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Form 13F-HR AXA For: Dec 31

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February 13, 2015 10:32 AM EST

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 COVER PAGE
OMB APPROVAL
OMB Number: 3235-0006
Expires: July 31, 2015
Estimated average burden
hours per response: 23.8
Report for the Calendar Year or Quarter Ended: 12-31-2014
Check here if Amendment   Amendment Number:
This Amendment (Check only one.):   is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: AXA
Address: 1290 AVENUE OF THE AMERICAS
NEW YORK , NY10104
Form 13F File Number: 028-03570

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name: Anthony Bruccoleri
Title: Lead Director, AXA Financial
Phone: 201-743-5046
Signature, Place, and Date of Signing:
Anthony Bruccoleri Jersey City , NJ 02-13-2015
[Signature] [City, State] [Date]
Report Type (Check only one.):
  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
X 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 5
Form 13F Information Table Entry Total: 1838
Form 13F Information Table Value Total: 24,927,896
(thousands)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
028-14633 AXA Equitable Funds Management Group, LLC
028-10563 AXA ASSURANCES I A R D MUTUELLE ET AL
028-03344 AXA FINANCIAL INC
028-10564 AXA ROSENBERG INVESTMENT MANAGEMENT LLC
028-03638 AXA ASSURANCES VIE MUTUELLE ET AL

List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No. Form 13F File Number Name
1 028-14633 AXA Equitable Funds Management Group, LLC
2 028-10563 AXA ASSURANCES I A R D MUTUELLE ET AL
3 028-03344 AXA FINANCIAL INC
4 028-10564 AXA ROSENBERG INVESTMENT MANAGEMENT LLC
5 028-03638 AXA ASSURANCES VIE MUTUELLE ET AL

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
Expires: July 31, 2015
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 602 17,532 SH DFND 4,2,5 17,100 0 432
3M CO COM 88579Y101 22,787 138,675 SH DFND 2,5 138,675 0 0
3M CO COM 88579Y101 36,872 224,390 SH DFND 4,2,5 112,990 0 111,400
AARON'S INC COM PAR $0.50 002535300 4,525 148,025 SH DFND 4,2,5 74,300 0 73,725
ABBOTT LABORATORIES COM 002824100 2,659 59,059 SH DFND 2,5 59,059 0 0
ABBOTT LABORATORIES COM 002824100 40,306 895,300 SH DFND 4,2,5 776,100 0 119,200
ABBVIE INC COM 00287Y109 46,715 713,866 SH DFND 2,5 688,566 0 25,300
ABBVIE INC COM 00287Y109 31,359 479,200 SH DFND 4,2,5 263,000 0 216,200
ABRAXAS PETROLEUM CORP COM 003830106 1,029 350,000 SH DFND 2,5 350,000 0 0
ABRAXAS PETROLEUM CORP COM 003830106 240 81,500 SH DFND 4,2,5 0 0 81,500
ACADIA PHARMACEUTICALS INC COM 004225108 1,443 45,451 SH DFND 2,5 45,451 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 1,747 54,533 SH DFND 2,5 54,533 0 0
ACCENTURE PLC SHS CLASS A G1151C101 4,523 50,639 SH DFND 2,5 50,639 0 0
ACCENTURE PLC SHS CLASS A G1151C101 20,666 231,400 SH DFND 4,2,5 100,200 0 131,200
ACCESS NATIONAL CORP COM 004337101 108 6,403 SH DFND 4,2,5 5,200 0 1,203
ACE LTD SHS H0023R105 5,801 50,500 SH DFND 4,2,5 48,900 0 1,600
ACHAOGEN INC COM 004449104 3,426 262,498 SH DFND 2,5 262,498 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 4,873 397,772 SH DFND 2,5 397,772 0 0
ACI WORLDWIDE INC COM 004498101 329 16,320 SH DFND 2,5 16,320 0 0
ACNB CORP COM 000868109 163 7,500 SH DFND 4,2,5 7,500 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,550 62,402 SH DFND 2,5 62,402 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,039 49,900 SH DFND 4,2,5 19,600 0 30,300
ACTAVIS PLC SHS G0083B108 37,751 146,656 SH DFND 2,5 146,656 0 0
ACTAVIS PLC SHS G0083B108 9,704 37,700 SH DFND 4,2,5 37,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 21,007 1,042,536 SH DFND 2,5 1,042,536 0 0
ACTIVISION BLIZZARD INC COM 00507V109 52,273 2,594,181 SH DFND 4,2,5 1,739,161 0 855,020
ADOBE SYSTEMS INC COM 00724F101 235 3,231 SH DFND 2,5 3,231 0 0
ADOBE SYSTEMS INC COM 00724F101 3,977 54,700 SH DFND 4,2,5 51,900 0 2,800
ADT CORP/THE COM 00101J106 623 17,200 SH DFND 4,2,5 7,800 0 9,400
ADVANCE AUTO PARTS INC COM 00751Y106 7,866 49,382 SH DFND 2,5 49,382 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 8,856 55,600 SH DFND 4,2,5 45,100 0 10,500
ADVANCED ENERGY INDUSTRIES INC COM 007973100 1,896 80,000 SH DFND 2,5 80,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,170 812,700 SH DFND 4,2,5 630,400 0 182,300
AES CORP/VA COM 00130H105 18,000 1,307,160 SH DFND 2,5 1,307,160 0 0
AES CORP/VA COM 00130H105 55,424 4,024,996 SH DFND 4,2,5 3,319,140 0 705,856
AETNA INC COM 00817Y108 43,982 495,125 SH DFND 2,5 495,125 0 0
AETNA INC COM 00817Y108 122,404 1,377,960 SH DFND 4,2,5 1,143,480 0 234,480
AFFILIATED MANAGERS GROUP INC COM 008252108 1,823 8,587 SH DFND 2,5 8,587 0 0
AFLAC INC COM 001055102 38,829 635,600 SH DFND 2,5 635,600 0 0
AFLAC INC COM 001055102 106,848 1,749,030 SH DFND 4,2,5 1,595,170 0 153,860
AGILENT TECHNOLOGIES INC COM 00846U101 325 7,941 SH DFND 2,5 7,941 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 516 12,600 SH DFND 4,2,5 0 0 12,600
AGIOS PHARMACEUTICALS INC COM 00847X104 7,462 66,603 SH DFND 2,5 66,603 0 0
AGL RESOURCES INC COM 001204106 27,853 510,979 SH DFND 4,2,5 271,120 0 239,859
AGNICO EAGLE MINES LTD COM 008474108 2,185 87,493 SH DFND 2,5 87,493 0 0
AGRIUM INC COM 008916108 6,686 70,400 SH DFND 2,5 70,400 0 0
AGRIUM INC COM 008916108 15,775 166,100 SH DFND 4,2,5 106,600 0 59,500
AIR PRODUCTS & CHEMICALS INC COM 009158106 216 1,500 SH DFND 4,2,5 300 0 1,200
AKAMAI TECHNOLOGIES INC COM 00971T101 3,463 55,000 SH DFND 2,5 55,000 0 0
ALASKA AIR GROUP INC COM 011659109 14,915 249,580 SH DFND 2,5 249,580 0 0
ALASKA AIR GROUP INC COM 011659109 54,215 907,204 SH DFND 4,2,5 594,380 0 312,824
ALBANY MOLECULAR RESEARCH INC COM 012423109 81 5,000 SH DFND 4,2,5 0 0 5,000
ALCOA INC COM 013817101 474 30,000 SH DFND 2,5 30,000 0 0
ALERE INC COM 01449J105 3,893 102,450 SH DFND 2,5 102,450 0 0
ALERE INC COM 01449J105 14,875 391,451 SH DFND 4,2,5 272,520 0 118,931
ALEXANDRIA REAL ESTATE EQUITIES INC COM 015271109 563 6,350 SH DFND 2,5 6,350 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 102,795 555,560 SH DFND 2,5 553,446 0 2,114
ALEXION PHARMACEUTICALS INC COM 015351109 5,310 28,700 SH DFND 4,2,5 27,800 0 900
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 13,230 127,283 SH DFND 2,5 88,150 0 39,133
ALIGN TECHNOLOGY INC COM 016255101 12,434 222,400 SH DFND 2,5 222,400 0 0
ALKERMES PLC SHS G01767105 18,280 312,154 SH DFND 2,5 312,154 0 0
ALLEGHANY CORP COM 017175100 963 2,077 SH DFND 2,5 2,077 0 0
ALLERGAN INC/UNITED STATES COM 018490102 14,345 67,479 SH DFND 2,5 67,479 0 0
ALLERGAN INC/UNITED STATES COM 018490102 7,568 35,600 SH DFND 4,2,5 33,800 0 1,800
ALLIANCE DATA SYSTEMS CORP COM 018581108 56,253 196,656 SH DFND 2,5 196,656 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,516 5,300 SH DFND 4,2,5 400 0 4,900
ALLIANCE HEALTHCARE SERVICES INC COM PAR $0.01 018606301 36 1,700 SH DFND 4,2,5 1,700 0 0
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 603 14,000 SH DFND 2,5 14,000 0 0
ALLIANT ENERGY CORP COM 018802108 1,044 15,718 SH DFND 2,5 15,718 0 0
ALLIANT ENERGY CORP COM 018802108 797 12,000 SH DFND 4,2,5 12,000 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 291 2,500 SH DFND 4,2,5 0 0 2,500
ALLIED MOTION TECHNOLOGIES INC COM 019330109 19 800 SH DFND 4,2,5 0 0 800
ALLSTATE CORP/THE COM 020002101 5,163 73,500 SH DFND 4,2,5 70,700 0 2,800
ALMOST FAMILY INC COM 020409108 258 8,900 SH DFND 4,2,5 2,800 0 6,100
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6,163 63,537 SH DFND 2,5 63,537 0 0
ALTERA CORP COM 021441100 4,285 116,000 SH DFND 2,5 116,000 0 0
ALTRIA GROUP INC COM 02209S103 1,402 28,453 SH DFND 2,5 28,453 0 0
ALTRIA GROUP INC COM 02209S103 46,279 939,300 SH DFND 4,2,5 341,000 0 598,300
AMAG PHARMACEUTICALS INC COM 00163U106 1,999 46,900 SH DFND 4,2,5 25,100 0 21,800
AMAZON.COM INC COM 023135106 29,775 95,941 SH DFND 2,5 95,447 0 494
AMAZON.COM INC COM 023135106 26,225 84,500 SH DFND 4,2,5 77,300 0 7,200
AMBER ROAD INC COM 02318Y108 2,555 250,000 SH DFND 2,5 250,000 0 0
AMBEV SA SPONSORED ADR 02319V103 10,225 1,643,948 SH DFND 2,5 1,060,459 0 583,489
AMBEV SA SPONSORED ADR 02319V103 11 1,695 SH DFND 4,2,5 1,695 0 0
AMDOCS LTD SHS G02602103 14,290 306,300 SH DFND 2,5 306,300 0 0
AMDOCS LTD SHS G02602103 47,758 1,023,649 SH DFND 4,2,5 656,000 0 367,649
AMEREN CORP COM 023608102 21,351 462,844 SH DFND 2,5 462,844 0 0
AMEREN CORP COM 023608102 59,565 1,291,252 SH DFND 4,2,5 1,088,772 0 202,480
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 254 18,331 SH DFND 2,5 18,331 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 1,803 29,697 SH DFND 2,5 29,697 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 60,975 1,004,200 SH DFND 4,2,5 598,700 0 405,500
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 369 12,658 SH DFND 2,5 12,658 0 0
AMERICAN EXPRESS CO COM 025816109 68,985 741,457 SH DFND 2,5 740,544 0 913
AMERICAN EXPRESS CO COM 025816109 31,755 341,300 SH DFND 4,2,5 126,200 0 215,100
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 22,062 393,894 SH DFND 2,5 393,894 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 69,848 1,247,069 SH DFND 4,2,5 1,143,389 0 103,680
AMERICAN RAILCAR INDUSTRIES INC COM 02916P103 453 8,800 SH DFND 4,2,5 0 0 8,800
AMERICAN REALTY INVESTORS INC COM 029174109 5 1,004 SH DFND 4,2,5 1,004 0 0
AMERICAN TOWER CORP COM 03027X100 42,314 428,065 SH DFND 2,5 428,065 0 0
AMERICAN TOWER CORP COM 03027X100 14,863 150,359 SH DFND 4,2,5 150,359 0 0
AMERICAN WATER WORKS CO INC COM 030420103 16,568 310,840 SH DFND 2,5 310,840 0 0
AMERICAN WATER WORKS CO INC COM 030420103 57,004 1,069,502 SH DFND 4,2,5 637,800 0 431,702
AMERICAN WOODMARK CORP COM 030506109 1,448 35,800 SH DFND 4,2,5 20,200 0 15,600
AMERIPRISE FINANCIAL INC COM 03076C106 5,740 43,400 SH DFND 4,2,5 0 0 43,400
AMERISOURCEBERGEN CORP COM 03073E105 14,307 158,687 SH DFND 2,5 158,687 0 0
AMERISOURCEBERGEN CORP COM 03073E105 63 700 SH DFND 4,2,5 0 0 700
AMETEK INC COM 031100100 2,540 48,266 SH DFND 4,2,5 2,900 0 45,366
AMGEN INC COM 031162100 191,513 1,202,292 SH DFND 2,5 1,202,292 0 0
AMGEN INC COM 031162100 198,276 1,244,750 SH DFND 4,2,5 839,650 0 405,100
AMKOR TECHNOLOGY INC COM 031652100 2,217 312,300 SH DFND 4,2,5 124,600 0 187,700
AMPHENOL CORP CL A 032095101 1,894 35,207 SH DFND 2,5 35,207 0 0
AMPHENOL CORP CL A 032095101 2,981 55,400 SH DFND 4,2,5 3,700 0 51,700
AMREIT INC CL B 03216B208 3,393 127,863 SH DFND 2,5 127,863 0 0
AMTRUST FINANCIAL SERVICES INC COM 032359309 4,275 76,000 SH DFND 4,2,5 33,900 0 42,100
ANADARKO PETROLEUM CORP COM 032511107 3,999 48,476 SH DFND 2,5 48,476 0 0
ANADARKO PETROLEUM CORP COM 032511107 6,188 75,000 SH DFND 4,2,5 72,100 0 2,900
ANALOG DEVICES INC COM 032654105 2,013 36,260 SH DFND 2,5 36,260 0 0
ANDERSONS INC/THE COM 034164103 430 8,100 SH DFND 4,2,5 0 0 8,100
ANGIODYNAMICS INC COM 03475V101 931 48,957 SH DFND 4,2,5 20,607 0 28,350
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 2,089 240,140 SH DFND 2,5 240,140 0 0
ANI PHARMACEUTICALS INC COM 00182C103 344 6,100 SH DFND 4,2,5 600 0 5,500
ANIKA THERAPEUTICS INC COM 035255108 803 19,700 SH DFND 4,2,5 7,800 0 11,900
ANSYS INC COM 03662Q105 222 2,710 SH DFND 2,5 2,710 0 0
ANTERO RESOURCES CORP COM 03674X106 31 768 SH DFND 2,5 768 0 0
ANTHEM INC COM 036752103 7,929 63,095 SH DFND 2,5 63,095 0 0
ANTHEM INC COM 036752103 15,432 122,800 SH DFND 4,2,5 34,400 0 88,400
AOL INC COM 00184X105 6,427 139,200 SH DFND 2,5 139,200 0 0
AOL INC COM 00184X105 26,843 581,400 SH DFND 4,2,5 325,300 0 256,100
AON PLC SHS CL A G0408V102 17,143 180,776 SH DFND 2,5 180,776 0 0
AON PLC SHS CL A G0408V102 48,401 510,400 SH DFND 4,2,5 469,820 0 40,580
APACHE CORP COM 037411105 990 15,792 SH DFND 2,5 15,792 0 0
APACHE CORP COM 037411105 18,826 300,400 SH DFND 4,2,5 255,100 0 45,300
APOLLO EDUCATION GROUP INC CL A 037604105 972 28,510 SH DFND 4,2,5 11,400 0 17,110
APPLE INC COM 037833100 230,323 2,086,636 SH DFND 2,5 2,079,888 0 6,748
APPLE INC COM 037833100 426,842 3,867,020 SH DFND 4,2,5 2,703,920 0 1,163,100
APPLIED MATERIALS INC COM 038222105 6,145 246,580 SH DFND 2,5 246,580 0 0
APPLIED MATERIALS INC COM 038222105 4,488 180,100 SH DFND 4,2,5 173,000 0 7,100
ARAMARK COM 03852U106 34 1,100 SH DFND 2,5 1,100 0 0
ARAMARK COM 03852U106 1,931 62,000 SH DFND 4,2,5 32,600 0 29,400
ARCH CAPITAL GROUP LTD ORD G0450A105 801 13,549 SH DFND 2,5 13,549 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 201 3,400 SH DFND 4,2,5 3,400 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 520 10,000 SH DFND 2,5 10,000 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 13,733 264,100 SH DFND 4,2,5 95,200 0 168,900
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,061 2,000,000 PRN DFND 2,5 0 0 0
ARISTA NETWORKS INC COM 040413106 1,519 25,000 SH DFND 2,5 25,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 4,042 854,606 SH DFND 2,5 854,606 0 0
ARRIS GROUP INC COM 04270V106 2,140 70,900 SH DFND 2,5 70,900 0 0
ARRIS GROUP INC COM 04270V106 10,403 344,600 SH DFND 4,2,5 168,400 0 176,200
ARROW ELECTRONICS INC COM 042735100 9,424 162,800 SH DFND 4,2,5 71,600 0 91,200
ARUBA NETWORKS INC COM 043176106 10,390 571,500 SH DFND 2,5 571,500 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 1,289 75,090 SH DFND 4,2,5 49,200 0 25,890
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 1,900 181,300 SH DFND 4,2,5 81,600 0 99,700
ASHLAND INC COM 044209104 850 7,100 SH DFND 4,2,5 0 0 7,100
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2,673 61,070 SH DFND 4,2,5 20,780 0 40,290
ASPEN TECHNOLOGY INC COM 045327103 268 7,648 SH DFND 2,5 7,648 0 0
ASSURANT INC COM 04621X108 1,526 22,300 SH DFND 4,2,5 1,300 0 21,000
ASSURED GUARANTY LTD COM G0585R106 7,481 287,830 SH DFND 4,2,5 129,300 0 158,530
ASTORIA FINANCIAL CORP COM 046265104 2,758 206,400 SH DFND 4,2,5 101,600 0 104,800
AT&T INC COM 00206R102 14,756 439,292 SH DFND 2,5 439,292 0 0
AT&T INC COM 00206R102 148,513 4,421,340 SH DFND 4,2,5 2,296,240 0 2,125,100
ATMOS ENERGY CORP COM 049560105 17,519 314,300 SH DFND 4,2,5 34,010 0 280,290
AURICO GOLD INC COM 05155C105 275 83,900 SH DFND 4,2,5 4,200 0 79,700
AUTOLIV INC COM 052800109 2,010 18,940 SH DFND 2,5 18,940 0 0
AUTOLIV INC COM 052800109 1,475 13,900 SH DFND 4,2,5 0 0 13,900
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 1,140 13,674 SH DFND 2,5 13,674 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 16,419 196,940 SH DFND 4,2,5 66,700 0 130,240
AUTOZONE INC COM 053332102 12,011 19,400 SH DFND 4,2,5 1,000 0 18,400
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,225 42,000 SH DFND 2,5 42,000 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,597 45,700 SH DFND 4,2,5 3,100 0 42,600
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 2,350 43,524 SH DFND 2,5 43,524 0 0
AVALONBAY COMMUNITIES INC COM 053484101 14,911 91,262 SH DFND 2,5 91,262 0 0
AVALONBAY COMMUNITIES INC COM 053484101 5,322 32,574 SH DFND 4,2,5 32,574 0 0
AVERY DENNISON CORP COM 053611109 981 18,900 SH DFND 4,2,5 18,900 0 0
AVID TECHNOLOGY INC COM 05367P100 561 39,500 SH DFND 4,2,5 11,400 0 28,100
AVIS BUDGET GROUP INC COM 053774105 8,338 125,700 SH DFND 4,2,5 45,650 0 80,050
AVISTA CORP COM 05379B107 1,018 28,800 SH DFND 4,2,5 28,800 0 0
AVNET INC COM 053807103 9,746 226,551 SH DFND 4,2,5 90,100 0 136,451
AVON PRODUCTS INC COM 054303102 544 57,900 SH DFND 4,2,5 22,300 0 35,600
AZZ INC COM 002474104 718 15,300 SH DFND 4,2,5 0 0 15,300
BABCOCK & WILCOX CO/THE COM 05615F102 7,908 261,000 SH DFND 4,2,5 0 0 261,000
BAIDU INC - SPON ADR SPON ADR REP A 056752108 51,976 227,994 SH DFND 2,5 147,681 0 80,313
BAKER HUGHES INC COM 057224107 3,403 60,700 SH DFND 4,2,5 0 0 60,700
BALL CORP COM 058498106 4,561 66,900 SH DFND 4,2,5 3,600 0 63,300
