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 754 23,505 SH   DFND 4,2,5 21,763 0 1,742
3M CO COM 88579Y101 19,217 141,654 SH   DFND 2,5 141,654 0 0
3M CO COM 88579Y101 23,332 171,990 SH   DFND 4,2,5 89,690 0 82,300
AAR CORP COM 000361105 2,665 102,700 SH   DFND 4,2,5 44,200 0 58,500
AARON'S INC COM PAR $0.50 002535300 3,391 112,125 SH   DFND 4,2,5 42,000 0 70,125
ABBOTT LABORATORIES COM 002824100 549 14,257 SH   DFND 2,5 14,257 0 0
ABBOTT LABORATORIES COM 002824100 14,295 371,200 SH   DFND 4,2,5 190,800 0 180,400
ABBVIE INC COM 00287Y109 2,642 51,409 SH   DFND 2,5 51,409 0 0
ABBVIE INC COM 00287Y109 24,256 471,900 SH   DFND 4,2,5 200,700 0 271,200
ABM INDUSTRIES INC COM 000957100 2,213 77,000 SH   DFND 4,2,5 57,000 0 20,000
ACADIA PHARMACEUTICALS INC COM 004225108 1,084 44,538 SH   DFND 2,5 44,538 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 765 29,000 SH   DFND 2,5 29,000 0 0
ACCENTURE PLC SHS CLASS A G1151C101 1,619 20,310 SH   DFND 2,5 20,310 0 0
ACCESS NATIONAL CORP COM 004337101 113 6,980 SH   DFND 4,2,5 4,716 0 2,264
ACE LTD SHS H0023R105 1,671 16,865 SH   DFND 2,5 16,865 0 0
ACE LTD SHS H0023R105 3,507 35,400 SH   DFND 4,2,5 33,800 0 1,600
ACHAOGEN INC COM 004449104 2,583 167,046 SH   DFND 2,5 167,046 0 0
ACI WORLDWIDE INC COM 004498101 85 1,440 SH   DFND 2,5 1,440 0 0
ACI WORLDWIDE INC COM 004498101 616 10,400 SH   DFND 4,2,5 10,400 0 0
ACNB CORP COM 000868109 294 15,662 SH   DFND 4,2,5 15,362 0 300
ACORDA THERAPEUTICS INC COM 00484M106 1,632 43,062 SH   DFND 2,5 43,062 0 0
ACTAVIS PLC SHS G0083B108 12,163 59,088 SH   DFND 2,5 59,088 0 0
ACTAVIS PLC SHS G0083B108 3,911 19,000 SH   DFND 4,2,5 19,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 20,099 983,321 SH   DFND 2,5 983,321 0 0
ACTIVISION BLIZZARD INC COM 00507V109 50,484 2,469,887 SH   DFND 4,2,5 1,547,006 0 922,881
ACUITY BRANDS INC COM 00508Y102 597 4,500 SH   DFND 4,2,5 4,500 0 0
ADAMS RESOURCES & ENERGY INC COM NEW 006351308 41 700 SH   DFND 4,2,5 700 0 0
ADOBE SYSTEMS INC COM 00724F101 19,574 297,744 SH   DFND 2,5 297,744 0 0
ADOBE SYSTEMS INC COM 00724F101 3,629 55,200 SH   DFND 4,2,5 52,400 0 2,800
ADVANCED MICRO DEVICES INC COM 007903107 4,130 1,030,000 SH   DFND 2,5 1,030,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,268 565,500 SH   DFND 4,2,5 453,500 0 112,000
ADVANTAGE OIL & GAS LTD COM 00765F101 417 84,200 SH   DFND 4,2,5 75,800 0 8,400
AEGERION PHARMACEUTICALS INC COM 00767E102 6,971 151,156 SH   DFND 2,5 151,156 0 0
AEROFLEX HOLDING CORP COM 007767106 48 5,800 SH   DFND 4,2,5 5,800 0 0
AES CORP/VA COM 00130H105 5,681 397,800 SH   DFND 2,5 397,800 0 0
AES CORP/VA COM 00130H105 32,060 2,245,130 SH   DFND 4,2,5 1,729,720 0 515,410
AETNA INC COM 00817Y108 5,052 67,382 SH   DFND 2,5 67,382 0 0
AETNA INC COM 00817Y108 13,240 176,600 SH   DFND 4,2,5 36,700 0 139,900
AFLAC INC COM 001055102 2,944 46,700 SH   DFND 4,2,5 44,000 0 2,700
AGCO CORP COM 001084102 833 15,100 SH   DFND 4,2,5 0 0 15,100
AGCO CORP NOTE 1.250%12/1 001084AM4 2,054 1,500,000 PRN   DFND 2,5 0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 164 2,941 SH   DFND 2,5 2,941 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,734 31,000 SH   DFND 4,2,5 2,500 0 28,500
AGIOS PHARMACEUTICALS INC COM 00847X104 2,456 62,741 SH   DFND 2,5 62,741 0 0
AGL RESOURCES INC COM 001204106 34 700 SH   DFND 2,5 0 0 700
AGL RESOURCES INC COM 001204106 7,323 149,571 SH   DFND 4,2,5 0 0 149,571
AGNICO EAGLE MINES LTD COM 008474108 2,695 88,863 SH   DFND 2,5 88,863 0 0
AGRIUM INC COM 008916108 7,160 73,361 SH   DFND 2,5 72,861 0 500
AGRIUM INC COM 008916108 12,269 125,700 SH   DFND 4,2,5 44,000 0 81,700
AIR PRODUCTS & CHEMICALS INC COM 009158106 179 1,500 SH   DFND 4,2,5 300 0 1,200
AIRCASTLE LTD COM G0129K104 1,750 90,300 SH   DFND 4,2,5 77,800 0 12,500
ALASKA AIR GROUP INC COM 011659109 11,616 124,490 SH   DFND 2,5 124,490 0 0
ALASKA AIR GROUP INC COM 011659109 43,072 461,602 SH   DFND 4,2,5 291,640 0 169,962
ALBANY MOLECULAR RESEARCH INC COM 012423109 1,034 55,600 SH   DFND 4,2,5 45,700 0 9,900
ALERE INC COM 01449J105 3,977 115,790 SH   DFND 2,5 115,790 0 0
ALERE INC COM 01449J105 12,612 367,170 SH   DFND 4,2,5 295,620 0 71,550
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 758 10,448 SH   DFND 2,5 10,448 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 76,194 500,847 SH   DFND 2,5 500,847 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,103 20,400 SH   DFND 4,2,5 19,500 0 900
ALIGN TECHNOLOGY INC COM 016255101 13,414 259,000 SH   DFND 2,5 259,000 0 0
ALKERMES PLC SHS G01767105 17,093 387,695 SH   DFND 2,5 387,695 0 0
ALLEGHANY CORP COM 017175100 845 2,075 SH   DFND 2,5 2,075 0 0
ALLERGAN INC/UNITED STATES COM 018490102 12,976 104,564 SH   DFND 2,5 104,564 0 0
ALLERGAN INC/UNITED STATES COM 018490102 7,334 59,100 SH   DFND 4,2,5 35,800 0 23,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,278 4,692 SH   DFND 2,5 4,692 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 981 3,600 SH   DFND 4,2,5 300 0 3,300
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 505 6,000 SH   DFND 2,5 6,000 0 0
ALLIANT ENERGY CORP COM 018802108 482 8,482 SH   DFND 2,5 8,482 0 0
ALLIANT ENERGY CORP COM 018802108 97 1,700 SH   DFND 4,2,5 0 0 1,700
ALLIANT TECHSYSTEMS INC COM 018804104 4,080 28,700 SH   DFND 4,2,5 15,900 0 12,800
ALLIED WORLD ASSURANCE CO HOLDINGS AG SHS H01531104 93 900 SH   DFND 4,2,5 0 0 900
ALLSTATE CORP/THE COM 020002101 17,393 307,400 SH   DFND 4,2,5 304,600 0 2,800
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 1,821 27,117 SH   DFND 2,5 27,117 0 0
ALTERA CORP COM 021441100 743 20,500 SH   DFND 4,2,5 1,800 0 18,700
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 1,307 36,600 SH   DFND 4,2,5 31,700 0 4,900
ALTRIA GROUP INC COM 02209S103 539 14,402 SH   DFND 2,5 9,202 0 5,200
ALTRIA GROUP INC COM 02209S103 28,788 769,127 SH   DFND 4,2,5 243,400 0 525,727
AMAZON.COM INC COM 023135106 63,438 188,511 SH   DFND 2,5 188,511 0 0
AMAZON.COM INC COM 023135106 30,640 91,050 SH   DFND 4,2,5 81,200 0 9,850
AMBEV SA SPONSORED ADR 02319V103 20,715 2,795,566 SH   DFND 2,5 1,497,726 0 1,297,840
AMBEV SA SPONSORED ADR 02319V103 13 1,695 SH   DFND 4,2,5 1,695 0 0
AMDOCS LTD SHS G02602103 14,161 304,800 SH   DFND 2,5 302,300 0 2,500
AMDOCS LTD SHS G02602103 48,144 1,036,249 SH   DFND 4,2,5 663,100 0 373,149
AMERCO COM 023586100 1,741 7,502 SH   DFND 2,5 7,502 0 0
AMERCO COM 023586100 9,760 42,047 SH   DFND 4,2,5 21,242 0 20,805
AMEREN CORP COM 023608102 818 19,852 SH   DFND 2,5 19,852 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 3 160 SH   DFND 4,2,5 0 0 160
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,960 38,693 SH   DFND 2,5 31,293 0 7,400
AMERICAN ELECTRIC POWER CO INC COM 025537101 33,973 670,600 SH   DFND 4,2,5 382,500 0 288,100
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 267 11,320 SH   DFND 2,5 11,320 0 0
AMERICAN EXPRESS CO COM 025816109 73,510 816,511 SH   DFND 2,5 816,511 0 0
AMERICAN EXPRESS CO COM 025816109 24,290 269,800 SH   DFND 4,2,5 121,400 0 148,400
AMERICAN FINANCIAL GROUP INC/OH COM 025932104 271 4,700 SH   DFND 4,2,5 0 0 4,700
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 288 5,759 SH   DFND 2,5 5,759 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 8,792 175,800 SH   DFND 4,2,5 167,500 0 8,300
AMERICAN NATIONAL INSURANCE CO COM 028591105 271 2,400 SH   DFND 4,2,5 1,800 0 600
AMERICAN REALTY CAPITAL PROPERTIES INC NOTE 3.000% 8/0 02917TAA2 10,638 10,000,000 PRN   DFND 2,5 0 0 0
AMERICAN REALTY INVESTORS INC COM 029174109 9 1,004 SH   DFND 4,2,5 1,004 0 0
AMERICAN TOWER CORP COM 03027X100 59,180 722,851 SH   DFND 2,5 722,851 0 0
AMERICAN TOWER CORP COM 03027X100 10,945 133,689 SH   DFND 4,2,5 133,219 0 470
AMERICAN WATER WORKS CO INC COM 030420103 18,441 406,193 SH   DFND 2,5 405,693 0 500
AMERICAN WATER WORKS CO INC COM 030420103 47,829 1,053,500 SH   DFND 4,2,5 683,000 0 370,500
AMERIPRISE FINANCIAL INC COM 03076C106 80 730 SH   DFND 2,5 730 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 4,329 39,330 SH   DFND 4,2,5 730 0 38,600
AMERISOURCEBERGEN CORP COM 03073E105 12,063 183,921 SH   DFND 2,5 183,921 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,092 31,900 SH   DFND 4,2,5 2,400 0 29,500
AMETEK INC COM 031100100 1,281 24,880 SH   DFND 4,2,5 2,200 0 22,680
AMGEN INC COM 031162100 165,904 1,345,097 SH   DFND 2,5 1,341,897 0 3,200
AMGEN INC COM 031162100 185,854 1,506,842 SH   DFND 4,2,5 881,040 0 625,802
AMICUS THERAPEUTICS INC COM 03152W109 202 97,740 SH   DFND 2,5 97,740 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,193 173,900 SH   DFND 4,2,5 124,200 0 49,700
AMPHENOL CORP CL A 032095101 1,659 18,100 SH   DFND 4,2,5 1,600 0 16,500
AMTRUST FINANCIAL SERVICES INC COM 032359309 1,412 37,530 SH   DFND 4,2,5 30,320 0 7,210
ANACOR PHARMACEUTICALS INC COM 032420101 4,969 248,338 SH   DFND 2,5 248,338 0 0
ANADARKO PETROLEUM CORP COM 032511107 3,416 40,306 SH   DFND 2,5 40,306 0 0
ANADARKO PETROLEUM CORP COM 032511107 5,128 60,500 SH   DFND 4,2,5 57,600 0 2,900
ANALOG DEVICES INC COM 032654105 2,365 44,500 SH   DFND 4,2,5 3,600 0 40,900
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 5,735 335,753 SH   DFND 2,5 335,753 0 0
ANIKA THERAPEUTICS INC COM 035255108 148 3,600 SH   DFND 4,2,5 3,600 0 0
ANN INC COM 035623107 212 5,100 SH   DFND 4,2,5 5,100 0 0
ANSYS INC COM 03662Q105 208 2,707 SH   DFND 2,5 2,707 0 0
AOL INC COM 00184X105 6,049 138,200 SH   DFND 2,5 138,200 0 0
AOL INC COM 00184X105 24,962 570,300 SH   DFND 4,2,5 328,300 0 242,000
AON PLC SHS CL A G0408V102 8,708 103,322 SH   DFND 2,5 103,322 0 0
AON PLC SHS CL A G0408V102 29,377 348,560 SH   DFND 4,2,5 318,810 0 29,750
APACHE CORP COM 037411105 30,915 372,693 SH   DFND 2,5 369,293 0 3,400
APACHE CORP COM 037411105 109,592 1,321,180 SH   DFND 4,2,5 895,770 0 425,410
APARTMENT INVESTMENT & MANAGEMENT CO CL A 03748R101 233 7,700 SH   DFND 4,2,5 0 0 7,700
APOLLO EDUCATION GROUP INC CL A 037604105 2,517 73,500 SH   DFND 4,2,5 56,000 0 17,500
APPLE INC COM 037833100 180,634 336,540 SH   DFND 2,5 335,840 0 700
APPLE INC COM 037833100 240,411 447,910 SH   DFND 4,2,5 313,360 0 134,550
APPLIED MATERIALS INC COM 038222105 6,319 309,459 SH   DFND 2,5 309,459 0 0
APPLIED MATERIALS INC COM 038222105 145 7,100 SH   DFND 4,2,5 0 0 7,100
ARCH CAPITAL GROUP LTD ORD G0450A105 779 13,535 SH   DFND 2,5 13,535 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 98 1,700 SH   DFND 4,2,5 1,700 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 8,995 207,300 SH   DFND 4,2,5 63,100 0 144,200
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,178 2,000,000 PRN   DFND 2,5 0 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 1,538 33,500 SH   DFND 4,2,5 29,500 0 4,000
ARIAD PHARMACEUTICALS INC COM 04033A100 4,675 580,044 SH   DFND 2,5 580,044 0 0
ARKANSAS BEST CORP COM 040790107 273 7,400 SH   DFND 4,2,5 7,400 0 0
ARRIS GROUP INC COM 04270V106 7,045 250,000 SH   DFND 2,5 250,000 0 0
ARRIS GROUP INC COM 04270V106 2,359 83,700 SH   DFND 4,2,5 63,400 0 20,300
ARROW ELECTRONICS INC COM 042735100 11,855 199,720 SH   DFND 2,5 198,820 0 900
ARROW ELECTRONICS INC COM 042735100 36,508 615,030 SH   DFND 4,2,5 456,060 0 158,970
ARTHROCARE CORP COM 043136100 4,613 95,730 SH   DFND 2,5 95,730 0 0
ARUBA NETWORKS INC COM 043176106 10,575 564,000 SH   DFND 2,5 564,000 0 0
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 1,000 88,700 SH   DFND 4,2,5 74,100 0 14,600
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,831 71,300 SH   DFND 4,2,5 58,900 0 12,400
ASSURANT INC COM 04621X108 2,150 33,100 SH   DFND 4,2,5 31,300 0 1,800
ASTORIA FINANCIAL CORP COM 046265104 1,513 109,500 SH   DFND 4,2,5 93,100 0 16,400
AT&T INC COM 00206R102 17,761 506,447 SH   DFND 2,5 501,947 0 4,500
AT&T INC COM 00206R102 91,357 2,605,000 SH   DFND 4,2,5 1,355,700 0 1,249,300
ATLANTIC TELE-NETWORK INC COM NEW 049079205 424 6,431 SH   DFND 4,2,5 0 0 6,431
ATLAS AIR WORLDWIDE HOLDINGS INC COM NEW 049164205 645 18,300 SH   DFND 4,2,5 13,600 0 4,700
ATMOS ENERGY CORP COM 049560105 146 3,100 SH   DFND 2,5 0 0 3,100
ATMOS ENERGY CORP COM 049560105 14,464 306,900 SH   DFND 4,2,5 11,000 0 295,900
ATWOOD OCEANICS INC COM 050095108 40 800 SH   DFND 2,5 0 0 800
ATWOOD OCEANICS INC COM 050095108 2,171 43,090 SH   DFND 4,2,5 0 0 43,090
AURICO GOLD INC COM 05155C105 77 17,800 SH   DFND 4,2,5 13,800 0 4,000
AUTODESK INC COM 052769106 4,123 83,844 SH   DFND 2,5 83,844 0 0
AUTOLIV INC COM 052800109 4,004 39,900 SH   DFND 4,2,5 0 0 39,900
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 1,220 15,787 SH   DFND 2,5 15,787 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 10,418 134,840 SH   DFND 4,2,5 60,500 0 74,340
AUTOZONE INC COM 053332102 5,962 11,100 SH   DFND 4,2,5 500 0 10,600
AUXILIUM PHARMACEUTICALS INC COM 05334D107 5,596 205,890 SH   DFND 2,5 205,890 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,586 71,202 SH   DFND 2,5 71,202 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,172 18,200 SH   DFND 4,2,5 2,000 0 16,200
AVALONBAY COMMUNITIES INC COM 053484101 6,566 50,000 SH   DFND 2,5 50,000 0 0
AVERY DENNISON CORP COM 053611109 12,323 243,200 SH   DFND 4,2,5 187,100 0 56,100
AVIS BUDGET GROUP INC COM 053774105 3,019 62,000 SH   DFND 4,2,5 57,200 0 4,800
AVISTA CORP COM 05379B107 138 4,500 SH   DFND 4,2,5 0 0 4,500
AVNET INC COM 053807103 6,577 141,350 SH   DFND 2,5 137,750 0 3,600
AVNET INC COM 053807103 37,896 814,434 SH   DFND 4,2,5 427,380 0 387,054
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 225 4,900 SH   DFND 4,2,5 0 0 4,900
B/E AEROSPACE INC COM 073302101 255 2,938 SH   DFND 2,5 2,938 0 0
BABCOCK & WILCOX CO/THE COM 05615F102 76 2,300 SH   DFND 2,5 0 0 2,300
BABCOCK & WILCOX CO/THE COM 05615F102 604 18,200 SH   DFND 4,2,5 0 0 18,200
BAIDU INC SPON ADR REP A 056752108 26,067 171,067 SH   DFND 2,5 92,296 0 78,771
BAKER HUGHES INC COM 057224107 7,003 107,700 SH   DFND 4,2,5 52,700 0 55,000
BALL CORP COM 058498106 13,437 245,150 SH   DFND 2,5 245,150 0 0
BALL CORP COM 058498106 37,612 686,221 SH   DFND 4,2,5 599,161 0 87,060
BALLY TECHNOLOGIES INC COM 05874B107 4,526 68,300 SH   DFND 2,5 68,300 0 0
BALLY TECHNOLOGIES INC COM 05874B107 11,699 176,540 SH   DFND 4,2,5 149,500 0 27,040
BANC OF CALIFORNIA INC COM 05990K106 406 33,079 SH   DFND 4,2,5 33,079 0 0
BANCFIRST CORP COM 05945F103 985 17,400 SH   DFND 4,2,5 14,700 0 2,700
BANCO BRADESCO SA SP ADR PFD NEW 059460303 2,142 156,715 SH   DFND 2,5 156,715 0 0
BANCO DE CHILE SPONSORED ADR 059520106 68 900 SH   DFND 4,2,5 900 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 10,918 465,775 SH   DFND 2,5 265,031 0 200,744
BANCOLOMBIA SA SPON ADR PREF 05968L102 16,513 292,363 SH   DFND 2,5 178,264 0 114,099
BANK OF AMERICA CORP COM 060505104 13,234 769,446 SH   DFND 2,5 769,446 0 0
BANK OF AMERICA CORP COM 060505104 55,182 3,208,240 SH   DFND 4,2,5 2,734,380 0 473,860
BANK OF HAWAII CORP COM 062540109 194 3,200 SH   DFND 4,2,5 0 0 3,200
BANK OF KENTUCKY FINANCIAL CORP COM 062896105 15 400 SH   DFND 4,2,5 400 0 0
BANK OF MONTREAL COM 063671101 13,075 195,129 SH   DFND 2,5 193,629 0 1,500
BANK OF MONTREAL COM 063671101 42,892 640,100 SH   DFND 4,2,5 265,100 0 375,000
BANK OF NEW YORK MELLON CORP/THE COM 064058100 90 2,554 SH   DFND 2,5 2,554 0 0
BANK OF NEW YORK MELLON CORP/THE COM 064058100 4,785 135,600 SH   DFND 4,2,5 128,800 0 6,800
BANK OF NOVA SCOTIA COM 064149107 15,424 265,887 SH   DFND 2,5 264,487 0 1,400
BANK OF NOVA SCOTIA COM 064149107 52,924 912,300 SH   DFND 4,2,5 344,200 0 568,100
BAR HARBOR BANKSHARES COM 066849100 4 95 SH   DFND 4,2,5 95 0 0
BARNES & NOBLE INC COM 067774109 249 11,900 SH   DFND 4,2,5 11,900 0 0
BARRICK GOLD CORP COM 067901108 6,130 343,786 SH   DFND 2,5 342,886 0 900
BARRICK GOLD CORP COM 067901108 4,853 272,200 SH   DFND 4,2,5 1,600 0 270,600
BAXTER INTERNATIONAL INC COM 071813109 10,813 146,961 SH   DFND 2,5 146,961 0 0
BAXTER INTERNATIONAL INC COM 071813109 29,665 403,160 SH   DFND 4,2,5 235,500 0 167,660
BB&T CORP COM 054937107 10,275 255,800 SH   DFND 4,2,5 85,200 0 170,600
BCE INC COM NEW 05534B760 666 15,440 SH   DFND 2,5 14,140 0 1,300
BCE INC COM NEW 05534B760 9,405 218,000 SH   DFND 4,2,5 3,900 0 214,100
BEAM INC COM 073730103 18,140 217,769 SH   DFND 2,5 217,769 0 0
BECTON DICKINSON AND CO COM 075887109 1,099 9,384 SH   DFND 2,5 9,384 0 0
BECTON DICKINSON AND CO COM 075887109 7,526 64,285 SH   DFND 4,2,5 3,100 0 61,185
BED BATH & BEYOND INC COM 075896100 4,035 58,650 SH   DFND 2,5 58,650 0 0
BED BATH & BEYOND INC COM 075896100 28,073 408,045 SH   DFND 4,2,5 322,220 0 85,825
BEL FUSE INC CL B 077347300 123 5,600 SH   DFND 4,2,5 5,600 0 0
BELLATRIX EXPLORATION LTD COM 078314101 4,024 475,000 SH   DFND 2,5 475,000 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 1,699 75,000 SH   DFND 4,2,5 64,600 0 10,400
BERKSHIRE HATHAWAY INC CL B NEW 084670702 23,509 188,115 SH   DFND 2,5 188,115 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 97,720 781,950 SH   DFND 4,2,5 489,400 0 292,550
BERKSHIRE HILLS BANCORP INC COM 084680107 242 9,356 SH   DFND 4,2,5 8,816 0 540
BEST BUY CO INC COM 086516101 11,443 433,290 SH   DFND 2,5 433,290 0 0
BEST BUY CO INC COM 086516101 31,207 1,181,628 SH   DFND 4,2,5 1,038,460 0 143,168
BIG 5 SPORTING GOODS CORP COM 08915P101 661 41,200 SH   DFND 4,2,5 34,000 0 7,200
BIOGEN IDEC INC COM 09062X103 42,229 138,062 SH   DFND 2,5 138,062 0 0
BIOGEN IDEC INC COM 09062X103 42,121 137,710 SH   DFND 4,2,5 117,010 0 20,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 27,328 400,649 SH   DFND 2,5 400,649 0 0
BIOMED REALTY TRUST INC COM 09063H107 615 30,000 SH   DFND 2,5 30,000 0 0
BLACK BOX CORP COM 091826107 961 39,500 SH   DFND 4,2,5 33,300 0 6,200
BLACK HILLS CORP COM 092113109 81 1,400 SH   DFND 4,2,5 0 0 1,400
BLACKHAWK NETWORK HOLDINGS INC CL A 09238E104 832 34,100 SH   DFND 4,2,5 28,500 0 5,600
