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 2,605 95,300 SH   DFND 4,2,5 37,500 0 57,800
ACNB CORP COM 000868109 257 15,262 SH   DFND 4,2,5 14,962 0 300
ABM INDUSTRIES INC COM 000957100 1,839 69,100 SH   DFND 4,2,5 46,500 0 22,600
AFLAC INC COM 001055102 2,759 44,500 SH   DFND 4,2,5 40,500 0 4,000
AGCO CORP COM 001084102 721 11,933 SH   DFND 2,5 11,933 0 0
AGCO CORP NOTE 1.250%12/1 001084AM4 2,228 1,500,000 PRN   DFND 2,5 0 0 0
AGL RESOURCES INC COM 001204106 313 6,800 SH   DFND 4,2,5 0 0 6,800
AH BELO CORP COM CL A 001282102 92 11,674 SH   DFND 4,2,5 8,594 0 3,080
AES CORP/VA COM 00130H105 398 29,910 SH   DFND 2,5 29,910 0 0
AES CORP/VA COM 00130H105 8,190 616,280 SH   DFND 4,2,5 317,250 0 299,030
AOL INC COM 00184X105 4,876 141,000 SH   DFND 2,5 141,000 0 0
AOL INC COM 00184X105 22,461 649,538 SH   DFND 4,2,5 345,200 0 304,338
AT&T INC COM 00206R102 84,542 2,499,776 SH   DFND 4,2,5 1,199,930 0 1,299,846
AT&T INC COM 00206R102 17,977 531,564 SH   DFND 2,5 531,564 0 0
AARON'S INC COM PAR $0.50 002535300 7,414 267,638 SH   DFND 4,2,5 38,300 0 229,338
ABBOTT LABORATORIES COM 002824100 1,927 58,045 SH   DFND 2,5 58,045 0 0
ABBOTT LABORATORIES COM 002824100 18,719 563,993 SH   DFND 4,2,5 106,400 0 457,593
ABBVIE INC COM 00287Y109 18,804 420,400 SH   DFND 4,2,5 108,300 0 312,100
ABBVIE INC COM 00287Y109 8,247 184,381 SH   DFND 2,5 184,381 0 0
ACCESS NATIONAL CORP COM 004337101 206 14,480 SH   DFND 4,2,5 11,716 0 2,764
ACORDA THERAPEUTICS INC COM 00484M106 1,330 38,789 SH   DFND 2,5 38,789 0 0
ACTIVISION BLIZZARD INC COM 00507V109 13,335 799,961 SH   DFND 2,5 799,961 0 0
ACTIVISION BLIZZARD INC COM 00507V109 44,732 2,683,387 SH   DFND 4,2,5 1,566,026 0 1,117,361
ADOBE SYSTEMS INC COM 00724F101 19,208 369,816 SH   DFND 2,5 369,816 0 0
ADOBE SYSTEMS INC COM 00724F101 1,880 36,200 SH   DFND 4,2,5 32,700 0 3,500
ADVANCE AUTO PARTS INC COM 00751Y106 157 1,900 SH   DFND 4,2,5 1,100 0 800
ADVANTAGE OIL & GAS LTD COM 00765F101 280 72,600 SH   DFND 4,2,5 62,400 0 10,200
AEGERION PHARMACEUTICALS INC COM 00767E102 5,853 68,290 SH   DFND 2,5 68,290 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,581 940,000 SH   DFND 2,5 940,000 0 0
ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 113,136 109,047,000 PRN   DFND 2,5 0 0 0
AETNA INC COM 00817Y108 81,416 1,271,728 SH   DFND 4,2,5 786,990 0 484,738
AETNA INC COM 00817Y108 27,483 429,292 SH   DFND 2,5 429,292 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,812 113,400 SH   DFND 4,2,5 0 0 113,400
AGILENT TECHNOLOGIES INC COM 00846U101 1,764 34,416 SH   DFND 2,5 34,416 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,388 89,993 SH   DFND 2,5 89,993 0 0
AGRIUM INC COM 008916108 13,829 164,200 SH   DFND 4,2,5 64,700 0 99,500
AGRIUM INC COM 008916108 8,264 98,126 SH   DFND 2,5 98,126 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 7,225 67,800 SH   DFND 4,2,5 0 0 67,800
AKORN INC COM 009728106 1,852 94,100 SH   DFND 2,5 94,100 0 0
ALASKA AIR GROUP INC COM 011659109 4,812 76,850 SH   DFND 2,5 76,850 0 0
ALASKA AIR GROUP INC COM 011659109 18,509 295,572 SH   DFND 4,2,5 170,950 0 124,622
ALBANY INTERNATIONAL CORP CL A 012348108 531 14,800 SH   DFND 4,2,5 14,800 0 0
ALBANY MOLECULAR RESEARCH INC COM 012423109 815 63,200 SH   DFND 4,2,5 52,000 0 11,200
ALERE INC COM 01449J105 2,919 95,500 SH   DFND 4,2,5 78,100 0 17,400
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 447 6,998 SH   DFND 2,5 6,998 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 139 1,200 SH   DFND 4,2,5 0 0 1,200
ALEXION PHARMACEUTICALS INC COM 015351109 63,535 546,959 SH   DFND 2,5 546,959 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,448 134,000 SH   DFND 2,5 134,000 0 0
ALLEGHANY CORP COM 017175100 23,025 56,206 SH   DFND 4,2,5 48,096 0 8,110
ALLEGHANY CORP COM 017175100 9,284 22,664 SH   DFND 2,5 22,664 0 0
ALLERGAN INC/UNITED STATES COM 018490102 3,573 39,500 SH   DFND 4,2,5 15,400 0 24,100
ALLERGAN INC/UNITED STATES COM 018490102 8,351 92,328 SH   DFND 2,5 92,328 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 992 4,692 SH   DFND 2,5 4,692 0 0
ALLIANCE ONE INTERNATIONAL INC COM 018772103 606 208,229 SH   DFND 4,2,5 181,777 0 26,452
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 445 6,000 SH   DFND 2,5 6,000 0 0
ALLIANT ENERGY CORP COM 018802108 420 8,482 SH   DFND 2,5 8,482 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 3,639 37,300 SH   DFND 4,2,5 23,300 0 14,000
ALLSTATE CORP/THE COM 020002101 1,704 33,700 SH   DFND 4,2,5 30,200 0 3,500
ALTERA CORP COM 021441100 1,307 35,176 SH   DFND 4,2,5 0 0 35,176
ALTRA HOLDINGS INC COM 02208R106 700 26,000 SH   DFND 4,2,5 19,700 0 6,300
ALTRIA GROUP INC COM 02209S103 23,207 675,592 SH   DFND 2,5 675,592 0 0
ALTRIA GROUP INC COM 02209S103 91,865 2,674,381 SH   DFND 4,2,5 1,613,590 0 1,060,791
AMARIN CORP PLC SPONS ADR NEW 023111206 679 107,400 SH   DFND 2,5 107,400 0 0
AMAZON.COM INC COM 023135106 20,322 65,000 SH   DFND 4,2,5 55,000 0 10,000
AMAZON.COM INC COM 023135106 56,029 179,211 SH   DFND 2,5 179,211 0 0
AMERCO COM 023586100 1,530 8,310 SH   DFND 2,5 8,310 0 0
AMERCO COM 023586100 9,382 50,954 SH   DFND 4,2,5 27,388 0 23,566
AMEREN CORP COM 023608102 692 19,852 SH   DFND 2,5 19,852 0 0
AMEREN CORP COM 023608102 1,742 50,000 SH   DFND 4,2,5 0 0 50,000
AMERICAN CAPITAL AGENCY CORP COM 02503X105 16 700 SH   DFND 4,2,5 540 0 160
AMERICAN ELECTRIC POWER CO INC COM 025537101 12,477 287,817 SH   DFND 4,2,5 7,400 0 280,417
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,044 24,093 SH   DFND 2,5 24,093 0 0
AMERICAN EXPRESS CO COM 025816109 28,965 383,546 SH   DFND 4,2,5 139,630 0 243,916
AMERICAN EXPRESS CO COM 025816109 58,961 780,738 SH   DFND 2,5 780,738 0 0
AMERICAN FINANCIAL GROUP INC/OH COM 025932104 254 4,700 SH   DFND 4,2,5 0 0 4,700
AMERICAN INDEPENDENCE CORP COM NEW 026760405 28 2,796 SH   DFND 4,2,5 2,201 0 595
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 5,388 110,800 SH   DFND 4,2,5 100,500 0 10,300
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 1,501 30,872 SH   DFND 2,5 30,872 0 0
AMERICAN NATIONAL INSURANCE CO COM 028591105 21 214 SH   DFND 4,2,5 0 0 214
AMERICAN TOWER CORP COM 03027X100 8,991 121,289 SH   DFND 4,2,5 120,489 0 800
AMERICAN TOWER CORP COM 03027X100 54,022 728,745 SH   DFND 2,5 728,745 0 0
AMERICAN WATER WORKS CO INC COM 030420103 32,762 793,650 SH   DFND 4,2,5 575,770 0 217,880
AMERICAN WATER WORKS CO INC COM 030420103 15,420 373,547 SH   DFND 2,5 373,547 0 0
AMERICAN WOODMARK CORP COM 030506109 835 24,100 SH   DFND 4,2,5 19,800 0 4,300
AMERISOURCEBERGEN CORP COM 03073E105 9,842 161,079 SH   DFND 2,5 161,079 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,735 44,760 SH   DFND 4,2,5 0 0 44,760
AMERIPRISE FINANCIAL INC COM 03076C106 346 3,800 SH   DFND 4,2,5 2,600 0 1,200
AMETEK INC COM 031100100 1,186 25,770 SH   DFND 4,2,5 0 0 25,770
AMGEN INC COM 031162100 168,721 1,507,244 SH   DFND 4,2,5 803,618 0 703,626
AMGEN INC COM 031162100 129,330 1,155,353 SH   DFND 2,5 1,155,353 0 0
AMICUS THERAPEUTICS INC COM 03152W109 208 89,654 SH   DFND 2,5 89,654 0 0
AMKOR TECHNOLOGY INC COM 031652100 870 202,700 SH   DFND 4,2,5 149,300 0 53,400
AMPCO-PITTSBURGH CORP COM 032037103 99 5,500 SH   DFND 4,2,5 5,500 0 0
AMPHENOL CORP CL A 032095101 1,336 17,260 SH   DFND 2,5 17,260 0 0
AMPHENOL CORP CL A 032095101 1,129 14,590 SH   DFND 4,2,5 0 0 14,590
AMSURG CORP COM 03232P405 951 23,948 SH   DFND 4,2,5 10,648 0 13,300
AMTRUST FINANCIAL SERVICES INC COM 032359309 1,586 40,612 SH   DFND 4,2,5 26,950 0 13,662
ANADARKO PETROLEUM CORP COM 032511107 13,037 140,200 SH   DFND 4,2,5 136,600 0 3,600
ANADARKO PETROLEUM CORP COM 032511107 18,405 197,923 SH   DFND 2,5 197,923 0 0
ANALOG DEVICES INC COM 032654105 2,134 45,359 SH   DFND 4,2,5 0 0 45,359
ANDERSONS INC/THE COM 034164103 28 400 SH   DFND 4,2,5 0 0 400
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 4,476 337,053 SH   DFND 2,5 337,053 0 0
ANIKA THERAPEUTICS INC COM 035255108 863 36,000 SH   DFND 4,2,5 28,900 0 7,100
ANNALY CAPITAL MANAGEMENT INC COM 035710409 185 15,971 SH   DFND 2,5 15,971 0 0
ANSYS INC COM 03662Q105 234 2,707 SH   DFND 2,5 2,707 0 0
APACHE CORP COM 037411105 36,639 430,343 SH   DFND 2,5 430,343 0 0
APACHE CORP COM 037411105 132,295 1,553,851 SH   DFND 4,2,5 934,100 0 619,751
APOLLO GROUP INC CL A 037604105 1,883 90,500 SH   DFND 4,2,5 73,000 0 17,500
APPLE INC COM 037833100 208,047 436,385 SH   DFND 4,2,5 269,690 0 166,695
APPLE INC COM 037833100 159,531 334,622 SH   DFND 2,5 334,622 0 0
APPLIED MATERIALS INC COM 038222105 125 7,100 SH   DFND 4,2,5 0 0 7,100
APPLIED MATERIALS INC COM 038222105 4,175 238,000 SH   DFND 2,5 238,000 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 41 1,100 SH   DFND 2,5 1,100 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 7,666 208,100 SH   DFND 4,2,5 39,600 0 168,500
ARCHER-DANIELS-MIDLAND CO NOTE 0.875% 2/1 039483AW2 10,175 10,000,000 PRN   DFND 2,5 0 0 0
ARENA PHARMACEUTICALS INC COM 040047102 237 44,883 SH   DFND 2,5 44,883 0 0
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,150 2,000,000 PRN   DFND 2,5 0 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 10,698 581,413 SH   DFND 2,5 581,413 0 0
ARRIS GROUP INC COM 04270V106 2,121 124,300 SH   DFND 4,2,5 98,500 0 25,800
ARRIS GROUP INC COM 04270V106 6,619 388,000 SH   DFND 2,5 388,000 0 0
ARROW ELECTRONICS INC COM 042735100 3,833 78,990 SH   DFND 2,5 78,990 0 0
ARROW ELECTRONICS INC COM 042735100 14,838 305,748 SH   DFND 4,2,5 201,868 0 103,880
ARTHROCARE CORP COM 043136100 3,821 107,385 SH   DFND 2,5 107,385 0 0
ARUBA NETWORKS INC COM 043176106 2,746 165,000 SH   DFND 2,5 165,000 0 0
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 812 65,780 SH   DFND 4,2,5 54,600 0 11,180
ASHLAND INC COM 044209104 92 1,000 SH   DFND 4,2,5 1,000 0 0
ASSURANT INC COM 04621X108 5,242 96,900 SH   DFND 4,2,5 88,900 0 8,000
ASTA FUNDING INC COM 046220109 0 49 SH   DFND 4,2,5 49 0 0
ASTORIA FINANCIAL CORP COM 046265104 487 39,174 SH   DFND 4,2,5 33,660 0 5,514
ATMOS ENERGY CORP COM 049560105 12,774 299,934 SH   DFND 4,2,5 6,200 0 293,734
ATMOS ENERGY CORP COM 049560105 264 6,200 SH   DFND 2,5 6,200 0 0
ATWOOD OCEANICS INC COM 050095108 3,715 67,500 SH   DFND 2,5 67,500 0 0
AURICO GOLD INC COM 05155C105 68 17,800 SH   DFND 4,2,5 13,800 0 4,000
AUTODESK INC COM 052769106 12,445 302,292 SH   DFND 2,5 302,292 0 0
AUTOLIV INC COM 052800109 12,576 143,908 SH   DFND 2,5 143,908 0 0
AUTOLIV INC COM 052800109 33,350 381,628 SH   DFND 4,2,5 274,698 0 106,930
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 8,044 111,140 SH   DFND 4,2,5 27,700 0 83,440
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 921 12,723 SH   DFND 2,5 12,723 0 0
AUTOZONE INC COM 053332102 5,705 13,496 SH   DFND 4,2,5 0 0 13,496
AUXILIUM PHARMACEUTICALS INC COM 05334D107 3,381 185,460 SH   DFND 2,5 185,460 0 0
AVALONBAY COMMUNITIES INC COM 053484101 3,203 25,200 SH   DFND 2,5 25,200 0 0
AVERY DENNISON CORP COM 053611109 91 2,100 SH   DFND 2,5 2,100 0 0
AVERY DENNISON CORP COM 053611109 11,585 266,200 SH   DFND 4,2,5 186,500 0 79,700
AVNET INC COM 053807103 380 9,100 SH   DFND 2,5 9,100 0 0
AVNET INC COM 053807103 21,310 510,900 SH   DFND 4,2,5 107,900 0 403,000
AVON PRODUCTS INC COM 054303102 39,027 1,894,500 SH   DFND 4,2,5 1,511,200 0 383,300
AVON PRODUCTS INC COM 054303102 13,790 669,400 SH   DFND 2,5 669,400 0 0
AXIALL CORP COM 05463D100 15 400 SH   DFND 4,2,5 0 0 400
BB&T CORP COM 054937107 12,467 369,384 SH   DFND 4,2,5 30,600 0 338,784
BCE INC COM NEW 05534B760 904 21,109 SH   DFND 2,5 21,109 0 0
BCE INC COM NEW 05534B760 9,610 224,400 SH   DFND 4,2,5 16,300 0 208,100
BOK FINANCIAL CORP COM NEW 05561Q201 1,780 28,100 SH   DFND 4,2,5 22,400 0 5,700
BAIDU INC SPON ADR REP A 056752108 37,675 242,785 SH   DFND 2,5 242,785 0 0
BAKER HUGHES INC COM 057224107 3,869 78,800 SH   DFND 4,2,5 6,000 0 72,800
BALL CORP COM 058498106 1,318 29,371 SH   DFND 4,2,5 0 0 29,371
BALLY TECHNOLOGIES INC COM 05874B107 14,182 196,812 SH   DFND 4,2,5 167,172 0 29,640
BALLY TECHNOLOGIES INC COM 05874B107 4,965 68,900 SH   DFND 2,5 68,900 0 0
BANCFIRST CORP COM 05945F103 307 5,673 SH   DFND 4,2,5 3,063 0 2,610
BANCO BRADESCO SA SP ADR PFD NEW 059460303 2,175 156,715 SH   DFND 2,5 156,715 0 0
BANCO DE CHILE SPONSORED ADR 059520106 317 3,452 SH   DFND 4,2,5 3,452 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 1,337 50,870 SH   DFND 2,5 50,870 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 52 900 SH   DFND 4,2,5 900 0 0
BANC OF CALIFORNIA INC COM 05990K106 569 41,145 SH   DFND 4,2,5 33,745 0 7,400
BANK OF AMERICA CORP COM 060505104 10,012 725,500 SH   DFND 2,5 725,500 0 0
BANK OF AMERICA CORP COM 060505104 37,918 2,747,650 SH   DFND 4,2,5 2,205,300 0 542,350
BANK OF MARIN BANCORP COM 063425102 237 5,694 SH   DFND 4,2,5 5,694 0 0
BANK OF MONTREAL COM 063671101 11,867 177,434 SH   DFND 2,5 177,434 0 0
BANK OF MONTREAL COM 063671101 43,508 650,500 SH   DFND 4,2,5 296,800 0 353,700
BANK OF NEW YORK MELLON CORP/THE COM 064058100 5,787 191,700 SH   DFND 4,2,5 141,200 0 50,500
BANK OF NOVA SCOTIA COM 064149107 53,482 931,760 SH   DFND 4,2,5 387,360 0 544,400
BANK OF NOVA SCOTIA COM 064149107 13,613 237,160 SH   DFND 2,5 237,160 0 0
CR BARD INC COM 067383109 1,519 13,190 SH   DFND 4,2,5 0 0 13,190
CR BARD INC COM 067383109 811 7,038 SH   DFND 2,5 7,038 0 0
BARNES & NOBLE INC COM 067774109 576 44,500 SH   DFND 4,2,5 37,100 0 7,400
BARNES GROUP INC COM 067806109 1,976 56,600 SH   DFND 4,2,5 46,800 0 9,800
BARRICK GOLD CORP COM 067901108 7,548 404,499 SH   DFND 2,5 404,499 0 0
BARRICK GOLD CORP COM 067901108 8,022 429,900 SH   DFND 4,2,5 120,800 0 309,100
BAXTER INTERNATIONAL INC COM 071813109 13,232 201,434 SH   DFND 4,2,5 31,100 0 170,334
BAXTER INTERNATIONAL INC COM 071813109 8,745 133,118 SH   DFND 2,5 133,118 0 0
B/E AEROSPACE INC COM 073302101 103 1,400 SH   DFND 4,2,5 1,400 0 0
B/E AEROSPACE INC COM 073302101 327 4,433 SH   DFND 2,5 4,433 0 0
BEAM INC COM 073730103 14,079 217,769 SH   DFND 2,5 217,769 0 0
BEASLEY BROADCASTING GROUP INC CL A 074014101 61 7,000 SH   DFND 4,2,5 6,107 0 893
BEAZER HOMES USA INC COM NEW 07556Q881 409 22,700 SH   DFND 4,2,5 15,700 0 7,000
BECTON DICKINSON AND CO COM 075887109 26,940 269,345 SH   DFND 4,2,5 146,300 0 123,045
BECTON DICKINSON AND CO COM 075887109 5,367 53,664 SH   DFND 2,5 53,664 0 0
BED BATH & BEYOND INC COM 075896100 13,402 173,240 SH   DFND 4,2,5 90,800 0 82,440
BELLATRIX EXPLORATION LTD COM 078314101 3,661 480,000 SH   DFND 2,5 480,000 0 0
BERKSHIRE BANCORP INC/NY COM NEW 084597202 131 16,348 SH   DFND 4,2,5 13,210 0 3,138
BERKSHIRE HATHAWAY INC CL B NEW 084670702 79,168 697,450 SH   DFND 4,2,5 402,700 0 294,750
BERKSHIRE HATHAWAY INC CL B NEW 084670702 22,562 198,770 SH   DFND 2,5 198,770 0 0
BEST BUY CO INC COM 086516101 1,483 39,545 SH   DFND 2,5 39,545 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 724 45,000 SH   DFND 4,2,5 36,900 0 8,100
BIG LOTS INC COM 089302103 1,024 27,600 SH   DFND 4,2,5 0 0 27,600
BIOMARIN PHARMACEUTICAL INC COM 09061G101 14,357 198,792 SH   DFND 2,5 198,792 0 0
BIOGEN IDEC INC COM 09062X103 28,872 119,919 SH   DFND 2,5 119,919 0 0
BIOGEN IDEC INC COM 09062X103 18,272 75,895 SH   DFND 4,2,5 52,800 0 23,095
BIOMED REALTY TRUST INC COM 09063H107 558 30,000 SH   DFND 2,5 30,000 0 0
BLACK BOX CORP COM 091826107 809 26,400 SH   DFND 4,2,5 21,100 0 5,300
BLACKBERRY LTD COM 09228F103 2 200 SH   DFND 4,2,5 0 0 200
BLACKROCK INC COM 09247X101 25,186 93,066 SH   DFND 4,2,5 45,700 0 47,366
BLACKSTONE GROUP LP COM UNIT LTD 09253U108 11,501 462,073 SH   DFND 2,5 462,073 0 0
H&R BLOCK INC COM 093671105 402 15,069 SH   DFND 2,5 15,069 0 0
BLOOMIN' BRANDS INC COM 094235108 2 100 SH   DFND 4,2,5 0 0 100
BLYTH INC COM NEW 09643P207 230 16,600 SH   DFND 4,2,5 11,900 0 4,700
BOEING CO/THE COM 097023105 31,241 265,879 SH   DFND 4,2,5 121,219 0 144,660
BOEING CO/THE COM 097023105 31,086 264,559 SH   DFND 2,5 264,559 0 0
BON-TON STORES INC/THE COM 09776J101 6 600 SH   DFND 4,2,5 0 0 600
BONANZA CREEK ENERGY INC COM 097793103 3,137 65,000 SH   DFND 2,5 65,000 0 0
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 2,053 106,256 SH   DFND 4,2,5 32,400 0 73,856
BOSTON PROPERTIES INC COM 101121101 2,019 18,886 SH   DFND 2,5 18,886 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 1,698 128,800 SH   DFND 4,2,5 110,400 0 18,400
BRF SA SPONSORED ADR 10552T107 14 560 SH   DFND 4,2,5 560 0 0
BRF SA SPONSORED ADR 10552T107 14 560 SH   DFND 2,5 560 0 0
BRINKER INTERNATIONAL INC COM 109641100 2,570 63,400 SH   DFND 2,5 63,400 0 0