BANC OF CALIFORNIA INC COM 05990K106 174 15,200 SH DFND 4,2,5 15,200 0 0
BANCFIRST CORP COM 05945F103 25 400 SH DFND 4,2,5 0 0 400
BANCO BRADESCO SA SP ADR PFD NEW 059460303 11,067 827,733 SH DFND 2,5 827,733 0 0
BANCO DE CHILE SPONSORED ADR 059520106 358 5,200 SH DFND 4,2,5 5,200 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 12,058 611,469 SH DFND 2,5 346,002 0 265,467
BANCOLOMBIA SA SPON ADR PREF 05968L102 2,346 49,000 SH DFND 2,5 1,865 0 47,135
BANCOLOMBIA SA SPON ADR PREF 05968L102 66 1,375 SH DFND 4,2,5 1,375 0 0
BANK OF AMERICA CORP COM 060505104 14,294 799,008 SH DFND 2,5 799,008 0 0
BANK OF AMERICA CORP COM 060505104 56,239 3,143,600 SH DFND 4,2,5 2,863,200 0 280,400
BANK OF HAWAII CORP COM 062540109 605 10,200 SH DFND 4,2,5 10,200 0 0
BANK OF MONTREAL COM 063671101 12,009 169,250 SH DFND 2,5 169,250 0 0
BANK OF MONTREAL COM 063671101 47,744 672,900 SH DFND 4,2,5 263,500 0 409,400
BANK OF NEW YORK MELLON CORP/THE COM 064058100 180 4,434 SH DFND 2,5 4,434 0 0
BANK OF NEW YORK MELLON CORP/THE COM 064058100 9,299 229,200 SH DFND 4,2,5 127,800 0 101,400
BANK OF NOVA SCOTIA/THE COM 064149107 14,886 260,012 SH DFND 2,5 244,370 0 15,642
BANK OF NOVA SCOTIA/THE COM 064149107 56,703 990,450 SH DFND 4,2,5 388,150 0 602,300
BAR HARBOR BANKSHARES COM 066849100 58 1,800 SH DFND 4,2,5 1,800 0 0
BARNES & NOBLE INC COM 067774109 2,111 90,900 SH DFND 4,2,5 46,500 0 44,400
BARRICK GOLD CORP COM 067901108 3,790 350,628 SH DFND 2,5 344,854 0 5,774
BARRICK GOLD CORP COM 067901108 1,679 155,300 SH DFND 4,2,5 1,600 0 153,700
BASIC ENERGY SERVICES INC COM 06985P100 426 60,700 SH DFND 4,2,5 26,100 0 34,600
BASSETT FURNITURE INDUSTRIES INC COM 070203104 176 9,000 SH DFND 4,2,5 0 0 9,000
BAXTER INTERNATIONAL INC COM 071813109 49,441 674,591 SH DFND 2,5 674,591 0 0
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BEMIS CO COM 081437105 2,140 47,340 SH DFND 2,5 47,340 0 0
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CORENERGY INFRASTRUCTURE TRUST INC COM 21870U205 216 33,352 SH DFND 4,2,5 19,652 0 13,700
CORNERSTONE ONDEMAND INC COM 21925Y103 3,907 111,000 SH DFND 2,5 111,000 0 0
CORNING INC COM 219350105 2,083 90,860 SH DFND 2,5 90,860 0 0
CORNING INC COM 219350105 12,467 543,700 SH DFND 4,2,5 180,300 0 363,400
CORPBANCA SA SPONSORED ADR 21987A209 43 2,400 SH DFND 4,2,5 2,400 0 0
CORPORATE OFFICE PROPERTIES TRUST SH BEN INT 22002T108 764 26,923 SH DFND 4,2,5 0 0 26,923
COSTAR GROUP INC COM 22160N109 13,335 72,620 SH DFND 2,5 72,620 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,242 22,874 SH DFND 2,5 22,874 0 0
COSTCO WHOLESALE CORP COM 22160K105 22,992 162,200 SH DFND 4,2,5 64,100 0 98,100
COVANCE INC COM 222816100 3,795 36,548 SH DFND 2,5 36,548 0 0
COVENANT TRANSPORTATION GROUP INC CL A 22284P105 724 26,700 SH DFND 4,2,5 13,830 0 12,870
COVIDIEN PLC SHS G2554F113 10,280 100,504 SH DFND 2,5 100,504 0 0
COVIDIEN PLC SHS G2554F113 11,732 114,700 SH DFND 4,2,5 68,500 0 46,200
CR BARD INC COM 067383109 2,865 17,192 SH DFND 2,5 17,192 0 0
CR BARD INC COM 067383109 567 3,400 SH DFND 4,2,5 0 0 3,400
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 14,639 103,999 SH DFND 4,2,5 23,400 0 80,599
CRAWFORD & CO CL B 224633107 453 44,041 SH DFND 4,2,5 21,101 0 22,940
CRAWFORD & CO CL A 224633206 16 1,861 SH DFND 4,2,5 1,861 0 0
CREDICORP LTD COM G2519Y108 16,618 103,743 SH DFND 2,5 49,449 0 54,294
CREDICORP LTD COM G2519Y108 64 400 SH DFND 4,2,5 400 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 145 6,230 SH DFND 2,5 6,230 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 56 2,400 SH DFND 4,2,5 0 0 2,400
CRITEO SA SPONS ADS 226718104 7,154 176,986 SH DFND 2,5 176,986 0 0
CROCS INC COM 227046109 2,408 192,800 SH DFND 4,2,5 97,000 0 95,800
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 3,345 42,500 SH DFND 2,5 42,500 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 8,500 108,000 SH DFND 4,2,5 108,000 0 0
CSG SYSTEMS INTERNATIONAL INC COM 126349109 5,636 224,800 SH DFND 4,2,5 42,100 0 182,700
CSX CORP COM 126408103 25,466 702,900 SH DFND 4,2,5 504,600 0 198,300
CUBESMART COM 229663109 1,907 86,423 SH DFND 2,5 86,423 0 0
CUBIST PHARMACEUTICALS INC RIGHT 99/99/9999 229678123 11 285,076 SH DFND 2,5 285,076 0 0
CUMMINS INC COM 231021106 1,951 13,530 SH DFND 2,5 13,530 0 0
CUMMINS INC COM 231021106 10,669 74,000 SH DFND 4,2,5 9,000 0 65,000
CVS HEALTH CORP COM 126650100 17,130 177,858 SH DFND 2,5 177,858 0 0
CVS HEALTH CORP COM 126650100 79,061 820,900 SH DFND 4,2,5 257,050 0 563,850
CYS INVESTMENTS INC COM 12673A108 325 37,300 SH DFND 4,2,5 37,300 0 0
CYTEC INDUSTRIES INC COM 232820100 521 11,274 SH DFND 2,5 11,274 0 0
CYTEC INDUSTRIES INC COM 232820100 6,830 147,928 SH DFND 4,2,5 67,044 0 80,884
DANAHER CORP COM 235851102 55,774 650,728 SH DFND 2,5 650,728 0 0
DANAHER CORP COM 235851102 16,232 189,380 SH DFND 4,2,5 84,780 0 104,600
DARDEN RESTAURANTS INC COM 237194105 809 13,800 SH DFND 4,2,5 13,800 0 0
DATALINK CORP COM 237934104 186 14,400 SH DFND 4,2,5 5,900 0 8,500
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,315 83,377 SH DFND 2,5 83,377 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,462 19,300 SH DFND 4,2,5 0 0 19,300
DEAN FOODS CO COM NEW 242370203 2,322 119,800 SH DFND 4,2,5 96,000 0 23,800
DEERE & CO COM 244199105 274 3,099 SH DFND 2,5 3,099 0 0
DEERE & CO COM 244199105 15,518 175,400 SH DFND 4,2,5 41,600 0 133,800
DELEK US HOLDINGS INC COM 246647101 3,285 120,400 SH DFND 4,2,5 61,100 0 59,300
DELPHI AUTOMOTIVE PLC SHS G27823106 4,196 57,707 SH DFND 2,5 57,707 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 10,295 141,564 SH DFND 4,2,5 5,300 0 136,264
DELTA AIR LINES INC COM NEW 247361702 31,537 641,120 SH DFND 2,5 641,120 0 0
DELTA AIR LINES INC COM NEW 247361702 131,911 2,681,662 SH DFND 4,2,5 2,027,490 0 654,172
DELTA NATURAL GAS CO INC COM 247748106 586 27,584 SH DFND 4,2,5 19,254 0 8,330
DELUXE CORP COM 248019101 5,422 87,100 SH DFND 2,5 87,100 0 0
DELUXE CORP COM 248019101 27,559 442,715 SH DFND 4,2,5 244,325 0 198,390
DEMAND MEDIA INC COM NEW 24802N208 295 48,200 SH DFND 4,2,5 34,400 0 13,800
DENBURY RESOURCES INC COM NEW 247916208 39 4,844 SH DFND 2,5 4,844 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 654 12,285 SH DFND 2,5 12,285 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 55,407 1,820,638 SH DFND 2,5 1,816,118 0 4,520
DEUTSCHE BANK AG NAMEN AKT D18190898 16,252 534,033 SH DFND 4,2,5 425,902 0 108,131
DEVON ENERGY CORP COM 25179M103 15,777 257,745 SH DFND 2,5 257,745 0 0
DEVON ENERGY CORP COM 25179M103 75,508 1,233,590 SH DFND 4,2,5 910,460 0 323,130
DEXCOM INC COM 252131107 9,628 174,900 SH DFND 2,5 174,900 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,348 56,000 SH DFND 2,5 56,000 0 0
DICE HOLDINGS INC COM 253017107 9 900 SH DFND 4,2,5 900 0 0
DIME COMMUNITY BANCSHARES INC COM 253922108 163 10,000 SH DFND 4,2,5 10,000 0 0
DIRECTV COM 25490A309 2,816 32,477 SH DFND 2,5 32,477 0 0
DIRECTV COM 25490A309 13,933 160,703 SH DFND 4,2,5 65,100 0 95,603
DISCOVER FINANCIAL SERVICES COM 254709108 44,059 672,765 SH DFND 2,5 672,765 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 143,122 2,185,400 SH DFND 4,2,5 1,481,000 0 704,400
DISH NETWORK CORP CL A 25470M109 2,994 41,074 SH DFND 4,2,5 3,000 0 38,074
DOLLAR GENERAL CORP COM 256677105 3,217 45,500 SH DFND 4,2,5 0 0 45,500
DOLLAR TREE INC COM 256746108 4,073 57,876 SH DFND 4,2,5 3,800 0 54,076
DOMINION DIAMOND CORP COM 257287102 459 25,500 SH DFND 2,5 25,500 0 0
DOMINION DIAMOND CORP COM 257287102 1,892 105,000 SH DFND 4,2,5 58,100 0 46,900
DOMINION RESOURCES INC/VA COM 25746U109 1,742 22,651 SH DFND 2,5 22,651 0 0
DOMINION RESOURCES INC/VA COM 25746U109 19,579 254,600 SH DFND 4,2,5 100,600 0 154,000
DOMTAR CORP COM NEW 257559203 6,274 156,000 SH DFND 4,2,5 90,300 0 65,700
DOUGLAS EMMETT INC COM 25960P109 1,624 57,173 SH DFND 2,5 57,173 0 0
DOVER CORP COM 260003108 2,302 32,100 SH DFND 4,2,5 0 0 32,100
DOW CHEMICAL CO/THE COM 260543103 2,872 62,960 SH DFND 2,5 54,859 0 8,101
DOW CHEMICAL CO/THE COM 260543103 7,831 171,700 SH DFND 4,2,5 163,900 0 7,800
DR PEPPER SNAPPLE GROUP INC COM 26138E109 17,688 246,760 SH DFND 2,5 246,760 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 84,687 1,181,465 SH DFND 4,2,5 738,900 0 442,565
DRIL-QUIP INC COM 262037104 1,725 22,483 SH DFND 2,5 22,483 0 0
DST SYSTEMS INC COM 233326107 1,359 14,436 SH DFND 4,2,5 0 0 14,436
DTE ENERGY CO COM 233331107 1,100 12,737 SH DFND 2,5 12,737 0 0
DTE ENERGY CO COM 233331107 9,057 104,864 SH DFND 4,2,5 18,200 0 86,664
DUKE ENERGY CORP COM NEW 26441C204 4,575 54,769 SH DFND 2,5 54,769 0 0
DUKE ENERGY CORP COM NEW 26441C204 27,025 323,500 SH DFND 4,2,5 97,200 0 226,300
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 256 7,692 SH DFND 2,5 7,692 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 3,457 104,000 SH DFND 4,2,5 56,800 0 47,200
DYAX CORP COM 26746E103 8,433 599,810 SH DFND 2,5 599,810 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 216 49,300 SH DFND 4,2,5 49,300 0 0
EASTMAN CHEMICAL CO COM 277432100 7,381 97,300 SH DFND 2,5 97,300 0 0
EASTMAN CHEMICAL CO COM 277432100 42,535 560,700 SH DFND 4,2,5 397,800 0 162,900
EATON CORP PLC SHS G29183103 4,414 64,956 SH DFND 2,5 61,935 0 3,021
EATON CORP PLC SHS G29183103 11,444 168,400 SH DFND 4,2,5 70,000 0 98,400
EBAY INC COM 278642103 14,514 258,624 SH DFND 2,5 252,883 0 5,741
EBAY INC COM 278642103 8,115 144,600 SH DFND 4,2,5 137,700 0 6,900
EBIX INC COM NEW 278715206 1,641 96,600 SH DFND 4,2,5 56,500 0 40,100
ECHOSTAR CORP CL A 278768106 3,735 71,150 SH DFND 2,5 71,150 0 0
ECHOSTAR CORP CL A 278768106 14,484 275,880 SH DFND 4,2,5 191,690 0 84,190
ECOLAB INC COM 278865100 59,053 564,994 SH DFND 2,5 559,142 0 5,852
ECOLAB INC COM 278865100 11,194 107,100 SH DFND 4,2,5 33,300 0 73,800
ECOPETROL SA SPONSORED ADS 279158109 250 14,600 SH DFND 4,2,5 14,600 0 0
EDISON INTERNATIONAL COM 281020107 550 8,401 SH DFND 2,5 8,401 0 0
EDISON INTERNATIONAL COM 281020107 9,455 144,400 SH DFND 4,2,5 12,800 0 131,600
EDWARDS LIFESCIENCES CORP COM 28176E108 10,607 83,268 SH DFND 2,5 83,268 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 10,069 136,181 SH DFND 2,5 136,181 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 25,262 341,650 SH DFND 4,2,5 135,000 0 206,650
ELDORADO GOLD CORP COM 284902103 611 99,949 SH DFND 2,5 99,949 0 0
ELECTRONIC ARTS INC COM 285512109 484 10,300 SH DFND 4,2,5 0 0 10,300
ELECTRONIC ARTS INC NOTE 0.750% 7/1 285512AA7 3,766 2,500,000 PRN DFND 2,5 0 0 0
ELI LILLY & CO COM 532457108 83 1,200 SH DFND 2,5 1,200 0 0
ELI LILLY & CO COM 532457108 57,825 838,160 SH DFND 4,2,5 186,760 0 651,400
EMC CORP/MA COM 268648102 4,404 148,073 SH DFND 2,5 148,073 0 0
EMC CORP/MA COM 268648102 14,400 484,200 SH DFND 4,2,5 273,400 0 210,800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,554 167,256 SH DFND 4,2,5 33,800 0 133,456
EMERSON ELECTRIC CO COM 291011104 411 6,655 SH DFND 2,5 6,655 0 0
EMERSON ELECTRIC CO COM 291011104 16,000 259,200 SH DFND 4,2,5 103,500 0 155,700
EMPIRE STATE REALTY TRUST INC CL A 292104106 545 30,986 SH DFND 2,5 30,986 0 0
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 49 1,100 SH DFND 4,2,5 1,100 0 0
EMULEX CORP COM NEW 292475209 388 68,500 SH DFND 4,2,5 68,500 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,515 29,800 SH DFND 4,2,5 19,500 0 10,300
ENBRIDGE INC COM 29250N105 2,143 41,545 SH DFND 2,5 41,545 0 0
ENBRIDGE INC COM 29250N105 3,698 71,700 SH DFND 4,2,5 50,500 0 21,200
ENCANA CORP COM 292505104 3,018 216,197 SH DFND 2,5 216,197 0 0
ENCANA CORP COM 292505104 4,687 335,750 SH DFND 4,2,5 272,830 0 62,920
ENCORE CAPITAL GROUP INC COM 292554102 937 21,100 SH DFND 4,2,5 16,400 0 4,700
ENDO INTERNATIONAL PLC SHS G30401106 18,203 252,398 SH DFND 2,5 252,398 0 0
ENDOCYTE INC COM 29269A102 177 28,100 SH DFND 4,2,5 2,300 0 25,800
ENDOLOGIX INC COM 29266S106 5,598 366,125 SH DFND 2,5 366,125 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 347 5,800 SH DFND 4,2,5 0 0 5,800
ENERGIZER HOLDINGS INC COM 29266R108 314 2,439 SH DFND 2,5 2,439 0 0
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,838 23,220 SH DFND 1,2,5,3 23,220 0 0
ENERGY XXI LTD USD UNRS SHS G10082140 401 123,100 SH DFND 4,2,5 95,600 0 27,500
ENERSIS SA SPONSORED ADR 29274F104 1,047 65,300 SH DFND 2,5 65,300 0 0
ENERSIS SA SPONSORED ADR 29274F104 1,951 121,700 SH DFND 4,2,5 121,700 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,060 29,797 SH DFND 4,2,5 0 0 29,797
ENSCO PLC SHS CLASS A G3157S106 300 10,000 SH DFND 4,2,5 10,000 0 0
ENSIGN GROUP INC/THE COM 29358P101 9 200 SH DFND 4,2,5 0 0 200
ENSTAR GROUP LTD SHS G3075P101 1,758 11,500 SH DFND 4,2,5 1,800 0 9,700
ENTERGY CORP COM 29364G103 27,169 310,574 SH DFND 2,5 310,574 0 0
ENTERGY CORP COM 29364G103 95,027 1,086,270 SH DFND 4,2,5 824,520 0 261,750
EOG RESOURCES INC COM 26875P101 48,626 528,138 SH DFND 2,5 522,509 0 5,629
EOG RESOURCES INC COM 26875P101 6,887 74,800 SH DFND 4,2,5 71,600 0 3,200
EPAM SYSTEMS INC COM 29414B104 478 10,000 SH DFND 2,5 10,000 0 0
EPLUS INC COM 294268107 197 2,600 SH DFND 4,2,5 0 0 2,600
EPR PROPERTIES COM SH BEN INT 26884U109 1,406 24,400 SH DFND 4,2,5 13,300 0 11,100
EQT CORP COM 26884L109 4,750 62,748 SH DFND 2,5 62,748 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 5,104 58,000 SH DFND 2,5 58,000 0 0
EQUIFAX INC COM 294429105 16,077 198,800 SH DFND 4,2,5 149,500 0 49,300
EQUITY COMMONWEALTH COM SH BEN INT 294628102 4,187 163,098 SH DFND 2,5 163,098 0 0
EQUITY COMMONWEALTH COM SH BEN INT 294628102 12,422 483,899 SH DFND 4,2,5 410,564 0 73,335
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,472 48,336 SH DFND 2,5 48,336 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,655 78,720 SH DFND 4,2,5 78,720 0 0
ESCALADE INC COM 296056104 160 10,600 SH DFND 4,2,5 3,400 0 7,200
ESPERION THERAPEUTICS INC COM 29664W105 3,581 88,546 SH DFND 2,5 88,546 0 0
ESSA BANCORP INC COM 29667D104 429 35,736 SH DFND 4,2,5 24,469 0 11,267
ESSEX PROPERTY TRUST INC COM 297178105 355 1,716 SH DFND 2,5 1,716 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 28,061 368,258 SH DFND 2,5 364,621 0 3,637
ESTEE LAUDER COS INC/THE CL A 518439104 3,183 41,774 SH DFND 4,2,5 4,400 0 37,374
EVERBANK FINANCIAL CORP COM 29977G102 438 23,000 SH DFND 2,5 23,000 0 0
EVERBANK FINANCIAL CORP COM 29977G102 2,693 141,300 SH DFND 4,2,5 66,600 0 74,700
EVEREST RE GROUP LTD COM G3223R108 48 280 SH DFND 2,5 280 0 0
EVEREST RE GROUP LTD COM G3223R108 2,098 12,320 SH DFND 4,2,5 2,580 0 9,740
EXACTECH INC COM 30064E109 718 30,462 SH DFND 4,2,5 14,762 0 15,700
EXCEL TRUST INC COM 30068C109 939 70,152 SH DFND 4,2,5 57,650 0 12,502
EXELIS INC COM 30162A108 284 16,200 SH DFND 4,2,5 0 0 16,200
EXELIXIS INC COM 30161Q104 497 345,111 SH DFND 2,5 345,111 0 0
EXELON CORP COM 30161N101 26,271 708,500 SH DFND 4,2,5 637,300 0 71,200
EXPEDIA INC COM NEW 30212P303 17,948 210,260 SH DFND 2,5 210,260 0 0
EXPEDIA INC COM NEW 30212P303 60,429 707,930 SH DFND 4,2,5 539,630 0 168,300
EXPRESS SCRIPTS HOLDING CO COM 30219G108 25,664 303,112 SH DFND 2,5 299,358 0 3,754
EXPRESS SCRIPTS HOLDING CO COM 30219G108 8,544 100,905 SH DFND 4,2,5 96,105 0 4,800
EXTRA SPACE STORAGE INC COM 30225T102 5,647 96,297 SH DFND 2,5 96,297 0 0
EXXON MOBIL CORP COM 30231G102 57,488 621,831 SH DFND 2,5 621,831 0 0
EXXON MOBIL CORP COM 30231G102 214,808 2,323,500 SH DFND 4,2,5 1,488,600 0 834,900
EZCORP INC CL A NON VTG 302301106 1,262 107,411 SH DFND 4,2,5 39,610 0 67,801
F5 NETWORKS INC COM 315616102 61,871 474,236 SH DFND 2,5 474,236 0 0
FACEBOOK INC CL A 30303M102 86,459 1,108,164 SH DFND 2,5 1,108,164 0 0
FACEBOOK INC CL A 30303M102 41,818 535,996 SH DFND 4,2,5 490,100 0 45,896