BLACKROCK INC COM 09247X101 6,221 19,783 SH   DFND 2,5 19,783 0 0
BLACKROCK INC COM 09247X101 10,312 32,790 SH   DFND 4,2,5 15,100 0 17,690
BLACKSTONE GROUP LP COM UNIT LTD 09253U108 11,588 348,517 SH   DFND 2,5 348,517 0 0
BLACKSTONE/GSO LONG-SHORT CREDIT INCOME COM SHS BN INT 09257D102 235 13,350 SH   DFND 1,2,5,3 13,350 0 0
BLUCORA INC COM 095229100 246 12,500 SH   DFND 4,2,5 12,500 0 0
BLYTH INC COM NEW 09643P207 203 18,900 SH   DFND 4,2,5 14,800 0 4,100
BOEING CO/THE COM 097023105 33,681 268,394 SH   DFND 2,5 268,394 0 0
BOEING CO/THE COM 097023105 23,351 186,079 SH   DFND 4,2,5 103,799 0 82,280
BONANZA CREEK ENERGY INC COM 097793103 3,019 68,000 SH   DFND 2,5 68,000 0 0
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 156 7,100 SH   DFND 2,5 0 0 7,100
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 6,273 285,130 SH   DFND 4,2,5 43,200 0 241,930
BORGWARNER INC COM 099724106 1,162 18,900 SH   DFND 4,2,5 1,900 0 17,000
BOSTON PROPERTIES INC COM 101121101 2,850 24,886 SH   DFND 2,5 24,886 0 0
BOYD GAMING CORP COM 103304101 1,443 109,300 SH   DFND 4,2,5 81,500 0 27,800
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 2,007 138,800 SH   DFND 4,2,5 125,200 0 13,600
BRF SA SPONSORED ADR 10552T107 3 154 SH   DFND 2,5 154 0 0
BRF SA SPONSORED ADR 10552T107 3 154 SH   DFND 4,2,5 154 0 0
BRINK'S CO/THE COM 109696104 2,295 80,400 SH   DFND 4,2,5 53,300 0 27,100
BRINKER INTERNATIONAL INC COM 109641100 2,187 41,700 SH   DFND 4,2,5 21,400 0 20,300
BRISTOL-MYERS SQUIBB CO COM 110122108 12,612 242,780 SH   DFND 2,5 242,780 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 16,551 318,600 SH   DFND 4,2,5 219,200 0 99,400
BRISTOW GROUP INC COM 110394103 3,398 45,000 SH   DFND 2,5 45,000 0 0
BROADCOM CORP CL A 111320107 1,815 57,650 SH   DFND 2,5 57,650 0 0
BROCADE COMMUNICATIONS SYSTEMS INC COM NEW 111621306 800 75,400 SH   DFND 4,2,5 0 0 75,400
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 9,049 221,800 SH   DFND 2,5 221,800 0 0
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 24,225 593,800 SH   DFND 4,2,5 351,100 0 242,700
BROWN-FORMAN CORP CL B 115637209 1,614 18,000 SH   DFND 4,2,5 1,200 0 16,800
BUNGE LTD COM G16962105 6,932 87,190 SH   DFND 2,5 87,190 0 0
BUNGE LTD COM G16962105 13,525 170,100 SH   DFND 4,2,5 148,760 0 21,340
C&F FINANCIAL CORP COM 12466Q104 387 11,677 SH   DFND 4,2,5 9,777 0 1,900
CA INC COM 12673P105 20,657 667,000 SH   DFND 2,5 659,300 0 7,700
CA INC COM 12673P105 78,963 2,549,662 SH   DFND 4,2,5 1,515,442 0 1,034,220
CABELA'S INC COM 126804301 99 1,504 SH   DFND 2,5 1,504 0 0
CABOT CORP COM 127055101 803 13,600 SH   DFND 4,2,5 0 0 13,600
CABOT OIL & GAS CORP COM 127097103 3,506 103,488 SH   DFND 2,5 103,488 0 0
CACI INTERNATIONAL INC CL A 127190304 127 1,720 SH   DFND 2,5 220 0 1,500
CACI INTERNATIONAL INC CL A 127190304 11,884 161,025 SH   DFND 4,2,5 25,520 0 135,505
CADENCE DESIGN SYSTEMS INC COM 127387108 4,040 260,000 SH   DFND 2,5 260,000 0 0
CAMBREX CORP COM 132011107 753 39,900 SH   DFND 4,2,5 36,100 0 3,800
CAMDEN PROPERTY TRUST SH BEN INT 133131102 134 1,985 SH   DFND 2,5 1,985 0 0
CAMECO CORP COM 13321L108 883 38,500 SH   DFND 4,2,5 0 0 38,500
CAMERON INTERNATIONAL CORP COM 13342B105 3,397 55,000 SH   DFND 2,5 55,000 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,310 37,400 SH   DFND 4,2,5 0 0 37,400
CAMPBELL SOUP CO COM 134429109 360 8,031 SH   DFND 2,5 8,031 0 0
CAMPBELL SOUP CO COM 134429109 1,414 31,500 SH   DFND 4,2,5 2,400 0 29,100
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 2,880 33,377 SH   DFND 2,5 32,277 0 1,100
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 22,325 258,700 SH   DFND 4,2,5 21,800 0 236,900
CANADIAN NATIONAL RAILWAY CO COM 136375102 3,389 60,229 SH   DFND 2,5 59,629 0 600
CANADIAN NATIONAL RAILWAY CO COM 136375102 16,139 286,800 SH   DFND 4,2,5 59,700 0 227,100
CANADIAN NATURAL RESOURCES LTD COM 136385101 2,667 69,465 SH   DFND 2,5 67,465 0 2,000
CANADIAN NATURAL RESOURCES LTD COM 136385101 10,196 265,600 SH   DFND 4,2,5 78,500 0 187,100
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,216 8,100 SH   DFND 4,2,5 200 0 7,900
CAPITAL ONE FINANCIAL CORP COM 14040H105 78 1,006 SH   DFND 2,5 1,006 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,872 76,100 SH   DFND 4,2,5 68,700 0 7,400
CARDINAL HEALTH INC COM 14149Y108 17,267 246,745 SH   DFND 2,5 246,745 0 0
CARDINAL HEALTH INC COM 14149Y108 20,103 287,269 SH   DFND 4,2,5 239,079 0 48,190
CAREFUSION CORP COM 14170T101 16,142 401,334 SH   DFND 2,5 397,734 0 3,600
CAREFUSION CORP COM 14170T101 47,444 1,179,600 SH   DFND 4,2,5 960,900 0 218,700
CARNIVAL CORP PAIRED CTF 143658300 2,188 57,800 SH   DFND 4,2,5 0 0 57,800
CARNIVAL PLC PAIRED CTF 143658300 23,919 628,155 SH   DFND 2,5 610,155 0 18,000
CARRIZO OIL & GAS INC COM 144577103 4,544 85,000 SH   DFND 2,5 85,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 229 31,970 SH   DFND 4,2,5 27,700 0 4,270
CASH AMERICA INTERNATIONAL INC COM 14754D100 93 2,400 SH   DFND 2,5 0 0 2,400
CASH AMERICA INTERNATIONAL INC COM 14754D100 6,980 180,270 SH   DFND 4,2,5 21,600 0 158,670
CATAMARAN CORP COM 148887102 38,985 870,000 SH   DFND 2,5 870,000 0 0
CATERPILLAR INC COM 149123101 11,505 115,784 SH   DFND 2,5 115,784 0 0
CATERPILLAR INC COM 149123101 21,414 215,500 SH   DFND 4,2,5 80,000 0 135,500
CATO CORP/THE CL A 149205106 375 13,872 SH   DFND 4,2,5 9,000 0 4,872
CAVIUM INC COM 14964U108 27,058 618,762 SH   DFND 2,5 618,762 0 0
CBIZ INC COM 124805102 944 103,100 SH   DFND 4,2,5 86,700 0 16,400
CBL & ASSOCIATES PROPERTIES INC COM 124830100 2,334 131,500 SH   DFND 4,2,5 117,600 0 13,900
CBRE GROUP INC CL A 12504L109 3,185 116,113 SH   DFND 2,5 116,113 0 0
CBS CORP CL B 124857202 13,611 220,235 SH   DFND 2,5 220,235 0 0
CBS CORP CL B 124857202 4,172 67,500 SH   DFND 4,2,5 64,600 0 2,900
CEDAR REALTY TRUST INC COM NEW 150602209 525 86,000 SH   DFND 4,2,5 62,800 0 23,200
CELANESE CORP COM SER A 150870103 15,340 276,338 SH   DFND 2,5 276,338 0 0
CELANESE CORP COM SER A 150870103 37,391 673,598 SH   DFND 4,2,5 540,698 0 132,900
CELESTICA INC SUB VTG SHS 15101Q108 273 24,900 SH   DFND 4,2,5 17,100 0 7,800
CELGENE CORP COM 151020104 108,848 779,710 SH   DFND 2,5 779,710 0 0
CELGENE CORP COM 151020104 10,638 76,200 SH   DFND 4,2,5 49,800 0 26,400
CEMEX SAB DE CV SPON ADR NEW 151290889 35,227 2,789,154 SH   DFND 2,5 1,714,359 0 1,074,795
CEMPRA INC COM 15130J109 3,783 327,552 SH   DFND 2,5 327,552 0 0
CENOVUS ENERGY INC COM 15135U109 3,002 103,630 SH   DFND 2,5 103,630 0 0
CENOVUS ENERGY INC COM 15135U109 4,834 166,900 SH   DFND 4,2,5 6,300 0 160,600
CENTERPOINT ENERGY INC. COM 15189T107 821 34,650 SH   DFND 2,5 34,650 0 0
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD CL A NEW G20045202 15 4,933 SH   DFND 2,5 4,933 0 0
CENTRAL GARDEN AND PET CO COM 153527106 7 879 SH   DFND 4,2,5 0 0 879
CENTURY BANCORP INC/MA CL A NON VTG 156432106 471 13,800 SH   DFND 4,2,5 11,600 0 2,200
CENTURYLINK INC COM 156700106 521 15,850 SH   DFND 2,5 11,550 0 4,300
CENTURYLINK INC COM 156700106 7,455 227,000 SH   DFND 4,2,5 700 0 226,300
CEPHEID INC COM 15670R107 23,607 457,687 SH   DFND 2,5 457,687 0 0
CERNER CORP COM 156782104 54,581 970,331 SH   DFND 2,5 970,331 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 3,621 13,892 SH   DFND 2,5 13,292 0 600
CF INDUSTRIES HOLDINGS INC COM 125269100 23,588 90,500 SH   DFND 4,2,5 500 0 90,000
CGI GROUP INC CL A SUB VTG 39945C109 1,824 59,000 SH   DFND 2,5 59,000 0 0
CGI GROUP INC CL A SUB VTG 39945C109 2,075 67,100 SH   DFND 4,2,5 62,500 0 4,600
CHANNELADVISOR CORP COM 159179100 3,774 100,000 SH   DFND 2,5 100,000 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL COM 159864107 1,430 23,700 SH   DFND 4,2,5 23,700 0 0
CHARLES SCHWAB CORP/THE COM 808513105 3,592 131,443 SH   DFND 2,5 131,443 0 0
CHARLES SCHWAB CORP/THE COM 808513105 3,867 141,500 SH   DFND 4,2,5 135,100 0 6,400
CHASE CORP COM 16150R104 63 2,000 SH   DFND 4,2,5 2,000 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 2,138 31,618 SH   DFND 2,5 31,618 0 0
CHECKPOINT SYSTEMS INC COM 162825103 107 8,000 SH   DFND 4,2,5 8,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 4,360 78,768 SH   DFND 2,5 78,768 0 0
CHESAPEAKE ENERGY CORP COM 165167107 726 28,332 SH   DFND 2,5 28,332 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8,941 349,000 SH   DFND 4,2,5 349,000 0 0
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 3,053 3,000,000 PRN   DFND 2,5 0 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 210 3,332 SH   DFND 4,2,5 0 0 3,332
CHEVRON CORP COM 166764100 38,591 324,540 SH   DFND 2,5 317,140 0 7,400
CHEVRON CORP COM 166764100 131,122 1,102,700 SH   DFND 4,2,5 553,500 0 549,200
CHILDREN'S PLACE RETAIL STORES INC/THE COM 168905107 329 6,600 SH   DFND 4,2,5 6,600 0 0
CHIMERIX INC COM 16934W106 831 36,380 SH   DFND 2,5 0 0 36,380
CHIPOTLE MEXICAN GRILL INC COM 169656105 17,457 30,732 SH   DFND 2,5 30,732 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,761 3,100 SH   DFND 4,2,5 200 0 2,900
CHUBB CORP/THE COM 171232101 2,448 27,410 SH   DFND 4,2,5 25,910 0 1,500
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 4,483 146,114 SH   DFND 2,5 0 0 146,114
CHURCH & DWIGHT CO INC COM 171340102 2,110 30,545 SH   DFND 2,5 30,545 0 0
CHURCH & DWIGHT CO INC COM 171340102 1,720 24,900 SH   DFND 4,2,5 1,900 0 23,000
CIA BRASILIERA DE DIST. GRUPO PAO ACUCAR SPN ADR PFD CL A 20440T201 11,220 256,403 SH   DFND 2,5 154,783 0 101,620
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 420 18,750 SH   DFND 4,2,5 18,750 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 4,712 374,844 SH   DFND 2,5 374,844 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 131 14,165 SH   DFND 2,5 14,165 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 131 14,165 SH   DFND 4,2,5 14,165 0 0
CIBER INC COM 17163B102 73 15,900 SH   DFND 4,2,5 3,500 0 12,400
CIENA CORP COM NEW 171779309 9,283 408,233 SH   DFND 2,5 408,233 0 0
CIGNA CORP COM 125509109 10,080 120,382 SH   DFND 2,5 120,382 0 0
CIGNA CORP COM 125509109 5,384 64,300 SH   DFND 4,2,5 0 0 64,300
CIMAREX ENERGY CO COM 171798101 4,569 38,356 SH   DFND 2,5 38,356 0 0
CINCINNATI FINANCIAL CORP COM 172062101 92 1,895 SH   DFND 2,5 1,895 0 0
CINCINNATI FINANCIAL CORP COM 172062101 151 3,100 SH   DFND 4,2,5 1,600 0 1,500
CINEMARK HOLDINGS INC COM 17243V102 8,280 285,432 SH   DFND 2,5 283,332 0 2,100
CINEMARK HOLDINGS INC COM 17243V102 18,166 626,201 SH   DFND 4,2,5 475,747 0 150,454
CINTAS CORP COM 172908105 11,243 188,608 SH   DFND 2,5 188,608 0 0
CINTAS CORP COM 172908105 38,567 646,982 SH   DFND 4,2,5 544,532 0 102,450
CIRRUS LOGIC INC COM 172755100 1,639 82,500 SH   DFND 4,2,5 70,800 0 11,700
CISCO SYSTEMS INC COM 17275R102 8,196 365,732 SH   DFND 2,5 342,632 0 23,100
CISCO SYSTEMS INC COM 17275R102 75,653 3,375,880 SH   DFND 4,2,5 1,067,670 0 2,308,210
CITIGROUP INC COM NEW 172967424 14,677 308,330 SH   DFND 2,5 308,330 0 0
CITIGROUP INC COM NEW 172967424 37,756 793,200 SH   DFND 4,2,5 700,100 0 93,100
CITRIX SYSTEMS INC COM 177376100 7,020 122,234 SH   DFND 2,5 122,234 0 0
CITY NATIONAL CORP/CA COM 178566105 251 3,191 SH   DFND 2,5 3,191 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 3,390 30,000 SH   DFND 2,5 30,000 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC CL A 18451C109 166 18,200 SH   DFND 4,2,5 18,200 0 0
CLECO CORP COM 12561W105 71 1,400 SH   DFND 4,2,5 0 0 1,400
CLOROX CO/THE COM 189054109 945 10,738 SH   DFND 2,5 10,738 0 0
CLOROX CO/THE COM 189054109 2,350 26,700 SH   DFND 4,2,5 2,100 0 24,600
CLOVIS ONCOLOGY INC COM 189464100 2,051 29,610 SH   DFND 2,5 29,610 0 0
CME GROUP INC/IL COM 12572Q105 148 2,000 SH   DFND 4,2,5 500 0 1,500
CMS ENERGY CORP COM 125896100 930 31,762 SH   DFND 2,5 31,762 0 0
CMS ENERGY CORP COM 125896100 2,749 93,900 SH   DFND 4,2,5 0 0 93,900
CNA FINANCIAL CORP COM 126117100 4,985 116,690 SH   DFND 2,5 116,690 0 0
CNA FINANCIAL CORP COM 126117100 11,088 259,540 SH   DFND 4,2,5 231,140 0 28,400
CNH INDUSTRIAL NV SHS N20944109 208,174 18,102,110 SH   DFND 2,5 16,941,894 0 1,160,216
CNH INDUSTRIAL NV SHS N20944109 1,116 97,000 SH   DFND 4,2,5 5,000 0 92,000
COACH INC COM 189754104 2,142 43,133 SH   DFND 2,5 43,133 0 0
COACH INC COM 189754104 4,513 90,870 SH   DFND 4,2,5 2,200 0 88,670
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 2,826 3,000,000 PRN   DFND 2,5 0 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 59 700 SH   DFND 2,5 0 0 700
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 3,998 47,044 SH   DFND 4,2,5 11,500 0 35,544
COCA-COLA CO/THE COM 191216100 16,423 424,812 SH   DFND 2,5 424,812 0 0
COCA-COLA CO/THE COM 191216100 53,583 1,386,010 SH   DFND 4,2,5 970,220 0 415,790
COCA-COLA ENTERPRISES INC COM 19122T109 21,998 460,600 SH   DFND 2,5 460,600 0 0
COCA-COLA ENTERPRISES INC COM 19122T109 57,515 1,204,260 SH   DFND 4,2,5 1,068,950 0 135,310
CODORUS VALLEY BANCORP INC COM 192025104 93 4,409 SH   DFND 4,2,5 3,748 0 661
COEUR MINING INC COM NEW 192108504 2,859 307,741 SH   DFND 2,5 307,741 0 0
COGENT COMMUNICATIONS GROUP INC COM NEW 19239V302 2,243 63,125 SH   DFND 2,5 63,125 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 54,687 1,080,552 SH   DFND 2,5 1,080,552 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 6,033 119,200 SH   DFND 4,2,5 65,800 0 53,400
COHERENT INC COM 192479103 4,248 65,000 SH   DFND 2,5 65,000 0 0
COLGATE-PALMOLIVE CO COM 194162103 10,775 166,099 SH   DFND 2,5 153,576 0 12,523
COLGATE-PALMOLIVE CO COM 194162103 15,426 237,800 SH   DFND 4,2,5 116,600 0 121,200
COLUMBIA SPORTSWEAR CO COM 198516106 1,646 19,910 SH   DFND 4,2,5 15,600 0 4,310
COMCAST CORP CL A 20030N101 54,217 1,083,909 SH   DFND 2,5 971,375 0 112,534
COMCAST CORP CL A 20030N101 188,823 3,774,950 SH   DFND 4,2,5 2,414,150 0 1,360,800
COMERICA INC COM 200340107 1,590 30,700 SH   DFND 4,2,5 0 0 30,700
COMMERCIAL METALS CO COM 201723103 47 2,500 SH   DFND 4,2,5 0 0 2,500
COMMUNITY HEALTH SYSTEMS INC COM 203668108 992 25,324 SH   DFND 2,5 24,124 0 1,200
COMMUNITY HEALTH SYSTEMS INC COM 203668108 1,367 34,900 SH   DFND 4,2,5 0 0 34,900
COMMUNITY HEALTH SYSTEMS INC RIGHT 01/27/2016 203668116 20 337,792 SH   DFND 2,5 337,792 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 639 15,400 SH   DFND 4,2,5 12,700 0 2,700
COMPUTER SCIENCES CORP COM 205363104 16,773 275,780 SH   DFND 2,5 273,080 0 2,700
COMPUTER SCIENCES CORP COM 205363104 61,496 1,011,120 SH   DFND 4,2,5 667,760 0 343,360
CONAGRA FOODS INC COM 205887102 270 8,706 SH   DFND 2,5 8,706 0 0
CONAGRA FOODS INC COM 205887102 5,053 162,840 SH   DFND 4,2,5 6,100 0 156,740
CONATUS PHARMACEUTICALS INC COM 20600T108 2,381 292,625 SH   DFND 2,5 292,625 0 0
CONCHO RESOURCES INC COM 20605P101 50,473 412,024 SH   DFND 2,5 412,024 0 0
CONOCOPHILLIPS COM 20825C104 30,080 427,578 SH   DFND 2,5 422,878 0 4,700
CONOCOPHILLIPS COM 20825C104 138,182 1,964,210 SH   DFND 4,2,5 1,066,680 0 897,530
CONSOL ENERGY INC COM 20854P109 1,262 31,585 SH   DFND 2,5 31,585 0 0
CONSOLIDATED EDISON INC COM 209115104 6,306 117,538 SH   DFND 2,5 117,538 0 0
CONSOLIDATED EDISON INC COM 209115104 31,020 578,186 SH   DFND 4,2,5 254,066 0 324,120
CONSTELLATION BRANDS INC CL A 21036P108 10,959 128,978 SH   DFND 4,2,5 114,408 0 14,570
CONTINENTAL RESOURCES INC/OK COM 212015101 6,333 50,963 SH   DFND 2,5 50,963 0 0
CONTROL4 CORP COM 21240D107 287 13,524 SH   DFND 2,5 0 0 13,524
CONVERGYS CORP COM 212485106 3,532 161,200 SH   DFND 4,2,5 109,900 0 51,300
COPA HOLDINGS SA CL A P31076105 27,064 186,401 SH   DFND 2,5 119,652 0 66,749
CORE LABORATORIES NV COM N22717107 3,572 18,000 SH   DFND 2,5 18,000 0 0
CORELOGIC INC/UNITED STATES COM 21871D103 1,523 50,700 SH   DFND 4,2,5 50,700 0 0
CORESITE REALTY CORP COM 21870Q105 248 8,000 SH   DFND 4,2,5 8,000 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 4,548 95,000 SH   DFND 2,5 95,000 0 0
CORNING INC COM 219350105 23,514 1,129,400 SH   DFND 4,2,5 172,700 0 956,700
CORPBANCA SA SPONSORED ADR 21987A209 42 2,400 SH   DFND 4,2,5 2,400 0 0
COSTAR GROUP INC COM 22160N109 6,857 36,720 SH   DFND 2,5 36,720 0 0
COSTCO WHOLESALE CORP COM 22160K105 2,928 26,214 SH   DFND 2,5 26,214 0 0
COSTCO WHOLESALE CORP COM 22160K105 11,458 102,600 SH   DFND 4,2,5 47,600 0 55,000
COVANCE INC COM 222816100 3,789 36,472 SH   DFND 2,5 36,472 0 0
COVENANT TRANSPORTATION GROUP INC CL A 22284P105 54 5,322 SH   DFND 4,2,5 5,322 0 0
COVIDIEN PLC SHS G2554F113 17,953 243,724 SH   DFND 2,5 243,724 0 0
CR BARD INC COM 067383109 1,041 7,038 SH   DFND 2,5 7,038 0 0
CR BARD INC COM 067383109 1,465 9,900 SH   DFND 4,2,5 800 0 9,100
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 136 1,400 SH   DFND 2,5 0 0 1,400
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 14,547 149,599 SH   DFND 4,2,5 25,200 0 124,399
CRAWFORD & CO CL B 224633107 130 11,951 SH   DFND 4,2,5 11,031 0 920
CRAWFORD & CO CL A 224633206 17 1,861 SH   DFND 4,2,5 1,861 0 0
CREDICORP LTD COM G2519Y108 22,199 160,957 SH   DFND 2,5 94,337 0 66,620
CREDIT ACCEPTANCE CORP COM 225310101 1,294 9,100 SH   DFND 4,2,5 7,777 0 1,323
CRESCENT POINT ENERGY CORP COM 22576C101 228 6,228 SH   DFND 2,5 6,228 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 106 2,900 SH   DFND 4,2,5 500 0 2,400
CRITEO SA SPONS ADS 226718104 14,372 354,425 SH   DFND 2,5 354,425 0 0
CROWN HOLDINGS INC COM 228368106 73 1,624 SH   DFND 2,5 1,624 0 0
CSG SYSTEMS INTERNATIONAL INC COM 126349109 6,635 254,814 SH   DFND 4,2,5 37,800 0 217,014
CSX CORP COM 126408103 4,168 143,890 SH   DFND 2,5 143,890 0 0
CSX CORP COM 126408103 39,369 1,358,960 SH   DFND 4,2,5 1,098,740 0 260,220
CUBESMART COM 229663109 884 51,500 SH   DFND 2,5 51,500 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 13,112 179,242 SH   DFND 2,5 179,242 0 0
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 185 284,948 SH   DFND 2,5 284,948 0 0
CUMMINS INC COM 231021106 17,667 118,580 SH   DFND 2,5 118,580 0 0
