0001085146-15-000719.txt : 20150218 0001085146-15-000719.hdr.sgml : 20150216 20150217160153 ACCESSION NUMBER: 0001085146-15-000719 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150217 DATE AS OF CHANGE: 20150217 EFFECTIVENESS DATE: 20150217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AQR CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0001167557 IRS NUMBER: 133987414 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10120 FILM NUMBER: 15622085 BUSINESS ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 BUSINESS PHONE: 203-742-3600 MAIL ADDRESS: STREET 1: TWO GREENWICH PLAZA CITY: GREENWICH STATE: CT ZIP: 06830 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001167557 XXXXXXXX 12-31-2014 12-31-2014 false AQR CAPITAL MANAGEMENT LLC

TWO GREENWICH PLAZA GREENWICH CT 06830

13F HOLDINGS REPORT 028-10120 N Bradley Asness 203-742-3600 /s/ Bradley Asness Greenwich CT 02-17-2015 2 3529 48198921 1 0001167456 028-10114 CNH PARTNERS LLC 2 0000907692 028-16475 SEI INVESTMENTS MANAGEMENT CORP 3 0001633376 AQR Capital Management Holdings, LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1 800 FLOWERS COM CL A 68243Q106 173 33477 SH DFND 33477 0 0 1347 CAP CORP *W EXP 07/15/202 68245V129 103 50060 SH DFND 50060 0 0 1347 CAP CORP *W EXP 07/15/202 68245V129 1490 450540 SH DFND 1 450540 0 0 1347 CAP CORP COM 68245V103 6054 450540 SH DFND 1 450540 0 0 1347 CAP CORP RIGHT 07/21/2016 68245V111 3034 50060 SH DFND 50060 0 0 1347 CAP CORP RIGHT 07/21/2016 68245V111 887 450540 SH DFND 1 450540 0 0 1ST SOURCE CORP COM 336901103 1397 1998 SH DFND 1998 0 0 22ND CENTY GROUP INC COM 90137F103 233 16600 SH DFND 16600 0 0 3-D SYS CORP DEL COM NEW 88554D205 761 77200 SH DFND 77200 0 0 3M CO COM 88579Y101 363 5140 SH OTR 2 5140 0 0 3M CO COM 88579Y101 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BROCADE COMMUNICATIONS SYS I COM NEW 111621306 15741 1329500 SH OTR 2 1329500 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 169961 14354778 SH DFND 14354778 0 0 BROOKDALE SR LIVING INC COM 112463104 717 19556 SH DFND 19556 0 0 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 30077 516602 SH DFND 516602 0 0 BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 20 817 SH DFND 817 0 0 BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 328 13642 SH DFND 1 13642 0 0 BROOKS AUTOMATION INC COM 114340102 927 72700 SH DFND 72700 0 0 BROWN & BROWN INC COM 115236101 5651 171700 SH DFND 171700 0 0 BROWN FORMAN CORP CL B 115637209 18117 206247 SH DFND 206247 0 0 BROWN SHOE INC NEW COM 115736100 3889 120956 SH DFND 120956 0 0 BROWN SHOE INC NEW COM 115736100 981 30500 SH OTR 2 30500 0 0 BRUKER CORP COM 116794108 1517 77300 SH DFND 77300 0 0 BRUNSWICK CORP COM 117043109 1857 36223 SH DFND 36223 0 0 BRUNSWICK CORP COM 117043109 46 900 SH OTR 2 900 0 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 410 5416 SH DFND 1 5416 0 0 BUCKLE INC COM 118440106 684 13027 SH DFND 13027 0 0 BUFFALO WILD WINGS INC COM 119848109 646 3581 SH DFND 3581 0 0 BUFFALO WILD WINGS INC COM 119848109 685 3800 SH OTR 2 3800 0 0 BUILD A BEAR WORKSHOP COM 120076104 675 33600 SH DFND 33600 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 80 11700 SH DFND 11700 0 0 BUNGE LIMITED COM G16962105 32033 352364 SH DFND 352364 0 0 BURLINGTON STORES INC COM 122017106 421 8900 SH DFND 8900 0 0 C B PHARMA ACQUISITION CORP UNIT 99/99/9999 G2029P100 3511 350000 SH DFND 1 350000 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4622 61714 SH DFND 61714 0 0 C&J ENERGY SVCS INC COM 12467B304 239 18100 SH DFND 18100 0 0 CA INC COM 12673P105 55348 1817672 SH DFND 1817672 0 0 CABELAS INC COM 126804301 585 11102 SH DFND 11102 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2621 127000 SH DFND 127000 0 0 CABOT CORP COM 127055101 9301 212052 SH DFND 212052 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1629 34419 SH DFND 34419 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1202 25400 SH OTR 2 25400 0 0 CACI INTL INC CL A 127190304 530 6152 SH DFND 6152 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1011 53300 SH DFND 53300 0 0 CAE INC COM 124765108 2033 134800 SH DFND 134800 0 0 CAI INTERNATIONAL INC COM 12477X106 448 19300 SH DFND 19300 0 0 CAL MAINE FOODS INC COM NEW 128030202 1444 37002 SH DFND 37002 0 0 CALAMP CORP COM 128126109 280 15308 SH DFND 15308 0 0 CALAVO GROWERS INC COM 128246105 700 14800 SH DFND 14800 0 0 CALGON CARBON CORP COM 129603106 355 17082 SH DFND 17082 0 0 CALGON CARBON CORP COM 129603106 997 48000 SH OTR 2 48000 0 0 CALIFORNIA RES CORP COM 13057Q107 962 174614 SH DFND 174614 0 0 CALIFORNIA RES CORP COM 13057Q107 727 131900 SH OTR 2 131900 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1189 48300 SH DFND 48300 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 487 19800 SH OTR 2 19800 0 0 CALIX INC COM 13100M509 3429 342250 SH DFND 342250 0 0 CALIX INC COM 13100M509 812 81000 SH OTR 2 81000 0 0 CALLIDUS SOFTWARE INC COM 13123E500 773 47314 SH DFND 47314 0 0 CALLON PETE CO DEL COM 13123X102 1108 203268 SH DFND 203268 0 0 CALLON PETE CO DEL COM 13123X102 321 58900 SH OTR 2 58900 0 0 CALPINE CORP COM NEW 131347304 499 22544 SH DFND 22544 0 0 CAMBREX CORP COM 132011107 4033 186539 SH DFND 186539 0 0 CAMBREX CORP COM 132011107 2772 128200 SH OTR 2 128200 0 0 CAMBRIDGE CAP ACQUISITION CO *W EXP 12/17/201 13215Q114 55 176000 SH DFND 176000 0 0 CAMBRIDGE CAP ACQUISITION CO *W EXP 12/17/201 13215Q114 491 1584000 SH DFND 1 1584000 0 0 CAMBRIDGE CAP ACQUISITION CO COM 13215Q106 15682 1584000 SH DFND 1 1584000 0 0 CAMDEN PPTY TR SH BEN INT 133131102 6692 90627 SH DFND 90627 0 0 CAMECO CORP COM 13321L108 384 23400 SH DFND 23400 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 10442 209056 SH DFND 209056 0 0 CAMPBELL SOUP CO COM 134429109 2064 46900 SH DFND 46900 0 0 CANADIAN NAT RES LTD COM 136385101 58142 1621797 SH DFND 1621797 0 0 CANADIAN NATL RY CO COM 136375102 108097 1353919 SH DFND 1353919 0 0 CANADIAN PAC RY LTD COM 13645T100 31994 143046 SH DFND 143046 0 0 CANTEL MEDICAL CORP COM 138098108 938 21684 SH DFND 21684 0 0 CANTEL MEDICAL CORP COM 138098108 530 12250 SH OTR 2 12250 0 0 CAPELLA EDUCATION COMPANY COM 139594105 1783 23173 SH DFND 23173 0 0 CAPELLA EDUCATION COMPANY COM 139594105 31 400 SH OTR 2 400 0 0 CAPITAL BK FINL CORP CL A COM 139794101 8220 306716 SH DFND 306716 0 0 CAPITAL BK FINL CORP CL A COM 139794101 1825 68100 SH OTR 2 68100 0 0 CAPITAL ONE FINL CORP COM 14040H105 2014 24400 SH OTR 2 24400 0 0 CAPITAL ONE FINL CORP COM 14040H105 158286 1917454 SH DFND 1917454 0 0 CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 433 801000 SH DFND 1 801000 0 0 CAPITOL ACQUISITION CORP II *W EXP 05/15/201 14056V113 49 90000 SH DFND 90000 0 0 CAPITOL ACQUISITION CORP II COM 14056V105 15827 1601905 SH DFND 1 1601905 0 0 CAPITOL ACQUISITION CORP II COM 14056V105 1778 179995 SH DFND 179995 0 0 CAPITOL FED FINL INC COM 14057J101 340 26600 SH DFND 26600 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 129 10500 SH DFND 10500 0 0 CARBO CERAMICS INC COM 140781105 352 8800 SH DFND 8800 0 0 CARDINAL HEALTH INC COM 14149Y108 186976 2316068 SH DFND 2316068 0 0 CARDINAL HEALTH INC COM 14149Y108 2157 26720 SH OTR 2 26720 0 0 CARDTRONICS INC COM 14161H108 218 5638 SH DFND 5638 0 0 CAREER EDUCATION CORP COM 141665109 12621 1813357 SH DFND 1813357 0 0 CAREER EDUCATION CORP COM 141665109 942 135400 SH OTR 2 135400 0 0 CAREFUSION CORP COM 14170T101 39883 672114 SH DFND 672114 0 0 CAREFUSION CORP COM 14170T101 119256 2009714 SH DFND 1 2009714 0 0 CARETRUST REIT INC COM 14174T107 109 8824 SH DFND 1 8824 0 0 CARETRUST REIT INC COM 14174T107 141 11436 SH OTR 2 11436 0 0 CARETRUST REIT INC COM 14174T107 731 59315 SH DFND 59315 0 0 CARLISLE COS INC COM 142339100 12200 135192 SH DFND 135192 0 0 CARMIKE CINEMAS INC COM 143436400 193 7343 SH DFND 7343 0 0 CARMIKE CINEMAS INC COM 143436400 410 15600 SH OTR 2 15600 0 0 CARNIVAL CORP PAIRED CTF 143658300 16905 372930 SH DFND 372930 0 0 CARNIVAL CORP PAIRED CTF 143658300 281 6200 SH OTR 2 6200 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 300 6100 SH DFND 6100 0 0 CARRIAGE SVCS INC COM 143905107 290 13852 SH DFND 13852 0 0 CARTER INC COM 146229109 3954 45291 SH DFND 45291 0 0 CASEYS GEN STORES INC COM 147528103 434 4800 SH OTR 2 4800 0 0 CASEYS GEN STORES INC COM 147528103 533 5900 SH DFND 5900 0 0 CASTLE A M & CO NOTE 7.000%12/1 148411AF8 103 100000 PRN DFND 100000 0 0 CASTLE A M & CO NOTE 7.000%12/1 148411AF8 1490 1450000 PRN DFND 1 1450000 0 0 CASTLE BRANDS INC COM 148435100 24 14700 SH DFND 14700 0 0 CATALYST PHARM PARTNERS INC COM 14888U101 626 210882 SH DFND 210882 0 0 CATAMARAN CORP COM 148887102 11444 193540 SH DFND 193540 0 0 CATERPILLAR INC DEL COM 149123101 21699 237074 SH DFND 237074 0 0 CATHAY GEN BANCORP COM 149150104 1193 46601 SH DFND 46601 0 0 CATHAY GEN BANCORP COM 149150104 320 12500 SH OTR 2 12500 0 0 CATO CORP NEW CL A 149205106 4433 105098 SH DFND 105098 0 0 CATO CORP NEW CL A 149205106 426 10100 SH OTR 2 10100 0 0 CAVCO INDS INC DEL COM 149568107 444 5600 SH DFND 5600 0 0 CBIZ INC COM 124805102 127 14813 SH DFND 14813 0 0 CBL & ASSOC PPTYS INC COM 124830100 377 19400 SH DFND 19400 0 0 CBOE HLDGS INC COM 12503M108 7696 121356 SH DFND 121356 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 289 32146 SH DFND 32146 0 0 CBRE CLARION GLOBAL REAL EST COM 12504G100 1399 155595 SH DFND 1 155595 0 0 CBRE GROUP INC CL A 12504L109 2239 65360 SH DFND 65360 0 0 CBRE GROUP INC CL A 12504L109 675 19700 SH OTR 2 19700 0 0 CBS CORP NEW CL B 124857202 15794 285401 SH DFND 285401 0 0 CBS CORP NEW CL B 124857202 10282 185799 SH DFND 1 185799 0 0 CDK GLOBAL INC COM 12508E101 270 6619 SH DFND 6619 0 0 CDK GLOBAL INC COM 12508E101 14648 359383 SH DFND 1 359383 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 137742 1379895 SH DFND 1379895 0 0 CDW CORP COM 12514G108 2040 58000 SH DFND 58000 0 0 CDW CORP COM 12514G108 366 10400 SH OTR 2 10400 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 2263 308276 SH DFND 308276 