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
3-D SYS CORP DEL COM NEW 88554D205 1,208 39,106 SH   DFND 4,5 39,106 0 0
3-D SYS CORP DEL COM NEW 88554D205 38 1,223 SH   DFND 4,5 1,223 0 0
3M CO COM 88579Y101 52,022 325,542 SH   DFND 4,5 325,542 0 0
3M CO COM 88579Y101 31,380 196,368 SH   DFND 4,5 196,368 0 0
3M CO COM 88579Y101 30 185 SH   DFND 4,5,7 185 0 0
3M CO COM 88579Y101 3,917 24,510 SH   DFND 1,2 24,510 0 0
3M CO COM 88579Y101 1,015 6,352 SH   DFND   6,352 0 0
3M CO COM 88579Y101 144 900 SH   DFND 1 900 0 0
3M CO COM 88579Y101 6,760 42,300 SH   DFND 4,6 42,300 0 0
3M CO COM 88579Y101 4,235 26,500 SH   DFND 4,6 26,500 0 0
3M CO COM 88579Y101 1,310 8,200 SH   DFND 4,6 8,200 0 0
3M CO COM 88579Y101 815 5,100 SH   DFND 4,6 5,100 0 0
3M CO COM 88579Y101 726 4,541 SH   DFND 4,6 4,541 0 0
3M CO COM 88579Y101 375 2,345 SH   DFND 4,6 2,345 0 0
3M CO COM 88579Y101 176 1,100 SH   DFND 4,6 1,100 0 0
3M CO COM 88579Y101 16,372 102,450 SH   DFND 4,8 102,450 0 0
3M CO COM 88579Y101 1,457 9,115 SH   DFND 4,5,11,12 9,115 0 0
3M CO COM 88579Y101 527 3,300 SH   DFND 4,5,11,12 3,300 0 0
51JOB INC SP ADR REP COM 316827104 563 15,197 SH   DFND 4,5,7 15,197 0 0
AARONS INC COM PAR $0.50 002535300 1,043 34,489 SH   DFND 4,5 34,489 0 0
ABBOTT LABS COM 002824100 11,346 253,488 SH   DFND 4,5 253,488 0 0
ABBOTT LABS COM 002824100 7,052 157,559 SH   DFND 4,5 157,559 0 0
ABBOTT LABS COM 002824100 1,322 29,530 SH   DFND 4,6 29,530 0 0
ABBOTT LABS COM 002824100 716 16,000 SH   DFND 4,6 16,000 0 0
ABBOTT LABS COM 002824100 622 13,900 SH   DFND 4,6 13,900 0 0
ABBOTT LABS COM 002824100 457 10,208 SH   DFND 4,6 10,208 0 0
ABBOTT LABS COM 002824100 184 4,100 SH   DFND 4,6 4,100 0 0
ABBOTT LABS COM 002824100 94 2,100 SH   DFND 4,6 2,100 0 0
ABBOTT LABS COM 002824100 263 5,873 SH   DFND 4,8 5,873 0 0
ABBOTT LABS COM 002824100 126 2,824 SH   DFND 4,8 2,824 0 0
ABBOTT LABS COM 002824100 29,198 652,320 SH   DFND 4,5,11,12 652,320 0 0
ABBOTT LABS COM 002824100 1,547 34,564 SH   DFND 4,5,11,12 34,564 0 0
ABBVIE INC COM 00287Y109 69,187 1,033,715 SH   DFND 4,5 1,033,715 0 0
ABBVIE INC COM 00287Y109 15,335 229,123 SH   DFND 4,5 229,123 0 0
ABBVIE INC COM 00287Y109 1,874 27,993 SH   DFND 4,1 27,993 0 0
ABBVIE INC COM 00287Y109 9,018 134,732 SH   DFND 1,3 134,732 0 0
ABBVIE INC COM 00287Y109 32 478 SH   DFND   478 0 0
ABBVIE INC COM 00287Y109 5,142 76,830 SH   DFND 4,6 76,830 0 0
ABBVIE INC COM 00287Y109 1,486 22,200 SH   DFND 4,6 22,200 0 0
ABBVIE INC COM 00287Y109 970 14,500 SH   DFND 4,6 14,500 0 0
ABBVIE INC COM 00287Y109 667 9,967 SH   DFND 4,6 9,967 0 0
ABBVIE INC COM 00287Y109 462 6,900 SH   DFND 4,6 6,900 0 0
ABBVIE INC COM 00287Y109 221 3,300 SH   DFND 4,6 3,300 0 0
ABBVIE INC COM 00287Y109 1,535 22,934 SH   DFND 4,5,11,12 22,934 0 0
ABBVIE INC COM 00287Y109 542 8,100 SH   DFND 4,5,11,12 8,100 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 472 13,800 SH   DFND 4,5 13,800 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 165 4,815 SH   DFND 4,5,11,12 4,815 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,773 87,802 SH   DFND 4,5 87,802 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,139 58,051 SH   DFND 4,5 58,051 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 29 326 SH   DFND 4,5,7 326 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,550 40,100 SH   DFND 4,6 40,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,071 12,100 SH   DFND 4,6 12,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 797 9,000 SH   DFND 4,6 9,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 611 6,900 SH   DFND 4,6 6,900 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 571 6,450 SH   DFND 4,6 6,450 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 530 5,992 SH   DFND 4,6 5,992 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 186 2,100 SH   DFND 4,6 2,100 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 968 10,932 SH   DFND 4,8 10,932 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 928 10,477 SH   DFND 4,5,11,12 10,477 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 345 3,900 SH   DFND 4,5,11,12 3,900 0 0
ACE LTD SHS H0023R105 6,303 55,698 SH   DFND 4,5 55,698 0 0
ACE LTD SHS H0023R105 3,728 32,942 SH   DFND 4,5 32,942 0 0
ACE LTD SHS H0023R105 144 1,273 SH   DFND 1,3 1,273 0 0
ACE LTD SHS H0023R105 8,005 70,738 SH   DFND 1,2 70,738 0 0
ACE LTD SHS H0023R105 4,300 38,000 SH   DFND 4,6 38,000 0 0
ACE LTD SHS H0023R105 492 4,345 SH   DFND 4,5,11,12 4,345 0 0
ACE LTD SHS H0023R105 238 2,100 SH   DFND 4,5,11,12 2,100 0 0
ACORDA THERAPEUTICS INC SR CV NT 1.75%21 00484MAA4 888 764,000 PRN   DFND 4,5,7 0 0 764,000
ACORDA THERAPEUTICS INC COM 00484M106 155 3,700 SH   DFND 4,5 3,700 0 0
ACTAVIS PLC SHS G0083B108 7,936 29,920 SH   DFND 4,5 29,920 0 0
ACTAVIS PLC SHS G0083B108 7,514 28,329 SH   DFND 4,5 28,329 0 0
ACTAVIS PLC SHS G0083B108 16,948 63,900 SH   DFND 4,5,7 63,900 0 0
ACTAVIS PLC SHS G0083B108 13,471 50,790 SH   DFND 4,5,7 50,790 0 0
ACTAVIS PLC SHS G0083B108 11,199 42,225 SH   DFND 4,5,7 42,225 0 0
ACTAVIS PLC SHS G0083B108 1,326 5,000 SH   DFND 4,5,7 5,000 0 0
ACTAVIS PLC SHS G0083B108 1,508 5,684 SH   DFND 4,1 5,684 0 0
ACTAVIS PLC SHS G0083B108 9,191 34,653 SH   DFND 1,3 34,653 0 0
ACTAVIS PLC SHS G0083B108 19 73 SH   DFND   73 0 0
ACTAVIS PLC SHS G0083B108 3,183 12,000 SH   DFND 4,6 12,000 0 0
ACTAVIS PLC SHS G0083B108 530 2,000 SH   DFND 4,6 2,000 0 0
ACTAVIS PLC SHS G0083B108 530 2,000 SH   DFND 4,6 2,000 0 0
ACTAVIS PLC SHS G0083B108 186 700 SH   DFND 4,6 700 0 0
ACTAVIS PLC SHS G0083B108 133 500 SH   DFND 4,6 500 0 0
ACTAVIS PLC SHS G0083B108 140 528 SH   DFND 4,8 528 0 0
ACTAVIS PLC SHS G0083B108 15,014 56,608 SH   DFND 4,5,11,12 56,608 0 0
ACTAVIS PLC SHS G0083B108 1,322 4,984 SH   DFND 4,5,11,12 4,984 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,534 80,487 SH   DFND 4,5 80,487 0 0
ACTIVISION BLIZZARD INC COM 00507V109 631 33,114 SH   DFND 4,5 33,114 0 0
ACTIVISION BLIZZARD INC COM 00507V109 88 4,627 SH   DFND 4,8 4,627 0 0
ACTIVISION BLIZZARD INC COM 00507V109 51 2,700 SH   DFND 4,5,11,12 2,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 18 955 SH   DFND 4,5,11,12 955 0 0
ACUITY BRANDS INC COM 00508Y102 2,553 18,610 SH   DFND 4,5 18,610 0 0
ADOBE SYS INC COM 00724F101 6,034 84,853 SH   DFND 4,5 84,853 0 0
ADOBE SYS INC COM 00724F101 3,296 46,351 SH   DFND 4,5 46,351 0 0
ADOBE SYS INC COM 00724F101 2,453 34,500 SH   DFND 4,6 34,500 0 0
ADOBE SYS INC COM 00724F101 740 10,400 SH   DFND 4,6 10,400 0 0
ADOBE SYS INC COM 00724F101 476 6,700 SH   DFND 4,6 6,700 0 0
ADOBE SYS INC COM 00724F101 437 6,141 SH   DFND 4,6 6,141 0 0
ADOBE SYS INC COM 00724F101 107 1,500 SH   DFND 4,6 1,500 0 0
ADOBE SYS INC COM 00724F101 606 8,528 SH   DFND 4,5,11,12 8,528 0 0
ADOBE SYS INC COM 00724F101 228 3,200 SH   DFND 4,5,11,12 3,200 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 2,635 16,498 SH   DFND 4,5 16,498 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,343 8,410 SH   DFND 4,5 8,410 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 415 2,600 SH   DFND 4,6 2,600 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 143 895 SH   DFND 4,5,11,12 895 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 64 400 SH   DFND 4,5,11,12 400 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 7 300 SH   DFND 4,5,7 300 0 0
ADVANCED ENERGY INDS COM 007973100 869 39,000 SH   DFND 1,3 39,000 0 0
AEGION CORP COM 00770F104 2,392 141,790 SH   DFND 4,5 141,790 0 0
AERCAP HOLDINGS NV SHS N00985106 217 5,626 SH   DFND 4,5 5,626 0 0
AERCAP HOLDINGS NV SHS N00985106 12,077 312,880 SH   DFND 4,5,7 312,880 0 0
AERCAP HOLDINGS NV SHS N00985106 11,095 287,432 SH   DFND 4,5,7 287,432 0 0
AERCAP HOLDINGS NV SHS N00985106 926 24,000 SH   DFND 4,5,7 24,000 0 0
AES CORP COM 00130H105 27,101 2,079,892 SH   DFND 4,5 2,079,892 0 0
AES CORP COM 00130H105 670 51,384 SH   DFND 4,5 51,384 0 0
AES CORP COM 00130H105 360 27,600 SH   DFND 4,6 27,600 0 0
AES CORP COM 00130H105 192 14,701 SH   DFND 4,8 14,701 0 0
AES CORP COM 00130H105 238 18,299 SH   DFND 4,5,11,12 18,299 0 0
AES CORP COM 00130H105 52 4,000 SH   DFND 4,5,11,12 4,000 0 0
AETNA INC NEW COM 00817Y108 22,553 252,016 SH   DFND 4,5 252,016 0 0
AETNA INC NEW COM 00817Y108 3,613 40,376 SH   DFND 4,5 40,376 0 0
AETNA INC NEW COM 00817Y108 29 323 SH   DFND 4,5,7 323 0 0
AETNA INC NEW COM 00817Y108 151 1,692 SH   DFND 1,3 1,692 0 0
AETNA INC NEW COM 00817Y108 7,363 82,275 SH   DFND 1,2 82,275 0 0
AETNA INC NEW COM 00817Y108 43 475 SH   DFND   475 0 0
AETNA INC NEW COM 00817Y108 4,600 51,400 SH   DFND 4,6 51,400 0 0
AETNA INC NEW COM 00817Y108 3,714 41,500 SH   DFND 4,6 41,500 0 0
AETNA INC NEW COM 00817Y108 1,150 12,852 SH   DFND 4,6 12,852 0 0
AETNA INC NEW COM 00817Y108 1,110 12,400 SH   DFND 4,6 12,400 0 0
AETNA INC NEW COM 00817Y108 850 9,500 SH   DFND 4,6 9,500 0 0
AETNA INC NEW COM 00817Y108 161 1,800 SH   DFND 4,6 1,800 0 0
AETNA INC NEW COM 00817Y108 134 1,500 SH   DFND 4,6 1,500 0 0
AETNA INC NEW COM 00817Y108 115 1,288 SH   DFND 4,8 1,288 0 0
AETNA INC NEW COM 00817Y108 380 4,245 SH   DFND 4,5,11,12 4,245 0 0
AETNA INC NEW COM 00817Y108 174 1,949 SH   DFND 4,5,11,12 1,949 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,313 6,459 SH   DFND 4,5 6,459 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,191 5,860 SH   DFND 4,5 5,860 0 0
AFFILIATED MANAGERS GROUP COM 008252108 81 400 SH   DFND 4,5,11,12 400 0 0
AFFILIATED MANAGERS GROUP COM 008252108 61 300 SH   DFND 4,5,11,12 300 0 0
AFLAC INC COM 001055102 3,938 66,391 SH   DFND 4,5 66,391 0 0
AFLAC INC COM 001055102 2,614 44,065 SH   DFND 4,5 44,065 0 0
AFLAC INC COM 001055102 2,337 39,400 SH   DFND 4,6 39,400 0 0
AFLAC INC COM 001055102 593 10,000 SH   DFND 4,6 10,000 0 0
AFLAC INC COM 001055102 119 2,000 SH   DFND 4,6 2,000 0 0
AFLAC INC COM 001055102 69 1,170 SH   DFND 4,8 1,170 0 0
AFLAC INC COM 001055102 9,212 155,300 SH   DFND 4,5,11,12 155,300 0 0
AFLAC INC COM 001055102 353 5,955 SH   DFND 4,5,11,12 5,955 0 0
AGCO CORP COM 001084102 2,151 50,347 SH   DFND 4,5 50,347 0 0
AGCO CORP COM 001084102 551 12,902 SH   DFND 4,5 12,902 0 0
AGCO CORP COM 001084102 256 6,000 SH   DFND 4,6 6,000 0 0
AGCO CORP COM 001084102 192 4,500 SH   DFND 4,6 4,500 0 0
AGCO CORP COM 001084102 476 11,153 SH   DFND 4,5,11,12 11,153 0 0
AGCO CORP COM 001084102 26 600 SH   DFND 4,5,11,12 600 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,562 64,522 SH   DFND 4,5 64,522 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,231 56,208 SH   DFND 4,5 56,208 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 170 4,290 SH   DFND 4,8 4,290 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 72 1,805 SH   DFND 4,8 1,805 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 174 4,389 SH   DFND 4,5,11,12 4,389 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 83 2,100 SH   DFND 4,5,11,12 2,100 0 0
AGL RES INC COM 001204106 111 2,063 SH   DFND 4,5 2,063 0 0
AGNICO EAGLE MINES LTD COM 008474108 21,643 760,997 SH   DFND 4,5 760,997 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,407 49,471 SH   DFND 4,5 49,471 0 0
AGNICO EAGLE MINES LTD COM 008474108 749 26,345 SH   DFND 1,3 26,345 0 0
AGNICO EAGLE MINES LTD COM 008474108 235 8,260 SH   DFND 4,8 8,260 0 0
AGNICO EAGLE MINES LTD COM 008474108 160 5,632 SH   DFND 4,5,11,12 5,632 0 0
AGNICO EAGLE MINES LTD COM 008474108 29 1,022 SH   DFND 4,5,11,12 1,022 0 0
AGREE REALTY CORP COM 008492100 32 1,000 SH   DFND 4,5,11,12 1,000 0 0
AGRIUM INC COM 008916108 4,977 50,967 SH   DFND 4,5 50,967 0 0
AGRIUM INC COM 008916108 1,630 16,686 SH   DFND 4,5 16,686 0 0
AGRIUM INC COM 008916108 33 335 SH   DFND 4,8 335 0 0
AGRIUM INC COM 008916108 5,886 60,270 SH   DFND 4,5,11,12 60,270 0 0
AGRIUM INC COM 008916108 994 10,183 SH   DFND 4,5,11,12 10,183 0 0
AIR LEASE CORP SR CV NT3.875%18 00912XAK0 484 360,000 PRN   DFND 4,5,7 0 0 360,000
AIR LEASE CORP CL A 00912X302 7,542 225,542 SH   DFND 4,5,7 225,542 0 0
AIR METHODS CORP COM PAR $.06 009128307 261 6,200 SH   DFND 1,3 6,200 0 0
AIR PRODS & CHEMS INC COM 009158106 7,695 54,097 SH   DFND 4,5 54,097 0 0
AIR PRODS & CHEMS INC COM 009158106 3,537 24,866 SH   DFND 4,5 24,866 0 0
AIR PRODS & CHEMS INC COM 009158106 1,610 11,315 SH   DFND 4,5,7 11,315 0 0
AIR PRODS & CHEMS INC COM 009158106 3,405 23,937 SH   DFND 4,6 23,937 0 0
AIR PRODS & CHEMS INC COM 009158106 939 6,600 SH   DFND 4,6 6,600 0 0
AIR PRODS & CHEMS INC COM 009158106 427 3,000 SH   DFND 4,6 3,000 0 0
AIR PRODS & CHEMS INC COM 009158106 100 700 SH   DFND 4,6 700 0 0
AIR PRODS & CHEMS INC COM 009158106 297 2,085 SH   DFND 4,8 2,085 0 0
AIR PRODS & CHEMS INC COM 009158106 396 2,782 SH   DFND 4,5,11,12 2,782 0 0
AIR PRODS & CHEMS INC COM 009158106 128 900 SH   DFND 4,5,11,12 900 0 0
AIRGAS INC COM 009363102 870 7,666 SH   DFND 4,5 7,666 0 0
AIRGAS INC COM 009363102 647 5,702 SH   DFND 4,5 5,702 0 0
AIRGAS INC COM 009363102 45 400 SH   DFND 4,5,11,12 400 0 0
AK STL HLDG CORP COM 001547108 14 2,524 SH   DFND 4,8 2,524 0 0
AK STL HLDG CORP COM 001547108 6,317 1,126,100 SH   DFND 4,5,11,12 1,126,100 0 0
AK STL HLDG CORP COM 001547108 36 6,400 SH   DFND 4,5,11,12 6,400 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,917 48,485 SH   DFND 4,5 48,485 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,816 46,802 SH   DFND 4,5 46,802 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 301 5,000 SH   DFND 4,6 5,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 400 6,646 SH   DFND 4,8 6,646 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 41,180 684,500 SH   DFND 4,5,11,12 684,500 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 897 14,904 SH   DFND 4,5,11,12 14,904 0 0
ALAMOS GOLD INC COM 011527108 7,294 898,300 SH   DFND 4,5 898,300 0 0
ALAMOS GOLD INC COM 011527108 23 2,838 SH   DFND 4,8 2,838 0 0
ALAMOS GOLD INC COM 011527108 2,824 347,800 SH   DFND 4,5,11,12 347,800 0 0
ALAMOS GOLD INC COM 011527108 61 7,500 SH   DFND 4,5,11,12 7,500 0 0
ALASKA AIR GROUP INC COM 011659109 5,195 87,066 SH   DFND 4,5 87,066 0 0
ALASKA AIR GROUP INC COM 011659109 167 2,803 SH   DFND 1,3 2,803 0 0
ALASKA AIR GROUP INC COM 011659109 2,652 44,447 SH   DFND 1,2 44,447 0 0
ALBEMARLE CORP COM 012653101 1,711 30,045 SH   DFND 4,5 30,045 0 0
ALBEMARLE CORP COM 012653101 495 8,700 SH   DFND 4,5 8,700 0 0
ALBEMARLE CORP COM 012653101 194 3,400 SH   DFND 4,6 3,400 0 0
ALBEMARLE CORP COM 012653101 75 1,310 SH   DFND 4,8 1,310 0 0
ALBEMARLE CORP COM 012653101 28 500 SH   DFND 4,5,11,12 500 0 0
ALCATEL-LUCENT SPONSORED ADR 013904305 0 37 SH   DFND 4,5 37 0 0
ALCOA INC COM 013817101 16,648 1,076,821 SH   DFND 4,5 1,076,821 0 0
ALCOA INC COM 013817101 2,511 162,440 SH   DFND 4,5 162,440 0 0
ALCOA INC COM 013817101 4,094 264,800 SH   DFND 4,6 264,800 0 0
ALCOA INC COM 013817101 413 26,700 SH   DFND 4,6 26,700 0 0
ALCOA INC COM 013817101 416 26,900 SH   DFND 4,5,11,12 26,900 0 0
ALCOA INC COM 013817101 99 6,400 SH   DFND 4,5,11,12 6,400 0 0
ALERE INC SB NT CV 3%16 01449JAA3 148 142,000 PRN   DFND 4,5,7 0 0 142,000
ALERE INC PERP PFD CONV SE 01449J204 3,761 12,219 SH   DFND 4,5,7 12,219 0 0
ALERE INC PERP PFD CONV SE 01449J204 1,324 4,300 SH   DFND 4,5,7 4,300 0 0
ALEXANDERS INC COM 014752109 90 200 SH   DFND 4,5,11,12 200 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 2,812 30,376 SH   DFND 4,5 30,376 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 1,444 15,600 SH   DFND 4,5 15,600 0 0
ALEXANDRIA REAL ESTATE EQ INC COM 015271109 509 5,500 SH   DFND 4,5,11,12 5,500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,675 24,875 SH   DFND 4,5 24,875 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,478 18,507 SH   DFND 4,5 18,507 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,146 6,096 SH   DFND 4,1 6,096 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 94 500 SH   DFND 4,6 500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 510 2,712 SH   DFND 4,5,11,12 2,712 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 207 1,100 SH   DFND 4,5,11,12 1,100 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 5,842 57,202 SH   DFND 4,5 57,202 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,516 14,840 SH   DFND 4,5 14,840 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,747 17,108 SH   DFND 4,5,7 17,108 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 27,491 269,173 SH   DFND 1,3 269,173 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 285 2,790 SH   DFND   2,790 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 531 5,200 SH   DFND 4,6 5,200 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 256 2,504 SH   DFND 4,6 2,504 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 163 1,600 SH   DFND 4,6 1,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 92 900 SH   DFND 4,6 900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 92 900 SH   DFND 4,6 900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 394 3,858 SH   DFND 4,5,11,12 3,858 0 0
ALLEGHANY CORP DEL COM 017175100 2,892 6,410 SH   DFND 4,5 6,410 0 0
ALLEGHANY CORP DEL COM 017175100 904 2,004 SH   DFND 4,5 2,004 0 0
ALLEGHANY CORP DEL COM 017175100 338 750 SH   DFND 4,6 750 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 9,670 300,791 SH   DFND 4,5 300,791 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 153 4,764 SH   DFND 4,5 4,764 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 163 2,932 SH   DFND 4,5 2,932 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 94 1,696 SH   DFND 4,5 1,696 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 95 1,708 SH   DFND 1,3 1,708 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 66 1,193 SH   DFND   1,193 0 0
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ANADARKO PETE CORP COM 032511107 596 7,800 SH   DFND 4,6 7,800 0 0
ANADARKO PETE CORP COM 032511107 61 800 SH   DFND 4,6 800 0 0
ANADARKO PETE CORP COM 032511107 180 2,350 SH   DFND 4,8 2,350 0 0
ANADARKO PETE CORP COM 032511107 17,963 235,000 SH   DFND 4,5,11,12 235,000 0 0
ANADARKO PETE CORP COM 032511107 893 11,683 SH   DFND 4,5,11,12 11,683 0 0
ANALOG DEVICES INC COM 032654105 3,329 61,869 SH   DFND 4,5 61,869 0 0
ANALOG DEVICES INC COM 032654105 2,242 41,658 SH   DFND 4,5 41,658 0 0
ANALOG DEVICES INC COM 032654105 538 10,000 SH   DFND 4,6 10,000 0 0
ANALOG DEVICES INC COM 032654105 16 302 SH   DFND 4,8 302 0 0
ANALOG DEVICES INC COM 032654105 861 16,000 SH   DFND 4,5,11,12 16,000 0 0
ANALOG DEVICES INC COM 032654105 298 5,546 SH   DFND 4,5,11,12 5,546 0 0
ANDERSONS INC COM 034164103 360 6,850 SH   DFND 4,5 6,850 0 0
ANDERSONS INC COM 034164103 63 1,200 SH   DFND 4,5,11,12 1,200 0 0
ANGIODYNAMICS INC COM 03475V101 283 14,800 SH   DFND 4,5 14,800 0 0
ANGIODYNAMICS INC COM 03475V101 172 9,000 SH   DFND 4,6 9,000 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 98 900 SH   DFND 1 900 0 0
ANI PHARMACEUTICALS INC SR CONV NT 3%19 00182CAA1 2,188 2,148,000 PRN   DFND 4,5,7 0 0 2,148,000
ANN INC COM 035623107 564 15,813 SH   DFND 4,5 15,813 0 0
ANNALY CAP MGMT INC COM 035710409 1,036 94,653 SH   DFND 4,5 94,653 0 0
ANNALY CAP MGMT INC COM 035710409 654 59,810 SH   DFND 4,5 59,810 0 0
ANNALY CAP MGMT INC COM 035710409 3,468 317,038 SH   DFND 4,6 317,038 0 0
ANNALY CAP MGMT INC COM 035710409 1,363 124,600 SH   DFND 4,6 124,600 0 0
ANNALY CAP MGMT INC COM 035710409 880 80,400 SH   DFND 4,6 80,400 0 0
ANNALY CAP MGMT INC COM 035710409 547 50,000 SH   DFND 4,6 50,000 0 0
ANNALY CAP MGMT INC COM 035710409 511 46,700 SH   DFND 4,6 46,700 0 0
ANNALY CAP MGMT INC COM 035710409 86 7,900 SH   DFND 4,6 7,900 0 0
ANNALY CAP MGMT INC COM 035710409 48 4,390 SH   DFND 4,8 4,390 0 0
ANNALY CAP MGMT INC COM 035710409 32 2,928 SH   DFND 4,8 2,928 0 0
ANNALY CAP MGMT INC COM 035710409 5,523 504,800 SH   DFND 4,5,11,12 504,800 0 0
ANNALY CAP MGMT INC COM 035710409 236 21,598 SH   DFND 4,5,11,12 21,598 0 0
ANSYS INC COM 03662Q105 945 11,856 SH   DFND 4,5 11,856 0 0
ANSYS INC COM 03662Q105 839 10,530 SH   DFND 4,5 10,530 0 0
ANSYS INC COM 03662Q105 56 700 SH   DFND 4,5,11,12 700 0 0
ANSYS INC COM 03662Q105 48 600 SH   DFND 4,5,11,12 600 0 0
ANTERO RES CORP COM 03674X106 235 6,400 SH   DFND 4,5 6,400 0 0
ANTERO RES CORP COM 03674X106 55 1,494 SH   DFND 4,5 1,494 0 0
ANTHEM INC COM 036752103 21,139 168,356 SH   DFND 4,5 168,356 0 0
ANTHEM INC COM 036752103 3,957 31,515 SH   DFND 4,5 31,515 0 0
ANTHEM INC COM 036752103 27 218 SH   DFND 4,5,7 218 0 0
ANTHEM INC COM 036752103 3,817 30,400 SH   DFND 4,6 30,400 0 0
ANTHEM INC COM 036752103 1,645 13,100 SH   DFND 4,6 13,100 0 0
ANTHEM INC COM 036752103 917 7,300 SH   DFND 4,6 7,300 0 0
ANTHEM INC COM 036752103 163 1,300 SH   DFND 4,6 1,300 0 0
ANTHEM INC COM 036752103 75 596 SH   DFND 4,8 596 0 0
ANTHEM INC COM 036752103 495 3,942 SH   DFND 4,5,11,12 3,942 0 0
ANTHEM INC COM 036752103 213 1,700 SH   DFND 4,5,11,12 1,700 0 0
AOL INC COM 00184X105 425 9,223 SH   DFND 4,5 9,223 0 0
AOL INC COM 00184X105 12 254 SH   DFND   254 0 0
AON PLC SHS CL A G0408V102 3,060 32,578 SH   DFND 4,5 32,578 0 0
AON PLC SHS CL A G0408V102 2,426 25,829 SH   DFND 4,5 25,829 0 0
AON PLC SHS CL A G0408V102 1,582 16,847 SH   DFND 4,5,7 16,847 0 0
AON PLC SHS CL A G0408V102 28 299 SH   DFND 4,5,7 299 0 0
AON PLC SHS CL A G0408V102 199 2,115 SH   DFND 4,8 2,115 0 0
AON PLC SHS CL A G0408V102 15,516 165,200 SH   DFND 4,5,11,12 165,200 0 0
AON PLC SHS CL A G0408V102 675 7,185 SH   DFND 4,5,11,12 7,185 0 0
APACHE CORP COM 037411105 24,660 420,818 SH   DFND 4,5 420,818 0 0
APACHE CORP COM 037411105 11,919 203,402 SH   DFND 4,5 203,402 0 0
APACHE CORP COM 037411105 16 279 SH   DFND 4,5,7 279 0 0
APACHE CORP COM 037411105 1,740 29,700 SH   DFND 4,6 29,700 0 0
APACHE CORP COM 037411105 1,670 28,504 SH   DFND 4,6 28,504 0 0
APACHE CORP COM 037411105 322 5,500 SH   DFND 4,6 5,500 0 0
APACHE CORP COM 037411105 117 1,997 SH   DFND 4,6 1,997 0 0
APACHE CORP COM 037411105 70 1,200 SH   DFND 4,6 1,200 0 0
APACHE CORP COM 037411105 141 2,412 SH   DFND 4,8 2,412 0 0
APACHE CORP COM 037411105 269 4,584 SH   DFND 4,5,11,12 4,584 0 0
APACHE CORP COM 037411105 135 2,300 SH   DFND 4,5,11,12 2,300 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1,203 30,900 SH   DFND 4,5 30,900 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 84 2,168 SH   DFND 4,5 2,168 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 427 10,970 SH   DFND 4,5,11,12 10,970 0 0
APOLLO COML REAL EST FIN INC SR GLBL CV NT 19 03762UAA3 2,854 2,905,000 PRN   DFND 4,5,7 0 0 2,905,000
APOLLO ED GROUP INC CL A 037604105 831 26,095 SH   DFND 4,5 26,095 0 0
APPLE INC COM 037833100 197,654 1,834,372 SH   DFND 4,5 1,834,372 0 0
APPLE INC COM 037833100 59,305 550,399 SH   DFND 4,5 550,399 0 0
APPLE INC COM 037833100 28 260 SH   DFND 4,5,7 260 0 0
APPLE INC COM 037833100 4,885 45,341 SH   DFND 4,1 45,341 0 0
APPLE INC COM 037833100 146,347 1,358,213 SH   DFND 1,3 1,358,213 0 0
APPLE INC COM 037833100 29,589 274,608 SH   DFND 1,2 274,608 0 0
APPLE INC COM 037833100 1,245 11,555 SH   DFND   11,555 0 0
APPLE INC COM 037833100 377 3,500 SH   DFND 1 3,500 0 0
APPLE INC COM 037833100 30,911 286,878 SH   DFND 4,6 286,878 0 0
APPLE INC COM 037833100 26,810 248,821 SH   DFND 4,6 248,821 0 0
APPLE INC COM 037833100 9,288 86,200 SH   DFND 4,6 86,200 0 0
APPLE INC COM 037833100 3,674 34,100 SH   DFND 4,6 34,100 0 0
APPLE INC COM 037833100 2,952 27,400 SH   DFND 4,6 27,400 0 0
APPLE INC COM 037833100 2,489 23,100 SH   DFND 4,6 23,100 0 0
APPLE INC COM 037833100 2,236 20,750 SH   DFND 4,6 20,750 0 0
APPLE INC COM 037833100 2,112 19,600 SH   DFND 4,6 19,600 0 0
APPLE INC COM 037833100 1,282 11,895 SH   DFND 4,6 11,895 0 0
APPLE INC COM 037833100 345 3,200 SH   DFND 4,6 3,200 0 0
APPLE INC COM 037833100 1,519 14,100 SH   DFND 4,5 14,100 0 0
APPLE INC COM 037833100 1,949 18,089 SH   DFND 4,8 18,089 0 0
APPLE INC COM 037833100 825 7,658 SH   DFND 4,8 7,658 0 0
APPLE INC COM 037833100 94,501 877,040 SH   DFND 4,5,11,12 877,040 0 0
APPLE INC COM 037833100 11,183 103,783 SH   DFND 4,5,11,12 103,783 0 0
APPLE INC COM 037833100 1,837 17,052 SH   DFND   17,052 0 0
APPLIED MATLS INC COM 038222105 17,289 736,808 SH   DFND 4,5 736,808 0 0
APPLIED MATLS INC COM 038222105 3,122 133,041 SH   DFND 4,5 133,041 0 0
APPLIED MATLS INC COM 038222105 128 5,438 SH   DFND 4,5,7 5,438 0 0
APPLIED MATLS INC COM 038222105 126 5,360 SH   DFND 4,8 5,360 0 0
APPLIED MATLS INC COM 038222105 108 4,598 SH   DFND 4,8 4,598 0 0
APPLIED MATLS INC COM 038222105 12,113 516,200 SH   DFND 4,5,11,12 516,200 0 0
APPLIED MATLS INC COM 038222105 628 26,746 SH   DFND 4,5,11,12 26,746 0 0
APTARGROUP INC COM 038336103 567 8,818 SH   DFND 4,5 8,818 0 0
AQUA AMERICA INC COM 03836W103 1,217 45,775 SH   DFND 4,5 45,775 0 0
ARAMARK COM 03852U106 16,623 543,403 SH   DFND 4,5 543,403 0 0
ARAMARK COM 03852U106 6,044 197,565 SH   DFND 4,5 197,565 0 0
ARAMARK COM 03852U106 171 5,600 SH   DFND 4,6 5,600 0 0
ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 102 9,910 SH   DFND 1 9,910 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 29,941 1,809,136 SH   DFND 4,5 1,809,136 0 0
ARCELORMITTAL SA LUXEMBOURG MAND CV NT 16 L0302D178 436 26,341 SH   DFND 4,5,7 26,341 0 0
ARCH CAP GROUP LTD ORD G0450A105 1,057 18,029 SH   DFND 4,5 18,029 0 0
ARCH CAP GROUP LTD ORD G0450A105 706 12,044 SH   DFND 4,5 12,044 0 0
ARCH CAP GROUP LTD ORD G0450A105 195 3,324 SH   DFND 4,5,11,12 3,324 0 0
ARCH CAP GROUP LTD ORD G0450A105 53 900 SH   DFND 4,5,11,12 900 0 0
ARCH COAL INC COM 039380100 249 164,100 SH   DFND 4,5,7 164,100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 16,089 321,972 SH   DFND 4,5 321,972 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 12,498 250,105 SH   DFND 4,5 250,105 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 10 200 SH   DFND   200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 600 12,000 SH   DFND 4,6 12,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 470 9,400 SH   DFND 4,6 9,400 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 226 4,523 SH   DFND 4,8 4,523 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 22,447 449,200 SH   DFND 4,5,11,12 449,200 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,259 65,220 SH   DFND 4,5,11,12 65,220 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 693 12,850 SH   DFND 4,6 12,850 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 219 32,000 SH   DFND 4,5 32,000 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 16 1,600 SH   DFND 4,5,11,12 1,600 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 321 6,300 SH   DFND 4,5 6,300 0 0
ARRIS GROUP INC NEW COM 04270V106 833 28,858 SH   DFND 4,5 28,858 0 0
ARRIS GROUP INC NEW COM 04270V106 482 16,700 SH   DFND 1,3 16,700 0 0
ARROW ELECTRS INC COM 042735100 1,499 27,070 SH   DFND 4,5 27,070 0 0
ARROW ELECTRS INC COM 042735100 710 12,813 SH   DFND 4,5 12,813 0 0
ARROW ELECTRS INC COM 042735100 986 17,800 SH   DFND 4,6 17,800 0 0
ARROW ELECTRS INC COM 042735100 316 5,700 SH   DFND 4,6 5,700 0 0
ARROW ELECTRS INC COM 042735100 271 4,900 SH   DFND 4,6 4,900 0 0
ARROW ELECTRS INC COM 042735100 908 16,400 SH   DFND 4,5,11,12 16,400 0 0
ARUBA NETWORKS INC COM 043176106 1,155 66,300 SH   DFND 4,5 66,300 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 29 1,700 SH   DFND 4,5,11,12 1,700 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 166 15,900 SH   DFND 4,5 15,900 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 57 5,500 SH   DFND 4,5,11,12 5,500 0 0
ASHLAND INC NEW COM 044209104 982 8,371 SH   DFND 4,5 8,371 0 0
ASHLAND INC NEW COM 044209104 669 5,700 SH   DFND 4,5 5,700 0 0
ASHLAND INC NEW COM 044209104 14,450 123,145 SH   DFND 4,5,7 123,145 0 0
ASHLAND INC NEW COM 044209104 13,812 117,707 SH   DFND 4,5,7 117,707 0 0
ASHLAND INC NEW COM 044209104 505 4,300 SH   DFND 4,5,7 4,300 0 0
ASHLAND INC NEW COM 044209104 3,544 30,200 SH   DFND 4,6 30,200 0 0
ASHLAND INC NEW COM 044209104 47 400 SH   DFND 4,5,11,12 400 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 300 12,300 SH   DFND 4,5 12,300 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 98 4,000 SH   DFND 4,5,11,12 4,000 0 0
ASSURANT INC COM 04621X108 1,022 15,582 SH   DFND 4,5 15,582 0 0
ASSURANT INC COM 04621X108 417 6,357 SH   DFND 4,5 6,357 0 0
ASSURANT INC COM 04621X108 27 408 SH   DFND 4,5,7 408 0 0
ASSURANT INC COM 04621X108 55 844 SH   DFND 4,8 844 0 0
ASSURANT INC COM 04621X108 3 43 SH   DFND 4,5,11,12 43 0 0
ASSURED GUARANTY LTD COM G0585R106 6,164 240,412 SH   DFND 4,5,7 240,412 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 101 1,480 SH   DFND   1,480 0 0
AT&T INC COM 00206R102 49,218 1,483,813 SH   DFND 4,5 1,483,813 0 0
AT&T INC COM 00206R102 18,742 565,015 SH   DFND 4,5 565,015 0 0
AT&T INC COM 00206R102 5,497 165,720 SH   DFND 1,3 165,720 0 0
AT&T INC COM 00206R102 7,121 214,676 SH   DFND 4,6 214,676 0 0
AT&T INC COM 00206R102 6,989 210,700 SH   DFND 4,6 210,700 0 0
AT&T INC COM 00206R102 2,488 75,000 SH   DFND 4,6 75,000 0 0
AT&T INC COM 00206R102 1,105 33,300 SH   DFND 4,6 33,300 0 0
AT&T INC COM 00206R102 889 26,800 SH   DFND 4,6 26,800 0 0
AT&T INC COM 00206R102 780 23,500 SH   DFND 4,6 23,500 0 0
AT&T INC COM 00206R102 357 10,750 SH   DFND 4,6 10,750 0 0
AT&T INC COM 00206R102 1,330 40,100 SH   DFND 4,5 40,100 0 0
AT&T INC COM 00206R102 156 4,695 SH   DFND 4,8 4,695 0 0
AT&T INC COM 00206R102 109 3,290 SH   DFND 4,8 3,290 0 0
AT&T INC COM 00206R102 0 4 SH   DFND 4,8 4 0 0
AT&T INC COM 00206R102 14,504 437,267 SH   DFND 4,5,11,12 437,267 0 0
AT&T INC COM 00206R102 4,655 140,333 SH   DFND 4,5,11,12 140,333 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1,559 54,800 SH   DFND 4,5,7 54,800 0 0
ATLAS ENERGY LP COM UNITS LP 04930A104 1,203 42,300 SH   DFND 4,5,7 42,300 0 0
ATLAS PIPELINE PARTNERS LP UNIT L P INT 049392103 762 30,300 SH   DFND 4,5,7 30,300 0 0
ATLAS RESOURCE PARTNERS LP COM UNT LTD PR 04941A101 292 30,000 SH   DFND 4,5,7 30,000 0 0
ATMEL CORP COM 049513104 2,345 291,297 SH   DFND 4,5 291,297 0 0
ATMEL CORP COM 049513104 891 110,700 SH   DFND 4,6 110,700 0 0
ATMEL CORP COM 049513104 450 55,900 SH   DFND 4,6 55,900 0 0
ATMEL CORP COM 049513104 54 6,700 SH   DFND 4,6 6,700 0 0
ATMOS ENERGY CORP COM 049560105 1,417 25,614 SH   DFND 4,5 25,614 0 0
AUTODESK INC COM 052769106 1,700 29,634 SH   DFND 4,5 29,634 0 0
AUTODESK INC COM 052769106 1,444 25,169 SH   DFND 4,5 25,169 0 0
AUTODESK INC COM 052769106 197 3,441 SH   DFND 4,5,11,12 3,441 0 0
AUTODESK INC COM 052769106 80 1,400 SH   DFND 4,5,11,12 1,400 0 0
AUTOLIV INC COM 052800109 1,134 10,935 SH   DFND 4,5 10,935 0 0
AUTOLIV INC COM 052800109 797 7,680 SH   DFND 4,5 7,680 0 0
AUTOLIV INC COM 052800109 87 841 SH   DFND 4,8 841 0 0
AUTOLIV INC COM 052800109 301 2,900 SH   DFND 4,5,11,12 2,900 0 0
AUTOLIV INC COM 052800109 73 700 SH   DFND 4,5,11,12 700 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 4,139 49,706 SH   DFND 4,5 49,706 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 3,633 43,632 SH   DFND 4,5 43,632 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 558 6,700 SH   DFND 4,6 6,700 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 339 4,071 SH   DFND 4,6 4,071 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 493 5,920 SH   DFND 4,5,11,12 5,920 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 250 3,000 SH   DFND 4,5,11,12 3,000 0 0
AUTONATION INC COM 05329W102 588 9,881 SH   DFND 4,5 9,881 0 0
AUTONATION INC COM 05329W102 396 6,654 SH   DFND 4,5 6,654 0 0
AUTONATION INC COM 05329W102 4,636 77,900 SH   DFND 4,6 77,900 0 0
AUTONATION INC COM 05329W102 65 1,100 SH   DFND 4,5,11,12 1,100 0 0
AUTOZONE INC COM 053332102 3,523 5,802 SH   DFND 4,5 5,802 0 0
AUTOZONE INC COM 053332102 1,623 2,672 SH   DFND 4,5 2,672 0 0
AUTOZONE INC COM 053332102 31 51 SH   DFND 4,5,7 51 0 0
AUTOZONE INC COM 053332102 347 572 SH   DFND 4,6 572 0 0
AUTOZONE INC COM 053332102 4,311 7,100 SH   DFND 4,5,11,12 7,100 0 0
AUTOZONE INC COM 053332102 227 374 SH   DFND 4,5,11,12 374 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 5,510 152,258 SH   DFND 4,5,7 152,258 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 292 8,075 SH   DFND 4,5,7 8,075 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 19,210 194,334 SH   DFND 4,5 194,334 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 1,934 19,566 SH   DFND 4,5 19,566 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,432 54,952 SH   DFND 1,2 54,952 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 791 8,001 SH   DFND 4,8 8,001 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 256 2,585 SH   DFND 4,8 2,585 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 25,147 254,400 SH   DFND 4,5,11,12 254,400 0 0
AVAGO TECHNOLOGIES LTD SHS Y0486S104 940 9,512 SH   DFND 4,5,11,12 9,512 0 0
AVALONBAY CMNTYS INC COM 053484101 8,667 50,634 SH   DFND 4,5 50,634 0 0
AVALONBAY CMNTYS INC COM 053484101 2,903 16,963 SH   DFND 4,5 16,963 0 0
AVALONBAY CMNTYS INC COM 053484101 2,102 12,281 SH   DFND 4,5,11,12 12,281 0 0
AVALONBAY CMNTYS INC COM 053484101 103 600 SH   DFND 4,5,11,12 600 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 872 51,421 SH   DFND 4,5,7 51,421 0 0
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 46 2,729 SH   DFND 4,5,7 2,729 0 0
AVERY DENNISON CORP COM 053611109 19,397 371,809 SH   DFND 4,5 371,809 0 0
AVERY DENNISON CORP COM 053611109 757 14,516 SH   DFND 4,5 14,516 0 0
AVERY DENNISON CORP COM 053611109 369 7,080 SH   DFND 1,3 7,080 0 0
AVERY DENNISON CORP COM 053611109 132 2,533 SH   DFND 4,5,11,12 2,533 0 0
AVERY DENNISON CORP COM 053611109 37 700 SH   DFND 4,5,11,12 700 0 0
AVG TECHNOLOGIES N V SHS N07831105 563 28,400 SH   DFND 4,6 28,400 0 0
AVIANCA HLDGS SA SPON ADR REP PFD 05367G100 71 6,000 SH   DFND 1 6,000 0 0
AVIV REIT INC MD COM 05381L101 167 4,400 SH   DFND 4,5 4,400 0 0
AVIV REIT INC MD COM 05381L101 64 1,700 SH   DFND 4,5,11,12 1,700 0 0
AVNET INC COM 053807103 2,556 61,787 SH   DFND 4,5 61,787 0 0
AVNET INC COM 053807103 865 20,913 SH   DFND 4,5 20,913 0 0
AVNET INC COM 053807103 393 9,500 SH   DFND 4,6 9,500 0 0
AVNET INC COM 053807103 418 10,112 SH   DFND 4,8 10,112 0 0
AVNET INC COM 053807103 185 4,477 SH   DFND 4,5,11,12 4,477 0 0
AVNET INC COM 053807103 37 900 SH   DFND 4,5,11,12 900 0 0
AVON PRODS INC COM 054303102 1,651 193,731 SH   DFND 4,5 193,731 0 0
AVON PRODS INC COM 054303102 337 39,584 SH   DFND 4,5 39,584 0 0
AVON PRODS INC COM 054303102 66 7,700 SH   DFND 4,5,11,12 7,700 0 0
AVON PRODS INC COM 054303102 22 2,600 SH   DFND 4,5,11,12 2,600 0 0
AXALTA COATING SYS LTD COM G0750C108 7,702 286,755 SH   DFND 4,5,7 286,755 0 0
AXIALL CORP COM 05463D100 154 3,670 SH   DFND 4,5,7 3,670 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,406 28,327 SH   DFND 4,5 28,327 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 912 18,366 SH   DFND 4,5 18,366 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 40 800 SH   DFND 4,5,11,12 800 0 0
B/E AEROSPACE INC COM 073302101 3,129 52,240 SH   DFND 4,5 52,240 0 0
B/E AEROSPACE INC COM 073302101 1,301 21,718 SH   DFND 4,5 21,718 0 0
B/E AEROSPACE INC COM 073302101 1,081 18,047 SH   DFND 4,5,7 18,047 0 0
B/E AEROSPACE INC COM 073302101 57 958 SH   DFND 4,5,7 958 0 0
B/E AEROSPACE INC COM 073302101 42 700 SH   DFND 4,5,11,12 700 0 0
B/E AEROSPACE INC COM 073302101 36 600 SH   DFND 4,5,11,12 600 0 0
B2GOLD CORP COM 11777Q209 8,771 4,475,100 SH   DFND 4,5 4,475,100 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 155 5,356 SH   DFND 4,5 5,356 0 0
BADGER METER INC COM 056525108 544 9,771 SH   DFND 4,5 9,771 0 0
BAIDU INC SPON ADR REP A 056752108 12,743 56,800 SH   DFND 4,5 56,800 0 0
BAIDU INC SPON ADR REP A 056752108 10,791 48,100 SH   DFND 4,5 48,100 0 0
BAIDU INC SPON ADR REP A 056752108 10,997 49,019 SH   DFND 1,3 49,019 0 0
BAIDU INC SPON ADR REP A 056752108 28 123 SH   DFND   123 0 0
BAIDU INC SPON ADR REP A 056752108 774 3,450 SH   DFND 4,6 3,450 0 0
BAIDU INC SPON ADR REP A 056752108 270 1,204 SH   DFND 4,6 1,204 0 0
BAIDU INC SPON ADR REP A 056752108 269 1,200 SH   DFND 4,5,11,12 1,200 0 0
BAKER HUGHES INC COM 057224107 19,334 342,373 SH   DFND 4,5 342,373 0 0
BAKER HUGHES INC COM 057224107 3,131 55,442 SH   DFND 4,5 55,442 0 0
BAKER HUGHES INC COM 057224107 1,673 29,626 SH   DFND 4,5,7 29,626 0 0
BAKER HUGHES INC COM 057224107 480 8,500 SH   DFND 4,5,7 8,500 0 0
BAKER HUGHES INC COM 057224107 89 1,572 SH   DFND 4,5,7 1,572 0 0
BAKER HUGHES INC COM 057224107 423 7,489 SH   DFND 4,5,11,12 7,489 0 0
BAKER HUGHES INC COM 057224107 152 2,700 SH   DFND 4,5,11,12 2,700 0 0
BALL CORP COM 058498106 1,763 26,610 SH   DFND 4,5 26,610 0 0
BALL CORP COM 058498106 1,099 16,578 SH   DFND 4,5 16,578 0 0
BALL CORP COM 058498106 27 414 SH   DFND 4,5,7 414 0 0
BALL CORP COM 058498106 2,286 34,500 SH   DFND 4,6 34,500 0 0
BALL CORP COM 058498106 683 10,300 SH   DFND 4,6 10,300 0 0
BALL CORP COM 058498106 457 6,900 SH   DFND 4,6 6,900 0 0
BALL CORP COM 058498106 391 5,900 SH   DFND 4,6 5,900 0 0
BALL CORP COM 058498106 93 1,400 SH   DFND 4,6 1,400 0 0
BALL CORP COM 058498106 130 1,964 SH   DFND 4,8 1,964 0 0
BALL CORP COM 058498106 199 3,002 SH   DFND 4,5,11,12 3,002 0 0
BALL CORP COM 058498106 60 900 SH   DFND 4,5,11,12 900 0 0
BALTIC TRADING LIMITED COM Y0553W103 914 431,279 SH   DFND 4,5,7 431,279 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 41,702 3,061,851 SH   DFND 4,5 3,061,851 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 39,669 2,912,558 SH   DFND 4,5 2,912,558 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,737 274,383 SH   DFND 1,3 274,383 0 0
BANCO MACRO SA SPON ADR B 05961W105 4 100 SH   DFND 4,5 100 0 0
BANCO SANTANDER SA ADR 05964H105 13 1,590 SH   DFND 4,5 1,590 0 0
BANCO SANTANDER SA ADR 05964H105 860 108,848 SH   DFND 1 108,848 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 2,669 58,100 SH   DFND 4,5 58,100 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,557 33,882 SH   DFND 4,5 33,882 0 0
BANCORPSOUTH INC COM 059692103 1,809 86,643 SH   DFND 4,5 86,643 0 0
BANK AMER CORP COM 060505104 31,381 1,852,500 SH   DFND 4,5 1,852,500 0 0
BANK AMER CORP COM 060505104 14,511 856,602 SH   DFND 4,5 856,602 0 0
BANK AMER CORP COM 060505104 52,362 3,091,032 SH   DFND 1,3 3,091,032 0 0
BANK AMER CORP COM 060505104 8,371 494,135 SH   DFND 1,2 494,135 0 0
BANK AMER CORP COM 060505104 11 650 SH   DFND   650 0 0
BANK AMER CORP COM 060505104 54 3,200 SH   DFND 1 3,200 0 0
BANK AMER CORP COM 060505104 10,923 644,800 SH   DFND 4,6 644,800 0 0
BANK AMER CORP COM 060505104 8,111 478,800 SH   DFND 4,6 478,800 0 0
BANK AMER CORP COM 060505104 3,441 203,100 SH   DFND 4,6 203,100 0 0
BANK AMER CORP COM 060505104 1,355 80,000 SH   DFND 4,6 80,000 0 0
BANK AMER CORP COM 060505104 1,088 64,200 SH   DFND 4,6 64,200 0 0
BANK AMER CORP COM 060505104 711 42,000 SH   DFND 4,6 42,000 0 0
BANK AMER CORP COM 060505104 525 31,000 SH   DFND 4,6 31,000 0 0
BANK AMER CORP COM 060505104 915 54,041 SH   DFND 4,8 54,041 0 0
BANK AMER CORP COM 060505104 2,492 147,079 SH   DFND 4,5,11,12 147,079 0 0
BANK AMER CORP COM 060505104 966 57,000 SH   DFND 4,5,11,12 57,000 0 0
BANK HAWAII CORP COM 062540109 411 7,283 SH   DFND 4,5 7,283 0 0
BANK MONTREAL QUE COM 063671101 4,353 64,686 SH   DFND 4,5 64,686 0 0
BANK MONTREAL QUE COM 063671101 4,271 63,471 SH   DFND 4,5 63,471 0 0
BANK MONTREAL QUE COM 063671101 229 3,400 SH   DFND 1,2 3,400 0 0
BANK MONTREAL QUE COM 063671101 135 2,000 SH   DFND   2,000 0 0
BANK MONTREAL QUE COM 063671101 478 7,100 SH   DFND 4,6 7,100 0 0
BANK MONTREAL QUE COM 063671101 404 6,000 SH   DFND 4,6 6,000 0 0
BANK MONTREAL QUE COM 063671101 609 9,051 SH   DFND 4,5,11,12 9,051 0 0
BANK MONTREAL QUE COM 063671101 262 3,900 SH   DFND 4,5,11,12 3,900 0 0
BANK N S HALIFAX COM 064149107 5,924 110,117 SH   DFND 4,5 110,117 0 0
BANK N S HALIFAX COM 064149107 4,554 84,647 SH   DFND 4,5 84,647 0 0
BANK N S HALIFAX COM 064149107 2,276 42,300 SH   DFND 4,6 42,300 0 0
BANK N S HALIFAX COM 064149107 1,017 18,900 SH   DFND 4,6 18,900 0 0
BANK N S HALIFAX COM 064149107 597 11,100 SH   DFND 4,6 11,100 0 0
BANK N S HALIFAX COM 064149107 475 8,833 SH   DFND 4,6 8,833 0 0
BANK N S HALIFAX COM 064149107 404 7,505 SH   DFND 4,6 7,505 0 0
BANK N S HALIFAX COM 064149107 1,008 18,727 SH   DFND 4,5,11,12 18,727 0 0
BANK N S HALIFAX COM 064149107 376 6,980 SH   DFND 4,5,11,12 6,980 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,973 101,690 SH   DFND 4,5 101,690 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,973 101,681 SH   DFND 4,5 101,681 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,571 91,400 SH   DFND 4,6 91,400 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,555 65,400 SH   DFND 4,6 65,400 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,215 31,100 SH   DFND 4,6 31,100 0 0
BANK NEW YORK MELLON CORP COM 064058100 723 18,500 SH   DFND 4,6 18,500 0 0
BANK NEW YORK MELLON CORP COM 064058100 668 17,100 SH   DFND 4,6 17,100 0 0
BANK NEW YORK MELLON CORP COM 064058100 442 11,302 SH   DFND 4,6 11,302 0 0
BANK NEW YORK MELLON CORP COM 064058100 125 3,200 SH   DFND 4,6 3,200 0 0
BANK NEW YORK MELLON CORP COM 064058100 129 3,290 SH   DFND 4,8 3,290 0 0
BANK NEW YORK MELLON CORP COM 064058100 14,190 363,189 SH   DFND 4,5,11,12 363,189 0 0
BANK NEW YORK MELLON CORP COM 064058100 869 22,249 SH   DFND 4,5,11,12 22,249 0 0
BARD C R INC COM 067383109 2,107 12,363 SH   DFND 4,5 12,363 0 0
BARD C R INC COM 067383109 1,474 8,647 SH   DFND 4,5 8,647 0 0
BARD C R INC COM 067383109 31 183 SH   DFND 4,5,7 183 0 0
BARD C R INC COM 067383109 153 900 SH   DFND 4,6 900 0 0
BARD C R INC COM 067383109 94 550 SH   DFND 4,8 550 0 0
BARD C R INC COM 067383109 76 446 SH   DFND 4,8 446 0 0
BARD C R INC COM 067383109 9,545 56,000 SH   DFND 4,5,11,12 56,000 0 0
BARD C R INC COM 067383109 256 1,500 SH   DFND 4,5,11,12 1,500 0 0
BARRICK GOLD CORP COM 067901108 20,565 1,849,380 SH   DFND 4,5 1,849,380 0 0
BARRICK GOLD CORP COM 067901108 2,603 234,083 SH   DFND 4,5 234,083 0 0
BARRICK GOLD CORP COM 067901108 735 66,079 SH   DFND 1,3 66,079 0 0
BARRICK GOLD CORP COM 067901108 18 1,600 SH   DFND   1,600 0 0
BARRICK GOLD CORP COM 067901108 361 32,500 SH   DFND 4,6 32,500 0 0
BARRICK GOLD CORP COM 067901108 8 681 SH   DFND 4,8 681 0 0
BARRICK GOLD CORP COM 067901108 1,283 115,400 SH   DFND 4,5,11,12 115,400 0 0
BARRICK GOLD CORP COM 067901108 275 24,717 SH   DFND 4,5,11,12 24,717 0 0
BAXTER INTL INC COM 071813109 5,126 71,742 SH   DFND 4,5 71,742 0 0
BAXTER INTL INC COM 071813109 3,921 54,880 SH   DFND 4,5 54,880 0 0
BAXTER INTL INC COM 071813109 306 4,280 SH   DFND   4,280 0 0
BAXTER INTL INC COM 071813109 4,144 58,000 SH   DFND 4,6 58,000 0 0
BAXTER INTL INC COM 071813109 1,157 16,200 SH   DFND 4,6 16,200 0 0
BAXTER INTL INC COM 071813109 564 7,900 SH   DFND 4,6 7,900 0 0
BAXTER INTL INC COM 071813109 343 4,800 SH   DFND 4,6 4,800 0 0
BAXTER INTL INC COM 071813109 214 3,000 SH   DFND 4,6 3,000 0 0
BAXTER INTL INC COM 071813109 204 2,850 SH   DFND 4,6 2,850 0 0
BAXTER INTL INC COM 071813109 595 8,329 SH   DFND 4,5,11,12 8,329 0 0
BAXTER INTL INC COM 071813109 243 3,400 SH   DFND 4,5,11,12 3,400 0 0
BAYTEX ENERGY CORP COM 07317Q105 270 18,992 SH   DFND 4,5 18,992 0 0
BAYTEX ENERGY CORP COM 07317Q105 95 6,659 SH   DFND 4,5 6,659 0 0
BAYTEX ENERGY CORP COM 07317Q105 71 4,974 SH   DFND 4,5,11,12 4,974 0 0
BAYTEX ENERGY CORP COM 07317Q105 10 722 SH   DFND 4,5,11,12 722 0 0
BB&T CORP COM 054937107 2,901 78,015 SH   DFND 4,5 78,015 0 0
BB&T CORP COM 054937107 2,175 58,488 SH   DFND 4,5 58,488 0 0
BB&T CORP COM 054937107 3,615 97,200 SH   DFND 4,6 97,200 0 0
BB&T CORP COM 054937107 2,090 56,200 SH   DFND 4,6 56,200 0 0
BB&T CORP COM 054937107 681 18,300 SH   DFND 4,6 18,300 0 0
BB&T CORP COM 054937107 257 6,900 SH   DFND 4,6 6,900 0 0
BB&T CORP COM 054937107 119 3,200 SH   DFND 4,6 3,200 0 0
BB&T CORP COM 054937107 499 13,425 SH   DFND 4,5,11,12 13,425 0 0
BB&T CORP COM 054937107 141 3,800 SH   DFND 4,5,11,12 3,800 0 0
BCE INC COM NEW 05534B760 4,509 98,011 SH   DFND 4,5 98,011 0 0
BCE INC COM NEW 05534B760 2,311 50,227 SH   DFND 4,5 50,227 0 0
BCE INC COM NEW 05534B760 138 3,000 SH   DFND   3,000 0 0
BCE INC COM NEW 05534B760 388 8,441 SH   DFND 4,6 8,441 0 0
BCE INC COM NEW 05534B760 277 6,027 SH   DFND 4,8 6,027 0 0
BCE INC COM NEW 05534B760 1,714 37,243 SH   DFND 4,5,11,12 37,243 0 0
BCE INC COM NEW 05534B760 74 1,600 SH   DFND 4,5,11,12 1,600 0 0
BECTON DICKINSON & CO COM 075887109 52,200 363,156 SH   DFND 4,5 363,156 0 0
BECTON DICKINSON & CO COM 075887109 3,067 21,338 SH   DFND 4,5 21,338 0 0
BECTON DICKINSON & CO COM 075887109 431 3,000 SH   DFND 1,2 3,000 0 0
BECTON DICKINSON & CO COM 075887109 431 3,000 SH   DFND   3,000 0 0
BECTON DICKINSON & CO COM 075887109 532 3,700 SH   DFND 4,6 3,700 0 0
BECTON DICKINSON & CO COM 075887109 329 2,289 SH   DFND 4,6 2,289 0 0
BECTON DICKINSON & CO COM 075887109 115 800 SH   DFND 4,6 800 0 0
BECTON DICKINSON & CO COM 075887109 292 2,028 SH   DFND 4,5,11,12 2,028 0 0
BECTON DICKINSON & CO COM 075887109 187 1,300 SH   DFND 4,5,11,12 1,300 0 0
BED BATH & BEYOND INC COM 075896100 1,892 24,190 SH   DFND 4,5 24,190 0 0
BED BATH & BEYOND INC COM 075896100 1,290 16,498 SH   DFND 4,5 16,498 0 0
BED BATH & BEYOND INC COM 075896100 31 397 SH   DFND 4,5,7 397 0 0
BED BATH & BEYOND INC COM 075896100 2,716 34,731 SH   DFND 4,6 34,731 0 0
BED BATH & BEYOND INC COM 075896100 899 11,500 SH   DFND 4,6 11,500 0 0
BED BATH & BEYOND INC COM 075896100 125 1,600 SH   DFND 4,6 1,600 0 0
BED BATH & BEYOND INC COM 075896100 75 956 SH   DFND 4,8 956 0 0
BED BATH & BEYOND INC COM 075896100 245 3,138 SH   DFND 4,5,11,12 3,138 0 0
BED BATH & BEYOND INC COM 075896100 55 700 SH   DFND 4,5,11,12 700 0 0
BEMIS INC COM 081437105 203 4,522 SH   DFND 4,5 4,522 0 0
BERKLEY W R CORP COM 084423102 1,373 27,389 SH   DFND 4,5 27,389 0 0
BERKLEY W R CORP COM 084423102 1,201 23,954 SH   DFND 4,5 23,954 0 0
BERKLEY W R CORP COM 084423102 211 4,202 SH   DFND 4,5,11,12 4,202 0 0
BERKLEY W R CORP COM 084423102 35 700 SH   DFND 4,5,11,12 700 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 894 4 SH   DFND 4,5 4 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 27,178 182,548 SH   DFND 4,5 182,548 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 19,339 129,894 SH   DFND 4,5 129,894 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 348,607 2,341,527 SH   DFND 1,3 2,341,527 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 18,816 126,383 SH   DFND 1,2 126,383 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 6,025 40,470 SH   DFND   40,470 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,066 81,042 SH   DFND 4,6 81,042 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,630 78,118 SH   DFND 4,6 78,118 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,424 23,000 SH   DFND 4,6 23,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 499 3,350 SH   DFND 4,6 3,350 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 387 2,600 SH   DFND 4,6 2,600 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,537 17,039 SH   DFND 4,5,11,12 17,039 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 923 6,200 SH   DFND 4,5,11,12 6,200 0 0
BEST BUY INC COM 086516101 17,227 447,103 SH   DFND 4,5 447,103 0 0
BEST BUY INC COM 086516101 1,381 35,854 SH   DFND 4,5 35,854 0 0
BEST BUY INC COM 086516101 1,796 46,600 SH   DFND 4,6 46,600 0 0
BEST BUY INC COM 086516101 709 18,400 SH   DFND 4,6 18,400 0 0
BEST BUY INC COM 086516101 308 8,000 SH   DFND 4,6 8,000 0 0
BEST BUY INC COM 086516101 150 3,900 SH   DFND 4,6 3,900 0 0
BEST BUY INC COM 086516101 785 20,376 SH   DFND 4,8 20,376 0 0
BEST BUY INC COM 086516101 90 2,345 SH   DFND 4,5,11,12 2,345 0 0
BEST BUY INC COM 086516101 69 1,800 SH   DFND 4,5,11,12 1,800 0 0
BHP BILLITON LTD SPONSORED ADR 088606108 1,707 37,108 SH   DFND 1,3 37,108 0 0
BIG LOTS INC COM 089302103 432 10,382 SH   DFND 4,5 10,382 0 0
BIOGEN IDEC INC COM 09062X103 43,013 121,766 SH   DFND 4,5 121,766 0 0
BIOGEN IDEC INC COM 09062X103 12,402 35,110 SH   DFND 4,5 35,110 0 0
BIOGEN IDEC INC COM 09062X103 6,111 17,300 SH   DFND 4,6 17,300 0 0
BIOGEN IDEC INC COM 09062X103 5,299 15,000 SH   DFND 4,6 15,000 0 0
BIOGEN IDEC INC COM 09062X103 1,766 5,000 SH   DFND 4,6 5,000 0 0
BIOGEN IDEC INC COM 09062X103 677 1,917 SH   DFND 4,6 1,917 0 0
BIOGEN IDEC INC COM 09062X103 565 1,600 SH   DFND 4,6 1,600 0 0
BIOGEN IDEC INC COM 09062X103 247 700 SH   DFND 4,6 700 0 0
BIOGEN IDEC INC COM 09062X103 1,272 3,601 SH   DFND 4,5,11,12 3,601 0 0
BIOGEN IDEC INC COM 09062X103 495 1,400 SH   DFND 4,5,11,12 1,400 0 0
BIOMARIN PHARMACEUTICAL INC SR SB CONV NT 18 09061GAE1 3,287 2,738,000 PRN   DFND 4,5 0 0 2,738,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,314 14,018 SH   DFND 4,5 14,018 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 863 9,200 SH   DFND 4,5 9,200 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 337 3,595 SH   DFND 4,5,7 3,595 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 263 2,800 SH   DFND 4,5,11,12 2,800 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 28 300 SH   DFND 4,5,11,12 300 0 0
BIOMED REALTY TRUST INC COM 09063H107 1,102 47,600 SH   DFND 4,5 47,600 0 0
BIOMED REALTY TRUST INC COM 09063H107 357 15,400 SH   DFND 4,5,11,12 15,400 0 0
BITAUTO HLDGS LTD SPONSORED ADS 091727107 83 1,000 SH   DFND 4,6 1,000 0 0
BJS RESTAURANTS INC COM 09180C106 896 18,100 SH   DFND 1,3 18,100 0 0
BLACKBERRY LTD COM 09228F103 371 34,785 SH   DFND 4,5 34,785 0 0
BLACKBERRY LTD COM 09228F103 269 25,250 SH   DFND 4,5 25,250 0 0
BLACKBERRY LTD COM 09228F103 286 26,850 SH   DFND 1 26,850 0 0
BLACKBERRY LTD COM 09228F103 5,480 513,603 SH   DFND 1,3 513,603 0 0
BLACKBERRY LTD COM 09228F103 4 370 SH   DFND   370 0 0
BLACKBERRY LTD COM 09228F103 31 2,900 SH   DFND 4,5,11,12 2,900 0 0
BLACKBERRY LTD COM 09228F103 27 2,521 SH   DFND 4,5,11,12 2,521 0 0
BLACKROCK INC COM 09247X101 5,679 16,257 SH   DFND 4,5 16,257 0 0
BLACKROCK INC COM 09247X101 4,043 11,574 SH   DFND 4,5 11,574 0 0
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BLACKROCK INC COM 09247X101 665 1,904 SH   DFND 4,5,11,12 1,904 0 0
BLACKROCK INC COM 09247X101 279 800 SH   DFND 4,5,11,12 800 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 21,656 647,400 SH   DFND 4,5 647,400 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 5,536 165,500 SH   DFND 4,5 165,500 0 0
BLOCK H & R INC COM 093671105 1,497 45,968 SH   DFND 4,5 45,968 0 0
BLOCK H & R INC COM 093671105 1,000 30,715 SH   DFND 4,5 30,715 0 0
BLOCK H & R INC COM 093671105 284 8,711 SH   DFND 4,5,11,12 8,711 0 0
BLOCK H & R INC COM 093671105 49 1,500 SH   DFND 4,5,11,12 1,500 0 0
BLUCORA INC COM 095229100 0 3 SH   DFND 1,3 3 0 0
BLUEBIRD BIO INC COM 09609G100 19 200 SH   DFND 4,5,7 200 0 0
BOB EVANS FARMS INC COM 096761101 29 518 SH   DFND 4,5,7 518 0 0
BOEING CO COM 097023105 46,417 358,408 SH   DFND 4,5 358,408 0 0
BOEING CO COM 097023105 42,508 328,218 SH   DFND 4,5 328,218 0 0
BOEING CO COM 097023105 13,021 100,537 SH   DFND 1,3 100,537 0 0
BOEING CO COM 097023105 9,176 70,848 SH   DFND 1,2 70,848 0 0
BOEING CO COM 097023105 181 1,400 SH   DFND   1,400 0 0
BOEING CO COM 097023105 142 1,100 SH   DFND 1 1,100 0 0
BOEING CO COM 097023105 4,420 34,126 SH   DFND 4,6 34,126 0 0
BOEING CO COM 097023105 4,118 31,800 SH   DFND 4,6 31,800 0 0
BOEING CO COM 097023105 1,256 9,700 SH   DFND 4,6 9,700 0 0
BOEING CO COM 097023105 803 6,200 SH   DFND 4,6 6,200 0 0
BOEING CO COM 097023105 596 4,600 SH   DFND 4,6 4,600 0 0
BOEING CO COM 097023105 518 4,000 SH   DFND 4,6 4,000 0 0
BOEING CO COM 097023105 518 4,000 SH   DFND 4,6 4,000 0 0
BOEING CO COM 097023105 201 1,550 SH   DFND 4,6 1,550 0 0
BOEING CO COM 097023105 438 3,381 SH   DFND 4,8 3,381 0 0
BOEING CO COM 097023105 1,320 10,189 SH   DFND 4,5,11,12 10,189 0 0
BOEING CO COM 097023105 479 3,700 SH   DFND 4,5,11,12 3,700 0 0
BORGWARNER INC COM 099724106 1,385 25,627 SH   DFND 4,5 25,627 0 0
BORGWARNER INC COM 099724106 1,210 22,394 SH   DFND 4,5 22,394 0 0
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BORGWARNER INC COM 099724106 32 600 SH   DFND 4,5,11,12 600 0 0
BOSTON PROPERTIES INC COM 101121101 7,602 55,683 SH   DFND 4,5 55,683 0 0
BOSTON PROPERTIES INC COM 101121101 2,072 15,179 SH   DFND 4,5 15,179 0 0
BOSTON PROPERTIES INC COM 101121101 382 2,800 SH   DFND 4,6 2,800 0 0
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BOSTON PROPERTIES INC COM 101121101 1,853 13,572 SH   DFND 4,5,11,12 13,572 0 0
BOSTON PROPERTIES INC COM 101121101 82 600 SH   DFND 4,5,11,12 600 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,960 139,710 SH   DFND 4,5 139,710 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,609 114,706 SH   DFND 4,5 114,706 0 0
BOSTON SCIENTIFIC CORP COM 101137107 108 7,718 SH   DFND 4,8 7,718 0 0