CUMMINS INC COM 231021106 6,122 41,090 SH   DFND 4,2,5 1,600 0 39,490
CURTISS-WRIGHT CORP COM 231561101 2,103 33,100 SH   DFND 4,2,5 17,600 0 15,500
CVS CAREMARK CORP COM 126650100 28,775 384,383 SH   DFND 2,5 378,783 0 5,600
CVS CAREMARK CORP COM 126650100 121,723 1,626,010 SH   DFND 4,2,5 842,320 0 783,690
CYRUSONE INC COM 23283R100 906 43,500 SH   DFND 4,2,5 36,600 0 6,900
CYS INVESTMENTS INC COM 12673A108 308 37,300 SH   DFND 4,2,5 37,300 0 0
DANAHER CORP COM 235851102 49,600 661,329 SH   DFND 2,5 661,329 0 0
DANAHER CORP COM 235851102 13,754 183,380 SH   DFND 4,2,5 68,580 0 114,800
DARDEN RESTAURANTS INC COM 237194105 305 6,000 SH   DFND 4,2,5 1,900 0 4,100
DARLING INTERNATIONAL INC COM 237266101 501 25,000 SH   DFND 2,5 25,000 0 0
DATALINK CORP COM 237934104 82 5,900 SH   DFND 4,2,5 5,900 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 5,730 83,219 SH   DFND 2,5 83,219 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,769 25,700 SH   DFND 4,2,5 0 0 25,700
DDR CORP COM 23317H102 1,730 105,000 SH   DFND 2,5 105,000 0 0
DEAN FOODS CO COM NEW 242370203 1,749 113,100 SH   DFND 4,2,5 96,000 0 17,100
DECKERS OUTDOOR CORP COM 243537107 1,428 17,906 SH   DFND 4,2,5 15,581 0 2,325
DEERE & CO COM 244199105 728 8,013 SH   DFND 2,5 4,813 0 3,200
DEERE & CO COM 244199105 23,172 255,200 SH   DFND 4,2,5 39,500 0 215,700
DELPHI AUTOMOTIVE PLC SHS G27823106 2,015 29,697 SH   DFND 2,5 29,697 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 7,356 108,400 SH   DFND 4,2,5 2,700 0 105,700
DELTA AIR LINES INC COM NEW 247361702 171 4,922 SH   DFND 2,5 0 0 4,922
DELTA AIR LINES INC COM NEW 247361702 19,536 563,802 SH   DFND 4,2,5 81,600 0 482,202
DELTA NATURAL GAS CO INC COM 247748106 304 14,691 SH   DFND 4,2,5 12,511 0 2,180
DELUXE CORP COM 248019101 68 1,300 SH   DFND 2,5 0 0 1,300
DELUXE CORP COM 248019101 9,407 179,285 SH   DFND 4,2,5 53,900 0 125,385
DENBURY RESOURCES INC COM NEW 247916208 94 5,746 SH   DFND 2,5 5,746 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 565 12,272 SH   DFND 2,5 12,272 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 402,133 8,958,266 SH   DFND 2,5 8,548,266 0 410,000
DEUTSCHE BANK AG NAMEN AKT D18190898 92,203 2,053,990 SH   DFND 4,2,5 1,414,569 0 639,421
DEVON ENERGY CORP COM 25179M103 426 6,368 SH   DFND 2,5 6,368 0 0
DEVON ENERGY CORP COM 25179M103 147 2,201 SH   DFND 4,2,5 401 0 1,800
DEXCOM INC COM 252131107 7,359 177,921 SH   DFND 2,5 177,921 0 0
DIAMONDBACK ENERGY INC COM 25278X109 4,712 70,000 SH   DFND 2,5 70,000 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 470 27,678 SH   DFND 4,2,5 23,138 0 4,540
DIRECTV COM 25490A309 47,281 618,701 SH   DFND 2,5 618,701 0 0
DIRECTV COM 25490A309 9,507 124,400 SH   DFND 4,2,5 47,300 0 77,100
DISCOVER FINANCIAL SERVICES COM 254709108 44,869 771,084 SH   DFND 2,5 766,284 0 4,800
DISCOVER FINANCIAL SERVICES COM 254709108 124,585 2,141,000 SH   DFND 4,2,5 1,411,700 0 729,300
DISH NETWORK CORP CL A 25470M109 1,219 19,600 SH   DFND 4,2,5 1,600 0 18,000
DOLLAR GENERAL CORP COM 256677105 3,211 57,880 SH   DFND 4,2,5 2,300 0 55,580
DOLLAR TREE INC COM 256746108 1,262 24,187 SH   DFND 4,2,5 2,000 0 22,187
DOMINION RESOURCES INC/VA COM 25746U109 1,284 18,086 SH   DFND 2,5 18,086 0 0
DOMINION RESOURCES INC/VA COM 25746U109 10,961 154,400 SH   DFND 4,2,5 62,800 0 91,600
DOUGLAS EMMETT INC COM 25960P109 388 14,300 SH   DFND 2,5 14,300 0 0
DOVER CORP COM 260003108 2,518 30,800 SH   DFND 4,2,5 0 0 30,800
DOW CHEMICAL CO/THE COM 260543103 283 5,827 SH   DFND 2,5 5,827 0 0
DOW CHEMICAL CO/THE COM 260543103 7,089 145,900 SH   DFND 4,2,5 138,100 0 7,800
DR PEPPER SNAPPLE GROUP INC COM 26138E109 196 3,600 SH   DFND 2,5 0 0 3,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 23,445 430,500 SH   DFND 4,2,5 154,500 0 276,000
DR REDDY'S LABORATORIES LTD ADR 256135203 2,489 56,700 SH   DFND 2,5 56,700 0 0
DRESSER-RAND GROUP INC COM 261608103 3,490 59,746 SH   DFND 2,5 59,746 0 0
DRIL-QUIP INC COM 262037104 20,844 185,942 SH   DFND 2,5 185,942 0 0
DST SYSTEMS INC COM 233326107 3,232 34,100 SH   DFND 4,2,5 0 0 34,100
DTE ENERGY CO COM 233331107 939 12,633 SH   DFND 2,5 12,633 0 0
DTE ENERGY CO COM 233331107 4,480 60,300 SH   DFND 4,2,5 2,700 0 57,600
DUCOMMUN INC COM 264147109 338 13,494 SH   DFND 4,2,5 11,994 0 1,500
DUKE ENERGY CORP COM NEW 26441C204 228 3,203 SH   DFND 2,5 3,203 0 0
DUKE ENERGY CORP COM NEW 26441C204 18,097 254,100 SH   DFND 4,2,5 75,400 0 178,700
DUN & BRADSTREET CORP/THE COM 26483E100 8,638 86,950 SH   DFND 4,2,5 82,070 0 4,880
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 185 7,692 SH   DFND 2,5 7,692 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,752 72,800 SH   DFND 4,2,5 61,500 0 11,300
DYAX CORP COM 26746E103 5,860 652,512 SH   DFND 2,5 652,512 0 0
E2OPEN INC COM 29788A104 3,724 158,000 SH   DFND 2,5 158,000 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 178 49,300 SH   DFND 4,2,5 49,300 0 0
EASTMAN CHEMICAL CO COM 277432100 12,181 141,300 SH   DFND 4,2,5 0 0 141,300
EATON CORP PLC SHS G29183103 1,992 26,523 SH   DFND 2,5 26,523 0 0
EATON CORP PLC SHS G29183103 8,751 116,500 SH   DFND 4,2,5 43,500 0 73,000
EBAY INC COM 278642103 19,954 361,232 SH   DFND 2,5 361,232 0 0
EBAY INC COM 278642103 8,131 147,200 SH   DFND 4,2,5 140,300 0 6,900
EBIX INC COM NEW 278715206 155 9,100 SH   DFND 4,2,5 9,100 0 0
ECHOSTAR CORP CL A 278768106 48 1,000 SH   DFND 2,5 1,000 0 0
ECHOSTAR CORP CL A 278768106 2,735 57,500 SH   DFND 4,2,5 44,800 0 12,700
ECOLAB INC COM 278865100 12,708 117,682 SH   DFND 2,5 117,682 0 0
ECOLAB INC COM 278865100 8,121 75,200 SH   DFND 4,2,5 29,800 0 45,400
ECOPETROL SA SPONSORED ADS 279158109 351 8,600 SH   DFND 4,2,5 8,600 0 0
EDISON INTERNATIONAL COM 281020107 475 8,392 SH   DFND 2,5 8,392 0 0
EDISON INTERNATIONAL COM 281020107 6,352 112,200 SH   DFND 4,2,5 2,500 0 109,700
EDWARDS LIFESCIENCES CORP COM 28176E108 6,053 81,616 SH   DFND 2,5 81,616 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 24,613 366,808 SH   DFND 2,5 366,808 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 87,072 1,297,640 SH   DFND 4,2,5 1,014,130 0 283,510
EINSTEIN NOAH RESTAURANT GROUP INC COM 28257U104 33 2,000 SH   DFND 4,2,5 2,000 0 0
ELBIT SYSTEMS LTD ORD M3760D101 779 12,800 SH   DFND 2,5 12,800 0 0
ELBIT SYSTEMS LTD ORD M3760D101 779 12,800 SH   DFND 4,2,5 12,800 0 0
ELDORADO GOLD CORP COM 284902103 1,284 230,528 SH   DFND 2,5 224,328 0 6,200
ELDORADO GOLD CORP COM 284902103 2,755 494,500 SH   DFND 4,2,5 209,700 0 284,800
ELECTRO SCIENTIFIC INDUSTRIES INC COM 285229100 70 7,100 SH   DFND 4,2,5 7,100 0 0
ELECTRONIC ARTS INC COM 285512109 2,254 77,700 SH   DFND 4,2,5 0 0 77,700
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2,905 2,500,000 PRN   DFND 2,5 0 0 0
ELI LILLY & CO COM 532457108 223 3,791 SH   DFND 2,5 3,791 0 0
ELI LILLY & CO COM 532457108 47,787 811,880 SH   DFND 4,2,5 130,420 0 681,460
EMC CORP/MA COM 268648102 285 10,406 SH   DFND 2,5 10,406 0 0
EMC CORP/MA COM 268648102 14,980 546,500 SH   DFND 4,2,5 229,100 0 317,400
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,097 43,400 SH   DFND 4,2,5 31,400 0 12,000
EMERSON ELECTRIC CO COM 291011104 228 3,411 SH   DFND 2,5 3,411 0 0
EMERSON ELECTRIC CO COM 291011104 8,464 126,700 SH   DFND 4,2,5 73,000 0 53,700
EMULEX CORP COM NEW 292475209 837 113,300 SH   DFND 4,2,5 97,200 0 16,100
ENBRIDGE INC COM 29250N105 1,751 38,497 SH   DFND 2,5 37,997 0 500
ENBRIDGE INC COM 29250N105 3,776 83,000 SH   DFND 4,2,5 40,400 0 42,600
ENCANA CORP COM 292505104 243 11,366 SH   DFND 2,5 11,366 0 0
ENCANA CORP COM 292505104 118 5,500 SH   DFND 4,2,5 1,100 0 4,400
ENCORE CAPITAL GROUP INC COM 292554102 1,472 32,200 SH   DFND 4,2,5 27,500 0 4,700
ENDEAVOUR INTERNATIONAL CORP COM NEW 29259G200 46 14,300 SH   DFND 4,2,5 14,300 0 0
ENDO INTERNATIONAL PLC SHS G30401106 4,975 72,470 SH   DFND 2,5 72,470 0 0
ENDO INTERNATIONAL PLC SHS G30401106 12,369 180,170 SH   DFND 4,2,5 152,750 0 27,420
ENDOLOGIX INC COM 29266S106 4,702 365,323 SH   DFND 2,5 365,323 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 2,476 46,000 SH   DFND 4,2,5 36,700 0 9,300
ENERGIZER HOLDINGS INC COM 29266R108 10 100 SH   DFND 2,5 100 0 0
ENERGIZER HOLDINGS INC COM 29266R108 5,208 51,700 SH   DFND 4,2,5 37,400 0 14,300
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,215 13,640 SH   DFND 1,2,5,3 13,640 0 0
ENERGY XXI BERMUDA LTD USD UNRS SHS G10082140 1,895 80,400 SH   DFND 4,2,5 71,800 0 8,600
ENERSIS SA SPONSORED ADR 29274F104 839 54,000 SH   DFND 4,2,5 54,000 0 0
ENERSYS INC COM 29275Y102 76 1,100 SH   DFND 2,5 1,100 0 0
ENERSYS INC COM 29275Y102 5,092 73,483 SH   DFND 4,2,5 50,400 0 23,083
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 774 22,800 SH   DFND 4,2,5 22,800 0 0
ENSCO PLC SHS CLASS A G3157S106 1,444 27,360 SH   DFND 2,5 27,360 0 0
ENSCO PLC SHS CLASS A G3157S106 164 3,100 SH   DFND 4,2,5 0 0 3,100
ENTERCOM COMMUNICATIONS CORP CL A 293639100 340 33,754 SH   DFND 4,2,5 26,524 0 7,230
ENTERGY CORP COM 29364G103 6,951 103,984 SH   DFND 2,5 100,984 0 3,000
ENTERGY CORP COM 29364G103 36,057 539,370 SH   DFND 4,2,5 279,120 0 260,250
EOG RESOURCES INC COM 26875P101 68,469 349,029 SH   DFND 2,5 349,029 0 0
EOG RESOURCES INC COM 26875P101 6,003 30,600 SH   DFND 4,2,5 29,000 0 1,600
EPAM SYSTEMS INC COM 29414B104 428 13,000 SH   DFND 2,5 13,000 0 0
EPAM SYSTEMS INC COM 29414B104 480 14,600 SH   DFND 4,2,5 0 0 14,600
EPIQ SYSTEMS INC COM 26882D109 127 9,300 SH   DFND 4,2,5 9,300 0 0
EPIZYME INC COM 29428V104 1,662 73,000 SH   DFND 2,5 73,000 0 0
EPL OIL & GAS INC COM 26883D108 706 18,300 SH   DFND 4,2,5 0 0 18,300
EPLUS INC COM 294268107 45 800 SH   DFND 2,5 0 0 800
EPLUS INC COM 294268107 501 8,990 SH   DFND 4,2,5 5,000 0 3,990
EPR PROPERTIES COM SH BEN INT 26884U109 1,281 24,000 SH   DFND 4,2,5 20,500 0 3,500
EQT CORP COM 26884L109 7,361 75,910 SH   DFND 2,5 75,910 0 0
EQUIFAX INC COM 294429105 5,667 83,300 SH   DFND 4,2,5 69,000 0 14,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,065 35,610 SH   DFND 2,5 35,610 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,670 28,790 SH   DFND 4,2,5 28,700 0 90
ESSA BANCORP INC COM 29667D104 60 5,500 SH   DFND 4,2,5 5,500 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 40,711 608,723 SH   DFND 2,5 608,723 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 1,598 23,900 SH   DFND 4,2,5 2,100 0 21,800
ESTERLINE TECHNOLOGIES CORP COM 297425100 3,697 34,700 SH   DFND 4,2,5 27,700 0 7,000
EVERBANK FINANCIAL CORP COM 29977G102 411 20,830 SH   DFND 2,5 20,830 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 318 5,761 SH   DFND 2,5 5,761 0 0
EVEREST RE GROUP LTD COM G3223R108 199 1,300 SH   DFND 4,2,5 0 0 1,300
EXACTECH INC COM 30064E109 143 6,317 SH   DFND 4,2,5 5,508 0 809
EXELIXIS INC COM 30161Q104 3,678 1,039,070 SH   DFND 2,5 1,039,070 0 0
EXELON CORP COM 30161N101 34,070 1,015,200 SH   DFND 4,2,5 802,660 0 212,540
EXFO INC SUB VTG SHS 302046107 58 11,800 SH   DFND 4,2,5 10,300 0 1,500
EXPEDIA INC COM NEW 30212P303 15,046 207,530 SH   DFND 2,5 207,530 0 0
EXPEDIA INC COM NEW 30212P303 47,973 661,700 SH   DFND 4,2,5 550,400 0 111,300
EXPRESS SCRIPTS HOLDING CO COM 30219G108 22,864 304,493 SH   DFND 2,5 304,493 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 7,712 102,705 SH   DFND 4,2,5 97,905 0 4,800
EXTERRAN HOLDINGS INC COM 30225X103 1,518 34,600 SH   DFND 4,2,5 33,600 0 1,000
EXTRA SPACE STORAGE INC COM 30225T102 2,527 52,100 SH   DFND 2,5 52,100 0 0
EXXON MOBIL CORP COM 30231G102 66,234 678,072 SH   DFND 2,5 673,672 0 4,400
EXXON MOBIL CORP COM 30231G102 228,571 2,340,000 SH   DFND 4,2,5 1,479,500 0 860,500
EZCORP INC CL A NON VTG 302301106 2,159 200,049 SH   DFND 4,2,5 37,649 0 162,400
F5 NETWORKS INC COM 315616102 54,534 511,436 SH   DFND 2,5 511,436 0 0
FACEBOOK INC CL A 30303M102 40,494 672,212 SH   DFND 2,5 672,212 0 0
FACEBOOK INC CL A 30303M102 24,451 405,896 SH   DFND 4,2,5 365,500 0 40,396
FASTENAL CO COM 311900104 1,409 28,576 SH   DFND 4,2,5 2,400 0 26,176
FBL FINANCIAL GROUP INC CL A 30239F106 113 2,600 SH   DFND 4,2,5 2,600 0 0
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 137 4,110 SH   DFND 4,2,5 3,410 0 700
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 890 7,760 SH   DFND 2,5 7,760 0 0
FEDEX CORP COM 31428X106 2,884 21,759 SH   DFND 2,5 21,759 0 0
FEDEX CORP COM 31428X106 8,988 67,800 SH   DFND 4,2,5 34,000 0 33,800
FELCOR LODGING TRUST INC COM 31430F101 1,328 146,900 SH   DFND 4,2,5 123,400 0 23,500
FERRO CORP COM 315405100 561 41,100 SH   DFND 4,2,5 38,100 0 3,000
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 18,132 339,226 SH   DFND 2,5 339,226 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 62,455 1,168,466 SH   DFND 4,2,5 937,036 0 231,430
FIFTH THIRD BANCORP COM 316773100 7,323 319,100 SH   DFND 4,2,5 130,600 0 188,500
FINANCIAL ENGINES INC COM 317485100 883 17,381 SH   DFND 2,5 17,381 0 0
FIRST CITIZENS BANCSHARES INC/NC CL A 31946M103 224 929 SH   DFND 4,2,5 0 0 929
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 7 779 SH   DFND 4,2,5 779 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 408 15,042 SH   DFND 4,2,5 11,000 0 4,042
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 773 40,000 SH   DFND 2,5 40,000 0 0
FIRST INTERSTATE BANCSYSTEM INC COM CL A 32055Y201 776 27,500 SH   DFND 4,2,5 22,300 0 5,200
FIRST MAJESTIC SILVER CORP COM 32076V103 1,884 195,042 SH   DFND 2,5 195,042 0 0
FIRST MERCHANTS CORP COM 320817109 496 22,900 SH   DFND 4,2,5 16,700 0 6,200
FIRST NIAGARA FINANCIAL GROUP INC COM 33582V108 28 3,000 SH   DFND 4,2,5 0 0 3,000
FIRST REPUBLIC BANK/CA COM 33616C100 1,164 21,566 SH   DFND 2,5 21,566 0 0
FIRSTENERGY CORP COM 337932107 11,686 343,400 SH   DFND 4,2,5 128,200 0 215,200
FIRSTSERVICE CORP/CANADA SUB VTG SH 33761N109 861 18,100 SH   DFND 4,2,5 11,800 0 6,300
FISERV INC COM 337738108 7,318 129,086 SH   DFND 2,5 129,086 0 0
FISERV INC COM 337738108 43,776 772,200 SH   DFND 4,2,5 586,500 0 185,700
FIVE STAR QUALITY CARE INC COM 33832D106 10 2,100 SH   DFND 4,2,5 2,100 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 1,414 153,000 SH   DFND 4,2,5 114,400 0 38,600
FLOTEK INDUSTRIES INC COM 343389102 3,203 115,000 SH   DFND 2,5 115,000 0 0
FLOWSERVE CORP COM 34354P105 697 8,900 SH   DFND 4,2,5 800 0 8,100
FLUSHING FINANCIAL CORP COM 343873105 217 10,300 SH   DFND 4,2,5 10,300 0 0
FMC CORP COM NEW 302491303 766 10,000 SH   DFND 2,5 10,000 0 0
FMC CORP COM NEW 302491303 1,279 16,700 SH   DFND 4,2,5 1,600 0 15,100
FMC TECHNOLOGIES INC COM 30249U101 1,187 22,700 SH   DFND 4,2,5 2,000 0 20,700
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 335 3,598 SH   DFND 2,5 3,598 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 503 10,700 SH   DFND 4,2,5 0 0 10,700
FORD MOTOR CO COM PAR $0.01 345370860 4,048 259,470 SH   DFND 2,5 252,470 0 7,000
FORD MOTOR CO COM PAR $0.01 345370860 26,223 1,680,980 SH   DFND 4,2,5 1,023,580 0 657,400
FOREST LABORATORIES INC COM 345838106 10,886 117,981 SH   DFND 2,5 117,981 0 0
FORESTAR GROUP INC COM 346233109 826 46,400 SH   DFND 4,2,5 39,900 0 6,500
FORTEGRA FINANCIAL CORP COM 34954W104 14 2,000 SH   DFND 4,2,5 2,000 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 16,852 400,468 SH   DFND 2,5 400,468 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 34,538 820,775 SH   DFND 4,2,5 655,349 0 165,426
FRANKLIN RESOURCES INC COM 354613101 13,106 241,900 SH   DFND 2,5 241,900 0 0
FRANKLIN RESOURCES INC COM 354613101 58,203 1,074,260 SH   DFND 4,2,5 801,490 0 272,770
FREEPORT-MCMORAN COPPER & GOLD INC COM 35671D857 65 1,976 SH   DFND 2,5 1,976 0 0
FREEPORT-MCMORAN COPPER & GOLD INC COM 35671D857 6,379 192,900 SH   DFND 4,2,5 94,100 0 98,800
FRESH DEL MONTE PRODUCE INC ORD G36738105 219 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 1,761 24,600 SH   DFND 4,2,5 18,600 0 6,000
GAMESTOP CORP CL A 36467W109 160 3,890 SH   DFND 2,5 3,890 0 0
GAMESTOP CORP CL A 36467W109 9,308 226,470 SH   DFND 4,2,5 214,600 0 11,870
GANNETT CO INC COM 364730101 83 3,000 SH   DFND 2,5 3,000 0 0
GANNETT CO INC COM 364730101 9,715 352,000 SH   DFND 4,2,5 328,540 0 23,460
GAP INC/THE COM 364760108 220 5,500 SH   DFND 2,5 0 0 5,500
GAP INC/THE COM 364760108 19,420 484,780 SH   DFND 4,2,5 2,500 0 482,280
GARMIN LTD SHS H2906T109 94 1,700 SH   DFND 4,2,5 0 0 1,700
GASLOG LTD SHS G37585109 2,911 125,000 SH   DFND 2,5 125,000 0 0
GATX CORP COM 361448103 720 10,600 SH   DFND 4,2,5 10,600 0 0
GENERAC HOLDINGS INC COM 368736104 392 6,642 SH   DFND 2,5 6,642 0 0
GENERAL CABLE CORP COM 369300108 1,695 66,200 SH   DFND 4,2,5 56,700 0 9,500
GENERAL DYNAMICS CORP COM 369550108 425 3,900 SH   DFND 4,2,5 1,700 0 2,200
GENERAL ELECTRIC CO COM 369604103 32,568 1,257,955 SH   DFND 2,5 1,251,055 0 6,900
GENERAL ELECTRIC CO COM 369604103 114,079 4,406,300 SH   DFND 4,2,5 3,008,500 0 1,397,800
GENERAL GROWTH PROPERTIES INC COM 370023103 2,134 97,000 SH   DFND 2,5 97,000 0 0
GENERAL MILLS INC COM 370334104 1,017 19,627 SH   DFND 2,5 19,627 0 0
GENERAL MILLS INC COM 370334104 19,899 384,010 SH   DFND 4,2,5 83,900 0 300,110
GENERAL MOTORS CO COM 37045V100 2,246 65,263 SH   DFND 2,5 61,463 0 3,800
GENERAL MOTORS CO COM 37045V100 24,489 711,490 SH   DFND 4,2,5 646,990 0 64,500
GENERAL MOTORS CO *W EXP 07/10/201 37045V118 250 10,064 SH   DFND 2,5 10,064 0 0
GENERAL MOTORS CO *W EXP 07/10/201 37045V126 175 10,064 SH   DFND 2,5 10,064 0 0
GENESIS ENERGY LP UNIT LTD PARTN 371927104 2,168 40,000 SH   DFND 2,5 40,000 0 0
GENOCEA BIOSCIENCES INC COM 372427104 3,032 166,684 SH   DFND 2,5 166,684 0 0
GENUINE PARTS CO COM 372460105 2,597 29,900 SH   DFND 4,2,5 2,500 0 27,400
GENWORTH FINANCIAL INC COM CL A 37247D106 8,432 475,560 SH   DFND 4,2,5 445,160 0 30,400
GERMAN AMERICAN BANCORP INC COM 373865104 110 3,800 SH   DFND 4,2,5 3,800 0 0
GERON CORP COM 374163103 419 201,472 SH   DFND 2,5 201,472 0 0
