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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST INDL REALTY TR COM 32054K103 162 8,600 SH   DFND 4,5,11,12 8,600 0 0
1ST NIAGARA FIN CR COM 33582V108 87 9,900 SH   DFND 4,6 9,900 0 0
1ST NIAGARA FIN CR COM 33582V108 239 27,400 SH   DFND 4,6 27,400 0 0
1ST NIAGARA FIN CR COM 33582V108 773 88,400 SH   DFND 4,6 88,400 0 0
1ST POTOMAC REALTY COM 33610F109 93 7,100 SH   DFND 4,5,11,12 7,100 0 0
1ST REP BK SAN FRA COM 33616C100 28 500 SH   DFND 4,5,11,12 500 0 0
1ST REP BK SAN FRA COM 33616C100 275 5,000 SH   DFND 4,5,7 5,000 0 0
1ST REP BK SAN FRA COM 33616C100 390 7,100 SH   DFND 4,5 7,100 0 0
1ST REP BK SAN FRA COM 33616C100 495 9,000 SH   DFND 4,6 9,000 0 0
1ST REP BK SAN FRA COM 33616C100 588 10,700 SH   DFND 4,5 10,700 0 0
3 D SYSTEMS INC COM NEW 88554D205 73 1,223 SH   DFND 4,5 1,223 0 0
3 D SYSTEMS INC COM NEW 88554D205 622 10,396 SH   DFND 4,5 10,396 0 0
3M COMPANY COM 88579Y101 42 291 SH   DFND   291 0 0
3M COMPANY COM 88579Y101 48 334 SH   DFND 4,5,7 334 0 0
3M COMPANY COM 88579Y101 229 1,600 SH   DFND 4,6 1,600 0 0
3M COMPANY COM 88579Y101 473 3,300 SH   DFND 4,5,11,12 3,300 0 0
3M COMPANY COM 88579Y101 650 4,541 SH   DFND 4,6 4,541 0 0
3M COMPANY COM 88579Y101 651 4,545 SH   DFND 4,6 4,545 0 0
3M COMPANY COM 88579Y101 802 5,596 SH   DFND 1,2 5,596 0 0
3M COMPANY COM 88579Y101 859 6,000 SH   DFND 4,6 6,000 0 0
3M COMPANY COM 88579Y101 1,478 10,315 SH   DFND 4,5,11,12 10,315 0 0
3M COMPANY COM 88579Y101 1,619 11,300 SH   DFND 4,6 11,300 0 0
3M COMPANY COM 88579Y101 3,552 24,800 SH   DFND 4,6 24,800 0 0
3M COMPANY COM 88579Y101 6,059 42,300 SH   DFND 4,6 42,300 0 0
3M COMPANY COM 88579Y101 14,775 103,150 SH   DFND 4,8 103,150 0 0
3M COMPANY COM 88579Y101 42,091 293,849 SH   DFND 4,5 293,849 0 0
3M COMPANY COM 88579Y101 55,054 384,345 SH   DFND 4,5 384,345 0 0
51JOB INC SP ADR REP COM 316827104 62 938 SH   DFND 4,5,7 938 0 0
5TH THIRD BANCORP COM 316773100 42 1,960 SH   DFND 4,5,7 1,960 0 0
5TH THIRD BANCORP COM 316773100 60 2,831 SH   DFND 4,8 2,831 0 0
5TH THIRD BANCORP COM 316773100 104 4,878 SH   DFND 4,8 4,878 0 0
5TH THIRD BANCORP COM 316773100 571 26,763 SH   DFND 4,5,11,12 26,763 0 0
5TH THIRD BANCORP COM 316773100 1,594 74,673 SH   DFND 4,5 74,673 0 0
5TH THIRD BANCORP COM 316773100 4,017 188,159 SH   DFND 4,5 188,159 0 0
5TH THIRD BANCORP COM 316773100 12,855 602,120 SH   DFND 4,5,11,12 602,120 0 0
ABBOTT LABS COM 002824100 25 605 SH   DFND 4,8 605 0 0
ABBOTT LABS COM 002824100 74 1,800 SH   DFND 4,6 1,800 0 0
ABBOTT LABS COM 002824100 87 2,124 SH   DFND 4,8 2,124 0 0
ABBOTT LABS COM 002824100 323 7,908 SH   DFND 4,6 7,908 0 0
ABBOTT LABS COM 002824100 450 11,000 SH   DFND 4,6 11,000 0 0
ABBOTT LABS COM 002824100 713 17,430 SH   DFND 4,6 17,430 0 0
ABBOTT LABS COM 002824100 736 18,000 SH   DFND 4,6 18,000 0 0
ABBOTT LABS COM 002824100 1,140 27,864 SH   DFND 4,5,11,12 27,864 0 0
ABBOTT LABS COM 002824100 2,706 66,151 SH   DFND 4,6 66,151 0 0
ABBOTT LABS COM 002824100 3,420 83,620 SH   DFND 4,5,11,12 83,620 0 0
ABBOTT LABS COM 002824100 7,130 174,319 SH   DFND 4,5 174,319 0 0
ABBOTT LABS COM 002824100 9,636 235,599 SH   DFND 4,5 235,599 0 0
ABBVIE INC COM 00287Y109 90 1,588 SH   DFND 4,5,7 1,588 0 0
ABBVIE INC COM 00287Y109 179 3,170 SH   DFND 4,5,7 3,170 0 0
ABBVIE INC COM 00287Y109 198 3,500 SH   DFND 4,6 3,500 0 0
ABBVIE INC COM 00287Y109 389 6,900 SH   DFND 4,6 6,900 0 0
ABBVIE INC COM 00287Y109 452 8,000 SH   DFND 4,5,11,12 8,000 0 0
ABBVIE INC COM 00287Y109 478 8,467 SH   DFND 4,6 8,467 0 0
ABBVIE INC COM 00287Y109 734 13,000 SH   DFND 4,6 13,000 0 0
ABBVIE INC COM 00287Y109 796 14,110 SH   DFND 4,1 14,110 0 0
ABBVIE INC COM 00287Y109 1,388 24,600 SH   DFND 4,6 24,600 0 0
ABBVIE INC COM 00287Y109 2,502 44,334 SH   DFND 4,5,11,12 44,334 0 0
ABBVIE INC COM 00287Y109 3,936 69,730 SH   DFND 4,6 69,730 0 0
ABBVIE INC COM 00287Y109 11,341 200,933 SH   DFND 4,5 200,933 0 0
ABBVIE INC COM 00287Y109 33,704 597,163 SH   DFND 4,5 597,163 0 0
ABENGOA YIELD PLC ORD SHS G00349103 76 2,000 SH   DFND 4,5,7 2,000 0 0
ABENGOA YIELD PLC ORD SHS G00349103 189 5,000 SH   DFND 4,5 5,000 0 0
ABENGOA YIELD PLC ORD SHS G00349103 197 5,211 SH   DFND 4,5,7 5,211 0 0
ACADIA REALTY TRUS COM SH BEN INT 004239109 149 5,315 SH   DFND 4,5,11,12 5,315 0 0
ACCENTURE PLC SHS CLASS A G1151C101 46 571 SH   DFND 4,5,7 571 0 0
ACCENTURE PLC SHS CLASS A G1151C101 146 1,800 SH   DFND 4,6 1,800 0 0
ACCENTURE PLC SHS CLASS A G1151C101 315 3,900 SH   DFND 4,5,11,12 3,900 0 0
ACCENTURE PLC SHS CLASS A G1151C101 355 4,392 SH   DFND 4,6 4,392 0 0
ACCENTURE PLC SHS CLASS A G1151C101 558 6,900 SH   DFND 4,6 6,900 0 0
ACCENTURE PLC SHS CLASS A G1151C101 651 8,050 SH   DFND 4,6 8,050 0 0
ACCENTURE PLC SHS CLASS A G1151C101 768 9,500 SH   DFND 4,6 9,500 0 0
ACCENTURE PLC SHS CLASS A G1151C101 795 9,832 SH   DFND 4,8 9,832 0 0
ACCENTURE PLC SHS CLASS A G1151C101 847 10,477 SH   DFND 4,5,11,12 10,477 0 0
ACCENTURE PLC SHS CLASS A G1151C101 930 11,500 SH   DFND 4,6 11,500 0 0
ACCENTURE PLC SHS CLASS A G1151C101 2,538 31,400 SH   DFND 4,6 31,400 0 0
ACCENTURE PLC SHS CLASS A G1151C101 4,298 53,168 SH   DFND 4,5 53,168 0 0
ACCENTURE PLC SHS CLASS A G1151C101 42,989 531,774 SH   DFND 4,5 531,774 0 0
ACE LIMITED SHS H0023R105 218 2,100 SH   DFND 4,5,11,12 2,100 0 0
ACE LIMITED SHS H0023R105 513 4,945 SH   DFND 4,5,11,12 4,945 0 0
ACE LIMITED SHS H0023R105 2,704 26,074 SH   DFND 4,5 26,074 0 0
ACE LIMITED SHS H0023R105 3,941 38,000 SH   DFND 4,6 38,000 0 0
ACE LIMITED SHS H0023R105 4,236 40,853 SH   DFND 1,3 40,853 0 0
ACE LIMITED SHS H0023R105 4,895 47,200 SH   DFND 1,2 47,200 0 0
ACE LIMITED SHS H0023R105 6,048 58,323 SH   DFND 4,5 58,323 0 0
ACTAVIS PLC SHS G0083B108 180 805 SH   DFND 4,8 805 0 0
ACTAVIS PLC SHS G0083B108 201 900 SH   DFND 4,6 900 0 0
ACTAVIS PLC SHS G0083B108 446 2,000 SH   DFND 4,6 2,000 0 0
ACTAVIS PLC SHS G0083B108 481 2,155 SH   DFND   2,155 0 0
ACTAVIS PLC SHS G0083B108 625 2,800 SH   DFND 4,6 2,800 0 0
ACTAVIS PLC SHS G0083B108 647 2,900 SH   DFND 4,5,7 2,900 0 0
ACTAVIS PLC SHS G0083B108 1,047 4,692 SH   DFND 4,5,11,12 4,692 0 0
ACTAVIS PLC SHS G0083B108 1,257 5,636 SH   DFND 4,1 5,636 0 0
ACTAVIS PLC SHS G0083B108 1,941 8,700 SH   DFND 4,1 8,700 0 0
ACTAVIS PLC SHS G0083B108 2,654 11,900 SH   DFND 4,6 11,900 0 0
ACTAVIS PLC SHS G0083B108 4,732 21,217 SH   DFND 4,5,7 21,217 0 0
ACTAVIS PLC SHS G0083B108 5,666 25,402 SH   DFND 4,5 25,402 0 0
ACTAVIS PLC SHS G0083B108 6,535 29,298 SH   DFND 4,5 29,298 0 0
ACTAVIS PLC SHS G0083B108 7,958 35,679 SH   DFND 1,3 35,679 0 0
ACTAVIS PLC SHS G0083B108 18,399 82,490 SH   DFND 4,5,7 82,490 0 0
ACTAVIS PLC SHS G0083B108 18,572 83,262 SH   DFND 4,5,7 83,262 0 0
ACTAVIS PLC SHS G0083B108 21,697 97,276 SH   DFND 4,5,11,12 97,276 0 0
ACTIVISION BLIZZAR COM 00507V109 21 955 SH   DFND 4,5,11,12 955 0 0
ACTIVISION BLIZZAR COM 00507V109 60 2,700 SH   DFND 4,5,11,12 2,700 0 0
ACTIVISION BLIZZAR COM 00507V109 79 3,527 SH   DFND 4,8 3,527 0 0
ACTIVISION BLIZZAR COM 00507V109 1,678 75,238 SH   DFND 4,5 75,238 0 0
ACTIVISION BLIZZAR COM 00507V109 1,685 75,571 SH   DFND 4,5 75,571 0 0
ACUITY BRANDS INC COM 00508Y102 681 4,925 SH   DFND 4,5 4,925 0 0
ADOBE SYSTEMS INC COM 00724F101 145 2,000 SH   DFND 4,5,11,12 2,000 0 0
ADOBE SYSTEMS INC COM 00724F101 365 5,041 SH   DFND 4,6 5,041 0 0
ADOBE SYSTEMS INC COM 00724F101 434 6,000 SH   DFND 4,6 6,000 0 0
ADOBE SYSTEMS INC COM 00724F101 617 8,528 SH   DFND 4,5,11,12 8,528 0 0
ADOBE SYSTEMS INC COM 00724F101 2,820 38,969 SH   DFND 4,5 38,969 0 0
ADOBE SYSTEMS INC COM 00724F101 3,133 43,293 SH   DFND 4,5 43,293 0 0
ADT CORP COM 00101J106 49 1,400 SH   DFND 4,5,11,12 1,400 0 0
ADT CORP COM 00101J106 53 1,512 SH   DFND 4,5,7 1,512 0 0
ADT CORP COM 00101J106 230 6,581 SH   DFND 4,5,11,12 6,581 0 0
ADT CORP COM 00101J106 689 19,722 SH   DFND 4,5 19,722 0 0
ADT CORP COM 00101J106 765 21,900 SH   DFND 4,6 21,900 0 0
ADT CORP COM 00101J106 2,746 78,596 SH   DFND 4,5 78,596 0 0
ADTRAN INC COM 00738A106 1,125 49,860 SH   DFND 4,5 49,860 0 0
ADVANCE AUTO PARTS COM 00751Y106 54 400 SH   DFND 4,5,11,12 400 0 0
ADVANCE AUTO PARTS COM 00751Y106 351 2,600 SH   DFND 4,6 2,600 0 0
ADVANCE AUTO PARTS COM 00751Y106 364 2,695 SH   DFND 4,5,11,12 2,695 0 0
ADVANCE AUTO PARTS COM 00751Y106 710 5,262 SH   DFND 4,5 5,262 0 0
ADVANCE AUTO PARTS COM 00751Y106 10,149 75,223 SH   DFND 4,5 75,223 0 0
ADVANCED ENERGY IN COM 007973100 751 39,000 SH   DFND 1,3 39,000 0 0
AEGERION PHARMACEU COM 00767E102 340 10,600 SH   DFND 4,5,7 10,600 0 0
AEGION CORP COM 00770F104 4,754 204,290 SH   DFND 4,5 204,290 0 0
AERCAP HOLDINGS SHS N00985106 15,329 334,692 SH   DFND 4,5,7 334,692 0 0
AERCAP HOLDINGS SHS N00985106 16,025 349,892 SH   DFND 4,5,7 349,892 0 0
AES CORP COM 00130H105 62 4,000 SH   DFND 4,5,11,12 4,000 0 0
AES CORP COM 00130H105 90 5,810 SH   DFND 4,8 5,810 0 0
AES CORP COM 00130H105 285 18,299 SH   DFND 4,5,11,12 18,299 0 0
AES CORP COM 00130H105 429 27,600 SH   DFND 4,6 27,600 0 0
AES CORP COM 00130H105 799 51,384 SH   DFND 4,5 51,384 0 0
AES CORP COM 00130H105 9,463 608,534 SH   DFND 4,5 608,534 0 0
AETNA INC COM 00817Y108 49 602 SH   DFND 4,5,7 602 0 0
AETNA INC COM 00817Y108 146 1,800 SH   DFND 4,6 1,800 0 0
AETNA INC COM 00817Y108 158 1,949 SH   DFND 4,5,11,12 1,949 0 0
AETNA INC COM 00817Y108 176 2,175 SH   DFND 4,5,7 2,175 0 0
AETNA INC COM 00817Y108 660 8,145 SH   DFND 4,5,11,12 8,145 0 0
AETNA INC COM 00817Y108 673 8,300 SH   DFND 4,6 8,300 0 0
AETNA INC COM 00817Y108 876 10,800 SH   DFND 4,6 10,800 0 0
AETNA INC COM 00817Y108 1,950 24,052 SH   DFND 4,6 24,052 0 0
AETNA INC COM 00817Y108 2,457 30,300 SH   DFND 4,6 30,300 0 0
AETNA INC COM 00817Y108 2,687 33,143 SH   DFND 4,5 33,143 0 0
AETNA INC COM 00817Y108 3,698 45,605 SH   DFND 1,3 45,605 0 0
AETNA INC COM 00817Y108 4,168 51,400 SH   DFND 4,6 51,400 0 0
AETNA INC COM 00817Y108 5,283 65,154 SH   DFND 1,2 65,154 0 0
AETNA INC COM 00817Y108 12,303 151,740 SH   DFND 4,5 151,740 0 0
AETNA INC COM 00817Y108 24,881 306,866 SH   DFND 4,5,7 306,866 0 0
AFFILIATED MNGRS COM 008252108 62 300 SH   DFND 4,5,11,12 300 0 0
AFFILIATED MNGRS COM 008252108 82 400 SH   DFND 4,5,11,12 400 0 0
AFFILIATED MNGRS COM 008252108 1,101 5,359 SH   DFND 4,5 5,359 0 0
AFFILIATED MNGRS COM 008252108 12,285 59,809 SH   DFND 4,5 59,809 0 0
AFLAC INC COM 001055102 54 870 SH   DFND 4,8 870 0 0
AFLAC INC COM 001055102 61 984 SH   DFND 4,8 984 0 0
AFLAC INC COM 001055102 106 1,700 SH   DFND 4,6 1,700 0 0
AFLAC INC COM 001055102 444 7,130 SH   DFND 4,1 7,130 0 0
AFLAC INC COM 001055102 498 8,000 SH   DFND 4,6 8,000 0 0
AFLAC INC COM 001055102 533 8,555 SH   DFND 4,5,11,12 8,555 0 0
AFLAC INC COM 001055102 1,450 23,300 SH   DFND 4,6 23,300 0 0
AFLAC INC COM 001055102 2,167 34,804 SH   DFND 4,5 34,804 0 0
AFLAC INC COM 001055102 2,264 36,373 SH   DFND 4,5 36,373 0 0
AFLAC INC COM 001055102 4,986 80,100 SH   DFND 4,5,11,12 80,100 0 0
AGCO CORP COM 001084102 34 600 SH   DFND 4,5,11,12 600 0 0
AGCO CORP COM 001084102 225 4,000 SH   DFND 4,6 4,000 0 0
AGCO CORP COM 001084102 337 6,000 SH   DFND 4,6 6,000 0 0
AGCO CORP COM 001084102 627 11,153 SH   DFND 4,5,11,12 11,153 0 0
AGCO CORP COM 001084102 1,847 32,847 SH   DFND 4,5 32,847 0 0
AGCO CORP COM 001084102 2,778 49,411 SH   DFND 4,5 49,411 0 0
AGILENT TECHS INC COM 00846U101 46 807 SH   DFND 4,5,7 807 0 0
AGILENT TECHS INC COM 00846U101 81 1,405 SH   DFND 4,8 1,405 0 0
AGILENT TECHS INC COM 00846U101 121 2,100 SH   DFND 4,5,11,12 2,100 0 0
AGILENT TECHS INC COM 00846U101 223 3,890 SH   DFND 4,8 3,890 0 0
AGILENT TECHS INC COM 00846U101 252 4,389 SH   DFND 4,5,11,12 4,389 0 0
AGILENT TECHS INC COM 00846U101 3,037 52,873 SH   DFND 4,5 52,873 0 0
AGILENT TECHS INC COM 00846U101 4,846 84,363 SH   DFND 4,5 84,363 0 0
AGL RESOURCES INC COM 001204106 114 2,063 SH   DFND 4,5 2,063 0 0
AGNICO EAGLE MINES COM 008474108 39 1,017 SH   DFND 4,5,11,12 1,017 0 0
AGNICO EAGLE MINES COM 008474108 215 5,601 SH   DFND 4,5,11,12 5,601 0 0
AGNICO EAGLE MINES COM 008474108 355 9,275 SH   DFND 4,8 9,275 0 0
AGNICO EAGLE MINES COM 008474108 1,482 38,685 SH   DFND 1,3 38,685 0 0
AGNICO EAGLE MINES COM 008474108 2,435 63,571 SH   DFND 4,5 63,571 0 0
AGNICO EAGLE MINES COM 008474108 3,384 88,360 SH   DFND 4,5,7 88,360 0 0
AGNICO EAGLE MINES COM 008474108 29,179 761,854 SH   DFND 4,5 761,854 0 0
AGREE REALTY CORP COM 008492100 39 1,300 SH   DFND 4,5,11,12 1,300 0 0
AGRIUM INC COM 008916108 45 492 SH   DFND 4,8 492 0 0
AGRIUM INC COM 008916108 1,162 12,683 SH   DFND 4,5,11,12 12,683 0 0
AGRIUM INC COM 008916108 1,175 12,820 SH   DFND 4,5 12,820 0 0
AGRIUM INC COM 008916108 4,093 44,667 SH   DFND 4,5 44,667 0 0
AGRIUM INC COM 008916108 5,284 57,670 SH   DFND 4,5,11,12 57,670 0 0
AIR LEASE CORP CL A 00912X302 183 4,750 SH   DFND 1,3 4,750 0 0
AIR METHODS CORP COM PAR $.06 009128307 294 5,700 SH   DFND 1,3 5,700 0 0
AIR PRODS & CHEMS COM 009158106 77 600 SH   DFND 4,6 600 0 0
AIR PRODS & CHEMS COM 009158106 103 800 SH   DFND 4,5,11,12 800 0 0
AIR PRODS & CHEMS COM 009158106 242 1,885 SH   DFND 4,8 1,885 0 0
AIR PRODS & CHEMS COM 009158106 358 2,782 SH   DFND 4,5,11,12 2,782 0 0
AIR PRODS & CHEMS COM 009158106 514 4,000 SH   DFND 4,6 4,000 0 0
AIR PRODS & CHEMS COM 009158106 772 6,000 SH   DFND 4,6 6,000 0 0
AIR PRODS & CHEMS COM 009158106 1,818 14,137 SH   DFND 4,6 14,137 0 0
AIR PRODS & CHEMS COM 009158106 4,462 34,688 SH   DFND 4,5,7 34,688 0 0
AIR PRODS & CHEMS COM 009158106 6,664 51,810 SH   DFND 4,5 51,810 0 0
AIR PRODS & CHEMS COM 009158106 8,503 66,109 SH   DFND 4,5 66,109 0 0
AIRGAS INC COM 009363102 44 400 SH   DFND 4,5,11,12 400 0 0
AIRGAS INC COM 009363102 468 4,300 SH   DFND 4,5 4,300 0 0
AIRGAS INC COM 009363102 922 8,466 SH   DFND 4,5 8,466 0 0
AIRMEDIA SPONSORED ADR 009411109 112 49,010 SH   DFND 4,5,7 49,010 0 0
AKAMAI TECHNOLOGIE COM 00971T101 183 2,998 SH   DFND 4,8 2,998 0 0
AKAMAI TECHNOLOGIE COM 00971T101 305 5,000 SH   DFND 4,6 5,000 0 0
AKAMAI TECHNOLOGIE COM 00971T101 538 8,804 SH   DFND 4,5,11,12 8,804 0 0
AKAMAI TECHNOLOGIE COM 00971T101 2,383 39,034 SH   DFND 4,5 39,034 0 0
AKAMAI TECHNOLOGIE COM 00971T101 3,846 62,993 SH   DFND 4,5 62,993 0 0
AKAMAI TECHNOLOGIE COM 00971T101 20,834 341,200 SH   DFND 4,5,11,12 341,200 0 0
AKORN INC COM 009728106 1,102 33,147 SH   DFND 4,5,7 33,147 0 0
ALAMOS GOLD INC COM 011527108 24 2,385 SH   DFND 4,8 2,385 0 0
ALAMOS GOLD INC COM 011527108 76 7,500 SH   DFND 4,5,11,12 7,500 0 0
ALAMOS GOLD INC COM 011527108 3,461 341,300 SH   DFND 4,5,11,12 341,300 0 0
ALAMOS GOLD INC COM 011527108 7,682 757,600 SH   DFND 4,5 757,600 0 0
ALASKA AIRGROUP COM 011659109 1,785 18,777 SH   DFND 1,3 18,777 0 0
ALASKA AIRGROUP COM 011659109 2,538 26,700 SH   DFND 1,2 26,700 0 0
ALASKA AIRGROUP COM 011659109 4,288 45,114 SH   DFND 4,5 45,114 0 0
ALBEMARLE CORP COM 012653101 36 500 SH   DFND 4,5,11,12 500 0 0
ALBEMARLE CORP COM 012653101 72 1,010 SH   DFND 4,8 1,010 0 0
ALBEMARLE CORP COM 012653101 215 3,000 SH   DFND 4,6 3,000 0 0
ALBEMARLE CORP COM 012653101 443 6,200 SH   DFND 4,5 6,200 0 0
ALBEMARLE CORP COM 012653101 1,394 19,500 SH   DFND 4,5 19,500 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 0 37 SH   DFND 4,5 37 0 0
ALCOA INC COM 013817101 95 6,400 SH   DFND 4,5,11,12 6,400 0 0
ALCOA INC COM 013817101 357 24,000 SH   DFND 4,6 24,000 0 0
ALCOA INC COM 013817101 401 26,900 SH   DFND 4,5,11,12 26,900 0 0
ALCOA INC COM 013817101 3,943 264,800 SH   DFND 4,6 264,800 0 0
ALCOA INC COM 013817101 5,121 343,940 SH   DFND 4,5 343,940 0 0
ALCOA INC COM 013817101 18,062 1,213,054 SH   DFND 4,5 1,213,054 0 0
ALERE INC PERP PFD CONV SE 01449J204 797 2,508 SH   DFND 4,5,7 2,508 0 0
ALERE INC PERP PFD CONV SE 01449J204 5,289 16,638 SH   DFND 4,5,7 16,638 0 0
ALEXANDER & BALDWI COM 014491104 607 14,635 SH   DFND 4,5 14,635 0 0
ALEXANDERS INC COM 014752109 74 200 SH   DFND 4,5,11,12 200 0 0
ALEXANDRIA R/EST I COM 015271109 536 6,900 SH   DFND 4,5,11,12 6,900 0 0
ALEXANDRIA R/EST I COM 015271109 2,358 30,376 SH   DFND 4,5 30,376 0 0
ALEXION PHARMACEUT COM 015351109 172 1,100 SH   DFND 4,5,11,12 1,100 0 0
ALEXION PHARMACEUT COM 015351109 502 3,212 SH   DFND 4,5,11,12 3,212 0 0
ALEXION PHARMACEUT COM 015351109 644 4,120 SH   DFND 4,1 4,120 0 0
ALEXION PHARMACEUT COM 015351109 2,765 17,698 SH   DFND 4,5 17,698 0 0
ALEXION PHARMACEUT COM 015351109 2,811 17,989 SH   DFND 4,5 17,989 0 0
ALKERMES PLC SHS G01767105 473 9,400 SH   DFND 4,5,7 9,400 0 0
ALLEGHANY CORP COM 017175100 329 750 SH   DFND 4,6 750 0 0
ALLEGHANY CORP COM 017175100 625 1,427 SH   DFND 4,5 1,427 0 0
ALLEGHANY CORP COM 017175100 8,206 18,729 SH   DFND 4,5 18,729 0 0
ALLEGHENY TECHNOLO COM 01741R102 166 3,683 SH   DFND 4,5 3,683 0 0
ALLEGHENY TECHNOLO COM 01741R102 215 4,764 SH   DFND 4,5 4,764 0 0
ALLEGHENY TECHNOLO COM 01741R102 5,863 130,000 SH Call DFND 4,5 0 0 0
ALLEGION PLC ORD SHS G0176J109 68 1,193 SH   DFND   1,193 0 0
ALLEGION PLC ORD SHS G0176J109 96 1,696 SH   DFND 4,5 1,696 0 0
ALLEGION PLC ORD SHS G0176J109 166 2,932 SH   DFND 4,5 2,932 0 0
ALLEGION PLC ORD SHS G0176J109 565 9,971 SH   DFND 1,3 9,971 0 0
ALLEGION PLC ORD SHS G0176J109 1,455 25,667 SH   DFND 1,2 25,667 0 0
ALLERGAN INC COM 018490102 305 1,800 SH   DFND 4,5,11,12 1,800 0 0
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ANNALY CAPITAL MGT COM 035710409 424 37,100 SH   DFND 4,6 37,100 0 0
ANNALY CAPITAL MGT COM 035710409 572 50,000 SH   DFND 4,6 50,000 0 0
ANNALY CAPITAL MGT COM 035710409 806 70,500 SH   DFND 4,6 70,500 0 0
ANNALY CAPITAL MGT COM 035710409 815 71,341 SH   DFND 4,5 71,341 0 0
ANNALY CAPITAL MGT COM 035710409 1,007 88,100 SH   DFND 4,6 88,100 0 0
ANNALY CAPITAL MGT COM 035710409 1,325 115,902 SH   DFND 4,5 115,902 0 0
ANNALY CAPITAL MGT COM 035710409 2,595 227,038 SH   DFND 4,6 227,038 0 0
ANNALY CAPITAL MGT COM 035710409 4,338 379,500 SH   DFND 4,5,11,12 379,500 0 0
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ANSYS INC COM 03662Q105 53 700 SH   DFND 4,5,11,12 700 0 0
ANSYS INC COM 03662Q105 330 4,350 SH   DFND 4,1 4,350 0 0
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ANSYS INC COM 03662Q105 753 9,930 SH   DFND 4,5 9,930 0 0
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ANTERO RES CORP COM 03674X106 420 6,400 SH   DFND 4,5 6,400 0 0
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AOL INC COM 00184X105 0 2 SH   DFND   2 0 0
AOL INC COM 00184X105 10 254 SH   DFND   254 0 0
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AON PLC SHS CL A G0408V102 145 1,611 SH   DFND 4,8 1,611 0 0
AON PLC SHS CL A G0408V102 616 6,840 SH   DFND 4,1 6,840 0 0
AON PLC SHS CL A G0408V102 827 9,185 SH   DFND 4,5,11,12 9,185 0 0
AON PLC SHS CL A G0408V102 2,363 26,229 SH   DFND 4,5 26,229 0 0
AON PLC SHS CL A G0408V102 2,840 31,522 SH   DFND 4,5 31,522 0 0
AON PLC SHS CL A G0408V102 2,990 33,185 SH   DFND 4,5,7 33,185 0 0
AON PLC SHS CL A G0408V102 12,559 139,400 SH   DFND 4,5,11,12 139,400 0 0
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APACHE CORP COM 037411105 231 2,300 SH   DFND 4,5,11,12 2,300 0 0
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APACHE CORP COM 037411105 1,157 11,500 SH   DFND 4,6 11,500 0 0
APACHE CORP COM 037411105 1,771 17,600 SH   DFND 4,6 17,600 0 0
APACHE CORP COM 037411105 2,868 28,504 SH   DFND 4,6 28,504 0 0
APACHE CORP COM 037411105 18,854 187,377 SH   DFND 4,5 187,377 0 0
APACHE CORP COM 037411105 21,411 212,790 SH   DFND 4,5,7 212,790 0 0
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APACHE CORP COM 037411105 38,557 383,190 SH   DFND 4,5 383,190 0 0
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APARTMENT INV&MGMT CL A 03748R101 448 13,870 SH   DFND 4,5,11,12 13,870 0 0
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APOLLO EDU GP INC CL A 037604105 1,448 46,342 SH   DFND 4,5 46,342 0 0
APPLE INC COM 037833100 325 3,500 SH   DFND 1 3,500 0 0
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APPLE INC COM 037833100 651 7,000 SH   DFND 4,5,7 7,000 0 0
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APPLE INC COM 037833100 1,340 14,420 SH   DFND   14,420 0 0
APPLE INC COM 037833100 1,496 16,100 SH   DFND 4,5 16,100 0 0
APPLE INC COM 037833100 1,514 16,289 SH   DFND 4,8 16,289 0 0
APPLE INC COM 037833100 1,585 17,052 SH   DFND   17,052 0 0
APPLE INC COM 037833100 1,821 19,600 SH   DFND 4,6 19,600 0 0
APPLE INC COM 037833100 2,114 22,750 SH   DFND 4,6 22,750 0 0
APPLE INC COM 037833100 2,147 23,100 SH   DFND 4,6 23,100 0 0
APPLE INC COM 037833100 2,212 23,800 SH   DFND 4,6 23,800 0 0
APPLE INC COM 037833100 2,297 24,720 SH   DFND 4,1 24,720 0 0
APPLE INC COM 037833100 3,253 35,000 SH   DFND 4,6 35,000 0 0
APPLE INC COM 037833100 4,276 46,011 SH   DFND 4,1 46,011 0 0
APPLE INC COM 037833100 5,204 56,000 SH Put DFND 4,5 56,000 0 0
APPLE INC COM 037833100 6,050 65,100 SH   DFND 4,6 65,100 0 0
APPLE INC COM 037833100 12,014 129,283 SH   DFND 4,5,11,12 129,283 0 0
APPLE INC COM 037833100 16,707 179,778 SH   DFND 4,6 179,778 0 0
APPLE INC COM 037833100 17,642 189,841 SH   DFND 1,2 189,841 0 0
APPLE INC COM 037833100 24,982 268,821 SH   DFND 4,6 268,821 0 0
APPLE INC COM 037833100 68,056 732,340 SH   DFND 4,5,11,12 732,340 0 0
APPLE INC COM 037833100 68,483 736,930 SH   DFND 4,5 736,930 0 0
APPLE INC COM 037833100 136,239 1,466,043 SH   DFND 1,3 1,466,043 0 0
APPLE INC COM 037833100 190,694 2,052,016 SH   DFND 4,5 2,052,016 0 0
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APPLIED MATERIALS COM 038222105 112 4,968 SH   DFND 4,8 4,968 0 0
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APPLIED MATERIALS COM 038222105 2,250 99,758 SH   DFND 4,5 99,758 0 0
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APPLIED MATERIALS COM 038222105 15,598 691,700 SH   DFND 4,5,11,12 691,700 0 0
APTARGROUP INC COM 038336103 591 8,818 SH   DFND 4,5 8,818 0 0
AQUA AMERICA INC COM 03836W103 1,316 50,175 SH   DFND 4,5 50,175 0 0
ARAMARK COM 03852U106 4,243 163,965 SH   DFND 4,5 163,965 0 0
ARAMARK COM 03852U106 13,674 528,377 SH   DFND 4,5 528,377 0 0
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ARCELORMITTAL NY REGISTRY SH 03938L104 745 49,910 SH   DFND 1 49,910 0 0
ARCELORMITTAL MAND CV NT 16 L0302D178 945 42,000 SH   DFND 4,5,7 42,000 0 0
ARCELORMITTAL MAND CV NT 16 L0302D178 39,248 1,745,113 SH   DFND 4,5 1,745,113 0 0
ARCH CAPITAL GROUP ORD G0450A105 52 900 SH   DFND 4,5,11,12 900 0 0
ARCH CAPITAL GROUP ORD G0450A105 191 3,324 SH   DFND 4,5,11,12 3,324 0 0
ARCH CAPITAL GROUP ORD G0450A105 558 9,723 SH   DFND 4,5 9,723 0 0
ARCH CAPITAL GROUP ORD G0450A105 692 12,044 SH   DFND 4,5 12,044 0 0
ARCHER DANIELS MID COM 039483102 9 200 SH   DFND   200 0 0
ARCHER DANIELS MID COM 039483102 316 7,161 SH   DFND 4,8 7,161 0 0
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ARCHER DANIELS MID COM 039483102 11,791 267,305 SH   DFND 4,5 267,305 0 0
ARCHER DANIELS MID COM 039483102 16,337 370,366 SH   DFND 4,5 370,366 0 0
ARCHER DANIELS MID COM 039483102 34,803 789,000 SH   DFND 4,5,11,12 789,000 0 0
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ARMADA HOFFLER PPT COM 04208T108 17 1,800 SH   DFND 4,5,11,12 1,800 0 0
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ARRIS GROUP INC NE COM 04270V106 428 13,158 SH   DFND   13,158 0 0
ARRIS GROUP INC NE COM 04270V106 6,527 200,639 SH   DFND 1,3 200,639 0 0
ARROW ELECTRONICS COM 042735100 344 5,700 SH   DFND 4,6 5,700 0 0
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ARROW ELECTRONICS COM 042735100 3,284 54,359 SH   DFND 4,5 54,359 0 0
ARUBA NETWORKS INC COM 043176106 449 25,600 SH   DFND 4,5 25,600 0 0
ASBURY AUTOMOTIVE COM 043436104 490 7,133 SH   DFND 4,5,7 7,133 0 0
ASCENA RETAIL GRP COM 04351G101 1,544 90,288 SH   DFND 4,5 90,288 0 0
ASHFORD HOSP PRIME COM 044102101 33 1,900 SH   DFND 4,5,11,12 1,900 0 0
ASHFORD HOSPITALIT COM SHS 044103109 76 6,600 SH   DFND 4,5,11,12 6,600 0 0
ASHLAND INC COM 044209104 620 5,700 SH   DFND 4,5 5,700 0 0
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ASHLAND INC COM 044209104 3,284 30,200 SH   DFND 4,6 30,200 0 0
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ASHLAND INC COM 044209104 15,812 145,409 SH   DFND 4,5,7 145,409 0 0
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ASPEN INSURANCE SHS G05384105 2,337 51,443 SH   DFND 4,5,7 51,443 0 0
ASSOCD ESTATES RLT COM 045604105 92 5,100 SH   DFND 4,5,11,12 5,100 0 0
ASSURANT INC COM 04621X108 3 43 SH   DFND 4,5,11,12 43 0 0
ASSURANT INC COM 04621X108 46 695 SH   DFND 4,5,7 695 0 0
ASSURANT INC COM 04621X108 66 1,009 SH   DFND 4,8 1,009 0 0
ASSURANT INC COM 04621X108 673 10,266 SH   DFND 4,5 10,266 0 0
ASSURANT INC COM 04621X108 871 13,280 SH   DFND 4,5 13,280 0 0
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ASSURED GUARANTY COM G0585R106 6,296 256,983 SH   DFND 4,5,7 256,983 0 0
ASTRAZENECA SPONSORED ADR 046353108 110 1,480 SH   DFND   1,480 0 0
AT&T INC COM 00206R102 0 4 SH   DFND 4,8 4 0 0
AT&T INC COM 00206R102 89 2,506 SH   DFND 4,8 2,506 0 0
AT&T INC COM 00206R102 127 3,595 SH   DFND 4,8 3,595 0 0
AT&T INC COM 00206R102 235 6,650 SH   DFND 4,6 6,650 0 0
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AT&T INC COM 00206R102 2,104 59,500 SH   DFND 4,6 59,500 0 0
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AT&T INC COM 00206R102 37,410 1,057,987 SH   DFND 4,5 1,057,987 0 0
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BABCOCK & WILCOX COM 05615F102 174 5,356 SH   DFND 4,5 5,356 0 0
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BAIDU INC SPON ADR REP A 056752108 7,584 40,600 SH   DFND 4,5 40,600 0 0
BAIDU INC SPON ADR REP A 056752108 8,402 44,974 SH   DFND 4,5,7 44,974 0 0
BAIDU INC SPON ADR REP A 056752108 9,869 52,828 SH   DFND 1,3 52,828 0 0
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BAKER HUGHES INC COM 057224107 491 6,600 SH   DFND 4,6 6,600 0 0
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BALL CORP COM 058498106 56 900 SH   DFND 4,5,11,12 900 0 0
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BALTIC TRADING LIM COM Y0553W103 4,379 732,326 SH   DFND 4,5,7 732,326 0 0
BANCO MACRO S,A, SPON ADR B 05961W105 4 100 SH   DFND 4,5 100 0 0
BANCO MACRO S,A, SPON ADR B 05961W105 9 250 SH   DFND 4,5 250 0 0
BANCO SANTANDER ADR 05964H105 17 1,590 SH   DFND 4,5 1,590 0 0
BANCO SANTANDER ADR 05964H105 1,088 104,403 SH   DFND 1 104,403 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 12,518 216,582 SH   DFND 4,5 216,582 0 0
BANCOLOMBIA SA SPON ADR PREF 05968L102 12,548 217,100 SH   DFND 4,5 217,100 0 0
BANCORPSOUTH INC COM 059692103 441 17,940 SH   DFND 4,5 17,940 0 0
BARCLAYS BANK PLC IPSP CROIL ETN 06738C786 839 32,800 SH Call DFND   0 0 0
BARD(CR)INC COM 067383109 43 304 SH   DFND 4,5,7 304 0 0
BARD(CR)INC COM 067383109 51 358 SH   DFND 4,8 358 0 0
BARD(CR)INC COM 067383109 89 621 SH   DFND 4,8 621 0 0
BARD(CR)INC COM 067383109 215 1,500 SH   DFND 4,5,11,12 1,500 0 0
BARD(CR)INC COM 067383109 831 5,814 SH   DFND 4,5 5,814 0 0
BARD(CR)INC COM 067383109 1,509 10,551 SH   DFND 4,5 10,551 0 0
BARD(CR)INC COM 067383109 6,893 48,200 SH   DFND 4,5,11,12 48,200 0 0
BARRACUDA NETWORKS COM 068323104 316 10,200 SH   DFND 4,5 10,200 0 0
BARRICK GOLD CORP COM 067901108 12 681 SH   DFND 4,8 681 0 0
BARRICK GOLD CORP COM 067901108 112 6,100 SH   DFND   6,100 0 0
BARRICK GOLD CORP COM 067901108 452 24,717 SH   DFND 4,5,11,12 24,717 0 0
BARRICK GOLD CORP COM 067901108 522 28,500 SH   DFND 4,6 28,500 0 0
BARRICK GOLD CORP COM 067901108 541 29,579 SH   DFND 1,3 29,579 0 0
BARRICK GOLD CORP COM 067901108 1,958 107,000 SH   DFND 4,5,11,12 107,000 0 0
BARRICK GOLD CORP COM 067901108 8,195 447,794 SH   DFND 4,5 447,794 0 0
BARRICK GOLD CORP COM 067901108 34,495 1,884,997 SH   DFND 4,5 1,884,997 0 0
BAXTER INTL INC COM 071813109 177 2,450 SH   DFND 4,6 2,450 0 0
BAXTER INTL INC COM 071813109 246 3,400 SH   DFND 4,5,11,12 3,400 0 0
BAXTER INTL INC COM 071813109 289 4,000 SH   DFND 4,6 4,000 0 0
BAXTER INTL INC COM 071813109 309 4,280 SH   DFND   4,280 0 0
BAXTER INTL INC COM 071813109 347 4,800 SH   DFND 4,6 4,800 0 0
BAXTER INTL INC COM 071813109 578 8,000 SH   DFND 4,6 8,000 0 0
BAXTER INTL INC COM 071813109 602 8,329 SH   DFND 4,5,11,12 8,329 0 0
BAXTER INTL INC COM 071813109 933 12,900 SH   DFND 4,6 12,900 0 0
BAXTER INTL INC COM 071813109 2,480 34,300 SH   DFND 4,6 34,300 0 0
BAXTER INTL INC COM 071813109 3,907 54,039 SH   DFND 4,5 54,039 0 0
BAXTER INTL INC COM 071813109 5,131 70,963 SH   DFND 4,5 70,963 0 0
BAYTEX ENERGY CORP COM 07317Q105 33 718 SH   DFND 4,5,11,12 718 0 0
BAYTEX ENERGY CORP COM 07317Q105 223 4,841 SH   DFND 4,5,11,12 4,841 0 0
BAYTEX ENERGY CORP COM 07317Q105 307 6,659 SH   DFND 4,5 6,659 0 0
BAYTEX ENERGY CORP COM 07317Q105 461 9,979 SH   DFND 4,5 9,979 0 0
BB&T CORP COM 054937107 106 2,700 SH   DFND 4,6 2,700 0 0
BB&T CORP COM 054937107 150 3,800 SH   DFND 4,5,11,12 3,800 0 0
BB&T CORP COM 054937107 272 6,900 SH   DFND 4,6 6,900 0 0
BB&T CORP COM 054937107 529 13,425 SH   DFND 4,5,11,12 13,425 0 0
BB&T CORP COM 054937107 572 14,500 SH   DFND 4,6 14,500 0 0
BB&T CORP COM 054937107 1,834 46,500 SH   DFND 4,6 46,500 0 0
BB&T CORP COM 054937107 2,272 57,630 SH   DFND 4,5 57,630 0 0
BB&T CORP COM 054937107 2,502 63,450 SH   DFND 4,5 63,450 0 0
BB&T CORP COM 054937107 3,833 97,200 SH   DFND 4,6 97,200 0 0
BCE INC COM NEW 05534B760 73 1,600 SH   DFND 4,5,11,12 1,600 0 0
BCE INC COM NEW 05534B760 133 2,932 SH   DFND 4,8 2,932 0 0
BCE INC COM NEW 05534B760 136 3,000 SH   DFND   3,000 0 0
BCE INC COM NEW 05534B760 383 8,441 SH   DFND 4,6 8,441 0 0
BCE INC COM NEW 05534B760 1,872 41,259 SH   DFND 4,5 41,259 0 0
BCE INC COM NEW 05534B760 2,111 46,543 SH   DFND 4,5,11,12 46,543 0 0
BCE INC COM NEW 05534B760 3,479 76,703 SH   DFND 4,5 76,703 0 0
BCO BRADESCO SA SP ADR PFD NEW 059460303 4,433 305,305 SH   DFND 1,3 305,305 0 0
BCO BRADESCO SA SP ADR PFD NEW 059460303 53,630 3,693,551 SH   DFND 4,5 3,693,551 0 0
BCO BRADESCO SA SP ADR PFD NEW 059460303 59,701 4,111,628 SH   DFND 4,5 4,111,628 0 0
BEAZER HOMES USA COM NEW 07556Q881 3,721 177,342 SH   DFND 4,5,7 177,342 0 0
BECTON DICKINSON COM 075887109 154 1,300 SH   DFND 4,5,11,12 1,300 0 0
BECTON DICKINSON COM 075887109 377 3,189 SH   DFND 4,6 3,189 0 0
BECTON DICKINSON COM 075887109 559 4,728 SH   DFND 4,5,11,12 4,728 0 0
BECTON DICKINSON COM 075887109 592 5,000 SH   DFND 4,6 5,000 0 0
BECTON DICKINSON COM 075887109 2,010 16,993 SH   DFND 4,5 16,993 0 0
BECTON DICKINSON COM 075887109 42,945 363,016 SH   DFND 4,5 363,016 0 0
BED BATH & BEYOND COM 075896100 38 654 SH   DFND 4,5,7 654 0 0
BED BATH & BEYOND COM 075896100 40 700 SH   DFND 4,5,11,12 700 0 0
BED BATH & BEYOND COM 075896100 43 756 SH   DFND 4,8 756 0 0
BED BATH & BEYOND COM 075896100 98 1,700 SH   DFND 4,6 1,700 0 0
BED BATH & BEYOND COM 075896100 180 3,138 SH   DFND 4,5,11,12 3,138 0 0
BED BATH & BEYOND COM 075896100 293 5,100 SH   DFND 4,6 5,100 0 0
BED BATH & BEYOND COM 075896100 918 15,998 SH   DFND 4,5 15,998 0 0
BED BATH & BEYOND COM 075896100 1,429 24,899 SH   DFND 4,5 24,899 0 0
BED BATH & BEYOND COM 075896100 1,585 27,631 SH   DFND 4,6 27,631 0 0
BEMIS CO INC COM 081437105 63 1,560 SH   DFND 4,5 1,560 0 0
BEMIS CO INC COM 081437105 263 6,461 SH   DFND 4,5 6,461 0 0
BERKLEY(WR)CORP COM 084423102 32 700 SH   DFND 4,5,11,12 700 0 0
BERKLEY(WR)CORP COM 084423102 195 4,202 SH   DFND 4,5,11,12 4,202 0 0
BERKLEY(WR)CORP COM 084423102 862 18,615 SH   DFND 4,5 18,615 0 0
BERKLEY(WR)CORP COM 084423102 2,395 51,717 SH   DFND 4,5 51,717 0 0
BERKSHIRE HATHAWAY CL A 084670108 570 3 SH   DFND 4,5 3 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 310 2,450 SH   DFND 4,6 2,450 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 329 2,600 SH   DFND 4,6 2,600 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 785 6,200 SH   DFND 4,5,11,12 6,200 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 2,155 17,025 SH   DFND   17,025 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 2,316 18,300 SH   DFND 4,6 18,300 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 2,574 20,339 SH   DFND 4,5,11,12 20,339 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 5,837 46,118 SH   DFND 4,6 46,118 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 10,255 81,032 SH   DFND 1,2 81,032 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 10,257 81,042 SH   DFND 4,6 81,042 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 10,801 85,343 SH   DFND 1,3 85,343 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 14,825 117,135 SH   DFND 4,5 117,135 0 0
BERKSHIRE HATHAWAY CL B NEW 084670702 62,735 495,694 SH   DFND 4,5 495,694 0 0
BERRY PLASTICS GP COM 08579W103 689 26,697 SH   DFND 4,5,7 26,697 0 0
BEST BUY CO INC COM 086516101 56 1,800 SH   DFND 4,5,11,12 1,800 0 0
BEST BUY CO INC COM 086516101 73 2,345 SH   DFND 4,5,11,12 2,345 0 0
BEST BUY CO INC COM 086516101 102 3,300 SH   DFND 4,6 3,300 0 0
BEST BUY CO INC COM 086516101 453 14,600 SH   DFND 4,6 14,600 0 0
BEST BUY CO INC COM 086516101 530 17,100 SH   DFND 4,6 17,100 0 0
BEST BUY CO INC COM 086516101 570 18,376 SH   DFND 4,8 18,376 0 0
BEST BUY CO INC COM 086516101 853 27,500 SH   DFND 4,6 27,500 0 0
BEST BUY CO INC COM 086516101 987 31,831 SH   DFND 4,5 31,831 0 0
BEST BUY CO INC COM 086516101 24,072 776,253 SH   DFND 4,5 776,253 0 0
BIG LOTS INC COM 089302103 474 10,382 SH   DFND 4,5 10,382 0 0
BIO RAD LABS INC CL A 090572207 756 6,312 SH   DFND 4,5 6,312 0 0
BIOGEN IDEC INC COM 09062X103 415 1,317 SH   DFND 4,6 1,317 0 0
BIOGEN IDEC INC COM 09062X103 441 1,400 SH   DFND 4,5,11,12 1,400 0 0
BIOGEN IDEC INC COM 09062X103 505 1,600 SH   DFND 4,6 1,600 0 0
BIOGEN IDEC INC COM 09062X103 527 1,670 SH   DFND 4,5,7 1,670 0 0
BIOGEN IDEC INC COM 09062X103 1,334 4,230 SH   DFND 4,1 4,230 0 0
BIOGEN IDEC INC COM 09062X103 1,451 4,601 SH   DFND 4,5,11,12 4,601 0 0
BIOGEN IDEC INC COM 09062X103 13,305 42,198 SH   DFND 4,5 42,198 0 0
BIOGEN IDEC INC COM 09062X103 38,466 121,995 SH   DFND 4,5 121,995 0 0
BIOMARIN PHARMA SR SB CONV NT 18 09061GAE1 3,070 2,968,000 PRN   DFND 4,5 0 0 2,968,000
BIOMARIN PHARMA COM 09061G101 19 300 SH   DFND 4,5,11,12 300 0 0
BIOMARIN PHARMA COM 09061G101 174 2,800 SH   DFND 4,5,11,12 2,800 0 0
BIOMARIN PHARMA COM 09061G101 421 6,767 SH   DFND 4,5,7 6,767 0 0
BIOMARIN PHARMA COM 09061G101 572 9,200 SH   DFND 4,5 9,200 0 0
BIOMARIN PHARMA COM 09061G101 632 10,166 SH   DFND 4,5 10,166 0 0
BIOMED REALTY TST COM 09063H107 432 19,800 SH   DFND 4,5,11,12 19,800 0 0
BIOMED REALTY TST COM 09063H107 2,521 115,480 SH   DFND 4,5 115,480 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 33 680 SH   DFND 4,6 680 0 0
BJS RESTAURANTS IN COM 09180C106 220 6,300 SH   DFND 1,3 6,300 0 0
BK OF AMERICA CORP COM 060505104 10 650 SH   DFND   650 0 0
BK OF AMERICA CORP COM 060505104 26 1,661 SH   DFND 1 1,661 0 0
BK OF AMERICA CORP COM 060505104 49 3,200 SH   DFND 1 3,200 0 0
BK OF AMERICA CORP COM 060505104 184 12,000 SH   DFND 4,6 12,000 0 0
BK OF AMERICA CORP COM 060505104 538 35,000 SH   DFND 4,6 35,000 0 0
BK OF AMERICA CORP COM 060505104 646 42,000 SH   DFND 4,6 42,000 0 0
BK OF AMERICA CORP COM 060505104 876 57,000 SH   DFND 4,5,11,12 57,000 0 0
BK OF AMERICA CORP COM 060505104 915 59,525 SH   DFND 4,8 59,525 0 0
BK OF AMERICA CORP COM 060505104 1,081 70,334 SH   DFND 4,5,7 70,334 0 0
BK OF AMERICA CORP COM 060505104 1,230 80,000 SH   DFND 4,6 80,000 0 0
BK OF AMERICA CORP COM 060505104 1,414 92,000 SH   DFND 4,6 92,000 0 0
BK OF AMERICA CORP COM 060505104 2,917 189,779 SH   DFND 4,5,11,12 189,779 0 0
BK OF AMERICA CORP COM 060505104 3,326 216,380 SH   DFND 1,2 216,380 0 0
BK OF AMERICA CORP COM 060505104 3,624 235,800 SH   DFND 4,6 235,800 0 0
BK OF AMERICA CORP COM 060505104 7,359 478,800 SH   DFND 4,6 478,800 0 0
BK OF AMERICA CORP COM 060505104 11,830 769,709 SH   DFND 4,5 769,709 0 0
BK OF AMERICA CORP COM 060505104 34,270 2,229,664 SH   DFND 4,5 2,229,664 0 0
BK OF AMERICA CORP COM 060505104 55,855 3,634,054 SH   DFND 1,3 3,634,054 0 0
BK OF HAWAII CORP COM 062540109 976 16,623 SH   DFND 4,5 16,623 0 0
BK OF MONTREAL COM 063671101 287 3,900 SH   DFND 4,5,11,12 3,900 0 0
BK OF MONTREAL COM 063671101 442 6,000 SH   DFND 4,6 6,000 0 0
BK OF MONTREAL COM 063671101 736 10,000 SH   DFND 4,6 10,000 0 0
BK OF MONTREAL COM 063671101 1,027 13,951 SH   DFND 4,5,11,12 13,951 0 0
BK OF MONTREAL COM 063671101 3,602 48,944 SH   DFND 4,5 48,944 0 0
BK OF MONTREAL COM 063671101 3,605 48,990 SH   DFND 4,5 48,990 0 0
BK OF NOVA SCOTIA COM 064149107 465 6,980 SH   DFND 4,5,11,12 6,980 0 0
BK OF NOVA SCOTIA COM 064149107 495 7,433 SH   DFND 4,6 7,433 0 0
BK OF NOVA SCOTIA COM 064149107 500 7,505 SH   DFND 4,6 7,505 0 0
BK OF NOVA SCOTIA COM 064149107 866 13,000 SH   DFND 4,6 13,000 0 0
BK OF NOVA SCOTIA COM 064149107 1,106 16,600 SH   DFND 4,6 16,600 0 0
BK OF NOVA SCOTIA COM 064149107 1,620 24,327 SH   DFND 4,5,11,12 24,327 0 0
BK OF NOVA SCOTIA COM 064149107 2,817 42,300 SH   DFND 4,6 42,300 0 0
BK OF NOVA SCOTIA COM 064149107 5,717 85,847 SH   DFND 4,5 85,847 0 0
BK OF NOVA SCOTIA COM 064149107 5,875 88,214 SH   DFND 4,5 88,214 0 0
BK OF NY MELLON CP COM 064058100 94 2,506 SH   DFND 4,8 2,506 0 0
BK OF NY MELLON CP COM 064058100 101 2,700 SH   DFND 4,6 2,700 0 0
BK OF NY MELLON CP COM 064058100 424 11,302 SH   DFND 4,6 11,302 0 0
BK OF NY MELLON CP COM 064058100 551 14,700 SH   DFND 4,6 14,700 0 0
BK OF NY MELLON CP COM 064058100 675 18,000 SH   DFND 4,6 18,000 0 0
BK OF NY MELLON CP COM 064058100 1,023 27,300 SH   DFND 4,6 27,300 0 0
BK OF NY MELLON CP COM 064058100 1,126 30,049 SH   DFND 4,5,11,12 30,049 0 0
BK OF NY MELLON CP COM 064058100 1,447 38,600 SH   DFND 4,6 38,600 0 0
BK OF NY MELLON CP COM 064058100 3,203 85,449 SH   DFND 4,5 85,449 0 0
BK OF NY MELLON CP COM 064058100 3,426 91,400 SH   DFND 4,6 91,400 0 0
BK OF NY MELLON CP COM 064058100 4,061 108,363 SH   DFND 4,5 108,363 0 0
BK OF NY MELLON CP COM 064058100 11,334 302,389 SH   DFND 4,5,11,12 302,389 0 0
BLACKBERRY LTD COM 09228F103 4 370 SH   DFND   370 0 0
BLACKBERRY LTD COM 09228F103 26 2,521 SH   DFND 4,5,11,12 2,521 0 0
BLACKBERRY LTD COM 09228F103 30 2,900 SH   DFND 4,5,11,12 2,900 0 0
BLACKBERRY LTD COM 09228F103 53 5,214 SH   DFND 4,8 5,214 0 0
BLACKBERRY LTD COM 09228F103 228 22,311 SH   DFND 4,5 22,311 0 0
BLACKBERRY LTD COM 09228F103 275 26,850 SH   DFND 1 26,850 0 0
BLACKBERRY LTD COM 09228F103 451 44,030 SH   DFND 4,5 44,030 0 0
BLACKBERRY LTD COM 09228F103 5,385 525,838 SH   DFND 1,3 525,838 0 0
BLACKHAWK NETWORK CL B 09238E203 11 398 SH   DFND 4,8 398 0 0
BLACKHAWK NETWORK CL B 09238E203 14 509 SH   DFND 4,6 509 0 0
BLACKHAWK NETWORK CL B 09238E203 59 2,185 SH   DFND 4,6 2,185 0 0
BLACKHAWK NETWORK CL B 09238E203 92 3,408 SH   DFND 4,5 3,408 0 0
BLACKHAWK NETWORK CL B 09238E203 129 4,814 SH   DFND 4,6 4,814 0 0
BLACKHAWK NETWORK CL B 09238E203 272 10,126 SH   DFND 4,5 10,126 0 0
BLACKHAWK NETWORK CL B 09238E203 738 27,469 SH   DFND 4,5,11,12 27,469 0 0
BLACKROCK INC COM 09247X101 128 400 SH   DFND 4,6 400 0 0
BLACKROCK INC COM 09247X101 256 800 SH   DFND 4,5,11,12 800 0 0
BLACKROCK INC COM 09247X101 371 1,161 SH   DFND 4,6 1,161 0 0
BLACKROCK INC COM 09247X101 607 1,900 SH   DFND 4,6 1,900 0 0
BLACKROCK INC COM 09247X101 768 2,404 SH   DFND 4,5,11,12 2,404 0 0
BLACKROCK INC COM 09247X101 1,308 4,094 SH   DFND 4,1 4,094 0 0
BLACKROCK INC COM 09247X101 1,598 5,000 SH   DFND 4,6 5,000 0 0
BLACKROCK INC COM 09247X101 3,138 9,817 SH   DFND 4,5 9,817 0 0
BLACKROCK INC COM 09247X101 3,812 11,927 SH   DFND 4,5 11,927 0 0
BLACKSTONE GROUP L COM UNIT LTD 09253U108 3,006 89,900 SH   DFND 4,5,7 89,900 0 0
BLACKSTONE GROUP L COM UNIT LTD 09253U108 5,929 177,300 SH   DFND 4,5 177,300 0 0
BLACKSTONE GROUP L COM UNIT LTD 09253U108 19,365 579,100 SH   DFND 4,5 579,100 0 0
BLOCK(H&R)INC COM 093671105 50 1,500 SH   DFND 4,5,11,12 1,500 0 0
BLOCK(H&R)INC COM 093671105 292 8,711 SH   DFND 4,5,11,12 8,711 0 0
BLOCK(H&R)INC COM 093671105 1,243 37,084 SH   DFND 4,5 37,084 0 0
BLOCK(H&R)INC COM 093671105 1,476 44,030 SH   DFND 4,5 44,030 0 0
BLUCORA INC COM 095229100 0 3 SH   DFND 1,3 3 0 0
BOB EVANS FARMS COM 096761101 1,676 33,487 SH   DFND 4,5 33,487 0 0
BOB EVANS FARMS COM 096761101 2,071 41,373 SH   DFND 4,5,7 41,373 0 0
BOEING CO COM 097023105 30 236 SH   DFND 4,8 236 0 0
BOEING CO COM 097023105 140 1,100 SH   DFND 1 1,100 0 0
BOEING CO COM 097023105 165 1,300 SH   DFND   1,300 0 0
BOEING CO COM 097023105 210 1,650 SH   DFND 4,6 1,650 0 0
BOEING CO COM 097023105 471 3,700 SH   DFND 4,5,11,12 3,700 0 0
BOEING CO COM 097023105 509 4,000 SH   DFND 4,6 4,000 0 0
BOEING CO COM 097023105 509 4,000 SH   DFND 4,6 4,000 0 0
BOEING CO COM 097023105 585 4,600 SH   DFND 4,6 4,600 0 0
BOEING CO COM 097023105 700 5,500 SH   DFND 4,6 5,500 0 0
BOEING CO COM 097023105 842 6,620 SH   DFND 4,1 6,620 0 0
BOEING CO COM 097023105 980 7,700 SH   DFND 4,6 7,700 0 0
BOEING CO COM 097023105 1,558 12,245 SH   DFND 4,1 12,245 0 0
BOEING CO COM 097023105 1,589 12,489 SH   DFND 4,5,11,12 12,489 0 0
BOEING CO COM 097023105 2,392 18,800 SH   DFND 4,6 18,800 0 0
BOEING CO COM 097023105 4,342 34,126 SH   DFND 4,6 34,126 0 0
BOEING CO COM 097023105 7,122 55,977 SH   DFND 1,2 55,977 0 0
BOEING CO COM 097023105 15,214 119,578 SH   DFND 4,5 119,578 0 0
BOEING CO COM 097023105 16,391 128,828 SH   DFND 1,3 128,828 0 0
BOEING CO COM 097023105 45,453 357,248 SH   DFND 4,5 357,248 0 0
BONTON STORES COM 09776J101 1,619 157,000 SH   DFND 4,5,7 157,000 0 0
BORG WARNER INC COM 099724106 39 600 SH   DFND 4,5,11,12 600 0 0
BORG WARNER INC COM 099724106 393 6,027 SH   DFND 4,8 6,027 0 0
BORG WARNER INC COM 099724106 429 6,582 SH   DFND 4,5,11,12 6,582 0 0
BORG WARNER INC COM 099724106 767 11,760 SH   DFND 4,1 11,760 0 0
BORG WARNER INC COM 099724106 1,252 19,199 SH   DFND 4,5 19,199 0 0
BORG WARNER INC COM 099724106 9,740 149,414 SH   DFND 4,5 149,414 0 0
BOSTON PPTYS INC COM 101121101 59 500 SH   DFND 4,5,11,12 500 0 0
BOSTON PPTYS INC COM 101121101 329 2,783 SH   DFND 4,6 2,783 0 0
BOSTON PPTYS INC COM 101121101 473 4,000 SH   DFND 4,6 4,000 0 0
BOSTON PPTYS INC COM 101121101 1,760 14,890 SH   DFND 4,5 14,890 0 0
BOSTON PPTYS INC COM 101121101 1,970 16,672 SH   DFND 4,5,11,12 16,672 0 0
BOSTON PPTYS INC COM 101121101 3,609 30,537 SH   DFND 4,5 30,537 0 0
BOSTON SCIENTIFIC COM 101137107 43 3,328 SH   DFND 4,5,7 3,328 0 0
BOSTON SCIENTIFIC COM 101137107 76 5,918 SH   DFND 4,8 5,918 0 0
BOSTON SCIENTIFIC COM 101137107 112 8,800 SH   DFND 4,5,11,12 8,800 0 0
BOSTON SCIENTIFIC COM 101137107 231 18,067 SH   DFND 4,5,11,12 18,067 0 0
BOSTON SCIENTIFIC COM 101137107 1,575 123,314 SH   DFND 4,5 123,314 0 0
BOSTON SCIENTIFIC COM 101137107 1,857 145,432 SH   DFND 4,5 145,432 0 0
BP SPONSORED ADR 055622104 886 16,800 SH   DFND 4,5,7 16,800 0 0
BRANDYWINE REALTY SH BEN INT NEW 105368203 245 15,700 SH   DFND 4,5,11,12 15,700 0 0
BRANDYWINE REALTY SH BEN INT NEW 105368203 986 63,200 SH   DFND 4,6 63,200 0 0
BRASKEM S,A, SP ADR PFD A 105532105 762 59,300 SH   DFND 4,5 59,300 0 0
BRASKEM S,A, SP ADR PFD A 105532105 1,086 84,512 SH   DFND 4,5 84,512 0 0
BRF SA SPONSORED ADR 10552T107 1,412 58,100 SH   DFND 4,5,11,12 58,100 0 0
BRF SA SPONSORED ADR 10552T107 2,984 122,759 SH   DFND 4,5 122,759 0 0
BRF SA SPONSORED ADR 10552T107 7,157 294,400 SH   DFND 4,5 294,400 0 0
BRINK'S COMPANY COM 109696104 2,409 85,362 SH   DFND 4,5 85,362 0 0
BRISTOL-MYRS SQUIB COM 110122108 78 1,610 SH   DFND 4,8 1,610 0 0
BRISTOL-MYRS SQUIB COM 110122108 92 1,900 SH   DFND 4,6 1,900 0 0
BRISTOL-MYRS SQUIB COM 110122108 242 4,981 SH   DFND 4,5,7 4,981 0 0
BRISTOL-MYRS SQUIB COM 110122108 384 7,909 SH   DFND 4,6 7,909 0 0
BRISTOL-MYRS SQUIB COM 110122108 403 8,300 SH   DFND 4,5,11,12 8,300 0 0
BRISTOL-MYRS SQUIB COM 110122108 679 14,000 SH   DFND 4,6 14,000 0 0
BRISTOL-MYRS SQUIB COM 110122108 786 16,200 SH   DFND 4,6 16,200 0 0
BRISTOL-MYRS SQUIB COM 110122108 890 18,341 SH   DFND 4,1 18,341 0 0
BRISTOL-MYRS SQUIB COM 110122108 1,016 20,950 SH   DFND 4,1 20,950 0 0
BRISTOL-MYRS SQUIB COM 110122108 1,863 38,400 SH   DFND 4,6 38,400 0 0
BRISTOL-MYRS SQUIB COM 110122108 3,367 69,400 SH   DFND 4,6 69,400 0 0
BRISTOL-MYRS SQUIB COM 110122108 3,886 80,113 SH   DFND 4,5,11,12 80,113 0 0
BRISTOL-MYRS SQUIB COM 110122108 10,561 217,716 SH   DFND 4,5 217,716 0 0
BRISTOL-MYRS SQUIB COM 110122108 14,845 306,012 SH   DFND 4,5 306,012 0 0
BRIXMOR PROPERTY G COM 11120U105 80 3,500 SH   DFND 4,5,11,12 3,500 0 0
BROADCOM CORP CL A 111320107 220 5,926 SH   DFND 4,5,11,12 5,926 0 0
BROADCOM CORP CL A 111320107 1,819 49,000 SH   DFND 4,5 49,000 0 0
BROADCOM CORP CL A 111320107 2,092 56,361 SH   DFND 4,5 56,361 0 0
BROADCOM CORP CL A 111320107 2,721 73,300 SH   DFND 4,5,11,12 73,300 0 0
BROADRIDGE FIN SOL COM 11133T103 580 13,918 SH   DFND 4,5 13,918 0 0
BROADRIDGE FIN SOL COM 11133T103 823 19,770 SH   DFND 1,3 19,770 0 0
BROCADE COMMS SYS COM NEW 111621306 0 9 SH   DFND 1,3 9 0 0
BROOKDALE SENIOR L SR NT CV 2.75%18 112463AA2 1,302 956,000 PRN   DFND 4,5,7 0 0 956,000
BROOKFIELD ASSET M CL A LTD VT SH 112585104 150 3,400 SH   DFND 4,5,11,12 3,400 0 0
BROOKFIELD ASSET M CL A LTD VT SH 112585104 484 11,000 SH   DFND 4,6 11,000 0 0
BROOKFIELD ASSET M CL A LTD VT SH 112585104 606 13,776 SH   DFND 4,5,11,12 13,776 0 0
BROOKFIELD ASSET M CL A LTD VT SH 112585104 629 14,300 SH   DFND 4,6 14,300 0 0
BROOKFIELD ASSET M CL A LTD VT SH 112585104 2,225 50,536 SH   DFND 4,5 50,536 0 0
BROOKFIELD ASSET M CL A LTD VT SH 112585104 4,349 98,786 SH   DFND 4,5 98,786 0 0
BROOKFIELD ASSET M CL A LTD VT SH 112585104 5,058 114,900 SH   DFND 4,6 114,900 0 0
BROOKFIELD CANADA TR UNIT 112823109 33 1,300 SH   DFND 4,5,11,12 1,300 0 0
BROWN & BROWN INC COM 115236101 165 5,364 SH   DFND 4,5 5,364 0 0
BROWN & BROWN INC COM 115236101 795 25,900 SH   DFND 1,3 25,900 0 0
BROWN-FORMAN CORP CL B 115637209 71 750 SH   DFND 4,5,11,12 750 0 0
BROWN-FORMAN CORP CL B 115637209 95 1,011 SH   DFND 4,8 1,011 0 0
BROWN-FORMAN CORP CL B 115637209 266 2,824 SH   DFND 4,8 2,824 0 0
BROWN-FORMAN CORP CL B 115637209 271 2,875 SH   DFND 4,5,11,12 2,875 0 0
BROWN-FORMAN CORP CL B 115637209 8,346 88,624 SH   DFND 4,5 88,624 0 0
BROWN-FORMAN CORP CL B 115637209 30,301 321,764 SH   DFND 4,5 321,764 0 0
BRUNSWICK CORP COM 117043109 2,214 52,552 SH   DFND 4,5 52,552 0 0
BUFFALO WILD WINGS COM 119848109 699 4,220 SH   DFND 1,3 4,220 0 0
BUNGE LIMITED COM G16962105 68 900 SH   DFND 4,5,11,12 900 0 0
BUNGE LIMITED COM G16962105 635 8,400 SH   DFND 4,6 8,400 0 0
BUNGE LIMITED COM G16962105 756 10,000 SH   DFND 4,6 10,000 0 0
BUNGE LIMITED COM G16962105 2,498 33,019 SH   DFND 4,5,11,12 33,019 0 0
BUNGE LIMITED COM G16962105 4,618 61,051 SH   DFND 4,5 61,051 0 0
BUNGE LIMITED COM G16962105 12,478 164,962 SH   DFND 4,5 164,962 0 0
BURGER KING WORLDW COM 121220107 89 3,272 SH   DFND 4,5 3,272 0 0
CA INC COM 12673P105 60 2,100 SH   DFND 4,5,11,12 2,100 0 0
CA INC COM 12673P105 302 10,507 SH   DFND 4,5,11,12 10,507 0 0
CA INC COM 12673P105 790 27,500 SH   DFND 4,5 27,500 0 0
CA INC COM 12673P105 802 27,895 SH   DFND 4,5 27,895 0 0
CABELAS INC COM 126804301 1,418 22,726 SH   DFND 4,5 22,726 0 0
CABELAS INC COM 126804301 3,036 48,658 SH   DFND 4,5,7 48,658 0 0
CABELAS INC COM 126804301 7,433 119,119 SH   DFND 4,5,7 119,119 0 0
CABLEVISION SYS CP CL A NY CABLVS 12686C109 23 1,300 SH   DFND 4,5,11,12 1,300 0 0
CABLEVISION SYS CP CL A NY CABLVS 12686C109 88 5,006 SH   DFND 4,5,11,12 5,006 0 0
CABLEVISION SYS CP CL A NY CABLVS 12686C109 542 30,713 SH   DFND 4,5 30,713 0 0
CABLEVISION SYS CP CL A NY CABLVS 12686C109 7,092 401,800 SH   DFND 4,5 401,800 0 0
CABLEVISION SYS CP CL A NY CABLVS 12686C109 17,119 969,933 SH   DFND 4,5,7 969,933 0 0
CABOT CORP COM 127055101 181 3,120 SH   DFND 1,3 3,120 0 0
CABOT CORP COM 127055101 1,308 22,564 SH   DFND 4,5 22,564 0 0
CABOT OIL & GAS CO COM 127097103 89 2,600 SH   DFND 4,5,11,12 2,600 0 0
CABOT OIL & GAS CO COM 127097103 363 10,624 SH   DFND 4,5,11,12 10,624 0 0
CABOT OIL & GAS CO COM 127097103 488 14,300 SH   DFND 4,5,7 14,300 0 0
CABOT OIL & GAS CO COM 127097103 1,199 35,108 SH   DFND 4,5 35,108 0 0
CABOT OIL & GAS CO COM 127097103 1,256 36,786 SH   DFND 4,5 36,786 0 0
CADENCE DESIGN SYS COM 127387108 6,831 390,574 SH   DFND 4,5 390,574 0 0
CAE INC COM 124765108 24 1,800 SH   DFND 4,5,11,12 1,800 0 0
CAE INC COM 124765108 141 10,736 SH   DFND 4,5 10,736 0 0
CAE INC COM 124765108 1,520 115,762 SH   DFND 4,5 115,762 0 0
CAESARS ACQUISITIO CL A 12768T103 43 3,473 SH   DFND 4,5,7 3,473 0 0
CAESARS ENTERT CP COM 127686103 638 35,300 SH   DFND 4,5,7 35,300 0 0
CALGON CARBON CORP COM 129603106 241 10,800 SH   DFND 4,5 10,800 0 0
CALLAWAY GOLF CO COM 131193104 55 6,633 SH   DFND 4,5,7 6,633 0 0
CALLAWAY GOLF CO COM 131193104 208 25,006 SH   DFND 4,5,7 25,006 0 0
CALPINE CORP COM NEW 131347304 88 3,705 SH   DFND 4,8 3,705 0 0
CALPINE CORP COM NEW 131347304 176 7,403 SH   DFND 4,5,11,12 7,403 0 0
CALPINE CORP COM NEW 131347304 1,031 43,294 SH   DFND 4,5 43,294 0 0
CALPINE CORP COM NEW 131347304 14,770 620,334 SH   DFND 4,5 620,334 0 0
CAMDEN PROP TST SH BEN INT 133131102 246 3,464 SH   DFND 4,8 3,464 0 0
CAMDEN PROP TST SH BEN INT 133131102 299 4,200 SH   DFND 4,5 4,200 0 0
CAMDEN PROP TST SH BEN INT 133131102 847 11,900 SH   DFND 4,5,11,12 11,900 0 0
CAMDEN PROP TST SH BEN INT 133131102 10,079 141,652 SH   DFND 4,5 141,652 0 0
CAMECO CORP COM 13321L108 47 2,400 SH   DFND 4,5,11,12 2,400 0 0
CAMECO CORP COM 13321L108 218 11,104 SH   DFND 4,5,11,12 11,104 0 0
CAMECO CORP COM 13321L108 422 21,536 SH   DFND 4,5 21,536 0 0
CAMECO CORP COM 13321L108 535 27,265 SH   DFND 4,5 27,265 0 0
CAMECO CORP COM 13321L108 1,838 93,718 SH   DFND 1,3 93,718 0 0
CAMERON INTL CORP COM 13342B105 49 728 SH   DFND 4,5,7 728 0 0
CAMERON INTL CORP COM 13342B105 79 1,162 SH   DFND 4,8 1,162 0 0
CAMERON INTL CORP COM 13342B105 102 1,500 SH   DFND 4,5,11,12 1,500 0 0
CAMERON INTL CORP COM 13342B105 367 5,422 SH   DFND 4,5,11,12 5,422 0 0
CAMERON INTL CORP COM 13342B105 1,362 20,122 SH   DFND 4,5 20,122 0 0
CAMERON INTL CORP COM 13342B105 2,826 41,744 SH   DFND 4,5 41,744 0 0
CAMERON INTL CORP COM 13342B105 16,076 237,428 SH   DFND 4,5,7 237,428 0 0
CAMERON INTL CORP COM 13342B105 17,003 251,117 SH   DFND 4,5,7 251,117 0 0
CAMPBELL SOUP CO COM 134429109 55 1,200 SH   DFND 4,5,11,12 1,200 0 0
CAMPBELL SOUP CO COM 134429109 69 1,500 SH   DFND 4,6 1,500 0 0
