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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAR CORP COM 000361105 3,095 110,500 SH   DFND 4,2,5 35,800 0 74,700
ACNB CORP COM 000868109 283 15,662 SH   DFND 4,2,5 14,962 0 700
ABM INDUSTRIES INC COM 000957100 2,396 83,800 SH   DFND 4,2,5 48,500 0 35,300
AFLAC INC COM 001055102 2,926 43,800 SH   DFND 4,2,5 40,500 0 3,300
AGCO CORP COM 001084102 1,089 18,400 SH   DFND 4,2,5 0 0 18,400
AGCO CORP COM 001084102 444 7,500 SH   DFND 2,5 7,500 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 2,187 1,500,000 PRN   DFND 2,5 0 0 0
AGL RESOURCES INC COM 001204106 359 7,600 SH   DFND 4,2,5 0 0 7,600
AES CORP/VA COM 00130H105 547 37,710 SH   DFND 2,5 37,710 0 0
AES CORP/VA COM 00130H105 12,674 873,480 SH   DFND 4,2,5 557,650 0 315,830
AOL INC COM 00184X105 6,503 139,500 SH   DFND 2,5 139,500 0 0
AOL INC COM 00184X105 30,328 650,538 SH   DFND 4,2,5 339,000 0 311,538
AT&T INC COM 00206R102 87,694 2,494,130 SH   DFND 4,2,5 1,319,730 0 1,174,400
AT&T INC COM 00206R102 18,503 526,264 SH   DFND 2,5 526,264 0 0
AARON'S INC COM PAR $0.50 002535300 8,374 284,838 SH   DFND 4,2,5 38,300 0 246,538
ABBOTT LABORATORIES COM 002824100 477 12,448 SH   DFND 2,5 12,448 0 0
ABBOTT LABORATORIES COM 002824100 23,050 601,360 SH   DFND 4,2,5 148,400 0 452,960
ABBVIE INC COM 00287Y109 9,944 188,292 SH   DFND 2,5 188,292 0 0
ABBVIE INC COM 00287Y109 23,918 452,900 SH   DFND 4,2,5 144,600 0 308,300
ACADIA PHARMACEUTICALS INC COM 004225108 1,055 42,219 SH   DFND 2,5 42,219 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 521 21,000 SH   DFND 2,5 21,000 0 0
ACCESS NATIONAL CORP COM 004337101 188 12,580 SH   DFND 4,2,5 9,816 0 2,764
ACORDA THERAPEUTICS INC COM 00484M106 1,192 40,819 SH   DFND 2,5 40,819 0 0
ACTIVISION BLIZZARD INC COM 00507V109 52,560 2,947,817 SH   DFND 4,2,5 1,560,706 0 1,387,111
ACTIVISION BLIZZARD INC COM 00507V109 14,727 825,941 SH   DFND 2,5 825,941 0 0
ADOBE SYSTEMS INC COM 00724F101 24,100 402,477 SH   DFND 2,5 402,477 0 0
ADOBE SYSTEMS INC COM 00724F101 2,168 36,200 SH   DFND 4,2,5 32,700 0 3,500
ADVANCE AUTO PARTS INC COM 00751Y106 155 1,400 SH   DFND 2,5 1,400 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 576 5,200 SH   DFND 4,2,5 1,400 0 3,800
ADVANTAGE OIL & GAS LTD COM 00765F101 354 81,500 SH   DFND 4,2,5 71,300 0 10,200
AEGERION PHARMACEUTICALS INC COM 00767E102 14,130 199,129 SH   DFND 2,5 199,129 0 0
AEROFLEX HOLDING CORP COM 007767106 38 5,800 SH   DFND 4,2,5 0 0 5,800
ADVANCED MICRO DEVICES INC COM 007903107 3,638 940,000 SH   DFND 2,5 940,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,591 411,100 SH   DFND 4,2,5 207,800 0 203,300
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 113,954 109,047,000 PRN   DFND 2,5 0 0 0
AETNA INC COM 00817Y108 6,260 91,270 SH   DFND 2,5 91,270 0 0
AETNA INC COM 00817Y108 30,071 438,418 SH   DFND 4,2,5 101,850 0 336,568
AGILENT TECHNOLOGIES INC COM 00846U101 6,783 118,600 SH   DFND 4,2,5 0 0 118,600
AGILENT TECHNOLOGIES INC COM 00846U101 2,444 42,734 SH   DFND 2,5 42,734 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,178 82,560 SH   DFND 2,5 82,560 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 1,424 59,473 SH   DFND 2,5 59,473 0 0
AGRIUM INC COM 008916108 3,777 41,295 SH   DFND 2,5 41,295 0 0
AGRIUM INC COM 008916108 8,386 91,700 SH   DFND 4,2,5 500 0 91,200
AIR PRODUCTS & CHEMICALS INC COM 009158106 4,499 40,250 SH   DFND 4,2,5 0 0 40,250
AKORN INC COM 009728106 2,439 99,026 SH   DFND 2,5 99,026 0 0
ALASKA AIR GROUP INC COM 011659109 34,873 475,302 SH   DFND 4,2,5 300,840 0 174,462
ALASKA AIR GROUP INC COM 011659109 9,218 125,640 SH   DFND 2,5 125,640 0 0
ALBANY MOLECULAR RESEARCH INC COM 012423109 674 66,900 SH   DFND 4,2,5 50,100 0 16,800
ALERE INC COM 01449J105 31 870 SH   DFND 2,5 870 0 0
ALERE INC COM 01449J105 3,526 97,400 SH   DFND 4,2,5 75,270 0 22,130
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 318 4,998 SH   DFND 2,5 4,998 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,621 19,700 SH   DFND 4,2,5 18,500 0 1,200
ALEXION PHARMACEUTICALS INC COM 015351109 74,925 563,093 SH   DFND 2,5 563,093 0 0
ALIGN TECHNOLOGY INC COM 016255101 13,602 238,000 SH   DFND 2,5 238,000 0 0
ALLEGHANY CORP COM 017175100 830 2,075 SH   DFND 2,5 2,075 0 0
ALLERGAN INC/UNITED STATES COM 018490102 11,241 101,197 SH   DFND 2,5 101,197 0 0
ALLERGAN INC/UNITED STATES COM 018490102 5,821 52,400 SH   DFND 4,2,5 24,100 0 28,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,234 4,692 SH   DFND 2,5 4,692 0 0
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 462 6,000 SH   DFND 2,5 6,000 0 0
ALLIANT ENERGY CORP COM 018802108 438 8,482 SH   DFND 2,5 8,482 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 4,137 34,000 SH   DFND 4,2,5 20,000 0 14,000
ALLSTATE CORP/THE COM 020002101 1,838 33,700 SH   DFND 4,2,5 30,200 0 3,500
ALTERA CORP COM 021441100 189 5,800 SH   DFND 4,2,5 0 0 5,800
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 900 26,300 SH   DFND 4,2,5 19,700 0 6,600
ALTRIA GROUP INC COM 02209S103 40,496 1,054,857 SH   DFND 4,2,5 203,300 0 851,557
ALTRIA GROUP INC COM 02209S103 332 8,636 SH   DFND 2,5 8,636 0 0
AMAZON.COM INC COM 023135106 35,393 88,750 SH   DFND 4,2,5 75,900 0 12,850
AMAZON.COM INC COM 023135106 52,301 131,148 SH   DFND 2,5 131,148 0 0
AMBEV SA SPONSORED ADR 02319V103 21,934 2,984,227 SH   DFND 2,5 2,984,227 0 0
AMBEV SA SPONSORED ADR 02319V103 12 1,695 SH   DFND 4,2,5 1,695 0 0
AMERCO COM 023586100 1,976 8,310 SH   DFND 2,5 8,310 0 0
AMERCO COM 023586100 11,384 47,865 SH   DFND 4,2,5 26,065 0 21,800
AMEREN CORP COM 023608102 718 19,852 SH   DFND 2,5 19,852 0 0
AMEREN CORP COM 023608102 1,808 50,000 SH   DFND 4,2,5 0 0 50,000
AMERICAN CAPITAL AGENCY CORP COM 02503X105 14 700 SH   DFND 4,2,5 540 0 160
AMERICAN ELECTRIC POWER CO INC COM 025537101 13,205 282,517 SH   DFND 4,2,5 7,400 0 275,117
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,126 24,093 SH   DFND 2,5 24,093 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 470 17,800 SH   DFND 4,2,5 0 0 17,800
AMERICAN EXPRESS CO COM 025816109 72,218 795,970 SH   DFND 2,5 795,970 0 0
AMERICAN EXPRESS CO COM 025816109 32,192 354,810 SH   DFND 4,2,5 117,730 0 237,080
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 7,734 151,500 SH   DFND 4,2,5 141,200 0 10,300
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 1,576 30,872 SH   DFND 2,5 30,872 0 0
AMERICAN NATIONAL INSURANCE CO COM 028591105 231 2,014 SH   DFND 4,2,5 0 0 2,014
AMERICAN TOWER CORP COM 03027X100 55,511 695,454 SH   DFND 2,5 695,454 0 0
AMERICAN TOWER CORP COM 03027X100 10,607 132,889 SH   DFND 4,2,5 132,889 0 0
AMERICAN VANGUARD CORP COM 030371108 364 15,000 SH   DFND 2,5 15,000 0 0
AMERICAN WATER WORKS CO INC COM 030420103 34,537 817,250 SH   DFND 4,2,5 592,970 0 224,280
AMERICAN WATER WORKS CO INC COM 030420103 15,647 370,247 SH   DFND 2,5 370,247 0 0
AMERICAN WOODMARK CORP COM 030506109 1,131 28,600 SH   DFND 4,2,5 21,400 0 7,200
AMERISOURCEBERGEN CORP COM 03073E105 3,175 45,160 SH   DFND 4,2,5 0 0 45,160
AMERISOURCEBERGEN CORP COM 03073E105 12,601 179,219 SH   DFND 2,5 179,219 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 138 1,200 SH   DFND 4,2,5 0 0 1,200
AMETEK INC COM 031100100 1,368 25,970 SH   DFND 4,2,5 0 0 25,970
AMGEN INC COM 031162100 143,996 1,261,351 SH   DFND 2,5 1,261,351 0 0
AMGEN INC COM 031162100 170,697 1,495,246 SH   DFND 4,2,5 839,590 0 655,656
AMICUS THERAPEUTICS INC COM 03152W109 222 94,421 SH   DFND 2,5 94,421 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,283 209,300 SH   DFND 4,2,5 139,000 0 70,300
AMPHENOL CORP CL A 032095101 1,587 17,790 SH   DFND 4,2,5 0 0 17,790
AMPHENOL CORP CL A 032095101 1,539 17,260 SH   DFND 2,5 17,260 0 0
AMSURG CORP COM 03232P405 37 800 SH   DFND 4,2,5 0 0 800
AMTRUST FINANCIAL SERVICES INC COM 032359309 1,571 48,060 SH   DFND 4,2,5 26,950 0 21,110
ANACOR PHARMACEUTICALS INC COM 032420101 2,822 168,172 SH   DFND 2,5 168,172 0 0
ANADARKO PETROLEUM CORP COM 032511107 15,505 195,474 SH   DFND 2,5 195,474 0 0
ANADARKO PETROLEUM CORP COM 032511107 3,625 45,700 SH   DFND 4,2,5 42,100 0 3,600
ANALOG DEVICES INC COM 032654105 2,199 43,170 SH   DFND 4,2,5 0 0 43,170
ANDERSONS INC/THE COM 034164103 36 400 SH   DFND 4,2,5 0 0 400
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 3,935 335,753 SH   DFND 2,5 335,753 0 0
ANIKA THERAPEUTICS INC COM 035255108 485 12,700 SH   DFND 4,2,5 12,000 0 700
ANN INC COM 035623107 186 5,100 SH   DFND 4,2,5 0 0 5,100
ANNALY CAPITAL MANAGEMENT INC COM 035710409 68 6,858 SH   DFND 2,5 6,858 0 0
ANSYS INC COM 03662Q105 236 2,707 SH   DFND 2,5 2,707 0 0
APACHE CORP COM 037411105 105,057 1,222,451 SH   DFND 4,2,5 699,520 0 522,931
APACHE CORP COM 037411105 31,449 365,943 SH   DFND 2,5 365,943 0 0
APARTMENT INVESTMENT & MANAGEMENT CO CL A 03748R101 200 7,700 SH   DFND 4,2,5 0 0 7,700
APOLLO EDUCATION GROUP INC CL A 037604105 2,350 86,000 SH   DFND 4,2,5 68,500 0 17,500
APPLE INC COM 037833100 261,362 465,794 SH   DFND 4,2,5 303,190 0 162,604
APPLE INC COM 037833100 188,765 336,413 SH   DFND 2,5 336,413 0 0
APPLIED MATERIALS INC COM 038222105 4,210 238,000 SH   DFND 2,5 238,000 0 0
APPLIED MATERIALS INC COM 038222105 126 7,100 SH   DFND 4,2,5 0 0 7,100
ARCHER-DANIELS-MIDLAND CO COM 039483102 9,926 228,700 SH   DFND 4,2,5 62,300 0 166,400
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 2/1 039483AW2 10,581 10,000,000 PRN   DFND 2,5 0 0 0
ARGAN INC COM 04010E109 113 4,100 SH   DFND 4,2,5 0 0 4,100
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,154 2,000,000 PRN   DFND 2,5 0 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 6,595 966,984 SH   DFND 2,5 966,984 0 0
ARKANSAS BEST CORP COM 040790107 249 7,400 SH   DFND 4,2,5 0 0 7,400
ARRIS GROUP INC COM 04270V106 2,344 96,200 SH   DFND 4,2,5 52,600 0 43,600
ARRIS GROUP INC COM 04270V106 7,797 320,000 SH   DFND 2,5 320,000 0 0
ARROW ELECTRONICS INC COM 042735100 35,274 650,210 SH   DFND 4,2,5 454,910 0 195,300
ARROW ELECTRONICS INC COM 042735100 10,875 200,460 SH   DFND 2,5 200,460 0 0
ARTHROCARE CORP COM 043136100 4,430 110,084 SH   DFND 2,5 110,084 0 0
ARUBA NETWORKS INC COM 043176106 3,938 220,000 SH   DFND 2,5 220,000 0 0
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 844 101,900 SH   DFND 4,2,5 69,300 0 32,600
ASSURANT INC COM 04621X108 6,411 96,600 SH   DFND 4,2,5 88,600 0 8,000
ASTORIA FINANCIAL CORP COM 046265104 1,693 122,400 SH   DFND 4,2,5 81,000 0 41,400
ATLANTIC TELE-NETWORK INC COM NEW 049079205 723 12,779 SH   DFND 4,2,5 0 0 12,779
ATLAS AIR WORLDWIDE HOLDINGS INC COM NEW 049164205 1,165 28,300 SH   DFND 4,2,5 23,600 0 4,700
ATMOS ENERGY CORP COM 049560105 141 3,100 SH   DFND 2,5 3,100 0 0
ATMOS ENERGY CORP COM 049560105 12,072 265,775 SH   DFND 4,2,5 3,100 0 262,675
ATWOOD OCEANICS INC COM 050095108 2,403 45,000 SH   DFND 2,5 45,000 0 0
AURICO GOLD INC COM 05155C105 65 17,800 SH   DFND 4,2,5 13,800 0 4,000
AUTODESK INC COM 052769106 4,220 83,844 SH   DFND 2,5 83,844 0 0
AUTOLIV INC COM 052800109 27,782 302,634 SH   DFND 4,2,5 211,648 0 90,986
AUTOLIV INC COM 052800109 12,873 140,228 SH   DFND 2,5 140,228 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 9,797 121,240 SH   DFND 4,2,5 38,500 0 82,740
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 1,028 12,723 SH   DFND 2,5 12,723 0 0
AUTOZONE INC COM 053332102 6,213 13,000 SH   DFND 4,2,5 0 0 13,000
AUXILIUM PHARMACEUTICALS INC COM 05334D107 4,048 195,168 SH   DFND 2,5 195,168 0 0
AVALONBAY COMMUNITIES INC COM 053484101 3,783 32,000 SH   DFND 2,5 32,000 0 0
AVERY DENNISON CORP COM 053611109 13,100 261,000 SH   DFND 4,2,5 189,000 0 72,000
AVNET INC COM 053807103 24,216 549,000 SH   DFND 4,2,5 133,800 0 415,200
AVNET INC COM 053807103 256 5,800 SH   DFND 2,5 5,800 0 0
AVON PRODUCTS INC COM 054303102 39,456 2,291,310 SH   DFND 4,2,5 1,873,510 0 417,800
AVON PRODUCTS INC COM 054303102 14,229 826,300 SH   DFND 2,5 826,300 0 0
BB&T CORP COM 054937107 12,929 346,449 SH   DFND 4,2,5 50,700 0 295,749
BCE INC COM NEW 05534B760 9,460 218,500 SH   DFND 4,2,5 2,000 0 216,500
BCE INC COM NEW 05534B760 403 9,309 SH   DFND 2,5 9,309 0 0
BOK FINANCIAL CORP COM NEW 05561Q201 73 1,100 SH   DFND 4,2,5 0 0 1,100
BAIDU INC SPON ADR REP A 056752108 39,624 222,758 SH   DFND 2,5 222,758 0 0
BAKER HUGHES INC COM 057224107 5,648 102,200 SH   DFND 4,2,5 31,700 0 70,500
BALL CORP COM 058498106 1,425 27,590 SH   DFND 4,2,5 0 0 27,590
BALLY TECHNOLOGIES INC COM 05874B107 17,019 216,940 SH   DFND 4,2,5 168,200 0 48,740
BALLY TECHNOLOGIES INC COM 05874B107 5,405 68,900 SH   DFND 2,5 68,900 0 0
BANCFIRST CORP COM 05945F103 441 7,873 SH   DFND 4,2,5 3,563 0 4,310
BANCO BRADESCO SA SP ADR PFD NEW 059460303 1,964 156,715 SH   DFND 2,5 156,715 0 0
BANCO DE CHILE SPONSORED ADR 059520106 146 1,665 SH   DFND 4,2,5 1,665 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 1,199 50,870 SH   DFND 2,5 50,870 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 44 900 SH   DFND 4,2,5 900 0 0
BANC OF CALIFORNIA INC COM 05990K106 602 44,884 SH   DFND 4,2,5 36,456 0 8,428
BANK OF AMERICA CORP COM 060505104 46,286 2,972,800 SH   DFND 4,2,5 2,469,600 0 503,200
BANK OF AMERICA CORP COM 060505104 11,206 719,700 SH   DFND 2,5 719,700 0 0
BANK OF KENTUCKY FINANCIAL CORP COM 062896105 15 400 SH   DFND 4,2,5 0 0 400
BANK OF MARIN BANCORP COM 063425102 112 2,570 SH   DFND 4,2,5 2,570 0 0
BANK OF MONTREAL COM 063671101 11,525 172,934 SH   DFND 2,5 172,934 0 0
BANK OF MONTREAL COM 063671101 41,466 622,200 SH   DFND 4,2,5 286,700 0 335,500
BANK OF NEW YORK MELLON CORP/THE COM 064058100 3,525 100,900 SH   DFND 4,2,5 92,500 0 8,400
BANK OF NOVA SCOTIA COM 064149107 57,756 923,760 SH   DFND 4,2,5 372,060 0 551,700
BANK OF NOVA SCOTIA COM 064149107 14,628 233,960 SH   DFND 2,5 233,960 0 0
CR BARD INC COM 067383109 1,579 11,790 SH   DFND 4,2,5 0 0 11,790
CR BARD INC COM 067383109 943 7,038 SH   DFND 2,5 7,038 0 0
BARNES & NOBLE INC COM 067774109 178 11,900 SH   DFND 4,2,5 0 0 11,900
BARRICK GOLD CORP COM 067901108 5,461 310,100 SH   DFND 4,2,5 52,500 0 257,600
BARRICK GOLD CORP COM 067901108 6,723 381,773 SH   DFND 2,5 381,773 0 0
BAXTER INTERNATIONAL INC COM 071813109 9,759 140,318 SH   DFND 2,5 140,318 0 0
BAXTER INTERNATIONAL INC COM 071813109 14,603 209,960 SH   DFND 4,2,5 42,800 0 167,160
B/E AEROSPACE INC COM 073302101 386 4,433 SH   DFND 2,5 4,433 0 0
BEAM INC COM 073730103 14,821 217,769 SH   DFND 2,5 217,769 0 0
BEASLEY BROADCASTING GROUP INC CL A 074014101 47 5,425 SH   DFND 4,2,5 5,007 0 418
BECTON DICKINSON AND CO COM 075887109 19,669 178,015 SH   DFND 4,2,5 62,000 0 116,015
BECTON DICKINSON AND CO COM 075887109 5,929 53,664 SH   DFND 2,5 53,664 0 0
BED BATH & BEYOND INC COM 075896100 16,233 202,155 SH   DFND 4,2,5 120,000 0 82,155
BELDEN INC COM 077454106 528 7,500 SH   DFND 4,2,5 0 0 7,500
BELLATRIX EXPLORATION LTD COM 078314101 3,492 475,000 SH   DFND 2,5 475,000 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 86,014 725,490 SH   DFND 4,2,5 444,940 0 280,550
BERKSHIRE HATHAWAY INC CL B NEW 084670702 23,015 194,119 SH   DFND 2,5 194,119 0 0
BEST BUY CO INC COM 086516101 1,336 33,507 SH   DFND 2,5 33,507 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 961 48,500 SH   DFND 4,2,5 36,300 0 12,200
BIG LOTS INC COM 089302103 362 11,200 SH   DFND 4,2,5 0 0 11,200
BIOMARIN PHARMACEUTICAL INC COM 09061G101 26,006 370,084 SH   DFND 2,5 370,084 0 0
BIOGEN IDEC INC COM 09062X103 33,005 117,980 SH   DFND 4,2,5 91,770 0 26,210
BIOGEN IDEC INC COM 09062X103 38,174 136,456 SH   DFND 2,5 136,456 0 0
BIOMED REALTY TRUST INC COM 09063H107 544 30,000 SH   DFND 2,5 30,000 0 0
BLACK BOX CORP COM 091826107 1,115 37,400 SH   DFND 4,2,5 27,200 0 10,200
BLACKROCK INC COM 09247X101 4,535 14,330 SH   DFND 2,5 14,330 0 0
BLACKROCK INC COM 09247X101 28,820 91,066 SH   DFND 4,2,5 44,200 0 46,866
BLACKSTONE GROUP LP COM UNIT LTD 09253U108 10,501 333,370 SH   DFND 2,5 333,370 0 0
BLACKSTONE/GSO LONG-SHORT CREDIT INCOME COM SHS BN INT 09257D102 219 12,270 SH   DFND 1,2,5,3 12,270 0 0
H&R BLOCK INC COM 093671105 438 15,069 SH   DFND 2,5 15,069 0 0
BLYTH INC COM NEW 09643P207 181 16,600 SH   DFND 4,2,5 11,900 0 4,700
BOEING CO/THE COM 097023105 38,787 284,175 SH   DFND 2,5 284,175 0 0
BOEING CO/THE COM 097023105 36,170 264,999 SH   DFND 4,2,5 128,719 0 136,280
BONANZA CREEK ENERGY INC COM 097793103 3,260 75,000 SH   DFND 2,5 75,000 0 0
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 5,278 275,603 SH   DFND 4,2,5 45,400 0 230,203
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 136 7,100 SH   DFND 2,5 7,100 0 0
BORGWARNER INC COM 099724106 7,447 133,200 SH   DFND 4,2,5 121,000 0 12,200
BOSTON PROPERTIES INC COM 101121101 1,193 11,886 SH   DFND 2,5 11,886 0 0
BOYD GAMING CORP COM 103304101 1,298 115,300 SH   DFND 4,2,5 67,400 0 47,900
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 1,254 89,000 SH   DFND 4,2,5 84,800 0 4,200
BRF SA SPONSORED ADR 10552T107 7 358 SH   DFND 2,5 358 0 0
BRF SA SPONSORED ADR 10552T107 7 358 SH   DFND 4,2,5 358 0 0
BRINKER INTERNATIONAL INC COM 109641100 2,391 51,600 SH   DFND 4,2,5 31,300 0 20,300
BRINK'S CO/THE COM 109696104 2,397 70,200 SH   DFND 4,2,5 39,500 0 30,700
BRISTOL-MYERS SQUIBB CO COM 110122108 18,882 355,260 SH   DFND 4,2,5 180,900 0 174,360
BRISTOL-MYERS SQUIBB CO COM 110122108 10,230 192,479 SH   DFND 2,5 192,479 0 0
BRISTOW GROUP INC COM 110394103 3,378 45,000 SH   DFND 2,5 45,000 0 0
BROADCOM CORP CL A 111320107 5,564 187,650 SH   DFND 2,5 187,650 0 0
BROCADE COMMUNICATIONS SYSTEMS INC COM NEW 111621306 669 75,400 SH   DFND 4,2,5 0 0 75,400
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 6,320 162,900 SH   DFND 2,5 162,900 0 0
