Close

Form 13F-HR AXA For: Sep 30

FREE Breaking News Alerts from StreetInsider.com!

E-mail Address

StreetInsider.com Top Tickers, 4/25/2024

1. META
2. CMG
3. LRCX
4. IBM
5. SPY
6. BA
7. HCP
8. SNAP
9. TMUS
10. BIIB


November 13, 2015 10:48 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: 09-30-2015
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 11-13-2015
[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: 1917
Form 13F Information Table Value Total: 24,379,917
(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 533 17,305 SH DFND 4,2,5 16,830 0 475
3M CO COM 88579Y101 15,726 110,923 SH DFND 2,5 110,521 0 402
3M CO COM 88579Y101 40,007 282,200 SH DFND 4,2,5 139,100 0 143,100
AARON'S INC COM PAR $0.50 002535300 5,427 150,300 SH DFND 4,2,5 82,900 0 67,400
ABBOTT LABORATORIES COM 002824100 282 7,022 SH DFND 2,5 7,022 0 0
ABBOTT LABORATORIES COM 002824100 11,776 292,800 SH DFND 4,2,5 229,600 0 63,200
ABBVIE INC COM 00287Y109 54,229 996,666 SH DFND 2,5 956,076 0 40,590
ABBVIE INC COM 00287Y109 30,168 554,460 SH DFND 4,2,5 362,916 0 191,544
ABIOMED INC COM 003654100 6,175 66,570 SH DFND 4,2,5 36,600 0 29,970
ACADIA HEALTHCARE CO INC COM 00404A109 5,255 79,300 SH DFND 2,5 79,300 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 10,848 328,043 SH DFND 2,5 328,043 0 0
ACADIA REALTY TRUST COM SH BEN INT 004239109 3,804 126,495 SH DFND 2,5 126,495 0 0
ACCENTURE PLC SHS CLASS A G1151C101 4,063 41,351 SH DFND 2,5 40,210 0 1,141
ACCENTURE PLC SHS CLASS A G1151C101 31,699 322,600 SH DFND 4,2,5 141,000 0 181,600
ACE LTD SHS H0023R105 888 8,584 SH DFND 2,5 4,622 0 3,962
ACE LTD SHS H0023R105 5,284 51,100 SH DFND 4,2,5 49,300 0 1,800
ACHAOGEN INC COM 004449104 3,192 554,141 SH DFND 2,5 554,141 0 0
ACHILLION PHARMACEUTICALS INC COM 00448Q201 7,029 1,017,206 SH DFND 2,5 1,017,206 0 0
ACI WORLDWIDE INC COM 004498101 321 15,222 SH DFND 2,5 15,222 0 0
ACNB CORP COM 000868109 56 2,700 SH DFND 4,2,5 2,700 0 0
ACORDA THERAPEUTICS INC COM 00484M106 835 31,500 SH DFND 4,2,5 18,000 0 13,500
ACTIVISION BLIZZARD INC COM 00507V109 9,504 307,662 SH DFND 2,5 298,872 0 8,790
ACTIVISION BLIZZARD INC COM 00507V109 2,443 79,100 SH DFND 4,2,5 30,030 0 49,070
ACTUANT CORP CL A NEW 00508X203 798 43,400 SH DFND 4,2,5 41,600 0 1,800
ACUITY BRANDS INC COM 00508Y102 23,721 135,100 SH DFND 2,5 113,600 0 21,500
ACUITY BRANDS INC COM 00508Y102 31,411 178,900 SH DFND 4,2,5 141,800 0 37,100
ADEPTUS HEALTH INC CL A 006855100 499 6,180 SH DFND 4,2,5 6,180 0 0
ADOBE SYSTEMS INC COM 00724F101 5,093 61,948 SH DFND 2,5 61,228 0 720
ADOBE SYSTEMS INC COM 00724F101 6,331 77,000 SH DFND 4,2,5 73,800 0 3,200
ADT CORP/THE COM 00101J106 14,412 482,000 SH DFND 2,5 482,000 0 0
ADT CORP/THE COM 00101J106 37,184 1,243,610 SH DFND 4,2,5 956,100 0 287,510
ADVANCE AUTO PARTS INC COM 00751Y106 757 3,994 SH DFND 2,5 3,994 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 5,136 27,100 SH DFND 4,2,5 5,700 0 21,400
ADVANCED ENERGY INDUSTRIES INC COM 007973100 610 23,197 SH DFND 2,5 23,197 0 0
ADVANCED SEMICONDUCTOR ENGINEERING INC SPONSORED ADR 00756M404 302 55,000 SH DFND 2,5 0 0 55,000
ADVISORY BOARD CO/THE COM 00762W107 721 15,832 SH DFND 2,5 15,832 0 0
AEP INDUSTRIES INC COM 001031103 241 4,200 SH DFND 4,2,5 2,930 0 1,270
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 63 3,900 SH DFND 4,2,5 0 0 3,900
AES CORP/VA COM 00130H105 4,487 458,320 SH DFND 4,2,5 366,830 0 91,490
AETNA INC COM 00817Y108 8,230 75,221 SH DFND 2,5 74,125 0 1,096
AETNA INC COM 00817Y108 22,656 207,078 SH DFND 4,2,5 92,078 0 115,000
AFFILIATED MANAGERS GROUP INC COM 008252108 12,594 73,654 SH DFND 2,5 73,654 0 0
AFLAC INC COM 001055102 26,403 454,200 SH DFND 2,5 315,630 0 138,570
AFLAC INC COM 001055102 73,576 1,265,720 SH DFND 4,2,5 1,185,510 0 80,210
AGILENT TECHNOLOGIES INC COM 00846U101 254 7,407 SH DFND 2,5 7,407 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 11,214 326,660 SH DFND 4,2,5 316,300 0 10,360
AGIOS PHARMACEUTICALS INC COM 00847X104 4,954 70,179 SH DFND 2,5 70,179 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 226 3,200 SH DFND 4,2,5 3,200 0 0
AGL RESOURCES INC COM 001204106 5,404 88,540 SH DFND 4,2,5 88,540 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,471 58,308 SH DFND 2,5 58,308 0 0
AGRIUM INC COM 008916108 4,782 53,600 SH DFND 2,5 39,700 0 13,900
AGRIUM INC COM 008916108 7,725 86,600 SH DFND 4,2,5 60,800 0 25,800
AIR PRODUCTS & CHEMICALS INC COM 009158106 321 2,515 SH DFND 2,5 2,056 0 459
AIR PRODUCTS & CHEMICALS INC COM 009158106 5,039 39,500 SH DFND 4,2,5 6,900 0 32,600
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 21,998 21,000,000 PRN DFND 2,5 0 0 0
ALASKA AIR GROUP INC COM 011659109 11,465 144,300 SH DFND 2,5 117,300 0 27,000
ALASKA AIR GROUP INC COM 011659109 32,598 410,300 SH DFND 4,2,5 279,400 0 130,900
ALCOA INC COM 013817101 698 72,286 SH DFND 2,5 72,286 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 7,597 231,909 SH DFND 2,5 231,909 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 413 12,600 SH DFND 4,2,5 12,600 0 0
ALERE INC COM 01449J105 1,837 38,160 SH DFND 2,5 18,780 0 19,380
ALERE INC COM 01449J105 13,463 279,600 SH DFND 4,2,5 177,910 0 101,690
ALEXION PHARMACEUTICALS INC COM 015351109 133,218 851,834 SH DFND 2,5 849,518 0 2,316
ALEXION PHARMACEUTICALS INC COM 015351109 5,004 32,000 SH DFND 4,2,5 30,900 0 1,100
ALIBABA GROUP HOLDING LTD SPONSORED ADS 01609W102 12,642 214,372 SH DFND 2,5 181,265 0 33,107
ALIGN TECHNOLOGY INC COM 016255101 11,244 198,100 SH DFND 2,5 198,100 0 0
ALKERMES PLC SHS G01767105 9,936 169,349 SH DFND 2,5 169,349 0 0
ALLEGHANY CORP COM 017175100 973 2,078 SH DFND 2,5 2,078 0 0
ALLERGAN PLC SHS G0177J108 47,812 175,901 SH DFND 2,5 172,354 0 3,547
ALLERGAN PLC SHS G0177J108 23,085 84,931 SH DFND 4,2,5 73,231 0 11,700
ALLIANCE DATA SYSTEMS CORP COM 018581108 54,828 211,708 SH DFND 2,5 211,708 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,781 14,600 SH DFND 4,2,5 2,200 0 12,400
ALLIANCE ONE INTERNATIONAL INC COM NEW 018772301 484 23,727 SH DFND 4,2,5 14,597 0 9,130
ALLIANT ENERGY CORP COM 018802108 920 15,722 SH DFND 2,5 15,722 0 0
ALLSTATE CORP/THE COM 020002101 204 3,500 SH DFND 4,2,5 800 0 2,700
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,380 66,951 SH DFND 2,5 66,951 0 0
ALTERA CORP COM 021441100 4,607 92,000 SH DFND 2,5 92,000 0 0
ALTRIA GROUP INC COM 02209S103 4,667 85,786 SH DFND 2,5 55,260 0 30,526
ALTRIA GROUP INC COM 02209S103 74,922 1,377,250 SH DFND 4,2,5 547,450 0 829,800
AMAG PHARMACEUTICALS INC COM 00163U106 3,083 77,600 SH DFND 4,2,5 43,300 0 34,300
AMAZON.COM INC COM 023135106 59,428 116,095 SH DFND 2,5 105,879 0 10,216
AMAZON.COM INC COM 023135106 59,697 116,620 SH DFND 4,2,5 105,640 0 10,980
AMBEV SA SPONSORED ADR 02319V103 5,170 1,055,198 SH DFND 2,5 913,875 0 141,323
AMBEV SA SPONSORED ADR 02319V103 3 582 SH DFND 4,2,5 582 0 0
AMDOCS LTD SHS G02602103 18,124 318,630 SH DFND 2,5 204,070 0 114,560
AMDOCS LTD SHS G02602103 43,361 762,330 SH DFND 4,2,5 565,150 0 197,180
AMEREN CORP COM 023608102 1,963 46,450 SH DFND 2,5 34,850 0 11,600
AMEREN CORP COM 023608102 13,039 308,460 SH DFND 4,2,5 288,990 0 19,470
AMERICAN AIRLINES GROUP INC COM 02376R102 18,769 483,367 SH DFND 2,5 344,557 0 138,810
AMERICAN AIRLINES GROUP INC COM 02376R102 45,819 1,180,000 SH DFND 4,2,5 1,179,180 0 820
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 30 1,500 SH DFND 2,5 0 0 1,500
AMERICAN AXLE & MANUFACTURING HOLDINGS I COM 024061103 3,876 194,400 SH DFND 4,2,5 96,600 0 97,800
AMERICAN CAMPUS COMMUNITIES INC COM 024835100 1,646 45,412 SH DFND 2,5 45,412 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 245 15,647 SH DFND 2,5 15,647 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 586 10,301 SH DFND 2,5 10,301 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 4,970 87,400 SH DFND 4,2,5 84,200 0 3,200
AMERICAN EQUITY INVESTMENT LIFE HOLDING COM 025676206 385 16,535 SH DFND 2,5 16,535 0 0
AMERICAN EXPRESS CO COM 025816109 54,834 739,700 SH DFND 2,5 710,124 0 29,576
AMERICAN EXPRESS CO COM 025816109 67,786 914,420 SH DFND 4,2,5 506,870 0 407,550
AMERICAN HOMES 4 RENT CL A 02665T306 1,721 107,000 SH DFND 2,5 107,000 0 0
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 35,522 625,173 SH DFND 2,5 435,950 0 189,223
AMERICAN INTERNATIONAL GROUP INC COM NEW 026874784 98,541 1,734,269 SH DFND 4,2,5 1,576,509 0 157,760
AMERICAN REALTY INVESTORS INC COM 029174109 2 319 SH DFND 4,2,5 319 0 0
AMERICAN RESIDENTIAL PROPERTIES INC COM 02927E303 33 1,892 SH DFND 4,2,5 1,892 0 0
AMERICAN TOWER CORP COM 03027X100 49,001 556,960 SH DFND 2,5 534,089 0 22,871
AMERICAN TOWER CORP COM 03027X100 14,469 164,459 SH DFND 4,2,5 147,859 0 16,600
AMERICAN WATER WORKS CO INC COM 030420103 498 9,042 SH DFND 2,5 8,042 0 1,000
AMERICAN WATER WORKS CO INC COM 030420103 8,080 146,700 SH DFND 4,2,5 25,800 0 120,900
AMERICAN WOODMARK CORP COM 030506109 622 9,590 SH DFND 4,2,5 0 0 9,590
AMERIPRISE FINANCIAL INC COM 03076C106 4,987 45,700 SH DFND 4,2,5 10,200 0 35,500
AMERISOURCEBERGEN CORP COM 03073E105 13,902 146,350 SH DFND 2,5 146,350 0 0
AMERISOURCEBERGEN CORP COM 03073E105 978 10,300 SH DFND 4,2,5 0 0 10,300
AMETEK INC COM 031100100 4,029 77,000 SH DFND 4,2,5 15,100 0 61,900
AMGEN INC COM 031162100 172,711 1,248,632 SH DFND 2,5 1,140,575 0 108,057
AMGEN INC COM 031162100 159,739 1,154,850 SH DFND 4,2,5 824,800 0 330,050
AMICUS THERAPEUTICS INC COM 03152W109 8,091 578,343 SH DFND 2,5 578,343 0 0
AMPHENOL CORP CL A 032095101 1,704 33,429 SH DFND 2,5 33,429 0 0
AMPHENOL CORP CL A 032095101 6,722 131,900 SH DFND 4,2,5 22,800 0 109,100
AMTRUST FINANCIAL SERVICES INC COM 032359309 3,902 61,950 SH DFND 2,5 35,450 0 26,500
AMTRUST FINANCIAL SERVICES INC COM 032359309 12,845 203,953 SH DFND 4,2,5 151,273 0 52,680
ANACOR PHARMACEUTICALS INC COM 032420101 9,126 77,530 SH DFND 2,5 77,530 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 1,660 14,100 SH DFND 4,2,5 4,690 0 9,410
ANADARKO PETROLEUM CORP COM 032511107 7,128 118,028 SH DFND 2,5 92,681 0 25,347
ANADARKO PETROLEUM CORP COM 032511107 13,080 216,600 SH DFND 4,2,5 192,900 0 23,700
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 633 77,233 SH DFND 2,5 77,233 0 0
ANSYS INC COM 03662Q105 239 2,710 SH DFND 2,5 2,710 0 0
ANTERO RESOURCES CORP COM 03674X106 21 1,001 SH DFND 2,5 1,001 0 0
ANTHEM INC COM 036752103 9,512 67,942 SH DFND 2,5 67,739 0 203
ANTHEM INC COM 036752103 17,360 124,000 SH DFND 4,2,5 59,800 0 64,200
ANTHEM INC NOTE 2.750%10/1 94973VBG1 34,661 18,400,000 PRN DFND 2,5 0 0 0
AON PLC SHS CL A G0408V102 1,496 16,878 SH DFND 2,5 16,878 0 0
AON PLC SHS CL A G0408V102 603 6,800 SH DFND 4,2,5 5,000 0 1,800
APACHE CORP COM 037411105 1,221 31,171 SH DFND 2,5 22,341 0 8,830
APACHE CORP COM 037411105 3,749 95,740 SH DFND 4,2,5 80,760 0 14,980
APIGEE CORP COM 03765N108 2,208 209,307 SH DFND 2,5 209,307 0 0
APPLE INC COM 037833100 248,897 2,256,544 SH DFND 2,5 1,925,458 0 331,086
APPLE INC COM 037833100 404,757 3,669,600 SH DFND 4,2,5 2,904,750 0 764,850
APPLIED MATERIALS INC COM 038222105 2,997 204,000 SH DFND 2,5 204,000 0 0
APPLIED MATERIALS INC COM 038222105 993 67,600 SH DFND 4,2,5 0 0 67,600
ARAMARK COM 03852U106 2,173 73,320 SH DFND 2,5 54,100 0 19,220
ARAMARK COM 03852U106 6,165 208,000 SH DFND 4,2,5 159,320 0 48,680
ARBUTUS BIOPHARMA CORP COM 03879J100 4,858 797,719 SH DFND 2,5 797,719 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 102 17,200 SH DFND 4,2,5 17,200 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 996 13,554 SH DFND 2,5 13,554 0 0
ARCH CAPITAL GROUP LTD ORD G0450A105 264 3,600 SH DFND 4,2,5 3,600 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 755 18,225 SH DFND 2,5 18,225 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 6,976 168,300 SH DFND 4,2,5 43,400 0 124,900
ARES CAPITAL CORP NOTE 5.750% 2/0 04010LAB9 2,013 2,000,000 PRN DFND 2,5 0 0 0
ARISTA NETWORKS INC COM 040413106 2,080 34,000 SH DFND 2,5 34,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 4,106 900,497 SH DFND 2,5 900,497 0 0
ARRIS GROUP INC COM 04270V106 4,010 154,400 SH DFND 4,2,5 33,100 0 121,300
ARROW ELECTRONICS INC COM 042735100 44 800 SH DFND 2,5 0 0 800
ARROW ELECTRONICS INC COM 042735100 4,244 76,781 SH DFND 4,2,5 32,381 0 44,400
ASHFORD HOSPITALITY PRIME INC COM 044102101 298 21,260 SH DFND 4,2,5 21,260 0 0
ASHFORD HOSPITALITY TRUST INC COM SHS 044103109 140 22,980 SH DFND 4,2,5 22,980 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 23 500 SH DFND 4,2,5 0 0 500
ASPEN TECHNOLOGY INC COM 045327103 326 8,587 SH DFND 2,5 8,587 0 0
ASSURANT INC COM 04621X108 12,322 155,950 SH DFND 4,2,5 150,650 0 5,300
ASSURED GUARANTY LTD COM G0585R106 7,568 302,700 SH DFND 2,5 195,600 0 107,100
ASSURED GUARANTY LTD COM G0585R106 21,720 868,800 SH DFND 4,2,5 644,300 0 224,500
ASTA FUNDING INC COM 046220109 52 6,118 SH DFND 4,2,5 6,118 0 0
ASTORIA FINANCIAL CORP COM 046265104 3,313 205,800 SH DFND 4,2,5 102,600 0 103,200
AT&T INC COM 00206R102 20,964 643,453 SH DFND 2,5 399,029 0 244,424
AT&T INC COM 00206R102 108,125 3,318,763 SH DFND 4,2,5 2,153,939 0 1,164,824
ATHENAHEALTH INC COM 04685W103 6,507 48,800 SH DFND 2,5 48,800 0 0
ATMOS ENERGY CORP COM 049560105 41 700 SH DFND 2,5 200 0 500
ATMOS ENERGY CORP COM 049560105 8,238 141,600 SH DFND 4,2,5 30,200 0 111,400
AUTOBYTEL INC COM NEW 05275N205 639 38,100 SH DFND 4,2,5 25,700 0 12,400
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 781 9,717 SH DFND 2,5 9,717 0 0
AUTOMATIC DATA PROCESSING INC (ADP) COM 053015103 26,334 327,700 SH DFND 4,2,5 106,900 0 220,800
AUTONATION INC COM 05329W102 542 9,320 SH DFND 2,5 1,590 0 7,730
AUTONATION INC COM 05329W102 15,423 265,090 SH DFND 4,2,5 206,790 0 58,300
AUTOZONE INC COM 053332102 39,601 54,710 SH DFND 2,5 35,550 0 19,160
AUTOZONE INC COM 053332102 123,855 171,110 SH DFND 4,2,5 122,530 0 48,580
AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,238 33,905 SH DFND 2,5 33,379 0 526
AVAGO TECHNOLOGIES LTD SHS Y0486S104 17,275 138,190 SH DFND 4,2,5 58,900 0 79,290
AVALANCHE BIOTECHNOLOGIES INC COM 05337G107 5,824 706,846 SH DFND 2,5 706,846 0 0
AVALONBAY COMMUNITIES INC COM 053484101 18,843 107,784 SH DFND 2,5 102,724 0 5,060
AVALONBAY COMMUNITIES INC COM 053484101 10,397 59,474 SH DFND 4,2,5 51,874 0 7,600
AVG TECHNOLOGIES NV SHS N07831105 11 500 SH DFND 2,5 0 0 500
AVG TECHNOLOGIES NV SHS N07831105 89 4,100 SH DFND 4,2,5 1,900 0 2,200
AVID TECHNOLOGY INC COM 05367P100 1,040 130,700 SH DFND 4,2,5 81,360 0 49,340
AVNET INC COM 053807103 128 3,000 SH DFND 2,5 0 0 3,000
AVNET INC COM 053807103 8,758 205,200 SH DFND 4,2,5 84,800 0 120,400
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,335 24,846 SH DFND 4,2,5 12,810 0 12,036
AZZ INC COM 002474104 1,617 33,200 SH DFND 4,2,5 13,100 0 20,100
BAIDU INC - SPON ADR SPON ADR REP A 056752108 7,413 53,951 SH DFND 2,5 53,951 0 0
BAKER HUGHES INC COM 057224107 812 15,600 SH DFND 2,5 9,900 0 5,700
BAKER HUGHES INC COM 057224107 7,645 146,900 SH DFND 4,2,5 92,100 0 54,800
BALL CORP COM 058498106 5,542 89,100 SH DFND 4,2,5 14,800 0 74,300
BANC OF CALIFORNIA INC COM 05990K106 616 50,200 SH DFND 4,2,5 40,900 0 9,300
BANCO BRADESCO SA SP ADR PFD NEW 059460303 1,469 274,116 SH DFND 2,5 255,716 0 18,400
BANCO DE CHILE SPONSORED ADR 059520106 554 8,823 SH DFND 2,5 8,823 0 0
BANCO DE CHILE SPONSORED ADR 059520106 875 13,934 SH DFND 4,2,5 13,934 0 0
BANCO SANTANDER CHILE SP ADR REP COM 05965X109 2,008 110,183 SH DFND 2,5 40,031 0 70,152
BANCOLOMBIA SA SPON ADR PREF 05968L102 35 1,100 SH DFND 4,2,5 1,100 0 0
BANK OF AMERICA CORP COM 060505104 25,140 1,613,596 SH DFND 2,5 1,041,709 0 571,887
BANK OF AMERICA CORP COM 060505104 59,027 3,788,650 SH DFND 4,2,5 3,368,300 0 420,350
BANK OF MONTREAL COM 063671101 9,934 183,000 SH DFND 2,5 143,900 0 39,100
BANK OF MONTREAL COM 063671101 41,539 765,200 SH DFND 4,2,5 350,300 0 414,900
BANK OF NEW YORK MELLON CORP/THE COM 064058100 566 14,466 SH DFND 2,5 12,080 0 2,386
BANK OF NEW YORK MELLON CORP/THE COM 064058100 15,472 395,200 SH DFND 4,2,5 227,500 0 167,700
BANK OF NOVA SCOTIA/THE COM 064149107 11,172 254,600 SH DFND 2,5 192,900 0 61,700
BANK OF NOVA SCOTIA/THE COM 064149107 47,610 1,085,000 SH DFND 4,2,5 478,100 0 606,900
BANK OF THE OZARKS INC COM 063904106 2,047 46,781 SH DFND 2,5 46,781 0 0
BAR HARBOR BANKSHARES COM 066849100 42 1,300 SH DFND 4,2,5 1,300 0 0
BARNES & NOBLE INC COM 067774109 119 9,830 SH DFND 4,2,5 9,830 0 0
BARRICK GOLD CORP COM 067901108 1,625 256,537 SH DFND 2,5 250,763 0 5,774
BARRICK GOLD CORP COM 067901108 60 9,500 SH DFND 4,2,5 2,300 0 7,200
BASSETT FURNITURE INDUSTRIES INC COM 070203104 8 300 SH DFND 4,2,5 0 0 300
BAXALTA INC COM 07177M103 5,622 178,429 SH DFND 2,5 164,329 0 14,100
BAXALTA INC COM 07177M103 3,487 110,670 SH DFND 4,2,5 22,720 0 87,950
BAXTER INTERNATIONAL INC COM 071813109 5,008 152,439 SH DFND 2,5 151,538 0 901
BAXTER INTERNATIONAL INC COM 071813109 11,783 358,700 SH DFND 4,2,5 81,800 0 276,900
BAYTEX ENERGY CORP COM 07317Q105 290 90,900 SH DFND 4,2,5 90,900 0 0
BB&T CORP COM 054937107 14,913 418,900 SH DFND 4,2,5 178,100 0 240,800
BBCN BANCORP INC COM 073295107 891 59,300 SH DFND 4,2,5 59,300 0 0
BCE INC COM NEW 05534B760 314 7,719 SH DFND 2,5 7,319 0 400
BCE INC COM NEW 05534B760 668 16,400 SH DFND 4,2,5 200 0 16,200
BECTON DICKINSON AND CO COM 075887109 20,680 155,885 SH DFND 2,5 155,885 0 0
BECTON DICKINSON AND CO COM 075887109 18,893 142,420 SH DFND 4,2,5 52,400 0 90,020
BED BATH & BEYOND INC COM 075896100 20,488 359,320 SH DFND 2,5 239,580 0 119,740
BED BATH & BEYOND INC COM 075896100 61,844 1,084,600 SH DFND 4,2,5 826,260 0 258,340
BELLATRIX EXPLORATION LTD COM 078314101 68 44,701 SH DFND 4,2,5 23,701 0 21,000
BENEFICIAL BANCORP INC COM 08171T102 93 7,000 SH DFND 4,2,5 1,800 0 5,200
BENEFITFOCUS INC COM 08180D106 4,650 148,800 SH DFND 2,5 148,800 0 0
BERKSHIRE HATHAWAY INC CL B NEW 084670702 23,749 182,125 SH DFND 2,5 123,720 0 58,405
BERKSHIRE HATHAWAY INC CL B NEW 084670702 116,878 896,300 SH DFND 4,2,5 582,600 0 313,700
BERKSHIRE HILLS BANCORP INC COM 084680107 2,108 76,550 SH DFND 4,2,5 39,700 0 36,850
BERRY PLASTICS GROUP INC COM 08579W103 713 23,710 SH DFND 2,5 12,200 0 11,510
BERRY PLASTICS GROUP INC COM 08579W103 3,009 100,080 SH DFND 4,2,5 74,170 0 25,910
BEST BUY CO INC COM 086516101 22,721 612,100 SH DFND 2,5 402,200 0 209,900
BEST BUY CO INC COM 086516101 60,866 1,639,700 SH DFND 4,2,5 1,320,600 0 319,100
BIG 5 SPORTING GOODS CORP COM 08915P101 764 73,590 SH DFND 4,2,5 45,690 0 27,900
BIOCRYST PHARMACEUTICALS INC COM 09058V103 7,390 648,218 SH DFND 2,5 648,218 0 0
BIOGEN INC COM 09062X103 127,681 437,549 SH DFND 2,5 435,920 0 1,629
BIOGEN INC COM 09062X103 24,016 82,300 SH DFND 4,2,5 43,600 0 38,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 48,683 462,239 SH DFND 2,5 462,239 0 0
BIOMED REALTY TRUST INC COM 09063H107 556 27,839 SH DFND 2,5 27,839 0 0
