH   DFND 2,5 30,794 0 0
CHENIERE ENERGY INC COM NEW 16411R208 5,975 83,339 SH   DFND 2,5 83,339 0 0
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CHIMERIX INC COM 16934W106 4,827 220,000 SH   DFND 2,5 220,000 0 0
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CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 4,684 146,114 SH   DFND 2,5 0 0 146,114
CHURCH & DWIGHT CO INC COM 171340102 1,004 14,354 SH   DFND 2,5 14,354 0 0
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CIA BRASILEIRA DE DISTRIBUICAO SPN ADR PFD CL A 20440T201 12,005 259,114 SH   DFND 2,5 157,494 0 101,620
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CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 4,427 374,844 SH   DFND 2,5 374,844 0 0
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CIENA CORP COM NEW 171779309 3,942 182,000 SH   DFND 2,5 182,000 0 0
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CLAYTON WILLIAMS ENERGY INC COM 969490101 4,121 30,000 SH   DFND 2,5 30,000 0 0
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COACH INC COM 189754104 2,546 74,470 SH   DFND 4,2,5 0 0 74,470
COBALT INTERNATIONAL ENERGY INC COM 19075F106 94 5,130 SH   DFND 2,5 5,130 0 0
COBALT INTERNATIONAL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,768 3,000,000 PRN   DFND 2,5 0 0 0
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COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 3,245 44,044 SH   DFND 4,2,5 12,000 0 32,044
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COCA-COLA ENTERPRISES INC COM 19122T109 22,007 460,600 SH   DFND 2,5 460,600 0 0
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CODORUS VALLEY BANCORP INC COM 192025104 93 4,409 SH   DFND 4,2,5 3,748 0 661
COEUR MINING INC COM NEW 192108504 2,825 307,741 SH   DFND 2,5 307,741 0 0
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COHERENT INC COM 192479103 4,301 65,000 SH   DFND 2,5 65,000 0 0
COLGATE-PALMOLIVE CO COM 194162103 19,354 283,871 SH   DFND 2,5 269,062 0 14,809
COLGATE-PALMOLIVE CO COM 194162103 21,017 308,255 SH   DFND 4,2,5 116,600 0 191,655
COLUMBIA SPORTSWEAR CO COM 198516106 25 300 SH   DFND 2,5 300 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 1,752 21,200 SH   DFND 4,2,5 15,900 0 5,300
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COMERICA INC COM 200340107 1,359 27,100 SH   DFND 4,2,5 0 0 27,100
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CONSOL ENERGY INC COM 20854P109 1,428 30,998 SH   DFND 2,5 30,998 0 0
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CONSOLIDATED EDISON INC COM 209115104 59,416 1,029,034 SH   DFND 4,2,5 655,916 0 373,118
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CONSUMER PORTFOLIO SERVICES INC COM 210502100 544 71,400 SH   DFND 4,2,5 60,000 0 11,400
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COPA HOLDINGS SA CL A P31076105 30,769 215,814 SH   DFND 2,5 141,079 0 74,735
COPA HOLDINGS SA CL A P31076105 19,519 136,908 SH   DFND 4,2,5 110,455 0 26,453
CORESITE REALTY CORP COM 21870Q105 476 14,400 SH   DFND 4,2,5 10,300 0 4,100
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CORNING INC COM 219350105 23,901 1,088,900 SH   DFND 4,2,5 172,700 0 916,200
CORPBANCA SA SPONSORED ADR 21987A209 45 2,400 SH   DFND 4,2,5 2,400 0 0
COSTAR GROUP INC COM 22160N109 11,059 69,920 SH   DFND 2,5 69,920 0 0
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COSTCO WHOLESALE CORP COM 22160K105 17,286 150,100 SH   DFND 4,2,5 60,700 0 89,400
COVANCE INC COM 222816100 3,059 35,748 SH   DFND 2,5 35,748 0 0
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COVIDIEN PLC SHS G2554F113 20,964 232,463 SH   DFND 2,5 231,629 0 834
CR BARD INC COM 067383109 1,007 7,042 SH   DFND 2,5 7,042 0 0
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CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 139 1,400 SH   DFND 2,5 0 0 1,400
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 12,596 126,499 SH   DFND 4,2,5 25,000 0 101,499
CRAWFORD & CO CL B 224633107 262 26,021 SH   DFND 4,2,5 20,141 0 5,880
CRAWFORD & CO CL A 224633206 15 1,861 SH   DFND 4,2,5 1,861 0 0
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CRESCENT POINT ENERGY CORP COM 22576C101 255 5,740 SH   DFND 2,5 5,740 0 0
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CRITEO SA SPONS ADS 226718104 5,835 172,786 SH   DFND 2,5 172,786 0 0
CROWN HOLDINGS INC COM 228368106 81 1,625 SH   DFND 2,5 1,625 0 0
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CSX CORP COM 126408103 10,433 338,610 SH   DFND 4,2,5 149,300 0 189,310
CUBESMART COM 229663109 2,198 120,000 SH   DFND 2,5 120,000 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 12,027 172,257 SH   DFND 2,5 172,257 0 0
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 33 284,948 SH   DFND 2,5 284,948 0 0
CUMMINS INC COM 231021106 20,058 130,000 SH   DFND 2,5 130,000 0 0
CUMMINS INC COM 231021106 8,080 52,369 SH   DFND 4,2,5 1,800 0 50,569
CURTISS-WRIGHT CORP COM 231561101 1,711 26,100 SH   DFND 4,2,5 17,600 0 8,500
CVS CAREMARK CORP COM 126650100 28,878 383,150 SH   DFND 2,5 377,550 0 5,600
CVS CAREMARK CORP COM 126650100 122,013 1,618,860 SH   DFND 4,2,5 887,170 0 731,690
CYRUSONE INC COM 23283R100 1,083 43,500 SH   DFND 4,2,5 36,600 0 6,900
CYS INVESTMENTS INC COM 12673A108 336 37,300 SH   DFND 4,2,5 37,300 0 0
DANAHER CORP COM 235851102 51,173 649,979 SH   DFND 2,5 649,979 0 0
DANAHER CORP COM 235851102 17,610 223,680 SH   DFND 4,2,5 85,480 0 138,200
DARDEN RESTAURANTS INC COM 237194105 731 15,800 SH   DFND 4,2,5 15,800 0 0
DATALINK CORP COM 237934104 59 5,900 SH   DFND 4,2,5 5,900 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 5,898 81,548 SH   DFND 2,5 81,548 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,895 26,200 SH   DFND 4,2,5 0 0 26,200
DAWSON GEOPHYSICAL CO COM 239359102 444 15,500 SH   DFND 4,2,5 11,000 0 4,500
DEAN FOODS CO COM NEW 242370203 1,989 113,100 SH   DFND 4,2,5 96,000 0 17,100
DEERE & CO COM 244199105 570 6,299 SH   DFND 2,5 3,099 0 3,200
DEERE & CO COM 244199105 25,626 283,000 SH   DFND 4,2,5 41,200 0 241,800
DELPHI AUTOMOTIVE PLC SHS G27823106 2,041 29,697 SH   DFND 2,5 29,697 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 22,764 331,164 SH   DFND 4,2,5 197,340 0 133,824
DELTA AIR LINES INC COM NEW 247361702 191 4,922 SH   DFND 2,5 0 0 4,922
DELTA AIR LINES INC COM NEW 247361702 40,656 1,050,002 SH   DFND 4,2,5 623,530 0 426,472
DELTA NATURAL GAS CO INC COM 247748106 514 23,411 SH   DFND 4,2,5 19,991 0 3,420
DELUXE CORP COM 248019101 2,484 42,400 SH   DFND 2,5 41,100 0 1,300
DELUXE CORP COM 248019101 16,907 288,610 SH   DFND 4,2,5 154,775 0 133,835
DENBURY RESOURCES INC COM NEW 247916208 100 5,418 SH   DFND 2,5 5,418 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 581 12,277 SH   DFND 2,5 12,277 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 117,625 3,334,402 SH   DFND 2,5 2,791,887 0 542,515
DEUTSCHE BANK AG NAMEN AKT D18190898 71,050 2,014,108 SH   DFND 4,2,5 1,397,469 0 616,639
DEVON ENERGY CORP COM 25179M103 1,242 15,643 SH   DFND 2,5 15,643 0 0
DEVON ENERGY CORP COM 25179M103 23,173 291,851 SH   DFND 4,2,5 290,051 0 1,800
DEXCOM INC COM 252131107 6,928 174,680 SH   DFND 2,5 174,680 0 0
DIAMONDBACK ENERGY INC COM 25278X109 6,216 70,000 SH   DFND 2,5 70,000 0 0
DIGITAL RIVER INC COM 25388B104 111 7,200 SH   DFND 4,2,5 7,200 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 541 34,240 SH   DFND 4,2,5 29,700 0 4,540
DIRECTV COM 25490A309 3,381 39,772 SH   DFND 2,5 39,772 0 0
DIRECTV COM 25490A309 12,783 150,370 SH   DFND 4,2,5 64,400 0 85,970
DISCOVER FINANCIAL SERVICES COM 254709108 43,227 697,433 SH   DFND 2,5 692,633 0 4,800
DISCOVER FINANCIAL SERVICES COM 254709108 138,537 2,235,193 SH   DFND 4,2,5 1,502,600 0 732,593
DISH NETWORK CORP CL A 25470M109 2,361 36,274 SH   DFND 4,2,5 1,800 0 34,474
DOLLAR GENERAL CORP COM 256677105 4,167 72,652 SH   DFND 4,2,5 2,200 0 70,452
DOLLAR TREE INC COM 256746108 2,002 36,763 SH   DFND 4,2,5 1,900 0 34,863
DOMINION DIAMOND CORP COM 257287102 738 51,000 SH   DFND 4,2,5 37,400 0 13,600
DOMINION RESOURCES INC/VA COM 25746U109 1,604 22,430 SH   DFND 2,5 22,430 0 0
DOMINION RESOURCES INC/VA COM 25746U109 16,821 235,187 SH   DFND 4,2,5 90,200 0 144,987
DOMTAR CORP COM NEW 257559203 197 4,600 SH   DFND 4,2,5 0 0 4,600
DOUGLAS EMMETT INC COM 25960P109 1,202 42,600 SH   DFND 2,5 42,600 0 0
DOVER CORP COM 260003108 2,910 32,000 SH   DFND 4,2,5 0 0 32,000
DOW CHEMICAL CO/THE COM 260543103 1,452 28,221 SH   DFND 2,5 20,120 0 8,101
DOW CHEMICAL CO/THE COM 260543103 8,990 174,700 SH   DFND 4,2,5 166,900 0 7,800
DR PEPPER SNAPPLE GROUP INC COM 26138E109 17,099 291,897 SH   DFND 2,5 288,297 0 3,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 71,509 1,220,712 SH   DFND 4,2,5 764,737 0 455,975
DRIL-QUIP INC COM 262037104 4,325 39,588 SH   DFND 2,5 39,588 0 0
DST SYSTEMS INC COM 233326107 2,323 25,200 SH   DFND 4,2,5 0 0 25,200
DTE ENERGY CO COM 233331107 984 12,638 SH   DFND 2,5 12,638 0 0
DTE ENERGY CO COM 233331107 6,616 84,964 SH   DFND 4,2,5 11,300 0 73,664
DUCOMMUN INC COM 264147109 353 13,494 SH   DFND 4,2,5 11,994 0 1,500
DUKE ENERGY CORP COM NEW 26441C204 3,934 53,026 SH   DFND 2,5 53,026 0 0
DUKE ENERGY CORP COM NEW 26441C204 22,865 308,200 SH   DFND 4,2,5 94,000 0 214,200
DUN & BRADSTREET CORP/THE COM 26483E100 88 800 SH   DFND 4,2,5 800 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 207 7,692 SH   DFND 2,5 7,692 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,963 72,800 SH   DFND 4,2,5 61,500 0 11,300
DYAX CORP COM 26746E103 6,022 627,279 SH   DFND 2,5 627,279 0 0
E*TRADE FINANCIAL CORP COM NEW 269246401 7,445 350,200 SH   DFND 4,2,5 350,200 0 0
E2OPEN INC COM 29788A104 3,845 186,000 SH   DFND 2,5 186,000 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 183 49,300 SH   DFND 4,2,5 49,300 0 0
EASTMAN CHEMICAL CO COM 277432100 10,823 123,900 SH   DFND 4,2,5 0 0 123,900
EATON CORP PLC SHS G29183103 4,791 62,071 SH   DFND 2,5 59,050 0 3,021
EATON CORP PLC SHS G29183103 11,037 143,000 SH   DFND 4,2,5 68,100 0 74,900
EBAY INC COM 278642103 15,858 316,785 SH   DFND 2,5 311,044 0 5,741
EBAY INC COM 278642103 7,369 147,200 SH   DFND 4,2,5 140,300 0 6,900
EBIX INC COM NEW 278715206 409 28,600 SH   DFND 4,2,5 18,000 0 10,600
ECHOSTAR CORP CL A 278768106 2,575 48,640 SH   DFND 2,5 48,640 0 0
ECHOSTAR CORP CL A 278768106 5,804 109,630 SH   DFND 4,2,5 91,190 0 18,440
ECOLAB INC COM 278865100 57,806 519,186 SH   DFND 2,5 516,234 0 2,952
ECOLAB INC COM 278865100 11,435 102,700 SH   DFND 4,2,5 30,000 0 72,700
ECOPETROL SA SPONSORED ADS 279158109 671 18,600 SH   DFND 4,2,5 18,600 0 0
EDISON INTERNATIONAL COM 281020107 488 8,396 SH   DFND 2,5 8,396 0 0
EDISON INTERNATIONAL COM 281020107 7,537 129,700 SH   DFND 4,2,5 8,500 0 121,200
EDWARDS LIFESCIENCES CORP COM 28176E108 6,885 80,205 SH   DFND 2,5 80,205 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 24,324 371,692 SH   DFND 2,5 371,692 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 68,188 1,041,997 SH   DFND 4,2,5 768,010 0 273,987
EINSTEIN NOAH RESTAURANT GROUP INC COM 28257U104 32 2,000 SH   DFND 4,2,5 2,000 0 0
ELDORADO GOLD CORP COM 284902103 876 114,351 SH   DFND 2,5 112,351 0 2,000
ELDORADO GOLD CORP COM 284902103 879 114,800 SH   DFND 4,2,5 15,900 0 98,900
ELECTRO SCIENTIFIC INDUSTRIES INC COM 285229100 48 7,100 SH   DFND 4,2,5 7,100 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 3,161 2,500,000 PRN   DFND 2,5 0 0 0
ELI LILLY & CO COM 532457108 52,472 844,016 SH   DFND 4,2,5 147,480 0 696,536
EMC CORP/MA COM 268648102 3,798 144,203 SH   DFND 2,5 144,203 0 0
EMC CORP/MA COM 268648102 16,963 644,000 SH   DFND 4,2,5 281,700 0 362,300
EMERGE ENERGY SERVICES LP COM REP PARTN 29102H108 5,290 50,000 SH   DFND 2,5 50,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 999 44,500 SH   DFND 4,2,5 32,500 0 12,000
EMERSON ELECTRIC CO COM 291011104 203 3,062 SH   DFND 2,5 3,062 0 0
EMERSON ELECTRIC CO COM 291011104 12,226 184,235 SH   DFND 4,2,5 99,100 0 85,135
EMPIRE DISTRICT ELECTRIC CO/THE COM 291641108 650 25,312 SH   DFND 4,2,5 0 0 25,312
EMULEX CORP COM NEW 292475209 632 110,900 SH   DFND 4,2,5 94,800 0 16,100
ENBRIDGE INC COM 29250N105 1,457 30,645 SH   DFND 2,5 30,145 0 500
ENBRIDGE INC COM 29250N105 3,418 71,900 SH   DFND 4,2,5 40,900 0 31,000
ENCANA CORP COM 292505104 246 10,367 SH   DFND 2,5 10,367 0 0
ENCANA CORP COM 292505104 131 5,500 SH   DFND 4,2,5 1,100 0 4,400
ENCORE CAPITAL GROUP INC COM 292554102 1,463 32,200 SH   DFND 4,2,5 27,500 0 4,700
ENDOLOGIX INC COM 29266S106 5,447 358,100 SH   DFND 2,5 358,100 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 2,806 54,400 SH   DFND 4,2,5 45,100 0 9,300
ENERGIZER HOLDINGS INC COM 29266R108 198 1,625 SH   DFND 2,5 1,625 0 0
ENERGIZER HOLDINGS INC COM 29266R108 7,322 60,000 SH   DFND 4,2,5 37,300 0 22,700
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,572 15,700 SH   DFND 1,2,5,3 15,700 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 2,350 99,450 SH   DFND 4,2,5 85,250 0 14,200
ENERSIS SA SPONSORED ADR 29274F104 1,051 62,400 SH   DFND 4,2,5 62,400 0 0
ENERSYS COM 29275Y102 76 1,100 SH   DFND 2,5 1,100 0 0
ENERSYS COM 29275Y102 4,980 72,400 SH   DFND 4,2,5 57,700 0 14,700
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 202 4,840 SH   DFND 4,2,5 4,840 0 0
ENSCO PLC SHS CLASS A G3157S106 1,632 29,363 SH   DFND 2,5 29,363 0 0
ENSCO PLC SHS CLASS A G3157S106 556 10,000 SH   DFND 4,2,5 10,000 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 75 7,000 SH   DFND 4,2,5 7,000 0 0
ENTERGY CORP COM 29364G103 8,536 103,989 SH   DFND 2,5 100,989 0 3,000
ENTERGY CORP COM 29364G103 43,078 524,770 SH   DFND 4,2,5 303,520 0 221,250
EOG RESOURCES INC COM 26875P101 67,630 578,723 SH   DFND 2,5 573,094 0 5,629
EOG RESOURCES INC COM 26875P101 8,788 75,200 SH   DFND 4,2,5 72,000 0 3,200
EPAM SYSTEMS INC COM 29414B104 547 12,500 SH   DFND 2,5 12,500 0 0
EPAM SYSTEMS INC COM 29414B104 4,283 97,900 SH   DFND 4,2,5 0 0 97,900