FAIRCHILD SEMICONDUCTOR INTERNATIONAL IN COM 303726103 2,611 154,700 SH DFND 4,2,5 39,000 0 115,700
FASTENAL CO COM 311900104 2,348 49,376 SH DFND 4,2,5 4,800 0 44,576
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 984 32,440 SH DFND 4,2,5 19,010 0 13,430
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 1,049 7,859 SH DFND 2,5 7,859 0 0
FEDEX CORP COM 31428X106 22,263 128,198 SH DFND 2,5 128,198 0 0
FEDEX CORP COM 31428X106 12,017 69,200 SH DFND 4,2,5 33,700 0 35,500
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 5,283 456,248 SH DFND 2,5 385,847 0 70,401
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 14,947 240,300 SH DFND 4,2,5 179,500 0 60,800
FIFTH THIRD BANCORP COM 316773100 2,800 137,400 SH DFND 4,2,5 0 0 137,400
FINANCIAL ENGINES INC COM 317485100 777 21,269 SH DFND 2,5 21,269 0 0
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 7 779 SH DFND 4,2,5 779 0 0
FIRST DEFIANCE FINANCIAL CORP COM 32006W106 95 2,800 SH DFND 4,2,5 300 0 2,500
FIRST FINANCIAL CORP/IN COM 320218100 114 3,200 SH DFND 4,2,5 3,200 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 1,282 62,348 SH DFND 2,5 62,348 0 0
FIRST MERCHANTS CORP COM 320817109 255 11,200 SH DFND 4,2,5 11,200 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 726 58,700 SH DFND 4,2,5 47,600 0 11,100
FIRST REPUBLIC BANK/CA COM 33616C100 334 6,400 SH DFND 2,5 6,400 0 0
FIRST SOLAR INC COM 336433107 138 3,100 SH DFND 4,2,5 3,100 0 0
FIRSTENERGY CORP COM 337932107 13,540 347,260 SH DFND 2,5 347,260 0 0
FIRSTENERGY CORP COM 337932107 68,533 1,757,710 SH DFND 4,2,5 1,352,550 0 405,160
FISERV INC COM 337738108 2,992 42,156 SH DFND 2,5 42,156 0 0
FISERV INC COM 337738108 4,869 68,600 SH DFND 4,2,5 4,800 0 63,800
FIVE STAR QUALITY CARE INC COM 33832D106 9 2,100 SH DFND 4,2,5 2,100 0 0
FLEXSTEEL INDUSTRIES INC COM 339382103 526 16,310 SH DFND 4,2,5 10,929 0 5,381
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 1,284 114,870 SH DFND 2,5 114,870 0 0
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 4,601 411,505 SH DFND 4,2,5 312,715 0 98,790
FMC CORP COM NEW 302491303 547 9,600 SH DFND 4,2,5 0 0 9,600
FMC TECHNOLOGIES INC COM 30249U101 3,279 70,000 SH DFND 2,5 70,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 356 7,600 SH DFND 4,2,5 0 0 7,600
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 292 3,316 SH DFND 2,5 3,316 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 14 155 SH DFND 4,2,5 155 0 0
FOOT LOCKER INC COM 344849104 1,348 24,000 SH DFND 2,5 24,000 0 0
FOOT LOCKER INC COM 344849104 2,871 51,100 SH DFND 4,2,5 24,000 0 27,100
FORD MOTOR CO COM PAR $0.01 345370860 28,536 1,841,002 SH DFND 2,5 1,841,002 0 0
FORD MOTOR CO COM PAR $0.01 345370860 119,914 7,736,359 SH DFND 4,2,5 5,539,260 0 2,197,099
FORESTAR GROUP INC COM 346233109 1,014 65,819 SH DFND 4,2,5 21,829 0 43,990
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 4,856 107,268 SH DFND 2,5 107,268 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 5,786 127,800 SH DFND 4,2,5 32,500 0 95,300
FRANCO-NEVADA CORP COM 351858105 49 1,000 SH DFND 4,2,5 0 0 1,000
FRANKLIN RESOURCES INC COM 354613101 27,176 490,800 SH DFND 2,5 490,800 0 0
FRANKLIN RESOURCES INC COM 354613101 90,977 1,643,070 SH DFND 4,2,5 1,353,700 0 289,370
FRANKLIN STREET PROPERTIES CORP COM 35471R106 702 57,178 SH DFND 4,2,5 44,300 0 12,878
FREEPORT-MCMORAN INC CL B 35671D857 667 28,536 SH DFND 2,5 28,536 0 0
FREEPORT-MCMORAN INC CL B 35671D857 7,092 303,600 SH DFND 4,2,5 222,600 0 81,000
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 213 8,460 SH DFND 4,2,5 8,460 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,845 84,800 SH DFND 4,2,5 40,700 0 44,100
FTI CONSULTING INC COM 302941109 2,244 58,100 SH DFND 4,2,5 22,100 0 36,000
GAMESTOP CORP CL A 36467W109 5,942 175,800 SH DFND 2,5 175,800 0 0
GAMESTOP CORP CL A 36467W109 16,532 489,100 SH DFND 4,2,5 352,100 0 137,000
GANNETT CO INC COM 364730101 530 16,589 SH DFND 2,5 16,589 0 0
GANNETT CO INC COM 364730101 463 14,500 SH DFND 4,2,5 0 0 14,500
GAP INC/THE COM 364760108 59 1,400 SH DFND 2,5 1,400 0 0
GAP INC/THE COM 364760108 27,195 645,820 SH DFND 4,2,5 271,480 0 374,340
GARMIN LTD SHS H2906T109 1,505 28,482 SH DFND 2,5 28,482 0 0
GARMIN LTD SHS H2906T109 634 12,000 SH DFND 4,2,5 12,000 0 0
GENERAC HOLDINGS INC COM 368736104 311 6,642 SH DFND 2,5 6,642 0 0
GENERAL CABLE CORP COM 369300108 234 15,700 SH DFND 4,2,5 0 0 15,700
GENERAL DYNAMICS CORP COM 369550108 1,170 8,500 SH DFND 4,2,5 8,500 0 0
GENERAL ELECTRIC CO COM 369604103 31,170 1,233,493 SH DFND 2,5 1,233,493 0 0
GENERAL ELECTRIC CO COM 369604103 109,027 4,314,500 SH DFND 4,2,5 3,102,800 0 1,211,700
GENERAL GROWTH PROPERTIES INC COM 370023103 7,725 274,625 SH DFND 2,5 274,625 0 0
GENERAL MILLS INC COM 370334104 1,053 19,741 SH DFND 2,5 19,741 0 0
GENERAL MILLS INC COM 370334104 37,542 703,948 SH DFND 4,2,5 372,438 0 331,510
GENERAL MOTORS CO COM 37045V100 138 3,946 SH DFND 2,5 3,946 0 0
GENERAL MOTORS CO COM 37045V100 6,336 181,500 SH DFND 4,2,5 170,600 0 10,900
GENESCO INC COM 371532102 950 12,400 SH DFND 4,2,5 12,400 0 0
GENOCEA BIOSCIENCES INC COM 372427104 1,666 237,941 SH DFND 2,5 237,941 0 0
GENUINE PARTS CO COM 372460105 6,309 59,200 SH DFND 4,2,5 12,000 0 47,200
GILEAD SCIENCES INC COM 375558103 203,517 2,159,104 SH DFND 2,5 2,157,027 0 2,077
GILEAD SCIENCES INC COM 375558103 163,864 1,738,426 SH DFND 4,2,5 1,410,526 0 327,900
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 76,567 18,500,000 PRN DFND 2,5 0 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 244 14,200 SH DFND 4,2,5 0 0 14,200
GLOBAL PAYMENTS INC COM 37940X102 899 11,136 SH DFND 2,5 11,136 0 0
GLOBAL SOURCES LTD ORD G39300101 408 64,102 SH DFND 4,2,5 50,402 0 13,700
GOLDCORP INC COM 380956409 7,917 426,296 SH DFND 2,5 426,296 0 0
GOLDCORP INC COM 380956409 1,436 77,300 SH DFND 4,2,5 4,200 0 73,100
GOLDMAN SACHS GROUP INC/THE COM 38141G104 19,351 99,834 SH DFND 2,5 99,834 0 0
GOLDMAN SACHS GROUP INC/THE COM 38141G104 20,430 105,400 SH DFND 4,2,5 62,000 0 43,400
GOOGLE INC CL A 38259P508 30,636 57,731 SH DFND 2,5 57,346 0 385
GOOGLE INC CL A 38259P508 108,432 204,334 SH DFND 4,2,5 173,867 0 30,467
GOOGLE INC CL C 38259P706 107,035 203,334 SH DFND 2,5 203,334 0 0
GOOGLE INC CL C 38259P706 35,084 66,649 SH DFND 4,2,5 56,727 0 9,922
GRACO INC COM 384109104 380 4,740 SH DFND 2,5 4,740 0 0
GRAHAM HOLDINGS CO COM 384637104 259 300 SH DFND 4,2,5 0 0 300
GRAN TIERRA ENERGY INC COM 38500T101 4,687 1,217,512 SH DFND 2,5 719,254 0 498,258
GRAN TIERRA ENERGY INC COM 38500T101 177 46,100 SH DFND 4,2,5 46,100 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 2,612 191,800 SH DFND 2,5 191,800 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 13,004 954,800 SH DFND 4,2,5 537,700 0 417,100
GREAT PLAINS ENERGY INC COM 391164100 9,221 324,582 SH DFND 4,2,5 19,920 0 304,662
GREEN DOT CORP CL A 39304D102 1,391 67,900 SH DFND 4,2,5 36,600 0 31,300
GREEN PLAINS INC COM 393222104 991 40,000 SH DFND 2,5 40,000 0 0
GREEN PLAINS INC COM 393222104 2,082 84,000 SH DFND 4,2,5 41,500 0 42,500
GREENBRIER COS INC/THE COM 393657101 1,306 24,300 SH DFND 4,2,5 0 0 24,300
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 1,776 54,400 SH DFND 4,2,5 14,900 0 39,500
GRIFOLS SA SP ADR REP B NVT 398438408 3,261 95,938 SH DFND 2,5 95,938 0 0
GROUPON INC COM CL A 399473107 500 60,588 SH DFND 2,5 0 0 60,588
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 32,896 965,830 SH DFND 2,5 555,850 0 409,980
GULFMARK OFFSHORE INC CL A NEW 402629208 928 38,000 SH DFND 4,2,5 27,500 0 10,500
H&R BLOCK INC COM 093671105 429 12,737 SH DFND 2,5 12,737 0 0
HAIN CELESTIAL GROUP INC/THE COM 405217100 19,352 332,000 SH DFND 2,5 332,000 0 0
HALLIBURTON CO COM 406216101 4,876 123,975 SH DFND 2,5 120,912 0 3,063
HALLIBURTON CO COM 406216101 25,128 638,900 SH DFND 4,2,5 397,300 0 241,600
HALYARD HEALTH INC COM 40650V100 0 1 SH DFND 2,5 1 0 0
HALYARD HEALTH INC COM 40650V100 372 8,179 SH DFND 4,2,5 0 0 8,179
HANESBRANDS INC COM 410345102 19,779 177,200 SH DFND 2,5 177,200 0 0
HANESBRANDS INC COM 410345102 67,631 605,900 SH DFND 4,2,5 390,600 0 215,300
HARLEY-DAVIDSON INC COM 412822108 4,396 66,700 SH DFND 4,2,5 3,200 0 63,500
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 18,098 169,600 SH DFND 2,5 169,600 0 0
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 34,062 319,200 SH DFND 4,2,5 264,500 0 54,700
HARRIS CORP COM 413875105 13,021 181,300 SH DFND 4,2,5 133,100 0 48,200
HARVARD BIOSCIENCE INC COM 416906105 665 117,268 SH DFND 4,2,5 94,400 0 22,868
HAWAIIAN ELECTRIC INDUSTRIES INC COM 419870100 317 9,454 SH DFND 2,5 9,454 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2,173 83,400 SH DFND 4,2,5 57,700 0 25,700
HCA HOLDINGS INC COM 40412C101 25,737 350,691 SH DFND 2,5 345,836 0 4,855
HCP INC COM 40414L109 9,228 209,580 SH DFND 2,5 209,580 0 0
HCP INC COM 40414L109 7,380 167,610 SH DFND 4,2,5 136,410 0 31,200
HD SUPPLY HOLDINGS INC COM 40416M105 12,586 426,800 SH DFND 2,5 426,800 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 15,502 305,467 SH DFND 2,5 47,370 0 258,097
HEALTH CARE REIT INC COM 42217K106 2,739 36,197 SH DFND 2,5 36,197 0 0
HEALTH CARE REIT INC COM 42217K106 5,329 70,430 SH DFND 4,2,5 70,430 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 4,542 61,855 SH DFND 2,5 61,855 0 0
HECLA MINING CO COM 422704106 5,379 1,927,825 SH DFND 2,5 1,927,825 0 0
HELEN OF TROY LTD COM G4388N106 1,008 15,500 SH DFND 4,2,5 0 0 15,500
HELMERICH & PAYNE INC COM 423452101 843 12,500 SH DFND 2,5 12,500 0 0
HELMERICH & PAYNE INC COM 423452101 2,542 37,700 SH DFND 4,2,5 0 0 37,700
HENRY SCHEIN INC COM 806407102 1,304 9,575 SH DFND 2,5 9,575 0 0
HENRY SCHEIN INC COM 806407102 3,904 28,677 SH DFND 4,2,5 2,500 0 26,177
HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 907 129,000 SH DFND 4,2,5 97,700 0 31,300
HERSHEY CO/THE COM 427866108 1,279 12,308 SH DFND 2,5 12,308 0 0
HERSHEY CO/THE COM 427866108 5,165 49,700 SH DFND 4,2,5 4,800 0 44,900
HESS CORP COM 42809H107 33,120 448,653 SH DFND 2,5 448,653 0 0
HESS CORP COM 42809H107 93,926 1,272,370 SH DFND 4,2,5 1,031,980 0 240,390
HEWLETT-PACKARD CO COM 428236103 45,400 1,131,316 SH DFND 2,5 1,118,483 0 12,833
HEWLETT-PACKARD CO COM 428236103 172,828 4,306,700 SH DFND 4,2,5 3,117,400 0 1,189,300
HEXCEL CORP COM 428291108 47,589 1,147,000 SH DFND 2,5 1,147,000 0 0
HIGHER ONE HOLDINGS INC COM 42983D104 12 2,800 SH DFND 4,2,5 2,800 0 0
HILL INTERNATIONAL INC COM 431466101 89 23,208 SH DFND 4,2,5 4,200 0 19,008
HILL-ROM HOLDINGS INC COM 431475102 1,807 39,600 SH DFND 4,2,5 0 0 39,600
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 658 7,566 SH DFND 4,2,5 6,235 0 1,331
HOLLYFRONTIER CORP COM 436106108 105 2,792 SH DFND 2,5 2,792 0 0
HOLLYFRONTIER CORP COM 436106108 840 22,400 SH DFND 4,2,5 22,400 0 0
HOLOGIC INC COM 436440101 7,597 284,103 SH DFND 2,5 284,103 0 0
HOLOGIC INC COM 436440101 8,153 304,910 SH DFND 4,2,5 150,800 0 154,110
HOLOGIC INC FRNT 2.000%12/1 436440AB7 4,364 3,500,000 PRN DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 19,126 182,202 SH DFND 2,5 182,202 0 0
HOME DEPOT INC COM 437076102 48,013 457,400 SH DFND 4,2,5 308,900 0 148,500
HONEYWELL INTERNATIONAL INC COM 438516106 4,775 47,784 SH DFND 2,5 47,784 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 39,908 399,400 SH DFND 4,2,5 183,700 0 215,700
HOOKER FURNITURE CORP COM 439038100 103 6,000 SH DFND 4,2,5 0 0 6,000
HORIZON BANCORP/IN COM 440407104 55 2,100 SH DFND 4,2,5 2,100 0 0
HORMEL FOODS CORP COM 440452100 748 14,362 SH DFND 2,5 14,362 0 0
HORMEL FOODS CORP COM 440452100 1,381 26,500 SH DFND 4,2,5 2,800 0 23,700
HOSPIRA INC COM 441060100 9,318 152,138 SH DFND 2,5 152,138 0 0
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 4,095 132,100 SH DFND 4,2,5 74,800 0 57,300
HOST HOTELS & RESORTS INC COM 44107P104 612 25,748 SH DFND 2,5 25,748 0 0
HUBBELL INC CL B 443510201 267 2,500 SH DFND 4,2,5 0 0 2,500
HUMANA INC COM 444859102 6,277 43,700 SH DFND 4,2,5 0 0 43,700
HUNTINGTON BANCSHARES INC/OH COM 446150104 31 2,900 SH DFND 4,2,5 0 0 2,900
HUNTINGTON INGALLS INDUSTRIES INC COM 446413106 5,241 46,600 SH DFND 4,2,5 35,200 0 11,400
HUNTSMAN CORP COM 447011107 7,783 341,680 SH DFND 2,5 341,680 0 0
HUNTSMAN CORP COM 447011107 25,126 1,103,000 SH DFND 4,2,5 825,600 0 277,400
HURCO COS INC COM 447324104 314 9,200 SH DFND 4,2,5 4,900 0 4,300
HUTCHINSON TECHNOLOGY INC COM 448407106 24 6,900 SH DFND 4,2,5 6,900 0 0
HYATT HOTELS CORP COM CL A 448579102 656 10,900 SH DFND 2,5 10,900 0 0
HYATT HOTELS CORP COM CL A 448579102 4,138 68,730 SH DFND 4,2,5 57,950 0 10,780
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 4,350 59,430 SH DFND 4,2,5 13,500 0 45,930
IAC/INTERACTIVECORP COM PAR $.001 44919P508 109 1,800 SH DFND 2,5 1,800 0 0
IAC/INTERACTIVECORP COM PAR $.001 44919P508 8,590 141,300 SH DFND 4,2,5 55,200 0 86,100
IAMGOLD CORP COM 450913108 326 120,400 SH DFND 4,2,5 84,600 0 35,800
ICF INTERNATIONAL INC COM 44925C103 2,238 54,620 SH DFND 4,2,5 22,500 0 32,120
ICICI BANK LTD ADR 45104G104 21,865 1,893,052 SH DFND 2,5 227,937 0 1,665,115
IDACORP INC COM 451107106 728 11,000 SH DFND 4,2,5 11,000 0 0
IDEX CORP COM 45167R104 8,416 108,113 SH DFND 2,5 97,410 0 10,703
IDEXX LABORATORIES INC COM 45168D104 1,514 10,212 SH DFND 2,5 10,212 0 0
IDT CORP CL B NEW 448947507 112 5,500 SH DFND 4,2,5 5,500 0 0
IHS INC CL A 451734107 15,943 140,000 SH DFND 2,5 140,000 0 0
ILLINOIS TOOL WORKS INC COM 452308109 130 1,377 SH DFND 2,5 1,377 0 0
ILLINOIS TOOL WORKS INC COM 452308109 5,777 61,000 SH DFND 4,2,5 51,900 0 9,100
ILLUMINA INC COM 452327109 49,307 267,130 SH DFND 2,5 267,130 0 0
ILLUMINA INC COM 452327109 166 900 SH DFND 4,2,5 200 0 700
IMPERIAL OIL LTD COM NEW 453038408 1,421 32,877 SH DFND 2,5 32,877 0 0
IMPERIAL OIL LTD COM NEW 453038408 8,042 186,100 SH DFND 4,2,5 32,800 0 153,300
IMPERVA INC COM 45321L100 4,844 98,000 SH DFND 2,5 98,000 0 0
INCYTE CORP COM 45337C102 30,312 414,610 SH DFND 2,5 414,610 0 0
INFOBLOX INC COM 45672H104 3,436 170,000 SH DFND 2,5 170,000 0 0
INFORMATICA CORP COM 45666Q102 4,576 120,000 SH DFND 2,5 120,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 5,669 180,188 SH DFND 2,5 0 0 180,188
INGLES MARKETS INC CL A 457030104 5,024 135,451 SH DFND 4,2,5 5,150 0 130,301
INGRAM MICRO INC CL A 457153104 11,446 414,100 SH DFND 4,2,5 7,900 0 406,200
INGREDION INC COM 457187102 127 1,500 SH DFND 2,5 1,500 0 0
INGREDION INC COM 457187102 24,510 288,900 SH DFND 4,2,5 70,200 0 218,700
INNOSPEC INC COM 45768S105 290 6,800 SH DFND 4,2,5 6,800 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,296 88,669 SH DFND 4,2,5 48,100 0 40,569
INSULET CORP COM 45784P101 8,109 176,050 SH DFND 2,5 176,050 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM NEW 457985208 3,069 56,600 SH DFND 4,2,5 27,700 0 28,900
INTEGRYS ENERGY GROUP INC COM 45822P105 1,285 16,500 SH DFND 4,2,5 16,500 0 0
INTEL CORP COM 458140100 17,016 468,888 SH DFND 2,5 457,695 0 11,193
INTEL CORP COM 458140100 156,701 4,318,033 SH DFND 4,2,5 2,228,880 0 2,089,153
INTEL CORP SDCV 2.950%12/1 458140AD2 26,275 20,000,000 PRN DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 19,996 11,500,000 PRN DFND 2,5 0 0 0
INTERACTIVE BROKERS GROUP INC COM 45841N107 141 4,850 SH DFND 4,2,5 0 0 4,850
INTERCEPT PHARMACEUTICALS INC COM 45845P108 9,461 60,645 SH DFND 2,5 60,645 0 0
INTERNATIONAL BANCSHARES CORP COM 459044103 2,712 102,200 SH DFND 4,2,5 53,200 0 49,000
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 43,453 270,834 SH DFND 2,5 270,834 0 0
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 160,228 998,677 SH DFND 4,2,5 651,997 0 346,680
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 1,032 10,180 SH DFND 2,5 10,180 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 3,776 37,254 SH DFND 4,2,5 16,270 0 20,984