GILDAN ACTIVEWEAR INC COM 375916103 20 400 SH   DFND 4,2,5 400 0 0
GILEAD SCIENCES INC COM 375558103 134,044 1,891,676 SH   DFND 2,5 1,891,676 0 0
GILEAD SCIENCES INC COM 375558103 43,361 611,926 SH   DFND 4,2,5 526,926 0 85,000
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 12,535 4,000,000 PRN   DFND 2,5 0 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 55,991 18,000,000 PRN   DFND 2,5 0 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 654 37,690 SH   DFND 4,2,5 29,890 0 7,800
GLOBAL PAYMENTS INC COM 37940X102 472 6,636 SH   DFND 2,5 6,636 0 0
GLOBAL SHIP LEASE INC SHS A Y27183105 60 13,800 SH   DFND 4,2,5 13,800 0 0
GLOBAL SOURCES LTD ORD G39300101 670 74,802 SH   DFND 4,2,5 62,902 0 11,900
GOLDCORP INC COM 380956409 11,425 467,582 SH   DFND 2,5 466,982 0 600
GOLDCORP INC COM 380956409 1,134 46,400 SH   DFND 4,2,5 1,200 0 45,200
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 18,786 114,656 SH   DFND 2,5 113,656 0 1,000
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,072 122,500 SH   DFND 4,2,5 47,600 0 74,900
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 125 4,800 SH   DFND 2,5 4,800 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 12,563 480,800 SH   DFND 4,2,5 439,000 0 41,800
GOOGLE INC CL A 38259P508 159,774 143,358 SH   DFND 2,5 143,108 0 250
GOOGLE INC CL A 38259P508 184,986 165,980 SH   DFND 4,2,5 119,580 0 46,400
GRACO INC COM 384109104 2,664 35,643 SH   DFND 2,5 35,643 0 0
GRAHAM HOLDINGS CO COM 384637104 3,857 5,480 SH   DFND 2,5 5,480 0 0
GRAHAM HOLDINGS CO COM 384637104 18,193 25,851 SH   DFND 4,2,5 21,861 0 3,990
GRAN TIERRA ENERGY INC COM 38500T101 3,141 419,986 SH   DFND 2,5 419,986 0 0
GRAN TIERRA ENERGY INC COM 38500T101 227 30,300 SH   DFND 4,2,5 30,300 0 0
GRANA Y MONTERO SA SPONSORED ADR 38500P208 14,841 859,863 SH   DFND 2,5 518,034 0 341,829
GRAPHIC PACKAGING HOLDING CO COM 388689101 2,877 283,200 SH   DFND 4,2,5 150,800 0 132,400
GRAY TELEVISION INC COM 389375106 258 24,860 SH   DFND 4,2,5 24,860 0 0
GREAT PLAINS ENERGY INC COM 391164100 4,374 161,776 SH   DFND 4,2,5 0 0 161,776
GREATBATCH INC COM 39153L106 1,446 31,500 SH   DFND 4,2,5 27,100 0 4,400
GREEN PLAINS RENEWABLE ENERGY INC COM 393222104 222 7,400 SH   DFND 4,2,5 7,400 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 538 16,400 SH   DFND 4,2,5 8,100 0 8,300
GRIFOLS SA SP ADR REP B NVT 398438408 3,921 94,947 SH   DFND 2,5 94,947 0 0
GROUPON INC COM CL A 399473107 2,352 300,000 SH   DFND 2,5 300,000 0 0
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 25,757 773,721 SH   DFND 2,5 451,672 0 322,049
GUESS? INC COM 401617105 1,195 43,300 SH   DFND 4,2,5 43,300 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,776 39,000 SH   DFND 2,5 39,000 0 0
H&R BLOCK INC COM 093671105 455 15,069 SH   DFND 2,5 15,069 0 0
HAIN CELESTIAL GROUP INC/THE COM 405217100 14,086 154,000 SH   DFND 2,5 154,000 0 0
HALLIBURTON CO COM 406216101 1,676 28,466 SH   DFND 2,5 28,466 0 0
HALLIBURTON CO COM 406216101 10,300 174,900 SH   DFND 4,2,5 92,400 0 82,500
HALOZYME THERAPEUTICS INC COM 40637H109 1,558 122,706 SH   DFND 2,5 122,706 0 0
HANDY & HARMAN LTD COM 410315105 481 21,861 SH   DFND 4,2,5 18,400 0 3,461
HANESBRANDS INC COM 410345102 13,460 176,000 SH   DFND 2,5 176,000 0 0
HANESBRANDS INC COM 410345102 44,227 578,282 SH   DFND 4,2,5 406,770 0 171,512
HANOVER INSURANCE GROUP INC/THE COM 410867105 927 15,090 SH   DFND 4,2,5 13,370 0 1,720
HARDINGE INC COM 412324303 649 45,100 SH   DFND 4,2,5 38,200 0 6,900
HARLEY-DAVIDSON INC COM 412822108 2,380 35,734 SH   DFND 2,5 35,734 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 8,911 83,750 SH   DFND 2,5 83,750 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 34,490 324,150 SH   DFND 4,2,5 277,130 0 47,020
HARRIS CORP COM 413875105 14,947 204,300 SH   DFND 2,5 204,300 0 0
HARRIS CORP COM 413875105 42,501 580,928 SH   DFND 4,2,5 505,740 0 75,188
HARVARD BIOSCIENCE INC COM 416906105 489 103,100 SH   DFND 4,2,5 87,200 0 15,900
HAWAIIAN HOLDINGS INC COM 419879101 972 69,600 SH   DFND 4,2,5 59,400 0 10,200
HCA HOLDINGS INC COM 40412C101 11,420 217,515 SH   DFND 2,5 217,515 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 4,326 95,100 SH   DFND 4,2,5 74,800 0 20,300
HCP INC COM 40414L109 3,812 98,280 SH   DFND 2,5 98,280 0 0
HCP INC COM 40414L109 5,659 145,900 SH   DFND 4,2,5 116,310 0 29,590
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,908 290,222 SH   DFND 2,5 32,125 0 258,097
HEALTH CARE REIT INC COM 42217K106 436 7,309 SH   DFND 2,5 7,309 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 4,449 47,446 SH   DFND 2,5 47,446 0 0
HECLA MINING CO COM 422704106 7,004 2,281,304 SH   DFND 2,5 2,281,304 0 0
HELIX ENERGY SOLUTIONS GROUP INC COM 42330P107 1,383 60,200 SH   DFND 4,2,5 46,700 0 13,500
HELMERICH & PAYNE INC COM 423452101 4,302 40,000 SH   DFND 2,5 40,000 0 0
HELMERICH & PAYNE INC COM 423452101 15,122 140,589 SH   DFND 4,2,5 0 0 140,589
HENRY SCHEIN INC COM 806407102 1,131 9,475 SH   DFND 2,5 9,475 0 0
HENRY SCHEIN INC COM 806407102 2,220 18,600 SH   DFND 4,2,5 1,400 0 17,200
HERBALIFE LTD COM USD SHS G4412G101 109 1,900 SH   DFND 2,5 1,900 0 0
HERBALIFE LTD COM USD SHS G4412G101 407 7,100 SH   DFND 4,2,5 3,400 0 3,700
HERITAGE FINANCIAL GROUP INC COM 42726X102 39 2,000 SH   DFND 4,2,5 2,000 0 0
HERSHEY CO/THE COM 427866108 1,250 11,972 SH   DFND 2,5 11,972 0 0
HERSHEY CO/THE COM 427866108 3,477 33,300 SH   DFND 4,2,5 2,900 0 30,400
HERTZ GLOBAL HOLDINGS INC COM 42805T105 147 5,500 SH   DFND 2,5 0 0 5,500
HERTZ GLOBAL HOLDINGS INC COM 42805T105 11,709 439,530 SH   DFND 4,2,5 0 0 439,530
HESS CORP COM 42809H107 1,330 16,050 SH   DFND 2,5 12,950 0 3,100
HESS CORP COM 42809H107 36,376 438,900 SH   DFND 4,2,5 199,000 0 239,900
HEWLETT-PACKARD CO COM 428236103 43,100 1,331,890 SH   DFND 2,5 1,315,190 0 16,700
HEWLETT-PACKARD CO COM 428236103 167,149 5,165,300 SH   DFND 4,2,5 3,310,800 0 1,854,500
HEXCEL CORP COM 428291108 45,282 1,040,000 SH   DFND 2,5 1,040,000 0 0
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 436 5,550 SH   DFND 4,2,5 4,650 0 900
HITTITE MICROWAVE CORP COM 43365Y104 4,476 71,000 SH   DFND 2,5 71,000 0 0
HMS HOLDINGS CORP COM 40425J101 4,179 219,349 SH   DFND 2,5 219,349 0 0
HOLLYFRONTIER CORP COM 436106108 149 3,132 SH   DFND 2,5 3,132 0 0
HOLLYFRONTIER CORP COM 436106108 6,918 145,400 SH   DFND 4,2,5 0 0 145,400
HOLOGIC INC COM 436440101 7,214 335,533 SH   DFND 2,5 335,533 0 0
HOLOGIC INC COM 436440101 80 3,700 SH   DFND 4,2,5 3,700 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,715 1,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 14,993 189,476 SH   DFND 2,5 189,476 0 0
HOME DEPOT INC COM 437076102 42,123 532,325 SH   DFND 4,2,5 262,460 0 269,865
HONEYWELL INTERNATIONAL INC COM 438516106 494 5,323 SH   DFND 2,5 5,323 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 24,782 267,160 SH   DFND 4,2,5 128,700 0 138,460
HORIZON BANCORP/IN COM 440407104 413 18,521 SH   DFND 4,2,5 14,000 0 4,521
HORMEL FOODS CORP COM 440452100 707 14,347 SH   DFND 2,5 14,347 0 0
HORMEL FOODS CORP COM 440452100 877 17,800 SH   DFND 4,2,5 1,500 0 16,300
HOSPIRA INC COM 441060100 8,717 201,556 SH   DFND 2,5 201,556 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,417 70,000 SH   DFND 2,5 70,000 0 0
HUBBELL INC CL B 443510201 364 3,036 SH   DFND 2,5 3,036 0 0
HUMANA INC COM 444859102 282 2,500 SH   DFND 2,5 0 0 2,500
HUMANA INC COM 444859102 19,106 169,500 SH   DFND 4,2,5 0 0 169,500
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 3,013 29,460 SH   DFND 4,2,5 23,930 0 5,530
HUNTSMAN CORP COM 447011107 8,350 341,932 SH   DFND 2,5 341,932 0 0
HUNTSMAN CORP COM 447011107 22,229 910,295 SH   DFND 4,2,5 790,800 0 119,495
HURCO COS INC COM 447324104 293 11,000 SH   DFND 4,2,5 7,400 0 3,600
HUTCHINSON TECHNOLOGY INC COM 448407106 20 6,900 SH   DFND 4,2,5 6,900 0 0
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 107 1,100 SH   DFND 2,5 0 0 1,100
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 7,459 76,501 SH   DFND 4,2,5 12,400 0 64,101
IAC/INTERACTIVECORP COM PAR $.001 44919P508 10,293 144,180 SH   DFND 2,5 144,180 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 29,199 409,000 SH   DFND 4,2,5 325,400 0 83,600
IAMGOLD CORP COM 450913108 755 214,100 SH   DFND 4,2,5 56,900 0 157,200
ICF INTERNATIONAL INC COM 44925C103 52 1,300 SH   DFND 2,5 0 0 1,300
ICF INTERNATIONAL INC COM 44925C103 2,281 57,300 SH   DFND 4,2,5 21,600 0 35,700
ICICI BANK LTD ADR 45104G104 8,710 198,859 SH   DFND 2,5 15,440 0 183,419
IDACORP INC COM 451107106 1,370 24,700 SH   DFND 4,2,5 0 0 24,700
IDEX CORP COM 45167R104 5,010 68,740 SH   DFND 2,5 68,740 0 0
IDEXX LABORATORIES INC COM 45168D104 1,571 12,942 SH   DFND 2,5 12,942 0 0
IHS INC CL A 451734107 19,319 159,000 SH   DFND 2,5 159,000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 230 2,824 SH   DFND 2,5 2,824 0 0
ILLINOIS TOOL WORKS INC COM 452308109 5,620 69,100 SH   DFND 4,2,5 41,600 0 27,500
ILLUMINA INC COM 452327109 30,314 203,915 SH   DFND 2,5 203,915 0 0
ILLUMINA INC COM 452327109 104 700 SH   DFND 4,2,5 0 0 700
IMPERIAL HOLDINGS INC COM 452834104 20 3,450 SH   DFND 4,2,5 3,450 0 0
IMPERIAL OIL LTD COM NEW 453038408 193 4,142 SH   DFND 2,5 4,142 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,933 127,200 SH   DFND 4,2,5 4,100 0 123,100
IMPERVA INC COM 45321L100 3,342 60,000 SH   DFND 2,5 60,000 0 0
INCYTE CORP LTD COM 45337C102 20,310 379,486 SH   DFND 2,5 379,486 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 308 25,923 SH   DFND 2,5 25,923 0 0
INFOBLOX INC COM 45672H104 3,009 150,000 SH   DFND 2,5 150,000 0 0
INFORMATICA CORP COM 45666Q102 4,345 115,000 SH   DFND 2,5 115,000 0 0
INGLES MARKETS INC CL A 457030104 2,252 94,555 SH   DFND 4,2,5 4,306 0 90,249
INGRAM MICRO INC CL A 457153104 7,370 249,320 SH   DFND 4,2,5 39,000 0 210,320
INGREDION INC COM 457187102 136 2,000 SH   DFND 2,5 0 0 2,000
INGREDION INC COM 457187102 15,223 223,600 SH   DFND 4,2,5 0 0 223,600
INNOSPEC INC COM 45768S105 1,375 30,400 SH   DFND 4,2,5 26,420 0 3,980
INSIGHT ENTERPRISES INC COM 45765U103 1,413 56,269 SH   DFND 4,2,5 48,400 0 7,869
INSMED INC COM PAR $.01 457669307 113 5,910 SH   DFND 2,5 0 0 5,910
INSULET CORP COM 45784P101 6,728 141,885 SH   DFND 2,5 141,885 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 457 37,400 SH   DFND 4,2,5 37,400 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 137 2,300 SH   DFND 4,2,5 0 0 2,300
INTEL CORP COM 458140100 9,766 378,397 SH   DFND 2,5 357,197 0 21,200
INTEL CORP COM 458140100 91,280 3,536,602 SH   DFND 4,2,5 1,018,502 0 2,518,100
INTEL CORP SDCV 2.950%12/1 458140AD2 23,538 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 13,981 10,000,000 PRN   DFND 2,5 0 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 1,469 67,800 SH   DFND 4,2,5 50,000 0 17,800
INTERCONTINENTALEXCHANGE GROUP INC COM 45866F104 14,786 74,743 SH   DFND 2,5 74,743 0 0
INTERMUNE INC COM 45884X103 3,819 114,093 SH   DFND 2,5 114,093 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 41,324 214,683 SH   DFND 2,5 214,283 0 400
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 109,810 570,470 SH   DFND 4,2,5 358,870 0 211,600
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 3,647 38,120 SH   DFND 2,5 38,120 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 16,007 167,317 SH   DFND 4,2,5 109,986 0 57,331
INTERNATIONAL GAME TECHNOLOGY COM 459902102 7,249 515,580 SH   DFND 2,5 509,280 0 6,300
INTERNATIONAL GAME TECHNOLOGY COM 459902102 32,741 2,328,680 SH   DFND 4,2,5 1,584,980 0 743,700
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 5,006 5,000,000 PRN   DFND 2,5 0 0 0
INTERNATIONAL PAPER CO COM 460146103 778 16,955 SH   DFND 2,5 16,955 0 0
INTERNATIONAL PAPER CO COM 460146103 3,120 68,000 SH   DFND 4,2,5 0 0 68,000
INTERNATIONAL RECTIFIER CORP COM 460254105 2,595 94,700 SH   DFND 4,2,5 81,400 0 13,300
INTERNATIONAL SHIPHOLDING CORP COM NEW 460321201 50 1,700 SH   DFND 4,2,5 1,700 0 0
INTERPUBLIC GROUP OF COS INC/THE COM 460690100 4,820 281,200 SH   DFND 4,2,5 281,200 0 0
INTERSECTIONS INC COM 460981301 250 42,400 SH   DFND 4,2,5 35,700 0 6,700
INTERVAL LEISURE GROUP INC COM 46113M108 65 2,500 SH   DFND 4,2,5 2,500 0 0
INTUIT INC COM 461202103 4,353 56,000 SH   DFND 2,5 56,000 0 0
INTUIT INC COM 461202103 2,843 36,577 SH   DFND 4,2,5 2,800 0 33,777
INTUITIVE SURGICAL INC COM NEW 46120E602 1,489 3,400 SH   DFND 4,2,5 300 0 3,100
INVESCO MORTGAGE CAPITAL INC COM 46131B100 8 500 SH   DFND 4,2,5 500 0 0
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 1,115 55,180 SH   DFND 4,2,5 41,200 0 13,980
IPG PHOTONICS CORP COM 44980X109 19,736 277,652 SH   DFND 2,5 277,652 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 25 3,300 SH   DFND 2,5 0 0 3,300
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,108 413,900 SH   DFND 4,2,5 90,600 0 323,300
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 8,997 730,244 SH   DFND 2,5 730,244 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 331 5,780 SH   DFND 1,2,5,3 5,780 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 122 2,410 SH   DFND 1,2,5,3 2,410 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 4,930 137,790 SH   DFND 1,2,5,3 137,790 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 47,358 251,717 SH   DFND 1,2,5,3 251,717 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 2,025 10,761 SH   DFND 2,5 0 0 10,761
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 530 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 6,324 74,350 SH   DFND 1,2,5,3 74,350 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 516 15,390 SH   DFND 1,2,5,3 15,390 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 37,002 766,400 SH   DFND 1,2,5,3 766,400 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 1,638 32,310 SH   DFND 1,2,5,3 32,310 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 28 2,540 SH   DFND 1,2,5,3 2,540 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 278 6,340 SH   DFND 1,2,5,3 6,340 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 194 4,435 SH   DFND 2,5 4,435 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 187 2,058 SH   DFND 2,5 2,058 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 3,069 73,680 SH   DFND 1,2,5,3 73,680 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 21 251 SH   DFND 2,5 251 0 0
ISHARES GOLD TRUST ISHARES 464285105 13,504 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 5,186 54,940 SH   DFND 1,2,5,3 54,940 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 186 1,590 SH   DFND 1,2,5,3 1,590 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,759 103,220 SH   DFND 1,2,5,3 103,220 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,567 40,550 SH   DFND 1,2,5,3 40,550 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 1,884 18,305 SH   DFND 1,2,5,3 18,305 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 8,242 73,970 SH   DFND 1,2,5,3 73,970 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,209 33,047 SH   DFND 1,2,5,3 33,047 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 438 5,670 SH   DFND 1,2,5,3 5,670 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 15,187 137,324 SH   DFND 1,2,5,3 137,324 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 50,704 509,023 SH   DFND 1,2,5,3 509,023 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 8,426 103,206 SH   DFND 1,2,5,3 103,206 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 873 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 512 3,530 SH   DFND 1,2,5,3 3,530 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 27,119 229,937 SH   DFND 1,2,5,3 229,937 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,355 21,060 SH   DFND 1,2,5,3 21,060 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 2,463 95,215 SH   DFND 1,2,5,3 95,215 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,625 131,337 SH   DFND 1,2,5,3 131,337 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,194 68,797 SH   DFND 1,2,5,3 68,797 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 2,956 81,616 SH   DFND 1,2,5,3 81,616 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,394 47,158 SH   DFND 1,2,5,3 47,158 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 558 12,400 SH   DFND 2,5 0 0 12,400
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 55,729 829,307 SH   DFND 1,2,5,3 829,307 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 12,346 174,009 SH   DFND 1,2,5,3 174,009 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 688 10,970 SH   DFND 1,2,5,3 10,970 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 9,508 182,150 SH   DFND 1,2,5,3 182,150 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 12,582 218,510 SH   DFND 1,2,5,3 218,510 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,630 64,132 SH   DFND 1,2,5,3 64,132 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 369 8,992 SH   DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 4,843 165,867 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 9,854 314,310 SH   DFND 1,2,5,3 314,310 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 21 668 SH   DFND 2,5 668 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 185 6,740 SH   DFND 1,2,5,3 6,740 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 453 44,830 SH   DFND 1,2,5,3 44,830 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 417 21,077 SH   DFND 1,2,5,3 21,077 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 591 21,400 SH   DFND 1,2,5,3 21,400 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 456 11,600 SH   DFND 1,2,5,3 11,600 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,024 19,400 SH   DFND 1,2,5,3 19,400 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 6,286 354,948 SH   DFND 1,2,5,3 354,948 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 16,315 1,440,012 SH   DFND 1,2,5,3 1,440,012 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 317 20,262 SH   DFND 1,2,5,3 20,262 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 598 9,348 SH   DFND 1,2,5,3 9,348 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,317 88,693 SH   DFND 1,2,5,3 88,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,692 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 10,645 221,348 SH   DFND 1,2,5,3 221,348 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,426 29,656 SH   DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 231 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 760 58,226 SH   DFND 1,2,5,3 58,226 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 369 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 2,669 65,421 SH   DFND 1,2,5,3 65,421 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,816 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 1,243 36,200 SH   DFND 1,2,5,3 36,200 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 405 5,568 SH   DFND 1,2,5,3 5,568 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 583 11,984 SH   DFND 1,2,5,3 11,984 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UK ETF 464286699 2,518 122,300 SH   DFND 1,2,5,3 122,300 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 256 7,090 SH   DFND 1,2,5,3 7,090 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 288 6,490 SH   DFND 1,2,5,3 6,490 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 28,973 318,450 SH   DFND 1,2,5,3 318,450 0 0