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 18,942 488,250 SH   DFND 4,2,5 300,050 0 188,200
BROWN SHOE CO INC COM 115736100 1,865 66,280 SH   DFND 4,2,5 37,100 0 29,180
BURGER KING WORLDWIDE INC COM 121220107 4,063 177,750 SH   DFND 2,5 177,750 0 0
BURGER KING WORLDWIDE INC COM 121220107 9,176 401,410 SH   DFND 4,2,5 353,860 0 47,550
C&F FINANCIAL CORP COM 12466Q104 498 10,900 SH   DFND 4,2,5 8,700 0 2,200
CBIZ INC COM 124805102 130 14,200 SH   DFND 4,2,5 0 0 14,200
CBL & ASSOCIATES PROPERTIES INC COM 124830100 943 52,500 SH   DFND 4,2,5 38,600 0 13,900
CBS CORP CL B 124857202 14,278 224,000 SH   DFND 2,5 224,000 0 0
CBS CORP CL B 124857202 3,079 48,300 SH   DFND 4,2,5 44,700 0 3,600
CBRE GROUP INC CL A 12504L109 4,598 174,832 SH   DFND 2,5 174,832 0 0
CDI CORP COM 125071100 78 4,200 SH   DFND 4,2,5 0 0 4,200
CEC ENTERTAINMENT INC COM 125137109 6,910 156,055 SH   DFND 4,2,5 17,900 0 138,155
CEC ENTERTAINMENT INC COM 125137109 58 1,300 SH   DFND 2,5 1,300 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 23,863 102,400 SH   DFND 4,2,5 600 0 101,800
CF INDUSTRIES HOLDINGS INC COM 125269100 2,550 10,942 SH   DFND 2,5 10,942 0 0
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 1,283 21,987 SH   DFND 4,2,5 0 0 21,987
CIGNA CORP COM 125509109 10,187 116,454 SH   DFND 2,5 116,454 0 0
CIGNA CORP COM 125509109 7,266 83,060 SH   DFND 4,2,5 0 0 83,060
CIT GROUP INC COM NEW 125581801 4,139 79,400 SH   DFND 4,2,5 0 0 79,400
CME GROUP INC/IL COM 12572Q105 1,828 23,300 SH   DFND 4,2,5 21,300 0 2,000
CMS ENERGY CORP COM 125896100 2,837 105,968 SH   DFND 4,2,5 0 0 105,968
CMS ENERGY CORP COM 125896100 850 31,762 SH   DFND 2,5 31,762 0 0
CSS INDUSTRIES INC COM 125906107 291 10,136 SH   DFND 4,2,5 8,149 0 1,987
CNA FINANCIAL CORP COM 126117100 4,804 112,000 SH   DFND 2,5 112,000 0 0
CNA FINANCIAL CORP COM 126117100 10,815 252,156 SH   DFND 4,2,5 223,250 0 28,906
CSG SYSTEMS INTERNATIONAL INC COM 126349109 7,170 243,883 SH   DFND 4,2,5 30,000 0 213,883
CSX CORP COM 126408103 39,152 1,360,860 SH   DFND 4,2,5 933,850 0 427,010
CSX CORP COM 126408103 4,012 139,450 SH   DFND 2,5 139,450 0 0
CVS CAREMARK CORP COM 126650100 165,648 2,314,484 SH   DFND 4,2,5 1,235,910 0 1,078,574
CVS CAREMARK CORP COM 126650100 51,139 714,531 SH   DFND 2,5 714,531 0 0
CYS INVESTMENTS INC COM 12673A108 276 37,300 SH   DFND 4,2,5 37,300 0 0
CA INC COM 12673P105 22,700 674,600 SH   DFND 2,5 674,600 0 0
CA INC COM 12673P105 88,372 2,626,218 SH   DFND 4,2,5 1,501,600 0 1,124,618
CABOT CORP COM 127055101 751 14,606 SH   DFND 4,2,5 0 0 14,606
CABOT OIL & GAS CORP COM 127097103 5,410 139,577 SH   DFND 2,5 139,577 0 0
CACI INTERNATIONAL INC CL A 127190304 11,172 152,576 SH   DFND 4,2,5 23,520 0 129,056
CACI INTERNATIONAL INC CL A 127190304 126 1,720 SH   DFND 2,5 1,720 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 3,645 260,000 SH   DFND 2,5 260,000 0 0
CAL-MAINE FOODS INC COM NEW 128030202 259 4,300 SH   DFND 4,2,5 0 0 4,300
CAMBREX CORP COM 132011107 297 16,630 SH   DFND 4,2,5 11,530 0 5,100
CAMDEN PROPERTY TRUST SH BEN INT 133131102 113 1,985 SH   DFND 2,5 1,985 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,548 42,800 SH   DFND 4,2,5 0 0 42,800
CAMPBELL SOUP CO COM 134429109 348 8,031 SH   DFND 2,5 8,031 0 0
CAMPBELL SOUP CO COM 134429109 3,522 81,386 SH   DFND 4,2,5 0 0 81,386
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 1,119 13,100 SH   DFND 2,5 13,100 0 0
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 21,585 252,800 SH   DFND 4,2,5 17,100 0 235,700
CANADIAN NATIONAL RAILWAY CO COM 136375102 2,103 36,900 SH   DFND 2,5 36,900 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 21,009 368,600 SH   DFND 4,2,5 51,700 0 316,900
CANADIAN NATURAL RESOURCES LTD COM 136385101 8,957 264,804 SH   DFND 2,5 264,804 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 19,007 561,900 SH   DFND 4,2,5 331,550 0 230,350
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 1,769 11,700 SH   DFND 4,2,5 0 0 11,700
CAPITAL ONE FINANCIAL CORP COM 14040H105 226 2,950 SH   DFND 2,5 2,950 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 15,023 196,100 SH   DFND 4,2,5 172,600 0 23,500
CARDINAL HEALTH INC COM 14149Y108 2,024 30,300 SH   DFND 4,2,5 0 0 30,300
CARDINAL HEALTH INC COM 14149Y108 14,815 221,755 SH   DFND 2,5 221,755 0 0
CAREFUSION CORP COM 14170T101 7,523 188,924 SH   DFND 2,5 188,924 0 0
CAREFUSION CORP COM 14170T101 34,115 856,742 SH   DFND 4,2,5 632,950 0 223,792
CARMAX INC COM 143130102 1,824 38,801 SH   DFND 2,5 38,801 0 0
CARMIKE CINEMAS INC COM 143436400 9 340 SH   DFND 4,2,5 0 0 340
CARNIVAL CORP PAIRED CTF 143658300 2,675 66,600 SH   DFND 4,2,5 0 0 66,600
CARRIZO OIL & GAS INC COM 144577103 3,805 85,000 SH   DFND 2,5 85,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 211 31,970 SH   DFND 4,2,5 26,400 0 5,570
CASH AMERICA INTERNATIONAL INC COM 14754D100 5,292 138,170 SH   DFND 4,2,5 25,700 0 112,470
CASH AMERICA INTERNATIONAL INC COM 14754D100 80 2,100 SH   DFND 2,5 2,100 0 0
CATAMARAN CORP COM 148887102 39,220 826,000 SH   DFND 2,5 826,000 0 0
CATERPILLAR INC COM 149123101 10,177 112,066 SH   DFND 2,5 112,066 0 0
CATERPILLAR INC COM 149123101 19,315 212,700 SH   DFND 4,2,5 62,200 0 150,500
CATO CORP/THE CL A 149205106 552 17,372 SH   DFND 4,2,5 12,500 0 4,872
CAVIUM INC COM 14964U108 21,362 619,008 SH   DFND 2,5 619,008 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 400 63,900 SH   DFND 4,2,5 47,200 0 16,700
CELGENE CORP COM 151020104 107,147 634,158 SH   DFND 2,5 634,158 0 0
CELGENE CORP COM 151020104 12,976 76,800 SH   DFND 4,2,5 39,400 0 37,400
CEMEX SAB DE CV SPON ADR NEW 151290889 29,130 2,462,405 SH   DFND 2,5 2,462,405 0 0
CEMPRA INC COM 15130J109 2,604 210,151 SH   DFND 2,5 210,151 0 0
CENOVUS ENERGY INC COM 15135U109 3,214 112,331 SH   DFND 2,5 112,331 0 0
CENOVUS ENERGY INC COM 15135U109 3,885 135,800 SH   DFND 4,2,5 600 0 135,200
CENTERPOINT ENERGY INC. COM 15189T107 803 34,650 SH   DFND 2,5 34,650 0 0
CENTRAL GARDEN AND PET CO COM 153527106 66 9,600 SH   DFND 4,2,5 0 0 9,600
CENTURY BANCORP INC/MA CL A NON VTG 156432106 479 14,400 SH   DFND 4,2,5 11,900 0 2,500
CENTURYLINK INC COM 156700106 16,167 507,600 SH   DFND 4,2,5 264,600 0 243,000
CENTURYLINK INC COM 156700106 559 17,550 SH   DFND 2,5 17,550 0 0
CEPHEID INC COM 15670R107 22,352 478,433 SH   DFND 2,5 478,433 0 0
CERNER CORP COM 156782104 55,240 991,025 SH   DFND 2,5 991,025 0 0
CHANNELADVISOR CORP COM 159179100 4,338 104,000 SH   DFND 2,5 104,000 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL COM 159864107 1,268 23,900 SH   DFND 4,2,5 22,600 0 1,300
CHECKPOINT SYSTEMS INC COM 162825103 126 8,000 SH   DFND 4,2,5 0 0 8,000
CHENIERE ENERGY INC COM NEW 16411R208 3,234 75,000 SH   DFND 2,5 75,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 827 30,472 SH   DFND 2,5 30,472 0 0
CHESAPEAKE ENERGY CORP COM 165167107 7,890 290,700 SH   DFND 4,2,5 290,700 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 225 3,742 SH   DFND 4,2,5 0 0 3,742
CHEVRON CORP COM 166764100 154,116 1,233,815 SH   DFND 4,2,5 538,700 0 695,115
CHEVRON CORP COM 166764100 42,081 336,891 SH   DFND 2,5 336,891 0 0
CHILDREN'S PLACE RETAIL STORES INC/THE COM 168905107 963 16,900 SH   DFND 4,2,5 10,300 0 6,600
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,704 3,198 SH   DFND 4,2,5 0 0 3,198
CHIPOTLE MEXICAN GRILL INC COM 169656105 18,540 34,799 SH   DFND 2,5 34,799 0 0
CHUBB CORP/THE COM 171232101 2,417 25,010 SH   DFND 4,2,5 21,710 0 3,300
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 6,183 199,701 SH   DFND 2,5 199,701 0 0
CHURCH & DWIGHT CO INC COM 171340102 1,690 25,500 SH   DFND 4,2,5 0 0 25,500
CHURCH & DWIGHT CO INC COM 171340102 1,630 24,590 SH   DFND 2,5 24,590 0 0
CIBER INC COM 17163B102 66 15,900 SH   DFND 4,2,5 0 0 15,900
CIENA CORP COM NEW 171779309 10,505 438,996 SH   DFND 2,5 438,996 0 0
CIMAREX ENERGY CO COM 171798101 3,919 37,356 SH   DFND 2,5 37,356 0 0
CINCINNATI FINANCIAL CORP COM 172062101 99 1,895 SH   DFND 2,5 1,895 0 0
CINCINNATI FINANCIAL CORP COM 172062101 21 400 SH   DFND 4,2,5 0 0 400
CINEMARK HOLDINGS INC COM 17243V102 20,546 616,440 SH   DFND 4,2,5 485,296 0 131,144
CINEMARK HOLDINGS INC COM 17243V102 10,853 325,637 SH   DFND 2,5 325,637 0 0
CIRRUS LOGIC INC COM 172755100 366 17,900 SH   DFND 4,2,5 0 0 17,900
CISCO SYSTEMS INC COM 17275R102 81,967 3,651,110 SH   DFND 4,2,5 1,048,820 0 2,602,290
CISCO SYSTEMS INC COM 17275R102 11,514 512,871 SH   DFND 2,5 512,871 0 0
CINTAS CORP COM 172908105 4,946 83,000 SH   DFND 4,2,5 81,600 0 1,400
CITIGROUP INC COM NEW 172967424 22,457 430,961 SH   DFND 2,5 430,961 0 0
CITIGROUP INC COM NEW 172967424 60,932 1,169,290 SH   DFND 4,2,5 972,700 0 196,590
CITRIX SYSTEMS INC COM 177376100 6,176 97,637 SH   DFND 2,5 97,637 0 0
CITY NATIONAL CORP/CA COM 178566105 337 4,250 SH   DFND 2,5 4,250 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC CL A 18451C109 108 10,700 SH   DFND 4,2,5 0 0 10,700
CLOROX CO/THE COM 189054109 996 10,738 SH   DFND 2,5 10,738 0 0
CLOROX CO/THE COM 189054109 2,338 25,200 SH   DFND 4,2,5 0 0 25,200
CLOVIS ONCOLOGY INC COM 189464100 1,692 28,068 SH   DFND 2,5 28,068 0 0
COACH INC COM 189754104 4,078 72,654 SH   DFND 2,5 72,654 0 0
COACH INC COM 189754104 5,735 102,170 SH   DFND 4,2,5 0 0 102,170
COBALT INTERNATIONAL ENERGY INC COM 19075F106 89 5,403 SH   DFND 2,5 5,403 0 0
COBALT INTERNATIONAL ENERGY INC NOTE 2.625%12/0 19075FAA4 2,653 3,000,000 PRN   DFND 2,5 0 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 2,802 38,282 SH   DFND 4,2,5 5,700 0 32,582
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 51 700 SH   DFND 2,5 700 0 0
COCA-COLA CO/THE COM 191216100 19,323 467,756 SH   DFND 2,5 467,756 0 0
COCA-COLA CO/THE COM 191216100 57,594 1,394,200 SH   DFND 4,2,5 905,990 0 488,210
COCA-COLA ENTERPRISES INC COM 19122T109 36,559 828,440 SH   DFND 4,2,5 722,360 0 106,080
COCA-COLA ENTERPRISES INC COM 19122T109 12,752 288,970 SH   DFND 2,5 288,970 0 0
CODORUS VALLEY BANCORP INC COM 192025104 86 4,409 SH   DFND 4,2,5 3,748 0 661
COEUR MINING INC COM NEW 192108504 3,339 307,741 SH   DFND 2,5 307,741 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 55,487 549,483 SH   DFND 2,5 549,483 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 6,140 60,800 SH   DFND 4,2,5 30,200 0 30,600
COHERENT INC COM 192479103 4,315 58,000 SH   DFND 2,5 58,000 0 0
COLGATE-PALMOLIVE CO COM 194162103 13,669 209,618 SH   DFND 4,2,5 84,300 0 125,318
COLGATE-PALMOLIVE CO COM 194162103 9,468 145,189 SH   DFND 2,5 145,189 0 0
COLUMBUS MCKINNON CORP/NY COM 199333105 157 5,800 SH   DFND 4,2,5 0 0 5,800
COMCAST CORP CL A 20030N101 201,952 3,886,313 SH   DFND 4,2,5 2,315,000 0 1,571,313
COMCAST CORP CL A 20030N101 56,276 1,082,963 SH   DFND 2,5 1,045,715 0 37,248
COMERICA INC COM 200340107 14,305 300,900 SH   DFND 2,5 300,900 0 0
COMERICA INC COM 200340107 44,726 940,800 SH   DFND 4,2,5 708,700 0 232,100
COMMONWEALTH REIT COM SH BEN INT 203233101 1,713 73,500 SH   DFND 4,2,5 63,700 0 9,800
COMMUNITY HEALTH SYSTEMS INC COM 203668108 7,433 189,270 SH   DFND 4,2,5 74,500 0 114,770
COMMUNITY HEALTH SYSTEMS INC COM 203668108 145 3,700 SH   DFND 2,5 3,700 0 0
COMMUNITY TRUST BANCORP INC COM 204149108 885 19,600 SH   DFND 4,2,5 12,800 0 6,800
CIA BRASILIERA DE DIST. GRUPO PAO ACUCAR SPN ADR PFD CL A 20440T201 12,074 270,302 SH   DFND 2,5 270,302 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 190 16,772 SH   DFND 2,5 16,772 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 190 16,772 SH   DFND 4,2,5 16,772 0 0
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 503 20,850 SH   DFND 4,2,5 20,850 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 192 17,100 SH   DFND 4,2,5 17,100 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 4,206 374,844 SH   DFND 2,5 374,844 0 0
COMPUTER SCIENCES CORP COM 205363104 11,416 204,288 SH   DFND 2,5 204,288 0 0
COMPUTER SCIENCES CORP COM 205363104 48,707 871,637 SH   DFND 4,2,5 550,508 0 321,129
COMSTOCK RESOURCES INC COM NEW 205768203 161 8,800 SH   DFND 4,2,5 0 0 8,800
CONAGRA FOODS INC COM 205887102 2,728 80,940 SH   DFND 4,2,5 0 0 80,940
CONAGRA FOODS INC COM 205887102 293 8,706 SH   DFND 2,5 8,706 0 0
CONCHO RESOURCES INC COM 20605P101 45,407 420,437 SH   DFND 2,5 420,437 0 0
CONN'S INC COM 208242107 13,788 175,000 SH   DFND 2,5 175,000 0 0
CONOCOPHILLIPS COM 20825C104 122,476 1,733,559 SH   DFND 4,2,5 846,430 0 887,129
CONOCOPHILLIPS COM 20825C104 20,018 283,335 SH   DFND 2,5 283,335 0 0
CONSOL ENERGY INC COM 20854P109 1,236 32,489 SH   DFND 2,5 32,489 0 0
CONSOLIDATED EDISON INC COM 209115104 688 12,452 SH   DFND 2,5 12,452 0 0
CONSOLIDATED EDISON INC COM 209115104 6,240 112,885 SH   DFND 4,2,5 0 0 112,885
CONSTELLATION BRANDS INC CL A 21036P108 12,786 181,678 SH   DFND 4,2,5 118,978 0 62,700
CONTINENTAL RESOURCES INC/OK COM 212015101 5,172 45,963 SH   DFND 2,5 45,963 0 0
CONVERGYS CORP COM 212485106 4,396 208,845 SH   DFND 4,2,5 94,600 0 114,245
CORE-MARK HOLDING CO INC COM 218681104 521 6,859 SH   DFND 4,2,5 3,669 0 3,190
CORELOGIC INC/UNITED STATES COM 21871D103 1,162 32,710 SH   DFND 4,2,5 32,710 0 0
CORNERSTONE THERAPEUTICS INC COM 21924P103 4 400 SH   DFND 4,2,5 0 0 400
CORNERSTONE ONDEMAND INC COM 21925Y103 5,601 105,000 SH   DFND 2,5 105,000 0 0
CORNING INC COM 219350105 16,825 944,140 SH   DFND 4,2,5 105,400 0 838,740
CORNING INC COM 219350105 1,563 87,727 SH   DFND 2,5 87,727 0 0
CORPBANCA SA SPONSORED ADR 21987A209 140 6,600 SH   DFND 4,2,5 6,600 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,034 25,490 SH   DFND 2,5 25,490 0 0
COSTCO WHOLESALE CORP COM 22160K105 7,153 60,100 SH   DFND 4,2,5 42,600 0 17,500
COSTAR GROUP INC COM 22160N109 317 1,720 SH   DFND 2,5 1,720 0 0
COUSINS PROPERTIES INC COM 222795106 837 81,300 SH   DFND 4,2,5 81,300 0 0
COVANCE INC COM 222816100 3,107 35,288 SH   DFND 2,5 35,288 0 0
COVISINT CORP COM 22357R103 1,421 113,200 SH   DFND 2,5 113,200 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 17,748 161,244 SH   DFND 4,2,5 23,700 0 137,544
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 121 1,100 SH   DFND 2,5 1,100 0 0
CRAWFORD & CO CL B 224633107 71 7,700 SH   DFND 4,2,5 0 0 7,700
CREDIT ACCEPTANCE CORP COM 225310101 871 6,700 SH   DFND 4,2,5 3,400 0 3,300
CRITEO SA SPONS ADS 226718104 12,392 362,325 SH   DFND 2,5 362,325 0 0
CROWN CASTLE INTERNATIONAL CORP COM 228227104 2,034 27,700 SH   DFND 4,2,5 25,600 0 2,100
CROWN HOLDINGS INC COM 228368106 72 1,624 SH   DFND 2,5 1,624 0 0
CUBESMART COM 229663109 1,379 86,500 SH   DFND 2,5 86,500 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 10,570 153,480 SH   DFND 2,5 153,480 0 0
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 385 284,948 SH   DFND 2,5 284,948 0 0
CUMMINS INC COM 231021106 2,901 20,580 SH   DFND 2,5 20,580 0 0
CUMMINS INC COM 231021106 7,989 56,670 SH   DFND 4,2,5 0 0 56,670
CURTISS-WRIGHT CORP COM 231561101 1,991 32,000 SH   DFND 4,2,5 21,200 0 10,800
DDR CORP COM 23317H102 1,383 90,000 SH   DFND 2,5 90,000 0 0
DST SYSTEMS INC COM 233326107 3,554 39,170 SH   DFND 4,2,5 0 0 39,170
DTE ENERGY CO COM 233331107 4,521 68,100 SH   DFND 4,2,5 0 0 68,100
DTE ENERGY CO COM 233331107 839 12,633 SH   DFND 2,5 12,633 0 0
DANAHER CORP COM 235851102 50,346 652,150 SH   DFND 2,5 652,150 0 0
DANAHER CORP COM 235851102 14,651 189,780 SH   DFND 4,2,5 48,100 0 141,680
DARDEN RESTAURANTS INC COM 237194105 103 1,900 SH   DFND 4,2,5 1,900 0 0
DARLING INTERNATIONAL INC COM 237266101 522 25,000 SH   DFND 2,5 25,000 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 7,490 118,200 SH   DFND 2,5 118,200 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,907 30,100 SH   DFND 4,2,5 0 0 30,100
DEAN FOODS CO COM NEW 242370203 2,144 124,700 SH   DFND 4,2,5 85,600 0 39,100
DEERE & CO COM 244199105 21,380 234,100 SH   DFND 4,2,5 37,900 0 196,200
DEERE & CO COM 244199105 390 4,270 SH   DFND 2,5 4,270 0 0
DELTA AIR LINES INC COM NEW 247361702 14,315 521,100 SH   DFND 4,2,5 83,000 0 438,100
DELTA AIR LINES INC COM NEW 247361702 121 4,400 SH   DFND 2,5 4,400 0 0
DELTA APPAREL INC COM 247368103 224 13,182 SH   DFND 4,2,5 9,510 0 3,672
DENBURY RESOURCES INC COM NEW 247916208 7,667 466,636 SH   DFND 2,5 466,636 0 0
DENBURY RESOURCES INC COM NEW 247916208 26,530 1,614,740 SH   DFND 4,2,5 1,351,050 0 263,690
DELUXE CORP COM 248019101 84 1,600 SH   DFND 2,5 1,600 0 0
DELUXE CORP COM 248019101 12,244 234,613 SH   DFND 4,2,5 47,178 0 187,435
DENTSPLY INTERNATIONAL INC COM 249030107 595 12,272 SH   DFND 2,5 12,272 0 0
DEVON ENERGY CORP COM 25179M103 136 2,201 SH   DFND 4,2,5 0 0 2,201
DEVON ENERGY CORP COM 25179M103 393 6,357 SH   DFND 2,5 6,357 0 0
DEXCOM INC COM 252131107 10,019 282,932 SH   DFND 2,5 282,932 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,172 60,000 SH   DFND 2,5 60,000 0 0
DIGITAL REALTY TRUST INC COM 253868103 272 5,543 SH   DFND 2,5 5,543 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 707 41,810 SH   DFND 4,2,5 27,460 0 14,350
DIGITAL GENERATION INC COM 25400B108 399 31,300 SH   DFND 4,2,5 17,420 0 13,880
WALT DISNEY CO/THE COM DISNEY 254687106 37,390 489,400 SH   DFND 4,2,5 307,560 0 181,840
WALT DISNEY CO/THE COM DISNEY 254687106 20,491 268,209 SH   DFND 2,5 268,209 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 43,439 776,384 SH   DFND 2,5 776,384 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 126,634 2,263,340 SH   DFND 4,2,5 1,418,100 0 845,240
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 1,221 13,500 SH   DFND 4,2,5 0 0 13,500
DISH NETWORK CORP CL A 25470M109 3,296 56,900 SH   DFND 4,2,5 0 0 56,900
DIRECTV COM 25490A309 44,908 649,991 SH   DFND 2,5 649,991 0 0
DIRECTV COM 25490A309 8,960 129,680 SH   DFND 4,2,5 43,700 0 85,980