BRINKER INTERNATIONAL INC COM 109641100 6,148 151,700 SH   DFND 4,2,5 128,000 0 23,700
BRINK'S CO/THE COM 109696104 1,797 63,500 SH   DFND 4,2,5 43,800 0 19,700
BRISTOL-MYERS SQUIBB CO COM 110122108 8,521 184,120 SH   DFND 2,5 184,120 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 12,724 274,940 SH   DFND 4,2,5 109,300 0 165,640
BROADCOM CORP CL A 111320107 5,880 226,050 SH   DFND 2,5 226,050 0 0
BROADSOFT INC COM 11133B409 2,882 80,000 SH   DFND 2,5 80,000 0 0
BROCADE COMMUNICATIONS SYSTEMS INC COM NEW 111621306 607 75,400 SH   DFND 4,2,5 0 0 75,400
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 13,344 355,900 SH   DFND 4,2,5 186,000 0 169,900
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 4,246 113,250 SH   DFND 2,5 113,250 0 0
BROWN SHOE CO INC COM 115736100 1,377 58,690 SH   DFND 4,2,5 39,810 0 18,880
C&F FINANCIAL CORP COM 12466Q104 540 11,156 SH   DFND 4,2,5 8,956 0 2,200
C&J ENERGY SERVICES INC COM 12467B304 155 7,730 SH   DFND 4,2,5 0 0 7,730
CBIZ INC COM 124805102 36 4,900 SH   DFND 4,2,5 0 0 4,900
CBL & ASSOCIATES PROPERTIES INC COM 124830100 917 48,000 SH   DFND 2,5 48,000 0 0
CBL & ASSOCIATES PROPERTIES INC COM 124830100 468 24,500 SH   DFND 4,2,5 10,600 0 13,900
CBS CORP CL B 124857202 1,936 35,100 SH   DFND 4,2,5 31,500 0 3,600
CBS CORP CL B 124857202 12,632 229,000 SH   DFND 2,5 229,000 0 0
CBRE GROUP INC CL A 12504L109 3,628 156,832 SH   DFND 2,5 156,832 0 0
CEC ENTERTAINMENT INC COM 125137109 110 2,400 SH   DFND 2,5 2,400 0 0
CEC ENTERTAINMENT INC COM 125137109 7,739 168,745 SH   DFND 4,2,5 20,400 0 148,345
CF INDUSTRIES HOLDINGS INC COM 125269100 22,473 106,591 SH   DFND 2,5 106,591 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 77,989 369,914 SH   DFND 4,2,5 230,044 0 139,870
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 1,310 21,987 SH   DFND 4,2,5 0 0 21,987
CIGNA CORP COM 125509109 8,731 113,591 SH   DFND 2,5 113,591 0 0
CIGNA CORP COM 125509109 7,105 92,441 SH   DFND 4,2,5 19,000 0 73,441
CIT GROUP INC COM NEW 125581801 7,006 143,650 SH   DFND 2,5 143,650 0 0
CIT GROUP INC COM NEW 125581801 15,759 323,120 SH   DFND 4,2,5 234,840 0 88,280
CME GROUP INC/IL COM 12572Q105 1,271 17,200 SH   DFND 4,2,5 15,200 0 2,000
CMS ENERGY CORP COM 125896100 3,568 135,568 SH   DFND 4,2,5 0 0 135,568
CMS ENERGY CORP COM 125896100 836 31,762 SH   DFND 2,5 31,762 0 0
CSS INDUSTRIES INC COM 125906107 636 26,500 SH   DFND 4,2,5 21,300 0 5,200
CNA FINANCIAL CORP COM 126117100 3,717 97,350 SH   DFND 2,5 97,350 0 0
CNA FINANCIAL CORP COM 126117100 8,486 222,260 SH   DFND 4,2,5 196,880 0 25,380
CSG SYSTEMS INTERNATIONAL INC COM 126349109 7,114 283,983 SH   DFND 4,2,5 32,200 0 251,783
CSX CORP COM 126408103 12,370 480,566 SH   DFND 4,2,5 77,700 0 402,866
CVS CAREMARK CORP COM 126650100 138,520 2,440,884 SH   DFND 4,2,5 1,260,310 0 1,180,574
CVS CAREMARK CORP COM 126650100 40,729 717,700 SH   DFND 2,5 717,700 0 0
CYS INVESTMENTS INC COM 12673A108 303 37,300 SH   DFND 4,2,5 37,300 0 0
CA INC COM 12673P105 78,693 2,652,288 SH   DFND 4,2,5 1,458,100 0 1,194,188
CA INC COM 12673P105 20,259 682,800 SH   DFND 2,5 682,800 0 0
CABOT CORP COM 127055101 956 22,395 SH   DFND 4,2,5 0 0 22,395
CABOT OIL & GAS CORP COM 127097103 7,285 195,208 SH   DFND 2,5 195,208 0 0
CACI INTERNATIONAL INC CL A 127190304 8,640 125,019 SH   DFND 4,2,5 25,820 0 99,199
CACI INTERNATIONAL INC CL A 127190304 202 2,920 SH   DFND 2,5 2,920 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 3,510 260,000 SH   DFND 2,5 260,000 0 0
CAMBREX CORP COM 132011107 220 16,630 SH   DFND 4,2,5 11,530 0 5,100
CAMDEN PROPERTY TRUST SH BEN INT 133131102 122 1,985 SH   DFND 2,5 1,985 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 2,568 44,000 SH   DFND 4,2,5 0 0 44,000
CAMERON INTERNATIONAL CORP COM 13342B105 6,354 108,857 SH   DFND 2,5 108,857 0 0
CAMPBELL SOUP CO COM 134429109 3,415 83,886 SH   DFND 4,2,5 2,500 0 81,386
CAMPBELL SOUP CO COM 134429109 327 8,031 SH   DFND 2,5 8,031 0 0
CAMPUS CREST COMMUNITIES INC COM 13466Y105 216 20,000 SH   DFND 2,5 20,000 0 0
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 1,062 13,300 SH   DFND 2,5 13,300 0 0
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 20,373 255,200 SH   DFND 4,2,5 17,200 0 238,000
CANADIAN NATIONAL RAILWAY CO COM 136375102 1,594 15,700 SH   DFND 2,5 15,700 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 18,277 180,000 SH   DFND 4,2,5 22,200 0 157,800
CANADIAN NATURAL RESOURCES LTD COM 136385101 16,835 534,600 SH   DFND 4,2,5 303,700 0 230,900
CANADIAN NATURAL RESOURCES LTD COM 136385101 7,684 244,017 SH   DFND 2,5 244,017 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 161 1,300 SH   DFND 4,2,5 0 0 1,300
CAPITAL ONE FINANCIAL CORP COM 14040H105 203 2,950 SH   DFND 2,5 2,950 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 4,179 60,800 SH   DFND 4,2,5 37,300 0 23,500
CARDINAL HEALTH INC COM 14149Y108 11,300 216,685 SH   DFND 2,5 216,685 0 0
CARDINAL HEALTH INC COM 14149Y108 1,460 28,000 SH   DFND 4,2,5 0 0 28,000
CAREFUSION CORP COM 14170T101 7,097 192,320 SH   DFND 2,5 192,320 0 0
CAREFUSION CORP COM 14170T101 25,900 701,908 SH   DFND 4,2,5 479,246 0 222,662
CARMAX INC COM 143130102 1,881 38,801 SH   DFND 2,5 38,801 0 0
CARMIKE CINEMAS INC COM 143436400 916 41,480 SH   DFND 4,2,5 35,700 0 5,780
CARNIVAL CORP PAIRED CTF 143658300 2,242 68,681 SH   DFND 4,2,5 0 0 68,681
CARRIZO OIL & GAS INC COM 144577103 3,731 100,000 SH   DFND 2,5 100,000 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 288 47,137 SH   DFND 4,2,5 41,567 0 5,570
CASH AMERICA INTERNATIONAL INC COM 14754D100 177 3,900 SH   DFND 2,5 3,900 0 0
CASH AMERICA INTERNATIONAL INC COM 14754D100 4,190 92,532 SH   DFND 4,2,5 29,600 0 62,932
CATAMARAN CORP COM 148887102 74 1,600 SH   DFND 4,2,5 0 0 1,600
CATAMARAN CORP COM 148887102 33,744 733,000 SH   DFND 2,5 733,000 0 0
CATERPILLAR INC COM 149123101 9,413 112,866 SH   DFND 2,5 112,866 0 0
CATERPILLAR INC COM 149123101 16,819 201,670 SH   DFND 4,2,5 41,800 0 159,870
CATO CORP/THE CL A 149205106 553 19,772 SH   DFND 4,2,5 14,100 0 5,672
CAVIUM INC COM 14964U108 23,668 574,473 SH   DFND 2,5 574,473 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 331 63,900 SH   DFND 4,2,5 47,200 0 16,700
CELGENE CORP COM 151020104 99,147 644,102 SH   DFND 2,5 644,102 0 0
CELGENE CORP COM 151020104 10,513 68,300 SH   DFND 4,2,5 30,500 0 37,800
CEMEX SAB DE CV SPON ADR NEW 151290889 16,318 1,459,557 SH   DFND 2,5 1,459,557 0 0
CENOVUS ENERGY INC COM 15135U109 3,541 118,395 SH   DFND 2,5 118,395 0 0
CENOVUS ENERGY INC COM 15135U109 4,106 137,300 SH   DFND 4,2,5 1,200 0 136,100
CENTERPOINT ENERGY INC. COM 15189T107 3,818 159,262 SH   DFND 4,2,5 0 0 159,262
CENTERPOINT ENERGY INC. COM 15189T107 831 34,650 SH   DFND 2,5 34,650 0 0
CENTRAL GARDEN AND PET CO COM 153527106 83 11,737 SH   DFND 4,2,5 1,577 0 10,160
CENTURY BANCORP INC/MA CL A NON VTG 156432106 447 13,400 SH   DFND 4,2,5 10,900 0 2,500
CENTURYLINK INC COM 156700106 391 12,450 SH   DFND 2,5 12,450 0 0
CENTURYLINK INC COM 156700106 8,981 286,200 SH   DFND 4,2,5 10,900 0 275,300
CEPHEID INC COM 15670R107 14,233 364,584 SH   DFND 2,5 364,584 0 0
CERNER CORP COM 156782104 53,733 1,022,508 SH   DFND 2,5 1,022,508 0 0
CHANNELADVISOR CORP COM 159179100 3,663 100,000 SH   DFND 2,5 100,000 0 0
CHART INDUSTRIES INC COM PAR $0.01 16115Q308 7,505 61,000 SH   DFND 2,5 61,000 0 0
CHEMED CORP COM 16359R103 72 1,000 SH   DFND 4,2,5 0 0 1,000
CHESAPEAKE ENERGY CORP COM 165167107 815 31,478 SH   DFND 2,5 31,478 0 0
CHESAPEAKE ENERGY CORP COM 165167107 189 7,300 SH   DFND 4,2,5 7,300 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 211 4,012 SH   DFND 4,2,5 0 0 4,012
CHEVRON CORP COM 166764100 157,199 1,293,818 SH   DFND 4,2,5 499,979 0 793,839
CHEVRON CORP COM 166764100 43,389 357,110 SH   DFND 2,5 357,110 0 0
CHICAGO BRIDGE & IRON CO NV COM 167250109 5,164 76,200 SH   DFND 4,2,5 71,800 0 4,400
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,328 3,098 SH   DFND 4,2,5 0 0 3,098
CHIPOTLE MEXICAN GRILL INC COM 169656105 15,053 35,104 SH   DFND 2,5 35,104 0 0
CHUBB CORP/THE COM 171232101 1,384 15,510 SH   DFND 4,2,5 12,710 0 2,800
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 6,307 199,701 SH   DFND 2,5 199,701 0 0
CHURCH & DWIGHT CO INC COM 171340102 1,645 27,400 SH   DFND 4,2,5 2,000 0 25,400
CHURCH & DWIGHT CO INC COM 171340102 1,455 24,229 SH   DFND 2,5 24,229 0 0
CIBER INC COM 17163B102 52 15,900 SH   DFND 4,2,5 0 0 15,900
CIENA CORP COM NEW 171779309 11,483 459,701 SH   DFND 2,5 459,701 0 0
CIMAREX ENERGY CO COM 171798101 3,993 41,417 SH   DFND 2,5 41,417 0 0
CINCINNATI FINANCIAL CORP COM 172062101 89 1,895 SH   DFND 2,5 1,895 0 0
CINCINNATI FINANCIAL CORP COM 172062101 14 300 SH   DFND 4,2,5 0 0 300
CINEMARK HOLDINGS INC COM 17243V102 10,723 337,834 SH   DFND 4,2,5 289,044 0 48,790
CINEMARK HOLDINGS INC COM 17243V102 7,583 238,897 SH   DFND 2,5 238,897 0 0
CISCO SYSTEMS INC COM 17275R102 15,533 663,254 SH   DFND 2,5 663,254 0 0
CISCO SYSTEMS INC COM 17275R102 97,149 4,148,139 SH   DFND 4,2,5 1,166,120 0 2,982,019
CITIGROUP INC COM NEW 172967424 51,546 1,062,590 SH   DFND 4,2,5 862,500 0 200,090
CITIGROUP INC COM NEW 172967424 18,467 380,694 SH   DFND 2,5 380,694 0 0
CITRIX SYSTEMS INC COM 177376100 8,963 126,937 SH   DFND 2,5 126,937 0 0
CITY NATIONAL CORP/CA COM 178566105 294 4,414 SH   DFND 2,5 4,414 0 0
CLOROX CO/THE COM 189054109 848 10,377 SH   DFND 2,5 10,377 0 0
CLOROX CO/THE COM 189054109 2,247 27,492 SH   DFND 4,2,5 1,600 0 25,892
CLOUD PEAK ENERGY INC COM 18911Q102 2,392 163,038 SH   DFND 4,2,5 0 0 163,038
CLOVIS ONCOLOGY INC COM 189464100 1,621 26,672 SH   DFND 2,5 26,672 0 0
COACH INC COM 189754104 2,698 49,479 SH   DFND 2,5 49,479 0 0
COACH INC COM 189754104 5,592 102,552 SH   DFND 4,2,5 0 0 102,552
COBALT INTERNATIONAL ENERGY INC COM 19075F106 134 5,403 SH   DFND 2,5 5,403 0 0
COBALT INTERNATIONAL ENERGY INC NOTE 2.625%12/0 19075FAA4 3,173 3,000,000 PRN   DFND 2,5 0 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 69 1,100 SH   DFND 2,5 1,100 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 2,544 40,622 SH   DFND 4,2,5 9,200 0 31,422
COCA-COLA CO/THE COM 191216100 18,194 480,315 SH   DFND 2,5 480,315 0 0
COCA-COLA CO/THE COM 191216100 49,797 1,314,595 SH   DFND 4,2,5 822,390 0 492,205
COCA-COLA ENTERPRISES INC COM 19122T109 6,196 154,100 SH   DFND 4,2,5 125,100 0 29,000
COCA-COLA ENTERPRISES INC COM 19122T109 253 6,300 SH   DFND 2,5 6,300 0 0
CODORUS VALLEY BANCORP INC COM 192025104 76 4,200 SH   DFND 4,2,5 3,570 0 630
COEUR MINING INC COM NEW 192108504 3,942 327,130 SH   DFND 2,5 327,130 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 4,399 53,574 SH   DFND 4,2,5 19,800 0 33,774
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 49,359 601,062 SH   DFND 2,5 601,062 0 0
COHERENT INC COM 192479103 3,564 58,000 SH   DFND 2,5 58,000 0 0
COLGATE-PALMOLIVE CO COM 194162103 8,248 139,083 SH   DFND 2,5 139,083 0 0
COLGATE-PALMOLIVE CO COM 194162103 10,811 182,318 SH   DFND 4,2,5 55,900 0 126,418
COMCAST CORP CL A 20030N101 184,643 4,089,552 SH   DFND 4,2,5 2,312,088 0 1,777,464
COMCAST CORP CL A 20030N101 47,459 1,051,146 SH   DFND 2,5 1,051,146 0 0
COMERICA INC COM 200340107 35,951 914,550 SH   DFND 4,2,5 682,450 0 232,100
COMERICA INC COM 200340107 11,844 301,300 SH   DFND 2,5 301,300 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 2,522 115,100 SH   DFND 4,2,5 105,300 0 9,800
COMMUNITY HEALTH SYSTEMS INC COM 203668108 258 6,220 SH   DFND 2,5 6,220 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 6,949 167,450 SH   DFND 4,2,5 81,820 0 85,630
COMMUNITY TRUST BANCORP INC COM 204149108 698 17,200 SH   DFND 4,2,5 13,700 0 3,500
CIA BRASILIERA DE DIST. GRUPO PAO ACUCAR SPN ADR PFD CL A 20440T201 13,942 302,958 SH   DFND 2,5 302,958 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 167 16,772 SH   DFND 4,2,5 16,772 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 167 16,772 SH   DFND 2,5 16,772 0 0
CIA DE BEBIDAS DAS AMERICAS SPON ADR PFD 20441W203 21 540 SH   DFND 4,2,5 540 0 0
CIA DE BEBIDAS DAS AMERICAS SPON ADR PFD 20441W203 27,070 705,854 SH   DFND 2,5 705,854 0 0
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 534 20,050 SH   DFND 4,2,5 20,050 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 200 17,100 SH   DFND 4,2,5 17,100 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 4,389 374,844 SH   DFND 2,5 374,844 0 0
COMPUTER SCIENCES CORP COM 205363104 22,338 431,738 SH   DFND 4,2,5 137,028 0 294,710
COMPUTER SCIENCES CORP COM 205363104 2,779 53,718 SH   DFND 2,5 53,718 0 0
COMSTOCK RESOURCES INC COM NEW 205768203 140 8,800 SH   DFND 4,2,5 0 0 8,800
COMTECH TELECOMMUNICATIONS CORP COM NEW 205826209 113 4,640 SH   DFND 4,2,5 2,610 0 2,030
CONAGRA FOODS INC COM 205887102 12,844 423,339 SH   DFND 4,2,5 0 0 423,339
CONCHO RESOURCES INC COM 20605P101 40,208 369,523 SH   DFND 2,5 369,523 0 0
CONMED CORP COM 207410101 418 12,300 SH   DFND 4,2,5 10,900 0 1,400
CONN'S INC COM 208242107 11,159 223,000 SH   DFND 2,5 223,000 0 0
CONOCOPHILLIPS COM 20825C104 35,058 504,359 SH   DFND 4,2,5 92,400 0 411,959
CONOCOPHILLIPS COM 20825C104 2,564 36,881 SH   DFND 2,5 36,881 0 0
CONSOL ENERGY INC COM 20854P109 1,091 32,414 SH   DFND 2,5 32,414 0 0
CONSOLIDATED EDISON INC COM 209115104 6,506 117,985 SH   DFND 4,2,5 0 0 117,985
CONSOLIDATED EDISON INC COM 209115104 687 12,452 SH   DFND 2,5 12,452 0 0
CONSTELLATION BRANDS INC CL A 21036P108 3,927 68,410 SH   DFND 4,2,5 0 0 68,410
CONTINENTAL RESOURCES INC/OK COM 212015101 5,474 51,036 SH   DFND 2,5 51,036 0 0
CONVERGYS CORP COM 212485106 3,513 187,345 SH   DFND 4,2,5 96,400 0 90,945
CORE-MARK HOLDING CO INC COM 218681104 1,092 16,435 SH   DFND 4,2,5 10,635 0 5,800
CORELOGIC INC/UNITED STATES COM 21871D103 885 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 5,401 105,000 SH   DFND 2,5 105,000 0 0
CORNING INC COM 219350105 15,139 1,037,640 SH   DFND 4,2,5 5,500 0 1,032,140
CORNING INC COM 219350105 1,280 87,727 SH   DFND 2,5 87,727 0 0
CORPBANCA SA SPONSORED ADR 21987A209 105 6,600 SH   DFND 4,2,5 6,600 0 0
COSTCO WHOLESALE CORP COM 22160K105 5,342 46,400 SH   DFND 4,2,5 27,200 0 19,200
COSTCO WHOLESALE CORP COM 22160K105 2,934 25,490 SH   DFND 2,5 25,490 0 0
COSTAR GROUP INC COM 22160N109 289 1,720 SH   DFND 2,5 1,720 0 0
COVANCE INC COM 222816100 2,976 34,422 SH   DFND 2,5 34,422 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 17,979 174,144 SH   DFND 4,2,5 21,300 0 152,844
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 217 2,100 SH   DFND 2,5 2,100 0 0
CRAWFORD & CO CL B 224633107 13 1,300 SH   DFND 4,2,5 0 0 1,300
CROWN CASTLE INTERNATIONAL CORP COM 228227104 153 2,100 SH   DFND 4,2,5 0 0 2,100
CROWN HOLDINGS INC COM 228368106 69 1,624 SH   DFND 2,5 1,624 0 0
CUBESMART COM 229663109 1,297 72,700 SH   DFND 2,5 72,700 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 8,918 140,336 SH   DFND 2,5 140,336 0 0
CUMMINS INC COM 231021106 9,136 68,760 SH   DFND 4,2,5 11,800 0 56,960
CUMMINS INC COM 231021106 3,137 23,608 SH   DFND 2,5 23,608 0 0
CURTISS-WRIGHT CORP COM 231561101 1,625 34,600 SH   DFND 4,2,5 23,800 0 10,800
CYTEC INDUSTRIES INC COM 232820100 13,018 160,000 SH   DFND 2,5 160,000 0 0
DDR CORP COM 23317H102 1,200 76,399 SH   DFND 2,5 76,399 0 0
DST SYSTEMS INC COM 233326107 3,972 52,668 SH   DFND 4,2,5 0 0 52,668
DSP GROUP INC COM 23332B106 339 48,141 SH   DFND 4,2,5 41,803 0 6,338
DTE ENERGY CO COM 233331107 4,545 68,890 SH   DFND 4,2,5 0 0 68,890
DTE ENERGY CO COM 233331107 834 12,633 SH   DFND 2,5 12,633 0 0
DAILY JOURNAL CORP COM 233912104 193 1,312 SH   DFND 4,2,5 1,091 0 221
DANAHER CORP COM 235851102 12,864 185,580 SH   DFND 4,2,5 41,500 0 144,080
DANAHER CORP COM 235851102 45,586 657,620 SH   DFND 2,5 657,620 0 0
DARDEN RESTAURANTS INC COM 237194105 137 2,970 SH   DFND 2,5 2,970 0 0
DARDEN RESTAURANTS INC COM 237194105 7,999 172,800 SH   DFND 4,2,5 70,470 0 102,330
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,713 30,100 SH   DFND 4,2,5 0 0 30,100
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,561 115,303 SH   DFND 2,5 115,303 0 0
DAWSON GEOPHYSICAL CO COM 239359102 419 12,900 SH   DFND 4,2,5 8,800 0 4,100
DEAN FOODS CO COM NEW 242370203 2,109 109,300 SH   DFND 4,2,5 88,500 0 20,800
DEERE & CO COM 244199105 21,317 261,917 SH   DFND 4,2,5 27,700 0 234,217
DEERE & CO COM 244199105 486 5,970 SH   DFND 2,5 5,970 0 0
DELEK US HOLDINGS INC COM 246647101 46 2,200 SH   DFND 2,5 2,200 0 0
DELEK US HOLDINGS INC COM 246647101 641 30,400 SH   DFND 4,2,5 24,500 0 5,900
DELL INC COM 24702R101 117 8,500 SH   DFND 4,2,5 0 0 8,500
DELTA AIR LINES INC COM NEW 247361702 8,383 355,370 SH   DFND 4,2,5 10,500 0 344,870
DELTA AIR LINES INC COM NEW 247361702 248 10,500 SH   DFND 2,5 10,500 0 0
DELTA APPAREL INC COM 247368103 305 18,400 SH   DFND 4,2,5 13,000 0 5,400
DENBURY RESOURCES INC COM NEW 247916208 9,699 526,845 SH   DFND 2,5 526,845 0 0
DENBURY RESOURCES INC COM NEW 247916208 27,634 1,501,025 SH   DFND 4,2,5 1,272,530 0 228,495
DELUXE CORP COM 248019101 10,342 248,257 SH   DFND 4,2,5 48,660 0 199,597
DELUXE CORP COM 248019101 120 2,880 SH   DFND 2,5 2,880 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 474 10,918 SH   DFND 2,5 10,918 0 0
DEVON ENERGY CORP COM 25179M103 127 2,201 SH   DFND 4,2,5 0 0 2,201
DEVON ENERGY CORP COM 25179M103 403 6,969 SH   DFND 2,5 6,969 0 0
DEVRY INC COM 251893103 104 3,400 SH   DFND 4,2,5 0 0 3,400
DEXCOM INC COM 252131107 10,720 379,738 SH   DFND 2,5 379,738 0 0
DEX MEDIA INC COM 25213A107 5 600 SH   DFND 4,2,5 0 0 600
DIGITAL REALTY TRUST INC COM 253868103 1,931 36,361 SH   DFND 2,5 36,361 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 343 20,600 SH   DFND 4,2,5 16,690 0 3,910
WALT DISNEY CO/THE COM DISNEY 254687106 17,885 277,331 SH   DFND 2,5 277,331 0 0
WALT DISNEY CO/THE COM DISNEY 254687106 36,671 568,627 SH   DFND 4,2,5 327,320 0 241,307
DISCOVER FINANCIAL SERVICES COM 254709108 117,227 2,319,485 SH   DFND 4,2,5 1,398,800 0 920,685
DISCOVER FINANCIAL SERVICES COM 254709108 39,920 789,870 SH   DFND 2,5 789,870 0 0
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 1,047 12,400 SH   DFND 4,2,5 0 0 12,400
DISH NETWORK CORP CL A 25470M109 2,462 54,700 SH   DFND 4,2,5 0 0 54,700
DIRECTV COM 25490A309 6,930 115,980 SH   DFND 4,2,5 30,200 0 85,780
DIRECTV COM 25490A309 38,478 643,991 SH   DFND 2,5 643,991 0 0
DIXIE GROUP INC/THE CL A 255519100 213 19,100 SH   DFND 4,2,5 19,100 0 0
DR REDDY'S LABORATORIES LTD ADR 256135203 2,143 56,700 SH   DFND 2,5 56,700 0 0
DOLE FOOD CO INC COM 256603101 539 39,600 SH   DFND 4,2,5 27,500 0 12,100
DOLLAR GENERAL CORP COM 256677105 3,624 64,180 SH   DFND 4,2,5 0 0 64,180
DOLLAR TREE INC COM 256746108 1,485 25,978 SH   DFND 4,2,5 0 0 25,978
DOMINION RESOURCES INC/VA COM 25746U109 8,366 133,900 SH   DFND 4,2,5 39,000 0 94,900
DOMINION RESOURCES INC/VA COM 25746U109 767 12,272 SH   DFND 2,5 12,272 0 0
DOUGLAS EMMETT INC COM 25960P109 2,152 91,700 SH   DFND 4,2,5 81,700 0 10,000
DOUGLAS EMMETT INC COM 25960P109 129 5,500 SH   DFND 2,5 5,500 0 0
DOVER CORP COM 260003108 14,432 160,660 SH   DFND 4,2,5 112,000 0 48,660
DOVER CORP COM 260003108 2,470 27,500 SH   DFND 2,5 27,500 0 0
DOW CHEMICAL CO/THE COM 260543103 3,579 93,200 SH   DFND 4,2,5 83,700 0 9,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 51,758 1,154,806 SH   DFND 4,2,5 704,906 0 449,900
DR PEPPER SNAPPLE GROUP INC COM 26138E109 15,186 338,820 SH   DFND 2,5 338,820 0 0
DRESSER-RAND GROUP INC COM 261608103 7,006 112,281 SH   DFND 2,5 112,281 0 0
DRIL-QUIP INC COM 262037104 19,365 168,755 SH   DFND 2,5 168,755 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 21,627 369,316 SH   DFND 4,2,5 62,200 0 307,116
EI DU PONT DE NEMOURS & CO COM 263534109 8,015 136,866 SH   DFND 2,5 136,866 0 0
DUCOMMUN INC COM 264147109 108 3,750 SH   DFND 4,2,5 2,410 0 1,340
DUKE ENERGY CORP COM NEW 26441C204 17,314 259,270 SH   DFND 4,2,5 44,000 0 215,270
DUKE ENERGY CORP COM NEW 26441C204 264 3,960 SH   DFND 2,5 3,960 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 198 7,692 SH   DFND 2,5 7,692 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 670 26,000 SH   DFND 4,2,5 26,000 0 0
DYAX CORP COM 26746E103 4,891 712,987 SH   DFND 2,5 712,987 0 0
EMC CORP/MA COM 268648102 9,815 383,979 SH   DFND 4,2,5 139,400 0 244,579
EMC CORP/MA COM 268648102 1,641 64,183 SH   DFND 2,5 64,183 0 0
EMC CORP/MA NOTE 1.750%12/0 268648AM4 959 600,000 PRN   DFND 2,5 0 0 0
EOG RESOURCES INC COM 26875P101 3,301 19,500 SH   DFND 4,2,5 17,600 0 1,900
EOG RESOURCES INC COM 26875P101 58,077 343,085 SH   DFND 2,5 343,085 0 0
EPL OIL & GAS INC COM 26883D108 4,231 114,000 SH   DFND 4,2,5 32,300 0 81,700
EPL OIL & GAS INC COM 26883D108 3,963 106,800 SH   DFND 2,5 106,800 0 0
EQT CORP COM 26884L109 7,692 86,697 SH   DFND 2,5 86,697 0 0
EPR PROPERTIES COM SH BEN INT 26884U109 707 14,500 SH   DFND 4,2,5 11,600 0 2,900
EAGLE BANCORP INC COM 268948106 376 13,300 SH   DFND 4,2,5 10,920 0 2,380
EASTMAN CHEMICAL CO COM 277432100 67,656 868,493 SH   DFND 4,2,5 482,540 0 385,953
EASTMAN CHEMICAL CO COM 277432100 15,606 200,340 SH   DFND 2,5 200,340 0 0
EBAY INC COM 278642103 7,565 135,600 SH   DFND 4,2,5 79,900 0 55,700
EBAY INC COM 278642103 16,253 291,328 SH   DFND 2,5 291,328 0 0
ECHOSTAR CORP CL A 278768106 1,682 38,270 SH   DFND 4,2,5 29,370 0 8,900
ECOLAB INC COM 278865100 8,028 81,290 SH   DFND 2,5 81,290 0 0
ECOLAB INC COM 278865100 6,163 62,400 SH   DFND 4,2,5 16,600 0 45,800
ECOPETROL SA SPONSORED ADS 279158109 290 6,300 SH   DFND 4,2,5 6,300 0 0
EDISON INTERNATIONAL COM 281020107 5,397 117,177 SH   DFND 4,2,5 0 0 117,177
EDISON INTERNATIONAL COM 281020107 387 8,392 SH   DFND 2,5 8,392 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 6,110 87,750 SH   DFND 2,5 87,750 0 0
ELDORADO GOLD CORP COM 284902103 163 24,100 SH   DFND 4,2,5 0 0 24,100
ELDORADO GOLD CORP COM 284902103 674 99,749 SH   DFND 2,5 99,749 0 0
ELECTRONIC ARTS INC COM 285512109 10,616 415,500 SH   DFND 4,2,5 315,290 0 100,210
ELECTRONIC ARTS INC COM 285512109 3,529 138,110 SH   DFND 2,5 138,110 0 0
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 2,714 2,500,000 PRN   DFND 2,5 0 0 0
ELLIE MAE INC COM 28849P100 4,321 135,000 SH   DFND 2,5 135,000 0 0
PERRY ELLIS INTERNATIONAL INC COM 288853104 8 400 SH   DFND 4,2,5 0 0 400
EMERGENT BIOSOLUTIONS INC COM 29089Q105 924 48,500 SH   DFND 4,2,5 35,000 0 13,500
EMERGENT BIOSOLUTIONS INC COM 29089Q105 57 2,973 SH   DFND 2,5 2,973 0 0
EMERSON ELECTRIC CO COM 291011104 6,004 92,800 SH   DFND 4,2,5 40,900 0 51,900
EMERSON ELECTRIC CO COM 291011104 1,482 22,902 SH   DFND 2,5 22,902 0 0
ENCANA CORP COM 292505104 222 12,801 SH   DFND 2,5 12,801 0 0
ENCANA CORP COM 292505104 95 5,500 SH   DFND 4,2,5 0 0 5,500
ENBRIDGE INC COM 29250N105 3,390 80,990 SH   DFND 4,2,5 36,300 0 44,690
ENBRIDGE INC COM 29250N105 3,621 86,509 SH   DFND 2,5 86,509 0 0
ENCORE CAPITAL GROUP INC COM 292554102 1,232 26,861 SH   DFND 4,2,5 21,700 0 5,161
ENDO HEALTH SOLUTIONS INC COM 29264F205 21,723 478,050 SH   DFND 4,2,5 413,280 0 64,770
ENDO HEALTH SOLUTIONS INC COM 29264F205 9,735 214,229 SH   DFND 2,5 214,229 0 0
ENERGIZER HOLDINGS INC COM 29266R108 7,957 87,300 SH   DFND 2,5 87,300 0 0
ENERGIZER HOLDINGS INC COM 29266R108 24,036 263,700 SH   DFND 4,2,5 199,700 0 64,000
ENDOLOGIX INC COM 29266S106 5,562 344,849 SH   DFND 2,5 344,849 0 0
ENERSIS SA SPONSORED ADR 29274F104 912 56,800 SH   DFND 4,2,5 56,800 0 0
ENERSYS INC COM 29275Y102 611 10,083 SH   DFND 4,2,5 0 0 10,083
ENERPLUS CORP COM 292766102 388 23,400 SH   DFND 4,2,5 12,400 0 11,000
ENERPLUS CORP COM 292766102 3 200 SH   DFND 2,5 200 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 247 28,154 SH   DFND 4,2,5 19,524 0 8,630
ENTERGY CORP COM 29364G103 22,773 360,390 SH   DFND 4,2,5 86,600 0 273,790
ENTERGY CORP COM 29364G103 896 14,184 SH   DFND 2,5 14,184 0 0
ENTERPRISE FINANCIAL SERVICES CORP COM 293712105 8 500 SH   DFND 4,2,5 0 0 500
EPLUS INC COM 294268107 83 1,600 SH   DFND 2,5 1,600 0 0
EPLUS INC COM 294268107 454 8,784 SH   DFND 4,2,5 5,894 0 2,890
EQUIFAX INC COM 294429105 808 13,500 SH   DFND 2,5 13,500 0 0
EQUIFAX INC COM 294429105 9,618 160,700 SH   DFND 4,2,5 81,800 0 78,900
EQUINIX INC COM NEW 29444U502 35,287 192,142 SH   DFND 2,5 192,142 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,542 28,790 SH   DFND 4,2,5 28,790 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 795 14,840 SH   DFND 2,5 14,840 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 2,741 34,306 SH   DFND 4,2,5 25,206 0 9,100
EVERBANK FINANCIAL CORP COM 29977G102 69 4,600 SH   DFND 2,5 4,600 0 0
EVERBANK FINANCIAL CORP COM 29977G102 941 62,808 SH   DFND 4,2,5 4,600 0 58,208
EXELON CORP COM 30161N101 3,646 123,017 SH   DFND 4,2,5 49,500 0 73,517
EXELIXIS INC COM 30161Q104 4,859 834,944 SH   DFND 2,5 834,944 0 0
EXFO INC SUB VTG SHS 302046107 64 11,800 SH   DFND 4,2,5 10,300 0 1,500
EXPEDIA INC COM NEW 30212P303 10,846 209,430 SH   DFND 2,5 209,430 0 0
EXPEDIA INC COM NEW 30212P303 36,735 709,300 SH   DFND 4,2,5 546,600 0 162,700
EXPRESS SCRIPTS HOLDING CO COM 30219G108 18,533 299,981 SH   DFND 2,5 299,981 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 3,614 58,501 SH   DFND 4,2,5 52,696 0 5,805
EXTRA SPACE STORAGE INC COM 30225T102 1,979 43,261 SH   DFND 2,5 43,261 0 0
EXTERRAN HOLDINGS INC COM 30225X103 686 24,900 SH   DFND 4,2,5 21,800 0 3,100
EZCORP INC CL A NON VTG 302301106 5,561 329,414 SH   DFND 4,2,5 44,100 0 285,314
EXXON MOBIL CORP COM 30231G102 204,718 2,379,337 SH   DFND 4,2,5 1,279,730 0 1,099,607
EXXON MOBIL CORP COM 30231G102 59,561 692,247 SH   DFND 2,5 692,247 0 0
FMC CORP COM NEW 302491303 689 9,600 SH   DFND 4,2,5 0 0 9,600
FMC CORP COM NEW 302491303 717 10,000 SH   DFND 2,5 10,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 4,434 80,000 SH   DFND 2,5 80,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,336 24,100 SH   DFND 4,2,5 0 0 24,100
FXCM INC COM CL A 302693106 338 17,100 SH   DFND 4,2,5 15,400 0 1,700
FACEBOOK INC CL A 30303M102 35,446 705,540 SH   DFND 2,5 705,540 0 0
FACEBOOK INC CL A 30303M102 2,095 41,700 SH   DFND 4,2,5 28,000 0 13,700
FASTENAL CO COM 311900104 1,516 30,176 SH   DFND 4,2,5 0 0 30,176
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 70 2,100 SH   DFND 4,2,5 2,100 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 787 7,760 SH   DFND 2,5 7,760 0 0
FEDEX CORP COM 31428X106 7,949 69,660 SH   DFND 4,2,5 18,400 0 51,260
FEDEX CORP COM 31428X106 2,389 20,938 SH   DFND 2,5 20,938 0 0
FELCOR LODGING TRUST INC COM 31430F101 8 1,300 SH   DFND 4,2,5 0 0 1,300
F5 NETWORKS INC COM 315616102 40,235 469,161 SH   DFND 2,5 469,161 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 6,361 136,980 SH   DFND 2,5 136,980 0 0
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 24,892 535,994 SH   DFND 4,2,5 309,580 0 226,414
FIDELITY NATIONAL FINANCIAL INC CL A 31620R105 6,957 261,545 SH   DFND 4,2,5 191,325 0 70,220
FIDELITY NATIONAL FINANCIAL INC CL A 31620R105 626 23,537 SH   DFND 2,5 23,537 0 0
FIDELITY SOUTHERN CORP COM 316394105 2 100 SH   DFND 4,2,5 100 0 0
FIFTH THIRD BANCORP COM 316773100 3,265 181,000 SH   DFND 4,2,5 0 0 181,000
FINISAR CORP COM NEW 31787A507 4,752 210,000 SH   DFND 2,5 210,000 0 0
FIRST CITIZENS BANCSHARES INC/NC CL A 31946M103 1,333 6,484 SH   DFND 4,2,5 4,383 0 2,101
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 7 779 SH   DFND 4,2,5 779 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 383 16,395 SH   DFND 4,2,5 11,853 0 4,542
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 814 50,000 SH   DFND 2,5 50,000 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 2,315 195,042 SH   DFND 2,5 195,042 0 0
FIRST MERCHANTS CORP COM 320817109 234 13,500 SH   DFND 4,2,5 8,500 0 5,000
FIRST POTOMAC REALTY TRUST COM 33610F109 294 23,400 SH   DFND 4,2,5 17,700 0 5,700
FIRST REPUBLIC BANK/CA COM 33616C100 1,006 21,566 SH   DFND 2,5 21,566 0 0
1ST SOURCE CORP COM 336901103 268 9,972 SH   DFND 4,2,5 7,500 0 2,472
FIRSTSERVICE CORP/CANADA SUB VTG SH 33761N109 121 3,100 SH   DFND 4,2,5 2,400 0 700
FISERV INC COM 337738108 4,814 47,643 SH   DFND 2,5 47,643 0 0
FISERV INC COM 337738108 18,773 185,781 SH   DFND 4,2,5 97,500 0 88,281
FLAGSTAR BANCORP INC COM PAR .001 337930705 906 61,400 SH   DFND 4,2,5 51,100 0 10,300
FIRSTENERGY CORP COM 337932107 197 5,400 SH   DFND 4,2,5 5,400 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 11 2,100 SH   DFND 4,2,5 0 0 2,100
FLEXSTEEL INDUSTRIES INC COM 339382103 454 18,201 SH   DFND 4,2,5 15,461 0 2,740
FLOTEK INDUSTRIES INC COM 343389102 4,370 190,000 SH   DFND 2,5 190,000 0 0
FLUOR CORP COM 343412102 1,524 21,478 SH   DFND 2,5 21,478 0 0
FLOWERS FOODS INC COM 343498101 229 10,700 SH   DFND 2,5 10,700 0 0
FLOWERS FOODS INC COM 343498101 6,278 292,800 SH   DFND 4,2,5 72,800 0 220,000
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 414 4,263 SH   DFND 2,5 4,263 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 120 1,235 SH   DFND 4,2,5 1,235 0 0
FOOT LOCKER INC COM 344849104 1,096 32,300 SH   DFND 4,2,5 0 0 32,300
FORD MOTOR CO COM PAR $0.01 345370860 29,035 1,721,090 SH   DFND 2,5 1,721,090 0 0
FORD MOTOR CO COM PAR $0.01 345370860 89,995 5,334,600 SH   DFND 4,2,5 4,098,890 0 1,235,710
FORTINET INC COM 34959E109 3,768 186,000 SH   DFND 2,5 186,000 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 9,066 217,769 SH   DFND 2,5 217,769 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 475 11,400 SH   DFND 4,2,5 2,300 0 9,100
FOSSIL GROUP INC COM 34988V106 3,476 29,900 SH   DFND 4,2,5 27,000 0 2,900
FRANKLIN RESOURCES INC COM 354613101 11,242 222,400 SH   DFND 2,5 222,400 0 0
FRANKLIN RESOURCES INC COM 354613101 33,735 667,351 SH   DFND 4,2,5 406,990 0 260,361
FREEPORT-MCMORAN COPPER & GOLD INC COM 35671D857 5,673 171,500 SH   DFND 4,2,5 66,100 0 105,400
FRESH MARKET INC/THE COM 35804H106 2,870 60,664 SH   DFND 2,5 60,664 0 0
G&K SERVICES INC CL A 361268105 60 995 SH   DFND 4,2,5 751 0 244
G-III APPAREL GROUP LTD COM 36237H101 540 9,900 SH   DFND 4,2,5 6,200 0 3,700
GANNETT CO INC COM 364730101 9,602 358,420 SH   DFND 4,2,5 319,390 0 39,030
GAP INC/THE COM 364760108 6,026 149,600 SH   DFND 2,5 149,600 0 0
GAP INC/THE COM 364760108 41,853 1,039,060 SH   DFND 4,2,5 333,000 0 706,060
GENERAL DYNAMICS CORP COM 369550108 228 2,600 SH   DFND 4,2,5 2,200 0 400
GENERAL ELECTRIC CO COM 369604103 29,273 1,225,305 SH   DFND 2,5 1,225,305 0 0
GENERAL ELECTRIC CO COM 369604103 105,642 4,422,000 SH   DFND 4,2,5 2,592,600 0 1,829,400
GENERAL MILLS INC COM 370334104 886 18,498 SH   DFND 2,5 18,498 0 0
GENERAL MILLS INC COM 370334104 30,968 646,247 SH   DFND 4,2,5 231,300 0 414,947
GENERAL MOTORS CO COM 37045V100 2,514 69,900 SH   DFND 4,2,5 64,200 0 5,700
GENERAL MOTORS CO COM 37045V100 1,389 38,622 SH   DFND 2,5 38,622 0 0
GENESCO INC COM 371532102 789 12,025 SH   DFND 4,2,5 10,600 0 1,425
GENESIS ENERGY LP UNIT LTD PARTN 371927104 3,004 60,000 SH   DFND 2,5 60,000 0 0
GENOMIC HEALTH INC COM 37244C101 417 13,646 SH   DFND 2,5 13,646 0 0
GENUINE PARTS CO COM 372460105 4,247 52,500 SH   DFND 4,2,5 0 0 52,500
GENWORTH FINANCIAL INC COM CL A 37247D106 7,216 563,760 SH   DFND 4,2,5 540,160 0 23,600
GENWORTH FINANCIAL INC COM CL A 37247D106 878 68,600 SH   DFND 2,5 68,600 0 0
GILEAD SCIENCES INC COM 375558103 83,652 1,331,184 SH   DFND 2,5 1,331,184 0 0
GILEAD SCIENCES INC COM 375558103 15,653 249,100 SH   DFND 4,2,5 185,200 0 63,900
GILEAD SCIENCES INC NOTE 1.000% 5/0 375558AN3 11,138 4,000,000 PRN   DFND 2,5 0 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 49,838 18,000,000 PRN   DFND 2,5 0 0 0
GILDAN ACTIVEWEAR INC COM 375916103 56 1,200 SH   DFND 4,2,5 0 0 1,200
GLADSTONE COMMERCIAL CORP COM 376536108 458 25,498 SH   DFND 4,2,5 19,898 0 5,600
PH GLATFELTER CO COM 377316104 671 24,800 SH   DFND 4,2,5 0 0 24,800
GLOBAL PAYMENTS INC COM 37940X102 2,712 53,100 SH   DFND 4,2,5 38,200 0 14,900
GLOBAL PAYMENTS INC COM 37940X102 378 7,409 SH   DFND 2,5 7,409 0 0
GLOBAL GEOPHYSICAL SERVICES INC COM 37946S107 199 73,400 SH   DFND 4,2,5 61,300 0 12,100
GOLDCORP INC COM 380956409 1,525 58,500 SH   DFND 4,2,5 7,500 0 51,000
GOLDCORP INC COM 380956409 13,144 504,119 SH   DFND 2,5 504,119 0 0
GOLDCORP INC NOTE 2.000% 8/0 380956AB8 29,272 29,000,000 PRN   DFND 2,5 0 0 0
GOLDEN ENTERPRISES INC COM 381010107 1 339 SH   DFND 4,2,5 259 0 80
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,160 127,427 SH   DFND 2,5 127,427 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 13,052 82,500 SH   DFND 4,2,5 28,900 0 53,600
GOOGLE INC CL A 38259P508 123,277 140,742 SH   DFND 2,5 140,742 0 0
GOOGLE INC CL A 38259P508 117,449 134,088 SH   DFND 4,2,5 81,940 0 52,148
GRACO INC COM 384109104 236 3,186 SH   DFND 2,5 3,186 0 0
WW GRAINGER INC COM 384802104 3,166 12,097 SH   DFND 4,2,5 800 0 11,297
WW GRAINGER INC COM 384802104 39,963 152,699 SH   DFND 2,5 152,699 0 0
GRANA Y MONTERO SA SPONSORED ADR 38500P208 19,960 1,000,013 SH   DFND 2,5 1,000,013 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,127 300,000 SH   DFND 2,5 300,000 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 3,244 379,000 SH   DFND 2,5 379,000 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 9,957 1,163,200 SH   DFND 4,2,5 921,800 0 241,400
GRAY TELEVISION INC COM 389375106 410 52,200 SH   DFND 4,2,5 41,420 0 10,780
GREAT PLAINS ENERGY INC COM 391164100 4,519 203,546 SH   DFND 4,2,5 0 0 203,546
GREATBATCH INC COM 39153L106 994 29,200 SH   DFND 4,2,5 23,600 0 5,600
GRIFOLS SA SP ADR REP B NVT 398438408 2,590 85,525 SH   DFND 2,5 85,525 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 6,680 86,000 SH   DFND 2,5 86,000 0 0
CGI GROUP INC CL A SUB VTG 39945C109 5,827 165,700 SH   DFND 4,2,5 135,800 0 29,900
CGI GROUP INC CL A SUB VTG 39945C109 3,383 96,200 SH   DFND 2,5 96,200 0 0
GROUPON INC COM CL A 399473107 1,332 118,800 SH   DFND 2,5 118,800 0 0
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 34,451 1,232,607 SH   DFND 2,5 1,232,607 0 0
GULFPORT ENERGY CORP COM NEW 402635304 3,667 57,000 SH   DFND 2,5 57,000 0 0
HCA HOLDINGS INC COM 40412C101 4,792 112,093 SH   DFND 2,5 112,093 0 0
HCC INSURANCE HOLDINGS INC COM 404132102 4,671 106,600 SH   DFND 4,2,5 81,100 0 25,500
HCP INC COM 40414L109 2,464 60,170 SH   DFND 2,5 60,170 0 0
HCP INC COM 40414L109 6,118 149,400 SH   DFND 4,2,5 116,800 0 32,600
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,679 87,034 SH   DFND 2,5 87,034 0 0
HMS HOLDINGS CORP COM 40425J101 4,453 207,033 SH   DFND 2,5 207,033 0 0
HAIN CELESTIAL GROUP INC/THE COM 405217100 12,185 158,000 SH   DFND 2,5 158,000 0 0
HALLIBURTON CO COM 406216101 7,184 149,200 SH   DFND 4,2,5 62,000 0 87,200
HALOZYME THERAPEUTICS INC COM 40637H109 1,220 110,531 SH   DFND 2,5 110,531 0 0
HANDY & HARMAN LTD COM 410315105 348 14,567 SH   DFND 4,2,5 11,766 0 2,801
HANESBRANDS INC COM 410345102 12,683 203,550 SH   DFND 4,2,5 166,200 0 37,350
HANESBRANDS INC COM 410345102 4,592 73,700 SH   DFND 2,5 73,700 0 0
HANOVER INSURANCE GROUP INC/THE COM 410867105 2,274 41,100 SH   DFND 4,2,5 31,400 0 9,700
HARDINGE INC COM 412324303 635 41,100 SH   DFND 4,2,5 34,300 0 6,800
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 3,537 53,400 SH   DFND 4,2,5 53,400 0 0
HARRIS CORP COM 413875105 6,125 103,288 SH   DFND 4,2,5 78,700 0 24,588
HARTFORD FINANCIAL SERVICES GROUP INC COM 416515104 171 5,500 SH   DFND 4,2,5 0 0 5,500
HARVARD BIOSCIENCE INC COM 416906105 559 106,220 SH   DFND 4,2,5 88,820 0 17,400
HAWAIIAN HOLDINGS INC COM 419879101 819 110,100 SH   DFND 4,2,5 90,000 0 20,100
HEALTH MANAGEMENT ASSOCIATES INC CL A 421933102 4,192 327,518 SH   DFND 2,5 327,518 0 0
HEALTH CARE REIT INC COM 42217K106 1,080 17,309 SH   DFND 2,5 17,309 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 3,290 44,938 SH   DFND 2,5 44,938 0 0
HECLA MINING CO COM 422704106 7,594 2,418,493 SH   DFND 2,5 2,418,493 0 0
HELMERICH & PAYNE INC COM 423452101 12,251 177,681 SH   DFND 4,2,5 1,400 0 176,281
HELMERICH & PAYNE INC COM 423452101 2,413 35,000 SH   DFND 2,5 35,000 0 0
HERITAGE FINANCIAL GROUP INC COM 42726X102 20 1,129 SH   DFND 4,2,5 1,129 0 0
HERSHEY CO/THE COM 427866108 37,537 405,803 SH   DFND 4,2,5 331,325 0 74,478
HERSHEY CO/THE COM 427866108 15,653 169,218 SH   DFND 2,5 169,218 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 126 5,700 SH   DFND 2,5 5,700 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 12,186 549,900 SH   DFND 4,2,5 10,300 0 539,600
HESS CORP COM 42809H107 27,523 355,866 SH   DFND 2,5 355,866 0 0
HESS CORP COM 42809H107 84,883 1,097,533 SH   DFND 4,2,5 775,530 0 322,003
HEWLETT-PACKARD CO COM 428236103 8,679 413,500 SH   DFND 4,2,5 354,600 0 58,900
HEXCEL CORP COM 428291108 35,929 926,000 SH   DFND 2,5 926,000 0 0
HILLSHIRE BRANDS CO COM 432589109 157 5,100 SH   DFND 4,2,5 0 0 5,100
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 350 5,005 SH   DFND 4,2,5 4,600 0 405
HITTITE MICROWAVE CORP COM 43365Y104 3,529 54,000 SH   DFND 2,5 54,000 0 0
HOLLYFRONTIER CORP COM 436106108 13,296 315,754 SH   DFND 2,5 315,754 0 0
HOLLYFRONTIER CORP COM 436106108 46,174 1,096,510 SH   DFND 4,2,5 593,810 0 502,700
HOLOGIC INC COM 436440101 6,541 316,752 SH   DFND 2,5 316,752 0 0
HOLOGIC INC COM 436440101 78 3,800 SH   DFND 4,2,5 3,800 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 1,688 1,500,000 PRN   DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 160,931 2,121,700 SH   DFND 4,2,5 1,287,300 0 834,400
HOME DEPOT INC COM 437076102 54,370 716,804 SH   DFND 2,5 716,804 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 83 1,000 SH   DFND 2,5 1,000 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 13,947 167,960 SH   DFND 4,2,5 54,000 0 113,960
HORIZON BANCORP/IN COM 440407104 700 29,971 SH   DFND 4,2,5 25,000 0 4,971
HORMEL FOODS CORP COM 440452100 604 14,347 SH   DFND 2,5 14,347 0 0
HORNBECK OFFSHORE SERVICES INC COM 440543106 2,872 50,000 SH   DFND 2,5 50,000 0 0
HOSPIRA INC COM 441060100 7,824 199,488 SH   DFND 2,5 199,488 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 51 1,800 SH   DFND 4,2,5 0 0 1,800
HOST HOTELS & RESORTS INC COM 44107P104 1,961 111,000 SH   DFND 2,5 111,000 0 0
HUBBELL INC CL B 443510201 318 3,036 SH   DFND 2,5 3,036 0 0
HUBBELL INC CL B 443510201 84 800 SH   DFND 4,2,5 800 0 0
HUDBAY MINERALS INC COM 443628102 120 14,600 SH   DFND 4,2,5 13,900 0 700
HUMANA INC COM 444859102 78,519 841,306 SH   DFND 4,2,5 566,206 0 275,100
HUMANA INC COM 444859102 22,966 246,070 SH   DFND 2,5 246,070 0 0
HUNTSMAN CORP COM 447011107 312 15,132 SH   DFND 2,5 15,132 0 0
HUNTSMAN CORP COM 447011107 313 15,200 SH   DFND 4,2,5 0 0 15,200
HURCO COS INC COM 447324104 584 22,600 SH   DFND 4,2,5 18,600 0 4,000
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 1,166 13,000 SH   DFND 4,2,5 9,200 0 3,800
IAC/INTERACTIVECORP COM PAR $.001 44919P508 23,421 428,400 SH   DFND 4,2,5 343,700 0 84,700
IAC/INTERACTIVECORP COM PAR $.001 44919P508 7,922 144,900 SH   DFND 2,5 144,900 0 0
ICF INTERNATIONAL INC COM 44925C103 1,046 29,545 SH   DFND 4,2,5 18,060 0 11,485
ICF INTERNATIONAL INC COM 44925C103 6 160 SH   DFND 2,5 160 0 0
IPG PHOTONICS CORP COM 44980X109 16,285 289,201 SH   DFND 2,5 289,201 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 34 1,100 SH   DFND 4,2,5 0 0 1,100
IXIA COM 45071R109 4,113 262,500 SH   DFND 2,5 262,500 0 0
ITT CORP COM NEW 450911201 1,416 39,400 SH   DFND 4,2,5 0 0 39,400
IAMGOLD CORP COM 450913108 304 63,560 SH   DFND 2,5 63,560 0 0
IAMGOLD CORP COM 450913108 874 182,500 SH   DFND 4,2,5 30,700 0 151,800
ICICI BANK LTD ADR 45104G104 5,395 177,017 SH   DFND 2,5 177,017 0 0
ICONIX BRAND GROUP INC COM 451055107 2,794 84,100 SH   DFND 4,2,5 57,200 0 26,900
IDEX CORP COM 45167R104 2,726 41,774 SH   DFND 2,5 41,774 0 0
IDEXX LABORATORIES INC COM 45168D104 1,290 12,942 SH   DFND 2,5 12,942 0 0
IHS INC CL A 451734107 6,737 59,000 SH   DFND 2,5 59,000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 7,131 93,500 SH   DFND 4,2,5 26,900 0 66,600
ILLUMINA INC COM 452327109 13,183 163,093 SH   DFND 2,5 163,093 0 0
IMPAX LABORATORIES INC COM 45256B101 654 31,875 SH   DFND 2,5 31,875 0 0
IMPERIAL OIL LTD COM NEW 453038408 5,976 135,800 SH   DFND 4,2,5 2,100 0 133,700
IMPERIAL OIL LTD COM NEW 453038408 282 6,404 SH   DFND 2,5 6,404 0 0
IMPERVA INC COM 45321L100 2,731 65,000 SH   DFND 2,5 65,000 0 0
INCYTE CORP LTD COM 45337C102 15,241 399,497 SH   DFND 2,5 399,497 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 407 23,343 SH   DFND 2,5 23,343 0 0
INFORMATICA CORP COM 45666Q102 4,131 106,000 SH   DFND 2,5 106,000 0 0
INGLES MARKETS INC CL A 457030104 4,448 154,808 SH   DFND 4,2,5 25,200 0 129,608
INGRAM MICRO INC CL A 457153104 6,620 287,200 SH   DFND 4,2,5 13,700 0 273,500
INGRAM MICRO INC CL A 457153104 316 13,700 SH   DFND 2,5 13,700 0 0
INGREDION INC COM 457187102 36,332 549,066 SH   DFND 4,2,5 249,906 0 299,160
INGREDION INC COM 457187102 7,550 114,100 SH   DFND 2,5 114,100 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 788 77,000 SH   DFND 2,5 77,000 0 0
INSIGHT ENTERPRISES INC COM 45765U103 868 45,869 SH   DFND 4,2,5 38,000 0 7,869
INSULET CORP COM 45784P101 4,927 135,955 SH   DFND 2,5 135,955 0 0
INTEL CORP COM 458140100 9,934 433,414 SH   DFND 2,5 433,414 0 0
INTEL CORP COM 458140100 87,764 3,829,165 SH   DFND 4,2,5 835,802 0 2,993,363
INTEL CORP SDCV 2.950%12/1 458140AD2 21,650 20,000,000 PRN   DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 6,191 5,000,000 PRN   DFND 2,5 0 0 0
INTER PARFUMS INC COM 458334109 1,323 44,100 SH   DFND 4,2,5 2,700 0 41,400
INTER PARFUMS INC COM 458334109 81 2,700 SH   DFND 2,5 2,700 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 1,076 57,300 SH   DFND 4,2,5 37,600 0 19,700
INTERCONTINENTALEXCHANGE INC COM 45865V100 14,116 77,806 SH   DFND 2,5 77,806 0 0
INTERMUNE INC COM 45884X103 2,593 168,726 SH   DFND 2,5 168,726 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 48,228 260,436 SH   DFND 2,5 260,436 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 94,225 508,830 SH   DFND 4,2,5 248,950 0 259,880
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 3,305 40,159 SH   DFND 2,5 40,159 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 9,782 118,856 SH   DFND 4,2,5 59,268 0 59,588
INTERNATIONAL GAME TECHNOLOGY COM 459902102 9,363 494,600 SH   DFND 2,5 494,600 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 31,751 1,677,280 SH   DFND 4,2,5 1,360,980 0 316,300
INTERNATIONAL GAME TECHNOLOGY NOTE 3.250% 5/0 459902AQ5 5,531 5,000,000 PRN   DFND 2,5 0 0 0
INTERNATIONAL PAPER CO COM 460146103 672 15,000 SH   DFND 2,5 15,000 0 0
INTERNATIONAL PAPER CO COM 460146103 1,411 31,500 SH   DFND 4,2,5 0 0 31,500
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,237 38,310 SH   DFND 4,2,5 26,160 0 12,150
INTERPUBLIC GROUP OF COS INC/THE COM 460690100 9,046 526,547 SH   DFND 2,5 526,547 0 0
INTERPUBLIC GROUP OF COS INC/THE COM 460690100 26,707 1,554,533 SH   DFND 4,2,5 1,325,563 0 228,970
INTERSECTIONS INC COM 460981301 303 34,500 SH   DFND 4,2,5 28,300 0 6,200
INTUIT INC COM 461202103 7,466 112,598 SH   DFND 4,2,5 0 0 112,598
INTUIT INC COM 461202103 3,713 56,000 SH   DFND 2,5 56,000 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,354 3,599 SH   DFND 4,2,5 0 0 3,599
INVESCO MORTGAGE CAPITAL INC COM 46131B100 8 500 SH   DFND 4,2,5 0 0 500
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 792 50,365 SH   DFND 4,2,5 34,385 0 15,980
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 471 57,100 SH   DFND 4,2,5 40,400 0 16,700
IRIDIUM COMMUNICATIONS INC COM 46269C102 41 6,000 SH   DFND 2,5 6,000 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,418 496,851 SH   DFND 4,2,5 103,351 0 393,500
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 7,050 594,966 SH   DFND 2,5 594,966 0 0
ISHARES GOLD TRUST ISHARES 464285105 13,993 1,085,560 SH   DFND 1,2,5,3 1,085,560 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 6,508 257,533 SH   DFND 1,2,5,3 257,533 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,687 139,078 SH   DFND 1,2,5,3 139,078 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,316 85,536 SH   DFND 1,2,5,3 85,536 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 270 25,470 SH   DFND 1,2,5,3 25,470 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,208 42,658 SH   DFND 1,2,5,3 42,658 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 348 4,668 SH   DFND 1,2,5,3 4,668 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,445 31,200 SH   DFND 1,2,5,3 31,200 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 2,555 68,616 SH   DFND 1,2,5,3 68,616 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 16,713 350,748 SH   DFND 1,2,5,3 350,748 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,413 29,656 SH   DFND 2,5 29,656 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 1,789 134,040 SH   DFND 1,2,5,3 134,040 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UK ETF 464286699 17,046 868,800 SH   DFND 1,2,5,3 868,800 0 0
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 10,765 400,473 SH   DFND 1,2,5,3 400,473 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 440 7,984 SH   DFND 1,2,5,3 7,984 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 7,380 235,933 SH   DFND 1,2,5,3 235,933 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 4,719 137,787 SH   DFND 1,2,5,3 137,787 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 4,085 117,553 SH   DFND 1,2,5,3 117,553 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 369 6,000 SH   DFND 1,2,5,3 6,000 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 1 38 SH   DFND 2,5 38 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 14,699 528,533 SH   DFND 1,2,5,3 528,533 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 3,700 155,457 SH   DFND 1,2,5,3 155,457 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 597 9,348 SH   DFND 1,2,5,3 9,348 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 305 20,262 SH   DFND 1,2,5,3 20,262 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 39,637 3,325,212 SH   DFND 1,2,5,3 3,325,212 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,832 413,028 SH   DFND 1,2,5,3 413,028 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 2,308 115,241 SH   DFND 1,2,5,3 115,241 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 6,466 86,402 SH   DFND 1,2,5,3 86,402 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 36,761 409,863 SH   DFND 1,2,5,3 409,863 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 9,921 99,924 SH   DFND 1,2,5,3 99,924 0 0
ISHARES NYSE 100 ETF NYSE 100 ETF 464287135 878 11,330 SH   DFND 1,2,5,3 11,330 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 4,334 116,890 SH   DFND 1,2,5,3 116,890 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 1,818 10,761 SH   DFND 2,5 10,761 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 42,279 250,317 SH   DFND 1,2,5,3 250,317 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 366 8,992 SH   DFND 2,5 8,992 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,614 64,132 SH   DFND 1,2,5,3 64,132 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 33,912 379,498 SH   DFND 1,2,5,3 379,498 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,265 33,047 SH   DFND 1,2,5,3 33,047 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 18,119 231,341 SH   DFND 1,2,5,3 231,341 0 0
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 85,991 1,347,807 SH   DFND 1,2,5,3 1,347,807 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 78,907 1,295,475 SH   DFND 1,2,5,3 1,295,475 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 458 5,854 SH   DFND 1,2,5,3 5,854 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 404 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 479 3,855 SH   DFND 1,2,5,3 3,855 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 25,210 315,950 SH   DFND 1,2,5,3 315,950 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 19,024 220,693 SH   DFND 1,2,5,3 220,693 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 473 3,400 SH   DFND 1,2,5,3 3,400 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 66,092 845,170 SH   DFND 1,2,5,3 845,170 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 19,056 202,355 SH   DFND 1,2,5,3 202,355 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 53,569 495,921 SH   DFND 1,2,5,3 495,921 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 54,819 1,242,500 SH   DFND 1,2,5,3 1,242,500 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 7,769 105,846 SH   DFND 1,2,5,3 105,846 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 768 6,466 SH   DFND 1,2,5,3 6,466 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 8,502 175,270 SH   DFND 1,2,5,3 175,270 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 5,432 49,820 SH   DFND 1,2,5,3 49,820 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 469 3,530 SH   DFND 1,2,5,3 3,530 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 23,025 220,437 SH   DFND 1,2,5,3 220,437 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,356 89,300 SH   DFND 1,2,5,3 89,300 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BON IBOXX HI YD ETF 464288513 2,578 28,147 SH   DFND 1,2,5,3 28,147 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 4,214 54,100 SH   DFND 1,2,5,3 54,100 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 13,870 254,910 SH   DFND 1,2,5,3 254,910 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 13,627 200,009 SH   DFND 1,2,5,3 200,009 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,200 31,200 SH   DFND 1,2,5,3 31,200 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 2,033 97,280 SH   DFND 1,2,5,3 97,280 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 1 29 SH   DFND 2,5 29 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 373 15,800 SH   DFND 1,2,5,3 15,800 0 0
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 221 7,700 SH   DFND 1,2,5,3 7,700 0 0
ISIS PHARMACEUTICALS INC COM 464330109 6,218 165,635 SH   DFND 2,5 165,635 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 418 55,333 SH   DFND 4,2,5 46,077 0 9,256
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 136 9,635 SH   DFND 4,2,5 9,635 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 10,218 723,682 SH   DFND 2,5 723,682 0 0
ITC HOLDINGS CORP COM 465685105 40,727 433,917 SH   DFND 2,5 433,917 0 0
JPMORGAN CHASE & CO COM 46625H100 235,542 4,556,810 SH   DFND 4,2,5 2,639,660 0 1,917,150
JPMORGAN CHASE & CO COM 46625H100 72,821 1,408,799 SH   DFND 2,5 1,408,799 0 0
JMP GROUP INC COM 46629U107 404 65,200 SH   DFND 4,2,5 54,000 0 11,200
JABIL CIRCUIT INC COM 466313103 1,335 61,596 SH   DFND 2,5 61,596 0 0
JACK IN THE BOX INC COM 466367109 2,003 50,070 SH   DFND 4,2,5 40,170 0 9,900
JANUS CAPITAL GROUP INC COM 47102X105 1,749 205,500 SH   DFND 4,2,5 164,300 0 41,200
JARDEN CORP COM 471109108 7,761 160,350 SH   DFND 4,2,5 83,100 0 77,250
JOHNSON & JOHNSON COM 478160104 158,857 1,832,468 SH   DFND 4,2,5 844,845 0 987,623
JOHNSON & JOHNSON COM 478160104 38,747 446,955 SH   DFND 2,5 446,955 0 0
JOHNSON CONTROLS INC COM 478366107 14,428 347,656 SH   DFND 2,5 347,656 0 0
JOHNSON CONTROLS INC COM 478366107 54,344 1,309,493 SH   DFND 4,2,5 898,690 0 410,803
JOHNSON OUTDOORS INC CL A 479167108 73 2,719 SH   DFND 4,2,5 2,459 0 260
JONES LANG LASALLE INC COM 48020Q107 413 4,736 SH   DFND 2,5 4,736 0 0
JOURNAL COMMUNICATIONS INC CL A 481130102 863 100,900 SH   DFND 4,2,5 81,900 0 19,000
J2 GLOBAL INC COM 48123V102 59 1,200 SH   DFND 4,2,5 0 0 1,200
JUNIPER NETWORKS INC COM 48203R104 1,652 83,180 SH   DFND 4,2,5 0 0 83,180
KLA-TENCOR CORP COM 482480100 2,713 44,589 SH   DFND 4,2,5 0 0 44,589
KLA-TENCOR CORP COM 482480100 3,468 57,000 SH   DFND 2,5 57,000 0 0
KKR FINANCIAL HOLDINGS LLC COM 48248A306 404 39,100 SH   DFND 2,5 39,100 0 0
KKR & CO LP COM UNITS 48248M102 930 45,175 SH   DFND 2,5 45,175 0 0
KADANT INC COM 48282T104 306 9,105 SH   DFND 4,2,5 6,900 0 2,205
KAISER ALUMINUM CORP COM PAR $0.01 483007704 499 7,000 SH   DFND 2,5 7,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 38,713 354,000 SH   DFND 2,5 354,000 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 300 7,000 SH   DFND 2,5 7,000 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 2,007 46,900 SH   DFND 4,2,5 38,700 0 8,200
KB HOME COM 48666K109 2,929 162,563 SH   DFND 2,5 162,563 0 0
KELLOGG CO COM 487836108 3,086 52,540 SH   DFND 4,2,5 0 0 52,540
KELLOGG CO COM 487836108 392 6,677 SH   DFND 2,5 6,677 0 0
KELLY SERVICES INC CL A 488152208 4,664 239,530 SH   DFND 4,2,5 26,200 0 213,330
KEY TRONIC CORP COM 493144109 6 600 SH   DFND 4,2,5 0 0 600
KEYCORP COM 493267108 13,379 1,173,601 SH   DFND 4,2,5 510,920 0 662,681
KEYCORP COM 493267108 361 31,690 SH   DFND 2,5 31,690 0 0
KILROY REALTY CORP COM 49427F108 549 11,000 SH   DFND 2,5 11,000 0 0
KIMBERLY-CLARK CORP COM 494368103 12,099 128,417 SH   DFND 4,2,5 26,700 0 101,717
KIMBERLY-CLARK CORP COM 494368103 2,222 23,578 SH   DFND 2,5 23,578 0 0
KIMCO REALTY CORP COM 49446R109 1,180 58,485 SH   DFND 2,5 58,485 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 525 7,007 SH   DFND 2,5 7,007 0 0
KINDER MORGAN INC/DE COM 49456B101 6,623 186,191 SH   DFND 2,5 186,191 0 0
KINROSS GOLD CORP COM NO PAR 496902404 2,539 502,760 SH   DFND 4,2,5 427,960 0 74,800
KINROSS GOLD CORP COM NO PAR 496902404 2,463 487,827 SH   DFND 2,5 487,827 0 0
KITE REALTY GROUP TRUST COM 49803T102 342 57,590 SH   DFND 4,2,5 40,422 0 17,168
KODIAK OIL & GAS CORP COM 50015Q100 2,412 200,000 SH   DFND 2,5 200,000 0 0
KOHL'S CORP COM 500255104 2,394 46,270 SH   DFND 2,5 46,270 0 0
KOHL'S CORP COM 500255104 30,286 585,233 SH   DFND 4,2,5 138,870 0 446,363
KOPPERS HOLDINGS INC COM 50060P106 491 11,505 SH   DFND 4,2,5 9,585 0 1,920
KORN/FERRY INTERNATIONAL COM NEW 500643200 1,099 51,370 SH   DFND 4,2,5 40,370 0 11,000
KRAFT FOODS GROUP INC COM 50076Q106 524 9,994 SH   DFND 2,5 9,994 0 0
KROGER CO/THE COM 501044101 31,137 771,870 SH   DFND 2,5 771,870 0 0
KROGER CO/THE COM 501044101 118,077 2,927,056 SH   DFND 4,2,5 1,698,970 0 1,228,086
KULICKE & SOFFA INDUSTRIES INC COM 501242101 834 72,200 SH   DFND 4,2,5 57,800 0 14,400
L BRANDS INC COM 501797104 336 5,491 SH   DFND 2,5 5,491 0 0
LKQ CORP COM 501889208 13,031 409,000 SH   DFND 2,5 409,000 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 962 25,100 SH   DFND 4,2,5 25,100 0 0
LSI CORP COM 502161102 5,396 690,000 SH   DFND 2,5 690,000 0 0
LTC PROPERTIES INC COM 502175102 570 15,000 SH   DFND 2,5 15,000 0 0
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 3,241 34,300 SH   DFND 4,2,5 23,600 0 10,700
LA-Z-BOY INC COM 505336107 481 21,180 SH   DFND 4,2,5 21,100 0 80
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 5,237 52,821 SH   DFND 2,5 52,821 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 3,805 38,382 SH   DFND 4,2,5 0 0 38,382
LAM RESEARCH CORP COM 512807108 113 2,200 SH   DFND 4,2,5 2,200 0 0
LAM RESEARCH CORP COM 512807108 3,634 71,000 SH   DFND 2,5 71,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 19,231 17,000,000 PRN   DFND 2,5 0 0 0
LAREDO PETROLEUM HOLDINGS INC COM 516806106 223 7,500 SH   DFND 2,5 7,500 0 0
LAS VEGAS SANDS CORP COM 517834107 2,780 41,850 SH   DFND 2,5 41,850 0 0
LAS VEGAS SANDS CORP COM 517834107 199 3,000 SH   DFND 4,2,5 0 0 3,000
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 627 22,000 SH   DFND 2,5 22,000 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 39,431 564,101 SH   DFND 2,5 564,101 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 1,580 22,600 SH   DFND 4,2,5 0 0 22,600
LEAR CORP COM NEW 521865204 5,969 83,400 SH   DFND 4,2,5 0 0 83,400
LEAR CORP COM NEW 521865204 1,474 20,595 SH   DFND 2,5 20,595 0 0
LENNAR CORP CL A 526057104 1,973 55,739 SH   DFND 2,5 55,739 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,623 173,200 SH   DFND 4,2,5 133,300 0 39,900
LEXICON PHARMACEUTICALS INC COM 528872104 1,001 422,193 SH   DFND 2,5 422,193 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 2,343 71,000 SH   DFND 4,2,5 58,100 0 12,900
LIBBEY INC COM 529898108 99 4,170 SH   DFND 4,2,5 3,470 0 700
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 341 14,528 SH   DFND 2,5 14,528 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 890 24,989 SH   DFND 2,5 24,989 0 0
LIFE TIME FITNESS INC COM 53217R207 2,486 48,300 SH   DFND 4,2,5 38,400 0 9,900
LIFE TECHNOLOGIES CORP COM 53217V109 2,825 37,749 SH   DFND 2,5 37,749 0 0
LIFETIME BRANDS INC COM 53222Q103 439 28,740 SH   DFND 4,2,5 23,390 0 5,350
ELI LILLY & CO COM 532457108 33,575 667,096 SH   DFND 2,5 667,096 0 0
ELI LILLY & CO COM 532457108 143,381 2,848,821 SH   DFND 4,2,5 1,551,616 0 1,297,205
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 3,103 46,580 SH   DFND 4,2,5 40,860 0 5,720
LINCOLN NATIONAL CORP COM 534187109 40,596 966,790 SH   DFND 4,2,5 857,840 0 108,950
LINCOLN NATIONAL CORP COM 534187109 13,198 314,320 SH   DFND 2,5 314,320 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,165 29,380 SH   DFND 4,2,5 0 0 29,380
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 7,983 7,500,000 PRN   DFND 2,5 0 0 0
LINKEDIN CORP COM CL A 53578A108 123 500 SH   DFND 4,2,5 0 0 500
LIONS GATE ENTERTAINMENT CORP COM NEW 535919203 9,253 264,000 SH   DFND 2,5 264,000 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 416 22,400 SH   DFND 4,2,5 22,400 0 0
LOCKHEED MARTIN CORP COM 539830109 4,338 34,010 SH   DFND 4,2,5 25,610 0 8,400
LOEWS CORP COM 540424108 18,069 386,585 SH   DFND 2,5 386,585 0 0
LOEWS CORP COM 540424108 52,770 1,129,020 SH   DFND 4,2,5 985,090 0 143,930
LORILLARD INC COM 544147101 24,393 544,739 SH   DFND 2,5 544,739 0 0
LORILLARD INC COM 544147101 86,488 1,931,401 SH   DFND 4,2,5 1,232,496 0 698,905
LOUISIANA-PACIFIC CORP COM 546347105 11,677 663,849 SH   DFND 4,2,5 520,900 0 142,949
LOUISIANA-PACIFIC CORP COM 546347105 3,544 201,500 SH   DFND 2,5 201,500 0 0
LOWE'S COS INC COM 548661107 174 3,650 SH   DFND 2,5 3,650 0 0
LOWE'S COS INC COM 548661107 9,386 197,150 SH   DFND 4,2,5 176,450 0 20,700
LUXFER HOLDINGS PLC SPONSORED ADR 550678106 189 11,847 SH   DFND 2,5 11,847 0 0
LYDALL INC COM 550819106 76 4,399 SH   DFND 4,2,5 3,649 0 750
M&T BANK CORP COM 55261F104 3,491 31,192 SH   DFND 4,2,5 0 0 31,192
MDU RESOURCES GROUP INC COM 552690109 929 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 3,806 186,200 SH   DFND 4,2,5 5,600 0 180,600
M/I HOMES INC COM 55305B101 2 100 SH   DFND 4,2,5 0 0 100
MAC-GRAY CORP COM 554153106 130 8,900 SH   DFND 4,2,5 8,300 0 600
MACERICH CO/THE COM 554382101 448 7,941 SH   DFND 2,5 7,941 0 0
MACK-CALI REALTY CORP COM 554489104 1,323 60,300 SH   DFND 4,2,5 52,700 0 7,600
MACY'S INC COM 55616P104 1,811 41,853 SH   DFND 2,5 41,853 0 0
MACY'S INC COM 55616P104 3,641 84,137 SH   DFND 4,2,5 4,200 0 79,937
MAGELLAN HEALTH SERVICES INC COM NEW 559079207 3,704 61,781 SH   DFND 2,5 61,781 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 5,022 89,000 SH   DFND 2,5 89,000 0 0
MAGNA INTERNATIONAL INC COM 559222401 27,276 330,040 SH   DFND 4,2,5 175,740 0 154,300
MAGNA INTERNATIONAL INC COM 559222401 8,347 101,000 SH   DFND 2,5 101,000 0 0
MAKO SURGICAL CORP COM 560879108 5,148 174,462 SH   DFND 2,5 174,462 0 0
MANITEX INTERNATIONAL INC COM 563420108 8 700 SH   DFND 4,2,5 0 0 700
MANITOWOC CO INC/THE COM 563571108 2,664 136,200 SH   DFND 4,2,5 111,900 0 24,300
MANPOWERGROUP INC COM 56418H100 12,785 175,760 SH   DFND 4,2,5 155,500 0 20,260
MANPOWERGROUP INC COM 56418H100 1,091 15,000 SH   DFND 2,5 15,000 0 0
MANTECH INTERNATIONAL CORP/VA CL A 564563104 2,823 98,145 SH   DFND 4,2,5 21,682 0 76,463
MANTECH INTERNATIONAL CORP/VA CL A 564563104 66 2,282 SH   DFND 2,5 2,282 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1,346 81,200 SH   DFND 4,2,5 58,200 0 23,000
MANULIFE FINANCIAL CORP COM 56501R106 718 43,300 SH   DFND 2,5 43,300 0 0
MARATHON OIL CORP COM 565849106 120,483 3,454,228 SH   DFND 4,2,5 2,017,890 0 1,436,338
MARATHON OIL CORP COM 565849106 32,699 937,462 SH   DFND 2,5 937,462 0 0
MARATHON PETROLEUM CORP COM 56585A102 19,136 297,507 SH   DFND 4,2,5 25,000 0 272,507
MARATHON PETROLEUM CORP COM 56585A102 547 8,512 SH   DFND 2,5 8,512 0 0
MARCUS CORP COM 566330106 548 37,693 SH   DFND 4,2,5 35,343 0 2,350
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 152 2,860 SH   DFND 2,5 2,860 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,494 34,300 SH   DFND 4,2,5 29,400 0 4,900
MARTEN TRANSPORT LTD COM 573075108 627 36,559 SH   DFND 4,2,5 30,900 0 5,659
MASCO CORP COM 574599106 34,348 1,614,110 SH   DFND 4,2,5 1,283,210 0 330,900
MASCO CORP COM 574599106 11,881 558,310 SH   DFND 2,5 558,310 0 0
MASTEC INC COM 576323109 11,453 378,000 SH   DFND 2,5 378,000 0 0
MASTERCARD INC CL A 57636Q104 30,564 45,429 SH   DFND 4,2,5 23,420 0 22,009
MASTERCARD INC CL A 57636Q104 8,813 13,100 SH   DFND 2,5 13,100 0 0
MATADOR RESOURCES CO COM 576485205 1,633 100,000 SH   DFND 2,5 100,000 0 0
MATTEL INC COM 577081102 268 6,407 SH   DFND 2,5 6,407 0 0
MATTEL INC COM 577081102 8,633 206,228 SH   DFND 4,2,5 0 0 206,228
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,470 150,000 SH   DFND 2,5 150,000 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 759 11,730 SH   DFND 2,5 0 0 11,730
MCCORMICK & CO INC/MD COM NON VTG 579780206 1,210 18,700 SH   DFND 4,2,5 0 0 18,700
MCDONALD'S CORP COM 580135101 14,447 150,158 SH   DFND 2,5 150,158 0 0
MCDONALD'S CORP COM 580135101 26,684 277,353 SH   DFND 4,2,5 130,800 0 146,553
MCGRAW HILL FINANCIAL INC COM 580645109 1,312 20,000 SH   DFND 4,2,5 0 0 20,000
MCGRAW HILL FINANCIAL INC COM 580645109 1,538 23,449 SH   DFND 2,5 23,449 0 0
MCKESSON CORP COM 58155Q103 13,451 104,843 SH   DFND 2,5 104,843 0 0
MCKESSON CORP COM 58155Q103 20,028 156,100 SH   DFND 4,2,5 18,100 0 138,000
MEAD JOHNSON NUTRITION CO COM 582839106 18,485 248,920 SH   DFND 2,5 248,920 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 2,220 29,900 SH   DFND 4,2,5 0 0 29,900
MEDIFAST INC COM 58470H101 304 11,300 SH   DFND 4,2,5 7,900 0 3,400
MEDIDATA SOLUTIONS INC COM 58471A105 6,826 69,000 SH   DFND 2,5 69,000 0 0
MEDIVATION INC COM 58501N101 8,351 139,317 SH   DFND 2,5 139,317 0 0
MEDTRONIC INC COM 585055106 158,901 2,984,053 SH   DFND 4,2,5 1,530,590 0 1,453,463
MEDTRONIC INC COM 585055106 46,756 878,054 SH   DFND 2,5 878,054 0 0
MEN'S WEARHOUSE INC/THE COM 587118100 129 3,800 SH   DFND 4,2,5 0 0 3,800
MENTOR GRAPHICS CORP COM 587200106 2,629 112,500 SH   DFND 4,2,5 92,300 0 20,200
MERCHANTS BANCSHARES INC COM 588448100 182 6,300 SH   DFND 4,2,5 6,300 0 0
MERCK & CO INC COM 58933Y105 78,676 1,652,547 SH   DFND 4,2,5 892,850 0 759,697
MERCK & CO INC COM 58933Y105 28,591 600,541 SH   DFND 2,5 600,541 0 0
METHANEX CORP COM 59151K108 725 14,100 SH   DFND 2,5 14,100 0 0
METHANEX CORP COM 59151K108 3,164 61,500 SH   DFND 4,2,5 51,600 0 9,900
METLIFE INC COM 59156R108 3,662 78,000 SH   DFND 4,2,5 70,100 0 7,900
MICROS SYSTEMS INC COM 594901100 3,245 64,969 SH   DFND 2,5 64,969 0 0
MICROSOFT CORP COM 594918104 32,150 965,168 SH   DFND 2,5 965,168 0 0
MICROSOFT CORP COM 594918104 177,027 5,314,530 SH   DFND 4,2,5 1,934,800 0 3,379,730
MICROCHIP TECHNOLOGY INC COM 595017104 6,699 166,264 SH   DFND 2,5 166,264 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3,917 2,500,000 PRN   DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 4,455 255,000 SH   DFND 2,5 255,000 0 0
MICRON TECHNOLOGY INC COM 595112103 189 10,800 SH   DFND 4,2,5 10,800 0 0
MINDRAY MEDICAL INTERNATIONAL LTD SPON ADR 602675100 23,683 608,974 SH   DFND 2,5 608,974 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,324 59,500 SH   DFND 4,2,5 9,100 0 50,400
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,204 143,938 SH   DFND 2,5 143,938 0 0
MOHAWK INDUSTRIES INC COM 608190104 33,550 257,580 SH   DFND 4,2,5 190,280 0 67,300
MOHAWK INDUSTRIES INC COM 608190104 24,500 188,100 SH   DFND 2,5 188,100 0 0
MOLSON COORS BREWING CO CL B 60871R209 5,419 108,100 SH   DFND 4,2,5 72,600 0 35,500
MOMENTA PHARMACEUTICALS INC COM 60877T100 5,528 384,183 SH   DFND 2,5 384,183 0 0
MONARCH CASINO & RESORT INC COM 609027107 613 32,280 SH   DFND 4,2,5 26,680 0 5,600
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 453 38,661 SH   DFND 4,2,5 31,913 0 6,748
MONDELEZ INTERNATIONAL INC CL A 609207105 5,270 167,736 SH   DFND 2,5 167,736 0 0
MONDELEZ INTERNATIONAL INC CL A 609207105 18,533 589,860 SH   DFND 4,2,5 113,700 0 476,160
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 740 37,800 SH   DFND 4,2,5 30,300 0 7,500
MONSANTO CO COM 61166W101 26,109 250,157 SH   DFND 2,5 250,157 0 0
MONSANTO CO COM 61166W101 3,966 38,000 SH   DFND 4,2,5 34,100 0 3,900
MONSTER BEVERAGE CORP COM 611740101 8,726 167,000 SH   DFND 2,5 167,000 0 0
MOODY'S CORP COM 615369105 22,705 322,830 SH   DFND 4,2,5 226,750 0 96,080
MOODY'S CORP COM 615369105 3,841 54,620 SH   DFND 2,5 54,620 0 0
MOOG INC CL A 615394202 1,209 20,600 SH   DFND 4,2,5 20,440 0 160
MORGAN STANLEY COM NEW 617446448 2,436 90,400 SH   DFND 4,2,5 78,600 0 11,800
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,048 70,000 SH   DFND 2,5 70,000 0 0
MOTOROLA INC COM NEW 620076307 368 6,200 SH   DFND 4,2,5 6,200 0 0
MURPHY OIL CORP COM 626717102 7,128 118,165 SH   DFND 4,2,5 68,800 0 49,365
MURPHY OIL CORP COM 626717102 183 3,039 SH   DFND 2,5 3,039 0 0
MYLAN INC/PA COM 628530107 15,175 397,551 SH   DFND 2,5 397,551 0 0
MYLAN INC/PA COM 628530107 32,346 847,410 SH   DFND 4,2,5 612,010 0 235,400
MYRIAD GENETICS INC COM 62855J104 4,060 172,753 SH   DFND 2,5 172,753 0 0
MYRIAD GENETICS INC COM 62855J104 2,150 91,500 SH   DFND 4,2,5 76,900 0 14,600
NCR CORP COM 62886E108 99 2,500 SH   DFND 2,5 2,500 0 0
NASB FINANCIAL INC COM 628968109 187 6,831 SH   DFND 4,2,5 5,252 0 1,579
NN INC COM 629337106 287 18,450 SH   DFND 4,2,5 14,000 0 4,450
NRG ENERGY INC COM NEW 629377508 2,235 81,760 SH   DFND 4,2,5 9,310 0 72,450
NRG ENERGY INC COM NEW 629377508 60 2,200 SH   DFND 2,5 2,200 0 0
NASDAQ OMX GROUP INC/THE COM 631103108 3,463 107,900 SH   DFND 4,2,5 105,700 0 2,200
NATIONAL OILWELL VARCO INC COM 637071101 9,207 117,877 SH   DFND 4,2,5 22,300 0 95,577
NATIONAL OILWELL VARCO INC COM 637071101 40,733 521,478 SH   DFND 2,5 521,478 0 0
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 706 3,500 SH   DFND 4,2,5 1,748 0 1,752
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 283 14,823 SH   DFND 4,2,5 8,731 0 6,092
NAVIGANT CONSULTING INC COM 63935N107 946 61,200 SH   DFND 4,2,5 49,400 0 11,800
NEENAH PAPER INC COM 640079109 616 15,683 SH   DFND 4,2,5 8,300 0 7,383
NEKTAR THERAPEUTICS COM 640268108 3,437 328,938 SH   DFND 2,5 328,938 0 0
NELNET INC CL A 64031N108 1,104 28,700 SH   DFND 4,2,5 23,300 0 5,400
NETAPP INC COM 64110D104 6,100 143,122 SH   DFND 2,5 143,122 0 0
NETAPP INC COM 64110D104 1,053 24,700 SH   DFND 4,2,5 0 0 24,700
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,195 282,223 SH   DFND 2,5 282,223 0 0
NEUSTAR INC CL A 64126X201 233 4,700 SH   DFND 4,2,5 1,100 0 3,600
NEVSUN RESOURCES LTD COM 64156L101 138 43,200 SH   DFND 4,2,5 25,900 0 17,300
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 61 4,526 SH   DFND 4,2,5 3,726 0 800
NEW MOUNTAIN FINANCE CORP COM 647551100 56 3,900 SH   DFND 4,2,5 3,200 0 700
NEW MOUNTAIN FINANCE CORP COM 647551100 46 3,200 SH   DFND 2,5 3,200 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 698 46,200 SH   DFND 2,5 46,200 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 1,345 89,000 SH   DFND 4,2,5 5,700 0 83,300
NEW YORK TIMES CO/THE CL A 650111107 480 38,191 SH   DFND 4,2,5 31,891 0 6,300
NEWELL RUBBERMAID INC COM 651229106 3,575 130,000 SH   DFND 4,2,5 130,000 0 0
NEWFIELD EXPLORATION CO COM 651290108 64 2,337 SH   DFND 2,5 2,337 0 0
NEWMONT MINING CORP COM 651639106 995 35,400 SH   DFND 4,2,5 0 0 35,400
NEWMONT MINING CORP COM 651639106 4,260 151,603 SH   DFND 2,5 151,603 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 3,798 300,000 SH   DFND 2,5 300,000 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 341 26,900 SH   DFND 4,2,5 22,500 0 4,400
FPL GROUP INC COM 65339F101 1,626 20,281 SH   DFND 2,5 20,281 0 0
FPL GROUP INC COM 65339F101 12,178 151,919 SH   DFND 4,2,5 28,300 0 123,619
NICHOLAS FINANCIAL INC COM NEW 65373J209 66 4,037 SH   DFND 4,2,5 4,037 0 0
NIKE INC CL B 654106103 8,216 113,100 SH   DFND 4,2,5 45,300 0 67,800
NIKE INC CL B 654106103 14,319 197,119 SH   DFND 2,5 197,119 0 0
NISOURCE INC COM 65473P105 15,105 488,978 SH   DFND 2,5 488,978 0 0
NISOURCE INC COM 65473P105 48,183 1,559,838 SH   DFND 4,2,5 1,015,830 0 544,008
NOBLE ENERGY INC COM 655044105 3,076 45,900 SH   DFND 4,2,5 19,200 0 26,700
NOBLE ENERGY INC COM 655044105 1,083 16,167 SH   DFND 2,5 16,167 0 0
NORDION INC COM 65563C105 159 18,500 SH   DFND 4,2,5 18,500 0 0
NORDSTROM INC COM 655664100 1,725 30,692 SH   DFND 4,2,5 0 0 30,692
NORFOLK SOUTHERN CORP COM 655844108 688 8,900 SH   DFND 2,5 8,900 0 0
NORFOLK SOUTHERN CORP COM 655844108 36,588 473,017 SH   DFND 4,2,5 30,600 0 442,417
NORTHEAST UTILITIES COM 664397106 34,418 834,370 SH   DFND 4,2,5 498,670 0 335,700
NORTHEAST UTILITIES COM 664397106 9,354 226,752 SH   DFND 2,5 226,752 0 0
NORTHERN TRUST CORP COM 665859104 2,159 39,690 SH   DFND 4,2,5 0 0 39,690
NORTHRIM BANCORP INC COM 666762109 259 10,766 SH   DFND 4,2,5 7,866 0 2,900
NORTHROP GRUMMAN CORP COM 666807102 85,845 901,168 SH   DFND 4,2,5 472,700 0 428,468
NORTHROP GRUMMAN CORP COM 666807102 18,833 197,700 SH   DFND 2,5 197,700 0 0
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 643 27,100 SH   DFND 4,2,5 22,493 0 4,607
NUVASIVE INC COM 670704105 3,612 147,493 SH   DFND 2,5 147,493 0 0
OGE ENERGY CORP COM 670837103 1,101 30,500 SH   DFND 4,2,5 0 0 30,500
OGE ENERGY CORP COM 670837103 410 11,370 SH   DFND 2,5 11,370 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 1,659 13,000 SH   DFND 4,2,5 1,500 0 11,500
O'REILLY AUTOMOTIVE INC COM 67103H107 20,968 164,342 SH   DFND 2,5 164,342 0 0
OASIS PETROLEUM INC COM 674215108 4,667 95,000 SH   DFND 2,5 95,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 16,774 179,324 SH   DFND 4,2,5 53,500 0 125,824
OCCIDENTAL PETROLEUM CORP COM 674599105 8,294 88,668 SH   DFND 2,5 88,668 0 0
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH   DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 18,441 227,000 SH   DFND 2,5 227,000 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 130 1,600 SH   DFND 4,2,5 1,600 0 0
OCWEN FINANCIAL CORP COM NEW 675746309 13,273 238,000 SH   DFND 2,5 238,000 0 0
OIL-DRI CORP OF AMERICA COM 677864100 225 6,661 SH   DFND 4,2,5 4,840 0 1,821
OIL STATES INTERNATIONAL INC COM 678026105 62 600 SH   DFND 4,2,5 0 0 600
OLD DOMINION FREIGHT LINE INC COM 679580100 2,667 57,980 SH   DFND 2,5 57,980 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 8,161 177,442 SH   DFND 4,2,5 154,882 0 22,560
OLIN CORP COM PAR $1 680665205 2,563 111,100 SH   DFND 4,2,5 73,900 0 37,200
OMNICARE INC COM 681904108 3,033 54,640 SH   DFND 2,5 54,640 0 0
OMNICARE INC COM 681904108 18,162 327,240 SH   DFND 4,2,5 238,240 0 89,000
OMNICOM GROUP INC COM 681919106 5,889 92,829 SH   DFND 4,2,5 0 0 92,829
OMNICOM GROUP INC NOTE 7/3 681919AV8 2,411 2,000,000 PRN   DFND 2,5 0 0 0
OMEGA PROTEIN CORP COM 68210P107 192 18,859 SH   DFND 4,2,5 17,659 0 1,200
ONE LIBERTY PROPERTIES INC COM 682406103 189 9,300 SH   DFND 4,2,5 8,700 0 600
ONEOK INC COM 682680103 837 15,701 SH   DFND 2,5 15,701 0 0
ONYX PHARMACEUTICALS INC COM 683399109 5,079 40,741 SH   DFND 2,5 40,741 0 0
OPEN TEXT CORP COM 683715106 7 100 SH   DFND 4,2,5 0 0 100
ORACLE CORP COM 68389X105 64,237 1,936,602 SH   DFND 2,5 1,936,602 0 0
ORACLE CORP COM 68389X105 194,480 5,863,120 SH   DFND 4,2,5 3,050,800 0 2,812,320
OPTIMER PHARMACEUTICALS INC COM 68401H104 6,461 512,816 SH   DFND 2,5 512,816 0 0
ORBITAL SCIENCES CORP COM 685564106 1,713 80,900 SH   DFND 4,2,5 56,300 0 24,600
OREXIGEN THERAPEUTICS INC COM 686164104 363 59,062 SH   DFND 2,5 59,062 0 0
OUTERWALL INC COM 690070107 878 17,566 SH   DFND 4,2,5 12,666 0 4,900
OWENS & MINOR INC COM 690732102 526 15,219 SH   DFND 4,2,5 10,309 0 4,910
OWENS CORNING COM 690742101 114 2,991 SH   DFND 2,5 2,991 0 0
PBF ENERGY INC CL A 69318G106 200 8,900 SH   DFND 4,2,5 8,900 0 0
PC CONNECTION INC COM 69318J100 786 52,073 SH   DFND 4,2,5 28,762 0 23,311
PCM INC COM 69323K100 298 32,034 SH   DFND 4,2,5 26,234 0 5,800
PDL BIOPHARMA INC COM 69329Y104 2,166 271,800 SH   DFND 4,2,5 132,900 0 138,900
PG&E CORP COM 69331C108 6,552 160,110 SH   DFND 4,2,5 0 0 160,110
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 10,071 139,000 SH   DFND 4,2,5 34,800 0 104,200
PPG INDUSTRIES INC COM 693506107 122,268 731,879 SH   DFND 4,2,5 445,120 0 286,759
PPG INDUSTRIES INC COM 693506107 34,000 203,520 SH   DFND 2,5 203,520 0 0
PPL CORP COM 69351T106 8,501 279,838 SH   DFND 4,2,5 0 0 279,838
PPL CORP COM 69351T106 474 15,611 SH   DFND 2,5 15,611 0 0
PVH CORP COM 693656100 13,087 110,263 SH   DFND 2,5 110,263 0 0
PTC INC COM 69370C100 3,696 130,000 SH   DFND 2,5 130,000 0 0
PACCAR INC COM 693718108 117 2,100 SH   DFND 4,2,5 0 0 2,100
PALO ALTO NETWORKS INC COM 697435105 2,795 61,000 SH   DFND 2,5 61,000 0 0
PAN AMERICAN SILVER CORP COM 697900108 11,600 1,095,911 SH   DFND 2,5 1,095,911 0 0
PAN AMERICAN SILVER CORP COM 697900108 39 3,700 SH   DFND 4,2,5 0 0 3,700
PANERA BREAD CO CL A 69840W108 264 1,663 SH   DFND 2,5 1,663 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 1,173 23,358 SH   DFND 4,2,5 15,490 0 7,868
PARK-OHIO HOLDINGS CORP COM 700666100 806 20,970 SH   DFND 4,2,5 17,100 0 3,870
PARKER HANNIFIN CORP COM 701094104 3,467 31,892 SH   DFND 4,2,5 0 0 31,892
PARKWAY PROPERTIES INC/MD COM 70159Q104 284 16,000 SH   DFND 2,5 16,000 0 0
PATRICK INDUSTRIES INC COM 703343103 853 28,400 SH   DFND 4,2,5 23,900 0 4,500
PATTERSON COS INC COM 703395103 548 13,625 SH   DFND 2,5 13,625 0 0
PAYCHEX INC COM 704326107 2,539 62,480 SH   DFND 4,2,5 0 0 62,480
PAYCHEX INC COM 704326107 770 18,949 SH   DFND 2,5 18,949 0 0
PEABODY ENERGY CORP COM 704549104 649 37,626 SH   DFND 2,5 37,626 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 1,772 61,713 SH   DFND 2,5 61,713 0 0
PEMBINA PIPELINE CORP COM 706327103 440 13,239 SH   DFND 2,5 13,239 0 0
PEMBINA PIPELINE CORP COM 706327103 820 24,700 SH   DFND 4,2,5 18,000 0 6,700
PENGROWTH ENERGY CORP COM 70706P104 720 122,100 SH   DFND 4,2,5 55,000 0 67,100
PENN VIRGINIA CORP COM 707882106 835 125,500 SH   DFND 4,2,5 100,800 0 24,700
PENN WEST PETROLEUM LTD COM 707887105 9,223 829,402 SH   DFND 2,5 829,402 0 0
PENN WEST PETROLEUM LTD COM 707887105 6,260 563,000 SH   DFND 4,2,5 465,800 0 97,200
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 1,085 58,000 SH   DFND 4,2,5 44,300 0 13,700
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 665 29,300 SH   DFND 4,2,5 17,600 0 11,700
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 286 6,700 SH   DFND 2,5 6,700 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2,113 49,446 SH   DFND 4,2,5 34,106 0 15,340
PEPCO HOLDINGS INC COM 713291102 635 34,379 SH   DFND 2,5 34,379 0 0
PEPSICO INC COM 713448108 13,272 166,948 SH   DFND 2,5 166,948 0 0
PEPSICO INC COM 713448108 39,045 491,132 SH   DFND 4,2,5 263,500 0 227,632
PERRIGO CO COM 714290103 1,036 8,400 SH   DFND 4,2,5 0 0 8,400
PETROCHINA CO LTD SPONSORED ADR 71646E100 12,036 109,466 SH   DFND 2,5 109,466 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 556 33,246 SH   DFND 2,5 33,246 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 556 33,246 SH   DFND 4,2,5 33,246 0 0
PETSMART INC COM 716768106 130 1,700 SH   DFND 4,2,5 1,700 0 0
PFIZER INC COM 717081103 272,085 9,472,051 SH   DFND 4,2,5 4,833,180 0 4,638,871
PFIZER INC COM 717081103 76,845 2,675,192 SH   DFND 2,5 2,675,192 0 0
PHARMERICA CORP COM 71714F104 1,108 83,500 SH   DFND 4,2,5 12,300 0 71,200
PHILIP MORRIS INTERNATIONAL INC COM 718172109 54,338 627,530 SH   DFND 4,2,5 310,100 0 317,430
PHILIP MORRIS INTERNATIONAL INC COM 718172109 13,850 159,946 SH   DFND 2,5 159,946 0 0
PHILLIPS 66 COM 718546104 610 10,543 SH   DFND 2,5 10,543 0 0
PHOTRONICS INC COM 719405102 525 67,000 SH   DFND 4,2,5 52,900 0 14,100
PIKE ELECTRIC CORP COM 721283109 54 4,800 SH   DFND 4,2,5 0 0 4,800
PINNACLE ENTERTAINMENT INC COM 723456109 639 25,500 SH   DFND 4,2,5 12,000 0 13,500
PINNACLE WEST CAPITAL CORP COM 723484101 766 13,986 SH   DFND 2,5 13,986 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1,494 27,300 SH   DFND 4,2,5 0 0 27,300
PIONEER NATURAL RESOURCES CO COM 723787107 12,346 65,390 SH   DFND 2,5 65,390 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,926 10,200 SH   DFND 4,2,5 9,200 0 1,000
PITNEY BOWES INC COM 724479100 628 34,500 SH   DFND 4,2,5 0 0 34,500
PLUM CREEK TIMBER CO INC COM 729251108 782 16,693 SH   DFND 2,5 16,693 0 0
POLARIS INDUSTRIES INC COM 731068102 25,554 197,814 SH   DFND 2,5 197,814 0 0
POLARIS INDUSTRIES INC COM 731068102 26,374 204,162 SH   DFND 4,2,5 173,244 0 30,918
POLYONE CORP COM 73179P106 302 9,837 SH   DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 241 5,882 SH   DFND 2,5 5,882 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH   DFND 2,5 1 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 1,290 45,700 SH   DFND 4,2,5 0 0 45,700
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 11,629 371,100 SH   DFND 4,2,5 41,600 0 329,500
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 981 31,300 SH   DFND 2,5 31,300 0 0
POWER INTEGRATIONS INC COM 739276103 6,281 116,000 SH   DFND 2,5 116,000 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1 37 SH   DFND 2,5 37 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 1 39 SH   DFND 2,5 39 0 0
PRAXAIR INC COM 74005P104 4,029 33,517 SH   DFND 2,5 33,517 0 0
PRAXAIR INC COM 74005P104 8,547 71,100 SH   DFND 4,2,5 19,800 0 51,300
PRECISION CASTPARTS CORP COM 740189105 2,182 9,600 SH   DFND 4,2,5 8,500 0 1,100
PRECISION CASTPARTS CORP COM 740189105 43,801 192,754 SH   DFND 2,5 192,754 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3 300 SH   DFND 4,2,5 0 0 300
PREFORMED LINE PRODUCTS CO COM 740444104 597 8,300 SH   DFND 4,2,5 6,703 0 1,597
PREMIER FINANCIAL BANCORP INC COM 74050M105 95 8,178 SH   DFND 4,2,5 7,778 0 400
PREMIERE GLOBAL SERVICES INC COM 740585104 594 59,600 SH   DFND 4,2,5 48,300 0 11,300
T ROWE PRICE GROUP INC COM 74144T108 7,307 101,588 SH   DFND 2,5 101,588 0 0
T ROWE PRICE GROUP INC COM 74144T108 1,833 25,480 SH   DFND 4,2,5 0 0 25,480
PRICELINE.COM INC COM NEW 741503403 14,488 14,331 SH   DFND 2,5 14,331 0 0
PRICELINE.COM INC COM NEW 741503403 7,784 7,700 SH   DFND 4,2,5 3,900 0 3,800
PRICELINE.COM INC DEBT 1.000% 3/1 741503AQ9 33,410 26,000,000 PRN   DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 25 500 SH   DFND 4,2,5 500 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 12,267 286,470 SH   DFND 2,5 286,470 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 39,452 921,340 SH   DFND 4,2,5 794,800 0 126,540
PROASSURANCE CORP COM 74267C106 189 4,200 SH   DFND 2,5 4,200 0 0
PROASSURANCE CORP COM 74267C106 2,956 65,594 SH   DFND 4,2,5 49,800 0 15,794
PROCTER & GAMBLE CO COM 742718109 27,102 358,534 SH   DFND 2,5 358,534 0 0
PROCTER & GAMBLE CO COM 742718109 92,788 1,227,520 SH   DFND 4,2,5 657,420 0 570,100
PROGRESSIVE CORP/THE COM 743315103 60 2,200 SH   DFND 4,2,5 0 0 2,200
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 1,943 75,300 SH   DFND 4,2,5 3,900 0 71,400
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 44 1,700 SH   DFND 2,5 1,700 0 0
PROLOGIS INC COM 74340W103 4,220 112,174 SH   DFND 2,5 112,174 0 0
PROLOGIS INC COM 74340W103 2,928 77,824 SH   DFND 4,2,5 77,824 0 0
PROOFPOINT INC COM 743424103 2,891 90,000 SH   DFND 2,5 90,000 0 0
PROTECTIVE LIFE CORP COM 743674103 707 16,620 SH   DFND 4,2,5 7,650 0 8,970
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 5 300 SH   DFND 4,2,5 0 0 300
PRUDENTIAL FINANCIAL INC COM 744320102 2,394 30,700 SH   DFND 4,2,5 27,400 0 3,300
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 276 8,392 SH   DFND 2,5 8,392 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 6,052 183,770 SH   DFND 4,2,5 6,400 0 177,370
PUBLIC STORAGE COM 74460D109 6,229 38,795 SH   DFND 4,2,5 38,695 0 100
PUBLIC STORAGE COM 74460D109 5,169 32,196 SH   DFND 2,5 32,196 0 0
PULASKI FINANCIAL CORP COM 745548107 441 42,800 SH   DFND 4,2,5 35,300 0 7,500
QEP RESOURCES INC COM 74733V100 3,456 124,800 SH   DFND 4,2,5 124,800 0 0
QEP RESOURCES INC COM 74733V100 86 3,104 SH   DFND 2,5 3,104 0 0
QUALCOMM INC COM 747525103 80,532 1,195,548 SH   DFND 2,5 1,195,548 0 0
QUALCOMM INC COM 747525103 45,748 679,161 SH   DFND 4,2,5 276,100 0 403,061
QUALYS INC COM 74758T303 4,962 232,000 SH   DFND 2,5 232,000 0 0
QUANTA SERVICES INC COM 74762E102 39,027 1,418,658 SH   DFND 2,5 1,418,658 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,872 62,671 SH   DFND 4,2,5 0 0 62,671
QUESTCOR PHARMACEUTICALS INC COM 74835Y101 3,313 57,123 SH   DFND 2,5 57,123 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 4,033 89,860 SH   DFND 2,5 89,860 0 0
RLJ LODGING TRUST COM 74965L101 510 21,700 SH   DFND 4,2,5 10,400 0 11,300
RADISYS CORP COM 750459109 299 93,220 SH   DFND 4,2,5 79,700 0 13,520
RALPH LAUREN CORP CL A 751212101 1,137 6,900 SH   DFND 4,2,5 800 0 6,100
RALPH LAUREN CORP CL A 751212101 1,399 8,493 SH   DFND 2,5 8,493 0 0
RANGE RESOURCES CORP COM 75281A109 5,146 67,813 SH   DFND 2,5 67,813 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,217 29,199 SH   DFND 2,5 29,199 0 0
RAYONIER INC COM 754907103 839 15,069 SH   DFND 2,5 15,069 0 0
RAYTHEON CO COM NEW 755111507 14,990 194,500 SH   DFND 2,5 194,500 0 0
RAYTHEON CO COM NEW 755111507 71,290 925,008 SH   DFND 4,2,5 542,360 0 382,648
READING INTERNATIONAL INC CL A 755408101 210 31,931 SH   DFND 4,2,5 22,260 0 9,671
RED HAT INC COM 756577102 6,376 138,183 SH   DFND 2,5 138,183 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 1,145 16,100 SH   DFND 4,2,5 12,700 0 3,400
REGAL-BELOIT CORP COM 758750103 207 3,048 SH   DFND 2,5 3,048 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 8,239 434,090 SH   DFND 4,2,5 361,500 0 72,590
REGAL ENTERTAINMENT GROUP CL A 758766109 2,782 146,600 SH   DFND 2,5 146,600 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 24,074 76,946 SH   DFND 2,5 76,946 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 3,410 10,900 SH   DFND 4,2,5 5,300 0 5,600
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 435 6,499 SH   DFND 2,5 6,499 0 0
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 0 6 SH   DFND 4,2,5 0 0 6
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 779 51,400 SH   DFND 4,2,5 41,900 0 9,500
REPLIGEN CORP COM 759916109 17 1,500 SH   DFND 4,2,5 0 0 1,500
RENT-A-CENTER INC/TX COM 76009N100 10,368 272,133 SH   DFND 4,2,5 0 0 272,133
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 747 62,800 SH   DFND 4,2,5 48,800 0 14,000
REPUBLIC BANCORP INC/KY CL A 760281204 1,741 63,204 SH   DFND 4,2,5 12,969 0 50,235
REPUBLIC SERVICES INC COM 760759100 2,402 72,000 SH   DFND 4,2,5 4,300 0 67,700
RESPONSYS INC COM 761248103 3,878 235,000 SH   DFND 2,5 235,000 0 0
REVLON INC CL A NEW 761525609 936 33,700 SH   DFND 4,2,5 25,300 0 8,400
REX ENERGY CORP COM 761565100 3,345 150,000 SH   DFND 2,5 150,000 0 0
REYNOLDS AMERICAN INC COM 761713106 30,821 631,828 SH   DFND 4,2,5 439,920 0 191,908
REYNOLDS AMERICAN INC COM 761713106 11,402 233,734 SH   DFND 2,5 233,734 0 0
ROCK TENN CO CL A 772739207 25,783 254,600 SH   DFND 4,2,5 194,000 0 60,600
ROCK TENN CO CL A 772739207 10,618 104,850 SH   DFND 2,5 104,850 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,496 13,990 SH   DFND 4,2,5 0 0 13,990
ROCKWELL AUTOMATION INC COM 773903109 5,794 54,177 SH   DFND 2,5 54,177 0 0
ROCKWELL COLLINS INC COM 774341101 6,262 92,281 SH   DFND 4,2,5 0 0 92,281
ROGERS COMMUNICATIONS INC CL B 775109200 108 2,500 SH   DFND 2,5 2,500 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 10,246 237,800 SH   DFND 4,2,5 2,500 0 235,300
ROPER INDUSTRIES INC COM 776696106 4,450 33,489 SH   DFND 2,5 33,489 0 0
ROPER INDUSTRIES INC COM 776696106 2,389 17,977 SH   DFND 4,2,5 0 0 17,977
ROSETTA RESOURCES INC COM 777779307 2,995 55,000 SH   DFND 2,5 55,000 0 0
ROSS STORES INC COM 778296103 2,432 33,400 SH   DFND 4,2,5 0 0 33,400
ROVI CORP COM 779376102 75 3,900 SH   DFND 4,2,5 0 0 3,900
ROYAL BANK OF CANADA COM 780087102 51,065 795,300 SH   DFND 4,2,5 342,200 0 453,100
ROYAL BANK OF CANADA COM 780087102 19,342 301,232 SH   DFND 2,5 301,232 0 0
RYDER SYSTEM INC COM 783549108 6,308 105,670 SH   DFND 2,5 105,670 0 0
RYDER SYSTEM INC COM 783549108 26,141 437,878 SH   DFND 4,2,5 303,230 0 134,648
RYLAND GROUP INC/THE COM 783764103 292 7,200 SH   DFND 4,2,5 0 0 7,200
SK TELECOM CO LTD SPONSORED ADR 78440P108 1,320 58,147 SH   DFND 2,5 58,147 0 0
SL GREEN REALTY CORP COM 78440X101 1,253 14,100 SH   DFND 2,5 14,100 0 0
SM ENERGY CO COM 78454L100 4,245 55,000 SH   DFND 2,5 55,000 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 10,298 61,292 SH   DFND 2,5 61,292 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 1 7 SH   DFND 2,5 7 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 1,956 50,924 SH   DFND 1,2,5,3 50,924 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 3,058 40,709 SH   DFND 1,2,5,3 40,709 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 EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,491 32,780 SH   DFND 1,2,5,3 32,780 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 8,738 219,305 SH   DFND 1,2,5,3 219,305 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,697 23,094 SH   DFND 1,2,5,3 23,094 0 0
SWS GROUP INC COM 78503N107 4 700 SH   DFND 4,2,5 0 0 700
SABRA HEALTH CARE REIT INC COM 78573L106 483 21,000 SH   DFND 2,5 21,000 0 0
SAFEWAY INC COM NEW 786514208 15,615 488,135 SH   DFND 2,5 488,135 0 0
SAFEWAY INC COM NEW 786514208 56,456 1,764,815 SH   DFND 4,2,5 1,188,815 0 576,000
SAIA INC COM 78709Y105 953 30,561 SH   DFND 4,2,5 24,000 0 6,561
ST JUDE MEDICAL INC COM 790849103 11,470 213,829 SH   DFND 4,2,5 4,500 0 209,329
ST JUDE MEDICAL INC COM 790849103 7,429 138,493 SH   DFND 2,5 138,493 0 0
SALESFORCE.COM INC COM 79466L302 49,076 945,412 SH   DFND 2,5 945,412 0 0
SALESFORCE.COM INC COM 79466L302 2,118 40,800 SH   DFND 4,2,5 37,600 0 3,200
SALIX PHARMACEUTICALS LTD COM 795435106 13,538 202,427 SH   DFND 2,5 202,427 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 3,681 3,000,000 PRN   DFND 2,5 0 0 0
SANCHEZ ENERGY CORP COM 79970Y105 2,641 100,000 SH   DFND 2,5 100,000 0 0
SANDERSON FARMS INC COM 800013104 5,083 77,912 SH   DFND 4,2,5 23,100 0 54,812
SANDERSON FARMS INC COM 800013104 678 10,400 SH   DFND 2,5 10,400 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 3,306 2,500,000 PRN   DFND 2,5 0 0 0
JOHN B SANFILIPPO & SON INC COM 800422107 686 29,600 SH   DFND 4,2,5 24,300 0 5,300
SCANA CORP COM 80589M102 8,435 183,200 SH   DFND 4,2,5 100,170 0 83,030
SCANA CORP COM 80589M102 994 21,584 SH   DFND 2,5 21,584 0 0
SCANSOURCE INC COM 806037107 609 17,600 SH   DFND 4,2,5 14,640 0 2,960
HENRY SCHEIN INC COM 806407102 2,000 19,290 SH   DFND 4,2,5 2,800 0 16,490
HENRY SCHEIN INC COM 806407102 1,138 10,975 SH   DFND 2,5 10,975 0 0
SCHLUMBERGER LTD COM 806857108 22,681 256,694 SH   DFND 4,2,5 200,100 0 56,594
SCHLUMBERGER LTD COM 806857108 25,885 292,952 SH   DFND 2,5 292,952 0 0
CHARLES SCHWAB CORP/THE COM 808513105 1,321 62,500 SH   DFND 4,2,5 54,500 0 8,000
CHARLES SCHWAB CORP/THE COM 808513105 2,861 135,318 SH   DFND 2,5 135,318 0 0
SCHWEITZER-MAUDUIT INTERNATIONAL INC COM 808541106 5,733 94,718 SH   DFND 4,2,5 0 0 94,718
SEABOARD CORP COM 811543107 1,360 495 SH   DFND 4,2,5 0 0 495
SEATTLE GENETICS INC COM 812578102 11,657 265,950 SH   DFND 2,5 265,950 0 0
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 60,575 1,890,600 SH   DFND 1,2,5,3 1,890,600 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 893 34,600 SH   DFND 4,2,5 26,500 0 8,100
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 5,381 666,730 SH   DFND 4,2,5 61,030 0 605,700
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 125 15,430 SH   DFND 2,5 15,430 0 0
SEMGROUP CORP CL A 81663A105 3,934 69,000 SH   DFND 2,5 69,000 0 0
SEMPRA ENERGY COM 816851109 7,714 90,121 SH   DFND 4,2,5 0 0 90,121
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 350 15,000 SH   DFND 2,5 15,000 0 0
SERVICE CORP INTERNATIONAL/US COM 817565104 5,962 320,200 SH   DFND 2,5 320,200 0 0
SERVICE CORP INTERNATIONAL/US COM 817565104 29,584 1,588,856 SH   DFND 4,2,5 765,500 0 823,356
SERVICENOW INC COM 81762P102 16,988 327,000 SH   DFND 2,5 327,000 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,064 260,600 SH   DFND 2,5 260,600 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 15,489 665,600 SH   DFND 4,2,5 418,100 0 247,500
SHERWIN-WILLIAMS CO/THE COM 824348106 2,259 12,400 SH   DFND 4,2,5 0 0 12,400
SIGMA-ALDRICH CORP COM 826552101 1,749 20,500 SH   DFND 4,2,5 0 0 20,500
SILVER STANDARD RESOURCES INC COM 82823L106 9,256 1,498,237 SH   DFND 2,5 1,498,237 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 180 29,100 SH   DFND 4,2,5 26,400 0 2,700
SILVER WHEATON CORP COM 828336107 55 2,200 SH   DFND 4,2,5 0 0 2,200
SILVER WHEATON CORP COM 828336107 17,291 696,450 SH   DFND 2,5 696,450 0 0
SILVERCORP METALS INC COM 82835P103 7,385 2,259,386 SH   DFND 2,5 2,259,386 0 0
SIMON PROPERTY GROUP INC COM 828806109 13,459 90,800 SH   DFND 4,2,5 90,800 0 0
SIMON PROPERTY GROUP INC COM 828806109 13,309 89,788 SH   DFND 2,5 89,788 0 0
SKYWEST INC COM 830879102 932 64,200 SH   DFND 4,2,5 48,800 0 15,400
SKYWORKS SOLUTIONS INC COM 83088M102 15,474 622,945 SH   DFND 2,5 622,945 0 0
SMITH & WESSON HOLDING CORP COM 831756101 533 48,500 SH   DFND 4,2,5 33,600 0 14,900
AO SMITH CORP COM 831865209 1,365 30,200 SH   DFND 4,2,5 27,700 0 2,500
JM SMUCKER CO/THE COM NEW 832696405 51,446 489,780 SH   DFND 4,2,5 369,260 0 120,520
JM SMUCKER CO/THE COM NEW 832696405 17,645 167,982 SH   DFND 2,5 167,982 0 0
SNAP-ON INC COM 833034101 3,244 32,600 SH   DFND 4,2,5 32,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 156 5,100 SH   DFND 4,2,5 5,100 0 0
SONOCO PRODUCTS CO COM 835495102 226 5,800 SH   DFND 4,2,5 0 0 5,800
SOUTHERN CO/THE COM 842587107 14,830 360,130 SH   DFND 4,2,5 49,800 0 310,330
SOUTHERN CO/THE COM 842587107 669 16,242 SH   DFND 2,5 16,242 0 0
SOUTHERN MISSOURI BANCORP INC COM 843380106 13 500 SH   DFND 4,2,5 400 0 100
SOUTHWEST AIRLINES CO COM 844741108 39,412 2,706,890 SH   DFND 4,2,5 2,363,260 0 343,630
SOUTHWEST AIRLINES CO COM 844741108 14,921 1,024,820 SH   DFND 2,5 1,024,820 0 0
SOUTHWEST GAS CORP COM 844895102 730 14,600 SH   DFND 4,2,5 0 0 14,600
SOUTHWESTERN ENERGY CO COM 845467109 4,358 119,782 SH   DFND 4,2,5 0 0 119,782
SOUTHWESTERN ENERGY CO COM 845467109 2,221 61,043 SH   DFND 2,5 61,043 0 0
SPARTAN STORES INC COM 846822104 3,392 153,746 SH   DFND 4,2,5 0 0 153,746
SPECTRA ENERGY CORP COM 847560109 2,938 85,831 SH   DFND 2,5 85,831 0 0
SPECTRA ENERGY CORP COM 847560109 5,532 161,600 SH   DFND 4,2,5 2,400 0 159,200
SPECTRANETICS CORP COM 84760C107 3,028 180,475 SH   DFND 2,5 180,475 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 72 1,100 SH   DFND 4,2,5 0 0 1,100
SPEEDWAY MOTORSPORTS INC COM 847788106 169 9,466 SH   DFND 4,2,5 0 0 9,466
SPIRIT AIRLINES INC COM 848577102 463 13,500 SH   DFND 4,2,5 13,500 0 0
SPLUNK INC COM 848637104 11,708 195,000 SH   DFND 2,5 195,000 0 0
STANDARD MOTOR PRODUCTS INC COM 853666105 248 7,700 SH   DFND 4,2,5 4,950 0 2,750
STANDARD PARKING CORP COM 853790103 393 14,600 SH   DFND 4,2,5 13,700 0 900
STANLEY BLACK & DECKER INC COM 854502101 3,603 39,776 SH   DFND 4,2,5 0 0 39,776
STANTEC INC COM 85472N109 31 600 SH   DFND 4,2,5 600 0 0
STAPLES INC COM 855030102 5,999 409,470 SH   DFND 2,5 409,470 0 0
STAPLES INC COM 855030102 28,853 1,969,464 SH   DFND 4,2,5 1,337,460 0 632,004
STARBUCKS CORP COM 855244109 8,243 107,100 SH   DFND 4,2,5 52,800 0 54,300
STARBUCKS CORP COM 855244109 45,388 589,689 SH   DFND 2,5 589,689 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 3,790 57,037 SH   DFND 2,5 57,037 0 0
STATE STREET CORP COM 857477103 6,446 98,033 SH   DFND 2,5 98,033 0 0
STATE STREET CORP COM 857477103 9,417 143,221 SH   DFND 4,2,5 28,500 0 114,721
STEPAN CO COM 858586100 46 800 SH   DFND 4,2,5 0 0 800
STERICYCLE INC COM 858912108 1,707 14,789 SH   DFND 4,2,5 0 0 14,789
STERICYCLE INC COM 858912108 15,150 131,282 SH   DFND 2,5 131,282 0 0
STONE ENERGY CORP COM 861642106 1,784 55,000 SH   DFND 4,2,5 44,100 0 10,900
STONERIDGE INC COM 86183P102 11 1,000 SH   DFND 4,2,5 0 0 1,000
STRATTEC SECURITY CORP COM 863111100 196 5,101 SH   DFND 4,2,5 4,210 0 891
STRYKER CORP COM 863667101 2,325 34,400 SH   DFND 2,5 34,400 0 0
STRYKER CORP COM 863667101 6,610 97,800 SH   DFND 4,2,5 0 0 97,800
SUN LIFE FINANCIAL INC COM 866796105 192 6,000 SH   DFND 4,2,5 1,400 0 4,600
SUNCOR ENERGY INC COM 867224107 4,253 118,712 SH   DFND 2,5 118,712 0 0
SUNCOR ENERGY INC COM 867224107 18,295 510,590 SH   DFND 4,2,5 126,400 0 384,190
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 1,994 30,000 SH   DFND 2,5 30,000 0 0
SUNOPTA INC COM 8676EP108 127 13,100 SH   DFND 4,2,5 13,100 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 1,212 95,100 SH   DFND 4,2,5 92,600 0 2,500
SUNTRUST BANKS INC COM 867914103 1,779 54,860 SH   DFND 4,2,5 0 0 54,860
SUPERIOR ENERGY SERVICES INC COM 868157108 115 4,600 SH   DFND 2,5 4,600 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 6,866 274,200 SH   DFND 4,2,5 138,100 0 136,100
SWIFT ENERGY CO COM 870738101 596 52,200 SH   DFND 4,2,5 42,400 0 9,800
SWIFT TRANSPORTATION CO CL A 87074U101 5,540 274,400 SH   DFND 4,2,5 221,500 0 52,900
SWIFT TRANSPORTATION CO CL A 87074U101 1,757 87,000 SH   DFND 2,5 87,000 0 0
SYKES ENTERPRISES INC COM 871237103 445 24,822 SH   DFND 4,2,5 22,600 0 2,222
SYMANTEC CORP COM 871503108 14,361 580,250 SH   DFND 2,5 580,250 0 0
SYMANTEC CORP COM 871503108 42,479 1,716,335 SH   DFND 4,2,5 1,365,720 0 350,615
SYMMETRY MEDICAL INC COM 871546206 15 1,800 SH   DFND 4,2,5 0 0 1,800
SYNAPTICS INC COM 87157D109 1,674 37,800 SH   DFND 4,2,5 30,100 0 7,700
SYNAGEVA BIOPHARMA CORP COM 87159A103 6,519 102,966 SH   DFND 2,5 102,966 0 0
SYNOPSYS INC COM 871607107 6,349 168,400 SH   DFND 4,2,5 133,100 0 35,300
SYNOPSYS INC COM 871607107 313 8,302 SH   DFND 2,5 8,302 0 0
SYNNEX CORP COM 87162W100 2,151 35,000 SH   DFND 4,2,5 0 0 35,000
SYSCO CORP COM 871829107 730 22,920 SH   DFND 2,5 22,920 0 0
SYSCO CORP COM 871829107 3,761 118,158 SH   DFND 4,2,5 0 0 118,158
TD AMERITRADE HOLDING CORP COM 87236Y108 6,653 254,121 SH   DFND 2,5 254,121 0 0
TESSCO TECHNOLOGIES INC COM 872386107 428 12,700 SH   DFND 4,2,5 9,300 0 3,400
TCP CAPITAL CORP COM 87238Q103 13,740 847,115 SH   DFND 2,5 847,115 0 0
TJX COS INC COM 872540109 10,139 179,800 SH   DFND 4,2,5 50,700 0 129,100
TJX COS INC COM 872540109 46,460 823,906 SH   DFND 2,5 823,906 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 6,672 93,568 SH   DFND 2,5 93,568 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 24,512 343,733 SH   DFND 4,2,5 93,020 0 250,713
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 22,527 1,328,258 SH   DFND 2,5 1,328,258 0 0
TALISMAN ENERGY INC COM 87425E103 1,008 87,697 SH   DFND 2,5 87,697 0 0
TALISMAN ENERGY INC COM 87425E103 1,925 167,400 SH   DFND 4,2,5 91,700 0 75,700
TANGER FACTORY OUTLET CENTERS COM 875465106 1,107 33,900 SH   DFND 2,5 33,900 0 0
TARGET CORP COM 87612E106 345 5,400 SH   DFND 2,5 5,400 0 0
TARGET CORP COM 87612E106 15,663 244,813 SH   DFND 4,2,5 48,200 0 196,613
TARGA RESOURCES CORP COM 87612G101 2,772 38,000 SH   DFND 2,5 38,000 0 0
TECH DATA CORP COM 878237106 94 1,875 SH   DFND 4,2,5 0 0 1,875
TECHNE CORP COM 878377100 2,182 27,250 SH   DFND 2,5 27,250 0 0
TECK RESOURCES LTD CL B 878742204 119 4,406 SH   DFND 2,5 4,406 0 0
TECK RESOURCES LTD CL B 878742204 2,752 102,200 SH   DFND 4,2,5 0 0 102,200
TELENAV INC COM 879455103 17 2,960 SH   DFND 4,2,5 0 0 2,960
TELUS CORP COM 87971M103 2,265 68,194 SH   DFND 2,5 68,194 0 0
TENARIS SA SPONSORED ADR 88031M109 2,327 49,742 SH   DFND 2,5 49,742 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 238 5,789 SH   DFND 2,5 5,789 0 0
TERADATA CORP COM 88076W103 593 10,700 SH   DFND 4,2,5 0 0 10,700
TERADATA CORP COM 88076W103 9,062 163,456 SH   DFND 2,5 163,456 0 0
TERADYNE INC COM 880770102 3,403 206,000 SH   DFND 2,5 206,000 0 0
TEREX CORP COM 880779103 3,649 108,600 SH   DFND 4,2,5 89,500 0 19,100
TERNIUM SA SPON ADR 880890108 360 15,000 SH   DFND 2,5 15,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 5,114 127,000 SH   DFND 2,5 127,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 6,137 152,400 SH   DFND 4,2,5 63,900 0 88,500
TEXAS ROADHOUSE INC COM 882681109 641 24,400 SH   DFND 4,2,5 21,200 0 3,200
THERAVANCE INC COM 88338T104 6,923 169,320 SH   DFND 2,5 169,320 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 13,734 149,043 SH   DFND 2,5 149,043 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 31,092 337,404 SH   DFND 4,2,5 95,245 0 242,159
THOMPSON CREEK METALS CO INC COM 884768102 209 58,200 SH   DFND 4,2,5 58,200 0 0
THOMSON REUTERS CORP COM 884903105 505 14,400 SH   DFND 2,5 14,400 0 0
THOMSON REUTERS CORP COM 884903105 95 2,700 SH   DFND 4,2,5 0 0 2,700
THOR INDUSTRIES INC COM 885160101 2,021 34,820 SH   DFND 4,2,5 24,820 0 10,000
3M CO COM 88579Y101 16,260 136,168 SH   DFND 2,5 136,168 0 0
3M CO COM 88579Y101 22,197 185,890 SH   DFND 4,2,5 46,770 0 139,120
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 1,177 253,087 SH   DFND 2,5 253,087 0 0
TIBCO SOFTWARE INC COM 88632Q103 4,376 171,000 SH   DFND 2,5 171,000 0 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 88632QAB9 2,031 2,000,000 PRN   DFND 2,5 0 0 0
TIM HORTONS INC COM 88706M103 1,441 24,800 SH   DFND 4,2,5 0 0 24,800
TIM PARTICIPACOES SA SPONSORED ADR 88706P205 55 2,352 SH   DFND 2,5 2,352 0 0
TIME WARNER INC COM NEW 887317303 480 7,300 SH   DFND 2,5 7,300 0 0
TIME WARNER INC COM NEW 887317303 25,205 383,000 SH   DFND 4,2,5 204,400 0 178,600
TIME WARNER CABLE INC COM 88732J207 42,045 376,750 SH   DFND 4,2,5 18,300 0 358,450
TIME WARNER CABLE INC COM 88732J207 312 2,800 SH   DFND 2,5 2,800 0 0
TOLL BROTHERS INC COM 889478103 52 1,590 SH   DFND 2,5 1,590 0 0
TORCHMARK CORP COM 891027104 3,560 49,200 SH   DFND 4,2,5 44,500 0 4,700
TORONTO-DOMINION BANK COM NEW 891160509 14,740 163,371 SH   DFND 2,5 163,371 0 0
TORONTO-DOMINION BANK COM NEW 891160509 37,975 420,900 SH   DFND 4,2,5 105,100 0 315,800
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 864 66,592 SH   DFND 4,2,5 54,700 0 11,892
TRACTOR SUPPLY CO COM 892356106 42,266 629,236 SH   DFND 2,5 629,236 0 0
TRACTOR SUPPLY CO COM 892356106 793 11,800 SH   DFND 4,2,5 0 0 11,800
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 116 25,000 SH   DFND 4,2,5 23,600 0 1,400
TRANSCANADA CORP COM 89353D107 2,401 54,550 SH   DFND 2,5 54,550 0 0
TRANSCANADA CORP COM 89353D107 13,706 311,350 SH   DFND 4,2,5 79,050 0 232,300
TRANSDIGM GROUP INC COM 893641100 15,185 109,479 SH   DFND 2,5 109,479 0 0
TRANSGLOBE ENERGY CORP COM 893662106 282 35,900 SH   DFND 4,2,5 32,500 0 3,400
TRAVELERS COS INC/THE COM 89417E109 4,001 47,196 SH   DFND 4,2,5 26,200 0 20,996
TRAVELERS COS INC/THE COM 89417E109 10,085 118,966 SH   DFND 2,5 118,966 0 0
TREX CO INC COM 89531P105 1,114 22,500 SH   DFND 4,2,5 15,100 0 7,400
TRINITY INDUSTRIES INC COM 896522109 2,041 45,000 SH   DFND 2,5 45,000 0 0