EPIQ SYSTEMS INC COM 26882D109 131 9,300 SH   DFND 4,2,5 9,300 0 0
EPIZYME INC COM 29428V104 2,272 73,000 SH   DFND 2,5 73,000 0 0
EPLUS INC COM 294268107 47 800 SH   DFND 2,5 0 0 800
EPLUS INC COM 294268107 523 8,990 SH   DFND 4,2,5 5,000 0 3,990
EPR PROPERTIES COM SH BEN INT 26884U109 1,157 20,700 SH   DFND 4,2,5 15,900 0 4,800
EQT CORP COM 26884L109 7,135 66,748 SH   DFND 2,5 66,748 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 6,578 68,000 SH   DFND 2,5 68,000 0 0
EQUIFAX INC COM 294429105 7,312 100,800 SH   DFND 4,2,5 70,200 0 30,600
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,130 33,810 SH   DFND 2,5 33,810 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,814 28,790 SH   DFND 4,2,5 28,700 0 90
ESSA BANCORP INC COM 29667D104 227 20,440 SH   DFND 4,2,5 20,440 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 47,586 640,798 SH   DFND 2,5 637,161 0 3,637
ESTEE LAUDER COS INC/THE CL A 518439104 2,983 40,174 SH   DFND 4,2,5 2,000 0 38,174
ESTERLINE TECHNOLOGIES CORP COM 297425100 507 4,400 SH   DFND 4,2,5 4,400 0 0
EVERBANK FINANCIAL CORP COM 29977G102 483 23,944 SH   DFND 2,5 23,944 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 375 6,505 SH   DFND 2,5 6,505 0 0
EVEREST RE GROUP LTD COM G3223R108 2,232 13,910 SH   DFND 2,5 13,910 0 0
EVEREST RE GROUP LTD COM G3223R108 6,305 39,288 SH   DFND 4,2,5 29,578 0 9,710
EXACTECH INC COM 30064E109 442 17,500 SH   DFND 4,2,5 12,400 0 5,100
EXELIS INC COM 30162A108 10 600 SH   DFND 2,5 0 0 600
EXELIS INC COM 30162A108 10 600 SH   DFND 4,2,5 0 0 600
EXELIXIS INC COM 30161Q104 3,421 1,009,141 SH   DFND 2,5 1,009,141 0 0
EXELON CORP COM 30161N101 8,142 223,200 SH   DFND 4,2,5 125,800 0 97,400
EXPEDIA INC COM NEW 30212P303 16,345 207,530 SH   DFND 2,5 207,530 0 0
EXPEDIA INC COM NEW 30212P303 50,446 640,500 SH   DFND 4,2,5 536,200 0 104,300
EXPRESS SCRIPTS HOLDING CO COM 30219G108 20,793 299,910 SH   DFND 2,5 296,156 0 3,754
EXPRESS SCRIPTS HOLDING CO COM 30219G108 7,058 101,805 SH   DFND 4,2,5 97,005 0 4,800
EXTERRAN HOLDINGS INC COM 30225X103 3,365 74,800 SH   DFND 4,2,5 63,500 0 11,300
EXTRA SPACE STORAGE INC COM 30225T102 5,006 94,000 SH   DFND 2,5 94,000 0 0
EXXON MOBIL CORP COM 30231G102 68,930 684,645 SH   DFND 2,5 679,945 0 4,700
EXXON MOBIL CORP COM 30231G102 250,462 2,487,700 SH   DFND 4,2,5 1,569,300 0 918,400
EZCORP INC CL A NON VTG 302301106 1,728 149,649 SH   DFND 4,2,5 42,449 0 107,200
F5 NETWORKS INC COM 315616102 58,699 526,736 SH   DFND 2,5 526,736 0 0
FACEBOOK INC CL A 30303M102 47,966 712,828 SH   DFND 2,5 712,828 0 0
FACEBOOK INC CL A 30303M102 26,842 398,896 SH   DFND 4,2,5 362,300 0 36,596
FASTENAL CO COM 311900104 2,206 44,576 SH   DFND 4,2,5 2,500 0 42,076
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 430 13,824 SH   DFND 4,2,5 10,524 0 3,300
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 939 7,763 SH   DFND 2,5 7,763 0 0
FEDEX CORP COM 31428X106 17,163 113,376 SH   DFND 2,5 113,376 0 0
FEDEX CORP COM 31428X106 10,460 69,100 SH   DFND 4,2,5 34,000 0 35,100
FELCOR LODGING TRUST INC COM 31430F101 1,544 146,900 SH   DFND 4,2,5 123,400 0 23,500
FERRO CORP COM 315405100 1,034 82,350 SH   DFND 4,2,5 69,350 0 13,000
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 16,582 302,926 SH   DFND 2,5 302,926 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 45,512 831,423 SH   DFND 4,2,5 755,976 0 75,447
FIFTH THIRD BANCORP COM 316773100 3,179 148,900 SH   DFND 4,2,5 0 0 148,900
FINANCIAL ENGINES INC COM 317485100 963 21,269 SH   DFND 2,5 21,269 0 0
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 8 779 SH   DFND 4,2,5 779 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 364 12,700 SH   DFND 4,2,5 10,200 0 2,500
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 942 50,000 SH   DFND 2,5 50,000 0 0
FIRST INTERSTATE BANCSYSTEM INC COM CL A 32055Y201 290 10,680 SH   DFND 4,2,5 5,480 0 5,200
FIRST MAJESTIC SILVER CORP COM 32076V103 1,415 130,758 SH   DFND 2,5 130,758 0 0
FIRST MERCHANTS CORP COM 320817109 484 22,900 SH   DFND 4,2,5 16,700 0 6,200
FIRST NIAGARA FINANCIAL GROUP INC COM 33582V108 127 14,500 SH   DFND 4,2,5 14,500 0 0
FIRST REPUBLIC BANK/CA COM 33616C100 1,474 26,810 SH   DFND 2,5 26,810 0 0
FIRSTENERGY CORP COM 337932107 8,100 233,300 SH   DFND 4,2,5 14,900 0 218,400
FIRSTSERVICE CORP/CANADA SUB VTG SH 33761N109 558 11,000 SH   DFND 4,2,5 9,500 0 1,500
FISERV INC COM 337738108 11,599 192,293 SH   DFND 2,5 192,293 0 0
FISERV INC COM 337738108 59,297 983,046 SH   DFND 4,2,5 756,600 0 226,446
FIVE STAR QUALITY CARE INC COM 33832D106 11 2,100 SH   DFND 4,2,5 2,100 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 4,139 373,900 SH   DFND 2,5 373,900 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 8,720 787,675 SH   DFND 4,2,5 634,775 0 152,900
FLOTEK INDUSTRIES INC COM 343389102 3,859 120,000 SH   DFND 2,5 120,000 0 0
FLOWSERVE CORP COM 34354P105 201 2,700 SH   DFND 4,2,5 0 0 2,700
FLUSHING FINANCIAL CORP COM 343873105 316 15,400 SH   DFND 4,2,5 14,400 0 1,000
FMC CORP COM NEW 302491303 356 5,000 SH   DFND 4,2,5 0 0 5,000
FMC TECHNOLOGIES INC COM 30249U101 2,112 34,576 SH   DFND 4,2,5 1,900 0 32,676
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 339 3,621 SH   DFND 2,5 3,621 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 53 570 SH   DFND 4,2,5 570 0 0
FOOT LOCKER INC COM 344849104 543 10,700 SH   DFND 4,2,5 0 0 10,700
FORD MOTOR CO COM PAR $0.01 345370860 1,135 65,831 SH   DFND 2,5 58,831 0 7,000
FORD MOTOR CO COM PAR $0.01 345370860 22,607 1,311,300 SH   DFND 4,2,5 512,100 0 799,200
FORESTAR GROUP INC COM 346233109 1,048 54,900 SH   DFND 4,2,5 41,200 0 13,700
FORTEGRA FINANCIAL CORP COM 34954W104 15 2,000 SH   DFND 4,2,5 2,000 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 4,283 107,268 SH   DFND 2,5 107,268 0 0
FRANKLIN RESOURCES INC COM 354613101 13,714 237,100 SH   DFND 2,5 237,100 0 0
FRANKLIN RESOURCES INC COM 354613101 45,466 786,060 SH   DFND 4,2,5 504,190 0 281,870
FREEPORT-MCMORAN COPPER & GOLD INC COM 35671D857 388 10,636 SH   DFND 2,5 10,636 0 0
FREEPORT-MCMORAN COPPER & GOLD INC COM 35671D857 7,384 202,300 SH   DFND 4,2,5 136,800 0 65,500
FRESH DEL MONTE PRODUCE INC ORD G36738105 244 7,960 SH   DFND 4,2,5 0 0 7,960
FRISCH'S RESTAURANTS INC COM 358748101 10 403 SH   DFND 4,2,5 403 0 0
G-III APPAREL GROUP LTD COM 36237H101 645 7,900 SH   DFND 4,2,5 4,800 0 3,100
GANNETT CO INC COM 364730101 194 6,189 SH   DFND 2,5 6,189 0 0
GANNETT CO INC COM 364730101 11,970 382,300 SH   DFND 4,2,5 358,840 0 23,460
GAP INC/THE COM 364760108 14,466 347,980 SH   DFND 4,2,5 0 0 347,980
GARMIN LTD SHS H2906T109 493 8,100 SH   DFND 4,2,5 8,100 0 0
GASLOG LTD SHS G37585109 4,146 130,000 SH   DFND 2,5 130,000 0 0
GATX CORP COM 361448103 2,457 36,700 SH   DFND 4,2,5 22,400 0 14,300
GENERAC HOLDINGS INC COM 368736104 324 6,642 SH   DFND 2,5 6,642 0 0
GENERAL CABLE CORP COM 369300108 1,699 66,200 SH   DFND 4,2,5 56,700 0 9,500
GENERAL DYNAMICS CORP COM 369550108 1,445 12,400 SH   DFND 4,2,5 12,400 0 0
GENERAL ELECTRIC CO COM 369604103 35,374 1,346,035 SH   DFND 2,5 1,281,850 0 64,185
GENERAL ELECTRIC CO COM 369604103 118,489 4,508,700 SH   DFND 4,2,5 3,168,100 0 1,340,600
GENERAL GROWTH PROPERTIES INC COM 370023103 4,453 189,000 SH   DFND 2,5 189,000 0 0
GENERAL MILLS INC COM 370334104 1,037 19,730 SH   DFND 2,5 19,730 0 0
GENERAL MILLS INC COM 370334104 21,583 410,793 SH   DFND 4,2,5 114,600 0 296,193
GENERAL MOTORS CO COM 37045V100 2,085 57,439 SH   DFND 2,5 53,639 0 3,800
GENERAL MOTORS CO COM 37045V100 7,438 204,900 SH   DFND 4,2,5 171,600 0 33,300
GENERAL MOTORS CO *W EXP 07/10/201 37045V118 268 10,064 SH   DFND 2,5 10,064 0 0
GENERAL MOTORS CO *W EXP 07/10/201 37045V126 187 10,064 SH   DFND 2,5 10,064 0 0
GENESIS ENERGY LP UNIT LTD PARTN 371927104 1,961 35,000 SH   DFND 2,5 35,000 0 0
GENOCEA BIOSCIENCES INC COM 372427104 3,125 166,684 SH   DFND 2,5 166,684 0 0
GENUINE PARTS CO COM 372460105 4,747 54,064 SH   DFND 4,2,5 11,000 0 43,064
GENWORTH FINANCIAL INC COM CL A 37247D106 3,815 219,240 SH   DFND 2,5 219,240 0 0
GENWORTH FINANCIAL INC COM CL A 37247D106 18,437 1,059,610 SH   DFND 4,2,5 997,700 0 61,910
GEOSPACE TECHNOLOGIES CORP COM 37364X109 386 7,000 SH   DFND 4,2,5 4,700 0 2,300
GERMAN AMERICAN BANCORP INC COM 373865104 103 3,800 SH   DFND 4,2,5 3,800 0 0
GILEAD SCIENCES INC COM 375558103 186,861 2,253,777 SH   DFND 2,5 2,251,700 0 2,077
GILEAD SCIENCES INC COM 375558103 142,012 1,712,846 SH   DFND 4,2,5 1,414,646 0 298,200
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 67,797 18,600,000 PRN   DFND 2,5 0 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 674 37,690 SH   DFND 4,2,5 29,890 0 7,800
GLOBAL PAYMENTS INC COM 37940X102 483 6,636 SH   DFND 2,5 6,636 0 0
GLOBAL SOURCES LTD ORD G39300101 619 74,802 SH   DFND 4,2,5 62,902 0 11,900
GOLDCORP INC COM 380956409 13,021 465,723 SH   DFND 2,5 465,123 0 600
GOLDCORP INC COM 380956409 190 6,800 SH   DFND 4,2,5 1,200 0 5,600
GOLDCORP INC NOTE 2.000% 8/0 380956AB8 29,036 29,000,000 PRN   DFND 2,5 0 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 19,908 118,894 SH   DFND 2,5 117,894 0 1,000
GOLDMAN SACHS GROUP INC/THE COM 38141G104 24,580 146,800 SH   DFND 4,2,5 66,600 0 80,200
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 256 9,200 SH   DFND 2,5 9,200 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 13,743 494,700 SH   DFND 4,2,5 443,400 0 51,300
GOOGLE INC CL A 38259P508 31,660 54,150 SH   DFND 2,5 53,551 0 599
GOOGLE INC CL A 38259P508 112,454 192,337 SH   DFND 4,2,5 145,477 0 46,860
GOOGLE INC CL C 38259P706 130,368 226,617 SH   DFND 2,5 226,367 0 250
GOOGLE INC CL C 38259P706 94,567 164,385 SH   DFND 4,2,5 119,207 0 45,178
GRACO INC COM 384109104 5,144 65,885 SH   DFND 2,5 62,418 0 3,467
GRAHAM HOLDINGS CO COM 384637104 2,197 3,060 SH   DFND 2,5 3,060 0 0
GRAHAM HOLDINGS CO COM 384637104 15,902 22,144 SH   DFND 4,2,5 18,854 0 3,290
GRAN TIERRA ENERGY INC COM 38500T101 813 100,133 SH   DFND 2,5 100,133 0 0
GRAN TIERRA ENERGY INC COM 38500T101 374 46,100 SH   DFND 4,2,5 46,100 0 0
GRANA Y MONTERO SAA SPONSORED ADR 38500P208 15,800 875,821 SH   DFND 2,5 533,992 0 341,829
GRAPHIC PACKAGING HOLDING CO COM 388689101 3,385 289,300 SH   DFND 4,2,5 150,800 0 138,500
GREAT PLAINS ENERGY INC COM 391164100 161 6,000 SH   DFND 2,5 0 0 6,000
GREAT PLAINS ENERGY INC COM 391164100 5,951 221,478 SH   DFND 4,2,5 4,400 0 217,078
GREATBATCH INC COM 39153L106 1,545 31,500 SH   DFND 4,2,5 27,100 0 4,400
GREEN PLAINS INC COM 393222104 1,203 36,600 SH   DFND 4,2,5 31,600 0 5,000
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 346 10,500 SH   DFND 4,2,5 3,800 0 6,700
GRIFOLS SA SP ADR REP B NVT 398438408 4,021 91,275 SH   DFND 2,5 91,275 0 0
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 33,285 970,132 SH   DFND 2,5 560,152 0 409,980
GUESS? INC COM 401617105 373 13,800 SH   DFND 4,2,5 13,800 0 0
H&R BLOCK INC COM 093671105 427 12,728 SH   DFND 2,5 12,728 0 0
HAIN CELESTIAL GROUP INC/THE COM 405217100 20,721 233,500 SH   DFND 2,5 233,500 0 0
HALLIBURTON CO COM 406216101 3,881 54,659 SH   DFND 2,5 51,596 0 3,063
HALLIBURTON CO COM 406216101 17,000 239,400 SH   DFND 4,2,5 118,300 0 121,100
HALOZYME THERAPEUTICS INC COM 40637H109 1,165 117,961 SH   DFND 2,5 117,961 0 0
HANDY & HARMAN LTD COM 410315105 585 21,861 SH   DFND 4,2,5 18,400 0 3,461
HANESBRANDS INC COM 410345102 17,325 176,000 SH   DFND 2,5 176,000 0 0
HANESBRANDS INC COM 410345102 56,837 577,382 SH   DFND 4,2,5 409,070 0 168,312
HANOVER INSURANCE GROUP INC/THE COM 410867105 287 4,550 SH   DFND 4,2,5 2,830 0 1,720
HARDINGE INC COM 412324303 571 45,100 SH   DFND 4,2,5 38,200 0 6,900
HARLEY-DAVIDSON INC COM 412822108 3,002 42,978 SH   DFND 2,5 40,130 0 2,848
HARLEY-DAVIDSON INC COM 412822108 11,183 160,100 SH   DFND 4,2,5 132,810 0 27,290
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 7,520 70,000 SH   DFND 2,5 70,000 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 31,144 289,900 SH   DFND 4,2,5 236,200 0 53,700
HARRIS CORP COM 413875105 15,476 204,300 SH   DFND 2,5 204,300 0 0
HARRIS CORP COM 413875105 48,315 637,828 SH   DFND 4,2,5 525,640 0 112,188
HARVARD BIOSCIENCE INC COM 416906105 469 103,100 SH   DFND 4,2,5 87,200 0 15,900
HAWAIIAN ELECTRIC INDUSTRIES INC COM 419870100 239 9,454 SH   DFND 2,5 9,454 0 0
HAWAIIAN ELECTRIC INDUSTRIES INC COM 419870100 2,165 85,500 SH   DFND 4,2,5 0 0 85,500
HAWAIIAN HOLDINGS INC COM 419879101 1,020 74,400 SH   DFND 4,2,5 61,500 0 12,900
HCA HOLDINGS INC COM 40412C101 16,309 289,276 SH   DFND 2,5 284,421 0 4,855
HCC INSURANCE HOLDINGS INC COM 404132102 4,654 95,100 SH   DFND 4,2,5 74,800 0 20,300
HCP INC COM 40414L109 8,879 214,580 SH   DFND 2,5 214,580 0 0
HCP INC COM 40414L109 6,124 148,000 SH   DFND 4,2,5 116,310 0 31,690
HDFC BANK LTD ADR REPS 3 SHS 40415F101 14,302 305,467 SH   DFND 2,5 47,370 0 258,097
HEALTH CARE REIT INC COM 42217K106 458 7,312 SH   DFND 2,5 7,312 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 5,248 59,297 SH   DFND 2,5 59,297 0 0
HECLA MINING CO COM 422704106 7,870 2,281,304 SH   DFND 2,5 2,281,304 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 3,533 134,300 SH   DFND 4,2,5 113,700 0 20,600
HELMERICH & PAYNE INC COM 423452101 4,644 40,000 SH   DFND 2,5 40,000 0 0
HELMERICH & PAYNE INC COM 423452101 25,121 216,359 SH   DFND 4,2,5 88,700 0 127,659
HENRY SCHEIN INC COM 806407102 1,125 9,478 SH   DFND 2,5 9,478 0 0
HENRY SCHEIN INC COM 806407102 3,474 29,277 SH   DFND 4,2,5 1,500 0 27,777
HERBALIFE LTD COM USD SHS G4412G101 239 3,700 SH   DFND 4,2,5 0 0 3,700
HERITAGE FINANCIAL GROUP INC COM 42726X102 208 10,500 SH   DFND 4,2,5 10,500 0 0
HERSHEY CO/THE COM 427866108 1,166 11,976 SH   DFND 2,5 11,976 0 0
HERSHEY CO/THE COM 427866108 4,972 51,062 SH   DFND 4,2,5 2,600 0 48,462
HERTZ GLOBAL HOLDINGS INC COM 42805T105 154 5,500 SH   DFND 2,5 0 0 5,500
HERTZ GLOBAL HOLDINGS INC COM 42805T105 9,525 339,830 SH   DFND 4,2,5 6,200 0 333,630
HESS CORP COM 42809H107 1,446 14,618 SH   DFND 2,5 11,918 0 2,700