CAMPBELL SOUP CO COM 134429109 71 1,559 SH   DFND 4,8 1,559 0 0
CAMPBELL SOUP CO COM 134429109 74 1,615 SH   DFND 4,5,11,12 1,615 0 0
CAMPBELL SOUP CO COM 134429109 545 11,900 SH   DFND 4,6 11,900 0 0
CAMPBELL SOUP CO COM 134429109 973 21,245 SH   DFND 4,5 21,245 0 0
CAMPBELL SOUP CO COM 134429109 1,572 34,315 SH   DFND 4,6 34,315 0 0
CAMPBELL SOUP CO COM 134429109 4,264 93,081 SH   DFND 4,5 93,081 0 0
CAMPUS CREST CMNTY COM 13466Y105 49 5,700 SH   DFND 4,5,11,12 5,700 0 0
CAN PACIFIC RYS COM 13645T100 178 984 SH   DFND 4,8 984 0 0
CAN PACIFIC RYS COM 13645T100 788 4,350 SH   DFND 4,8 4,350 0 0
CAN PACIFIC RYS COM 13645T100 788 4,350 SH   DFND 4,1 4,350 0 0
CAN PACIFIC RYS COM 13645T100 945 5,219 SH   DFND 4,5,11,12 5,219 0 0
CAN PACIFIC RYS COM 13645T100 13,906 76,769 SH   DFND 4,5 76,769 0 0
CAN PACIFIC RYS COM 13645T100 20,016 110,500 SH   DFND 4,5,11,12 110,500 0 0
CAN PACIFIC RYS COM 13645T100 36,256 200,157 SH   DFND 4,5 200,157 0 0
CANADIAN IMP BANK COM 136069101 122 1,342 SH   DFND 4,8 1,342 0 0
CANADIAN IMP BANK COM 136069101 180 1,976 SH   DFND 4,8 1,976 0 0
CANADIAN IMP BANK COM 136069101 259 2,850 SH   DFND   2,850 0 0
CANADIAN IMP BANK COM 136069101 313 3,440 SH   DFND 1,2 3,440 0 0
CANADIAN IMP BANK COM 136069101 403 4,429 SH   DFND 4,6 4,429 0 0
CANADIAN IMP BANK COM 136069101 3,344 36,755 SH   DFND 4,5 36,755 0 0
CANADIAN IMP BANK COM 136069101 4,309 47,364 SH   DFND 4,5,11,12 47,364 0 0
CANADIAN IMP BANK COM 136069101 14,156 155,600 SH   DFND 4,5,11,12 155,600 0 0
CANADIAN IMP BANK COM 136069101 14,385 158,111 SH   DFND 4,5 158,111 0 0
CANADIAN SOLAR INC SR GLBL REGS 19 C15396AA9 50 49,000 PRN   DFND 4,5,7 0 0 49,000
CAPITAL ONE FINL COM 14040H105 61 733 SH   DFND 4,8 733 0 0
CAPITAL ONE FINL COM 14040H105 153 1,850 SH   DFND 4,6 1,850 0 0
CAPITAL ONE FINL COM 14040H105 207 2,500 SH   DFND 4,5,7 2,500 0 0
CAPITAL ONE FINL COM 14040H105 231 2,800 SH   DFND 4,5,11,12 2,800 0 0
CAPITAL ONE FINL COM 14040H105 308 3,732 SH   DFND 4,6 3,732 0 0
CAPITAL ONE FINL COM 14040H105 809 9,798 SH   DFND 4,5,11,12 9,798 0 0
CAPITAL ONE FINL COM 14040H105 958 11,600 SH   DFND 4,6 11,600 0 0
CAPITAL ONE FINL COM 14040H105 1,814 21,959 SH   DFND 1,3 21,959 0 0
CAPITAL ONE FINL COM 14040H105 2,420 29,300 SH   DFND 4,6 29,300 0 0
CAPITAL ONE FINL COM 14040H105 2,698 32,658 SH   DFND 1,2 32,658 0 0
CAPITAL ONE FINL COM 14040H105 3,336 40,388 SH   DFND 4,5 40,388 0 0
CAPITAL ONE FINL COM 14040H105 5,481 66,352 SH   DFND 4,6 66,352 0 0
CAPITAL ONE FINL COM 14040H105 24,450 296,010 SH   DFND 4,5 296,010 0 0
CAPSTEAD MORT CORP COM NO PAR 14067E506 76 5,800 SH   DFND 4,6 5,800 0 0
CAPSTEAD MORT CORP COM NO PAR 14067E506 435 33,100 SH   DFND 4,6 33,100 0 0
CAPSTEAD MORT CORP COM NO PAR 14067E506 1,437 109,300 SH   DFND 4,6 109,300 0 0
CARDINAL HEALTH COM 14149Y108 144 2,100 SH   DFND 4,5,11,12 2,100 0 0
CARDINAL HEALTH COM 14149Y108 369 5,380 SH   DFND 4,5,11,12 5,380 0 0
CARDINAL HEALTH COM 14149Y108 2,412 35,176 SH   DFND 4,5 35,176 0 0
CARDINAL HEALTH COM 14149Y108 2,691 39,249 SH   DFND 4,5 39,249 0 0
CARDIOME PHARMA CO COM NO PAR 14159U301 153 19,456 SH   DFND 4,5,7 19,456 0 0
CAREFUSION CORP COM 14170T101 50 1,119 SH   DFND 4,5,7 1,119 0 0
CAREFUSION CORP COM 14170T101 62 1,400 SH   DFND 4,5,11,12 1,400 0 0
CAREFUSION CORP COM 14170T101 177 4,000 SH   DFND 4,5,7 4,000 0 0
CAREFUSION CORP COM 14170T101 252 5,690 SH   DFND 4,5,11,12 5,690 0 0
CAREFUSION CORP COM 14170T101 870 19,623 SH   DFND 4,5 19,623 0 0
CAREFUSION CORP COM 14170T101 1,256 28,312 SH   DFND 4,5 28,312 0 0
CARETRUST REIT INC COM 14174T107 34 1,700 SH   DFND 4,5,11,12 1,700 0 0
CARMAX INC COM 143130102 73 1,400 SH   DFND 4,5,11,12 1,400 0 0
CARMAX INC COM 143130102 296 5,700 SH   DFND 4,5,11,12 5,700 0 0
CARMAX INC COM 143130102 1,107 21,289 SH   DFND 4,5 21,289 0 0
CARMAX INC COM 143130102 1,246 23,966 SH   DFND 4,5 23,966 0 0
CARNIVAL CORP PAIRED CTF 143658300 102 2,700 SH   DFND 4,5,11,12 2,700 0 0
CARNIVAL CORP PAIRED CTF 143658300 249 6,604 SH   DFND 4,8 6,604 0 0
CARNIVAL CORP PAIRED CTF 143658300 351 9,317 SH   DFND 4,5,11,12 9,317 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,459 38,746 SH   DFND 4,5 38,746 0 0
CARNIVAL CORP PAIRED CTF 143658300 4,145 110,085 SH   DFND 4,5 110,085 0 0
CARPENTER TECH CP COM 144285103 524 8,283 SH   DFND 4,5 8,283 0 0
CARRIZO OIL & GAS COM 144577103 457 6,600 SH   DFND 1,3 6,600 0 0
CASH AMERICA INTL COM 14754D100 80 1,800 SH   DFND 4,6 1,800 0 0
CASH AMERICA INTL COM 14754D100 400 9,000 SH   DFND 4,6 9,000 0 0
CASH AMERICA INTL COM 14754D100 853 19,200 SH   DFND 4,6 19,200 0 0
CATAMARAN CORP COM 148887102 71 1,611 SH   DFND 4,8 1,611 0 0
CATAMARAN CORP COM 148887102 501 11,340 SH   DFND 4,5,11,12 11,340 0 0
CATAMARAN CORP COM 148887102 1,020 23,087 SH   DFND 4,5 23,087 0 0
CATAMARAN CORP COM 148887102 1,105 25,018 SH   DFND 4,5 25,018 0 0
CATAMARAN CORP COM 148887102 7,282 164,900 SH   DFND 4,5,11,12 164,900 0 0
CATERPILLAR INC COM 149123101 9 85 SH   DFND   85 0 0
CATERPILLAR INC COM 149123101 201 1,850 SH   DFND 4,6 1,850 0 0
CATERPILLAR INC COM 149123101 326 3,000 SH   DFND 4,6 3,000 0 0
CATERPILLAR INC COM 149123101 345 3,177 SH   DFND 4,8 3,177 0 0
CATERPILLAR INC COM 149123101 446 4,100 SH   DFND 4,6 4,100 0 0
CATERPILLAR INC COM 149123101 543 5,000 SH   DFND 4,6 5,000 0 0
CATERPILLAR INC COM 149123101 837 7,700 SH   DFND 4,6 7,700 0 0
CATERPILLAR INC COM 149123101 869 8,000 SH   DFND 4,6 8,000 0 0
CATERPILLAR INC COM 149123101 1,326 12,200 SH   DFND 4,6 12,200 0 0
CATERPILLAR INC COM 149123101 1,793 16,500 SH   DFND 4,6 16,500 0 0
CATERPILLAR INC COM 149123101 2,154 19,820 SH   DFND 4,5,11,12 19,820 0 0
CATERPILLAR INC COM 149123101 3,847 35,400 SH   DFND 4,6 35,400 0 0
CATERPILLAR INC COM 149123101 6,095 56,086 SH   DFND 1,3 56,086 0 0
CATERPILLAR INC COM 149123101 7,607 70,000 SH   DFND 4,6 70,000 0 0
CATERPILLAR INC COM 149123101 30,127 277,238 SH   DFND 4,5 277,238 0 0
CATERPILLAR INC COM 149123101 37,907 348,830 SH   DFND 4,5,11,12 348,830 0 0
CATERPILLAR INC COM 149123101 73,807 679,186 SH   DFND 4,5 679,186 0 0
CAVIUM INC COM 14964U108 790 15,900 SH   DFND 4,5 15,900 0 0
CBL & ASSOC PROPER COM 124830100 323 16,974 SH   DFND 4,5,11,12 16,974 0 0
CBOE HOLDINGS INC COM 12503M108 462 9,387 SH   DFND 1 9,387 0 0
CBOE HOLDINGS INC COM 12503M108 2,045 41,560 SH   DFND 4,5 41,560 0 0
CBRE GROUP INC CL A 12504L109 83 2,600 SH   DFND 4,5,11,12 2,600 0 0
CBRE GROUP INC CL A 12504L109 342 10,683 SH   DFND 4,5,11,12 10,683 0 0
CBRE GROUP INC CL A 12504L109 793 24,760 SH   DFND 4,5 24,760 0 0
CBRE GROUP INC CL A 12504L109 1,737 54,222 SH   DFND 4,5 54,222 0 0
CBS CORPORATION CL B 124857202 45 729 SH   DFND 4,5,7 729 0 0
CBS CORPORATION CL B 124857202 75 1,200 SH   DFND 4,6 1,200 0 0
CBS CORPORATION CL B 124857202 230 3,700 SH   DFND 4,5,11,12 3,700 0 0
CBS CORPORATION CL B 124857202 270 4,352 SH   DFND 4,6 4,352 0 0
CBS CORPORATION CL B 124857202 665 10,700 SH   DFND 4,6 10,700 0 0
CBS CORPORATION CL B 124857202 703 11,311 SH   DFND 4,5,11,12 11,311 0 0
CBS CORPORATION CL B 124857202 1,074 17,281 SH   DFND 4,6 17,281 0 0
CBS CORPORATION CL B 124857202 2,055 33,072 SH   DFND 1,3 33,072 0 0
CBS CORPORATION CL B 124857202 2,089 33,610 SH   DFND 1,2 33,610 0 0
CBS CORPORATION CL B 124857202 2,652 42,672 SH   DFND 4,5 42,672 0 0
CBS CORPORATION CL B 124857202 2,663 42,849 SH   DFND 4,5 42,849 0 0
CBS CORPORATION CL B 124857202 5,308 85,412 SH   DFND 4,5,7 85,412 0 0
CBS CORPORATION CL B 124857202 8,005 128,815 SH   DFND 4,5,7 128,815 0 0
CBS CORPORATION CL B 124857202 8,005 128,828 SH   DFND 4,5,7 128,828 0 0
CBS CORPORATION CL B 124857202 8,738 140,617 SH   DFND 4,5,7 140,617 0 0
CDN NAT RES COM 136385101 983 21,409 SH   DFND 4,5,11,12 21,409 0 0
CDN NAT RES COM 136385101 3,682 80,200 SH   DFND 4,6 80,200 0 0
CDN NAT RES COM 136385101 3,815 83,100 SH   DFND 4,5,11,12 83,100 0 0
CDN NAT RES COM 136385101 4,621 100,656 SH   DFND 4,5 100,656 0 0
CDN NAT RES COM 136385101 5,476 119,285 SH   DFND 4,5 119,285 0 0
CDN NATL RAILWAYS COM 136375102 293 4,500 SH   DFND 4,5,11,12 4,500 0 0
CDN NATL RAILWAYS COM 136375102 515 7,913 SH   DFND 4,6 7,913 0 0
CDN NATL RAILWAYS COM 136375102 617 9,482 SH   DFND 4,6 9,482 0 0
CDN NATL RAILWAYS COM 136375102 780 12,000 SH   DFND 4,6 12,000 0 0
CDN NATL RAILWAYS COM 136375102 1,105 16,994 SH   DFND 4,5,11,12 16,994 0 0
CDN NATL RAILWAYS COM 136375102 4,045 62,217 SH   DFND 4,5 62,217 0 0
CDN NATL RAILWAYS COM 136375102 4,837 74,400 SH   DFND 4,6 74,400 0 0
CDN NATL RAILWAYS COM 136375102 23,475 361,046 SH   DFND 4,5 361,046 0 0
CEDAR REALTY TRUST COM NEW 150602209 38 6,100 SH   DFND 4,5,11,12 6,100 0 0
CELANESE CORP COM SER A 150870103 64 1,000 SH   DFND 4,5,11,12 1,000 0 0
CELANESE CORP COM SER A 150870103 80 1,245 SH   DFND 4,8 1,245 0 0
CELANESE CORP COM SER A 150870103 272 4,227 SH   DFND 4,5,11,12 4,227 0 0
CELANESE CORP COM SER A 150870103 501 7,800 SH   DFND 4,6 7,800 0 0
CELANESE CORP COM SER A 150870103 5,384 83,760 SH   DFND 4,5 83,760 0 0
CELANESE CORP COM SER A 150870103 12,152 189,048 SH   DFND 4,5 189,048 0 0
CELGENE CORP COM 151020104 34 400 SH   DFND 4,6 400 0 0
CELGENE CORP COM 151020104 55 644 SH   DFND 4,5,7 644 0 0
CELGENE CORP COM 151020104 146 1,700 SH   DFND 4,8 1,700 0 0
CELGENE CORP COM 151020104 374 4,360 SH   DFND   4,360 0 0
CELGENE CORP COM 151020104 407 4,734 SH   DFND 4,8 4,734 0 0
CELGENE CORP COM 151020104 423 4,928 SH   DFND 4,6 4,928 0 0
CELGENE CORP COM 151020104 910 10,600 SH   DFND 4,6 10,600 0 0
CELGENE CORP COM 151020104 926 10,784 SH   DFND 4,1 10,784 0 0
CELGENE CORP COM 151020104 945 11,000 SH   DFND 4,6 11,000 0 0
CELGENE CORP COM 151020104 996 11,600 SH   DFND 4,6 11,600 0 0
CELGENE CORP COM 151020104 1,137 13,240 SH   DFND 4,1 13,240 0 0
CELGENE CORP COM 151020104 1,710 19,908 SH   DFND 4,5,11,12 19,908 0 0
CELGENE CORP COM 151020104 2,783 32,400 SH   DFND 4,6 32,400 0 0
CELGENE CORP COM 151020104 7,080 82,444 SH   DFND 4,5 82,444 0 0
CELGENE CORP COM 151020104 8,672 100,974 SH   DFND 1,3 100,974 0 0
CELGENE CORP COM 151020104 11,088 129,110 SH   DFND 4,5 129,110 0 0
CELGENE CORP COM 151020104 17,313 201,600 SH   DFND 4,5,11,12 201,600 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 79 5,985 SH   DFND 1 5,985 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 16,725 1,264,136 SH   DFND 4,5 1,264,136 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 19,821 1,498,219 SH   DFND 4,5 1,498,219 0 0
CENOVUS ENERGY INC COM 15135U109 91 2,800 SH   DFND 4,5,11,12 2,800 0 0
CENOVUS ENERGY INC COM 15135U109 565 17,455 SH   DFND 4,5,11,12 17,455 0 0
CENOVUS ENERGY INC COM 15135U109 2,024 62,522 SH   DFND 4,5 62,522 0 0
CENOVUS ENERGY INC COM 15135U109 2,080 64,257 SH   DFND 4,5 64,257 0 0
CENTENE CORP COM 15135B101 152 2,004 SH   DFND 4,5,7 2,004 0 0
CENTERPOINT ENERGY COM 15189T107 64 2,500 SH   DFND 4,5,11,12 2,500 0 0
CENTERPOINT ENERGY COM 15189T107 94 3,695 SH   DFND 4,8 3,695 0 0
CENTERPOINT ENERGY COM 15189T107 322 12,621 SH   DFND 4,5,11,12 12,621 0 0
CENTERPOINT ENERGY COM 15189T107 848 33,194 SH   DFND 4,5 33,194 0 0
CENTERPOINT ENERGY COM 15189T107 1,143 44,744 SH   DFND 4,5 44,744 0 0
CENTRAIS ELET BRAS SPONSORED ADR 15234Q207 716 245,100 SH   DFND 4,5 245,100 0 0
CENTRAIS ELET BRAS SPONSORED ADR 15234Q207 871 298,300 SH   DFND 4,5 298,300 0 0
CENTURYLINK INC COM 156700106 50 1,390 SH   DFND 4,5,7 1,390 0 0
CENTURYLINK INC COM 156700106 54 1,500 SH   DFND 4,6 1,500 0 0
CENTURYLINK INC COM 156700106 112 3,107 SH   DFND 4,8 3,107 0 0
CENTURYLINK INC COM 156700106 138 3,800 SH   DFND 4,5,11,12 3,800 0 0
CENTURYLINK INC COM 156700106 311 8,587 SH   DFND 4,5,11,12 8,587 0 0
CENTURYLINK INC COM 156700106 503 13,900 SH   DFND 4,6 13,900 0 0
CENTURYLINK INC COM 156700106 1,781 49,200 SH   DFND 4,6 49,200 0 0
CENTURYLINK INC COM 156700106 2,133 58,928 SH   DFND 4,5 58,928 0 0
CENTURYLINK INC COM 156700106 2,828 78,110 SH   DFND 4,5 78,110 0 0
CERNER CORP COM 156782104 66 1,289 SH   DFND 1,3 1,289 0 0
CERNER CORP COM 156782104 93 1,800 SH   DFND 4,5,11,12 1,800 0 0
CERNER CORP COM 156782104 119 2,300 SH   DFND 4,5,7 2,300 0 0
CERNER CORP COM 156782104 214 4,148 SH   DFND 4,5,11,12 4,148 0 0
CERNER CORP COM 156782104 494 9,570 SH   DFND 4,1 9,570 0 0
CERNER CORP COM 156782104 1,455 28,204 SH   DFND 4,5 28,204 0 0
CERNER CORP COM 156782104 2,083 40,385 SH   DFND 4,5 40,385 0 0
CF INDUSTRIES HOLD COM 125269100 42 173 SH   DFND 4,5,7 173 0 0
CF INDUSTRIES HOLD COM 125269100 75 313 SH   DFND 4,8 313 0 0
CF INDUSTRIES HOLD COM 125269100 144 600 SH   DFND 4,6 600 0 0
CF INDUSTRIES HOLD COM 125269100 241 1,000 SH   DFND 4,5,7 1,000 0 0
CF INDUSTRIES HOLD COM 125269100 274 1,139 SH   DFND 4,8 1,139 0 0
CF INDUSTRIES HOLD COM 125269100 505 2,100 SH   DFND 4,6 2,100 0 0
CF INDUSTRIES HOLD COM 125269100 529 2,200 SH   DFND 4,6 2,200 0 0
CF INDUSTRIES HOLD COM 125269100 972 4,042 SH   DFND 4,5,11,12 4,042 0 0
CF INDUSTRIES HOLD COM 125269100 1,875 7,796 SH   DFND 4,6 7,796 0 0
CF INDUSTRIES HOLD COM 125269100 2,265 9,418 SH   DFND 4,5 9,418 0 0
CF INDUSTRIES HOLD COM 125269100 3,151 13,100 SH   DFND 4,6 13,100 0 0
CF INDUSTRIES HOLD COM 125269100 5,404 22,465 SH   DFND 4,5 22,465 0 0
CF INDUSTRIES HOLD COM 125269100 10,271 42,700 SH   DFND 4,5,11,12 42,700 0 0
CGI GROUP INC CL A SUB VTG 39945C109 2,382 67,130 SH   DFND 4,5 67,130 0 0
CGI GROUP INC CL A SUB VTG 39945C109 2,770 78,058 SH   DFND 4,5 78,058 0 0
CGI GROUP INC CL A SUB VTG 39945C109 2,948 83,100 SH   DFND 4,5,11,12 83,100 0 0
CH ROBINSON WORLDW COM NEW 12541W209 55 864 SH   DFND 4,5,7 864 0 0
CH ROBINSON WORLDW COM NEW 12541W209 56 876 SH   DFND 4,8 876 0 0
CH ROBINSON WORLDW COM NEW 12541W209 64 1,000 SH   DFND 4,5,11,12 1,000 0 0
CH ROBINSON WORLDW COM NEW 12541W209 86 1,342 SH   DFND 4,5,11,12 1,342 0 0
CH ROBINSON WORLDW COM NEW 12541W209 1,097 17,193 SH   DFND 4,5 17,193 0 0
CH ROBINSON WORLDW COM NEW 12541W209 4,334 67,943 SH   DFND 4,5 67,943 0 0
CHAMBERS STR PPTYS COM 157842105 165 20,500 SH   DFND 4,5,11,12 20,500 0 0
CHARLES RIVER LABO COM 159864107 3,740 69,881 SH   DFND 4,5 69,881 0 0
CHART INDUSTRIES COM PAR $0.01 16115Q308 432 5,220 SH   DFND 4,1 5,220 0 0
CHARTER COMMUN INC CL A NEW 16117M305 48 300 SH   DFND 4,5,11,12 300 0 0
CHARTER COMMUN INC CL A NEW 16117M305 190 1,200 SH   DFND 4,5,11,12 1,200 0 0
CHARTER COMMUN INC CL A NEW 16117M305 754 4,758 SH   DFND 4,5 4,758 0 0
CHARTER COMMUN INC CL A NEW 16117M305 779 4,920 SH   DFND 4,1 4,920 0 0
CHARTER COMMUN INC CL A NEW 16117M305 824 5,200 SH   DFND 4,5 5,200 0 0
CHARTER COMMUN INC CL A NEW 16117M305 939 5,929 SH   DFND 4,5,7 5,929 0 0
CHARTER COMMUN INC CL A NEW 16117M305 4,709 29,731 SH   DFND 4,5,7 29,731 0 0
CHARTER COMMUN INC CL A NEW 16117M305 8,040 50,765 SH   DFND 4,5,7 50,765 0 0
CHARTER COMMUN INC CL A NEW 16117M305 8,509 53,725 SH   DFND 4,5,7 53,725 0 0
CHATHAM LODGING TR COM 16208T102 50 2,300 SH   DFND 4,5,11,12 2,300 0 0
CHECK POINT SFTWRE ORD M22465104 581 8,670 SH   DFND 4,5 8,670 0 0
CHECK POINT SFTWRE ORD M22465104 745 11,108 SH   DFND 4,1 11,108 0 0
CHEETAH MOBILE INC ADR 163075104 1 35 SH   DFND 4,5,7 35 0 0
CHEETAH MOBILE INC ADR 163075104 7 313 SH   DFND 4,5,7 313 0 0
CHENIERE ENERGY IN COM NEW 16411R208 79 1,100 SH   DFND 4,5,11,12 1,100 0 0
CHENIERE ENERGY IN COM NEW 16411R208 141 1,960 SH   DFND 4,8 1,960 0 0
CHENIERE ENERGY IN COM NEW 16411R208 208 2,900 SH   DFND 4,5,11,12 2,900 0 0
CHENIERE ENERGY IN COM NEW 16411R208 381 5,312 SH   DFND 4,5,7 5,312 0 0
CHENIERE ENERGY IN COM NEW 16411R208 987 13,767 SH   DFND 4,5 13,767 0 0
CHENIERE ENERGY IN COM NEW 16411R208 1,269 17,700 SH   DFND 4,5 17,700 0 0
CHENIERE ENERGY PA COM UNIT 16411Q101 3 100 SH   DFND 4,5,7 100 0 0
CHESAPEAKE ENERGY NT CONV 2.75%35 165167BW6 472 445,000 PRN   DFND 4,5,11,12 0 0 445,000
CHESAPEAKE ENERGY NT CONV 2.75%35 165167BW6 534 504,000 PRN   DFND 4,5,7 0 0 504,000
CHESAPEAKE ENERGY SR CONT CV NT 37 165167CA3 657 629,000 PRN   DFND 4,5,7 0 0 629,000
CHESAPEAKE ENERGY SR NT CV 2.25%38 165167CB1 2,197 2,280,000 PRN   DFND 4,5,7 0 0 2,280,000
CHESAPEAKE ENERGY COM 165167107 124 4,000 SH   DFND 4,5,11,12 4,000 0 0
CHESAPEAKE ENERGY COM 165167107 410 13,191 SH   DFND 4,5,11,12 13,191 0 0
CHESAPEAKE ENERGY COM 165167107 1,463 47,064 SH   DFND 4,5 47,064 0 0
CHESAPEAKE ENERGY COM 165167107 2,074 66,738 SH   DFND 4,5 66,738 0 0
CHESAPEAKE LODGING SH BEN INT 165240102 133 4,400 SH   DFND 4,5,11,12 4,400 0 0
CHEVRON CORP COM 166764100 26 200 SH   DFND 1 200 0 0
CHEVRON CORP COM 166764100 310 2,372 SH   DFND 4,8 2,372 0 0
CHEVRON CORP COM 166764100 366 2,800 SH   DFND 4,6 2,800 0 0
CHEVRON CORP COM 166764100 826 6,330 SH   DFND   6,330 0 0
CHEVRON CORP COM 166764100 901 6,900 SH   DFND 4,6 6,900 0 0
CHEVRON CORP COM 166764100 2,768 21,200 SH   DFND 4,6 21,200 0 0
CHEVRON CORP COM 166764100 5,136 39,338 SH   DFND 4,5,11,12 39,338 0 0
CHEVRON CORP COM 166764100 6,962 53,326 SH   DFND 4,6 53,326 0 0
CHEVRON CORP COM 166764100 7,604 58,243 SH   DFND 1,3 58,243 0 0
CHEVRON CORP COM 166764100 7,717 59,111 SH   DFND 1,2 59,111 0 0
CHEVRON CORP COM 166764100 10,261 78,600 SH   DFND 4,6 78,600 0 0
CHEVRON CORP COM 166764100 22,179 169,890 SH   DFND 4,5 169,890 0 0
CHEVRON CORP COM 166764100 35,003 268,120 SH   DFND 4,5,11,12 268,120 0 0
CHEVRON CORP COM 166764100 39,337 301,314 SH   DFND 4,5 301,314 0 0
CHICAGO BRIDGE & I COM 167250109 34 500 SH   DFND 4,5,11,12 500 0 0
CHICAGO BRIDGE & I COM 167250109 34 500 SH   DFND 4,5,11,12 500 0 0
CHICAGO BRIDGE & I COM 167250109 396 5,800 SH   DFND 4,5 5,800 0 0
CHICAGO BRIDGE & I COM 167250109 2,855 41,869 SH   DFND 4,5 41,869 0 0
CHIMERA INVESTMENT COM 16934Q109 1,010 316,500 SH   DFND 4,5,7 316,500 0 0
CHINA PETROLEUM & SPON ADR H SHS 16941R108 924 9,725 SH   DFND 1,3 9,725 0 0
CHINA UNICOM (HK) SPONSORED ADR 16945R104 60 3,903 SH   DFND 4,5,7 3,903 0 0
CHIPOTLE MEXICAN G COM 169656105 45 76 SH   DFND 4,8 76 0 0
CHIPOTLE MEXICAN G COM 169656105 119 200 SH   DFND 4,5,11,12 200 0 0
CHIPOTLE MEXICAN G COM 169656105 513 866 SH   DFND 4,5,11,12 866 0 0
CHIPOTLE MEXICAN G COM 169656105 926 1,562 SH   DFND 4,1 1,562 0 0
CHIPOTLE MEXICAN G COM 169656105 1,777 2,999 SH   DFND 4,5 2,999 0 0
CHIPOTLE MEXICAN G COM 169656105 2,119 3,576 SH   DFND 4,5 3,576 0 0
CHUBB CORP COM 171232101 46 504 SH   DFND 4,5,7 504 0 0
CHUBB CORP COM 171232101 101 1,100 SH   DFND 4,5,11,12 1,100 0 0
CHUBB CORP COM 171232101 323 3,500 SH   DFND 4,6 3,500 0 0
CHUBB CORP COM 171232101 429 4,652 SH   DFND 4,5,11,12 4,652 0 0
CHUBB CORP COM 171232101 780 8,460 SH   DFND   8,460 0 0
CHUBB CORP COM 171232101 1,232 13,370 SH   DFND 1,2 13,370 0 0
CHUBB CORP COM 171232101 2,143 23,251 SH   DFND 4,5 23,251 0 0
CHUBB CORP COM 171232101 2,201 23,879 SH   DFND 4,5 23,879 0 0
CHUNGHWA TELECOM SPON ADR NEW11 17133Q502 2,277 71,011 SH   DFND 4,5 71,011 0 0
CHUNGHWA TELECOM SPON ADR NEW11 17133Q502 2,952 92,075 SH   DFND 4,5 92,075 0 0
CHURCH & DWIGHT COM 171340102 63 900 SH   DFND 4,5,11,12 900 0 0
CHURCH & DWIGHT COM 171340102 876 12,528 SH   DFND 4,5,11,12 12,528 0 0
CHURCH & DWIGHT COM 171340102 1,372 19,621 SH   DFND 4,5 19,621 0 0
CHURCH & DWIGHT COM 171340102 4,111 58,771 SH   DFND 4,5 58,771 0 0
CIA BRAS DE DISTRI SPN ADR PFD CL A 20440T201 2,482 53,576 SH   DFND 4,5 53,576 0 0
CIA BRAS DE DISTRI SPN ADR PFD CL A 20440T201 5,045 108,900 SH   DFND 4,5 108,900 0 0
CIA ENERG MG-CEMIG SP ADR N-V PFD 204409601 1,014 126,938 SH   DFND 1,3 126,938 0 0
CIA ENERG MG-CEMIG SP ADR N-V PFD 204409601 8,458 1,058,535 SH   DFND 4,5 1,058,535 0 0
CIA ENERG MG-CEMIG SP ADR N-V PFD 204409601 10,735 1,343,565 SH   DFND 4,5 1,343,565 0 0
CIA PARANAENSE DE SPON ADR PFD 20441B407 1,845 120,500 SH   DFND 4,5 120,500 0 0
CIA PARANAENSE DE SPON ADR PFD 20441B407 2,358 153,993 SH   DFND 4,5 153,993 0 0
CIENA CORP SR CONV NT 4%20 171779AK7 743 536,000 PRN   DFND 4,5,7 0 0 536,000
CIENA CORP SR CONV NT 4%20 171779AK7 3,614 2,608,000 PRN   DFND 4,5,7 0 0 2,608,000
CIGNA CORP COM 125509109 49 537 SH   DFND 4,5,7 537 0 0
CIGNA CORP COM 125509109 82 895 SH   DFND 4,8 895 0 0
CIGNA CORP COM 125509109 147 1,600 SH   DFND 4,6 1,600 0 0
CIGNA CORP COM 125509109 487 5,300 SH   DFND 4,6 5,300 0 0
CIGNA CORP COM 125509109 740 8,049 SH   DFND 4,5,11,12 8,049 0 0
CIGNA CORP COM 125509109 2,211 24,035 SH   DFND 4,5 24,035 0 0
CIGNA CORP COM 125509109 2,244 24,400 SH   DFND 4,6 24,400 0 0
CIGNA CORP COM 125509109 2,774 30,163 SH   DFND 4,5 30,163 0 0
CIGNA CORP COM 125509109 4,212 45,800 SH   DFND 4,6 45,800 0 0
CIGNA CORP COM 125509109 9,436 102,600 SH   DFND 4,5,11,12 102,600 0 0
CIMAREX ENERGY CO COM 171798101 72 500 SH   DFND 4,5,11,12 500 0 0
CIMAREX ENERGY CO COM 171798101 221 1,539 SH   DFND 4,5,11,12 1,539 0 0
CIMAREX ENERGY CO COM 171798101 448 3,120 SH   DFND 4,5,7 3,120 0 0
CIMAREX ENERGY CO COM 171798101 1,043 7,272 SH   DFND 4,5 7,272 0 0
CIMAREX ENERGY CO COM 171798101 2,139 14,908 SH   DFND 4,5 14,908 0 0
CINCINNATI FINL CP COM 172062101 48 1,000 SH   DFND 4,5,11,12 1,000 0 0
CINCINNATI FINL CP COM 172062101 195 4,061 SH   DFND 4,5,11,12 4,061 0 0
CINCINNATI FINL CP COM 172062101 656 13,660 SH   DFND 4,5 13,660 0 0
CINCINNATI FINL CP COM 172062101 798 16,621 SH   DFND 4,5 16,621 0 0
CINTAS CORP COM 172908105 44 700 SH   DFND 4,5,11,12 700 0 0
CINTAS CORP COM 172908105 232 3,659 SH   DFND 4,5,11,12 3,659 0 0
CINTAS CORP COM 172908105 395 6,218 SH   DFND 4,5 6,218 0 0
CINTAS CORP COM 172908105 3,389 53,333 SH   DFND 4,5 53,333 0 0
CIRCOR INTL COM 17273K109 468 6,072 SH   DFND 4,5,7 6,072 0 0
CISCO SYSTEMS COM 17275R102 39 1,586 SH   DFND   1,586 0 0
CISCO SYSTEMS COM 17275R102 50 2,025 SH   DFND 4,5,7 2,025 0 0
CISCO SYSTEMS COM 17275R102 139 5,600 SH   DFND 4,6 5,600 0 0
CISCO SYSTEMS COM 17275R102 199 8,027 SH   DFND 4,8 8,027 0 0
CISCO SYSTEMS COM 17275R102 283 11,400 SH   DFND 4,6 11,400 0 0
CISCO SYSTEMS COM 17275R102 366 14,725 SH   DFND 4,8 14,725 0 0
CISCO SYSTEMS COM 17275R102 579 23,300 SH   DFND 4,6 23,300 0 0
CISCO SYSTEMS COM 17275R102 621 25,000 SH   DFND 4,6 25,000 0 0
CISCO SYSTEMS COM 17275R102 1,310 52,700 SH   DFND 4,5 52,700 0 0
CISCO SYSTEMS COM 17275R102 1,372 55,200 SH   DFND 4,6 55,200 0 0
CISCO SYSTEMS COM 17275R102 3,284 132,145 SH   DFND 4,5,11,12 132,145 0 0
CISCO SYSTEMS COM 17275R102 4,204 169,186 SH   DFND 1,2 169,186 0 0
CISCO SYSTEMS COM 17275R102 4,480 180,300 SH   DFND 4,6 180,300 0 0
CISCO SYSTEMS COM 17275R102 4,496 180,921 SH   DFND 4,6 180,921 0 0
CISCO SYSTEMS COM 17275R102 8,123 326,865 SH   DFND 1,3 326,865 0 0
CISCO SYSTEMS COM 17275R102 11,373 457,654 SH   DFND 4,5 457,654 0 0
CISCO SYSTEMS COM 17275R102 16,069 646,647 SH   DFND 4,5 646,647 0 0
CISCO SYSTEMS COM 17275R102 37,299 1,500,970 SH   DFND 4,5,11,12 1,500,970 0 0
CIT GROUP INC COM NEW 125581801 45 977 SH   DFND 4,5,11,12 977 0 0
CIT GROUP INC COM NEW 125581801 55 1,200 SH   DFND 4,5,11,12 1,200 0 0
CIT GROUP INC COM NEW 125581801 660 14,417 SH   DFND 4,5 14,417 0 0
CIT GROUP INC COM NEW 125581801 697 15,242 SH   DFND 4,5 15,242 0 0
CITIGROUP INC COM NEW 172967424 236 5,012 SH   DFND 4,8 5,012 0 0
CITIGROUP INC COM NEW 172967424 240 5,100 SH   DFND 4,6 5,100 0 0
CITIGROUP INC COM NEW 172967424 616 13,076 SH   DFND   13,076 0 0
CITIGROUP INC COM NEW 172967424 739 15,700 SH   DFND 4,6 15,700 0 0
CITIGROUP INC COM NEW 172967424 754 16,000 SH   DFND 4,6 16,000 0 0
CITIGROUP INC COM NEW 172967424 847 17,983 SH   DFND 4,6 17,983 0 0
CITIGROUP INC COM NEW 172967424 900 19,100 SH   DFND 4,6 19,100 0 0
CITIGROUP INC COM NEW 172967424 966 20,500 SH   DFND 4,6 20,500 0 0
CITIGROUP INC COM NEW 172967424 1,178 25,000 SH   DFND 4,6 25,000 0 0
CITIGROUP INC COM NEW 172967424 1,281 27,200 SH   DFND 4,5,7 27,200 0 0
CITIGROUP INC COM NEW 172967424 1,634 34,700 SH   DFND 4,6 34,700 0 0
CITIGROUP INC COM NEW 172967424 2,082 44,211 SH   DFND 4,5,7 44,211 0 0
CITIGROUP INC COM NEW 172967424 3,141 66,698 SH   DFND 4,5,11,12 66,698 0 0
CITIGROUP INC COM NEW 172967424 4,414 93,717 SH   DFND 4,6 93,717 0 0
CITIGROUP INC COM NEW 172967424 6,994 148,500 SH   DFND 4,6 148,500 0 0
CITIGROUP INC COM NEW 172967424 13,103 278,189 SH   DFND 4,5 278,189 0 0
CITIGROUP INC COM NEW 172967424 26,995 573,133 SH   DFND 4,5,11,12 573,133 0 0
CITIGROUP INC COM NEW 172967424 59,991 1,273,697 SH   DFND 4,5 1,273,697 0 0
CITIGROUP INC COM NEW 172967424 73,292 1,556,092 SH   DFND 1,3 1,556,092 0 0
CITRIX SYSTEMS INC COM 177376100 69 1,100 SH   DFND 4,5,11,12 1,100 0 0
CITRIX SYSTEMS INC COM 177376100 106 1,700 SH   DFND 4,6 1,700 0 0
CITRIX SYSTEMS INC COM 177376100 355 5,672 SH   DFND 4,5,11,12 5,672 0 0
CITRIX SYSTEMS INC COM 177376100 582 9,300 SH   DFND 4,6 9,300 0 0
CITRIX SYSTEMS INC COM 177376100 1,551 24,800 SH   DFND 4,6 24,800 0 0
CITRIX SYSTEMS INC COM 177376100 7,397 118,262 SH   DFND 4,5 118,262 0 0
CITRIX SYSTEMS INC COM 177376100 13,195 210,944 SH   DFND 4,5 210,944 0 0
CITY NATIONAL CORP COM 178566105 222 2,931 SH   DFND 4,5 2,931 0 0
CIVEO CORP COM 178787107 43 1,700 SH   DFND 4,6 1,700 0 0
CIVEO CORP COM 178787107 195 7,800 SH   DFND 4,6 7,800 0 0
CIVEO CORP COM 178787107 488 19,500 SH   DFND 4,6 19,500 0 0
CIVEO CORP COM 178787107 8,240 329,216 SH   DFND 4,5,7 329,216 0 0
CIVEO CORP COM 178787107 8,512 340,056 SH   DFND 4,5,7 340,056 0 0
CLARCOR INC COM 179895107 1,021 16,510 SH   DFND 4,5 16,510 0 0
CLEAN HARBORS INC COM 184496107 2,091 32,547 SH   DFND 4,5 32,547 0 0
CLECO CORP COM 12561W105 2,027 34,385 SH   DFND 4,5 34,385 0 0
CLIFFS NATURAL RES COM 18683K101 52 3,477 SH   DFND 4,5 3,477 0 0
CLOROX CO COM 189054109 64 700 SH   DFND 4,5,11,12 700 0 0
CLOROX CO COM 189054109 101 1,100 SH   DFND 4,5,11,12 1,100 0 0
CLOROX CO COM 189054109 155 1,700 SH   DFND 4,6 1,700 0 0
CLOROX CO COM 189054109 640 7,000 SH   DFND 4,6 7,000 0 0
CLOROX CO COM 189054109 1,609 17,600 SH   DFND 4,6 17,600 0 0
CLOROX CO COM 189054109 5,415 59,249 SH   DFND 4,5 59,249 0 0
CLOROX CO COM 189054109 17,332 189,630 SH   DFND 4,5 189,630 0 0
CLOUD PEAK ENERGY COM 18911Q102 400 21,700 SH   DFND 4,5,7 21,700 0 0
CME GROUP INC COM 12572Q105 142 2,000 SH   DFND 4,5,11,12 2,000 0 0
CME GROUP INC COM 12572Q105 270 3,805 SH   DFND 4,5,11,12 3,805 0 0
CME GROUP INC COM 12572Q105 1,419 20,000 SH   DFND 1 20,000 0 0
CME GROUP INC COM 12572Q105 2,073 29,215 SH   DFND 4,5 29,215 0 0
CME GROUP INC COM 12572Q105 2,299 32,410 SH   DFND 4,5 32,410 0 0
CME GROUP INC COM 12572Q105 4,257 60,000 SH   DFND 1 60,000 0 0
CMS ENERGY CORP COM 125896100 50 1,600 SH   DFND 4,5,11,12 1,600 0 0
CMS ENERGY CORP COM 125896100 56 1,800 SH   DFND 4,5,11,12 1,800 0 0
CMS ENERGY CORP COM 125896100 475 15,262 SH   DFND 4,5 15,262 0 0
CMS ENERGY CORP COM 125896100 596 19,125 SH   DFND 4,8 19,125 0 0
CMS ENERGY CORP COM 125896100 17,694 568,027 SH   DFND 4,5 568,027 0 0
CNA FINANCIAL CORP COM 126117100 154 3,814 SH   DFND 4,5 3,814 0 0
CNA FINANCIAL CORP COM 126117100 348 8,600 SH   DFND 4,6 8,600 0 0
CNH INDUSTRIAL NV SHS N20944109 18 1,758 SH   DFND 4,5,11,12 1,758 0 0
CNH INDUSTRIAL NV SHS N20944109 18 1,800 SH   DFND 4,5 1,800 0 0
CNH INDUSTRIAL NV SHS N20944109 92 9,020 SH   DFND 4,5 9,020 0 0
CNH INDUSTRIAL NV SHS N20944109 102 9,969 SH   DFND 4,8 9,969 0 0
CNH INDUSTRIAL NV SHS N20944109 177 17,289 SH   DFND 1 17,289 0 0
CNH INDUSTRIAL NV SHS N20944109 320 31,312 SH   DFND 4,9 31,312 0 0
CNH INDUSTRIAL NV SHS N20944109 449 43,945 SH   DFND 4,6 43,945 0 0
CNH INDUSTRIAL NV SHS N20944109 461 45,065 SH   DFND   45,065 0 0
CNH INDUSTRIAL NV SHS N20944109 680 66,583 SH   DFND 4,5,11,12 66,583 0 0
CNH INDUSTRIAL NV SHS N20944109 841 82,310 SH   DFND 4,6 82,310 0 0
CNH INDUSTRIAL NV SHS N20944109 920 90,000 SH   DFND 4,1 90,000 0 0
CNH INDUSTRIAL NV SHS N20944109 1,124 110,000 SH   DFND 4,5 110,000 0 0
CNH INDUSTRIAL NV SHS N20944109 1,278 125,000 SH   DFND 4,5 125,000 0 0
CNH INDUSTRIAL NV SHS N20944109 1,676 164,000 SH   DFND 4,1 164,000 0 0
CNH INDUSTRIAL NV SHS N20944109 2,036 199,181 SH   DFND 1,3 199,181 0 0
CNH INDUSTRIAL NV SHS N20944109 2,846 278,509 SH   DFND   278,509 0 0
CNH INDUSTRIAL NV SHS N20944109 4,088 400,000 SH   DFND 4,9 400,000 0 0
CNH INDUSTRIAL NV SHS N20944109 15,427 1,509,479 SH   DFND 4,5 1,509,479 0 0
CNH INDUSTRIAL NV SHS N20944109 52,896 5,175,713 SH   DFND 4,5 5,175,713 0 0
COACH INC COM 189754104 10 306 SH   DFND 4,8 306 0 0
COACH INC COM 189754104 58 1,700 SH   DFND 4,5,11,12 1,700 0 0
COACH INC COM 189754104 147 4,295 SH   DFND 4,8 4,295 0 0
COACH INC COM 189754104 207 6,041 SH   DFND 4,5,11,12 6,041 0 0
COACH INC COM 189754104 212 6,200 SH   DFND 4,6 6,200 0 0
COACH INC COM 189754104 938 27,424 SH   DFND 4,5 27,424 0 0
COACH INC COM 189754104 8,560 250,369 SH   DFND 4,5 250,369 0 0
COBALT INTL ENERGY SR CV NT3.125%24 19075FAB2 273 254,000 PRN   DFND 4,5,7 0 0 254,000
COBALT INTL ENERGY COM 19075F106 20 1,100 SH   DFND 4,5,11,12 1,100 0 0
COBALT INTL ENERGY COM 19075F106 200 10,900 SH   DFND 4,5,11,12 10,900 0 0
COBALT INTL ENERGY COM 19075F106 493 26,847 SH   DFND 4,5 26,847 0 0
COBALT INTL ENERGY COM 19075F106 524 28,579 SH   DFND 4,5 28,579 0 0
COBALT INTL ENERGY COM 19075F106 32,213 1,755,453 SH   DFND 4,5,7 1,755,453 0 0
COCA-COLA CO COM 191216100 25 600 SH   DFND 4,8 600 0 0
COCA-COLA CO COM 191216100 88 2,074 SH   DFND 4,8 2,074 0 0
COCA-COLA CO COM 191216100 153 3,600 SH   DFND 1 3,600 0 0
COCA-COLA CO COM 191216100 216 5,100 SH   DFND 4,6 5,100 0 0
COCA-COLA CO COM 191216100 224 5,281 SH   DFND 4,8 5,281 0 0
COCA-COLA CO COM 191216100 551 13,000 SH   DFND 4,6 13,000 0 0
COCA-COLA CO COM 191216100 901 21,264 SH   DFND 4,6 21,264 0 0
COCA-COLA CO COM 191216100 905 21,360 SH   DFND   21,360 0 0
COCA-COLA CO COM 191216100 1,101 26,000 SH   DFND 4,6 26,000 0 0
COCA-COLA CO COM 191216100 1,605 37,900 SH   DFND 4,6 37,900 0 0
COCA-COLA CO COM 191216100 3,166 74,747 SH   DFND 4,6 74,747 0 0
COCA-COLA CO COM 191216100 3,577 84,444 SH   DFND 4,5,11,12 84,444 0 0
COCA-COLA CO COM 191216100 5,579 131,700 SH   DFND 4,6 131,700 0 0
COCA-COLA CO COM 191216100 9,923 234,265 SH   DFND 1,2 234,265 0 0
COCA-COLA CO COM 191216100 20,784 490,645 SH   DFND 4,5 490,645 0 0
COCA-COLA CO COM 191216100 25,554 603,250 SH   DFND 4,5,11,12 603,250 0 0
COCA-COLA CO COM 191216100 67,876 1,602,365 SH   DFND 4,5 1,602,365 0 0
COCA-COLA ENT INC COM 19122T109 45 947 SH   DFND 4,5,7 947 0 0
COCA-COLA ENT INC COM 19122T109 75 1,566 SH   DFND 4,8 1,566 0 0
COCA-COLA ENT INC COM 19122T109 426 8,916 SH   DFND 4,5,11,12 8,916 0 0
COCA-COLA ENT INC COM 19122T109 3,788 79,289 SH   DFND 4,5 79,289 0 0
COCA-COLA ENT INC COM 19122T109 4,979 104,204 SH   DFND 4,5 104,204 0 0
COCA-COLA ENT INC COM 19122T109 8,581 179,600 SH   DFND 4,5,11,12 179,600 0 0
COGNEX CORP COM 192422103 449 11,700 SH   DFND 4,5 11,700 0 0
COGNIZANT TECHNOLO CL A 192446102 83 1,700 SH   DFND 4,6 1,700 0 0
COGNIZANT TECHNOLO CL A 192446102 176 3,600 SH   DFND 4,5,11,12 3,600 0 0
COGNIZANT TECHNOLO CL A 192446102 391 8,000 SH   DFND 4,6 8,000 0 0
COGNIZANT TECHNOLO CL A 192446102 488 9,978 SH   DFND 4,5,11,12 9,978 0 0
COGNIZANT TECHNOLO CL A 192446102 1,146 23,425 SH   DFND 4,1 23,425 0 0
COGNIZANT TECHNOLO CL A 192446102 1,653 33,800 SH   DFND 4,6 33,800 0 0
COGNIZANT TECHNOLO CL A 192446102 14,377 293,943 SH   DFND 4,5 293,943 0 0
COGNIZANT TECHNOLO CL A 192446102 34,670 708,857 SH   DFND 4,5 708,857 0 0
COLFAX CORP COM 194014106 713 9,570 SH   DFND 4,1 9,570 0 0
COLGATE-PALMOLIVE COM 194162103 49 721 SH   DFND   721 0 0
COLGATE-PALMOLIVE COM 194162103 150 2,200 SH   DFND 4,6 2,200 0 0
COLGATE-PALMOLIVE COM 194162103 302 4,429 SH   DFND 4,6 4,429 0 0
COLGATE-PALMOLIVE COM 194162103 314 4,600 SH   DFND 4,5,11,12 4,600 0 0
COLGATE-PALMOLIVE COM 194162103 464 6,800 SH   DFND 4,6 6,800 0 0
COLGATE-PALMOLIVE COM 194162103 695 10,200 SH   DFND 4,6 10,200 0 0
COLGATE-PALMOLIVE COM 194162103 1,132 16,600 SH   DFND 4,6 16,600 0 0
COLGATE-PALMOLIVE COM 194162103 1,164 17,079 SH   DFND 1,2 17,079 0 0
COLGATE-PALMOLIVE COM 194162103 1,771 25,978 SH   DFND 4,5,11,12 25,978 0 0
COLGATE-PALMOLIVE COM 194162103 2,182 32,000 SH   DFND 4,6 32,000 0 0
COLGATE-PALMOLIVE COM 194162103 2,195 32,200 SH   DFND 4,6 32,200 0 0
COLGATE-PALMOLIVE COM 194162103 10,877 159,527 SH   DFND 4,5 159,527 0 0
COLGATE-PALMOLIVE COM 194162103 26,986 395,798 SH   DFND 4,5 395,798 0 0
COLONY FINL INC SR CV NT3.875%21 19624RAB2 93 91,000 PRN   DFND 4,5,7 0 0 91,000
COLONY FINL INC SR CV NT3.875%21 19624RAB2 3,298 3,214,000 PRN   DFND 4,5 0 0 3,214,000
COLONY FINL INC COM 19624R106 455 19,600 SH   DFND 4,5,7 19,600 0 0
COLONY FINL INC COM 19624R106 951 40,950 SH   DFND 1,3 40,950 0 0
COLUMBIA PPTY TR I COM NEW 198287203 281 10,800 SH   DFND 4,5,11,12 10,800 0 0
COLUMBIA SPORTSWEA COM 198516106 176 2,130 SH   DFND 1,3 2,130 0 0
COMCAST CORP CL A 20030N101 85 1,584 SH   DFND 1,3 1,584 0 0
COMCAST CORP CL A 20030N101 228 4,251 SH   DFND 4,8 4,251 0 0
COMCAST CORP CL A 20030N101 247 4,600 SH   DFND 4,6 4,600 0 0
COMCAST CORP CL A 20030N101 410 7,629 SH   DFND   7,629 0 0
COMCAST CORP CL A 20030N101 505 9,400 SH   DFND 4,6 9,400 0 0
COMCAST CORP CL A 20030N101 654 12,175 SH   DFND 4,6 12,175 0 0
COMCAST CORP CL A 20030N101 752 14,000 SH   DFND 4,5,7 14,000 0 0
COMCAST CORP CL A 20030N101 805 15,000 SH   DFND 4,6 15,000 0 0
COMCAST CORP CL A 20030N101 829 15,440 SH   DFND 4,8 15,440 0 0
COMCAST CORP CL A 20030N101 1,020 19,000 SH   DFND 4,6 19,000 0 0
COMCAST CORP CL A 20030N101 1,809 33,700 SH   DFND 4,6 33,700 0 0
COMCAST CORP CL A 20030N101 1,952 36,359 SH   DFND 4,1 36,359 0 0
COMCAST CORP CL A 20030N101 2,723 50,727 SH   DFND 4,5,11,12 50,727 0 0
COMCAST CORP CL A 20030N101 4,224 78,693 SH   DFND 4,6 78,693 0 0
COMCAST CORP CL A 20030N101 6,597 122,893 SH   DFND 1,2 122,893 0 0
COMCAST CORP CL A 20030N101 10,348 192,765 SH   DFND 1,3 192,765 0 0
COMCAST CORP CL A 20030N101 12,885 240,037 SH   DFND 4,5 240,037 0 0
COMCAST CORP CL A 20030N101 26,040 485,100 SH   DFND 4,5,11,12 485,100 0 0
COMCAST CORP CL A 20030N101 55,188 1,028,084 SH   DFND 4,5 1,028,084 0 0
COMCAST CORP CL A SPL 20030N200 73 1,364 SH   DFND 4,8 1,364 0 0
COMCAST CORP CL A SPL 20030N200 107 2,000 SH   DFND 4,5,11,12 2,000 0 0
COMCAST CORP CL A SPL 20030N200 357 6,692 SH   DFND 4,5,11,12 6,692 0 0
COMCAST CORP CL A SPL 20030N200 597 11,200 SH   DFND 4,5,7 11,200 0 0
COMCAST CORP CL A SPL 20030N200 2,165 40,589 SH   DFND 4,5 40,589 0 0
COMCAST CORP CL A SPL 20030N200 3,075 57,661 SH   DFND 4,5 57,661 0 0
COMERICA INC COM 200340107 80 1,600 SH   DFND 4,5,11,12 1,600 0 0
COMERICA INC COM 200340107 199 3,977 SH   DFND 4,5,11,12 3,977 0 0
COMERICA INC COM 200340107 251 5,000 SH   DFND 4,6 5,000 0 0
COMERICA INC COM 200340107 929 18,527 SH   DFND 4,5 18,527 0 0
COMERICA INC COM 200340107 3,187 63,540 SH   DFND 4,5 63,540 0 0
COMMERCE BANCSHS COM 200525103 150 3,219 SH   DFND 4,5 3,219 0 0
COMMERCIAL METALS COM 201723103 884 51,094 SH   DFND 4,5 51,094 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 312 11,850 SH   DFND 4,5,11,12 11,850 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 4,375 166,221 SH   DFND 4,5,7 166,221 0 0
COMMONWEALTH REIT COM SH BEN INT 203233101 4,621 175,554 SH   DFND 4,5,7 175,554 0 0
COMMSCOPE HLDG CO COM 20337X109 74 3,178 SH   DFND 4,5,7 3,178 0 0
COMMSCOPE HLDG CO COM 20337X109 147 6,335 SH   DFND 4,5,7 6,335 0 0
COMMSCOPE HLDG CO COM 20337X109 1,994 86,214 SH   DFND 4,5,7 86,214 0 0
COMMUNITY HEALTH S COM 203668108 408 9,000 SH   DFND 1,3 9,000 0 0
COMMUNITY HEALTH S COM 203668108 408 9,000 SH   DFND 4,6 9,000 0 0
COMMUNITY HEALTH S COM 203668108 544 12,000 SH   DFND 4,5,7 12,000 0 0
COMMUNITY HEALTH S COM 203668108 1,198 26,400 SH   DFND 4,6 26,400 0 0
COMMUNITY HEALTH S COM 203668108 4,594 101,255 SH   DFND 4,5 101,255 0 0
COMMUNITY HEALTH S COM 203668108 19,956 439,847 SH   DFND 4,5,7 439,847 0 0
COMMUNITY HEALTH S RT 012716 203668116 19 288,716 SH   DFND 4,5,7 288,716 0 0
COMPANIA CERVECERI SPONSORED ADR 204429104 2,288 97,681 SH   DFND 4,5 97,681 0 0
COMPANIA CERVECERI SPONSORED ADR 204429104 5,321 227,218 SH   DFND 4,5 227,218 0 0
COMPASS MINLS INTL COM 20451N101 3,608 37,687 SH   DFND 4,5 37,687 0 0
COMPUTER SCIENCES COM 205363104 44 693 SH   DFND 4,5,7 693 0 0
COMPUTER SCIENCES COM 205363104 57 900 SH   DFND 4,5,11,12 900 0 0
COMPUTER SCIENCES COM 205363104 77 1,226 SH   DFND 4,8 1,226 0 0
COMPUTER SCIENCES COM 205363104 255 4,042 SH   DFND 4,5,11,12 4,042 0 0
COMPUTER SCIENCES COM 205363104 632 10,001 SH   DFND 4,5 10,001 0 0
COMPUTER SCIENCES COM 205363104 895 14,157 SH   DFND 4,5 14,157 0 0
COMPUWARE CORP COM 205638109 1,093 109,362 SH   DFND 4,5 109,362 0 0
COMPUWARE CORP COM 205638109 10,039 1,004,952 SH   DFND 4,5,7 1,004,952 0 0
COMSTOCK MINING IN COM 205750102 0 5 SH   DFND 1,3 5 0 0
CONAGRA FOODS INC COM 205887102 60 2,021 SH   DFND 4,8 2,021 0 0
CONAGRA FOODS INC COM 205887102 74 2,500 SH   DFND 4,5,11,12 2,500 0 0
CONAGRA FOODS INC COM 205887102 218 7,358 SH   DFND 4,5,11,12 7,358 0 0
CONAGRA FOODS INC COM 205887102 1,121 37,769 SH   DFND 4,5 37,769 0 0
CONAGRA FOODS INC COM 205887102 4,783 161,156 SH   DFND 4,5 161,156 0 0
CONCHO RES INC COM 20605P101 87 600 SH   DFND 4,5,11,12 600 0 0
CONCHO RES INC COM 20605P101 347 2,400 SH   DFND 4,5,11,12 2,400 0 0
CONCHO RES INC COM 20605P101 892 6,170 SH   DFND 4,5,7 6,170 0 0
CONCHO RES INC COM 20605P101 1,156 8,000 SH   DFND 4,5 8,000 0 0
CONCHO RES INC COM 20605P101 1,211 8,383 SH   DFND 4,5 8,383 0 0
CONCUR TECHNOLOGIE SR CONV NT0.5%18 206708AC3 1,053 943,000 PRN   DFND 4,5,7 0 0 943,000
CONCUR TECHNOLOGIE SR CONV NT0.5%18 206708AC3 3,773 3,380,000 PRN   DFND 4,5 0 0 3,380,000
CONCUR TECHNOLOGIE COM 206708109 364 3,900 SH   DFND 4,5 3,900 0 0
CONOCOPHILLIPS COM 20825C104 69 805 SH   DFND 4,8 805 0 0
CONOCOPHILLIPS COM 20825C104 79 920 SH   DFND 4,8 920 0 0
CONOCOPHILLIPS COM 20825C104 146 1,700 SH   DFND 4,6 1,700 0 0
CONOCOPHILLIPS COM 20825C104 317 3,700 SH   DFND 4,5,7 3,700 0 0
CONOCOPHILLIPS COM 20825C104 343 4,000 SH   DFND 4,8 4,000 0 0
CONOCOPHILLIPS COM 20825C104 377 4,400 SH   DFND 4,6 4,400 0 0
CONOCOPHILLIPS COM 20825C104 685 7,986 SH   DFND 4,6 7,986 0 0
CONOCOPHILLIPS COM 20825C104 1,020 11,900 SH   DFND 4,6 11,900 0 0
CONOCOPHILLIPS COM 20825C104 1,029 12,000 SH   DFND 4,6 12,000 0 0
CONOCOPHILLIPS COM 20825C104 2,007 23,414 SH   DFND 4,5,11,12 23,414 0 0
CONOCOPHILLIPS COM 20825C104 2,855 33,300 SH   DFND 4,6 33,300 0 0
CONOCOPHILLIPS COM 20825C104 5,641 65,800 SH   DFND 4,6 65,800 0 0
CONOCOPHILLIPS COM 20825C104 9,420 109,884 SH   DFND 4,5 109,884 0 0
CONOCOPHILLIPS COM 20825C104 11,136 129,900 SH   DFND 4,5,11,12 129,900 0 0
CONOCOPHILLIPS COM 20825C104 26,246 306,142 SH   DFND 4,5 306,142 0 0
CONSD EDISON INC COM 209115104 86 1,497 SH   DFND 4,8 1,497 0 0
CONSD EDISON INC COM 209115104 111 1,924 SH   DFND 4,8 1,924 0 0
CONSD EDISON INC COM 209115104 1,547 26,799 SH   DFND 4,5 26,799 0 0
CONSD EDISON INC COM 209115104 1,853 32,099 SH   DFND 4,5,11,12 32,099 0 0
CONSD EDISON INC COM 209115104 2,871 49,723 SH   DFND 4,5 49,723 0 0
CONSD EDISON INC COM 209115104 10,168 176,100 SH   DFND 4,5,11,12 176,100 0 0
CONSOL ENERGY INC COM 20854P109 65 1,400 SH   DFND 4,5,11,12 1,400 0 0
CONSOL ENERGY INC COM 20854P109 247 5,358 SH   DFND 4,5,11,12 5,358 0 0
CONSOL ENERGY INC COM 20854P109 1,157 25,124 SH   DFND 4,5 25,124 0 0
CONSOL ENERGY INC COM 20854P109 1,312 28,487 SH   DFND 4,5 28,487 0 0
CONSTELLATION BRDS CL A 21036P108 22 255 SH   DFND   255 0 0
CONSTELLATION BRDS CL A 21036P108 97 1,100 SH   DFND 4,5,11,12 1,100 0 0
CONSTELLATION BRDS CL A 21036P108 119 1,345 SH   DFND 4,5,11,12 1,345 0 0
CONSTELLATION BRDS CL A 21036P108 1,306 14,823 SH   DFND 4,5 14,823 0 0
CONSTELLATION BRDS CL A 21036P108 3,446 39,106 SH   DFND 1,3 39,106 0 0
CONSTELLATION BRDS CL A 21036P108 6,817 77,355 SH   DFND 4,5 77,355 0 0
CONSTELLIUM NV CL A N22035104 5,327 166,170 SH   DFND 4,5,7 166,170 0 0
CONSTELLIUM NV CL A N22035104 5,527 172,400 SH   DFND 4,5,7 172,400 0 0
CONTINENTAL RES IN COM 212015101 20 124 SH   DFND   124 0 0
CONTINENTAL RES IN COM 212015101 47 300 SH   DFND 4,5,11,12 300 0 0
CONTINENTAL RES IN COM 212015101 159 1,003 SH   DFND 4,5,11,12 1,003 0 0
CONTINENTAL RES IN COM 212015101 1,407 8,901 SH   DFND 4,5 8,901 0 0
CONTINENTAL RES IN COM 212015101 2,384 15,087 SH   DFND 4,5 15,087 0 0
CONTINENTAL RES IN COM 212015101 4,335 27,427 SH   DFND 1,3 27,427 0 0
CONTROLADORA VUELA SPON ADR RP 10 21240E105 120 13,300 SH   DFND 4,5,7 13,300 0 0
CON-WAY INC COM 205944101 458 9,090 SH   DFND 1,3 9,090 0 0
CON-WAY INC COM 205944101 2,798 55,499 SH   DFND 4,5 55,499 0 0
COOPER COS INC COM NEW 216648402 422 3,110 SH   DFND 1,3 3,110 0 0
COOPER COS INC COM NEW 216648402 2,023 14,930 SH   DFND 4,5 14,930 0 0
COOPER TIRE&RUBBER COM 216831107 155 5,150 SH   DFND 4,5,7 5,150 0 0
COOPER-STANDARD HL COM 21676P103 9,398 142,055 SH   DFND 4,5,7 142,055 0 0
COPA HOLDINGS SA CL A P31076105 1,754 12,300 SH   DFND 4,5 12,300 0 0
COPA HOLDINGS SA CL A P31076105 5,346 37,500 SH   DFND 4,5 37,500 0 0
CORE LABORATORIES COM N22717107 35 210 SH   DFND 4,5,11,12 210 0 0
CORE LABORATORIES COM N22717107 50 300 SH   DFND 4,5,11,12 300 0 0
CORE LABORATORIES COM N22717107 61 368 SH   DFND 4,8 368 0 0
CORE LABORATORIES COM N22717107 418 2,500 SH   DFND 4,5 2,500 0 0
CORE LABORATORIES COM N22717107 663 3,967 SH   DFND 4,5 3,967 0 0
CORE-MARK HLDG CO COM 218681104 1,177 25,800 SH   DFND 1,3 25,800 0 0
CORESITE REALTY COM 21870Q105 63 1,900 SH   DFND 4,5,11,12 1,900 0 0
CORNERSTONE ONDEMA COM 21925Y103 884 19,200 SH   DFND 4,5 19,200 0 0
CORNING INC COM 219350105 48 2,171 SH   DFND 4,5,7 2,171 0 0
CORNING INC COM 219350105 88 4,000 SH   DFND 4,6 4,000 0 0
CORNING INC COM 219350105 127 5,800 SH   DFND 4,5,11,12 5,800 0 0
CORNING INC COM 219350105 395 18,000 SH   DFND 4,6 18,000 0 0
CORNING INC COM 219350105 494 22,488 SH   DFND 4,5,11,12 22,488 0 0
CORNING INC COM 219350105 505 23,000 SH   DFND 4,6 23,000 0 0
CORNING INC COM 219350105 582 26,500 SH   DFND 4,6 26,500 0 0
CORNING INC COM 219350105 915 41,700 SH   DFND 4,6 41,700 0 0
CORNING INC COM 219350105 2,328 106,039 SH   DFND 4,5 106,039 0 0
CORNING INC COM 219350105 2,717 123,780 SH   DFND 4,6 123,780 0 0
CORNING INC COM 219350105 2,955 134,621 SH   DFND 4,5 134,621 0 0
CORONADO BIOSCIENC COM 21976U109 64 37,169 SH   DFND 4,5,7 37,169 0 0
CORP OFFICE PROPS SH BEN INT 22002T108 239 8,600 SH   DFND 4,5,11,12 8,600 0 0
CORPORATE EXEC CO COM 21988R102 55 800 SH   DFND 4,6 800 0 0
CORPORATE EXEC CO COM 21988R102 1,528 22,400 SH   DFND 4,6 22,400 0 0
CORRECTIONS CORP COM NEW 22025Y407 331 10,067 SH   DFND 4,5,11,12 10,067 0 0
CORRECTIONS CORP COM NEW 22025Y407 696 21,194 SH   DFND 4,5 21,194 0 0
COSAN LTD SHS A G25343107 201 14,800 SH   DFND 4,5,11,12 14,800 0 0
COSAN LTD SHS A G25343107 9,937 732,800 SH   DFND 4,5 732,800 0 0
COSAN LTD SHS A G25343107 14,761 1,088,545 SH   DFND 4,5 1,088,545 0 0
COSTAR GROUP INC COM 22160N109 348 2,200 SH   DFND 4,5 2,200 0 0
COSTCO WHOLESALE COM 22160K105 58 500 SH   DFND 4,6 500 0 0
COSTCO WHOLESALE COM 22160K105 62 537 SH   DFND 4,8 537 0 0
COSTCO WHOLESALE COM 22160K105 184 1,600 SH   DFND 4,6 1,600 0 0
COSTCO WHOLESALE COM 22160K105 369 3,200 SH   DFND 4,6 3,200 0 0
COSTCO WHOLESALE COM 22160K105 947 8,227 SH   DFND 4,5,11,12 8,227 0 0
COSTCO WHOLESALE COM 22160K105 1,398 12,143 SH   DFND 4,1 12,143 0 0
COSTCO WHOLESALE COM 22160K105 9,132 79,300 SH   DFND 4,5,11,12 79,300 0 0
COSTCO WHOLESALE COM 22160K105 14,220 123,481 SH   DFND 4,5 123,481 0 0
COSTCO WHOLESALE COM 22160K105 21,153 183,682 SH   DFND 4,5 183,682 0 0
COUSINS PROPERTIES COM 222795106 199 15,970 SH   DFND 4,5,11,12 15,970 0 0
COVIDIEN PLC SHS G2554F113 262 2,900 SH   DFND 4,5,11,12 2,900 0 0
COVIDIEN PLC SHS G2554F113 469 5,200 SH   DFND 4,6 5,200 0 0
COVIDIEN PLC SHS G2554F113 795 8,819 SH   DFND 4,5,11,12 8,819 0 0
COVIDIEN PLC SHS G2554F113 3,799 42,125 SH   DFND 4,5 42,125 0 0
COVIDIEN PLC SHS G2554F113 3,856 42,756 SH   DFND 4,5 42,756 0 0
COVIDIEN PLC SHS G2554F113 7,931 87,950 SH   DFND 4,5,7 87,950 0 0
COVIDIEN PLC SHS G2554F113 43,312 480,286 SH   DFND 4,5,7 480,286 0 0
CPFL ENERGIA SA SPONSORED ADR 126153105 151 8,300 SH   DFND 4,5 8,300 0 0
CRANE CO COM 224399105 178 2,400 SH   DFND 1,3 2,400 0 0
CRANE CO COM 224399105 423 5,694 SH   DFND 4,5 5,694 0 0
CREDICORP COM G2519Y108 88 564 SH   DFND 1 564 0 0
CREDICORP COM G2519Y108 55,518 357,100 SH   DFND 4,5 357,100 0 0
CREDICORP COM G2519Y108 56,330 362,320 SH   DFND 4,5 362,320 0 0
CREE INC COM 225447101 35 700 SH   DFND 4,5,11,12 700 0 0
CREE INC COM 225447101 114 2,292 SH   DFND 4,5,11,12 2,292 0 0
CREE INC COM 225447101 285 5,709 SH   DFND 4,5 5,709 0 0
CREE INC COM 225447101 843 16,873 SH   DFND 4,5 16,873 0 0
CRESCENT POINT EN COM 22576C101 80 1,800 SH   DFND 4,5,11,12 1,800 0 0
CRESCENT POINT EN COM 22576C101 382 8,628 SH   DFND 4,5,11,12 8,628 0 0
CRESCENT POINT EN COM 22576C101 1,121 25,289 SH   DFND 4,5 25,289 0 0
CRESCENT POINT EN COM 22576C101 1,841 41,556 SH   DFND 4,5 41,556 0 0
CRITEO S,A SPONS ADS 226718104 1,910 56,558 SH   DFND 4,5,7 56,558 0 0
CROWN CASTLE INTL COM 228227104 22 302 SH   DFND 4,8 302 0 0
CROWN CASTLE INTL COM 228227104 431 5,798 SH   DFND 4,5,11,12 5,798 0 0
CROWN CASTLE INTL COM 228227104 2,046 27,552 SH   DFND 4,5 27,552 0 0
CROWN CASTLE INTL COM 228227104 2,224 29,952 SH   DFND 4,5 29,952 0 0
CROWN CASTLE INTL COM 228227104 3,401 45,800 SH   DFND 4,5,11,12 45,800 0 0
CROWN HOLDINGS INC COM 228368106 34 690 SH   DFND 4,8 690 0 0
CROWN HOLDINGS INC COM 228368106 85 1,700 SH   DFND 4,8 1,700 0 0
CROWN HOLDINGS INC COM 228368106 219 4,400 SH   DFND 4,5,11,12 4,400 0 0
CROWN HOLDINGS INC COM 228368106 249 5,000 SH   DFND 4,6 5,000 0 0
CROWN HOLDINGS INC COM 228368106 447 8,973 SH   DFND 4,5 8,973 0 0
CROWN HOLDINGS INC COM 228368106 1,240 24,910 SH   DFND 4,8 24,910 0 0
CROWN HOLDINGS INC COM 228368106 5,599 112,524 SH   DFND 4,5 112,524 0 0
CROWN HOLDINGS INC COM 228368106 6,504 130,700 SH   DFND 4,5,11,12 130,700 0 0
CST BRANDS INC COM 12646R105 732 21,231 SH   DFND 4,5 21,231 0 0
CSX CORP COM 126408103 116 3,759 SH   DFND 4,8 3,759 0 0
CSX CORP COM 126408103 129 4,200 SH   DFND 4,6 4,200 0 0
CSX CORP COM 126408103 268 8,691 SH   DFND 4,6 8,691 0 0
CSX CORP COM 126408103 811 26,322 SH   DFND 4,5,11,12 26,322 0 0
CSX CORP COM 126408103 832 27,000 SH   DFND 4,6 27,000 0 0
CSX CORP COM 126408103 2,363 76,700 SH   DFND 4,6 76,700 0 0
CSX CORP COM 126408103 3,550 115,236 SH   DFND 4,5 115,236 0 0
CSX CORP COM 126408103 13,526 439,000 SH   DFND 4,5,11,12 439,000 0 0
CSX CORP COM 126408103 13,816 448,412 SH   DFND 4,5 448,412 0 0
CTRIP,COM INTL LTD AMERICAN DEP SHS 22943F100 160 2,500 SH   DFND 4,5 2,500 0 0
CUBESMART COM 229663109 214 11,700 SH   DFND 4,5,11,12 11,700 0 0
CUBIST PHARMACEUTI COM 229678107 643 9,205 SH   DFND 4,5,7 9,205 0 0
CULLEN FROST BKRS COM 229899109 2,728 34,353 SH   DFND 4,5 34,353 0 0
CUMMINS INC COM 231021106 131 850 SH   DFND 4,8 850 0 0
CUMMINS INC COM 231021106 299 1,938 SH   DFND 4,6 1,938 0 0
CUMMINS INC COM 231021106 349 2,260 SH   DFND 4,1 2,260 0 0
CUMMINS INC COM 231021106 833 5,396 SH   DFND 4,5,11,12 5,396 0 0
CUMMINS INC COM 231021106 3,970 25,732 SH   DFND 1,3 25,732 0 0
CUMMINS INC COM 231021106 4,829 31,300 SH   DFND 1,2 31,300 0 0
CUMMINS INC COM 231021106 13,446 87,149 SH   DFND 4,5 87,149 0 0
CUMMINS INC COM 231021106 16,339 105,900 SH   DFND 4,5,11,12 105,900 0 0
CUMMINS INC COM 231021106 18,101 117,321 SH   DFND 4,5 117,321 0 0
CVS CAREMARK CORP COM 126650100 12 153 SH   DFND 4,8 153 0 0
CVS CAREMARK CORP COM 126650100 45 603 SH   DFND 4,5,7 603 0 0
CVS CAREMARK CORP COM 126650100 143 1,900 SH   DFND 1 1,900 0 0
CVS CAREMARK CORP COM 126650100 186 2,474 SH   DFND   2,474 0 0
CVS CAREMARK CORP COM 126650100 196 2,600 SH   DFND 4,6 2,600 0 0
CVS CAREMARK CORP COM 126650100 467 6,200 SH   DFND 4,5,11,12 6,200 0 0
CVS CAREMARK CORP COM 126650100 600 7,966 SH   DFND 4,6 7,966 0 0
CVS CAREMARK CORP COM 126650100 980 13,000 SH   DFND 4,6 13,000 0 0
CVS CAREMARK CORP COM 126650100 1,251 16,600 SH   DFND 4,6 16,600 0 0
CVS CAREMARK CORP COM 126650100 1,570 20,832 SH   DFND 4,5,11,12 20,832 0 0
CVS CAREMARK CORP COM 126650100 1,646 21,841 SH   DFND 4,1 21,841 0 0
CVS CAREMARK CORP COM 126650100 3,725 49,428 SH   DFND 4,6 49,428 0 0
CVS CAREMARK CORP COM 126650100 4,763 63,200 SH   DFND 4,6 63,200 0 0
CVS CAREMARK CORP COM 126650100 8,553 113,477 SH   DFND 1,3 113,477 0 0
CVS CAREMARK CORP COM 126650100 11,326 150,277 SH   DFND 1,2 150,277 0 0
CVS CAREMARK CORP COM 126650100 26,451 350,943 SH   DFND 4,5 350,943 0 0
CVS CAREMARK CORP COM 126650100 44,589 591,596 SH   DFND 4,5 591,596 0 0
CYRUSONE COM 23283R100 42 1,700 SH   DFND 4,5,11,12 1,700 0 0
CYRUSONE COM 23283R100 936 37,576 SH   DFND 4,5,7 37,576 0 0
CYTEC INDS INC COM 232820100 1,651 15,660 SH   DFND 4,1 15,660 0 0
DANAHER CORP COM 235851102 48 613 SH   DFND 4,8 613 0 0
DANAHER CORP COM 235851102 118 1,500 SH   DFND 4,6 1,500 0 0
DANAHER CORP COM 235851102 276 3,500 SH   DFND 4,5,11,12 3,500 0 0
DANAHER CORP COM 235851102 402 5,100 SH   DFND 1,3 5,100 0 0
DANAHER CORP COM 235851102 512 6,500 SH   DFND 4,6 6,500 0 0
DANAHER CORP COM 235851102 693 8,800 SH   DFND 4,6 8,800 0 0
DANAHER CORP COM 235851102 790 10,028 SH   DFND 4,5,11,12 10,028 0 0
DANAHER CORP COM 235851102 1,086 13,800 SH   DFND 4,6 13,800 0 0
DANAHER CORP COM 235851102 1,253 15,910 SH   DFND 4,1 15,910 0 0
DANAHER CORP COM 235851102 4,724 60,000 SH Put DFND 4,5 60,000 0 0
DANAHER CORP COM 235851102 9,448 120,000 SH Call DFND 4,5 0 0 0
DANAHER CORP COM 235851102 12,903 163,890 SH   DFND 4,5 163,890 0 0
DANAHER CORP COM 235851102 23,237 295,151 SH   DFND 4,5 295,151 0 0
DARDEN RESTAURANTS COM 237194105 37 800 SH   DFND 4,5,11,12 800 0 0
DARDEN RESTAURANTS COM 237194105 239 5,167 SH   DFND 4,5,11,12 5,167 0 0
DARDEN RESTAURANTS COM 237194105 830 17,944 SH   DFND 4,5 17,944 0 0
DARDEN RESTAURANTS COM 237194105 9,176 198,313 SH   DFND 4,5 198,313 0 0
DARLING INGR INC COM 237266101 79 3,800 SH   DFND 4,5,11,12 3,800 0 0
DARLING INGR INC COM 237266101 353 16,900 SH   DFND 4,5 16,900 0 0
DAVITA HEALTHCARE COM 23918K108 87 1,200 SH   DFND 4,5,11,12 1,200 0 0
DAVITA HEALTHCARE COM 23918K108 93 1,289 SH   DFND 4,8 1,289 0 0
DAVITA HEALTHCARE COM 23918K108 389 5,372 SH   DFND 4,5,11,12 5,372 0 0
DAVITA HEALTHCARE COM 23918K108 691 9,560 SH   DFND 4,1 9,560 0 0