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 401 54600 SH OTR 2 54600 0 0 CELANESE CORP DEL COM SER A 150870103 5112 85261 SH DFND 85261 0 0 CELESTICA INC SUB VTG SHS 15101Q108 4638 339769 SH DFND 339769 0 0 CELGENE CORP COM 151020104 131520 1175753 SH DFND 1175753 0 0 CELLCOM ISRAEL LTD SHS M2196U109 333 9809 SH DFND 9809 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 447 24466 SH DFND 24466 0 0 CELLDEX THERAPEUTICS INC NEW COM 15117B103 334 18300 SH OTR 2 18300 0 0 CEMEX SAB DE CV NOTE 3.250% 3/1 151290BB8 29282 25175000 PRN DFND 1 25175000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 242 200000 PRN DFND 200000 0 0 CEMEX SAB DE CV NOTE 3.750% 3/1 151290BC6 10511 8700000 PRN DFND 1 8700000 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 23768 2332500 SH DFND 2332500 0 0 CEMPRA INC COM 15130J109 227 9659 SH DFND 9659 0 0 CENOVUS ENERGY INC COM 15135U109 18332 768309 SH DFND 768309 0 0 CENTENE CORP DEL COM 15135B101 13094 126089 SH DFND 126089 0 0 CENTERPOINT ENERGY INC COM 15189T107 10535 449649 SH DFND 449649 0 0 CENTRAL SECS CORP COM 155123102 376 17096 SH DFND 17096 0 0 CENTRAL SECS CORP COM 155123102 1568 71384 SH DFND 1 71384 0 0 CENTRUS ENERGY CORP CL A 15643U104 121 28185 SH DFND 28185 0 0 CENTRUS ENERGY CORP CL A 15643U104 1216 282866 SH DFND 1 282866 0 0 CENTURY ALUM CO COM 156431108 1874 76800 SH DFND 76800 0 0 CENTURY CASINOS INC COM 156492100 201 39889 SH DFND 39889 0 0 CENTURYLINK INC COM 156700106 11202 283016 SH DFND 283016 0 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 296 300000 PRN DFND 300000 0 0 CENVEO CORP NOTE 7.000% 5/1 15671BAJ0 2389 2425000 PRN DFND 1 2425000 0 0 CEPHEID COM 15670R107 680 12565 SH DFND 12565 0 0 CERNER CORP COM 156782104 2681 41458 SH DFND 41458 0 0 CESCA THERAPEUTICS INC COM 157131103 28 27600 SH DFND 27600 0 0 CF INDS HLDGS INC COM 125269100 273 1000 SH OTR 2 1000 0 0 CF INDS HLDGS INC COM 125269100 147381 540768 SH DFND 540768 0 0 CHARLES RIV LABS INTL INC COM 159864107 29192 458698 SH DFND 458698 0 0 CHART ACQUISITION CORP *W EXP 12/19/201 161151113 41 74625 SH DFND 74625 0 0 CHART ACQUISITION CORP *W EXP 12/19/201 161151113 772 1402950 SH DFND 1 1402950 0 0 CHART ACQUISITION CORP COM 161151105 13707 1402950 SH DFND 1 1402950 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1386 8316 SH DFND 8316 0 0 CHATHAM LODGING TR COM 16208T102 6452 222700 SH DFND 222700 0 0 CHATHAM LODGING TR COM 16208T102 154 5300 SH OTR 2 5300 0 0 CHEESECAKE FACTORY INC COM 163072101 6574 130662 SH DFND 130662 0 0 CHEMED CORP NEW COM 16359R103 1754 16600 SH DFND 16600 0 0 CHENIERE ENERGY INC COM NEW 16411R208 3768 53529 SH DFND 53529 0 0 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 559 17460 SH DFND 1 17460 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2501 127809 SH DFND 127809 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 372 10000 SH OTR 2 10000 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 5132 137928 SH DFND 137928 0 0 CHESAPEAKE UTILS CORP COM 165303108 785 15808 SH DFND 15808 0 0 CHEVRON CORP NEW COM 166764100 151625 1351619 SH DFND 1351619 0 0 CHEVRON CORP NEW COM 166764100 11943 106465 SH OTR 2 106465 0 0 CHICOS FAS INC COM 168615102 25481 1571933 SH DFND 1571933 0 0 CHIMERIX INC COM 16934W106 1341 33300 SH DFND 33300 0 0 CHIMERIX INC COM 16934W106 121 3000 SH OTR 2 3000 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 58957 1002332 SH DFND 1002332 0 0 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 13782 170130 SH DFND 170130 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 22598 33014 SH DFND 33014 0 0 CHIQUITA BRANDS INTL INC COM 170032809 1336 92400 SH OTR 2 92400 0 0 CHIQUITA BRANDS INTL INC COM 170032809 8541 590643 SH DFND 590643 0 0 CHIQUITA BRANDS INTL INC COM 170032809 34817 2407781 SH DFND 1 2407781 0 0 CHOICE HOTELS INTL INC COM 169905106 259 4619 SH DFND 4619 0 0 CHRISTOPHER & BANKS CORP COM 171046105 167 29207 SH DFND 29207 0 0 CHUBB CORP COM 171232101 21245 205322 SH DFND 205322 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1503 51063 SH DFND 51063 0 0 CHURCH & DWIGHT INC COM 171340102 46706 592642 SH DFND 592642 0 0 CHURCHILL DOWNS INC COM 171484108 619 6500 SH DFND 6500 0 0 CIBER INC COM 17163B102 36 10100 SH DFND 10100 0 0 CIENA CORP DEBT 4.000%12/1 171779AK7 15816 12710000 PRN DFND 1 12710000 0 0 CIGNA CORPORATION COM 125509109 145195 1410891 SH DFND 1410891 0 0 CIGNA CORPORATION COM 125509109 4353 42300 SH OTR 2 42300 0 0 CIMAREX ENERGY CO COM 171798101 71575 675239 SH DFND 675239 0 0 CIMATRON LTD ORD M23798107 439 49500 SH DFND 1 49500 0 0 CINCINNATI BELL INC NEW COM 171871106 778 243900 SH DFND 243900 0 0 CINCINNATI FINL CORP COM 172062101 1348 26000 SH DFND 26000 0 0 CINEDIGM CORP COM 172406100 97 60100 SH DFND 60100 0 0 CINEMARK HOLDINGS INC COM 17243V102 9820 276010 SH DFND 276010 0 0 CINTAS CORP COM 172908105 44933 572829 SH DFND 572829 0 0 CIRCOR INTL INC COM 17273K109 2242 37201 SH DFND 37201 0 0 CIRCOR INTL INC COM 17273K109 1290 21400 SH OTR 2 21400 0 0 CIRRUS LOGIC INC COM 172755100 933 39600 SH DFND 39600 0 0 CIRRUS LOGIC INC COM 172755100 181 7700 SH OTR 2 7700 0 0 CISCO SYS INC COM 17275R102 376 13500 SH OTR 2 13500 0 0 CISCO SYS INC COM 17275R102 157585 5665482 SH DFND 5665482 0 0 CIT GROUP INC COM NEW 125581801 8107 169499 SH DFND 169499 0 0 CITI TRENDS INC COM 17306X102 204 8062 SH DFND 8062 0 0 CITIGROUP INC COM NEW 172967424 13081 241744 SH DFND 241744 0 0 CITIZENS FINL GROUP INC COM 174610105 0 0 SH DFND 0 0 0 CITIZENS FINL GROUP INC COM 174610105 9907 398500 SH DFND 1 398500 0 0 CITRIX SYS INC COM 177376100 58475 916537 SH DFND 916537 0 0 CITRIX SYS INC COM 177376100 3592 56308 SH DFND 1 56308 0 0 CITY HLDG CO COM 177835105 346 7437 SH DFND 7437 0 0 CITY NATL CORP COM 178566105 1607 19885 SH DFND 19885 0 0 CIVEO CORP COM 178787107 3057 743737 SH DFND 1 743737 0 0 CIVEO CORP COM 178787107 2539 617688 SH DFND 617688 0 0 CLEAN HARBORS INC COM 184496107 295 6145 SH DFND 6145 0 0 CLEARFIELD INC COM 18482P103 456 37050 SH DFND 37050 0 0 CLEARFIELD INC COM 18482P103 87 7100 SH OTR 2 7100 0 0 CLEARWATER PAPER CORP COM 18538R103 1368 19955 SH DFND 19955 0 0 CLECO CORP NEW COM 12561W105 15590 285838 SH DFND 285838 0 0 CLECO CORP NEW COM 12561W105 47097 863531 SH DFND 1 863531 0 0 CLECO CORP NEW COM 12561W105 911 16700 SH OTR 2 16700 0 0 CLIFFS NAT RES INC COM 18683K101 5289 740800 SH DFND 740800 0 0 CLOROX CO DEL COM 189054109 21603 207298 SH DFND 207298 0 0 CLUBCORP HLDGS INC COM 18948M108 708 39500 SH DFND 39500 0 0 CME GROUP INC COM 12572Q105 3348 37768 SH DFND 37768 0 0 CMS ENERGY CORP COM 125896100 5690 163738 SH DFND 163738 0 0 CNA FINL CORP COM 126117100 361 9337 SH DFND 9337 0 0 CNO FINL GROUP INC COM 12621E103 647 37566 SH DFND 37566 0 0 CNO FINL GROUP INC COM 12621E103 312 18100 SH OTR 2 18100 0 0 CNOOC LTD SPONSORED ADR 126132109 8126 60000 SH DFND 60000 0 0 COACH INC COM 189754104 16219 431822 SH DFND 431822 0 0 COBALT INTL ENERGY INC COM 19075F106 7870 885283 SH DFND 885283 0 0 COCA COLA BOTTLING CO CONS COM 191098102 396 4500 SH DFND 4500 0 0 COCA COLA CO COM 191216100 7356 174240 SH OTR 2 174240 0 0 COCA COLA CO COM 191216100 158015 3742655 SH DFND 3742655 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 33488 757301 SH DFND 757301 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 5943 68692 SH DFND 68692 0 0 COEUR MNG INC COM NEW 192108504 244 47757 SH DFND 47757 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 486 13719 SH DFND 13719 0 0 COGNEX CORP COM 192422103 327 7918 SH DFND 7918 0 0 COGNEX CORP COM 192422103 74 1800 SH OTR 2 1800 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 36520 693500 SH DFND 693500 0 0 COHEN & STEERS CLOSED END OP COM 19248P106 149 11346 SH DFND 11346 0 0 COHEN & STEERS CLOSED END OP COM 19248P106 458 34794 SH DFND 1 34794 0 0 COHEN & STEERS INC COM 19247A100 404 9600 SH DFND 9600 0 0 COHEN & STEERS LTD DUR PFD I COM 19248C105 430 18995 SH DFND 1 18995 0 0 COHEN & STEERS LTD DUR PFD I COM 19248C105 26 1150 SH DFND 1150 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 898 73645 SH DFND 73645 0 0 COHEN & STEERS QUALITY RLTY COM 19247L106 2531 207601 SH DFND 1 207601 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 266 14010 SH DFND 14010 0 0 COHEN & STEERS REIT & PFD IN COM 19247X100 1023 53881 SH DFND 1 53881 0 0 COHEN & STEERS TOTAL RETURN COM 19247R103 38 2861 SH DFND 2861 0 0 COHEN & STEERS TOTAL RETURN COM 19247R103 323 24455 SH DFND 1 24455 0 0 COLGATE PALMOLIVE CO COM 194162103 71980 1040325 SH DFND 1040325 0 0 COLLABRIUM JAPAN ACQUISITN C SHS G2266G102 6718 658000 SH DFND 1 658000 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 242 11600 SH DFND 11600 0 0 COLONIAL FINL SVCS INC COM 19566B101 765 57122 SH DFND 1 57122 0 0 COLONY FINL INC COM 19624R106 1372 57600 SH DFND 57600 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 2548 100500 SH DFND 100500 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 1345 30200 SH DFND 30200 0 0 COMCAST CORP NEW CL A 20030N101 47780 823646 SH DFND 823646 0 0 COMCAST CORP NEW CL A 20030N101 1050 18100 SH OTR 2 18100 0 0 COMCAST CORP NEW CL A SPL 20030N200 1370 23800 SH 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PHARMACEUTICALS INC COM 695127100 1242 14007 SH DFND 14007 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 301 3400 SH OTR 2 3400 0 0 PACKAGING CORP AMER COM 695156109 12326 157927 SH DFND 157927 0 0 PAIN THERAPEUTICS INC COM 69562K100 59 29100 SH DFND 29100 0 0 PALL CORP COM 696429307 4335 42835 SH DFND 42835 0 0 PALO ALTO NETWORKS INC COM 697435105 2709 22100 SH DFND 22100 0 0 PANDORA MEDIA INC COM 698354107 4670 261915 SH DFND 261915 0 0 PANERA BREAD CO CL A 69840W108 1955 11186 SH DFND 11186 0 0 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 443 93330 SH DFND 1 93330 0 0 PANGAEA LOGISTICS SOLUTION L SHS G6891L105 49 10370 SH DFND 10370 0 0 PANHANDLE OIL AND GAS INC CL A 698477106 421 18100 SH DFND 18100 0 0 PANTRY INC COM 698657103 342 9228 SH DFND 9228 0 0 PANTRY INC COM 