INTERNATIONAL PAPER CO COM 460146103 1,165 21,746 SH DFND 2,5 21,746 0 0
INTERNATIONAL PAPER CO COM 460146103 4,088 76,300 SH DFND 4,2,5 0 0 76,300
INTERNATIONAL SPEEDWAY CORP CL A 460335201 97 3,080 SH DFND 4,2,5 0 0 3,080
INTERSECTIONS INC COM 460981301 166 42,400 SH DFND 4,2,5 35,700 0 6,700
INTUIT INC COM 461202103 6,485 70,342 SH DFND 2,5 70,342 0 0
INTUIT INC COM 461202103 7,696 83,480 SH DFND 4,2,5 8,500 0 74,980
INTUITIVE SURGICAL INC COM NEW 46120E602 53 100 SH DFND 4,2,5 0 0 100
INVESCO LTD SHS G491BT108 1,698 42,973 SH DFND 2,5 42,973 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 8 500 SH DFND 4,2,5 500 0 0
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 707 33,950 SH DFND 4,2,5 0 0 33,950
INVESTORS BANCORP INC COM 46146L101 1,415 126,050 SH DFND 4,2,5 49,350 0 76,700
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 1,009 123,500 SH DFND 4,2,5 40,300 0 83,200
IPG PHOTONICS CORP COM 44980X109 19,417 259,174 SH DFND 2,5 259,174 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 2,202 225,800 SH DFND 4,2,5 110,100 0 115,700
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 7,153 466,883 SH DFND 2,5 466,883 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 398 7,020 SH DFND 1,2,5,3 7,020 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 170 3,280 SH DFND 1,2,5,3 3,280 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 5,513 132,450 SH DFND 1,2,5,3 132,450 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 7,452 134,700 SH DFND 1,2,5,3 134,700 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF CORE MSCI EMKT 46434G103 1,044 22,200 SH DFND 1,2,5,3 22,200 0 0
ISHARES CORE S&P 500 ETF CORE S&P500 ETF 464287200 55,134 266,517 SH DFND 1,2,5,3 266,517 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 558 3,855 SH DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 5,952 83,320 SH DFND 1,2,5,3 83,320 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 766 23,640 SH DFND 1,2,5,3 23,640 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 32,595 766,400 SH DFND 1,2,5,3 766,400 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 3,449 68,250 SH DFND 1,2,5,3 68,250 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 25 2,540 SH DFND 1,2,5,3 2,540 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 437 11,760 SH DFND 1,2,5,3 11,760 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 94 2,532 SH DFND 2,5 2,532 0 0
ISHARES GLOBAL EX USD HI-ETF GL HGYL CP ETF 464286210 1,637 32,260 SH DFND 1,2,5,3 32,260 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 105 1,058 SH DFND 2,5 1,058 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 4,016 95,290 SH DFND 1,2,5,3 95,290 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 134 1,411 SH DFND 2,5 1,411 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,419 1,085,560 SH DFND 1,2,5,3 1,085,560 0 0
ISHARES IBOXX $ HIGH YIELD CORPORATE BON IBOXX HI YD ETF 464288513 9,833 109,740 SH DFND 1,2,5,3 109,740 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 265 2,220 SH DFND 1,2,5,3 2,220 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,290 90,810 SH DFND 1,2,5,3 90,810 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,955 58,020 SH DFND 1,2,5,3 58,020 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 3,492 36,085 SH DFND 1,2,5,3 36,085 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 9,841 89,700 SH DFND 1,2,5,3 89,700 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,051 33,047 SH DFND 1,2,5,3 33,047 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 188 2,440 SH DFND 1,2,5,3 2,440 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 19,957 161,554 SH DFND 1,2,5,3 161,554 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 77,817 687,623 SH DFND 1,2,5,3 687,623 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 11,464 133,006 SH DFND 1,2,5,3 133,006 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 953 6,466 SH DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 553 3,530 SH DFND 1,2,5,3 3,530 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 31,140 250,037 SH DFND 1,2,5,3 250,037 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,972 28,640 SH DFND 1,2,5,3 28,640 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 2,111 95,215 SH DFND 1,2,5,3 95,215 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,528 166,537 SH DFND 1,2,5,3 166,537 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,389 85,697 SH DFND 1,2,5,3 85,697 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 2,859 81,616 SH DFND 1,2,5,3 81,616 0 0
ISHARES MSCI CANADA ETF MSCI CDA ETF 464286509 1,361 47,158 SH DFND 1,2,5,3 47,158 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 623 12,400 SH DFND 2,5 0 0 12,400
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 50,181 824,807 SH DFND 1,2,5,3 824,807 0 0
ISHARES MSCI EAFE GROWTH ETF EAFE GRWTH ETF 464288885 11,452 174,009 SH DFND 1,2,5,3 174,009 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 864 14,000 SH DFND 1,2,5,3 14,000 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 8,278 177,230 SH DFND 1,2,5,3 177,230 0 0
ISHARES MSCI EAFE VALUE ETF EAFE VALUE ETF 464288877 11,013 215,810 SH DFND 1,2,5,3 215,810 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 2,005 51,032 SH DFND 1,2,5,3 51,032 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 353 8,992 SH DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 5,550 225,167 SH DFND 1,2,5,3 225,167 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 35 1,130 SH DFND 1,2,5,3 1,130 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 9,413 343,410 SH DFND 1,2,5,3 343,410 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 6 220 SH DFND 2,5 220 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 401 15,100 SH DFND 1,2,5,3 15,100 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 462 62,080 SH DFND 1,2,5,3 62,080 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 433 21,077 SH DFND 1,2,5,3 21,077 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 519 18,900 SH DFND 1,2,5,3 18,900 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 534 15,500 SH DFND 1,2,5,3 15,500 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,174 25,100 SH DFND 1,2,5,3 25,100 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 5,352 393,548 SH DFND 1,2,5,3 393,548 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 16,171 1,438,712 SH DFND 1,2,5,3 1,438,712 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 332 24,662 SH DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 680 11,448 SH DFND 1,2,5,3 11,448 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,120 88,693 SH DFND 1,2,5,3 88,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,575 39,400 SH DFND 1,2,5,3 39,400 0 0
ISHARES MSCI NORWAY CAPPED ETF MSCI NORWAY ETF 46429B499 541 23,200 SH DFND 1,2,5,3 23,200 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 9,434 214,648 SH DFND 1,2,5,3 214,648 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,303 29,656 SH DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 185 7,700 SH DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 762 58,226 SH DFND 1,2,5,3 58,226 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 332 6,000 SH DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 3,138 90,621 SH DFND 1,2,5,3 90,621 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,571 49,603 SH DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 906 28,600 SH DFND 1,2,5,3 28,600 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 369 4,768 SH DFND 1,2,5,3 4,768 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 651 11,984 SH DFND 1,2,5,3 11,984 0 0
ISHARES MSCI UNITED KINGDOM ETF MSCI UTD KNGDM 46434V548 2,205 122,300 SH DFND 1,2,5,3 122,300 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 369 9,110 SH DFND 1,2,5,3 9,110 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 293 7,650 SH DFND 1,2,5,3 7,650 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 41,976 411,850 SH DFND 1,2,5,3 411,850 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 26,589 231,955 SH DFND 1,2,5,3 231,955 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 103,330 1,080,740 SH DFND 1,2,5,3 1,080,740 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 21,794 208,753 SH DFND 1,2,5,3 208,753 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 485 2,905 SH DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 546 5,854 SH DFND 1,2,5,3 5,854 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 73,913 1,002,075 SH DFND 1,2,5,3 1,002,075 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 7,857 86,402 SH DFND 1,2,5,3 86,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 67,194 602,098 SH DFND 1,2,5,3 602,098 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 9,545 101,791 SH DFND 1,2,5,3 101,791 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 5 215 SH DFND 2,5 215 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 431 2,700 SH DFND 1,2,5,3 2,700 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 60,837 475,921 SH DFND 1,2,5,3 475,921 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,465 97,280 SH DFND 1,2,5,3 97,280 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 876 19,550 SH DFND 1,2,5,3 19,550 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 6 42 SH DFND 2,5 42 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 112 2,250 SH DFND 1,2,5,3 2,250 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 499 12,660 SH DFND 1,2,5,3 12,660 0 0
ISIS PHARMACEUTICALS INC COM 464330109 11,585 187,646 SH DFND 2,5 187,646 0 0
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 9,299 714,747 SH DFND 2,5 219,064 0 495,683
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 24 1,821 SH DFND 4,2,5 1,821 0 0
ITC HOLDINGS CORP COM 465685105 478 11,829 SH DFND 2,5 11,829 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 283 29,500 SH DFND 4,2,5 29,500 0 0
IXYS CORP COM 46600W106 146 11,600 SH DFND 4,2,5 11,600 0 0
JABIL CIRCUIT INC COM 466313103 2,500 114,500 SH DFND 2,5 114,500 0 0
JABIL CIRCUIT INC COM 466313103 5,791 265,300 SH DFND 4,2,5 228,100 0 37,200
JARDEN CORP NOTE 1.875% 9/1 471109AH1 2,666 1,700,000 PRN DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 29,037 177,346 SH DFND 2,5 177,346 0 0
JM SMUCKER CO/THE COM NEW 832696405 82 813 SH DFND 2,5 813 0 0
JM SMUCKER CO/THE COM NEW 832696405 4,322 42,800 SH DFND 4,2,5 2,100 0 40,700
JMP GROUP LLC COM 46629U107 66 8,679 SH DFND 4,2,5 6,719 0 1,960
JOHN B SANFILIPPO & SON INC COM 800422107 1,708 37,543 SH DFND 4,2,5 26,000 0 11,543
JOHNSON & JOHNSON COM 478160104 47,034 449,787 SH DFND 2,5 449,787 0 0
JOHNSON & JOHNSON COM 478160104 187,829 1,796,200 SH DFND 4,2,5 940,000 0 856,200
JOHNSON CONTROLS INC COM 478366107 2,031 42,011 SH DFND 2,5 42,011 0 0
JOHNSON CONTROLS INC COM 478366107 6,797 140,600 SH DFND 4,2,5 91,100 0 49,500
JOHNSON OUTDOORS INC CL A 479167108 109 3,500 SH DFND 4,2,5 700 0 2,800
JONES LANG LASALLE INC COM 48020Q107 1,017 6,785 SH DFND 2,5 6,785 0 0
JPMORGAN CHASE & CO COM 46625H100 79,896 1,276,706 SH DFND 2,5 1,276,706 0 0
JPMORGAN CHASE & CO COM 46625H100 242,459 3,874,386 SH DFND 4,2,5 3,103,371 0 771,015
JUNO THERAPEUTICS INC COM 48205A109 1,567 30,000 SH DFND 2,5 30,000 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 659 22,500 SH DFND 2,5 22,500 0 0
KAPSTONE PAPER AND PACKAGING CORP COM 48562P103 5,173 176,500 SH DFND 4,2,5 91,300 0 85,200
KELLOGG CO COM 487836108 2,316 35,385 SH DFND 2,5 35,385 0 0
KELLOGG CO COM 487836108 21,728 332,027 SH DFND 4,2,5 46,200 0 285,827
KELLY SERVICES INC CL A 488152208 742 43,600 SH DFND 4,2,5 33,700 0 9,900
KENNAMETAL INC COM 489170100 1,547 43,212 SH DFND 2,5 43,212 0 0
KEYCORP COM 493267108 5,226 376,000 SH DFND 4,2,5 0 0 376,000
KEYSIGHT TECHNOLOGIES INC COM 49338L103 140 4,154 SH DFND 2,5 4,154 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 213 6,300 SH DFND 4,2,5 0 0 6,300
KIMBERLY-CLARK CORP COM 494368103 1,211 10,480 SH DFND 2,5 10,480 0 0
KIMBERLY-CLARK CORP COM 494368103 25,159 217,750 SH DFND 4,2,5 67,700 0 150,050
KIMCO REALTY CORP COM 49446R109 2,908 115,681 SH DFND 2,5 115,681 0 0
KINDER MORGAN INC/DE COM 49456B101 85 2,000 SH DFND 2,5 2,000 0 0
KINDER MORGAN INC/DE COM 49456B101 10,717 253,300 SH DFND 4,2,5 243,100 0 10,200
KINDRED HEALTHCARE INC COM 494580103 934 51,390 SH DFND 4,2,5 43,580 0 7,810
KINROSS GOLD CORP COM NO PAR 496902404 453 160,794 SH DFND 2,5 160,794 0 0
KINROSS GOLD CORP COM NO PAR 496902404 29 10,200 SH DFND 4,2,5 6,600 0 3,600
KITE PHARMA INC COM 49803L109 1,442 25,000 SH DFND 2,5 25,000 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 1,150 40,000 SH DFND 2,5 40,000 0 0
KITE REALTY GROUP TRUST COM NEW 49803T300 833 29,000 SH DFND 4,2,5 15,310 0 13,690
KKR & CO LP COM UNITS 48248M102 1,511 65,116 SH DFND 2,5 65,116 0 0
KLA-TENCOR CORP COM 482480100 42 600 SH DFND 4,2,5 0 0 600
KMG CHEMICALS INC COM 482564101 213 10,644 SH DFND 4,2,5 2,444 0 8,200
KOHL'S CORP COM 500255104 15,303 250,700 SH DFND 4,2,5 4,800 0 245,900
KOPPERS HOLDINGS INC COM 50060P106 1,280 49,280 SH DFND 4,2,5 23,880 0 25,400
KRAFT FOODS GROUP INC COM 50076Q106 239 3,817 SH DFND 2,5 3,817 0 0
KRAFT FOODS GROUP INC COM 50076Q106 7,544 120,400 SH DFND 4,2,5 88,500 0 31,900
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 936 186,470 SH DFND 4,2,5 127,070 0 59,400
KROGER CO/THE COM 501044101 31,610 492,289 SH DFND 2,5 492,289 0 0
KROGER CO/THE COM 501044101 124,393 1,937,280 SH DFND 4,2,5 1,212,110 0 725,170
KULICKE & SOFFA INDUSTRIES INC COM 501242101 2,319 160,400 SH DFND 4,2,5 78,400 0 82,000
L BRANDS INC COM 501797104 328 3,790 SH DFND 2,5 3,790 0 0
L BRANDS INC COM 501797104 3,927 45,374 SH DFND 4,2,5 4,200 0 41,174
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 9,569 88,685 SH DFND 2,5 88,685 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 14,739 136,600 SH DFND 4,2,5 92,600 0 44,000
LAM RESEARCH CORP COM 512807108 12,164 153,310 SH DFND 2,5 153,310 0 0
LAM RESEARCH CORP COM 512807108 36,470 459,670 SH DFND 4,2,5 382,390 0 77,280
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 44,625 34,000,000 PRN DFND 2,5 0 0 0
LANDSTAR SYSTEM INC COM 515098101 203 2,800 SH DFND 4,2,5 0 0 2,800
LANNETT CO INC COM 516012101 2,603 60,700 SH DFND 4,2,5 29,100 0 31,600
LAS VEGAS SANDS CORP COM 517834107 3,333 57,310 SH DFND 2,5 53,710 0 3,600
LAS VEGAS SANDS CORP COM 517834107 3,711 63,800 SH DFND 4,2,5 6,100 0 57,700
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 8,817 217,874 SH DFND 2,5 217,874 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,809 44,700 SH DFND 4,2,5 5,500 0 39,200
LAZARD LTD SHS A G54050102 355 7,100 SH DFND 2,5 7,100 0 0
LDR HOLDING CORP COM 50185U105 242 7,388 SH DFND 2,5 7,388 0 0
LEAR CORP COM NEW 521865204 7,907 80,616 SH DFND 4,2,5 44,316 0 36,300
LEGG MASON INC COM 524901105 11,715 219,500 SH DFND 4,2,5 167,850 0 51,650
LEGGETT & PLATT INC COM 524660107 567 13,300 SH DFND 4,2,5 13,300 0 0
LEXINGTON REALTY TRUST COM 529043101 2,964 269,900 SH DFND 4,2,5 168,200 0 101,700
LEXMARK INTERNATIONAL INC CL A 529771107 62 1,500 SH DFND 2,5 1,500 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 5,807 140,700 SH DFND 4,2,5 66,100 0 74,600
LIBERTY GLOBAL PLC SHS CL A G5480U104 131 2,600 SH DFND 4,2,5 500 0 2,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 126 2,600 SH DFND 4,2,5 500 0 2,100
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 306 10,388 SH DFND 2,5 10,388 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 3,571 94,901 SH DFND 2,5 94,901 0 0