HESS CORP COM 42809H107 19,778 200,000 SH   DFND 4,2,5 3,800 0 196,200
HEWLETT-PACKARD CO COM 428236103 45,964 1,364,732 SH   DFND 2,5 1,335,199 0 29,533
HEWLETT-PACKARD CO COM 428236103 161,792 4,803,800 SH   DFND 4,2,5 3,299,400 0 1,504,400
HEXCEL CORP COM 428291108 46,831 1,145,000 SH   DFND 2,5 1,145,000 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 11 2,800 SH   DFND 4,2,5 2,800 0 0
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 449 5,650 SH   DFND 4,2,5 4,750 0 900
HMS HOLDINGS CORP COM 40425J101 4,388 215,003 SH   DFND 2,5 215,003 0 0
HOLLYFRONTIER CORP COM 436106108 122 2,792 SH   DFND 2,5 2,792 0 0
HOLLYFRONTIER CORP COM 436106108 2,004 45,865 SH   DFND 4,2,5 15,200 0 30,665
HOLOGIC INC COM 436440101 7,045 277,908 SH   DFND 2,5 277,908 0 0
HOLOGIC INC COM 436440101 86 3,400 SH   DFND 4,2,5 3,400 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,882 1,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 15,373 189,884 SH   DFND 2,5 189,884 0 0
HOME DEPOT INC COM 437076102 35,940 443,922 SH   DFND 4,2,5 283,190 0 160,732
HONEYWELL INTERNATIONAL INC COM 438516106 398 4,284 SH   DFND 2,5 4,284 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 42,636 458,702 SH   DFND 4,2,5 288,300 0 170,402
HORIZON BANCORP/IN COM 440407104 306 14,021 SH   DFND 4,2,5 9,500 0 4,521
HORMEL FOODS CORP COM 440452100 708 14,354 SH   DFND 2,5 14,354 0 0
HORMEL FOODS CORP COM 440452100 257 5,200 SH   DFND 4,2,5 0 0 5,200
HOSPIRA INC COM 441060100 7,557 147,118 SH   DFND 2,5 147,118 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,741 79,100 SH   DFND 2,5 79,100 0 0
HUBBELL INC CL B 443510201 374 3,036 SH   DFND 2,5 3,036 0 0
HUDBAY MINERALS INC COM 443628102 6 700 SH   DFND 4,2,5 700 0 0
HUMANA INC COM 444859102 17,255 135,100 SH   DFND 4,2,5 0 0 135,100
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 104 1,100 SH   DFND 2,5 1,100 0 0
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 5,628 59,500 SH   DFND 4,2,5 46,400 0 13,100
HUNTSMAN CORP COM 447011107 9,639 343,031 SH   DFND 2,5 343,031 0 0
HUNTSMAN CORP COM 447011107 25,512 907,895 SH   DFND 4,2,5 790,800 0 117,095
HURCO COS INC COM 447324104 310 11,000 SH   DFND 4,2,5 7,400 0 3,600
HUTCHINSON TECHNOLOGY INC COM 448407106 17 6,900 SH   DFND 4,2,5 6,900 0 0
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 97 1,100 SH   DFND 2,5 0 0 1,100
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 7,055 79,681 SH   DFND 4,2,5 14,200 0 65,481
IAC/INTERACTIVECORP COM PAR $.001 44919P508 9,353 135,100 SH   DFND 4,2,5 54,700 0 80,400
IAMGOLD CORP COM 450913108 818 198,400 SH   DFND 4,2,5 49,800 0 148,600
ICF INTERNATIONAL INC COM 44925C103 46 1,300 SH   DFND 2,5 0 0 1,300
ICF INTERNATIONAL INC COM 44925C103 1,645 46,520 SH   DFND 4,2,5 22,600 0 23,920
ICICI BANK LTD ADR 45104G104 9,923 198,859 SH   DFND 2,5 15,440 0 183,419
IDACORP INC COM 451107106 2,290 39,600 SH   DFND 4,2,5 16,400 0 23,200
IDEX CORP COM 45167R104 7,910 97,963 SH   DFND 2,5 87,260 0 10,703
IDEXX LABORATORIES INC COM 45168D104 1,729 12,942 SH   DFND 2,5 12,942 0 0
IHS INC CL A 451734107 20,622 152,000 SH   DFND 2,5 152,000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 121 1,377 SH   DFND 2,5 1,377 0 0
ILLINOIS TOOL WORKS INC COM 452308109 6,427 73,400 SH   DFND 4,2,5 41,100 0 32,300
ILLUMINA INC COM 452327109 32,365 181,277 SH   DFND 2,5 181,277 0 0
IMPERIAL HOLDINGS INC COM 452834104 24 3,450 SH   DFND 4,2,5 3,450 0 0
IMPERIAL OIL LTD COM NEW 453038408 194 3,677 SH   DFND 2,5 3,677 0 0
IMPERIAL OIL LTD COM NEW 453038408 7,829 148,300 SH   DFND 4,2,5 4,100 0 144,200
IMPERVA INC COM 45321L100 1,571 60,000 SH   DFND 2,5 60,000 0 0
INCYTE CORP LTD COM 45337C102 22,616 400,703 SH   DFND 2,5 400,703 0 0
INFOBLOX INC COM 45672H104 1,973 150,000 SH   DFND 2,5 150,000 0 0
INFORMATICA CORP COM 45666Q102 4,278 120,000 SH   DFND 2,5 120,000 0 0
INGLES MARKETS INC CL A 457030104 2,398 91,015 SH   DFND 4,2,5 0 0 91,015
INGRAM MICRO INC CL A 457153104 181 6,200 SH   DFND 2,5 0 0 6,200
INGRAM MICRO INC CL A 457153104 12,794 438,000 SH   DFND 4,2,5 46,900 0 391,100
INGREDION INC COM 457187102 150 2,000 SH   DFND 2,5 0 0 2,000
INGREDION INC COM 457187102 12,967 172,800 SH   DFND 4,2,5 2,500 0 170,300
INNOSPEC INC COM 45768S105 1,312 30,400 SH   DFND 4,2,5 26,420 0 3,980
INSIGHT ENTERPRISES INC COM 45765U103 1,730 56,269 SH   DFND 4,2,5 48,400 0 7,869
INSULET CORP COM 45784P101 6,837 172,359 SH   DFND 2,5 172,359 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 578 37,400 SH   DFND 4,2,5 37,400 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 642 9,028 SH   DFND 2,5 9,028 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 797 11,200 SH   DFND 4,2,5 11,200 0 0
INTEL CORP COM 458140100 12,591 407,483 SH   DFND 2,5 375,090 0 32,393
INTEL CORP COM 458140100 111,694 3,614,702 SH   DFND 4,2,5 1,265,902 0 2,348,800
INTEL CORP SDCV 2.950%12/1 458140AD2 24,863 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 19,281 12,500,000 PRN   DFND 2,5 0 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 449 19,300 SH   DFND 4,2,5 12,000 0 7,300
INTERCONTINENTAL EXCHANGE INC COM 45866F104 12,902 68,300 SH   DFND 2,5 68,300 0 0
INTERMUNE INC COM 45884X103 4,842 109,681 SH   DFND 2,5 109,681 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 36,095 199,123 SH   DFND 2,5 198,723 0 400
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 127,699 704,470 SH   DFND 4,2,5 457,890 0 246,580
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 15,038 144,204 SH   DFND 2,5 144,204 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 48,861 468,553 SH   DFND 4,2,5 373,299 0 95,254
INTERNATIONAL GAME TECHNOLOGY COM 459902102 8,203 515,580 SH   DFND 2,5 509,280 0 6,300
INTERNATIONAL GAME TECHNOLOGY COM 459902102 29,570 1,858,610 SH   DFND 4,2,5 1,136,210 0 722,400
INTERNATIONAL PAPER CO COM 460146103 963 19,071 SH   DFND 2,5 19,071 0 0
INTERNATIONAL PAPER CO COM 460146103 3,523 69,800 SH   DFND 4,2,5 0 0 69,800
INTERNATIONAL RECTIFIER CORP COM 460254105 2,625 94,100 SH   DFND 4,2,5 80,800 0 13,300
INTERSECTIONS INC COM 460981301 209 42,400 SH   DFND 4,2,5 35,700 0 6,700
INTUIT INC COM 461202103 4,188 52,000 SH   DFND 2,5 52,000 0 0
INTUIT INC COM 461202103 12,647 157,041 SH   DFND 4,2,5 102,620 0 54,421
INTUITIVE SURGICAL INC COM NEW 46120E602 2,059 5,000 SH   DFND 4,2,5 300 0 4,700
INVACARE CORP COM 461203101 187 10,200 SH   DFND 4,2,5 10,200 0 0
INVESCO LTD SHS G491BT108 1,219 32,286 SH   DFND 2,5 32,286 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 9 500 SH   DFND 4,2,5 500 0 0
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 931 55,180 SH   DFND 4,2,5 41,200 0 13,980
IPG PHOTONICS CORP COM 44980X109 19,421 282,276 SH   DFND 2,5 282,276 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,032 122,000 SH   DFND 4,2,5 90,600 0 31,400
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 10,899 710,928 SH   DFND 2,5 710,928 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 362 6,020 SH   DFND 1,2,5,3 6,020 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 124 2,410 SH   DFND 1,2,5,3 2,410 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 5,543 149,650 SH   DFND 1,2,5,3 149,650 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 49,588 251,717 SH   DFND 1,2,5,3 251,717 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 5,961 30,261 SH   DFND 2,5 0 0 30,261
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 552 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 7,228 74,470 SH   DFND 1,2,5,3 74,470 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 598 16,940 SH   DFND 1,2,5,3 16,940 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 37,224 766,400 SH   DFND 1,2,5,3 766,400 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 2,374 46,740 SH   DFND 1,2,5,3 46,740 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 30 2,540 SH   DFND 1,2,5,3 2,540 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 462 9,530 SH   DFND 1,2,5,3 9,530 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 215 4,432 SH   DFND 2,5 4,432 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 209 2,217 SH   DFND 2,5 2,217 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 3,618 81,610 SH   DFND 1,2,5,3 81,610 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 210 2,359 SH   DFND 2,5 2,359 0 0
ISHARES GOLD TRUST ISHARES 464285105 13,982 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BON IBOXX HI YD ETF 464288513 9,403 98,770 SH   DFND 1,2,5,3 98,770 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 205 1,720 SH   DFND 1,2,5,3 1,720 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,894 99,740 SH   DFND 1,2,5,3 99,740 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,795 45,010 SH   DFND 1,2,5,3 45,010 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 2,731 25,945 SH   DFND 1,2,5,3 25,945 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 9,230 80,070 SH   DFND 1,2,5,3 80,070 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,264 33,047 SH   DFND 1,2,5,3 33,047 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 133 1,750 SH   DFND 1,2,5,3 1,750 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 16,226 142,524 SH   DFND 1,2,5,3 142,524 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 47,099 441,623 SH   DFND 1,2,5,3 441,623 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 18,287 215,806 SH   DFND 1,2,5,3 215,806 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 912 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 529 3,530 SH   DFND 1,2,5,3 3,530 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 30,182 242,737 SH   DFND 1,2,5,3 242,737 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,523 22,800 SH   DFND 1,2,5,3 22,800 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 2,488 95,215 SH   DFND 1,2,5,3 95,215 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,572 131,337 SH   DFND 1,2,5,3 131,337 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,183 68,797 SH   DFND 1,2,5,3 68,797 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 3,146 81,616 SH   DFND 1,2,5,3 81,616 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,519 47,158 SH   DFND 1,2,5,3 47,158 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 575 12,400 SH   DFND 2,5 0 0 12,400
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 56,597 827,807 SH   DFND 1,2,5,3 827,807 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 12,607 174,009 SH   DFND 1,2,5,3 174,009 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 783 11,970 SH   DFND 1,2,5,3 11,970 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 9,613 181,660 SH   DFND 1,2,5,3 181,660 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 12,640 215,810 SH   DFND 1,2,5,3 215,810 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,915 67,432 SH   DFND 1,2,5,3 67,432 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 389 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 4,835 165,867 SH   DFND 1,2,5,3 165,867 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 52 1,440 SH   DFND 1,2,5,3 1,440 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,569 305,910 SH   DFND 1,2,5,3 305,910 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 50 1,597 SH   DFND 2,5 1,597 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 196 7,020 SH   DFND 1,2,5,3 7,020 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 495 44,720 SH   DFND 1,2,5,3 44,720 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 440 21,077 SH   DFND 1,2,5,3 21,077 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 565 21,400 SH   DFND 1,2,5,3 21,400 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 415 11,600 SH   DFND 1,2,5,3 11,600 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,013 19,400 SH   DFND 1,2,5,3 19,400 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 6,169 354,948 SH   DFND 1,2,5,3 354,948 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 18,096 1,503,012 SH   DFND 1,2,5,3 1,503,012 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 392 24,662 SH   DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 776 11,448 SH   DFND 1,2,5,3 11,448 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,271 88,693 SH   DFND 1,2,5,3 88,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,660 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 10,640 216,048 SH   DFND 1,2,5,3 216,048 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,461 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 226 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 787 58,226 SH   DFND 1,2,5,3 58,226 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 390 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 2,801 65,421 SH   DFND 1,2,5,3 65,421 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,750 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 982 28,600 SH   DFND 1,2,5,3 28,600 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 430 5,568 SH   DFND 1,2,5,3 5,568 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 666 11,984 SH   DFND 1,2,5,3 11,984 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UK ETF 464286699 2,554 122,300 SH   DFND 1,2,5,3 122,300 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 309 8,310 SH   DFND 1,2,5,3 8,310 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 324 6,490 SH   DFND 1,2,5,3 6,490 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 35,597 373,950 SH   DFND 1,2,5,3 373,950 0 0