698657103 4561 123065 SH DFND 1 123065 0 0 PAPA JOHNS INTL INC COM 698813102 2886 51724 SH DFND 51724 0 0 PARAGON OFFSHORE PLC SHS G6S01W108 544 196471 SH DFND 196471 0 0 PARAMOUNT GOLD & SILVER CORP COM 69924P102 4 3944 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703481101 29500 1778182 SH DFND 1778182 0 0 PAYCHEX INC COM 704326107 7233 156650 SH DFND 156650 0 0 PBF ENERGY INC CL A 69318G106 296 11100 SH DFND 11100 0 0 PDF SOLUTIONS INC COM 693282105 1060 71300 SH DFND 71300 0 0 PDF SOLUTIONS INC COM 693282105 372 25000 SH OTR 2 25000 0 0 PDL BIOPHARMA INC COM 69329Y104 308 39934 SH DFND 39934 0 0 PDL BIOPHARMA INC COM 69329Y104 80 10400 SH OTR 2 10400 0 0 PDL BIOPHARMA INC NOTE 2.875% 2/1 69329YAE4 2100 1400000 PRN DFND 1 1400000 0 0 PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 312 325000 PRN DFND 325000 0 0 PDL BIOPHARMA INC NOTE 4.000% 2/0 69329YAF1 21364 22225000 PRN DFND 1 22225000 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 1971 43200 SH DFND 43200 0 0 PEGASYSTEMS INC COM 705573103 916 44100 SH DFND 44100 0 0 PEGASYSTEMS INC COM 705573103 490 23600 SH OTR 2 23600 0 0 PEMBINA PIPELINE CORP COM 706327103 16377 387234 SH DFND 387234 0 0 PENDRELL CORP COM 70686R104 160 116056 SH DFND 116056 0 0 PENFORD CORP COM 707051108 1294 69261 SH DFND 69261 0 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INC COM 716748108 2058 550148 SH DFND 550148 0 0 PETROQUEST ENERGY INC COM 716748108 818 218800 SH OTR 2 218800 0 0 PETSMART INC COM 716768106 42241 519601 SH DFND 1 519601 0 0 PETSMART INC COM 716768106 29269 360039 SH DFND 360039 0 0 PFIZER INC COM 717081103 412387 13238736 SH DFND 13238736 0 0 PFIZER INC COM 717081103 21640 694702 SH OTR 2 694702 0 0 PG&E CORP COM 69331C108 56988 1070406 SH DFND 1070406 0 0 PG&E CORP COM 69331C108 2055 38600 SH OTR 2 38600 0 0 PGT INC COM 69336V101 1728 179440 SH DFND 179440 0 0 PGT INC COM 69336V101 874 90800 SH OTR 2 90800 0 0 PHARMACYCLICS INC COM 716933106 7771 63559 SH DFND 63559 0 0 PHARMERICA CORP COM 71714F104 1282 61900 SH OTR 2 61900 0 0 PHARMERICA CORP COM 71714F104 8117 391938 SH DFND 391938 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 91583 46327000 PRN DFND 1 46327000 0 0 PHH CORP NOTE 6.000% 6/1 693320AQ6 9934 5025000 PRN DFND 5025000 0 0 PHILIP MORRIS INTL INC COM 718172109 92354 1133873 SH DFND 1133873 0 0 PHILIP MORRIS INTL INC COM 718172109 5775 70900 SH OTR 2 70900 0 0 PHILLIPS 66 COM 718546104 153393 2139370 SH DFND 2139370 0 0 PHILLIPS 66 COM 718546104 2904 40500 SH OTR 2 40500 0 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 464 6737 SH DFND 1 6737 0 0 PHOENIX COS INC NEW COM NEW 71902E604 245 3557 SH DFND 3557 0 0 PHOTRONICS INC COM 719405102 276 33264 SH DFND 33264 0 0 PHYSICIANS RLTY TR COM 71943U104 598 36000 SH DFND 36000 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 345 18300 SH DFND 18300 0 0 PIER 1 IMPORTS INC COM 720279108 373 24221 SH DFND 24221 0 0 PIER 1 IMPORTS INC COM 720279108 168 10900 SH OTR 2 10900 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 59374 1810739 SH DFND 1810739 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 7597 231700 SH OTR 2 231700 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 3635 91924 SH DFND 91924 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 581 14700 SH OTR 2 14700 0 0 PINNACLE WEST CAP CORP COM 723484101 49073 718389 SH DFND 718389 0 0 PINNACLE WEST CAP CORP COM 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G7127P100 7772 105856 SH DFND 105856 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 26475 360591 SH DFND 1 360591 0 0 PLEXUS CORP COM 729132100 721 17493 SH DFND 17493 0 0 PLUG POWER INC COM NEW 72919P202 516 172100 SH DFND 172100 0 0 PLUM CREEK TIMBER CO INC COM 729251108 866 20248 SH DFND 20248 0 0 PMC-SIERRA INC COM 69344F106 1521 166040 SH DFND 166040 0 0 PNC FINL SVCS GROUP INC COM 693475105 165411 1813119 SH DFND 1813119 0 0 PNC FINL SVCS GROUP INC COM 693475105 11349 124400 SH OTR 2 124400 0 0 PNM RES INC COM 69349H107 11425 385579 SH DFND 385579 0 0 PNM RES INC COM 69349H107 77 2600 SH OTR 2 2600 0 0 POLARIS INDS INC COM 731068102 6024 39831 SH DFND 39831 0 0 POLYCOM INC COM 73172K104 43933 3254322 SH DFND 3254322 0 0 POLYCOM INC COM 73172K104 942 69800 SH OTR 2 69800 0 0 POLYONE CORP COM 73179P106 358 9456 SH DFND 9456 0 0 POLYPORE INTL INC COM 73179V103 1077 22900 SH DFND 22900 0 0 POOL CORPORATION COM 73278L105 235 3699 SH DFND 3699 0 0 POPEYES LA KITCHEN INC COM 732872106 696 12373 SH DFND 12373 0 0 POPULAR INC COM NEW 733174700 1112 32663 SH DFND 32663 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 2769 73200 SH DFND 73200 0 0 POSCO SPONSORED ADR 693483109 2116 33163 SH DFND 33163 0 0 POST PPTYS INC COM 737464107 1798 30600 SH DFND 30600 0 0 POTASH CORP SASK INC COM 73755L107 6347 154540 SH DFND 154540 0 0 POTLATCH CORP NEW COM 737630103 5633 134538 SH DFND 134538 0 0 POTLATCH CORP NEW COM 737630103 900 21500 SH OTR 2 21500 0 0 POZEN INC COM 73941U102 1237 154604 SH DFND 154604 0 0 POZEN INC COM 73941U102 706 88200 SH OTR 2 88200 0 0 PPG INDS INC COM 693506107 1018 4406 SH OTR 2 4406 0 0 PPG INDS INC COM 693506107 183155 792366 SH DFND 792366 0 0 PPL CORP COM 69351T106 5457 150213 SH DFND 150213 0 0 PRA GROUP INC COM 69354N106 48 836 SH DFND 836 0 0 PRA GROUP INC COM 69354N106 371 6400 SH OTR 2 6400 0 0 PRAXAIR INC COM 74005P104 530 4089 SH DFND 4089 0 0 PRECISION CASTPARTS CORP COM 740189105 310 1286 SH DFND 1286 0 0 PRECISION DRILLING CORP COM 2010 74022D308 400 57700 SH DFND 57700 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 211 19832 SH DFND 19832 0 0 PRICE T ROWE GROUP INC COM 74144T108 2883 33579 SH DFND 33579 0 0 PRICELINE GRP INC COM NEW 741503403 17375 15238 SH DFND 15238 0 0 PRICESMART INC COM 741511109 201 2200 SH OTR 2 2200 0 0 PRICESMART INC COM 741511109 759 8317 SH DFND 8317 0 0 PRIMERICA INC COM 74164M108 3744 69006 SH DFND 69006 0 0 PRIMERICA INC COM 74164M108 673 12400 SH OTR 2 12400 0 0 PRIMORIS SVCS CORP COM 74164F103 415 17839 SH DFND 17839 0 0 PRIMORIS SVCS CORP COM 74164F103 19 800 SH OTR 2 800 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 4169 80265 SH DFND 80265 0 0 PRIVATEBANCORP INC COM 742962103 3484 104314 SH DFND 104314 0 0 PRIVATEBANCORP INC COM 742962103 531 15900 SH OTR 2 15900 0 0 PROASSURANCE CORP COM 74267C106 2883 63860 SH DFND 63860 0 0 PROCERA NETWORKS INC COM NEW 74269U203 263 36600 SH OTR 2 36600 0 0 PROCERA NETWORKS INC COM NEW 74269U203 372 51800 SH DFND 51800 0 0 PROCTER & GAMBLE CO COM 742718109 183172 2010892 SH DFND 2010892 0 0 PROCTER & GAMBLE CO COM 742718109 10923 119914 SH OTR 2 119914 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 262 34600 SH DFND 34600 0 0 PROGRESS SOFTWARE CORP COM 743312100 334 12350 SH DFND 12350 0 0 PROGRESSIVE CORP OHIO COM 743315103 1443 53457 SH DFND 53457 0 0 PROLOGIS INC COM 74340W103 22415 520911 SH DFND 520911 0 0 PROOFPOINT INC COM 743424103 1442 29906 SH DFND 29906 0 0 PROSENSA HLDG N V SHS USD N71546100 1507 80347 SH DFND 80347 0 0 PROSENSA HLDG N V SHS USD N71546100 7662 408653 SH DFND 1 408653 0 0 PROSPERITY BANCSHARES INC COM 743606105 598 10800 SH OTR 2 10800 0 0 PROSPERITY BANCSHARES INC COM 743606105 1960 35400 SH DFND 35400 0 0 PROTECTIVE LIFE CORP COM 743674103 700 10048 SH OTR 2 10048 0 0 PROTECTIVE LIFE CORP COM 743674103 121313 1741751 SH DFND 1 1741751 0 0 PROTECTIVE LIFE CORP COM 743674103 8224 118078 SH DFND 118078 0 0 PROVIDENCE SVC CORP COM 743815102 2284 62670 SH DFND 62670 0 0 PROVIDENCE SVC CORP COM 743815102 1720 47200 SH OTR 2 47200 0 0 PROVIDENT FINL SVCS INC COM 74386T105 744 41214 SH DFND 41214 0 0 PROVIDENT FINL SVCS INC COM 74386T105 320 17700 SH OTR 2 17700 0 0 PRUDENTIAL FINL INC COM 744320102 30160 333403 SH DFND 333403 0 0 PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 610 38312 SH DFND 38312 0 0 PRUDENTIAL GLB SHT DUR HG YL COM 74433A109 638 40051 SH DFND 1 40051 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1686 21200 SH OTR 2 21200 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 5712 71808 SH DFND 71808 0 0 PSIVIDA CORP COM 74440J101 159 38700 SH DFND 38700 0 0 PTC INC COM 69370C100 8339 227521 SH DFND 227521 0 0 PTC THERAPEUTICS INC COM 69366J200 2023 39076 SH DFND 39076 0 0 PTC THERAPEUTICS INC COM 69366J200 689 13300 SH OTR 2 13300 0 0 PUBLIC STORAGE COM 74460D109 31910 172626 SH DFND 172626 0 0 PUBLIC STORAGE COM 74460D109 2155 11660 SH OTR 2 11660 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 188073 4541717 SH DFND 4541717 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 15665 378300 SH OTR 2 378300 0 0 PULTE GROUP INC COM 745867101 75691 3527060 SH DFND 3527060 0 0 PULTE GROUP INC COM 745867101 597 27800 SH OTR 2 27800 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 1173 6200 SH OTR 2 6200 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 2224 11751 SH DFND 11751 0 0 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 473 58275 SH DFND 1 58275 0 0 PUTMAN HIGH INCOME SEC FUND SHS BEN INT 746779107 186 22955 SH DFND 22955 0 0 PUTNAM MANAGED MUN INCOM TR COM 746823103 309 42649 SH DFND 42649 0 0 PUTNAM MANAGED MUN INCOM TR COM 746823103 824 113614 SH DFND 1 113614 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 457 38113 SH DFND 38113 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1409 117501 SH DFND 1 117501 0 0 PVH CORP COM 693656100 9960 77710 SH DFND 77710 0 0 PZENA INVESTMENT MGMT INC CLASS A 74731Q103 246 26000 SH DFND 26000 0 0 QEP MIDSTREAM PARTNERS LP COM UNIT RP LTD 74735R115 312 18555 SH DFND 1 18555 0 0 QIAGEN NV REG SHS N72482107 1680 74190 SH DFND 74190 0 0 QLIK TECHNOLOGIES INC COM 74733T105 457 14802 SH DFND 14802 0 0 QLOGIC CORP COM 747277101 3731 280100 SH DFND 280100 0 0 QLOGIC CORP COM 747277101 891 66900 SH OTR 2 66900 0 0 QTS RLTY TR INC COM CL A 74736A103 376 11100 SH DFND 11100 0 0 QUAKER CHEM CORP COM 747316107 400 4341 SH DFND 4341 0 0 QUAKER CHEM CORP COM 747316107 258 2800 SH OTR 2 2800 0 0 QUALCOMM INC COM 747525103 76733 1032335 SH DFND 1032335 