DR REDDY'S LABORATORIES LTD ADR 256135203 2,326 56,700 SH   DFND 2,5 56,700 0 0
DOLLAR GENERAL CORP COM 256677105 3,708 61,480 SH   DFND 4,2,5 0 0 61,480
DOLLAR TREE INC COM 256746108 1,483 26,278 SH   DFND 4,2,5 0 0 26,278
DOMINION RESOURCES INC/VA COM 25746U109 9,878 152,700 SH   DFND 4,2,5 54,600 0 98,100
DOMINION RESOURCES INC/VA COM 25746U109 794 12,272 SH   DFND 2,5 12,272 0 0
DOUGLAS EMMETT INC COM 25960P109 300 12,900 SH   DFND 2,5 12,900 0 0
DOUGLAS EMMETT INC COM 25960P109 338 14,500 SH   DFND 4,2,5 11,900 0 2,600
DOVER CORP COM 260003108 57,418 594,760 SH   DFND 4,2,5 497,170 0 97,590
DOVER CORP COM 260003108 19,863 205,750 SH   DFND 2,5 205,750 0 0
DOW CHEMICAL CO/THE COM 260543103 5,270 118,700 SH   DFND 4,2,5 109,200 0 9,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 15,620 320,600 SH   DFND 4,2,5 0 0 320,600
DRESSER-RAND GROUP INC COM 261608103 3,563 59,746 SH   DFND 2,5 59,746 0 0
DRIL-QUIP INC COM 262037104 19,209 174,734 SH   DFND 2,5 174,734 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 17,656 271,750 SH   DFND 4,2,5 76,500 0 195,250
EI DU PONT DE NEMOURS & CO COM 263534109 8,892 136,866 SH   DFND 2,5 136,866 0 0
DUCOMMUN INC COM 264147109 247 8,300 SH   DFND 4,2,5 6,700 0 1,600
DUKE ENERGY CORP COM NEW 26441C204 18,840 273,000 SH   DFND 4,2,5 69,600 0 203,400
DUN & BRADSTREET CORP/THE COM 26483E100 5,831 47,500 SH   DFND 4,2,5 46,800 0 700
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,885 76,300 SH   DFND 4,2,5 56,200 0 20,100
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 190 7,692 SH   DFND 2,5 7,692 0 0
DYAX CORP COM 26746E103 4,658 618,531 SH   DFND 2,5 618,531 0 0
EMC CORP/MA COM 268648102 10,697 425,343 SH   DFND 4,2,5 172,400 0 252,943
EOG RESOURCES INC COM 26875P101 4,079 24,300 SH   DFND 4,2,5 22,400 0 1,900
EOG RESOURCES INC COM 26875P101 57,613 343,261 SH   DFND 2,5 343,261 0 0
EPL OIL & GAS INC COM 26883D108 4,073 142,900 SH   DFND 4,2,5 29,500 0 113,400
EPL OIL & GAS INC COM 26883D108 40 1,400 SH   DFND 2,5 1,400 0 0
EQT CORP COM 26884L109 5,295 58,972 SH   DFND 2,5 58,972 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 1,534 31,200 SH   DFND 4,2,5 19,900 0 11,300
EAGLE BANCORP INC COM 268948106 383 12,500 SH   DFND 4,2,5 10,920 0 1,580
EASTMAN CHEMICAL CO COM 277432100 16,143 200,040 SH   DFND 2,5 200,040 0 0
EASTMAN CHEMICAL CO COM 277432100 67,013 830,393 SH   DFND 4,2,5 497,540 0 332,853
EBAY INC COM 278642103 18,463 336,372 SH   DFND 2,5 336,372 0 0
EBAY INC COM 278642103 6,795 123,800 SH   DFND 4,2,5 115,300 0 8,500
EBIX INC COM NEW 278715206 134 9,100 SH   DFND 4,2,5 0 0 9,100
ECHOSTAR CORP CL A 278768106 1,735 34,900 SH   DFND 4,2,5 18,300 0 16,600
ECOLAB INC COM 278865100 7,747 74,300 SH   DFND 4,2,5 25,600 0 48,700
ECOLAB INC COM 278865100 10,533 101,015 SH   DFND 2,5 101,015 0 0
ECOPETROL SA SPONSORED ADS 279158109 223 5,800 SH   DFND 4,2,5 5,800 0 0
EDISON INTERNATIONAL COM 281020107 5,139 111,000 SH   DFND 4,2,5 0 0 111,000
EDISON INTERNATIONAL COM 281020107 389 8,392 SH   DFND 2,5 8,392 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,286 80,382 SH   DFND 2,5 80,382 0 0
ELDORADO GOLD CORP COM 284902103 1,525 268,700 SH   DFND 4,2,5 6,200 0 262,500
ELDORADO GOLD CORP COM 284902103 609 107,291 SH   DFND 2,5 107,291 0 0
ELECTRONIC ARTS INC COM 285512109 12,040 524,860 SH   DFND 4,2,5 309,130 0 215,730
ELECTRONIC ARTS INC COM 285512109 4,404 191,990 SH   DFND 2,5 191,990 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2,659 2,500,000 PRN   DFND 2,5 0 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,117 48,600 SH   DFND 4,2,5 28,600 0 20,000
EMERITUS CORP COM 291005106 35 1,600 SH   DFND 4,2,5 0 0 1,600
EMERSON ELECTRIC CO COM 291011104 8,730 124,400 SH   DFND 4,2,5 67,300 0 57,100
EMERSON ELECTRIC CO COM 291011104 1,607 22,902 SH   DFND 2,5 22,902 0 0
ENCANA CORP COM 292505104 211 11,679 SH   DFND 2,5 11,679 0 0
ENCANA CORP COM 292505104 99 5,500 SH   DFND 4,2,5 0 0 5,500
ENBRIDGE INC COM 29250N105 3,425 78,400 SH   DFND 4,2,5 33,200 0 45,200
ENBRIDGE INC COM 29250N105 1,465 33,531 SH   DFND 2,5 33,531 0 0
ENCORE CAPITAL GROUP INC COM 292554102 1,709 34,000 SH   DFND 4,2,5 22,100 0 11,900
ENDO HEALTH SOLUTIONS INC COM 29264F205 15,099 223,828 SH   DFND 2,5 223,828 0 0
ENDO HEALTH SOLUTIONS INC COM 29264F205 33,082 490,400 SH   DFND 4,2,5 422,570 0 67,830
ENERGIZER HOLDINGS INC COM 29266R108 8,822 81,500 SH   DFND 4,2,5 37,700 0 43,800
ENERGIZER HOLDINGS INC COM 29266R108 54 500 SH   DFND 2,5 500 0 0
ENDOLOGIX INC COM 29266S106 6,165 353,492 SH   DFND 2,5 353,492 0 0
ENERSIS SA SPONSORED ADR 29274F104 874 58,300 SH   DFND 4,2,5 58,300 0 0
ENERSYS INC COM 29275Y102 1,737 24,783 SH   DFND 4,2,5 3,900 0 20,883
ENERPLUS CORP COM 292766102 120 6,600 SH   DFND 4,2,5 0 0 6,600
ENNIS INC COM 293389102 136 7,700 SH   DFND 4,2,5 0 0 7,700
ENTERCOM COMMUNICATIONS CORP CL A 293639100 355 33,754 SH   DFND 4,2,5 19,524 0 14,230
ENTERGY CORP COM 29364G103 784 12,384 SH   DFND 2,5 12,384 0 0
ENTERGY CORP COM 29364G103 15,437 243,990 SH   DFND 4,2,5 3,000 0 240,990
ENTERPRISE FINANCIAL SERVICES CORP COM 293712105 25 1,200 SH   DFND 4,2,5 0 0 1,200
EPLUS INC COM 294268107 528 9,284 SH   DFND 4,2,5 5,094 0 4,190
EPLUS INC COM 294268107 45 800 SH   DFND 2,5 800 0 0
EQUIFAX INC COM 294429105 11,234 162,600 SH   DFND 4,2,5 87,200 0 75,400
EQUIFAX INC COM 294429105 1,050 15,200 SH   DFND 2,5 15,200 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,493 28,790 SH   DFND 4,2,5 28,790 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,807 34,840 SH   DFND 2,5 34,840 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 4,048 39,700 SH   DFND 4,2,5 24,000 0 15,700
EVERBANK FINANCIAL CORP COM 29977G102 527 28,708 SH   DFND 4,2,5 0 0 28,708
EXACTECH INC COM 30064E109 67 2,800 SH   DFND 4,2,5 0 0 2,800
EXELON CORP COM 30161N101 479 17,500 SH   DFND 2,5 17,500 0 0
EXELON CORP COM 30161N101 20,763 758,040 SH   DFND 4,2,5 698,500 0 59,540
EXELIXIS INC COM 30161Q104 6,489 1,058,563 SH   DFND 2,5 1,058,563 0 0
EXFO INC SUB VTG SHS 302046107 56 11,800 SH   DFND 4,2,5 10,300 0 1,500
EXPEDIA INC COM NEW 30212P303 14,575 209,230 SH   DFND 2,5 209,230 0 0
EXPEDIA INC COM NEW 30212P303 46,080 661,500 SH   DFND 4,2,5 548,200 0 113,300
EXPRESS SCRIPTS HOLDING CO COM 30219G108 21,277 302,924 SH   DFND 2,5 302,924 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 6,020 85,701 SH   DFND 4,2,5 79,896 0 5,805
EXTRA SPACE STORAGE INC COM 30225T102 1,960 46,511 SH   DFND 2,5 46,511 0 0
EXTERRAN HOLDINGS INC COM 30225X103 1,183 34,600 SH   DFND 4,2,5 28,900 0 5,700
EZCORP INC CL A NON VTG 302301106 3,460 295,980 SH   DFND 4,2,5 40,700 0 255,280
EXXON MOBIL CORP COM 30231G102 69,961 691,315 SH   DFND 2,5 691,315 0 0
EXXON MOBIL CORP COM 30231G102 247,849 2,449,100 SH   DFND 4,2,5 1,423,900 0 1,025,200
FBL FINANCIAL GROUP INC CL A 30239F106 116 2,600 SH   DFND 4,2,5 0 0 2,600
FMC CORP COM NEW 302491303 755 10,000 SH   DFND 2,5 10,000 0 0
FMC CORP COM NEW 302491303 1,087 14,400 SH   DFND 4,2,5 0 0 14,400
FMC TECHNOLOGIES INC COM 30249U101 1,279 24,500 SH   DFND 4,2,5 0 0 24,500
FTD COS INC COM 30281V108 3,100 95,159 SH   DFND 4,2,5 0 0 95,159
FACEBOOK INC CL A 30303M102 13,173 241,000 SH   DFND 4,2,5 214,300 0 26,700
FACEBOOK INC CL A 30303M102 35,903 656,840 SH   DFND 2,5 656,840 0 0
FASTENAL CO COM 311900104 1,443 30,376 SH   DFND 4,2,5 0 0 30,376
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 301 8,780 SH   DFND 4,2,5 4,580 0 4,200
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 787 7,760 SH   DFND 2,5 7,760 0 0
FEDEX CORP COM 31428X106 10,836 75,373 SH   DFND 4,2,5 24,700 0 50,673
FEDEX CORP COM 31428X106 2,981 20,734 SH   DFND 2,5 20,734 0 0
FELCOR LODGING TRUST INC COM 31430F101 216 26,500 SH   DFND 4,2,5 0 0 26,500
FERRO CORP COM 315405100 268 20,900 SH   DFND 4,2,5 0 0 20,900
F5 NETWORKS INC COM 315616102 51,739 569,436 SH   DFND 2,5 569,436 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 7,353 136,980 SH   DFND 2,5 136,980 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 28,252 526,299 SH   DFND 4,2,5 317,180 0 209,119
FIDELITY NATIONAL FINANCIAL INC CL A 31620R105 376 11,600 SH   DFND 4,2,5 0 0 11,600
FIFTH THIRD BANCORP COM 316773100 2,864 136,200 SH   DFND 4,2,5 0 0 136,200
FINISAR CORP COM NEW 31787A507 3,708 155,000 SH   DFND 2,5 155,000 0 0
FIRST CITIZENS BANCSHARES INC/NC CL A 31946M103 1,141 5,127 SH   DFND 4,2,5 3,226 0 1,901
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 8 779 SH   DFND 4,2,5 779 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 426 16,395 SH   DFND 4,2,5 11,853 0 4,542
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 698 40,000 SH   DFND 2,5 40,000 0 0
FIRST INTERSTATE BANCSYSTEM INC COM CL A 32055Y201 607 21,400 SH   DFND 4,2,5 13,800 0 7,600
FIRST MAJESTIC SILVER CORP COM 32076V103 1,915 195,042 SH   DFND 2,5 195,042 0 0
FIRST MERCHANTS CORP COM 320817109 77 3,400 SH   DFND 4,2,5 0 0 3,400
FIRST POTOMAC REALTY TRUST COM 33610F109 15 1,300 SH   DFND 4,2,5 0 0 1,300
FIRST REPUBLIC BANK/CA COM 33616C100 1,129 21,566 SH   DFND 2,5 21,566 0 0
1ST SOURCE CORP COM 336901103 433 13,572 SH   DFND 4,2,5 7,500 0 6,072
FIRSTSERVICE CORP/CANADA SUB VTG SH 33761N109 637 14,800 SH   DFND 4,2,5 11,500 0 3,300
FISERV INC COM 337738108 7,124 120,643 SH   DFND 2,5 120,643 0 0
FISERV INC COM 337738108 28,395 480,862 SH   DFND 4,2,5 289,200 0 191,662
FLAGSTAR BANCORP INC COM PAR .001 337930705 624 31,800 SH   DFND 4,2,5 22,600 0 9,200
FIRSTENERGY CORP COM 337932107 4,228 128,200 SH   DFND 4,2,5 128,200 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 12 2,100 SH   DFND 4,2,5 0 0 2,100
FLEXSTEEL INDUSTRIES INC COM 339382103 575 18,701 SH   DFND 4,2,5 15,461 0 3,240
FLOTEK INDUSTRIES INC COM 343389102 2,609 130,000 SH   DFND 2,5 130,000 0 0
FLUOR CORP COM 343412102 1,724 21,478 SH   DFND 2,5 21,478 0 0
FLOWERS FOODS INC COM 343498101 127 5,900 SH   DFND 2,5 5,900 0 0
FLOWERS FOODS INC COM 343498101 5,183 241,400 SH   DFND 4,2,5 35,900 0 205,500
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 86 874 SH   DFND 4,2,5 874 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 382 3,902 SH   DFND 2,5 3,902 0 0
FOOT LOCKER INC COM 344849104 1,123 27,100 SH   DFND 4,2,5 0 0 27,100
FORD MOTOR CO COM PAR $0.01 345370860 26,468 1,715,390 SH   DFND 2,5 1,715,390 0 0
FORD MOTOR CO COM PAR $0.01 345370860 91,159 5,907,900 SH   DFND 4,2,5 4,663,390 0 1,244,510
FOREST LABORATORIES INC COM 345838106 7,191 119,783 SH   DFND 2,5 119,783 0 0
FOREST OIL CORP COM PAR $0.01 346091705 79 22,000 SH   DFND 4,2,5 0 0 22,000
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 23,466 513,469 SH   DFND 2,5 513,469 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 38,750 847,925 SH   DFND 4,2,5 674,159 0 173,766
FOSSIL GROUP INC COM 34988V106 4,630 38,600 SH   DFND 4,2,5 38,600 0 0
FRANKLIN RESOURCES INC COM 354613101 12,839 222,400 SH   DFND 2,5 222,400 0 0
FRANKLIN RESOURCES INC COM 354613101 40,461 700,860 SH   DFND 4,2,5 443,790 0 257,070
FREEPORT-MCMORAN COPPER & GOLD INC COM 35671D857 7,484 198,300 SH   DFND 4,2,5 92,900 0 105,400
FRESH MARKET INC/THE COM 35804H106 3,058 75,510 SH   DFND 2,5 75,510 0 0
GATX CORP COM 361448103 553 10,600 SH   DFND 4,2,5 0 0 10,600
G-III APPAREL GROUP LTD COM 36237H101 1,129 15,300 SH   DFND 4,2,5 7,600 0 7,700
GAIN CAPITAL HOLDINGS INC COM 36268W100 25 3,300 SH   DFND 4,2,5 0 0 3,300
GAMESTOP CORP CL A 36467W109 6,448 130,900 SH   DFND 4,2,5 129,300 0 1,600
GANNETT CO INC COM 364730101 4,975 168,200 SH   DFND 4,2,5 133,200 0 35,000
GAP INC/THE COM 364760108 215 5,500 SH   DFND 2,5 5,500 0 0
GAP INC/THE COM 364760108 23,771 608,260 SH   DFND 4,2,5 5,500 0 602,760
GENERAC HOLDINGS INC COM 368736104 331 5,839 SH   DFND 2,5 5,839 0 0
GENERAL CABLE CORP COM 369300108 865 29,400 SH   DFND 4,2,5 15,400 0 14,000
GENERAL DYNAMICS CORP COM 369550108 162 1,700 SH   DFND 4,2,5 1,300 0 400
GENERAL ELECTRIC CO COM 369604103 34,410 1,227,605 SH   DFND 2,5 1,227,605 0 0
GENERAL ELECTRIC CO COM 369604103 130,717 4,663,481 SH   DFND 4,2,5 2,898,381 0 1,765,100
GENERAL MILLS INC COM 370334104 30,566 612,424 SH   DFND 4,2,5 303,100 0 309,324
GENERAL MILLS INC COM 370334104 923 18,498 SH   DFND 2,5 18,498 0 0
GENERAL MOTORS CO COM 37045V100 4,287 104,900 SH   DFND 4,2,5 88,900 0 16,000
GENERAL MOTORS CO COM 37045V100 2,031 49,693 SH   DFND 2,5 49,693 0 0
GENERAL MOTORS CO *W EXP 07/10/201 37045V118 313 10,064 SH   DFND 2,5 10,064 0 0
GENERAL MOTORS CO *W EXP 07/10/201 37045V126 233 10,064 SH   DFND 2,5 10,064 0 0
GENESCO INC COM 371532102 53 725 SH   DFND 4,2,5 0 0 725
GENESIS ENERGY LP UNIT LTD PARTN 371927104 3,154 60,000 SH   DFND 2,5 60,000 0 0
GENOMIC HEALTH INC COM 37244C101 279 9,546 SH   DFND 2,5 9,546 0 0
GENUINE PARTS CO COM 372460105 2,429 29,200 SH   DFND 4,2,5 0 0 29,200
GENWORTH FINANCIAL INC COM CL A 37247D106 8,664 557,860 SH   DFND 4,2,5 527,460 0 30,400
GENWORTH FINANCIAL INC COM CL A 37247D106 935 60,200 SH   DFND 2,5 60,200 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,845 30,000 SH   DFND 2,5 30,000 0 0
GERMAN AMERICAN BANCORP INC COM 373865104 108 3,800 SH   DFND 4,2,5 0 0 3,800
GILEAD SCIENCES INC COM 375558103 95,541 1,271,341 SH   DFND 2,5 1,271,341 0 0
GILEAD SCIENCES INC COM 375558103 23,345 310,645 SH   DFND 4,2,5 240,715 0 69,930
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 13,295 4,000,000 PRN   DFND 2,5 0 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 59,366 18,000,000 PRN   DFND 2,5 0 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 458 25,498 SH   DFND 4,2,5 19,898 0 5,600
PH GLATFELTER CO COM 377316104 685 24,800 SH   DFND 4,2,5 0 0 24,800
GLOBAL PAYMENTS INC COM 37940X102 494 7,608 SH   DFND 2,5 7,608 0 0
GOLDCORP INC COM 380956409 10,339 476,766 SH   DFND 2,5 476,766 0 0
GOLDCORP INC COM 380956409 1,015 46,800 SH   DFND 4,2,5 1,900 0 44,900
GOLDCORP INC NOTE 2.000% 8/0 380956AB8 29,073 29,000,000 PRN   DFND 2,5 0 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,164 113,752 SH   DFND 2,5 113,752 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 30,772 173,600 SH   DFND 4,2,5 40,900 0 132,700
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 114 4,800 SH   DFND 2,5 4,800 0 0
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 10,489 439,800 SH   DFND 4,2,5 399,100 0 40,700
GOOGLE INC CL A 38259P508 170,292 151,950 SH   DFND 4,2,5 101,750 0 50,200
GOOGLE INC CL A 38259P508 165,968 148,092 SH   DFND 2,5 148,092 0 0
GRACO INC COM 384109104 2,053 26,278 SH   DFND 2,5 26,278 0 0
GRAHAM HOLDINGS CO COM 384637104 17,786 26,814 SH   DFND 4,2,5 22,994 0 3,820
GRAHAM HOLDINGS CO COM 384637104 3,711 5,594 SH   DFND 2,5 5,594 0 0
WW GRAINGER INC COM 384802104 43,970 172,147 SH   DFND 2,5 172,147 0 0
WW GRAINGER INC COM 384802104 2,810 11,000 SH   DFND 4,2,5 0 0 11,000
GRANA Y MONTERO SA SPONSORED ADR 38500P208 19,153 902,159 SH   DFND 2,5 902,159 0 0
GRAN TIERRA ENERGY INC COM 38500T101 221 30,300 SH   DFND 4,2,5 30,300 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,924 400,000 SH   DFND 2,5 400,000 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 3,251 338,600 SH   DFND 2,5 338,600 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 7,797 812,200 SH   DFND 4,2,5 616,200 0 196,000
GRAY TELEVISION INC COM 389375106 1,134 76,200 SH   DFND 4,2,5 41,420 0 34,780
GREAT PLAINS ENERGY INC COM 391164100 3,928 162,046 SH   DFND 4,2,5 0 0 162,046
GREATBATCH INC COM 39153L106 1,438 32,500 SH   DFND 4,2,5 21,200 0 11,300
GREEN MOUNTAIN COFFEE ROASTERS INC COM 393122106 53 700 SH   DFND 4,2,5 0 0 700
GREEN PLAINS RENEWABLE ENERGY INC COM 393222104 143 7,400 SH   DFND 4,2,5 0 0 7,400
GRIFOLS SA SP ADR REP B NVT 398438408 3,251 90,002 SH   DFND 2,5 90,002 0 0
CGI GROUP INC CL A SUB VTG 39945C109 6,021 180,000 SH   DFND 4,2,5 149,000 0 31,000
CGI GROUP INC CL A SUB VTG 39945C109 3,683 110,100 SH   DFND 2,5 110,100 0 0
GROUPON INC COM CL A 399473107 6,850 582,000 SH   DFND 2,5 582,000 0 0
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 24,312 803,434 SH   DFND 2,5 803,434 0 0
GUESS? INC COM 401617105 1,274 41,000 SH   DFND 4,2,5 27,200 0 13,800
GULFPORT ENERGY CORP COM NEW 402635304 2,968 47,000 SH   DFND 2,5 47,000 0 0
HCA HOLDINGS INC COM 40412C101 5,482 114,910 SH   DFND 2,5 114,910 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 4,840 104,900 SH   DFND 4,2,5 79,400 0 25,500
HCP INC COM 40414L109 5,426 149,400 SH   DFND 4,2,5 116,800 0 32,600
HCP INC COM 40414L109 2,185 60,170 SH   DFND 2,5 60,170 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,886 345,131 SH   DFND 2,5 345,131 0 0
HMS HOLDINGS CORP COM 40425J101 4,824 212,230 SH   DFND 2,5 212,230 0 0
HAIN CELESTIAL GROUP INC/THE COM 405217100 14,252 157,000 SH   DFND 2,5 157,000 0 0
HALLIBURTON CO COM 406216101 1,250 24,629 SH   DFND 2,5 24,629 0 0
HALLIBURTON CO COM 406216101 7,750 152,700 SH   DFND 4,2,5 67,900 0 84,800
HALOZYME THERAPEUTICS INC COM 40637H109 1,744 116,317 SH   DFND 2,5 116,317 0 0
HANDY & HARMAN LTD COM 410315105 563 23,270 SH   DFND 4,2,5 18,209 0 5,061
HANESBRANDS INC COM 410345102 40,357 574,320 SH   DFND 4,2,5 414,170 0 160,150
HANESBRANDS INC COM 410345102 12,466 177,400 SH   DFND 2,5 177,400 0 0
HANOVER INSURANCE GROUP INC/THE COM 410867105 2,424 40,600 SH   DFND 4,2,5 30,900 0 9,700
HARDINGE INC COM 412324303 648 44,800 SH   DFND 4,2,5 37,100 0 7,700
HARLEY-DAVIDSON INC COM 412822108 1,655 23,899 SH   DFND 2,5 23,899 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 5,443 66,500 SH   DFND 4,2,5 66,500 0 0
HARRIS CORP COM 413875105 7,671 109,888 SH   DFND 4,2,5 85,300 0 24,588
HARVARD BIOSCIENCE INC COM 416906105 484 102,900 SH   DFND 4,2,5 85,300 0 17,600