TRIUMPH GROUP INC COM 896818101 12,842 182,881 SH   DFND 4,2,5 9,810 0 173,071
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 6,613 197,400 SH   DFND 4,2,5 137,100 0 60,300
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 2,160 64,465 SH   DFND 2,5 64,465 0 0
TYSON FOODS INC CL A 902494103 60,062 2,123,833 SH   DFND 4,2,5 1,146,186 0 977,647
TYSON FOODS INC CL A 902494103 14,721 520,546 SH   DFND 2,5 520,546 0 0
TYSON FOODS INC NOTE 3.250%10/1 902494AP8 3,424 2,000,000 PRN   DFND 2,5 0 0 0
UFP TECHNOLOGIES INC COM 902673102 182 8,000 SH   DFND 4,2,5 7,330 0 670
UGI CORP COM 902681105 219 5,600 SH   DFND 4,2,5 0 0 5,600
US BANCORP COM NEW 902973304 26,948 736,684 SH   DFND 4,2,5 125,500 0 611,184
US BANCORP COM NEW 902973304 18,138 495,852 SH   DFND 2,5 495,852 0 0
USANA HEALTH SCIENCES INC COM 90328M107 382 4,400 SH   DFND 4,2,5 2,600 0 1,800
USA MOBILITY INC COM 90341G103 532 37,537 SH   DFND 4,2,5 0 0 37,537
US AIRWAYS GROUP INC COM 90341W108 10,102 532,800 SH   DFND 4,2,5 416,800 0 116,000
US AIRWAYS GROUP INC COM 90341W108 1,733 91,400 SH   DFND 2,5 91,400 0 0
US SILICA HOLDINGS INC COM 90346E103 623 25,000 SH   DFND 2,5 25,000 0 0
US SILICA HOLDINGS INC COM 90346E103 742 29,800 SH   DFND 4,2,5 24,200 0 5,600
ULTA SALON COSMETICS & FRAGRANCE INC COM 90384S303 7,287 61,000 SH   DFND 2,5 61,000 0 0
ULTRA PETROLEUM CORP COM 903914109 52 2,526 SH   DFND 2,5 2,526 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 2,215 90,069 SH   DFND 2,5 90,069 0 0
UNIFIRST CORP/MA COM 904708104 1,817 17,400 SH   DFND 4,2,5 14,100 0 3,300
UNION PACIFIC CORP COM 907818108 41,981 270,250 SH   DFND 2,5 270,250 0 0
UNION PACIFIC CORP COM 907818108 134,759 867,511 SH   DFND 4,2,5 480,320 0 387,191
UNIT CORP COM 909218109 2,143 46,100 SH   DFND 4,2,5 39,200 0 6,900
UNITED ONLINE INC COM 911268100 5,548 695,274 SH   DFND 4,2,5 83,400 0 611,874
UNITED PARCEL SERVICE INC CL B 911312106 4,056 44,390 SH   DFND 2,5 44,390 0 0
UNITED PARCEL SERVICE INC CL B 911312106 12,638 138,312 SH   DFND 4,2,5 49,900 0 88,412
UNITED RENTALS INC COM 911363109 6,441 110,502 SH   DFND 2,5 110,502 0 0
UNITED STATIONERS INC COM 913004107 3,128 71,900 SH   DFND 4,2,5 38,600 0 33,300
UNITED TECHNOLOGIES CORP COM 913017109 67,347 624,620 SH   DFND 4,2,5 369,920 0 254,700
UNITED TECHNOLOGIES CORP COM 913017109 18,694 173,386 SH   DFND 2,5 173,386 0 0
UNITED THERAPEUTICS CORP COM 91307C102 16,629 210,900 SH   DFND 4,2,5 142,100 0 68,800
UNITED THERAPEUTICS CORP COM 91307C102 5,441 69,000 SH   DFND 2,5 69,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 113,480 1,584,688 SH   DFND 4,2,5 1,074,630 0 510,058
UNITEDHEALTH GROUP INC COM 91324P102 65,405 913,349 SH   DFND 2,5 913,349 0 0
UNIVERSAL CORP/VA COM 913456109 694 13,636 SH   DFND 4,2,5 0 0 13,636
UNIVERSAL DISPLAY CORP COM 91347P105 3,331 104,000 SH   DFND 2,5 104,000 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1,124 26,700 SH   DFND 4,2,5 18,000 0 8,700
UNIVERSAL HEALTH SERVICES INC CL B 913903100 43,320 577,681 SH   DFND 4,2,5 390,875 0 186,806
UNIVERSAL HEALTH SERVICES INC CL B 913903100 12,758 170,135 SH   DFND 2,5 170,135 0 0
VF CORP COM 918204108 199 1,000 SH   DFND 2,5 1,000 0 0
VF CORP COM 918204108 14,670 73,700 SH   DFND 4,2,5 46,600 0 27,100
VOXX INTERNATIONAL CORP CL A 91829F104 61 4,471 SH   DFND 4,2,5 4,471 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 852 29,500 SH   DFND 4,2,5 20,500 0 9,000
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 3,051 29,200 SH   DFND 4,2,5 11,500 0 17,700
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 25,790 246,827 SH   DFND 2,5 246,827 0 0
VALE SA ADR REPSTG PFD 91912E204 2,125 149,514 SH   DFND 2,5 149,514 0 0
VALE SA ADR REPSTG PFD 91912E204 548 38,584 SH   DFND 4,2,5 38,584 0 0
VALERO ENERGY CORP COM 91913Y100 113 3,300 SH   DFND 4,2,5 0 0 3,300
VALERO ENERGY CORP COM 91913Y100 321 9,410 SH   DFND 2,5 9,410 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 57,617 1,455,700 SH   DFND 1,2,5,3 1,455,700 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 345 8,600 SH   DFND 1,2,5,3 8,600 0 0
VANGUARD FTSE PACIFIC ETF MEGA CAP GRO ETF 922042866 267 4,400 SH   DFND 1,2,5,3 4,400 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 392 7,200 SH   DFND 1,2,5,3 7,200 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 49,437 612,600 SH   DFND 1,2,5,3 612,600 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 5,455 73,002 SH   DFND 2,5 73,002 0 0
VECTREN CORP COM 92240G101 207 6,200 SH   DFND 2,5 6,200 0 0
VECTREN CORP COM 92240G101 6,960 208,699 SH   DFND 4,2,5 44,100 0 164,599
VENTAS INC COM 92276F100 4,082 66,375 SH   DFND 2,5 66,375 0 0
VENTAS INC COM 92276F100 4,382 71,250 SH   DFND 4,2,5 71,250 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 52,521 717,200 SH   DFND 1,2,5,3 717,200 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 21,018 271,757 SH   DFND 1,2,5,3 271,757 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 41,224 487,222 SH   DFND 1,2,5,3 487,222 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 16,922 242,471 SH   DFND 1,2,5,3 242,471 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 1,565 1,000,000 PRN   DFND 2,5 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 16,336 350,004 SH   DFND 2,5 350,004 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 64,233 1,376,183 SH   DFND 4,2,5 540,000 0 836,183
VERISK ANALYTICS INC CL A 92345Y106 12,667 195,000 SH   DFND 2,5 195,000 0 0
VERMILION ENERGY INC COM 923725105 1,928 35,000 SH   DFND 2,5 35,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 15,464 203,959 SH   DFND 2,5 203,959 0 0
VIACOM INC CL B 92553P201 546 6,530 SH   DFND 2,5 6,530 0 0
VIACOM INC CL B 92553P201 25,319 302,930 SH   DFND 4,2,5 140,430 0 162,500
VIROPHARMA INC COM 928241108 5,478 139,391 SH   DFND 2,5 139,391 0 0
VISA INC COM CL A 92826C839 83,621 437,575 SH   DFND 2,5 437,575 0 0
VISA INC COM CL A 92826C839 39,515 206,779 SH   DFND 4,2,5 124,100 0 82,679
VISHAY INTERTECHNOLOGY INC COM 928298108 516 40,000 SH   DFND 4,2,5 40,000 0 0
VIVUS INC COM 928551100 383 41,136 SH   DFND 2,5 41,136 0 0
VOLCANO CORP COM 928645100 5,214 217,959 SH   DFND 2,5 217,959 0 0
WSFS FINANCIAL CORP COM 929328102 723 12,000 SH   DFND 4,2,5 9,600 0 2,400
WABTEC CORP/DE COM 929740108 1,654 26,310 SH   DFND 2,5 26,310 0 0
WAL-MART STORES INC COM 931142103 116,927 1,580,953 SH   DFND 4,2,5 301,550 0 1,279,403
WAL-MART STORES INC COM 931142103 15,565 210,446 SH   DFND 2,5 210,446 0 0
WALGREEN CO COM 931422109 7,677 142,700 SH   DFND 4,2,5 61,700 0 81,000
WASHINGTON POST CO/THE CL B 939640108 4,349 7,114 SH   DFND 2,5 7,114 0 0
WASHINGTON POST CO/THE CL B 939640108 16,277 26,624 SH   DFND 4,2,5 22,714 0 3,910
WASHINGTON TRUST BANCORP INC COM 940610108 71 2,247 SH   DFND 4,2,5 1,947 0 300
WASTE MANAGEMENT INC COM 94106L109 3,699 89,700 SH   DFND 4,2,5 0 0 89,700
WATERS CORP COM 941848103 669 6,300 SH   DFND 4,2,5 0 0 6,300
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,594 54,358 SH   DFND 2,5 54,358 0 0
WEIS MARKETS INC COM 948849104 329 6,720 SH   DFND 4,2,5 4,120 0 2,600
WELLPOINT INC COM 94973V107 4,934 59,017 SH   DFND 2,5 59,017 0 0
WELLPOINT INC COM 94973V107 8,346 99,817 SH   DFND 4,2,5 20,000 0 79,817
WELLS FARGO & CO COM 949746101 185,570 4,491,043 SH   DFND 4,2,5 2,313,290 0 2,177,753
WELLS FARGO & CO COM 949746101 63,439 1,535,319 SH   DFND 2,5 1,535,319 0 0
WESCO INTERNATIONAL INC COM 95082P105 479 6,257 SH   DFND 2,5 6,257 0 0
WESTERN DIGITAL CORP COM 958102105 330 5,200 SH   DFND 2,5 5,200 0 0
WESTERN DIGITAL CORP COM 958102105 28,231 445,288 SH   DFND 4,2,5 5,800 0 439,488
WESTERN UNION CO/THE COM 959802109 3,251 174,238 SH   DFND 4,2,5 0 0 174,238
WESTLAKE CHEMICAL CORP COM 960413102 13,449 128,500 SH   DFND 4,2,5 108,700 0 19,800
WESTLAKE CHEMICAL CORP COM 960413102 4,657 44,500 SH   DFND 2,5 44,500 0 0
WHIRLPOOL CORP COM 963320106 67,094 458,170 SH   DFND 4,2,5 297,310 0 160,860
WHIRLPOOL CORP COM 963320106 19,040 130,020 SH   DFND 2,5 130,020 0 0
WHITING PETROLEUM CORP COM 966387102 78 1,300 SH   DFND 4,2,5 0 0 1,300
WHITING PETROLEUM CORP COM 966387102 16,519 276,000 SH   DFND 2,5 276,000 0 0
WHOLE FOODS MARKET INC COM 966837106 1,994 34,092 SH   DFND 4,2,5 0 0 34,092
WHOLE FOODS MARKET INC COM 966837106 44,418 759,284 SH   DFND 2,5 759,284 0 0
WILLIAMS COS INC/THE COM 969457100 1,803 49,600 SH   DFND 4,2,5 44,800 0 4,800
WILLIS LEASE FINANCE CORP COM 970646105 147 9,335 SH   DFND 4,2,5 6,785 0 2,550
WINTHROP REALTY TRUST SH BEN INT NEW 976391300 767 68,758 SH   DFND 4,2,5 57,328 0 11,430
WINTRUST FINANCIAL CORP COM 97650W108 1,148 27,960 SH   DFND 4,2,5 20,730 0 7,230
WISCONSIN ENERGY CORP COM 976657106 3,335 82,583 SH   DFND 4,2,5 0 0 82,583
WISCONSIN ENERGY CORP COM 976657106 379 9,384 SH   DFND 2,5 9,384 0 0
WPX ENERGY INC COM 98212B103 1,956 101,575 SH   DFND 4,2,5 101,575 0 0
WPX ENERGY INC COM 98212B103 66 3,440 SH   DFND 2,5 3,440 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 3,801 62,346 SH   DFND 4,2,5 62,346 0 0
XO GROUP INC COM 983772104 275 21,300 SH   DFND 4,2,5 19,900 0 1,400
XCEL ENERGY INC COM 98389B100 20,844 754,940 SH   DFND 2,5 754,940 0 0
XCEL ENERGY INC COM 98389B100 76,550 2,772,543 SH   DFND 4,2,5 1,602,780 0 1,169,763
XILINX INC COM 983919101 1,767 37,700 SH   DFND 4,2,5 0 0 37,700
XILINX INC NOTE 2.625% 6/1 983919AF8 39,751 24,500,000 PRN   DFND 2,5 0 0 0
XEROX CORP COM 984121103 22,477 2,184,350 SH   DFND 2,5 2,184,350 0 0
XEROX CORP COM 984121103 77,866 7,567,125 SH   DFND 4,2,5 4,766,530 0 2,800,595
XERIUM TECHNOLOGIES INC COM NEW 98416J118 147 12,669 SH   DFND 4,2,5 11,609 0 1,060
YAHOO! INC COM 984332106 37,966 1,144,940 SH   DFND 2,5 1,144,940 0 0
YAHOO! INC COM 984332106 118,231 3,565,467 SH   DFND 4,2,5 2,527,340 0 1,038,127
YAMANA GOLD INC COM 98462Y100 1,110 106,489 SH   DFND 2,5 106,489 0 0
YAMANA GOLD INC COM 98462Y100 1,178 113,100 SH   DFND 4,2,5 0 0 113,100
YUM! BRANDS INC COM 988498101 7,875 110,311 SH   DFND 4,2,5 31,200 0 79,111
YUM! BRANDS INC COM 988498101 1,157 16,200 SH   DFND 2,5 16,200 0 0
ZALE CORP COM 988858106 947 62,300 SH   DFND 4,2,5 52,300 0 10,000
ZEP INC COM 98944B108 415 25,500 SH   DFND 4,2,5 18,200 0 7,300
ZIMMER HOLDINGS INC COM 98956P102 22,842 278,088 SH   DFND 4,2,5 102,300 0 175,788
ZIMMER HOLDINGS INC COM 98956P102 4,308 52,443 SH   DFND 2,5 52,443 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 81,478 1,772,944 SH   DFND 4,2,5 1,135,766 0 637,178
DEUTSCHE BANK AG NAMEN AKT D18190898 235,222 5,118,377 SH   DFND 2,5 4,738,377 0 380,000
AIRCASTLE LTD COM G0129K104 1,481 85,090 SH   DFND 4,2,5 59,600 0 25,490
ALKERMES PLC SHS G01767105 10,259 305,136 SH   DFND 2,5 305,136 0 0
AMDOCS LTD ORD G02602103 11,322 309,000 SH   DFND 2,5 309,000 0 0
AMDOCS LTD ORD G02602103 39,114 1,067,529 SH   DFND 4,2,5 668,840 0 398,689
AON PLC SHS CL A G0408V102 1,709 22,962 SH   DFND 2,5 22,962 0 0
AON PLC SHS CL A G0408V102 2,057 27,630 SH   DFND 4,2,5 24,740 0 2,890
ARCH CAPITAL GROUP LTD ORD G0450A105 733 13,535 SH   DFND 2,5 13,535 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 22 400 SH   DFND 4,2,5 0 0 400
ARGO GROUP INTERNATIONAL HOLDINGS LTD COM G0464B107 344 8,030 SH   DFND 4,2,5 5,720 0 2,310
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5,096 140,420 SH   DFND 4,2,5 117,120 0 23,300
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,836 50,600 SH   DFND 2,5 50,600 0 0
ASSURED GUARANTY LTD COM G0585R106 15,153 808,170 SH   DFND 4,2,5 692,940 0 115,230
ASSURED GUARANTY LTD COM G0585R106 5,524 294,610 SH   DFND 2,5 294,610 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 130 3,000 SH   DFND 4,2,5 0 0 3,000
ACCENTURE PLC SHS CLASS A G1151C101 3,531 47,955 SH   DFND 2,5 47,955 0 0
BUNGE LTD COM G16962105 557 7,337 SH   DFND 2,5 7,337 0 0
BUNGE LTD COM G16962105 5,514 72,637 SH   DFND 4,2,5 3,437 0 69,200
CREDICORP LTD COM G2519Y108 23,570 183,481 SH   DFND 2,5 183,481 0 0
COVIDIEN PLC SHS G2554F113 14,130 231,865 SH   DFND 2,5 231,865 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 6,035 103,300 SH   DFND 4,2,5 0 0 103,300
DELPHI AUTOMOTIVE PLC SHS G27823106 1,735 29,697 SH   DFND 2,5 29,697 0 0
EATON CORP PLC SHS G29183103 6,437 93,500 SH   DFND 4,2,5 29,800 0 63,700
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 2,761 51,400 SH   DFND 4,2,5 40,800 0 10,600
ENSTAR GROUP LTD SHS G3075P101 109 800 SH   DFND 4,2,5 722 0 78
ENSCO PLC SHS CLASS A G3157S106 1,175 21,860 SH   DFND 2,5 21,860 0 0
EVEREST RE GROUP LTD COM G3223R108 13,492 92,783 SH   DFND 2,5 92,783 0 0
EVEREST RE GROUP LTD COM G3223R108 33,959 233,541 SH   DFND 4,2,5 200,890 0 32,651
FRESH DEL MONTE PRODUCE INC ORD G36738105 546 18,407 SH   DFND 4,2,5 3,657 0 14,750
FRESH DEL MONTE PRODUCE INC ORD G36738105 109 3,657 SH   DFND 2,5 3,657 0 0
GLOBAL SOURCES LTD ORD G39300101 524 70,560 SH   DFND 4,2,5 57,560 0 13,000
HELEN OF TROY LTD COM G4388N106 1,104 24,974 SH   DFND 4,2,5 17,674 0 7,300
INGERSOLL-RAND PLC SHS G47791101 389 5,988 SH   DFND 2,5 5,988 0 0
INVESCO LTD SHS G491BT108 2,782 87,216 SH   DFND 4,2,5 0 0 87,216
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 20,776 225,901 SH   DFND 2,5 225,901 0 0
LAZARD LTD SHS A G54050102 288 8,000 SH   DFND 2,5 8,000 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 206 2,600 SH   DFND 4,2,5 0 0 2,600
MAIDEN HOLDINGS LTD SHS G5753U112 544 46,100 SH   DFND 4,2,5 34,600 0 11,500
MALLINCKRODT PLC SHS G5785G107 1,102 24,985 SH   DFND 2,5 24,985 0 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 594 22,800 SH   DFND 4,2,5 22,400 0 400
PARTNERRE LTD COM G6852T105 137 1,500 SH   DFND 4,2,5 0 0 1,500
PLATINUM UNDERWRITERS HOLDINGS LTD COM G7127P100 66 1,100 SH   DFND 4,2,5 0 0 1,100
RENAISSANCERE HOLDINGS LTD COM G7496G103 735 8,121 SH   DFND 2,5 8,121 0 0
SEADRILL LTD SHS G7945E105 54,272 1,209,805 SH   DFND 2,5 1,209,805 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 11,286 258,033 SH   DFND 4,2,5 0 0 258,033
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 1,841 48,610 SH   DFND 4,2,5 7,200 0 41,410
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,931 106,311 SH   DFND 2,5 106,311 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 14,685 397,120 SH   DFND 4,2,5 330,001 0 67,119
WARNER CHILCOTT PLC SHS A G94368100 4,544 198,858 SH   DFND 2,5 198,858 0 0
XYRATEX LTD COM G98268108 483 43,400 SH   DFND 4,2,5 30,400 0 13,000
XL GROUP PLC SHS G98290102 4,725 153,300 SH   DFND 4,2,5 138,500 0 14,800
XL GROUP PLC SHS G98290102 133 4,300 SH   DFND 2,5 4,300 0 0
ACE LTD SHS H0023R105 1,335 14,264 SH   DFND 2,5 14,264 0 0
ACE LTD SHS H0023R105 739 7,900 SH   DFND 4,2,5 6,300 0 1,600
ALLIED WORLD ASSURANCE CO HOLDINGS AG SHS H01531104 268 2,700 SH   DFND 4,2,5 0 0 2,700
WEATHERFORD INTERNATIONAL LTD/SWITZERLAN REG SHS H27013103 15 988 SH   DFND 2,5 988 0 0
GARMIN LTD SHS H2906T109 358 7,927 SH   DFND 2,5 7,927 0 0
NOBLE CORP NAMEN -AKT H5833N103 1,238 32,775 SH   DFND 2,5 32,775 0 0
PENTAIR LTD SHS H6169Q108 1,545 23,787 SH   DFND 2,5 23,787 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,981 44,525 SH   DFND 2,5 44,525 0 0
UBS AG SHS NEW H89231338 2,128 104,000 SH   DFND 4,2,5 8,400 0 95,600
UBS AG SHS NEW H89231338 316,096 15,450,284 SH   DFND 2,5 15,450,284 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 1,825 32,262 SH   DFND 2,5 32,262 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,088 55,000 SH   DFND 2,5 55,000 0 0
RADWARE LTD ORD M81873107 4,126 295,738 SH   DFND 2,5 295,738 0 0
STRATASYS LTD SHS M85548101 17,012 168,000 SH   DFND 2,5 168,000 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 229 3,672 SH   DFND 2,5 3,672 0 0
CORE LABORATORIES NV COM N22717107 6,313 37,306 SH   DFND 2,5 37,306 0 0
INTERXION HOLDING NV SHS N47279109 228 10,253 SH   DFND 2,5 10,253 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 176 2,400 SH   DFND 4,2,5 0 0 2,400
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 12,457 170,113 SH   DFND 2,5 170,113 0 0
QIAGEN NV REG SHS N72482107 8,384 391,767 SH   DFND 2,5 391,767 0 0
VISTAPRINT NV SHS N93540107 172 3,045 SH   DFND 2,5 3,045 0 0
YANDEX NV SHS CLASS A N97284108 26,371 724,088 SH   DFND 2,5 724,088 0 0
COPA HOLDINGS SA CL A P31076105 26,393 190,330 SH   DFND 2,5 190,330 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 716 18,700 SH   DFND 4,2,5 0 0 18,700
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 12,479 326,000 SH   DFND 2,5 326,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,147 49,800 SH   DFND 4,2,5 3,100 0 46,700
AVAGO TECHNOLOGIES LTD SHS Y0486S104 6,070 140,764 SH   DFND 2,5 140,764 0 0