ISHARES NYSE 100 ETF NYSE 100 ETF 464287135 1,004 11,330 SH   DFND 1,2,5,3 11,330 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 22,446 203,855 SH   DFND 1,2,5,3 203,855 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 80,895 889,640 SH   DFND 1,2,5,3 889,640 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 19,378 191,353 SH   DFND 1,2,5,3 191,353 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 472 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 524 5,854 SH   DFND 1,2,5,3 5,854 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 73,763 1,015,875 SH   DFND 1,2,5,3 1,015,875 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 7,476 86,402 SH   DFND 1,2,5,3 86,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 49,060 466,398 SH   DFND 1,2,5,3 466,398 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 16,710 185,091 SH   DFND 1,2,5,3 185,091 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 53 1,550 SH   DFND 2,5 1,550 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 534 3,400 SH   DFND 1,2,5,3 3,400 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 60,404 475,921 SH   DFND 1,2,5,3 475,921 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,970 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 1,074 18,900 SH   DFND 1,2,5,3 18,900 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 53 410 SH   DFND 2,5 410 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 174 2,250 SH   DFND 1,2,5,3 2,250 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 390 9,760 SH   DFND 1,2,5,3 9,760 0 0
ISIS PHARMACEUTICALS INC COM 464330109 6,090 176,768 SH   DFND 2,5 176,768 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 435 50,856 SH   DFND 4,2,5 42,600 0 8,256
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 11,596 806,378 SH   DFND 2,5 419,391 0 386,987
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 134 9,307 SH   DFND 4,2,5 9,307 0 0
ITC HOLDINGS CORP COM 465685105 432 11,829 SH   DFND 2,5 11,829 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 492 29,500 SH   DFND 4,2,5 29,500 0 0
IXIA COM 45071R109 200 17,500 SH   DFND 2,5 17,500 0 0
JACK IN THE BOX INC COM 466367109 3,255 54,400 SH   DFND 4,2,5 46,600 0 7,800
JANUS CAPITAL GROUP INC COM 47102X105 2,044 163,800 SH   DFND 4,2,5 130,300 0 33,500
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,343 1,700,000 PRN   DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 21,663 147,354 SH   DFND 2,5 147,354 0 0
JETBLUE AIRWAYS CORP COM 477143101 3,307 304,800 SH   DFND 4,2,5 254,600 0 50,200
JM SMUCKER CO/THE COM NEW 832696405 366 3,438 SH   DFND 2,5 3,438 0 0
JM SMUCKER CO/THE COM NEW 832696405 1,929 18,100 SH   DFND 4,2,5 0 0 18,100
JMP GROUP INC COM 46629U107 2 200 SH   DFND 4,2,5 140 0 60
JOHN B SANFILIPPO & SON INC COM 800422107 807 30,500 SH   DFND 4,2,5 25,700 0 4,800
JOHNSON & JOHNSON COM 478160104 46,408 443,582 SH   DFND 2,5 441,782 0 1,800
JOHNSON & JOHNSON COM 478160104 174,033 1,663,480 SH   DFND 4,2,5 912,360 0 751,120
JOHNSON CONTROLS INC COM 478366107 2,088 41,815 SH   DFND 2,5 41,815 0 0
JOHNSON CONTROLS INC COM 478366107 6,810 136,400 SH   DFND 4,2,5 91,100 0 45,300
JOHNSON OUTDOORS INC CL A 479167108 25 960 SH   DFND 4,2,5 700 0 260
JONES LANG LASALLE INC COM 48020Q107 579 4,585 SH   DFND 2,5 4,585 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 862 97,200 SH   DFND 4,2,5 80,600 0 16,600
JPMORGAN CHASE & CO COM 46625H100 43,950 762,760 SH   DFND 2,5 747,257 0 15,503
JPMORGAN CHASE & CO COM 46625H100 105,792 1,836,034 SH   DFND 4,2,5 1,103,204 0 732,830
KADANT INC COM 48282T104 956 24,867 SH   DFND 4,2,5 21,292 0 3,575
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 828 25,000 SH   DFND 2,5 25,000 0 0
KELLOGG CO COM 487836108 715 10,880 SH   DFND 2,5 6,680 0 4,200
KELLOGG CO COM 487836108 16,283 247,833 SH   DFND 4,2,5 8,900 0 238,933
KELLY SERVICES INC CL A 488152208 582 33,880 SH   DFND 4,2,5 7,400 0 26,480
KEMET CORP COM NEW 488360207 84 14,600 SH   DFND 4,2,5 14,600 0 0
KEY TRONIC CORP COM 493144109 29 2,800 SH   DFND 4,2,5 2,800 0 0
KEYCORP COM 493267108 9,722 678,420 SH   DFND 2,5 678,420 0 0
KEYCORP COM 493267108 32,128 2,242,014 SH   DFND 4,2,5 1,664,600 0 577,414
KIMBERLY-CLARK CORP COM 494368103 1,095 9,842 SH   DFND 2,5 9,842 0 0
KIMBERLY-CLARK CORP COM 494368103 20,417 183,577 SH   DFND 4,2,5 54,500 0 129,077
KIMCO REALTY CORP COM 49446R109 1,882 81,900 SH   DFND 2,5 81,900 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 584 7,394 SH   DFND 2,5 7,394 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,436 346,124 SH   DFND 2,5 346,124 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,139 274,500 SH   DFND 4,2,5 267,100 0 7,400
KITE REALTY GROUP TRUST COM 49803T102 399 65,000 SH   DFND 2,5 65,000 0 0
KKR & CO LP COM UNITS 48248M102 1,584 65,116 SH   DFND 2,5 65,116 0 0
KLA-TENCOR CORP COM 482480100 247 3,400 SH   DFND 4,2,5 0 0 3,400
KNIGHT TRANSPORTATION INC COM 499064103 1,752 73,700 SH   DFND 4,2,5 62,400 0 11,300
KODIAK OIL & GAS CORP COM 50015Q100 4,001 275,000 SH   DFND 2,5 275,000 0 0
KOHL'S CORP COM 500255104 195 3,700 SH   DFND 2,5 0 0 3,700
KOHL'S CORP COM 500255104 16,330 309,980 SH   DFND 4,2,5 4,800 0 305,180
KOPPERS HOLDINGS INC COM 50060P106 1,002 26,200 SH   DFND 4,2,5 22,300 0 3,900
KORN/FERRY INTERNATIONAL COM NEW 500643200 405 13,800 SH   DFND 4,2,5 13,800 0 0
KRAFT FOODS GROUP INC COM 50076Q106 229 3,817 SH   DFND 2,5 3,817 0 0
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 932 119,490 SH   DFND 4,2,5 101,640 0 17,850
KROGER CO/THE COM 501044101 23,342 472,220 SH   DFND 2,5 464,620 0 7,600
KROGER CO/THE COM 501044101 104,458 2,113,250 SH   DFND 4,2,5 1,270,620 0 842,630
KULICKE & SOFFA INDUSTRIES INC COM 501242101 475 33,300 SH   DFND 4,2,5 21,500 0 11,800
L BRANDS INC COM 501797104 222 3,790 SH   DFND 2,5 3,790 0 0
L BRANDS INC COM 501797104 1,852 31,574 SH   DFND 4,2,5 1,900 0 29,674
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 3,647 30,200 SH   DFND 4,2,5 19,600 0 10,600
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 5,714 55,803 SH   DFND 2,5 55,803 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 4,350 42,482 SH   DFND 4,2,5 1,100 0 41,382
LAKELAND FINANCIAL CORP COM 511656100 236 6,195 SH   DFND 4,2,5 3,815 0 2,380
LAM RESEARCH CORP COM 512807108 10,728 158,740 SH   DFND 2,5 158,740 0 0
LAM RESEARCH CORP COM 512807108 28,120 416,100 SH   DFND 4,2,5 337,220 0 78,880
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 41,065 33,000,000 PRN   DFND 2,5 0 0 0
LAREDO PETROLEUM INC COM 516806106 4,027 130,000 SH   DFND 2,5 130,000 0 0
LAS VEGAS SANDS CORP COM 517834107 374 4,911 SH   DFND 2,5 4,911 0 0
LAS VEGAS SANDS CORP COM 517834107 229 3,000 SH   DFND 4,2,5 600 0 2,400
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 7,764 220,000 SH   DFND 2,5 220,000 0 0
LAZARD LTD SHS A G54050102 412 8,000 SH   DFND 2,5 8,000 0 0
LEAR CORP COM NEW 521865204 8,103 90,716 SH   DFND 4,2,5 44,316 0 46,400
LEE ENTERPRISES INC/IA COM 523768109 67 15,000 SH   DFND 4,2,5 15,000 0 0
LEGG MASON INC COM 524901105 8,019 156,282 SH   DFND 4,2,5 156,132 0 150
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 145 3,300 SH   DFND 2,5 3,300 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 6,152 140,100 SH   DFND 4,2,5 112,900 0 27,200
LEXICON PHARMACEUTICALS INC COM 528872104 725 450,576 SH   DFND 2,5 450,576 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 4,142 86,000 SH   DFND 4,2,5 63,900 0 22,100
LIBERTY GLOBAL PLC SHS CL A G5480U104 115 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 110 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 427 14,534 SH   DFND 2,5 14,534 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,946 51,298 SH   DFND 2,5 51,298 0 0
LIFE TIME FITNESS INC COM 53217R207 2,920 59,900 SH   DFND 4,2,5 45,300 0 14,600
LIFEPOINT HOSPITALS INC COM 53219L109 4,558 73,392 SH   DFND 2,5 73,392 0 0
LIFETIME BRANDS INC COM 53222Q103 266 16,950 SH   DFND 4,2,5 12,100 0 4,850
LINCOLN NATIONAL CORP COM 534187109 6,312 122,710 SH   DFND 2,5 122,710 0 0
LINCOLN NATIONAL CORP COM 534187109 33,648 654,131 SH   DFND 4,2,5 614,421 0 39,710
LINEAR TECHNOLOGY CORP COM 535678106 2,202 46,771 SH   DFND 4,2,5 2,600 0 44,171
LKQ CORP COM 501889208 13,879 520,000 SH   DFND 2,5 520,000 0 0
LOCKHEED MARTIN CORP COM 539830109 6,849 42,610 SH   DFND 4,2,5 34,910 0 7,700
LOEWS CORP COM 540424108 23,679 538,036 SH   DFND 2,5 538,036 0 0
LOEWS CORP COM 540424108 65,312 1,484,030 SH   DFND 4,2,5 1,345,140 0 138,890
LOGITECH INTERNATIONAL SA SHS H50430232 938 72,000 SH   DFND 2,5 72,000 0 0
LOGITECH INTERNATIONAL SA SHS H50430232 26 2,000 SH   DFND 4,2,5 2,000 0 0
LOMBARD MEDICAL INC COM G55598109 124 17,154 SH   DFND 2,5 17,154 0 0
LORILLARD INC COM 544147101 371 6,084 SH   DFND 2,5 1,084 0 5,000
LORILLARD INC COM 544147101 31,709 520,080 SH   DFND 4,2,5 19,000 0 501,080
LOWE'S COS INC COM 548661107 479 9,979 SH   DFND 2,5 9,979 0 0
LOWE'S COS INC COM 548661107 7,178 149,570 SH   DFND 4,2,5 142,900 0 6,670
LULULEMON ATHLETICA INC COM 550021109 150 3,700 SH   DFND 2,5 3,700 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 281 7,800 SH   DFND 2,5 7,800 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 22,633 231,776 SH   DFND 2,5 229,849 0 1,927
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 6,162 63,100 SH   DFND 4,2,5 60,400 0 2,700
M&T BANK CORP COM 55261F104 5,309 42,800 SH   DFND 4,2,5 800 0 42,000
MACERICH CO/THE COM 554382101 530 7,944 SH   DFND 2,5 7,944 0 0
MACK-CALI REALTY CORP COM 554489104 430 20,000 SH   DFND 2,5 20,000 0 0
MACK-CALI REALTY CORP COM 554489104 913 42,500 SH   DFND 4,2,5 28,800 0 13,700
MACY'S INC COM 55616P104 7,381 127,210 SH   DFND 2,5 124,610 0 2,600
MACY'S INC COM 55616P104 45,730 788,176 SH   DFND 4,2,5 624,400 0 163,776
MAGELLAN HEALTH INC COM NEW 559079207 3,998 64,243 SH   DFND 2,5 64,243 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 7,059 84,000 SH   DFND 2,5 84,000 0 0
MAGNA INTERNATIONAL INC COM 559222401 9,295 86,200 SH   DFND 2,5 85,500 0 700
MAGNA INTERNATIONAL INC COM 559222401 30,420 282,100 SH   DFND 4,2,5 137,500 0 144,600
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 104 6,000 SH   DFND 4,2,5 6,000 0 0
MANITOWOC CO INC/THE COM 563571108 3,615 110,000 SH   DFND 4,2,5 86,400 0 23,600
MANPOWERGROUP INC COM 56418H100 12,023 141,700 SH   DFND 2,5 141,700 0 0
MANPOWERGROUP INC COM 56418H100 34,784 409,950 SH   DFND 4,2,5 332,800 0 77,150
MANULIFE FINANCIAL CORP COM 56501R106 1,372 68,925 SH   DFND 2,5 68,925 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1,846 92,700 SH   DFND 4,2,5 75,100 0 17,600
MARATHON OIL CORP COM 565849106 39,838 997,945 SH   DFND 2,5 990,045 0 7,900
MARATHON OIL CORP COM 565849106 141,446 3,543,238 SH   DFND 4,2,5 2,418,346 0 1,124,892
MARATHON PETROLEUM CORP COM 56585A102 315 4,033 SH   DFND 2,5 4,033 0 0
MARATHON PETROLEUM CORP COM 56585A102 3,599 46,100 SH   DFND 4,2,5 26,300 0 19,800
MARCUS CORP/THE COM 566330106 1,029 56,400 SH   DFND 4,2,5 47,300 0 9,100
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 220 3,349 SH   DFND 2,5 3,349 0 0
MARSH & MCLENNAN COS INC COM 571748102 22,619 436,500 SH   DFND 4,2,5 420,400 0 16,100
MARTEN TRANSPORT LTD COM 573075108 847 37,900 SH   DFND 4,2,5 33,300 0 4,600
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 9,956 694,800 SH   DFND 2,5 694,800 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 25,292 1,765,000 SH   DFND 4,2,5 1,450,100 0 314,900
MASTERCARD INC CL A 57636Q104 6,376 86,788 SH   DFND 2,5 86,088 0 700
MASTERCARD INC CL A 57636Q104 36,636 498,647 SH   DFND 4,2,5 310,300 0 188,347
MATADOR RESOURCES CO COM 576485205 5,270 180,000 SH   DFND 2,5 180,000 0 0
MATRIX SERVICE CO COM 576853105 3,279 100,000 SH   DFND 2,5 100,000 0 0
MATTEL INC COM 577081102 250 6,407 SH   DFND 2,5 6,407 0 0
MATTEL INC COM 577081102 5,519 141,618 SH   DFND 4,2,5 3,600 0 138,018
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,226 125,000 SH   DFND 2,5 125,000 0 0
MBIA INC COM 55262C100 2,006 181,700 SH   DFND 4,2,5 154,000 0 27,700
MCCLATCHY CO/THE CL A 579489105 107 19,300 SH   DFND 4,2,5 19,300 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 840 11,735 SH   DFND 2,5 11,735 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 2,454 34,276 SH   DFND 4,2,5 1,800 0 32,476
MCDONALD'S CORP COM 580135101 13,719 136,178 SH   DFND 2,5 136,178 0 0
MCDONALD'S CORP COM 580135101 44,143 438,188 SH   DFND 4,2,5 184,700 0 253,488
MCGRAW HILL FINANCIAL INC COM 580645109 3,701 44,570 SH   DFND 4,2,5 2,200 0 42,370
MCKESSON CORP COM 58155Q103 20,301 109,023 SH   DFND 2,5 109,023 0 0
MCKESSON CORP COM 58155Q103 18,007 96,700 SH   DFND 4,2,5 31,900 0 64,800
MDU RESOURCES GROUP INC COM 552690109 1,166 33,220 SH   DFND 2,5 33,220 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 24,520 263,171 SH   DFND 2,5 261,287 0 1,884
MEAD JOHNSON NUTRITION CO COM 582839106 3,678 39,473 SH   DFND 4,2,5 1,900 0 37,573
MEADWESTVACO CORP COM 583334107 75 1,700 SH   DFND 4,2,5 1,700 0 0
MEDICAL ACTION INDUSTRIES INC COM 58449L100 44 3,200 SH   DFND 4,2,5 3,200 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 9,161 214,000 SH   DFND 2,5 214,000 0 0
MEDIVATION INC COM 58501N101 12,818 166,296 SH   DFND 2,5 166,296 0 0
MEDTRONIC INC COM 585055106 21,732 340,842 SH   DFND 2,5 332,642 0 8,200
MEDTRONIC INC COM 585055106 72,159 1,131,724 SH   DFND 4,2,5 159,800 0 971,924
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,869 111,000 SH   DFND 2,5 111,000 0 0
MENTOR GRAPHICS CORP COM 587200106 2,608 120,900 SH   DFND 4,2,5 103,900 0 17,000
MERCK & CO INC COM 58933Y105 49,591 857,230 SH   DFND 2,5 844,330 0 12,900
MERCK & CO INC COM 58933Y105 170,390 2,945,377 SH   DFND 4,2,5 2,169,870 0 775,507
MERCURY GENERAL CORP COM 589400100 527 11,200 SH   DFND 4,2,5 11,200 0 0
MEREDITH CORP COM 589433101 542 11,200 SH   DFND 4,2,5 11,200 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 1,092 72,345 SH   DFND 4,2,5 46,500 0 25,845
METHANEX CORP COM 59151K108 3,208 51,800 SH   DFND 2,5 51,800 0 0
METHANEX CORP COM 59151K108 7,897 127,500 SH   DFND 4,2,5 75,000 0 52,500
METLIFE INC COM 59156R108 2,630 47,345 SH   DFND 2,5 47,345 0 0
METLIFE INC COM 59156R108 7,528 135,500 SH   DFND 4,2,5 130,300 0 5,200
MFA FINANCIAL INC COM 55272X102 9 1,100 SH   DFND 4,2,5 1,100 0 0
MFRI INC COM 552721102 175 15,300 SH   DFND 4,2,5 13,076 0 2,224
MICHAEL KORS HOLDINGS LTD SHS G60754101 2,277 25,682 SH   DFND 4,2,5 1,600 0 24,082