BOSTON SCIENTIFIC CORP COM 101137107 253 18,067 SH   DFND 4,5,11,12 18,067 0 0
BOSTON SCIENTIFIC CORP COM 101137107 123 8,800 SH   DFND 4,5,11,12 8,800 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 614 38,400 SH   DFND 4,5 38,400 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 593 37,100 SH   DFND 4,6 37,100 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 216 13,500 SH   DFND 4,5,11,12 13,500 0 0
BRASKEM S A SP ADR PFD A 105532105 767 65,212 SH   DFND 4,5 65,212 0 0
BRASKEM S A SP ADR PFD A 105532105 240 20,400 SH   DFND 4,5 20,400 0 0
BRF SA SPONSORED ADR 10552T107 6,465 272,100 SH   DFND 4,5 272,100 0 0
BRF SA SPONSORED ADR 10552T107 2,394 100,759 SH   DFND 4,5 100,759 0 0
BRF SA SPONSORED ADR 10552T107 1,167 49,100 SH   DFND 4,5,11,12 49,100 0 0
BRINKER INTL INC COM 109641100 1,384 22,998 SH   DFND 4,5 22,998 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 18,165 306,640 SH   DFND 4,5 306,640 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 11,570 195,314 SH   DFND 4,5 195,314 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,096 18,499 SH   DFND 4,1 18,499 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 4,111 69,400 SH   DFND 4,6 69,400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,851 65,000 SH   DFND 4,6 65,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,209 20,400 SH   DFND 4,6 20,400 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 924 15,600 SH   DFND 4,6 15,600 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 587 9,909 SH   DFND 4,6 9,909 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 130 2,200 SH   DFND 4,6 2,200 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 125 2,110 SH   DFND 4,8 2,110 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 3,354 56,613 SH   DFND 4,5,11,12 56,613 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 581 9,800 SH   DFND 4,5,11,12 9,800 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 634 24,100 SH   DFND 4,5 24,100 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 245 9,300 SH   DFND 4,5,11,12 9,300 0 0
BROADCOM CORP CL A 111320107 4,821 116,600 SH   DFND 4,5 116,600 0 0
BROADCOM CORP CL A 111320107 2,610 63,131 SH   DFND 4,5 63,131 0 0
BROADCOM CORP CL A 111320107 3,552 85,900 SH   DFND 4,5,11,12 85,900 0 0
BROADCOM CORP CL A 111320107 245 5,926 SH   DFND 4,5,11,12 5,926 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 572 12,440 SH   DFND 4,5 12,440 0 0
BROADRIDGE FINL SOLUTIONS INC COM 11133T103 909 19,770 SH   DFND 1,3 19,770 0 0
BROCADE COMMUNICATIONS SYS INC COM NEW 111621306 0 9 SH   DFND 1,3 9 0 0
BROOKDALE SR LIVING INC COM 112463104 230 6,300 SH   DFND 4,5 6,300 0 0
BROOKDALE SR LIVING INC COM 112463104 142 3,900 SH   DFND 4,6 3,900 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3,124 62,293 SH   DFND 4,5 62,293 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,270 45,269 SH   DFND 4,5 45,269 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 5,762 114,900 SH   DFND 4,6 114,900 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 817 16,300 SH   DFND 4,6 16,300 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 552 11,000 SH   DFND 4,6 11,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 135 2,700 SH   DFND 4,6 2,700 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 315 6,276 SH   DFND 4,5,11,12 6,276 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 171 3,400 SH   DFND 4,5,11,12 3,400 0 0
BROOKFIELD CDA OFFICE PPTYS TR UNIT 112823109 25 1,100 SH   DFND 4,5,11,12 1,100 0 0
BROOKFIELD PPTY PARTNERS L P UNIT LTD PARTN G16249107 1,073 46,000 SH   DFND 4,5 46,000 0 0
BROOKFIELD RESIDENTIAL PPTYS I COM 11283W104 868 36,047 SH   DFND 4,5,7 36,047 0 0
BROOKFIELD RESIDENTIAL PPTYS I COM 11283W104 46 1,913 SH   DFND 4,5,7 1,913 0 0
BROWN & BROWN INC COM 115236101 173 5,364 SH   DFND 4,5 5,364 0 0
BROWN & BROWN INC COM 115236101 1,089 33,760 SH   DFND 1,3 33,760 0 0
BROWN FORMAN CORP CL B 115637209 25,891 291,636 SH   DFND 4,5 291,636 0 0
BROWN FORMAN CORP CL B 115637209 5,437 61,242 SH   DFND 4,5 61,242 0 0
BROWN FORMAN CORP CL B 115637209 277 3,124 SH   DFND 4,8 3,124 0 0
BROWN FORMAN CORP CL B 115637209 116 1,311 SH   DFND 4,8 1,311 0 0
BROWN FORMAN CORP CL B 115637209 255 2,875 SH   DFND 4,5,11,12 2,875 0 0
BROWN FORMAN CORP CL B 115637209 67 750 SH   DFND 4,5,11,12 750 0 0
BRUNSWICK CORP COM 117043109 6,983 135,568 SH   DFND 4,5 135,568 0 0
BUFFALO WILD WINGS INC COM 119848109 6,624 35,660 SH   DFND 1,3 35,660 0 0
BUFFALO WILD WINGS INC COM 119848109 25 136 SH   DFND   136 0 0
BUNGE LIMITED COM G16962105 13,790 155,062 SH   DFND 4,5 155,062 0 0
BUNGE LIMITED COM G16962105 5,741 64,558 SH   DFND 4,5 64,558 0 0
BUNGE LIMITED COM G16962105 889 10,000 SH   DFND 4,6 10,000 0 0
BUNGE LIMITED COM G16962105 854 9,600 SH   DFND 4,6 9,600 0 0
BUNGE LIMITED COM G16962105 2,438 27,419 SH   DFND 4,5,11,12 27,419 0 0
BUNGE LIMITED COM G16962105 80 900 SH   DFND 4,5,11,12 900 0 0
BURLINGTON STORES INC COM 122017106 725 14,889 SH   DFND 1,3 14,889 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,143 73,784 SH   DFND 4,5 73,784 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 864 12,393 SH   DFND 4,5 12,393 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 27 394 SH   DFND 4,5,7 394 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,419 34,700 SH   DFND 4,6 34,700 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 837 12,000 SH   DFND 4,6 12,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 711 10,200 SH   DFND 4,6 10,200 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 98 1,400 SH   DFND 4,6 1,400 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 94 1,342 SH   DFND 4,5,11,12 1,342 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 70 1,000 SH   DFND 4,5,11,12 1,000 0 0
CA INC COM 12673P105 995 32,499 SH   DFND 4,5 32,499 0 0
CA INC COM 12673P105 854 27,895 SH   DFND 4,5 27,895 0 0
CA INC COM 12673P105 150 4,907 SH   DFND 4,5,11,12 4,907 0 0
CA INC COM 12673P105 64 2,100 SH   DFND 4,5,11,12 2,100 0 0
CABELAS INC COM 126804301 1,466 26,717 SH   DFND 4,5 26,717 0 0
CABELAS INC COM 126804301 8,555 155,918 SH   DFND 4,5,7 155,918 0 0
CABELAS INC COM 126804301 2,670 48,658 SH   DFND 4,5,7 48,658 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 825 42,435 SH   DFND 4,5 42,435 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 597 30,716 SH   DFND 4,5 30,716 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 11,688 600,929 SH   DFND 4,5,7 600,929 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 97 5,006 SH   DFND 4,5,11,12 5,006 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 25 1,300 SH   DFND 4,5,11,12 1,300 0 0
CABOT CORP COM 127055101 968 22,564 SH   DFND 4,5 22,564 0 0
CABOT CORP COM 127055101 134 3,120 SH   DFND 1,3 3,120 0 0
CABOT OIL & GAS CORP COM 127097103 1,056 37,321 SH   DFND 4,5 37,321 0 0
CABOT OIL & GAS CORP COM 127097103 999 35,298 SH   DFND 4,5 35,298 0 0
CABOT OIL & GAS CORP COM 127097103 226 8,000 SH   DFND 4,5,7 8,000 0 0
CABOT OIL & GAS CORP COM 127097103 74 2,600 SH   DFND 4,5,11,12 2,600 0 0
CABOT OIL & GAS CORP COM 127097103 66 2,324 SH   DFND 4,5,11,12 2,324 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,514 190,788 SH   DFND 4,5 190,788 0 0
CAE INC COM 124765108 1,776 140,162 SH   DFND 4,5 140,162 0 0
CAE INC COM 124765108 136 10,736 SH   DFND 4,5 10,736 0 0
CAE INC COM 124765108 23 1,800 SH   DFND 4,5,11,12 1,800 0 0
CAESARS ACQUISITION CO CL A 12768T103 24 2,500 SH   DFND 4,5,7 2,500 0 0
CAESARS ENTMT CORP COM 127686103 558 42,300 SH   DFND 4,5,7 42,300 0 0
CALGON CARBON CORP COM 129603106 212 10,800 SH   DFND 4,5 10,800 0 0
CALIFORNIA RES CORP COM 13057Q107 322 69,498 SH   DFND 4,5 69,498 0 0
CALIFORNIA RES CORP COM 13057Q107 187 40,336 SH   DFND 4,5 40,336 0 0
CALIFORNIA RES CORP COM 13057Q107 329 71,136 SH   DFND 1,3 71,136 0 0
CALIFORNIA RES CORP COM 13057Q107 155 33,480 SH   DFND 1,2 33,480 0 0
CALIFORNIA RES CORP COM 13057Q107 76 16,480 SH   DFND 4,6 16,480 0 0
CALIFORNIA RES CORP COM 13057Q107 14 2,920 SH   DFND 4,6 2,920 0 0
CALIFORNIA RES CORP COM 13057Q107 3 720 SH   DFND 4,6 720 0 0
CALIFORNIA RES CORP COM 13057Q107 4 826 SH   DFND 4,8 826 0 0
CALIFORNIA RES CORP COM 13057Q107 449 97,040 SH   DFND 4,5,11,12 97,040 0 0
CALIFORNIA RES CORP COM 13057Q107 8 1,720 SH   DFND 4,5,11,12 1,720 0 0
CALPINE CORP COM NEW 131347304 9,786 447,688 SH   DFND 4,5 447,688 0 0
CALPINE CORP COM NEW 131347304 640 29,294 SH   DFND 4,5 29,294 0 0
CALPINE CORP COM NEW 131347304 105 4,805 SH   DFND 4,8 4,805 0 0
CALPINE CORP COM NEW 131347304 162 7,403 SH   DFND 4,5,11,12 7,403 0 0
CALPINE CORP COM NEW 131347304 44 2,000 SH   DFND 4,5,11,12 2,000 0 0
CAMDEN PPTY TR SH BEN INT 133131102 3,669 47,214 SH   DFND 4,5 47,214 0 0
CAMDEN PPTY TR SH BEN INT 133131102 2,315 29,800 SH   DFND 4,5 29,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102 622 8,000 SH   DFND 4,5,11,12 8,000 0 0
CAMECO CORP COM 13321L108 891 56,818 SH   DFND 4,5 56,818 0 0
CAMECO CORP COM 13321L108 338 21,536 SH   DFND 4,5 21,536 0 0
CAMECO CORP COM 13321L108 1,478 94,186 SH   DFND 1,3 94,186 0 0
CAMECO CORP COM 13321L108 174 11,104 SH   DFND 4,5,11,12 11,104 0 0
CAMECO CORP COM 13321L108 38 2,400 SH   DFND 4,5,11,12 2,400 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 5,714 120,699 SH   DFND 4,5 120,699 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,390 29,358 SH   DFND 4,5 29,358 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 19 394 SH   DFND 4,5,7 394 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 797 16,839 SH   DFND 4,1 16,839 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 74 1,562 SH   DFND 4,8 1,562 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 71 1,500 SH   DFND 4,5,11,12 1,500 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 58 1,222 SH   DFND 4,5,11,12 1,222 0 0
CAMPBELL SOUP CO COM 134429109 4,634 103,111 SH   DFND 4,5 103,111 0 0
CAMPBELL SOUP CO COM 134429109 964 21,445 SH   DFND 4,5 21,445 0 0
CAMPBELL SOUP CO COM 134429109 2,607 58,015 SH   DFND 4,6 58,015 0 0
CAMPBELL SOUP CO COM 134429109 674 15,000 SH   DFND 4,6 15,000 0 0
CAMPBELL SOUP CO COM 134429109 81 1,800 SH   DFND 4,6 1,800 0 0
CAMPBELL SOUP CO COM 134429109 93 2,059 SH   DFND 4,8 2,059 0 0
CAMPBELL SOUP CO COM 134429109 73 1,615 SH   DFND 4,5,11,12 1,615 0 0
CAMPBELL SOUP CO COM 134429109 54 1,200 SH   DFND 4,5,11,12 1,200 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 105 14,200 SH   DFND 4,5 14,200 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 33 4,500 SH   DFND 4,5,11,12 4,500 0 0
CANADIAN NAT RES LTD COM 136385101 2,507 92,085 SH   DFND 4,5 92,085 0 0
CANADIAN NAT RES LTD COM 136385101 2,356 86,556 SH   DFND 4,5 86,556 0 0
CANADIAN NAT RES LTD COM 136385101 2,183 80,200 SH   DFND 4,6 80,200 0 0
CANADIAN NAT RES LTD COM 136385101 2,540 93,300 SH   DFND 4,5,11,12 93,300 0 0
CANADIAN NAT RES LTD COM 136385101 447 16,409 SH   DFND 4,5,11,12 16,409 0 0
CANADIAN NATL RY CO COM 136375102 24,697 376,992 SH   DFND 4,5 376,992 0 0
CANADIAN NATL RY CO COM 136375102 4,692 71,624 SH   DFND 4,5 71,624 0 0
CANADIAN NATL RY CO COM 136375102 184 2,807 SH   DFND   2,807 0 0
CANADIAN NATL RY CO COM 136375102 4,874 74,400 SH   DFND 4,6 74,400 0 0
CANADIAN NATL RY CO COM 136375102 701 10,700 SH   DFND 4,6 10,700 0 0
CANADIAN NATL RY CO COM 136375102 621 9,482 SH   DFND 4,6 9,482 0 0
CANADIAN NATL RY CO COM 136375102 518 7,913 SH   DFND 4,6 7,913 0 0
CANADIAN NATL RY CO COM 136375102 262 4,000 SH   DFND 4,6 4,000 0 0
CANADIAN NATL RY CO COM 136375102 766 11,694 SH   DFND 4,5,11,12 11,694 0 0
CANADIAN NATL RY CO COM 136375102 295 4,500 SH   DFND 4,5,11,12 4,500 0 0
CANADIAN PAC RY LTD COM 13645T100 18,779 106,386 SH   DFND 4,5 106,386 0 0
CANADIAN PAC RY LTD COM 13645T100 13,972 79,152 SH   DFND 4,5 79,152 0 0
CANADIAN PAC RY LTD COM 13645T100 719 4,074 SH   DFND 4,8 4,074 0 0
CANADIAN PAC RY LTD COM 13645T100 49 280 SH   DFND 4,8 280 0 0
CANADIAN PAC RY LTD COM 13645T100 6,937 39,300 SH   DFND 4,5,11,12 39,300 0 0
CANADIAN PAC RY LTD COM 13645T100 568 3,219 SH   DFND 4,5,11,12 3,219 0 0
CANADIAN SOLAR INC SR GLBL REGS 19 C15396AA9 42 49,000 PRN   DFND 4,5,7 0 0 49,000
CAPITAL ONE FINL CORP COM 14040H105 33,747 421,886 SH   DFND 4,5 421,886 0 0
CAPITAL ONE FINL CORP COM 14040H105 4,229 52,871 SH   DFND 4,5 52,871 0 0
CAPITAL ONE FINL CORP COM 14040H105 201 2,515 SH   DFND 1,3 2,515 0 0
CAPITAL ONE FINL CORP COM 14040H105 6,661 83,272 SH   DFND 1,2 83,272 0 0
CAPITAL ONE FINL CORP COM 14040H105 5,308 66,352 SH   DFND 4,6 66,352 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,968 49,600 SH   DFND 4,6 49,600 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,176 14,700 SH   DFND 4,6 14,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 172 2,150 SH   DFND 4,6 2,150 0 0
CAPITAL ONE FINL CORP COM 14040H105 75 933 SH   DFND 4,8 933 0 0
CAPITAL ONE FINL CORP COM 14040H105 696 8,698 SH   DFND 4,5,11,12 8,698 0 0
CAPITAL ONE FINL CORP COM 14040H105 224 2,800 SH   DFND 4,5,11,12 2,800 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 937 75,300 SH   DFND 4,6 75,300 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 519 41,700 SH   DFND 4,6 41,700 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 85 6,800 SH   DFND 4,6 6,800 0 0
CARDINAL HEALTH INC COM 14149Y108 4,699 57,284 SH   DFND 4,5 57,284 0 0
CARDINAL HEALTH INC COM 14149Y108 3,402 41,471 SH   DFND 4,5 41,471 0 0
CARDINAL HEALTH INC COM 14149Y108 441 5,380 SH   DFND 4,5,11,12 5,380 0 0
CARDINAL HEALTH INC COM 14149Y108 172 2,100 SH   DFND 4,5,11,12 2,100 0 0
CAREFUSION CORP COM 14170T101 1,581 26,463 SH   DFND 4,5 26,463 0 0
CAREFUSION CORP COM 14170T101 1,297 21,700 SH   DFND 4,5 21,700 0 0
CAREFUSION CORP COM 14170T101 7,691 128,718 SH   DFND 4,5,7 128,718 0 0
CAREFUSION CORP COM 14170T101 408 6,826 SH   DFND 4,5,7 6,826 0 0
CAREFUSION CORP COM 14170T101 35 578 SH   DFND 4,5,7 578 0 0
CAREFUSION CORP COM 14170T101 340 5,690 SH   DFND 4,5,11,12 5,690 0 0
CAREFUSION CORP COM 14170T101 84 1,400 SH   DFND 4,5,11,12 1,400 0 0
CARETRUST REIT INC COM 14174T107 18 1,500 SH   DFND 4,5,11,12 1,500 0 0
CARMAX INC COM 143130102 1,477 22,797 SH   DFND 4,5 22,797 0 0
CARMAX INC COM 143130102 801 12,371 SH   DFND 4,5 12,371 0 0
CARMAX INC COM 143130102 369 5,700 SH   DFND 4,5,11,12 5,700 0 0
CARMAX INC COM 143130102 91 1,400 SH   DFND 4,5,11,12 1,400 0 0
CARMIKE CINEMAS INC COM 143436400 1,221 48,464 SH   DFND 4,5,7 48,464 0 0
CARNIVAL CORP PAIRED CTF 143658300 26,523 576,579 SH   DFND 4,5 576,579 0 0
CARNIVAL CORP PAIRED CTF 143658300 1,756 38,166 SH   DFND 4,5 38,166 0 0
CARNIVAL CORP PAIRED CTF 143658300 336 7,304 SH   DFND 4,8 7,304 0 0
CARNIVAL CORP PAIRED CTF 143658300 820 17,817 SH   DFND 4,5,11,12 17,817 0 0
CARNIVAL CORP PAIRED CTF 143658300 124 2,700 SH   DFND 4,5,11,12 2,700 0 0
CARRIZO OIL & GAS INC COM 144577103 262 6,600 SH   DFND 1,3 6,600 0 0
CATAMARAN CORP COM 148887102 10,850 223,518 SH   DFND 4,5 223,518 0 0
CATAMARAN CORP COM 148887102 1,028 21,187 SH   DFND 4,5 21,187 0 0
CATAMARAN CORP COM 148887102 103 2,115 SH   DFND 4,8 2,115 0 0
CATAMARAN CORP COM 148887102 9,349 192,600 SH   DFND 4,5,11,12 192,600 0 0
CATAMARAN CORP COM 148887102 356 7,340 SH   DFND 4,5,11,12 7,340 0 0
CATERPILLAR INC DEL COM 149123101 60,402 687,872 SH   DFND 4,5 687,872 0 0
CATERPILLAR INC DEL COM 149123101 25,589 291,409 SH   DFND 4,5 291,409 0 0
CATERPILLAR INC DEL COM 149123101 5,352 60,952 SH   DFND 1,3 60,952 0 0
CATERPILLAR INC DEL COM 149123101 7 85 SH   DFND   85 0 0
CATERPILLAR INC DEL COM 149123101 6,147 70,000 SH   DFND 4,6 70,000 0 0
CATERPILLAR INC DEL COM 149123101 3,802 43,300 SH   DFND 4,6 43,300 0 0
CATERPILLAR INC DEL COM 149123101 1,449 16,500 SH   DFND 4,6 16,500 0 0
CATERPILLAR INC DEL COM 149123101 1,361 15,500 SH   DFND 4,6 15,500 0 0
CATERPILLAR INC DEL COM 149123101 746 8,500 SH   DFND 4,6 8,500 0 0
CATERPILLAR INC DEL COM 149123101 544 6,200 SH   DFND 4,6 6,200 0 0
CATERPILLAR INC DEL COM 149123101 439 5,000 SH   DFND 4,6 5,000 0 0
CATERPILLAR INC DEL COM 149123101 439 5,000 SH   DFND 4,6 5,000 0 0
CATERPILLAR INC DEL COM 149123101 360 4,100 SH   DFND 4,6 4,100 0 0
CATERPILLAR INC DEL COM 149123101 180 2,050 SH   DFND 4,6 2,050 0 0
CATERPILLAR INC DEL COM 149123101 105 1,200 SH   DFND 4,6 1,200 0 0
CATERPILLAR INC DEL COM 149123101 348 3,965 SH   DFND 4,8 3,965 0 0
CATERPILLAR INC DEL COM 149123101 37,129 422,830 SH   DFND 4,5,11,12 422,830 0 0
CATERPILLAR INC DEL COM 149123101 1,477 16,820 SH   DFND 4,5,11,12 16,820 0 0
CATHAY GEN BANCORP COM 149150104 1,356 55,668 SH   DFND 4,5 55,668 0 0
CAVIUM INC COM 14964U108 425 7,362 SH   DFND 4,5 7,362 0 0
CBL & ASSOC PPTYS INC COM 124830100 611 29,900 SH   DFND 4,5 29,900 0 0
CBL & ASSOC PPTYS INC COM 124830100 281 13,774 SH   DFND 4,5,11,12 13,774 0 0
CBOE HLDGS INC COM 12503M108 631 9,387 SH   DFND 1 9,387 0 0
CBRE GROUP INC CL A 12504L109 17,606 517,660 SH   DFND 4,5 517,660 0 0
CBRE GROUP INC CL A 12504L109 1,271 37,374 SH   DFND 4,5 37,374 0 0
CBRE GROUP INC CL A 12504L109 159 4,683 SH   DFND 4,5,11,12 4,683 0 0
CBRE GROUP INC CL A 12504L109 88 2,600 SH   DFND 4,5,11,12 2,600 0 0
CBS CORP NEW CL B 124857202 2,393 45,059 SH   DFND 4,5 45,059 0 0
CBS CORP NEW CL B 124857202 2,266 42,672 SH   DFND 4,5 42,672 0 0
CBS CORP NEW CL B 124857202 3,455 65,062 SH   DFND 4,5,7 65,062 0 0
CBS CORP NEW CL B 124857202 26 488 SH   DFND 4,5,7 488 0 0
CBS CORP NEW CL B 124857202 78 1,468 SH   DFND 1,3 1,468 0 0
CBS CORP NEW CL B 124857202 1,324 24,928 SH   DFND 4,6 24,928 0 0
CBS CORP NEW CL B 124857202 612 11,519 SH   DFND 4,6 11,519 0 0
CBS CORP NEW CL B 124857202 338 6,358 SH   DFND 4,6 6,358 0 0
CBS CORP NEW CL B 124857202 54 1,023 SH   DFND 4,6 1,023 0 0
CBS CORP NEW CL B 124857202 309 5,811 SH   DFND 4,5,11,12 5,811 0 0
CBS CORP NEW CL B 124857202 143 2,700 SH   DFND 4,5,11,12 2,700 0 0
CDK GLOBAL INC COM 12508E101 597 14,994 SH   DFND 4,5 14,994 0 0
CDK GLOBAL INC COM 12508E101 188 4,732 SH   DFND 4,5 4,732 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 3,971 49,146 SH   DFND 4,5 49,146 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 3,466 42,900 SH   DFND 4,5 42,900 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 278 3,440 SH   DFND 1,2 3,440 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 230 2,850 SH   DFND   2,850 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 358 4,429 SH   DFND 4,6 4,429 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 180 2,232 SH   DFND 4,8 2,232 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 176 2,176 SH   DFND 4,8 2,176 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 16,168 200,100 SH   DFND 4,5,11,12 200,100 0 0
CDN IMPERIAL BK COMM TORONTO O COM 136069101 3,407 42,164 SH   DFND 4,5,11,12 42,164 0 0
CDW CORP COM 12514G108 7 200 SH   DFND 4,5,7 200 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 37 4,800 SH   DFND 4,5,11,12 4,800 0 0
CELANESE CORP DEL COM SER A 150870103 9,999 173,083 SH   DFND 4,5 173,083 0 0
CELANESE CORP DEL COM SER A 150870103 8,765 151,720 SH   DFND 4,5 151,720 0 0
CELANESE CORP DEL COM SER A 150870103 451 7,800 SH   DFND 4,6 7,800 0 0
CELANESE CORP DEL COM SER A 150870103 95 1,645 SH   DFND 4,8 1,645 0 0
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CELANESE CORP DEL COM SER A 150870103 58 1,000 SH   DFND 4,5,11,12 1,000 0 0
CELGENE CORP COM 151020104 27,449 239,628 SH   DFND 4,5 239,628 0 0
CELGENE CORP COM 151020104 9,496 82,896 SH   DFND 4,5 82,896 0 0
CELGENE CORP COM 151020104 32 276 SH   DFND 4,5,7 276 0 0
CELGENE CORP COM 151020104 1,246 10,877 SH   DFND 4,1 10,877 0 0
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CELGENE CORP COM 151020104 57 500 SH   DFND   500 0 0
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CELGENE CORP COM 151020104 206 1,800 SH   DFND 4,6 1,800 0 0
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CELGENE CORP COM 151020104 600 5,234 SH   DFND 4,8 5,234 0 0
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CELGENE CORP COM 151020104 1,857 16,208 SH   DFND 4,5,11,12 16,208 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 18,329 1,827,451 SH   DFND 4,5 1,827,451 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 15,169 1,512,336 SH   DFND 4,5 1,512,336 0 0
CEMEX SAB DE CV SPON ADR NEW 151290889 60 5,985 SH   DFND 1 5,985 0 0
CENOVUS ENERGY INC COM 15135U109 6,016 310,446 SH   DFND 4,5 310,446 0 0
CENOVUS ENERGY INC COM 15135U109 950 49,022 SH   DFND 4,5 49,022 0 0
CENOVUS ENERGY INC COM 15135U109 338 17,455 SH   DFND 4,5,11,12 17,455 0 0
CENOVUS ENERGY INC COM 15135U109 54 2,800 SH   DFND 4,5,11,12 2,800 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,537 67,827 SH   DFND 4,5 67,827 0 0
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CENTERPOINT ENERGY INC COM 15189T107 57 2,500 SH   DFND 4,5,11,12 2,500 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 175 61,721 SH   DFND 4,5 61,721 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 172 60,600 SH   DFND 4,5 60,600 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 87 30,840 SH   DFND 4,5 30,840 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 74 26,030 SH   DFND 4,5 26,030 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 69 24,300 SH   DFND 4,5 24,300 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 11 3,726 SH   DFND 4,5 3,726 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 10 3,400 SH   DFND 4,5 3,400 0 0
CENTRAL EUROPEAN MEDIA ENTRPRS CL A NEW G20045202 1 300 SH   DFND 4,5 300 0 0
CENTURY CMNTYS INC COM 156504300 17 1,000 SH   DFND 4,5,7 1,000 0 0
CENTURYLINK INC COM 156700106 2,478 64,404 SH   DFND 4,5 64,404 0 0
CENTURYLINK INC COM 156700106 1,694 44,028 SH   DFND 4,5 44,028 0 0
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CENTURYLINK INC COM 156700106 146 3,800 SH   DFND 4,5,11,12 3,800 0 0
CERNER CORP COM 156782104 2,944 45,863 SH   DFND 4,5 45,863 0 0
CERNER CORP COM 156782104 1,840 28,660 SH   DFND 4,5 28,660 0 0
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CERNER CORP COM 156782104 116 1,800 SH   DFND 4,5,11,12 1,800 0 0
CF INDS HLDGS INC COM 125269100 6,021 20,710 SH   DFND 4,5 20,710 0 0
CF INDS HLDGS INC COM 125269100 1,762 6,060 SH   DFND 4,5 6,060 0 0
CF INDS HLDGS INC COM 125269100 299 1,030 SH   DFND 4,5,7 1,030 0 0
CF INDS HLDGS INC COM 125269100 27 94 SH   DFND 4,5,7 94 0 0
CF INDS HLDGS INC COM 125269100 3,809 13,100 SH   DFND 4,6 13,100 0 0
CF INDS HLDGS INC COM 125269100 3,023 10,396 SH   DFND 4,6 10,396 0 0
CF INDS HLDGS INC COM 125269100 785 2,700 SH   DFND 4,6 2,700 0 0
CF INDS HLDGS INC COM 125269100 611 2,100 SH   DFND 4,6 2,100 0 0
CF INDS HLDGS INC COM 125269100 145 500 SH   DFND 4,6 500 0 0
CF INDS HLDGS INC COM 125269100 4,070 14,000 SH   DFND 4,5,11,12 14,000 0 0
CF INDS HLDGS INC COM 125269100 1,015 3,492 SH   DFND 4,5,11,12 3,492 0 0
CHAMBERS STR PPTYS COM 157842105 429 52,300 SH   DFND 4,5 52,300 0 0
CHAMBERS STR PPTYS COM 157842105 132 16,100 SH   DFND 4,5,11,12 16,100 0 0
CHARLES RIV LABS INTL INC COM 159864107 4,369 65,993 SH   DFND 4,5 65,993 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 1,429 9,116 SH   DFND 4,5 9,116 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 753 4,800 SH   DFND 4,5 4,800 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 10,333 65,903 SH   DFND 4,5,7 65,903 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 9,711 61,937 SH   DFND 4,5,7 61,937 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 2,544 16,225 SH   DFND 4,5,7 16,225 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 188 1,200 SH   DFND 4,5,11,12 1,200 0 0
CHARTER COMMUNICATIONS INC DEL CL A NEW 16117M305 47 300 SH   DFND 4,5,11,12 300 0 0
CHATHAM LODGING TR COM 16208T102 221 7,300 SH   DFND 4,5 7,300 0 0
CHATHAM LODGING TR COM 16208T102 70 2,300 SH   DFND 4,5,11,12 2,300 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 881 11,204 SH   DFND 4,5 11,204 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 593 7,540 SH   DFND 4,5 7,540 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 881 11,204 SH   DFND 4,1 11,204 0 0
CHECK POINT SOFTWARE TECH LTD ORD M22465104 4,242 53,975 SH   DFND 1,2 53,975 0 0
CHEESECAKE FACTORY INC COM 163072101 2,024 39,152 SH   DFND 4,5 39,152 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,126 16,900 SH   DFND 4,5 16,900 0 0
CHENIERE ENERGY INC COM NEW 16411R208 930 13,960 SH   DFND 4,5 13,960 0 0
CHENIERE ENERGY INC COM NEW 16411R208 194 2,909 SH   DFND 4,5,7 2,909 0 0
CHENIERE ENERGY INC COM NEW 16411R208 94 1,410 SH   DFND 4,8 1,410 0 0
CHENIERE ENERGY INC COM NEW 16411R208 10,611 159,300 SH   DFND 4,5,11,12 159,300 0 0
CHENIERE ENERGY INC COM NEW 16411R208 386 5,800 SH   DFND 4,5,11,12 5,800 0 0
CHESAPEAKE ENERGY CORP NT CONV 2.75%35 165167BW6 445 445,000 PRN   DFND 4,5,11,12 0 0 445,000
CHESAPEAKE ENERGY CORP COM 165167107 6,018 335,613 SH   DFND 4,5 335,613 0 0
CHESAPEAKE ENERGY CORP COM 165167107 961 53,611 SH   DFND 4,5 53,611 0 0
CHESAPEAKE ENERGY CORP COM 165167107 237 13,191 SH   DFND 4,5,11,12 13,191 0 0
CHESAPEAKE ENERGY CORP COM 165167107 72 4,000 SH   DFND 4,5,11,12 4,000 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 430 11,800 SH   DFND 4,5 11,800 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 135 3,700 SH   DFND 4,5,11,12 3,700 0 0
CHEVRON CORP NEW COM 166764100 44,450 411,800 SH   DFND 4,5 411,800 0 0
CHEVRON CORP NEW COM 166764100 21,592 200,041 SH   DFND 4,5 200,041 0 0
CHEVRON CORP NEW COM 166764100 2,106 19,513 SH   DFND 1,3 19,513 0 0
CHEVRON CORP NEW COM 166764100 14,049 130,160 SH   DFND 1,2 130,160 0 0
CHEVRON CORP NEW COM 166764100 662 6,130 SH   DFND   6,130 0 0
CHEVRON CORP NEW COM 166764100 73 680 SH   DFND 1 680 0 0
CHEVRON CORP NEW COM 166764100 11,690 108,300 SH   DFND 4,6 108,300 0 0
CHEVRON CORP NEW COM 166764100 11,444 106,026 SH   DFND 4,6 106,026 0 0
CHEVRON CORP NEW COM 166764100 3,432 31,800 SH   DFND 4,6 31,800 0 0
CHEVRON CORP NEW COM 166764100 745 6,900 SH   DFND 4,6 6,900 0 0
CHEVRON CORP NEW COM 166764100 453 4,200 SH   DFND 4,6 4,200 0 0
CHEVRON CORP NEW COM 166764100 320 2,960 SH   DFND 4,8 2,960 0 0
CHEVRON CORP NEW COM 166764100 34,090 315,820 SH   DFND 4,5,11,12 315,820 0 0
CHEVRON CORP NEW COM 166764100 3,631 33,638 SH   DFND 4,5,11,12 33,638 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 2,174 55,906 SH   DFND 4,5 55,906 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 194 5,000 SH   DFND 4,5 5,000 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 19 500 SH   DFND 4,5,11,12 500 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 19 500 SH   DFND 4,5,11,12 500 0 0
CHIMERA INVT CORP COM 16934Q109 700 214,700 SH   DFND 4,5,7 214,700 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 762 12,788 SH   DFND 4,5,7 12,788 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 890 11,005 SH   DFND 1,3 11,005 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,021 4,351 SH   DFND 4,5 4,351 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,949 2,807 SH   DFND 4,5 2,807 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,073 1,545 SH   DFND 4,1 1,545 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,985 4,300 SH   DFND 4,6 4,300 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 833 1,200 SH   DFND 4,6 1,200 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 764 1,100 SH   DFND 4,6 1,100 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 347 500 SH   DFND 4,6 500 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 69 100 SH   DFND 4,6 100 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 53 76 SH   DFND 4,8 76 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 254 366 SH   DFND 4,5,11,12 366 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 139 200 SH   DFND 4,5,11,12 200 0 0
CHIQUITA BRANDS INTL INC COM 170032809 11 742 SH   DFND 4,5,7 742 0 0
CHIQUITA BRANDS INTL INC COM 170032809 1 101 SH   DFND 4,5,7 101 0 0
CHUBB CORP COM 171232101 2,844 27,900 SH   DFND 4,5 27,900 0 0
CHUBB CORP COM 171232101 2,199 21,573 SH   DFND 4,5 21,573 0 0
CHUBB CORP COM 171232101 29 287 SH   DFND 4,5,7 287 0 0
CHUBB CORP COM 171232101 1,668 16,369 SH   DFND 1,2 16,369 0 0
CHUBB CORP COM 171232101 886 8,690 SH   DFND   8,690 0 0
CHUBB CORP COM 171232101 398 3,900 SH   DFND 4,6 3,900 0 0
CHUBB CORP COM 171232101 250 2,452 SH   DFND 4,5,11,12 2,452 0 0
CHUBB CORP COM 171232101 112 1,100 SH   DFND 4,5,11,12 1,100 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,253 76,975 SH   DFND 4,5 76,975 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 2,070 70,711 SH   DFND 4,5 70,711 0 0
CHURCH & DWIGHT INC COM 171340102 4,663 59,448 SH   DFND 4,5 59,448 0 0
CHURCH & DWIGHT INC COM 171340102 1,727 22,021 SH   DFND 4,5 22,021 0 0
CHURCH & DWIGHT INC COM 171340102 118 1,500 SH   DFND 4,6 1,500 0 0
CHURCH & DWIGHT INC COM 171340102 692 8,828 SH   DFND 4,5,11,12 8,828 0 0
CHURCH & DWIGHT INC COM 171340102 71 900 SH   DFND 4,5,11,12 900 0 0
CIENA CORP COM NEW 171779309 1,402 73,626 SH   DFND 4,5 73,626 0 0
CIENA CORP COM NEW 171779309 1,385 72,757 SH   DFND 4,5,7 72,757 0 0
CIENA CORP COM NEW 171779309 158 8,278 SH   DFND 4,5,7 8,278 0 0
CIGNA CORPORATION COM 125509109 17,098 164,658 SH   DFND 4,5 164,658 0 0
CIGNA CORPORATION COM 125509109 3,178 30,601 SH   DFND 4,5 30,601 0 0
CIGNA CORPORATION COM 125509109 30 288 SH   DFND 4,5,7 288 0 0
CIGNA CORPORATION COM 125509109 7,653 73,700 SH   DFND 4,6 73,700 0 0
CIGNA CORPORATION COM 125509109 2,357 22,700 SH   DFND 4,6 22,700 0 0
CIGNA CORPORATION COM 125509109 696 6,700 SH   DFND 4,6 6,700 0 0
CIGNA CORPORATION COM 125509109 395 3,800 SH   DFND 4,6 3,800 0 0
CIGNA CORPORATION COM 125509109 125 1,200 SH   DFND 4,6 1,200 0 0
CIGNA CORPORATION COM 125509109 83 800 SH   DFND 4,6 800 0 0
CIGNA CORPORATION COM 125509109 122 1,175 SH   DFND 4,8 1,175 0 0
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CIGNA CORPORATION COM 125509109 649 6,249 SH   DFND 4,5,11,12 6,249 0 0
CIMAREX ENERGY CO COM 171798101 1,551 15,813 SH   DFND 4,5 15,813 0 0
CIMAREX ENERGY CO COM 171798101 745 7,599 SH   DFND 4,5 7,599 0 0
CIMAREX ENERGY CO COM 171798101 151 1,539 SH   DFND 4,5,11,12 1,539 0 0
CIMAREX ENERGY CO COM 171798101 49 500 SH   DFND 4,5,11,12 500 0 0
CINCINNATI FINL CORP COM 172062101 4,289 83,813 SH   DFND 4,5 83,813 0 0
CINCINNATI FINL CORP COM 172062101 995 19,446 SH   DFND 4,5 19,446 0 0
CINCINNATI FINL CORP COM 172062101 208 4,061 SH   DFND 4,5,11,12 4,061 0 0
CINCINNATI FINL CORP COM 172062101 51 1,000 SH   DFND 4,5,11,12 1,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,136 33,692 SH   DFND 4,5 33,692 0 0
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CINTAS CORP COM 172908105 29 379 SH   DFND 4,5,7 379 0 0
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CINTAS CORP COM 172908105 54 700 SH   DFND 4,5,11,12 700 0 0
CISCO SYS INC COM 17275R102 54,785 2,006,784 SH   DFND 4,5 2,006,784 0 0
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CISCO SYS INC COM 17275R102 43 1,586 SH   DFND   1,586 0 0
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CISCO SYS INC COM 17275R102 49,628 1,817,870 SH   DFND 4,5,11,12 1,817,870 0 0
CISCO SYS INC COM 17275R102 3,160 115,745 SH   DFND 4,5,11,12 115,745 0 0
CIT GROUP INC COM NEW 125581801 3,014 64,683 SH   DFND 4,5 64,683 0 0
CIT GROUP INC COM NEW 125581801 863 18,515 SH   DFND 4,5 18,515 0 0
CIT GROUP INC COM NEW 125581801 75 1,600 SH   DFND 4,5,11,12 1,600 0 0
CIT GROUP INC COM NEW 125581801 46 977 SH   DFND 4,5,11,12 977 0 0
CITIGROUP INC COM NEW 172967424 87,163 1,703,408 SH   DFND 4,5 1,703,408 0 0
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CITIGROUP INC COM NEW 172967424 7,599 148,500 SH   DFND 4,6 148,500 0 0
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CITIGROUP INC COM NEW 172967424 2,241 43,800 SH   DFND 4,6 43,800 0 0
CITIGROUP INC COM NEW 172967424 1,351 26,400 SH   DFND 4,6 26,400 0 0
CITIGROUP INC COM NEW 172967424 1,116 21,800 SH   DFND 4,6 21,800 0 0
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CITIGROUP INC COM NEW 172967424 819 16,000 SH   DFND 4,6 16,000 0 0
CITIGROUP INC COM NEW 172967424 803 15,700 SH   DFND 4,6 15,700 0 0
CITIGROUP INC COM NEW 172967424 307 6,000 SH   DFND 4,6 6,000 0 0
CITIGROUP INC COM NEW 172967424 320 6,255 SH   DFND 4,8 6,255 0 0
CITIGROUP INC COM NEW 172967424 52 1,016 SH   DFND 4,8 1,016 0 0
CITIGROUP INC COM NEW 172967424 34,889 681,833 SH   DFND 4,5,11,12 681,833 0 0
CITIGROUP INC COM NEW 172967424 2,824 55,198 SH   DFND 4,5,11,12 55,198 0 0
CITRIX SYS INC COM 177376100 3,190 52,098 SH   DFND 4,5 52,098 0 0
CITRIX SYS INC COM 177376100 1,097 17,916 SH   DFND 4,5 17,916 0 0
CITRIX SYS INC COM 177376100 433 7,079 SH   DFND 4,5,7 7,079 0 0
CITRIX SYS INC COM 177376100 183 2,991 SH   DFND 4,5,7 2,991 0 0
CITRIX SYS INC COM 177376100 22 366 SH   DFND 4,5,7 366 0 0
CITRIX SYS INC COM 177376100 2,572 42,000 SH   DFND 4,6 42,000 0 0
CITRIX SYS INC COM 177376100 716 11,700 SH   DFND 4,6 11,700 0 0
CITRIX SYS INC COM 177376100 122 2,000 SH   DFND 4,6 2,000 0 0
CITRIX SYS INC COM 177376100 170 2,772 SH   DFND 4,5,11,12 2,772 0 0
CITRIX SYS INC COM 177376100 67 1,100 SH   DFND 4,5,11,12 1,100 0 0
CITY NATL CORP COM 178566105 227 2,931 SH   DFND 4,5 2,931 0 0
CLEAN HARBORS INC COM 184496107 451 9,883 SH   DFND 4,5 9,883 0 0
CLEAN HARBORS INC COM 184496107 249 5,459 SH   DFND 4,5,7 5,459 0 0
CLECO CORP NEW COM 12561W105 1,270 23,162 SH   DFND 4,5 23,162 0 0
CLOROX CO DEL COM 189054109 6,569 61,901 SH   DFND 4,5 61,901 0 0
CLOROX CO DEL COM 189054109 1,130 10,650 SH   DFND 4,5 10,650 0 0
CLOROX CO DEL COM 189054109 2,738 25,800 SH   DFND 4,6 25,800 0 0
CLOROX CO DEL COM 189054109 679 6,400 SH   DFND 4,6 6,400 0 0
CLOROX CO DEL COM 189054109 117 1,100 SH   DFND 4,6 1,100 0 0
CLOROX CO DEL COM 189054109 117 1,100 SH   DFND 4,5,11,12 1,100 0 0
CLOROX CO DEL COM 189054109 74 700 SH   DFND 4,5,11,12 700 0 0
CLUBCORP HLDGS INC COM 18948M108 2,854 160,039 SH   DFND 4,5,7 160,039 0 0
CME GROUP INC COM 12572Q105 3,272 37,053 SH   DFND 4,5 37,053 0 0
CME GROUP INC COM 12572Q105 2,659 30,115 SH   DFND 4,5 30,115 0 0
CME GROUP INC COM 12572Q105 5,298 60,000 SH   DFND 1 60,000 0 0
CME GROUP INC COM 12572Q105 1,766 20,000 SH   DFND 1 20,000 0 0
CME GROUP INC COM 12572Q105 336 3,805 SH   DFND 4,5,11,12 3,805 0 0
CME GROUP INC COM 12572Q105 177 2,000 SH   DFND 4,5,11,12 2,000 0 0
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COVIDIEN PLC SHS G2554F113 45,572 438,400 SH   DFND 4,5,7 438,400 0 0
COVIDIEN PLC SHS G2554F113 17,233 165,778 SH   DFND 4,5,7 165,778 0 0
COVIDIEN PLC SHS G2554F113 914 8,793 SH   DFND 4,5,7 8,793 0 0
COVIDIEN PLC SHS G2554F113 615 5,919 SH   DFND 4,5,11,12 5,919 0 0
COVIDIEN PLC SHS G2554F113 301 2,900 SH   DFND 4,5,11,12 2,900 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 274 20,000 SH   DFND 4,5 20,000 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 118 8,600 SH   DFND 4,5 8,600 0 0
CRACKER BARREL OLD CTRY STORE COM 22410J106 246 1,800 SH   DFND 1,3 1,800 0 0
CRANE CO COM 224399105 526 9,237 SH   DFND 4,5 9,237 0 0
CREDICORP LTD COM G2519Y108 49,668 319,368 SH   DFND 4,5 319,368 0 0
CREDICORP LTD COM G2519Y108 46,174 296,900 SH   DFND 4,5 296,900 0 0
CREDICORP LTD COM G2519Y108 88 564 SH   DFND 1 564 0 0
CREE INC COM 225447101 386 12,673 SH   DFND 4,5 12,673 0 0
CREE INC COM 225447101 160 5,260 SH   DFND 4,5 5,260 0 0
CREE INC COM 225447101 70 2,292 SH   DFND 4,5,11,12 2,292 0 0
CREE INC COM 225447101 21 700 SH   DFND 4,5,11,12 700 0 0
CRESCENT PT ENERGY CORP COM 22576C101 813 37,009 SH   DFND 4,5 37,009 0 0
CRESCENT PT ENERGY CORP COM 22576C101 474 21,589 SH   DFND 4,5 21,589 0 0
CRESCENT PT ENERGY CORP COM 22576C101 195 8,868 SH   DFND 4,5,11,12 8,868 0 0
CRESCENT PT ENERGY CORP COM 22576C101 40 1,840 SH   DFND 4,5,11,12 1,840 0 0
CRITEO S A SPONS ADS 226718104 1,057 26,667 SH   DFND 4,5,7 26,667 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,795 47,139 SH   DFND 4,5 47,139 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,170 26,959 SH   DFND 4,5 26,959 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 29 360 SH   DFND 4,8 360 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,275 53,100 SH   DFND 4,5,11,12 53,100 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 467 5,798 SH   DFND 4,5,11,12 5,798 0 0
CROWN HOLDINGS INC COM 228368106 1,087 22,551 SH   DFND 4,5 22,551 0 0
CROWN HOLDINGS INC COM 228368106 674 13,973 SH   DFND 4,5 13,973 0 0
CROWN HOLDINGS INC COM 228368106 623 12,924 SH   DFND 4,1 12,924 0 0
CROWN HOLDINGS INC COM 228368106 178 3,700 SH   DFND 4,6 3,700 0 0
CROWN HOLDINGS INC COM 228368106 1,133 23,510 SH   DFND 4,8 23,510 0 0
CROWN HOLDINGS INC COM 228368106 43 890 SH   DFND 4,8 890 0 0
CROWN HOLDINGS INC COM 228368106 43 900 SH   DFND 4,5,11,12 900 0 0
CST BRANDS INC COM 12646R105 930 21,231 SH   DFND 4,5 21,231 0 0
CSX CORP COM 126408103 15,472 456,012 SH   DFND 4,5 456,012 0 0
CSX CORP COM 126408103 4,255 125,395 SH   DFND 4,5 125,395 0 0
CSX CORP COM 126408103 4,404 129,800 SH   DFND 4,6 129,800 0 0
CSX CORP COM 126408103 916 27,000 SH   DFND 4,6 27,000 0 0
CSX CORP COM 126408103 397 11,691 SH   DFND 4,6 11,691 0 0
CSX CORP COM 126408103 126 3,700 SH   DFND 4,6 3,700 0 0
CSX CORP COM 126408103 167 4,935 SH   DFND 4,8 4,935 0 0
CSX CORP COM 126408103 17,942 528,800 SH   DFND 4,5,11,12 528,800 0 0
CSX CORP COM 126408103 808 23,822 SH   DFND 4,5,11,12 23,822 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 33 720 SH   DFND 4,5,7 720 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 50 1,100 SH   DFND 4,6 1,100 0 0
CTRIP COM INTL LTD SR CV NT 1.25%18 22943FAD2 3,473 3,576,000 PRN   DFND 4,5 0 0 3,576,000
CTRIP COM INTL LTD SR CV NT 1.25%18 22943FAD2 4,600 4,736,000 PRN   DFND 4,5,7 0 0 4,736,000
CTRIP COM INTL LTD SR CV NT 1.25%18 22943FAD2 716 737,000 PRN   DFND 4,5,7 0 0 737,000
CTRIP COM INTL LTD SR CV NT 1.25%18 22943FAD2 232 239,000 PRN   DFND 4,5,7 0 0 239,000
CUBESMART COM 229663109 819 34,800 SH   DFND 4,5 34,800 0 0
CUBESMART COM 229663109 259 11,000 SH   DFND 4,5,11,12 11,000 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 5,179 51,382 SH   DFND 4,5,7 51,382 0 0
CUBIST PHARMACEUTICALS INC COM 229678107 275 2,727 SH   DFND 4,5,7 2,727 0 0
CULLEN FROST BANKERS INC COM 229899109 377 5,718 SH   DFND 4,5 5,718 0 0
CUMMINS INC COM 231021106 28,933 202,430 SH   DFND 4,5 202,430 0 0
CUMMINS INC COM 231021106 14,223 99,509 SH   DFND 4,5 99,509 0 0
CUMMINS INC COM 231021106 699 4,889 SH   DFND 1,3 4,889 0 0
CUMMINS INC COM 231021106 7,428 51,967 SH   DFND 1,2 51,967 0 0
CUMMINS INC COM 231021106 896 6,270 SH   DFND   6,270 0 0
CUMMINS INC COM 231021106 377 2,638 SH   DFND 4,6 2,638 0 0
CUMMINS INC COM 231021106 160 1,116 SH   DFND 4,8 1,116 0 0
CUMMINS INC COM 231021106 17,966 125,700 SH   DFND 4,5,11,12 125,700 0 0
CUMMINS INC COM 231021106 771 5,396 SH   DFND 4,5,11,12 5,396 0 0
CUMULUS MEDIA INC CL A 231082108 1,193 305,227 SH   DFND 4,5,7 305,227 0 0
CVS HEALTH CORP COM 126650100 57,816 602,691 SH   DFND 4,5 602,691 0 0
CVS HEALTH CORP COM 126650100 29,929 311,985 SH   DFND 4,5 311,985 0 0
CVS HEALTH CORP COM 126650100 32 329 SH   DFND 4,5,7 329 0 0
CVS HEALTH CORP COM 126650100 1,609 16,771 SH   DFND 4,1 16,771 0 0
CVS HEALTH CORP COM 126650100 1,314 13,698 SH   DFND 1,3 13,698 0 0
CVS HEALTH CORP COM 126650100 21,835 227,618 SH   DFND 1,2 227,618 0 0
CVS HEALTH CORP COM 126650100 237 2,474 SH   DFND   2,474 0 0
CVS HEALTH CORP COM 126650100 182 1,900 SH   DFND 1 1,900 0 0
CVS HEALTH CORP COM 126650100 7,197 75,028 SH   DFND 4,6 75,028 0 0
CVS HEALTH CORP COM 126650100 6,063 63,200 SH   DFND 4,6 63,200 0 0
CVS HEALTH CORP COM 126650100 2,015 21,000 SH   DFND 4,6 21,000 0 0
CVS HEALTH CORP COM 126650100 1,007 10,500 SH   DFND 4,6 10,500 0 0
CVS HEALTH CORP COM 126650100 764 7,966 SH   DFND 4,6 7,966 0 0
CVS HEALTH CORP COM 126650100 297 3,100 SH   DFND 4,6 3,100 0 0
CVS HEALTH CORP COM 126650100 192 2,000 SH   DFND 4,6 2,000 0 0
CVS HEALTH CORP COM 126650100 1,663 17,332 SH   DFND 4,5,11,12 17,332 0 0
CVS HEALTH CORP COM 126650100 595 6,200 SH   DFND 4,5,11,12 6,200 0 0
CYNOSURE INC CL A 232577205 255 9,203 SH   DFND 1,3 9,203 0 0
CYRUSONE INC COM 23283R100 201 7,300 SH   DFND 4,5 7,300 0 0
CYRUSONE INC COM 23283R100 1,779 64,585 SH   DFND 4,5,7 64,585 0 0
CYRUSONE INC COM 23283R100 69 2,500 SH   DFND 4,5,11,12 2,500 0 0
D R HORTON INC COM 23331A109 1,085 42,808 SH   DFND 4,5 42,808 0 0
D R HORTON INC COM 23331A109 452 17,827 SH   DFND 4,5 17,827 0 0
D R HORTON INC COM 23331A109 342 13,500 SH   DFND 4,6 13,500 0 0
D R HORTON INC COM 23331A109 59 2,345 SH   DFND 4,5,11,12 2,345 0 0
D R HORTON INC COM 23331A109 46 1,800 SH   DFND 4,5,11,12 1,800 0 0
DANA HLDG CORP COM 235825205 13,938 655,280 SH   DFND 4,5 655,280 0 0
DANAHER CORP DEL COM 235851102 5,724 67,500 SH Call DFND 4,5 0 0 0
DANAHER CORP DEL COM 235851102 1,891 22,300 SH Call DFND 4,5 0 0 0
DANAHER CORP DEL COM 235851102 1,832 21,600 SH Call DFND 4,5 0 0 0
DANAHER CORP DEL COM 235851102 729 8,600 SH Call DFND 4,5 0 0 0
DANAHER CORP DEL COM 235851102 27,698 326,632 SH   DFND 4,5 326,632 0 0
DANAHER CORP DEL COM 235851102 15,512 182,926 SH   DFND 4,5 182,926 0 0
DANAHER CORP DEL COM 235851102 1,129 13,316 SH   DFND 4,1 13,316 0 0
DANAHER CORP DEL COM 235851102 458 5,400 SH   DFND 1,3 5,400 0 0
DANAHER CORP DEL COM 235851102 1,984 23,400 SH   DFND 4,6 23,400 0 0
DANAHER CORP DEL COM 235851102 950 11,200 SH   DFND 4,6 11,200 0 0
DANAHER CORP DEL COM 235851102 416 4,900 SH   DFND 4,6 4,900 0 0
DANAHER CORP DEL COM 235851102 153 1,800 SH   DFND 4,6 1,800 0 0
DANAHER CORP DEL COM 235851102 153 1,800 SH   DFND 4,6 1,800 0 0
DANAHER CORP DEL COM 235851102 69 813 SH   DFND 4,8 813 0 0
DANAHER CORP DEL COM 235851102 757 8,928 SH   DFND 4,5,11,12 8,928 0 0
DANAHER CORP DEL COM 235851102 297 3,500 SH   DFND 4,5,11,12 3,500 0 0
DARDEN RESTAURANTS INC COM 237194105 19,142 318,020 SH   DFND 4,5 318,020 0 0
DARDEN RESTAURANTS INC COM 237194105 1,057 17,554 SH   DFND 4,5 17,554 0 0
DARDEN RESTAURANTS INC COM 237194105 118 1,967 SH   DFND 4,5,11,12 1,967 0 0
DARDEN RESTAURANTS INC COM 237194105 48 800 SH   DFND 4,5,11,12 800 0 0
DARLING INGREDIENTS INC COM 237266101 197 11,100 SH   DFND 4,5 11,100 0 0
DARLING INGREDIENTS INC COM 237266101 39 2,200 SH   DFND 4,5,11,12 2,200 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,795 24,158 SH   DFND 4,5 24,158 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,137 15,301 SH   DFND 4,5 15,301 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 125 1,689 SH   DFND 4,8 1,689 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 89 1,200 SH   DFND 4,5,11,12 1,200 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 65 872 SH   DFND 4,5,11,12 872 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 807 22,100 SH   DFND 4,5 22,100 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 237 6,500 SH   DFND 4,5,11,12 6,500 0 0
DDR CORP COM 23317H102 1,301 67,400 SH   DFND 4,5 67,400 0 0
DDR CORP COM 23317H102 438 22,680 SH   DFND 4,5,11,12 22,680 0 0
DEAN FOODS CO NEW COM NEW 242370203 1,892 101,735 SH   DFND 4,5 101,735 0 0
DEAN FOODS CO NEW COM NEW 242370203 989 53,150 SH   DFND 4,6 53,150 0 0
DEAN FOODS CO NEW COM NEW 242370203 361 19,400 SH   DFND 4,6 19,400 0 0
DEAN FOODS CO NEW COM NEW 242370203 82 4,400 SH   DFND 4,6 4,400 0 0
DEERE & CO COM 244199105 17,098 200,301 SH   DFND 4,5 200,301 0 0
DEERE & CO COM 244199105 13,582 159,118 SH   DFND 4,5 159,118 0 0
DEERE & CO COM 244199105 27 319 SH   DFND 4,5,7 319 0 0
DEERE & CO COM 244199105 4,113 48,182 SH   DFND 1,2 48,182 0 0
DEERE & CO COM 244199105 697 8,160 SH   DFND   8,160 0 0
DEERE & CO COM 244199105 3,909 45,800 SH   DFND 4,6 45,800 0 0
DEERE & CO COM 244199105 3,278 38,400 SH   DFND 4,6 38,400 0 0
DEERE & CO COM 244199105 965 11,300 SH   DFND 4,6 11,300 0 0
DEERE & CO COM 244199105 343 4,013 SH   DFND 4,6 4,013 0 0
DEERE & CO COM 244199105 196 2,300 SH   DFND 4,6 2,300 0 0
DEERE & CO COM 244199105 132 1,550 SH   DFND 4,6 1,550 0 0
DEERE & CO COM 244199105 2,697 31,600 SH   DFND 4,5,11,12 31,600 0 0
DEERE & CO COM 244199105 1,570 18,393 SH   DFND 4,5,11,12 18,393 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 12,825 184,459 SH   DFND 4,5 184,459 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,428 34,922 SH   DFND 4,5 34,922 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 3,129 45,000 SH   DFND 4,6 45,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 2,517 36,200 SH   DFND 4,6 36,200 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 848 12,200 SH   DFND 4,6 12,200 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 695 10,000 SH   DFND 4,6 10,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 626 9,000 SH   DFND 4,6 9,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 139 2,000 SH   DFND 4,6 2,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 56 801 SH   DFND 4,8 801 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 417 6,000 SH   DFND 4,5,11,12 6,000 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 83 1,200 SH   DFND 4,5,11,12 1,200 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,785 123,163 SH   DFND 4,5 123,163 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,112 66,247 SH   DFND 4,5 66,247 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 1,215 25,858 SH   DFND 4,1 25,858 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,239 111,547 SH   DFND 1,2 111,547 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 70 1,500 SH   DFND 4,5,11,12 1,500 0 0
DELUXE CORP COM 248019101 1,854 30,609 SH   DFND 4,5 30,609 0 0
DEMANDWARE INC COM 24802Y105 833 15,700 SH   DFND 4,5 15,700 0 0
DENBURY RES INC COM NEW 247916208 239 34,768 SH   DFND 4,5 34,768 0 0
DENBURY RES INC COM NEW 247916208 183 26,527 SH   DFND 4,5 26,527 0 0
DENBURY RES INC COM NEW 247916208 64 9,296 SH   DFND 4,5,11,12 9,296 0 0
DENBURY RES INC COM NEW 247916208 17 2,400 SH   DFND 4,5,11,12 2,400 0 0
DENTSPLY INTL INC NEW COM 249030107 938 17,949 SH   DFND 4,5 17,949 0 0
DENTSPLY INTL INC NEW COM 249030107 680 13,009 SH   DFND 4,5 13,009 0 0
DENTSPLY INTL INC NEW COM 249030107 185 3,546 SH   DFND 4,5,11,12 3,546 0 0
DENTSPLY INTL INC NEW COM 249030107 47 900 SH   DFND 4,5,11,12 900 0 0
DEPOMED INC SR GLBL CV NT 21 249908AA2 2,735 2,522,000 PRN   DFND 4,5,7 0 0 2,522,000
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DEUTSCHE BANK AG NAMEN AKT D18190898 39,448 1,376,424 SH   DFND 4,5 1,376,424 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 3,512 122,528 SH   DFND 4,5,7 122,528 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 484 16,895 SH   DFND 4,1 16,895 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 484 16,895 SH   DFND 4,1 16,895 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4,065 141,830 SH   DFND 4,5 141,830 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,778 62,026 SH   DFND 4,5 62,026 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 161 5,611 SH   DFND 4,5 5,611 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 18 645 SH   DFND 4,5 645 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 26,629 929,144 SH   DFND 1,3 929,144 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,868 65,181 SH   DFND   65,181 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 9,012 314,452 SH   DFND 4,6 314,452 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 5,830 203,414 SH   DFND 4,6 203,414 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4,537 158,293 SH   DFND 4,6 158,293 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 4,323 150,841 SH   DFND 4,6 150,841 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,704 94,333 SH   DFND 4,6 94,333 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,086 72,786 SH   DFND 4,6 72,786 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,711 59,691 SH   DFND 4,6 59,691 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,316 45,913 SH   DFND 4,6 45,913 0 0
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DEUTSCHE BANK AG NAMEN AKT D18190898 961 33,523 SH   DFND 4,6 33,523 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 700 24,413 SH   DFND 4,6 24,413 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 641 22,371 SH   DFND 4,6 22,371 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 498 17,370 SH   DFND 4,6 17,370 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 421 14,691 SH   DFND 4,6 14,691 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 383 13,371 SH   DFND 4,6 13,371 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 370 12,921 SH   DFND 4,6 12,921 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 249 8,699 SH   DFND 4,6 8,699 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 121 4,228 SH   DFND 4,6 4,228 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 119 4,156 SH   DFND 4,6 4,156 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,780 62,113 SH   DFND 4,9 62,113 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,208 42,165 SH   DFND 4,9 42,165 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2,594 90,498 SH   DFND   90,498 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 855 29,846 SH   DFND   29,846 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 157 5,491 SH   DFND   5,491 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 10 359 SH   DFND   359 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 7 261 SH   DFND   261 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 6 202 SH   DFND   202 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 5 159 SH   DFND   159 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 3 120 SH   DFND   120 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 2 81 SH   DFND   81 0 0
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DEUTSCHE BANK AG NAMEN AKT D18190898 66,635 2,325,000 SH   DFND 4,5 2,325,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 5,732 200,000 SH   DFND 4,5 200,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,204 42,000 SH   DFND 4,8 42,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,020 35,573 SH   DFND 4,8 35,573 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 625 21,808 SH   DFND 4,8 21,808 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 556 19,396 SH   DFND 4,8 19,396 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 398 13,892 SH   DFND 4,8 13,892 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 195 6,787 SH   DFND 4,8 6,787 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 148 5,155 SH   DFND 4,8 5,155 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 116 4,039 SH   DFND 4,8 4,039 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 98 3,407 SH   DFND 4,8 3,407 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 88 3,086 SH   DFND 4,8 3,086 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 63 2,193 SH   DFND 4,8 2,193 0 0
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DEUTSCHE BANK AG NAMEN AKT D18190898 41 1,427 SH   DFND 4,8 1,427 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 26 900 SH   DFND 4,8 900 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23 819 SH   DFND 4,8 819 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 23 802 SH   DFND 4,8 802 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 17 591 SH   DFND 4,8 591 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 16 575 SH   DFND 4,8 575 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 16 566 SH   DFND 4,8 566 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 13 461 SH   DFND 4,8 461 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 10 357 SH   DFND 4,8 357 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 641 22,373 SH   DFND 4,5,11,12 22,373 0 0
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DEVON ENERGY CORP NEW COM 25179M103 8,447 146,226 SH   DFND 4,5 146,226 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,172 37,594 SH   DFND 4,5 37,594 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,848 49,300 SH   DFND 4,6 49,300 0 0
DEVON ENERGY CORP NEW COM 25179M103 930 16,100 SH   DFND 4,6 16,100 0 0
DEVON ENERGY CORP NEW COM 25179M103 491 8,500 SH   DFND 4,6 8,500 0 0
DEVON ENERGY CORP NEW COM 25179M103 426 7,381 SH   DFND 4,6 7,381 0 0
DEVON ENERGY CORP NEW COM 25179M103 289 5,000 SH   DFND 4,6 5,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 196 3,400 SH   DFND 4,6 3,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 139 2,400 SH   DFND 4,6 2,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 126 2,184 SH   DFND 4,8 2,184 0 0
DEVON ENERGY CORP NEW COM 25179M103 86 1,496 SH   DFND 4,8 1,496 0 0
DEVON ENERGY CORP NEW COM 25179M103 9,612 166,380 SH   DFND 4,5,11,12 166,380 0 0