BLACK BOX CORP COM 091826107 110 7,430 SH DFND 4,2,5 7,430 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 2,738 64,590 SH DFND 4,2,5 54,290 0 10,300
BLACKROCK INC COM 09247X101 6,667 22,412 SH DFND 2,5 21,220 0 1,192
BLACKROCK INC COM 09247X101 11,512 38,700 SH DFND 4,2,5 21,800 0 16,900
BLACKSTONE GROUP LP/THE COM UNIT LTD 09253U108 4,229 133,528 SH DFND 2,5 129,662 0 3,866
BLOOMIN' BRANDS INC COM 094235108 5,259 289,300 SH DFND 4,2,5 171,300 0 118,000
BLOUNT INTERNATIONAL INC COM 095180105 348 62,440 SH DFND 4,2,5 20,700 0 41,740
BLUCORA INC COM 095229100 865 62,800 SH DFND 4,2,5 54,700 0 8,100
BLUEBIRD BIO INC COM 09609G100 8,612 100,665 SH DFND 2,5 100,665 0 0
BLUEBIRD BIO INC COM 09609G100 2,828 33,060 SH DFND 4,2,5 27,940 0 5,120
BOEING CO/THE COM 097023105 33,823 258,292 SH DFND 2,5 257,376 0 916
BOEING CO/THE COM 097023105 42,048 321,100 SH DFND 4,2,5 147,100 0 174,000
BOISE CASCADE CO COM 09739D100 2,277 90,300 SH DFND 4,2,5 45,400 0 44,900
BOOZ ALLEN HAMILTON HOLDING CORP CL A 099502106 48 1,820 SH DFND 4,2,5 1,820 0 0
BORGWARNER INC COM 099724106 183 4,400 SH DFND 4,2,5 4,400 0 0
BOSTON PROPERTIES INC COM 101121101 7,334 61,940 SH DFND 2,5 61,940 0 0
BOSTON PROPERTIES INC COM 101121101 1,267 10,700 SH DFND 4,2,5 0 0 10,700
BOSTON SCIENTIFIC CORP COM 101137107 125 7,600 SH DFND 4,2,5 0 0 7,600
BOYD GAMING CORP COM 103304101 1,437 88,190 SH DFND 4,2,5 54,570 0 33,620
BRADY CORP CL A 104674106 507 25,800 SH DFND 4,2,5 16,000 0 9,800
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 217 17,620 SH DFND 2,5 17,620 0 0
BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 4,792 388,940 SH DFND 4,2,5 211,720 0 177,220
BRAVO BRIO RESTAURANT GROUP INC COM 10567B109 385 34,170 SH DFND 4,2,5 26,480 0 7,690
BRF SA SPONSORED ADR 10552T107 142 8,000 SH DFND 2,5 0 0 8,000
BRIDGEPOINT EDUCATION INC COM 10807M105 181 23,785 SH DFND 4,2,5 16,192 0 7,593
BRIGGS & STRATTON CORP COM 109043109 844 43,700 SH DFND 4,2,5 0 0 43,700
BRINK'S CO/THE COM 109696104 3,510 129,970 SH DFND 4,2,5 65,270 0 64,700
BRINKER INTERNATIONAL INC COM 109641100 6,405 121,600 SH DFND 2,5 78,100 0 43,500
BRINKER INTERNATIONAL INC COM 109641100 20,653 392,120 SH DFND 4,2,5 262,100 0 130,020
BRISTOL-MYERS SQUIBB CO COM 110122108 3,436 58,037 SH DFND 2,5 44,857 0 13,180
BRISTOL-MYERS SQUIBB CO COM 110122108 30,666 518,000 SH DFND 4,2,5 328,200 0 189,800
BROADCOM CORP CL A 111320107 4,680 91,000 SH DFND 2,5 91,000 0 0
BROADCOM CORP CL A 111320107 1,918 37,300 SH DFND 4,2,5 0 0 37,300
BROCADE COMMUNICATIONS SYSTEMS INC COM NEW 111621306 3,246 312,680 SH DFND 4,2,5 213,480 0 99,200
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 905 28,900 SH DFND 2,5 18,100 0 10,800
BROOKFIELD ASSET MANAGEMENT INC CL A LTD VT SH 112585104 16,602 530,100 SH DFND 4,2,5 147,300 0 382,800
BROWN-FORMAN CORP CL B 115637209 7,500 77,400 SH DFND 4,2,5 16,000 0 61,400
BUCKLE INC/THE COM 118440106 26 700 SH DFND 2,5 0 0 700
BUCKLE INC/THE COM 118440106 407 11,000 SH DFND 4,2,5 400 0 10,600
BUILD-A-BEAR WORKSHOP INC COM 120076104 74 3,900 SH DFND 4,2,5 3,900 0 0
BUNGE LTD COM G16962105 2,631 35,900 SH DFND 4,2,5 10,900 0 25,000
C&F FINANCIAL CORP COM 12466Q104 228 6,260 SH DFND 4,2,5 4,100 0 2,160
CA INC COM 12673P105 20,396 747,100 SH DFND 2,5 474,900 0 272,200
CA INC COM 12673P105 54,964 2,013,330 SH DFND 4,2,5 1,598,000 0 415,330
CABELA'S INC COM 126804301 293 6,421 SH DFND 2,5 6,421 0 0
CABOT OIL & GAS CORP COM 127097103 2,767 126,591 SH DFND 2,5 106,591 0 20,000
CABOT OIL & GAS CORP COM 127097103 4,348 198,900 SH DFND 4,2,5 179,900 0 19,000
CACI INTERNATIONAL INC CL A 127190304 127 1,720 SH DFND 2,5 220 0 1,500
CACI INTERNATIONAL INC CL A 127190304 4,962 67,080 SH DFND 4,2,5 33,820 0 33,260
CADENCE DESIGN SYSTEMS INC COM 127387108 4,426 214,000 SH DFND 2,5 214,000 0 0
CAL-MAINE FOODS INC COM NEW 128030202 328 6,000 SH DFND 2,5 6,000 0 0
CALERES INC COM 129500104 3,636 119,100 SH DFND 4,2,5 62,100 0 57,000
CALIFORNIA RESOURCES CORP COM 13057Q107 1 300 SH DFND 4,2,5 300 0 0
CAMBREX CORP COM 132011107 32 800 SH DFND 4,2,5 0 0 800
CAMDEN PROPERTY TRUST SH BEN INT 133131102 1,235 16,714 SH DFND 2,5 16,714 0 0
CAMECO CORP COM 13321L108 364 30,000 SH DFND 2,5 30,000 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,612 26,281 SH DFND 2,5 26,281 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,784 29,100 SH DFND 4,2,5 0 0 29,100
CAMPBELL SOUP CO COM 134429109 5,320 104,972 SH DFND 2,5 63,752 0 41,220
CAMPBELL SOUP CO COM 134429109 21,428 422,800 SH DFND 4,2,5 335,480 0 87,320
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 1,917 26,800 SH DFND 2,5 26,800 0 0
CANADIAN IMPERIAL BNK OF COMMERCE/CANADA COM 136069101 24,236 338,900 SH DFND 4,2,5 98,500 0 240,400
CANADIAN NATIONAL RAILWAY CO COM 136375102 2,773 49,064 SH DFND 2,5 34,677 0 14,387
CANADIAN NATIONAL RAILWAY CO COM 136375102 28,708 507,900 SH DFND 4,2,5 161,500 0 346,400
CANADIAN NATURAL RESOURCES LTD COM 136385101 3,135 161,739 SH DFND 2,5 124,370 0 37,369
CANADIAN NATURAL RESOURCES LTD COM 136385101 3,846 198,400 SH DFND 4,2,5 163,700 0 34,700
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 214 1,500 SH DFND 2,5 1,100 0 400
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 8,072 56,500 SH DFND 4,2,5 11,500 0 45,000
CAPITAL ONE FINANCIAL CORP COM 14040H105 760 10,486 SH DFND 2,5 9,486 0 1,000
CAPITAL ONE FINANCIAL CORP COM 14040H105 6,208 85,600 SH DFND 4,2,5 81,700 0 3,900
CARBO CERAMICS INC COM 140781105 4 200 SH DFND 4,2,5 200 0 0
CARDINAL HEALTH INC COM 14149Y108 9,757 127,014 SH DFND 2,5 127,014 0 0
CARDINAL HEALTH INC COM 14149Y108 20,010 260,480 SH DFND 4,2,5 89,380 0 171,100
CARE CAPITAL PROPERTIES INC COM 141624106 540 16,400 SH DFND 2,5 16,400 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 62 1,875 SH DFND 4,2,5 0 0 1,875
CAREER EDUCATION CORP COM 141665109 71 18,930 SH DFND 4,2,5 18,930 0 0
CARETRUST REIT INC COM 14174T107 336 29,561 SH DFND 2,5 29,561 0 0
CARMAX INC COM 143130102 546 9,200 SH DFND 4,2,5 0 0 9,200
CARMIKE CINEMAS INC COM 143436400 352 17,504 SH DFND 4,2,5 17,504 0 0
CARNIVAL CORP PAIRED CTF 143658300 3,340 67,200 SH DFND 4,2,5 15,200 0 52,000
CARRIZO OIL & GAS INC COM 144577103 557 18,247 SH DFND 2,5 18,247 0 0
CARTER'S INC COM 146229109 8,866 97,814 SH DFND 2,5 62,284 0 35,530
CARTER'S INC COM 146229109 26,494 292,304 SH DFND 4,2,5 208,414 0 83,890
CASEY'S GENERAL STORES INC COM 147528103 1,967 19,111 SH DFND 4,2,5 6,441 0 12,670
CASH AMERICA INTERNATIONAL INC COM 14754D100 67 2,400 SH DFND 2,5 0 0 2,400
CASH AMERICA INTERNATIONAL INC COM 14754D100 1,639 58,600 SH DFND 4,2,5 21,500 0 37,100
CATERPILLAR INC COM 149123101 6,341 97,012 SH DFND 2,5 96,150 0 862
CATERPILLAR INC COM 149123101 12,007 183,700 SH DFND 4,2,5 119,600 0 64,100
CAVIUM INC COM 14964U108 18,112 295,134 SH DFND 2,5 295,134 0 0
CBIZ INC COM 124805102 206 21,000 SH DFND 4,2,5 11,200 0 9,800
CBL & ASSOCIATES PROPERTIES INC COM 124830100 506 36,800 SH DFND 2,5 23,900 0 12,900
CBL & ASSOCIATES PROPERTIES INC COM 124830100 2,998 218,050 SH DFND 4,2,5 185,800 0 32,250
CBRE GROUP INC CL A 12504L109 4,145 129,542 SH DFND 2,5 129,542 0 0
CBRE GROUP INC CL A 12504L109 464 14,500 SH DFND 4,2,5 0 0 14,500
CBS CORP CL B 124857202 1,498 37,546 SH DFND 2,5 37,546 0 0
CBS CORP CL B 124857202 295 7,400 SH DFND 4,2,5 0 0 7,400
CDW CORP/DE COM 12514G108 1,491 36,482 SH DFND 2,5 36,482 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 978 157,500 SH DFND 4,2,5 72,200 0 85,300
CELANESE CORP COM SER A 150870103 535 9,040 SH DFND 2,5 6,820 0 2,220
CELANESE CORP COM SER A 150870103 704 11,900 SH DFND 4,2,5 940 0 10,960
CELESTICA INC SUB VTG SHS 15101Q108 559 43,600 SH DFND 4,2,5 17,100 0 26,500
CELGENE CORP COM 151020104 176,028 1,627,328 SH DFND 2,5 1,620,540 0 6,788
CELGENE CORP COM 151020104 31,207 288,500 SH DFND 4,2,5 160,300 0 128,200
CEMEX SAB DE CV SPON ADR NEW 151290889 6,704 959,095 SH DFND 2,5 614,513 0 344,582
CEMPRA INC COM 15130J109 7,951 285,597 SH DFND 2,5 285,597 0 0
CEMPRA INC COM 15130J109 546 19,600 SH DFND 4,2,5 11,350 0 8,250
CENOVUS ENERGY INC COM 15135U109 310 20,506 SH DFND 2,5 20,506 0 0
CENOVUS ENERGY INC COM 15135U109 251 16,600 SH DFND 4,2,5 9,500 0 7,100
CENTERPOINT ENERGY INC. COM 15189T107 445 24,667 SH DFND 2,5 24,667 0 0
CENTERPOINT ENERGY INC. COM 15189T107 3,855 213,700 SH DFND 4,2,5 205,300 0 8,400
CENTURY BANCORP INC/MA CL A NON VTG 156432106 636 15,600 SH DFND 4,2,5 10,800 0 4,800
CENTURY CASINOS INC COM 156492100 91 14,830 SH DFND 4,2,5 12,650 0 2,180
CENTURYLINK INC COM 156700106 363 14,446 SH DFND 2,5 11,566 0 2,880
CENTURYLINK INC COM 156700106 790 31,430 SH DFND 4,2,5 1,470 0 29,960
CEPHEID COM 15670R107 16,182 358,003 SH DFND 2,5 358,003 0 0
CERNER CORP COM 156782104 59,991 1,000,521 SH DFND 2,5 1,000,521 0 0
CERNER CORP COM 156782104 102 1,700 SH DFND 4,2,5 0 0 1,700
CF INDUSTRIES HOLDINGS INC COM 125269100 5,601 124,753 SH DFND 2,5 94,246 0 30,507
CF INDUSTRIES HOLDINGS INC COM 125269100 18,548 413,090 SH DFND 4,2,5 286,620 0 126,470
CGI GROUP INC CL A SUB VTG 39945C109 1,104 30,600 SH DFND 2,5 22,600 0 8,000
CGI GROUP INC CL A SUB VTG 39945C109 2,196 60,900 SH DFND 4,2,5 50,600 0 10,300
CH ROBINSON WORLDWIDE INC COM NEW 12541W209 95 1,400 SH DFND 4,2,5 0 0 1,400
CHANNELADVISOR CORP COM 159179100 2,187 220,000 SH DFND 2,5 220,000 0 0
CHARLES SCHWAB CORP/THE COM 808513105 3,385 118,523 SH DFND 2,5 118,523 0 0
CHARLES SCHWAB CORP/THE COM 808513105 4,081 142,900 SH DFND 4,2,5 135,600 0 7,300
CHASE CORP COM 16150R104 472 11,984 SH DFND 4,2,5 7,640 0 4,344
CHATHAM LODGING TRUST COM 16208T102 778 36,200 SH DFND 4,2,5 22,300 0 13,900
CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD M22465104 3,042 38,341 SH DFND 2,5 38,341 0 0
CHECKPOINT SYSTEMS INC COM 162825103 649 89,560 SH DFND 4,2,5 40,690 0 48,870
CHEMOURS CO/THE COM 163851108 1 160 SH DFND 2,5 160 0 0
CHEMOURS CO/THE COM 163851108 74 11,400 SH DFND 4,2,5 2,200 0 9,200
CHENIERE ENERGY INC COM NEW 16411R208 542 11,221 SH DFND 2,5 11,221 0 0
CHESAPEAKE ENERGY CORP COM 165167107 82 11,200 SH DFND 2,5 11,200 0 0
CHESAPEAKE ENERGY CORP COM 165167107 147 20,100 SH DFND 4,2,5 8,800 0 11,300
CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 4,300 5,000,000 PRN DFND 2,5 0 0 0
CHEVRON CORP COM 166764100 23,314 295,569 SH DFND 2,5 255,879 0 39,690
CHEVRON CORP COM 166764100 54,766 694,300 SH DFND 4,2,5 488,800 0 205,500
CHIMERIX INC COM 16934W106 7,636 199,892 SH DFND 2,5 199,892 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 55,563 77,144 SH DFND 2,5 77,144 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 7,995 11,100 SH DFND 4,2,5 2,000 0 9,100
CHOICE HOTELS INTERNATIONAL INC COM 169905106 23 490 SH DFND 2,5 0 0 490
CHOICE HOTELS INTERNATIONAL INC COM 169905106 91 1,900 SH DFND 4,2,5 0 0 1,900
CHUBB CORP/THE COM 171232101 515 4,200 SH DFND 4,2,5 4,200 0 0
CHURCH & DWIGHT CO INC COM 171340102 1,145 13,644 SH DFND 2,5 13,644 0 0
CHURCH & DWIGHT CO INC COM 171340102 7,350 87,600 SH DFND 4,2,5 16,500 0 71,100
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 18 800 SH DFND 2,5 800 0 0
CIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 341 15,400 SH DFND 4,2,5 15,400 0 0
CIA DE MINAS BUENAVENTURA SAA SPONSORED ADR 204448104 316 52,987 SH DFND 2,5 52,987 0 0
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 59 15,330 SH DFND 2,5 6,230 0 9,100
CIA SANEAMENTO BASICO DE SP SPONSORED ADR 20441A102 24 6,230 SH DFND 4,2,5 6,230 0 0
CIBER INC COM 17163B102 329 103,592 SH DFND 4,2,5 41,042 0 62,550
CIGNA CORP COM 125509109 13,931 103,181 SH DFND 2,5 103,181 0 0
CIGNA CORP COM 125509109 21,428 158,700 SH DFND 4,2,5 67,100 0 91,600
CIMAREX ENERGY CO COM 171798101 165 1,613 SH DFND 2,5 1,613 0 0
CIMPRESS NV SHS EURO N20146101 625 8,208 SH DFND 2,5 8,208 0 0
CINCINNATI FINANCIAL CORP COM 172062101 102 1,897 SH DFND 2,5 1,897 0 0
CINCINNATI FINANCIAL CORP COM 172062101 242 4,500 SH DFND 4,2,5 4,500 0 0
CINEMARK HOLDINGS INC COM 17243V102 12,871 396,149 SH DFND 2,5 317,799 0 78,350
CINEMARK HOLDINGS INC COM 17243V102 21,922 674,742 SH DFND 4,2,5 472,122 0 202,620
CINTAS CORP COM 172908105 18,687 217,930 SH DFND 2,5 143,900 0 74,030
CINTAS CORP COM 172908105 62,030 723,380 SH DFND 4,2,5 556,790 0 166,590
CIRRUS LOGIC INC COM 172755100 3,684 116,900 SH DFND 4,2,5 80,500 0 36,400
CISCO SYSTEMS INC COM 17275R102 30,977 1,180,086 SH DFND 2,5 1,053,895 0 126,191
CISCO SYSTEMS INC COM 17275R102 67,582 2,574,540 SH DFND 4,2,5 1,523,400 0 1,051,140
CITIGROUP INC COM NEW 172967424 22,158 446,644 SH DFND 2,5 334,172 0 112,472
CITIGROUP INC COM NEW 172967424 51,580 1,039,700 SH DFND 4,2,5 947,660 0 92,040
CITRIX SYSTEMS INC NOTE 0.500% 4/1 177376AD2 41,121 39,000,000 PRN DFND 2,5 0 0 0
CLEAN HARBORS INC COM 184496107 611 13,900 SH DFND 2,5 0 0 13,900
CLEAN HARBORS INC COM 184496107 5,905 134,300 SH DFND 4,2,5 63,100 0 71,200
CLEARONE INC COM 18506U104 19 1,600 SH DFND 4,2,5 1,600 0 0
CLOROX CO/THE COM 189054109 1,211 10,481 SH DFND 2,5 10,481 0 0
CLOROX CO/THE COM 189054109 11,761 101,800 SH DFND 4,2,5 23,400 0 78,400
CLOVIS ONCOLOGY INC COM 189464100 2,513 27,330 SH DFND 4,2,5 21,800 0 5,530
CME GROUP INC/IL COM 12572Q105 6,084 65,600 SH DFND 4,2,5 48,300 0 17,300
CMS ENERGY CORP COM 125896100 1,133 32,077 SH DFND 2,5 32,077 0 0
CMS ENERGY CORP COM 125896100 6,361 180,100 SH DFND 4,2,5 31,200 0 148,900
CNA FINANCIAL CORP COM 126117100 5,120 146,589 SH DFND 2,5 96,009 0 50,580
CNA FINANCIAL CORP COM 126117100 9,782 280,039 SH DFND 4,2,5 250,809 0 29,230
CNB FINANCIAL CORP/PA COM 126128107 27 1,500 SH DFND 4,2,5 1,500 0 0
CNH INDUSTRIAL NV SHS N20944109 134,270 20,593,504 SH DFND 2,5 19,203,504 0 1,390,000
CNH INDUSTRIAL NV SHS N20944109 880 135,000 SH DFND 4,2,5 0 0 135,000
COACH INC COM 189754104 885 30,600 SH DFND 4,2,5 0 0 30,600
COBALT INTERNATIONAL ENERGY INC COM 19075F106 41 5,776 SH DFND 2,5 5,776 0 0
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 135 700 SH DFND 2,5 0 0 700
COCA-COLA BOTTLING CO CONSOLIDATED COM 191098102 1,794 9,275 SH DFND 4,2,5 300 0 8,975
COCA-COLA CO/THE COM 191216100 14,713 366,722 SH DFND 2,5 278,632 0 88,090
COCA-COLA CO/THE COM 191216100 84,004 2,093,820 SH DFND 4,2,5 1,209,600 0 884,220
COCA-COLA ENTERPRISES INC COM 19122T109 406 8,400 SH DFND 2,5 3,600 0 4,800
COCA-COLA ENTERPRISES INC COM 19122T109 18,885 390,586 SH DFND 4,2,5 228,190 0 162,396
CODEXIS INC COM 192005106 517 152,570 SH DFND 4,2,5 124,273 0 28,297
CODORUS VALLEY BANCORP INC COM 192025104 130 6,333 SH DFND 4,2,5 4,672 0 1,661
COEUR MINING INC COM NEW 192108504 125 44,395 SH DFND 2,5 44,395 0 0
COGENT COMMUNICATIONS HOLDINGS INC COM NEW 19239V302 2,662 98,000 SH DFND 2,5 98,000 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 426 6,801 SH DFND 2,5 5,560 0 1,241
COGNIZANT TECHNOLOGY SOLUTIONS CORP CL A 192446102 17,255 275,600 SH DFND 4,2,5 128,700 0 146,900
COLGATE-PALMOLIVE CO COM 194162103 18,907 297,929 SH DFND 2,5 270,094 0 27,835
COLGATE-PALMOLIVE CO COM 194162103 34,548 544,400 SH DFND 4,2,5 217,100 0 327,300
COLLIERS INTERNATIONAL GROUP INC SUB VTG SHS 194693107 8 200 SH DFND 4,2,5 0 0 200
COLUMBIA PIPELINE GROUP INC COM 198280109 1,036 56,654 SH DFND 2,5 56,654 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 684 37,400 SH DFND 4,2,5 11,400 0 26,000
COLUMBIA PROPERTY TRUST INC COM NEW 198287203 487 21,000 SH DFND 4,2,5 11,870 0 9,130
COLUMBIA SPORTSWEAR CO COM 198516106 270 4,600 SH DFND 4,2,5 0 0 4,600
COMCAST CORP CL A 20030N101 21,432 376,790 SH DFND 2,5 317,673 0 59,117
COMCAST CORP CL A 20030N101 57,844 1,016,940 SH DFND 4,2,5 671,900 0 345,040
COMMERCIAL METALS CO COM 201723103 1,398 103,200 SH DFND 4,2,5 0 0 103,200
COMMUNITY HEALTH SYSTEMS INC COM 203668108 5,208 121,762 SH DFND 2,5 104,861 0 16,901
COMMUNITY HEALTH SYSTEMS INC COM 203668108 950 22,220 SH DFND 4,2,5 22,220 0 0
COMMUNITY HEALTH SYSTEMS INC RIGHT 99/99/9999 203668116 3 339,777 SH DFND 2,5 339,777 0 0
COMPASS MINERALS INTERNATIONAL INC COM 20451N101 1,136 14,500 SH DFND 4,2,5 10,080 0 4,420
COMPUTER SCIENCES CORP COM 205363104 19,341 315,100 SH DFND 2,5 205,700 0 109,400
COMPUTER SCIENCES CORP COM 205363104 51,087 832,300 SH DFND 4,2,5 675,100 0 157,200
COMTECH TELECOMMUNICATIONS CORP COM NEW 205826209 381 18,470 SH DFND 4,2,5 17,060 0 1,410
CONAGRA FOODS INC COM 205887102 6,992 172,600 SH DFND 4,2,5 37,100 0 135,500
CONATUS PHARMACEUTICALS INC COM 20600T108 4,865 1,093,345 SH DFND 2,5 1,093,345 0 0
CONCHO RESOURCES INC COM 20605P101 40,911 416,190 SH DFND 2,5 412,690 0 3,500
CONCHO RESOURCES INC COM 20605P101 2,222 22,600 SH DFND 4,2,5 17,300 0 5,300
CONNECTONE BANCORP INC COM 20786W107 387 20,047 SH DFND 4,2,5 10,030 0 10,017
CONOCOPHILLIPS COM 20825C104 14,991 312,568 SH DFND 2,5 243,954 0 68,614
CONOCOPHILLIPS COM 20825C104 26,516 552,880 SH DFND 4,2,5 494,820 0 58,060
CONSOL ENERGY INC COM 20854P109 423 43,182 SH DFND 2,5 43,182 0 0
CONSOLIDATED EDISON INC COM 209115104 834 12,469 SH DFND 2,5 12,469 0 0
CONSOLIDATED EDISON INC COM 209115104 13,711 205,100 SH DFND 4,2,5 48,700 0 156,400
CONSTELLATION BRANDS INC CL A 21036P108 7,375 58,900 SH DFND 4,2,5 30,900 0 28,000
CONSUMER PORTFOLIO SERVICES INC COM 210502100 330 66,252 SH DFND 4,2,5 53,952 0 12,300
CONTINENTAL RESOURCES INC/OK COM 212015101 43 1,494 SH DFND 2,5 1,494 0 0
CONVERGYS CORP COM 212485106 6,163 266,700 SH DFND 4,2,5 129,200 0 137,500
COOPER COS INC/THE COM NEW 216648402 49,723 334,023 SH DFND 2,5 334,023 0 0
COOPER-STANDARD HOLDING INC COM 21676P103 1,106 19,077 SH DFND 4,2,5 10,400 0 8,677
CORE LABORATORIES NV COM N22717107 214 2,142 SH DFND 2,5 2,142 0 0
CORENERGY INFRASTRUCTURE TRUST INC COM 21870U205 219 49,552 SH DFND 4,2,5 49,552 0 0
CORNING INC COM 219350105 6,086 355,500 SH DFND 4,2,5 86,300 0 269,200
CORPBANCA SA SPONSORED ADR 21987A209 332 24,894 SH DFND 2,5 24,894 0 0
CORPBANCA SA SPONSORED ADR 21987A209 370 27,794 SH DFND 4,2,5 27,794 0 0
CORPORATE OFFICE PROPERTIES TRUST SH BEN INT 22002T108 2,511 119,400 SH DFND 4,2,5 60,270 0 59,130
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 2,136 72,300 SH DFND 2,5 0 0 72,300
CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 8,301 281,002 SH DFND 4,2,5 181,198 0 99,804
COSTAR GROUP INC COM 22160N109 7,088 40,956 SH DFND 2,5 40,956 0 0
COSTCO WHOLESALE CORP COM 22160K105 3,505 24,241 SH DFND 2,5 23,536 0 705
COSTCO WHOLESALE CORP COM 22160K105 39,140 270,736 SH DFND 4,2,5 107,500 0 163,236
COVENANT TRANSPORTATION GROUP INC CL A 22284P105 1,017 56,600 SH DFND 4,2,5 36,500 0 20,100
CR BARD INC COM 067383109 3,206 17,206 SH DFND 2,5 17,206 0 0
CR BARD INC COM 067383109 6,316 33,900 SH DFND 4,2,5 5,800 0 28,100
CRA INTERNATIONAL INC COM 12618T105 84 3,900 SH DFND 4,2,5 3,900 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 7,451 50,594 SH DFND 2,5 50,594 0 0
CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 19,855 134,808 SH DFND 4,2,5 91,600 0 43,208
CRANE CO COM 224399105 5,749 123,350 SH DFND 4,2,5 62,300 0 61,050