ISHARES NYSE 100 ETF NYSE 100 ETF 464287135 969 11,330 SH   DFND 1,2,5,3 11,330 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 21,201 202,355 SH   DFND 1,2,5,3 202,355 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 76,063 878,940 SH   DFND 1,2,5,3 878,940 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 14,577 151,053 SH   DFND 1,2,5,3 151,053 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 450 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 502 5,854 SH   DFND 1,2,5,3 5,854 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 70,350 1,023,575 SH   DFND 1,2,5,3 1,023,575 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 7,155 86,402 SH   DFND 1,2,5,3 86,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 54,772 548,598 SH   DFND 1,2,5,3 548,598 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 12,252 140,991 SH   DFND 1,2,5,3 140,991 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 21 642 SH   DFND 2,5 642 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 520 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 57,310 475,921 SH   DFND 1,2,5,3 475,921 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,852 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 964 18,900 SH   DFND 1,2,5,3 18,900 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 154 2,250 SH   DFND 1,2,5,3 2,250 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 342 8,760 SH   DFND 1,2,5,3 8,760 0 0
ISIS PHARMACEUTICALS INC COM 464330109 7,945 183,879 SH   DFND 2,5 183,879 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 385 50,156 SH   DFND 4,2,5 41,900 0 8,256
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 10,172 684,554 SH   DFND 2,5 332,747 0 351,807
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 126 8,462 SH   DFND 4,2,5 8,462 0 0
ITC HOLDINGS CORP COM 465685105 48,474 1,297,829 SH   DFND 2,5 1,297,829 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 846 29,500 SH   DFND 4,2,5 29,500 0 0
IXIA COM 45071R109 219 17,500 SH   DFND 2,5 17,500 0 0
JACK IN THE BOX INC COM 466367109 3,206 54,400 SH   DFND 4,2,5 46,600 0 7,800
JANUS CAPITAL GROUP INC COM 47102X105 1,725 158,700 SH   DFND 4,2,5 125,200 0 33,500
JARDEN CORP COM 471109108 6,686 111,750 SH   DFND 4,2,5 32,100 0 79,650
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,364 1,700,000 PRN   DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 20,801 149,996 SH   DFND 2,5 149,996 0 0
JETBLUE AIRWAYS CORP COM 477143101 2,505 288,300 SH   DFND 4,2,5 245,700 0 42,600
JM SMUCKER CO/THE COM NEW 832696405 334 3,437 SH   DFND 2,5 3,437 0 0
JM SMUCKER CO/THE COM NEW 832696405 2,460 25,300 SH   DFND 4,2,5 1,200 0 24,100
JMP GROUP INC COM 46629U107 194 27,274 SH   DFND 4,2,5 19,684 0 7,590
JOHN B SANFILIPPO & SON INC COM 800422107 702 30,500 SH   DFND 4,2,5 25,700 0 4,800
JOHNSON & JOHNSON COM 478160104 43,845 446,352 SH   DFND 2,5 444,752 0 1,600
JOHNSON & JOHNSON COM 478160104 169,797 1,728,570 SH   DFND 4,2,5 985,550 0 743,020
JOHNSON CONTROLS INC COM 478366107 30,716 649,116 SH   DFND 2,5 645,716 0 3,400
JOHNSON CONTROLS INC COM 478366107 81,031 1,712,400 SH   DFND 4,2,5 1,478,320 0 234,080
JOHNSON OUTDOORS INC CL A 479167108 24 960 SH   DFND 4,2,5 700 0 260
JONES LANG LASALLE INC COM 48020Q107 543 4,585 SH   DFND 2,5 4,585 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 861 97,200 SH   DFND 4,2,5 80,600 0 16,600
JPMORGAN CHASE & CO COM 46625H100 46,692 769,096 SH   DFND 2,5 763,496 0 5,600
JPMORGAN CHASE & CO COM 46625H100 121,003 1,993,138 SH   DFND 4,2,5 1,076,768 0 916,370
KADANT INC COM 48282T104 892 24,467 SH   DFND 4,2,5 20,892 0 3,575
KANSAS CITY SOUTHERN COM NEW 485170302 19,596 192,000 SH   DFND 2,5 192,000 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 692 24,000 SH   DFND 2,5 24,000 0 0
KELLOGG CO COM 487836108 19,760 315,107 SH   DFND 2,5 312,407 0 2,700
KELLOGG CO COM 487836108 52,934 844,100 SH   DFND 4,2,5 642,250 0 201,850
KELLY SERVICES INC CL A 488152208 2,477 104,400 SH   DFND 4,2,5 0 0 104,400
KEMET CORP COM NEW 488360207 14 2,400 SH   DFND 4,2,5 2,400 0 0
KEY TRONIC CORP COM 493144109 29 2,800 SH   DFND 4,2,5 2,800 0 0
KEYCORP COM 493267108 22,504 1,580,350 SH   DFND 2,5 1,580,350 0 0
KEYCORP COM 493267108 67,153 4,715,824 SH   DFND 4,2,5 3,815,410 0 900,414
KILROY REALTY CORP COM 49427F108 1,289 22,000 SH   DFND 2,5 22,000 0 0
KIMBERLY-CLARK CORP COM 494368103 1,194 10,832 SH   DFND 2,5 10,832 0 0
KIMBERLY-CLARK CORP COM 494368103 15,429 139,950 SH   DFND 4,2,5 45,900 0 94,050
KIMCO REALTY CORP COM 49446R109 1,683 76,900 SH   DFND 2,5 76,900 0 0
KINDER MORGAN INC/DE COM 49456B101 4,186 128,836 SH   DFND 2,5 128,836 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 520 7,256 SH   DFND 2,5 7,256 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,673 403,967 SH   DFND 2,5 403,967 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,539 371,750 SH   DFND 4,2,5 346,460 0 25,290
KITE REALTY GROUP TRUST COM 49803T102 390 65,000 SH   DFND 2,5 65,000 0 0
KITE REALTY GROUP TRUST COM 49803T102 15 2,500 SH   DFND 4,2,5 2,500 0 0
KKR & CO LP COM UNITS 48248M102 1,032 45,175 SH   DFND 2,5 45,175 0 0
KKR FINANCIAL HOLDINGS LLC COM 48248A306 452 39,100 SH   DFND 2,5 39,100 0 0
KLA-TENCOR CORP COM 482480100 3,941 57,000 SH   DFND 2,5 57,000 0 0
KLA-TENCOR CORP COM 482480100 774 11,200 SH   DFND 4,2,5 1,100 0 10,100
KNOWLES CORP COM 49926D109 601 19,050 SH   DFND 4,2,5 450 0 18,600
KODIAK OIL & GAS CORP COM 50015Q100 2,671 220,000 SH   DFND 2,5 220,000 0 0
KOHL'S CORP COM 500255104 210 3,700 SH   DFND 2,5 0 0 3,700
KOHL'S CORP COM 500255104 20,288 357,180 SH   DFND 4,2,5 0 0 357,180
KOPPERS HOLDINGS INC COM 50060P106 1,047 25,400 SH   DFND 4,2,5 21,500 0 3,900
KORN/FERRY INTERNATIONAL COM NEW 500643200 1,881 63,200 SH   DFND 4,2,5 54,600 0 8,600
KRAFT FOODS GROUP INC COM 50076Q106 41 732 SH   DFND 2,5 732 0 0
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 901 119,490 SH   DFND 4,2,5 101,640 0 17,850
KROGER CO/THE COM 501044101 36,250 830,480 SH   DFND 2,5 822,880 0 7,600
KROGER CO/THE COM 501044101 135,179 3,096,877 SH   DFND 4,2,5 1,925,680 0 1,171,197
KULICKE & SOFFA INDUSTRIES INC COM 501242101 420 33,300 SH   DFND 4,2,5 21,500 0 11,800
KVH INDUSTRIES INC COM 482738101 42 3,200 SH   DFND 4,2,5 3,200 0 0
KYTHERA BIOPHARMACEUTICALS INC COM 501570105 530 13,335 SH   DFND 2,5 0 0 13,335
L BRANDS INC COM 501797104 312 5,491 SH   DFND 2,5 5,491 0 0
L BRANDS INC COM 501797104 999 17,600 SH   DFND 4,2,5 1,900 0 15,700
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 3,568 30,200 SH   DFND 4,2,5 19,600 0 10,600
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 5,572 56,734 SH   DFND 2,5 56,734 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 3,337 33,982 SH   DFND 4,2,5 1,100 0 32,882
LAKELAND FINANCIAL CORP COM 511656100 193 4,800 SH   DFND 4,2,5 4,800 0 0
LAM RESEARCH CORP COM 512807108 4,455 81,000 SH   DFND 2,5 81,000 0 0
LAM RESEARCH CORP COM 512807108 7,277 132,300 SH   DFND 4,2,5 128,200 0 4,100
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 31,600 27,300,000 PRN   DFND 2,5 0 0 0
LAREDO PETROLEUM INC COM 516806106 2,586 100,000 SH   DFND 2,5 100,000 0 0
LAS VEGAS SANDS CORP COM 517834107 169 2,097 SH   DFND 2,5 2,097 0 0
LAS VEGAS SANDS CORP COM 517834107 242 3,000 SH   DFND 4,2,5 600 0 2,400
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,127 36,000 SH   DFND 2,5 36,000 0 0
LAZARD LTD SHS A G54050102 377 8,000 SH   DFND 2,5 8,000 0 0
LDR HOLDING CORP COM 50185U105 406 11,816 SH   DFND 2,5 11,816 0 0
LEAR CORP COM NEW 521865204 10,224 122,116 SH   DFND 4,2,5 44,316 0 77,800
LEE ENTERPRISES INC/IA COM 523768109 59 13,200 SH   DFND 4,2,5 13,200 0 0
LEGG MASON INC COM 524901105 7,410 151,102 SH   DFND 4,2,5 150,952 0 150
LEIDOS HOLDINGS INC COM 525327102 120 3,400 SH   DFND 2,5 0 0 3,400
LEIDOS HOLDINGS INC COM 525327102 792 22,400 SH   DFND 4,2,5 0 0 22,400
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 129 3,300 SH   DFND 2,5 3,300 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 6,986 178,500 SH   DFND 4,2,5 137,700 0 40,800
LEXICON PHARMACEUTICALS INC COM 528872104 811 468,701 SH   DFND 2,5 468,701 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 3,925 84,800 SH   DFND 4,2,5 63,900 0 20,900
LIBBEY INC COM 529898108 169 6,500 SH   DFND 4,2,5 6,500 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 108 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 106 2,600 SH   DFND 4,2,5 500 0 2,100
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 419 14,528 SH   DFND 2,5 14,528 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,478 39,989 SH   DFND 2,5 39,989 0 0
LIFE TIME FITNESS INC COM 53217R207 2,881 59,900 SH   DFND 4,2,5 45,300 0 14,600
LIFEPOINT HOSPITALS INC COM 53219L109 3,285 60,227 SH   DFND 2,5 60,227 0 0
LIFETIME BRANDS INC COM 53222Q103 303 16,950 SH   DFND 4,2,5 12,100 0 4,850
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 3,225 44,780 SH   DFND 4,2,5 40,860 0 3,920
LINCOLN NATIONAL CORP COM 534187109 6,218 122,710 SH   DFND 2,5 122,710 0 0
LINCOLN NATIONAL CORP COM 534187109 31,979 631,131 SH   DFND 4,2,5 591,421 0 39,710
LINEAR TECHNOLOGY CORP COM 535678106 1,524 31,300 SH   DFND 4,2,5 2,600 0 28,700
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 20,304 17,000,000 PRN   DFND 2,5 0 0 0
LINKEDIN CORP COM CL A 53578A108 92 500 SH   DFND 4,2,5 0 0 500
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 8,260 309,000 SH   DFND 2,5 309,000 0 0
LKQ CORP COM 501889208 13,702 520,000 SH   DFND 2,5 520,000 0 0
LOCKHEED MARTIN CORP COM 539830109 4,980 30,510 SH   DFND 4,2,5 21,310 0 9,200
LOEWS CORP COM 540424108 23,700 538,035 SH   DFND 2,5 538,035 0 0
LOEWS CORP COM 540424108 63,607 1,443,970 SH   DFND 4,2,5 1,302,840 0 141,130
LOGITECH INTERNATIONAL SA SHS H50430232 523 35,000 SH   DFND 2,5 35,000 0 0
LORILLARD INC COM 544147101 30,775 569,063 SH   DFND 2,5 564,063 0 5,000
LORILLARD INC COM 544147101 115,028 2,126,990 SH   DFND 4,2,5 1,382,590 0 744,400
LOWE'S COS INC COM 548661107 187 3,820 SH   DFND 2,5 3,820 0 0
LOWE'S COS INC COM 548661107 5,775 118,100 SH   DFND 4,2,5 111,430 0 6,670
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 18,298 205,737 SH   DFND 2,5 205,737 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 4,216 47,400 SH   DFND 4,2,5 44,700 0 2,700
M&T BANK CORP COM 55261F104 3,348 27,600 SH   DFND 4,2,5 0 0 27,600
MACERICH CO/THE COM 554382101 495 7,941 SH   DFND 2,5 7,941 0 0
MACK-CALI REALTY CORP COM 554489104 736 35,400 SH   DFND 4,2,5 28,800 0 6,600
MACY'S INC COM 55616P104 154 2,600 SH   DFND 2,5 0 0 2,600
MACY'S INC COM 55616P104 8,158 137,600 SH   DFND 4,2,5 1,800 0 135,800
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 3,893 65,597 SH   DFND 2,5 65,597 0 0
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 356 6,000 SH   DFND 4,2,5 6,000 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 6,207 89,000 SH   DFND 2,5 89,000 0 0
MAGNA INTERNATIONAL INC COM 559222401 9,215 95,700 SH   DFND 2,5 94,900 0 800
MAGNA INTERNATIONAL INC COM 559222401 29,825 309,740 SH   DFND 4,2,5 147,500 0 162,240
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 103 6,000 SH   DFND 4,2,5 6,000 0 0
MANITOWOC CO INC/THE COM 563571108 4,007 127,400 SH   DFND 4,2,5 103,800 0 23,600
MANPOWERGROUP INC COM 56418H100 11,170 141,700 SH   DFND 2,5 141,700 0 0
MANPOWERGROUP INC COM 56418H100 32,419 411,250 SH   DFND 4,2,5 332,800 0 78,450
MANTECH INTERNATIONAL CORP/VA CL A 564563104 1,869 63,553 SH   DFND 4,2,5 17,200 0 46,353
MANULIFE FINANCIAL CORP COM 56501R106 1,312 67,928 SH   DFND 2,5 67,928 0 0
MANULIFE FINANCIAL CORP COM 56501R106 2,136 110,600 SH   DFND 4,2,5 91,700 0 18,900
MARATHON OIL CORP COM 565849106 35,425 997,317 SH   DFND 2,5 989,417 0 7,900
MARATHON OIL CORP COM 565849106 129,241 3,638,538 SH   DFND 4,2,5 2,374,446 0 1,264,092
MARATHON PETROLEUM CORP COM 56585A102 401 4,611 SH   DFND 2,5 4,611 0 0
MARATHON PETROLEUM CORP COM 56585A102 10,145 116,552 SH   DFND 4,2,5 27,300 0 89,252
MARCUS CORP/THE COM 566330106 798 47,800 SH   DFND 4,2,5 38,700 0 9,100
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 186 3,055 SH   DFND 2,5 3,055 0 0
MARSH & MCLENNAN COS INC COM 571748102 18,414 373,500 SH   DFND 4,2,5 370,900 0 2,600
MARTEN TRANSPORT LTD COM 573075108 869 40,400 SH   DFND 4,2,5 33,300 0 7,100
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10,943 694,800 SH   DFND 2,5 694,800 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 25,633 1,627,500 SH   DFND 4,2,5 1,440,700 0 186,800
MASCO CORP COM 574599106 3,589 161,600 SH   DFND 4,2,5 0 0 161,600
MASTEC INC COM 576323109 16,507 380,000 SH   DFND 2,5 380,000 0 0
MASTERCARD INC CL A 57636Q104 6,574 88,009 SH   DFND 2,5 87,009 0 1,000
MASTERCARD INC CL A 57636Q104 33,608 449,900 SH   DFND 4,2,5 289,300 0 160,600
MATADOR RESOURCES CO COM 576485205 4,286 175,000 SH   DFND 2,5 175,000 0 0
MATRIX SERVICE CO COM 576853105 2,871 85,000 SH   DFND 2,5 85,000 0 0
MATTEL INC COM 577081102 257 6,407 SH   DFND 2,5 6,407 0 0
MATTEL INC COM 577081102 4,647 115,860 SH   DFND 4,2,5 3,500 0 112,360
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,968 150,000 SH   DFND 2,5 150,000 0 0
MCCLATCHY CO/THE CL A 579489105 25 3,900 SH   DFND 4,2,5 3,900 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 842 11,730 SH   DFND 2,5 0 0 11,730
MCCORMICK & CO INC/MD COM NON VTG 579780206 1,435 20,000 SH   DFND 4,2,5 1,800 0 18,200
MCDONALD'S CORP COM 580135101 13,568 138,411 SH   DFND 2,5 138,411 0 0
MCDONALD'S CORP COM 580135101 35,016 357,200 SH   DFND 4,2,5 161,500 0 195,700
MCGRAW HILL FINANCIAL INC COM 580645109 1,991 26,100 SH   DFND 4,2,5 2,200 0 23,900
MCKESSON CORP COM 58155Q103 19,431 110,046 SH   DFND 2,5 110,046 0 0
MCKESSON CORP COM 58155Q103 14,020 79,400 SH   DFND 4,2,5 23,100 0 56,300
MDU RESOURCES GROUP INC COM 552690109 1,139 33,206 SH   DFND 2,5 33,206 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 22,370 269,067 SH   DFND 2,5 269,067 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,145 25,800 SH   DFND 4,2,5 2,500 0 23,300
MEADWESTVACO CORP COM 583334107 109 2,900 SH   DFND 4,2,5 0 0 2,900
MEDIDATA SOLUTIONS INC COM 58471A105 9,564 176,000 SH   DFND 2,5 176,000 0 0
MEDIVATION INC COM 58501N101 11,135 172,985 SH   DFND 2,5 172,985 0 0
MEDTRONIC INC COM 585055106 61,896 1,005,791 SH   DFND 2,5 997,591 0 8,200
MEDTRONIC INC COM 585055106 180,281 2,929,494 SH   DFND 4,2,5 1,690,570 0 1,238,924
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,343 111,000 SH   DFND 2,5 111,000 0 0
MENTOR GRAPHICS CORP COM 587200106 2,662 120,900 SH   DFND 4,2,5 103,900 0 17,000
MERCK & CO INC COM 58933Y105 48,273 850,321 SH   DFND 2,5 837,421 0 12,900
MERCK & CO INC COM 58933Y105 154,805 2,726,877 SH   DFND 4,2,5 1,996,870 0 730,007
MERCURY GENERAL CORP COM 589400100 104 2,300 SH   DFND 4,2,5 0 0 2,300
MEREDITH CORP COM 589433101 153 3,300 SH   DFND 4,2,5 0 0 3,300
MERIT MEDICAL SYSTEMS INC COM 589889104 200 14,000 SH   DFND 4,2,5 14,000 0 0
METHANEX CORP COM 59151K108 3,166 49,400 SH   DFND 2,5 49,400 0 0
METHANEX CORP COM 59151K108 7,069 110,300 SH   DFND 4,2,5 76,500 0 33,800
METLIFE INC COM 59156R108 254 4,806 SH   DFND 2,5 4,806 0 0
METLIFE INC COM 59156R108 7,154 135,500 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 208 15,300 SH   DFND 4,2,5 13,076 0 2,224
MGM RESORTS INTERNATIONAL COM 552953101 1,996 77,200 SH   DFND 4,2,5 0 0 77,200
MICHAEL KORS HOLDINGS LTD SHS G60754101 1,427 15,300 SH   DFND 4,2,5 1,500 0 13,800
MICROCHIP TECHNOLOGY INC COM 595017104 7,093 148,504 SH   DFND 2,5 148,504 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,638 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 25,701 1,086,250 SH   DFND 2,5 1,086,250 0 0
MICRON TECHNOLOGY INC COM 595112103 65,087 2,750,920 SH   DFND 4,2,5 2,417,980 0 332,940
MICROS SYSTEMS INC COM 594901100 3,439 64,969 SH   DFND 2,5 64,969 0 0
MICROSOFT CORP COM 594918104 45,367 1,106,791 SH   DFND 2,5 1,097,691 0 9,100
MICROSOFT CORP COM 594918104 197,239 4,811,880 SH   DFND 4,2,5 2,366,160 0 2,445,720
MINDRAY MEDICAL INTERNATIONAL LTD SPON ADR 602675100 17,928 554,007 SH   DFND 2,5 277,492 0 276,515
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,808 103,392 SH   DFND 2,5 103,392 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,739 99,400 SH   DFND 4,2,5 0 0 99,400