DEVON ENERGY CORP NEW COM 25179M103 484 8,385 SH   DFND 4,5,11,12 8,385 0 0
DEVRY ED GROUP INC COM 251893103 1,623 37,496 SH   DFND 4,5 37,496 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 568 17,068 SH   DFND 4,5 17,068 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 276 8,290 SH   DFND 4,5 8,290 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 62 1,869 SH   DFND 4,5,11,12 1,869 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 20 600 SH   DFND 4,5,11,12 600 0 0
DIAMOND RESORTS INTL INC COM 25272T104 170 6,100 SH   DFND 4,5 6,100 0 0
DIAMOND RESORTS INTL INC COM 25272T104 4,373 156,911 SH   DFND 4,5,7 156,911 0 0
DIAMOND RESORTS INTL INC COM 25272T104 106 3,800 SH   DFND 4,6 3,800 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 196 13,332 SH   DFND 4,5,11,12 13,332 0 0
DICKS SPORTING GOODS INC COM 253393102 12,507 227,366 SH   DFND 4,5 227,366 0 0
DICKS SPORTING GOODS INC COM 253393102 578 10,500 SH   DFND 4,5 10,500 0 0
DICKS SPORTING GOODS INC COM 253393102 33 600 SH   DFND 4,5,11,12 600 0 0
DIGITAL RLTY TR INC COM 253868103 3,893 57,231 SH   DFND 4,5 57,231 0 0
DIGITAL RLTY TR INC COM 253868103 722 10,609 SH   DFND 4,5 10,609 0 0
DIGITAL RLTY TR INC COM 253868103 934 13,735 SH   DFND 4,5,11,12 13,735 0 0
DIGITAL RLTY TR INC COM 253868103 48 700 SH   DFND 4,5,11,12 700 0 0
DIRECTV COM 25490A309 4,087 47,767 SH   DFND 4,5 47,767 0 0
DIRECTV COM 25490A309 3,356 39,224 SH   DFND 4,5 39,224 0 0
DIRECTV COM 25490A309 42,754 499,700 SH   DFND 4,5,7 499,700 0 0
DIRECTV COM 25490A309 11,433 133,623 SH   DFND 4,5,7 133,623 0 0
DIRECTV COM 25490A309 606 7,086 SH   DFND 4,5,7 7,086 0 0
DIRECTV COM 25490A309 26 302 SH   DFND 4,5,7 302 0 0
DIRECTV COM 25490A309 1,344 15,707 SH   DFND 1,3 15,707 0 0
DIRECTV COM 25490A309 13,212 154,418 SH   DFND 1,2 154,418 0 0
DIRECTV COM 25490A309 45 531 SH   DFND   531 0 0
DIRECTV COM 25490A309 400 4,672 SH   DFND 4,6 4,672 0 0
DIRECTV COM 25490A309 0 1 SH   DFND   1 0 0
DIRECTV COM 25490A309 662 7,736 SH   DFND 4,5,11,12 7,736 0 0
DIRECTV COM 25490A309 214 2,500 SH   DFND 4,5,11,12 2,500 0 0
DIREXION SHS ETF TR 20YR TRES BEAR 25459Y678 21 750 SH   DFND   750 0 0
DISCOVER FINL SVCS COM 254709108 27,800 438,975 SH   DFND 4,5 438,975 0 0
DISCOVER FINL SVCS COM 254709108 2,870 45,313 SH   DFND 4,5 45,313 0 0
DISCOVER FINL SVCS COM 254709108 258 4,080 SH   DFND 4,5,7 4,080 0 0
DISCOVER FINL SVCS COM 254709108 184 2,900 SH   DFND 4,5,7 2,900 0 0
DISCOVER FINL SVCS COM 254709108 3,673 58,000 SH   DFND 4,6 58,000 0 0
DISCOVER FINL SVCS COM 254709108 906 14,300 SH   DFND 4,6 14,300 0 0
DISCOVER FINL SVCS COM 254709108 114 1,800 SH   DFND 4,6 1,800 0 0
DISCOVER FINL SVCS COM 254709108 1,274 20,118 SH   DFND 4,8 20,118 0 0
DISCOVER FINL SVCS COM 254709108 453 7,159 SH   DFND 4,5,11,12 7,159 0 0
DISCOVER FINL SVCS COM 254709108 203 3,200 SH   DFND 4,5,11,12 3,200 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,056 32,785 SH   DFND 4,5 32,785 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 431 13,388 SH   DFND 4,5 13,388 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,323 42,248 SH   DFND 4,5 42,248 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 904 28,849 SH   DFND 4,5 28,849 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 22 691 SH   DFND 4,5,7 691 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,227 38,100 SH   DFND 4,6 38,100 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 193 6,000 SH   DFND 4,6 6,000 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 35 1,100 SH   DFND 4,6 1,100 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 110 3,424 SH   DFND 4,5,11,12 3,424 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 26 800 SH   DFND 4,5,11,12 800 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 361 11,524 SH   DFND 4,5,11,12 11,524 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 69 2,200 SH   DFND 4,5,11,12 2,200 0 0
DISH NETWORK CORP CL A 25470M109 2,096 30,613 SH   DFND 4,5 30,613 0 0
DISH NETWORK CORP CL A 25470M109 1,811 26,449 SH   DFND 4,5 26,449 0 0
DISH NETWORK CORP CL A 25470M109 774 11,300 SH   DFND 4,5,7 11,300 0 0
DISH NETWORK CORP CL A 25470M109 123 1,790 SH   DFND 4,5,7 1,790 0 0
DISH NETWORK CORP CL A 25470M109 840 12,270 SH   DFND 4,1 12,270 0 0
DISH NETWORK CORP CL A 25470M109 342 5,000 SH   DFND 4,6 5,000 0 0
DISH NETWORK CORP CL A 25470M109 178 2,600 SH   DFND 4,6 2,600 0 0
DISH NETWORK CORP CL A 25470M109 341 4,979 SH   DFND 4,8 4,979 0 0
DISH NETWORK CORP CL A 25470M109 157 2,294 SH   DFND 4,5,11,12 2,294 0 0
DISH NETWORK CORP CL A 25470M109 89 1,300 SH   DFND 4,5,11,12 1,300 0 0
DISNEY WALT CO COM DISNEY 254687106 54,556 587,695 SH   DFND 4,5 587,695 0 0
DISNEY WALT CO COM DISNEY 254687106 14,156 152,495 SH   DFND 4,5 152,495 0 0
DISNEY WALT CO COM DISNEY 254687106 1,872 20,165 SH   DFND 4,1 20,165 0 0
DISNEY WALT CO COM DISNEY 254687106 19 200 SH   DFND   200 0 0
DISNEY WALT CO COM DISNEY 254687106 8,469 91,235 SH   DFND 4,6 91,235 0 0
DISNEY WALT CO COM DISNEY 254687106 2,553 27,500 SH   DFND 4,6 27,500 0 0
DISNEY WALT CO COM DISNEY 254687106 1,244 13,400 SH   DFND 4,6 13,400 0 0
DISNEY WALT CO COM DISNEY 254687106 928 10,000 SH   DFND 4,6 10,000 0 0
DISNEY WALT CO COM DISNEY 254687106 873 9,400 SH   DFND 4,6 9,400 0 0
DISNEY WALT CO COM DISNEY 254687106 678 7,300 SH   DFND 4,6 7,300 0 0
DISNEY WALT CO COM DISNEY 254687106 603 6,500 SH   DFND 4,6 6,500 0 0
DISNEY WALT CO COM DISNEY 254687106 283 3,050 SH   DFND 4,6 3,050 0 0
DISNEY WALT CO COM DISNEY 254687106 301 3,239 SH   DFND 4,8 3,239 0 0
DISNEY WALT CO COM DISNEY 254687106 112 1,206 SH   DFND 4,8 1,206 0 0
DISNEY WALT CO COM DISNEY 254687106 33,665 362,650 SH   DFND 4,5,11,12 362,650 0 0
DISNEY WALT CO COM DISNEY 254687106 3,641 39,224 SH   DFND 4,5,11,12 39,224 0 0
DOLLAR GEN CORP NEW COM 256677105 2,983 42,451 SH   DFND 4,5 42,451 0 0
DOLLAR GEN CORP NEW COM 256677105 1,883 26,800 SH   DFND 4,5 26,800 0 0
DOLLAR GEN CORP NEW COM 256677105 30 428 SH   DFND 4,5,7 428 0 0
DOLLAR GEN CORP NEW COM 256677105 3 45 SH   DFND 4,5,7 45 0 0
DOLLAR GEN CORP NEW COM 256677105 0 2 SH   DFND 4,5,7 2 0 0
DOLLAR GEN CORP NEW COM 256677105 481 6,844 SH   DFND 4,5,11,12 6,844 0 0
DOLLAR GEN CORP NEW COM 256677105 91 1,300 SH   DFND 4,5,11,12 1,300 0 0
DOLLAR TREE INC COM 256746108 2,491 35,168 SH   DFND 4,5 35,168 0 0
DOLLAR TREE INC COM 256746108 1,260 17,791 SH   DFND 4,5 17,791 0 0
DOLLAR TREE INC COM 256746108 155 2,194 SH   DFND 4,5,7 2,194 0 0
DOLLAR TREE INC COM 256746108 33 466 SH   DFND 4,5,7 466 0 0
DOLLAR TREE INC COM 256746108 6 80 SH   DFND 4,5,7 80 0 0
DOLLAR TREE INC COM 256746108 1,919 27,100 SH   DFND 4,6 27,100 0 0
DOLLAR TREE INC COM 256746108 807 11,400 SH   DFND 4,6 11,400 0 0
DOLLAR TREE INC COM 256746108 630 8,900 SH   DFND 4,6 8,900 0 0
DOLLAR TREE INC COM 256746108 156 2,200 SH   DFND 4,6 2,200 0 0
DOLLAR TREE INC COM 256746108 281 3,968 SH   DFND 4,5,11,12 3,968 0 0
DOLLAR TREE INC COM 256746108 99 1,400 SH   DFND 4,5,11,12 1,400 0 0
DOMINION DIAMOND CORP COM 257287102 2,282 127,700 SH   DFND 4,5 127,700 0 0
DOMINION RES INC VA NEW COM 25746U109 6,151 80,431 SH   DFND 4,5 80,431 0 0
DOMINION RES INC VA NEW COM 25746U109 4,541 59,388 SH   DFND 4,5 59,388 0 0
DOMINION RES INC VA NEW COM 25746U109 1,728 22,600 SH   DFND 4,6 22,600 0 0
DOMINION RES INC VA NEW COM 25746U109 612 8,000 SH   DFND 4,6 8,000 0 0
DOMINION RES INC VA NEW COM 25746U109 551 7,200 SH   DFND 4,6 7,200 0 0
DOMINION RES INC VA NEW COM 25746U109 84 1,100 SH   DFND 4,6 1,100 0 0
DOMINION RES INC VA NEW COM 25746U109 570 7,456 SH   DFND 4,5,11,12 7,456 0 0
DOMINION RES INC VA NEW COM 25746U109 268 3,500 SH   DFND 4,5,11,12 3,500 0 0
DOMINOS PIZZA INC COM 25754A201 202 2,069 SH   DFND 1,3 2,069 0 0
DOMINOS PIZZA INC COM 25754A201 12,399 127,168 SH   DFND 1,2 127,168 0 0
DOMTAR CORP COM NEW 257559203 577 15,221 SH   DFND 4,5 15,221 0 0
DONALDSON INC COM 257651109 1,653 44,332 SH   DFND 4,5 44,332 0 0
DONNELLEY R R & SONS CO COM 257867101 3,519 220,389 SH   DFND 4,5 220,389 0 0
DOUGLAS EMMETT INC COM 25960P109 664 22,500 SH   DFND 4,5 22,500 0 0
DOUGLAS EMMETT INC COM 25960P109 289 9,800 SH   DFND 4,5,11,12 9,800 0 0
DOVER CORP COM 260003108 6,035 86,566 SH   DFND 4,5 86,566 0 0
DOVER CORP COM 260003108 899 12,903 SH   DFND 4,5 12,903 0 0
DOVER CORP COM 260003108 173 2,481 SH   DFND 4,5,11,12 2,481 0 0
DOVER CORP COM 260003108 77 1,100 SH   DFND 4,5,11,12 1,100 0 0
DOW CHEM CO COM 260543103 47,095 1,085,132 SH   DFND 4,5 1,085,132 0 0
DOW CHEM CO COM 260543103 11,881 273,745 SH   DFND 4,5 273,745 0 0
DOW CHEM CO COM 260543103 4,123 95,000 SH   DFND 4,6 95,000 0 0
DOW CHEM CO COM 260543103 3,737 86,100 SH   DFND 4,6 86,100 0 0
DOW CHEM CO COM 260543103 1,033 23,800 SH   DFND 4,6 23,800 0 0
DOW CHEM CO COM 260543103 629 14,500 SH   DFND 4,6 14,500 0 0
DOW CHEM CO COM 260543103 534 12,300 SH   DFND 4,6 12,300 0 0
DOW CHEM CO COM 260543103 380 8,764 SH   DFND 4,6 8,764 0 0
DOW CHEM CO COM 260543103 148 3,400 SH   DFND 4,6 3,400 0 0
DOW CHEM CO COM 260543103 382 8,801 SH   DFND 4,8 8,801 0 0
DOW CHEM CO COM 260543103 1,330 30,647 SH   DFND 4,5,11,12 30,647 0 0
DOW CHEM CO COM 260543103 312 7,200 SH   DFND 4,5,11,12 7,200 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,477 116,889 SH   DFND 4,5 116,889 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,783 38,371 SH   DFND 4,5 38,371 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,626 50,000 SH   DFND 4,6 50,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,937 40,500 SH   DFND 4,6 40,500 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 848 11,700 SH   DFND 4,6 11,700 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 725 10,000 SH   DFND 4,6 10,000 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 609 8,400 SH   DFND 4,6 8,400 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 131 1,800 SH   DFND 4,6 1,800 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 106 1,462 SH   DFND 4,5,11,12 1,462 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 94 1,300 SH   DFND 4,5,11,12 1,300 0 0
DR REDDYS LABS LTD ADR 256135203 6,859 142,500 SH   DFND 4,5 142,500 0 0
DR REDDYS LABS LTD ADR 256135203 274 5,700 SH   DFND 4,5 5,700 0 0
DR REDDYS LABS LTD ADR 256135203 1,256 26,100 SH   DFND 4,6 26,100 0 0
DR REDDYS LABS LTD ADR 256135203 924 19,200 SH   DFND 4,6 19,200 0 0
DR REDDYS LABS LTD ADR 256135203 385 8,000 SH   DFND 4,6 8,000 0 0
DRESSER-RAND GROUP INC COM 261608103 2,404 29,577 SH   DFND 4,5,7 29,577 0 0
DRESSER-RAND GROUP INC COM 261608103 128 1,570 SH   DFND 4,5,7 1,570 0 0
DREW INDS INC COM NEW 26168L205 1,017 21,190 SH   DFND 1,3 21,190 0 0
DRIL-QUIP INC COM 262037104 842 11,638 SH   DFND 4,5 11,638 0 0
DRYSHIPS INC SHS Y2109Q101 6 5,777 SH   DFND 4,5,7 5,777 0 0
DST SYS INC DEL COM 233326107 1,813 19,170 SH   DFND 4,5 19,170 0 0
DST SYS INC DEL COM 233326107 210 2,223 SH   DFND 4,5 2,223 0 0
DTE ENERGY CO COM 233331107 1,338 15,375 SH   DFND 4,5 15,375 0 0
DTE ENERGY CO COM 233331107 1,337 15,361 SH   DFND 4,5 15,361 0 0
DTE ENERGY CO COM 233331107 282 3,239 SH   DFND 4,8 3,239 0 0
DTE ENERGY CO COM 233331107 147 1,683 SH   DFND 4,8 1,683 0 0
DTE ENERGY CO COM 233331107 29,641 340,500 SH   DFND 4,5,11,12 340,500 0 0
DTE ENERGY CO COM 233331107 1,941 22,300 SH   DFND 4,5,11,12 22,300 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 11,252 155,601 SH   DFND 4,5 155,601 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 9,455 130,755 SH   DFND 4,5 130,755 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 5,952 82,307 SH   DFND 4,6 82,307 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 839 11,600 SH   DFND 4,6 11,600 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 636 8,800 SH   DFND 4,6 8,800 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 575 7,949 SH   DFND 4,6 7,949 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 479 6,630 SH   DFND 4,6 6,630 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 40 550 SH   DFND 4,6 550 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,043 14,423 SH   DFND 4,5,11,12 14,423 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 680 9,400 SH   DFND 4,5,11,12 9,400 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,055 95,358 SH   DFND 4,5 95,358 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,528 53,608 SH   DFND 4,5 53,608 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,837 57,266 SH   DFND 4,6 57,266 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,224 26,333 SH   DFND 4,6 26,333 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 667 7,900 SH   DFND 4,6 7,900 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 583 6,900 SH   DFND 4,6 6,900 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 96 1,133 SH   DFND 4,6 1,133 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,537 30,034 SH   DFND 4,5,11,12 30,034 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 363 4,300 SH   DFND 4,5,11,12 4,300 0 0
DUKE REALTY CORP COM NEW 264411505 2,533 119,977 SH   DFND 4,5 119,977 0 0
DUKE REALTY CORP COM NEW 264411505 467 22,100 SH   DFND 4,5 22,100 0 0
DUKE REALTY CORP COM NEW 264411505 2,808 133,000 SH   DFND 4,6 133,000 0 0
DUKE REALTY CORP COM NEW 264411505 551 26,100 SH   DFND 4,5,11,12 26,100 0 0
DUKE REALTY CORP COM NEW 264411505 36 1,700 SH   DFND 4,5,11,12 1,700 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 2,843 24,212 SH   DFND 4,5 24,212 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 223 1,896 SH   DFND 4,5 1,896 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 26 223 SH   DFND 4,5,7 223 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 83 707 SH   DFND 4,8 707 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 161 1,369 SH   DFND 4,5,11,12 1,369 0 0
DUN & BRADSTREET CORP DEL NEW COM 26483E100 35 300 SH   DFND 4,5,11,12 300 0 0
DUNKIN BRANDS GROUP INC COM 265504100 3,987 91,570 SH   DFND 4,5,7 91,570 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 442 12,900 SH   DFND 4,5 12,900 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 154 4,500 SH   DFND 4,5,11,12 4,500 0 0
DYCOM INDS INC COM 267475101 679 19,170 SH   DFND 1,3 19,170 0 0
E M C CORP MASS COM 268648102 24,771 861,600 SH   DFND 4,5 861,600 0 0
E M C CORP MASS COM 268648102 9,956 346,308 SH   DFND 4,5 346,308 0 0
E M C CORP MASS COM 268648102 167 5,825 SH   DFND 4,5,7 5,825 0 0
E M C CORP MASS COM 268648102 26 893 SH   DFND 4,5,7 893 0 0
E M C CORP MASS COM 268648102 1,854 64,500 SH   DFND 4,6 64,500 0 0
E M C CORP MASS COM 268648102 903 31,400 SH   DFND 4,6 31,400 0 0
E M C CORP MASS COM 268648102 742 25,800 SH   DFND 4,6 25,800 0 0
E M C CORP MASS COM 268648102 561 19,500 SH   DFND 4,6 19,500 0 0
E M C CORP MASS COM 268648102 551 19,180 SH   DFND 4,6 19,180 0 0
E M C CORP MASS COM 268648102 374 13,013 SH   DFND 4,6 13,013 0 0
E M C CORP MASS COM 268648102 175 6,100 SH   DFND 4,6 6,100 0 0
E M C CORP MASS COM 268648102 115 4,000 SH   DFND 4,6 4,000 0 0
E M C CORP MASS COM 268648102 952 33,119 SH   DFND 4,5,11,12 33,119 0 0
E M C CORP MASS COM 268648102 357 12,400 SH   DFND 4,5,11,12 12,400 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 141 6,140 SH   DFND 4,5 6,140 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 803 35,000 SH   DFND 4,5,7 35,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 301 13,106 SH   DFND 4,5,7 13,106 0 0
EAGLE MATERIALS INC COM 26969P108 1,163 15,977 SH   DFND 4,5 15,977 0 0
EAST WEST BANCORP INC COM 27579R104 4,388 117,967 SH   DFND 4,5 117,967 0 0
EASTGROUP PPTY INC COM 277276101 452 6,800 SH   DFND 4,5 6,800 0 0
EASTGROUP PPTY INC COM 277276101 166 2,500 SH   DFND 4,5,11,12 2,500 0 0
EASTMAN CHEM CO COM 277432100 2,037 27,883 SH   DFND 4,5 27,883 0 0
EASTMAN CHEM CO COM 277432100 691 9,454 SH   DFND 4,5 9,454 0 0
EASTMAN CHEM CO COM 277432100 606 8,300 SH   DFND 4,5,7 8,300 0 0
EASTMAN CHEM CO COM 277432100 0 6 SH   DFND 4,5,7 6 0 0
EASTMAN CHEM CO COM 277432100 883 12,088 SH   DFND 4,1 12,088 0 0
EASTMAN CHEM CO COM 277432100 427 5,847 SH   DFND 1,3 5,847 0 0
EASTMAN CHEM CO COM 277432100 3,339 45,700 SH   DFND 4,6 45,700 0 0
EASTMAN CHEM CO COM 277432100 2,513 34,400 SH   DFND 4,6 34,400 0 0
EASTMAN CHEM CO COM 277432100 913 12,500 SH   DFND 4,6 12,500 0 0
EASTMAN CHEM CO COM 277432100 351 4,800 SH   DFND 4,6 4,800 0 0
EASTMAN CHEM CO COM 277432100 256 3,500 SH   DFND 4,6 3,500 0 0
EASTMAN CHEM CO COM 277432100 80 1,100 SH   DFND 4,6 1,100 0 0
EASTMAN CHEM CO COM 277432100 35 481 SH   DFND 4,8 481 0 0
EASTMAN CHEM CO COM 277432100 6,378 87,300 SH   DFND 4,5,11,12 87,300 0 0
EASTMAN CHEM CO COM 277432100 219 3,004 SH   DFND 4,5,11,12 3,004 0 0
EATON CORP PLC SHS G29183103 16,203 250,891 SH   DFND 4,5 250,891 0 0
EATON CORP PLC SHS G29183103 5,170 80,057 SH   DFND 4,5 80,057 0 0
EATON CORP PLC SHS G29183103 16 240 SH   DFND   240 0 0
EATON CORP PLC SHS G29183103 484 7,500 SH   DFND 4,6 7,500 0 0
EATON CORP PLC SHS G29183103 363 5,628 SH   DFND 4,6 5,628 0 0
EATON CORP PLC SHS G29183103 194 3,000 SH   DFND 4,6 3,000 0 0
EATON CORP PLC SHS G29183103 366 5,666 SH   DFND 4,5,11,12 5,666 0 0
EATON CORP PLC SHS G29183103 173 2,674 SH   DFND 4,5,11,12 2,674 0 0
EATON VANCE CORP COM NON VTG 278265103 1,675 42,538 SH   DFND 4,5 42,538 0 0
EATON VANCE CORP COM NON VTG 278265103 456 11,588 SH   DFND 4,5 11,588 0 0
EATON VANCE CORP COM NON VTG 278265103 240 6,100 SH   DFND 4,6 6,100 0 0
EATON VANCE CORP COM NON VTG 278265103 122 3,100 SH   DFND 4,6 3,100 0 0
EATON VANCE CORP COM NON VTG 278265103 28 700 SH   DFND 4,5,11,12 700 0 0
EBAY INC COM 278642103 8,068 146,900 SH   DFND 4,5 146,900 0 0
EBAY INC COM 278642103 6,753 122,943 SH   DFND 4,5 122,943 0 0
EBAY INC COM 278642103 21,748 395,967 SH   DFND 4,5,7 395,967 0 0
EBAY INC COM 278642103 20,277 369,177 SH   DFND 4,5,7 369,177 0 0
EBAY INC COM 278642103 928 16,900 SH   DFND 4,5,7 16,900 0 0
EBAY INC COM 278642103 3,642 66,311 SH   DFND 1,3 66,311 0 0
EBAY INC COM 278642103 3,480 63,362 SH   DFND 4,6 63,362 0 0
EBAY INC COM 278642103 1,758 32,000 SH   DFND 4,6 32,000 0 0
EBAY INC COM 278642103 972 17,700 SH   DFND 4,6 17,700 0 0
EBAY INC COM 278642103 681 12,400 SH   DFND 4,6 12,400 0 0
EBAY INC COM 278642103 449 8,175 SH   DFND 4,6 8,175 0 0
EBAY INC COM 278642103 154 2,800 SH   DFND 4,6 2,800 0 0
EBAY INC COM 278642103 993 18,079 SH   DFND 4,5,11,12 18,079 0 0
EBAY INC COM 278642103 291 5,300 SH   DFND 4,5,11,12 5,300 0 0
ECLIPSE RES CORP COM 27890G100 15 2,700 SH   DFND 4,5,7 2,700 0 0
ECOLAB INC COM 278865100 2,946 29,348 SH   DFND 4,5 29,348 0 0
ECOLAB INC COM 278865100 2,471 24,618 SH   DFND 4,5 24,618 0 0
ECOLAB INC COM 278865100 3,192 31,800 SH   DFND 4,6 31,800 0 0
ECOLAB INC COM 278865100 984 9,800 SH   DFND 4,6 9,800 0 0
ECOLAB INC COM 278865100 321 3,200 SH   DFND 4,6 3,200 0 0
ECOLAB INC COM 278865100 130 1,300 SH   DFND 4,6 1,300 0 0
ECOLAB INC COM 278865100 329 3,275 SH   DFND 4,5,11,12 3,275 0 0
ECOLAB INC COM 278865100 171 1,700 SH   DFND 4,5,11,12 1,700 0 0
ECOPETROL S A SPONSORED ADS 279158109 215 13,956 SH   DFND 4,5 13,956 0 0
EDISON INTL COM 281020107 3,145 47,153 SH   DFND 4,5 47,153 0 0
EDISON INTL COM 281020107 2,183 32,729 SH   DFND 4,5 32,729 0 0
EDISON INTL COM 281020107 6,503 97,500 SH   DFND 4,6 97,500 0 0
EDISON INTL COM 281020107 12,793 191,800 SH   DFND 4,5,11,12 191,800 0 0
EDISON INTL COM 281020107 175 2,618 SH   DFND 4,5,11,12 2,618 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 392 10,300 SH   DFND 4,5 10,300 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 124 3,266 SH   DFND 4,5,11,12 3,266 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 14,597 112,281 SH   DFND 4,5 112,281 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,842 14,169 SH   DFND 4,5 14,169 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 33 256 SH   DFND 4,5,7 256 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 78 600 SH   DFND 4,6 600 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 742 5,707 SH   DFND 4,8 5,707 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 111 850 SH   DFND 4,5,11,12 850 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 91 700 SH   DFND 4,5,11,12 700 0 0
ELDORADO GOLD CORP NEW COM 284902103 16,031 2,385,494 SH   DFND 4,5 2,385,494 0 0
ELDORADO GOLD CORP NEW COM 284902103 1,146 170,503 SH   DFND 4,5 170,503 0 0
ELDORADO GOLD CORP NEW COM 284902103 115 17,127 SH   DFND 4,5,11,12 17,127 0 0
ELDORADO GOLD CORP NEW COM 284902103 28 4,100 SH   DFND 4,5,11,12 4,100 0 0
ELECTRONIC ARTS INC SR CV NT 0.75%16 285512AA7 4,831 3,215,000 PRN   DFND 4,5 0 0 3,215,000
ELECTRONIC ARTS INC COM 285512109 2,474 52,846 SH   DFND 4,5 52,846 0 0
ELECTRONIC ARTS INC COM 285512109 2,201 47,010 SH   DFND 4,5 47,010 0 0
ELECTRONIC ARTS INC COM 285512109 1,140 24,352 SH   DFND 4,1 24,352 0 0
ELECTRONIC ARTS INC COM 285512109 213 4,554 SH   DFND 4,5,11,12 4,554 0 0
ELECTRONIC ARTS INC COM 285512109 94 2,000 SH   DFND 4,5,11,12 2,000 0 0
ELLIE MAE INC COM 28849P100 2,545 62,347 SH   DFND 4,5,7 62,347 0 0
ELLINGTON FINANCIAL LLC COM 288522303 23 1,100 SH   DFND 4,5,7 1,100 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 2,439 149,750 SH   DFND 4,5 149,750 0 0
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,631 100,116 SH   DFND 4,5 100,116 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 18,373 522,400 SH   DFND 4,5 522,400 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 12,583 357,766 SH   DFND 4,5 357,766 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 781 22,200 SH   DFND 4,6 22,200 0 0
EMCOR GROUP INC COM 29084Q100 370 8,790 SH   DFND 1,3 8,790 0 0
EMERSON ELEC CO COM 291011104 25,707 426,397 SH   DFND 4,5 426,397 0 0
EMERSON ELEC CO COM 291011104 15,176 251,714 SH   DFND 4,5 251,714 0 0
EMERSON ELEC CO COM 291011104 2,948 48,900 SH   DFND 4,6 48,900 0 0
EMERSON ELEC CO COM 291011104 2,930 48,600 SH   DFND 4,6 48,600 0 0
EMERSON ELEC CO COM 291011104 1,025 17,000 SH   DFND 4,6 17,000 0 0
EMERSON ELEC CO COM 291011104 205 3,400 SH   DFND 4,6 3,400 0 0
EMERSON ELEC CO COM 291011104 145 2,400 SH   DFND 4,6 2,400 0 0
EMERSON ELEC CO COM 291011104 38 630 SH   DFND 4,8 630 0 0
EMERSON ELEC CO COM 291011104 1,804 29,920 SH   DFND 4,5,11,12 29,920 0 0
EMERSON ELEC CO COM 291011104 738 12,237 SH   DFND 4,5,11,12 12,237 0 0
EMPIRE ST RLTY TR INC CL A 292104106 328 18,000 SH   DFND 4,5 18,000 0 0
EMPIRE ST RLTY TR INC CL A 292104106 122 6,700 SH   DFND 4,5,11,12 6,700 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 2,697 60,200 SH   DFND 4,5 60,200 0 0
EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 2,348 52,400 SH   DFND 4,5 52,400 0 0
EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 196 41,088 SH   DFND 1 41,088 0 0
ENBRIDGE ENERGY MANAGEMENT LLC SHS UNITS LLI 29250X103 219 6,000 SH   DFND 1,3 6,000 0 0
ENBRIDGE INC COM 29250N105 5,862 124,847 SH   DFND 4,5 124,847 0 0
ENBRIDGE INC COM 29250N105 5,543 118,056 SH   DFND 4,5 118,056 0 0
ENBRIDGE INC COM 29250N105 141 3,000 SH   DFND   3,000 0 0
ENBRIDGE INC COM 29250N105 516 11,000 SH   DFND 4,6 11,000 0 0
ENBRIDGE INC COM 29250N105 352 7,487 SH   DFND 4,6 7,487 0 0
ENBRIDGE INC COM 29250N105 488 10,388 SH   DFND 4,8 10,388 0 0
ENBRIDGE INC COM 29250N105 635 13,531 SH   DFND 4,5,11,12 13,531 0 0
ENBRIDGE INC COM 29250N105 214 4,565 SH   DFND 4,5,11,12 4,565 0 0
ENCANA CORP COM 292505104 5,834 451,866 SH   DFND 4,5 451,866 0 0
ENCANA CORP COM 292505104 632 48,934 SH   DFND 4,5 48,934 0 0
ENCANA CORP COM 292505104 0 6 SH   DFND 4,5,7 6 0 0
ENCANA CORP COM 292505104 45 3,500 SH   DFND   3,500 0 0
ENCANA CORP COM 292505104 196 15,191 SH   DFND 4,5,11,12 15,191 0 0
ENCANA CORP COM 292505104 58 4,500 SH   DFND 4,5,11,12 4,500 0 0
ENDO INTL PLC SHS G30401106 23,039 299,282 SH   DFND 4,5 299,282 0 0
ENDO INTL PLC SHS G30401106 1,087 14,126 SH   DFND 4,5 14,126 0 0
ENDO INTL PLC SHS G30401106 177 2,300 SH   DFND 4,5,11,12 2,300 0 0
ENDO INTL PLC SHS G30401106 100 1,300 SH   DFND 4,5,11,12 1,300 0 0
ENERGEN CORP COM 29265N108 342 5,800 SH   DFND 4,5 5,800 0 0
ENERGEN CORP COM 29265N108 252 4,274 SH   DFND 4,5 4,274 0 0
ENERGEN CORP COM 29265N108 169 2,868 SH   DFND 4,8 2,868 0 0
ENERGEN CORP COM 29265N108 30 500 SH   DFND 4,5,11,12 500 0 0
ENERGIZER HLDGS INC COM 29266R108 8,138 63,329 SH   DFND 4,5 63,329 0 0
ENERGIZER HLDGS INC COM 29266R108 3,993 31,074 SH   DFND 4,5 31,074 0 0
ENERGIZER HLDGS INC COM 29266R108 141 1,100 SH   DFND 4,6 1,100 0 0
ENERGIZER HLDGS INC COM 29266R108 115 892 SH   DFND 4,8 892 0 0
ENERGIZER HLDGS INC COM 29266R108 71 553 SH   DFND 4,5,11,12 553 0 0
ENERGIZER HLDGS INC COM 29266R108 51 400 SH   DFND 4,5,11,12 400 0 0
ENERPLUS CORP COM 292766102 115 13,398 SH   DFND 4,5 13,398 0 0
ENERPLUS CORP COM 292766102 110 12,718 SH   DFND 4,5 12,718 0 0
ENERPLUS CORP COM 292766102 229 26,620 SH   DFND 1,3 26,620 0 0
ENERPLUS CORP COM 292766102 18 2,071 SH   DFND   2,071 0 0
ENERPLUS CORP COM 292766102 51 5,935 SH   DFND 4,5,11,12 5,935 0 0
ENERPLUS CORP COM 292766102 13 1,452 SH   DFND 4,5,11,12 1,452 0 0
ENERSIS S A SPONSORED ADR 29274F104 9,657 611,592 SH   DFND 4,5 611,592 0 0
ENERSIS S A SPONSORED ADR 29274F104 8,306 526,018 SH   DFND 4,5 526,018 0 0
ENPRO INDS INC COM 29355X107 143 2,396 SH   DFND 4,5,7 2,396 0 0
ENSCO PLC SHS CLASS A G3157S106 5,245 185,989 SH   DFND 4,5 185,989 0 0
ENSCO PLC SHS CLASS A G3157S106 1,057 37,484 SH   DFND 4,5 37,484 0 0
ENSCO PLC SHS CLASS A G3157S106 186 6,600 SH   DFND 4,5,11,12 6,600 0 0
ENSCO PLC SHS CLASS A G3157S106 39 1,400 SH   DFND 4,5,11,12 1,400 0 0
ENTERGY CORP NEW COM 29364G103 1,846 21,036 SH   DFND 4,5 21,036 0 0
ENTERGY CORP NEW COM 29364G103 1,304 14,858 SH   DFND 4,5 14,858 0 0
ENTERGY CORP NEW COM 29364G103 1,878 21,400 SH   DFND 4,6 21,400 0 0
ENTERGY CORP NEW COM 29364G103 965 11,000 SH   DFND 4,6 11,000 0 0
ENTERGY CORP NEW COM 29364G103 843 9,600 SH   DFND 4,6 9,600 0 0
ENTERGY CORP NEW COM 29364G103 255 2,900 SH   DFND 4,6 2,900 0 0
ENTERGY CORP NEW COM 29364G103 70 800 SH   DFND 4,6 800 0 0
ENTERGY CORP NEW COM 29364G103 224 2,547 SH   DFND 4,8 2,547 0 0
ENTERGY CORP NEW COM 29364G103 328 3,740 SH   DFND 4,5,11,12 3,740 0 0
ENTERGY CORP NEW COM 29364G103 97 1,100 SH   DFND 4,5,11,12 1,100 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 11,756 326,560 SH   DFND 4,5 326,560 0 0
ENVISION HEALTHCARE HLDGS INC COM 29413U103 2,392 66,440 SH   DFND 4,5 66,440 0 0
EOG RES INC COM 26875P101 23,383 279,436 SH   DFND 4,5 279,436 0 0
EOG RES INC COM 26875P101 2,764 33,035 SH   DFND 4,5 33,035 0 0
EOG RES INC COM 26875P101 699 8,358 SH   DFND 4,1 8,358 0 0
EOG RES INC COM 26875P101 5,171 61,800 SH   DFND 4,6 61,800 0 0
EOG RES INC COM 26875P101 2,421 28,932 SH   DFND 4,6 28,932 0 0
EOG RES INC COM 26875P101 561 6,700 SH   DFND 4,6 6,700 0 0
EOG RES INC COM 26875P101 134 1,600 SH   DFND 4,6 1,600 0 0
EOG RES INC COM 26875P101 1,221 14,589 SH   DFND 4,8 14,589 0 0
EOG RES INC COM 26875P101 182 2,173 SH   DFND 4,8 2,173 0 0
EOG RES INC COM 26875P101 22,251 265,900 SH   DFND 4,5,11,12 265,900 0 0
EOG RES INC COM 26875P101 962 11,500 SH   DFND 4,5,11,12 11,500 0 0
EPAM SYS INC COM 29414B104 865 18,300 SH   DFND 4,5 18,300 0 0
EPR PPTYS COM SH BEN INT 26884U109 738 12,200 SH   DFND 4,5 12,200 0 0
EPR PPTYS COM SH BEN INT 26884U109 309 5,100 SH   DFND 4,5,11,12 5,100 0 0
EQT CORP COM 26884L109 907 12,490 SH   DFND 4,5 12,490 0 0
EQT CORP COM 26884L109 831 11,436 SH   DFND 4,5 11,436 0 0
EQT CORP COM 26884L109 119 1,645 SH   DFND 4,8 1,645 0 0
EQT CORP COM 26884L109 12,036 165,700 SH   DFND 4,5,11,12 165,700 0 0
EQT CORP COM 26884L109 339 4,660 SH   DFND 4,5,11,12 4,660 0 0
EQUIFAX INC COM 294429105 4,910 60,352 SH   DFND 4,5 60,352 0 0
EQUIFAX INC COM 294429105 811 9,967 SH   DFND 4,5 9,967 0 0
EQUIFAX INC COM 294429105 108 1,328 SH   DFND 4,5,11,12 1,328 0 0
EQUIFAX INC COM 294429105 57 700 SH   DFND 4,5,11,12 700 0 0
EQUINIX INC COM NEW 29444U502 1,666 7,566 SH   DFND 4,5 7,566 0 0
EQUINIX INC COM NEW 29444U502 1,337 6,071 SH   DFND 4,5 6,071 0 0
EQUINIX INC COM NEW 29444U502 17,436 79,200 SH   DFND 4,5,7 79,200 0 0
EQUINIX INC COM NEW 29444U502 79 360 SH   DFND 4,5,11,12 360 0 0
EQUINIX INC COM NEW 29444U502 68 307 SH   DFND 4,5,11,12 307 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 636 24,200 SH   DFND 4,5 24,200 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 232 8,825 SH   DFND 4,5,11,12 8,825 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 907 16,600 SH   DFND 4,5 16,600 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 300 5,500 SH   DFND 4,5,11,12 5,500 0 0
EQUITY ONE COM 294752100 377 14,100 SH   DFND 4,5 14,100 0 0
EQUITY ONE COM 294752100 155 5,800 SH   DFND 4,5,11,12 5,800 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,607 127,108 SH   DFND 4,5 127,108 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,473 45,957 SH   DFND 4,5 45,957 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,443 32,322 SH   DFND 4,5,11,12 32,322 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 136 1,800 SH   DFND 4,5,11,12 1,800 0 0
ESSEX PPTY TR INC COM 297178105 3,862 17,760 SH   DFND 4,5 17,760 0 0
ESSEX PPTY TR INC COM 297178105 1,261 5,800 SH   DFND 4,5 5,800 0 0
ESSEX PPTY TR INC COM 297178105 1,200 5,516 SH   DFND 4,5,11,12 5,516 0 0
ESSEX PPTY TR INC COM 297178105 65 300 SH   DFND 4,5,11,12 300 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 0 1 SH   DFND   1 0 0
EVEREST RE GROUP LTD COM G3223R108 8,437 49,597 SH   DFND 4,5 49,597 0 0
EVEREST RE GROUP LTD COM G3223R108 1,493 8,778 SH   DFND 4,5 8,778 0 0
EVEREST RE GROUP LTD COM G3223R108 4,593 27,000 SH   DFND 4,6 27,000 0 0
EVEREST RE GROUP LTD COM G3223R108 1,123 6,600 SH   DFND 4,6 6,600 0 0
EVEREST RE GROUP LTD COM G3223R108 510 3,000 SH   DFND 4,6 3,000 0 0
EVEREST RE GROUP LTD COM G3223R108 1,270 7,465 SH   DFND 4,8 7,465 0 0
EVEREST RE GROUP LTD COM G3223R108 193 1,136 SH   DFND 4,5,11,12 1,136 0 0
EVEREST RE GROUP LTD COM G3223R108 51 300 SH   DFND 4,5,11,12 300 0 0
EXCEL TR INC COM 30068C109 165 12,000 SH   DFND 4,5 12,000 0 0
EXCEL TR INC COM 30068C109 56 4,100 SH   DFND 4,5,11,12 4,100 0 0
EXELON CORP COM 30161N101 4,154 114,539 SH   DFND 4,5 114,539 0 0
EXELON CORP COM 30161N101 2,995 82,571 SH   DFND 4,5 82,571 0 0
EXELON CORP COM 30161N101 2,075 57,200 SH   DFND 4,6 57,200 0 0
EXELON CORP COM 30161N101 834 23,000 SH   DFND 4,6 23,000 0 0
EXELON CORP COM 30161N101 504 13,900 SH   DFND 4,6 13,900 0 0
EXELON CORP COM 30161N101 120 3,300 SH   DFND 4,6 3,300 0 0
EXELON CORP COM 30161N101 133 3,668 SH   DFND 4,8 3,668 0 0
EXELON CORP COM 30161N101 426 11,756 SH   DFND 4,5,11,12 11,756 0 0
EXELON CORP COM 30161N101 145 4,000 SH   DFND 4,5,11,12 4,000 0 0
EXPEDIA INC DEL COM NEW 30212P303 6,980 82,932 SH   DFND 4,5 82,932 0 0
EXPEDIA INC DEL COM NEW 30212P303 2,997 35,603 SH   DFND 4,5 35,603 0 0
EXPEDIA INC DEL COM NEW 30212P303 25 299 SH   DFND 4,5,7 299 0 0
EXPEDIA INC DEL COM NEW 30212P303 93 1,100 SH   DFND 4,6 1,100 0 0
EXPEDIA INC DEL COM NEW 30212P303 113 1,343 SH   DFND 4,8 1,343 0 0
EXPEDIA INC DEL COM NEW 30212P303 296 3,517 SH   DFND 4,5,11,12 3,517 0 0
EXPEDIA INC DEL COM NEW 30212P303 51 600 SH   DFND 4,5,11,12 600 0 0
EXPEDITORS INTL WASH INC COM 302130109 4,284 100,667 SH   DFND 4,5 100,667 0 0
EXPEDITORS INTL WASH INC COM 302130109 601 14,122 SH   DFND 4,5 14,122 0 0
EXPEDITORS INTL WASH INC COM 302130109 28 648 SH   DFND 4,5,7 648 0 0
EXPEDITORS INTL WASH INC COM 302130109 244 5,722 SH   DFND 4,5,11,12 5,722 0 0
EXPEDITORS INTL WASH INC COM 302130109 55 1,300 SH   DFND 4,5,11,12 1,300 0 0
EXPRESS INC COM 30219E103 312 21,806 SH   DFND 4,5,7 21,806 0 0
EXPRESS INC COM 30219E103 118 8,259 SH   DFND 4,5,7 8,259 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,139 84,423 SH   DFND 4,5 84,423 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,328 74,832 SH   DFND 4,5 74,832 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,503 17,770 SH   DFND 4,5,7 17,770 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 31 370 SH   DFND 4,5,7 370 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,737 56,018 SH   DFND 4,6 56,018 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,184 14,000 SH   DFND 4,6 14,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,175 13,900 SH   DFND 4,6 13,900 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 643 7,600 SH   DFND 4,6 7,600 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 588 6,957 SH   DFND 4,6 6,957 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 304 3,593 SH   DFND 4,6 3,593 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 237 2,800 SH   DFND 4,6 2,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 274 3,239 SH   DFND 4,8 3,239 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 115 1,365 SH   DFND 4,8 1,365 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 29,795 352,353 SH   DFND 4,5,11,12 352,353 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,569 18,554 SH   DFND 4,5,11,12 18,554 0 0
EXTENDED STAY AMER INC SHS 1 COM 1 CL B 30224P200 260 13,100 SH   DFND 4,5 13,100 0 0
EXTRA SPACE STORAGE INC COM 30225T102 6,668 106,784 SH   DFND 4,5 106,784 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,517 24,300 SH   DFND 4,5 24,300 0 0
EXTRA SPACE STORAGE INC COM 30225T102 369 5,912 SH   DFND 4,6 5,912 0 0
EXTRA SPACE STORAGE INC COM 30225T102 518 8,300 SH   DFND 4,5,11,12 8,300 0 0
EXXON MOBIL CORP COM 30231G102 85,783 945,576 SH   DFND 4,5 945,576 0 0
EXXON MOBIL CORP COM 30231G102 37,453 412,838 SH   DFND 4,5 412,838 0 0
EXXON MOBIL CORP COM 30231G102 7,064 77,864 SH   DFND 1,2 77,864 0 0
EXXON MOBIL CORP COM 30231G102 64 710 SH   DFND   710 0 0
EXXON MOBIL CORP COM 30231G102 73 800 SH   DFND 1 800 0 0
EXXON MOBIL CORP COM 30231G102 19,340 213,181 SH   DFND 4,6 213,181 0 0
EXXON MOBIL CORP COM 30231G102 16,432 181,125 SH   DFND 4,6 181,125 0 0
EXXON MOBIL CORP COM 30231G102 5,715 63,000 SH   DFND 4,6 63,000 0 0
EXXON MOBIL CORP COM 30231G102 1,942 21,406 SH   DFND 4,6 21,406 0 0
EXXON MOBIL CORP COM 30231G102 1,905 21,000 SH   DFND 4,6 21,000 0 0
EXXON MOBIL CORP COM 30231G102 1,424 15,700 SH   DFND 4,6 15,700 0 0
EXXON MOBIL CORP COM 30231G102 1,179 13,000 SH   DFND 4,6 13,000 0 0
EXXON MOBIL CORP COM 30231G102 998 11,000 SH   DFND 4,6 11,000 0 0
EXXON MOBIL CORP COM 30231G102 848 9,350 SH   DFND 4,6 9,350 0 0
EXXON MOBIL CORP COM 30231G102 200 2,200 SH   DFND 4,6 2,200 0 0
EXXON MOBIL CORP COM 30231G102 524 5,778 SH   DFND 4,8 5,778 0 0
EXXON MOBIL CORP COM 30231G102 120 1,322 SH   DFND 4,8 1,322 0 0
EXXON MOBIL CORP COM 30231G102 86 943 SH   DFND 4,8 943 0 0
EXXON MOBIL CORP COM 30231G102 55,521 612,004 SH   DFND 4,5,11,12 612,004 0 0
EXXON MOBIL CORP COM 30231G102 6,713 74,001 SH   DFND 4,5,11,12 74,001 0 0
F M C CORP COM NEW 302491303 966 17,092 SH   DFND 4,5 17,092 0 0
F M C CORP COM NEW 302491303 688 12,184 SH   DFND 4,5 12,184 0 0
F M C CORP COM NEW 302491303 294 5,200 SH   DFND 4,6 5,200 0 0
F M C CORP COM NEW 302491303 227 4,012 SH   DFND 4,5,11,12 4,012 0 0
F M C CORP COM NEW 302491303 62 1,100 SH   DFND 4,5,11,12 1,100 0 0
F5 NETWORKS INC COM 315616102 2,589 20,173 SH   DFND 4,5 20,173 0 0
F5 NETWORKS INC COM 315616102 1,545 12,037 SH   DFND 4,5 12,037 0 0
F5 NETWORKS INC COM 315616102 28 220 SH   DFND 4,5,7 220 0 0
F5 NETWORKS INC COM 315616102 4,501 35,070 SH   DFND 1,3 35,070 0 0
F5 NETWORKS INC COM 315616102 23 183 SH   DFND   183 0 0
F5 NETWORKS INC COM 315616102 64 500 SH   DFND 4,5,11,12 500 0 0
F5 NETWORKS INC COM 315616102 12 92 SH   DFND 4,5,11,12 92 0 0
FACEBOOK INC CL A 30303M102 31,198 409,696 SH   DFND 4,5 409,696 0 0
FACEBOOK INC CL A 30303M102 12,211 160,354 SH   DFND 4,5 160,354 0 0
FACEBOOK INC CL A 30303M102 1,507 19,792 SH   DFND 4,1 19,792 0 0
FACEBOOK INC CL A 30303M102 17,935 235,519 SH   DFND 1,3 235,519 0 0
FACEBOOK INC CL A 30303M102 19,795 259,950 SH   DFND 1,2 259,950 0 0
FACEBOOK INC CL A 30303M102 33 439 SH   DFND   439 0 0
FACEBOOK INC CL A 30303M102 6,815 89,500 SH   DFND 4,6 89,500 0 0
FACEBOOK INC CL A 30303M102 6,084 79,900 SH   DFND 4,6 79,900 0 0
FACEBOOK INC CL A 30303M102 1,767 23,200 SH   DFND 4,6 23,200 0 0
FACEBOOK INC CL A 30303M102 739 9,700 SH   DFND 4,6 9,700 0 0
FACEBOOK INC CL A 30303M102 381 5,000 SH   DFND 4,6 5,000 0 0
FACEBOOK INC CL A 30303M102 297 3,900 SH   DFND 4,6 3,900 0 0
FACEBOOK INC CL A 30303M102 446 5,851 SH   DFND 4,8 5,851 0 0
FACEBOOK INC CL A 30303M102 2,262 29,700 SH   DFND 4,5,11,12 29,700 0 0
FACEBOOK INC CL A 30303M102 807 10,600 SH   DFND 4,5,11,12 10,600 0 0
FACTSET RESH SYS INC COM 303075105 3,156 22,747 SH   DFND 4,5 22,747 0 0
FAIR ISAAC CORP COM 303250104 1,075 15,250 SH   DFND 4,5 15,250 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 2,392 147,274 SH   DFND 4,5 147,274 0 0
FAMILY DLR STORES INC COM 307000109 708 8,976 SH   DFND 4,5 8,976 0 0
FAMILY DLR STORES INC COM 307000109 6,912 87,654 SH   DFND 4,5,7 87,654 0 0
FAMILY DLR STORES INC COM 307000109 367 4,650 SH   DFND 4,5,7 4,650 0 0
FAMILY DLR STORES INC COM 307000109 308 3,900 SH   DFND 4,5,7 3,900 0 0
FAMILY DLR STORES INC COM 307000109 1,766 22,400 SH   DFND 4,6 22,400 0 0
FAMILY DLR STORES INC COM 307000109 552 7,000 SH   DFND 4,6 7,000 0 0
FAMILY DLR STORES INC COM 307000109 150 1,900 SH   DFND 4,6 1,900 0 0
FAMILY DLR STORES INC COM 307000109 282 3,579 SH   DFND 4,5,11,12 3,579 0 0
FAMILY DLR STORES INC COM 307000109 47 600 SH   DFND 4,5,11,12 600 0 0
FASTENAL CO COM 311900104 6,951 152,800 SH   DFND 4,5 152,800 0 0
FASTENAL CO COM 311900104 1,242 27,300 SH   DFND 4,5 27,300 0 0
FASTENAL CO COM 311900104 320 7,042 SH   DFND 4,5,11,12 7,042 0 0
FASTENAL CO COM 311900104 77 1,700 SH   DFND 4,5,11,12 1,700 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,916 20,492 SH   DFND 4,5 20,492 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 964 6,774 SH   DFND 4,5 6,774 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 930 6,532 SH   DFND 4,5,11,12 6,532 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 57 400 SH   DFND 4,5,11,12 400 0 0
FEDERATED INVS INC PA CL B 314211103 1,755 54,373 SH   DFND 4,5 54,373 0 0
FEDEX CORP COM 31428X106 20,685 120,935 SH   DFND 4,5 120,935 0 0
FEDEX CORP COM 31428X106 3,947 23,077 SH   DFND 4,5 23,077 0 0
FEDEX CORP COM 31428X106 28 162 SH   DFND 4,5,7 162 0 0
FEDEX CORP COM 31428X106 5,228 30,564 SH   DFND 1,3 30,564 0 0
FEDEX CORP COM 31428X106 14,408 84,237 SH   DFND 1,2 84,237 0 0
FEDEX CORP COM 31428X106 5,841 34,151 SH   DFND 4,6 34,151 0 0
FEDEX CORP COM 31428X106 4,208 24,600 SH   DFND 4,6 24,600 0 0
FEDEX CORP COM 31428X106 1,368 8,000 SH   DFND 4,6 8,000 0 0
FEDEX CORP COM 31428X106 684 4,000 SH   DFND 4,6 4,000 0 0
FEDEX CORP COM 31428X106 501 2,928 SH   DFND 4,6 2,928 0 0
FEDEX CORP COM 31428X106 197 1,150 SH   DFND 4,6 1,150 0 0
FEDEX CORP COM 31428X106 718 4,197 SH   DFND 4,5,11,12 4,197 0 0
FEDEX CORP COM 31428X106 257 1,500 SH   DFND 4,5,11,12 1,500 0 0
FELCOR LODGING TR INC COM 31430F101 260 24,500 SH   DFND 4,5 24,500 0 0
FELCOR LODGING TR INC COM 31430F101 80 7,550 SH   DFND 4,5,11,12 7,550 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 45,042 3,889,613 SH   DFND 4,5 3,889,613 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 19,173 1,655,700 SH   DFND 4,5 1,655,700 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 440 37,997 SH   DFND 4,5,7 37,997 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 6,088 525,695 SH   DFND 4,5 525,695 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 1,799 155,350 SH   DFND 4,5 155,350 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 126 10,840 SH   DFND 4,5 10,840 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 44 3,768 SH   DFND 4,5 3,768 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 313 27,000 SH   DFND   27,000 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 3,120 269,463 SH   DFND 4,6 269,463 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 512 44,245 SH   DFND 4,6 44,245 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 492 42,462 SH   DFND 4,6 42,462 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 179 15,477 SH   DFND 4,6 15,477 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 135 11,621 SH   DFND 4,6 11,621 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 176 15,189 SH   DFND 4,8 15,189 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 103 8,854 SH   DFND 4,8 8,854 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 98 8,493 SH   DFND 4,8 8,493 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 64 5,499 SH   DFND 4,5,11,12 5,499 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS N31738102 12 1,027 SH   DFND 4,5,11,12 1,027 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 1,149 33,198 SH   DFND 4,5 33,198 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 484 13,990 SH   DFND 4,5 13,990 0 0
FIDELITY NATIONAL FINANCIAL IN FNFV GROUP COM 31620R402 74 6,027 SH   DFND 4,5 6,027 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 360 10,400 SH   DFND 4,6 10,400 0 0
FIDELITY NATIONAL FINANCIAL IN FNFV GROUP COM 31620R402 42 3,466 SH   DFND 4,6 3,466 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 42 1,200 SH   DFND 4,5,11,12 1,200 0 0
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM 31620R303 9 258 SH   DFND 4,5,11,12 258 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 2,466 39,603 SH   DFND 4,5 39,603 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 1,458 23,421 SH   DFND 4,5 23,421 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 116 1,856 SH   DFND 4,8 1,856 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 331 5,320 SH   DFND 4,5,11,12 5,320 0 0
FIDELITY NATL INFORMATION SVCS COM 31620M106 87 1,400 SH   DFND 4,5,11,12 1,400 0 0
FIFTH STR ASSET MGMT INC CL A COM 31679P109 14 1,000 SH   DFND 4,5,7 1,000 0 0
FIFTH THIRD BANCORP COM 316773100 3,200 168,247 SH   DFND 4,5 168,247 0 0
FIFTH THIRD BANCORP COM 316773100 1,933 101,645 SH   DFND 4,5 101,645 0 0
FIFTH THIRD BANCORP COM 316773100 122 6,404 SH   DFND 4,8 6,404 0 0
FIFTH THIRD BANCORP COM 316773100 71 3,731 SH   DFND 4,8 3,731 0 0
FIFTH THIRD BANCORP COM 316773100 13,756 723,220 SH   DFND 4,5,11,12 723,220 0 0
FIFTH THIRD BANCORP COM 316773100 509 26,763 SH   DFND 4,5,11,12 26,763 0 0
FINISAR CORP COM NEW 31787A507 100 5,317 SH   DFND 4,5,7 5,317 0 0
FIRST AMERN FINL CORP COM 31847R102 2,370 71,496 SH   DFND 4,5 71,496 0 0
FIRST HORIZON NATL CORP COM 320517105 2,292 177,555 SH   DFND 4,5 177,555 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 522 24,000 SH   DFND 4,5 24,000 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 163 7,500 SH   DFND 4,5,11,12 7,500 0 0
FIRST MAJESTIC SILVER CORP COM 32076V103 488 78,800 SH   DFND 4,5 78,800 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 701 88,400 SH   DFND 4,6 88,400 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 217 27,400 SH   DFND 4,6 27,400 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 55 6,900 SH   DFND 4,6 6,900 0 0
FIRST POTOMAC RLTY TR COM 33610F109 68 5,400 SH   DFND 4,5,11,12 5,400 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 532 10,700 SH   DFND 4,5 10,700 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 532 10,700 SH   DFND 4,5 10,700 0 0
FIRST REP BK SAN FRANCISCO CAL COM 33616C100 55 1,100 SH   DFND 4,5,11,12 1,100 0 0
FIRST SOLAR INC COM 336433107 128 3,070 SH   DFND 4,5 3,070 0 0
FIRST SOLAR INC COM 336433107 54 1,297 SH   DFND 4,5 1,297 0 0
FIRST SOLAR INC COM 336433107 459 11,000 SH   DFND 4,6 11,000 0 0
FIRSTENERGY CORP COM 337932107 2,424 62,679 SH   DFND 4,5 62,679 0 0
FIRSTENERGY CORP COM 337932107 1,342 34,692 SH   DFND 4,5 34,692 0 0
FIRSTENERGY CORP COM 337932107 1,044 27,000 SH   DFND 4,6 27,000 0 0
FIRSTENERGY CORP COM 337932107 928 24,000 SH   DFND 4,6 24,000 0 0
FIRSTENERGY CORP COM 337932107 218 5,643 SH   DFND 4,8 5,643 0 0
FIRSTENERGY CORP COM 337932107 103 2,659 SH   DFND 4,5,11,12 2,659 0 0
FIRSTENERGY CORP COM 337932107 101 2,600 SH   DFND 4,5,11,12 2,600 0 0
FIRSTMERIT CORP COM 337915102 734 41,573 SH   DFND 4,5 41,573 0 0
FISERV INC COM 337738108 2,291 32,336 SH   DFND 4,5 32,336 0 0
FISERV INC COM 337738108 1,964 27,730 SH   DFND 4,5 27,730 0 0
FISERV INC COM 337738108 29 404 SH   DFND 4,5,7 404 0 0
FISERV INC COM 337738108 6,294 88,843 SH   DFND 1,2 88,843 0 0
FISERV INC COM 337738108 354 5,000 SH   DFND 4,6 5,000 0 0
FISERV INC COM 337738108 123 1,734 SH   DFND 4,8 1,734 0 0
FISERV INC COM 337738108 252 3,556 SH   DFND 4,5,11,12 3,556 0 0
FISERV INC COM 337738108 113 1,600 SH   DFND 4,5,11,12 1,600 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,189 8,305 SH   DFND 4,5 8,305 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 730 5,100 SH   DFND 4,5 5,100 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 200 1,400 SH   DFND 4,5,11,12 1,400 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 57 400 SH   DFND 4,5,11,12 400 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,242 205,884 SH   DFND 4,5 205,884 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 778 71,482 SH   DFND 4,5 71,482 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 202 18,554 SH   DFND 4,8 18,554 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 134 12,298 SH   DFND 4,5,11,12 12,298 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 47 4,300 SH   DFND 4,5,11,12 4,300 0 0
FLIR SYS INC COM 302445101 519 16,800 SH   DFND 4,5 16,800 0 0
FLIR SYS INC COM 302445101 57 1,855 SH   DFND 4,5 1,855 0 0
FLIR SYS INC COM 302445101 36 1,170 SH   DFND 4,5,7 1,170 0 0
FLIR SYS INC COM 302445101 108 3,498 SH   DFND 4,5,11,12 3,498 0 0
FLIR SYS INC COM 302445101 31 1,000 SH   DFND 4,5,11,12 1,000 0 0
FLOWSERVE CORP COM 34354P105 3,783 66,694 SH   DFND 4,5 66,694 0 0
FLOWSERVE CORP COM 34354P105 886 15,614 SH   DFND 4,5 15,614 0 0
FLOWSERVE CORP COM 34354P105 82 1,444 SH   DFND 1,3 1,444 0 0
FLOWSERVE CORP COM 34354P105 55 961 SH   DFND 4,5,11,12 961 0 0
FLOWSERVE CORP COM 34354P105 51 900 SH   DFND 4,5,11,12 900 0 0
FLUOR CORP NEW COM 343412102 4,773 82,489 SH   DFND 4,5 82,489 0 0
FLUOR CORP NEW COM 343412102 982 16,980 SH   DFND 4,5 16,980 0 0
FLUOR CORP NEW COM 343412102 1,232 21,300 SH   DFND 4,6 21,300 0 0
FLUOR CORP NEW COM 343412102 365 6,300 SH   DFND 4,6 6,300 0 0
FLUOR CORP NEW COM 343412102 58 1,000 SH   DFND 4,6 1,000 0 0
FLUOR CORP NEW COM 343412102 68 1,183 SH   DFND 4,5,11,12 1,183 0 0
FLUOR CORP NEW COM 343412102 23 400 SH   DFND 4,5,11,12 400 0 0
FMC TECHNOLOGIES INC COM 30249U101 8,488 200,750 SH   DFND 4,5 200,750 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,483 35,070 SH   DFND 4,5 35,070 0 0
FMC TECHNOLOGIES INC COM 30249U101 87 2,056 SH   DFND 4,8 2,056 0 0
FMC TECHNOLOGIES INC COM 30249U101 9,555 226,000 SH   DFND 4,5,11,12 226,000 0 0
FMC TECHNOLOGIES INC COM 30249U101 225 5,310 SH   DFND 4,5,11,12 5,310 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 26,628 312,164 SH   DFND 4,5 312,164 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 15,044 176,369 SH   DFND 4,5 176,369 0 0
FOMENTO ECONOMICO MEXICANO SAB SPON ADR UNITS 344419106 74 870 SH   DFND 1 870 0 0
FOOT LOCKER INC COM 344849104 4,846 85,145 SH   DFND 4,5 85,145 0 0
FOOT LOCKER INC COM 344849104 1,196 21,012 SH   DFND 4,5 21,012 0 0
FOOT LOCKER INC COM 344849104 230 4,044 SH   DFND 4,8 4,044 0 0
FOOT LOCKER INC COM 344849104 23,855 419,100 SH   DFND 4,5,11,12 419,100 0 0
FOOT LOCKER INC COM 344849104 490 8,600 SH   DFND 4,5,11,12 8,600 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 4,602 306,000 SH Call DFND 4,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,564 237,000 SH Call DFND 4,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,700 113,000 SH Call DFND 4,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 662 44,000 SH Call DFND 4,5 0 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,508 432,699 SH   DFND 4,5 432,699 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,130 341,091 SH   DFND 4,5 341,091 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 3,172 210,928 SH   DFND 4,6 210,928 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,203 79,988 SH   DFND 4,6 79,988 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 585 38,900 SH   DFND 4,6 38,900 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 419 27,855 SH   DFND 4,6 27,855 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 343 22,800 SH   DFND 4,6 22,800 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 57 3,800 SH   DFND 4,6 3,800 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 119 7,931 SH   DFND 4,8 7,931 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 6,096 405,300 SH   DFND 4,5,11,12 405,300 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,023 68,028 SH   DFND 4,5,11,12 68,028 0 0
FOREST CITY ENTERPRISES INC SR CV NT3.625%20 345550AR8 3,663 3,497,000 PRN   DFND 4,5,7 0 0 3,497,000
FOREST CITY ENTERPRISES INC CL A 345550107 743 35,200 SH   DFND 4,5 35,200 0 0
FORTINET INC COM 34959E109 1,432 47,120 SH   DFND 4,5 47,120 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 3,431 78,325 SH   DFND 4,5 78,325 0 0
FORTUNE BRANDS HOME & SEC INC COM 34964C106 160 3,659 SH   DFND 4,5 3,659 0 0
FORWARD AIR CORP COM 349853101 186 4,000 SH   DFND 1,3 4,000 0 0
FOSSIL GROUP INC COM 34988V106 716 6,823 SH   DFND 4,5 6,823 0 0
FOSSIL GROUP INC COM 34988V106 525 5,002 SH   DFND 4,5 5,002 0 0
FOSSIL GROUP INC COM 34988V106 29 278 SH   DFND 4,5,7 278 0 0
FOSSIL GROUP INC COM 34988V106 54 517 SH   DFND 4,5,11,12 517 0 0
FOSSIL GROUP INC COM 34988V106 31 300 SH   DFND 4,5,11,12 300 0 0
FRANCO NEVADA CORP COM 351858105 8,546 165,979 SH   DFND 4,5 165,979 0 0
FRANCO NEVADA CORP COM 351858105 718 13,940 SH   DFND 4,5 13,940 0 0
FRANCO NEVADA CORP COM 351858105 90 1,746 SH   DFND 4,5,11,12 1,746 0 0
FRANCO NEVADA CORP COM 351858105 41 800 SH   DFND 4,5,11,12 800 0 0
FRANKLIN ELEC INC COM 353514102 390 11,200 SH   DFND 4,5 11,200 0 0
FRANKLIN RES INC COM 354613101 3,563 66,867 SH   DFND 4,5 66,867 0 0
FRANKLIN RES INC COM 354613101 2,055 38,560 SH   DFND 4,5 38,560 0 0
FRANKLIN RES INC COM 354613101 3,760 70,556 SH   DFND 4,6 70,556 0 0
FRANKLIN RES INC COM 354613101 1,679 31,500 SH   DFND 4,6 31,500 0 0
FRANKLIN RES INC COM 354613101 821 15,400 SH   DFND 4,6 15,400 0 0
FRANKLIN RES INC COM 354613101 365 6,850 SH   DFND 4,6 6,850 0 0
FRANKLIN RES INC COM 354613101 59 1,100 SH   DFND 4,6 1,100 0 0
FRANKLIN RES INC COM 354613101 447 8,391 SH   DFND 4,5,11,12 8,391 0 0
FRANKLIN RES INC COM 354613101 144 2,700 SH   DFND 4,5,11,12 2,700 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 253 19,900 SH   DFND 4,5 19,900 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 135 10,600 SH   DFND 4,5,11,12 10,600 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,556 418,005 SH   DFND 4,5 418,005 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,226 403,568 SH   DFND 4,5 403,568 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,827 79,900 SH   DFND 4,6 79,900 0 0
FREEPORT-MCMORAN INC CL B 35671D857 375 16,400 SH   DFND 4,6 16,400 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,559 68,200 SH   DFND 4,5 68,200 0 0
FREEPORT-MCMORAN INC CL B 35671D857 98 4,288 SH   DFND 4,8 4,288 0 0
FREEPORT-MCMORAN INC CL B 35671D857 71 3,119 SH   DFND 4,8 3,119 0 0
FREEPORT-MCMORAN INC CL B 35671D857 10,418 455,744 SH   DFND 4,5,11,12 455,744 0 0
FREEPORT-MCMORAN INC CL B 35671D857 465 20,326 SH   DFND 4,5,11,12 20,326 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 819 33,700 SH   DFND 4,5 33,700 0 0
FREESCALE SEMICONDUCTOR LTD SHS G3727Q101 819 33,700 SH   DFND 4,1 33,700 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,245 191,851 SH   DFND 4,5 191,851 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 602 92,726 SH   DFND 4,5 92,726 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 381 58,700 SH   DFND 4,6 58,700 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 368 56,700 SH   DFND 4,6 56,700 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 41 6,300 SH   DFND 4,5,11,12 6,300 0 0
FX ENERGY INC COM 302695101 110 75,053 SH   DFND 4,5 75,053 0 0
FX ENERGY INC COM 302695101 20 13,652 SH   DFND 4,5 13,652 0 0
FXCM INC SR CV NT 2.25%18 302693AB2 130 123,000 PRN   DFND 4,5,7 0 0 123,000
GALLAGHER ARTHUR J & CO COM 363576109 540 11,480 SH   DFND 4,5 11,480 0 0
GAMESTOP CORP NEW CL A 36467W109 992 29,787 SH   DFND 4,5 29,787 0 0
GAMESTOP CORP NEW CL A 36467W109 509 15,272 SH   DFND 4,5 15,272 0 0
GAMESTOP CORP NEW CL A 36467W109 30 900 SH   DFND 4,5,11,12 900 0 0
GAMESTOP CORP NEW CL A 36467W109 1 42 SH   DFND 4,5,11,12 42 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 707 24,200 SH   DFND 4,5,7 24,200 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 178 6,100 SH   DFND 4,5,11,12 6,100 0 0
GANNETT INC COM 364730101 202 6,761 SH   DFND 4,5 6,761 0 0