DAVITA HEALTHCARE COM 23918K108 1,037 14,334 SH   DFND 4,5 14,334 0 0
DAVITA HEALTHCARE COM 23918K108 1,685 23,305 SH   DFND 4,5 23,305 0 0
DCT INDUSTRIAL TRU COM 233153105 257 31,300 SH   DFND 4,5,11,12 31,300 0 0
DDR CORP COM 23317H102 490 27,780 SH   DFND 4,5,11,12 27,780 0 0
DEAN FOODS CO COM NEW 242370203 77 4,400 SH   DFND 4,6 4,400 0 0
DEAN FOODS CO COM NEW 242370203 310 17,600 SH   DFND 4,6 17,600 0 0
DEAN FOODS CO COM NEW 242370203 464 26,369 SH   DFND 4,5 26,369 0 0
DEAN FOODS CO COM NEW 242370203 935 53,150 SH   DFND 4,6 53,150 0 0
DEERE & CO COM 244199105 32 348 SH   DFND 4,8 348 0 0
DEERE & CO COM 244199105 140 1,550 SH   DFND 4,6 1,550 0 0
DEERE & CO COM 244199105 272 3,000 SH   DFND 4,6 3,000 0 0
DEERE & CO COM 244199105 363 4,013 SH   DFND 4,6 4,013 0 0
DEERE & CO COM 244199105 792 8,750 SH   DFND   8,750 0 0
DEERE & CO COM 244199105 806 8,900 SH   DFND 4,6 8,900 0 0
DEERE & CO COM 244199105 2,154 23,793 SH   DFND 4,5,11,12 23,793 0 0
DEERE & CO COM 244199105 2,988 33,000 SH   DFND 4,6 33,000 0 0
DEERE & CO COM 244199105 3,250 35,890 SH   DFND 1,2 35,890 0 0
DEERE & CO COM 244199105 3,896 43,030 SH   DFND 4,5,11,12 43,030 0 0
DEERE & CO COM 244199105 4,147 45,800 SH   DFND 4,6 45,800 0 0
DEERE & CO COM 244199105 16,016 176,875 SH   DFND 4,5 176,875 0 0
DEERE & CO COM 244199105 16,091 177,706 SH   DFND 4,5 177,706 0 0
DELPHI AUTOMOTIVE SHS G27823106 62 896 SH   DFND 4,8 896 0 0
DELPHI AUTOMOTIVE SHS G27823106 69 1,000 SH   DFND 4,5,11,12 1,000 0 0
DELPHI AUTOMOTIVE SHS G27823106 117 1,700 SH   DFND 4,6 1,700 0 0
DELPHI AUTOMOTIVE SHS G27823106 509 7,400 SH   DFND 4,5,11,12 7,400 0 0
DELPHI AUTOMOTIVE SHS G27823106 557 8,100 SH   DFND 4,6 8,100 0 0
DELPHI AUTOMOTIVE SHS G27823106 1,471 21,400 SH   DFND 4,6 21,400 0 0
DELPHI AUTOMOTIVE SHS G27823106 1,961 28,530 SH   DFND 4,5 28,530 0 0
DELPHI AUTOMOTIVE SHS G27823106 4,118 59,900 SH   DFND 4,5 59,900 0 0
DELTA AIRLINES INC COM NEW 247361702 58 1,500 SH   DFND 4,5,11,12 1,500 0 0
DELTA AIRLINES INC COM NEW 247361702 128 3,315 SH   DFND 4,5,7 3,315 0 0
DELTA AIRLINES INC COM NEW 247361702 691 17,845 SH   DFND 4,1 17,845 0 0
DELTA AIRLINES INC COM NEW 247361702 922 23,800 SH   DFND 4,5 23,800 0 0
DELTA AIRLINES INC COM NEW 247361702 4,545 117,372 SH   DFND 4,5 117,372 0 0
DELUXE CORP COM 248019101 1,793 30,609 SH   DFND 4,5 30,609 0 0
DEMANDWARE INC COM 24802Y105 832 12,000 SH   DFND 4,5 12,000 0 0
DENBURY RES INC DE COM NEW 247916208 44 2,400 SH   DFND 4,5,11,12 2,400 0 0
DENBURY RES INC DE COM NEW 247916208 172 9,296 SH   DFND 4,5,11,12 9,296 0 0
DENBURY RES INC DE COM NEW 247916208 569 30,800 SH   DFND 4,5,7 30,800 0 0
DENBURY RES INC DE COM NEW 247916208 642 34,768 SH   DFND 4,5 34,768 0 0
DENBURY RES INC DE COM NEW 247916208 913 49,481 SH   DFND 4,5 49,481 0 0
DENTSPLY INTL INC COM 249030107 43 900 SH   DFND 4,5,11,12 900 0 0
DENTSPLY INTL INC COM 249030107 168 3,546 SH   DFND 4,5,11,12 3,546 0 0
DENTSPLY INTL INC COM 249030107 539 11,376 SH   DFND 4,5 11,376 0 0
DENTSPLY INTL INC COM 249030107 545 11,509 SH   DFND 4,5 11,509 0 0
DEUTSCHE BANK AG RT D17698107 0 16 SH   DFND 4,5 16 0 0
DEUTSCHE BANK AG RT D17698107 23 16,518 SH   DFND 4,6 16,518 0 0
DEUTSCHE BANK AG RT D17698107 39 27,703 SH   DFND 4,6 27,703 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1 40 SH   DFND   40 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 3 77 SH   DFND   77 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4 109 SH   DFND   109 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4 119 SH   DFND   119 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 6 159 SH   DFND   159 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 6 164 SH   DFND 4,8 164 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 7 202 SH   DFND   202 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 11 313 SH   DFND 4,8 313 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 11 322 SH   DFND   322 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 13 359 SH   DFND   359 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 14 401 SH   DFND 4,8 401 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 20 575 SH   DFND 4,8 575 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23 645 SH   DFND 4,5 645 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 25 709 SH   DFND 4,8 709 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 38 1,073 SH   DFND 4,8 1,073 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 38 1,091 SH   DFND 4,8 1,091 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 60 1,712 SH   DFND 4,8 1,712 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 63 1,798 SH   DFND 4,8 1,798 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 70 1,989 SH   DFND 4,8 1,989 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 90 2,558 SH   DFND 4,9 2,558 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 91 2,577 SH   DFND 4,8 2,577 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 158 4,499 SH   DFND 4,9 4,499 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 170 4,821 SH   DFND 4,8 4,821 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 174 4,947 SH   DFND 4,8 4,947 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 180 5,110 SH   DFND 4,9 5,110 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 185 5,266 SH   DFND 4,6 5,266 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 187 5,326 SH   DFND 4,8 5,326 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 188 5,358 SH   DFND 4,8 5,358 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 191 5,436 SH   DFND 4,8 5,436 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 197 5,611 SH   DFND 4,5 5,611 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 234 6,648 SH   DFND   6,648 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 254 7,209 SH   DFND 4,8 7,209 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 263 7,478 SH   DFND 4,5,11,12 7,478 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 298 8,477 SH   DFND 4,8 8,477 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 315 8,940 SH   DFND 4,6 8,940 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 449 12,775 SH   DFND 4,6 12,775 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 470 13,362 SH   DFND 4,8 13,362 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 472 13,415 SH   DFND 4,9 13,415 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 505 14,356 SH   DFND 4,8 14,356 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 506 14,375 SH   DFND 4,8 14,375 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 517 14,691 SH   DFND 4,6 14,691 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 581 16,518 SH   DFND 4,6 16,518 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 603 17,141 SH   DFND 4,6 17,141 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 611 17,370 SH   DFND 4,6 17,370 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 698 19,854 SH   DFND 4,1 19,854 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 767 21,808 SH   DFND 4,8 21,808 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 889 25,260 SH   DFND 4,5,11,12 25,260 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 975 27,703 SH   DFND 4,6 27,703 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 993 28,216 SH   DFND 4,6 28,216 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,083 30,786 SH   DFND 4,6 30,786 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,112 31,606 SH   DFND 4,6 31,606 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,178 33,491 SH   DFND 4,6 33,491 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,262 35,876 SH   DFND   35,876 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,337 38,000 SH   DFND 4,8 38,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,401 39,827 SH   DFND 4,8 39,827 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,483 42,165 SH   DFND 4,9 42,165 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,730 49,182 SH   DFND 4,6 49,182 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,864 52,986 SH   DFND   52,986 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,178 61,915 SH   DFND 4,9 61,915 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,182 62,026 SH   DFND 4,5 62,026 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,559 72,748 SH   DFND 4,6 72,748 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 3,838 109,086 SH   DFND 4,6 109,086 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4,153 118,042 SH   DFND 4,6 118,042 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4,990 141,830 SH   DFND 4,5 141,830 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 5,588 158,848 SH Call DFND 4,5 0 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 5,823 165,516 SH   DFND   165,516 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 6,994 198,812 SH   DFND 4,6 198,812 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 7,036 200,000 SH   DFND 4,5 200,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 22,703 645,343 SH   DFND 1,3 645,343 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 43,965 1,249,718 SH   DFND 4,5 1,249,718 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 81,794 2,325,000 SH   DFND 4,5 2,325,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 891,341 25,336,594 SH   DFND 4,5 25,336,594 0 0
DEVELOPERS DIVERSI SR NT CV 1.75%40 251591AX1 6,178 5,151,000 PRN   DFND 4,5,7 0 0 5,151,000
DEVON ENERGY CORP COM 25179M103 86 1,080 SH   DFND 4,8 1,080 0 0
DEVON ENERGY CORP COM 25179M103 185 2,327 SH   DFND 4,8 2,327 0 0
DEVON ENERGY CORP COM 25179M103 270 3,400 SH   DFND 4,5,7 3,400 0 0
DEVON ENERGY CORP COM 25179M103 308 3,881 SH   DFND 4,6 3,881 0 0
DEVON ENERGY CORP COM 25179M103 896 11,285 SH   DFND 4,5,11,12 11,285 0 0
DEVON ENERGY CORP COM 25179M103 9,663 121,694 SH   DFND 4,5 121,694 0 0
DEVON ENERGY CORP COM 25179M103 16,274 204,967 SH   DFND 4,5 204,967 0 0
DEVON ENERGY CORP COM 25179M103 20,698 260,680 SH   DFND 4,5,11,12 260,680 0 0
DEVRY EDUCATION GR COM 251893103 3,458 81,676 SH   DFND 4,5 81,676 0 0
DIAMOND OFFSHORE COM 25271C102 30 600 SH   DFND 4,5,11,12 600 0 0
DIAMOND OFFSHORE COM 25271C102 93 1,869 SH   DFND 4,5,11,12 1,869 0 0
DIAMOND OFFSHORE COM 25271C102 411 8,290 SH   DFND 4,5 8,290 0 0
DIAMOND OFFSHORE COM 25271C102 431 8,676 SH   DFND 4,5 8,676 0 0
DIAMONDROCK HOSPIT COM 252784301 217 16,932 SH   DFND 4,5,11,12 16,932 0 0
DICKS SPORTING GOO COM 253393102 28 600 SH   DFND 4,5,11,12 600 0 0
DICKS SPORTING GOO COM 253393102 223 4,800 SH   DFND 4,5 4,800 0 0
DICKS SPORTING GOO COM 253393102 3,733 80,166 SH   DFND 4,5 80,166 0 0
DIGITAL REALTY TRU COM 253868103 41 700 SH   DFND 4,5,11,12 700 0 0
DIGITAL REALTY TRU COM 253868103 496 8,509 SH   DFND 4,5 8,509 0 0
DIGITAL REALTY TRU COM 253868103 993 17,035 SH   DFND 4,5,11,12 17,035 0 0
DIGITAL REALTY TRU COM 253868103 1,014 17,395 SH   DFND 4,5 17,395 0 0
DILLARDS INC CL A 254067101 162 1,391 SH   DFND 4,5,7 1,391 0 0
DILLARDS INC CL A 254067101 10,812 92,719 SH   DFND 4,5,7 92,719 0 0
DIRECTV COM 25490A309 0 1 SH   DFND   1 0 0
DIRECTV COM 25490A309 27 317 SH   DFND 4,5,7 317 0 0
DIRECTV COM 25490A309 45 531 SH   DFND   531 0 0
DIRECTV COM 25490A309 50 589 SH   DFND 4,5,7 589 0 0
DIRECTV COM 25490A309 145 1,700 SH   DFND 4,8 1,700 0 0
DIRECTV COM 25490A309 230 2,708 SH   DFND 4,5,7 2,708 0 0
DIRECTV COM 25490A309 295 3,472 SH   DFND 4,6 3,472 0 0
DIRECTV COM 25490A309 1,134 13,336 SH   DFND 4,5,11,12 13,336 0 0
DIRECTV COM 25490A309 3,582 42,135 SH   DFND 4,5 42,135 0 0
DIRECTV COM 25490A309 3,868 45,495 SH   DFND 4,5,7 45,495 0 0
DIRECTV COM 25490A309 7,271 85,526 SH   DFND 1,3 85,526 0 0
DIRECTV COM 25490A309 8,008 94,200 SH   DFND 4,5 94,200 0 0
DIRECTV COM 25490A309 8,228 96,787 SH   DFND 1,2 96,787 0 0
DIRECTV COM 25490A309 16,441 193,400 SH   DFND 4,5,11,12 193,400 0 0
DIRECTV COM 25490A309 58,218 684,841 SH   DFND 4,5,7 684,841 0 0
DIREXION SH ETF TR 20YR TRES BEAR 25459Y678 24 500 SH   DFND   500 0 0
DISCOVER FINL SVCS COM 254709108 48 776 SH   DFND 4,5,7 776 0 0
DISCOVER FINL SVCS COM 254709108 93 1,500 SH   DFND 4,6 1,500 0 0
DISCOVER FINL SVCS COM 254709108 198 3,200 SH   DFND 4,5,11,12 3,200 0 0
DISCOVER FINL SVCS COM 254709108 444 7,159 SH   DFND 4,5,11,12 7,159 0 0
DISCOVER FINL SVCS COM 254709108 700 11,300 SH   DFND 4,6 11,300 0 0
DISCOVER FINL SVCS COM 254709108 1,143 18,438 SH   DFND 4,8 18,438 0 0
DISCOVER FINL SVCS COM 254709108 1,184 19,110 SH   DFND 4,1 19,110 0 0
DISCOVER FINL SVCS COM 254709108 2,126 34,300 SH   DFND 4,6 34,300 0 0
DISCOVER FINL SVCS COM 254709108 2,455 39,607 SH   DFND 4,5 39,607 0 0
DISCOVER FINL SVCS COM 254709108 8,280 133,599 SH   DFND 4,5 133,599 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 40 544 SH   DFND 4,5,7 544 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 59 800 SH   DFND 4,5,11,12 800 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 82 1,100 SH   DFND 4,6 1,100 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 254 3,424 SH   DFND 4,5,11,12 3,424 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 446 6,000 SH   DFND 4,6 6,000 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 1,051 14,148 SH   DFND 4,5 14,148 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 1,266 17,048 SH   DFND 4,5 17,048 0 0
DISCOVERY COMMUNIC COM SER A 25470F104 1,671 22,500 SH   DFND 4,6 22,500 0 0
DISCOVERY COMMUNIC COM SER C 25470F302 51 700 SH   DFND 4,5,11,12 700 0 0
DISCOVERY COMMUNIC COM SER C 25470F302 341 4,700 SH   DFND 4,5,11,12 4,700 0 0
DISCOVERY COMMUNIC COM SER C 25470F302 507 6,991 SH   DFND 4,5 6,991 0 0
DISCOVERY COMMUNIC COM SER C 25470F302 536 7,390 SH   DFND 4,1 7,390 0 0
DISCOVERY COMMUNIC COM SER C 25470F302 1,457 20,069 SH   DFND 4,5 20,069 0 0
DISH NETWORK CORP CL A 25470M109 85 1,300 SH   DFND 4,5,11,12 1,300 0 0
DISH NETWORK CORP CL A 25470M109 110 1,689 SH   DFND 4,5,7 1,689 0 0
DISH NETWORK CORP CL A 25470M109 149 2,294 SH   DFND 4,5,11,12 2,294 0 0
DISH NETWORK CORP CL A 25470M109 325 5,000 SH   DFND 4,6 5,000 0 0
DISH NETWORK CORP CL A 25470M109 423 6,497 SH   DFND 4,5,7 6,497 0 0
DISH NETWORK CORP CL A 25470M109 447 6,872 SH   DFND 4,8 6,872 0 0
DISH NETWORK CORP CL A 25470M109 521 8,000 SH   DFND 4,6 8,000 0 0
DISH NETWORK CORP CL A 25470M109 1,022 15,700 SH   DFND 4,5,7 15,700 0 0
DISH NETWORK CORP CL A 25470M109 1,416 21,758 SH   DFND 4,5 21,758 0 0
DISH NETWORK CORP CL A 25470M109 2,054 31,565 SH   DFND 4,5,7 31,565 0 0
DISH NETWORK CORP CL A 25470M109 10,929 167,927 SH   DFND 4,5 167,927 0 0
DOLLAR GENERAL CP COM 256677105 75 1,300 SH   DFND 4,5,11,12 1,300 0 0
DOLLAR GENERAL CP COM 256677105 393 6,844 SH   DFND 4,5,11,12 6,844 0 0
DOLLAR GENERAL CP COM 256677105 1,845 32,161 SH   DFND 4,5,7 32,161 0 0
DOLLAR GENERAL CP COM 256677105 2,224 38,770 SH   DFND 4,5 38,770 0 0
DOLLAR GENERAL CP COM 256677105 6,039 105,276 SH   DFND 4,5 105,276 0 0
DOLLAR GENERAL CP COM 256677105 13,888 242,120 SH   DFND 4,5,7 242,120 0 0
DOLLAR TREE INC COM 256746108 47 862 SH   DFND 4,5,7 862 0 0
DOLLAR TREE INC COM 256746108 76 1,400 SH   DFND 4,5,11,12 1,400 0 0
DOLLAR TREE INC COM 256746108 103 1,900 SH   DFND 4,6 1,900 0 0
DOLLAR TREE INC COM 256746108 216 3,968 SH   DFND 4,5,11,12 3,968 0 0
DOLLAR TREE INC COM 256746108 485 8,900 SH   DFND 4,6 8,900 0 0
DOLLAR TREE INC COM 256746108 490 9,000 SH   DFND 4,6 9,000 0 0
DOLLAR TREE INC COM 256746108 871 16,000 SH   DFND 4,6 16,000 0 0
DOLLAR TREE INC COM 256746108 913 16,765 SH   DFND 4,5 16,765 0 0
DOLLAR TREE INC COM 256746108 1,773 32,561 SH   DFND 4,5 32,561 0 0
DOMINION RES(VIR) COM 25746U109 189 2,640 SH   DFND 4,8 2,640 0 0
DOMINION RES(VIR) COM 25746U109 1,313 18,356 SH   DFND 4,5,11,12 18,356 0 0
DOMINION RES(VIR) COM 25746U109 3,224 45,080 SH   DFND 4,5 45,080 0 0
DOMINION RES(VIR) COM 25746U109 3,790 52,995 SH   DFND 4,5 52,995 0 0
DOMINION RES(VIR) COM 25746U109 21,928 306,600 SH   DFND 4,5,11,12 306,600 0 0
DOMINOS PIZZA INC COM 25754A201 4,632 63,376 SH   DFND 1,3 63,376 0 0
DOMINOS PIZZA INC COM 25754A201 5,759 78,800 SH   DFND 1,2 78,800 0 0
DOMTAR CORPORATION COM NEW 257559203 2,628 61,340 SH   DFND 4,5 61,340 0 0
DONALDSON CO INC COM 257651109 1,062 25,091 SH   DFND 4,5 25,091 0 0
DONNELLEY RR & SON COM 257867101 3,038 179,153 SH   DFND 4,5 179,153 0 0
DOUGLAS EMMETT INC COM 25960P109 333 11,800 SH   DFND 4,5,11,12 11,800 0 0
DOVER CORP COM 260003108 100 1,100 SH   DFND 4,5,11,12 1,100 0 0
DOVER CORP COM 260003108 226 2,481 SH   DFND 4,5,11,12 2,481 0 0
DOVER CORP COM 260003108 952 10,469 SH   DFND 4,5 10,469 0 0
DOVER CORP COM 260003108 6,773 74,471 SH   DFND 4,5 74,471 0 0
DOW CHEMICAL CO COM 260543103 14 270 SH   DFND   270 0 0
DOW CHEMICAL CO COM 260543103 149 2,900 SH   DFND 4,6 2,900 0 0
DOW CHEMICAL CO COM 260543103 371 7,200 SH   DFND 4,5,11,12 7,200 0 0
DOW CHEMICAL CO COM 260543103 407 7,901 SH   DFND 4,8 7,901 0 0
DOW CHEMICAL CO COM 260543103 451 8,764 SH   DFND 4,6 8,764 0 0
DOW CHEMICAL CO COM 260543103 556 10,800 SH   DFND 4,6 10,800 0 0
DOW CHEMICAL CO COM 260543103 669 13,000 SH   DFND 4,6 13,000 0 0
DOW CHEMICAL CO COM 260543103 1,112 21,600 SH   DFND 4,6 21,600 0 0
DOW CHEMICAL CO COM 260543103 2,143 41,647 SH   DFND 4,5,11,12 41,647 0 0
DOW CHEMICAL CO COM 260543103 2,619 50,900 SH   DFND 4,6 50,900 0 0
DOW CHEMICAL CO COM 260543103 14,344 278,749 SH   DFND 4,5 278,749 0 0
DOW CHEMICAL CO COM 260543103 65,511 1,273,046 SH   DFND 4,5 1,273,046 0 0
DR HORTON INC COM 23331A109 44 1,800 SH   DFND 4,5,11,12 1,800 0 0
DR HORTON INC COM 23331A109 58 2,345 SH   DFND 4,5,11,12 2,345 0 0
DR HORTON INC COM 23331A109 332 13,500 SH   DFND 4,6 13,500 0 0
DR HORTON INC COM 23331A109 485 19,719 SH   DFND 4,5 19,719 0 0
DR HORTON INC COM 23331A109 856 34,827 SH   DFND 4,5 34,827 0 0
DR HORTON INC COM 23331A109 1,492 60,707 SH   DFND 4,5,7 60,707 0 0
DR PEPPER SNAPPLE COM 26138E109 76 1,300 SH   DFND 4,5,11,12 1,300 0 0
DR PEPPER SNAPPLE COM 26138E109 86 1,462 SH   DFND 4,5,11,12 1,462 0 0
DR PEPPER SNAPPLE COM 26138E109 6,517 111,254 SH   DFND 4,5 111,254 0 0
DR PEPPER SNAPPLE COM 26138E109 12,284 209,701 SH   DFND 4,5 209,701 0 0
DR REDDYS LABS ADR 256135203 345 8,000 SH   DFND 4,6 8,000 0 0
DR REDDYS LABS ADR 256135203 492 11,400 SH   DFND 4,5 11,400 0 0
DR REDDYS LABS ADR 256135203 742 17,200 SH   DFND 4,6 17,200 0 0
DR REDDYS LABS ADR 256135203 1,385 32,100 SH   DFND 4,6 32,100 0 0
DR REDDYS LABS ADR 256135203 11,081 256,800 SH   DFND 4,5 256,800 0 0
DRESSER-RAND GROUP COM 261608103 15 240 SH   DFND   240 0 0
DREW INDUSTRIES COM NEW 26168L205 1,138 22,760 SH   DFND 1,3 22,760 0 0
DRYSHIPS INC SHS Y2109Q101 19 5,777 SH   DFND 4,5,7 5,777 0 0
DST SYST INC DEL COM 233326107 205 2,223 SH   DFND 4,5 2,223 0 0
DST SYST INC DEL COM 233326107 1,571 17,045 SH   DFND 4,5 17,045 0 0
DTE ENERGY CO COM 233331107 100 1,283 SH   DFND 4,8 1,283 0 0
DTE ENERGY CO COM 233331107 202 2,595 SH   DFND 4,8 2,595 0 0
DTE ENERGY CO COM 233331107 942 12,096 SH   DFND 4,5 12,096 0 0
DTE ENERGY CO COM 233331107 1,431 18,373 SH   DFND 4,5 18,373 0 0
DTE ENERGY CO COM 233331107 2,149 27,600 SH   DFND 4,5,11,12 27,600 0 0
DTE ENERGY CO COM 233331107 22,575 289,900 SH   DFND 4,5,11,12 289,900 0 0
DU PONT DE NEMOURS COM 263534109 82 1,250 SH   DFND 4,6 1,250 0 0
DU PONT DE NEMOURS COM 263534109 123 1,879 SH   DFND 4,8 1,879 0 0
DU PONT DE NEMOURS COM 263534109 434 6,630 SH   DFND 4,6 6,630 0 0
DU PONT DE NEMOURS COM 263534109 520 7,949 SH   DFND 4,6 7,949 0 0
DU PONT DE NEMOURS COM 263534109 720 11,000 SH   DFND 4,6 11,000 0 0
DU PONT DE NEMOURS COM 263534109 720 11,000 SH   DFND 4,6 11,000 0 0
DU PONT DE NEMOURS COM 263534109 1,474 22,523 SH   DFND 4,5,11,12 22,523 0 0
DU PONT DE NEMOURS COM 263534109 2,853 43,600 SH   DFND 4,6 43,600 0 0
DU PONT DE NEMOURS COM 263534109 5,386 82,307 SH   DFND 4,6 82,307 0 0
DU PONT DE NEMOURS COM 263534109 6,106 93,313 SH   DFND 4,5 93,313 0 0
DU PONT DE NEMOURS COM 263534109 11,336 173,227 SH   DFND 4,5 173,227 0 0
DU PONT DE NEMOURS COM 263534109 17,263 263,800 SH   DFND 4,5,11,12 263,800 0 0
DUKE ENERGY CORP COM NEW 26441C204 121 1,633 SH   DFND 4,6 1,633 0 0
DUKE ENERGY CORP COM NEW 26441C204 319 4,300 SH   DFND 4,5,11,12 4,300 0 0
DUKE ENERGY CORP COM NEW 26441C204 408 5,500 SH   DFND 4,6 5,500 0 0
DUKE ENERGY CORP COM NEW 26441C204 519 7,000 SH   DFND 4,6 7,000 0 0
DUKE ENERGY CORP COM NEW 26441C204 1,583 21,333 SH   DFND 4,6 21,333 0 0
DUKE ENERGY CORP COM NEW 26441C204 2,696 36,334 SH   DFND 4,5,11,12 36,334 0 0
DUKE ENERGY CORP COM NEW 26441C204 4,249 57,266 SH   DFND 4,6 57,266 0 0
DUKE ENERGY CORP COM NEW 26441C204 4,991 67,272 SH   DFND 4,5 67,272 0 0
DUKE ENERGY CORP COM NEW 26441C204 6,925 93,341 SH   DFND 4,5 93,341 0 0
DUKE REALTY CORP COM NEW 264411505 31 1,700 SH   DFND 4,5,11,12 1,700 0 0
DUKE REALTY CORP COM NEW 264411505 401 22,100 SH   DFND 4,5 22,100 0 0
DUKE REALTY CORP COM NEW 264411505 592 32,600 SH   DFND 4,5,11,12 32,600 0 0
DUKE REALTY CORP COM NEW 264411505 730 40,177 SH   DFND 4,5 40,177 0 0
DUKE REALTY CORP COM NEW 264411505 2,415 133,000 SH   DFND 4,6 133,000 0 0
DUN & BRADSTREET C COM 26483E100 33 300 SH   DFND 4,5,11,12 300 0 0
DUN & BRADSTREET C COM 26483E100 50 455 SH   DFND 4,5,7 455 0 0
DUN & BRADSTREET C COM 26483E100 56 507 SH   DFND 4,8 507 0 0
DUN & BRADSTREET C COM 26483E100 151 1,369 SH   DFND 4,5,11,12 1,369 0 0
DUN & BRADSTREET C COM 26483E100 177 1,607 SH   DFND 4,5 1,607 0 0
DUN & BRADSTREET C COM 26483E100 1,867 16,945 SH   DFND 4,5 16,945 0 0
DUNKIN BRANDS GROU COM 265504100 4,794 104,658 SH   DFND 4,5,7 104,658 0 0
DUPONT FABROS TECH COM 26613Q106 151 5,600 SH   DFND 4,5,11,12 5,600 0 0
DYCOM INDUSTRIES COM 267475101 459 14,670 SH   DFND 1,3 14,670 0 0
DYNAVAX TECHNOLOGI COM 268158102 231 144,081 SH   DFND 4,5,7 144,081 0 0
E TRADE FINANCIAL COM NEW 269246401 131 6,140 SH   DFND 4,5 6,140 0 0
E TRADE FINANCIAL COM NEW 269246401 279 13,106 SH   DFND 4,5,7 13,106 0 0
E TRADE FINANCIAL COM NEW 269246401 744 35,000 SH   DFND 4,5,7 35,000 0 0
EAST WEST BANCORP COM 27579R104 2,209 63,119 SH   DFND 4,5 63,119 0 0
EASTGROUP PPTY INC COM 277276101 193 3,000 SH   DFND 4,5,11,12 3,000 0 0
EASTMAN CHEMICAL C COM 277432100 121 1,387 SH   DFND 4,8 1,387 0 0
EASTMAN CHEMICAL C COM 277432100 306 3,500 SH   DFND 4,6 3,500 0 0
EASTMAN CHEMICAL C COM 277432100 463 5,304 SH   DFND 4,5,11,12 5,304 0 0
EASTMAN CHEMICAL C COM 277432100 548 6,279 SH   DFND 1,3 6,279 0 0
EASTMAN CHEMICAL C COM 277432100 708 8,100 SH   DFND 4,5,7 8,100 0 0
EASTMAN CHEMICAL C COM 277432100 966 11,054 SH   DFND 4,5 11,054 0 0
EASTMAN CHEMICAL C COM 277432100 1,800 20,602 SH   DFND 4,5 20,602 0 0
EASTMAN CHEMICAL C COM 277432100 2,289 26,200 SH   DFND 4,6 26,200 0 0
EASTMAN CHEMICAL C COM 277432100 12,963 148,400 SH   DFND 4,5,11,12 148,400 0 0
EATON CORP PLC SHS G29183103 19 240 SH   DFND   240 0 0
EATON CORP PLC SHS G29183103 206 2,674 SH   DFND 4,5,11,12 2,674 0 0
EATON CORP PLC SHS G29183103 309 4,000 SH   DFND 4,6 4,000 0 0
EATON CORP PLC SHS G29183103 434 5,628 SH   DFND 4,6 5,628 0 0
EATON CORP PLC SHS G29183103 584 7,563 SH   DFND 1,2 7,563 0 0
EATON CORP PLC SHS G29183103 754 9,766 SH   DFND 4,5,11,12 9,766 0 0
EATON CORP PLC SHS G29183103 8,213 106,417 SH   DFND 4,5 106,417 0 0
EATON CORP PLC SHS G29183103 16,972 219,906 SH   DFND 4,5 219,906 0 0
EATON VANCE CORP COM NON VTG 278265103 26 700 SH   DFND 4,5,11,12 700 0 0
EATON VANCE CORP COM NON VTG 278265103 231 6,100 SH   DFND 4,6 6,100 0 0
EATON VANCE CORP COM NON VTG 278265103 279 7,388 SH   DFND 4,5 7,388 0 0
EATON VANCE CORP COM NON VTG 278265103 7,488 198,143 SH   DFND 4,5 198,143 0 0
EBAY INC COM 278642103 59 1,170 SH   DFND   1,170 0 0
EBAY INC COM 278642103 120 2,400 SH   DFND 4,6 2,400 0 0
EBAY INC COM 278642103 350 7,000 SH   DFND 4,5,11,12 7,000 0 0
EBAY INC COM 278642103 359 7,175 SH   DFND 4,6 7,175 0 0
EBAY INC COM 278642103 551 11,000 SH   DFND 4,6 11,000 0 0
EBAY INC COM 278642103 688 13,739 SH   DFND 4,5,7 13,739 0 0
EBAY INC COM 278642103 701 14,000 SH   DFND 4,6 14,000 0 0
EBAY INC COM 278642103 846 16,900 SH   DFND 4,5,7 16,900 0 0
EBAY INC COM 278642103 1,200 23,979 SH   DFND 4,5,11,12 23,979 0 0
EBAY INC COM 278642103 1,586 31,683 SH   DFND 4,5,7 31,683 0 0
EBAY INC COM 278642103 1,589 31,740 SH   DFND 4,5,7 31,740 0 0
EBAY INC COM 278642103 1,602 32,000 SH   DFND 4,6 32,000 0 0
EBAY INC COM 278642103 1,611 32,178 SH   DFND 1,2 32,178 0 0
EBAY INC COM 278642103 1,875 37,462 SH   DFND 4,6 37,462 0 0
EBAY INC COM 278642103 4,142 82,745 SH   DFND 1,3 82,745 0 0
EBAY INC COM 278642103 6,382 127,483 SH   DFND 4,5 127,483 0 0
EBAY INC COM 278642103 8,996 179,713 SH   DFND 4,5 179,713 0 0
ECOLAB INC COM 278865100 178 1,600 SH   DFND 4,6 1,600 0 0
ECOLAB INC COM 278865100 189 1,700 SH   DFND 4,5,11,12 1,700 0 0
ECOLAB INC COM 278865100 356 3,200 SH   DFND 4,6 3,200 0 0
ECOLAB INC COM 278865100 610 5,475 SH   DFND 4,5,11,12 5,475 0 0
ECOLAB INC COM 278865100 868 7,800 SH   DFND 4,6 7,800 0 0
ECOLAB INC COM 278865100 1,744 15,660 SH   DFND 4,1 15,660 0 0
ECOLAB INC COM 278865100 2,394 21,500 SH   DFND 4,6 21,500 0 0
ECOLAB INC COM 278865100 2,544 22,847 SH   DFND 4,5 22,847 0 0
ECOLAB INC COM 278865100 2,633 23,648 SH   DFND 4,5 23,648 0 0
ECOPETROL SA SPONSORED ADS 279158109 496 13,750 SH   DFND 4,5 13,750 0 0
EDISON INTL COM 281020107 512 8,818 SH   DFND 4,5,11,12 8,818 0 0
EDISON INTL COM 281020107 2,055 35,364 SH   DFND 4,5 35,364 0 0
EDISON INTL COM 281020107 2,540 43,711 SH   DFND 4,5 43,711 0 0
EDISON INTL COM 281020107 5,666 97,500 SH   DFND 4,6 97,500 0 0
EDISON INTL COM 281020107 9,472 163,000 SH   DFND 4,5,11,12 163,000 0 0
EDUCATION REALTY T COM 28140H104 106 9,900 SH   DFND 4,5,11,12 9,900 0 0
EDWARDS LIFESCIENC COM 28176E108 60 700 SH   DFND 4,5,11,12 700 0 0
EDWARDS LIFESCIENC COM 28176E108 279 3,250 SH   DFND 4,5,11,12 3,250 0 0
EDWARDS LIFESCIENC COM 28176E108 480 5,588 SH   DFND 4,8 5,588 0 0
EDWARDS LIFESCIENC COM 28176E108 1,145 13,338 SH   DFND 4,5 13,338 0 0
EDWARDS LIFESCIENC COM 28176E108 12,211 142,255 SH   DFND 4,5 142,255 0 0
ELDORADO GOLD CORP COM 284902103 31 4,100 SH   DFND 4,5,11,12 4,100 0 0
ELDORADO GOLD CORP COM 284902103 131 17,127 SH   DFND 4,5,11,12 17,127 0 0
ELDORADO GOLD CORP COM 284902103 2,410 315,391 SH   DFND 4,5 315,391 0 0
ELDORADO GOLD CORP COM 284902103 17,476 2,287,398 SH   DFND 4,5 2,287,398 0 0
ELECTRONIC ARTS IN SR CV NT 0.75%16 285512AA7 8,170 6,462,000 PRN   DFND 4,5 0 0 6,462,000
ELECTRONIC ARTS IN COM 285512109 72 2,000 SH   DFND 4,5,11,12 2,000 0 0
ELECTRONIC ARTS IN COM 285512109 303 8,454 SH   DFND 4,5,11,12 8,454 0 0
ELECTRONIC ARTS IN COM 285512109 1,204 33,569 SH   DFND 4,5 33,569 0 0
ELECTRONIC ARTS IN COM 285512109 1,651 46,035 SH   DFND 4,5 46,035 0 0
ELEPHANT TALK COMM COM NEW 286202205 0 39 SH   DFND 1,3 39 0 0
ELI LILLY AND CO COM 532457108 84 1,354 SH   DFND 4,8 1,354 0 0
ELI LILLY AND CO COM 532457108 159 2,550 SH   DFND 4,6 2,550 0 0
ELI LILLY AND CO COM 532457108 342 5,500 SH   DFND 4,5,11,12 5,500 0 0
ELI LILLY AND CO COM 532457108 406 6,533 SH   DFND 4,6 6,533 0 0
ELI LILLY AND CO COM 532457108 410 6,590 SH   DFND 4,6 6,590 0 0
ELI LILLY AND CO COM 532457108 622 10,000 SH   DFND 4,6 10,000 0 0
ELI LILLY AND CO COM 532457108 1,147 18,448 SH   DFND 4,5,11,12 18,448 0 0
ELI LILLY AND CO COM 532457108 1,150 18,500 SH   DFND 4,6 18,500 0 0
ELI LILLY AND CO COM 532457108 2,711 43,600 SH   DFND 4,6 43,600 0 0
ELI LILLY AND CO COM 532457108 7,625 122,654 SH   DFND 4,5 122,654 0 0
ELI LILLY AND CO COM 532457108 9,481 152,507 SH   DFND 4,5 152,507 0 0
ELLIE MAE INC COM 28849P100 3,916 125,780 SH   DFND 4,5,7 125,780 0 0
EMBOTELLA ANDINA SPON ADR B 29081P303 2,434 107,516 SH   DFND 4,5 107,516 0 0
EMBOTELLA ANDINA SPON ADR B 29081P303 3,775 166,750 SH   DFND 4,5 166,750 0 0
EMBRAER SA SP ADR REP 4 COM 29082A107 510 14,000 SH   DFND 4,6 14,000 0 0
EMBRAER SA SP ADR REP 4 COM 29082A107 13,427 368,566 SH   DFND 4,5 368,566 0 0
EMBRAER SA SP ADR REP 4 COM 29082A107 18,146 498,100 SH   DFND 4,5 498,100 0 0
EMC CORP(MASS) COM 268648102 90 3,400 SH   DFND 4,6 3,400 0 0
EMC CORP(MASS) COM 268648102 216 8,200 SH   DFND 4,6 8,200 0 0
EMC CORP(MASS) COM 268648102 327 12,400 SH   DFND 4,5,11,12 12,400 0 0
EMC CORP(MASS) COM 268648102 343 13,013 SH   DFND 4,6 13,013 0 0
EMC CORP(MASS) COM 268648102 395 14,980 SH   DFND 4,6 14,980 0 0
EMC CORP(MASS) COM 268648102 514 19,500 SH   DFND 4,6 19,500 0 0
EMC CORP(MASS) COM 268648102 656 24,900 SH   DFND 4,6 24,900 0 0
EMC CORP(MASS) COM 268648102 790 30,000 SH   DFND 4,6 30,000 0 0
EMC CORP(MASS) COM 268648102 901 34,223 SH   DFND 4,1 34,223 0 0
EMC CORP(MASS) COM 268648102 967 36,719 SH   DFND 4,5,11,12 36,719 0 0
EMC CORP(MASS) COM 268648102 1,004 38,100 SH   DFND 4,6 38,100 0 0
EMC CORP(MASS) COM 268648102 14,453 548,726 SH   DFND 4,5 548,726 0 0
EMC CORP(MASS) COM 268648102 25,232 957,933 SH   DFND 4,5 957,933 0 0
EMCOR GROUP INC COM 29084Q100 391 8,790 SH   DFND 1,3 8,790 0 0
EMERSON ELECTRIC COM 291011104 32 487 SH   DFND 4,8 487 0 0
EMERSON ELECTRIC COM 291011104 133 2,000 SH   DFND 4,6 2,000 0 0
EMERSON ELECTRIC COM 291011104 299 4,500 SH   DFND 4,6 4,500 0 0
EMERSON ELECTRIC COM 291011104 812 12,237 SH   DFND 4,5,11,12 12,237 0 0
EMERSON ELECTRIC COM 291011104 896 13,500 SH   DFND 4,6 13,500 0 0
EMERSON ELECTRIC COM 291011104 1,678 25,280 SH   DFND 4,5,11,12 25,280 0 0
EMERSON ELECTRIC COM 291011104 1,918 28,900 SH   DFND 4,6 28,900 0 0
EMERSON ELECTRIC COM 291011104 3,225 48,600 SH   DFND 4,6 48,600 0 0
EMERSON ELECTRIC COM 291011104 15,858 238,970 SH   DFND 4,5 238,970 0 0
EMERSON ELECTRIC COM 291011104 30,286 456,393 SH   DFND 4,5 456,393 0 0
EMP NAC ELECTRICID SPONSORED ADR 29244T101 1,333 29,500 SH   DFND 4,5 29,500 0 0
EMP NAC ELECTRICID SPONSORED ADR 29244T101 1,437 31,800 SH   DFND 4,5 31,800 0 0
EMPIRE ST RLTY TR CL A 292104106 106 6,400 SH   DFND 4,5,11,12 6,400 0 0
EMPRESAS ICA SAB SPONS ADR NEW 292448206 69 8,811 SH   DFND 4,5,7 8,811 0 0
ENBRIDGE INC COM 29250N105 142 3,000 SH   DFND   3,000 0 0
ENBRIDGE INC COM 29250N105 217 4,565 SH   DFND 4,5,11,12 4,565 0 0
ENBRIDGE INC COM 29250N105 355 7,487 SH   DFND 4,6 7,487 0 0
ENBRIDGE INC COM 29250N105 380 8,000 SH   DFND 4,6 8,000 0 0
ENBRIDGE INC COM 29250N105 728 15,331 SH   DFND 4,5,11,12 15,331 0 0
ENBRIDGE INC COM 29250N105 3,785 79,729 SH   DFND 4,5 79,729 0 0
ENBRIDGE INC COM 29250N105 5,282 111,279 SH   DFND 4,5 111,279 0 0
ENCANA CORP COM 292505104 83 3,500 SH   DFND   3,500 0 0
ENCANA CORP COM 292505104 107 4,500 SH   DFND 4,5,11,12 4,500 0 0
ENCANA CORP COM 292505104 360 15,191 SH   DFND 4,5,11,12 15,191 0 0
ENCANA CORP COM 292505104 1,601 67,534 SH   DFND 4,5 67,534 0 0
ENCANA CORP COM 292505104 9,681 408,306 SH   DFND 4,5 408,306 0 0
ENDO INTERNATIONAL SHS G30401106 91 1,300 SH   DFND 4,5,11,12 1,300 0 0
ENDO INTERNATIONAL SHS G30401106 133 1,904 SH   DFND 4,5,7 1,904 0 0
ENDO INTERNATIONAL SHS G30401106 161 2,300 SH   DFND 4,5,11,12 2,300 0 0
ENDO INTERNATIONAL SHS G30401106 441 6,300 SH   DFND 4,5,7 6,300 0 0
ENDO INTERNATIONAL SHS G30401106 987 14,100 SH   DFND 4,5 14,100 0 0
ENDO INTERNATIONAL SHS G30401106 1,008 14,400 SH   DFND 4,5 14,400 0 0
ENDO INTERNATIONAL SHS G30401106 6,832 97,573 SH   DFND 4,5,7 97,573 0 0
ENDO INTERNATIONAL SHS G30401106 7,155 102,189 SH   DFND 4,5,7 102,189 0 0
ENERGEN CORP COM 29265N108 44 500 SH   DFND 4,5,11,12 500 0 0
ENERGEN CORP COM 29265N108 77 864 SH   DFND 4,8 864 0 0
ENERGEN CORP COM 29265N108 116 1,300 SH   DFND 4,6 1,300 0 0
ENERGEN CORP COM 29265N108 223 2,506 SH   DFND 4,5,11,12 2,506 0 0
ENERGEN CORP COM 29265N108 380 4,274 SH   DFND 4,5 4,274 0 0
ENERGEN CORP COM 29265N108 480 5,400 SH   DFND 4,6 5,400 0 0
ENERGEN CORP COM 29265N108 516 5,800 SH   DFND 4,5 5,800 0 0
ENERGEN CORP COM 29265N108 1,013 11,400 SH   DFND 4,6 11,400 0 0
ENERGIZER HLDGS IN COM 29266R108 49 400 SH   DFND 4,5,11,12 400 0 0
ENERGIZER HLDGS IN COM 29266R108 84 692 SH   DFND 4,8 692 0 0
ENERGIZER HLDGS IN COM 29266R108 251 2,053 SH   DFND 4,5,11,12 2,053 0 0
ENERGIZER HLDGS IN COM 29266R108 3,357 27,513 SH   DFND 4,5 27,513 0 0
ENERGIZER HLDGS IN COM 29266R108 5,220 42,779 SH   DFND 4,5 42,779 0 0
ENERPLUS CORP COM 292766102 36 1,436 SH   DFND 4,5,11,12 1,436 0 0
ENERPLUS CORP COM 292766102 52 2,071 SH   DFND   2,071 0 0
ENERPLUS CORP COM 292766102 148 5,869 SH   DFND 4,5,11,12 5,869 0 0
ENERPLUS CORP COM 292766102 320 12,718 SH   DFND 4,5 12,718 0 0
ENERPLUS CORP COM 292766102 337 13,398 SH   DFND 4,5 13,398 0 0
ENERPLUS CORP COM 292766102 470 18,660 SH   DFND 1,3 18,660 0 0
ENERSIS SA SPONSORED ADR 29274F104 9,703 575,828 SH   DFND 4,5 575,828 0 0
ENERSIS SA SPONSORED ADR 29274F104 10,374 615,692 SH   DFND 4,5 615,692 0 0
ENPRO INDUSTRIES I COM 29355X107 117 1,604 SH   DFND 4,5,7 1,604 0 0
ENSCO PLC SHS CLASS A G3157S106 78 1,400 SH   DFND 4,5,11,12 1,400 0 0
ENSCO PLC SHS CLASS A G3157S106 367 6,600 SH   DFND 4,5,11,12 6,600 0 0
ENSCO PLC SHS CLASS A G3157S106 957 17,227 SH   DFND 4,5 17,227 0 0
ENSCO PLC SHS CLASS A G3157S106 1,073 19,300 SH   DFND 4,5 19,300 0 0
ENTERGY CORP COM 29364G103 90 1,100 SH   DFND 4,5,11,12 1,100 0 0
ENTERGY CORP COM 29364G103 108 1,312 SH   DFND 4,8 1,312 0 0
ENTERGY CORP COM 29364G103 148 1,800 SH   DFND 4,6 1,800 0 0
ENTERGY CORP COM 29364G103 307 3,740 SH   DFND 4,5,11,12 3,740 0 0
ENTERGY CORP COM 29364G103 739 9,000 SH   DFND 4,6 9,000 0 0
ENTERGY CORP COM 29364G103 788 9,600 SH   DFND 4,6 9,600 0 0
ENTERGY CORP COM 29364G103 903 11,000 SH   DFND 4,6 11,000 0 0
ENTERGY CORP COM 29364G103 1,222 14,892 SH   DFND 4,5 14,892 0 0
ENTERGY CORP COM 29364G103 1,420 17,299 SH   DFND 4,5 17,299 0 0
ENTERGY CORP COM 29364G103 1,970 24,000 SH   DFND 4,6 24,000 0 0
ENVISION HEALTHC,H COM 29413U103 3,117 86,800 SH   DFND 4,5 86,800 0 0
ENVISION HEALTHC,H COM 29413U103 10,759 299,600 SH   DFND 4,5 299,600 0 0
EOG RESOURCES INC COM 26875P101 194 1,656 SH   DFND 4,8 1,656 0 0
EOG RESOURCES INC COM 26875P101 199 1,700 SH   DFND 4,6 1,700 0 0
EOG RESOURCES INC COM 26875P101 268 2,294 SH   DFND 4,5,7 2,294 0 0
EOG RESOURCES INC COM 26875P101 1,052 9,000 SH   DFND 4,6 9,000 0 0
EOG RESOURCES INC COM 26875P101 1,111 9,508 SH   DFND 4,1 9,508 0 0
EOG RESOURCES INC COM 26875P101 1,262 10,801 SH   DFND 4,8 10,801 0 0
EOG RESOURCES INC COM 26875P101 1,531 13,100 SH   DFND 4,5,11,12 13,100 0 0
EOG RESOURCES INC COM 26875P101 2,855 24,432 SH   DFND 4,6 24,432 0 0
EOG RESOURCES INC COM 26875P101 5,109 43,720 SH   DFND 4,5 43,720 0 0
EOG RESOURCES INC COM 26875P101 7,222 61,800 SH   DFND 4,6 61,800 0 0
EOG RESOURCES INC COM 26875P101 26,889 230,100 SH   DFND 4,5,11,12 230,100 0 0
EOG RESOURCES INC COM 26875P101 28,946 247,699 SH   DFND 4,5 247,699 0 0
EPR PPTYS COM SH BEN INT 26884U109 352 6,300 SH   DFND 4,5,11,12 6,300 0 0
EQT CORPORATION COM 26884L109 134 1,253 SH   DFND 4,8 1,253 0 0
EQT CORPORATION COM 26884L109 498 4,660 SH   DFND 4,5,11,12 4,660 0 0
EQT CORPORATION COM 26884L109 694 6,490 SH   DFND 4,1 6,490 0 0
EQT CORPORATION COM 26884L109 1,329 12,436 SH   DFND 4,5 12,436 0 0
EQT CORPORATION COM 26884L109 2,642 24,710 SH   DFND 4,5 24,710 0 0
EQT CORPORATION COM 26884L109 14,998 140,300 SH   DFND 4,5,11,12 140,300 0 0
EQUIFAX INC COM 294429105 51 700 SH   DFND 4,5,11,12 700 0 0
EQUIFAX INC COM 294429105 96 1,328 SH   DFND 4,5,11,12 1,328 0 0
EQUIFAX INC COM 294429105 513 7,072 SH   DFND 4,5 7,072 0 0
EQUIFAX INC COM 294429105 3,950 54,447 SH   DFND 4,5 54,447 0 0
EQUINIX INC COM NEW 29444U502 63 300 SH   DFND 4,5,11,12 300 0 0
EQUINIX INC COM NEW 29444U502 74 352 SH   DFND 4,5,11,12 352 0 0
EQUINIX INC COM NEW 29444U502 981 4,670 SH   DFND 4,5 4,670 0 0
EQUINIX INC COM NEW 29444U502 1,154 5,492 SH   DFND 4,5 5,492 0 0
EQUINIX INC COM NEW 29444U502 12,618 60,062 SH   DFND 4,5,7 60,062 0 0
EQUINIX INC COM NEW 29444U502 22,363 106,447 SH   DFND 4,5,7 106,447 0 0
EQUINIX INC COM NEW 29444U502 24,748 117,798 SH   DFND 4,5,7 117,798 0 0
EQUINIX INC COM NEW 29444U502 29,922 142,424 SH   DFND 4,5,7 142,424 0 0
EQUITY LIFESTYLE P COM 29472R108 305 6,900 SH   DFND 4,5,11,12 6,900 0 0
EQUITY ONE INC COM 294752100 146 6,200 SH   DFND 4,5,11,12 6,200 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 113 1,800 SH   DFND 4,5,11,12 1,800 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,457 39,004 SH   DFND 4,5 39,004 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,547 40,422 SH   DFND 4,5,11,12 40,422 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,000 47,614 SH   DFND 4,5 47,614 0 0
ESSEX PROP TRUST COM 297178105 55 300 SH   DFND 4,5,11,12 300 0 0
ESSEX PROP TRUST COM 297178105 925 5,000 SH   DFND 4,5 5,000 0 0
ESSEX PROP TRUST COM 297178105 1,072 5,800 SH   DFND 4,5 5,800 0 0
ESSEX PROP TRUST COM 297178105 1,242 6,716 SH   DFND 4,5,11,12 6,716 0 0
ESTEE LAUDER COS CL A 518439104 63 850 SH   DFND 4,8 850 0 0
ESTEE LAUDER COS CL A 518439104 85 1,141 SH   DFND 4,8 1,141 0 0
ESTEE LAUDER COS CL A 518439104 149 2,009 SH   DFND 4,8 2,009 0 0
ESTEE LAUDER COS CL A 518439104 297 4,000 SH   DFND   4,000 0 0
ESTEE LAUDER COS CL A 518439104 711 9,576 SH   DFND 4,5,11,12 9,576 0 0
ESTEE LAUDER COS CL A 518439104 1,389 18,702 SH   DFND 4,1 18,702 0 0
ESTEE LAUDER COS CL A 518439104 7,237 97,457 SH   DFND 4,5 97,457 0 0
ESTEE LAUDER COS CL A 518439104 8,971 120,800 SH   DFND 4,5,11,12 120,800 0 0
ESTEE LAUDER COS CL A 518439104 25,124 338,330 SH   DFND 4,5 338,330 0 0
ESTERLINE TECH CP COM 297425100 0 1 SH   DFND   1 0 0
EVEREST RE GROUP COM G3223R108 48 300 SH   DFND 4,5,11,12 300 0 0
EVEREST RE GROUP COM G3223R108 182 1,136 SH   DFND 4,5,11,12 1,136 0 0
EVEREST RE GROUP COM G3223R108 931 5,800 SH   DFND 4,6 5,800 0 0
EVEREST RE GROUP COM G3223R108 1,086 6,765 SH   DFND 4,8 6,765 0 0
EVEREST RE GROUP COM G3223R108 1,285 8,008 SH   DFND 4,5 8,008 0 0
EVEREST RE GROUP COM G3223R108 3,210 20,000 SH   DFND 4,6 20,000 0 0
EVEREST RE GROUP COM G3223R108 10,502 65,435 SH   DFND 4,5 65,435 0 0
EVERTEC INC COM 30040P103 672 27,718 SH   DFND 4,5,7 27,718 0 0
EXCEL TRUST INC COM 30068C109 57 4,300 SH   DFND 4,5,11,12 4,300 0 0
EXELON CORP COM 30161N101 101 2,768 SH   DFND 4,8 2,768 0 0
EXELON CORP COM 30161N101 102 2,800 SH   DFND 4,6 2,800 0 0
EXELON CORP COM 30161N101 146 4,000 SH   DFND 4,5,11,12 4,000 0 0
EXELON CORP COM 30161N101 527 14,456 SH   DFND 4,5,11,12 14,456 0 0
EXELON CORP COM 30161N101 584 16,000 SH   DFND 4,6 16,000 0 0
EXELON CORP COM 30161N101 668 18,300 SH   DFND 4,6 18,300 0 0
EXELON CORP COM 30161N101 2,309 63,300 SH   DFND 4,6 63,300 0 0
EXELON CORP COM 30161N101 2,947 80,771 SH   DFND 4,5 80,771 0 0
EXELON CORP COM 30161N101 3,425 93,875 SH   DFND 4,5 93,875 0 0
EXPEDIA INC COM NEW 30212P303 47 600 SH   DFND 4,5,11,12 600 0 0
EXPEDIA INC COM NEW 30212P303 82 1,043 SH   DFND 4,8 1,043 0 0
EXPEDIA INC COM NEW 30212P303 316 4,017 SH   DFND 4,5,11,12 4,017 0 0
EXPEDIA INC COM NEW 30212P303 2,673 33,938 SH   DFND 4,5 33,938 0 0
EXPEDIA INC COM NEW 30212P303 4,951 62,861 SH   DFND 4,5 62,861 0 0
EXPEDTRS INTL WASH COM 302130109 57 1,300 SH   DFND 4,5,11,12 1,300 0 0
EXPEDTRS INTL WASH COM 302130109 253 5,722 SH   DFND 4,5,11,12 5,722 0 0
EXPEDTRS INTL WASH COM 302130109 597 13,522 SH   DFND 4,5 13,522 0 0
EXPEDTRS INTL WASH COM 302130109 4,031 91,279 SH   DFND 4,5 91,279 0 0
EXPRESS INC COM 30219E103 124 7,277 SH   DFND 4,5,7 7,277 0 0
EXPRESS SCRIPTS HO COM 30219G108 42 599 SH   DFND 4,5,7 599 0 0
EXPRESS SCRIPTS HO COM 30219G108 74 1,065 SH   DFND 4,8 1,065 0 0
EXPRESS SCRIPTS HO COM 30219G108 166 2,400 SH   DFND 4,6 2,400 0 0
EXPRESS SCRIPTS HO COM 30219G108 180 2,595 SH   DFND 4,8 2,595 0 0
EXPRESS SCRIPTS HO COM 30219G108 249 3,593 SH   DFND 4,6 3,593 0 0
EXPRESS SCRIPTS HO COM 30219G108 351 5,057 SH   DFND 4,6 5,057 0 0
EXPRESS SCRIPTS HO COM 30219G108 693 10,000 SH   DFND 4,6 10,000 0 0
EXPRESS SCRIPTS HO COM 30219G108 971 14,000 SH   DFND 4,6 14,000 0 0
EXPRESS SCRIPTS HO COM 30219G108 984 14,200 SH   DFND 4,6 14,200 0 0
EXPRESS SCRIPTS HO COM 30219G108 1,453 20,954 SH   DFND 4,5,11,12 20,954 0 0
EXPRESS SCRIPTS HO COM 30219G108 2,296 33,118 SH   DFND 4,6 33,118 0 0
EXPRESS SCRIPTS HO COM 30219G108 3,366 48,554 SH   DFND 4,5,7 48,554 0 0
EXPRESS SCRIPTS HO COM 30219G108 4,305 62,097 SH   DFND 4,5 62,097 0 0
EXPRESS SCRIPTS HO COM 30219G108 5,995 86,475 SH   DFND 4,5 86,475 0 0
EXPRESS SCRIPTS HO COM 30219G108 20,255 292,153 SH   DFND 4,5,11,12 292,153 0 0
EXTRA SPACE STORAG COM 30225T102 315 5,912 SH   DFND 4,6 5,912 0 0
EXTRA SPACE STORAG COM 30225T102 554 10,400 SH   DFND 4,5,11,12 10,400 0 0
EXXON MOBIL CORP COM 30231G102 71 710 SH   DFND   710 0 0
EXXON MOBIL CORP COM 30231G102 75 743 SH   DFND 4,8 743 0 0
EXXON MOBIL CORP COM 30231G102 133 1,322 SH   DFND 4,8 1,322 0 0
EXXON MOBIL CORP COM 30231G102 464 4,609 SH   DFND 4,8 4,609 0 0
EXXON MOBIL CORP COM 30231G102 589 5,850 SH   DFND 4,6 5,850 0 0
EXXON MOBIL CORP COM 30231G102 896 8,900 SH   DFND 4,6 8,900 0 0
EXXON MOBIL CORP COM 30231G102 1,440 14,300 SH   DFND 4,6 14,300 0 0
EXXON MOBIL CORP COM 30231G102 2,155 21,406 SH   DFND 4,6 21,406 0 0
EXXON MOBIL CORP COM 30231G102 3,750 37,242 SH   DFND 1,2 37,242 0 0
EXXON MOBIL CORP COM 30231G102 4,269 42,400 SH   DFND 4,6 42,400 0 0
EXXON MOBIL CORP COM 30231G102 8,870 88,101 SH   DFND 4,5,11,12 88,101 0 0
EXXON MOBIL CORP COM 30231G102 11,214 111,381 SH   DFND 4,6 111,381 0 0
EXXON MOBIL CORP COM 30231G102 18,236 181,125 SH   DFND 4,6 181,125 0 0
EXXON MOBIL CORP COM 30231G102 49,207 488,742 SH   DFND 4,5 488,742 0 0
EXXON MOBIL CORP COM 30231G102 51,674 513,254 SH   DFND 4,5,11,12 513,254 0 0
EXXON MOBIL CORP COM 30231G102 93,545 929,127 SH   DFND 4,5 929,127 0 0
F5 NETWORK INC COM 315616102 56 500 SH   DFND 4,5,11,12 500 0 0
F5 NETWORK INC COM 315616102 278 2,492 SH   DFND 4,5,11,12 2,492 0 0
F5 NETWORK INC COM 315616102 2,660 23,873 SH   DFND 4,5 23,873 0 0
F5 NETWORK INC COM 315616102 3,243 29,099 SH   DFND 4,5 29,099 0 0
FACEBOOK INC CL A 30303M102 121 1,800 SH   DFND 4,6 1,800 0 0
FACEBOOK INC CL A 30303M102 336 5,000 SH   DFND 4,6 5,000 0 0
FACEBOOK INC CL A 30303M102 353 5,251 SH   DFND 4,8 5,251 0 0
FACEBOOK INC CL A 30303M102 441 6,559 SH   DFND   6,559 0 0
FACEBOOK INC CL A 30303M102 659 9,800 SH   DFND 4,5,11,12 9,800 0 0
FACEBOOK INC CL A 30303M102 1,090 16,200 SH   DFND 4,6 16,200 0 0
FACEBOOK INC CL A 30303M102 1,320 19,622 SH   DFND 4,1 19,622 0 0
FACEBOOK INC CL A 30303M102 1,756 26,100 SH   DFND 4,1 26,100 0 0
FACEBOOK INC CL A 30303M102 2,227 33,100 SH   DFND 4,5,11,12 33,100 0 0
FACEBOOK INC CL A 30303M102 3,230 48,000 SH   DFND 4,6 48,000 0 0
FACEBOOK INC CL A 30303M102 4,194 62,322 SH   DFND 1,2 62,322 0 0
FACEBOOK INC CL A 30303M102 4,818 71,600 SH   DFND 1,3 71,600 0 0
FACEBOOK INC CL A 30303M102 6,022 89,500 SH   DFND 4,6 89,500 0 0
FACEBOOK INC CL A 30303M102 8,484 126,086 SH   DFND 4,5 126,086 0 0
FACEBOOK INC CL A 30303M102 19,810 294,401 SH   DFND 1,3 294,401 0 0
FACEBOOK INC CL A 30303M102 23,104 343,352 SH   DFND 4,5 343,352 0 0
FACTSET RESEARCH COM 303075105 1,369 11,379 SH   DFND 4,5 11,379 0 0
FAIR ISAAC CORP COM 303250104 972 15,250 SH   DFND 4,5 15,250 0 0
FAIRCHILD SEMI INT COM 303726103 818 52,462 SH   DFND 4,5 52,462 0 0
FAMILY DOLLAR STRS COM 307000109 40 600 SH   DFND 4,5,11,12 600 0 0
FAMILY DOLLAR STRS COM 307000109 106 1,600 SH   DFND 4,6 1,600 0 0
FAMILY DOLLAR STRS COM 307000109 237 3,579 SH   DFND 4,5,11,12 3,579 0 0
FAMILY DOLLAR STRS COM 307000109 454 6,868 SH   DFND 4,5 6,868 0 0
FAMILY DOLLAR STRS COM 307000109 463 7,000 SH   DFND 4,6 7,000 0 0
FAMILY DOLLAR STRS COM 307000109 873 13,200 SH   DFND 4,6 13,200 0 0
FAMILY DOLLAR STRS COM 307000109 1,078 16,294 SH   DFND 4,5 16,294 0 0
FAMILY DOLLAR STRS COM 307000109 30,040 454,189 SH   DFND 4,5,7 454,189 0 0
FASTENAL COM 311900104 84 1,700 SH   DFND 4,5,11,12 1,700 0 0
FASTENAL COM 311900104 349 7,042 SH   DFND 4,5,11,12 7,042 0 0
FASTENAL COM 311900104 3,300 66,677 SH   DFND 4,5 66,677 0 0
FASTENAL COM 311900104 6,559 132,532 SH   DFND 4,5 132,532 0 0
FED REALTY INV TR SH BEN INT NEW 313747206 48 400 SH   DFND 4,5,11,12 400 0 0
FED REALTY INV TR SH BEN INT NEW 313747206 603 4,987 SH   DFND 4,5 4,987 0 0
FED REALTY INV TR SH BEN INT NEW 313747206 819 6,774 SH   DFND 4,5 6,774 0 0
FED REALTY INV TR SH BEN INT NEW 313747206 947 7,832 SH   DFND 4,5,11,12 7,832 0 0
FEDERATED INVESTOR CL B 314211103 1,681 54,373 SH   DFND 4,5 54,373 0 0
FEDEX CORP COM 31428X106 144 950 SH   DFND 4,6 950 0 0
FEDEX CORP COM 31428X106 272 1,800 SH   DFND 4,5,11,12 1,800 0 0
FEDEX CORP COM 31428X106 443 2,928 SH   DFND 4,6 2,928 0 0
FEDEX CORP COM 31428X106 757 5,000 SH   DFND 4,6 5,000 0 0
FEDEX CORP COM 31428X106 938 6,197 SH   DFND 4,5,11,12 6,197 0 0
FEDEX CORP COM 31428X106 969 6,400 SH   DFND 4,6 6,400 0 0
FEDEX CORP COM 31428X106 969 6,400 SH   DFND 4,6 6,400 0 0
FEDEX CORP COM 31428X106 4,788 31,630 SH   DFND 1,2 31,630 0 0
FEDEX CORP COM 31428X106 5,114 33,785 SH   DFND 4,5 33,785 0 0
FEDEX CORP COM 31428X106 5,170 34,151 SH   DFND 4,6 34,151 0 0
FEDEX CORP COM 31428X106 6,679 44,123 SH   DFND 1,3 44,123 0 0
FEDEX CORP COM 31428X106 19,791 130,736 SH   DFND 4,5 130,736 0 0
FELCOR LODGING TRS COM 31430F101 100 9,550 SH   DFND 4,5,11,12 9,550 0 0
FIBRIA CELULOSE SA SP ADR REP COM 31573A109 621 63,900 SH   DFND 4,5 63,900 0 0
FIBRIA CELULOSE SA SP ADR REP COM 31573A109 1,075 110,600 SH   DFND 4,5 110,600 0 0
FIDELITY NATL FINL CL A 31620R105 3 84 SH   DFND 4,5,7 84 0 0
FIDELITY NATL FINL CL A 31620R105 8 258 SH   DFND 4,5,11,12 258 0 0
FIDELITY NATL FINL CL A 31620R105 39 1,200 SH   DFND 4,5,11,12 1,200 0 0
FIDELITY NATL FINL CL A 31620R105 341 10,400 SH   DFND 4,6 10,400 0 0
FIDELITY NATL FINL CL A 31620R105 493 15,042 SH   DFND 4,5 15,042 0 0
FIDELITY NATL FINL CL A 31620R105 852 26,004 SH   DFND 4,5 26,004 0 0
FIDELITY NATL FINL CL A 31620R105 1,287 39,291 SH   DFND 4,5,7 39,291 0 0
FIDELITY NATL FINL CL A 31620R105 2,778 84,800 SH   DFND 4,5,7 84,800 0 0
FIDELITY NATL INF COM 31620M106 77 1,400 SH   DFND 4,5,11,12 1,400 0 0
FIDELITY NATL INF COM 31620M106 80 1,456 SH   DFND 4,8 1,456 0 0
FIDELITY NATL INF COM 31620M106 291 5,320 SH   DFND 4,5,11,12 5,320 0 0
FIDELITY NATL INF COM 31620M106 1,528 27,921 SH   DFND 4,5 27,921 0 0
FIDELITY NATL INF COM 31620M106 1,590 29,040 SH   DFND 4,5 29,040 0 0
FINISH LINE INC CL A 317923100 220 7,400 SH   DFND 1,3 7,400 0 0
FIRST AMERICAN FIN COM 31847R102 1,987 71,496 SH   DFND 4,5 71,496 0 0
FIRST MAJESTIC SIL COM 32076V103 5,907 546,400 SH   DFND 4,5 546,400 0 0
FIRST SOLAR INC COM 336433107 121 1,700 SH   DFND 4,5 1,700 0 0
FIRST SOLAR INC COM 336433107 305 4,296 SH   DFND 4,5 4,296 0 0
FIRST SOLAR INC COM 336433107 355 5,000 SH   DFND 4,6 5,000 0 0
FIRST SOLAR INC COM 336433107 682 9,600 SH   DFND 4,6 9,600 0 0
FIRSTENERGY CORP COM 337932107 80 2,291 SH   DFND 4,8 2,291 0 0
FIRSTENERGY CORP COM 337932107 90 2,600 SH   DFND 4,5,11,12 2,600 0 0
FIRSTENERGY CORP COM 337932107 412 11,859 SH   DFND 4,5,11,12 11,859 0 0
FIRSTENERGY CORP COM 337932107 833 24,000 SH   DFND 4,6 24,000 0 0
FIRSTENERGY CORP COM 337932107 1,137 32,751 SH   DFND 4,5 32,751 0 0
FIRSTENERGY CORP COM 337932107 2,450 70,551 SH   DFND 4,5 70,551 0 0
FIRSTMERIT CORP COM 337915102 2,021 102,345 SH   DFND 4,5 102,345 0 0
FISERV INC COM 337738108 80 1,334 SH   DFND 4,8 1,334 0 0
FISERV INC COM 337738108 97 1,600 SH   DFND 4,5,11,12 1,600 0 0
FISERV INC COM 337738108 450 7,456 SH   DFND 4,5,11,12 7,456 0 0
FISERV INC COM 337738108 483 8,000 SH   DFND 4,6 8,000 0 0
FISERV INC COM 337738108 1,416 23,470 SH   DFND 4,5 23,470 0 0
FISERV INC COM 337738108 1,966 32,588 SH   DFND 4,5 32,588 0 0
FLAMEL TECHNOLOGIE SPONSORED ADR 338488109 323 21,556 SH   DFND 4,5,7 21,556 0 0
FLEETCOR TECHNOLOG COM 339041105 53 400 SH   DFND 4,5,11,12 400 0 0
FLEETCOR TECHNOLOG COM 339041105 185 1,400 SH   DFND 4,5,11,12 1,400 0 0
FLEETCOR TECHNOLOG COM 339041105 444 3,367 SH   DFND 4,5,7 3,367 0 0
FLEETCOR TECHNOLOG COM 339041105 977 7,416 SH   DFND 4,5 7,416 0 0
FLEETCOR TECHNOLOG COM 339041105 1,550 11,763 SH   DFND 4,5 11,763 0 0
FLEXTRONICS INTL ORD Y2573F102 48 4,300 SH   DFND 4,5,11,12 4,300 0 0
FLEXTRONICS INTL ORD Y2573F102 74 6,671 SH   DFND 4,8 6,671 0 0
FLEXTRONICS INTL ORD Y2573F102 136 12,298 SH   DFND 4,5,11,12 12,298 0 0
FLEXTRONICS INTL ORD Y2573F102 550 49,660 SH   DFND 4,5 49,660 0 0
FLEXTRONICS INTL ORD Y2573F102 965 87,134 SH   DFND 4,5 87,134 0 0
FLIR SYSTEMS INC COM 302445101 35 1,000 SH   DFND 4,5,11,12 1,000 0 0
FLIR SYSTEMS INC COM 302445101 41 1,170 SH   DFND 4,5,7 1,170 0 0
FLIR SYSTEMS INC COM 302445101 121 3,498 SH   DFND 4,5,11,12 3,498 0 0
FLIR SYSTEMS INC COM 302445101 313 9,000 SH   DFND 4,5 9,000 0 0
FLIR SYSTEMS INC COM 302445101 481 13,844 SH   DFND 4,5 13,844 0 0
FLIR SYSTEMS INC COM 302445101 861 24,800 SH   DFND 4,5,7 24,800 0 0
FLOWSERVE CORP COM 34354P105 43 574 SH   DFND 4,5,7 574 0 0
FLOWSERVE CORP COM 34354P105 67 900 SH   DFND 4,5,11,12 900 0 0
FLOWSERVE CORP COM 34354P105 71 961 SH   DFND 4,5,11,12 961 0 0
FLOWSERVE CORP COM 34354P105 1,570 21,114 SH   DFND 4,5 21,114 0 0
FLOWSERVE CORP COM 34354P105 2,783 37,433 SH   DFND 1,3 37,433 0 0
FLOWSERVE CORP COM 34354P105 4,144 55,735 SH   DFND 1,2 55,735 0 0
FLOWSERVE CORP COM 34354P105 6,025 81,041 SH   DFND 4,5 81,041 0 0
FLUIDIGM CORP DEL SR CV NT 2.75%34 34385PAA6 183 193,000 PRN   DFND 4,5,7 0 0 193,000
FLUIDIGM CORP DEL SR CV NT 2.75%34 34385PAA6 310 327,000 PRN   DFND 4,5,7 0 0 327,000
FLUIDIGM CORP DEL COM 34385P108 132 4,473 SH   DFND 4,5,7 4,473 0 0
FLUOR CORP COM 343412102 31 400 SH   DFND 4,5,11,12 400 0 0
FLUOR CORP COM 343412102 91 1,183 SH   DFND 4,5,11,12 1,183 0 0
FLUOR CORP COM 343412102 115 1,500 SH   DFND 4,6 1,500 0 0
FLUOR CORP COM 343412102 584 7,600 SH   DFND 4,6 7,600 0 0
FLUOR CORP COM 343412102 891 11,580 SH   DFND 4,5 11,580 0 0
FLUOR CORP COM 343412102 1,553 20,200 SH   DFND 4,6 20,200 0 0
FLUOR CORP COM 343412102 5,528 71,886 SH   DFND 4,5 71,886 0 0
FMC CORP COM NEW 302491303 78 1,100 SH   DFND 4,5,11,12 1,100 0 0
FMC CORP COM NEW 302491303 286 4,012 SH   DFND 4,5,11,12 4,012 0 0
FMC CORP COM NEW 302491303 370 5,200 SH   DFND 4,6 5,200 0 0
FMC CORP COM NEW 302491303 754 10,590 SH   DFND 4,5 10,590 0 0
FMC CORP COM NEW 302491303 1,138 15,992 SH   DFND 4,5 15,992 0 0
FMC CORP COM NEW 302491303 14,454 203,034 SH   DFND 4,5,7 203,034 0 0