LIFE TIME FITNESS INC COM 53217R207 8,631 152,431 SH DFND 4,2,5 45,000 0 107,431
LIFEPOINT HOSPITALS INC COM 53219L109 5,495 76,420 SH DFND 2,5 76,420 0 0
LIFETIME BRANDS INC COM 53222Q103 77 4,500 SH DFND 4,2,5 0 0 4,500
LINCOLN NATIONAL CORP COM 534187109 15,901 275,720 SH DFND 2,5 275,720 0 0
LINCOLN NATIONAL CORP COM 534187109 56,999 988,360 SH DFND 4,2,5 921,410 0 66,950
LINEAR TECHNOLOGY CORP COM 535678106 1,982 43,471 SH DFND 4,2,5 2,800 0 40,671
LINKEDIN CORP COM CL A 53578A108 6,156 26,800 SH DFND 2,5 26,800 0 0
LINKEDIN CORP COM CL A 53578A108 138 600 SH DFND 4,2,5 0 0 600
LKQ CORP COM 501889208 18,057 642,152 SH DFND 2,5 642,152 0 0
LOCKHEED MARTIN CORP COM 539830109 4,275 22,200 SH DFND 4,2,5 22,200 0 0
LOEWS CORP COM 540424108 21,772 518,137 SH DFND 2,5 518,137 0 0
LOEWS CORP COM 540424108 59,279 1,410,730 SH DFND 4,2,5 1,285,940 0 124,790
LOGITECH INTERNATIONAL SA SHS H50430232 851 63,400 SH DFND 2,5 63,400 0 0
LOGITECH INTERNATIONAL SA SHS H50430232 1,330 99,000 SH DFND 4,2,5 51,000 0 48,000
LORILLARD INC COM 544147101 8,832 140,322 SH DFND 4,2,5 22,500 0 117,822
LOWE'S COS INC COM 548661107 845 12,279 SH DFND 2,5 12,279 0 0
LOWE'S COS INC COM 548661107 10,311 149,870 SH DFND 4,2,5 143,200 0 6,670
LOXO ONCOLOGY INC COM 548862101 1,569 133,545 SH DFND 2,5 133,545 0 0
LS STARRETT CO/THE CL A 855668109 179 8,963 SH DFND 4,2,5 7,873 0 1,090
LULULEMON ATHLETICA INC COM 550021109 552 9,900 SH DFND 2,5 9,900 0 0
LUXOFT HOLDING INC ORD SHS CL A G57279104 320 8,300 SH DFND 2,5 8,300 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 6,552 82,532 SH DFND 2,5 80,605 0 1,927
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 28,009 352,803 SH DFND 4,2,5 291,203 0 61,600
M&T BANK CORP COM 55261F104 6,595 52,500 SH DFND 4,2,5 1,500 0 51,000
MACERICH CO/THE COM 554382101 1,414 16,949 SH DFND 2,5 16,949 0 0
MACK-CALI REALTY CORP COM 554489104 2,893 151,789 SH DFND 2,5 151,789 0 0
MACK-CALI REALTY CORP COM 554489104 3,208 168,300 SH DFND 4,2,5 81,900 0 86,400
MACY'S INC COM 55616P104 9,298 141,410 SH DFND 2,5 141,410 0 0
MACY'S INC COM 55616P104 67,034 1,019,526 SH DFND 4,2,5 669,300 0 350,226
MAGELLAN HEALTH INC COM NEW 559079207 3,943 65,688 SH DFND 2,5 65,688 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 6,034 73,000 SH DFND 2,5 73,000 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 111 18,650 SH DFND 4,2,5 13,030 0 5,620
MAGICJACK VOCALTEC LTD SHS M6787E101 651 80,200 SH DFND 4,2,5 56,600 0 23,600
MAGNA INTERNATIONAL INC COM 559222401 9,228 84,900 SH DFND 2,5 84,900 0 0
MAGNA INTERNATIONAL INC COM 559222401 29,466 271,100 SH DFND 4,2,5 129,800 0 141,300
MAGNETEK INC COM NEW 559424403 98 2,400 SH DFND 4,2,5 0 0 2,400
MAIDEN HOLDINGS LTD SHS G5753U112 344 26,900 SH DFND 4,2,5 0 0 26,900
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 56 2,700 SH DFND 4,2,5 2,700 0 0
MALLINCKRODT PLC SHS G5785G107 12,156 122,750 SH DFND 2,5 122,750 0 0
MALLINCKRODT PLC SHS G5785G107 46,429 468,835 SH DFND 4,2,5 410,375 0 58,460
MANITOWOC CO INC/THE COM 563571108 575 26,000 SH DFND 4,2,5 0 0 26,000
MANNING & NAPIER INC CL A 56382Q102 831 60,100 SH DFND 4,2,5 42,800 0 17,300
MANPOWERGROUP INC COM 56418H100 1,269 18,610 SH DFND 2,5 18,610 0 0
MANPOWERGROUP INC COM 56418H100 16,756 245,800 SH DFND 4,2,5 146,550 0 99,250
MANULIFE FINANCIAL CORP COM 56501R106 3,007 157,050 SH DFND 2,5 157,050 0 0
MANULIFE FINANCIAL CORP COM 56501R106 2,039 106,500 SH DFND 4,2,5 86,300 0 20,200
MARATHON OIL CORP COM 565849106 27,111 958,307 SH DFND 2,5 958,307 0 0
MARATHON OIL CORP COM 565849106 91,182 3,223,128 SH DFND 4,2,5 2,383,906 0 839,222
MARATHON PETROLEUM CORP COM 56585A102 347 3,847 SH DFND 2,5 3,847 0 0
MARATHON PETROLEUM CORP COM 56585A102 1,823 20,200 SH DFND 4,2,5 400 0 19,800
MARCUS CORP/THE COM 566330106 1,327 71,700 SH DFND 4,2,5 46,700 0 25,000
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 100 1,860 SH DFND 2,5 1,860 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,598 97,800 SH DFND 4,2,5 94,700 0 3,100
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10,146 699,700 SH DFND 2,5 699,700 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 31,588 2,178,470 SH DFND 4,2,5 1,587,100 0 591,370
MASCO CORP COM 574599106 235 9,318 SH DFND 2,5 9,318 0 0
MASTERCARD INC CL A 57636Q104 857 9,948 SH DFND 2,5 9,948 0 0
MASTERCARD INC CL A 57636Q104 21,717 252,060 SH DFND 4,2,5 144,960 0 107,100
MATADOR RESOURCES CO COM 576485205 1,618 80,000 SH DFND 2,5 80,000 0 0
MATRIX SERVICE CO COM 576853105 1,339 60,000 SH DFND 2,5 60,000 0 0
MATTEL INC COM 577081102 226 7,292 SH DFND 2,5 7,292 0 0
MATTEL INC COM 577081102 2,914 94,160 SH DFND 4,2,5 1,800 0 92,360
MBIA INC COM 55262C100 2,774 290,800 SH DFND 4,2,5 150,900 0 139,900
MBT FINANCIAL CORP COM 578877102 148 29,719 SH DFND 4,2,5 12,980 0 16,739
MCCORMICK & CO INC/MD COM NON VTG 579780206 873 11,743 SH DFND 2,5 11,743 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 2,903 39,076 SH DFND 4,2,5 3,600 0 35,476
MCDONALD'S CORP COM 580135101 10,470 111,743 SH DFND 2,5 111,743 0 0
MCDONALD'S CORP COM 580135101 45,332 483,800 SH DFND 4,2,5 183,800 0 300,000
MCGRAW HILL FINANCIAL INC COM 580645109 1,198 13,465 SH DFND 2,5 13,465 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 4,384 49,270 SH DFND 4,2,5 4,300 0 44,970
MCKESSON CORP COM 58155Q103 22,582 108,789 SH DFND 2,5 108,789 0 0
MCKESSON CORP COM 58155Q103 13,368 64,400 SH DFND 4,2,5 32,100 0 32,300
MDU RESOURCES GROUP INC COM 552690109 788 33,513 SH DFND 2,5 33,513 0 0
MDU RESOURCES GROUP INC COM 552690109 73 3,100 SH DFND 4,2,5 3,100 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 26,232 260,911 SH DFND 2,5 259,027 0 1,884
MEAD JOHNSON NUTRITION CO COM 582839106 4,142 41,200 SH DFND 4,2,5 3,900 0 37,300
MEADWESTVACO CORP COM 583334107 1,949 43,900 SH DFND 2,5 43,900 0 0
MEADWESTVACO CORP COM 583334107 510 11,500 SH DFND 4,2,5 11,500 0 0
MEDASSETS INC COM 584045108 2,739 138,600 SH DFND 4,2,5 67,500 0 71,100
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,324 96,109 SH DFND 4,2,5 16,830 0 79,279
MEDIDATA SOLUTIONS INC COM 58471A105 6,685 140,000 SH DFND 2,5 140,000 0 0
MEDIFAST INC COM 58470H101 748 22,300 SH DFND 4,2,5 13,600 0 8,700
MEDIVATION INC COM 58501N101 15,108 151,673 SH DFND 2,5 151,673 0 0
MEDTRONIC INC COM 585055106 27,227 377,101 SH DFND 2,5 377,101 0 0
MEDTRONIC INC COM 585055106 97,688 1,353,024 SH DFND 4,2,5 482,200 0 870,824
MELLANOX TECHNOLOGIES LTD SHS M51363113 10,683 250,000 SH DFND 2,5 250,000 0 0
MENTOR GRAPHICS CORP COM 587200106 5,353 244,200 SH DFND 4,2,5 103,900 0 140,300
MERCANTILE BANK CORP COM 587376104 63 3,000 SH DFND 4,2,5 3,000 0 0
MERCK & CO INC COM 58933Y105 43,084 758,660 SH DFND 2,5 758,660 0 0
MERCK & CO INC COM 58933Y105 169,237 2,980,057 SH DFND 4,2,5 1,933,150 0 1,046,907
MERCURY GENERAL CORP COM 589400100 941 16,600 SH DFND 4,2,5 16,600 0 0
MEREDITH CORP COM 589433101 576 10,600 SH DFND 4,2,5 10,600 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 182 10,500 SH DFND 4,2,5 6,270 0 4,230
MERRIMACK PHARMACEUTICALS INC COM 590328100 1,872 165,679 SH DFND 2,5 165,679 0 0
METHANEX CORP COM 59151K108 1,276 27,700 SH DFND 4,2,5 0 0 27,700
METLIFE INC COM 59156R108 2,649 48,982 SH DFND 2,5 48,982 0 0
METLIFE INC COM 59156R108 9,844 182,000 SH DFND 4,2,5 159,100 0 22,900
MFRI INC COM 552721102 107 15,300 SH DFND 4,2,5 13,076 0 2,224
MGP INGREDIENTS INC COM 55303J106 284 17,900 SH DFND 4,2,5 5,200 0 12,700
MICHAEL KORS HOLDINGS LTD SHS G60754101 413 5,500 SH DFND 4,2,5 0 0 5,500
MICROCHIP TECHNOLOGY INC COM 595017104 4,331 96,000 SH DFND 2,5 96,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,459 2,500,000 PRN DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 42,075 1,201,800 SH DFND 2,5 1,201,800 0 0
MICRON TECHNOLOGY INC COM 595112103 126,715 3,619,400 SH DFND 4,2,5 2,969,200 0 650,200
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 9,209 7,000,000 PRN DFND 2,5 0 0 0
MICROSEMI CORP COM 595137100 1,374 48,400 SH DFND 4,2,5 31,800 0 16,600
MICROSOFT CORP COM 594918104 57,676 1,241,671 SH DFND 2,5 1,204,376 0 37,295
MICROSOFT CORP COM 594918104 202,542 4,360,420 SH DFND 4,2,5 2,804,520 0 1,555,900
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 1,157 15,496 SH DFND 2,5 15,496 0 0
MIDSOUTH BANCORP INC COM 598039105 98 5,625 SH DFND 4,2,5 2,800 0 2,825
MIDWESTONE FINANCIAL GROUP INC COM 598511103 26 900 SH DFND 4,2,5 900 0 0
MINDRAY MEDICAL INTERNATIONAL LTD SPON ADR 602675100 5,155 195,253 SH DFND 2,5 0 0 195,253
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 571 79,467 SH DFND 2,5 79,467 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,050 146,200 SH DFND 4,2,5 50,800 0 95,400
MODINE MANUFACTURING CO COM 607828100 407 29,946 SH DFND 4,2,5 0 0 29,946
MOLSON COORS BREWING CO CL B 60871R209 2,636 35,370 SH DFND 2,5 35,370 0 0
MOLSON COORS BREWING CO CL B 60871R209 26,283 352,700 SH DFND 4,2,5 287,300 0 65,400
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,780 147,835 SH DFND 2,5 147,835 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,129 93,800 SH DFND 4,2,5 48,300 0 45,500
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 537 39,080 SH DFND 4,2,5 32,832 0 6,248
MONDELEZ INTERNATIONAL INC CL A 609207105 727 20,025 SH DFND 2,5 10,446 0 9,579
MONDELEZ INTERNATIONAL INC CL A 609207105 30,437 837,900 SH DFND 4,2,5 245,300 0 592,600
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 728 80,100 SH DFND 4,2,5 47,300 0 32,800
MONSANTO CO COM 61166W101 49,258 412,302 SH DFND 2,5 409,740 0 2,562
MONSANTO CO COM 61166W101 15,830 132,500 SH DFND 4,2,5 79,600 0 52,900
MONSTER BEVERAGE CORP COM 611740101 20,826 192,206 SH DFND 2,5 192,206 0 0
MONSTER BEVERAGE CORP COM 611740101 2,481 22,900 SH DFND 4,2,5 1,900 0 21,000
MONSTER WORLDWIDE INC COM 611742107 760 164,400 SH DFND 4,2,5 92,900 0 71,500
MONTPELIER RE HOLDINGS LTD SHS G62185106 294 8,200 SH DFND 4,2,5 2,000 0 6,200
MOODY'S CORP COM 615369105 3,514 36,677 SH DFND 4,2,5 3,900 0 32,777
MORGAN STANLEY COM NEW 617446448 1,953 50,339 SH DFND 2,5 50,339 0 0
MORGAN STANLEY COM NEW 617446448 10,973 282,800 SH DFND 4,2,5 202,400 0 80,400
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 1,019 70,000 SH DFND 2,5 70,000 0 0
MORGANS HOTEL GROUP CO COM 61748W108 783 99,900 SH DFND 4,2,5 64,660 0 35,240
MOTOROLA INC COM NEW 620076307 4,682 69,800 SH DFND 4,2,5 0 0 69,800
MPLX LP COM UNIT REP LTD 55336V100 2,352 32,000 SH DFND 2,5 32,000 0 0
MURPHY OIL CORP COM 626717102 119 2,357 SH DFND 2,5 2,357 0 0
MURPHY OIL CORP COM 626717102 2,066 40,900 SH DFND 4,2,5 300 0 40,600
MYLAN INC/PA COM 628530107 19,426 344,622 SH DFND 2,5 344,622 0 0
MYLAN INC/PA COM 628530107 36,420 646,080 SH DFND 4,2,5 561,270 0 84,810
MYRIAD GENETICS INC COM 62855J104 2,177 63,920 SH DFND 2,5 63,920 0 0
MYRIAD GENETICS INC COM 62855J104 5,739 168,500 SH DFND 4,2,5 77,400 0 91,100
NABORS INDUSTRIES LTD SHS G6359F103 29 2,200 SH DFND 4,2,5 2,200 0 0
NATIONAL BEVERAGE CORP COM 635017106 305 13,476 SH DFND 4,2,5 11,386 0 2,090
NATIONAL HEALTH INVESTORS INC COM 63633D104 3,179 45,446 SH DFND 2,5 45,446 0 0
NATIONAL OILWELL VARCO INC COM 637071101 263 4,014 SH DFND 2,5 4,014 0 0
NATIONAL OILWELL VARCO INC COM 637071101 7,975 121,700 SH DFND 4,2,5 57,600 0 64,100
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 781 2,900 SH DFND 4,2,5 1,700 0 1,200
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 757 51,052 SH DFND 4,2,5 35,106 0 15,946
NCI INC CL A 62886K104 69 6,710 SH DFND 4,2,5 0 0 6,710
NCR CORP COM 62886E108 73 2,500 SH DFND 2,5 2,500 0 0
NEENAH PAPER INC COM 640079109 422 7,000 SH DFND 2,5 7,000 0 0
NEENAH PAPER INC COM 640079109 446 7,400 SH DFND 4,2,5 5,500 0 1,900
NEKTAR THERAPEUTICS COM 640268108 2,675 172,556 SH DFND 2,5 172,556 0 0
NELNET INC CL A 64031N108 6,820 147,200 SH DFND 4,2,5 24,400 0 122,800
NETAPP INC COM 64110D104 348 8,400 SH DFND 4,2,5 0 0 8,400
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,644 342,153 SH DFND 2,5 342,153 0 0
NEUSTAR INC CL A 64126X201 4,250 152,870 SH DFND 4,2,5 71,590 0 81,280
NEVSUN RESOURCES LTD COM 64156L101 857 221,600 SH DFND 4,2,5 73,300 0 148,300
NEW HAMPSHIRE THRIFT BANCSHARES INC COM 644722100 544 34,819 SH DFND 4,2,5 23,856 0 10,963
NEW JERSEY RESOURCES CORP COM 646025106 759 12,400 SH DFND 4,2,5 12,400 0 0
NEW MOUNTAIN FINANCE CORP COM 647551100 403 26,960 SH DFND 4,2,5 750 0 26,210
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 8,775 429,951 SH DFND 2,5 218,876 0 211,075
NEW YORK COMMUNITY BANCORP INC COM 649445103 740 46,249 SH DFND 2,5 46,249 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 709 44,300 SH DFND 4,2,5 44,300 0 0
NEWELL RUBBERMAID INC COM 651229106 1,969 51,700 SH DFND 4,2,5 0 0 51,700
NEWFIELD EXPLORATION CO COM 651290108 1,136 41,879 SH DFND 2,5 41,879 0 0
NEWFIELD EXPLORATION CO COM 651290108 9,167 338,004 SH DFND 4,2,5 245,830 0 92,174
NEWLINK GENETICS CORP COM 651511107 8,626 217,005 SH DFND 2,5 217,005 0 0
NEWMONT MINING CORP COM 651639106 2,831 149,766 SH DFND 2,5 149,766 0 0
NEXTERA ENERGY INC COM 65339F101 3,318 31,218 SH DFND 2,5 31,218 0 0
NEXTERA ENERGY INC COM 65339F101 23,192 218,200 SH DFND 4,2,5 74,400 0 143,800
NICE-SYSTEMS LTD SPONSORED ADR 653656108 331 6,540 SH DFND 2,5 6,540 0 0
NIKE INC CL B 654106103 26,419 274,769 SH DFND 2,5 274,769 0 0
NIKE INC CL B 654106103 17,720 184,300 SH DFND 4,2,5 96,700 0 87,600
NIMBLE STORAGE INC COM 65440R101 3,025 110,000 SH DFND 2,5 110,000 0 0
NISOURCE INC COM 65473P105 1,315 30,992 SH DFND 2,5 30,992 0 0
NISOURCE INC COM 65473P105 7,151 168,570 SH DFND 4,2,5 49,150 0 119,420
NN INC COM 629337106 263 12,800 SH DFND 4,2,5 0 0 12,800
NOBLE ENERGY INC COM 655044105 240 5,051 SH DFND 2,5 5,051 0 0
NOBLE ENERGY INC COM 655044105 1,172 24,700 SH DFND 4,2,5 0 0 24,700
NORANDA ALUMINUM HOLDING CORP COM 65542W107 12 3,500 SH DFND 4,2,5 0 0 3,500
NORDSTROM INC COM 655664100 2,644 33,300 SH DFND 4,2,5 0 0 33,300
NORFOLK SOUTHERN CORP COM 655844108 40,318 367,830 SH DFND 2,5 367,830 0 0
NORFOLK SOUTHERN CORP COM 655844108 141,486 1,290,816 SH DFND 4,2,5 901,606 0 389,210
NORTHEAST UTILITIES COM 664397106 716 13,369 SH DFND 2,5 13,369 0 0
NORTHEAST UTILITIES COM 664397106 7,619 142,356 SH DFND 4,2,5 18,100 0 124,256
NORTHERN TRUST CORP COM 665859104 3,788 56,200 SH DFND 4,2,5 2,000 0 54,200
NORTHRIM BANCORP INC COM 666762109 58 2,200 SH DFND 4,2,5 500 0 1,700
NORTHROP GRUMMAN CORP COM 666807102 38,534 261,445 SH DFND 2,5 261,445 0 0
NORTHROP GRUMMAN CORP COM 666807102 163,279 1,107,800 SH DFND 4,2,5 712,200 0 395,600
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 6,593 141,000 SH DFND 2,5 141,000 0 0
NOVADAQ TECHNOLOGIES INC COM 66987G102 9,340 562,000 SH DFND 2,5 562,000 0 0
NOW INC COM 67011P100 394 15,325 SH DFND 4,2,5 0 0 15,325
NPS PHARMACEUTICALS INC COM 62936P103 4,146 115,916 SH DFND 2,5 115,916 0 0
NRG ENERGY INC COM NEW 629377508 326 12,100 SH DFND 4,2,5 0 0 12,100
NU SKIN ENTERPRISES INC CL A 67018T105 267 6,100 SH DFND 4,2,5 0 0 6,100
NUANCE COMMUNICATIONS INC COM 67020Y100 853 59,760 SH DFND 4,2,5 4,700 0 55,060
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 2,991 3,000,000 PRN DFND 2,5 0 0 0
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 867 40,200 SH DFND 4,2,5 27,500 0 12,700
NUVASIVE INC COM 670704105 7,351 155,869 SH DFND 2,5 155,869 0 0
NVIDIA CORP COM 67066G104 1,950 97,240 SH DFND 2,5 97,240 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 9,195 8,000,000 PRN DFND 2,5 0 0 0
NXP SEMICONDUCTORS NV COM N6596X109 14,600 191,101 SH DFND 2,5 191,101 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 16,186 84,030 SH DFND 2,5 84,030 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 4,081 21,186 SH DFND 4,2,5 1,500 0 19,686