GANNETT INC COM 364730101 105 3,500 SH   DFND 4,5 3,500 0 0
GAP INC DEL COM 364760108 19,930 457,105 SH   DFND 4,5 457,105 0 0
GAP INC DEL COM 364760108 1,775 40,709 SH   DFND 4,5 40,709 0 0
GAP INC DEL COM 364760108 27 630 SH   DFND 4,5,7 630 0 0
GAP INC DEL COM 364760108 60 1,385 SH   DFND 4,8 1,385 0 0
GAP INC DEL COM 364760108 6,876 157,700 SH   DFND 4,5,11,12 157,700 0 0
GAP INC DEL COM 364760108 335 7,693 SH   DFND 4,5,11,12 7,693 0 0
GARMIN LTD SHS H2906T109 1,185 23,038 SH   DFND 4,5 23,038 0 0
GARMIN LTD SHS H2906T109 582 11,315 SH   DFND 4,5 11,315 0 0
GARMIN LTD SHS H2906T109 1,194 23,200 SH   DFND 4,6 23,200 0 0
GARMIN LTD SHS H2906T109 463 9,000 SH   DFND 4,6 9,000 0 0
GARMIN LTD SHS H2906T109 108 2,100 SH   DFND 4,6 2,100 0 0
GARMIN LTD SHS H2906T109 89 1,734 SH   DFND 4,8 1,734 0 0
GARMIN LTD SHS H2906T109 223 4,339 SH   DFND 4,5,11,12 4,339 0 0
GARMIN LTD SHS H2906T109 36 700 SH   DFND 4,5,11,12 700 0 0
GARTNER INC COM 366651107 5,308 64,258 SH   DFND 4,5 64,258 0 0
GATX CORP COM 361448103 1,500 27,786 SH   DFND 4,5 27,786 0 0
GENERAL DYNAMICS CORP COM 369550108 16,430 121,524 SH   DFND 4,5 121,524 0 0
GENERAL DYNAMICS CORP COM 369550108 3,374 24,952 SH   DFND 4,5 24,952 0 0
GENERAL DYNAMICS CORP COM 369550108 551 4,078 SH   DFND 4,5,11,12 4,078 0 0
GENERAL DYNAMICS CORP COM 369550108 176 1,300 SH   DFND 4,5,11,12 1,300 0 0
GENERAL ELECTRIC CO COM 369604103 120,224 4,992,708 SH   DFND 4,5 4,992,708 0 0
GENERAL ELECTRIC CO COM 369604103 71,466 2,967,873 SH   DFND 4,5 2,967,873 0 0
GENERAL ELECTRIC CO COM 369604103 44,655 1,854,448 SH   DFND 1,3 1,854,448 0 0
GENERAL ELECTRIC CO COM 369604103 445 18,485 SH   DFND   18,485 0 0
GENERAL ELECTRIC CO COM 369604103 113 4,700 SH   DFND 1 4,700 0 0
GENERAL ELECTRIC CO COM 369604103 11,303 469,400 SH   DFND 4,6 469,400 0 0
GENERAL ELECTRIC CO COM 369604103 10,084 418,755 SH   DFND 4,6 418,755 0 0
GENERAL ELECTRIC CO COM 369604103 3,053 126,800 SH   DFND 4,6 126,800 0 0
GENERAL ELECTRIC CO COM 369604103 1,447 60,100 SH   DFND 4,6 60,100 0 0
GENERAL ELECTRIC CO COM 369604103 1,209 50,200 SH   DFND 4,6 50,200 0 0
GENERAL ELECTRIC CO COM 369604103 578 24,000 SH   DFND 4,6 24,000 0 0
GENERAL ELECTRIC CO COM 369604103 443 18,400 SH   DFND 4,6 18,400 0 0
GENERAL ELECTRIC CO COM 369604103 356 14,800 SH   DFND 4,6 14,800 0 0
GENERAL ELECTRIC CO COM 369604103 11 446 SH   DFND   446 0 0
GENERAL ELECTRIC CO COM 369604103 1,845 76,600 SH   DFND 4,5 76,600 0 0
GENERAL ELECTRIC CO COM 369604103 1,349 56,019 SH   DFND 4,8 56,019 0 0
GENERAL ELECTRIC CO COM 369604103 347 14,410 SH   DFND 4,8 14,410 0 0
GENERAL ELECTRIC CO COM 369604103 223 9,250 SH   DFND 4,8 9,250 0 0
GENERAL ELECTRIC CO COM 369604103 24 1,000 SH   DFND 4,8 1,000 0 0
GENERAL ELECTRIC CO COM 369604103 19 782 SH   DFND 4,8 782 0 0
GENERAL ELECTRIC CO COM 369604103 38,496 1,598,689 SH   DFND 4,5,11,12 1,598,689 0 0
GENERAL ELECTRIC CO COM 369604103 4,283 177,845 SH   DFND 4,5,11,12 177,845 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 5,916 198,473 SH   DFND 4,5 198,473 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,730 58,034 SH   DFND 4,5 58,034 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,442 48,366 SH   DFND 4,5,11,12 48,366 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 78 2,600 SH   DFND 4,5,11,12 2,600 0 0
GENERAL MLS INC COM 370334104 16,592 312,352 SH   DFND 4,5 312,352 0 0
GENERAL MLS INC COM 370334104 7,786 146,567 SH   DFND 4,5 146,567 0 0
GENERAL MLS INC COM 370334104 2,247 42,300 SH   DFND 4,6 42,300 0 0
GENERAL MLS INC COM 370334104 643 12,100 SH   DFND 4,6 12,100 0 0
GENERAL MLS INC COM 370334104 476 8,969 SH   DFND 4,6 8,969 0 0
GENERAL MLS INC COM 370334104 106 2,000 SH   DFND 4,6 2,000 0 0
GENERAL MLS INC COM 370334104 109 2,048 SH   DFND 4,8 2,048 0 0
GENERAL MLS INC COM 370334104 489 9,197 SH   DFND 4,5,11,12 9,197 0 0
GENERAL MLS INC COM 370334104 207 3,900 SH   DFND 4,5,11,12 3,900 0 0
GENERAL MTRS CO WT EXP 071016 37045V118 2 91 SH Call DFND 1,3 0 0 91
GENERAL MTRS CO WT EXP 071019 37045V126 2 91 SH Call DFND 1,3 0 0 91
GENERAL MTRS CO WT EXP 071016 37045V118 134 5,174 SH Call DFND 1,2 0 0 5,174
GENERAL MTRS CO WT EXP 071019 37045V126 92 5,174 SH Call DFND 1,2 0 0 5,174
GENERAL MTRS CO WT EXP 071016 37045V118 7 273 SH Call DFND   0 0 273
GENERAL MTRS CO WT EXP 071019 37045V126 5 273 SH Call DFND   0 0 273
GENERAL MTRS CO WT EXP 071016 37045V118 0 5 SH Call DFND 1 0 0 5
GENERAL MTRS CO WT EXP 071019 37045V126 0 5 SH Call DFND 1 0 0 5
GENERAL MTRS CO COM 37045V100 10,508 293,192 SH   DFND 4,5 293,192 0 0
GENERAL MTRS CO COM 37045V100 4,491 125,309 SH   DFND 4,5 125,309 0 0
GENERAL MTRS CO COM 37045V100 539 15,029 SH   DFND 4,5,7 15,029 0 0
GENERAL MTRS CO COM 37045V100 214 5,963 SH   DFND 4,5,7 5,963 0 0
GENERAL MTRS CO COM 37045V100 4 101 SH   DFND 1,3 101 0 0
GENERAL MTRS CO COM 37045V100 1,509 42,104 SH   DFND 1,2 42,104 0 0
GENERAL MTRS CO COM 37045V100 747 20,845 SH   DFND   20,845 0 0
GENERAL MTRS CO COM 37045V100 0 5 SH   DFND 1 5 0 0
GENERAL MTRS CO COM 37045V100 2,247 62,700 SH   DFND 4,6 62,700 0 0
GENERAL MTRS CO COM 37045V100 1,150 32,100 SH   DFND 4,6 32,100 0 0
GENERAL MTRS CO COM 37045V100 702 19,600 SH   DFND 4,6 19,600 0 0
GENERAL MTRS CO COM 37045V100 645 18,000 SH   DFND 4,6 18,000 0 0
GENERAL MTRS CO COM 37045V100 427 11,908 SH   DFND 4,6 11,908 0 0
GENERAL MTRS CO COM 37045V100 265 7,400 SH   DFND 4,6 7,400 0 0
GENERAL MTRS CO COM 37045V100 161 4,500 SH   DFND 4,6 4,500 0 0
GENERAL MTRS CO COM 37045V100 82 2,300 SH   DFND 4,6 2,300 0 0
GENERAL MTRS CO COM 37045V100 732 20,426 SH   DFND 4,5,11,12 20,426 0 0
GENERAL MTRS CO COM 37045V100 240 6,700 SH   DFND 4,5,11,12 6,700 0 0
GENERAL MTRS CO WT EXP 123115 37045V134 27 20,883 SH Call DFND 4,5,7 0 0 20,883
GENTEX CORP COM 371901109 436 25,018 SH   DFND 4,5 25,018 0 0
GENTEX CORP COM 371901109 102 5,859 SH   DFND 4,5 5,859 0 0
GENUINE PARTS CO COM 372460105 1,711 16,608 SH   DFND 4,5 16,608 0 0
GENUINE PARTS CO COM 372460105 1,358 13,177 SH   DFND 4,5 13,177 0 0
GENUINE PARTS CO COM 372460105 100 966 SH   DFND 4,8 966 0 0
GENUINE PARTS CO COM 372460105 93 900 SH   DFND 4,5,11,12 900 0 0
GENUINE PARTS CO COM 372460105 82 792 SH   DFND 4,5,11,12 792 0 0
GENWORTH FINL INC COM CL A 37247D106 439 56,085 SH   DFND 4,5 56,085 0 0
GENWORTH FINL INC COM CL A 37247D106 393 50,164 SH   DFND 4,5 50,164 0 0
GENWORTH FINL INC COM CL A 37247D106 37 4,699 SH   DFND 4,5,7 4,699 0 0
GEO GROUP INC NEW COM 36162J106 206 5,000 SH   DFND 4,5,11,12 5,000 0 0
GERDAU S A SPON ADR REP PFD 373737105 1,210 316,022 SH   DFND 4,5 316,022 0 0
GERDAU S A SPON ADR REP PFD 373737105 218 57,000 SH   DFND 4,5 57,000 0 0
GERDAU S A SPON ADR REP PFD 373737105 4,198 1,096,121 SH   DFND 1,3 1,096,121 0 0
GETTY RLTY CORP NEW COM 374297109 32 1,700 SH   DFND 4,5,11,12 1,700 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 0 1 SH   DFND 1,3 1 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,136 20,765 SH   DFND 4,5 20,765 0 0
GILDAN ACTIVEWEAR INC COM 375916103 565 10,339 SH   DFND 4,5 10,339 0 0
GILDAN ACTIVEWEAR INC COM 375916103 196 3,583 SH   DFND 4,8 3,583 0 0
GILDAN ACTIVEWEAR INC COM 375916103 14,225 260,100 SH   DFND 4,5,11,12 260,100 0 0
GILDAN ACTIVEWEAR INC COM 375916103 631 11,531 SH   DFND 4,5,11,12 11,531 0 0
GILEAD SCIENCES INC SR NT CV1.625%16 375558AP8 13,199 3,022,000 PRN   DFND 4,5 0 0 3,022,000
GILEAD SCIENCES INC COM 375558103 51,802 520,725 SH   DFND 4,5 520,725 0 0
GILEAD SCIENCES INC COM 375558103 19,729 198,325 SH   DFND 4,5 198,325 0 0
GILEAD SCIENCES INC COM 375558103 488 4,901 SH   DFND 4,5,7 4,901 0 0
GILEAD SCIENCES INC COM 375558103 259 2,600 SH   DFND 4,5,7 2,600 0 0
GILEAD SCIENCES INC COM 375558103 119 1,200 SH   DFND 4,5,7 1,200 0 0
GILEAD SCIENCES INC COM 375558103 1,606 16,141 SH   DFND 4,1 16,141 0 0
GILEAD SCIENCES INC COM 375558103 18,891 189,898 SH   DFND 1,3 189,898 0 0
GILEAD SCIENCES INC COM 375558103 12,633 126,991 SH   DFND 1,2 126,991 0 0
GILEAD SCIENCES INC COM 375558103 511 5,138 SH   DFND   5,138 0 0
GILEAD SCIENCES INC COM 375558103 7,929 79,708 SH   DFND 4,6 79,708 0 0
GILEAD SCIENCES INC COM 375558103 7,188 72,256 SH   DFND 4,6 72,256 0 0
GILEAD SCIENCES INC COM 375558103 2,338 23,500 SH   DFND 4,6 23,500 0 0
GILEAD SCIENCES INC COM 375558103 1,383 13,900 SH   DFND 4,6 13,900 0 0
GILEAD SCIENCES INC COM 375558103 1,025 10,300 SH   DFND 4,6 10,300 0 0
GILEAD SCIENCES INC COM 375558103 796 8,000 SH   DFND 4,6 8,000 0 0
GILEAD SCIENCES INC COM 375558103 597 6,000 SH   DFND 4,6 6,000 0 0
GILEAD SCIENCES INC COM 375558103 547 5,500 SH   DFND 4,6 5,500 0 0
GILEAD SCIENCES INC COM 375558103 279 2,800 SH   DFND 4,6 2,800 0 0
GILEAD SCIENCES INC COM 375558103 119 1,200 SH   DFND 4,6 1,200 0 0
GILEAD SCIENCES INC COM 375558103 541 5,442 SH   DFND 4,8 5,442 0 0
GILEAD SCIENCES INC COM 375558103 57,420 577,200 SH   DFND 4,5,11,12 577,200 0 0
GILEAD SCIENCES INC COM 375558103 3,366 33,838 SH   DFND 4,5,11,12 33,838 0 0
GLADSTONE COML CORP COM 376536108 24 1,400 SH   DFND 4,5,11,12 1,400 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 329 7,824 SH   DFND 4,5,7 7,824 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 261 6,196 SH   DFND 4,5,7 6,196 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 434 31,100 SH   DFND 4,5 31,100 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 138 9,900 SH   DFND 4,5,11,12 9,900 0 0
GLOBAL PMTS INC COM 37940X102 1,664 20,981 SH   DFND 4,5 20,981 0 0
GNC HLDGS INC COM CL A 36191G107 24,389 527,448 SH   DFND 4,5,7 527,448 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,474 81,799 SH   DFND 4,5,7 81,799 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 2,473 81,793 SH   DFND 4,5,7 81,793 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 22 739 SH   DFND 4,5,7 739 0 0
GOLDCORP INC NEW COM 380956409 2,015 100,000 SH Call DFND 4,5 0 0 0
GOLDCORP INC NEW COM 380956409 1,552 77,000 SH Call DFND 4,5 0 0 0
GOLDCORP INC NEW COM 380956409 806 40,000 SH Call DFND 4,5 0 0 0
GOLDCORP INC NEW COM 380956409 262 13,000 SH Call DFND 4,5 0 0 0
GOLDCORP INC NEW COM 380956409 39,546 1,962,582 SH   DFND 4,5 1,962,582 0 0
GOLDCORP INC NEW COM 380956409 7,828 388,501 SH   DFND 4,5 388,501 0 0
GOLDCORP INC NEW COM 380956409 314 15,600 SH   DFND 4,6 15,600 0 0
GOLDCORP INC NEW COM 380956409 202 10,000 SH   DFND 4,6 10,000 0 0
GOLDCORP INC NEW COM 380956409 270 13,393 SH   DFND 4,5,11,12 13,393 0 0
GOLDCORP INC NEW COM 380956409 99 4,900 SH   DFND 4,5,11,12 4,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,586 35,169 SH   DFND 4,5 35,169 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,181 33,005 SH   DFND 4,5 33,005 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 27 143 SH   DFND 4,5,7 143 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,813 25,700 SH   DFND 4,6 25,700 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,032 16,191 SH   DFND 4,6 16,191 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,021 5,450 SH   DFND 4,6 5,450 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 112 600 SH   DFND 4,6 600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 273 1,458 SH   DFND 4,8 1,458 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 31,755 169,560 SH   DFND 4,5,11,12 169,560 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,702 9,087 SH   DFND 4,5,11,12 9,087 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 134 4,776 SH   DFND 4,5 4,776 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 4,431 157,510 SH   DFND 4,5,7 157,510 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 149 5,300 SH   DFND 1 5,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 3,407 121,100 SH   DFND 4,6 121,100 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,117 39,700 SH   DFND 4,6 39,700 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 121 4,300 SH   DFND 4,6 4,300 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 93 3,300 SH   DFND 4,6 3,300 0 0
GOOGLE INC CL A 38259P508 80,719 159,793 SH   DFND 4,5 159,793 0 0
GOOGLE INC CL A 38259P508 21,877 43,308 SH   DFND 4,5 43,308 0 0
GOOGLE INC CL C 38259P706 25,140 50,169 SH   DFND 4,5 50,169 0 0
GOOGLE INC CL C 38259P706 14,990 29,914 SH   DFND 4,5 29,914 0 0
GOOGLE INC CL A 38259P508 1,802 3,568 SH   DFND 4,1 3,568 0 0
GOOGLE INC CL C 38259P706 1,182 2,359 SH   DFND 4,1 2,359 0 0
GOOGLE INC CL A 38259P508 93 185 SH   DFND 1 185 0 0
GOOGLE INC CL A 38259P508 20,190 39,968 SH   DFND 1,3 39,968 0 0
GOOGLE INC CL C 38259P706 15,163 30,259 SH   DFND 1,3 30,259 0 0
GOOGLE INC CL A 38259P508 10,971 21,718 SH   DFND 1,2 21,718 0 0
GOOGLE INC CL C 38259P706 4,563 9,106 SH   DFND 1,2 9,106 0 0
GOOGLE INC CL A 38259P508 625 1,237 SH   DFND   1,237 0 0
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GOOGLE INC CL A 38259P508 145 288 SH   DFND 1 288 0 0
GOOGLE INC CL C 38259P706 22 43 SH   DFND 1 43 0 0
GOOGLE INC CL A 38259P508 7,260 14,372 SH   DFND 4,6 14,372 0 0
GOOGLE INC CL A 38259P508 7,049 13,955 SH   DFND 4,6 13,955 0 0
GOOGLE INC CL A 38259P508 1,945 3,850 SH   DFND 4,6 3,850 0 0
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GOOGLE INC CL A 38259P508 404 800 SH   DFND 4,6 800 0 0
GOOGLE INC CL A 38259P508 296 585 SH   DFND 4,6 585 0 0
GOOGLE INC CL C 38259P706 7,252 14,472 SH   DFND 4,6 14,472 0 0
GOOGLE INC CL C 38259P706 4,481 8,943 SH   DFND 4,6 8,943 0 0
GOOGLE INC CL C 38259P706 1,929 3,850 SH   DFND 4,6 3,850 0 0
GOOGLE INC CL C 38259P706 501 1,000 SH   DFND 4,6 1,000 0 0
GOOGLE INC CL C 38259P706 426 850 SH   DFND 4,6 850 0 0
GOOGLE INC CL C 38259P706 401 800 SH   DFND 4,6 800 0 0
GOOGLE INC CL C 38259P706 293 585 SH   DFND 4,6 585 0 0
GOOGLE INC CL A 38259P508 376 745 SH   DFND 4,8 745 0 0
GOOGLE INC CL A 38259P508 178 352 SH   DFND 4,8 352 0 0
GOOGLE INC CL C 38259P706 280 558 SH   DFND 4,8 558 0 0
GOOGLE INC CL A 38259P508 19,092 37,795 SH   DFND 4,5,11,12 37,795 0 0
GOOGLE INC CL A 38259P508 2,908 5,756 SH   DFND 4,5,11,12 5,756 0 0
GOOGLE INC CL C 38259P706 28,961 57,795 SH   DFND 4,5,11,12 57,795 0 0
GOOGLE INC CL C 38259P706 2,774 5,536 SH   DFND 4,5,11,12 5,536 0 0
GOOGLE INC CL A 38259P508 7 13 SH   DFND   13 0 0
GOOGLE INC CL C 38259P706 7 13 SH   DFND   13 0 0
GOPRO INC CL A 38268T103 7,492 119,966 SH   DFND 1,3 119,966 0 0
GOPRO INC CL A 38268T103 21 342 SH   DFND   342 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 364 15,500 SH   DFND 4,5 15,500 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 110 4,700 SH   DFND 4,5,11,12 4,700 0 0
GRACO INC COM 384109104 3,441 43,538 SH   DFND 4,5 43,538 0 0
GRAINGER W W INC COM 384802104 8,141 33,138 SH   DFND 4,5 33,138 0 0
GRAINGER W W INC COM 384802104 3,895 15,855 SH   DFND 4,5 15,855 0 0
GRAINGER W W INC COM 384802104 187 763 SH   DFND 4,8 763 0 0
GRAINGER W W INC COM 384802104 20,538 83,600 SH   DFND 4,5,11,12 83,600 0 0
GRAINGER W W INC COM 384802104 476 1,939 SH   DFND 4,5,11,12 1,939 0 0
GRAMERCY PPTY TR INC COM 38489R100 73 10,600 SH   DFND 4,5,11,12 10,600 0 0
GRAN TIERRA ENERGY INC COM 38500T101 521 153,700 SH   DFND 4,5 153,700 0 0
GRAN TIERRA ENERGY INC COM 38500T101 116 34,100 SH   DFND 4,5 34,100 0 0
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 1,034 84,633 SH   DFND 4,5 84,633 0 0
GRANA Y MONTERO S A A SPONSORED ADR 38500P208 369 30,188 SH   DFND 4,5 30,188 0 0
GRAND CANYON ED INC COM 38526M106 180 4,000 SH   DFND 1,3 4,000 0 0
GRANITE CONSTR INC COM 387328107 622 16,953 SH   DFND 4,5 16,953 0 0
GRANITE REAL ESTATE INVT TR STAPLED UNIT 387437114 399 10,400 SH   DFND 4,5 10,400 0 0
GRANITE REAL ESTATE INVT TR STAPLED UNIT 387437114 69 1,800 SH   DFND 4,5,11,12 1,800 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 2,535 186,784 SH   DFND 4,5,7 186,784 0 0
GREAT PLAINS ENERGY INC COM 391164100 6,682 233,077 SH   DFND 4,5 233,077 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 17,854 559,000 SH   DFND 4,5,7 559,000 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 3,012 81,199 SH   DFND 4,5 81,199 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 2,642 71,230 SH   DFND 4,5 71,230 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 3,694 99,600 SH   DFND 4,5,11,12 99,600 0 0
GROUPON INC COM CL A 399473107 501 63,000 SH   DFND 4,5,7 63,000 0 0
GRUBHUB INC COM 400110102 15 400 SH   DFND 4,5,7 400 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 37,052 1,118,376 SH   DFND 4,5 1,118,376 0 0
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 34,696 1,047,272 SH   DFND 4,5 1,047,272 0 0
GULF COAST ULTRA DEEP RTY TR ROYALTY TR UNT 40222T104 878 725,300 SH   DFND 4,5,7 725,300 0 0
GULF COAST ULTRA DEEP RTY TR ROYALTY TR UNT 40222T104 120 98,900 SH   DFND 4,5,7 98,900 0 0
HAIN CELESTIAL GROUP INC COM 405217100 476 8,400 SH   DFND 4,5 8,400 0 0
HAIN CELESTIAL GROUP INC COM 405217100 5,417 95,694 SH   DFND 1,3 95,694 0 0
HAIN CELESTIAL GROUP INC COM 405217100 24 416 SH   DFND   416 0 0
HALLIBURTON CO COM 406216101 17,889 454,498 SH   DFND 4,5 454,498 0 0
HALLIBURTON CO COM 406216101 3,629 92,205 SH   DFND 4,5 92,205 0 0
HALLIBURTON CO COM 406216101 16 405 SH   DFND 4,5,7 405 0 0
HALLIBURTON CO COM 406216101 6,837 173,695 SH   DFND 1,3 173,695 0 0
HALLIBURTON CO COM 406216101 7,044 178,967 SH   DFND 1,2 178,967 0 0
HALLIBURTON CO COM 406216101 277 7,039 SH   DFND   7,039 0 0
HALLIBURTON CO COM 406216101 63 1,600 SH   DFND 1 1,600 0 0
HALLIBURTON CO COM 406216101 1,704 43,294 SH   DFND 4,6 43,294 0 0
HALLIBURTON CO COM 406216101 567 14,400 SH   DFND 4,6 14,400 0 0
HALLIBURTON CO COM 406216101 216 5,500 SH   DFND 4,6 5,500 0 0
HALLIBURTON CO COM 406216101 73 1,850 SH   DFND 4,6 1,850 0 0
HALLIBURTON CO COM 406216101 407 10,341 SH   DFND 4,5,11,12 10,341 0 0
HALLIBURTON CO COM 406216101 181 4,600 SH   DFND 4,5,11,12 4,600 0 0
HALYARD HEALTH INC COM 40650V100 238 5,099 SH   DFND 4,5 5,099 0 0
HALYARD HEALTH INC COM 40650V100 202 4,325 SH   DFND 4,5 4,325 0 0
HALYARD HEALTH INC COM 40650V100 36 768 SH   DFND 4,8 768 0 0
HANCOCK HLDG CO COM 410120109 364 13,114 SH   DFND 4,5 13,114 0 0
HANESBRANDS INC COM 410345102 7,201 65,568 SH   DFND 4,5 65,568 0 0
HANESBRANDS INC COM 410345102 1,213 11,040 SH   DFND 4,5 11,040 0 0
HANESBRANDS INC COM 410345102 11 100 SH   DFND 4,5,11,12 100 0 0
HARBINGER GROUP INC COM 41146A106 837 62,000 SH   DFND 4,5,7 62,000 0 0
HARLEY DAVIDSON INC COM 412822108 1,582 24,423 SH   DFND 4,5 24,423 0 0
HARLEY DAVIDSON INC COM 412822108 1,305 20,138 SH   DFND 4,5 20,138 0 0
HARLEY DAVIDSON INC COM 412822108 288 4,443 SH   DFND 4,5,11,12 4,443 0 0
HARLEY DAVIDSON INC COM 412822108 78 1,200 SH   DFND 4,5,11,12 1,200 0 0
HARMAN INTL INDS INC COM 413086109 433 4,316 SH   DFND 4,5 4,316 0 0
HARMAN INTL INDS INC COM 413086109 125 1,242 SH   DFND 4,5 1,242 0 0
HARRIS CORP DEL COM 413875105 10,313 150,624 SH   DFND 4,5 150,624 0 0
HARRIS CORP DEL COM 413875105 1,538 22,458 SH   DFND 4,5 22,458 0 0
HARRIS CORP DEL COM 413875105 301 4,390 SH   DFND 1,3 4,390 0 0
HARRIS CORP DEL COM 413875105 2,746 40,100 SH   DFND 4,6 40,100 0 0
HARRIS CORP DEL COM 413875105 2,260 33,000 SH   DFND 4,6 33,000 0 0
HARRIS CORP DEL COM 413875105 671 9,800 SH   DFND 4,6 9,800 0 0
HARRIS CORP DEL COM 413875105 96 1,400 SH   DFND 4,6 1,400 0 0
HARRIS CORP DEL COM 413875105 266 3,879 SH   DFND 4,5,11,12 3,879 0 0
HARRIS CORP DEL COM 413875105 48 700 SH   DFND 4,5,11,12 700 0 0
HARSCO CORP COM 415864107 695 39,921 SH   DFND 4,5 39,921 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 24,173 595,092 SH   DFND 4,5 595,092 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,708 42,049 SH   DFND 4,5 42,049 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,018 74,300 SH   DFND 4,6 74,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 731 18,000 SH   DFND 4,6 18,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 220 5,422 SH   DFND 4,5,11,12 5,422 0 0
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HASBRO INC COM 418056107 1,826 33,404 SH   DFND 4,5 33,404 0 0
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HASBRO INC COM 418056107 38 700 SH   DFND 4,5,11,12 700 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 107 4,043 SH   DFND 4,5,7 4,043 0 0
HCA HOLDINGS INC COM 40412C101 4,248 58,204 SH   DFND 4,5 58,204 0 0
HCA HOLDINGS INC COM 40412C101 2,707 37,086 SH   DFND 4,5 37,086 0 0
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HCA HOLDINGS INC COM 40412C101 2,806 38,445 SH   DFND 1,2 38,445 0 0
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HCP INC COM 40414L109 6,892 146,199 SH   DFND 4,5 146,199 0 0
HCP INC COM 40414L109 2,054 43,562 SH   DFND 4,5 43,562 0 0
HCP INC COM 40414L109 146 3,100 SH   DFND 4,6 3,100 0 0
HCP INC COM 40414L109 1,865 39,560 SH   DFND 4,5,11,12 39,560 0 0
HCP INC COM 40414L109 118 2,500 SH   DFND 4,5,11,12 2,500 0 0
HD SUPPLY HLDGS INC COM 40416M105 15,804 557,861 SH   DFND 4,5,7 557,861 0 0
HD SUPPLY HLDGS INC COM 40416M105 8,046 284,000 SH   DFND 4,5,7 284,000 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,470 47,800 SH   DFND 4,5 47,800 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 491 9,500 SH   DFND 4,5 9,500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 3,156 61,076 SH   DFND 1,3 61,076 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,261 24,400 SH   DFND 4,6 24,400 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 568 11,000 SH   DFND 4,6 11,000 0 0
HEALTH CARE REIT INC COM 42217K106 9,988 125,256 SH   DFND 4,5 125,256 0 0
HEALTH CARE REIT INC COM 42217K106 4,884 61,254 SH   DFND 4,5 61,254 0 0
HEALTH CARE REIT INC COM 42217K106 973 12,201 SH   DFND 4,8 12,201 0 0
HEALTH CARE REIT INC COM 42217K106 2,422 30,373 SH   DFND 4,5,11,12 30,373 0 0
HEALTH CARE REIT INC COM 42217K106 104 1,300 SH   DFND 4,5,11,12 1,300 0 0
HEALTH NET INC COM 42222G108 3,381 65,105 SH   DFND 4,5 65,105 0 0
HEALTHCARE RLTY TR COM 421946104 715 25,100 SH   DFND 4,5 25,100 0 0
HEALTHCARE RLTY TR COM 421946104 225 7,900 SH   DFND 4,5,11,12 7,900 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 706 24,500 SH   DFND 4,5 24,500 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 235 8,150 SH   DFND 4,5,11,12 8,150 0 0
HEALTHSOUTH CORP COM NEW 421924309 209 5,500 SH   DFND 1,3 5,500 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,607 42,300 SH   DFND 4,6 42,300 0 0
HEALTHSOUTH CORP COM NEW 421924309 592 15,600 SH   DFND 4,6 15,600 0 0
HEALTHSOUTH CORP COM NEW 421924309 103 2,700 SH   DFND 4,6 2,700 0 0
HELIX ENERGY SOLUTIONS GRP INC COM 42330P107 3,345 170,164 SH   DFND 4,5 170,164 0 0
HELMERICH & PAYNE INC COM 423452101 1,105 18,586 SH   DFND 4,5 18,586 0 0
HELMERICH & PAYNE INC COM 423452101 757 12,736 SH   DFND 4,5 12,736 0 0
HELMERICH & PAYNE INC COM 423452101 84 1,410 SH   DFND 4,8 1,410 0 0
HELMERICH & PAYNE INC COM 423452101 8,610 144,800 SH   DFND 4,5,11,12 144,800 0 0
HELMERICH & PAYNE INC COM 423452101 280 4,702 SH   DFND 4,5,11,12 4,702 0 0
HENRY JACK & ASSOC INC COM 426281101 3,529 56,970 SH   DFND 4,5 56,970 0 0
HERBALIFE LTD COM USD SHS G4412G101 1,124 35,436 SH   DFND 4,5 35,436 0 0
HERBALIFE LTD COM USD SHS G4412G101 339 10,677 SH   DFND 4,5 10,677 0 0
HERBALIFE LTD COM USD SHS G4412G101 95 3,000 SH   DFND 4,6 3,000 0 0
HERBALIFE LTD COM USD SHS G4412G101 109 3,444 SH   DFND 4,5,11,12 3,444 0 0
HERBALIFE LTD COM USD SHS G4412G101 22 700 SH   DFND 4,5,11,12 700 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 275 39,000 SH   DFND 4,5 39,000 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 239 33,900 SH   DFND 4,5 33,900 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 147 20,800 SH   DFND 4,6 20,800 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 96 13,600 SH   DFND 4,5,11,12 13,600 0 0
HERSHEY CO COM 427866108 11,535 109,714 SH   DFND 4,5 109,714 0 0
HERSHEY CO COM 427866108 8,989 85,493 SH   DFND 4,5 85,493 0 0
HERSHEY CO COM 427866108 3,186 30,300 SH   DFND 4,6 30,300 0 0
HERSHEY CO COM 427866108 894 8,500 SH   DFND 4,6 8,500 0 0
HERSHEY CO COM 427866108 79 750 SH   DFND 4,6 750 0 0
HERSHEY CO COM 427866108 679 6,456 SH   DFND 4,8 6,456 0 0
HERSHEY CO COM 427866108 239 2,273 SH   DFND 4,5,11,12 2,273 0 0
HERSHEY CO COM 427866108 105 1,000 SH   DFND 4,5,11,12 1,000 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 5,295 225,693 SH   DFND 4,5 225,693 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 737 31,420 SH   DFND 4,5 31,420 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 21,286 907,350 SH   DFND 4,5,7 907,350 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 19,811 844,441 SH   DFND 4,5,7 844,441 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 209 8,900 SH   DFND 4,5,11,12 8,900 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 61 2,600 SH   DFND 4,5,11,12 2,600 0 0
HESS CORP COM 42809H107 13,734 198,176 SH   DFND 4,5 198,176 0 0
HESS CORP COM 42809H107 8,133 117,359 SH   DFND 4,5 117,359 0 0
HESS CORP COM 42809H107 19 277 SH   DFND 4,5,7 277 0 0
HESS CORP COM 42809H107 430 6,200 SH   DFND   6,200 0 0
HESS CORP COM 42809H107 347 5,000 SH   DFND 4,6 5,000 0 0
HESS CORP COM 42809H107 319 4,600 SH   DFND 4,6 4,600 0 0
HESS CORP COM 42809H107 247 3,562 SH   DFND 4,5,11,12 3,562 0 0
HESS CORP COM 42809H107 132 1,900 SH   DFND 4,5,11,12 1,900 0 0
HEWLETT PACKARD CO COM 428236103 63,540 1,599,306 SH   DFND 4,5 1,599,306 0 0
HEWLETT PACKARD CO COM 428236103 17,001 427,921 SH   DFND 4,5 427,921 0 0
HEWLETT PACKARD CO COM 428236103 315 7,920 SH   DFND   7,920 0 0
HEWLETT PACKARD CO COM 428236103 5,960 150,000 SH   DFND 4,6 150,000 0 0
HEWLETT PACKARD CO COM 428236103 2,241 56,400 SH   DFND 4,6 56,400 0 0
HEWLETT PACKARD CO COM 428236103 723 18,200 SH   DFND 4,6 18,200 0 0
HEWLETT PACKARD CO COM 428236103 636 16,000 SH   DFND 4,6 16,000 0 0
HEWLETT PACKARD CO COM 428236103 516 13,000 SH   DFND 4,6 13,000 0 0
HEWLETT PACKARD CO COM 428236103 516 12,975 SH   DFND 4,6 12,975 0 0
HEWLETT PACKARD CO COM 428236103 107 2,700 SH   DFND 4,6 2,700 0 0
HEWLETT PACKARD CO COM 428236103 399 10,042 SH   DFND 4,8 10,042 0 0
HEWLETT PACKARD CO COM 428236103 139 3,498 SH   DFND 4,8 3,498 0 0
HEWLETT PACKARD CO COM 428236103 33,532 844,000 SH   DFND 4,5,11,12 844,000 0 0
HEWLETT PACKARD CO COM 428236103 1,957 49,252 SH   DFND 4,5,11,12 49,252 0 0
HEXCEL CORP NEW COM 428291108 1,631 39,940 SH   DFND 1,3 39,940 0 0
HIGHWOODS PPTYS INC COM 431284108 896 19,600 SH   DFND 4,5 19,600 0 0
HIGHWOODS PPTYS INC COM 431284108 329 7,200 SH   DFND 4,5,11,12 7,200 0 0
HILL ROM HLDGS INC COM 431475102 417 9,056 SH   DFND 4,5 9,056 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 4,443 175,812 SH   DFND 4,5 175,812 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,904 75,354 SH   DFND 4,5 75,354 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 1,054 41,712 SH   DFND 4,1 41,712 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 56 2,200 SH   DFND 4,5,11,12 2,200 0 0
HNI CORP COM 404251100 1,927 38,745 SH   DFND 4,5 38,745 0 0
HOLLYFRONTIER CORP COM 436106108 3,101 87,152 SH   DFND 4,5 87,152 0 0
HOLLYFRONTIER CORP COM 436106108 1,204 33,833 SH   DFND 4,5 33,833 0 0
HOLLYFRONTIER CORP COM 436106108 60 1,695 SH   DFND 4,8 1,695 0 0
HOLLYFRONTIER CORP COM 436106108 167 4,700 SH   DFND 4,5,11,12 4,700 0 0
HOLLYFRONTIER CORP COM 436106108 43 1,200 SH   DFND 4,5,11,12 1,200 0 0
HOLOGIC INC COM 436440101 3,921 148,506 SH   DFND 4,5 148,506 0 0
HOLOGIC INC COM 436440101 618 23,411 SH   DFND 4,5 23,411 0 0
HOLOGIC INC COM 436440101 127 4,800 SH   DFND 4,6 4,800 0 0
HOLOGIC INC COM 436440101 101 3,839 SH   DFND 4,8 3,839 0 0
HOLOGIC INC COM 436440101 172 6,533 SH   DFND 4,5,11,12 6,533 0 0
HOLOGIC INC COM 436440101 61 2,300 SH   DFND 4,5,11,12 2,300 0 0
HOME DEPOT INC COM 437076102 84,969 813,801 SH   DFND 4,5 813,801 0 0
HOME DEPOT INC COM 437076102 21,720 208,029 SH   DFND 4,5 208,029 0 0
HOME DEPOT INC COM 437076102 30 286 SH   DFND 4,5,7 286 0 0
HOME DEPOT INC COM 437076102 2,683 25,692 SH   DFND 4,1 25,692 0 0
HOME DEPOT INC COM 437076102 5,668 54,282 SH   DFND 1,3 54,282 0 0
HOME DEPOT INC COM 437076102 9,996 95,742 SH   DFND 1,2 95,742 0 0
HOME DEPOT INC COM 437076102 42 399 SH   DFND   399 0 0
HOME DEPOT INC COM 437076102 10,441 100,000 SH   DFND 4,6 100,000 0 0
HOME DEPOT INC COM 437076102 9,560 91,563 SH   DFND 4,6 91,563 0 0
HOME DEPOT INC COM 437076102 3,153 30,200 SH   DFND 4,6 30,200 0 0
HOME DEPOT INC COM 437076102 1,201 11,500 SH   DFND 4,6 11,500 0 0
HOME DEPOT INC COM 437076102 1,169 11,200 SH   DFND 4,6 11,200 0 0
HOME DEPOT INC COM 437076102 1,055 10,100 SH   DFND 4,6 10,100 0 0
HOME DEPOT INC COM 437076102 855 8,192 SH   DFND 4,6 8,192 0 0
HOME DEPOT INC COM 437076102 794 7,600 SH   DFND 4,6 7,600 0 0
HOME DEPOT INC COM 437076102 783 7,500 SH   DFND 4,6 7,500 0 0
HOME DEPOT INC COM 437076102 454 4,350 SH   DFND 4,6 4,350 0 0
HOME DEPOT INC COM 437076102 136 1,300 SH   DFND 4,6 1,300 0 0
HOME DEPOT INC COM 437076102 1,253 12,001 SH   DFND 4,8 12,001 0 0
HOME DEPOT INC COM 437076102 356 3,407 SH   DFND 4,8 3,407 0 0
HOME DEPOT INC COM 437076102 42,819 410,100 SH   DFND 4,5,11,12 410,100 0 0
HOME DEPOT INC COM 437076102 2,954 28,291 SH   DFND 4,5,11,12 28,291 0 0
HOME PROPERTIES INC COM 437306103 846 12,300 SH   DFND 4,5 12,300 0 0
HOME PROPERTIES INC COM 437306103 444 6,458 SH   DFND 4,5 6,458 0 0
HOME PROPERTIES INC COM 437306103 310 4,500 SH   DFND 4,5,11,12 4,500 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 2,119 75,301 SH   DFND 4,5,7 75,301 0 0
HONEYWELL INTL INC COM 438516106 32,557 329,524 SH   DFND 4,5 329,524 0 0
HONEYWELL INTL INC COM 438516106 17,932 181,493 SH   DFND 4,5 181,493 0 0
HONEYWELL INTL INC COM 438516106 801 8,112 SH   DFND 1,3 8,112 0 0
HONEYWELL INTL INC COM 438516106 2,213 22,400 SH   DFND 4,6 22,400 0 0
HONEYWELL INTL INC COM 438516106 593 6,000 SH   DFND 4,6 6,000 0 0
HONEYWELL INTL INC COM 438516106 379 3,837 SH   DFND 4,6 3,837 0 0
HONEYWELL INTL INC COM 438516106 306 3,100 SH   DFND 4,6 3,100 0 0
HONEYWELL INTL INC COM 438516106 119 1,200 SH   DFND 4,6 1,200 0 0
HONEYWELL INTL INC COM 438516106 799 8,085 SH   DFND 4,8 8,085 0 0
HONEYWELL INTL INC COM 438516106 1,133 11,467 SH   DFND 4,5,11,12 11,467 0 0
HONEYWELL INTL INC COM 438516106 445 4,500 SH   DFND 4,5,11,12 4,500 0 0
HORMEL FOODS CORP COM 440452100 3,454 67,548 SH   DFND 4,5 67,548 0 0
HORMEL FOODS CORP COM 440452100 650 12,717 SH   DFND 4,5 12,717 0 0
HORMEL FOODS CORP COM 440452100 76 1,478 SH   DFND 4,5,11,12 1,478 0 0
HORMEL FOODS CORP COM 440452100 46 900 SH   DFND 4,5,11,12 900 0 0
HOSPIRA INC COM 441060100 1,343 21,965 SH   DFND 4,5 21,965 0 0
HOSPIRA INC COM 441060100 700 11,445 SH   DFND 4,5 11,445 0 0
HOSPIRA INC COM 441060100 262 4,285 SH   DFND 4,5,11,12 4,285 0 0
HOSPIRA INC COM 441060100 61 1,000 SH   DFND 4,5,11,12 1,000 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 3,318 105,173 SH   DFND 4,5 105,173 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 393 12,446 SH   DFND 4,5 12,446 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 410 13,000 SH   DFND 4,5,11,12 13,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 19,286 815,479 SH   DFND 4,5 815,479 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,131 47,812 SH   DFND 4,5 47,812 0 0
HOST HOTELS & RESORTS INC COM 44107P104 423 17,900 SH   DFND 4,6 17,900 0 0
HOST HOTELS & RESORTS INC COM 44107P104 94 3,967 SH   DFND 4,8 3,967 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,727 73,026 SH   DFND 4,5,11,12 73,026 0 0
HOST HOTELS & RESORTS INC COM 44107P104 102 4,300 SH   DFND 4,5,11,12 4,300 0 0
HOWARD HUGHES CORP COM 44267D107 778 6,400 SH   DFND 4,5 6,400 0 0
HSN INC COM 404303109 653 8,632 SH   DFND 4,5 8,632 0 0
HUDSON CITY BANCORP COM 443683107 830 86,851 SH   DFND 4,5 86,851 0 0
HUDSON CITY BANCORP COM 443683107 276 28,897 SH   DFND 4,5 28,897 0 0
HUDSON CITY BANCORP COM 443683107 118 12,310 SH   DFND 4,5,11,12 12,310 0 0
HUDSON CITY BANCORP COM 443683107 31 3,200 SH   DFND 4,5,11,12 3,200 0 0
HUDSON PAC PPTYS INC COM 444097109 381 12,100 SH   DFND 4,5 12,100 0 0
HUDSON PAC PPTYS INC COM 444097109 120 3,800 SH   DFND 4,5,11,12 3,800 0 0
HUMANA INC COM 444859102 3,057 21,566 SH   DFND 4,5 21,566 0 0
HUMANA INC COM 444859102 2,802 19,768 SH   DFND 4,5 19,768 0 0
HUMANA INC COM 444859102 58 406 SH   DFND 4,8 406 0 0
HUMANA INC COM 444859102 246 1,739 SH   DFND 4,5,11,12 1,739 0 0
HUMANA INC COM 444859102 142 1,000 SH   DFND 4,5,11,12 1,000 0 0
HUNT J B TRANS SVCS INC COM 445658107 3,612 44,975 SH   DFND 4,5 44,975 0 0
HUNT J B TRANS SVCS INC COM 445658107 407 5,071 SH   DFND 4,5 5,071 0 0
HUNT J B TRANS SVCS INC COM 445658107 231 2,876 SH   DFND 4,5,11,12 2,876 0 0
HUNT J B TRANS SVCS INC COM 445658107 48 600 SH   DFND 4,5,11,12 600 0 0
HUNTINGTON BANCSHARES INC COM 446150104 940 93,544 SH   DFND 4,5 93,544 0 0
HUNTINGTON BANCSHARES INC COM 446150104 852 84,820 SH   DFND 4,5 84,820 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,121 410,000 SH   DFND 4,6 410,000 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,656 164,800 SH   DFND 4,6 164,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 498 49,600 SH   DFND 4,6 49,600 0 0
HUNTINGTON BANCSHARES INC COM 446150104 125 12,400 SH   DFND 4,6 12,400 0 0
HUNTINGTON BANCSHARES INC COM 446150104 45 4,500 SH   DFND 4,5,11,12 4,500 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,732 15,182 SH   DFND 4,5 15,182 0 0
HUNTSMAN CORP COM 447011107 18,824 837,759 SH   DFND 4,5,7 837,759 0 0
HUNTSMAN CORP COM 447011107 3,497 155,628 SH   DFND 4,5,7 155,628 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 332 5,528 SH   DFND 4,5 5,528 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 839 13,970 SH   DFND 1,3 13,970 0 0
IAMGOLD CORP COM 450913108 1,328 424,400 SH   DFND 4,5 424,400 0 0
IAMGOLD CORP COM 450913108 350 111,900 SH   DFND 4,5 111,900 0 0
IBERIABANK CORP COM 450828108 1,103 18,100 SH   DFND 1,3 18,100 0 0
ICICI BK LTD ADR 45104G104 15,246 1,331,500 SH   DFND 4,5 1,331,500 0 0
ICICI BK LTD ADR 45104G104 1,322 115,500 SH   DFND 4,5 115,500 0 0
ICICI BK LTD ADR 45104G104 5,465 477,335 SH   DFND 1,3 477,335 0 0
ICICI BK LTD ADR 45104G104 26 2,300 SH   DFND 4,5,11,12 2,300 0 0
ICON PLC SHS G4705A100 249 4,700 SH   DFND 4,5 4,700 0 0
ICON PLC SHS G4705A100 71 1,351 SH   DFND 1,3 1,351 0 0
ICON PLC SHS G4705A100 4,634 87,574 SH   DFND 1,2 87,574 0 0
ICON PLC SHS G4705A100 153 2,900 SH   DFND 4,6 2,900 0 0
ICONIX BRAND GROUP INC SR SB CONV NT 16 451055AE7 6,517 5,621,000 PRN   DFND 4,5,7 0 0 5,621,000
ICONIX BRAND GROUP INC SR SB CONV NT 16 451055AE7 696 600,000 PRN   DFND 4,5,7 0 0 600,000
ICONIX BRAND GROUP INC COM 451055107 1,021 30,900 SH   DFND 4,6 30,900 0 0
ICONIX BRAND GROUP INC COM 451055107 287 8,700 SH   DFND 4,6 8,700 0 0
ICONIX BRAND GROUP INC COM 451055107 50 1,500 SH   DFND 4,6 1,500 0 0
ICU MED INC COM 44930G107 182 2,200 SH   DFND 4,5 2,200 0 0
ICU MED INC COM 44930G107 108 1,300 SH   DFND 4,6 1,300 0 0
IDACORP INC COM 451107106 489 7,409 SH   DFND 4,5 7,409 0 0
IDEX CORP COM 45167R104 1,519 20,300 SH   DFND 4,5 20,300 0 0
IGATE CORP COM 45169U105 808 20,800 SH   DFND 1,3 20,800 0 0
IHS INC CL A 451734107 5,619 52,234 SH   DFND 4,5 52,234 0 0
IHS INC CL A 451734107 582 5,412 SH   DFND 4,5 5,412 0 0
IHS INC CL A 451734107 58 536 SH   DFND 4,5,11,12 536 0 0
IHS INC CL A 451734107 32 300 SH   DFND 4,5,11,12 300 0 0
ILLINOIS TOOL WKS INC COM 452308109 17,353 188,498 SH   DFND 4,5 188,498 0 0
ILLINOIS TOOL WKS INC COM 452308109 3,369 36,596 SH   DFND 4,5 36,596 0 0
ILLINOIS TOOL WKS INC COM 452308109 29 310 SH   DFND 4,5,7 310 0 0
ILLINOIS TOOL WKS INC COM 452308109 534 5,800 SH   DFND 4,6 5,800 0 0
ILLINOIS TOOL WKS INC COM 452308109 363 3,948 SH   DFND 4,6 3,948 0 0
ILLINOIS TOOL WKS INC COM 452308109 521 5,664 SH   DFND 4,5,11,12 5,664 0 0
ILLINOIS TOOL WKS INC COM 452308109 193 2,100 SH   DFND 4,5,11,12 2,100 0 0
ILLUMINA INC COM 452327109 3,770 19,340 SH   DFND 4,5 19,340 0 0
ILLUMINA INC COM 452327109 3,334 17,105 SH   DFND 4,5 17,105 0 0
ILLUMINA INC COM 452327109 252 1,292 SH   DFND 4,8 1,292 0 0
ILLUMINA INC COM 452327109 26,938 138,200 SH   DFND 4,5,11,12 138,200 0 0
ILLUMINA INC COM 452327109 906 4,650 SH   DFND 4,5,11,12 4,650 0 0
IMAX CORP COM 45245E109 1,866 61,754 SH   DFND 4,5,7 61,754 0 0
IMPERIAL OIL LTD COM NEW 453038408 2,664 66,574 SH   DFND 4,5 66,574 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,058 26,453 SH   DFND 4,5 26,453 0 0
IMPERIAL OIL LTD COM NEW 453038408 301 7,514 SH   DFND 4,6 7,514 0 0
IMPERIAL OIL LTD COM NEW 453038408 288 7,200 SH   DFND 4,6 7,200 0 0
IMPERIAL OIL LTD COM NEW 453038408 250 6,248 SH   DFND 4,5,11,12 6,248 0 0
IMPERIAL OIL LTD COM NEW 453038408 72 1,800 SH   DFND 4,5,11,12 1,800 0 0
IMS HEALTH HLDGS INC COM 44970B109 7,061 279,534 SH   DFND 4,5,7 279,534 0 0
INC RESH HLDGS INC CL A 45329R109 15 600 SH   DFND 4,5,7 600 0 0
INCYTE CORP COM 45337C102 1,063 14,278 SH   DFND 4,5 14,278 0 0
INCYTE CORP COM 45337C102 745 10,000 SH   DFND 4,5 10,000 0 0
INCYTE CORP COM 45337C102 15 200 SH   DFND 4,5,11,12 200 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 14 1,500 SH   DFND 4,5,11,12 1,500 0 0
INFORMATICA CORP COM 45666Q102 1,654 47,079 SH   DFND 4,5 47,079 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,875 90,000 SH   DFND 4,5 90,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,182 37,000 SH   DFND 4,5 37,000 0 0
INFOSYS LTD SPONSORED ADR 456788108 4,382 137,207 SH   DFND 1,3 137,207 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,488 46,600 SH   DFND 4,6 46,600 0 0
INFOSYS LTD SPONSORED ADR 456788108 760 23,800 SH   DFND 4,6 23,800 0 0
INGERSOLL-RAND PLC SHS G47791101 14,585 238,348 SH   DFND 4,5 238,348 0 0
INGERSOLL-RAND PLC SHS G47791101 12,800 209,177 SH   DFND 4,5 209,177 0 0
INGERSOLL-RAND PLC SHS G47791101 28 463 SH   DFND 4,5,7 463 0 0
INGERSOLL-RAND PLC SHS G47791101 1,000 16,336 SH   DFND 4,1 16,336 0 0
INGERSOLL-RAND PLC SHS G47791101 621 10,142 SH   DFND 1,3 10,142 0 0
INGERSOLL-RAND PLC SHS G47791101 11,399 186,292 SH   DFND 1,2 186,292 0 0
INGERSOLL-RAND PLC SHS G47791101 219 3,580 SH   DFND   3,580 0 0
INGERSOLL-RAND PLC SHS G47791101 271 4,421 SH   DFND 4,5,11,12 4,421 0 0
INGERSOLL-RAND PLC SHS G47791101 110 1,800 SH   DFND 4,5,11,12 1,800 0 0
INGRAM MICRO INC CL A 457153104 1,103 41,894 SH   DFND 4,5 41,894 0 0
INGREDION INC COM 457187102 9,836 118,212 SH   DFND 4,5 118,212 0 0
INGREDION INC COM 457187102 47 560 SH   DFND 1,3 560 0 0
INGREDION INC COM 457187102 1,232 14,800 SH   DFND 4,5,11,12 14,800 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 213 19,100 SH   DFND 4,5 19,100 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 111 10,000 SH   DFND 4,5,11,12 10,000 0 0
INNOPHOS HOLDINGS INC COM 45774N108 3,914 66,900 SH   DFND 4,5,7 66,900 0 0
INSULET CORP SR GLBL CV NT 19 45784PAD3 1,060 909,000 PRN   DFND 4,5,7 0 0 909,000
INTEGRYS ENERGY GROUP INC COM 45822P105 439 5,600 SH   DFND 4,5 5,600 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 430 5,495 SH   DFND 4,5 5,495 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 540 6,900 SH   DFND 4,6 6,900 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 822 10,495 SH   DFND 4,8 10,495 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 1,539 19,642 SH   DFND 4,5,11,12 19,642 0 0
INTEL CORP JR SUB DB CV 35 458140AD2 14,995 11,430,000 PRN   DFND 4,5 0 0 11,430,000
INTEL CORP COM 458140100 62,660 1,739,577 SH   DFND 4,5 1,739,577 0 0
INTEL CORP COM 458140100 29,188 810,325 SH   DFND 4,5 810,325 0 0
INTEL CORP COM 458140100 2,871 79,698 SH   DFND 4,5,7 79,698 0 0
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INVESCO LTD SHS G491BT108 2,149 56,993 SH   DFND 4,5 56,993 0 0
INVESCO LTD SHS G491BT108 151 4,000 SH   DFND 4,6 4,000 0 0
INVESCO LTD SHS G491BT108 246 6,530 SH   DFND 4,5,11,12 6,530 0 0
INVESCO LTD SHS G491BT108 102 2,700 SH   DFND 4,5,11,12 2,700 0 0
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INVESTORS REAL ESTATE TR SH BEN INT 461730103 66 8,000 SH   DFND 4,5,11,12 8,000 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 720 2,077 SH   DFND 4,5,7 2,077 0 0
IROBOT CORP COM 462726100 50 1,500 SH   DFND 4,5 1,500 0 0
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IRON MTN INC COM 462846106 38 962 SH   DFND 4,5,11,12 962 0 0
ISHARES MSCI BRZ CAP ETF 464286400 1,204 33,737 SH   DFND 4,5 33,737 0 0
ISHARES MSCI CDA ETF 464286509 1,345 48,830 SH   DFND 4,5 48,830 0 0
ISHARES MSCI CDA ETF 464286509 966 35,062 SH   DFND 4,5 35,062 0 0
ISHARES MSCI TURKEY ETF 464286715 1,046 18,842 SH   DFND 4,5 18,842 0 0
ISHARES MSCI TAIWAN ETF 464286731 40,299 2,741,447 SH   DFND 4,5 2,741,447 0 0
ISHARES MSCI TAIWAN ETF 464286731 39,690 2,700,000 SH   DFND 4,5 2,700,000 0 0
ISHARES MSCI TAIWAN ETF 464286731 1,356 92,267 SH   DFND 4,5 92,267 0 0
ISHARES MSCI STH KOR ETF 464286772 37,191 682,278 SH   DFND 4,5 682,278 0 0
ISHARES MSCI STH KOR ETF 464286772 35,977 660,000 SH   DFND 4,5 660,000 0 0
ISHARES MSCI MEX CAP ETF 464286822 30,186 520,000 SH   DFND 4,5 520,000 0 0
ISHARES MSCI MEX CAP ETF 464286822 30,186 520,000 SH   DFND 4,5 520,000 0 0
ISHARES MSCI MEX CAP ETF 464286822 687 11,838 SH   DFND 4,5 11,838 0 0
ISHARES MSCI JAPAN ETF 464286848 1,282 115,352 SH   DFND 4,5 115,352 0 0
ISHARES FTSE CHINA ETF 464288190 104 2,000 SH   DFND 4,5 2,000 0 0
ISHARES JP MOR EM MK ETF 464288281 5,901 53,822 SH   DFND 4,5 53,822 0 0
ISHARES IBOXX HI YD ETF 464288513 238 2,679 SH   DFND 4,5 2,679 0 0
ISHARES IBOXX HI YD ETF 464288513 842 9,465 SH   DFND 4,5,7 9,465 0 0
ISHARES MSCI ISR CAP ETF 464286632 19 410 SH   DFND   410 0 0
ISHARES MSCI TAIWAN ETF 464286731 91 6,195 SH   DFND   6,195 0 0
ISHARES MSCI STH KOR ETF 464286772 1,972 36,183 SH   DFND   36,183 0 0
ISHARES MSCI MEX CAP ETF 464286822 316 5,450 SH   DFND   5,450 0 0
ISHARES MSCI AC ASIA ETF 464288182 1,294 21,430 SH   DFND   21,430 0 0
ISHARES MRG RL ES CP ETF 464288539 18 1,500 SH   DFND   1,500 0 0
ISHARES INDIA 50 ETF 464289529 213 7,200 SH   DFND   7,200 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 24 1,500 SH   DFND 4,5 1,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,234 57,655 SH   DFND 4,5 57,655 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 114 2,943 SH   DFND 4,5 2,943 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,054 8,710 SH   DFND 4,5 8,710 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 73 725 SH   DFND 4,5 725 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,172 36,228 SH   DFND 4,5 36,228 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 192 615 SH   DFND 4,5 615 0 0
ISHARES TR GLOBAL 100 ETF 464287572 775 10,430 SH   DFND 4,5 10,430 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,698 14,547 SH   DFND 4,5 14,547 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 961 8,229 SH   DFND 4,5 8,229 0 0
ISHARES TR U.S. TECH ETF 464287721 705 6,926 SH   DFND 4,5 6,926 0 0
ISHARES TR U.S. TECH ETF 464287721 127 1,250 SH   DFND 4,5 1,250 0 0
ISHARES TR MSCI INDIA ETF 46429B598 964 32,600 SH   DFND 4,5 32,600 0 0
ISHARES TR MSCI RUSSIA CAP 46429B705 10,132 888,000 SH   DFND 4,5 888,000 0 0
ISHARES TR MSCI RUSSIA CAP 46429B705 1,426 125,000 SH   DFND 4,5 125,000 0 0
ISHARES TR MSCI USA QLT FAC 46432F339 5,040 82,000 SH   DFND 4,5 82,000 0 0
ISHARES TR MSCI UAE ETF 46434V761 4,488 245,000 SH   DFND 4,5 245,000 0 0
ISHARES TR MSCI QATAR ETF 46434V779 6,135 262,500 SH   DFND 4,5 262,500 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 585 5,010 SH   DFND 1 5,010 0 0
ISHARES TR U.S. REAL ES ETF 464287739 219 2,750 SH   DFND 1 2,750 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 388 9,214 SH   DFND   9,214 0 0
ISHARES TR TRANS AVG ETF 464287192 92 583 SH   DFND   583 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,816 46,868 SH   DFND   46,868 0 0
ISHARES TR N AMER TECH ETF 464287549 24 238 SH   DFND   238 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 109 930 SH   DFND   930 0 0
ISHARES TR MSCI PHILIPS ETF 46429B408 67 1,734 SH   DFND   1,734 0 0
ISHARES TR CHINA ETF 46429B671 2,001 39,251 SH   DFND   39,251 0 0
ISHARES TR MSCI INDIA ETF 46429B598 22,406 758,000 SH   DFND 4,5,11,12 758,000 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 881 11,595 SH   DFND 1 11,595 0 0
ISHARES TR HDG MSCI JAPAN 46434V886 940 35,298 SH   DFND 1 35,298 0 0
ISIS PHARMACEUTICALS INC COM 464330109 178 2,600 SH   DFND 4,5 2,600 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 297 41,150 SH   DFND 4,5 41,150 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 73 10,084 SH   DFND 4,5 10,084 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 31 4,290 SH   DFND 4,5,11,12 4,290 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 25 3,400 SH   DFND 4,5,11,12 3,400 0 0
ISTAR FINL INC SR CONV NT 3%16 45031UBR1 311 246,000 PRN   DFND 4,5,7 0 0 246,000
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 31,470 2,387,699 SH   DFND 4,5 2,387,699 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 16,512 1,252,811 SH   DFND 4,5 1,252,811 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 101 7,700 SH   DFND 1 7,700 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 15,431 1,170,787 SH   DFND 1,3 1,170,787 0 0
ITRON INC COM 465741106 661 16,300 SH   DFND 4,5 16,300 0 0
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JACOBS ENGR GROUP INC DEL COM 469814107 2,934 70,366 SH   DFND 4,5 70,366 0 0
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JACOBS ENGR GROUP INC DEL COM 469814107 134 3,204 SH   DFND 4,5,11,12 3,204 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 33 800 SH   DFND 4,5,11,12 800 0 0
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JARDEN CORP SR SB CONV NT 18 471109AH1 9,580 6,290,000 PRN   DFND 4,5 0 0 6,290,000
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JARDEN CORP COM 471109108 457 9,800 SH   DFND 4,5 9,800 0 0
JARDEN CORP COM 471109108 369 7,900 SH   DFND 4,5 7,900 0 0
JARDEN CORP COM 471109108 33 700 SH   DFND 4,5,11,12 700 0 0
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JAZZ PHARMACEUTICALS PLC SHS USD G50871105 984 6,036 SH   DFND 4,5 6,036 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 114 700 SH   DFND 4,6 700 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 49 300 SH   DFND 4,5,11,12 300 0 0
JD COM INC SPON ADR CL A 47215P106 6,927 279,200 SH   DFND 4,5 279,200 0 0
JD COM INC SPON ADR CL A 47215P106 5,031 202,800 SH   DFND 4,5 202,800 0 0
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JETBLUE AIRWAYS CORP COM 477143101 92 6,100 SH   DFND 4,6 6,100 0 0
JOHNSON & JOHNSON COM 478160104 142,063 1,345,806 SH   DFND 4,5 1,345,806 0 0
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JOHNSON & JOHNSON COM 478160104 24,937 236,240 SH   DFND 1,3 236,240 0 0
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JOHNSON & JOHNSON COM 478160104 11,130 105,435 SH   DFND 4,6 105,435 0 0
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JOHNSON & JOHNSON COM 478160104 46,129 436,993 SH   DFND 4,5,11,12 436,993 0 0
JOHNSON & JOHNSON COM 478160104 5,264 49,868 SH   DFND 4,5,11,12 49,868 0 0
JOHNSON CTLS INC COM 478366107 6,873 148,197 SH   DFND 4,5 148,197 0 0
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JOHNSON CTLS INC COM 478366107 2,992 64,500 SH   DFND 4,6 64,500 0 0
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JOY GLOBAL INC COM 481165108 2,606 60,571 SH   DFND 4,5 60,571 0 0
JOY GLOBAL INC COM 481165108 356 8,286 SH   DFND 4,5 8,286 0 0
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JPMORGAN CHASE & CO COM 46625H100 19,105 323,432 SH   DFND 4,5 323,432 0 0
JPMORGAN CHASE & CO COM 46625H100 284 4,800 SH   DFND 4,5,7 4,800 0 0
JPMORGAN CHASE & CO COM 46625H100 10,581 179,122 SH   DFND 1,3 179,122 0 0
JPMORGAN CHASE & CO COM 46625H100 10,402 176,094 SH   DFND 1,2 176,094 0 0
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JPMORGAN CHASE & CO COM 46625H100 11,173 189,144 SH   DFND 4,6 189,144 0 0
JPMORGAN CHASE & CO COM 46625H100 10,928 185,000 SH   DFND 4,6 185,000 0 0
JPMORGAN CHASE & CO COM 46625H100 3,066 51,900 SH   DFND 4,6 51,900 0 0
JPMORGAN CHASE & CO COM 46625H100 1,701 28,800 SH   DFND 4,6 28,800 0 0
JPMORGAN CHASE & CO COM 46625H100 1,360 23,018 SH   DFND 4,6 23,018 0 0
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JPMORGAN CHASE & CO COM 46625H100 744 12,600 SH   DFND 4,6 12,600 0 0
JPMORGAN CHASE & CO COM 46625H100 460 7,780 SH   DFND 4,6 7,780 0 0
JPMORGAN CHASE & CO COM 46625H100 346 5,850 SH   DFND 4,6 5,850 0 0
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JPMORGAN CHASE & CO COM 46625H100 33,592 568,680 SH   DFND 4,5,11,12 568,680 0 0
JPMORGAN CHASE & CO COM 46625H100 3,758 63,620 SH   DFND 4,5,11,12 63,620 0 0
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JUNIPER NETWORKS INC COM 48203R104 63 2,800 SH   DFND 4,5,11,12 2,800 0 0
JUNO THERAPEUTICS INC COM 48205A109 264 5,000 SH   DFND 4,5 5,000 0 0
JUNO THERAPEUTICS INC COM 48205A109 11 200 SH   DFND 4,5,7 200 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 6,002 52,987 SH   DFND 4,5 52,987 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,742 33,037 SH   DFND 4,5 33,037 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 136 1,200 SH   DFND 4,5,11,12 1,200 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 34 300 SH   DFND 4,5,11,12 300 0 0
KAR AUCTION SVCS INC COM 48238T109 20,218 590,491 SH   DFND 4,5,7 590,491 0 0
KAR AUCTION SVCS INC COM 48238T109 3,467 101,263 SH   DFND 4,5,7 101,263 0 0
KAR AUCTION SVCS INC COM 48238T109 596 17,400 SH   DFND 4,5,7 17,400 0 0
KATE SPADE & CO COM 485865109 526 17,092 SH   DFND 4,5 17,092 0 0
KB HOME COM 48666K109 659 40,211 SH   DFND 4,5 40,211 0 0
KELLOGG CO COM 487836108 8,973 135,935 SH   DFND 4,5 135,935 0 0
KELLOGG CO COM 487836108 1,812 27,453 SH   DFND 4,5 27,453 0 0
KELLOGG CO COM 487836108 2,390 36,200 SH   DFND 4,6 36,200 0 0
KELLOGG CO COM 487836108 766 11,600 SH   DFND 4,6 11,600 0 0
KELLOGG CO COM 487836108 79 1,200 SH   DFND 4,6 1,200 0 0
KELLOGG CO COM 487836108 408 6,175 SH   DFND 4,5,11,12 6,175 0 0
KELLOGG CO COM 487836108 99 1,500 SH   DFND 4,5,11,12 1,500 0 0
KENNAMETAL INC COM 489170100 814 24,582 SH   DFND 4,5 24,582 0 0
KEURIG GREEN MTN INC COM 49271M100 6,810 51,199 SH   DFND 4,5 51,199 0 0
KEURIG GREEN MTN INC COM 49271M100 2,590 19,469 SH   DFND 4,5 19,469 0 0
KEURIG GREEN MTN INC COM 49271M100 27 201 SH   DFND 4,5,7 201 0 0
KEURIG GREEN MTN INC COM 49271M100 128 962 SH   DFND 4,5,11,12 962 0 0
KEURIG GREEN MTN INC COM 49271M100 106 800 SH   DFND 4,5,11,12 800 0 0
KEY ENERGY SVCS INC COM 492914106 405 273,580 SH   DFND 4,5,7 273,580 0 0
KEYCORP NEW COM 493267108 1,495 113,887 SH   DFND 4,5 113,887 0 0
KEYCORP NEW COM 493267108 1,315 100,178 SH   DFND 4,5 100,178 0 0
KEYCORP NEW COM 493267108 1,075 81,900 SH   DFND 4,6 81,900 0 0
KEYCORP NEW COM 493267108 657 50,000 SH   DFND 4,6 50,000 0 0
KEYCORP NEW COM 493267108 284 21,600 SH   DFND 4,6 21,600 0 0
KEYCORP NEW COM 493267108 131 9,983 SH   DFND 4,5,11,12 9,983 0 0
KEYCORP NEW COM 493267108 25 1,900 SH   DFND 4,5,11,12 1,900 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,603 47,313 SH   DFND 4,5 47,313 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 607 17,902 SH   DFND 4,5 17,902 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 66 1,945 SH   DFND 4,8 1,945 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 31 902 SH   DFND 4,8 902 0 0
KILROY RLTY CORP COM 49427F108 1,214 17,000 SH   DFND 4,5 17,000 0 0
KILROY RLTY CORP COM 49427F108 414 5,800 SH   DFND 4,5,11,12 5,800 0 0
KIMBERLY CLARK CORP COM 494368103 18,362 160,271 SH   DFND 4,5 160,271 0 0
KIMBERLY CLARK CORP COM 494368103 11,394 99,447 SH   DFND 4,5 99,447 0 0
KIMBERLY CLARK CORP COM 494368103 3,067 26,771 SH   DFND 1,2 26,771 0 0
KIMBERLY CLARK CORP COM 494368103 553 4,828 SH   DFND   4,828 0 0
KIMBERLY CLARK CORP COM 494368103 3,105 27,100 SH   DFND 4,6 27,100 0 0
KIMBERLY CLARK CORP COM 494368103 985 8,600 SH   DFND 4,6 8,600 0 0
KIMBERLY CLARK CORP COM 494368103 149 1,300 SH   DFND 4,6 1,300 0 0
KIMBERLY CLARK CORP COM 494368103 784 6,842 SH   DFND 4,8 6,842 0 0
KIMBERLY CLARK CORP COM 494368103 1,032 9,011 SH   DFND 4,5,11,12 9,011 0 0
KIMBERLY CLARK CORP COM 494368103 275 2,400 SH   DFND 4,5,11,12 2,400 0 0
KIMCO RLTY CORP COM 49446R109 4,177 157,577 SH   DFND 4,5 157,577 0 0
KIMCO RLTY CORP COM 49446R109 972 36,677 SH   DFND 4,5 36,677 0 0
KIMCO RLTY CORP COM 49446R109 938 35,399 SH   DFND 4,5,11,12 35,399 0 0
KIMCO RLTY CORP COM 49446R109 64 2,400 SH   DFND 4,5,11,12 2,400 0 0
KINDER MORGAN INC DEL WT EXP 052517 49456B119 12 3,054 SH Call DFND 4,5 0 0 3,054
KINDER MORGAN INC DEL COM 49456B101 15,976 386,172 SH   DFND 4,5 386,172 0 0
KINDER MORGAN INC DEL COM 49456B101 3,868 93,486 SH   DFND 4,5 93,486 0 0