HAWAIIAN HOLDINGS INC COM 419879101 1,106 114,900 SH   DFND 4,2,5 82,400 0 32,500
HEALTH MANAGEMENT ASSOCIATES INC CL A 421933102 4,398 335,745 SH   DFND 2,5 335,745 0 0
HEALTH CARE REIT INC COM 42217K106 927 17,309 SH   DFND 2,5 17,309 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 4,322 45,996 SH   DFND 2,5 45,996 0 0
HECLA MINING CO COM 422704106 7,026 2,281,304 SH   DFND 2,5 2,281,304 0 0
HEIDRICK & STRUGGLES INTERNATIONAL INC COM 422819102 107 5,300 SH   DFND 4,2,5 0 0 5,300
HELMERICH & PAYNE INC COM 423452101 3,363 40,000 SH   DFND 2,5 40,000 0 0
HELMERICH & PAYNE INC COM 423452101 12,106 143,981 SH   DFND 4,2,5 0 0 143,981
HERITAGE FINANCIAL GROUP INC COM 42726X102 6 300 SH   DFND 4,2,5 0 0 300
HERSHEY CO/THE COM 427866108 17,232 177,229 SH   DFND 2,5 177,229 0 0
HERSHEY CO/THE COM 427866108 53,739 552,704 SH   DFND 4,2,5 465,045 0 87,659
HERTZ GLOBAL HOLDINGS INC COM 42805T105 13,713 479,130 SH   DFND 4,2,5 5,500 0 473,630
HERTZ GLOBAL HOLDINGS INC COM 42805T105 157 5,500 SH   DFND 2,5 5,500 0 0
HESS CORP COM 42809H107 1,140 13,729 SH   DFND 2,5 13,729 0 0
HESS CORP COM 42809H107 18,282 220,270 SH   DFND 4,2,5 0 0 220,270
HEWLETT-PACKARD CO COM 428236103 22,539 805,540 SH   DFND 2,5 805,540 0 0
HEWLETT-PACKARD CO COM 428236103 72,150 2,578,630 SH   DFND 4,2,5 2,238,400 0 340,230
HEXCEL CORP COM 428291108 39,283 879,000 SH   DFND 2,5 879,000 0 0
HHGREGG INC COM 42833L108 53 3,800 SH   DFND 4,2,5 0 0 3,800
HILL-ROM HOLDINGS INC COM 431475102 66 1,600 SH   DFND 4,2,5 1,600 0 0
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 385 4,905 SH   DFND 4,2,5 4,500 0 405
HITTITE MICROWAVE CORP COM 43365Y104 3,333 54,000 SH   DFND 2,5 54,000 0 0
HOLLYFRONTIER CORP COM 436106108 14,082 283,400 SH   DFND 4,2,5 3,100 0 280,300
HOLLYFRONTIER CORP COM 436106108 310 6,232 SH   DFND 2,5 6,232 0 0
HOLOGIC INC COM 436440101 7,257 324,683 SH   DFND 2,5 324,683 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,748 1,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 67,096 814,867 SH   DFND 4,2,5 249,425 0 565,442
HOME DEPOT INC COM 437076102 15,838 192,354 SH   DFND 2,5 192,354 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 17,073 186,860 SH   DFND 4,2,5 74,800 0 112,060
HONEYWELL INTERNATIONAL INC COM 438516106 91 1,000 SH   DFND 2,5 1,000 0 0
HORIZON BANCORP/IN COM 440407104 710 28,021 SH   DFND 4,2,5 22,900 0 5,121
HORMEL FOODS CORP COM 440452100 648 14,347 SH   DFND 2,5 14,347 0 0
HORMEL FOODS CORP COM 440452100 519 11,500 SH   DFND 4,2,5 0 0 11,500
HORNBECK OFFSHORE SERVICES INC COM 440543106 1,969 40,000 SH   DFND 2,5 40,000 0 0
HOSPIRA INC COM 441060100 8,117 196,624 SH   DFND 2,5 196,624 0 0
HOST HOTELS & RESORTS INC COM 44107P104 972 50,000 SH   DFND 2,5 50,000 0 0
HUBBELL INC CL B 443510201 331 3,036 SH   DFND 2,5 3,036 0 0
HUMANA INC COM 444859102 11,750 113,830 SH   DFND 2,5 113,830 0 0
HUMANA INC COM 444859102 45,574 441,522 SH   DFND 4,2,5 155,612 0 285,910
HUNTINGTON BANCSHARES INC/OH COM 446150104 4,885 506,200 SH   DFND 4,2,5 506,200 0 0
HUNTSMAN CORP COM 447011107 471 19,132 SH   DFND 2,5 19,132 0 0
HUNTSMAN CORP COM 447011107 5,228 212,525 SH   DFND 4,2,5 165,200 0 47,325
HURCO COS INC COM 447324104 545 21,800 SH   DFND 4,2,5 17,700 0 4,100
HUTCHINSON TECHNOLOGY INC COM 448407106 5 1,500 SH   DFND 4,2,5 0 0 1,500
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 5,863 62,939 SH   DFND 4,2,5 11,000 0 51,939
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 102 1,100 SH   DFND 2,5 1,100 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 28,829 419,700 SH   DFND 4,2,5 333,880 0 85,820
IAC/INTERACTIVECORP COM PAR $.001 44919P508 9,986 145,380 SH   DFND 2,5 145,380 0 0
ICF INTERNATIONAL INC COM 44925C103 45 1,300 SH   DFND 2,5 1,300 0 0
ICF INTERNATIONAL INC COM 44925C103 1,839 52,980 SH   DFND 4,2,5 19,500 0 33,480
IPG PHOTONICS CORP COM 44980X109 21,278 274,171 SH   DFND 2,5 274,171 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 228 6,800 SH   DFND 4,2,5 0 0 6,800
IXIA COM 45071R109 233 17,500 SH   DFND 2,5 17,500 0 0
ITT CORP COM NEW 450911201 1,711 39,400 SH   DFND 4,2,5 0 0 39,400
IAMGOLD CORP COM 450913108 575 173,100 SH   DFND 4,2,5 21,300 0 151,800
IAMGOLD CORP COM 450913108 172 51,725 SH   DFND 2,5 51,725 0 0
ICICI BANK LTD ADR 45104G104 6,580 177,017 SH   DFND 2,5 177,017 0 0
IDEX CORP COM 45167R104 4,339 58,756 SH   DFND 2,5 58,756 0 0
IDEXX LABORATORIES INC COM 45168D104 1,377 12,942 SH   DFND 2,5 12,942 0 0
IHS INC CL A 451734107 7,062 59,000 SH   DFND 2,5 59,000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 8,559 101,800 SH   DFND 4,2,5 39,200 0 62,600
ILLUMINA INC COM 452327109 19,636 177,507 SH   DFND 2,5 177,507 0 0
IMPERIAL OIL LTD COM NEW 453038408 183 4,142 SH   DFND 2,5 4,142 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,910 133,500 SH   DFND 4,2,5 0 0 133,500
IMPERVA INC COM 45321L100 3,610 75,000 SH   DFND 2,5 75,000 0 0
INCYTE CORP LTD COM 45337C102 17,352 342,727 SH   DFND 2,5 342,727 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 339 24,565 SH   DFND 2,5 24,565 0 0
INFORMATICA CORP COM 45666Q102 4,773 115,000 SH   DFND 2,5 115,000 0 0
INGLES MARKETS INC CL A 457030104 3,906 144,117 SH   DFND 4,2,5 26,000 0 118,117
INGRAM MICRO INC CL A 457153104 7,358 313,630 SH   DFND 4,2,5 99,520 0 214,110
INGRAM MICRO INC CL A 457153104 136 5,800 SH   DFND 2,5 5,800 0 0
INGREDION INC COM 457187102 15,964 233,180 SH   DFND 4,2,5 0 0 233,180
INLAND REAL ESTATE CORP COM NEW 457461200 1,160 110,300 SH   DFND 2,5 110,300 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,217 53,569 SH   DFND 4,2,5 33,200 0 20,369
INNOSPEC INC COM 45768S105 314 6,800 SH   DFND 4,2,5 0 0 6,800
INSULET CORP COM 45784P101 5,101 137,501 SH   DFND 2,5 137,501 0 0
INTEL CORP COM 458140100 97,586 3,759,102 SH   DFND 4,2,5 940,602 0 2,818,500
INTEL CORP COM 458140100 10,594 408,072 SH   DFND 2,5 408,072 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 22,400 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 6,797 5,000,000 PRN   DFND 2,5 0 0 0
INTER PARFUMS INC COM 458334109 1,026 28,650 SH   DFND 4,2,5 0 0 28,650
INTERACTIVE BROKERS GROUP INC COM 45841N107 1,706 70,100 SH   DFND 4,2,5 40,900 0 29,200
INTERCONTINENTALEXCHANGE GROUP INC COM 45866F104 15,926 70,806 SH   DFND 2,5 70,806 0 0
INTERMUNE INC COM 45884X103 2,615 177,558 SH   DFND 2,5 177,558 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 137,179 731,346 SH   DFND 4,2,5 461,460 0 269,886
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 48,417 258,125 SH   DFND 2,5 258,125 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 4,316 50,200 SH   DFND 4,2,5 0 0 50,200
INTERNATIONAL GAME TECHNOLOGY COM 459902102 41,125 2,264,580 SH   DFND 4,2,5 1,518,380 0 746,200
INTERNATIONAL GAME TECHNOLOGY COM 459902102 9,445 520,080 SH   DFND 2,5 520,080 0 0
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 5,300 5,000,000 PRN   DFND 2,5 0 0 0
INTERNATIONAL PAPER CO COM 460146103 392 8,000 SH   DFND 2,5 8,000 0 0
INTERNATIONAL PAPER CO COM 460146103 1,495 30,500 SH   DFND 4,2,5 0 0 30,500
INTERNATIONAL SPEEDWAY CORP CL A 460335201 692 19,500 SH   DFND 4,2,5 12,600 0 6,900
INTERPUBLIC GROUP OF COS INC/THE COM 460690100 27,963 1,579,840 SH   DFND 4,2,5 1,369,470 0 210,370
INTERPUBLIC GROUP OF COS INC/THE COM 460690100 9,034 510,370 SH   DFND 2,5 510,370 0 0
INTERSECTIONS INC COM 460981301 269 34,500 SH   DFND 4,2,5 28,200 0 6,300
INTERVAL LEISURE GROUP INC COM 46113M108 77 2,500 SH   DFND 4,2,5 0 0 2,500
INTUIT INC COM 461202103 4,274 56,000 SH   DFND 2,5 56,000 0 0
INTUIT INC COM 461202103 2,822 36,977 SH   DFND 4,2,5 0 0 36,977
INTUITIVE SURGICAL INC COM NEW 46120E602 1,382 3,599 SH   DFND 4,2,5 0 0 3,599
INVESCO MORTGAGE CAPITAL INC COM 46131B100 7 500 SH   DFND 4,2,5 0 0 500
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 1,180 57,380 SH   DFND 4,2,5 32,600 0 24,780
IRIDIUM COMMUNICATIONS INC COM 46269C102 21 3,300 SH   DFND 2,5 3,300 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,849 455,100 SH   DFND 4,2,5 106,500 0 348,600
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 7,156 616,386 SH   DFND 2,5 616,386 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,679 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 2,320 95,215 SH   DFND 1,2,5,3 95,215 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 31 930 SH   DFND 1,2,5,3 930 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,602 131,337 SH   DFND 1,2,5,3 131,337 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,128 68,797 SH   DFND 1,2,5,3 68,797 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 375 41,110 SH   DFND 1,2,5,3 41,110 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 174 6,340 SH   DFND 1,2,5,3 6,340 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,375 47,158 SH   DFND 1,2,5,3 47,158 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,257 19,740 SH   DFND 1,2,5,3 19,740 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 294 5,040 SH   DFND 1,2,5,3 5,040 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 382 5,568 SH   DFND 1,2,5,3 5,568 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 939 19,400 SH   DFND 1,2,5,3 19,400 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 2,586 68,616 SH   DFND 1,2,5,3 68,616 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 10,344 221,348 SH   DFND 1,2,5,3 221,348 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,386 29,656 SH   DFND 2,5 29,656 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 767 58,226 SH   DFND 1,2,5,3 58,226 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UK ETF 464286699 2,765 132,400 SH   DFND 1,2,5,3 132,400 0 0
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 4,719 165,867 SH   DFND 1,2,5,3 165,867 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 571 11,984 SH   DFND 1,2,5,3 11,984 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 1,999 60,600 SH   DFND 1,2,5,3 60,600 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,777 49,603 SH   DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 2,523 65,421 SH   DFND 1,2,5,3 65,421 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 388 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 6 187 SH   DFND 2,5 187 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,982 314,310 SH   DFND 1,2,5,3 314,310 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,300 88,693 SH   DFND 1,2,5,3 88,693 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 636 9,348 SH   DFND 1,2,5,3 9,348 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 321 20,262 SH   DFND 1,2,5,3 20,262 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 17,103 1,408,912 SH   DFND 1,2,5,3 1,408,912 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,534 354,948 SH   DFND 1,2,5,3 354,948 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 434 21,077 SH   DFND 1,2,5,3 21,077 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 7,115 86,402 SH   DFND 1,2,5,3 86,402 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 54,238 543,963 SH   DFND 1,2,5,3 543,963 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 14,809 137,324 SH   DFND 1,2,5,3 137,324 0 0
ISHARES NYSE 100 ETF NYSE 100 ETF 464287135 960 11,330 SH   DFND 1,2,5,3 11,330 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 4,855 126,520 SH   DFND 1,2,5,3 126,520 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 46,471 250,317 SH   DFND 1,2,5,3 250,317 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 1,998 10,761 SH   DFND 2,5 10,761 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,680 64,132 SH   DFND 1,2,5,3 64,132 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 376 8,992 SH   DFND 2,5 8,992 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 158 1,380 SH   DFND 1,2,5,3 1,380 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 54,174 548,598 SH   DFND 1,2,5,3 548,598 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 116 1,348 SH   DFND 2,5 1,348 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 117 2,708 SH   DFND 2,5 2,708 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 274 6,340 SH   DFND 1,2,5,3 6,340 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 271 6,240 SH   DFND 1,2,5,3 6,240 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,224 33,047 SH   DFND 1,2,5,3 33,047 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 7,159 83,771 SH   DFND 1,2,5,3 83,771 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 62,439 930,607 SH   DFND 1,2,5,3 930,607 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 73,396 1,116,975 SH   DFND 1,2,5,3 1,116,975 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 494 5,854 SH   DFND 1,2,5,3 5,854 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 436 2,905 SH   DFND 1,2,5,3 2,905 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 516 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 28,527 318,450 SH   DFND 1,2,5,3 318,450 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 10,731 113,953 SH   DFND 1,2,5,3 113,953 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 511 3,400 SH   DFND 1,2,5,3 3,400 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 75,072 873,440 SH   DFND 1,2,5,3 873,440 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 20,877 202,355 SH   DFND 1,2,5,3 202,355 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 57,641 495,921 SH   DFND 1,2,5,3 495,921 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 898 17,790 SH   DFND 1,2,5,3 17,790 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 36,366 766,400 SH   DFND 1,2,5,3 766,400 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 7,532 93,686 SH   DFND 1,2,5,3 93,686 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 1,447 14,420 SH   DFND 1,2,5,3 14,420 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 836 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 426 12,470 SH   DFND 1,2,5,3 12,470 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 27 2,540 SH   DFND 1,2,5,3 2,540 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 9,575 187,810 SH   DFND 1,2,5,3 187,810 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 7,550 69,800 SH   DFND 1,2,5,3 69,800 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 503 3,530 SH   DFND 1,2,5,3 3,530 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 2,547 65,410 SH   DFND 1,2,5,3 65,410 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 26,289 229,937 SH   DFND 1,2,5,3 229,937 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,782 101,190 SH   DFND 1,2,5,3 101,190 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,381 36,400 SH   DFND 1,2,5,3 36,400 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BON IBOXX HI YD ETF 464288513 3,169 34,120 SH   DFND 1,2,5,3 34,120 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 288 7,830 SH   DFND 1,2,5,3 7,830 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 133 2,050 SH   DFND 1,2,5,3 2,050 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 5,869 71,290 SH   DFND 1,2,5,3 71,290 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 358 4,760 SH   DFND 1,2,5,3 4,760 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 12,899 225,510 SH   DFND 1,2,5,3 225,510 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 12,653 177,009 SH   DFND 1,2,5,3 177,009 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,471 39,400 SH   DFND 1,2,5,3 39,400 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,820 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 6 180 SH   DFND 2,5 180 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 99 1,980 SH   DFND 1,2,5,3 1,980 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 489 21,400 SH   DFND 1,2,5,3 21,400 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 416 11,600 SH   DFND 1,2,5,3 11,600 0 0
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 229 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 1,208 23,820 SH   DFND 1,2,5,3 23,820 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 598 12,400 SH   DFND 2,5 12,400 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 629 10,210 SH   DFND 1,2,5,3 10,210 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 252 7,090 SH   DFND 1,2,5,3 7,090 0 0
ISIS PHARMACEUTICALS INC COM 464330109 6,944 174,304 SH   DFND 2,5 174,304 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 317 35,196 SH   DFND 4,2,5 20,740 0 14,456
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 9,351 689,094 SH   DFND 2,5 689,094 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 131 9,635 SH   DFND 4,2,5 9,635 0 0
ITC HOLDINGS CORP COM 465685105 41,101 428,943 SH   DFND 2,5 428,943 0 0
JPMORGAN CHASE & CO COM 46625H100 117,979 2,017,417 SH   DFND 4,2,5 982,060 0 1,035,357
JPMORGAN CHASE & CO COM 46625H100 40,684 695,698 SH   DFND 2,5 695,698 0 0
JMP GROUP INC COM 46629U107 463 62,600 SH   DFND 4,2,5 51,200 0 11,400
JABIL CIRCUIT INC COM 466313103 1,074 61,596 SH   DFND 2,5 61,596 0 0
JABIL CIRCUIT INC COM 466313103 4,255 244,000 SH   DFND 4,2,5 244,000 0 0
JACK IN THE BOX INC COM 466367109 2,926 58,500 SH   DFND 4,2,5 38,700 0 19,800
JANUS CAPITAL GROUP INC COM 47102X105 2,193 177,300 SH   DFND 4,2,5 136,100 0 41,200
JARDEN CORP COM 471109108 7,647 124,650 SH   DFND 4,2,5 47,400 0 77,250
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,401 1,700,000 PRN   DFND 2,5 0 0 0
JETBLUE AIRWAYS CORP COM 477143101 538 62,900 SH   DFND 4,2,5 0 0 62,900
JOHNSON & JOHNSON COM 478160104 167,276 1,826,356 SH   DFND 4,2,5 945,475 0 880,881
JOHNSON & JOHNSON COM 478160104 40,939 446,985 SH   DFND 2,5 446,985 0 0
JOHNSON CONTROLS INC COM 478366107 109,166 2,127,993 SH   DFND 4,2,5 1,520,490 0 607,503
JOHNSON CONTROLS INC COM 478366107 33,740 657,696 SH   DFND 2,5 657,696 0 0
JOHNSON OUTDOORS INC CL A 479167108 84 3,119 SH   DFND 4,2,5 2,459 0 660
JONES LANG LASALLE INC COM 48020Q107 495 4,832 SH   DFND 2,5 4,832 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 959 103,000 SH   DFND 4,2,5 78,600 0 24,400
JOY GLOBAL INC COM 481165108 1,724 29,474 SH   DFND 2,5 29,474 0 0
JUNIPER NETWORKS INC COM 48203R104 1,808 80,100 SH   DFND 4,2,5 0 0 80,100
KLA-TENCOR CORP COM 482480100 3,674 57,000 SH   DFND 2,5 57,000 0 0
KLA-TENCOR CORP COM 482480100 3,242 50,300 SH   DFND 4,2,5 0 0 50,300
KKR FINANCIAL HOLDINGS LLC COM 48248A306 477 39,100 SH   DFND 2,5 39,100 0 0
KKR & CO LP COM UNITS 48248M102 1,100 45,175 SH   DFND 2,5 45,175 0 0
KADANT INC COM 48282T104 565 13,955 SH   DFND 4,2,5 9,050 0 4,905
KANSAS CITY SOUTHERN COM NEW 485170302 42,969 347,000 SH   DFND 2,5 347,000 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 3,011 53,900 SH   DFND 4,2,5 35,400 0 18,500
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 670 12,000 SH   DFND 2,5 12,000 0 0
KB HOME COM 48666K109 1,272 69,563 SH   DFND 2,5 69,563 0 0
KELLOGG CO COM 487836108 3,143 51,460 SH   DFND 4,2,5 0 0 51,460
KELLOGG CO COM 487836108 408 6,677 SH   DFND 2,5 6,677 0 0
KELLY SERVICES INC CL A 488152208 5,313 213,038 SH   DFND 4,2,5 24,400 0 188,638
KEY TRONIC CORP COM 493144109 7 600 SH   DFND 4,2,5 0 0 600
KEYCORP COM 493267108 58,847 4,385,004 SH   DFND 4,2,5 3,409,460 0 975,544
KEYCORP COM 493267108 18,459 1,375,450 SH   DFND 2,5 1,375,450 0 0
KILROY REALTY CORP COM 49427F108 502 10,000 SH   DFND 2,5 10,000 0 0
KIMBERLY-CLARK CORP COM 494368103 905 8,662 SH   DFND 2,5 8,662 0 0
KIMBERLY-CLARK CORP COM 494368103 13,533 129,550 SH   DFND 4,2,5 29,800 0 99,750
KIMCO REALTY CORP COM 49446R109 898 45,485 SH   DFND 2,5 45,485 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 539 7,129 SH   DFND 2,5 7,129 0 0
KINDER MORGAN INC/DE COM 49456B101 4,791 133,074 SH   DFND 2,5 133,074 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,799 410,961 SH   DFND 2,5 410,961 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,801 411,550 SH   DFND 4,2,5 348,960 0 62,590
KITE REALTY GROUP TRUST COM 49803T102 108 16,455 SH   DFND 4,2,5 12,455 0 4,000
KODIAK OIL & GAS CORP COM 50015Q100 2,242 200,000 SH   DFND 2,5 200,000 0 0
KOHL'S CORP COM 500255104 22,291 392,788 SH   DFND 4,2,5 3,700 0 389,088
KOHL'S CORP COM 500255104 210 3,700 SH   DFND 2,5 3,700 0 0
KORN/FERRY INTERNATIONAL COM NEW 500643200 1,755 67,200 SH   DFND 4,2,5 44,800 0 22,400
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 349 45,500 SH   DFND 4,2,5 32,600 0 12,900
KROGER CO/THE COM 501044101 118,819 3,005,789 SH   DFND 4,2,5 1,853,200 0 1,152,589
KROGER CO/THE COM 501044101 32,201 814,600 SH   DFND 2,5 814,600 0 0
KULICKE & SOFFA INDUSTRIES INC COM 501242101 1,237 93,000 SH   DFND 4,2,5 62,700 0 30,300
L BRANDS INC COM 501797104 340 5,491 SH   DFND 2,5 5,491 0 0
L BRANDS INC COM 501797104 649 10,500 SH   DFND 4,2,5 0 0 10,500
LDR HOLDING CORP COM 50185U105 295 12,500 SH   DFND 2,5 12,500 0 0
LKQ CORP COM 501889208 13,061 397,000 SH   DFND 2,5 397,000 0 0
LSB INDUSTRIES INC COM 502160104 362 8,827 SH   DFND 2,5 8,827 0 0
LSI CORP COM 502161102 7,604 690,000 SH   DFND 2,5 690,000 0 0
LTC PROPERTIES INC COM 502175102 697 19,700 SH   DFND 2,5 19,700 0 0
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 3,227 30,200 SH   DFND 4,2,5 18,600 0 11,600
LA-Z-BOY INC COM 505336107 1,107 35,700 SH   DFND 4,2,5 21,100 0 14,600
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 3,516 38,482 SH   DFND 4,2,5 0 0 38,482
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 5,044 55,202 SH   DFND 2,5 55,202 0 0
LAKELAND FINANCIAL CORP COM 511656100 187 4,800 SH   DFND 4,2,5 0 0 4,800
LAM RESEARCH CORP COM 512807108 4,721 86,700 SH   DFND 4,2,5 86,700 0 0
LAM RESEARCH CORP COM 512807108 3,866 71,000 SH   DFND 2,5 71,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 28,241 24,800,000 PRN   DFND 2,5 0 0 0
LAREDO PETROLEUM INC COM 516806106 2,575 93,000 SH   DFND 2,5 93,000 0 0
LAS VEGAS SANDS CORP COM 517834107 237 3,000 SH   DFND 4,2,5 0 0 3,000
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,173 38,000 SH   DFND 2,5 38,000 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 43,482 577,293 SH   DFND 2,5 577,293 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 1,838 24,400 SH   DFND 4,2,5 0 0 24,400
LEAR CORP COM NEW 521865204 1,668 20,595 SH   DFND 2,5 20,595 0 0
LEAR CORP COM NEW 521865204 5,482 67,700 SH   DFND 4,2,5 0 0 67,700
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,475 134,900 SH   DFND 4,2,5 95,500 0 39,400
LEXICON PHARMACEUTICALS INC COM 528872104 800 444,293 SH   DFND 2,5 444,293 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 2,948 83,000 SH   DFND 4,2,5 57,400 0 25,600
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 426 14,528 SH   DFND 2,5 14,528 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,050 30,989 SH   DFND 2,5 30,989 0 0
LIFE TIME FITNESS INC COM 53217R207 2,980 63,400 SH   DFND 4,2,5 37,000 0 26,400
LIFE TECHNOLOGIES CORP COM 53217V109 2,931 38,673 SH   DFND 2,5 38,673 0 0
LIFETIME BRANDS INC COM 53222Q103 454 28,840 SH   DFND 4,2,5 23,390 0 5,450
ELI LILLY & CO COM 532457108 38,054 746,150 SH   DFND 2,5 746,150 0 0
ELI LILLY & CO COM 532457108 150,981 2,960,405 SH   DFND 4,2,5 1,775,630 0 1,184,775
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 3,858 54,080 SH   DFND 4,2,5 50,160 0 3,920
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 663 9,300 SH   DFND 2,5 9,300 0 0
LINCOLN NATIONAL CORP COM 534187109 49,183 952,790 SH   DFND 4,2,5 843,840 0 108,950
LINCOLN NATIONAL CORP COM 534187109 16,199 313,820 SH   DFND 2,5 313,820 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,452 31,880 SH   DFND 4,2,5 0 0 31,880
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 14,250 12,500,000 PRN   DFND 2,5 0 0 0
LINKEDIN CORP COM CL A 53578A108 108 500 SH   DFND 4,2,5 0 0 500
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 8,517 269,000 SH   DFND 2,5 269,000 0 0
LOCKHEED MARTIN CORP COM 539830109 4,090 27,510 SH   DFND 4,2,5 19,010 0 8,500
LOEWS CORP COM 540424108 66,218 1,372,670 SH   DFND 4,2,5 1,222,940 0 149,730
LOEWS CORP COM 540424108 26,172 542,535 SH   DFND 2,5 542,535 0 0
LORILLARD INC COM 544147101 27,469 542,003 SH   DFND 2,5 542,003 0 0
LORILLARD INC COM 544147101 99,103 1,955,465 SH   DFND 4,2,5 1,221,700 0 733,765
LOUISIANA-PACIFIC CORP COM 546347105 1,584 85,600 SH   DFND 2,5 85,600 0 0
LOUISIANA-PACIFIC CORP COM 546347105 8,055 435,149 SH   DFND 4,2,5 322,800 0 112,349
LOWE'S COS INC COM 548661107 9,216 186,000 SH   DFND 4,2,5 165,300 0 20,700
LYDALL INC COM 550819106 78 4,399 SH   DFND 4,2,5 3,649 0 750
M&T BANK CORP COM 55261F104 3,516 30,200 SH   DFND 4,2,5 0 0 30,200
MBIA INC COM 55262C100 129 10,800 SH   DFND 4,2,5 0 0 10,800
MDU RESOURCES GROUP INC COM 552690109 1,014 33,206 SH   DFND 2,5 33,206 0 0
MFA FINANCIAL INC COM 55272X102 8 1,100 SH   DFND 4,2,5 0 0 1,100
MGM RESORTS INTERNATIONAL COM 552953101 4,248 180,600 SH   DFND 4,2,5 0 0 180,600
MTR GAMING GROUP INC COM 553769100 131 25,391 SH   DFND 4,2,5 22,811 0 2,580
MACERICH CO/THE COM 554382101 468 7,941 SH   DFND 2,5 7,941 0 0
MACK-CALI REALTY CORP COM 554489104 926 43,100 SH   DFND 4,2,5 35,500 0 7,600
MACY'S INC COM 55616P104 4,883 91,437 SH   DFND 4,2,5 2,600 0 88,837
MACY'S INC COM 55616P104 139 2,600 SH   DFND 2,5 2,600 0 0
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 3,797 63,380 SH   DFND 2,5 63,380 0 0
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 359 6,000 SH   DFND 4,2,5 0 0 6,000
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 5,631 89,000 SH   DFND 2,5 89,000 0 0
MAGNA INTERNATIONAL INC COM 559222401 8,255 100,700 SH   DFND 2,5 100,700 0 0
MAGNA INTERNATIONAL INC COM 559222401 27,228 332,140 SH   DFND 4,2,5 175,240 0 156,900
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 108 6,000 SH   DFND 4,2,5 0 0 6,000
MANITEX INTERNATIONAL INC COM 563420108 13 800 SH   DFND 4,2,5 0 0 800
MANITOWOC CO INC/THE COM 563571108 3,484 149,400 SH   DFND 4,2,5 119,500 0 29,900
MANPOWERGROUP INC COM 56418H100 2,473 28,800 SH   DFND 2,5 28,800 0 0
MANPOWERGROUP INC COM 56418H100 16,533 192,560 SH   DFND 4,2,5 172,300 0 20,260
MANTECH INTERNATIONAL CORP/VA CL A 564563104 2,619 87,505 SH   DFND 4,2,5 21,382 0 66,123
MANTECH INTERNATIONAL CORP/VA CL A 564563104 68 2,282 SH   DFND 2,5 2,282 0 0
MANULIFE FINANCIAL CORP COM 56501R106 2,071 105,000 SH   DFND 4,2,5 78,300 0 26,700
MANULIFE FINANCIAL CORP COM 56501R106 1,128 57,200 SH   DFND 2,5 57,200 0 0
MARATHON OIL CORP COM 565849106 128,661 3,644,788 SH   DFND 4,2,5 2,227,466 0 1,417,322
MARATHON OIL CORP COM 565849106 35,659 1,010,164 SH   DFND 2,5 1,010,164 0 0
MARATHON PETROLEUM CORP COM 56585A102 10,691 116,552 SH   DFND 4,2,5 26,800 0 89,752
MARATHON PETROLEUM CORP COM 56585A102 435 4,738 SH   DFND 2,5 4,738 0 0
MARCUS CORP/THE COM 566330106 578 43,000 SH   DFND 4,2,5 28,400 0 14,600
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 117 2,098 SH   DFND 2,5 2,098 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,176 45,000 SH   DFND 4,2,5 39,200 0 5,800
MARTEN TRANSPORT LTD COM 573075108 847 41,959 SH   DFND 4,2,5 30,600 0 11,359
MASCO CORP COM 574599106 31,249 1,372,370 SH   DFND 4,2,5 1,098,320 0 274,050
MASCO CORP COM 574599106 9,353 410,740 SH   DFND 2,5 410,740 0 0
MASTEC INC COM 576323109 12,695 388,000 SH   DFND 2,5 388,000 0 0
MASTERCARD INC CL A 57636Q104 7,219 8,641 SH   DFND 2,5 8,641 0 0
MASTERCARD INC CL A 57636Q104 38,123 45,631 SH   DFND 4,2,5 26,720 0 18,911
MATADOR RESOURCES CO COM 576485205 3,262 175,000 SH   DFND 2,5 175,000 0 0
MATTEL INC COM 577081102 305 6,407 SH   DFND 2,5 6,407 0 0
MATTEL INC COM 577081102 6,250 131,348 SH   DFND 4,2,5 0 0 131,348
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,187 150,000 SH   DFND 2,5 150,000 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 808 11,730 SH   DFND 2,5 0 0 11,730
MCCORMICK & CO INC/MD COM NON VTG 579780206 1,406 20,400 SH   DFND 4,2,5 0 0 20,400
MCDONALD'S CORP COM 580135101 28,275 291,400 SH   DFND 4,2,5 145,300 0 146,100
MCDONALD'S CORP COM 580135101 14,318 147,558 SH   DFND 2,5 147,558 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 1,822 23,300 SH   DFND 4,2,5 0 0 23,300
MCGRAW HILL FINANCIAL INC COM 580645109 1,834 23,449 SH   DFND 2,5 23,449 0 0
MCKESSON CORP COM 58155Q103 17,268 106,987 SH   DFND 2,5 106,987 0 0
MCKESSON CORP COM 58155Q103 18,628 115,414 SH   DFND 4,2,5 21,600 0 93,814
MEAD JOHNSON NUTRITION CO COM 582839106 22,857 272,882 SH   DFND 2,5 272,882 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,437 29,100 SH   DFND 4,2,5 0 0 29,100
MEDIFAST INC COM 58470H101 178 6,800 SH   DFND 4,2,5 0 0 6,800
MEDIDATA SOLUTIONS INC COM 58471A105 8,359 138,000 SH   DFND 2,5 138,000 0 0
MEDIVATION INC COM 58501N101 10,465 163,977 SH   DFND 2,5 163,977 0 0
MEDTRONIC INC COM 585055106 50,822 885,562 SH   DFND 2,5 885,562 0 0
MEDTRONIC INC COM 585055106 169,421 2,952,103 SH   DFND 4,2,5 1,609,990 0 1,342,113
MENTOR GRAPHICS CORP COM 587200106 3,115 129,400 SH   DFND 4,2,5 86,700 0 42,700
MERCHANTS BANCSHARES INC COM 588448100 107 3,191 SH   DFND 4,2,5 3,191 0 0
MERCK & CO INC COM 58933Y105 81,201 1,622,397 SH   DFND 4,2,5 930,600 0 691,797
MERCK & CO INC COM 58933Y105 23,891 477,346 SH   DFND 2,5 477,346 0 0
METHANEX CORP COM 59151K108 7,071 119,600 SH   DFND 4,2,5 96,500 0 23,100
METHANEX CORP COM 59151K108 4,257 72,000 SH   DFND 2,5 72,000 0 0
METLIFE INC COM 59156R108 6,141 113,900 SH   DFND 4,2,5 106,000 0 7,900
MICROS SYSTEMS INC COM 594901100 3,727 64,969 SH   DFND 2,5 64,969 0 0
MICROSOFT CORP COM 594918104 37,214 994,241 SH   DFND 2,5 994,241 0 0
MICROSOFT CORP COM 594918104 178,464 4,767,930 SH   DFND 4,2,5 2,185,460 0 2,582,470
MICROCHIP TECHNOLOGY INC COM 595017104 6,646 148,504 SH   DFND 2,5 148,504 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,339 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 20,160 926,480 SH   DFND 2,5 926,480 0 0
MICRON TECHNOLOGY INC COM 595112103 45,567 2,094,080 SH   DFND 4,2,5 1,899,800 0 194,280
MINDRAY MEDICAL INTERNATIONAL LTD SPON ADR 602675100 21,254 584,533 SH   DFND 2,5 584,533 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,017 139,467 SH   DFND 2,5 139,467 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,746 80,700 SH   DFND 4,2,5 30,300 0 50,400
MOHAWK INDUSTRIES INC COM 608190104 40,009 268,700 SH   DFND 4,2,5 208,980 0 59,720
MOHAWK INDUSTRIES INC COM 608190104 15,158 101,800 SH   DFND 2,5 101,800 0 0
MOLSON COORS BREWING CO CL B 60871R209 7,620 135,700 SH   DFND 4,2,5 95,500 0 40,200
MOMENTA PHARMACEUTICALS INC COM 60877T100 7,027 397,436 SH   DFND 2,5 397,436 0 0
MONARCH CASINO & RESORT INC COM 609027107 713 35,500 SH   DFND 4,2,5 27,800 0 7,700
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 495 40,198 SH   DFND 4,2,5 33,350 0 6,848
MONDELEZ INTERNATIONAL INC CL A 609207105 22,626 640,960 SH   DFND 4,2,5 170,400 0 470,560
MONDELEZ INTERNATIONAL INC CL A 609207105 2,314 65,564 SH   DFND 2,5 65,564 0 0
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 970 46,700 SH   DFND 4,2,5 34,000 0 12,700
MONSANTO CO COM 61166W101 40,850 350,490 SH   DFND 2,5 350,490 0 0
MONSANTO CO COM 61166W101 6,410 55,000 SH   DFND 4,2,5 51,100 0 3,900
MONSTER BEVERAGE CORP COM 611740101 11,453 169,000 SH   DFND 2,5 169,000 0 0
MOODY'S CORP COM 615369105 615 7,840 SH   DFND 2,5 7,840 0 0
MOODY'S CORP COM 615369105 9,087 115,807 SH   DFND 4,2,5 41,350 0 74,457
MOOG INC CL A 615394202 2,222 32,700 SH   DFND 4,2,5 27,300 0 5,400
MORGAN STANLEY COM NEW 617446448 4,673 149,000 SH   DFND 4,2,5 137,200 0 11,800
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,084 70,000 SH   DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 1,276 27,000 SH   DFND 2,5 27,000 0 0
MURPHY OIL CORP COM 626717102 14,431 222,429 SH   DFND 2,5 222,429 0 0
MURPHY OIL CORP COM 626717102 58,209 897,180 SH   DFND 4,2,5 524,792 0 372,388
MUTUALFIRST FINANCIAL INC COM 62845B104 15 900 SH   DFND 4,2,5 500 0 400
MYERS INDUSTRIES INC COM 628464109 881 41,700 SH   DFND 4,2,5 27,500 0 14,200
MYLAN INC/PA COM 628530107 42,787 985,880 SH   DFND 4,2,5 799,280 0 186,600
MYLAN INC/PA COM 628530107 21,139 487,077 SH   DFND 2,5 487,077 0 0
MYRIAD GENETICS INC COM 62855J104 2,436 116,100 SH   DFND 4,2,5 70,500 0 45,600
MYRIAD GENETICS INC COM 62855J104 2,788 132,867 SH   DFND 2,5 132,867 0 0
NBT BANCORP INC COM 628778102 324 12,500 SH   DFND 4,2,5 0 0 12,500
NCR CORP COM 62886E108 85 2,500 SH   DFND 2,5 2,500 0 0
NASB FINANCIAL INC COM 628968109 206 6,831 SH   DFND 4,2,5 5,252 0 1,579
NASDAQ OMX GROUP INC/THE COM 631103108 7,068 177,600 SH   DFND 4,2,5 175,400 0 2,200
NATIONAL BANKSHARES INC COM 634865109 18 500 SH   DFND 4,2,5 0 0 500
NATIONAL HEALTH INVESTORS INC COM 63633D104 982 17,500 SH   DFND 2,5 17,500 0 0
NATIONAL OILWELL VARCO INC COM 637071101 41,349 519,921 SH   DFND 2,5 519,921 0 0
NATIONAL OILWELL VARCO INC COM 637071101 10,108 127,100 SH   DFND 4,2,5 32,100 0 95,000
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 1,151 5,150 SH   DFND 4,2,5 2,750 0 2,400
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 449 25,895 SH   DFND 4,2,5 19,018 0 6,877
NAVISTAR INTERNATIONAL CORP COM 63934E108 580 15,200 SH   DFND 4,2,5 2,500 0 12,700
NAVIGANT CONSULTING INC COM 63935N107 865 45,050 SH   DFND 4,2,5 33,250 0 11,800
NEENAH PAPER INC COM 640079109 411 9,600 SH   DFND 4,2,5 6,370 0 3,230
NEKTAR THERAPEUTICS COM 640268108 3,929 346,157 SH   DFND 2,5 346,157 0 0
NELNET INC CL A 64031N108 1,289 30,600 SH   DFND 4,2,5 19,800 0 10,800
NETAPP INC COM 64110D104 5,591 135,896 SH   DFND 2,5 135,896 0 0
NETAPP INC COM 64110D104 1,033 25,100 SH   DFND 4,2,5 0 0 25,100
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,169 339,281 SH   DFND 2,5 339,281 0 0
NEUSTAR INC CL A 64126X201 239 4,800 SH   DFND 4,2,5 1,200 0 3,600
NEVSUN RESOURCES LTD COM 64156L101 144 43,200 SH   DFND 4,2,5 25,900 0 17,300
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 86 5,633 SH   DFND 4,2,5 4,733 0 900
NEW MOUNTAIN FINANCE CORP COM 647551100 38 2,500 SH   DFND 4,2,5 1,800 0 700
NEW MOUNTAIN FINANCE CORP COM 647551100 27 1,800 SH   DFND 2,5 1,800 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 778 46,200 SH   DFND 2,5 46,200 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 1,343 79,700 SH   DFND 4,2,5 0 0 79,700
NEWELL RUBBERMAID INC COM 651229106 362 11,180 SH   DFND 2,5 11,180 0 0
NEWELL RUBBERMAID INC COM 651229106 10,889 335,970 SH   DFND 4,2,5 299,580 0 36,390
NEWFIELD EXPLORATION CO COM 651290108 52 2,115 SH   DFND 2,5 2,115 0 0
NEWLINK GENETICS CORP COM 651511107 1,819 82,663 SH   DFND 2,5 82,663 0 0
NEWMONT MINING CORP COM 651639106 3,456 150,063 SH   DFND 2,5 150,063 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 2,827 230,000 SH   DFND 2,5 230,000 0 0
NEXTERA ENERGY INC COM 65339F101 1,736 20,281 SH   DFND 2,5 20,281 0 0
NEXTERA ENERGY INC COM 65339F101 14,106 164,748 SH   DFND 4,2,5 40,000 0 124,748
NICHOLAS FINANCIAL INC COM NEW 65373J209 350 22,206 SH   DFND 4,2,5 17,116 0 5,090
NIKE INC CL B 654106103 16,440 209,050 SH   DFND 2,5 209,050 0 0
NIKE INC CL B 654106103 10,632 135,200 SH   DFND 4,2,5 70,600 0 64,600
NISOURCE INC COM 65473P105 14,947 454,588 SH   DFND 2,5 454,588 0 0
NISOURCE INC COM 65473P105 37,521 1,141,148 SH   DFND 4,2,5 761,370 0 379,778
NOBLE ENERGY INC COM 655044105 3,991 58,600 SH   DFND 4,2,5 32,300 0 26,300
NOBLE ENERGY INC COM 655044105 1,064 15,626 SH   DFND 2,5 15,626 0 0
NORDION INC COM 65563C105 157 18,500 SH   DFND 4,2,5 18,500 0 0