FMC CORP COM NEW 302491303 14,557 204,475 SH   DFND 4,5,7 204,475 0 0
FMC TECHNOLOGIES I COM 30249U101 64 1,041 SH   DFND 4,8 1,041 0 0
FMC TECHNOLOGIES I COM 30249U101 96 1,566 SH   DFND 4,8 1,566 0 0
FMC TECHNOLOGIES I COM 30249U101 666 10,910 SH   DFND 4,5,11,12 10,910 0 0
FMC TECHNOLOGIES I COM 30249U101 1,051 17,205 SH   DFND 4,5 17,205 0 0
FMC TECHNOLOGIES I COM 30249U101 1,931 31,615 SH   DFND 4,5 31,615 0 0
FMC TECHNOLOGIES I COM 30249U101 11,787 193,000 SH   DFND 4,5,11,12 193,000 0 0
FOMENTO ECON MEXIC SPON ADR UNITS 344419106 81 870 SH   DFND 1 870 0 0
FOMENTO ECON MEXIC SPON ADR UNITS 344419106 20,535 219,269 SH   DFND 4,5 219,269 0 0
FOMENTO ECON MEXIC SPON ADR UNITS 344419106 32,231 344,164 SH   DFND 4,5 344,164 0 0
FOOT LOCKER INC COM 344849104 624 12,307 SH   DFND 4,5 12,307 0 0
FOOT LOCKER INC COM 344849104 4,470 88,134 SH   DFND 4,5 88,134 0 0
FORD MOTOR CO COM PAR $0.01 345370860 88 5,100 SH   DFND 4,6 5,100 0 0
FORD MOTOR CO COM PAR $0.01 345370860 104 6,042 SH   DFND 4,8 6,042 0 0
FORD MOTOR CO COM PAR $0.01 345370860 125 7,264 SH   DFND 1 7,264 0 0
FORD MOTOR CO COM PAR $0.01 345370860 387 22,455 SH   DFND 4,6 22,455 0 0
FORD MOTOR CO COM PAR $0.01 345370860 603 35,000 SH   DFND 4,6 35,000 0 0
FORD MOTOR CO COM PAR $0.01 345370860 912 52,900 SH   DFND 4,6 52,900 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,495 86,728 SH   DFND 4,5,11,12 86,728 0 0
FORD MOTOR CO COM PAR $0.01 345370860 1,552 90,000 SH Put DFND 1 90,000 0 0
FORD MOTOR CO COM PAR $0.01 345370860 2,913 168,988 SH   DFND 4,6 168,988 0 0
FORD MOTOR CO COM PAR $0.01 345370860 3,636 210,928 SH   DFND 4,6 210,928 0 0
FORD MOTOR CO COM PAR $0.01 345370860 4,519 262,095 SH   DFND 4,5 262,095 0 0
FORD MOTOR CO COM PAR $0.01 345370860 5,977 346,700 SH   DFND 4,5,11,12 346,700 0 0
FORD MOTOR CO COM PAR $0.01 345370860 7,281 422,355 SH   DFND 4,5 422,355 0 0
FORD MOTOR CO COM PAR $0.01 345370860 12,068 700,000 SH Call DFND 4,5 0 0 0
FOREST LABS INC COM 345838106 158 1,600 SH   DFND 4,5,11,12 1,600 0 0
FOREST LABS INC COM 345838106 400 4,045 SH   DFND 4,5,11,12 4,045 0 0
FOREST LABS INC COM 345838106 1,172 11,840 SH   DFND 4,5 11,840 0 0
FOREST LABS INC COM 345838106 17,801 179,804 SH   DFND 4,5,7 179,804 0 0
FORTINET INC COM 34959E109 1,608 63,984 SH   DFND 4,5 63,984 0 0
FORTINET INC COM 34959E109 3,078 122,502 SH   DFND 4,5,7 122,502 0 0
FORTUNE BRANDS HOM COM 34964C106 146 3,659 SH   DFND 4,5 3,659 0 0
FORTUNE BRANDS HOM COM 34964C106 1,663 41,652 SH   DFND 4,5 41,652 0 0
FORWARD AIR CORPN COM 349853101 191 4,000 SH   DFND 1,3 4,000 0 0
FOSSIL GROUP INC COM 34988V106 31 300 SH   DFND 4,5,11,12 300 0 0
FOSSIL GROUP INC COM 34988V106 40 386 SH   DFND 4,5,7 386 0 0
FOSSIL GROUP INC COM 34988V106 54 517 SH   DFND 4,5,11,12 517 0 0
FOSSIL GROUP INC COM 34988V106 445 4,254 SH   DFND 4,5 4,254 0 0
FOSSIL GROUP INC COM 34988V106 523 5,002 SH   DFND 4,5 5,002 0 0
FOSTER WHEELER AG COM H27178104 158 4,641 SH   DFND 4,5 4,641 0 0
FRANCO NEVADA CORP COM 351858105 46 800 SH   DFND 4,5,11,12 800 0 0
FRANCO NEVADA CORP COM 351858105 63 1,098 SH   DFND 4,8 1,098 0 0
FRANCO NEVADA CORP COM 351858105 100 1,746 SH   DFND 4,5,11,12 1,746 0 0
FRANCO NEVADA CORP COM 351858105 719 12,540 SH   DFND 4,5 12,540 0 0
FRANCO NEVADA CORP COM 351858105 11,444 199,579 SH   DFND 4,5 199,579 0 0
FRANKLIN ELECTRIC COM 353514102 452 11,200 SH   DFND 4,5 11,200 0 0
FRANKLIN RESOURCES COM 354613101 64 1,100 SH   DFND 4,6 1,100 0 0
FRANKLIN RESOURCES COM 354613101 156 2,700 SH   DFND 4,5,11,12 2,700 0 0
FRANKLIN RESOURCES COM 354613101 350 6,050 SH   DFND 4,6 6,050 0 0
FRANKLIN RESOURCES COM 354613101 485 8,391 SH   DFND 4,5,11,12 8,391 0 0
FRANKLIN RESOURCES COM 354613101 706 12,200 SH   DFND 4,6 12,200 0 0
FRANKLIN RESOURCES COM 354613101 1,076 18,600 SH   DFND 4,6 18,600 0 0
FRANKLIN RESOURCES COM 354613101 1,925 33,286 SH   DFND 4,5 33,286 0 0
FRANKLIN RESOURCES COM 354613101 4,081 70,556 SH   DFND 4,6 70,556 0 0
FRANKLIN RESOURCES COM 354613101 5,625 97,251 SH   DFND 4,5 97,251 0 0
FRANKLIN STREET PR COM 35471R106 162 12,900 SH   DFND 4,5,11,12 12,900 0 0
FREEPORT-MCMOR C&G COM 35671D857 1 37 SH   DFND 4,6 37 0 0
FREEPORT-MCMOR C&G COM 35671D857 119 3,267 SH   DFND 4,8 3,267 0 0
FREEPORT-MCMOR C&G COM 35671D857 526 14,400 SH   DFND 4,6 14,400 0 0
FREEPORT-MCMOR C&G COM 35671D857 1,023 28,026 SH   DFND 4,5,11,12 28,026 0 0
FREEPORT-MCMOR C&G COM 35671D857 1,486 40,700 SH   DFND 4,5 40,700 0 0
FREEPORT-MCMOR C&G COM 35671D857 2,916 79,900 SH   DFND 4,6 79,900 0 0
FREEPORT-MCMOR C&G COM 35671D857 5,155 141,227 SH   DFND 4,5,7 141,227 0 0
FREEPORT-MCMOR C&G COM 35671D857 7,641 209,329 SH   DFND 4,5 209,329 0 0
FREEPORT-MCMOR C&G COM 35671D857 14,058 385,144 SH   DFND 4,5,11,12 385,144 0 0
FREEPORT-MCMOR C&G COM 35671D857 14,432 395,399 SH   DFND 4,5 395,399 0 0
FRONTIER COMMUNICA COM 35906A108 37 6,300 SH   DFND 4,5,11,12 6,300 0 0
FRONTIER COMMUNICA COM 35906A108 474 81,200 SH   DFND 4,6 81,200 0 0
FRONTIER COMMUNICA COM 35906A108 561 96,000 SH   DFND 4,6 96,000 0 0
FRONTIER COMMUNICA COM 35906A108 740 126,632 SH   DFND 4,5 126,632 0 0
FRONTIER COMMUNICA COM 35906A108 931 159,489 SH   DFND 4,5 159,489 0 0
FX ENERGY INC COM 302695101 49 13,652 SH   DFND 4,5 13,652 0 0
FX ENERGY INC COM 302695101 271 75,053 SH   DFND 4,5 75,053 0 0
GAFISA SA SPONS ADR 362607301 165 53,933 SH   DFND 4,5,7 53,933 0 0
GALLAGHER AJ &CO COM 363576109 535 11,480 SH   DFND 4,5 11,480 0 0
GALLAGHER AJ &CO COM 363576109 949 20,366 SH   DFND 4,5 20,366 0 0
GAMESTOP CORP CL A 36467W109 2 42 SH   DFND 4,5,11,12 42 0 0
GAMESTOP CORP CL A 36467W109 36 900 SH   DFND 4,5,11,12 900 0 0
GAMESTOP CORP CL A 36467W109 45 1,104 SH   DFND 4,5,7 1,104 0 0
GAMESTOP CORP CL A 36467W109 1,234 30,491 SH   DFND 4,5 30,491 0 0
GAMESTOP CORP CL A 36467W109 3,623 89,514 SH   DFND 4,5 89,514 0 0
GAMING & LEISURE P COM 36467J108 50 1,482 SH   DFND 4,5,7 1,482 0 0
GAMING & LEISURE P COM 36467J108 75 2,210 SH   DFND 4,5,7 2,210 0 0
GAMING & LEISURE P COM 36467J108 802 23,600 SH   DFND 4,5,7 23,600 0 0
GANNETT CO INC COM 364730101 85 2,700 SH   DFND 4,5 2,700 0 0
GANNETT CO INC COM 364730101 199 6,340 SH   DFND 4,5,7 6,340 0 0
GANNETT CO INC COM 364730101 199 6,347 SH   DFND 4,5,7 6,347 0 0
GANNETT CO INC COM 364730101 212 6,761 SH   DFND 4,5 6,761 0 0
GAP INC COM 364760108 47 1,129 SH   DFND 4,5,7 1,129 0 0
GAP INC COM 364760108 78 1,879 SH   DFND 4,8 1,879 0 0
GAP INC COM 364760108 191 4,583 SH   DFND 1,3 4,583 0 0
GAP INC COM 364760108 769 18,507 SH   DFND 4,1 18,507 0 0
GAP INC COM 364760108 812 19,543 SH   DFND 4,5,11,12 19,543 0 0
GAP INC COM 364760108 1,537 36,981 SH   DFND 4,5 36,981 0 0
GAP INC COM 364760108 5,191 124,869 SH   DFND 4,5 124,869 0 0
GAP INC COM 364760108 9,295 223,600 SH   DFND 4,5,11,12 223,600 0 0
GARMIN LTD SHS H2906T109 43 700 SH   DFND 4,5,11,12 700 0 0
GARMIN LTD SHS H2906T109 81 1,334 SH   DFND 4,8 1,334 0 0
GARMIN LTD SHS H2906T109 110 1,800 SH   DFND 4,6 1,800 0 0
GARMIN LTD SHS H2906T109 264 4,339 SH   DFND 4,5,11,12 4,339 0 0
GARMIN LTD SHS H2906T109 438 7,200 SH   DFND 4,6 7,200 0 0
GARMIN LTD SHS H2906T109 652 10,700 SH   DFND 4,5 10,700 0 0
GARMIN LTD SHS H2906T109 834 13,700 SH   DFND 4,6 13,700 0 0
GARMIN LTD SHS H2906T109 1,095 17,977 SH   DFND 4,5 17,977 0 0
GARTNER INC COM 366651107 3,074 43,594 SH   DFND 4,5 43,594 0 0
GATX CORP COM 361448103 1,860 27,786 SH   DFND 4,5 27,786 0 0
GEN DYNAMICS CORP COM 369550108 152 1,300 SH   DFND 4,5,11,12 1,300 0 0
GEN DYNAMICS CORP COM 369550108 615 5,278 SH   DFND 4,5,11,12 5,278 0 0
GEN DYNAMICS CORP COM 369550108 3,141 26,952 SH   DFND 4,5 26,952 0 0
GEN DYNAMICS CORP COM 369550108 14,443 123,924 SH   DFND 4,5 123,924 0 0
GEN ELEC CO COM 369604103 12 446 SH   DFND   446 0 0
GEN ELEC CO COM 369604103 21 782 SH   DFND 4,8 782 0 0
GEN ELEC CO COM 369604103 26 1,000 SH   DFND 4,8 1,000 0 0
GEN ELEC CO COM 369604103 277 10,550 SH   DFND 4,8 10,550 0 0
GEN ELEC CO COM 369604103 303 11,547 SH   DFND 4,8 11,547 0 0
GEN ELEC CO COM 369604103 315 12,000 SH   DFND 4,6 12,000 0 0
GEN ELEC CO COM 369604103 469 17,865 SH   DFND   17,865 0 0
GEN ELEC CO COM 369604103 526 20,000 SH   DFND 4,6 20,000 0 0
GEN ELEC CO COM 369604103 631 24,000 SH   DFND 4,6 24,000 0 0
GEN ELEC CO COM 369604103 922 35,100 SH   DFND 4,5 35,100 0 0
GEN ELEC CO COM 369604103 1,051 40,000 SH   DFND 4,6 40,000 0 0
GEN ELEC CO COM 369604103 1,328 50,519 SH   DFND 4,8 50,519 0 0
GEN ELEC CO COM 369604103 1,577 60,000 SH   DFND 4,6 60,000 0 0
GEN ELEC CO COM 369604103 2,058 78,300 SH   DFND 4,6 78,300 0 0
GEN ELEC CO COM 369604103 5,533 210,555 SH   DFND 4,6 210,555 0 0
GEN ELEC CO COM 369604103 5,601 213,145 SH   DFND 4,5,11,12 213,145 0 0
GEN ELEC CO COM 369604103 12,336 469,400 SH   DFND 4,6 469,400 0 0
GEN ELEC CO COM 369604103 32,282 1,228,389 SH   DFND 4,5,11,12 1,228,389 0 0
GEN ELEC CO COM 369604103 48,475 1,844,558 SH   DFND 1,3 1,844,558 0 0
GEN ELEC CO COM 369604103 67,365 2,563,367 SH   DFND 4,5 2,563,367 0 0
GEN ELEC CO COM 369604103 121,906 4,638,744 SH   DFND 4,5 4,638,744 0 0
GEN GROWTH PPTYS COM 370023103 61 2,600 SH   DFND 4,5,11,12 2,600 0 0
GEN GROWTH PPTYS COM 370023103 1,205 51,166 SH   DFND 4,5,11,12 51,166 0 0
GEN GROWTH PPTYS COM 370023103 1,304 55,357 SH   DFND 4,5 55,357 0 0
GEN GROWTH PPTYS COM 370023103 1,366 57,973 SH   DFND 4,5 57,973 0 0
GENERAL MILLS INC COM 370334104 81 1,548 SH   DFND 4,8 1,548 0 0
GENERAL MILLS INC COM 370334104 89 1,700 SH   DFND 4,6 1,700 0 0
GENERAL MILLS INC COM 370334104 205 3,900 SH   DFND 4,5,11,12 3,900 0 0
GENERAL MILLS INC COM 370334104 282 5,369 SH   DFND 4,6 5,369 0 0
GENERAL MILLS INC COM 370334104 499 9,500 SH   DFND 4,6 9,500 0 0
GENERAL MILLS INC COM 370334104 693 13,197 SH   DFND 4,5,11,12 13,197 0 0
GENERAL MILLS INC COM 370334104 1,314 25,000 SH   DFND 4,6 25,000 0 0
GENERAL MILLS INC COM 370334104 7,952 151,351 SH   DFND 4,5 151,351 0 0
GENERAL MILLS INC COM 370334104 16,471 313,493 SH   DFND 4,5 313,493 0 0
GENERAL MOTORS CO WT EXP 071016 37045V118 0 3 SH Call DFND 1 0 0 3
GENERAL MOTORS CO WT EXP 071016 37045V118 2 59 SH Call DFND 1,3 0 0 59
GENERAL MOTORS CO WT EXP 071016 37045V118 7 273 SH Call DFND   0 0 273
GENERAL MOTORS CO WT EXP 071016 37045V118 134 5,040 SH Call DFND 1,2 0 0 5,040
GENERAL MOTORS CO WT EXP 071019 37045V126 0 3 SH Call DFND 1 0 0 3
GENERAL MOTORS CO WT EXP 071019 37045V126 1 59 SH Call DFND 1,3 0 0 59
GENERAL MOTORS CO WT EXP 071019 37045V126 5 273 SH Call DFND   0 0 273
GENERAL MOTORS CO WT EXP 071019 37045V126 94 5,040 SH Call DFND 1,2 0 0 5,040
GENERAL MOTORS CO WT EXP 123115 37045V134 52 20,883 SH Call DFND 4,5,7 0 0 20,883
GENERAL MOTORS CO WT EXP 123115 37045V134 241 96,175 SH Call DFND 4,5,7 0 0 96,175
GENERAL MOTORS CO COM 37045V100 0 3 SH   DFND 1 3 0 0
GENERAL MOTORS CO COM 37045V100 2 65 SH   DFND 1,3 65 0 0
GENERAL MOTORS CO COM 37045V100 216 5,963 SH   DFND 4,5,7 5,963 0 0
GENERAL MOTORS CO COM 37045V100 218 6,000 SH   DFND 4,6 6,000 0 0
GENERAL MOTORS CO COM 37045V100 243 6,700 SH   DFND 4,5,11,12 6,700 0 0
GENERAL MOTORS CO COM 37045V100 269 7,400 SH   DFND 4,6 7,400 0 0
GENERAL MOTORS CO COM 37045V100 331 9,108 SH   DFND 4,6 9,108 0 0
GENERAL MOTORS CO COM 37045V100 546 15,029 SH   DFND 4,5,7 15,029 0 0
GENERAL MOTORS CO COM 37045V100 653 18,000 SH   DFND 4,6 18,000 0 0
GENERAL MOTORS CO COM 37045V100 657 18,101 SH   DFND   18,101 0 0
GENERAL MOTORS CO COM 37045V100 847 23,326 SH   DFND 4,5,11,12 23,326 0 0
GENERAL MOTORS CO COM 37045V100 1,020 28,100 SH   DFND 4,6 28,100 0 0
GENERAL MOTORS CO COM 37045V100 2,178 60,000 SH   DFND 4,6 60,000 0 0
GENERAL MOTORS CO COM 37045V100 3,870 106,600 SH   DFND 4,5,7 106,600 0 0
GENERAL MOTORS CO COM 37045V100 4,330 119,285 SH   DFND 4,5 119,285 0 0
GENERAL MOTORS CO COM 37045V100 4,919 135,497 SH   DFND 4,5,7 135,497 0 0
GENERAL MOTORS CO COM 37045V100 5,555 153,019 SH   DFND 4,5 153,019 0 0
GENERAL MOTORS CO COM 37045V100 9,604 264,581 SH   DFND 1,3 264,581 0 0
GENTEX CORP COM 371901109 170 5,859 SH   DFND 4,5 5,859 0 0
GENTEX CORP COM 371901109 1,220 41,932 SH   DFND 4,5 41,932 0 0
GENUINE PARTS CO COM 372460105 67 766 SH   DFND 4,8 766 0 0
GENUINE PARTS CO COM 372460105 79 900 SH   DFND 4,5,11,12 900 0 0
GENUINE PARTS CO COM 372460105 412 4,692 SH   DFND 4,5,11,12 4,692 0 0
GENUINE PARTS CO COM 372460105 1,175 13,377 SH   DFND 4,5 13,377 0 0
GENUINE PARTS CO COM 372460105 1,385 15,777 SH   DFND 4,5 15,777 0 0
GENWORTH FINANCIAL COM CL A 37247D106 625 35,900 SH   DFND 4,6 35,900 0 0
GENWORTH FINANCIAL COM CL A 37247D106 664 38,188 SH   DFND 4,5,7 38,188 0 0
GENWORTH FINANCIAL COM CL A 37247D106 679 39,000 SH   DFND 4,6 39,000 0 0
GENWORTH FINANCIAL COM CL A 37247D106 710 40,831 SH   DFND 4,5 40,831 0 0
GENWORTH FINANCIAL COM CL A 37247D106 1,524 87,599 SH   DFND 4,5 87,599 0 0
GERDAU SA SPON ADR REP PFD 373737105 3,604 611,800 SH   DFND 4,5 611,800 0 0
GERDAU SA SPON ADR REP PFD 373737105 5,086 863,522 SH   DFND 4,5 863,522 0 0
GERDAU SA SPON ADR REP PFD 373737105 7,417 1,259,311 SH   DFND 1,3 1,259,311 0 0
GETTY REALTY CORP COM 374297109 44 2,300 SH   DFND 4,5,11,12 2,300 0 0
GILAT SATELLITE SHS NEW M51474118 0 1 SH   DFND 1,3 1 0 0
GILDAN ACTIVEWEAR COM 375916103 237 4,028 SH   DFND 4,8 4,028 0 0
GILDAN ACTIVEWEAR COM 375916103 351 5,953 SH   DFND 4,5 5,953 0 0
GILDAN ACTIVEWEAR COM 375916103 879 14,931 SH   DFND 4,5,11,12 14,931 0 0
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GILDAN ACTIVEWEAR COM 375916103 24,241 411,700 SH   DFND 4,5,11,12 411,700 0 0
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GLADSTONE COMMERCI COM 376536108 25 1,400 SH   DFND 4,5,11,12 1,400 0 0
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GLOBAL PAYMENTS COM 37940X102 1,733 23,782 SH   DFND 4,5 23,782 0 0
GNC HOLDINGS INC COM CL A 36191G107 3,369 98,786 SH   DFND 4,5,7 98,786 0 0
GNC HOLDINGS INC COM CL A 36191G107 16,046 470,569 SH   DFND 4,5,7 470,569 0 0
GOLAR LNG SHS G9456A100 92 1,527 SH   DFND 4,5,7 1,527 0 0
GOLDCORP INC SR NT CV 2%14 380956AB8 2,303 2,300,000 PRN   DFND 4,5 0 0 2,300,000
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GOOGLE INC CL C 38259P706 4,931 8,572 SH   DFND 4,6 8,572 0 0
GOOGLE INC CL C 38259P706 5,145 8,943 SH   DFND 4,6 8,943 0 0
GOOGLE INC CL C 38259P706 6,218 10,808 SH   DFND 1,2 10,808 0 0
GOOGLE INC CL C 38259P706 13,722 23,852 SH   DFND 4,5 23,852 0 0
GOOGLE INC CL C 38259P706 17,430 30,298 SH   DFND 1,3 30,298 0 0
GOOGLE INC CL C 38259P706 27,496 47,795 SH   DFND 4,5,11,12 47,795 0 0
GOOGLE INC CL C 38259P706 36,279 63,063 SH   DFND 4,5 63,063 0 0
GOVERNMENT PROPERT COM SHS BEN INT 38376A103 122 4,800 SH   DFND 4,5,11,12 4,800 0 0
GPO FIN GALICIA SP ADR 10 SH B 399909100 149 10,148 SH   DFND 4,5,7 10,148 0 0
GRACO INC COM 384109104 2,244 28,741 SH   DFND 4,5 28,741 0 0
GRAHAM HOLDINGS CO COM 384637104 4 5 SH   DFND 4,5 5 0 0
GRAINGER(WW)INC COM 384802104 429 1,689 SH   DFND 4,5,11,12 1,689 0 0
GRAINGER(WW)INC COM 384802104 6,906 27,161 SH   DFND 4,5 27,161 0 0
GRAINGER(WW)INC COM 384802104 9,255 36,400 SH   DFND 4,5,11,12 36,400 0 0
GRAINGER(WW)INC COM 384802104 14,783 58,140 SH   DFND 4,5 58,140 0 0
GRAMERCY PROPERTY COM 38489R100 51 8,500 SH   DFND 4,5,11,12 8,500 0 0
GRAN TIERRA ENERGY COM 38500T101 460 56,600 SH   DFND 4,5 56,600 0 0
GRAN TIERRA ENERGY COM 38500T101 2,827 348,200 SH   DFND 4,5 348,200 0 0
GRANA Y MONTERO SA SPONSORED ADR 38500P208 2,064 114,392 SH   DFND 4,5 114,392 0 0
GRANA Y MONTERO SA SPONSORED ADR 38500P208 2,632 145,887 SH   DFND 4,5 145,887 0 0
GRAND CANYON EDUCA COM 38526M106 184 4,000 SH   DFND 1,3 4,000 0 0
GRANITE CONST COM 387328107 400 11,131 SH   DFND 4,5 11,131 0 0
GRANITE REAL ESTAT STAPLED UNIT 387437114 86 2,300 SH   DFND 4,5,11,12 2,300 0 0
GRAPHIC PACK HLDG COM 388689101 679 58,049 SH   DFND 4,5,7 58,049 0 0
GREAT PLAINS ENERG COM 391164100 3,466 128,984 SH   DFND 4,5 128,984 0 0
GREIF INC CL A 397624107 411 7,527 SH   DFND 4,5 7,527 0 0
GRIFOLS SA SP ADR REP B NVT 398438408 35,106 796,950 SH   DFND 4,5,7 796,950 0 0
GROUP 1 AUTOMOTIVE COM 398905109 480 5,689 SH   DFND 4,5,7 5,689 0 0
GROUPON INC COM CL A 399473107 9,545 1,441,866 SH   DFND 4,5,7 1,441,866 0 0
GROUPON INC COM CL A 399473107 9,879 1,492,245 SH   DFND 4,5,7 1,492,245 0 0
GRUMA SAB DE CV SPON ADR CL B 400131306 108 2,264 SH   DFND 1 2,264 0 0
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 42,001 1,224,172 SH   DFND 4,5 1,224,172 0 0
GRUPO TELEVISA SAB SPON ADR REP ORD 40049J206 42,345 1,234,176 SH   DFND 4,5 1,234,176 0 0
GT ADVANCED TECHNO SR CONV NT 3%20 36191UAB2 1,456 835,000 PRN   DFND 4,5,7 0 0 835,000
GT ADVANCED TECHNO SR CONV NT 3%20 36191UAB2 2,000 1,147,000 PRN   DFND 4,5,7 0 0 1,147,000
GULF COAST ULTRA D ROYALTY TR UNT 40222T104 263 89,900 SH   DFND 4,5,7 89,900 0 0
GULF COAST ULTRA D ROYALTY TR UNT 40222T104 3,090 1,054,455 SH   DFND 4,5,7 1,054,455 0 0
GULFPORT ENERGY CO COM NEW 402635304 231 3,675 SH   DFND 4,5,7 3,675 0 0
GULFPORT ENERGY CO COM NEW 402635304 1,935 30,810 SH   DFND 4,5,7 30,810 0 0
GULFPORT ENERGY CO COM NEW 402635304 1,980 31,526 SH   DFND 4,5,7 31,526 0 0
HAIN CELESTIAL GRP COM 405217100 23 261 SH   DFND   261 0 0
HAIN CELESTIAL GRP COM 405217100 1,031 11,617 SH   DFND 4,5 11,617 0 0
HAIN CELESTIAL GRP COM 405217100 3,961 44,637 SH   DFND 1,3 44,637 0 0
HALCON RES CORP COM NEW 40537Q209 246 33,800 SH   DFND 4,5,7 33,800 0 0
HALLIBURTON COM 406216101 54 766 SH   DFND 4,5,7 766 0 0
HALLIBURTON COM 406216101 110 1,550 SH   DFND 4,6 1,550 0 0
HALLIBURTON COM 406216101 114 1,600 SH   DFND 1 1,600 0 0
HALLIBURTON COM 406216101 162 2,279 SH   DFND   2,279 0 0
HALLIBURTON COM 406216101 213 3,000 SH   DFND 4,6 3,000 0 0
HALLIBURTON COM 406216101 327 4,600 SH   DFND 4,5,11,12 4,600 0 0
HALLIBURTON COM 406216101 391 5,500 SH   DFND 4,6 5,500 0 0
HALLIBURTON COM 406216101 568 8,000 SH   DFND 4,6 8,000 0 0
HALLIBURTON COM 406216101 888 12,500 SH   DFND 4,5,7 12,500 0 0
HALLIBURTON COM 406216101 962 13,541 SH   DFND 4,5,11,12 13,541 0 0
HALLIBURTON COM 406216101 1,029 14,494 SH   DFND 4,6 14,494 0 0
HALLIBURTON COM 406216101 1,732 24,397 SH   DFND 4,1 24,397 0 0
HALLIBURTON COM 406216101 5,368 75,588 SH   DFND 4,5 75,588 0 0
HALLIBURTON COM 406216101 8,437 118,817 SH   DFND 1,2 118,817 0 0
HALLIBURTON COM 406216101 9,762 137,470 SH   DFND 1,3 137,470 0 0
HALLIBURTON COM 406216101 24,845 349,878 SH   DFND 4,5 349,878 0 0
HANCOCK HOLDING CO COM 410120109 1,327 37,576 SH   DFND 4,5 37,576 0 0
HANESBRANDS INC COM 410345102 5,805 58,968 SH   DFND 4,5 58,968 0 0
HARBINGER GROUP IN COM 41146A106 787 62,000 SH   DFND 4,5,7 62,000 0 0
HARLEY DAVIDSON COM 412822108 84 1,200 SH   DFND 4,5,11,12 1,200 0 0
HARLEY DAVIDSON COM 412822108 310 4,443 SH   DFND 4,5,11,12 4,443 0 0
HARLEY DAVIDSON COM 412822108 1,242 17,781 SH   DFND 4,5 17,781 0 0
HARLEY DAVIDSON COM 412822108 1,824 26,114 SH   DFND 4,5 26,114 0 0
HARMAN INTL INDS COM 413086109 464 4,316 SH   DFND 4,5 4,316 0 0
HARMAN INTL INDS COM 413086109 619 5,763 SH   DFND 4,5 5,763 0 0
HARRIS CORP COM 413875105 47 618 SH   DFND 4,5,7 618 0 0
HARRIS CORP COM 413875105 53 700 SH   DFND 4,5,11,12 700 0 0
HARRIS CORP COM 413875105 129 1,700 SH   DFND 4,6 1,700 0 0
HARRIS CORP COM 413875105 294 3,879 SH   DFND 4,5,11,12 3,879 0 0
HARRIS CORP COM 413875105 476 6,290 SH   DFND 1,3 6,290 0 0
HARRIS CORP COM 413875105 697 9,200 SH   DFND 4,6 9,200 0 0
HARRIS CORP COM 413875105 1,290 17,036 SH   DFND 4,5 17,036 0 0
HARRIS CORP COM 413875105 1,420 18,750 SH   DFND 4,5 18,750 0 0
HARRIS CORP COM 413875105 1,621 21,400 SH   DFND 4,6 21,400 0 0
HARRIS CORP COM 413875105 3,038 40,100 SH   DFND 4,6 40,100 0 0
HARTFORD FINL SVCS COM 416515104 47 1,300 SH   DFND 4,5,11,12 1,300 0 0
HARTFORD FINL SVCS COM 416515104 194 5,422 SH   DFND 4,5,11,12 5,422 0 0
HARTFORD FINL SVCS COM 416515104 905 25,286 SH   DFND 4,5,7 25,286 0 0
HARTFORD FINL SVCS COM 416515104 1,119 31,236 SH   DFND 4,5 31,236 0 0
HARTFORD FINL SVCS COM 416515104 1,564 43,665 SH   DFND 4,5 43,665 0 0
HARTFORD FINL SVCS COM 416515104 2,661 74,300 SH   DFND 4,6 74,300 0 0
HASBRO INC COM 418056107 37 700 SH   DFND 4,5,11,12 700 0 0
HASBRO INC COM 418056107 178 3,359 SH   DFND 4,5,11,12 3,359 0 0
HASBRO INC COM 418056107 834 15,722 SH   DFND 4,5 15,722 0 0
HASBRO INC COM 418056107 1,351 25,468 SH   DFND 4,5 25,468 0 0
HATTERAS FINANCIAL COM 41902R103 489 24,700 SH   DFND 4,5,7 24,700 0 0
HCA HLDGS INC COM 40412C101 62 1,100 SH   DFND 4,5,11,12 1,100 0 0
HCA HLDGS INC COM 40412C101 372 6,600 SH   DFND 4,5,11,12 6,600 0 0
HCA HLDGS INC COM 40412C101 393 6,963 SH   DFND 4,5,7 6,963 0 0
HCA HLDGS INC COM 40412C101 812 14,400 SH   DFND 4,5,7 14,400 0 0
HCA HLDGS INC COM 40412C101 1,232 21,849 SH   DFND 4,5 21,849 0 0
HCA HLDGS INC COM 40412C101 2,177 38,613 SH   DFND 4,5 38,613 0 0
HCA HLDGS INC COM 40412C101 6,416 113,804 SH   DFND 4,5,7 113,804 0 0
HCP INC COM 40414L109 103 2,500 SH   DFND 4,5,11,12 2,500 0 0
HCP INC COM 40414L109 1,961 47,378 SH   DFND 4,5 47,378 0 0
HCP INC COM 40414L109 2,386 57,660 SH   DFND 4,5,11,12 57,660 0 0
HCP INC COM 40414L109 3,814 92,164 SH   DFND 4,5 92,164 0 0
HD SUPPLY INC COM 40416M105 309 10,870 SH   DFND 4,1 10,870 0 0
HD SUPPLY INC COM 40416M105 8,000 281,802 SH   DFND 4,5,7 281,802 0 0
HD SUPPLY INC COM 40416M105 8,015 282,315 SH   DFND 4,5,7 282,315 0 0
HDFC BANK ADR REPS 3 SHS 40415F101 492 10,500 SH   DFND 4,5 10,500 0 0
HDFC BANK ADR REPS 3 SHS 40415F101 515 11,000 SH   DFND 4,6 11,000 0 0
HDFC BANK ADR REPS 3 SHS 40415F101 604 12,900 SH   DFND 4,6 12,900 0 0
HDFC BANK ADR REPS 3 SHS 40415F101 2,198 46,950 SH   DFND 4,5 46,950 0 0
HDFC BANK ADR REPS 3 SHS 40415F101 2,815 60,124 SH   DFND 1,3 60,124 0 0
HEALTH CARE REIT SR NT CV 3%29 42217KAR7 2,963 2,400,000 PRN   DFND 4,5 0 0 2,400,000
HEALTH CARE REIT COM 42217K106 81 1,300 SH   DFND 4,5,11,12 1,300 0 0
HEALTH CARE REIT COM 42217K106 1,597 25,479 SH   DFND 4,5 25,479 0 0
HEALTH CARE REIT COM 42217K106 2,223 35,473 SH   DFND 4,5,11,12 35,473 0 0
HEALTH CARE REIT COM 42217K106 2,310 36,858 SH   DFND 4,5 36,858 0 0
HEALTH NET INC COM 42222G108 2,704 65,105 SH   DFND 4,5 65,105 0 0
HEALTHCARE REALTY COM 421946104 254 10,000 SH   DFND 4,5,11,12 10,000 0 0
HEALTHCARE TR AMER CL A 42225P105 185 15,400 SH   DFND 4,5,11,12 15,400 0 0
HEALTHSOUTH CORP COM NEW 421924309 83 2,300 SH   DFND 4,6 2,300 0 0
HEALTHSOUTH CORP COM NEW 421924309 441 12,300 SH   DFND 4,6 12,300 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,065 29,700 SH   DFND 4,6 29,700 0 0
HEALTHWAYS INC COM 422245100 529 30,148 SH   DFND 4,5,7 30,148 0 0
HELIX ENRGY SOL GR SR GLBL CV NT 32 42330PAG2 1 1,000 PRN   DFND 4,5,7 0 0 1,000
HELIX ENRGY SOL GR COM 42330P107 2,205 83,819 SH   DFND 4,5 83,819 0 0
HELMERICH & PAYNE COM 423452101 125 1,074 SH   DFND 4,8 1,074 0 0
HELMERICH & PAYNE COM 423452101 441 3,800 SH   DFND 4,5,7 3,800 0 0
HELMERICH & PAYNE COM 423452101 546 4,702 SH   DFND 4,5,11,12 4,702 0 0
HELMERICH & PAYNE COM 423452101 799 6,884 SH   DFND 4,5 6,884 0 0
HELMERICH & PAYNE COM 423452101 2,579 22,215 SH   DFND 4,5 22,215 0 0
HELMERICH & PAYNE COM 423452101 14,374 123,800 SH   DFND 4,5,11,12 123,800 0 0
HENRY JACK & ASSOC COM 426281101 1,480 24,911 SH   DFND 4,5 24,911 0 0
HENRY SCHEIN CORP COM 806407102 71 600 SH   DFND 4,5,11,12 600 0 0
HENRY SCHEIN CORP COM 806407102 83 700 SH   DFND 4,8 700 0 0
HENRY SCHEIN CORP COM 806407102 239 2,014 SH   DFND 4,5,11,12 2,014 0 0
HENRY SCHEIN CORP COM 806407102 356 3,000 SH   DFND 4,6 3,000 0 0
HENRY SCHEIN CORP COM 806407102 886 7,468 SH   DFND 4,5 7,468 0 0
HENRY SCHEIN CORP COM 806407102 6,987 58,881 SH   DFND 4,5 58,881 0 0
HERBALIFE LTD COM USD SHS G4412G101 45 700 SH   DFND 4,5,11,12 700 0 0
HERBALIFE LTD COM USD SHS G4412G101 194 3,000 SH   DFND 4,6 3,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 222 3,444 SH   DFND 4,5,11,12 3,444 0 0
HERBALIFE LTD COM USD SHS G4412G101 434 6,723 SH   DFND 4,5 6,723 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,655 41,136 SH   DFND 4,5 41,136 0 0
HERMAN MILLER INC COM 600544100 686 22,689 SH   DFND 4,5 22,689 0 0
HERSHA HOSPITALITY SH BEN INT A 427825104 111 16,500 SH   DFND 4,5,11,12 16,500 0 0
HERSHEY COMPANY COM 427866108 73 750 SH   DFND 4,6 750 0 0
HERSHEY COMPANY COM 427866108 97 1,000 SH   DFND 4,5,11,12 1,000 0 0
HERSHEY COMPANY COM 427866108 406 4,173 SH   DFND 4,5,11,12 4,173 0 0
HERSHEY COMPANY COM 427866108 570 5,856 SH   DFND 4,8 5,856 0 0
HERSHEY COMPANY COM 427866108 652 6,700 SH   DFND 4,6 6,700 0 0
HERSHEY COMPANY COM 427866108 1,743 17,900 SH   DFND 4,6 17,900 0 0
HERSHEY COMPANY COM 427866108 10,950 112,453 SH   DFND 4,5 112,453 0 0
HERSHEY COMPANY COM 427866108 22,268 228,694 SH   DFND 4,5 228,694 0 0
HERTZ GLOBAL HLDGS COM 42805T105 73 2,600 SH   DFND 4,5,11,12 2,600 0 0
HERTZ GLOBAL HLDGS COM 42805T105 206 7,362 SH   DFND 4,5,7 7,362 0 0
HERTZ GLOBAL HLDGS COM 42805T105 249 8,900 SH   DFND 4,5,11,12 8,900 0 0
HERTZ GLOBAL HLDGS COM 42805T105 906 32,320 SH   DFND 4,5 32,320 0 0
HERTZ GLOBAL HLDGS COM 42805T105 4,339 154,815 SH   DFND 4,5,7 154,815 0 0
HERTZ GLOBAL HLDGS COM 42805T105 4,345 155,020 SH   DFND 4,5,7 155,020 0 0
HERTZ GLOBAL HLDGS COM 42805T105 5,656 201,794 SH   DFND 4,5 201,794 0 0
HESS CORPORATION COM 42809H107 54 544 SH   DFND 4,5,7 544 0 0
HESS CORPORATION COM 42809H107 84 850 SH   DFND 4,6 850 0 0
HESS CORPORATION COM 42809H107 188 1,900 SH   DFND 4,5,11,12 1,900 0 0
HESS CORPORATION COM 42809H107 494 5,000 SH   DFND 4,6 5,000 0 0
HESS CORPORATION COM 42809H107 510 5,162 SH   DFND 4,5,11,12 5,162 0 0
HESS CORPORATION COM 42809H107 593 6,000 SH   DFND 4,6 6,000 0 0
HESS CORPORATION COM 42809H107 613 6,200 SH   DFND   6,200 0 0
HESS CORPORATION COM 42809H107 870 8,800 SH   DFND 4,6 8,800 0 0
HESS CORPORATION COM 42809H107 2,403 24,300 SH   DFND 4,6 24,300 0 0
HESS CORPORATION COM 42809H107 14,763 149,283 SH   DFND 4,5 149,283 0 0
HESS CORPORATION COM 42809H107 27,393 277,005 SH   DFND 4,5 277,005 0 0
HEWLETT PACKARD CO COM 428236103 47 1,397 SH   DFND 4,5,7 1,397 0 0
HEWLETT PACKARD CO COM 428236103 91 2,698 SH   DFND 4,8 2,698 0 0
HEWLETT PACKARD CO COM 428236103 182 5,400 SH   DFND 4,6 5,400 0 0
HEWLETT PACKARD CO COM 428236103 267 7,920 SH   DFND   7,920 0 0
HEWLETT PACKARD CO COM 428236103 280 8,324 SH   DFND 4,8 8,324 0 0
HEWLETT PACKARD CO COM 428236103 337 10,000 SH   DFND 4,6 10,000 0 0
HEWLETT PACKARD CO COM 428236103 437 12,975 SH   DFND 4,6 12,975 0 0
HEWLETT PACKARD CO COM 428236103 539 16,000 SH   DFND 4,6 16,000 0 0
HEWLETT PACKARD CO COM 428236103 1,007 29,900 SH   DFND 4,6 29,900 0 0
HEWLETT PACKARD CO COM 428236103 1,871 55,552 SH   DFND 4,5,11,12 55,552 0 0
HEWLETT PACKARD CO COM 428236103 2,843 84,400 SH   DFND 4,6 84,400 0 0
HEWLETT PACKARD CO COM 428236103 17,762 527,368 SH   DFND 4,5 527,368 0 0
HEWLETT PACKARD CO COM 428236103 31,508 935,500 SH   DFND 4,5,11,12 935,500 0 0
HEWLETT PACKARD CO COM 428236103 49,471 1,468,846 SH   DFND 4,5 1,468,846 0 0
HEXCEL CORP COM 428291108 1,343 32,840 SH   DFND 1,3 32,840 0 0
HIGHWOODS PROPERTI COM 431284108 394 9,400 SH   DFND 4,5,11,12 9,400 0 0
HILL-ROM HLDGS INC COM 431475102 1,287 31,016 SH   DFND 4,5 31,016 0 0
HILLSHIRE BRANDS C COM 432589109 1,022 16,402 SH   DFND 4,5 16,402 0 0
HILLSHIRE BRANDS C COM 432589109 12,311 197,609 SH   DFND 4,5,7 197,609 0 0
HILLSHIRE BRANDS C COM 432589109 14,801 237,573 SH   DFND 4,5,7 237,573 0 0
HILTON WORLDWIDE H COM 43300A104 133 5,707 SH   DFND 4,5 5,707 0 0
HILTON WORLDWIDE H COM 43300A104 203 8,700 SH   DFND 4,1 8,700 0 0
HILTON WORLDWIDE H COM 43300A104 650 27,905 SH   DFND 4,1 27,905 0 0
HOLLYFRONTIER CORP COM 436106108 52 1,200 SH   DFND 4,5,11,12 1,200 0 0
HOLLYFRONTIER CORP COM 436106108 57 1,295 SH   DFND 4,8 1,295 0 0
HOLLYFRONTIER CORP COM 436106108 205 4,700 SH   DFND 4,5,11,12 4,700 0 0
HOLLYFRONTIER CORP COM 436106108 859 19,654 SH   DFND 4,5 19,654 0 0
HOLLYFRONTIER CORP COM 436106108 8,547 195,620 SH   DFND 4,5 195,620 0 0
HOLOGIC INC SR STEP CV NT 43 436440AG6 406 371,000 PRN   DFND 4,5,7 0 0 371,000
HOLOGIC INC COM 436440101 58 2,300 SH   DFND 4,5,11,12 2,300 0 0
HOLOGIC INC COM 436440101 75 2,939 SH   DFND 4,8 2,939 0 0
HOLOGIC INC COM 436440101 166 6,533 SH   DFND 4,5,11,12 6,533 0 0
HOLOGIC INC COM 436440101 388 15,311 SH   DFND 4,5 15,311 0 0
HOLOGIC INC COM 436440101 11,017 434,577 SH   DFND 4,5 434,577 0 0
HOME DEPOT INC COM 437076102 16 200 SH   DFND   200 0 0
HOME DEPOT INC COM 437076102 46 572 SH   DFND 4,5,7 572 0 0
HOME DEPOT INC COM 437076102 130 1,611 SH   DFND 4,8 1,611 0 0
HOME DEPOT INC COM 437076102 255 3,150 SH   DFND 4,6 3,150 0 0
HOME DEPOT INC COM 437076102 542 6,700 SH   DFND 4,6 6,700 0 0
HOME DEPOT INC COM 437076102 607 7,500 SH   DFND 4,6 7,500 0 0
HOME DEPOT INC COM 437076102 663 8,192 SH   DFND 4,6 8,192 0 0
HOME DEPOT INC COM 437076102 818 10,100 SH   DFND 4,6 10,100 0 0
HOME DEPOT INC COM 437076102 874 10,801 SH   DFND 4,8 10,801 0 0
HOME DEPOT INC COM 437076102 931 11,500 SH   DFND 4,6 11,500 0 0
HOME DEPOT INC COM 437076102 972 12,000 SH   DFND 4,6 12,000 0 0
HOME DEPOT INC COM 437076102 1,619 20,000 SH   DFND 4,6 20,000 0 0
HOME DEPOT INC COM 437076102 1,676 20,703 SH   DFND 4,1 20,703 0 0
HOME DEPOT INC COM 437076102 2,242 27,691 SH   DFND 4,5,11,12 27,691 0 0
HOME DEPOT INC COM 437076102 4,555 56,263 SH   DFND 4,6 56,263 0 0
HOME DEPOT INC COM 437076102 8,096 100,000 SH   DFND 4,6 100,000 0 0
HOME DEPOT INC COM 437076102 15,114 186,683 SH   DFND 4,5 186,683 0 0
HOME DEPOT INC COM 437076102 15,512 191,600 SH   DFND 4,5,11,12 191,600 0 0
HOME DEPOT INC COM 437076102 38,998 481,689 SH   DFND 4,5 481,689 0 0
HOME INNS & HOTEL SPON ADR 43713W107 3,467 101,289 SH   DFND 4,5,7 101,289 0 0
HOME INNS & HOTEL SR NT CV 2%15 43713WAB3 2,677 2,713,000 PRN   DFND 4,5,7 0 0 2,713,000
HOME PROPERTIES IN COM 437306103 377 5,900 SH   DFND 4,5,11,12 5,900 0 0
HOMEAWAY INC COM 43739Q100 358 10,290 SH   DFND 4,1 10,290 0 0
HONEYWELL INTL INC COM 438516106 93 1,000 SH   DFND 4,6 1,000 0 0
HONEYWELL INTL INC COM 438516106 288 3,100 SH   DFND 4,6 3,100 0 0
HONEYWELL INTL INC COM 438516106 418 4,500 SH   DFND 4,5,11,12 4,500 0 0
HONEYWELL INTL INC COM 438516106 446 4,800 SH   DFND 4,6 4,800 0 0
HONEYWELL INTL INC COM 438516106 636 6,837 SH   DFND 4,6 6,837 0 0
HONEYWELL INTL INC COM 438516106 677 7,285 SH   DFND 4,8 7,285 0 0
HONEYWELL INTL INC COM 438516106 781 8,400 SH   DFND 4,6 8,400 0 0
HONEYWELL INTL INC COM 438516106 889 9,560 SH   DFND 4,1 9,560 0 0
HONEYWELL INTL INC COM 438516106 912 9,812 SH   DFND 1,3 9,812 0 0
HONEYWELL INTL INC COM 438516106 1,150 12,367 SH   DFND 4,5,11,12 12,367 0 0
HONEYWELL INTL INC COM 438516106 29,700 319,524 SH   DFND 4,5 319,524 0 0
HONEYWELL INTL INC COM 438516106 50,723 545,706 SH   DFND 4,5 545,706 0 0
HORMEL FOODS CORP COM 440452100 44 900 SH   DFND 4,5,11,12 900 0 0
HORMEL FOODS CORP COM 440452100 73 1,478 SH   DFND 4,5,11,12 1,478 0 0
HORMEL FOODS CORP COM 440452100 757 15,349 SH   DFND 4,5 15,349 0 0
HORMEL FOODS CORP COM 440452100 3,108 62,972 SH   DFND 4,5 62,972 0 0
HOSPIRA INC COM 441060100 51 1,000 SH   DFND 4,5,11,12 1,000 0 0
HOSPIRA INC COM 441060100 220 4,285 SH   DFND 4,5,11,12 4,285 0 0
HOSPIRA INC COM 441060100 557 10,845 SH   DFND 4,5 10,845 0 0
HOSPIRA INC COM 441060100 712 13,865 SH   DFND 4,5 13,865 0 0
HOSPITALITY PPTYS COM SH BEN INT 44106M102 378 12,446 SH   DFND 4,5 12,446 0 0
HOSPITALITY PPTYS COM SH BEN INT 44106M102 502 16,500 SH   DFND 4,5,11,12 16,500 0 0
HOSPITALITY PPTYS COM SH BEN INT 44106M102 1,780 58,556 SH   DFND 4,5 58,556 0 0
HOST HOTELS & RESO COM 44107P104 68 3,067 SH   DFND 4,8 3,067 0 0
HOST HOTELS & RESO COM 44107P104 95 4,300 SH   DFND 4,5,11,12 4,300 0 0
HOST HOTELS & RESO COM 44107P104 352 16,000 SH   DFND 4,6 16,000 0 0
HOST HOTELS & RESO COM 44107P104 1,344 61,066 SH   DFND 4,5 61,066 0 0
HOST HOTELS & RESO COM 44107P104 1,953 88,726 SH   DFND 4,5,11,12 88,726 0 0
HOST HOTELS & RESO COM 44107P104 2,039 92,652 SH   DFND 4,5 92,652 0 0
HOVNANIAN K ENTERP CL A 442487203 133 25,821 SH   DFND 4,5,7 25,821 0 0
HUB GROUP INC CL A 443320106 658 13,050 SH   DFND 4,1 13,050 0 0
HUDBAY MINERALS IN COM 443628102 0 10 SH   DFND 4,5,7 10 0 0
HUDSON CITY BANCOR COM 443683107 31 3,200 SH   DFND 4,5,11,12 3,200 0 0
HUDSON CITY BANCOR COM 443683107 121 12,310 SH   DFND 4,5,11,12 12,310 0 0
HUDSON CITY BANCOR COM 443683107 297 30,197 SH   DFND 4,5 30,197 0 0
HUDSON CITY BANCOR COM 443683107 770 78,320 SH   DFND 4,5 78,320 0 0
HUDSON PAC PPTYS I COM 444097109 119 4,700 SH   DFND 4,5,11,12 4,700 0 0
HUMANA INC COM 444859102 29 227 SH   DFND 4,8 227 0 0
HUMANA INC COM 444859102 39 306 SH   DFND 4,8 306 0 0
HUMANA INC COM 444859102 312 2,439 SH   DFND 4,5,11,12 2,439 0 0
HUMANA INC COM 444859102 2,636 20,640 SH   DFND 4,5 20,640 0 0
HUMANA INC COM 444859102 2,691 21,071 SH   DFND 4,5 21,071 0 0
HUMANA INC COM 444859102 10,473 82,000 SH   DFND 4,5,11,12 82,000 0 0
HUNT(JB)TRANSPORT COM 445658107 44 600 SH   DFND 4,5,11,12 600 0 0
HUNT(JB)TRANSPORT COM 445658107 212 2,876 SH   DFND 4,5,11,12 2,876 0 0
HUNT(JB)TRANSPORT COM 445658107 374 5,071 SH   DFND 4,5 5,071 0 0
HUNT(JB)TRANSPORT COM 445658107 3,318 44,975 SH   DFND 4,5 44,975 0 0
HUNTINGTON BANCSHS COM 446150104 100 10,500 SH   DFND 4,6 10,500 0 0
HUNTINGTON BANCSHS COM 446150104 176 18,475 SH   DFND 4,5 18,475 0 0
HUNTINGTON BANCSHS COM 446150104 376 39,400 SH   DFND 4,6 39,400 0 0
HUNTINGTON BANCSHS COM 446150104 389 40,744 SH   DFND 4,5 40,744 0 0
HUNTINGTON BANCSHS COM 446150104 1,620 169,800 SH   DFND 4,6 169,800 0 0
HUNTINGTON BANCSHS COM 446150104 3,911 410,000 SH   DFND 4,6 410,000 0 0
HUNTINGTON INGALLS COM 446413106 2,185 23,100 SH   DFND 4,5 23,100 0 0
HUNTSMAN CORP COM 447011107 16,225 577,405 SH   DFND 4,5,7 577,405 0 0
IAC INTERACTIVECOR COM PAR $.001 44919P508 383 5,528 SH   DFND 4,5 5,528 0 0
IAC INTERACTIVECOR COM PAR $.001 44919P508 813 11,750 SH   DFND 1,3 11,750 0 0
IAMGOLD CORP COM 450913108 296 71,900 SH   DFND 4,5 71,900 0 0
IAMGOLD CORP COM 450913108 927 225,000 SH   DFND 4,5 225,000 0 0
IBERIABANK CORP COM 450828108 983 14,200 SH   DFND 1,3 14,200 0 0
ICICI BANK ADR 45104G104 978 19,600 SH   DFND 4,5 19,600 0 0
ICICI BANK ADR 45104G104 3,763 75,415 SH   DFND 1,3 75,415 0 0
ICICI BANK ADR 45104G104 13,385 268,240 SH   DFND 4,5 268,240 0 0
ICON SHS G4705A100 914 19,410 SH   DFND 1,3 19,410 0 0
ICON SHS G4705A100 1,201 25,500 SH   DFND 1,2 25,500 0 0
ICONIX BRAND GRP SR SB CONV NT 16 451055AE7 3,015 2,085,000 PRN   DFND 4,5,7 0 0 2,085,000
IDACORP INC COM 451107106 1,404 24,281 SH   DFND 4,5 24,281 0 0
IDENIX PHARMACEUTI COM 45166R204 1,010 41,890 SH   DFND 4,5,7 41,890 0 0
IDEX CORP COM 45167R104 1,801 22,300 SH   DFND 4,5 22,300 0 0
IGATE CORPORATION COM 45169U105 662 18,200 SH   DFND 1,3 18,200 0 0
IHS INC CL A 451734107 41 300 SH   DFND 4,5,11,12 300 0 0
IHS INC CL A 451734107 73 536 SH   DFND 4,5,11,12 536 0 0
IHS INC CL A 451734107 1,087 8,012 SH   DFND 4,5 8,012 0 0
IHS INC CL A 451734107 6,714 49,490 SH   DFND 4,5 49,490 0 0
ILLINOIS TOOL WKS COM 452308109 48 553 SH   DFND 4,5,7 553 0 0
ILLINOIS TOOL WKS COM 452308109 228 2,600 SH   DFND 4,5,11,12 2,600 0 0
ILLINOIS TOOL WKS COM 452308109 468 5,348 SH   DFND 4,6 5,348 0 0
ILLINOIS TOOL WKS COM 452308109 525 6,000 SH   DFND 4,6 6,000 0 0
ILLINOIS TOOL WKS COM 452308109 584 6,664 SH   DFND 4,5,11,12 6,664 0 0
ILLINOIS TOOL WKS COM 452308109 3,711 42,385 SH   DFND 4,5 42,385 0 0
ILLINOIS TOOL WKS COM 452308109 15,513 177,173 SH   DFND 4,5 177,173 0 0
ILLUMINA INC COM 452327109 125 700 SH   DFND 4,5,11,12 700 0 0
ILLUMINA INC COM 452327109 366 2,050 SH   DFND 4,5,11,12 2,050 0 0
ILLUMINA INC COM 452327109 1,164 6,520 SH   DFND 4,1 6,520 0 0
ILLUMINA INC COM 452327109 1,696 9,500 SH   DFND 4,5 9,500 0 0
ILLUMINA INC COM 452327109 2,567 14,376 SH   DFND 4,5 14,376 0 0
IMAX CORP COM 45245E109 1,055 37,029 SH   DFND 4,5,7 37,029 0 0
IMAX CORP COM 45245E109 3,499 122,842 SH   DFND 4,5,7 122,842 0 0
IMPERIAL OIL COM NEW 453038408 95 1,800 SH   DFND 4,5,11,12 1,800 0 0
IMPERIAL OIL COM NEW 453038408 329 6,248 SH   DFND 4,5,11,12 6,248 0 0
IMPERIAL OIL COM NEW 453038408 395 7,514 SH   DFND 4,6 7,514 0 0
IMPERIAL OIL COM NEW 453038408 474 9,000 SH   DFND 4,6 9,000 0 0
IMPERIAL OIL COM NEW 453038408 1,464 27,809 SH   DFND 4,5 27,809 0 0
IMPERIAL OIL COM NEW 453038408 2,100 39,905 SH   DFND 4,5 39,905 0 0
INCYTE CORPORATION COM 45337C102 28 504 SH   DFND 4,5,7 504 0 0
INCYTE CORPORATION COM 45337C102 172 3,046 SH   DFND 4,5,7 3,046 0 0
INCYTE CORPORATION COM 45337C102 3,911 69,300 SH   DFND 4,5 69,300 0 0
INCYTE CORPORATION COM 45337C102 11,519 204,100 SH   DFND 4,5 204,100 0 0
INFOBLOX INC COM 45672H104 136 10,304 SH   DFND 4,5,7 10,304 0 0
INFOBLOX INC COM 45672H104 408 31,000 SH   DFND 4,5 31,000 0 0
INFORMATICA CORP COM 45666Q102 4,252 119,264 SH   DFND 4,5 119,264 0 0
INFOSYS LTD SPONSORED ADR 456788108 333 6,200 SH   DFND 4,6 6,200 0 0
INFOSYS LTD SPONSORED ADR 456788108 645 12,000 SH   DFND 4,5 12,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,731 32,200 SH   DFND 4,6 32,200 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,756 51,260 SH   DFND 4,5 51,260 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,065 75,598 SH   DFND 1,3 75,598 0 0
INGERSOLL-RAND PLC SHS G47791101 49 789 SH   DFND 4,5,7 789 0 0
INGERSOLL-RAND PLC SHS G47791101 113 1,800 SH   DFND 4,5,11,12 1,800 0 0
INGERSOLL-RAND PLC SHS G47791101 224 3,580 SH   DFND   3,580 0 0
INGERSOLL-RAND PLC SHS G47791101 276 4,421 SH   DFND 4,5,11,12 4,421 0 0
INGERSOLL-RAND PLC SHS G47791101 931 14,895 SH   DFND 4,1 14,895 0 0
INGERSOLL-RAND PLC SHS G47791101 4,526 72,398 SH   DFND 1,3 72,398 0 0
INGERSOLL-RAND PLC SHS G47791101 5,820 93,100 SH   DFND 1,2 93,100 0 0
INGERSOLL-RAND PLC SHS G47791101 8,388 134,181 SH   DFND 4,5 134,181 0 0
INGERSOLL-RAND PLC SHS G47791101 11,750 187,964 SH   DFND 4,5 187,964 0 0
INGREDION INC COM 457187102 791 10,542 SH   DFND 1,3 10,542 0 0
INGREDION INC COM 457187102 923 12,300 SH   DFND 1,2 12,300 0 0
INGREDION INC COM 457187102 1,148 15,300 SH   DFND 4,5,11,12 15,300 0 0
INGREDION INC COM 457187102 9,656 128,679 SH   DFND 4,5 128,679 0 0
INLAND REAL ESTATE COM NEW 457461200 130 12,200 SH   DFND 4,5,11,12 12,200 0 0
INSULET CORP SR GLBL CV NT 19 45784PAD3 2,012 1,820,000 PRN   DFND 4,5,7 0 0 1,820,000
INTEGRYS ENERGY GR COM 45822P105 491 6,900 SH   DFND 4,6 6,900 0 0
INTEGRYS ENERGY GR COM 45822P105 505 7,100 SH   DFND 4,5 7,100 0 0
INTEGRYS ENERGY GR COM 45822P105 675 9,495 SH   DFND 4,8 9,495 0 0
INTEGRYS ENERGY GR COM 45822P105 2,557 35,942 SH   DFND 4,5,11,12 35,942 0 0
INTEGRYS ENERGY GR COM 45822P105 11,154 156,809 SH   DFND 4,5 156,809 0 0
INTEL CORP JR SUB DB CV 35 458140AD2 14,548 11,703,000 PRN   DFND 4,5 0 0 11,703,000
INTEL CORP COM 458140100 30 984 SH   DFND 4,8 984 0 0
INTEL CORP COM 458140100 46 1,500 SH   DFND   1,500 0 0
INTEL CORP COM 458140100 139 4,500 SH   DFND   4,500 0 0
INTEL CORP COM 458140100 210 6,800 SH   DFND 4,6 6,800 0 0
INTEL CORP COM 458140100 218 7,047 SH   DFND 4,5,7 7,047 0 0
INTEL CORP COM 458140100 247 8,000 SH   DFND 4,6 8,000 0 0
INTEL CORP COM 458140100 402 13,000 SH   DFND 4,6 13,000 0 0
INTEL CORP COM 458140100 717 23,200 SH   DFND 4,6 23,200 0 0
INTEL CORP COM 458140100 813 26,300 SH   DFND 4,6 26,300 0 0
INTEL CORP COM 458140100 956 30,952 SH   DFND 4,5,7 30,952 0 0
INTEL CORP COM 458140100 1,020 33,000 SH   DFND 4,6 33,000 0 0
INTEL CORP COM 458140100 1,452 47,000 SH   DFND 4,6 47,000 0 0
INTEL CORP COM 458140100 1,638 53,000 SH   DFND 4,5 53,000 0 0
INTEL CORP COM 458140100 2,933 94,924 SH   DFND 4,5,11,12 94,924 0 0
INTEL CORP COM 458140100 4,790 155,000 SH   DFND 4,6 155,000 0 0
INTEL CORP COM 458140100 5,152 166,746 SH   DFND 4,5,11,12 166,746 0 0
INTEL CORP COM 458140100 6,362 205,900 SH   DFND 4,6 205,900 0 0
INTEL CORP COM 458140100 6,969 225,547 SH   DFND 1,2 225,547 0 0
INTEL CORP COM 458140100 11,260 364,405 SH   DFND 4,5 364,405 0 0
INTEL CORP COM 458140100 24,747 800,868 SH   DFND 4,5 800,868 0 0
INTERACTIVE BRO GR COM 45841N107 510 21,905 SH   DFND 1,3 21,905 0 0
INTERCONT EXCHANGE COM 45866F104 34 180 SH   DFND 4,8 180 0 0
INTERCONT EXCHANGE COM 45866F104 127 672 SH   DFND 4,5,11,12 672 0 0
INTERCONT EXCHANGE COM 45866F104 406 2,148 SH   DFND 4,5,11,12 2,148 0 0
INTERCONT EXCHANGE COM 45866F104 491 2,600 SH   DFND 4,5,7 2,600 0 0
INTERCONT EXCHANGE COM 45866F104 535 2,830 SH   DFND 4,1 2,830 0 0
INTERCONT EXCHANGE COM 45866F104 1,807 9,568 SH   DFND 4,5 9,568 0 0
INTERCONT EXCHANGE COM 45866F104 5,327 28,200 SH   DFND 4,5,7 28,200 0 0
INTERCONT EXCHANGE COM 45866F104 20,752 109,857 SH   DFND 4,5 109,857 0 0
INTEROIL CORP COM 460951106 1,121 17,525 SH   DFND 4,5,7 17,525 0 0
INTERPUBLIC GROUP COM 460690100 51 2,638 SH   DFND 4,5,7 2,638 0 0
INTERPUBLIC GROUP COM 460690100 53 2,700 SH   DFND 4,5,11,12 2,700 0 0
INTERPUBLIC GROUP COM 460690100 293 15,000 SH   DFND 4,6 15,000 0 0
INTERPUBLIC GROUP COM 460690100 503 25,800 SH   DFND 4,5,11,12 25,800 0 0
INTERPUBLIC GROUP COM 460690100 2,929 150,143 SH   DFND 4,5 150,143 0 0
INTERPUBLIC GROUP COM 460690100 5,057 259,224 SH   DFND 4,5 259,224 0 0
INTERVAL LEISURE COM 46113M108 270 12,300 SH   DFND 1,3 12,300 0 0
INTERXION HOLDING SHS N47279109 248 9,074 SH   DFND 4,5,7 9,074 0 0
INTL BUSINESS MCHN COM 459200101 15 81 SH   DFND   81 0 0
INTL BUSINESS MCHN COM 459200101 18 100 SH   DFND   100 0 0
INTL BUSINESS MCHN COM 459200101 43 235 SH   DFND 4,5,7 235 0 0
INTL BUSINESS MCHN COM 459200101 186 1,025 SH   DFND 4,8 1,025 0 0
INTL BUSINESS MCHN COM 459200101 263 1,450 SH   DFND 1 1,450 0 0
INTL BUSINESS MCHN COM 459200101 292 1,611 SH   DFND 4,8 1,611 0 0
INTL BUSINESS MCHN COM 459200101 333 1,835 SH   DFND 4,6 1,835 0 0
INTL BUSINESS MCHN COM 459200101 363 2,000 SH   DFND   2,000 0 0
INTL BUSINESS MCHN COM 459200101 743 4,100 SH   DFND 4,6 4,100 0 0
INTL BUSINESS MCHN COM 459200101 897 4,950 SH   DFND 4,6 4,950 0 0
INTL BUSINESS MCHN COM 459200101 906 5,000 SH   DFND 4,6 5,000 0 0
INTL BUSINESS MCHN COM 459200101 945 5,215 SH   DFND 4,8 5,215 0 0
INTL BUSINESS MCHN COM 459200101 961 5,300 SH   DFND 4,6 5,300 0 0
INTL BUSINESS MCHN COM 459200101 1,178 6,500 SH   DFND 4,6 6,500 0 0
INTL BUSINESS MCHN COM 459200101 1,178 6,500 SH Call DFND 1 0 0 0
INTL BUSINESS MCHN COM 459200101 1,178 6,500 SH Call DFND 1 0 0 0
INTL BUSINESS MCHN COM 459200101 1,360 7,500 SH Put DFND 1 7,500 0 0
INTL BUSINESS MCHN COM 459200101 1,575 8,688 SH   DFND   8,688 0 0
INTL BUSINESS MCHN COM 459200101 1,813 10,000 SH Put DFND 4,5 10,000 0 0
INTL BUSINESS MCHN COM 459200101 2,121 11,700 SH   DFND 4,6 11,700 0 0
INTL BUSINESS MCHN COM 459200101 3,929 21,677 SH   DFND 4,5,11,12 21,677 0 0
INTL BUSINESS MCHN COM 459200101 5,076 28,000 SH   DFND 4,6 28,000 0 0
INTL BUSINESS MCHN COM 459200101 5,445 30,038 SH   DFND 4,6 30,038 0 0
INTL BUSINESS MCHN COM 459200101 11,787 65,025 SH   DFND 1,2 65,025 0 0
INTL BUSINESS MCHN COM 459200101 16,086 88,743 SH   DFND 1,3 88,743 0 0
INTL BUSINESS MCHN COM 459200101 19,793 109,193 SH   DFND 4,5 109,193 0 0
INTL BUSINESS MCHN COM 459200101 32,777 180,820 SH   DFND 4,5,11,12 180,820 0 0
INTL BUSINESS MCHN COM 459200101 70,071 386,556 SH   DFND 4,5 386,556 0 0
INTL FLAVORS&FRAG COM 459506101 22 210 SH   DFND   210 0 0
INTL FLAVORS&FRAG COM 459506101 52 500 SH   DFND 4,5,11,12 500 0 0
INTL FLAVORS&FRAG COM 459506101 262 2,509 SH   DFND 4,5,11,12 2,509 0 0
INTL FLAVORS&FRAG COM 459506101 417 4,000 SH   DFND 4,6 4,000 0 0
INTL FLAVORS&FRAG COM 459506101 758 7,266 SH   DFND 4,5 7,266 0 0
INTL FLAVORS&FRAG COM 459506101 4,977 47,731 SH   DFND 1,3 47,731 0 0
INTL FLAVORS&FRAG COM 459506101 7,026 67,381 SH   DFND 4,5 67,381 0 0
INTL GAME TECH COM 459902102 45 2,859 SH   DFND 4,8 2,859 0 0
INTL GAME TECH COM 459902102 51 3,200 SH   DFND 4,5,7 3,200 0 0
INTL GAME TECH COM 459902102 159 10,002 SH   DFND 4,5 10,002 0 0
INTL GAME TECH COM 459902102 1,471 92,464 SH   DFND 4,5,7 92,464 0 0
INTL PAPER CO COM 460146103 64 1,265 SH   DFND 4,8 1,265 0 0
INTL PAPER CO COM 460146103 76 1,500 SH   DFND 4,5,11,12 1,500 0 0
INTL PAPER CO COM 460146103 286 5,676 SH   DFND 4,5,11,12 5,676 0 0
INTL PAPER CO COM 460146103 303 6,000 SH   DFND 4,6 6,000 0 0
INTL PAPER CO COM 460146103 1,029 20,380 SH   DFND 4,1 20,380 0 0
INTL PAPER CO COM 460146103 3,332 66,025 SH   DFND 4,5 66,025 0 0
INTL PAPER CO COM 460146103 8,595 170,294 SH   DFND 4,5 170,294 0 0
INTL RECTIFIER CP COM 460254105 1,278 45,794 SH   DFND 4,5 45,794 0 0
INTREPID POTASH IN COM 46121Y102 7 400 SH   DFND 4,5 400 0 0
INTREPID POTASH IN COM 46121Y102 322 19,200 SH   DFND 4,5,11,12 19,200 0 0
INTREPID POTASH IN COM 46121Y102 994 59,300 SH   DFND 4,5 59,300 0 0
INTREXON CORP COM 46122T102 719 28,628 SH   DFND 4,5,7 28,628 0 0
INTUIT INC COM 461202103 47 580 SH   DFND 4,5,7 580 0 0
INTUIT INC COM 461202103 119 1,476 SH   DFND 4,8 1,476 0 0
INTUIT INC COM 461202103 375 4,659 SH   DFND 4,8 4,659 0 0
INTUIT INC COM 461202103 875 10,866 SH   DFND 4,5,11,12 10,866 0 0
INTUIT INC COM 461202103 1,334 16,563 SH   DFND 4,1 16,563 0 0
INTUIT INC COM 461202103 1,927 23,929 SH   DFND 4,5 23,929 0 0
INTUIT INC COM 461202103 14,350 178,200 SH   DFND 4,5,11,12 178,200 0 0
INTUIT INC COM 461202103 33,283 413,298 SH   DFND 4,5 413,298 0 0
INTUITIVE SURGICAL COM NEW 46120E602 82 200 SH   DFND 4,5,11,12 200 0 0
INTUITIVE SURGICAL COM NEW 46120E602 343 834 SH   DFND 4,5,11,12 834 0 0
INTUITIVE SURGICAL COM NEW 46120E602 1,038 2,521 SH   DFND 4,5 2,521 0 0
INTUITIVE SURGICAL COM NEW 46120E602 1,500 3,642 SH   DFND 4,5 3,642 0 0
INVENSENSE INC COM 46123D205 1,157 51,000 SH   DFND 4,5 51,000 0 0
INVESCO LTD SHS G491BT108 102 2,700 SH   DFND 4,5,11,12 2,700 0 0
INVESCO LTD SHS G491BT108 416 11,030 SH   DFND 4,5,11,12 11,030 0 0
INVESCO LTD SHS G491BT108 2,284 60,507 SH   DFND 4,5 60,507 0 0
INVESCO LTD SHS G491BT108 4,965 131,516 SH   DFND 4,5 131,516 0 0
INVESTORS REAL EST SH BEN INT 461730103 85 9,200 SH   DFND 4,5,11,12 9,200 0 0
IRIDIUM COMMUNICAT PERP PFD CNV B 46269C409 1,148 3,477 SH   DFND 4,5,7 3,477 0 0
IROBOT CORP COM 462726100 61 1,500 SH   DFND 4,5 1,500 0 0
IRON MOUNTAIN INC COM 462846106 32 898 SH   DFND 4,5,11,12 898 0 0
IRON MOUNTAIN INC COM 462846106 447 12,606 SH   DFND 4,5 12,606 0 0
IRON MOUNTAIN INC COM 462846106 3,083 86,955 SH   DFND 4,5 86,955 0 0
IRONWOOD PHARMACEU COM CL A 46333X108 446 29,100 SH   DFND 4,5,7 29,100 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 29 800 SH   DFND   800 0 0
ISHARES INC MSCI FRNTR100ETF 464286145 2,479 68,718 SH   DFND 4,5 68,718 0 0
ISHARES INC MSCI BRZ CAP ETF 464286400 167 3,500 SH   DFND 1 3,500 0 0
ISHARES INC MSCI BRZ CAP ETF 464286400 680 14,225 SH   DFND 4,5,7 14,225 0 0
ISHARES INC MSCI BRZ CAP ETF 464286400 2,658 55,629 SH   DFND 4,5 55,629 0 0
ISHARES INC MSCI BRZ CAP ETF 464286400 191,120 4,000,000 SH   DFND 4,5 4,000,000 0 0
ISHARES INC MSCI BRZ CAP ETF 464286400 234,122 4,900,000 SH   DFND 4,5 4,900,000 0 0
ISHARES INC MSCI CDA ETF 464286509 1,129 35,062 SH   DFND 4,5 35,062 0 0
ISHARES INC MSCI CDA ETF 464286509 1,882 58,427 SH   DFND   58,427 0 0
ISHARES INC MSCI CDA ETF 464286509 3,676 114,134 SH   DFND 4,5 114,134 0 0
ISHARES INC MSCI ISR CAP ETF 464286632 21 410 SH   DFND   410 0 0
ISHARES INC MSCI TAIWAN ETF 464286731 58 3,658 SH   DFND   3,658 0 0
ISHARES INC MSCI TAIWAN ETF 464286731 1,458 92,267 SH   DFND 4,5 92,267 0 0
ISHARES INC MSCI TAIWAN ETF 464286731 1,860 117,733 SH   DFND 4,5 117,733 0 0
ISHARES INC MSCI STH KOR ETF 464286772 2,120 32,609 SH   DFND 4,5 32,609 0 0
ISHARES INC MSCI STH KOR ETF 464286772 2,317 35,632 SH   DFND   35,632 0 0
ISHARES INC MSCI MEX CAP ETF 464286822 370 5,450 SH   DFND   5,450 0 0
ISHARES INC MSCI MEX CAP ETF 464286822 470 6,935 SH   DFND 4,5,7 6,935 0 0
ISHARES INC MSCI MEX CAP ETF 464286822 803 11,838 SH   DFND 4,5 11,838 0 0
ISHARES INC MSCI MALAYSI ETF 464286830 186 11,737 SH   DFND   11,737 0 0
ISHARES INC MSCI JAPAN ETF 464286848 39 3,250 SH   DFND 4,5 3,250 0 0
ISHARES SILVER TST ISHARES 46428Q109 30 1,500 SH   DFND 4,5 1,500 0 0
ISHARES TRUST CHINA LG-CAP ETF 464287184 106 2,867 SH   DFND   2,867 0 0
ISHARES TRUST CHINA LG-CAP ETF 464287184 598 16,150 SH   DFND 4,5,7 16,150 0 0
ISHARES TRUST CORE S&P500 ETF 464287200 11,721 59,495 SH   DFND 4,5 59,495 0 0
ISHARES TRUST MSCI EMG MKT ETF 464287234 1,988 45,987 SH   DFND   45,987 0 0
ISHARES TRUST MSCI EMG MKT ETF 464287234 3,905 90,334 SH   DFND 4,5 90,334 0 0
ISHARES TRUST MSCI EMG MKT ETF 464287234 10,973 253,830 SH   DFND 4,5 253,830 0 0
ISHARES TRUST IBOXX INV CP ETF 464287242 1,894 15,878 SH   DFND 4,5 15,878 0 0
ISHARES TRUST GLOB HLTHCRE ETF 464287325 68 725 SH   DFND 4,5 725 0 0
ISHARES TRUST GLOBAL FINLS ETF 464287333 51 890 SH   DFND   890 0 0
ISHARES TRUST CORE S&P MCP ETF 464287507 6,808 47,580 SH   DFND 4,5 47,580 0 0
ISHARES TRUST N AMER TECH ETF 464287549 23 238 SH   DFND   238 0 0
ISHARES TRUST NASDQ BIOTEC ETF 464287556 158 615 SH   DFND 4,5 615 0 0
ISHARES TRUST RUS 1000 VAL ETF 464287598 61 600 SH   DFND   600 0 0
ISHARES TRUST RUSSELL 2000 ETF 464287655 950 7,999 SH   DFND 4,5 7,999 0 0
ISHARES TRUST RUSSELL 2000 ETF 464287655 2,007 16,896 SH   DFND   16,896 0 0
ISHARES TRUST U.S. TECH ETF 464287721 121 1,250 SH   DFND 4,5 1,250 0 0
ISHARES TRUST U.S. TECH ETF 464287721 935 9,655 SH   DFND 4,5 9,655 0 0
ISHARES TRUST MSCI AC ASIA ETF 464288182 1,343 21,430 SH   DFND   21,430 0 0
ISHARES TRUST FTSE CHINA ETF 464288190 94 2,000 SH   DFND 4,5 2,000 0 0
ISHARES TRUST JP MOR EM MK ETF 464288281 11,298 98,011 SH   DFND 4,5 98,011 0 0
ISHARES TRUST IBOXX HI YD ETF 464288513 55 582 SH   DFND 4,5 582 0 0
ISHARES TRUST IBOXX HI YD ETF 464288513 1,102 11,577 SH   DFND 4,5,7 11,577 0 0
ISHARES TRUST MRG RL ES CP ETF 464288539 19 1,500 SH   DFND   1,500 0 0
ISHARES TRUST INDIA 50 ETF 464289529 98 3,394 SH   DFND   3,394 0 0
ISHARES TRUST MSCI INDONIA ETF 46429B309 62 2,354 SH   DFND   2,354 0 0
ISHARES TRUST MSCI PHILIPS ETF 46429B408 152 4,132 SH   DFND   4,132 0 0
ISHARES TRUST CHINA ETF 46429B671 1,777 38,331 SH   DFND   38,331 0 0
ISHARES TRUST MSCI RUSSIA CAP 46429B705 3,318 164,000 SH   DFND 4,5 164,000 0 0
ISHARES TRUST MSCI RUSSIA CAP 46429B705 18,288 904,000 SH   DFND 4,5 904,000 0 0
ISHARES TRUST MSCI UAE ETF 46434V761 1,694 81,268 SH   DFND 4,5 81,268 0 0
ISHARES TRUST MSCI UAE ETF 46434V761 4,399 211,000 SH   DFND 4,5 211,000 0 0