KINDER MORGAN INC DEL COM 49456B101 732 17,700 SH   DFND 4,5,7 17,700 0 0
KINDER MORGAN INC DEL COM 49456B101 3,463 83,700 SH   DFND 4,6 83,700 0 0
KINDER MORGAN INC DEL COM 49456B101 3,310 80,000 SH   DFND 4,6 80,000 0 0
KINDER MORGAN INC DEL COM 49456B101 1,034 25,000 SH   DFND 4,6 25,000 0 0
KINDER MORGAN INC DEL COM 49456B101 621 15,000 SH   DFND 4,6 15,000 0 0
KINDER MORGAN INC DEL COM 49456B101 352 8,503 SH   DFND 4,6 8,503 0 0
KINDER MORGAN INC DEL COM 49456B101 352 8,500 SH   DFND 4,6 8,500 0 0
KINDER MORGAN INC DEL COM 49456B101 145 3,500 SH   DFND 4,6 3,500 0 0
KINDER MORGAN INC DEL COM 49456B101 87 2,100 SH   DFND 4,6 2,100 0 0
KINDER MORGAN INC DEL COM 49456B101 0 2 SH   DFND 4,6 2 0 0
KINDER MORGAN INC DEL COM 49456B101 82 1,990 SH   DFND 4,8 1,990 0 0
KINDER MORGAN INC DEL COM 49456B101 8,749 211,490 SH   DFND 4,5,11,12 211,490 0 0
KINDER MORGAN INC DEL COM 49456B101 1,198 28,948 SH   DFND 4,5,11,12 28,948 0 0
KINDER MORGAN INC DEL WT EXP 052517 49456B119 1,698 444,599 SH Call DFND 4,5,7 0 0 444,599
KINDER MORGAN INC DEL WT EXP 052517 49456B119 1,585 414,998 SH Call DFND 4,5,7 0 0 414,998
KINDER MORGAN INC DEL WT EXP 052517 49456B119 35 9,152 SH Call DFND 4,5,7 0 0 9,152
KINROSS GOLD CORP COM NO PAR 496902404 4,071 1,256,429 SH   DFND 4,5 1,256,429 0 0
KINROSS GOLD CORP COM NO PAR 496902404 396 122,181 SH   DFND 4,5 122,181 0 0
KINROSS GOLD CORP COM NO PAR 496902404 1,104 340,800 SH   DFND 4,6 340,800 0 0
KINROSS GOLD CORP COM NO PAR 496902404 99 30,628 SH   DFND 4,8 30,628 0 0
KIRBY CORP COM 497266106 72 900 SH   DFND 1,3 900 0 0
KIRBY CORP COM 497266106 1,716 21,500 SH   DFND 1,2 21,500 0 0
KITE RLTY GROUP TR COM NEW 49803T300 512 17,200 SH   DFND 4,5 17,200 0 0
KITE RLTY GROUP TR COM NEW 49803T300 169 5,675 SH   DFND 4,5,11,12 5,675 0 0
KKR & CO L P DEL COM UNITS 48248M102 419 17,785 SH   DFND 4,5,7 17,785 0 0
KLA-TENCOR CORP COM 482480100 1,396 20,586 SH   DFND 4,5 20,586 0 0
KLA-TENCOR CORP COM 482480100 1,327 19,574 SH   DFND 4,5 19,574 0 0
KLA-TENCOR CORP COM 482480100 19 283 SH   DFND 4,8 283 0 0
KLA-TENCOR CORP COM 482480100 76 1,124 SH   DFND 4,5,11,12 1,124 0 0
KLA-TENCOR CORP COM 482480100 20 300 SH   DFND 4,5,11,12 300 0 0
KLX INC COM 482539103 1,066 26,356 SH   DFND 4,5 26,356 0 0
KLX INC COM 482539103 405 10,009 SH   DFND 4,5 10,009 0 0
KLX INC COM 482539103 0 4 SH   DFND 4,5,7 4 0 0
KLX INC COM 482539103 12 300 SH   DFND 4,5,11,12 300 0 0
KNOWLES CORP COM 49926D109 598 26,718 SH   DFND 4,5 26,718 0 0
KOHLS CORP COM 500255104 1,742 28,420 SH   DFND 4,5 28,420 0 0
KOHLS CORP COM 500255104 1,600 26,102 SH   DFND 4,5 26,102 0 0
KOHLS CORP COM 500255104 26 428 SH   DFND 4,5,7 428 0 0
KOHLS CORP COM 500255104 84 1,373 SH   DFND 4,8 1,373 0 0
KOHLS CORP COM 500255104 209 3,406 SH   DFND 4,5,11,12 3,406 0 0
KOHLS CORP COM 500255104 31 500 SH   DFND 4,5,11,12 500 0 0
KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 5,089 182,394 SH   DFND 4,5 182,394 0 0
KRAFT FOODS GROUP INC COM 50076Q106 17,305 273,849 SH   DFND 4,5 273,849 0 0
KRAFT FOODS GROUP INC COM 50076Q106 6,962 110,176 SH   DFND 4,5 110,176 0 0
KRAFT FOODS GROUP INC COM 50076Q106 3,151 49,867 SH   DFND 4,6 49,867 0 0
KRAFT FOODS GROUP INC COM 50076Q106 998 15,800 SH   DFND 4,6 15,800 0 0
KRAFT FOODS GROUP INC COM 50076Q106 567 8,971 SH   DFND 4,6 8,971 0 0
KRAFT FOODS GROUP INC COM 50076Q106 114 1,800 SH   DFND 4,6 1,800 0 0
KRAFT FOODS GROUP INC COM 50076Q106 63 991 SH   DFND   991 0 0
KRAFT FOODS GROUP INC COM 50076Q106 503 7,955 SH   DFND 4,8 7,955 0 0
KRAFT FOODS GROUP INC COM 50076Q106 479 7,585 SH   DFND 4,5,11,12 7,585 0 0
KRAFT FOODS GROUP INC COM 50076Q106 215 3,399 SH   DFND 4,5,11,12 3,399 0 0
KROGER CO COM 501044101 13,872 213,441 SH   DFND 4,5 213,441 0 0
KROGER CO COM 501044101 10,389 159,856 SH   DFND 4,5 159,856 0 0
KROGER CO COM 501044101 33 504 SH   DFND 4,5,7 504 0 0
KROGER CO COM 501044101 4,470 68,778 SH   DFND 4,6 68,778 0 0
KROGER CO COM 501044101 3,997 61,500 SH   DFND 4,6 61,500 0 0
KROGER CO COM 501044101 1,365 21,000 SH   DFND 4,6 21,000 0 0
KROGER CO COM 501044101 1,189 18,300 SH   DFND 4,6 18,300 0 0
KROGER CO COM 501044101 650 10,000 SH   DFND 4,6 10,000 0 0
KROGER CO COM 501044101 169 2,600 SH   DFND 4,6 2,600 0 0
KROGER CO COM 501044101 115 1,762 SH   DFND 4,8 1,762 0 0
KROGER CO COM 501044101 8,605 132,410 SH   DFND 4,5,11,12 132,410 0 0
KROGER CO COM 501044101 710 10,918 SH   DFND 4,5,11,12 10,918 0 0
L BRANDS INC COM 501797104 2,640 30,328 SH   DFND 4,5 30,328 0 0
L BRANDS INC COM 501797104 1,625 18,673 SH   DFND 4,5 18,673 0 0
L BRANDS INC COM 501797104 164 1,880 SH   DFND 4,8 1,880 0 0
L BRANDS INC COM 501797104 106 1,219 SH   DFND 4,8 1,219 0 0
L BRANDS INC COM 501797104 15,182 174,400 SH   DFND 4,5,11,12 174,400 0 0
L BRANDS INC COM 501797104 613 7,044 SH   DFND 4,5,11,12 7,044 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,322 34,384 SH   DFND 4,5 34,384 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 940 7,477 SH   DFND 4,5 7,477 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 296 2,356 SH   DFND 4,5,11,12 2,356 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 75 600 SH   DFND 4,5,11,12 600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,927 26,006 SH   DFND 4,5 26,006 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,555 13,816 SH   DFND 4,5 13,816 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 29 257 SH   DFND 4,5,7 257 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 98 871 SH   DFND 4,8 871 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 68 600 SH   DFND 4,5,11,12 600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 67 593 SH   DFND 4,5,11,12 593 0 0
LAM RESEARCH CORP COM 512807108 6,120 78,897 SH   DFND 4,5 78,897 0 0
LAM RESEARCH CORP COM 512807108 1,523 19,639 SH   DFND 4,5 19,639 0 0
LAM RESEARCH CORP COM 512807108 133 1,712 SH   DFND 4,8 1,712 0 0
LAM RESEARCH CORP COM 512807108 65 837 SH   DFND 4,8 837 0 0
LAM RESEARCH CORP COM 512807108 2,016 25,987 SH   DFND 4,5,11,12 25,987 0 0
LAM RESEARCH CORP COM 512807108 401 5,169 SH   DFND 4,5,11,12 5,169 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,323 61,248 SH   DFND 4,5 61,248 0 0
LAREDO PETROLEUM INC COM 516806106 27 3,200 SH   DFND 4,5,7 3,200 0 0
LAS VEGAS SANDS CORP COM 517834107 2,111 38,307 SH   DFND 4,5 38,307 0 0
LAS VEGAS SANDS CORP COM 517834107 1,941 35,221 SH   DFND 4,5 35,221 0 0
LAS VEGAS SANDS CORP COM 517834107 127 2,300 SH   DFND 4,6 2,300 0 0
LAS VEGAS SANDS CORP COM 517834107 387 7,025 SH   DFND 4,5,11,12 7,025 0 0
LAS VEGAS SANDS CORP COM 517834107 132 2,400 SH   DFND 4,5,11,12 2,400 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,086 123,870 SH   DFND 4,5 123,870 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 308 7,500 SH   DFND 4,5,11,12 7,500 0 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 69 6,270 SH   DFND 1 6,270 0 0
LAUDER ESTEE COS INC CL A 518439104 20,212 271,921 SH   DFND 4,5 271,921 0 0
LAUDER ESTEE COS INC CL A 518439104 7,708 103,701 SH   DFND 4,5 103,701 0 0
LAUDER ESTEE COS INC CL A 518439104 297 4,000 SH   DFND   4,000 0 0
LAUDER ESTEE COS INC CL A 518439104 164 2,209 SH   DFND 4,8 2,209 0 0
LAUDER ESTEE COS INC CL A 518439104 115 1,541 SH   DFND 4,8 1,541 0 0
LAUDER ESTEE COS INC CL A 518439104 79 1,061 SH   DFND 4,8 1,061 0 0
LAUDER ESTEE COS INC CL A 518439104 10,726 144,300 SH   DFND 4,5,11,12 144,300 0 0
LAUDER ESTEE COS INC CL A 518439104 675 9,076 SH   DFND 4,5,11,12 9,076 0 0
LAYNE CHRISTENSEN CO COM 521050104 135 13,900 SH   DFND 4,5 13,900 0 0
LEAR CORP COM NEW 521865204 230 2,400 SH   DFND 4,5,7 2,400 0 0
LEGG MASON INC COM 524901105 653 12,263 SH   DFND 4,5 12,263 0 0
LEGG MASON INC COM 524901105 499 9,375 SH   DFND 4,5 9,375 0 0
LEGG MASON INC COM 524901105 27 512 SH   DFND 4,5,7 512 0 0
LEGG MASON INC COM 524901105 43 800 SH   DFND 4,5,11,12 800 0 0
LEGGETT & PLATT INC COM 524660107 1,053 24,654 SH   DFND 4,5 24,654 0 0
LEGGETT & PLATT INC COM 524660107 390 9,136 SH   DFND 4,5 9,136 0 0
LEGGETT & PLATT INC COM 524660107 223 5,211 SH   DFND 4,5,11,12 5,211 0 0
LEGGETT & PLATT INC COM 524660107 38 900 SH   DFND 4,5,11,12 900 0 0
LEIDOS HLDGS INC COM 525327102 475 11,035 SH   DFND 4,5 11,035 0 0
LENDINGCLUB CORP COM 52603A109 5 200 SH   DFND 4,5,7 200 0 0
LENNAR CORP CL A 526057104 15,737 344,126 SH   DFND 4,5 344,126 0 0
LENNAR CORP CL A 526057104 801 17,518 SH   DFND 4,5 17,518 0 0
LENNAR CORP CL A 526057104 3,201 70,000 SH   DFND 4,6 70,000 0 0
LENNAR CORP CL A 526057104 2,520 55,100 SH   DFND 4,6 55,100 0 0
LENNAR CORP CL A 526057104 823 18,000 SH   DFND 4,6 18,000 0 0
LENNAR CORP CL A 526057104 686 15,000 SH   DFND 4,6 15,000 0 0
LENNAR CORP CL A 526057104 284 6,200 SH   DFND 4,6 6,200 0 0
LENNAR CORP CL A 526057104 110 2,400 SH   DFND 4,6 2,400 0 0
LENNAR CORP CL A 526057104 46 1,000 SH   DFND 4,5,11,12 1,000 0 0
LENNOX INTL INC COM 526107107 475 5,022 SH   DFND 4,5 5,022 0 0
LEUCADIA NATL CORP COM 527288104 492 22,452 SH   DFND 4,5 22,452 0 0
LEUCADIA NATL CORP COM 527288104 391 17,847 SH   DFND 4,5 17,847 0 0
LEUCADIA NATL CORP COM 527288104 126 5,734 SH   DFND 4,5,11,12 5,734 0 0
LEUCADIA NATL CORP COM 527288104 28 1,300 SH   DFND 4,5,11,12 1,300 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,878 103,736 SH   DFND 4,5 103,736 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,169 24,856 SH   DFND 4,5 24,856 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 0 4 SH   DFND 1,3 4 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 212 4,500 SH   DFND 4,5,11,12 4,500 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 42 900 SH   DFND 4,5,11,12 900 0 0
LEXINGTON REALTY TRUST COM 529043101 523 46,600 SH   DFND 4,5 46,600 0 0
LEXINGTON REALTY TRUST COM 529043101 223 19,875 SH   DFND 4,5,11,12 19,875 0 0
LEXMARK INTL NEW CL A 529771107 536 13,583 SH   DFND 4,5 13,583 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 160 3,350 SH   DFND 4,5 3,350 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 123 2,594 SH   DFND 4,5 2,594 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 1,794 37,702 SH   DFND 4,5 37,702 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 770 16,181 SH   DFND 4,5 16,181 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 3,621 78,820 SH   DFND 4,5 78,820 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,051 44,642 SH   DFND 4,5 44,642 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 425 8,924 SH   DFND 4,5,7 8,924 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 410 8,924 SH   DFND 4,5,7 8,924 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 12 257 SH   DFND 4,8 257 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 176 3,828 SH   DFND 4,8 3,828 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 12 257 SH   DFND 4,8 257 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 2,332 49,003 SH   DFND 4,5,11,12 49,003 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 202 4,253 SH   DFND 4,5,11,12 4,253 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 2,385 51,919 SH   DFND 4,5,11,12 51,919 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 542 11,805 SH   DFND 4,5,11,12 11,805 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 1,617 57,579 SH   DFND 4,5 57,579 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 880 31,315 SH   DFND 4,5 31,315 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 270 7,556 SH   DFND 4,5 7,556 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 7,969 222,909 SH   DFND 4,5,7 222,909 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 7,838 219,249 SH   DFND 4,5,7 219,249 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 30 1,081 SH   DFND 4,8 1,081 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 5 153 SH   DFND 4,8 153 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 4,559 162,300 SH   DFND 4,5,11,12 162,300 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 274 9,754 SH   DFND 4,5,11,12 9,754 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 1,334 37,327 SH   DFND 4,5,11,12 37,327 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 15 412 SH   DFND 4,5,11,12 412 0 0
LIBERTY MEDIA CORP SR DB PIK EXCH31 530715AN1 2,396 4,543,000 PRN   DFND 4,5,7 0 0 4,543,000
LIBERTY MEDIA CORP DELAWARE CL A 531229102 749 21,989 SH   DFND 4,5 21,989 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 181 5,307 SH   DFND 4,5 5,307 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 747 21,918 SH   DFND 4,5 21,918 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 362 10,614 SH   DFND 4,5 10,614 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 83 2,446 SH   DFND 4,5,11,12 2,446 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 24 700 SH   DFND 4,5,11,12 700 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 167 4,892 SH   DFND 4,5,11,12 4,892 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 48 1,400 SH   DFND 4,5,11,12 1,400 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,020 51,776 SH   DFND 4,5 51,776 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,194 30,606 SH   DFND 4,5 30,606 0 0
LIBERTY PPTY TR SH BEN INT 531172104 593 15,186 SH   DFND 4,5,11,12 15,186 0 0
LIBERTY TRIPADVISOR HLDGS INC COM SER A 531465102 66 2,616 SH   DFND 4,5 2,616 0 0
LIFE TIME FITNESS INC COM 53217R207 475 8,567 SH   DFND 4,5 8,567 0 0
LILLY ELI & CO COM 532457108 8,949 129,264 SH   DFND 4,5 129,264 0 0
LILLY ELI & CO COM 532457108 7,217 104,242 SH   DFND 4,5 104,242 0 0
LILLY ELI & CO COM 532457108 5,109 73,800 SH   DFND 4,6 73,800 0 0
LILLY ELI & CO COM 532457108 1,613 23,300 SH   DFND 4,6 23,300 0 0
LILLY ELI & CO COM 532457108 775 11,200 SH   DFND 4,6 11,200 0 0
LILLY ELI & CO COM 532457108 456 6,590 SH   DFND 4,6 6,590 0 0
LILLY ELI & CO COM 532457108 452 6,533 SH   DFND 4,6 6,533 0 0
LILLY ELI & CO COM 532457108 211 3,050 SH   DFND 4,6 3,050 0 0
LILLY ELI & CO COM 532457108 121 1,754 SH   DFND 4,8 1,754 0 0
LILLY ELI & CO COM 532457108 945 13,648 SH   DFND 4,5,11,12 13,648 0 0
LILLY ELI & CO COM 532457108 381 5,500 SH   DFND 4,5,11,12 5,500 0 0
LINCOLN ELEC HLDGS INC COM 533900106 2,195 33,385 SH   DFND 4,5 33,385 0 0
LINCOLN NATL CORP IND COM 534187109 1,421 26,013 SH   DFND 4,5 26,013 0 0
LINCOLN NATL CORP IND COM 534187109 1,193 21,839 SH   DFND 4,5 21,839 0 0
LINCOLN NATL CORP IND COM 534187109 1,801 32,969 SH   DFND 1,3 32,969 0 0
LINCOLN NATL CORP IND COM 534187109 8,036 147,129 SH   DFND 1,2 147,129 0 0
LINCOLN NATL CORP IND COM 534187109 43 788 SH   DFND   788 0 0
LINCOLN NATL CORP IND COM 534187109 1,617 29,600 SH   DFND 4,6 29,600 0 0
LINCOLN NATL CORP IND COM 534187109 601 11,000 SH   DFND 4,6 11,000 0 0
LINCOLN NATL CORP IND COM 534187109 546 10,000 SH   DFND 4,6 10,000 0 0
LINCOLN NATL CORP IND COM 534187109 513 9,400 SH   DFND 4,6 9,400 0 0
LINCOLN NATL CORP IND COM 534187109 158 2,900 SH   DFND 4,6 2,900 0 0
LINCOLN NATL CORP IND COM 534187109 76 1,400 SH   DFND 4,6 1,400 0 0
LINCOLN NATL CORP IND COM 534187109 153 2,800 SH   DFND 4,5,11,12 2,800 0 0
LINCOLN NATL CORP IND COM 534187109 98 1,800 SH   DFND 4,5,11,12 1,800 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,983 44,826 SH   DFND 4,5 44,826 0 0
LINEAR TECHNOLOGY CORP COM 535678106 733 16,567 SH   DFND 4,5 16,567 0 0
LINEAR TECHNOLOGY CORP COM 535678106 284 6,411 SH   DFND 4,5,11,12 6,411 0 0
LINEAR TECHNOLOGY CORP COM 535678106 62 1,400 SH   DFND 4,5,11,12 1,400 0 0
LINKEDIN CORP COM CL A 53578A108 7,495 33,738 SH   DFND 4,5 33,738 0 0
LINKEDIN CORP COM CL A 53578A108 2,532 11,397 SH   DFND 4,5 11,397 0 0
LINKEDIN CORP COM CL A 53578A108 333 1,500 SH   DFND 4,5,11,12 1,500 0 0
LINKEDIN CORP COM CL A 53578A108 89 400 SH   DFND 4,5,11,12 400 0 0
LITHIA MTRS INC CL A 536797103 224 2,600 SH   DFND 4,6 2,600 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 1,076 42,849 SH   DFND 4,5 42,849 0 0
LKQ CORP COM 501889208 3,560 130,248 SH   DFND 4,5 130,248 0 0
LKQ CORP COM 501889208 895 32,758 SH   DFND 4,5 32,758 0 0
LKQ CORP COM 501889208 71 2,600 SH   DFND 4,5,11,12 2,600 0 0
LKQ CORP COM 501889208 44 1,600 SH   DFND 4,5,11,12 1,600 0 0
LOCKHEED MARTIN CORP COM 539830109 22,766 119,299 SH   DFND 4,5 119,299 0 0
LOCKHEED MARTIN CORP COM 539830109 4,440 23,265 SH   DFND 4,5 23,265 0 0
LOCKHEED MARTIN CORP COM 539830109 738 3,867 SH   DFND 4,5,11,12 3,867 0 0
LOCKHEED MARTIN CORP COM 539830109 324 1,700 SH   DFND 4,5,11,12 1,700 0 0
LOEWS CORP COM 540424108 1,583 39,551 SH   DFND 4,5 39,551 0 0
LOEWS CORP COM 540424108 980 24,491 SH   DFND 4,5 24,491 0 0
LOEWS CORP COM 540424108 165 4,114 SH   DFND 4,5,11,12 4,114 0 0
LOEWS CORP COM 540424108 76 1,900 SH   DFND 4,5,11,12 1,900 0 0
LOGITECH INTL S A SHS H50430232 12,312 931,281 SH   DFND 4,5 931,281 0 0
LOGITECH INTL S A SHS H50430232 11,701 885,106 SH   DFND 4,5 885,106 0 0
LOGITECH INTL S A SHS H50430232 27,176 2,055,696 SH   DFND 1,3 2,055,696 0 0
LOGITECH INTL S A SHS H50430232 738 55,800 SH   DFND 1,3 55,800 0 0
LOGITECH INTL S A SHS H50430232 21 1,600 SH   DFND   1,600 0 0
LOGITECH INTL S A SHS H50430232 120 9,093 SH   DFND 4,9 9,093 0 0
LOGITECH INTL S A SHS H50430232 1,524 115,245 SH   DFND 4,5 115,245 0 0
LORAL SPACE & COMMUNICATNS INC COM 543881106 517 6,700 SH   DFND 4,5,7 6,700 0 0
LORILLARD INC COM 544147101 10,051 158,657 SH   DFND 4,5 158,657 0 0
LORILLARD INC COM 544147101 2,010 31,727 SH   DFND 4,5 31,727 0 0
LORILLARD INC COM 544147101 4,381 69,149 SH   DFND 4,5,7 69,149 0 0
LORILLARD INC COM 544147101 232 3,670 SH   DFND 4,5,7 3,670 0 0
LORILLARD INC COM 544147101 134 2,116 SH   DFND 4,8 2,116 0 0
LORILLARD INC COM 544147101 343 5,413 SH   DFND 4,5,11,12 5,413 0 0
LORILLARD INC COM 544147101 152 2,400 SH   DFND 4,5,11,12 2,400 0 0
LOWES COS INC COM 548661107 8,777 128,693 SH   DFND 4,5 128,693 0 0
LOWES COS INC COM 548661107 6,988 102,466 SH   DFND 4,5 102,466 0 0
LOWES COS INC COM 548661107 34 496 SH   DFND 4,5,7 496 0 0
LOWES COS INC COM 548661107 5,627 82,500 SH   DFND 4,6 82,500 0 0
LOWES COS INC COM 548661107 1,848 27,100 SH   DFND 4,6 27,100 0 0
LOWES COS INC COM 548661107 784 11,500 SH   DFND 4,6 11,500 0 0
LOWES COS INC COM 548661107 521 7,639 SH   DFND 4,6 7,639 0 0
LOWES COS INC COM 548661107 341 5,000 SH   DFND 4,6 5,000 0 0
LOWES COS INC COM 548661107 239 3,500 SH   DFND 4,6 3,500 0 0
LOWES COS INC COM 548661107 1,012 14,837 SH   DFND 4,5,11,12 14,837 0 0
LOWES COS INC COM 548661107 348 5,100 SH   DFND 4,5,11,12 5,100 0 0
LTC PPTYS INC COM 502175102 323 7,100 SH   DFND 4,5 7,100 0 0
LTC PPTYS INC COM 502175102 530 11,633 SH   DFND 1,3 11,633 0 0
LTC PPTYS INC COM 502175102 146 3,200 SH   DFND 4,5,11,12 3,200 0 0
LULULEMON ATHLETICA INC COM 550021109 848 14,709 SH   DFND 4,5 14,709 0 0
LULULEMON ATHLETICA INC COM 550021109 519 9,005 SH   DFND 4,5 9,005 0 0
LULULEMON ATHLETICA INC COM 550021109 165 2,862 SH   DFND 4,5,11,12 2,862 0 0
LULULEMON ATHLETICA INC COM 550021109 35 600 SH   DFND 4,5,11,12 600 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 211 5,700 SH   DFND 4,5 5,700 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 38,165 507,451 SH   DFND 4,5 507,451 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 6,513 86,595 SH   DFND 4,5 86,595 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 338 4,500 SH   DFND 4,5,7 4,500 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 384 5,112 SH   DFND 1,3 5,112 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 5,088 67,650 SH   DFND 1,2 67,650 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 3,008 40,000 SH   DFND 4,6 40,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 2,595 34,500 SH   DFND 4,6 34,500 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 805 10,700 SH   DFND 4,6 10,700 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 684 9,100 SH   DFND 4,6 9,100 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 677 9,000 SH   DFND 4,6 9,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 549 7,300 SH   DFND 4,6 7,300 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 504 6,700 SH   DFND 4,6 6,700 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 313 4,161 SH   DFND 4,6 4,161 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 75 1,000 SH   DFND 4,6 1,000 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 755 10,044 SH   DFND 4,8 10,044 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 87 1,160 SH   DFND 4,8 1,160 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 478 6,360 SH   DFND 4,5,11,12 6,360 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - N53745100 174 2,317 SH   DFND 4,5,11,12 2,317 0 0
M & T BK CORP COM 55261F104 3,444 28,968 SH   DFND 4,5 28,968 0 0
M & T BK CORP COM 55261F104 1,323 11,126 SH   DFND 4,5 11,126 0 0
M & T BK CORP COM 55261F104 216 1,821 SH   DFND 4,5,11,12 1,821 0 0
M & T BK CORP COM 55261F104 83 700 SH   DFND 4,5,11,12 700 0 0
M D C HLDGS INC COM 552676108 617 22,617 SH   DFND 4,5 22,617 0 0
M/I HOMES INC COM 55305B101 787 33,500 SH   DFND 4,6 33,500 0 0
M/I HOMES INC COM 55305B101 385 16,400 SH   DFND 4,6 16,400 0 0
M/I HOMES INC COM 55305B101 99 4,200 SH   DFND 4,6 4,200 0 0
MACERICH CO COM 554382101 3,561 40,734 SH   DFND 4,5 40,734 0 0
MACERICH CO COM 554382101 1,051 12,017 SH   DFND 4,5 12,017 0 0
MACERICH CO COM 554382101 1,268 14,505 SH   DFND 4,5,11,12 14,505 0 0
MACERICH CO COM 554382101 70 800 SH   DFND 4,5,11,12 800 0 0
MACK CALI RLTY CORP COM 554489104 320 16,700 SH   DFND 4,5 16,700 0 0
MACK CALI RLTY CORP COM 554489104 138 7,200 SH   DFND 4,5,11,12 7,200 0 0
MACYS INC COM 55616P104 6,215 92,003 SH   DFND 4,5 92,003 0 0
MACYS INC COM 55616P104 3,310 48,995 SH   DFND 4,5 48,995 0 0
MACYS INC COM 55616P104 88 1,296 SH   DFND 4,5,7 1,296 0 0
MACYS INC COM 55616P104 30 449 SH   DFND 4,5,7 449 0 0
MACYS INC COM 55616P104 898 13,294 SH   DFND 4,1 13,294 0 0
MACYS INC COM 55616P104 247 3,657 SH   DFND 1,3 3,657 0 0
MACYS INC COM 55616P104 15,906 235,472 SH   DFND 1,2 235,472 0 0
MACYS INC COM 55616P104 5,384 79,700 SH   DFND 4,6 79,700 0 0
MACYS INC COM 55616P104 3,550 52,550 SH   DFND 4,6 52,550 0 0
MACYS INC COM 55616P104 1,162 17,200 SH   DFND 4,6 17,200 0 0
MACYS INC COM 55616P104 166 2,450 SH   DFND 4,6 2,450 0 0
MACYS INC COM 55616P104 117 1,727 SH   DFND 4,8 1,727 0 0
MACYS INC COM 55616P104 409 6,061 SH   DFND 4,5,11,12 6,061 0 0
MACYS INC COM 55616P104 88 1,300 SH   DFND 4,5,11,12 1,300 0 0
MAGNA INTL INC COM 559222401 2,546 23,783 SH   DFND 4,5 23,783 0 0
MAGNA INTL INC COM 559222401 1,783 16,649 SH   DFND 4,5 16,649 0 0
MAGNA INTL INC COM 559222401 3,747 35,000 SH   DFND 4,6 35,000 0 0
MAGNA INTL INC COM 559222401 220 2,056 SH   DFND 4,8 2,056 0 0
MAGNA INTL INC COM 559222401 16,649 155,500 SH   DFND 4,5,11,12 155,500 0 0
MAGNA INTL INC COM 559222401 665 6,214 SH   DFND 4,5,11,12 6,214 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 20,104 207,452 SH   DFND 4,5 207,452 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 4,283 44,200 SH   DFND 4,5 44,200 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 35,692 368,300 SH   DFND 4,5,7 368,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 7,937 81,897 SH   DFND 1,3 81,897 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 312 3,217 SH   DFND   3,217 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 362 3,737 SH   DFND 4,8 3,737 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 58 600 SH   DFND 4,5,11,12 600 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 58 600 SH   DFND 4,5,11,12 600 0 0
MANHATTAN ASSOCS INC COM 562750109 542 13,100 SH   DFND 1,3 13,100 0 0
MANNKIND CORP COM 56400P201 111 19,562 SH   DFND 4,5,7 19,562 0 0
MANPOWERGROUP INC COM 56418H100 10,599 159,429 SH   DFND 4,5 159,429 0 0
MANPOWERGROUP INC COM 56418H100 2,821 42,432 SH   DFND 4,5 42,432 0 0
MANPOWERGROUP INC COM 56418H100 649 9,759 SH   DFND 4,8 9,759 0 0
MANPOWERGROUP INC COM 56418H100 152 2,279 SH   DFND 4,5,11,12 2,279 0 0
MANPOWERGROUP INC COM 56418H100 33 500 SH   DFND 4,5,11,12 500 0 0
MANULIFE FINL CORP COM 56501R106 14,604 810,900 SH   DFND 4,5 810,900 0 0
MANULIFE FINL CORP COM 56501R106 4,806 266,877 SH   DFND 4,5 266,877 0 0
MANULIFE FINL CORP COM 56501R106 332 18,409 SH   DFND 4,8 18,409 0 0
MANULIFE FINL CORP COM 56501R106 76 4,208 SH   DFND 4,8 4,208 0 0
MANULIFE FINL CORP COM 56501R106 588 32,661 SH   DFND 4,5,11,12 32,661 0 0
MANULIFE FINL CORP COM 56501R106 177 9,800 SH   DFND 4,5,11,12 9,800 0 0
MARATHON OIL CORP COM 565849106 14,281 525,233 SH   DFND 4,5 525,233 0 0
MARATHON OIL CORP COM 565849106 7,835 288,152 SH   DFND 4,5 288,152 0 0
MARATHON OIL CORP COM 565849106 19 700 SH   DFND 4,5,7 700 0 0
MARATHON OIL CORP COM 565849106 59 2,178 SH   DFND 4,8 2,178 0 0
MARATHON OIL CORP COM 565849106 2,019 74,240 SH   DFND 4,5,11,12 74,240 0 0
MARATHON OIL CORP COM 565849106 455 16,732 SH   DFND 4,5,11,12 16,732 0 0
MARATHON PETE CORP COM 56585A102 17,950 201,822 SH   DFND 4,5 201,822 0 0
MARATHON PETE CORP COM 56585A102 2,971 33,406 SH   DFND 4,5 33,406 0 0
MARATHON PETE CORP COM 56585A102 28 310 SH   DFND 4,5,7 310 0 0
MARATHON PETE CORP COM 56585A102 222 2,500 SH   DFND 4,6 2,500 0 0
MARATHON PETE CORP COM 56585A102 381 4,289 SH   DFND 4,8 4,289 0 0
MARATHON PETE CORP COM 56585A102 115 1,292 SH   DFND 4,8 1,292 0 0
MARATHON PETE CORP COM 56585A102 3,324 37,370 SH   DFND 4,5,11,12 37,370 0 0
MARATHON PETE CORP COM 56585A102 637 7,166 SH   DFND 4,5,11,12 7,166 0 0
MARKEL CORP COM 570535104 358 535 SH   DFND 4,5 535 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 217 10,800 SH   DFND 1 10,800 0 0
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,781 88,635 SH   DFND   88,635 0 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 6 400 SH   DFND   400 0 0
MARKET VECTORS ETF TR MINOR METALS 57061R536 53 2,100 SH   DFND   2,100 0 0
MARKET VECTORS ETF TR JR GOLD MINERS E 57061R544 484 18,000 SH   DFND   18,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 12,248 160,350 SH   DFND 4,5 160,350 0 0
MARRIOTT INTL INC NEW CL A 571903202 1,432 18,754 SH   DFND 4,5 18,754 0 0
MARRIOTT INTL INC NEW CL A 571903202 29 375 SH   DFND 4,5,7 375 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,675 74,300 SH   DFND 4,5,11,12 74,300 0 0
MARRIOTT INTL INC NEW CL A 571903202 148 1,935 SH   DFND 4,5,11,12 1,935 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,260 146,066 SH   DFND 4,5 146,066 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,432 96,062 SH   DFND 4,5 96,062 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,166 38,300 SH   DFND 4,6 38,300 0 0
MARSH & MCLENNAN COS INC COM 571748102 656 11,600 SH   DFND 4,6 11,600 0 0
MARSH & MCLENNAN COS INC COM 571748102 428 7,564 SH   DFND 4,6 7,564 0 0
MARSH & MCLENNAN COS INC COM 571748102 79 1,400 SH   DFND 4,6 1,400 0 0
MARSH & MCLENNAN COS INC COM 571748102 358 6,327 SH   DFND 4,5,11,12 6,327 0 0
MARSH & MCLENNAN COS INC COM 571748102 170 3,000 SH   DFND 4,5,11,12 3,000 0 0
MARTIN MARIETTA MATLS INC COM 573284106 515 4,777 SH   DFND 4,5 4,777 0 0
MARTIN MARIETTA MATLS INC COM 573284106 253 2,352 SH   DFND 4,5 2,352 0 0
MARTIN MARIETTA MATLS INC COM 573284106 121 1,119 SH   DFND 4,5,11,12 1,119 0 0
MARTIN MARIETTA MATLS INC COM 573284106 22 200 SH   DFND 4,5,11,12 200 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 953 63,393 SH   DFND 4,5 63,393 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 884 58,800 SH   DFND 4,5 58,800 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 27 1,802 SH   DFND 4,8 1,802 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3,840 255,300 SH   DFND 4,5,11,12 255,300 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 71 4,700 SH   DFND 4,5,11,12 4,700 0 0
MASCO CORP COM 574599106 5,331 214,705 SH   DFND 4,5 214,705 0 0
MASCO CORP COM 574599106 3,860 155,440 SH   DFND 4,5 155,440 0 0
MASCO CORP COM 574599106 250 10,077 SH   DFND 4,5,11,12 10,077 0 0
MASCO CORP COM 574599106 55 2,200 SH   DFND 4,5,11,12 2,200 0 0
MASTERCARD INC CL A 57636Q104 11,986 142,316 SH   DFND 4,5 142,316 0 0
MASTERCARD INC CL A 57636Q104 8,297 98,511 SH   DFND 4,5 98,511 0 0
MASTERCARD INC CL A 57636Q104 1,632 19,376 SH   DFND 4,1 19,376 0 0
MASTERCARD INC CL A 57636Q104 1,001 11,886 SH   DFND 1,3 11,886 0 0
MASTERCARD INC CL A 57636Q104 8,143 96,687 SH   DFND 1,2 96,687 0 0
MASTERCARD INC CL A 57636Q104 3,840 45,600 SH   DFND 4,6 45,600 0 0
MASTERCARD INC CL A 57636Q104 3,032 36,000 SH   DFND 4,6 36,000 0 0
MASTERCARD INC CL A 57636Q104 1,440 17,100 SH   DFND 4,6 17,100 0 0
MASTERCARD INC CL A 57636Q104 1,011 12,000 SH   DFND 4,6 12,000 0 0
MASTERCARD INC CL A 57636Q104 943 11,200 SH   DFND 4,6 11,200 0 0
MASTERCARD INC CL A 57636Q104 615 7,300 SH   DFND 4,6 7,300 0 0
MASTERCARD INC CL A 57636Q104 219 2,600 SH   DFND 4,6 2,600 0 0
MASTERCARD INC CL A 57636Q104 1,193 14,160 SH   DFND 4,5,11,12 14,160 0 0
MASTERCARD INC CL A 57636Q104 505 6,000 SH   DFND 4,5,11,12 6,000 0 0
MATTEL INC COM 577081102 1,246 41,642 SH   DFND 4,5 41,642 0 0
MATTEL INC COM 577081102 803 26,861 SH   DFND 4,5 26,861 0 0
MATTEL INC COM 577081102 111 3,721 SH   DFND 4,5,11,12 3,721 0 0
MATTEL INC COM 577081102 63 2,100 SH   DFND 4,5,11,12 2,100 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 618 19,473 SH   DFND 4,5 19,473 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 534 16,813 SH   DFND 4,5 16,813 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 93 2,922 SH   DFND 4,8 2,922 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 225 7,100 SH   DFND 4,5,11,12 7,100 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 57 1,800 SH   DFND 4,5,11,12 1,800 0 0
MCCORMICK & CO INC COM NON VTG 579780206 4,735 63,730 SH   DFND 4,5 63,730 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,948 26,220 SH   DFND 4,5 26,220 0 0
MCCORMICK & CO INC COM NON VTG 579780206 394 5,300 SH   DFND 4,6 5,300 0 0
MCCORMICK & CO INC COM NON VTG 579780206 217 2,916 SH   DFND 4,5,11,12 2,916 0 0
MCCORMICK & CO INC COM NON VTG 579780206 52 700 SH   DFND 4,5,11,12 700 0 0
MCDONALDS CORP COM 580135101 53,942 573,789 SH   DFND 4,5 573,789 0 0
MCDONALDS CORP COM 580135101 11,350 120,735 SH   DFND 4,5 120,735 0 0
MCDONALDS CORP COM 580135101 10 105 SH   DFND   105 0 0
MCDONALDS CORP COM 580135101 4,097 43,581 SH   DFND 4,6 43,581 0 0
MCDONALDS CORP COM 580135101 3,366 35,800 SH   DFND 4,6 35,800 0 0
MCDONALDS CORP COM 580135101 1,109 11,800 SH   DFND 4,6 11,800 0 0
MCDONALDS CORP COM 580135101 743 7,900 SH   DFND 4,6 7,900 0 0
MCDONALDS CORP COM 580135101 609 6,475 SH   DFND 4,6 6,475 0 0
MCDONALDS CORP COM 580135101 367 3,900 SH   DFND 4,6 3,900 0 0
MCDONALDS CORP COM 580135101 113 1,200 SH   DFND 4,6 1,200 0 0
MCDONALDS CORP COM 580135101 1,138 12,100 SH   DFND 4,5 12,100 0 0
MCDONALDS CORP COM 580135101 138 1,468 SH   DFND 4,8 1,468 0 0
MCDONALDS CORP COM 580135101 15,183 161,500 SH   DFND 4,5,11,12 161,500 0 0
MCDONALDS CORP COM 580135101 1,732 18,424 SH   DFND 4,5,11,12 18,424 0 0
MCGRAW HILL FINL INC COM 580645109 4,828 55,519 SH   DFND 4,5 55,519 0 0
MCGRAW HILL FINL INC COM 580645109 3,025 34,778 SH   DFND 4,5 34,778 0 0
MCGRAW HILL FINL INC COM 580645109 349 4,016 SH   DFND 4,5,11,12 4,016 0 0
MCGRAW HILL FINL INC COM 580645109 130 1,500 SH   DFND 4,5,11,12 1,500 0 0
MCKESSON CORP COM 58155Q103 9,744 45,372 SH   DFND 4,5 45,372 0 0
MCKESSON CORP COM 58155Q103 4,925 22,932 SH   DFND 4,5 22,932 0 0
MCKESSON CORP COM 58155Q103 623 2,900 SH   DFND 4,5,7 2,900 0 0
MCKESSON CORP COM 58155Q103 1,939 9,031 SH   DFND 4,1 9,031 0 0
MCKESSON CORP COM 58155Q103 515 2,399 SH   DFND 1,3 2,399 0 0
MCKESSON CORP COM 58155Q103 15,761 73,391 SH   DFND 1,2 73,391 0 0
MCKESSON CORP COM 58155Q103 49 230 SH   DFND   230 0 0
MCKESSON CORP COM 58155Q103 7,130 33,200 SH   DFND 4,6 33,200 0 0
MCKESSON CORP COM 58155Q103 4,252 19,800 SH   DFND 4,6 19,800 0 0
MCKESSON CORP COM 58155Q103 1,117 5,200 SH   DFND 4,6 5,200 0 0
MCKESSON CORP COM 58155Q103 623 2,900 SH   DFND 4,6 2,900 0 0
MCKESSON CORP COM 58155Q103 538 2,506 SH   DFND 4,6 2,506 0 0
MCKESSON CORP COM 58155Q103 193 900 SH   DFND 4,6 900 0 0
MCKESSON CORP COM 58155Q103 193 900 SH   DFND 4,6 900 0 0
MCKESSON CORP COM 58155Q103 325 1,514 SH   DFND 4,8 1,514 0 0
MCKESSON CORP COM 58155Q103 174 811 SH   DFND 4,8 811 0 0
MCKESSON CORP COM 58155Q103 38,290 178,300 SH   DFND 4,5,11,12 178,300 0 0
MCKESSON CORP COM 58155Q103 1,328 6,182 SH   DFND 4,5,11,12 6,182 0 0
MDU RES GROUP INC COM 552690109 612 25,729 SH   DFND 4,5 25,729 0 0
MDU RES GROUP INC COM 552690109 457 19,229 SH   DFND 4,5 19,229 0 0
MDU RES GROUP INC COM 552690109 109 4,566 SH   DFND 4,5,11,12 4,566 0 0
MDU RES GROUP INC COM 552690109 29 1,200 SH   DFND 4,5,11,12 1,200 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 10,747 108,030 SH   DFND 4,5 108,030 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 9,069 91,163 SH   DFND 4,5 91,163 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 7,366 74,049 SH   DFND 4,5,7 74,049 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 626 6,290 SH   DFND 4,1 6,290 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,850 18,600 SH   DFND 4,6 18,600 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 597 6,000 SH   DFND 4,6 6,000 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 80 800 SH   DFND 4,6 800 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 222 2,232 SH   DFND 4,8 2,232 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 23,159 232,800 SH   DFND 4,5,11,12 232,800 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 1,014 10,194 SH   DFND 4,5,11,12 10,194 0 0
MEADWESTVACO CORP COM 583334107 952 22,090 SH   DFND 4,5 22,090 0 0
MEADWESTVACO CORP COM 583334107 690 16,024 SH   DFND 4,5 16,024 0 0
MEADWESTVACO CORP COM 583334107 28 642 SH   DFND 4,5,7 642 0 0
MEADWESTVACO CORP COM 583334107 289 6,700 SH   DFND 4,6 6,700 0 0
MEADWESTVACO CORP COM 583334107 109 2,521 SH   DFND 4,5,11,12 2,521 0 0
MEADWESTVACO CORP COM 583334107 43 1,000 SH   DFND 4,5,11,12 1,000 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 533 37,400 SH   DFND 4,5 37,400 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 238 16,700 SH   DFND 4,5,11,12 16,700 0 0
MEDICINES CO COM 584688105 154 6,194 SH   DFND 4,5,7 6,194 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 78 1,671 SH   DFND 4,5,7 1,671 0 0
MEDIVATION INC COM 58501N101 658 6,400 SH   DFND 4,5 6,400 0 0
MEDIVATION INC COM 58501N101 503 4,900 SH   DFND 4,5 4,900 0 0
MEDIVATION INC COM 58501N101 92 900 SH   DFND 4,6 900 0 0
MEDIVATION INC COM 58501N101 181 1,762 SH   DFND 4,8 1,762 0 0
MEDIVATION INC COM 58501N101 18,957 184,500 SH   DFND 4,5,11,12 184,500 0 0
MEDIVATION INC COM 58501N101 360 3,500 SH   DFND 4,5,11,12 3,500 0 0
MEDNAX INC COM 58502B106 5,175 78,763 SH   DFND 4,5 78,763 0 0
MEDNAX INC COM 58502B106 505 7,680 SH   DFND 1,3 7,680 0 0
MEDTRONIC INC COM 585055106 13,860 189,869 SH   DFND 4,5 189,869 0 0
MEDTRONIC INC COM 585055106 10,555 144,592 SH   DFND 4,5 144,592 0 0
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MEDTRONIC INC COM 585055106 6,904 94,569 SH   DFND 1,2 94,569 0 0
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MEDTRONIC INC COM 585055106 2,037 27,900 SH   DFND 4,6 27,900 0 0
MEDTRONIC INC COM 585055106 898 12,300 SH   DFND 4,6 12,300 0 0
MEDTRONIC INC COM 585055106 818 11,200 SH   DFND 4,6 11,200 0 0
MEDTRONIC INC COM 585055106 621 8,500 SH   DFND 4,6 8,500 0 0
MEDTRONIC INC COM 585055106 545 7,470 SH   DFND 4,6 7,470 0 0
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MEDTRONIC INC COM 585055106 1,079 14,775 SH   DFND 4,5,11,12 14,775 0 0
MEDTRONIC INC COM 585055106 358 4,900 SH   DFND 4,5,11,12 4,900 0 0
MELCO CROWN ENTMT LTD ADR 585464100 1,425 59,929 SH   DFND 4,5,7 59,929 0 0
MELCO CROWN ENTMT LTD ADR 585464100 314 13,200 SH   DFND 4,5,7 13,200 0 0
MENS WEARHOUSE INC COM 587118100 3,860 88,100 SH   DFND 4,5,7 88,100 0 0
MENS WEARHOUSE INC COM 587118100 205 4,674 SH   DFND 4,5,7 4,674 0 0
MENTOR GRAPHICS CORP COM 587200106 1,176 55,235 SH   DFND 4,5 55,235 0 0
MERCADOLIBRE INC COM 58733R102 89 730 SH   DFND 4,5,7 730 0 0
MERCK & CO INC NEW COM 58933Y105 61,024 990,496 SH   DFND 4,5 990,496 0 0
MERCK & CO INC NEW COM 58933Y105 30,563 496,064 SH   DFND 4,5 496,064 0 0
MERCK & CO INC NEW COM 58933Y105 49 800 SH   DFND   800 0 0
MERCK & CO INC NEW COM 58933Y105 6,906 112,100 SH   DFND 4,6 112,100 0 0
MERCK & CO INC NEW COM 58933Y105 5,699 92,500 SH   DFND 4,6 92,500 0 0
MERCK & CO INC NEW COM 58933Y105 2,163 35,100 SH   DFND 4,6 35,100 0 0
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MERCK & CO INC NEW COM 58933Y105 993 16,117 SH   DFND 4,8 16,117 0 0
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MERCK & CO INC NEW COM 58933Y105 17 270 SH   DFND 4,8 270 0 0
MERCK & CO INC NEW COM 58933Y105 5,284 85,770 SH   DFND 4,5,11,12 85,770 0 0
MERCK & CO INC NEW COM 58933Y105 980 15,900 SH   DFND 4,5,11,12 15,900 0 0
METHANEX CORP COM 59151K108 315 6,900 SH   DFND 4,5 6,900 0 0
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METLIFE INC COM 59156R108 19,451 379,898 SH   DFND 4,5 379,898 0 0
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METLIFE INC COM 59156R108 266 5,200 SH   DFND 4,5,11,12 5,200 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,267 7,647 SH   DFND 4,5 7,647 0 0
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METTLER TOLEDO INTERNATIONAL COM 592688105 178 600 SH   DFND 4,5,11,12 600 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 59 200 SH   DFND 4,5,11,12 200 0 0
MGM RESORTS INTERNATIONAL SR CV NT 4.25%15 55303QAE0 3,524 3,073,000 PRN   DFND 4,5,7 0 0 3,073,000
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MGM RESORTS INTERNATIONAL COM 552953101 45 2,200 SH   DFND 4,5,11,12 2,200 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,326 19,300 SH   DFND 4,5 19,300 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 550 8,000 SH   DFND 4,5 8,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,497 21,781 SH   DFND 1,3 21,781 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,405 35,000 SH   DFND 4,6 35,000 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 220 3,200 SH   DFND 4,5,11,12 3,200 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 76 1,100 SH   DFND 4,5,11,12 1,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 764 17,672 SH   DFND 4,5 17,672 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 646 14,923 SH   DFND 4,5 14,923 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 143 3,310 SH   DFND 4,5,11,12 3,310 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 52 1,200 SH   DFND 4,5,11,12 1,200 0 0
MICRON TECHNOLOGY INC COM 595112103 4,624 144,061 SH   DFND 4,5 144,061 0 0
MICRON TECHNOLOGY INC COM 595112103 2,217 69,063 SH   DFND 4,5 69,063 0 0
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MICRON TECHNOLOGY INC COM 595112103 189 5,900 SH   DFND 4,5,11,12 5,900 0 0
MICROSOFT CORP COM 594918104 133,574 2,889,339 SH   DFND 4,5 2,889,339 0 0
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MICROSOFT CORP COM 594918104 6,311 136,513 SH   DFND 4,5,11,12 136,513 0 0
MID-AMER APT CMNTYS INC COM 59522J103 1,250 16,000 SH   DFND 4,5 16,000 0 0
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MID-AMER APT CMNTYS INC COM 59522J103 458 5,864 SH   DFND 4,5,11,12 5,864 0 0
MILLER HERMAN INC COM 600544100 1,078 37,925 SH   DFND 4,5 37,925 0 0
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 97 3,600 SH   DFND 4,5 3,600 0 0
MINERALS TECHNOLOGIES INC COM 603158106 3,560 56,429 SH   DFND 4,5 56,429 0 0
MINERALS TECHNOLOGIES INC COM 603158106 189 3,000 SH   DFND 1,3 3,000 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 427 58,706 SH   DFND 4,5 58,706 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 113 15,562 SH   DFND 4,5 15,562 0 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 0 50 SH   DFND 4,5 50 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 83 2,188 SH   DFND 4,5 2,188 0 0
MODUSLINK GLOBAL SOLUTIONS INC COM 60786L107 0 15 SH   DFND 1,3 15 0 0
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MOELIS & CO CL A 60786M105 7 200 SH   DFND 4,5,7 200 0 0
MOHAWK INDS INC COM 608190104 831 5,395 SH   DFND 4,5 5,395 0 0
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MOLINA HEALTHCARE INC SR CV BD1.625%44 60855RAD2 1,471 1,364,000 PRN   DFND 4,5,7 0 0 1,364,000
MOLSON COORS BREWING CO CL B 60871R209 5,009 66,426 SH   DFND 4,5 66,426 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,127 14,945 SH   DFND 4,5 14,945 0 0
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MOLYCORP INC DEL COM 608753109 156 227,345 SH   DFND 4,5,7 227,345 0 0
MONDELEZ INTL INC CL A 609207105 29,817 803,250 SH   DFND 4,5 803,250 0 0
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MONMOUTH REAL ESTATE INVT CORP CL A 609720107 47 4,000 SH   DFND 4,5,11,12 4,000 0 0
MONSANTO CO NEW COM 61166W101 14,958 127,619 SH   DFND 4,5 127,619 0 0
MONSANTO CO NEW COM 61166W101 8,219 70,123 SH   DFND 4,5 70,123 0 0
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MONSANTO CO NEW COM 61166W101 70 600 SH   DFND 4,6 600 0 0
MONSANTO CO NEW COM 61166W101 92 785 SH   DFND 4,8 785 0 0
MONSANTO CO NEW COM 61166W101 26 225 SH   DFND 4,8 225 0 0
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MONSTER BEVERAGE CORP COM 611740101 9,423 81,262 SH   DFND 4,5 81,262 0 0
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MOSAIC CO NEW COM 61945C103 8,508 185,807 SH   DFND 4,5 185,807 0 0
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MOSAIC CO NEW COM 61945C103 27 592 SH   DFND 4,5,7 592 0 0
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NASDAQ OMX GROUP INC COM 631103108 642 13,300 SH   DFND 4,6 13,300 0 0
NASDAQ OMX GROUP INC COM 631103108 190 3,933 SH   DFND 4,5,11,12 3,933 0 0
NASDAQ OMX GROUP INC COM 631103108 39 800 SH   DFND 4,5,11,12 800 0 0
NATIONAL BK GREECE S A SPN ADR REP 1 SH 633643705 395 243,618 SH   DFND 4,5,7 243,618 0 0
NATIONAL FUEL GAS CO N J COM 636180101 1,743 25,920 SH   DFND 4,5 25,920 0 0
NATIONAL HEALTH INVS INC COM 63633D104 559 7,600 SH   DFND 4,5 7,600 0 0
NATIONAL HEALTH INVS INC COM 63633D104 199 2,700 SH   DFND 4,5,11,12 2,700 0 0
NATIONAL OILWELL VARCO INC COM 637071101 10,104 163,520 SH   DFND 4,5 163,520 0 0
NATIONAL OILWELL VARCO INC COM 637071101 5,360 86,744 SH   DFND 4,5 86,744 0 0
NATIONAL OILWELL VARCO INC COM 637071101 414 6,700 SH   DFND 4,6 6,700 0 0
NATIONAL OILWELL VARCO INC COM 637071101 260 4,203 SH   DFND 4,6 4,203 0 0
NATIONAL OILWELL VARCO INC COM 637071101 617 9,988 SH   DFND 4,8 9,988 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,091 66,200 SH   DFND 4,5,11,12 66,200 0 0
NATIONAL OILWELL VARCO INC COM 637071101 305 4,944 SH   DFND 4,5,11,12 4,944 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,569 37,118 SH   DFND 4,5 37,118 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,205 28,500 SH   DFND 4,5 28,500 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 431 10,200 SH   DFND 4,5,11,12 10,200 0 0
NAVIENT CORP COM 63938C108 13,752 657,356 SH   DFND 4,5 657,356 0 0
NAVIENT CORP COM 63938C108 888 42,460 SH   DFND 4,5 42,460 0 0
NAVIENT CORP COM 63938C108 1,044 49,900 SH   DFND 4,5,7 49,900 0 0
NAVIENT CORP COM 63938C108 305 14,577 SH   DFND 4,8 14,577 0 0
NAVIENT CORP COM 63938C108 33,133 1,583,800 SH   DFND 4,5,11,12 1,583,800 0 0
NAVIENT CORP COM 63938C108 917 43,848 SH   DFND 4,5,11,12 43,848 0 0
NAVIOS MARITIME HOLDINGS INC COM Y62196103 2,652 674,813 SH   DFND 4,5,7 674,813 0 0
NAVISTAR INTL CORP NEW SR SB GLBL CV 18 63934EAQ1 1,427 1,502,000 PRN   DFND 4,5,7 0 0 1,502,000
NAVISTAR INTL CORP NEW COM 63934E108 41 1,250 SH   DFND 4,5 1,250 0 0
NCR CORP NEW COM 62886E108 2,557 91,023 SH   DFND 4,5 91,023 0 0
NCR CORP NEW COM 62886E108 291 10,377 SH   DFND 4,5 10,377 0 0
NCR CORP NEW COM 62886E108 9,325 331,986 SH   DFND 4,5,7 331,986 0 0
NCR CORP NEW COM 62886E108 8,866 315,643 SH   DFND 4,5,7 315,643 0 0
NEFF CORP COM CL A 640094207 10 1,100 SH   DFND 4,5,7 1,100 0 0
NETAPP INC COM 64110D104 5,954 149,861 SH   DFND 4,5 149,861 0 0
NETAPP INC COM 64110D104 1,800 45,300 SH   DFND 4,5 45,300 0 0
NETAPP INC COM 64110D104 24 611 SH   DFND 4,5,7 611 0 0
NETAPP INC COM 64110D104 2,781 70,000 SH   DFND 4,6 70,000 0 0
NETAPP INC COM 64110D104 87 2,200 SH   DFND 4,5,11,12 2,200 0 0
NETAPP INC COM 64110D104 77 1,950 SH   DFND 4,5,11,12 1,950 0 0
NETEASE INC SPONSORED ADR 64110W102 7,912 77,100 SH   DFND 4,5 77,100 0 0
NETEASE INC SPONSORED ADR 64110W102 3,367 32,812 SH   DFND 1,3 32,812 0 0
NETFLIX INC COM 64110L106 2,018 6,167 SH   DFND 4,5 6,167 0 0
NETFLIX INC COM 64110L106 1,552 4,742 SH   DFND 4,5 4,742 0 0
NETFLIX INC COM 64110L106 248 757 SH   DFND 4,5,11,12 757 0 0
NETFLIX INC COM 64110L106 98 300 SH   DFND 4,5,11,12 300 0 0
NETSUITE INC SR CV NT 0.25%18 64118QAB3 3,871 3,527,000 PRN   DFND 4,5 0 0 3,527,000
NETSUITE INC SR CV NT 0.25%18 64118QAB3 327 298,000 PRN   DFND 4,5,7 0 0 298,000
NETSUITE INC COM 64118Q107 966 9,216 SH   DFND 4,5 9,216 0 0
NETSUITE INC COM 64118Q107 199 1,900 SH   DFND 4,5 1,900 0 0
NEUSTAR INC CL A 64126X201 416 15,590 SH   DFND 4,5 15,590 0 0
NEW GOLD INC CDA COM 644535106 12,754 2,651,540 SH   DFND 4,5 2,651,540 0 0
NEW GOLD INC CDA COM 644535106 634 131,793 SH   DFND 4,5 131,793 0 0
NEW GOLD INC CDA COM 644535106 57 11,771 SH   DFND 4,8 11,771 0 0
NEW GOLD INC CDA COM 644535106 13 2,800 SH   DFND 4,5,11,12 2,800 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 37 1,700 SH   DFND 4,5,7 1,700 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 2,987 144,920 SH   DFND 4,5 144,920 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 1,972 95,700 SH   DFND 4,5 95,700 0 0
NEW ORIENTAL ED & TECH GRP INC SPON ADR 647581107 19 900 SH   DFND 4,6 900 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 269 20,800 SH   DFND 4,5,7 20,800 0 0
NEW SR INVT GROUP INC COM 648691103 215 12,682 SH   DFND 4,5,7 12,682 0 0
NEW SR INVT GROUP INC COM 648691103 76 4,500 SH   DFND 4,5,11,12 4,500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 832 52,909 SH   DFND 4,5 52,909 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 459 29,187 SH   DFND 4,5 29,187 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 5,148 327,300 SH   DFND 4,5,11,12 327,300 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,442 91,700 SH   DFND 4,5,11,12 91,700 0 0
NEW YORK REIT INC COM 64976L109 118 11,200 SH   DFND 4,5,11,12 11,200 0 0
NEWELL RUBBERMAID INC COM 651229106 13,612 367,995 SH   DFND 4,5 367,995 0 0
NEWELL RUBBERMAID INC COM 651229106 3,965 107,195 SH   DFND 4,5 107,195 0 0
NEWELL RUBBERMAID INC COM 651229106 28 763 SH   DFND 4,5,7 763 0 0
NEWELL RUBBERMAID INC COM 651229106 726 19,629 SH   DFND 4,5,11,12 19,629 0 0
NEWELL RUBBERMAID INC COM 651229106 67 1,800 SH   DFND 4,5,11,12 1,800 0 0
NEWFIELD EXPL CO COM 651290108 947 40,108 SH   DFND 4,5 40,108 0 0
NEWFIELD EXPL CO COM 651290108 99 4,199 SH   DFND 4,5 4,199 0 0
NEWMONT MINING CORP COM 651639106 32,433 1,614,400 SH   DFND 4,5 1,614,400 0 0
NEWMONT MINING CORP COM 651639106 8,221 409,232 SH   DFND 4,5 409,232 0 0
NEWMONT MINING CORP COM 651639106 2,406 119,771 SH   DFND 1,3 119,771 0 0
NEWMONT MINING CORP COM 651639106 115 5,700 SH   DFND   5,700 0 0
NEWMONT MINING CORP COM 651639106 8 416 SH   DFND 4,8 416 0 0
NEWMONT MINING CORP COM 651639106 1,810 90,100 SH   DFND 4,5,11,12 90,100 0 0
NEWMONT MINING CORP COM 651639106 277 13,793 SH   DFND 4,5,11,12 13,793 0 0
NEWS CORP NEW CL A 65249B109 743 49,991 SH   DFND 4,5 49,991 0 0
NEWS CORP NEW CL A 65249B109 456 30,651 SH   DFND 4,5 30,651 0 0
NEWS CORP NEW CL B 65249B208 68 4,728 SH   DFND 4,5 4,728 0 0
NEWS CORP NEW CL A 65249B109 129 8,678 SH   DFND 4,5,11,12 8,678 0 0
NEWS CORP NEW CL A 65249B109 26 1,775 SH   DFND 4,5,11,12 1,775 0 0
NEXTERA ENERGY INC COM 65339F101 9,221 86,230 SH   DFND 4,5 86,230 0 0
NEXTERA ENERGY INC COM 65339F101 8,047 75,244 SH   DFND 4,5 75,244 0 0
NEXTERA ENERGY INC COM 65339F101 3,786 35,400 SH   DFND 4,6 35,400 0 0
NEXTERA ENERGY INC COM 65339F101 1,123 10,500 SH   DFND 4,6 10,500 0 0
NEXTERA ENERGY INC COM 65339F101 214 2,000 SH   DFND 4,6 2,000 0 0
NEXTERA ENERGY INC COM 65339F101 203 1,900 SH   DFND 4,6 1,900 0 0
NEXTERA ENERGY INC COM 65339F101 651 6,084 SH   DFND 4,5,11,12 6,084 0 0
NEXTERA ENERGY INC COM 65339F101 289 2,700 SH   DFND 4,5,11,12 2,700 0 0
NICE SYS LTD SPONSORED ADR 653656108 500 10,200 SH   DFND 4,5 10,200 0 0
NIELSEN N V COM N63218106 6,908 161,443 SH   DFND 4,5 161,443 0 0
NIELSEN N V COM N63218106 1,108 25,886 SH   DFND 4,5 25,886 0 0
NIELSEN N V COM N63218106 223 5,200 SH   DFND 4,5,11,12 5,200 0 0
NIELSEN N V COM N63218106 30 700 SH   DFND 4,5,11,12 700 0 0
NIKE INC CL B 654106103 61,725 650,625 SH   DFND 4,5 650,625 0 0
NIKE INC CL B 654106103 11,203 118,088 SH   DFND 4,5 118,088 0 0
NIKE INC CL B 654106103 1,226 12,928 SH   DFND 4,1 12,928 0 0
NIKE INC CL B 654106103 5,019 52,900 SH   DFND 4,6 52,900 0 0
NIKE INC CL B 654106103 1,091 11,500 SH   DFND 4,6 11,500 0 0
NIKE INC CL B 654106103 749 7,900 SH   DFND 4,6 7,900 0 0
NIKE INC CL B 654106103 506 5,337 SH   DFND 4,6 5,337 0 0
NIKE INC CL B 654106103 152 1,600 SH   DFND 4,6 1,600 0 0
NIKE INC CL B 654106103 1,213 12,788 SH   DFND 4,5,11,12 12,788 0 0
NIKE INC CL B 654106103 361 3,800 SH   DFND 4,5,11,12 3,800 0 0
NIMBLE STORAGE INC COM 65440R101 550 21,057 SH   DFND 4,5,7 21,057 0 0
NISOURCE INC COM 65473P105 1,617 38,350 SH   DFND 4,5 38,350 0 0
NISOURCE INC COM 65473P105 1,190 28,230 SH   DFND 4,5 28,230 0 0
NISOURCE INC COM 65473P105 3,702 87,800 SH   DFND 4,6 87,800 0 0
NISOURCE INC COM 65473P105 160 3,805 SH   DFND 4,8 3,805 0 0
NISOURCE INC COM 65473P105 26 612 SH   DFND 4,8 612 0 0
NISOURCE INC COM 65473P105 1,212 28,737 SH   DFND 4,5,11,12 28,737 0 0
NISOURCE INC COM 65473P105 340 8,064 SH   DFND 4,5,11,12 8,064 0 0
NOBLE CORP PLC SHS USD G65431101 479 31,035 SH   DFND 4,5 31,035 0 0
NOBLE CORP PLC SHS USD G65431101 347 22,471 SH   DFND 4,5 22,471 0 0
NOBLE CORP PLC SHS USD G65431101 182 11,800 SH   DFND 4,6 11,800 0 0
NOBLE CORP PLC SHS USD G65431101 106 6,882 SH   DFND 4,5,11,12 6,882 0 0
NOBLE CORP PLC SHS USD G65431101 23 1,500 SH   DFND 4,5,11,12 1,500 0 0
NOBLE ENERGY INC COM 655044105 2,287 54,782 SH   DFND 4,5 54,782 0 0
NOBLE ENERGY INC COM 655044105 2,254 54,008 SH   DFND 4,5 54,008 0 0
NOBLE ENERGY INC COM 655044105 334 8,000 SH   DFND 4,6 8,000 0 0
NOBLE ENERGY INC COM 655044105 292 7,000 SH   DFND 4,6 7,000 0 0
NOBLE ENERGY INC COM 655044105 280 6,700 SH   DFND 4,6 6,700 0 0
NOBLE ENERGY INC COM 655044105 227 5,434 SH   DFND 4,5,11,12 5,434 0 0
NOBLE ENERGY INC COM 655044105 92 2,200 SH   DFND 4,5,11,12 2,200 0 0
NOKIA CORP SPONSORED ADR 654902204 6 800 SH   DFND   800 0 0
NOODLES & CO CL A 65540B105 2,527 96,803 SH   DFND 4,5,7 96,803 0 0
NORDIC AMERN OFFSHORE LTD SHS Y6366T112 184 14,400 SH   DFND 4,5,7 14,400 0 0
NORDSON CORP COM 655663102 627 8,487 SH   DFND 4,5 8,487 0 0
NORDSTROM INC COM 655664100 1,646 20,728 SH   DFND 4,5 20,728 0 0
NORDSTROM INC COM 655664100 1,407 17,714 SH   DFND 4,5 17,714 0 0
NORDSTROM INC COM 655664100 4,320 54,400 SH   DFND 4,6 54,400 0 0
NORDSTROM INC COM 655664100 2,986 37,600 SH   DFND 4,6 37,600 0 0
NORDSTROM INC COM 655664100 993 12,500 SH   DFND 4,6 12,500 0 0
NORDSTROM INC COM 655664100 135 1,700 SH   DFND 4,6 1,700 0 0
NORDSTROM INC COM 655664100 203 2,556 SH   DFND 4,5,11,12 2,556 0 0
NORDSTROM INC COM 655664100 79 1,000 SH   DFND 4,5,11,12 1,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 14,348 139,303 SH   DFND 4,5 139,303 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,962 57,881 SH   DFND 4,5 57,881 0 0
NORFOLK SOUTHERN CORP COM 655844108 5,150 50,000 SH   DFND 4,6 50,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,935 38,200 SH   DFND 4,6 38,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 979 9,500 SH   DFND 4,6 9,500 0 0
NORFOLK SOUTHERN CORP COM 655844108 306 2,970 SH   DFND 4,6 2,970 0 0
NORFOLK SOUTHERN CORP COM 655844108 175 1,700 SH   DFND 4,6 1,700 0 0
NORFOLK SOUTHERN CORP COM 655844108 467 4,535 SH   DFND 4,5,11,12 4,535 0 0
NORFOLK SOUTHERN CORP COM 655844108 206 2,000 SH   DFND 4,5,11,12 2,000 0 0
NORTEL INVERSORA S A SPON ADR PFD B 656567401 3,755 177,202 SH   DFND 4,5 177,202 0 0
NORTEL INVERSORA S A SPON ADR PFD B 656567401 1,282 60,500 SH   DFND 4,5 60,500 0 0
NORTH AMERN ENERGY PARTNERS COM 656844107 928 336,402 SH   DFND 4,5,7 336,402 0 0
NORTHEAST UTILS COM 664397106 2,047 37,853 SH   DFND 4,5 37,853 0 0
NORTHEAST UTILS COM 664397106 1,884 34,852 SH   DFND 4,5 34,852 0 0
NORTHEAST UTILS COM 664397106 301 5,565 SH   DFND 4,5,11,12 5,565 0 0
NORTHEAST UTILS COM 664397106 108 2,000 SH   DFND 4,5,11,12 2,000 0 0
NORTHERN TR CORP COM 665859104 6,628 103,146 SH   DFND 4,5 103,146 0 0
NORTHERN TR CORP COM 665859104 1,645 25,602 SH   DFND 4,5 25,602 0 0
NORTHERN TR CORP COM 665859104 121 1,879 SH   DFND 4,5,11,12 1,879 0 0