MICROCHIP TECHNOLOGY INC COM 595017104 4,686 96,000 SH   DFND 2,5 96,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,777 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 42,751 1,297,450 SH   DFND 2,5 1,292,550 0 4,900
MICRON TECHNOLOGY INC COM 595112103 118,261 3,589,090 SH   DFND 4,2,5 2,976,650 0 612,440
MICROS SYSTEMS INC COM 594901100 5,946 87,565 SH   DFND 2,5 87,565 0 0
MICROSOFT CORP COM 594918104 49,384 1,184,271 SH   DFND 2,5 1,135,593 0 48,678
MICROSOFT CORP COM 594918104 215,059 5,157,280 SH   DFND 4,2,5 2,738,360 0 2,418,920
MINDRAY MEDICAL INTERNATIONAL LTD SPON ADR 602675100 17,723 562,647 SH   DFND 2,5 286,132 0 276,515
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,705 86,392 SH   DFND 2,5 86,392 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,276 115,300 SH   DFND 4,2,5 19,900 0 95,400
MOHAWK INDUSTRIES INC COM 608190104 9,868 71,330 SH   DFND 2,5 71,330 0 0
MOHAWK INDUSTRIES INC COM 608190104 12,123 87,630 SH   DFND 4,2,5 79,350 0 8,280
MOLSON COORS BREWING CO CL B 60871R209 5,043 68,000 SH   DFND 4,2,5 2,200 0 65,800
MOMENTA PHARMACEUTICALS INC COM 60877T100 4,865 402,755 SH   DFND 2,5 402,755 0 0
MONARCH CASINO & RESORT INC COM 609027107 494 32,600 SH   DFND 4,2,5 27,500 0 5,100
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 453 38,680 SH   DFND 4,2,5 32,432 0 6,248
MONDELEZ INTERNATIONAL INC CL A 609207105 3,122 83,021 SH   DFND 2,5 73,442 0 9,579
MONDELEZ INTERNATIONAL INC CL A 609207105 26,681 709,400 SH   DFND 4,2,5 229,600 0 479,800
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 726 49,300 SH   DFND 4,2,5 41,300 0 8,000
MONSANTO CO COM 61166W101 50,895 408,012 SH   DFND 2,5 405,450 0 2,562
MONSANTO CO COM 61166W101 12,462 99,900 SH   DFND 4,2,5 65,900 0 34,000
MONSTER BEVERAGE CORP COM 611740101 9,305 131,000 SH   DFND 2,5 131,000 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,879 58,800 SH   DFND 4,2,5 50,700 0 8,100
MOODY'S CORP COM 615369105 2,898 33,064 SH   DFND 4,2,5 1,700 0 31,364
MOOG INC CL A 615394202 3,270 44,860 SH   DFND 4,2,5 36,700 0 8,160
MORGAN STANLEY COM NEW 617446448 449 13,876 SH   DFND 2,5 13,876 0 0
MORGAN STANLEY COM NEW 617446448 9,014 278,800 SH   DFND 4,2,5 187,900 0 90,900
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,123 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 229 4,638 SH   DFND 2,5 4,638 0 0
MOTOROLA INC COM NEW 620076307 6,056 90,973 SH   DFND 4,2,5 2,000 0 88,973
MTR GAMING GROUP INC COM 553769100 493 92,090 SH   DFND 4,2,5 86,120 0 5,970
MURPHY OIL CORP COM 626717102 21,804 327,973 SH   DFND 2,5 325,373 0 2,600
MURPHY OIL CORP COM 626717102 76,382 1,148,946 SH   DFND 4,2,5 807,206 0 341,740
MUTUALFIRST FINANCIAL INC COM 62845B104 42 2,200 SH   DFND 4,2,5 2,200 0 0
MYLAN INC/PA COM 628530107 10,275 199,280 SH   DFND 2,5 194,180 0 5,100
MYLAN INC/PA COM 628530107 1,098 21,300 SH   DFND 4,2,5 1,600 0 19,700
MYRIAD GENETICS INC COM 62855J104 3,317 85,234 SH   DFND 2,5 85,234 0 0
MYRIAD GENETICS INC COM 62855J104 3,795 97,500 SH   DFND 4,2,5 70,300 0 27,200
NASB FINANCIAL INC COM 628968109 230 9,730 SH   DFND 4,2,5 7,992 0 1,738
NATIONAL HEALTH INVESTORS INC COM 63633D104 1,246 19,920 SH   DFND 2,5 19,920 0 0
NATIONAL HEALTHCARE CORP COM 635906100 83 1,475 SH   DFND 4,2,5 1,475 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,032 24,680 SH   DFND 2,5 24,680 0 0
NATIONAL OILWELL VARCO INC COM 637071101 11,817 143,500 SH   DFND 4,2,5 58,100 0 85,400
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 1,247 5,000 SH   DFND 4,2,5 3,600 0 1,400
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 667 39,300 SH   DFND 4,2,5 32,400 0 6,900
NAVIENT CORP COM 63938C108 1,752 98,923 SH   DFND 4,2,5 0 0 98,923
NAVIGANT CONSULTING INC COM 63935N107 941 53,900 SH   DFND 4,2,5 31,700 0 22,200
NCR CORP COM 62886E108 88 2,500 SH   DFND 2,5 2,500 0 0
NEKTAR THERAPEUTICS COM 640268108 4,500 351,053 SH   DFND 2,5 351,053 0 0
NELNET INC CL A 64031N108 24 580 SH   DFND 2,5 0 0 580
NELNET INC CL A 64031N108 3,388 81,767 SH   DFND 4,2,5 25,110 0 56,657
NETAPP INC COM 64110D104 1,511 41,370 SH   DFND 4,2,5 2,700 0 38,670
NETFLIX INC COM 64110L106 9,032 20,500 SH   DFND 2,5 20,500 0 0
NETFLIX INC COM 64110L106 132 300 SH   DFND 4,2,5 0 0 300
NEUROCRINE BIOSCIENCES INC COM 64125C109 5,374 362,145 SH   DFND 2,5 362,145 0 0
NEUSTAR INC CL A 64126X201 45 1,740 SH   DFND 2,5 0 0 1,740
NEUSTAR INC CL A 64126X201 4,746 182,400 SH   DFND 4,2,5 71,790 0 110,610
NEVSUN RESOURCES LTD COM 64156L101 388 103,400 SH   DFND 4,2,5 96,200 0 7,200
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 373 24,529 SH   DFND 4,2,5 21,189 0 3,340
NEW JERSEY RESOURCES CORP COM 646025106 1,046 18,300 SH   DFND 4,2,5 18,300 0 0
NEW MOUNTAIN FINANCE CORP COM 647551100 36 2,406 SH   DFND 2,5 0 0 2,406
NEW MOUNTAIN FINANCE CORP COM 647551100 1,992 134,063 SH   DFND 4,2,5 2,470 0 131,593
NEW YORK COMMUNITY BANCORP INC COM 649445103 739 46,220 SH   DFND 2,5 46,220 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 810 50,700 SH   DFND 4,2,5 50,700 0 0
NEWELL RUBBERMAID INC COM 651229106 1,286 41,500 SH   DFND 4,2,5 0 0 41,500
NEWFIELD EXPLORATION CO COM 651290108 4,513 102,115 SH   DFND 2,5 102,115 0 0
NEWFIELD EXPLORATION CO COM 651290108 12,849 290,700 SH   DFND 4,2,5 266,000 0 24,700
NEWLINK GENETICS CORP COM 651511107 6,850 258,020 SH   DFND 2,5 258,020 0 0
NEWMONT MINING CORP COM 651639106 3,763 147,920 SH   DFND 2,5 147,920 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 1,458 117,000 SH   DFND 4,2,5 100,300 0 16,700
NEXTERA ENERGY INC COM 65339F101 3,186 31,088 SH   DFND 2,5 31,088 0 0
NEXTERA ENERGY INC COM 65339F101 21,381 208,631 SH   DFND 4,2,5 66,800 0 141,831
NICE SYSTEMS LTD SPONSORED ADR 653656108 100 2,440 SH   DFND 2,5 2,440 0 0
NIKE INC CL B 654106103 10,838 139,760 SH   DFND 2,5 139,760 0 0
NIKE INC CL B 654106103 14,164 182,641 SH   DFND 4,2,5 93,800 0 88,841
NISOURCE INC COM 65473P105 4,326 109,977 SH   DFND 2,5 109,977 0 0
NISOURCE INC COM 65473P105 29,753 756,310 SH   DFND 4,2,5 418,120 0 338,190
NOBLE CORP PLC SHS USD G65431101 1,600 47,675 SH   DFND 2,5 47,675 0 0
NOBLE ENERGY INC COM 655044105 1,161 14,994 SH   DFND 2,5 14,994 0 0
NOBLE ENERGY INC COM 655044105 1,882 24,300 SH   DFND 4,2,5 400 0 23,900
NORDSTROM INC COM 655664100 1,814 26,700 SH   DFND 4,2,5 0 0 26,700
NORFOLK SOUTHERN CORP COM 655844108 37,156 360,630 SH   DFND 2,5 356,230 0 4,400
NORFOLK SOUTHERN CORP COM 655844108 134,662 1,307,016 SH   DFND 4,2,5 871,166 0 435,850
NORTHEAST UTILITIES COM 664397106 632 13,361 SH   DFND 2,5 13,361 0 0
NORTHEAST UTILITIES COM 664397106 6,984 147,756 SH   DFND 4,2,5 21,600 0 126,156
NORTHERN TRUST CORP COM 665859104 2,671 41,600 SH   DFND 4,2,5 0 0 41,600
NORTHRIM BANCORP INC COM 666762109 148 5,800 SH   DFND 4,2,5 2,900 0 2,900
NORTHROP GRUMMAN CORP COM 666807102 36,994 309,240 SH   DFND 2,5 306,040 0 3,200
NORTHROP GRUMMAN CORP COM 666807102 143,520 1,199,700 SH   DFND 4,2,5 775,200 0 424,500
NORTHWEST BANCSHARES INC COM 667340103 163 12,000 SH   DFND 4,2,5 12,000 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 10,185 618,000 SH   DFND 2,5 618,000 0 0
NOW INC/DE COM 67011P100 36 989 SH   DFND 2,5 989 0 0
NOW INC/DE COM 67011P100 748 20,650 SH   DFND 4,2,5 0 0 20,650
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,996 3,000,000 PRN   DFND 2,5 0 0 0
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 718 30,094 SH   DFND 4,2,5 25,394 0 4,700
NUVASIVE INC COM 670704105 5,335 149,989 SH   DFND 2,5 149,989 0 0
NXP SEMICONDUCTOR NV COM N6596X109 6,417 96,960 SH   DFND 2,5 96,960 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 16,148 107,222 SH   DFND 2,5 107,222 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 3,010 19,986 SH   DFND 4,2,5 1,000 0 18,986
OASIS PETROLEUM INC COM 674215108 5,868 105,000 SH   DFND 2,5 105,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 22,470 218,943 SH   DFND 2,5 218,943 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 72,348 704,943 SH   DFND 4,2,5 522,330 0 182,613
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH   DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 3,516 45,000 SH   DFND 2,5 45,000 0 0
OGE ENERGY CORP COM 670837103 445 11,375 SH   DFND 2,5 11,375 0 0
OGE ENERGY CORP COM 670837103 371 9,500 SH   DFND 4,2,5 0 0 9,500
OILTANKING PARTNERS LP UNIT LTD 678049107 4,722 50,000 SH   DFND 2,5 50,000 0 0
OLIN CORP COM PAR $1 680665205 3,446 128,000 SH   DFND 4,2,5 100,500 0 27,500
OMEGA PROTEIN CORP COM 68210P107 941 68,800 SH   DFND 4,2,5 58,000 0 10,800
OMNICOM GROUP INC COM 681919106 4,500 63,191 SH   DFND 2,5 63,191 0 0
OMNICOM GROUP INC COM 681919106 5,416 76,046 SH   DFND 4,2,5 2,200 0 73,846
OMNICOM GROUP INC NOTE 7/3 681919AV8 3,966 3,000,000 PRN   DFND 2,5 0 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 972 44,200 SH   DFND 4,2,5 44,200 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 343 16,053 SH   DFND 4,2,5 14,139 0 1,914
ONEOK INC COM 682680103 1,069 15,707 SH   DFND 2,5 15,707 0 0
ONEOK INC COM 682680103 388 5,700 SH   DFND 4,2,5 5,700 0 0
OPEN TEXT CORP COM 683715106 29 600 SH   DFND 4,2,5 600 0 0
ORACLE CORP COM 68389X105 71,321 1,759,715 SH   DFND 2,5 1,720,780 0 38,935
ORACLE CORP COM 68389X105 230,356 5,683,590 SH   DFND 4,2,5 3,490,500 0 2,193,090
ORBITAL SCIENCES CORP COM 685564106 2,645 89,500 SH   DFND 4,2,5 66,600 0 22,900
OUTERWALL INC COM 690070107 2,036 34,300 SH   DFND 4,2,5 27,400 0 6,900
OVERSTOCK.COM INC COM 690370101 680 43,100 SH   DFND 4,2,5 37,000 0 6,100
OWENS & MINOR INC COM 690732102 68 2,000 SH   DFND 2,5 0 0 2,000
OWENS & MINOR INC COM 690732102 3,068 90,300 SH   DFND 4,2,5 70,800 0 19,500
OWENS CORNING COM 690742101 125 3,230 SH   DFND 2,5 3,230 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 2,401 142,680 SH   DFND 2,5 142,680 0 0
PACCAR INC COM 693718108 132 2,100 SH   DFND 4,2,5 0 0 2,100
PACIFIC ETHANOL INC COM PAR $.001 69423U305 457 29,900 SH   DFND 4,2,5 21,100 0 8,800
PALO ALTO NETWORKS INC COM 697435105 1,845 22,000 SH   DFND 2,5 22,000 0 0
PAM TRANSPORTATION SERVICES INC COM 693149106 495 17,720 SH   DFND 4,2,5 14,890 0 2,830
PAN AMERICAN SILVER CORP COM 697900108 16,832 1,095,911 SH   DFND 2,5 1,095,911 0 0
PANERA BREAD CO CL A 69840W108 249 1,663 SH   DFND 2,5 1,663 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 552 10,440 SH   DFND 4,2,5 10,440 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 924 15,900 SH   DFND 4,2,5 13,800 0 2,100
PARKER HANNIFIN CORP COM 701094104 1,622 12,900 SH   DFND 4,2,5 0 0 12,900
PARKWAY PROPERTIES INC/MD COM 70159Q104 2,616 126,700 SH   DFND 2,5 126,700 0 0
PARTNERRE LTD COM G6852T105 2,796 25,600 SH   DFND 2,5 25,600 0 0
PARTNERRE LTD COM G6852T105 14,882 136,270 SH   DFND 4,2,5 107,400 0 28,870
PATTERSON COS INC COM 703395103 952 24,103 SH   DFND 2,5 24,103 0 0
PAYCHEX INC COM 704326107 788 18,958 SH   DFND 2,5 18,958 0 0
PAYCHEX INC COM 704326107 3,675 88,437 SH   DFND 4,2,5 4,500 0 83,937
PC CONNECTION INC COM 69318J100 205 9,900 SH   DFND 4,2,5 0 0 9,900
PCM INC COM 69323K100 34 3,200 SH   DFND 4,2,5 3,200 0 0
PDL BIOPHARMA INC COM 69329Y104 28 2,900 SH   DFND 2,5 0 0 2,900
PDL BIOPHARMA INC COM 69329Y104 6,172 637,600 SH   DFND 4,2,5 216,300 0 421,300
PEABODY ENERGY CORP COM 704549104 601 36,786 SH   DFND 2,5 36,786 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 787 21,300 SH   DFND 2,5 21,300 0 0
PEMBINA PIPELINE CORP COM 706327103 181 4,202 SH   DFND 2,5 4,202 0 0
PEMBINA PIPELINE CORP COM 706327103 483 11,200 SH   DFND 4,2,5 5,700 0 5,500
PENGROWTH ENERGY CORP COM 70706P104 396 55,200 SH   DFND 4,2,5 30,900 0 24,300
PENN VIRGINIA CORP COM 707882106 876 51,700 SH   DFND 4,2,5 40,500 0 11,200
PENN WEST PETROLEUM LTD COM 707887105 3,161 323,095 SH   DFND 2,5 323,095 0 0
PENN WEST PETROLEUM LTD COM 707887105 3,005 307,200 SH   DFND 4,2,5 270,300 0 36,900
PENNANTPARK INVESTMENT CORP COM 708062104 94 8,200 SH   DFND 4,2,5 0 0 8,200
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 1,573 83,600 SH   DFND 4,2,5 71,500 0 12,100
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 643 29,300 SH   DFND 4,2,5 21,200 0 8,100
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,393 48,346 SH   DFND 4,2,5 35,006 0 13,340
PENTAIR PLC SHS G7S00T104 1,716 23,787 SH   DFND 2,5 23,787 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 288 19,007 SH   DFND 2,5 19,007 0 0
PEPCO HOLDINGS INC COM 713291102 1,379 50,192 SH   DFND 2,5 50,192 0 0
PEPSICO INC COM 713448108 8,567 95,895 SH   DFND 2,5 95,895 0 0
PEPSICO INC COM 713448108 57,597 644,700 SH   DFND 4,2,5 339,600 0 305,100
PERICOM SEMICONDUCTOR CORP COM 713831105 68 7,500 SH   DFND 4,2,5 7,500 0 0
PERKINELMER INC COM 714046109 70 1,500 SH   DFND 4,2,5 1,500 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 13,865 110,431 SH   DFND 2,5 62,252 0 48,179
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 340 21,771 SH   DFND 2,5 21,771 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 340 21,771 SH   DFND 4,2,5 21,771 0 0
PFIZER INC COM 717081103 67,416 2,271,431 SH   DFND 2,5 2,243,731 0 27,700
PFIZER INC COM 717081103 270,670 9,119,620 SH   DFND 4,2,5 5,604,100 0 3,515,520
PG&E CORP COM 69331C108 4,704 97,952 SH   DFND 4,2,5 27,200 0 70,752
PHARMERICA CORP COM 71714F104 2,159 75,500 SH   DFND 4,2,5 33,000 0 42,500
PHILIP MORRIS INTERNATIONAL INC COM 718172109 21,988 260,803 SH   DFND 2,5 237,985 0 22,818
PHILIP MORRIS INTERNATIONAL INC COM 718172109 59,683 707,900 SH   DFND 4,2,5 379,100 0 328,800
PHILLIPS 66 COM 718546104 765 9,515 SH   DFND 2,5 9,515 0 0
PHOTRONICS INC COM 719405102 695 80,800 SH   DFND 4,2,5 65,600 0 15,200
PHYSICIANS REALTY TRUST COM 71943U104 1,050 73,000 SH   DFND 2,5 73,000 0 0
PIKE CORP COM 721283109 43 4,800 SH   DFND 4,2,5 0 0 4,800
PINNACLE WEST CAPITAL CORP COM 723484101 1,023 17,693 SH   DFND 2,5 17,693 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 544 9,400 SH   DFND 4,2,5 9,400 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 2,648 11,523 SH   DFND 2,5 11,523 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,769 16,400 SH   DFND 4,2,5 15,600 0 800