ISHARES TRUST MSCI QATAR ETF 46434V779 3,867 177,000 SH   DFND 4,5 177,000 0 0
ISIS PHARMACEUTICA COM 464330109 20 570 SH   DFND 4,5,7 570 0 0
ITAU UNIBANCO HOLD SPON ADR REP PFD 465562106 14,860 1,033,373 SH   DFND 1,3 1,033,373 0 0
ITAU UNIBANCO HOLD SPON ADR REP PFD 465562106 25,635 1,782,676 SH   DFND 4,5 1,782,676 0 0
ITAU UNIBANCO HOLD SPON ADR REP PFD 465562106 42,004 2,921,027 SH   DFND 4,5 2,921,027 0 0
ITRON INC COM 465741106 661 16,300 SH   DFND 4,5 16,300 0 0
J2 GLOBAL INC SR CV NT 3.25%29 48123VAC6 292 288,000 PRN   DFND 4,5,7 0 0 288,000
J2 GLOBAL INC SR CV NT 3.25%29 48123VAC6 1,691 1,667,000 PRN   DFND 4,5,7 0 0 1,667,000
J2 GLOBAL INC SR CV NT 3.25%29 48123VAC6 3,621 3,570,000 PRN   DFND 4,5,7 0 0 3,570,000
JABIL CIRCUIT INC COM 466313103 19 900 SH   DFND 4,5 900 0 0
JABIL CIRCUIT INC COM 466313103 160 7,679 SH   DFND 4,5 7,679 0 0
JACOBS ENG GROUP COM 469814107 43 800 SH   DFND 4,5,11,12 800 0 0
JACOBS ENG GROUP COM 469814107 171 3,204 SH   DFND 4,5,11,12 3,204 0 0
JACOBS ENG GROUP COM 469814107 794 14,895 SH   DFND 4,5 14,895 0 0
JACOBS ENG GROUP COM 469814107 3,320 62,314 SH   DFND 4,5 62,314 0 0
JANUS CAPITAL GP COM 47102X105 716 57,375 SH   DFND 4,5 57,375 0 0
JARDEN CORPORATION SR SB CONV NT 18 471109AH1 3,183 2,310,000 PRN   DFND 4,5,7 0 0 2,310,000
JAZZ PHARMA PLC SHS USD G50871105 371 2,524 SH   DFND 4,5,7 2,524 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 513 41,109 SH   DFND 4,5 41,109 0 0
JOHNSON & JOHNSON COM 478160104 84 800 SH   DFND 4,8 800 0 0
JOHNSON & JOHNSON COM 478160104 88 838 SH   DFND 4,8 838 0 0
JOHNSON & JOHNSON COM 478160104 199 1,900 SH   DFND 1 1,900 0 0
JOHNSON & JOHNSON COM 478160104 249 2,381 SH   DFND   2,381 0 0
JOHNSON & JOHNSON COM 478160104 336 3,213 SH   DFND 4,8 3,213 0 0
JOHNSON & JOHNSON COM 478160104 408 3,900 SH   DFND 4,6 3,900 0 0
JOHNSON & JOHNSON COM 478160104 445 4,251 SH   DFND 4,8 4,251 0 0
JOHNSON & JOHNSON COM 478160104 837 8,000 SH   DFND 4,6 8,000 0 0
JOHNSON & JOHNSON COM 478160104 1,109 10,600 SH   DFND 4,6 10,600 0 0
JOHNSON & JOHNSON COM 478160104 1,360 13,000 SH   DFND 4,6 13,000 0 0
JOHNSON & JOHNSON COM 478160104 2,961 28,300 SH   DFND 4,6 28,300 0 0
JOHNSON & JOHNSON COM 478160104 6,640 63,468 SH   DFND 4,5,11,12 63,468 0 0
JOHNSON & JOHNSON COM 478160104 7,809 74,645 SH   DFND 4,6 74,645 0 0
JOHNSON & JOHNSON COM 478160104 10,787 103,105 SH   DFND 1,2 103,105 0 0
JOHNSON & JOHNSON COM 478160104 11,031 105,435 SH   DFND 4,6 105,435 0 0
JOHNSON & JOHNSON COM 478160104 21,819 208,550 SH   DFND 1,3 208,550 0 0
JOHNSON & JOHNSON COM 478160104 45,619 436,043 SH   DFND 4,5 436,043 0 0
JOHNSON & JOHNSON COM 478160104 50,629 483,933 SH   DFND 4,5,11,12 483,933 0 0
JOHNSON & JOHNSON COM 478160104 118,363 1,131,358 SH   DFND 4,5 1,131,358 0 0
JOHNSON CONTROLS COM 478366107 48 955 SH   DFND 4,5,7 955 0 0
JOHNSON CONTROLS COM 478366107 72 1,450 SH   DFND 4,6 1,450 0 0
JOHNSON CONTROLS COM 478366107 205 4,100 SH   DFND 4,5,11,12 4,100 0 0
JOHNSON CONTROLS COM 478366107 499 10,000 SH   DFND 4,6 10,000 0 0
JOHNSON CONTROLS COM 478366107 519 10,400 SH   DFND 4,6 10,400 0 0
JOHNSON CONTROLS COM 478366107 591 11,844 SH   DFND 4,5,11,12 11,844 0 0
JOHNSON CONTROLS COM 478366107 1,902 38,100 SH   DFND 4,6 38,100 0 0
JOHNSON CONTROLS COM 478366107 2,575 51,576 SH   DFND 4,5 51,576 0 0
JOHNSON CONTROLS COM 478366107 12,069 241,721 SH   DFND 4,5 241,721 0 0
JONES LANG LASALLE COM 48020Q107 3,834 30,332 SH   DFND 4,5 30,332 0 0
JOY GLOBAL INC COM 481165108 43 700 SH   DFND 4,5,11,12 700 0 0
JOY GLOBAL INC COM 481165108 111 1,800 SH   DFND 4,6 1,800 0 0
JOY GLOBAL INC COM 481165108 209 3,400 SH   DFND 4,5,11,12 3,400 0 0
JOY GLOBAL INC COM 481165108 510 8,286 SH   DFND 4,5 8,286 0 0
JOY GLOBAL INC COM 481165108 560 9,100 SH   DFND 4,6 9,100 0 0
JOY GLOBAL INC COM 481165108 1,496 24,289 SH   DFND 4,6 24,289 0 0
JOY GLOBAL INC COM 481165108 2,611 42,408 SH   DFND 4,5 42,408 0 0
JPMORGAN CHASE &CO COM 46625H100 45 780 SH   DFND   780 0 0
JPMORGAN CHASE &CO COM 46625H100 235 4,072 SH   DFND 4,8 4,072 0 0
JPMORGAN CHASE &CO COM 46625H100 322 5,580 SH   DFND 4,6 5,580 0 0
JPMORGAN CHASE &CO COM 46625H100 337 5,850 SH   DFND 4,6 5,850 0 0
JPMORGAN CHASE &CO COM 46625H100 536 9,300 SH   DFND 4,5,7 9,300 0 0
JPMORGAN CHASE &CO COM 46625H100 691 12,000 SH   DFND 4,5,7 12,000 0 0
JPMORGAN CHASE &CO COM 46625H100 726 12,600 SH   DFND 4,6 12,600 0 0
JPMORGAN CHASE &CO COM 46625H100 1,037 18,000 SH   DFND 4,6 18,000 0 0
JPMORGAN CHASE &CO COM 46625H100 1,096 19,018 SH   DFND 4,6 19,018 0 0
JPMORGAN CHASE &CO COM 46625H100 1,268 22,000 SH   DFND 4,6 22,000 0 0
JPMORGAN CHASE &CO COM 46625H100 1,394 24,200 SH   DFND 4,5 24,200 0 0
JPMORGAN CHASE &CO COM 46625H100 1,498 26,000 SH   DFND 4,6 26,000 0 0
JPMORGAN CHASE &CO COM 46625H100 2,374 41,200 SH   DFND 4,6 41,200 0 0
JPMORGAN CHASE &CO COM 46625H100 4,501 78,120 SH   DFND 4,5,11,12 78,120 0 0
JPMORGAN CHASE &CO COM 46625H100 4,818 83,624 SH   DFND 1,2 83,624 0 0
JPMORGAN CHASE &CO COM 46625H100 6,439 111,744 SH   DFND 4,6 111,744 0 0
JPMORGAN CHASE &CO COM 46625H100 8,222 142,700 SH   DFND 4,6 142,700 0 0
JPMORGAN CHASE &CO COM 46625H100 11,950 207,387 SH   DFND 1,3 207,387 0 0
JPMORGAN CHASE &CO COM 46625H100 15,655 271,695 SH   DFND 4,5 271,695 0 0
JPMORGAN CHASE &CO COM 46625H100 24,952 433,047 SH   DFND 4,5 433,047 0 0
JPMORGAN CHASE &CO COM 46625H100 27,242 472,780 SH   DFND 4,5,11,12 472,780 0 0
JUNIPER NETWORKS COM 48203R104 69 2,800 SH   DFND 4,5,11,12 2,800 0 0
JUNIPER NETWORKS COM 48203R104 244 9,924 SH   DFND 4,5,11,12 9,924 0 0
JUNIPER NETWORKS COM 48203R104 245 10,000 SH   DFND 4,6 10,000 0 0
JUNIPER NETWORKS COM 48203R104 2,249 91,651 SH   DFND 4,5 91,651 0 0
JUNIPER NETWORKS COM 48203R104 3,727 151,859 SH   DFND 4,5 151,859 0 0
KANSAS CITY STHN COM NEW 485170302 32 300 SH   DFND 4,5,11,12 300 0 0
KANSAS CITY STHN COM NEW 485170302 129 1,200 SH   DFND 4,5,11,12 1,200 0 0
KANSAS CITY STHN COM NEW 485170302 395 3,670 SH   DFND 4,1 3,670 0 0
KANSAS CITY STHN COM NEW 485170302 5,439 50,587 SH   DFND 4,5 50,587 0 0
KANSAS CITY STHN COM NEW 485170302 5,836 54,283 SH   DFND 4,5 54,283 0 0
KAPSTONE PAPER COM 48562P103 20 608 SH   DFND   608 0 0
KAPSTONE PAPER COM 48562P103 4,773 144,067 SH   DFND 1,3 144,067 0 0
KAR AUCTION SERVIC COM 48238T109 497 15,600 SH   DFND 4,5,7 15,600 0 0
KAR AUCTION SERVIC COM 48238T109 552 17,305 SH   DFND 4,5,7 17,305 0 0
KAR AUCTION SERVIC COM 48238T109 7,738 242,800 SH   DFND 4,5,7 242,800 0 0
KAR AUCTION SERVIC COM 48238T109 14,287 448,279 SH   DFND 4,5,7 448,279 0 0
KATE SPADE & CO COM 485865109 237 6,205 SH   DFND 4,5,7 6,205 0 0
KATE SPADE & CO COM 485865109 652 17,092 SH   DFND 4,5 17,092 0 0
KB HOME COM 48666K109 149 7,991 SH   DFND 4,5,7 7,991 0 0
KB HOME COM 48666K109 2,638 141,200 SH   DFND 4,5,7 141,200 0 0
KBR INC COM 48242W106 24 1,000 SH   DFND 4,5,11,12 1,000 0 0
KBR INC COM 48242W106 101 4,241 SH   DFND 4,5,11,12 4,241 0 0
KBR INC COM 48242W106 211 8,833 SH   DFND 4,5 8,833 0 0
KBR INC COM 48242W106 1,544 64,754 SH   DFND 4,5 64,754 0 0
KELLOGG CO COM 487836108 47 716 SH   DFND 4,8 716 0 0
KELLOGG CO COM 487836108 66 1,000 SH   DFND 4,6 1,000 0 0
KELLOGG CO COM 487836108 531 8,075 SH   DFND 4,5,11,12 8,075 0 0
KELLOGG CO COM 487836108 604 9,200 SH   DFND 4,6 9,200 0 0
KELLOGG CO COM 487836108 1,406 21,400 SH   DFND 4,6 21,400 0 0
KELLOGG CO COM 487836108 2,511 38,212 SH   DFND 4,5 38,212 0 0
KELLOGG CO COM 487836108 6,156 93,700 SH   DFND 4,5,11,12 93,700 0 0
KELLOGG CO COM 487836108 7,883 119,983 SH   DFND 4,5 119,983 0 0
KENNAMETAL INC COM 489170100 1,138 24,582 SH   DFND 4,5 24,582 0 0
KEURIG GREEN MTN I COM 49271M100 100 800 SH   DFND 4,5,11,12 800 0 0
KEURIG GREEN MTN I COM 49271M100 120 962 SH   DFND 4,5,11,12 962 0 0
KEURIG GREEN MTN I COM 49271M100 2,352 18,872 SH   DFND 4,5 18,872 0 0
KEURIG GREEN MTN I COM 49271M100 6,130 49,197 SH   DFND 4,5 49,197 0 0
KEY ENERGY SERVICE COM 492914106 458 50,100 SH   DFND 4,5,7 50,100 0 0
KEYCORP COM 493267108 27 1,900 SH   DFND 4,5,11,12 1,900 0 0
KEYCORP COM 493267108 143 9,983 SH   DFND 4,5,11,12 9,983 0 0
KEYCORP COM 493267108 310 21,600 SH   DFND 4,6 21,600 0 0
KEYCORP COM 493267108 717 50,000 SH   DFND 4,6 50,000 0 0
KEYCORP COM 493267108 1,029 71,800 SH   DFND 4,6 71,800 0 0
KEYCORP COM 493267108 2,219 154,822 SH   DFND 4,5 154,822 0 0
KEYCORP COM 493267108 12,842 896,165 SH   DFND 4,5 896,165 0 0
KILROY REALTY CORP COM 49427F108 455 7,300 SH   DFND 4,5,11,12 7,300 0 0
KIMBERLY-CLARK CP COM 494368103 48 428 SH   DFND   428 0 0
KIMBERLY-CLARK CP COM 494368103 122 1,100 SH   DFND 4,6 1,100 0 0
KIMBERLY-CLARK CP COM 494368103 267 2,400 SH   DFND 4,5,11,12 2,400 0 0
KIMBERLY-CLARK CP COM 494368103 534 4,803 SH   DFND 4,8 4,803 0 0
KIMBERLY-CLARK CP COM 494368103 756 6,800 SH   DFND 4,6 6,800 0 0
KIMBERLY-CLARK CP COM 494368103 803 7,222 SH   DFND 1,2 7,222 0 0
KIMBERLY-CLARK CP COM 494368103 1,205 10,838 SH   DFND 4,1 10,838 0 0
KIMBERLY-CLARK CP COM 494368103 1,425 12,811 SH   DFND 4,5,11,12 12,811 0 0
KIMBERLY-CLARK CP COM 494368103 1,780 16,000 SH   DFND 4,6 16,000 0 0
KIMBERLY-CLARK CP COM 494368103 19,261 173,182 SH   DFND 4,5 173,182 0 0
KIMBERLY-CLARK CP COM 494368103 21,631 194,489 SH   DFND 4,5 194,489 0 0
KIMCO REALTY COM 49446R109 55 2,400 SH   DFND 4,5,11,12 2,400 0 0
KIMCO REALTY COM 49446R109 969 42,160 SH   DFND 4,5 42,160 0 0
KIMCO REALTY COM 49446R109 1,018 44,299 SH   DFND 4,5,11,12 44,299 0 0
KIMCO REALTY COM 49446R109 1,142 49,678 SH   DFND 4,5 49,678 0 0
KINDER MOR INC DEL WT EXP 052517 49456B119 8 3,054 SH Call DFND 4,5 0 0 3,054
KINDER MOR INC DEL WT EXP 052517 49456B119 44 15,865 SH Call DFND 4,5,7 0 0 15,865
KINDER MOR INC DEL WT EXP 052517 49456B119 1,643 591,151 SH Call DFND 4,5,7 0 0 591,151
KINDER MOR INC DEL WT EXP 052517 49456B119 2,214 796,403 SH Call DFND 4,5,7 0 0 796,403
KINDER MOR INC DEL COM 49456B101 94 2,600 SH   DFND 4,5,11,12 2,600 0 0
KINDER MOR INC DEL COM 49456B101 109 3,000 SH   DFND 4,6 3,000 0 0
KINDER MOR INC DEL COM 49456B101 416 11,476 SH   DFND 4,5,11,12 11,476 0 0
KINDER MOR INC DEL COM 49456B101 722 19,900 SH   DFND 4,6 19,900 0 0
KINDER MOR INC DEL COM 49456B101 845 23,300 SH   DFND 4,5,7 23,300 0 0
KINDER MOR INC DEL COM 49456B101 1,795 49,500 SH   DFND 4,6 49,500 0 0
KINDER MOR INC DEL COM 49456B101 2,255 62,185 SH   DFND 4,5 62,185 0 0
KINDER MOR INC DEL COM 49456B101 2,410 66,469 SH   DFND 4,5 66,469 0 0
KINDER MOR INC DEL COM 49456B101 2,901 80,000 SH   DFND 4,6 80,000 0 0
KINDER MORGAN MNGM SHS 49455U100 49 618 SH   DFND 4,8 618 0 0
KINDER MORGAN MNGM SHS 49455U100 338 4,277 SH   DFND 4,5,11,12 4,277 0 0
KINDER MORGAN MNGM SHS 49455U100 469 5,943 SH   DFND 4,5 5,943 0 0
KINDER MORGAN MNGM SHS 49455U100 1,609 20,385 SH   DFND 4,5 20,385 0 0
KINDER MORGAN MNGM SHS 49455U100 5,411 68,549 SH   DFND 4,5,11,12 68,549 0 0
KINDRED HEALTHCARE COM 494580103 83 3,600 SH   DFND 4,6 3,600 0 0
KINDRED HEALTHCARE COM 494580103 259 11,200 SH   DFND 4,6 11,200 0 0
KINDRED HEALTHCARE COM 494580103 973 42,100 SH   DFND 4,6 42,100 0 0
KINROSS GOLD CORP COM NO PAR 496902404 402 97,158 SH   DFND 4,5 97,158 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,411 340,800 SH   DFND 4,6 340,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 8,136 1,965,229 SH   DFND 4,5 1,965,229 0 0
KIRBY CORP COM 497266106 2,624 22,400 SH   DFND 1,3 22,400 0 0
KIRBY CORP COM 497266106 3,292 28,100 SH   DFND 1,2 28,100 0 0
KITE REALTY GROUP COM 49803T102 71 11,600 SH   DFND 4,5,11,12 11,600 0 0
KKR & CO LP COM UNITS 48248M102 540 22,185 SH   DFND 4,5,7 22,185 0 0
KLA-TENCOR CORP COM 482480100 22 300 SH   DFND 4,5,11,12 300 0 0
KLA-TENCOR CORP COM 482480100 78 1,073 SH   DFND 4,8 1,073 0 0
KLA-TENCOR CORP COM 482480100 82 1,124 SH   DFND 4,5,11,12 1,124 0 0
KLA-TENCOR CORP COM 482480100 924 12,714 SH   DFND 4,5 12,714 0 0
KLA-TENCOR CORP COM 482480100 4,517 62,189 SH   DFND 4,5 62,189 0 0
KNOWLES CORP COM 49926D109 113 3,686 SH   DFND 4,5 3,686 0 0
KNOWLES CORP COM 49926D109 515 16,763 SH   DFND 4,5 16,763 0 0
KODIAK OIL & GAS C COM 50015Q100 194 13,300 SH   DFND 4,5 13,300 0 0
KODIAK OIL & GAS C COM 50015Q100 393 27,000 SH   DFND 4,5,7 27,000 0 0
KODIAK OIL & GAS C COM 50015Q100 14,186 974,979 SH   DFND 4,5,7 974,979 0 0
KOHLS CORPORATION COM 500255104 26 500 SH   DFND 4,5,11,12 500 0 0
KOHLS CORPORATION COM 500255104 42 798 SH   DFND 4,5,7 798 0 0
KOHLS CORPORATION COM 500255104 57 1,073 SH   DFND 4,8 1,073 0 0
KOHLS CORPORATION COM 500255104 179 3,406 SH   DFND 4,5,11,12 3,406 0 0
KOHLS CORPORATION COM 500255104 835 15,844 SH   DFND 4,5 15,844 0 0
KOHLS CORPORATION COM 500255104 1,210 22,966 SH   DFND 4,5 22,966 0 0
KRAFT FOODS GROUP COM 50076Q106 59 991 SH   DFND   991 0 0
KRAFT FOODS GROUP COM 50076Q106 108 1,800 SH   DFND 4,6 1,800 0 0
KRAFT FOODS GROUP COM 50076Q106 204 3,399 SH   DFND 4,5,11,12 3,399 0 0
KRAFT FOODS GROUP COM 50076Q106 394 6,571 SH   DFND 4,6 6,571 0 0
KRAFT FOODS GROUP COM 50076Q106 429 7,155 SH   DFND 4,8 7,155 0 0
KRAFT FOODS GROUP COM 50076Q106 545 9,085 SH   DFND 4,5,11,12 9,085 0 0
KRAFT FOODS GROUP COM 50076Q106 935 15,600 SH   DFND 4,6 15,600 0 0
KRAFT FOODS GROUP COM 50076Q106 2,492 41,567 SH   DFND 4,6 41,567 0 0
KRAFT FOODS GROUP COM 50076Q106 6,878 114,729 SH   DFND 4,5 114,729 0 0
KRAFT FOODS GROUP COM 50076Q106 15,458 257,847 SH   DFND 4,5 257,847 0 0
KROGER CO COM 501044101 66 1,342 SH   DFND 4,8 1,342 0 0
KROGER CO COM 501044101 129 2,600 SH   DFND 4,6 2,600 0 0
KROGER CO COM 501044101 540 10,918 SH   DFND 4,5,11,12 10,918 0 0
KROGER CO COM 501044101 835 16,900 SH   DFND 4,6 16,900 0 0
KROGER CO COM 501044101 2,447 49,500 SH   DFND 4,6 49,500 0 0
KROGER CO COM 501044101 3,400 68,778 SH   DFND 4,6 68,778 0 0
KROGER CO COM 501044101 5,503 111,320 SH   DFND 4,5,11,12 111,320 0 0
KROGER CO COM 501044101 11,228 227,149 SH   DFND 4,5 227,149 0 0
KROGER CO COM 501044101 14,657 296,526 SH   DFND 4,5 296,526 0 0
L BRANDS INC COM 501797104 54 919 SH   DFND 4,8 919 0 0
L BRANDS INC COM 501797104 84 1,432 SH   DFND 4,8 1,432 0 0
L BRANDS INC COM 501797104 413 7,044 SH   DFND 4,5,11,12 7,044 0 0
L BRANDS INC COM 501797104 1,430 24,372 SH   DFND 4,5 24,372 0 0
L BRANDS INC COM 501797104 1,841 31,377 SH   DFND 4,5 31,377 0 0
L BRANDS INC COM 501797104 8,506 145,000 SH   DFND 4,5,11,12 145,000 0 0
L-3 COMMUN HLDGS COM 502424104 46 383 SH   DFND 4,5,7 383 0 0
L-3 COMMUN HLDGS COM 502424104 72 600 SH   DFND 4,5,11,12 600 0 0
L-3 COMMUN HLDGS COM 502424104 284 2,356 SH   DFND 4,5,11,12 2,356 0 0
L-3 COMMUN HLDGS COM 502424104 867 7,177 SH   DFND 4,5 7,177 0 0
L-3 COMMUN HLDGS COM 502424104 4,490 37,184 SH   DFND 4,5 37,184 0 0
LAB CORP AMER HLDG COM NEW 50540R409 47 458 SH   DFND 4,5,7 458 0 0
LAB CORP AMER HLDG COM NEW 50540R409 61 593 SH   DFND 4,5,11,12 593 0 0
LAB CORP AMER HLDG COM NEW 50540R409 61 600 SH   DFND 4,5,11,12 600 0 0
LAB CORP AMER HLDG COM NEW 50540R409 69 671 SH   DFND 4,8 671 0 0
LAB CORP AMER HLDG COM NEW 50540R409 1,231 12,019 SH   DFND 4,5 12,019 0 0
LAB CORP AMER HLDG COM NEW 50540R409 12,671 123,741 SH   DFND 4,5 123,741 0 0
LADDER CAPITAL COR CL A 505743104 289 16,000 SH   DFND 4,5,7 16,000 0 0
LAM RESEARCH CORP COM 512807108 45 671 SH   DFND 4,8 671 0 0
LAM RESEARCH CORP COM 512807108 55 820 SH   DFND 4,5,7 820 0 0
LAM RESEARCH CORP COM 512807108 89 1,312 SH   DFND 4,8 1,312 0 0
LAM RESEARCH CORP COM 512807108 255 3,779 SH   DFND 4,5,7 3,779 0 0
LAM RESEARCH CORP COM 512807108 349 5,169 SH   DFND 4,5,11,12 5,169 0 0
LAM RESEARCH CORP COM 512807108 540 7,987 SH   DFND 4,5,7 7,987 0 0
LAM RESEARCH CORP COM 512807108 1,187 17,563 SH   DFND 4,5 17,563 0 0
LAM RESEARCH CORP COM 512807108 1,405 20,787 SH   DFND 4,5,11,12 20,787 0 0
LAM RESEARCH CORP COM 512807108 2,997 44,345 SH   DFND 4,5 44,345 0 0
LAMAR ADVERTISING CL A 512815101 435 8,207 SH   DFND 4,5 8,207 0 0
LANDS END INC COM 51509F105 30 883 SH   DFND 4,5 883 0 0
LANDSTAR SYSTEMS COM 515098101 2,086 32,587 SH   DFND 4,5 32,587 0 0
LAS VEGAS SANDS CO COM 517834107 183 2,400 SH   DFND 4,5,11,12 2,400 0 0
LAS VEGAS SANDS CO COM 517834107 229 3,000 SH   DFND 4,6 3,000 0 0
LAS VEGAS SANDS CO COM 517834107 257 3,376 SH   DFND 4,8 3,376 0 0
LAS VEGAS SANDS CO COM 517834107 535 7,025 SH   DFND 4,5,11,12 7,025 0 0
LAS VEGAS SANDS CO COM 517834107 2,912 38,209 SH   DFND 4,5 38,209 0 0
LAS VEGAS SANDS CO COM 517834107 13,128 172,235 SH   DFND 4,5 172,235 0 0
LASALLE HOTEL PROP COM SH BEN INT 517942108 318 9,000 SH   DFND 4,5,11,12 9,000 0 0
LATAM AIRLINES GP SPONSORED ADR 51817R106 43 3,232 SH   DFND 1 3,232 0 0
LATAM AIRLINES GP SPONSORED ADR 51817R106 717 53,439 SH   DFND 4,5 53,439 0 0
LATAM AIRLINES GP SPONSORED ADR 51817R106 1,219 90,797 SH   DFND 4,5 90,797 0 0
LAYNE CHRISTENSEN COM 521050104 185 13,900 SH   DFND 4,5 13,900 0 0
LEGG MASON INC COM 524901105 41 800 SH   DFND 4,5,11,12 800 0 0
LEGG MASON INC COM 524901105 47 917 SH   DFND 4,5,7 917 0 0
LEGG MASON INC COM 524901105 250 4,877 SH   DFND 4,5,11,12 4,877 0 0
LEGG MASON INC COM 524901105 587 11,441 SH   DFND 4,5 11,441 0 0
LEGG MASON INC COM 524901105 3,515 68,510 SH   DFND 4,5 68,510 0 0
LEGGETT & PLATT IN COM 524660107 31 900 SH   DFND 4,5,11,12 900 0 0
LEGGETT & PLATT IN COM 524660107 179 5,211 SH   DFND 4,5,11,12 5,211 0 0
LEGGETT & PLATT IN COM 524660107 289 8,436 SH   DFND 4,5 8,436 0 0
LEGGETT & PLATT IN COM 524660107 485 14,158 SH   DFND 4,5 14,158 0 0
LEIDOS HLDGS INC COM 525327102 38 1,001 SH   DFND 4,8 1,001 0 0
LEIDOS HLDGS INC COM 525327102 270 7,040 SH   DFND 4,5 7,040 0 0
LEIDOS HLDGS INC COM 525327102 423 11,035 SH   DFND 4,5 11,035 0 0
LENNAR CORP CL A 526057104 126 3,000 SH   DFND 4,6 3,000 0 0
LENNAR CORP CL A 526057104 167 3,970 SH   DFND 4,8 3,970 0 0
LENNAR CORP CL A 526057104 348 8,300 SH   DFND 4,6 8,300 0 0
LENNAR CORP CL A 526057104 600 14,300 SH   DFND 4,6 14,300 0 0
LENNAR CORP CL A 526057104 630 15,000 SH   DFND 4,6 15,000 0 0
LENNAR CORP CL A 526057104 871 20,743 SH   DFND 4,5 20,743 0 0
LENNAR CORP CL A 526057104 1,268 30,200 SH   DFND 4,5,7 30,200 0 0
LENNAR CORP CL A 526057104 1,822 43,400 SH   DFND 4,6 43,400 0 0
LENNAR CORP CL A 526057104 2,939 70,000 SH   DFND 4,6 70,000 0 0
LENNAR CORP CL A 526057104 17,453 415,756 SH   DFND 4,5 415,756 0 0
LENNOX INTL INC COM 526107107 450 5,022 SH   DFND 4,5 5,022 0 0
LEUCADIA NATL CORP COM 527288104 34 1,300 SH   DFND 4,5,11,12 1,300 0 0
LEUCADIA NATL CORP COM 527288104 150 5,734 SH   DFND 4,5,11,12 5,734 0 0
LEUCADIA NATL CORP COM 527288104 468 17,847 SH   DFND 4,5 17,847 0 0
LEUCADIA NATL CORP COM 527288104 550 20,991 SH   DFND 4,5 20,991 0 0
LEUCADIA NATL CORP COM 527288104 5,873 223,995 SH   DFND 4,5,7 223,995 0 0
LEUCADIA NATL CORP COM 527288104 5,937 226,422 SH   DFND 4,5,7 226,422 0 0
LEVEL 3 COMMUNICAT COM NEW 52729N308 0 4 SH   DFND 1,3 4 0 0
LEVEL 3 COMMUNICAT COM NEW 52729N308 40 900 SH   DFND 4,5,11,12 900 0 0
LEVEL 3 COMMUNICAT COM NEW 52729N308 512 11,654 SH   DFND 4,5 11,654 0 0
LEVEL 3 COMMUNICAT COM NEW 52729N308 987 22,485 SH   DFND 4,5 22,485 0 0
LEXINGTON REALTY T COM 529043101 269 24,475 SH   DFND 4,5,11,12 24,475 0 0
LEXMARK INTL INC CL A 529771107 2,531 52,557 SH   DFND 4,5 52,557 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 11 257 SH   DFND 4,8 257 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 268 6,053 SH   DFND 4,5,11,12 6,053 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 395 8,924 SH   DFND 4,5,7 8,924 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 684 15,466 SH   DFND 4,5 15,466 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,140 25,789 SH   DFND 4,5 25,789 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,868 42,247 SH   DFND 4,5,11,12 42,247 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 11 257 SH   DFND 4,8 257 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 378 8,924 SH   DFND 4,5,7 8,924 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 584 13,805 SH   DFND 4,5,11,12 13,805 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,450 34,276 SH   DFND 4,5 34,276 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 1,856 43,863 SH   DFND 4,5,11,12 43,863 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,007 47,437 SH   DFND 4,5 47,437 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 27 908 SH   DFND 4,8 908 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 483 16,454 SH   DFND 4,5,11,12 16,454 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 895 30,483 SH   DFND 4,5,7 30,483 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 919 31,315 SH   DFND 4,5 31,315 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 1,550 52,783 SH   DFND 4,5 52,783 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 4,049 137,900 SH   DFND 4,5,11,12 137,900 0 0
LIBERTY INTERACTIV INT COM SER A 53071M104 4,514 153,733 SH   DFND 4,5,7 153,733 0 0
LIBERTY INTERACTIV LBT VENT COM A 53071M880 193 2,616 SH   DFND 4,5 2,616 0 0
LIBERTY INTERACTIV LBT VENT COM A 53071M880 316 4,275 SH   DFND 4,5,7 4,275 0 0
LIBERTY INTERACTIV LBT VENT COM A 53071M880 578 7,830 SH   DFND 4,1 7,830 0 0
LIBERTY INTERACTIV LBT VENT COM A 53071M880 1,611 21,832 SH   DFND 4,5,7 21,832 0 0
LIBERTY INTERACTIV LBT VENT COM A 53071M880 2,089 28,305 SH   DFND 4,5,7 28,305 0 0
LIBERTY MEDIA CORP SR DB PIK EXCH31 530715AN1 506 926,000 PRN   DFND 4,5,7 0 0 926,000
LIBERTY MEDIA CORP SR DB PIK EXCH31 530715AN1 3,309 6,050,000 PRN   DFND 4,5,7 0 0 6,050,000
LIBERTY MEDIA CORP CL A 531229102 96 700 SH   DFND 4,5,11,12 700 0 0
LIBERTY MEDIA CORP CL A 531229102 334 2,446 SH   DFND 4,5,11,12 2,446 0 0
LIBERTY MEDIA CORP CL A 531229102 725 5,307 SH   DFND 4,5 5,307 0 0
LIBERTY MEDIA CORP CL A 531229102 1,074 7,859 SH   DFND 4,5 7,859 0 0
LIBERTY MEDIA CORP CL A 531229102 1,518 11,106 SH   DFND 4,5,7 11,106 0 0
LIBERTY MEDIA CORP CL A 531229102 2,717 19,876 SH   DFND 4,5,7 19,876 0 0
LIBERTY PPTY TST SH BEN INT 531172104 701 18,486 SH   DFND 4,5,11,12 18,486 0 0
LIBERTY PPTY TST SH BEN INT 531172104 724 19,076 SH   DFND 4,5 19,076 0 0
LIBERTY PPTY TST SH BEN INT 531172104 936 24,686 SH   DFND 4,5 24,686 0 0
LIFE TIME FITNESS COM 53217R207 418 8,567 SH   DFND 4,5 8,567 0 0
LIFEPOINT HOSPITAL COM 53219L109 273 4,394 SH   DFND 4,5,7 4,394 0 0
LINCOLN NATL CORP COM 534187109 41 788 SH   DFND   788 0 0
LINCOLN NATL CORP COM 534187109 46 891 SH   DFND 4,5,7 891 0 0
LINCOLN NATL CORP COM 534187109 93 1,800 SH   DFND 4,5,11,12 1,800 0 0
LINCOLN NATL CORP COM 534187109 144 2,800 SH   DFND 4,5,11,12 2,800 0 0
LINCOLN NATL CORP COM 534187109 1,170 22,742 SH   DFND 4,5 22,742 0 0
LINCOLN NATL CORP COM 534187109 1,406 27,339 SH   DFND 4,5 27,339 0 0
LINCOLN NATL CORP COM 534187109 4,531 88,074 SH   DFND 1,2 88,074 0 0
LINCOLN NATL CORP COM 534187109 4,887 95,007 SH   DFND 1,3 95,007 0 0
LINEAR TECHNOLOGY COM 535678106 66 1,400 SH   DFND 4,5,11,12 1,400 0 0
LINEAR TECHNOLOGY COM 535678106 302 6,411 SH   DFND 4,5,11,12 6,411 0 0
LINEAR TECHNOLOGY COM 535678106 780 16,567 SH   DFND 4,5 16,567 0 0
LINEAR TECHNOLOGY COM 535678106 2,058 43,726 SH   DFND 4,5 43,726 0 0
LINKEDIN CORP COM CL A 53578A108 69 400 SH   DFND 4,5,11,12 400 0 0
LINKEDIN CORP COM CL A 53578A108 257 1,500 SH   DFND 4,5,11,12 1,500 0 0
LINKEDIN CORP COM CL A 53578A108 298 1,740 SH   DFND 4,1 1,740 0 0
LINKEDIN CORP COM CL A 53578A108 1,375 8,020 SH   DFND 4,5 8,020 0 0
LINKEDIN CORP COM CL A 53578A108 5,899 34,400 SH   DFND 4,5 34,400 0 0
LINN CO LLC COMSHS LTD INT 535782106 214 6,845 SH   DFND 4,5,7 6,845 0 0
LINN ENERGY LLC UNIT LTD LIAB 536020100 586 18,100 SH   DFND 4,5,7 18,100 0 0
LIONS GATE ENTERTA COM NEW 535919203 374 13,100 SH   DFND 4,5,7 13,100 0 0
LIONS GATE ENTERTA COM NEW 535919203 2,238 78,293 SH   DFND 4,5,7 78,293 0 0
LITHIA MOTORS INC CL A 536797103 245 2,600 SH   DFND 4,6 2,600 0 0
LITHIA MOTORS INC CL A 536797103 458 4,871 SH   DFND 4,5,7 4,871 0 0
LIVE NAT ENTER INC SR NT CV 27 538034AB5 814 816,000 PRN   DFND 4,5,7 0 0 816,000
LKQ CORP COM 501889208 43 1,600 SH   DFND 4,5,11,12 1,600 0 0
LKQ CORP COM 501889208 69 2,600 SH   DFND 4,5,11,12 2,600 0 0
LKQ CORP COM 501889208 1,088 40,758 SH   DFND 4,5 40,758 0 0
LKQ CORP COM 501889208 3,733 139,848 SH   DFND 4,5 139,848 0 0
LOCKHEED MARTIN CO COM 539830109 273 1,700 SH   DFND 4,5,11,12 1,700 0 0
LOCKHEED MARTIN CO COM 539830109 702 4,367 SH   DFND 4,5,11,12 4,367 0 0
LOCKHEED MARTIN CO COM 539830109 3,906 24,303 SH   DFND 4,5 24,303 0 0
LOCKHEED MARTIN CO COM 539830109 18,516 115,199 SH   DFND 4,5 115,199 0 0
LOEWS CORP COM 540424108 84 1,900 SH   DFND 4,5,11,12 1,900 0 0
LOEWS CORP COM 540424108 181 4,114 SH   DFND 4,5,11,12 4,114 0 0
LOEWS CORP COM 540424108 400 9,098 SH   DFND 4,6 9,098 0 0
LOEWS CORP COM 540424108 528 12,000 SH   DFND 4,6 12,000 0 0
LOEWS CORP COM 540424108 1,107 25,147 SH   DFND 4,5 25,147 0 0
LOEWS CORP COM 540424108 1,404 31,896 SH   DFND 4,5 31,896 0 0
LOGITECH INTL SHS H50430232 21 1,600 SH   DFND   1,600 0 0
LOGITECH INTL SHS H50430232 143 10,937 SH   DFND 4,9 10,937 0 0
LOGITECH INTL SHS H50430232 1,636 125,523 SH   DFND 4,5 125,523 0 0
LOGITECH INTL SHS H50430232 10,730 823,462 SH   DFND 4,5 823,462 0 0
LOGITECH INTL SHS H50430232 22,936 1,760,222 SH   DFND 4,5 1,760,222 0 0
LOGITECH INTL SHS H50430232 30,590 2,347,642 SH   DFND 1,3 2,347,642 0 0
LORAL SPACE & COMM COM 543881106 487 6,700 SH   DFND 4,5,7 6,700 0 0
LORILLARD INC COM 544147101 99 1,616 SH   DFND 4,8 1,616 0 0
LORILLARD INC COM 544147101 175 2,864 SH   DFND 4,8 2,864 0 0
LORILLARD INC COM 544147101 970 15,913 SH   DFND 4,5,11,12 15,913 0 0
LORILLARD INC COM 544147101 3,822 62,693 SH   DFND 4,5 62,693 0 0
LORILLARD INC COM 544147101 10,310 169,094 SH   DFND 4,5 169,094 0 0
LORILLARD INC COM 544147101 19,797 324,700 SH   DFND 4,5,11,12 324,700 0 0
LOWE'S COS INC COM 548661107 44 924 SH   DFND 4,5,7 924 0 0
LOWE'S COS INC COM 548661107 96 2,000 SH   DFND 4,6 2,000 0 0
LOWE'S COS INC COM 548661107 240 5,000 SH   DFND 4,6 5,000 0 0
LOWE'S COS INC COM 548661107 245 5,100 SH   DFND 4,5,11,12 5,100 0 0
LOWE'S COS INC COM 548661107 367 7,639 SH   DFND 4,6 7,639 0 0
LOWE'S COS INC COM 548661107 528 11,000 SH   DFND 4,6 11,000 0 0
LOWE'S COS INC COM 548661107 1,032 21,500 SH   DFND 4,6 21,500 0 0
LOWE'S COS INC COM 548661107 1,034 21,537 SH   DFND 4,5,11,12 21,537 0 0
LOWE'S COS INC COM 548661107 1,636 34,100 SH   DFND 4,6 34,100 0 0
LOWE'S COS INC COM 548661107 5,420 112,947 SH   DFND 4,5 112,947 0 0
LOWE'S COS INC COM 548661107 5,922 123,410 SH   DFND 4,5 123,410 0 0
LTC PROPERTIES INC COM 502175102 160 4,100 SH   DFND 4,5,11,12 4,100 0 0
LTC PROPERTIES INC COM 502175102 454 11,633 SH   DFND 1,3 11,633 0 0
LULULEMON ATHLETIC COM 550021109 24 600 SH   DFND 4,5,11,12 600 0 0
LULULEMON ATHLETIC COM 550021109 162 4,000 SH   DFND 4,6 4,000 0 0
LULULEMON ATHLETIC COM 550021109 213 5,262 SH   DFND 4,5,11,12 5,262 0 0
LULULEMON ATHLETIC COM 550021109 403 9,957 SH   DFND 4,5 9,957 0 0
LULULEMON ATHLETIC COM 550021109 3,151 77,839 SH   DFND 4,5 77,839 0 0
LYONDELLBASELL IND SHS - A - N53745100 39 403 SH   DFND   403 0 0
LYONDELLBASELL IND SHS - A - N53745100 84 860 SH   DFND 4,8 860 0 0
LYONDELLBASELL IND SHS - A - N53745100 195 2,000 SH   DFND 4,6 2,000 0 0
LYONDELLBASELL IND SHS - A - N53745100 226 2,317 SH   DFND 4,5,11,12 2,317 0 0
LYONDELLBASELL IND SHS - A - N53745100 406 4,161 SH   DFND 4,6 4,161 0 0
LYONDELLBASELL IND SHS - A - N53745100 508 5,200 SH   DFND 4,5,7 5,200 0 0
LYONDELLBASELL IND SHS - A - N53745100 586 6,000 SH   DFND 4,6 6,000 0 0
LYONDELLBASELL IND SHS - A - N53745100 713 7,300 SH   DFND 4,6 7,300 0 0
LYONDELLBASELL IND SHS - A - N53745100 728 7,460 SH   DFND 4,5,11,12 7,460 0 0
LYONDELLBASELL IND SHS - A - N53745100 730 7,480 SH   DFND 4,8 7,480 0 0
LYONDELLBASELL IND SHS - A - N53745100 879 9,000 SH   DFND 4,6 9,000 0 0
LYONDELLBASELL IND SHS - A - N53745100 1,025 10,500 SH   DFND 4,6 10,500 0 0
LYONDELLBASELL IND SHS - A - N53745100 1,328 13,600 SH   DFND 4,6 13,600 0 0
LYONDELLBASELL IND SHS - A - N53745100 1,546 15,827 SH   DFND 4,1 15,827 0 0
LYONDELLBASELL IND SHS - A - N53745100 3,037 31,100 SH   DFND 4,6 31,100 0 0
LYONDELLBASELL IND SHS - A - N53745100 3,454 35,375 SH   DFND 1,3 35,375 0 0
LYONDELLBASELL IND SHS - A - N53745100 3,906 40,000 SH   DFND 4,6 40,000 0 0
LYONDELLBASELL IND SHS - A - N53745100 5,043 51,646 SH   DFND 1,2 51,646 0 0
LYONDELLBASELL IND SHS - A - N53745100 6,112 62,595 SH   DFND 4,5 62,595 0 0
LYONDELLBASELL IND SHS - A - N53745100 18,669 191,181 SH   DFND 4,5 191,181 0 0
M & T BANK CORP COM 55261F104 87 700 SH   DFND 4,5,11,12 700 0 0
M & T BANK CORP COM 55261F104 400 3,221 SH   DFND 4,5,11,12 3,221 0 0
M & T BANK CORP COM 55261F104 1,306 10,526 SH   DFND 4,5 10,526 0 0
M & T BANK CORP COM 55261F104 3,462 27,912 SH   DFND 4,5 27,912 0 0
M/I HOMES INC COM 55305B101 87 3,600 SH   DFND 4,6 3,600 0 0
M/I HOMES INC COM 55305B101 398 16,400 SH   DFND 4,6 16,400 0 0
M/I HOMES INC COM 55305B101 813 33,500 SH   DFND 4,6 33,500 0 0
MACERICH CO COM 554382101 53 800 SH   DFND 4,5,11,12 800 0 0
MACERICH CO COM 554382101 752 11,269 SH   DFND 4,5 11,269 0 0
MACERICH CO COM 554382101 1,035 15,499 SH   DFND 4,5 15,499 0 0
MACERICH CO COM 554382101 1,168 17,505 SH   DFND 4,5,11,12 17,505 0 0
MACK CALI REALTY COM 554489104 221 10,300 SH   DFND 4,5,11,12 10,300 0 0
MACY'S INC COM 55616P104 44 763 SH   DFND 4,5,7 763 0 0
MACY'S INC COM 55616P104 75 1,300 SH   DFND 4,5,11,12 1,300 0 0
MACY'S INC COM 55616P104 77 1,327 SH   DFND 4,8 1,327 0 0
MACY'S INC COM 55616P104 96 1,650 SH   DFND 4,6 1,650 0 0
MACY'S INC COM 55616P104 352 6,061 SH   DFND 4,5,11,12 6,061 0 0
MACY'S INC COM 55616P104 534 9,200 SH   DFND 4,6 9,200 0 0
MACY'S INC COM 55616P104 917 15,810 SH   DFND 4,1 15,810 0 0
MACY'S INC COM 55616P104 1,616 27,850 SH   DFND 4,6 27,850 0 0
MACY'S INC COM 55616P104 2,366 40,778 SH   DFND 4,5 40,778 0 0
MACY'S INC COM 55616P104 3,522 60,700 SH   DFND 4,6 60,700 0 0
MACY'S INC COM 55616P104 4,460 76,878 SH   DFND 4,5 76,878 0 0
MACY'S INC COM 55616P104 5,344 92,101 SH   DFND 1,3 92,101 0 0
MACY'S INC COM 55616P104 6,933 119,500 SH   DFND 1,2 119,500 0 0
MACY'S INC COM 55616P104 17,173 295,990 SH   DFND 4,5,7 295,990 0 0
MAGNA INTL INC COM 559222401 169 1,566 SH   DFND 4,8 1,566 0 0
MAGNA INTL INC COM 559222401 874 8,114 SH   DFND 4,5,11,12 8,114 0 0
MAGNA INTL INC COM 559222401 2,025 18,795 SH   DFND 4,5 18,795 0 0
MAGNA INTL INC COM 559222401 5,988 55,577 SH   DFND 4,5 55,577 0 0
MAGNA INTL INC COM 559222401 13,964 129,600 SH   DFND 4,5,11,12 129,600 0 0
MALLINCKRODT PLC SHS G5785G107 3,865 48,300 SH   DFND 4,5 48,300 0 0
MALLINCKRODT PLC SHS G5785G107 13,408 167,561 SH   DFND 4,5,7 167,561 0 0
MALLINCKRODT PLC SHS G5785G107 15,197 189,913 SH   DFND 4,5 189,913 0 0
MALLINCKRODT PLC SHS G5785G107 15,200 189,958 SH   DFND 4,5,7 189,958 0 0
MALLINCKRODT PLC SHS G5785G107 36,723 458,924 SH   DFND 4,5,7 458,924 0 0
MANHATTAN ASSOCIAT COM 562750109 482 14,000 SH   DFND 1,3 14,000 0 0
MANITOWOC CO INC COM 563571108 687 20,916 SH   DFND 4,5,7 20,916 0 0
MANPOWERGROUP INC COM 56418H100 42 500 SH   DFND 4,5,11,12 500 0 0
MANPOWERGROUP INC COM 56418H100 193 2,279 SH   DFND 4,5,11,12 2,279 0 0
MANPOWERGROUP INC COM 56418H100 743 8,759 SH   DFND 4,8 8,759 0 0
MANPOWERGROUP INC COM 56418H100 2,941 34,667 SH   DFND 4,5 34,667 0 0
MANPOWERGROUP INC COM 56418H100 14,124 166,464 SH   DFND 4,5 166,464 0 0
MANULIFE FINL CORP COM 56501R106 64 3,208 SH   DFND 4,8 3,208 0 0
MANULIFE FINL CORP COM 56501R106 195 9,800 SH   DFND 4,5,11,12 9,800 0 0
MANULIFE FINL CORP COM 56501R106 330 16,609 SH   DFND 4,8 16,609 0 0
MANULIFE FINL CORP COM 56501R106 774 38,961 SH   DFND 4,5,11,12 38,961 0 0
MANULIFE FINL CORP COM 56501R106 8,996 452,743 SH   DFND 4,5 452,743 0 0
MANULIFE FINL CORP COM 56501R106 25,408 1,278,724 SH   DFND 4,5 1,278,724 0 0
MARATHON OIL CORP COM 565849106 70 1,745 SH   DFND 4,8 1,745 0 0
MARATHON OIL CORP COM 565849106 168 4,200 SH   DFND 4,6 4,200 0 0
MARATHON OIL CORP COM 565849106 668 16,732 SH   DFND 4,5,11,12 16,732 0 0
MARATHON OIL CORP COM 565849106 858 21,500 SH   DFND 4,6 21,500 0 0
MARATHON OIL CORP COM 565849106 874 21,900 SH   DFND 4,6 21,900 0 0
MARATHON OIL CORP COM 565849106 1,022 25,600 SH   DFND 4,6 25,600 0 0
MARATHON OIL CORP COM 565849106 2,331 58,400 SH   DFND 4,6 58,400 0 0
MARATHON OIL CORP COM 565849106 2,425 60,740 SH   DFND 4,5,11,12 60,740 0 0
MARATHON OIL CORP COM 565849106 12,967 324,817 SH   DFND 4,5 324,817 0 0
MARATHON OIL CORP COM 565849106 20,603 516,099 SH   DFND 4,5 516,099 0 0
MARATHON PETROLEUM COM 56585A102 41 519 SH   DFND 4,5,7 519 0 0
MARATHON PETROLEUM COM 56585A102 62 800 SH   DFND 4,6 800 0 0
MARATHON PETROLEUM COM 56585A102 77 984 SH   DFND 4,8 984 0 0
MARATHON PETROLEUM COM 56585A102 258 3,300 SH   DFND 4,5,7 3,300 0 0
MARATHON PETROLEUM COM 56585A102 304 3,889 SH   DFND 4,8 3,889 0 0
MARATHON PETROLEUM COM 56585A102 312 4,000 SH   DFND 4,6 4,000 0 0
MARATHON PETROLEUM COM 56585A102 398 5,100 SH   DFND 4,6 5,100 0 0
MARATHON PETROLEUM COM 56585A102 559 7,166 SH   DFND 4,5,11,12 7,166 0 0
MARATHON PETROLEUM COM 56585A102 981 12,561 SH   DFND 4,6 12,561 0 0
MARATHON PETROLEUM COM 56585A102 2,371 30,370 SH   DFND 4,5,11,12 30,370 0 0
MARATHON PETROLEUM COM 56585A102 2,910 37,280 SH   DFND 4,5 37,280 0 0
MARATHON PETROLEUM COM 56585A102 31,886 408,430 SH   DFND 4,5 408,430 0 0
MARKEL CORP COM 570535104 267 407 SH   DFND 4,5 407 0 0
MARKET VECTORS ETF GOLD MINER ETF 57060U100 143 5,400 SH   DFND 1 5,400 0 0
MARKET VECTORS ETF GOLD MINER ETF 57060U100 1,256 47,470 SH   DFND   47,470 0 0
MARKET VECTORS ETF RUSSIA ETF 57060U506 11 400 SH   DFND   400 0 0
MARKET VECTORS ETF INDONESIA ETF 57060U753 296 12,000 SH   DFND   12,000 0 0
MARKET VECTORS ETF MINOR METALS 57061R536 74 2,100 SH   DFND   2,100 0 0
MARKET VECTORS ETF JR GOLD MINERS E 57061R544 380 9,000 SH   DFND   9,000 0 0
MARRIOTT INTL INC CL A 571903202 52 806 SH   DFND 4,5,7 806 0 0
MARRIOTT INTL INC CL A 571903202 103 1,600 SH   DFND 4,5,11,12 1,600 0 0
MARRIOTT INTL INC CL A 571903202 124 1,935 SH   DFND 4,5,11,12 1,935 0 0
MARRIOTT INTL INC CL A 571903202 1,651 25,753 SH   DFND 4,5 25,753 0 0
MARRIOTT INTL INC CL A 571903202 28,273 441,079 SH   DFND 4,5 441,079 0 0
MARSH & MCLENNAN COM 571748102 155 3,000 SH   DFND 4,5,11,12 3,000 0 0
MARSH & MCLENNAN COM 571748102 392 7,564 SH   DFND 4,6 7,564 0 0
MARSH & MCLENNAN COM 571748102 478 9,227 SH   DFND 4,5,11,12 9,227 0 0
MARSH & MCLENNAN COM 571748102 4,512 87,071 SH   DFND 4,5 87,071 0 0
MARSH & MCLENNAN COM 571748102 30,882 595,942 SH   DFND 4,5 595,942 0 0
MARTIN MARIETTA M, COM 573284106 26 200 SH   DFND 4,5,11,12 200 0 0
MARTIN MARIETTA M, COM 573284106 148 1,119 SH   DFND 4,5,11,12 1,119 0 0
MARTIN MARIETTA M, COM 573284106 311 2,352 SH   DFND 4,5 2,352 0 0
MARTIN MARIETTA M, COM 573284106 2,422 18,345 SH   DFND 4,5 18,345 0 0
MARVELL TECH GROUP ORD G5876H105 20 1,393 SH   DFND 4,8 1,393 0 0
MARVELL TECH GROUP ORD G5876H105 67 4,700 SH   DFND 4,5,11,12 4,700 0 0
MARVELL TECH GROUP ORD G5876H105 757 52,800 SH   DFND 4,5 52,800 0 0
MARVELL TECH GROUP ORD G5876H105 899 62,741 SH   DFND 4,5 62,741 0 0
MARVELL TECH GROUP ORD G5876H105 3,114 217,300 SH   DFND 4,5,11,12 217,300 0 0
MASCO CORP COM 574599106 49 2,200 SH   DFND 4,5,11,12 2,200 0 0
MASCO CORP COM 574599106 224 10,077 SH   DFND 4,5,11,12 10,077 0 0
MASCO CORP COM 574599106 1,375 61,928 SH   DFND 4,5 61,928 0 0
MASCO CORP COM 574599106 4,323 194,708 SH   DFND 4,5 194,708 0 0
MASIMO CORPORATION COM 574795100 1,048 44,422 SH   DFND 4,5 44,422 0 0
MASTERCARD INC CL A 57636Q104 180 2,450 SH   DFND 4,6 2,450 0 0
MASTERCARD INC CL A 57636Q104 441 6,000 SH   DFND 4,6 6,000 0 0
MASTERCARD INC CL A 57636Q104 441 6,000 SH   DFND 4,5,11,12 6,000 0 0
MASTERCARD INC CL A 57636Q104 735 10,000 SH   DFND 4,6 10,000 0 0
MASTERCARD INC CL A 57636Q104 808 11,000 SH   DFND 4,6 11,000 0 0
MASTERCARD INC CL A 57636Q104 1,286 17,500 SH   DFND 4,6 17,500 0 0
MASTERCARD INC CL A 57636Q104 1,371 18,660 SH   DFND 4,5,11,12 18,660 0 0
MASTERCARD INC CL A 57636Q104 1,411 19,210 SH   DFND 4,1 19,210 0 0
MASTERCARD INC CL A 57636Q104 1,790 24,360 SH   DFND 4,1 24,360 0 0
MASTERCARD INC CL A 57636Q104 2,689 36,600 SH   DFND 4,6 36,600 0 0
MASTERCARD INC CL A 57636Q104 3,126 42,550 SH   DFND 1,2 42,550 0 0
MASTERCARD INC CL A 57636Q104 3,357 45,694 SH   DFND 1,3 45,694 0 0
MASTERCARD INC CL A 57636Q104 5,951 81,000 SH   DFND 4,6 81,000 0 0
MASTERCARD INC CL A 57636Q104 6,376 86,784 SH   DFND 4,5 86,784 0 0
MASTERCARD INC CL A 57636Q104 9,890 134,609 SH   DFND 4,5 134,609 0 0
MATTEL INC COM 577081102 82 2,100 SH   DFND 4,5,11,12 2,100 0 0
MATTEL INC COM 577081102 145 3,721 SH   DFND 4,5,11,12 3,721 0 0
MATTEL INC COM 577081102 1,143 29,338 SH   DFND 4,5 29,338 0 0
MATTEL INC COM 577081102 1,432 36,752 SH   DFND 4,5 36,752 0 0
MATTHEWS INTL CORP CL A 577128101 493 11,870 SH   DFND 4,5 11,870 0 0
MAXIM INTEGRATED COM 57772K101 61 1,800 SH   DFND 4,5,11,12 1,800 0 0
MAXIM INTEGRATED COM 57772K101 75 2,222 SH   DFND 4,8 2,222 0 0
MAXIM INTEGRATED COM 57772K101 240 7,100 SH   DFND 4,5,11,12 7,100 0 0
MAXIM INTEGRATED COM 57772K101 589 17,425 SH   DFND 4,5 17,425 0 0
MAXIM INTEGRATED COM 57772K101 742 21,955 SH   DFND 4,5 21,955 0 0
MAXLINEAR INC CL A 57776J100 529 52,494 SH   DFND 4,5 52,494 0 0
MCCORMICK & CO INC COM NON VTG 579780206 50 700 SH   DFND 4,5,11,12 700 0 0
MCCORMICK & CO INC COM NON VTG 579780206 209 2,916 SH   DFND 4,5,11,12 2,916 0 0
MCCORMICK & CO INC COM NON VTG 579780206 430 6,000 SH   DFND 4,6 6,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 911 12,728 SH   DFND 4,5 12,728 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,085 57,062 SH   DFND 4,5 57,062 0 0
MCDONALD'S CORP COM 580135101 11 105 SH   DFND   105 0 0
MCDONALD'S CORP COM 580135101 167 1,656 SH   DFND 4,8 1,656 0 0
MCDONALD'S CORP COM 580135101 181 1,800 SH   DFND 4,6 1,800 0 0
MCDONALD'S CORP COM 580135101 393 3,900 SH   DFND 4,6 3,900 0 0
MCDONALD'S CORP COM 580135101 521 5,175 SH   DFND 4,6 5,175 0 0
MCDONALD'S CORP COM 580135101 665 6,600 SH   DFND 4,6 6,600 0 0
MCDONALD'S CORP COM 580135101 675 6,700 SH   DFND 4,5 6,700 0 0
MCDONALD'S CORP COM 580135101 1,007 10,000 SH   DFND 4,6 10,000 0 0
MCDONALD'S CORP COM 580135101 2,209 21,924 SH   DFND 4,5,11,12 21,924 0 0
MCDONALD'S CORP COM 580135101 2,559 25,400 SH   DFND 4,6 25,400 0 0
MCDONALD'S CORP COM 580135101 4,390 43,581 SH   DFND 4,6 43,581 0 0
MCDONALD'S CORP COM 580135101 13,896 137,935 SH   DFND 4,5 137,935 0 0
MCDONALD'S CORP COM 580135101 21,004 208,500 SH   DFND 4,5,11,12 208,500 0 0
MCDONALD'S CORP COM 580135101 58,170 577,424 SH   DFND 4,5 577,424 0 0
MCGRAW HILL FINL COM 580645109 49 592 SH   DFND 4,5,7 592 0 0
MCGRAW HILL FINL COM 580645109 125 1,500 SH   DFND 4,5,11,12 1,500 0 0
MCGRAW HILL FINL COM 580645109 483 5,816 SH   DFND 4,5,11,12 5,816 0 0
MCGRAW HILL FINL COM 580645109 2,521 30,364 SH   DFND 4,5 30,364 0 0
MCGRAW HILL FINL COM 580645109 4,356 52,464 SH   DFND 4,5 52,464 0 0
MCKESSON CORP COM 58155Q103 1 8 SH   DFND 4,5,7 8 0 0
MCKESSON CORP COM 58155Q103 43 230 SH   DFND   230 0 0
MCKESSON CORP COM 58155Q103 114 611 SH   DFND 4,8 611 0 0
MCKESSON CORP COM 58155Q103 183 984 SH   DFND 4,8 984 0 0
MCKESSON CORP COM 58155Q103 186 1,000 SH   DFND 4,6 1,000 0 0
MCKESSON CORP COM 58155Q103 318 1,706 SH   DFND 4,6 1,706 0 0
MCKESSON CORP COM 58155Q103 540 2,900 SH   DFND 4,5,7 2,900 0 0
MCKESSON CORP COM 58155Q103 559 3,000 SH   DFND 4,6 3,000 0 0
MCKESSON CORP COM 58155Q103 745 4,000 SH   DFND 4,1 4,000 0 0
MCKESSON CORP COM 58155Q103 801 4,300 SH   DFND 4,6 4,300 0 0
MCKESSON CORP COM 58155Q103 1,300 6,982 SH   DFND 4,5,11,12 6,982 0 0
MCKESSON CORP COM 58155Q103 1,667 8,954 SH   DFND 4,1 8,954 0 0
MCKESSON CORP COM 58155Q103 2,700 14,500 SH   DFND 4,6 14,500 0 0
MCKESSON CORP COM 58155Q103 4,192 22,513 SH   DFND 4,5 22,513 0 0
MCKESSON CORP COM 58155Q103 5,964 32,026 SH   DFND 1,3 32,026 0 0
MCKESSON CORP COM 58155Q103 6,182 33,200 SH   DFND 4,6 33,200 0 0
MCKESSON CORP COM 58155Q103 7,768 41,716 SH   DFND 1,2 41,716 0 0
MCKESSON CORP COM 58155Q103 11,916 63,994 SH   DFND 4,5 63,994 0 0
MCKESSON CORP COM 58155Q103 21,256 114,150 SH   DFND 4,5,11,12 114,150 0 0
MDU RES GROUP INC COM 552690109 42 1,200 SH   DFND 4,5,11,12 1,200 0 0
MDU RES GROUP INC COM 552690109 160 4,566 SH   DFND 4,5,11,12 4,566 0 0
MDU RES GROUP INC COM 552690109 655 18,671 SH   DFND 4,5 18,671 0 0
MDU RES GROUP INC COM 552690109 2,931 83,494 SH   DFND 4,5 83,494 0 0
MEAD JOHNSON NUTRI COM 582839106 31 336 SH   DFND 4,8 336 0 0
MEAD JOHNSON NUTRI COM 582839106 75 800 SH   DFND 4,6 800 0 0
MEAD JOHNSON NUTRI COM 582839106 445 4,780 SH   DFND 4,1 4,780 0 0
MEAD JOHNSON NUTRI COM 582839106 447 4,800 SH   DFND 4,6 4,800 0 0
MEAD JOHNSON NUTRI COM 582839106 745 7,994 SH   DFND 4,5,11,12 7,994 0 0
MEAD JOHNSON NUTRI COM 582839106 1,025 11,000 SH   DFND 4,6 11,000 0 0
MEAD JOHNSON NUTRI COM 582839106 4,705 50,500 SH   DFND 4,5,11,12 50,500 0 0
MEAD JOHNSON NUTRI COM 582839106 9,418 101,086 SH   DFND 4,5 101,086 0 0
MEAD JOHNSON NUTRI COM 582839106 10,942 117,445 SH   DFND 4,5,7 117,445 0 0
MEAD JOHNSON NUTRI COM 582839106 16,349 175,476 SH   DFND 4,5 175,476 0 0
MEADWESTVACO CORP COM 583334107 44 1,000 SH   DFND 4,5,11,12 1,000 0 0
MEADWESTVACO CORP COM 583334107 266 6,000 SH   DFND 4,6 6,000 0 0
MEADWESTVACO CORP COM 583334107 297 6,721 SH   DFND 4,5,11,12 6,721 0 0
MEADWESTVACO CORP COM 583334107 603 13,628 SH   DFND 4,5 13,628 0 0
MEADWESTVACO CORP COM 583334107 1,029 23,243 SH   DFND 4,5 23,243 0 0
MEASUREMENT SPECIA COM 583421102 837 9,719 SH   DFND 4,5,7 9,719 0 0
MEASUREMENT SPECIA COM 583421102 1,266 14,712 SH   DFND 4,5,7 14,712 0 0
MEDICAL PROP TST COM 58463J304 275 20,800 SH   DFND 4,5,11,12 20,800 0 0
MEDICINES CO COM 584688105 482 16,600 SH   DFND 4,5,7 16,600 0 0
MEDIVATION INC SRNT CV 2.625%17 58501NAA9 2,837 1,780,000 PRN   DFND 4,5,7 0 0 1,780,000
MEDIVATION INC COM 58501N101 216 2,800 SH   DFND 4,5,7 2,800 0 0
MEDNAX INC COM 58502B106 447 7,680 SH   DFND 1,3 7,680 0 0
MEDNAX INC COM 58502B106 2,764 47,537 SH   DFND 4,5 47,537 0 0
MEDTRONIC INC COM 585055106 57 900 SH   DFND 4,6 900 0 0
MEDTRONIC INC COM 585055106 217 3,400 SH   DFND 4,6 3,400 0 0
MEDTRONIC INC COM 585055106 312 4,900 SH   DFND 4,5,11,12 4,900 0 0
MEDTRONIC INC COM 585055106 406 6,370 SH   DFND 4,6 6,370 0 0
MEDTRONIC INC COM 585055106 440 6,900 SH   DFND 4,6 6,900 0 0
MEDTRONIC INC COM 585055106 455 7,139 SH   DFND 4,8 7,139 0 0
MEDTRONIC INC COM 585055106 542 8,500 SH   DFND 4,6 8,500 0 0
MEDTRONIC INC COM 585055106 580 9,100 SH   DFND 4,6 9,100 0 0
MEDTRONIC INC COM 585055106 638 10,000 SH   DFND 4,6 10,000 0 0
MEDTRONIC INC COM 585055106 1,101 17,275 SH   DFND 4,5,11,12 17,275 0 0
MEDTRONIC INC COM 585055106 1,678 26,320 SH   DFND 1,2 26,320 0 0
MEDTRONIC INC COM 585055106 5,481 85,959 SH   DFND 4,6 85,959 0 0
MEDTRONIC INC COM 585055106 7,853 123,162 SH   DFND 4,5 123,162 0 0
MEDTRONIC INC COM 585055106 12,550 196,836 SH   DFND 1,3 196,836 0 0
MEDTRONIC INC COM 585055106 15,177 238,032 SH   DFND 4,5 238,032 0 0
MELCO CROWN ENTMT ADR 585464100 3,122 87,425 SH   DFND 4,5,7 87,425 0 0
MELLANOX TECHNOLOG SHS M51363113 6,101 175,000 SH   DFND 1,2 175,000 0 0
MEN'S WEARHOUSE COM 587118100 5,607 100,492 SH   DFND 4,5,7 100,492 0 0
MENTOR GRAPHICS CP COM 587200106 987 45,747 SH   DFND 4,5 45,747 0 0
MERCK & CO INC COM 58933Y105 19 332 SH   DFND 4,8 332 0 0
MERCK & CO INC COM 58933Y105 46 800 SH   DFND   800 0 0
MERCK & CO INC COM 58933Y105 86 1,479 SH   DFND 4,8 1,479 0 0
MERCK & CO INC COM 58933Y105 226 3,900 SH   DFND 4,6 3,900 0 0
MERCK & CO INC COM 58933Y105 289 5,000 SH   DFND 4,6 5,000 0 0
MERCK & CO INC COM 58933Y105 840 14,517 SH   DFND 4,8 14,517 0 0
MERCK & CO INC COM 58933Y105 851 14,704 SH   DFND 4,6 14,704 0 0
MERCK & CO INC COM 58933Y105 920 15,900 SH   DFND 4,5,11,12 15,900 0 0
MERCK & CO INC COM 58933Y105 1,157 20,000 SH   DFND 4,6 20,000 0 0
MERCK & CO INC COM 58933Y105 1,377 23,800 SH   DFND 4,5 23,800 0 0
MERCK & CO INC COM 58933Y105 1,608 27,800 SH   DFND 4,6 27,800 0 0
MERCK & CO INC COM 58933Y105 3,830 66,200 SH   DFND 4,6 66,200 0 0
MERCK & CO INC COM 58933Y105 5,351 92,500 SH   DFND 4,6 92,500 0 0
MERCK & CO INC COM 58933Y105 6,443 111,370 SH   DFND 4,5,11,12 111,370 0 0
MERCK & CO INC COM 58933Y105 17,083 295,299 SH   DFND 4,5 295,299 0 0
MERCK & CO INC COM 58933Y105 86,464 1,494,618 SH   DFND 4,5 1,494,618 0 0
MERCURY GENERAL CP COM 589400100 498 10,596 SH   DFND 4,5 10,596 0 0
MEREDITH CORP COM 589433101 436 9,019 SH   DFND 4,5 9,019 0 0
METHANEX CORP COM 59151K108 513 8,300 SH   DFND 4,5 8,300 0 0
METHANEX CORP COM 59151K108 2,793 45,216 SH   DFND 4,5 45,216 0 0
METLIFE INC COM 59156R108 142 2,550 SH   DFND 4,6 2,550 0 0
METLIFE INC COM 59156R108 265 4,773 SH   DFND 4,6 4,773 0 0
METLIFE INC COM 59156R108 289 5,200 SH   DFND 4,5,11,12 5,200 0 0
METLIFE INC COM 59156R108 343 6,171 SH   DFND 4,6 6,171 0 0
METLIFE INC COM 59156R108 539 9,700 SH   DFND 4,5,7 9,700 0 0
METLIFE INC COM 59156R108 839 15,100 SH   DFND 4,6 15,100 0 0
METLIFE INC COM 59156R108 853 15,346 SH   DFND 4,5,11,12 15,346 0 0
METLIFE INC COM 59156R108 2,567 46,200 SH   DFND 4,6 46,200 0 0
METLIFE INC COM 59156R108 4,994 89,884 SH   DFND 4,5 89,884 0 0
METLIFE INC COM 59156R108 24,091 433,598 SH   DFND 4,5 433,598 0 0
METTLER TOLEDO COM 592688105 51 200 SH   DFND 4,5,11,12 200 0 0
METTLER TOLEDO COM 592688105 152 600 SH   DFND 4,5,11,12 600 0 0
METTLER TOLEDO COM 592688105 608 2,400 SH   DFND 4,5 2,400 0 0
METTLER TOLEDO COM 592688105 1,936 7,647 SH   DFND 4,5 7,647 0 0
MFA FINANCIAL INC COM 55272X102 50 6,100 SH   DFND 4,6 6,100 0 0
MFA FINANCIAL INC COM 55272X102 289 35,200 SH   DFND 4,6 35,200 0 0
MFA FINANCIAL INC COM 55272X102 969 118,000 SH   DFND 4,6 118,000 0 0
MGIC INVESTMENT CP COM 552848103 665 71,927 SH   DFND 4,5,7 71,927 0 0
MGM RESORTS INTL SR CV NT 4.25%15 55303QAE0 3,314 2,257,000 PRN   DFND 4,5,7 0 0 2,257,000
MGM RESORTS INTL COM 552953101 58 2,200 SH   DFND 4,5,11,12 2,200 0 0
MGM RESORTS INTL COM 552953101 76 2,869 SH   DFND 4,5,11,12 2,869 0 0
MGM RESORTS INTL COM 552953101 118 4,485 SH   DFND 4,5,7 4,485 0 0
MGM RESORTS INTL COM 552953101 863 32,672 SH   DFND 4,5 32,672 0 0
MGM RESORTS INTL COM 552953101 1,080 40,891 SH   DFND 4,5 40,891 0 0
MICHAEL KORS HOLDI SHS G60754101 98 1,100 SH   DFND 4,5,11,12 1,100 0 0
MICHAEL KORS HOLDI SHS G60754101 179 2,020 SH   DFND   2,020 0 0
MICHAEL KORS HOLDI SHS G60754101 284 3,200 SH   DFND 4,5,11,12 3,200 0 0
MICHAEL KORS HOLDI SHS G60754101 488 5,510 SH   DFND 4,1 5,510 0 0
MICHAEL KORS HOLDI SHS G60754101 849 9,580 SH   DFND 4,1 9,580 0 0
MICHAEL KORS HOLDI SHS G60754101 1,303 14,700 SH   DFND 4,5 14,700 0 0
MICHAEL KORS HOLDI SHS G60754101 2,046 23,074 SH   DFND 4,5 23,074 0 0
MICHAEL KORS HOLDI SHS G60754101 6,596 74,408 SH   DFND 1,3 74,408 0 0
MICROCHIP TECHNLGY COM 595017104 59 1,200 SH   DFND 4,5,11,12 1,200 0 0
MICROCHIP TECHNLGY COM 595017104 259 5,310 SH   DFND 4,5,11,12 5,310 0 0
MICROCHIP TECHNLGY COM 595017104 728 14,923 SH   DFND 4,5 14,923 0 0
MICROCHIP TECHNLGY COM 595017104 796 16,308 SH   DFND 4,5 16,308 0 0
MICROCHIP TECHNLGY COM 595017104 1,168 23,920 SH   DFND 4,1 23,920 0 0
MICRON TECHNOLOGY COM 595112103 194 5,900 SH   DFND 4,5,11,12 5,900 0 0
MICRON TECHNOLOGY COM 595112103 478 14,493 SH   DFND 4,5,11,12 14,493 0 0
MICRON TECHNOLOGY COM 595112103 527 16,000 SH   DFND 4,6 16,000 0 0
MICRON TECHNOLOGY COM 595112103 2,813 85,358 SH   DFND 4,5 85,358 0 0
MICRON TECHNOLOGY COM 595112103 3,533 107,224 SH   DFND 4,5 107,224 0 0
MICROS SYSTEMS INC COM 594901100 31 450 SH   DFND 4,5,7 450 0 0
MICROS SYSTEMS INC COM 594901100 3,305 48,672 SH   DFND 4,5 48,672 0 0
MICROSOFT CORP COM 594918104 10 240 SH   DFND   240 0 0
MICROSOFT CORP COM 594918104 75 1,807 SH   DFND 4,8 1,807 0 0
MICROSOFT CORP COM 594918104 190 4,560 SH   DFND 1 4,560 0 0
MICROSOFT CORP COM 594918104 328 7,877 SH   DFND 4,8 7,877 0 0
MICROSOFT CORP COM 594918104 480 11,500 SH   DFND 4,6 11,500 0 0
MICROSOFT CORP COM 594918104 976 23,400 SH   DFND 4,6 23,400 0 0
MICROSOFT CORP COM 594918104 1,046 25,080 SH   DFND   25,080 0 0
MICROSOFT CORP COM 594918104 1,047 25,100 SH   DFND 4,6 25,100 0 0
MICROSOFT CORP COM 594918104 1,393 33,400 SH   DFND 4,6 33,400 0 0
MICROSOFT CORP COM 594918104 1,623 38,910 SH   DFND 4,6 38,910 0 0
MICROSOFT CORP COM 594918104 1,726 41,400 SH   DFND 4,5 41,400 0 0
MICROSOFT CORP COM 594918104 1,877 45,000 SH   DFND 4,6 45,000 0 0
MICROSOFT CORP COM 594918104 2,689 64,482 SH   DFND 4,1 64,482 0 0
MICROSOFT CORP COM 594918104 3,649 87,500 SH   DFND 4,6 87,500 0 0
MICROSOFT CORP COM 594918104 6,864 164,613 SH   DFND 4,5,11,12 164,613 0 0
MICROSOFT CORP COM 594918104 9,374 224,792 SH   DFND 4,6 224,792 0 0
MICROSOFT CORP COM 594918104 10,747 257,711 SH   DFND 4,6 257,711 0 0
MICROSOFT CORP COM 594918104 11,399 273,357 SH   DFND 1,2 273,357 0 0
MICROSOFT CORP COM 594918104 22,461 538,631 SH   DFND 1,3 538,631 0 0
MICROSOFT CORP COM 594918104 28,367 680,272 SH   DFND 4,5 680,272 0 0
MICROSOFT CORP COM 594918104 35,382 848,500 SH   DFND 4,5,11,12 848,500 0 0
MICROSOFT CORP COM 594918104 64,166 1,538,755 SH   DFND 4,5 1,538,755 0 0
MID-AMER APARTMENT COM 59522J103 538 7,364 SH   DFND 4,5,11,12 7,364 0 0
MID-AMER APARTMENT COM 59522J103 3,024 41,393 SH   DFND 4,5 41,393 0 0
MINAS BUENAVENTURA SPONSORED ADR 204448104 7,540 638,477 SH   DFND 4,5 638,477 0 0
MINAS BUENAVENTURA SPONSORED ADR 204448104 8,750 740,857 SH   DFND 4,5 740,857 0 0
MINDRAY MEDICAL IN SPON ADR 602675100 54 1,700 SH   DFND 4,6 1,700 0 0
MINDRAY MEDICAL IN SPON ADR 602675100 2,707 85,951 SH   DFND 4,5 85,951 0 0
MINDRAY MEDICAL IN SPON ADR 602675100 3,503 111,200 SH   DFND 4,5 111,200 0 0
MINERALS TECHNLOGS COM 603158106 1,080 16,462 SH   DFND 4,5 16,462 0 0
MOBILE TELESYSTEMS SPONSORED ADR 607409109 1 50 SH   DFND 4,5 50 0 0
MOBILE TELESYSTEMS SPONSORED ADR 607409109 307 15,562 SH   DFND 4,5 15,562 0 0
MOBILE TELESYSTEMS SPONSORED ADR 607409109 488 24,700 SH   DFND 4,5 24,700 0 0
MOBILE TELESYSTEMS SPONSORED ADR 607409109 2,148 108,806 SH   DFND 4,5 108,806 0 0
MOBILEIRON INC COM NEW 60739U204 6 600 SH   DFND 4,5,7 600 0 0
MODUSLINK GLOBAL COM 60786L107 0 10 SH   DFND 1,3 10 0 0
MODUSLINK GLOBAL COM 60786L107 0 15 SH   DFND 1,3 15 0 0
MOHAWK INDS COM 608190104 55 400 SH   DFND 4,5,11,12 400 0 0