NORTHERN TR CORP COM 665859104 90 1,400 SH   DFND 4,5,11,12 1,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 30,258 203,459 SH   DFND 4,5 203,459 0 0
NORTHROP GRUMMAN CORP COM 666807102 12,419 83,505 SH   DFND 4,5 83,505 0 0
NORTHROP GRUMMAN CORP COM 666807102 30 199 SH   DFND 4,5,7 199 0 0
NORTHROP GRUMMAN CORP COM 666807102 580 3,900 SH   DFND 4,6 3,900 0 0
NORTHROP GRUMMAN CORP COM 666807102 399 2,685 SH   DFND 4,6 2,685 0 0
NORTHROP GRUMMAN CORP COM 666807102 402 2,705 SH   DFND 4,5,11,12 2,705 0 0
NORTHROP GRUMMAN CORP COM 666807102 134 900 SH   DFND 4,5,11,12 900 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 47 2,639 SH   DFND 4,5,7 2,639 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 268 5,800 SH   DFND 4,5 5,800 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 1,688 36,523 SH   DFND 4,5,7 36,523 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS G66721104 162 3,500 SH   DFND 4,6 3,500 0 0
NOVACOPPER INC COM 66988K102 94 156,055 SH   DFND 4,5,7 156,055 0 0
NOVAGOLD RES INC COM NEW 66987E206 2,665 742,221 SH   DFND 4,5,7 742,221 0 0
NOVELLUS SYS INC SR NT CV2.625%41 670008AD3 10,327 4,614,000 PRN   DFND 4,5 0 0 4,614,000
NOW INC COM 67011P100 339 14,201 SH   DFND 4,5 14,201 0 0
NOW INC COM 67011P100 54 2,247 SH   DFND 4,8 2,247 0 0
NOW INC COM 67011P100 4 148 SH   DFND 4,8 148 0 0
NOW INC COM 67011P100 811 33,975 SH   DFND 4,5,11,12 33,975 0 0
NOW INC COM 67011P100 12 500 SH   DFND 4,5,11,12 500 0 0
NRG ENERGY INC COM NEW 629377508 954 36,387 SH   DFND 4,5 36,387 0 0
NRG ENERGY INC COM NEW 629377508 809 30,827 SH   DFND 4,5 30,827 0 0
NRG ENERGY INC COM NEW 629377508 87 3,323 SH   DFND 1 3,323 0 0
NRG ENERGY INC COM NEW 629377508 2,195 83,700 SH   DFND 4,6 83,700 0 0
NRG ENERGY INC COM NEW 629377508 671 25,600 SH   DFND 4,6 25,600 0 0
NRG ENERGY INC COM NEW 629377508 517 19,700 SH   DFND 4,6 19,700 0 0
NRG ENERGY INC COM NEW 629377508 517 19,700 SH   DFND 4,6 19,700 0 0
NRG ENERGY INC COM NEW 629377508 315 12,000 SH   DFND 4,6 12,000 0 0
NRG ENERGY INC COM NEW 629377508 87 3,300 SH   DFND 4,6 3,300 0 0
NRG ENERGY INC COM NEW 629377508 3,643 138,900 SH   DFND 4,5,11,12 138,900 0 0
NRG ENERGY INC COM NEW 629377508 158 6,020 SH   DFND 4,5,11,12 6,020 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 48 1,181 SH   DFND 4,5 1,181 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,457 105,000 SH Call DFND 4,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,019 73,400 SH Call DFND 4,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 514 37,000 SH Call DFND 4,5 0 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 203 14,600 SH Call DFND 4,5 0 0 0
NUANCE COMMUNICATIONS INC SR CV NT 2.75%31 67020YAF7 255 256,000 PRN   DFND 4,5 0 0 256,000
NUANCE COMMUNICATIONS INC COM 67020Y100 460 33,173 SH   DFND 4,5 33,173 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 133 9,585 SH   DFND 4,5 9,585 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 55 3,944 SH   DFND 4,5,11,12 3,944 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 21 1,500 SH   DFND 4,5,11,12 1,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 729 52,500 SH Put DFND 4,5 52,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 509 36,700 SH Put DFND 4,5 36,700 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 257 18,500 SH Put DFND 4,5 18,500 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 101 7,300 SH Put DFND 4,5 7,300 0 0
NUCOR CORP COM 670346105 5,071 108,150 SH   DFND 4,5 108,150 0 0
NUCOR CORP COM 670346105 1,407 30,013 SH   DFND 4,5 30,013 0 0
NUCOR CORP COM 670346105 126 2,677 SH   DFND 4,5,11,12 2,677 0 0
NUCOR CORP COM 670346105 89 1,900 SH   DFND 4,5,11,12 1,900 0 0
NVIDIA CORP SR CONV NT 1%18 67066GAC8 6,378 5,657,000 PRN   DFND 4,5 0 0 5,657,000
NVIDIA CORP COM 67066G104 2,719 142,099 SH   DFND 4,5 142,099 0 0
NVIDIA CORP COM 67066G104 1,395 72,923 SH   DFND 4,5 72,923 0 0
NVIDIA CORP COM 67066G104 27 1,422 SH   DFND 4,5,7 1,422 0 0
NVIDIA CORP COM 67066G104 641 33,507 SH   DFND 1,3 33,507 0 0
NVIDIA CORP COM 67066G104 7,419 387,694 SH   DFND 1,2 387,694 0 0
NVIDIA CORP COM 67066G104 3,293 172,100 SH   DFND 4,6 172,100 0 0
NVIDIA CORP COM 67066G104 2,491 130,200 SH   DFND 4,6 130,200 0 0
NVIDIA CORP COM 67066G104 788 41,200 SH   DFND 4,6 41,200 0 0
NVIDIA CORP COM 67066G104 266 13,900 SH   DFND 4,6 13,900 0 0
NVIDIA CORP COM 67066G104 107 5,600 SH   DFND 4,6 5,600 0 0
NVIDIA CORP COM 67066G104 349 18,250 SH   DFND 4,8 18,250 0 0
NVIDIA CORP COM 67066G104 219 11,456 SH   DFND 4,8 11,456 0 0
NVIDIA CORP COM 67066G104 22,254 1,163,000 SH   DFND 4,5,11,12 1,163,000 0 0
NVIDIA CORP COM 67066G104 711 37,153 SH   DFND 4,5,11,12 37,153 0 0
NVR INC COM 62944T105 222 174 SH   DFND 4,5 174 0 0
NXP SEMICONDUCTORS N V COM N6596X109 6,549 88,103 SH   DFND 4,5 88,103 0 0
NXP SEMICONDUCTORS N V COM N6596X109 541 7,285 SH   DFND 4,5 7,285 0 0
NXP SEMICONDUCTORS N V COM N6596X109 955 12,844 SH   DFND 4,5,7 12,844 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,211 16,298 SH   DFND 1,3 16,298 0 0
NXP SEMICONDUCTORS N V COM N6596X109 11,243 151,260 SH   DFND 1,2 151,260 0 0
NXP SEMICONDUCTORS N V COM N6596X109 4,088 55,000 SH   DFND 4,6 55,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,485 19,974 SH   DFND 4,6 19,974 0 0
NXP SEMICONDUCTORS N V COM N6596X109 593 7,981 SH   DFND 4,6 7,981 0 0
NXP SEMICONDUCTORS N V COM N6596X109 282 3,794 SH   DFND 4,6 3,794 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,255 17,152 SH   DFND 4,5 17,152 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,560 8,221 SH   DFND 4,5 8,221 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,511 18,500 SH   DFND 4,6 18,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,139 6,000 SH   DFND 4,6 6,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 778 4,100 SH   DFND 4,6 4,100 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 171 900 SH   DFND 4,6 900 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 236 1,243 SH   DFND 4,5,11,12 1,243 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 57 300 SH   DFND 4,5,11,12 300 0 0
OASIS PETE INC NEW COM 674215108 2,907 196,955 SH   DFND 4,5,7 196,955 0 0
OASIS PETE INC NEW COM 674215108 635 43,000 SH   DFND 4,5,7 43,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 25,881 336,072 SH   DFND 4,5 336,072 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 11,765 152,766 SH   DFND 4,5 152,766 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 15,404 200,032 SH   DFND 1,3 200,032 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 11,564 150,165 SH   DFND 1,2 150,165 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,781 49,100 SH   DFND 4,6 49,100 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 3,173 41,200 SH   DFND 4,6 41,200 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 893 11,600 SH   DFND 4,6 11,600 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 562 7,300 SH   DFND 4,6 7,300 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 396 5,139 SH   DFND 4,6 5,139 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 139 1,800 SH   DFND 4,6 1,800 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 159 2,066 SH   DFND 4,8 2,066 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 17,859 231,900 SH   DFND 4,5,11,12 231,900 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,103 14,328 SH   DFND 4,5,11,12 14,328 0 0
OCEANEERING INTL INC COM 675232102 2,384 42,754 SH   DFND 4,5 42,754 0 0
OCEANEERING INTL INC COM 675232102 1,206 21,637 SH   DFND 4,5 21,637 0 0
OCEANEERING INTL INC COM 675232102 134 2,400 SH   DFND 4,5,11,12 2,400 0 0
OCEANEERING INTL INC COM 675232102 33 600 SH   DFND 4,5,11,12 600 0 0
OCWEN FINL CORP COM NEW 675746309 23 1,700 SH   DFND 4,5,7 1,700 0 0
OGE ENERGY CORP COM 670837103 577 16,500 SH   DFND 4,5 16,500 0 0
OGE ENERGY CORP COM 670837103 235 6,724 SH   DFND 4,5 6,724 0 0
OGE ENERGY CORP COM 670837103 38 1,100 SH   DFND 4,5,11,12 1,100 0 0
OI S.A. SPN ADR PFD NEW 670851401 153 63,404 SH   DFND 4,5,7 63,404 0 0
OIL STS INTL INC COM 678026105 1,052 22,954 SH   DFND 4,5 22,954 0 0
OLD DOMINION FGHT LINES INC COM 679580100 3,703 50,237 SH   DFND 4,5 50,237 0 0
OLD DOMINION FGHT LINES INC COM 679580100 734 9,960 SH   DFND 1,3 9,960 0 0
OLD REP INTL CORP COM 680223104 227 15,907 SH   DFND 4,5 15,907 0 0
OLIN CORP COM PAR $1 680665205 1,138 51,154 SH   DFND 4,5 51,154 0 0
OM GROUP INC COM 670872100 4,535 167,094 SH   DFND 4,5,7 167,094 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,204 28,100 SH   DFND 4,5 28,100 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 467 10,900 SH   DFND 4,5,11,12 10,900 0 0
OMNICARE INC SR DB CV 3.25%35 681904AL2 6,034 5,656,000 PRN   DFND 4,5,7 0 0 5,656,000
OMNICARE INC SR DB CV 3.25%35 681904AL2 1,548 1,451,000 PRN   DFND 4,5,7 0 0 1,451,000
OMNICARE INC SR DB CV 3.25%35 681904AL2 140 131,000 PRN   DFND 4,5,7 0 0 131,000
OMNICARE INC COM 681904108 1,464 19,914 SH   DFND 4,5 19,914 0 0
OMNICARE INC COM 681904108 535 7,272 SH   DFND 4,5 7,272 0 0
OMNICARE INC COM 681904108 419 5,700 SH   DFND 4,6 5,700 0 0
OMNICARE INC COM 681904108 117 1,592 SH   DFND 4,5,11,12 1,592 0 0
OMNICARE INC COM 681904108 51 700 SH   DFND 4,5,11,12 700 0 0
OMNICOM GROUP INC COM 681919106 9,799 131,833 SH   DFND 4,5 131,833 0 0
OMNICOM GROUP INC COM 681919106 3,909 52,588 SH   DFND 4,5 52,588 0 0
OMNICOM GROUP INC COM 681919106 475 6,386 SH   DFND 4,6 6,386 0 0
OMNICOM GROUP INC COM 681919106 446 6,000 SH   DFND 4,6 6,000 0 0
OMNICOM GROUP INC COM 681919106 371 4,996 SH   DFND 4,5,11,12 4,996 0 0
OMNICOM GROUP INC COM 681919106 126 1,700 SH   DFND 4,5,11,12 1,700 0 0
ON DECK CAP INC COM 682163100 223 10,000 SH   DFND 4,5 10,000 0 0
ON DECK CAP INC COM 682163100 16 700 SH   DFND 4,5,7 700 0 0
ON SEMICONDUCTOR CORP SR SB NT-B CV 26 682189AH8 596 500,000 PRN   DFND 4,5,7 0 0 500,000
ONE GAS INC COM 68235P108 258 6,050 SH   DFND 4,6 6,050 0 0
ONE GAS INC COM 68235P108 113 2,664 SH   DFND 4,8 2,664 0 0
ONE LIBERTY PPTYS INC COM 682406103 24 1,000 SH   DFND 4,5,11,12 1,000 0 0
ONEOK INC NEW COM 682680103 18,250 407,638 SH   DFND 4,5 407,638 0 0
ONEOK INC NEW COM 682680103 684 15,286 SH   DFND 4,5 15,286 0 0
ONEOK INC NEW COM 682680103 313 7,000 SH   DFND 4,6 7,000 0 0
ONEOK INC NEW COM 682680103 241 5,390 SH   DFND 4,5,11,12 5,390 0 0
ONEOK INC NEW COM 682680103 54 1,200 SH   DFND 4,5,11,12 1,200 0 0
OPEN TEXT CORP COM 683715106 2,536 45,118 SH   DFND 4,5 45,118 0 0
OPEN TEXT CORP COM 683715106 1,459 25,956 SH   DFND 4,5 25,956 0 0
OPEN TEXT CORP COM 683715106 731 13,000 SH   DFND 4,6 13,000 0 0
OPEN TEXT CORP COM 683715106 79 1,400 SH   DFND 4,5,11,12 1,400 0 0
ORACLE CORP COM 68389X105 56,172 1,301,778 SH   DFND 4,5 1,301,778 0 0
ORACLE CORP COM 68389X105 17,182 398,202 SH   DFND 4,5 398,202 0 0
ORACLE CORP COM 68389X105 30 685 SH   DFND 4,5,7 685 0 0
ORACLE CORP COM 68389X105 2,127 49,282 SH   DFND 4,1 49,282 0 0
ORACLE CORP COM 68389X105 5,504 127,563 SH   DFND 1,3 127,563 0 0
ORACLE CORP COM 68389X105 6,180 143,213 SH   DFND 4,6 143,213 0 0
ORACLE CORP COM 68389X105 4,606 106,746 SH   DFND 4,6 106,746 0 0
ORACLE CORP COM 68389X105 1,791 41,500 SH   DFND 4,6 41,500 0 0
ORACLE CORP COM 68389X105 1,295 30,000 SH   DFND 4,6 30,000 0 0
ORACLE CORP COM 68389X105 1,066 24,700 SH   DFND 4,6 24,700 0 0
ORACLE CORP COM 68389X105 863 20,000 SH   DFND 4,6 20,000 0 0
ORACLE CORP COM 68389X105 617 14,300 SH   DFND 4,6 14,300 0 0
ORACLE CORP COM 68389X105 548 12,700 SH   DFND 4,6 12,700 0 0
ORACLE CORP COM 68389X105 475 11,000 SH   DFND 4,6 11,000 0 0
ORACLE CORP COM 68389X105 263 6,100 SH   DFND 4,6 6,100 0 0
ORACLE CORP COM 68389X105 675 15,644 SH   DFND 4,8 15,644 0 0
ORACLE CORP COM 68389X105 147 3,407 SH   DFND 4,8 3,407 0 0
ORACLE CORP COM 68389X105 20,290 470,220 SH   DFND 4,5,11,12 470,220 0 0
ORACLE CORP COM 68389X105 2,549 59,079 SH   DFND 4,5,11,12 59,079 0 0
ORION ENGINEERED CARBONS S A COM L72967109 116 7,021 SH   DFND 4,5 7,021 0 0
ORION ENGINEERED CARBONS S A COM L72967109 56 3,400 SH   DFND 4,5,7 3,400 0 0
OSHKOSH CORP COM 688239201 1,921 41,620 SH   DFND 4,5 41,620 0 0
OSI SYSTEMS INC COM 671044105 460 6,658 SH   DFND 4,5,7 6,658 0 0
OUTERWALL INC COM 690070107 2,627 35,500 SH   DFND 4,6 35,500 0 0
OUTERWALL INC COM 690070107 866 11,700 SH   DFND 4,6 11,700 0 0
OUTERWALL INC COM 690070107 126 1,700 SH   DFND 4,6 1,700 0 0
OWENS & MINOR INC NEW COM 690732102 2,031 58,068 SH   DFND 4,5 58,068 0 0
OWENS ILL INC COM NEW 690768403 2,341 93,101 SH   DFND 4,5 93,101 0 0
OWENS ILL INC COM NEW 690768403 387 15,384 SH   DFND 4,5 15,384 0 0
OWENS ILL INC COM NEW 690768403 66 2,642 SH   DFND 4,8 2,642 0 0
OWENS ILL INC COM NEW 690768403 91 3,629 SH   DFND 4,5,11,12 3,629 0 0
OWENS ILL INC COM NEW 690768403 23 900 SH   DFND 4,5,11,12 900 0 0
PACCAR INC COM 693718108 11,870 177,620 SH   DFND 4,5 177,620 0 0
PACCAR INC COM 693718108 3,666 54,859 SH   DFND 4,5 54,859 0 0
PACCAR INC COM 693718108 603 9,020 SH   DFND 4,1 9,020 0 0
PACCAR INC COM 693718108 3,241 48,500 SH   DFND 4,6 48,500 0 0
PACCAR INC COM 693718108 1,063 15,900 SH   DFND 4,6 15,900 0 0
PACCAR INC COM 693718108 1,002 15,000 SH   DFND 4,6 15,000 0 0
PACCAR INC COM 693718108 147 2,200 SH   DFND 4,6 2,200 0 0
PACCAR INC COM 693718108 100 1,500 SH   DFND 4,6 1,500 0 0
PACCAR INC COM 693718108 346 5,170 SH   DFND 4,8 5,170 0 0
PACCAR INC COM 693718108 362 5,410 SH   DFND 4,5,11,12 5,410 0 0
PACCAR INC COM 693718108 127 1,900 SH   DFND 4,5,11,12 1,900 0 0
PACKAGING CORP AMER COM 695156109 918 11,962 SH   DFND 4,5 11,962 0 0
PACKAGING CORP AMER COM 695156109 918 11,962 SH   DFND 4,1 11,962 0 0
PACKAGING CORP AMER COM 695156109 975 12,700 SH   DFND 1,3 12,700 0 0
PACWEST BANCORP DEL COM 695263103 3,703 84,076 SH   DFND 4,5 84,076 0 0
PALL CORP COM 696429307 5,667 56,336 SH   DFND 4,5 56,336 0 0
PALL CORP COM 696429307 828 8,229 SH   DFND 4,5 8,229 0 0
PALL CORP COM 696429307 70 700 SH   DFND 4,5,11,12 700 0 0
PALL CORP COM 696429307 52 515 SH   DFND 4,5,11,12 515 0 0
PALO ALTO NETWORKS INC COM 697435105 577 4,600 SH   DFND 4,5 4,600 0 0
PALO ALTO NETWORKS INC COM 697435105 552 4,400 SH   DFND 4,5 4,400 0 0
PANDORA MEDIA INC COM 698354107 762 45,900 SH   DFND 4,5 45,900 0 0
PAPA JOHNS INTL INC COM 698813102 902 14,900 SH   DFND 1,3 14,900 0 0
PARAGON OFFSHORE PLC SHS G6S01W108 5 1,796 SH   DFND 4,5 1,796 0 0
PARAMOUNT GROUP INC COM 69924R108 618 31,800 SH   DFND 4,5 31,800 0 0
PAREXEL INTL CORP COM 699462107 229 4,000 SH   DFND 1,3 4,000 0 0
PARKER HANNIFIN CORP COM 701094104 9,208 75,010 SH   DFND 4,5 75,010 0 0
PARKER HANNIFIN CORP COM 701094104 1,625 13,239 SH   DFND 4,5 13,239 0 0
PARKER HANNIFIN CORP COM 701094104 289 2,356 SH   DFND 4,5,11,12 2,356 0 0
PARKER HANNIFIN CORP COM 701094104 110 900 SH   DFND 4,5,11,12 900 0 0
PARKERVISION INC COM 701354102 0 100 SH   DFND 1,3 100 0 0
PARKWAY PPTYS INC COM 70159Q104 300 16,700 SH   DFND 4,5 16,700 0 0
PARKWAY PPTYS INC COM 70159Q104 100 5,600 SH   DFND 4,5,11,12 5,600 0 0
PARSLEY ENERGY INC CL A 701877102 18 1,300 SH   DFND 4,5,7 1,300 0 0
PARTNERRE LTD COM G6852T105 3,199 28,520 SH   DFND 4,5 28,520 0 0
PARTNERRE LTD COM G6852T105 2,475 22,069 SH   DFND 4,5 22,069 0 0
PARTNERRE LTD COM G6852T105 161 1,431 SH   DFND 4,5,11,12 1,431 0 0
PARTNERRE LTD COM G6852T105 45 400 SH   DFND 4,5,11,12 400 0 0
PATTERSON COMPANIES INC COM 703395103 662 13,405 SH   DFND 4,5 13,405 0 0
PATTERSON COMPANIES INC COM 703395103 375 7,589 SH   DFND 4,5 7,589 0 0
PATTERSON COMPANIES INC COM 703395103 158 3,189 SH   DFND 4,5,11,12 3,189 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,371 93,169 SH   DFND 4,5 93,169 0 0
PATTERSON UTI ENERGY INC COM 703481101 187 12,684 SH   DFND 4,5 12,684 0 0
PAYCHEX INC COM 704326107 2,038 43,509 SH   DFND 4,5 43,509 0 0
PAYCHEX INC COM 704326107 1,334 28,479 SH   DFND 4,5 28,479 0 0
PAYCHEX INC COM 704326107 173 3,693 SH   DFND 4,5,11,12 3,693 0 0
PAYCHEX INC COM 704326107 94 2,000 SH   DFND 4,5,11,12 2,000 0 0
PDL BIOPHARMA INC SR CONV NT 4%18 69329YAF1 92 96,000 PRN   DFND 4,5,7 0 0 96,000
PEABODY ENERGY CORP COM 704549104 78 11,060 SH   DFND 4,5 11,060 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 231 4,900 SH   DFND 4,5,11,12 4,900 0 0
PEMBINA PIPELINE CORP COM 706327103 986 29,456 SH   DFND 4,5 29,456 0 0
PEMBINA PIPELINE CORP COM 706327103 685 20,474 SH   DFND 4,5 20,474 0 0
PEMBINA PIPELINE CORP COM 706327103 292 8,728 SH   DFND 4,5,11,12 8,728 0 0
PEMBINA PIPELINE CORP COM 706327103 66 1,974 SH   DFND 4,5,11,12 1,974 0 0
PENDRELL CORP COM 70686R104 0 87 SH   DFND 1,3 87 0 0
PENGROWTH ENERGY CORP COM 70706P104 24 8,287 SH   DFND   8,287 0 0
PENGROWTH ENERGY CORP COM 70706P104 40 13,958 SH   DFND 4,8 13,958 0 0
PENN WEST PETE LTD NEW COM 707887105 64 36,933 SH   DFND 4,5 36,933 0 0
PENN WEST PETE LTD NEW COM 707887105 32 18,761 SH   DFND 4,5 18,761 0 0
PENN WEST PETE LTD NEW COM 707887105 536 310,000 SH   DFND 4,5,7 310,000 0 0
PENN WEST PETE LTD NEW COM 707887105 19 10,846 SH   DFND 4,5,11,12 10,846 0 0
PENN WEST PETE LTD NEW COM 707887105 5 2,900 SH   DFND 4,5,11,12 2,900 0 0
PENNEY J C INC COM 708160106 5,827 738,500 SH   DFND 4,5 738,500 0 0
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 330 13,300 SH   DFND 4,5 13,300 0 0
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 709102107 132 5,300 SH   DFND 4,5,11,12 5,300 0 0
PENNYMAC CORP SR EXCH NT 20 70932AAB9 1,448 1,520,000 PRN   DFND 4,5,7 0 0 1,520,000
PENNYMAC CORP SR EXCH NT 20 70932AAB9 736 773,000 PRN   DFND 4,5,7 0 0 773,000
PENNYMAC FINL SVCS INC CL A 70932B101 282 16,300 SH   DFND 4,5,7 16,300 0 0
PENNYMAC MTG INVT TR COM 70931T103 315 14,500 SH   DFND 4,5,7 14,500 0 0
PENTAIR PLC SHS G7S00T104 15,146 237,067 SH   DFND 4,5 237,067 0 0
PENTAIR PLC SHS G7S00T104 6,483 101,466 SH   DFND 4,5 101,466 0 0
PENTAIR PLC SHS G7S00T104 76 1,189 SH   DFND 4,8 1,189 0 0
PENTAIR PLC SHS G7S00T104 169 2,648 SH   DFND 4,5,11,12 2,648 0 0
PENTAIR PLC SHS G7S00T104 81 1,271 SH   DFND 4,5,11,12 1,271 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 754 51,300 SH   DFND 4,5 51,300 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 435 29,578 SH   DFND 4,5 29,578 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 380 25,900 SH   DFND 4,6 25,900 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 110 7,508 SH   DFND 4,8 7,508 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 37 2,500 SH   DFND 4,5,11,12 2,500 0 0
PEPCO HOLDINGS INC COM 713291102 1,014 37,224 SH   DFND 4,5 37,224 0 0
PEPCO HOLDINGS INC COM 713291102 814 29,895 SH   DFND 4,5 29,895 0 0
PEPCO HOLDINGS INC COM 713291102 154 5,661 SH   DFND 4,5,11,12 5,661 0 0
PEPSICO INC COM 713448108 83,387 870,970 SH   DFND 4,5 870,970 0 0
PEPSICO INC COM 713448108 62,231 649,997 SH   DFND 4,5 649,997 0 0
PEPSICO INC COM 713448108 2,411 25,180 SH   DFND 4,1 25,180 0 0
PEPSICO INC COM 713448108 3,678 38,416 SH   DFND 1,2 38,416 0 0
PEPSICO INC COM 713448108 110 1,152 SH   DFND   1,152 0 0
PEPSICO INC COM 713448108 5,108 53,349 SH   DFND 4,6 53,349 0 0
PEPSICO INC COM 713448108 1,800 18,800 SH   DFND 4,6 18,800 0 0
PEPSICO INC COM 713448108 1,149 12,000 SH   DFND 4,6 12,000 0 0
PEPSICO INC COM 713448108 954 9,969 SH   DFND 4,6 9,969 0 0
PEPSICO INC COM 713448108 722 7,538 SH   DFND 4,6 7,538 0 0
PEPSICO INC COM 713448108 268 2,800 SH   DFND 4,6 2,800 0 0
PEPSICO INC COM 713448108 1,618 16,900 SH   DFND 4,5 16,900 0 0
PEPSICO INC COM 713448108 241 2,513 SH   DFND 4,8 2,513 0 0
PEPSICO INC COM 713448108 107 1,114 SH   DFND 4,8 1,114 0 0
PEPSICO INC COM 713448108 27,875 291,154 SH   DFND 4,5,11,12 291,154 0 0
PEPSICO INC COM 713448108 3,025 31,592 SH   DFND 4,5,11,12 31,592 0 0
PERKINELMER INC COM 714046109 658 15,320 SH   DFND 4,5 15,320 0 0
PERRIGO CO PLC SHS G97822103 12,670 75,711 SH   DFND 4,5 75,711 0 0
PERRIGO CO PLC SHS G97822103 3,297 19,701 SH   DFND 4,5 19,701 0 0
PERRIGO CO PLC SHS G97822103 117 700 SH   DFND 4,6 700 0 0
PERRIGO CO PLC SHS G97822103 70 419 SH   DFND 4,8 419 0 0
PERRIGO CO PLC SHS G97822103 334 1,995 SH   DFND 4,5,11,12 1,995 0 0
PERRIGO CO PLC SHS G97822103 124 738 SH   DFND 4,5,11,12 738 0 0
PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTG 71654V101 6,362 1,009,832 SH   DFND 4,5 1,009,832 0 0
PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTG 71654V101 3,456 548,572 SH   DFND 4,5 548,572 0 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 275 44,297 SH   DFND 4,5 44,297 0 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 115 18,500 SH   DFND 4,5 18,500 0 0
PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTG 71654V101 117 18,500 SH   DFND 1 18,500 0 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 118 19,000 SH   DFND 1 19,000 0 0
PETROLEO BRASILEIRO SA PETROBR SP ADR NON VTG 71654V101 2,219 352,148 SH   DFND 1,3 352,148 0 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V408 14,656 2,363,891 SH   DFND 1,3 2,363,891 0 0
PETSMART INC COM 716768106 9,574 117,890 SH   DFND 4,5 117,890 0 0
PETSMART INC COM 716768106 1,622 19,976 SH   DFND 4,5 19,976 0 0
PETSMART INC COM 716768106 20,973 258,253 SH   DFND 4,5,7 258,253 0 0
PETSMART INC COM 716768106 19,906 245,112 SH   DFND 4,5,7 245,112 0 0
PETSMART INC COM 716768106 7,106 87,500 SH   DFND 4,5,7 87,500 0 0
PETSMART INC COM 716768106 495 6,100 SH   DFND 4,6 6,100 0 0
PETSMART INC COM 716768106 78 958 SH   DFND 4,8 958 0 0
PETSMART INC COM 716768106 77 949 SH   DFND 4,8 949 0 0
PETSMART INC COM 716768106 7,618 93,800 SH   DFND 4,5,11,12 93,800 0 0
PETSMART INC COM 716768106 179 2,204 SH   DFND 4,5,11,12 2,204 0 0
PFIZER INC COM 717081103 75,930 2,383,985 SH   DFND 4,5 2,383,985 0 0
PFIZER INC COM 717081103 29,002 910,594 SH   DFND 4,5 910,594 0 0
PFIZER INC COM 717081103 0 6 SH   DFND 4,5,7 6 0 0
PFIZER INC COM 717081103 20,717 650,460 SH   DFND 1,3 650,460 0 0
PFIZER INC COM 717081103 11,900 373,623 SH   DFND 1,2 373,623 0 0
PFIZER INC COM 717081103 951 29,850 SH   DFND   29,850 0 0
PFIZER INC COM 717081103 10,449 328,076 SH   DFND 4,6 328,076 0 0
PFIZER INC COM 717081103 9,189 288,515 SH   DFND 4,6 288,515 0 0
PFIZER INC COM 717081103 2,736 85,900 SH   DFND 4,6 85,900 0 0
PFIZER INC COM 717081103 1,080 33,900 SH   DFND 4,6 33,900 0 0
PFIZER INC COM 717081103 1,041 32,693 SH   DFND 4,6 32,693 0 0
PFIZER INC COM 717081103 824 25,870 SH   DFND 4,6 25,870 0 0
PFIZER INC COM 717081103 414 12,997 SH   DFND 4,6 12,997 0 0
PFIZER INC COM 717081103 8 246 SH   DFND   246 0 0
PFIZER INC COM 717081103 2,035 63,900 SH   DFND 4,5 63,900 0 0
PFIZER INC COM 717081103 1,568 49,228 SH   DFND 4,8 49,228 0 0
PFIZER INC COM 717081103 365 11,450 SH   DFND 4,8 11,450 0 0
PFIZER INC COM 717081103 105 3,309 SH   DFND 4,8 3,309 0 0
PFIZER INC COM 717081103 65 2,048 SH   DFND 4,8 2,048 0 0
PFIZER INC COM 717081103 35,632 1,118,735 SH   DFND 4,5,11,12 1,118,735 0 0
PFIZER INC COM 717081103 6,383 200,394 SH   DFND 4,5,11,12 200,394 0 0
PG&E CORP COM 69331C108 4,453 81,564 SH   DFND 4,5 81,564 0 0
PG&E CORP COM 69331C108 3,534 64,736 SH   DFND 4,5 64,736 0 0
PG&E CORP COM 69331C108 4,007 73,400 SH   DFND 4,6 73,400 0 0
PG&E CORP COM 69331C108 857 15,700 SH   DFND 4,6 15,700 0 0
PG&E CORP COM 69331C108 131 2,400 SH   DFND 4,6 2,400 0 0
PG&E CORP COM 69331C108 241 4,419 SH   DFND 4,5,11,12 4,419 0 0
PG&E CORP COM 69331C108 142 2,600 SH   DFND 4,5,11,12 2,600 0 0
PHARMACYCLICS INC COM 716933106 519 4,200 SH   DFND 4,5 4,200 0 0
PHARMACYCLICS INC COM 716933106 506 4,100 SH   DFND 4,5 4,100 0 0
PHARMACYCLICS INC COM 716933106 296 2,400 SH   DFND 4,6 2,400 0 0
PHARMACYCLICS INC COM 716933106 161 1,300 SH   DFND 4,5,11,12 1,300 0 0
PHARMACYCLICS INC COM 716933106 37 300 SH   DFND 4,5,11,12 300 0 0
PHARMERICA CORP COM 71714F104 984 47,400 SH   DFND 4,6 47,400 0 0
PHARMERICA CORP COM 71714F104 332 16,000 SH   DFND 4,6 16,000 0 0
PHARMERICA CORP COM 71714F104 62 3,000 SH   DFND 4,6 3,000 0 0
PHILIP MORRIS INTL INC COM 718172109 50,955 623,602 SH   DFND 4,5 623,602 0 0
PHILIP MORRIS INTL INC COM 718172109 11,227 137,403 SH   DFND 4,5 137,403 0 0
PHILIP MORRIS INTL INC COM 718172109 5,899 72,199 SH   DFND 1,3 72,199 0 0
PHILIP MORRIS INTL INC COM 718172109 6,792 83,125 SH   DFND 1,2 83,125 0 0
PHILIP MORRIS INTL INC COM 718172109 7,027 86,000 SH   DFND 4,6 86,000 0 0
PHILIP MORRIS INTL INC COM 718172109 4,510 55,200 SH   DFND 4,6 55,200 0 0
PHILIP MORRIS INTL INC COM 718172109 1,463 17,900 SH   DFND 4,6 17,900 0 0
PHILIP MORRIS INTL INC COM 718172109 466 5,700 SH   DFND 4,6 5,700 0 0
PHILIP MORRIS INTL INC COM 718172109 212 2,600 SH   DFND 4,6 2,600 0 0
PHILIP MORRIS INTL INC COM 718172109 351 4,300 SH   DFND   4,300 0 0
PHILIP MORRIS INTL INC COM 718172109 1,054 12,900 SH   DFND 4,5 12,900 0 0
PHILIP MORRIS INTL INC COM 718172109 65 800 SH   DFND 4,8 800 0 0
PHILIP MORRIS INTL INC COM 718172109 46 560 SH   DFND 4,8 560 0 0
PHILIP MORRIS INTL INC COM 718172109 4,338 53,089 SH   DFND 4,5,11,12 53,089 0 0
PHILIP MORRIS INTL INC COM 718172109 703 8,600 SH   DFND 4,5,11,12 8,600 0 0
PHILLIPS 66 COM 718546104 11,198 168,868 SH   DFND 4,5 168,868 0 0
PHILLIPS 66 COM 718546104 6,227 93,906 SH   DFND 4,5 93,906 0 0
PHILLIPS 66 COM 718546104 21 323 SH   DFND 4,5,7 323 0 0
PHILLIPS 66 COM 718546104 278 4,186 SH   DFND 1,3 4,186 0 0
PHILLIPS 66 COM 718546104 5,551 83,706 SH   DFND 1,2 83,706 0 0
PHILLIPS 66 COM 718546104 1,890 28,500 SH   DFND 4,6 28,500 0 0
PHILLIPS 66 COM 718546104 670 10,100 SH   DFND 4,6 10,100 0 0
PHILLIPS 66 COM 718546104 564 8,500 SH   DFND 4,6 8,500 0 0
PHILLIPS 66 COM 718546104 411 6,200 SH   DFND 4,6 6,200 0 0
PHILLIPS 66 COM 718546104 363 5,477 SH   DFND 4,6 5,477 0 0
PHILLIPS 66 COM 718546104 80 1,200 SH   DFND 4,6 1,200 0 0
PHILLIPS 66 COM 718546104 928 13,990 SH   DFND 4,8 13,990 0 0
PHILLIPS 66 COM 718546104 89 1,340 SH   DFND 4,8 1,340 0 0
PHILLIPS 66 COM 718546104 8,527 128,600 SH   DFND 4,5,11,12 128,600 0 0
PHILLIPS 66 COM 718546104 630 9,507 SH   DFND 4,5,11,12 9,507 0 0
PHYSICIANS RLTY TR COM 71943U104 177 10,300 SH   DFND 4,5 10,300 0 0
PHYSICIANS RLTY TR COM 71943U104 55 3,200 SH   DFND 4,5,11,12 3,200 0 0
PIEDMONT OFFICE REALTY TR INC COM CL A 720190206 653 33,900 SH   DFND 4,5 33,900 0 0
PIEDMONT OFFICE REALTY TR INC COM CL A 720190206 233 12,100 SH   DFND 4,5,11,12 12,100 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,770 55,100 SH   DFND 4,5 55,100 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 501 15,600 SH   DFND 4,5,11,12 15,600 0 0
PINNACLE WEST CAP CORP COM 723484101 1,445 20,641 SH   DFND 4,5 20,641 0 0
PINNACLE WEST CAP CORP COM 723484101 836 11,946 SH   DFND 4,5 11,946 0 0
PINNACLE WEST CAP CORP COM 723484101 469 6,700 SH   DFND 4,6 6,700 0 0
PINNACLE WEST CAP CORP COM 723484101 1,533 21,899 SH   DFND 4,5,11,12 21,899 0 0
PINNACLE WEST CAP CORP COM 723484101 56 800 SH   DFND 4,5,11,12 800 0 0
PIONEER NAT RES CO COM 723787107 1,732 12,556 SH   DFND 4,5 12,556 0 0
PIONEER NAT RES CO COM 723787107 1,402 10,166 SH   DFND 4,5 10,166 0 0
PIONEER NAT RES CO COM 723787107 263 1,906 SH   DFND 4,5,11,12 1,906 0 0
PIONEER NAT RES CO COM 723787107 97 700 SH   DFND 4,5,11,12 700 0 0
PITNEY BOWES INC COM 724479100 1,425 59,405 SH   DFND 4,5 59,405 0 0
PLANTRONICS INC NEW COM 727493108 1,936 38,105 SH   DFND 4,5 38,105 0 0
PLUM CREEK TIMBER CO INC COM 729251108 1,334 30,753 SH   DFND 4,5 30,753 0 0
PLUM CREEK TIMBER CO INC COM 729251108 636 14,648 SH   DFND 4,5 14,648 0 0
PLUM CREEK TIMBER CO INC COM 729251108 196 4,517 SH   DFND 4,5,11,12 4,517 0 0
PLUM CREEK TIMBER CO INC COM 729251108 48 1,100 SH   DFND 4,5,11,12 1,100 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,532 109,878 SH   DFND 4,5 109,878 0 0
PNC FINL SVCS GROUP INC COM 693475105 7,039 81,137 SH   DFND 4,5 81,137 0 0
PNC FINL SVCS GROUP INC COM 693475105 4,945 57,000 SH   DFND 4,6 57,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,817 44,000 SH   DFND 4,6 44,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,093 12,600 SH   DFND 4,6 12,600 0 0
PNC FINL SVCS GROUP INC COM 693475105 187 2,150 SH   DFND 4,6 2,150 0 0
PNC FINL SVCS GROUP INC COM 693475105 212 2,444 SH   DFND 4,8 2,444 0 0
PNC FINL SVCS GROUP INC COM 693475105 189 2,173 SH   DFND 4,8 2,173 0 0
PNC FINL SVCS GROUP INC COM 693475105 20,820 240,000 SH   DFND 4,5,11,12 240,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 989 11,399 SH   DFND 4,5,11,12 11,399 0 0
PNM RES INC COM 69349H107 942 31,046 SH   DFND 4,5 31,046 0 0
POLARIS INDS INC COM 731068102 5,284 35,179 SH   DFND 4,5 35,179 0 0
POLARIS INDS INC COM 731068102 1,152 7,670 SH   DFND 4,5 7,670 0 0
POLARIS INDS INC COM 731068102 3,004 20,000 SH   DFND 4,6 20,000 0 0
POLARIS INDS INC COM 731068102 616 4,100 SH   DFND 4,6 4,100 0 0
POLARIS INDS INC COM 731068102 571 3,800 SH   DFND 4,6 3,800 0 0
POLARIS INDS INC COM 731068102 526 3,500 SH   DFND 4,6 3,500 0 0
POLARIS INDS INC COM 731068102 195 1,300 SH   DFND 4,5,11,12 1,300 0 0
POLARIS INDS INC COM 731068102 60 400 SH   DFND 4,5,11,12 400 0 0
POPULAR INC COM NEW 733174700 7,910 243,000 SH   DFND 4,5,7 243,000 0 0
POPULAR INC COM NEW 733174700 564 17,320 SH   DFND 1,3 17,320 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 138 5,000 SH   DFND 4,5 5,000 0 0
POST HLDGS INC COM 737446104 414 10,103 SH   DFND 4,5 10,103 0 0
POST HLDGS INC COM 737446104 3,459 84,369 SH   DFND 4,5,7 84,369 0 0
POST PPTYS INC COM 737464107 723 11,800 SH   DFND 4,5 11,800 0 0
POST PPTYS INC COM 737464107 227 3,700 SH   DFND 4,5,11,12 3,700 0 0
POTASH CORP SASK INC COM 73755L107 8,593 241,299 SH   DFND 4,5 241,299 0 0
POTASH CORP SASK INC COM 73755L107 2,315 65,019 SH   DFND 4,5 65,019 0 0
POTASH CORP SASK INC COM 73755L107 205 5,757 SH   DFND 4,8 5,757 0 0
POTASH CORP SASK INC COM 73755L107 21,003 589,800 SH   DFND 4,5,11,12 589,800 0 0
POTASH CORP SASK INC COM 73755L107 2,077 58,322 SH   DFND 4,5,11,12 58,322 0 0
POWER INTEGRATIONS INC COM 739276103 455 9,000 SH   DFND 4,5 9,000 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 18,977 187,228 SH   DFND 4,5 187,228 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 59 585 SH   DFND   585 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 51 500 SH   DFND 4,5 500 0 0
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 51 500 SH   DFND 4,5 500 0 0
PPG INDS INC COM 693506107 3,207 14,321 SH   DFND 4,5 14,321 0 0
PPG INDS INC COM 693506107 2,501 11,171 SH   DFND 4,5 11,171 0 0
PPG INDS INC COM 693506107 537 2,400 SH   DFND 4,6 2,400 0 0
PPG INDS INC COM 693506107 239 1,066 SH   DFND 4,8 1,066 0 0
PPG INDS INC COM 693506107 25,818 115,300 SH   DFND 4,5,11,12 115,300 0 0
PPG INDS INC COM 693506107 1,004 4,485 SH   DFND 4,5,11,12 4,485 0 0
PPL CORP COM 69351T106 3,301 92,553 SH   DFND 4,5 92,553 0 0
PPL CORP COM 69351T106 2,334 65,426 SH   DFND 4,5 65,426 0 0
PPL CORP COM 69351T106 3,549 99,500 SH   DFND 4,6 99,500 0 0
PPL CORP COM 69351T106 888 24,900 SH   DFND 4,6 24,900 0 0
PPL CORP COM 69351T106 93 2,600 SH   DFND 4,6 2,600 0 0
PPL CORP COM 69351T106 492 13,787 SH   DFND 4,5,11,12 13,787 0 0
PPL CORP COM 69351T106 128 3,600 SH   DFND 4,5,11,12 3,600 0 0
PRAXAIR INC COM 74005P104 7,507 59,434 SH   DFND 4,5 59,434 0 0
PRAXAIR INC COM 74005P104 2,375 18,807 SH   DFND 4,5 18,807 0 0
PRAXAIR INC COM 74005P104 463 3,668 SH   DFND 4,6 3,668 0 0
PRAXAIR INC COM 74005P104 455 3,600 SH   DFND 4,6 3,600 0 0
PRAXAIR INC COM 74005P104 507 4,014 SH   DFND 4,5,11,12 4,014 0 0
PRAXAIR INC COM 74005P104 227 1,800 SH   DFND 4,5,11,12 1,800 0 0
PRECISION CASTPARTS CORP COM 740189105 18,342 79,836 SH   DFND 4,5 79,836 0 0
PRECISION CASTPARTS CORP COM 740189105 4,646 20,222 SH   DFND 4,5 20,222 0 0
PRECISION CASTPARTS CORP COM 740189105 4,044 17,600 SH   DFND 4,6 17,600 0 0
PRECISION CASTPARTS CORP COM 740189105 3,171 13,800 SH   DFND 4,6 13,800 0 0
PRECISION CASTPARTS CORP COM 740189105 1,022 4,450 SH   DFND 4,6 4,450 0 0
PRECISION CASTPARTS CORP COM 740189105 345 1,500 SH   DFND 4,6 1,500 0 0
PRECISION CASTPARTS CORP COM 740189105 138 600 SH   DFND 4,6 600 0 0
PRECISION CASTPARTS CORP COM 740189105 382 1,662 SH   DFND 4,5,11,12 1,662 0 0
PRECISION CASTPARTS CORP COM 740189105 207 900 SH   DFND 4,5,11,12 900 0 0
PREFERRED APT CMNTYS INC COM 74039L103 12 1,300 SH   DFND 4,5,11,12 1,300 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 232 6,700 SH   DFND 4,5 6,700 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 142 4,100 SH   DFND 4,6 4,100 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,268 27,158 SH   DFND 4,5 27,158 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,098 25,120 SH   DFND 4,5 25,120 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,721 20,600 SH   DFND 4,6 20,600 0 0
PRICE T ROWE GROUP INC COM 74144T108 585 7,000 SH   DFND 4,6 7,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 338 4,045 SH   DFND 4,6 4,045 0 0
PRICE T ROWE GROUP INC COM 74144T108 134 1,600 SH   DFND 4,6 1,600 0 0
PRICE T ROWE GROUP INC COM 74144T108 125 1,500 SH   DFND 4,6 1,500 0 0
PRICE T ROWE GROUP INC COM 74144T108 171 2,051 SH   DFND 4,8 2,051 0 0
PRICE T ROWE GROUP INC COM 74144T108 394 4,721 SH   DFND 4,5,11,12 4,721 0 0
PRICE T ROWE GROUP INC COM 74144T108 134 1,600 SH   DFND 4,5,11,12 1,600 0 0
PRICELINE GRP INC SR BD CV REGS 18 741503AQ9 4,379 3,446,000 PRN   DFND 4,5 0 0 3,446,000
PRICELINE GRP INC SR NT CV 0.35%20 741503AS5 6,835 6,263,000 PRN   DFND 4,5 0 0 6,263,000
PRICELINE GRP INC COM NEW 741503403 24,201 22,627 SH   DFND 4,5 22,627 0 0
PRICELINE GRP INC COM NEW 741503403 4,898 4,579 SH   DFND 4,5 4,579 0 0
PRICELINE GRP INC COM NEW 741503403 1,457 1,362 SH   DFND 1,3 1,362 0 0
PRICELINE GRP INC COM NEW 741503403 3,537 3,307 SH   DFND 1,2 3,307 0 0
PRICELINE GRP INC COM NEW 741503403 5,134 4,800 SH   DFND 4,6 4,800 0 0
PRICELINE GRP INC COM NEW 741503403 2,246 2,100 SH   DFND 4,6 2,100 0 0
PRICELINE GRP INC COM NEW 741503403 1,177 1,100 SH   DFND 4,6 1,100 0 0
PRICELINE GRP INC COM NEW 741503403 695 650 SH   DFND 4,6 650 0 0
PRICELINE GRP INC COM NEW 741503403 588 550 SH   DFND 4,6 550 0 0
PRICELINE GRP INC COM NEW 741503403 107 100 SH   DFND 4,6 100 0 0
PRICELINE GRP INC COM NEW 741503403 302 282 SH   DFND 4,8 282 0 0
PRICELINE GRP INC COM NEW 741503403 229 214 SH   DFND 4,8 214 0 0
PRICELINE GRP INC COM NEW 741503403 31,285 29,250 SH   DFND 4,5,11,12 29,250 0 0
PRICELINE GRP INC COM NEW 741503403 1,527 1,428 SH   DFND 4,5,11,12 1,428 0 0
PRIMERO MNG CORP COM 74164W106 1,936 460,900 SH   DFND 4,5 460,900 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,605 51,844 SH   DFND 4,5 51,844 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,293 25,723 SH   DFND 4,5 25,723 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 136 2,700 SH   DFND 4,6 2,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 188 3,742 SH   DFND 4,8 3,742 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 20,798 413,900 SH   DFND 4,5,11,12 413,900 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 570 11,339 SH   DFND 4,5,11,12 11,339 0 0
PRIVATEBANCORP INC COM 742962103 1,340 40,800 SH   DFND 1,3 40,800 0 0
PROCTER & GAMBLE CO COM 742718109 103,389 1,147,873 SH   DFND 4,5 1,147,873 0 0
PROCTER & GAMBLE CO COM 742718109 78,742 874,234 SH   DFND 4,5 874,234 0 0
PROCTER & GAMBLE CO COM 742718109 272 3,023 SH   DFND 4,5,7 3,023 0 0
PROCTER & GAMBLE CO COM 742718109 9,407 104,443 SH   DFND 1,2 104,443 0 0
PROCTER & GAMBLE CO COM 742718109 943 10,475 SH   DFND   10,475 0 0
PROCTER & GAMBLE CO COM 742718109 90 1,000 SH   DFND 1 1,000 0 0
PROCTER & GAMBLE CO COM 742718109 12,997 144,297 SH   DFND 4,6 144,297 0 0
PROCTER & GAMBLE CO COM 742718109 6,701 74,400 SH   DFND 4,6 74,400 0 0
PROCTER & GAMBLE CO COM 742718109 4,026 44,700 SH   DFND 4,6 44,700 0 0
PROCTER & GAMBLE CO COM 742718109 1,534 17,031 SH   DFND 4,6 17,031 0 0
PROCTER & GAMBLE CO COM 742718109 1,486 16,500 SH   DFND 4,6 16,500 0 0
PROCTER & GAMBLE CO COM 742718109 563 6,250 SH   DFND 4,6 6,250 0 0
PROCTER & GAMBLE CO COM 742718109 549 6,100 SH   DFND 4,6 6,100 0 0
PROCTER & GAMBLE CO COM 742718109 117 1,300 SH   DFND 4,6 1,300 0 0
PROCTER & GAMBLE CO COM 742718109 21 230 SH   DFND   230 0 0
PROCTER & GAMBLE CO COM 742718109 1,144 12,700 SH   DFND 4,5 12,700 0 0
PROCTER & GAMBLE CO COM 742718109 310 3,442 SH   DFND 4,8 3,442 0 0
PROCTER & GAMBLE CO COM 742718109 249 2,770 SH   DFND 4,8 2,770 0 0
PROCTER & GAMBLE CO COM 742718109 6 65 SH   DFND 4,8 65 0 0
PROCTER & GAMBLE CO COM 742718109 28,852 320,332 SH   DFND 4,5,11,12 320,332 0 0
PROCTER & GAMBLE CO COM 742718109 4,133 45,887 SH   DFND 4,5,11,12 45,887 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,013 74,682 SH   DFND 4,5 74,682 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,410 52,315 SH   DFND 4,5 52,315 0 0
PROGRESSIVE CORP OHIO COM 743315103 77 2,869 SH   DFND 4,8 2,869 0 0
PROGRESSIVE CORP OHIO COM 743315103 227 8,408 SH   DFND 4,5,11,12 8,408 0 0
PROGRESSIVE CORP OHIO COM 743315103 94 3,500 SH   DFND 4,5,11,12 3,500 0 0
PROLOGIS INC COM 74340W103 7,369 166,677 SH   DFND 4,5 166,677 0 0
PROLOGIS INC COM 74340W103 4,282 96,850 SH   DFND 4,5 96,850 0 0
PROLOGIS INC COM 74340W103 8 175 SH   DFND   175 0 0
PROLOGIS INC COM 74340W103 442 10,000 SH   DFND 4,6 10,000 0 0
PROLOGIS INC COM 74340W103 389 8,800 SH   DFND 4,6 8,800 0 0
PROLOGIS INC COM 74340W103 1,975 44,665 SH   DFND 4,5,11,12 44,665 0 0
PROLOGIS INC COM 74340W103 124 2,800 SH   DFND 4,5,11,12 2,800 0 0
PROS HOLDINGS INC COM 74346Y103 35 1,383 SH   DFND 4,5,7 1,383 0 0
PROSHARES TR ULTRPRO DOW30 74347X823 20 150 SH   DFND   150 0 0
PROSHARES TR S&P 500 DV ARIST 74348A467 8,581 172,473 SH   DFND   172,473 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 605 71,300 SH   DFND 4,6 71,300 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 218 25,700 SH   DFND 4,6 25,700 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 140 16,500 SH   DFND 4,6 16,500 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 36 4,300 SH   DFND 4,6 4,300 0 0
PROSPERITY BANCSHARES INC COM 743606105 396 7,713 SH   DFND 4,5 7,713 0 0
PROTALIX BIOTHERAPEUTICS INC SR CONV NT4.5%18 74365AAB7 196 252,000 PRN   DFND 4,5,7 0 0 252,000
PRUDENTIAL FINL INC COM 744320102 11,321 132,427 SH   DFND 4,5 132,427 0 0
PRUDENTIAL FINL INC COM 744320102 3,227 37,748 SH   DFND 4,5 37,748 0 0
PRUDENTIAL FINL INC COM 744320102 1,040 12,160 SH   DFND 4,1 12,160 0 0
PRUDENTIAL FINL INC COM 744320102 5,371 62,827 SH   DFND 4,6 62,827 0 0
PRUDENTIAL FINL INC COM 744320102 2,511 29,377 SH   DFND 4,6 29,377 0 0
PRUDENTIAL FINL INC COM 744320102 684 8,000 SH   DFND 4,6 8,000 0 0
PRUDENTIAL FINL INC COM 744320102 573 6,700 SH   DFND 4,6 6,700 0 0
PRUDENTIAL FINL INC COM 744320102 361 4,220 SH   DFND 4,6 4,220 0 0
PRUDENTIAL FINL INC COM 744320102 171 2,000 SH   DFND 4,6 2,000 0 0
PRUDENTIAL FINL INC COM 744320102 137 1,600 SH   DFND 4,6 1,600 0 0
PRUDENTIAL FINL INC COM 744320102 94 1,100 SH   DFND 4,6 1,100 0 0
PRUDENTIAL FINL INC COM 744320102 129 1,508 SH   DFND 4,8 1,508 0 0
PRUDENTIAL FINL INC COM 744320102 76 890 SH   DFND 4,8 890 0 0
PRUDENTIAL FINL INC COM 744320102 14,893 174,210 SH   DFND 4,5,11,12 174,210 0 0
PRUDENTIAL FINL INC COM 744320102 789 9,226 SH   DFND 4,5,11,12 9,226 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 355 4,300 SH   DFND 4,5 4,300 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 107 1,300 SH   DFND 4,5,11,12 1,300 0 0
PTC INC COM 69370C100 571 16,200 SH   DFND 4,5 16,200 0 0
PUBLIC STORAGE COM 74460D109 8,668 44,398 SH   DFND 4,5 44,398 0 0
PUBLIC STORAGE COM 74460D109 2,798 14,333 SH   DFND 4,5 14,333 0 0
PUBLIC STORAGE COM 74460D109 70 359 SH   DFND 4,8 359 0 0
PUBLIC STORAGE COM 74460D109 2,576 13,194 SH   DFND 4,5,11,12 13,194 0 0
PUBLIC STORAGE COM 74460D109 117 600 SH   DFND 4,5,11,12 600 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,424 82,379 SH   DFND 4,5 82,379 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,020 48,594 SH   DFND 4,5 48,594 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 463 11,147 SH   DFND 4,5,11,12 11,147 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 67 1,600 SH   DFND 4,5,11,12 1,600 0 0
PULTE GROUP INC COM 745867101 718 33,045 SH   DFND 4,5 33,045 0 0
PULTE GROUP INC COM 745867101 621 28,584 SH   DFND 4,5 28,584 0 0
PULTE GROUP INC COM 745867101 376 17,300 SH   DFND 4,6 17,300 0 0
PULTE GROUP INC COM 745867101 326 15,000 SH   DFND 4,6 15,000 0 0
PULTE GROUP INC COM 745867101 41 1,900 SH   DFND 4,5,11,12 1,900 0 0
PVH CORP COM 693656100 1,146 9,551 SH   DFND 4,5 9,551 0 0
PVH CORP COM 693656100 816 6,800 SH   DFND 4,5 6,800 0 0
PVH CORP COM 693656100 372 3,100 SH   DFND 4,5,7 3,100 0 0
PVH CORP COM 693656100 240 2,000 SH   DFND 4,5,11,12 2,000 0 0
PVH CORP COM 693656100 48 400 SH   DFND 4,5,11,12 400 0 0
QEP RES INC COM 74733V100 397 21,073 SH   DFND 4,5 21,073 0 0
QEP RES INC COM 74733V100 295 15,687 SH   DFND 4,5 15,687 0 0
QEP RES INC COM 74733V100 729 38,700 SH   DFND 4,5,7 38,700 0 0
QEP RES INC COM 74733V100 88 4,647 SH   DFND 4,5,11,12 4,647 0 0
QEP RES INC COM 74733V100 21 1,100 SH   DFND 4,5,11,12 1,100 0 0
QIAGEN NV REG SHS N72482107 65,347 2,887,622 SH   DFND 4,5 2,887,622 0 0
QIAGEN NV REG SHS N72482107 19,776 873,897 SH   DFND 4,5 873,897 0 0
QIAGEN NV REG SHS N72482107 1,018 45,000 SH   DFND 4,1 45,000 0 0
QIAGEN NV REG SHS N72482107 201 8,900 SH   DFND 4,1 8,900 0 0
QIAGEN NV REG SHS N72482107 201 8,900 SH   DFND 4,1 8,900 0 0
QIAGEN NV REG SHS N72482107 3,012 133,088 SH   DFND 4,6 133,088 0 0
QIAGEN NV REG SHS N72482107 857 37,879 SH   DFND 4,6 37,879 0 0
QIAGEN NV REG SHS N72482107 415 18,345 SH   DFND 4,6 18,345 0 0
QIAGEN NV REG SHS N72482107 266 11,764 SH   DFND 4,6 11,764 0 0
QIAGEN NV REG SHS N72482107 221 9,785 SH   DFND 4,6 9,785 0 0
QIAGEN NV REG SHS N72482107 1,652 73,000 SH   DFND 4,9 73,000 0 0
QIAGEN NV REG SHS N72482107 460 20,313 SH   DFND 4,8 20,313 0 0
QIAGEN NV REG SHS N72482107 398 17,607 SH   DFND 4,8 17,607 0 0
QIAGEN NV REG SHS N72482107 223 9,846 SH   DFND 4,8 9,846 0 0
QIAGEN NV REG SHS N72482107 129 5,699 SH   DFND 4,8 5,699 0 0
QIAGEN NV REG SHS N72482107 52 2,276 SH   DFND 4,8 2,276 0 0
QIAGEN NV REG SHS N72482107 165 7,295 SH   DFND 4,5,11,12 7,295 0 0
QIAGEN NV REG SHS N72482107 34 1,505 SH   DFND 4,5,11,12 1,505 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 136 2,300 SH   DFND 4,5 2,300 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 4,161 70,488 SH   DFND 1,3 70,488 0 0
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 77 1,300 SH   DFND 4,6 1,300 0 0
QIWI PLC SPON ADR REP B 74735M108 156 7,550 SH   DFND 4,6 7,550 0 0
QTS RLTY TR INC COM CL A 74736A103 32 900 SH   DFND 4,5,11,12 900 0 0
QUALCOMM INC COM 747525103 24,298 329,552 SH   DFND 4,5 329,552 0 0
QUALCOMM INC COM 747525103 13,598 184,429 SH   DFND 4,5 184,429 0 0
QUALCOMM INC COM 747525103 17,608 238,820 SH   DFND 4,5,7 238,820 0 0
QUALCOMM INC COM 747525103 17,607 238,800 SH   DFND 4,5,7 238,800 0 0
QUALCOMM INC COM 747525103 26 351 SH   DFND 4,5,7 351 0 0
QUALCOMM INC COM 747525103 6,421 87,090 SH   DFND 1,3 87,090 0 0
QUALCOMM INC COM 747525103 5,312 72,050 SH   DFND 4,6 72,050 0 0
QUALCOMM INC COM 747525103 4,501 61,043 SH   DFND 4,6 61,043 0 0
QUALCOMM INC COM 747525103 1,755 23,800 SH   DFND 4,6 23,800 0 0
QUALCOMM INC COM 747525103 826 11,200 SH   DFND 4,6 11,200 0 0
QUALCOMM INC COM 747525103 743 10,084 SH   DFND 4,6 10,084 0 0
QUALCOMM INC COM 747525103 708 9,600 SH   DFND 4,6 9,600 0 0
QUALCOMM INC COM 747525103 619 8,400 SH   DFND 4,6 8,400 0 0
QUALCOMM INC COM 747525103 605 8,200 SH   DFND 4,6 8,200 0 0
QUALCOMM INC COM 747525103 210 2,850 SH   DFND 4,6 2,850 0 0
QUALCOMM INC COM 747525103 147 2,000 SH   DFND 4,6 2,000 0 0
QUALCOMM INC COM 747525103 453 6,143 SH   DFND 4,8 6,143 0 0
QUALCOMM INC COM 747525103 48,101 652,390 SH   DFND 4,5,11,12 652,390 0 0
QUALCOMM INC COM 747525103 2,816 38,192 SH   DFND 4,5,11,12 38,192 0 0
QUANTA SVCS INC COM 74762E102 3,013 110,798 SH   DFND 4,5 110,798 0 0
QUANTA SVCS INC COM 74762E102 2,249 82,707 SH   DFND 4,5 82,707 0 0
QUANTA SVCS INC COM 74762E102 42 1,528 SH   DFND 1,3 1,528 0 0
QUANTA SVCS INC COM 74762E102 2,261 83,169 SH   DFND 1,2 83,169 0 0
QUANTA SVCS INC COM 74762E102 585 21,500 SH   DFND 4,6 21,500 0 0
QUANTA SVCS INC COM 74762E102 159 5,863 SH   DFND 4,5,11,12 5,863 0 0
QUANTA SVCS INC COM 74762E102 35 1,300 SH   DFND 4,5,11,12 1,300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 14,494 215,979 SH   DFND 4,5 215,979 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,671 24,902 SH   DFND 4,5 24,902 0 0
QUEST DIAGNOSTICS INC COM 74834L100 111 1,658 SH   DFND 4,8 1,658 0 0
QUEST DIAGNOSTICS INC COM 74834L100 302 4,495 SH   DFND 4,5,11,12 4,495 0 0
QUEST DIAGNOSTICS INC COM 74834L100 67 1,000 SH   DFND 4,5,11,12 1,000 0 0
QUESTAR CORP COM 748356102 2,893 116,175 SH   DFND 4,5 116,175 0 0
QUESTAR CORP COM 748356102 1,114 44,719 SH   DFND 4,5 44,719 0 0
QUIDEL CORP SR CV NT 3.25%20 74838JAA9 2,057 1,850,000 PRN   DFND 4,5,7 0 0 1,850,000
QUIKSILVER INC COM 74838C106 1,060 514,500 SH   DFND 4,5 514,500 0 0
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 173 3,000 SH   DFND 4,5 3,000 0 0
QUINTILES TRANSNATIO HLDGS INC COM 74876Y101 17 300 SH   DFND 4,5 300 0 0
RACKSPACE HOSTING INC COM 750086100 9,229 197,837 SH   DFND 4,5 197,837 0 0
RACKSPACE HOSTING INC COM 750086100 719 15,413 SH   DFND 4,5 15,413 0 0
RACKSPACE HOSTING INC COM 750086100 10,033 215,064 SH   DFND 4,5,7 215,064 0 0
RACKSPACE HOSTING INC COM 750086100 10,022 214,832 SH   DFND 4,5,7 214,832 0 0
RACKSPACE HOSTING INC COM 750086100 361 7,731 SH   DFND 4,8 7,731 0 0
RACKSPACE HOSTING INC COM 750086100 213 4,565 SH   DFND 4,8 4,565 0 0
RACKSPACE HOSTING INC COM 750086100 28 600 SH   DFND 4,5,11,12 600 0 0
RADWARE LTD ORD M81873107 575 26,586 SH   DFND 1,3 26,586 0 0
RALPH LAUREN CORP CL A 751212101 12,619 70,583 SH   DFND 4,5 70,583 0 0
RALPH LAUREN CORP CL A 751212101 1,290 7,218 SH   DFND 4,5 7,218 0 0
RALPH LAUREN CORP CL A 751212101 388 2,172 SH   DFND 4,8 2,172 0 0
RALPH LAUREN CORP CL A 751212101 306 1,712 SH   DFND 4,5,11,12 1,712 0 0
RALPH LAUREN CORP CL A 751212101 72 400 SH   DFND 4,5,11,12 400 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 434 22,600 SH   DFND 4,5 22,600 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 115 6,000 SH   DFND 4,5,11,12 6,000 0 0
RANDGOLD RES LTD ADR 752344309 7,912 110,059 SH   DFND 4,5 110,059 0 0
RANGE RES CORP COM 75281A109 844 17,179 SH   DFND 4,5 17,179 0 0
RANGE RES CORP COM 75281A109 707 14,386 SH   DFND 4,5 14,386 0 0
RANGE RES CORP COM 75281A109 46 937 SH   DFND 4,8 937 0 0
RANGE RES CORP COM 75281A109 196 4,000 SH   DFND 4,5,11,12 4,000 0 0
RANGE RES CORP COM 75281A109 49 1,000 SH   DFND 4,5,11,12 1,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 956 17,526 SH   DFND 4,5 17,526 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 622 11,400 SH   DFND 4,5 11,400 0 0
RAYONIER INC COM 754907103 340 11,970 SH   DFND 4,5 11,970 0 0
RAYONIER INC COM 754907103 160 5,625 SH   DFND 4,5 5,625 0 0
RAYONIER INC COM 754907103 99 3,471 SH   DFND 4,5,11,12 3,471 0 0
RAYONIER INC COM 754907103 23 800 SH   DFND 4,5,11,12 800 0 0
RAYTHEON CO COM NEW 755111507 15,706 146,011 SH   DFND 4,5 146,011 0 0
RAYTHEON CO COM NEW 755111507 15,568 144,723 SH   DFND 4,5 144,723 0 0
RAYTHEON CO COM NEW 755111507 484 4,500 SH   DFND 4,6 4,500 0 0
RAYTHEON CO COM NEW 755111507 296 2,756 SH   DFND 4,6 2,756 0 0
RAYTHEON CO COM NEW 755111507 501 4,661 SH   DFND 4,5,11,12 4,661 0 0
RAYTHEON CO COM NEW 755111507 151 1,400 SH   DFND 4,5,11,12 1,400 0 0
RE MAX HLDGS INC CL A 75524W108 81 2,394 SH   DFND 4,5,7 2,394 0 0
REALOGY HLDGS CORP COM 75605Y106 2,324 52,808 SH   DFND 4,5 52,808 0 0
REALOGY HLDGS CORP COM 75605Y106 620 14,100 SH   DFND 4,5 14,100 0 0
REALOGY HLDGS CORP COM 75605Y106 1,823 41,440 SH   DFND 4,5,7 41,440 0 0
REALOGY HLDGS CORP COM 75605Y106 343 7,800 SH   DFND 4,5,7 7,800 0 0
REALOGY HLDGS CORP COM 75605Y106 35 800 SH   DFND 4,5,11,12 800 0 0
REALTY INCOME CORP COM 756109104 4,878 95,482 SH   DFND 4,5 95,482 0 0
REALTY INCOME CORP COM 756109104 3,197 62,568 SH   DFND 4,5 62,568 0 0
REALTY INCOME CORP COM 756109104 1,135 22,207 SH   DFND 4,5,11,12 22,207 0 0
REALTY INCOME CORP COM 756109104 36 700 SH   DFND 4,5,11,12 700 0 0
RED HAT INC COM 756577102 2,049 29,786 SH   DFND 4,5 29,786 0 0
RED HAT INC COM 756577102 1,535 22,312 SH   DFND 4,5 22,312 0 0
RED HAT INC COM 756577102 2,749 39,951 SH   DFND 4,5,7 39,951 0 0
RED HAT INC COM 756577102 942 13,685 SH   DFND 4,5,7 13,685 0 0
RED HAT INC COM 756577102 240 3,487 SH   DFND 4,5,7 3,487 0 0
RED HAT INC COM 756577102 549 7,980 SH   DFND 4,1 7,980 0 0
RED HAT INC COM 756577102 304 4,416 SH   DFND 4,5,11,12 4,416 0 0
RED HAT INC COM 756577102 83 1,200 SH   DFND 4,5,11,12 1,200 0 0
REGAL BELOIT CORP COM 758750103 494 6,862 SH   DFND 4,5 6,862 0 0
REGENCY CTRS CORP COM 758849103 2,315 34,180 SH   DFND 4,5 34,180 0 0
REGENCY CTRS CORP COM 758849103 474 7,000 SH   DFND 4,5 7,000 0 0
REGENCY CTRS CORP COM 758849103 652 9,631 SH   DFND 4,5,11,12 9,631 0 0
REGENCY CTRS CORP COM 758849103 41 600 SH   DFND 4,5,11,12 600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,328 10,616 SH   DFND 4,5 10,616 0 0
REGENERON PHARMACEUTICALS COM 75886F107 3,506 8,600 SH   DFND 4,5 8,600 0 0
REGENERON PHARMACEUTICALS COM 75886F107 31 75 SH   DFND   75 0 0
REGENERON PHARMACEUTICALS COM 75886F107 163 400 SH   DFND 4,6 400 0 0
REGENERON PHARMACEUTICALS COM 75886F107 903 2,214 SH   DFND 4,8 2,214 0 0
REGENERON PHARMACEUTICALS COM 75886F107 530 1,300 SH   DFND 4,5,11,12 1,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 486 1,193 SH   DFND 4,5,11,12 1,193 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,692 171,412 SH   DFND 4,5 171,412 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,423 144,142 SH   DFND 4,5 144,142 0 0
REGIONS FINL CORP NEW COM 7591EP100 437 44,300 SH   DFND 4,6 44,300 0 0
REGIONS FINL CORP NEW COM 7591EP100 298 30,200 SH   DFND 4,6 30,200 0 0
REGIONS FINL CORP NEW COM 7591EP100 401 40,674 SH   DFND 4,8 40,674 0 0
REGIONS FINL CORP NEW COM 7591EP100 148 14,967 SH   DFND 4,5,11,12 14,967 0 0
REGIONS FINL CORP NEW COM 7591EP100 85 8,600 SH   DFND 4,5,11,12 8,600 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,292 38,456 SH   DFND 4,5 38,456 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 5,099 53,272 SH   DFND 4,5 53,272 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 969 10,128 SH   DFND 4,5 10,128 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 29 300 SH   DFND 4,5,11,12 300 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 110 11,961 SH   DFND 4,5,7 11,961 0 0
RENTRAK CORP COM 760174102 7 100 SH   DFND 4,5,7 100 0 0
REPUBLIC SVCS INC COM 760759100 5,440 134,857 SH   DFND 4,5 134,857 0 0
REPUBLIC SVCS INC COM 760759100 1,291 31,996 SH   DFND 4,5 31,996 0 0
REPUBLIC SVCS INC COM 760759100 151 3,746 SH   DFND 4,5,11,12 3,746 0 0
REPUBLIC SVCS INC COM 760759100 77 1,900 SH   DFND 4,5,11,12 1,900 0 0
RESMED INC COM 761152107 2,886 50,600 SH   DFND 4,5 50,600 0 0
RESMED INC COM 761152107 547 9,600 SH   DFND 4,5 9,600 0 0
RESMED INC COM 761152107 319 5,600 SH   DFND 4,6 5,600 0 0
RESMED INC COM 761152107 165 2,900 SH   DFND 4,5,11,12 2,900 0 0
RESMED INC COM 761152107 46 800 SH   DFND 4,5,11,12 800 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 638 16,229 SH   DFND 4,5 16,229 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 224 5,686 SH   DFND 4,5 5,686 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,791 96,377 SH   DFND 4,5,7 96,377 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 132 3,353 SH   DFND 4,5,7 3,353 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 345 19,900 SH   DFND 4,5 19,900 0 0
RETAIL OPPORTUNITY INVTS CORP COM 76131N101 109 6,300 SH   DFND 4,5,11,12 6,300 0 0
RETAIL PPTYS AMER INC CL A 76131V202 917 52,300 SH   DFND 4,5 52,300 0 0
RETAIL PPTYS AMER INC CL A 76131V202 282 16,100 SH   DFND 4,5,11,12 16,100 0 0
REXFORD INDL RLTY INC COM 76169C100 149 9,200 SH   DFND 4,5 9,200 0 0
REXFORD INDL RLTY INC COM 76169C100 45 2,800 SH   DFND 4,5,11,12 2,800 0 0
REYNOLDS AMERICAN INC COM 761713106 10,364 160,786 SH   DFND 4,5 160,786 0 0
REYNOLDS AMERICAN INC COM 761713106 3,095 48,015 SH   DFND 4,5 48,015 0 0
REYNOLDS AMERICAN INC COM 761713106 704 10,914 SH   DFND 4,5,11,12 10,914 0 0
REYNOLDS AMERICAN INC COM 761713106 77 1,200 SH   DFND 4,5,11,12 1,200 0 0
RF MICRODEVICES INC COM 749941100 3,304 199,135 SH   DFND 4,5 199,135 0 0
RF MICRODEVICES INC COM 749941100 187 11,300 SH   DFND 4,5 11,300 0 0
RIO TINTO PLC SPONSORED ADR 767204100 1,577 34,761 SH   DFND 1,3 34,761 0 0
RIVERBED TECHNOLOGY INC COM 768573107 890 43,751 SH   DFND 4,5 43,751 0 0
RIVERBED TECHNOLOGY INC COM 768573107 3,887 191,016 SH   DFND 4,5,7 191,016 0 0
RIVERBED TECHNOLOGY INC COM 768573107 206 10,133 SH   DFND 4,5,7 10,133 0 0
RLJ LODGING TR COM 74965L101 960 28,200 SH   DFND 4,5 28,200 0 0
RLJ LODGING TR COM 74965L101 306 9,000 SH   DFND 4,5,11,12 9,000 0 0
ROBERT HALF INTL INC COM 770323103 5,747 100,605 SH   DFND 4,5 100,605 0 0
ROBERT HALF INTL INC COM 770323103 4,531 79,327 SH   DFND 4,5 79,327 0 0
ROBERT HALF INTL INC COM 770323103 4,570 80,000 SH   DFND 4,6 80,000 0 0
ROBERT HALF INTL INC COM 770323103 2,450 42,900 SH   DFND 4,6 42,900 0 0
ROBERT HALF INTL INC COM 770323103 1,028 18,000 SH   DFND 4,6 18,000 0 0
ROBERT HALF INTL INC COM 770323103 760 13,300 SH   DFND 4,6 13,300 0 0
ROBERT HALF INTL INC COM 770323103 628 11,000 SH   DFND 4,6 11,000 0 0
ROBERT HALF INTL INC COM 770323103 91 1,600 SH   DFND 4,6 1,600 0 0
ROBERT HALF INTL INC COM 770323103 227 3,979 SH   DFND 4,5,11,12 3,979 0 0
ROBERT HALF INTL INC COM 770323103 46 800 SH   DFND 4,5,11,12 800 0 0
ROCK-TENN CO CL A 772739207 5,515 92,884 SH   DFND 4,5 92,884 0 0
ROCK-TENN CO CL A 772739207 779 13,126 SH   DFND 4,5 13,126 0 0
ROCK-TENN CO CL A 772739207 108 1,824 SH   DFND 4,8 1,824 0 0
ROCK-TENN CO CL A 772739207 136 2,284 SH   DFND 4,5,11,12 2,284 0 0
ROCK-TENN CO CL A 772739207 71 1,200 SH   DFND 4,5,11,12 1,200 0 0
ROCKWELL AUTOMATION INC COM 773903109 19,322 181,839 SH   DFND 4,5 181,839 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,185 77,026 SH   DFND 4,5 77,026 0 0
ROCKWELL AUTOMATION INC COM 773903109 557 5,242 SH   DFND 4,8 5,242 0 0
ROCKWELL AUTOMATION INC COM 773903109 222 2,086 SH   DFND 4,5,11,12 2,086 0 0
ROCKWELL AUTOMATION INC COM 773903109 53 500 SH   DFND 4,5,11,12 500 0 0
ROCKWELL COLLINS INC COM 774341101 5,080 59,821 SH   DFND 4,5 59,821 0 0
ROCKWELL COLLINS INC COM 774341101 833 9,806 SH   DFND 4,5 9,806 0 0
ROCKWELL COLLINS INC COM 774341101 2,955 34,800 SH   DFND 4,6 34,800 0 0
ROCKWELL COLLINS INC COM 774341101 849 10,000 SH   DFND 4,6 10,000 0 0
ROCKWELL COLLINS INC COM 774341101 382 4,500 SH   DFND 4,6 4,500 0 0
ROCKWELL COLLINS INC COM 774341101 170 2,000 SH   DFND 4,6 2,000 0 0
ROCKWELL COLLINS INC COM 774341101 110 1,300 SH   DFND 4,5,11,12 1,300 0 0
ROCKWELL COLLINS INC COM 774341101 25 300 SH   DFND 4,5,11,12 300 0 0
ROCKWOOD HLDGS INC COM 774415103 11,475 148,619 SH   DFND 4,5,7 148,619 0 0
ROCKWOOD HLDGS INC COM 774415103 609 7,882 SH   DFND 4,5,7 7,882 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,287 59,638 SH   DFND 4,5 59,638 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 917 23,910 SH   DFND 4,5 23,910 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,971 51,400 SH   DFND 4,6 51,400 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 60 1,563 SH   DFND 4,8 1,563 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 21 540 SH   DFND 4,8 540 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 943 24,600 SH   DFND 4,5,11,12 24,600 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 385 10,046 SH   DFND 4,5,11,12 10,046 0 0
ROPER INDS INC NEW COM 776696106 7,951 52,592 SH   DFND 4,5 52,592 0 0
ROPER INDS INC NEW COM 776696106 2,260 14,946 SH   DFND 4,5 14,946 0 0
ROPER INDS INC NEW COM 776696106 1,091 7,215 SH   DFND 4,1 7,215 0 0
ROPER INDS INC NEW COM 776696106 85 560 SH   DFND 4,8 560 0 0
ROPER INDS INC NEW COM 776696106 188 1,245 SH   DFND 4,5,11,12 1,245 0 0
ROPER INDS INC NEW COM 776696106 91 600 SH   DFND 4,5,11,12 600 0 0
ROSETTA RESOURCES INC COM 777779307 321 16,886 SH   DFND 4,5 16,886 0 0
ROSS STORES INC COM 778296103 39,963 417,714 SH   DFND 4,5 417,714 0 0
ROSS STORES INC COM 778296103 9,665 101,025 SH   DFND 4,5 101,025 0 0
ROSS STORES INC COM 778296103 2,813 29,400 SH   DFND 4,6 29,400 0 0
ROSS STORES INC COM 778296103 899 9,400 SH   DFND 4,6 9,400 0 0
ROSS STORES INC COM 778296103 139 1,450 SH   DFND 4,6 1,450 0 0
ROSS STORES INC COM 778296103 186 1,939 SH   DFND 4,8 1,939 0 0
ROSS STORES INC COM 778296103 20,397 213,200 SH   DFND 4,5,11,12 213,200 0 0
ROSS STORES INC COM 778296103 696 7,270 SH   DFND 4,5,11,12 7,270 0 0
ROUSE PPTYS INC COM 779287101 162 8,200 SH   DFND 4,5 8,200 0 0
ROUSE PPTYS INC COM 779287101 47 2,384 SH   DFND 4,5,11,12 2,384 0 0
ROVI CORP COM 779376102 604 27,552 SH   DFND 4,5 27,552 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 99 4,158 SH   DFND 4,5 4,158 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 28,707 433,378 SH   DFND 4,5 433,378 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 12,054 181,977 SH   DFND 4,5 181,977 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 132 2,000 SH   DFND   2,000 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 7,622 115,063 SH   DFND 4,6 115,063 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 855 12,900 SH   DFND 4,6 12,900 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 602 9,094 SH   DFND 4,6 9,094 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 529 7,982 SH   DFND 4,6 7,982 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 179 2,702 SH   DFND 4,8 2,702 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 16,583 250,340 SH   DFND 4,5,11,12 250,340 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 1,799 27,161 SH   DFND 4,5,11,12 27,161 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,593 31,172 SH   DFND 4,5 31,172 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 926 11,137 SH   DFND 4,5 11,137 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,317 15,834 SH   DFND 4,5,7 15,834 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,714 20,600 SH   DFND 4,6 20,600 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 310 3,725 SH   DFND 4,5,11,12 3,725 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 75 900 SH   DFND 4,5,11,12 900 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 2,034 31,900 SH   DFND 4,5 31,900 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 14,426 226,295 SH   DFND 1,3 226,295 0 0
ROYAL GOLD INC COM 780287108 7,724 116,900 SH   DFND 4,5 116,900 0 0
RPM INTL INC COM 749685103 4,509 99,600 SH   DFND 4,5 99,600 0 0
RUCKUS WIRELESS INC COM 781220108 449 43,200 SH   DFND 4,5 43,200 0 0
RYDER SYS INC COM 783549108 296 3,336 SH   DFND 4,5 3,336 0 0
RYDER SYS INC COM 783549108 115 1,297 SH   DFND 4,5 1,297 0 0
RYDER SYS INC COM 783549108 783 8,820 SH   DFND 1,3 8,820 0 0
RYDER SYS INC COM 783549108 5,008 56,400 SH   DFND 4,6 56,400 0 0
RYDER SYS INC COM 783549108 2,762 31,100 SH   DFND 4,6 31,100 0 0
RYDER SYS INC COM 783549108 852 9,600 SH   DFND 4,6 9,600 0 0
RYDER SYS INC COM 783549108 826 9,300 SH   DFND 4,6 9,300 0 0
RYDER SYS INC COM 783549108 115 1,300 SH   DFND 4,6 1,300 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 188 3,500 SH   DFND 4,5,11,12 3,500 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 375 11,700 SH   DFND 4,5 11,700 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 205 6,400 SH   DFND 4,5 6,400 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 125 3,900 SH   DFND 4,6 3,900 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 119 3,700 SH   DFND 4,5,11,12 3,700 0 0
SAFEWAY INC COM NEW 786514208 10,472 297,321 SH   DFND 4,5 297,321 0 0
SAFEWAY INC COM NEW 786514208 3,807 108,089 SH   DFND 4,5 108,089 0 0
SAFEWAY INC COM NEW 786514208 1,620 46,000 SH   DFND 4,6 46,000 0 0
SAFEWAY INC COM NEW 786514208 648 18,400 SH   DFND 4,6 18,400 0 0
SAFEWAY INC COM NEW 786514208 85 2,400 SH   DFND 4,6 2,400 0 0
SAFEWAY INC COM NEW 786514208 110 3,129 SH   DFND 4,8 3,129 0 0
SAFEWAY INC COM NEW 786514208 60 1,700 SH   DFND 4,5,11,12 1,700 0 0
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SAIA INC COM 78709Y105 1,111 21,700 SH   DFND 1,3 21,700 0 0
SALESFORCE COM INC SR CV NT 0.25%18 79466LAD6 10,746 9,520,000 PRN   DFND 4,5 0 0 9,520,000
SALESFORCE COM INC COM 79466L302 5,027 88,299 SH   DFND 4,5 88,299 0 0
SALESFORCE COM INC COM 79466L302 4,401 77,312 SH   DFND 4,5 77,312 0 0
SALESFORCE COM INC COM 79466L302 451 7,924 SH   DFND 4,5,11,12 7,924 0 0
SALESFORCE COM INC COM 79466L302 182 3,200 SH   DFND 4,5,11,12 3,200 0 0
SALIX PHARMACEUTICALS INC SR CONV NT1.5%19 795435AE6 5,871 3,086,000 PRN   DFND 4,5,7 0 0 3,086,000
SALIX PHARMACEUTICALS INC SR CONV NT1.5%19 795435AE6 936 492,000 PRN   DFND 4,5,7 0 0 492,000
SALIX PHARMACEUTICALS INC COM 795435106 1,359 11,305 SH   DFND 4,5 11,305 0 0
SALIX PHARMACEUTICALS INC COM 795435106 505 4,200 SH   DFND 4,5 4,200 0 0
SALIX PHARMACEUTICALS INC COM 795435106 29,139 242,400 SH   DFND 4,5,7 242,400 0 0
SALIX PHARMACEUTICALS INC COM 795435106 5,069 42,171 SH   DFND 4,5,7 42,171 0 0
SALIX PHARMACEUTICALS INC COM 795435106 4,743 39,456 SH   DFND 4,5,7 39,456 0 0
SALIX PHARMACEUTICALS INC COM 795435106 518 4,310 SH   DFND 1,3 4,310 0 0
SANDERSON FARMS INC COM 800013104 294 3,600 SH   DFND 1,3 3,600 0 0
SANDERSON FARMS INC COM 800013104 76 925 SH   DFND 1,2 925 0 0
SANDERSON FARMS INC COM 800013104 1,486 18,200 SH   DFND 4,6 18,200 0 0
SANDERSON FARMS INC COM 800013104 433 5,300 SH   DFND 4,6 5,300 0 0
SANDERSON FARMS INC COM 800013104 65 800 SH   DFND 4,6 800 0 0
SANDISK CORP SR CONV NT0.5%20 80004CAF8 4,939 4,168,000 PRN   DFND 4,5 0 0 4,168,000
SANDISK CORP COM 80004C101 14,341 151,323 SH   DFND 4,5 151,323 0 0
SANDISK CORP COM 80004C101 4,401 46,436 SH   DFND 4,5 46,436 0 0
SANDISK CORP COM 80004C101 204 2,150 SH   DFND 4,5,7 2,150 0 0
SANDISK CORP COM 80004C101 25 268 SH   DFND 4,5,7 268 0 0
SANDISK CORP COM 80004C101 1,053 11,113 SH   DFND 1,3 11,113 0 0
SANDISK CORP COM 80004C101 6,826 72,027 SH   DFND 1,2 72,027 0 0
SANDISK CORP COM 80004C101 38 405 SH   DFND 4,8 405 0 0
SANDISK CORP COM 80004C101 4,426 46,700 SH   DFND 4,5,11,12 46,700 0 0
SANDISK CORP COM 80004C101 533 5,628 SH   DFND 4,5,11,12 5,628 0 0
SANDRIDGE ENERGY INC COM 80007P307 5,124 3,795,202 SH   DFND 4,5,7 3,795,202 0 0
SANDRIDGE ENERGY INC COM 80007P307 299 221,700 SH   DFND 4,5,7 221,700 0 0
SANTANDER CONSUMER USA HDG INC COM 80283M101 5,555 287,243 SH   DFND 4,5,7 287,243 0 0
SAUL CTRS INC COM 804395101 47 800 SH   DFND 4,5,11,12 800 0 0
SBA COMMUNICATIONS CORP COM 78388J106 1,857 16,864 SH   DFND 4,5 16,864 0 0
SBA COMMUNICATIONS CORP COM 78388J106 1,362 12,364 SH   DFND 4,5 12,364 0 0
SBA COMMUNICATIONS CORP COM 78388J106 264 2,397 SH   DFND 4,5,11,12 2,397 0 0
SBA COMMUNICATIONS CORP COM 78388J106 77 700 SH   DFND 4,5,11,12 700 0 0
SCANA CORP NEW COM 80589M102 1,014 16,458 SH   DFND 4,5 16,458 0 0
SCANA CORP NEW COM 80589M102 930 15,089 SH   DFND 4,5 15,089 0 0
SCANA CORP NEW COM 80589M102 189 3,062 SH   DFND 4,5,11,12 3,062 0 0
SCANA CORP NEW COM 80589M102 49 800 SH   DFND 4,5,11,12 800 0 0
SCHEIN HENRY INC COM 806407102 1,537 11,090 SH   DFND 4,5 11,090 0 0
SCHEIN HENRY INC COM 806407102 1,057 7,627 SH   DFND 4,5 7,627 0 0
SCHEIN HENRY INC COM 806407102 471 3,400 SH   DFND 4,6 3,400 0 0
SCHEIN HENRY INC COM 806407102 125 900 SH   DFND 4,8 900 0 0
SCHEIN HENRY INC COM 806407102 279 2,014 SH   DFND 4,5,11,12 2,014 0 0
SCHEIN HENRY INC COM 806407102 83 600 SH   DFND 4,5,11,12 600 0 0
SCHLUMBERGER LTD COM 806857108 40,625 497,180 SH   DFND 4,5 497,180 0 0
SCHLUMBERGER LTD COM 806857108 15,780 193,118 SH   DFND 4,5 193,118 0 0
SCHLUMBERGER LTD COM 806857108 546 6,680 SH   DFND 1 6,680 0 0
SCHLUMBERGER LTD COM 806857108 11,564 141,523 SH   DFND 1,3 141,523 0 0
SCHLUMBERGER LTD COM 806857108 51 625 SH   DFND   625 0 0
SCHLUMBERGER LTD COM 806857108 9,600 117,491 SH   DFND 4,6 117,491 0 0
SCHLUMBERGER LTD COM 806857108 5,817 71,194 SH   DFND 4,6 71,194 0 0
SCHLUMBERGER LTD COM 806857108 2,067 25,300 SH   DFND 4,6 25,300 0 0
SCHLUMBERGER LTD COM 806857108 899 11,000 SH   DFND 4,6 11,000 0 0
SCHLUMBERGER LTD COM 806857108 842 10,300 SH   DFND 4,6 10,300 0 0
SCHLUMBERGER LTD COM 806857108 547 6,700 SH   DFND 4,6 6,700 0 0
SCHLUMBERGER LTD COM 806857108 412 5,045 SH   DFND 4,6 5,045 0 0
SCHLUMBERGER LTD COM 806857108 302 3,700 SH   DFND 4,6 3,700 0 0
SCHLUMBERGER LTD COM 806857108 196 2,400 SH   DFND 4,6 2,400 0 0
SCHLUMBERGER LTD COM 806857108 278 3,400 SH   DFND   3,400 0 0
SCHLUMBERGER LTD COM 806857108 532 6,514 SH   DFND 4,8 6,514 0 0
SCHLUMBERGER LTD COM 806857108 41 500 SH   DFND 4,8 500 0 0
SCHLUMBERGER LTD COM 806857108 16 200 SH   DFND 4,8 200 0 0
SCHLUMBERGER LTD COM 806857108 1,498 18,338 SH   DFND 4,5,11,12 18,338 0 0
SCHLUMBERGER LTD COM 806857108 564 6,900 SH   DFND 4,5,11,12 6,900 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,201 111,578 SH   DFND 4,5 111,578 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,767 96,447 SH   DFND 4,5 96,447 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,311 115,400 SH   DFND 4,6 115,400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 1,044 36,400 SH   DFND 4,6 36,400 0 0
SCHWAB CHARLES CORP NEW COM 808513105 135 4,700 SH   DFND 4,6 4,700 0 0
SCHWAB CHARLES CORP NEW COM 808513105 464 16,173 SH   DFND 4,5,11,12 16,173 0 0
SCHWAB CHARLES CORP NEW COM 808513105 189 6,600 SH   DFND 4,5,11,12 6,600 0 0
SCORPIO TANKERS INC SHS Y7542C106 74 9,118 SH   DFND 4,5,7 9,118 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,556 25,151 SH   DFND 4,5 25,151 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 186 3,000 SH   DFND 1,3 3,000 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 961 13,263 SH   DFND 4,5 13,263 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 394 5,431 SH   DFND 4,5 5,431 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 2,435 33,600 SH   DFND 4,6 33,600 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 681 9,400 SH   DFND 4,6 9,400 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 377 5,200 SH   DFND 4,6 5,200 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 130 1,800 SH   DFND 4,6 1,800 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 99 1,366 SH   DFND 4,5,11,12 1,366 0 0
SCRIPPS NETWORKS INTERACT INC CL A COM 811065101 43 600 SH   DFND 4,5,11,12 600 0 0
SEACOR HOLDINGS INC SR CONV NT 3%28 81170YAB5 1,410 1,559,000 PRN   DFND 4,5,7 0 0 1,559,000
SEACOR HOLDINGS INC SR CONV NT 3%28 81170YAB5 232 257,000 PRN   DFND 4,5,7 0 0 257,000
SEACOR HOLDINGS INC SR CONV NT2.5%27 811904AM3 2,705 2,642,000 PRN   DFND 4,5,7 0 0 2,642,000
SEACOR HOLDINGS INC COM 811904101 1 11 SH   DFND 4,5,7 11 0 0
SEADRILL LIMITED SHS G7945E105 2,481 239,005 SH   DFND 4,5 239,005 0 0
SEADRILL LIMITED SHS G7945E105 742 71,451 SH   DFND 4,5 71,451 0 0
SEADRILL LIMITED SHS G7945E105 124 11,958 SH   DFND 4,9 11,958 0 0
SEADRILL LIMITED SHS G7945E105 27 2,623 SH   DFND 4,8 2,623 0 0
SEADRILL LIMITED SHS G7945E105 15 1,467 SH   DFND 4,8 1,467 0 0
SEADRILL LIMITED SHS G7945E105 73 6,996 SH   DFND 4,5,11,12 6,996 0 0
SEADRILL LIMITED SHS G7945E105 34 3,244 SH   DFND 4,5,11,12 3,244 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 8,186 127,362 SH   DFND 4,5 127,362 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,215 50,027 SH   DFND 4,5 50,027 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 30 460 SH   DFND 4,5,7 460 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,093 17,000 SH   DFND 4,6 17,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 964 15,000 SH   DFND 4,6 15,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 338 5,262 SH   DFND 4,5,11,12 5,262 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 116 1,800 SH   DFND 4,5,11,12 1,800 0 0
SEALED AIR CORP NEW COM 81211K100 22,363 527,800 SH   DFND 4,5 527,800 0 0
SEALED AIR CORP NEW COM 81211K100 1,228 28,972 SH   DFND 4,5 28,972 0 0
SEALED AIR CORP NEW COM 81211K100 112 2,641 SH   DFND 4,8 2,641 0 0
SEALED AIR CORP NEW COM 81211K100 189 4,454 SH   DFND 4,5,11,12 4,454 0 0
SEALED AIR CORP NEW COM 81211K100 47 1,100 SH   DFND 4,5,11,12 1,100 0 0
SEARS HLDGS CORP COM 812350106 94 2,941 SH   DFND 4,5 2,941 0 0
SEI INVESTMENTS CO COM 784117103 1,020 26,188 SH   DFND 4,5 26,188 0 0
SEI INVESTMENTS CO COM 784117103 779 19,995 SH   DFND 4,5 19,995 0 0
SEI INVESTMENTS CO COM 784117103 125 3,200 SH   DFND 4,6 3,200 0 0
SEI INVESTMENTS CO COM 784117103 88 2,252 SH   DFND 4,8 2,252 0 0
SEI INVESTMENTS CO COM 784117103 203 5,207 SH   DFND 4,5,11,12 5,207 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 223 8,500 SH   DFND 4,5 8,500 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 68 2,600 SH   DFND 4,5,11,12 2,600 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 17,227 243,802 SH   DFND 4,5 243,802 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 295 6,056 SH   DFND 1 6,056 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 294 4,165 SH   DFND 1 4,165 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 141 1,879 SH   DFND 1 1,879 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 288 7,106 SH   DFND 1 7,106 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,240 51,470 SH   DFND   51,470 0 0
SEMPRA ENERGY COM 816851109 3,186 28,763 SH   DFND 4,5 28,763 0 0
SEMPRA ENERGY COM 816851109 2,634 23,782 SH   DFND 4,5 23,782 0 0
SEMPRA ENERGY COM 816851109 476 4,300 SH   DFND 4,6 4,300 0 0
SEMPRA ENERGY COM 816851109 366 3,300 SH   DFND 4,5,11,12 3,300 0 0
SEMPRA ENERGY COM 816851109 155 1,400 SH   DFND 4,5,11,12 1,400 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,024 45,000 SH   DFND 4,5 45,000 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 401 17,600 SH   DFND 4,5,11,12 17,600 0 0
SENOMYX INC COM 81724Q107 838 148,079 SH   DFND 4,5,7 148,079 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 4,091 81,400 SH   DFND 4,5 81,400 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 744 14,800 SH   DFND 4,5 14,800 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 25 500 SH   DFND 4,5,11,12 500 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,506 26,076 SH   DFND 4,5 26,076 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,393 24,109 SH   DFND 4,5,7 24,109 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 640 516,054 SH   DFND 4,5 516,054 0 0
SEQUENOM INC COM NEW 817337405 39 10,652 SH   DFND 1,3 10,652 0 0
SERVICE CORP INTL COM 817565104 2,655 117,857 SH   DFND 4,5,7 117,857 0 0
SERVICENOW INC SR CV ZERO NT 18 81762PAB8 1,770 1,567,000 PRN   DFND 4,5 0 0 1,567,000
SERVICENOW INC COM 81762P102 784 11,686 SH   DFND 4,5 11,686 0 0
SERVICENOW INC COM 81762P102 597 8,900 SH   DFND 4,5 8,900 0 0
SERVICENOW INC COM 81762P102 20 300 SH   DFND 4,5,11,12 300 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 24 4,874 SH   DFND 4,5 4,874 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,564 59,729 SH   DFND 4,5 59,729 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,033 39,425 SH   DFND 4,5 39,425 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 115 4,403 SH   DFND 4,5,11,12 4,403 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 65 2,500 SH   DFND 4,5,11,12 2,500 0 0
SHERWIN WILLIAMS CO COM 824348106 9,969 37,574 SH   DFND 4,5 37,574 0 0
SHERWIN WILLIAMS CO COM 824348106 4,773 17,990 SH   DFND 4,5 17,990 0 0
SHERWIN WILLIAMS CO COM 824348106 32 119 SH   DFND 4,5,7 119 0 0
SHERWIN WILLIAMS CO COM 824348106 3,980 15,000 SH   DFND 4,6 15,000 0 0
SHERWIN WILLIAMS CO COM 824348106 1,194 4,500 SH   DFND 4,6 4,500 0 0
SHERWIN WILLIAMS CO COM 824348106 1,008 3,800 SH   DFND 4,6 3,800 0 0
SHERWIN WILLIAMS CO COM 824348106 292 1,100 SH   DFND 4,6 1,100 0 0
SHERWIN WILLIAMS CO COM 824348106 186 700 SH   DFND 4,6 700 0 0
SHERWIN WILLIAMS CO COM 824348106 260 979 SH   DFND 4,5,11,12 979 0 0
SHERWIN WILLIAMS CO COM 824348106 133 500 SH   DFND 4,5,11,12 500 0 0
SHIP FINANCE INTERNATIONAL LTD SR CV NT 3.25%18 G81075AE6 2,783 2,845,000 PRN   DFND 4,5,7 0 0 2,845,000
SHIRE PLC SPONSORED ADR 82481R106 60,583 287,600 SH   DFND 4,5,7 287,600 0 0
SHIRE PLC SPONSORED ADR 82481R106 1,074 5,100 SH   DFND 4,5,7 5,100 0 0
SHUTTERFLY INC SR CV NT 0.25%18 82568PAB2 6,024 6,430,000 PRN   DFND 4,5 0 0 6,430,000
SHUTTERFLY INC COM 82568P304 80 2,010 SH   DFND 4,8 2,010 0 0
SHUTTERFLY INC COM 82568P304 9,115 228,000 SH   DFND 4,5,11,12 228,000 0 0
SHUTTERFLY INC COM 82568P304 172 4,300 SH   DFND 4,5,11,12 4,300 0 0
SHUTTERSTOCK INC COM 825690100 565 9,000 SH   DFND 4,5 9,000 0 0
SIENTRA INC COM 82621J105 2 100 SH   DFND 4,5,7 100 0 0
SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 0 5 SH   DFND 1,3 5 0 0
SIGMA ALDRICH CORP COM 826552101 2,291 16,676 SH   DFND 4,5 16,676 0 0
SIGMA ALDRICH CORP COM 826552101 1,621 11,799 SH   DFND 4,5 11,799 0 0
SIGMA ALDRICH CORP COM 826552101 124 900 SH   DFND 4,5,11,12 900 0 0
SIGMA ALDRICH CORP COM 826552101 96 700 SH   DFND 4,5,11,12 700 0 0
SIGNET JEWELERS LIMITED SHS G81276100 5,619 42,943 SH   DFND 4,5 42,943 0 0
SIGNET JEWELERS LIMITED SHS G81276100 1,062 8,114 SH   DFND 4,5 8,114 0 0
SIGNET JEWELERS LIMITED SHS G81276100 314 2,400 SH   DFND 4,5,11,12 2,400 0 0
SIGNET JEWELERS LIMITED SHS G81276100 52 400 SH   DFND 4,5,11,12 400 0 0
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 1,841 245,200 SH   DFND 4,5 245,200 0 0
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL 827084864 1,205 160,500 SH   DFND 4,5 160,500 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 127 7,700 SH   DFND 4,5 7,700 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 43 2,600 SH   DFND 4,5,11,12 2,600 0 0
SILVER WHEATON CORP COM 828336107 8,268 386,712 SH   DFND 4,5 386,712 0 0
SILVER WHEATON CORP COM 828336107 408 19,062 SH   DFND 4,5 19,062 0 0
SILVER WHEATON CORP COM 828336107 162 7,596 SH   DFND 4,5,11,12 7,596 0 0
SILVER WHEATON CORP COM 828336107 45 2,100 SH   DFND 4,5,11,12 2,100 0 0
SIMON PPTY GROUP INC NEW COM 828806109 21,607 110,921 SH   DFND 4,5 110,921 0 0
SIMON PPTY GROUP INC NEW COM 828806109 7,074 36,313 SH   DFND 4,5 36,313 0 0
SIMON PPTY GROUP INC NEW COM 828806109 5,376 27,600 SH   DFND 4,6 27,600 0 0
SIMON PPTY GROUP INC NEW COM 828806109 2,906 14,916 SH   DFND 4,6 14,916 0 0
SIMON PPTY GROUP INC NEW COM 828806109 847 4,350 SH   DFND 4,6 4,350 0 0
SIMON PPTY GROUP INC NEW COM 828806109 545 2,800 SH   DFND 4,6 2,800 0 0
SIMON PPTY GROUP INC NEW COM 828806109 132 680 SH   DFND 4,6 680 0 0
SIMON PPTY GROUP INC NEW COM 828806109 5,402 27,729 SH   DFND 4,5,11,12 27,729 0 0
SIMON PPTY GROUP INC NEW COM 828806109 370 1,900 SH   DFND 4,5,11,12 1,900 0 0
SINA CORP SR CONV NT 1%18 82922RAD5 5,562 6,042,000 PRN   DFND 4,5 0 0 6,042,000
SINA CORP SR CONV NT 1%18 82922RAD5 822 893,000 PRN   DFND 4,5,7 0 0 893,000
SINA CORP SR CONV NT 1%18 82922RAD5 350 380,000 PRN   DFND 4,5,7 0 0 380,000
SIRIUS XM HLDGS INC COM 82968B103 1,586 465,023 SH   DFND 4,5 465,023 0 0
SIRIUS XM HLDGS INC COM 82968B103 543 159,207 SH   DFND 4,5 159,207 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,015 297,600 SH   DFND 4,5,7 297,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 113 33,190 SH   DFND 4,5,11,12 33,190 0 0
SIRIUS XM HLDGS INC COM 82968B103 78 22,800 SH   DFND 4,5,11,12 22,800 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 5,226 57,984 SH   DFND 4,5 57,984 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 144 1,600 SH   DFND 4,6 1,600 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 4,113 151,700 SH   DFND 4,5 151,700 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 3,204 118,200 SH   DFND 4,5 118,200 0 0
SKECHERS U S A INC CL A 830566105 1,295 21,900 SH   DFND 4,6 21,900 0 0
SKECHERS U S A INC CL A 830566105 373 6,300 SH   DFND 4,6 6,300 0 0
SKECHERS U S A INC CL A 830566105 65 1,100 SH   DFND 4,6 1,100 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 5,626 79,261 SH   DFND 4,5 79,261 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 940 13,250 SH   DFND 4,5 13,250 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,233 31,465 SH   DFND 1,3 31,465 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 213 3,000 SH   DFND 4,5,11,12 3,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 21 300 SH   DFND 4,5,11,12 300 0 0
SL GREEN RLTY CORP COM 78440X101 4,093 32,915 SH   DFND 4,5 32,915 0 0
SL GREEN RLTY CORP COM 78440X101 2,152 17,309 SH   DFND 4,5 17,309 0 0
SL GREEN RLTY CORP COM 78440X101 952 7,654 SH   DFND 4,5,11,12 7,654 0 0
SL GREEN RLTY CORP COM 78440X101 62 500 SH   DFND 4,5,11,12 500 0 0
SLM CORP COM 78442P106 8,187 826,996 SH   DFND 4,5 826,996 0 0
SLM CORP COM 78442P106 406 40,975 SH   DFND 4,5 40,975 0 0
SM ENERGY CO COM 78454L100 451 13,110 SH   DFND 4,5 13,110 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 933 25,735 SH   DFND 4,5,7 25,735 0 0
SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 50 1,366 SH   DFND 4,5,7 1,366 0 0
SMITH A O COM 831865209 4,253 77,348 SH   DFND 4,5 77,348 0 0
SMUCKER J M CO COM NEW 832696405 5,179 51,663 SH   DFND 4,5 51,663 0 0
SMUCKER J M CO COM NEW 832696405 1,186 11,827 SH   DFND 4,5 11,827 0 0
SMUCKER J M CO COM NEW 832696405 0 2 SH   DFND 1,3 2 0 0
SMUCKER J M CO COM NEW 832696405 107 1,066 SH   DFND 4,8 1,066 0 0
SMUCKER J M CO COM NEW 832696405 88 882 SH   DFND 4,8 882 0 0
SMUCKER J M CO COM NEW 832696405 12,961 129,300 SH   DFND 4,5,11,12 129,300 0 0
SMUCKER J M CO COM NEW 832696405 254 2,529 SH   DFND 4,5,11,12 2,529 0 0
SNAP ON INC COM 833034101 3,760 28,000 SH   DFND 4,5 28,000 0 0
SNAP ON INC COM 833034101 648 4,826 SH   DFND 4,5 4,826 0 0
SNAP ON INC COM 833034101 40 300 SH   DFND 4,5,11,12 300 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 71 3,000 SH   DFND 4,5 3,000 0 0
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B 833635105 14 600 SH   DFND 4,5,11,12 600 0 0
SOLARCITY CORP COM 83416T100 6,822 138,309 SH   DFND 4,5,7 138,309 0 0
SOLARCITY CORP COM 83416T100 6,822 138,298 SH   DFND 4,5,7 138,298 0 0
SOLARWINDS INC COM 83416B109 2,267 46,637 SH   DFND 4,5 46,637 0 0
SOLERA HOLDINGS INC COM 83421A104 1,040 20,931 SH   DFND 4,5 20,931 0 0
SONOCO PRODS CO COM 835495102 2,115 49,678 SH   DFND 4,5 49,678 0 0
SOTHEBYS COM 835898107 1,772 41,861 SH   DFND 4,5 41,861 0 0
SOUFUN HLDGS LTD SR CONV NT 2%18 836034AB4 1,880 2,099,000 PRN   DFND 4,5 0 0 2,099,000
SOUTHERN CO COM 842587107 4,052 80,566 SH   DFND 4,5 80,566 0 0
SOUTHERN CO COM 842587107 3,441 68,403 SH   DFND 4,5 68,403 0 0
SOUTHERN CO COM 842587107 3,456 68,700 SH   DFND 4,6 68,700 0 0
SOUTHERN CO COM 842587107 1,695 33,700 SH   DFND 4,6 33,700 0 0
SOUTHERN CO COM 842587107 971 19,300 SH   DFND 4,6 19,300 0 0
SOUTHERN CO COM 842587107 186 3,700 SH   DFND 4,6 3,700 0 0
SOUTHERN CO COM 842587107 116 2,300 SH   DFND 4,6 2,300 0 0
SOUTHERN CO COM 842587107 126 2,512 SH   DFND 4,8 2,512 0 0
SOUTHERN CO COM 842587107 574 11,414 SH   DFND 4,5,11,12 11,414 0 0
SOUTHERN CO COM 842587107 267 5,300 SH   DFND 4,5,11,12 5,300 0 0
SOUTHERN COPPER CORP COM 84265V105 1,515 55,010 SH   DFND 4,5 55,010 0 0
SOUTHERN COPPER CORP COM 84265V105 1,189 43,156 SH   DFND 4,5 43,156 0 0
SOUTHERN COPPER CORP COM 84265V105 611 22,170 SH   DFND 1 22,170 0 0
SOUTHWEST AIRLS CO COM 844741108 3,730 91,411 SH   DFND 4,5 91,411 0 0
SOUTHWEST AIRLS CO COM 844741108 680 16,659 SH   DFND 4,5 16,659 0 0
SOUTHWEST AIRLS CO COM 844741108 32 774 SH   DFND 4,5,7 774 0 0
SOUTHWEST AIRLS CO COM 844741108 109 2,670 SH   DFND 4,8 2,670 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,158 47,764 SH   DFND 4,5 47,764 0 0
SOUTHWESTERN ENERGY CO COM 845467109 998 41,185 SH   DFND 4,5 41,185 0 0
SOUTHWESTERN ENERGY CO COM 845467109 194 8,000 SH   DFND 1,3 8,000 0 0
SOUTHWESTERN ENERGY CO COM 845467109 143 5,910 SH   DFND 4,5,11,12 5,910 0 0
SOUTHWESTERN ENERGY CO COM 845467109 51 2,100 SH   DFND 4,5,11,12 2,100 0 0
SOVRAN SELF STORAGE INC COM 84610H108 659 7,200 SH   DFND 4,5 7,200 0 0
SOVRAN SELF STORAGE INC COM 84610H108 229 2,500 SH   DFND 4,5,11,12 2,500 0 0
SPANSION INC COM CL A NEW 84649R200 631 18,800 SH   DFND 4,5,7 18,800 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 6,591 37,536 SH   DFND   37,536 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 2,850 16,230 SH   DFND 4,5 16,230 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,299 7,400 SH   DFND 4,5 7,400 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5,602 48,116 SH   DFND 4,5 48,116 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 782 6,717 SH   DFND 1 6,717 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 838 7,200 SH   DFND   7,200 0 0
SPDR INDEX SHS FDS S&P CHINA ETF 78463X400 176 2,173 SH   DFND 4,5 2,173 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 617 3,050 SH   DFND 4,5 3,050 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7 35 SH   DFND 4,5,7 35 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 0 1 SH   DFND 4,5,7 1 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 875 4,326 SH   DFND 1 4,326 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,378 26,585 SH   DFND   26,585 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,630 13,000 SH   DFND 4,5 13,000 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 2,920 75,971 SH   DFND 4,5,7 75,971 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 298 8,750 SH   DFND 1 8,750 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 43 1,450 SH   DFND   1,450 0 0
SPECTRA ENERGY CORP COM 847560109 3,732 109,969 SH   DFND 4,5 109,969 0 0
SPECTRA ENERGY CORP COM 847560109 1,603 47,242 SH   DFND 4,5 47,242 0 0
SPECTRA ENERGY CORP COM 847560109 421 12,400 SH   DFND 4,6 12,400 0 0
SPECTRA ENERGY CORP COM 847560109 373 11,000 SH   DFND 4,6 11,000 0 0
SPECTRA ENERGY CORP COM 847560109 366 10,798 SH   DFND 4,5,11,12 10,798 0 0
SPECTRA ENERGY CORP COM 847560109 132 3,900 SH   DFND 4,5,11,12 3,900 0 0
SPECTRANETICS CORP FR 2.625%060134 84760CAA5 1,471 1,166,000 PRN   DFND 4,5,7 0 0 1,166,000
SPECTRUM BRANDS HLDGS INC COM 84763R101 349 3,700 SH   DFND 4,5 3,700 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 76 805 SH   DFND 1,3 805 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 6,454 68,383 SH   DFND 1,2 68,383 0 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 217 2,300 SH   DFND 4,6 2,300 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 12,388 292,296 SH   DFND 4,5,7 292,296 0 0
SPIRIT AIRLS INC COM 848577102 763 10,200 SH   DFND 1,3 10,200 0 0
SPIRIT RLTY CAP INC NEW SR CV NT 3.75%21 84860WAB8 4,245 4,248,000 PRN   DFND 4,5,7 0 0 4,248,000
SPIRIT RLTY CAP INC NEW COM 84860W102 1,103 88,400 SH   DFND 4,5 88,400 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 339 27,200 SH   DFND 4,5,11,12 27,200 0 0
SPLUNK INC COM 848637104 501 8,900 SH   DFND 4,5 8,900 0 0
SPRINT CORP COM SER 1 85207U105 333 78,830 SH   DFND 4,5 78,830 0 0
SPRINT CORP COM SER 1 85207U105 245 58,058 SH   DFND 4,5 58,058 0 0
SPRINT CORP COM SER 1 85207U105 1,931 457,500 SH   DFND 4,5,7 457,500 0 0
SPRINT CORP COM SER 1 85207U105 56 13,258 SH   DFND 4,5,11,12 13,258 0 0
SPRINT CORP COM SER 1 85207U105 20 4,737 SH   DFND 4,5,11,12 4,737 0 0
SPX CORP COM 784635104 3,495 43,252 SH   DFND 4,5 43,252 0 0
SPX CORP COM 784635104 3,205 39,664 SH   DFND 4,5 39,664 0 0
SPX CORP COM 784635104 978 12,110 SH   DFND 1,3 12,110 0 0
SPX CORP COM 784635104 24 300 SH   DFND 4,5,11,12 300 0 0
ST JUDE MED INC COM 790849103 7,934 120,520 SH   DFND 4,5 120,520 0 0
ST JUDE MED INC COM 790849103 2,411 36,622 SH   DFND 4,5 36,622 0 0
ST JUDE MED INC COM 790849103 957 14,534 SH   DFND 4,1 14,534 0 0
ST JUDE MED INC COM 790849103 85 1,284 SH   DFND 4,8 1,284 0 0
ST JUDE MED INC COM 790849103 10,401 158,000 SH   DFND 4,5,11,12 158,000 0 0
ST JUDE MED INC COM 790849103 397 6,037 SH   DFND 4,5,11,12 6,037 0 0
STAG INDL INC COM 85254J102 314 12,400 SH   DFND 4,5 12,400 0 0
STAG INDL INC COM 85254J102 111 4,400 SH   DFND 4,5,11,12 4,400 0 0
STANDARD PAC CORP NEW SR CV NT 1.25%32 85375CBC4 5,697 5,104,000 PRN   DFND 4,5 0 0 5,104,000
STANDEX INTL CORP COM 854231107 215 3,000 SH   DFND 1,3 3,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 7,377 77,958 SH   DFND 4,5 77,958 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,129 11,930 SH   DFND 4,5 11,930 0 0
STANLEY BLACK & DECKER INC CORP UNIT 854502309 5,196 38,603 SH   DFND 4,5 38,603 0 0
STANLEY BLACK & DECKER INC COM 854502101 19 200 SH   DFND   200 0 0
STANLEY BLACK & DECKER INC COM 854502101 38 405 SH   DFND 4,8 405 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,725 60,500 SH   DFND 4,5,11,12 60,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 306 3,230 SH   DFND 4,5,11,12 3,230 0 0
STANTEC INC COM 85472N109 271 10,200 SH   DFND 1,3 10,200 0 0
STAPLES INC COM 855030102 1,863 105,525 SH   DFND 4,5 105,525 0 0
STAPLES INC COM 855030102 1,445 81,858 SH   DFND 4,5 81,858 0 0
STAPLES INC COM 855030102 321 18,171 SH   DFND 4,5,7 18,171 0 0
STAPLES INC COM 855030102 96 5,409 SH   DFND 4,8 5,409 0 0
STAPLES INC COM 855030102 131 7,400 SH   DFND 4,5,11,12 7,400 0 0
STAPLES INC COM 855030102 76 4,300 SH   DFND 4,5,11,12 4,300 0 0
STARBUCKS CORP COM 855244109 11,731 144,509 SH   DFND 4,5 144,509 0 0
STARBUCKS CORP COM 855244109 5,851 72,070 SH   DFND 4,5 72,070 0 0
STARBUCKS CORP COM 855244109 1,179 14,525 SH   DFND 4,1 14,525 0 0
STARBUCKS CORP COM 855244109 5,363 66,064 SH   DFND 1,2 66,064 0 0
STARBUCKS CORP COM 855244109 2,034 25,061 SH   DFND 4,6 25,061 0 0
STARBUCKS CORP COM 855244109 714 8,800 SH   DFND 4,6 8,800 0 0
STARBUCKS CORP COM 855244109 609 7,500 SH   DFND 4,6 7,500 0 0
STARBUCKS CORP COM 855244109 368 4,532 SH   DFND 4,6 4,532 0 0
STARBUCKS CORP COM 855244109 89 1,100 SH   DFND 4,6 1,100 0 0
STARBUCKS CORP COM 855244109 1,367 16,837 SH   DFND 4,5,11,12 16,837 0 0
STARBUCKS CORP COM 855244109 333 4,100 SH   DFND 4,5,11,12 4,100 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 13,699 178,372 SH   DFND 4,5 178,372 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 4,907 63,896 SH   DFND 4,5 63,896 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 0 4 SH   DFND   4 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 739 9,626 SH   DFND 4,5,11,12 9,626 0 0
STARWOOD HOTELS&RESORTS WRLDWD COM 85590A401 92 1,200 SH   DFND 4,5,11,12 1,200 0 0
STARWOOD PPTY TR INC SR CV NT 4.55%18 85571BAA3 5,409 5,043,000 PRN   DFND 4,5,7 0 0 5,043,000
STARWOOD PPTY TR INC SR CV NT 3.75%17 85571BAC9 2,906 2,840,000 PRN   DFND 4,5,7 0 0 2,840,000
STARWOOD WAYPOINT RESIDENTL TR COM SHS 85571W109 68 2,600 SH   DFND 4,5,11,12 2,600 0 0
STARZ COM SER A 85571Q102 206 7,288 SH   DFND 4,5 7,288 0 0
STARZ COM SER A 85571Q102 328 11,601 SH   DFND 4,5,7 11,601 0 0
STARZ COM SER A 85571Q102 118 4,177 SH   DFND 4,5,7 4,177 0 0
STATE STR CORP COM 857477103 23,751 314,374 SH   DFND 4,5 314,374 0 0
STATE STR CORP COM 857477103 2,908 38,489 SH   DFND 4,5 38,489 0 0
STATE STR CORP COM 857477103 27 355 SH   DFND 4,5,7 355 0 0
STATE STR CORP COM 857477103 2,697 35,700 SH   DFND 4,6 35,700 0 0
STATE STR CORP COM 857477103 831 11,000 SH   DFND 4,6 11,000 0 0
STATE STR CORP COM 857477103 378 5,000 SH   DFND 4,6 5,000 0 0
STATE STR CORP COM 857477103 144 1,900 SH   DFND 4,6 1,900 0 0
STATE STR CORP COM 857477103 366 4,840 SH   DFND 4,5,11,12 4,840 0 0
STATE STR CORP COM 857477103 151 2,000 SH   DFND 4,5,11,12 2,000 0 0
STEALTHGAS INC SHS Y81669106 116 18,890 SH   DFND 4,5,7 18,890 0 0
STEEL DYNAMICS INC COM 858119100 2,959 160,647 SH   DFND 4,5 160,647 0 0
STERICYCLE INC COM 858912108 5,683 43,286 SH   DFND 4,5 43,286 0 0
STERICYCLE INC COM 858912108 1,497 11,398 SH   DFND 4,5 11,398 0 0
STERICYCLE INC COM 858912108 4,025 30,652 SH   DFND 1,3 30,652 0 0
STERICYCLE INC COM 858912108 24 179 SH   DFND   179 0 0
STERICYCLE INC COM 858912108 105 800 SH   DFND 4,6 800 0 0
STERICYCLE INC COM 858912108 299 2,280 SH   DFND 4,5,11,12 2,280 0 0
STERICYCLE INC COM 858912108 66 500 SH   DFND 4,5,11,12 500 0 0
STERIS CORP COM 859152100 1,167 17,940 SH   DFND 1,3 17,940 0 0
STILLWATER MNG CO SR NT CV 1.75%32 86074QAL6 3,814 3,118,000 PRN   DFND 4,5,7 0 0 3,118,000
STILLWATER MNG CO COM 86074Q102 409 28,300 SH   DFND 4,5 28,300 0 0
STONE ENERGY CORP COM 861642106 1 54 SH   DFND 4,5,7 54 0 0
STRATASYS LTD SHS M85548101 23 300 SH   DFND   300 0 0
STRATEGIC HOTELS & RESORTS INC COM 86272T106 242 18,100 SH   DFND 4,5,11,12 18,100 0 0
STRYKER CORP COM 863667101 4,862 51,634 SH   DFND 4,5 51,634 0 0
STRYKER CORP COM 863667101 3,855 40,939 SH   DFND 4,5 40,939 0 0
STRYKER CORP COM 863667101 3,776 40,100 SH   DFND 4,6 40,100 0 0
STRYKER CORP COM 863667101 1,403 14,900 SH   DFND 4,6 14,900 0 0
STRYKER CORP COM 863667101 631 6,700 SH   DFND 4,6 6,700 0 0
STRYKER CORP COM 863667101 339 3,600 SH   DFND 4,6 3,600 0 0
STRYKER CORP COM 863667101 141 1,500 SH   DFND 4,6 1,500 0 0
STRYKER CORP COM 863667101 122 1,300 SH   DFND 4,6 1,300 0 0
STRYKER CORP COM 863667101 126 1,343 SH   DFND 4,8 1,343 0 0
STRYKER CORP COM 863667101 380 4,031 SH   DFND 4,5,11,12 4,031 0 0
STRYKER CORP COM 863667101 179 1,900 SH   DFND 4,5,11,12 1,900 0 0
SUMMIT HOTEL PPTYS COM 866082100 231 18,400 SH   DFND 4,5 18,400 0 0
SUMMIT HOTEL PPTYS COM 866082100 74 5,900 SH   DFND 4,5,11,12 5,900 0 0
SUN CMNTYS INC COM 866674104 646 9,900 SH   DFND 4,5 9,900 0 0
SUN CMNTYS INC COM 866674104 254 3,900 SH   DFND 4,5,11,12 3,900 0 0
SUN LIFE FINL INC COM 866796105 5,843 170,048 SH   DFND 4,5 170,048 0 0
SUN LIFE FINL INC COM 866796105 2,296 66,836 SH   DFND 4,5 66,836 0 0
SUN LIFE FINL INC COM 866796105 103 3,000 SH   DFND 4,6 3,000 0 0
SUN LIFE FINL INC COM 866796105 221 6,436 SH   DFND 4,8 6,436 0 0
SUN LIFE FINL INC COM 866796105 286 8,320 SH   DFND 4,5,11,12 8,320 0 0
SUN LIFE FINL INC COM 866796105 110 3,200 SH   DFND 4,5,11,12 3,200 0 0
SUNCOR ENERGY INC NEW COM 867224107 12,158 407,291 SH   DFND 4,5 407,291 0 0
SUNCOR ENERGY INC NEW COM 867224107 6,407 214,629 SH   DFND 4,5 214,629 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,564 85,900 SH   DFND 4,6 85,900 0 0
SUNCOR ENERGY INC NEW COM 867224107 676 22,656 SH   DFND 4,8 22,656 0 0
SUNCOR ENERGY INC NEW COM 867224107 182 6,110 SH   DFND 4,8 6,110 0 0
SUNCOR ENERGY INC NEW COM 867224107 67 2,236 SH   DFND 4,8 2,236 0 0
SUNCOR ENERGY INC NEW COM 867224107 18,895 632,992 SH   DFND 4,5,11,12 632,992 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,104 36,997 SH   DFND 4,5,11,12 36,997 0 0
SUNEDISON INC COM 86732Y109 861 47,400 SH   DFND 4,5,7 47,400 0 0
SUNPOWER CORP SR DEB CV 4.5%15 867652AE9 1,396 1,268,000 PRN   DFND 4,5,7 0 0 1,268,000
SUNPOWER CORP SR DEB CV 4.5%15 867652AE9 1,342 1,219,000 PRN   DFND 4,5,7 0 0 1,219,000
SUNPOWER CORP SR CV DEB0.75%18 867652AG4 322 277,000 PRN   DFND 4,5,7 0 0 277,000
SUNPOWER CORP SR CV DEB0.75%18 867652AG4 90 77,000 PRN   DFND 4,5,7 0 0 77,000
SUNSTONE HOTEL INVS INC NEW COM 867892101 242 14,061 SH   DFND 4,5,11,12 14,061 0 0
SUNTRUST BKS INC COM 867914103 25,207 638,303 SH   DFND 4,5 638,303 0 0
SUNTRUST BKS INC COM 867914103 2,190 55,469 SH   DFND 4,5 55,469 0 0
SUNTRUST BKS INC COM 867914103 765 19,378 SH   DFND 4,8 19,378 0 0
SUNTRUST BKS INC COM 867914103 328 8,314 SH   DFND 4,5,11,12 8,314 0 0
SUNTRUST BKS INC COM 867914103 115 2,900 SH   DFND 4,5,11,12 2,900 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 3,915 211,636 SH   DFND 4,5 211,636 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 501 27,076 SH   DFND 4,5 27,076 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 138 7,459 SH   DFND 1,3 7,459 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 19 1,000 SH   DFND 4,5,11,12 1,000 0 0
SUPERVALU INC COM 868536103 9,738 1,059,597 SH   DFND 4,5,7 1,059,597 0 0
SUPERVALU INC COM 868536103 9,113 991,651 SH   DFND 4,5,7 991,651 0 0
SVB FINL GROUP COM 78486Q101 12,739 115,561 SH   DFND 4,5 115,561 0 0
SVB FINL GROUP COM 78486Q101 1,598 14,500 SH   DFND 4,5 14,500 0 0
SVB FINL GROUP COM 78486Q101 1,389 12,600 SH   DFND 1,3 12,600 0 0
SWIFT TRANSN CO CL A 87074U101 517 18,770 SH   DFND 1,3 18,770 0 0
SYMANTEC CORP COM 871503108 3,371 134,461 SH   DFND 4,5 134,461 0 0
SYMANTEC CORP COM 871503108 2,582 102,983 SH   DFND 4,5 102,983 0 0
SYMANTEC CORP COM 871503108 3,303 131,766 SH   DFND 4,6 131,766 0 0
SYMANTEC CORP COM 871503108 248 9,896 SH   DFND 4,5,11,12 9,896 0 0
SYMANTEC CORP COM 871503108 55 2,200 SH   DFND 4,5,11,12 2,200 0 0
SYNAPTICS INC COM 87157D109 1,201 19,510 SH   DFND 1,3 19,510 0 0
SYNAPTICS INC COM 87157D109 39 626 SH   DFND 1,2 626 0 0
SYNCHRONOSS TECHNOLOGIES INC SR CV NT 0.75%19 87157BAA1 1,014 1,000,000 PRN   DFND 4,5 0 0 1,000,000
SYNCHRONOSS TECHNOLOGIES INC SR CV NT 0.75%19 87157BAA1 546 539,000 PRN   DFND 4,5,7 0 0 539,000
SYNCHRONY FINL COM 87165B103 1,256 43,029 SH   DFND 4,5 43,029 0 0
SYNCHRONY FINL COM 87165B103 732 25,055 SH   DFND 4,5 25,055 0 0
SYNOPSYS INC COM 871607107 16,769 397,281 SH   DFND 4,5 397,281 0 0
SYNOPSYS INC COM 871607107 4,106 97,278 SH   DFND 4,5 97,278 0 0
SYNOPSYS INC COM 871607107 93 2,210 SH   DFND 4,8 2,210 0 0
SYNOPSYS INC COM 871607107 201 4,757 SH   DFND 4,5,11,12 4,757 0 0
SYNOPSYS INC COM 871607107 38 900 SH   DFND 4,5,11,12 900 0 0
SYNOVUS FINL CORP COM NEW 87161C501 249 9,594 SH   DFND 4,5,7 9,594 0 0
SYSCO CORP COM 871829107 12,719 314,822 SH   DFND 4,5 314,822 0 0
SYSCO CORP COM 871829107 10,119 250,475 SH   DFND 4,5 250,475 0 0
SYSCO CORP COM 871829107 3,321 82,200 SH   DFND 4,6 82,200 0 0
SYSCO CORP COM 871829107 1,111 27,500 SH   DFND 4,6 27,500 0 0
SYSCO CORP COM 871829107 121 3,000 SH   DFND 4,6 3,000 0 0
SYSCO CORP COM 871829107 358 8,868 SH   DFND 4,5,11,12 8,868 0 0
SYSCO CORP COM 871829107 145 3,600 SH   DFND 4,5,11,12 3,600 0 0
T MOBILE US INC COM 872590104 1,458 51,608 SH   DFND 4,5 51,608 0 0
T MOBILE US INC COM 872590104 596 21,089 SH   DFND 4,5 21,089 0 0
T MOBILE US INC CONV PFD SER A 872590203 3,621 66,514 SH   DFND 4,5 66,514 0 0
T MOBILE US INC COM 872590104 13,922 492,800 SH   DFND 4,5,7 492,800 0 0
T MOBILE US INC COM 872590104 27 950 SH   DFND 4,5,11,12 950 0 0
TAHOE RES INC COM 873868103 1,902 127,200 SH   DFND 4,5 127,200 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 37,589 1,734,618 SH   DFND 4,5 1,734,618 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,076 788,000 SH   DFND 4,5 788,000 0 0
TALISMAN ENERGY INC COM 87425E103 749 98,518 SH   DFND 4,5 98,518 0 0
TALISMAN ENERGY INC COM 87425E103 616 81,001 SH   DFND 4,5 81,001 0 0
TALISMAN ENERGY INC COM 87425E103 23,249 3,059,100 SH   DFND 4,5,7 3,059,100 0 0
TALISMAN ENERGY INC COM 87425E103 3,356 441,632 SH   DFND 4,5,7 441,632 0 0
TALISMAN ENERGY INC COM 87425E103 178 23,428 SH   DFND 4,5,7 23,428 0 0
TALISMAN ENERGY INC COM 87425E103 158 20,828 SH   DFND 4,8 20,828 0 0
TALISMAN ENERGY INC COM 87425E103 80 10,519 SH   DFND 4,5,11,12 10,519 0 0
TALISMAN ENERGY INC COM 87425E103 48 6,300 SH   DFND 4,5,11,12 6,300 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 745 19,100 SH   DFND 4,5 19,100 0 0
TANGER FACTORY OUTLET CTRS INC COM 875465106 262 6,700 SH   DFND 4,5,11,12 6,700 0 0
TARGET CORP COM 87612E106 5,522 71,933 SH   DFND 4,5 71,933 0 0
TARGET CORP COM 87612E106 3,556 46,316 SH   DFND 4,5 46,316 0 0
TARGET CORP COM 87612E106 1,919 25,000 SH   DFND 4,6 25,000 0 0
TARGET CORP COM 87612E106 614 8,000 SH   DFND 4,6 8,000 0 0
TARGET CORP COM 87612E106 467 6,081 SH   DFND 4,6 6,081 0 0
TARGET CORP COM 87612E106 92 1,200 SH   DFND 4,6 1,200 0 0
TARGET CORP COM 87612E106 589 7,677 SH   DFND 4,5,11,12 7,677 0 0
TARGET CORP COM 87612E106 223 2,900 SH   DFND 4,5,11,12 2,900 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,241 100,184 SH   DFND 1,3 100,184 0 0
TATA MTRS LTD SPONSORED ADR 876568502 25 600 SH   DFND 4,5,11,12 600 0 0
TAUBMAN CTRS INC COM 876664103 2,815 34,522 SH   DFND 4,5 34,522 0 0
TAUBMAN CTRS INC COM 876664103 1,150 14,100 SH   DFND 4,5 14,100 0 0
TAUBMAN CTRS INC COM 876664103 375 4,600 SH   DFND 4,5,11,12 4,600 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 1,013 53,820 SH   DFND 4,5,7 53,820 0 0
TCF FINL CORP COM 872275102 3,447 230,885 SH   DFND 4,5 230,885 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,570 45,966 SH   DFND 4,5 45,966 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 834 24,406 SH   DFND 4,5 24,406 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 133 3,900 SH   DFND 4,6 3,900 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 181 5,298 SH   DFND 4,5,11,12 5,298 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 48 1,400 SH   DFND 4,5,11,12 1,400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 15,796 250,614 SH   DFND 4,5 250,614 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,783 44,161 SH   DFND 4,5 44,161 0 0
TE CONNECTIVITY LTD REG SHS H84989104 292 4,630 SH   DFND 1,3 4,630 0 0
TE CONNECTIVITY LTD REG SHS H84989104 5,870 93,137 SH   DFND 1,2 93,137 0 0
TE CONNECTIVITY LTD REG SHS H84989104 505 8,017 SH   DFND 4,6 8,017 0 0
TE CONNECTIVITY LTD REG SHS H84989104 792 12,572 SH   DFND 4,8 12,572 0 0
TE CONNECTIVITY LTD REG SHS H84989104 386 6,122 SH   DFND 4,5,11,12 6,122 0 0
TE CONNECTIVITY LTD REG SHS H84989104 164 2,600 SH   DFND 4,5,11,12 2,600 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 195 3,500 SH   DFND 4,5 3,500 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 123 2,200 SH   DFND 4,6 2,200 0 0
TECH DATA CORP COM 878237106 2,964 50,164 SH   DFND 4,5 50,164 0 0
TECH DATA CORP COM 878237106 620 10,500 SH   DFND 1,3 10,500 0 0
TECK RESOURCES LTD CL B 878742204 4,479 339,855 SH   DFND 4,5 339,855 0 0
TECK RESOURCES LTD CL B 878742204 401 30,456 SH   DFND 4,5 30,456 0 0
TECK RESOURCES LTD CL B 878742204 177 13,459 SH   DFND 4,5,11,12 13,459 0 0
TECK RESOURCES LTD CL B 878742204 46 3,500 SH   DFND 4,5,11,12 3,500 0 0
TECO ENERGY INC COM 872375100 136 6,630 SH   DFND 4,5 6,630 0 0
TECO ENERGY INC COM 872375100 70 3,408 SH   DFND 4,5 3,408 0 0
TEEKAY TANKERS LTD CL A Y8565N102 8 1,400 SH   DFND 4,5,7 1,400 0 0
TELEFLEX INC COM 879369106 596 5,344 SH   DFND 4,5 5,344 0 0
TELEFLEX INC COM 879369106 844 7,570 SH   DFND 1,3 7,570 0 0
TELEFLEX INC COM 879369106 123 1,100 SH   DFND 4,6 1,100 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,780 103,015 SH   DFND 4,5 103,015 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,678 97,086 SH   DFND 4,5 97,086 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 739 31,099 SH   DFND 4,5 31,099 0 0
TELUS CORP COM 87971M103 600 17,012 SH   DFND 4,5 17,012 0 0
TELUS CORP COM 87971M103 60 1,700 SH   DFND 4,5 1,700 0 0
TELUS CORP COM 87971M103 49 1,400 SH   DFND 4,8 1,400 0 0
TELUS CORP COM 87971M103 11 300 SH   DFND 4,8 300 0 0
TELUS CORP COM 87971M103 219 6,216 SH   DFND 4,5,11,12 6,216 0 0
TELUS CORP COM 87971M103 42 1,200 SH   DFND 4,5,11,12 1,200 0 0
TEMPUR SEALY INTL INC COM 88023U101 426 8,000 SH   DFND 4,6 8,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 597 11,705 SH   DFND 4,5 11,705 0 0
TERADATA CORP DEL COM 88076W103 2,136 49,926 SH   DFND 4,5 49,926 0 0
TERADATA CORP DEL COM 88076W103 849 19,848 SH   DFND 4,5 19,848 0 0
TERADATA CORP DEL COM 88076W103 84 1,957 SH   DFND 4,5,11,12 1,957 0 0
TERADATA CORP DEL COM 88076W103 43 1,000 SH   DFND 4,5,11,12 1,000 0 0
TERADYNE INC COM 880770102 746 39,487 SH   DFND 4,5 39,487 0 0
TEREX CORP NEW COM 880779103 10,275 403,111 SH   DFND 4,5 403,111 0 0
TERNIUM SA SPON ADR 880890108 4,086 249,600 SH   DFND 4,5 249,600 0 0
TERNIUM SA SPON ADR 880890108 3,900 238,260 SH   DFND 4,5 238,260 0 0
TERRAFORM PWR INC CL A COM 88104R100 207 7,100 SH   DFND 4,5,7 7,100 0 0
TERRENO RLTY CORP COM 88146M101 50 2,300 SH   DFND 4,5,11,12 2,300 0 0
TESLA MTRS INC COM 88160R101 4,946 23,447 SH   DFND 4,5 23,447 0 0
TESLA MTRS INC COM 88160R101 1,857 8,803 SH   DFND 4,5 8,803 0 0
TESLA MTRS INC COM 88160R101 99 470 SH   DFND 4,8 470 0 0
TESLA MTRS INC COM 88160R101 8,860 42,000 SH   DFND 4,5,11,12 42,000 0 0
TESLA MTRS INC COM 88160R101 601 2,850 SH   DFND 4,5,11,12 2,850 0 0
TESORO CORP COM 881609101 8,625 122,149 SH   DFND 4,5 122,149 0 0
TESORO CORP COM 881609101 1,003 14,200 SH   DFND 4,5 14,200 0 0
TESORO CORP COM 881609101 854 12,100 SH   DFND 4,6 12,100 0 0
TESORO CORP COM 881609101 219 3,100 SH   DFND 4,5,11,12 3,100 0 0
TESORO CORP COM 881609101 49 700 SH   DFND 4,5,11,12 700 0 0
TETRA TECH INC NEW COM 88162G103 2,702 106,700 SH   DFND 4,5 106,700 0 0
TETRA TECH INC NEW COM 88162G103 8 300 SH   DFND 4,5 300 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 7,210 126,000 SH Call DFND 4,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,379 94,000 SH Call DFND 4,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,460 43,000 SH Call DFND 4,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 973 17,000 SH Call DFND 4,5 0 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 21,085 368,491 SH   DFND 4,5 368,491 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 5,453 95,300 SH   DFND 4,5 95,300 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 154 2,700 SH   DFND 4,6 2,700 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 509 10,400 SH   DFND 1,3 10,400 0 0
TEXAS INSTRS INC COM 882508104 11,662 221,252 SH   DFND 4,5 221,252 0 0
TEXAS INSTRS INC COM 882508104 3,200 60,702 SH   DFND 4,5 60,702 0 0
TEXAS INSTRS INC COM 882508104 4,217 80,000 SH   DFND 4,6 80,000 0 0
TEXAS INSTRS INC COM 882508104 3,510 66,600 SH   DFND 4,6 66,600 0 0
TEXAS INSTRS INC COM 882508104 1,202 22,800 SH   DFND 4,6 22,800 0 0
TEXAS INSTRS INC COM 882508104 706 13,400 SH   DFND 4,6 13,400 0 0
TEXAS INSTRS INC COM 882508104 540 10,248 SH   DFND 4,6 10,248 0 0
TEXAS INSTRS INC COM 882508104 179 3,400 SH   DFND 4,6 3,400 0 0
TEXAS INSTRS INC COM 882508104 118 2,232 SH   DFND 4,8 2,232 0 0
TEXAS INSTRS INC COM 882508104 109 2,074 SH   DFND 4,8 2,074 0 0
TEXAS INSTRS INC COM 882508104 14,149 268,440 SH   DFND 4,5,11,12 268,440 0 0
TEXAS INSTRS INC COM 882508104 1,019 19,326 SH   DFND 4,5,11,12 19,326 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 89,483 2,830,847 SH   DFND 1,3 2,830,847 0 0
TEXTRON INC COM 883203101 5,022 121,148 SH   DFND 4,5 121,148 0 0
TEXTRON INC COM 883203101 986 23,782 SH   DFND 4,5 23,782 0 0
TEXTRON INC COM 883203101 87 2,092 SH   DFND 4,5,11,12 2,092 0 0
TEXTRON INC COM 883203101 70 1,700 SH   DFND 4,5,11,12 1,700 0 0
THE ADT CORPORATION COM 00101J106 8,036 229,676 SH   DFND 4,5 229,676 0 0
THE ADT CORPORATION COM 00101J106 3,076 87,917 SH   DFND 4,5 87,917 0 0
THE ADT CORPORATION COM 00101J106 59 1,700 SH   DFND 4,5,7 1,700 0 0
THE ADT CORPORATION COM 00101J106 26 741 SH   DFND 4,5,7 741 0 0
THE ADT CORPORATION COM 00101J106 871 24,900 SH   DFND 4,6 24,900 0 0
THE ADT CORPORATION COM 00101J106 238 6,800 SH   DFND 4,6 6,800 0 0
THE ADT CORPORATION COM 00101J106 124 3,551 SH   DFND 4,8 3,551 0 0
THE ADT CORPORATION COM 00101J106 129 3,681 SH   DFND 4,5,11,12 3,681 0 0
THE ADT CORPORATION COM 00101J106 49 1,400 SH   DFND 4,5,11,12 1,400 0 0
THERAVANCE INC SB CV NT2.125%23 88338TAB0 3,253 4,385,000 PRN   DFND 4,5,7 0 0 4,385,000
THERMO FISHER SCIENTIFIC INC COM 883556102 15,805 122,587 SH   DFND 4,5 122,587 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,473 34,694 SH   DFND 4,5 34,694 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 6,627 51,400 SH   DFND 4,6 51,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,100 31,800 SH   DFND 4,6 31,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,264 9,800 SH   DFND 4,6 9,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 567 4,400 SH   DFND 4,6 4,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 518 4,020 SH   DFND 4,6 4,020 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 174 1,350 SH   DFND 4,6 1,350 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 116 900 SH   DFND 4,6 900 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 118 917 SH   DFND 4,8 917 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 744 5,770 SH   DFND 4,5,11,12 5,770 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 284 2,200 SH   DFND 4,5,11,12 2,200 0 0
THL CR INC COM 872438106 213 18,145 SH   DFND 4,5,7 18,145 0 0
THOMPSON CREEK METALS CO INC COM 884768102 193 120,000 SH   DFND 4,5 120,000 0 0
THOMSON REUTERS CORP COM 884903105 2,237 57,930 SH   DFND 4,5 57,930 0 0
THOMSON REUTERS CORP COM 884903105 1,069 27,687 SH   DFND 4,5 27,687 0 0
THOMSON REUTERS CORP COM 884903105 55 1,425 SH   DFND 4,8 1,425 0 0
THOMSON REUTERS CORP COM 884903105 256 6,640 SH   DFND 4,5,11,12 6,640 0 0
THOMSON REUTERS CORP COM 884903105 89 2,300 SH   DFND 4,5,11,12 2,300 0 0
THORATEC CORP COM NEW 885175307 777 23,097 SH   DFND 4,5 23,097 0 0
TIFFANY & CO NEW COM 886547108 22,845 217,202 SH   DFND 4,5 217,202 0 0
TIFFANY & CO NEW COM 886547108 1,677 15,947 SH   DFND 4,5 15,947 0 0
TIFFANY & CO NEW COM 886547108 442 4,200 SH   DFND 4,6 4,200 0 0
TIFFANY & CO NEW COM 886547108 738 7,012 SH   DFND 4,5,11,12 7,012 0 0
TIFFANY & CO NEW COM 886547108 84 800 SH   DFND 4,5,11,12 800 0 0
TILE SHOP HLDGS INC COM 88677Q109 899 103,419 SH   DFND 4,5,7 103,419 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 1,283 59,900 SH   DFND 4,5 59,900 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 124 5,800 SH   DFND 4,5 5,800 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 4,559 212,847 SH   DFND 4,5,7 212,847 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 3,475 162,220 SH   DFND 4,5,7 162,220 0 0
TIME INC NEW COM 887228104 45 1,888 SH   DFND 1,3 1,888 0 0
TIME INC NEW COM 887228104 8 350 SH   DFND   350 0 0
TIME WARNER CABLE INC COM 88732J207 5,353 36,912 SH   DFND 4,5 36,912 0 0
TIME WARNER CABLE INC COM 88732J207 3,631 25,041 SH   DFND 4,5 25,041 0 0
TIME WARNER CABLE INC COM 88732J207 52,135 359,500 SH   DFND 4,5,7 359,500 0 0
TIME WARNER CABLE INC COM 88732J207 7,509 51,779 SH   DFND 4,5,7 51,779 0 0
TIME WARNER CABLE INC COM 88732J207 968 6,673 SH   DFND 4,5,7 6,673 0 0
TIME WARNER CABLE INC COM 88732J207 399 2,748 SH   DFND 4,5,7 2,748 0 0
TIME WARNER CABLE INC COM 88732J207 203 1,400 SH   DFND 4,5,7 1,400 0 0
TIME WARNER CABLE INC COM 88732J207 102 703 SH   DFND   703 0 0
TIME WARNER CABLE INC COM 88732J207 3,524 24,300 SH   DFND 4,6 24,300 0 0
TIME WARNER CABLE INC COM 88732J207 1,160 8,000 SH   DFND 4,6 8,000 0 0
TIME WARNER CABLE INC COM 88732J207 399 2,751 SH   DFND 4,6 2,751 0 0
TIME WARNER CABLE INC COM 88732J207 203 1,400 SH   DFND 4,6 1,400 0 0
TIME WARNER CABLE INC COM 88732J207 618 4,261 SH   DFND 4,5,11,12 4,261 0 0
TIME WARNER CABLE INC COM 88732J207 189 1,300 SH   DFND 4,5,11,12 1,300 0 0
TIME WARNER INC COM NEW 887317303 26,520 318,863 SH   DFND 4,5 318,863 0 0
TIME WARNER INC COM NEW 887317303 7,321 88,019 SH   DFND 4,5 88,019 0 0
TIME WARNER INC COM NEW 887317303 2,087 25,099 SH   DFND 4,5,7 25,099 0 0
TIME WARNER INC COM NEW 887317303 815 9,800 SH   DFND 4,5,7 9,800 0 0
TIME WARNER INC COM NEW 887317303 1,389 16,695 SH   DFND 1,3 16,695 0 0
TIME WARNER INC COM NEW 887317303 233 2,800 SH   DFND   2,800 0 0
TIME WARNER INC COM NEW 887317303 2,495 30,000 SH   DFND 4,6 30,000 0 0
TIME WARNER INC COM NEW 887317303 865 10,400 SH   DFND 4,6 10,400 0 0
TIME WARNER INC COM NEW 887317303 782 9,400 SH   DFND 4,6 9,400 0 0
TIME WARNER INC COM NEW 887317303 541 6,500 SH   DFND 4,6 6,500 0 0
TIME WARNER INC COM NEW 887317303 166 2,000 SH   DFND 4,6 2,000 0 0
TIME WARNER INC COM NEW 887317303 150 1,800 SH   DFND 4,6 1,800 0 0
TIME WARNER INC COM NEW 887317303 1,542 18,544 SH   DFND 4,5,11,12 18,544 0 0
TIME WARNER INC COM NEW 887317303 424 5,100 SH   DFND 4,5,11,12 5,100 0 0
TIMKEN CO COM 887389104 4,836 118,424 SH   DFND 4,5 118,424 0 0
TIMKENSTEEL CORP COM 887399103 2,789 76,088 SH   DFND 4,5 76,088 0 0
TIMMINS GOLD CORP COM 88741P103 74 68,410 SH   DFND 4,5 68,410 0 0
TJX COS INC NEW COM 872540109 11,976 175,500 SH   DFND 4,5 175,500 0 0
TJX COS INC NEW COM 872540109 4,625 67,782 SH   DFND 4,5 67,782 0 0
TJX COS INC NEW COM 872540109 125 1,837 SH   DFND 1,3 1,837 0 0
TJX COS INC NEW COM 872540109 15,477 226,800 SH   DFND 1,2 226,800 0 0
TJX COS INC NEW COM 872540109 4,818 70,600 SH   DFND 4,6 70,600 0 0
TJX COS INC NEW COM 872540109 4,524 66,300 SH   DFND 4,6 66,300 0 0
TJX COS INC NEW COM 872540109 1,590 23,300 SH   DFND 4,6 23,300 0 0
TJX COS INC NEW COM 872540109 1,024 15,000 SH   DFND 4,6 15,000 0 0
TJX COS INC NEW COM 872540109 621 9,100 SH   DFND 4,6 9,100 0 0
TJX COS INC NEW COM 872540109 467 6,844 SH   DFND 4,6 6,844 0 0
TJX COS INC NEW COM 872540109 423 6,200 SH   DFND 4,6 6,200 0 0
TJX COS INC NEW COM 872540109 218 3,200 SH   DFND 4,6 3,200 0 0
TJX COS INC NEW COM 872540109 1,362 19,954 SH   DFND 4,5,11,12 19,954 0 0
TJX COS INC NEW COM 872540109 307 4,500 SH   DFND 4,5,11,12 4,500 0 0
TOLL BROS FIN CORP SR EXCH NT0.5%32 88947EAM2 9,473 9,203,000 PRN   DFND 4,5 0 0 9,203,000
TOLL BROTHERS INC COM 889478103 1,297 37,224 SH   DFND 4,5 37,224 0 0
TOLL BROTHERS INC COM 889478103 846 24,285 SH   DFND 4,5 24,285 0 0
TOLL BROTHERS INC COM 889478103 159 4,564 SH   DFND 4,5,11,12 4,564 0 0
TOLL BROTHERS INC COM 889478103 31 900 SH   DFND 4,5,11,12 900 0 0
TORCHMARK CORP COM 891027104 1,036 19,724 SH   DFND 4,5 19,724 0 0
TORCHMARK CORP COM 891027104 546 10,398 SH   DFND 4,5 10,398 0 0
TORCHMARK CORP COM 891027104 26 500 SH   DFND 4,5,7 500 0 0
TORCHMARK CORP COM 891027104 284 5,400 SH   DFND 4,6 5,400 0 0
TORCHMARK CORP COM 891027104 173 3,300 SH   DFND 4,6 3,300 0 0
TORCHMARK CORP COM 891027104 227 4,312 SH   DFND 4,5,11,12 4,312 0 0
TORCHMARK CORP COM 891027104 55 1,050 SH   DFND 4,5,11,12 1,050 0 0
TORO CO COM 891092108 289 4,700 SH   DFND 4,5 4,700 0 0
TORO CO COM 891092108 1,732 28,200 SH   DFND 4,6 28,200 0 0
TORO CO COM 891092108 633 10,300 SH   DFND 4,6 10,300 0 0
TORO CO COM 891092108 178 2,900 SH   DFND 4,6 2,900 0 0
TORO CO COM 891092108 74 1,200 SH   DFND 4,6 1,200 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 7,769 173,570 SH   DFND 4,5 173,570 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 5,273 117,799 SH   DFND 4,5 117,799 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,041 45,600 SH   DFND 4,6 45,600 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 846 18,900 SH   DFND 4,6 18,900 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 542 12,100 SH   DFND 4,6 12,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 103 2,291 SH   DFND 4,8 2,291 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 14,220 317,700 SH   DFND 4,5,11,12 317,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 3,891 86,930 SH   DFND 4,5,11,12 86,930 0 0
TOTAL SYS SVCS INC COM 891906109 1,120 33,248 SH   DFND 4,5 33,248 0 0
TOTAL SYS SVCS INC COM 891906109 655 19,445 SH   DFND 4,5 19,445 0 0
TOTAL SYS SVCS INC COM 891906109 203 6,033 SH   DFND 4,5,11,12 6,033 0 0
TOTAL SYS SVCS INC COM 891906109 34 1,000 SH   DFND 4,5,11,12 1,000 0 0
TOWERS WATSON & CO CL A 891894107 4,092 36,227 SH   DFND 4,5 36,227 0 0
TOWERS WATSON & CO CL A 891894107 678 6,000 SH   DFND 4,5 6,000 0 0
TOWERS WATSON & CO CL A 891894107 45 400 SH   DFND 4,5,11,12 400 0 0
TOWERS WATSON & CO CL A 891894107 34 300 SH   DFND 4,5,11,12 300 0 0
TRACTOR SUPPLY CO COM 892356106 1,360 17,489 SH   DFND 4,5 17,489 0 0
TRACTOR SUPPLY CO COM 892356106 1,203 15,470 SH   DFND 4,5 15,470 0 0
TRACTOR SUPPLY CO COM 892356106 2,573 33,100 SH   DFND 4,6 33,100 0 0
TRACTOR SUPPLY CO COM 892356106 886 11,400 SH   DFND 4,6 11,400 0 0
TRACTOR SUPPLY CO COM 892356106 225 2,900 SH   DFND 4,6 2,900 0 0
TRACTOR SUPPLY CO COM 892356106 132 1,700 SH   DFND 4,6 1,700 0 0
TRACTOR SUPPLY CO COM 892356106 86 1,100 SH   DFND 4,6 1,100 0 0
TRACTOR SUPPLY CO COM 892356106 62 800 SH   DFND 4,5,11,12 800 0 0
TRACTOR SUPPLY CO COM 892356106 62 800 SH   DFND 4,5,11,12 800 0 0
TRADE STR RESIDENTIAL INC COM NEW 89255N203 9 1,100 SH   DFND 4,5,11,12 1,100 0 0
TRANSALTA CORP COM 89346D107 358 39,384 SH   DFND 4,5 39,384 0 0
TRANSALTA CORP COM 89346D107 283 31,169 SH   DFND 4,5 31,169 0 0
TRANSALTA CORP COM 89346D107 15 1,671 SH   DFND 4,5,11,12 1,671 0 0
TRANSCANADA CORP COM 89353D107 4,763 104,402 SH   DFND 4,5 104,402 0 0
TRANSCANADA CORP COM 89353D107 2,622 57,475 SH   DFND 4,5 57,475 0 0
TRANSCANADA CORP COM 89353D107 114 2,500 SH   DFND   2,500 0 0
TRANSCANADA CORP COM 89353D107 493 10,800 SH   DFND 4,6 10,800 0 0
TRANSCANADA CORP COM 89353D107 436 9,560 SH   DFND 4,6 9,560 0 0
TRANSCANADA CORP COM 89353D107 96 2,110 SH   DFND 4,8 2,110 0 0
TRANSCANADA CORP COM 89353D107 456 9,995 SH   DFND 4,5,11,12 9,995 0 0
TRANSCANADA CORP COM 89353D107 196 4,300 SH   DFND 4,5,11,12 4,300 0 0
TRANSDIGM GROUP INC COM 893641100 5,217 26,144 SH   DFND 4,5 26,144 0 0
TRANSDIGM GROUP INC COM 893641100 818 4,100 SH   DFND 4,5 4,100 0 0
TRANSDIGM GROUP INC COM 893641100 2,036 10,201 SH   DFND 4,5,7 10,201 0 0
TRANSDIGM GROUP INC COM 893641100 80 400 SH   DFND 4,5,11,12 400 0 0
TRANSDIGM GROUP INC COM 893641100 60 300 SH   DFND 4,5,11,12 300 0 0
TRANSOCEAN LTD REG SHS H8817H100 4,699 288,275 SH   DFND 4,5 288,275 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,152 70,697 SH   DFND 4,5 70,697 0 0
TRANSOCEAN LTD REG SHS H8817H100 653 40,040 SH   DFND 4,5 40,040 0 0
TRANSOCEAN LTD REG SHS H8817H100 2,373 145,603 SH   DFND 1,3 145,603 0 0
TRANSOCEAN LTD REG SHS H8817H100 121 7,420 SH   DFND 4,8 7,420 0 0
TRANSOCEAN LTD REG SHS H8817H100 68 4,149 SH   DFND 4,8 4,149 0 0
TRANSOCEAN LTD REG SHS H8817H100 29 1,761 SH   DFND 4,8 1,761 0 0
TRANSOCEAN LTD REG SHS H8817H100 21 1,315 SH   DFND 4,8 1,315 0 0
TRANSOCEAN LTD REG SHS H8817H100 35 2,171 SH   DFND 4,5,11,12 2,171 0 0
TRANSOCEAN LTD REG SHS H8817H100 34 2,105 SH   DFND 4,5,11,12 2,105 0 0
TRANSOCEAN PARTNERS LLC COM UNIT RP LT Y8977Y100 108 7,200 SH   DFND 4,5,7 7,200 0 0
TRAVELERS COMPANIES INC COM 89417E109 23,188 220,836 SH   DFND 4,5 220,836 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,911 56,295 SH   DFND 4,5 56,295 0 0
TRAVELERS COMPANIES INC COM 89417E109 29 278 SH   DFND 4,5,7 278 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,594 62,800 SH   DFND 4,6 62,800 0 0
TRAVELERS COMPANIES INC COM 89417E109 2,321 22,100 SH   DFND 4,6 22,100 0 0
TRAVELERS COMPANIES INC COM 89417E109 557 5,300 SH   DFND 4,6 5,300 0 0
TRAVELERS COMPANIES INC COM 89417E109 347 3,309 SH   DFND 4,6 3,309 0 0
TRAVELERS COMPANIES INC COM 89417E109 137 1,300 SH   DFND 4,6 1,300 0 0
TRAVELERS COMPANIES INC COM 89417E109 123 1,175 SH   DFND 4,8 1,175 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,322 145,919 SH   DFND 4,5,11,12 145,919 0 0
TRAVELERS COMPANIES INC COM 89417E109 713 6,794 SH   DFND 4,5,11,12 6,794 0 0
TRIBUNE MEDIA CO CL A 896047503 882 15,305 SH   DFND 4,5,7 15,305 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,017 40,122 SH   DFND 4,5 40,122 0 0
TRIMBLE NAVIGATION LTD COM 896239100 476 18,800 SH   DFND 4,5 18,800 0 0
TRIMBLE NAVIGATION LTD COM 896239100 53 2,098 SH   DFND 4,5,11,12 2,098 0 0
TRIMBLE NAVIGATION LTD COM 896239100 41 1,600 SH   DFND 4,5,11,12 1,600 0 0
TRINA SOLAR LIMITED SPON ADR 89628E104 545 63,415 SH   DFND 4,5,7 63,415 0 0
TRINITY INDS INC COM 896522109 646 24,059 SH   DFND 4,5 24,059 0 0
TRINITY INDS INC COM 896522109 265 9,880 SH   DFND 1,3 9,880 0 0
TRIPADVISOR INC COM 896945201 955 13,488 SH   DFND 4,5 13,488 0 0
TRIPADVISOR INC COM 896945201 766 10,818 SH   DFND 4,5 10,818 0 0
TRIPADVISOR INC COM 896945201 649 9,158 SH   DFND 4,5,7 9,158 0 0
TRIPADVISOR INC COM 896945201 78 1,100 SH   DFND 4,5,11,12 1,100 0 0
TRIPADVISOR INC COM 896945201 43 600 SH   DFND 4,5,11,12 600 0 0
TRIUMPH GROUP INC NEW COM 896818101 607 9,362 SH   DFND 4,5 9,362 0 0
TRULIA INC COM 897888103 3,380 76,607 SH   DFND 4,5,7 76,607 0 0
TRULIA INC COM 897888103 179 4,064 SH   DFND 4,5,7 4,064 0 0
TRUSTMARK CORP COM 898402102 412 17,779 SH   DFND 4,5 17,779 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,489 14,464 SH   DFND 4,5 14,464 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 906 8,796 SH   DFND 4,5 8,796 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 3,356 32,598 SH   DFND 4,5,7 32,598 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 178 1,730 SH   DFND 4,5,7 1,730 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 225 2,189 SH   DFND 4,5,11,12 2,189 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 62 600 SH   DFND 4,5,11,12 600 0 0
TURQUOISE HILL RES LTD COM 900435108 140 46,465 SH   DFND 4,5 46,465 0 0
TURQUOISE HILL RES LTD COM 900435108 133 44,084 SH   DFND 4,5 44,084 0 0
TURQUOISE HILL RES LTD COM 900435108 94 31,158 SH   DFND 4,5,11,12 31,158 0 0
TURQUOISE HILL RES LTD COM 900435108 15 4,800 SH   DFND 4,5,11,12 4,800 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,699 161,376 SH   DFND 4,5 161,376 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 4,210 119,199 SH   DFND 4,5 119,199 0 0
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TWENTY FIRST CENTY FOX INC CL B 90130A200 913 26,886 SH   DFND 4,5 26,886 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 331 9,363 SH   DFND 4,5,7 9,363 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 2,348 66,500 SH   DFND 4,6 66,500 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 625 17,700 SH   DFND 4,6 17,700 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 117 3,300 SH   DFND 4,6 3,300 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 739 20,913 SH   DFND 4,5,11,12 20,913 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 293 8,300 SH   DFND 4,5,11,12 8,300 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 290 8,545 SH   DFND 4,5,11,12 8,545 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 92 2,700 SH   DFND 4,5,11,12 2,700 0 0
TWITTER INC COM 90184L102 1,151 30,869 SH   DFND 4,5 30,869 0 0
TWITTER INC COM 90184L102 761 20,400 SH   DFND 4,5 20,400 0 0
TWITTER INC COM 90184L102 209 5,600 SH   DFND 4,5,11,12 5,600 0 0
TWITTER INC COM 90184L102 41 1,100 SH   DFND 4,5,11,12 1,100 0 0
TYCO INTL PLC SHS G91442106 17,379 402,670 SH   DFND 4,5 402,670 0 0
TYCO INTL PLC SHS G91442106 9,916 229,746 SH   DFND 4,5 229,746 0 0
TYCO INTL PLC SHS G91442106 1,042 24,135 SH   DFND 4,1 24,135 0 0
TYCO INTL PLC SHS G91442106 93 2,160 SH   DFND 4,8 2,160 0 0
TYCO INTL PLC SHS G91442106 27 630 SH   DFND 4,8 630 0 0
TYCO INTL PLC SHS G91442106 2,689 62,300 SH   DFND 4,5,11,12 62,300 0 0
TYCO INTL PLC SHS G91442106 339 7,862 SH   DFND 4,5,11,12 7,862 0 0
TYSON FOODS INC CL A 902494103 9,882 248,676 SH   DFND 4,5 248,676 0 0
TYSON FOODS INC CL A 902494103 5,303 133,445 SH   DFND 4,5 133,445 0 0
TYSON FOODS INC CL A 902494103 26 665 SH   DFND 4,5,7 665 0 0
TYSON FOODS INC CL A 902494103 994 25,000 SH   DFND 4,6 25,000 0 0
TYSON FOODS INC CL A 902494103 378 9,500 SH   DFND 4,6 9,500 0 0
TYSON FOODS INC CL A 902494103 121 3,042 SH   DFND 4,8 3,042 0 0
TYSON FOODS INC CL A 902494103 47 1,171 SH   DFND 4,8 1,171 0 0
TYSON FOODS INC CL A 902494103 1,975 49,700 SH   DFND 4,5,11,12 49,700 0 0
TYSON FOODS INC CL A 902494103 1,757 44,201 SH   DFND 4,5,11,12 44,201 0 0
U M H PROPERTIES INC COM 903002103 15 1,500 SH   DFND 4,5,11,12 1,500 0 0
U S SILICA HLDGS INC COM 90346E103 392 16,120 SH   DFND 4,5 16,120 0 0
U S SILICA HLDGS INC COM 90346E103 167 6,860 SH   DFND 1,3 6,860 0 0
UBIQUITI NETWORKS INC COM 90347A100 493 17,418 SH   DFND 4,5 17,418 0 0
UBIQUITI NETWORKS INC COM 90347A100 4,302 152,116 SH   DFND 4,5,7 152,116 0 0
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UBS AG SHS NEW H89231338 2 126 SH   DFND   126 0 0
UBS GROUP AG SHS H42097107 81,501 4,883,251 SH   DFND 4,5 4,883,251 0 0
UBS GROUP AG SHS H42097107 61,012 3,655,616 SH   DFND 4,5 3,655,616 0 0
UBS GROUP AG SHS H42097107 145,458 8,715,308 SH   DFND 1,3 8,715,308 0 0
UBS GROUP AG SHS H42097107 1,021 61,174 SH   DFND 4,6 61,174 0 0
UBS GROUP AG SHS H42097107 423 25,346 SH   DFND 4,6 25,346 0 0
UBS GROUP AG SHS H42097107 250 15,000 SH   DFND 4,6 15,000 0 0
UBS GROUP AG SHS H42097107 77 4,594 SH   DFND 4,6 4,594 0 0
UBS GROUP AG SHS H42097107 2,872 172,099 SH   DFND 4,9 172,099 0 0
UBS GROUP AG SHS H42097107 234 14,000 SH   DFND 4,9 14,000 0 0
UBS GROUP AG SHS H42097107 90 5,400 SH   DFND 4,9 5,400 0 0
UBS GROUP AG SHS H42097107 2,942 176,300 SH   DFND   176,300 0 0
UBS GROUP AG SHS H42097107 1,168 70,000 SH   DFND 4,8 70,000 0 0
UBS GROUP AG SHS H42097107 368 22,070 SH   DFND 4,8 22,070 0 0
UBS GROUP AG SHS H42097107 74 4,407 SH   DFND 4,8 4,407 0 0
UBS GROUP AG SHS H42097107 59 3,551 SH   DFND 4,8 3,551 0 0
UBS GROUP AG SHS H42097107 41 2,464 SH   DFND 4,8 2,464 0 0
UBS GROUP AG SHS H42097107 876 52,470 SH   DFND 4,5,11,12 52,470 0 0
UBS GROUP AG SHS H42097107 351 21,021 SH   DFND 4,5,11,12 21,021 0 0
UDR INC COM 902653104 2,642 82,300 SH   DFND 4,5 82,300 0 0
UDR INC COM 902653104 427 13,300 SH   DFND 4,5 13,300 0 0
UDR INC COM 902653104 360 11,200 SH   DFND 4,6 11,200 0 0
UDR INC COM 902653104 619 19,273 SH   DFND 4,5,11,12 19,273 0 0
UDR INC COM 902653104 51 1,600 SH   DFND 4,5,11,12 1,600 0 0
UGI CORP NEW COM 902681105 2,945 80,472 SH   DFND 4,5 80,472 0 0
ULTA SALON COSMETCS & FRAG INC COM 90384S303 1,924 14,737 SH   DFND 4,5 14,737 0 0
ULTA SALON COSMETCS & FRAG INC COM 90384S303 614 4,700 SH   DFND 4,5 4,700 0 0
ULTA SALON COSMETCS & FRAG INC COM 90384S303 1,211 9,277 SH   DFND 4,1 9,277 0 0
ULTA SALON COSMETCS & FRAG INC COM 90384S303 222 1,700 SH   DFND 4,5,11,12 1,700 0 0
ULTA SALON COSMETCS & FRAG INC COM 90384S303 52 400 SH   DFND 4,5,11,12 400 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,913 20,526 SH   DFND 4,5 20,526 0 0
ULTRA PETROLEUM CORP COM 903914109 112 9,543 SH   DFND 4,5 9,543 0 0
UNDER ARMOUR INC CL A 904311107 1,214 18,232 SH   DFND 4,5 18,232 0 0
UNDER ARMOUR INC CL A 904311107 942 14,158 SH   DFND 4,5 14,158 0 0
UNDER ARMOUR INC CL A 904311107 306 4,600 SH   DFND 4,5,11,12 4,600 0 0
UNDER ARMOUR INC CL A 904311107 40 600 SH   DFND 4,5,11,12 600 0 0
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UNION PAC CORP COM 907818108 46,827 414,952 SH   DFND 4,5 414,952 0 0
UNION PAC CORP COM 907818108 901 7,984 SH   DFND 4,5,7 7,984 0 0
UNION PAC CORP COM 907818108 1,723 15,267 SH   DFND 4,1 15,267 0 0
UNION PAC CORP COM 907818108 1,403 12,436 SH   DFND 1,3 12,436 0 0
UNION PAC CORP COM 907818108 19,302 171,044 SH   DFND 1,2 171,044 0 0
UNION PAC CORP COM 907818108 244 2,162 SH   DFND   2,162 0 0
UNION PAC CORP COM 907818108 169 1,500 SH   DFND 1 1,500 0 0
UNION PAC CORP COM 907818108 7,347 65,100 SH   DFND 4,6 65,100 0 0
UNION PAC CORP COM 907818108 6,691 59,290 SH   DFND 4,6 59,290 0 0
UNION PAC CORP COM 907818108 1,738 15,400 SH   DFND 4,6 15,400 0 0
UNION PAC CORP COM 907818108 982 8,700 SH   DFND 4,6 8,700 0 0
UNION PAC CORP COM 907818108 925 8,200 SH   DFND 4,6 8,200 0 0
UNION PAC CORP COM 907818108 925 8,200 SH   DFND 4,6 8,200 0 0
UNION PAC CORP COM 907818108 802 7,108 SH   DFND 4,6 7,108 0 0
UNION PAC CORP COM 907818108 689 6,108 SH   DFND 4,6 6,108 0 0
UNION PAC CORP COM 907818108 289 2,560 SH   DFND 4,6 2,560 0 0
UNION PAC CORP COM 907818108 226 2,000 SH   DFND 4,6 2,000 0 0
UNION PAC CORP COM 907818108 252 2,234 SH   DFND 4,8 2,234 0 0
UNION PAC CORP COM 907818108 62 551 SH   DFND 4,8 551 0 0
UNION PAC CORP COM 907818108 29,725 263,400 SH   DFND 4,5,11,12 263,400 0 0
UNION PAC CORP COM 907818108 2,048 18,146 SH   DFND 4,5,11,12 18,146 0 0
UNIT CORP COM 909218109 338 11,418 SH   DFND 4,5 11,418 0 0
UNITED CONTL HLDGS INC COM 910047109 2,827 43,137 SH   DFND 4,5 43,137 0 0
UNITED CONTL HLDGS INC COM 910047109 583 8,900 SH   DFND 4,5 8,900 0 0
UNITED CONTL HLDGS INC COM 910047109 976 14,900 SH   DFND 4,5,7 14,900 0 0
UNITED CONTL HLDGS INC COM 910047109 105 1,600 SH   DFND 4,6 1,600 0 0
UNITED CONTL HLDGS INC COM 910047109 244 3,722 SH   DFND 4,8 3,722 0 0
UNITED CONTL HLDGS INC COM 910047109 39 600 SH   DFND 4,5,11,12 600 0 0
UNITED NAT FOODS INC COM 911163103 1,783 23,326 SH   DFND 4,5 23,326 0 0
UNITED PARCEL SERVICE INC CL B 911312106 37,014 341,272 SH   DFND 4,5 341,272 0 0
UNITED PARCEL SERVICE INC CL B 911312106 17,904 165,079 SH   DFND 4,5 165,079 0 0
UNITED PARCEL SERVICE INC CL B 911312106 6,674 61,538 SH   DFND 4,6 61,538 0 0
UNITED PARCEL SERVICE INC CL B 911312106 5,489 50,613 SH   DFND 4,6 50,613 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,616 14,900 SH   DFND 4,6 14,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 770 7,100 SH   DFND 4,6 7,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 650 5,992 SH   DFND 4,6 5,992 0 0
UNITED PARCEL SERVICE INC CL B 911312106 521 4,800 SH   DFND 4,6 4,800 0 0
UNITED PARCEL SERVICE INC CL B 911312106 233 2,150 SH   DFND 4,6 2,150 0 0
UNITED PARCEL SERVICE INC CL B 911312106 134 1,233 SH   DFND 4,8 1,233 0 0
UNITED PARCEL SERVICE INC CL B 911312106 14,978 138,100 SH   DFND 4,5,11,12 138,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,353 12,474 SH   DFND 4,5,11,12 12,474 0 0
UNITED RENTALS INC COM 911363109 5,229 59,034 SH   DFND 4,5 59,034 0 0
UNITED RENTALS INC COM 911363109 4,059 45,818 SH   DFND 4,5 45,818 0 0
UNITED RENTALS INC COM 911363109 137 1,551 SH   DFND 4,8 1,551 0 0
UNITED RENTALS INC COM 911363109 114 1,284 SH   DFND 4,8 1,284 0 0
UNITED RENTALS INC COM 911363109 12,552 141,700 SH   DFND 4,5,11,12 141,700 0 0
UNITED RENTALS INC COM 911363109 239 2,700 SH   DFND 4,5,11,12 2,700 0 0
UNITED STATES STL CORP NEW COM 912909108 1,759 71,405 SH   DFND 4,5 71,405 0 0
UNITED STATES STL CORP NEW COM 912909108 128 5,209 SH   DFND 4,5 5,209 0 0
UNITED TECHNOLOGIES CORP COM 913017109 50,537 448,301 SH   DFND 4,5 448,301 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,615 120,779 SH   DFND 4,5 120,779 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,827 42,819 SH   DFND 1,3 42,819 0 0
UNITED TECHNOLOGIES CORP COM 913017109 5,473 48,551 SH   DFND 1,2 48,551 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,694 15,030 SH   DFND   15,030 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,032 26,900 SH   DFND 4,6 26,900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 913 8,100 SH   DFND 4,6 8,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 902 8,000 SH   DFND 4,6 8,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 385 3,414 SH   DFND 4,6 3,414 0 0
UNITED TECHNOLOGIES CORP COM 913017109 259 2,300 SH   DFND 4,6 2,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 147 1,300 SH   DFND 4,6 1,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13 116 SH   DFND   116 0 0
UNITED TECHNOLOGIES CORP COM 913017109 277 2,457 SH   DFND 4,8 2,457 0 0
UNITED TECHNOLOGIES CORP COM 913017109 45 400 SH   DFND 4,8 400 0 0
UNITED TECHNOLOGIES CORP COM 913017109 28,578 253,508 SH   DFND 4,5,11,12 253,508 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,030 18,004 SH   DFND 4,5,11,12 18,004 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,809 22,331 SH   DFND 4,5 22,331 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,925 15,300 SH   DFND 4,6 15,300 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 616 4,900 SH   DFND 4,6 4,900 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 126 1,000 SH   DFND 4,6 1,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 101 800 SH   DFND 4,6 800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14,993 150,038 SH   DFND 4,5 150,038 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,428 94,343 SH   DFND 4,5 94,343 0 0
UNITEDHEALTH GROUP INC COM 91324P102 7,775 77,800 SH   DFND 4,6 77,800 0 0
UNITEDHEALTH GROUP INC COM 91324P102 6,043 60,474 SH   DFND 4,6 60,474 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,519 15,200 SH   DFND 4,6 15,200 0 0
UNITEDHEALTH GROUP INC COM 91324P102 670 6,700 SH   DFND 4,6 6,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 590 5,900 SH   DFND 4,6 5,900 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 210 2,100 SH   DFND 4,6 2,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 150 1,500 SH   DFND 4,6 1,500 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 510 5,100 SH   DFND 4,5,11,12 5,100 0 0
UNIVERSAL HEALTH RLTY INCM TR SH BEN INT 91359E105 96 1,900 SH   DFND 4,5,11,12 1,900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 2,827 25,247 SH   DFND 4,5 25,247 0 0
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UNUM GROUP COM 91529Y106 2,322 69,868 SH   DFND 4,5 69,868 0 0
UNUM GROUP COM 91529Y106 855 25,732 SH   DFND 4,5 25,732 0 0
UNUM GROUP COM 91529Y106 2,379 71,600 SH   DFND 4,6 71,600 0 0
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URBAN OUTFITTERS INC COM 917047102 817 23,087 SH   DFND 4,5 23,087 0 0
URBAN OUTFITTERS INC COM 917047102 290 8,205 SH   DFND 4,5 8,205 0 0
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URBAN OUTFITTERS INC COM 917047102 25 700 SH   DFND 4,5,11,12 700 0 0
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V F CORP COM 918204108 50,489 685,616 SH   DFND 4,5 685,616 0 0
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V F CORP COM 918204108 3,292 44,704 SH   DFND 1,2 44,704 0 0
V F CORP COM 918204108 18 250 SH   DFND   250 0 0
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V F CORP COM 918204108 371 5,044 SH   DFND 4,5,11,12 5,044 0 0
V F CORP COM 918204108 147 2,000 SH   DFND 4,5,11,12 2,000 0 0
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VALE S A ADR 91912E105 167 20,010 SH   DFND 4,5 20,010 0 0
VALE S A ADR REPSTG PFD 91912E204 1,784 240,800 SH   DFND 4,5 240,800 0 0
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VALE S A ADR 91912E105 21,481 2,575,663 SH   DFND 1,3 2,575,663 0 0
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VALERO ENERGY CORP NEW COM 91913Y100 20,016 423,089 SH   DFND 4,5 423,089 0 0
VALERO ENERGY CORP NEW COM 91913Y100 2,829 59,795 SH   DFND 4,5 59,795 0 0
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VALERO ENERGY CORP NEW COM 91913Y100 161 3,400 SH   DFND 4,5,11,12 3,400 0 0
VALLEY NATL BANCORP COM 919794107 399 42,932 SH   DFND 4,5 42,932 0 0
VANDA PHARMACEUTICALS INC COM 921659108 2,960 212,184 SH   DFND 4,5,7 212,184 0 0
VANTIV INC CL A 92210H105 366 10,900 SH   DFND 4,5 10,900 0 0
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VARIAN MED SYS INC COM 92220P105 61 700 SH   DFND 4,5,11,12 700 0 0
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VECTOR GROUP LTD SR CV NT 1.75%20 92240MBC1 2,779 2,634,000 PRN   DFND 4,5,7 0 0 2,634,000
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VENTAS INC COM 92276F100 115 1,500 SH   DFND 4,6 1,500 0 0
VENTAS INC COM 92276F100 2,160 28,260 SH   DFND 4,5,11,12 28,260 0 0
VENTAS INC COM 92276F100 138 1,800 SH   DFND 4,5,11,12 1,800 0 0
VERIFONE SYS INC COM 92342Y109 949 25,735 SH   DFND 4,5 25,735 0 0
VERIFONE SYS INC COM 92342Y109 50 1,345 SH   DFND   1,345 0 0
VERINT SYS INC SR EQTY CV LKD21 92343XAA8 3,253 3,000,000 PRN   DFND 4,5 0 0 3,000,000
VERINT SYS INC SR EQTY CV LKD21 92343XAA8 361 333,000 PRN   DFND 4,5,7 0 0 333,000
VERINT SYS INC COM 92343X100 889 15,730 SH   DFND 1,3 15,730 0 0
VERISIGN INC COM 92343E102 2,547 45,783 SH   DFND 4,5 45,783 0 0
VERISIGN INC COM 92343E102 983 17,673 SH   DFND 4,5 17,673 0 0
VERISIGN INC COM 92343E102 26 474 SH   DFND 4,5,7 474 0 0
VERISIGN INC COM 92343E102 1,246 22,400 SH   DFND 4,6 22,400 0 0
VERISIGN INC COM 92343E102 479 8,600 SH   DFND 4,6 8,600 0 0
VERISIGN INC COM 92343E102 45 800 SH   DFND 4,6 800 0 0
VERISIGN INC COM 92343E102 89 1,595 SH   DFND 4,8 1,595 0 0
VERISIGN INC COM 92343E102 238 4,285 SH   DFND 4,5,11,12 4,285 0 0
VERISIGN INC COM 92343E102 56 1,000 SH   DFND 4,5,11,12 1,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 4,839 76,862 SH   DFND 4,5 76,862 0 0
VERISK ANALYTICS INC CL A 92345Y106 991 15,741 SH   DFND 4,5 15,741 0 0
VERISK ANALYTICS INC CL A 92345Y106 3,236 51,400 SH   DFND 4,6 51,400 0 0
VERISK ANALYTICS INC CL A 92345Y106 1,152 18,300 SH   DFND 4,6 18,300 0 0
VERISK ANALYTICS INC CL A 92345Y106 378 6,000 SH   DFND 4,6 6,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 365 5,800 SH   DFND 4,6 5,800 0 0
VERISK ANALYTICS INC CL A 92345Y106 63 1,000 SH   DFND 4,6 1,000 0 0
VERISK ANALYTICS INC CL A 92345Y106 249 3,960 SH   DFND 4,5,11,12 3,960 0 0
VERISK ANALYTICS INC CL A 92345Y106 50 800 SH   DFND 4,5,11,12 800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 83,955 1,817,595 SH   DFND 4,5 1,817,595 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 20,762 449,485 SH   DFND 4,5 449,485 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,099 23,800 SH   DFND 4,5,7 23,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,018 43,680 SH   DFND 1,3 43,680 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,678 79,630 SH   DFND 1,2 79,630 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 191 4,132 SH   DFND 1,2 4,132 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 64 1,380 SH   DFND   1,380 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,326 201,902 SH   DFND 4,6 201,902 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,780 125,137 SH   DFND 4,6 125,137 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,767 59,900 SH   DFND 4,6 59,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,384 29,960 SH   DFND 4,6 29,960 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 917 19,847 SH   DFND 4,6 19,847 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 642 13,900 SH   DFND 4,6 13,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 628 13,602 SH   DFND 4,6 13,602 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 420 9,100 SH   DFND 4,6 9,100 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,221 26,425 SH   DFND 4,5 26,425 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,491 32,280 SH   DFND 4,8 32,280 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 428 9,271 SH   DFND 4,8 9,271 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 153 3,305 SH   DFND 4,8 3,305 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 71 1,527 SH   DFND 4,8 1,527 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 54,354 1,176,753 SH   DFND 4,5,11,12 1,176,753 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,844 83,225 SH   DFND 4,5,11,12 83,225 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 4 82 SH   DFND   82 0 0
VERMILION ENERGY INC COM 923725105 244 5,600 SH   DFND 4,5 5,600 0 0
VERMILION ENERGY INC COM 923725105 221 5,073 SH   DFND 4,5 5,073 0 0
VERMILION ENERGY INC COM 923725105 26 600 SH   DFND 4,5,11,12 600 0 0
VERSO PAPER CORP COM 92531L108 798 236,905 SH   DFND 4,5,7 236,905 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,803 23,232 SH   DFND 4,5 23,232 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,050 16,988 SH   DFND 4,5 16,988 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 117 966 SH   DFND 4,8 966 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 506 4,190 SH   DFND 4,5,11,12 4,190 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 157 1,300 SH   DFND 4,5,11,12 1,300 0 0
VIACOM INC NEW CL B 92553P201 4,204 58,957 SH   DFND 4,5 58,957 0 0
VIACOM INC NEW CL B 92553P201 2,508 35,173 SH   DFND 4,5 35,173 0 0
VIACOM INC NEW CL B 92553P201 24 340 SH   DFND 4,5,7 340 0 0
VIACOM INC NEW CL B 92553P201 2,139 30,000 SH   DFND 4,6 30,000 0 0
VIACOM INC NEW CL B 92553P201 492 6,900 SH   DFND 4,6 6,900 0 0
VIACOM INC NEW CL B 92553P201 114 1,600 SH   DFND 4,6 1,600 0 0
VIACOM INC NEW CL B 92553P201 93 1,300 SH   DFND 4,6 1,300 0 0
VIACOM INC NEW CL B 92553P201 24 330 SH   DFND 4,8 330 0 0
VIACOM INC NEW CL B 92553P201 312 4,369 SH   DFND 4,5,11,12 4,369 0 0
VIACOM INC NEW CL B 92553P201 171 2,400 SH   DFND 4,5,11,12 2,400 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 177 8,000 SH   DFND 4,6 8,000 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 73 3,300 SH   DFND 4,6 3,300 0 0
VIPSHOP HLDGS LTD SR CONV NT1.5%19 92763WAA1 2,663 2,072,000 PRN   DFND 4,5,7 0 0 2,072,000
VIPSHOP HLDGS LTD SR CONV NT1.5%19 92763WAA1 1,157 900,000 PRN   DFND 4,5,7 0 0 900,000
VISA INC COM CL A 92826C839 31,159 119,407 SH   DFND 4,5 119,407 0 0
VISA INC COM CL A 92826C839 10,510 40,275 SH   DFND 4,5 40,275 0 0
VISA INC COM CL A 92826C839 1,550 5,940 SH   DFND 4,1 5,940 0 0
VISA INC COM CL A 92826C839 14,809 56,751 SH   DFND 1,3 56,751 0 0
VISA INC COM CL A 92826C839 8,437 32,332 SH   DFND 1,2 32,332 0 0
VISA INC COM CL A 92826C839 26 99 SH   DFND   99 0 0
VISA INC COM CL A 92826C839 7,198 27,585 SH   DFND 4,6 27,585 0 0
VISA INC COM CL A 92826C839 1,827 7,000 SH   DFND 4,6 7,000 0 0
VISA INC COM CL A 92826C839 900 3,450 SH   DFND 4,6 3,450 0 0
VISA INC COM CL A 92826C839 851 3,262 SH   DFND 4,6 3,262 0 0
VISA INC COM CL A 92826C839 496 1,900 SH   DFND 4,6 1,900 0 0
VISA INC COM CL A 92826C839 308 1,180 SH   DFND 4,6 1,180 0 0
VISA INC COM CL A 92826C839 106 406 SH   DFND 4,8 406 0 0
VISA INC COM CL A 92826C839 1,950 7,471 SH   DFND 4,5,11,12 7,471 0 0
VISA INC COM CL A 92826C839 705 2,700 SH   DFND 4,5,11,12 2,700 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,144 84,891 SH   DFND 4,5 84,891 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 556 41,250 SH   DFND 1,3 41,250 0 0
VISTEON CORP COM NEW 92839U206 855 8,200 SH   DFND 1,3 8,200 0 0
VITESSE SEMICONDUCTOR CORP COM NEW 928497304 0 1 SH   DFND 1,3 1 0 0
VIVINT SOLAR INC COM 92854Q106 21 2,600 SH   DFND 4,5,7 2,600 0 0
VMWARE INC CL A COM 928563402 1,626 20,616 SH   DFND 4,5 20,616 0 0
VMWARE INC CL A COM 928563402 753 9,546 SH   DFND 4,5 9,546 0 0
VMWARE INC CL A COM 928563402 857 10,875 SH   DFND 4,1 10,875 0 0
VMWARE INC CL A COM 928563402 467 5,928 SH   DFND 4,8 5,928 0 0
VMWARE INC CL A COM 928563402 206 2,611 SH   DFND 4,5,11,12 2,611 0 0
VMWARE INC CL A COM 928563402 39 500 SH   DFND 4,5,11,12 500 0 0
VOLCANO CORPORATION COM 928645100 2,866 159,663 SH   DFND 4,5,7 159,663 0 0
VOLCANO CORPORATION COM 928645100 152 8,470 SH   DFND 4,5,7 8,470 0 0
VORNADO RLTY TR SH BEN INT 929042109 6,311 51,233 SH   DFND 4,5 51,233 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,601 12,994 SH   DFND 4,5 12,994 0 0
VORNADO RLTY TR SH BEN INT 929042109 400 3,243 SH   DFND 4,6 3,243 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,909 15,495 SH   DFND 4,5,11,12 15,495 0 0
VORNADO RLTY TR SH BEN INT 929042109 86 700 SH   DFND 4,5,11,12 700 0 0
VOYA FINL INC COM 929089100 20,163 499,581 SH   DFND 4,5 499,581 0 0
VOYA FINL INC COM 929089100 963 23,852 SH   DFND 4,5 23,852 0 0
VOYA FINL INC COM 929089100 323 8,000 SH   DFND 4,6 8,000 0 0
VOYA FINL INC COM 929089100 44 1,100 SH   DFND 4,5,11,12 1,100 0 0
VULCAN MATLS CO COM 929160109 791 11,951 SH   DFND 4,5 11,951 0 0
VULCAN MATLS CO COM 929160109 725 10,957 SH   DFND 4,5 10,957 0 0
VULCAN MATLS CO COM 929160109 200 3,014 SH   DFND 4,5,11,12 3,014 0 0
VULCAN MATLS CO COM 929160109 53 800 SH   DFND 4,5,11,12 800 0 0
W P CAREY INC COM 92936U109 1,533 21,400 SH   DFND 4,5 21,400 0 0
W P CAREY INC COM 92936U109 559 7,800 SH   DFND 4,5,11,12 7,800 0 0
WABASH NATL CORP COM 929566107 3,357 285,253 SH   DFND 4,5,7 285,253 0 0
WABTEC CORP COM 929740108 3,895 45,900 SH   DFND 4,5 45,900 0 0
WABTEC CORP COM 929740108 3,660 43,132 SH   DFND 4,5 43,132 0 0
WABTEC CORP COM 929740108 917 10,810 SH   DFND 1,3 10,810 0 0
WABTEC CORP COM 929740108 42 500 SH   DFND 4,5,11,12 500 0 0
WADDELL & REED FINL INC CL A 930059100 2,041 43,259 SH   DFND 4,5 43,259 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 28,770 375,583 SH   DFND 4,5 375,583 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,694 74,331 SH   DFND 4,5 74,331 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 29,506 385,192 SH   DFND 4,5,7 385,192 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 22,198 289,792 SH   DFND 4,5,7 289,792 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,707 48,400 SH   DFND 4,6 48,400 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,064 40,000 SH   DFND 4,6 40,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,363 17,800 SH   DFND 4,6 17,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 153 2,000 SH   DFND 4,6 2,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 138 1,800 SH   DFND 4,6 1,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 242 3,158 SH   DFND 4,8 3,158 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 835 10,900 SH   DFND 4,5,11,12 10,900 0 0
WAL-MART STORES INC COM 931142103 60,210 679,575 SH   DFND 4,5 679,575 0 0
WAL-MART STORES INC COM 931142103 44,941 507,236 SH   DFND 4,5 507,236 0 0
WAL-MART STORES INC COM 931142103 2,473 27,910 SH   DFND 1,3 27,910 0 0
WAL-MART STORES INC COM 931142103 7,245 81,777 SH   DFND 1,2 81,777 0 0
WAL-MART STORES INC COM 931142103 53 600 SH   DFND 1 600 0 0
WAL-MART STORES INC COM 931142103 7,941 89,633 SH   DFND 4,6 89,633 0 0
WAL-MART STORES INC COM 931142103 6,450 72,800 SH   DFND 4,6 72,800 0 0
WAL-MART STORES INC COM 931142103 2,321 26,200 SH   DFND 4,6 26,200 0 0
WAL-MART STORES INC COM 931142103 844 9,531 SH   DFND 4,6 9,531 0 0
WAL-MART STORES INC COM 931142103 292 3,300 SH   DFND 4,6 3,300 0 0
WAL-MART STORES INC COM 931142103 708 7,991 SH   DFND 4,8 7,991 0 0
WAL-MART STORES INC COM 931142103 361 4,077 SH   DFND 4,8 4,077 0 0
WAL-MART STORES INC COM 931142103 112 1,259 SH   DFND 4,8 1,259 0 0
WAL-MART STORES INC COM 931142103 41,351 466,710 SH   DFND 4,5,11,12 466,710 0 0
WAL-MART STORES INC COM 931142103 2,868 32,374 SH   DFND 4,5,11,12 32,374 0 0
WALTER ENERGY INC COM 93317Q105 1,357 1,060,000 SH   DFND 1,2 1,060,000 0 0
WASHINGTON PRIME GROUP INC COM 939647103 740 41,094 SH   DFND 4,5 41,094 0 0
WASHINGTON PRIME GROUP INC COM 939647103 190 10,570 SH   DFND 4,5,11,12 10,570 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 419 14,800 SH   DFND 4,5 14,800 0 0
WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 150 5,300 SH   DFND 4,5,11,12 5,300 0 0
WASTE MGMT INC DEL COM 94106L109 10,630 207,165 SH   DFND 4,5 207,165 0 0
WASTE MGMT INC DEL COM 94106L109 3,877 75,560 SH   DFND 4,5 75,560 0 0
WASTE MGMT INC DEL COM 94106L109 2,935 57,200 SH   DFND 4,6 57,200 0 0
WASTE MGMT INC DEL COM 94106L109 575 11,200 SH   DFND 4,6 11,200 0 0
WASTE MGMT INC DEL COM 94106L109 92 1,800 SH   DFND 4,6 1,800 0 0
WASTE MGMT INC DEL COM 94106L109 364 7,085 SH   DFND 4,5,11,12 7,085 0 0
WASTE MGMT INC DEL COM 94106L109 103 2,000 SH   DFND 4,5,11,12 2,000 0 0
WATERS CORP COM 941848103 1,035 8,925 SH   DFND 4,5 8,925 0 0
WATERS CORP COM 941848103 787 6,790 SH   DFND 4,5 6,790 0 0
WATERS CORP COM 941848103 268 2,308 SH   DFND 4,5,11,12 2,308 0 0
WATERS CORP COM 941848103 58 500 SH   DFND 4,5,11,12 500 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 633 10,600 SH   DFND 4,5 10,600 0 0
WAUSAU PAPER CORP COM 943315101 803 79,192 SH   DFND 4,5,7 79,192 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 816 76,229 SH   DFND 4,5 76,229 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 698 65,157 SH   DFND 4,5 65,157 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 98 9,135 SH   DFND 4,5,11,12 9,135 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 49 4,600 SH   DFND 4,5,11,12 4,600 0 0
WEBMD HEALTH CORP CONV NT 1.5%20 94770VAK8 98 100,000 PRN   DFND 4,5 0 0 100,000
WEBMD HEALTH CORP CONV NT 1.5%20 94770VAK8 2,962 3,022,000 PRN   DFND 4,5,7 0 0 3,022,000
WEBMD HEALTH CORP CONV NT 1.5%20 94770VAK8 583 595,000 PRN   DFND 4,5,7 0 0 595,000
WEINGARTEN RLTY INVS SH BEN INT 948741103 1,164 31,992 SH   DFND 4,5 31,992 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 313 8,600 SH   DFND 4,5,11,12 8,600 0 0
WELLS FARGO & CO NEW COM 949746101 98,540 1,880,531 SH   DFND 4,5 1,880,531 0 0
WELLS FARGO & CO NEW COM 949746101 34,460 657,631 SH   DFND 4,5 657,631 0 0
WELLS FARGO & CO NEW COM 949746101 5,893 112,455 SH   DFND 1,3 112,455 0 0
WELLS FARGO & CO NEW COM 949746101 12,162 232,100 SH   DFND 1,2 232,100 0 0
WELLS FARGO & CO NEW COM 949746101 947 18,068 SH   DFND   18,068 0 0
WELLS FARGO & CO NEW COM 949746101 252 4,800 SH   DFND 1 4,800 0 0
WELLS FARGO & CO NEW COM 949746101 11,403 217,620 SH   DFND 4,6 217,620 0 0
WELLS FARGO & CO NEW COM 949746101 7,333 139,951 SH   DFND 4,6 139,951 0 0
WELLS FARGO & CO NEW COM 949746101 3,935 75,100 SH   DFND 4,6 75,100 0 0
WELLS FARGO & CO NEW COM 949746101 1,724 32,900 SH   DFND 4,6 32,900 0 0
WELLS FARGO & CO NEW COM 949746101 1,467 28,000 SH   DFND 4,6 28,000 0 0
WELLS FARGO & CO NEW COM 949746101 1,100 21,000 SH   DFND 4,6 21,000 0 0
WELLS FARGO & CO NEW COM 949746101 964 18,400 SH   DFND 4,6 18,400 0 0
WELLS FARGO & CO NEW COM 949746101 524 10,000 SH   DFND 4,6 10,000 0 0
WELLS FARGO & CO NEW COM 949746101 498 9,500 SH   DFND 4,6 9,500 0 0
WELLS FARGO & CO NEW COM 949746101 1,326 25,300 SH   DFND 4,5 25,300 0 0
WELLS FARGO & CO NEW COM 949746101 532 10,160 SH   DFND 4,8 10,160 0 0
WELLS FARGO & CO NEW COM 949746101 357 6,814 SH   DFND 4,8 6,814 0 0
WELLS FARGO & CO NEW COM 949746101 41,244 787,090 SH   DFND 4,5,11,12 787,090 0 0
WELLS FARGO & CO NEW COM 949746101 4,430 84,533 SH   DFND 4,5,11,12 84,533 0 0
WESCO AIRCRAFT HLDGS INC COM 950814103 1,987 149,997 SH   DFND 4,5,7 149,997 0 0
WESCO INTL INC COM 95082P105 369 5,119 SH   DFND 4,5 5,119 0 0
WESCO INTL INC COM 95082P105 369 5,119 SH   DFND 4,1 5,119 0 0
WESTAR ENERGY INC COM 95709T100 3,488 84,255 SH   DFND 4,5 84,255 0 0
WESTERN DIGITAL CORP COM 958102105 19,371 179,126 SH   DFND 4,5 179,126 0 0
WESTERN DIGITAL CORP COM 958102105 2,584 23,895 SH   DFND 4,5 23,895 0 0
WESTERN DIGITAL CORP COM 958102105 7,775 71,900 SH   DFND 4,6 71,900 0 0
WESTERN DIGITAL CORP COM 958102105 1,525 14,100 SH   DFND 4,6 14,100 0 0
WESTERN DIGITAL CORP COM 958102105 757 7,000 SH   DFND 4,6 7,000 0 0
WESTERN DIGITAL CORP COM 958102105 222 2,050 SH   DFND 4,6 2,050 0 0
WESTERN DIGITAL CORP COM 958102105 132 1,222 SH   DFND 4,8 1,222 0 0
WESTERN DIGITAL CORP COM 958102105 378 3,500 SH   DFND 4,5,11,12 3,500 0 0
WESTERN DIGITAL CORP COM 958102105 108 1,000 SH   DFND 4,5,11,12 1,000 0 0
WESTERN REFNG INC COM 959319104 1,551 42,805 SH   DFND 4,5 42,805 0 0
WESTERN UN CO COM 959802109 9,349 532,423 SH   DFND 4,5 532,423 0 0
WESTERN UN CO COM 959802109 1,075 61,218 SH   DFND 4,5 61,218 0 0
WESTERN UN CO COM 959802109 2,107 120,008 SH   DFND 4,6 120,008 0 0
WESTERN UN CO COM 959802109 1,800 102,500 SH   DFND 4,6 102,500 0 0
WESTERN UN CO COM 959802109 483 27,500 SH   DFND 4,6 27,500 0 0
WESTERN UN CO COM 959802109 274 15,600 SH   DFND 4,6 15,600 0 0
WESTERN UN CO COM 959802109 49 2,800 SH   DFND 4,6 2,800 0 0
WESTERN UN CO COM 959802109 67 3,800 SH   DFND 4,5,11,12 3,800 0 0
WESTERN UN CO COM 959802109 27 1,511 SH   DFND 4,5,11,12 1,511 0 0
WESTLAKE CHEM CORP COM 960413102 326 5,600 SH   DFND 4,5 5,600 0 0
WESTLAKE CHEM CORP COM 960413102 263 4,521 SH   DFND 4,5 4,521 0 0
WESTLAKE CHEM CORP COM 960413102 125 2,150 SH   DFND 4,8 2,150 0 0
WEYERHAEUSER CO COM 962166104 10,617 293,438 SH   DFND 4,5 293,438 0 0
WEYERHAEUSER CO COM 962166104 1,768 48,865 SH   DFND 4,5 48,865 0 0
WEYERHAEUSER CO COM 962166104 60 1,659 SH   DFND 4,8 1,659 0 0
WEYERHAEUSER CO COM 962166104 300 8,298 SH   DFND 4,5,11,12 8,298 0 0
WEYERHAEUSER CO COM 962166104 116 3,200 SH   DFND 4,5,11,12 3,200 0 0
WGL HLDGS INC COM 92924F106 759 14,030 SH   DFND 4,5 14,030 0 0
WHIRLPOOL CORP COM 963320106 13,633 71,051 SH   DFND 4,5 71,051 0 0
WHIRLPOOL CORP COM 963320106 1,461 7,614 SH   DFND 4,5 7,614 0 0
WHIRLPOOL CORP COM 963320106 4,394 22,900 SH   DFND 4,6 22,900 0 0
WHIRLPOOL CORP COM 963320106 645 3,361 SH   DFND 4,5,11,12 3,361 0 0
WHIRLPOOL CORP COM 963320106 96 500 SH   DFND 4,5,11,12 500 0 0
WHITESTONE REIT COM 966084204 25 1,600 SH   DFND 4,5,11,12 1,600 0 0
WHITEWAVE FOODS CO COM 966244105 1,637 47,285 SH   DFND 4,5 47,285 0 0
WHITEWAVE FOODS CO COM 966244105 2,724 78,658 SH   DFND 4,5,7 78,658 0 0
WHITEWAVE FOODS CO COM 966244105 1,487 42,940 SH   DFND 4,5,7 42,940 0 0
WHITEWAVE FOODS CO COM 966244105 692 19,990 SH   DFND 1,3 19,990 0 0
WHITING PETE CORP NEW COM 966387102 5,199 177,008 SH   DFND 4,5 177,008 0 0
WHITING PETE CORP NEW COM 966387102 788 26,846 SH   DFND 4,5 26,846 0 0
WHITING PETE CORP NEW COM 966387102 11,348 386,389 SH   DFND 4,5,7 386,389 0 0
WHITING PETE CORP NEW COM 966387102 118 4,023 SH   DFND 4,6 4,023 0 0
WHITING PETE CORP NEW COM 966387102 70 2,396 SH   DFND 4,5,11,12 2,396 0 0
WHITING PETE CORP NEW COM 966387102 21 700 SH   DFND 4,5,11,12 700 0 0
WHOLE FOODS MKT INC COM 966837106 7,800 155,476 SH   DFND 4,5 155,476 0 0
WHOLE FOODS MKT INC COM 966837106 6,317 125,905 SH   DFND 4,5 125,905 0 0
WHOLE FOODS MKT INC COM 966837106 32 630 SH   DFND 4,8 630 0 0
WHOLE FOODS MKT INC COM 966837106 4,877 97,200 SH   DFND 4,5,11,12 97,200 0 0
WHOLE FOODS MKT INC COM 966837106 433 8,640 SH   DFND 4,5,11,12 8,640 0 0
WILEY JOHN & SONS INC CL A 968223206 540 9,444 SH   DFND 4,5 9,444 0 0
WILLIAMS COS INC DEL COM 969457100 2,638 61,911 SH   DFND 4,5 61,911 0 0
WILLIAMS COS INC DEL COM 969457100 1,821 42,725 SH   DFND 4,5 42,725 0 0
WILLIAMS COS INC DEL COM 969457100 261 6,136 SH   DFND 4,6 6,136 0 0
WILLIAMS COS INC DEL COM 969457100 360 8,460 SH   DFND 4,5,11,12 8,460 0 0
WILLIAMS COS INC DEL COM 969457100 153 3,600 SH   DFND 4,5,11,12 3,600 0 0
WILLIAMS SONOMA INC COM 969904101 635 8,260 SH   DFND 4,5 8,260 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 1,465 32,823 SH   DFND 4,5 32,823 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 529 11,853 SH   DFND 4,5 11,853 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 104 2,324 SH   DFND 4,5,11,12 2,324 0 0
WILLIS GROUP HOLDINGS PUBLIC L SHS G96666105 49 1,100 SH   DFND 4,5,11,12 1,100 0 0
WINDSTREAM HLDGS INC COM 97382A101 701 86,632 SH   DFND 4,5 86,632 0 0
WINDSTREAM HLDGS INC COM 97382A101 433 53,527 SH   DFND 4,5 53,527 0 0
WINDSTREAM HLDGS INC COM 97382A101 55 6,737 SH   DFND 4,8 6,737 0 0
WINDSTREAM HLDGS INC COM 97382A101 106 13,162 SH   DFND 4,5,11,12 13,162 0 0
WINDSTREAM HLDGS INC COM 97382A101 30 3,700 SH   DFND 4,5,11,12 3,700 0 0
WINTRUST FINL CORP COM 97650W108 782 17,470 SH   DFND 1,3 17,470 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 112 10,071 SH   DFND 4,5 10,071 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,387 124,300 SH   DFND 4,6 124,300 0 0
WISCONSIN ENERGY CORP COM 976657106 9,224 172,954 SH   DFND 4,5 172,954 0 0
WISCONSIN ENERGY CORP COM 976657106 4,954 92,891 SH   DFND 4,5 92,891 0 0
WISCONSIN ENERGY CORP COM 976657106 395 7,400 SH   DFND 4,6 7,400 0 0
WISCONSIN ENERGY CORP COM 976657106 151 2,827 SH   DFND 4,8 2,827 0 0
WISCONSIN ENERGY CORP COM 976657106 322 6,030 SH   DFND 4,5,11,12 6,030 0 0
WISCONSIN ENERGY CORP COM 976657106 80 1,500 SH   DFND 4,5,11,12 1,500 0 0
WNS HOLDINGS LTD SPON ADR 92932M101 406 20,300 SH   DFND 4,6 20,300 0 0
WOODWARD INC COM 980745103 1,694 35,558 SH   DFND 4,5 35,558 0 0
WORKDAY INC SR CV NT 0.75%18 98138HAC5 135 116,000 PRN   DFND 4,5,7 0 0 116,000
WORKDAY INC CL A 98138H101 709 8,936 SH   DFND 4,5 8,936 0 0
WORKDAY INC CL A 98138H101 690 8,700 SH   DFND 4,5 8,700 0 0
WORKDAY INC CL A 98138H101 48 600 SH   DFND 4,5,11,12 600 0 0
WORKDAY INC CL A 98138H101 40 500 SH   DFND 4,5,11,12 500 0 0
WORTHINGTON INDS INC COM 981811102 1,152 43,081 SH   DFND 4,5 43,081 0 0
WPX ENERGY INC COM 98212B103 63 5,807 SH   DFND 4,5 5,807 0 0
WPX ENERGY INC COM 98212B103 171 15,800 SH   DFND 4,5,7 15,800 0 0
WRIGHT MED GROUP INC COM 98235T107 1,512 55,614 SH   DFND 4,5,7 55,614 0 0
WRIGHT MED GROUP INC COM 98235T107 80 2,951 SH   DFND 4,5,7 2,951 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 113 3,300 SH   DFND 4,6 3,300 0 0
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 68 2,000 SH   DFND 4,6 2,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,411 16,714 SH   DFND 4,5 16,714 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 948 11,236 SH   DFND 4,5 11,236 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,897 22,474 SH   DFND 4,5,7 22,474 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 27 323 SH   DFND 4,5,7 323 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 17 200 SH   DFND   200 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 47 560 SH   DFND 4,8 560 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 135 1,600 SH   DFND 4,5,11,12 1,600 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 76 900 SH   DFND 4,5,11,12 900 0 0
WYNN RESORTS LTD COM 983134107 1,643 11,292 SH   DFND 4,5 11,292 0 0
WYNN RESORTS LTD COM 983134107 892 6,135 SH   DFND 4,5 6,135 0 0
WYNN RESORTS LTD COM 983134107 1,033 7,100 SH   DFND 4,6 7,100 0 0
WYNN RESORTS LTD COM 983134107 582 4,000 SH   DFND 4,6 4,000 0 0
WYNN RESORTS LTD COM 983134107 276 1,900 SH   DFND 4,6 1,900 0 0
WYNN RESORTS LTD COM 983134107 87 600 SH   DFND 4,6 600 0 0
WYNN RESORTS LTD COM 983134107 291 2,000 SH   DFND 4,5,11,12 2,000 0 0
WYNN RESORTS LTD COM 983134107 73 500 SH   DFND 4,5,11,12 500 0 0
XCEL ENERGY INC COM 98389B100 3,615 99,842 SH   DFND 4,5 99,842 0 0
XCEL ENERGY INC COM 98389B100 2,121 58,565 SH   DFND 4,5 58,565 0 0
XCEL ENERGY INC COM 98389B100 374 10,332 SH   DFND 4,8 10,332 0 0
XCEL ENERGY INC COM 98389B100 40,751 1,125,400 SH   DFND 4,5,11,12 1,125,400 0 0
XCEL ENERGY INC COM 98389B100 1,146 31,642 SH   DFND 4,5,11,12 31,642 0 0
XEROX CORP COM 984121103 1,542 114,717 SH   DFND 4,5 114,717 0 0
XEROX CORP COM 984121103 1,206 89,751 SH   DFND 4,5 89,751 0 0
XEROX CORP COM 984121103 27 1,975 SH   DFND 4,5,7 1,975 0 0
XEROX CORP COM 984121103 2,782 207,000 SH   DFND 4,6 207,000 0 0
XEROX CORP COM 984121103 781 58,100 SH   DFND 4,6 58,100 0 0
XEROX CORP COM 984121103 113 8,400 SH   DFND 4,6 8,400 0 0
XEROX CORP COM 984121103 86 6,407 SH   DFND 4,8 6,407 0 0
XEROX CORP COM 984121103 2,430 180,800 SH   DFND 4,5,11,12 180,800 0 0
XEROX CORP COM 984121103 263 19,561 SH   DFND 4,5,11,12 19,561 0 0
XILINX INC COM 983919101 2,658 63,000 SH Call DFND 4,5 0 0 0
XILINX INC COM 983919101 2,025 48,000 SH Call DFND 4,5 0 0 0
XILINX INC COM 983919101 970 23,000 SH Call DFND 4,5 0 0 0
XILINX INC COM 983919101 380 9,000 SH Call DFND 4,5 0 0 0
XILINX INC SR NT CV2.625%17 983919AF8 11,265 7,647,000 PRN   DFND 4,5 0 0 7,647,000
XILINX INC COM 983919101 1,732 41,047 SH   DFND 4,5 41,047 0 0
XILINX INC COM 983919101 995 23,591 SH   DFND 4,5 23,591 0 0
XILINX INC COM 983919101 68 1,600 SH   DFND 4,5,11,12 1,600 0 0
XILINX INC COM 983919101 42 1,000 SH   DFND 4,5,11,12 1,000 0 0
XL GROUP PLC SHS G98290102 924 26,521 SH   DFND 4,5 26,521 0 0
XL GROUP PLC SHS G98290102 662 19,004 SH   DFND 4,5 19,004 0 0
XL GROUP PLC SHS G98290102 27 788 SH   DFND 4,5,7 788 0 0
XL GROUP PLC SHS G98290102 80 2,302 SH   DFND 4,5,11,12 2,302 0 0
XL GROUP PLC SHS G98290102 66 1,900 SH   DFND 4,5,11,12 1,900 0 0
XPLORE TECHNOLOGIES CORP COM PAR $0.001 983950700 0 2 SH   DFND 1,3 2 0 0
XYLEM INC COM 98419M100 8,460 236,434 SH   DFND 4,5 236,434 0 0
XYLEM INC COM 98419M100 3,541 98,972 SH   DFND 4,5 98,972 0 0
XYLEM INC COM 98419M100 210 5,875 SH   DFND 4,5,11,12 5,875 0 0
XYLEM INC COM 98419M100 39 1,100 SH   DFND 4,5,11,12 1,100 0 0
YAHOO INC SR CV ZERO NT 18 984332AF3 9,825 8,812,000 PRN   DFND 4,5 0 0 8,812,000
YAHOO INC SR CV ZERO NT 18 984332AF3 3,603 3,231,000 PRN   DFND 4,5,7 0 0 3,231,000
YAHOO INC COM 984332106 4,621 95,103 SH   DFND 4,5 95,103 0 0
YAHOO INC COM 984332106 3,956 81,411 SH   DFND 4,5 81,411 0 0
YAHOO INC COM 984332106 31 641 SH   DFND 4,5,7 641 0 0
YAHOO INC COM 984332106 4,057 83,500 SH   DFND 4,6 83,500 0 0
YAHOO INC COM 984332106 3,508 72,200 SH   DFND 4,6 72,200 0 0
YAHOO INC COM 984332106 855 17,600 SH   DFND 4,6 17,600 0 0
YAHOO INC COM 984332106 119 2,450 SH   DFND 4,6 2,450 0 0
YAHOO INC COM 984332106 677 13,929 SH   DFND 4,5,11,12 13,929 0 0
YAHOO INC COM 984332106 262 5,400 SH   DFND 4,5,11,12 5,400 0 0
YAMANA GOLD INC COM 98462Y100 22,128 5,110,465 SH   DFND 4,5 5,110,465 0 0
YAMANA GOLD INC COM 98462Y100 5,633 1,300,896 SH   DFND 4,5 1,300,896 0 0
YAMANA GOLD INC COM 98462Y100 18 4,100 SH   DFND 4,8 4,100 0 0
YAMANA GOLD INC COM 98462Y100 2,362 545,600 SH   DFND 4,5,11,12 545,600 0 0
YAMANA GOLD INC COM 98462Y100 127 29,381 SH   DFND 4,5,11,12 29,381 0 0
YANDEX N V SHS CLASS A N97284108 578 33,300 SH   DFND 4,5 33,300 0 0
YANDEX N V SHS CLASS A N97284108 137 7,881 SH   DFND 4,5 7,881 0 0
YANDEX N V SHS CLASS A N97284108 571 32,900 SH   DFND 4,6 32,900 0 0
YELP INC CL A 985817105 585 11,200 SH   DFND 4,5 11,200 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 0 2 SH   DFND 4,5 2 0 0
YUM BRANDS INC COM 988498101 5,209 72,018 SH   DFND 4,5 72,018 0 0
YUM BRANDS INC COM 988498101 2,355 32,555 SH   DFND 4,5 32,555 0 0
YUM BRANDS INC COM 988498101 2,611 36,093 SH   DFND 1,2 36,093 0 0
YUM BRANDS INC COM 988498101 893 12,346 SH   DFND   12,346 0 0
YUM BRANDS INC COM 988498101 29 405 SH   DFND 4,8 405 0 0
YUM BRANDS INC COM 988498101 4,583 63,360 SH   DFND 4,5,11,12 63,360 0 0
YUM BRANDS INC COM 988498101 461 6,379 SH   DFND 4,5,11,12 6,379 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 2,656 34,169 SH   DFND 4,5 34,169 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 326 4,200 SH   DFND 1,3 4,200 0 0
ZILLOW INC CL A 98954A107 1,106 10,872 SH   DFND 4,5 10,872 0 0
ZIMMER HLDGS INC COM 98956P102 4,726 39,822 SH   DFND 4,5 39,822 0 0
ZIMMER HLDGS INC COM 98956P102 2,963 24,967 SH   DFND 4,5 24,967 0 0
ZIMMER HLDGS INC COM 98956P102 404 3,400 SH   DFND 4,6 3,400 0 0
ZIMMER HLDGS INC COM 98956P102 225 1,900 SH   DFND 4,6 1,900 0 0
ZIMMER HLDGS INC COM 98956P102 211 1,775 SH   DFND 4,5,11,12 1,775 0 0
ZIMMER HLDGS INC COM 98956P102 131 1,100 SH   DFND 4,5,11,12 1,100 0 0
ZIONS BANCORPORATION COM 989701107 173 6,563 SH   DFND 4,5 6,563 0 0
ZIONS BANCORPORATION COM 989701107 82 3,100 SH   DFND 4,5 3,100 0 0
ZIONS BANCORPORATION COM 989701107 24 900 SH   DFND 4,5,7 900 0 0
ZIONS BANCORPORATION COM 989701107 2,115 80,000 SH   DFND 4,6 80,000 0 0
ZIONS BANCORPORATION COM 989701107 603 22,800 SH   DFND 4,6 22,800 0 0
ZIONS BANCORPORATION COM 989701107 571 21,600 SH   DFND 4,6 21,600 0 0
ZIONS BANCORPORATION COM 989701107 106 4,000 SH   DFND 4,6 4,000 0 0
ZOETIS INC CL A 98978V103 2,429 55,820 SH   DFND 4,5 55,820 0 0
ZOETIS INC CL A 98978V103 1,923 44,200 SH   DFND 4,5 44,200 0 0
ZOETIS INC CL A 98978V103 28 645 SH   DFND 4,8 645 0 0
ZOETIS INC CL A 98978V103 312 7,165 SH   DFND 4,5,11,12 7,165 0 0
ZOETIS INC CL A 98978V103 118 2,704 SH   DFND 4,5,11,12 2,704 0 0
ZYNGA INC CL A 98986T108 7,032 2,623,971 SH   DFND 4,5,7 2,623,971 0 0
ZYNGA INC CL A 98986T108 1,466 547,100 SH   DFND 4,5,7 547,100 0 0