PITNEY BOWES INC COM 724479100 7,803 282,500 SH   DFND 4,2,5 282,500 0 0
PLATINUM UNDERWRITERS HOLDINGS LTD COM G7127P100 71 1,100 SH   DFND 4,2,5 1,100 0 0
PLUM CREEK TIMBER CO INC COM 729251108 753 16,700 SH   DFND 2,5 16,700 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 7,378 82,856 SH   DFND 2,5 82,856 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 37,236 418,150 SH   DFND 4,2,5 305,780 0 112,370
POLARIS INDUSTRIES INC COM 731068102 21,649 166,221 SH   DFND 2,5 166,221 0 0
POLYONE CORP COM 73179P106 415 9,837 SH   DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 353 7,386 SH   DFND 2,5 7,386 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 267 7,694 SH   DFND 2,5 7,693 0 1
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 499 14,400 SH   DFND 4,2,5 0 0 14,400
PORTOLA PHARMACEUTICALS INC COM 737010108 7,611 260,814 SH   DFND 2,5 260,814 0 0
POST PROPERTIES INC COM 737464107 1,770 33,100 SH   DFND 2,5 33,100 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 1,526 40,055 SH   DFND 2,5 40,055 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 13,715 360,000 SH   DFND 4,2,5 29,900 0 330,100
POWER INTEGRATIONS INC COM 739276103 7,221 125,500 SH   DFND 2,5 125,500 0 0
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 29 890 SH   DFND 1,2,5,3 890 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 85 3,100 SH   DFND 1,2,5,3 3,100 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 51 1,853 SH   DFND 2,5 1,853 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 516 30,380 SH   DFND 1,2,5,3 30,380 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,154 43,410 SH   DFND 1,2,5,3 43,410 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 52 1,972 SH   DFND 2,5 1,972 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 2,997 114,880 SH   DFND 1,2,5,3 114,880 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 3,289 73,900 SH   DFND 1,2,5,3 73,900 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 942 26,920 SH   DFND 1,2,5,3 26,920 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 164 2,520 SH   DFND 1,2,5,3 2,520 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 780 20,140 SH   DFND 1,2,5,3 20,140 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 156 5,210 SH   DFND 1,2,5,3 5,210 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 31 2,250 SH   DFND 1,2,5,3 2,250 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 269 10,750 SH   DFND 1,2,5,3 10,750 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,035 48,380 SH   DFND 1,2,5,3 48,380 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 310 9,850 SH   DFND 1,2,5,3 9,850 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 302 8,480 SH   DFND 1,2,5,3 8,480 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 362 12,860 SH   DFND 1,2,5,3 12,860 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 759 22,680 SH   DFND 1,2,5,3 22,680 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 509 16,270 SH   DFND 1,2,5,3 16,270 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 507 9,310 SH   DFND 1,2,5,3 9,310 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 266 8,310 SH   DFND 1,2,5,3 8,310 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 29 4,140 SH   DFND 1,2,5,3 4,140 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 30 880 SH   DFND 1,2,5,3 880 0 0
PPG INDUSTRIES INC COM 693506107 40,525 192,840 SH   DFND 2,5 192,840 0 0
PPG INDUSTRIES INC COM 693506107 128,823 613,006 SH   DFND 4,2,5 441,640 0 171,366
PPL CORP COM 69351T106 555 15,617 SH   DFND 2,5 15,617 0 0
PPL CORP COM 69351T106 9,572 269,420 SH   DFND 4,2,5 16,700 0 252,720
PRAXAIR INC COM 74005P104 9,841 74,078 SH   DFND 2,5 74,078 0 0
PRAXAIR INC COM 74005P104 15,349 115,546 SH   DFND 4,2,5 43,300 0 72,246
PRECISION CASTPARTS CORP COM 740189105 53,852 213,359 SH   DFND 2,5 212,596 0 763
PRECISION CASTPARTS CORP COM 740189105 8,052 31,900 SH   DFND 4,2,5 17,200 0 14,700
PRECISION DRILLING CORP COM 2010 74022D308 10 700 SH   DFND 4,2,5 700 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 571 10,600 SH   DFND 4,2,5 9,000 0 1,600
PREMIER FINANCIAL BANCORP INC COM 74050M105 510 31,700 SH   DFND 4,2,5 26,500 0 5,200
PREMIERE GLOBAL SERVICES INC COM 740585104 1,001 75,000 SH   DFND 4,2,5 61,600 0 13,400
PRICELINE GROUP INC/THE COM NEW 741503403 63,083 52,438 SH   DFND 2,5 52,438 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 109,663 91,158 SH   DFND 4,2,5 78,668 0 12,490
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 39,673 28,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 215 3,590 SH   DFND 4,2,5 3,440 0 150
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 6,596 130,660 SH   DFND 2,5 130,660 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 32,109 636,070 SH   DFND 4,2,5 583,510 0 52,560
PROASSURANCE CORP COM 74267C106 305 6,863 SH   DFND 2,5 6,863 0 0
PROCTER & GAMBLE CO COM 742718109 26,149 332,728 SH   DFND 2,5 332,328 0 400
PROCTER & GAMBLE CO COM 742718109 94,382 1,200,945 SH   DFND 4,2,5 801,000 0 399,945
PROGRESSIVE CORP/THE COM 743315103 221 8,700 SH   DFND 4,2,5 8,700 0 0
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 388 15,100 SH   DFND 4,2,5 1,800 0 13,300
PROLOGIS INC COM 74340W103 14,309 348,244 SH   DFND 2,5 348,244 0 0
PROLOGIS INC COM 74340W103 3,198 77,824 SH   DFND 4,2,5 77,624 0 200
PROOFPOINT INC COM 743424103 4,907 131,000 SH   DFND 2,5 131,000 0 0
PROSENSA HOLDING NV SHS USD N71546100 3,139 248,695 SH   DFND 2,5 248,695 0 0
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 9 600 SH   DFND 4,2,5 600 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 898 10,118 SH   DFND 2,5 10,118 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 23,773 267,800 SH   DFND 4,2,5 249,700 0 18,100
PTC INC COM 69370C100 5,354 138,000 SH   DFND 2,5 138,000 0 0
PTC THERAPEUTICS INC COM 69366J200 1,616 61,810 SH   DFND 2,5 61,810 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 2,054 50,356 SH   DFND 2,5 50,356 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 39,623 971,400 SH   DFND 4,2,5 642,290 0 329,110
PUBLIC STORAGE COM 74460D109 2,954 17,237 SH   DFND 2,5 17,237 0 0
PUBLIC STORAGE COM 74460D109 5,123 29,895 SH   DFND 4,2,5 29,825 0 70
PULASKI FINANCIAL CORP COM 745548107 488 42,800 SH   DFND 4,2,5 35,900 0 6,900
PVH CORP COM 693656100 1,166 10,002 SH   DFND 2,5 10,002 0 0
PVH CORP COM 693656100 1,341 11,500 SH   DFND 4,2,5 0 0 11,500
QCR HOLDINGS INC COM 74727A104 107 6,198 SH   DFND 4,2,5 6,198 0 0
QEP RESOURCES INC COM 74733V100 86 2,489 SH   DFND 2,5 2,489 0 0
QIAGEN NV REG SHS N72482107 10,642 435,247 SH   DFND 2,5 435,247 0 0
QLOGIC CORP COM 747277101 1,334 132,200 SH   DFND 4,2,5 98,000 0 34,200
QUALCOMM INC COM 747525103 93,466 1,180,127 SH   DFND 2,5 1,169,022 0 11,105
QUALCOMM INC COM 747525103 75,001 946,980 SH   DFND 4,2,5 654,080 0 292,900
QUALYS INC COM 74758T303 3,979 155,000 SH   DFND 2,5 155,000 0 0
QUANTA SERVICES INC COM 74762E102 58,782 1,699,894 SH   DFND 2,5 1,699,894 0 0
QUANTA SERVICES INC COM 74762E102 37,951 1,097,480 SH   DFND 4,2,5 929,210 0 168,270
QUEST DIAGNOSTICS INC COM 74834L100 355 6,049 SH   DFND 2,5 6,049 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,125 36,200 SH   DFND 4,2,5 0 0 36,200
QUIKSILVER INC COM 74838C106 643 179,700 SH   DFND 4,2,5 147,200 0 32,500
QUINSTREET INC COM 74874Q100 336 61,040 SH   DFND 4,2,5 43,370 0 17,670
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 4,885 91,670 SH   DFND 2,5 91,670 0 0
RADIO ONE INC CL D NON VTG 75040P405 59 11,900 SH   DFND 4,2,5 11,900 0 0
RADISYS CORP COM 750459109 286 81,820 SH   DFND 4,2,5 69,600 0 12,220
RADWARE LTD ORD M81873107 5,297 314,000 SH   DFND 2,5 314,000 0 0
RALPH LAUREN CORP CL A 751212101 1,356 8,437 SH   DFND 2,5 8,437 0 0
RANGE RESOURCES CORP COM 75281A109 3,676 42,279 SH   DFND 2,5 42,279 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,481 29,199 SH   DFND 2,5 29,199 0 0
RAYONIER INC COM 754907103 311 8,756 SH   DFND 2,5 8,756 0 0
RAYTHEON CO COM NEW 755111507 33,298 360,949 SH   DFND 2,5 359,349 0 1,600
RAYTHEON CO COM NEW 755111507 138,073 1,496,727 SH   DFND 4,2,5 923,380 0 573,347
READING INTERNATIONAL INC CL A 755408101 590 69,200 SH   DFND 4,2,5 58,100 0 11,100
REALNETWORKS INC COM NEW 75605L708 227 29,700 SH   DFND 4,2,5 25,290 0 4,410
RED HAT INC COM 756577102 5,914 107,000 SH   DFND 2,5 107,000 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 38 1,800 SH   DFND 2,5 1,800 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 3,842 182,080 SH   DFND 4,2,5 98,550 0 83,530
REGENCY CENTERS CORP COM 758849103 322 5,778 SH   DFND 2,5 5,778 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 12,681 44,893 SH   DFND 2,5 44,893 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 141 500 SH   DFND 4,2,5 0 0 500
REGIONAL MANAGEMENT CORP COM 75902K106 354 22,900 SH   DFND 4,2,5 19,200 0 3,700
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 546 6,917 SH   DFND 2,5 6,917 0 0
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 2,998 37,999 SH   DFND 4,2,5 30,879 0 7,120
REMY INTERNATIONAL INC COM 759663107 945 40,459 SH   DFND 4,2,5 33,759 0 6,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 869 8,124 SH   DFND 2,5 8,124 0 0
RENT-A-CENTER INC/TX COM 76009N100 2,059 71,800 SH   DFND 4,2,5 61,300 0 10,500
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1,076 99,300 SH   DFND 4,2,5 87,000 0 12,300
REPUBLIC SERVICES INC COM 760759100 9,278 244,360 SH   DFND 2,5 244,360 0 0
REPUBLIC SERVICES INC COM 760759100 35,758 941,731 SH   DFND 4,2,5 606,867 0 334,864
RESOURCE AMERICA INC CL A 761195205 478 51,100 SH   DFND 4,2,5 42,800 0 8,300
RESTORATION HARDWARE HOLDINGS INC COM 761283100 7,463 80,200 SH   DFND 2,5 80,200 0 0
REVLON INC CL A NEW 761525609 706 23,150 SH   DFND 4,2,5 18,550 0 4,600
REX AMERICAN RESOURCES CORP COM 761624105 469 6,400 SH   DFND 4,2,5 6,100 0 300
REXNORD CORP COM 76169B102 61 2,170 SH   DFND 2,5 2,170 0 0
REXNORD CORP COM 76169B102 1,773 62,980 SH   DFND 4,2,5 52,130 0 10,850
REYNOLDS AMERICAN INC COM 761713106 1,024 16,972 SH   DFND 2,5 16,972 0 0
REYNOLDS AMERICAN INC COM 761713106 11,311 187,420 SH   DFND 4,2,5 6,100 0 181,320
RICK'S CABARET INTERNATIONAL INC COM NEW 765641303 360 35,250 SH   DFND 4,2,5 30,850 0 4,400
RIGNET INC COM 766582100 3,229 60,000 SH   DFND 2,5 60,000 0 0
RITE AID CORP COM 767754104 8,459 1,179,760 SH   DFND 2,5 1,179,760 0 0
RITE AID CORP COM 767754104 19,891 2,774,230 SH   DFND 4,2,5 2,458,180 0 316,050
RLJ LODGING TRUST COM 74965L101 2,719 94,100 SH   DFND 4,2,5 82,900 0 11,200
ROCK-TENN CO CL A 772739207 1,468 13,900 SH   DFND 4,2,5 0 0 13,900
ROCKWELL AUTOMATION INC COM 773903109 6,930 55,371 SH   DFND 2,5 55,371 0 0
ROCKWELL AUTOMATION INC COM 773903109 25,937 207,234 SH   DFND 4,2,5 170,350 0 36,884
ROCKWELL COLLINS INC COM 774341101 4,577 58,577 SH   DFND 4,2,5 1,600 0 56,977
ROCKY BRANDS INC COM 774515100 218 15,330 SH   DFND 4,2,5 14,620 0 710
ROGERS COMMUNICATIONS INC CL B 775109200 823 20,406 SH   DFND 2,5 19,206 0 1,200
ROGERS COMMUNICATIONS INC CL B 775109200 9,966 247,200 SH   DFND 4,2,5 6,000 0 241,200
ROPER INDUSTRIES INC COM 776696106 55,627 380,981 SH   DFND 2,5 376,695 0 4,286
ROPER INDUSTRIES INC COM 776696106 4,258 29,159 SH   DFND 4,2,5 1,500 0 27,659
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 4,098 75,000 SH   DFND 2,5 75,000 0 0
ROSS STORES INC COM 778296103 3,351 50,666 SH   DFND 4,2,5 2,400 0 48,266
ROYAL BANK OF CANADA COM 780087102 18,183 253,899 SH   DFND 2,5 252,499 0 1,400
ROYAL BANK OF CANADA COM 780087102 54,921 766,900 SH   DFND 4,2,5 291,800 0 475,100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 28,001 503,610 SH   DFND 2,5 503,610 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 33,882 609,387 SH   DFND 4,2,5 487,550 0 121,837
RPM INTERNATIONAL INC COM 749685103 540 11,700 SH   DFND 4,2,5 11,700 0 0
RYDER SYSTEM INC COM 783549108 9,194 104,370 SH   DFND 2,5 104,070 0 300
RYDER SYSTEM INC COM 783549108 36,994 419,958 SH   DFND 4,2,5 334,070 0 85,888
SABRA HEALTH CARE REIT INC COM 78573L106 1,436 50,000 SH   DFND 2,5 50,000 0 0
SAFEWAY INC COM NEW 786514208 2,682 78,100 SH   DFND 4,2,5 78,100 0 0
SAIA INC COM 78709Y105 325 7,400 SH   DFND 4,2,5 7,400 0 0
SALESFORCE.COM INC COM 79466L302 57,918 997,205 SH   DFND 2,5 997,205 0 0
SALESFORCE.COM INC COM 79466L302 3,456 59,500 SH   DFND 4,2,5 57,100 0 2,400
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 6,889 6,000,000 PRN   DFND 2,5 0 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 22,801 184,849 SH   DFND 2,5 184,849 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 7,853 4,000,000 PRN   DFND 2,5 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 3,759 100,000 SH   DFND 2,5 100,000 0 0
SANDERSON FARMS INC COM 800013104 1,128 11,600 SH   DFND 2,5 10,000 0 1,600
SANDERSON FARMS INC COM 800013104 14,233 146,431 SH   DFND 4,2,5 26,200 0 120,231
SANDISK CORP COM 80004C101 136 1,300 SH   DFND 4,2,5 0 0 1,300
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 5,086 2,500,000 PRN   DFND 2,5 0 0 0
SANDRIDGE ENERGY INC COM 80007P307 892 124,800 SH   DFND 4,2,5 124,800 0 0
SANMINA CORP COM 801056102 2,768 121,500 SH   DFND 4,2,5 95,900 0 25,600
SAUL CENTERS INC COM 804395101 729 15,000 SH   DFND 2,5 15,000 0 0
SBA COMMUNICATIONS CORP COM 78388J106 5,177 50,610 SH   DFND 2,5 50,610 0 0
SCANA CORP COM 80589M102 13,027 242,084 SH   DFND 2,5 242,084 0 0
SCANA CORP COM 80589M102 34,278 637,025 SH   DFND 4,2,5 485,423 0 151,602
SCHLUMBERGER LTD COM 806857108 45,914 389,265 SH   DFND 2,5 369,284 0 19,981
SCHLUMBERGER LTD COM 806857108 41,949 355,650 SH   DFND 4,2,5 298,850 0 56,800
SCHOLASTIC CORP COM 807066105 452 13,270 SH   DFND 4,2,5 0 0 13,270
SEADRILL LTD SHS G7945E105 78,240 1,973,299 SH   DFND 2,5 682,478 0 1,290,821