0 0 QUALITY DISTR INC FLA COM 74756M102 874 82186 SH DFND 82186 0 0 QUALITY DISTR INC FLA COM 74756M102 330 31000 SH OTR 2 31000 0 0 QUALYS INC COM 74758T303 1729 45803 SH DFND 45803 0 0 QUALYS INC COM 74758T303 325 8600 SH OTR 2 8600 0 0 QUANTA SVCS INC COM 74762E102 10913 384391 SH DFND 384391 0 0 QUANTUM CORP NOTE 4.500%11/1 747906AJ4 125 100000 PRN DFND 100000 0 0 QUANTUM CORP NOTE 4.500%11/1 747906AJ4 2066 1650000 PRN DFND 1 1650000 0 0 QUESTAR CORP COM 748356102 2710 107204 SH DFND 107204 0 0 QUICKLOGIC CORP COM 74837P108 215 68400 SH DFND 68400 0 0 QUICKSILVER RESOURCES INC COM 74837R104 106 533389 SH DFND 533389 0 0 QUICKSILVER RESOURCES INC COM 74837R104 57 287500 SH OTR 2 287500 0 0 QUIDEL CORP NOTE 3.250%12/1 74838JAA9 1119 1000000 PRN DFND 1 1000000 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 2337 39700 SH DFND 39700 0 0 RACKSPACE HOSTING INC COM 750086100 60882 1300612 SH DFND 1300612 0 0 RACKSPACE HOSTING INC COM 750086100 1549 33100 SH OTR 2 33100 0 0 RADIAN GROUP INC COM 750236101 647 38672 SH DFND 38672 0 0 RADIAN GROUP INC NOTE 2.250% 3/0 750236AN1 53891 33408000 PRN DFND 1 33408000 0 0 RADIAN GROUP INC NOTE 3.000%11/1 750236AK7 63586 41475000 PRN DFND 1 41475000 0 0 RADIO ONE INC CL D NON VTG 75040P405 50 29700 SH DFND 29700 0 0 RADNET INC COM 750491102 2904 340092 SH DFND 340092 0 0 RADNET INC COM 750491102 515 60300 SH OTR 2 60300 0 0 RALPH LAUREN CORP CL A 751212101 7821 42240 SH DFND 42240 0 0 RAMBUS INC DEL COM 750917106 1065 96005 SH DFND 96005 0 0 RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 426 375000 PRN DFND 375000 0 0 RAMBUS INC DEL NOTE 1.125% 8/1 750917AE6 8858 7800000 PRN DFND 1 7800000 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 7700 410911 SH DFND 410911 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1396 74500 SH OTR 2 74500 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1455 25400 SH DFND 25400 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 7672 344018 SH DFND 1 344018 0 0 RAYONIER INC COM 754907103 8393 300389 SH DFND 1 300389 0 0 RAYONIER INC COM 754907103 2056 73600 SH DFND 73600 0 0 RAYTHEON CO COM NEW 755111507 175462 1622096 SH DFND 1622096 0 0 RAYTHEON CO COM NEW 755111507 6955 64297 SH OTR 2 64297 0 0 RBC BEARINGS INC COM 75524B104 308 4766 SH DFND 4766 0 0 RCS CAP CORP COM CL A 74937W102 775 63326 SH DFND 63326 0 0 RCS CAP CORP COM CL A 74937W102 294 24000 SH OTR 2 24000 0 0 REAL GOODS SOLAR INC CL A 75601N104 17 35206 SH DFND 35206 0 0 REALOGY HLDGS CORP COM 75605Y106 374 8400 SH DFND 8400 0 0 REALOGY HLDGS CORP COM 75605Y106 267 6000 SH OTR 2 6000 0 0 REALTY INCOME CORP COM 756109104 1934 40542 SH DFND 40542 0 0 RECEPTOS INC COM 756207106 343 2800 SH DFND 2800 0 0 RED HAT INC COM 756577102 7769 112371 SH DFND 112371 0 0 RED HAT INC COM 756577102 10599 153301 SH DFND 1 153301 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 479 6219 SH DFND 6219 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 162 2100 SH OTR 2 2100 0 0 REDWOOD TR INC COM 758075402 1084 55000 SH DFND 55000 0 0 REGAL BELOIT CORP COM 758750103 3216 42761 SH DFND 42761 0 0 REGAL ENTMT GROUP CL A 758766109 3075 143970 SH DFND 143970 0 0 REGENCY CTRS CORP COM 758849103 691 10832 SH DFND 10832 0 0 REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y107 615 25613 SH DFND 1 25613 0 0 REGENERON PHARMACEUTICALS COM 75886F107 3558 8673 SH DFND 8673 0 0 REGENERON PHARMACEUTICALS COM 75886F107 62 150 SH DFND 1 150 0 0 REGIONS FINL CORP NEW COM 7591EP100 8606 814942 SH DFND 814942 0 0 REGIS CORP MINN COM 758932107 344 20500 SH DFND 20500 0 0 REGULUS THERAPEUTICS INC COM 75915K101 488 30400 SH DFND 30400 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 42636 486597 SH DFND 486597 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 9171 104671 SH OTR 2 104671 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 43248 705865 SH DFND 705865 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 214 3500 SH OTR 2 3500 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 13961 143597 SH DFND 143597 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 754 77626 SH DFND 77626 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 253 26100 SH OTR 2 26100 0 0 RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 4649 4900000 PRN DFND 1 4900000 0 0 RENEWABLE ENERGY GROUP INC MTNF 2.750% 6/1 75972AAA1 664 700000 PRN DFND 700000 0 0 RENT A CTR INC NEW COM 76009N100 1637 45077 SH DFND 45077 0 0 RENTECH INC COM 760112102 68 53624 SH DFND 53624 0 0 RENTRAK CORP COM 760174102 896 12300 SH DFND 12300 0 0 REPLIGEN CORP COM 759916109 2866 144742 SH DFND 144742 0 0 REPLIGEN CORP COM 759916109 1129 57000 SH OTR 2 57000 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 108 10800 SH DFND 10800 0 0 REPROS THERAPEUTICS INC COM NEW 76028H209 134 13400 SH OTR 2 13400 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 1462 100200 SH DFND 100200 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 327 22400 SH OTR 2 22400 0 0 REPUBLIC SVCS INC COM 760759100 10541 261881 SH DFND 261881 0 0 RESEARCH FRONTIERS INC COM 760911107 77 15100 SH DFND 15100 0 0 RESMED INC COM 761152107 11542 205883 SH DFND 205883 0 0 RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 1588 1625000 PRN DFND 1 1625000 0 0 RESOURCE CAP CORP NOTE 6.000%12/0 76120WAA2 244 250000 PRN DFND 250000 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 13179 303097 SH DFND 303097 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 19214 426401 SH DFND 1 426401 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 744 44300 SH DFND 44300 0 0 RETAIL PPTYS AMER INC CL A 76131V202 2984 178800 SH DFND 178800 0 0 RETROPHIN INC COM 761299106 497 40600 SH DFND 40600 0 0 REVLON INC CL A NEW 761525609 1063 31130 SH DFND 31130 0 0 REVOLUTION LIGHTING TECHNOLO COM 76155G107 105 77544 SH DFND 77544 0 0 REX AMERICAN RESOURCES CORP COM 761624105 12427 200532 SH DFND 200532 0 0 REX AMERICAN RESOURCES CORP COM 761624105 3216 51900 SH OTR 2 51900 0 0 REXAHN PHARMACEUTICALS INC COM 761640101 150 213900 SH DFND 213900 0 0 REXNORD CORP NEW COM 76169B102 307 10900 SH OTR 2 10900 0 0 REYNOLDS AMERICAN INC COM 761713106 848 13200 SH OTR 2 13200 0 0 REYNOLDS AMERICAN INC COM 761713106 27922 434449 SH DFND 434449 0 0 RF INDS LTD COM PAR $0.01 749552105 78 19113 SH DFND 19113 0 0 RF MICRODEVICES INC COM 749941100 31319 1887818 SH DFND 1887818 0 0 RF MICRODEVICES INC COM 749941100 2437 146900 SH OTR 2 146900 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 357 157223 SH DFND 157223 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 95 42000 SH OTR 2 42000 0 0 RIGNET INC COM 766582100 695 16951 SH DFND 16951 0 0 RING ENERGY INC COM 76680V108 127 12100 SH DFND 12100 0 0 RITE AID CORP COM 767754104 67172 8932498 SH DFND 8932498 0 0 RITE AID CORP NOTE 8.500% 5/1 767754BU7 4198 1435000 PRN DFND 1 1435000 0 0 RIVERBED TECHNOLOGY INC COM 768573107 32000 1567861 SH DFND 1 1567861 0 0 RIVERBED TECHNOLOGY INC COM 768573107 2216 108573 SH DFND 108573 0 0 RLI CORP COM 749607107 351 7100 SH DFND 7100 0 0 RLJ LODGING TR COM 74965L101 9362 279205 SH DFND 279205 0 0 RLJ LODGING TR COM 74965L101 1100 32800 SH OTR 2 32800 0 0 RMR REAL ESTATE INCOME FUND COM 76970B101 201 9632 SH DFND 9632 0 0 RMR REAL ESTATE INCOME FUND COM 76970B101 274 13154 SH DFND 1 13154 0 0 ROBERT HALF INTL INC COM 770323103 22251 381135 SH DFND 381135 0 0 ROCK-TENN CO CL A 772739207 23998 393532 SH DFND 393532 0 0 ROCKWELL AUTOMATION INC COM 773903109 25212 226725 SH DFND 226725 0 0 ROCKWOOD HLDGS INC COM 774415103 6324 80259 SH DFND 80259 0 0 ROCKWOOD HLDGS INC COM 774415103 138721 1760424 SH DFND 1 1760424 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 46065 1019809 SH DFND 1019809 0 0 ROGERS CORP COM 775133101 318 3900 SH DFND 3900 0 0 ROGERS CORP COM 775133101 945 11600 SH OTR 2 11600 0 0 ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 27 105000 SH DFND 105000 0 0 ROI ACQUISITION CORP II *W EXP 09/17/201 74966G119 247 945000 SH DFND 1 945000 0 0 ROI ACQUISITION CORP II COM 74966G101 1032 105000 SH DFND 105000 0 0 ROI ACQUISITION CORP II COM 74966G101 9289 945000 SH DFND 1 945000 0 0 ROPER INDS INC NEW COM 776696106 1751 11200 SH DFND 11200 0 0 ROSE ROCK MIDSTREAM L P COM U REP LTD 777149105 365 8040 SH DFND 1 8040 0 0 ROSS STORES INC COM 778296103 29198 309764 SH DFND 309764 0 0 ROVI CORP COM 779376102 17140 758722 SH DFND 758722 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 131577 1641795 SH DFND 1641795 0 0 ROYAL BK SCOTLAND GROUP PLC SPONS ADR 20 ORD 780097689 865 71393 SH DFND 1 71393 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 71448 864800 SH DFND 864800 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 601 8975 SH DFND 8975 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 33295 497318 SH DFND 1 497318 0 0 ROYAL GOLD INC COM 780287108 2420 38600 SH DFND 38600 0 0 RPC INC COM 749660106 188 14400 SH DFND 14400 0 0 RPM INTL INC COM 749685103 6608 130300 SH DFND 130300 0 0 RPX CORP COM 74972G103 729 52876 SH DFND 52876 0 0 RTI SURGICAL INC COM 74975N105 224 43146 SH DFND 43146 0 0 RUSH ENTERPRISES INC CL A 781846209 764 23846 SH DFND 23846 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 3261 217416 SH DFND 217416 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 2456 163700 SH OTR 2 163700 0 0 RYDER SYS INC COM 783549108 37376 402542 SH DFND 402542 0 0 RYLAND GROUP INC NOTE 1.625% 5/1 783764AQ6 4218 3110000 PRN DFND 1 3110000 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 2426 46000 SH DFND 46000 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 8211 270362 SH DFND 270362 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 1985 65366 SH OTR 2 65366 0 0 SAFE BULKERS INC COM Y7388L103 2859 731099 SH DFND 731099 0 0 SAFE BULKERS INC COM Y7388L103 499 127500 SH OTR 2 127500 0 0 SAFETY INS GROUP INC COM 78648T100 636 9929 SH DFND 9929 0 0 SAFEWAY INC COM NEW 786514208 8900 253417 SH DFND 1 253417 0 0 SAFEWAY INC COM NEW 786514208 6659 189603 SH DFND 189603 0 0 SAGENT PHARMACEUTICALS INC COM 786692103 326 13000 SH DFND 13000 0 0 SAIA INC COM 78709Y105 2627 47456 SH DFND 47456 0 0 SAIA INC COM 78709Y105 390 7050 SH OTR 2 7050 0 0 SALESFORCE COM INC COM 79466L302 301 5078 SH DFND 5078 0 0 SALIX PHARMACEUTICALS INC COM 795435106 3355 29186 SH DFND 29186 0 0 SALIX PHARMACEUTICALS INC NOTE 1.500% 3/1 795435AE6 29250 16000000 PRN DFND 1 16000000 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 1077 35047 SH DFND 35047 0 0 SANDERSON FARMS INC COM 800013104 5189 61756 SH DFND 61756 0 0 SANDERSON FARMS INC COM 800013104 1832 21800 SH OTR 2 21800 0 0 SANDISK CORP COM 80004C101 13576 138556 SH DFND 138556 0 0 SANDISK CORP NOTE 1.500% 8/1 80004CAD3 175235 91031000 PRN DFND 1 91031000 0 0 SANDRIDGE ENERGY INC COM 80007P307 2775 1524800 SH DFND 1524800 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 415 9131 SH DFND 9131 0 0 SANMINA CORPORATION COM 801056102 7929 336956 SH DFND 336956 0 0 SANMINA CORPORATION COM 801056102 1506 64000 SH OTR 2 64000 0 0 SAPIENT CORP COM 803062108 4627 185970 SH DFND 185970 0 0 SAPIENT CORP COM 803062108 81486 3275180 SH DFND 1 3275180 0 0 SAPIENT CORP COM 803062108 980 39400 SH OTR 2 39400 0 0 SASOL LTD SPONSORED ADR 803866300 5817 153199 SH DFND 153199 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1442 13020 SH DFND 13020 0 0 SCANA CORP NEW COM 80589M102 6533 108159 SH DFND 108159 0 0 SCANSOURCE INC COM 806037107 514 12800 SH OTR 2 12800 0 0 SCANSOURCE INC COM 806037107 1505 37479 SH DFND 37479 0 0 SCHEIN HENRY INC COM 806407102 12761 93731 SH DFND 93731 0 0 SCHLUMBERGER LTD COM 806857108 12183 142640 SH DFND 142640 0 0 SCHOLASTIC CORP COM 807066105 821 22548 SH DFND 22548 0 0 SCHULMAN A INC COM 808194104 343 218324 SH DFND 218324 0 0 SCHULMAN A INC COM 808194104 753 45100 SH OTR 2 45100 0 0 SCHWAB CHARLES CORP NEW COM 808513105 2708 89683 SH DFND 89683 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 546 12900 SH DFND 12900 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 382 43600 SH DFND 43600 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 961 19400 SH DFND 19400 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 842 17007 SH DFND 1 17007 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 703 14200 SH OTR 2 14200 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 2334 37458 SH DFND 37458 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2662 35366 SH DFND 35366 0 0 SEACOR HOLDINGS INC COM 811904101 347 4700 SH DFND 4700 0 0 SEADRILL LIMITED SHS G7945E105 1035 11975 SH DFND 11975 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 31057 467029 SH DFND 467029 0 0 SEALED AIR CORP NEW COM 81211K100 876 20646 SH DFND 20646 0 0 SEARS HLDGS CORP COM 812350106 6183 187479 SH DFND 187479 0 0 SEARS HLDGS CORP COM 812350106 10021 303852 SH DFND 1 303852 0 0 SEATTLE GENETICS INC COM 812578102 1247 38800 SH DFND 38800 0 0 SEAWORLD ENTMT INC COM 81282V100 6815 380700 SH DFND 380700 0 0 SEI INVESTMENTS CO COM 784117103 31059 775687 SH DFND 775687 0 0 SELECT COMFORT CORP COM 81616X103 273 10100 SH OTR 2 10100 0 0 SELECT COMFORT CORP COM 81616X103 603 22300 SH DFND 22300 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 105 4300 SH OTR 2 4300 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 1726 70689 SH DFND 70689 0 0 SELECT MED HLDGS CORP COM 81619Q105 5383 373849 SH DFND 373849 0 0 SELECT MED HLDGS CORP COM 81619Q105 1673 116200 SH OTR 2 116200 0 0 SEMPRA ENERGY COM 816851109 32790 294454 SH DFND 294454 0 0 SEMTECH CORP COM 816850101 216 7817 SH DFND 7817 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1121 50700 SH DFND 50700 0 0 SENOMYX INC COM 81724Q107 675 112321 SH DFND 112321 0 0 SENOMYX INC COM 81724Q107 249 41500 SH OTR 2 41500 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 809 13400 SH OTR 2 13400 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 5369 88974 SH DFND 88974 0 0 SEQUENOM INC COM NEW 817337405 238 64300 SH DFND 64300 0 0 SEQUENOM INC NOTE 5.000%10/0 817337AB4 8286 8025000 PRN DFND 1 8025000 0 0 SEQUENOM INC NOTE 5.000%10/0 817337AB4 1471 1425000 PRN DFND 1425000 0 0 SEQUENTIAL BRANDS GROUP INC COM NEW 817340201 370 28300 SH DFND 28300 0 0 SERVICENOW INC COM 81762P102 2438 35925 SH DFND 35925 0 0 SEVENTY SEVEN ENERGY INC COM 818097107 1548 286351 SH DFND 286351 0 0 SEVENTY SEVEN ENERGY INC COM 818097107 532 98406 SH DFND 1 98406 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 34759 1108745 SH DFND 1108745 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 285 9104 SH DFND 9104 0 0 SHERWIN WILLIAMS CO COM 824348106 16113 61257 SH DFND 61257 0 0 SHILOH INDS INC COM 824543102 289 18386 SH DFND 18386 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 871 61700 SH DFND 61700 0 0 SHORETEL INC COM 825211105 758 103100 SH OTR 2 103100 0 0 SHORETEL INC COM 825211105 912 124042 SH DFND 124042 0 0 SHUTTERSTOCK INC COM 825690100 1064 15400 SH DFND 15400 0 0 SIERRA WIRELESS INC COM 826516106 972 17600 SH DFND 17600 0 0 SIGMA ALDRICH CORP COM 826552101 6301 45901 SH DFND 45901 0 0 SIGMA ALDRICH CORP COM 826552101 149900 1092009 SH DFND 1 1092009 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 6321 50182 SH DFND 50182 0 0 SIGNET JEWELERS LIMITED SHS G81276100 27262 207206 SH DFND 207206 0 0 SILGAN HOLDINGS INC COM 827048109 841 15699 SH DFND 15699 0 0 SILICON IMAGE INC COM 82705T102 2244 406581 SH DFND 406581 0 0 SILICON IMAGE INC COM 82705T102 1266 229400 SH OTR 2 229400 0 0 SILICON LABORATORIES INC COM 826919102 462 9700 SH DFND 9700 0 0 SILVER WHEATON CORP COM 828336107 35001 1481436 SH DFND 1481436 0 0 SIMON PPTY GROUP INC NEW COM 828806109 10068 55286 SH DFND 1 55286 0 0 SIMON PPTY GROUP INC NEW COM 828806109 4626 25400 SH OTR 2 25400 0 0 SIMON PPTY GROUP INC NEW COM 828806109 83918 460812 SH DFND 460812 0 0 SIMPLICITY BANCORP COM 828867101 675 39371 SH DFND 39371 0 0 SIMPLICITY BANCORP COM 828867101 2061 120149 SH DFND 1 120149 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1458 53286 SH DFND 53286 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 1407 32600 SH DFND 32600 0 0 SIZMEK INC COM 83013P105 69 11000 SH DFND 11000 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 21825 808028 SH DFND 808028 0 0 SKECHERS U S A INC CL A 830566105 1558 28200 SH OTR 2 28200 0 0 SKECHERS U S A INC CL A 830566105 4516 81735 SH DFND 81735 0 0 SKULLCANDY INC COM 83083J104 345 37500 SH OTR 2 37500 0 0 SKULLCANDY INC COM 83083J104 1018 110775 SH DFND 110775 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 118943 1635858 SH DFND 1635858 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 15684 215700 SH OTR 2 215700 0 0 SL GREEN RLTY CORP COM 78440X101 8115 68181 SH DFND 68181 0 0 SL GREEN RLTY CORP COM 78440X101 309 2600 SH OTR 2 2600 0 0 SLM CORP COM 78442P106 1330 130567 SH DFND 130567 0 0 SLM CORP COM 78442P106 12951 1270980 SH DFND 1 1270980 0 0 SM ENERGY CO COM 78454L100 19844 514357 SH DFND 514357 0 0 SMITH & WESSON HLDG CORP COM 831756101 152 16029 SH DFND 16029 0 0 SMITH A O COM 831865209 9495 404870 SH DFND 404870 0 0 SMUCKER J M CO COM NEW 832696405 20412 202140 SH DFND 202140 0 0 SNAP ON INC COM 833034101 21360 156210 SH DFND 156210 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3486 145978 SH DFND 145978 0 0 SOLARCITY CORP COM 83416T100 8861 165688 SH DFND 165688 0 0 SOLARWINDS INC COM 83416B109 1131 22700 SH DFND 22700 0 0 SOLERA HOLDINGS INC COM 83421A104 292 5700 SH DFND 5700 0 0 SONIC CORP COM 835451105 1713 62921 SH DFND 62921 0 0 SONIC CORP COM 835451105 65 2400 SH OTR 2 2400 0 0 SONOCO PRODS CO COM 835495102 2624 60057 SH DFND 60057 0 0 SONUS NETWORKS INC COM 835916107 1052 265056 SH DFND 265056 0 0 SONUS NETWORKS INC COM 835916107 604 152100 SH OTR 2 152100 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 108 10700 SH DFND 10700 0 0 SOURCE CAP INC COM 836144105 255 3573 SH DFND 3573 0 0 SOURCE CAP INC COM 836144105 565 7907 SH DFND 1 7907 0 0 SOUTH ST CORP COM 840441109 262 3900 SH DFND 3900 0 0 SOUTHERN CO COM 842587107 43172 879084 SH DFND 879084 0 0 SOUTHERN COPPER CORP COM 84265V105 17083 605776 SH DFND 605776 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 353 12223 SH DFND 12223 0 0 SOUTHWEST AIRLS CO COM 844741108 160447 3791277 SH DFND 3791277 0 0 SOUTHWEST AIRLS CO COM 844741108 13330 314983 SH OTR 2 314983 0 0 SOUTHWEST GAS CORP COM 844895102 1057 17100 SH DFND 17100 0 0 SOUTHWEST GAS CORP COM 844895102 439 7100 SH OTR 2 7100 0 0 SOVRAN SELF STORAGE INC COM 84610H108 2634 30200 SH OTR 2 30200 0 0 SOVRAN SELF STORAGE INC COM 84610H108 10946 125501 SH DFND 125501 0 0 SPANSION INC COM CL A NEW 84649R200 1506 44000 SH OTR 2 44000 0 0 SPANSION INC COM CL A NEW 84649R200 1482 43321 SH DFND 43321 0 0 SPANSION INC COM CL A NEW 84649R200 212 6207 SH DFND 1 6207 0 0 SPARTANNASH CO COM 847215100 1785 68303 SH DFND 68303 0 0 SPARTANNASH CO COM 847215100 227 8700 SH OTR 2 8700 0 0 SPARTON CORP COM 847235108 438 15466 SH DFND 15466 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 217762 1059465 SH DFND 1059465 0 0 SPECTRA ENERGY CORP COM 847560109 15292 421259 SH DFND 421259 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 484 8497 SH DFND 1 8497 0 0 SPECTRANETICS CORP COM 84760C107 821 23756 SH DFND 23756 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 2067 21600 SH DFND 21600 0 0 SPEED COMM INC COM 84764T106 123 39700 SH DFND 39700 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 20347 472754 SH DFND 472754 0 0 SPIRIT AIRLS INC COM 848577102 8659 114565 SH DFND 114565 0 0 SPIRIT AIRLS INC COM 848577102 499 6600 SH OTR 2 6600 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 1179 99200 SH DFND 99200 0 0 SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 16952 17375000 PRN DFND 1 17375000 0 0 SPLUNK INC COM 848637104 1103 18712 SH DFND 18712 0 0 SPRINT CORP COM SER 1 85207U105 277 66800 SH DFND 66800 0 0 SPX CORP COM 784635104 24219 281875 SH DFND 281875 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 173 2961 SH DFND 2961 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 491 8400 SH OTR 2 8400 0 0 ST JUDE MED INC COM 790849103 6831 105047 SH DFND 105047 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 159 17449 SH DFND 17449 0 0 STAG INDL INC COM 85254J102 2589 105679 SH DFND 105679 0 0 STAG INDL INC COM 85254J102 377 15400 SH OTR 2 15400 0 0 STAMPS COM INC COM NEW 852857200 2332 48600 SH OTR 2 48600 0 0 STAMPS COM INC COM NEW 852857200 6298 131234 SH DFND 131234 0 0 STANCORP FINL GROUP INC COM 852891100 2566 36730 SH DFND 36730 0 0 STANDARD MTR PRODS INC COM 853666105 1431 37534 SH DFND 37534 0 0 STANDARD MTR PRODS INC COM 853666105 545 14300 SH OTR 2 14300 0 0 STANDARD PAC CORP NEW COM 85375C101 1034 141811 SH DFND 141811 0 0 STANDEX INTL CORP COM 854231107 6956 90040 SH DFND 90040 0 0 STANDEX INTL CORP COM 854231107 1406 18200 SH OTR 2 18200 0 0 STANLEY BLACK & DECKER INC COM 854502101 1432 14900 SH DFND 14900 0 0 STANTEC INC COM 85472N109 2957 92600 SH DFND 92600 0 0 STAPLES INC COM 855030102 1435 79216 SH DFND 79216 0 0 STARBUCKS CORP COM 855244109 1592 19400 SH OTR 2 19400 0 0 STARBUCKS CORP COM 855244109 25077 305625 SH DFND 305625 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 417 5147 SH DFND 5147 0 0 STARWOOD PPTY TR INC COM 85571B105 726 31256 SH DFND 31256 0 0 STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 15300 15000000 PRN DFND 1 15000000 0 0 STARWOOD PPTY TR INC NOTE 4.000% 1/1 85571BAB1 25293 22825000 PRN DFND 1 22825000 0 0 STARWOOD PPTY TR INC NOTE 4.550% 3/0 85571BAA3 30584 28650000 PRN DFND 1 28650000 0 0 STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 2025 76782 SH DFND 1 76782 0 0 STATE STR CORP COM 857477103 9183 116976 SH DFND 116976 0 0 STEEL DYNAMICS INC COM 858119100 35453 1795977 SH DFND 1795977 0 0 STEELCASE INC CL A 858155203 1397 77854 SH DFND 77854 0 0 STEELCASE INC CL A 858155203 619 34500 SH OTR 2 34500 0 0 STEIN MART INC COM 858375108 302 20689 SH DFND 20689 0 0 STEINER LEISURE LTD ORD P8744Y102 1138 24625 SH DFND 24625 0 0 STEINER LEISURE LTD ORD P8744Y102 226 4900 SH OTR 2 4900 0 0 STEREOTAXIS INC COM NEW 85916J409 70 47500 SH DFND 47500 0 0 STERICYCLE INC COM 858912108 8342 63641 SH DFND 63641 0 0 STERIS CORP COM 859152100 597 9200 SH OTR 2 9200 0 0 STERIS CORP COM 859152100 9686 149363 SH DFND 149363 0 0 STEWART INFORMATION SVCS COR COM 860372101 362 9766 SH DFND 9766 0 0 STEWART INFORMATION SVCS COR COM 860372101 0 2 SH DFND 1 2 0 0 STIFEL FINL CORP COM 860630102 265 5200 SH DFND 5200 0 0 STILLWATER MNG CO COM 86074Q102 954 64700 SH DFND 64700 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 14229 11475000 PRN DFND 1 11475000 0 0 STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 1209 975000 PRN DFND 975000 0 0 STONE ENERGY CORP COM 861642106 1393 82521 SH DFND 82521 0 0 STONERIDGE INC COM 86183P102 1490 115851 SH DFND 115851 0 0 STONERIDGE INC COM 86183P102 904 70300 SH OTR 2 70300 0 0 STRAIGHT PATH COMMUNICATNS I CL B 862578101 345 18200 SH DFND 18200 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 10449 789791 SH DFND 789791 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 1879 142000 SH OTR 2 142000 0 0 STRATTEC SEC CORP COM 863111100 339 4100 SH DFND 4100 0 0 STRAYER ED INC COM 863236105 984 13246 SH DFND 13246 0 0 STRAYER ED INC COM 863236105 104 1400 SH OTR 2 1400 0 0 STRYKER CORP COM 863667101 16224 171989 SH DFND 171989 0 0 SUMMIT HOTEL PPTYS COM 866082100 1490 119800 SH DFND 119800 0 0 SUMMIT HOTEL PPTYS COM 866082100 67 5400 SH OTR 2 5400 0 0 SUMMIT MIDSTREAM PARTNERS LP COM UNIT LTD 866142102 353 9295 SH DFND 1 9295 0 0 SUN CMNTYS INC COM 866674104 2823 46700 SH DFND 46700 0 0 SUN CMNTYS INC COM 866674104 248 4100 SH OTR 2 4100 0 0 SUN LIFE FINL INC COM 866796105 4452 106196 SH DFND 106196 0 0 SUNCOKE ENERGY INC COM 86722A103 797 41234 SH DFND 41234 0 0 SUNCOR ENERGY INC NEW COM 867224107 95954 2606470 SH DFND 2606470 0 0 SUNEDISON INC COM 86732Y109 2325 119181 SH DFND 119181 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 730 17472 SH DFND 1 17472 0 0 SUNPOWER CORP COM 867652406 617 23873 SH DFND 23873 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 469 400000 PRN DFND 400000 0 0 SUNPOWER CORP DBCV 4.500% 3/1 867652AE9 17695 15100000 PRN DFND 1 15100000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 507 30700 SH OTR 2 30700 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3493 211575 SH DFND 211575 0 0 SUNTRUST BKS INC COM 867914103 16838 401859 SH DFND 401859 0 0 SUPER MICRO COMPUTER INC COM 86800U104 3087 88500 SH OTR 2 88500 0 0 SUPER MICRO COMPUTER INC COM 86800U104 5324 152636 SH DFND 152636 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 42856 2126865 SH DFND 2126865 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 925 111471 SH DFND 111471 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 595 71700 SH OTR 2 71700 0 0 SUPERVALU INC COM 868536103 17301 1783568 SH DFND 1783568 0 0 SUPERVALU INC COM 868536103 1930 199000 SH OTR 2 199000 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 4517 336334 SH DFND 336334 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 48 3600 SH OTR 2 3600 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 45607 3395871 SH DFND 1 3395871 0 0 SVB FINL GROUP COM 78486Q101 1813 15623 SH DFND 15623 0 0 SWIFT TRANSN CO CL A 87074U101 1271 44394 SH DFND 44394 0 0 SWS GROUP INC COM 78503N107 23 3316 SH DFND 3316 0 0 SWS GROUP INC COM 78503N107 83 11984 SH DFND 1 11984 0 0 SYKES ENTERPRISES INC COM 871237103 920 39200 SH OTR 2 39200 0 0 SYKES ENTERPRISES INC COM 871237103 5037 214620 SH DFND 214620 0 0 SYMANTEC CORP COM 871503108 59076 2302701 SH DFND 2302701 0 0 SYMETRA FINL CORP COM 87151Q106 871 37800 SH OTR 2 37800 0 0 SYMETRA FINL CORP COM 87151Q106 3867 167748 SH DFND 167748 0 0 SYMMETRY SURGICAL INC COM 87159G100 95 12132 SH DFND 12132 0 0 SYNAGEVA BIOPHARMA CORP COM 87159A103 1819 19600 SH DFND 19600 0 0 SYNAPTICS INC COM 87157D109 1428 20740 SH DFND 20740 0 0 SYNAPTICS INC COM 87157D109 1363 19800 SH OTR 2 19800 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1188 28377 SH DFND 28377 0 0 SYNCHRONY FINL COM 87165B103 1041 34984 SH DFND 34984 0 0 SYNCHRONY FINL COM 87165B103 10671 358674 SH DFND 1 358674 0 0 SYNERGY RES CORP COM 87164P103 851 67862 SH DFND 67862 0 0 SYNNEX CORP COM 87162W100 1551 19845 SH DFND 19845 0 0 SYNNEX CORP COM 87162W100 78 1000 SH OTR 2 1000 0 0 SYNOPSYS INC COM 871607107 25119 577837 SH DFND 577837 0 0 SYNTEL INC COM 87162H103 693 15400 SH DFND 15400 0 0 SYNTEL INC COM 87162H103 81 1800 SH OTR 2 1800 0 0 SYSCO CORP COM 871829107 42983 1082961 SH DFND 1082961 0 0 T MOBILE US INC CONV PFD SER A 872590203 1692 31775 SH DFND 31775 0 0 T MOBILE US INC CONV PFD SER A 872590203 76379 1434625 SH DFND 1 1434625 0 0 TAHOE RES INC COM 873868103 761 47100 SH DFND 47100 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 175865 7858139 SH DFND 7858139 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7421 264738 SH DFND 264738 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 984 35100 SH OTR 2 35100 0 0 TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.750%12/0 874054AC3 17300 11400000 PRN DFND 1 11400000 0 0 TALISMAN ENERGY INC COM 87425E103 57238 7310103 SH DFND 1 7310103 0 0 TALISMAN ENERGY INC COM 87425E103 2810 358818 SH DFND 358818 0 0 TALLGRASS ENERGY PARTNERS LP COM UNIT 874697105 458 10248 SH DFND 1 10248 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 2431 65763 SH DFND 65763 0 0 TARGA RES CORP COM 87612G101 3510 33098 SH DFND 33098 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 376 7849 SH DFND 1 7849 0 0 TARGET CORP COM 87612E106 1932 25454 SH DFND 25454 0 0 TASER INTL INC COM 87651B104 1379 52090 SH DFND 52090 0 0 TASER INTL INC COM 87651B104 440 16600 SH OTR 2 16600 0 0 TATA MTRS LTD SPONSORED ADR 876568502 166706 3942913 SH DFND 3942913 0 0 TAUBMAN CTRS INC COM 876664103 3059 40030 SH DFND 40030 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 454 6375 SH DFND 1 6375 0 0 TE CONNECTIVITY LTD REG SHS H84989104 188020 2972643 SH DFND 2972643 0 0 TEAM HEALTH HOLDINGS INC COM 87817A107 207 3600 SH DFND 3600 0 0 TECH DATA CORP COM 878237106 33416 528491 SH DFND 528491 0 0 TECHTARGET INC COM 87874R100 277 24400 SH DFND 24400 0 0 TECK RESOURCES LTD CL B 878742204 757 53000 SH DFND 53000 0 0 TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M105 459 10685 SH DFND 1 10685 0 0 TEEKAY TANKERS LTD CL A Y8565N102 402 79400 SH DFND 79400 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 538 5241 SH DFND 5241 0 0 TELEFLEX INC COM 879369106 6826 59450 SH DFND 59450 0 0 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2955 167135 SH DFND 167135 0 0 TELENAV INC COM 879455103 83 12400 SH DFND 12400 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 8409 333044 SH DFND 333044 0 0 TELETECH HOLDINGS INC COM 879939106 2411 101825 SH DFND 101825 0 0 TELETECH HOLDINGS INC COM 879939106 521 22000 SH OTR 2 22000 0 0 TELUS CORP COM 87971M103 1303 31100 SH DFND 31100 0 0 TEMPLETON GLOBAL INCOME FD COM 880198106 590 82070 SH DFND 82070 0 0 TEMPLETON GLOBAL INCOME FD COM 880198106 1017 141384 SH DFND 1 141384 0 0 TENARIS S A SPONSORED ADR 88031M109 375 12400 SH DFND 12400 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 776 15305 SH DFND 15305 0 0 TENNANT CO COM 880345103 721 9997 SH DFND 9997 0 0 TENNECO INC COM 880349105 2417 42692 SH DFND 42692 0 0 TENNECO INC COM 880349105 1664 29400 SH OTR 2 29400 0 0 TERADATA CORP DEL COM 88076W103 6549 149924 SH DFND 149924 0 0 TERADYNE INC COM 880770102 7072 357342 SH DFND 357342 0 0 TEREX CORP NEW COM 880779103 1227 44000 SH DFND 44000 0 0 TEREX CORP NEW NOTE 4.000% 6/0 880779AV5 21134 12085000 PRN DFND 1 12085000 0 0 TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 43 170000 SH DFND 170000 0 0 TERRAPIN 3 ACQUISITION CORP *W EXP 06/27/201 88104P112 383 1530000 SH DFND 1 1530000 0 0 TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 1649 170000 SH DFND 170000 0 0 TERRAPIN 3 ACQUISITION CORP COM CL A 88104P104 14841 1530000 SH DFND 1 1530000 0 0 TESCO CORP COM 88157K101 663 51700 SH OTR 2 51700 0 0 TESCO CORP COM 88157K101 4355 339668 SH DFND 339668 0 0 TESLA MTRS INC COM 88160R101 3607 16217 SH DFND 16217 0 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 100575 54000000 PRN DFND 1 54000000 0 0 TESLA MTRS INC NOTE 1.500% 6/0 88160RAA9 792 425000 PRN DFND 425000 0 0 TESORO CORP COM 881609101 9816 132027 SH DFND 132027 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 5725 160100 SH DFND 160100 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 991 27700 SH OTR 2 27700 0 0 TETRA TECH INC NEW COM 88162G103 937 35100 SH DFND 35100 0 0 TETRAPHASE PHARMACEUTICALS I COM 88165N105 1171 29500 SH DFND 29500 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 358 6228 SH DFND 6228 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 11542 200691 SH DFND 1 200691 0 0 TEXAS INSTRS INC COM 882508104 39294 734940 SH DFND 734940 0 0 TEXAS INSTRS INC COM 882508104 235 4400 SH OTR 2 4400 0 0 TEXAS ROADHOUSE INC COM 882681109 490 14500 SH DFND 14500 0 0 TEXAS ROADHOUSE INC COM 882681109 37 1100 SH OTR 2 1100 0 0 TEXTRON INC COM 883203101 2878 68352 SH DFND 68352 0 0 TG THERAPEUTICS INC COM 88322Q108 767 48400 SH DFND 48400 0 0 THERAPEUTICSMD INC COM 88338N107 332 74700 SH DFND 74700 0 0 THERAPEUTICSMD INC COM 88338N107 173 38800 SH OTR 2 38800 0 0 THERAVANCE BIOPHARMA INC COM G8807B106 227 15236 SH DFND 15236 0 0 THERAVANCE INC COM 88338T104 530 37463 SH DFND 37463 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 23314 186077 SH DFND 186077 0 0 THERMON GROUP HLDGS INC COM 88362T103 206 8517 SH DFND 8517 0 0 THOMPSON CREEK METALS CO INC COM 884768102 902 467200 SH DFND 467200 0 0 THOMSON REUTERS CORP COM 884903105 38484 824121 SH DFND 824121 0 0 THOR INDS INC COM 885160101 2191 39224 SH DFND 39224 0 0 THORATEC CORP COM NEW 885175307 2895 89200 SH DFND 89200 0 0 THORATEC CORP COM NEW 885175307 425 13100 SH OTR 2 13100 0 0 TICC CAPITAL CORP COM 87244T109 190 25259 SH DFND 25259 0 0 TIM PARTICIPACOES S A SPONSORED ADR 88706P205 59253 2667855 SH DFND 2667855 0 0 TIME INC NEW COM 887228104 5582 226814 SH DFND 226814 0 0 TIME INC NEW COM 887228104 11762 477933 SH DFND 1 477933 0 0 TIME INC NEW COM 887228104 714 29000 SH OTR 2 29000 0 0 TIME WARNER CABLE INC COM 88732J207 177419 1166771 SH DFND 1 1166771 0 0 TIME WARNER CABLE INC COM 88732J207 2007 13200 SH OTR 2 13200 0 0 TIME WARNER CABLE INC COM 88732J207 50338 331040 SH DFND 331040 0 0 TIME WARNER INC COM NEW 887317303 11160 130653 SH DFND 1 130653 0 0 TIME WARNER INC COM NEW 887317303 16717 195700 SH OTR 2 195700 0 0 TIME WARNER INC COM NEW 887317303 211499 2475986 SH DFND 2475986 0 0 TIMKEN CO COM 887389104 40735 954434 SH DFND 954434 0 0 TIMKEN CO COM 887389104 10067 235880 SH DFND 1 235880 0 0 TIMKEN CO COM 887389104 1775 41600 SH OTR 2 41600 0 0 TIMKENSTEEL CORP COM 887399103 8519 230056 SH DFND 1 230056 0 0 TIMKENSTEEL CORP COM 887399103 870 23500 SH OTR 2 23500 0 0 TIMKENSTEEL CORP COM 887399103 3370 91000 SH DFND 91000 0 0 TJX COS INC NEW COM 872540109 38166 556511 SH DFND 556511 0 0 TOLL BROTHERS INC COM 889478103 240 7000 SH DFND 7000 0 0 TONIX PHARMACEUTICALS HLDG C COM NEW 890260201 89 15300 SH DFND 15300 0 0 TORCHMARK CORP COM 891027104 5763 106390 SH DFND 106390 0 0 TORNIER N V SHS N87237108 1316 51597 SH DFND 51597 0 0 TORNIER N V SHS N87237108 27353 1072662 SH DFND 1 1072662 0 0 TORO CO COM 891092108 2633 41265 SH DFND 41265 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 131413 2367372 SH DFND 2367372 0 0 TOTAL SYS SVCS INC COM 891906109 10455 307862 SH DFND 307862 0 0 TOWER INTL INC COM 891826109 2704 105845 SH DFND 105845 0 0 TOWER INTL INC COM 891826109 963 37700 SH OTR 2 37700 0 0 TOWERS WATSON & CO CL A 891894107 48677 430121 SH DFND 430121 0 0 TOWERS WATSON & CO CL A 891894107 3044 26900 SH OTR 2 26900 0 0 TRACTOR SUPPLY CO COM 892356106 3293 41777 SH DFND 41777 0 0 TRANSAMERICA INCOME SHS INC COM 893506105 668 33012 SH DFND 1 33012 0 0 TRANSAMERICA INCOME SHS INC COM 893506105 293 14512 SH DFND 14512 0 0 TRANSCANADA CORP COM 89353D107 40523 709860 SH DFND 709860 0 0 TRANSDIGM GROUP INC COM 893641100 1770 9015 SH DFND 9015 0 0 TRANSGLOBE ENERGY CORP COM 893662106 605 125600 SH DFND 125600 0 0 TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V100 334 10588 SH DFND 1 10588 0 0 TRANSOCEAN LTD REG SHS H8817H100 1584 86400 SH DFND 86400 0 0 TRAVELERS COMPANIES INC COM 89417E109 161810 1528675 SH DFND 1528675 0 0 TRAVELERS COMPANIES INC COM 89417E109 15449 145950 SH OTR 2 145950 0 0 TREE COM INC COM 894675107 481 9952 SH DFND 9952 0 0 TREE COM INC COM 894675107 24 500 SH OTR 2 500 0 0 TREEHOUSE FOODS INC COM 89469A104 462 5400 SH DFND 5400 0 0 TREX CO INC COM 89531P105 822 19302 SH DFND 19302 0 0 TRI POINTE HOMES INC COM 87265H109 900 59000 SH DFND 59000 0 0 TRIANGLE CAP CORP COM 895848109 212 10424 SH DFND 10424 0 0 TRIANGLE PETE CORP COM NEW 89600B201 315 65828 SH DFND 65828 0 0 TRIANGLE PETE CORP COM NEW 89600B201 246 51400 SH OTR 2 51400 0 0 TRIBUNE PUBG CO COM 896082104 304 13285 SH DFND 13285 0 0 TRIMBLE NAVIGATION LTD COM 896239100 278 10475 SH DFND 10475 0 0 TRINITY INDS INC COM 896522109 8050 287400 SH OTR 2 287400 0 0 TRINITY INDS INC COM 896522109 21492 767286 SH DFND 767286 0 0 TRIPADVISOR INC COM 896945201 20875 279601 SH DFND 279601 0 0 TRIPLE-S MGMT CORP CL B 896749108 760 31800 SH DFND 31800 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 11854 430269 SH DFND 430269 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 151247 5489916 SH DFND 1 5489916 0 0 TRIQUINT SEMICONDUCTOR INC COM 89674K103 1309 47500 SH OTR 2 47500 0 0 TRUEBLUE INC COM 89785X101 1427 64150 SH DFND 64150 0 0 TRUEBLUE INC COM 89785X101 1150 51700 SH OTR 2 51700 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 121566 1181976 SH DFND 1 1181976 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 720 7000 SH OTR 2 7000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 9856 95832 SH DFND 95832 0 0 TUESDAY MORNING CORP COM NEW 899035505 1055 48622 SH DFND 48622 0 0 TUPPERWARE BRANDS CORP COM 899896104 11462 181934 SH DFND 181934 0 0 TURQUOISE HILL RES LTD COM 900435108 294 88900 SH DFND 88900 0 0 TUTOR PERINI CORP COM 901109108 549 22800 SH OTR 2 22800 0 0 TUTOR PERINI CORP COM 901109108 3174 131862 SH DFND 131862 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 2991 77893 SH DFND 77893 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 1039 28156 SH DFND 28156 0 0 TWENTY FIRST CENTY FOX INC CL B 90130A200 51717 1401934 SH DFND 1 1401934 0 0 TWITTER INC COM 90184L102 666 18556 SH DFND 18556 0 0 TYCO INTL PLC SHS G91442106 22443 511687 SH DFND 511687 0 0 TYLER TECHNOLOGIES INC COM 902252105 343 3137 SH DFND 3137 0 0 TYLER TECHNOLOGIES INC COM 902252105 295 2700 SH OTR 2 2700 0 0 TYSON FOODS INC CL A 902494103 114186 2848245 SH DFND 2848245 0 0 TYSON FOODS INC CL A 902494103 11633 290180 SH OTR 2 290180 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 57875 1138371 SH DFND 1 1138371 0 0 TYSON FOODS INC UNIT 99/99/9999 902494301 1183 23275 SH DFND 23275 0 0 U S CONCRETE INC COM NEW 90333L201 608 21384 SH DFND 21384 0 0 U S ENERGY CORP WYO COM 911805109 33 22400 SH DFND 22400 0 0 U S G CORP COM NEW 903293405 1125 40209 SH DFND 40209 0 0 U S SILICA HLDGS INC COM 90346E103 864 33634 SH DFND 33634 0 0 U S SILICA HLDGS INC COM 90346E103 858 33400 SH OTR 2 33400 0 0 UBIQUITI NETWORKS INC COM 90347A100 785 26493 SH DFND 26493 0 0 UBS AG SHS NEW H89231338 4666 283631 SH DFND 283631 0 0 UBS GROUP AG SHS H42097107 2379 139200 SH DFND 139200 0 0 UDR INC COM 902653104 1229 39864 SH DFND 39864 0 0 UGI CORP NEW COM 902681105 15185 399820 SH DFND 399820 0 0 UGI CORP NEW COM 902681105 243 6400 SH OTR 2 6400 0 0 UIL HLDG CORP COM 902748102 865 19872 SH DFND 19872 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 2827 22115 SH DFND 22115 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 1888 203456 SH DFND 203456 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 387 41700 SH OTR 2 41700 0 0 ULTRA PETROLEUM CORP COM 903914109 2118 160976 SH DFND 160976 0 0 ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 217 11400 SH DFND 11400 0 0 UMB FINL CORP COM 902788108 440 7733 SH DFND 7733 0 0 UMPQUA HLDGS CORP COM 904214103 605 35575 SH DFND 35575 0 0 UMPQUA HLDGS CORP COM 904214103 174 10200 SH OTR 2 10200 0 0 UNDER ARMOUR INC CL A 904311107 3627 53419 SH DFND 53419 0 0 UNIFI INC COM NEW 904677200 464 15614 SH DFND 15614 0 0 UNIFIRST CORP MASS COM 904708104 4085 33637 SH DFND 33637 0 0 UNIFIRST CORP MASS COM 904708104 401 3300 SH OTR 2 3300 0 0 UNION PAC CORP COM 907818108 210839 1769825 SH DFND 1769825 0 0 UNION PAC CORP COM 907818108 11127 93400 SH OTR 2 93400 0 0 UNISYS CORP COM NEW 909214306 972 32980 SH DFND 32980 0 0 UNISYS CORP COM NEW 909214306 607 20600 SH OTR 2 20600 0 0 UNIT CORP COM 909218109 13428 393771 SH DFND 393771 0 0 UNIT CORP COM 909218109 130 3800 SH OTR 2 3800 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 4570 241314 SH DFND 241314 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 1021 53900 SH OTR 2 53900 0 0 UNITED CONTL HLDGS INC COM 910047109 51459 769303 SH DFND 769303 0 0 UNITED INS HLDGS CORP COM 910710102 6071 276601 SH DFND 276601 0 0 UNITED INS HLDGS CORP COM 910710102 1400 63800 SH OTR 2 63800 0 0 UNITED PARCEL SERVICE INC CL B 911312106 29709 267236 SH DFND 267236 0 0 UNITED RENTALS INC COM 911363109 8275 81115 SH DFND 81115 0 0 UNITED STATES STL CORP NEW COM 912909108 51922 1941736 SH DFND 1941736 0 0 UNITED STATES STL CORP NEW COM 912909108 4214 157600 SH OTR 2 157600 0 0 UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 1248 1000000 PRN DFND 1000000 0 0 UNITED STATES STL CORP NEW NOTE 2.750% 4/0 912909AH1 21275 17054000 PRN DFND 1 17054000 0 0 UNITED STATIONERS INC COM 913004107 321 7620 SH DFND 7620 0 0 UNITED TECHNOLOGIES CORP COM 913017109 66893 581677 SH DFND 581677 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 99533 768655 SH DFND 768655 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 13325 102900 SH OTR 2 102900 0 0 UNITEDHEALTH GROUP INC COM 91324P102 122341 1210221 SH DFND 1210221 0 0 UNITEDHEALTH GROUP INC COM 91324P102 2406 23800 SH OTR 2 23800 0 0 UNITIL CORP COM 913259107 264 7200 SH DFND 7200 0 0 UNIVERSAL AMERN CORP NEW COM 91338E101 271 29200 SH DFND 29200 0 0 UNIVERSAL CORP VA COM 913456109 92 2100 SH OTR 2 2100 0 0 UNIVERSAL CORP VA COM 913456109 945 21482 SH DFND 21482 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 240 8641 SH DFND 8641 0 0 UNIVERSAL ELECTRS INC COM 913483103 1526 23459 SH DFND 23459 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 30252 271906 SH DFND 271906 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 5384 263296 SH DFND 263296 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 1231 60200 SH OTR 2 60200 0 0 UNUM GROUP COM 91529Y106 128116 3673045 SH DFND 3673045 0 0 UNUM GROUP COM 91529Y106 8498 243630 SH OTR 2 243630 0 0 UQM TECHNOLOGIES INC COM 903213106 23 28900 SH DFND 28900 0 0 UR ENERGY INC COM 91688R108 16 18800 SH DFND 18800 0 0 URBAN OUTFITTERS INC COM 917047102 9527 271200 SH DFND 271200 0 0 US BANCORP DEL COM NEW 902973304 21758 484048 SH DFND 484048 0 0 US ECOLOGY INC COM 91732J102 544 13549 SH DFND 13549 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1549 15100 SH OTR 2 15100 0 0 USANA HEALTH SCIENCES INC COM 90328M107 2964 28894 SH DFND 28894 0 0 V F CORP COM 918204108 15727 209978 SH DFND 209978 0 0 VAALCO ENERGY INC COM NEW 91851C201 1387 304240 SH OTR 2 304240 0 0 VAALCO ENERGY INC COM NEW 91851C201 8526 1869661 SH DFND 1869661 0 0 VALE S A ADR 91912E105 822 100500 SH DFND 100500 0 0 VALE S A ADR REPSTG PFD 91912E204 12045 1659054 SH DFND 1659054 0 0 VALE S A ADR REPSTG PFD 91912E204 14548 2003910 SH DFND 1 2003910 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 45342 272616 SH DFND 272616 0 0 VALERO ENERGY CORP NEW COM 91913Y100 14786 298700 SH OTR 2 298700 0 0 VALERO ENERGY CORP NEW COM 91913Y100 227742 4600846 SH DFND 4600846 0 0 VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 399 9224 SH DFND 1 9224 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 8598 206873 SH DFND 206873 0 0 VALLEY NATL BANCORP *W EXP 11/14/201 919794131 31 116185 SH DFND 1 116185 0 0 VALMONT INDS INC COM 920253101 11842 93243 SH DFND 93243 0 0 VALSPAR CORP COM 920355104 4925 56945 SH DFND 56945 0 0 VANDA PHARMACEUTICALS INC COM 921659108 178 12413 SH DFND 12413 0 0 VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 4455 4875000 PRN DFND 1 4875000 0 0 VANTAGE DRILLING COMPANY NOTE 7.875% 9/0 G93205AA3 800 875000 PRN DFND 875000 0 0 VASCO DATA SEC INTL INC COM 92230Y104 1317 46700 SH DFND 46700 0 0 VASCULAR SOLUTIONS INC COM 92231M109 291 10727 SH DFND 10727 0 0 VCA INC COM 918194101 8067 165400 SH DFND 165400 0 0 VECTOR GROUP LTD COM 92240M108 2394 112323 SH DFND 112323 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 953 675000 PRN DFND 675000 0 0 VECTOR GROUP LTD FRNT 1/1 92240MAY4 10802 7650000 PRN DFND 1 7650000 0 0 VECTREN CORP COM 92240G101 7712 166828 SH DFND 166828 0 0 VECTREN CORP COM 92240G101 2362 51100 SH OTR 2 51100 0 0 VEECO INSTRS INC DEL COM 922417100 349 10000 SH DFND 10000 0 0 VENTAS INC COM 92276F100 1100 15335 SH OTR 2 15335 0 0 VENTAS INC COM 92276F100 24309 339043 SH DFND 339043 0 0 VERIFONE SYS INC COM 92342Y109 1287 34600 SH DFND 34600 0 0 VERINT SYS INC COM 92343X100 1206 20699 SH DFND 20699 0 0 VERINT SYS INC COM 92343X100 1189 20400 SH OTR 2 20400 0 0 VERISIGN INC COM 92343E102 7940 139304 SH DFND 139304 0 0 VERISK ANALYTICS INC CL A 92345Y106 3746 58485 SH DFND 58485 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 159553 3410700 SH DFND 3410700 0 0 VERMILION ENERGY INC COM 923725105 8710 152800 SH DFND 152800 0 0 VERTEX ENERGY INC COM 92534K107 127 30200 SH OTR 2 30200 0 0 VERTEX ENERGY INC COM 92534K107 428 102200 SH DFND 102200 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 74535 627402 SH DFND 627402 0 0 VIACOM INC NEW CL B 92553P201 78798 1047156 SH DFND 1047156 0 0 VIACOM INC NEW CL B 92553P201 5012 66600 SH OTR 2 66600 0 0 VIASYSTEMS GROUP INC COM PAR$.01 92553H803 1046 64272 SH DFND 64272 0 0 VIASYSTEMS GROUP INC COM PAR$.01 92553H803 3490 214386 SH DFND 1 214386 0 0 VIEWPOINT FINL GROUP INC MD COM 92672A101 482 20192 SH DFND 20192 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 68 400 SH OTR 2 400 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 247 1449 SH DFND 1449 0 0 VIRTUSA CORP COM 92827P102 1431 34337 SH DFND 34337 0 0 VIRTUSA CORP COM 92827P102 475 11400 SH OTR 2 11400 0 0 VISA INC COM CL A 92826C839 12222 46614 SH DFND 46614 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 6273 443292 SH DFND 443292 0 0 VISTEON CORP COM NEW 92839U206 19055 178320 SH DFND 178320 0 0 VITESSE SEMICONDUCTOR CORP COM NEW 928497304 130 34500 SH DFND 34500 0 0 VMWARE INC CL A COM 928563402 2993 36273 SH DFND 36273 0 0 VOLCANO CORPORATION COM 928645100 32671 1827257 SH DFND 1 1827257 0 0 VOLCANO CORPORATION COM 928645100 2076 116117 SH DFND 116117 0 0 VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 1120 1125000 PRN DFND 1125000 0 0 VOLCANO CORPORATION NOTE 1.750%12/0 928645AB6 10827 10875000 PRN DFND 1 10875000 0 0 VONAGE HLDGS CORP COM 92886T201 4311 1131383 SH DFND 1131383 0 0 VONAGE HLDGS CORP COM 92886T201 795 208700 SH OTR 2 208700 0 0 VORNADO RLTY TR SH BEN INT 929042109 931 7910 SH OTR 2 7910 0 0 VORNADO RLTY TR SH BEN INT 929042109 29088 247115 SH DFND 247115 0 0 VOYA FINL INC COM 929089100 2992 70600 SH DFND 70600 0 0 VSE CORP COM 918284100 257 3900 SH DFND 3900 0 0 VULCAN MATLS CO COM 929160109 4393 66831 SH DFND 66831 0 0 WABASH NATL CORP COM 929566107 326 26357 SH DFND 26357 0 0 WABCO HLDGS INC COM 92927K102 45474 433993 SH DFND 433993 0 0 WABTEC CORP COM 929740108 5658 65115 SH DFND 65115 0 0 WADDELL & REED FINL INC CL A 930059100 21426 430070 SH DFND 430070 0 0 WAGEWORKS INC COM 930427109 378 5851 SH DFND 5851 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 95004 1246777 SH DFND 1246777 0 0 WAL-MART STORES INC COM 931142103 94051 1095142 SH DFND 1095142 0 0 WARREN RES INC COM 93564A100 293 181803 SH DFND 181803 0 0 WASHINGTON FED INC COM 938824109 2025 91404 SH DFND 91404 0 0 WASHINGTON PRIME GROUP INC COM 939647103 311 18047 SH DFND 18047 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1195 43200 SH DFND 43200 0 0 WASTE CONNECTIONS INC COM 941053100 3369 76595 SH DFND 76595 0 0 WASTE MGMT INC DEL COM 94106L109 30135 587193 SH DFND 587193 0 0 WATERS CORP COM 941848103 451 4000 SH DFND 4000 0 0 WATERSTONE FINL INC MD COM 94188P101 331 25200 SH DFND 25200 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 273 4300 SH DFND 4300 0 0 WCI CMNTYS INC COM PAR $0.01 92923C807 578 29516 SH DFND 1 29516 0 0 WD-40 CO COM 929236107 1021 12000 SH DFND 12000 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 13514 1180287 SH DFND 1180287 0 0 WEBMD HEALTH CORP COM 94770V102 600 15172 SH DFND 15172 0 0 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 4364 4350000 PRN DFND 4350000 0 0 WEBMD HEALTH CORP NOTE 1.500%12/0 94770VAK8 44514 44375000 PRN DFND 1 44375000 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 302 300000 PRN DFND 300000 0 0 WEBMD HEALTH CORP NOTE 2.250% 3/3 94770VAH5 8846 8775000 PRN DFND 1 8775000 0 0 WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 9875 9850000 PRN DFND 1 9850000 0 0 WEBSTER FINL CORP CONN COM 947890109 6179 189947 SH DFND 189947 0 0 WEBSTER FINL CORP CONN COM 947890109 803 24700 SH OTR 2 24700 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 2150 86568 SH DFND 86568 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 684 19600 SH DFND 19600 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1305 15900 SH OTR 2 15900 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 10550 128564 SH DFND 128564 0 0 WELLS FARGO & CO NEW COM 949746101 27685 505021 SH OTR 2 505021 0 0 WELLS FARGO & CO NEW COM 949746101 367385 6701661 SH DFND 6701661 0 0 WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 325 36561 SH DFND 36561 0 0 WELLS FARGO ADVANTAGE INCOME COM SHS 94987B105 452 50895 SH DFND 1 50895 0 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 497 36467 SH DFND 36467 0 0 WELLS FARGO ADVANTAGE MULTI COM SHS 94987D101 1481 108650 SH DFND 1 108650 0 0 WERNER ENTERPRISES INC COM 950755108 8138 261266 SH DFND 261266 0 0 WESBANCO INC COM 950810101 386 11099 SH DFND 11099 0 0 WESCO INTL INC COM 95082P105 1042 13667 SH DFND 13667 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 5390 2000000 PRN DFND 1 2000000 0 0 WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 8085 3000000 PRN DFND 3000000 0 0 WEST CORP COM 952355204 1271 38500 SH DFND 38500 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 219 4112 SH DFND 4112 0 0 WESTAR ENERGY INC COM 95709T100 8331 202019 SH DFND 202019 0 0 WESTELL TECHNOLOGIES INC CL A 957541105 103 68900 SH DFND 68900 0 0 WESTERN ALLIANCE BANCORP COM 957638109 848 30500 SH OTR 2 30500 0 0 WESTERN ALLIANCE BANCORP COM 957638109 4377 157445 SH DFND 157445 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 238 21465 SH DFND 1 21465 0 0 WESTERN ASSET GLB HI INCOME COM 95766B109 242 21827 SH DFND 21827 0 0 WESTERN ASSET GLB PTNRS INCO COM 95766G108 148 15060 SH DFND 15060 0 0 WESTERN ASSET GLB PTNRS INCO COM 95766G108 235 23991 SH DFND 1 23991 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 282 15847 SH DFND 15847 0 0 WESTERN ASSET GLOBAL CP DEFI COM 95790C107 1565 88033 SH DFND 1 88033 0 0 WESTERN ASSET HIGH INCM OPP COM 95766K109 739 137534 SH DFND 1 137534 0 0 WESTERN ASSET HIGH INCM OPP COM 95766K109 499 92941 SH DFND 92941 0 0 WESTERN ASSET INCOME FD COM 95766T100 89 6608 SH DFND 6608 0 0 WESTERN ASSET INCOME FD COM 95766T100 256 19051 SH DFND 1 19051 0 0 WESTERN ASSET MGD HI INCM FD COM 95766L107 311 60775 SH DFND 60775 0 0 WESTERN ASSET MGD HI INCM FD COM 95766L107 672 131590 SH DFND 1 131590 0 0 WESTERN ASSET MUN HI INCM FD COM 95766N103 19 2476 SH DFND 2476 0 0 WESTERN ASSET MUN HI INCM FD COM 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