MOHAWK INDS COM 608190104 280 2,022 SH   DFND 4,5,11,12 2,022 0 0
MOHAWK INDS COM 608190104 746 5,395 SH   DFND 4,5 5,395 0 0
MOHAWK INDS COM 608190104 908 6,567 SH   DFND 4,5 6,567 0 0
MOLINA HEALTHCARE SR NT CV1.125%20 60855RAC4 4,939 3,951,000 PRN   DFND 4,5,7 0 0 3,951,000
MOLSON COORS BREWI CL B 60871R209 74 1,000 SH   DFND 4,5,11,12 1,000 0 0
MOLSON COORS BREWI CL B 60871R209 111 1,500 SH   DFND 4,6 1,500 0 0
MOLSON COORS BREWI CL B 60871R209 475 6,409 SH   DFND 4,5,11,12 6,409 0 0
MOLSON COORS BREWI CL B 60871R209 697 9,400 SH   DFND 4,6 9,400 0 0
MOLSON COORS BREWI CL B 60871R209 1,079 14,546 SH   DFND 4,5 14,546 0 0
MOLSON COORS BREWI CL B 60871R209 1,624 21,900 SH   DFND 4,6 21,900 0 0
MOLSON COORS BREWI CL B 60871R209 5,453 73,535 SH   DFND 4,5 73,535 0 0
MOLYCORP INC DELAW COM 608753109 584 227,345 SH   DFND 4,5,7 227,345 0 0
MONDELEZ INTL INC CL A 609207105 50 1,342 SH   DFND   1,342 0 0
MONDELEZ INTL INC CL A 609207105 68 1,800 SH   DFND 4,6 1,800 0 0
MONDELEZ INTL INC CL A 609207105 112 2,975 SH   DFND   2,975 0 0
MONDELEZ INTL INC CL A 609207105 327 8,700 SH   DFND 4,6 8,700 0 0
MONDELEZ INTL INC CL A 609207105 384 10,200 SH   DFND 4,5,11,12 10,200 0 0
MONDELEZ INTL INC CL A 609207105 598 15,900 SH   DFND 4,6 15,900 0 0
MONDELEZ INTL INC CL A 609207105 658 17,500 SH   DFND 4,6 17,500 0 0
MONDELEZ INTL INC CL A 609207105 677 18,000 SH   DFND 4,6 18,000 0 0
MONDELEZ INTL INC CL A 609207105 752 20,000 SH   DFND 4,6 20,000 0 0
MONDELEZ INTL INC CL A 609207105 1,777 47,256 SH   DFND 4,5,11,12 47,256 0 0
MONDELEZ INTL INC CL A 609207105 6,369 169,354 SH   DFND 1,3 169,354 0 0
MONDELEZ INTL INC CL A 609207105 6,759 179,713 SH   DFND 1,2 179,713 0 0
MONDELEZ INTL INC CL A 609207105 17,224 457,955 SH   DFND 4,5 457,955 0 0
MONDELEZ INTL INC CL A 609207105 26,613 707,616 SH   DFND 4,5 707,616 0 0
MONMOUTH REAL ESTA CL A 609720107 47 4,700 SH   DFND 4,5,11,12 4,700 0 0
MONSANTO COM 61166W101 22 173 SH   DFND 4,8 173 0 0
MONSANTO COM 61166W101 62 500 SH   DFND 4,6 500 0 0
MONSANTO COM 61166W101 73 585 SH   DFND 4,8 585 0 0
MONSANTO COM 61166W101 212 1,700 SH   DFND 4,6 1,700 0 0
MONSANTO COM 61166W101 399 3,200 SH   DFND 4,6 3,200 0 0
MONSANTO COM 61166W101 662 5,305 SH   DFND 4,1 5,305 0 0
MONSANTO COM 61166W101 776 6,220 SH   DFND   6,220 0 0
MONSANTO COM 61166W101 2,596 20,814 SH   DFND 1,2 20,814 0 0
MONSANTO COM 61166W101 3,039 24,362 SH   DFND 4,5,11,12 24,362 0 0
MONSANTO COM 61166W101 3,580 28,700 SH   DFND 4,6 28,700 0 0
MONSANTO COM 61166W101 3,811 30,550 SH   DFND 4,5,11,12 30,550 0 0
MONSANTO COM 61166W101 4,230 33,911 SH   DFND 4,5,7 33,911 0 0
MONSANTO COM 61166W101 7,378 59,147 SH   DFND 4,5 59,147 0 0
MONSANTO COM 61166W101 15,667 125,594 SH   DFND 4,5 125,594 0 0
MONSTER BEV CORP COM 611740101 51 718 SH   DFND 4,5,11,12 718 0 0
MONSTER BEV CORP COM 611740101 57 800 SH   DFND 4,5,11,12 800 0 0
MONSTER BEV CORP COM 611740101 76 1,074 SH   DFND 4,8 1,074 0 0
MONSTER BEV CORP COM 611740101 433 6,090 SH   DFND 4,1 6,090 0 0
MONSTER BEV CORP COM 611740101 1,065 15,000 SH   DFND 4,6 15,000 0 0
MONSTER BEV CORP COM 611740101 1,278 17,987 SH   DFND 4,5 17,987 0 0
MONSTER BEV CORP COM 611740101 5,346 75,268 SH   DFND 4,5 75,268 0 0
MOODYS CORP COM 615369105 50 569 SH   DFND 4,5,7 569 0 0
MOODYS CORP COM 615369105 75 850 SH   DFND 4,8 850 0 0
MOODYS CORP COM 615369105 391 4,460 SH   DFND 4,5,11,12 4,460 0 0
MOODYS CORP COM 615369105 1,997 22,782 SH   DFND 4,5 22,782 0 0
MOODYS CORP COM 615369105 4,298 49,033 SH   DFND 4,5 49,033 0 0
MOODYS CORP COM 615369105 5,812 66,300 SH   DFND 4,5,11,12 66,300 0 0
MOOG INC CL A 615394202 3,083 42,300 SH   DFND 4,5 42,300 0 0
MOOG INC CL A 615394202 9,073 124,470 SH   DFND 4,5 124,470 0 0
MORGAN STANLEY COM NEW 617446448 155 4,800 SH   DFND 4,6 4,800 0 0
MORGAN STANLEY COM NEW 617446448 291 9,000 SH   DFND 4,5,11,12 9,000 0 0
MORGAN STANLEY COM NEW 617446448 372 11,504 SH   DFND 4,6 11,504 0 0
MORGAN STANLEY COM NEW 617446448 647 20,000 SH   DFND 4,6 20,000 0 0
MORGAN STANLEY COM NEW 617446448 734 22,707 SH   DFND 4,5,11,12 22,707 0 0
MORGAN STANLEY COM NEW 617446448 886 27,400 SH   DFND 4,6 27,400 0 0
MORGAN STANLEY COM NEW 617446448 1,439 44,500 SH   DFND 4,6 44,500 0 0
MORGAN STANLEY COM NEW 617446448 1,795 55,515 SH   DFND 4,5,7 55,515 0 0
MORGAN STANLEY COM NEW 617446448 1,898 58,700 SH   DFND 4,6 58,700 0 0
MORGAN STANLEY COM NEW 617446448 5,441 168,281 SH   DFND 4,5 168,281 0 0
MORGAN STANLEY COM NEW 617446448 6,755 208,929 SH   DFND 4,5 208,929 0 0
MORGAN STANLEY CHI COM 617468103 255 11,624 SH   DFND 4,5,7 11,624 0 0
MOSAIC CO COM 61945C103 40 800 SH   DFND 4,5,11,12 800 0 0
MOSAIC CO COM 61945C103 1,577 31,900 SH   DFND 4,6 31,900 0 0
MOSAIC CO COM 61945C103 1,641 33,185 SH   DFND 4,5 33,185 0 0
MOSAIC CO COM 61945C103 1,753 35,447 SH   DFND 4,5,11,12 35,447 0 0
MOSAIC CO COM 61945C103 8,334 168,525 SH   DFND 4,5 168,525 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 47 703 SH   DFND 4,5,7 703 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 107 1,600 SH   DFND 4,5,11,12 1,600 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 179 2,683 SH   DFND 4,5,11,12 2,683 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 752 11,300 SH   DFND 4,5,7 11,300 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 1,812 27,222 SH   DFND 4,5 27,222 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 4,356 65,440 SH   DFND 4,5,7 65,440 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 5,037 75,659 SH   DFND 4,5 75,659 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 20,065 301,414 SH   DFND 4,5,7 301,414 0 0
MSC INDUSTRIAL DIR CL A 553530106 823 8,607 SH   DFND 4,5 8,607 0 0
MSCI INC COM 55354G100 3,118 68,008 SH   DFND 4,5 68,008 0 0
MUELLER WATER PROD COM SER A 624758108 686 79,400 SH   DFND 4,5 79,400 0 0
MURPHY OIL CORP COM 626717102 73 1,100 SH   DFND 4,5,11,12 1,100 0 0
MURPHY OIL CORP COM 626717102 273 4,100 SH   DFND 4,5,7 4,100 0 0
MURPHY OIL CORP COM 626717102 330 4,965 SH   DFND 4,5,11,12 4,965 0 0
MURPHY OIL CORP COM 626717102 1,061 15,960 SH   DFND 4,5 15,960 0 0
MURPHY OIL CORP COM 626717102 2,217 33,355 SH   DFND 4,5 33,355 0 0
MYLAN INC COM 628530107 41 796 SH   DFND 4,5,7 796 0 0
MYLAN INC COM 628530107 47 921 SH   DFND 4,5,7 921 0 0
MYLAN INC COM 628530107 53 1,029 SH   DFND 4,8 1,029 0 0
MYLAN INC COM 628530107 91 1,759 SH   DFND 4,5,7 1,759 0 0
MYLAN INC COM 628530107 131 2,549 SH   DFND 4,8 2,549 0 0
MYLAN INC COM 628530107 373 7,225 SH   DFND 4,5,11,12 7,225 0 0
MYLAN INC COM 628530107 567 11,000 SH   DFND 4,6 11,000 0 0
MYLAN INC COM 628530107 789 15,300 SH   DFND 4,6 15,300 0 0
MYLAN INC COM 628530107 1,400 27,161 SH   DFND 4,5,7 27,161 0 0
MYLAN INC COM 628530107 1,942 37,670 SH   DFND 4,5 37,670 0 0
MYLAN INC COM 628530107 4,522 87,709 SH   DFND 1,3 87,709 0 0
MYLAN INC COM 628530107 7,338 142,321 SH   DFND 1,2 142,321 0 0
MYLAN INC COM 628530107 7,595 147,300 SH   DFND 4,5,11,12 147,300 0 0
MYLAN INC COM 628530107 12,587 244,117 SH   DFND 4,5 244,117 0 0
MYLAN INC COM 628530107 31,327 607,576 SH   DFND 4,5,7 607,576 0 0
NABORS INDS LTD SHS G6359F103 47 1,610 SH   DFND 4,8 1,610 0 0
NABORS INDS LTD SHS G6359F103 53 1,800 SH   DFND 4,5,11,12 1,800 0 0
NABORS INDS LTD SHS G6359F103 218 7,435 SH   DFND 4,5,11,12 7,435 0 0
NABORS INDS LTD SHS G6359F103 490 16,700 SH   DFND 4,5,7 16,700 0 0
NABORS INDS LTD SHS G6359F103 693 23,598 SH   DFND 4,5 23,598 0 0
NABORS INDS LTD SHS G6359F103 752 25,605 SH   DFND 4,5 25,605 0 0
NABORS INDS LTD SHS G6359F103 1,753 59,700 SH   DFND 4,6 59,700 0 0
NABORS INDS LTD SHS G6359F103 5,718 194,700 SH   DFND 4,6 194,700 0 0
NASDAQ OMX GP INC COM 631103108 12 300 SH   DFND 1 300 0 0
NASDAQ OMX GP INC COM 631103108 31 800 SH   DFND 4,5,11,12 800 0 0
NASDAQ OMX GP INC COM 631103108 152 3,933 SH   DFND 4,5,11,12 3,933 0 0
NASDAQ OMX GP INC COM 631103108 354 9,156 SH   DFND 4,5 9,156 0 0
NASDAQ OMX GP INC COM 631103108 600 15,531 SH   DFND 4,5 15,531 0 0
NASDAQ OMX GP INC COM 631103108 772 20,000 SH   DFND 4,6 20,000 0 0
NATIONAL CINEMEDI COM 635309107 171 9,783 SH   DFND 4,5,7 9,783 0 0
NATIONSTAR MTG LLC COM 63861C109 2,799 77,100 SH   DFND 4,5,7 77,100 0 0
NATL BK OF GREECE SPN ADR REP 1 SH 633643705 283 76,989 SH   DFND 4,5,7 76,989 0 0
NATL BK OF GREECE SPN ADR REP 1 SH 633643705 850 230,921 SH   DFND 4,5,7 230,921 0 0
NATL FUEL GAS CO COM 636180101 2,030 25,920 SH   DFND 4,5 25,920 0 0
NATL HLTH INVSTRS COM 63633D104 194 3,100 SH   DFND 4,5,11,12 3,100 0 0
NATL OILWELL VARCO COM 637071101 63 760 SH   DFND 4,8 760 0 0
NATL OILWELL VARCO COM 637071101 346 4,203 SH   DFND 4,6 4,203 0 0
NATL OILWELL VARCO COM 637071101 377 4,580 SH   DFND 4,1 4,580 0 0
NATL OILWELL VARCO COM 637071101 387 4,700 SH   DFND 4,5,7 4,700 0 0
NATL OILWELL VARCO COM 637071101 494 6,000 SH   DFND 4,6 6,000 0 0
NATL OILWELL VARCO COM 637071101 687 8,344 SH   DFND 4,5,11,12 8,344 0 0
NATL OILWELL VARCO COM 637071101 740 8,988 SH   DFND 4,8 8,988 0 0
NATL OILWELL VARCO COM 637071101 10,222 124,133 SH   DFND 4,5 124,133 0 0
NATL OILWELL VARCO COM 637071101 10,911 132,500 SH   DFND 4,5,11,12 132,500 0 0
NATL OILWELL VARCO COM 637071101 45,106 547,733 SH   DFND 4,5 547,733 0 0
NATL RETAIL PPTYS COM 637417106 465 12,500 SH   DFND 4,5,11,12 12,500 0 0
NAVIENT CORP COM 63938C108 28 1,602 SH   DFND 4,8 1,602 0 0
NAVIENT CORP COM 63938C108 328 18,548 SH   DFND 4,5,11,12 18,548 0 0
NAVIENT CORP COM 63938C108 633 35,750 SH   DFND 4,5 35,750 0 0
NAVIENT CORP COM 63938C108 909 51,300 SH   DFND 4,5,7 51,300 0 0
NAVIENT CORP COM 63938C108 1,577 89,032 SH   DFND 4,5 89,032 0 0
NAVIENT CORP COM 63938C108 4,500 254,100 SH   DFND 4,5,11,12 254,100 0 0
NAVIOS MARITIME HO COM Y62196103 2,163 213,777 SH   DFND 4,5,7 213,777 0 0
NAVISTAR INTL CORP COM 63934E108 47 1,250 SH   DFND 4,5 1,250 0 0
NCR CORP COM 62886E108 280 7,981 SH   DFND 4,5 7,981 0 0
NCR CORP COM 62886E108 1,097 31,260 SH   DFND 4,5 31,260 0 0
NETAPP INC COM 64110D104 45 1,224 SH   DFND 4,5,7 1,224 0 0
NETAPP INC COM 64110D104 80 2,200 SH   DFND 4,5,11,12 2,200 0 0
NETAPP INC COM 64110D104 371 10,150 SH   DFND 4,5,11,12 10,150 0 0
NETAPP INC COM 64110D104 935 25,601 SH   DFND 4,5 25,601 0 0
NETAPP INC COM 64110D104 1,545 42,302 SH   DFND 4,5 42,302 0 0
NETEASE INC SPONSORED ADR 64110W102 313 4,000 SH   DFND 4,5 4,000 0 0
NETEASE INC SPONSORED ADR 64110W102 2,618 33,413 SH   DFND 1,3 33,413 0 0
NETEASE INC SPONSORED ADR 64110W102 5,791 73,900 SH   DFND 4,5 73,900 0 0
NETFLIX INC COM 64110L106 132 300 SH   DFND 4,5,11,12 300 0 0
NETFLIX INC COM 64110L106 334 757 SH   DFND 4,5,11,12 757 0 0
NETFLIX INC COM 64110L106 1,793 4,069 SH   DFND 4,5 4,069 0 0
NETFLIX INC COM 64110L106 2,545 5,777 SH   DFND 4,5 5,777 0 0
NETSUITE INC SR CV NT 0.25%18 64118QAB3 3,617 3,527,000 PRN   DFND 4,5 0 0 3,527,000
NETSUITE INC COM 64118Q107 104 1,200 SH   DFND 4,5 1,200 0 0
NETSUITE INC COM 64118Q107 491 5,650 SH   DFND 4,1 5,650 0 0
NEW GOLD INC COM 644535106 18 2,800 SH   DFND 4,5,11,12 2,800 0 0
NEW GOLD INC COM 644535106 57 8,971 SH   DFND 4,8 8,971 0 0
NEW GOLD INC COM 644535106 1,308 205,393 SH   DFND 4,5 205,393 0 0
NEW GOLD INC COM 644535106 14,648 2,299,540 SH   DFND 4,5 2,299,540 0 0
NEW ORIENTAL EDUCA SPON ADR 647581107 159 6,000 SH   DFND 4,6 6,000 0 0
NEW ORIENTAL EDUCA SPON ADR 647581107 2,503 94,200 SH   DFND 4,5 94,200 0 0
NEW ORIENTAL EDUCA SPON ADR 647581107 2,647 99,620 SH   DFND 4,5 99,620 0 0
NEW RESIDENTIAL IN COM 64828T102 262 41,600 SH   DFND 4,5,7 41,600 0 0
NEW YORK & CO INC COM 649295102 103 28,006 SH   DFND 4,5,7 28,006 0 0
NEW YORK COMMTY COM 649445103 523 32,752 SH   DFND 4,5 32,752 0 0
NEW YORK COMMTY COM 649445103 693 43,387 SH   DFND 4,5 43,387 0 0
NEW YORK COMMTY COM 649445103 1,820 113,900 SH   DFND 4,5,11,12 113,900 0 0
NEW YORK COMMTY COM 649445103 4,486 280,700 SH   DFND 4,5,11,12 280,700 0 0
NEW YORK REIT INC COM 64976L109 155 14,000 SH   DFND 4,5,11,12 14,000 0 0
NEW YORK TIMES CO CL A 650111107 597 39,238 SH   DFND 4,5 39,238 0 0
NEWCASTLE INV CORP COM 65105M108 398 83,000 SH   DFND 4,5,7 83,000 0 0
NEWELL RUBBERMAID COM 651229106 47 1,513 SH   DFND 4,5,7 1,513 0 0
NEWELL RUBBERMAID COM 651229106 56 1,800 SH   DFND 4,5,11,12 1,800 0 0
NEWELL RUBBERMAID COM 651229106 732 23,613 SH   DFND 4,5 23,613 0 0
NEWELL RUBBERMAID COM 651229106 828 26,729 SH   DFND 4,5,11,12 26,729 0 0
NEWELL RUBBERMAID COM 651229106 1,177 37,981 SH   DFND 4,5 37,981 0 0
NEWFIELD EXPL CO COM 651290108 53 1,191 SH   DFND 4,5 1,191 0 0
NEWFIELD EXPL CO COM 651290108 186 4,199 SH   DFND 4,5 4,199 0 0
NEWMARKET CORP COM 651587107 1,840 4,693 SH   DFND 4,5 4,693 0 0
NEWMONT MINING CP COM 651639106 11 416 SH   DFND 4,8 416 0 0
NEWMONT MINING CP COM 651639106 145 5,700 SH   DFND   5,700 0 0
NEWMONT MINING CP COM 651639106 351 13,793 SH   DFND 4,5,11,12 13,793 0 0
NEWMONT MINING CP COM 651639106 1,402 55,100 SH   DFND 4,5,11,12 55,100 0 0
NEWMONT MINING CP COM 651639106 2,828 111,151 SH   DFND 1,3 111,151 0 0
NEWMONT MINING CP COM 651639106 11,269 442,973 SH   DFND 4,5 442,973 0 0
NEWMONT MINING CP COM 651639106 39,053 1,535,100 SH   DFND 4,5 1,535,100 0 0
NEWS CORP NEW CL A 65249B109 32 1,775 SH   DFND 4,5,11,12 1,775 0 0
NEWS CORP NEW CL A 65249B109 156 8,678 SH   DFND 4,5,11,12 8,678 0 0
NEWS CORP NEW CL A 65249B109 510 28,451 SH   DFND 4,5 28,451 0 0
NEWS CORP NEW CL A 65249B109 563 31,382 SH   DFND 4,5 31,382 0 0
NEWS CORP NEW CL B 65249B208 83 4,728 SH   DFND 4,5 4,728 0 0
NEXTERA ENERGY INC COM 65339F101 84 815 SH   DFND 4,5,7 815 0 0
NEXTERA ENERGY INC COM 65339F101 174 1,700 SH   DFND 4,6 1,700 0 0
NEXTERA ENERGY INC COM 65339F101 256 2,500 SH   DFND 4,6 2,500 0 0
NEXTERA ENERGY INC COM 65339F101 277 2,700 SH   DFND 4,5,11,12 2,700 0 0
NEXTERA ENERGY INC COM 65339F101 395 3,853 SH   DFND 4,5,7 3,853 0 0
NEXTERA ENERGY INC COM 65339F101 808 7,884 SH   DFND 4,5,11,12 7,884 0 0
NEXTERA ENERGY INC COM 65339F101 861 8,400 SH   DFND 4,6 8,400 0 0
NEXTERA ENERGY INC COM 65339F101 2,142 20,900 SH   DFND 4,6 20,900 0 0
NEXTERA ENERGY INC COM 65339F101 6,069 59,223 SH   DFND 4,5 59,223 0 0
NEXTERA ENERGY INC COM 65339F101 8,337 81,351 SH   DFND 4,5 81,351 0 0
NICE SYSTEMS SPONSORED ADR 653656108 535 13,100 SH   DFND 4,5 13,100 0 0
NIELSEN N,V, COM N63218106 34 700 SH   DFND 4,5,11,12 700 0 0
NIELSEN N,V, COM N63218106 252 5,200 SH   DFND 4,5,11,12 5,200 0 0
NIELSEN N,V, COM N63218106 291 6,002 SH   DFND 4,8 6,002 0 0
NIELSEN N,V, COM N63218106 391 8,080 SH   DFND 4,1 8,080 0 0
NIELSEN N,V, COM N63218106 7,138 147,455 SH   DFND 4,5 147,455 0 0
NIELSEN N,V, COM N63218106 7,190 148,519 SH   DFND 4,5 148,519 0 0
NIKE INC CL B 654106103 54 700 SH   DFND 4,6 700 0 0
NIKE INC CL B 654106103 147 1,900 SH   DFND 4,6 1,900 0 0
NIKE INC CL B 654106103 341 4,400 SH   DFND 4,5,11,12 4,400 0 0
NIKE INC CL B 654106103 388 5,000 SH   DFND 4,6 5,000 0 0
NIKE INC CL B 654106103 414 5,337 SH   DFND 4,6 5,337 0 0
NIKE INC CL B 654106103 541 6,980 SH   DFND 4,1 6,980 0 0
NIKE INC CL B 654106103 543 7,000 SH   DFND 4,6 7,000 0 0
NIKE INC CL B 654106103 883 11,388 SH   DFND 4,5,11,12 11,388 0 0
NIKE INC CL B 654106103 1,049 13,529 SH   DFND 4,1 13,529 0 0
NIKE INC CL B 654106103 9,438 121,696 SH   DFND 4,5 121,696 0 0
NIKE INC CL B 654106103 55,655 717,666 SH   DFND 4,5 717,666 0 0
NISOURCE INC COM 65473P105 114 2,905 SH   DFND 4,8 2,905 0 0
NISOURCE INC COM 65473P105 162 4,117 SH   DFND 4,8 4,117 0 0
NISOURCE INC COM 65473P105 472 12,000 SH   DFND 4,6 12,000 0 0
NISOURCE INC COM 65473P105 683 17,364 SH   DFND 4,5,11,12 17,364 0 0
NISOURCE INC COM 65473P105 1,039 26,402 SH   DFND 4,5 26,402 0 0
NISOURCE INC COM 65473P105 1,339 34,042 SH   DFND 4,5 34,042 0 0
NISOURCE INC COM 65473P105 19,671 500,027 SH   DFND 4,5,11,12 500,027 0 0
NMI HOLDINGS INC CL A 629209305 162 15,400 SH   DFND 4,5,7 15,400 0 0
NOBLE CORP PLC SHS USD G65431101 50 1,500 SH   DFND 4,5,11,12 1,500 0 0
NOBLE CORP PLC SHS USD G65431101 191 5,700 SH   DFND 4,6 5,700 0 0
NOBLE CORP PLC SHS USD G65431101 231 6,882 SH   DFND 4,5,11,12 6,882 0 0
NOBLE CORP PLC SHS USD G65431101 503 15,000 SH   DFND 4,6 15,000 0 0
NOBLE CORP PLC SHS USD G65431101 754 22,471 SH   DFND 4,5 22,471 0 0
NOBLE CORP PLC SHS USD G65431101 1,042 31,035 SH   DFND 4,5 31,035 0 0
NOBLE ENERGY INC COM 655044105 19 243 SH   DFND 4,8 243 0 0
NOBLE ENERGY INC COM 655044105 465 6,000 SH   DFND 4,6 6,000 0 0
NOBLE ENERGY INC COM 655044105 491 6,334 SH   DFND 4,5,11,12 6,334 0 0
NOBLE ENERGY INC COM 655044105 534 6,900 SH   DFND 4,5,7 6,900 0 0
NOBLE ENERGY INC COM 655044105 542 7,000 SH   DFND 4,6 7,000 0 0
NOBLE ENERGY INC COM 655044105 558 7,200 SH   DFND 4,1 7,200 0 0
NOBLE ENERGY INC COM 655044105 1,363 17,600 SH   DFND 4,6 17,600 0 0
NOBLE ENERGY INC COM 655044105 2,412 31,134 SH   DFND 4,5 31,134 0 0
NOBLE ENERGY INC COM 655044105 4,357 56,242 SH   DFND 4,5 56,242 0 0
NOBLE ENERGY INC COM 655044105 4,462 57,600 SH   DFND 4,5,11,12 57,600 0 0
NOKIA OYJ SPONSORED ADR 654902204 6 800 SH   DFND   800 0 0
NOODLES & CO CL A 65540B105 1,263 36,720 SH   DFND 4,5,7 36,720 0 0
NORDIC AMERICAN OF SHS Y6366T112 140 7,300 SH   DFND 4,5,7 7,300 0 0
NORDSON CORP COM 655663102 681 8,487 SH   DFND 4,5 8,487 0 0
NORDSTROM INC COM 655664100 68 1,000 SH   DFND 4,5,11,12 1,000 0 0
NORDSTROM INC COM 655664100 88 1,300 SH   DFND 4,6 1,300 0 0
NORDSTROM INC COM 655664100 174 2,556 SH   DFND 4,5,11,12 2,556 0 0
NORDSTROM INC COM 655664100 543 8,000 SH   DFND 4,6 8,000 0 0
NORDSTROM INC COM 655664100 832 12,255 SH   DFND 4,5 12,255 0 0
NORDSTROM INC COM 655664100 1,455 21,424 SH   DFND 4,5 21,424 0 0
NORDSTROM INC COM 655664100 1,963 28,900 SH   DFND 4,6 28,900 0 0
NORDSTROM INC COM 655664100 3,695 54,400 SH   DFND 4,6 54,400 0 0
NORFOLK STHN CORP COM 655844108 175 1,700 SH   DFND 4,6 1,700 0 0
NORFOLK STHN CORP COM 655844108 206 2,000 SH   DFND 4,5,11,12 2,000 0 0
NORFOLK STHN CORP COM 655844108 306 2,970 SH   DFND 4,6 2,970 0 0
NORFOLK STHN CORP COM 655844108 725 7,035 SH   DFND 4,5,11,12 7,035 0 0
NORFOLK STHN CORP COM 655844108 896 8,700 SH   DFND 4,6 8,700 0 0
NORFOLK STHN CORP COM 655844108 2,380 23,100 SH   DFND 4,6 23,100 0 0
NORFOLK STHN CORP COM 655844108 5,079 49,292 SH   DFND 4,5 49,292 0 0
NORFOLK STHN CORP COM 655844108 14,164 137,479 SH   DFND 4,5 137,479 0 0
NORTEK INC COM NEW 656559309 3,718 41,418 SH   DFND 4,5,7 41,418 0 0
NORTEL INVERSORA SPON ADR PFD B 656567401 2,007 78,730 SH   DFND 4,5 78,730 0 0
NORTEL INVERSORA SPON ADR PFD B 656567401 4,866 190,902 SH   DFND 4,5 190,902 0 0
NORTHEAST UTILS COM 664397106 95 2,000 SH   DFND 4,5,11,12 2,000 0 0
NORTHEAST UTILS COM 664397106 98 2,079 SH   DFND 4,8 2,079 0 0
NORTHEAST UTILS COM 664397106 263 5,565 SH   DFND 4,5,11,12 5,565 0 0
NORTHEAST UTILS COM 664397106 1,084 22,928 SH   DFND 4,5 22,928 0 0
NORTHEAST UTILS COM 664397106 1,530 32,377 SH   DFND 4,5 32,377 0 0
NORTHERN TRUST CP COM 665859104 90 1,400 SH   DFND 4,5,11,12 1,400 0 0
NORTHERN TRUST CP COM 665859104 121 1,879 SH   DFND 4,5,11,12 1,879 0 0
NORTHERN TRUST CP COM 665859104 1,050 16,355 SH   DFND 4,5 16,355 0 0
NORTHERN TRUST CP COM 665859104 6,536 101,795 SH   DFND 4,5 101,795 0 0
NORTHROP GRUMMAN COM 666807102 44 367 SH   DFND 4,5,7 367 0 0
NORTHROP GRUMMAN COM 666807102 108 900 SH   DFND 4,5,11,12 900 0 0
NORTHROP GRUMMAN COM 666807102 321 2,685 SH   DFND 4,6 2,685 0 0
NORTHROP GRUMMAN COM 666807102 395 3,305 SH   DFND 4,5,11,12 3,305 0 0
NORTHROP GRUMMAN COM 666807102 419 3,500 SH   DFND 4,6 3,500 0 0
NORTHROP GRUMMAN COM 666807102 10,684 89,305 SH   DFND 4,5 89,305 0 0
NORTHROP GRUMMAN COM 666807102 28,199 235,722 SH   DFND 4,5 235,722 0 0
NORWEGIAN CRUISE L SHS G66721104 3,092 97,548 SH   DFND 4,5,7 97,548 0 0
NOVACOPPER INC COM 66988K102 170 156,055 SH   DFND 4,5,7 156,055 0 0
NOVAGOLD RESOURCES COM NEW 66987E206 5,005 1,188,776 SH   DFND 4,5,7 1,188,776 0 0
NOVELLUS SYS INC SR NT CV2.625%41 670008AD3 10,449 5,163,000 PRN   DFND 4,5 0 0 5,163,000
NOW INC COM 67011P100 5 148 SH   DFND 4,8 148 0 0
NOW INC COM 67011P100 18 500 SH   DFND 4,5,11,12 500 0 0
NOW INC COM 67011P100 41 1,145 SH   DFND 4,1 1,145 0 0
NOW INC COM 67011P100 42 1,150 SH   DFND 4,5,11,12 1,150 0 0
NOW INC COM 67011P100 54 1,500 SH   DFND 4,6 1,500 0 0
NOW INC COM 67011P100 81 2,247 SH   DFND 4,8 2,247 0 0
NOW INC COM 67011P100 368 10,167 SH   DFND 4,5 10,167 0 0
NOW INC COM 67011P100 3,655 100,932 SH   DFND 4,5 100,932 0 0
NPS PHARMACEUTICAL COM 62936P103 695 21,015 SH   DFND 4,5,7 21,015 0 0
NQ MOBILE INC ADR REPSTG CL A 64118U108 158 25,671 SH   DFND 4,5,7 25,671 0 0
NRG ENERGY INC COM NEW 629377508 103 2,774 SH   DFND 4,8 2,774 0 0
NRG ENERGY INC COM NEW 629377508 104 2,800 SH   DFND 4,6 2,800 0 0
NRG ENERGY INC COM NEW 629377508 124 3,323 SH   DFND 1 3,323 0 0
NRG ENERGY INC COM NEW 629377508 446 12,000 SH   DFND 4,6 12,000 0 0
NRG ENERGY INC COM NEW 629377508 499 13,420 SH   DFND 4,5,11,12 13,420 0 0
NRG ENERGY INC COM NEW 629377508 584 15,700 SH   DFND 4,6 15,700 0 0
NRG ENERGY INC COM NEW 629377508 733 19,700 SH   DFND 4,6 19,700 0 0
NRG ENERGY INC COM NEW 629377508 837 22,500 SH   DFND 4,6 22,500 0 0
NRG ENERGY INC COM NEW 629377508 1,127 30,307 SH   DFND 4,5 30,307 0 0
NRG ENERGY INC COM NEW 629377508 1,352 36,339 SH   DFND 4,5 36,339 0 0
NRG ENERGY INC COM NEW 629377508 1,841 49,500 SH   DFND 4,6 49,500 0 0
NRG ENERGY INC COM NEW 629377508 7,901 212,400 SH   DFND 4,5,11,12 212,400 0 0
NU SKIN ENTERPRISE CL A 67018T105 87 1,181 SH   DFND 4,5 1,181 0 0
NUANCE COMMUNICATI SR CV NT 2.75%31 67020YAF7 14,231 14,249,000 PRN   DFND 4,5 0 0 14,249,000
NUANCE COMMUNICATI COM 67020Y100 28 1,500 SH   DFND 4,5,11,12 1,500 0 0
NUANCE COMMUNICATI COM 67020Y100 74 3,944 SH   DFND 4,5,11,12 3,944 0 0
NUANCE COMMUNICATI COM 67020Y100 180 9,585 SH   DFND 4,5 9,585 0 0
NUANCE COMMUNICATI COM 67020Y100 437 23,273 SH   DFND 4,5 23,273 0 0
NUCOR CORP COM 670346105 94 1,900 SH   DFND 4,5,11,12 1,900 0 0
NUCOR CORP COM 670346105 422 8,577 SH   DFND 4,5,11,12 8,577 0 0
NUCOR CORP COM 670346105 2,335 47,413 SH   DFND 4,5 47,413 0 0
NUCOR CORP COM 670346105 5,479 111,257 SH   DFND 4,5 111,257 0 0
NVIDIA CORP COM 67066G104 47 2,524 SH   DFND 4,5,7 2,524 0 0
NVIDIA CORP COM 67066G104 89 4,800 SH   DFND 4,6 4,800 0 0
NVIDIA CORP COM 67066G104 162 8,727 SH   DFND 4,8 8,727 0 0
NVIDIA CORP COM 67066G104 305 16,450 SH   DFND 4,8 16,450 0 0
NVIDIA CORP COM 67066G104 347 18,700 SH   DFND 4,6 18,700 0 0
NVIDIA CORP COM 67066G104 606 32,700 SH   DFND 4,6 32,700 0 0
NVIDIA CORP COM 67066G104 689 37,153 SH   DFND 4,5,11,12 37,153 0 0
NVIDIA CORP COM 67066G104 1,095 59,083 SH   DFND 4,5 59,083 0 0
NVIDIA CORP COM 67066G104 1,426 76,900 SH   DFND 4,6 76,900 0 0
NVIDIA CORP COM 67066G104 1,650 89,000 SH   DFND 1,2 89,000 0 0
NVIDIA CORP COM 67066G104 1,656 89,341 SH   DFND 1,3 89,341 0 0
NVIDIA CORP COM 67066G104 2,115 114,100 SH   DFND 4,6 114,100 0 0
NVIDIA CORP COM 67066G104 18,143 978,600 SH   DFND 4,5,11,12 978,600 0 0
NVIDIA CORP COM 67066G104 18,800 1,014,005 SH   DFND 4,5 1,014,005 0 0
NVR INC COM 62944T105 200 174 SH   DFND 4,5 174 0 0
NVR INC COM 62944T105 1,103 959 SH   DFND 4,5 959 0 0
NXP SEMICONDUCTORS COM N6596X109 135 2,042 SH   DFND 4,6 2,042 0 0
NXP SEMICONDUCTORS COM N6596X109 290 4,389 SH   DFND 4,5 4,389 0 0
NXP SEMICONDUCTORS COM N6596X109 528 7,981 SH   DFND 4,6 7,981 0 0
NXP SEMICONDUCTORS COM N6596X109 642 9,699 SH   DFND 4,6 9,699 0 0
NXP SEMICONDUCTORS COM N6596X109 926 13,989 SH   DFND 4,5,7 13,989 0 0
NXP SEMICONDUCTORS COM N6596X109 1,470 22,208 SH   DFND 4,6 22,208 0 0
NXP SEMICONDUCTORS COM N6596X109 1,626 24,576 SH   DFND 4,6 24,576 0 0
NXP SEMICONDUCTORS COM N6596X109 3,640 55,000 SH   DFND 4,6 55,000 0 0
NXP SEMICONDUCTORS COM N6596X109 5,233 79,076 SH   DFND 1,3 79,076 0 0
NXP SEMICONDUCTORS COM N6596X109 6,294 95,100 SH   DFND 1,2 95,100 0 0
NXP SEMICONDUCTORS COM N6596X109 8,762 132,400 SH   DFND 4,5 132,400 0 0
NXSTAGE MEDICAL IN COM 67072V103 164 11,386 SH   DFND 4,5,7 11,386 0 0
OASIS PETROLEUM IN COM 674215108 17,677 316,288 SH   DFND 4,5,7 316,288 0 0
OCCIDENTAL PETRLM COM 674599105 96 939 SH   DFND 4,8 939 0 0
OCCIDENTAL PETRLM COM 674599105 154 1,500 SH   DFND 4,6 1,500 0 0
OCCIDENTAL PETRLM COM 674599105 527 5,139 SH   DFND 4,6 5,139 0 0
OCCIDENTAL PETRLM COM 674599105 585 5,700 SH   DFND 4,5,7 5,700 0 0
OCCIDENTAL PETRLM COM 674599105 821 8,000 SH   DFND 4,6 8,000 0 0
OCCIDENTAL PETRLM COM 674599105 944 9,200 SH   DFND 4,6 9,200 0 0
OCCIDENTAL PETRLM COM 674599105 1,686 16,428 SH   DFND 4,5,11,12 16,428 0 0
OCCIDENTAL PETRLM COM 674599105 2,494 24,300 SH   DFND 4,6 24,300 0 0
OCCIDENTAL PETRLM COM 674599105 5,039 49,100 SH   DFND 4,6 49,100 0 0
OCCIDENTAL PETRLM COM 674599105 5,686 55,407 SH   DFND 1,2 55,407 0 0
OCCIDENTAL PETRLM COM 674599105 11,443 111,500 SH   DFND 4,5,11,12 111,500 0 0
OCCIDENTAL PETRLM COM 674599105 17,899 174,400 SH   DFND 4,5 174,400 0 0
OCCIDENTAL PETRLM COM 674599105 31,124 303,265 SH   DFND 1,3 303,265 0 0
OCCIDENTAL PETRLM COM 674599105 33,925 330,557 SH   DFND 4,5 330,557 0 0
OCEANEERING INTL COM 675232102 47 600 SH   DFND 4,5,11,12 600 0 0
OCEANEERING INTL COM 675232102 61 782 SH   DFND 4,8 782 0 0
OCEANEERING INTL COM 675232102 188 2,400 SH   DFND 4,5,11,12 2,400 0 0
OCEANEERING INTL COM 675232102 677 8,660 SH   DFND 4,5 8,660 0 0
OCEANEERING INTL COM 675232102 680 8,700 SH   DFND 4,1 8,700 0 0
OCEANEERING INTL COM 675232102 883 11,300 SH   DFND 4,5 11,300 0 0
OCWEN FINANCIAL CO COM NEW 675746309 56 1,500 SH   DFND 4,5,11,12 1,500 0 0
OCWEN FINANCIAL CO COM NEW 675746309 160 4,322 SH   DFND 4,5,7 4,322 0 0
OCWEN FINANCIAL CO COM NEW 675746309 163 4,400 SH   DFND 4,5 4,400 0 0
OCWEN FINANCIAL CO COM NEW 675746309 423 11,400 SH   DFND 4,5 11,400 0 0
OCWEN FINANCIAL CO COM NEW 675746309 534 14,400 SH   DFND 4,5,7 14,400 0 0
OCWEN FINANCIAL CO COM NEW 675746309 557 15,000 SH   DFND 4,6 15,000 0 0
OFFICE DEPOT INC COM 676220106 884 155,416 SH   DFND 4,5,7 155,416 0 0
OGE ENERGY CORP COM 670837103 43 1,100 SH   DFND 4,5,11,12 1,100 0 0
OGE ENERGY CORP COM 670837103 454 11,624 SH   DFND 4,5 11,624 0 0
OGE ENERGY CORP COM 670837103 645 16,500 SH   DFND 4,5 16,500 0 0
OIL STATES INTL COM 678026105 58 900 SH   DFND 4,6 900 0 0
OIL STATES INTL COM 678026105 622 9,700 SH   DFND 4,6 9,700 0 0
OIL STATES INTL COM 678026105 628 9,800 SH   DFND 4,6 9,800 0 0
OIL STATES INTL COM 678026105 3,251 50,718 SH   DFND 4,5,7 50,718 0 0
OIL STATES INTL COM 678026105 5,266 82,162 SH   DFND 4,5,7 82,162 0 0
OLD DOMINION FGHT COM 679580100 549 8,620 SH   DFND 1,3 8,620 0 0
OLD DOMINION FGHT COM 679580100 2,613 41,035 SH   DFND 4,5 41,035 0 0
OLD REPUBLIC INTL SR CV NT 3.75%18 680223AH7 2 2,000 PRN   DFND 4,5,7 0 0 2,000
OLD REPUBLIC INTL COM 680223104 263 15,907 SH   DFND 4,5 15,907 0 0
OLIN CORP COM PAR $1 680665205 1,377 51,154 SH   DFND 4,5 51,154 0 0
OMEGA HEALTHCARE I COM 681936100 509 13,800 SH   DFND 4,5,11,12 13,800 0 0
OMNICARE SR DB CV 3.25%35 681904AL2 2,151 2,022,000 PRN   DFND 4,5,7 0 0 2,022,000
OMNICARE COM 681904108 47 700 SH   DFND 4,5,11,12 700 0 0
OMNICARE COM 681904108 292 4,392 SH   DFND 4,5,11,12 4,392 0 0
OMNICARE COM 681904108 379 5,700 SH   DFND 4,6 5,700 0 0
OMNICARE COM 681904108 477 7,172 SH   DFND 4,5 7,172 0 0
OMNICARE COM 681904108 1,117 16,777 SH   DFND 4,5 16,777 0 0
OMNICOM GROUP INC SR GLBL CV ZRO32 681919AV8 6,609 5,000,000 PRN   DFND 4,6 0 0 5,000,000
OMNICOM GROUP INC COM 681919106 121 1,700 SH   DFND 4,5,11,12 1,700 0 0
OMNICOM GROUP INC COM 681919106 455 6,386 SH   DFND 4,6 6,386 0 0
OMNICOM GROUP INC COM 681919106 570 8,000 SH   DFND 4,6 8,000 0 0
OMNICOM GROUP INC COM 681919106 669 9,396 SH   DFND 4,5,11,12 9,396 0 0
OMNICOM GROUP INC COM 681919106 7,546 105,950 SH   DFND 4,5 105,950 0 0
OMNICOM GROUP INC COM 681919106 8,339 117,092 SH   DFND 4,5 117,092 0 0
ONE GAS INC COM 68235P108 12 314 SH   DFND 4,8 314 0 0
ONE GAS INC COM 68235P108 65 1,710 SH   DFND 4,5 1,710 0 0
ONE GAS INC COM 68235P108 101 2,664 SH   DFND 4,8 2,664 0 0
ONE GAS INC COM 68235P108 228 6,050 SH   DFND 4,6 6,050 0 0
ONE LIBERTY PROPS COM 682406103 21 1,000 SH   DFND 4,5,11,12 1,000 0 0
ONEOK INC COM 682680103 82 1,200 SH   DFND 4,5,11,12 1,200 0 0
ONEOK INC COM 682680103 86 1,258 SH   DFND 4,8 1,258 0 0
ONEOK INC COM 682680103 367 5,390 SH   DFND 4,5,11,12 5,390 0 0
ONEOK INC COM 682680103 545 8,000 SH   DFND 4,6 8,000 0 0
ONEOK INC COM 682680103 1,177 17,286 SH   DFND 4,5 17,286 0 0
ONEOK INC COM 682680103 7,300 107,220 SH   DFND 4,5 107,220 0 0
OPEN TEXT CO COM 683715106 67 1,400 SH   DFND 4,5,11,12 1,400 0 0
OPEN TEXT CO COM 683715106 957 19,956 SH   DFND 4,5 19,956 0 0
OPEN TEXT CO COM 683715106 2,379 49,618 SH   DFND 4,5 49,618 0 0
ORACLE CORP COM 68389X105 45 1,103 SH   DFND 4,5,7 1,103 0 0
ORACLE CORP COM 68389X105 105 2,595 SH   DFND 4,8 2,595 0 0
ORACLE CORP COM 68389X105 231 5,700 SH   DFND 4,6 5,700 0 0
ORACLE CORP COM 68389X105 515 12,700 SH   DFND 4,6 12,700 0 0
ORACLE CORP COM 68389X105 573 14,144 SH   DFND 4,8 14,144 0 0
ORACLE CORP COM 68389X105 580 14,300 SH   DFND 4,6 14,300 0 0
ORACLE CORP COM 68389X105 811 20,000 SH   DFND 4,6 20,000 0 0
ORACLE CORP COM 68389X105 880 21,700 SH   DFND 4,6 21,700 0 0
ORACLE CORP COM 68389X105 900 22,200 SH   DFND 4,6 22,200 0 0
ORACLE CORP COM 68389X105 1,094 27,000 SH   DFND 4,6 27,000 0 0
ORACLE CORP COM 68389X105 1,717 42,355 SH   DFND 4,1 42,355 0 0
ORACLE CORP COM 68389X105 1,808 44,600 SH   DFND 4,6 44,600 0 0
ORACLE CORP COM 68389X105 2,925 72,179 SH   DFND 4,5,11,12 72,179 0 0
ORACLE CORP COM 68389X105 3,875 95,613 SH   DFND 4,6 95,613 0 0
ORACLE CORP COM 68389X105 5,335 131,643 SH   DFND 1,3 131,643 0 0
ORACLE CORP COM 68389X105 8,744 215,746 SH   DFND 4,6 215,746 0 0
ORACLE CORP COM 68389X105 14,160 349,369 SH   DFND 4,5 349,369 0 0
ORACLE CORP COM 68389X105 15,913 392,620 SH   DFND 4,5,11,12 392,620 0 0
ORACLE CORP COM 68389X105 61,724 1,522,925 SH   DFND 4,5 1,522,925 0 0
OREILLY AUTO NEW COM 67103H107 45 300 SH   DFND 4,5,11,12 300 0 0
OREILLY AUTO NEW COM 67103H107 46 303 SH   DFND 4,5,7 303 0 0
OREILLY AUTO NEW COM 67103H107 187 1,243 SH   DFND 4,5,11,12 1,243 0 0
OREILLY AUTO NEW COM 67103H107 1,348 8,950 SH   DFND 4,5 8,950 0 0
OREILLY AUTO NEW COM 67103H107 2,513 16,684 SH   DFND 4,5 16,684 0 0
OREXIGEN THERAPEUT COM 686164104 24 3,854 SH   DFND 4,5,7 3,854 0 0
OSHKOSH CORP COM 688239201 3,523 63,436 SH   DFND 4,5 63,436 0 0
OSI SYSTEMS INC COM 671044105 2,824 42,310 SH   DFND 4,5,7 42,310 0 0
OWENS & MINOR INC COM 690732102 1,639 48,235 SH   DFND 4,5 48,235 0 0
OWENS-ILLINOIS INC COM NEW 690768403 31 900 SH   DFND 4,5,11,12 900 0 0
OWENS-ILLINOIS INC COM NEW 690768403 71 2,042 SH   DFND 4,8 2,042 0 0
OWENS-ILLINOIS INC COM NEW 690768403 126 3,629 SH   DFND 4,5,11,12 3,629 0 0
OWENS-ILLINOIS INC COM NEW 690768403 533 15,384 SH   DFND 4,5 15,384 0 0
OWENS-ILLINOIS INC COM NEW 690768403 4,193 121,034 SH   DFND 4,5 121,034 0 0
PACCAR INC COM 693718108 119 1,900 SH   DFND 4,5,11,12 1,900 0 0
PACCAR INC COM 693718108 302 4,811 SH   DFND 4,8 4,811 0 0
PACCAR INC COM 693718108 340 5,410 SH   DFND 4,5,11,12 5,410 0 0
PACCAR INC COM 693718108 9,695 154,301 SH   DFND 4,5 154,301 0 0
PACCAR INC COM 693718108 15,406 245,203 SH   DFND 4,5 245,203 0 0
PACIFIC ETHANOL IN COM PAR $.001 69423U305 277 18,100 SH   DFND 4,5,7 18,100 0 0
PACKAGING CORP OF COM 695156109 758 10,600 SH   DFND 1,3 10,600 0 0
PACWEST BANCORP COM 695263103 3,630 84,076 SH   DFND 4,5 84,076 0 0
PALL CORP COM 696429307 44 515 SH   DFND 4,5,11,12 515 0 0
PALL CORP COM 696429307 60 700 SH   DFND 4,5,11,12 700 0 0
PALL CORP COM 696429307 680 7,966 SH   DFND 4,1 7,966 0 0
PALL CORP COM 696429307 753 8,820 SH   DFND 4,1 8,820 0 0
PALL CORP COM 696429307 1,188 13,912 SH   DFND 4,5 13,912 0 0
PALL CORP COM 696429307 4,280 50,126 SH   DFND 4,5 50,126 0 0
PALO ALTO NETWORKS COM 697435105 104 1,246 SH   DFND 4,5,7 1,246 0 0
PALO ALTO NETWORKS COM 697435105 293 3,500 SH   DFND 4,5 3,500 0 0
PANDORA MEDIA INC COM 698354107 383 12,988 SH   DFND 4,5,7 12,988 0 0
PAPA JOHNS INTL COM 698813102 678 16,000 SH   DFND 1,3 16,000 0 0
PAPA MURPHYS HOLDI COM 698814100 153 15,996 SH   DFND 4,5,7 15,996 0 0
PARKER-HANNIFIN COM 701094104 113 900 SH   DFND 4,5,11,12 900 0 0
PARKER-HANNIFIN COM 701094104 296 2,356 SH   DFND 4,5,11,12 2,356 0 0
PARKER-HANNIFIN COM 701094104 2,176 17,305 SH   DFND 4,5 17,305 0 0
PARKER-HANNIFIN COM 701094104 8,335 66,289 SH   DFND 4,5 66,289 0 0
PARKERVISION COM 701354102 0 100 SH   DFND 1,3 100 0 0
PARKWAY PROPERTIES COM 70159Q104 130 6,300 SH   DFND 4,5,11,12 6,300 0 0
PARTNERRE LTD COM G6852T105 44 400 SH   DFND 4,5,11,12 400 0 0
PARTNERRE LTD COM G6852T105 156 1,431 SH   DFND 4,5,11,12 1,431 0 0
PARTNERRE LTD COM G6852T105 2,409 22,055 SH   DFND 4,5 22,055 0 0
PARTNERRE LTD COM G6852T105 2,689 24,620 SH   DFND 4,5 24,620 0 0
PATTERSON COS INC COM 703395103 126 3,189 SH   DFND 4,5,11,12 3,189 0 0
PATTERSON COS INC COM 703395103 486 12,306 SH   DFND 4,5 12,306 0 0
PATTERSON COS INC COM 703395103 2,379 60,212 SH   DFND 4,5 60,212 0 0
PATTERSON UTI ENEG COM 703481101 443 12,684 SH   DFND 4,5 12,684 0 0
PATTERSON UTI ENEG COM 703481101 563 16,100 SH   DFND 4,5,7 16,100 0 0
PATTERSON UTI ENEG COM 703481101 3,255 93,169 SH   DFND 4,5 93,169 0 0
PAYCHEX INC COM 704326107 83 2,000 SH   DFND 4,5,11,12 2,000 0 0
PAYCHEX INC COM 704326107 153 3,693 SH   DFND 4,5,11,12 3,693 0 0
PAYCHEX INC COM 704326107 1,184 28,479 SH   DFND 4,5 28,479 0 0
PAYCHEX INC COM 704326107 1,488 35,800 SH   DFND 4,5 35,800 0 0
PBF LOGISTICS LP UNIT LTD PTNR 69318Q104 11 400 SH   DFND 4,5,7 400 0 0
PDL BIOPHARMA INC SR NT CV 3.75%15 69329YAC8 222 139,000 PRN   DFND 4,5,7 0 0 139,000
PDL BIOPHARMA INC SR CONV NT 4%18 69329YAF1 475 415,000 PRN   DFND 4,5,7 0 0 415,000
PDL BIOPHARMA INC SR CONV NT 4%18 69329YAF1 562 491,000 PRN   DFND 4,5,7 0 0 491,000
PDL BIOPHARMA INC SR CONV NT 4%18 69329YAF1 2,321 2,027,000 PRN   DFND 4,5,7 0 0 2,027,000
PEABODY ENERGY COR COM 704549104 36 2,200 SH   DFND 4,5,11,12 2,200 0 0
PEABODY ENERGY COR COM 704549104 128 7,801 SH   DFND 4,5,11,12 7,801 0 0
PEABODY ENERGY COR COM 704549104 385 23,535 SH   DFND 4,5 23,535 0 0
PEABODY ENERGY COR COM 704549104 434 26,553 SH   DFND 4,5 26,553 0 0
PEBBLEBROOK HOTEL COM 70509V100 203 5,500 SH   DFND 4,5,11,12 5,500 0 0
PEMBINA PIPELINE C COM 706327103 84 1,944 SH   DFND 4,5,11,12 1,944 0 0
PEMBINA PIPELINE C COM 706327103 91 2,117 SH   DFND 4,8 2,117 0 0
PEMBINA PIPELINE C COM 706327103 369 8,586 SH   DFND 4,5,11,12 8,586 0 0
PEMBINA PIPELINE C COM 706327103 1,267 29,456 SH   DFND 4,5 29,456 0 0
PEMBINA PIPELINE C COM 706327103 1,504 34,974 SH   DFND 4,5 34,974 0 0
PENDRELL CORP COM 70686R104 0 87 SH   DFND 1,3 87 0 0
PENGROWTH ENERGY C COM 70706P104 38 5,287 SH   DFND   5,287 0 0
PENGROWTH ENERGY C COM 70706P104 77 10,658 SH   DFND 4,8 10,658 0 0
PENGROWTH ENERGY C COM 70706P104 101 14,128 SH   DFND 4,5 14,128 0 0
PENGROWTH ENERGY C COM 70706P104 288 40,104 SH   DFND 4,5 40,104 0 0
PENN NATL GAMING COM 707569109 36 2,959 SH   DFND 4,5,7 2,959 0 0
PENN NATL GAMING COM 707569109 102 8,412 SH   DFND 4,5,7 8,412 0 0
PENN VIRGINIA CORP COM 707882106 512 30,200 SH   DFND 4,5,7 30,200 0 0
PENN WEST PETROLEU COM 707887105 28 2,900 SH   DFND 4,5,11,12 2,900 0 0
PENN WEST PETROLEU COM 707887105 106 10,846 SH   DFND 4,5,11,12 10,846 0 0
PENN WEST PETROLEU COM 707887105 183 18,761 SH   DFND 4,5 18,761 0 0
PENN WEST PETROLEU COM 707887105 360 36,933 SH   DFND 4,5 36,933 0 0
PENNS REAL EST INV SH BEN INT 709102107 124 6,600 SH   DFND 4,5,11,12 6,600 0 0
PENNYMAC CORP SR EXCH NT 20 70932AAB9 1,496 1,511,000 PRN   DFND 4,5,7 0 0 1,511,000
PENNYMAC CORP SR EXCH NT 20 70932AAB9 1,553 1,569,000 PRN   DFND 4,5,7 0 0 1,569,000
PENNYMAC FINL SVCS CL A 70932B101 238 15,700 SH   DFND 4,5,7 15,700 0 0
PENNYMAC MORTGAGE COM 70931T103 278 12,666 SH   DFND 4,5,7 12,666 0 0
PENNYMAC MORTGAGE COM 70931T103 309 14,100 SH   DFND 4,5,7 14,100 0 0
PENSKE AUTOMOTIVE COM 70959W103 490 9,898 SH   DFND 4,5,7 9,898 0 0
PENTAIR PLC SHS G7S00T104 41 569 SH   DFND 4,5,7 569 0 0
PENTAIR PLC SHS G7S00T104 64 889 SH   DFND 4,8 889 0 0
PENTAIR PLC SHS G7S00T104 92 1,271 SH   DFND 4,5,11,12 1,271 0 0
PENTAIR PLC SHS G7S00T104 191 2,648 SH   DFND 4,5,11,12 2,648 0 0
PENTAIR PLC SHS G7S00T104 5,037 69,843 SH   DFND 4,5 69,843 0 0
PENTAIR PLC SHS G7S00T104 6,137 85,098 SH   DFND 4,5 85,098 0 0
PEOPLE'S UTD FINL COM 712704105 38 2,500 SH   DFND 4,5,11,12 2,500 0 0
PEOPLE'S UTD FINL COM 712704105 46 3,061 SH   DFND 4,5,7 3,061 0 0
PEOPLE'S UTD FINL COM 712704105 58 3,820 SH   DFND 4,8 3,820 0 0
PEOPLE'S UTD FINL COM 712704105 146 9,624 SH   DFND 4,5,11,12 9,624 0 0
PEOPLE'S UTD FINL COM 712704105 228 15,000 SH   DFND 4,6 15,000 0 0
PEOPLE'S UTD FINL COM 712704105 393 25,900 SH   DFND 4,6 25,900 0 0
PEOPLE'S UTD FINL COM 712704105 400 26,378 SH   DFND 4,5 26,378 0 0
PEOPLE'S UTD FINL COM 712704105 833 54,882 SH   DFND 4,5 54,882 0 0
PEPCO HOLDINGS COM 713291102 156 5,661 SH   DFND 4,5,11,12 5,661 0 0
PEPCO HOLDINGS COM 713291102 424 15,433 SH   DFND 4,5 15,433 0 0
PEPCO HOLDINGS COM 713291102 549 19,986 SH   DFND 4,5 19,986 0 0
PEPSICO INC COM 713448108 10 113 SH   DFND 4,8 113 0 0
PEPSICO INC COM 713448108 103 1,152 SH   DFND   1,152 0 0
PEPSICO INC COM 713448108 152 1,700 SH   DFND 4,8 1,700 0 0
PEPSICO INC COM 713448108 197 2,200 SH   DFND 4,6 2,200 0 0
PEPSICO INC COM 713448108 563 6,300 SH   DFND 4,5 6,300 0 0
PEPSICO INC COM 713448108 673 7,538 SH   DFND 4,6 7,538 0 0
PEPSICO INC COM 713448108 694 7,769 SH   DFND 4,6 7,769 0 0
PEPSICO INC COM 713448108 1,063 11,900 SH   DFND 4,6 11,900 0 0
PEPSICO INC COM 713448108 1,161 13,000 SH   DFND 4,6 13,000 0 0
PEPSICO INC COM 713448108 2,037 22,796 SH   DFND 4,1 22,796 0 0
PEPSICO INC COM 713448108 2,087 23,355 SH   DFND 1,2 23,355 0 0
PEPSICO INC COM 713448108 2,845 31,849 SH   DFND 4,6 31,849 0 0
PEPSICO INC COM 713448108 3,439 38,492 SH   DFND 4,5,11,12 38,492 0 0
PEPSICO INC COM 713448108 14,360 160,731 SH   DFND 4,5,11,12 160,731 0 0
PEPSICO INC COM 713448108 52,196 584,236 SH   DFND 4,5 584,236 0 0
PEPSICO INC COM 713448108 54,906 614,571 SH   DFND 4,5 614,571 0 0
PERKINELMER INC COM 714046109 120 2,557 SH   DFND 4,5 2,557 0 0
PERRIGO CO PLC SHS G97822103 47 319 SH   DFND 4,8 319 0 0
PERRIGO CO PLC SHS G97822103 108 738 SH   DFND 4,5,11,12 738 0 0
PERRIGO CO PLC SHS G97822103 330 2,265 SH   DFND 4,5,7 2,265 0 0
PERRIGO CO PLC SHS G97822103 348 2,390 SH   DFND 4,1 2,390 0 0
PERRIGO CO PLC SHS G97822103 466 3,195 SH   DFND 4,5,11,12 3,195 0 0
PERRIGO CO PLC SHS G97822103 2,277 15,623 SH   DFND 4,5 15,623 0 0
PERRIGO CO PLC SHS G97822103 2,320 15,917 SH   DFND 4,5 15,917 0 0
PETROL BRASILEIROS SP ADR NON VTG 71654V101 1,408 90,000 SH   DFND 1 90,000 0 0
PETROL BRASILEIROS SP ADR NON VTG 71654V101 5,246 335,414 SH   DFND 1,3 335,414 0 0
PETROL BRASILEIROS SP ADR NON VTG 71654V101 34,894 2,231,061 SH   DFND 4,5 2,231,061 0 0
PETROL BRASILEIROS SP ADR NON VTG 71654V101 49,725 3,179,332 SH   DFND 4,5 3,179,332 0 0
PETROL BRASILEIROS SPONSORED ADR 71654V408 732 50,000 SH   DFND 4,6 50,000 0 0
PETROL BRASILEIROS SPONSORED ADR 71654V408 6,562 448,500 SH   DFND 4,5 448,500 0 0
PETROL BRASILEIROS SPONSORED ADR 71654V408 10,085 689,361 SH   DFND 4,5 689,361 0 0
PETROL BRASILEIROS SPONSORED ADR 71654V408 32,237 2,203,485 SH   DFND 1,3 2,203,485 0 0
PETSMART INC COM 716768106 39 655 SH   DFND 4,5,7 655 0 0
PETSMART INC COM 716768106 45 758 SH   DFND 4,8 758 0 0
PETSMART INC COM 716768106 45 760 SH   DFND 4,8 760 0 0
PETSMART INC COM 716768106 132 2,204 SH   DFND 4,5,11,12 2,204 0 0
PETSMART INC COM 716768106 365 6,100 SH   DFND 4,6 6,100 0 0
PETSMART INC COM 716768106 948 15,857 SH   DFND 4,5 15,857 0 0
PETSMART INC COM 716768106 978 16,352 SH   DFND 4,5 16,352 0 0
PETSMART INC COM 716768106 4,766 79,700 SH   DFND 4,5,11,12 79,700 0 0
PETSMART INC COM 716768106 14,747 246,600 SH   DFND 4,5,7 246,600 0 0
PETSMART INC COM 716768106 14,748 246,614 SH   DFND 4,5,7 246,614 0 0
PFIZER INC COM 717081103 7 246 SH   DFND   246 0 0
PFIZER INC COM 717081103 42 1,413 SH   DFND 4,5,7 1,413 0 0
PFIZER INC COM 717081103 61 2,048 SH   DFND 4,8 2,048 0 0
PFIZER INC COM 717081103 65 2,180 SH   DFND   2,180 0 0
PFIZER INC COM 717081103 74 2,509 SH   DFND 4,8 2,509 0 0
PFIZER INC COM 717081103 272 9,175 SH   DFND 4,8 9,175 0 0
PFIZER INC COM 717081103 365 12,297 SH   DFND 4,6 12,297 0 0
PFIZER INC COM 717081103 768 25,870 SH   DFND 4,6 25,870 0 0
PFIZER INC COM 717081103 876 29,500 SH   DFND 4,5 29,500 0 0
PFIZER INC COM 717081103 882 29,700 SH   DFND 4,6 29,700 0 0
PFIZER INC COM 717081103 970 32,693 SH   DFND 4,6 32,693 0 0
PFIZER INC COM 717081103 1,319 44,428 SH   DFND 4,8 44,428 0 0
PFIZER INC COM 717081103 2,024 68,200 SH   DFND 4,6 68,200 0 0
PFIZER INC COM 717081103 5,936 200,015 SH   DFND 4,6 200,015 0 0
PFIZER INC COM 717081103 7,476 251,894 SH   DFND 4,5,11,12 251,894 0 0
PFIZER INC COM 717081103 9,737 328,076 SH   DFND 4,6 328,076 0 0
PFIZER INC COM 717081103 18,851 635,130 SH   DFND 1,3 635,130 0 0
PFIZER INC COM 717081103 23,691 798,209 SH   DFND 4,5 798,209 0 0
PFIZER INC COM 717081103 27,375 922,335 SH   DFND 4,5,11,12 922,335 0 0
PFIZER INC COM 717081103 77,771 2,620,327 SH   DFND 4,5 2,620,327 0 0
PG&E CORP COM 69331C108 96 2,000 SH   DFND 4,6 2,000 0 0
PG&E CORP COM 69331C108 125 2,600 SH   DFND 4,5,11,12 2,600 0 0
PG&E CORP COM 69331C108 548 11,419 SH   DFND 4,5,11,12 11,419 0 0
PG&E CORP COM 69331C108 595 12,400 SH   DFND 4,6 12,400 0 0
PG&E CORP COM 69331C108 2,084 43,400 SH   DFND 4,6 43,400 0 0
PG&E CORP COM 69331C108 2,748 57,236 SH   DFND 4,5 57,236 0 0
PG&E CORP COM 69331C108 5,930 123,492 SH   DFND 4,5 123,492 0 0
PHARMACYCLICS INC COM 716933106 27 300 SH   DFND 4,5,11,12 300 0 0
PHARMACYCLICS INC COM 716933106 75 833 SH   DFND 4,5,7 833 0 0
PHARMACYCLICS INC COM 716933106 117 1,300 SH   DFND 4,5,11,12 1,300 0 0
PHARMACYCLICS INC COM 716933106 286 3,184 SH   DFND 4,5,7 3,184 0 0
PHARMACYCLICS INC COM 716933106 466 5,200 SH   DFND 4,5 5,200 0 0
PHARMACYCLICS INC COM 716933106 610 6,800 SH   DFND 4,5 6,800 0 0
PHARMERICA CORPORA COM 71714F104 86 3,000 SH   DFND 4,6 3,000 0 0
PHARMERICA CORPORA COM 71714F104 457 16,000 SH   DFND 4,6 16,000 0 0
PHARMERICA CORPORA COM 71714F104 1,355 47,400 SH   DFND 4,6 47,400 0 0
PHILIP MORRIS INTL COM 718172109 39 460 SH   DFND 4,8 460 0 0
PHILIP MORRIS INTL COM 718172109 67 800 SH   DFND 4,8 800 0 0
PHILIP MORRIS INTL COM 718172109 160 1,900 SH   DFND 4,6 1,900 0 0
PHILIP MORRIS INTL COM 718172109 363 4,300 SH   DFND   4,300 0 0
PHILIP MORRIS INTL COM 718172109 481 5,700 SH   DFND 4,6 5,700 0 0
PHILIP MORRIS INTL COM 718172109 725 8,600 SH   DFND 4,5,11,12 8,600 0 0
PHILIP MORRIS INTL COM 718172109 1,071 12,700 SH   DFND 4,6 12,700 0 0
PHILIP MORRIS INTL COM 718172109 1,088 12,900 SH   DFND 4,5 12,900 0 0
PHILIP MORRIS INTL COM 718172109 2,850 33,800 SH   DFND 4,6 33,800 0 0
PHILIP MORRIS INTL COM 718172109 5,580 66,189 SH   DFND 4,5,11,12 66,189 0 0
PHILIP MORRIS INTL COM 718172109 6,034 71,574 SH   DFND 1,2 71,574 0 0
PHILIP MORRIS INTL COM 718172109 7,251 86,000 SH   DFND 4,6 86,000 0 0
PHILIP MORRIS INTL COM 718172109 7,540 89,430 SH   DFND 1,3 89,430 0 0
PHILIP MORRIS INTL COM 718172109 11,873 140,826 SH   DFND 4,5 140,826 0 0
PHILIP MORRIS INTL COM 718172109 51,161 606,818 SH   DFND 4,5 606,818 0 0
PHILLIPS 66 COM 718546104 27 338 SH   DFND 4,8 338 0 0
PHILLIPS 66 COM 718546104 47 587 SH   DFND 4,5,7 587 0 0
PHILLIPS 66 COM 718546104 193 2,400 SH   DFND 4,6 2,400 0 0
PHILLIPS 66 COM 718546104 360 4,477 SH   DFND 4,6 4,477 0 0
PHILLIPS 66 COM 718546104 434 5,400 SH   DFND 4,5,7 5,400 0 0
PHILLIPS 66 COM 718546104 442 5,500 SH   DFND 4,6 5,500 0 0
PHILLIPS 66 COM 718546104 708 8,800 SH   DFND 4,6 8,800 0 0
PHILLIPS 66 COM 718546104 853 10,607 SH   DFND 4,5,11,12 10,607 0 0
PHILLIPS 66 COM 718546104 1,013 12,590 SH   DFND 4,8 12,590 0 0
PHILLIPS 66 COM 718546104 1,190 14,800 SH   DFND 4,6 14,800 0 0
PHILLIPS 66 COM 718546104 2,775 34,500 SH   DFND 4,6 34,500 0 0
PHILLIPS 66 COM 718546104 3,187 39,621 SH   DFND 1,3 39,621 0 0
PHILLIPS 66 COM 718546104 4,182 52,000 SH   DFND 4,5,11,12 52,000 0 0
PHILLIPS 66 COM 718546104 4,409 54,815 SH   DFND 1,2 54,815 0 0
PHILLIPS 66 COM 718546104 8,723 108,459 SH   DFND 4,5 108,459 0 0
PHILLIPS 66 COM 718546104 47,712 593,214 SH   DFND 4,5 593,214 0 0
PHYSICIANS REALTY COM 71943U104 40 2,800 SH   DFND 4,5,11,12 2,800 0 0
PIEDMONT OFFICE RE COM CL A 720190206 297 15,700 SH   DFND 4,5,11,12 15,700 0 0
PILGRIMS PRIDE COR COM 72147K108 0 8 SH   DFND 4,5,7 8 0 0
PILGRIMS PRIDE COR COM 72147K108 287 10,500 SH   DFND 4,5,11,12 10,500 0 0
PILGRIMS PRIDE COR COM 72147K108 1,357 49,600 SH   DFND 4,5 49,600 0 0
PINNACLE ENTMT INC COM 723456109 1,941 77,100 SH   DFND 4,5,7 77,100 0 0
PINNACLE WEST CAP COM 723484101 46 800 SH   DFND 4,5,11,12 800 0 0
PINNACLE WEST CAP COM 723484101 347 6,000 SH   DFND 4,6 6,000 0 0
PINNACLE WEST CAP COM 723484101 522 9,018 SH   DFND 4,5 9,018 0 0
PINNACLE WEST CAP COM 723484101 1,810 31,299 SH   DFND 4,5,11,12 31,299 0 0
PINNACLE WEST CAP COM 723484101 2,307 39,878 SH   DFND 4,5 39,878 0 0
PINNACLE WEST CAP COM 723484101 3,210 55,500 SH   DFND 4,6 55,500 0 0
PIONEER NATURAL RE COM 723787107 161 700 SH   DFND 4,5,11,12 700 0 0
PIONEER NATURAL RE COM 723787107 438 1,906 SH   DFND 4,5,11,12 1,906 0 0
PIONEER NATURAL RE COM 723787107 2,962 12,891 SH   DFND 4,5 12,891 0 0
PIONEER NATURAL RE COM 723787107 3,007 13,083 SH   DFND 4,5 13,083 0 0
PITNEY BOWES INC COM 724479100 1,665 60,292 SH   DFND 4,5 60,292 0 0
PLANTRONICS COM 727493108 989 20,587 SH   DFND 4,5 20,587 0 0
PLUM CREEK TMBR CO COM 729251108 50 1,100 SH   DFND 4,5,11,12 1,100 0 0
PLUM CREEK TMBR CO COM 729251108 204 4,517 SH   DFND 4,5,11,12 4,517 0 0
PLUM CREEK TMBR CO COM 729251108 650 14,403 SH   DFND 4,5 14,403 0 0
PLUM CREEK TMBR CO COM 729251108 661 14,648 SH   DFND 4,5 14,648 0 0
PNC FINANCIAL SVCS COM 693475105 147 1,656 SH   DFND 4,8 1,656 0 0
PNC FINANCIAL SVCS COM 693475105 165 1,850 SH   DFND 4,6 1,850 0 0
PNC FINANCIAL SVCS COM 693475105 200 2,244 SH   DFND 4,8 2,244 0 0
PNC FINANCIAL SVCS COM 693475105 891 10,000 SH   DFND 4,6 10,000 0 0
PNC FINANCIAL SVCS COM 693475105 1,282 14,399 SH   DFND 4,5,11,12 14,399 0 0
PNC FINANCIAL SVCS COM 693475105 3,286 36,900 SH   DFND 4,6 36,900 0 0
PNC FINANCIAL SVCS COM 693475105 5,076 57,000 SH   DFND 4,6 57,000 0 0
PNC FINANCIAL SVCS COM 693475105 10,310 115,782 SH   DFND 4,5 115,782 0 0
PNC FINANCIAL SVCS COM 693475105 17,774 199,600 SH   DFND 4,5,11,12 199,600 0 0
PNC FINANCIAL SVCS COM 693475105 29,793 334,568 SH   DFND 4,5 334,568 0 0
PNM RES INC COM 69349H107 911 31,046 SH   DFND 4,5 31,046 0 0
POLARIS INDUSTRIES COM 731068102 52 400 SH   DFND 4,5,11,12 400 0 0
POLARIS INDUSTRIES COM 731068102 169 1,300 SH   DFND 4,5,11,12 1,300 0 0
POLARIS INDUSTRIES COM 731068102 456 3,500 SH   DFND 4,6 3,500 0 0
POLARIS INDUSTRIES COM 731068102 534 4,100 SH   DFND 4,6 4,100 0 0
POLARIS INDUSTRIES COM 731068102 606 4,653 SH   DFND 4,5 4,653 0 0
POLARIS INDUSTRIES COM 731068102 5,090 39,079 SH   DFND 4,5 39,079 0 0
POLYONE CORP COM 73179P106 1,983 47,064 SH   DFND 4,5 47,064 0 0
POPULAR INC COM NEW 733174700 489 14,320 SH   DFND 1,3 14,320 0 0
POPULAR INC COM NEW 733174700 12,596 368,514 SH   DFND 4,5,7 368,514 0 0
POST HOLDINGS INC COM 737446104 1,394 27,380 SH   DFND 4,5 27,380 0 0
POST HOLDINGS INC COM 737446104 6,532 128,310 SH   DFND 4,5,7 128,310 0 0
POST PROPERTIES COM 737464107 257 4,800 SH   DFND 4,5,11,12 4,800 0 0
POTASH CORP SASK COM 73755L107 197 5,200 SH   DFND 4,5,11,12 5,200 0 0
POTASH CORP SASK COM 73755L107 1,136 29,922 SH   DFND 4,5,11,12 29,922 0 0
POTASH CORP SASK COM 73755L107 3,032 79,882 SH   DFND 4,5 79,882 0 0
POTASH CORP SASK COM 73755L107 5,135 135,282 SH   DFND 4,5 135,282 0 0
POWERSHARES QQQ TR UNIT SER 1 73935A104 47 500 SH   DFND 4,5 500 0 0
POWERSHARES QQQ TR UNIT SER 1 73935A104 47 500 SH   DFND 4,5 500 0 0
POWERSHARES QQQ TR UNIT SER 1 73935A104 182 1,935 SH   DFND   1,935 0 0
POWERSHARES QQQ TR UNIT SER 1 73935A104 23,833 253,786 SH   DFND 4,5 253,786 0 0
PPG INDUSTRIES INC COM 693506107 141 671 SH   DFND 4,8 671 0 0
PPG INDUSTRIES INC COM 693506107 378 1,800 SH   DFND 4,6 1,800 0 0
PPG INDUSTRIES INC COM 693506107 630 3,000 SH   DFND 4,6 3,000 0 0
PPG INDUSTRIES INC COM 693506107 922 4,385 SH   DFND 4,5,11,12 4,385 0 0
PPG INDUSTRIES INC COM 693506107 2,110 10,040 SH   DFND 4,5 10,040 0 0
PPG INDUSTRIES INC COM 693506107 2,435 11,586 SH   DFND 4,5 11,586 0 0
PPG INDUSTRIES INC COM 693506107 15,593 74,200 SH   DFND 4,5,11,12 74,200 0 0
PPL CORP COM 69351T106 78 2,200 SH   DFND 4,6 2,200 0 0
PPL CORP COM 69351T106 128 3,600 SH   DFND 4,5,11,12 3,600 0 0
PPL CORP COM 69351T106 490 13,787 SH   DFND 4,5,11,12 13,787 0 0
PPL CORP COM 69351T106 703 19,800 SH   DFND 4,6 19,800 0 0
PPL CORP COM 69351T106 2,089 58,800 SH   DFND 4,6 58,800 0 0
PPL CORP COM 69351T106 2,287 64,372 SH   DFND 4,5 64,372 0 0
PPL CORP COM 69351T106 3,406 95,862 SH   DFND 4,5 95,862 0 0
PRAXAIR INC COM 74005P104 239 1,800 SH   DFND 4,5,11,12 1,800 0 0
PRAXAIR INC COM 74005P104 487 3,668 SH   DFND 4,6 3,668 0 0
PRAXAIR INC COM 74005P104 626 4,714 SH   DFND 4,5,11,12 4,714 0 0
PRAXAIR INC COM 74005P104 664 5,000 SH   DFND 4,6 5,000 0 0
PRAXAIR INC COM 74005P104 732 5,510 SH   DFND 4,1 5,510 0 0
PRAXAIR INC COM 74005P104 4,020 30,263 SH   DFND 4,5 30,263 0 0
PRAXAIR INC COM 74005P104 17,536 132,009 SH   DFND 4,5 132,009 0 0
PRECISION CASTPART COM 740189105 202 800 SH   DFND 4,6 800 0 0
PRECISION CASTPART COM 740189105 227 900 SH   DFND 4,5,11,12 900 0 0
PRECISION CASTPART COM 740189105 379 1,500 SH   DFND 4,6 1,500 0 0
PRECISION CASTPART COM 740189105 697 2,762 SH   DFND 4,5,11,12 2,762 0 0
PRECISION CASTPART COM 740189105 896 3,550 SH   DFND 4,6 3,550 0 0
PRECISION CASTPART COM 740189105 1,151 4,560 SH   DFND 4,1 4,560 0 0
PRECISION CASTPART COM 740189105 2,423 9,600 SH   DFND 4,6 9,600 0 0
PRECISION CASTPART COM 740189105 4,442 17,600 SH   DFND 4,6 17,600 0 0
PRECISION CASTPART COM 740189105 13,270 52,574 SH   DFND 4,5 52,574 0 0
PRECISION CASTPART COM 740189105 21,728 86,086 SH   DFND 4,5 86,086 0 0
PRESTIGE BRANDS HL COM 74112D101 665 19,622 SH   DFND 4,5,7 19,622 0 0
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PRICE T ROWE GR COM 74144T108 135 1,600 SH   DFND 4,5,11,12 1,600 0 0
PRICE T ROWE GR COM 74144T108 156 1,851 SH   DFND 4,8 1,851 0 0
PRICE T ROWE GR COM 74144T108 341 4,045 SH   DFND 4,6 4,045 0 0
PRICE T ROWE GR COM 74144T108 399 4,721 SH   DFND 4,5,11,12 4,721 0 0
PRICE T ROWE GR COM 74144T108 473 5,600 SH   DFND 4,6 5,600 0 0
PRICE T ROWE GR COM 74144T108 881 10,440 SH   DFND 4,1 10,440 0 0
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PRICE T ROWE GR COM 74144T108 1,668 19,756 SH   DFND 4,5 19,756 0 0
PRICE T ROWE GR COM 74144T108 2,185 25,882 SH   DFND 4,5 25,882 0 0
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PRICELINE GROUP IN SR NT CV 0.35%20 741503AS5 7,394 6,263,000 PRN   DFND 4,5 0 0 6,263,000
PRICELINE GROUP IN COM NEW 741503403 120 100 SH   DFND 4,6 100 0 0
PRICELINE GROUP IN COM NEW 741503403 257 214 SH   DFND 4,8 214 0 0
PRICELINE GROUP IN COM NEW 741503403 301 250 SH   DFND 4,8 250 0 0
PRICELINE GROUP IN COM NEW 741503403 662 550 SH   DFND 4,6 550 0 0
PRICELINE GROUP IN COM NEW 741503403 1,023 850 SH   DFND 4,6 850 0 0
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PRICELINE GROUP IN COM NEW 741503403 1,898 1,578 SH   DFND 4,5,11,12 1,578 0 0
PRICELINE GROUP IN COM NEW 741503403 2,647 2,200 SH   DFND 4,6 2,200 0 0
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PRICELINE GROUP IN COM NEW 741503403 4,618 3,839 SH   DFND 1,3 3,839 0 0
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PRICELINE GROUP IN COM NEW 741503403 5,774 4,800 SH   DFND 4,6 4,800 0 0
PRICELINE GROUP IN COM NEW 741503403 30,290 25,179 SH   DFND 4,5 25,179 0 0
PRICELINE GROUP IN COM NEW 741503403 35,308 29,350 SH   DFND 4,5,11,12 29,350 0 0
PRIMERICA INC COM 74164M108 848 17,718 SH   DFND 4,5 17,718 0 0
PRIMERO MINING COR COM 74164W106 2,724 340,100 SH   DFND 4,5 340,100 0 0
PRINCIPAL FINL GP COM 74251V102 70 1,387 SH   DFND 4,8 1,387 0 0
PRINCIPAL FINL GP COM 74251V102 360 7,139 SH   DFND 4,5,11,12 7,139 0 0
PRINCIPAL FINL GP COM 74251V102 1,150 22,778 SH   DFND 4,5 22,778 0 0
PRINCIPAL FINL GP COM 74251V102 1,426 28,258 SH   DFND 4,5 28,258 0 0
PRINCIPAL FINL GP COM 74251V102 8,572 169,800 SH   DFND 4,5,11,12 169,800 0 0
PRIVATEBANCORP INC COM 742962103 1,067 36,700 SH   DFND 1,3 36,700 0 0
PROCTER & GAMBLE COM 742718109 12 150 SH   DFND 4,8 150 0 0
PROCTER & GAMBLE COM 742718109 18 230 SH   DFND   230 0 0
PROCTER & GAMBLE COM 742718109 24 300 SH   DFND   300 0 0
PROCTER & GAMBLE COM 742718109 148 1,879 SH   DFND 4,8 1,879 0 0
PROCTER & GAMBLE COM 742718109 247 3,142 SH   DFND 4,8 3,142 0 0
PROCTER & GAMBLE COM 742718109 295 3,750 SH   DFND 4,6 3,750 0 0
PROCTER & GAMBLE COM 742718109 479 6,100 SH   DFND 4,6 6,100 0 0
PROCTER & GAMBLE COM 742718109 550 7,000 SH   DFND 4,5 7,000 0 0
PROCTER & GAMBLE COM 742718109 800 10,175 SH   DFND   10,175 0 0
PROCTER & GAMBLE COM 742718109 1,024 13,031 SH   DFND 4,6 13,031 0 0
PROCTER & GAMBLE COM 742718109 1,415 18,000 SH   DFND 4,6 18,000 0 0
PROCTER & GAMBLE COM 742718109 2,012 25,600 SH   DFND 4,6 25,600 0 0
PROCTER & GAMBLE COM 742718109 4,180 53,187 SH   DFND 4,5,11,12 53,187 0 0
PROCTER & GAMBLE COM 742718109 4,597 58,496 SH   DFND 4,5,7 58,496 0 0
PROCTER & GAMBLE COM 742718109 5,367 68,297 SH   DFND 4,6 68,297 0 0
PROCTER & GAMBLE COM 742718109 5,847 74,400 SH   DFND 4,6 74,400 0 0
PROCTER & GAMBLE COM 742718109 11,103 141,282 SH   DFND 1,2 141,282 0 0
PROCTER & GAMBLE COM 742718109 18,314 233,032 SH   DFND 4,5,11,12 233,032 0 0
PROCTER & GAMBLE COM 742718109 45,336 576,872 SH   DFND 4,5 576,872 0 0
PROCTER & GAMBLE COM 742718109 92,468 1,176,581 SH   DFND 4,5 1,176,581 0 0
PROGRESSIVE CP(OH) COM 743315103 55 2,169 SH   DFND 4,8 2,169 0 0
PROGRESSIVE CP(OH) COM 743315103 89 3,500 SH   DFND 4,5,11,12 3,500 0 0
PROGRESSIVE CP(OH) COM 743315103 213 8,408 SH   DFND 4,5,11,12 8,408 0 0
PROGRESSIVE CP(OH) COM 743315103 1,396 55,039 SH   DFND 4,5 55,039 0 0
PROGRESSIVE CP(OH) COM 743315103 1,763 69,529 SH   DFND 4,5 69,529 0 0
PROGRSSIVE WASTE S COM 74339G101 228 8,900 SH   DFND 4,5,7 8,900 0 0
PROLOGIS INC COM 74340W103 115 2,800 SH   DFND 4,5,11,12 2,800 0 0
PROLOGIS INC COM 74340W103 411 10,000 SH   DFND 4,6 10,000 0 0
PROLOGIS INC COM 74340W103 534 13,000 SH   DFND 4,6 13,000 0 0
PROLOGIS INC COM 74340W103 1,607 39,118 SH   DFND 4,5 39,118 0 0
PROLOGIS INC COM 74340W103 2,263 55,065 SH   DFND 4,5,11,12 55,065 0 0
PROLOGIS INC COM 74340W103 3,774 91,852 SH   DFND 4,5 91,852 0 0
PROSHARES TRUST ULTRPRO DOW30 74347X823 47 400 SH   DFND   400 0 0
PROSHARES TRUST S&P 500 ARISTO 74348A467 3,826 83,000 SH   DFND   83,000 0 0
PROSPECT CAPITAL C COM 74348T102 82 7,700 SH   DFND 4,6 7,700 0 0
PROSPECT CAPITAL C COM 74348T102 237 22,300 SH   DFND 4,6 22,300 0 0
PROSPECT CAPITAL C COM 74348T102 273 25,700 SH   DFND 4,6 25,700 0 0
PROSPECT CAPITAL C COM 74348T102 549 51,700 SH   DFND 4,6 51,700 0 0
PROSPECT CAPITAL C COM 74348T102 663 62,400 SH   DFND 4,6 62,400 0 0
PROSPECT CAPITAL C COM 74348T102 1,494 140,600 SH   DFND 4,6 140,600 0 0
PROSPERITY BANCSHA COM 743606105 2,222 35,488 SH   DFND 4,5 35,488 0 0
PROTHENA CORP PLC SHS G72800108 14 600 SH   DFND 4,5,7 600 0 0
PROTHENA CORP PLC SHS G72800108 129 5,700 SH   DFND 4,5,7 5,700 0 0
PRUDENTIAL FINL COM 744320102 61 690 SH   DFND 4,8 690 0 0
PRUDENTIAL FINL COM 744320102 80 900 SH   DFND 4,6 900 0 0
PRUDENTIAL FINL COM 744320102 87 984 SH   DFND 4,8 984 0 0
PRUDENTIAL FINL COM 744320102 178 2,000 SH   DFND 4,6 2,000 0 0
PRUDENTIAL FINL COM 744320102 375 4,220 SH   DFND 4,6 4,220 0 0
PRUDENTIAL FINL COM 744320102 533 6,000 SH   DFND 4,6 6,000 0 0
PRUDENTIAL FINL COM 744320102 568 6,400 SH   DFND 4,6 6,400 0 0
PRUDENTIAL FINL COM 744320102 828 9,326 SH   DFND 4,5,11,12 9,326 0 0
PRUDENTIAL FINL COM 744320102 1,070 12,056 SH   DFND 4,1 12,056 0 0
PRUDENTIAL FINL COM 744320102 1,543 17,377 SH   DFND 4,6 17,377 0 0
PRUDENTIAL FINL COM 744320102 3,058 34,443 SH   DFND 4,5 34,443 0 0
PRUDENTIAL FINL COM 744320102 5,577 62,827 SH   DFND 4,6 62,827 0 0
PRUDENTIAL FINL COM 744320102 9,641 108,610 SH   DFND 4,5,11,12 108,610 0 0
PRUDENTIAL FINL COM 744320102 10,486 118,129 SH   DFND 4,5 118,129 0 0
PS BUSINESS PKS COM 69360J107 150 1,800 SH   DFND 4,5,11,12 1,800 0 0
PUBLIC SERVICE ENT COM 744573106 65 1,600 SH   DFND 4,5,11,12 1,600 0 0
PUBLIC SERVICE ENT COM 744573106 455 11,147 SH   DFND 4,5,11,12 11,147 0 0
PUBLIC SERVICE ENT COM 744573106 2,540 62,262 SH   DFND 4,5 62,262 0 0
PUBLIC SERVICE ENT COM 744573106 2,599 63,727 SH   DFND 4,5 63,727 0 0
PUBLIC STORAGE COM 74460D109 44 259 SH   DFND 4,8 259 0 0
PUBLIC STORAGE COM 74460D109 103 600 SH   DFND 4,5,11,12 600 0 0
PUBLIC STORAGE COM 74460D109 2,562 14,952 SH   DFND 4,5 14,952 0 0
PUBLIC STORAGE COM 74460D109 2,590 15,118 SH   DFND 4,5 15,118 0 0
PUBLIC STORAGE COM 74460D109 2,792 16,294 SH   DFND 4,5,11,12 16,294 0 0
PULTE GROUP INC COM 745867101 71 3,515 SH   DFND 4,8 3,515 0 0
PULTE GROUP INC COM 745867101 79 3,900 SH   DFND 4,5,11,12 3,900 0 0
PULTE GROUP INC COM 745867101 553 27,445 SH   DFND 4,5 27,445 0 0
PULTE GROUP INC COM 745867101 612 30,348 SH   DFND 4,5 30,348 0 0
PULTE GROUP INC COM 745867101 943 46,778 SH   DFND 4,5,7 46,778 0 0
PVH CORP COM 693656100 47 400 SH   DFND 4,5,11,12 400 0 0
PVH CORP COM 693656100 233 2,000 SH   DFND 4,5,11,12 2,000 0 0
PVH CORP COM 693656100 478 4,100 SH   DFND 4,5,7 4,100 0 0
PVH CORP COM 693656100 828 7,100 SH   DFND 4,5 7,100 0 0
PVH CORP COM 693656100 850 7,286 SH   DFND 4,5 7,286 0 0
QEP RESOURCES INC COM 74733V100 38 1,100 SH   DFND 4,5,11,12 1,100 0 0
QEP RESOURCES INC COM 74733V100 160 4,647 SH   DFND 4,5,11,12 4,647 0 0
QEP RESOURCES INC COM 74733V100 364 10,558 SH   DFND 4,5 10,558 0 0
QEP RESOURCES INC COM 74733V100 541 15,687 SH   DFND 4,5 15,687 0 0
QEP RESOURCES INC COM 74733V100 680 19,700 SH   DFND 4,5,7 19,700 0 0
QEP RESOURCES INC COM 74733V100 12,447 360,778 SH   DFND 4,5,7 360,778 0 0
QEP RESOURCES INC COM 74733V100 12,660 366,962 SH   DFND 4,5,7 366,962 0 0
QIAGEN NV REG SHS N72482107 37 1,505 SH   DFND 4,5,11,12 1,505 0 0
QIAGEN NV REG SHS N72482107 56 2,276 SH   DFND 4,8 2,276 0 0
QIAGEN NV REG SHS N72482107 77 3,158 SH   DFND 4,8 3,158 0 0
QIAGEN NV REG SHS N72482107 124 5,063 SH   DFND 4,8 5,063 0 0
QIAGEN NV REG SHS N72482107 178 7,295 SH   DFND 4,5,11,12 7,295 0 0
QIAGEN NV REG SHS N72482107 239 9,785 SH   DFND 4,6 9,785 0 0
QIAGEN NV REG SHS N72482107 317 12,976 SH   DFND 4,6 12,976 0 0
QIAGEN NV REG SHS N72482107 379 15,487 SH   DFND 4,8 15,487 0 0
QIAGEN NV REG SHS N72482107 1,100 45,000 SH   DFND 4,1 45,000 0 0
QIAGEN NV REG SHS N72482107 1,120 45,817 SH   DFND 4,6 45,817 0 0
QIAGEN NV REG SHS N72482107 1,233 50,420 SH   DFND 4,6 50,420 0 0
QIAGEN NV REG SHS N72482107 1,451 59,347 SH   DFND 4,6 59,347 0 0
QIAGEN NV REG SHS N72482107 2,433 99,490 SH   DFND 4,6 99,490 0 0
QIAGEN NV REG SHS N72482107 2,445 100,000 SH   DFND 4,6 100,000 0 0
QIAGEN NV REG SHS N72482107 2,567 105,000 SH   DFND 4,9 105,000 0 0
QIAGEN NV REG SHS N72482107 3,254 133,088 SH   DFND 4,6 133,088 0 0
QIAGEN NV REG SHS N72482107 30,276 1,238,297 SH   DFND 4,5 1,238,297 0 0
QIAGEN NV REG SHS N72482107 76,431 3,126,016 SH   DFND 4,5 3,126,016 0 0
QIHOO 360 TECHNOLO ADS 74734M109 120 1,300 SH   DFND 4,6 1,300 0 0
QIHOO 360 TECHNOLO ADS 74734M109 469 5,100 SH   DFND 4,5 5,100 0 0
QIHOO 360 TECHNOLO ADS 74734M109 4,022 43,700 SH   DFND 4,5 43,700 0 0
QIWI PLC SPON ADR REP B 74735M108 16 400 SH   DFND 4,5,7 400 0 0
QTS REALTY TR INC COM CL A 74736A103 31 1,100 SH   DFND 4,5,11,12 1,100 0 0
QUALCOMM INC COM 747525103 44 560 SH   DFND   560 0 0
QUALCOMM INC COM 747525103 273 3,450 SH   DFND 4,6 3,450 0 0
QUALCOMM INC COM 747525103 390 4,923 SH   DFND 4,8 4,923 0 0
QUALCOMM INC COM 747525103 475 6,000 SH   DFND 4,6 6,000 0 0
QUALCOMM INC COM 747525103 649 8,200 SH   DFND 4,6 8,200 0 0
QUALCOMM INC COM 747525103 673 8,500 SH   DFND 4,6 8,500 0 0
QUALCOMM INC COM 747525103 760 9,600 SH   DFND 4,6 9,600 0 0
QUALCOMM INC COM 747525103 799 10,084 SH   DFND 4,6 10,084 0 0
QUALCOMM INC COM 747525103 1,030 13,000 SH   DFND 4,6 13,000 0 0
QUALCOMM INC COM 747525103 1,071 13,520 SH   DFND 4,1 13,520 0 0
QUALCOMM INC COM 747525103 1,236 15,600 SH   DFND 4,5,7 15,600 0 0
QUALCOMM INC COM 747525103 2,043 25,800 SH   DFND 4,6 25,800 0 0
QUALCOMM INC COM 747525103 3,373 42,592 SH   DFND 4,5,11,12 42,592 0 0
QUALCOMM INC COM 747525103 4,479 56,550 SH   DFND 4,6 56,550 0 0
QUALCOMM INC COM 747525103 8,557 108,043 SH   DFND 4,6 108,043 0 0
QUALCOMM INC COM 747525103 9,337 117,892 SH   DFND 1,2 117,892 0 0
QUALCOMM INC COM 747525103 10,883 137,410 SH   DFND 1,3 137,410 0 0
QUALCOMM INC COM 747525103 15,255 192,615 SH   DFND 4,5 192,615 0 0
QUALCOMM INC COM 747525103 26,955 340,342 SH   DFND 4,5 340,342 0 0
QUALCOMM INC COM 747525103 43,749 552,390 SH   DFND 4,5,11,12 552,390 0 0
QUANTA SERVICES COM 74762E102 45 1,300 SH   DFND 4,5,11,12 1,300 0 0
QUANTA SERVICES COM 74762E102 203 5,863 SH   DFND 4,5,11,12 5,863 0 0
QUANTA SERVICES COM 74762E102 743 21,500 SH   DFND 4,6 21,500 0 0
QUANTA SERVICES COM 74762E102 1,303 37,676 SH   DFND 1,3 37,676 0 0
QUANTA SERVICES COM 74762E102 1,701 49,200 SH   DFND 1,2 49,200 0 0
QUANTA SERVICES COM 74762E102 2,653 76,707 SH   DFND 4,5 76,707 0 0
QUANTA SERVICES COM 74762E102 3,354 96,998 SH   DFND 4,5 96,998 0 0
QUEST DIAGNOSTICS COM 74834L100 46 781 SH   DFND 4,5,7 781 0 0
QUEST DIAGNOSTICS COM 74834L100 59 1,000 SH   DFND 4,5,11,12 1,000 0 0
QUEST DIAGNOSTICS COM 74834L100 264 4,495 SH   DFND 4,5,11,12 4,495 0 0
QUEST DIAGNOSTICS COM 74834L100 1,218 20,756 SH   DFND 4,5 20,756 0 0
QUEST DIAGNOSTICS COM 74834L100 5,085 86,647 SH   DFND 4,5 86,647 0 0
QUESTAR CORP COM 748356102 2,881 116,175 SH   DFND 4,5 116,175 0 0
QUESTAR CORP COM 748356102 3,146 126,852 SH   DFND 4,5 126,852 0 0
QUESTCOR PHARMACEU COM 74835Y101 75 811 SH   DFND 1,3 811 0 0
QUESTCOR PHARMACEU COM 74835Y101 624 6,744 SH   DFND 4,5 6,744 0 0
QUESTCOR PHARMACEU COM 74835Y101 6,423 69,450 SH   DFND 4,5,7 69,450 0 0
QUESTCOR PHARMACEU COM 74835Y101 14,318 154,808 SH   DFND 4,5,7 154,808 0 0
QUIKSILVER INC COM 74838C106 1,842 514,500 SH   DFND 4,5 514,500 0 0
QUIMICA Y MINERA SPON ADR SER B 833635105 18 600 SH   DFND 4,5,11,12 600 0 0
QUIMICA Y MINERA SPON ADR SER B 833635105 79 2,700 SH   DFND 4,5 2,700 0 0
QUINTILES TRANSNTL COM 74876Y101 530 9,940 SH   DFND 4,1 9,940 0 0
RACKSPACE HOSTING COM 750086100 20 600 SH   DFND 4,5,11,12 600 0 0
RACKSPACE HOSTING COM 750086100 233 6,931 SH   DFND 4,8 6,931 0 0
RACKSPACE HOSTING COM 750086100 352 10,450 SH   DFND 4,5 10,450 0 0
RACKSPACE HOSTING COM 750086100 2,093 62,182 SH   DFND 4,5,7 62,182 0 0
RACKSPACE HOSTING COM 750086100 12,259 364,198 SH   DFND 4,5 364,198 0 0
RAIT FINANCIAL TST SR GLBL CV NT 33 749227AB0 201 206,000 PRN   DFND 4,5,7 0 0 206,000
RALPH LAUREN CORP CL A 751212101 64 400 SH   DFND 4,5,11,12 400 0 0
RALPH LAUREN CORP CL A 751212101 275 1,712 SH   DFND 4,5,11,12 1,712 0 0
RALPH LAUREN CORP CL A 751212101 317 1,972 SH   DFND 4,8 1,972 0 0
RALPH LAUREN CORP CL A 751212101 811 5,050 SH   DFND 4,5 5,050 0 0
RALPH LAUREN CORP CL A 751212101 5,154 32,073 SH   DFND 4,5 32,073 0 0
RAMCO-GERSHENSON COM SH BEN INT 751452202 115 6,900 SH   DFND 4,5,11,12 6,900 0 0
RANDGOLD RESOURCES ADR 752344309 12,086 142,859 SH   DFND 4,5 142,859 0 0
RANGE RES CORP COM 75281A109 26 300 SH   DFND 4,5,7 300 0 0
RANGE RES CORP COM 75281A109 64 737 SH   DFND 4,8 737 0 0
RANGE RES CORP COM 75281A109 87 1,000 SH   DFND 4,5,11,12 1,000 0 0
RANGE RES CORP COM 75281A109 348 4,000 SH   DFND 4,5,11,12 4,000 0 0
RANGE RES CORP COM 75281A109 1,242 14,279 SH   DFND 4,5 14,279 0 0
RANGE RES CORP COM 75281A109 1,538 17,686 SH   DFND 4,5 17,686 0 0
RAYMOND JAMES FINL COM 754730109 507 10,000 SH   DFND 4,5 10,000 0 0
RAYMOND JAMES FINL COM 754730109 512 10,100 SH   DFND 4,5 10,100 0 0
RAYONIER INC COM 754907103 28 800 SH   DFND 4,5,11,12 800 0 0
RAYONIER INC COM 754907103 123 3,471 SH   DFND 4,5,11,12 3,471 0 0
RAYONIER INC COM 754907103 346 9,745 SH   DFND 4,5 9,745 0 0
RAYONIER INC COM 754907103 2,484 69,877 SH   DFND 4,5 69,877 0 0
RAYTHEON CO COM NEW 755111507 129 1,400 SH   DFND 4,5,11,12 1,400 0 0
RAYTHEON CO COM NEW 755111507 254 2,756 SH   DFND 4,6 2,756 0 0
RAYTHEON CO COM NEW 755111507 369 4,000 SH   DFND 4,6 4,000 0 0
RAYTHEON CO COM NEW 755111507 513 5,561 SH   DFND 4,5,11,12 5,561 0 0
RAYTHEON CO COM NEW 755111507 11,034 119,614 SH   DFND 4,5 119,614 0 0
RAYTHEON CO COM NEW 755111507 12,926 140,123 SH   DFND 4,5 140,123 0 0
RE/MAX HOLDINGS CL A 75524W108 209 7,064 SH   DFND 4,5,7 7,064 0 0
REALOGY HLDGS CORP COM 75605Y106 30 800 SH   DFND 4,5,11,12 800 0 0
REALOGY HLDGS CORP COM 75605Y106 294 7,800 SH   DFND 4,5,7 7,800 0 0
REALOGY HLDGS CORP COM 75605Y106 351 9,300 SH   DFND 4,5 9,300 0 0
REALOGY HLDGS CORP COM 75605Y106 486 12,900 SH   DFND 4,5 12,900 0 0
REALOGY HLDGS CORP COM 75605Y106 1,888 50,061 SH   DFND 4,5,7 50,061 0 0
REALTY INCOME CORP COM 756109104 13 300 SH   DFND 4,5,11,12 300 0 0
REALTY INCOME CORP COM 756109104 753 16,942 SH   DFND 4,5 16,942 0 0
REALTY INCOME CORP COM 756109104 1,200 27,007 SH   DFND 4,5,11,12 27,007 0 0
REALTY INCOME CORP COM 756109104 8,213 184,888 SH   DFND 4,5 184,888 0 0
RED HAT COM 756577102 66 1,200 SH   DFND 4,5,11,12 1,200 0 0
RED HAT COM 756577102 244 4,416 SH   DFND 4,5,11,12 4,416 0 0
RED HAT COM 756577102 2,913 52,699 SH   DFND 4,5 52,699 0 0
RED HAT COM 756577102 3,242 58,658 SH   DFND 4,5 58,658 0 0
RED HAT COM 756577102 3,923 70,972 SH   DFND 4,5,7 70,972 0 0
REGAL BELOIT CORP COM 758750103 1,806 22,992 SH   DFND 4,5 22,992 0 0
REGENCY CENTERS COM 758849103 33 600 SH   DFND 4,5,11,12 600 0 0
REGENCY CENTERS COM 758849103 642 11,531 SH   DFND 4,5,11,12 11,531 0 0
REGENCY CENTERS COM 758849103 823 14,780 SH   DFND 4,5 14,780 0 0
REGENCY CENTERS COM 758849103 3,084 55,390 SH   DFND 4,5 55,390 0 0
REGENERON PHARMACE COM 75886F107 51 179 SH   DFND 4,8 179 0 0
REGENERON PHARMACE COM 75886F107 478 1,693 SH   DFND 4,5,11,12 1,693 0 0
REGENERON PHARMACE COM 75886F107 569 2,014 SH   DFND 4,8 2,014 0 0
REGENERON PHARMACE COM 75886F107 2,158 7,638 SH   DFND 4,5 7,638 0 0
REGENERON PHARMACE COM 75886F107 7,443 26,350 SH   DFND 4,5,11,12 26,350 0 0
REGENERON PHARMACE COM 75886F107 24,891 88,119 SH   DFND 4,5 88,119 0 0
REGIONS FINL CORP COM 7591EP100 91 8,600 SH   DFND 4,5,11,12 8,600 0 0
REGIONS FINL CORP COM 7591EP100 159 14,967 SH   DFND 4,5,11,12 14,967 0 0
REGIONS FINL CORP COM 7591EP100 321 30,200 SH   DFND 4,6 30,200 0 0
REGIONS FINL CORP COM 7591EP100 470 44,300 SH   DFND 4,6 44,300 0 0
REGIONS FINL CORP COM 7591EP100 478 45,000 SH   DFND 4,6 45,000 0 0
REGIONS FINL CORP COM 7591EP100 583 54,929 SH   DFND 4,8 54,929 0 0
REGIONS FINL CORP COM 7591EP100 886 83,400 SH   DFND 4,6 83,400 0 0
REGIONS FINL CORP COM 7591EP100 1,054 99,293 SH   DFND 4,5 99,293 0 0
REGIONS FINL CORP COM 7591EP100 2,230 210,013 SH   DFND 4,5 210,013 0 0
REGIS CORP SR GLBL CV NT 14 758932AA5 104 104,000 PRN   DFND 4,5,7 0 0 104,000
REINSURANCE GROUP COM NEW 759351604 3,034 38,456 SH   DFND 4,5 38,456 0 0
RENAISSANCE RE HLG COM G7496G103 32 300 SH   DFND 4,5,11,12 300 0 0
RENAISSANCE RE HLG COM G7496G103 785 7,340 SH   DFND 4,5 7,340 0 0
RENAISSANCE RE HLG COM G7496G103 4,876 45,573 SH   DFND 4,5 45,573 0 0
RENTECH INC COM 760112102 1,996 770,681 SH   DFND 4,5,7 770,681 0 0
REPUBLIC SERVICES COM 760759100 72 1,900 SH   DFND 4,5,11,12 1,900 0 0
REPUBLIC SERVICES COM 760759100 142 3,746 SH   DFND 4,5,11,12 3,746 0 0
REPUBLIC SERVICES COM 760759100 3,660 96,399 SH   DFND 4,5 96,399 0 0
REPUBLIC SERVICES COM 760759100 5,117 134,757 SH   DFND 4,5 134,757 0 0
RESMED INC COM 761152107 41 800 SH   DFND 4,5,11,12 800 0 0
RESMED INC COM 761152107 147 2,900 SH   DFND 4,5,11,12 2,900 0 0
RESMED INC COM 761152107 253 5,000 SH   DFND 4,6 5,000 0 0
RESMED INC COM 761152107 390 7,700 SH   DFND 4,5 7,700 0 0
RESMED INC COM 761152107 415 8,200 SH   DFND 4,5 8,200 0 0
RESTORATION HARDWA COM 761283100 471 5,057 SH   DFND 4,5,7 5,057 0 0
RETAIL OPPORTUNITY COM 76131N101 120 7,600 SH   DFND 4,5,11,12 7,600 0 0
RETAIL PPTYS AMER CL A 76131V202 248 16,100 SH   DFND 4,5,11,12 16,100 0 0
REXFORD INDUSTRIAL COM 76169C100 20 1,400 SH   DFND 4,5,11,12 1,400 0 0
REYNOLDS AMERICAN COM 761713106 72 1,200 SH   DFND 4,5,11,12 1,200 0 0
REYNOLDS AMERICAN COM 761713106 707 11,714 SH   DFND 4,5,11,12 11,714 0 0
REYNOLDS AMERICAN COM 761713106 1,729 28,650 SH   DFND 4,5,7 28,650 0 0
REYNOLDS AMERICAN COM 761713106 9,537 158,021 SH   DFND 4,5 158,021 0 0
REYNOLDS AMERICAN COM 761713106 23,024 381,512 SH   DFND 4,5 381,512 0 0
RF MICRO DEVICES I COM 749941100 0 4 SH   DFND 4,5,7 4 0 0
RF MICRO DEVICES I COM 749941100 910 94,886 SH   DFND 4,5 94,886 0 0
RF MICRO DEVICES I COM 749941100 921 96,065 SH   DFND 4,5,7 96,065 0 0
RIO TINTO SPONSORED ADR 767204100 1,970 36,291 SH   DFND 1,3 36,291 0 0
RITE AID CORP COM 767754104 83 11,595 SH   DFND 4,5,7 11,595 0 0
RIVERBED TECHNOLOG COM 768573107 1,144 55,439 SH   DFND 4,5,7 55,439 0 0
RIVERBED TECHNOLOG COM 768573107 2,043 99,034 SH   DFND 4,5 99,034 0 0
RLJ LODGING TR COM 74965L101 326 11,300 SH   DFND 4,5,11,12 11,300 0 0
ROBERT HALF INTL COM 770323103 38 800 SH   DFND 4,5,11,12 800 0 0
ROBERT HALF INTL COM 770323103 190 3,979 SH   DFND 4,5,11,12 3,979 0 0
ROBERT HALF INTL COM 770323103 2,284 47,846 SH   DFND 4,5 47,846 0 0
ROBERT HALF INTL COM 770323103 4,477 93,774 SH   DFND 4,5 93,774 0 0
ROCK-TENN CO CL A 772739207 8 76 SH   DFND 4,8 76 0 0
ROCK-TENN CO CL A 772739207 63 600 SH   DFND 4,5,11,12 600 0 0
ROCK-TENN CO CL A 772739207 121 1,142 SH   DFND 4,5,11,12 1,142 0 0
ROCK-TENN CO CL A 772739207 424 4,013 SH   DFND 4,5 4,013 0 0
ROCK-TENN CO CL A 772739207 2,464 23,340 SH   DFND 4,5 23,340 0 0
ROCKWELL AUTOMATIO COM 773903109 63 500 SH   DFND 4,5,11,12 500 0 0
ROCKWELL AUTOMATIO COM 773903109 382 3,050 SH   DFND 4,1 3,050 0 0
ROCKWELL AUTOMATIO COM 773903109 461 3,686 SH   DFND 4,5,11,12 3,686 0 0
ROCKWELL AUTOMATIO COM 773903109 594 4,742 SH   DFND 4,8 4,742 0 0
ROCKWELL AUTOMATIO COM 773903109 9,796 78,268 SH   DFND 4,5 78,268 0 0
ROCKWELL AUTOMATIO COM 773903109 16,768 133,976 SH   DFND 4,5 133,976 0 0
ROCKWELL COLLINS I COM 774341101 23 300 SH   DFND 4,5,11,12 300 0 0
ROCKWELL COLLINS I COM 774341101 102 1,300 SH   DFND 4,5,11,12 1,300 0 0
ROCKWELL COLLINS I COM 774341101 133 1,700 SH   DFND 4,6 1,700 0 0
ROCKWELL COLLINS I COM 774341101 313 4,000 SH   DFND 4,6 4,000 0 0
ROCKWELL COLLINS I COM 774341101 625 8,000 SH   DFND 4,6 8,000 0 0
ROCKWELL COLLINS I COM 774341101 798 10,212 SH   DFND 4,5 10,212 0 0
ROCKWELL COLLINS I COM 774341101 1,610 20,600 SH   DFND 4,6 20,600 0 0
ROCKWELL COLLINS I COM 774341101 4,350 55,674 SH   DFND 4,5 55,674 0 0
ROCKWOOD HLDGS INC COM 774415103 241 3,174 SH   DFND 4,5,7 3,174 0 0
ROGERS COMMS INC CL B 775109200 18 454 SH   DFND 4,8 454 0 0
ROGERS COMMS INC CL B 775109200 47 1,163 SH   DFND 4,8 1,163 0 0
ROGERS COMMS INC CL B 775109200 404 10,046 SH   DFND 4,5,11,12 10,046 0 0
ROGERS COMMS INC CL B 775109200 733 18,210 SH   DFND 4,5 18,210 0 0
ROGERS COMMS INC CL B 775109200 821 20,400 SH   DFND 4,5,11,12 20,400 0 0
ROGERS COMMS INC CL B 775109200 2,069 51,400 SH   DFND 4,6 51,400 0 0
ROGERS COMMS INC CL B 775109200 2,228 55,343 SH   DFND 4,5 55,343 0 0
ROLLINS INC COM 775711104 371 12,354 SH   DFND 4,5,7 12,354 0 0
ROPER INDUSTRIES COM 776696106 67 460 SH   DFND 4,8 460 0 0
ROPER INDUSTRIES COM 776696106 88 600 SH   DFND 4,5,11,12 600 0 0
ROPER INDUSTRIES COM 776696106 182 1,245 SH   DFND 4,5,11,12 1,245 0 0
ROPER INDUSTRIES COM 776696106 895 6,131 SH   DFND 4,5 6,131 0 0
ROPER INDUSTRIES COM 776696106 951 6,510 SH   DFND 4,1 6,510 0 0
ROPER INDUSTRIES COM 776696106 969 6,637 SH   DFND 4,1 6,637 0 0
ROPER INDUSTRIES COM 776696106 6,261 42,883 SH   DFND 4,5 42,883 0 0
ROSETTA RES INC COM 777779307 3,647 66,490 SH   DFND 4,5 66,490 0 0
ROSS STORES INC COM 778296103 116 1,750 SH   DFND 4,6 1,750 0 0
ROSS STORES INC COM 778296103 145 2,193 SH   DFND 4,8 2,193 0 0
ROSS STORES INC COM 778296103 288 4,350 SH   DFND 4,1 4,350 0 0
ROSS STORES INC COM 778296103 575 8,700 SH   DFND 4,6 8,700 0 0
ROSS STORES INC COM 778296103 745 11,270 SH   DFND 4,5,11,12 11,270 0 0
ROSS STORES INC COM 778296103 1,905 28,800 SH   DFND 4,6 28,800 0 0
ROSS STORES INC COM 778296103 7,542 114,042 SH   DFND 4,5 114,042 0 0
ROSS STORES INC COM 778296103 15,851 239,700 SH   DFND 4,5,11,12 239,700 0 0
ROSS STORES INC COM 778296103 33,059 499,914 SH   DFND 4,5 499,914 0 0
ROUSE PPTYS INC COM 779287101 51 2,984 SH   DFND 4,5,11,12 2,984 0 0
ROWAN COS PLC SHS CL A G7665A101 22 700 SH   DFND 4,5 700 0 0
ROWAN COS PLC SHS CL A G7665A101 133 4,158 SH   DFND 4,5 4,158 0 0
ROWAN COS PLC SHS CL A G7665A101 415 13,000 SH   DFND 4,6 13,000 0 0
ROWAN COS PLC SHS CL A G7665A101 2,101 65,800 SH   DFND 4,6 65,800 0 0
ROYAL BK OF CANADA COM 780087102 143 2,000 SH   DFND   2,000 0 0
ROYAL BK OF CANADA COM 780087102 147 2,058 SH   DFND 4,8 2,058 0 0
ROYAL BK OF CANADA COM 780087102 535 7,494 SH   DFND 4,6 7,494 0 0
ROYAL BK OF CANADA COM 780087102 570 7,982 SH   DFND 4,6 7,982 0 0
ROYAL BK OF CANADA COM 780087102 929 13,000 SH   DFND 4,6 13,000 0 0
ROYAL BK OF CANADA COM 780087102 2,140 29,961 SH   DFND 4,5,11,12 29,961 0 0
ROYAL BK OF CANADA COM 780087102 8,219 115,063 SH   DFND 4,6 115,063 0 0
ROYAL BK OF CANADA COM 780087102 10,636 148,899 SH   DFND 4,5 148,899 0 0
ROYAL BK OF CANADA COM 780087102 12,030 168,416 SH   DFND 4,5 168,416 0 0
ROYAL BK OF CANADA COM 780087102 14,715 206,000 SH   DFND 4,5,11,12 206,000 0 0
ROYAL CARIBBEAN COM V7780T103 50 900 SH   DFND 4,5,11,12 900 0 0
ROYAL CARIBBEAN COM V7780T103 207 3,725 SH   DFND 4,5,11,12 3,725 0 0
ROYAL CARIBBEAN COM V7780T103 676 12,159 SH   DFND 4,5 12,159 0 0
ROYAL CARIBBEAN COM V7780T103 700 12,596 SH   DFND 4,5 12,596 0 0
ROYAL CARIBBEAN COM V7780T103 1,001 18,000 SH   DFND 4,6 18,000 0 0
ROYAL CARIBBEAN COM V7780T103 6,155 110,698 SH   DFND 4,5,7 110,698 0 0
ROYAL DUTCH SHELL SPONS ADR A 780259206 18,808 228,334 SH   DFND 1,3 228,334 0 0
ROYAL GOLD INC COM 780287108 9,629 126,482 SH   DFND 4,5 126,482 0 0
RPM INTERNATIONAL COM 749685103 7,596 164,487 SH   DFND 4,5 164,487 0 0
RUCKUS WIRELESS IN COM 781220108 1,054 88,500 SH   DFND 4,5 88,500 0 0
RYDER SYSTEM INC COM 783549108 70 800 SH   DFND 4,5 800 0 0
RYDER SYSTEM INC COM 783549108 294 3,336 SH   DFND 4,5 3,336 0 0
RYDER SYSTEM INC COM 783549108 602 6,830 SH   DFND 1,3 6,830 0 0
RYDER SYSTEM INC COM 783549108 740 8,400 SH   DFND 4,6 8,400 0 0
RYMAN HOSPITALITY COM 78377T107 217 4,500 SH   DFND 4,5,11,12 4,500 0 0
SABESP CIA SANEAME SPONSORED ADR 20441A102 536 50,000 SH   DFND 4,6 50,000 0 0
SABESP CIA SANEAME SPONSORED ADR 20441A102 1,547 144,296 SH   DFND 4,5 144,296 0 0
SABESP CIA SANEAME SPONSORED ADR 20441A102 1,971 183,900 SH   DFND 4,5 183,900 0 0
SABRA HEALTH CARE COM 78573L106 118 4,100 SH   DFND 4,5,11,12 4,100 0 0
SAFEWAY INC COM NEW 786514208 33 967 SH   DFND 4,5,11,12 967 0 0
SAFEWAY INC COM NEW 786514208 69 2,000 SH   DFND 4,6 2,000 0 0
SAFEWAY INC COM NEW 786514208 83 2,429 SH   DFND 4,8 2,429 0 0
SAFEWAY INC COM NEW 786514208 184 5,357 SH   DFND 4,5,7 5,357 0 0
SAFEWAY INC COM NEW 786514208 501 14,600 SH   DFND 4,6 14,600 0 0
SAFEWAY INC COM NEW 786514208 1,418 41,300 SH   DFND 4,6 41,300 0 0
SAFEWAY INC COM NEW 786514208 2,722 79,257 SH   DFND 4,5 79,257 0 0
SAFEWAY INC COM NEW 786514208 3,976 115,771 SH   DFND 4,5 115,771 0 0
SAFEWAY INC COM NEW 786514208 5,800 168,900 SH   DFND 4,5,11,12 168,900 0 0
SAIA INC COM 78709Y105 685 15,600 SH   DFND 1,3 15,600 0 0
SALESFORCE,COM INC SR CV NT 0.25%18 79466LAD6 4,892 4,261,000 PRN   DFND 4,5 0 0 4,261,000
SALESFORCE,COM INC COM 79466L302 112 1,927 SH   DFND 4,5,7 1,927 0 0
SALESFORCE,COM INC COM 79466L302 186 3,200 SH   DFND 4,5,11,12 3,200 0 0
SALESFORCE,COM INC COM 79466L302 646 11,130 SH   DFND 4,1 11,130 0 0
SALESFORCE,COM INC COM 79466L302 733 12,624 SH   DFND 4,5,11,12 12,624 0 0
SALESFORCE,COM INC COM 79466L302 5,843 100,598 SH   DFND 4,5 100,598 0 0
SALESFORCE,COM INC COM 79466L302 7,297 125,637 SH   DFND 4,5 125,637 0 0
SALIX PHARM SR CONV NT1.5%19 795435AE6 5,414 2,758,000 PRN   DFND 4,5,7 0 0 2,758,000
SALIX PHARM COM 795435106 321 2,600 SH   DFND 4,5,7 2,600 0 0
SALIX PHARM COM 795435106 660 5,350 SH   DFND 1,3 5,350 0 0
SALIX PHARM COM 795435106 3,586 29,072 SH   DFND 4,5 29,072 0 0
SANCHEZ ENERGY COR COM 79970Y105 284 7,556 SH   DFND 4,5,7 7,556 0 0
SANDERSON FARM INC COM 800013104 126 1,300 SH   DFND 4,6 1,300 0 0
SANDERSON FARM INC COM 800013104 204 2,100 SH   DFND 1,3 2,100 0 0
SANDERSON FARM INC COM 800013104 330 3,400 SH   DFND 4,6 3,400 0 0
SANDERSON FARM INC COM 800013104 1,565 16,100 SH   DFND 4,6 16,100 0 0
SANDISK CORP CV SR NT 1.5%17 80004CAD3 5,586 2,746,000 PRN   DFND 4,5,7 0 0 2,746,000
SANDISK CORP COM 80004C101 36 340 SH   DFND 4,8 340 0 0
SANDISK CORP COM 80004C101 58 556 SH   DFND 4,5,7 556 0 0
SANDISK CORP COM 80004C101 499 4,780 SH   DFND 4,1 4,780 0 0
SANDISK CORP COM 80004C101 588 5,628 SH   DFND 4,5,11,12 5,628 0 0
SANDISK CORP COM 80004C101 1,865 17,860 SH   DFND 4,5 17,860 0 0
SANDISK CORP COM 80004C101 2,901 27,777 SH   DFND 4,5 27,777 0 0
SANDISK CORP COM 80004C101 3,929 37,624 SH   DFND 1,3 37,624 0 0
SANDISK CORP COM 80004C101 4,115 39,400 SH   DFND 4,5,11,12 39,400 0 0
SANDISK CORP COM 80004C101 6,469 61,941 SH   DFND 1,2 61,941 0 0
SANDRIDGE ENERGY I COM 80007P307 180 25,154 SH   DFND 4,5,7 25,154 0 0
SANDRIDGE ENERGY I COM 80007P307 1,569 219,400 SH   DFND 4,5,7 219,400 0 0
SANDRIDGE ENERGY I COM 80007P307 27,760 3,882,553 SH   DFND 4,5,7 3,882,553 0 0
SANDSTORM GOLD LTD COM NEW 80013R206 3,597 519,790 SH   DFND 4,5 519,790 0 0
SANOFI SPONSORED ADR 80105N105 239 4,497 SH   DFND 4,5,7 4,497 0 0
SAUL CENTERS INC COM 804395101 53 1,100 SH   DFND 4,5,11,12 1,100 0 0
SBA COMMUNICATIONS COM 78388J106 72 700 SH   DFND 4,5,11,12 700 0 0
SBA COMMUNICATIONS COM 78388J106 134 1,311 SH   DFND 4,8 1,311 0 0
SBA COMMUNICATIONS COM 78388J106 245 2,397 SH   DFND 4,5,11,12 2,397 0 0
SBA COMMUNICATIONS COM 78388J106 534 5,220 SH   DFND 4,1 5,220 0 0
SBA COMMUNICATIONS COM 78388J106 1,076 10,518 SH   DFND 4,5 10,518 0 0
SBA COMMUNICATIONS COM 78388J106 1,724 16,855 SH   DFND 4,5 16,855 0 0
SBA COMMUNICATIONS COM 78388J106 3,806 37,209 SH   DFND 4,5,7 37,209 0 0
SCANA CORP COM 80589M102 43 800 SH   DFND 4,5,11,12 800 0 0
SCANA CORP COM 80589M102 165 3,062 SH   DFND 4,5,11,12 3,062 0 0
SCANA CORP COM 80589M102 620 11,525 SH   DFND 4,5 11,525 0 0
SCANA CORP COM 80589M102 853 15,858 SH   DFND 4,5 15,858 0 0
SCHLUMBERGER COM 806857108 24 200 SH   DFND   200 0 0
SCHLUMBERGER COM 806857108 24 200 SH   DFND 4,8 200 0 0
SCHLUMBERGER COM 806857108 59 500 SH   DFND 4,8 500 0 0
SCHLUMBERGER COM 806857108 236 2,000 SH   DFND 4,6 2,000 0 0
SCHLUMBERGER COM 806857108 401 3,400 SH   DFND   3,400 0 0
SCHLUMBERGER COM 806857108 539 4,572 SH   DFND 4,5,7 4,572 0 0
SCHLUMBERGER COM 806857108 590 5,000 SH   DFND 4,6 5,000 0 0
SCHLUMBERGER COM 806857108 595 5,045 SH   DFND 4,6 5,045 0 0
SCHLUMBERGER COM 806857108 698 5,914 SH   DFND 4,8 5,914 0 0
SCHLUMBERGER COM 806857108 708 6,000 SH   DFND 4,6 6,000 0 0
SCHLUMBERGER COM 806857108 814 6,900 SH   DFND 4,5,11,12 6,900 0 0
SCHLUMBERGER COM 806857108 1,215 10,300 SH   DFND 4,6 10,300 0 0
SCHLUMBERGER COM 806857108 1,231 10,440 SH   DFND 4,1 10,440 0 0
SCHLUMBERGER COM 806857108 1,816 15,400 SH   DFND 4,6 15,400 0 0
SCHLUMBERGER COM 806857108 2,394 20,300 SH   DFND 4,6 20,300 0 0
SCHLUMBERGER COM 806857108 2,599 22,038 SH   DFND 4,5,11,12 22,038 0 0
SCHLUMBERGER COM 806857108 4,198 35,594 SH   DFND 4,6 35,594 0 0
SCHLUMBERGER COM 806857108 10,934 92,700 SH   DFND 1,3 92,700 0 0
SCHLUMBERGER COM 806857108 11,487 97,391 SH   DFND 4,6 97,391 0 0
SCHLUMBERGER COM 806857108 24,148 204,727 SH   DFND 4,5 204,727 0 0
SCHLUMBERGER COM 806857108 71,162 603,327 SH   DFND 4,5 603,327 0 0
SCHWAB(CHARLES)CP COM 808513105 108 4,000 SH   DFND 4,6 4,000 0 0
SCHWAB(CHARLES)CP COM 808513105 178 6,600 SH   DFND 4,5,11,12 6,600 0 0
SCHWAB(CHARLES)CP COM 808513105 605 22,473 SH   DFND 4,5,11,12 22,473 0 0
SCHWAB(CHARLES)CP COM 808513105 778 28,900 SH   DFND 4,6 28,900 0 0
SCHWAB(CHARLES)CP COM 808513105 1,837 68,200 SH   DFND 4,6 68,200 0 0
SCHWAB(CHARLES)CP COM 808513105 2,682 99,596 SH   DFND 4,5 99,596 0 0
SCHWAB(CHARLES)CP COM 808513105 3,042 112,966 SH   DFND 4,5 112,966 0 0
SCIENCE APPLICATIO COM 808625107 25 572 SH   DFND 4,8 572 0 0
SCORPIO BULKERS SHS Y7546A106 26 2,941 SH   DFND 4,5,7 2,941 0 0
SCORPIO BULKERS SHS Y7546A106 248 27,852 SH   DFND 4,5,7 27,852 0 0
SCORPIO TANKERS IN SHS Y7542C106 60 5,894 SH   DFND 4,5,7 5,894 0 0
SCOTTS MIRACLE-GRO CL A 810186106 171 3,000 SH   DFND 1,3 3,000 0 0
SCOTTS MIRACLE-GRO CL A 810186106 1,430 25,151 SH   DFND 4,5 25,151 0 0
SCRIPPS NETWORKS I CL A COM 811065101 49 600 SH   DFND 4,5,11,12 600 0 0
SCRIPPS NETWORKS I CL A COM 811065101 111 1,366 SH   DFND 4,5,11,12 1,366 0 0
SCRIPPS NETWORKS I CL A COM 811065101 122 1,500 SH   DFND 4,6 1,500 0 0
SCRIPPS NETWORKS I CL A COM 811065101 207 2,555 SH   DFND 4,5,7 2,555 0 0
SCRIPPS NETWORKS I CL A COM 811065101 384 4,735 SH   DFND 4,5 4,735 0 0
SCRIPPS NETWORKS I CL A COM 811065101 422 5,200 SH   DFND 4,6 5,200 0 0
SCRIPPS NETWORKS I CL A COM 811065101 609 7,500 SH   DFND 4,6 7,500 0 0
SCRIPPS NETWORKS I CL A COM 811065101 697 8,593 SH   DFND 4,5 8,593 0 0
SCRIPPS NETWORKS I CL A COM 811065101 1,607 19,800 SH   DFND 4,6 19,800 0 0
SEABRIDGE GOLD INC COM 811916105 9 1,000 SH   DFND   1,000 0 0
SEACOR HLDGS INC SR CONV NT2.5%27 811904AM3 3,015 2,642,000 PRN   DFND 4,5,7 0 0 2,642,000
SEADRILL LTD SHS G7945E105 42 1,046 SH   DFND 4,8 1,046 0 0
SEADRILL LTD SHS G7945E105 67 1,677 SH   DFND 4,8 1,677 0 0
SEADRILL LTD SHS G7945E105 72 1,800 SH   DFND   1,800 0 0
SEADRILL LTD SHS G7945E105 279 6,996 SH   DFND 4,5,11,12 6,996 0 0
SEADRILL LTD SHS G7945E105 476 11,916 SH   DFND 4,9 11,916 0 0
SEADRILL LTD SHS G7945E105 3,370 84,344 SH   DFND 4,5,11,12 84,344 0 0
SEADRILL LTD SHS G7945E105 5,620 140,684 SH   DFND 4,5 140,684 0 0
SEADRILL LTD SHS G7945E105 10,814 270,679 SH   DFND 4,5 270,679 0 0
SEAGATE TECH PLC SHS G7945M107 46 808 SH   DFND 4,5,7 808 0 0
SEAGATE TECH PLC SHS G7945M107 102 1,800 SH   DFND 4,5,11,12 1,800 0 0
SEAGATE TECH PLC SHS G7945M107 299 5,262 SH   DFND 4,5,11,12 5,262 0 0
SEAGATE TECH PLC SHS G7945M107 356 6,264 SH   DFND 4,8 6,264 0 0
SEAGATE TECH PLC SHS G7945M107 847 14,900 SH   DFND 4,6 14,900 0 0
SEAGATE TECH PLC SHS G7945M107 852 15,000 SH   DFND 4,6 15,000 0 0
SEAGATE TECH PLC SHS G7945M107 1,199 21,100 SH   DFND 4,5,7 21,100 0 0
SEAGATE TECH PLC SHS G7945M107 3,156 55,543 SH   DFND 4,5 55,543 0 0
SEAGATE TECH PLC SHS G7945M107 18,191 320,143 SH   DFND 4,5 320,143 0 0
SEALED AIR CORP COM 81211K100 38 1,100 SH   DFND 4,5,11,12 1,100 0 0
SEALED AIR CORP COM 81211K100 70 2,041 SH   DFND 4,8 2,041 0 0
SEALED AIR CORP COM 81211K100 152 4,454 SH   DFND 4,5,11,12 4,454 0 0
SEALED AIR CORP COM 81211K100 773 22,629 SH   DFND 4,5 22,629 0 0
SEALED AIR CORP COM 81211K100 794 23,227 SH   DFND 4,5 23,227 0 0
SEARS HLDGS CORP COM 812350106 8 200 SH   DFND 4,5,11,12 200 0 0
SEARS HLDGS CORP COM 812350106 74 1,849 SH   DFND 4,5,11,12 1,849 0 0
SEARS HLDGS CORP COM 812350106 118 2,941 SH   DFND 4,5 2,941 0 0
SEARS HLDGS CORP COM 812350106 2,930 73,329 SH   DFND 4,5 73,329 0 0
SEAWORLD ENTERTAIN COM 81282V100 63 2,217 SH   DFND 4,5,7 2,217 0 0
SEAWORLD ENTERTAIN COM 81282V100 82 2,882 SH   DFND 4,5,7 2,882 0 0
SEAWORLD ENTERTAIN COM 81282V100 156 5,500 SH   DFND 4,5,7 5,500 0 0
SEI INVESTMENT COM 784117103 57 1,752 SH   DFND 4,8 1,752 0 0
SEI INVESTMENT COM 784117103 171 5,207 SH   DFND 4,5,11,12 5,207 0 0
SEI INVESTMENT COM 784117103 343 10,480 SH   DFND 4,5 10,480 0 0
SEI INVESTMENT COM 784117103 435 13,266 SH   DFND 4,5 13,266 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 92 3,100 SH   DFND 4,5,11,12 3,100 0 0
SELECT SECTOR SPDR SBI INT-ENERGY 81369Y506 10,155 101,449 SH   DFND 4,5 101,449 0 0
SELECT SECTOR SPDR SBI INT-FINL 81369Y605 1,170 51,470 SH   DFND   51,470 0 0
SEMPRA ENERGY COM 816851109 147 1,400 SH   DFND 4,5,11,12 1,400 0 0
SEMPRA ENERGY COM 816851109 346 3,300 SH   DFND 4,5,11,12 3,300 0 0
SEMPRA ENERGY COM 816851109 524 5,000 SH   DFND 4,6 5,000 0 0
SEMPRA ENERGY COM 816851109 2,426 23,165 SH   DFND 4,5 23,165 0 0
SEMPRA ENERGY COM 816851109 5,768 55,088 SH   DFND 4,5 55,088 0 0
SENIOR HOUSING PPT SH BEN INT 81721M109 534 22,000 SH   DFND 4,5,11,12 22,000 0 0
SENOMYX INC COM 81724Q107 2,156 249,200 SH   DFND 4,5,7 249,200 0 0
SENSATA TECHNOLOGI SHS N7902X106 23 500 SH   DFND 4,5,11,12 500 0 0
SENSATA TECHNOLOGI SHS N7902X106 67 1,433 SH   DFND 4,8 1,433 0 0
SENSATA TECHNOLOGI SHS N7902X106 692 14,800 SH   DFND 4,5 14,800 0 0
SENSATA TECHNOLOGI SHS N7902X106 3,555 76,000 SH   DFND 4,5 76,000 0 0
SENSIENT TECHS COM 81725T100 1,453 26,076 SH   DFND 4,5 26,076 0 0
SEQUANS COMMUNICAT SPONSORED ADS 817323108 888 516,054 SH   DFND 4,5 516,054 0 0
SEQUENOM INC COM NEW 817337405 41 10,652 SH   DFND 1,3 10,652 0 0
SERVICE CORP INTL COM 817565104 697 33,659 SH   DFND 4,5,7 33,659 0 0
SERVICE CORP INTL COM 817565104 6,121 295,400 SH   DFND 4,5,7 295,400 0 0
SERVICENOW INC COM 81762P102 431 6,960 SH   DFND 4,1 6,960 0 0
SERVICENOW INC COM 81762P102 539 8,700 SH   DFND 4,5 8,700 0 0
SERVICENOW INC COM 81762P102 2,202 35,540 SH   DFND 4,5 35,540 0 0
SHAW COMMUNICATION CL B CONV 82028K200 64 2,500 SH   DFND 4,5,11,12 2,500 0 0
SHAW COMMUNICATION CL B CONV 82028K200 113 4,403 SH   DFND 4,5,11,12 4,403 0 0
SHAW COMMUNICATION CL B CONV 82028K200 951 37,075 SH   DFND 4,5 37,075 0 0
SHAW COMMUNICATION CL B CONV 82028K200 1,001 39,025 SH   DFND 4,5 39,025 0 0
SHERWIN-WILLIAMS COM 824348106 103 500 SH   DFND 4,5,11,12 500 0 0
SHERWIN-WILLIAMS COM 824348106 124 600 SH   DFND 4,6 600 0 0
SHERWIN-WILLIAMS COM 824348106 203 979 SH   DFND 4,5,11,12 979 0 0
SHERWIN-WILLIAMS COM 824348106 517 2,500 SH   DFND 4,6 2,500 0 0
SHERWIN-WILLIAMS COM 824348106 1,883 9,100 SH   DFND 4,6 9,100 0 0
SHERWIN-WILLIAMS COM 824348106 1,948 9,415 SH   DFND 4,5 9,415 0 0
SHERWIN-WILLIAMS COM 824348106 9,730 47,024 SH   DFND 4,5 47,024 0 0
SHIP FINANCE INTL SR CV NT 3.25%18 G81075AE6 2,772 2,452,000 PRN   DFND 4,5,7 0 0 2,452,000
SHIRE SPONSORED ADR 82481R106 306 1,300 SH   DFND 4,5,7 1,300 0 0
SHIRE SPONSORED ADR 82481R106 1,745 7,408 SH   DFND 4,5,7 7,408 0 0
SHIRE SPONSORED ADR 82481R106 55,807 236,983 SH   DFND 4,5,7 236,983 0 0
SHUTTERFLY INC SR CV NT 0.25%18 82568PAB2 6,458 6,430,000 PRN   DFND 4,5 0 0 6,430,000
SHUTTERSTOCK INC COM 825690100 1,004 12,100 SH   DFND 4,5 12,100 0 0
SIFY TECHNOLOGIES SPONSORED ADR 82655M107 0 5 SH   DFND 1,3 5 0 0
SIGMA ALDRICH CORP COM 826552101 71 700 SH   DFND 4,5,11,12 700 0 0
SIGMA ALDRICH CORP COM 826552101 85 835 SH   DFND 4,8 835 0 0
SIGMA ALDRICH CORP COM 826552101 304 3,000 SH   DFND 4,5,11,12 3,000 0 0
SIGMA ALDRICH CORP COM 826552101 1,014 9,992 SH   DFND 4,5 9,992 0 0
SIGMA ALDRICH CORP COM 826552101 2,132 21,012 SH   DFND 4,5 21,012 0 0
SIGNATURE BK COM 82669G104 1,391 11,020 SH   DFND 4,1 11,020 0 0
SIGNET JEWELERS LT SHS G81276100 811 7,329 SH   DFND 4,5,7 7,329 0 0
SIGNET JEWELERS LT SHS G81276100 990 8,953 SH   DFND 4,5 8,953 0 0
SIGNET JEWELERS LT SHS G81276100 1,720 15,549 SH   DFND 4,5,7 15,549 0 0
SILGAN HLDGS INC COM 827048109 922 18,136 SH   DFND 4,5 18,136 0 0
SILICONWARE PRECIS SPONSD ADR SPL 827084864 1,502 183,000 SH   DFND 4,5 183,000 0 0
SILICONWARE PRECIS SPONSD ADR SPL 827084864 2,531 308,300 SH   DFND 4,5 308,300 0 0
SILVER BAY REALTY COM 82735Q102 51 3,100 SH   DFND 4,5,11,12 3,100 0 0
SILVER WHEATON COR COM 828336107 55 2,100 SH   DFND 4,5,11,12 2,100 0 0
SILVER WHEATON COR COM 828336107 200 7,596 SH   DFND 4,5,11,12 7,596 0 0
SILVER WHEATON COR COM 828336107 693 26,362 SH   DFND 4,5 26,362 0 0
SILVER WHEATON COR COM 828336107 6,389 243,212 SH   DFND 4,5 243,212 0 0
SIMON PROP GROUP COM 828806109 130 780 SH   DFND 4,6 780 0 0
SIMON PROP GROUP COM 828806109 316 1,900 SH   DFND 4,5,11,12 1,900 0 0
SIMON PROP GROUP COM 828806109 466 2,800 SH   DFND 4,6 2,800 0 0
SIMON PROP GROUP COM 828806109 609 3,661 SH   DFND 4,8 3,661 0 0
SIMON PROP GROUP COM 828806109 823 4,950 SH   DFND 4,6 4,950 0 0
SIMON PROP GROUP COM 828806109 2,896 17,416 SH   DFND 4,6 17,416 0 0
SIMON PROP GROUP COM 828806109 4,589 27,600 SH   DFND 4,6 27,600 0 0
SIMON PROP GROUP COM 828806109 5,825 35,029 SH   DFND 4,5,11,12 35,029 0 0
SIMON PROP GROUP COM 828806109 7,618 45,815 SH   DFND 4,5 45,815 0 0
SIMON PROP GROUP COM 828806109 27,777 167,052 SH   DFND 4,5 167,052 0 0
SINCLAIR BROADCAST CL A 829226109 37 1,053 SH   DFND 4,5,7 1,053 0 0
SIRIUS XM HLDGS IN COM 82968B103 79 22,800 SH   DFND 4,5,11,12 22,800 0 0
SIRIUS XM HLDGS IN COM 82968B103 115 33,190 SH   DFND 4,5,11,12 33,190 0 0
SIRIUS XM HLDGS IN COM 82968B103 551 159,207 SH   DFND 4,5 159,207 0 0
SIRIUS XM HLDGS IN COM 82968B103 801 231,490 SH   DFND 4,1 231,490 0 0
SIRIUS XM HLDGS IN COM 82968B103 1,403 405,500 SH   DFND 4,5,7 405,500 0 0
SIRIUS XM HLDGS IN COM 82968B103 1,649 476,706 SH   DFND 4,5 476,706 0 0
SIRIUS XM HLDGS IN COM 82968B103 2,097 606,031 SH   DFND 4,5,7 606,031 0 0
SIRONA DENTAL SYS COM 82966C103 788 9,559 SH   DFND 4,5,7 9,559 0 0
SIRONA DENTAL SYS COM 82966C103 2,749 33,334 SH   DFND 4,5 33,334 0 0
SK TELECOM SPONSORED ADR 78440P108 4,516 174,100 SH   DFND 4,5 174,100 0 0
SK TELECOM SPONSORED ADR 78440P108 6,220 239,800 SH   DFND 4,5 239,800 0 0
SKYWORKS SOLUTIONS COM 83088M102 1,195 25,445 SH   DFND 1,3 25,445 0 0
SKYWORKS SOLUTIONS COM 83088M102 3,130 66,661 SH   DFND 4,5 66,661 0 0
SL GREEN REALTY CO COM 78440X101 55 500 SH   DFND 4,5,11,12 500 0 0
SL GREEN REALTY CO COM 78440X101 344 3,148 SH   DFND 4,6 3,148 0 0
SL GREEN REALTY CO COM 78440X101 1,034 9,454 SH   DFND 4,5,11,12 9,454 0 0
SL GREEN REALTY CO COM 78440X101 1,059 9,680 SH   DFND 4,5 9,680 0 0
SL GREEN REALTY CO COM 78440X101 7,604 69,504 SH   DFND 4,5 69,504 0 0
SLM CORP COM 78442P106 13 1,602 SH   DFND 4,8 1,602 0 0
SLM CORP COM 78442P106 46 5,500 SH   DFND 4,5,11,12 5,500 0 0
SLM CORP COM 78442P106 78 9,416 SH   DFND 4,5 9,416 0 0
SLM CORP COM 78442P106 341 40,975 SH   DFND 4,5 40,975 0 0
SLM CORP COM 78442P106 531 63,900 SH   DFND 4,5,7 63,900 0 0
SLM CORP COM 78442P106 2,077 249,900 SH   DFND 4,5,11,12 249,900 0 0
SM ENERGY COMPANY COM 78454L100 4,527 53,825 SH   DFND 4,5 53,825 0 0
SMITH(AO)CORP COM 831865209 3,835 77,348 SH   DFND 4,5 77,348 0 0
SMUCKER(JM)CO COM NEW 832696405 0 2 SH   DFND 1,3 2 0 0
SMUCKER(JM)CO COM NEW 832696405 73 682 SH   DFND 4,8 682 0 0
SMUCKER(JM)CO COM NEW 832696405 75 700 SH   DFND 4,5,11,12 700 0 0
SMUCKER(JM)CO COM NEW 832696405 333 3,129 SH   DFND 4,5,11,12 3,129 0 0
SMUCKER(JM)CO COM NEW 832696405 1,207 11,327 SH   DFND 4,5 11,327 0 0
SMUCKER(JM)CO COM NEW 832696405 5,331 50,021 SH   DFND 4,5 50,021 0 0
SNAP-ON INC COM 833034101 98 826 SH   DFND 4,5 826 0 0
SOLARWINDS INC COM 83416B109 3,688 95,396 SH   DFND 4,5 95,396 0 0
SOLAZYME INC SR CONV NT 5%19 83415TAC5 704 626,000 PRN   DFND 4,5,7 0 0 626,000
SOLAZYME INC SR CONV NT 5%19 83415TAC5 2,514 2,235,000 PRN   DFND 4,5,7 0 0 2,235,000
SOLERA HLDGS INC COM 83421A104 1,406 20,931 SH   DFND 4,5 20,931 0 0
SONOCO PRODUCTS CO COM 835495102 2,182 49,678 SH   DFND 4,5 49,678 0 0
SOTHEBYS INC COM 835898107 1,758 41,861 SH   DFND 4,5 41,861 0 0
SOUFUN HLDGS LTD ADR 836034108 54 5,500 SH   DFND 4,6 5,500 0 0
SOUFUN HLDGS LTD SR GLBL REGS 18 G8273WAA3 3,675 4,030,000 PRN   DFND 4,5 0 0 4,030,000
SOUTHERN CO, COM 842587107 87 1,912 SH   DFND 4,8 1,912 0 0
SOUTHERN CO, COM 842587107 113 2,500 SH   DFND 4,6 2,500 0 0
SOUTHERN CO, COM 842587107 241 5,300 SH   DFND 4,5,11,12 5,300 0 0
SOUTHERN CO, COM 842587107 445 9,800 SH   DFND 4,6 9,800 0 0
SOUTHERN CO, COM 842587107 590 13,000 SH   DFND 4,6 13,000 0 0
SOUTHERN CO, COM 842587107 694 15,300 SH   DFND 4,6 15,300 0 0
SOUTHERN CO, COM 842587107 867 19,114 SH   DFND 4,5,11,12 19,114 0 0
SOUTHERN CO, COM 842587107 1,339 29,500 SH   DFND 4,6 29,500 0 0
SOUTHERN CO, COM 842587107 1,842 40,600 SH   DFND 4,6 40,600 0 0
SOUTHERN CO, COM 842587107 3,536 77,923 SH   DFND 4,5 77,923 0 0
SOUTHERN CO, COM 842587107 4,340 95,634 SH   DFND 4,5 95,634 0 0
SOUTHERN COPPER CO COM 84265V105 2,942 96,856 SH   DFND 4,5 96,856 0 0
SOUTHERN COPPER CO COM 84265V105 3,373 111,066 SH   DFND 4,5 111,066 0 0
SOUTHWEST AIRLINES COM 844741108 51 1,910 SH   DFND 4,5,7 1,910 0 0
SOUTHWEST AIRLINES COM 844741108 56 2,070 SH   DFND 4,8 2,070 0 0
SOUTHWEST AIRLINES COM 844741108 747 27,807 SH   DFND 4,5 27,807 0 0
SOUTHWEST AIRLINES COM 844741108 2,300 85,618 SH   DFND 4,5 85,618 0 0
SOVRAN SELF STORAG COM 84610H108 239 3,100 SH   DFND 4,5,11,12 3,100 0 0
SPDR DOW JONES IND UT SER 1 78467X109 69 410 SH   DFND   410 0 0
SPDR DOW JONES IND UT SER 1 78467X109 1,242 7,400 SH   DFND 4,5 7,400 0 0
SPDR DOW JONES IND UT SER 1 78467X109 2,725 16,230 SH   DFND 4,5 16,230 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 922 7,200 SH   DFND   7,200 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 4,909 38,337 SH   DFND 4,5 38,337 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 558 7,420 SH   DFND 4,5 7,420 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 1,973 26,228 SH   DFND 4,5 26,228 0 0
SPDR S&P500 ETF TR TR UNIT 78462F103 1,296 6,620 SH   DFND   6,620 0 0
SPDR S&P500 ETF TR TR UNIT 78462F103 2,544 13,000 SH   DFND 4,5 13,000 0 0
SPDR S&P500 ETF TR TR UNIT 78462F103 20,300 103,720 SH   DFND 4,5 103,720 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 246 5,000 SH   DFND 4,5 5,000 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 1,924 45,545 SH   DFND   45,545 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 156 4,758 SH   DFND 4,5,7 4,758 0 0
SPECTRA ENERGY COR COM 847560109 90 2,126 SH   DFND 4,8 2,126 0 0
SPECTRA ENERGY COR COM 847560109 166 3,900 SH   DFND 4,5,11,12 3,900 0 0
SPECTRA ENERGY COR COM 847560109 459 10,798 SH   DFND 4,5,11,12 10,798 0 0
SPECTRA ENERGY COR COM 847560109 467 11,000 SH   DFND 4,6 11,000 0 0
SPECTRA ENERGY COR COM 847560109 637 15,000 SH   DFND 4,6 15,000 0 0
SPECTRA ENERGY COR COM 847560109 2,477 58,313 SH   DFND 4,5 58,313 0 0
SPECTRA ENERGY COR COM 847560109 4,479 105,435 SH   DFND 4,5 105,435 0 0
SPECTRANETICS CORP FR 2.625%060134 84760CAA5 1,916 1,843,000 PRN   DFND 4,5,7 0 0 1,843,000
SPECTRUM BRANDS HO COM 84763R101 1,883 21,882 SH   DFND 1,3 21,882 0 0
SPECTRUM BRANDS HO COM 84763R101 2,314 26,900 SH   DFND 1,2 26,900 0 0
SPIRIT AEROSYSTEMS COM CL A 848574109 2,180 64,681 SH   DFND 4,5,7 64,681 0 0
SPIRIT AEROSYSTEMS COM CL A 848574109 9,022 267,704 SH   DFND 4,5,7 267,704 0 0
SPIRIT AIRLINES IN COM 848577102 24 377 SH   DFND   377 0 0
SPIRIT AIRLINES IN COM 848577102 4,332 68,495 SH   DFND 1,3 68,495 0 0
SPIRIT REALTY CAPI SR CV NT 3.75%21 84860WAB8 3,298 3,284,000 PRN   DFND 4,5,7 0 0 3,284,000
SPIRIT REALTY CAPI COM 84860W102 370 32,600 SH   DFND 4,5,11,12 32,600 0 0
SPLUNK INC COM 848637104 741 13,400 SH   DFND 4,5 13,400 0 0
SPRINGLEAF HLDGS L COM 85172J101 231 8,900 SH   DFND 4,5,7 8,900 0 0
SPRINT CORPORATION COM SER 1 85207U105 40 4,737 SH   DFND 4,5,11,12 4,737 0 0
SPRINT CORPORATION COM SER 1 85207U105 113 13,258 SH   DFND 4,5,11,12 13,258 0 0
SPRINT CORPORATION COM SER 1 85207U105 489 57,292 SH   DFND 4,5 57,292 0 0
SPRINT CORPORATION COM SER 1 85207U105 698 81,801 SH   DFND 4,5 81,801 0 0
SPRINT CORPORATION COM SER 1 85207U105 1,586 185,900 SH   DFND 4,5,7 185,900 0 0
SPRINT CORPORATION COM SER 1 85207U105 2,847 333,713 SH   DFND 4,5,7 333,713 0 0
SPRINT CORPORATION COM SER 1 85207U105 21,487 2,518,980 SH   DFND 4,5,7 2,518,980 0 0
SPX CORP COM 784635104 32 300 SH   DFND 4,5,11,12 300 0 0
SPX CORP COM 784635104 1,337 12,360 SH   DFND 1,3 12,360 0 0
SPX CORP COM 784635104 4,054 37,464 SH   DFND 4,5 37,464 0 0
SPX CORP COM 784635104 4,093 37,821 SH   DFND 4,5 37,821 0 0
ST JUDE MEDICAL COM 790849103 48 688 SH   DFND 4,5,7 688 0 0
ST JUDE MEDICAL COM 790849103 132 1,900 SH   DFND 4,5,11,12 1,900 0 0
ST JUDE MEDICAL COM 790849103 224 3,237 SH   DFND 4,5,11,12 3,237 0 0
ST JUDE MEDICAL COM 790849103 998 14,410 SH   DFND 4,1 14,410 0 0
ST JUDE MEDICAL COM 790849103 2,466 35,612 SH   DFND 4,5 35,612 0 0
ST JUDE MEDICAL COM 790849103 7,586 109,542 SH   DFND 4,5 109,542 0 0
STAG INDL INC COM 85254J102 113 4,700 SH   DFND 4,5,11,12 4,700 0 0
STANDARD PACIFIC SR CV NT 1.25%32 85375CBC4 6,415 5,104,000 PRN   DFND 4,5 0 0 5,104,000
STANLEY BLACK & DE COM 854502101 18 200 SH   DFND   200 0 0
STANLEY BLACK & DE COM 854502101 30 340 SH   DFND 4,8 340 0 0
STANLEY BLACK & DE COM 854502101 284 3,230 SH   DFND 4,5,11,12 3,230 0 0
STANLEY BLACK & DE COM 854502101 730 8,313 SH   DFND 4,5 8,313 0 0
STANLEY BLACK & DE COM 854502101 4,435 50,500 SH   DFND 4,5,11,12 50,500 0 0
STANLEY BLACK & DE COM 854502101 5,706 64,973 SH   DFND 4,5 64,973 0 0
STANLEY BLACK & DE CORP UNIT 854502309 5,080 38,603 SH   DFND 4,5 38,603 0 0
STANTEC INC COM 85472N109 180 2,900 SH   DFND 1,3 2,900 0 0
STAPLES INC COM 855030102 45 4,109 SH   DFND 4,8 4,109 0 0
STAPLES INC COM 855030102 47 4,300 SH   DFND 4,5,11,12 4,300 0 0
STAPLES INC COM 855030102 80 7,400 SH   DFND 4,5,11,12 7,400 0 0
STAPLES INC COM 855030102 650 59,966 SH   DFND 4,5 59,966 0 0
STAPLES INC COM 855030102 2,704 249,404 SH   DFND 4,5 249,404 0 0
STARBUCKS CORP COM 855244109 70 900 SH   DFND 4,6 900 0 0
STARBUCKS CORP COM 855244109 317 4,100 SH   DFND 4,5,11,12 4,100 0 0
STARBUCKS CORP COM 855244109 351 4,532 SH   DFND 4,6 4,532 0 0
STARBUCKS CORP COM 855244109 619 8,000 SH   DFND 4,6 8,000 0 0
STARBUCKS CORP COM 855244109 619 8,000 SH   DFND 4,6 8,000 0 0
STARBUCKS CORP COM 855244109 740 9,560 SH   DFND 4,1 9,560 0 0
STARBUCKS CORP COM 855244109 1,150 14,861 SH   DFND 4,6 14,861 0 0
STARBUCKS CORP COM 855244109 1,543 19,937 SH   DFND 4,5,11,12 19,937 0 0
STARBUCKS CORP COM 855244109 1,546 19,974 SH   DFND 4,1 19,974 0 0
STARBUCKS CORP COM 855244109 4,965 64,169 SH   DFND 4,5 64,169 0 0
STARBUCKS CORP COM 855244109 5,477 70,779 SH   DFND 4,5 70,779 0 0
STARWOOD HTLS WRLD COM 85590A401 0 4 SH   DFND   4 0 0
STARWOOD HTLS WRLD COM 85590A401 97 1,200 SH   DFND 4,5,11,12 1,200 0 0
STARWOOD HTLS WRLD COM 85590A401 964 11,926 SH   DFND 4,5,11,12 11,926 0 0
STARWOOD HTLS WRLD COM 85590A401 5,504 68,096 SH   DFND 4,5 68,096 0 0
STARWOOD HTLS WRLD COM 85590A401 14,572 180,307 SH   DFND 4,5 180,307 0 0
STARWOOD PROPERTY SR CV NT 4.55%18 85571BAA3 2,774 2,464,000 PRN   DFND 4,5,7 0 0 2,464,000
STARWOOD WAYPOINT COM SHS 85571W109 86 3,300 SH   DFND 4,5,11,12 3,300 0 0
STARZ COM SER A 85571Q102 217 7,288 SH   DFND 4,5 7,288 0 0
STATE STREET CORP COM 857477103 44 647 SH   DFND 4,5,7 647 0 0
STATE STREET CORP COM 857477103 108 1,600 SH   DFND 4,6 1,600 0 0
STATE STREET CORP COM 857477103 135 2,000 SH   DFND 4,5,11,12 2,000 0 0
STATE STREET CORP COM 857477103 336 5,000 SH   DFND 4,6 5,000 0 0
STATE STREET CORP COM 857477103 581 8,640 SH   DFND 4,5,11,12 8,640 0 0
STATE STREET CORP COM 857477103 585 8,700 SH   DFND 4,6 8,700 0 0
STATE STREET CORP COM 857477103 1,419 21,100 SH   DFND 4,6 21,100 0 0
STATE STREET CORP COM 857477103 2,341 34,803 SH   DFND 4,5 34,803 0 0
STATE STREET CORP COM 857477103 5,397 80,239 SH   DFND 4,5 80,239 0 0
STERICYCLE INC COM 858912108 59 500 SH   DFND 4,5,11,12 500 0 0
STERICYCLE INC COM 858912108 270 2,280 SH   DFND 4,5,11,12 2,280 0 0
STERICYCLE INC COM 858912108 721 6,090 SH   DFND 4,1 6,090 0 0
STERICYCLE INC COM 858912108 1,379 11,649 SH   DFND 4,5 11,649 0 0
STERICYCLE INC COM 858912108 5,308 44,824 SH   DFND 4,5 44,824 0 0
STERIS CORP COM 859152100 1,104 20,640 SH   DFND 1,3 20,640 0 0
STERLITE INDS SR CONV NT 4%14 859737AB4 430 430,000 PRN   DFND 4,5,7 0 0 430,000
STHWESTN ENERGY CO COM 845467109 96 2,100 SH   DFND 4,5,11,12 2,100 0 0
STHWESTN ENERGY CO COM 845467109 269 5,910 SH   DFND 4,5,11,12 5,910 0 0
STHWESTN ENERGY CO COM 845467109 328 7,200 SH   DFND 4,5,7 7,200 0 0
STHWESTN ENERGY CO COM 845467109 1,577 34,665 SH   DFND 4,5 34,665 0 0
STHWESTN ENERGY CO COM 845467109 1,948 42,816 SH   DFND 1,3 42,816 0 0
STHWESTN ENERGY CO COM 845467109 1,950 42,864 SH   DFND 4,5 42,864 0 0
STHWESTN ENERGY CO COM 845467109 2,491 54,750 SH   DFND 1,2 54,750 0 0
STILLWATER MINING SR NT CV 1.75%32 86074QAL6 2,799 1,924,000 PRN   DFND 4,5,7 0 0 1,924,000
STONE ENERGY CORP COM 861642106 973 20,800 SH   DFND 4,5,7 20,800 0 0