SEADRILL LTD SHS G7945E105 1,308 33,000 SH   DFND 4,2,5 0 0 33,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 7,250 127,600 SH   DFND 4,2,5 7,500 0 120,100
SEALED AIR CORP COM 81211K100 10,726 313,900 SH   DFND 4,2,5 291,960 0 21,940
SEATTLE GENETICS INC COM 812578102 11,873 310,397 SH   DFND 2,5 310,397 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,289 43,500 SH   DFND 4,2,5 38,300 0 5,200
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 137 8,800 SH   DFND 2,5 0 0 8,800
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 6,461 414,159 SH   DFND 4,2,5 73,380 0 340,779
SEMPRA ENERGY COM 816851109 12,086 115,424 SH   DFND 4,2,5 10,300 0 105,124
SERVICE CORP INTERNATIONAL/US COM 817565104 3,997 192,900 SH   DFND 4,2,5 0 0 192,900
SERVICENOW INC COM 81762P102 19,363 312,500 SH   DFND 2,5 312,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,804 264,880 SH   DFND 2,5 262,180 0 2,700
SHAW COMMUNICATIONS INC CL B CONV 82028K200 19,141 745,180 SH   DFND 4,2,5 413,980 0 331,200
SHERWIN-WILLIAMS CO/THE COM 824348106 5,004 24,184 SH   DFND 4,2,5 1,200 0 22,984
SIGMA DESIGNS INC COM 826565103 260 56,867 SH   DFND 4,2,5 48,377 0 8,490
SIGMA-ALDRICH CORP COM 826552101 3,417 33,674 SH   DFND 4,2,5 1,800 0 31,874
SIGNATURE BANK/NEW YORK NY COM 82669G104 13,754 109,000 SH   DFND 2,5 109,000 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 12,135 1,400,428 SH   DFND 2,5 1,400,428 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 322 37,200 SH   DFND 4,2,5 37,200 0 0
SILVER WHEATON CORP COM 828336107 16,443 623,727 SH   DFND 2,5 623,727 0 0
SILVER WHEATON CORP COM 828336107 58 2,200 SH   DFND 4,2,5 0 0 2,200
SILVERCORP METALS INC COM 82835P103 4,513 2,136,651 SH   DFND 2,5 2,136,651 0 0
SIMON PROPERTY GROUP INC COM 828806109 21,456 129,036 SH   DFND 2,5 129,036 0 0
SIMON PROPERTY GROUP INC COM 828806109 19,445 116,940 SH   DFND 4,2,5 116,600 0 340
SIMPLICITY BANCORP INC COM 828867101 440 25,187 SH   DFND 4,2,5 22,650 0 2,537
SKECHERS U.S.A. INC CL A 830566105 6,946 152,000 SH   DFND 2,5 152,000 0 0
SKYWEST INC COM 830879102 919 75,200 SH   DFND 4,2,5 62,600 0 12,600
SL GREEN REALTY CORP COM 78440X101 1,094 10,000 SH   DFND 2,5 10,000 0 0
SL INDUSTRIES INC COM 784413106 307 10,404 SH   DFND 4,2,5 9,694 0 710
SLM CORP COM 78442P106 2,907 349,800 SH   DFND 2,5 349,800 0 0
SLM CORP COM 78442P106 7,322 881,050 SH   DFND 4,2,5 637,200 0 243,850
SM ENERGY CO COM 78454L100 5,551 66,000 SH   DFND 2,5 66,000 0 0
SMITH & WESSON HOLDING CORP COM 831756101 1,278 87,900 SH   DFND 4,2,5 63,200 0 24,700
SNAP-ON INC COM 833034101 3,864 32,600 SH   DFND 4,2,5 32,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 196 6,700 SH   DFND 4,2,5 6,700 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 238 7,081 SH   DFND 2,5 7,081 0 0
SONOCO PRODUCTS CO COM 835495102 457 10,400 SH   DFND 4,2,5 10,400 0 0
SOUTHERN CO/THE COM 842587107 1,635 36,032 SH   DFND 2,5 36,032 0 0
SOUTHERN CO/THE COM 842587107 22,446 494,631 SH   DFND 4,2,5 108,600 0 386,031
SOUTHERN MISSOURI BANCORP INC COM 843380106 189 5,300 SH   DFND 4,2,5 4,810 0 490
SOUTHWEST GAS CORP COM 844895102 1,417 26,850 SH   DFND 4,2,5 3,000 0 23,850
SOUTHWESTERN ENERGY CO COM 845467109 1,019 22,395 SH   DFND 2,5 22,395 0 0
SPANSION INC COM CL A NEW 84649R200 310 14,700 SH   DFND 4,2,5 14,700 0 0
SPARTANNASH CO COM 847215100 2,269 107,983 SH   DFND 4,2,5 1,300 0 106,683
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 373 12,160 SH   DFND 1,2,5,3 12,160 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 5,597 110,840 SH   DFND 1,2,5,3 110,840 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 9,200 220,475 SH   DFND 1,2,5,3 220,475 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 988 31,900 SH   DFND 1,2,5,3 31,900 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 825 13,300 SH   DFND 1,2,5,3 13,300 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 51 619 SH   DFND 2,5 619 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 1,747 40,364 SH   DFND 1,2,5,3 40,364 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 55 426 SH   DFND 2,5 426 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 15 270 SH   DFND 1,2,5,3 270 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 287 3,950 SH   DFND 1,2,5,3 3,950 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 290 3,920 SH   DFND 1,2,5,3 3,920 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,993 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 5,508 28,142 SH   DFND 2,5 20,911 0 7,231
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 4,336 52,429 SH   DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 474 11,967 SH   DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,867 37,110 SH   DFND 1,2,5,3 37,110 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 33 1,100 SH   DFND 1,2,5,3 1,100 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 165 3,350 SH   DFND 1,2,5,3 3,350 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 165 2,010 SH   DFND 1,2,5,3 2,010 0 0
SPECTRA ENERGY CORP COM 847560109 188 4,415 SH   DFND 2,5 4,415 0 0
SPECTRA ENERGY CORP COM 847560109 14,513 341,643 SH   DFND 4,2,5 104,300 0 237,343
SPECTRANETICS CORP/THE COM 84760C107 5,462 238,733 SH   DFND 2,5 238,733 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 2,796 32,500 SH   DFND 4,2,5 24,300 0 8,200
SPX CORP COM 784635104 2,412 22,290 SH   DFND 2,5 22,290 0 0
SPX CORP COM 784635104 12,122 112,026 SH   DFND 4,2,5 93,806 0 18,220
ST JUDE MEDICAL INC COM 790849103 10,603 153,117 SH   DFND 2,5 153,117 0 0
ST JUDE MEDICAL INC COM 790849103 12,454 179,844 SH   DFND 4,2,5 8,000 0 171,844
STAG INDUSTRIAL INC COM 85254J102 764 31,800 SH   DFND 2,5 31,800 0 0
STAMPS.COM INC COM NEW 852857200 906 26,900 SH   DFND 4,2,5 22,400 0 4,500
STANDARD MOTOR PRODUCTS INC COM 853666105 1,197 26,800 SH   DFND 4,2,5 23,200 0 3,600
STANLEY BLACK & DECKER INC COM 854502101 20,206 230,086 SH   DFND 4,2,5 139,800 0 90,286
STANTEC INC COM 85472N109 37 600 SH   DFND 4,2,5 600 0 0
STAPLES INC COM 855030102 927 85,544 SH   DFND 2,5 85,544 0 0
STAPLES INC COM 855030102 15,208 1,402,954 SH   DFND 4,2,5 832,340 0 570,614
STARBUCKS CORP COM 855244109 51,527 665,900 SH   DFND 2,5 662,979 0 2,921
STARBUCKS CORP COM 855244109 13,731 177,446 SH   DFND 4,2,5 92,800 0 84,646
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,629 20,156 SH   DFND 2,5 20,156 0 0
STATE STREET CORP COM 857477103 1,715 25,500 SH   DFND 2,5 25,500 0 0
STATE STREET CORP COM 857477103 9,729 144,650 SH   DFND 4,2,5 42,800 0 101,850
STEINER LEISURE LTD ORD P8744Y102 870 20,100 SH   DFND 4,2,5 17,200 0 2,900
STERICYCLE INC COM 858912108 23,812 201,082 SH   DFND 2,5 195,233 0 5,849
STERICYCLE INC COM 858912108 3,041 25,679 SH   DFND 4,2,5 1,300 0 24,379
STIFEL FINANCIAL CORP COM 860630102 13,400 283,000 SH   DFND 2,5 283,000 0 0
STOCK YARDS BANCORP INC COM 861025104 87 2,900 SH   DFND 4,2,5 2,900 0 0
STRATASYS LTD SHS M85548101 10,916 96,064 SH   DFND 2,5 96,064 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 1,345 114,900 SH   DFND 4,2,5 93,200 0 21,700
STRATUS PROPERTIES INC COM NEW 863167201 35 2,200 SH   DFND 4,2,5 2,200 0 0
STRAYER EDUCATION INC COM 863236105 168 3,200 SH   DFND 4,2,5 3,200 0 0
STRYKER CORP COM 863667101 10,306 122,228 SH   DFND 2,5 122,228 0 0
STRYKER CORP COM 863667101 10,869 128,900 SH   DFND 4,2,5 4,000 0 124,900
SUN LIFE FINANCIAL INC COM 866796105 221 6,000 SH   DFND 4,2,5 2,300 0 3,700
SUNCOR ENERGY INC COM 867224107 11,030 258,204 SH   DFND 2,5 255,004 0 3,200
SUNCOR ENERGY INC COM 867224107 33,486 783,900 SH   DFND 4,2,5 337,700 0 446,200
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 3,854 591,155 SH   DFND 2,5 591,155 0 0
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 3,298 70,000 SH   DFND 2,5 70,000 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 25 700 SH   DFND 4,2,5 700 0 0
SUPERIOR UNIFORM GROUP INC COM 868358102 224 13,800 SH   DFND 4,2,5 9,600 0 4,200
SUPERVALU INC COM 868536103 470 57,200 SH   DFND 4,2,5 57,200 0 0
SWIFT ENERGY CO COM 870738101 966 74,400 SH   DFND 4,2,5 63,300 0 11,100
SWIFT TRANSPORTATION CO CL A 87074U101 48 1,900 SH   DFND 2,5 1,900 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 4,415 175,000 SH   DFND 4,2,5 103,600 0 71,400
SWS GROUP INC COM 78503N107 5 700 SH   DFND 4,2,5 700 0 0
SYKES ENTERPRISES INC COM 871237103 1,291 59,400 SH   DFND 4,2,5 44,000 0 15,400
SYMANTEC CORP COM 871503108 26,289 1,148,000 SH   DFND 2,5 1,148,000 0 0
SYMANTEC CORP COM 871503108 80,908 3,533,081 SH   DFND 4,2,5 2,900,986 0 632,095
SYMETRA FINANCIAL CORP COM 87151Q106 2,024 88,998 SH   DFND 4,2,5 73,198 0 15,800
SYNAGEVA BIOPHARMA CORP COM 87159A103 13,009 124,133 SH   DFND 2,5 124,133 0 0
SYNERGY RESOURCES CORP COM 87164P103 5,433 410,000 SH   DFND 2,5 410,000 0 0
SYNNEX CORP COM 87162W100 1,217 16,700 SH   DFND 4,2,5 0 0 16,700
SYNOPSYS INC COM 871607107 322 8,305 SH   DFND 2,5 8,305 0 0
SYNOPSYS INC COM 871607107 5,536 142,600 SH   DFND 4,2,5 109,200 0 33,400
SYSCO CORP COM 871829107 859 22,930 SH   DFND 2,5 22,930 0 0
SYSCO CORP COM 871829107 6,627 176,969 SH   DFND 4,2,5 8,900 0 168,069
T ROWE PRICE GROUP INC COM 74144T108 4,274 50,639 SH   DFND 2,5 50,639 0 0
T ROWE PRICE GROUP INC COM 74144T108 3,398 40,251 SH   DFND 4,2,5 2,100 0 38,151
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 22,724 1,062,376 SH   DFND 2,5 0 0 1,062,376
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 1,666 74,899 SH   DFND 4,2,5 59,430 0 15,469
TALISMAN ENERGY INC COM 87425E103 6,364 600,980 SH   DFND 2,5 600,980 0 0
TALISMAN ENERGY INC COM 87425E103 11,706 1,105,400 SH   DFND 4,2,5 917,000 0 188,400
TANDY LEATHER FACTORY INC COM 87538X105 25 2,700 SH   DFND 4,2,5 2,700 0 0
TARGA RESOURCES CORP COM 87612G101 5,583 40,000 SH   DFND 2,5 40,000 0 0
TARGET CORP COM 87612E106 231 3,978 SH   DFND 2,5 3,978 0 0
TARGET CORP COM 87612E106 9,933 171,400 SH   DFND 4,2,5 87,600 0 83,800
TATA MOTORS LTD SPONSORED ADR 876568502 2,512 64,300 SH   DFND 2,5 64,300 0 0
TAUBMAN CENTERS INC COM 876664103 758 10,000 SH   DFND 2,5 10,000 0 0
TCP CAPITAL CORP COM 87238Q103 15,426 847,115 SH   DFND 2,5 0 0 847,115
TCP CAPITAL CORP COM 87238Q103 1,549 85,078 SH   DFND 4,2,5 0 0 85,078
TD AMERITRADE HOLDING CORP COM 87236Y108 20,842 664,827 SH   DFND 2,5 664,827 0 0
TECHNE CORP COM 878377100 2,692 29,082 SH   DFND 2,5 29,082 0 0
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 52,524 1,369,600 SH   DFND 1,2,5,3 1,369,600 0 0
TECK RESOURCES LTD CL B 878742204 83 3,631 SH   DFND 2,5 2,900 0 731
TECK RESOURCES LTD CL B 878742204 1,477 64,600 SH   DFND 4,2,5 5,000 0 59,600
TECUMSEH PRODUCTS CO COM 878895309 439 86,269 SH   DFND 4,2,5 69,389 0 16,880
TELUS CORP COM 87971M103 1,176 31,500 SH   DFND 4,2,5 2,100 0 29,400
TENARIS SA SPONSORED ADR 88031M109 2,266 48,066 SH   DFND 2,5 48,066 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3 63 SH   DFND 2,5 63 0 0
TENNECO INC COM 880349105 335 5,100 SH   DFND 4,2,5 5,100 0 0
TERADATA CORP COM 88076W103 2,518 62,649 SH   DFND 2,5 62,649 0 0
TERADYNE INC COM 880770102 3,724 190,000 SH   DFND 2,5 190,000 0 0
TEREX CORP COM 880779103 4,365 106,200 SH   DFND 4,2,5 81,000 0 25,200
TESCO CORP COM 88157K101 4,268 200,000 SH   DFND 2,5 200,000 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 14,664 279,739 SH   DFND 2,5 279,739 0 0
TEXAS INSTRUMENTS INC COM 882508104 5,233 109,504 SH   DFND 2,5 109,504 0 0
TEXAS INSTRUMENTS INC COM 882508104 10,284 215,200 SH   DFND 4,2,5 140,200 0 75,000
THERAVANCE INC COM 88338T104 2,446 82,138 SH   DFND 2,5 82,138 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 29,983 254,091 SH   DFND 2,5 249,566 0 4,525
THERMO FISHER SCIENTIFIC INC COM 883556102 83,919 711,176 SH   DFND 4,2,5 491,805 0 219,371
THOMPSON CREEK METALS CO INC COM 884768102 113 38,100 SH   DFND 4,2,5 38,100 0 0
THOMSON REUTERS CORP COM 884903105 7,251 198,800 SH   DFND 2,5 198,800 0 0
THOMSON REUTERS CORP COM 884903105 11,347 311,100 SH   DFND 4,2,5 276,800 0 34,300
THOR INDUSTRIES INC COM 885160101 2,998 52,722 SH   DFND 4,2,5 38,622 0 14,100
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 2,334 589,286 SH   DFND 2,5 589,286 0 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 2,019 2,000,000 PRN   DFND 2,5 0 0 0
TIM HORTONS INC COM 88706M103 2,176 39,700 SH   DFND 4,2,5 1,900 0 37,800
TIME INC COM 887228104 27 1,098 SH   DFND 2,5 1,098 0 0
TIME INC COM 887228104 510 21,069 SH   DFND 4,2,5 350 0 20,719
TIME WARNER CABLE INC COM 88732J207 167 1,132 SH   DFND 2,5 1,132 0 0
TIME WARNER CABLE INC COM 88732J207 6,702 45,500 SH   DFND 4,2,5 43,700 0 1,800
TIME WARNER INC COM NEW 887317303 944 13,435 SH   DFND 2,5 13,435 0 0
TIME WARNER INC COM NEW 887317303 20,701 294,680 SH   DFND 4,2,5 119,980 0 174,700
TJX COS INC/THE COM 872540109 45,142 849,336 SH   DFND 2,5 849,336 0 0
TJX COS INC/THE COM 872540109 15,710 295,574 SH   DFND 4,2,5 103,000 0 192,574
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 4,245 4,000,000 PRN   DFND 2,5 0 0 0
TOLL BROTHERS INC COM 889478103 852 23,100 SH   DFND 2,5 23,100 0 0
TORONTO-DOMINION BANK COM NEW 891160509 27,816 539,376 SH   DFND 2,5 507,438 0 31,938
TORONTO-DOMINION BANK COM NEW 891160509 46,862 908,700 SH   DFND 4,2,5 255,600 0 653,100
TOWER INTERNATIONAL INC COM 891826109 457 12,400 SH   DFND 4,2,5 8,500 0 3,900
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 501 75,300 SH   DFND 4,2,5 63,848 0 11,452
TOWNEBANK/PORTSMOUTH VA COM 89214P109 126 8,000 SH   DFND 4,2,5 8,000 0 0
TRACTOR SUPPLY CO COM 892356106 49,437 818,489 SH   DFND 2,5 813,079 0 5,410
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 3 700 SH   DFND 4,2,5 700 0 0
TRANSCANADA CORP COM 89353D107 2,733 57,151 SH   DFND 2,5 50,457 0 6,694
TRANSCANADA CORP COM 89353D107 14,856 310,700 SH   DFND 4,2,5 36,700 0 274,000
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 85 5,990 SH   DFND 4,2,5 5,590 0 400
TRANSDIGM GROUP INC COM 893641100 13,214 79,000 SH   DFND 2,5 79,000 0 0