MOHAWK INDUSTRIES INC COM 608190104 13,878 102,059 SH   DFND 2,5 102,059 0 0
MOHAWK INDUSTRIES INC COM 608190104 41,818 307,530 SH   DFND 4,2,5 262,960 0 44,570
MOLSON COORS BREWING CO CL B 60871R209 2,902 49,300 SH   DFND 4,2,5 1,700 0 47,600
MOMENTA PHARMACEUTICALS INC COM 60877T100 4,820 413,715 SH   DFND 2,5 413,715 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 158 13,600 SH   DFND 4,2,5 13,600 0 0
MONARCH CASINO & RESORT INC COM 609027107 643 34,700 SH   DFND 4,2,5 29,600 0 5,100
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 474 38,680 SH   DFND 4,2,5 32,432 0 6,248
MONDELEZ INTERNATIONAL INC CL A 609207105 2,758 79,835 SH   DFND 2,5 79,835 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 19,949 577,400 SH   DFND 4,2,5 227,800 0 349,600
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 870 49,300 SH   DFND 4,2,5 41,300 0 8,000
MONSANTO CO COM 61166W101 43,373 381,230 SH   DFND 2,5 381,230 0 0
MONSANTO CO COM 61166W101 7,600 66,800 SH   DFND 4,2,5 63,700 0 3,100
MONSTER BEVERAGE CORP COM 611740101 11,737 169,000 SH   DFND 2,5 169,000 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,750 58,800 SH   DFND 4,2,5 48,700 0 10,100
MOODY'S CORP COM 615369105 1,498 18,887 SH   DFND 4,2,5 1,700 0 17,187
MOOG INC CL A 615394202 2,939 44,860 SH   DFND 4,2,5 36,700 0 8,160
MORGAN STANLEY COM NEW 617446448 223 7,168 SH   DFND 2,5 7,168 0 0
MORGAN STANLEY COM NEW 617446448 4,644 149,000 SH   DFND 4,2,5 139,400 0 9,600
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,068 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 194 3,870 SH   DFND 2,5 3,870 0 0
MOTOROLA INC COM NEW 620076307 4,841 75,300 SH   DFND 4,2,5 1,500 0 73,800
MTR GAMING GROUP INC COM 553769100 472 92,090 SH   DFND 4,2,5 86,120 0 5,970
MURPHY OIL CORP COM 626717102 20,479 325,781 SH   DFND 2,5 325,781 0 0
MURPHY OIL CORP COM 626717102 71,921 1,144,146 SH   DFND 4,2,5 785,206 0 358,940
MUTUALFIRST FINANCIAL INC COM 62845B104 46 2,400 SH   DFND 4,2,5 2,400 0 0
MYLAN INC/PA COM 628530107 21,114 432,390 SH   DFND 2,5 427,290 0 5,100
MYLAN INC/PA COM 628530107 47,852 979,980 SH   DFND 4,2,5 789,590 0 190,390
MYRIAD GENETICS INC COM 62855J104 3,031 88,662 SH   DFND 2,5 88,662 0 0
MYRIAD GENETICS INC COM 62855J104 3,604 105,400 SH   DFND 4,2,5 78,200 0 27,200
NASB FINANCIAL INC COM 628968109 258 10,251 SH   DFND 4,2,5 8,513 0 1,738
NASDAQ OMX GROUP INC/THE COM 631103108 85 2,300 SH   DFND 2,5 2,300 0 0
NASDAQ OMX GROUP INC/THE COM 631103108 10,498 284,200 SH   DFND 4,2,5 257,900 0 26,300
NATIONAL HEALTH INVESTORS INC COM 63633D104 1,058 17,500 SH   DFND 2,5 17,500 0 0
NATIONAL OILWELL VARCO INC COM 637071101 41,438 532,139 SH   DFND 2,5 532,139 0 0
NATIONAL OILWELL VARCO INC COM 637071101 10,076 129,400 SH   DFND 4,2,5 48,600 0 80,800
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 1,198 4,900 SH   DFND 4,2,5 3,000 0 1,900
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 530 38,477 SH   DFND 4,2,5 32,400 0 6,077
NAVIGANT CONSULTING INC COM 63935N107 1,201 64,350 SH   DFND 4,2,5 42,150 0 22,200
NBT BANCORP INC COM 628778102 281 11,500 SH   DFND 4,2,5 11,500 0 0
NCR CORP COM 62886E108 91 2,500 SH   DFND 2,5 2,500 0 0
NEKTAR THERAPEUTICS COM 640268108 4,426 365,174 SH   DFND 2,5 365,174 0 0
NELNET INC CL A 64031N108 1,348 32,950 SH   DFND 4,2,5 23,500 0 9,450
NETAPP INC COM 64110D104 1,804 48,896 SH   DFND 2,5 48,896 0 0
NETAPP INC COM 64110D104 919 24,900 SH   DFND 4,2,5 2,400 0 22,500
NETFLIX INC COM 64110L106 2,429 6,900 SH   DFND 4,2,5 6,600 0 300
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,950 307,468 SH   DFND 2,5 307,468 0 0
NEUSTAR INC CL A 64126X201 156 4,800 SH   DFND 4,2,5 1,200 0 3,600
NEVSUN RESOURCES LTD COM 64156L101 382 112,700 SH   DFND 4,2,5 90,400 0 22,300
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 242 16,392 SH   DFND 4,2,5 14,692 0 1,700
NEW JERSEY RESOURCES CORP COM 646025106 85 1,700 SH   DFND 4,2,5 0 0 1,700
NEW MOUNTAIN FINANCE CORP COM 647551100 26 1,800 SH   DFND 2,5 0 0 1,800
NEW MOUNTAIN FINANCE CORP COM 647551100 834 57,303 SH   DFND 4,2,5 0 0 57,303
NEW YORK COMMUNITY BANCORP INC COM 649445103 742 46,200 SH   DFND 2,5 46,200 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 354 22,000 SH   DFND 4,2,5 15,800 0 6,200
NEWELL RUBBERMAID INC COM 651229106 6,370 213,050 SH   DFND 4,2,5 174,050 0 39,000
NEWFIELD EXPLORATION CO COM 651290108 66 2,115 SH   DFND 2,5 2,115 0 0
NEWLINK GENETICS CORP COM 651511107 7,537 265,383 SH   DFND 2,5 265,383 0 0
NEWMONT MINING CORP COM 651639106 3,472 148,123 SH   DFND 2,5 148,123 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 130 11,390 SH   DFND 4,2,5 11,390 0 0
NEXTERA ENERGY INC COM 65339F101 2,199 22,996 SH   DFND 2,5 22,996 0 0
NEXTERA ENERGY INC COM 65339F101 14,630 153,000 SH   DFND 4,2,5 45,600 0 107,400
NICE SYSTEMS LTD SPONSORED ADR 653656108 109 2,440 SH   DFND 2,5 2,440 0 0
NIKE INC CL B 654106103 14,201 192,275 SH   DFND 2,5 192,275 0 0
NIKE INC CL B 654106103 11,145 150,900 SH   DFND 4,2,5 93,800 0 57,100
NISOURCE INC COM 65473P105 3,593 101,138 SH   DFND 2,5 101,138 0 0
NISOURCE INC COM 65473P105 18,430 518,720 SH   DFND 4,2,5 220,230 0 298,490
NOBLE CORP PLC SHS USD G65431101 1,368 41,775 SH   DFND 2,5 41,775 0 0
NOBLE ENERGY INC COM 655044105 749 10,550 SH   DFND 2,5 10,550 0 0
NOBLE ENERGY INC COM 655044105 1,648 23,200 SH   DFND 4,2,5 400 0 22,800
NORDSTROM INC COM 655664100 1,549 24,800 SH   DFND 4,2,5 0 0 24,800
NORFOLK SOUTHERN CORP COM 655844108 35,042 360,630 SH   DFND 2,5 356,230 0 4,400
NORFOLK SOUTHERN CORP COM 655844108 131,338 1,351,636 SH   DFND 4,2,5 869,186 0 482,450
NORTHEAST UTILITIES COM 664397106 10,052 220,931 SH   DFND 2,5 220,931 0 0
NORTHEAST UTILITIES COM 664397106 23,559 517,770 SH   DFND 4,2,5 336,001 0 181,769
NORTHERN TRUST CORP COM 665859104 3,534 53,900 SH   DFND 4,2,5 1,300 0 52,600
NORTHRIM BANCORP INC COM 666762109 289 11,266 SH   DFND 4,2,5 8,366 0 2,900
NORTHROP GRUMMAN CORP COM 666807102 38,112 308,900 SH   DFND 2,5 305,700 0 3,200
NORTHROP GRUMMAN CORP COM 666807102 146,353 1,186,200 SH   DFND 4,2,5 727,100 0 459,100
NORTHWEST BANCSHARES INC COM 667340103 301 20,600 SH   DFND 4,2,5 17,600 0 3,000
NOVADAQ TECHNOLOGIES INC COM 66987G102 12,766 573,000 SH   DFND 2,5 573,000 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,006 3,000,000 PRN   DFND 2,5 0 0 0
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 782 30,094 SH   DFND 4,2,5 25,394 0 4,700
NUVASIVE INC COM 670704105 6,002 156,271 SH   DFND 2,5 156,271 0 0
NXP SEMICONDUCTOR NV COM N6596X109 5,553 94,422 SH   DFND 2,5 94,422 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 21,364 143,975 SH   DFND 2,5 143,975 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 1,632 11,000 SH   DFND 4,2,5 1,000 0 10,000
OASIS PETROLEUM INC COM 674215108 2,504 60,000 SH   DFND 2,5 60,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 23,153 242,977 SH   DFND 2,5 242,977 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 61,915 649,753 SH   DFND 4,2,5 509,740 0 140,013
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH   DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 3,737 52,000 SH   DFND 2,5 52,000 0 0
OCWEN FINANCIAL CORP COM NEW 675746309 10,187 260,000 SH   DFND 2,5 260,000 0 0
OGE ENERGY CORP COM 670837103 418 11,370 SH   DFND 2,5 11,370 0 0
OGE ENERGY CORP COM 670837103 1,158 31,500 SH   DFND 4,2,5 2,300 0 29,200
OIL STATES INTERNATIONAL INC COM 678026105 59 600 SH   DFND 4,2,5 0 0 600
OILTANKING PARTNERS LP UNIT LTD 678049107 3,856 50,000 SH   DFND 2,5 50,000 0 0
OLIN CORP COM PAR $1 680665205 3,388 122,700 SH   DFND 4,2,5 86,400 0 36,300
OM GROUP INC COM 670872100 203 6,100 SH   DFND 4,2,5 6,100 0 0
OMEGA PROTEIN CORP COM 68210P107 830 68,800 SH   DFND 4,2,5 58,000 0 10,800
OMNICARE INC COM 681904108 5,233 87,703 SH   DFND 2,5 87,703 0 0
OMNICARE INC COM 681904108 15,152 253,923 SH   DFND 4,2,5 226,393 0 27,530
OMNICOM GROUP INC COM 681919106 4,260 58,675 SH   DFND 4,2,5 600 0 58,075
OMNICOM GROUP INC NOTE 7/3 681919AV8 3,992 3,000,000 PRN   DFND 2,5 0 0 0
OMNIVISION TECHNOLOGIES INC COM 682128103 782 44,200 SH   DFND 4,2,5 44,200 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 47 2,200 SH   DFND 4,2,5 2,200 0 0
ONEOK INC COM 682680103 930 15,701 SH   DFND 2,5 15,701 0 0
ONEOK INC COM 682680103 71 1,200 SH   DFND 4,2,5 0 0 1,200
OPEN TEXT CORP COM 683715106 569 11,900 SH   DFND 2,5 11,900 0 0
OPEN TEXT CORP COM 683715106 1,469 30,700 SH   DFND 4,2,5 24,200 0 6,500
ORACLE CORP COM 68389X105 84,588 2,067,670 SH   DFND 2,5 2,047,170 0 20,500
ORACLE CORP COM 68389X105 231,356 5,655,248 SH   DFND 4,2,5 3,328,500 0 2,326,748
ORBITAL SCIENCES CORP COM 685564106 2,464 88,300 SH   DFND 4,2,5 66,600 0 21,700
OUTERWALL INC COM 690070107 2,632 36,300 SH   DFND 4,2,5 29,400 0 6,900
OVERSTOCK.COM INC COM 690370101 814 41,300 SH   DFND 4,2,5 35,200 0 6,100
OWENS & MINOR INC COM 690732102 70 2,000 SH   DFND 2,5 0 0 2,000
OWENS & MINOR INC COM 690732102 3,072 87,700 SH   DFND 4,2,5 68,200 0 19,500
OWENS CORNING COM 690742101 139 3,230 SH   DFND 2,5 3,230 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 1,547 77,104 SH   DFND 2,5 77,104 0 0
PACCAR INC COM 693718108 142 2,100 SH   DFND 4,2,5 0 0 2,100
PAM TRANSPORTATION SERVICES INC COM 693149106 522 26,270 SH   DFND 4,2,5 22,130 0 4,140
PAN AMERICAN SILVER CORP COM 697900108 14,109 1,095,911 SH   DFND 2,5 1,095,911 0 0
PAN AMERICAN SILVER CORP COM 697900108 49 3,800 SH   DFND 4,2,5 3,200 0 600
PANERA BREAD CO CL A 69840W108 293 1,663 SH   DFND 2,5 1,663 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 565 10,440 SH   DFND 4,2,5 10,440 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 1,026 18,270 SH   DFND 4,2,5 14,900 0 3,370
PARKER DRILLING CO COM 701081101 1,595 225,000 SH   DFND 2,5 225,000 0 0
PARKER HANNIFIN CORP COM 701094104 1,496 12,500 SH   DFND 4,2,5 0 0 12,500
PARKWAY PROPERTIES INC/MD COM 70159Q104 475 26,000 SH   DFND 2,5 26,000 0 0
PARTNERRE LTD COM G6852T105 10,723 103,600 SH   DFND 2,5 103,600 0 0
PARTNERRE LTD COM G6852T105 26,596 256,970 SH   DFND 4,2,5 220,900 0 36,070
PATTERSON COS INC COM 703395103 938 22,468 SH   DFND 2,5 22,468 0 0
PAYCHEX INC COM 704326107 807 18,949 SH   DFND 2,5 18,949 0 0
PAYCHEX INC COM 704326107 2,381 55,900 SH   DFND 4,2,5 4,400 0 51,500
PC CONNECTION INC COM 69318J100 262 12,900 SH   DFND 4,2,5 0 0 12,900
PCM INC COM 69323K100 269 27,534 SH   DFND 4,2,5 21,734 0 5,800
PDL BIOPHARMA INC COM 69329Y104 24 2,900 SH   DFND 2,5 0 0 2,900
PDL BIOPHARMA INC COM 69329Y104 5,195 625,100 SH   DFND 4,2,5 156,500 0 468,600
PEABODY ENERGY CORP COM 704549104 606 37,090 SH   DFND 2,5 37,090 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 675 20,000 SH   DFND 2,5 20,000 0 0
PEMBINA PIPELINE CORP COM 706327103 160 4,202 SH   DFND 2,5 4,202 0 0
PEMBINA PIPELINE CORP COM 706327103 426 11,200 SH   DFND 4,2,5 5,700 0 5,500
PENGROWTH ENERGY CORP COM 70706P104 358 59,000 SH   DFND 4,2,5 30,900 0 28,100
PENN NATIONAL GAMING INC COM 707569109 1,488 120,800 SH   DFND 4,2,5 73,500 0 47,300
PENN VIRGINIA CORP COM 707882106 1,252 71,600 SH   DFND 4,2,5 60,400 0 11,200
PENN WEST PETROLEUM LTD COM 707887105 4,297 513,295 SH   DFND 2,5 513,295 0 0
PENN WEST PETROLEUM LTD COM 707887105 4,475 534,600 SH   DFND 4,2,5 468,100 0 66,500
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 1,383 76,600 SH   DFND 4,2,5 64,500 0 12,100
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 700 29,300 SH   DFND 4,2,5 18,700 0 10,600
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,238 52,346 SH   DFND 4,2,5 39,006 0 13,340
PENTAIR LTD SHS H6169Q108 1,887 23,787 SH   DFND 2,5 23,787 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 283 19,007 SH   DFND 2,5 19,007 0 0
PEPCO HOLDINGS INC COM 713291102 1,027 50,170 SH   DFND 2,5 50,170 0 0
PEPSICO INC COM 713448108 13,124 157,173 SH   DFND 2,5 157,173 0 0
PEPSICO INC COM 713448108 47,411 567,800 SH   DFND 4,2,5 333,700 0 234,100
PERKINELMER INC COM 714046109 158 3,500 SH   DFND 4,2,5 3,500 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 9,926 91,482 SH   DFND 2,5 43,303 0 48,179
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 318 22,925 SH   DFND 2,5 22,925 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 318 22,925 SH   DFND 4,2,5 22,925 0 0
PFIZER INC COM 717081103 81,842 2,548,013 SH   DFND 2,5 2,520,313 0 27,700
PFIZER INC COM 717081103 283,736 8,833,620 SH   DFND 4,2,5 5,237,200 0 3,596,420
PG&E CORP COM 69331C108 2,363 54,700 SH   DFND 4,2,5 3,800 0 50,900
PH GLATFELTER CO COM 377316104 455 16,700 SH   DFND 4,2,5 0 0 16,700
PHARMERICA CORP COM 71714F104 2,597 92,800 SH   DFND 4,2,5 33,000 0 59,800
PHILIP MORRIS INTERNATIONAL INC COM 718172109 13,875 169,479 SH   DFND 2,5 169,479 0 0
PHILIP MORRIS INTERNATIONAL INC COM 718172109 50,407 615,700 SH   DFND 4,2,5 351,200 0 264,500
PHILLIPS 66 COM 718546104 878 11,389 SH   DFND 2,5 11,389 0 0
PHOTRONICS INC COM 719405102 689 80,800 SH   DFND 4,2,5 65,600 0 15,200
PIKE CORP COM 721283109 52 4,800 SH   DFND 4,2,5 0 0 4,800
PINNACLE WEST CAPITAL CORP COM 723484101 764 13,986 SH   DFND 2,5 13,986 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 558 10,200 SH   DFND 4,2,5 0 0 10,200
PIONEER NATURAL RESOURCES CO COM 723787107 2,065 11,035 SH   DFND 2,5 11,035 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 3,069 16,400 SH   DFND 4,2,5 15,600 0 800
PITNEY BOWES INC COM 724479100 7,093 272,900 SH   DFND 4,2,5 258,200 0 14,700
PLATINUM UNDERWRITERS HOLDINGS LTD COM G7127P100 66 1,100 SH   DFND 4,2,5 0 0 1,100
PLUM CREEK TIMBER CO INC COM 729251108 702 16,693 SH   DFND 2,5 16,693 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 7,165 82,358 SH   DFND 2,5 82,358 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 18,856 216,730 SH   DFND 4,2,5 146,150 0 70,580
POLARIS INDUSTRIES INC COM 731068102 20,180 144,439 SH   DFND 2,5 144,439 0 0
POLARIS INDUSTRIES INC COM 731068102 56 400 SH   DFND 4,2,5 50 0 350
POLYONE CORP COM 73179P106 361 9,837 SH   DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 253 7,386 SH   DFND 2,5 7,386 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 249 7,694 SH   DFND 2,5 7,693 0 1
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 466 14,400 SH   DFND 4,2,5 0 0 14,400
PORTOLA PHARMACEUTICALS INC COM 737010108 6,947 268,224 SH   DFND 2,5 268,224 0 0
POST PROPERTIES INC COM 737464107 466 9,500 SH   DFND 2,5 9,500 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 609 16,800 SH   DFND 2,5 16,800 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 11,822 326,300 SH   DFND 4,2,5 31,000 0 295,300
POWER INTEGRATIONS INC COM 739276103 11,248 171,000 SH   DFND 2,5 171,000 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 22 774 SH   DFND 2,5 774 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 416 26,230 SH   DFND 1,2,5,3 26,230 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,001 38,330 SH   DFND 1,2,5,3 38,330 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 21 811 SH   DFND 2,5 811 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 2,585 98,810 SH   DFND 1,2,5,3 98,810 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 2,537 59,010 SH   DFND 1,2,5,3 59,010 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 755 23,070 SH   DFND 1,2,5,3 23,070 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 146 2,520 SH   DFND 1,2,5,3 2,520 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 709 20,140 SH   DFND 1,2,5,3 20,140 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 141 5,210 SH   DFND 1,2,5,3 5,210 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 30 2,250 SH   DFND 1,2,5,3 2,250 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 239 9,570 SH   DFND 1,2,5,3 9,570 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 686 32,550 SH   DFND 1,2,5,3 32,550 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 290 9,850 SH   DFND 1,2,5,3 9,850 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 277 8,150 SH   DFND 1,2,5,3 8,150 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 343 12,860 SH   DFND 1,2,5,3 12,860 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 703 21,920 SH   DFND 1,2,5,3 21,920 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 449 15,060 SH   DFND 1,2,5,3 15,060 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 479 9,310 SH   DFND 1,2,5,3 9,310 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 242 7,610 SH   DFND 1,2,5,3 7,610 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 29 880 SH   DFND 1,2,5,3 880 0 0
PPG INDUSTRIES INC COM 693506107 38,429 198,640 SH   DFND 2,5 197,740 0 900
PPG INDUSTRIES INC COM 693506107 127,549 659,303 SH   DFND 4,2,5 455,620 0 203,683
PPL CORP COM 69351T106 517 15,611 SH   DFND 2,5 15,611 0 0
PPL CORP COM 69351T106 8,634 260,520 SH   DFND 4,2,5 8,400 0 252,120
PRAXAIR INC COM 74005P104 6,359 48,555 SH   DFND 2,5 48,555 0 0
PRAXAIR INC COM 74005P104 10,137 77,400 SH   DFND 4,2,5 32,200 0 45,200
PRECISION CASTPARTS CORP COM 740189105 53,865 213,107 SH   DFND 2,5 213,107 0 0
PRECISION CASTPARTS CORP COM 740189105 6,420 25,400 SH   DFND 4,2,5 16,900 0 8,500
PRECISION DRILLING CORP COM 2010 74022D308 4 300 SH   DFND 4,2,5 0 0 300
PREFORMED LINE PRODUCTS CO COM 740444104 706 10,300 SH   DFND 4,2,5 8,700 0 1,600
PREMIER FINANCIAL BANCORP INC COM 74050M105 422 29,410 SH   DFND 4,2,5 26,500 0 2,910
PREMIERE GLOBAL SERVICES INC COM 740585104 905 75,000 SH   DFND 4,2,5 61,600 0 13,400
PRICELINE GROUP INC/THE COM NEW 741503403 54,537 45,757 SH   DFND 2,5 45,757 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 115,611 96,998 SH   DFND 4,2,5 82,408 0 14,590
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 36,806 26,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 188 3,590 SH   DFND 4,2,5 3,440 0 150