OCCIDENTAL PETROLEUM CORP COM 674599105 5,079 63,009 SH DFND 2,5 63,009 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 20,141 249,853 SH DFND 4,2,5 110,500 0 139,353
OCEAN SHORE HOLDING CO COM 67501R103 7 471 SH DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 2,058 35,000 SH DFND 2,5 35,000 0 0
OFG BANCORP COM 67103X102 3,980 239,050 SH DFND 4,2,5 51,900 0 187,150
OGE ENERGY CORP COM 670837103 490 13,820 SH DFND 2,5 13,820 0 0
OGE ENERGY CORP COM 670837103 50 1,400 SH DFND 4,2,5 0 0 1,400
OILTANKING PARTNERS LP UNIT LTD 678049107 4,658 100,000 SH DFND 2,5 100,000 0 0
OLIN CORP COM PAR $1 680665205 3,044 133,700 SH DFND 4,2,5 107,300 0 26,400
OMEGA PROTEIN CORP COM 68210P107 996 94,200 SH DFND 4,2,5 65,800 0 28,400
OMNICOM GROUP INC COM 681919106 8,453 109,118 SH DFND 2,5 109,118 0 0
OMNICOM GROUP INC COM 681919106 24,964 322,246 SH DFND 4,2,5 222,900 0 99,346
OMNIVISION TECHNOLOGIES INC COM 682128103 1,425 54,800 SH DFND 4,2,5 44,200 0 10,600
ON SEMICONDUCTOR CORP COM 682189105 1,579 155,900 SH DFND 2,5 155,900 0 0
ON SEMICONDUCTOR CORP COM 682189105 9,184 906,610 SH DFND 4,2,5 454,100 0 452,510
ONE LIBERTY PROPERTIES INC COM 682406103 703 29,699 SH DFND 4,2,5 20,285 0 9,414
ONEOK INC COM 682680103 783 15,718 SH DFND 2,5 15,718 0 0
ONEOK INC COM 682680103 1,031 20,700 SH DFND 4,2,5 20,700 0 0
OPEN TEXT CORP COM 683715106 222 3,800 SH DFND 4,2,5 700 0 3,100
OPHTHOTECH CORP COM 683745103 3,993 89,001 SH DFND 2,5 89,001 0 0
ORACLE CORP COM 68389X105 77,182 1,716,307 SH DFND 2,5 1,697,872 0 18,435
ORACLE CORP COM 68389X105 238,417 5,301,700 SH DFND 4,2,5 3,471,100 0 1,830,600
ORBITAL SCIENCES CORP COM 685564106 202 7,500 SH DFND 4,2,5 0 0 7,500
ORTHOFIX INTERNATIONAL NV COM N6748L102 1,332 44,300 SH DFND 4,2,5 22,900 0 21,400
OWENS & MINOR INC COM 690732102 4,940 140,700 SH DFND 4,2,5 68,900 0 71,800
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 3,729 273,805 SH DFND 2,5 273,805 0 0
OXFORD INDUSTRIES INC COM 691497309 1,833 33,200 SH DFND 4,2,5 16,800 0 16,400
PACCAR INC COM 693718108 136 2,000 SH DFND 4,2,5 0 0 2,000
PACIFIC ETHANOL INC COM PAR $.001 69423U305 985 95,400 SH DFND 4,2,5 64,600 0 30,800
PALO ALTO NETWORKS INC COM 697435105 10,369 84,600 SH DFND 2,5 84,600 0 0
PAM TRANSPORTATION SERVICES INC COM 693149106 73 1,400 SH DFND 4,2,5 0 0 1,400
PAN AMERICAN SILVER CORP COM 697900108 9,220 996,137 SH DFND 2,5 996,137 0 0
PANERA BREAD CO CL A 69840W108 291 1,663 SH DFND 2,5 1,663 0 0
PANTRY INC/THE COM 698657103 1,994 53,800 SH DFND 4,2,5 26,800 0 27,000
PARAMOUNT GROUP INC COM 69924R108 1,268 68,200 SH DFND 2,5 68,200 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 6,712 120,800 SH DFND 4,2,5 59,500 0 61,300
PARK-OHIO HOLDINGS CORP COM 700666100 1,551 24,600 SH DFND 4,2,5 14,900 0 9,700
PARKER-HANNIFIN CORP COM 701094104 2,876 22,300 SH DFND 4,2,5 0 0 22,300
PARKWAY PROPERTIES INC/MD COM 70159Q104 1,959 106,509 SH DFND 2,5 106,509 0 0
PARTNERRE LTD COM G6852T105 954 8,357 SH DFND 4,2,5 2,200 0 6,157
PATRICK INDUSTRIES INC COM 703343103 954 21,700 SH DFND 4,2,5 14,000 0 7,700
PATTERSON COS INC COM 703395103 1,169 24,299 SH DFND 2,5 24,299 0 0
PAYCHEX INC COM 704326107 884 19,151 SH DFND 2,5 19,151 0 0
PAYCHEX INC COM 704326107 4,596 99,537 SH DFND 4,2,5 7,500 0 92,037
PC CONNECTION INC COM 69318J100 1,183 48,200 SH DFND 4,2,5 31,700 0 16,500
PCM INC COM 69323K100 347 36,419 SH DFND 4,2,5 18,619 0 17,800
PDL BIOPHARMA INC COM 69329Y104 4,045 524,700 SH DFND 4,2,5 227,000 0 297,700
PEABODY ENERGY CORP COM 704549104 295 38,120 SH DFND 2,5 38,120 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 377 8,263 SH DFND 2,5 8,263 0 0
PEMBINA PIPELINE CORP COM 706327103 672 18,384 SH DFND 2,5 18,384 0 0
PEMBINA PIPELINE CORP COM 706327103 245 6,700 SH DFND 4,2,5 1,200 0 5,500
PENFORD CORP COM 707051108 71 3,800 SH DFND 4,2,5 3,800 0 0
PENGROWTH ENERGY CORP COM 70706P104 70 22,200 SH DFND 4,2,5 0 0 22,200
PENN VIRGINIA CORP COM 707882106 1,003 150,100 SH DFND 4,2,5 76,200 0 73,900
PENN WEST PETROLEUM LTD COM 707887105 139 66,352 SH DFND 2,5 66,352 0 0
PENN WEST PETROLEUM LTD COM 707887105 690 328,700 SH DFND 4,2,5 175,800 0 152,900
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 3,341 142,400 SH DFND 4,2,5 70,100 0 72,300
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 618 29,300 SH DFND 4,2,5 21,200 0 8,100
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 4,058 82,700 SH DFND 4,2,5 29,400 0 53,300
PENTAIR PLC SHS G7S00T104 1,302 19,600 SH DFND 4,2,5 0 0 19,600
PEOPLE'S UNITED FINANCIAL INC COM 712704105 289 19,007 SH DFND 2,5 19,007 0 0
PEPSICO INC COM 713448108 9,635 101,898 SH DFND 2,5 101,898 0 0
PEPSICO INC COM 713448108 67,554 714,400 SH DFND 4,2,5 403,500 0 310,900
PERICOM SEMICONDUCTOR CORP COM 713831105 102 7,500 SH DFND 4,2,5 7,500 0 0
PERKINELMER INC COM 714046109 1,357 31,030 SH DFND 2,5 31,030 0 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 12,254 110,434 SH DFND 2,5 62,255 0 48,179
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 137 18,012 SH DFND 2,5 18,012 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 137 18,012 SH DFND 4,2,5 18,012 0 0
PFIZER INC COM 717081103 77,601 2,491,191 SH DFND 2,5 2,491,191 0 0
PFIZER INC COM 717081103 276,587 8,879,200 SH DFND 4,2,5 5,924,900 0 2,954,300
PG&E CORP COM 69331C108 11,005 206,700 SH DFND 2,5 206,700 0 0
PG&E CORP COM 69331C108 30,704 576,700 SH DFND 4,2,5 376,700 0 200,000
PH GLATFELTER CO COM 377316104 1,399 54,700 SH DFND 4,2,5 42,640 0 12,060
PHARMACYCLICS INC COM 716933106 5,182 42,381 SH DFND 2,5 42,381 0 0
PHARMERICA CORP COM 71714F104 1,830 88,383 SH DFND 4,2,5 34,200 0 54,183
PHILIP MORRIS INTERNATIONAL INC COM 718172109 21,555 264,641 SH DFND 2,5 243,139 0 21,502
PHILIP MORRIS INTERNATIONAL INC COM 718172109 62,668 769,400 SH DFND 4,2,5 388,700 0 380,700
PHILLIPS 66 COM 718546104 664 9,264 SH DFND 2,5 9,264 0 0
PHOTRONICS INC COM 719405102 770 92,700 SH DFND 4,2,5 69,300 0 23,400
PHYSICIANS REALTY TRUST COM 71943U104 3,868 233,000 SH DFND 2,5 233,000 0 0
PILGRIM'S PRIDE CORP COM 72147K108 6,171 188,200 SH DFND 2,5 188,200 0 0
PILGRIM'S PRIDE CORP COM 72147K108 19,825 604,600 SH DFND 4,2,5 433,000 0 171,600
PINNACLE WEST CAPITAL CORP COM 723484101 1,209 17,705 SH DFND 2,5 17,705 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1,209 17,700 SH DFND 4,2,5 17,700 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 1,377 9,254 SH DFND 2,5 9,254 0 0
PITNEY BOWES INC COM 724479100 400 16,400 SH DFND 4,2,5 16,400 0 0
PLUM CREEK TIMBER CO INC COM 729251108 715 16,711 SH DFND 2,5 16,711 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 7,553 82,796 SH DFND 2,5 82,796 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 34,538 378,580 SH DFND 4,2,5 245,310 0 133,270
PNM RESOURCES INC COM 69349H107 30 1,000 SH DFND 4,2,5 1,000 0 0
POLARIS INDUSTRIES INC COM 731068102 19,483 128,823 SH DFND 2,5 128,823 0 0
POLYONE CORP COM 73179P106 373 9,837 SH DFND 2,5 9,837 0 0
POLYPORE INTERNATIONAL INC COM 73179V103 936 19,886 SH DFND 2,5 19,886 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH DFND 2,5 0 0 1
PORTOLA PHARMACEUTICALS INC COM 737010108 6,812 240,537 SH DFND 2,5 240,537 0 0
POST PROPERTIES INC COM 737464107 3,922 66,742 SH DFND 2,5 66,742 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 521 14,700 SH DFND 2,5 14,700 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 6,670 188,100 SH DFND 4,2,5 22,200 0 165,900
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 32 1,110 SH DFND 1,2,5,3 1,110 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 119 4,790 SH DFND 1,2,5,3 4,790 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 6 234 SH DFND 2,5 234 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 640 40,280 SH DFND 1,2,5,3 40,280 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 1,069 57,930 SH DFND 1,2,5,3 57,930 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 5 269 SH DFND 2,5 269 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 3,486 136,500 SH DFND 1,2,5,3 136,500 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 4,788 122,330 SH DFND 1,2,5,3 122,330 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 1,868 73,910 SH DFND 1,2,5,3 73,910 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 139 3,100 SH DFND 1,2,5,3 3,100 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 394 14,210 SH DFND 1,2,5,3 14,210 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 91 5,210 SH DFND 1,2,5,3 5,210 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 26 2,250 SH DFND 1,2,5,3 2,250 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 297 12,730 SH DFND 1,2,5,3 12,730 0 0
POWERSHARES MULTI-STRATEGY A ALT MULTI STRG 73935B870 357 14,750 SH DFND 1,2,5,3 14,750 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,361 65,630 SH DFND 1,2,5,3 65,630 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSH S&P500HI 73937B654 344 10,460 SH DFND 1,2,5,3 10,460 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 359 9,450 SH DFND 1,2,5,3 9,450 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 381 14,890 SH DFND 1,2,5,3 14,890 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 864 27,910 SH DFND 1,2,5,3 27,910 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 585 17,780 SH DFND 1,2,5,3 17,780 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 356 11,980 SH DFND 1,2,5,3 11,980 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 322 9,590 SH DFND 1,2,5,3 9,590 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 27 5,140 SH DFND 1,2,5,3 5,140 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 23 880 SH DFND 1,2,5,3 880 0 0
PPG INDUSTRIES INC COM 693506107 11,165 48,300 SH DFND 4,2,5 22,800 0 25,500
PPL CORP COM 69351T106 568 15,628 SH DFND 2,5 15,628 0 0
PPL CORP COM 69351T106 11,662 321,010 SH DFND 4,2,5 27,600 0 293,410
PRAXAIR INC COM 74005P104 10,773 83,150 SH DFND 2,5 83,150 0 0
PRAXAIR INC COM 74005P104 16,473 127,146 SH DFND 4,2,5 47,500 0 79,646
PRECISION CASTPARTS CORP COM 740189105 55,682 231,160 SH DFND 2,5 230,397 0 763
PRECISION CASTPARTS CORP COM 740189105 7,853 32,600 SH DFND 4,2,5 17,300 0 15,300
PREFORMED LINE PRODUCTS CO COM 740444104 498 9,108 SH DFND 4,2,5 5,468 0 3,640
PREMIER FINANCIAL BANCORP INC COM 74050M105 600 38,500 SH DFND 4,2,5 26,800 0 11,700
PREMIERE GLOBAL SERVICES INC COM 740585104 1,432 134,800 SH DFND 4,2,5 78,200 0 56,600
PRICELINE GROUP INC/THE COM NEW 741503403 48,040 42,133 SH DFND 2,5 42,133 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 15,165 13,300 SH DFND 4,2,5 7,900 0 5,400
PRICELINE GROUP INC/THE DEBT 1.000% 3/1 741503AQ9 38,534 29,000,000 PRN DFND 2,5 0 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 2,504 48,200 SH DFND 2,5 48,200 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102 16,725 322,000 SH DFND 4,2,5 312,300 0 9,700
PROASSURANCE CORP COM 74267C106 310 6,863 SH DFND 2,5 6,863 0 0
PROCTER & GAMBLE CO COM 742718109 29,733 326,415 SH DFND 2,5 326,415 0 0
PROCTER & GAMBLE CO COM 742718109 109,499 1,202,100 SH DFND 4,2,5 842,100 0 360,000
PROGENICS PHARMACEUTICALS INC COM 743187106 176 23,300 SH DFND 4,2,5 23,300 0 0
PROGRESSIVE CORP/THE COM 743315103 291 10,800 SH DFND 4,2,5 10,800 0 0
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 308 10,200 SH DFND 4,2,5 3,800 0 6,400
PROLOGIS INC COM 74340W103 8,851 205,697 SH DFND 2,5 205,697 0 0
PROLOGIS INC COM 74340W103 4,356 101,224 SH DFND 4,2,5 101,224 0 0
PROOFPOINT INC COM 743424103 6,318 131,000 SH DFND 2,5 131,000 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 865 23,744 SH DFND 4,2,5 10,844 0 12,900
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 9 600 SH DFND 4,2,5 600 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 604 6,680 SH DFND 2,5 6,680 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 6,414 70,900 SH DFND 4,2,5 68,300 0 2,600
PTC INC COM 69370C100 5,204 142,000 SH DFND 2,5 142,000 0 0
PTC THERAPEUTICS INC COM 69366J200 3,419 66,036 SH DFND 2,5 66,036 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 348 8,401 SH DFND 2,5 8,401 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 7,934 191,600 SH DFND 4,2,5 23,500 0 168,100
PUBLIC STORAGE COM 74460D109 4,769 25,802 SH DFND 2,5 25,802 0 0
PUBLIC STORAGE COM 74460D109 7,583 41,025 SH DFND 4,2,5 41,025 0 0
PVH CORP COM 693656100 1,698 13,245 SH DFND 2,5 13,245 0 0
PVH CORP COM 693656100 1,102 8,600 SH DFND 4,2,5 0 0 8,600
QAD INC CL B 74727D207 86 4,300 SH DFND 4,2,5 2,500 0 1,800
QCR HOLDINGS INC COM 74727A104 207 11,584 SH DFND 4,2,5 10,137 0 1,447
QEP RESOURCES INC COM 74733V100 50 2,489 SH DFND 2,5 2,489 0 0
QIAGEN NV REG SHS N72482107 10,021 427,169 SH DFND 2,5 427,169 0 0
QLIK TECHNOLOGIES INC COM 74733T105 1,853 60,000 SH DFND 2,5 60,000 0 0
QLOGIC CORP COM 747277101 2,918 219,100 SH DFND 4,2,5 98,000 0 121,100
QUALCOMM INC COM 747525103 75,536 1,016,228 SH DFND 2,5 1,005,123 0 11,105
QUALCOMM INC COM 747525103 50,863 684,290 SH DFND 4,2,5 381,590 0 302,700
QUALYS INC COM 74758T303 6,040 160,000 SH DFND 2,5 160,000 0 0
QUANTA SERVICES INC COM 74762E102 39,628 1,395,844 SH DFND 2,5 1,395,844 0 0
QUANTA SERVICES INC COM 74762E102 1,982 69,800 SH DFND 4,2,5 0 0 69,800
QUEST DIAGNOSTICS INC COM 74834L100 15,848 236,323 SH DFND 2,5 236,323 0 0
QUEST DIAGNOSTICS INC COM 74834L100 47,294 705,256 SH DFND 4,2,5 623,416 0 81,840
QUESTAR CORP COM 748356102 402 15,900 SH DFND 4,2,5 15,900 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC COM 74876Y101 5,517 93,719 SH DFND 2,5 93,719 0 0
RACKSPACE HOSTING INC COM 750086100 3,043 65,000 SH DFND 2,5 65,000 0 0
RADISYS CORP COM 750459109 296 126,420 SH DFND 4,2,5 114,200 0 12,220
RADNET INC COM 750491102 782 91,600 SH DFND 4,2,5 65,790 0 25,810
RADWARE LTD ORD M81873107 6,056 275,000 SH DFND 2,5 275,000 0 0
RALPH LAUREN CORP CL A 751212101 1,871 10,103 SH DFND 2,5 10,103 0 0
RANGE RESOURCES CORP COM 75281A109 2,260 42,279 SH DFND 2,5 42,279 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 3,737 355,223 SH DFND 2,5 355,223 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,673 29,199 SH DFND 2,5 29,199 0 0
RAYONIER INC COM 754907103 245 8,762 SH DFND 2,5 8,762 0 0
RAYTHEON CO COM NEW 755111507 39,416 364,389 SH DFND 2,5 364,389 0 0
RAYTHEON CO COM NEW 755111507 138,331 1,278,830 SH DFND 4,2,5 951,890 0 326,940
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 482 48,100 SH DFND 4,2,5 33,100 0 15,000
READING INTERNATIONAL INC CL A 755408101 1,104 83,240 SH DFND 4,2,5 58,900 0 24,340
REALNETWORKS INC COM NEW 75605L708 345 49,000 SH DFND 4,2,5 25,290 0 23,710
RED HAT INC COM 756577102 6,223 90,000 SH DFND 2,5 90,000 0 0
RED LION HOTELS CORP COM 756764106 37 5,800 SH DFND 4,2,5 5,800 0 0
REGAL ENTERTAINMENT GROUP CL A 758766109 2,157 100,990 SH DFND 4,2,5 19,400 0 81,590
REGENCY CENTERS CORP COM 758849103 369 5,781 SH DFND 2,5 5,781 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 42,230 102,937 SH DFND 2,5 102,937 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 4,472 10,900 SH DFND 4,2,5 10,400 0 500
REGIS CORP COM 758932107 992 59,200 SH DFND 4,2,5 13,800 0 45,400
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 941 10,742 SH DFND 2,5 10,742 0 0
REMY INTERNATIONAL INC COM 759663107 251 12,000 SH DFND 4,2,5 0 0 12,000
RENAISSANCERE HOLDINGS LTD COM G7496G103 799 8,220 SH DFND 2,5 8,220 0 0
REPLIGEN CORP COM 759916109 834 42,100 SH DFND 4,2,5 36,000 0 6,100
REPUBLIC AIRWAYS HOLDINGS INC COM 760276105 1,663 114,000 SH DFND 4,2,5 86,000 0 28,000
REPUBLIC SERVICES INC COM 760759100 9,835 244,360 SH DFND 2,5 244,360 0 0
REPUBLIC SERVICES INC COM 760759100 38,373 953,366 SH DFND 4,2,5 617,867 0 335,499
RESOURCE AMERICA INC CL A 761195205 656 72,570 SH DFND 4,2,5 53,900 0 18,670