CRAWFORD & CO CL B 224633107 306 54,591 SH DFND 4,2,5 28,361 0 26,230
CRAWFORD & CO CL A 224633206 31 5,461 SH DFND 4,2,5 5,461 0 0
CREDICORP LTD COM G2519Y108 10,141 95,348 SH DFND 2,5 76,553 0 18,795
CREDICORP LTD COM G2519Y108 74 700 SH DFND 4,2,5 700 0 0
CRESCENT POINT ENERGY CORP COM 22576C101 852 74,807 SH DFND 2,5 60,807 0 14,000
CRESCENT POINT ENERGY CORP COM 22576C101 454 39,900 SH DFND 4,2,5 31,200 0 8,700
CRITEO SA SPONS ADS 226718104 8,425 224,437 SH DFND 2,5 224,437 0 0
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 3,754 47,600 SH DFND 2,5 31,100 0 16,500
CROWN CASTLE INTERNATIONAL CORP COM 22822V101 11,578 146,800 SH DFND 4,2,5 126,500 0 20,300
CROWN HOLDINGS INC COM 228368106 98 2,140 SH DFND 2,5 0 0 2,140
CROWN HOLDINGS INC COM 228368106 677 14,800 SH DFND 4,2,5 5,900 0 8,900
CSG SYSTEMS INTERNATIONAL INC COM 126349109 3,157 102,500 SH DFND 4,2,5 47,500 0 55,000
CSX CORP COM 126408103 27,000 1,003,719 SH DFND 2,5 613,522 0 390,197
CSX CORP COM 126408103 73,068 2,716,270 SH DFND 4,2,5 2,307,370 0 408,900
CTRIP.COM INTERNATIONAL-ADR AMERICAN DEP SHS 22943F100 190 3,000 SH DFND 2,5 3,000 0 0
CUBESMART COM 229663109 2,674 98,287 SH DFND 2,5 98,287 0 0
CUMMINS INC COM 231021106 10,131 93,300 SH DFND 4,2,5 22,800 0 70,500
CVS HEALTH CORP COM 126650100 19,553 202,667 SH DFND 2,5 183,026 0 19,641
CVS HEALTH CORP COM 126650100 55,088 570,980 SH DFND 4,2,5 291,080 0 279,900
CYS INVESTMENTS INC COM 12673A108 91 12,500 SH DFND 4,2,5 12,500 0 0
DANAHER CORP COM 235851102 55,615 652,684 SH DFND 2,5 651,558 0 1,126
DANAHER CORP COM 235851102 18,508 217,200 SH DFND 4,2,5 120,800 0 96,400
DARDEN RESTAURANTS INC COM 237194105 7,053 102,910 SH DFND 2,5 73,610 0 29,300
DARDEN RESTAURANTS INC COM 237194105 22,759 332,050 SH DFND 4,2,5 293,460 0 38,590
DATALINK CORP COM 237934104 48 7,966 SH DFND 4,2,5 7,966 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 6,303 87,140 SH DFND 2,5 87,140 0 0
DEAN FOODS CO COM NEW 242370203 4,145 250,900 SH DFND 4,2,5 121,100 0 129,800
DECKERS OUTDOOR CORP COM 243537107 5,156 88,800 SH DFND 4,2,5 42,560 0 46,240
DEERE & CO COM 244199105 13,838 187,000 SH DFND 4,2,5 53,300 0 133,700
DELEK US HOLDINGS INC COM 246647101 926 33,420 SH DFND 4,2,5 24,950 0 8,470
DELPHI AUTOMOTIVE PLC SHS G27823106 2,144 28,197 SH DFND 2,5 28,197 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 13,201 173,600 SH DFND 4,2,5 40,400 0 133,200
DELTA AIR LINES INC COM NEW 247361702 30 664 SH DFND 2,5 664 0 0
DELTA AIR LINES INC COM NEW 247361702 5,591 124,600 SH DFND 4,2,5 124,600 0 0
DELUXE CORP COM 248019101 5,546 99,500 SH DFND 2,5 63,600 0 35,900
DELUXE CORP COM 248019101 19,249 345,335 SH DFND 4,2,5 234,385 0 110,950
DENBURY RESOURCES INC COM NEW 247916208 415 170,235 SH DFND 2,5 162,335 0 7,900
DENBURY RESOURCES INC COM NEW 247916208 807 330,900 SH DFND 4,2,5 178,900 0 152,000
DENNY'S CORP COM 24869P104 35 3,200 SH DFND 4,2,5 0 0 3,200
DENTSPLY INTERNATIONAL INC COM 249030107 621 12,289 SH DFND 2,5 12,289 0 0
DESTINATION MATERNITY CORP COM 25065D100 264 28,590 SH DFND 4,2,5 23,100 0 5,490
DEUTSCHE BANK AG NAMEN AKT D18190898 58,255 2,173,687 SH DFND 2,5 2,035,967 0 137,720
DEUTSCHE BANK AG NAMEN AKT D18190898 17,088 637,600 SH DFND 4,2,5 449,400 0 188,200
DEVON ENERGY CORP COM 25179M103 3,695 99,632 SH DFND 2,5 73,592 0 26,040
DEVON ENERGY CORP COM 25179M103 10,156 273,820 SH DFND 4,2,5 249,760 0 24,060
DEXCOM INC COM 252131107 29,205 340,145 SH DFND 2,5 308,405 0 31,740
DEXCOM INC COM 252131107 25,606 298,224 SH DFND 4,2,5 181,944 0 116,280
DHT HOLDINGS INC SHS NEW Y2065G121 1,551 209,000 SH DFND 4,2,5 124,000 0 85,000
DIAMONDBACK ENERGY INC COM 25278X109 1,300 20,119 SH DFND 2,5 20,119 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 52 4,700 SH DFND 2,5 4,700 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,497 407,000 SH DFND 4,2,5 207,400 0 199,600
DICK'S SPORTING GOODS INC COM 253393102 8,544 172,220 SH DFND 2,5 109,600 0 62,620
DICK'S SPORTING GOODS INC COM 253393102 22,954 462,680 SH DFND 4,2,5 352,630 0 110,050
DIGITALGLOBE INC COM NEW 25389M877 407 21,400 SH DFND 4,2,5 16,550 0 4,850
DIME COMMUNITY BANCSHARES INC COM 253922108 1,513 89,500 SH DFND 4,2,5 52,200 0 37,300
DINEEQUITY INC COM 254423106 55 600 SH DFND 4,2,5 0 0 600
DISCOVER FINANCIAL SERVICES COM 254709108 3,696 71,100 SH DFND 2,5 69,960 0 1,140
DISCOVER FINANCIAL SERVICES COM 254709108 16,013 308,000 SH DFND 4,2,5 79,420 0 228,580
DISCOVERY COMMUNICATIONS INC COM SER A 25470F104 914 35,100 SH DFND 4,2,5 20,300 0 14,800
DISH NETWORK CORP CL A 25470M109 5,488 94,074 SH DFND 4,2,5 15,000 0 79,074
DOLLAR GENERAL CORP COM 256677105 8,526 117,700 SH DFND 4,2,5 19,800 0 97,900
DOLLAR TREE INC COM 256746108 5,871 88,076 SH DFND 4,2,5 15,900 0 72,176
DOMINION DIAMOND CORP COM 257287102 266 25,000 SH DFND 2,5 25,000 0 0
DOMINION DIAMOND CORP COM 257287102 1,383 130,000 SH DFND 4,2,5 73,700 0 56,300
DOMINION RESOURCES INC/VA COM 25746U109 1,408 20,010 SH DFND 2,5 17,696 0 2,314
DOMINION RESOURCES INC/VA COM 25746U109 28,968 411,600 SH DFND 4,2,5 138,300 0 273,300
DOUGLAS EMMETT INC COM 25960P109 960 33,431 SH DFND 2,5 33,431 0 0
DOVER CORP COM 260003108 17,278 302,170 SH DFND 2,5 212,900 0 89,270
DOVER CORP COM 260003108 37,389 653,890 SH DFND 4,2,5 571,530 0 82,360
DOW CHEMICAL CO/THE COM 260543103 40,905 964,744 SH DFND 2,5 649,518 0 315,226
DOW CHEMICAL CO/THE COM 260543103 111,709 2,634,640 SH DFND 4,2,5 2,192,000 0 442,640
DR PEPPER SNAPPLE GROUP INC COM 26138E109 29,257 370,110 SH DFND 2,5 239,610 0 130,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 92,976 1,176,170 SH DFND 4,2,5 843,680 0 332,490
DR REDDY'S LABORATORIES LTD ADR 256135203 498 7,800 SH DFND 2,5 0 0 7,800
DRIL-QUIP INC COM 262037104 1,289 22,147 SH DFND 2,5 22,147 0 0
DTE ENERGY CO COM 233331107 1,024 12,741 SH DFND 2,5 12,741 0 0
DTE ENERGY CO COM 233331107 8,849 110,100 SH DFND 4,2,5 24,600 0 85,500
DUKE ENERGY CORP COM NEW 26441C204 6,862 95,390 SH DFND 2,5 90,993 0 4,397
DUKE ENERGY CORP COM NEW 26441C204 33,920 471,500 SH DFND 4,2,5 165,900 0 305,600
DUN & BRADSTREET CORP/THE COM 26483E100 11 100 SH DFND 2,5 0 0 100
DUN & BRADSTREET CORP/THE COM 26483E100 11,760 112,000 SH DFND 4,2,5 98,600 0 13,400
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 681 26,300 SH DFND 4,2,5 26,300 0 0
DYAX CORP COM 26746E103 1,361 71,315 SH DFND 2,5 71,315 0 0
DYAX CORP COM 26746E103 5,503 288,260 SH DFND 4,2,5 163,940 0 124,320
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 5,296 215,794 SH DFND 2,5 215,794 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 2,224 285,800 SH DFND 4,2,5 141,700 0 144,100
EAST WEST BANCORP INC COM 27579R104 361 9,391 SH DFND 2,5 9,391 0 0
EASTMAN CHEMICAL CO COM 277432100 1,599 24,700 SH DFND 4,2,5 10,000 0 14,700
EATON CORP PLC SHS G29183103 2,674 52,133 SH DFND 2,5 51,475 0 658
EATON CORP PLC SHS G29183103 22,861 445,630 SH DFND 4,2,5 341,530 0 104,100
EBAY INC COM 278642103 3,358 137,404 SH DFND 2,5 136,066 0 1,338
EBAY INC COM 278642103 4,375 179,000 SH DFND 4,2,5 171,100 0 7,900
EBIX INC COM NEW 278715206 739 29,600 SH DFND 2,5 29,600 0 0
EBIX INC COM NEW 278715206 2,014 80,700 SH DFND 4,2,5 38,000 0 42,700
ECHOSTAR CORP CL A 278768106 3,704 86,070 SH DFND 2,5 55,200 0 30,870
ECHOSTAR CORP CL A 278768106 12,226 284,130 SH DFND 4,2,5 203,290 0 80,840
ECOLAB INC COM 278865100 64,626 589,008 SH DFND 2,5 582,303 0 6,705
ECOLAB INC COM 278865100 21,889 199,500 SH DFND 4,2,5 74,400 0 125,100
ECOPETROL SA SPONSORED ADS 279158109 65 7,500 SH DFND 2,5 7,500 0 0
ECOPETROL SA SPONSORED ADS 279158109 119 13,800 SH DFND 4,2,5 13,800 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 199 2,440 SH DFND 2,5 2,440 0 0
EDISON INTERNATIONAL COM 281020107 530 8,403 SH DFND 2,5 8,403 0 0
EDISON INTERNATIONAL COM 281020107 5,954 94,400 SH DFND 4,2,5 24,200 0 70,200
EDWARDS LIFESCIENCES CORP COM 28176E108 12,307 86,564 SH DFND 2,5 86,564 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,374 37,800 SH DFND 4,2,5 6,700 0 31,100
EI DU PONT DE NEMOURS & CO COM 263534109 5,292 109,788 SH DFND 2,5 108,296 0 1,492
EI DU PONT DE NEMOURS & CO COM 263534109 19,540 405,400 SH DFND 4,2,5 197,400 0 208,000
ELDORADO GOLD CORP COM 284902103 203 63,500 SH DFND 2,5 63,500 0 0
ELDORADO GOLD CORP COM 284902103 441 138,000 SH DFND 4,2,5 114,800 0 23,200
ELECTRO SCIENTIFIC INDUSTRIES INC COM 285229100 49 10,600 SH DFND 4,2,5 8,300 0 2,300
ELECTRONIC ARTS INC COM 285512109 10,282 151,760 SH DFND 2,5 127,830 0 23,930
ELECTRONIC ARTS INC COM 285512109 37,655 555,800 SH DFND 4,2,5 477,750 0 78,050
ELI LILLY & CO COM 532457108 1,767 21,114 SH DFND 2,5 18,640 0 2,474
ELI LILLY & CO COM 532457108 46,766 558,800 SH DFND 4,2,5 222,100 0 336,700
EMC CORP/MA COM 268648102 513 21,226 SH DFND 2,5 18,868 0 2,358
EMC CORP/MA COM 268648102 12,749 527,700 SH DFND 4,2,5 354,200 0 173,500
EMERGENT BIOSOLUTIONS INC COM 29089Q105 20 700 SH DFND 2,5 0 0 700
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,778 97,500 SH DFND 4,2,5 41,600 0 55,900
EMERGENT CAPITAL INC COM 29102N105 2 371 SH DFND 4,2,5 371 0 0
EMERSON ELECTRIC CO COM 291011104 1,953 44,209 SH DFND 2,5 8,003 0 36,206
EMERSON ELECTRIC CO COM 291011104 41,842 947,300 SH DFND 4,2,5 660,300 0 287,000
EMPLOYERS HOLDINGS INC COM 292218104 226 10,142 SH DFND 4,2,5 10,142 0 0
EMPRESA NACIONAL DE ELECTRICIDAD SA/CHIL SPONSORED ADR 29244T101 32 900 SH DFND 4,2,5 900 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,322 36,590 SH DFND 4,2,5 26,800 0 9,790
ENBRIDGE INC COM 29250N105 3,462 93,665 SH DFND 2,5 66,625 0 27,040
ENBRIDGE INC COM 29250N105 5,958 161,200 SH DFND 4,2,5 113,100 0 48,100
ENCANA CORP COM 292505104 119 18,523 SH DFND 2,5 18,523 0 0
ENCANA CORP COM 292505104 92 14,310 SH DFND 4,2,5 7,410 0 6,900
ENCORE CAPITAL GROUP INC COM 292554102 218 5,880 SH DFND 4,2,5 5,880 0 0
ENDO INTERNATIONAL PLC SHS G30401106 15,285 220,632 SH DFND 2,5 220,632 0 0
ENDOCYTE INC COM 29269A102 408 89,041 SH DFND 4,2,5 39,937 0 49,104
ENDOLOGIX INC COM 29266S106 4,690 382,519 SH DFND 2,5 382,519 0 0
ENDURANCE SPECIALTY HOLDINGS LTD SHS G30397106 1,788 29,300 SH DFND 4,2,5 14,400 0 14,900
ENERGEN CORP COM 29265N108 803 16,100 SH DFND 4,2,5 15,700 0 400
ENERGY SELECT SECTOR SPDR FUND SBI INT-ENERGY 81369Y506 1,181 19,300 SH DFND 1,2,5,3 19,300 0 0
ENERSIS SA SPONSORED ADR 29274F104 626 49,500 SH DFND 2,5 49,500 0 0
ENERSIS SA SPONSORED ADR 29274F104 1,158 91,600 SH DFND 4,2,5 91,600 0 0
ENTERGY CORP COM 29364G103 417 6,401 SH DFND 2,5 2,801 0 3,600
ENTERGY CORP COM 29364G103 1,797 27,600 SH DFND 4,2,5 3,610 0 23,990
ENTERPRISE PRODUCTS PARTNERS LP COM 293792107 523 21,000 SH DFND 2,5 21,000 0 0
EOG RESOURCES INC COM 26875P101 44,632 613,072 SH DFND 2,5 579,183 0 33,889
EOG RESOURCES INC COM 26875P101 24,060 330,500 SH DFND 4,2,5 252,500 0 78,000
EP ENERGY CORP CL A 268785102 372 72,194 SH DFND 2,5 72,194 0 0
EPAM SYSTEMS INC COM 29414B104 2,534 34,000 SH DFND 2,5 34,000 0 0
EPIQ SYSTEMS INC COM 26882D109 889 68,800 SH DFND 4,2,5 57,360 0 11,440
EPLUS INC COM 294268107 8 100 SH DFND 4,2,5 0 0 100
EQT CORP COM 26884L109 2,580 39,839 SH DFND 2,5 32,439 0 7,400
EQT CORP COM 26884L109 4,728 73,000 SH DFND 4,2,5 65,900 0 7,100
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 298 4,500 SH DFND 2,5 4,500 0 0
EQUIFAX INC COM 294429105 7,687 79,100 SH DFND 4,2,5 13,400 0 65,700
EQUITY COMMONWEALTH COM SH BEN INT 294628102 104 3,800 SH DFND 2,5 0 0 3,800
EQUITY COMMONWEALTH COM SH BEN INT 294628102 4,085 149,965 SH DFND 4,2,5 72,910 0 77,055
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,865 64,758 SH DFND 2,5 54,418 0 10,340
EQUITY RESIDENTIAL SH BEN INT 29476L107 10,123 134,760 SH DFND 4,2,5 120,760 0 14,000
ESPERION THERAPEUTICS INC COM 29664W105 2,777 117,703 SH DFND 2,5 117,703 0 0
ESSA BANCORP INC COM 29667D104 474 36,536 SH DFND 4,2,5 25,369 0 11,167
ESSENDANT INC COM 296689102 71 2,200 SH DFND 4,2,5 0 0 2,200
ESSEX PROPERTY TRUST INC COM 297178105 384 1,717 SH DFND 2,5 1,717 0 0
ESSEX PROPERTY TRUST INC COM 297178105 961 4,300 SH DFND 4,2,5 0 0 4,300
ESTEE LAUDER COS INC/THE CL A 518439104 516 6,397 SH DFND 2,5 6,397 0 0
ESTEE LAUDER COS INC/THE CL A 518439104 6,592 81,700 SH DFND 4,2,5 16,700 0 65,000
ETHAN ALLEN INTERIORS INC COM 297602104 399 15,110 SH DFND 4,2,5 11,750 0 3,360
EVERBANK FINANCIAL CORP COM 29977G102 498 25,825 SH DFND 2,5 25,825 0 0
EVEREST RE GROUP LTD COM G3223R108 15,755 90,890 SH DFND 2,5 59,590 0 31,300
EVEREST RE GROUP LTD COM G3223R108 39,693 228,989 SH DFND 4,2,5 181,890 0 47,099
EXACTECH INC COM 30064E109 878 50,350 SH DFND 4,2,5 34,750 0 15,600
EXAMWORKS GROUP INC COM 30066A105 4,743 162,200 SH DFND 2,5 162,200 0 0
EXELON CORP COM 30161N101 235 7,900 SH DFND 2,5 0 0 7,900
EXELON CORP COM 30161N101 7,192 242,170 SH DFND 4,2,5 187,480 0 54,690
EXPEDIA INC COM NEW 30212P303 6,596 56,052 SH DFND 2,5 28,832 0 27,220
EXPEDIA INC COM NEW 30212P303 31,694 269,322 SH DFND 4,2,5 234,052 0 35,270
EXPRESS SCRIPTS HOLDING CO COM 30219G108 19,285 238,202 SH DFND 2,5 229,354 0 8,848
EXPRESS SCRIPTS HOLDING CO COM 30219G108 8,234 101,700 SH DFND 4,2,5 97,100 0 4,600
EXTERRAN PARTNERS LP COM UNITS 30225N105 480 29,197 SH DFND 2,5 29,197 0 0
EXTRA SPACE STORAGE INC COM 30225T102 10,792 139,869 SH DFND 2,5 139,869 0 0
EXXON MOBIL CORP COM 30231G102 53,643 721,493 SH DFND 2,5 569,398 0 152,095
EXXON MOBIL CORP COM 30231G102 175,429 2,359,500 SH DFND 4,2,5 1,595,600 0 763,900
EZCORP INC CL A NON VTG 302301106 21 3,420 SH DFND 4,2,5 3,420 0 0
F5 NETWORKS INC COM 315616102 54,856 473,709 SH DFND 2,5 473,709 0 0
FACEBOOK INC CL A 30303M102 111,859 1,244,255 SH DFND 2,5 1,183,715 0 60,540
FACEBOOK INC CL A 30303M102 60,745 675,690 SH DFND 4,2,5 611,780 0 63,910
FAIRCHILD SEMICONDUCTOR INTERNATIONAL IN COM 303726103 4,017 286,100 SH DFND 4,2,5 163,300 0 122,800
FASTENAL CO COM 311900104 2,885 78,800 SH DFND 4,2,5 12,400 0 66,400
FEDERAL AGRICULTURAL MORTGAGE CORP CL C 313148306 262 10,094 SH DFND 4,2,5 10,094 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 1,073 7,861 SH DFND 2,5 7,861 0 0
FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 313747206 382 2,800 SH DFND 4,2,5 0 0 2,800
FEDERAL SIGNAL CORP COM 313855108 73 5,334 SH DFND 4,2,5 2,300 0 3,034
FEDEX CORP COM 31428X106 4,809 33,403 SH DFND 2,5 33,194 0 209
FEDEX CORP COM 31428X106 8,653 60,100 SH DFND 4,2,5 38,900 0 21,200
FIAT CHRYSLER AUTOMOBILES NV SHS N31738102 22,011 1,666,275 SH DFND 2,5 1,620,735 0 45,540
FIDELITY NATIONAL INFORMATION SERVICES I COM 31620M106 9,686 144,400 SH DFND 4,2,5 20,200 0 124,200
FIFTH STREET FINANCE CORP COM 31678A103 164 26,500 SH DFND 4,2,5 20,700 0 5,800
FIFTH THIRD BANCORP COM 316773100 1,350 71,400 SH DFND 4,2,5 51,500 0 19,900
FIREEYE INC COM 31816Q101 3,895 122,400 SH DFND 2,5 122,400 0 0
FIRST CITIZENS BANCSHARES INC/NC CL A 31946M103 260 1,152 SH DFND 4,2,5 392 0 760
FIRST CLOVER LEAF FINANCIAL CORP COM 31969M105 8 779 SH DFND 4,2,5 779 0 0
FIRST FINANCIAL CORP/IN COM 320218100 19 600 SH DFND 4,2,5 600 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 1,145 54,674 SH DFND 2,5 54,674 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 1,273 115,760 SH DFND 4,2,5 48,540 0 67,220
FIRST REPUBLIC BANK/CA COM 33616C100 451 7,186 SH DFND 2,5 7,186 0 0
FIRSTENERGY CORP COM 337932107 1,582 50,540 SH DFND 2,5 44,040 0 6,500
FIRSTENERGY CORP COM 337932107 147 4,700 SH DFND 4,2,5 0 0 4,700
FISERV INC COM 337738108 3,185 36,770 SH DFND 2,5 36,770 0 0
FISERV INC COM 337738108 11,978 138,300 SH DFND 4,2,5 24,800 0 113,500
FIVE STAR QUALITY CARE INC COM 33832D106 130 41,942 SH DFND 4,2,5 18,600 0 23,342
FLAGSTAR BANCORP INC COM PAR .001 337930705 185 9,000 SH DFND 4,2,5 9,000 0 0
FLEXSTEEL INDUSTRIES INC COM 339382103 203 6,510 SH DFND 4,2,5 5,329 0 1,181
FLEXTRONICS INTERNATIONAL LTD ORD Y2573F102 541 51,300 SH DFND 4,2,5 15,000 0 36,300
FLOWERS FOODS INC COM 343498101 733 29,620 SH DFND 4,2,5 29,620 0 0
FLUSHING FINANCIAL CORP COM 343873105 534 26,696 SH DFND 4,2,5 19,600 0 7,096
FMC CORP COM NEW 302491303 203 6,000 SH DFND 2,5 6,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 470 15,165 SH DFND 2,5 15,165 0 0
FMC TECHNOLOGIES INC COM 30249U101 961 31,000 SH DFND 4,2,5 13,200 0 17,800
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 283 3,176 SH DFND 2,5 3,176 0 0
FOMENTO ECONOMICO MEXICANO SAB DE CV SPON ADR UNITS 344419106 1 15 SH DFND 4,2,5 15 0 0
FOOT LOCKER INC COM 344849104 4,778 66,390 SH DFND 2,5 40,050 0 26,340
FOOT LOCKER INC COM 344849104 4,287 59,570 SH DFND 4,2,5 26,480 0 33,090
FORD MOTOR CO COM PAR $0.01 345370860 43,585 3,211,892 SH DFND 2,5 2,164,430 0 1,047,462
FORD MOTOR CO COM PAR $0.01 345370860 129,682 9,556,505 SH DFND 4,2,5 7,627,060 0 1,929,445
FOREST CITY ENTERPRISES INC CL A 345550107 1,107 55,000 SH DFND 2,5 55,000 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 3,334 70,236 SH DFND 2,5 70,236 0 0
FRANCO-NEVADA CORP COM 351858105 1,274 29,050 SH DFND 2,5 29,050 0 0
FRANCO-NEVADA CORP COM 351858105 44 1,000 SH DFND 4,2,5 0 0 1,000
FRANKLIN RESOURCES INC COM 354613101 9,252 248,300 SH DFND 4,2,5 61,900 0 186,400
FRANKLIN STREET PROPERTIES CORP COM 35471R106 1,340 124,687 SH DFND 4,2,5 70,107 0 54,580
FREEPORT-MCMORAN INC CL B 35671D857 91 9,397 SH DFND 2,5 9,397 0 0
FREEPORT-MCMORAN INC CL B 35671D857 12 1,230 SH DFND 4,2,5 0 0 1,230
FTI CONSULTING INC COM 302941109 2,400 57,820 SH DFND 4,2,5 46,630 0 11,190
G-III APPAREL GROUP LTD COM 36237H101 308 5,000 SH DFND 4,2,5 0 0 5,000
GAIN CAPITAL HOLDINGS INC COM 36268W100 900 123,670 SH DFND 4,2,5 88,870 0 34,800
GAMESTOP CORP CL A 36467W109 9,767 237,000 SH DFND 2,5 155,300 0 81,700
GAMESTOP CORP CL A 36467W109 39,434 956,900 SH DFND 4,2,5 750,000 0 206,900
GANNETT CO INC COM 36473H104 114 7,736 SH DFND 2,5 7,736 0 0
GAP INC/THE COM 364760108 13,871 486,700 SH DFND 2,5 316,300 0 170,400
GAP INC/THE COM 364760108 40,876 1,434,230 SH DFND 4,2,5 1,138,330 0 295,900
GENERAL DYNAMICS CORP COM 369550108 152 1,100 SH DFND 4,2,5 1,100 0 0
GENERAL ELECTRIC CO COM 369604103 32,907 1,304,796 SH DFND 2,5 982,740 0 322,056
GENERAL ELECTRIC CO COM 369604103 94,457 3,745,340 SH DFND 4,2,5 3,084,480 0 660,860
GENERAL GROWTH PROPERTIES INC COM 370023103 8,638 332,596 SH DFND 2,5 332,596 0 0
GENERAL GROWTH PROPERTIES INC COM 370023103 943 36,300 SH DFND 4,2,5 0 0 36,300
GENERAL MILLS INC COM 370334104 39,210 698,553 SH DFND 2,5 461,233 0 237,320
GENERAL MILLS INC COM 370334104 118,855 2,117,489 SH DFND 4,2,5 1,421,579 0 695,910
GENERAL MOTORS CO COM 37045V100 1,213 40,406 SH DFND 2,5 33,371 0 7,035
GENERAL MOTORS CO COM 37045V100 27,838 927,330 SH DFND 4,2,5 568,450 0 358,880
GENESCO INC COM 371532102 1,849 32,400 SH DFND 4,2,5 13,800 0 18,600
GENOCEA BIOSCIENCES INC COM 372427104 4,105 599,312 SH DFND 2,5 599,312 0 0
GENUINE PARTS CO COM 372460105 9,342 112,700 SH DFND 4,2,5 26,900 0 85,800