STRAT HOTELS & RES COM 86272T106 245 20,900 SH   DFND 4,5,11,12 20,900 0 0
STRATASYS LTD SHS M85548101 34 300 SH   DFND   300 0 0
STRYKER CORP COM 863667101 1 8 SH   DFND 4,5,7 8 0 0
STRYKER CORP COM 863667101 21 248 SH   DFND   248 0 0
STRYKER CORP COM 863667101 88 1,043 SH   DFND 4,8 1,043 0 0
STRYKER CORP COM 863667101 110 1,300 SH   DFND 4,6 1,300 0 0
STRYKER CORP COM 863667101 160 1,900 SH   DFND 4,5,11,12 1,900 0 0
STRYKER CORP COM 863667101 304 3,600 SH   DFND 4,6 3,600 0 0
STRYKER CORP COM 863667101 340 4,031 SH   DFND 4,5,11,12 4,031 0 0
STRYKER CORP COM 863667101 447 5,300 SH   DFND 4,6 5,300 0 0
STRYKER CORP COM 863667101 742 8,800 SH   DFND 4,6 8,800 0 0
STRYKER CORP COM 863667101 3,381 40,100 SH   DFND 4,6 40,100 0 0
STRYKER CORP COM 863667101 3,646 43,239 SH   DFND 4,5 43,239 0 0
STRYKER CORP COM 863667101 5,765 68,375 SH   DFND 4,5 68,375 0 0
STRYKER CORP COM 863667101 13,551 160,711 SH   DFND 1,3 160,711 0 0
SUMMIT HOTEL PROPE COM 866082100 80 7,500 SH   DFND 4,5,11,12 7,500 0 0
SUN COMMUNITIES COM 866674104 234 4,700 SH   DFND 4,5,11,12 4,700 0 0
SUN LIFE FINL INC COM 866796105 117 3,200 SH   DFND 4,5,11,12 3,200 0 0
SUN LIFE FINL INC COM 866796105 214 5,836 SH   DFND 4,8 5,836 0 0
SUN LIFE FINL INC COM 866796105 305 8,320 SH   DFND 4,5,11,12 8,320 0 0
SUN LIFE FINL INC COM 866796105 2,417 65,835 SH   DFND 4,5 65,835 0 0
SUN LIFE FINL INC COM 866796105 11,597 315,921 SH   DFND 4,5 315,921 0 0
SUNCOR ENERGY INC COM 867224107 74 1,736 SH   DFND 4,8 1,736 0 0
SUNCOR ENERGY INC COM 867224107 174 4,072 SH   DFND 4,8 4,072 0 0
SUNCOR ENERGY INC COM 867224107 872 20,456 SH   DFND 4,8 20,456 0 0
SUNCOR ENERGY INC COM 867224107 1,714 40,197 SH   DFND 4,5,11,12 40,197 0 0
SUNCOR ENERGY INC COM 867224107 3,662 85,900 SH   DFND 4,6 85,900 0 0
SUNCOR ENERGY INC COM 867224107 4,618 108,329 SH   DFND 4,5 108,329 0 0
SUNCOR ENERGY INC COM 867224107 18,036 423,092 SH   DFND 4,5,11,12 423,092 0 0
SUNCOR ENERGY INC COM 867224107 46,692 1,095,276 SH   DFND 4,5 1,095,276 0 0
SUNEDISON INC COM 86732Y109 816 36,100 SH   DFND 4,5,7 36,100 0 0
SUNEDISON INC COM 86732Y109 7,153 316,507 SH   DFND 4,5,7 316,507 0 0
SUNEDISON INC COM 86732Y109 7,551 334,095 SH   DFND 4,5,7 334,095 0 0
SUNEDISON SEMICOND SHS Y8213L102 3 200 SH   DFND 4,5,7 200 0 0
SUNPOWER CORP SR DEB CV 4.5%15 867652AE9 740 403,000 PRN   DFND 4,5,7 0 0 403,000
SUNPOWER CORP SR DEB CV 4.5%15 867652AE9 2,328 1,268,000 PRN   DFND 4,5,7 0 0 1,268,000
SUNSTONE HOTEL INV COM 867892101 237 15,861 SH   DFND 4,5,11,12 15,861 0 0
SUNTRUST BANKS INC COM 867914103 116 2,900 SH   DFND 4,5,11,12 2,900 0 0
SUNTRUST BANKS INC COM 867914103 333 8,314 SH   DFND 4,5,11,12 8,314 0 0
SUNTRUST BANKS INC COM 867914103 502 12,538 SH   DFND 4,5,7 12,538 0 0
SUNTRUST BANKS INC COM 867914103 868 21,661 SH   DFND 4,8 21,661 0 0
SUNTRUST BANKS INC COM 867914103 1,743 43,517 SH   DFND 4,5 43,517 0 0
SUNTRUST BANKS INC COM 867914103 34,428 859,420 SH   DFND 4,5 859,420 0 0
SUPERIOR ENERGY SV COM 868157108 36 1,000 SH   DFND 4,5,11,12 1,000 0 0
SUPERIOR ENERGY SV COM 868157108 502 13,888 SH   DFND 4,5 13,888 0 0
SUPERIOR ENERGY SV COM 868157108 867 24,000 SH   DFND 4,5,7 24,000 0 0
SUPERIOR ENERGY SV COM 868157108 5,017 138,830 SH   DFND 4,5 138,830 0 0
SUPERVALU INC COM 868536103 593 72,100 SH   DFND 4,5,7 72,100 0 0
SUPERVALU INC COM 868536103 8,151 991,651 SH   DFND 4,5,7 991,651 0 0
SUPERVALU INC COM 868536103 8,710 1,059,597 SH   DFND 4,5,7 1,059,597 0 0
SUSQUEHANNA BANCSH COM 869099101 756 71,600 SH   DFND 4,6 71,600 0 0
SVB FINANCIAL GP COM 78486Q101 963 8,260 SH   DFND 4,1 8,260 0 0
SVB FINANCIAL GP COM 78486Q101 1,294 11,100 SH   DFND 1,3 11,100 0 0
SVB FINANCIAL GP COM 78486Q101 1,843 15,800 SH   DFND 4,5 15,800 0 0
SVB FINANCIAL GP COM 78486Q101 13,068 112,060 SH   DFND 4,5 112,060 0 0
SWIFT TRANSPORTATI CL A 87074U101 638 25,270 SH   DFND 1,3 25,270 0 0
SYMANTEC CORP COM 871503108 25 1,070 SH   DFND   1,070 0 0
SYMANTEC CORP COM 871503108 50 2,200 SH   DFND 4,5,11,12 2,200 0 0
SYMANTEC CORP COM 871503108 227 9,896 SH   DFND 4,5,11,12 9,896 0 0
SYMANTEC CORP COM 871503108 2,170 94,772 SH   DFND 4,5 94,772 0 0
SYMANTEC CORP COM 871503108 3,017 131,766 SH   DFND 4,6 131,766 0 0
SYMANTEC CORP COM 871503108 4,210 183,835 SH   DFND 4,5 183,835 0 0
SYNAPTICS INC COM 87157D109 1,448 15,970 SH   DFND 1,3 15,970 0 0
SYNOPSYS INC COM 871607107 35 900 SH   DFND 4,5,11,12 900 0 0
SYNOPSYS INC COM 871607107 66 1,710 SH   DFND 4,8 1,710 0 0
SYNOPSYS INC COM 871607107 185 4,757 SH   DFND 4,5,11,12 4,757 0 0
SYNOPSYS INC COM 871607107 551 14,181 SH   DFND 4,5 14,181 0 0
SYNOPSYS INC COM 871607107 635 16,358 SH   DFND 4,5 16,358 0 0
SYNOVUS FINANCIAL COM NEW 87161C501 775 31,787 SH   DFND 4,5 31,787 0 0
SYSCO CORP COM 871829107 135 3,600 SH   DFND 4,5,11,12 3,600 0 0
SYSCO CORP COM 871829107 504 13,468 SH   DFND 4,5,11,12 13,468 0 0
SYSCO CORP COM 871829107 2,155 57,541 SH   DFND 4,5 57,541 0 0
SYSCO CORP COM 871829107 8,874 236,960 SH   DFND 4,5 236,960 0 0
TABLEAU SOFTWARE I CL A 87336U105 585 8,200 SH   DFND 4,5 8,200 0 0
TAIWAN SEMICON MAN SPONSORED ADR 874039100 18,509 865,300 SH   DFND 4,5 865,300 0 0
TAIWAN SEMICON MAN SPONSORED ADR 874039100 41,616 1,945,584 SH   DFND 4,5 1,945,584 0 0
TAL EDUCATION GRP ADS REPSTG COM 874080104 55 2,000 SH   DFND 4,6 2,000 0 0
TALISMAN ENERGY IN COM 87425E103 60 5,626 SH   DFND 4,8 5,626 0 0
TALISMAN ENERGY IN COM 87425E103 67 6,300 SH   DFND 4,5,11,12 6,300 0 0
TALISMAN ENERGY IN COM 87425E103 112 10,519 SH   DFND 4,5,11,12 10,519 0 0
TALISMAN ENERGY IN COM 87425E103 667 62,924 SH   DFND 4,5 62,924 0 0
TALISMAN ENERGY IN COM 87425E103 859 81,001 SH   DFND 4,5 81,001 0 0
TAMINCO CORP COM 87509U106 516 22,200 SH   DFND 4,5,7 22,200 0 0
TANGER FACTORY OUT COM 875465106 301 8,600 SH   DFND 4,5,11,12 8,600 0 0
TARGET CORP COM 87612E106 119 2,050 SH   DFND 4,6 2,050 0 0
TARGET CORP COM 87612E106 168 2,900 SH   DFND 4,5,11,12 2,900 0 0
TARGET CORP COM 87612E106 294 5,081 SH   DFND 4,6 5,081 0 0
TARGET CORP COM 87612E106 730 12,600 SH   DFND 4,6 12,600 0 0
TARGET CORP COM 87612E106 740 12,777 SH   DFND 4,5,11,12 12,777 0 0
TARGET CORP COM 87612E106 1,796 31,000 SH   DFND 4,6 31,000 0 0
TARGET CORP COM 87612E106 3,142 54,216 SH   DFND 4,5 54,216 0 0
TARGET CORP COM 87612E106 3,868 66,754 SH   DFND 4,5 66,754 0 0
TARGET CORP COM 87612E106 4,303 74,253 SH   DFND 4,6 74,253 0 0
TATA MOTORS LTD, SPONSORED ADR 876568502 1,129 28,900 SH   DFND 4,5 28,900 0 0
TATA MOTORS LTD, SPONSORED ADR 876568502 3,266 83,623 SH   DFND 1,3 83,623 0 0
TAUBMAN CENTERS COM 876664103 432 5,700 SH   DFND 4,5,11,12 5,700 0 0
TAUBMAN CENTERS COM 876664103 2,437 32,140 SH   DFND 4,5 32,140 0 0
TAYLOR MORRISON HO CL A 87724P106 1,285 57,313 SH   DFND 4,5,7 57,313 0 0
TD AMERITRADE HLDG COM 87236Y108 44 1,400 SH   DFND 4,5,11,12 1,400 0 0
TD AMERITRADE HLDG COM 87236Y108 166 5,298 SH   DFND 4,5,11,12 5,298 0 0
TD AMERITRADE HLDG COM 87236Y108 414 13,206 SH   DFND 4,5 13,206 0 0
TD AMERITRADE HLDG COM 87236Y108 1,212 38,675 SH   DFND 4,5 38,675 0 0
TE CONNECTIVITY LT REG SHS H84989104 161 2,600 SH   DFND 4,5,11,12 2,600 0 0
TE CONNECTIVITY LT REG SHS H84989104 341 5,517 SH   DFND 4,6 5,517 0 0
TE CONNECTIVITY LT REG SHS H84989104 379 6,122 SH   DFND 4,5,11,12 6,122 0 0
TE CONNECTIVITY LT REG SHS H84989104 800 12,930 SH   DFND 4,1 12,930 0 0
TE CONNECTIVITY LT REG SHS H84989104 1,056 17,073 SH   DFND 4,8 17,073 0 0
TE CONNECTIVITY LT REG SHS H84989104 2,209 35,715 SH   DFND 4,5 35,715 0 0
TE CONNECTIVITY LT REG SHS H84989104 5,630 91,042 SH   DFND 1,3 91,042 0 0
TE CONNECTIVITY LT REG SHS H84989104 7,418 119,960 SH   DFND 1,2 119,960 0 0
TE CONNECTIVITY LT REG SHS H84989104 45,483 735,490 SH   DFND 4,5 735,490 0 0
TEAM HEALTH HLDGS COM 87817A107 308 6,161 SH   DFND 4,5,7 6,161 0 0
TECH DATA CORP COM 878237106 369 5,900 SH   DFND 1,3 5,900 0 0
TECH DATA CORP COM 878237106 2,039 32,617 SH   DFND 4,5 32,617 0 0
TECK RESOURCES LTD CL B 878742204 80 3,500 SH   DFND 4,5,11,12 3,500 0 0
TECK RESOURCES LTD CL B 878742204 307 13,459 SH   DFND 4,5,11,12 13,459 0 0
TECK RESOURCES LTD CL B 878742204 743 32,556 SH   DFND 4,5 32,556 0 0
TECK RESOURCES LTD CL B 878742204 1,092 47,823 SH   DFND 4,5 47,823 0 0
TECO ENERGY INC COM 872375100 48 2,608 SH   DFND 4,5 2,608 0 0
TECO ENERGY INC COM 872375100 123 6,630 SH   DFND 4,5 6,630 0 0
TEEKAY CORPORATION COM Y8564W103 2,556 41,061 SH   DFND 4,5,7 41,061 0 0
TEEKAY CORPORATION COM Y8564W103 2,608 41,896 SH   DFND 4,5,7 41,896 0 0
TELEFLEX INC COM 879369106 451 4,270 SH   DFND 1,3 4,270 0 0
TELEFONICA BRASIL SPONSORED ADR 87936R106 278 13,544 SH   DFND 1,3 13,544 0 0
TELEFONICA BRASIL SPONSORED ADR 87936R106 3,239 157,904 SH   DFND 4,5 157,904 0 0
TELEFONICA BRASIL SPONSORED ADR 87936R106 3,362 163,936 SH   DFND 4,5 163,936 0 0
TELEPH & DATA SYST COM NEW 879433829 1,028 39,376 SH   DFND 4,5 39,376 0 0
TELUS CORPORATION COM 87971M103 9 230 SH   DFND 4,8 230 0 0
TELUS CORPORATION COM 87971M103 45 1,200 SH   DFND 4,5,11,12 1,200 0 0
TELUS CORPORATION COM 87971M103 231 6,216 SH   DFND 4,5,11,12 6,216 0 0
TELUS CORPORATION COM 87971M103 396 10,630 SH   DFND 4,8 10,630 0 0
TELUS CORPORATION COM 87971M103 451 12,108 SH   DFND 4,5 12,108 0 0
TELUS CORPORATION COM 87971M103 11,497 308,726 SH   DFND 4,5 308,726 0 0
TEMPUR SEALY INTL COM 88023U101 907 15,200 SH   DFND 4,6 15,200 0 0
TEMPUR SEALY INTL COM 88023U101 2,330 39,030 SH   DFND 4,5 39,030 0 0
TENET HEALTHCARE COM NEW 88033G407 33 709 SH   DFND 4,5 709 0 0
TENET HEALTHCARE COM NEW 88033G407 49 1,051 SH   DFND 4,5,7 1,051 0 0
TERADATA CORP COM 88076W103 40 1,000 SH   DFND 4,5,11,12 1,000 0 0
TERADATA CORP COM 88076W103 79 1,957 SH   DFND 4,5,11,12 1,957 0 0
TERADATA CORP COM 88076W103 654 16,277 SH   DFND 4,5 16,277 0 0
TERADATA CORP COM 88076W103 2,811 69,915 SH   DFND 4,5 69,915 0 0
TERADYNE INC COM 880770102 1,680 85,728 SH   DFND 4,5 85,728 0 0
TEREX CORP COM 880779103 2,870 69,830 SH   DFND 4,5 69,830 0 0
TEREX CORP COM 880779103 9,959 242,320 SH   DFND 4,5 242,320 0 0
TERNIUM SA SPON ADR 880890108 9,516 340,700 SH   DFND 4,5 340,700 0 0
TERNIUM SA SPON ADR 880890108 10,816 387,260 SH   DFND 4,5 387,260 0 0
TERRENO REALTY COR COM 88146M101 56 2,900 SH   DFND 4,5,11,12 2,900 0 0
TESLA MOTORS INC SR CV NT 0.25%19 88160RAB7 431 442,000 PRN   DFND 4,5,7 0 0 442,000
TESLA MOTORS INC SR CV NT 0.25%19 88160RAB7 1,111 1,140,000 PRN   DFND 4,5,7 0 0 1,140,000
TESLA MOTORS INC COM 88160R101 86 358 SH   DFND 4,8 358 0 0
TESLA MOTORS INC COM 88160R101 684 2,850 SH   DFND 4,5,11,12 2,850 0 0
TESLA MOTORS INC COM 88160R101 1,336 5,566 SH   DFND 4,5 5,566 0 0
TESLA MOTORS INC COM 88160R101 1,608 6,700 SH   DFND 4,5 6,700 0 0
TESLA MOTORS INC COM 88160R101 8,378 34,900 SH   DFND 4,5,11,12 34,900 0 0
TESORO CORPORATION COM 881609101 41 700 SH   DFND 4,5,11,12 700 0 0
TESORO CORPORATION COM 881609101 182 3,100 SH   DFND 4,5,11,12 3,100 0 0
TESORO CORPORATION COM 881609101 182 3,100 SH   DFND 4,5,7 3,100 0 0
TESORO CORPORATION COM 881609101 710 12,100 SH   DFND 4,6 12,100 0 0
TESORO CORPORATION COM 881609101 4,999 85,200 SH   DFND 4,5 85,200 0 0
TESORO CORPORATION COM 881609101 28,977 493,895 SH   DFND 4,5 493,895 0 0
TETRA TECH INC COM 88162G103 8 300 SH   DFND 4,5 300 0 0
TETRA TECH INC COM 88162G103 3,127 113,700 SH   DFND 4,5 113,700 0 0
TEVA PHARMA IND ADR 881624209 1,447 27,600 SH   DFND 4,5 27,600 0 0
TEVA PHARMA IND ADR 881624209 2,265 43,200 SH   DFND 4,5 43,200 0 0
TEVA PHARMA IND ADR 881624209 3,669 70,000 SH Put DFND 4,5 70,000 0 0
TEVA PHARMA IND ADR 881624209 7,339 140,000 SH Call DFND 4,5 0 0 0
TEXAS INSTRUMENTS COM 882508104 75 1,574 SH   DFND 4,8 1,574 0 0
TEXAS INSTRUMENTS COM 882508104 81 1,700 SH   DFND 4,8 1,700 0 0
TEXAS INSTRUMENTS COM 882508104 139 2,900 SH   DFND 4,6 2,900 0 0
TEXAS INSTRUMENTS COM 882508104 490 10,248 SH   DFND 4,6 10,248 0 0
TEXAS INSTRUMENTS COM 882508104 573 12,000 SH   DFND 4,6 12,000 0 0
TEXAS INSTRUMENTS COM 882508104 865 18,100 SH   DFND 4,6 18,100 0 0
TEXAS INSTRUMENTS COM 882508104 1,091 22,826 SH   DFND 4,5,11,12 22,826 0 0
TEXAS INSTRUMENTS COM 882508104 1,883 39,400 SH   DFND 4,6 39,400 0 0
TEXAS INSTRUMENTS COM 882508104 3,823 80,000 SH   DFND 4,6 80,000 0 0
TEXAS INSTRUMENTS COM 882508104 3,900 81,602 SH   DFND 4,5 81,602 0 0
TEXAS INSTRUMENTS COM 882508104 8,406 175,892 SH   DFND 4,5 175,892 0 0
TEXAS INSTRUMENTS COM 882508104 9,516 199,120 SH   DFND 4,5,11,12 199,120 0 0
TEXTAINER GROUP HL SHS G8766E109 105,079 2,720,847 SH   DFND 1,3 2,720,847 0 0
TEXTRON INC COM 883203101 65 1,700 SH   DFND 4,5,11,12 1,700 0 0
TEXTRON INC COM 883203101 80 2,092 SH   DFND 4,5,11,12 2,092 0 0
TEXTRON INC COM 883203101 1,183 30,892 SH   DFND 4,5 30,892 0 0
TEXTRON INC COM 883203101 4,466 116,648 SH   DFND 4,5 116,648 0 0
THERAPEUTICSMD INC COM 88338N107 163 36,936 SH   DFND 4,5,7 36,936 0 0
THERAVANCE INC SB CV NT2.125%23 88338TAB0 679 471,000 PRN   DFND 4,5,7 0 0 471,000
THERAVANCE INC SB CV NT2.125%23 88338TAB0 7,175 4,976,000 PRN   DFND 4,5,7 0 0 4,976,000
THERMO FISHER SCIE COM 883556102 85 717 SH   DFND 4,8 717 0 0
THERMO FISHER SCIE COM 883556102 183 1,550 SH   DFND 4,6 1,550 0 0
THERMO FISHER SCIE COM 883556102 260 2,200 SH   DFND 4,5,11,12 2,200 0 0
THERMO FISHER SCIE COM 883556102 474 4,020 SH   DFND 4,6 4,020 0 0
THERMO FISHER SCIE COM 883556102 519 4,400 SH   DFND 4,6 4,400 0 0
THERMO FISHER SCIE COM 883556102 531 4,500 SH   DFND 4,5,7 4,500 0 0
THERMO FISHER SCIE COM 883556102 681 5,770 SH   DFND 4,5,11,12 5,770 0 0
THERMO FISHER SCIE COM 883556102 1,215 10,300 SH   DFND 4,6 10,300 0 0
THERMO FISHER SCIE COM 883556102 2,218 18,800 SH   DFND 4,6 18,800 0 0
THERMO FISHER SCIE COM 883556102 6,065 51,400 SH   DFND 4,6 51,400 0 0
THERMO FISHER SCIE COM 883556102 8,032 68,065 SH   DFND 4,5 68,065 0 0
THERMO FISHER SCIE COM 883556102 25,970 220,085 SH   DFND 4,5,7 220,085 0 0
THERMO FISHER SCIE COM 883556102 38,690 327,879 SH   DFND 4,5 327,879 0 0
THL CREDIT INC COM 872438106 333 23,800 SH   DFND 4,5,7 23,800 0 0
THOMPSON CREEK MET COM 884768102 355 120,000 SH   DFND 4,5 120,000 0 0
THOMSON-REUTERS CP COM 884903105 62 1,710 SH   DFND 4,8 1,710 0 0
THOMSON-REUTERS CP COM 884903105 84 2,300 SH   DFND 4,5,11,12 2,300 0 0
THOMSON-REUTERS CP COM 884903105 241 6,640 SH   DFND 4,5,11,12 6,640 0 0
THOMSON-REUTERS CP COM 884903105 1,333 36,666 SH   DFND 4,5 36,666 0 0
THOMSON-REUTERS CP COM 884903105 1,611 44,300 SH   DFND 4,5 44,300 0 0
TIBCO SOFTWARE INC SR CV NT 2.25%32 88632QAB9 4,507 4,465,000 PRN   DFND 4,5 0 0 4,465,000
TIBCO SOFTWARE INC COM 88632Q103 431 21,360 SH   DFND 4,5 21,360 0 0
TIFFANY & CO COM 886547108 80 800 SH   DFND 4,5,11,12 800 0 0
TIFFANY & CO COM 886547108 501 5,000 SH   DFND 4,6 5,000 0 0
TIFFANY & CO COM 886547108 944 9,412 SH   DFND 4,5,11,12 9,412 0 0
TIFFANY & CO COM 886547108 3,626 36,172 SH   DFND 4,5 36,172 0 0
TIFFANY & CO COM 886547108 20,495 204,440 SH   DFND 4,5 204,440 0 0
TILE SHOP HLDGS IN COM 88677Q109 3,071 200,860 SH   DFND 4,5,7 200,860 0 0
TIM HORTONS INC COM 88706M103 29 533 SH   DFND 4,5,11,12 533 0 0
TIM HORTONS INC COM 88706M103 55 1,000 SH   DFND 4,5,11,12 1,000 0 0
TIM HORTONS INC COM 88706M103 255 4,663 SH   DFND 4,6 4,663 0 0
TIM HORTONS INC COM 88706M103 421 7,686 SH   DFND 4,5 7,686 0 0
TIM HORTONS INC COM 88706M103 953 17,409 SH   DFND 4,5 17,409 0 0
TIM PARTICIPACOES SPONSORED ADR 88706P205 2,421 83,400 SH   DFND 4,5 83,400 0 0
TIM PARTICIPACOES SPONSORED ADR 88706P205 3,568 122,900 SH   DFND 4,5 122,900 0 0
TIM PARTICIPACOES SPONSORED ADR 88706P205 7,452 256,697 SH   DFND 4,5,7 256,697 0 0
TIM PARTICIPACOES SPONSORED ADR 88706P205 11,977 412,564 SH   DFND 4,5,7 412,564 0 0
TIME INC COM 887228104 0 3 SH   DFND   3 0 0
TIME INC COM 887228104 8 350 SH   DFND   350 0 0
TIME INC COM 887228104 19 773 SH   DFND 4,5,11,12 773 0 0
TIME INC COM 887228104 36 1,500 SH   DFND 4,6 1,500 0 0
TIME INC COM 887228104 58 2,392 SH   DFND 1,3 2,392 0 0
TIME INC COM 887228104 157 6,465 SH   DFND 4,5 6,465 0 0
TIME INC COM 887228104 749 30,929 SH   DFND 4,5 30,929 0 0
TIME WARNER CABLE COM 88732J207 1 6 SH   DFND   6 0 0
TIME WARNER CABLE COM 88732J207 49 330 SH   DFND 4,5,7 330 0 0
TIME WARNER CABLE COM 88732J207 104 703 SH   DFND   703 0 0
TIME WARNER CABLE COM 88732J207 177 1,200 SH   DFND 4,6 1,200 0 0
TIME WARNER CABLE COM 88732J207 191 1,300 SH   DFND 4,5,11,12 1,300 0 0
TIME WARNER CABLE COM 88732J207 273 1,851 SH   DFND 4,6 1,851 0 0
TIME WARNER CABLE COM 88732J207 628 4,261 SH   DFND 4,5,11,12 4,261 0 0
TIME WARNER CABLE COM 88732J207 943 6,400 SH   DFND 4,6 6,400 0 0
TIME WARNER CABLE COM 88732J207 983 6,673 SH   DFND 4,5,7 6,673 0 0
TIME WARNER CABLE COM 88732J207 1,061 7,200 SH   DFND 4,5,7 7,200 0 0
TIME WARNER CABLE COM 88732J207 2,651 18,000 SH   DFND 4,6 18,000 0 0
TIME WARNER CABLE COM 88732J207 3,549 24,097 SH   DFND 4,5 24,097 0 0
TIME WARNER CABLE COM 88732J207 3,695 25,082 SH   DFND 4,5 25,082 0 0
TIME WARNER CABLE COM 88732J207 12,745 86,526 SH   DFND 4,5,7 86,526 0 0
TIME WARNER CABLE COM 88732J207 45,464 308,648 SH   DFND 4,5,7 308,648 0 0
TIME WARNER INC COM NEW 887317303 2 26 SH   DFND   26 0 0
TIME WARNER INC COM NEW 887317303 51 722 SH   DFND 4,5,7 722 0 0
TIME WARNER INC COM NEW 887317303 119 1,700 SH   DFND 4,6 1,700 0 0
TIME WARNER INC COM NEW 887317303 197 2,800 SH   DFND   2,800 0 0
TIME WARNER INC COM NEW 887317303 358 5,100 SH   DFND 4,5,11,12 5,100 0 0
TIME WARNER INC COM NEW 887317303 457 6,500 SH   DFND 4,6 6,500 0 0
TIME WARNER INC COM NEW 887317303 583 8,300 SH   DFND 4,6 8,300 0 0
TIME WARNER INC COM NEW 887317303 843 12,000 SH   DFND 4,6 12,000 0 0
TIME WARNER INC COM NEW 887317303 1,243 17,700 SH   DFND 4,6 17,700 0 0
TIME WARNER INC COM NEW 887317303 1,345 19,139 SH   DFND 1,3 19,139 0 0
TIME WARNER INC COM NEW 887317303 1,584 22,544 SH   DFND 4,5,11,12 22,544 0 0
TIME WARNER INC COM NEW 887317303 2,117 30,138 SH   DFND 4,5,7 30,138 0 0
TIME WARNER INC COM NEW 887317303 4,537 64,589 SH   DFND 4,5 64,589 0 0
TIME WARNER INC COM NEW 887317303 11,813 168,161 SH   DFND 4,5,7 168,161 0 0
TIME WARNER INC COM NEW 887317303 29,532 420,387 SH   DFND 4,5 420,387 0 0
TIMKEN CO COM 887389104 3,632 75,812 SH   DFND 4,5 75,812 0 0
TIMMINS GOLD CORP COM 88741P103 533 304,710 SH   DFND 4,5 304,710 0 0
TIVO INC COM 888706108 275 21,300 SH   DFND 4,5 21,300 0 0
TJX COS INC COM 872540109 96 1,800 SH   DFND 4,6 1,800 0 0
TJX COS INC COM 872540109 239 4,500 SH   DFND 4,5,11,12 4,500 0 0
TJX COS INC COM 872540109 330 6,200 SH   DFND 4,6 6,200 0 0
TJX COS INC COM 872540109 364 6,844 SH   DFND 4,6 6,844 0 0
TJX COS INC COM 872540109 797 15,000 SH   DFND 4,6 15,000 0 0
TJX COS INC COM 872540109 829 15,600 SH   DFND 4,6 15,600 0 0
TJX COS INC COM 872540109 1,140 21,454 SH   DFND 4,5,11,12 21,454 0 0
TJX COS INC COM 872540109 1,983 37,300 SH   DFND 4,6 37,300 0 0
TJX COS INC COM 872540109 2,108 39,657 SH   DFND 1,3 39,657 0 0
TJX COS INC COM 872540109 2,987 56,200 SH   DFND 1,2 56,200 0 0
TJX COS INC COM 872540109 3,131 58,908 SH   DFND 4,5 58,908 0 0
TJX COS INC COM 872540109 3,524 66,300 SH   DFND 4,6 66,300 0 0
TJX COS INC COM 872540109 12,615 237,353 SH   DFND 4,5 237,353 0 0
T-MOBILE US INC COM 872590104 32 950 SH   DFND 4,5,11,12 950 0 0
T-MOBILE US INC COM 872590104 117 3,481 SH   DFND 4,5,7 3,481 0 0
T-MOBILE US INC COM 872590104 262 7,792 SH   DFND 4,5,7 7,792 0 0
T-MOBILE US INC COM 872590104 477 14,200 SH   DFND 4,5 14,200 0 0
T-MOBILE US INC COM 872590104 1,420 42,230 SH   DFND 4,5 42,230 0 0
T-MOBILE US INC COM 872590104 5,617 167,070 SH   DFND 4,5,7 167,070 0 0
T-MOBILE US INC COM 872590104 20,974 623,856 SH   DFND 4,5,7 623,856 0 0
TOLL BROS INC COM 889478103 9 235 SH   DFND   235 0 0
TOLL BROS INC COM 889478103 33 900 SH   DFND 4,5,11,12 900 0 0
TOLL BROS INC COM 889478103 168 4,564 SH   DFND 4,5,11,12 4,564 0 0
TOLL BROS INC COM 889478103 402 10,883 SH   DFND 4,5,7 10,883 0 0
TOLL BROS INC COM 889478103 663 17,966 SH   DFND 4,5 17,966 0 0
TOLL BROS INC COM 889478103 733 19,863 SH   DFND 4,5,7 19,863 0 0
TOLL BROS INC COM 889478103 5,865 158,947 SH   DFND 4,5 158,947 0 0
TOLL BROTHERS FIN, SR EXCH NT0.5%32 88947EAM2 11,076 10,437,000 PRN   DFND 4,5 0 0 10,437,000
TORCHMARK CORP COM 891027104 31 574 SH   DFND 4,5,7 574 0 0
TORCHMARK CORP COM 891027104 38 700 SH   DFND 4,5,11,12 700 0 0
TORCHMARK CORP COM 891027104 120 2,200 SH   DFND 4,6 2,200 0 0
TORCHMARK CORP COM 891027104 157 2,875 SH   DFND 4,5,11,12 2,875 0 0
TORCHMARK CORP COM 891027104 328 6,000 SH   DFND 4,6 6,000 0 0
TORCHMARK CORP COM 891027104 355 6,509 SH   DFND 4,5 6,509 0 0
TORCHMARK CORP COM 891027104 489 8,957 SH   DFND 4,5 8,957 0 0
TORO CO COM 891092108 121 1,900 SH   DFND 4,6 1,900 0 0
TORO CO COM 891092108 693 10,900 SH   DFND 4,6 10,900 0 0
TORO CO COM 891092108 1,304 20,500 SH   DFND 4,6 20,500 0 0
TORONTO-DOMINION COM NEW 891160509 90 1,745 SH   DFND 4,8 1,745 0 0
TORONTO-DOMINION COM NEW 891160509 622 12,100 SH   DFND 4,6 12,100 0 0
TORONTO-DOMINION COM NEW 891160509 874 17,000 SH   DFND 4,6 17,000 0 0
TORONTO-DOMINION COM NEW 891160509 2,344 45,600 SH   DFND 4,6 45,600 0 0
TORONTO-DOMINION COM NEW 891160509 5,482 106,630 SH   DFND 4,5,11,12 106,630 0 0
TORONTO-DOMINION COM NEW 891160509 6,653 129,406 SH   DFND 4,5 129,406 0 0
TORONTO-DOMINION COM NEW 891160509 6,820 132,658 SH   DFND 4,5 132,658 0 0
TORONTO-DOMINION COM NEW 891160509 13,511 262,800 SH   DFND 4,5,11,12 262,800 0 0
TOTAL SYSTEM SVCS COM 891906109 31 1,000 SH   DFND 4,5,11,12 1,000 0 0
TOTAL SYSTEM SVCS COM 891906109 190 6,033 SH   DFND 4,5,11,12 6,033 0 0
TOTAL SYSTEM SVCS COM 891906109 611 19,445 SH   DFND 4,5 19,445 0 0
TOTAL SYSTEM SVCS COM 891906109 858 27,325 SH   DFND 4,5 27,325 0 0
TOWERS WATSON & CO CL A 891894107 31 300 SH   DFND 4,5,11,12 300 0 0
TOWERS WATSON & CO CL A 891894107 42 400 SH   DFND 4,5,11,12 400 0 0
TOWERS WATSON & CO CL A 891894107 625 6,000 SH   DFND 4,5 6,000 0 0
TOWERS WATSON & CO CL A 891894107 1,110 10,654 SH   DFND 4,5,7 10,654 0 0
TOWERS WATSON & CO CL A 891894107 3,565 34,200 SH   DFND 4,5 34,200 0 0
TRACTOR SUPPLY CO COM 892356106 48 800 SH   DFND 4,5,11,12 800 0 0
TRACTOR SUPPLY CO COM 892356106 48 800 SH   DFND 4,5,11,12 800 0 0
TRACTOR SUPPLY CO COM 892356106 368 6,090 SH   DFND 4,1 6,090 0 0
TRACTOR SUPPLY CO COM 892356106 729 12,070 SH   DFND 4,5 12,070 0 0
TRACTOR SUPPLY CO COM 892356106 809 13,400 SH   DFND 4,5 13,400 0 0
TRANSALTA CORP MTN COM 89346D107 21 1,671 SH   DFND 4,5,11,12 1,671 0 0
TRANSALTA CORP MTN COM 89346D107 217 17,702 SH   DFND 4,5 17,702 0 0
TRANSALTA CORP MTN COM 89346D107 382 31,169 SH   DFND 4,5 31,169 0 0
TRANSCANADA CORP COM 89353D107 77 1,610 SH   DFND 4,8 1,610 0 0
TRANSCANADA CORP COM 89353D107 119 2,500 SH   DFND   2,500 0 0
TRANSCANADA CORP COM 89353D107 205 4,300 SH   DFND 4,5,11,12 4,300 0 0
TRANSCANADA CORP COM 89353D107 456 9,560 SH   DFND 4,6 9,560 0 0
TRANSCANADA CORP COM 89353D107 620 13,000 SH   DFND 4,6 13,000 0 0
TRANSCANADA CORP COM 89353D107 720 15,095 SH   DFND 4,5,11,12 15,095 0 0
TRANSCANADA CORP COM 89353D107 1,960 41,075 SH   DFND 4,5 41,075 0 0
TRANSCANADA CORP COM 89353D107 5,140 107,712 SH   DFND 4,5 107,712 0 0
TRANSDIGM GP INC COM 893641100 50 300 SH   DFND 4,5,11,12 300 0 0
TRANSDIGM GP INC COM 893641100 67 400 SH   DFND 4,5,11,12 400 0 0
TRANSDIGM GP INC COM 893641100 421 2,516 SH   DFND 4,5,7 2,516 0 0
TRANSDIGM GP INC COM 893641100 686 4,100 SH   DFND 4,5 4,100 0 0
TRANSDIGM GP INC COM 893641100 3,584 21,426 SH   DFND 4,5,7 21,426 0 0
TRANSDIGM GP INC COM 893641100 3,994 23,879 SH   DFND 4,5 23,879 0 0
TRANSOCEAN LTD REG SHS H8817H100 30 657 SH   DFND 4,8 657 0 0
TRANSOCEAN LTD REG SHS H8817H100 61 1,346 SH   DFND 4,8 1,346 0 0
TRANSOCEAN LTD REG SHS H8817H100 62 1,378 SH   DFND 4,8 1,378 0 0
TRANSOCEAN LTD REG SHS H8817H100 98 2,171 SH   DFND 4,5,11,12 2,171 0 0
TRANSOCEAN LTD REG SHS H8817H100 256 5,696 SH   DFND 4,6 5,696 0 0
TRANSOCEAN LTD REG SHS H8817H100 303 6,727 SH   DFND 4,8 6,727 0 0
TRANSOCEAN LTD REG SHS H8817H100 342 7,603 SH   DFND 4,5,11,12 7,603 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,654 36,740 SH   DFND 4,5 36,740 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,207 71,211 SH   DFND 4,5 71,211 0 0
TRANSOCEAN LTD REG SHS H8817H100 10,123 224,798 SH   DFND 1,3 224,798 0 0
TRANSOCEAN LTD REG SHS H8817H100 11,917 264,646 SH   DFND 4,5 264,646 0 0
TRAVELERS CO INC COM 89417E109 50 532 SH   DFND 4,5,7 532 0 0
TRAVELERS CO INC COM 89417E109 84 895 SH   DFND 4,8 895 0 0
TRAVELERS CO INC COM 89417E109 169 1,800 SH   DFND 4,6 1,800 0 0
TRAVELERS CO INC COM 89417E109 311 3,309 SH   DFND 4,6 3,309 0 0
TRAVELERS CO INC COM 89417E109 423 4,500 SH   DFND 4,6 4,500 0 0
TRAVELERS CO INC COM 89417E109 686 7,294 SH   DFND 4,5,11,12 7,294 0 0
TRAVELERS CO INC COM 89417E109 903 9,600 SH   DFND 4,6 9,600 0 0
TRAVELERS CO INC COM 89417E109 2,530 26,900 SH   DFND 4,6 26,900 0 0
TRAVELERS CO INC COM 89417E109 5,277 56,092 SH   DFND 4,5 56,092 0 0
TRAVELERS CO INC COM 89417E109 5,908 62,800 SH   DFND 4,6 62,800 0 0
TRAVELERS CO INC COM 89417E109 7,592 80,705 SH   DFND 4,5 80,705 0 0
TRAVELERS CO INC COM 89417E109 11,435 121,556 SH   DFND 4,5,11,12 121,556 0 0
TRI POINTE HOMES I COM 87265H109 80 5,072 SH   DFND 4,5,7 5,072 0 0
TRIMBLE NAVIGATION COM 896239100 59 1,600 SH   DFND 4,5,11,12 1,600 0 0
TRIMBLE NAVIGATION COM 896239100 78 2,098 SH   DFND 4,5,11,12 2,098 0 0
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TRIMBLE NAVIGATION COM 896239100 695 18,800 SH   DFND 4,5 18,800 0 0
TRIMBLE NAVIGATION COM 896239100 1,113 30,122 SH   DFND 4,5 30,122 0 0
TRINITY INDS INC COM 896522109 290 6,642 SH   DFND 1,3 6,642 0 0
TRINITY INDS INC COM 896522109 2,448 55,990 SH   DFND 4,5 55,990 0 0
TRIPADVISOR INC COM 896945201 65 600 SH   DFND 4,5,11,12 600 0 0
TRIPADVISOR INC COM 896945201 120 1,100 SH   DFND 4,5,11,12 1,100 0 0
TRIPADVISOR INC COM 896945201 1,145 10,540 SH   DFND 4,5 10,540 0 0
TRIPADVISOR INC COM 896945201 1,343 12,364 SH   DFND 4,5 12,364 0 0
TRULIA INC COM 897888103 365 7,700 SH   DFND 4,5 7,700 0 0
TRUSTMARK CORP COM 898402102 800 32,397 SH   DFND 4,5 32,397 0 0
TRW AUTOMOTIVE HLD COM 87264S106 54 600 SH   DFND 4,5,11,12 600 0 0
TRW AUTOMOTIVE HLD COM 87264S106 196 2,189 SH   DFND 4,5,11,12 2,189 0 0
TRW AUTOMOTIVE HLD COM 87264S106 761 8,496 SH   DFND 4,5 8,496 0 0
TRW AUTOMOTIVE HLD COM 87264S106 1,123 12,540 SH   DFND 4,5 12,540 0 0
TURQUOISE HILL RES COM 900435108 16 4,800 SH   DFND 4,5,11,12 4,800 0 0
TURQUOISE HILL RES COM 900435108 104 31,158 SH   DFND 4,5,11,12 31,158 0 0
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TURQUOISE HILL RES COM 900435108 167 50,065 SH   DFND 4,5 50,065 0 0
TW TELECOM INC COM 87311L104 247 6,119 SH   DFND 4,5,7 6,119 0 0
TW TELECOM INC COM 87311L104 1,390 34,485 SH   DFND 4,5 34,485 0 0
TWENTY-FIRST CENTU CL A 90130A101 98 2,800 SH   DFND 4,6 2,800 0 0
TWENTY-FIRST CENTU CL A 90130A101 292 8,300 SH   DFND 4,5,11,12 8,300 0 0
TWENTY-FIRST CENTU CL A 90130A101 329 9,363 SH   DFND 4,5,7 9,363 0 0
TWENTY-FIRST CENTU CL A 90130A101 492 14,000 SH   DFND 4,6 14,000 0 0
TWENTY-FIRST CENTU CL A 90130A101 765 21,760 SH   DFND 4,1 21,760 0 0
TWENTY-FIRST CENTU CL A 90130A101 928 26,413 SH   DFND 4,5,11,12 26,413 0 0
TWENTY-FIRST CENTU CL A 90130A101 1,381 39,300 SH   DFND 4,6 39,300 0 0
TWENTY-FIRST CENTU CL A 90130A101 1,518 43,180 SH   DFND 4,1 43,180 0 0
TWENTY-FIRST CENTU CL A 90130A101 4,024 114,476 SH   DFND 4,5 114,476 0 0
TWENTY-FIRST CENTU CL A 90130A101 15,923 452,995 SH   DFND 4,5 452,995 0 0
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TWENTY-FIRST CENTU CL B 90130A200 92 2,700 SH   DFND 4,5,11,12 2,700 0 0
TWENTY-FIRST CENTU CL B 90130A200 293 8,545 SH   DFND 4,5,11,12 8,545 0 0
TWENTY-FIRST CENTU CL B 90130A200 1,187 34,686 SH   DFND 4,5 34,686 0 0
TWENTY-FIRST CENTU CL B 90130A200 1,369 39,993 SH   DFND 4,5 39,993 0 0
TWITTER INC COM 90184L102 324 7,900 SH   DFND 4,5 7,900 0 0
TWITTER INC COM 90184L102 480 11,714 SH   DFND 4,5 11,714 0 0
TWO HARBORS INVESM COM 90187B101 482 46,000 SH   DFND 4,5,7 46,000 0 0
TYCO INTL LTD SHS H89128104 24 530 SH   DFND 4,8 530 0 0
TYCO INTL LTD SHS H89128104 76 1,660 SH   DFND 4,8 1,660 0 0
TYCO INTL LTD SHS H89128104 282 6,182 SH   DFND 4,6 6,182 0 0
TYCO INTL LTD SHS H89128104 359 7,862 SH   DFND 4,5,11,12 7,862 0 0
TYCO INTL LTD SHS H89128104 2,412 52,900 SH   DFND 4,5,11,12 52,900 0 0
TYCO INTL LTD SHS H89128104 3,325 72,926 SH   DFND 4,5 72,926 0 0
TYCO INTL LTD SHS H89128104 9,427 206,742 SH   DFND 4,5 206,742 0 0
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TYSON FOODS INC CL A 902494103 34 905 SH   DFND 4,8 905 0 0
TYSON FOODS INC CL A 902494103 38 1,024 SH   DFND 4,5,7 1,024 0 0
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TYSON FOODS INC CL A 902494103 1,993 53,101 SH   DFND 4,5,11,12 53,101 0 0
TYSON FOODS INC CL A 902494103 4,695 125,075 SH   DFND 4,5 125,075 0 0
TYSON FOODS INC CL A 902494103 10,310 274,648 SH   DFND 4,5 274,648 0 0
U S SILICA HLDGS I COM 90346E103 192 3,460 SH   DFND 1,3 3,460 0 0
U S SILICA HLDGS I COM 90346E103 716 12,920 SH   DFND 4,5 12,920 0 0
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UBS AG SHS NEW H89231338 52 2,817 SH   DFND 4,8 2,817 0 0
UBS AG SHS NEW H89231338 81 4,432 SH   DFND 4,6 4,432 0 0
UBS AG SHS NEW H89231338 84 4,594 SH   DFND 4,6 4,594 0 0
UBS AG SHS NEW H89231338 146 7,985 SH   DFND 4,8 7,985 0 0
UBS AG SHS NEW H89231338 174 9,500 SH   DFND 4,9 9,500 0 0
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UBS AG SHS NEW H89231338 1,099 60,000 SH   DFND 4,8 60,000 0 0
UBS AG SHS NEW H89231338 1,299 70,900 SH   DFND   70,900 0 0
UBS AG SHS NEW H89231338 1,312 71,614 SH   DFND 4,5,11,12 71,614 0 0
UBS AG SHS NEW H89231338 1,675 91,438 SH   DFND 4,6 91,438 0 0
UBS AG SHS NEW H89231338 3,120 170,327 SH   DFND 4,9 170,327 0 0
UBS AG SHS NEW H89231338 4,580 250,000 SH Put DFND 4,5 250,000 0 0
UBS AG SHS NEW H89231338 61,914 3,379,571 SH   DFND 4,5 3,379,571 0 0
UBS AG SHS NEW H89231338 66,839 3,648,396 SH   DFND 4,5 3,648,396 0 0
UBS AG SHS NEW H89231338 239,322 13,063,402 SH   DFND 1,3 13,063,402 0 0
UDR INC COM 902653104 46 1,600 SH   DFND 4,5,11,12 1,600 0 0
UDR INC COM 902653104 286 10,000 SH   DFND 4,6 10,000 0 0
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UGI CORP COM 902681105 2,709 53,648 SH   DFND 4,5 53,648 0 0
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ULTIMATE SOFTWARE COM 90385D107 1,921 13,900 SH   DFND 4,5 13,900 0 0
ULTRA PETROLEUM CP COM 903914109 283 9,543 SH   DFND 4,5 9,543 0 0
UMH PROP INC COM 903002103 17 1,700 SH   DFND 4,5,11,12 1,700 0 0
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UNDER ARMOUR INC CL A 904311107 309 5,200 SH   DFND 4,5,11,12 5,200 0 0
UNDER ARMOUR INC CL A 904311107 464 7,800 SH   DFND 4,5 7,800 0 0
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UNDER ARMOUR INC CL A 904311107 1,035 17,400 SH   DFND 4,5 17,400 0 0
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UNION PACIFIC CORP COM 907818108 259 2,595 SH   DFND 4,8 2,595 0 0
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UNION PACIFIC CORP COM 907818108 399 4,000 SH   DFND 4,6 4,000 0 0
UNION PACIFIC CORP COM 907818108 609 6,108 SH   DFND 4,6 6,108 0 0
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UNION PACIFIC CORP COM 907818108 876 8,782 SH   DFND   8,782 0 0
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UNION PACIFIC CORP COM 907818108 4,199 42,100 SH   DFND 4,6 42,100 0 0
UNION PACIFIC CORP COM 907818108 7,885 79,050 SH   DFND 4,6 79,050 0 0
UNION PACIFIC CORP COM 907818108 8,907 89,294 SH   DFND 1,3 89,294 0 0
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UNION PACIFIC CORP COM 907818108 29,915 299,900 SH   DFND 4,5,11,12 299,900 0 0
UNION PACIFIC CORP COM 907818108 43,150 432,584 SH   DFND 4,5 432,584 0 0
UNION PACIFIC CORP COM 907818108 44,720 448,323 SH   DFND 4,5 448,323 0 0
UNIT CORP COM 909218109 1,689 24,536 SH   DFND 4,5 24,536 0 0
UNITED CONTINENTAL COM 910047109 25 600 SH   DFND 4,5,11,12 600 0 0
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UNITED CONTINENTAL COM 910047109 259 6,300 SH   DFND 4,5 6,300 0 0
UNITED CONTINENTAL COM 910047109 464 11,300 SH   DFND 4,5,7 11,300 0 0
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UNITEDHEALTH GRP COM 91324P102 3,472 42,474 SH   DFND 4,6 42,474 0 0
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US BANCORP COM NEW 902973304 95 2,200 SH   DFND 4,6 2,200 0 0
US BANCORP COM NEW 902973304 390 9,000 SH   DFND 4,6 9,000 0 0
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UTD NATURAL FOODS COM 911163103 1,519 23,326 SH   DFND 4,5 23,326 0 0
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UTD PARCEL SERV CL B 911312106 34,365 334,741 SH   DFND 4,5 334,741 0 0
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VARIAN MEDICAL SYS COM 92220P105 292 3,508 SH   DFND 4,5,11,12 3,508 0 0
VARIAN MEDICAL SYS COM 92220P105 874 10,516 SH   DFND 4,5 10,516 0 0
VARIAN MEDICAL SYS COM 92220P105 1,029 12,373 SH   DFND 4,5 12,373 0 0
VCA INC COM 918194101 733 20,900 SH   DFND 4,5 20,900 0 0
VECTOR GROUP LTD SR CV NT 1.75%20 92240MBC1 2,016 1,923,000 PRN   DFND 4,5,7 0 0 1,923,000
VECTOR GROUP LTD SR CV NT 1.75%20 92240MBC1 2,854 2,723,000 PRN   DFND 4,5,7 0 0 2,723,000
VECTREN CORP COM 92240G101 991 23,324 SH   DFND 4,5 23,324 0 0
VECTREN CORP COM 92240G101 1,829 43,032 SH   DFND 4,5,11,12 43,032 0 0
VEEVA SYSTEMS INC CL A COM 922475108 501 19,700 SH   DFND 4,5 19,700 0 0
VENTAS INC COM 92276F100 115 1,800 SH   DFND 4,6 1,800 0 0
VENTAS INC COM 92276F100 115 1,800 SH   DFND 4,5,11,12 1,800 0 0
VENTAS INC COM 92276F100 820 12,800 SH   DFND 4,6 12,800 0 0
VENTAS INC COM 92276F100 1,855 28,944 SH   DFND 4,5 28,944 0 0
VENTAS INC COM 92276F100 2,027 31,625 SH   DFND 4,5 31,625 0 0
VENTAS INC COM 92276F100 2,215 34,560 SH   DFND 4,5,11,12 34,560 0 0
VENTAS INC COM 92276F100 2,231 34,800 SH   DFND 4,6 34,800 0 0
VERACYTE INC COM 92337F107 186 10,875 SH   DFND 4,5,7 10,875 0 0
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VERIFONE SYSTEMS I COM 92342Y109 86 2,344 SH   DFND 4,8 2,344 0 0
VERIFONE SYSTEMS I COM 92342Y109 2,058 56,007 SH   DFND 4,5 56,007 0 0
VERINT SYSTEMS INC COM 92343X100 388 7,900 SH   DFND 1,3 7,900 0 0
VERISIGN COM 92343E102 41 834 SH   DFND 4,5,7 834 0 0
VERISIGN COM 92343E102 49 1,000 SH   DFND 4,5,11,12 1,000 0 0
VERISIGN COM 92343E102 58 1,195 SH   DFND 4,8 1,195 0 0
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VERISIGN COM 92343E102 922 18,894 SH   DFND 4,5 18,894 0 0
VERISIGN COM 92343E102 2,288 46,869 SH   DFND 4,5 46,869 0 0
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VERISK ANALYTICS I CL A 92345Y106 96 1,600 SH   DFND 4,6 1,600 0 0
VERISK ANALYTICS I CL A 92345Y106 238 3,960 SH   DFND 4,5,11,12 3,960 0 0
VERISK ANALYTICS I CL A 92345Y106 318 5,300 SH   DFND 4,6 5,300 0 0
VERISK ANALYTICS I CL A 92345Y106 360 6,000 SH   DFND 4,6 6,000 0 0
VERISK ANALYTICS I CL A 92345Y106 1,139 18,981 SH   DFND 4,5 18,981 0 0
VERISK ANALYTICS I CL A 92345Y106 1,350 22,500 SH   DFND 4,6 22,500 0 0
VERISK ANALYTICS I CL A 92345Y106 3,085 51,400 SH   DFND 4,6 51,400 0 0
VERISK ANALYTICS I CL A 92345Y106 4,308 71,769 SH   DFND 4,5 71,769 0 0
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VERSO PAPER CORP COM 92531L108 952 453,334 SH   DFND 4,5,7 453,334 0 0
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VF CORP COM 918204108 126 2,000 SH   DFND 4,5,11,12 2,000 0 0
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VF CORP COM 918204108 8,052 127,805 SH   DFND 4,5 127,805 0 0
VF CORP COM 918204108 42,592 676,056 SH   DFND 4,5 676,056 0 0
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VIACOM INC CL B 92553P201 46 531 SH   DFND 4,5,7 531 0 0
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VIASAT INC COM 92552V100 1,239 21,372 SH   DFND 4,5,7 21,372 0 0
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VISA INC COM CL A 92826C839 64 306 SH   DFND 4,8 306 0 0
VISA INC COM CL A 92826C839 207 980 SH   DFND 4,6 980 0 0
VISA INC COM CL A 92826C839 569 2,700 SH   DFND 4,5,11,12 2,700 0 0
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VISHAY INTERTECH COM 928298108 1,268 81,882 SH   DFND 4,5 81,882 0 0
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VISTEON CORP COM NEW 92839U206 456 4,700 SH   DFND 1,3 4,700 0 0
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VMWARE INC CL A COM 928563402 48 500 SH   DFND 4,5,11,12 500 0 0
VMWARE INC CL A COM 928563402 253 2,611 SH   DFND 4,5,11,12 2,611 0 0
VMWARE INC CL A COM 928563402 641 6,624 SH   DFND 4,5 6,624 0 0
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VMWARE INC CL A COM 928563402 12,251 126,550 SH   DFND 4,5 126,550 0 0
VODAFONE GROUP SPNSR ADR NO PAR 92857W308 44,906 1,344,903 SH   DFND 4,5,7 1,344,903 0 0
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VOYA FINL INC COM 929089100 334 9,200 SH   DFND 4,5 9,200 0 0
VOYA FINL INC COM 929089100 790 21,746 SH   DFND 4,5 21,746 0 0
VRINGO INC WT EXP 062115 92911N112 15 13,059 SH Call DFND 4,5,7 0 0 13,059
VRINGO INC WT EXP 062115 92911N112 91 79,731 SH Call DFND 4,5,7 0 0 79,731
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WALGREEN CO COM 931422109 341 4,600 SH   DFND 4,5,11,12 4,600 0 0
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WALGREEN CO COM 931422109 1,698 22,911 SH   DFND 4,5,11,12 22,911 0 0
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WALGREEN CO COM 931422109 26,587 358,647 SH   DFND 4,5 358,647 0 0
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WALT DISNEY CO, COM DISNEY 254687106 78 906 SH   DFND 4,8 906 0 0
WALT DISNEY CO, COM DISNEY 254687106 223 2,595 SH   DFND 4,8 2,595 0 0
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WESTN DIGITAL CORP COM 958102105 45 490 SH   DFND 4,5,7 490 0 0
WESTN DIGITAL CORP COM 958102105 85 922 SH   DFND 4,8 922 0 0
WESTN DIGITAL CORP COM 958102105 92 1,000 SH   DFND 4,5,11,12 1,000 0 0
WESTN DIGITAL CORP COM 958102105 254 2,750 SH   DFND 4,6 2,750 0 0
WESTN DIGITAL CORP COM 958102105 498 5,400 SH   DFND 4,5,11,12 5,400 0 0
WESTN DIGITAL CORP COM 958102105 812 8,800 SH   DFND 4,6 8,800 0 0
WESTN DIGITAL CORP COM 958102105 1,145 12,400 SH   DFND 4,6 12,400 0 0
WESTN DIGITAL CORP COM 958102105 1,218 13,200 SH   DFND 4,5,7 13,200 0 0
WESTN DIGITAL CORP COM 958102105 1,861 20,160 SH   DFND 4,5 20,160 0 0
WESTN DIGITAL CORP COM 958102105 3,217 34,857 SH   DFND 4,5 34,857 0 0
WESTN DIGITAL CORP COM 958102105 6,636 71,900 SH   DFND 4,6 71,900 0 0
WEYERHAEUSER CO COM 962166104 58 1,762 SH   DFND 4,8 1,762 0 0
WEYERHAEUSER CO COM 962166104 106 3,200 SH   DFND 4,5,11,12 3,200 0 0
WEYERHAEUSER CO COM 962166104 463 13,998 SH   DFND 4,5,11,12 13,998 0 0
WEYERHAEUSER CO COM 962166104 566 17,100 SH   DFND 4,5,7 17,100 0 0
WEYERHAEUSER CO COM 962166104 1,475 44,582 SH   DFND 4,5 44,582 0 0
WEYERHAEUSER CO COM 962166104 20,363 615,389 SH   DFND 4,5 615,389 0 0
WGL HOLDINGS INC COM 92924F106 915 21,240 SH   DFND 4,5 21,240 0 0
WHIRLPOOL CORP COM 963320106 70 500 SH   DFND 4,5,11,12 500 0 0
WHIRLPOOL CORP COM 963320106 830 5,961 SH   DFND 4,5,11,12 5,961 0 0
WHIRLPOOL CORP COM 963320106 1,013 7,278 SH   DFND 4,5 7,278 0 0
WHIRLPOOL CORP COM 963320106 3,188 22,900 SH   DFND 4,6 22,900 0 0
WHIRLPOOL CORP COM 963320106 14,637 105,135 SH   DFND 4,5 105,135 0 0
WHITESTONE REIT COM 966084204 28 1,900 SH   DFND 4,5,11,12 1,900 0 0
WHITEWAVE FOODS CO COM 966244105 459 14,190 SH   DFND 1,3 14,190 0 0
WHITEWAVE FOODS CO COM 966244105 2,699 83,374 SH   DFND 4,5 83,374 0 0
WHITEWAVE FOODS CO COM 966244105 3,061 94,548 SH   DFND 4,5,7 94,548 0 0
WHITING PETROLEUM COM 966387102 56 700 SH   DFND 4,5,11,12 700 0 0
WHITING PETROLEUM COM 966387102 192 2,396 SH   DFND 4,5,11,12 2,396 0 0
WHITING PETROLEUM COM 966387102 241 3,000 SH   DFND 4,5,7 3,000 0 0
WHITING PETROLEUM COM 966387102 323 4,023 SH   DFND 4,6 4,023 0 0
WHITING PETROLEUM COM 966387102 572 7,133 SH   DFND 4,5 7,133 0 0
WHITING PETROLEUM COM 966387102 803 10,004 SH   DFND 4,5 10,004 0 0
WHITING PETROLEUM COM 966387102 33,257 414,420 SH   DFND 4,5,7 414,420 0 0
WHOLE FOODS MARKET COM 966837106 20 530 SH   DFND 4,8 530 0 0
WHOLE FOODS MARKET COM 966837106 334 8,640 SH   DFND 4,5,11,12 8,640 0 0
WHOLE FOODS MARKET COM 966837106 336 8,700 SH   DFND 4,1 8,700 0 0
WHOLE FOODS MARKET COM 966837106 2,746 71,073 SH   DFND 4,5 71,073 0 0
WHOLE FOODS MARKET COM 966837106 3,206 83,000 SH   DFND 4,5,11,12 83,000 0 0
WHOLE FOODS MARKET COM 966837106 5,846 151,326 SH   DFND 4,5 151,326 0 0
WILEY(JOHN)& SONS CL A 968223206 1,139 18,796 SH   DFND 4,5 18,796 0 0
WILLIAM LYON HOMES CL A NEW 552074700 600 19,700 SH   DFND 4,5,7 19,700 0 0
WILLIAMS COS INC COM 969457100 210 3,600 SH   DFND 4,5,11,12 3,600 0 0
WILLIAMS COS INC COM 969457100 357 6,136 SH   DFND 4,6 6,136 0 0
WILLIAMS COS INC COM 969457100 378 6,500 SH   DFND 4,6 6,500 0 0
WILLIAMS COS INC COM 969457100 696 11,960 SH   DFND 4,5,11,12 11,960 0 0
WILLIAMS COS INC COM 969457100 3,006 51,645 SH   DFND 4,5 51,645 0 0
WILLIAMS COS INC COM 969457100 3,091 53,104 SH   DFND 4,5 53,104 0 0
WILLIS GROUP HLDGS SHS G96666105 48 1,100 SH   DFND 4,5,11,12 1,100 0 0
WILLIS GROUP HLDGS SHS G96666105 282 6,524 SH   DFND 4,5,11,12 6,524 0 0
WILLIS GROUP HLDGS SHS G96666105 513 11,853 SH   DFND 4,5 11,853 0 0
WILLIS GROUP HLDGS SHS G96666105 1,128 26,056 SH   DFND 4,5 26,056 0 0
WINDSTREAM HLDGS I COM 97382A101 37 3,700 SH   DFND 4,5,11,12 3,700 0 0
WINDSTREAM HLDGS I COM 97382A101 51 5,137 SH   DFND 4,8 5,137 0 0
WINDSTREAM HLDGS I COM 97382A101 131 13,162 SH   DFND 4,5,11,12 13,162 0 0
WINDSTREAM HLDGS I COM 97382A101 514 51,631 SH   DFND 4,5 51,631 0 0
WINDSTREAM HLDGS I COM 97382A101 611 61,378 SH   DFND 4,5 61,378 0 0
WINTHROP REALTY TR SH BEN INT NEW 976391300 41 2,700 SH   DFND 4,5,11,12 2,700 0 0
WINTRUST FINL CORP COM 97650W108 689 14,970 SH   DFND 1,3 14,970 0 0
WIPRO SPON ADR 1 SH 97651M109 86 7,246 SH   DFND 4,5 7,246 0 0
WIPRO SPON ADR 1 SH 97651M109 692 58,183 SH   DFND 4,5 58,183 0 0
WIPRO SPON ADR 1 SH 97651M109 1,486 125,000 SH   DFND 4,6 125,000 0 0
WISCONSIN ENERGY COM 976657106 70 1,500 SH   DFND 4,5,11,12 1,500 0 0
WISCONSIN ENERGY COM 976657106 100 2,127 SH   DFND 4,8 2,127 0 0
WISCONSIN ENERGY COM 976657106 283 6,030 SH   DFND 4,5,11,12 6,030 0 0
WISCONSIN ENERGY COM 976657106 469 10,000 SH   DFND 4,6 10,000 0 0
WISCONSIN ENERGY COM 976657106 4,140 88,237 SH   DFND 4,5 88,237 0 0
WISCONSIN ENERGY COM 976657106 24,555 523,333 SH   DFND 4,5 523,333 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 478 24,900 SH   DFND 4,6 24,900 0 0
WOODWARD INC COM 980745103 1,784 35,558 SH   DFND 4,5 35,558 0 0
WORKDAY INC CL A 98138H101 54 600 SH   DFND 4,5,11,12 600 0 0
WORKDAY INC CL A 98138H101 683 7,600 SH   DFND 4,5 7,600 0 0
WORKDAY INC CL A 98138H101 764 8,500 SH   DFND 4,5 8,500 0 0
WORLD WRESTLING EN CL A 98156Q108 112 9,400 SH   DFND 4,5,7 9,400 0 0
WORTHINGTON INDS COM 981811102 842 19,563 SH   DFND 4,5 19,563 0 0
WPX ENERGY INC COM 98212B103 139 5,807 SH   DFND 4,5 5,807 0 0
WPX ENERGY INC COM 98212B103 1,009 42,200 SH   DFND 4,5,7 42,200 0 0
WUXI PHARMATECH(CA SPONS ADR SHS 929352102 59 1,800 SH   DFND 4,5 1,800 0 0
WUXI PHARMATECH(CA SPONS ADR SHS 929352102 66 2,000 SH   DFND 4,6 2,000 0 0
WUXI PHARMATECH(CA SPONS ADR SHS 929352102 108 3,300 SH   DFND 4,6 3,300 0 0
WYNDHAM WORLDWIDE COM 98310W108 15 200 SH   DFND   200 0 0
WYNDHAM WORLDWIDE COM 98310W108 35 460 SH   DFND 4,8 460 0 0
WYNDHAM WORLDWIDE COM 98310W108 47 617 SH   DFND 4,5,7 617 0 0
WYNDHAM WORLDWIDE COM 98310W108 68 900 SH   DFND 4,5,11,12 900 0 0
WYNDHAM WORLDWIDE COM 98310W108 121 1,600 SH   DFND 4,5,11,12 1,600 0 0
WYNDHAM WORLDWIDE COM 98310W108 851 11,236 SH   DFND 4,5 11,236 0 0
WYNDHAM WORLDWIDE COM 98310W108 1,135 14,993 SH   DFND 4,5,7 14,993 0 0
WYNDHAM WORLDWIDE COM 98310W108 1,235 16,309 SH   DFND 4,5 16,309 0 0
WYNDHAM WORLDWIDE COM 98310W108 3,292 43,480 SH   DFND 4,5,7 43,480 0 0
WYNN RESORTS LTD COM 983134107 74 358 SH   DFND 4,8 358 0 0
WYNN RESORTS LTD COM 983134107 145 700 SH   DFND 4,6 700 0 0
WYNN RESORTS LTD COM 983134107 612 2,950 SH   DFND 4,5,11,12 2,950 0 0
WYNN RESORTS LTD COM 983134107 747 3,600 SH   DFND 4,6 3,600 0 0
WYNN RESORTS LTD COM 983134107 1,023 4,930 SH   DFND 4,1 4,930 0 0
WYNN RESORTS LTD COM 983134107 1,059 5,100 SH   DFND 4,6 5,100 0 0
WYNN RESORTS LTD COM 983134107 1,107 5,335 SH   DFND 4,5 5,335 0 0
WYNN RESORTS LTD COM 983134107 1,557 7,500 SH   DFND 4,6 7,500 0 0
WYNN RESORTS LTD COM 983134107 1,832 8,824 SH   DFND 4,5 8,824 0 0
WYNN RESORTS LTD COM 983134107 8,956 43,150 SH   DFND 4,5,11,12 43,150 0 0
XCEL ENERGY INC COM 98389B100 267 8,280 SH   DFND 4,8 8,280 0 0
XCEL ENERGY INC COM 98389B100 1,020 31,642 SH   DFND 4,5,11,12 31,642 0 0
XCEL ENERGY INC COM 98389B100 2,347 72,832 SH   DFND 4,5 72,832 0 0
XCEL ENERGY INC COM 98389B100 4,348 134,899 SH   DFND 4,5 134,899 0 0
XCEL ENERGY INC COM 98389B100 30,973 961,000 SH   DFND 4,5,11,12 961,000 0 0
XEROX CORP COM 984121103 50 3,982 SH   DFND 4,5,7 3,982 0 0
XEROX CORP COM 984121103 61 4,907 SH   DFND 4,8 4,907 0 0
XEROX CORP COM 984121103 88 7,100 SH   DFND 4,6 7,100 0 0
XEROX CORP COM 984121103 441 35,461 SH   DFND 4,5,11,12 35,461 0 0
XEROX CORP COM 984121103 573 46,100 SH   DFND 4,6 46,100 0 0
XEROX CORP COM 984121103 1,280 102,917 SH   DFND 4,5 102,917 0 0
XEROX CORP COM 984121103 1,474 118,451 SH   DFND 4,5 118,451 0 0
XEROX CORP COM 984121103 1,521 122,300 SH   DFND 4,6 122,300 0 0
XEROX CORP COM 984121103 1,947 156,500 SH   DFND 4,5,11,12 156,500 0 0
XILINX INC SR NT CV2.625%17 983919AF8 8,304 5,012,000 PRN   DFND 4,5 0 0 5,012,000
XILINX INC COM 983919101 76 1,600 SH   DFND 4,5,11,12 1,600 0 0
XILINX INC COM 983919101 91 1,923 SH   DFND 4,5,7 1,923 0 0
XILINX INC COM 983919101 355 7,500 SH   DFND 4,5,11,12 7,500 0 0
XILINX INC COM 983919101 823 17,400 SH   DFND 4,1 17,400 0 0
XILINX INC COM 983919101 1,261 26,650 SH   DFND 4,5 26,650 0 0
XILINX INC COM 983919101 1,400 29,591 SH   DFND 4,5 29,591 0 0
XILINX INC COM 983919101 6,765 143,000 SH Call DFND 4,5 0 0 0
XL GROUP PLC SHS G98290102 47 1,447 SH   DFND 4,5,7 1,447 0 0
XL GROUP PLC SHS G98290102 83 2,551 SH   DFND 4,8 2,551 0 0
XL GROUP PLC SHS G98290102 295 9,002 SH   DFND 4,5,11,12 9,002 0 0
XL GROUP PLC SHS G98290102 746 22,798 SH   DFND 4,5 22,798 0 0
XL GROUP PLC SHS G98290102 897 27,412 SH   DFND 4,5 27,412 0 0
XL GROUP PLC SHS G98290102 11,694 357,300 SH   DFND 4,5,11,12 357,300 0 0
XPLORE TECHNOLOGIE COM PAR $0.001 983950700 0 2 SH   DFND 1,3 2 0 0
XYLEM INC COM 98419M100 43 1,100 SH   DFND 4,5,11,12 1,100 0 0
XYLEM INC COM 98419M100 230 5,875 SH   DFND 4,5,11,12 5,875 0 0
XYLEM INC COM 98419M100 3,357 85,909 SH   DFND 4,5 85,909 0 0
XYLEM INC COM 98419M100 5,294 135,472 SH   DFND 4,5 135,472 0 0
YAHOO INC COM 984332106 44 1,253 SH   DFND 4,5,7 1,253 0 0
YAHOO INC COM 984332106 72 2,050 SH   DFND 4,6 2,050 0 0
YAHOO INC COM 984332106 164 4,662 SH   DFND 4,5,7 4,662 0 0
YAHOO INC COM 984332106 190 5,400 SH   DFND 4,5,11,12 5,400 0 0
YAHOO INC COM 984332106 489 13,929 SH   DFND 4,5,11,12 13,929 0 0
YAHOO INC COM 984332106 559 15,900 SH   DFND 4,6 15,900 0 0
YAHOO INC COM 984332106 568 16,170 SH   DFND 4,1 16,170 0 0
YAHOO INC COM 984332106 570 16,232 SH   DFND 4,5,7 16,232 0 0
YAHOO INC COM 984332106 1,967 56,000 SH   DFND 4,6 56,000 0 0
YAHOO INC COM 984332106 3,435 97,786 SH   DFND 4,5 97,786 0 0
YAHOO INC COM 984332106 4,598 130,878 SH   DFND 4,5 130,878 0 0
YAHOO INC COM 984332106 4,609 131,200 SH   DFND 4,6 131,200 0 0
YAMANA GOLD INC COM 98462Y100 28 3,446 SH   DFND 4,8 3,446 0 0
YAMANA GOLD INC COM 98462Y100 242 29,381 SH   DFND 4,5,11,12 29,381 0 0
YAMANA GOLD INC COM 98462Y100 2,009 244,461 SH   DFND 4,5,7 244,461 0 0
YAMANA GOLD INC COM 98462Y100 4,105 499,400 SH   DFND 4,5,11,12 499,400 0 0
YAMANA GOLD INC COM 98462Y100 7,189 874,596 SH   DFND 4,5 874,596 0 0
YAMANA GOLD INC COM 98462Y100 31,130 3,787,065 SH   DFND 4,5 3,787,065 0 0
YANDEX N,V, SHS CLASS A N97284108 202 5,679 SH   DFND 4,5 5,679 0 0
YANDEX N,V, SHS CLASS A N97284108 588 16,500 SH   DFND 4,5 16,500 0 0
YANDEX N,V, SHS CLASS A N97284108 674 18,900 SH   DFND 4,6 18,900 0 0
YPF SA SPON ADR CL D 984245100 186 5,700 SH   DFND 4,5,7 5,700 0 0
YPF SA SPON ADR CL D 984245100 212 6,502 SH   DFND 4,5 6,502 0 0
YUM BRANDS INC COM 988498101 28 340 SH   DFND 4,8 340 0 0
YUM BRANDS INC COM 988498101 47 573 SH   DFND   573 0 0
YUM BRANDS INC COM 988498101 735 9,049 SH   DFND 1,2 9,049 0 0
YUM BRANDS INC COM 988498101 809 9,960 SH   DFND 4,1 9,960 0 0
YUM BRANDS INC COM 988498101 900 11,079 SH   DFND 4,5,11,12 11,079 0 0
YUM BRANDS INC COM 988498101 3,309 40,755 SH   DFND 4,5 40,755 0 0
YUM BRANDS INC COM 988498101 4,308 53,060 SH   DFND 4,5,11,12 53,060 0 0
YUM BRANDS INC COM 988498101 6,529 80,403 SH   DFND 4,5 80,403 0 0
ZEBRA TECHNOLOGIES CL A 989207105 494 6,000 SH   DFND 1,3 6,000 0 0
ZEBRA TECHNOLOGIES CL A 989207105 1,008 12,247 SH   DFND 4,5 12,247 0 0
ZIMMER HLDGS INC COM 98956P102 114 1,100 SH   DFND 4,5,11,12 1,100 0 0
ZIMMER HLDGS INC COM 98956P102 260 2,500 SH   DFND 4,6 2,500 0 0
ZIMMER HLDGS INC COM 98956P102 312 3,000 SH   DFND 4,6 3,000 0 0
ZIMMER HLDGS INC COM 98956P102 465 4,475 SH   DFND 4,5,11,12 4,475 0 0
ZIMMER HLDGS INC COM 98956P102 2,415 23,252 SH   DFND 4,5 23,252 0 0
ZIMMER HLDGS INC COM 98956P102 3,705 35,677 SH   DFND 4,5 35,677 0 0
ZIONS BANCORP COM 989701107 43 1,454 SH   DFND 4,5,7 1,454 0 0
ZIONS BANCORP COM 989701107 91 3,100 SH   DFND 4,5 3,100 0 0
ZIONS BANCORP COM 989701107 100 3,400 SH   DFND 4,6 3,400 0 0
ZIONS BANCORP COM 989701107 193 6,563 SH   DFND 4,5 6,563 0 0
ZIONS BANCORP COM 989701107 533 18,100 SH   DFND 4,6 18,100 0 0
ZIONS BANCORP COM 989701107 637 21,600 SH   DFND 4,6 21,600 0 0
ZIONS BANCORP COM 989701107 1,394 47,300 SH   DFND 4,6 47,300 0 0
ZOETIS INC CL A 98978V103 6 200 SH   DFND   200 0 0
ZOETIS INC CL A 98978V103 21 645 SH   DFND 4,8 645 0 0
ZOETIS INC CL A 98978V103 87 2,704 SH   DFND 4,5,11,12 2,704 0 0
ZOETIS INC CL A 98978V103 370 11,465 SH   DFND 4,5,11,12 11,465 0 0
ZOETIS INC CL A 98978V103 1,128 34,946 SH   DFND 4,5 34,946 0 0
ZOETIS INC CL A 98978V103 1,403 43,477 SH   DFND 4,5,7 43,477 0 0
ZOETIS INC CL A 98978V103 2,300 71,264 SH   DFND 4,5 71,264 0 0