RESTORATION HARDWARE HOLDINGS INC COM 761283100 18,482 192,500 SH DFND 2,5 192,500 0 0
RETAILMENOT INC COM SER 1 76132B106 811 55,500 SH DFND 4,2,5 44,000 0 11,500
REVLON INC CL A NEW 761525609 1,103 32,300 SH DFND 4,2,5 22,900 0 9,400
REX AMERICAN RESOURCES CORP COM 761624105 2,169 35,000 SH DFND 2,5 35,000 0 0
REX AMERICAN RESOURCES CORP COM 761624105 1,320 21,300 SH DFND 4,2,5 13,100 0 8,200
REYNOLDS AMERICAN INC COM 761713106 1,091 16,982 SH DFND 2,5 16,982 0 0
REYNOLDS AMERICAN INC COM 761713106 12,398 192,900 SH DFND 4,2,5 10,400 0 182,500
RF MICRO DEVICES INC COM 749941100 8,089 487,600 SH DFND 2,5 487,600 0 0
RF MICRO DEVICES INC COM 749941100 27,715 1,670,570 SH DFND 4,2,5 1,270,170 0 400,400
RIGNET INC COM 766582100 2,052 50,000 SH DFND 2,5 50,000 0 0
RIO ALTO MINING LTD COM 76689T104 548 225,000 SH DFND 2,5 225,000 0 0
RITE AID CORP COM 767754104 2,518 334,900 SH DFND 2,5 334,900 0 0
RITE AID CORP COM 767754104 16,150 2,147,650 SH DFND 4,2,5 1,388,620 0 759,030
RLJ LODGING TRUST COM 74965L101 6,615 197,300 SH DFND 4,2,5 105,300 0 92,000
ROADRUNNER TRANSPORTATION SYSTEMS INC COM 76973Q105 602 25,800 SH DFND 4,2,5 0 0 25,800
ROCK-TENN CO CL A 772739207 9,037 148,200 SH DFND 4,2,5 0 0 148,200
ROCKWELL AUTOMATION INC COM 773903109 423 3,801 SH DFND 2,5 3,801 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,800 25,184 SH DFND 4,2,5 2,300 0 22,884
ROCKWELL COLLINS INC COM 774341101 5,567 65,900 SH DFND 4,2,5 2,800 0 63,100
ROCKY BRANDS INC COM 774515100 507 37,780 SH DFND 4,2,5 26,280 0 11,500
ROGERS COMMUNICATIONS INC CL B 775109200 9,336 239,400 SH DFND 4,2,5 9,200 0 230,200
ROPER INDUSTRIES INC COM 776696106 59,247 378,936 SH DFND 2,5 374,650 0 4,286
ROPER INDUSTRIES INC COM 776696106 4,578 29,282 SH DFND 4,2,5 2,000 0 27,282
ROSE ROCK MIDSTREAM LP COM U REP LTD 777149105 3,182 70,000 SH DFND 2,5 70,000 0 0
ROSS STORES INC COM 778296103 6,004 63,700 SH DFND 4,2,5 3,400 0 60,300
ROVI CORP COM 779376102 4,441 196,600 SH DFND 4,2,5 100,100 0 96,500
ROYAL BANK OF CANADA COM 780087102 17,040 245,963 SH DFND 2,5 230,420 0 15,543
ROYAL BANK OF CANADA COM 780087102 58,553 845,200 SH DFND 4,2,5 314,700 0 530,500
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 73,497 891,626 SH DFND 2,5 891,626 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 46,910 569,087 SH DFND 4,2,5 461,970 0 107,117
RPM INTERNATIONAL INC COM 749685103 877 17,300 SH DFND 4,2,5 17,300 0 0
RTI SURGICAL INC COM 74975N105 247 47,500 SH DFND 4,2,5 0 0 47,500
RUSH ENTERPRISES INC CL A 781846209 4,034 125,855 SH DFND 4,2,5 65,031 0 60,824
RYDER SYSTEM INC COM 783549108 20,966 225,800 SH DFND 4,2,5 155,100 0 70,700
SABRA HEALTH CARE REIT INC COM 78573L106 1,643 54,085 SH DFND 2,5 54,085 0 0
SAFEWAY INC COM NEW 786514208 2,743 78,100 SH DFND 4,2,5 78,100 0 0
SALESFORCE.COM INC COM 79466L302 58,792 991,266 SH DFND 2,5 991,266 0 0
SALESFORCE.COM INC COM 79466L302 5,041 85,000 SH DFND 4,2,5 82,600 0 2,400
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 13,673 12,000,000 PRN DFND 2,5 0 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 17,718 154,149 SH DFND 2,5 154,149 0 0
SALIX PHARMACEUTICALS LTD NOTE 1.500% 3/1 795435AE6 7,293 4,000,000 PRN DFND 2,5 0 0 0
SANDERSON FARMS INC COM 800013104 672 8,000 SH DFND 2,5 8,000 0 0
SANDERSON FARMS INC COM 800013104 12,049 143,400 SH DFND 4,2,5 26,200 0 117,200
SANDISK CORP COM 80004C101 1,819 18,560 SH DFND 2,5 18,560 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 4,800 2,500,000 PRN DFND 2,5 0 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 9,009 7,500,000 PRN DFND 2,5 0 0 0
SANMINA CORP COM 801056102 1,461 62,100 SH DFND 4,2,5 0 0 62,100
SAREPTA THERAPEUTICS INC COM 803607100 1,221 84,400 SH DFND 4,2,5 41,880 0 42,520
SAUL CENTERS INC COM 804395101 1,051 18,385 SH DFND 2,5 18,385 0 0
SBA COMMUNICATIONS CORP COM 78388J106 3,877 35,000 SH DFND 2,5 35,000 0 0
SCANA CORP COM 80589M102 9,332 154,511 SH DFND 2,5 154,511 0 0
SCANA CORP COM 80589M102 49,442 818,570 SH DFND 4,2,5 521,970 0 296,600
SCHLUMBERGER LTD COM 806857108 11,315 132,476 SH DFND 2,5 120,648 0 11,828
SCHLUMBERGER LTD COM 806857108 23,915 280,000 SH DFND 4,2,5 239,800 0 40,200
SCHOLASTIC CORP COM 807066105 1,402 38,500 SH DFND 4,2,5 10,700 0 27,800
SCOTTS MIRACLE-GRO CO/THE CL A 810186106 4,699 75,400 SH DFND 4,2,5 24,900 0 50,500
SEADRILL LTD SHS G7945E105 44 3,813 SH DFND 2,5 3,813 0 0
SEADRILL LTD SHS G7945E105 381 33,000 SH DFND 4,2,5 0 0 33,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,323 65,000 SH DFND 2,5 65,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 745 11,200 SH DFND 4,2,5 11,200 0 0
SEATTLE GENETICS INC COM 812578102 11,264 350,575 SH DFND 2,5 350,575 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 209 11,682 SH DFND 2,5 11,682 0 0
SELECT COMFORT CORP COM 81616X103 830 30,700 SH DFND 4,2,5 0 0 30,700
SELECT INCOME REIT COM SH BEN INT 81618T100 2,248 92,100 SH DFND 4,2,5 46,500 0 45,600
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 9,337 648,380 SH DFND 4,2,5 109,080 0 539,300
SEMPRA ENERGY COM 816851109 14,042 126,100 SH DFND 4,2,5 17,200 0 108,900
SERVICENOW INC COM 81762P102 21,057 310,341 SH DFND 2,5 310,341 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,661 246,100 SH DFND 2,5 246,100 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 18,971 700,900 SH DFND 4,2,5 381,600 0 319,300
SHERWIN-WILLIAMS CO/THE COM 824348106 7,308 27,784 SH DFND 4,2,5 2,600 0 25,184
SIGMA DESIGNS INC COM 826565103 421 56,867 SH DFND 4,2,5 48,377 0 8,490
SIGMA-ALDRICH CORP COM 826552101 975 7,100 SH DFND 4,2,5 0 0 7,100
SIGNATURE BANK/NEW YORK NY COM 82669G104 12,659 100,500 SH DFND 2,5 100,500 0 0
SILGAN HOLDINGS INC COM 827048109 391 7,300 SH DFND 4,2,5 0 0 7,300
SILICON LABORATORIES INC COM 826919102 3,191 67,000 SH DFND 2,5 67,000 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 5,762 1,144,779 SH DFND 2,5 1,144,779 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 552 109,700 SH DFND 4,2,5 41,400 0 68,300
SILVER WHEATON CORP COM 828336107 5,512 270,195 SH DFND 2,5 270,195 0 0
SILVERCORP METALS INC COM 82835P103 2,123 1,607,409 SH DFND 2,5 1,607,409 0 0
SIMON PROPERTY GROUP INC COM 828806109 17,613 96,719 SH DFND 2,5 96,719 0 0
SIMON PROPERTY GROUP INC COM 828806109 21,726 119,300 SH DFND 4,2,5 119,300 0 0
SIMPLICITY BANCORP INC COM 828867101 432 25,187 SH DFND 4,2,5 22,650 0 2,537
SJW CORP COM 784305104 786 24,475 SH DFND 4,2,5 19,915 0 4,560
SKECHERS U.S.A. INC CL A 830566105 7,939 143,690 SH DFND 2,5 143,690 0 0
SKECHERS U.S.A. INC CL A 830566105 10,182 184,292 SH DFND 4,2,5 131,840 0 52,452
SKYWORKS SOLUTIONS INC COM 83088M102 1,707 23,470 SH DFND 2,5 23,470 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,527 21,000 SH DFND 4,2,5 3,000 0 18,000
SL GREEN REALTY CORP COM 78440X101 7,901 66,384 SH DFND 2,5 66,384 0 0
SL GREEN REALTY CORP COM 78440X101 6,737 56,600 SH DFND 4,2,5 56,600 0 0
SL INDUSTRIES INC COM 784413106 766 19,636 SH DFND 4,2,5 13,766 0 5,870
SLM CORP COM 78442P106 1,208 118,580 SH DFND 2,5 118,580 0 0
SLM CORP COM 78442P106 16,564 1,625,540 SH DFND 4,2,5 532,660 0 1,092,880
SM ENERGY CO COM 78454L100 2,248 58,270 SH DFND 4,2,5 35,010 0 23,260
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 142 7,081 SH DFND 2,5 7,081 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 59 2,200 SH DFND 4,2,5 2,200 0 0
SONOCO PRODUCTS CO COM 835495102 957 21,900 SH DFND 4,2,5 21,900 0 0
SOUTHERN CO/THE COM 842587107 1,786 36,370 SH DFND 2,5 36,370 0 0
SOUTHERN CO/THE COM 842587107 26,367 536,900 SH DFND 4,2,5 119,800 0 417,100
SOUTHERN COPPER CORP COM 84265V105 13,507 478,974 SH DFND 2,5 326,616 0 152,358
SOUTHERN MISSOURI BANCORP INC COM 843380106 65 1,706 SH DFND 4,2,5 1,566 0 140
SOUTHWEST AIRLINES CO COM 844741108 4,075 96,300 SH DFND 4,2,5 96,300 0 0
SOUTHWEST GAS CORP COM 844895102 1,388 22,450 SH DFND 4,2,5 0 0 22,450
SOUTHWESTERN ENERGY CO COM 845467109 134 4,895 SH DFND 2,5 4,895 0 0
SPARTANNASH CO COM 847215100 3,285 125,683 SH DFND 4,2,5 13,700 0 111,983
SPDR BARCLAYS CAPITAL INVES INV GRD FLT RT 78468R200 125 4,090 SH DFND 1,2,5,3 4,090 0 0
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 5,785 123,370 SH DFND 1,2,5,3 123,370 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 9,553 247,415 SH DFND 1,2,5,3 247,415 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,255 43,420 SH DFND 1,2,5,3 43,420 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 790 13,880 SH DFND 1,2,5,3 13,880 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 1,488 40,364 SH DFND 1,2,5,3 40,364 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 6 53 SH DFND 2,5 53 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 168 2,920 SH DFND 1,2,5,3 2,920 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 330 4,420 SH DFND 1,2,5,3 4,420 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 320 4,100 SH DFND 1,2,5,3 4,100 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,970 23,094 SH DFND 1,2,5,3 23,094 0 0
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 9,109 44,316 SH DFND 2,5 13,785 0 30,531
SPDR S&P 500 ETF TRUST TR UNIT 78462F103 192,344 935,800 SH DFND 4,2,5 0 0 935,800
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 4,373 52,429 SH DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 327 11,967 SH DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,693 38,180 SH DFND 1,2,5,3 38,180 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 23 1,100 SH DFND 1,2,5,3 1,100 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 117 4,150 SH DFND 1,2,5,3 4,150 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 120 2,510 SH DFND 1,2,5,3 2,510 0 0
SPECTRA ENERGY CORP COM 847560109 429 11,815 SH DFND 2,5 11,815 0 0
SPECTRA ENERGY CORP COM 847560109 9,039 249,000 SH DFND 4,2,5 19,500 0 229,500
SPECTRANETICS CORP/THE COM 84760C107 8,440 244,065 SH DFND 2,5 244,065 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 721 32,982 SH DFND 4,2,5 12,260 0 20,722
SPIRIT REALTY CAPITAL INC COM 84860W102 4,800 403,700 SH DFND 4,2,5 175,900 0 227,800
SPOK HOLDINGS INC COM 84863T106 187 10,800 SH DFND 4,2,5 0 0 10,800
ST JOE CO/THE COM 790148100 3,102 168,700 SH DFND 4,2,5 86,900 0 81,800
ST JUDE MEDICAL INC COM 790849103 10,239 157,454 SH DFND 2,5 157,454 0 0
ST JUDE MEDICAL INC COM 790849103 28,089 431,944 SH DFND 4,2,5 289,000 0 142,944
STAG INDUSTRIAL INC COM 85254J102 1,874 76,471 SH DFND 2,5 76,471 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,862 40,200 SH DFND 4,2,5 0 0 40,200
STANTEC INC COM 85472N109 127 4,600 SH DFND 4,2,5 1,700 0 2,900
STAPLES INC COM 855030102 416 22,974 SH DFND 2,5 22,974 0 0
STAPLES INC COM 855030102 22,276 1,229,374 SH DFND 4,2,5 777,200 0 452,174
STARBUCKS CORP COM 855244109 53,249 648,988 SH DFND 2,5 648,988 0 0
STARBUCKS CORP COM 855244109 17,436 212,500 SH DFND 4,2,5 117,800 0 94,700
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,806 22,272 SH DFND 2,5 22,272 0 0
STATE STREET CORP COM 857477103 2,199 28,012 SH DFND 2,5 28,012 0 0
STATE STREET CORP COM 857477103 12,525 159,550 SH DFND 4,2,5 42,300 0 117,250
STEELCASE INC CL A 858155203 1,444 80,450 SH DFND 4,2,5 0 0 80,450
STERICYCLE INC COM 858912108 24,026 183,292 SH DFND 2,5 177,443 0 5,849
STERICYCLE INC COM 858912108 3,552 27,100 SH DFND 4,2,5 2,100 0 25,000
STERIS CORP COM 859152100 1,641 25,300 SH DFND 4,2,5 0 0 25,300
STIFEL FINANCIAL CORP COM 860630102 12,806 251,000 SH DFND 2,5 251,000 0 0
STRATASYS LTD SHS M85548101 9,098 109,464 SH DFND 2,5 109,464 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 2,237 169,100 SH DFND 4,2,5 140,400 0 28,700
STRATUS PROPERTIES INC COM NEW 863167201 512 37,600 SH DFND 4,2,5 27,000 0 10,600
STRAYER EDUCATION INC COM 863236105 1,894 25,500 SH DFND 4,2,5 12,300 0 13,200
STRYKER CORP COM 863667101 13,177 139,687 SH DFND 2,5 139,687 0 0
STRYKER CORP COM 863667101 10,093 107,000 SH DFND 4,2,5 4,300 0 102,700
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,199 176,800 SH DFND 4,2,5 86,400 0 90,400
SUN LIFE FINANCIAL INC COM 866796105 166 4,600 SH DFND 4,2,5 900 0 3,700
SUNCOR ENERGY INC COM 867224107 7,073 222,021 SH DFND 2,5 222,021 0 0
SUNCOR ENERGY INC COM 867224107 22,546 707,700 SH DFND 4,2,5 276,500 0 431,200
SUNOCO LOGISTICS PARTNERS LP COM UNITS 86764L108 2,925 70,000 SH DFND 2,5 70,000 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 4,198 254,300 SH DFND 4,2,5 81,000 0 173,300
SUNTRUST BANKS INC COM 867914103 1,932 46,100 SH DFND 2,5 46,100 0 0
SUNTRUST BANKS INC COM 867914103 2,179 52,000 SH DFND 4,2,5 46,100 0 5,900
SUPERIOR ENERGY SERVICES INC COM 868157108 1,639 81,330 SH DFND 2,5 81,330 0 0
SUPERIOR ENERGY SERVICES INC COM 868157108 7,795 386,832 SH DFND 4,2,5 249,550 0 137,282
SUPERIOR UNIFORM GROUP INC COM 868358102 862 29,333 SH DFND 4,2,5 19,789 0 9,544
SUPERVALU INC COM 868536103 819 84,400 SH DFND 4,2,5 84,400 0 0
SWIFT ENERGY CO COM 870738101 220 54,400 SH DFND 4,2,5 37,500 0 16,900
SWIFT TRANSPORTATION CO CL A 87074U101 2,565 89,600 SH DFND 4,2,5 50,400 0 39,200
SYKES ENTERPRISES INC COM 871237103 2,490 106,100 SH DFND 4,2,5 45,600 0 60,500
SYMANTEC CORP COM 871503108 29,655 1,155,900 SH DFND 2,5 1,155,900 0 0
SYMANTEC CORP COM 871503108 89,980 3,507,290 SH DFND 4,2,5 2,932,220 0 575,070
SYNAGEVA BIOPHARMA CORP COM 87159A103 13,986 150,727 SH DFND 2,5 150,727 0 0
SYNAPTICS INC COM 87157D109 2,341 34,000 SH DFND 2,5 34,000 0 0
SYNAPTICS INC COM 87157D109 248 3,600 SH DFND 4,2,5 3,600 0 0
SYNERGY RESOURCES CORP COM 87164P103 5,016 400,000 SH DFND 2,5 400,000 0 0
SYNNEX CORP COM 87162W100 281 3,600 SH DFND 4,2,5 0 0 3,600
SYNOPSYS INC COM 871607107 361 8,310 SH DFND 2,5 8,310 0 0
SYNOPSYS INC COM 871607107 15,404 354,362 SH DFND 4,2,5 248,400 0 105,962
SYNUTRA INTERNATIONAL INC COM 87164C102 18 3,000 SH DFND 4,2,5 3,000 0 0
SYSCO CORP COM 871829107 875 22,040 SH DFND 2,5 22,040 0 0
SYSCO CORP COM 871829107 7,986 201,200 SH DFND 4,2,5 17,900 0 183,300
SYSTEMAX INC COM 871851101 257 19,060 SH DFND 4,2,5 7,060 0 12,000
T ROWE PRICE GROUP INC COM 74144T108 2,277 26,520 SH DFND 2,5 26,520 0 0
T ROWE PRICE GROUP INC COM 74144T108 6,179 71,971 SH DFND 4,2,5 4,400 0 67,571
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 23,776 1,062,376 SH DFND 2,5 0 0 1,062,376
TAKE-TWO INTERACTIVE SOFTWARE INC COM 874054109 6,035 215,300 SH DFND 4,2,5 104,300 0 111,000
TALISMAN ENERGY INC COM 87425E103 113 14,380 SH DFND 2,5 14,380 0 0
TALISMAN ENERGY INC COM 87425E103 49 6,300 SH DFND 4,2,5 0 0 6,300
TARGA RESOURCES CORP COM 87612G101 2,916 27,500 SH DFND 2,5 27,500 0 0
TARGET CORP COM 87612E106 302 3,978 SH DFND 2,5 3,978 0 0
TARGET CORP COM 87612E106 13,019 171,500 SH DFND 4,2,5 86,200 0 85,300
TATA MOTORS LTD SPONSORED ADR 876568502 2,719 64,300 SH DFND 2,5 64,300 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 565 29,900 SH DFND 4,2,5 0 0 29,900
TCF FINANCIAL CORP COM 872275102 1,624 102,200 SH DFND 4,2,5 46,700 0 55,500
TCP CAPITAL CORP COM 87238Q103 14,215 847,115 SH DFND 2,5 0 0 847,115
TD AMERITRADE HOLDING CORP COM 87236Y108 21,167 591,594 SH DFND 2,5 589,894 0 1,700
TEAM INC COM 878155100 518 12,800 SH DFND 4,2,5 10,200 0 2,600
TECH DATA CORP COM 878237106 259 4,100 SH DFND 4,2,5 0 0 4,100
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 56,811 1,373,900 SH DFND 1,2,5,3 1,373,900 0 0
TECK RESOURCES LTD CL B 878742204 298 21,731 SH DFND 2,5 21,000 0 731
TECK RESOURCES LTD CL B 878742204 1,248 91,000 SH DFND 4,2,5 25,300 0 65,700
TECO ENERGY INC COM 872375100 514 25,100 SH DFND 4,2,5 25,100 0 0
TECUMSEH PRODUCTS CO COM 878895309 141 45,680 SH DFND 4,2,5 28,800 0 16,880
TEEKAY TANKERS LTD CL A Y8565N102 54 10,600 SH DFND 4,2,5 10,600 0 0
TELECOMMUNICATION SYSTEMS INC CL A 87929J103 70 22,300 SH DFND 4,2,5 16,600 0 5,700