GEO GROUP INC/THE COM 36162J106 3,099 104,200 SH DFND 4,2,5 72,200 0 32,000
GETTY REALTY CORP COM 374297109 95 6,000 SH DFND 4,2,5 0 0 6,000
GILDAN ACTIVEWEAR INC COM 375916103 45 1,500 SH DFND 4,2,5 0 0 1,500
GILEAD SCIENCES INC COM 375558103 251,540 2,561,773 SH DFND 2,5 2,365,632 0 196,141
GILEAD SCIENCES INC COM 375558103 194,717 1,983,060 SH DFND 4,2,5 1,430,940 0 552,120
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 72,448 16,900,000 PRN DFND 2,5 0 0 0
GLOBAL PAYMENTS INC COM 37940X102 7,500 65,370 SH DFND 2,5 65,370 0 0
GLOBAL SOURCES LTD ORD G39300101 15 1,768 SH DFND 4,2,5 1,768 0 0
GLOBANT SA COM L44385109 3,518 115,000 SH DFND 2,5 115,000 0 0
GNC HOLDINGS INC COM CL A 36191G107 360 8,900 SH DFND 4,2,5 0 0 8,900
GOLDCORP INC COM 380956409 2,624 210,250 SH DFND 2,5 210,250 0 0
GOLDCORP INC COM 380956409 91 7,300 SH DFND 4,2,5 2,300 0 5,000
GOLDMAN SACHS GROUP INC/THE COM 38141G104 19,629 112,965 SH DFND 2,5 106,540 0 6,425
GOLDMAN SACHS GROUP INC/THE COM 38141G104 21,894 126,000 SH DFND 4,2,5 96,610 0 29,390
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 11,876 404,920 SH DFND 2,5 270,930 0 133,990
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 42,593 1,452,200 SH DFND 4,2,5 1,220,500 0 231,700
GRAHAM HOLDINGS CO COM 384637104 565 980 SH DFND 2,5 580 0 400
GRAHAM HOLDINGS CO COM 384637104 6,771 11,734 SH DFND 4,2,5 4,580 0 7,154
GRAN TIERRA ENERGY INC COM 38500T101 34 15,800 SH DFND 4,2,5 15,800 0 0
GREEN DOT CORP CL A 39304D102 1,199 68,100 SH DFND 4,2,5 59,000 0 9,100
GREEN PLAINS INC COM 393222104 426 21,896 SH DFND 2,5 21,896 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 156 7,000 SH DFND 4,2,5 1,600 0 5,400
GREIF INC CL A 397624107 2,463 77,200 SH DFND 4,2,5 43,600 0 33,600
GRIFFON CORP COM 398433102 1,564 99,145 SH DFND 4,2,5 52,540 0 46,605
GROUP 1 AUTOMOTIVE INC COM 398905109 5,160 60,600 SH DFND 4,2,5 28,930 0 31,670
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 12,617 484,907 SH DFND 2,5 343,034 0 141,873
GULF ISLAND FABRICATION INC COM 402307102 255 24,190 SH DFND 4,2,5 11,790 0 12,400
GULFPORT ENERGY CORP COM NEW 402635304 267 9,000 SH DFND 2,5 9,000 0 0
H&R BLOCK INC COM 093671105 461 12,741 SH DFND 2,5 12,741 0 0
H&R BLOCK INC COM 093671105 315 8,700 SH DFND 4,2,5 0 0 8,700
HAIN CELESTIAL GROUP INC/THE COM 405217100 15,428 299,000 SH DFND 2,5 299,000 0 0
HALLIBURTON CO COM 406216101 3,256 92,110 SH DFND 2,5 67,544 0 24,566
HALLIBURTON CO COM 406216101 10,718 303,200 SH DFND 4,2,5 208,400 0 94,800
HALLMARK FINANCIAL SERVICES INC COM NEW 40624Q203 11 1,000 SH DFND 4,2,5 1,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,029 76,600 SH DFND 4,2,5 51,890 0 24,710
HALYARD HEALTH INC COM 40650V100 2,295 80,700 SH DFND 4,2,5 63,700 0 17,000
HANCOCK HOLDING CO COM 410120109 76 2,800 SH DFND 4,2,5 2,800 0 0
HANESBRANDS INC COM 410345102 23,723 819,740 SH DFND 2,5 534,740 0 285,000
HANESBRANDS INC COM 410345102 67,851 2,344,540 SH DFND 4,2,5 1,777,540 0 567,000
HANGER INC COM NEW 41043F208 1,109 81,300 SH DFND 4,2,5 46,800 0 34,500
HARLEY-DAVIDSON INC COM 412822108 17,436 317,600 SH DFND 4,2,5 236,100 0 81,500
HARMAN INTERNATIONAL INDUSTRIES INC COM 413086109 12,328 128,429 SH DFND 2,5 128,429 0 0
HARMONIC INC COM 413160102 108 18,700 SH DFND 4,2,5 18,700 0 0
HARRIS CORP COM 413875105 18,066 246,970 SH DFND 2,5 158,650 0 88,320
HARRIS CORP COM 413875105 50,904 695,890 SH DFND 4,2,5 540,640 0 155,250
HARTFORD FINANCIAL SERVICES GROUP INC/TH COM 416515104 105 2,300 SH DFND 4,2,5 0 0 2,300
HARVARD BIOSCIENCE INC COM 416906105 617 163,100 SH DFND 4,2,5 113,000 0 50,100
HAVERTY FURNITURE COS INC COM 419596101 397 16,900 SH DFND 4,2,5 8,290 0 8,610
HAWAIIAN HOLDINGS INC COM 419879101 1,636 66,300 SH DFND 4,2,5 53,400 0 12,900
HCA HOLDINGS INC COM 40412C101 41,506 536,531 SH DFND 2,5 402,531 0 134,000
HCA HOLDINGS INC COM 40412C101 104,142 1,346,200 SH DFND 4,2,5 1,089,900 0 256,300
HCI GROUP INC COM 40416E103 802 20,683 SH DFND 4,2,5 13,000 0 7,683
HCP INC COM 40414L109 2,573 69,070 SH DFND 2,5 44,280 0 24,790
HCP INC COM 40414L109 9,393 252,160 SH DFND 4,2,5 220,360 0 31,800
HD SUPPLY HOLDINGS INC COM 40416M105 5,197 181,600 SH DFND 2,5 181,600 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,963 130,352 SH DFND 2,5 41,000 0 89,352
HEALTH NET INC/CA COM 42222G108 5,281 87,700 SH DFND 2,5 56,340 0 31,360
HEALTH NET INC/CA COM 42222G108 14,998 249,060 SH DFND 4,2,5 168,500 0 80,560
HEARTWARE INTERNATIONAL INC COM 422368100 3,223 61,610 SH DFND 2,5 61,610 0 0
HECLA MINING CO COM 422704106 2,360 1,197,951 SH DFND 2,5 1,197,951 0 0
HELEN OF TROY LTD COM G4388N106 5,849 65,500 SH DFND 4,2,5 34,800 0 30,700
HELMERICH & PAYNE INC COM 423452101 909 19,227 SH DFND 2,5 19,227 0 0
HENRY SCHEIN INC COM 806407102 1,055 7,951 SH DFND 2,5 7,951 0 0
HENRY SCHEIN INC COM 806407102 7,034 53,000 SH DFND 4,2,5 9,100 0 43,900
HERMAN MILLER INC COM 600544100 770 26,700 SH DFND 4,2,5 26,700 0 0
HERSHA HOSPITALITY TRUST PR SHS BEN INT 427825500 2,533 111,800 SH DFND 4,2,5 58,075 0 53,725
HERSHEY CO/THE COM 427866108 1,120 12,194 SH DFND 2,5 12,194 0 0
HERSHEY CO/THE COM 427866108 8,370 91,100 SH DFND 4,2,5 19,100 0 72,000
HESS CORP COM 42809H107 2,962 59,160 SH DFND 2,5 39,680 0 19,480
HESS CORP COM 42809H107 8,275 165,310 SH DFND 4,2,5 136,560 0 28,750
HEWLETT-PACKARD CO COM 428236103 41,336 1,614,048 SH DFND 2,5 1,071,277 0 542,771
HEWLETT-PACKARD CO COM 428236103 112,931 4,409,655 SH DFND 4,2,5 3,705,050 0 704,605
HEXCEL CORP COM 428291108 46,475 1,036,000 SH DFND 2,5 1,036,000 0 0
HF FINANCIAL CORP COM 404172108 95 5,853 SH DFND 4,2,5 5,853 0 0
HHGREGG INC COM 42833L108 18 3,663 SH DFND 2,5 3,663 0 0
HIBBETT SPORTS INC COM 428567101 1,505 43,000 SH DFND 4,2,5 25,830 0 17,170
HILL INTERNATIONAL INC COM 431466101 183 55,644 SH DFND 4,2,5 39,130 0 16,514
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 754 6,500 SH DFND 4,2,5 5,000 0 1,500
HOLLYFRONTIER CORP COM 436106108 487 9,973 SH DFND 2,5 9,973 0 0
HOLLYFRONTIER CORP COM 436106108 44 900 SH DFND 4,2,5 0 0 900
HOLOGIC INC COM 436440101 6,823 174,358 SH DFND 2,5 174,358 0 0
HOLOGIC INC FRNT 2.000%12/1 436440AB7 5,974 3,500,000 PRN DFND 2,5 0 0 0
HOME DEPOT INC COM 437076102 24,242 209,905 SH DFND 2,5 184,106 0 25,799
HOME DEPOT INC COM 437076102 70,920 614,080 SH DFND 4,2,5 363,480 0 250,600
HOMESTREET INC COM 43785V102 904 39,120 SH DFND 4,2,5 31,530 0 7,590
HONEYWELL INTERNATIONAL INC COM 438516106 8,966 94,684 SH DFND 2,5 38,699 0 55,985
HONEYWELL INTERNATIONAL INC COM 438516106 84,842 896,000 SH DFND 4,2,5 610,200 0 285,800
HORIZON BANCORP/IN COM 440407104 100 4,202 SH DFND 4,2,5 3,800 0 402
HORIZON TECHNOLOGY FINANCE CORP COM 44045A102 71 7,800 SH DFND 4,2,5 4,200 0 3,600
HORMEL FOODS CORP COM 440452100 910 14,367 SH DFND 2,5 14,367 0 0
HORMEL FOODS CORP COM 440452100 5,818 91,900 SH DFND 4,2,5 17,700 0 74,200
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 7,265 284,000 SH DFND 2,5 185,600 0 98,400
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 18,430 720,500 SH DFND 4,2,5 597,300 0 123,200
HOST HOTELS & RESORTS INC COM 44107P104 5,956 376,745 SH DFND 2,5 376,745 0 0
HOST HOTELS & RESORTS INC COM 44107P104 11,171 706,570 SH DFND 4,2,5 701,770 0 4,800
HUBSPOT INC COM 443573100 3,431 74,000 SH DFND 2,5 74,000 0 0
HUDBAY MINERALS INC COM 443628102 162 44,000 SH DFND 2,5 44,000 0 0
HUDBAY MINERALS INC COM 443628102 544 147,900 SH DFND 4,2,5 90,000 0 57,900
HUMANA INC COM 444859102 3,831 21,400 SH DFND 4,2,5 4,700 0 16,700
HUNTINGTON BANCSHARES INC/OH COM 446150104 4,261 402,000 SH DFND 2,5 402,000 0 0
HUNTINGTON BANCSHARES INC/OH COM 446150104 17,872 1,686,030 SH DFND 4,2,5 1,394,380 0 291,650
HUNTSMAN CORP COM 447011107 198 20,400 SH DFND 2,5 11,550 0 8,850
HUNTSMAN CORP COM 447011107 425 43,910 SH DFND 4,2,5 43,910 0 0
HURCO COS INC COM 447324104 471 17,948 SH DFND 4,2,5 10,928 0 7,020
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 40 700 SH DFND 2,5 0 0 700
HYSTER-YALE MATERIALS HANDLING INC CL A 449172105 765 13,230 SH DFND 4,2,5 700 0 12,530
IAC/INTERACTIVECORP COM PAR $.001 44919P508 9,732 149,100 SH DFND 2,5 95,800 0 53,300
IAC/INTERACTIVECORP COM PAR $.001 44919P508 28,915 443,000 SH DFND 4,2,5 305,000 0 138,000
ICF INTERNATIONAL INC COM 44925C103 1,617 53,200 SH DFND 4,2,5 28,200 0 25,000
ICICI BANK LTD ADR 45104G104 5,770 688,510 SH DFND 2,5 185,026 0 503,484
IDEXX LABORATORIES INC COM 45168D104 1,550 20,871 SH DFND 2,5 20,871 0 0
IDT CORP CL B NEW 448947507 95 6,660 SH DFND 4,2,5 5,500 0 1,160
IGNITE RESTAURANT GROUP INC COM 451730105 126 26,031 SH DFND 4,2,5 19,981 0 6,050
II-VI INC COM 902104108 1,997 124,200 SH DFND 4,2,5 62,000 0 62,200
ILLINOIS TOOL WORKS INC COM 452308109 215 2,612 SH DFND 2,5 2,135 0 477
ILLINOIS TOOL WORKS INC COM 452308109 17,318 210,400 SH DFND 4,2,5 90,200 0 120,200
ILLUMINA INC COM 452327109 41,232 234,514 SH DFND 2,5 234,514 0 0
ILLUMINA INC COM 452327109 1,336 7,600 SH DFND 4,2,5 400 0 7,200
ILLUMINA INC NOTE 0.250% 3/1 452327AD1 32,292 15,400,000 PRN DFND 2,5 0 0 0
ILLUMINA INC NOTE 6/1 452327AF6 4,388 4,000,000 PRN DFND 2,5 0 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,165 36,934 SH DFND 2,5 28,634 0 8,300
IMPERIAL OIL LTD COM NEW 453038408 3,425 108,600 SH DFND 4,2,5 61,400 0 47,200
IMPERVA INC COM 45321L100 4,584 70,000 SH DFND 2,5 70,000 0 0
INCYTE CORP COM 45337C102 52,541 476,218 SH DFND 2,5 476,218 0 0
INFOBLOX INC COM 45672H104 2,445 153,000 SH DFND 2,5 153,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 6,913 362,117 SH DFND 2,5 0 0 362,117
INGLES MARKETS INC CL A 457030104 19 400 SH DFND 2,5 0 0 400
INGLES MARKETS INC CL A 457030104 1,664 34,800 SH DFND 4,2,5 22,300 0 12,500
INGRAM MICRO INC CL A 457153104 1,237 45,410 SH DFND 2,5 32,900 0 12,510
INGRAM MICRO INC CL A 457153104 1,974 72,460 SH DFND 4,2,5 37,550 0 34,910
INGREDION INC COM 457187102 12,175 139,450 SH DFND 2,5 90,280 0 49,170
INGREDION INC COM 457187102 38,881 445,320 SH DFND 4,2,5 294,900 0 150,420
INSIGHT ENTERPRISES INC COM 45765U103 149 5,750 SH DFND 4,2,5 0 0 5,750
INSULET CORP COM 45784P101 2,636 101,739 SH DFND 2,5 101,739 0 0
INTEL CORP COM 458140100 53,650 1,780,037 SH DFND 2,5 1,177,477 0 602,560
INTEL CORP COM 458140100 167,545 5,558,900 SH DFND 4,2,5 4,319,600 0 1,239,300
INTEL CORP SDCV 12/1 458140AD2 24,288 20,000,000 PRN DFND 2,5 0 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 18,105 12,000,000 PRN DFND 2,5 0 0 0
INTELSAT SA COM L5140P101 85 13,220 SH DFND 4,2,5 13,220 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 14,100 85,009 SH DFND 2,5 85,009 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 211 900 SH DFND 4,2,5 300 0 600
INTERNATIONAL BANCSHARES CORP COM 459044103 3,457 138,100 SH DFND 4,2,5 77,000 0 61,100
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 63,160 435,678 SH DFND 2,5 321,343 0 114,335
INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 186,505 1,286,510 SH DFND 4,2,5 900,050 0 386,460
INTERNATIONAL FLAVORS & FRAGRANCES INC COM 459506101 5,008 48,500 SH DFND 4,2,5 10,200 0 38,300
INTERNATIONAL PAPER CO COM 460146103 766 20,264 SH DFND 2,5 20,264 0 0
INTERNATIONAL PAPER CO COM 460146103 2,037 53,900 SH DFND 4,2,5 14,300 0 39,600
INTERNATIONAL SPEEDWAY CORP CL A 460335201 2,368 74,650 SH DFND 4,2,5 35,110 0 39,540
INTERVAL LEISURE GROUP INC COM 46113M108 17 900 SH DFND 2,5 0 0 900
INTERVAL LEISURE GROUP INC COM 46113M108 2,279 124,150 SH DFND 4,2,5 54,900 0 69,250
INTUIT INC COM 461202103 5,969 67,253 SH DFND 2,5 67,253 0 0
INTUIT INC COM 461202103 9,770 110,080 SH DFND 4,2,5 22,000 0 88,080
INVESCO LTD SHS G491BT108 1,060 33,929 SH DFND 2,5 33,929 0 0
INVESTMENT TECHNOLOGY GROUP INC COM 46145F105 1,192 89,370 SH DFND 4,2,5 46,570 0 42,800
INVESTORS BANCORP INC COM 46146L101 6,029 488,600 SH DFND 4,2,5 200,100 0 288,500
INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 749 96,740 SH DFND 4,2,5 24,000 0 72,740
IPG PHOTONICS CORP COM 44980X109 1,827 24,052 SH DFND 2,5 24,052 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 10 1,700 SH DFND 2,5 0 0 1,700
IRIDIUM COMMUNICATIONS INC COM 46269C102 240 39,000 SH DFND 4,2,5 25,000 0 14,000
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 4,534 435,132 SH DFND 2,5 435,132 0 0
ISHA MSCI EMERG MKT MIN VOL EM MK MINVOL ETF 464286533 316 6,350 SH DFND 1,2,5,3 6,350 0 0
ISHARES 1-3 YEAR TREASURY BOND ETF 1-3 YR TR BD ETF 464287457 510,381 6,005,194 SH DFND 2,5 6,005,194 0 0
ISHARES 3-7 YEAR TREASURY BOND ETF 3-7 YR TR BD ETF 464288661 754,508 6,053,015 SH DFND 2,5 6,053,015 0 0
ISHARES 7-10 YEAR TREASURY BOND ETF 7-10 Y TR BD ETF 464287440 379,793 3,520,837 SH DFND 2,5 3,520,837 0 0
ISHARES AAA - A RATED CORPORATE BOND ETF A RATE CP BD ETF 46429B291 117 2,300 SH DFND 1,2,5,3 2,300 0 0
ISHARES CHINA LARGE-CAP ETF CHINA LG-CAP ETF 464287184 6,088 171,650 SH DFND 1,2,5,3 171,650 0 0
ISHARES CORE MSCI EAFE ETF CORE MSCI EAFE 46432F842 6,432 121,800 SH DFND 1,2,5,3 121,800 0 0
ISHARES CORE MSCI EMERGING MARKETS ETF CORE MSCI EMKT 46434G103 1,400 35,100 SH DFND 1,2,5,3 35,100 0 0
ISHARES CORE S&P MID-CAP ETF CORE S&P MCP ETF 464287507 527 3,855 SH DFND 1,2,5,3 3,855 0 0
ISHARES DJ US OIL & GAS EXPL US OIL&GS EX ETF 464288851 4,830 87,100 SH DFND 1,2,5,3 87,100 0 0
ISHARES EMERGING MARKETS INFRASTRUCTURE EMGR MKT INF ETF 464288216 551 20,190 SH DFND 1,2,5,3 20,190 0 0
ISHARES EUROPE ETF EUROPE ETF 464287861 12,659 318,066 SH DFND 1,2,5,3 318,066 0 0
ISHARES FLOATING RATE BOND ETF FLTG RATE BD ETF 46429B655 2,950 58,480 SH DFND 1,2,5,3 58,480 0 0
ISHARES GLOBAL CLEAN ENERGY ETF GL CLEAN ENE ETF 464288224 62 6,880 SH DFND 1,2,5,3 6,880 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 364 12,670 SH DFND 1,2,5,3 12,670 0 0
ISHARES GLOBAL ENERGY ETF GLOBAL ENERG ETF 464287341 147 5,125 SH DFND 2,5 5,125 0 0
ISHARES GLOBAL EX USD HI-ETF GL HGYL CP ETF 464286210 1,529 33,370 SH DFND 1,2,5,3 33,370 0 0
ISHARES GLOBAL HEALTHCARE ETF GLOB HLTHCRE ETF 464287325 149 1,516 SH DFND 2,5 1,516 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF GLB INFRASTR ETF 464288372 3,170 84,010 SH DFND 1,2,5,3 84,010 0 0
ISHARES GLOBAL TECH ETF GLOBAL TECH ETF 464287291 173 1,924 SH DFND 2,5 1,924 0 0
ISHARES GOLD TRUST ISHARES 464285105 11,702 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 4,764 57,200 SH DFND 1,2,5,3 57,200 0 0
ISHARES IBOXX INVESTMENT GRADE IBOXX INV CP ETF 464287242 199 1,710 SH DFND 1,2,5,3 1,710 0 0
ISHARES INTERNATIONAL DEVELOPED PROPERTY INTL DEVPPTY ETF 464288422 3,302 94,740 SH DFND 1,2,5,3 94,740 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 1,624 57,730 SH DFND 1,2,5,3 57,730 0 0
ISHARES INTERNATIONAL SELECT DIVIDEND ET INTL SEL DIV ETF 464288448 155 5,500 SH DFND 2,5 5,500 0 0
ISHARES INTERNATIONAL TREASURY BOND ETF INTL TREA BD ETF 464288117 509 5,585 SH DFND 1,2,5,3 5,585 0 0
ISHARES J.P. MORGAN USD EMERGI JP MOR EM MK ETF 464288281 11,172 105,000 SH DFND 1,2,5,3 105,000 0 0
ISHARES LATIN AMERICA 40 ETF LATN AMER 40 ETF 464287390 1,274 56,347 SH DFND 1,2,5,3 56,347 0 0
ISHARES MICRO-CAP ETF MICRO-CAP ETF 464288869 172 2,470 SH DFND 1,2,5,3 2,470 0 0
ISHARES MORNINGSTAR LARGE-CAP ETF MRNGSTR LG-CP ET 464287127 19,632 175,454 SH DFND 1,2,5,3 175,454 0 0
ISHARES MORNINGSTAR LARGE-CAP GROWTH ETF MRNGSTR LG-CP GR 464287119 80,789 721,523 SH DFND 1,2,5,3 721,523 0 0
ISHARES MORNINGSTAR LARGE-CAP VALUE ETF MRNGSTR LG-CP VL 464288109 11,877 153,906 SH DFND 1,2,5,3 153,906 0 0
ISHARES MORNINGSTAR MID-CAP ETF MRGSTR MD CP ETF 464288208 891 6,466 SH DFND 1,2,5,3 6,466 0 0
ISHARES MORNINGSTAR MID-CAP GROWTH ETF MRGSTR MD CP GRW 464288307 5,835 38,930 SH DFND 1,2,5,3 38,930 0 0
ISHARES MORNINGSTAR MID-CAP VALUE ETF MRGSTR MD CP VAL 464288406 10,157 88,837 SH DFND 1,2,5,3 88,837 0 0
ISHARES MSCI ALL COUNTRY WORLD CNTRY MIN VL ETF 464286525 1,430 21,360 SH DFND 1,2,5,3 21,360 0 0
ISHARES MSCI AUSTRALIA ETF MSCI AUST ETF 464286103 1,403 78,315 SH DFND 1,2,5,3 78,315 0 0
ISHARES MSCI AUSTRIA CAPPED ETF AUSTRIA CAPD ETF 464286202 2,494 166,537 SH DFND 1,2,5,3 166,537 0 0
ISHARES MSCI BELGIUM CAPPED ETF BELGIUM CAPD ETF 464286301 1,411 85,697 SH DFND 1,2,5,3 85,697 0 0
ISHARES MSCI BRIC ETF MSCI BRIC INDX 464286657 295 9,916 SH DFND 1,2,5,3 9,916 0 0
ISHARES MSCI CHINA ETF CHINA ETF 46429B671 697 15,900 SH DFND 2,5 0 0 15,900
ISHARES MSCI EAFE ETF MSCI EAFE ETF 464287465 29,547 515,466 SH DFND 1,2,5,3 515,466 0 0
ISHARES MSCI EAFE MINIMUM VOLATILITY ETF EAFE MIN VOL ETF 46429B689 689 11,040 SH DFND 1,2,5,3 11,040 0 0
ISHARES MSCI EAFE SMALL-CAP ETF EAFE SML CP ETF 464288273 8,562 179,240 SH DFND 1,2,5,3 179,240 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 1,673 51,032 SH DFND 1,2,5,3 51,032 0 0
ISHARES MSCI EMERGING MARKETS ETF MSCI EMG MKT ETF 464287234 295 8,992 SH DFND 2,5 0 0 8,992
ISHARES MSCI FRANCE ETF MSCI FRANCE ETF 464286707 5,420 225,167 SH DFND 1,2,5,3 225,167 0 0
ISHARES MSCI FRONTIER 100 ETF MSCI FRNTR100ETF 464286145 28 1,130 SH DFND 1,2,5,3 1,130 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 8,667 350,310 SH DFND 1,2,5,3 350,310 0 0
ISHARES MSCI GERMANY ETF MSCI GERMANY ETF 464286806 17 686 SH DFND 2,5 686 0 0
ISHARES MSCI GLOBAL AGRICULTURE PRODUCER GLB AGRIC PR ETF 464286350 255 11,800 SH DFND 1,2,5,3 11,800 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF GLB GLD MINR ETF 464286335 383 71,340 SH DFND 1,2,5,3 71,340 0 0
ISHARES MSCI HONG KONG ETF MSCI HONG KG ETF 464286871 204 10,677 SH DFND 1,2,5,3 10,677 0 0
ISHARES MSCI INDONESIA ETF MSCI INDONIA ETF 46429B309 391 22,100 SH DFND 1,2,5,3 22,100 0 0
ISHARES MSCI IRELAND CAPPED ETF IRELAND CAPD ETF 46429B507 603 15,500 SH DFND 1,2,5,3 15,500 0 0
ISHARES MSCI ISRAEL CAPPED ETF MSCI ISR CAP ETF 464286632 1,206 25,100 SH DFND 1,2,5,3 25,100 0 0
ISHARES MSCI ITALY CAPPED ETF MSCI ITALCPD ETF 464286855 6,266 437,548 SH DFND 1,2,5,3 437,548 0 0
ISHARES MSCI JAPAN ETF MSCI JAPAN ETF 464286848 10,292 900,480 SH DFND 1,2,5,3 900,480 0 0
ISHARES MSCI MALAYSIA ETF MSCI MALAYSI ETF 464286830 244 24,662 SH DFND 1,2,5,3 24,662 0 0
ISHARES MSCI MEXICO CAPPED ETF MSCI MEX CAP ETF 464286822 590 11,448 SH DFND 1,2,5,3 11,448 0 0
ISHARES MSCI NETHERLANDS ETF MSCI NETHERL ETF 464286814 2,450 104,693 SH DFND 1,2,5,3 104,693 0 0
ISHARES MSCI NEW ZEALAND CAPPED ETF NW ZEALND CP ETF 464289123 1,260 39,400 SH DFND 1,2,5,3 39,400 0 0
ISHARES MSCI NORWAY CAPPED ETF MSCI NORWAY ETF 46429B499 452 23,200 SH DFND 1,2,5,3 23,200 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 4,062 110,792 SH DFND 1,2,5,3 110,792 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MSCI PAC JP ETF 464286665 1,087 29,656 SH DFND 2,5 0 0 29,656
ISHARES MSCI POLAND CAPPED ETF MSCI POL CAP ETF 46429B606 160 7,700 SH DFND 1,2,5,3 7,700 0 0
ISHARES MSCI SINGAPORE ETF MSCI SINGAP ETF 464286673 1,057 103,926 SH DFND 1,2,5,3 103,926 0 0
ISHARES MSCI SOUTH KOREA CAPPED ETF MSCI STH KOR ETF 464286772 293 6,000 SH DFND 1,2,5,3 6,000 0 0