NORDSTROM INC COM 655664100 1,897 30,692 SH   DFND 4,2,5 0 0 30,692
NORFOLK SOUTHERN CORP COM 655844108 761 8,200 SH   DFND 2,5 8,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 50,306 541,917 SH   DFND 4,2,5 168,600 0 373,317
NORTHEAST UTILITIES COM 664397106 9,612 226,752 SH   DFND 2,5 226,752 0 0
NORTHEAST UTILITIES COM 664397106 36,861 869,570 SH   DFND 4,2,5 552,170 0 317,400
NORTHERN TRUST CORP COM 665859104 2,383 38,500 SH   DFND 4,2,5 0 0 38,500
NORTHRIM BANCORP INC COM 666762109 296 11,266 SH   DFND 4,2,5 7,866 0 3,400
NORTHROP GRUMMAN CORP COM 666807102 97,736 852,770 SH   DFND 4,2,5 489,400 0 363,370
NORTHROP GRUMMAN CORP COM 666807102 21,157 184,600 SH   DFND 2,5 184,600 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 9,333 566,000 SH   DFND 2,5 566,000 0 0
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 709 26,472 SH   DFND 4,2,5 21,172 0 5,300
NUVASIVE INC COM 670704105 4,888 151,197 SH   DFND 2,5 151,197 0 0
OGE ENERGY CORP COM 670837103 1,041 30,700 SH   DFND 4,2,5 0 0 30,700
OGE ENERGY CORP COM 670837103 385 11,370 SH   DFND 2,5 11,370 0 0
OM GROUP INC COM 670872100 222 6,100 SH   DFND 4,2,5 0 0 6,100
O'REILLY AUTOMOTIVE INC COM 67103H107 1,493 11,600 SH   DFND 4,2,5 0 0 11,600
O'REILLY AUTOMOTIVE INC COM 67103H107 21,279 165,324 SH   DFND 2,5 165,324 0 0
OFG BANCORP COM 67103X102 231 13,300 SH   DFND 4,2,5 0 0 13,300
OASIS PETROLEUM INC COM 674215108 3,523 75,000 SH   DFND 2,5 75,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 19,234 202,253 SH   DFND 4,2,5 81,300 0 120,953
OCCIDENTAL PETROLEUM CORP COM 674599105 7,838 82,414 SH   DFND 2,5 82,414 0 0
OCEAN SHORE HOLDING CO COM 67501R103 6 471 SH   DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 18,773 238,000 SH   DFND 2,5 238,000 0 0
OCWEN FINANCIAL CORP COM NEW 675746309 13,752 248,000 SH   DFND 2,5 248,000 0 0
OIL STATES INTERNATIONAL INC COM 678026105 61 600 SH   DFND 4,2,5 0 0 600
OILTANKING PARTNERS LP UNIT LTD 678049107 3,104 50,000 SH   DFND 2,5 50,000 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 3,140 59,220 SH   DFND 2,5 59,220 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 13,087 246,822 SH   DFND 4,2,5 180,972 0 65,850
OLIN CORP COM PAR $1 680665205 3,600 124,800 SH   DFND 4,2,5 69,800 0 55,000
OMNICARE INC COM 681904108 19,112 316,640 SH   DFND 4,2,5 227,640 0 89,000
OMNICARE INC COM 681904108 3,298 54,640 SH   DFND 2,5 54,640 0 0
OMNICOM GROUP INC COM 681919106 6,808 91,545 SH   DFND 4,2,5 0 0 91,545
OMNICOM GROUP INC NOTE 7/3 681919AV8 3,947 3,000,000 PRN   DFND 2,5 0 0 0
OMEGA PROTEIN CORP COM 68210P107 439 35,759 SH   DFND 4,2,5 34,559 0 1,200
ONE LIBERTY PROPERTIES INC COM 682406103 187 9,300 SH   DFND 4,2,5 8,700 0 600
ONEOK INC COM 682680103 976 15,701 SH   DFND 2,5 15,701 0 0
OPEN TEXT CORP COM 683715106 138 1,500 SH   DFND 4,2,5 0 0 1,500
ORACLE CORP COM 68389X105 226,048 5,908,210 SH   DFND 4,2,5 3,259,290 0 2,648,920
ORACLE CORP COM 68389X105 79,547 2,079,104 SH   DFND 2,5 2,079,104 0 0
ORBITAL SCIENCES CORP COM 685564106 2,158 92,618 SH   DFND 4,2,5 54,018 0 38,600
OUTERWALL INC COM 690070107 2,527 37,566 SH   DFND 4,2,5 25,666 0 11,900
OVERSTOCK.COM INC COM 690370101 102 3,300 SH   DFND 4,2,5 0 0 3,300
OWENS & MINOR INC COM 690732102 11 310 SH   DFND 4,2,5 0 0 310
OWENS CORNING COM 690742101 132 3,230 SH   DFND 2,5 3,230 0 0
PAM TRANSPORTATION SERVICES INC COM 693149106 90 4,324 SH   DFND 4,2,5 3,210 0 1,114
PC CONNECTION INC COM 69318J100 422 17,000 SH   DFND 4,2,5 0 0 17,000
PCM INC COM 69323K100 329 32,034 SH   DFND 4,2,5 26,234 0 5,800
PDL BIOPHARMA INC COM 69329Y104 2,977 352,700 SH   DFND 4,2,5 122,700 0 230,000
PG&E CORP COM 69331C108 6,410 159,138 SH   DFND 4,2,5 0 0 159,138
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 72,983 940,740 SH   DFND 4,2,5 752,290 0 188,450
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 19,532 251,770 SH   DFND 2,5 251,770 0 0
PPG INDUSTRIES INC COM 693506107 38,129 201,040 SH   DFND 2,5 201,040 0 0
PPG INDUSTRIES INC COM 693506107 137,007 722,384 SH   DFND 4,2,5 451,120 0 271,264
PPL CORP COM 69351T106 470 15,611 SH   DFND 2,5 15,611 0 0
PPL CORP COM 69351T106 20,651 686,320 SH   DFND 4,2,5 378,300 0 308,020
PVH CORP COM 693656100 1,360 10,002 SH   DFND 2,5 10,002 0 0
PTC INC COM 69370C100 4,601 130,000 SH   DFND 2,5 130,000 0 0
PACCAR INC COM 693718108 124 2,100 SH   DFND 4,2,5 0 0 2,100
PAN AMERICAN SILVER CORP COM 697900108 12,800 1,095,911 SH   DFND 2,5 1,095,911 0 0
PAN AMERICAN SILVER CORP COM 697900108 110 9,400 SH   DFND 4,2,5 0 0 9,400
PANERA BREAD CO CL A 69840W108 294 1,663 SH   DFND 2,5 1,663 0 0
PANTRY INC/THE COM 698657103 116 6,900 SH   DFND 4,2,5 0 0 6,900
PAREXEL INTERNATIONAL CORP COM 699462107 942 20,858 SH   DFND 4,2,5 15,490 0 5,368
PARK-OHIO HOLDINGS CORP COM 700666100 1,261 24,070 SH   DFND 4,2,5 18,100 0 5,970
PARKER DRILLING CO COM 701081101 3,049 375,000 SH   DFND 2,5 375,000 0 0
PARKER HANNIFIN CORP COM 701094104 3,962 30,800 SH   DFND 4,2,5 0 0 30,800
PARKWAY PROPERTIES INC/MD COM 70159Q104 212 11,000 SH   DFND 2,5 11,000 0 0
PATRICK INDUSTRIES INC COM 703343103 801 27,700 SH   DFND 4,2,5 21,600 0 6,100
PATTERSON COS INC COM 703395103 926 22,468 SH   DFND 2,5 22,468 0 0
PAYCHEX INC COM 704326107 2,649 58,180 SH   DFND 4,2,5 0 0 58,180
PAYCHEX INC COM 704326107 863 18,949 SH   DFND 2,5 18,949 0 0
PEABODY ENERGY CORP COM 704549104 745 38,131 SH   DFND 2,5 38,131 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 983 31,958 SH   DFND 2,5 31,958 0 0
PEMBINA PIPELINE CORP COM 706327103 736 20,900 SH   DFND 4,2,5 14,200 0 6,700
PEMBINA PIPELINE CORP COM 706327103 477 13,550 SH   DFND 2,5 13,550 0 0
PENGROWTH ENERGY CORP COM 70706P104 351 56,800 SH   DFND 4,2,5 26,200 0 30,600
PENN NATIONAL GAMING INC COM 707569109 603 42,073 SH   DFND 4,2,5 10,413 0 31,660
PENN VIRGINIA CORP COM 707882106 842 89,300 SH   DFND 4,2,5 61,900 0 27,400
PENN WEST PETROLEUM LTD COM 707887105 4,389 525,700 SH   DFND 4,2,5 423,000 0 102,700
PENN WEST PETROLEUM LTD COM 707887105 6,917 828,610 SH   DFND 2,5 828,610 0 0
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 1,126 59,300 SH   DFND 4,2,5 45,600 0 13,700
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 673 29,300 SH   DFND 4,2,5 17,600 0 11,700
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 316 6,700 SH   DFND 2,5 6,700 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,785 59,046 SH   DFND 4,2,5 34,106 0 24,940
PEOPLE'S UNITED FINANCIAL INC COM 712704105 287 19,007 SH   DFND 2,5 19,007 0 0
PEPCO HOLDINGS INC COM 713291102 658 34,379 SH   DFND 2,5 34,379 0 0
PEPSICO INC COM 713448108 13,270 160,000 SH   DFND 2,5 160,000 0 0
PEPSICO INC COM 713448108 44,718 539,160 SH   DFND 4,2,5 310,970 0 228,190
PERKINELMER INC COM 714046109 144 3,500 SH   DFND 4,2,5 3,500 0 0
PERRIGO CO PLC COM 714290103 1,304 8,500 SH   DFND 4,2,5 0 0 8,500
PERRIGO CO PLC COM 714290103 2,307 15,032 SH   DFND 2,5 15,032 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 13,008 118,531 SH   DFND 2,5 118,531 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 453 30,825 SH   DFND 4,2,5 30,825 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 453 30,825 SH   DFND 2,5 30,825 0 0
PETSMART INC COM 716768106 444 6,100 SH   DFND 4,2,5 0 0 6,100
PFIZER INC COM 717081103 281,264 9,182,635 SH   DFND 4,2,5 5,025,600 0 4,157,035
PFIZER INC COM 717081103 82,281 2,686,290 SH   DFND 2,5 2,686,290 0 0
PHARMERICA CORP COM 71714F104 1,987 92,400 SH   DFND 4,2,5 15,400 0 77,000
PHILIP MORRIS INTERNATIONAL INC COM 718172109 15,061 172,859 SH   DFND 2,5 172,859 0 0
PHILIP MORRIS INTERNATIONAL INC COM 718172109 57,334 658,030 SH   DFND 4,2,5 350,900 0 307,130
PHILLIPS 66 COM 718546104 728 9,436 SH   DFND 2,5 9,436 0 0
PHOTRONICS INC COM 719405102 842 93,300 SH   DFND 4,2,5 60,300 0 33,000
PIKE CORP COM 721283109 51 4,800 SH   DFND 4,2,5 0 0 4,800
PINNACLE WEST CAPITAL CORP COM 723484101 740 13,986 SH   DFND 2,5 13,986 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1,445 27,300 SH   DFND 4,2,5 0 0 27,300
PIONEER NATURAL RESOURCES CO COM 723787107 1,878 10,200 SH   DFND 4,2,5 9,200 0 1,000
PIONEER NATURAL RESOURCES CO COM 723787107 2,123 11,532 SH   DFND 2,5 11,532 0 0
PITNEY BOWES INC COM 724479100 804 34,500 SH   DFND 4,2,5 0 0 34,500
PLUM CREEK TIMBER CO INC COM 729251108 776 16,693 SH   DFND 2,5 16,693 0 0
POLARIS INDUSTRIES INC COM 731068102 28,227 193,814 SH   DFND 2,5 193,814 0 0
POLARIS INDUSTRIES INC COM 731068102 36,887 253,272 SH   DFND 4,2,5 198,614 0 54,658
POLYONE CORP COM 73179P106 348 9,837 SH   DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 247 6,352 SH   DFND 2,5 6,352 0 0
PORTFOLIO RECOVERY ASSOCIATES INC COM 73640Q105 587 11,100 SH   DFND 4,2,5 8,000 0 3,100
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH   DFND 2,5 1 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 1,380 45,700 SH   DFND 4,2,5 0 0 45,700
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 12,235 371,200 SH   DFND 4,2,5 38,300 0 332,900
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 1,009 30,600 SH   DFND 2,5 30,600 0 0
POWER INTEGRATIONS INC COM 739276103 6,754 121,000 SH   DFND 2,5 121,000 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 816 31,800 SH   DFND 1,2,5,3 31,800 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 6 225 SH   DFND 2,5 225 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 28 880 SH   DFND 1,2,5,3 880 0 0
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 28 890 SH   DFND 1,2,5,3 890 0 0
POWERSHARES DYNAMIC ENERGY SECTOR PORTFO ENERGY SEC POR 73935X385 140 2,520 SH   DFND 1,2,5,3 2,520 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 26 4,140 SH   DFND 1,2,5,3 4,140 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 135 5,210 SH   DFND 1,2,5,3 5,210 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 671 19,490 SH   DFND 1,2,5,3 19,490 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 2,207 86,830 SH   DFND 1,2,5,3 86,830 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 357 11,060 SH   DFND 1,2,5,3 11,060 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 6 231 SH   DFND 2,5 231 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 1,787 44,270 SH   DFND 1,2,5,3 44,270 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 369 21,890 SH   DFND 1,2,5,3 21,890 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 562 27,090 SH   DFND 1,2,5,3 27,090 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 178 7,120 SH   DFND 1,2,5,3 7,120 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 27 2,250 SH   DFND 1,2,5,3 2,250 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 221 7,110 SH   DFND 1,2,5,3 7,110 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 407 14,360 SH   DFND 1,2,5,3 14,360 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 246 8,670 SH   DFND 1,2,5,3 8,670 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 312 11,260 SH   DFND 1,2,5,3 11,260 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 641 20,340 SH   DFND 1,2,5,3 20,340 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 387 8,360 SH   DFND 1,2,5,3 8,360 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 265 8,000 SH   DFND 1,2,5,3 8,000 0 0
PRAXAIR INC COM 74005P104 1,850 14,227 SH   DFND 2,5 14,227 0 0
PRAXAIR INC COM 74005P104 10,129 77,900 SH   DFND 4,2,5 27,800 0 50,100
PRECISION CASTPARTS CORP COM 740189105 4,443 16,500 SH   DFND 4,2,5 11,600 0 4,900
PRECISION CASTPARTS CORP COM 740189105 51,951 192,912 SH   DFND 2,5 192,912 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3 300 SH   DFND 4,2,5 0 0 300
PREFORMED LINE PRODUCTS CO COM 740444104 781 10,675 SH   DFND 4,2,5 8,275 0 2,400
PREMIER FINANCIAL BANCORP INC COM 74050M105 233 16,490 SH   DFND 4,2,5 14,490 0 2,000
PREMIERE GLOBAL SERVICES INC COM 740585104 1,161 100,200 SH   DFND 4,2,5 72,700 0 27,500
T ROWE PRICE GROUP INC COM 74144T108 8,149 97,279 SH   DFND 2,5 97,279 0 0
T ROWE PRICE GROUP INC COM 74144T108 2,160 25,780 SH   DFND 4,2,5 0 0 25,780
PRICELINE.COM INC COM NEW 741503403 47,582 40,934 SH   DFND 2,5 40,934 0 0
PRICELINE.COM INC COM NEW 741503403 104,235 89,672 SH   DFND 4,2,5 74,562 0 15,110
PRICELINE.COM INC DEBT 1.000% 3/1 741503AQ9 35,848 26,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 126 2,690 SH   DFND 4,2,5 2,640 0 50
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 65,358 1,325,460 SH   DFND 4,2,5 1,180,060 0 145,400
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 25,674 520,670 SH   DFND 2,5 520,670 0 0
PROASSURANCE CORP COM 74267C106 2,346 48,394 SH   DFND 4,2,5 32,600 0 15,794
PROASSURANCE CORP COM 74267C106 204 4,200 SH   DFND 2,5 4,200 0 0
PROCTER & GAMBLE CO COM 742718109 92,256 1,133,230 SH   DFND 4,2,5 744,770 0 388,460
PROCTER & GAMBLE CO COM 742718109 29,416 361,334 SH   DFND 2,5 361,334 0 0
PROGRESSIVE CORP/THE COM 743315103 82 3,000 SH   DFND 4,2,5 0 0 3,000
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 1,847 74,700 SH   DFND 4,2,5 3,100 0 71,600
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 22 900 SH   DFND 2,5 900 0 0
PROLOGIS INC COM 74340W103 2,876 77,824 SH   DFND 4,2,5 77,824 0 0
PROLOGIS INC COM 74340W103 4,921 133,174 SH   DFND 2,5 133,174 0 0
PROOFPOINT INC COM 743424103 3,947 119,000 SH   DFND 2,5 119,000 0 0
PROTECTIVE LIFE CORP COM 743674103 842 16,620 SH   DFND 4,2,5 7,650 0 8,970
PROVIDENCE SERVICE CORP/THE COM 743815102 82 3,200 SH   DFND 4,2,5 0 0 3,200
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 9 600 SH   DFND 4,2,5 0 0 600
PRUDENTIAL FINANCIAL INC COM 744320102 3,698 40,100 SH   DFND 4,2,5 36,800 0 3,300
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 18,673 582,800 SH   DFND 4,2,5 333,900 0 248,900
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 583 18,192 SH   DFND 2,5 18,192 0 0
PUBLIC STORAGE COM 74460D109 3,522 23,396 SH   DFND 2,5 23,396 0 0
PUBLIC STORAGE COM 74460D109 5,779 38,395 SH   DFND 4,2,5 38,095 0 300
PULASKI FINANCIAL CORP COM 745548107 485 43,030 SH   DFND 4,2,5 35,530 0 7,500
QLOGIC CORP COM 747277101 780 65,900 SH   DFND 4,2,5 40,400 0 25,500
QUAD/GRAPHICS INC COM CL A 747301109 784 28,800 SH   DFND 4,2,5 16,800 0 12,000
QEP RESOURCES INC COM 74733V100 86 2,809 SH   DFND 2,5 2,809 0 0
QUALCOMM INC COM 747525103 51,963 699,841 SH   DFND 4,2,5 319,000 0 380,841
QUALCOMM INC COM 747525103 87,573 1,179,435 SH   DFND 2,5 1,179,435 0 0
QUALYS INC COM 74758T303 4,391 190,000 SH   DFND 2,5 190,000 0 0
QUANTA SERVICES INC COM 74762E102 44,793 1,419,294 SH   DFND 2,5 1,419,294 0 0
QUEST DIAGNOSTICS INC COM 74834L100 324 6,046 SH   DFND 2,5 6,046 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,286 61,380 SH   DFND 4,2,5 0 0 61,380
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3,991 73,300 SH   DFND 4,2,5 50,100 0 23,200
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3,273 60,113 SH   DFND 2,5 60,113 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 4,281 92,376 SH   DFND 2,5 92,376 0 0
RLJ LODGING TRUST COM 74965L101 1,936 79,600 SH   DFND 4,2,5 57,300 0 22,300
RADISYS CORP COM 750459109 202 88,320 SH   DFND 4,2,5 74,800 0 13,520
RALPH LAUREN CORP CL A 751212101 1,095 6,200 SH   DFND 4,2,5 0 0 6,200
RALPH LAUREN CORP CL A 751212101 1,180 6,681 SH   DFND 2,5 6,681 0 0
RANGE RESOURCES CORP COM 75281A109 216 2,567 SH   DFND 2,5 2,567 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,524 29,199 SH   DFND 2,5 29,199 0 0
RAYONIER INC COM 754907103 369 8,753 SH   DFND 2,5 8,753 0 0
RAYTHEON CO COM NEW 755111507 21,487 236,900 SH   DFND 2,5 236,900 0 0
RAYTHEON CO COM NEW 755111507 93,067 1,026,100 SH   DFND 4,2,5 641,800 0 384,300
READING INTERNATIONAL INC CL A 755408101 449 59,960 SH   DFND 4,2,5 49,960 0 10,000
REALOGY HOLDINGS CORP COM 75605Y106 495 10,000 SH   DFND 2,5 10,000 0 0
RED HAT INC COM 756577102 7,828 139,683 SH   DFND 2,5 139,683 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 963 13,100 SH   DFND 4,2,5 6,400 0 6,700
REGAL-BELOIT CORP COM 758750103 225 3,048 SH   DFND 2,5 3,048 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 2,851 146,600 SH   DFND 2,5 146,600 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 9,466 486,690 SH   DFND 4,2,5 357,600 0 129,090
REGENERON PHARMACEUTICALS INC COM 75886F107 16,627 60,409 SH   DFND 2,5 60,409 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 358 1,300 SH   DFND 4,2,5 0 0 1,300
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 515 6,659 SH   DFND 2,5 6,659 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 379 5,000 SH   DFND 2,5 5,000 0 0
REMY INTERNATIONAL INC COM 759663107 646 27,708 SH   DFND 4,2,5 18,528 0 9,180
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 853 74,400 SH   DFND 4,2,5 57,200 0 17,200
RENT-A-CENTER INC/TX COM 76009N100 9,012 270,300 SH   DFND 4,2,5 36,000 0 234,300
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 952 89,100 SH   DFND 4,2,5 59,900 0 29,200
REPUBLIC BANCORP INC/KY CL A 760281204 1,378 56,152 SH   DFND 4,2,5 12,969 0 43,183
REPUBLIC SERVICES INC COM 760759100 1,693 51,000 SH   DFND 4,2,5 0 0 51,000
RESPONSYS INC COM 761248103 2,549 93,000 SH   DFND 2,5 93,000 0 0
REVLON INC CL A NEW 761525609 723 28,950 SH   DFND 4,2,5 17,750 0 11,200
REX ENERGY CORP COM 761565100 1,971 100,000 SH   DFND 2,5 100,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 76 1,700 SH   DFND 4,2,5 0 0 1,700
REXNORD CORP COM 76169B102 238 8,800 SH   DFND 4,2,5 0 0 8,800
REYNOLDS AMERICAN INC COM 761713106 11,222 224,490 SH   DFND 2,5 224,490 0 0
REYNOLDS AMERICAN INC COM 761713106 24,133 482,748 SH   DFND 4,2,5 299,660 0 183,088
RICK'S CABARET INTERNATIONAL INC COM NEW 765641303 234 20,200 SH   DFND 4,2,5 16,700 0 3,500
ROCK TENN CO CL A 772739207 19,704 187,640 SH   DFND 4,2,5 1,600 0 186,040
ROCK TENN CO CL A 772739207 168 1,600 SH   DFND 2,5 1,600 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,128 68,790 SH   DFND 4,2,5 54,600 0 14,190
ROCKWELL AUTOMATION INC COM 773903109 3,060 25,895 SH   DFND 2,5 25,895 0 0
ROCKWELL COLLINS INC COM 774341101 3,947 53,390 SH   DFND 4,2,5 0 0 53,390
ROGERS COMMUNICATIONS INC CL B 775109200 12,215 270,000 SH   DFND 4,2,5 1,800 0 268,200
ROGERS COMMUNICATIONS INC CL B 775109200 81 1,800 SH   DFND 2,5 1,800 0 0
ROPER INDUSTRIES INC COM 776696106 7,054 50,862 SH   DFND 2,5 50,862 0 0
ROPER INDUSTRIES INC COM 776696106 2,605 18,782 SH   DFND 4,2,5 0 0 18,782
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 1,548 40,000 SH   DFND 2,5 40,000 0 0
ROSETTA RESOURCES INC COM 777779307 1,802 37,500 SH   DFND 2,5 37,500 0 0
ROSS STORES INC COM 778296103 2,690 35,900 SH   DFND 4,2,5 0 0 35,900
ROVI CORP COM 779376102 77 3,900 SH   DFND 4,2,5 0 0 3,900
ROYAL BANK OF CANADA COM 780087102 19,623 291,973 SH   DFND 2,5 291,973 0 0
ROYAL BANK OF CANADA COM 780087102 53,216 791,800 SH   DFND 4,2,5 356,100 0 435,700
RYDER SYSTEM INC COM 783549108 7,804 105,770 SH   DFND 2,5 105,770 0 0
RYDER SYSTEM INC COM 783549108 31,183 422,648 SH   DFND 4,2,5 299,200 0 123,448
SBA COMMUNICATIONS CORP COM 78388J106 5,741 63,907 SH   DFND 2,5 63,907 0 0
SK TELECOM CO LTD SPONSORED ADR 78440P108 1,432 58,147 SH   DFND 2,5 58,147 0 0
SL GREEN REALTY CORP COM 78440X101 1,303 14,100 SH   DFND 2,5 14,100 0 0
SLM CORP COM 78442P106 16,906 643,300 SH   DFND 4,2,5 273,500 0 369,800
SLM CORP COM 78442P106 160 6,100 SH   DFND 2,5 6,100 0 0
SM ENERGY CO COM 78454L100 4,156 50,000 SH   DFND 2,5 50,000 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 8,848 47,908 SH   DFND 2,5 47,908 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 5 47 SH   DFND 2,5 47 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 1,703 40,364 SH   DFND 1,2,5,3 40,364 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 3,167 41,049 SH   DFND 1,2,5,3 41,049 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 482 11,967 SH   DFND 1,2,5,3 11,967 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 EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,604 34,570 SH   DFND 1,2,5,3 34,570 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 3,975 85,070 SH   DFND 1,2,5,3 85,070 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 8,895 219,305 SH   DFND 1,2,5,3 219,305 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 718 12,290 SH   DFND 1,2,5,3 12,290 0 0
SPDR DOW JONES REIT ETF DJ REIT ETF 78464A607 6 80 SH   DFND 2,5 80 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 130 1,890 SH   DFND 1,2,5,3 1,890 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 136 3,100 SH   DFND 1,2,5,3 3,100 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,826 23,094 SH   DFND 1,2,5,3 23,094 0 0
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 399 13,010 SH   DFND 1,2,5,3 13,010 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 557 18,050 SH   DFND 1,2,5,3 18,050 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 245 3,590 SH   DFND 1,2,5,3 3,590 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 226 3,190 SH   DFND 1,2,5,3 3,190 0 0
SP PLUS CORP COM 78469C103 427 16,400 SH   DFND 4,2,5 11,800 0 4,600
SWS GROUP INC COM 78503N107 4 700 SH   DFND 4,2,5 0 0 700
SY BANCORP INC COM 785060104 131 4,100 SH   DFND 4,2,5 0 0 4,100
SABRA HEALTH CARE REIT INC COM 78573L106 889 34,000 SH   DFND 2,5 34,000 0 0
SAFEWAY INC COM NEW 786514208 15,710 482,335 SH   DFND 2,5 482,335 0 0
SAFEWAY INC COM NEW 786514208 58,932 1,809,390 SH   DFND 4,2,5 1,144,335 0 665,055
SAIA INC COM 78709Y105 1,116 34,811 SH   DFND 4,2,5 22,550 0 12,261
ST JUDE MEDICAL INC COM 790849103 8,795 141,966 SH   DFND 2,5 141,966 0 0
ST JUDE MEDICAL INC COM 790849103 21,487 346,851 SH   DFND 4,2,5 140,900 0 205,951
SALESFORCE.COM INC COM 79466L302 2,252 40,800 SH   DFND 4,2,5 37,600 0 3,200
SALESFORCE.COM INC COM 79466L302 52,122 944,412 SH   DFND 2,5 944,412 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 18,009 200,230 SH   DFND 2,5 200,230 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 4,472 3,000,000 PRN   DFND 2,5 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 1,471 60,000 SH   DFND 2,5 60,000 0 0
SANDERSON FARMS INC COM 800013104 767 10,600 SH   DFND 2,5 10,600 0 0
SANDERSON FARMS INC COM 800013104 8,652 119,623 SH   DFND 4,2,5 21,000 0 98,623
SANDISK CORP COM 80004C101 501 7,100 SH   DFND 4,2,5 0 0 7,100
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 3,684 2,500,000 PRN   DFND 2,5 0 0 0
JOHN B SANFILIPPO & SON INC COM 800422107 676 27,400 SH   DFND 4,2,5 22,000 0 5,400
SANMINA CORP COM 801056102 391 23,400 SH   DFND 4,2,5 0 0 23,400
SCANA CORP COM 80589M102 788 16,784 SH   DFND 2,5 16,784 0 0
SCANA CORP COM 80589M102 486 10,360 SH   DFND 4,2,5 0 0 10,360
HENRY SCHEIN INC COM 806407102 2,090 18,290 SH   DFND 4,2,5 0 0 18,290
HENRY SCHEIN INC COM 806407102 1,083 9,475 SH   DFND 2,5 9,475 0 0
SCHLUMBERGER LTD COM 806857108 33,392 370,570 SH   DFND 2,5 370,570 0 0
SCHLUMBERGER LTD COM 806857108 38,752 430,053 SH   DFND 4,2,5 357,713 0 72,340
CHARLES SCHWAB CORP/THE COM 808513105 3,484 134,004 SH   DFND 2,5 134,004 0 0
CHARLES SCHWAB CORP/THE COM 808513105 2,457 94,500 SH   DFND 4,2,5 86,500 0 8,000
SCHWEITZER-MAUDUIT INTERNATIONAL INC COM 808541106 4,285 83,244 SH   DFND 4,2,5 0 0 83,244
SEABOARD CORP COM 811543107 461 165 SH   DFND 4,2,5 0 0 165
SEATTLE GENETICS INC COM 812578102 11,056 277,151 SH   DFND 2,5 277,151 0 0
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 974 11,010 SH   DFND 1,2,5,3 11,010 0 0
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 60,951 1,705,400 SH   DFND 1,2,5,3 1,705,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 789 29,500 SH   DFND 4,2,5 21,400 0 8,100
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 102 8,800 SH   DFND 2,5 8,800 0 0
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 6,718 578,659 SH   DFND 4,2,5 69,700 0 508,959
SEMGROUP CORP CL A 81663A105 4,631 71,000 SH   DFND 2,5 71,000 0 0
SEMPRA ENERGY COM 816851109 7,921 88,250 SH   DFND 4,2,5 0 0 88,250
SERVICE CORP INTERNATIONAL/US COM 817565104 22,410 1,236,056 SH   DFND 4,2,5 538,160 0 697,896
SERVICE CORP INTERNATIONAL/US COM 817565104 3,423 188,810 SH   DFND 2,5 188,810 0 0
SERVICENOW INC COM 81762P102 18,931 338,000 SH   DFND 2,5 338,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,223 255,800 SH   DFND 2,5 255,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 16,374 673,000 SH   DFND 4,2,5 421,400 0 251,600
SHERWIN-WILLIAMS CO/THE COM 824348106 2,496 13,600 SH   DFND 4,2,5 0 0 13,600
SIGMA-ALDRICH CORP COM 826552101 2,059 21,900 SH   DFND 4,2,5 0 0 21,900
SIGMA DESIGNS INC COM 826565103 9 2,000 SH   DFND 4,2,5 0 0 2,000
SILVER STANDARD RESOURCES INC COM 82823L106 268 38,600 SH   DFND 4,2,5 34,400 0 4,200
SILVER STANDARD RESOURCES INC COM 82823L106 9,853 1,420,428 SH   DFND 2,5 1,420,428 0 0
SILVER WHEATON CORP COM 828336107 12,626 625,403 SH   DFND 2,5 625,403 0 0
SILVERCORP METALS INC COM 82835P103 4,907 2,136,651 SH   DFND 2,5 2,136,651 0 0
SIMON PROPERTY GROUP INC COM 828806109 14,765 97,035 SH   DFND 2,5 97,035 0 0
SIMON PROPERTY GROUP INC COM 828806109 14,653 96,300 SH   DFND 4,2,5 96,300 0 0
SKYWEST INC COM 830879102 1,117 75,300 SH   DFND 4,2,5 47,700 0 27,600
SKYWORKS SOLUTIONS INC COM 83088M102 3,828 134,046 SH   DFND 2,5 134,046 0 0
SMITH & WESSON HOLDING CORP COM 831756101 1,171 86,800 SH   DFND 4,2,5 58,700 0 28,100
JM SMUCKER CO/THE COM NEW 832696405 55,573 536,320 SH   DFND 4,2,5 421,500 0 114,820
JM SMUCKER CO/THE COM NEW 832696405 17,845 172,212 SH   DFND 2,5 172,212 0 0
SNAP-ON INC COM 833034101 3,570 32,600 SH   DFND 4,2,5 32,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 437 16,900 SH   DFND 4,2,5 16,900 0 0
SONOCO PRODUCTS CO COM 835495102 242 5,800 SH   DFND 4,2,5 0 0 5,800
SOUTHERN CO/THE COM 842587107 15,391 374,390 SH   DFND 4,2,5 68,000 0 306,390
SOUTHERN CO/THE COM 842587107 668 16,242 SH   DFND 2,5 16,242 0 0
SOUTHERN MISSOURI BANCORP INC COM 843380106 17 500 SH   DFND 4,2,5 400 0 100
SOUTHWEST AIRLINES CO COM 844741108 24,125 1,280,499 SH   DFND 4,2,5 1,102,680 0 177,819
SOUTHWEST AIRLINES CO COM 844741108 10,438 554,030 SH   DFND 2,5 554,030 0 0
SOUTHWEST GAS CORP COM 844895102 777 13,900 SH   DFND 4,2,5 0 0 13,900
SOUTHWESTERN ENERGY CO COM 845467109 3,583 91,100 SH   DFND 4,2,5 0 0 91,100
SOUTHWESTERN ENERGY CO COM 845467109 217 5,514 SH   DFND 2,5 5,514 0 0
SPARTAN STORES INC COM 846822104 3,513 144,689 SH   DFND 4,2,5 0 0 144,689
SPECTRA ENERGY CORP COM 847560109 5,813 163,200 SH   DFND 4,2,5 0 0 163,200
SPECTRA ENERGY CORP COM 847560109 2,696 75,674 SH   DFND 2,5 75,674 0 0
SPECTRANETICS CORP COM 84760C107 4,625 185,001 SH   DFND 2,5 185,001 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 99 1,400 SH   DFND 4,2,5 0 0 1,400
SPIRIT AIRLINES INC COM 848577102 613 13,500 SH   DFND 4,2,5 13,500 0 0
SPLUNK INC COM 848637104 3,571 52,000 SH   DFND 2,5 52,000 0 0
STAMPS.COM INC COM NEW 852857200 164 3,900 SH   DFND 4,2,5 0 0 3,900
STANDARD MOTOR PRODUCTS INC COM 853666105 1,041 28,300 SH   DFND 4,2,5 18,900 0 9,400
STANLEY BLACK & DECKER INC COM 854502101 3,097 38,386 SH   DFND 4,2,5 0 0 38,386
STANTEC INC COM 85472N109 62 1,000 SH   DFND 4,2,5 1,000 0 0
STAPLES INC COM 855030102 7,521 473,344 SH   DFND 4,2,5 14,020 0 459,324
STARBUCKS CORP COM 855244109 10,120 129,100 SH   DFND 4,2,5 71,800 0 57,300
STARBUCKS CORP COM 855244109 46,764 596,560 SH   DFND 2,5 596,560 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,601 20,156 SH   DFND 2,5 20,156 0 0
STATE STREET CORP COM 857477103 6,276 85,517 SH   DFND 2,5 85,517 0 0
STATE STREET CORP COM 857477103 11,401 155,350 SH   DFND 4,2,5 42,100 0 113,250
STERICYCLE INC COM 858912108 1,741 14,989 SH   DFND 4,2,5 0 0 14,989
STERICYCLE INC COM 858912108 17,269 148,655 SH   DFND 2,5 148,655 0 0
STONE ENERGY CORP COM 861642106 2,362 68,300 SH   DFND 4,2,5 45,900 0 22,400
STONERIDGE INC COM 86183P102 13 1,000 SH   DFND 4,2,5 0 0 1,000
STRATTEC SECURITY CORP COM 863111100 228 5,101 SH   DFND 4,2,5 4,210 0 891
STRAYER EDUCATION INC COM 863236105 110 3,200 SH   DFND 4,2,5 0 0 3,200
STRYKER CORP COM 863667101 7,484 99,600 SH   DFND 4,2,5 0 0 99,600
STRYKER CORP COM 863667101 8,972 119,408 SH   DFND 2,5 119,408 0 0
SUN LIFE FINANCIAL INC COM 866796105 222 6,300 SH   DFND 4,2,5 1,400 0 4,900
SUNCOR ENERGY INC COM 867224107 6,527 186,224 SH   DFND 2,5 186,224 0 0
SUNCOR ENERGY INC COM 867224107 22,936 654,400 SH   DFND 4,2,5 237,900 0 416,500
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 1,667 351,783 SH   DFND 2,5 351,783 0 0
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 3,019 40,000 SH   DFND 2,5 40,000 0 0
SUNOPTA INC COM 8676EP108 131 13,100 SH   DFND 4,2,5 13,100 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 19 1,400 SH   DFND 4,2,5 0 0 1,400
SUPERIOR ENERGY SERVICES INC COM 868157108 16 600 SH   DFND 2,5 600 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 2,303 86,540 SH   DFND 4,2,5 600 0 85,940
SUPERVALU INC COM 868536103 417 57,200 SH   DFND 4,2,5 0 0 57,200
SWIFT ENERGY CO COM 870738101 803 59,500 SH   DFND 4,2,5 39,100 0 20,400
SWIFT TRANSPORTATION CO CL A 87074U101 8,717 392,500 SH   DFND 4,2,5 280,900 0 111,600
SWIFT TRANSPORTATION CO CL A 87074U101 2,719 122,400 SH   DFND 2,5 122,400 0 0
SYKES ENTERPRISES INC COM 871237103 696 31,922 SH   DFND 4,2,5 20,200 0 11,722
SYMANTEC CORP COM 871503108 42,850 1,817,235 SH   DFND 4,2,5 1,466,620 0 350,615
SYMANTEC CORP COM 871503108 13,682 580,250 SH   DFND 2,5 580,250 0 0
SYMMETRY MEDICAL INC COM 871546206 18 1,800 SH   DFND 4,2,5 0 0 1,800
SYNALLOY CORP COM 871565107 49 3,200 SH   DFND 4,2,5 0 0 3,200
SYNAPTICS INC COM 87157D109 2,347 45,300 SH   DFND 4,2,5 30,300 0 15,000
SYNAGEVA BIOPHARMA CORP COM 87159A103 8,014 123,831 SH   DFND 2,5 123,831 0 0
SYNOPSYS INC COM 871607107 337 8,302 SH   DFND 2,5 8,302 0 0
SYNOPSYS INC COM 871607107 6,260 154,300 SH   DFND 4,2,5 118,700 0 35,600
SYNTEL INC COM 87162H103 264 2,900 SH   DFND 4,2,5 0 0 2,900
SYNNEX CORP COM 87162W100 1,631 24,200 SH   DFND 4,2,5 0 0 24,200
SYNERGY RESOURCES CORP COM 87164P103 3,148 340,000 SH   DFND 2,5 340,000 0 0
SYSCO CORP COM 871829107 827 22,920 SH   DFND 2,5 22,920 0 0
SYSCO CORP COM 871829107 4,174 115,610 SH   DFND 4,2,5 0 0 115,610
TD AMERITRADE HOLDING CORP COM 87236Y108 23,097 753,813 SH   DFND 2,5 753,813 0 0
TESSCO TECHNOLOGIES INC COM 872386107 286 7,099 SH   DFND 4,2,5 3,848 0 3,251
TCP CAPITAL CORP COM 87238Q103 14,215 847,115 SH   DFND 2,5 847,115 0 0
TJX COS INC COM 872540109 12,912 202,600 SH   DFND 4,2,5 67,500 0 135,100
TJX COS INC COM 872540109 47,282 741,915 SH   DFND 2,5 741,915 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 14,297 192,188 SH   DFND 2,5 192,188 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 45,762 615,163 SH   DFND 4,2,5 340,720 0 274,443
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 23,165 1,328,258 SH   DFND 2,5 1,328,258 0 0
TALISMAN ENERGY INC COM 87425E103 90 7,760 SH   DFND 4,2,5 0 0 7,760
TALISMAN ENERGY INC COM 87425E103 188 16,199 SH   DFND 2,5 16,199 0 0
TANGER FACTORY OUTLET CENTERS COM 875465106 1,085 33,900 SH   DFND 2,5 33,900 0 0
TARGET CORP COM 87612E106 12,865 203,333 SH   DFND 4,2,5 59,500 0 143,833
TARGA RESOURCES CORP COM 87612G101 3,086 35,000 SH   DFND 2,5 35,000 0 0
TECHNE CORP COM 878377100 2,715 28,676 SH   DFND 2,5 28,676 0 0
TECK RESOURCES LTD CL B 878742204 2,660 102,200 SH   DFND 4,2,5 0 0 102,200
TECK RESOURCES LTD CL B 878742204 115 4,406 SH   DFND 2,5 4,406 0 0
TENARIS SA SPONSORED ADR 88031M109 2,171 49,691 SH   DFND 2,5 49,691 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 244 5,789 SH   DFND 2,5 5,789 0 0
TERADATA CORP COM 88076W103 5,106 112,252 SH   DFND 2,5 112,252 0 0
TERADATA CORP COM 88076W103 191 4,200 SH   DFND 4,2,5 0 0 4,200
TERADYNE INC COM 880770102 4,053 230,000 SH   DFND 2,5 230,000 0 0
TEREX CORP COM 880779103 4,346 103,500 SH   DFND 4,2,5 84,400 0 19,100
TERNIUM SA SPON ADR 880890108 626 20,000 SH   DFND 2,5 20,000 0 0
TESORO CORP COM 881609101 4,095 70,000 SH   DFND 2,5 70,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 8,655 197,100 SH   DFND 4,2,5 108,100 0 89,000
TEXAS INSTRUMENTS INC COM 882508104 5,577 127,000 SH   DFND 2,5 127,000 0 0
THERAVANCE INC COM 88338T104 6,352 178,183 SH   DFND 2,5 178,183 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 18,685 167,804 SH   DFND 2,5 167,804 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 32,048 287,816 SH   DFND 4,2,5 102,745 0 185,071
THOMSON REUTERS CORP COM 884903105 140 3,700 SH   DFND 4,2,5 0 0 3,700
THOMSON REUTERS CORP COM 884903105 544 14,400 SH   DFND 2,5 14,400 0 0
THOR INDUSTRIES INC COM 885160101 3,541 64,122 SH   DFND 4,2,5 40,122 0 24,000
3M CO COM 88579Y101 26,800 191,090 SH   DFND 4,2,5 75,770 0 115,320
3M CO COM 88579Y101 19,392 138,268 SH   DFND 2,5 138,268 0 0
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 2,714 581,068 SH   DFND 2,5 581,068 0 0
TIBCO SOFTWARE INC COM 88632Q103 3,754 167,000 SH   DFND 2,5 167,000 0 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 2,004 2,000,000 PRN   DFND 2,5 0 0 0
TIM HORTONS INC COM 88706M103 1,482 25,400 SH   DFND 4,2,5 0 0 25,400
TIM PARTICIPACOES SA SPONSORED ADR 88706P205 62 2,352 SH   DFND 2,5 2,352 0 0
TIME WARNER INC COM NEW 887317303 18,555 266,130 SH   DFND 2,5 266,130 0 0
TIME WARNER INC COM NEW 887317303 76,958 1,103,810 SH   DFND 4,2,5 848,440 0 255,370
TIME WARNER CABLE INC COM 88732J207 379 2,800 SH   DFND 2,5 2,800 0 0
TIME WARNER CABLE INC COM 88732J207 45,603 336,550 SH   DFND 4,2,5 25,200 0 311,350
TIVO INC COM 888706108 67 5,100 SH   DFND 4,2,5 0 0 5,100
TOLL BROTHERS INC COM 889478103 1,539 41,590 SH   DFND 2,5 41,590 0 0
TORCHMARK CORP COM 891027104 3,891 49,790 SH   DFND 2,5 49,790 0 0
TORCHMARK CORP COM 891027104 11,637 148,900 SH   DFND 4,2,5 140,640 0 8,260
TORONTO-DOMINION BANK COM NEW 891160509 18,946 201,080 SH   DFND 2,5 201,080 0 0
TORONTO-DOMINION BANK COM NEW 891160509 38,838 412,200 SH   DFND 4,2,5 111,500 0 300,700
TOTAL SYSTEM SERVICES INC COM 891906109 5,924 178,000 SH   DFND 4,2,5 175,500 0 2,500
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 1,052 71,292 SH   DFND 4,2,5 53,700 0 17,592
TRACTOR SUPPLY CO COM 892356106 1,171 15,100 SH   DFND 4,2,5 0 0 15,100
TRACTOR SUPPLY CO COM 892356106 49,155 633,610 SH   DFND 2,5 633,610 0 0
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 111 25,100 SH   DFND 4,2,5 23,600 0 1,500
TRANSCANADA CORP COM 89353D107 11,481 251,300 SH   DFND 4,2,5 23,300 0 228,000
TRANSCANADA CORP COM 89353D107 1,037 22,701 SH   DFND 2,5 22,701 0 0
TRANSDIGM GROUP INC COM 893641100 16,507 102,514 SH   DFND 2,5 102,514 0 0
TRANSGLOBE ENERGY CORP COM 893662106 278 33,300 SH   DFND 4,2,5 29,900 0 3,400
TRANSGLOBE ENERGY CORP COM 893662106 3,009 360,000 SH   DFND 2,5 360,000 0 0
TRAVELERS COS INC/THE COM 89417E109 20,185 222,938 SH   DFND 4,2,5 208,800 0 14,138
TRAVELERS COS INC/THE COM 89417E109 12,283 135,666 SH   DFND 2,5 135,666 0 0
TRIANGLE PETROLEUM CORP COM NEW 89600B201 2,496 300,000 SH   DFND 2,5 300,000 0 0
TRINITY INDUSTRIES INC COM 896522109 3,876 71,100 SH   DFND 4,2,5 57,400 0 13,700
TRINITY INDUSTRIES INC COM 896522109 2,824 51,800 SH   DFND 2,5 51,800 0 0
TRINITY INDUSTRIES INC NOTE 3.875% 6/0 896522AF6 2,107 1,600,000 PRN   DFND 2,5 0 0 0
TRIUMPH GROUP INC COM 896818101 10,395 136,650 SH   DFND 4,2,5 0 0 136,650
TUTOR PERINI CORP COM 901109108 1,394 53,000 SH   DFND 4,2,5 35,400 0 17,600
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 8,739 248,400 SH   DFND 4,2,5 189,800 0 58,600
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 99 2,800 SH   DFND 2,5 2,800 0 0
TYSON FOODS INC CL A 902494103 17,768 531,010 SH   DFND 2,5 531,010 0 0
TYSON FOODS INC CL A 902494103 70,133 2,096,037 SH   DFND 4,2,5 1,177,790 0 918,247
UFP TECHNOLOGIES INC COM 902673102 202 8,000 SH   DFND 4,2,5 7,330 0 670
UGI CORP COM 902681105 232 5,600 SH   DFND 4,2,5 0 0 5,600
US BANCORP COM NEW 902973304 16,469 407,654 SH   DFND 2,5 407,654 0 0
US BANCORP COM NEW 902973304 31,918 790,060 SH   DFND 4,2,5 175,800 0 614,260
URS CORP COM 903236107 477 9,000 SH   DFND 4,2,5 0 0 9,000
USANA HEALTH SCIENCES INC COM 90328M107 446 5,900 SH   DFND 4,2,5 2,600 0 3,300
USA MOBILITY INC COM 90341G103 229 16,011 SH   DFND 4,2,5 0 0 16,011
US SILICA HOLDINGS INC COM 90346E103 3,582 105,000 SH   DFND 2,5 105,000 0 0
ULTRA PETROLEUM CORP COM 903914109 49 2,286 SH   DFND 2,5 2,286 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 2,130 90,069 SH   DFND 2,5 90,069 0 0
UNIFIRST CORP/MA COM 904708104 1,124 10,500 SH   DFND 4,2,5 7,200 0 3,300
UNION PACIFIC CORP COM 907818108 82,693 492,221 SH   DFND 4,2,5 177,700 0 314,521
UNION PACIFIC CORP COM 907818108 17,793 105,910 SH   DFND 2,5 105,910 0 0
UNITED ONLINE INC COM NEW 911268209 341 24,785 SH   DFND 4,2,5 0 0 24,785
UNITED PARCEL SERVICE INC CL B 911312106 15,934 151,641 SH   DFND 4,2,5 69,300 0 82,341
UNITED PARCEL SERVICE INC CL B 911312106 2,621 24,947 SH   DFND 2,5 24,947 0 0
UNITED RENTALS INC COM 911363109 6,449 82,729 SH   DFND 2,5 82,729 0 0
UNITED STATIONERS INC COM 913004107 3,492 76,100 SH   DFND 4,2,5 36,800 0 39,300
UNITED TECHNOLOGIES CORP COM 913017109 76,284 670,330 SH   DFND 4,2,5 422,530 0 247,800
UNITED TECHNOLOGIES CORP COM 913017109 20,072 176,377 SH   DFND 2,5 176,377 0 0
UNITED THERAPEUTICS CORP COM 91307C102 181 1,600 SH   DFND 2,5 1,600 0 0
UNITED THERAPEUTICS CORP COM 91307C102 10,279 90,900 SH   DFND 4,2,5 37,800 0 53,100
UNITEDHEALTH GROUP INC COM 91324P102 114,368 1,518,828 SH   DFND 4,2,5 1,031,430 0 487,398
UNITEDHEALTH GROUP INC COM 91324P102 67,761 899,878 SH   DFND 2,5 899,878 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 3,573 104,000 SH   DFND 2,5 104,000 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 652 17,100 SH   DFND 4,2,5 11,700 0 5,400
UNIVERSAL FOREST PRODUCTS INC COM 913543104 55 1,060 SH   DFND 4,2,5 0 0 1,060
UNIVERSAL TRUCKLOAD SERVICES INC COM 91388P105 625 20,498 SH   DFND 4,2,5 15,498 0 5,000
UNIVERSAL HEALTH SERVICES INC CL B 913903100 45,845 564,181 SH   DFND 4,2,5 375,075 0 189,106
UNIVERSAL HEALTH SERVICES INC CL B 913903100 13,630 167,735 SH   DFND 2,5 167,735 0 0
VF CORP COM 918204108 249 4,000 SH   DFND 2,5 4,000 0 0
VF CORP COM 918204108 18,478 296,400 SH   DFND 4,2,5 180,800 0 115,600
VOXX INTERNATIONAL CORP CL A 91829F104 75 4,471 SH   DFND 4,2,5 4,471 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 1,829 53,400 SH   DFND 4,2,5 35,100 0 18,300
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 5,000 42,630 SH   DFND 4,2,5 21,430 0 21,200
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 30,409 259,268 SH   DFND 2,5 259,268 0 0
VALE SA ADR REPSTG PFD 91912E204 518 36,958 SH   DFND 4,2,5 36,958 0 0
VALE SA ADR REPSTG PFD 91912E204 2,072 147,888 SH   DFND 2,5 147,888 0 0
VALERO ENERGY CORP COM 91913Y100 2,807 55,700 SH   DFND 4,2,5 51,600 0 4,100
VALERO ENERGY CORP COM 91913Y100 433 8,583 SH   DFND 2,5 8,583 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 36,912 885,600 SH   DFND 1,2,5,3 885,600 0 0
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 541 10,970 SH   DFND 1,2,5,3 10,970 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 625 15,200 SH   DFND 1,2,5,3 15,200 0 0
VANGUARD FTSE PACIFIC ETF MEGA CAP GRO ETF 922042866 588 9,600 SH   DFND 1,2,5,3 9,600 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 1,987 33,800 SH   DFND 1,2,5,3 33,800 0 0
VANGUARD ENERGY ETF ENERGY ETF 92204A306 880 6,960 SH   DFND 1,2,5,3 6,960 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 55,425 619,000 SH   DFND 1,2,5,3 619,000 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 5,814 74,833 SH   DFND 2,5 74,833 0 0
VECTREN CORP COM 92240G101 124 3,500 SH   DFND 2,5 3,500 0 0
VECTREN CORP COM 92240G101 7,774 218,973 SH   DFND 4,2,5 78,400 0 140,573
VENTAS INC COM 92276F100 2,771 48,375 SH   DFND 2,5 48,375 0 0
VENTAS INC COM 92276F100 4,081 71,250 SH   DFND 4,2,5 71,250 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 2,537 15,000 SH   DFND 2,5 15,000 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 57,218 717,200 SH   DFND 1,2,5,3 717,200 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 23,979 282,777 SH   DFND 1,2,5,3 282,777 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 55,102 592,172 SH   DFND 1,2,5,3 592,172 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 6,395 83,721 SH   DFND 1,2,5,3 83,721 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 65,314 1,329,133 SH   DFND 4,2,5 613,800 0 715,333
VERIZON COMMUNICATIONS INC COM 92343V104 17,199 350,004 SH   DFND 2,5 350,004 0 0
VERINT SYSTEMS INC COM 92343X100 532 12,400 SH   DFND 4,2,5 0 0 12,400
VERISK ANALYTICS INC CL A 92345Y106 12,947 197,000 SH   DFND 2,5 197,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 960 14,600 SH   DFND 4,2,5 0 0 14,600
VERMILION ENERGY INC COM 923725105 2,347 40,000 SH   DFND 2,5 40,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 17,057 229,575 SH   DFND 2,5 229,575 0 0
VIACOM INC CL B 92553P201 466 5,330 SH   DFND 2,5 5,330 0 0
VIACOM INC CL B 92553P201 29,768 340,830 SH   DFND 4,2,5 170,030 0 170,800
VISA INC COM CL A 92826C839 102,143 458,699 SH   DFND 2,5 458,699 0 0
VISA INC COM CL A 92826C839 48,054 215,800 SH   DFND 4,2,5 137,000 0 78,800
VISHAY INTERTECHNOLOGY INC COM 928298108 530 40,000 SH   DFND 4,2,5 40,000 0 0
VIVUS INC COM 928551100 393 43,289 SH   DFND 2,5 43,289 0 0
VMWARE INC CL A COM 928563402 3,768 42,000 SH   DFND 2,5 42,000 0 0
VOLCANO CORP COM 928645100 4,884 223,530 SH   DFND 2,5 223,530 0 0
WSFS FINANCIAL CORP COM 929328102 1,000 12,900 SH   DFND 4,2,5 8,700 0 4,200
WABTEC CORP/DE COM 929740108 1,954 26,310 SH   DFND 2,5 26,310 0 0
WAL-MART STORES INC COM 931142103 15,899 202,046 SH   DFND 2,5 202,046 0 0
WAL-MART STORES INC COM 931142103 104,900 1,333,083 SH   DFND 4,2,5 327,050 0 1,006,033
WALGREEN CO COM 931422109 9,047 157,500 SH   DFND 4,2,5 78,400 0 79,100
WASHINGTON FEDERAL INC COM 938824109 515 22,100 SH   DFND 4,2,5 22,100 0 0
WASHINGTON TRUST BANCORP INC COM 940610108 81 2,177 SH   DFND 4,2,5 2,177 0 0
WASTE MANAGEMENT INC COM 94106L109 3,937 87,740 SH   DFND 4,2,5 0 0 87,740
WATERS CORP COM 941848103 250 2,500 SH   DFND 4,2,5 0 0 2,500
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,490 54,358 SH   DFND 2,5 54,358 0 0
WEIS MARKETS INC COM 948849104 809 15,400 SH   DFND 4,2,5 10,100 0 5,300
WELLPOINT INC COM 94973V107 5,577 60,359 SH   DFND 2,5 60,359 0 0
WELLPOINT INC COM 94973V107 10,617 114,917 SH   DFND 4,2,5 20,000 0 94,917
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 13,402 9,900,000 PRN   DFND 2,5 0 0 0
WELLS FARGO & CO COM 949746101 204,592 4,506,436 SH   DFND 4,2,5 2,574,390 0 1,932,046
WELLS FARGO & CO COM 949746101 71,314 1,570,792 SH   DFND 2,5 1,570,792 0 0
WENDY'S CO/THE COM 95058W100 3,653 418,900 SH   DFND 2,5 418,900 0 0
WENDY'S CO/THE COM 95058W100 7,951 911,800 SH   DFND 4,2,5 753,000 0 158,800
WESCO INTERNATIONAL INC COM 95082P105 583 6,398 SH   DFND 2,5 6,398 0 0
WESTERN DIGITAL CORP COM 958102105 218 2,600 SH   DFND 2,5 2,600 0 0
WESTERN DIGITAL CORP COM 958102105 25,924 308,988 SH   DFND 4,2,5 2,600 0 306,388
WESTERN REFINING INC COM 959319104 416 9,800 SH   DFND 4,2,5 0 0 9,800
WESTERN REFINING INC COM 959319104 2,969 70,000 SH   DFND 2,5 70,000 0 0
WESTERN UNION CO/THE COM 959802109 2,580 149,538 SH   DFND 4,2,5 0 0 149,538
WESTLAKE CHEMICAL CORP COM 960413102 5,432 44,500 SH   DFND 2,5 44,500 0 0
WESTLAKE CHEMICAL CORP COM 960413102 16,394 134,300 SH   DFND 4,2,5 105,500 0 28,800
WEYCO GROUP INC COM 962149100 59 2,000 SH   DFND 4,2,5 0 0 2,000
WHIRLPOOL CORP COM 963320106 76,055 484,860 SH   DFND 4,2,5 332,100 0 152,760
WHIRLPOOL CORP COM 963320106 23,184 147,800 SH   DFND 2,5 147,800 0 0
WHITING PETROLEUM CORP COM 966387102 3,682 59,510 SH   DFND 4,2,5 43,560 0 15,950
WHITING PETROLEUM CORP COM 966387102 16,692 269,790 SH   DFND 2,5 269,790 0 0
WHOLE FOODS MARKET INC COM 966837106 45,044 778,910 SH   DFND 2,5 778,910 0 0
WHOLE FOODS MARKET INC COM 966837106 1,995 34,492 SH   DFND 4,2,5 0 0 34,492
WILLIAMS COS INC/THE COM 969457100 1,913 49,600 SH   DFND 4,2,5 44,800 0 4,800
CLAYTON WILLIAMS ENERGY INC COM 969490101 574 7,000 SH   DFND 2,5 7,000 0 0
WILLIS LEASE FINANCE CORP COM 970646105 162 9,335 SH   DFND 4,2,5 6,785 0 2,550
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 868 78,528 SH   DFND 4,2,5 57,328 0 21,200
WINTRUST FINANCIAL CORP COM 97650W108 1,966 42,630 SH   DFND 4,2,5 26,300 0 16,330
WISCONSIN ENERGY CORP COM 976657106 3,076 74,400 SH   DFND 4,2,5 0 0 74,400
WISCONSIN ENERGY CORP COM 976657106 388 9,384 SH   DFND 2,5 9,384 0 0
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 128 3,080 SH   DFND 1,2,5,3 3,080 0 0
WOLVERINE WORLD WIDE INC COM 978097103 825 24,300 SH   DFND 4,2,5 0 0 24,300
WORKDAY INC CL A 98138H101 573 6,894 SH   DFND 2,5 6,894 0 0
WPX ENERGY INC COM 98212B103 63 3,114 SH   DFND 2,5 3,114 0 0
WPX ENERGY INC COM 98212B103 4,125 202,400 SH   DFND 4,2,5 179,100 0 23,300
WYNDHAM WORLDWIDE CORP COM 98310W108 5,291 71,800 SH   DFND 4,2,5 65,800 0 6,000
XO GROUP INC COM 983772104 1,079 72,600 SH   DFND 4,2,5 54,500 0 18,100
XCEL ENERGY INC COM 98389B100 85,521 3,060,873 SH   DFND 4,2,5 1,969,810 0 1,091,063
XCEL ENERGY INC COM 98389B100 24,671 883,010 SH   DFND 2,5 883,010 0 0
XILINX INC COM 983919101 1,750 38,100 SH   DFND 4,2,5 0 0 38,100
XILINX INC NOTE 2.625% 6/1 983919AF8 39,078 24,500,000 PRN   DFND 2,5 0 0 0
XEROX CORP COM 984121103 89,631 7,364,925 SH   DFND 4,2,5 4,798,410 0 2,566,515
XEROX CORP COM 984121103 26,389 2,168,350 SH   DFND 2,5 2,168,350 0 0
XERIUM TECHNOLOGIES INC COM NEW 98416J118 267 16,221 SH   DFND 4,2,5 15,161 0 1,060
YAHOO! INC COM 984332106 120,854 2,988,467 SH   DFND 4,2,5 2,200,560 0 787,907
YAHOO! INC COM 984332106 37,973 939,000 SH   DFND 2,5 939,000 0 0
YAMANA GOLD INC COM 98462Y100 1,068 123,900 SH   DFND 4,2,5 1,400 0 122,500
YAMANA GOLD INC COM 98462Y100 932 108,137 SH   DFND 2,5 108,137 0 0
YUM! BRANDS INC COM 988498101 7,852 103,850 SH   DFND 4,2,5 31,200 0 72,650
ZALE CORP COM 988858106 730 46,300 SH   DFND 4,2,5 36,000 0 10,300
ZEP INC COM 98944B108 730 40,221 SH   DFND 4,2,5 27,321 0 12,900
ZIMMER HOLDINGS INC COM 98956P102 5,639 60,507 SH   DFND 2,5 60,507 0 0
ZIMMER HOLDINGS INC COM 98956P102 13,839 148,501 SH   DFND 4,2,5 0 0 148,501
DEUTSCHE BANK AG NAMEN AKT D18190898 101,701 2,128,202 SH   DFND 4,2,5 1,492,524 0 635,678
DEUTSCHE BANK AG NAMEN AKT D18190898 266,148 5,569,440 SH   DFND 2,5 5,174,440 0 395,000
ACTAVIS PLC SHS G0083B108 9,672 57,574 SH   DFND 2,5 57,574 0 0
ACTAVIS PLC SHS G0083B108 2,117 12,600 SH   DFND 4,2,5 12,400 0 200
AIRCASTLE LTD COM G0129K104 1,659 86,600 SH   DFND 4,2,5 59,600 0 27,000
ALKERMES PLC SHS G01767105 13,153 323,477 SH   DFND 2,5 323,477 0 0
ALLEGION PLC ORD SHS G0176J109 88 1,996 SH   DFND 2,5 1,996 0 0
AMDOCS LTD ORD G02602103 41,831 1,014,329 SH   DFND 4,2,5 646,340 0 367,989
AMDOCS LTD ORD G02602103 12,681 307,500 SH   DFND 2,5 307,500 0 0
AON PLC SHS CL A G0408V102 1,926 22,962 SH   DFND 2,5 22,962 0 0
AON PLC SHS CL A G0408V102 13,225 157,650 SH   DFND 4,2,5 154,660 0 2,990
ARCH CAPITAL GROUP LTD ORD G0450A105 24 400 SH   DFND 4,2,5 0 0 400
ARCH CAPITAL GROUP LTD ORD G0450A105 808 13,535 SH   DFND 2,5 13,535 0 0
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 1,613 34,700 SH   DFND 4,2,5 23,000 0 11,700
APCO OIL AND GAS INTERNATIONAL INC SHS G0471F109 42 2,700 SH   DFND 4,2,5 0 0 2,700
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,024 73,200 SH   DFND 4,2,5 60,800 0 12,400
ASSURED GUARANTY LTD COM G0585R106 7,101 301,030 SH   DFND 2,5 301,030 0 0
ASSURED GUARANTY LTD COM G0585R106 19,092 809,320 SH   DFND 4,2,5 692,820 0 116,500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 112 2,350 SH   DFND 4,2,5 0 0 2,350
ACCENTURE PLC SHS CLASS A G1151C101 1,447 17,598 SH   DFND 2,5 17,598 0 0
BUNGE LTD COM G16962105 493 6,000 SH   DFND 2,5 6,000 0 0
BUNGE LTD COM G16962105 2,759 33,600 SH   DFND 4,2,5 0 0 33,600
CENTRAL EUROPEAN MEDIA ENTERPRISES LTD CL A NEW G20045202 9 2,268 SH   DFND 2,5 2,268 0 0
CREDICORP LTD COM G2519Y108 23,060 173,736 SH   DFND 2,5 173,736 0 0
COVIDIEN PLC SHS G2554F113 13,977 205,238 SH   DFND 2,5 205,238 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 6,392 106,300 SH   DFND 4,2,5 0 0 106,300
DELPHI AUTOMOTIVE PLC SHS G27823106 1,786 29,697 SH   DFND 2,5 29,697 0 0
EATON CORP PLC SHS G29183103 7,993 105,000 SH   DFND 4,2,5 42,900 0 62,100
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 2,969 50,600 SH   DFND 4,2,5 40,000 0 10,600
ENSCO PLC SHS CLASS A G3157S106 1,347 23,560 SH   DFND 2,5 23,560 0 0
EVEREST RE GROUP LTD COM G3223R108 36,068 231,401 SH   DFND 4,2,5 198,750 0 32,651
EVEREST RE GROUP LTD COM G3223R108 14,446 92,683 SH   DFND 2,5 92,683 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 103 3,657 SH   DFND 2,5 3,657 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 521 18,407 SH   DFND 4,2,5 3,657 0 14,750
GLOBAL SOURCES LTD ORD G39300101 601 73,932 SH   DFND 4,2,5 60,732 0 13,200
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 273 8,100 SH   DFND 4,2,5 0 0 8,100
HELEN OF TROY LTD COM G4388N106 1,227 24,780 SH   DFND 4,2,5 17,480 0 7,300
HERBALIFE LTD COM USD SHS G4412G101 693 8,800 SH   DFND 4,2,5 0 0 8,800
INVESCO LTD SHS G491BT108 3,111 85,459 SH   DFND 4,2,5 0 0 85,459
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 25,749 203,450 SH   DFND 2,5 203,450 0 0
LAZARD LTD SHS A G54050102 363 8,000 SH   DFND 2,5 8,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 231 2,600 SH   DFND 4,2,5 0 0 2,600
MAIDEN HOLDINGS LTD SHS G5753U112 126 11,500 SH   DFND 4,2,5 0 0 11,500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 72 5,000 SH   DFND 4,2,5 0 0 5,000
MICHAEL KORS HOLDINGS LTD SHS G60754101 788 9,700 SH   DFND 4,2,5 0 0 9,700
MONTPELIER RE HOLDINGS LTD SHS G62185106 1,854 63,700 SH   DFND 4,2,5 43,100 0 20,600
NOBLE CORP PLC SHS USD G65431101 1,228 32,775 SH   DFND 2,5 32,775 0 0
PARTNERRE LTD COM G6852T105 11,017 104,500 SH   DFND 2,5 104,500 0 0
PARTNERRE LTD COM G6852T105 28,612 271,380 SH   DFND 4,2,5 231,010 0 40,370
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 1,454 75,000 SH   DFND 2,5 75,000 0 0
PLATINUM UNDERWRITERS HOLDINGS LTD COM G7127P100 67 1,100 SH   DFND 4,2,5 0 0 1,100
RENAISSANCERE HOLDINGS LTD COM G7496G103 78 800 SH   DFND 4,2,5 0 0 800
RENAISSANCERE HOLDINGS LTD COM G7496G103 790 8,121 SH   DFND 2,5 8,121 0 0
SEADRILL LTD SHS G7945E105 66,809 1,636,984 SH   DFND 2,5 1,351,259 0 285,725
SEAGATE TECHNOLOGY PLC SHS G7945M107 12,374 220,333 SH   DFND 4,2,5 0 0 220,333
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,299 32,289 SH   DFND 4,2,5 0 0 32,289
VALIDUS HOLDINGS LTD COM SHS G9319H102 14,116 350,350 SH   DFND 4,2,5 291,271 0 59,079
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,751 93,111 SH   DFND 2,5 93,111 0 0
XYRATEX LTD COM G98268108 579 43,600 SH   DFND 4,2,5 30,400 0 13,200
XL GROUP PLC SHS G98290102 137 4,300 SH   DFND 2,5 4,300 0 0
XL GROUP PLC SHS G98290102 4,735 148,700 SH   DFND 4,2,5 133,900 0 14,800
ACE LTD SHS H0023R105 1,477 14,264 SH   DFND 2,5 14,264 0 0
ACE LTD SHS H0023R105 3,665 35,400 SH   DFND 4,2,5 33,300 0 2,100
ALLIED WORLD ASSURANCE CO HOLDINGS AG SHS H01531104 1,929 17,100 SH   DFND 4,2,5 14,800 0 2,300
WEATHERFORD INTERNATIONAL LTD/SWITZERLAN REG SHS H27013103 15 988 SH   DFND 2,5 988 0 0
PENTAIR LTD SHS H6169Q108 1,848 23,787 SH   DFND 2,5 23,787 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,152 43,552 SH   DFND 2,5 43,552 0 0
TYCO INTERNATIONAL LTD SHS H89128104 5,925 144,375 SH   DFND 2,5 144,375 0 0
UBS AG SHS NEW H89231338 301,430 15,843,789 SH   DFND 2,5 14,793,489 0 1,050,300
UBS AG SHS NEW H89231338 879 46,200 SH   DFND 4,2,5 8,400 0 37,800
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 2,079 32,225 SH   DFND 2,5 32,225 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 3,757 94,000 SH   DFND 2,5 94,000 0 0
RADWARE LTD ORD M81873107 5,065 281,700 SH   DFND 2,5 281,700 0 0
STRATASYS LTD SHS M85548101 18,185 135,000 SH   DFND 2,5 135,000 0 0
CNH INDUSTRIAL NV SHS N20944109 1,044 92,000 SH   DFND 4,2,5 0 0 92,000
CNH INDUSTRIAL NV SHS N20944109 183,550 16,171,801 SH   DFND 2,5 15,141,801 0 1,030,000
CORE LABORATORIES NV COM N22717107 3,628 19,000 SH   DFND 2,5 19,000 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 13,835 172,330 SH   DFND 2,5 172,330 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 193 2,400 SH   DFND 4,2,5 0 0 2,400
QIAGEN NV REG SHS N72482107 9,445 396,702 SH   DFND 2,5 396,702 0 0
VISTAPRINT NV SHS N93540107 187 3,288 SH   DFND 2,5 3,288 0 0
YANDEX NV SHS CLASS A N97284108 7,871 182,414 SH   DFND 2,5 182,414 0 0
COPA HOLDINGS SA CL A P31076105 28,870 180,315 SH   DFND 2,5 180,315 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 14,131 298,000 SH   DFND 2,5 298,000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 887 18,700 SH   DFND 4,2,5 0 0 18,700
AVAGO TECHNOLOGIES LTD SHS Y0486S104 6,345 119,966 SH   DFND 2,5 119,966 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,978 56,300 SH   DFND 4,2,5 0 0 56,300
GLOBAL SHIP LEASE INC SHS A Y27183105 83 13,800 SH   DFND 4,2,5 0 0 13,800