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 6,009 130,660 SH   DFND 2,5 130,660 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 29,514 641,750 SH   DFND 4,2,5 583,510 0 58,240
PROASSURANCE CORP COM 74267C106 187 4,200 SH   DFND 2,5 4,200 0 0
PROCTER & GAMBLE CO COM 742718109 27,927 346,493 SH   DFND 2,5 345,893 0 600
PROCTER & GAMBLE CO COM 742718109 88,249 1,094,900 SH   DFND 4,2,5 777,900 0 317,000
PROGRESSIVE CORP/THE COM 743315103 208 8,600 SH   DFND 4,2,5 8,600 0 0
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 1,752 69,100 SH   DFND 4,2,5 2,100 0 67,000
PROLOGIS INC COM 74340W103 6,449 157,944 SH   DFND 2,5 157,944 0 0
PROLOGIS INC COM 74340W103 3,178 77,824 SH   DFND 4,2,5 77,624 0 200
PROOFPOINT INC COM 743424103 4,413 119,000 SH   DFND 2,5 119,000 0 0
PROTECTIVE LIFE CORP COM 743674103 130 2,470 SH   DFND 4,2,5 0 0 2,470
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 9 600 SH   DFND 4,2,5 600 0 0
PROVIDENT FINANCIAL SERVICES INC COM 74386T105 70 3,800 SH   DFND 4,2,5 3,800 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 193 2,275 SH   DFND 2,5 2,275 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 4,436 52,400 SH   DFND 4,2,5 49,700 0 2,700
PTC INC COM 69370C100 4,606 130,000 SH   DFND 2,5 130,000 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 1,920 50,352 SH   DFND 2,5 50,352 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 30,317 794,900 SH   DFND 4,2,5 509,090 0 285,810
PUBLIC STORAGE COM 74460D109 3,494 20,736 SH   DFND 2,5 20,736 0 0
PUBLIC STORAGE COM 74460D109 5,054 29,995 SH   DFND 4,2,5 29,925 0 70
PULASKI FINANCIAL CORP COM 745548107 452 42,800 SH   DFND 4,2,5 35,900 0 6,900
PULTEGROUP INC COM 745867101 61 3,200 SH   DFND 2,5 0 0 3,200
PULTEGROUP INC COM 745867101 3,138 163,500 SH   DFND 4,2,5 0 0 163,500
PVH CORP COM 693656100 1,248 10,002 SH   DFND 2,5 10,002 0 0
PVH CORP COM 693656100 1,348 10,800 SH   DFND 4,2,5 0 0 10,800
QCR HOLDINGS INC COM 74727A104 108 6,300 SH   DFND 4,2,5 6,300 0 0
QEP RESOURCES INC COM 74733V100 83 2,809 SH   DFND 2,5 2,809 0 0
QIAGEN NV REG SHS N72482107 8,818 418,113 SH   DFND 2,5 418,113 0 0
QLOGIC CORP COM 747277101 1,686 132,200 SH   DFND 4,2,5 98,000 0 34,200
QUAD/GRAPHICS INC COM CL A 747301109 781 33,300 SH   DFND 4,2,5 28,600 0 4,700
QUALCOMM INC COM 747525103 93,125 1,180,886 SH   DFND 2,5 1,180,886 0 0
QUALCOMM INC COM 747525103 47,385 600,880 SH   DFND 4,2,5 359,280 0 241,600
QUALYS INC COM 74758T303 3,942 155,000 SH   DFND 2,5 155,000 0 0
QUANTA SERVICES INC COM 74762E102 51,413 1,393,294 SH   DFND 2,5 1,393,294 0 0
QUEST DIAGNOSTICS INC COM 74834L100 350 6,046 SH   DFND 2,5 6,046 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,685 29,100 SH   DFND 4,2,5 0 0 29,100
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 4,118 63,415 SH   DFND 2,5 63,415 0 0
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 4,519 69,600 SH   DFND 4,2,5 54,800 0 14,800
QUIKSILVER INC COM 74838C106 1,289 171,600 SH   DFND 4,2,5 147,200 0 24,400
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 4,745 93,463 SH   DFND 2,5 93,463 0 0
RADIO ONE INC CL D NON VTG 75040P405 56 11,900 SH   DFND 4,2,5 11,900 0 0
RADISYS CORP COM 750459109 294 81,820 SH   DFND 4,2,5 69,600 0 12,220
RADWARE LTD ORD M81873107 5,304 300,000 SH   DFND 2,5 300,000 0 0
RALPH LAUREN CORP CL A 751212101 1,075 6,681 SH   DFND 2,5 6,681 0 0
RANGE RESOURCES CORP COM 75281A109 3,526 42,498 SH   DFND 2,5 42,498 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 4,402 78,699 SH   DFND 2,5 78,699 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 4,804 85,900 SH   DFND 4,2,5 76,700 0 9,200
RAYONIER INC COM 754907103 402 8,753 SH   DFND 2,5 8,753 0 0
RAYTHEON CO COM NEW 755111507 35,503 359,376 SH   DFND 2,5 358,276 0 1,100
RAYTHEON CO COM NEW 755111507 142,146 1,438,870 SH   DFND 4,2,5 894,380 0 544,490
READING INTERNATIONAL INC CL A 755408101 507 69,200 SH   DFND 4,2,5 58,100 0 11,100
REALNETWORKS INC COM NEW 75605L708 225 29,700 SH   DFND 4,2,5 25,290 0 4,410
RED HAT INC COM 756577102 7,400 139,683 SH   DFND 2,5 139,683 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 573 8,000 SH   DFND 4,2,5 5,400 0 2,600
REGAL ENTERTAINMENT GROUP CL A 758766109 2,716 145,400 SH   DFND 2,5 145,400 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 8,921 477,590 SH   DFND 4,2,5 369,800 0 107,790
REGENERON PHARMACEUTICALS INC COM 75886F107 14,023 46,699 SH   DFND 2,5 46,699 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 150 500 SH   DFND 4,2,5 0 0 500
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 530 6,659 SH   DFND 2,5 6,659 0 0
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 1,290 16,200 SH   DFND 4,2,5 12,900 0 3,300
REMY INTERNATIONAL INC COM 759663107 1,010 42,754 SH   DFND 4,2,5 36,054 0 6,700
RENAISSANCERE HOLDINGS LTD COM G7496G103 793 8,121 SH   DFND 2,5 8,121 0 0
RENT-A-CENTER INC/TX COM 76009N100 1,681 63,200 SH   DFND 4,2,5 53,100 0 10,100
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 964 105,500 SH   DFND 4,2,5 87,000 0 18,500
REPUBLIC BANCORP INC/KY CL A 760281204 333 14,717 SH   DFND 4,2,5 2,135 0 12,582
REPUBLIC SERVICES INC COM 760759100 8,542 250,060 SH   DFND 2,5 250,060 0 0
REPUBLIC SERVICES INC COM 760759100 33,640 984,792 SH   DFND 4,2,5 820,427 0 164,365
REVLON INC CL A NEW 761525609 578 22,640 SH   DFND 4,2,5 18,040 0 4,600
REXNORD CORP COM 76169B102 440 15,170 SH   DFND 2,5 15,170 0 0
REXNORD CORP COM 76169B102 2,486 85,788 SH   DFND 4,2,5 72,670 0 13,118
REYNOLDS AMERICAN INC COM 761713106 12,324 230,700 SH   DFND 2,5 230,700 0 0
REYNOLDS AMERICAN INC COM 761713106 26,960 504,680 SH   DFND 4,2,5 313,270 0 191,410
RICK'S CABARET INTERNATIONAL INC COM NEW 765641303 281 24,900 SH   DFND 4,2,5 21,400 0 3,500
RLJ LODGING TRUST COM 74965L101 2,390 89,392 SH   DFND 4,2,5 78,192 0 11,200
ROCK-TENN CO CL A 772739207 169 1,600 SH   DFND 2,5 0 0 1,600
ROCK-TENN CO CL A 772739207 6,053 57,340 SH   DFND 4,2,5 0 0 57,340
ROCKWELL AUTOMATION INC COM 773903109 9,947 79,865 SH   DFND 2,5 79,865 0 0
ROCKWELL AUTOMATION INC COM 773903109 24,829 199,350 SH   DFND 4,2,5 170,450 0 28,900
ROCKWELL COLLINS INC COM 774341101 3,617 45,400 SH   DFND 4,2,5 1,600 0 43,800
ROGERS COMMUNICATIONS INC CL B 775109200 847 20,406 SH   DFND 2,5 19,206 0 1,200
ROGERS COMMUNICATIONS INC CL B 775109200 10,380 250,100 SH   DFND 4,2,5 6,000 0 244,100
ROPER INDUSTRIES INC COM 776696106 7,842 58,739 SH   DFND 2,5 58,739 0 0
ROPER INDUSTRIES INC COM 776696106 2,494 18,682 SH   DFND 4,2,5 1,500 0 17,182
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 2,697 65,000 SH   DFND 2,5 65,000 0 0
ROSETTA RESOURCES INC COM 777779307 326 7,000 SH   DFND 2,5 7,000 0 0
ROSS STORES INC COM 778296103 2,705 37,800 SH   DFND 4,2,5 3,000 0 34,800
ROYAL BANK OF CANADA COM 780087102 21,648 327,807 SH   DFND 2,5 326,407 0 1,400
ROYAL BANK OF CANADA COM 780087102 54,620 827,100 SH   DFND 4,2,5 353,600 0 473,500
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 23,187 424,990 SH   DFND 2,5 424,990 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 13,111 240,300 SH   DFND 4,2,5 194,380 0 45,920
RPM INTERNATIONAL INC COM 749685103 105 2,500 SH   DFND 4,2,5 0 0 2,500
RYDER SYSTEM INC COM 783549108 8,317 104,070 SH   DFND 2,5 104,070 0 0
RYDER SYSTEM INC COM 783549108 34,786 435,258 SH   DFND 4,2,5 323,070 0 112,188
SABRA HEALTH CARE REIT INC COM 78573L106 948 34,000 SH   DFND 2,5 34,000 0 0
SAFEWAY INC COM NEW 786514208 17,592 476,235 SH   DFND 2,5 469,535 0 6,700
SAFEWAY INC COM NEW 786514208 66,757 1,807,165 SH   DFND 4,2,5 1,140,965 0 666,200
SALESFORCE.COM INC COM 79466L302 51,907 909,205 SH   DFND 2,5 909,205 0 0
SALESFORCE.COM INC COM 79466L302 3,397 59,500 SH   DFND 4,2,5 57,100 0 2,400
SALIX PHARMACEUTICALS LTD COM 795435106 22,466 216,835 SH   DFND 2,5 216,835 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 5,072 3,000,000 PRN   DFND 2,5 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 1,926 65,000 SH   DFND 2,5 65,000 0 0
SANDERSON FARMS INC COM 800013104 832 10,600 SH   DFND 2,5 9,000 0 1,600
SANDERSON FARMS INC COM 800013104 12,215 155,631 SH   DFND 4,2,5 24,100 0 131,531
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 4,111 2,500,000 PRN   DFND 2,5 0 0 0
SANMINA CORP COM 801056102 2,063 118,200 SH   DFND 4,2,5 92,600 0 25,600
SBA COMMUNICATIONS CORP COM 78388J106 5,449 59,907 SH   DFND 2,5 59,907 0 0
SCANA CORP COM 80589M102 861 16,784 SH   DFND 2,5 16,784 0 0
SCANA CORP COM 80589M102 672 13,100 SH   DFND 4,2,5 0 0 13,100
SCHLUMBERGER LTD COM 806857108 38,877 398,739 SH   DFND 2,5 398,739 0 0
SCHLUMBERGER LTD COM 806857108 31,346 321,500 SH   DFND 4,2,5 272,100 0 49,400
SCHWEITZER-MAUDUIT INTERNATIONAL INC COM 808541106 2,337 54,870 SH   DFND 4,2,5 0 0 54,870
SEADRILL LTD SHS G7945E105 62,230 1,762,410 SH   DFND 2,5 595,764 0 1,166,646
SEADRILL LTD SHS G7945E105 1,250 35,400 SH   DFND 4,2,5 0 0 35,400
SEAGATE TECHNOLOGY PLC SHS G7945M107 8,587 152,900 SH   DFND 4,2,5 0 0 152,900
SEALED AIR CORP COM 81211K100 9,470 288,100 SH   DFND 4,2,5 266,160 0 21,940
SEATTLE GENETICS INC COM 812578102 13,221 290,181 SH   DFND 2,5 290,181 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 1,518 50,200 SH   DFND 2,5 50,200 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 4,148 137,200 SH   DFND 4,2,5 121,900 0 15,300
SELECT INCOME REIT COM SH BEN INT 81618T100 957 31,600 SH   DFND 4,2,5 24,400 0 7,200
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 110 8,800 SH   DFND 2,5 0 0 8,800
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 6,628 532,359 SH   DFND 4,2,5 63,400 0 468,959
SEMGROUP CORP CL A 81663A105 4,663 71,000 SH   DFND 2,5 71,000 0 0
SEMPRA ENERGY COM 816851109 8,019 82,880 SH   DFND 4,2,5 3,500 0 79,380
SERVICE CORP INTERNATIONAL/US COM 817565104 5,560 279,700 SH   DFND 4,2,5 0 0 279,700
SERVICENOW INC COM 81762P102 17,017 284,000 SH   DFND 2,5 284,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,202 259,300 SH   DFND 2,5 256,600 0 2,700
SHAW COMMUNICATIONS INC CL B CONV 82028K200 17,279 722,400 SH   DFND 4,2,5 407,500 0 314,900
SHERWIN-WILLIAMS CO/THE COM 824348106 3,016 15,300 SH   DFND 4,2,5 1,200 0 14,100
SIGMA DESIGNS INC COM 826565103 271 56,867 SH   DFND 4,2,5 48,377 0 8,490
SIGMA-ALDRICH CORP COM 826552101 1,980 21,200 SH   DFND 4,2,5 1,700 0 19,500
SILVER STANDARD RESOURCES INC COM 82823L106 14,117 1,420,428 SH   DFND 2,5 1,420,428 0 0
SILVER WHEATON CORP COM 828336107 14,179 624,006 SH   DFND 2,5 624,006 0 0
SILVER WHEATON CORP COM 828336107 50 2,200 SH   DFND 4,2,5 0 0 2,200
SILVERCORP METALS INC COM 82835P103 4,181 2,136,651 SH   DFND 2,5 2,136,651 0 0
SIMON PROPERTY GROUP INC COM 828806109 18,056 110,100 SH   DFND 2,5 110,100 0 0
SIMON PROPERTY GROUP INC COM 828806109 17,302 105,500 SH   DFND 4,2,5 105,160 0 340
SKYWEST INC COM 830879102 910 71,300 SH   DFND 4,2,5 58,700 0 12,600
SKYWORKS SOLUTIONS INC COM 83088M102 2,767 73,746 SH   DFND 2,5 73,746 0 0
SL GREEN REALTY CORP COM 78440X101 1,308 13,000 SH   DFND 2,5 13,000 0 0
SL INDUSTRIES INC COM 784413106 123 5,015 SH   DFND 4,2,5 4,645 0 370
SLM CORP COM 78442P106 698 28,500 SH   DFND 4,2,5 0 0 28,500
SM ENERGY CO COM 78454L100 2,495 35,000 SH   DFND 2,5 35,000 0 0
SMITH & WESSON HOLDING CORP COM 831756101 1,285 87,900 SH   DFND 4,2,5 63,200 0 24,700
SNAP-ON INC COM 833034101 3,699 32,600 SH   DFND 4,2,5 32,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 371 11,700 SH   DFND 4,2,5 11,700 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 107 2,430 SH   DFND 2,5 2,430 0 0
SONOCO PRODUCTS CO COM 835495102 127 3,100 SH   DFND 4,2,5 0 0 3,100
SOUTHERN CO/THE COM 842587107 759 17,266 SH   DFND 2,5 17,266 0 0
SOUTHERN CO/THE COM 842587107 17,167 390,700 SH   DFND 4,2,5 108,400 0 282,300
SOUTHERN MISSOURI BANCORP INC COM 843380106 183 5,300 SH   DFND 4,2,5 4,810 0 490
SOUTHWEST GAS CORP COM 844895102 828 15,500 SH   DFND 4,2,5 3,000 0 12,500
SOUTHWESTERN ENERGY CO COM 845467109 247 5,367 SH   DFND 2,5 5,367 0 0
SP PLUS CORP COM 78469C103 102 3,900 SH   DFND 4,2,5 3,900 0 0
SPARTAN STORES INC COM 846822104 3,136 135,118 SH   DFND 4,2,5 0 0 135,118
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 480 15,690 SH   DFND 1,2,5,3 15,690 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 4,791 99,000 SH   DFND 1,2,5,3 99,000 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 9,115 220,605 SH   DFND 1,2,5,3 220,605 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 699 22,580 SH   DFND 1,2,5,3 22,580 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 746 12,420 SH   DFND 1,2,5,3 12,420 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 21 272 SH   DFND 2,5 272 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 1,722 40,364 SH   DFND 1,2,5,3 40,364 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 21 166 SH   DFND 2,5 166 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 262 3,730 SH   DFND 1,2,5,3 3,730 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 231 3,190 SH   DFND 1,2,5,3 3,190 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,893 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 8,975 47,990 SH   DFND 2,5 20,759 0 27,231
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 3,203 41,529 SH   DFND 1,2,5,3 41,529 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 439 11,967 SH   DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,724 36,350 SH   DFND 1,2,5,3 36,350 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 29 1,100 SH   DFND 1,2,5,3 1,100 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 154 3,350 SH   DFND 1,2,5,3 3,350 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 144 2,010 SH   DFND 1,2,5,3 2,010 0 0
SPECTRA ENERGY CORP COM 847560109 2,795 75,674 SH   DFND 2,5 75,674 0 0
SPECTRA ENERGY CORP COM 847560109 6,424 173,900 SH   DFND 4,2,5 10,000 0 163,900
SPECTRANETICS CORP COM 84760C107 5,795 191,197 SH   DFND 2,5 191,197 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 1,164 14,600 SH   DFND 4,2,5 14,600 0 0
SPLUNK INC COM 848637104 3,003 42,000 SH   DFND 2,5 42,000 0 0
SPX CORP COM 784635104 4,394 44,700 SH   DFND 4,2,5 36,400 0 8,300
ST JUDE MEDICAL INC COM 790849103 9,594 146,720 SH   DFND 2,5 146,720 0 0
ST JUDE MEDICAL INC COM 790849103 15,300 233,976 SH   DFND 4,2,5 43,400 0 190,576
STAG INDUSTRIAL INC COM 85254J102 482 20,000 SH   DFND 2,5 20,000 0 0
STAMPS.COM INC COM NEW 852857200 792 23,600 SH   DFND 4,2,5 20,350 0 3,250
STANDARD MOTOR PRODUCTS INC COM 853666105 959 26,800 SH   DFND 4,2,5 23,200 0 3,600
STANLEY BLACK & DECKER INC COM 854502101 2,720 33,486 SH   DFND 4,2,5 0 0 33,486
STANTEC INC COM 85472N109 49 800 SH   DFND 4,2,5 800 0 0
STAPLES INC COM 855030102 149 13,107 SH   DFND 2,5 13,107 0 0
STAPLES INC COM 855030102 11,510 1,014,984 SH   DFND 4,2,5 401,720 0 613,264
STARBUCKS CORP COM 855244109 50,301 685,486 SH   DFND 2,5 685,486 0 0
STARBUCKS CORP COM 855244109 10,662 145,300 SH   DFND 4,2,5 92,400 0 52,900
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,604 20,156 SH   DFND 2,5 20,156 0 0
STATE STREET CORP COM 857477103 6,002 86,294 SH   DFND 2,5 86,294 0 0
STATE STREET CORP COM 857477103 9,678 139,150 SH   DFND 4,2,5 42,800 0 96,350
STEINER LEISURE LTD ORD P8744Y102 60 1,300 SH   DFND 4,2,5 1,300 0 0
STERICYCLE INC COM 858912108 18,632 163,986 SH   DFND 2,5 163,986 0 0
STERICYCLE INC COM 858912108 1,704 15,000 SH   DFND 4,2,5 1,400 0 13,600
STIFEL FINANCIAL CORP COM 860630102 12,589 253,000 SH   DFND 2,5 253,000 0 0
STONERIDGE INC COM 86183P102 11 1,000 SH   DFND 4,2,5 1,000 0 0
STRATASYS LTD SHS M85548101 15,125 142,564 SH   DFND 2,5 142,564 0 0
STRATUS PROPERTIES INC COM NEW 863167201 39 2,200 SH   DFND 4,2,5 2,200 0 0
STRAYER EDUCATION INC COM 863236105 149 3,200 SH   DFND 4,2,5 3,200 0 0
STRYKER CORP COM 863667101 10,076 123,680 SH   DFND 2,5 123,680 0 0
STRYKER CORP COM 863667101 8,090 99,300 SH   DFND 4,2,5 3,800 0 95,500
SUN LIFE FINANCIAL INC COM 866796105 218 6,300 SH   DFND 4,2,5 2,300 0 4,000
SUNCOR ENERGY INC COM 867224107 8,890 254,142 SH   DFND 2,5 250,942 0 3,200
SUNCOR ENERGY INC COM 867224107 29,639 847,300 SH   DFND 4,2,5 336,900 0 510,400
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 4,065 614,934 SH   DFND 2,5 614,934 0 0
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 3,635 40,000 SH   DFND 2,5 40,000 0 0
SUNTRUST BANKS INC COM 867914103 123 3,100 SH   DFND 4,2,5 0 0 3,100
SUPERIOR ENERGY SERVICES INC COM 868157108 695 22,600 SH   DFND 4,2,5 0 0 22,600
SUPERIOR UNIFORM GROUP INC COM 868358102 25 1,700 SH   DFND 4,2,5 880 0 820
SUPERVALU INC COM 868536103 391 57,200 SH   DFND 4,2,5 57,200 0 0
SWIFT ENERGY CO COM 870738101 597 55,500 SH   DFND 4,2,5 47,800 0 7,700
SWIFT TRANSPORTATION CO CL A 87074U101 198 8,000 SH   DFND 2,5 8,000 0 0
SWIFT TRANSPORTATION CO CL A 87074U101 4,509 182,200 SH   DFND 4,2,5 109,700 0 72,500
SWS GROUP INC COM 78503N107 5 700 SH   DFND 4,2,5 700 0 0
SY BANCORP INC COM 785060104 92 2,900 SH   DFND 4,2,5 2,900 0 0
SYKES ENTERPRISES INC COM 871237103 1,419 71,400 SH   DFND 4,2,5 44,000 0 27,400
SYMANTEC CORP COM 871503108 22,926 1,148,000 SH   DFND 2,5 1,148,000 0 0
SYMANTEC CORP COM 871503108 61,907 3,099,975 SH   DFND 4,2,5 2,583,080 0 516,895
SYMETRA FINANCIAL CORP COM 87151Q106 1,658 83,668 SH   DFND 4,2,5 73,198 0 10,470
SYNAGEVA BIOPHARMA CORP COM 87159A103 10,625 128,061 SH   DFND 2,5 128,061 0 0
SYNERGY RESOURCES CORP COM 87164P103 3,870 360,000 SH   DFND 2,5 360,000 0 0
SYNNEX CORP COM 87162W100 1,521 25,100 SH   DFND 4,2,5 0 0 25,100
SYNOPSYS INC COM 871607107 319 8,302 SH   DFND 2,5 8,302 0 0
SYNOPSYS INC COM 871607107 5,477 142,600 SH   DFND 4,2,5 109,200 0 33,400
SYNTEL INC COM 87162H103 261 2,900 SH   DFND 4,2,5 2,900 0 0
SYSCO CORP COM 871829107 828 22,920 SH   DFND 2,5 22,920 0 0
SYSCO CORP COM 871829107 4,119 114,010 SH   DFND 4,2,5 8,900 0 105,110
T ROWE PRICE GROUP INC COM 74144T108 7,698 93,483 SH   DFND 2,5 93,483 0 0