ISHARES MSCI SPAIN CAPPED ETF MSCI SPAN CP ETF 464286764 3,269 110,221 SH DFND 1,2,5,3 110,221 0 0
ISHARES MSCI SWEDEN ETF MSCI SWEDEN ETF 464286756 1,440 49,603 SH DFND 1,2,5,3 49,603 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF MSCI SZ CAP ETF 464286749 425 13,900 SH DFND 1,2,5,3 13,900 0 0
ISHARES MSCI THAILAND CAPPED ETF MSCI THI CAP ETF 464286624 241 3,868 SH DFND 1,2,5,3 3,868 0 0
ISHARES MSCI TURKEY ETF MSCI TURKEY ETF 464286715 295 8,084 SH DFND 1,2,5,3 8,084 0 0
ISHARES MSCI USA MINIMUM VOLATILITY ETF USA MIN VOL ETF 46429B697 284 7,180 SH DFND 1,2,5,3 7,180 0 0
ISHARES NORTH AMERICAN NATURAL RESOURCES NA NAT RES 464287374 236 8,110 SH DFND 1,2,5,3 8,110 0 0
ISHARES NORTH AMERICAN TECH ETF N AMER TECH ETF 464287549 41,770 416,450 SH DFND 1,2,5,3 416,450 0 0
ISHARES RUSSELL 1000 ETF RUS 1000 ETF 464287622 25,430 237,555 SH DFND 1,2,5,3 237,555 0 0
ISHARES RUSSELL 1000 GROWTH ETF RUS 1000 GRW ETF 464287614 105,698 1,136,540 SH DFND 1,2,5,3 1,136,540 0 0
ISHARES RUSSELL 1000 VALUE ETF RUS 1000 VAL ETF 464287598 23,022 246,803 SH DFND 1,2,5,3 246,803 0 0
ISHARES RUSSELL MID-CAP ETF RUS MID-CAP ETF 464287499 452 2,905 SH DFND 1,2,5,3 2,905 0 0
ISHARES RUSSELL MID-CAP GROWTH ETF RUS MD CP GR ETF 464287481 6,890 77,754 SH DFND 1,2,5,3 77,754 0 0
ISHARES RUSSELL MID-CAP VALUE ETF RUS MDCP VAL ETF 464287473 59,782 891,075 SH DFND 1,2,5,3 891,075 0 0
ISHARES S&P 100 ETF S&P 100 ETF 464287101 5,036 59,402 SH DFND 1,2,5,3 59,402 0 0
ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 74,123 687,598 SH DFND 1,2,5,3 687,598 0 0
ISHARES S&P 500 VALUE ETF S&P 500 VAL ETF 464287408 10,721 127,591 SH DFND 1,2,5,3 127,591 0 0
ISHARES S&P GSCI COMMODITY INDEXED TRUST UNIT BEN INT 46428R107 17 995 SH DFND 2,5 995 0 0
ISHARES S&P MID-CAP 400 GROWTH ETF S&P MC 400GR ETF 464287606 9,111 58,000 SH DFND 1,2,5,3 58,000 0 0
ISHARES S&P MID-CAP 400 VALUE ETF S&P MC 400VL ETF 464287705 48,702 422,221 SH DFND 1,2,5,3 422,221 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,349 97,280 SH DFND 1,2,5,3 97,280 0 0
ISHARES U.S. ENERGY ETF U.S. ENERGY ETF 464287796 733 21,370 SH DFND 1,2,5,3 21,370 0 0
ISHARES U.S. HEALTHCARE ETF US HLTHCARE ETF 464287762 17 120 SH DFND 2,5 120 0 0
ISHARES U.S. OIL EQUIPMENT & SERVICES ET US OIL EQ&SV ETF 464288844 115 3,170 SH DFND 1,2,5,3 3,170 0 0
ISHARES US PREFERRED STOCK ETF U.S. PFD STK ETF 464288687 366 9,490 SH DFND 1,2,5,3 9,490 0 0
ISIS PHARMACEUTICALS INC COM 464330109 13,077 323,518 SH DFND 2,5 323,518 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 1,607 92,169 SH DFND 4,2,5 52,200 0 39,969
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 2,913 440,073 SH DFND 2,5 239,267 0 200,806
ITAU UNIBANCO HOLDING SA SPON ADR REP PFD 465562106 2 300 SH DFND 4,2,5 300 0 0
ITC HOLDINGS CORP COM 465685105 459 13,756 SH DFND 2,5 13,756 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 23 6,800 SH DFND 4,2,5 6,800 0 0
IXYS CORP COM 46600W106 117 10,500 SH DFND 4,2,5 10,500 0 0
JABIL CIRCUIT INC COM 466313103 2,530 113,100 SH DFND 2,5 113,100 0 0
JABIL CIRCUIT INC COM 466313103 13,694 612,150 SH DFND 4,2,5 353,030 0 259,120
JARDEN CORP NOTE 1.875% 9/1 471109AH1 4,808 3,000,000 PRN DFND 2,5 0 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 5,719 5,000,000 PRN DFND 2,5 0 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 9,522 71,700 SH DFND 2,5 71,700 0 0
JD.COM INC SPON ADR CL A 47215P106 652 25,000 SH DFND 2,5 25,000 0 0
JM SMUCKER CO/THE COM NEW 832696405 93 813 SH DFND 2,5 813 0 0
JM SMUCKER CO/THE COM NEW 832696405 7,872 69,000 SH DFND 4,2,5 15,100 0 53,900
JMP GROUP LLC COM 46629U107 18 2,964 SH DFND 4,2,5 940 0 2,024
JOHN B SANFILIPPO & SON INC COM 800422107 1,673 32,643 SH DFND 4,2,5 19,300 0 13,343
JOHNSON & JOHNSON COM 478160104 85,382 914,646 SH DFND 2,5 643,449 0 271,197
JOHNSON & JOHNSON COM 478160104 282,422 3,025,410 SH DFND 4,2,5 2,195,330 0 830,080
JOHNSON CONTROLS INC COM 478366107 7,676 185,596 SH DFND 2,5 133,633 0 51,963
JOHNSON CONTROLS INC COM 478366107 40,906 989,030 SH DFND 4,2,5 842,230 0 146,800
JONES LANG LASALLE INC COM 48020Q107 469 3,264 SH DFND 2,5 3,264 0 0
JPMORGAN CHASE & CO COM 46625H100 46,166 757,200 SH DFND 2,5 569,598 0 187,602
JPMORGAN CHASE & CO COM 46625H100 119,895 1,966,460 SH DFND 4,2,5 1,649,660 0 316,800
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 353 12,000 SH DFND 2,5 0 0 12,000
KB HOME COM 48666K109 263 19,410 SH DFND 4,2,5 19,410 0 0
KELLOGG CO COM 487836108 445 6,687 SH DFND 2,5 6,687 0 0
KELLOGG CO COM 487836108 8,552 128,500 SH DFND 4,2,5 19,500 0 109,000
KELLY SERVICES INC CL A 488152208 113 7,960 SH DFND 4,2,5 7,960 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 104 2,000 SH DFND 4,2,5 0 0 2,000
KEYCORP COM 493267108 3,446 264,900 SH DFND 2,5 264,900 0 0
KEYCORP COM 493267108 18,104 1,391,550 SH DFND 4,2,5 1,157,950 0 233,600
KEYSIGHT TECHNOLOGIES INC COM 49338L103 248 8,046 SH DFND 2,5 8,046 0 0
KEYW HOLDING CORP/THE COM 493723100 252 41,000 SH DFND 4,2,5 14,100 0 26,900
KILROY REALTY CORP COM 49427F108 1,665 25,560 SH DFND 2,5 25,560 0 0
KIMBERLY-CLARK CORP COM 494368103 1,580 14,487 SH DFND 2,5 13,591 0 896
KIMBERLY-CLARK CORP COM 494368103 31,458 288,500 SH DFND 4,2,5 106,300 0 182,200
KIMCO REALTY CORP COM 49446R109 1,339 54,804 SH DFND 2,5 54,804 0 0
KINDER MORGAN INC/DE COM 49456B101 1,037 37,479 SH DFND 2,5 32,803 0 4,676
KINDER MORGAN INC/DE COM 49456B101 8,370 302,400 SH DFND 4,2,5 243,600 0 58,800
KINDRED HEALTHCARE INC COM 494580103 241 15,270 SH DFND 4,2,5 15,270 0 0
KING DIGITAL ENTERTAINMENT PLC ORD SHS G5258J109 762 56,305 SH DFND 2,5 56,305 0 0
KING DIGITAL ENTERTAINMENT PLC ORD SHS G5258J109 1,889 139,531 SH DFND 4,2,5 116,681 0 22,850
KINROSS GOLD CORP COM NO PAR 496902404 325 187,779 SH DFND 2,5 187,779 0 0
KINROSS GOLD CORP COM NO PAR 496902404 357 206,100 SH DFND 4,2,5 187,800 0 18,300
KITE PHARMA INC COM 49803L109 4,245 76,236 SH DFND 2,5 76,236 0 0
KITE PHARMA INC COM 49803L109 501 9,000 SH DFND 4,2,5 7,120 0 1,880
KITE REALTY GROUP TRUST COM NEW 49803T300 2,686 112,800 SH DFND 4,2,5 78,210 0 34,590
KKR & CO LP COM UNITS 48248M102 335 19,941 SH DFND 2,5 19,941 0 0
KLX INC COM 482539103 1,229 34,400 SH DFND 4,2,5 34,400 0 0
KMG CHEMICALS INC COM 482564101 751 38,938 SH DFND 4,2,5 25,238 0 13,700
KNIGHT TRANSPORTATION INC COM 499064103 470 19,589 SH DFND 2,5 19,589 0 0
KOHL'S CORP COM 500255104 3,089 66,710 SH DFND 4,2,5 50,910 0 15,800
KOREA ELECTRIC POWER CORP SPONSORED ADR 500631106 68 3,300 SH DFND 2,5 0 0 3,300
KRAFT HEINZ CO/THE COM 500754106 344 4,875 SH DFND 2,5 4,225 0 650
KRAFT HEINZ CO/THE COM 500754106 8,350 118,300 SH DFND 4,2,5 85,000 0 33,300
KRATOS DEFENSE & SECURITY SOLUTIONS INC COM NEW 50077B207 58 13,800 SH DFND 4,2,5 13,800 0 0
KROGER CO/THE COM 501044101 12,495 346,410 SH DFND 2,5 274,196 0 72,214
KROGER CO/THE COM 501044101 71,630 1,985,860 SH DFND 4,2,5 1,240,340 0 745,520
KRONOS WORLDWIDE INC COM 50105F105 756 121,700 SH DFND 4,2,5 81,900 0 39,800
L BRANDS INC COM 501797104 7,713 85,574 SH DFND 4,2,5 17,500 0 68,074
L-3 COMMUNICATIONS HOLDINGS INC COM 502424104 157 1,500 SH DFND 4,2,5 1,500 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 9,936 91,600 SH DFND 2,5 91,600 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM NEW 50540R409 6,470 59,650 SH DFND 4,2,5 9,600 0 50,050
LAKE SUNAPEE BANK GROUP COM 510866106 508 35,003 SH DFND 4,2,5 23,306 0 11,697
LAM RESEARCH CORP COM 512807108 3,593 55,000 SH DFND 2,5 55,000 0 0
LAM RESEARCH CORP COM 512807108 2,215 33,900 SH DFND 4,2,5 7,500 0 26,400
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 38,441 34,000,000 PRN DFND 2,5 0 0 0
LANNETT CO INC COM 516012101 2,620 63,100 SH DFND 4,2,5 33,900 0 29,200
LAREDO PETROLEUM INC COM 516806106 377 40,000 SH DFND 2,5 40,000 0 0
LAS VEGAS SANDS CORP COM 517834107 1,248 32,880 SH DFND 2,5 27,814 0 5,066
LAS VEGAS SANDS CORP COM 517834107 8,338 219,600 SH DFND 4,2,5 54,200 0 165,400
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 2,178 76,708 SH DFND 2,5 76,708 0 0
LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 4,002 140,960 SH DFND 4,2,5 49,860 0 91,100
LAZARD LTD SHS A G54050102 501 11,578 SH DFND 2,5 11,578 0 0
LDR HOLDING CORP COM 50185U105 849 24,573 SH DFND 2,5 24,573 0 0
LEAR CORP COM NEW 521865204 533 4,900 SH DFND 4,2,5 3,500 0 1,400
LEGG MASON INC COM 524901105 25 600 SH DFND 4,2,5 0 0 600
LEIDOS HOLDINGS INC COM 525327102 2,772 67,100 SH DFND 4,2,5 53,300 0 13,800
LEXINGTON REALTY TRUST COM 529043101 2,638 325,700 SH DFND 4,2,5 183,550 0 142,150
LEXMARK INTERNATIONAL INC CL A 529771107 26 900 SH DFND 2,5 900 0 0
LEXMARK INTERNATIONAL INC CL A 529771107 2,471 85,260 SH DFND 4,2,5 31,973 0 53,287
LIBERTY GLOBAL PLC SHS CL A G5480U104 3,408 79,367 SH DFND 2,5 79,367 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 194 4,515 SH DFND 4,2,5 1,815 0 2,700
LIBERTY GLOBAL PLC SHS CL C G5480U120 303 7,391 SH DFND 2,5 6,027 0 1,364
LIBERTY GLOBAL PLC SHS CL C G5480U120 107 2,600 SH DFND 4,2,5 500 0 2,100
LIBERTY GLOBAL PLC LILAC LILAC SHS CL A G5480U138 7 195 SH DFND 4,2,5 90 0 105
LIBERTY GLOBAL PLC LILAC LILAC SHS CL C G5480U153 4 130 SH DFND 4,2,5 25 0 105
LIBERTY INTERACTIVE CORP QVC GROUP QVC GP COM SER A 53071M104 273 10,391 SH DFND 2,5 10,391 0 0
LIBERTY PROPERTY TRUST SH BEN INT 531172104 1,951 61,917 SH DFND 2,5 61,917 0 0
LIFEPOINT HEALTH INC COM 53219L109 5,657 79,793 SH DFND 2,5 79,793 0 0
LIFETIME BRANDS INC COM 53222Q103 529 37,844 SH DFND 4,2,5 24,464 0 13,380
LINEAR TECHNOLOGY CORP COM 535678106 3,559 88,200 SH DFND 4,2,5 16,900 0 71,300
LINKEDIN CORP COM CL A 53578A108 6,348 33,388 SH DFND 2,5 33,388 0 0
LINKEDIN CORP COM CL A 53578A108 114 600 SH DFND 4,2,5 0 0 600
LITHIA MOTORS INC CL A 536797103 1,492 13,800 SH DFND 4,2,5 9,300 0 4,500
LKQ CORP COM 501889208 47,373 1,670,416 SH DFND 2,5 1,670,416 0 0
LOCKHEED MARTIN CORP COM 539830109 249 1,200 SH DFND 4,2,5 1,200 0 0
LOEWS CORP COM 540424108 23,230 642,778 SH DFND 2,5 423,978 0 218,800
LOEWS CORP COM 540424108 54,406 1,505,419 SH DFND 4,2,5 1,369,069 0 136,350
LOWE'S COS INC COM 548661107 1,621 23,514 SH DFND 2,5 22,126 0 1,388
LOWE'S COS INC COM 548661107 24,839 360,400 SH DFND 4,2,5 178,600 0 181,800
LOXO ONCOLOGY INC COM 548862101 5,016 286,950 SH DFND 2,5 286,950 0 0
LS STARRETT CO/THE CL A 855668109 204 16,868 SH DFND 4,2,5 14,181 0 2,687
LULULEMON ATHLETICA INC COM 550021109 468 9,234 SH DFND 2,5 9,234 0 0
LULULEMON ATHLETICA INC COM 550021109 46 900 SH DFND 4,2,5 0 0 900
LUXOFT HOLDING INC ORD SHS CL A G57279104 1,392 22,000 SH DFND 2,5 22,000 0 0
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 7,169 86,003 SH DFND 2,5 63,747 0 22,256
LYONDELLBASELL INDUSTRIES NV SHS - A - N53745100 13,138 157,610 SH DFND 4,2,5 114,510 0 43,100
M&T BANK CORP COM 55261F104 8,488 69,600 SH DFND 4,2,5 17,800 0 51,800
M/A-COM TECHNOLOGY SOLUTIONS HOLDINGS IN COM 55405Y100 2,174 75,000 SH DFND 2,5 75,000 0 0
M/I HOMES INC COM 55305B101 26 1,100 SH DFND 4,2,5 0 0 1,100
MACERICH CO/THE COM 554382101 1,122 14,600 SH DFND 4,2,5 2,100 0 12,500
MACK-CALI REALTY CORP COM 554489104 2,288 121,200 SH DFND 4,2,5 28,700 0 92,500
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 2,934 39,300 SH DFND 4,2,5 0 0 39,300
MACY'S INC COM 55616P104 271 5,280 SH DFND 2,5 0 0 5,280
MACY'S INC COM 55616P104 8,991 175,200 SH DFND 4,2,5 24,200 0 151,000
MAGELLAN HEALTH INC COM NEW 559079207 3,808 68,694 SH DFND 2,5 68,694 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM UNIT RP LP 559080106 473 7,865 SH DFND 2,5 7,865 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 21 3,852 SH DFND 4,2,5 3,362 0 490
MAGICJACK VOCALTEC LTD SHS M6787E101 458 51,449 SH DFND 4,2,5 39,549 0 11,900
MAGNA INTERNATIONAL INC COM 559222401 7,978 167,100 SH DFND 2,5 135,200 0 31,900
MAGNA INTERNATIONAL INC COM 559222401 23,647 495,300 SH DFND 4,2,5 275,300 0 220,000
MAINSOURCE FINANCIAL GROUP INC COM 56062Y102 55 2,700 SH DFND 4,2,5 2,700 0 0
MALLINCKRODT PLC SHS G5785G107 5,736 89,716 SH DFND 2,5 61,416 0 28,300
MALLINCKRODT PLC SHS G5785G107 20,814 325,526 SH DFND 4,2,5 288,356 0 37,170
MANHATTAN ASSOCIATES INC COM 562750109 15,883 254,945 SH DFND 2,5 254,945 0 0
MANNING & NAPIER INC CL A 56382Q102 288 39,190 SH DFND 4,2,5 20,990 0 18,200
MANPOWERGROUP INC COM 56418H100 11,890 145,200 SH DFND 4,2,5 62,200 0 83,000
MANTECH INTERNATIONAL CORP/VA CL A 564563104 1,722 67,000 SH DFND 4,2,5 33,700 0 33,300
MANULIFE FINANCIAL CORP COM 56501R106 3,091 200,776 SH DFND 2,5 176,376 0 24,400
MANULIFE FINANCIAL CORP COM 56501R106 1,867 121,300 SH DFND 4,2,5 98,800 0 22,500
MARATHON OIL CORP COM 565849106 2,814 182,718 SH DFND 2,5 129,288 0 53,430
MARATHON OIL CORP COM 565849106 6,648 431,680 SH DFND 4,2,5 369,980 0 61,700
MARATHON PETROLEUM CORP COM 56585A102 412 8,888 SH DFND 2,5 8,888 0 0
MARATHON PETROLEUM CORP COM 56585A102 15,349 331,300 SH DFND 4,2,5 290,650 0 40,650
MARCUS CORP/THE COM 566330106 1,381 71,400 SH DFND 4,2,5 46,580 0 24,820
MARKET VECTORS GLOBAL ALTERNATIVE ENERGY GBL ALTER ENRG 57061R593 150 3,020 SH DFND 2,5 3,020 0 0
MARKETO INC COM 57063L107 298 10,470 SH DFND 2,5 10,470 0 0
MARRIOTT INTERNATIONAL INC/MD CL A 571903202 114 1,670 SH DFND 2,5 0 0 1,670
MARRIOTT INTERNATIONAL INC/MD CL A 571903202 1,992 29,210 SH DFND 4,2,5 0 0 29,210
MARRIOTT VACATIONS WORLDWIDE CORP COM 57164Y107 4,395 64,500 SH DFND 4,2,5 34,300 0 30,200
MARSH & MCLENNAN COS INC COM 571748102 5,248 100,500 SH DFND 4,2,5 97,000 0 3,500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 240 26,500 SH DFND 4,2,5 0 0 26,500
MASCO CORP COM 574599106 200 7,954 SH DFND 2,5 7,954 0 0
MASTERCARD INC CL A 57636Q104 1,024 11,363 SH DFND 2,5 10,687 0 676
MASTERCARD INC CL A 57636Q104 35,692 396,050 SH DFND 4,2,5 194,550 0 201,500
MATADOR RESOURCES CO COM 576485205 757 36,494 SH DFND 2,5 36,494 0 0
MATSON INC COM 57686G105 3,054 79,350 SH DFND 4,2,5 59,100 0 20,250
MATTEL INC COM 577081102 188 8,941 SH DFND 2,5 8,941 0 0
MATTRESS FIRM HOLDING CORP COM 57722W106 5,817 139,300 SH DFND 2,5 139,300 0 0
MBT FINANCIAL CORP COM 578877102 76 12,253 SH DFND 4,2,5 4,606 0 7,647
MCCORMICK & CO INC/MD COM NON VTG 579780206 965 11,746 SH DFND 2,5 11,746 0 0
MCCORMICK & CO INC/MD COM NON VTG 579780206 5,736 69,800 SH DFND 4,2,5 14,900 0 54,900
MCDONALD'S CORP COM 580135101 33,323 338,200 SH DFND 2,5 240,843 0 97,357
MCDONALD'S CORP COM 580135101 120,291 1,220,860 SH DFND 4,2,5 754,550 0 466,310
MCGRAW HILL FINANCIAL INC COM 580645109 13,589 157,101 SH DFND 2,5 157,101 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 8,650 100,000 SH DFND 4,2,5 19,600 0 80,400
MCKESSON CORP COM 58155Q103 25,363 137,073 SH DFND 2,5 136,729 0 344
MCKESSON CORP COM 58155Q103 23,425 126,600 SH DFND 4,2,5 46,800 0 79,800
MDU RESOURCES GROUP INC COM 552690109 375 21,776 SH DFND 2,5 21,776 0 0
MDU RESOURCES GROUP INC COM 552690109 6,419 373,200 SH DFND 4,2,5 183,300 0 189,900
MEAD JOHNSON NUTRITION CO COM 582839106 14,915 211,861 SH DFND 2,5 209,251 0 2,610
MEAD JOHNSON NUTRITION CO COM 582839106 6,076 86,300 SH DFND 4,2,5 16,100 0 70,200
MEDASSETS INC COM 584045108 2,806 139,900 SH DFND 4,2,5 69,500 0 70,400
MEDICAL PROPERTIES TRUST INC COM 58463J304 1,375 124,309 SH DFND 4,2,5 60,600 0 63,709
MEDIDATA SOLUTIONS INC COM 58471A105 4,779 113,500 SH DFND 2,5 113,500 0 0
MEDIFAST INC COM 58470H101 760 28,300 SH DFND 4,2,5 14,100 0 14,200
MEDIVATION INC COM 58501N101 6,570 154,596 SH DFND 2,5 154,596 0 0
MEDTRONIC PLC SHS G5960L103 33,532 500,923 SH DFND 2,5 484,968 0 15,955
MEDTRONIC PLC SHS G5960L103 45,298 676,700 SH DFND 4,2,5 339,350 0 337,350
MELLANOX TECHNOLOGIES LTD SHS M51363113 9,727 257,400 SH DFND 2,5 257,400 0 0
MENTOR GRAPHICS CORP COM 587200106 4,571 185,600 SH DFND 2,5 119,400 0 66,200
MENTOR GRAPHICS CORP COM 587200106 15,268 619,900 SH DFND 4,2,5 439,000 0 180,900
MERCANTILE BANK CORP COM 587376104 108 5,200 SH DFND 4,2,5 5,200 0 0
MERCK & CO INC COM 58933Y105 209,287 4,237,436 SH DFND 2,5 3,899,440 0 337,996
MERCK & CO INC COM 58933Y105 178,656 3,617,258 SH DFND 4,2,5 2,649,361 0 967,897
MERIT MEDICAL SYSTEMS INC COM 589889104 112 4,670 SH DFND 4,2,5 0 0 4,670
MERITAGE HOMES CORP COM 59001A102 1,377 37,700 SH DFND 4,2,5 1,600 0 36,100
MERITOR INC COM 59001K100 19 1,800 SH DFND 4,2,5 0 0 1,800
MERRIMACK PHARMACEUTICALS INC COM 590328100 3,690 433,622 SH DFND 2,5 433,622 0 0
METHANEX CORP COM 59151K108 36 1,100 SH DFND 4,2,5 1,100 0 0
METLIFE INC COM 59156R108 1,134 24,054 SH DFND 2,5 22,517 0 1,537
METLIFE INC COM 59156R108 9,378 198,900 SH DFND 4,2,5 192,500 0 6,400
MGP INGREDIENTS INC COM 55303J106 305 19,053 SH DFND 4,2,5 11,655 0 7,398
MICHAEL KORS HOLDINGS LTD SHS G60754101 197 4,670 SH DFND 4,2,5 0 0 4,670
MICROCHIP TECHNOLOGY INC COM 595017104 3,835 89,000 SH DFND 2,5 89,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,381 2,500,000 PRN DFND 2,5 0 0 0
MICRON TECHNOLOGY INC COM 595112103 1,716 114,577 SH DFND 2,5 109,866 0 4,711
MICRON TECHNOLOGY INC COM 595112103 1,357 90,580 SH DFND 4,2,5 5,160 0 85,420
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 5,884 7,000,000 PRN DFND 2,5 0 0 0
MICROSOFT CORP COM 594918104 47,601 1,075,488 SH DFND 2,5 761,365 0 314,123
MICROSOFT CORP COM 594918104 162,594 3,673,600 SH DFND 4,2,5 2,730,050 0 943,550
MID-AMERICA APARTMENT COMMUNITIES INC COM 59522J103 3,038 37,102 SH DFND 2,5 37,102 0 0
MIDSOUTH BANCORP INC COM 598039105 66 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
MINERALS TECHNOLOGIES INC COM 603158106 4,450 92,400 SH DFND 4,2,5 47,800 0 44,600
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,195 165,495 SH DFND 2,5 165,495 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,595 359,400 SH DFND 4,2,5 216,000 0 143,400
MOBILEYE NV ORD SHS N51488117 551 12,107 SH DFND 2,5 12,107 0 0
MOHAWK INDUSTRIES INC COM 608190104 1,309 7,203 SH DFND 2,5 7,203 0 0
MOHAWK INDUSTRIES INC COM 608190104 255 1,400 SH DFND 4,2,5 0 0 1,400
MOLSON COORS BREWING CO CL B 60871R209 8,410 101,300 SH DFND 4,2,5 23,300 0 78,000
MONARCH CASINO & RESORT INC COM 609027107 7 400 SH DFND 4,2,5 400 0 0
MONARCH FINANCIAL HOLDINGS INC COM 60907Q100 420 33,895 SH DFND 4,2,5 26,257 0 7,638
MONDELEZ INTERNATIONAL INC CL A 609207105 862 20,581 SH DFND 2,5 10,790 0 9,791
MONDELEZ INTERNATIONAL INC CL A 609207105 45,274 1,081,300 SH DFND 4,2,5 419,500 0 661,800
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y208 56 6,950 SH DFND 4,2,5 6,950 0 0
MONSANTO CO COM 61166W101 526 6,159 SH DFND 2,5 3,970 0 2,189
MONSANTO CO COM 61166W101 18,570 217,600 SH DFND 4,2,5 115,300 0 102,300
MONSTER BEVERAGE CORP COM 61174X109 49,809 368,571 SH DFND 2,5 368,571 0 0
MONSTER BEVERAGE CORP COM 61174X109 7,581 56,100 SH DFND 4,2,5 10,500 0 45,600
MOODY'S CORP COM 615369105 32,447 330,419 SH DFND 2,5 216,919 0 113,500
MOODY'S CORP COM 615369105 89,764 914,089 SH DFND 4,2,5 711,109 0 202,980