TELEFLEX INC COM 879369106 448 3,900 SH DFND 4,2,5 0 0 3,900
TELENAV INC COM 879455103 852 127,800 SH DFND 4,2,5 90,600 0 37,200
TELUS CORP COM 87971M103 1,682 46,500 SH DFND 4,2,5 4,600 0 41,900
TENARIS SA SPONSORED ADR 88031M109 1,332 44,077 SH DFND 2,5 44,077 0 0
TENAX THERAPEUTICS INC COM 88032L100 164 42,702 SH DFND 4,2,5 36,302 0 6,400
TENET HEALTHCARE CORP COM NEW 88033G407 2,630 51,910 SH DFND 4,2,5 51,910 0 0
TENNECO INC COM 880349105 787 13,900 SH DFND 4,2,5 5,100 0 8,800
TERADATA CORP COM 88076W103 1,778 40,700 SH DFND 4,2,5 1,300 0 39,400
TERADYNE INC COM 880770102 1,369 69,190 SH DFND 2,5 69,190 0 0
TEREX CORP COM 880779103 1,073 38,500 SH DFND 4,2,5 0 0 38,500
TESCO CORP COM 88157K101 1,667 130,000 SH DFND 2,5 130,000 0 0
TESORO CORP COM 881609101 3,866 52,000 SH DFND 2,5 52,000 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 5,051 127,191 SH DFND 2,5 127,191 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 16,624 289,070 SH DFND 2,5 289,070 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 272 5,000 SH DFND 2,5 5,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 5,871 109,804 SH DFND 2,5 109,804 0 0
TEXAS INSTRUMENTS INC COM 882508104 10,955 204,900 SH DFND 4,2,5 142,300 0 62,600
TEXAS ROADHOUSE INC COM 882681109 5,123 151,750 SH DFND 2,5 151,750 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 18,378 146,682 SH DFND 2,5 142,157 0 4,525
THERMO FISHER SCIENTIFIC INC COM 883556102 13,381 106,800 SH DFND 4,2,5 58,600 0 48,200
THIRD POINT REINSURANCE LTD COM G8827U100 1,878 129,600 SH DFND 4,2,5 65,900 0 63,700
THOMSON REUTERS CORP COM 884903105 583 14,400 SH DFND 2,5 14,400 0 0
THOMSON REUTERS CORP COM 884903105 113 2,800 SH DFND 4,2,5 500 0 2,300
THOR INDUSTRIES INC COM 885160101 231 4,143 SH DFND 2,5 4,143 0 0
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 3,186 1,002,017 SH DFND 2,5 1,002,017 0 0
TIME INC COM 887228104 299 12,137 SH DFND 4,2,5 0 0 12,137
TIME WARNER CABLE INC COM 88732J207 172 1,132 SH DFND 2,5 1,132 0 0
TIME WARNER CABLE INC COM 88732J207 6,919 45,500 SH DFND 4,2,5 43,700 0 1,800
TIME WARNER INC COM NEW 887317303 836 9,785 SH DFND 2,5 9,785 0 0
TIME WARNER INC COM NEW 887317303 19,766 231,400 SH DFND 4,2,5 128,300 0 103,100
TJX COS INC/THE COM 872540109 56,153 818,801 SH DFND 2,5 818,801 0 0
TJX COS INC/THE COM 872540109 21,623 315,300 SH DFND 4,2,5 109,600 0 205,700
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 4,080 4,000,000 PRN DFND 2,5 0 0 0
TOLL BROTHERS INC COM 889478103 2,751 80,282 SH DFND 2,5 80,282 0 0
TORONTO-DOMINION BANK COM NEW 891160509 23,657 493,614 SH DFND 2,5 441,696 0 51,918
TORONTO-DOMINION BANK COM NEW 891160509 45,529 950,000 SH DFND 4,2,5 273,700 0 676,300
TOWNE BANK/PORTSMOUTH VA COM 89214P109 121 8,000 SH DFND 4,2,5 8,000 0 0
TRACTOR SUPPLY CO COM 892356106 24,948 316,522 SH DFND 2,5 311,112 0 5,410
TRANSCANADA CORP COM 89353D107 2,120 43,008 SH DFND 2,5 36,914 0 6,094
TRANSCANADA CORP COM 89353D107 16,214 328,900 SH DFND 4,2,5 52,000 0 276,900
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 108 10,532 SH DFND 4,2,5 9,342 0 1,190
TRANSDIGM GROUP INC COM 893641100 12,468 63,500 SH DFND 2,5 63,500 0 0
TRANSGLOBE ENERGY CORP COM 893662106 452 108,700 SH DFND 4,2,5 41,400 0 67,300
TRANSOCEAN LTD REG SHS H8817H100 66 3,577 SH DFND 2,5 3,577 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 1,406 111,400 SH DFND 4,2,5 65,300 0 46,100
TRAVELERS COS INC/THE COM 89417E109 49,010 463,009 SH DFND 2,5 463,009 0 0
TRAVELERS COS INC/THE COM 89417E109 116,541 1,101,000 SH DFND 4,2,5 991,900 0 109,100
TRIMBLE NAVIGATION LTD COM 896239100 3,689 139,000 SH DFND 2,5 139,000 0 0
TRINITY INDUSTRIES INC COM 896522109 3,962 141,460 SH DFND 2,5 141,460 0 0
TRINITY INDUSTRIES INC COM 896522109 14,309 510,860 SH DFND 4,2,5 341,810 0 169,050
TRIPADVISOR INC COM 896945201 2,016 27,000 SH DFND 2,5 27,000 0 0
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 1,365 13,270 SH DFND 2,5 13,270 0 0
TUPPERWARE BRANDS CORP COM 899896104 207 3,279 SH DFND 2,5 3,279 0 0
TUPPERWARE BRANDS CORP COM 899896104 806 12,800 SH DFND 4,2,5 12,800 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 1,476 38,421 SH DFND 2,5 38,421 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 10,895 283,700 SH DFND 4,2,5 271,500 0 12,200
TYCO INTERNATIONAL PLC SHS G91442106 123 2,800 SH DFND 2,5 2,800 0 0
TYCO INTERNATIONAL PLC SHS G91442106 18,478 421,300 SH DFND 4,2,5 386,000 0 35,300
TYSON FOODS INC CL A 902494103 20,964 522,930 SH DFND 2,5 522,930 0 0
TYSON FOODS INC CL A 902494103 79,465 1,982,177 SH DFND 4,2,5 1,340,150 0 642,027
UBS AG SHS NEW H89231338 21,332 1,288,560 SH DFND 2,5 1,279,809 0 8,751
UBS GROUP AG SHS H42097107 197,557 11,486,395 SH DFND 2,5 5,966,814 0 5,519,581
UBS GROUP AG SHS H42097107 6,503 378,100 SH DFND 4,2,5 64,000 0 314,100
ULTRA CLEAN HOLDINGS INC COM 90385V107 429 46,200 SH DFND 4,2,5 28,700 0 17,500
ULTRA PETROLEUM CORP COM 903914109 26 2,010 SH DFND 2,5 2,010 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 2,730 62,210 SH DFND 2,5 62,210 0 0
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 1,718 90,069 SH DFND 2,5 90,069 0 0
UNDER ARMOUR INC CL A 904311107 6,335 93,300 SH DFND 2,5 93,300 0 0
UNIFIRST CORP/MA COM 904708104 4,387 36,120 SH DFND 4,2,5 17,100 0 19,020
UNION PACIFIC CORP COM 907818108 62,959 528,487 SH DFND 2,5 520,425 0 8,062
UNION PACIFIC CORP COM 907818108 93,400 784,020 SH DFND 4,2,5 315,300 0 468,720
UNIQURE B.V. SHS N90064101 3,755 253,522 SH DFND 2,5 253,522 0 0
UNISYS CORP COM NEW 909214306 2,562 86,900 SH DFND 4,2,5 57,400 0 29,500
UNIT CORP COM 909218109 1,790 52,500 SH DFND 4,2,5 36,600 0 15,900
UNITED FINANCIAL BANCORP INC COM 910304104 261 18,200 SH DFND 4,2,5 18,200 0 0
UNITED NATURAL FOODS INC COM 911163103 6,526 84,400 SH DFND 2,5 84,400 0 0
UNITED ONLINE INC COM NEW 911268209 937 64,401 SH DFND 4,2,5 44,101 0 20,300
UNITED PARCEL SERVICE INC CL B 911312106 343 3,088 SH DFND 2,5 3,088 0 0
UNITED PARCEL SERVICE INC CL B 911312106 26,581 239,100 SH DFND 4,2,5 108,900 0 130,200
UNITED RENTALS INC COM 911363109 2,544 24,939 SH DFND 2,5 23,492 0 1,447
UNITED STATIONERS INC COM 913004107 110 2,600 SH DFND 4,2,5 400 0 2,200
UNITED TECHNOLOGIES CORP COM 913017109 14,045 122,130 SH DFND 2,5 122,130 0 0
UNITED TECHNOLOGIES CORP COM 913017109 65,137 566,410 SH DFND 4,2,5 347,910 0 218,500
UNITED THERAPEUTICS CORP COM 91307C102 1,755 13,550 SH DFND 4,2,5 5,540 0 8,010
UNITEDHEALTH GROUP INC COM 91324P102 50,936 503,865 SH DFND 2,5 490,979 0 12,886
UNITEDHEALTH GROUP INC COM 91324P102 62,989 623,097 SH DFND 4,2,5 262,789 0 360,308
UNIVERSAL ELECTRONICS INC COM 913483103 208 3,200 SH DFND 4,2,5 0 0 3,200
UNIVERSAL FOREST PRODUCTS INC COM 913543104 2,530 47,560 SH DFND 4,2,5 23,200 0 24,360
UNIVERSAL HEALTH SERVICES INC CL B 913903100 6,718 60,380 SH DFND 2,5 60,380 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 734 35,900 SH DFND 4,2,5 11,000 0 24,900
US BANCORP COM NEW 902973304 2,574 57,260 SH DFND 2,5 57,260 0 0
US BANCORP COM NEW 902973304 38,219 850,260 SH DFND 4,2,5 269,000 0 581,260
US SILICA HOLDINGS INC COM 90346E103 1,028 40,000 SH DFND 2,5 40,000 0 0
US SILICA HOLDINGS INC COM 90346E103 3,031 118,000 SH DFND 4,2,5 57,200 0 60,800
USANA HEALTH SCIENCES INC COM 90328M107 1,775 17,300 SH DFND 4,2,5 8,800 0 8,500
VAALCO ENERGY INC COM NEW 91851C201 204 44,700 SH DFND 4,2,5 0 0 44,700
VALE SA ADR REPSTG PFD 91912E204 896 123,384 SH DFND 2,5 123,384 0 0
VALE SA ADR REPSTG PFD 91912E204 90 12,454 SH DFND 4,2,5 12,454 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 9,535 66,397 SH DFND 2,5 66,397 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 4,366 30,400 SH DFND 4,2,5 20,600 0 9,800
VALERO ENERGY CORP COM 91913Y100 4,498 90,876 SH DFND 2,5 90,876 0 0
VALERO ENERGY CORP COM 91913Y100 36,658 740,560 SH DFND 4,2,5 520,360 0 220,200
VALIDUS HOLDINGS LTD COM SHS G9319H102 374 9,000 SH DFND 4,2,5 1,300 0 7,700
VALMONT INDUSTRIES INC COM 920253101 724 5,700 SH DFND 4,2,5 0 0 5,700
VANGUARD ENERGY ETF ENERGY ETF 92204A306 1,065 9,540 SH DFND 1,2,5,3 9,540 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 27,793 733,700 SH DFND 1,2,5,3 733,700 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 2,157 53,900 SH DFND 1,2,5,3 53,900 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 7,117 135,800 SH DFND 1,2,5,3 135,800 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 546 9,600 SH DFND 1,2,5,3 9,600 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 73,015 699,442 SH DFND 1,2,5,3 699,442 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 61,340 587,100 SH DFND 1,2,5,3 587,100 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 27,673 293,177 SH DFND 1,2,5,3 293,177 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 61,358 686,100 SH DFND 1,2,5,3 686,100 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 5,194 27,570 SH DFND 2,5 0 0 27,570
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 913 18,920 SH DFND 1,2,5,3 18,920 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 11,296 133,701 SH DFND 1,2,5,3 133,701 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 5,509 63,681 SH DFND 2,5 63,681 0 0
VECTREN CORP COM 92240G101 1,123 24,300 SH DFND 2,5 24,300 0 0
VECTREN CORP COM 92240G101 16,103 348,318 SH DFND 4,2,5 114,400 0 233,918
VENTAS INC COM 92276F100 3,883 54,154 SH DFND 2,5 54,154 0 0
VENTAS INC COM 92276F100 6,031 84,120 SH DFND 4,2,5 84,120 0 0
VERA BRADLEY INC COM 92335C106 1,392 68,300 SH DFND 4,2,5 38,900 0 29,400
VERISIGN INC COM 92343E102 998 17,500 SH DFND 4,2,5 0 0 17,500
VERISK ANALYTICS INC CL A 92345Y106 2,415 37,700 SH DFND 4,2,5 2,100 0 35,600
VERITIV CORP COM 923454102 1 24 SH DFND 2,5 24 0 0
VERITIV CORP COM 923454102 50 969 SH DFND 4,2,5 0 0 969
VERIZON COMMUNICATIONS INC COM 92343V104 25,862 552,840 SH DFND 2,5 552,840 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 71,201 1,522,033 SH DFND 4,2,5 1,181,100 0 340,933
VERMILION ENERGY INC COM 923725105 2,953 60,000 SH DFND 2,5 60,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 51,506 433,549 SH DFND 2,5 433,549 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,194 35,300 SH DFND 4,2,5 33,900 0 1,400
VF CORP COM 918204108 7,582 101,230 SH DFND 2,5 101,230 0 0
VF CORP COM 918204108 36,090 481,846 SH DFND 4,2,5 365,266 0 116,580
VIACOM INC CL B 92553P201 2,423 32,201 SH DFND 2,5 32,201 0 0
VIACOM INC CL B 92553P201 35,851 476,430 SH DFND 4,2,5 93,230 0 383,200
VIAD CORP COM NEW 92552R406 843 31,630 SH DFND 4,2,5 6,900 0 24,730
VISA INC COM CL A 92826C839 117,970 449,923 SH DFND 2,5 449,058 0 865
VISA INC COM CL A 92826C839 34,964 133,350 SH DFND 4,2,5 101,140 0 32,210
VISHAY INTERTECHNOLOGY INC COM 928298108 3,917 276,800 SH DFND 4,2,5 137,500 0 139,300
VMWARE INC CL A COM 928563402 4,291 52,000 SH DFND 2,5 52,000 0 0
WAL-MART STORES INC COM 931142103 17,290 201,324 SH DFND 2,5 201,324 0 0
WAL-MART STORES INC COM 931142103 103,144 1,201,030 SH DFND 4,2,5 385,130 0 815,900
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,157 146,500 SH DFND 4,2,5 119,600 0 26,900
WALT DISNEY CO/THE COM DISNEY 254687106 31,477 334,185 SH DFND 2,5 332,415 0 1,770
WALT DISNEY CO/THE COM DISNEY 254687106 50,324 534,280 SH DFND 4,2,5 395,100 0 139,180
WASHINGTON FEDERAL INC COM 938824109 1,373 61,971 SH DFND 4,2,5 52,751 0 9,220
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 7,457 269,606 SH DFND 2,5 269,606 0 0
WASTE MANAGEMENT INC COM 94106L109 300 5,845 SH DFND 2,5 5,845 0 0
WASTE MANAGEMENT INC COM 94106L109 549 10,700 SH DFND 4,2,5 10,700 0 0
WCI COMMUNITIES INC COM PAR $0.01 92923C807 685 34,986 SH DFND 2,5 34,986 0 0
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2,508 2,500,000 PRN DFND 2,5 0 0 0
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,816 52,000 SH DFND 2,5 52,000 0 0
WEIS MARKETS INC COM 948849104 100 2,100 SH DFND 4,2,5 0 0 2,100
WELLS FARGO & CO COM 949746101 52,787 962,909 SH DFND 2,5 945,145 0 17,764
WELLS FARGO & CO COM 949746101 197,467 3,602,090 SH DFND 4,2,5 1,917,430 0 1,684,660
WESCO INTERNATIONAL INC COM 95082P105 772 10,130 SH DFND 2,5 10,130 0 0
WESTERN DIGITAL CORP COM 958102105 1,700 15,357 SH DFND 2,5 15,357 0 0
WESTERN DIGITAL CORP COM 958102105 42,929 387,800 SH DFND 4,2,5 188,600 0 199,200
WESTERN REFINING INC COM 959319104 3,532 93,500 SH DFND 2,5 93,500 0 0
WESTERN UNION CO/THE COM 959802109 18,603 1,038,700 SH DFND 2,5 1,038,700 0 0
WESTERN UNION CO/THE COM 959802109 62,395 3,483,798 SH DFND 4,2,5 2,590,460 0 893,338
WESTFIELD FINANCIAL INC COM 96008P104 66 9,000 SH DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 5,687 93,100 SH DFND 2,5 93,100 0 0
WESTLAKE CHEMICAL CORP COM 960413102 25,212 412,700 SH DFND 4,2,5 222,800 0 189,900
WEYERHAEUSER CO COM 962166104 366 10,200 SH DFND 4,2,5 10,200 0 0
WHIRLPOOL CORP COM 963320106 11,004 56,800 SH DFND 4,2,5 1,200 0 55,600
WHITING PETROLEUM CORP COM 966387102 1,232 37,341 SH DFND 2,5 37,341 0 0
WI-LAN INC COM 928972108 14 4,800 SH DFND 4,2,5 4,800 0 0
WILLIAMS COS INC/THE COM 969457100 4,867 108,300 SH DFND 4,2,5 104,400 0 3,900
WILLIS LEASE FINANCE CORP COM 970646105 611 27,878 SH DFND 4,2,5 20,834 0 7,044
WINTRUST FINANCIAL CORP COM 97650W108 411 8,800 SH DFND 4,2,5 5,500 0 3,300
WISCONSIN ENERGY CORP COM 976657106 495 9,394 SH DFND 2,5 9,394 0 0
WISCONSIN ENERGY CORP COM 976657106 6,737 127,748 SH DFND 4,2,5 19,400 0 108,348
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 87 2,000 SH DFND 1,2,5,3 2,000 0 0
WORKDAY INC CL A 98138H101 147 1,804 SH DFND 2,5 0 0 1,804
WORLD FUEL SERVICES CORP COM 981475106 1,877 40,000 SH DFND 2,5 40,000 0 0
WPX ENERGY INC COM 98212B103 32 2,781 SH DFND 2,5 2,781 0 0
WRIGHT MEDICAL GROUP INC COM 98235T107 3,084 114,772 SH DFND 2,5 114,772 0 0
WW GRAINGER INC COM 384802104 23,541 92,358 SH DFND 2,5 92,358 0 0
WW GRAINGER INC COM 384802104 4,916 19,288 SH DFND 4,2,5 1,700 0 17,588
WYNDHAM WORLDWIDE CORP COM 98310W108 20,411 238,000 SH DFND 2,5 238,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 59,518 694,010 SH DFND 4,2,5 592,300 0 101,710
WYNN RESORTS LTD COM 983134107 1,592 10,700 SH DFND 4,2,5 900 0 9,800
XCEL ENERGY INC COM 98389B100 31,230 869,438 SH DFND 2,5 869,438 0 0
XCEL ENERGY INC COM 98389B100 123,054 3,425,784 SH DFND 4,2,5 2,275,710 0 1,150,074
XCERRA CORP COM 98400J108 315 34,350 SH DFND 4,2,5 29,400 0 4,950
XERIUM TECHNOLOGIES INC COM NEW 98416J118 340 21,529 SH DFND 4,2,5 11,869 0 9,660
XEROX CORP COM 984121103 30,257 2,183,080 SH DFND 2,5 2,183,080 0 0
XEROX CORP COM 984121103 97,235 7,015,505 SH DFND 4,2,5 5,331,240 0 1,684,265
XILINX INC COM 983919101 1,177 27,200 SH DFND 4,2,5 0 0 27,200
XILINX INC NOTE 2.625% 6/1 983919AF8 39,130 26,000,000 PRN DFND 2,5 0 0 0
YAHOO! INC COM 984332106 40,803 807,828 SH DFND 2,5 807,828 0 0
YAHOO! INC COM 984332106 136,963 2,711,600 SH DFND 4,2,5 2,174,200 0 537,400
YAMANA GOLD INC COM 98462Y100 1,959 483,889 SH DFND 2,5 483,889 0 0
YAMANA GOLD INC COM 98462Y100 3,126 771,900 SH DFND 4,2,5 557,600 0 214,300
YANDEX NV SHS CLASS A N97284108 216 12,000 SH DFND 2,5 12,000 0 0
YUM! BRANDS INC COM 988498101 57 789 SH DFND 2,5 789 0 0
YUM! BRANDS INC COM 988498101 9,609 131,900 SH DFND 4,2,5 52,500 0 79,400
ZAIS FINANCIAL CORP COM 98886K108 7 400 SH DFND 4,2,5 400 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 6,483 232,300 SH DFND 2,5 232,300 0 0
ZEP INC COM 98944B108 1,307 86,300 SH DFND 4,2,5 57,500 0 28,800
ZIMMER HOLDINGS INC COM 98956P102 22,295 196,568 SH DFND 2,5 196,568 0 0
ZIMMER HOLDINGS INC COM 98956P102 73,324 646,486 SH DFND 4,2,5 443,600 0 202,886
ZOETIS INC CL A 98978V103 60 1,400 SH DFND 4,2,5 0 0 1,400

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