TRANSGLOBE ENERGY CORP COM 893662106 311 41,400 SH   DFND 4,2,5 41,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 161 3,577 SH   DFND 2,5 3,577 0 0
TRAVELERS COS INC/THE COM 89417E109 39,516 420,068 SH   DFND 2,5 416,968 0 3,100
TRAVELERS COS INC/THE COM 89417E109 96,985 1,030,990 SH   DFND 4,2,5 930,890 0 100,100
TRIANGLE PETROLEUM CORP COM NEW 89600B201 4,700 400,000 SH   DFND 2,5 400,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 6,836 185,000 SH   DFND 2,5 185,000 0 0
TRINITY INDUSTRIES INC COM 896522109 4,529 103,600 SH   DFND 2,5 103,600 0 0
TRINITY INDUSTRIES INC COM 896522109 6,121 140,000 SH   DFND 4,2,5 112,600 0 27,400
TRIPADVISOR INC COM 896945201 2,499 23,000 SH   DFND 2,5 23,000 0 0
TRIUMPH GROUP INC COM 896818101 307 4,400 SH   DFND 4,2,5 0 0 4,400
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 17,841 199,300 SH   DFND 2,5 197,700 0 1,600
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 53,009 592,150 SH   DFND 4,2,5 391,200 0 200,950
TUCOWS INC COM NEW 898697206 422 34,475 SH   DFND 4,2,5 29,414 0 5,061
TUPPERWARE BRANDS CORP COM 899896104 711 8,500 SH   DFND 4,2,5 8,500 0 0
TUTOR PERINI CORP COM 901109108 108 3,400 SH   DFND 4,2,5 3,400 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 1,330 37,849 SH   DFND 2,5 37,849 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 10,046 285,800 SH   DFND 4,2,5 273,600 0 12,200
TYCO INTERNATIONAL LTD SHS H89128104 8,645 189,573 SH   DFND 2,5 189,573 0 0
TYSON FOODS INC CL A 902494103 19,755 526,230 SH   DFND 2,5 520,030 0 6,200
TYSON FOODS INC CL A 902494103 75,099 2,000,517 SH   DFND 4,2,5 1,269,260 0 731,257
UBS AG SHS NEW H89231338 220,066 11,994,725 SH   DFND 2,5 6,305,336 0 5,689,389
UBS AG SHS NEW H89231338 4,473 243,800 SH   DFND 4,2,5 42,800 0 201,000
UGI CORP COM 902681105 1,308 25,900 SH   DFND 4,2,5 0 0 25,900
ULTRA CLEAN HOLDINGS INC COM 90385V107 241 26,600 SH   DFND 4,2,5 12,600 0 14,000
ULTRA PETROLEUM CORP COM 903914109 4,521 152,286 SH   DFND 2,5 152,286 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 936 20,852 SH   DFND 2,5 20,852 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 2,126 90,069 SH   DFND 2,5 90,069 0 0
UNDER ARMOUR INC CL A 904311107 6,663 112,000 SH   DFND 2,5 112,000 0 0
UNIFIRST CORP/MA COM 904708104 2,377 22,420 SH   DFND 4,2,5 17,500 0 4,920
UNION PACIFIC CORP COM 907818108 46,311 464,272 SH   DFND 2,5 449,916 0 14,356
UNION PACIFIC CORP COM 907818108 70,106 702,820 SH   DFND 4,2,5 216,400 0 486,420
UNIQURE B.V. SHS N90064101 1,440 105,961 SH   DFND 2,5 105,961 0 0
UNITED ONLINE INC COM NEW 911268209 545 52,400 SH   DFND 4,2,5 44,000 0 8,400
UNITED PARCEL SERVICE INC CL B 911312106 2,765 26,935 SH   DFND 2,5 26,935 0 0
UNITED PARCEL SERVICE INC CL B 911312106 22,843 222,513 SH   DFND 4,2,5 103,800 0 118,713
UNITED RENTALS INC COM 911363109 2,912 27,802 SH   DFND 2,5 26,355 0 1,447
UNITED STATIONERS INC COM 913004107 2,683 64,700 SH   DFND 4,2,5 46,800 0 17,900
UNITED TECHNOLOGIES CORP COM 913017109 20,363 176,379 SH   DFND 2,5 176,379 0 0
UNITED TECHNOLOGIES CORP COM 913017109 83,155 720,271 SH   DFND 4,2,5 471,930 0 248,341
UNITED THERAPEUTICS CORP COM 91307C102 3,796 42,900 SH   DFND 4,2,5 34,000 0 8,900
UNITEDHEALTH GROUP INC COM 91324P102 80,155 980,492 SH   DFND 2,5 966,817 0 13,675
UNITEDHEALTH GROUP INC COM 91324P102 118,232 1,446,268 SH   DFND 4,2,5 1,022,810 0 423,458
UNIVERSAL CORP/VA COM 913456109 487 8,800 SH   DFND 4,2,5 8,800 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,568 80,000 SH   DFND 2,5 80,000 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 1,212 24,800 SH   DFND 4,2,5 18,600 0 6,200
UNIVERSAL FOREST PRODUCTS INC COM 913543104 13 260 SH   DFND 4,2,5 0 0 260
UNIVERSAL HEALTH SERVICES INC CL B 913903100 5,637 58,864 SH   DFND 2,5 58,864 0 0
UNIVERSAL HEALTH SERVICES INC CL B 913903100 6,837 71,400 SH   DFND 4,2,5 0 0 71,400
UNS ENERGY CORP COM 903119105 501 8,300 SH   DFND 4,2,5 8,300 0 0
UNUM GROUP COM 91529Y106 2,292 65,932 SH   DFND 4,2,5 65,932 0 0
URS CORP COM 903236107 55 1,200 SH   DFND 2,5 0 0 1,200
URS CORP COM 903236107 234 5,100 SH   DFND 4,2,5 0 0 5,100
US BANCORP COM NEW 902973304 2,711 62,589 SH   DFND 2,5 62,589 0 0
US BANCORP COM NEW 902973304 31,906 736,509 SH   DFND 4,2,5 254,500 0 482,009
US SILICA HOLDINGS INC COM 90346E103 13,500 243,500 SH   DFND 2,5 243,500 0 0
USANA HEALTH SCIENCES INC COM 90328M107 985 12,600 SH   DFND 4,2,5 10,700 0 1,900
VAALCO ENERGY INC COM NEW 91851C201 625 86,500 SH   DFND 4,2,5 67,900 0 18,600
VALE SA ADR REPSTG PFD 91912E204 1,736 145,867 SH   DFND 2,5 145,867 0 0
VALE SA ADR REPSTG PFD 91912E204 416 34,937 SH   DFND 4,2,5 34,937 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 24,294 191,765 SH   DFND 2,5 191,465 0 300
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 5,828 46,000 SH   DFND 4,2,5 34,100 0 11,900
VALERO ENERGY CORP COM 91913Y100 5,740 114,579 SH   DFND 2,5 114,579 0 0
VALERO ENERGY CORP COM 91913Y100 36,404 726,620 SH   DFND 4,2,5 626,690 0 99,930
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,727 71,300 SH   DFND 4,2,5 45,300 0 26,000
VANGUARD ENERGY ETF ENERGY ETF 92204A306 1,137 7,900 SH   DFND 1,2,5,3 7,900 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 30,575 717,900 SH   DFND 1,2,5,3 717,900 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 1,018 23,600 SH   DFND 1,2,5,3 23,600 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 2,026 33,800 SH   DFND 1,2,5,3 33,800 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 598 9,600 SH   DFND 1,2,5,3 9,600 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 53,682 542,792 SH   DFND 1,2,5,3 542,792 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 58,955 609,100 SH   DFND 1,2,5,3 609,100 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 26,281 291,977 SH   DFND 1,2,5,3 291,977 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 61,380 706,000 SH   DFND 1,2,5,3 706,000 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 2,691 15,000 SH   DFND 2,5 0 0 15,000
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 689 13,740 SH   DFND 1,2,5,3 13,740 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 21,865 270,101 SH   DFND 1,2,5,3 270,101 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 4,798 57,709 SH   DFND 2,5 57,709 0 0
VECTREN CORP COM 92240G101 6,021 141,682 SH   DFND 2,5 138,182 0 3,500
VECTREN CORP COM 92240G101 21,771 512,261 SH   DFND 4,2,5 315,423 0 196,838
VENTAS INC COM 92276F100 2,500 38,996 SH   DFND 2,5 38,996 0 0
VENTAS INC COM 92276F100 4,567 71,250 SH   DFND 4,2,5 71,120 0 130
VERINT SYSTEMS INC COM 92343X100 1,241 25,300 SH   DFND 4,2,5 25,300 0 0
VERISIGN INC COM 92343E102 1,142 23,400 SH   DFND 4,2,5 0 0 23,400
VERISK ANALYTICS INC CL A 92345Y106 2,155 35,900 SH   DFND 4,2,5 1,900 0 34,000
VERIZON COMMUNICATIONS INC COM 92343V104 93,700 1,914,979 SH   DFND 2,5 1,910,979 0 4,000
VERIZON COMMUNICATIONS INC COM 92343V104 94,770 1,936,853 SH   DFND 4,2,5 1,161,861 0 774,992
VERMILION ENERGY INC COM 923725105 4,183 60,000 SH   DFND 2,5 60,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 33,929 358,355 SH   DFND 2,5 358,355 0 0
VF CORP COM 918204108 151 2,400 SH   DFND 2,5 2,400 0 0
VF CORP COM 918204108 27,682 439,400 SH   DFND 4,2,5 348,900 0 90,500
VIACOM INC CL B 92553P201 494 5,701 SH   DFND 2,5 401 0 5,300
VIACOM INC CL B 92553P201 20,788 239,691 SH   DFND 4,2,5 58,430 0 181,261
VIAD CORP COM NEW 92552R406 222 9,300 SH   DFND 4,2,5 6,140 0 3,160
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 175 16,043 SH   DFND 4,2,5 13,243 0 2,800
VISA INC COM CL A 92826C839 105,256 499,531 SH   DFND 2,5 498,066 0 1,465
VISA INC COM CL A 92826C839 50,170 238,100 SH   DFND 4,2,5 157,700 0 80,400
VISHAY INTERTECHNOLOGY INC COM 928298108 925 59,700 SH   DFND 4,2,5 59,700 0 0
VISTAPRINT NV SHS N93540107 113 2,800 SH   DFND 2,5 2,800 0 0
VMWARE INC CL A COM 928563402 5,034 52,000 SH   DFND 2,5 52,000 0 0
VOLCANO CORP COM 928645100 3,989 226,526 SH   DFND 2,5 226,526 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 71 7,500 SH   DFND 4,2,5 5,400 0 2,100
W&T OFFSHORE INC COM 92922P106 977 59,700 SH   DFND 4,2,5 51,500 0 8,200
WAL-MART STORES INC COM 931142103 17,305 230,520 SH   DFND 2,5 224,020 0 6,500
WAL-MART STORES INC COM 931142103 92,286 1,229,330 SH   DFND 4,2,5 361,630 0 867,700
WALGREEN CO COM 931422109 2,300 31,020 SH   DFND 2,5 31,020 0 0
WALGREEN CO COM 931422109 10,830 146,100 SH   DFND 4,2,5 120,300 0 25,800
WALKER & DUNLOP INC COM 93148P102 71 5,000 SH   DFND 4,2,5 5,000 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 31,046 362,100 SH   DFND 2,5 360,330 0 1,770
WALT DISNEY CO/THE COM DISNEY 254687106 69,499 810,580 SH   DFND 4,2,5 666,400 0 144,180
WASHINGTON FEDERAL INC COM 938824109 2,501 111,500 SH   DFND 4,2,5 92,200 0 19,300
WASHINGTON PRIME GROUP INC COM 939647103 946 50,500 SH   DFND 2,5 50,500 0 0
WASHINGTON PRIME GROUP INC COM 939647103 14 750 SH   DFND 4,2,5 750 0 0
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 4,327 166,560 SH   DFND 2,5 166,560 0 0
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 218 8,400 SH   DFND 4,2,5 8,400 0 0
WASTE MANAGEMENT INC COM 94106L109 261 5,845 SH   DFND 2,5 5,845 0 0
WATERS CORP COM 941848103 198 1,900 SH   DFND 4,2,5 0 0 1,900
WCI COMMUNITIES INC COM PAR $0.01 92923C807 535 27,700 SH   DFND 2,5 27,700 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2,570 2,500,000 PRN   DFND 2,5 0 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 2,069 63,000 SH   DFND 2,5 63,000 0 0
WEIS MARKETS INC COM 948849104 96 2,100 SH   DFND 2,5 0 0 2,100
WEIS MARKETS INC COM 948849104 96 2,100 SH   DFND 4,2,5 0 0 2,100
WELLPOINT INC COM 94973V107 6,569 61,042 SH   DFND 2,5 61,042 0 0
WELLPOINT INC COM 94973V107 11,245 104,500 SH   DFND 4,2,5 34,400 0 70,100
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 18,229 11,900,000 PRN   DFND 2,5 0 0 0
WELLS FARGO & CO COM 949746101 65,842 1,252,698 SH   DFND 2,5 1,232,147 0 20,551
WELLS FARGO & CO COM 949746101 230,461 4,384,720 SH   DFND 4,2,5 2,627,590 0 1,757,130
WENDY'S CO/THE COM 95058W100 2 200 SH   DFND 2,5 200 0 0
WENDY'S CO/THE COM 95058W100 1,607 188,400 SH   DFND 4,2,5 156,680 0 31,720
WESCO INTERNATIONAL INC COM 95082P105 562 6,504 SH   DFND 2,5 6,504 0 0
WESTAR ENERGY INC COM 95709T100 718 18,800 SH   DFND 4,2,5 0 0 18,800
WESTERN DIGITAL CORP COM 958102105 18,552 201,000 SH   DFND 4,2,5 1,800 0 199,200
WESTERN REFINING INC COM 959319104 3,004 80,000 SH   DFND 2,5 80,000 0 0
WESTERN UNION CO/THE COM 959802109 17,952 1,035,300 SH   DFND 2,5 1,035,300 0 0
WESTERN UNION CO/THE COM 959802109 56,839 3,277,898 SH   DFND 4,2,5 2,584,160 0 693,738
WESTFIELD FINANCIAL INC COM 96008P104 67 9,000 SH   DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 7,388 88,200 SH   DFND 2,5 88,200 0 0
WESTLAKE CHEMICAL CORP COM 960413102 21,275 254,000 SH   DFND 4,2,5 199,500 0 54,500
WHIRLPOOL CORP COM 963320106 125 900 SH   DFND 2,5 0 0 900
WHIRLPOOL CORP COM 963320106 17,403 125,000 SH   DFND 4,2,5 69,800 0 55,200
WHITING PETROLEUM CORP COM 966387102 18,658 232,500 SH   DFND 2,5 232,500 0 0
WHOLE FOODS MARKET INC COM 966837106 390 10,092 SH   DFND 4,2,5 0 0 10,092
WILLIAMS COS INC/THE COM 969457100 4,610 79,200 SH   DFND 4,2,5 75,300 0 3,900
WILLIS LEASE FINANCE CORP COM 970646105 748 30,500 SH   DFND 4,2,5 25,700 0 4,800
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 129 8,400 SH   DFND 4,2,5 8,400 0 0
WINTRUST FINANCIAL CORP COM 97650W108 1,058 23,000 SH   DFND 4,2,5 16,100 0 6,900
WISCONSIN ENERGY CORP COM 976657106 441 9,389 SH   DFND 2,5 9,389 0 0
WISCONSIN ENERGY CORP COM 976657106 5,792 123,448 SH   DFND 4,2,5 22,900 0 100,548
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 212 5,080 SH   DFND 1,2,5,3 5,080 0 0
WPX ENERGY INC COM 98212B103 74 3,114 SH   DFND 2,5 3,114 0 0
WPX ENERGY INC COM 98212B103 770 32,200 SH   DFND 4,2,5 8,900 0 23,300
WRIGHT MEDICAL GROUP INC COM 98235T107 3,416 108,795 SH   DFND 2,5 108,795 0 0
WW GRAINGER INC COM 384802104 50,276 197,725 SH   DFND 2,5 195,313 0 2,412
WW GRAINGER INC COM 384802104 4,294 16,888 SH   DFND 4,2,5 900 0 15,988
WYNDHAM WORLDWIDE CORP COM 98310W108 18,021 238,000 SH   DFND 2,5 238,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 52,687 695,810 SH   DFND 4,2,5 591,800 0 104,010
XCEL ENERGY INC COM 98389B100 28,212 875,321 SH   DFND 2,5 867,421 0 7,900
XCEL ENERGY INC COM 98389B100 105,473 3,272,504 SH   DFND 4,2,5 2,143,210 0 1,129,294
XERIUM TECHNOLOGIES INC COM NEW 98416J118 264 18,921 SH   DFND 4,2,5 18,461 0 460
XEROX CORP COM 984121103 27,102 2,178,590 SH   DFND 2,5 2,164,590 0 14,000
XEROX CORP COM 984121103 88,889 7,145,455 SH   DFND 4,2,5 5,246,720 0 1,898,735
XILINX INC COM 983919101 2,266 47,900 SH   DFND 4,2,5 2,600 0 45,300
XILINX INC NOTE 2.625% 6/1 983919AF8 43,079 26,000,000 PRN   DFND 2,5 0 0 0
XL GROUP PLC SHS G98290102 483 14,755 SH   DFND 4,2,5 14,755 0 0
XO GROUP INC COM 983772104 998 81,700 SH   DFND 4,2,5 68,200 0 13,500
XYLEM INC/NY COM 98419M100 7,042 180,200 SH   DFND 4,2,5 180,200 0 0
YAHOO! INC COM 984332106 78 2,228 SH   DFND 2,5 2,228 0 0
YAHOO! INC COM 984332106 7,722 219,800 SH   DFND 4,2,5 122,200 0 97,600
YAMANA GOLD INC COM 98462Y100 4,106 498,077 SH   DFND 2,5 496,677 0 1,400
YAMANA GOLD INC COM 98462Y100 6,273 761,000 SH   DFND 4,2,5 582,600 0 178,400
YANDEX NV SHS CLASS A N97284108 17,309 485,652 SH   DFND 2,5 252,646 0 233,006
YELP INC CL A 985817105 14,174 184,841 SH   DFND 2,5 184,841 0 0
YUM! BRANDS INC COM 988498101 64 789 SH   DFND 2,5 789 0 0
YUM! BRANDS INC COM 988498101 10,994 135,400 SH   DFND 4,2,5 50,100 0 85,300
YY INC-ADR ADS REPCOM CLA 98426T106 10,374 137,403 SH   DFND 2,5 81,219 0 56,184
ZEP INC COM 98944B108 486 27,500 SH   DFND 4,2,5 21,300 0 6,200
ZIMMER HOLDINGS INC COM 98956P102 7,096 68,319 SH   DFND 2,5 68,319 0 0
ZIMMER HOLDINGS INC COM 98956P102 15,411 148,386 SH   DFND 4,2,5 1,900 0 146,486
ZOETIS INC CL A 98978V103 2,724 84,400 SH   DFND 4,2,5 5,800 0 78,600