MORGAN STANLEY COM NEW 617446448 2,135 67,781 SH DFND 2,5 62,201 0 5,580
MORGAN STANLEY COM NEW 617446448 8,061 255,900 SH DFND 4,2,5 217,800 0 38,100
MORGAN STANLEY EMERGING MARKETS FUND INC COM 61744G107 885 70,000 SH DFND 2,5 70,000 0 0
MOSAIC CO/THE COM 61945C103 4,309 138,500 SH DFND 4,2,5 63,400 0 75,100
MOTOROLA INC COM NEW 620076307 7,959 116,400 SH DFND 4,2,5 26,100 0 90,300
MPLX LP COM UNIT REP LTD 55336V100 273 7,157 SH DFND 2,5 7,157 0 0
MRV COMMUNICATIONS INC COM NEW 553477407 19 1,300 SH DFND 4,2,5 1,300 0 0
MSCI DAILY TR NET CANADA USD MSCI CDA ETF 464286509 1,276 55,458 SH DFND 1,2,5,3 55,458 0 0
MSCI DAILY TR NET UK USD MSCI UTD KNGDM 46434V548 1,088 66,400 SH DFND 1,2,5,3 66,400 0 0
MSCI INC COM 55354G100 872 14,666 SH DFND 4,2,5 14,666 0 0
MURPHY OIL CORP COM 626717102 68 2,809 SH DFND 2,5 2,809 0 0
MURPHY OIL CORP COM 626717102 85 3,500 SH DFND 4,2,5 600 0 2,900
MYLAN NV SHS EURO N59465109 8,997 223,465 SH DFND 2,5 220,035 0 3,430
MYLAN NV SHS EURO N59465109 1,802 44,750 SH DFND 4,2,5 15,600 0 29,150
NABORS INDUSTRIES LTD SHS G6359F103 765 80,910 SH DFND 2,5 80,910 0 0
NASDAQ INC COM 631103108 12,082 226,550 SH DFND 2,5 147,600 0 78,950
NASDAQ INC COM 631103108 46,168 865,705 SH DFND 4,2,5 673,045 0 192,660
NATIONAL WESTERN LIFE INSURANCE CO CL A 638522102 111 500 SH DFND 4,2,5 0 0 500
NATURE'S SUNSHINE PRODUCTS INC COM 639027101 609 50,854 SH DFND 4,2,5 35,008 0 15,846
NCI INC CL A 62886K104 80 6,011 SH DFND 4,2,5 1,011 0 5,000
NCR CORP COM 62886E108 57 2,500 SH DFND 2,5 2,500 0 0
NELNET INC CL A 64031N108 28 800 SH DFND 2,5 0 0 800
NELNET INC CL A 64031N108 855 24,710 SH DFND 4,2,5 19,560 0 5,150
NEOPHOTONICS CORP COM 64051T100 80 11,800 SH DFND 4,2,5 11,800 0 0
NETAPP INC COM 64110D104 403 13,600 SH DFND 4,2,5 0 0 13,600
NETEASE INC SPONSORED ADR 64110W102 420 3,500 SH DFND 2,5 3,500 0 0
NETFLIX INC COM 64110L106 516 5,000 SH DFND 2,5 5,000 0 0
NETFLIX INC COM 64110L106 6,702 64,900 SH DFND 4,2,5 62,400 0 2,500
NETGEAR INC COM 64111Q104 1,881 64,500 SH DFND 4,2,5 27,400 0 37,100
NEUSTAR INC CL A 64126X201 47 1,740 SH DFND 2,5 0 0 1,740
NEUSTAR INC CL A 64126X201 5,124 188,300 SH DFND 4,2,5 79,020 0 109,280
NEVSUN RESOURCES LTD COM 64156L101 481 165,100 SH DFND 4,2,5 87,500 0 77,600
NEW ORIENTAL EDUCATIO-SP ADR SPON ADR 647581107 5,861 290,021 SH DFND 2,5 216,950 0 73,071
NEW SENIOR INVESTMENT GROUP INC COM 648691103 498 47,600 SH DFND 4,2,5 47,600 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 836 46,263 SH DFND 2,5 46,263 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 724 40,100 SH DFND 4,2,5 26,700 0 13,400
NEWELL RUBBERMAID INC COM 651229106 1,229 30,948 SH DFND 2,5 30,948 0 0
NEWELL RUBBERMAID INC COM 651229106 4,499 113,300 SH DFND 4,2,5 11,800 0 101,500
NEWFIELD EXPLORATION CO COM 651290108 1,091 33,146 SH DFND 2,5 33,146 0 0
NEWLINK GENETICS CORP COM 651511107 8,184 228,356 SH DFND 2,5 228,356 0 0
NEWMONT MINING CORP COM 651639106 1,824 113,494 SH DFND 2,5 109,594 0 3,900
NEWMONT MINING CORP COM 651639106 183 11,400 SH DFND 4,2,5 11,400 0 0
NEWPARK RESOURCES INC COM PAR $.01NEW 651718504 339 66,157 SH DFND 2,5 66,157 0 0
NEWPORT CORP COM 651824104 1,220 88,730 SH DFND 4,2,5 38,340 0 50,390
NEWS CORP CL A 65249B109 10,958 868,340 SH DFND 4,2,5 808,740 0 59,600
NEWSTAR FINANCIAL INC COM 65251F105 16 1,993 SH DFND 4,2,5 1,993 0 0
NEWTEK BUSINESS SERVICES CORP COM NEW 652526203 345 21,000 SH DFND 4,2,5 9,800 0 11,200
NEXTERA ENERGY INC COM 65339F101 3,382 34,673 SH DFND 2,5 33,412 0 1,261
NEXTERA ENERGY INC COM 65339F101 34,650 355,200 SH DFND 4,2,5 122,800 0 232,400
NICE-SYSTEMS LTD SPONSORED ADR 653656108 368 6,540 SH DFND 2,5 6,540 0 0
NIKE INC CL B 654106103 26,880 218,590 SH DFND 2,5 218,110 0 480
NIKE INC CL B 654106103 64,867 527,500 SH DFND 4,2,5 336,800 0 190,700
NIMBLE STORAGE INC COM 65440R101 4,969 206,000 SH DFND 2,5 206,000 0 0
NISOURCE INC COM 65473P105 694 37,400 SH DFND 4,2,5 11,400 0 26,000
NIVALIS THERAPEUTICS INC COM 65481J109 4,407 339,748 SH DFND 2,5 339,748 0 0
NOBLE ENERGY INC COM 655044105 2,355 78,021 SH DFND 2,5 60,121 0 17,900
NOBLE ENERGY INC COM 655044105 5,291 175,300 SH DFND 4,2,5 143,000 0 32,300
NORDSTROM INC COM 655664100 925 12,900 SH DFND 4,2,5 0 0 12,900
NORFOLK SOUTHERN CORP COM 655844108 264 3,452 SH DFND 2,5 2,822 0 630
NORFOLK SOUTHERN CORP COM 655844108 4,867 63,700 SH DFND 4,2,5 18,000 0 45,700
NORTHEAST UTILITIES COM 30040W108 9,118 180,123 SH DFND 2,5 89,843 0 90,280
NORTHEAST UTILITIES COM 30040W108 50,571 999,040 SH DFND 4,2,5 560,640 0 438,400
NORTHERN TIER ENERGY LP COM UN REPR PART 665826103 624 27,371 SH DFND 2,5 27,371 0 0
NORTHERN TRUST CORP COM 665859104 2,399 35,200 SH DFND 4,2,5 16,600 0 18,600
NORTHRIM BANCORP INC COM 666762109 113 3,900 SH DFND 4,2,5 2,200 0 1,700
NORTHROP GRUMMAN CORP COM 666807102 1,375 8,285 SH DFND 2,5 1,455 0 6,830
NORTHROP GRUMMAN CORP COM 666807102 55,557 334,781 SH DFND 4,2,5 142,861 0 191,920
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 11,403 199,000 SH DFND 2,5 199,000 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 63 1,100 SH DFND 4,2,5 0 0 1,100
NOVADAQ TECHNOLOGIES INC COM 66987G102 6,156 590,200 SH DFND 2,5 590,200 0 0
NOVAVAX INC COM 670002104 2,495 352,899 SH DFND 2,5 352,899 0 0
NOVAVAX INC COM 670002104 1,196 169,200 SH DFND 4,2,5 151,220 0 17,980
NUANCE COMMUNICATIONS INC COM 67020Y100 7,051 430,700 SH DFND 4,2,5 198,900 0 231,800
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,054 3,000,000 PRN DFND 2,5 0 0 0
NUCOR CORP COM 670346105 743 19,788 SH DFND 2,5 19,788 0 0
NUCOR CORP COM 670346105 1,769 47,100 SH DFND 4,2,5 16,100 0 31,000
NUTRACEUTICAL INTERNATIONAL CORP COM 67060Y101 862 36,500 SH DFND 4,2,5 24,000 0 12,500
NUVASIVE INC COM 670704105 7,846 162,719 SH DFND 2,5 162,719 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 9,209 7,000,000 PRN DFND 2,5 0 0 0
NXP SEMICONDUCTORS NV COM N6596X109 18,553 213,079 SH DFND 2,5 211,104 0 1,975
O'REILLY AUTOMOTIVE INC COM 67103H107 16,265 65,060 SH DFND 2,5 65,060 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 25,505 102,020 SH DFND 4,2,5 66,720 0 35,300
OASIS PETROLEUM INC COM 674215108 134 15,400 SH DFND 4,2,5 15,300 0 100
OCCIDENTAL PETROLEUM CORP COM 674599105 10,913 164,975 SH DFND 2,5 126,290 0 38,685
OCCIDENTAL PETROLEUM CORP COM 674599105 21,832 330,040 SH DFND 4,2,5 294,400 0 35,640
OCEAN SHORE HOLDING CO COM 67501R103 8 471 SH DFND 4,2,5 355 0 116
OCEANEERING INTERNATIONAL INC COM 675232102 709 18,061 SH DFND 2,5 18,061 0 0
OCEANEERING INTERNATIONAL INC COM 675232102 424 10,800 SH DFND 4,2,5 3,800 0 7,000
OGE ENERGY CORP COM 670837103 497 18,162 SH DFND 2,5 18,162 0 0
OIL-DRI CORP OF AMERICA COM 677864100 27 1,200 SH DFND 4,2,5 0 0 1,200
OMEGA PROTEIN CORP COM 68210P107 1,349 79,500 SH DFND 4,2,5 55,600 0 23,900
OMNICOM GROUP INC COM 681919106 28,103 426,444 SH DFND 2,5 318,734 0 107,710
OMNICOM GROUP INC COM 681919106 71,908 1,091,161 SH DFND 4,2,5 814,750 0 276,411
ON SEMICONDUCTOR CORP COM 682189105 5,231 556,500 SH DFND 4,2,5 365,300 0 191,200
ONE LIBERTY PROPERTIES INC COM 682406103 614 28,799 SH DFND 4,2,5 17,285 0 11,514
OPEN TEXT CORP COM 683715106 1,471 33,000 SH DFND 2,5 23,800 0 9,200
OPEN TEXT CORP COM 683715106 2,126 47,700 SH DFND 4,2,5 40,400 0 7,300
OPHTHOTECH CORP COM 683745103 8,799 217,153 SH DFND 2,5 217,153 0 0
OPOWER INC COM 68375Y109 265 29,697 SH DFND 2,5 29,697 0 0
ORACLE CORP COM 68389X105 21,693 600,594 SH DFND 2,5 509,770 0 90,824
ORACLE CORP COM 68389X105 70,767 1,959,210 SH DFND 4,2,5 1,182,210 0 777,000
ORTHOFIX INTERNATIONAL NV COM N6748L102 628 18,600 SH DFND 4,2,5 0 0 18,600
OUTERWALL INC COM 690070107 1,232 21,640 SH DFND 4,2,5 7,040 0 14,600
OVERSTOCK.COM INC COM 690370101 88 5,100 SH DFND 4,2,5 5,100 0 0
OWENS & MINOR INC COM 690732102 64 2,000 SH DFND 2,5 0 0 2,000
OWENS & MINOR INC COM 690732102 5,197 162,700 SH DFND 4,2,5 79,800 0 82,900
OWENS CORNING COM 690742101 2,367 56,488 SH DFND 4,2,5 35,100 0 21,388
OWENS-ILLINOIS INC COM NEW 690768403 4,965 239,640 SH DFND 4,2,5 208,490 0 31,150
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 8,244 610,680 SH DFND 2,5 610,680 0 0
OXFORD INDUSTRIES INC COM 691497309 3,118 42,200 SH DFND 4,2,5 21,100 0 21,100
PACCAR INC COM 693718108 2,895 55,500 SH DFND 4,2,5 18,800 0 36,700
PACIFIC ETHANOL INC COM PAR $.001 69423U305 343 52,920 SH DFND 4,2,5 31,520 0 21,400
PACWEST BANCORP COM 695263103 3,138 73,310 SH DFND 4,2,5 15,200 0 58,110
PALO ALTO NETWORKS INC COM 697435105 9,185 53,400 SH DFND 2,5 53,400 0 0
PAN AMERICAN SILVER CORP COM 697900108 3,985 630,026 SH DFND 2,5 630,026 0 0
PANERA BREAD CO CL A 69840W108 6,963 36,000 SH DFND 2,5 36,000 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 453 7,310 SH DFND 2,5 4,140 0 3,170
PAREXEL INTERNATIONAL CORP COM 699462107 642 10,370 SH DFND 4,2,5 10,370 0 0
PARK-OHIO HOLDINGS CORP COM 700666100 9 300 SH DFND 2,5 0 0 300
PARK-OHIO HOLDINGS CORP COM 700666100 111 3,850 SH DFND 4,2,5 3,550 0 300
PARKER-HANNIFIN CORP COM 701094104 25,930 266,500 SH DFND 2,5 174,300 0 92,200
PARKER-HANNIFIN CORP COM 701094104 68,609 705,130 SH DFND 4,2,5 594,090 0 111,040
PATRICK INDUSTRIES INC COM 703343103 1,223 30,980 SH DFND 4,2,5 16,380 0 14,600
PATTERSON COS INC COM 703395103 1,024 23,674 SH DFND 2,5 23,674 0 0
PATTERSON COS INC COM 703395103 8,112 187,570 SH DFND 4,2,5 187,570 0 0
PAYCHEX INC COM 704326107 912 19,156 SH DFND 2,5 19,156 0 0
PAYCHEX INC COM 704326107 9,761 204,937 SH DFND 4,2,5 40,000 0 164,937
PAYPAL HOLDINGS INC COM 70450Y103 3,877 124,900 SH DFND 2,5 124,900 0 0
PAYPAL HOLDINGS INC COM 70450Y103 5,556 179,000 SH DFND 4,2,5 171,100 0 7,900
PC CONNECTION INC COM 69318J100 455 21,950 SH DFND 4,2,5 14,650 0 7,300
PCM INC COM 69323K100 114 12,558 SH DFND 4,2,5 3,796 0 8,762
PDL BIOPHARMA INC COM 69329Y104 41 8,100 SH DFND 2,5 0 0 8,100
PDL BIOPHARMA INC COM 69329Y104 2,828 562,200 SH DFND 4,2,5 225,000 0 337,200
PEBBLEBROOK HOTEL TRUST COM 70509V100 635 17,899 SH DFND 2,5 17,899 0 0
PEMBINA PIPELINE CORP COM 706327103 1,024 42,745 SH DFND 2,5 32,245 0 10,500
PEMBINA PIPELINE CORP COM 706327103 1,260 52,600 SH DFND 4,2,5 45,100 0 7,500
PENN NATIONAL GAMING INC COM 707569109 3,497 208,400 SH DFND 4,2,5 105,000 0 103,400
PENNANTPARK INVESTMENT CORP COM 708062104 89 13,800 SH DFND 4,2,5 0 0 13,800
PENNSYLVANIA REAL ESTATE INVESTMENT TRUS SH BEN INT 709102107 178 9,000 SH DFND 4,2,5 0 0 9,000
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 92 5,930 SH DFND 4,2,5 5,930 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 3,788 78,200 SH DFND 2,5 49,500 0 28,700
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 12,551 259,100 SH DFND 4,2,5 185,700 0 73,400
PENTAIR PLC SHS G7S00T104 1,669 32,700 SH DFND 4,2,5 10,600 0 22,100
PEOPLE'S UNITED FINANCIAL INC COM 712704105 255 16,225 SH DFND 2,5 16,225 0 0
PEOPLES BANCORP OF NORTH CAROLINA INC COM 710577107 25 1,400 SH DFND 4,2,5 0 0 1,400
PEP BOYS-MANNY MOE & JACK/THE COM 713278109 176 14,400 SH DFND 4,2,5 14,400 0 0
PEPSICO INC COM 713448108 12,200 129,374 SH DFND 2,5 80,834 0 48,540
PEPSICO INC COM 713448108 111,620 1,183,670 SH DFND 4,2,5 651,810 0 531,860
PERFICIENT INC COM 71375U101 231 14,990 SH DFND 4,2,5 12,820 0 2,170
PERRY ELLIS INTERNATIONAL INC COM 288853104 1,056 48,090 SH DFND 4,2,5 32,290 0 15,800
PETROCHINA CO LTD SPONSORED ADR 71646E100 4,547 65,230 SH DFND 2,5 48,121 0 17,109
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 21 5,574 SH DFND 2,5 5,574 0 0
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 21 5,574 SH DFND 4,2,5 5,574 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 33 7,500 SH DFND 2,5 0 0 7,500
PFIZER INC COM 717081103 65,880 2,097,412 SH DFND 2,5 1,400,683 0 696,729
PFIZER INC COM 717081103 239,699 7,631,300 SH DFND 4,2,5 5,402,800 0 2,228,500
PG&E CORP COM 69331C108 6,357 120,400 SH DFND 4,2,5 38,800 0 81,600
PHARMERICA CORP COM 71714F104 2,007 70,500 SH DFND 4,2,5 31,400 0 39,100
PHILIP MORRIS INTERNATIONAL INC COM 718172109 15,675 197,589 SH DFND 2,5 152,183 0 45,406
PHILIP MORRIS INTERNATIONAL INC COM 718172109 65,024 819,670 SH DFND 4,2,5 445,970 0 373,700
PHILLIPS 66 COM 718546104 1,802 23,447 SH DFND 2,5 22,727 0 720
PHILLIPS 66 COM 718546104 18,050 234,900 SH DFND 4,2,5 128,000 0 106,900
PHYSICIANS REALTY TRUST COM 71943U104 4,630 306,823 SH DFND 2,5 306,823 0 0
PIER 1 IMPORTS INC COM 720279108 692 100,310 SH DFND 4,2,5 89,610 0 10,700
PILGRIM'S PRIDE CORP COM 72147K108 28 1,340 SH DFND 2,5 0 0 1,340
PILGRIM'S PRIDE CORP COM 72147K108 260 12,530 SH DFND 4,2,5 870 0 11,660
PINNACLE ENTERTAINMENT INC COM 723456109 886 26,193 SH DFND 4,2,5 17,193 0 9,000
PINNACLE FOODS INC COM 72348P104 503 12,000 SH DFND 2,5 12,000 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 1,078 16,807 SH DFND 2,5 16,807 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 2,854 23,460 SH DFND 2,5 19,420 0 4,040
PIONEER NATURAL RESOURCES CO COM 723787107 5,271 43,330 SH DFND 4,2,5 37,240 0 6,090
PLATFORM SPECIALTY PRODUCTS CORP COM 72766Q105 33,382 2,638,931 SH DFND 2,5 0 0 2,638,931
PLUM CREEK TIMBER CO INC COM 729251108 660 16,716 SH DFND 2,5 16,716 0 0
PMC-SIERRA INC COM 69344F106 856 126,500 SH DFND 4,2,5 79,890 0 46,610
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 147 1,647 SH DFND 2,5 1,647 0 0
PNC FINANCIAL SERVICES GROUP INC/THE COM 693475105 28,107 315,100 SH DFND 4,2,5 136,500 0 178,600
POLARIS INDUSTRIES INC COM 731068102 13,845 115,500 SH DFND 2,5 115,500 0 0
PORTLAND GENERAL ELECTRIC CO COM NEW 736508847 0 1 SH DFND 2,5 0 0 1
PORTOLA PHARMACEUTICALS INC COM 737010108 10,012 234,921 SH DFND 2,5 234,921 0 0
POSCO SPONSORED ADR 693483109 361 10,300 SH DFND 2,5 0 0 10,300
POST PROPERTIES INC COM 737464107 3,276 56,203 SH DFND 2,5 56,203 0 0
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 110 5,400 SH DFND 2,5 3,100 0 2,300
POTASH CORP OF SASKATCHEWAN INC COM 73755L107 2,095 102,400 SH DFND 4,2,5 51,700 0 50,700
POTLATCH CORP COM 737630103 169 5,887 SH DFND 2,5 5,887 0 0
POWERSHARES CLEANTECH PORTFOLIO CLEANTECH PORT 73935X278 58 2,210 SH DFND 1,2,5,3 2,210 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 87 4,160 SH DFND 1,2,5,3 4,160 0 0
POWERSHARES DB AGRICULTURE FUND PS DB AGRICUL FD 73936B408 18 866 SH DFND 2,5 866 0 0
POWERSHARES DB BASE METALS FUND DB BASE METALS 73936B705 462 36,350 SH DFND 1,2,5,3 36,350 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 947 62,500 SH DFND 1,2,5,3 62,500 0 0
POWERSHARES DB COMMODITY INDEX TRACKING UNIT BEN INT 73935S105 17 1,152 SH DFND 2,5 1,152 0 0
POWERSHARES DB G10 CURRENCY HARVEST FUND COM UT BEN INT 73935Y102 2,715 122,180 SH DFND 1,2,5,3 122,180 0 0
POWERSHARES DB GOLD FUND DB GOLD FUND 73936B606 5,058 138,260 SH DFND 1,2,5,3 138,260 0 0
POWERSHARES DB SILVER FUND DB SILVER FUND 73936B309 1,827 79,150 SH DFND 1,2,5,3 79,150 0 0
POWERSHARES DWA ENERGY MOMENTUM PORTFOLI ENERGY SEC POR 73935X385 119 3,350 SH DFND 1,2,5,3 3,350 0 0
POWERSHARES DYN ENRG EXP PRO DYN EN EX PROD 73935X658 153 6,640 SH DFND 1,2,5,3 6,640 0 0
POWERSHARES DYN OIL & GAS SV DYN OIL SVCS 73935X625 103 8,380 SH DFND 1,2,5,3 8,380 0 0
POWERSHARES GLOBAL CLEAN ENERGY PORTFOLI GBL CLEAN ENER 73936T615 60 5,650 SH DFND 1,2,5,3 5,650 0 0
POWERSHARES GLOBAL SHORT TER GLBL ST HI YLD 73936Q710 312 13,480 SH DFND 1,2,5,3 13,480 0 0
POWERSHARES MULTI-STRATEGY A ALT MULTI STRG 73935B870 642 28,050 SH DFND 1,2,5,3 28,050 0 0
POWERSHARES S&P 500 BUYWRITE PORTFOLIO S&P 500 BUYWRT 73936G308 1,045 51,770 SH DFND 1,2,5,3 51,770 0 0
POWERSHARES S&P 500 HIGH DIVIDEND PORTFO PWRSHS SP500 LOW 73937B654 284 9,030 SH DFND 1,2,5,3 9,030 0 0
POWERSHARES S&P 500 LOW VOLATILITY PORTF S&P500 LOW VOL 73937B779 269 7,490 SH DFND 1,2,5,3 7,490 0 0
POWERSHARES S&P EMERGING MAR EM MRK LOW VOL 73937B662 289 13,790 SH DFND 1,2,5,3 13,790 0 0
POWERSHARES S&P INTERNATIONA INTL DEV LOWVL 73937B688 674 23,770 SH DFND 1,2,5,3 23,770 0 0
POWERSHARES S&P MIDCAP LOW V S&P400 LOVL PT 73937B647 354 10,910 SH DFND 1,2,5,3 10,910 0 0
POWERSHARES S&P SMALLCAP ENERGY PORTFOLI S&P SMCP ENE P 73937B704 196 12,180 SH DFND 1,2,5,3 12,180 0 0
POWERSHARES S&P SMALLCAP LOW S&P600 LOVL PT 73937B639 172 5,320 SH DFND 1,2,5,3 5,320 0 0
POWERSHARES WILDERHILL CLEAN ENERGY PORT WNDRHLL CLN EN 73935X500 56 13,640 SH DFND 1,2,5,3 13,640 0 0
POWERSHARES WILDERHILL PROGR WILDERHILL PRO 73935X161 56 2,880 SH DFND 1,2,5,3 2,880 0 0
PPG INDUSTRIES INC COM 693506107 219 2,498 SH DFND 2,5 2,042 0 456
PPG INDUSTRIES INC COM 693506107 7,497 85,500 SH DFND 4,2,5 18,900 0 66,600
PPL CORP COM 69351T106 15,274 464,400 SH DFND 4,2,5 110,000 0 354,400
PRA GROUP INC COM 69354N106 4,387 82,900 SH DFND 4,2,5 43,900 0 39,000
PRAXAIR INC COM 74005P104 3,181 31,227 SH DFND 2,5 31,227 0 0
PRAXAIR INC COM 74005P104 23,351 229,246 SH DFND 4,2,5 88,000 0 141,246
PRECISION CASTPARTS CORP COM 740189105 4,127 17,966 SH DFND 2,5 17,118 0 848
PRECISION CASTPARTS CORP COM 740189105 4,342 18,900 SH DFND 4,2,5 5,100 0 13,800
PRECISION DRILLING CORP COM 2010 74022D308 481 130,608 SH DFND 2,5 130,608 0 0
PRECISION DRILLING CORP COM 2010 74022D308 3 800 SH DFND 4,2,5 800 0 0
PREFORMED LINE PRODUCTS CO COM 740444104 525 14,133 SH DFND 4,2,5 10,392 0 3,741
PREMIER FINANCIAL BANCORP INC COM 74050M105 547 38,400 SH DFND 4,2,5 26,350 0 12,050
PREMIERE GLOBAL SERVICES INC COM 740585104 197 14,331 SH DFND 4,2,5 14,331 0 0
PRICELINE GROUP INC/THE COM NEW 741503403 56,809 45,930 SH DFND 2,5 45,856 0 74
PRICELINE GROUP INC/THE COM NEW 741503403 23,568 19,055 SH DFND 4,2,5 9,655 0 9,400
PRICELINE GROUP INC/THE NOTE 1.000% 3/1 741503AQ9 40,763 29,000,000 PRN DFND 2,5 0 0 0
PRIMEENERGY CORP COM 74158E104 30 400 SH DFND 4,2,5 130 0 270
PRIMERO MINING CORP COM 74164W106 55 23,800 SH DFND 4,2,5 23,800 0 0
PROCTER & GAMBLE CO COM 742718109 24,470 340,138 SH DFND 2,5 262,451 0 77,687
PROCTER & GAMBLE CO COM 742718109 103,641 1,440,660 SH DFND 4,2,5 867,630 0 573,030
PROGRESSIVE CORP/THE COM 743315103 1,638 53,445 SH DFND 2,5 53,445 0 0
PROGRESSIVE CORP/THE COM 743315103 738 24,100 SH DFND 4,2,5 20,900 0 3,200
PROGRESSIVE WASTE SOLUTIONS LTD COM 74339G101 321 12,200 SH DFND 4,2,5 5,400 0 6,800
PROLOGIS INC COM 74340W103 10,402 267,398 SH DFND 2,5 252,978 0 14,420
PROLOGIS INC COM 74340W103 7,147 183,724 SH DFND 4,2,5 177,724 0 6,000
PROOFPOINT INC COM 743424103 12,522 207,600 SH DFND 2,5 207,600 0 0
PROTHENA CORP PLC SHS G72800108 7,788 171,776 SH DFND 2,5 171,776 0 0
PROTHENA CORP PLC SHS G72800108 458 10,100 SH DFND 4,2,5 8,760 0 1,340
PROVIDENT FINANCIAL HOLDINGS INC COM 743868101 10 600 SH DFND 4,2,5 600 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 696 9,138 SH DFND 2,5 8,381 0 757
PRUDENTIAL FINANCIAL INC COM 744320102 5,479 71,900 SH DFND 4,2,5 68,900 0 3,000
PTC INC COM 69370C100 5,428 171,000 SH DFND 2,5 171,000 0 0
PTC THERAPEUTICS INC COM 69366J200 1,858 69,581 SH DFND 2,5 69,581 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC COM 744573106 11,754 278,800 SH DFND 4,2,5 69,000 0 209,800