T ROWE PRICE GROUP INC COM 74144T108 2,065 25,080 SH   DFND 4,2,5 2,200 0 22,880
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 21,491 1,073,454 SH   DFND 2,5 11,078 0 1,062,376
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 349 15,900 SH   DFND 4,2,5 15,900 0 0
TALISMAN ENERGY INC COM 87425E103 987 98,899 SH   DFND 2,5 98,899 0 0
TALISMAN ENERGY INC COM 87425E103 1,346 134,860 SH   DFND 4,2,5 113,900 0 20,960
TANDY LEATHER FACTORY INC COM 87538X105 26 2,700 SH   DFND 4,2,5 2,700 0 0
TARGA RESOURCES CORP COM 87612G101 3,474 35,000 SH   DFND 2,5 35,000 0 0
TARGET CORP COM 87612E106 179 2,952 SH   DFND 2,5 2,952 0 0
TARGET CORP COM 87612E106 9,724 160,700 SH   DFND 4,2,5 62,300 0 98,400
TATA MOTORS LTD SPONSORED ADR 876568502 1,434 40,500 SH   DFND 2,5 40,500 0 0
TCP CAPITAL CORP COM 87238Q103 14,020 847,115 SH   DFND 2,5 0 0 847,115
TD AMERITRADE HOLDING CORP COM 87236Y108 25,986 765,429 SH   DFND 2,5 765,429 0 0
TECH DATA CORP COM 878237106 146 2,400 SH   DFND 4,2,5 0 0 2,400
TECHNE CORP COM 878377100 2,583 30,251 SH   DFND 2,5 30,251 0 0
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 57,564 1,583,600 SH   DFND 1,2,5,3 1,583,600 0 0
TECK RESOURCES LTD CL B 878742204 2,209 102,200 SH   DFND 4,2,5 900 0 101,300
TECUMSEH PRODUCTS CO CL A 878895200 625 90,518 SH   DFND 4,2,5 73,638 0 16,880
TENARIS SA SPONSORED ADR 88031M109 2,157 48,749 SH   DFND 2,5 48,749 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 285 6,663 SH   DFND 2,5 6,663 0 0
TERADATA CORP COM 88076W103 5,522 112,252 SH   DFND 2,5 112,252 0 0
TERADYNE INC COM 880770102 3,779 190,000 SH   DFND 2,5 190,000 0 0
TEREX CORP COM 880779103 102 2,300 SH   DFND 2,5 2,300 0 0
TEREX CORP COM 880779103 6,521 147,200 SH   DFND 4,2,5 122,000 0 25,200
TERNIUM SA SPON ADR 880890108 592 20,000 SH   DFND 2,5 20,000 0 0
TESCO CORP COM 88157K101 1,480 80,000 SH   DFND 2,5 80,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 5,910 125,336 SH   DFND 2,5 125,336 0 0
TEXAS INSTRUMENTS INC COM 882508104 8,166 173,200 SH   DFND 4,2,5 113,000 0 60,200
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 306 8,000 SH   DFND 4,2,5 0 0 8,000
THERAVANCE INC COM 88338T104 5,816 187,972 SH   DFND 2,5 187,972 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 21,743 180,829 SH   DFND 2,5 180,829 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 32,551 270,716 SH   DFND 4,2,5 116,275 0 154,441
THOMSON REUTERS CORP COM 884903105 5,584 163,100 SH   DFND 2,5 163,100 0 0
THOMSON REUTERS CORP COM 884903105 8,169 238,600 SH   DFND 4,2,5 217,200 0 21,400
THOR INDUSTRIES INC COM 885160101 3,543 58,022 SH   DFND 4,2,5 43,922 0 14,100
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 2,918 612,991 SH   DFND 2,5 612,991 0 0
TIBCO SOFTWARE INC COM 88632Q103 3,393 167,000 SH   DFND 2,5 167,000 0 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 2,008 2,000,000 PRN   DFND 2,5 0 0 0
TIFFANY & CO COM 886547108 3,756 43,600 SH   DFND 4,2,5 43,600 0 0
TIM HORTONS INC COM 88706M103 1,501 27,100 SH   DFND 4,2,5 1,900 0 25,200
TIM PARTICIPACOES SA SPONSORED ADR 88706P205 61 2,352 SH   DFND 2,5 2,352 0 0
TIME WARNER CABLE INC COM 88732J207 206 1,502 SH   DFND 2,5 1,502 0 0
TIME WARNER CABLE INC COM 88732J207 8,972 65,400 SH   DFND 4,2,5 43,700 0 21,700
TIME WARNER INC COM NEW 887317303 11,414 174,709 SH   DFND 2,5 174,709 0 0
TIME WARNER INC COM NEW 887317303 37,266 570,420 SH   DFND 4,2,5 404,570 0 165,850
TJX COS INC/THE COM 872540109 47,901 789,796 SH   DFND 2,5 789,796 0 0
TJX COS INC/THE COM 872540109 12,421 204,800 SH   DFND 4,2,5 77,400 0 127,400
TOLL BROTHERS INC COM 889478103 610 17,000 SH   DFND 2,5 17,000 0 0
TORCHMARK CORP COM 891027104 4,397 55,870 SH   DFND 4,2,5 55,870 0 0
TORONTO-DOMINION BANK COM NEW 891160509 22,589 481,051 SH   DFND 2,5 479,251 0 1,800
TORONTO-DOMINION BANK COM NEW 891160509 39,013 830,800 SH   DFND 4,2,5 249,000 0 581,800
TOWER INTERNATIONAL INC COM 891826109 338 12,400 SH   DFND 4,2,5 8,500 0 3,900
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 639 75,300 SH   DFND 4,2,5 63,848 0 11,452
TRACTOR SUPPLY CO COM 892356106 48,543 687,284 SH   DFND 2,5 687,284 0 0
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 7 1,992 SH   DFND 4,2,5 1,992 0 0
TRANSCANADA CORP COM 89353D107 2,002 43,965 SH   DFND 2,5 43,365 0 600
TRANSCANADA CORP COM 89353D107 11,409 250,600 SH   DFND 4,2,5 33,700 0 216,900
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 11 778 SH   DFND 4,2,5 778 0 0
TRANSDIGM GROUP INC COM 893641100 18,060 97,514 SH   DFND 2,5 97,514 0 0
TRANSGLOBE ENERGY CORP COM 893662106 1,909 250,000 SH   DFND 2,5 250,000 0 0
TRANSGLOBE ENERGY CORP COM 893662106 316 41,400 SH   DFND 4,2,5 37,600 0 3,800
TRANSOCEAN LTD REG SHS H8817H100 146 3,521 SH   DFND 2,5 3,521 0 0
TRAVELERS COS INC/THE COM 89417E109 11,808 138,755 SH   DFND 2,5 135,655 0 3,100
TRAVELERS COS INC/THE COM 89417E109 23,525 276,438 SH   DFND 4,2,5 255,800 0 20,638
TRIANGLE PETROLEUM CORP COM NEW 89600B201 2,060 250,000 SH   DFND 2,5 250,000 0 0
TRIMBLE NAVIGATION LTD COM 896239100 10,612 273,000 SH   DFND 2,5 273,000 0 0
TRINITY INDUSTRIES INC COM 896522109 3,733 51,800 SH   DFND 2,5 51,800 0 0
TRINITY INDUSTRIES INC COM 896522109 5,045 70,000 SH   DFND 4,2,5 56,300 0 13,700
TRIUMPH GROUP INC COM 896818101 284 4,400 SH   DFND 4,2,5 0 0 4,400
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 16,267 199,300 SH   DFND 2,5 197,700 0 1,600
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 49,990 612,470 SH   DFND 4,2,5 387,520 0 224,950
TUCOWS INC COM NEW 898697206 515 40,706 SH   DFND 4,2,5 34,500 0 6,206
TUPPERWARE BRANDS CORP COM 899896104 101 1,200 SH   DFND 4,2,5 0 0 1,200
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 323 10,111 SH   DFND 2,5 10,111 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 7,746 242,300 SH   DFND 4,2,5 230,100 0 12,200
TYCO INTERNATIONAL LTD SHS H89128104 8,034 189,492 SH   DFND 2,5 189,492 0 0
TYSON FOODS INC CL A 902494103 23,159 526,230 SH   DFND 2,5 520,030 0 6,200
TYSON FOODS INC CL A 902494103 89,460 2,032,717 SH   DFND 4,2,5 1,206,960 0 825,757
UBS AG SHS NEW H89231338 294,497 14,246,652 SH   DFND 2,5 6,473,007 0 7,773,645
UBS AG SHS NEW H89231338 3,217 155,624 SH   DFND 4,2,5 35,600 0 120,024
UFP TECHNOLOGIES INC COM 902673102 63 2,589 SH   DFND 4,2,5 1,919 0 670
UGI CORP COM 902681105 201 4,400 SH   DFND 4,2,5 0 0 4,400
ULTRA PETROLEUM CORP COM 903914109 61 2,286 SH   DFND 2,5 2,286 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 1,019 20,852 SH   DFND 2,5 20,852 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 2,170 90,069 SH   DFND 2,5 90,069 0 0
UNIFIRST CORP/MA COM 904708104 2,337 21,260 SH   DFND 4,2,5 16,340 0 4,920
UNION PACIFIC CORP COM 907818108 37,504 199,850 SH   DFND 2,5 196,950 0 2,900
UNION PACIFIC CORP COM 907818108 56,900 303,210 SH   DFND 4,2,5 58,400 0 244,810
UNISYS CORP COM NEW 909214306 1,054 34,600 SH   DFND 4,2,5 34,600 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,750 28,241 SH   DFND 2,5 28,241 0 0
UNITED PARCEL SERVICE INC CL B 911312106 16,009 164,400 SH   DFND 4,2,5 88,500 0 75,900
UNITED RENTALS INC COM 911363109 8,736 92,011 SH   DFND 2,5 92,011 0 0
UNITED STATIONERS INC COM 913004107 2,756 67,100 SH   DFND 4,2,5 44,300 0 22,800
UNITED TECHNOLOGIES CORP COM 913017109 20,828 178,259 SH   DFND 2,5 178,259 0 0
UNITED TECHNOLOGIES CORP COM 913017109 74,956 641,530 SH   DFND 4,2,5 415,130 0 226,400
UNITED THERAPEUTICS CORP COM 91307C102 150 1,600 SH   DFND 2,5 0 0 1,600
UNITED THERAPEUTICS CORP COM 91307C102 2,216 23,570 SH   DFND 4,2,5 15,480 0 8,090
UNITEDHEALTH GROUP INC COM 91324P102 77,433 944,416 SH   DFND 2,5 944,416 0 0
UNITEDHEALTH GROUP INC COM 91324P102 115,562 1,409,468 SH   DFND 4,2,5 1,027,610 0 381,858
UNIVERSAL CORP/VA COM 913456109 101 1,800 SH   DFND 4,2,5 0 0 1,800
UNIVERSAL DISPLAY CORP COM 91347P105 3,319 104,000 SH   DFND 2,5 104,000 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 929 24,200 SH   DFND 4,2,5 18,000 0 6,200
UNIVERSAL FOREST PRODUCTS INC COM 913543104 14 260 SH   DFND 4,2,5 0 0 260
UNIVERSAL HEALTH SERVICES INC CL B 913903100 18,204 221,815 SH   DFND 2,5 219,915 0 1,900
UNIVERSAL HEALTH SERVICES INC CL B 913903100 35,215 429,087 SH   DFND 4,2,5 302,133 0 126,954
UNS ENERGY CORP COM 903119105 102 1,700 SH   DFND 4,2,5 0 0 1,700
URS CORP COM 903236107 56 1,200 SH   DFND 2,5 0 0 1,200
URS CORP COM 903236107 442 9,400 SH   DFND 4,2,5 0 0 9,400
US BANCORP COM NEW 902973304 2,733 63,762 SH   DFND 2,5 63,762 0 0
US BANCORP COM NEW 902973304 32,713 763,260 SH   DFND 4,2,5 219,000 0 544,260
US SILICA HOLDINGS INC COM 90346E103 3,741 98,000 SH   DFND 2,5 98,000 0 0
USA MOBILITY INC COM 90341G103 291 16,011 SH   DFND 4,2,5 0 0 16,011
USANA HEALTH SCIENCES INC COM 90328M107 1,326 17,600 SH   DFND 4,2,5 12,500 0 5,100
VALE SA ADR REPSTG PFD 91912E204 1,816 145,867 SH   DFND 2,5 145,867 0 0
VALE SA ADR REPSTG PFD 91912E204 435 34,937 SH   DFND 4,2,5 34,937 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 30,963 234,978 SH   DFND 2,5 234,678 0 300
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 7,142 54,200 SH   DFND 4,2,5 33,900 0 20,300
VALERO ENERGY CORP COM 91913Y100 6,133 115,494 SH   DFND 2,5 115,494 0 0
VALERO ENERGY CORP COM 91913Y100 31,622 595,520 SH   DFND 4,2,5 539,990 0 55,530
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,584 68,531 SH   DFND 2,5 68,531 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 8,151 216,147 SH   DFND 4,2,5 163,691 0 52,456
VANGUARD ENERGY ETF ENERGY ETF 92204A306 1,014 7,900 SH   DFND 1,2,5,3 7,900 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 30,779 745,800 SH   DFND 1,2,5,3 745,800 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 617 15,200 SH   DFND 1,2,5,3 15,200 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 1,993 33,800 SH   DFND 1,2,5,3 33,800 0 0
VANGUARD FTSE PACIFIC ETF MEGA CAP GRO ETF 922042866 567 9,600 SH   DFND 1,2,5,3 9,600 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 52,507 561,692 SH   DFND 1,2,5,3 561,692 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 56,657 619,000 SH   DFND 1,2,5,3 619,000 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 24,454 284,277 SH   DFND 1,2,5,3 284,277 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 58,644 708,000 SH   DFND 1,2,5,3 708,000 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 2,570 15,000 SH   DFND 2,5 0 0 15,000
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 610 12,360 SH   DFND 1,2,5,3 12,360 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 11,732 150,201 SH   DFND 1,2,5,3 150,201 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 6,496 77,340 SH   DFND 2,5 77,340 0 0
VECTREN CORP COM 92240G101 209 5,300 SH   DFND 2,5 1,800 0 3,500
VECTREN CORP COM 92240G101 8,949 227,183 SH   DFND 4,2,5 66,400 0 160,783
VENTAS INC COM 92276F100 5,600 92,458 SH   DFND 2,5 92,458 0 0
VENTAS INC COM 92276F100 4,316 71,250 SH   DFND 4,2,5 71,120 0 130
VERINT SYSTEMS INC COM 92343X100 1,844 39,300 SH   DFND 4,2,5 39,300 0 0
VERISIGN INC COM 92343E102 1,181 21,900 SH   DFND 4,2,5 0 0 21,900
VERISK ANALYTICS INC CL A 92345Y106 1,355 22,600 SH   DFND 4,2,5 1,700 0 20,900
VERIZON COMMUNICATIONS INC COM 92343V104 267,331 5,619,741 SH   DFND 2,5 5,615,741 0 4,000
VERIZON COMMUNICATIONS INC COM 92343V104 98,279 2,065,984 SH   DFND 4,2,5 1,102,482 0 963,502
VERMILION ENERGY INC COM 923725105 2,815 45,000 SH   DFND 2,5 45,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 17,128 242,188 SH   DFND 2,5 242,188 0 0
VF CORP COM 918204108 149 2,400 SH   DFND 2,5 2,400 0 0
VF CORP COM 918204108 16,157 261,100 SH   DFND 4,2,5 203,400 0 57,700
VIACOM INC CL B 92553P201 621 7,307 SH   DFND 2,5 2,007 0 5,300
VIACOM INC CL B 92553P201 26,893 316,430 SH   DFND 4,2,5 168,530 0 147,900
VIASYSTEMS GROUP INC COM PAR$.01 92553H803 181 14,423 SH   DFND 4,2,5 12,463 0 1,960
VISA INC COM CL A 92826C839 100,922 467,535 SH   DFND 2,5 467,035 0 500
VISA INC COM CL A 92826C839 47,468 219,900 SH   DFND 4,2,5 149,700 0 70,200
VISHAY INTERTECHNOLOGY INC COM 928298108 595 40,000 SH   DFND 4,2,5 40,000 0 0
VISTAPRINT NV SHS N93540107 138 2,800 SH   DFND 2,5 2,800 0 0
VMWARE INC CL A COM 928563402 5,401 50,000 SH   DFND 2,5 50,000 0 0
VOLCANO CORP COM 928645100 4,557 231,222 SH   DFND 2,5 231,222 0 0
VOXX INTERNATIONAL CORP CL A 91829F104 854 62,400 SH   DFND 4,2,5 52,600 0 9,800
VSE CORP COM 918284100 69 1,300 SH   DFND 4,2,5 1,300 0 0
WAL-MART STORES INC COM 931142103 16,524 216,201 SH   DFND 2,5 209,701 0 6,500
WAL-MART STORES INC COM 931142103 92,193 1,206,240 SH   DFND 4,2,5 344,710 0 861,530
WALGREEN CO COM 931422109 356 5,388 SH   DFND 2,5 5,388 0 0
WALGREEN CO COM 931422109 8,161 123,600 SH   DFND 4,2,5 98,400 0 25,200
WALT DISNEY CO/THE COM DISNEY 254687106 23,703 296,029 SH   DFND 2,5 296,029 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 44,990 561,880 SH   DFND 4,2,5 444,000 0 117,880
WASHINGTON FEDERAL INC COM 938824109 2,528 108,500 SH   DFND 4,2,5 89,200 0 19,300
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 1,174 49,160 SH   DFND 2,5 49,160 0 0
WATERS CORP COM 941848103 694 6,400 SH   DFND 4,2,5 600 0 5,800
WCI COMMUNITIES INC COM PAR $0.01 92923C807 395 20,000 SH   DFND 2,5 20,000 0 0
WEATHERFORD INTERNATIONAL LTD/SWITZERLAN REG SHS H27013103 17 988 SH   DFND 2,5 0 0 988
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,773 59,100 SH   DFND 2,5 59,100 0 0
WEIS MARKETS INC COM 948849104 103 2,100 SH   DFND 2,5 0 0 2,100
WEIS MARKETS INC COM 948849104 822 16,700 SH   DFND 4,2,5 12,600 0 4,100
WELLPOINT INC COM 94973V107 6,184 62,115 SH   DFND 2,5 62,115 0 0
WELLPOINT INC COM 94973V107 10,612 106,600 SH   DFND 4,2,5 34,300 0 72,300
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 14,473 9,900,000 PRN   DFND 2,5 0 0 0
WELLS FARGO & CO COM 949746101 80,668 1,621,785 SH   DFND 2,5 1,611,085 0 10,700
WELLS FARGO & CO COM 949746101 218,867 4,400,220 SH   DFND 4,2,5 2,609,190 0 1,791,030
WENDY'S CO/THE COM 95058W100 2,617 286,934 SH   DFND 2,5 286,934 0 0
WENDY'S CO/THE COM 95058W100 4,836 530,214 SH   DFND 4,2,5 498,494 0 31,720
WESCO INTERNATIONAL INC COM 95082P105 532 6,398 SH   DFND 2,5 6,398 0 0
WESTAR ENERGY INC COM 95709T100 4 100 SH   DFND 4,2,5 0 0 100
WESTERN DIGITAL CORP COM 958102105 239 2,600 SH   DFND 2,5 0 0 2,600
WESTERN DIGITAL CORP COM 958102105 21,550 234,700 SH   DFND 4,2,5 1,700 0 233,000
WESTERN REFINING INC COM 959319104 2,316 60,000 SH   DFND 2,5 60,000 0 0
WESTERN UNION CO/THE COM 959802109 10,021 612,538 SH   DFND 4,2,5 460,000 0 152,538
WESTLAKE CHEMICAL CORP COM 960413102 5,837 88,200 SH   DFND 2,5 88,200 0 0
WESTLAKE CHEMICAL CORP COM 960413102 17,154 259,200 SH   DFND 4,2,5 201,300 0 57,900
WEYCO GROUP INC COM 962149100 38 1,390 SH   DFND 4,2,5 1,390 0 0
WHIRLPOOL CORP COM 963320106 135 900 SH   DFND 2,5 0 0 900
WHIRLPOOL CORP COM 963320106 18,025 120,600 SH   DFND 4,2,5 58,100 0 62,500
WHITING PETROLEUM CORP COM 966387102 18,319 264,000 SH   DFND 2,5 264,000 0 0
WHOLE FOODS MARKET INC COM 966837106 40,251 793,752 SH   DFND 2,5 793,752 0 0
WHOLE FOODS MARKET INC COM 966837106 1,612 31,792 SH   DFND 4,2,5 2,900 0 28,892
WILLIAMS COS INC/THE COM 969457100 3,214 79,200 SH   DFND 4,2,5 75,300 0 3,900
WILLIS LEASE FINANCE CORP COM 970646105 238 11,635 SH   DFND 4,2,5 9,085 0 2,550
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 939 81,000 SH   DFND 4,2,5 69,200 0 11,800
WINTRUST FINANCIAL CORP COM 97650W108 2,302 47,300 SH   DFND 4,2,5 40,400 0 6,900
WISCONSIN ENERGY CORP COM 976657106 437 9,384 SH   DFND 2,5 9,384 0 0
WISCONSIN ENERGY CORP COM 976657106 3,715 79,800 SH   DFND 4,2,5 3,500 0 76,300
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 186 4,540 SH   DFND 1,2,5,3 4,540 0 0
WPX ENERGY INC COM 98212B103 56 3,114 SH   DFND 2,5 3,114 0 0
WPX ENERGY INC COM 98212B103 781 43,300 SH   DFND 4,2,5 20,000 0 23,300
WRIGHT MEDICAL GROUP INC COM 98235T107 2,011 64,711 SH   DFND 2,5 64,711 0 0
WSFS FINANCIAL CORP COM 929328102 303 4,240 SH   DFND 4,2,5 4,240 0 0
WW GRAINGER INC COM 384802104 46,946 185,807 SH   DFND 2,5 185,807 0 0
WW GRAINGER INC COM 384802104 2,703 10,700 SH   DFND 4,2,5 900 0 9,800
WYNDHAM WORLDWIDE CORP COM 98310W108 17,429 238,000 SH   DFND 2,5 238,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 38,725 528,810 SH   DFND 4,2,5 468,000 0 60,810
XCEL ENERGY INC COM 98389B100 26,574 875,310 SH   DFND 2,5 867,410 0 7,900
XCEL ENERGY INC COM 98389B100 93,202 3,069,904 SH   DFND 4,2,5 2,066,610 0 1,003,294
XERIUM TECHNOLOGIES INC COM NEW 98416J118 304 18,921 SH   DFND 4,2,5 18,461 0 460
XEROX CORP COM 984121103 24,618 2,178,590 SH   DFND 2,5 2,164,590 0 14,000
XEROX CORP COM 984121103 82,927 7,338,675 SH   DFND 4,2,5 5,095,280 0 2,243,395
XILINX INC COM 983919101 1,981 36,500 SH   DFND 4,2,5 2,800 0 33,700
XILINX INC NOTE 2.625% 6/1 983919AF8 45,938 24,500,000 PRN   DFND 2,5 0 0 0
XL GROUP PLC SHS G98290102 4,513 144,400 SH   DFND 4,2,5 132,400 0 12,000
XO GROUP INC COM 983772104 811 80,000 SH   DFND 4,2,5 68,200 0 11,800
XYLEM INC/NY COM 98419M100 6,818 187,200 SH   DFND 4,2,5 187,200 0 0
YAHOO! INC COM 984332106 15,258 425,008 SH   DFND 2,5 425,008 0 0
YAHOO! INC COM 984332106 60,181 1,676,340 SH   DFND 4,2,5 1,198,220 0 478,120
YAMANA GOLD INC COM 98462Y100 922 105,163 SH   DFND 2,5 103,763 0 1,400
YAMANA GOLD INC COM 98462Y100 1,054 120,200 SH   DFND 4,2,5 0 0 120,200
YANDEX NV SHS CLASS A N97284108 10,341 342,535 SH   DFND 2,5 185,797 0 156,738
YELP INC CL A 985817105 12,270 159,500 SH   DFND 2,5 159,500 0 0
YUM! BRANDS INC COM 988498101 65 866 SH   DFND 2,5 866 0 0
YUM! BRANDS INC COM 988498101 8,104 107,500 SH   DFND 4,2,5 50,200 0 57,300
ZEP INC COM 98944B108 487 27,500 SH   DFND 4,2,5 21,300 0 6,200
ZIMMER HOLDINGS INC COM 98956P102 5,920 62,594 SH   DFND 2,5 62,594 0 0
ZIMMER HOLDINGS INC COM 98956P102 13,715 145,011 SH   DFND 4,2,5 1,900 0 143,111