PUBLIC STORAGE COM 74460D109 5,926 28,001 SH DFND 2,5 21,891 0 6,110
PUBLIC STORAGE COM 74460D109 12,803 60,495 SH DFND 4,2,5 52,795 0 7,700
PVH CORP COM 693656100 1,723 16,900 SH DFND 4,2,5 4,400 0 12,500
QAD INC CL B 74727D207 54 2,500 SH DFND 4,2,5 2,500 0 0
QCR HOLDINGS INC COM 74727A104 11 499 SH DFND 4,2,5 0 0 499
QEP RESOURCES INC COM 74733V100 38 3,062 SH DFND 2,5 3,062 0 0
QIAGEN NV REG SHS N72482107 9,761 378,327 SH DFND 2,5 378,327 0 0
QLIK TECHNOLOGIES INC COM 74733T105 9,495 260,500 SH DFND 2,5 260,500 0 0
QLOGIC CORP COM 747277101 2,391 233,300 SH DFND 4,2,5 115,000 0 118,300
QORVO INC COM 74736K101 41 900 SH DFND 4,2,5 900 0 0
QUALCOMM INC COM 747525103 50,424 938,468 SH DFND 2,5 922,154 0 16,314
QUALCOMM INC COM 747525103 36,754 684,050 SH DFND 4,2,5 365,150 0 318,900
QUANTA SERVICES INC COM 74762E102 26,415 1,091,078 SH DFND 2,5 1,091,078 0 0
QUEST DIAGNOSTICS INC COM 74834L100 18,579 302,244 SH DFND 2,5 193,470 0 108,774
QUEST DIAGNOSTICS INC COM 74834L100 52,610 855,860 SH DFND 4,2,5 672,170 0 183,690
QUESTAR CORP COM 748356102 128 6,600 SH DFND 4,2,5 0 0 6,600
QUNAR CAYMAN ISLANDS LTD SPNS ADR CL B 74906P104 150 5,000 SH DFND 2,5 5,000 0 0
RACKSPACE HOSTING INC COM 750086100 2,122 86,000 SH DFND 2,5 86,000 0 0
RADIAN GROUP INC COM 750236101 2,956 185,800 SH DFND 4,2,5 145,100 0 40,700
RADNET INC COM 750491102 95 17,040 SH DFND 4,2,5 17,040 0 0
RADWARE LTD ORD M81873107 3,951 243,000 SH DFND 2,5 243,000 0 0
RALPH LAUREN CORP CL A 751212101 295 2,500 SH DFND 4,2,5 0 0 2,500
RANGE RESOURCES CORP COM 75281A109 1,452 45,216 SH DFND 2,5 45,216 0 0
RAPTOR PHARMACEUTICAL CORP COM 75382F106 3,698 611,202 SH DFND 2,5 611,202 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,376 27,723 SH DFND 2,5 27,723 0 0
RAYTHEON CO COM NEW 755111507 78 713 SH DFND 2,5 583 0 130
RAYTHEON CO COM NEW 755111507 29,282 268,000 SH DFND 4,2,5 100,400 0 167,600
RCI HOSPITALITY HOLDINGS INC COM 74934Q108 567 54,400 SH DFND 4,2,5 39,500 0 14,900
READING INTERNATIONAL INC CL A 755408101 1,045 82,500 SH DFND 4,2,5 60,100 0 22,400
REALNETWORKS INC COM NEW 75605L708 320 78,153 SH DFND 4,2,5 48,255 0 29,898
REALTY INCOME CORP COM 756109104 10,606 223,800 SH DFND 4,2,5 222,300 0 1,500
RED HAT INC COM 756577102 4,672 65,000 SH DFND 2,5 65,000 0 0
RED ROBIN GOURMET BURGERS INC COM 75689M101 371 4,900 SH DFND 4,2,5 4,310 0 590
REGAL BELOIT CORP COM 758750103 102 1,800 SH DFND 4,2,5 0 0 1,800
REGAL ENTERTAINMENT GROUP CL A 758766109 3,020 161,600 SH DFND 2,5 104,100 0 57,500
REGAL ENTERTAINMENT GROUP CL A 758766109 10,618 568,100 SH DFND 4,2,5 372,200 0 195,900
REGENCY CENTERS CORP COM 758849103 359 5,783 SH DFND 2,5 5,783 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 43,002 92,449 SH DFND 2,5 92,449 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 6,605 14,200 SH DFND 4,2,5 10,600 0 3,600
REGULUS THERAPEUTICS INC COM 75915K101 6,063 927,022 SH DFND 2,5 927,022 0 0
REINSURANCE GROUP OF AMERICA INC COM NEW 759351604 944 10,424 SH DFND 2,5 10,424 0 0
RELYPSA INC COM 759531106 5,660 305,762 SH DFND 2,5 305,762 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,502 14,123 SH DFND 2,5 8,223 0 5,900
RENAISSANCERE HOLDINGS LTD COM G7496G103 1,959 18,426 SH DFND 4,2,5 11,800 0 6,626
REPUBLIC BANCORP INC/KY CL A 760281204 28 1,133 SH DFND 4,2,5 0 0 1,133
REPUBLIC SERVICES INC COM 760759100 21,289 516,720 SH DFND 2,5 334,340 0 182,380
REPUBLIC SERVICES INC COM 760759100 64,467 1,564,730 SH DFND 4,2,5 1,126,610 0 438,120
RESOURCE AMERICA INC CL A 761195205 382 57,394 SH DFND 4,2,5 40,964 0 16,430
RESTORATION HARDWARE HOLDINGS INC COM 761283100 17,729 190,000 SH DFND 2,5 190,000 0 0
RETAILMENOT INC COM SER 1 76132B106 300 36,400 SH DFND 4,2,5 36,400 0 0
RETROPHIN INC COM 761299106 63 3,100 SH DFND 4,2,5 3,100 0 0
REVLON INC CL A NEW 761525609 546 18,525 SH DFND 4,2,5 9,330 0 9,195
REX AMERICAN RESOURCES CORP COM 761624105 420 8,305 SH DFND 2,5 8,305 0 0
REX AMERICAN RESOURCES CORP COM 761624105 201 3,970 SH DFND 4,2,5 1,950 0 2,020
REYNOLDS AMERICAN INC COM 761713106 38,013 858,669 SH DFND 2,5 577,539 0 281,130
REYNOLDS AMERICAN INC COM 761713106 112,520 2,541,676 SH DFND 4,2,5 2,029,290 0 512,386
RIGEL PHARMACEUTICALS INC COM NEW 766559603 4,879 1,975,475 SH DFND 2,5 1,975,475 0 0
RITE AID CORP COM 767754104 11,191 1,843,690 SH DFND 2,5 1,175,420 0 668,270
RITE AID CORP COM 767754104 29,605 4,877,225 SH DFND 4,2,5 3,545,055 0 1,332,170
RLJ LODGING TRUST COM 74965L101 249 9,867 SH DFND 2,5 9,867 0 0
RLJ LODGING TRUST COM 74965L101 6,113 241,900 SH DFND 4,2,5 120,200 0 121,700
ROADRUNNER TRANSPORTATION SYSTEMS INC COM 76973Q105 765 41,600 SH DFND 4,2,5 7,300 0 34,300
ROCKWELL AUTOMATION INC COM 773903109 360 3,545 SH DFND 2,5 3,545 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,837 67,384 SH DFND 4,2,5 16,400 0 50,984
ROCKWELL COLLINS INC COM 774341101 1,260 15,400 SH DFND 2,5 12,900 0 2,500
ROCKWELL COLLINS INC COM 774341101 20,319 248,279 SH DFND 4,2,5 169,979 0 78,300
ROCKY BRANDS INC COM 774515100 558 39,300 SH DFND 4,2,5 27,800 0 11,500
ROGERS COMMUNICATIONS INC CL B 775109200 638 18,600 SH DFND 2,5 18,600 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 8,073 235,400 SH DFND 4,2,5 55,500 0 179,900
ROPER TECHNOLOGIES INC COM 776696106 59,202 377,804 SH DFND 2,5 370,534 0 7,270
ROPER TECHNOLOGIES INC COM 776696106 10,029 64,000 SH DFND 4,2,5 10,700 0 53,300
ROSETTA STONE INC COM 777780107 49 7,251 SH DFND 4,2,5 6,101 0 1,150
ROSS STORES INC COM 778296103 29,261 603,700 SH DFND 4,2,5 409,900 0 193,800
ROVI CORP COM 779376102 2,667 254,200 SH DFND 4,2,5 124,100 0 130,100
ROYAL BANK OF CANADA COM 780087102 18,543 336,904 SH DFND 2,5 231,656 0 105,248
ROYAL BANK OF CANADA COM 780087102 59,331 1,078,000 SH DFND 4,2,5 487,300 0 590,700
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 54,769 614,763 SH DFND 2,5 614,763 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 241 2,700 SH DFND 4,2,5 0 0 2,700
RPX CORP COM 74972G103 1,124 81,900 SH DFND 4,2,5 71,600 0 10,300
RR DONNELLEY & SONS CO COM 257867101 220 15,100 SH DFND 4,2,5 0 0 15,100
RTI SURGICAL INC COM 74975N105 406 71,400 SH DFND 4,2,5 24,700 0 46,700
RUSH ENTERPRISES INC CL A 781846209 290 11,971 SH DFND 4,2,5 11,971 0 0
RYDER SYSTEM INC COM 783549108 22 300 SH DFND 2,5 0 0 300
RYDER SYSTEM INC COM 783549108 12,935 174,700 SH DFND 4,2,5 152,250 0 22,450
S&P 500 TR 1988 CORE S&P500 ETF 464287200 51,360 266,517 SH DFND 1,2,5,3 266,517 0 0
S&P TOTAL RETURN INDEX TR UNIT 78462F103 2,653 13,846 SH DFND 2,5 13,846 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 182 7,832 SH DFND 2,5 7,832 0 0
SALESFORCE.COM INC COM 79466L302 57,054 821,752 SH DFND 2,5 820,175 0 1,577
SALESFORCE.COM INC COM 79466L302 6,075 87,500 SH DFND 4,2,5 83,400 0 4,100
SALESFORCE.COM INC NOTE 0.250% 4/0 79466LAD6 15,925 13,000,000 PRN DFND 2,5 0 0 0
SANDERSON FARMS INC COM 800013104 384 5,600 SH DFND 2,5 4,000 0 1,600
SANDERSON FARMS INC COM 800013104 2,335 34,050 SH DFND 4,2,5 10,600 0 23,450
SANDISK CORP NOTE 0.500%10/1 80004CAF8 7,261 7,500,000 PRN DFND 2,5 0 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 14 700 SH DFND 4,2,5 700 0 0
SAUL CENTERS INC COM 804395101 1,570 30,344 SH DFND 2,5 30,344 0 0
SBA COMMUNICATIONS CORP COM 78388J106 786 7,500 SH DFND 2,5 7,500 0 0
SCANA CORP COM 80589M102 9,491 168,704 SH DFND 2,5 116,534 0 52,170
SCANA CORP COM 80589M102 29,496 524,283 SH DFND 4,2,5 436,953 0 87,330
SCHLUMBERGER LTD COM 806857108 13,089 189,779 SH DFND 2,5 124,590 0 65,189
SCHLUMBERGER LTD COM 806857108 42,892 621,900 SH DFND 4,2,5 465,000 0 156,900
SCICLONE PHARMACEUTICALS INC COM 80862K104 345 49,668 SH DFND 4,2,5 31,668 0 18,000
SCIENCE APPLICATIONS INTERNATIONAL CORP COM 808625107 233 5,800 SH DFND 4,2,5 0 0 5,800
SCORPIO TANKERS INC SHS Y7542C106 892 97,300 SH DFND 4,2,5 70,350 0 26,950
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,750 83,711 SH DFND 2,5 83,711 0 0
SEARS CANADA INC COM 81234D109 82 12,700 SH DFND 4,2,5 11,400 0 1,300
SEATTLE GENETICS INC COM 812578102 13,744 356,420 SH DFND 2,5 356,420 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 207 11,621 SH DFND 2,5 11,621 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 2,896 162,600 SH DFND 4,2,5 82,490 0 80,110
SEI INVESTMENTS CO COM 784117103 1,650 34,207 SH DFND 2,5 34,207 0 0
SELECT COMFORT CORP COM 81616X103 3,030 138,500 SH DFND 4,2,5 70,100 0 68,400
SELECT INCOME REIT COM SH BEN INT 81618T100 989 52,020 SH DFND 4,2,5 38,020 0 14,000
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 95 8,800 SH DFND 2,5 0 0 8,800
SELECT MEDICAL HOLDINGS CORP COM 81619Q105 764 70,820 SH DFND 4,2,5 28,920 0 41,900
SEMPRA ENERGY COM 816851109 18,667 193,000 SH DFND 4,2,5 45,000 0 148,000
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 348 21,500 SH DFND 2,5 21,500 0 0
SENIOR HOUSING PROPERTIES TRUST SH BEN INT 81721M109 6,312 389,600 SH DFND 4,2,5 197,000 0 192,600
SERVICENOW INC COM 81762P102 17,897 257,700 SH DFND 2,5 257,700 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 5,323 276,200 SH DFND 2,5 215,300 0 60,900
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12,069 626,200 SH DFND 4,2,5 401,700 0 224,500
SHERWIN-WILLIAMS CO/THE COM 824348106 13,233 59,400 SH DFND 4,2,5 11,100 0 48,300
SHINHAN FINANCIAL GROUP CO LTD SPN ADR RESTRD 824596100 515 14,800 SH DFND 2,5 0 0 14,800
SIGMA DESIGNS INC COM 826565103 523 75,900 SH DFND 4,2,5 34,100 0 41,800
SIGNATURE BANK/NEW YORK NY COM 82669G104 12,449 90,500 SH DFND 2,5 90,500 0 0
SILGAN HOLDINGS INC COM 827048109 3,841 73,800 SH DFND 4,2,5 30,450 0 43,350
SILICON GRAPHICS INTERNATIONAL CORP COM 82706L108 56 14,170 SH DFND 4,2,5 14,170 0 0
SILVER STANDARD RESOURCES INC COM 82823L106 6,325 974,779 SH DFND 2,5 974,779 0 0
SILVER WHEATON CORP COM 828336107 3,526 294,690 SH DFND 2,5 294,690 0 0
SIMON PROPERTY GROUP INC COM 828806109 21,705 118,140 SH DFND 2,5 102,114 0 16,026
SIMON PROPERTY GROUP INC COM 828806109 26,612 144,850 SH DFND 4,2,5 137,150 0 7,700
SJW CORP COM 784305104 12 400 SH DFND 2,5 0 0 400
SJW CORP COM 784305104 58 1,900 SH DFND 4,2,5 0 0 1,900
SK TELECOM CO LTD SPONSORED ADR 78440P108 149 6,100 SH DFND 2,5 0 0 6,100
SKECHERS U.S.A. INC CL A 830566105 9,774 72,900 SH DFND 2,5 47,800 0 25,100
SKECHERS U.S.A. INC CL A 830566105 31,261 233,150 SH DFND 4,2,5 165,500 0 67,650
SKYWEST INC COM 830879102 150 9,000 SH DFND 4,2,5 9,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,026 12,187 SH DFND 2,5 12,187 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 11,419 135,600 SH DFND 4,2,5 125,850 0 9,750
SL GREEN REALTY CORP COM 78440X101 1,970 18,214 SH DFND 2,5 18,214 0 0
SL GREEN REALTY CORP COM 78440X101 735 6,800 SH DFND 4,2,5 0 0 6,800
SL INDUSTRIES INC COM 784413106 222 6,518 SH DFND 4,2,5 3,538 0 2,980
SLM CORP COM 78442P106 221 29,900 SH DFND 4,2,5 0 0 29,900
SMITH & WESSON HOLDING CORP COM 831756101 2,618 155,200 SH DFND 4,2,5 76,800 0 78,400
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 19 1,300 SH DFND 2,5 1,300 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPON ADR SER B 833635105 19 1,300 SH DFND 4,2,5 1,300 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 91 6,605 SH DFND 2,5 6,605 0 0
SOLAR CAPITAL LTD COM 83413U100 62 3,900 SH DFND 4,2,5 0 0 3,900
SONIC AUTOMOTIVE INC CL A 83545G102 242 11,830 SH DFND 4,2,5 5,430 0 6,400
SONIC CORP COM 835451105 767 33,400 SH DFND 4,2,5 16,580 0 16,820
SOUTHERN CO/THE COM 842587107 1,834 41,019 SH DFND 2,5 37,861 0 3,158
SOUTHERN CO/THE COM 842587107 37,351 835,600 SH DFND 4,2,5 284,600 0 551,000
SOUTHERN COPPER CORP COM 84265V105 6,196 231,879 SH DFND 2,5 179,156 0 52,723
SOUTHERN MISSOURI BANCORP INC COM 843380106 97 4,632 SH DFND 4,2,5 4,352 0 280
SOUTHWEST GAS CORP COM 844895102 822 14,100 SH DFND 4,2,5 0 0 14,100
SOUTHWESTERN ENERGY CO COM 845467109 85 6,664 SH DFND 2,5 6,664 0 0
SPARK THERAPEUTICS INC COM 84652J103 6,916 165,722 SH DFND 2,5 165,722 0 0
SPARTANNASH CO COM 847215100 2,726 105,450 SH DFND 4,2,5 50,500 0 54,950
SPDR BARCLAYS CONVERTIBLE SECURITIES ETF BRC CNV SECS ETF 78464A359 3,950 88,320 SH DFND 1,2,5,3 88,320 0 0
SPDR BARCLAYS HIGH YIELD BOND ETF BRC HGH YLD BD 78464A417 4,728 132,575 SH DFND 1,2,5,3 132,575 0 0
SPDR BARCLAYS SHORT TERM HIGH YIELD BOND SHT TRM HGH YLD 78468R408 1,051 39,000 SH DFND 1,2,5,3 39,000 0 0
SPDR DB INTL GOV INFL-PROT DB INT GVT ETF 78464A490 845 16,240 SH DFND 1,2,5,3 16,240 0 0
SPDR EURO STOXX 50 ETF EURO STOXX 50 78463X202 676 19,964 SH DFND 1,2,5,3 19,964 0 0
SPDR GOLD SHARES GOLD SHS 78463V107 18 166 SH DFND 2,5 166 0 0
SPDR NUVEEN S&P HIGH YIELD MUNICIPAL BON NUV HGHYLD MUN 78464A284 148 2,620 SH DFND 1,2,5,3 2,620 0 0
SPDR RUSSELL 1000 LOW VOLATILITY ETF RUSS1000LOWVOL 78468R804 285 4,130 SH DFND 1,2,5,3 4,130 0 0
SPDR RUSSELL 2000 LOW VOLATILITY ETF RUSS2000 LOVOL 78468R887 169 2,350 SH DFND 1,2,5,3 2,350 0 0
SPDR S&P 400 MID CAP VALUE ETF S&P 400 MDCP VAL 78464A839 1,770 23,094 SH DFND 1,2,5,3 23,094 0 0
SPDR S&P EMERGING ASIA PACIFIC ETF ASIA PACIF ETF 78463X301 3,811 52,429 SH DFND 1,2,5,3 52,429 0 0
SPDR S&P EMERGING EUROPE ETF EUROPE ETF 78463X608 287 11,967 SH DFND 1,2,5,3 11,967 0 0
SPDR S&P EMERGING MARKETS SMALLCAP ETF S&P EMKTSC ETF 78463X756 1,512 40,900 SH DFND 1,2,5,3 40,900 0 0
SPDR S&P INTERNATIONAL ENERGY SECTOR ETF INTL ENRGY ETF 78463X715 17 1,100 SH DFND 1,2,5,3 1,100 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES OILGAS EQUIP 78464A748 101 5,690 SH DFND 1,2,5,3 5,690 0 0
SPDR S&P OIL & GAS EXPLORATI S&P OILGAS EXP 78464A730 156 4,740 SH DFND 1,2,5,3 4,740 0 0
SPECTRA ENERGY CORP COM 847560109 14,881 566,470 SH DFND 4,2,5 242,370 0 324,100
SPECTRANETICS CORP/THE COM 84760C107 3,039 257,770 SH DFND 2,5 257,770 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 860 47,660 SH DFND 4,2,5 26,040 0 21,620
SPIRIT AIRLINES INC COM 848577102 210 4,449 SH DFND 2,5 4,449 0 0
SPIRIT REALTY CAPITAL INC COM 84860W102 5,960 652,120 SH DFND 4,2,5 293,120 0 359,000
SPLUNK INC COM 848637104 6,255 113,000 SH DFND 2,5 113,000 0 0
ST JUDE MEDICAL INC COM 790849103 19,131 303,238 SH DFND 2,5 285,938 0 17,300
ST JUDE MEDICAL INC COM 790849103 31,110 493,100 SH DFND 4,2,5 331,000 0 162,100
STAMPS.COM INC COM NEW 852857200 2,723 36,786 SH DFND 4,2,5 19,200 0 17,586
STANLEY BLACK & DECKER INC COM 854502101 4,248 43,800 SH DFND 4,2,5 10,900 0 32,900
STANTEC INC COM 85472N109 176 8,100 SH DFND 4,2,5 3,300 0 4,800
STAPLES INC COM 855030102 2,800 238,700 SH DFND 2,5 46,700 0 192,000
STAPLES INC COM 855030102 18,833 1,605,524 SH DFND 4,2,5 1,413,000 0 192,524
STARBUCKS CORP COM 855244109 65,729 1,156,386 SH DFND 2,5 1,076,794 0 79,592
STARBUCKS CORP COM 855244109 74,580 1,312,110 SH DFND 4,2,5 805,370 0 506,740
STARTEK INC COM 85569C107 13 3,994 SH DFND 4,2,5 3,994 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 1,109 16,688 SH DFND 2,5 16,688 0 0
STARZ COM SER A 85571Q102 653 17,500 SH DFND 2,5 17,500 0 0
STATE STREET CORP COM 857477103 1,904 28,334 SH DFND 2,5 27,582 0 752
STATE STREET CORP COM 857477103 9,053 134,700 SH DFND 4,2,5 71,300 0 63,400
STEELCASE INC CL A 858155203 3,456 187,750 SH DFND 4,2,5 94,400 0 93,350
STEPAN CO COM 858586100 707 16,991 SH DFND 4,2,5 0 0 16,991
STERICYCLE INC COM 858912108 27,095 194,493 SH DFND 2,5 185,285 0 9,208
STERICYCLE INC COM 858912108 9,194 66,000 SH DFND 4,2,5 11,300 0 54,700
STERLING BANCORP/DE COM 85917A100 409 27,500 SH DFND 4,2,5 27,500 0 0
STEVEN MADDEN LTD COM 556269108 267 7,300 SH DFND 4,2,5 0 0 7,300
STIFEL FINANCIAL CORP COM 860630102 9,262 220,000 SH DFND 2,5 220,000 0 0
STONERIDGE INC COM 86183P102 184 14,900 SH DFND 4,2,5 7,810 0 7,090
STRATUS PROPERTIES INC COM NEW 863167201 425 27,408 SH DFND 4,2,5 19,178 0 8,230
STRAYER EDUCATION INC COM 863236105 338 6,150 SH DFND 4,2,5 4,600 0 1,550
STRYKER CORP COM 863667101 13,476 143,211 SH DFND 2,5 143,211 0 0
STRYKER CORP COM 863667101 15,301 162,600 SH DFND 4,2,5 63,800 0 98,800
SUMMIT HOTEL PROPERTIES INC COM 866082100 2,366 202,700 SH DFND 4,2,5 103,500 0 99,200
SUMMIT THERAPEUTICS-SPON ADR SPONS ADS 86627R102 3,916 376,205 SH DFND 2,5 376,205 0 0
SUN LIFE FINANCIAL INC COM 866796105 690 21,500 SH DFND 2,5 18,100 0 3,400
SUN LIFE FINANCIAL INC COM 866796105 928 28,900 SH DFND 4,2,5 25,200 0 3,700
SUNCOR ENERGY INC COM 867224107 5,366 201,590 SH DFND 2,5 152,133 0 49,457
SUNCOR ENERGY INC COM 867224107 6,706 251,900 SH DFND 4,2,5 207,800 0 44,100
SUNOPTA INC COM 8676EP108 52 10,700 SH DFND 4,2,5 10,700 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 3,714 280,750 SH DFND 2,5 190,510 0 90,240
SUNSTONE HOTEL INVESTORS INC COM 867892101 12,126 916,529 SH DFND 4,2,5 726,536 0 189,993
SUNTRUST BANKS INC COM 867914103 111 2,900 SH DFND 4,2,5 0 0 2,900
SUPERIOR ENERGY SERVICES INC COM 868157108 14 1,100 SH DFND 4,2,5 300 0 800
SUPERIOR UNIFORM GROUP INC COM 868358102 832 46,376 SH DFND 4,2,5 29,952 0 16,424
SUPERVALU INC COM 868536103 4,864 677,500 SH DFND 4,2,5 322,800 0 354,700
SWIFT TRANSPORTATION CO CL A 87074U101 3,428 228,200 SH DFND 4,2,5 107,600 0 120,600
SYKES ENTERPRISES INC COM 871237103 2,884 113,100 SH DFND 4,2,5 53,200 0 59,900
SYMANTEC CORP COM 871503108 26,145 1,342,820 SH DFND 2,5 893,850 0 448,970
SYMANTEC CORP COM 871503108 70,734 3,632,994 SH DFND 4,2,5 2,978,094 0 654,900
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,850 56,400 SH DFND 2,5 56,400 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,053 6,000,000 PRN DFND 2,5 0 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 188 35,460 SH DFND 2,5 35,460 0 0
SYNERGY PHARMACEUTICALS INC COM NEW 871639308 435 82,000 SH DFND 4,2,5 35,820 0 46,180
SYNERGY RESOURCES CORP COM 87164P103 715 72,990 SH DFND 2,5 72,990 0 0
SYNNEX CORP COM 87162W100 703 8,270 SH DFND 4,2,5 5,670 0 2,600
SYNOPSYS INC COM 871607107 13,300 288,013 SH DFND 2,5 198,613 0 89,400
SYNOPSYS INC COM 871607107 36,056 780,762 SH DFND 4,2,5 538,200 0 242,562
SYNTEL INC COM 87162H103 569 12,550 SH DFND 4,2,5 6,550 0 6,000
SYNUTRA INTERNATIONAL INC COM 87164C102 108 22,746 SH DFND 4,2,5 22,746 0 0
SYSCO CORP COM 871829107 859 22,048 SH DFND 2,5 22,048 0 0
SYSCO CORP COM 871829107 14,793 379,600 SH DFND 4,2,5 76,500 0 303,100
T ROWE PRICE GROUP INC COM 74144T108 10,048 144,571 SH DFND 4,2,5 34,400 0 110,171
TAHOE RESOURCES INC COM 873868103 32 4,100 SH DFND 4,2,5 4,100 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING CO LT SPONSORED ADR 874039100 6,680 321,921 SH DFND 2,5 0 0 321,921
TALEN ENERGY CORP COM 87422J105 52 5,195 SH DFND 4,2,5 0 0 5,195
TARGA RESOURCES CORP COM 87612G101 376 7,299 SH DFND 2,5 7,299 0 0
TARGET CORP COM 87612E106 463 5,880 SH DFND 2,5 4,906 0 974
TARGET CORP COM 87612E106 13,726 174,500 SH DFND 4,2,5 105,200 0 69,300
TASER INTERNATIONAL INC COM 87651B104 363 16,500 SH DFND 4,2,5 0 0 16,500
TATA MOTORS LTD SPONSORED ADR 876568502 1,283 57,028 SH DFND 2,5 52,828 0 4,200
TAYLOR MORRISON HOME CORP CL A 87724P106 1,344 72,000 SH DFND 4,2,5 36,820 0 35,180
TCF FINANCIAL CORP COM 872275102 4,120 271,800 SH DFND 4,2,5 161,400 0 110,400
TCP CAPITAL CORP COM 87238Q103 11,487 847,115 SH DFND 2,5 0 0 847,115
TD AMERITRADE HOLDING CORP COM 87236Y108 18,417 578,414 SH DFND 2,5 574,311 0 4,103
TEAM INC COM 878155100 989 30,800 SH DFND 4,2,5 26,900 0 3,900
TECHNOLOGY SELECT SECTOR SPDR FUND TECHNOLOGY 81369Y803 52,164 1,320,600 SH DFND 1,2,5,3 1,320,600 0 0
TECK RESOURCES LTD CL B 878742204 41 8,531 SH DFND 2,5 4,000 0 4,531
TECK RESOURCES LTD CL B 878742204 129 27,100 SH DFND 4,2,5 8,800 0 18,300
TEEKAY TANKERS LTD CL A Y8565N102 639 92,636 SH DFND 2,5 91,236 0 1,400
TEEKAY TANKERS LTD CL A Y8565N102 1,593 230,900 SH DFND 4,2,5 136,600 0 94,300
TEGNA INC COM 87901J105 391 17,473 SH DFND 2,5 15,473 0 2,000
TEGNA INC COM 87901J105 11,371 507,840 SH DFND 4,2,5 320,100 0 187,740
TELECOMMUNICATION SYSTEMS INC CL A 87929J103 207 60,163 SH DFND 4,2,5 49,093 0 11,070
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 29 3,200 SH DFND 2,5 0 0 3,200
TELEKOMUNIKASI INDONESIA PERSERO TBK PT SPONSORED ADR 715684106 328 9,200 SH DFND 2,5 0 0 9,200
TELENAV INC COM 879455103 1,023 131,000 SH DFND 4,2,5 90,700 0 40,300
TENARIS SA SPONSORED ADR 88031M109 1,492 61,892 SH DFND 2,5 61,892 0 0
TENNECO INC COM 880349105 2,371 52,950 SH DFND 4,2,5 16,150 0 36,800
TERADATA CORP COM 88076W103 15,913 549,490 SH DFND 4,2,5 420,300 0 129,190
TESLA MOTORS INC COM 88160R101 199 800 SH DFND 4,2,5 300 0 500
TESORO CORP COM 881609101 25,776 265,079 SH DFND 2,5 180,279 0 84,800
TESORO CORP COM 881609101 56,454 580,560 SH DFND 4,2,5 494,590 0 85,970
TEVA PHARMACEUTICAL FINANCE CO LLC DBCV 0.250% 2/0 88163VAE9 33,906 25,000,000 PRN DFND 2,5 0 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD ADR 881624209 11,244 199,150 SH DFND 2,5 199,150 0 0
TEXAS INSTRUMENTS INC COM 882508104 5,931 119,776 SH DFND 2,5 118,112 0 1,664
TEXAS INSTRUMENTS INC COM 882508104 25,141 507,700 SH DFND 4,2,5 235,800 0 271,900
TEXAS ROADHOUSE INC COM 882681109 6,257 168,200 SH DFND 2,5 168,200 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 35 3,200 SH DFND 4,2,5 0 0 3,200
THERMO FISHER SCIENTIFIC INC COM 883556102 24,130 197,330 SH DFND 2,5 191,318 0 6,012
THERMO FISHER SCIENTIFIC INC COM 883556102 12,986 106,200 SH DFND 4,2,5 68,300 0 37,900
THIRD POINT REINSURANCE LTD COM G8827U100 1,488 110,639 SH DFND 4,2,5 94,619 0 16,020
THOMSON REUTERS CORP COM 884903105 576 14,400 SH DFND 2,5 14,400 0 0
THOMSON REUTERS CORP COM 884903105 11,831 295,700 SH DFND 4,2,5 55,700 0 240,000
THOR INDUSTRIES INC COM 885160101 183 3,536 SH DFND 2,5 3,536 0 0
THRESHOLD PHARMACEUTICALS INC COM NEW 885807206 7,205 1,770,218 SH DFND 2,5 1,770,218 0 0
TIME WARNER CABLE INC COM 88732J207 426 2,374 SH DFND 2,5 2,056 0 318
TIME WARNER CABLE INC COM 88732J207 8,072 45,000 SH DFND 4,2,5 43,200 0 1,800
TIME WARNER INC COM NEW 887317303 1,085 15,782 SH DFND 2,5 14,303 0 1,479
TIME WARNER INC COM NEW 887317303 18,074 262,900 SH DFND 4,2,5 160,500 0 102,400
TIMKEN CO/THE COM 887389104 921 33,500 SH DFND 4,2,5 0 0 33,500
TJX COS INC/THE COM 872540109 52,744 738,508 SH DFND 2,5 737,433 0 1,075
TJX COS INC/THE COM 872540109 33,625 470,800 SH DFND 4,2,5 171,100 0 299,700
TOLL BROTHERS FINANCE CORP NOTE 0.500% 9/1 88947EAM2 5,651 5,500,000 PRN DFND 2,5 0 0 0
TORONTO-DOMINION BANK COM NEW 891160509 25,705 655,188 SH DFND 2,5 471,154 0 184,034
TORONTO-DOMINION BANK COM NEW 891160509 51,137 1,303,400 SH DFND 4,2,5 528,900 0 774,500
TOTAL SYSTEM SERVICES INC COM 891906109 3,153 69,400 SH DFND 4,2,5 10,100 0 59,300
TOWN SPORTS INTERNATIONAL HOLDINGS INC COM 89214A102 6 2,200 SH DFND 4,2,5 2,200 0 0
TRACTOR SUPPLY CO COM 892356106 45,399 538,412 SH DFND 2,5 529,565 0 8,847
TRACTOR SUPPLY CO COM 892356106 3,719 44,100 SH DFND 4,2,5 8,800 0 35,300
TRANS WORLD ENTERTAINMENT CORP COM 89336Q100 14 3,699 SH DFND 4,2,5 2,289 0 1,410
TRANSCANADA CORP COM 89353D107 4,461 141,720 SH DFND 2,5 79,800 0 61,920
TRANSCANADA CORP COM 89353D107 20,919 664,600 SH DFND 4,2,5 225,500 0 439,100
TRANSCONTINENTAL REALTY INVESTORS INC COM NEW 893617209 135 10,532 SH DFND 4,2,5 9,342 0 1,190
TRANSDIGM GROUP INC COM 893641100 11,215 52,800 SH DFND 2,5 52,800 0 0
TRANSDIGM GROUP INC COM 893641100 64 300 SH DFND 4,2,5 0 0 300
TRANSGLOBE ENERGY CORP COM 893662106 262 100,500 SH DFND 4,2,5 33,900 0 66,600
TRANSOCEAN LTD REG SHS H8817H100 81 6,302 SH DFND 2,5 6,302 0 0
TRAVELCENTERS OF AMERICA LLC COM 894174101 196 18,970 SH DFND 4,2,5 14,570 0 4,400
TRAVELERS COS INC/THE COM 89417E109 10,967 110,186 SH DFND 2,5 109,785 0 401
TRAVELERS COS INC/THE COM 89417E109 32,116 322,680 SH DFND 4,2,5 298,260 0 24,420
TRAVELZOO INC COM NEW 89421Q205 25 3,000 SH DFND 4,2,5 3,000 0 0
TRI POINTE GROUP INC COM 87265H109 2,238 171,000 SH DFND 4,2,5 72,580 0 98,420
TRIANGLE PETROLEUM CORP COM NEW 89600B201 19 13,700 SH DFND 4,2,5 13,700 0 0
TRIMAS CORP COM NEW 896215209 93 5,700 SH DFND 4,2,5 0 0 5,700
TRIPADVISOR INC COM 896945201 1,702 27,000 SH DFND 2,5 27,000 0 0
TRIUMPH GROUP INC COM 896818101 267 6,350 SH DFND 4,2,5 6,350 0 0
TRUEBLUE INC COM 89785X101 948 42,200 SH DFND 4,2,5 33,900 0 8,300
TTM TECHNOLOGIES INC COM 87305R109 88 14,060 SH DFND 4,2,5 14,060 0 0
TUPPERWARE BRANDS CORP COM 899896104 198 3,999 SH DFND 2,5 2,799 0 1,200
TUPPERWARE BRANDS CORP COM 899896104 2,722 55,000 SH DFND 4,2,5 24,360 0 30,640
TURQUOISE HILL RESOURCES LTD COM 900435108 276 108,701 SH DFND 2,5 108,701 0 0
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 832 30,848 SH DFND 2,5 27,894 0 2,954
TWENTY-FIRST CENTURY FOX INC CL A 90130A101 20,313 752,900 SH DFND 4,2,5 386,900 0 366,000
TYCO INTERNATIONAL PLC SHS G91442106 3,592 107,345 SH DFND 2,5 107,345 0 0
TYSON FOODS INC CL A 902494103 214 4,960 SH DFND 2,5 0 0 4,960
TYSON FOODS INC CL A 902494103 5,316 123,330 SH DFND 4,2,5 28,810 0 94,520
UBS GROUP AG SHS H42097107 205,701 11,159,958 SH DFND 2,5 7,921,984 0 3,237,974
UBS GROUP AG SHS H42097107 12,628 685,100 SH DFND 4,2,5 44,500 0 640,600
ULTIMATE SOFTWARE GROUP INC/THE COM 90385D107 10,383 58,000 SH DFND 2,5 58,000 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 11,201 116,298 SH DFND 2,5 116,298 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 1,435 14,900 SH DFND 4,2,5 6,990 0 7,910
ULTRAPAR PARTICIPACOES SA SP ADR REP COM 90400P101 1,506 90,069 SH DFND 2,5 90,069 0 0
UMPQUA HOLDINGS CORP COM 904214103 2,427 148,900 SH DFND 4,2,5 119,000 0 29,900
UNDER ARMOUR INC CL A 904311107 6,194 64,000 SH DFND 2,5 64,000 0 0
UNDER ARMOUR INC CL A 904311107 4,471 46,200 SH DFND 4,2,5 6,100 0 40,100
UNIFIRST CORP/MA COM 904708104 4,518 42,300 SH DFND 4,2,5 21,400 0 20,900
UNION PACIFIC CORP COM 907818108 46,739 528,661 SH DFND 2,5 517,035 0 11,626
UNION PACIFIC CORP COM 907818108 42,362 479,150 SH DFND 4,2,5 218,950 0 260,200
UNISYS CORP COM NEW 909214306 129 10,830 SH DFND 4,2,5 10,830 0 0
UNITED CONTINENTAL HOLDINGS INC COM 910047109 31,193 588,000 SH DFND 2,5 381,240 0 206,760
UNITED CONTINENTAL HOLDINGS INC COM 910047109 82,740 1,559,660 SH DFND 4,2,5 1,335,660 0 224,000
UNITED FINANCIAL BANCORP INC COM 910304104 722 55,360 SH DFND 4,2,5 41,260 0 14,100
UNITED NATURAL FOODS INC COM 911163103 6,670 137,500 SH DFND 2,5 137,500 0 0
UNITED ONLINE INC COM NEW 911268209 733 73,300 SH DFND 4,2,5 52,700 0 20,600
UNITED PARCEL SERVICE INC CL B 911312106 92 936 SH DFND 2,5 936 0 0
UNITED PARCEL SERVICE INC CL B 911312106 36,900 373,900 SH DFND 4,2,5 151,800 0 222,100
UNITED RENTALS INC COM 911363109 1,987 33,097 SH DFND 2,5 31,277 0 1,820
UNITED TECHNOLOGIES CORP COM 913017109 8,911 100,132 SH DFND 2,5 98,748 0 1,384
UNITED TECHNOLOGIES CORP COM 913017109 34,813 391,200 SH DFND 4,2,5 194,300 0 196,900
UNITEDHEALTH GROUP INC COM 91324P102 50,504 435,345 SH DFND 2,5 410,058 0 25,287
UNITEDHEALTH GROUP INC COM 91324P102 82,875 714,380 SH DFND 4,2,5 428,270 0 286,110
UNIVERSAL CORP/VA COM 913456109 3,103 62,600 SH DFND 4,2,5 29,800 0 32,800
UNIVERSAL FOREST PRODUCTS INC COM 913543104 3,582 62,100 SH DFND 4,2,5 26,600 0 35,500
UNIVERSAL HEALTH SERVICES INC CL B 913903100 8,048 64,482 SH DFND 2,5 64,482 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 2,543 86,100 SH DFND 4,2,5 43,000 0 43,100
UNIVERSAL TECHNICAL INSTITUTE INC COM 913915104 45 12,800 SH DFND 4,2,5 12,800 0 0
URBAN EDGE PROPERTIES COM 91704F104 1,598 74,000 SH DFND 2,5 74,000 0 0
URBAN OUTFITTERS INC COM 917047102 7,131 242,700 SH DFND 4,2,5 241,680 0 1,020
US BANCORP COM NEW 902973304 5,050 123,131 SH DFND 2,5 101,821 0 21,310
US BANCORP COM NEW 902973304 55,941 1,364,090 SH DFND 4,2,5 548,160 0 815,930
US SILICA HOLDINGS INC COM 90346E103 415 29,475 SH DFND 2,5 29,475 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,707 20,200 SH DFND 4,2,5 8,600 0 11,600
UTI WORLDWIDE INC ORD G87210103 94 20,470 SH DFND 4,2,5 20,470 0 0
VALE SA ADR REPSTG PFD 91912E204 101 30,103 SH DFND 2,5 2,503 0 27,600
VALE SA ADR REPSTG PFD 91912E204 8 2,503 SH DFND 4,2,5 2,503 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 13,879 78,119 SH DFND 2,5 71,632 0 6,487
VALEANT PHARMACEUTICALS INTERNATIONAL IN COM 91911K102 7,338 41,300 SH DFND 4,2,5 28,400 0 12,900
VALERO ENERGY CORP COM 91913Y100 798 13,271 SH DFND 2,5 10,021 0 3,250
VALERO ENERGY CORP COM 91913Y100 28,227 469,660 SH DFND 4,2,5 327,180 0 142,480
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,012 111,210 SH DFND 2,5 73,110 0 38,100
VALIDUS HOLDINGS LTD COM SHS G9319H102 15,188 336,990 SH DFND 4,2,5 257,590 0 79,400
VANGUARD ENERGY ETF ENERGY ETF 92204A306 804 9,490 SH DFND 1,2,5,3 9,490 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF FTSE DEV MKT ETF 921943858 6,804 190,900 SH DFND 1,2,5,3 190,900 0 0
VANGUARD FTSE EMERGING MARKETS ETF FTSE EMR MKT ETF 922042858 5,996 181,200 SH DFND 1,2,5,3 181,200 0 0
VANGUARD FTSE EUROPE ETF FTSE EUROPE ETF 922042874 14,321 291,200 SH DFND 1,2,5,3 291,200 0 0
VANGUARD FTSE PACIFIC ETF FTSE PACIFIC ETF 922042866 1,723 32,100 SH DFND 1,2,5,3 32,100 0 0
VANGUARD GROWTH ETF GROWTH ETF 922908736 79,050 788,212 SH DFND 1,2,5,3 788,212 0 0
VANGUARD INFORMATION TECHNOLOGY ETF INF TECH ETF 92204A702 53,210 532,100 SH DFND 1,2,5,3 532,100 0 0
VANGUARD LARGE-CAP ETF LARGE CAP ETF 922908637 25,814 293,177 SH DFND 1,2,5,3 293,177 0 0
VANGUARD MID-CAP GROWTH ETF MCAP GR IDXVIP 922908538 5,642 58,000 SH DFND 1,2,5,3 58,000 0 0
VANGUARD MID-CAP VALUE ETF MCAP VL IDXVIP 922908512 48,021 576,900 SH DFND 1,2,5,3 576,900 0 0
VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 6,162 35,070 SH DFND 2,5 0 0 35,070
VANGUARD SHORT-TERM TIPS STRM INFPROIDX 922020805 786 16,240 SH DFND 1,2,5,3 16,240 0 0
VANGUARD TOTAL INTERNATIONAL BOND ETF INTL BD IDX ETF 92203J407 2,482 46,900 SH DFND 1,2,5,3 46,900 0 0
VANGUARD VALUE ETF VALUE ETF 922908744 11,896 155,001 SH DFND 1,2,5,3 155,001 0 0
VANTIV INC CL A 92210H105 9 200 SH DFND 4,2,5 0 0 200
VARIAN MEDICAL SYSTEMS INC COM 92220P105 4,839 65,591 SH DFND 2,5 65,591 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 7,995 108,360 SH DFND 4,2,5 104,100 0 4,260
VCA INC COM 918194101 669 12,709 SH DFND 2,5 12,709 0 0
VECTRUS INC COM 92242T101 835 37,900 SH DFND 4,2,5 24,910 0 12,990
VEECO INSTRUMENTS INC COM 922417100 2,051 100,000 SH DFND 2,5 100,000 0 0
VEEVA SYSTEMS INC CL A COM 922475108 3,582 153,000 SH DFND 2,5 153,000 0 0
VENTAS INC COM 92276F100 6,200 110,588 SH DFND 2,5 95,198 0 15,390
VENTAS INC COM 92276F100 7,580 135,220 SH DFND 4,2,5 127,320 0 7,900
VERA BRADLEY INC COM 92335C106 793 62,900 SH DFND 4,2,5 30,300 0 32,600
VERINT SYSTEMS INC COM 92343X100 200 4,636 SH DFND 2,5 4,636 0 0
VERISK ANALYTICS INC COM 92345Y106 6,356 86,000 SH DFND 2,5 86,000 0 0
VERISK ANALYTICS INC COM 92345Y106 7,524 101,800 SH DFND 4,2,5 18,500 0 83,300
VERITIV CORP COM 923454102 1 24 SH DFND 2,5 24 0 0
VERITIV CORP COM 923454102 194 5,220 SH DFND 4,2,5 5,220 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 42,217 970,274 SH DFND 2,5 855,777 0 114,497
VERIZON COMMUNICATIONS INC COM 92343V104 58,517 1,344,900 SH DFND 4,2,5 1,150,400 0 194,500
VERMILION ENERGY INC COM 923725105 1,293 40,347 SH DFND 2,5 40,347 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 62,812 603,153 SH DFND 2,5 603,153 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 229 2,200 SH DFND 4,2,5 600 0 1,600
VF CORP COM 918204108 11,884 174,220 SH DFND 4,2,5 41,920 0 132,300
VIACOM INC CL B 92553P201 1,356 31,420 SH DFND 2,5 21,720 0 9,700
VIACOM INC CL B 92553P201 18,500 428,730 SH DFND 4,2,5 354,120 0 74,610
VILLAGE SUPER MARKET INC CL A NEW 927107409 50 2,100 SH DFND 4,2,5 2,100 0 0
VIPSHOP HOLDINGS LTD SPONSORED ADR 92763W103 1,076 64,051 SH DFND 2,5 64,051 0 0
VISA INC COM CL A 92826C839 100,315 1,440,059 SH DFND 2,5 1,401,685 0 38,374
VISA INC COM CL A 92826C839 69,727 1,000,960 SH DFND 4,2,5 549,260 0 451,700
VISHAY INTERTECHNOLOGY INC COM 928298108 3,469 357,950 SH DFND 4,2,5 182,860 0 175,090
VISHAY PRECISION GROUP INC COM 92835K103 76 6,600 SH DFND 4,2,5 3,560 0 3,040
VITAE PHARMACEUTICALS INC COM 92847N103 36 3,245 SH DFND 2,5 0 0 3,245
VMWARE INC CL A COM 928563402 4,491 57,000 SH DFND 2,5 57,000 0 0
VOYA FINANCIAL INC COM 929089100 9,239 238,300 SH DFND 2,5 165,600 0 72,700
VOYA FINANCIAL INC COM 929089100 13,298 343,000 SH DFND 4,2,5 305,600 0 37,400
WAL-MART STORES INC COM 931142103 42,152 650,097 SH DFND 2,5 455,512 0 194,585
WAL-MART STORES INC COM 931142103 128,106 1,975,730 SH DFND 4,2,5 1,351,190 0 624,540
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,388 40,774 SH DFND 2,5 39,714 0 1,060
WALGREENS BOOTS ALLIANCE INC COM 931427108 10,446 125,700 SH DFND 4,2,5 120,100 0 5,600
WALT DISNEY CO/THE COM DISNEY 254687106 34,355 336,151 SH DFND 2,5 292,900 0 43,251
WALT DISNEY CO/THE COM DISNEY 254687106 66,011 645,900 SH DFND 4,2,5 441,830 0 204,070
WASHINGTON FEDERAL INC COM 938824109 3,132 137,650 SH DFND 4,2,5 81,050 0 56,600
WASHINGTON REAL ESTATE INVESTMENT TRUST SH BEN INT 939653101 5,146 206,415 SH DFND 2,5 206,415 0 0
WASTE MANAGEMENT INC COM 94106L109 249 4,989 SH DFND 2,5 4,989 0 0
WASTE MANAGEMENT INC COM 94106L109 12,492 250,800 SH DFND 4,2,5 50,200 0 200,600
WATERS CORP COM 941848103 3,617 30,600 SH DFND 4,2,5 5,900 0 24,700
WEATHERFORD INTERNATIONAL PLC ORD SHS G48833100 1,143 134,830 SH DFND 2,5 134,830 0 0
WEB.COM GROUP INC COM 94733A104 2,142 101,600 SH DFND 4,2,5 67,600 0 34,000
WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 2,498 2,500,000 PRN DFND 2,5 0 0 0
WEC ENERGY GROUP INC COM 92939U106 491 9,397 SH DFND 2,5 9,397 0 0
WEC ENERGY GROUP INC COM 92939U106 8,888 170,200 SH DFND 4,2,5 38,900 0 131,300
WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,745 52,690 SH DFND 2,5 52,690 0 0
WELLS FARGO & CO COM 949746101 53,455 1,040,994 SH DFND 2,5 816,044 0 224,950
WELLS FARGO & CO COM 949746101 144,424 2,812,540 SH DFND 4,2,5 1,813,210 0 999,330
WELLTOWER INC COM 95040Q104 2,139 31,590 SH DFND 2,5 22,710 0 8,880
WELLTOWER INC COM 95040Q104 8,575 126,630 SH DFND 4,2,5 112,730 0 13,900
WEST MARINE INC COM 954235107 11 1,200 SH DFND 4,2,5 600 0 600
WESTERN DIGITAL CORP COM 958102105 1,428 17,972 SH DFND 2,5 17,972 0 0
WESTERN DIGITAL CORP COM 958102105 4,671 58,800 SH DFND 4,2,5 16,900 0 41,900
WESTERN UNION CO/THE COM 959802109 21,272 1,158,600 SH DFND 2,5 751,400 0 407,200
WESTERN UNION CO/THE COM 959802109 58,757 3,200,298 SH DFND 4,2,5 2,535,498 0 664,800
WESTFIELD FINANCIAL INC COM 96008P104 69 9,000 SH DFND 4,2,5 9,000 0 0
WESTLAKE CHEMICAL CORP COM 960413102 1,182 22,770 SH DFND 4,2,5 13,050 0 9,720
WESTROCK CO COM 96145D105 200 3,880 SH DFND 4,2,5 0 0 3,880
WEYCO GROUP INC COM 962149100 76 2,800 SH DFND 4,2,5 2,800 0 0
WHIRLPOOL CORP COM 963320106 6,812 46,260 SH DFND 2,5 30,080 0 16,180
WHIRLPOOL CORP COM 963320106 23,441 159,180 SH DFND 4,2,5 131,120 0 28,060
WHITESTONE REIT COM 966084204 348 30,200 SH DFND 4,2,5 21,100 0 9,100
WHITEWAVE FOODS CO/THE COM 966244105 5,380 134,000 SH DFND 2,5 134,000 0 0
WHITING PETROLEUM CORP COM 966387102 52 3,413 SH DFND 2,5 3,413 0 0
WHITING PETROLEUM CORP COM 966387102 60 3,900 SH DFND 4,2,5 3,400 0 500
WILLIAMS COS INC/THE COM 969457100 246 6,678 SH DFND 2,5 5,459 0 1,219
WILLIAMS COS INC/THE COM 969457100 232 6,300 SH DFND 4,2,5 1,900 0 4,400
WISDOMTREE MANAGED FUTURES STRATEGY FUND FUTRE STRAT FD 97717W125 64 1,550 SH DFND 1,2,5,3 1,550 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,614 74,590 SH DFND 2,5 14,280 0 60,310
WOLVERINE WORLD WIDE INC COM 978097103 10,082 465,890 SH DFND 4,2,5 315,650 0 150,240
WORLD FUEL SERVICES CORP COM 981475106 523 14,598 SH DFND 2,5 14,598 0 0
WP GLIMCHER INC COM 92939N102 145 12,400 SH DFND 4,2,5 0 0 12,400
WPX ENERGY INC COM 98212B103 478 72,200 SH DFND 4,2,5 0 0 72,200
WR BERKLEY CORP COM 084423102 22 400 SH DFND 4,2,5 0 0 400
WRIGHT MEDICAL GROUP INC COM 98235T107 4,134 196,672 SH DFND 2,5 196,672 0 0
WW GRAINGER INC COM 384802104 2,094 9,741 SH DFND 2,5 9,741 0 0
WW GRAINGER INC COM 384802104 8,256 38,400 SH DFND 4,2,5 9,600 0 28,800
WYNDHAM WORLDWIDE CORP COM 98310W108 17,141 238,402 SH DFND 2,5 147,709 0 90,693
WYNDHAM WORLDWIDE CORP COM 98310W108 42,325 588,658 SH DFND 4,2,5 498,016 0 90,642
XCEL ENERGY INC COM 98389B100 35,263 995,836 SH DFND 2,5 641,836 0 354,000
XCEL ENERGY INC COM 98389B100 108,333 3,059,400 SH DFND 4,2,5 2,159,200 0 900,200
XERIUM TECHNOLOGIES INC COM NEW 98416J118 110 8,492 SH DFND 4,2,5 4,174 0 4,318
XEROX CORP COM 984121103 23,373 2,402,140 SH DFND 2,5 1,560,930 0 841,210
XEROX CORP COM 984121103 64,535 6,632,613 SH DFND 4,2,5 5,276,740 0 1,355,873
XILINX INC COM 983919101 4,982 117,500 SH DFND 4,2,5 33,000 0 84,500
XILINX INC NOTE 2.625% 6/1 983919AF8 38,740 26,000,000 PRN DFND 2,5 0 0 0
XO GROUP INC COM 983772104 117 8,294 SH DFND 4,2,5 8,294 0 0
XPO LOGISTICS INC COM 983793100 3,819 160,249 SH DFND 2,5 160,249 0 0
YAHOO! INC COM 984332106 6,038 208,843 SH DFND 2,5 136,960 0 71,883
YAHOO! INC COM 984332106 31,980 1,106,200 SH DFND 4,2,5 913,610 0 192,590
YAHOO! INC NOTE 12/0 984332AF3 7,740 8,000,000 PRN DFND 2,5 0 0 0
YAMANA GOLD INC COM 98462Y100 144 86,000 SH DFND 2,5 86,000 0 0
YAMANA GOLD INC COM 98462Y100 813 484,600 SH DFND 4,2,5 293,100 0 191,500
YUM! BRANDS INC COM 988498101 376 4,707 SH DFND 2,5 3,848 0 859
YUM! BRANDS INC COM 988498101 16,981 212,400 SH DFND 4,2,5 94,000 0 118,400
ZAFGEN INC COM 98885E103 8,356 261,536 SH DFND 2,5 261,536 0 0
ZAIS FINANCIAL CORP COM 98886K108 3 200 SH DFND 4,2,5 200 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 10,121 316,000 SH DFND 2,5 316,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 7,061 75,174 SH DFND 2,5 75,174 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 3,757 40,000 SH DFND 4,2,5 15,700 0 24,300
ZOETIS INC CL A 98978V103 7,342 178,300 SH DFND 4,2,5 30,500 0 147,800

Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings