SEC FORM 13-F Information Table

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:			3235-0006
Estimated average burden
hours per response:			23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1ST UNITED BANCORP INC FLA	COM	33740N105	0	3,283	SH		DFND	4,5,7,8	3,283	0	0
3M CO	COM	88579Y101	0	81,288	SH		DFND	4.5	81,288	0	0
3M CO	COM	88579Y101	0	359,136	SH		DFND	4.5	359,136	0	0
3M CO	COM	88579Y101	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
3M CO	COM	88579Y101	0	15,115	SH		DFND	4,5,14,15	15,115	0	0
3M CO	COM	88579Y101	0	1,000	SH		DFND	4.6	1,000	0	0
3M CO	COM	88579Y101	0	5,141	SH		DFND	4.6	5,141	0	0
3M CO	COM	88579Y101	0	5,900	SH		DFND	4.6	5,900	0	0
3M CO	COM	88579Y101	0	8,100	SH		DFND	4.6	8,100	0	0
3M CO	COM	88579Y101	0	8,800	SH		DFND	4.6	8,800	0	0
3M CO	COM	88579Y101	0	9,400	SH		DFND	4.6	9,400	0	0
3M CO	COM	88579Y101	0	36,921	SH		DFND	4.6	36,921	0	0
3M CO	COM	88579Y101	0	46	SH		DFND	1	46	0	0
3M CO	COM	88579Y101	0	102,650	SH		DFND	4.11	102,650	0	0
3M CO	COM	88579Y101	0	472,670	SH		DFND	4.11	472,670	0	0
AARONS INC	COM PAR $0.50	002535300	0	7,300	SH		DFND	4.12	7,300	0	0
ABBOTT LABS	COM	002824100	0	231,829	SH		DFND	4.5	231,829	0	0
ABBOTT LABS	COM	002824100	0	981,513	SH		DFND	4.5	981,513	0	0
ABBOTT LABS	COM	002824100	0	40,764	SH		DFND	4,5,14,15	40,764	0	0
ABBOTT LABS	COM	002824100	0	133,920	SH		DFND	4,5,14,15	133,920	0	0
ABBOTT LABS	COM	002824100	0	26,020	SH		DFND	4.13	26,020	0	0
ABBOTT LABS	COM	002824100	0	800	SH		DFND	4.6	800	0	0
ABBOTT LABS	COM	002824100	0	8,000	SH		DFND	4.6	8,000	0	0
ABBOTT LABS	COM	002824100	0	11,230	SH		DFND	4.6	11,230	0	0
ABBOTT LABS	COM	002824100	0	12,500	SH		DFND	4.6	12,500	0	0
ABBOTT LABS	COM	002824100	0	18,900	SH		DFND	4.6	18,900	0	0
ABBOTT LABS	COM	002824100	0	27,200	SH		DFND	4.6	27,200	0	0
ABBOTT LABS	COM	002824100	0	57,751	SH		DFND	4.6	57,751	0	0
ABBOTT LABS	COM	002824100	0	119,890	SH		DFND	1.3	119,890	0	0
ABBOTT LABS	COM	002824100	0	61	SH		DFND	1	61	0	0
ABBOTT LABS	COM	002824100	0	110,033	SH		DFND	1.2	110,033	0	0
ABBOTT LABS	COM	002824100	0	16,900	SH		DFND	4.12	16,900	0	0
ABBOTT LABS	COM	002824100	0	41,700	SH		DFND	4.12	41,700	0	0
ABBOTT LABS	COM	002824100	0	3,171	SH		DFND	4.11	3,171	0	0
ABBVIE INC	COM	00287Y109	0	179,175	SH		DFND	4.5	179,175	0	0
ABBVIE INC	COM	00287Y109	0	765,094	SH		DFND	4.5	765,094	0	0
ABBVIE INC	COM	00287Y109	0	7,600	SH		DFND	4,5,14,15	7,600	0	0
ABBVIE INC	COM	00287Y109	0	48,834	SH		DFND	4,5,14,15	48,834	0	0
ABBVIE INC	COM	00287Y109	0	1,900	SH		DFND	4.6	1,900	0	0
ABBVIE INC	COM	00287Y109	0	8,000	SH		DFND	4.6	8,000	0	0
ABBVIE INC	COM	00287Y109	0	14,000	SH		DFND	4.6	14,000	0	0
ABBVIE INC	COM	00287Y109	0	20,230	SH		DFND	4.6	20,230	0	0
ABBVIE INC	COM	00287Y109	0	61	SH		DFND	1	61	0	0
ABBVIE INC	COM	00287Y109	0	2,353	SH		DFND	4.11	2,353	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	0	1,024	SH		DFND	4.5	1,024	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	0	3,324	SH		DFND	4.5	3,324	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	0	31,800	SH		DFND	4.5	31,800	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	0	6,900	SH		DFND	4.12	6,900	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	0	9,000	SH		DFND	4.12	9,000	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	0	13,700	SH		DFND	4.11	13,700	0	0
ABM INDS INC	COM	000957100	0	4,300	SH		DFND	4.12	4,300	0	0
ACADIA RLTY TR	COM SH BEN INT	004239109	0	10,470	SH		DFND	4.5	10,470	0	0
ACADIA RLTY TR	COM SH BEN INT	004239109	0	6,615	SH		DFND	4,5,14,15	6,615	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	75,238	SH		DFND	4.5	75,238	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	355,193	SH		DFND	4.5	355,193	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	3,900	SH		DFND	4,5,14,15	3,900	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	14,177	SH		DFND	4,5,14,15	14,177	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	1,900	SH		DFND	4.6	1,900	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	6,550	SH		DFND	4.6	6,550	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	9,400	SH		DFND	4.6	9,400	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	10,000	SH		DFND	4.6	10,000	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	11,500	SH		DFND	4.6	11,500	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	13,400	SH		DFND	4.6	13,400	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	16,300	SH		DFND	4.6	16,300	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	34,900	SH		DFND	4.6	34,900	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	27,565	SH		DFND	1.3	27,565	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	11,350	SH		DFND	1	11,350	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	23,650	SH		DFND	1.2	23,650	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	3,338	SH		DFND	4.12	3,338	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	3,338	SH		DFND	4.12	3,338	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	14,100	SH		DFND	4.12	14,100	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	0	9,703	SH		DFND	4.11	9,703	0	0
ACE LTD	SHS	H0023R105	0	22,758	SH		DFND	4.5	22,758	0	0
ACE LTD	SHS	H0023R105	0	92,426	SH		DFND	4.5	92,426	0	0
ACE LTD	SHS	H0023R105	0	1,780	SH		DFND	4,5,7,8	1,780	0	0
ACE LTD	SHS	H0023R105	0	6,545	SH		DFND	4,5,14,15	6,545	0	0
ACE LTD	SHS	H0023R105	0	439,520	SH		DFND	4,5,14,15	439,520	0	0
ACE LTD	SHS	H0023R105	0	12,000	SH		DFND	4.13	12,000	0	0
ACE LTD	SHS	H0023R105	0	22,400	SH		DFND	4.6	22,400	0	0
ACE LTD	SHS	H0023R105	0	48,290	SH		DFND	1.3	48,290	0	0
ACE LTD	SHS	H0023R105	0	48,171	SH		DFND	1.2	48,171	0	0
ACE LTD	SHS	H0023R105	0	2,700	SH		DFND	4.12	2,700	0	0
ACE LTD	SHS	H0023R105	0	10,800	SH		DFND	4.12	10,800	0	0
ACI WORLDWIDE INC	COM	004498101	0	4,200	SH		DFND	4,5,7,8	4,200	0	0
ACTAVIS INC	COM	00507K103	0	7,157	SH		DFND	4.5	7,157	0	0
ACTAVIS INC	COM	00507K103	0	23,602	SH		DFND	4.5	23,602	0	0
ACTAVIS INC	COM	00507K103	0	9,134	SH		DFND	4,5,7,8	9,134	0	0
ACTAVIS INC	COM	00507K103	0	800	SH		DFND	4,5,14,15	800	0	0
ACTAVIS INC	COM	00507K103	0	3,079	SH		DFND	4,5,14,15	3,079	0	0
ACTAVIS INC	COM	00507K103	0	5,348	SH		DFND	4.13	5,348	0	0
ACTAVIS INC	COM	00507K103	0	9,390	SH		DFND	4.13	9,390	0	0
ACTAVIS INC	COM	00507K103	0	900	SH		DFND	4.6	900	0	0
ACTAVIS INC	COM	00507K103	0	2,000	SH		DFND	4.6	2,000	0	0
ACTAVIS INC	COM	00507K103	0	5,500	SH		DFND	4.6	5,500	0	0
ACTAVIS INC	COM	00507K103	0	7,900	SH		DFND	4.6	7,900	0	0
ACTAVIS INC	COM	00507K103	0	5,501	SH		DFND	1.3	5,501	0	0
ACTAVIS INC	COM	00507K103	0	5,348	SH		DFND	4.11	5,348	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	0	630	SH		DFND	4.5	630	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	0	98,485	SH		DFND	4.5	98,485	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	0	250,581	SH		DFND	4.5	250,581	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	0	16,455	SH		DFND	4,5,14,15	16,455	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	0	6,301	SH		DFND	4.11	6,301	0	0
ADMINISTRADORA FONDOS PENSIONE	SPONSORED ADR	00709P108	0	400	SH		DFND	4.5	400	0	0
ADOBE SYS INC	COM	00724F101	0	34,193	SH		DFND	4.5	34,193	0	0
ADOBE SYS INC	COM	00724F101	0	38,216	SH		DFND	4.5	38,216	0	0
ADOBE SYS INC	COM	00724F101	0	4,170	SH		DFND	4,5,14,15	4,170	0	0
ADOBE SYS INC	COM	00724F101	0	8,528	SH		DFND	4,5,14,15	8,528	0	0
ADOBE SYS INC	COM	00724F101	0	240	SH		DFND	1	240	0	0
ADOBE SYS INC	COM	00724F101	0	12,300	SH		DFND	1	12,300	0	0
ADOBE SYS INC	COM	00724F101	0	10,800	SH		DFND	4.12	10,800	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	0	3,912	SH		DFND	4.5	3,912	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	0	4,552	SH		DFND	4.5	4,552	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	0	400	SH		DFND	4,5,14,15	400	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	0	2,695	SH		DFND	4,5,14,15	2,695	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	0	3,000	SH		DFND	4.6	3,000	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	0	10,290	SH		DFND	4.5	10,290	0	0
ADVANCED MICRO DEVICES INC	SR NT CV 6%15	007903AL1	0	609,000	PRN		DFND	4,5,7,8	0	0	609,000
ADVANCED MICRO DEVICES INC	SR NT CV 6%15	007903AL1	0	3,005,000	PRN		DFND	4,5,7,8	0	0	3,005,000
ADVANCED MICRO DEVICES INC	SR NT CV 6%15	007903AL1	0	1,850,000	PRN		DFND	4,5,14,15	0	0	1,850,000
ADVANCED SEMICONDUCTOR ENGR	SPONSORED ADR	00756M404	0	68,119	SH		DFND	4.5	68,119	0	0
AEGION CORP	COM	00770F104	0	200	SH		DFND	4.5	200	0	0
AEGION CORP	COM	00770F104	0	19,890	SH		DFND	4.5	19,890	0	0
AEROPOSTALE	COM	007865108	0	2,761	SH		DFND	4,5,7,8	2,761	0	0
AEROPOSTALE	COM	007865108	0	16,032	SH		DFND	4,5,7,8	16,032	0	0
AES CORP	COM	00130H105	0	47,142	SH		DFND	4.5	47,142	0	0
AES CORP	COM	00130H105	0	298,538	SH		DFND	4.5	298,538	0	0
AES CORP	COM	00130H105	0	597,045	SH		DFND	4.5	597,045	0	0
AES CORP	COM	00130H105	0	4,000	SH		DFND	4,5,14,15	4,000	0	0
AES CORP	COM	00130H105	0	18,299	SH		DFND	4,5,14,15	18,299	0	0
AES CORP	COM	00130H105	0	8,578	SH		DFND	4.11	8,578	0	0
AES CORP	COM	00130H105	0	247,600	SH		DFND	4.11	247,600	0	0
AETNA INC NEW	COM	00817Y108	0	28,818	SH		DFND	4.5	28,818	0	0
AETNA INC NEW	COM	00817Y108	0	93,147	SH		DFND	4.5	93,147	0	0
AETNA INC NEW	COM	00817Y108	0	3,987	SH		DFND	4,5,7,8	3,987	0	0
AETNA INC NEW	COM	00817Y108	0	161,164	SH		DFND	4,5,7,8	161,164	0	0
AETNA INC NEW	COM	00817Y108	0	170,902	SH		DFND	4,5,7,8	170,902	0	0
AETNA INC NEW	COM	00817Y108	0	174,270	SH		DFND	4,5,7,8	174,270	0	0
AETNA INC NEW	COM	00817Y108	0	2,749	SH		DFND	4,5,14,15	2,749	0	0
AETNA INC NEW	COM	00817Y108	0	8,145	SH		DFND	4,5,14,15	8,145	0	0
AETNA INC NEW	COM	00817Y108	0	1,900	SH		DFND	4.6	1,900	0	0
AETNA INC NEW	COM	00817Y108	0	10,800	SH		DFND	4.6	10,800	0	0
AETNA INC NEW	COM	00817Y108	0	13,000	SH		DFND	4.6	13,000	0	0
AETNA INC NEW	COM	00817Y108	0	13,000	SH		DFND	4.6	13,000	0	0
AETNA INC NEW	COM	00817Y108	0	24,052	SH		DFND	4.6	24,052	0	0
AETNA INC NEW	COM	00817Y108	0	27,600	SH		DFND	4.6	27,600	0	0
AETNA INC NEW	COM	00817Y108	0	44,900	SH		DFND	4.6	44,900	0	0
AETNA INC NEW	COM	00817Y108	0	139	SH		DFND	1	139	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	0	4,819	SH		DFND	4.5	4,819	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	0	5,359	SH		DFND	4.5	5,359	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	0	3,998	SH		DFND	4,5,7,8	3,998	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	0	300	SH		DFND	4,5,14,15	300	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	0	23	SH		DFND	1	23	0	0
AFLAC INC	COM	001055102	0	31,036	SH		DFND	4.5	31,036	0	0
AFLAC INC	COM	001055102	0	31,769	SH		DFND	4.5	31,769	0	0
AFLAC INC	COM	001055102	0	10,855	SH		DFND	4,5,14,15	10,855	0	0
AFLAC INC	COM	001055102	0	122,200	SH		DFND	4,5,14,15	122,200	0	0
AFLAC INC	COM	001055102	0	13,500	SH		DFND	4.13	13,500	0	0
AFLAC INC	COM	001055102	0	1,550	SH		DFND	4.6	1,550	0	0
AFLAC INC	COM	001055102	0	8,500	SH		DFND	4.6	8,500	0	0
AFLAC INC	COM	001055102	0	12,100	SH		DFND	4.6	12,100	0	0
AFLAC INC	COM	001055102	0	1,571	SH		DFND	4.11	1,571	0	0
AGCO CORP	COM	001084102	0	5,447	SH		DFND	4.5	5,447	0	0
AGCO CORP	COM	001084102	0	6,202	SH		DFND	4.5	6,202	0	0
AGCO CORP	COM	001084102	0	600	SH		DFND	4,5,14,15	600	0	0
AGCO CORP	COM	001084102	0	20,953	SH		DFND	4,5,14,15	20,953	0	0
AGCO CORP	COM	001084102	0	85,796	SH		DFND	1.3	85,796	0	0
AGCO CORP	COM	001084102	0	990	SH		DFND	1	990	0	0
AGCO CORP	COM	001084102	0	85,373	SH		DFND	1.2	85,373	0	0
AGCO CORP	COM	001084102	0	6,300	SH		DFND	4.12	6,300	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	25,857	SH		DFND	4.5	25,857	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	128,629	SH		DFND	4.5	128,629	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	242,504	SH		DFND	4,5,7,8	242,504	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	10,089	SH		DFND	4,5,14,15	10,089	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	2,433	SH		DFND	4.11	2,433	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	0	15,031	SH		DFND	4.11	15,031	0	0
AGL RES INC	COM	001204106	0	2,063	SH		DFND	4.5	2,063	0	0
AGNICO EAGLE MINES LTD	COM	008474108	0	54,100	SH		DFND	4.5	54,100	0	0
AGNICO EAGLE MINES LTD	COM	008474108	0	283,513	SH		DFND	4.5	283,513	0	0
AGNICO EAGLE MINES LTD	COM	008474108	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
AGNICO EAGLE MINES LTD	COM	008474108	0	5,497	SH		DFND	4,5,14,15	5,497	0	0
AGNICO EAGLE MINES LTD	COM	008474108	0	43,395	SH		DFND	1.3	43,395	0	0
AGNICO EAGLE MINES LTD	COM	008474108	0	746,843	SH		DFND	4.11	746,843	0	0
AGREE REALTY CORP	COM	008492100	0	3,589	SH		DFND	4.5	3,589	0	0
AGREE REALTY CORP	COM	008492100	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
AGRIUM INC	COM	008916108	0	10,660	SH		DFND	4.5	10,660	0	0
AGRIUM INC	COM	008916108	0	81,054	SH		DFND	4.5	81,054	0	0
AGRIUM INC	COM	008916108	0	105,407	SH		DFND	4,5,7,8	105,407	0	0
AGRIUM INC	COM	008916108	0	138,060	SH		DFND	4,5,7,8	138,060	0	0
AGRIUM INC	COM	008916108	0	20,183	SH		DFND	4,5,14,15	20,183	0	0
AGRIUM INC	COM	008916108	0	93,070	SH		DFND	4,5,14,15	93,070	0	0
AGRIUM INC	COM	008916108	0	5,966	SH		DFND	1.3	5,966	0	0
AGRIUM INC	COM	008916108	0	12,200	SH		DFND	1	12,200	0	0
AGRIUM INC	COM	008916108	0	12,200	SH		DFND	1	12,200	0	0
AGRIUM INC	COM	008916108	0	3,636	SH		DFND	1.2	3,636	0	0
AIR LEASE CORP	CL A	00912X302	0	9,000	SH		DFND	4.12	9,000	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	75,896	SH		DFND	4.5	75,896	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	143,265	SH		DFND	4.5	143,265	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	700	SH		DFND	4,5,14,15	700	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	5,782	SH		DFND	4,5,14,15	5,782	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	600	SH		DFND	4.6	600	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	5,900	SH		DFND	4.6	5,900	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	7,000	SH		DFND	4.6	7,000	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	7,337	SH		DFND	4.6	7,337	0	0
AIR PRODS & CHEMS INC	COM	009158106	0	7,650	SH		DFND	4.6	7,650	0	0
AIRGAS INC	COM	009363102	0	4,300	SH		DFND	4.5	4,300	0	0
AIRGAS INC	COM	009363102	0	11,106	SH		DFND	4.5	11,106	0	0
AIRGAS INC	COM	009363102	0	400	SH		DFND	4,5,14,15	400	0	0
AIRGAS INC	COM	009363102	0	5,990	SH		DFND	4.13	5,990	0	0
AIRGAS INC	COM	009363102	0	867	SH		DFND	1.3	867	0	0
AIRMEDIA GROUP INC	SPONSORED ADR	009411109	0	63,920	SH		DFND	4,5,7,8	63,920	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	0	48,034	SH		DFND	4.5	48,034	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	0	90,456	SH		DFND	4.5	90,456	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	0	6,504	SH		DFND	4,5,14,15	6,504	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	0	13,000	SH		DFND	1	13,000	0	0
AKORN INC	COM	009728106	0	43,600	SH		DFND	4,5,7,8	43,600	0	0
ALAMOS GOLD INC	COM	011527108	0	309,500	SH		DFND	4.5	309,500	0	0
ALAMOS GOLD INC	COM	011527108	0	6,600	SH		DFND	4,5,14,15	6,600	0	0
ALAMOS GOLD INC	COM	011527108	0	558,300	SH		DFND	4,5,14,15	558,300	0	0
ALASKA AIR GROUP INC	COM	011659109	0	588	SH		DFND	4,5,7,8	588	0	0
ALASKA AIR GROUP INC	COM	011659109	0	19,037	SH		DFND	1.3	19,037	0	0
ALASKA AIR GROUP INC	COM	011659109	0	18,687	SH		DFND	1.2	18,687	0	0
ALBEMARLE CORP	COM	012653101	0	24,300	SH		DFND	4.5	24,300	0	0
ALBEMARLE CORP	COM	012653101	0	74,078	SH		DFND	4.5	74,078	0	0
ALBEMARLE CORP	COM	012653101	0	500	SH		DFND	4,5,14,15	500	0	0
ALBEMARLE CORP	COM	012653101	0	1,518	SH		DFND	4.11	1,518	0	0
ALCATEL-LUCENT	SPONSORED ADR	013904305	0	37	SH		DFND	4.5	37	0	0
ALCATEL-LUCENT	SPONSORED ADR	013904305	0	20,395	SH		DFND	4,5,7,8	20,395	0	0
ALCOA INC	COM	013817101	0	412,435	SH		DFND	4.5	412,435	0	0
ALCOA INC	COM	013817101	0	1,099,344	SH		DFND	4.5	1,099,344	0	0
ALCOA INC	COM	013817101	0	6,400	SH		DFND	4,5,14,15	6,400	0	0
ALCOA INC	COM	013817101	0	26,900	SH		DFND	4,5,14,15	26,900	0	0
ALCOA INC	COM	013817101	0	4,400	SH		DFND	4.6	4,400	0	0
ALCOA INC	COM	013817101	0	30,000	SH		DFND	4.6	30,000	0	0
ALCOA INC	COM	013817101	0	57,600	SH		DFND	4.6	57,600	0	0
ALCOA INC	COM	013817101	0	115,600	SH		DFND	4.6	115,600	0	0
ALCOA INC	COM	013817101	0	6,541	SH		DFND	1	6,541	0	0
ALERE INC	PERP PFD CONV SE	01449J204	0	2,642	SH		DFND	4,5,7,8	2,642	0	0
ALERE INC	PERP PFD CONV SE	01449J204	0	15,967	SH		DFND	4,5,7,8	15,967	0	0
ALEXANDERS INC	COM	014752109	0	365	SH		DFND	4.5	365	0	0
ALEXANDERS INC	COM	014752109	0	200	SH		DFND	4,5,14,15	200	0	0
ALEXANDRIA REAL ESTATE EQ INC	COM	015271109	0	1,300	SH		DFND	4.5	1,300	0	0
ALEXANDRIA REAL ESTATE EQ INC	COM	015271109	0	13,614	SH		DFND	4.5	13,614	0	0
ALEXANDRIA REAL ESTATE EQ INC	COM	015271109	0	5,259	SH		DFND	4,5,7,8	5,259	0	0
ALEXANDRIA REAL ESTATE EQ INC	COM	015271109	0	9,000	SH		DFND	4,5,14,15	9,000	0	0
ALEXANDRIA REAL ESTATE EQ INC	COM	015271109	0	9,200	SH		DFND	4,5,16	9,200	0	0
ALEXANDRIA REAL ESTATE EQ INC	COM	015271109	0	17,500	SH		DFND	4,5,16	17,500	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	0	15,911	SH		DFND	4.5	15,911	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	0	64,337	SH		DFND	4.5	64,337	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	0	3,212	SH		DFND	4,5,14,15	3,212	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	0	5,629	SH		DFND	4.12	5,629	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	0	5,629	SH		DFND	4.12	5,629	0	0
ALLEGHANY CORP DEL	COM	017175100	0	1,636	SH		DFND	4.5	1,636	0	0
ALLEGHANY CORP DEL	COM	017175100	0	5,010	SH		DFND	4.5	5,010	0	0
ALLEGHANY CORP DEL	COM	017175100	0	850	SH		DFND	4.6	850	0	0
ALLEGHANY CORP DEL	COM	017175100	0	225	SH		DFND	4.11	225	0	0
ALLEGHANY CORP DEL	COM	017175100	0	6,038	SH		DFND	4.11	6,038	0	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	0	13,285	SH		DFND	4.5	13,285	0	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	0	193,806	SH		DFND	4.5	193,806	0	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	0	452,642	SH		DFND	4.5	452,642	0	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	0	500	SH		DFND	4,5,14,15	500	0	0
ALLEGIANT TRAVEL CO	COM	01748X102	0	6,400	SH		DFND	1	6,400	0	0
ALLERGAN INC	COM	018490102	0	30,119	SH		DFND	4.5	30,119	0	0
ALLERGAN INC	COM	018490102	0	156,133	SH		DFND	4.5	156,133	0	0
ALLERGAN INC	COM	018490102	0	331	SH		DFND	4,5,7,8	331	0	0
ALLERGAN INC	COM	018490102	0	3,600	SH		DFND	4,5,7,8	3,600	0	0
ALLERGAN INC	COM	018490102	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
ALLERGAN INC	COM	018490102	0	6,548	SH		DFND	4,5,14,15	6,548	0	0
ALLERGAN INC	COM	018490102	0	5,770	SH		DFND	4.13	5,770	0	0
ALLERGAN INC	COM	018490102	0	11,570	SH		DFND	4.13	11,570	0	0
ALLERGAN INC	COM	018490102	0	10,000	SH		DFND	4.6	10,000	0	0
ALLERGAN INC	COM	018490102	0	1,180	SH		DFND	4.12	1,180	0	0
ALLERGAN INC	COM	018490102	0	1,180	SH		DFND	4.12	1,180	0	0
ALLERGAN INC	COM	018490102	0	14,100	SH		DFND	4.12	14,100	0	0
ALLERGAN INC	COM	018490102	0	11,570	SH		DFND	4.11	11,570	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	5,651	SH		DFND	4.5	5,651	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	41,366	SH		DFND	4.5	41,366	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	2,800	SH		DFND	4,5,14,15	2,800	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	72,500	SH		DFND	4,5,14,15	72,500	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	500	SH		DFND	4.6	500	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	2,300	SH		DFND	4.6	2,300	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	3,400	SH		DFND	4.6	3,400	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	3,500	SH		DFND	4.6	3,500	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	3,700	SH		DFND	4.6	3,700	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	4,000	SH		DFND	4.6	4,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	17,000	SH		DFND	4.6	17,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	40,735	SH		DFND	1.3	40,735	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	3,400	SH		DFND	1	3,400	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	39,582	SH		DFND	1.2	39,582	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	688	SH		DFND	4.12	688	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	688	SH		DFND	4.12	688	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	3,688	SH		DFND	4.11	3,688	0	0
ALLIANCEBERNSTEIN HOLDING LP	UNIT LTD PARTN	01881G106	0	2,400	SH		DFND	4.6	2,400	0	0
ALLIANCEBERNSTEIN HOLDING LP	UNIT LTD PARTN	01881G106	0	15,000	SH		DFND	4.6	15,000	0	0
ALLIANCEBERNSTEIN HOLDING LP	UNIT LTD PARTN	01881G106	0	17,500	SH		DFND	4.6	17,500	0	0
ALLIANCEBERNSTEIN HOLDING LP	UNIT LTD PARTN	01881G106	0	27,600	SH		DFND	4.6	27,600	0	0
ALLIANCEBERNSTEIN HOLDING LP	UNIT LTD PARTN	01881G106	0	33,600	SH		DFND	4.6	33,600	0	0
ALLIANCEBERNSTEIN HOLDING LP	UNIT LTD PARTN	01881G106	0	37,200	SH		DFND	4.6	37,200	0	0
ALLIANT ENERGY CORP	COM	018802108	0	6,021	SH		DFND	4.5	6,021	0	0
ALLIANT ENERGY CORP	COM	018802108	0	9,488	SH		DFND	4.5	9,488	0	0
ALLIANT ENERGY CORP	COM	018802108	0	2,877	SH		DFND	4,5,14,15	2,877	0	0
ALLIANT ENERGY CORP	COM	018802108	0	3,600	SH		DFND	4.12	3,600	0	0
ALLIANT ENERGY CORP	COM	018802108	0	2,550	SH		DFND	4.11	2,550	0	0
ALLISON TRANSMISSION HLDGS INC	COM	01973R101	0	40,662	SH		DFND	4,5,7,8	40,662	0	0
ALLOT COMMUNICATIONS LTD	SHS	M0854Q105	0	19,300	SH		DFND	4.5	19,300	0	0
ALLSCRIPTS HEALTHCARE SOLUTNS	COM	01988P108	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
ALLSTATE CORP	COM	020002101	0	34,236	SH		DFND	4.5	34,236	0	0
ALLSTATE CORP	COM	020002101	0	187,858	SH		DFND	4.5	187,858	0	0
ALLSTATE CORP	COM	020002101	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
ALLSTATE CORP	COM	020002101	0	11,115	SH		DFND	4,5,14,15	11,115	0	0
ALLSTATE CORP	COM	020002101	0	145,801	SH		DFND	1.3	145,801	0	0
ALLSTATE CORP	COM	020002101	0	2,217	SH		DFND	1	2,217	0	0
ALLSTATE CORP	COM	020002101	0	124,714	SH		DFND	1.2	124,714	0	0
ALLSTATE CORP	COM	020002101	0	10,000	SH		DFND	4.12	10,000	0	0
ALLSTATE CORP	COM	020002101	0	10,869	SH		DFND	4.11	10,869	0	0
ALTERA CORP	COM	021441100	0	21,126	SH		DFND	4.5	21,126	0	0
ALTERA CORP	COM	021441100	0	324,596	SH		DFND	4.5	324,596	0	0
ALTERA CORP	COM	021441100	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
ALTERA CORP	COM	021441100	0	8,423	SH		DFND	4,5,14,15	8,423	0	0
ALTERA CORP	COM	021441100	0	2,000	SH		DFND	blank	2,000	0	0
ALTRIA GROUP INC	COM	02209S103	0	238,913	SH		DFND	4.5	238,913	0	0
ALTRIA GROUP INC	COM	02209S103	0	373,269	SH		DFND	4.5	373,269	0	0
ALTRIA GROUP INC	COM	02209S103	0	9,900	SH		DFND	4,5,14,15	9,900	0	0
ALTRIA GROUP INC	COM	02209S103	0	173,458	SH		DFND	4,5,14,15	173,458	0	0
ALTRIA GROUP INC	COM	02209S103	0	5,000	SH		DFND	4.6	5,000	0	0
ALTRIA GROUP INC	COM	02209S103	0	10,000	SH		DFND	4.6	10,000	0	0
ALTRIA GROUP INC	COM	02209S103	0	14,400	SH		DFND	4.6	14,400	0	0
ALTRIA GROUP INC	COM	02209S103	0	15,000	SH		DFND	4.6	15,000	0	0
ALTRIA GROUP INC	COM	02209S103	0	31,700	SH		DFND	4.6	31,700	0	0
ALTRIA GROUP INC	COM	02209S103	0	34,000	SH		DFND	4.6	34,000	0	0
ALTRIA GROUP INC	COM	02209S103	0	47,400	SH		DFND	4.6	47,400	0	0
ALTRIA GROUP INC	COM	02209S103	0	4,200	SH		DFND	1	4,200	0	0
ALTRIA GROUP INC	COM	02209S103	0	12,760	SH		DFND	blank	12,760	0	0
ALTRIA GROUP INC	COM	02209S103	0	1,200	SH		DFND	4.11	1,200	0	0
AMARIN CORP PLC	SPONS ADR NEW	023111206	0	36,820	SH		DFND	4,5,7,8	36,820	0	0
AMARIN CORP PLC	SPONS ADR NEW	023111206	0	8,800	SH		DFND	4.12	8,800	0	0
AMAZON COM INC	COM	023135106	0	21,470	SH		DFND	4.5	21,470	0	0
AMAZON COM INC	COM	023135106	0	22,816	SH		DFND	4.5	22,816	0	0
AMAZON COM INC	COM	023135106	0	72,938	SH		DFND	4.5	72,938	0	0
AMAZON COM INC	COM	023135106	0	14,956	SH		DFND	4,5,7,8	14,956	0	0
AMAZON COM INC	COM	023135106	0	9,865	SH		DFND	4,5,14,15	9,865	0	0
AMAZON COM INC	COM	023135106	0	134,060	SH		DFND	4,5,14,15	134,060	0	0
AMAZON COM INC	COM	023135106	0	4,200	SH		DFND	4.13	4,200	0	0
AMAZON COM INC	COM	023135106	0	450	SH		DFND	4.6	450	0	0
AMAZON COM INC	COM	023135106	0	1,500	SH		DFND	4.6	1,500	0	0
AMAZON COM INC	COM	023135106	0	2,166	SH		DFND	4.6	2,166	0	0
AMAZON COM INC	COM	023135106	0	3,000	SH		DFND	4.6	3,000	0	0
AMAZON COM INC	COM	023135106	0	3,500	SH		DFND	4.6	3,500	0	0
AMAZON COM INC	COM	023135106	0	5,000	SH		DFND	4.6	5,000	0	0
AMAZON COM INC	COM	023135106	0	9,900	SH		DFND	4.6	9,900	0	0
AMAZON COM INC	COM	023135106	0	10	SH		DFND	1	10	0	0
AMAZON COM INC	COM	023135106	0	1,749	SH		DFND	4.12	1,749	0	0
AMAZON COM INC	COM	023135106	0	1,749	SH		DFND	4.12	1,749	0	0
AMC NETWORKS INC	CL A	00164V103	0	289,525	SH		DFND	4,5,7,8	289,525	0	0
AMDOCS LTD	ORD	G02602103	0	29,687	SH		DFND	4.5	29,687	0	0
AMEREN CORP	COM	023608102	0	19,667	SH		DFND	4.5	19,667	0	0
AMEREN CORP	COM	023608102	0	23,402	SH		DFND	4.5	23,402	0	0
AMEREN CORP	COM	023608102	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
AMEREN CORP	COM	023608102	0	7,266	SH		DFND	4,5,14,15	7,266	0	0
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	0	2,829,405	SH		DFND	4.5	2,829,405	0	0
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	0	3,845,800	SH		DFND	4.5	3,845,800	0	0
AMERICA MOVIL SAB DE CV	SPON ADR L SHS	02364W105	0	72	SH		DFND	1	72	0	0
AMERICAN ASSETS TR INC	COM	024013104	0	7,099	SH		DFND	4.5	7,099	0	0
AMERICAN ASSETS TR INC	COM	024013104	0	6,381	SH		DFND	4,5,7,8	6,381	0	0
AMERICAN ASSETS TR INC	COM	024013104	0	3,800	SH		DFND	4,5,14,15	3,800	0	0
AMERICAN ASSETS TR INC	COM	024013104	0	11,272	SH		DFND	4,5,16	11,272	0	0
AMERICAN ASSETS TR INC	COM	024013104	0	14,400	SH		DFND	4,5,16	14,400	0	0
AMERICAN AXLE & MFG HLDGS INC	COM	024061103	0	144,711	SH		DFND	4,5,7,8	144,711	0	0
AMERICAN AXLE & MFG HLDGS INC	COM	024061103	0	149,576	SH		DFND	4,5,7,8	149,576	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	0	18,925	SH		DFND	4.5	18,925	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	0	13,400	SH		DFND	4,5,14,15	13,400	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	0	6,600	SH		DFND	4,5,16	6,600	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	0	25,500	SH		DFND	4,5,16	25,500	0	0
AMERICAN CAP LTD	COM	02503Y103	0	5,257	SH		DFND	4,5,7,8	5,257	0	0
AMERICAN CAP LTD	COM	02503Y103	0	503	SH		DFND	1	503	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	0	371	SH		DFND	4,5,7,8	371	0	0
AMERICAN CAP MTG INVT CORP	COM	02504A104	0	5,163	SH		DFND	4,5,7,8	5,163	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	21,957	SH		DFND	4.5	21,957	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	83,103	SH		DFND	4.5	83,103	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	12,651	SH		DFND	4,5,14,15	12,651	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	2,600	SH		DFND	4.6	2,600	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	16,000	SH		DFND	4.6	16,000	0	0
AMERICAN CAPITAL AGENCY CORP	COM	02503X105	0	32,600	SH		DFND	4.6	32,600	0	0
AMERICAN EAGLE OUTFITTERS NEW	COM	02553E106	0	969	SH		DFND	4.5	969	0	0
AMERICAN EAGLE OUTFITTERS NEW	COM	02553E106	0	24,049	SH		DFND	4.5	24,049	0	0
AMERICAN EAGLE OUTFITTERS NEW	COM	02553E106	0	29,100	SH		DFND	1	29,100	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	42,767	SH		DFND	4.5	42,767	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	47,267	SH		DFND	4.5	47,267	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	217,440	SH		DFND	4.5	217,440	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	51,241	SH		DFND	4,5,14,15	51,241	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	8,800	SH		DFND	4.12	8,800	0	0
AMERICAN ELEC PWR INC	COM	025537101	0	95,200	SH		DFND	4.11	95,200	0	0
AMERICAN EXPRESS CO	COM	025816109	0	66,303	SH		DFND	4.5	66,303	0	0
AMERICAN EXPRESS CO	COM	025816109	0	150,767	SH		DFND	4.5	150,767	0	0
AMERICAN EXPRESS CO	COM	025816109	0	203,140	SH		DFND	4.5	203,140	0	0
AMERICAN EXPRESS CO	COM	025816109	0	4,900	SH		DFND	4,5,14,15	4,900	0	0
AMERICAN EXPRESS CO	COM	025816109	0	21,563	SH		DFND	4,5,14,15	21,563	0	0
AMERICAN EXPRESS CO	COM	025816109	0	800	SH		DFND	4.6	800	0	0
AMERICAN EXPRESS CO	COM	025816109	0	7,242	SH		DFND	4.6	7,242	0	0
AMERICAN EXPRESS CO	COM	025816109	0	8,000	SH		DFND	4.6	8,000	0	0
AMERICAN EXPRESS CO	COM	025816109	0	8,100	SH		DFND	4.6	8,100	0	0
AMERICAN EXPRESS CO	COM	025816109	0	11,600	SH		DFND	4.6	11,600	0	0
AMERICAN EXPRESS CO	COM	025816109	0	13,000	SH		DFND	4.6	13,000	0	0
AMERICAN EXPRESS CO	COM	025816109	0	36,400	SH		DFND	4.6	36,400	0	0
AMERICAN EXPRESS CO	COM	025816109	0	37	SH		DFND	1	37	0	0
AMERICAN EXPRESS CO	COM	025816109	0	180	SH		DFND	blank	180	0	0
AMERICAN EXPRESS CO	COM	025816109	0	6,234	SH		DFND	4.12	6,234	0	0
AMERICAN EXPRESS CO	COM	025816109	0	6,234	SH		DFND	4.12	6,234	0	0
AMERICAN EXPRESS CO	COM	025816109	0	9,200	SH		DFND	4.12	9,200	0	0
AMERICAN EXPRESS CO	COM	025816109	0	10,013	SH		DFND	4.11	10,013	0	0
AMERICAN EXPRESS CO	COM	025816109	0	89,415	SH		DFND	4.11	89,415	0	0
AMERICAN EXPRESS CO	COM	025816109	0	686,080	SH		DFND	4.11	686,080	0	0
AMERICAN INTL GROUP INC	WT EXP 011921	026874156	0	3,242	SH	Call	DFND	4.5	0	0	3,242
AMERICAN INTL GROUP INC	COM NEW	026874784	0	92,164	SH		DFND	4.5	92,164	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	115,176	SH		DFND	4.5	115,176	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	19,795	SH		DFND	4,5,7,8	19,795	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	29,716	SH		DFND	4,5,7,8	29,716	0	0
AMERICAN INTL GROUP INC	WT EXP 011921	026874156	0	3,258	SH	Call	DFND	4,5,14,15	0	0	3,258
AMERICAN INTL GROUP INC	COM NEW	026874784	0	7,000	SH		DFND	4,5,14,15	7,000	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	34,804	SH		DFND	4,5,14,15	34,804	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	15,500	SH		DFND	4.6	15,500	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	17,500	SH		DFND	4.6	17,500	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	17,500	SH		DFND	4.6	17,500	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	60,000	SH		DFND	4.6	60,000	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	3,713	SH		DFND	1	3,713	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	0	1,376	SH	Call	DFND	1	0	0	1,376
AMERICAN INTL GROUP INC	COM NEW	026874784	0	8,700	SH		DFND	4.12	8,700	0	0
AMERICAN RLTY CAP PPTYS INC	COM	02917T104	0	5,438	SH		DFND	4,5,7,8	5,438	0	0
AMERICAN RLTY CAP PPTYS INC	COM	02917T104	0	17,900	SH		DFND	4,5,14,15	17,900	0	0
AMERICAN STS WTR CO	COM	029899101	0	1,200	SH		DFND	4.12	1,200	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	33,037	SH		DFND	4.5	33,037	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	79,895	SH		DFND	4.5	79,895	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	243,435	SH		DFND	4.5	243,435	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	8,300	SH		DFND	4,5,7,8	8,300	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	14,049	SH		DFND	4,5,14,15	14,049	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	299,200	SH		DFND	4,5,14,15	299,200	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	10,300	SH		DFND	4.13	10,300	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	700	SH		DFND	4.6	700	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	800	SH		DFND	4.6	800	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	4,000	SH		DFND	4.6	4,000	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	8,062	SH		DFND	4.6	8,062	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	0	14,000	SH		DFND	1	14,000	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	0	17,905	SH		DFND	4.5	17,905	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	0	69,972	SH		DFND	4.5	69,972	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	0	1,047	SH		DFND	4,5,14,15	1,047	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
AMERIPRISE FINL INC	COM	03076C106	0	18,022	SH		DFND	4.5	18,022	0	0
AMERIPRISE FINL INC	COM	03076C106	0	197,551	SH		DFND	4.5	197,551	0	0
AMERIPRISE FINL INC	COM	03076C106	0	9,656	SH		DFND	4,5,14,15	9,656	0	0
AMERIPRISE FINL INC	COM	03076C106	0	510,000	SH		DFND	4,5,14,15	510,000	0	0
AMERIPRISE FINL INC	COM	03076C106	0	11,490	SH		DFND	4.13	11,490	0	0
AMERIPRISE FINL INC	COM	03076C106	0	8,000	SH		DFND	4.6	8,000	0	0
AMERIPRISE FINL INC	COM	03076C106	0	123,723	SH		DFND	1.3	123,723	0	0
AMERIPRISE FINL INC	COM	03076C106	0	118,672	SH		DFND	1.2	118,672	0	0
AMERIPRISE FINL INC	COM	03076C106	0	36	SH		DFND	blank	36	0	0
AMERIPRISE FINL INC	COM	03076C106	0	11,490	SH		DFND	4.11	11,490	0	0
AMERIPRISE FINL INC	COM	03076C106	0	73,370	SH		DFND	4.11	73,370	0	0
AMERIS BANCORP	COM	03076K108	0	5,876	SH		DFND	4,5,7,8	5,876	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	20,537	SH		DFND	4.5	20,537	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	23,162	SH		DFND	4.5	23,162	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	7,104	SH		DFND	4,5,14,15	7,104	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	139,344	SH		DFND	1.3	139,344	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	169,618	SH		DFND	1.2	169,618	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	4,370	SH		DFND	4.12	4,370	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	4,370	SH		DFND	4.12	4,370	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	0	18,000	SH		DFND	4.12	18,000	0	0
AMERISTAR CASINOS INC	COM	03070Q101	0	3,000	SH		DFND	4.6	3,000	0	0
AMERISTAR CASINOS INC	COM	03070Q101	0	26,000	SH		DFND	4.6	26,000	0	0
AMERISTAR CASINOS INC	COM	03070Q101	0	26,500	SH		DFND	4.6	26,500	0	0
AMETEK INC NEW	COM	031100100	0	5,440	SH		DFND	4.5	5,440	0	0
AMETEK INC NEW	COM	031100100	0	9,930	SH		DFND	4.5	9,930	0	0
AMETEK INC NEW	COM	031100100	0	17,949	SH		DFND	4.5	17,949	0	0
AMETEK INC NEW	COM	031100100	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
AMETEK INC NEW	COM	031100100	0	6,000	SH		DFND	4,5,14,15	6,000	0	0
AMETEK INC NEW	COM	031100100	0	26,940	SH		DFND	4.13	26,940	0	0
AMETEK INC NEW	COM	031100100	0	26,940	SH		DFND	4.11	26,940	0	0
AMGEN INC	COM	031162100	0	126,000	SH		DFND	4.5	126,000	0	0
AMGEN INC	COM	031162100	0	681,090	SH		DFND	4.5	681,090	0	0
AMGEN INC	COM	031162100	0	22,561	SH		DFND	4,5,14,15	22,561	0	0
AMGEN INC	COM	031162100	0	480,800	SH		DFND	4,5,14,15	480,800	0	0
AMGEN INC	COM	031162100	0	18,420	SH		DFND	4.13	18,420	0	0
AMGEN INC	COM	031162100	0	2,150	SH		DFND	4.6	2,150	0	0
AMGEN INC	COM	031162100	0	4,500	SH		DFND	4.6	4,500	0	0
AMGEN INC	COM	031162100	0	7,000	SH		DFND	4.6	7,000	0	0
AMGEN INC	COM	031162100	0	10,500	SH		DFND	4.6	10,500	0	0
AMGEN INC	COM	031162100	0	12,500	SH		DFND	4.6	12,500	0	0
AMGEN INC	COM	031162100	0	20,500	SH		DFND	4.6	20,500	0	0
AMGEN INC	COM	031162100	0	38,194	SH		DFND	4.6	38,194	0	0
AMGEN INC	COM	031162100	0	84,085	SH		DFND	1.3	84,085	0	0
AMGEN INC	COM	031162100	0	136	SH		DFND	1	136	0	0
AMGEN INC	COM	031162100	0	2,000	SH		DFND	1	2,000	0	0
AMGEN INC	COM	031162100	0	54,697	SH		DFND	1.2	54,697	0	0
AMGEN INC	COM	031162100	0	18,420	SH		DFND	4.11	18,420	0	0
AMPHENOL CORP NEW	CL A	032095101	0	8,066	SH		DFND	4.5	8,066	0	0
AMPHENOL CORP NEW	CL A	032095101	0	12,300	SH		DFND	4.5	12,300	0	0
AMPHENOL CORP NEW	CL A	032095101	0	6,369	SH		DFND	4,5,14,15	6,369	0	0
AMPHENOL CORP NEW	CL A	032095101	0	76,000	SH		DFND	4,5,14,15	76,000	0	0
AMSURG CORP	COM	03232P405	0	18,500	SH		DFND	4.6	18,500	0	0
ANADARKO PETE CORP	COM	032511107	0	166,121	SH		DFND	4.5	166,121	0	0
ANADARKO PETE CORP	COM	032511107	0	494,412	SH		DFND	4.5	494,412	0	0
ANADARKO PETE CORP	COM	032511107	0	5,044	SH		DFND	4,5,7,8	5,044	0	0
ANADARKO PETE CORP	COM	032511107	0	9,110	SH		DFND	4,5,7,8	9,110	0	0
ANADARKO PETE CORP	COM	032511107	0	3,000	SH		DFND	4,5,14,15	3,000	0	0
ANADARKO PETE CORP	COM	032511107	0	12,583	SH		DFND	4,5,14,15	12,583	0	0
ANADARKO PETE CORP	COM	032511107	0	2,200	SH		DFND	4.13	2,200	0	0
ANADARKO PETE CORP	COM	032511107	0	9,120	SH		DFND	4.13	9,120	0	0
ANADARKO PETE CORP	COM	032511107	0	800	SH		DFND	4.6	800	0	0
ANADARKO PETE CORP	COM	032511107	0	5,000	SH		DFND	4.6	5,000	0	0
ANADARKO PETE CORP	COM	032511107	0	5,020	SH		DFND	4.6	5,020	0	0
ANADARKO PETE CORP	COM	032511107	0	28,500	SH		DFND	4.6	28,500	0	0
ANADARKO PETE CORP	COM	032511107	0	4,500	SH		DFND	4.12	4,500	0	0
ANADARKO PETE CORP	COM	032511107	0	9,120	SH		DFND	4.11	9,120	0	0
ANADARKO PETE CORP	COM	032511107	0	10,488	SH		DFND	4.11	10,488	0	0
ANALOG DEVICES INC	COM	032654105	0	21,061	SH		DFND	4.5	21,061	0	0
ANALOG DEVICES INC	COM	032654105	0	769,145	SH		DFND	4.5	769,145	0	0
ANALOG DEVICES INC	COM	032654105	0	5,246	SH		DFND	4,5,14,15	5,246	0	0
ANALOG DEVICES INC	COM	032654105	0	13,200	SH		DFND	4,5,14,15	13,200	0	0
ANDERSONS INC	COM	034164103	0	32,800	SH		DFND	4.5	32,800	0	0
ANDERSONS INC	COM	034164103	0	6,600	SH		DFND	4,5,14,15	6,600	0	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	0	98,200	SH		DFND	4.5	98,200	0	0
ANGLOGOLD ASHANTI LTD	SPONSORED ADR	035128206	0	1,540,670	SH		DFND	4.11	1,540,670	0	0
ANN INC	COM	035623107	0	170	SH		DFND	4.5	170	0	0
ANNALY CAP MGMT INC	COM	035710409	0	56,010	SH		DFND	4.5	56,010	0	0
ANNALY CAP MGMT INC	COM	035710409	0	136,434	SH		DFND	4.5	136,434	0	0
ANNALY CAP MGMT INC	COM	035710409	0	20,698	SH		DFND	4,5,14,15	20,698	0	0
ANNALY CAP MGMT INC	COM	035710409	0	622,700	SH		DFND	4,5,14,15	622,700	0	0
ANNALY CAP MGMT INC	COM	035710409	0	4,400	SH		DFND	4.6	4,400	0	0
ANNALY CAP MGMT INC	COM	035710409	0	25,000	SH		DFND	4.6	25,000	0	0
ANNALY CAP MGMT INC	COM	035710409	0	31,600	SH		DFND	4.6	31,600	0	0
ANNALY CAP MGMT INC	COM	035710409	0	64,900	SH		DFND	4.6	64,900	0	0
ANNALY CAP MGMT INC	COM	035710409	0	5,791	SH		DFND	4.11	5,791	0	0
ANSYS INC	COM	03662Q105	0	6,400	SH		DFND	4.5	6,400	0	0
ANSYS INC	COM	03662Q105	0	7,170	SH		DFND	4.5	7,170	0	0
ANSYS INC	COM	03662Q105	0	11,125	SH		DFND	4.5	11,125	0	0
ANSYS INC	COM	03662Q105	0	600	SH		DFND	4,5,14,15	600	0	0
ANSYS INC	COM	03662Q105	0	8,290	SH		DFND	4.13	8,290	0	0
AOL INC	COM	00184X105	0	619	SH		DFND	4,5,7,8	619	0	0
AOL INC	COM	00184X105	0	57	SH		DFND	4,5,14,15	57	0	0
AOL INC	COM	00184X105	0	364	SH		DFND	1	364	0	0
AON PLC	SHS CL A	G0408V102	0	79,326	SH		DFND	4.5	79,326	0	0
AON PLC	SHS CL A	G0408V102	0	449,765	SH		DFND	4.5	449,765	0	0
AON PLC	SHS CL A	G0408V102	0	22,195	SH		DFND	4,5,7,8	22,195	0	0
AON PLC	SHS CL A	G0408V102	0	8,585	SH		DFND	4,5,14,15	8,585	0	0
AON PLC	SHS CL A	G0408V102	0	216,500	SH		DFND	4,5,14,15	216,500	0	0
AON PLC	SHS CL A	G0408V102	0	7,200	SH		DFND	4.6	7,200	0	0
APACHE CORP	COM	037411105	0	108,390	SH		DFND	4.5	108,390	0	0
APACHE CORP	COM	037411105	0	493,471	SH		DFND	4.5	493,471	0	0
APACHE CORP	COM	037411105	0	11,384	SH		DFND	4,5,14,15	11,384	0	0
APACHE CORP	COM	037411105	0	300,110	SH		DFND	4,5,14,15	300,110	0	0
APACHE CORP	COM	037411105	0	1,000	SH		DFND	4.6	1,000	0	0
APACHE CORP	COM	037411105	0	4,697	SH		DFND	4.6	4,697	0	0
APACHE CORP	COM	037411105	0	7,000	SH		DFND	4.6	7,000	0	0
APACHE CORP	COM	037411105	0	8,700	SH		DFND	4.6	8,700	0	0
APACHE CORP	COM	037411105	0	24,904	SH		DFND	4.6	24,904	0	0
APACHE CORP	COM	037411105	0	96	SH		DFND	1	96	0	0
APACHE CORP	COM	037411105	0	3,400	SH		DFND	4.12	3,400	0	0
APACHE CORP	COM	037411105	0	138,919	SH		DFND	4.11	138,919	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	0	3,568	SH		DFND	4.5	3,568	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	0	29,138	SH		DFND	4.5	29,138	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	0	3,115	SH		DFND	4,5,7,8	3,115	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	0	18,670	SH		DFND	4,5,14,15	18,670	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	0	22,751	SH		DFND	4,5,16	22,751	0	0
APOLLO GROUP INC	CL A	037604105	0	2,471	SH		DFND	4.5	2,471	0	0
APOLLO INVT CORP	COM	03761U106	0	789	SH		DFND	1	789	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	0	1,855	SH		DFND	4,5,7,8	1,855	0	0
APOLLO RESIDENTIAL MTG INC	COM	03763V102	0	2,765	SH		DFND	4,5,7,8	2,765	0	0
APPLE INC	COM	037833100	0	114,617	SH		DFND	4.5	114,617	0	0
APPLE INC	COM	037833100	0	328,871	SH		DFND	4.5	328,871	0	0
APPLE INC	COM	037833100	0	23,429	SH		DFND	4,5,14,15	23,429	0	0
APPLE INC	COM	037833100	0	147,420	SH		DFND	4,5,14,15	147,420	0	0
APPLE INC	COM	037833100	0	6,600	SH		DFND	4.13	6,600	0	0
APPLE INC	COM	037833100	0	6,920	SH		DFND	4.13	6,920	0	0
APPLE INC	COM	037833100	0	1,000	SH		DFND	4.6	1,000	0	0
APPLE INC	COM	037833100	0	1,285	SH		DFND	4.6	1,285	0	0
APPLE INC	COM	037833100	0	1,300	SH		DFND	4.6	1,300	0	0
APPLE INC	COM	037833100	0	2,900	SH		DFND	4.6	2,900	0	0
APPLE INC	COM	037833100	0	3,550	SH		DFND	4.6	3,550	0	0
APPLE INC	COM	037833100	0	4,200	SH		DFND	4.6	4,200	0	0
APPLE INC	COM	037833100	0	4,700	SH		DFND	4.6	4,700	0	0
APPLE INC	COM	037833100	0	10,000	SH		DFND	4.6	10,000	0	0
APPLE INC	COM	037833100	0	12,254	SH		DFND	4.6	12,254	0	0
APPLE INC	COM	037833100	0	28,900	SH		DFND	4.6	28,900	0	0
APPLE INC	COM	037833100	0	261,096	SH		DFND	1.3	261,096	0	0
APPLE INC	COM	037833100	0	14	SH		DFND	1	14	0	0
APPLE INC	COM	037833100	0	347	SH		DFND	1	347	0	0
APPLE INC	COM	037833100	0	28,882	SH		DFND	1.2	28,882	0	0
APPLE INC	COM	037833100	0	1,330	SH		DFND	4.12	1,330	0	0
APPLE INC	COM	037833100	0	1,852	SH		DFND	4.12	1,852	0	0
APPLE INC	COM	037833100	0	1,852	SH		DFND	4.12	1,852	0	0
APPLE INC	COM	037833100	0	3,547	SH		DFND	4.11	3,547	0	0
APPLE INC	COM	037833100	0	9,820	SH		DFND	4.11	9,820	0	0
APPLE INC	COM	037833100	0	2,436	SH		DFND	blank	2,436	0	0
APPLIED MATLS INC	COM	038222105	0	95,845	SH		DFND	4.5	95,845	0	0
APPLIED MATLS INC	COM	038222105	0	119,466	SH		DFND	4.5	119,466	0	0
APPLIED MATLS INC	COM	038222105	0	394,900	SH		DFND	4.5	394,900	0	0
APPLIED MATLS INC	COM	038222105	0	5,249	SH		DFND	4,5,7,8	5,249	0	0
APPLIED MATLS INC	COM	038222105	0	31,446	SH		DFND	4,5,14,15	31,446	0	0
APPLIED MATLS INC	COM	038222105	0	1,148,900	SH		DFND	4,5,14,15	1,148,900	0	0
APPLIED MATLS INC	COM	038222105	0	6,282	SH		DFND	1	6,282	0	0
APPLIED MATLS INC	COM	038222105	0	6,395	SH		DFND	4.11	6,395	0	0
APPLIED MATLS INC	COM	038222105	0	167,800	SH		DFND	4.11	167,800	0	0
APPLIED MICRO CIRCUITS CORP	COM NEW	03822W406	0	795	SH		DFND	4,5,7,8	795	0	0
APPLIED MICRO CIRCUITS CORP	COM NEW	03822W406	0	2,870	SH		DFND	4,5,7,8	2,870	0	0
AQUA AMERICA INC	COM	03836W103	0	41,100	SH		DFND	4.5	41,100	0	0
AQUA AMERICA INC	COM	03836W103	0	471	SH		DFND	1	471	0	0
ARBITRON INC	COM	03875Q108	0	22,076	SH		DFND	4,5,7,8	22,076	0	0
ARCELORMITTAL SA LUXEMBOURG	SR NT CV 5%14	03938LAK0	0	1,500,000	PRN		DFND	4.5	0	0	1,500,000
ARCELORMITTAL SA LUXEMBOURG	MAND CV NT 16	L0302D178	0	1,177,650	SH		DFND	4.5	1,177,650	0	0
ARCELORMITTAL SA LUXEMBOURG	MAND CV NT 16	L0302D178	0	75,359	SH		DFND	4,5,7,8	75,359	0	0
ARCELORMITTAL SA LUXEMBOURG	SR NT CV 5%14	03938LAK0	0	1,429,000	PRN		DFND	4,5,14,15	0	0	1,429,000
ARCELORMITTAL SA LUXEMBOURG	NY REGISTRY SH	03938L104	0	3,000	SH		DFND	1	3,000	0	0
ARCELORMITTAL SA LUXEMBOURG	SR NT CV 5%14	03938LAK0	0	11,978,000	PRN		DFND	1	0	0	11,978,000
ARCH CAP GROUP LTD	ORD	G0450A105	0	370	SH		DFND	4.5	370	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	0	8,134	SH		DFND	4.5	8,134	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	0	8,444	SH		DFND	4.5	8,444	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	0	900	SH		DFND	4,5,14,15	900	0	0
ARCH CAP GROUP LTD	ORD	G0450A105	0	3,324	SH		DFND	4,5,14,15	3,324	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	0	49,896	SH		DFND	4.5	49,896	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	0	421,066	SH		DFND	4.5	421,066	0	0
ARCHER DANIELS MIDLAND CO	SR CV .875%14	039483AW2	0	2,153,000	PRN		DFND	4,5,7,8	0	0	2,153,000
ARCHER DANIELS MIDLAND CO	COM	039483102	0	6,100	SH		DFND	4,5,14,15	6,100	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	0	115,820	SH		DFND	4,5,14,15	115,820	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	0	35,000	SH		DFND	4.6	35,000	0	0
ARCOS DORADOS HOLDINGS INC	SHS CLASS -A -	G0457F107	0	31,550	SH		DFND	4.5	31,550	0	0
ARES CAP CORP	COM	04010L103	0	3	SH		DFND	1	3	0	0
ARGO GROUP INTL HLDGS LTD	COM	G0464B107	0	20,350	SH		DFND	4.6	20,350	0	0
ARIAD PHARMACEUTICALS INC	COM	04033A100	0	11,750	SH		DFND	4.5	11,750	0	0
ARIAD PHARMACEUTICALS INC	COM	04033A100	0	14,800	SH		DFND	4,5,7,8	14,800	0	0
ARM HLDGS PLC	SPONSORED ADR	042068106	0	106,923	SH		DFND	4.5	106,923	0	0
ARMADA HOFFLER PPTYS INC	COM	04208T108	0	9,700	SH		DFND	4,5,16	9,700	0	0
ARMOUR RESIDENTIAL REIT INC	COM	042315101	0	13,170	SH		DFND	4,5,7,8	13,170	0	0
ARROW ELECTRS INC	COM	042735100	0	4,282	SH		DFND	4.5	4,282	0	0
ARROW ELECTRS INC	COM	042735100	0	12,231	SH		DFND	4.5	12,231	0	0
ARROW ELECTRS INC	COM	042735100	0	27,400	SH		DFND	4,5,14,15	27,400	0	0
ARROW ELECTRS INC	COM	042735100	0	8,386	SH		DFND	4.6	8,386	0	0
ARROW ELECTRS INC	COM	042735100	0	12,100	SH		DFND	4.6	12,100	0	0
ARUBA NETWORKS INC	COM	043176106	0	24,710	SH		DFND	4.5	24,710	0	0
ARUBA NETWORKS INC	COM	043176106	0	52,500	SH		DFND	4.5	52,500	0	0
ARUBA NETWORKS INC	COM	043176106	0	770	SH		DFND	4,5,7,8	770	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	0	11,879	SH		DFND	4.5	11,879	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	0	7,200	SH		DFND	4,5,14,15	7,200	0	0
ASHLAND INC NEW	COM	044209104	0	5,400	SH		DFND	4.5	5,400	0	0
ASHLAND INC NEW	COM	044209104	0	9,457	SH		DFND	4.5	9,457	0	0
ASHLAND INC NEW	COM	044209104	0	167,482	SH		DFND	4,5,7,8	167,482	0	0
ASHLAND INC NEW	COM	044209104	0	167,933	SH		DFND	4,5,7,8	167,933	0	0
ASHLAND INC NEW	COM	044209104	0	26,400	SH		DFND	4.6	26,400	0	0
ASIAINFO-LINKAGE INC	COM	04518A104	0	3,000	SH		DFND	4.6	3,000	0	0
ASIAINFO-LINKAGE INC	COM	04518A104	0	6,240	SH		DFND	4.6	6,240	0	0
ASIAINFO-LINKAGE INC	COM	04518A104	0	30,000	SH		DFND	1	30,000	0	0
ASPEN INSURANCE HOLDINGS LTD	SHS	G05384105	0	8,000	SH		DFND	4.12	8,000	0	0
ASPEN TECHNOLOGY INC	COM	045327103	0	25	SH		DFND	4,5,7,8	25	0	0
ASSOCIATED ESTATES RLTY CORP	COM	045604105	0	7,492	SH		DFND	4.5	7,492	0	0
ASSOCIATED ESTATES RLTY CORP	COM	045604105	0	13	SH		DFND	4,5,7,8	13	0	0
ASSOCIATED ESTATES RLTY CORP	COM	045604105	0	5,600	SH		DFND	4,5,14,15	5,600	0	0
ASSURANT INC	COM	04621X108	0	3,266	SH		DFND	4.5	3,266	0	0
ASSURANT INC	COM	04621X108	0	18,700	SH		DFND	4.5	18,700	0	0
ASSURANT INC	COM	04621X108	0	4,543	SH		DFND	4,5,14,15	4,543	0	0
ASSURANT INC	COM	04621X108	0	3,800	SH		DFND	4.12	3,800	0	0
ASSURANT INC	COM	04621X108	0	1,805	SH		DFND	4.11	1,805	0	0
ASSURED GUARANTY LTD	COM	G0585R106	0	255,283	SH		DFND	4,5,7,8	255,283	0	0
ASTORIA FINL CORP	COM	046265104	0	6,395	SH		DFND	4,5,7,8	6,395	0	0
AT&T INC	COM	00206R102	0	471,187	SH		DFND	4.5	471,187	0	0
AT&T INC	COM	00206R102	0	1,945,358	SH		DFND	4.5	1,945,358	0	0
AT&T INC	COM	00206R102	0	218,533	SH		DFND	4,5,14,15	218,533	0	0
AT&T INC	COM	00206R102	0	1,468,849	SH		DFND	4,5,14,15	1,468,849	0	0
AT&T INC	COM	00206R102	0	9,850	SH		DFND	4.6	9,850	0	0
AT&T INC	COM	00206R102	0	11,500	SH		DFND	4.6	11,500	0	0
AT&T INC	COM	00206R102	0	16,700	SH		DFND	4.6	16,700	0	0
AT&T INC	COM	00206R102	0	32,700	SH		DFND	4.6	32,700	0	0
AT&T INC	COM	00206R102	0	34,600	SH		DFND	4.6	34,600	0	0
AT&T INC	COM	00206R102	0	65,000	SH		DFND	4.6	65,000	0	0
AT&T INC	COM	00206R102	0	70,576	SH		DFND	4.6	70,576	0	0
AT&T INC	COM	00206R102	0	184,000	SH		DFND	4.6	184,000	0	0
AT&T INC	COM	00206R102	0	6,168	SH		DFND	1	6,168	0	0
AT&T INC	COM	00206R102	0	36,000	SH		DFND	4.12	36,000	0	0
AT&T INC	COM	00206R102	0	4	SH		DFND	4.11	4	0	0
AT&T INC	COM	00206R102	0	4,689	SH		DFND	4.11	4,689	0	0
AT&T INC	COM	00206R102	0	116,800	SH		DFND	4.11	116,800	0	0
AT&T INC	COM	00206R102	0	46	SH		DFND	blank	46	0	0
ATHENAHEALTH INC	COM	04685W103	0	5,809	SH		DFND	4.5	5,809	0	0
ATMOS ENERGY CORP	COM	049560105	0	13,900	SH		DFND	4,5,14,15	13,900	0	0
ATWOOD OCEANICS INC	COM	050095108	0	39,600	SH		DFND	4.5	39,600	0	0
ATWOOD OCEANICS INC	COM	050095108	0	2,800	SH		DFND	4.12	2,800	0	0
AURICO GOLD INC	COM	05155C105	0	85,143	SH		DFND	1.3	85,143	0	0
AURICO GOLD INC	COM	05155C105	0	28,300	SH		DFND	1.2	28,300	0	0
AUTODESK INC	COM	052769106	0	20,947	SH		DFND	4.5	20,947	0	0
AUTODESK INC	COM	052769106	0	30,071	SH		DFND	4.5	30,071	0	0
AUTODESK INC	COM	052769106	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
AUTODESK INC	COM	052769106	0	6,341	SH		DFND	4,5,14,15	6,341	0	0
AUTOLIV INC	COM	052800109	0	6,472	SH		DFND	4.5	6,472	0	0
AUTOLIV INC	COM	052800109	0	9,080	SH		DFND	4.5	9,080	0	0
AUTOLIV INC	COM	052800109	0	577	SH		DFND	4,5,14,15	577	0	0
AUTOLIV INC	COM	052800109	0	366	SH		DFND	4.11	366	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	32,687	SH		DFND	4.5	32,687	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	725,481	SH		DFND	4.5	725,481	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	3,000	SH		DFND	4,5,14,15	3,000	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	12,120	SH		DFND	4,5,14,15	12,120	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	11,300	SH		DFND	4.6	11,300	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	12,000	SH		DFND	4.6	12,000	0	0
AUTOMATIC DATA PROCESSING INC	COM	053015103	0	213,393	SH		DFND	4.11	213,393	0	0
AUTONATION INC	COM	05329W102	0	732	SH		DFND	4.5	732	0	0
AUTONATION INC	COM	05329W102	0	3,660	SH		DFND	4.5	3,660	0	0
AUTOZONE INC	COM	053332102	0	5,072	SH		DFND	4.5	5,072	0	0
AUTOZONE INC	COM	053332102	0	5,096	SH		DFND	4.5	5,096	0	0
AUTOZONE INC	COM	053332102	0	874	SH		DFND	4,5,14,15	874	0	0
AUTOZONE INC	COM	053332102	0	11,200	SH		DFND	4,5,14,15	11,200	0	0
AUTOZONE INC	COM	053332102	0	2,700	SH		DFND	1	2,700	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	855	SH		DFND	4.5	855	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	14,505	SH		DFND	4.5	14,505	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	190,613	SH		DFND	4.5	190,613	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	7,612	SH		DFND	4,5,14,15	7,612	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	10,200	SH		DFND	4.12	10,200	0	0
AVAGO TECHNOLOGIES LTD	SHS	Y0486S104	0	11,836	SH		DFND	4.11	11,836	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	19,909	SH		DFND	4.5	19,909	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	37,928	SH		DFND	4.5	37,928	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	600	SH		DFND	4,5,14,15	600	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	18,181	SH		DFND	4,5,14,15	18,181	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	3,700	SH		DFND	4.6	3,700	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	11,900	SH		DFND	4,5,16	11,900	0	0
AVALONBAY CMNTYS INC	COM	053484101	0	18,419	SH		DFND	4,5,16	18,419	0	0
AVERY DENNISON CORP	COM	053611109	0	8,384	SH		DFND	4.5	8,384	0	0
AVERY DENNISON CORP	COM	053611109	0	61,228	SH		DFND	4.5	61,228	0	0
AVERY DENNISON CORP	COM	053611109	0	700	SH		DFND	4,5,14,15	700	0	0
AVERY DENNISON CORP	COM	053611109	0	2,533	SH		DFND	4,5,14,15	2,533	0	0
AVERY DENNISON CORP	COM	053611109	0	13,000	SH		DFND	1	13,000	0	0
AVG TECHNOLOGIES N V	SHS	N07831105	0	25	SH		DFND	4,5,7,8	25	0	0
AVIS BUDGET GROUP	COM	053774105	0	868	SH		DFND	4,5,7,8	868	0	0
AVIV REIT INC MD	COM	05381L101	0	2,900	SH		DFND	4,5,16	2,900	0	0
AVNET INC	COM	053807103	0	12,929	SH		DFND	4.5	12,929	0	0
AVNET INC	COM	053807103	0	41,131	SH		DFND	4.5	41,131	0	0
AVNET INC	COM	053807103	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
AVNET INC	COM	053807103	0	4,477	SH		DFND	4,5,14,15	4,477	0	0
AVON PRODS INC	COM	054303102	0	25,984	SH		DFND	4.5	25,984	0	0
AVON PRODS INC	COM	054303102	0	46,703	SH		DFND	4.5	46,703	0	0
AVON PRODS INC	COM	054303102	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
AVON PRODS INC	COM	054303102	0	7,700	SH		DFND	4,5,14,15	7,700	0	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	0	4,927	SH		DFND	4.5	4,927	0	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	0	16,594	SH		DFND	4.5	16,594	0	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	0	800	SH		DFND	4,5,14,15	800	0	0
AXIS CAPITAL HOLDINGS LTD	SHS	G0692U109	0	7,800	SH		DFND	4.12	7,800	0	0
B/E AEROSPACE INC	COM	073302101	0	9,505	SH		DFND	4.5	9,505	0	0
B/E AEROSPACE INC	COM	073302101	0	13,316	SH		DFND	4.13	13,316	0	0
B/E AEROSPACE INC	COM	073302101	0	13,316	SH		DFND	4.11	13,316	0	0
B2GOLD CORP	COM	11777Q209	0	1,302,300	SH		DFND	4.5	1,302,300	0	0
BABCOCK & WILCOX CO NEW	COM	05615F102	0	4,554	SH		DFND	4.5	4,554	0	0
BADGER METER INC	COM	056525108	0	8,371	SH		DFND	4.5	8,371	0	0
BAIDU INC	SPON ADR REP A	056752108	0	1,790	SH		DFND	4.5	1,790	0	0
BAIDU INC	SPON ADR REP A	056752108	0	42,700	SH		DFND	4.5	42,700	0	0
BAIDU INC	SPON ADR REP A	056752108	0	58,600	SH		DFND	4.5	58,600	0	0
BAIDU INC	SPON ADR REP A	056752108	0	1,204	SH		DFND	4.6	1,204	0	0
BAIDU INC	SPON ADR REP A	056752108	0	5,300	SH		DFND	4.6	5,300	0	0
BAIDU INC	SPON ADR REP A	056752108	0	72,169	SH		DFND	1.3	72,169	0	0
BAIDU INC	SPON ADR REP A	056752108	0	1	SH		DFND	1	1	0	0
BAIDU INC	SPON ADR REP A	056752108	0	23,322	SH		DFND	1.2	23,322	0	0
BAIDU INC	SPON ADR REP A	056752108	0	130	SH		DFND	blank	130	0	0
BAKER HUGHES INC	COM	057224107	0	39,822	SH		DFND	4.5	39,822	0	0
BAKER HUGHES INC	COM	057224107	0	285,822	SH		DFND	4.5	285,822	0	0
BAKER HUGHES INC	COM	057224107	0	14,907	SH		DFND	4,5,7,8	14,907	0	0
BAKER HUGHES INC	COM	057224107	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
BAKER HUGHES INC	COM	057224107	0	7,489	SH		DFND	4,5,14,15	7,489	0	0
BAKER HUGHES INC	COM	057224107	0	1,000	SH		DFND	4.6	1,000	0	0
BAKER HUGHES INC	COM	057224107	0	7,000	SH		DFND	4.6	7,000	0	0
BAKER HUGHES INC	COM	057224107	0	8,700	SH		DFND	4.6	8,700	0	0
BAKER HUGHES INC	COM	057224107	0	9,243	SH		DFND	4.6	9,243	0	0
BAKER HUGHES INC	COM	057224107	0	10,000	SH		DFND	4.6	10,000	0	0
BAKER HUGHES INC	COM	057224107	0	11,600	SH		DFND	4.6	11,600	0	0
BAKER HUGHES INC	COM	057224107	0	102,000	SH		DFND	4.11	102,000	0	0
BALL CORP	COM	058498106	0	9,733	SH		DFND	4.5	9,733	0	0
BALL CORP	COM	058498106	0	17,133	SH		DFND	4.5	17,133	0	0
BALL CORP	COM	058498106	0	900	SH		DFND	4,5,14,15	900	0	0
BALL CORP	COM	058498106	0	4,402	SH		DFND	4,5,14,15	4,402	0	0
BALL CORP	COM	058498106	0	8,000	SH		DFND	4.6	8,000	0	0
BALL CORP	COM	058498106	0	10,700	SH		DFND	4.6	10,700	0	0
BALL CORP	COM	058498106	0	2,140	SH		DFND	4.11	2,140	0	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	0	3,033,379	SH		DFND	4.5	3,033,379	0	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	0	4,983,800	SH		DFND	4.5	4,983,800	0	0
BANCO BRADESCO S A	SP ADR PFD NEW	059460303	0	297,572	SH		DFND	1.3	297,572	0	0
BANCO MACRO SA	SPON ADR B	05961W105	0	100	SH		DFND	4.5	100	0	0
BANCO MACRO SA	SPON ADR B	05961W105	0	250	SH		DFND	4.5	250	0	0
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	0	19,887	SH		DFND	4.5	19,887	0	0
BANCO SANTANDER CHILE NEW	SP ADR REP COM	05965X109	0	41,061	SH		DFND	4.5	41,061	0	0
BANCO SANTANDER SA	ADR	05964H105	0	1,590	SH		DFND	4.5	1,590	0	0
BANCOLOMBIA S A	SPON ADR PREF	05968L102	0	104,249	SH		DFND	4.5	104,249	0	0
BANCOLOMBIA S A	SPON ADR PREF	05968L102	0	232,182	SH		DFND	4.5	232,182	0	0
BANK COMM HLDGS	COM	06424J103	0	10,198	SH		DFND	4,5,7,8	10,198	0	0
BANK MONTREAL QUE	COM	063671101	0	2,191	SH		DFND	4.5	2,191	0	0
BANK MONTREAL QUE	COM	063671101	0	5,115	SH		DFND	4.5	5,115	0	0
BANK MONTREAL QUE	COM	063671101	0	40,623	SH		DFND	4.5	40,623	0	0
BANK MONTREAL QUE	COM	063671101	0	76,884	SH		DFND	4.5	76,884	0	0
BANK MONTREAL QUE	COM	063671101	0	3,900	SH		DFND	4,5,14,15	3,900	0	0
BANK MONTREAL QUE	COM	063671101	0	16,951	SH		DFND	4,5,14,15	16,951	0	0
BANK MONTREAL QUE	COM	063671101	0	7,200	SH		DFND	4.6	7,200	0	0
BANK MONTREAL QUE	COM	063671101	0	66,562	SH		DFND	1.3	66,562	0	0
BANK MONTREAL QUE	COM	063671101	0	7,320	SH		DFND	1.2	7,320	0	0
BANK N S HALIFAX	COM	064149107	0	62,047	SH		DFND	4.5	62,047	0	0
BANK N S HALIFAX	COM	064149107	0	73,974	SH		DFND	4.5	73,974	0	0
BANK N S HALIFAX	COM	064149107	0	6,772	SH		DFND	4,5,14,15	6,772	0	0
BANK N S HALIFAX	COM	064149107	0	28,695	SH		DFND	4,5,14,15	28,695	0	0
BANK N S HALIFAX	COM	064149107	0	8,605	SH		DFND	4.6	8,605	0	0
BANK N S HALIFAX	COM	064149107	0	8,800	SH		DFND	4.6	8,800	0	0
BANK N S HALIFAX	COM	064149107	0	13,500	SH		DFND	4.6	13,500	0	0
BANK N S HALIFAX	COM	064149107	0	36,900	SH		DFND	4.6	36,900	0	0
BANK N S HALIFAX	COM	064149107	0	75,031	SH		DFND	1.3	75,031	0	0
BANK N S HALIFAX	COM	064149107	0	30	SH		DFND	1	30	0	0
BANK N S HALIFAX	COM	064149107	0	14,295	SH		DFND	1.2	14,295	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	75,884	SH		DFND	4.5	75,884	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	142,289	SH		DFND	4.5	142,289	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	29,249	SH		DFND	4,5,14,15	29,249	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	485,289	SH		DFND	4,5,14,15	485,289	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	20,100	SH		DFND	4.6	20,100	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	21,300	SH		DFND	4.6	21,300	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	22,400	SH		DFND	4.6	22,400	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	79,800	SH		DFND	4.6	79,800	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	19,027	SH		DFND	1.3	19,027	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	13,600	SH		DFND	4.12	13,600	0	0
BANK NEW YORK MELLON CORP	COM	064058100	0	2,049,975	SH		DFND	4.11	2,049,975	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	979,265	SH		DFND	4.5	979,265	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	1,326,688	SH		DFND	4.5	1,326,688	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	1,325	SH		DFND	4,5,7,8	1,325	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	7,153	SH		DFND	4,5,7,8	7,153	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	146,543	SH		DFND	4,5,7,8	146,543	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	216,983	SH		DFND	4,5,7,8	216,983	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	61,975	SH		DFND	4,5,14,15	61,975	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	256,779	SH		DFND	4,5,14,15	256,779	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	26,000	SH		DFND	4.6	26,000	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	54,600	SH		DFND	4.6	54,600	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	80,000	SH		DFND	4.6	80,000	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	90,000	SH		DFND	4.6	90,000	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	112,000	SH		DFND	4.6	112,000	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	157,300	SH		DFND	4.6	157,300	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	418,100	SH		DFND	4.6	418,100	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	4,542,222	SH		DFND	1.3	4,542,222	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	5,061	SH		DFND	1	5,061	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	748,356	SH		DFND	1.2	748,356	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	28,800	SH		DFND	4.12	28,800	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	36,900	SH		DFND	4.12	36,900	0	0
BANK OF AMERICA CORPORATION	COM	060505104	0	81,052	SH		DFND	4.11	81,052	0	0
BANK OF MARIN BANCORP	COM	063425102	0	1,412	SH		DFND	4,5,7,8	1,412	0	0
BANNER CORP	COM NEW	06652V208	0	1,658	SH		DFND	4,5,7,8	1,658	0	0
BARD C R INC	COM	067383109	0	5,714	SH		DFND	4.5	5,714	0	0
BARD C R INC	COM	067383109	0	16,094	SH		DFND	4.5	16,094	0	0
BARD C R INC	COM	067383109	0	6,800	SH		DFND	4,5,14,15	6,800	0	0
BARD C R INC	COM	067383109	0	303,500	SH		DFND	4,5,14,15	303,500	0	0
BARD C R INC	COM	067383109	0	1,099	SH		DFND	4.11	1,099	0	0
BARRICK GOLD CORP	COM	067901108	0	60,800	SH		DFND	4.5	60,800	0	0
BARRICK GOLD CORP	COM	067901108	0	103,100	SH		DFND	4.5	103,100	0	0
BARRICK GOLD CORP	COM	067901108	0	229,817	SH		DFND	4.5	229,817	0	0
BARRICK GOLD CORP	COM	067901108	0	976,799	SH		DFND	4.5	976,799	0	0
BARRICK GOLD CORP	COM	067901108	0	24,217	SH		DFND	4,5,14,15	24,217	0	0
BARRICK GOLD CORP	COM	067901108	0	170,600	SH		DFND	4,5,14,15	170,600	0	0
BARRICK GOLD CORP	COM	067901108	0	4,853	SH		DFND	4.6	4,853	0	0
BARRICK GOLD CORP	COM	067901108	0	6,147	SH		DFND	4.6	6,147	0	0
BARRICK GOLD CORP	COM	067901108	0	12,303	SH		DFND	4.6	12,303	0	0
BARRICK GOLD CORP	COM	067901108	0	22,000	SH		DFND	4.6	22,000	0	0
BARRICK GOLD CORP	COM	067901108	0	36,000	SH		DFND	4.6	36,000	0	0
BARRICK GOLD CORP	COM	067901108	0	42,951	SH		DFND	1.3	42,951	0	0
BARRICK GOLD CORP	COM	067901108	0	19	SH		DFND	1	19	0	0
BARRICK GOLD CORP	COM	067901108	0	15,057	SH		DFND	1.2	15,057	0	0
BARRICK GOLD CORP	COM	067901108	0	4,000	SH		DFND	blank	4,000	0	0
BARRICK GOLD CORP	COM	067901108	0	240	SH		DFND	4.11	240	0	0
BAXTER INTL INC	COM	071813109	0	63,760	SH		DFND	4.5	63,760	0	0
BAXTER INTL INC	COM	071813109	0	195,363	SH		DFND	4.5	195,363	0	0
BAXTER INTL INC	COM	071813109	0	3,400	SH		DFND	4,5,14,15	3,400	0	0
BAXTER INTL INC	COM	071813109	0	11,229	SH		DFND	4,5,14,15	11,229	0	0
BAXTER INTL INC	COM	071813109	0	650	SH		DFND	4.6	650	0	0
BAXTER INTL INC	COM	071813109	0	3,000	SH		DFND	4.6	3,000	0	0
BAXTER INTL INC	COM	071813109	0	5,500	SH		DFND	4.6	5,500	0	0
BAXTER INTL INC	COM	071813109	0	6,000	SH		DFND	4.6	6,000	0	0
BAXTER INTL INC	COM	071813109	0	7,400	SH		DFND	4.6	7,400	0	0
BAXTER INTL INC	COM	071813109	0	11,000	SH		DFND	4.6	11,000	0	0
BAXTER INTL INC	COM	071813109	0	19,850	SH		DFND	4.12	19,850	0	0
BAYTEX ENERGY CORP	COM	07317Q105	0	6,659	SH		DFND	4.5	6,659	0	0
BAYTEX ENERGY CORP	COM	07317Q105	0	7,292	SH		DFND	4.5	7,292	0	0
BAYTEX ENERGY CORP	COM	07317Q105	0	700	SH		DFND	4,5,14,15	700	0	0
BAYTEX ENERGY CORP	COM	07317Q105	0	4,720	SH		DFND	4,5,14,15	4,720	0	0
BB&T CORP	COM	054937107	0	43,750	SH		DFND	4.5	43,750	0	0
BB&T CORP	COM	054937107	0	45,386	SH		DFND	4.5	45,386	0	0
BB&T CORP	COM	054937107	0	4,484	SH		DFND	4,5,7,8	4,484	0	0
BB&T CORP	COM	054937107	0	3,800	SH		DFND	4,5,14,15	3,800	0	0
BB&T CORP	COM	054937107	0	13,425	SH		DFND	4,5,14,15	13,425	0	0
BB&T CORP	COM	054937107	0	1,200	SH		DFND	4.6	1,200	0	0
BB&T CORP	COM	054937107	0	8,000	SH		DFND	4.6	8,000	0	0
BB&T CORP	COM	054937107	0	10,000	SH		DFND	4.6	10,000	0	0
BB&T CORP	COM	054937107	0	24,200	SH		DFND	4.6	24,200	0	0
BB&T CORP	COM	054937107	0	84,900	SH		DFND	4.6	84,900	0	0
BB&T CORP	COM	054937107	0	20,504	SH		DFND	4.12	20,504	0	0
BB&T CORP	COM	054937107	0	1,113,905	SH		DFND	4.11	1,113,905	0	0
BCE INC	COM NEW	05534B760	0	77,359	SH		DFND	4.5	77,359	0	0
BCE INC	COM NEW	05534B760	0	277,841	SH		DFND	4.5	277,841	0	0
BCE INC	COM NEW	05534B760	0	24	SH		DFND	4,5,7,8	24	0	0
BCE INC	COM NEW	05534B760	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
BCE INC	COM NEW	05534B760	0	47,243	SH		DFND	4,5,14,15	47,243	0	0
BCE INC	COM NEW	05534B760	0	51,615	SH		DFND	1.3	51,615	0	0
BCE INC	COM NEW	05534B760	0	3,274	SH		DFND	1.2	3,274	0	0
BCE INC	COM NEW	05534B760	0	3,825	SH		DFND	4.11	3,825	0	0
BEAM INC	COM	073730103	0	12,746	SH		DFND	4.5	12,746	0	0
BEAM INC	COM	073730103	0	37,572	SH		DFND	4.5	37,572	0	0
BEAM INC	COM	073730103	0	900	SH		DFND	4,5,14,15	900	0	0
BEAM INC	COM	073730103	0	10,620	SH		DFND	4,5,14,15	10,620	0	0
BECTON DICKINSON & CO	COM	075887109	0	12,787	SH		DFND	4.5	12,787	0	0
BECTON DICKINSON & CO	COM	075887109	0	361,866	SH		DFND	4.5	361,866	0	0
BECTON DICKINSON & CO	COM	075887109	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
BECTON DICKINSON & CO	COM	075887109	0	4,728	SH		DFND	4,5,14,15	4,728	0	0
BECTON DICKINSON & CO	COM	075887109	0	6,300	SH		DFND	4.6	6,300	0	0
BECTON DICKINSON & CO	COM	075887109	0	7,400	SH		DFND	4.6	7,400	0	0
BECTON DICKINSON & CO	COM	075887109	0	5,900	SH		DFND	1	5,900	0	0
BED BATH & BEYOND INC	COM	075896100	0	22,383	SH		DFND	4.5	22,383	0	0
BED BATH & BEYOND INC	COM	075896100	0	29,948	SH		DFND	4.5	29,948	0	0
BED BATH & BEYOND INC	COM	075896100	0	700	SH		DFND	4,5,14,15	700	0	0
BED BATH & BEYOND INC	COM	075896100	0	3,138	SH		DFND	4,5,14,15	3,138	0	0
BED BATH & BEYOND INC	COM	075896100	0	1,800	SH		DFND	4.6	1,800	0	0
BED BATH & BEYOND INC	COM	075896100	0	6,100	SH		DFND	4.6	6,100	0	0
BED BATH & BEYOND INC	COM	075896100	0	10,000	SH		DFND	4.6	10,000	0	0
BED BATH & BEYOND INC	COM	075896100	0	14,331	SH		DFND	4.6	14,331	0	0
BED BATH & BEYOND INC	COM	075896100	0	8,200	SH		DFND	1	8,200	0	0
BED BATH & BEYOND INC	COM	075896100	0	2,342	SH		DFND	4.12	2,342	0	0
BED BATH & BEYOND INC	COM	075896100	0	2,342	SH		DFND	4.12	2,342	0	0
BED BATH & BEYOND INC	COM	075896100	0	13,300	SH		DFND	4.12	13,300	0	0
BED BATH & BEYOND INC	COM	075896100	0	1,290	SH		DFND	4.11	1,290	0	0
BELO CORP	COM SER A	080555105	0	268,828	SH		DFND	4,5,7,8	268,828	0	0
BELO CORP	COM SER A	080555105	0	306,340	SH		DFND	4,5,7,8	306,340	0	0
BEMIS INC	COM	081437105	0	1,560	SH		DFND	4.5	1,560	0	0
BEMIS INC	COM	081437105	0	4,157	SH		DFND	4.5	4,157	0	0
BENCHMARK ELECTRS INC	COM	08160H101	0	6,400	SH		DFND	4.12	6,400	0	0
BERKLEY W R CORP	COM	084423102	0	5,246	SH		DFND	4.5	5,246	0	0
BERKLEY W R CORP	COM	084423102	0	28,130	SH		DFND	4.5	28,130	0	0
BERKLEY W R CORP	COM	084423102	0	4,202	SH		DFND	4,5,14,15	4,202	0	0
BERKLEY W R CORP	COM	084423102	0	45,200	SH		DFND	4,5,14,15	45,200	0	0
BERKLEY W R CORP	COM	084423102	0	3,800	SH		DFND	4.12	3,800	0	0
BERKLEY W R CORP	COM	084423102	0	520,798	SH		DFND	4.11	520,798	0	0
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	0	1	SH		DFND	4.5	1	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	92,557	SH		DFND	4.5	92,557	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	102,056	SH		DFND	4.5	102,056	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	5,500	SH		DFND	4,5,14,15	5,500	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	25,439	SH		DFND	4,5,14,15	25,439	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	2,450	SH		DFND	4.6	2,450	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	15,518	SH		DFND	4.6	15,518	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	17,000	SH		DFND	4.6	17,000	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	59,750	SH		DFND	4.6	59,750	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	100,054	SH		DFND	1.3	100,054	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	38,012	SH		DFND	1.2	38,012	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	1,700	SH		DFND	4.12	1,700	0	0
BERKSHIRE HATHAWAY INC DEL	CL A	084670108	0	289	SH		DFND	4.11	289	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	0	7,669	SH		DFND	4.11	7,669	0	0
BERRY PETE CO	CL A	085789105	0	7,020	SH		DFND	4,5,7,8	7,020	0	0
BERRY PLASTICS GROUP INC	COM	08579W103	0	4,173	SH		DFND	4,5,7,8	4,173	0	0
BERRY PLASTICS GROUP INC	COM	08579W103	0	25,209	SH		DFND	4,5,7,8	25,209	0	0
BEST BUY INC	COM	086516101	0	18,754	SH		DFND	4.5	18,754	0	0
BEST BUY INC	COM	086516101	0	37,124	SH		DFND	4.5	37,124	0	0
BEST BUY INC	COM	086516101	0	2,345	SH		DFND	4,5,14,15	2,345	0	0
BEST BUY INC	COM	086516101	0	3,300	SH		DFND	4,5,14,15	3,300	0	0
BEST BUY INC	COM	086516101	0	31,520	SH		DFND	4.13	31,520	0	0
BEST BUY INC	COM	086516101	0	31,520	SH		DFND	4.11	31,520	0	0
BHP BILLITON LTD	SPONSORED ADR	088606108	0	5,154	SH		DFND	4,5,7,8	5,154	0	0
BHP BILLITON LTD	SPONSORED ADR	088606108	0	24	SH		DFND	1	24	0	0
BIO RAD LABS INC	CL A	090572207	0	1,400	SH		DFND	4.12	1,400	0	0
BIOGEN IDEC INC	COM	09062X103	0	21,854	SH		DFND	4.5	21,854	0	0
BIOGEN IDEC INC	COM	09062X103	0	49,809	SH		DFND	4.5	49,809	0	0
BIOGEN IDEC INC	COM	09062X103	0	2,023	SH		DFND	4,5,7,8	2,023	0	0
BIOGEN IDEC INC	COM	09062X103	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
BIOGEN IDEC INC	COM	09062X103	0	5,901	SH		DFND	4,5,14,15	5,901	0	0
BIOGEN IDEC INC	COM	09062X103	0	5,320	SH		DFND	4.13	5,320	0	0
BIOGEN IDEC INC	COM	09062X103	0	2,250	SH		DFND	4.6	2,250	0	0
BIOGEN IDEC INC	COM	09062X103	0	3,900	SH		DFND	4.6	3,900	0	0
BIOGEN IDEC INC	COM	09062X103	0	1,262	SH		DFND	4.12	1,262	0	0
BIOGEN IDEC INC	COM	09062X103	0	1,262	SH		DFND	4.12	1,262	0	0
BIOGEN IDEC INC	COM	09062X103	0	7,039	SH		DFND	4.12	7,039	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	0	8,600	SH		DFND	4.5	8,600	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	0	9,000	SH		DFND	4.5	9,000	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	0	49,260	SH		DFND	4.5	49,260	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	0	4,159	SH		DFND	4,5,7,8	4,159	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	0	700	SH		DFND	4,5,14,15	700	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	0	2,800	SH		DFND	4,5,14,15	2,800	0	0
BIOMED REALTY TRUST INC	COM	09063H107	0	36,538	SH		DFND	4.5	36,538	0	0
BIOMED REALTY TRUST INC	COM	09063H107	0	25,300	SH		DFND	4,5,14,15	25,300	0	0
BIOMED REALTY TRUST INC	COM	09063H107	0	28,700	SH		DFND	4,5,16	28,700	0	0
BJS RESTAURANTS INC	COM	09180C106	0	8,850	SH		DFND	4.5	8,850	0	0
BLACKROCK INC	COM	09247X101	0	8,979	SH		DFND	4.5	8,979	0	0
BLACKROCK INC	COM	09247X101	0	9,914	SH		DFND	4.5	9,914	0	0
BLACKROCK INC	COM	09247X101	0	800	SH		DFND	4,5,14,15	800	0	0
BLACKROCK INC	COM	09247X101	0	3,504	SH		DFND	4,5,14,15	3,504	0	0
BLACKROCK INC	COM	09247X101	0	5,070	SH		DFND	4.13	5,070	0	0
BLACKROCK INC	COM	09247X101	0	5,070	SH		DFND	4.11	5,070	0	0
BLOCK H & R INC	COM	093671105	0	19,715	SH		DFND	4.5	19,715	0	0
BLOCK H & R INC	COM	093671105	0	58,335	SH		DFND	4.5	58,335	0	0
BLOCK H & R INC	COM	093671105	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
BLOCK H & R INC	COM	093671105	0	8,711	SH		DFND	4,5,14,15	8,711	0	0
BLOCK H & R INC	COM	093671105	0	1,308	SH		DFND	4.11	1,308	0	0
BLOCK H & R INC	COM	093671105	0	346,887	SH		DFND	4.11	346,887	0	0
BLUCORA INC	COM	095229100	0	3	SH		DFND	1.3	3	0	0
BMC SOFTWARE INC	COM	055921100	0	10,093	SH		DFND	4.5	10,093	0	0
BMC SOFTWARE INC	COM	055921100	0	16,626	SH		DFND	4.5	16,626	0	0
BMC SOFTWARE INC	COM	055921100	0	6,428	SH		DFND	4,5,7,8	6,428	0	0
BMC SOFTWARE INC	COM	055921100	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
BMC SOFTWARE INC	COM	055921100	0	5,060	SH		DFND	4,5,14,15	5,060	0	0
BMC SOFTWARE INC	COM	055921100	0	1,300	SH		DFND	4.6	1,300	0	0
BMC SOFTWARE INC	COM	055921100	0	10,000	SH		DFND	4.6	10,000	0	0
BMC SOFTWARE INC	COM	055921100	0	11,500	SH		DFND	4.6	11,500	0	0
BMC SOFTWARE INC	COM	055921100	0	17,200	SH		DFND	4.6	17,200	0	0
BMC SOFTWARE INC	COM	055921100	0	56,400	SH		DFND	4.6	56,400	0	0
BMC SOFTWARE INC	COM	055921100	0	27,000	SH		DFND	1	27,000	0	0
BMC SOFTWARE INC	COM	055921100	0	2,171	SH		DFND	4.11	2,171	0	0
BNC BANCORP	COM	05566T101	0	6,665	SH		DFND	4,5,7,8	6,665	0	0
BOEING CO	COM	097023105	0	82,421	SH		DFND	4.5	82,421	0	0
BOEING CO	COM	097023105	0	162,754	SH		DFND	4.5	162,754	0	0
BOEING CO	COM	097023105	0	76,394	SH		DFND	4,5,7,8	76,394	0	0
BOEING CO	COM	097023105	0	82,744	SH		DFND	4,5,7,8	82,744	0	0
BOEING CO	COM	097023105	0	3,600	SH		DFND	4,5,14,15	3,600	0	0
BOEING CO	COM	097023105	0	17,589	SH		DFND	4,5,14,15	17,589	0	0
BOEING CO	COM	097023105	0	7,100	SH		DFND	4.13	7,100	0	0
BOEING CO	COM	097023105	0	2,150	SH		DFND	4.6	2,150	0	0
BOEING CO	COM	097023105	0	5,300	SH		DFND	4.6	5,300	0	0
BOEING CO	COM	097023105	0	5,300	SH		DFND	4.6	5,300	0	0
BOEING CO	COM	097023105	0	8,700	SH		DFND	4.6	8,700	0	0
BOEING CO	COM	097023105	0	12,500	SH		DFND	4.6	12,500	0	0
BOEING CO	COM	097023105	0	16,600	SH		DFND	4.6	16,600	0	0
BOEING CO	COM	097023105	0	39,900	SH		DFND	4.6	39,900	0	0
BOEING CO	COM	097023105	0	183,577	SH		DFND	1.3	183,577	0	0
BOEING CO	COM	097023105	0	380	SH		DFND	1	380	0	0
BOEING CO	COM	097023105	0	6,000	SH		DFND	1	6,000	0	0
BOEING CO	COM	097023105	0	59,292	SH		DFND	1.2	59,292	0	0
BOEING CO	COM	097023105	0	2,369	SH		DFND	4.12	2,369	0	0
BOEING CO	COM	097023105	0	2,369	SH		DFND	4.12	2,369	0	0
BOEING CO	COM	097023105	0	3,700	SH		DFND	4.12	3,700	0	0
BOEING CO	COM	097023105	0	7,430	SH		DFND	4.11	7,430	0	0
BOK FINL CORP	COM NEW	05561Q201	0	1,100	SH		DFND	4.12	1,100	0	0
BOLT TECHNOLOGY CORP	COM	097698104	0	12,500	SH		DFND	4.5	12,500	0	0
BONA FILM GROUP LTD	SPONSORED ADS	09777B107	0	71,613	SH		DFND	4,5,7,8	71,613	0	0
BONANZA CREEK ENERGY INC	COM	097793103	0	4,868	SH		DFND	4,5,7,8	4,868	0	0
BON-TON STORES INC	COM	09776J101	0	388,300	SH		DFND	4,5,7,8	388,300	0	0
BORGWARNER INC	COM	099724106	0	4,493	SH		DFND	4.5	4,493	0	0
BORGWARNER INC	COM	099724106	0	10,142	SH		DFND	4.5	10,142	0	0
BORGWARNER INC	COM	099724106	0	23,598	SH		DFND	4.5	23,598	0	0
BORGWARNER INC	COM	099724106	0	311	SH		DFND	4,5,7,8	311	0	0
BORGWARNER INC	COM	099724106	0	9,334	SH		DFND	4,5,7,8	9,334	0	0
BORGWARNER INC	COM	099724106	0	300	SH		DFND	4,5,14,15	300	0	0
BORGWARNER INC	COM	099724106	0	3,741	SH		DFND	4,5,14,15	3,741	0	0
BORGWARNER INC	COM	099724106	0	6,890	SH		DFND	4.13	6,890	0	0
BORGWARNER INC	COM	099724106	0	2,290	SH		DFND	4.11	2,290	0	0
BOSTON PRIVATE FINL HLDGS INC	COM	101119105	0	165	SH		DFND	4.5	165	0	0
BOSTON PROPERTIES INC	COM	101121101	0	75	SH		DFND	4.5	75	0	0
BOSTON PROPERTIES INC	COM	101121101	0	15,290	SH		DFND	4.5	15,290	0	0
BOSTON PROPERTIES INC	COM	101121101	0	40,595	SH		DFND	4.5	40,595	0	0
BOSTON PROPERTIES INC	COM	101121101	0	1,967	SH		DFND	4,5,7,8	1,967	0	0
BOSTON PROPERTIES INC	COM	101121101	0	500	SH		DFND	4,5,14,15	500	0	0
BOSTON PROPERTIES INC	COM	101121101	0	21,572	SH		DFND	4,5,14,15	21,572	0	0
BOSTON PROPERTIES INC	COM	101121101	0	4,400	SH		DFND	4.6	4,400	0	0
BOSTON PROPERTIES INC	COM	101121101	0	14,300	SH		DFND	4,5,16	14,300	0	0
BOSTON PROPERTIES INC	COM	101121101	0	15,600	SH		DFND	4,5,16	15,600	0	0
BOSTON PROPERTIES INC	COM	101121101	0	24,400	SH		DFND	4,5,16	24,400	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	117,261	SH		DFND	4.5	117,261	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	129,634	SH		DFND	4.5	129,634	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	22,800	SH		DFND	4,5,7,8	22,800	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	8,800	SH		DFND	4,5,14,15	8,800	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	18,067	SH		DFND	4,5,14,15	18,067	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	74,000	SH		DFND	1	74,000	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	12,088	SH		DFND	4.11	12,088	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	0	20,527	SH		DFND	4.11	20,527	0	0
BOTTOMLINE TECH DEL INC	COM	101388106	0	14,800	SH		DFND	4.5	14,800	0	0
BRADY CORP	CL A	104674106	0	2,800	SH		DFND	4.12	2,800	0	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	0	26,347	SH		DFND	4.5	26,347	0	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	0	21,800	SH		DFND	4,5,14,15	21,800	0	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	0	49,300	SH		DFND	4.6	49,300	0	0
BRASKEM S A	SP ADR PFD A	105532105	0	286,192	SH		DFND	4.5	286,192	0	0
BRASKEM S A	SP ADR PFD A	105532105	0	397,651	SH		DFND	4.5	397,651	0	0
BRE PROPERTIES INC	CL A	05564E106	0	15,788	SH		DFND	4.5	15,788	0	0
BRE PROPERTIES INC	CL A	05564E106	0	424	SH		DFND	4,5,7,8	424	0	0
BRE PROPERTIES INC	CL A	05564E106	0	6,158	SH		DFND	4,5,7,8	6,158	0	0
BRE PROPERTIES INC	CL A	05564E106	0	9,900	SH		DFND	4,5,14,15	9,900	0	0
BRE PROPERTIES INC	CL A	05564E106	0	11,200	SH		DFND	4,5,16	11,200	0	0
BRE PROPERTIES INC	CL A	05564E106	0	11,200	SH		DFND	4,5,16	11,200	0	0
BRE PROPERTIES INC	CL A	05564E106	0	18,755	SH		DFND	4,5,16	18,755	0	0
BRF SA	SPONSORED ADR	10552T107	0	362,600	SH		DFND	4.5	362,600	0	0
BRF SA	SPONSORED ADR	10552T107	0	630,300	SH		DFND	4.5	630,300	0	0
BRF SA	SPONSORED ADR	10552T107	0	128,500	SH		DFND	4,5,14,15	128,500	0	0
BRIDGE BANCORP INC	COM	108035106	0	3,202	SH		DFND	4,5,7,8	3,202	0	0
BRIDGE CAP HLDGS	COM	108030107	0	4,006	SH		DFND	4,5,7,8	4,006	0	0
BRINKER INTL INC	COM	109641100	0	14,500	SH		DFND	1	14,500	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	180,804	SH		DFND	4.5	180,804	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	201,183	SH		DFND	4.5	201,183	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	8,710	SH		DFND	4,5,14,15	8,710	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	112,613	SH		DFND	4,5,14,15	112,613	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	25,000	SH		DFND	4.13	25,000	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	2,000	SH		DFND	4.6	2,000	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	11,000	SH		DFND	4.6	11,000	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	15,000	SH		DFND	4.6	15,000	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	20,000	SH		DFND	4.6	20,000	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	60,600	SH		DFND	4.6	60,600	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	0	56	SH		DFND	1	56	0	0
BROADCOM CORP	CL A	111320107	0	485	SH		DFND	4.5	485	0	0
BROADCOM CORP	CL A	111320107	0	40,200	SH		DFND	4.5	40,200	0	0
BROADCOM CORP	CL A	111320107	0	54,729	SH		DFND	4.5	54,729	0	0
BROADCOM CORP	CL A	111320107	0	2,831	SH		DFND	4,5,7,8	2,831	0	0
BROADCOM CORP	CL A	111320107	0	16,126	SH		DFND	4,5,14,15	16,126	0	0
BROADCOM CORP	CL A	111320107	0	156,200	SH		DFND	4,5,14,15	156,200	0	0
BROADCOM CORP	CL A	111320107	0	26,080	SH		DFND	4.13	26,080	0	0
BROADCOM CORP	CL A	111320107	0	3,285	SH		DFND	4.6	3,285	0	0
BROADCOM CORP	CL A	111320107	0	49,800	SH		DFND	4.6	49,800	0	0
BROADCOM CORP	CL A	111320107	0	10,900	SH		DFND	4.12	10,900	0	0
BROADCOM CORP	CL A	111320107	0	26,080	SH		DFND	4.11	26,080	0	0
BROADRIDGE FINL SOLUTIONS INC	COM	11133T103	0	19,876	SH		DFND	4.5	19,876	0	0
BROADSOFT INC	COM	11133B409	0	1,866	SH		DFND	4,5,7,8	1,866	0	0
BROCADE COMMUNICATIONS SYS INC	COM NEW	111621306	0	2,530	SH		DFND	4.5	2,530	0	0
BROCADE COMMUNICATIONS SYS INC	COM NEW	111621306	0	48	SH		DFND	4,5,7,8	48	0	0
BROCADE COMMUNICATIONS SYS INC	COM NEW	111621306	0	9	SH		DFND	1.3	9	0	0
BROCADE COMMUNICATIONS SYS INC	COM NEW	111621306	0	51,000	SH		DFND	4.12	51,000	0	0
BROOKDALE SR LIVING INC	SR NT CV 2.75%18	112463AA2	0	3,125,000	PRN		DFND	4,5,7,8	0	0	3,125,000
BROOKDALE SR LIVING INC	COM	112463104	0	2,312	SH		DFND	4,5,7,8	2,312	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	0	37,769	SH		DFND	4.5	37,769	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	0	39,906	SH		DFND	4.5	39,906	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	0	3,400	SH		DFND	4,5,14,15	3,400	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	0	13,776	SH		DFND	4,5,14,15	13,776	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	0	11,100	SH		DFND	4.6	11,100	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	0	100,300	SH		DFND	4.6	100,300	0	0
BROOKFIELD CDA OFFICE PPTYS	TR UNIT	112823109	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
BROOKFIELD OFFICE PPTYS INC	COM	112900105	0	19,025	SH		DFND	4.5	19,025	0	0
BROOKFIELD OFFICE PPTYS INC	COM	112900105	0	70,409	SH		DFND	4.5	70,409	0	0
BROOKFIELD OFFICE PPTYS INC	COM	112900105	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
BROOKFIELD OFFICE PPTYS INC	COM	112900105	0	11,563	SH		DFND	4,5,14,15	11,563	0	0
BROOKFIELD OFFICE PPTYS INC	COM	112900105	0	11,700	SH		DFND	4,5,16	11,700	0	0
BROOKFIELD OFFICE PPTYS INC	COM	112900105	0	55,704	SH		DFND	4,5,16	55,704	0	0
BROOKFIELD PPTY PARTNERS L P	UNIT LTD PARTN	G16249107	0	321	SH		DFND	4.5	321	0	0
BROWN & BROWN INC	COM	115236101	0	7,811	SH		DFND	4.5	7,811	0	0
BROWN FORMAN CORP	CL B	115637209	0	14,161	SH		DFND	4.5	14,161	0	0
BROWN FORMAN CORP	CL B	115637209	0	129,313	SH		DFND	4.5	129,313	0	0
BROWN FORMAN CORP	CL B	115637209	0	750	SH		DFND	4,5,14,15	750	0	0
BROWN FORMAN CORP	CL B	115637209	0	2,875	SH		DFND	4,5,14,15	2,875	0	0
BROWN FORMAN CORP	CL B	115637209	0	1,519	SH		DFND	4.11	1,519	0	0
BRUNSWICK CORP	COM	117043109	0	6,900	SH		DFND	4,5,14,15	6,900	0	0
BSB BANCORP INC MD	COM	05573H108	0	4,464	SH		DFND	4,5,7,8	4,464	0	0
BUCKEYE TECHNOLOGIES INC	COM	118255108	0	22,879	SH		DFND	4,5,7,8	22,879	0	0
BUCKEYE TECHNOLOGIES INC	COM	118255108	0	67,905	SH		DFND	4,5,7,8	67,905	0	0
BUNGE LIMITED	COM	G16962105	0	16,570	SH		DFND	4.5	16,570	0	0
BUNGE LIMITED	COM	G16962105	0	120,162	SH		DFND	4.5	120,162	0	0
BUNGE LIMITED	COM	G16962105	0	900	SH		DFND	4,5,14,15	900	0	0
BUNGE LIMITED	COM	G16962105	0	32,519	SH		DFND	4,5,14,15	32,519	0	0
BUNGE LIMITED	COM	G16962105	0	10,000	SH		DFND	4.6	10,000	0	0
BUNGE LIMITED	COM	G16962105	0	13,000	SH		DFND	4.6	13,000	0	0
BUNGE LIMITED	COM	G16962105	0	5,100	SH		DFND	4.12	5,100	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	0	4,300	SH		DFND	4.5	4,300	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	0	9,493	SH		DFND	4.5	9,493	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	0	15,548	SH		DFND	4.5	15,548	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	0	1,342	SH		DFND	4,5,14,15	1,342	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	0	1,543	SH		DFND	4.11	1,543	0	0
CA INC	COM	12673P105	0	2,970	SH		DFND	4.5	2,970	0	0
CA INC	COM	12673P105	0	33,338	SH		DFND	4.5	33,338	0	0
CA INC	COM	12673P105	0	55,192	SH		DFND	4.5	55,192	0	0
CA INC	COM	12673P105	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
CA INC	COM	12673P105	0	10,507	SH		DFND	4,5,14,15	10,507	0	0
CABELAS INC	COM	126804301	0	2,900	SH		DFND	4,5,14,15	2,900	0	0
CABLEVISION SYS CORP	CL A NY CABLVS	12686C109	0	8,329	SH		DFND	4.5	8,329	0	0
CABLEVISION SYS CORP	CL A NY CABLVS	12686C109	0	43,723	SH		DFND	4.5	43,723	0	0
CABLEVISION SYS CORP	CL A NY CABLVS	12686C109	0	779,717	SH		DFND	4,5,7,8	779,717	0	0
CABLEVISION SYS CORP	CL A NY CABLVS	12686C109	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
CABLEVISION SYS CORP	CL A NY CABLVS	12686C109	0	5,006	SH		DFND	4,5,14,15	5,006	0	0
CABOT OIL & GAS CORP	COM	127097103	0	11,693	SH		DFND	4.5	11,693	0	0
CABOT OIL & GAS CORP	COM	127097103	0	18,810	SH		DFND	4.5	18,810	0	0
CABOT OIL & GAS CORP	COM	127097103	0	5,268	SH		DFND	4,5,7,8	5,268	0	0
CABOT OIL & GAS CORP	COM	127097103	0	6,400	SH		DFND	4,5,7,8	6,400	0	0
CABOT OIL & GAS CORP	COM	127097103	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
CABOT OIL & GAS CORP	COM	127097103	0	5,312	SH		DFND	4,5,14,15	5,312	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	0	40,500	SH		DFND	1	40,500	0	0
CAE INC	COM	124765108	0	10,736	SH		DFND	4.5	10,736	0	0
CAE INC	COM	124765108	0	16,162	SH		DFND	4.5	16,162	0	0
CAE INC	COM	124765108	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
CAESARSTONE SDOT-YAM LTD	ORD SHS	M20598104	0	35,071	SH		DFND	4,5,7,8	35,071	0	0
CAL DIVE INTL INC DEL	COM	12802T101	0	487,300	SH		DFND	4,5,7,8	487,300	0	0
CALGON CARBON CORP	COM	129603106	0	27,600	SH		DFND	4.5	27,600	0	0
CALLAWAY GOLF CO	COM	131193104	0	16,473	SH		DFND	4,5,7,8	16,473	0	0
CALPINE CORP	COM NEW	131347304	0	32,382	SH		DFND	4.5	32,382	0	0
CALPINE CORP	COM NEW	131347304	0	54,139	SH		DFND	4.5	54,139	0	0
CALPINE CORP	COM NEW	131347304	0	12,166	SH		DFND	4,5,7,8	12,166	0	0
CALPINE CORP	COM NEW	131347304	0	7,403	SH		DFND	4,5,14,15	7,403	0	0
CALPINE CORP	COM NEW	131347304	0	5,632	SH		DFND	4.11	5,632	0	0
CAMCO FINL CORP	COM	132618109	0	11,219	SH		DFND	4,5,7,8	11,219	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	0	23,179	SH		DFND	4.5	23,179	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	0	188,978	SH		DFND	4.5	188,978	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	0	5,195	SH		DFND	4,5,7,8	5,195	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	0	14,600	SH		DFND	4,5,14,15	14,600	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	0	10,300	SH		DFND	4,5,16	10,300	0	0
CAMECO CORP	COM	13321L108	0	19,436	SH		DFND	4.5	19,436	0	0
CAMECO CORP	COM	13321L108	0	32,881	SH		DFND	4.5	32,881	0	0
CAMECO CORP	COM	13321L108	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
CAMECO CORP	COM	13321L108	0	11,104	SH		DFND	4,5,14,15	11,104	0	0
CAMECO CORP	COM	13321L108	0	23	SH		DFND	1	23	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	45,144	SH		DFND	4.5	45,144	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	54,461	SH		DFND	4.5	54,461	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	7,169	SH		DFND	4,5,7,8	7,169	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	5,422	SH		DFND	4,5,14,15	5,422	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	317,200	SH		DFND	4,5,14,15	317,200	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	11,000	SH		DFND	4.12	11,000	0	0
CAMERON INTERNATIONAL CORP	COM	13342B105	0	1,516	SH		DFND	4.11	1,516	0	0
CAMPBELL SOUP CO	COM	134429109	0	46,320	SH		DFND	4.5	46,320	0	0
CAMPBELL SOUP CO	COM	134429109	0	63,647	SH		DFND	4.5	63,647	0	0
CAMPBELL SOUP CO	COM	134429109	0	747	SH		DFND	4,5,7,8	747	0	0
CAMPBELL SOUP CO	COM	134429109	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
CAMPBELL SOUP CO	COM	134429109	0	1,615	SH		DFND	4,5,14,15	1,615	0	0
CAMPBELL SOUP CO	COM	134429109	0	1,500	SH		DFND	4.6	1,500	0	0
CAMPBELL SOUP CO	COM	134429109	0	13,500	SH		DFND	4.6	13,500	0	0
CAMPBELL SOUP CO	COM	134429109	0	26,715	SH		DFND	4.6	26,715	0	0
CAMPBELL SOUP CO	COM	134429109	0	2,434	SH		DFND	4.11	2,434	0	0
CAMPUS CREST CMNTYS INC	COM	13466Y105	0	14,172	SH		DFND	4.5	14,172	0	0
CAMPUS CREST CMNTYS INC	COM	13466Y105	0	7,500	SH		DFND	4,5,14,15	7,500	0	0
CANADIAN NAT RES LTD	COM	136385101	0	60,056	SH		DFND	4.5	60,056	0	0
CANADIAN NAT RES LTD	COM	136385101	0	98,974	SH		DFND	4.5	98,974	0	0
CANADIAN NAT RES LTD	COM	136385101	0	21,409	SH		DFND	4,5,14,15	21,409	0	0
CANADIAN NAT RES LTD	COM	136385101	0	150,940	SH		DFND	4,5,14,15	150,940	0	0
CANADIAN NAT RES LTD	COM	136385101	0	70,000	SH		DFND	4.6	70,000	0	0
CANADIAN NAT RES LTD	COM	136385101	0	66,212	SH		DFND	1.3	66,212	0	0
CANADIAN NAT RES LTD	COM	136385101	0	19,778	SH		DFND	1.2	19,778	0	0
CANADIAN NAT RES LTD	COM	136385101	0	1,538,600	SH		DFND	4.11	1,538,600	0	0
CANADIAN NATL RY CO	COM	136375102	0	23,100	SH		DFND	4.5	23,100	0	0
CANADIAN NATL RY CO	COM	136375102	0	28,136	SH		DFND	4.5	28,136	0	0
CANADIAN NATL RY CO	COM	136375102	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
CANADIAN NATL RY CO	COM	136375102	0	8,497	SH		DFND	4,5,14,15	8,497	0	0
CANADIAN NATL RY CO	COM	136375102	0	4,750	SH		DFND	4.6	4,750	0	0
CANADIAN NATL RY CO	COM	136375102	0	5,341	SH		DFND	4.6	5,341	0	0
CANADIAN NATL RY CO	COM	136375102	0	7,400	SH		DFND	4.6	7,400	0	0
CANADIAN NATL RY CO	COM	136375102	0	39,900	SH		DFND	4.6	39,900	0	0
CANADIAN NATL RY CO	COM	136375102	0	15,074	SH		DFND	1.3	15,074	0	0
CANADIAN NATL RY CO	COM	136375102	0	13	SH		DFND	1	13	0	0
CANADIAN NATL RY CO	COM	136375102	0	43,020	SH		DFND	1.2	43,020	0	0
CANADIAN PAC RY LTD	COM	13645T100	0	8,822	SH		DFND	4.5	8,822	0	0
CANADIAN PAC RY LTD	COM	13645T100	0	13,290	SH		DFND	4.5	13,290	0	0
CANADIAN PAC RY LTD	COM	13645T100	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
CANADIAN PAC RY LTD	COM	13645T100	0	4,919	SH		DFND	4,5,14,15	4,919	0	0
CANADIAN PAC RY LTD	COM	13645T100	0	13	SH		DFND	1	13	0	0
CAPE BANCORP INC	COM	139209100	0	5,844	SH		DFND	4,5,7,8	5,844	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	36,387	SH		DFND	4.5	36,387	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	41,428	SH		DFND	4.5	41,428	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	3,800	SH		DFND	4,5,14,15	3,800	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	14,198	SH		DFND	4,5,14,15	14,198	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	1,550	SH		DFND	4.6	1,550	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	10,000	SH		DFND	4.6	10,000	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	15,200	SH		DFND	4.6	15,200	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	57,952	SH		DFND	4.6	57,952	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	14,172	SH		DFND	1.3	14,172	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	6,100	SH		DFND	4.12	6,100	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	6,200	SH		DFND	4.12	6,200	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	20,511	SH		DFND	4.12	20,511	0	0
CAPITAL ONE FINL CORP	COM	14040H105	0	1,423	SH		DFND	4.11	1,423	0	0
CAPLEASE INC	COM	140288101	0	11,029	SH		DFND	4.5	11,029	0	0
CAPLEASE INC	COM	140288101	0	9,900	SH		DFND	4,5,14,15	9,900	0	0
CARBO CERAMICS INC	COM	140781105	0	3,194	SH		DFND	4,5,7,8	3,194	0	0
CARDINAL FINL CORP	COM	14149F109	0	7,217	SH		DFND	4,5,7,8	7,217	0	0
CARDINAL HEALTH INC	COM	14149Y108	0	21,697	SH		DFND	4.5	21,697	0	0
CARDINAL HEALTH INC	COM	14149Y108	0	34,791	SH		DFND	4.5	34,791	0	0
CARDINAL HEALTH INC	COM	14149Y108	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
CARDINAL HEALTH INC	COM	14149Y108	0	5,380	SH		DFND	4,5,14,15	5,380	0	0
CARDINAL HEALTH INC	COM	14149Y108	0	9,886	SH		DFND	4.11	9,886	0	0
CAREFUSION CORP	COM	14170T101	0	9,400	SH		DFND	4.5	9,400	0	0
CAREFUSION CORP	COM	14170T101	0	22,087	SH		DFND	4.5	22,087	0	0
CAREFUSION CORP	COM	14170T101	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
CAREFUSION CORP	COM	14170T101	0	5,690	SH		DFND	4,5,14,15	5,690	0	0
CARMAX INC	COM	143130102	0	22,977	SH		DFND	4.5	22,977	0	0
CARMAX INC	COM	143130102	0	24,341	SH		DFND	4.5	24,341	0	0
CARMAX INC	COM	143130102	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
CARMAX INC	COM	143130102	0	5,700	SH		DFND	4,5,14,15	5,700	0	0
CARMAX INC	COM	143130102	0	5,603	SH		DFND	4.12	5,603	0	0
CARMAX INC	COM	143130102	0	5,603	SH		DFND	4.12	5,603	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	30,210	SH		DFND	4.5	30,210	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	35,838	SH		DFND	4.5	35,838	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	9,900	SH		DFND	4,5,7,8	9,900	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	9,317	SH		DFND	4,5,14,15	9,317	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	164	SH		DFND	1	164	0	0
CARNIVAL CORP	PAIRED CTF	143658300	0	8,700	SH		DFND	4.12	8,700	0	0
CARRIZO OIL & GAS INC	COM	144577103	0	30,586	SH		DFND	4,5,7,8	30,586	0	0
CATAMARAN CORP	COM	148887102	0	24,918	SH		DFND	4.5	24,918	0	0
CATAMARAN CORP	COM	148887102	0	29,300	SH		DFND	4.5	29,300	0	0
CATAMARAN CORP	COM	148887102	0	4,000	SH		DFND	4,5,7,8	4,000	0	0
CATAMARAN CORP	COM	148887102	0	300	SH		DFND	4,5,14,15	300	0	0
CATAMARAN CORP	COM	148887102	0	7,140	SH		DFND	4,5,14,15	7,140	0	0
CATAMARAN CORP	COM	148887102	0	5,931	SH		DFND	4.12	5,931	0	0
CATAMARAN CORP	COM	148887102	0	5,931	SH		DFND	4.12	5,931	0	0
CATERPILLAR INC DEL	COM	149123101	0	41,406	SH		DFND	4.5	41,406	0	0
CATERPILLAR INC DEL	COM	149123101	0	294,337	SH		DFND	4.5	294,337	0	0
CATERPILLAR INC DEL	COM	149123101	0	18,320	SH		DFND	4,5,14,15	18,320	0	0
CATERPILLAR INC DEL	COM	149123101	0	248,830	SH		DFND	4,5,14,15	248,830	0	0
CATERPILLAR INC DEL	COM	149123101	0	1,450	SH		DFND	4.6	1,450	0	0
CATERPILLAR INC DEL	COM	149123101	0	5,200	SH		DFND	4.6	5,200	0	0
CATERPILLAR INC DEL	COM	149123101	0	7,500	SH		DFND	4.6	7,500	0	0
CATERPILLAR INC DEL	COM	149123101	0	7,500	SH		DFND	4.6	7,500	0	0
CATERPILLAR INC DEL	COM	149123101	0	8,000	SH		DFND	4.6	8,000	0	0
CATERPILLAR INC DEL	COM	149123101	0	10,000	SH		DFND	4.6	10,000	0	0
CATERPILLAR INC DEL	COM	149123101	0	12,800	SH		DFND	4.6	12,800	0	0
CATERPILLAR INC DEL	COM	149123101	0	16,500	SH		DFND	4.6	16,500	0	0
CATERPILLAR INC DEL	COM	149123101	0	24,900	SH		DFND	4.6	24,900	0	0
CATERPILLAR INC DEL	COM	149123101	0	104,722	SH		DFND	1.3	104,722	0	0
CATERPILLAR INC DEL	COM	149123101	0	140	SH		DFND	1	140	0	0
CATERPILLAR INC DEL	COM	149123101	0	300	SH		DFND	1	300	0	0
CATERPILLAR INC DEL	COM	149123101	0	53,891	SH		DFND	1.2	53,891	0	0
CATERPILLAR INC DEL	COM	149123101	0	645,350	SH		DFND	4.11	645,350	0	0
CAVIUM INC	COM	14964U108	0	1,529	SH		DFND	4.5	1,529	0	0
CAVIUM INC	COM	14964U108	0	208,100	SH		DFND	4.5	208,100	0	0
CAVIUM INC	COM	14964U108	0	426,359	SH		DFND	4.5	426,359	0	0
CBL & ASSOC PPTYS INC	COM	124830100	0	33,860	SH		DFND	4.5	33,860	0	0
CBL & ASSOC PPTYS INC	COM	124830100	0	21,374	SH		DFND	4,5,14,15	21,374	0	0
CBL & ASSOC PPTYS INC	COM	124830100	0	15,399	SH		DFND	4,5,16	15,399	0	0
CBL & ASSOC PPTYS INC	COM	124830100	0	23,797	SH		DFND	4,5,16	23,797	0	0
CBOE HLDGS INC	COM	12503M108	0	9,387	SH		DFND	1	9,387	0	0
CBRE GROUP INC	CL A	12504L109	0	26,885	SH		DFND	4.5	26,885	0	0
CBRE GROUP INC	CL A	12504L109	0	30,759	SH		DFND	4.5	30,759	0	0
CBRE GROUP INC	CL A	12504L109	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
CBRE GROUP INC	CL A	12504L109	0	10,683	SH		DFND	4,5,14,15	10,683	0	0
CBS CORP NEW	CL B	124857202	0	3,120	SH		DFND	4.5	3,120	0	0
CBS CORP NEW	CL B	124857202	0	38,989	SH		DFND	4.5	38,989	0	0
CBS CORP NEW	CL B	124857202	0	45,472	SH		DFND	4.5	45,472	0	0
CBS CORP NEW	CL B	124857202	0	59,179	SH		DFND	4,5,7,8	59,179	0	0
CBS CORP NEW	CL B	124857202	0	3,700	SH		DFND	4,5,14,15	3,700	0	0
CBS CORP NEW	CL B	124857202	0	11,311	SH		DFND	4,5,14,15	11,311	0	0
CBS CORP NEW	CL B	124857202	0	1,300	SH		DFND	4.6	1,300	0	0
CBS CORP NEW	CL B	124857202	0	11,081	SH		DFND	4.6	11,081	0	0
CBS CORP NEW	CL B	124857202	0	12,000	SH		DFND	4.6	12,000	0	0
CBS CORP NEW	CL B	124857202	0	42,289	SH		DFND	1.3	42,289	0	0
CBS CORP NEW	CL B	124857202	0	38,845	SH		DFND	1.2	38,845	0	0
CBS CORP NEW	CL B	124857202	0	7,962	SH		DFND	4.12	7,962	0	0
CBS CORP NEW	CL B	124857202	0	7,962	SH		DFND	4.12	7,962	0	0
CBS CORP NEW	CL B	124857202	0	8,000	SH		DFND	4.12	8,000	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	46,204	SH		DFND	4.5	46,204	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	169,322	SH		DFND	4.5	169,322	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	63,264	SH		DFND	4,5,14,15	63,264	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	418,600	SH		DFND	4,5,14,15	418,600	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	19,093	SH		DFND	4.6	19,093	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	17	SH		DFND	1	17	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	2,850	SH		DFND	1.2	2,850	0	0
CDN IMPERIAL BK OF COMMERCE	COM	136069101	0	6,454	SH		DFND	4.11	6,454	0	0
CEDAR REALTY TRUST INC	COM NEW	150602209	0	11,137	SH		DFND	4.5	11,137	0	0
CEDAR REALTY TRUST INC	COM NEW	150602209	0	6,100	SH		DFND	4,5,14,15	6,100	0	0
CELANESE CORP DEL	COM SER A	150870103	0	320	SH		DFND	4.5	320	0	0
CELANESE CORP DEL	COM SER A	150870103	0	74,743	SH		DFND	4.5	74,743	0	0
CELANESE CORP DEL	COM SER A	150870103	0	174,654	SH		DFND	4.5	174,654	0	0
CELANESE CORP DEL	COM SER A	150870103	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
CELANESE CORP DEL	COM SER A	150870103	0	4,227	SH		DFND	4,5,14,15	4,227	0	0
CELANESE CORP DEL	COM SER A	150870103	0	9,000	SH		DFND	4.6	9,000	0	0
CELANESE CORP DEL	COM SER A	150870103	0	1,912	SH		DFND	4.11	1,912	0	0
CELGENE CORP	COM	151020104	0	44,866	SH		DFND	4.5	44,866	0	0
CELGENE CORP	COM	151020104	0	141,684	SH		DFND	4.5	141,684	0	0
CELGENE CORP	COM	151020104	0	298	SH		DFND	4,5,7,8	298	0	0
CELGENE CORP	COM	151020104	0	1,376	SH		DFND	4,5,7,8	1,376	0	0
CELGENE CORP	COM	151020104	0	3,100	SH		DFND	4,5,7,8	3,100	0	0
CELGENE CORP	COM	151020104	0	12,554	SH		DFND	4,5,14,15	12,554	0	0
CELGENE CORP	COM	151020104	0	198,400	SH		DFND	4,5,14,15	198,400	0	0
CELGENE CORP	COM	151020104	0	8,330	SH		DFND	4.13	8,330	0	0
CELGENE CORP	COM	151020104	0	12,160	SH		DFND	4.13	12,160	0	0
CELGENE CORP	COM	151020104	0	400	SH		DFND	4.6	400	0	0
CELGENE CORP	COM	151020104	0	3,600	SH		DFND	4.6	3,600	0	0
CELGENE CORP	COM	151020104	0	4,100	SH		DFND	4.6	4,100	0	0
CELGENE CORP	COM	151020104	0	4,300	SH		DFND	4.6	4,300	0	0
CELGENE CORP	COM	151020104	0	5,500	SH		DFND	4.6	5,500	0	0
CELGENE CORP	COM	151020104	0	60,146	SH		DFND	1.3	60,146	0	0
CELGENE CORP	COM	151020104	0	38,212	SH		DFND	1.2	38,212	0	0
CELGENE CORP	COM	151020104	0	2,900	SH		DFND	4.12	2,900	0	0
CELGENE CORP	COM	151020104	0	3,313	SH		DFND	4.12	3,313	0	0
CELGENE CORP	COM	151020104	0	3,313	SH		DFND	4.12	3,313	0	0
CELGENE CORP	COM	151020104	0	4,737	SH		DFND	4.11	4,737	0	0
CELGENE CORP	COM	151020104	0	8,330	SH		DFND	4.11	8,330	0	0
CEMEX SAB DE CV	SPON ADR NEW	151290889	0	27,400	SH		DFND	4,5,7,8	27,400	0	0
CEMEX SAB DE CV	SB CV NT4.875%15	151290AV5	0	435,000	PRN		DFND	4,5,7,8	0	0	435,000
CEMEX SAB DE CV	SB CV NT4.875%15	151290AV5	0	2,951,000	PRN		DFND	4,5,7,8	0	0	2,951,000
CEMEX SAB DE CV	SUB NT CV3.25%16	151290BB8	0	128,000	PRN		DFND	4,5,7,8	0	0	128,000
CEMEX SAB DE CV	SUB NT CV3.25%16	151290BB8	0	1,790,000	PRN		DFND	4,5,7,8	0	0	1,790,000
CENCOSUD S A	SPONSORED ADS	15132H101	0	7,000	SH		DFND	4.5	7,000	0	0
CENOVUS ENERGY INC	COM	15135U109	0	50,790	SH		DFND	4.5	50,790	0	0
CENOVUS ENERGY INC	COM	15135U109	0	80,806	SH		DFND	4.5	80,806	0	0
CENOVUS ENERGY INC	COM	15135U109	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
CENOVUS ENERGY INC	COM	15135U109	0	17,455	SH		DFND	4,5,14,15	17,455	0	0
CENOVUS ENERGY INC	COM	15135U109	0	1,156,493	SH		DFND	4.11	1,156,493	0	0
CENTENE CORP DEL	COM	15135B101	0	10,700	SH		DFND	4,5,7,8	10,700	0	0
CENTER BANCORP INC	COM	151408101	0	1,945	SH		DFND	4,5,7,8	1,945	0	0
CENTERPOINT ENERGY INC	COM	15189T107	0	29,094	SH		DFND	4.5	29,094	0	0
CENTERPOINT ENERGY INC	COM	15189T107	0	57,924	SH		DFND	4.5	57,924	0	0
CENTERPOINT ENERGY INC	COM	15189T107	0	2,500	SH		DFND	4,5,14,15	2,500	0	0
CENTERPOINT ENERGY INC	COM	15189T107	0	12,621	SH		DFND	4,5,14,15	12,621	0	0
CENTRAIS ELETRICAS BRASILEIRAS	SPONSORED ADR	15234Q207	0	183,200	SH		DFND	4.5	183,200	0	0
CENTRAIS ELETRICAS BRASILEIRAS	SPONSORED ADR	15234Q207	0	245,800	SH		DFND	4.5	245,800	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	300	SH		DFND	4.5	300	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	1,400	SH		DFND	4.5	1,400	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	1,700	SH		DFND	4.5	1,700	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	5,700	SH		DFND	4.5	5,700	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	7,000	SH		DFND	4.5	7,000	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	10,900	SH		DFND	4.5	10,900	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	14,100	SH		DFND	4.5	14,100	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	18,500	SH		DFND	4.5	18,500	0	0
CENTRAL EUROPEAN MEDIA ENTRPRS	CL A NEW	G20045202	0	40,400	SH		DFND	4.5	40,400	0	0
CENTURYLINK INC	COM	156700106	0	45,828	SH		DFND	4.5	45,828	0	0
CENTURYLINK INC	COM	156700106	0	71,412	SH		DFND	4.5	71,412	0	0
CENTURYLINK INC	COM	156700106	0	3,800	SH		DFND	4,5,14,15	3,800	0	0
CENTURYLINK INC	COM	156700106	0	16,587	SH		DFND	4,5,14,15	16,587	0	0
CENTURYLINK INC	COM	156700106	0	1,300	SH		DFND	4.6	1,300	0	0
CENTURYLINK INC	COM	156700106	0	15,500	SH		DFND	4.6	15,500	0	0
CENTURYLINK INC	COM	156700106	0	24,900	SH		DFND	4.6	24,900	0	0
CENTURYLINK INC	COM	156700106	0	4,052	SH		DFND	4.11	4,052	0	0
CERNER CORP	COM	156782104	0	94,660	SH		DFND	4.5	94,660	0	0
CERNER CORP	COM	156782104	0	411,316	SH		DFND	4.5	411,316	0	0
CERNER CORP	COM	156782104	0	900	SH		DFND	4,5,14,15	900	0	0
CERNER CORP	COM	156782104	0	2,074	SH		DFND	4,5,14,15	2,074	0	0
CERNER CORP	COM	156782104	0	9,000	SH		DFND	4.13	9,000	0	0
CERNER CORP	COM	156782104	0	23,709	SH		DFND	1.3	23,709	0	0
CERNER CORP	COM	156782104	0	22,015	SH		DFND	1.2	22,015	0	0
CERNER CORP	COM	156782104	0	4,556	SH		DFND	4.12	4,556	0	0
CERNER CORP	COM	156782104	0	4,556	SH		DFND	4.12	4,556	0	0
CERNER CORP	COM	156782104	0	276	SH		DFND	4.11	276	0	0
CF INDS HLDGS INC	COM	125269100	0	11,586	SH		DFND	4.5	11,586	0	0
CF INDS HLDGS INC	COM	125269100	0	28,314	SH		DFND	4.5	28,314	0	0
CF INDS HLDGS INC	COM	125269100	0	7,592	SH		DFND	4,5,14,15	7,592	0	0
CF INDS HLDGS INC	COM	125269100	0	75,000	SH		DFND	4,5,14,15	75,000	0	0
CF INDS HLDGS INC	COM	125269100	0	600	SH		DFND	4.6	600	0	0
CF INDS HLDGS INC	COM	125269100	0	3,500	SH		DFND	4.6	3,500	0	0
CF INDS HLDGS INC	COM	125269100	0	3,996	SH		DFND	4.6	3,996	0	0
CF INDS HLDGS INC	COM	125269100	0	11,400	SH		DFND	4.6	11,400	0	0
CF INDS HLDGS INC	COM	125269100	0	7,597	SH		DFND	1.3	7,597	0	0
CF INDS HLDGS INC	COM	125269100	0	11	SH		DFND	1	11	0	0
CF INDS HLDGS INC	COM	125269100	0	6,459	SH		DFND	1.2	6,459	0	0
CF INDS HLDGS INC	COM	125269100	0	1,770	SH		DFND	4.12	1,770	0	0
CHAMBERS STR PPTYS	COM	157842105	0	8,531	SH		DFND	4,5,7,8	8,531	0	0
CHART INDS INC	COM PAR $0.01	16115Q308	0	6,400	SH		DFND	4,5,7,8	6,400	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	4,600	SH		DFND	4.5	4,600	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	5,773	SH		DFND	4.5	5,773	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	4,900	SH		DFND	4,5,7,8	4,900	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	10,125	SH		DFND	4,5,7,8	10,125	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	10,126	SH		DFND	4,5,7,8	10,126	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	25,718	SH		DFND	4,5,7,8	25,718	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	300	SH		DFND	4,5,14,15	300	0	0
CHARTER COMMUNICATIONS INC DEL	CL A NEW	16117M305	0	6,500	SH		DFND	4.13	6,500	0	0
CHARTER FINL CORP MD	COM	16122W108	0	1,946	SH		DFND	4,5,7,8	1,946	0	0
CHATHAM LODGING TR	COM	16208T102	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
CHECK POINT SOFTWARE TECH LTD	ORD	M22465104	0	12,643	SH		DFND	4.5	12,643	0	0
CHECK POINT SOFTWARE TECH LTD	ORD	M22465104	0	16,600	SH		DFND	4.5	16,600	0	0
CHECK POINT SOFTWARE TECH LTD	ORD	M22465104	0	35	SH		DFND	4,5,7,8	35	0	0
CHECK POINT SOFTWARE TECH LTD	ORD	M22465104	0	7,080	SH		DFND	4.13	7,080	0	0
CHENIERE ENERGY INC	COM NEW	16411R208	0	15,000	SH		DFND	4.5	15,000	0	0
CHENIERE ENERGY INC	COM NEW	16411R208	0	26,500	SH		DFND	4.5	26,500	0	0
CHENIERE ENERGY INC	COM NEW	16411R208	0	10,649	SH		DFND	4,5,7,8	10,649	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	0	27,164	SH		DFND	4.5	27,164	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	0	70,038	SH		DFND	4.5	70,038	0	0
CHESAPEAKE ENERGY CORP	SR NT CV 2.25%38	165167CB1	0	2,472,000	PRN		DFND	4,5,7,8	0	0	2,472,000
CHESAPEAKE ENERGY CORP	COM	165167107	0	1,302	SH		DFND	4,5,7,8	1,302	0	0
CHESAPEAKE ENERGY CORP	NT CONV 2.75%35	165167BW6	0	780,000	PRN		DFND	4,5,14,15	0	0	780,000
CHESAPEAKE ENERGY CORP	COM	165167107	0	4,000	SH		DFND	4,5,14,15	4,000	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	0	13,191	SH		DFND	4,5,14,15	13,191	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	0	11,891	SH		DFND	4.5	11,891	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	0	12,688	SH		DFND	4,5,7,8	12,688	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	0	5,300	SH		DFND	4,5,14,15	5,300	0	0
CHEVRON CORP NEW	COM	166764100	0	700	SH		DFND	4.5	700	0	0
CHEVRON CORP NEW	COM	166764100	0	135,410	SH		DFND	4.5	135,410	0	0
CHEVRON CORP NEW	COM	166764100	0	229,325	SH		DFND	4.5	229,325	0	0
CHEVRON CORP NEW	COM	166764100	0	835,663	SH		DFND	4.5	835,663	0	0
CHEVRON CORP NEW	COM	166764100	0	50,438	SH		DFND	4,5,14,15	50,438	0	0
CHEVRON CORP NEW	COM	166764100	0	430,020	SH		DFND	4,5,14,15	430,020	0	0
CHEVRON CORP NEW	COM	166764100	0	6,600	SH		DFND	4.13	6,600	0	0
CHEVRON CORP NEW	COM	166764100	0	2,900	SH		DFND	4.6	2,900	0	0
CHEVRON CORP NEW	COM	166764100	0	8,000	SH		DFND	4.6	8,000	0	0
CHEVRON CORP NEW	COM	166764100	0	19,750	SH		DFND	4.6	19,750	0	0
CHEVRON CORP NEW	COM	166764100	0	26,326	SH		DFND	4.6	26,326	0	0
CHEVRON CORP NEW	COM	166764100	0	68,600	SH		DFND	4.6	68,600	0	0
CHEVRON CORP NEW	COM	166764100	0	100,867	SH		DFND	1.3	100,867	0	0
CHEVRON CORP NEW	COM	166764100	0	200	SH		DFND	1	200	0	0
CHEVRON CORP NEW	COM	166764100	0	4,600	SH		DFND	1	4,600	0	0
CHEVRON CORP NEW	COM	166764100	0	79,276	SH		DFND	1.2	79,276	0	0
CHEVRON CORP NEW	COM	166764100	0	12,570	SH		DFND	4.12	12,570	0	0
CHEVRON CORP NEW	COM	166764100	0	9,239	SH		DFND	4.11	9,239	0	0
CHEVRON CORP NEW	COM	166764100	0	56,905	SH		DFND	4.11	56,905	0	0
CHICAGO BRIDGE & IRON CO N V	COM	167250109	0	700	SH		DFND	4.5	700	0	0
CHICOPEE BANCORP INC	COM	168565109	0	4,831	SH		DFND	4,5,7,8	4,831	0	0
CHILDRENS PL RETAIL STORES INC	COM	168905107	0	70	SH		DFND	4.5	70	0	0
CHINA LIFE INS CO LTD	SPON ADR REP H	16939P106	0	7,800	SH		DFND	4.5	7,800	0	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	0	7,900	SH		DFND	4.5	7,900	0	0
CHINA MOBILE LIMITED	SPONSORED ADR	16941M109	0	391	SH		DFND	1	391	0	0
CHINA PETE & CHEM CORP	SPON ADR H SHS	16941R108	0	6,050	SH		DFND	1.3	6,050	0	0
CHINA PETE & CHEM CORP	SPON ADR H SHS	16941R108	0	47	SH		DFND	1	47	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	1,899	SH		DFND	4.5	1,899	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	3,745	SH		DFND	4.5	3,745	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	200	SH		DFND	4,5,14,15	200	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	866	SH		DFND	4,5,14,15	866	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	1,150	SH		DFND	4.13	1,150	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	953	SH		DFND	4.12	953	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	0	953	SH		DFND	4.12	953	0	0
CHUBB CORP	COM	171232101	0	19,495	SH		DFND	4.5	19,495	0	0
CHUBB CORP	COM	171232101	0	32,263	SH		DFND	4.5	32,263	0	0
CHUBB CORP	COM	171232101	0	800	SH		DFND	4,5,14,15	800	0	0
CHUBB CORP	COM	171232101	0	4,652	SH		DFND	4,5,14,15	4,652	0	0
CHUBB CORP	COM	171232101	0	5,300	SH		DFND	4.6	5,300	0	0
CHUBB CORP	COM	171232101	0	5,500	SH		DFND	4.12	5,500	0	0
CHUNGHWA TELECOM CO LTD	SPON ADR NEW11	17133Q502	0	98,071	SH		DFND	4.5	98,071	0	0
CHUNGHWA TELECOM CO LTD	SPON ADR NEW11	17133Q502	0	141,907	SH		DFND	4.5	141,907	0	0
CHURCH & DWIGHT INC	COM	171340102	0	9,461	SH		DFND	4.5	9,461	0	0
CHURCH & DWIGHT INC	COM	171340102	0	72,062	SH		DFND	4.5	72,062	0	0
CHURCH & DWIGHT INC	COM	171340102	0	900	SH		DFND	4,5,14,15	900	0	0
CHURCH & DWIGHT INC	COM	171340102	0	15,928	SH		DFND	4,5,14,15	15,928	0	0
CIENA CORP	SR NT CV 17	171779AE1	0	1,375,000	PRN		DFND	4,5,7,8	0	0	1,375,000
CIENA CORP	SR CONV NT 4%20	171779AK7	0	100,000	PRN		DFND	4,5,7,8	0	0	100,000
CIENA CORP	SR CONV NT 4%20	171779AK7	0	719,000	PRN		DFND	4,5,7,8	0	0	719,000
CIENA CORP	COM NEW	171779309	0	570	SH		DFND	4,5,7,8	570	0	0
CIENA CORP	COM NEW	171779309	0	4,445	SH		DFND	4,5,7,8	4,445	0	0
CIENA CORP	COM NEW	171779309	0	3,600	SH		DFND	4.12	3,600	0	0
CIGNA CORPORATION	COM	125509109	0	18,671	SH		DFND	4.5	18,671	0	0
CIGNA CORPORATION	COM	125509109	0	109,707	SH		DFND	4.5	109,707	0	0
CIGNA CORPORATION	COM	125509109	0	2,900	SH		DFND	4,5,7,8	2,900	0	0
CIGNA CORPORATION	COM	125509109	0	8,849	SH		DFND	4,5,14,15	8,849	0	0
CIGNA CORPORATION	COM	125509109	0	204,600	SH		DFND	4,5,14,15	204,600	0	0
CIGNA CORPORATION	COM	125509109	0	1,600	SH		DFND	4.6	1,600	0	0
CIGNA CORPORATION	COM	125509109	0	11,000	SH		DFND	4.6	11,000	0	0
CIGNA CORPORATION	COM	125509109	0	22,200	SH		DFND	4.6	22,200	0	0
CIGNA CORPORATION	COM	125509109	0	40,000	SH		DFND	4.6	40,000	0	0
CIGNA CORPORATION	COM	125509109	0	36,250	SH		DFND	4.11	36,250	0	0
CIMAREX ENERGY CO	COM	171798101	0	4,184	SH		DFND	4.5	4,184	0	0
CIMAREX ENERGY CO	COM	171798101	0	8,235	SH		DFND	4.5	8,235	0	0
CIMAREX ENERGY CO	COM	171798101	0	1,539	SH		DFND	4,5,14,15	1,539	0	0
CIMAREX ENERGY CO	COM	171798101	0	3,000	SH		DFND	4.12	3,000	0	0
CINCINNATI FINL CORP	COM	172062101	0	9,821	SH		DFND	4.5	9,821	0	0
CINCINNATI FINL CORP	COM	172062101	0	15,655	SH		DFND	4.5	15,655	0	0
CINCINNATI FINL CORP	COM	172062101	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
CINCINNATI FINL CORP	COM	172062101	0	4,061	SH		DFND	4,5,14,15	4,061	0	0
CINCINNATI FINL CORP	COM	172062101	0	717,306	SH		DFND	4.11	717,306	0	0
CINTAS CORP	COM	172908105	0	13,721	SH		DFND	4.5	13,721	0	0
CINTAS CORP	COM	172908105	0	37,118	SH		DFND	4.5	37,118	0	0
CINTAS CORP	COM	172908105	0	700	SH		DFND	4,5,14,15	700	0	0
CINTAS CORP	COM	172908105	0	3,659	SH		DFND	4,5,14,15	3,659	0	0
CINTAS CORP	COM	172908105	0	1,121,200	SH		DFND	4.11	1,121,200	0	0
CIRCOR INTL INC	COM	17273K109	0	27,802	SH		DFND	4.5	27,802	0	0
CISCO SYS INC	COM	17275R102	0	388,260	SH		DFND	4.5	388,260	0	0
CISCO SYS INC	COM	17275R102	0	533,195	SH		DFND	4.5	533,195	0	0
CISCO SYS INC	COM	17275R102	0	815,551	SH		DFND	4.5	815,551	0	0
CISCO SYS INC	COM	17275R102	0	3,552	SH		DFND	4,5,7,8	3,552	0	0
CISCO SYS INC	COM	17275R102	0	22,000	SH		DFND	4,5,7,8	22,000	0	0
CISCO SYS INC	COM	17275R102	0	158,445	SH		DFND	4,5,14,15	158,445	0	0
CISCO SYS INC	COM	17275R102	0	2,388,570	SH		DFND	4,5,14,15	2,388,570	0	0
CISCO SYS INC	COM	17275R102	0	7,400	SH		DFND	4.6	7,400	0	0
CISCO SYS INC	COM	17275R102	0	13,500	SH		DFND	4.6	13,500	0	0
CISCO SYS INC	COM	17275R102	0	27,000	SH		DFND	4.6	27,000	0	0
CISCO SYS INC	COM	17275R102	0	67,500	SH		DFND	4.6	67,500	0	0
CISCO SYS INC	COM	17275R102	0	94,121	SH		DFND	4.6	94,121	0	0
CISCO SYS INC	COM	17275R102	0	238,700	SH		DFND	4.6	238,700	0	0
CISCO SYS INC	COM	17275R102	0	703,532	SH		DFND	1.3	703,532	0	0
CISCO SYS INC	COM	17275R102	0	593	SH		DFND	1	593	0	0
CISCO SYS INC	COM	17275R102	0	26,900	SH		DFND	1	26,900	0	0
CISCO SYS INC	COM	17275R102	0	522,438	SH		DFND	1.2	522,438	0	0
CISCO SYS INC	COM	17275R102	0	12,682	SH		DFND	4.12	12,682	0	0
CISCO SYS INC	COM	17275R102	0	12,682	SH		DFND	4.12	12,682	0	0
CISCO SYS INC	COM	17275R102	0	16,000	SH		DFND	4.12	16,000	0	0
CISCO SYS INC	COM	17275R102	0	35,457	SH		DFND	4.12	35,457	0	0
CISCO SYS INC	COM	17275R102	0	40,400	SH		DFND	4.12	40,400	0	0
CISCO SYS INC	COM	17275R102	0	26,197	SH		DFND	4.11	26,197	0	0
CISCO SYS INC	COM	17275R102	0	230,070	SH		DFND	4.11	230,070	0	0
CISCO SYS INC	COM	17275R102	0	3,259,303	SH		DFND	4.11	3,259,303	0	0
CIT GROUP INC	COM NEW	125581801	0	13,331	SH		DFND	4.5	13,331	0	0
CIT GROUP INC	COM NEW	125581801	0	33,458	SH		DFND	4.5	33,458	0	0
CIT GROUP INC	COM NEW	125581801	0	977	SH		DFND	4,5,14,15	977	0	0
CIT GROUP INC	COM NEW	125581801	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
CITIGROUP INC	COM NEW	172967424	0	425,273	SH		DFND	4.5	425,273	0	0
CITIGROUP INC	COM NEW	172967424	0	2,042,589	SH		DFND	4.5	2,042,589	0	0
CITIGROUP INC	COM NEW	172967424	0	1,286	SH		DFND	4,5,7,8	1,286	0	0
CITIGROUP INC	COM NEW	172967424	0	47,099	SH		DFND	4,5,7,8	47,099	0	0
CITIGROUP INC	COM NEW	172967424	0	67,607	SH		DFND	4,5,7,8	67,607	0	0
CITIGROUP INC	COM NEW	172967424	0	74,098	SH		DFND	4,5,14,15	74,098	0	0
CITIGROUP INC	COM NEW	172967424	0	384,433	SH		DFND	4,5,14,15	384,433	0	0
CITIGROUP INC	COM NEW	172967424	0	4,100	SH		DFND	4.6	4,100	0	0
CITIGROUP INC	COM NEW	172967424	0	17,000	SH		DFND	4.6	17,000	0	0
CITIGROUP INC	COM NEW	172967424	0	17,600	SH		DFND	4.6	17,600	0	0
CITIGROUP INC	COM NEW	172967424	0	20,383	SH		DFND	4.6	20,383	0	0
CITIGROUP INC	COM NEW	172967424	0	20,500	SH		DFND	4.6	20,500	0	0
CITIGROUP INC	COM NEW	172967424	0	23,000	SH		DFND	4.6	23,000	0	0
CITIGROUP INC	COM NEW	172967424	0	30,000	SH		DFND	4.6	30,000	0	0
CITIGROUP INC	COM NEW	172967424	0	30,000	SH		DFND	4.6	30,000	0	0
CITIGROUP INC	COM NEW	172967424	0	46,617	SH		DFND	4.6	46,617	0	0
CITIGROUP INC	COM NEW	172967424	0	129,700	SH		DFND	4.6	129,700	0	0
CITIGROUP INC	COM NEW	172967424	0	1,670,585	SH		DFND	1.3	1,670,585	0	0
CITIGROUP INC	COM NEW	172967424	0	500	SH		DFND	1	500	0	0
CITIGROUP INC	COM NEW	172967424	0	536	SH		DFND	1	536	0	0
CITIGROUP INC	COM NEW	172967424	0	265,836	SH		DFND	1.2	265,836	0	0
CITIGROUP INC	COM NEW	172967424	0	22,063	SH		DFND	4.12	22,063	0	0
CITIGROUP INC	COM NEW	172967424	0	120,500	SH		DFND	4.11	120,500	0	0
CITRIX SYS INC	COM	177376100	0	129,962	SH		DFND	4.5	129,962	0	0
CITRIX SYS INC	COM	177376100	0	232,844	SH		DFND	4.5	232,844	0	0
CITRIX SYS INC	COM	177376100	0	1,028	SH		DFND	4,5,7,8	1,028	0	0
CITRIX SYS INC	COM	177376100	0	4,000	SH		DFND	4,5,7,8	4,000	0	0
CITRIX SYS INC	COM	177376100	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
CITRIX SYS INC	COM	177376100	0	5,672	SH		DFND	4,5,14,15	5,672	0	0
CITRIX SYS INC	COM	177376100	0	2,982	SH		DFND	4.12	2,982	0	0
CITRIX SYS INC	COM	177376100	0	2,982	SH		DFND	4.12	2,982	0	0
CITY NATL CORP	COM	178566105	0	4,737	SH		DFND	4.5	4,737	0	0
CLEAN HARBORS INC	COM	184496107	0	2,200	SH		DFND	4,5,14,15	2,200	0	0
CLEARWIRE CORP NEW	CL A	18538Q105	0	508,130	SH		DFND	4,5,7,8	508,130	0	0
CLEARWIRE CORP NEW	CL A	18538Q105	0	521,838	SH		DFND	4,5,7,8	521,838	0	0
CLIFFS NAT RES INC	COM	18683K101	0	1,599	SH		DFND	4.5	1,599	0	0
CLIFFS NAT RES INC	COM	18683K101	0	1,610	SH		DFND	4.5	1,610	0	0
CLIFFS NAT RES INC	COM	18683K101	0	3,477	SH		DFND	4.5	3,477	0	0
CLIFFS NAT RES INC	COM	18683K101	0	250	SH		DFND	4,5,14,15	250	0	0
CLOROX CO DEL	COM	189054109	0	24,254	SH		DFND	4.5	24,254	0	0
CLOROX CO DEL	COM	189054109	0	50,256	SH		DFND	4.5	50,256	0	0
CLOROX CO DEL	COM	189054109	0	700	SH		DFND	4,5,14,15	700	0	0
CLOROX CO DEL	COM	189054109	0	3,100	SH		DFND	4,5,14,15	3,100	0	0
CME GROUP INC	COM	12572Q105	0	20,415	SH		DFND	4.5	20,415	0	0
CME GROUP INC	COM	12572Q105	0	27,295	SH		DFND	4.5	27,295	0	0
CME GROUP INC	COM	12572Q105	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
CME GROUP INC	COM	12572Q105	0	8,005	SH		DFND	4,5,14,15	8,005	0	0
CME GROUP INC	COM	12572Q105	0	20,000	SH		DFND	1	20,000	0	0
CME GROUP INC	COM	12572Q105	0	60,000	SH		DFND	1	60,000	0	0
CME GROUP INC	COM	12572Q105	0	120,000	SH		DFND	1	120,000	0	0
CMS ENERGY CORP	COM	125896100	0	15,262	SH		DFND	4.5	15,262	0	0
CMS ENERGY CORP	COM	125896100	0	59,090	SH		DFND	4.5	59,090	0	0
CMS ENERGY CORP	COM	125896100	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
CMS ENERGY CORP	COM	125896100	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
CNA FINL CORP	COM	126117100	0	3,814	SH		DFND	4.5	3,814	0	0
CNA FINL CORP	COM	126117100	0	12,600	SH		DFND	4.6	12,600	0	0
CNH GLOBAL N V	SHS NEW	N20935206	0	3,616	SH		DFND	4.5	3,616	0	0
CNH GLOBAL N V	SHS NEW	N20935206	0	22,400	SH		DFND	4,5,14,15	22,400	0	0
CNH GLOBAL N V	SHS NEW	N20935206	0	7,000	SH		DFND	1.3	7,000	0	0
CNH GLOBAL N V	SHS NEW	N20935206	0	2,500	SH		DFND	1	2,500	0	0
COACH INC	COM	189754104	0	99,725	SH		DFND	4.5	99,725	0	0
COACH INC	COM	189754104	0	713,275	SH		DFND	4.5	713,275	0	0
COACH INC	COM	189754104	0	2,740	SH		DFND	4,5,14,15	2,740	0	0
COACH INC	COM	189754104	0	13,441	SH		DFND	4,5,14,15	13,441	0	0
COACH INC	COM	189754104	0	1,000	SH		DFND	4.6	1,000	0	0
COACH INC	COM	189754104	0	5,500	SH		DFND	4.6	5,500	0	0
COACH INC	COM	189754104	0	6,200	SH		DFND	4.6	6,200	0	0
COACH INC	COM	189754104	0	11,700	SH		DFND	4.6	11,700	0	0
COACH INC	COM	189754104	0	17,444	SH		DFND	1.3	17,444	0	0
COACH INC	COM	189754104	0	5,863	SH		DFND	4.11	5,863	0	0
COBALT INTL ENERGY INC	COM	19075F106	0	14,200	SH		DFND	4.5	14,200	0	0
COBALT INTL ENERGY INC	COM	19075F106	0	17,291	SH		DFND	4.5	17,291	0	0
COBALT INTL ENERGY INC	COM	19075F106	0	15,700	SH		DFND	4,5,7,8	15,700	0	0
COBALT INTL ENERGY INC	COM	19075F106	0	341,866	SH		DFND	4,5,7,8	341,866	0	0
COBALT INTL ENERGY INC	COM	19075F106	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
COBALT INTL ENERGY INC	COM	19075F106	0	10,900	SH		DFND	4,5,14,15	10,900	0	0
COBIZ FINANCIAL INC	COM	190897108	0	13,919	SH		DFND	4,5,7,8	13,919	0	0
COCA COLA CO	COM	191216100	0	384,184	SH		DFND	4.5	384,184	0	0
COCA COLA CO	COM	191216100	0	1,999,553	SH		DFND	4.5	1,999,553	0	0
COCA COLA CO	COM	191216100	0	843	SH		DFND	4,5,7,8	843	0	0
COCA COLA CO	COM	191216100	0	99,144	SH		DFND	4,5,14,15	99,144	0	0
COCA COLA CO	COM	191216100	0	970,800	SH		DFND	4,5,14,15	970,800	0	0
COCA COLA CO	COM	191216100	0	18,140	SH		DFND	4.13	18,140	0	0
COCA COLA CO	COM	191216100	0	38,060	SH		DFND	4.13	38,060	0	0
COCA COLA CO	COM	191216100	0	5,300	SH		DFND	4.6	5,300	0	0
COCA COLA CO	COM	191216100	0	15,100	SH		DFND	4.6	15,100	0	0
COCA COLA CO	COM	191216100	0	28,000	SH		DFND	4.6	28,000	0	0
COCA COLA CO	COM	191216100	0	30,100	SH		DFND	4.6	30,100	0	0
COCA COLA CO	COM	191216100	0	31,100	SH		DFND	4.6	31,100	0	0
COCA COLA CO	COM	191216100	0	48,247	SH		DFND	4.6	48,247	0	0
COCA COLA CO	COM	191216100	0	115,000	SH		DFND	4.6	115,000	0	0
COCA COLA CO	COM	191216100	0	390	SH		DFND	1	390	0	0
COCA COLA CO	COM	191216100	0	3,600	SH		DFND	1	3,600	0	0
COCA COLA CO	COM	191216100	0	27,000	SH		DFND	1	27,000	0	0
COCA COLA CO	COM	191216100	0	173,711	SH		DFND	1.2	173,711	0	0
COCA COLA CO	COM	191216100	0	18,000	SH		DFND	4.12	18,000	0	0
COCA COLA CO	COM	191216100	0	37,500	SH		DFND	4.12	37,500	0	0
COCA COLA CO	COM	191216100	0	1,300	SH		DFND	4.11	1,300	0	0
COCA COLA CO	COM	191216100	0	2,705	SH		DFND	4.11	2,705	0	0
COCA COLA CO	COM	191216100	0	38,060	SH		DFND	4.11	38,060	0	0
COCA COLA ENTERPRISES INC NEW	COM	19122T109	0	30,579	SH		DFND	4.5	30,579	0	0
COCA COLA ENTERPRISES INC NEW	COM	19122T109	0	99,182	SH		DFND	4.5	99,182	0	0
COCA COLA ENTERPRISES INC NEW	COM	19122T109	0	17,016	SH		DFND	4,5,14,15	17,016	0	0
COCA COLA ENTERPRISES INC NEW	COM	19122T109	0	719,500	SH		DFND	4,5,14,15	719,500	0	0
COCA COLA ENTERPRISES INC NEW	COM	19122T109	0	21,870	SH		DFND	4.13	21,870	0	0
COCA COLA ENTERPRISES INC NEW	COM	19122T109	0	21,870	SH		DFND	4.11	21,870	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	3,765	SH		DFND	4.5	3,765	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	25,021	SH		DFND	4.5	25,021	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	27,223	SH		DFND	4.5	27,223	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	972	SH		DFND	4,5,7,8	972	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	7,589	SH		DFND	4,5,14,15	7,589	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	222,000	SH		DFND	4,5,14,15	222,000	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	9,300	SH		DFND	4.13	9,300	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	900	SH		DFND	4.6	900	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	6,000	SH		DFND	4.6	6,000	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	8,800	SH		DFND	4.6	8,800	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	10,500	SH		DFND	1	10,500	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	5,634	SH		DFND	4.12	5,634	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	5,634	SH		DFND	4.12	5,634	0	0
COGNIZANT TECHNOLOGY SOLUTIONS	CL A	192446102	0	9,300	SH		DFND	4.11	9,300	0	0
COHEN & STEERS INC	COM	19247A100	0	110	SH		DFND	4.5	110	0	0
COLFAX CORP	COM	194014106	0	7,022	SH		DFND	4,5,7,8	7,022	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	153,452	SH		DFND	4.5	153,452	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	848,172	SH		DFND	4.5	848,172	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	957	SH		DFND	4,5,7,8	957	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	4,600	SH		DFND	4,5,14,15	4,600	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	24,478	SH		DFND	4,5,14,15	24,478	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	3,300	SH		DFND	4.6	3,300	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	6,500	SH		DFND	4.6	6,500	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	15,000	SH		DFND	4.6	15,000	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	21,600	SH		DFND	4.6	21,600	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	23,900	SH		DFND	4.6	23,900	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	41,200	SH		DFND	4.6	41,200	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	12	SH		DFND	1	12	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	10,706	SH		DFND	1.2	10,706	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	19,500	SH		DFND	4.12	19,500	0	0
COLGATE PALMOLIVE CO	COM	194162103	0	297,940	SH		DFND	4.11	297,940	0	0
COLONIAL PPTYS TR	COM SH BEN INT	195872106	0	16,156	SH		DFND	4.5	16,156	0	0
COLONIAL PPTYS TR	COM SH BEN INT	195872106	0	10,900	SH		DFND	4,5,14,15	10,900	0	0
COLONIAL PPTYS TR	COM SH BEN INT	195872106	0	24,973	SH		DFND	4,5,16	24,973	0	0
COMCAST CORP NEW	CL A	20030N101	0	267,905	SH		DFND	4.5	267,905	0	0
COMCAST CORP NEW	CL A	20030N101	0	415,660	SH		DFND	4.5	415,660	0	0
COMCAST CORP NEW	CL A	20030N101	0	1,170,730	SH		DFND	4.5	1,170,730	0	0
COMCAST CORP NEW	CL A SPL	20030N200	0	26,776	SH		DFND	4.5	26,776	0	0
COMCAST CORP NEW	CL A SPL	20030N200	0	68,139	SH		DFND	4.5	68,139	0	0
COMCAST CORP NEW	CL A	20030N101	0	75,727	SH		DFND	4,5,14,15	75,727	0	0
COMCAST CORP NEW	CL A	20030N101	0	878,100	SH		DFND	4,5,14,15	878,100	0	0
COMCAST CORP NEW	CL A SPL	20030N200	0	3,800	SH		DFND	4,5,14,15	3,800	0	0
COMCAST CORP NEW	CL A SPL	20030N200	0	12,192	SH		DFND	4,5,14,15	12,192	0	0
COMCAST CORP NEW	CL A	20030N101	0	47,980	SH		DFND	4.13	47,980	0	0
COMCAST CORP NEW	CL A	20030N101	0	6,600	SH		DFND	4.6	6,600	0	0
COMCAST CORP NEW	CL A	20030N101	0	19,000	SH		DFND	4.6	19,000	0	0
COMCAST CORP NEW	CL A	20030N101	0	37,500	SH		DFND	4.6	37,500	0	0
COMCAST CORP NEW	CL A	20030N101	0	40,893	SH		DFND	4.6	40,893	0	0
COMCAST CORP NEW	CL A	20030N101	0	1,584	SH		DFND	1.3	1,584	0	0
COMCAST CORP NEW	CL A	20030N101	0	67,868	SH		DFND	1.3	67,868	0	0
COMCAST CORP NEW	CL A	20030N101	0	13,300	SH		DFND	1	13,300	0	0
COMCAST CORP NEW	CL A	20030N101	0	86,769	SH		DFND	1.2	86,769	0	0
COMCAST CORP NEW	CL A	20030N101	0	24,263	SH		DFND	4.11	24,263	0	0
COMCAST CORP NEW	CL A	20030N101	0	42,940	SH		DFND	4.11	42,940	0	0
COMCAST CORP NEW	CL A	20030N101	0	187,000	SH		DFND	4.11	187,000	0	0
COMCAST CORP NEW	CL A SPL	20030N200	0	2,180	SH		DFND	4.11	2,180	0	0
COMCAST CORP NEW	CL A SPL	20030N200	0	1,932,978	SH		DFND	4.11	1,932,978	0	0
COMERICA INC	COM	200340107	0	23,180	SH		DFND	4.5	23,180	0	0
COMERICA INC	COM	200340107	0	150,404	SH		DFND	4.5	150,404	0	0
COMERICA INC	COM	200340107	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
COMERICA INC	COM	200340107	0	3,977	SH		DFND	4,5,14,15	3,977	0	0
COMERICA INC	COM	200340107	0	7,800	SH		DFND	4.12	7,800	0	0
COMMERCE BANCSHARES INC	COM	200525103	0	3,066	SH		DFND	4.5	3,066	0	0
COMMERCIAL METALS CO	COM	201723103	0	935	SH		DFND	4.5	935	0	0
COMMERCIAL METALS CO	COM	201723103	0	13,200	SH		DFND	4.12	13,200	0	0
COMMONWEALTH REIT	COM SH BEN INT	203233101	0	22,126	SH		DFND	4.5	22,126	0	0
COMMONWEALTH REIT	COM SH BEN INT	203233101	0	63,985	SH		DFND	4,5,7,8	63,985	0	0
COMMONWEALTH REIT	COM SH BEN INT	203233101	0	183,718	SH		DFND	4,5,7,8	183,718	0	0
COMMONWEALTH REIT	COM SH BEN INT	203233101	0	17,750	SH		DFND	4,5,14,15	17,750	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	633	SH		DFND	4,5,7,8	633	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	10,037	SH		DFND	4,5,7,8	10,037	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	24,324	SH		DFND	4,5,7,8	24,324	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	44,823	SH		DFND	4,5,7,8	44,823	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	311,988	SH		DFND	4,5,7,8	311,988	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	9,000	SH		DFND	4.6	9,000	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	23,200	SH		DFND	4.6	23,200	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	77,400	SH		DFND	1.3	77,400	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	77,400	SH		DFND	1.2	77,400	0	0
COMMUNITY HEALTH SYS INC NEWCO	COM	203668108	0	1,400	SH		DFND	4.12	1,400	0	0
COMMVAULT SYSTEMS INC	COM	204166102	0	4,600	SH		DFND	4,5,7,8	4,600	0	0
COMPANHIA BRASILEIRA DE DISTRB	SPN ADR PFD CL A	20440T201	0	418,572	SH		DFND	4.5	418,572	0	0
COMPANHIA BRASILEIRA DE DISTRB	SPN ADR PFD CL A	20440T201	0	434,876	SH		DFND	4.5	434,876	0	0
COMPANHIA BRASILEIRA DE DISTRB	SPN ADR PFD CL A	20440T201	0	15,350	SH		DFND	1.3	15,350	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPONSORED ADR	20441W104	0	28,029	SH		DFND	4.5	28,029	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPONSORED ADR	20441W104	0	74,857	SH		DFND	4.5	74,857	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPON ADR PFD	20441W203	0	64,006	SH		DFND	4.5	64,006	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPON ADR PFD	20441W203	0	304,505	SH		DFND	4.5	304,505	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPON ADR PFD	20441W203	0	54,850	SH		DFND	1.3	54,850	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPON ADR PFD	20441W203	0	150	SH		DFND	1	150	0	0
COMPANHIA DE BEBIDAS DAS AMERS	SPON ADR PFD	20441W203	0	24,000	SH		DFND	1	24,000	0	0
COMPANHIA DE SANEAMENTO BASICO	SPONSORED ADR	20441A102	0	748,772	SH		DFND	4.5	748,772	0	0
COMPANHIA DE SANEAMENTO BASICO	SPONSORED ADR	20441A102	0	936,898	SH		DFND	4.5	936,898	0	0
COMPANHIA ENERGETICA DE MINAS	SP ADR N-V PFD	204409601	0	1,523,248	SH		DFND	4.5	1,523,248	0	0
COMPANHIA ENERGETICA DE MINAS	SP ADR N-V PFD	204409601	0	2,243,394	SH		DFND	4.5	2,243,394	0	0
COMPANHIA PARANAENSE ENERG COP	SPON ADR PFD	20441B407	0	323,700	SH		DFND	4.5	323,700	0	0
COMPANHIA PARANAENSE ENERG COP	SPON ADR PFD	20441B407	0	493,100	SH		DFND	4.5	493,100	0	0
COMPANIA CERVECERIAS UNIDAS SA	SPONSORED ADR	204429104	0	198,820	SH		DFND	4.5	198,820	0	0
COMPANIA CERVECERIAS UNIDAS SA	SPONSORED ADR	204429104	0	253,202	SH		DFND	4.5	253,202	0	0
COMPANIA DE MINAS BUENAVENTURA	SPONSORED ADR	204448104	0	649,698	SH		DFND	4.5	649,698	0	0
COMPANIA DE MINAS BUENAVENTURA	SPONSORED ADR	204448104	0	898,057	SH		DFND	4.5	898,057	0	0
COMPANIA DE MINAS BUENAVENTURA	SPONSORED ADR	204448104	0	2	SH		DFND	1	2	0	0
COMPASS MINERALS INTL INC	COM	20451N101	0	5,700	SH		DFND	4.5	5,700	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	8,801	SH		DFND	4.5	8,801	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	15,812	SH		DFND	4.5	15,812	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	431	SH		DFND	4,5,7,8	431	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	900	SH		DFND	4,5,14,15	900	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	4,042	SH		DFND	4,5,14,15	4,042	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	12,000	SH		DFND	1	12,000	0	0
COMPUTER SCIENCES CORP	COM	205363104	0	7,000	SH		DFND	4.12	7,000	0	0
COMPUWARE CORP	COM	205638109	0	16,984	SH		DFND	4,5,7,8	16,984	0	0
COMSTOCK MNG INC	COM	205750102	0	5	SH		DFND	1.3	5	0	0
COMSTOCK RES INC	COM NEW	205768203	0	4,770	SH		DFND	4,5,7,8	4,770	0	0
COMSTOCK RES INC	COM NEW	205768203	0	7,110	SH		DFND	4,5,7,8	7,110	0	0
COMSTOCK RES INC	COM NEW	205768203	0	14,400	SH		DFND	4,5,7,8	14,400	0	0
CONAGRA FOODS INC	COM	205887102	0	38,168	SH		DFND	4.5	38,168	0	0
CONAGRA FOODS INC	COM	205887102	0	38,256	SH		DFND	4.5	38,256	0	0
CONAGRA FOODS INC	COM	205887102	0	2,500	SH		DFND	4,5,14,15	2,500	0	0
CONAGRA FOODS INC	COM	205887102	0	7,358	SH		DFND	4,5,14,15	7,358	0	0
CONAGRA FOODS INC	COM	205887102	0	9,100	SH		DFND	4.12	9,100	0	0
CONAGRA FOODS INC	COM	205887102	0	3,212	SH		DFND	4.11	3,212	0	0
CONCHO RES INC	COM	20605P101	0	5,500	SH		DFND	4.5	5,500	0	0
CONCHO RES INC	COM	20605P101	0	9,468	SH		DFND	4.5	9,468	0	0
CONCHO RES INC	COM	20605P101	0	7,157	SH		DFND	4,5,7,8	7,157	0	0
CONCHO RES INC	COM	20605P101	0	10,371	SH		DFND	4,5,7,8	10,371	0	0
CONCHO RES INC	COM	20605P101	0	600	SH		DFND	4,5,14,15	600	0	0
CONCHO RES INC	COM	20605P101	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
CONCHO RES INC	COM	20605P101	0	2,149	SH		DFND	4.12	2,149	0	0
CONCHO RES INC	COM	20605P101	0	2,149	SH		DFND	4.12	2,149	0	0
CONOCOPHILLIPS	COM	20825C104	0	128,488	SH		DFND	4.5	128,488	0	0
CONOCOPHILLIPS	COM	20825C104	0	418,856	SH		DFND	4.5	418,856	0	0
CONOCOPHILLIPS	COM	20825C104	0	29,814	SH		DFND	4,5,14,15	29,814	0	0
CONOCOPHILLIPS	COM	20825C104	0	309,000	SH		DFND	4,5,14,15	309,000	0	0
CONOCOPHILLIPS	COM	20825C104	0	1,700	SH		DFND	4.6	1,700	0	0
CONOCOPHILLIPS	COM	20825C104	0	5,000	SH		DFND	4.6	5,000	0	0
CONOCOPHILLIPS	COM	20825C104	0	13,000	SH		DFND	4.6	13,000	0	0
CONOCOPHILLIPS	COM	20825C104	0	15,400	SH		DFND	4.6	15,400	0	0
CONOCOPHILLIPS	COM	20825C104	0	16,400	SH		DFND	4.6	16,400	0	0
CONOCOPHILLIPS	COM	20825C104	0	17,300	SH		DFND	4.6	17,300	0	0
CONOCOPHILLIPS	COM	20825C104	0	57,500	SH		DFND	4.6	57,500	0	0
CONOCOPHILLIPS	COM	20825C104	0	1,828	SH		DFND	1	1,828	0	0
CONOCOPHILLIPS	COM	20825C104	0	4,000	SH		DFND	4.11	4,000	0	0
CONOCOPHILLIPS	COM	20825C104	0	733,940	SH		DFND	4.11	733,940	0	0
CONSOL ENERGY INC	COM	20854P109	0	15,324	SH		DFND	4.5	15,324	0	0
CONSOL ENERGY INC	COM	20854P109	0	38,889	SH		DFND	4.5	38,889	0	0
CONSOL ENERGY INC	COM	20854P109	0	4,536	SH		DFND	4,5,7,8	4,536	0	0
CONSOL ENERGY INC	COM	20854P109	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
CONSOL ENERGY INC	COM	20854P109	0	5,358	SH		DFND	4,5,14,15	5,358	0	0
CONSOLIDATED EDISON INC	COM	209115104	0	26,617	SH		DFND	4.5	26,617	0	0
CONSOLIDATED EDISON INC	COM	209115104	0	38,014	SH		DFND	4.5	38,014	0	0
CONSOLIDATED EDISON INC	COM	209115104	0	28,299	SH		DFND	4,5,14,15	28,299	0	0
CONSOLIDATED EDISON INC	COM	209115104	0	261,700	SH		DFND	4,5,14,15	261,700	0	0
CONSOLIDATED EDISON INC	COM	209115104	0	356	SH		DFND	1	356	0	0
CONSOLIDATED EDISON INC	COM	209115104	0	2,153	SH		DFND	4.11	2,153	0	0
CONSTANT CONTACT INC	COM	210313102	0	3,747	SH		DFND	4,5,7,8	3,747	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	0	12,623	SH		DFND	4.5	12,623	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	0	37,470	SH		DFND	4.5	37,470	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	0	40,932	SH		DFND	4,5,7,8	40,932	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	0	5,145	SH		DFND	4,5,14,15	5,145	0	0
CONTINENTAL RESOURCES INC	COM	212015101	0	10,466	SH		DFND	4.5	10,466	0	0
CONTINENTAL RESOURCES INC	COM	212015101	0	13,887	SH		DFND	4.5	13,887	0	0
CONTINENTAL RESOURCES INC	COM	212015101	0	300	SH		DFND	4,5,14,15	300	0	0
CONTINENTAL RESOURCES INC	COM	212015101	0	1,003	SH		DFND	4,5,14,15	1,003	0	0
CONTINENTAL RESOURCES INC	COM	212015101	0	1,354	SH		DFND	4.12	1,354	0	0
CONTINENTAL RESOURCES INC	COM	212015101	0	1,354	SH		DFND	4.12	1,354	0	0
CON-WAY INC	COM	205944101	0	6,600	SH		DFND	4.12	6,600	0	0
COOPER TIRE & RUBR CO	COM	216831107	0	29,375	SH		DFND	4,5,7,8	29,375	0	0
COOPER TIRE & RUBR CO	COM	216831107	0	292,393	SH		DFND	4,5,7,8	292,393	0	0
COPA HOLDINGS SA	CL A	P31076105	0	13,000	SH		DFND	4.5	13,000	0	0
COPA HOLDINGS SA	CL A	P31076105	0	49,900	SH		DFND	4.5	49,900	0	0
COPA HOLDINGS SA	CL A	P31076105	0	7,216	SH		DFND	1.3	7,216	0	0
COPA HOLDINGS SA	CL A	P31076105	0	6,416	SH		DFND	1.2	6,416	0	0
COPART INC	COM	217204106	0	325,257	SH		DFND	4,5,7,8	325,257	0	0
COPART INC	COM	217204106	0	344,672	SH		DFND	4,5,7,8	344,672	0	0
CORE LABORATORIES N V	COM	N22717107	0	29,800	SH		DFND	4.5	29,800	0	0
CORE LABORATORIES N V	COM	N22717107	0	55,885	SH		DFND	4.5	55,885	0	0
CORE LABORATORIES N V	COM	N22717107	0	210	SH		DFND	4,5,14,15	210	0	0
CORE LABORATORIES N V	COM	N22717107	0	300	SH		DFND	4,5,14,15	300	0	0
CORE LABORATORIES N V	COM	N22717107	0	649	SH		DFND	4.11	649	0	0
CORELOGIC INC	COM	21871D103	0	641	SH		DFND	4,5,7,8	641	0	0
CORESITE RLTY CORP	COM	21870Q105	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
CORNING INC	COM	219350105	0	129,238	SH		DFND	4.5	129,238	0	0
CORNING INC	COM	219350105	0	436,763	SH		DFND	4.5	436,763	0	0
CORNING INC	COM	219350105	0	1,259	SH		DFND	4,5,7,8	1,259	0	0
CORNING INC	COM	219350105	0	9,900	SH		DFND	4,5,14,15	9,900	0	0
CORNING INC	COM	219350105	0	22,488	SH		DFND	4,5,14,15	22,488	0	0
CORNING INC	COM	219350105	0	5,100	SH		DFND	4.6	5,100	0	0
CORNING INC	COM	219350105	0	30,000	SH		DFND	4.6	30,000	0	0
CORNING INC	COM	219350105	0	40,900	SH		DFND	4.6	40,900	0	0
CORNING INC	COM	219350105	0	57,700	SH		DFND	4.6	57,700	0	0
CORNING INC	COM	219350105	0	64,380	SH		DFND	4.6	64,380	0	0
CORNING INC	COM	219350105	0	134,300	SH		DFND	4.11	134,300	0	0
CORONADO BIOSCIENCES INC	COM	21976U109	0	10,366	SH		DFND	4,5,7,8	10,366	0	0
CORPORATE EXECUTIVE BRD CO	COM	21988R102	0	800	SH		DFND	4.6	800	0	0
CORPORATE EXECUTIVE BRD CO	COM	21988R102	0	6,000	SH		DFND	4.6	6,000	0	0
CORPORATE EXECUTIVE BRD CO	COM	21988R102	0	11,600	SH		DFND	4.6	11,600	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	0	13,231	SH		DFND	4.5	13,231	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	0	1,908	SH		DFND	4,5,7,8	1,908	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	0	12,871	SH		DFND	4,5,7,8	12,871	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	0	11,200	SH		DFND	4,5,14,15	11,200	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	0	23,741	SH		DFND	4,5,16	23,741	0	0
CORRECTIONS CORP AMER NEW	COM NEW	22025Y407	0	13,367	SH		DFND	4,5,14,15	13,367	0	0
COSAN LTD	SHS A	G25343107	0	1,130,975	SH		DFND	4.5	1,130,975	0	0
COSAN LTD	SHS A	G25343107	0	1,216,518	SH		DFND	4.5	1,216,518	0	0
COSAN LTD	SHS A	G25343107	0	18,000	SH		DFND	4,5,14,15	18,000	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	29,260	SH		DFND	4.5	29,260	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	71,122	SH		DFND	4.5	71,122	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	84,886	SH		DFND	4.5	84,886	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	9,627	SH		DFND	4,5,14,15	9,627	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	14,790	SH		DFND	4.13	14,790	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	800	SH		DFND	4.6	800	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	2,750	SH		DFND	4.6	2,750	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	5,354	SH		DFND	4.6	5,354	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	5,100	SH		DFND	1	5,100	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	4,431	SH		DFND	4.12	4,431	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	4,431	SH		DFND	4.12	4,431	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	7,400	SH		DFND	4.12	7,400	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	956	SH		DFND	4.11	956	0	0
COSTCO WHSL CORP NEW	COM	22160K105	0	14,790	SH		DFND	4.11	14,790	0	0
COTY INC	COM CL A	222070203	0	4,670	SH		DFND	4,5,7,8	4,670	0	0
COTY INC	COM CL A	222070203	0	21,790	SH		DFND	4,5,7,8	21,790	0	0
COUSINS PPTYS INC	COM	222795106	0	18,507	SH		DFND	4.5	18,507	0	0
COUSINS PPTYS INC	COM	222795106	0	11,670	SH		DFND	4,5,14,15	11,670	0	0
COVANCE INC	COM	222816100	0	370	SH		DFND	4.5	370	0	0
COVANTA HLDG CORP	COM	22282E102	0	17,000	SH		DFND	4,5,7,8	17,000	0	0
COVIDIEN PLC	SHS	G2554F113	0	39,046	SH		DFND	4.5	39,046	0	0
COVIDIEN PLC	SHS	G2554F113	0	44,913	SH		DFND	4.5	44,913	0	0
COVIDIEN PLC	SHS	G2554F113	0	2,900	SH		DFND	4,5,14,15	2,900	0	0
COVIDIEN PLC	SHS	G2554F113	0	8,819	SH		DFND	4,5,14,15	8,819	0	0
COVIDIEN PLC	SHS	G2554F113	0	8,100	SH		DFND	4.6	8,100	0	0
COVIDIEN PLC	SHS	G2554F113	0	2,897	SH		DFND	4.12	2,897	0	0
COVIDIEN PLC	SHS	G2554F113	0	2,897	SH		DFND	4.12	2,897	0	0
COVIDIEN PLC	SHS	G2554F113	0	14,449	SH		DFND	4.12	14,449	0	0
COVIDIEN PLC	SHS	G2554F113	0	11,750	SH		DFND	4.11	11,750	0	0
CREDICORP LTD	COM	G2519Y108	0	336,383	SH		DFND	4.5	336,383	0	0
CREDICORP LTD	COM	G2519Y108	0	465,200	SH		DFND	4.5	465,200	0	0
CREDICORP LTD	COM	G2519Y108	0	78,000	SH		DFND	1	78,000	0	0
CREE INC	COM	225447101	0	5,209	SH		DFND	4.5	5,209	0	0
CREE INC	COM	225447101	0	21,812	SH		DFND	4.5	21,812	0	0
CREE INC	COM	225447101	0	700	SH		DFND	4,5,14,15	700	0	0
CREE INC	COM	225447101	0	2,292	SH		DFND	4,5,14,15	2,292	0	0
CROWN CASTLE INTL CORP	COM	228227104	0	19,479	SH		DFND	4.5	19,479	0	0
CROWN CASTLE INTL CORP	COM	228227104	0	21,552	SH		DFND	4.5	21,552	0	0
CROWN CASTLE INTL CORP	COM	228227104	0	6,798	SH		DFND	4,5,14,15	6,798	0	0
CROWN CASTLE INTL CORP	COM	228227104	0	73,000	SH		DFND	4,5,14,15	73,000	0	0
CROWN HOLDINGS INC	COM	228368106	0	6,727	SH		DFND	4.5	6,727	0	0
CROWN HOLDINGS INC	COM	228368106	0	8,973	SH		DFND	4.5	8,973	0	0
CROWN HOLDINGS INC	COM	228368106	0	3,400	SH		DFND	4,5,14,15	3,400	0	0
CROWN HOLDINGS INC	COM	228368106	0	200,100	SH		DFND	4,5,14,15	200,100	0	0
CROWN HOLDINGS INC	COM	228368106	0	17,200	SH		DFND	4.6	17,200	0	0
CROWN HOLDINGS INC	COM	228368106	0	24,410	SH		DFND	4.11	24,410	0	0
CST BRANDS INC	COM	12646R105	0	2,929	SH		DFND	4.5	2,929	0	0
CST BRANDS INC	COM	12646R105	0	17,141	SH		DFND	4.5	17,141	0	0
CST BRANDS INC	COM	12646R105	0	65	SH		DFND	4,5,14,15	65	0	0
CST BRANDS INC	COM	12646R105	0	1	SH		DFND	4.6	1	0	0
CST BRANDS INC	COM	12646R105	0	544	SH		DFND	4.6	544	0	0
CST BRANDS INC	COM	12646R105	0	1,499	SH		DFND	4.6	1,499	0	0
CST BRANDS INC	COM	12646R105	0	13,742	SH		DFND	1.3	13,742	0	0
CST BRANDS INC	COM	12646R105	0	78	SH		DFND	1	78	0	0
CST BRANDS INC	COM	12646R105	0	14,936	SH		DFND	1.2	14,936	0	0
CST BRANDS INC	COM	12646R105	0	1,333	SH		DFND	4.11	1,333	0	0
CSX CORP	COM	126408103	0	71,121	SH		DFND	4.5	71,121	0	0
CSX CORP	COM	126408103	0	73,929	SH		DFND	4.5	73,929	0	0
CSX CORP	COM	126408103	0	33,822	SH		DFND	4,5,14,15	33,822	0	0
CSX CORP	COM	126408103	0	712,200	SH		DFND	4,5,14,15	712,200	0	0
CSX CORP	COM	126408103	0	4,700	SH		DFND	4.6	4,700	0	0
CSX CORP	COM	126408103	0	29,300	SH		DFND	4.6	29,300	0	0
CSX CORP	COM	126408103	0	58,100	SH		DFND	4.6	58,100	0	0
CSX CORP	COM	126408103	0	96	SH		DFND	1	96	0	0
CSX CORP	COM	126408103	0	15,758	SH		DFND	1.2	15,758	0	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	0	1,505	SH		DFND	4.5	1,505	0	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	0	5,000	SH		DFND	4.6	5,000	0	0
CTRIP COM INTL LTD	AMERICAN DEP SHS	22943F100	0	25,700	SH		DFND	1	25,700	0	0
CUBESMART	COM	229663109	0	22,513	SH		DFND	4.5	22,513	0	0
CUBESMART	COM	229663109	0	14,121	SH		DFND	4,5,7,8	14,121	0	0
CUBESMART	COM	229663109	0	14,800	SH		DFND	4,5,14,15	14,800	0	0
CUBESMART	COM	229663109	0	18,500	SH		DFND	4,5,16	18,500	0	0
CUBESMART	COM	229663109	0	33,945	SH		DFND	4,5,16	33,945	0	0
CUBESMART	COM	229663109	0	55,736	SH		DFND	4,5,16	55,736	0	0
CUBIST PHARMACEUTICALS INC	SR CV NT 2.5%17	229678AD9	0	194,000	PRN		DFND	4,5,7,8	0	0	194,000
CUBIST PHARMACEUTICALS INC	SR CV NT 2.5%17	229678AD9	0	2,886,000	PRN		DFND	4,5,7,8	0	0	2,886,000
CUMMINS INC	COM	231021106	0	20,477	SH		DFND	4.5	20,477	0	0
CUMMINS INC	COM	231021106	0	80,427	SH		DFND	4.5	80,427	0	0
CUMMINS INC	COM	231021106	0	5,096	SH		DFND	4,5,14,15	5,096	0	0
CUMMINS INC	COM	231021106	0	170,700	SH		DFND	4,5,14,15	170,700	0	0
CUMMINS INC	COM	231021106	0	550	SH		DFND	4.6	550	0	0
CUMMINS INC	COM	231021106	0	3,000	SH		DFND	4.6	3,000	0	0
CUMMINS INC	COM	231021106	0	4,983	SH		DFND	4.6	4,983	0	0
CUMMINS INC	COM	231021106	0	6,492	SH		DFND	4.11	6,492	0	0
CURTISS WRIGHT CORP	COM	231561101	0	1,400	SH		DFND	4.12	1,400	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	280,728	SH		DFND	4.5	280,728	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	700,136	SH		DFND	4.5	700,136	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	30,332	SH		DFND	4,5,14,15	30,332	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	624,900	SH		DFND	4,5,14,15	624,900	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	17,460	SH		DFND	4.13	17,460	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	3,300	SH		DFND	4.6	3,300	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	9,400	SH		DFND	4.6	9,400	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	10,008	SH		DFND	4.6	10,008	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	18,500	SH		DFND	4.6	18,500	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	29,228	SH		DFND	4.6	29,228	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	55,200	SH		DFND	4.6	55,200	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	146,118	SH		DFND	1.3	146,118	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	151,813	SH		DFND	1.2	151,813	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	11,550	SH		DFND	4.12	11,550	0	0
CVS CAREMARK CORPORATION	COM	126650100	0	17,460	SH		DFND	4.11	17,460	0	0
CYRUSONE INC	COM	23283R100	0	16,280	SH		DFND	4,5,7,8	16,280	0	0
CYS INVTS INC	COM	12673A108	0	25,600	SH		DFND	4,5,7,8	25,600	0	0
CYTEC INDS INC	COM	232820100	0	315	SH		DFND	4.5	315	0	0
D R HORTON INC	COM	23331A109	0	15,593	SH		DFND	4.5	15,593	0	0
D R HORTON INC	COM	23331A109	0	44,825	SH		DFND	4.5	44,825	0	0
D R HORTON INC	COM	23331A109	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
D R HORTON INC	COM	23331A109	0	2,345	SH		DFND	4,5,14,15	2,345	0	0
D R HORTON INC	COM	23331A109	0	10,000	SH		DFND	4.6	10,000	0	0
D R HORTON INC	COM	23331A109	0	17,100	SH		DFND	4.6	17,100	0	0
DANA HLDG CORP	COM	235825205	0	584,025	SH		DFND	4.5	584,025	0	0
DANA HLDG CORP	COM	235825205	0	19,385	SH		DFND	4,5,7,8	19,385	0	0
DANA HLDG CORP	COM	235825205	0	240,840	SH		DFND	4.11	240,840	0	0
DANAHER CORP DEL	LYON 01/21	235851AF9	0	1,766,000	PRN		DFND	4.5	0	0	1,766,000
DANAHER CORP DEL	COM	235851102	0	84,141	SH		DFND	4.5	84,141	0	0
DANAHER CORP DEL	COM	235851102	0	324,390	SH		DFND	4.5	324,390	0	0
DANAHER CORP DEL	COM	235851102	0	3,500	SH		DFND	4,5,14,15	3,500	0	0
DANAHER CORP DEL	COM	235851102	0	14,228	SH		DFND	4,5,14,15	14,228	0	0
DANAHER CORP DEL	COM	235851102	0	13,000	SH		DFND	4.13	13,000	0	0
DANAHER CORP DEL	COM	235851102	0	18,250	SH		DFND	4.13	18,250	0	0
DANAHER CORP DEL	COM	235851102	0	10,600	SH		DFND	4.6	10,600	0	0
DANAHER CORP DEL	COM	235851102	0	3,000	SH		DFND	1.3	3,000	0	0
DANAHER CORP DEL	COM	235851102	0	4,249	SH		DFND	4.12	4,249	0	0
DANAHER CORP DEL	COM	235851102	0	4,249	SH		DFND	4.12	4,249	0	0
DANAHER CORP DEL	COM	235851102	0	18,250	SH		DFND	4.11	18,250	0	0
DARDEN RESTAURANTS INC	COM	237194105	0	14,440	SH		DFND	4.5	14,440	0	0
DARDEN RESTAURANTS INC	COM	237194105	0	22,886	SH		DFND	4.5	22,886	0	0
DARDEN RESTAURANTS INC	COM	237194105	0	800	SH		DFND	4,5,14,15	800	0	0
DARDEN RESTAURANTS INC	COM	237194105	0	19,467	SH		DFND	4,5,14,15	19,467	0	0
DARLING INTL INC	COM	237266101	0	97,700	SH		DFND	4.5	97,700	0	0
DARLING INTL INC	COM	237266101	0	19,200	SH		DFND	4,5,14,15	19,200	0	0
DARLING INTL INC	COM	237266101	0	30,600	SH		DFND	1	30,600	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	5,917	SH		DFND	4.5	5,917	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	15,443	SH		DFND	4.5	15,443	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	600	SH		DFND	4,5,14,15	600	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	2,686	SH		DFND	4,5,14,15	2,686	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	5,830	SH		DFND	4.13	5,830	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	26,244	SH		DFND	1.3	26,244	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	24,680	SH		DFND	1.2	24,680	0	0
DAVITA HEALTHCARE PARTNERS INC	COM	23918K108	0	841	SH		DFND	4.11	841	0	0
DCT INDUSTRIAL TRUST INC	COM	233153105	0	55,385	SH		DFND	4.5	55,385	0	0
DCT INDUSTRIAL TRUST INC	COM	233153105	0	12,455	SH		DFND	4,5,7,8	12,455	0	0
DCT INDUSTRIAL TRUST INC	COM	233153105	0	18,549	SH		DFND	4,5,7,8	18,549	0	0
DCT INDUSTRIAL TRUST INC	COM	233153105	0	38,300	SH		DFND	4,5,14,15	38,300	0	0
DDR CORP	COM	23317H102	0	51,257	SH		DFND	4.5	51,257	0	0
DDR CORP	COM	23317H102	0	14,670	SH		DFND	4,5,7,8	14,670	0	0
DDR CORP	COM	23317H102	0	31,480	SH		DFND	4,5,14,15	31,480	0	0
DDR CORP	COM	23317H102	0	37,000	SH		DFND	4,5,16	37,000	0	0
DDR CORP	COM	23317H102	0	39,900	SH		DFND	4,5,16	39,900	0	0
DDR CORP	COM	23317H102	0	87,504	SH		DFND	4,5,16	87,504	0	0
DDR CORP	COM	23317H102	0	118,898	SH		DFND	4,5,16	118,898	0	0
DEAN FOODS CO NEW	COM	242370104	0	6,897	SH		DFND	4,5,7,8	6,897	0	0
DEAN FOODS CO NEW	COM	242370104	0	2,300	SH		DFND	4.6	2,300	0	0
DEAN FOODS CO NEW	COM	242370104	0	15,000	SH		DFND	4.6	15,000	0	0
DEAN FOODS CO NEW	COM	242370104	0	23,700	SH		DFND	4.6	23,700	0	0
DECKERS OUTDOOR CORP	COM	243537107	0	3,900	SH		DFND	4.12	3,900	0	0
DEERE & CO	COM	244199105	0	32,035	SH		DFND	4.5	32,035	0	0
DEERE & CO	COM	244199105	0	162,628	SH		DFND	4.5	162,628	0	0
DEERE & CO	COM	244199105	0	675	SH		DFND	4,5,7,8	675	0	0
DEERE & CO	COM	244199105	0	34,193	SH		DFND	4,5,14,15	34,193	0	0
DEERE & CO	COM	244199105	0	65,530	SH		DFND	4,5,14,15	65,530	0	0
DEERE & CO	COM	244199105	0	200	SH		DFND	4.6	200	0	0
DEERE & CO	COM	244199105	0	1,550	SH		DFND	4.6	1,550	0	0
DEERE & CO	COM	244199105	0	7,700	SH		DFND	4.6	7,700	0	0
DEERE & CO	COM	244199105	0	9,500	SH		DFND	4.6	9,500	0	0
DEERE & CO	COM	244199105	0	15,600	SH		DFND	4.6	15,600	0	0
DEERE & CO	COM	244199105	0	40,000	SH		DFND	4.6	40,000	0	0
DEERE & CO	COM	244199105	0	173	SH		DFND	1	173	0	0
DEERE & CO	COM	244199105	0	150	SH		DFND	blank	150	0	0
DEERE & CO	COM	244199105	0	1,590	SH		DFND	4.12	1,590	0	0
DEERE & CO	COM	244199105	0	1,590	SH		DFND	4.12	1,590	0	0
DEERE & CO	COM	244199105	0	7,405	SH		DFND	4.11	7,405	0	0
DELL INC	COM	24702R101	0	115,611	SH		DFND	4.5	115,611	0	0
DELL INC	COM	24702R101	0	136,269	SH		DFND	4.5	136,269	0	0
DELL INC	COM	24702R101	0	442,875	SH		DFND	4,5,7,8	442,875	0	0
DELL INC	COM	24702R101	0	9,300	SH		DFND	4,5,14,15	9,300	0	0
DELL INC	COM	24702R101	0	44,375	SH		DFND	4,5,14,15	44,375	0	0
DELL INC	COM	24702R101	0	38,200	SH		DFND	4.6	38,200	0	0
DELL INC	COM	24702R101	0	867	SH		DFND	1	867	0	0
DELL INC	COM	24702R101	0	40,000	SH		DFND	1	40,000	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	22,800	SH		DFND	4.5	22,800	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	24,020	SH		DFND	4.5	24,020	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	7,400	SH		DFND	4,5,14,15	7,400	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	25,210	SH		DFND	4.13	25,210	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	1,912	SH		DFND	4.11	1,912	0	0
DELPHI AUTOMOTIVE PLC	SHS	G27823106	0	25,210	SH		DFND	4.11	25,210	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	0	42,465	SH		DFND	4.5	42,465	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	0	9,948	SH		DFND	4,5,14,15	9,948	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	0	1,472,400	SH		DFND	4,5,14,15	1,472,400	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	0	21,200	SH		DFND	4.12	21,200	0	0
DELTIC TIMBER CORP	COM	247850100	0	62,943	SH		DFND	4.11	62,943	0	0
DEMANDWARE INC	COM	24802Y105	0	17,179	SH		DFND	4.5	17,179	0	0
DENBURY RES INC	COM NEW	247916208	0	765	SH		DFND	4.5	765	0	0
DENBURY RES INC	COM NEW	247916208	0	43,504	SH		DFND	4.5	43,504	0	0
DENBURY RES INC	COM NEW	247916208	0	109,019	SH		DFND	4.5	109,019	0	0
DENBURY RES INC	COM NEW	247916208	0	28,850	SH		DFND	4,5,7,8	28,850	0	0
DENBURY RES INC	COM NEW	247916208	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
DENBURY RES INC	COM NEW	247916208	0	9,296	SH		DFND	4,5,14,15	9,296	0	0
DENDREON CORP	SR NT CV2.875%14	24823QAC1	0	174,000	PRN		DFND	4,5,7,8	0	0	174,000
DENDREON CORP	SR NT CV2.875%14	24823QAC1	0	1,840,000	PRN		DFND	4,5,7,8	0	0	1,840,000
DENTSPLY INTL INC NEW	COM	249030107	0	8,109	SH		DFND	4.5	8,109	0	0
DENTSPLY INTL INC NEW	COM	249030107	0	11,376	SH		DFND	4.5	11,376	0	0
DENTSPLY INTL INC NEW	COM	249030107	0	900	SH		DFND	4,5,14,15	900	0	0
DENTSPLY INTL INC NEW	COM	249030107	0	3,546	SH		DFND	4,5,14,15	3,546	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	505	SH		DFND	4.5	505	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	4,391	SH		DFND	4.5	4,391	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	40,650	SH		DFND	4.5	40,650	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	48,541	SH		DFND	4.5	48,541	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	951,523	SH		DFND	4.5	951,523	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,329,627	SH		DFND	4.5	10,329,627	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	52,687	SH		DFND	4,5,7,8	52,687	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	5,695	SH		DFND	4,5,14,15	5,695	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	23,162	SH		DFND	4,5,14,15	23,162	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	23,550	SH		DFND	4.13	23,550	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	4,882	SH		DFND	4.6	4,882	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	9,775	SH		DFND	4.6	9,775	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,000	SH		DFND	4.6	10,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,169	SH		DFND	4.6	10,169	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	16,518	SH		DFND	4.6	16,518	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	17,221	SH		DFND	4.6	17,221	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	20,000	SH		DFND	4.6	20,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	23,403	SH		DFND	4.6	23,403	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	25,786	SH		DFND	4.6	25,786	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	27,400	SH		DFND	4.6	27,400	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	33,367	SH		DFND	4.6	33,367	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	42,092	SH		DFND	4.6	42,092	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	49,556	SH		DFND	4.6	49,556	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	60,907	SH		DFND	4.6	60,907	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	83,901	SH		DFND	4.6	83,901	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	119,440	SH		DFND	4.6	119,440	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	137,793	SH		DFND	4.6	137,793	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	155,524	SH		DFND	1.3	155,524	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	559	SH		DFND	1	559	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	234,066	SH		DFND	1	234,066	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	40	SH		DFND	blank	40	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	101	SH		DFND	blank	101	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,160	SH		DFND	blank	10,160	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	40,000	SH		DFND	4.5	40,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	200,000	SH		DFND	4.5	200,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	2,325,000	SH		DFND	4.5	2,325,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	3,013	SH		DFND	4.12	3,013	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	3,524	SH		DFND	4.12	3,524	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	4,000	SH		DFND	4.12	4,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,266	SH		DFND	4.12	10,266	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,500	SH		DFND	4.12	10,500	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	15,203	SH		DFND	4.12	15,203	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	33,000	SH		DFND	4.12	33,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	43,067	SH		DFND	4.12	43,067	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	5,100	SH		DFND	4,5,16	5,100	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	238	SH		DFND	4.11	238	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	251	SH		DFND	4.11	251	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	375	SH		DFND	4.11	375	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	509	SH		DFND	4.11	509	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	524	SH		DFND	4.11	524	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	584	SH		DFND	4.11	584	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	807	SH		DFND	4.11	807	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	811	SH		DFND	4.11	811	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	852	SH		DFND	4.11	852	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	1,294	SH		DFND	4.11	1,294	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	1,341	SH		DFND	4.11	1,341	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	1,351	SH		DFND	4.11	1,351	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	1,440	SH		DFND	4.11	1,440	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	2,258	SH		DFND	4.11	2,258	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	2,685	SH		DFND	4.11	2,685	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	3,412	SH		DFND	4.11	3,412	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	3,622	SH		DFND	4.11	3,622	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	4,209	SH		DFND	4.11	4,209	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	5,072	SH		DFND	4.11	5,072	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	6,097	SH		DFND	4.11	6,097	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	6,138	SH		DFND	4.11	6,138	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	6,651	SH		DFND	4.11	6,651	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	10,926	SH		DFND	4.11	10,926	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	13,246	SH		DFND	4.11	13,246	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	14,000	SH		DFND	4.11	14,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	23,000	SH		DFND	4.11	23,000	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	28,513	SH		DFND	4.11	28,513	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	45,271	SH		DFND	4.11	45,271	0	0
DEUTSCHE BANK AG	NAMEN AKT	D18190898	0	70,000	SH		DFND	4.11	70,000	0	0
DEVELOPERS DIVERSIFIED RLTY CO	SR NT CV 1.75%40	251591AX1	0	5,222,000	PRN		DFND	4,5,7,8	0	0	5,222,000
DEVON ENERGY CORP NEW	COM	25179M103	0	1,630	SH		DFND	4.5	1,630	0	0
DEVON ENERGY CORP NEW	COM	25179M103	0	56,709	SH		DFND	4.5	56,709	0	0
DEVON ENERGY CORP NEW	COM	25179M103	0	124,677	SH		DFND	4.5	124,677	0	0
DEVON ENERGY CORP NEW	COM	25179M103	0	4,880	SH		DFND	4,5,14,15	4,880	0	0
DEVON ENERGY CORP NEW	COM	25179M103	0	9,285	SH		DFND	4,5,14,15	9,285	0	0
DEVON ENERGY CORP NEW	COM	25179M103	0	1,609	SH		DFND	4.11	1,609	0	0
DEVON ENERGY CORP NEW	COM	25179M103	0	605,043	SH		DFND	4.11	605,043	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	4,790	SH		DFND	4.5	4,790	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	10,977	SH		DFND	4.5	10,977	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	3,837	SH		DFND	4,5,7,8	3,837	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	600	SH		DFND	4,5,14,15	600	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	1,869	SH		DFND	4,5,14,15	1,869	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	8,100	SH		DFND	1	8,100	0	0
DIAMOND OFFSHORE DRILLING INC	COM	25271C102	0	2,600	SH		DFND	4.12	2,600	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	0	36,044	SH		DFND	4,5,7,8	36,044	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	0	30,841	SH		DFND	4.5	30,841	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	0	22,532	SH		DFND	4,5,14,15	22,532	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	0	3,000	SH		DFND	4.12	3,000	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	4,800	SH		DFND	4.5	4,800	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	9,051	SH		DFND	4.5	9,051	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	11,535	SH		DFND	4.5	11,535	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	600	SH		DFND	4,5,14,15	600	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	3,700	SH		DFND	4,5,14,15	3,700	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	9,530	SH		DFND	4.13	9,530	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	4,606	SH		DFND	4.12	4,606	0	0
DICKS SPORTING GOODS INC	COM	253393102	0	4,606	SH		DFND	4.12	4,606	0	0
DIGITAL RLTY TR INC	COM	253868103	0	7,809	SH		DFND	4.5	7,809	0	0
DIGITAL RLTY TR INC	COM	253868103	0	48,998	SH		DFND	4.5	48,998	0	0
DIGITAL RLTY TR INC	COM	253868103	0	12,500	SH		DFND	4,5,7,8	12,500	0	0
DIGITAL RLTY TR INC	COM	253868103	0	700	SH		DFND	4,5,14,15	700	0	0
DIGITAL RLTY TR INC	COM	253868103	0	20,435	SH		DFND	4,5,14,15	20,435	0	0
DIGITAL RLTY TR INC	COM	253868103	0	23,288	SH		DFND	4,5,16	23,288	0	0
DILLARDS INC	CL A	254067101	0	770	SH		DFND	1	770	0	0
DIME CMNTY BANCSHARES	COM	253922108	0	3,203	SH		DFND	4,5,7,8	3,203	0	0
DIRECTV	COM	25490A309	0	46,024	SH		DFND	4.5	46,024	0	0
DIRECTV	COM	25490A309	0	63,165	SH		DFND	4.5	63,165	0	0
DIRECTV	COM	25490A309	0	18,636	SH		DFND	4,5,14,15	18,636	0	0
DIRECTV	COM	25490A309	0	411,100	SH		DFND	4,5,14,15	411,100	0	0
DIRECTV	COM	25490A309	0	10,950	SH		DFND	4.13	10,950	0	0
DIRECTV	COM	25490A309	0	103,779	SH		DFND	1.3	103,779	0	0
DIRECTV	COM	25490A309	0	9,800	SH		DFND	1	9,800	0	0
DIRECTV	COM	25490A309	0	89,104	SH		DFND	1.2	89,104	0	0
DIRECTV	COM	25490A309	0	1	SH		DFND	blank	1	0	0
DISCOVER FINL SVCS	COM	254709108	0	35,526	SH		DFND	4.5	35,526	0	0
DISCOVER FINL SVCS	COM	254709108	0	134,802	SH		DFND	4.5	134,802	0	0
DISCOVER FINL SVCS	COM	254709108	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
DISCOVER FINL SVCS	COM	254709108	0	11,759	SH		DFND	4,5,14,15	11,759	0	0
DISCOVER FINL SVCS	COM	254709108	0	1,500	SH		DFND	4.6	1,500	0	0
DISCOVER FINL SVCS	COM	254709108	0	10,000	SH		DFND	4.6	10,000	0	0
DISCOVER FINL SVCS	COM	254709108	0	17,800	SH		DFND	4.6	17,800	0	0
DISCOVER FINL SVCS	COM	254709108	0	5,343	SH		DFND	4.12	5,343	0	0
DISCOVER FINL SVCS	COM	254709108	0	5,343	SH		DFND	4.12	5,343	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	5,270	SH		DFND	4.5	5,270	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	16,240	SH		DFND	4.5	16,240	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	83,017	SH		DFND	4.5	83,017	0	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	0	6,591	SH		DFND	4.5	6,591	0	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	0	20,908	SH		DFND	4.5	20,908	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	800	SH		DFND	4,5,14,15	800	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	3,424	SH		DFND	4,5,14,15	3,424	0	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	0	700	SH		DFND	4,5,14,15	700	0	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	0	8,600	SH		DFND	4,5,14,15	8,600	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	19,980	SH		DFND	4.13	19,980	0	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	0	14,910	SH		DFND	4.13	14,910	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	1,100	SH		DFND	4.6	1,100	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	7,500	SH		DFND	4.6	7,500	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	11,700	SH		DFND	4.6	11,700	0	0
DISCOVERY COMMUNICATNS NEW	COM SER A	25470F104	0	19,980	SH		DFND	4.11	19,980	0	0
DISCOVERY COMMUNICATNS NEW	COM SER C	25470F302	0	1,283	SH		DFND	4.11	1,283	0	0
DISH NETWORK CORP	CL A	25470M109	0	9,414	SH		DFND	4.5	9,414	0	0
DISH NETWORK CORP	CL A	25470M109	0	27,172	SH		DFND	4.5	27,172	0	0
DISH NETWORK CORP	CL A	25470M109	0	1,181	SH		DFND	4,5,7,8	1,181	0	0
DISH NETWORK CORP	CL A	25470M109	0	6,338	SH		DFND	4,5,7,8	6,338	0	0
DISH NETWORK CORP	CL A	25470M109	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
DISH NETWORK CORP	CL A	25470M109	0	7,594	SH		DFND	4,5,14,15	7,594	0	0
DISH NETWORK CORP	CL A	25470M109	0	10,000	SH		DFND	4.6	10,000	0	0
DISH NETWORK CORP	CL A	25470M109	0	11,200	SH		DFND	4.6	11,200	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	158,506	SH		DFND	4.5	158,506	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	1,291,282	SH		DFND	4.5	1,291,282	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	58,924	SH		DFND	4,5,14,15	58,924	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	589,550	SH		DFND	4,5,14,15	589,550	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	17,500	SH		DFND	4.13	17,500	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	18,620	SH		DFND	4.13	18,620	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	3,150	SH		DFND	4.6	3,150	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	15,100	SH		DFND	4.6	15,100	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	15,700	SH		DFND	4.6	15,700	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	17,035	SH		DFND	4.6	17,035	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	20,000	SH		DFND	4.6	20,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	5,700	SH		DFND	4.12	5,700	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	1,382	SH		DFND	4.11	1,382	0	0
DISNEY WALT CO	COM DISNEY	254687106	0	17,500	SH		DFND	4.11	17,500	0	0
DOLE FOOD CO INC NEW	COM	256603101	0	540	SH		DFND	4.5	540	0	0
DOLE FOOD CO INC NEW	COM	256603101	0	221,914	SH		DFND	4,5,7,8	221,914	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	18,200	SH		DFND	4.5	18,200	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	20,781	SH		DFND	4.5	20,781	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	6,844	SH		DFND	4,5,14,15	6,844	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	7,500	SH		DFND	4.13	7,500	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	22,000	SH		DFND	1	22,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	2,533	SH		DFND	4.12	2,533	0	0
DOLLAR GEN CORP NEW	COM	256677105	0	2,533	SH		DFND	4.12	2,533	0	0
DOLLAR TREE INC	COM	256746108	0	18,265	SH		DFND	4.5	18,265	0	0
DOLLAR TREE INC	COM	256746108	0	46,821	SH		DFND	4.5	46,821	0	0
DOLLAR TREE INC	COM	256746108	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
DOLLAR TREE INC	COM	256746108	0	7,268	SH		DFND	4,5,14,15	7,268	0	0
DOLLAR TREE INC	COM	256746108	0	13,864	SH		DFND	4.12	13,864	0	0
DOLLAR TREE INC	COM	256746108	0	13,864	SH		DFND	4.12	13,864	0	0
DOMINION RES INC VA NEW	COM	25746U109	0	41,880	SH		DFND	4.5	41,880	0	0
DOMINION RES INC VA NEW	COM	25746U109	0	48,678	SH		DFND	4.5	48,678	0	0
DOMINION RES INC VA NEW	COM	25746U109	0	3,500	SH		DFND	4,5,14,15	3,500	0	0
DOMINION RES INC VA NEW	COM	25746U109	0	11,356	SH		DFND	4,5,14,15	11,356	0	0
DOMINION RES INC VA NEW	COM	25746U109	0	113	SH		DFND	1	113	0	0
DOMINOS PIZZA INC	COM	25754A201	0	126,931	SH		DFND	1.3	126,931	0	0
DOMINOS PIZZA INC	COM	25754A201	0	124,782	SH		DFND	1.2	124,782	0	0
DONNELLEY R R & SONS CO	COM	257867101	0	45,100	SH		DFND	1	45,100	0	0
DOUGLAS EMMETT INC	COM	25960P109	0	25,188	SH		DFND	4.5	25,188	0	0
DOUGLAS EMMETT INC	COM	25960P109	0	16,600	SH		DFND	4,5,14,15	16,600	0	0
DOUGLAS EMMETT INC	COM	25960P109	0	8,100	SH		DFND	4,5,16	8,100	0	0
DOUGLAS EMMETT INC	COM	25960P109	0	22,200	SH		DFND	4,5,16	22,200	0	0
DOUGLAS EMMETT INC	COM	25960P109	0	24,790	SH		DFND	4,5,16	24,790	0	0
DOVER CORP	COM	260003108	0	12,019	SH		DFND	4.5	12,019	0	0
DOVER CORP	COM	260003108	0	13,071	SH		DFND	4.5	13,071	0	0
DOVER CORP	COM	260003108	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
DOVER CORP	COM	260003108	0	2,481	SH		DFND	4,5,14,15	2,481	0	0
DOVER CORP	COM	260003108	0	8,100	SH		DFND	4.6	8,100	0	0
DOW CHEM CO	COM	260543103	0	181,923	SH		DFND	4.5	181,923	0	0
DOW CHEM CO	COM	260543103	0	484,560	SH		DFND	4.5	484,560	0	0
DOW CHEM CO	COM	260543103	0	24,547	SH		DFND	4,5,14,15	24,547	0	0
DOW CHEM CO	COM	260543103	0	319,310	SH		DFND	4,5,14,15	319,310	0	0
DOW CHEM CO	COM	260543103	0	11,700	SH		DFND	4.6	11,700	0	0
DOW CHEM CO	COM	260543103	0	2,940	SH		DFND	1	2,940	0	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	0	31,672	SH		DFND	4.5	31,672	0	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	0	53,250	SH		DFND	4.5	53,250	0	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	0	6,762	SH		DFND	4,5,14,15	6,762	0	0
DR REDDYS LABS LTD	ADR	256135203	0	5,000	SH		DFND	4.5	5,000	0	0
DR REDDYS LABS LTD	ADR	256135203	0	32,400	SH		DFND	4.5	32,400	0	0
DR REDDYS LABS LTD	ADR	256135203	0	4,900	SH		DFND	4.6	4,900	0	0
DR REDDYS LABS LTD	ADR	256135203	0	15,030	SH		DFND	4.6	15,030	0	0
DRESSER-RAND GROUP INC	COM	261608103	0	5,300	SH		DFND	4,5,7,8	5,300	0	0
DRIL-QUIP INC	COM	262037104	0	3,550	SH		DFND	4.5	3,550	0	0
DRYSHIPS INC	SHS	Y2109Q101	0	10,998	SH		DFND	4,5,7,8	10,998	0	0
DST SYS INC DEL	COM	233326107	0	2,873	SH		DFND	4.5	2,873	0	0
DST SYS INC DEL	SR-C CV STP 23	233326AE7	0	734,000	PRN		DFND	4,5,7,8	0	0	734,000
DST SYS INC DEL	COM	233326107	0	258	SH		DFND	4,5,7,8	258	0	0
DST SYS INC DEL	COM	233326107	0	500	SH		DFND	4,5,14,15	500	0	0
DSW INC	CL A	23334L102	0	6,530	SH		DFND	4.5	6,530	0	0
DTE ENERGY CO	COM	233331107	0	12,096	SH		DFND	4.5	12,096	0	0
DTE ENERGY CO	COM	233331107	0	69,137	SH		DFND	4.5	69,137	0	0
DTE ENERGY CO	COM	233331107	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
DTE ENERGY CO	COM	233331107	0	23,400	SH		DFND	4,5,14,15	23,400	0	0
DTE ENERGY CO	COM	233331107	0	1,874	SH		DFND	4.11	1,874	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	122,189	SH		DFND	4.5	122,189	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	215,710	SH		DFND	4.5	215,710	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	23,323	SH		DFND	4,5,14,15	23,323	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	438,900	SH		DFND	4,5,14,15	438,900	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	1,250	SH		DFND	4.6	1,250	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	7,630	SH		DFND	4.6	7,630	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	11,300	SH		DFND	4.6	11,300	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	13,800	SH		DFND	4.6	13,800	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	17,000	SH		DFND	4.6	17,000	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	22,700	SH		DFND	4.6	22,700	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	71,907	SH		DFND	4.6	71,907	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	43,020	SH		DFND	1.3	43,020	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	154	SH		DFND	1	154	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	9,068	SH		DFND	1.2	9,068	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	11,169	SH		DFND	4.11	11,169	0	0
DU PONT E I DE NEMOURS & CO	COM	263534109	0	150	SH		DFND	blank	150	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	78,285	SH		DFND	4.5	78,285	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	78,701	SH		DFND	4.5	78,701	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	4,300	SH		DFND	4,5,14,15	4,300	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	42,034	SH		DFND	4,5,14,15	42,034	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	1,633	SH		DFND	4.6	1,633	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	6,900	SH		DFND	4.6	6,900	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	10,900	SH		DFND	4.6	10,900	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	14,000	SH		DFND	4.6	14,000	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	23,333	SH		DFND	4.6	23,333	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	49,966	SH		DFND	4.6	49,966	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	0	2,109	SH		DFND	1	2,109	0	0
DUKE REALTY CORP	COM NEW	264411505	0	20,000	SH		DFND	4.5	20,000	0	0
DUKE REALTY CORP	COM NEW	264411505	0	114,272	SH		DFND	4.5	114,272	0	0
DUKE REALTY CORP	COM NEW	264411505	0	15,100	SH		DFND	4,5,7,8	15,100	0	0
DUKE REALTY CORP	COM NEW	264411505	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
DUKE REALTY CORP	COM NEW	264411505	0	42,300	SH		DFND	4,5,14,15	42,300	0	0
DUKE REALTY CORP	COM NEW	264411505	0	116,100	SH		DFND	4.6	116,100	0	0
DUKE REALTY CORP	COM NEW	264411505	0	52,855	SH		DFND	4,5,16	52,855	0	0
DUN & BRADSTREET CORP DEL NEW	COM	26483E100	0	5,315	SH		DFND	4.5	5,315	0	0
DUN & BRADSTREET CORP DEL NEW	COM	26483E100	0	9,930	SH		DFND	4.5	9,930	0	0
DUN & BRADSTREET CORP DEL NEW	COM	26483E100	0	300	SH		DFND	4,5,14,15	300	0	0
DUN & BRADSTREET CORP DEL NEW	COM	26483E100	0	1,369	SH		DFND	4,5,14,15	1,369	0	0
DUN & BRADSTREET CORP DEL NEW	COM	26483E100	0	967	SH		DFND	4.11	967	0	0
DUNKIN BRANDS GROUP INC	COM	265504100	0	70,613	SH		DFND	4,5,7,8	70,613	0	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	0	11,524	SH		DFND	4.5	11,524	0	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	0	9,850	SH		DFND	4,5,7,8	9,850	0	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	0	7,500	SH		DFND	4,5,14,15	7,500	0	0
DUPONT FABROS TECHNOLOGY INC	COM	26613Q106	0	22,600	SH		DFND	4,5,16	22,600	0	0
E M C CORP MASS	COM	268648102	0	583,164	SH		DFND	4.5	583,164	0	0
E M C CORP MASS	COM	268648102	0	1,924,315	SH		DFND	4.5	1,924,315	0	0
E M C CORP MASS	COM	268648102	0	920	SH		DFND	4,5,7,8	920	0	0
E M C CORP MASS	COM	268648102	0	1,566	SH		DFND	4,5,7,8	1,566	0	0
E M C CORP MASS	COM	268648102	0	14,464	SH		DFND	4,5,7,8	14,464	0	0
E M C CORP MASS	COM	268648102	0	12,400	SH		DFND	4,5,14,15	12,400	0	0
E M C CORP MASS	COM	268648102	0	44,619	SH		DFND	4,5,14,15	44,619	0	0
E M C CORP MASS	COM	268648102	0	70,250	SH		DFND	4.13	70,250	0	0
E M C CORP MASS	COM	268648102	0	10,000	SH		DFND	4.6	10,000	0	0
E M C CORP MASS	COM	268648102	0	15,713	SH		DFND	4.6	15,713	0	0
E M C CORP MASS	COM	268648102	0	17,000	SH		DFND	4.6	17,000	0	0
E M C CORP MASS	COM	268648102	0	19,500	SH		DFND	4.6	19,500	0	0
E M C CORP MASS	COM	268648102	0	22,000	SH		DFND	4.6	22,000	0	0
E M C CORP MASS	COM	268648102	0	30,000	SH		DFND	4.6	30,000	0	0
E M C CORP MASS	COM	268648102	0	168,699	SH		DFND	1.3	168,699	0	0
E M C CORP MASS	COM	268648102	0	20	SH		DFND	1	20	0	0
E M C CORP MASS	COM	268648102	0	2,070	SH		DFND	1	2,070	0	0
E M C CORP MASS	COM	268648102	0	121,143	SH		DFND	1.2	121,143	0	0
E M C CORP MASS	COM	268648102	0	15,500	SH		DFND	4.12	15,500	0	0
E M C CORP MASS	COM	268648102	0	29,100	SH		DFND	4.12	29,100	0	0
E M C CORP MASS	COM	268648102	0	82,360	SH		DFND	4.11	82,360	0	0
E2OPEN INC	COM	29788A104	0	35	SH		DFND	4,5,7,8	35	0	0
EAGLE BANCORP INC MD	COM	268948106	0	4,371	SH		DFND	4,5,7,8	4,371	0	0
EAGLE BANCORP MONT INC	COM	26942G100	0	355	SH		DFND	4,5,7,8	355	0	0
EAGLE BANCORP MONT INC	COM	26942G100	0	536	SH		DFND	4,5,7,8	536	0	0
EASTERN VA BANKSHARES INC	COM	277196101	0	6,399	SH		DFND	4,5,7,8	6,399	0	0
EASTGROUP PPTY INC	COM	277276101	0	5,119	SH		DFND	4.5	5,119	0	0
EASTGROUP PPTY INC	COM	277276101	0	3,900	SH		DFND	4,5,14,15	3,900	0	0
EASTMAN CHEM CO	COM	277432100	0	11,054	SH		DFND	4.5	11,054	0	0
EASTMAN CHEM CO	COM	277432100	0	33,656	SH		DFND	4.5	33,656	0	0
EASTMAN CHEM CO	COM	277432100	0	92,633	SH		DFND	4,5,7,8	92,633	0	0
EASTMAN CHEM CO	COM	277432100	0	132,994	SH		DFND	4,5,7,8	132,994	0	0
EASTMAN CHEM CO	COM	277432100	0	4,504	SH		DFND	4,5,14,15	4,504	0	0
EASTMAN CHEM CO	COM	277432100	0	239,100	SH		DFND	4,5,14,15	239,100	0	0
EASTMAN CHEM CO	COM	277432100	0	4,000	SH		DFND	4.6	4,000	0	0
EASTMAN CHEM CO	COM	277432100	0	22,900	SH		DFND	4.6	22,900	0	0
EASTMAN CHEM CO	COM	277432100	0	33,111	SH		DFND	1.3	33,111	0	0
EASTMAN CHEM CO	COM	277432100	0	33,940	SH		DFND	1.2	33,940	0	0
EATON CORP PLC	SHS	G29183103	0	33,054	SH		DFND	4.5	33,054	0	0
EATON CORP PLC	SHS	G29183103	0	61,071	SH		DFND	4.5	61,071	0	0
EATON CORP PLC	SHS	G29183103	0	2,674	SH		DFND	4,5,14,15	2,674	0	0
EATON CORP PLC	SHS	G29183103	0	9,766	SH		DFND	4,5,14,15	9,766	0	0
EATON CORP PLC	SHS	G29183103	0	6,600	SH		DFND	4.6	6,600	0	0
EATON CORP PLC	SHS	G29183103	0	9,400	SH		DFND	4.6	9,400	0	0
EATON CORP PLC	SHS	G29183103	0	35,100	SH		DFND	4.6	35,100	0	0
EATON CORP PLC	SHS	G29183103	0	13,840	SH		DFND	1.3	13,840	0	0
EATON CORP PLC	SHS	G29183103	0	12,476	SH		DFND	1.2	12,476	0	0
EATON CORP PLC	SHS	G29183103	0	6,000	SH		DFND	4.12	6,000	0	0
EATON VANCE CORP	COM NON VTG	278265103	0	4,506	SH		DFND	4.5	4,506	0	0
EATON VANCE CORP	COM NON VTG	278265103	0	7,388	SH		DFND	4.5	7,388	0	0
EATON VANCE CORP	COM NON VTG	278265103	0	700	SH		DFND	4,5,14,15	700	0	0
EATON VANCE CORP	COM NON VTG	278265103	0	7,000	SH		DFND	4.6	7,000	0	0
EBAY INC	COM	278642103	0	96,202	SH		DFND	4.5	96,202	0	0
EBAY INC	COM	278642103	0	115,050	SH		DFND	4.5	115,050	0	0
EBAY INC	COM	278642103	0	32,400	SH		DFND	4,5,7,8	32,400	0	0
EBAY INC	COM	278642103	0	7,000	SH		DFND	4,5,14,15	7,000	0	0
EBAY INC	COM	278642103	0	23,979	SH		DFND	4,5,14,15	23,979	0	0
EBAY INC	COM	278642103	0	17,500	SH		DFND	4.13	17,500	0	0
EBAY INC	COM	278642103	0	400	SH		DFND	4.6	400	0	0
EBAY INC	COM	278642103	0	4,562	SH		DFND	4.6	4,562	0	0
EBAY INC	COM	278642103	0	7,500	SH		DFND	4.6	7,500	0	0
EBAY INC	COM	278642103	0	10,000	SH		DFND	4.6	10,000	0	0
EBAY INC	COM	278642103	0	56,000	SH		DFND	4.6	56,000	0	0
EBAY INC	COM	278642103	0	140,697	SH		DFND	1.3	140,697	0	0
EBAY INC	COM	278642103	0	81,786	SH		DFND	1.2	81,786	0	0
EBAY INC	COM	278642103	0	4,900	SH		DFND	4.12	4,900	0	0
EBAY INC	COM	278642103	0	15,074	SH		DFND	4.12	15,074	0	0
EBAY INC	COM	278642103	0	15,074	SH		DFND	4.12	15,074	0	0
EBAY INC	COM	278642103	0	20,200	SH		DFND	4.12	20,200	0	0
ECOLAB INC	COM	278865100	0	15,648	SH		DFND	4.5	15,648	0	0
ECOLAB INC	COM	278865100	0	19,924	SH		DFND	4.5	19,924	0	0
ECOLAB INC	COM	278865100	0	5,475	SH		DFND	4,5,14,15	5,475	0	0
ECOLAB INC	COM	278865100	0	515,100	SH		DFND	4,5,14,15	515,100	0	0
ECOLAB INC	COM	278865100	0	19,960	SH		DFND	4.13	19,960	0	0
ECOLAB INC	COM	278865100	0	3,453	SH		DFND	4.12	3,453	0	0
ECOLAB INC	COM	278865100	0	3,453	SH		DFND	4.12	3,453	0	0
ECOPETROL S A	SPONSORED ADS	279158109	0	33,700	SH		DFND	4.5	33,700	0	0
ECOPETROL S A	SPONSORED ADS	279158109	0	73,629	SH		DFND	4.5	73,629	0	0
EDISON INTL	COM	281020107	0	20,922	SH		DFND	4.5	20,922	0	0
EDISON INTL	COM	281020107	0	89,137	SH		DFND	4.5	89,137	0	0
EDISON INTL	COM	281020107	0	8,818	SH		DFND	4,5,14,15	8,818	0	0
EDISON INTL	COM	281020107	0	299,900	SH		DFND	4,5,14,15	299,900	0	0
EDISON INTL	COM	281020107	0	85,100	SH		DFND	4.6	85,100	0	0
EDUCATION RLTY TR INC	COM	28140H104	0	16,689	SH		DFND	4.5	16,689	0	0
EDUCATION RLTY TR INC	COM	28140H104	0	12,600	SH		DFND	4,5,14,15	12,600	0	0
EDWARDS GROUP LTD	SPONSORED ADR	281736108	0	20,448	SH		DFND	4,5,7,8	20,448	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	0	9,565	SH		DFND	4.5	9,565	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	0	15,586	SH		DFND	4.5	15,586	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	0	466	SH		DFND	4,5,7,8	466	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	0	700	SH		DFND	4,5,14,15	700	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	0	3,250	SH		DFND	4,5,14,15	3,250	0	0
ELAN PLC	ADR	284131208	0	6,577	SH		DFND	4,5,7,8	6,577	0	0
ELAN PLC	ADR	284131208	0	10,759	SH		DFND	4,5,7,8	10,759	0	0
ELAN PLC	ADR	284131208	0	16,097	SH		DFND	4,5,7,8	16,097	0	0
ELAN PLC	ADR	284131208	0	296,595	SH		DFND	4,5,7,8	296,595	0	0
ELAN PLC	ADR	284131208	0	418,319	SH		DFND	4,5,7,8	418,319	0	0
ELDORADO GOLD CORP NEW	COM	284902103	0	208,785	SH		DFND	4.5	208,785	0	0
ELDORADO GOLD CORP NEW	COM	284902103	0	597,492	SH		DFND	4.5	597,492	0	0
ELDORADO GOLD CORP NEW	COM	284902103	0	1,651,394	SH		DFND	4.5	1,651,394	0	0
ELDORADO GOLD CORP NEW	COM	284902103	0	4,100	SH		DFND	4,5,14,15	4,100	0	0
ELDORADO GOLD CORP NEW	COM	284902103	0	17,127	SH		DFND	4,5,14,15	17,127	0	0
ELECTRONIC ARTS INC	SR CV NT 0.75%16	285512AA7	0	6,012,000	PRN		DFND	4.5	0	0	6,012,000
ELECTRONIC ARTS INC	COM	285512109	0	14,369	SH		DFND	4.5	14,369	0	0
ELECTRONIC ARTS INC	COM	285512109	0	65,462	SH		DFND	4.5	65,462	0	0
ELECTRONIC ARTS INC	SR CV NT 0.75%16	285512AA7	0	239,000	PRN		DFND	4,5,7,8	0	0	239,000
ELECTRONIC ARTS INC	SR CV NT 0.75%16	285512AA7	0	1,122,000	PRN		DFND	4,5,7,8	0	0	1,122,000
ELECTRONIC ARTS INC	COM	285512109	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
ELECTRONIC ARTS INC	COM	285512109	0	8,454	SH		DFND	4,5,14,15	8,454	0	0
ELECTRONIC ARTS INC	COM	285512109	0	287	SH		DFND	1	287	0	0
ELECTRONIC ARTS INC	COM	285512109	0	14,000	SH		DFND	4.12	14,000	0	0
ELECTRONICS FOR IMAGING INC	COM	286082102	0	4,300	SH		DFND	4.12	4,300	0	0
ELEPHANT TALK COMM CORP	COM NEW	286202205	0	3	SH		DFND	1.3	3	0	0
ELEPHANT TALK COMM CORP	COM NEW	286202205	0	6	SH		DFND	1.3	6	0	0
ELLIE MAE INC	COM	28849P100	0	16,289	SH		DFND	4.5	16,289	0	0
ELLIE MAE INC	COM	28849P100	0	77,757	SH		DFND	4,5,7,8	77,757	0	0
EMBOTELLADORA ANDINA S A	SPON ADR B	29081P303	0	109,397	SH		DFND	4.5	109,397	0	0
EMBOTELLADORA ANDINA S A	SPON ADR B	29081P303	0	237,871	SH		DFND	4.5	237,871	0	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	0	615,277	SH		DFND	4.5	615,277	0	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	0	1,105,600	SH		DFND	4.5	1,105,600	0	0
EMBRAER S A	SP ADR REP 4 COM	29082A107	0	12	SH		DFND	1	12	0	0
EMERSON ELEC CO	COM	291011104	0	67,780	SH		DFND	4.5	67,780	0	0
EMERSON ELEC CO	COM	291011104	0	317,178	SH		DFND	4.5	317,178	0	0
EMERSON ELEC CO	COM	291011104	0	16,437	SH		DFND	4,5,14,15	16,437	0	0
EMERSON ELEC CO	COM	291011104	0	26,280	SH		DFND	4,5,14,15	26,280	0	0
EMERSON ELEC CO	COM	291011104	0	5,500	SH		DFND	4.6	5,500	0	0
EMERSON ELEC CO	COM	291011104	0	7,637	SH		DFND	4.6	7,637	0	0
EMERSON ELEC CO	COM	291011104	0	42,400	SH		DFND	4.6	42,400	0	0
EMERSON ELEC CO	COM	291011104	0	2,210	SH		DFND	1.2	2,210	0	0
EMERSON ELEC CO	COM	291011104	0	12,670	SH		DFND	4.11	12,670	0	0
EMPRESA NACIONAL DE ELCTRCIDAD	SPONSORED ADR	29244T101	0	11,300	SH		DFND	4.5	11,300	0	0
EMPRESA NACIONAL DE ELCTRCIDAD	SPONSORED ADR	29244T101	0	35,200	SH		DFND	4.5	35,200	0	0
EMULEX CORP	COM NEW	292475209	0	1,312	SH		DFND	4,5,7,8	1,312	0	0
ENBRIDGE INC	COM	29250N105	0	163,757	SH		DFND	4.5	163,757	0	0
ENBRIDGE INC	COM	29250N105	0	538,779	SH		DFND	4.5	538,779	0	0
ENBRIDGE INC	COM	29250N105	0	4,500	SH		DFND	4,5,14,15	4,500	0	0
ENBRIDGE INC	COM	29250N105	0	15,108	SH		DFND	4,5,14,15	15,108	0	0
ENBRIDGE INC	COM	29250N105	0	11,400	SH		DFND	4.6	11,400	0	0
ENBRIDGE INC	COM	29250N105	0	12,500	SH		DFND	4.6	12,500	0	0
ENCANA CORP	COM	292505104	0	54,023	SH		DFND	4.5	54,023	0	0
ENCANA CORP	COM	292505104	0	55,790	SH		DFND	4.5	55,790	0	0
ENCANA CORP	COM	292505104	0	5,090	SH		DFND	4,5,14,15	5,090	0	0
ENCANA CORP	COM	292505104	0	15,191	SH		DFND	4,5,14,15	15,191	0	0
ENCANA CORP	COM	292505104	0	28,867	SH		DFND	4.12	28,867	0	0
ENDO HEALTH SOLUTIONS INC	SR SB CV 1.75%15	29264FAB2	0	313,000	PRN		DFND	4,5,7,8	0	0	313,000
ENDO HEALTH SOLUTIONS INC	SR SB CV 1.75%15	29264FAB2	0	4,946,000	PRN		DFND	4,5,7,8	0	0	4,946,000
ENDO HEALTH SOLUTIONS INC	COM	29264F205	0	1,900	SH		DFND	4.6	1,900	0	0
ENDO HEALTH SOLUTIONS INC	COM	29264F205	0	10,000	SH		DFND	4.6	10,000	0	0
ENDO HEALTH SOLUTIONS INC	COM	29264F205	0	17,200	SH		DFND	4.6	17,200	0	0
ENDURANCE SPECIALTY HLDGS LTD	SHS	G30397106	0	5,600	SH		DFND	4.12	5,600	0	0
ENERGEN CORP	COM	29265N108	0	4,274	SH		DFND	4.5	4,274	0	0
ENERGEN CORP	COM	29265N108	0	5,500	SH		DFND	4.5	5,500	0	0
ENERGEN CORP	COM	29265N108	0	500	SH		DFND	4,5,14,15	500	0	0
ENERGEN CORP	COM	29265N108	0	2,506	SH		DFND	4,5,14,15	2,506	0	0
ENERGEN CORP	COM	29265N108	0	1,800	SH		DFND	4.6	1,800	0	0
ENERGEN CORP	COM	29265N108	0	9,000	SH		DFND	4.6	9,000	0	0
ENERGEN CORP	COM	29265N108	0	14,500	SH		DFND	4.6	14,500	0	0
ENERGEN CORP	COM	29265N108	0	1,948	SH		DFND	4.11	1,948	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	6,600	SH		DFND	4.5	6,600	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	13,556	SH		DFND	4.5	13,556	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	90,940	SH		DFND	4.5	90,940	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	710	SH		DFND	4,5,14,15	710	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	2,053	SH		DFND	4,5,14,15	2,053	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	1,076	SH		DFND	4.11	1,076	0	0
ENERGIZER HLDGS INC	COM	29266R108	0	40,100	SH		DFND	4.11	40,100	0	0
ENERGY TRANSFER PRTNRS L P	UNIT LTD PARTN	29273R109	0	156	SH		DFND	1	156	0	0
ENERGY XXI (BERMUDA) LTD	USD UNRS SHS	G10082140	0	14,267	SH		DFND	4,5,7,8	14,267	0	0
ENERPLUS CORP	COM	292766102	0	12,718	SH		DFND	4.5	12,718	0	0
ENERPLUS CORP	COM	292766102	0	13,398	SH		DFND	4.5	13,398	0	0
ENERPLUS CORP	COM	292766102	0	1,362	SH		DFND	4,5,14,15	1,362	0	0
ENERPLUS CORP	COM	292766102	0	5,552	SH		DFND	4,5,14,15	5,552	0	0
ENERPLUS CORP	COM	292766102	0	2,075	SH		DFND	1.3	2,075	0	0
ENERSIS S A	SPONSORED ADR	29274F104	0	623,408	SH		DFND	4.5	623,408	0	0
ENERSIS S A	SPONSORED ADR	29274F104	0	928,286	SH		DFND	4.5	928,286	0	0
ENI S P A	SPONSORED ADR	26874R108	0	28,292	SH		DFND	4,5,7,8	28,292	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	13,400	SH		DFND	4.5	13,400	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	16,214	SH		DFND	4.5	16,214	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	210,145	SH		DFND	4.5	210,145	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	4,206	SH		DFND	4,5,7,8	4,206	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	6,600	SH		DFND	4,5,14,15	6,600	0	0
ENSCO PLC	SHS CLASS A	G3157S106	0	86,100	SH		DFND	4.11	86,100	0	0
ENTERGY CORP NEW	COM	29364G103	0	10,499	SH		DFND	4.5	10,499	0	0
ENTERGY CORP NEW	COM	29364G103	0	15,659	SH		DFND	4.5	15,659	0	0
ENTERGY CORP NEW	COM	29364G103	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
ENTERGY CORP NEW	COM	29364G103	0	3,740	SH		DFND	4,5,14,15	3,740	0	0
ENTERGY CORP NEW	COM	29364G103	0	391	SH		DFND	1	391	0	0
ENTERGY CORP NEW	COM	29364G103	0	5,300	SH		DFND	4.12	5,300	0	0
ENTERGY CORP NEW	COM	29364G103	0	1,912	SH		DFND	4.11	1,912	0	0
ENTERGY CORP NEW	COM	29364G103	0	328,280	SH		DFND	4.11	328,280	0	0
ENTERPRISE BANCORP INC MASS	COM	293668109	0	1,293	SH		DFND	4,5,7,8	1,293	0	0
EOG RES INC	COM	26875P101	0	22,123	SH		DFND	4.5	22,123	0	0
EOG RES INC	COM	26875P101	0	33,617	SH		DFND	4.5	33,617	0	0
EOG RES INC	COM	26875P101	0	3,161	SH		DFND	4,5,7,8	3,161	0	0
EOG RES INC	COM	26875P101	0	11,719	SH		DFND	4,5,7,8	11,719	0	0
EOG RES INC	COM	26875P101	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
EOG RES INC	COM	26875P101	0	6,850	SH		DFND	4,5,14,15	6,850	0	0
EOG RES INC	COM	26875P101	0	6,770	SH		DFND	4.13	6,770	0	0
EOG RES INC	COM	26875P101	0	550	SH		DFND	4.6	550	0	0
EOG RES INC	COM	26875P101	0	4,366	SH		DFND	4.6	4,366	0	0
EOG RES INC	COM	26875P101	0	5,200	SH		DFND	4.6	5,200	0	0
EOG RES INC	COM	26875P101	0	26,962	SH		DFND	4.6	26,962	0	0
EOG RES INC	COM	26875P101	0	6,770	SH		DFND	4.11	6,770	0	0
EPR PPTYS	COM SH BEN INT	26884U109	0	8,624	SH		DFND	4.5	8,624	0	0
EPR PPTYS	COM SH BEN INT	26884U109	0	1,234	SH		DFND	4,5,7,8	1,234	0	0
EPR PPTYS	COM SH BEN INT	26884U109	0	7,500	SH		DFND	4,5,14,15	7,500	0	0
EPR PPTYS	COM SH BEN INT	26884U109	0	11,900	SH		DFND	4,5,16	11,900	0	0
EQT CORP	COM	26884L109	0	11,011	SH		DFND	4.5	11,011	0	0
EQT CORP	COM	26884L109	0	14,198	SH		DFND	4.5	14,198	0	0
EQT CORP	COM	26884L109	0	3,800	SH		DFND	4,5,7,8	3,800	0	0
EQT CORP	COM	26884L109	0	3,950	SH		DFND	4,5,7,8	3,950	0	0
EQT CORP	COM	26884L109	0	900	SH		DFND	4,5,14,15	900	0	0
EQT CORP	COM	26884L109	0	4,160	SH		DFND	4,5,14,15	4,160	0	0
EQUIFAX INC	COM	294429105	0	6,572	SH		DFND	4.5	6,572	0	0
EQUIFAX INC	COM	294429105	0	10,047	SH		DFND	4.5	10,047	0	0
EQUIFAX INC	COM	294429105	0	700	SH		DFND	4,5,14,15	700	0	0
EQUIFAX INC	COM	294429105	0	1,328	SH		DFND	4,5,14,15	1,328	0	0
EQUIFAX INC	COM	294429105	0	14,320	SH		DFND	4.13	14,320	0	0
EQUIFAX INC	COM	294429105	0	14,320	SH		DFND	4.11	14,320	0	0
EQUINIX INC	COM NEW	29444U502	0	2,300	SH		DFND	4.5	2,300	0	0
EQUINIX INC	COM NEW	29444U502	0	4,999	SH		DFND	4.5	4,999	0	0
EQUINIX INC	COM NEW	29444U502	0	21,320	SH		DFND	4.5	21,320	0	0
EQUINIX INC	COM NEW	29444U502	0	102	SH		DFND	4,5,7,8	102	0	0
EQUINIX INC	COM NEW	29444U502	0	849	SH		DFND	4,5,7,8	849	0	0
EQUINIX INC	COM NEW	29444U502	0	4,313	SH		DFND	4,5,7,8	4,313	0	0
EQUINIX INC	COM NEW	29444U502	0	16,601	SH		DFND	4,5,7,8	16,601	0	0
EQUINIX INC	COM NEW	29444U502	0	16,607	SH		DFND	4,5,7,8	16,607	0	0
EQUINIX INC	COM NEW	29444U502	0	58,264	SH		DFND	4,5,7,8	58,264	0	0
EQUINIX INC	COM NEW	29444U502	0	300	SH		DFND	4,5,14,15	300	0	0
EQUINIX INC	COM NEW	29444U502	0	352	SH		DFND	4,5,14,15	352	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	0	7,296	SH		DFND	4.5	7,296	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	0	4,500	SH		DFND	4,5,14,15	4,500	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	0	5,600	SH		DFND	4,5,16	5,600	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	0	7,867	SH		DFND	4,5,16	7,867	0	0
EQUITY ONE	COM	294752100	0	10,461	SH		DFND	4.5	10,461	0	0
EQUITY ONE	COM	294752100	0	6,421	SH		DFND	4,5,7,8	6,421	0	0
EQUITY ONE	COM	294752100	0	7,800	SH		DFND	4,5,14,15	7,800	0	0
EQUITY ONE	COM	294752100	0	11,473	SH		DFND	4,5,16	11,473	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	101,229	SH		DFND	4.5	101,229	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	122,960	SH		DFND	4.5	122,960	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	49,522	SH		DFND	4,5,14,15	49,522	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	18,182	SH		DFND	4,5,16	18,182	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	18,538	SH		DFND	4,5,16	18,538	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	34,200	SH		DFND	4,5,16	34,200	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	0	35,700	SH		DFND	4,5,16	35,700	0	0
ERICSSON	ADR B SEK 10	294821608	0	359	SH		DFND	4,5,7,8	359	0	0
ERIE INDTY CO	CL A	29530P102	0	5,636	SH		DFND	4.5	5,636	0	0
ESSA BANCORP INC	COM	29667D104	0	4,056	SH		DFND	4,5,7,8	4,056	0	0
ESSEX PPTY TR INC	COM	297178105	0	7,391	SH		DFND	4.5	7,391	0	0
ESSEX PPTY TR INC	COM	297178105	0	1,975	SH		DFND	4,5,7,8	1,975	0	0
ESSEX PPTY TR INC	COM	297178105	0	4,800	SH		DFND	4,5,14,15	4,800	0	0
ESSEX PPTY TR INC	COM	297178105	0	9,842	SH		DFND	4,5,16	9,842	0	0
ESSEX PPTY TR INC	COM	297178105	0	10,200	SH		DFND	4,5,16	10,200	0	0
ESTERLINE TECHNOLOGIES CORP	COM	297425100	0	516	SH		DFND	4,5,7,8	516	0	0
ESTERLINE TECHNOLOGIES CORP	COM	297425100	0	1	SH		DFND	blank	1	0	0
EVANS BANCORP INC	COM NEW	29911Q208	0	2,519	SH		DFND	4,5,7,8	2,519	0	0
EVEREST RE GROUP LTD	COM	G3223R108	0	11,890	SH		DFND	4.5	11,890	0	0
EVEREST RE GROUP LTD	COM	G3223R108	0	43,622	SH		DFND	4.5	43,622	0	0
EVEREST RE GROUP LTD	COM	G3223R108	0	300	SH		DFND	4,5,14,15	300	0	0
EVEREST RE GROUP LTD	COM	G3223R108	0	1,136	SH		DFND	4,5,14,15	1,136	0	0
EXCEL TR INC	COM	30068C109	0	6,976	SH		DFND	4.5	6,976	0	0
EXCEL TR INC	COM	30068C109	0	5,500	SH		DFND	4,5,14,15	5,500	0	0
EXELIS INC	COM	30162A108	0	200,000	SH		DFND	4.6	200,000	0	0
EXELIS INC	COM	30162A108	0	151	SH		DFND	1	151	0	0
EXELON CORP	COM	30161N101	0	63,845	SH		DFND	4.5	63,845	0	0
EXELON CORP	COM	30161N101	0	70,337	SH		DFND	4.5	70,337	0	0
EXELON CORP	COM	30161N101	0	5,800	SH		DFND	4,5,14,15	5,800	0	0
EXELON CORP	COM	30161N101	0	21,756	SH		DFND	4,5,14,15	21,756	0	0
EXELON CORP	COM	30161N101	0	3,500	SH		DFND	4.6	3,500	0	0
EXELON CORP	COM	30161N101	0	9,800	SH		DFND	4.6	9,800	0	0
EXELON CORP	COM	30161N101	0	23,000	SH		DFND	4.6	23,000	0	0
EXELON CORP	COM	30161N101	0	44,200	SH		DFND	4.6	44,200	0	0
EXELON CORP	COM	30161N101	0	246	SH		DFND	1	246	0	0
EXELON CORP	COM	30161N101	0	30,050	SH		DFND	4.12	30,050	0	0
EXELON CORP	COM	30161N101	0	3,611	SH		DFND	4.11	3,611	0	0
EXONE CO	COM	302104104	0	7,200	SH		DFND	4,5,7,8	7,200	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	237	SH		DFND	4.5	237	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	11,831	SH		DFND	4.5	11,831	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	26,857	SH		DFND	4.5	26,857	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	228	SH		DFND	4,5,7,8	228	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	25,041	SH		DFND	4,5,7,8	25,041	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	103,071	SH		DFND	4,5,7,8	103,071	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	118,031	SH		DFND	4,5,7,8	118,031	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	158,982	SH		DFND	4,5,7,8	158,982	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	600	SH		DFND	4,5,14,15	600	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	4,617	SH		DFND	4,5,14,15	4,617	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	9,600	SH		DFND	1	9,600	0	0
EXPEDIA INC DEL	COM NEW	30212P303	0	1,477	SH		DFND	4.11	1,477	0	0
EXPEDITORS INTL WASH INC	COM	302130109	0	18,367	SH		DFND	4.5	18,367	0	0
EXPEDITORS INTL WASH INC	COM	302130109	0	19,772	SH		DFND	4.5	19,772	0	0
EXPEDITORS INTL WASH INC	COM	302130109	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
EXPEDITORS INTL WASH INC	COM	302130109	0	5,722	SH		DFND	4,5,14,15	5,722	0	0
EXPEDITORS INTL WASH INC	COM	302130109	0	638	SH		DFND	4.11	638	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	54,539	SH		DFND	4.5	54,539	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	106,716	SH		DFND	4.5	106,716	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	3,500	SH		DFND	4,5,7,8	3,500	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	51,015	SH		DFND	4,5,7,8	51,015	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	22,254	SH		DFND	4,5,14,15	22,254	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	234,953	SH		DFND	4,5,14,15	234,953	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	8,830	SH		DFND	4.13	8,830	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	18,670	SH		DFND	4.13	18,670	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	1,200	SH		DFND	4.6	1,200	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	3,593	SH		DFND	4.6	3,593	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	8,100	SH		DFND	4.6	8,100	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	9,000	SH		DFND	4.6	9,000	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	12,818	SH		DFND	4.6	12,818	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	25,000	SH		DFND	4.6	25,000	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	1,690	SH		DFND	4.11	1,690	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	0	18,670	SH		DFND	4.11	18,670	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	0	19,643	SH		DFND	4.5	19,643	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	0	12,700	SH		DFND	4,5,14,15	12,700	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	0	5,912	SH		DFND	4.6	5,912	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	0	2,800	SH		DFND	4.12	2,800	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	0	17,700	SH		DFND	4,5,16	17,700	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	0	22,816	SH		DFND	4,5,16	22,816	0	0
EXXON MOBIL CORP	COM	30231G102	0	400	SH		DFND	4.5	400	0	0
EXXON MOBIL CORP	COM	30231G102	0	614,979	SH		DFND	4.5	614,979	0	0
EXXON MOBIL CORP	COM	30231G102	0	1,394,496	SH		DFND	4.5	1,394,496	0	0
EXXON MOBIL CORP	COM	30231G102	0	110,501	SH		DFND	4,5,14,15	110,501	0	0
EXXON MOBIL CORP	COM	30231G102	0	822,154	SH		DFND	4,5,14,15	822,154	0	0
EXXON MOBIL CORP	COM	30231G102	0	3,400	SH		DFND	4.6	3,400	0	0
EXXON MOBIL CORP	COM	30231G102	0	4,950	SH		DFND	4.6	4,950	0	0
EXXON MOBIL CORP	COM	30231G102	0	16,500	SH		DFND	4.6	16,500	0	0
EXXON MOBIL CORP	COM	30231G102	0	45,000	SH		DFND	4.6	45,000	0	0
EXXON MOBIL CORP	COM	30231G102	0	58,781	SH		DFND	4.6	58,781	0	0
EXXON MOBIL CORP	COM	30231G102	0	149,000	SH		DFND	4.6	149,000	0	0
EXXON MOBIL CORP	COM	30231G102	0	841	SH		DFND	1	841	0	0
EXXON MOBIL CORP	COM	30231G102	0	1,770	SH		DFND	1	1,770	0	0
EXXON MOBIL CORP	COM	30231G102	0	6,300	SH		DFND	1	6,300	0	0
EXXON MOBIL CORP	COM	30231G102	0	19,076	SH		DFND	4.12	19,076	0	0
EXXON MOBIL CORP	COM	30231G102	0	25,900	SH		DFND	4.12	25,900	0	0
EXXON MOBIL CORP	COM	30231G102	0	1,169	SH		DFND	4.11	1,169	0	0
EXXON MOBIL CORP	COM	30231G102	0	4,979	SH		DFND	4.11	4,979	0	0
F M C CORP	COM NEW	302491303	0	9,592	SH		DFND	4.5	9,592	0	0
F M C CORP	COM NEW	302491303	0	10,590	SH		DFND	4.5	10,590	0	0
F M C CORP	COM NEW	302491303	0	210,652	SH		DFND	4,5,7,8	210,652	0	0
F M C CORP	COM NEW	302491303	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
F M C CORP	COM NEW	302491303	0	4,012	SH		DFND	4,5,14,15	4,012	0	0
F M C CORP	COM NEW	302491303	0	6,000	SH		DFND	4.6	6,000	0	0
F5 NETWORKS INC	COM	315616102	0	300	SH		DFND	4.5	300	0	0
F5 NETWORKS INC	COM	315616102	0	21,073	SH		DFND	4.5	21,073	0	0
F5 NETWORKS INC	COM	315616102	0	31,808	SH		DFND	4.5	31,808	0	0
F5 NETWORKS INC	COM	315616102	0	397	SH		DFND	4,5,7,8	397	0	0
F5 NETWORKS INC	COM	315616102	0	760	SH		DFND	4,5,14,15	760	0	0
F5 NETWORKS INC	COM	315616102	0	2,992	SH		DFND	4,5,14,15	2,992	0	0
F5 NETWORKS INC	COM	315616102	0	8,830	SH		DFND	4.13	8,830	0	0
F5 NETWORKS INC	COM	315616102	0	8,830	SH		DFND	4.11	8,830	0	0
FACEBOOK INC	CL A	30303M102	0	89,600	SH		DFND	4.5	89,600	0	0
FACEBOOK INC	CL A	30303M102	0	107,248	SH		DFND	4.5	107,248	0	0
FACEBOOK INC	CL A	30303M102	0	74	SH		DFND	4,5,7,8	74	0	0
FACEBOOK INC	CL A	30303M102	0	110,487	SH		DFND	4,5,7,8	110,487	0	0
FACEBOOK INC	CL A	30303M102	0	9,800	SH		DFND	4,5,14,15	9,800	0	0
FACEBOOK INC	CL A	30303M102	0	37,300	SH		DFND	4,5,14,15	37,300	0	0
FACEBOOK INC	CL A	30303M102	0	25,640	SH		DFND	4.13	25,640	0	0
FACEBOOK INC	CL A	30303M102	0	3,991	SH		DFND	4.12	3,991	0	0
FACEBOOK INC	CL A	30303M102	0	3,991	SH		DFND	4.12	3,991	0	0
FACEBOOK INC	CL A	30303M102	0	19,900	SH		DFND	4.12	19,900	0	0
FACEBOOK INC	CL A	30303M102	0	5,000	SH		DFND	blank	5,000	0	0
FAIRCHILD SEMICONDUCTOR INTL	COM	303726103	0	35,051	SH		DFND	4,5,7,8	35,051	0	0
FAMILY DLR STORES INC	COM	307000109	0	16,525	SH		DFND	4.5	16,525	0	0
FAMILY DLR STORES INC	COM	307000109	0	25,130	SH		DFND	4.5	25,130	0	0
FAMILY DLR STORES INC	COM	307000109	0	435,762	SH		DFND	4,5,7,8	435,762	0	0
FAMILY DLR STORES INC	COM	307000109	0	600	SH		DFND	4,5,14,15	600	0	0
FAMILY DLR STORES INC	COM	307000109	0	3,579	SH		DFND	4,5,14,15	3,579	0	0
FASTENAL CO	COM	311900104	0	21,983	SH		DFND	4.5	21,983	0	0
FASTENAL CO	COM	311900104	0	29,788	SH		DFND	4.5	29,788	0	0
FASTENAL CO	COM	311900104	0	99,575	SH		DFND	4.5	99,575	0	0
FASTENAL CO	COM	311900104	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
FASTENAL CO	COM	311900104	0	7,042	SH		DFND	4,5,14,15	7,042	0	0
FASTENAL CO	COM	311900104	0	10,000	SH		DFND	4.13	10,000	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	4,674	SH		DFND	4.5	4,674	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	16,951	SH		DFND	4.5	16,951	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	80	SH		DFND	4,5,7,8	80	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	400	SH		DFND	4,5,14,15	400	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	9,932	SH		DFND	4,5,14,15	9,932	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	6,000	SH		DFND	4,5,16	6,000	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	8,500	SH		DFND	4,5,16	8,500	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	0	9,100	SH		DFND	4,5,16	9,100	0	0
FEDEX CORP	COM	31428X106	0	46,977	SH		DFND	4.5	46,977	0	0
FEDEX CORP	COM	31428X106	0	100,814	SH		DFND	4.5	100,814	0	0
FEDEX CORP	COM	31428X106	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
FEDEX CORP	COM	31428X106	0	6,197	SH		DFND	4,5,14,15	6,197	0	0
FEDEX CORP	COM	31428X106	0	950	SH		DFND	4.6	950	0	0
FEDEX CORP	COM	31428X106	0	4,000	SH		DFND	4.6	4,000	0	0
FEDEX CORP	COM	31428X106	0	5,800	SH		DFND	4.6	5,800	0	0
FEDEX CORP	COM	31428X106	0	8,000	SH		DFND	4.6	8,000	0	0
FEDEX CORP	COM	31428X106	0	13,000	SH		DFND	4.6	13,000	0	0
FEDEX CORP	COM	31428X106	0	29,851	SH		DFND	4.6	29,851	0	0
FEDEX CORP	COM	31428X106	0	13	SH		DFND	1	13	0	0
FEDEX CORP	COM	31428X106	0	3,960	SH		DFND	4.12	3,960	0	0
FEDEX CORP	COM	31428X106	0	5,180	SH		DFND	4.12	5,180	0	0
FEDEX CORP	COM	31428X106	0	9,054	SH		DFND	4.11	9,054	0	0
FEI CO	COM	30241L109	0	4,430	SH		DFND	4.5	4,430	0	0
FELCOR LODGING TR INC	COM	31430F101	0	21,627	SH		DFND	4.5	21,627	0	0
FELCOR LODGING TR INC	COM	31430F101	0	750,200	SH		DFND	4,5,7,8	750,200	0	0
FELCOR LODGING TR INC	COM	31430F101	0	12,750	SH		DFND	4,5,14,15	12,750	0	0
FERRO CORP	COM	315405100	0	470	SH		DFND	4.5	470	0	0
FIBRIA CELULOSE S A	SP ADR REP COM	31573A109	0	24,000	SH		DFND	4.5	24,000	0	0
FIBRIA CELULOSE S A	SP ADR REP COM	31573A109	0	195,900	SH		DFND	4.5	195,900	0	0
FIDELITY NATIONAL FINANCIAL IN	CL A	31620R105	0	13,711	SH		DFND	4.5	13,711	0	0
FIDELITY NATIONAL FINANCIAL IN	CL A	31620R105	0	55,561	SH		DFND	4.5	55,561	0	0
FIDELITY NATIONAL FINANCIAL IN	CL A	31620R105	0	12,328	SH		DFND	4,5,7,8	12,328	0	0
FIDELITY NATIONAL FINANCIAL IN	CL A	31620R105	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
FIDELITY NATIONAL FINANCIAL IN	CL A	31620R105	0	9,258	SH		DFND	4,5,14,15	9,258	0	0
FIDELITY NATIONAL FINANCIAL IN	CL A	31620R105	0	12,000	SH		DFND	4.6	12,000	0	0
FIDELITY NATL INFORMATION SVCS	COM	31620M106	0	17,721	SH		DFND	4.5	17,721	0	0
FIDELITY NATL INFORMATION SVCS	COM	31620M106	0	37,198	SH		DFND	4.5	37,198	0	0
FIDELITY NATL INFORMATION SVCS	COM	31620M106	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
FIDELITY NATL INFORMATION SVCS	COM	31620M106	0	5,320	SH		DFND	4,5,14,15	5,320	0	0
FIDELITY NATL INFORMATION SVCS	COM	31620M106	0	2,300	SH		DFND	4.11	2,300	0	0
FIDELITY SOUTHERN CORP NEW	COM	316394105	0	3,240	SH		DFND	4,5,7,8	3,240	0	0
FIFTH & PAC COS INC	COM	316645100	0	9,775	SH		DFND	4.5	9,775	0	0
FIFTH & PAC COS INC	COM	316645100	0	30,184	SH		DFND	4,5,7,8	30,184	0	0
FIFTH & PAC COS INC	COM	316645100	0	36,733	SH		DFND	4,5,7,8	36,733	0	0
FIFTH & PAC COS INC	COM	316645100	0	101,355	SH		DFND	4,5,7,8	101,355	0	0
FIFTH & PAC COS INC	COM	316645100	0	126,928	SH		DFND	4,5,7,8	126,928	0	0
FIFTH THIRD BANCORP	COM	316773100	0	59,923	SH		DFND	4.5	59,923	0	0
FIFTH THIRD BANCORP	COM	316773100	0	119,825	SH		DFND	4.5	119,825	0	0
FIFTH THIRD BANCORP	COM	316773100	0	3,884	SH		DFND	4,5,7,8	3,884	0	0
FIFTH THIRD BANCORP	COM	316773100	0	30,563	SH		DFND	4,5,14,15	30,563	0	0
FIFTH THIRD BANCORP	COM	316773100	0	1,432,620	SH		DFND	4,5,14,15	1,432,620	0	0
FIFTH THIRD BANCORP	COM	316773100	0	4,793	SH		DFND	4.11	4,793	0	0
FINISAR CORP	COM NEW	31787A507	0	340	SH		DFND	4,5,7,8	340	0	0
FIRST CMNTY BANCSHARES INC NEV	COM	31983A103	0	2,559	SH		DFND	4,5,7,8	2,559	0	0
FIRST CONN BANCORP INC MD	COM	319850103	0	2,487	SH		DFND	4,5,7,8	2,487	0	0
FIRST DEFIANCE FINL CORP	COM	32006W106	0	4,550	SH		DFND	4,5,7,8	4,550	0	0
FIRST INDUSTRIAL REALTY TRUST	COM	32054K103	0	20,432	SH		DFND	4.5	20,432	0	0
FIRST INDUSTRIAL REALTY TRUST	COM	32054K103	0	11,300	SH		DFND	4,5,14,15	11,300	0	0
FIRST INDUSTRIAL REALTY TRUST	COM	32054K103	0	29,649	SH		DFND	4,5,16	29,649	0	0
FIRST MAJESTIC SILVER CORP	COM	32076V103	0	289,600	SH		DFND	4.5	289,600	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	0	5,918	SH		DFND	4,5,7,8	5,918	0	0
FIRST NBC BK HLDG CO	COM	32115D106	0	6,445	SH		DFND	4,5,7,8	6,445	0	0
FIRST NIAGARA FINL GP INC	COM	33582V108	0	13,300	SH		DFND	4.6	13,300	0	0
FIRST NIAGARA FINL GP INC	COM	33582V108	0	55,300	SH		DFND	4.6	55,300	0	0
FIRST NIAGARA FINL GP INC	COM	33582V108	0	110,700	SH		DFND	4.6	110,700	0	0
FIRST PACTRUST BANCORP INC	COM	33589V101	0	4,531	SH		DFND	4,5,7,8	4,531	0	0
FIRST POTOMAC RLTY TR	COM	33610F109	0	8,785	SH		DFND	4.5	8,785	0	0
FIRST POTOMAC RLTY TR	COM	33610F109	0	8,800	SH		DFND	4,5,14,15	8,800	0	0
FIRST POTOMAC RLTY TR	COM	33610F109	0	19,300	SH		DFND	4,5,16	19,300	0	0
FIRST REP BK SAN FRANCISCO CAL	COM	33616C100	0	7,100	SH		DFND	4.5	7,100	0	0
FIRST REP BK SAN FRANCISCO CAL	COM	33616C100	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
FIRST REP BK SAN FRANCISCO CAL	COM	33616C100	0	20,000	SH		DFND	4.6	20,000	0	0
FIRST SOLAR INC	COM	336433107	0	4,296	SH		DFND	4.5	4,296	0	0
FIRST SOLAR INC	COM	336433107	0	14,000	SH		DFND	4.6	14,000	0	0
FIRSTENERGY CORP	COM	337932107	0	32,081	SH		DFND	4.5	32,081	0	0
FIRSTENERGY CORP	COM	337932107	0	51,174	SH		DFND	4.5	51,174	0	0
FIRSTENERGY CORP	COM	337932107	0	3,300	SH		DFND	4,5,14,15	3,300	0	0
FIRSTENERGY CORP	COM	337932107	0	11,859	SH		DFND	4,5,14,15	11,859	0	0
FIRSTENERGY CORP	COM	337932107	0	7,300	SH		DFND	4.12	7,300	0	0
FIRSTENERGY CORP	COM	337932107	0	2,989	SH		DFND	4.11	2,989	0	0
FIRSTENERGY CORP	COM	337932107	0	1,157,159	SH		DFND	4.11	1,157,159	0	0
FISERV INC	COM	337738108	0	11,406	SH		DFND	4.5	11,406	0	0
FISERV INC	COM	337738108	0	29,694	SH		DFND	4.5	29,694	0	0
FISERV INC	COM	337738108	0	800	SH		DFND	4,5,14,15	800	0	0
FISERV INC	COM	337738108	0	3,728	SH		DFND	4,5,14,15	3,728	0	0
FISERV INC	COM	337738108	0	7,300	SH		DFND	4.6	7,300	0	0
FISERV INC	COM	337738108	0	1,170	SH		DFND	4.11	1,170	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	0	9,979	SH		DFND	4,5,7,8	9,979	0	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	0	47,960	SH		DFND	4.5	47,960	0	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	0	97,713	SH		DFND	4.5	97,713	0	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	0	4,300	SH		DFND	4,5,14,15	4,300	0	0
FLEXTRONICS INTL LTD	ORD	Y2573F102	0	12,298	SH		DFND	4,5,14,15	12,298	0	0
FLIR SYS INC	COM	302445101	0	9,000	SH		DFND	4.5	9,000	0	0
FLIR SYS INC	COM	302445101	0	15,744	SH		DFND	4.5	15,744	0	0
FLIR SYS INC	COM	302445101	0	17,400	SH		DFND	4,5,7,8	17,400	0	0
FLIR SYS INC	COM	302445101	0	3,498	SH		DFND	4,5,14,15	3,498	0	0
FLIR SYS INC	COM	302445101	0	31,000	SH		DFND	4,5,14,15	31,000	0	0
FLIR SYS INC	COM	302445101	0	339	SH		DFND	4.11	339	0	0
FLOWERS FOODS INC	COM	343498101	0	1,187	SH		DFND	4,5,7,8	1,187	0	0
FLOWSERVE CORP	COM	34354P105	0	162,524	SH		DFND	4.5	162,524	0	0
FLOWSERVE CORP	COM	34354P105	0	266,238	SH		DFND	4.5	266,238	0	0
FLOWSERVE CORP	COM	34354P105	0	900	SH		DFND	4,5,14,15	900	0	0
FLOWSERVE CORP	COM	34354P105	0	5,061	SH		DFND	4,5,14,15	5,061	0	0
FLOWSERVE CORP	COM	34354P105	0	19,700	SH		DFND	4.13	19,700	0	0
FLOWSERVE CORP	COM	34354P105	0	87,765	SH		DFND	1.3	87,765	0	0
FLOWSERVE CORP	COM	34354P105	0	85,224	SH		DFND	1.2	85,224	0	0
FLOWSERVE CORP	COM	34354P105	0	7,580	SH		DFND	4.11	7,580	0	0
FLUOR CORP NEW	COM	343412102	0	13,880	SH		DFND	4.5	13,880	0	0
FLUOR CORP NEW	COM	343412102	0	15,164	SH		DFND	4.5	15,164	0	0
FLUOR CORP NEW	COM	343412102	0	300	SH		DFND	4,5,14,15	300	0	0
FLUOR CORP NEW	COM	343412102	0	5,183	SH		DFND	4,5,14,15	5,183	0	0
FLUSHING FINL CORP	COM	343873105	0	7,032	SH		DFND	4,5,7,8	7,032	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	4,805	SH		DFND	4.5	4,805	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	49,123	SH		DFND	4.5	49,123	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	78,686	SH		DFND	4.5	78,686	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	6,137	SH		DFND	4,5,7,8	6,137	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	8,510	SH		DFND	4,5,14,15	8,510	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	154,500	SH		DFND	4,5,14,15	154,500	0	0
FMC TECHNOLOGIES INC	COM	30249U101	0	1,041	SH		DFND	4.11	1,041	0	0
FOMENTO ECONOMICO MEXICANO SAB	SPON ADR UNITS	344419106	0	431,697	SH		DFND	4.5	431,697	0	0
FOMENTO ECONOMICO MEXICANO SAB	SPON ADR UNITS	344419106	0	438,330	SH		DFND	4.5	438,330	0	0
FOMENTO ECONOMICO MEXICANO SAB	SPON ADR UNITS	344419106	0	9,400	SH		DFND	1	9,400	0	0
FOOT LOCKER INC	COM	344849104	0	350	SH		DFND	4.5	350	0	0
FOOT LOCKER INC	COM	344849104	0	18,767	SH		DFND	4.5	18,767	0	0
FOOT LOCKER INC	COM	344849104	0	420	SH		DFND	4,5,7,8	420	0	0
FOOT LOCKER INC	COM	344849104	0	6,400	SH		DFND	4.12	6,400	0	0
FORBES ENERGY SVCS LTD	COM	345143101	0	10,250	SH		DFND	4,5,7,8	10,250	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	230,518	SH		DFND	4.5	230,518	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	588,337	SH		DFND	4.5	588,337	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	144,228	SH		DFND	4,5,14,15	144,228	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	347,600	SH		DFND	4,5,14,15	347,600	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	6,600	SH		DFND	4.6	6,600	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	62,500	SH		DFND	4.6	62,500	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	86,288	SH		DFND	4.6	86,288	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	184,228	SH		DFND	4.6	184,228	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	355,508	SH		DFND	1.3	355,508	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	683	SH		DFND	1	683	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	72,580	SH		DFND	1.2	72,580	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	0	56,800	SH		DFND	4.12	56,800	0	0
FOREST CITY ENTERPRISES INC	CL A	345550107	0	27,885	SH		DFND	4.5	27,885	0	0
FOREST CITY ENTERPRISES INC	CL A	345550107	0	29,200	SH		DFND	4,5,16	29,200	0	0
FOREST CITY ENTERPRISES INC	CL A	345550107	0	49,193	SH		DFND	4,5,16	49,193	0	0
FOREST LABS INC	COM	345838106	0	17,138	SH		DFND	4.5	17,138	0	0
FOREST LABS INC	COM	345838106	0	36,980	SH		DFND	4.5	36,980	0	0
FOREST LABS INC	COM	345838106	0	5,525	SH		DFND	4,5,7,8	5,525	0	0
FOREST LABS INC	COM	345838106	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
FOREST LABS INC	COM	345838106	0	2,945	SH		DFND	4,5,14,15	2,945	0	0
FOREST LABS INC	COM	345838106	0	10,500	SH		DFND	4.12	10,500	0	0
FORESTAR GROUP INC	SR CV NT 3.75%20	346232AB7	0	1,251,000	PRN		DFND	4,5,7,8	0	0	1,251,000
FORTINET INC	COM	34959E109	0	12,400	SH		DFND	4.5	12,400	0	0
FORTINET INC	COM	34959E109	0	640	SH		DFND	4,5,7,8	640	0	0
FORTINET INC	COM	34959E109	0	121,982	SH		DFND	4,5,7,8	121,982	0	0
FORTUNE BRANDS HOME & SEC INC	COM	34964C106	0	6,068	SH		DFND	4.5	6,068	0	0
FOSSIL GROUP INC	COM	34988V106	0	4,254	SH		DFND	4.5	4,254	0	0
FOSSIL GROUP INC	COM	34988V106	0	4,802	SH		DFND	4.5	4,802	0	0
FOSSIL GROUP INC	COM	34988V106	0	300	SH		DFND	4,5,14,15	300	0	0
FOSSIL GROUP INC	COM	34988V106	0	517	SH		DFND	4,5,14,15	517	0	0
FOSTER WHEELER AG	COM	H27178104	0	4,641	SH		DFND	4.5	4,641	0	0
FOX CHASE BANCORP INC NEW	COM	35137T108	0	6,723	SH		DFND	4,5,7,8	6,723	0	0
FRANCO NEVADA CORP	COM	351858105	0	12,540	SH		DFND	4.5	12,540	0	0
FRANCO NEVADA CORP	COM	351858105	0	202,179	SH		DFND	4.5	202,179	0	0
FRANCO NEVADA CORP	COM	351858105	0	800	SH		DFND	4,5,14,15	800	0	0
FRANCO NEVADA CORP	COM	351858105	0	1,746	SH		DFND	4,5,14,15	1,746	0	0
FRANCO NEVADA CORP	COM	351858105	0	2,133	SH		DFND	4.11	2,133	0	0
FRANKLIN ELEC INC	COM	353514102	0	9,800	SH		DFND	4.5	9,800	0	0
FRANKLIN RES INC	COM	354613101	0	11,125	SH		DFND	4.5	11,125	0	0
FRANKLIN RES INC	COM	354613101	0	11,131	SH		DFND	4.5	11,131	0	0
FRANKLIN RES INC	COM	354613101	0	900	SH		DFND	4,5,14,15	900	0	0
FRANKLIN RES INC	COM	354613101	0	2,797	SH		DFND	4,5,14,15	2,797	0	0
FRANKLIN RES INC	COM	354613101	0	300	SH		DFND	4.6	300	0	0
FRANKLIN RES INC	COM	354613101	0	3,350	SH		DFND	4.6	3,350	0	0
FRANKLIN RES INC	COM	354613101	0	4,000	SH		DFND	4.6	4,000	0	0
FRANKLIN RES INC	COM	354613101	0	4,150	SH		DFND	4.6	4,150	0	0
FRANKLIN RES INC	COM	354613101	0	4,400	SH		DFND	4.6	4,400	0	0
FRANKLIN RES INC	COM	354613101	0	20,552	SH		DFND	4.6	20,552	0	0
FRANKLIN STREET PPTYS CORP	COM	35471R106	0	14,907	SH		DFND	4.5	14,907	0	0
FRANKLIN STREET PPTYS CORP	COM	35471R106	0	14,900	SH		DFND	4,5,14,15	14,900	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	125,129	SH		DFND	4.5	125,129	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	890,857	SH		DFND	4.5	890,857	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	290,605	SH		DFND	4,5,7,8	290,605	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	26,726	SH		DFND	4,5,14,15	26,726	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	628,544	SH		DFND	4,5,14,15	628,544	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	37	SH		DFND	4.6	37	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	1,950	SH		DFND	4.6	1,950	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	10,500	SH		DFND	4.6	10,500	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	11,100	SH		DFND	4.6	11,100	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	15,000	SH		DFND	4.6	15,000	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	20,439	SH		DFND	4.6	20,439	0	0
FREEPORT-MCMORAN COPPER & GOLD	COM	35671D857	0	69,800	SH		DFND	4.6	69,800	0	0
FRESH MKT INC	COM	35804H106	0	7,875	SH		DFND	4.5	7,875	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	87,222	SH		DFND	4.5	87,222	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	225,657	SH		DFND	4.5	225,657	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	270	SH		DFND	4,5,7,8	270	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	7,548	SH		DFND	4,5,14,15	7,548	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	35,525	SH		DFND	4,5,14,15	35,525	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	13,100	SH		DFND	4.6	13,100	0	0
FRONTIER COMMUNICATIONS CORP	COM	35906A108	0	63,200	SH		DFND	4.6	63,200	0	0
FS BANCORP INC	COM	30263Y104	0	1,298	SH		DFND	4,5,7,8	1,298	0	0
FULTON FINL CORP PA	COM	360271100	0	1,320	SH		DFND	4.5	1,320	0	0
FUSION-IO INC	COM	36112J107	0	475	SH		DFND	4.5	475	0	0
FX ENERGY INC	COM	302695101	0	13,652	SH		DFND	4.5	13,652	0	0
FX ENERGY INC	COM	302695101	0	75,053	SH		DFND	4.5	75,053	0	0
GAFISA S A	SPONS ADR	362607301	0	837,300	SH		DFND	4.5	837,300	0	0
GAFISA S A	SPONS ADR	362607301	0	1,326,700	SH		DFND	4.5	1,326,700	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	0	18,028	SH		DFND	4.5	18,028	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	430	SH		DFND	4.5	430	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	16,598	SH		DFND	4.5	16,598	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	40,589	SH		DFND	4.5	40,589	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	23,760	SH		DFND	4,5,7,8	23,760	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	42	SH		DFND	4,5,14,15	42	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	900	SH		DFND	4,5,14,15	900	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	11,500	SH		DFND	4.6	11,500	0	0
GAMESTOP CORP NEW	CL A	36467W109	0	7,700	SH		DFND	4.12	7,700	0	0
GANNETT INC	COM	364730101	0	2,500	SH		DFND	4.5	2,500	0	0
GANNETT INC	COM	364730101	0	8,808	SH		DFND	4.5	8,808	0	0
GAP INC DEL	COM	364760108	0	38,548	SH		DFND	4.5	38,548	0	0
GAP INC DEL	COM	364760108	0	395,049	SH		DFND	4.5	395,049	0	0
GAP INC DEL	COM	364760108	0	24,443	SH		DFND	4,5,14,15	24,443	0	0
GAP INC DEL	COM	364760108	0	359,100	SH		DFND	4,5,14,15	359,100	0	0
GAP INC DEL	COM	364760108	0	30,830	SH		DFND	4.13	30,830	0	0
GAP INC DEL	COM	364760108	0	99,606	SH		DFND	1.3	99,606	0	0
GAP INC DEL	COM	364760108	0	97,363	SH		DFND	1.2	97,363	0	0
GAP INC DEL	COM	364760108	0	30,830	SH		DFND	4.11	30,830	0	0
GAP INC DEL	COM	364760108	0	136,900	SH		DFND	4.11	136,900	0	0
GARDNER DENVER INC	COM	365558105	0	65	SH		DFND	4.5	65	0	0
GARDNER DENVER INC	COM	365558105	0	49,787	SH		DFND	4,5,7,8	49,787	0	0
GARDNER DENVER INC	COM	365558105	0	56,967	SH		DFND	4,5,7,8	56,967	0	0
GARDNER DENVER INC	COM	365558105	0	6,000	SH		DFND	1	6,000	0	0
GARMIN LTD	SHS	H2906T109	0	10,350	SH		DFND	4.5	10,350	0	0
GARMIN LTD	SHS	H2906T109	0	29,110	SH		DFND	4.5	29,110	0	0
GARMIN LTD	SHS	H2906T109	0	700	SH		DFND	4,5,14,15	700	0	0
GARMIN LTD	SHS	H2906T109	0	8,539	SH		DFND	4,5,14,15	8,539	0	0
GARMIN LTD	SHS	H2906T109	0	2,441	SH		DFND	4.11	2,441	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	0	5	SH		DFND	4,5,7,8	5	0	0
GENERAL CABLE CORP DEL NEW	COM	369300108	0	803	SH		DFND	4,5,7,8	803	0	0
GENERAL DYNAMICS CORP	COM	369550108	0	19,024	SH		DFND	4.5	19,024	0	0
GENERAL DYNAMICS CORP	COM	369550108	0	20,952	SH		DFND	4.5	20,952	0	0
GENERAL DYNAMICS CORP	COM	369550108	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
GENERAL DYNAMICS CORP	COM	369550108	0	5,278	SH		DFND	4,5,14,15	5,278	0	0
GENERAL DYNAMICS CORP	COM	369550108	0	7,700	SH		DFND	1	7,700	0	0
GENERAL ELECTRIC CO	COM	369604103	0	2,200	SH		DFND	4.5	2,200	0	0
GENERAL ELECTRIC CO	COM	369604103	0	734,460	SH		DFND	4.5	734,460	0	0
GENERAL ELECTRIC CO	COM	369604103	0	771,755	SH		DFND	4.5	771,755	0	0
GENERAL ELECTRIC CO	COM	369604103	0	3,202,292	SH		DFND	4.5	3,202,292	0	0
GENERAL ELECTRIC CO	COM	369604103	0	264,845	SH		DFND	4,5,14,15	264,845	0	0
GENERAL ELECTRIC CO	COM	369604103	0	1,909,989	SH		DFND	4,5,14,15	1,909,989	0	0
GENERAL ELECTRIC CO	COM	369604103	0	14,000	SH		DFND	4.6	14,000	0	0
GENERAL ELECTRIC CO	COM	369604103	0	27,500	SH		DFND	4.6	27,500	0	0
GENERAL ELECTRIC CO	COM	369604103	0	41,400	SH		DFND	4.6	41,400	0	0
GENERAL ELECTRIC CO	COM	369604103	0	58,100	SH		DFND	4.6	58,100	0	0
GENERAL ELECTRIC CO	COM	369604103	0	59,700	SH		DFND	4.6	59,700	0	0
GENERAL ELECTRIC CO	COM	369604103	0	110,000	SH		DFND	4.6	110,000	0	0
GENERAL ELECTRIC CO	COM	369604103	0	150,555	SH		DFND	4.6	150,555	0	0
GENERAL ELECTRIC CO	COM	369604103	0	409,900	SH		DFND	4.6	409,900	0	0
GENERAL ELECTRIC CO	COM	369604103	0	1,983,671	SH		DFND	1.3	1,983,671	0	0
GENERAL ELECTRIC CO	COM	369604103	0	2,260	SH		DFND	1	2,260	0	0
GENERAL ELECTRIC CO	COM	369604103	0	3,500	SH		DFND	1	3,500	0	0
GENERAL ELECTRIC CO	COM	369604103	0	470,563	SH		DFND	1.2	470,563	0	0
GENERAL ELECTRIC CO	COM	369604103	0	25	SH		DFND	blank	25	0	0
GENERAL ELECTRIC CO	COM	369604103	0	446	SH		DFND	blank	446	0	0
GENERAL ELECTRIC CO	COM	369604103	0	44,300	SH		DFND	4.12	44,300	0	0
GENERAL ELECTRIC CO	COM	369604103	0	64,500	SH		DFND	4.12	64,500	0	0
GENERAL ELECTRIC CO	COM	369604103	0	81,262	SH		DFND	4.12	81,262	0	0
GENERAL ELECTRIC CO	COM	369604103	0	1,095	SH		DFND	4.11	1,095	0	0
GENERAL ELECTRIC CO	COM	369604103	0	10,705	SH		DFND	4.11	10,705	0	0
GENERAL ELECTRIC CO	COM	369604103	0	294,300	SH		DFND	4.11	294,300	0	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	0	23,557	SH		DFND	4.5	23,557	0	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	0	151,109	SH		DFND	4.5	151,109	0	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	0	58,166	SH		DFND	4,5,14,15	58,166	0	0
GENERAL GROWTH PPTYS INC NEW	COM	370023103	0	12,868	SH		DFND	4.11	12,868	0	0
GENERAL MLS INC	COM	370334104	0	56,227	SH		DFND	4.5	56,227	0	0
GENERAL MLS INC	COM	370334104	0	88,093	SH		DFND	4.5	88,093	0	0
GENERAL MLS INC	COM	370334104	0	3,900	SH		DFND	4,5,14,15	3,900	0	0
GENERAL MLS INC	COM	370334104	0	13,197	SH		DFND	4,5,14,15	13,197	0	0
GENERAL MLS INC	COM	370334104	0	2,320	SH		DFND	4.11	2,320	0	0
GENERAL MTRS CO	COM	37045V100	0	83,854	SH		DFND	4.5	83,854	0	0
GENERAL MTRS CO	COM	37045V100	0	113,986	SH		DFND	4.5	113,986	0	0
GENERAL MTRS CO	WT EXP 071019	37045V126	0	2,862	SH	Call	DFND	4,5,7,8	0	0	2,862
GENERAL MTRS CO	WT EXP 071019	37045V126	0	22,097	SH	Call	DFND	4,5,7,8	0	0	22,097
GENERAL MTRS CO	WT EXP 071019	37045V126	0	143,047	SH	Call	DFND	4,5,7,8	0	0	143,047
GENERAL MTRS CO	COM	37045V100	0	8,525	SH		DFND	4,5,7,8	8,525	0	0
GENERAL MTRS CO	COM	37045V100	0	17,500	SH		DFND	4,5,7,8	17,500	0	0
GENERAL MTRS CO	COM	37045V100	0	26,379	SH		DFND	4,5,7,8	26,379	0	0
GENERAL MTRS CO	COM	37045V100	0	4,800	SH		DFND	4,5,14,15	4,800	0	0
GENERAL MTRS CO	COM	37045V100	0	16,726	SH		DFND	4,5,14,15	16,726	0	0
GENERAL MTRS CO	COM	37045V100	0	1,400	SH		DFND	4.6	1,400	0	0
GENERAL MTRS CO	COM	37045V100	0	5,900	SH		DFND	4.6	5,900	0	0
GENERAL MTRS CO	COM	37045V100	0	10,300	SH		DFND	4.6	10,300	0	0
GENERAL MTRS CO	COM	37045V100	0	15,200	SH		DFND	4.6	15,200	0	0
GENERAL MTRS CO	COM	37045V100	0	26,300	SH		DFND	4.6	26,300	0	0
GENERAL MTRS CO	COM	37045V100	0	93,896	SH		DFND	1.3	93,896	0	0
GENERAL MTRS CO	WT EXP 071016	37045V118	0	5,311	SH	Call	DFND	1.2	0	0	5,311
GENERAL MTRS CO	WT EXP 071019	37045V126	0	5,310	SH	Call	DFND	1.2	0	0	5,310
GENERAL MTRS CO	COM	37045V100	0	17,083	SH		DFND	1.2	17,083	0	0
GENERAL MTRS CO	COM	37045V100	0	16,600	SH		DFND	4.12	16,600	0	0
GENTEX CORP	COM	371901109	0	5,253	SH		DFND	4.5	5,253	0	0
GENUINE PARTS CO	COM	372460105	0	9,277	SH		DFND	4.5	9,277	0	0
GENUINE PARTS CO	COM	372460105	0	13,377	SH		DFND	4.5	13,377	0	0
GENUINE PARTS CO	COM	372460105	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
GENUINE PARTS CO	COM	372460105	0	4,692	SH		DFND	4,5,14,15	4,692	0	0
GENWORTH FINL INC	COM CL A	37247D106	0	7,364	SH		DFND	4.5	7,364	0	0
GENWORTH FINL INC	COM CL A	37247D106	0	20,279	SH		DFND	4.5	20,279	0	0
GENWORTH FINL INC	COM CL A	37247D106	0	105,727	SH		DFND	4,5,7,8	105,727	0	0
GENWORTH FINL INC	COM CL A	37247D106	0	110,280	SH		DFND	4,5,7,8	110,280	0	0
GENWORTH FINL INC	COM CL A	37247D106	0	52,700	SH		DFND	4.6	52,700	0	0
GENWORTH FINL INC	COM CL A	37247D106	0	279,200	SH		DFND	4.6	279,200	0	0
GEO GROUP INC	COM	36159R103	0	922	SH		DFND	4,5,7,8	922	0	0
GEO GROUP INC	COM	36159R103	0	8,300	SH		DFND	4,5,14,15	8,300	0	0
GERDAU S A	SPON ADR REP PFD	373737105	0	1,790,986	SH		DFND	4.5	1,790,986	0	0
GERDAU S A	SPON ADR REP PFD	373737105	0	3,764,001	SH		DFND	4.5	3,764,001	0	0
GERDAU S A	SPON ADR REP PFD	373737105	0	1,048,853	SH		DFND	1.3	1,048,853	0	0
GETTY RLTY CORP NEW	COM	374297109	0	4,240	SH		DFND	4.5	4,240	0	0
GETTY RLTY CORP NEW	COM	374297109	0	3,100	SH		DFND	4,5,14,15	3,100	0	0
GIANT INTERACTIVE GROUP INC	ADR	374511103	0	75,400	SH		DFND	1	75,400	0	0
GIGAMON INC	COM	37518B102	0	28,100	SH		DFND	4,5,7,8	28,100	0	0
GILAT SATELLITE NETWORKS LTD	SHS NEW	M51474118	0	1	SH		DFND	1.3	1	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	5,953	SH		DFND	4.5	5,953	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	9,500	SH		DFND	4.5	9,500	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	14,361	SH		DFND	4.5	14,361	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	11,931	SH		DFND	4,5,14,15	11,931	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	489,200	SH		DFND	4,5,14,15	489,200	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	6,397	SH		DFND	1.3	6,397	0	0
GILDAN ACTIVEWEAR INC	COM	375916103	0	6,397	SH		DFND	1.2	6,397	0	0
GILEAD SCIENCES INC	SR NT CV 1%14	375558AN3	0	8,220,000	PRN		DFND	4.5	0	0	8,220,000
GILEAD SCIENCES INC	COM	375558103	0	154,543	SH		DFND	4.5	154,543	0	0
GILEAD SCIENCES INC	COM	375558103	0	204,206	SH		DFND	4.5	204,206	0	0
GILEAD SCIENCES INC	COM	375558103	0	7,193	SH		DFND	4,5,7,8	7,193	0	0
GILEAD SCIENCES INC	COM	375558103	0	7,500	SH		DFND	4,5,14,15	7,500	0	0
GILEAD SCIENCES INC	COM	375558103	0	36,038	SH		DFND	4,5,14,15	36,038	0	0
GILEAD SCIENCES INC	COM	375558103	0	27,190	SH		DFND	4.13	27,190	0	0
GILEAD SCIENCES INC	COM	375558103	0	37,590	SH		DFND	4.13	37,590	0	0
GILEAD SCIENCES INC	COM	375558103	0	1,400	SH		DFND	4.6	1,400	0	0
GILEAD SCIENCES INC	COM	375558103	0	9,608	SH		DFND	4.6	9,608	0	0
GILEAD SCIENCES INC	COM	375558103	0	10,000	SH		DFND	4.6	10,000	0	0
GILEAD SCIENCES INC	COM	375558103	0	11,000	SH		DFND	4.6	11,000	0	0
GILEAD SCIENCES INC	COM	375558103	0	105,182	SH		DFND	4.6	105,182	0	0
GILEAD SCIENCES INC	COM	375558103	0	125,641	SH		DFND	1.3	125,641	0	0
GILEAD SCIENCES INC	COM	375558103	0	71,233	SH		DFND	1.2	71,233	0	0
GILEAD SCIENCES INC	COM	375558103	0	10,241	SH		DFND	4.12	10,241	0	0
GILEAD SCIENCES INC	COM	375558103	0	10,241	SH		DFND	4.12	10,241	0	0
GILEAD SCIENCES INC	COM	375558103	0	37,590	SH		DFND	4.11	37,590	0	0
GLADSTONE COML CORP	COM	376536108	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
GLIMCHER RLTY TR	SH BEN INT	379302102	0	25,541	SH		DFND	4.5	25,541	0	0
GLIMCHER RLTY TR	SH BEN INT	379302102	0	18,300	SH		DFND	4,5,14,15	18,300	0	0
GLOBAL PMTS INC	COM	37940X102	0	4,189	SH		DFND	4.5	4,189	0	0
GNC HLDGS INC	COM CL A	36191G107	0	15,000	SH		DFND	4.5	15,000	0	0
GNC HLDGS INC	COM CL A	36191G107	0	360,787	SH		DFND	4,5,7,8	360,787	0	0
GNC HLDGS INC	COM CL A	36191G107	0	47,684	SH		DFND	1.3	47,684	0	0
GOLAR LNG LTD BERMUDA	SHS	G9456A100	0	10,016	SH		DFND	4,5,7,8	10,016	0	0
GOLAR LNG LTD BERMUDA	SHS	G9456A100	0	40,346	SH		DFND	4,5,7,8	40,346	0	0
GOLAR LNG LTD BERMUDA	SHS	G9456A100	0	40,354	SH		DFND	4,5,7,8	40,354	0	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	0	82,754	SH		DFND	4.5	82,754	0	0
GOLD FIELDS LTD NEW	SPONSORED ADR	38059T106	0	3,217,769	SH		DFND	4.11	3,217,769	0	0
GOLDCORP INC NEW	COM	380956409	0	62,400	SH		DFND	4.5	62,400	0	0
GOLDCORP INC NEW	COM	380956409	0	150,280	SH		DFND	4.5	150,280	0	0
GOLDCORP INC NEW	COM	380956409	0	312,912	SH		DFND	4.5	312,912	0	0
GOLDCORP INC NEW	COM	380956409	0	1,519,827	SH		DFND	4.5	1,519,827	0	0
GOLDCORP INC NEW	COM	380956409	0	4,900	SH		DFND	4,5,14,15	4,900	0	0
GOLDCORP INC NEW	COM	380956409	0	21,893	SH		DFND	4,5,14,15	21,893	0	0
GOLDCORP INC NEW	COM	380956409	0	11,800	SH		DFND	4.6	11,800	0	0
GOLDCORP INC NEW	COM	380956409	0	21,100	SH		DFND	4.6	21,100	0	0
GOLDCORP INC NEW	COM	380956409	0	28,129	SH		DFND	1.3	28,129	0	0
GOLDCORP INC NEW	COM	380956409	0	5	SH		DFND	1	5	0	0
GOLDCORP INC NEW	COM	380956409	0	21,585	SH		DFND	1.2	21,585	0	0
GOLDCORP INC NEW	COM	380956409	0	1,820,036	SH		DFND	4.11	1,820,036	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	31,638	SH		DFND	4.5	31,638	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	49,529	SH		DFND	4.5	49,529	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	12,387	SH		DFND	4,5,14,15	12,387	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	336,670	SH		DFND	4,5,14,15	336,670	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	800	SH		DFND	4.6	800	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	2,500	SH		DFND	4.6	2,500	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	3,791	SH		DFND	4.6	3,791	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	22,400	SH		DFND	4.6	22,400	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	0	57	SH		DFND	1	57	0	0
GOODRICH PETE CORP	SR NT CV 5%29	382410AC2	0	3,021,000	PRN		DFND	4,5,7,8	0	0	3,021,000
GOODYEAR TIRE & RUBR CO	COM	382550101	0	13,705	SH		DFND	4.5	13,705	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	0	448,488	SH		DFND	4,5,7,8	448,488	0	0
GOOGLE INC	CL A	38259P508	0	7,125	SH		DFND	4.5	7,125	0	0
GOOGLE INC	CL A	38259P508	0	36,009	SH		DFND	4.5	36,009	0	0
GOOGLE INC	CL A	38259P508	0	117,706	SH		DFND	4.5	117,706	0	0
GOOGLE INC	CL A	38259P508	0	1	SH		DFND	4,5,7,8	1	0	0
GOOGLE INC	CL A	38259P508	0	2,092	SH		DFND	4,5,7,8	2,092	0	0
GOOGLE INC	CL A	38259P508	0	3,091	SH		DFND	4,5,7,8	3,091	0	0
GOOGLE INC	CL A	38259P508	0	7,106	SH		DFND	4,5,14,15	7,106	0	0
GOOGLE INC	CL A	38259P508	0	49,545	SH		DFND	4,5,14,15	49,545	0	0
GOOGLE INC	CL A	38259P508	0	2,700	SH		DFND	4.13	2,700	0	0
GOOGLE INC	CL A	38259P508	0	4,310	SH		DFND	4.13	4,310	0	0
GOOGLE INC	CL A	38259P508	0	385	SH		DFND	4.6	385	0	0
GOOGLE INC	CL A	38259P508	0	1,000	SH		DFND	4.6	1,000	0	0
GOOGLE INC	CL A	38259P508	0	1,050	SH		DFND	4.6	1,050	0	0
GOOGLE INC	CL A	38259P508	0	2,850	SH		DFND	4.6	2,850	0	0
GOOGLE INC	CL A	38259P508	0	2,872	SH		DFND	4.6	2,872	0	0
GOOGLE INC	CL A	38259P508	0	9,143	SH		DFND	4.6	9,143	0	0
GOOGLE INC	CL A	38259P508	0	26,035	SH		DFND	1.3	26,035	0	0
GOOGLE INC	CL A	38259P508	0	200	SH		DFND	1	200	0	0
GOOGLE INC	CL A	38259P508	0	10,421	SH		DFND	1.2	10,421	0	0
GOOGLE INC	CL A	38259P508	0	460	SH		DFND	4.12	460	0	0
GOOGLE INC	CL A	38259P508	0	1,345	SH		DFND	4.12	1,345	0	0
GOOGLE INC	CL A	38259P508	0	1,345	SH		DFND	4.12	1,345	0	0
GOOGLE INC	CL A	38259P508	0	1,522	SH		DFND	4.12	1,522	0	0
GOOGLE INC	CL A	38259P508	0	4,310	SH		DFND	4.11	4,310	0	0
GOOGLE INC	CL A	38259P508	0	27,774	SH		DFND	4.11	27,774	0	0
GOOGLE INC	CL A	38259P508	0	13	SH		DFND	blank	13	0	0
GOVERNMENT PPTYS INCOME TR	COM SHS BEN INT	38376A103	0	10,058	SH		DFND	4.5	10,058	0	0
GOVERNMENT PPTYS INCOME TR	COM SHS BEN INT	38376A103	0	6,200	SH		DFND	4,5,14,15	6,200	0	0
GRACE W R & CO DEL NEW	COM	38388F108	0	11,400	SH		DFND	4,5,7,8	11,400	0	0
GRAINGER W W INC	COM	384802104	0	4,276	SH		DFND	4.5	4,276	0	0
GRAINGER W W INC	COM	384802104	0	46,996	SH		DFND	4.5	46,996	0	0
GRAINGER W W INC	COM	384802104	0	1,689	SH		DFND	4,5,14,15	1,689	0	0
GRAINGER W W INC	COM	384802104	0	67,200	SH		DFND	4,5,14,15	67,200	0	0
GRAINGER W W INC	COM	384802104	0	1,833	SH		DFND	4.12	1,833	0	0
GRAINGER W W INC	COM	384802104	0	1,833	SH		DFND	4.12	1,833	0	0
GRAND CANYON ED INC	COM	38526M106	0	21,800	SH		DFND	1	21,800	0	0
GRANITE REAL ESTATE INVT TR	STAPLED UNIT	387437114	0	39,416	SH		DFND	4.5	39,416	0	0
GRANITE REAL ESTATE INVT TR	STAPLED UNIT	387437114	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	0	79,090	SH		DFND	4,5,7,8	79,090	0	0
GREEN DOT CORP	CL A	39304D102	0	1,420	SH		DFND	4.5	1,420	0	0
GREEN MTN COFFEE ROASTERS INC	COM	393122106	0	8,886	SH		DFND	4.5	8,886	0	0
GREEN MTN COFFEE ROASTERS INC	COM	393122106	0	13,507	SH		DFND	4.5	13,507	0	0
GREEN MTN COFFEE ROASTERS INC	COM	393122106	0	1,015	SH		DFND	4,5,7,8	1,015	0	0
GREEN MTN COFFEE ROASTERS INC	COM	393122106	0	5,462	SH		DFND	4,5,14,15	5,462	0	0
GREEN MTN COFFEE ROASTERS INC	COM	393122106	0	121,500	SH		DFND	4,5,14,15	121,500	0	0
GREIF INC	CL A	397624107	0	11,700	SH		DFND	1	11,700	0	0
GRIFOLS S A	SP ADR REP B NVT	398438408	0	692,050	SH		DFND	4,5,7,8	692,050	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	0	14,530	SH		DFND	4.5	14,530	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	0	36,300	SH		DFND	4.5	36,300	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	0	659	SH		DFND	4,5,14,15	659	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	0	151,100	SH		DFND	4,5,14,15	151,100	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	0	87,000	SH		DFND	1.3	87,000	0	0
GROUPE CGI INC	CL A SUB VTG	39945C109	0	72,850	SH		DFND	1.2	72,850	0	0
GROUPON INC	COM CL A	399473107	0	1,392,256	SH		DFND	4,5,7,8	1,392,256	0	0
GROUPON INC	COM CL A	399473107	0	1,469,658	SH		DFND	4,5,7,8	1,469,658	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	0	1,330,576	SH		DFND	4.5	1,330,576	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	0	1,816,635	SH		DFND	4.5	1,816,635	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	0	318	SH		DFND	1	318	0	0
GRUPO TELEVISA SA	SPON ADR REP ORD	40049J206	0	1,857,552	SH		DFND	4.11	1,857,552	0	0
GULFPORT ENERGY CORP	COM NEW	402635304	0	10,165	SH		DFND	4,5,7,8	10,165	0	0
GYRODYNE CO AMER INC	COM	403820103	0	200	SH		DFND	4,5,14,15	200	0	0
HAIN CELESTIAL GROUP INC	COM	405217100	0	8,017	SH		DFND	4.5	8,017	0	0
HALLIBURTON CO	COM	406216101	0	101,202	SH		DFND	4.5	101,202	0	0
HALLIBURTON CO	COM	406216101	0	350,443	SH		DFND	4.5	350,443	0	0
HALLIBURTON CO	COM	406216101	0	11,900	SH		DFND	4,5,7,8	11,900	0	0
HALLIBURTON CO	COM	406216101	0	130,821	SH		DFND	4,5,7,8	130,821	0	0
HALLIBURTON CO	COM	406216101	0	153,484	SH		DFND	4,5,7,8	153,484	0	0
HALLIBURTON CO	COM	406216101	0	22,241	SH		DFND	4,5,14,15	22,241	0	0
HALLIBURTON CO	COM	406216101	0	699,500	SH		DFND	4,5,14,15	699,500	0	0
HALLIBURTON CO	COM	406216101	0	22,120	SH		DFND	4.13	22,120	0	0
HALLIBURTON CO	COM	406216101	0	1,550	SH		DFND	4.6	1,550	0	0
HALLIBURTON CO	COM	406216101	0	5,500	SH		DFND	4.6	5,500	0	0
HALLIBURTON CO	COM	406216101	0	9,000	SH		DFND	4.6	9,000	0	0
HALLIBURTON CO	COM	406216101	0	9,294	SH		DFND	4.6	9,294	0	0
HALLIBURTON CO	COM	406216101	0	17,600	SH		DFND	4.6	17,600	0	0
HALLIBURTON CO	COM	406216101	0	400	SH		DFND	blank	400	0	0
HALLIBURTON CO	COM	406216101	0	19,250	SH		DFND	4.12	19,250	0	0
HALLIBURTON CO	COM	406216101	0	22,120	SH		DFND	4.11	22,120	0	0
HAMILTON BANCORP INC MD	COM	407015106	0	2,200	SH		DFND	4,5,7,8	2,200	0	0
HAMPDEN BANCORP INC	COM	40867E107	0	4,139	SH		DFND	4,5,7,8	4,139	0	0
HANESBRANDS INC	COM	410345102	0	7,600	SH		DFND	4.12	7,600	0	0
HANOVER INS GROUP INC	COM	410867105	0	5,200	SH		DFND	4.12	5,200	0	0
HARLEY DAVIDSON INC	COM	412822108	0	17,781	SH		DFND	4.5	17,781	0	0
HARLEY DAVIDSON INC	COM	412822108	0	39,673	SH		DFND	4.5	39,673	0	0
HARLEY DAVIDSON INC	COM	412822108	0	500	SH		DFND	4,5,14,15	500	0	0
HARLEY DAVIDSON INC	COM	412822108	0	7,043	SH		DFND	4,5,14,15	7,043	0	0
HARMAN INTL INDS INC	COM	413086109	0	980	SH		DFND	4.5	980	0	0
HARMAN INTL INDS INC	COM	413086109	0	1,200	SH		DFND	4.5	1,200	0	0
HARMAN INTL INDS INC	COM	413086109	0	7,690	SH		DFND	4.5	7,690	0	0
HARMAN INTL INDS INC	COM	413086109	0	4,400	SH		DFND	4.12	4,400	0	0
HARMONY GOLD MNG LTD	SPONSORED ADR	413216300	0	830,848	SH		DFND	4.11	830,848	0	0
HARRIS CORP DEL	COM	413875105	0	7,617	SH		DFND	4.5	7,617	0	0
HARRIS CORP DEL	COM	413875105	0	26,682	SH		DFND	4.5	26,682	0	0
HARRIS CORP DEL	COM	413875105	0	700	SH		DFND	4,5,14,15	700	0	0
HARRIS CORP DEL	COM	413875105	0	3,879	SH		DFND	4,5,14,15	3,879	0	0
HARRIS CORP DEL	COM	413875105	0	1,800	SH		DFND	4.6	1,800	0	0
HARRIS CORP DEL	COM	413875105	0	8,500	SH		DFND	4.6	8,500	0	0
HARRIS CORP DEL	COM	413875105	0	12,500	SH		DFND	4.6	12,500	0	0
HARRIS CORP DEL	COM	413875105	0	19,600	SH		DFND	4.6	19,600	0	0
HARRIS CORP DEL	COM	413875105	0	35,000	SH		DFND	4.6	35,000	0	0
HARRIS TEETER SUPERMARKETS INC	COM	414585109	0	3,976	SH		DFND	4.5	3,976	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	28,884	SH		DFND	4.5	28,884	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	32,565	SH		DFND	4.5	32,565	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	231,345	SH		DFND	4.5	231,345	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	46,291	SH		DFND	4,5,7,8	46,291	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	900	SH		DFND	4,5,14,15	900	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	5,422	SH		DFND	4,5,14,15	5,422	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	64,900	SH		DFND	4.6	64,900	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	13,000	SH		DFND	4.12	13,000	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	0	91,560	SH		DFND	4.11	91,560	0	0
HASBRO INC	COM	418056107	0	16,326	SH		DFND	4.5	16,326	0	0
HASBRO INC	COM	418056107	0	26,394	SH		DFND	4.5	26,394	0	0
HASBRO INC	COM	418056107	0	700	SH		DFND	4,5,14,15	700	0	0
HASBRO INC	COM	418056107	0	3,359	SH		DFND	4,5,14,15	3,359	0	0
HATTERAS FINL CORP	COM	41902R103	0	18,100	SH		DFND	4,5,7,8	18,100	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	0	405	SH		DFND	4.5	405	0	0
HCA HOLDINGS INC	COM	40412C101	0	10,649	SH		DFND	4.5	10,649	0	0
HCA HOLDINGS INC	COM	40412C101	0	21,297	SH		DFND	4.5	21,297	0	0
HCA HOLDINGS INC	COM	40412C101	0	13,363	SH		DFND	4,5,7,8	13,363	0	0
HCA HOLDINGS INC	COM	40412C101	0	86,540	SH		DFND	4,5,7,8	86,540	0	0
HCA HOLDINGS INC	COM	40412C101	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
HCA HOLDINGS INC	COM	40412C101	0	6,600	SH		DFND	4,5,14,15	6,600	0	0
HCA HOLDINGS INC	COM	40412C101	0	21,102	SH		DFND	4.13	21,102	0	0
HCA HOLDINGS INC	COM	40412C101	0	21,102	SH		DFND	4.11	21,102	0	0
HCP INC	COM	40414L109	0	54,693	SH		DFND	4.5	54,693	0	0
HCP INC	COM	40414L109	0	120,111	SH		DFND	4.5	120,111	0	0
HCP INC	COM	40414L109	0	636	SH		DFND	4,5,7,8	636	0	0
HCP INC	COM	40414L109	0	8,936	SH		DFND	4,5,7,8	8,936	0	0
HCP INC	COM	40414L109	0	2,500	SH		DFND	4,5,14,15	2,500	0	0
HCP INC	COM	40414L109	0	71,960	SH		DFND	4,5,14,15	71,960	0	0
HCP INC	COM	40414L109	0	26,300	SH		DFND	4,5,16	26,300	0	0
HCP INC	COM	40414L109	0	33,200	SH		DFND	4,5,16	33,200	0	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	0	44,300	SH		DFND	4.5	44,300	0	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	0	130,650	SH		DFND	4.5	130,650	0	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	0	17,000	SH		DFND	4.6	17,000	0	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	0	155,812	SH		DFND	1.3	155,812	0	0
HDFC BANK LTD	ADR REPS 3 SHS	40415F101	0	128,062	SH		DFND	1.2	128,062	0	0
HEALTH CARE REIT INC	COM	42217K106	0	23,504	SH		DFND	4.5	23,504	0	0
HEALTH CARE REIT INC	COM	42217K106	0	88,515	SH		DFND	4.5	88,515	0	0
HEALTH CARE REIT INC	SR NT CV 3%29	42217KAR7	0	2,234,000	PRN		DFND	4,5,7,8	0	0	2,234,000
HEALTH CARE REIT INC	COM	42217K106	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
HEALTH CARE REIT INC	COM	42217K106	0	42,773	SH		DFND	4,5,14,15	42,773	0	0
HEALTH CARE REIT INC	COM	42217K106	0	7,443	SH		DFND	4,5,16	7,443	0	0
HEALTH CARE REIT INC	COM	42217K106	0	19,100	SH		DFND	4,5,16	19,100	0	0
HEALTH CARE REIT INC	COM	42217K106	0	26,400	SH		DFND	4,5,16	26,400	0	0
HEALTH CARE REIT INC	COM	42217K106	0	33,394	SH		DFND	4,5,16	33,394	0	0
HEALTH MGMT ASSOC INC NEW	CL A	421933102	0	14,481	SH		DFND	4,5,7,8	14,481	0	0
HEALTH MGMT ASSOC INC NEW	CL A	421933102	0	792,611	SH		DFND	4,5,7,8	792,611	0	0
HEALTH MGMT ASSOC INC NEW	CL A	421933102	0	799,027	SH		DFND	4,5,7,8	799,027	0	0
HEALTH NET INC	COM	42222G108	0	8,800	SH		DFND	4,5,7,8	8,800	0	0
HEALTH NET INC	COM	42222G108	0	700	SH		DFND	4,5,14,15	700	0	0
HEALTH NET INC	COM	42222G108	0	2,700	SH		DFND	4.12	2,700	0	0
HEALTHCARE RLTY TR	COM	421946104	0	17,185	SH		DFND	4.5	17,185	0	0
HEALTHCARE RLTY TR	COM	421946104	0	12,600	SH		DFND	4,5,14,15	12,600	0	0
HEALTHCARE TR AMER INC	CL A	42225P105	0	5,300	SH		DFND	4,5,7,8	5,300	0	0
HEALTHCARE TR AMER INC	CL A	42225P105	0	7,883	SH		DFND	4,5,7,8	7,883	0	0
HEALTHCARE TR AMER INC	CL A	42225P105	0	6,200	SH		DFND	4,5,14,15	6,200	0	0
HEALTHCARE TR AMER INC	CL A	42225P105	0	32,412	SH		DFND	4,5,16	32,412	0	0
HEALTHSOUTH CORP	COM NEW	421924309	0	2,900	SH		DFND	4.6	2,900	0	0
HEALTHSOUTH CORP	COM NEW	421924309	0	18,000	SH		DFND	4.6	18,000	0	0
HEALTHSOUTH CORP	COM NEW	421924309	0	36,300	SH		DFND	4.6	36,300	0	0
HEARTLAND PMT SYS INC	COM	42235N108	0	17,700	SH		DFND	1	17,700	0	0
HEARTWARE INTL INC	COM	422368100	0	207	SH		DFND	4,5,7,8	207	0	0
HELMERICH & PAYNE INC	COM	423452101	0	5,668	SH		DFND	4.5	5,668	0	0
HELMERICH & PAYNE INC	COM	423452101	0	6,113	SH		DFND	4.5	6,113	0	0
HELMERICH & PAYNE INC	COM	423452101	0	700	SH		DFND	4,5,14,15	700	0	0
HELMERICH & PAYNE INC	COM	423452101	0	3,302	SH		DFND	4,5,14,15	3,302	0	0
HELMERICH & PAYNE INC	COM	423452101	0	67,749	SH		DFND	4.11	67,749	0	0
HENRY JACK & ASSOC INC	COM	426281101	0	12,300	SH		DFND	1	12,300	0	0
HERBALIFE LTD	COM USD SHS	G4412G101	0	11,952	SH		DFND	4.5	11,952	0	0
HERBALIFE LTD	COM USD SHS	G4412G101	0	29,922	SH		DFND	4.5	29,922	0	0
HERBALIFE LTD	COM USD SHS	G4412G101	0	5,100	SH		DFND	4,5,7,8	5,100	0	0
HERBALIFE LTD	COM USD SHS	G4412G101	0	700	SH		DFND	4,5,14,15	700	0	0
HERBALIFE LTD	COM USD SHS	G4412G101	0	3,444	SH		DFND	4,5,14,15	3,444	0	0
HERBALIFE LTD	COM USD SHS	G4412G101	0	8,500	SH		DFND	4.6	8,500	0	0
HERCULES OFFSHORE INC	COM	427093109	0	17,356	SH		DFND	4,5,7,8	17,356	0	0
HERITAGE COMMERCE CORP	COM	426927109	0	9,978	SH		DFND	4,5,7,8	9,978	0	0
HERITAGE FINL GROUP INC	COM	42726X102	0	7,650	SH		DFND	4,5,7,8	7,650	0	0
HERSHA HOSPITALITY TR	SH BEN INT A	427825104	0	36,034	SH		DFND	4.5	36,034	0	0
HERSHA HOSPITALITY TR	SH BEN INT A	427825104	0	19,500	SH		DFND	4,5,14,15	19,500	0	0
HERSHA HOSPITALITY TR	SH BEN INT A	427825104	0	61,595	SH		DFND	4,5,16	61,595	0	0
HERSHEY CO	COM	427866108	0	64,476	SH		DFND	4.5	64,476	0	0
HERSHEY CO	COM	427866108	0	241,745	SH		DFND	4.5	241,745	0	0
HERSHEY CO	COM	427866108	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
HERSHEY CO	COM	427866108	0	4,173	SH		DFND	4,5,14,15	4,173	0	0
HERSHEY CO	COM	427866108	0	11,810	SH		DFND	4.13	11,810	0	0
HERSHEY CO	COM	427866108	0	750	SH		DFND	4.6	750	0	0
HERSHEY CO	COM	427866108	0	7,200	SH		DFND	4.6	7,200	0	0
HERSHEY CO	COM	427866108	0	13,900	SH		DFND	4.6	13,900	0	0
HERSHEY CO	COM	427866108	0	37,900	SH		DFND	4.6	37,900	0	0
HERSHEY CO	COM	427866108	0	11,810	SH		DFND	4.11	11,810	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	41,520	SH		DFND	4.5	41,520	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	132,494	SH		DFND	4.5	132,494	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	1,446	SH		DFND	4,5,7,8	1,446	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	8,900	SH		DFND	4,5,14,15	8,900	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	2,900	SH		DFND	4.6	2,900	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	16,100	SH		DFND	4.6	16,100	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	25,500	SH		DFND	4.6	25,500	0	0
HERTZ GLOBAL HOLDINGS INC	COM	42805T105	0	14,900	SH		DFND	4.12	14,900	0	0
HESS CORP	COM	42809H107	0	93,612	SH		DFND	4.5	93,612	0	0
HESS CORP	COM	42809H107	0	455,071	SH		DFND	4.5	455,071	0	0
HESS CORP	COM	42809H107	0	4,131	SH		DFND	4,5,7,8	4,131	0	0
HESS CORP	COM	42809H107	0	5,765	SH		DFND	4,5,7,8	5,765	0	0
HESS CORP	COM	42809H107	0	155,451	SH		DFND	4,5,7,8	155,451	0	0
HESS CORP	COM	42809H107	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
HESS CORP	COM	42809H107	0	5,162	SH		DFND	4,5,14,15	5,162	0	0
HESS CORP	COM	42809H107	0	850	SH		DFND	4.6	850	0	0
HESS CORP	COM	42809H107	0	8,400	SH		DFND	4.6	8,400	0	0
HESS CORP	COM	42809H107	0	10,000	SH		DFND	4.6	10,000	0	0
HESS CORP	COM	42809H107	0	10,500	SH		DFND	4.6	10,500	0	0
HESS CORP	COM	42809H107	0	12,600	SH		DFND	4.6	12,600	0	0
HESS CORP	COM	42809H107	0	20,918	SH		DFND	1.3	20,918	0	0
HESS CORP	COM	42809H107	0	1	SH		DFND	1	1	0	0
HESS CORP	COM	42809H107	0	17,792	SH		DFND	1.2	17,792	0	0
HEWLETT PACKARD CO	COM	428236103	0	159,554	SH		DFND	4.5	159,554	0	0
HEWLETT PACKARD CO	COM	428236103	0	280,468	SH		DFND	4.5	280,468	0	0
HEWLETT PACKARD CO	COM	428236103	0	795	SH		DFND	4,5,7,8	795	0	0
HEWLETT PACKARD CO	COM	428236103	0	1,185	SH		DFND	4,5,7,8	1,185	0	0
HEWLETT PACKARD CO	COM	428236103	0	12,000	SH		DFND	4,5,14,15	12,000	0	0
HEWLETT PACKARD CO	COM	428236103	0	45,852	SH		DFND	4,5,14,15	45,852	0	0
HEWLETT PACKARD CO	COM	428236103	0	2,850	SH		DFND	4.6	2,850	0	0
HEWLETT PACKARD CO	COM	428236103	0	5,700	SH		DFND	4.6	5,700	0	0
HEWLETT PACKARD CO	COM	428236103	0	15,275	SH		DFND	4.6	15,275	0	0
HEWLETT PACKARD CO	COM	428236103	0	17,500	SH		DFND	4.6	17,500	0	0
HEWLETT PACKARD CO	COM	428236103	0	20,500	SH		DFND	4.6	20,500	0	0
HEWLETT PACKARD CO	COM	428236103	0	33,000	SH		DFND	4.6	33,000	0	0
HEWLETT PACKARD CO	COM	428236103	0	35,000	SH		DFND	4.6	35,000	0	0
HEWLETT PACKARD CO	COM	428236103	0	86,500	SH		DFND	4.6	86,500	0	0
HEWLETT PACKARD CO	COM	428236103	0	322,898	SH		DFND	1.3	322,898	0	0
HEWLETT PACKARD CO	COM	428236103	0	105	SH		DFND	1	105	0	0
HEWLETT PACKARD CO	COM	428236103	0	15,500	SH		DFND	4.12	15,500	0	0
HEWLETT PACKARD CO	COM	428236103	0	25,000	SH		DFND	4.12	25,000	0	0
HIGHWOODS PPTYS INC	COM	431284108	0	15,756	SH		DFND	4.5	15,756	0	0
HIGHWOODS PPTYS INC	COM	431284108	0	11,700	SH		DFND	4,5,14,15	11,700	0	0
HILLSHIRE BRANDS CO	COM	432589109	0	36,269	SH		DFND	4.5	36,269	0	0
HILLSHIRE BRANDS CO	COM	432589109	0	170,902	SH		DFND	4,5,7,8	170,902	0	0
HOLLYFRONTIER CORP	COM	436106108	0	19,937	SH		DFND	4.5	19,937	0	0
HOLLYFRONTIER CORP	COM	436106108	0	57,072	SH		DFND	4.5	57,072	0	0
HOLLYFRONTIER CORP	COM	436106108	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
HOLLYFRONTIER CORP	COM	436106108	0	4,700	SH		DFND	4,5,14,15	4,700	0	0
HOLLYFRONTIER CORP	COM	436106108	0	61,900	SH		DFND	4.6	61,900	0	0
HOLLYFRONTIER CORP	COM	436106108	0	10,800	SH		DFND	1	10,800	0	0
HOLOGIC INC	COM	436440101	0	15,311	SH		DFND	4.5	15,311	0	0
HOLOGIC INC	COM	436440101	0	488,542	SH		DFND	4.5	488,542	0	0
HOLOGIC INC	COM	436440101	0	1,573	SH		DFND	4,5,7,8	1,573	0	0
HOLOGIC INC	COM	436440101	0	6,810	SH		DFND	4,5,7,8	6,810	0	0
HOLOGIC INC	COM	436440101	0	11,433	SH		DFND	4,5,14,15	11,433	0	0
HOLOGIC INC	COM	436440101	0	403,000	SH		DFND	4,5,14,15	403,000	0	0
HOLOGIC INC	COM	436440101	0	4,834	SH		DFND	4.11	4,834	0	0
HOLOGIC INC	COM	436440101	0	186,780	SH		DFND	4.11	186,780	0	0
HOME BANCORP INC	COM	43689E107	0	2,541	SH		DFND	4,5,7,8	2,541	0	0
HOME DEPOT INC	COM	437076102	0	154,294	SH		DFND	4.5	154,294	0	0
HOME DEPOT INC	COM	437076102	0	446,082	SH		DFND	4.5	446,082	0	0
HOME DEPOT INC	COM	437076102	0	35,591	SH		DFND	4,5,14,15	35,591	0	0
HOME DEPOT INC	COM	437076102	0	307,400	SH		DFND	4,5,14,15	307,400	0	0
HOME DEPOT INC	COM	437076102	0	28,970	SH		DFND	4.13	28,970	0	0
HOME DEPOT INC	COM	437076102	0	3,850	SH		DFND	4.6	3,850	0	0
HOME DEPOT INC	COM	437076102	0	5,000	SH		DFND	4.6	5,000	0	0
HOME DEPOT INC	COM	437076102	0	11,263	SH		DFND	4.6	11,263	0	0
HOME DEPOT INC	COM	437076102	0	11,500	SH		DFND	4.6	11,500	0	0
HOME DEPOT INC	COM	437076102	0	12,600	SH		DFND	4.6	12,600	0	0
HOME DEPOT INC	COM	437076102	0	21,500	SH		DFND	4.6	21,500	0	0
HOME DEPOT INC	COM	437076102	0	58,500	SH		DFND	4.6	58,500	0	0
HOME DEPOT INC	COM	437076102	0	92	SH		DFND	1	92	0	0
HOME DEPOT INC	COM	437076102	0	13,251	SH		DFND	4.11	13,251	0	0
HOME DEPOT INC	COM	437076102	0	28,970	SH		DFND	4.11	28,970	0	0
HOME DEPOT INC	COM	437076102	0	94,907	SH		DFND	4.11	94,907	0	0
HOME INNS & HOTELS MGMT INC	SPON ADR	43713W107	0	33,196	SH		DFND	4,5,7,8	33,196	0	0
HOME INNS & HOTELS MGMT INC	SPON ADR	43713W107	0	76,755	SH		DFND	4,5,7,8	76,755	0	0
HOME PROPERTIES INC	COM	437306103	0	135	SH		DFND	4.5	135	0	0
HOME PROPERTIES INC	COM	437306103	0	9,019	SH		DFND	4.5	9,019	0	0
HOME PROPERTIES INC	COM	437306103	0	6,336	SH		DFND	4,5,7,8	6,336	0	0
HOME PROPERTIES INC	COM	437306103	0	7,200	SH		DFND	4,5,14,15	7,200	0	0
HOMEAWAY INC	COM	43739Q100	0	5,363	SH		DFND	4,5,7,8	5,363	0	0
HONEYWELL INTL INC	COM	438516106	0	47,682	SH		DFND	4.5	47,682	0	0
HONEYWELL INTL INC	COM	438516106	0	57,835	SH		DFND	4.5	57,835	0	0
HONEYWELL INTL INC	COM	438516106	0	161,295	SH		DFND	4.5	161,295	0	0
HONEYWELL INTL INC	COM	438516106	0	15,100	SH		DFND	4,5,7,8	15,100	0	0
HONEYWELL INTL INC	COM	438516106	0	15,867	SH		DFND	4,5,14,15	15,867	0	0
HONEYWELL INTL INC	COM	438516106	0	423,700	SH		DFND	4,5,14,15	423,700	0	0
HONEYWELL INTL INC	COM	438516106	0	4,830	SH		DFND	4.13	4,830	0	0
HONEYWELL INTL INC	COM	438516106	0	5,500	SH		DFND	4.6	5,500	0	0
HONEYWELL INTL INC	COM	438516106	0	6,000	SH		DFND	4.6	6,000	0	0
HONEYWELL INTL INC	COM	438516106	0	11,000	SH		DFND	4.6	11,000	0	0
HONEYWELL INTL INC	COM	438516106	0	13,700	SH		DFND	4.6	13,700	0	0
HONEYWELL INTL INC	COM	438516106	0	7,220	SH		DFND	1.3	7,220	0	0
HONEYWELL INTL INC	COM	438516106	0	13,156	SH		DFND	4.12	13,156	0	0
HONEYWELL INTL INC	COM	438516106	0	73,370	SH		DFND	4.11	73,370	0	0
HORMEL FOODS CORP	COM	440452100	0	19,110	SH		DFND	4.5	19,110	0	0
HORMEL FOODS CORP	COM	440452100	0	37,991	SH		DFND	4.5	37,991	0	0
HORMEL FOODS CORP	COM	440452100	0	900	SH		DFND	4,5,14,15	900	0	0
HORMEL FOODS CORP	COM	440452100	0	1,478	SH		DFND	4,5,14,15	1,478	0	0
HORMEL FOODS CORP	COM	440452100	0	13,400	SH		DFND	1	13,400	0	0
HORMEL FOODS CORP	COM	440452100	0	13,946	SH		DFND	4.11	13,946	0	0
HOSPIRA INC	COM	441060100	0	215	SH		DFND	4.5	215	0	0
HOSPIRA INC	COM	441060100	0	11,834	SH		DFND	4.5	11,834	0	0
HOSPIRA INC	COM	441060100	0	90,080	SH		DFND	4.5	90,080	0	0
HOSPIRA INC	COM	441060100	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
HOSPIRA INC	COM	441060100	0	4,285	SH		DFND	4,5,14,15	4,285	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	0	42,795	SH		DFND	4.5	42,795	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	0	20,900	SH		DFND	4,5,14,15	20,900	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	55,552	SH		DFND	4.5	55,552	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	204,899	SH		DFND	4.5	204,899	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	9,734	SH		DFND	4,5,7,8	9,734	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	4,300	SH		DFND	4,5,14,15	4,300	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	110,326	SH		DFND	4,5,14,15	110,326	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	47,966	SH		DFND	4,5,16	47,966	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	63,900	SH		DFND	4,5,16	63,900	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	89,500	SH		DFND	4,5,16	89,500	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	109,820	SH		DFND	4,5,16	109,820	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	0	4,601	SH		DFND	4.11	4,601	0	0
HOWARD HUGHES CORP	COM	44267D107	0	3,001	SH		DFND	4,5,7,8	3,001	0	0
HOWARD HUGHES CORP	COM	44267D107	0	21,600	SH		DFND	4,5,7,8	21,600	0	0
HUB GROUP INC	CL A	443320106	0	15,910	SH		DFND	4.13	15,910	0	0
HUBBELL INC	CL B	443510201	0	5,900	SH		DFND	1	5,900	0	0
HUDSON CITY BANCORP	COM	443683107	0	94,297	SH		DFND	4.5	94,297	0	0
HUDSON CITY BANCORP	COM	443683107	0	207,360	SH		DFND	4.5	207,360	0	0
HUDSON CITY BANCORP	COM	443683107	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
HUDSON CITY BANCORP	COM	443683107	0	12,310	SH		DFND	4,5,14,15	12,310	0	0
HUDSON CITY BANCORP	COM	443683107	0	21,200	SH		DFND	1.3	21,200	0	0
HUDSON PAC PPTYS INC	COM	444097109	0	8,323	SH		DFND	4.5	8,323	0	0
HUDSON PAC PPTYS INC	COM	444097109	0	1,313	SH		DFND	4,5,7,8	1,313	0	0
HUDSON PAC PPTYS INC	COM	444097109	0	4,700	SH		DFND	4,5,14,15	4,700	0	0
HUDSON PAC PPTYS INC	COM	444097109	0	12,255	SH		DFND	4,5,16	12,255	0	0
HUDSON PAC PPTYS INC	COM	444097109	0	20,100	SH		DFND	4,5,16	20,100	0	0
HUMANA INC	COM	444859102	0	19,862	SH		DFND	4.5	19,862	0	0
HUMANA INC	COM	444859102	0	23,425	SH		DFND	4.5	23,425	0	0
HUMANA INC	COM	444859102	0	5,839	SH		DFND	4,5,14,15	5,839	0	0
HUMANA INC	COM	444859102	0	143,900	SH		DFND	4,5,14,15	143,900	0	0
HUMANA INC	COM	444859102	0	4,900	SH		DFND	4.12	4,900	0	0
HUNT J B TRANS SVCS INC	COM	445658107	0	7,363	SH		DFND	4.5	7,363	0	0
HUNT J B TRANS SVCS INC	COM	445658107	0	8,846	SH		DFND	4.5	8,846	0	0
HUNT J B TRANS SVCS INC	COM	445658107	0	600	SH		DFND	4,5,14,15	600	0	0
HUNT J B TRANS SVCS INC	COM	445658107	0	2,876	SH		DFND	4,5,14,15	2,876	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	0	12,344	SH		DFND	4.5	12,344	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	0	28,386	SH		DFND	4.5	28,386	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	0	7,000	SH		DFND	4.6	7,000	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	0	55,000	SH		DFND	4.6	55,000	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	0	90,900	SH		DFND	4.6	90,900	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	0	268,900	SH		DFND	4.6	268,900	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	0	13	SH		DFND	1	13	0	0
HUNTSMAN CORP	COM	447011107	0	7,200	SH		DFND	4.12	7,200	0	0
HYATT HOTELS CORP	COM CL A	448579102	0	14,273	SH		DFND	4,5,16	14,273	0	0
IAC INTERACTIVECORP	COM PAR $.001	44919P508	0	5,800	SH		DFND	4.5	5,800	0	0
IAC INTERACTIVECORP	COM PAR $.001	44919P508	0	9,789	SH		DFND	4.5	9,789	0	0
IAMGOLD CORP	COM	450913108	0	8,555	SH		DFND	4.5	8,555	0	0
ICAHN ENTERPRISES LP/CORP	SR SEC CV VAR 13	451102AB3	0	260,000	PRN		DFND	4,5,14,15	0	0	260,000
ICICI BK LTD	ADR	45104G104	0	69,800	SH		DFND	4.5	69,800	0	0
ICICI BK LTD	ADR	45104G104	0	413,540	SH		DFND	4.5	413,540	0	0
ICICI BK LTD	ADR	45104G104	0	143,991	SH		DFND	1.3	143,991	0	0
ICICI BK LTD	ADR	45104G104	0	95,188	SH		DFND	1.2	95,188	0	0
ICONIX BRAND GROUP INC	SR SB CONV NT 16	451055AE7	0	1,992,000	PRN		DFND	4,5,7,8	0	0	1,992,000
IDACORP INC	COM	451107106	0	185,000	SH		DFND	4.11	185,000	0	0
IDEX CORP	COM	45167R104	0	27,043	SH		DFND	4.5	27,043	0	0
IDEXX LABS INC	COM	45168D104	0	351	SH		DFND	4,5,7,8	351	0	0
IHS INC	CL A	451734107	0	375	SH		DFND	4.5	375	0	0
IHS INC	CL A	451734107	0	12,412	SH		DFND	4.5	12,412	0	0
IHS INC	CL A	451734107	0	53,495	SH		DFND	4.5	53,495	0	0
IHS INC	CL A	451734107	0	300	SH		DFND	4,5,14,15	300	0	0
IHS INC	CL A	451734107	0	536	SH		DFND	4,5,14,15	536	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	26,991	SH		DFND	4.5	26,991	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	232,648	SH		DFND	4.5	232,648	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	10,564	SH		DFND	4,5,14,15	10,564	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	7,200	SH		DFND	4.6	7,200	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	9,800	SH		DFND	4.6	9,800	0	0
ILLINOIS TOOL WKS INC	COM	452308109	0	10,986	SH		DFND	4.11	10,986	0	0
ILLUMINA INC	COM	452327109	0	3,705	SH		DFND	4.5	3,705	0	0
ILLUMINA INC	COM	452327109	0	9,000	SH		DFND	4.5	9,000	0	0
ILLUMINA INC	COM	452327109	0	17,915	SH		DFND	4.5	17,915	0	0
ILLUMINA INC	COM	452327109	0	592	SH		DFND	4,5,7,8	592	0	0
ILLUMINA INC	COM	452327109	0	700	SH		DFND	4,5,14,15	700	0	0
ILLUMINA INC	COM	452327109	0	3,450	SH		DFND	4,5,14,15	3,450	0	0
ILLUMINA INC	COM	452327109	0	8,390	SH		DFND	4.13	8,390	0	0
IMAX CORP	COM	45245E109	0	39,454	SH		DFND	4,5,7,8	39,454	0	0
IMAX CORP	COM	45245E109	0	109,928	SH		DFND	4,5,7,8	109,928	0	0
IMPERIAL OIL LTD	COM NEW	453038408	0	19,865	SH		DFND	4.5	19,865	0	0
IMPERIAL OIL LTD	COM NEW	453038408	0	43,905	SH		DFND	4.5	43,905	0	0
IMPERIAL OIL LTD	COM NEW	453038408	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
IMPERIAL OIL LTD	COM NEW	453038408	0	6,248	SH		DFND	4,5,14,15	6,248	0	0
IMPERIAL OIL LTD	COM NEW	453038408	0	14,400	SH		DFND	4.6	14,400	0	0
INDEPENDENT BK GROUP INC	COM	45384B106	0	2,883	SH		DFND	4,5,7,8	2,883	0	0
INFINERA CORPORATION	COM	45667G103	0	7,733	SH		DFND	4,5,7,8	7,733	0	0
INFORMATICA CORP	COM	45666Q102	0	123,200	SH		DFND	4.5	123,200	0	0
INFORMATICA CORP	COM	45666Q102	0	175,500	SH		DFND	4.5	175,500	0	0
INFORMATICA CORP	COM	45666Q102	0	795	SH		DFND	4,5,7,8	795	0	0
INFORMATICA CORP	COM	45666Q102	0	2,521	SH		DFND	4,5,7,8	2,521	0	0
INFOSYS LTD	SPONSORED ADR	456788108	0	31,800	SH		DFND	4.5	31,800	0	0
INFOSYS LTD	SPONSORED ADR	456788108	0	80,060	SH		DFND	4.5	80,060	0	0
INFOSYS LTD	SPONSORED ADR	456788108	0	33,000	SH		DFND	4.6	33,000	0	0
INFOSYS LTD	SPONSORED ADR	456788108	0	93,252	SH		DFND	1.3	93,252	0	0
INFOSYS LTD	SPONSORED ADR	456788108	0	62,424	SH		DFND	1.2	62,424	0	0
ING U S INC	COM	45685E106	0	21,107	SH		DFND	4,5,7,8	21,107	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	21,498	SH		DFND	4.5	21,498	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	262,671	SH		DFND	4.5	262,671	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	4,421	SH		DFND	4,5,14,15	4,421	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	16,910	SH		DFND	4.13	16,910	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	56,300	SH		DFND	1.3	56,300	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	55,100	SH		DFND	1.2	55,100	0	0
INGERSOLL-RAND PLC	SHS	G47791101	0	16,910	SH		DFND	4.11	16,910	0	0
INGREDION INC	COM	457187102	0	94,700	SH		DFND	4.5	94,700	0	0
INGREDION INC	COM	457187102	0	23,100	SH		DFND	4,5,14,15	23,100	0	0
INGREDION INC	COM	457187102	0	68,130	SH		DFND	1.3	68,130	0	0
INGREDION INC	COM	457187102	0	7,800	SH		DFND	1	7,800	0	0
INGREDION INC	COM	457187102	0	66,322	SH		DFND	1.2	66,322	0	0
INLAND REAL ESTATE CORP	COM NEW	457461200	0	15,848	SH		DFND	4.5	15,848	0	0
INLAND REAL ESTATE CORP	COM NEW	457461200	0	16,400	SH		DFND	4,5,14,15	16,400	0	0
INTEGRYS ENERGY GROUP INC	COM	45822P105	0	7,100	SH		DFND	4.5	7,100	0	0
INTEGRYS ENERGY GROUP INC	COM	45822P105	0	55,389	SH		DFND	4.5	55,389	0	0
INTEGRYS ENERGY GROUP INC	COM	45822P105	0	31,942	SH		DFND	4,5,14,15	31,942	0	0
INTEGRYS ENERGY GROUP INC	COM	45822P105	0	1,800	SH		DFND	4.12	1,800	0	0
INTEL CORP	JR SUB DB CV 35	458140AD2	0	9,664,000	PRN		DFND	4.5	0	0	9,664,000
INTEL CORP	COM	458140100	0	1,700	SH		DFND	4.5	1,700	0	0
INTEL CORP	COM	458140100	0	587,875	SH		DFND	4.5	587,875	0	0
INTEL CORP	COM	458140100	0	1,469,112	SH		DFND	4.5	1,469,112	0	0
INTEL CORP	JR SUB DB CV 35	458140AD2	0	446,000	PRN		DFND	4,5,7,8	0	0	446,000
INTEL CORP	JR SB CONV DB 39	458140AF7	0	161,000	PRN		DFND	4,5,7,8	0	0	161,000
INTEL CORP	COM	458140100	0	120,824	SH		DFND	4,5,14,15	120,824	0	0
INTEL CORP	COM	458140100	0	258,146	SH		DFND	4,5,14,15	258,146	0	0
INTEL CORP	COM	458140100	0	8,900	SH		DFND	4.6	8,900	0	0
INTEL CORP	COM	458140100	0	15,000	SH		DFND	4.6	15,000	0	0
INTEL CORP	COM	458140100	0	15,000	SH		DFND	4.6	15,000	0	0
INTEL CORP	COM	458140100	0	28,900	SH		DFND	4.6	28,900	0	0
INTEL CORP	COM	458140100	0	44,300	SH		DFND	4.6	44,300	0	0
INTEL CORP	COM	458140100	0	52,000	SH		DFND	4.6	52,000	0	0
INTEL CORP	COM	458140100	0	68,700	SH		DFND	4.6	68,700	0	0
INTEL CORP	COM	458140100	0	179,800	SH		DFND	4.6	179,800	0	0
INTEL CORP	COM	458140100	0	350,015	SH		DFND	1.2	350,015	0	0
INTEL CORP	COM	458140100	0	1,500	SH		DFND	blank	1,500	0	0
INTEL CORP	COM	458140100	0	15,700	SH		DFND	4.12	15,700	0	0
INTEL CORP	COM	458140100	0	171,800	SH		DFND	4.11	171,800	0	0
INTEL CORP	COM	458140100	0	2,727,455	SH		DFND	4.11	2,727,455	0	0
INTERCONTINENTAL HTLS GRP PLC	SPON ADR NEW 12	45857P400	0	7,751	SH		DFND	4,5,7,8	7,751	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	4,669	SH		DFND	4.5	4,669	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	5,492	SH		DFND	4.5	5,492	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	400	SH		DFND	4,5,14,15	400	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	1,695	SH		DFND	4,5,14,15	1,695	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	3,200	SH		DFND	4.13	3,200	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	68	SH		DFND	1	68	0	0
INTERCONTINENTALEXCHANGE INC	COM	45865V100	0	68,508	SH		DFND	1	68,508	0	0
INTERDIGITAL INC	COM	45867G101	0	169,191	SH		DFND	4,5,7,8	169,191	0	0
INTERMEC INC	COM	458786100	0	100,000	SH		DFND	1	100,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	167,837	SH		DFND	4.5	167,837	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	429,432	SH		DFND	4.5	429,432	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	27,277	SH		DFND	4,5,14,15	27,277	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	205,420	SH		DFND	4,5,14,15	205,420	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	4,130	SH		DFND	4.13	4,130	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	14,360	SH		DFND	4.13	14,360	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	1,835	SH		DFND	4.6	1,835	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	5,650	SH		DFND	4.6	5,650	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	6,000	SH		DFND	4.6	6,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	6,300	SH		DFND	4.6	6,300	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	6,350	SH		DFND	4.6	6,350	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	7,400	SH		DFND	4.6	7,400	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	12,250	SH		DFND	4.6	12,250	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	13,938	SH		DFND	4.6	13,938	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	35,200	SH		DFND	4.6	35,200	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	90,184	SH		DFND	1.3	90,184	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	49	SH		DFND	1	49	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	541	SH		DFND	1.2	541	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	43,255	SH		DFND	1.2	43,255	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	81	SH		DFND	blank	81	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	2,000	SH		DFND	blank	2,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	1,850	SH		DFND	4.12	1,850	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	1,175	SH		DFND	4.11	1,175	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	6,203	SH		DFND	4.11	6,203	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	17,710	SH		DFND	4.11	17,710	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	0	74	SH		DFND	blank	74	0	0
INTERNATIONAL FLAVORS&FRAGRANC	COM	459506101	0	215	SH		DFND	4.5	215	0	0
INTERNATIONAL FLAVORS&FRAGRANC	COM	459506101	0	8,353	SH		DFND	4.5	8,353	0	0
INTERNATIONAL FLAVORS&FRAGRANC	COM	459506101	0	9,199	SH		DFND	4.5	9,199	0	0
INTERNATIONAL FLAVORS&FRAGRANC	COM	459506101	0	500	SH		DFND	4,5,14,15	500	0	0
INTERNATIONAL FLAVORS&FRAGRANC	COM	459506101	0	2,509	SH		DFND	4,5,14,15	2,509	0	0
INTERNATIONAL FLAVORS&FRAGRANC	COM	459506101	0	6,200	SH		DFND	4.6	6,200	0	0
INTERNATIONAL GAME TECHNOLOGY	COM	459902102	0	17,189	SH		DFND	4.5	17,189	0	0
INTERNATIONAL GAME TECHNOLOGY	COM	459902102	0	27,108	SH		DFND	4.5	27,108	0	0
INTERNATIONAL GAME TECHNOLOGY	COM	459902102	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
INTERNATIONAL GAME TECHNOLOGY	COM	459902102	0	10,315	SH		DFND	4,5,14,15	10,315	0	0
INTERNATIONAL GAME TECHNOLOGY	COM	459902102	0	4,829	SH		DFND	4.11	4,829	0	0
INTERNATIONAL RECTIFIER CORP	COM	460254105	0	345	SH		DFND	4.5	345	0	0
INTERNATIONAL SPEEDWAY CORP	CL A	460335201	0	410	SH		DFND	4.5	410	0	0
INTEROIL CORP	COM	460951106	0	8,725	SH		DFND	4,5,7,8	8,725	0	0
INTEROIL CORP	COM	460951106	0	93,567	SH		DFND	4,5,7,8	93,567	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	0	28,781	SH		DFND	4.5	28,781	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	0	36,543	SH		DFND	4.5	36,543	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	0	18,643	SH		DFND	4,5,14,15	18,643	0	0
INTL PAPER CO	COM	460146103	0	110,851	SH		DFND	4.5	110,851	0	0
INTL PAPER CO	COM	460146103	0	297,340	SH		DFND	4.5	297,340	0	0
INTL PAPER CO	COM	460146103	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
INTL PAPER CO	COM	460146103	0	11,976	SH		DFND	4,5,14,15	11,976	0	0
INTL PAPER CO	COM	460146103	0	12,990	SH		DFND	4.13	12,990	0	0
INTL PAPER CO	COM	460146103	0	2,050	SH		DFND	4.11	2,050	0	0
INTREPID POTASH INC	COM	46121Y102	0	100	SH		DFND	4.5	100	0	0
INTREPID POTASH INC	COM	46121Y102	0	50,600	SH		DFND	4.5	50,600	0	0
INTREPID POTASH INC	COM	46121Y102	0	20,500	SH		DFND	4,5,14,15	20,500	0	0
INTUIT	COM	461202103	0	18,911	SH		DFND	4.5	18,911	0	0
INTUIT	COM	461202103	0	295,679	SH		DFND	4.5	295,679	0	0
INTUIT	COM	461202103	0	951	SH		DFND	4,5,7,8	951	0	0
INTUIT	COM	461202103	0	10,366	SH		DFND	4,5,14,15	10,366	0	0
INTUIT	COM	461202103	0	291,300	SH		DFND	4,5,14,15	291,300	0	0
INTUIT	COM	461202103	0	25,350	SH		DFND	4.13	25,350	0	0
INTUIT	COM	461202103	0	9,300	SH		DFND	1	9,300	0	0
INTUIT	COM	461202103	0	18,550	SH		DFND	4.11	18,550	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	2,421	SH		DFND	4.5	2,421	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	6,310	SH		DFND	4.5	6,310	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	6,765	SH		DFND	4.5	6,765	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	200	SH		DFND	4,5,14,15	200	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	834	SH		DFND	4,5,14,15	834	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	272	SH		DFND	4.12	272	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	0	272	SH		DFND	4.12	272	0	0
INVESCO LTD	SHS	G491BT108	0	30,509	SH		DFND	4.5	30,509	0	0
INVESCO LTD	SHS	G491BT108	0	35,457	SH		DFND	4.5	35,457	0	0
INVESCO LTD	SHS	G491BT108	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
INVESCO LTD	SHS	G491BT108	0	11,030	SH		DFND	4,5,14,15	11,030	0	0
INVESTORS REAL ESTATE TR	SH BEN INT	461730103	0	14,792	SH		DFND	4.5	14,792	0	0
INVESTORS REAL ESTATE TR	SH BEN INT	461730103	0	11,200	SH		DFND	4,5,14,15	11,200	0	0
IPG PHOTONICS CORP	COM	44980X109	0	3,201	SH		DFND	4.5	3,201	0	0
IRELAND BK	SPNSRD ADR NEW	46267Q202	0	24,100	SH		DFND	4,5,7,8	24,100	0	0
IROBOT CORP	COM	462726100	0	1,500	SH		DFND	4.5	1,500	0	0
IRON MTN INC	COM	462846106	0	10,606	SH		DFND	4.5	10,606	0	0
IRON MTN INC	COM	462846106	0	21,512	SH		DFND	4.5	21,512	0	0
IRON MTN INC	COM	462846106	0	1,048	SH		DFND	4,5,7,8	1,048	0	0
IRON MTN INC	COM	462846106	0	898	SH		DFND	4,5,14,15	898	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	0	18,400	SH		DFND	4.5	18,400	0	0
ISHARES	CANADA ETF	464286509	0	58,297	SH		DFND	4.5	58,297	0	0
ISHARES	MSCI SINGAPORE	464286673	0	21,110	SH		DFND	4.5	21,110	0	0
ISHARES	MSCI TAIWAN ETF	464286731	0	57,693	SH		DFND	4.5	57,693	0	0
ISHARES	MSCI SOUTH KOREA	464286772	0	14,197	SH		DFND	4.5	14,197	0	0
ISHARES	CORE S&P500 ETF	464287200	0	40,027	SH		DFND	4.5	40,027	0	0
ISHARES	EM ETF	464287234	0	165,889	SH		DFND	4.5	165,889	0	0
ISHARES	FTSE CHINA ETF	464288190	0	2,000	SH		DFND	4.5	2,000	0	0
ISHARES	MSCI RUSSIA CAP	46429B705	0	884,000	SH		DFND	4.5	884,000	0	0
ISHARES	0-5 YR TIPS BD	46429B747	0	160,650	SH		DFND	4.5	160,650	0	0
ISHARES	BRAZIL CAPPED	464286400	0	8,800	SH		DFND	4,5,7,8	8,800	0	0
ISHARES	IBOXX HI YD CP	464288513	0	17,278	SH		DFND	4,5,7,8	17,278	0	0
ISHARES	BRAZIL CAPPED	464286400	0	1,500	SH		DFND	1	1,500	0	0
ISHARES	CANADA ETF	464286509	0	1,000	SH		DFND	1	1,000	0	0
ISHARES	EMU ETF	464286608	0	6,000	SH		DFND	1	6,000	0	0
ISHARES	MSCI SWEDEN ETF	464286756	0	1,500	SH		DFND	1	1,500	0	0
ISHARES	MSCI JAPAN ETF	464286848	0	10,570	SH		DFND	1	10,570	0	0
ISHARES	CHINA LARGE-CAP	464287184	0	2,450	SH		DFND	1	2,450	0	0
ISHARES	EM ETF	464287234	0	1,000	SH		DFND	1	1,000	0	0
ISHARES	IBOXX INV CP BD	464287242	0	4,300	SH		DFND	1	4,300	0	0
ISHARES	MSCI EAFE ETF	464287465	0	2,000	SH		DFND	1	2,000	0	0
ISHARES	MRNING MID-CAP	464288406	0	100	SH		DFND	1	100	0	0
ISHARES	FLOATING RATE BD	46429B655	0	100	SH		DFND	1	100	0	0
ISHARES SILVER TRUST	ISHARES	46428Q109	0	12,500	SH		DFND	4.5	12,500	0	0
ISIS PHARMACEUTICALS INC	COM	464330109	0	2,078	SH		DFND	4,5,7,8	2,078	0	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	0	388,569	SH		DFND	4.5	388,569	0	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	0	2,461,816	SH		DFND	4.5	2,461,816	0	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	0	1,221,807	SH		DFND	1.3	1,221,807	0	0
ITAU UNIBANCO HLDG SA	SPON ADR REP PFD	465562106	0	591	SH		DFND	1	591	0	0
ITRON INC	COM	465741106	0	14,600	SH		DFND	4.5	14,600	0	0
ITT CORP NEW	COM NEW	450911201	0	75	SH		DFND	1	75	0	0
IXIA	COM	45071R109	0	1,283	SH		DFND	4,5,7,8	1,283	0	0
JABIL CIRCUIT INC	COM	466313103	0	900	SH		DFND	4.5	900	0	0
JABIL CIRCUIT INC	COM	466313103	0	7,679	SH		DFND	4.5	7,679	0	0
JACK IN THE BOX INC	COM	466367109	0	4,500	SH		DFND	4.12	4,500	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	0	340	SH		DFND	4.5	340	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	0	8,395	SH		DFND	4.5	8,395	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	0	9,814	SH		DFND	4.5	9,814	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	0	800	SH		DFND	4,5,14,15	800	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	0	3,204	SH		DFND	4,5,14,15	3,204	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	0	10,230	SH		DFND	4.13	10,230	0	0
JARDEN CORP	COM	471109108	0	260	SH		DFND	4.5	260	0	0
JARDEN CORP	COM	471109108	0	4,000	SH		DFND	4,5,14,15	4,000	0	0
JAZZ PHARMACEUTICALS PLC	SHS USD	G50871105	0	7,817	SH		DFND	4,5,7,8	7,817	0	0
JDS UNIPHASE CORP	COM PAR $0.001	46612J507	0	4,008	SH		DFND	4.5	4,008	0	0
JDS UNIPHASE CORP	COM PAR $0.001	46612J507	0	530	SH		DFND	4,5,7,8	530	0	0
JDS UNIPHASE CORP	COM PAR $0.001	46612J507	0	1,485	SH		DFND	4,5,7,8	1,485	0	0
JIVE SOFTWARE INC	COM	47760A108	0	1,485	SH		DFND	4,5,7,8	1,485	0	0
JIVE SOFTWARE INC	COM	47760A108	0	26,861	SH		DFND	4,5,7,8	26,861	0	0
JOHN BEAN TECHNOLOGIES CORP	COM	477839104	0	8,400	SH		DFND	4,5,14,15	8,400	0	0
JOHNSON & JOHNSON	COM	478160104	0	363,271	SH		DFND	4.5	363,271	0	0
JOHNSON & JOHNSON	COM	478160104	0	1,058,417	SH		DFND	4.5	1,058,417	0	0
JOHNSON & JOHNSON	COM	478160104	0	68,668	SH		DFND	4,5,14,15	68,668	0	0
JOHNSON & JOHNSON	COM	478160104	0	483,333	SH		DFND	4,5,14,15	483,333	0	0
JOHNSON & JOHNSON	COM	478160104	0	3,600	SH		DFND	4.6	3,600	0	0
JOHNSON & JOHNSON	COM	478160104	0	9,000	SH		DFND	4.6	9,000	0	0
JOHNSON & JOHNSON	COM	478160104	0	23,000	SH		DFND	4.6	23,000	0	0
JOHNSON & JOHNSON	COM	478160104	0	32,945	SH		DFND	4.6	32,945	0	0
JOHNSON & JOHNSON	COM	478160104	0	82,900	SH		DFND	4.6	82,900	0	0
JOHNSON & JOHNSON	COM	478160104	0	203,822	SH		DFND	1.3	203,822	0	0
JOHNSON & JOHNSON	COM	478160104	0	1,568	SH		DFND	1	1,568	0	0
JOHNSON & JOHNSON	COM	478160104	0	1,900	SH		DFND	1	1,900	0	0
JOHNSON & JOHNSON	COM	478160104	0	106,081	SH		DFND	1.2	106,081	0	0
JOHNSON & JOHNSON	COM	478160104	0	7,200	SH		DFND	4.12	7,200	0	0
JOHNSON & JOHNSON	COM	478160104	0	17,900	SH		DFND	4.12	17,900	0	0
JOHNSON & JOHNSON	COM	478160104	0	800	SH		DFND	4.11	800	0	0
JOHNSON & JOHNSON	COM	478160104	0	1,377	SH		DFND	4.11	1,377	0	0
JOHNSON & JOHNSON	COM	478160104	0	47,500	SH		DFND	4.11	47,500	0	0
JOHNSON & JOHNSON	COM	478160104	0	101,340	SH		DFND	4.11	101,340	0	0
JOHNSON CTLS INC	COM	478366107	0	65,492	SH		DFND	4.5	65,492	0	0
JOHNSON CTLS INC	COM	478366107	0	101,360	SH		DFND	4.5	101,360	0	0
JOHNSON CTLS INC	COM	478366107	0	4,100	SH		DFND	4,5,14,15	4,100	0	0
JOHNSON CTLS INC	COM	478366107	0	15,944	SH		DFND	4,5,14,15	15,944	0	0
JOHNSON CTLS INC	COM	478366107	0	1,450	SH		DFND	4.6	1,450	0	0
JOHNSON CTLS INC	COM	478366107	0	8,500	SH		DFND	4.6	8,500	0	0
JOHNSON CTLS INC	COM	478366107	0	19,800	SH		DFND	4.6	19,800	0	0
JOHNSON CTLS INC	COM	478366107	0	21,900	SH		DFND	4.12	21,900	0	0
JOHNSON CTLS INC	COM	478366107	0	27,080	SH		DFND	4.12	27,080	0	0
JONES LANG LASALLE INC	COM	48020Q107	0	90	SH		DFND	4.5	90	0	0
JOY GLOBAL INC	COM	481165108	0	100	SH		DFND	4.5	100	0	0
JOY GLOBAL INC	COM	481165108	0	7,486	SH		DFND	4.5	7,486	0	0
JOY GLOBAL INC	COM	481165108	0	10,408	SH		DFND	4.5	10,408	0	0
JOY GLOBAL INC	COM	481165108	0	540	SH		DFND	4,5,7,8	540	0	0
JOY GLOBAL INC	COM	481165108	0	5,749	SH		DFND	4,5,7,8	5,749	0	0
JOY GLOBAL INC	COM	481165108	0	700	SH		DFND	4,5,14,15	700	0	0
JOY GLOBAL INC	COM	481165108	0	3,400	SH		DFND	4,5,14,15	3,400	0	0
JOY GLOBAL INC	COM	481165108	0	800	SH		DFND	4.6	800	0	0
JOY GLOBAL INC	COM	481165108	0	4,000	SH		DFND	4.6	4,000	0	0
JOY GLOBAL INC	COM	481165108	0	6,500	SH		DFND	4.6	6,500	0	0
JOY GLOBAL INC	COM	481165108	0	12,089	SH		DFND	4.6	12,089	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	900	SH		DFND	4.5	900	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	310,738	SH		DFND	4.5	310,738	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	347,164	SH		DFND	4.5	347,164	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	661,745	SH		DFND	4.5	661,745	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	7,200	SH		DFND	4,5,7,8	7,200	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	15,228	SH		DFND	4,5,7,8	15,228	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	104,220	SH		DFND	4,5,14,15	104,220	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	1,934,380	SH		DFND	4,5,14,15	1,934,380	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	4,800	SH		DFND	4.6	4,800	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	8,950	SH		DFND	4.6	8,950	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	20,700	SH		DFND	4.6	20,700	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	21,400	SH		DFND	4.6	21,400	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	21,500	SH		DFND	4.6	21,500	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	22,000	SH		DFND	4.6	22,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	23,500	SH		DFND	4.6	23,500	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	37,000	SH		DFND	4.6	37,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	51,600	SH		DFND	4.6	51,600	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	124,600	SH		DFND	4.6	124,600	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	306,698	SH		DFND	1.3	306,698	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	2,546	SH		DFND	1	2,546	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	184,670	SH		DFND	1.2	184,670	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	18,875	SH		DFND	4.12	18,875	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	23,900	SH		DFND	4.12	23,900	0	0
JPMORGAN CHASE & CO	WT EXP 102818	46634E114	0	744,468	SH	Call	DFND	4.11	0	0	744,468
JPMORGAN CHASE & CO	COM	46625H100	0	26,127	SH		DFND	4.11	26,127	0	0
JPMORGAN CHASE & CO	COM	46625H100	0	147,269	SH		DFND	4.11	147,269	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	55,494	SH		DFND	4.5	55,494	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	978,220	SH		DFND	4.5	978,220	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	1,344	SH		DFND	4,5,7,8	1,344	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	1,707	SH		DFND	4,5,7,8	1,707	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	400	SH		DFND	4,5,14,15	400	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	17,724	SH		DFND	4,5,14,15	17,724	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	15,700	SH		DFND	4.12	15,700	0	0
JUNIPER NETWORKS INC	COM	48203R104	0	41,300	SH		DFND	4.12	41,300	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	0	80,683	SH		DFND	4.5	80,683	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	0	347,654	SH		DFND	4.5	347,654	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	0	300	SH		DFND	4,5,14,15	300	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	0	5,310	SH		DFND	4.13	5,310	0	0
KB HOME	COM	48666K109	0	585	SH		DFND	4.5	585	0	0
KB HOME	COM	48666K109	0	467	SH		DFND	4,5,7,8	467	0	0
KBR INC	COM	48242W106	0	8,654	SH		DFND	4.5	8,654	0	0
KBR INC	COM	48242W106	0	8,833	SH		DFND	4.5	8,833	0	0
KBR INC	COM	48242W106	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
KBR INC	COM	48242W106	0	4,241	SH		DFND	4,5,14,15	4,241	0	0
KCAP FINL INC	COM	48668E101	0	4,515	SH		DFND	4,5,7,8	4,515	0	0
KEARNY FINL CORP	COM	487169104	0	3,863	SH		DFND	4,5,7,8	3,863	0	0
KELLOGG CO	COM	487836108	0	15,384	SH		DFND	4.5	15,384	0	0
KELLOGG CO	COM	487836108	0	36,233	SH		DFND	4.5	36,233	0	0
KELLOGG CO	COM	487836108	0	7,875	SH		DFND	4,5,14,15	7,875	0	0
KELLOGG CO	COM	487836108	0	153,200	SH		DFND	4,5,14,15	153,200	0	0
KELLOGG CO	COM	487836108	0	1,000	SH		DFND	4.6	1,000	0	0
KELLOGG CO	COM	487836108	0	10,500	SH		DFND	4.6	10,500	0	0
KELLOGG CO	COM	487836108	0	11,100	SH		DFND	4.6	11,100	0	0
KELLOGG CO	COM	487836108	0	1	SH		DFND	1	1	0	0
KELLOGG CO	COM	487836108	0	8,400	SH		DFND	1	8,400	0	0
KENNAMETAL INC	COM	489170100	0	470	SH		DFND	4.5	470	0	0
KEYCORP NEW	COM	493267108	0	87,449	SH		DFND	4.5	87,449	0	0
KEYCORP NEW	COM	493267108	0	101,127	SH		DFND	4.5	101,127	0	0
KEYCORP NEW	COM	493267108	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
KEYCORP NEW	COM	493267108	0	9,983	SH		DFND	4,5,14,15	9,983	0	0
KEYCORP NEW	COM	493267108	0	25,000	SH		DFND	4.6	25,000	0	0
KEYCORP NEW	COM	493267108	0	36,927	SH		DFND	4.6	36,927	0	0
KEYCORP NEW	COM	493267108	0	50,000	SH		DFND	4.6	50,000	0	0
KEYCORP NEW	COM	493267108	0	102,200	SH		DFND	4.6	102,200	0	0
KEYCORP NEW	COM	493267108	0	533	SH		DFND	1	533	0	0
KEYCORP NEW	COM	493267108	0	33,800	SH		DFND	4.12	33,800	0	0
KILROY RLTY CORP	COM	49427F108	0	170	SH		DFND	4.5	170	0	0
KILROY RLTY CORP	COM	49427F108	0	14,866	SH		DFND	4.5	14,866	0	0
KILROY RLTY CORP	COM	49427F108	0	9,200	SH		DFND	4,5,14,15	9,200	0	0
KILROY RLTY CORP	COM	49427F108	0	15,900	SH		DFND	4,5,16	15,900	0	0
KILROY RLTY CORP	COM	49427F108	0	19,500	SH		DFND	4,5,16	19,500	0	0
KIMBERLY CLARK CORP	COM	494368103	0	1,060	SH		DFND	4.5	1,060	0	0
KIMBERLY CLARK CORP	COM	494368103	0	84,766	SH		DFND	4.5	84,766	0	0
KIMBERLY CLARK CORP	COM	494368103	0	106,884	SH		DFND	4.5	106,884	0	0
KIMBERLY CLARK CORP	COM	494368103	0	3,800	SH		DFND	4,5,14,15	3,800	0	0
KIMBERLY CLARK CORP	COM	494368103	0	16,411	SH		DFND	4,5,14,15	16,411	0	0
KIMBERLY CLARK CORP	COM	494368103	0	700	SH		DFND	4.6	700	0	0
KIMBERLY CLARK CORP	COM	494368103	0	4,000	SH		DFND	4.6	4,000	0	0
KIMBERLY CLARK CORP	COM	494368103	0	4,200	SH		DFND	4.6	4,200	0	0
KIMBERLY CLARK CORP	COM	494368103	0	12,110	SH		DFND	1.3	12,110	0	0
KIMBERLY CLARK CORP	COM	494368103	0	6,501	SH		DFND	1.2	6,501	0	0
KIMBERLY CLARK CORP	COM	494368103	0	5,544	SH		DFND	4.11	5,544	0	0
KIMCO RLTY CORP	COM	49446R109	0	24,093	SH		DFND	4.5	24,093	0	0
KIMCO RLTY CORP	COM	49446R109	0	132,514	SH		DFND	4.5	132,514	0	0
KIMCO RLTY CORP	COM	49446R109	0	400	SH		DFND	4,5,14,15	400	0	0
KIMCO RLTY CORP	COM	49446R109	0	57,599	SH		DFND	4,5,14,15	57,599	0	0
KIMCO RLTY CORP	COM	49446R109	0	2,300	SH		DFND	4.6	2,300	0	0
KIMCO RLTY CORP	COM	49446R109	0	12,500	SH		DFND	4.6	12,500	0	0
KIMCO RLTY CORP	COM	49446R109	0	20,000	SH		DFND	4.6	20,000	0	0
KINDER MORGAN INC DEL	WT EXP 052517	49456B119	0	3,054	SH	Call	DFND	4.5	0	0	3,054
KINDER MORGAN INC DEL	COM	49456B101	0	43,085	SH		DFND	4.5	43,085	0	0
KINDER MORGAN INC DEL	COM	49456B101	0	57,424	SH		DFND	4.5	57,424	0	0
KINDER MORGAN INC DEL	WT EXP 052517	49456B119	0	8,942	SH	Call	DFND	4,5,7,8	0	0	8,942
KINDER MORGAN INC DEL	WT EXP 052517	49456B119	0	176,703	SH	Call	DFND	4,5,7,8	0	0	176,703
KINDER MORGAN INC DEL	WT EXP 052517	49456B119	0	206,541	SH	Call	DFND	4,5,7,8	0	0	206,541
KINDER MORGAN INC DEL	COM	49456B101	0	39,988	SH		DFND	4,5,7,8	39,988	0	0
KINDER MORGAN INC DEL	COM	49456B101	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
KINDER MORGAN INC DEL	COM	49456B101	0	11,476	SH		DFND	4,5,14,15	11,476	0	0
KINDER MORGAN MANAGEMENT LLC	SHS	49455U100	0	5,547	SH		DFND	4.5	5,547	0	0
KINDER MORGAN MANAGEMENT LLC	SHS	49455U100	0	6,262	SH		DFND	4.5	6,262	0	0
KINDER MORGAN MANAGEMENT LLC	SHS	49455U100	0	636	SH		DFND	4,5,14,15	636	0	0
KINDER MORGAN MANAGEMENT LLC	SHS	49455U100	0	2,487	SH		DFND	4,5,14,15	2,487	0	0
KINDER MORGAN MANAGEMENT LLC	SHS	49455U100	0	50	SH		DFND	4.6	50	0	0
KINDRED HEALTHCARE INC	COM	494580103	0	6,000	SH		DFND	4.6	6,000	0	0
KINDRED HEALTHCARE INC	COM	494580103	0	40,000	SH		DFND	4.6	40,000	0	0
KINDRED HEALTHCARE INC	COM	494580103	0	77,200	SH		DFND	4.6	77,200	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	0	82,993	SH		DFND	4.5	82,993	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	0	1,390,491	SH		DFND	4.5	1,390,491	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	0	36,552	SH		DFND	4,5,14,15	36,552	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	0	297,600	SH		DFND	4.6	297,600	0	0
KINROSS GOLD CORP	COM NO PAR	496902404	0	3,518,938	SH		DFND	4.11	3,518,938	0	0
KIRBY CORP	COM	497266106	0	27,400	SH		DFND	1.3	27,400	0	0
KIRBY CORP	COM	497266106	0	27,400	SH		DFND	1.2	27,400	0	0
KITE RLTY GROUP TR	COM	49803T102	0	23,110	SH		DFND	4.5	23,110	0	0
KITE RLTY GROUP TR	COM	49803T102	0	9,900	SH		DFND	4,5,14,15	9,900	0	0
KKR FINL HLDGS LLC	COM	48248A306	0	600	SH		DFND	4.5	600	0	0
KKR FINL HLDGS LLC	COM	48248A306	0	68	SH		DFND	1	68	0	0
KLA-TENCOR CORP	COM	482480100	0	11,886	SH		DFND	4.5	11,886	0	0
KLA-TENCOR CORP	COM	482480100	0	96,632	SH		DFND	4.5	96,632	0	0
KLA-TENCOR CORP	COM	482480100	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
KLA-TENCOR CORP	COM	482480100	0	5,424	SH		DFND	4,5,14,15	5,424	0	0
KLA-TENCOR CORP	COM	482480100	0	9,947	SH		DFND	4.11	9,947	0	0
KNIGHT CAP GROUP INC	CL A COM	499005106	0	905	SH		DFND	4.5	905	0	0
KODIAK OIL & GAS CORP	COM	50015Q100	0	24,536	SH		DFND	4,5,7,8	24,536	0	0
KODIAK OIL & GAS CORP	COM	50015Q100	0	542,808	SH		DFND	4,5,7,8	542,808	0	0
KOHLS CORP	COM	500255104	0	16,544	SH		DFND	4.5	16,544	0	0
KOHLS CORP	COM	500255104	0	26,004	SH		DFND	4.5	26,004	0	0
KOHLS CORP	COM	500255104	0	3,406	SH		DFND	4,5,14,15	3,406	0	0
KOHLS CORP	COM	500255104	0	451,480	SH		DFND	4,5,14,15	451,480	0	0
KONINKLIJKE PHILIPS N V	NY REG SH NEW	500472303	0	534,690	SH		DFND	4.5	534,690	0	0
KONINKLIJKE PHILIPS N V	NY REG SH NEW	500472303	0	182,394	SH		DFND	4.11	182,394	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	54,908	SH		DFND	4.5	54,908	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	82,169	SH		DFND	4.5	82,169	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	3,399	SH		DFND	4,5,14,15	3,399	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	14,385	SH		DFND	4,5,14,15	14,385	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	22,280	SH		DFND	4.13	22,280	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	2,200	SH		DFND	4.6	2,200	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	15,500	SH		DFND	4.6	15,500	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	26,067	SH		DFND	4.6	26,067	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	34,268	SH		DFND	1.3	34,268	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	1,190	SH		DFND	1	1,190	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	991	SH		DFND	blank	991	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	7,601	SH		DFND	4.11	7,601	0	0
KRAFT FOODS GROUP INC	COM	50076Q106	0	11,750	SH		DFND	4.11	11,750	0	0
KROGER CO	COM	501044101	0	38,217	SH		DFND	4.5	38,217	0	0
KROGER CO	COM	501044101	0	73,935	SH		DFND	4.5	73,935	0	0
KROGER CO	COM	501044101	0	10,418	SH		DFND	4,5,14,15	10,418	0	0
KROGER CO	COM	501044101	0	167,220	SH		DFND	4,5,14,15	167,220	0	0
KROGER CO	COM	501044101	0	3,700	SH		DFND	4.6	3,700	0	0
KROGER CO	COM	501044101	0	19,900	SH		DFND	4.6	19,900	0	0
KROGER CO	COM	501044101	0	40,300	SH		DFND	4.6	40,300	0	0
KROGER CO	COM	501044101	0	60,078	SH		DFND	4.6	60,078	0	0
L BRANDS INC	COM	501797104	0	15,673	SH		DFND	4.5	15,673	0	0
L BRANDS INC	COM	501797104	0	19,497	SH		DFND	4.5	19,497	0	0
L BRANDS INC	COM	501797104	0	9,144	SH		DFND	4,5,14,15	9,144	0	0
L BRANDS INC	COM	501797104	0	492,000	SH		DFND	4,5,14,15	492,000	0	0
L BRANDS INC	COM	501797104	0	1,699	SH		DFND	4.11	1,699	0	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	0	6,184	SH		DFND	4.5	6,184	0	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	0	6,477	SH		DFND	4.5	6,477	0	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	0	600	SH		DFND	4,5,14,15	600	0	0
L-3 COMMUNICATIONS HLDGS INC	COM	502424104	0	2,356	SH		DFND	4,5,14,15	2,356	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	0	46,624	SH		DFND	4.5	46,624	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	0	58,111	SH		DFND	4.5	58,111	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	0	600	SH		DFND	4,5,14,15	600	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	0	3,193	SH		DFND	4,5,14,15	3,193	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	0	5,800	SH		DFND	1.3	5,800	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	0	1,173	SH		DFND	4.11	1,173	0	0
LAKELAND BANCORP INC	COM	511637100	0	7,160	SH		DFND	4,5,7,8	7,160	0	0
LAM RESEARCH CORP	SR NT CONV0.5%16	512807AJ7	0	4,200,000	PRN		DFND	4.5	0	0	4,200,000
LAM RESEARCH CORP	COM	512807108	0	19,176	SH		DFND	4.5	19,176	0	0
LAM RESEARCH CORP	COM	512807108	0	145,238	SH		DFND	4.5	145,238	0	0
LAM RESEARCH CORP	COM	512807108	0	4,869	SH		DFND	4,5,14,15	4,869	0	0
LAM RESEARCH CORP	COM	512807108	0	20,887	SH		DFND	4,5,14,15	20,887	0	0
LAM RESEARCH CORP	COM	512807108	0	2,012	SH		DFND	4.11	2,012	0	0
LAM RESEARCH CORP	COM	512807108	0	49,700	SH		DFND	4.11	49,700	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	35,766	SH		DFND	4.5	35,766	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	67,621	SH		DFND	4.5	67,621	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	7,025	SH		DFND	4,5,14,15	7,025	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	7,400	SH		DFND	4.6	7,400	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	6,900	SH		DFND	4.12	6,900	0	0
LAS VEGAS SANDS CORP	COM	517834107	0	6,419	SH		DFND	4.11	6,419	0	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	0	15,936	SH		DFND	4.5	15,936	0	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	0	11,000	SH		DFND	4,5,14,15	11,000	0	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	0	18,500	SH		DFND	4,5,16	18,500	0	0
LATAM AIRLS GROUP S A	SPONSORED ADR	51817R106	0	136,660	SH		DFND	4.5	136,660	0	0
LATAM AIRLS GROUP S A	SPONSORED ADR	51817R106	0	174,873	SH		DFND	4.5	174,873	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	0	1,918	SH		DFND	4,5,7,8	1,918	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	18,596	SH		DFND	4.5	18,596	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	190,619	SH		DFND	4.5	190,619	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	12,576	SH		DFND	4,5,14,15	12,576	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	199,700	SH		DFND	4,5,14,15	199,700	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	10,770	SH		DFND	4.13	10,770	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	4,000	SH		DFND	blank	4,000	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	2,043	SH		DFND	4.12	2,043	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	2,043	SH		DFND	4.12	2,043	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	17,300	SH		DFND	4.12	17,300	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	1,489	SH		DFND	4.11	1,489	0	0
LAUDER ESTEE COS INC	CL A	518439104	0	10,770	SH		DFND	4.11	10,770	0	0
LAYNE CHRISTENSEN CO	COM	521050104	0	14,000	SH		DFND	4.5	14,000	0	0
LAZARD LTD	SHS A	G54050102	0	16,800	SH		DFND	1	16,800	0	0
LEGG MASON INC	COM	524901105	0	4,221	SH		DFND	4.5	4,221	0	0
LEGG MASON INC	COM	524901105	0	11,441	SH		DFND	4.5	11,441	0	0
LEGG MASON INC	COM	524901105	0	800	SH		DFND	4,5,14,15	800	0	0
LEGG MASON INC	COM	524901105	0	4,877	SH		DFND	4,5,14,15	4,877	0	0
LEGGETT & PLATT INC	COM	524660107	0	8,436	SH		DFND	4.5	8,436	0	0
LEGGETT & PLATT INC	COM	524660107	0	14,158	SH		DFND	4.5	14,158	0	0
LEGGETT & PLATT INC	COM	524660107	0	900	SH		DFND	4,5,14,15	900	0	0
LEGGETT & PLATT INC	COM	524660107	0	5,211	SH		DFND	4,5,14,15	5,211	0	0
LENDER PROCESSING SVCS INC	COM	52602E102	0	23,278	SH		DFND	4,5,7,8	23,278	0	0
LENNAR CORP	CL A	526057104	0	13,243	SH		DFND	4.5	13,243	0	0
LENNAR CORP	CL A	526057104	0	23,217	SH		DFND	4.5	23,217	0	0
LENNAR CORP	CL A	526057104	0	276,446	SH		DFND	4.5	276,446	0	0
LENNAR CORP	CL A	526057104	0	1,900	SH		DFND	4.6	1,900	0	0
LENNAR CORP	CL A	526057104	0	10,000	SH		DFND	4.6	10,000	0	0
LENNAR CORP	CL A	526057104	0	10,200	SH		DFND	4.6	10,200	0	0
LENNAR CORP	CL A	526057104	0	15,000	SH		DFND	4.6	15,000	0	0
LENNAR CORP	CL A	526057104	0	16,500	SH		DFND	4.6	16,500	0	0
LENNAR CORP	CL A	526057104	0	116,422	SH		DFND	4.11	116,422	0	0
LEUCADIA NATL CORP	COM	527288104	0	14,963	SH		DFND	4.5	14,963	0	0
LEUCADIA NATL CORP	COM	527288104	0	19,791	SH		DFND	4.5	19,791	0	0
LEUCADIA NATL CORP	COM	527288104	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
LEUCADIA NATL CORP	COM	527288104	0	5,734	SH		DFND	4,5,14,15	5,734	0	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	0	15,254	SH		DFND	4.5	15,254	0	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	0	16,957	SH		DFND	4.5	16,957	0	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	0	900	SH		DFND	4,5,14,15	900	0	0
LEVEL 3 COMMUNICATIONS INC	COM NEW	52729N308	0	4	SH		DFND	1.3	4	0	0
LEXINGTON REALTY TRUST	COM	529043101	0	41,858	SH		DFND	4.5	41,858	0	0
LEXINGTON REALTY TRUST	COM	529043101	0	10,259	SH		DFND	4,5,7,8	10,259	0	0
LEXINGTON REALTY TRUST	COM	529043101	0	28,275	SH		DFND	4,5,14,15	28,275	0	0
LEXMARK INTL NEW	CL A	529771107	0	10,200	SH		DFND	4.12	10,200	0	0
LG DISPLAY CO LTD	SPONS ADR REP	50186V102	0	178,934	SH		DFND	4.5	178,934	0	0
LG DISPLAY CO LTD	SPONS ADR REP	50186V102	0	239,390	SH		DFND	4.5	239,390	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	17,953	SH		DFND	4.5	17,953	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	48,503	SH		DFND	4.5	48,503	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	0	14,839	SH		DFND	4.5	14,839	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	0	37,484	SH		DFND	4.5	37,484	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	8,924	SH		DFND	4,5,7,8	8,924	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	15,321	SH		DFND	4,5,7,8	15,321	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	24,881	SH		DFND	4,5,7,8	24,881	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	24,890	SH		DFND	4,5,7,8	24,890	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	0	10,200	SH		DFND	4,5,7,8	10,200	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	0	22,352	SH		DFND	4,5,7,8	22,352	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	5,953	SH		DFND	4,5,14,15	5,953	0	0
LIBERTY GLOBAL PLC	SHS CL A	G5480U104	0	68,851	SH		DFND	4,5,14,15	68,851	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	0	4,429	SH		DFND	4,5,14,15	4,429	0	0
LIBERTY GLOBAL PLC	SHS CL C	G5480U120	0	51,262	SH		DFND	4,5,14,15	51,262	0	0
LIBERTY INTERACTIVE CORP	INT COM SER A	53071M104	0	29,315	SH		DFND	4.5	29,315	0	0
LIBERTY INTERACTIVE CORP	INT COM SER A	53071M104	0	61,828	SH		DFND	4.5	61,828	0	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	0	2,564	SH		DFND	4.5	2,564	0	0
LIBERTY INTERACTIVE CORP	INT COM SER A	53071M104	0	71,583	SH		DFND	4,5,7,8	71,583	0	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	0	18,011	SH		DFND	4,5,7,8	18,011	0	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	0	97,181	SH		DFND	4,5,7,8	97,181	0	0
LIBERTY INTERACTIVE CORP	LBT VENT COM A	53071M880	0	105,174	SH		DFND	4,5,7,8	105,174	0	0
LIBERTY INTERACTIVE CORP	INT COM SER A	53071M104	0	24,354	SH		DFND	4,5,14,15	24,354	0	0
LIBERTY INTERACTIVE CORP	INT COM SER A	53071M104	0	864,200	SH		DFND	4,5,14,15	864,200	0	0
LIBERTY MEDIA CORP	SR DB PIK EXCH31	530715AN1	0	719,000	PRN		DFND	4,5,7,8	0	0	719,000
LIBERTY MEDIA CORP	SR DB PIK EXCH31	530715AN1	0	9,861,000	PRN		DFND	4,5,7,8	0	0	9,861,000
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	0	4,907	SH		DFND	4.5	4,907	0	0
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	0	7,859	SH		DFND	4.5	7,859	0	0
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	0	10,459	SH		DFND	4,5,7,8	10,459	0	0
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	0	700	SH		DFND	4,5,14,15	700	0	0
LIBERTY MEDIA CORP DELAWARE	CL A	531229102	0	2,446	SH		DFND	4,5,14,15	2,446	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	0	315	SH		DFND	4.5	315	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	0	7,210	SH		DFND	4.5	7,210	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	0	47,493	SH		DFND	4.5	47,493	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	0	1,317	SH		DFND	4,5,7,8	1,317	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	0	20,086	SH		DFND	4,5,14,15	20,086	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	0	16,700	SH		DFND	4,5,16	16,700	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	5,635	SH		DFND	4.5	5,635	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	16,854	SH		DFND	4.5	16,854	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	42,222	SH		DFND	4.5	42,222	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	120,317	SH		DFND	4,5,7,8	120,317	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	2,295	SH		DFND	4,5,14,15	2,295	0	0
LIFE TECHNOLOGIES CORP	COM	53217V109	0	1,380	SH		DFND	4.11	1,380	0	0
LIFEPOINT HOSPITALS INC	COM	53219L109	0	11,086	SH		DFND	4,5,7,8	11,086	0	0
LIFEPOINT HOSPITALS INC	COM	53219L109	0	6,000	SH		DFND	4.12	6,000	0	0
LILLY ELI & CO	COM	532457108	0	84,374	SH		DFND	4.5	84,374	0	0
LILLY ELI & CO	COM	532457108	0	115,270	SH		DFND	4.5	115,270	0	0
LILLY ELI & CO	COM	532457108	0	612	SH		DFND	4,5,7,8	612	0	0
LILLY ELI & CO	COM	532457108	0	25,058	SH		DFND	4,5,14,15	25,058	0	0
LILLY ELI & CO	COM	532457108	0	66,824	SH		DFND	4,5,14,15	66,824	0	0
LILLY ELI & CO	COM	532457108	0	1,050	SH		DFND	4.6	1,050	0	0
LILLY ELI & CO	COM	532457108	0	7,533	SH		DFND	4.6	7,533	0	0
LILLY ELI & CO	COM	532457108	0	10,000	SH		DFND	4.6	10,000	0	0
LILLY ELI & CO	COM	532457108	0	12,100	SH		DFND	4.6	12,100	0	0
LILLY ELI & CO	COM	532457108	0	17,400	SH		DFND	4.6	17,400	0	0
LILLY ELI & CO	COM	532457108	0	58,000	SH		DFND	4.6	58,000	0	0
LILLY ELI & CO	COM	532457108	0	26,740	SH		DFND	1.3	26,740	0	0
LILLY ELI & CO	COM	532457108	0	1,203	SH		DFND	1	1,203	0	0
LILLY ELI & CO	COM	532457108	0	10,300	SH		DFND	4.12	10,300	0	0
LILLY ELI & CO	COM	532457108	0	2,066	SH		DFND	4.11	2,066	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	0	5,194	SH		DFND	4,5,7,8	5,194	0	0
LINCOLN NATL CORP IND	COM	534187109	0	21,422	SH		DFND	4.5	21,422	0	0
LINCOLN NATL CORP IND	COM	534187109	0	21,639	SH		DFND	4.5	21,639	0	0
LINCOLN NATL CORP IND	COM	534187109	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
LINCOLN NATL CORP IND	COM	534187109	0	2,800	SH		DFND	4,5,14,15	2,800	0	0
LINCOLN NATL CORP IND	COM	534187109	0	900	SH		DFND	4.6	900	0	0
LINCOLN NATL CORP IND	COM	534187109	0	129,479	SH		DFND	1.3	129,479	0	0
LINCOLN NATL CORP IND	COM	534187109	0	98,123	SH		DFND	1.2	98,123	0	0
LINCOLN NATL CORP IND	COM	534187109	0	10,700	SH		DFND	4.12	10,700	0	0
LINDSAY CORP	COM	535555106	0	100	SH		DFND	4.5	100	0	0
LINDSAY CORP	COM	535555106	0	22,300	SH		DFND	4.5	22,300	0	0
LINDSAY CORP	COM	535555106	0	4,000	SH		DFND	4,5,14,15	4,000	0	0
LINEAR TECHNOLOGY CORP	COM	535678106	0	14,926	SH		DFND	4.5	14,926	0	0
LINEAR TECHNOLOGY CORP	COM	535678106	0	16,567	SH		DFND	4.5	16,567	0	0
LINEAR TECHNOLOGY CORP	COM	535678106	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
LINEAR TECHNOLOGY CORP	COM	535678106	0	6,411	SH		DFND	4,5,14,15	6,411	0	0
LINEAR TECHNOLOGY CORP	COM	535678106	0	963,384	SH		DFND	4.11	963,384	0	0
LINKEDIN CORP	COM CL A	53578A108	0	5,306	SH		DFND	4.5	5,306	0	0
LINKEDIN CORP	COM CL A	53578A108	0	5,600	SH		DFND	4.5	5,600	0	0
LINKEDIN CORP	COM CL A	53578A108	0	25,590	SH		DFND	4.5	25,590	0	0
LINKEDIN CORP	COM CL A	53578A108	0	300	SH		DFND	4,5,14,15	300	0	0
LINKEDIN CORP	COM CL A	53578A108	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
LINKEDIN CORP	COM CL A	53578A108	0	3,860	SH		DFND	4.13	3,860	0	0
LINKEDIN CORP	COM CL A	53578A108	0	2,900	SH		DFND	1	2,900	0	0
LINKEDIN CORP	COM CL A	53578A108	0	751	SH		DFND	4.12	751	0	0
LINKEDIN CORP	COM CL A	53578A108	0	751	SH		DFND	4.12	751	0	0
LIQUIDITY SERVICES INC	COM	53635B107	0	5,700	SH		DFND	4.5	5,700	0	0
LITHIA MTRS INC	CL A	536797103	0	6,000	SH		DFND	4.6	6,000	0	0
LKQ CORP	COM	501889208	0	16,600	SH		DFND	4.5	16,600	0	0
LKQ CORP	COM	501889208	0	30,998	SH		DFND	4.5	30,998	0	0
LKQ CORP	COM	501889208	0	3,100	SH		DFND	4,5,14,15	3,100	0	0
LKQ CORP	COM	501889208	0	11,200	SH		DFND	4,5,14,15	11,200	0	0
LNB BANCORP INC	COM	502100100	0	1,296	SH		DFND	4,5,7,8	1,296	0	0
LOCKHEED MARTIN CORP	COM	539830109	0	17,599	SH		DFND	4.5	17,599	0	0
LOCKHEED MARTIN CORP	COM	539830109	0	19,323	SH		DFND	4.5	19,323	0	0
LOCKHEED MARTIN CORP	COM	539830109	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
LOCKHEED MARTIN CORP	COM	539830109	0	6,567	SH		DFND	4,5,14,15	6,567	0	0
LOEWS CORP	COM	540424108	0	21,485	SH		DFND	4.5	21,485	0	0
LOEWS CORP	COM	540424108	0	23,047	SH		DFND	4.5	23,047	0	0
LOEWS CORP	COM	540424108	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
LOEWS CORP	COM	540424108	0	4,114	SH		DFND	4,5,14,15	4,114	0	0
LOEWS CORP	COM	540424108	0	18,800	SH		DFND	4.6	18,800	0	0
LOGITECH INTL S A	SHS	H50430232	0	2,570,310	SH		DFND	1.3	2,570,310	0	0
LORILLARD INC	COM	544147101	0	35,445	SH		DFND	4.5	35,445	0	0
LORILLARD INC	COM	544147101	0	38,639	SH		DFND	4.5	38,639	0	0
LORILLARD INC	COM	544147101	0	12,413	SH		DFND	4,5,14,15	12,413	0	0
LORILLARD INC	COM	544147101	0	299,400	SH		DFND	4,5,14,15	299,400	0	0
LORILLARD INC	COM	544147101	0	2,503	SH		DFND	4.11	2,503	0	0
LORILLARD INC	COM	544147101	0	905,083	SH		DFND	4.11	905,083	0	0
LOWES COS INC	COM	548661107	0	76,618	SH		DFND	4.5	76,618	0	0
LOWES COS INC	COM	548661107	0	143,475	SH		DFND	4.5	143,475	0	0
LOWES COS INC	COM	548661107	0	5,100	SH		DFND	4,5,14,15	5,100	0	0
LOWES COS INC	COM	548661107	0	38,337	SH		DFND	4,5,14,15	38,337	0	0
LOWES COS INC	COM	548661107	0	2,200	SH		DFND	4.6	2,200	0	0
LOWES COS INC	COM	548661107	0	5,000	SH		DFND	4.6	5,000	0	0
LOWES COS INC	COM	548661107	0	11,000	SH		DFND	4.6	11,000	0	0
LOWES COS INC	COM	548661107	0	17,700	SH		DFND	4.6	17,700	0	0
LSI CORPORATION	COM	502161102	0	52,918	SH		DFND	4.5	52,918	0	0
LSI CORPORATION	COM	502161102	0	84,839	SH		DFND	4.5	84,839	0	0
LSI CORPORATION	COM	502161102	0	2,693	SH		DFND	4,5,7,8	2,693	0	0
LSI CORPORATION	COM	502161102	0	30,743	SH		DFND	4,5,14,15	30,743	0	0
LSI CORPORATION	COM	502161102	0	385,100	SH		DFND	4,5,14,15	385,100	0	0
LSI CORPORATION	COM	502161102	0	12,100	SH		DFND	4.12	12,100	0	0
LTC PPTYS INC	COM	502175102	0	5,496	SH		DFND	4.5	5,496	0	0
LTC PPTYS INC	COM	502175102	0	5,100	SH		DFND	4,5,14,15	5,100	0	0
LUFKIN INDS INC	COM	549764108	0	659	SH		DFND	4.5	659	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	10,648	SH		DFND	4.5	10,648	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	39,960	SH		DFND	4.5	39,960	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	691	SH		DFND	4,5,7,8	691	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	4,159	SH		DFND	4,5,7,8	4,159	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	600	SH		DFND	4,5,14,15	600	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	2,862	SH		DFND	4,5,14,15	2,862	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	4,195	SH		DFND	4.12	4,195	0	0
LULULEMON ATHLETICA INC	COM	550021109	0	4,195	SH		DFND	4.12	4,195	0	0
LUMBER LIQUIDATORS HLDGS INC	COM	55003T107	0	6,600	SH		DFND	1	6,600	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	54,264	SH		DFND	4.5	54,264	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	147,933	SH		DFND	4.5	147,933	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	1,060	SH		DFND	4,5,7,8	1,060	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	6,843	SH		DFND	4,5,7,8	6,843	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	1,928	SH		DFND	4,5,14,15	1,928	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	11,584	SH		DFND	4,5,14,15	11,584	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	9,800	SH		DFND	4.6	9,800	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	11,000	SH		DFND	4.6	11,000	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	14,800	SH		DFND	4.6	14,800	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	46,477	SH		DFND	1.3	46,477	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	45,411	SH		DFND	1.2	45,411	0	0
LYONDELLBASELL INDUSTRIES N V	SHS - A -	N53745100	0	4,196	SH		DFND	4.11	4,196	0	0
M & T BK CORP	COM	55261F104	0	66,847	SH		DFND	4.5	66,847	0	0
M & T BK CORP	COM	55261F104	0	296,326	SH		DFND	4.5	296,326	0	0
M & T BK CORP	COM	55261F104	0	24,580	SH		DFND	4,5,7,8	24,580	0	0
M & T BK CORP	COM	55261F104	0	700	SH		DFND	4,5,14,15	700	0	0
M & T BK CORP	COM	55261F104	0	3,221	SH		DFND	4,5,14,15	3,221	0	0
M D C HLDGS INC	COM	552676108	0	61,200	SH		DFND	4.5	61,200	0	0
M D C HLDGS INC	COM	552676108	0	720,600	SH		DFND	4.5	720,600	0	0
M D C HLDGS INC	COM	552676108	0	2,200	SH		DFND	4.12	2,200	0	0
MACERICH CO	COM	554382101	0	15,549	SH		DFND	4.5	15,549	0	0
MACERICH CO	COM	554382101	0	39,337	SH		DFND	4.5	39,337	0	0
MACERICH CO	COM	554382101	0	800	SH		DFND	4,5,14,15	800	0	0
MACERICH CO	COM	554382101	0	21,605	SH		DFND	4,5,14,15	21,605	0	0
MACERICH CO	COM	554382101	0	11,000	SH		DFND	4,5,16	11,000	0	0
MACERICH CO	COM	554382101	0	16,100	SH		DFND	4,5,16	16,100	0	0
MACERICH CO	COM	554382101	0	30,934	SH		DFND	4,5,16	30,934	0	0
MACK CALI RLTY CORP	COM	554489104	0	16,356	SH		DFND	4.5	16,356	0	0
MACK CALI RLTY CORP	COM	554489104	0	12,700	SH		DFND	4,5,14,15	12,700	0	0
MACYS INC	COM	55616P104	0	47,094	SH		DFND	4.5	47,094	0	0
MACYS INC	COM	55616P104	0	89,187	SH		DFND	4.5	89,187	0	0
MACYS INC	COM	55616P104	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
MACYS INC	COM	55616P104	0	6,061	SH		DFND	4,5,14,15	6,061	0	0
MACYS INC	COM	55616P104	0	22,220	SH		DFND	4.13	22,220	0	0
MACYS INC	COM	55616P104	0	1,650	SH		DFND	4.6	1,650	0	0
MACYS INC	COM	55616P104	0	14,450	SH		DFND	4.6	14,450	0	0
MACYS INC	COM	55616P104	0	15,000	SH		DFND	4.6	15,000	0	0
MACYS INC	COM	55616P104	0	53,000	SH		DFND	4.6	53,000	0	0
MACYS INC	COM	55616P104	0	151,804	SH		DFND	1.3	151,804	0	0
MACYS INC	COM	55616P104	0	147,473	SH		DFND	1.2	147,473	0	0
MACYS INC	COM	55616P104	0	1,800	SH		DFND	4.12	1,800	0	0
MACYS INC	COM	55616P104	0	1,888	SH		DFND	4.11	1,888	0	0
MACYS INC	COM	55616P104	0	22,220	SH		DFND	4.11	22,220	0	0
MADDEN STEVEN LTD	COM	556269108	0	7,500	SH		DFND	4.6	7,500	0	0
MADISON SQUARE GARDEN CO	CL A	55826P100	0	21,410	SH		DFND	4,5,7,8	21,410	0	0
MAGELLAN HEALTH SVCS INC	COM NEW	559079207	0	2,900	SH		DFND	4.12	2,900	0	0
MAGNA INTL INC	COM	559222401	0	19,555	SH		DFND	4.5	19,555	0	0
MAGNA INTL INC	COM	559222401	0	44,048	SH		DFND	4.5	44,048	0	0
MAGNA INTL INC	COM	559222401	0	9,914	SH		DFND	4,5,14,15	9,914	0	0
MAGNA INTL INC	COM	559222401	0	200,100	SH		DFND	4,5,14,15	200,100	0	0
MAGNA INTL INC	COM	559222401	0	9,300	SH		DFND	1	9,300	0	0
MANCHESTER UTD PLC NEW	ORD CL A	G5784H106	0	23,400	SH		DFND	4,5,7,8	23,400	0	0
MANPOWERGROUP INC	COM	56418H100	0	8,228	SH		DFND	4.5	8,228	0	0
MANPOWERGROUP INC	COM	56418H100	0	8,967	SH		DFND	4.5	8,967	0	0
MANPOWERGROUP INC	COM	56418H100	0	800	SH		DFND	4,5,14,15	800	0	0
MANPOWERGROUP INC	COM	56418H100	0	2,279	SH		DFND	4,5,14,15	2,279	0	0
MANPOWERGROUP INC	COM	56418H100	0	1,400	SH		DFND	4.12	1,400	0	0
MANULIFE FINL CORP	COM	56501R106	0	202,964	SH		DFND	4.5	202,964	0	0
MANULIFE FINL CORP	COM	56501R106	0	402,959	SH		DFND	4.5	402,959	0	0
MANULIFE FINL CORP	COM	56501R106	0	9,800	SH		DFND	4,5,14,15	9,800	0	0
MANULIFE FINL CORP	COM	56501R106	0	38,961	SH		DFND	4,5,14,15	38,961	0	0
MANULIFE FINL CORP	COM	56501R106	0	782	SH		DFND	1	782	0	0
MANULIFE FINL CORP	COM	56501R106	0	5,511	SH		DFND	4.11	5,511	0	0
MARATHON OIL CORP	COM	565849106	0	185,320	SH		DFND	4.5	185,320	0	0
MARATHON OIL CORP	COM	565849106	0	707,497	SH		DFND	4.5	707,497	0	0
MARATHON OIL CORP	COM	565849106	0	16,032	SH		DFND	4,5,14,15	16,032	0	0
MARATHON OIL CORP	COM	565849106	0	61,940	SH		DFND	4,5,14,15	61,940	0	0
MARATHON OIL CORP	COM	565849106	0	15,000	SH		DFND	4.6	15,000	0	0
MARATHON OIL CORP	COM	565849106	0	20,000	SH		DFND	4.6	20,000	0	0
MARATHON OIL CORP	COM	565849106	0	21,500	SH		DFND	4.6	21,500	0	0
MARATHON OIL CORP	COM	565849106	0	25,450	SH		DFND	4.12	25,450	0	0
MARATHON PETE CORP	COM	56585A102	0	37,069	SH		DFND	4.5	37,069	0	0
MARATHON PETE CORP	COM	56585A102	0	249,966	SH		DFND	4.5	249,966	0	0
MARATHON PETE CORP	COM	56585A102	0	4,505	SH		DFND	4,5,7,8	4,505	0	0
MARATHON PETE CORP	COM	56585A102	0	6,715	SH		DFND	4,5,7,8	6,715	0	0
MARATHON PETE CORP	COM	56585A102	0	10,066	SH		DFND	4,5,14,15	10,066	0	0
MARATHON PETE CORP	COM	56585A102	0	30,570	SH		DFND	4,5,14,15	30,570	0	0
MARATHON PETE CORP	COM	56585A102	0	1,100	SH		DFND	4.6	1,100	0	0
MARATHON PETE CORP	COM	56585A102	0	8,300	SH		DFND	4.6	8,300	0	0
MARATHON PETE CORP	COM	56585A102	0	12,961	SH		DFND	4.6	12,961	0	0
MARATHON PETE CORP	COM	56585A102	0	30,001	SH		DFND	4.6	30,001	0	0
MARATHON PETE CORP	COM	56585A102	0	5,500	SH		DFND	4.12	5,500	0	0
MARIN SOFTWARE INC	COM	56804T106	0	1,028	SH		DFND	4,5,7,8	1,028	0	0
MARIN SOFTWARE INC	COM	56804T106	0	24,400	SH		DFND	4,5,7,8	24,400	0	0
MARKEL CORP	COM	570535104	0	564	SH		DFND	4.5	564	0	0
MARKET VECTORS ETF TR	GOLD MINER ETF	57060U100	0	27,956	SH		DFND	4,5,7,8	27,956	0	0
MARKET VECTORS ETF TR	RUSSIA ETF	57060U506	0	3,300	SH		DFND	1	3,300	0	0
MARKET VECTORS ETF TR	BRAZL SMCP ETF	57060U613	0	750	SH		DFND	1	750	0	0
MARKET VECTORS ETF TR	AFRICA ETF	57060U787	0	700	SH		DFND	1	700	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	392	SH		DFND	4.5	392	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	26,753	SH		DFND	4.5	26,753	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	377,210	SH		DFND	4.5	377,210	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	8,881	SH		DFND	4,5,7,8	8,881	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	7,935	SH		DFND	4,5,14,15	7,935	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	7,845	SH		DFND	4.12	7,845	0	0
MARRIOTT INTL INC NEW	CL A	571903202	0	7,845	SH		DFND	4.12	7,845	0	0
MARRIOTT VACATIONS WRLDWDE CP	COM	57164Y107	0	1	SH		DFND	4.5	1	0	0
MARRIOTT VACATIONS WRLDWDE CP	COM	57164Y107	0	4,000	SH		DFND	4.12	4,000	0	0
MARSH & MCLENNAN COS INC	COM	571748102	0	68,668	SH		DFND	4.5	68,668	0	0
MARSH & MCLENNAN COS INC	COM	571748102	0	466,572	SH		DFND	4.5	466,572	0	0
MARSH & MCLENNAN COS INC	COM	571748102	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
MARSH & MCLENNAN COS INC	COM	571748102	0	9,227	SH		DFND	4,5,14,15	9,227	0	0
MARSH & MCLENNAN COS INC	COM	571748102	0	18,100	SH		DFND	4.6	18,100	0	0
MARSH & MCLENNAN COS INC	COM	571748102	0	16,965	SH		DFND	4.11	16,965	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	0	1,300	SH		DFND	4.5	1,300	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	0	2,352	SH		DFND	4.5	2,352	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	0	8,135	SH		DFND	4,5,7,8	8,135	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	0	200	SH		DFND	4,5,14,15	200	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	0	1,119	SH		DFND	4,5,14,15	1,119	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	0	187,750	SH		DFND	4.11	187,750	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	0	62,263	SH		DFND	4.5	62,263	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	0	87,163	SH		DFND	4.5	87,163	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	0	3,100	SH		DFND	4,5,14,15	3,100	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	0	18,850	SH		DFND	4,5,14,15	18,850	0	0
MARVELL TECHNOLOGY GROUP LTD	ORD	G5876H105	0	8,500	SH		DFND	4.12	8,500	0	0
MASCO CORP	COM	574599106	0	21,628	SH		DFND	4.5	21,628	0	0
MASCO CORP	COM	574599106	0	37,044	SH		DFND	4.5	37,044	0	0
MASCO CORP	COM	574599106	0	2,200	SH		DFND	4,5,14,15	2,200	0	0
MASCO CORP	COM	574599106	0	10,077	SH		DFND	4,5,14,15	10,077	0	0
MASCO CORP	COM	574599106	0	6,712	SH		DFND	4.12	6,712	0	0
MASCO CORP	COM	574599106	0	6,712	SH		DFND	4.12	6,712	0	0
MASTERCARD INC	CL A	57636Q104	0	11,820	SH		DFND	4.5	11,820	0	0
MASTERCARD INC	CL A	57636Q104	0	29,305	SH		DFND	4.5	29,305	0	0
MASTERCARD INC	CL A	57636Q104	0	600	SH		DFND	4,5,14,15	600	0	0
MASTERCARD INC	CL A	57636Q104	0	2,546	SH		DFND	4,5,14,15	2,546	0	0
MASTERCARD INC	CL A	57636Q104	0	2,950	SH		DFND	4.13	2,950	0	0
MASTERCARD INC	CL A	57636Q104	0	305	SH		DFND	4.6	305	0	0
MASTERCARD INC	CL A	57636Q104	0	700	SH		DFND	4.6	700	0	0
MASTERCARD INC	CL A	57636Q104	0	1,100	SH		DFND	4.6	1,100	0	0
MASTERCARD INC	CL A	57636Q104	0	1,350	SH		DFND	4.6	1,350	0	0
MASTERCARD INC	CL A	57636Q104	0	1,900	SH		DFND	4.6	1,900	0	0
MASTERCARD INC	CL A	57636Q104	0	7,100	SH		DFND	4.6	7,100	0	0
MASTERCARD INC	CL A	57636Q104	0	3,000	SH		DFND	1	3,000	0	0
MASTERCARD INC	CL A	57636Q104	0	700	SH		DFND	4.12	700	0	0
MASTERCARD INC	CL A	57636Q104	0	1,091	SH		DFND	4.12	1,091	0	0
MASTERCARD INC	CL A	57636Q104	0	1,091	SH		DFND	4.12	1,091	0	0
MASTERCARD INC	CL A	57636Q104	0	19,054	SH		DFND	4.11	19,054	0	0
MATTEL INC	COM	577081102	0	29,338	SH		DFND	4.5	29,338	0	0
MATTEL INC	COM	577081102	0	49,386	SH		DFND	4.5	49,386	0	0
MATTEL INC	COM	577081102	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
MATTEL INC	COM	577081102	0	10,621	SH		DFND	4,5,14,15	10,621	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	565	SH		DFND	4.5	565	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	12,273	SH		DFND	4.5	12,273	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	82,455	SH		DFND	4.5	82,455	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	16,900	SH		DFND	4,5,7,8	16,900	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	7,100	SH		DFND	4,5,14,15	7,100	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	4,746	SH		DFND	4.12	4,746	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	4,746	SH		DFND	4.12	4,746	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	0	3,030	SH		DFND	4.11	3,030	0	0
MB FINANCIAL INC NEW	COM	55264U108	0	1,500	SH		DFND	4.12	1,500	0	0
MBIA INC	COM	55262C100	0	410	SH		DFND	4.5	410	0	0
MBIA INC	COM	55262C100	0	315,800	SH		DFND	4,5,7,8	315,800	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	0	6,728	SH		DFND	4.5	6,728	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	0	27,147	SH		DFND	4.5	27,147	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	0	700	SH		DFND	4,5,14,15	700	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	0	2,916	SH		DFND	4,5,14,15	2,916	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	0	9,400	SH		DFND	4.6	9,400	0	0
MCDERMOTT INTL INC	COM	580037109	0	11,570	SH		DFND	4.5	11,570	0	0
MCDERMOTT INTL INC	COM	580037109	0	35,000	SH		DFND	4.5	35,000	0	0
MCDERMOTT INTL INC	COM	580037109	0	73,760	SH		DFND	4,5,7,8	73,760	0	0
MCDERMOTT INTL INC	COM	580037109	0	215,032	SH		DFND	4,5,7,8	215,032	0	0
MCDONALDS CORP	COM	580135101	0	184,399	SH		DFND	4.5	184,399	0	0
MCDONALDS CORP	COM	580135101	0	1,047,363	SH		DFND	4.5	1,047,363	0	0
MCDONALDS CORP	COM	580135101	0	143	SH		DFND	4,5,7,8	143	0	0
MCDONALDS CORP	COM	580135101	0	27,724	SH		DFND	4,5,14,15	27,724	0	0
MCDONALDS CORP	COM	580135101	0	340,800	SH		DFND	4,5,14,15	340,800	0	0
MCDONALDS CORP	COM	580135101	0	4,000	SH		DFND	4.6	4,000	0	0
MCDONALDS CORP	COM	580135101	0	4,500	SH		DFND	4.6	4,500	0	0
MCDONALDS CORP	COM	580135101	0	7,400	SH		DFND	4.6	7,400	0	0
MCDONALDS CORP	COM	580135101	0	9,200	SH		DFND	4.6	9,200	0	0
MCDONALDS CORP	COM	580135101	0	38,081	SH		DFND	4.6	38,081	0	0
MCDONALDS CORP	COM	580135101	0	5,400	SH		DFND	1	5,400	0	0
MCDONALDS CORP	COM	580135101	0	2,134	SH		DFND	4.12	2,134	0	0
MCDONALDS CORP	COM	580135101	0	2,134	SH		DFND	4.12	2,134	0	0
MCDONALDS CORP	COM	580135101	0	10,650	SH		DFND	4.12	10,650	0	0
MCGRAW HILL FINL INC	COM	580645109	0	20,060	SH		DFND	4.5	20,060	0	0
MCGRAW HILL FINL INC	COM	580645109	0	30,654	SH		DFND	4.5	30,654	0	0
MCGRAW HILL FINL INC	COM	580645109	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
MCGRAW HILL FINL INC	COM	580645109	0	5,816	SH		DFND	4,5,14,15	5,816	0	0
MCKESSON CORP	COM	58155Q103	0	23,359	SH		DFND	4.5	23,359	0	0
MCKESSON CORP	COM	58155Q103	0	28,592	SH		DFND	4.5	28,592	0	0
MCKESSON CORP	COM	58155Q103	0	3,230	SH		DFND	4,5,7,8	3,230	0	0
MCKESSON CORP	COM	58155Q103	0	6,582	SH		DFND	4,5,14,15	6,582	0	0
MCKESSON CORP	COM	58155Q103	0	192,300	SH		DFND	4,5,14,15	192,300	0	0
MCKESSON CORP	COM	58155Q103	0	4,870	SH		DFND	4.13	4,870	0	0
MCKESSON CORP	COM	58155Q103	0	11,680	SH		DFND	4.13	11,680	0	0
MCKESSON CORP	COM	58155Q103	0	600	SH		DFND	4.6	600	0	0
MCKESSON CORP	COM	58155Q103	0	4,000	SH		DFND	4.6	4,000	0	0
MCKESSON CORP	COM	58155Q103	0	5,600	SH		DFND	4.6	5,600	0	0
MCKESSON CORP	COM	58155Q103	0	29,000	SH		DFND	4.6	29,000	0	0
MCKESSON CORP	COM	58155Q103	0	55,648	SH		DFND	1.3	55,648	0	0
MCKESSON CORP	COM	58155Q103	0	53,114	SH		DFND	1.2	53,114	0	0
MCKESSON CORP	COM	58155Q103	0	7,712	SH		DFND	4.12	7,712	0	0
MCKESSON CORP	COM	58155Q103	0	998	SH		DFND	4.11	998	0	0
MCKESSON CORP	COM	58155Q103	0	11,680	SH		DFND	4.11	11,680	0	0
MDU RES GROUP INC	COM	552690109	0	6,229	SH		DFND	4.5	6,229	0	0
MDU RES GROUP INC	COM	552690109	0	18,671	SH		DFND	4.5	18,671	0	0
MDU RES GROUP INC	COM	552690109	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
MDU RES GROUP INC	COM	552690109	0	4,566	SH		DFND	4,5,14,15	4,566	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	27,832	SH		DFND	4.5	27,832	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	45,830	SH		DFND	4.5	45,830	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	495,304	SH		DFND	4.5	495,304	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	4,708	SH		DFND	4,5,7,8	4,708	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	3,294	SH		DFND	4,5,14,15	3,294	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	7,500	SH		DFND	4.13	7,500	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	1,500	SH		DFND	4.6	1,500	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	7,500	SH		DFND	4.6	7,500	0	0
MEAD JOHNSON NUTRITION CO	COM	582839106	0	11,800	SH		DFND	4.6	11,800	0	0
MEADWESTVACO CORP	COM	583334107	0	11,699	SH		DFND	4.5	11,699	0	0
MEADWESTVACO CORP	COM	583334107	0	15,031	SH		DFND	4.5	15,031	0	0
MEADWESTVACO CORP	COM	583334107	0	85,941	SH		DFND	4.5	85,941	0	0
MEADWESTVACO CORP	COM	583334107	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
MEADWESTVACO CORP	COM	583334107	0	6,721	SH		DFND	4,5,14,15	6,721	0	0
MEADWESTVACO CORP	COM	583334107	0	13,200	SH		DFND	4.6	13,200	0	0
MEADWESTVACO CORP	COM	583334107	0	37,222	SH		DFND	4.11	37,222	0	0
MECHEL OAO	SPONSORED ADR	583840103	0	7,900	SH		DFND	4.5	7,900	0	0
MECHEL OAO	SPONSORED ADR	583840103	0	13,300	SH		DFND	4.5	13,300	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	0	24,565	SH		DFND	4.5	24,565	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	0	23,300	SH		DFND	4,5,14,15	23,300	0	0
MEDIVATION INC	SRNT CV 2.625%17	58501NAA9	0	142,000	PRN		DFND	4,5,7,8	0	0	142,000
MEDIVATION INC	SRNT CV 2.625%17	58501NAA9	0	1,226,000	PRN		DFND	4,5,7,8	0	0	1,226,000
MEDIVATION INC	COM	58501N101	0	5,100	SH		DFND	4,5,7,8	5,100	0	0
MEDIVATION INC	COM	58501N101	0	10,200	SH		DFND	1	10,200	0	0
MEDLEY CAP CORP	COM	58503F106	0	5,889	SH		DFND	4,5,7,8	5,889	0	0
MEDTRONIC INC	COM	585055106	0	244,447	SH		DFND	4.5	244,447	0	0
MEDTRONIC INC	COM	585055106	0	352,546	SH		DFND	4.5	352,546	0	0
MEDTRONIC INC	COM	585055106	0	4,700	SH		DFND	4,5,14,15	4,700	0	0
MEDTRONIC INC	COM	585055106	0	22,675	SH		DFND	4,5,14,15	22,675	0	0
MEDTRONIC INC	COM	585055106	0	8,500	SH		DFND	4.6	8,500	0	0
MEDTRONIC INC	COM	585055106	0	9,500	SH		DFND	4.6	9,500	0	0
MEDTRONIC INC	COM	585055106	0	9,800	SH		DFND	4.6	9,800	0	0
MEDTRONIC INC	COM	585055106	0	10,000	SH		DFND	4.6	10,000	0	0
MEDTRONIC INC	COM	585055106	0	75,059	SH		DFND	4.6	75,059	0	0
MEDTRONIC INC	COM	585055106	0	230,485	SH		DFND	1.3	230,485	0	0
MEDTRONIC INC	COM	585055106	0	6	SH		DFND	1	6	0	0
MEDTRONIC INC	COM	585055106	0	65,207	SH		DFND	1.2	65,207	0	0
MEDTRONIC INC	COM	585055106	0	71,000	SH		DFND	4.11	71,000	0	0
MELCO CROWN ENTMT LTD	ADR	585464100	0	99,706	SH		DFND	4,5,7,8	99,706	0	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	0	28,900	SH		DFND	4.5	28,900	0	0
MELLANOX TECHNOLOGIES LTD	SHS	M51363113	0	10,000	SH		DFND	4,5,7,8	10,000	0	0
MENTOR GRAPHICS CORP	COM	587200106	0	4,700	SH		DFND	4.12	4,700	0	0
MERCK & CO INC NEW	COM	58933Y105	0	1,700	SH		DFND	4.5	1,700	0	0
MERCK & CO INC NEW	COM	58933Y105	0	331,541	SH		DFND	4.5	331,541	0	0
MERCK & CO INC NEW	COM	58933Y105	0	628,202	SH		DFND	4.5	628,202	0	0
MERCK & CO INC NEW	COM	58933Y105	0	14,200	SH		DFND	4,5,7,8	14,200	0	0
MERCK & CO INC NEW	COM	58933Y105	0	152,570	SH		DFND	4,5,14,15	152,570	0	0
MERCK & CO INC NEW	COM	58933Y105	0	557,732	SH		DFND	4,5,14,15	557,732	0	0
MERCK & CO INC NEW	COM	58933Y105	0	5,000	SH		DFND	4.6	5,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	5,000	SH		DFND	4.6	5,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	17,600	SH		DFND	4.6	17,600	0	0
MERCK & CO INC NEW	COM	58933Y105	0	22,900	SH		DFND	4.6	22,900	0	0
MERCK & CO INC NEW	COM	58933Y105	0	31,000	SH		DFND	4.6	31,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	37,000	SH		DFND	4.6	37,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	107,000	SH		DFND	4.6	107,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	2,200	SH		DFND	1	2,200	0	0
MERCK & CO INC NEW	COM	58933Y105	0	9,000	SH		DFND	1	9,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	8,000	SH		DFND	4.12	8,000	0	0
MERCK & CO INC NEW	COM	58933Y105	0	2,282	SH		DFND	4.11	2,282	0	0
MERCK & CO INC NEW	COM	58933Y105	0	2,430	SH		DFND	4.11	2,430	0	0
MERCK & CO INC NEW	COM	58933Y105	0	9,518	SH		DFND	4.11	9,518	0	0
METLIFE INC	COM	59156R108	0	59,444	SH		DFND	4.5	59,444	0	0
METLIFE INC	COM	59156R108	0	646,716	SH		DFND	4.5	646,716	0	0
METLIFE INC	COM EQTY UNIT	59156R116	0	7,000	SH		DFND	4.5	7,000	0	0
METLIFE INC	COM	59156R108	0	31,446	SH		DFND	4,5,14,15	31,446	0	0
METLIFE INC	COM	59156R108	0	968,370	SH		DFND	4,5,14,15	968,370	0	0
METLIFE INC	COM	59156R108	0	3,150	SH		DFND	4.6	3,150	0	0
METLIFE INC	COM	59156R108	0	4,773	SH		DFND	4.6	4,773	0	0
METLIFE INC	COM	59156R108	0	17,000	SH		DFND	4.6	17,000	0	0
METLIFE INC	COM	59156R108	0	24,000	SH		DFND	4.6	24,000	0	0
METLIFE INC	COM	59156R108	0	8,256	SH		DFND	4.12	8,256	0	0
METLIFE INC	COM	59156R108	0	9,400	SH		DFND	4.12	9,400	0	0
METLIFE INC	COM	59156R108	0	10,175	SH		DFND	4.12	10,175	0	0
METRO BANCORP INC PA	COM	59161R101	0	4,038	SH		DFND	4,5,7,8	4,038	0	0
METROCORP BANCSHARES INC	COM	591650106	0	10,996	SH		DFND	4,5,7,8	10,996	0	0
MFA FINL INC	COM	55272X102	0	25,677	SH		DFND	4,5,7,8	25,677	0	0
MFA FINL INC	COM	55272X102	0	8,100	SH		DFND	4.6	8,100	0	0
MFA FINL INC	COM	55272X102	0	55,000	SH		DFND	4.6	55,000	0	0
MFA FINL INC	COM	55272X102	0	105,300	SH		DFND	4.6	105,300	0	0
MGIC INVT CORP WIS	SR CONV NT 2%20	552848AE3	0	940,000	PRN		DFND	4,5,7,8	0	0	940,000
MGIC INVT CORP WIS	SR CONV NT 2%20	552848AE3	0	1,854,000	PRN		DFND	4,5,7,8	0	0	1,854,000
MGIC INVT CORP WIS	COM	552848103	0	9,129	SH		DFND	4,5,7,8	9,129	0	0
MGIC INVT CORP WIS	COM	552848103	0	94,131	SH		DFND	4,5,7,8	94,131	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	0	18,704	SH		DFND	4.5	18,704	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	0	34,739	SH		DFND	4.5	34,739	0	0
MGM RESORTS INTERNATIONAL	SR CV NT 4.25%15	55303QAE0	0	2,054,000	PRN		DFND	4,5,7,8	0	0	2,054,000
MGM RESORTS INTERNATIONAL	COM	552953101	0	2,200	SH		DFND	4,5,14,15	2,200	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	0	2,869	SH		DFND	4,5,14,15	2,869	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	855	SH		DFND	4.5	855	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	2,592	SH		DFND	4.5	2,592	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	19,760	SH		DFND	4.13	19,760	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	26,291	SH		DFND	1.3	26,291	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	4,552	SH		DFND	4.12	4,552	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	4,552	SH		DFND	4.12	4,552	0	0
MICHAEL KORS HLDGS LTD	SHS	G60754101	0	19,760	SH		DFND	4.11	19,760	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	14,037	SH		DFND	4.5	14,037	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	52,608	SH		DFND	4.5	52,608	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	1,268	SH		DFND	4,5,7,8	1,268	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	5,310	SH		DFND	4,5,14,15	5,310	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	18,050	SH		DFND	4.13	18,050	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	8,929	SH		DFND	4.12	8,929	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	0	8,929	SH		DFND	4.12	8,929	0	0
MICRON TECHNOLOGY INC	COM	595112103	0	60,354	SH		DFND	4.5	60,354	0	0
MICRON TECHNOLOGY INC	COM	595112103	0	90,998	SH		DFND	4.5	90,998	0	0
MICRON TECHNOLOGY INC	SR A CV NT1.5%31	595112AQ6	0	855,000	PRN		DFND	4,5,7,8	0	0	855,000
MICRON TECHNOLOGY INC	SR A CV NT1.5%31	595112AQ6	0	3,120,000	PRN		DFND	4,5,7,8	0	0	3,120,000
MICRON TECHNOLOGY INC	COM	595112103	0	55,914	SH		DFND	4,5,7,8	55,914	0	0
MICRON TECHNOLOGY INC	COM	595112103	0	5,900	SH		DFND	4,5,14,15	5,900	0	0
MICRON TECHNOLOGY INC	COM	595112103	0	22,793	SH		DFND	4,5,14,15	22,793	0	0
MICROSOFT CORP	COM	594918104	0	1,100	SH		DFND	4.5	1,100	0	0
MICROSOFT CORP	COM	594918104	0	787,001	SH		DFND	4.5	787,001	0	0
MICROSOFT CORP	COM	594918104	0	1,717,456	SH		DFND	4.5	1,717,456	0	0
MICROSOFT CORP	COM	594918104	0	202,413	SH		DFND	4,5,14,15	202,413	0	0
MICROSOFT CORP	COM	594918104	0	1,343,600	SH		DFND	4,5,14,15	1,343,600	0	0
MICROSOFT CORP	COM	594918104	0	75,590	SH		DFND	4.13	75,590	0	0
MICROSOFT CORP	COM	594918104	0	13,000	SH		DFND	4.6	13,000	0	0
MICROSOFT CORP	COM	594918104	0	18,100	SH		DFND	4.6	18,100	0	0
MICROSOFT CORP	COM	594918104	0	31,500	SH		DFND	4.6	31,500	0	0
MICROSOFT CORP	COM	594918104	0	33,100	SH		DFND	4.6	33,100	0	0
MICROSOFT CORP	COM	594918104	0	45,600	SH		DFND	4.6	45,600	0	0
MICROSOFT CORP	COM	594918104	0	47,300	SH		DFND	4.6	47,300	0	0
MICROSOFT CORP	COM	594918104	0	80,000	SH		DFND	4.6	80,000	0	0
MICROSOFT CORP	COM	594918104	0	112,892	SH		DFND	4.6	112,892	0	0
MICROSOFT CORP	COM	594918104	0	250,311	SH		DFND	4.6	250,311	0	0
MICROSOFT CORP	COM	594918104	0	457,129	SH		DFND	1.3	457,129	0	0
MICROSOFT CORP	COM	594918104	0	5,470	SH		DFND	1	5,470	0	0
MICROSOFT CORP	COM	594918104	0	9,148	SH		DFND	1	9,148	0	0
MICROSOFT CORP	COM	594918104	0	162,675	SH		DFND	1.2	162,675	0	0
MICROSOFT CORP	COM	594918104	0	240	SH		DFND	blank	240	0	0
MICROSOFT CORP	COM	594918104	0	11,200	SH		DFND	4.12	11,200	0	0
MICROSOFT CORP	COM	594918104	0	3,034	SH		DFND	4.11	3,034	0	0
MICROSOFT CORP	COM	594918104	0	33,293	SH		DFND	4.11	33,293	0	0
MICROSOFT CORP	COM	594918104	0	75,590	SH		DFND	4.11	75,590	0	0
MICROSOFT CORP	COM	594918104	0	2,280,769	SH		DFND	4.11	2,280,769	0	0
MICROSTRATEGY INC	CL A NEW	594972408	0	19	SH		DFND	4,5,7,8	19	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	0	7,590	SH		DFND	4.5	7,590	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	0	5,700	SH		DFND	4,5,14,15	5,700	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	0	15,200	SH		DFND	4,5,16	15,200	0	0
MINDRAY MEDICAL INTL LTD	SPON ADR	602675100	0	273,551	SH		DFND	4.5	273,551	0	0
MINDRAY MEDICAL INTL LTD	SPON ADR	602675100	0	422,100	SH		DFND	4.5	422,100	0	0
MINDRAY MEDICAL INTL LTD	SPON ADR	602675100	0	3,400	SH		DFND	4.6	3,400	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	1,550	SH		DFND	4.5	1,550	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	2,800	SH		DFND	4.5	2,800	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	4,200	SH		DFND	4.5	4,200	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	15,800	SH		DFND	4.5	15,800	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	579,676	SH		DFND	4.5	579,676	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	954,100	SH		DFND	4.5	954,100	0	0
MOBILE TELESYSTEMS OJSC	SPONSORED ADR	607409109	0	297	SH		DFND	1	297	0	0
MODUSLINK GLOBAL SOLUTIONS INC	COM	60786L107	0	10	SH		DFND	1.3	10	0	0
MODUSLINK GLOBAL SOLUTIONS INC	COM	60786L107	0	15	SH		DFND	1.3	15	0	0
MOHAWK INDS INC	COM	608190104	0	3,819	SH		DFND	4.5	3,819	0	0
MOHAWK INDS INC	COM	608190104	0	7,595	SH		DFND	4.5	7,595	0	0
MOHAWK INDS INC	COM	608190104	0	400	SH		DFND	4,5,14,15	400	0	0
MOHAWK INDS INC	COM	608190104	0	2,622	SH		DFND	4,5,14,15	2,622	0	0
MOLEX INC	COM	608554101	0	5,508	SH		DFND	4.5	5,508	0	0
MOLEX INC	COM	608554101	0	22,971	SH		DFND	4.5	22,971	0	0
MOLEX INC	CL A	608554200	0	6,514	SH		DFND	4.5	6,514	0	0
MOLEX INC	COM	608554101	0	20,600	SH		DFND	1	20,600	0	0
MOLEX INC	COM	608554101	0	6,300	SH		DFND	4.12	6,300	0	0
MOLSON COORS BREWING CO	CL B	60871R209	0	13,346	SH		DFND	4.5	13,346	0	0
MOLSON COORS BREWING CO	CL B	60871R209	0	28,782	SH		DFND	4.5	28,782	0	0
MOLSON COORS BREWING CO	CL B	60871R209	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
MOLSON COORS BREWING CO	CL B	60871R209	0	11,609	SH		DFND	4,5,14,15	11,609	0	0
MOLYCORP INC DEL	COM	608753109	0	72,000	SH		DFND	4.5	72,000	0	0
MOLYCORP INC DEL	SR CONV NT5.5%18	608753AH2	0	491,000	PRN		DFND	4,5,7,8	0	0	491,000
MOLYCORP INC DEL	SR CONV NT5.5%18	608753AH2	0	1,168,000	PRN		DFND	4,5,7,8	0	0	1,168,000
MOLYCORP INC DEL	COM	608753109	0	104,439	SH		DFND	4,5,7,8	104,439	0	0
MONDELEZ INTL INC	CL A	609207105	0	109,517	SH		DFND	4.5	109,517	0	0
MONDELEZ INTL INC	CL A	609207105	0	140,057	SH		DFND	4.5	140,057	0	0
MONDELEZ INTL INC	CL A	609207105	0	292,690	SH		DFND	4.5	292,690	0	0
MONDELEZ INTL INC	CL A	609207105	0	10,200	SH		DFND	4,5,14,15	10,200	0	0
MONDELEZ INTL INC	CL A	609207105	0	52,056	SH		DFND	4,5,14,15	52,056	0	0
MONDELEZ INTL INC	CL A	609207105	0	20,760	SH		DFND	4.13	20,760	0	0
MONDELEZ INTL INC	CL A	609207105	0	14,980	SH		DFND	4.6	14,980	0	0
MONDELEZ INTL INC	CL A	609207105	0	16,300	SH		DFND	4.6	16,300	0	0
MONDELEZ INTL INC	CL A	609207105	0	215,671	SH		DFND	1.3	215,671	0	0
MONDELEZ INTL INC	CL A	609207105	0	3,716	SH		DFND	1	3,716	0	0
MONDELEZ INTL INC	CL A	609207105	0	158,518	SH		DFND	1.2	158,518	0	0
MONDELEZ INTL INC	CL A	609207105	0	2,975	SH		DFND	blank	2,975	0	0
MONDELEZ INTL INC	CL A	609207105	0	40,500	SH		DFND	4.12	40,500	0	0
MONDELEZ INTL INC	CL A	609207105	0	26,260	SH		DFND	4.11	26,260	0	0
MONDELEZ INTL INC	CL A	609207105	0	122,000	SH		DFND	4.11	122,000	0	0
MONMOUTH REAL ESTATE INVT CORP	CL A	609720107	0	4,600	SH		DFND	4,5,14,15	4,600	0	0
MONSANTO CO NEW	COM	61166W101	0	72,906	SH		DFND	4.5	72,906	0	0
MONSANTO CO NEW	COM	61166W101	0	188,094	SH		DFND	4.5	188,094	0	0
MONSANTO CO NEW	COM	61166W101	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
MONSANTO CO NEW	COM	61166W101	0	42,262	SH		DFND	4,5,14,15	42,262	0	0
MONSANTO CO NEW	COM	61166W101	0	19,580	SH		DFND	4.13	19,580	0	0
MONSANTO CO NEW	COM	61166W101	0	6,000	SH		DFND	4.6	6,000	0	0
MONSANTO CO NEW	COM	61166W101	0	25,100	SH		DFND	4.6	25,100	0	0
MONSANTO CO NEW	COM	61166W101	0	15,550	SH		DFND	1	15,550	0	0
MONSANTO CO NEW	COM	61166W101	0	4,042	SH		DFND	4.12	4,042	0	0
MONSANTO CO NEW	COM	61166W101	0	4,042	SH		DFND	4.12	4,042	0	0
MONSANTO CO NEW	COM	61166W101	0	9,253	SH		DFND	4.12	9,253	0	0
MONSANTO CO NEW	COM	61166W101	0	15,600	SH		DFND	4.12	15,600	0	0
MONSANTO CO NEW	COM	61166W101	0	937	SH		DFND	4.11	937	0	0
MONSANTO CO NEW	COM	61166W101	0	17,100	SH		DFND	4.11	17,100	0	0
MONSTER BEVERAGE CORP	COM	611740101	0	14,086	SH		DFND	4.5	14,086	0	0
MONSTER BEVERAGE CORP	COM	611740101	0	19,887	SH		DFND	4.5	19,887	0	0
MONSTER BEVERAGE CORP	COM	611740101	0	4,218	SH		DFND	4,5,14,15	4,218	0	0
MONSTER BEVERAGE CORP	COM	611740101	0	15,000	SH		DFND	4.6	15,000	0	0
MONSTER BEVERAGE CORP	COM	611740101	0	1,814	SH		DFND	4.11	1,814	0	0
MONSTER WORLDWIDE INC	COM	611742107	0	555	SH		DFND	4.5	555	0	0
MOODYS CORP	COM	615369105	0	14,971	SH		DFND	4.5	14,971	0	0
MOODYS CORP	COM	615369105	0	24,424	SH		DFND	4.5	24,424	0	0
MOODYS CORP	COM	615369105	0	8,060	SH		DFND	4,5,14,15	8,060	0	0
MOODYS CORP	COM	615369105	0	100,500	SH		DFND	4,5,14,15	100,500	0	0
MOODYS CORP	COM	615369105	0	5,000	SH		DFND	4.6	5,000	0	0
MORGAN STANLEY	COM NEW	617446448	0	95,611	SH		DFND	4.5	95,611	0	0
MORGAN STANLEY	COM NEW	617446448	0	311,241	SH		DFND	4.5	311,241	0	0
MORGAN STANLEY	COM NEW	617446448	0	34,987	SH		DFND	4,5,7,8	34,987	0	0
MORGAN STANLEY	COM NEW	617446448	0	51,365	SH		DFND	4,5,7,8	51,365	0	0
MORGAN STANLEY	COM NEW	617446448	0	9,000	SH		DFND	4,5,14,15	9,000	0	0
MORGAN STANLEY	COM NEW	617446448	0	29,607	SH		DFND	4,5,14,15	29,607	0	0
MORGAN STANLEY	COM NEW	617446448	0	18,000	SH		DFND	4.6	18,000	0	0
MORGAN STANLEY	COM NEW	617446448	0	362	SH		DFND	1	362	0	0
MORGAN STANLEY CHINA A SH FD	COM	617468103	0	14,695	SH		DFND	4,5,7,8	14,695	0	0
MOSAIC CO NEW	COM	61945C103	0	32,086	SH		DFND	4.5	32,086	0	0
MOSAIC CO NEW	COM	61945C103	0	162,953	SH		DFND	4.5	162,953	0	0
MOSAIC CO NEW	COM	61945C103	0	148	SH		DFND	4,5,7,8	148	0	0
MOSAIC CO NEW	COM	61945C103	0	221	SH		DFND	4,5,7,8	221	0	0
MOSAIC CO NEW	COM	61945C103	0	700	SH		DFND	4,5,14,15	700	0	0
MOSAIC CO NEW	COM	61945C103	0	38,547	SH		DFND	4,5,14,15	38,547	0	0
MOSAIC CO NEW	COM	61945C103	0	27,900	SH		DFND	4.6	27,900	0	0
MOSAIC CO NEW	COM	61945C103	0	510	SH		DFND	1	510	0	0
MOSAIC CO NEW	COM	61945C103	0	8,250	SH		DFND	4.12	8,250	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	0	26,276	SH		DFND	4.5	26,276	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	0	50,906	SH		DFND	4.5	50,906	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	0	7,883	SH		DFND	4,5,14,15	7,883	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	0	276	SH		DFND	1	276	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	0	1,500	SH		DFND	4.12	1,500	0	0
MPG OFFICE TR INC	COM	553274101	0	5,600	SH		DFND	4,5,14,15	5,600	0	0
MRC GLOBAL INC	COM	55345K103	0	2,300	SH		DFND	4.12	2,300	0	0
MSC INDL DIRECT INC	CL A	553530106	0	5,705	SH		DFND	4.5	5,705	0	0
MTR GAMING GROUP INC	COM	553769100	0	5,504	SH		DFND	4,5,7,8	5,504	0	0
MTR GAMING GROUP INC	COM	553769100	0	24,879	SH		DFND	4,5,7,8	24,879	0	0
MUELLER WTR PRODS INC	COM SER A	624758108	0	69,000	SH		DFND	4.5	69,000	0	0
MURPHY OIL CORP	COM	626717102	0	260	SH		DFND	4.5	260	0	0
MURPHY OIL CORP	COM	626717102	0	11,102	SH		DFND	4.5	11,102	0	0
MURPHY OIL CORP	COM	626717102	0	16,214	SH		DFND	4.5	16,214	0	0
MURPHY OIL CORP	COM	626717102	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
MURPHY OIL CORP	COM	626717102	0	4,965	SH		DFND	4,5,14,15	4,965	0	0
MURPHY OIL CORP	COM	626717102	0	8,084	SH		DFND	4.11	8,084	0	0
MUTUALFIRST FINL INC	COM	62845B104	0	4,439	SH		DFND	4,5,7,8	4,439	0	0
MYLAN INC	COM	628530107	0	33,843	SH		DFND	4.5	33,843	0	0
MYLAN INC	COM	628530107	0	99,867	SH		DFND	4.5	99,867	0	0
MYLAN INC	COM	628530107	0	332,610	SH		DFND	4.5	332,610	0	0
MYLAN INC	COM	628530107	0	521,479	SH		DFND	4,5,7,8	521,479	0	0
MYLAN INC	COM	628530107	0	27,325	SH		DFND	4,5,14,15	27,325	0	0
MYLAN INC	COM	628530107	0	1,470,300	SH		DFND	4,5,14,15	1,470,300	0	0
MYLAN INC	COM	628530107	0	15,300	SH		DFND	4.6	15,300	0	0
MYLAN INC	COM	628530107	0	148,365	SH		DFND	1.3	148,365	0	0
MYLAN INC	COM	628530107	0	150,084	SH		DFND	1.2	150,084	0	0
MYLAN INC	COM	628530107	0	15,061	SH		DFND	4.11	15,061	0	0
MYLAN INC	COM	628530107	0	123,535	SH		DFND	4.11	123,535	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	21,789	SH		DFND	4.5	21,789	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	26,205	SH		DFND	4.5	26,205	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	357,405	SH		DFND	4.5	357,405	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	13,712	SH		DFND	4,5,7,8	13,712	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	7,435	SH		DFND	4,5,14,15	7,435	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	115,500	SH		DFND	4.6	115,500	0	0
NABORS INDUSTRIES LTD	SHS	G6359F103	0	134,520	SH		DFND	4.11	134,520	0	0
NASDAQ OMX GROUP INC	COM	631103108	0	9,156	SH		DFND	4.5	9,156	0	0
NASDAQ OMX GROUP INC	COM	631103108	0	65,396	SH		DFND	4.5	65,396	0	0
NASDAQ OMX GROUP INC	COM	631103108	0	800	SH		DFND	4,5,14,15	800	0	0
NASDAQ OMX GROUP INC	COM	631103108	0	3,933	SH		DFND	4,5,14,15	3,933	0	0
NASDAQ OMX GROUP INC	COM	631103108	0	15,800	SH		DFND	4.6	15,800	0	0
NASDAQ OMX GROUP INC	COM	631103108	0	300	SH		DFND	1	300	0	0
NATIONAL CINEMEDIA INC	COM	635309107	0	19,300	SH		DFND	4,5,7,8	19,300	0	0
NATIONAL FUEL GAS CO N J	COM	636180101	0	3,995	SH		DFND	4,5,7,8	3,995	0	0
NATIONAL FUEL GAS CO N J	COM	636180101	0	8,900	SH		DFND	1	8,900	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	0	5,097	SH		DFND	4.5	5,097	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	0	3,600	SH		DFND	4,5,14,15	3,600	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	29,670	SH		DFND	4.5	29,670	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	184,468	SH		DFND	4.5	184,468	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	495,595	SH		DFND	4.5	495,595	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	5,192	SH		DFND	4,5,7,8	5,192	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	6,164	SH		DFND	4,5,7,8	6,164	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	11,744	SH		DFND	4,5,14,15	11,744	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	224,000	SH		DFND	4,5,14,15	224,000	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	9,030	SH		DFND	4.13	9,030	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	1,973	SH		DFND	4.12	1,973	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	0	1,973	SH		DFND	4.12	1,973	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	0	22,419	SH		DFND	4.5	22,419	0	0
NATIONAL RETAIL PPTYS INC	SR CV NT5.125%28	637417AC0	0	3,000	PRN		DFND	4,5,7,8	0	0	3,000
NATIONAL RETAIL PPTYS INC	SR CV NT5.125%28	637417AC0	0	623,000	PRN		DFND	4,5,7,8	0	0	623,000
NATIONAL RETAIL PPTYS INC	COM	637417106	0	16,100	SH		DFND	4,5,14,15	16,100	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	0	9,190	SH		DFND	4,5,16	9,190	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	0	11,200	SH		DFND	4,5,16	11,200	0	0
NATIONSTAR MTG HLDGS INC	COM	63861C109	0	13,800	SH		DFND	4,5,7,8	13,800	0	0
NAVISTAR INTL CORP NEW	SR NT CV 3%14	63934EAL2	0	1,065,000	PRN		DFND	4,5,7,8	0	0	1,065,000
NCR CORP NEW	COM	62886E108	0	14,917	SH		DFND	4.5	14,917	0	0
NEENAH PAPER INC	COM	640079109	0	181	SH		DFND	1	181	0	0
NEONODE INC	COM NEW	64051M402	0	4,177	SH		DFND	4,5,7,8	4,177	0	0
NEOPHOTONICS CORP	COM	64051T100	0	2,185	SH		DFND	4,5,7,8	2,185	0	0
NETAPP INC	COM	64110D104	0	39,400	SH		DFND	4.5	39,400	0	0
NETAPP INC	COM	64110D104	0	52,299	SH		DFND	4.5	52,299	0	0
NETAPP INC	COM	64110D104	0	4,215	SH		DFND	4,5,7,8	4,215	0	0
NETAPP INC	COM	64110D104	0	2,730	SH		DFND	4,5,14,15	2,730	0	0
NETAPP INC	COM	64110D104	0	10,150	SH		DFND	4,5,14,15	10,150	0	0
NETAPP INC	COM	64110D104	0	15,800	SH		DFND	1	15,800	0	0
NETAPP INC	COM	64110D104	0	129,430	SH		DFND	4.11	129,430	0	0
NETFLIX INC	COM	64110L106	0	3,369	SH		DFND	4.5	3,369	0	0
NETFLIX INC	COM	64110L106	0	6,585	SH		DFND	4.5	6,585	0	0
NETFLIX INC	COM	64110L106	0	700	SH		DFND	4,5,7,8	700	0	0
NETFLIX INC	COM	64110L106	0	300	SH		DFND	4,5,14,15	300	0	0
NETFLIX INC	COM	64110L106	0	1,757	SH		DFND	4,5,14,15	1,757	0	0
NETSUITE INC	COM	64118Q107	0	3,550	SH		DFND	4.5	3,550	0	0
NETSUITE INC	COM	64118Q107	0	7,985	SH		DFND	4.13	7,985	0	0
NETSUITE INC	COM	64118Q107	0	728	SH		DFND	4.12	728	0	0
NETSUITE INC	COM	64118Q107	0	728	SH		DFND	4.12	728	0	0
NEW GOLD INC CDA	COM	644535106	0	28,093	SH		DFND	4.5	28,093	0	0
NEW GOLD INC CDA	COM	644535106	0	509,506	SH		DFND	4.5	509,506	0	0
NEW GOLD INC CDA	COM	644535106	0	592,059	SH		DFND	4.5	592,059	0	0
NEW GOLD INC CDA	COM	644535106	0	2,800	SH		DFND	4,5,14,15	2,800	0	0
NEW GOLD INC CDA	COM	644535106	0	4,075	SH		DFND	1	4,075	0	0
NEW ORIENTAL ED & TECH GRP INC	SPON ADR	647581107	0	139,313	SH		DFND	4.5	139,313	0	0
NEW ORIENTAL ED & TECH GRP INC	SPON ADR	647581107	0	163,400	SH		DFND	4.5	163,400	0	0
NEW ORIENTAL ED & TECH GRP INC	SPON ADR	647581107	0	6,000	SH		DFND	4.6	6,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	23,687	SH		DFND	4.5	23,687	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	37,637	SH		DFND	4.5	37,637	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	4,433	SH		DFND	4,5,7,8	4,433	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	120,000	SH		DFND	4,5,14,15	120,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	516,900	SH		DFND	4,5,14,15	516,900	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	28,800	SH		DFND	1.3	28,800	0	0
NEWBRIDGE BANCORP	CL A NO PAR	65080T102	0	10,663	SH		DFND	4,5,7,8	10,663	0	0
NEWCASTLE INVT CORP	COM	65105M108	0	9,195	SH		DFND	4,5,7,8	9,195	0	0
NEWELL RUBBERMAID INC	COM	651229106	0	115,235	SH		DFND	4.5	115,235	0	0
NEWELL RUBBERMAID INC	COM	651229106	0	323,798	SH		DFND	4.5	323,798	0	0
NEWELL RUBBERMAID INC	COM	651229106	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
NEWELL RUBBERMAID INC	COM	651229106	0	36,029	SH		DFND	4,5,14,15	36,029	0	0
NEWELL RUBBERMAID INC	COM	651229106	0	20,014	SH		DFND	4.11	20,014	0	0
NEWFIELD EXPL CO	COM	651290108	0	3,391	SH		DFND	4.5	3,391	0	0
NEWFIELD EXPL CO	COM	651290108	0	4,199	SH		DFND	4.5	4,199	0	0
NEWMARKET CORP	COM	651587107	0	2,100	SH		DFND	1	2,100	0	0
NEWMONT MINING CORP	SR NT CV1.625%17	651639AJ5	0	5,820,000	PRN		DFND	4.5	0	0	5,820,000
NEWMONT MINING CORP	COM	651639106	0	156,617	SH		DFND	4.5	156,617	0	0
NEWMONT MINING CORP	COM	651639106	0	541,667	SH		DFND	4.5	541,667	0	0
NEWMONT MINING CORP	COM	651639106	0	13,493	SH		DFND	4,5,14,15	13,493	0	0
NEWMONT MINING CORP	COM	651639106	0	86,500	SH		DFND	4,5,14,15	86,500	0	0
NEWMONT MINING CORP	COM	651639106	0	44,400	SH		DFND	4.6	44,400	0	0
NEWMONT MINING CORP	COM	651639106	0	127,817	SH		DFND	1.3	127,817	0	0
NEWMONT MINING CORP	COM	651639106	0	10	SH		DFND	1	10	0	0
NEWMONT MINING CORP	COM	651639106	0	400,187	SH		DFND	4.11	400,187	0	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	0	775	SH		DFND	4.5	775	0	0
NEXTERA ENERGY INC	COM	65339F101	0	119,904	SH		DFND	4.5	119,904	0	0
NEXTERA ENERGY INC	COM	65339F101	0	189,845	SH		DFND	4.5	189,845	0	0
NEXTERA ENERGY INC	COM	65339F101	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
NEXTERA ENERGY INC	COM	65339F101	0	7,884	SH		DFND	4,5,14,15	7,884	0	0
NEXTERA ENERGY INC	COM	65339F101	0	1,000	SH		DFND	4.6	1,000	0	0
NEXTERA ENERGY INC	COM	65339F101	0	3,000	SH		DFND	4.6	3,000	0	0
NEXTERA ENERGY INC	COM	65339F101	0	4,000	SH		DFND	4.6	4,000	0	0
NEXTERA ENERGY INC	COM	65339F101	0	9,200	SH		DFND	4.6	9,200	0	0
NEXTERA ENERGY INC	COM	65339F101	0	100	SH		DFND	1	100	0	0
NICE SYS LTD	SPONSORED ADR	653656108	0	31,802	SH		DFND	4.5	31,802	0	0
NIELSEN HOLDINGS N V	COM	N63218106	0	7,767	SH		DFND	4.5	7,767	0	0
NIELSEN HOLDINGS N V	COM	N63218106	0	23,517	SH		DFND	4.5	23,517	0	0
NIELSEN HOLDINGS N V	COM	N63218106	0	700	SH		DFND	4,5,14,15	700	0	0
NIELSEN HOLDINGS N V	COM	N63218106	0	5,200	SH		DFND	4,5,14,15	5,200	0	0
NIELSEN HOLDINGS N V	COM	N63218106	0	16,770	SH		DFND	4.13	16,770	0	0
NIELSEN HOLDINGS N V	COM	N63218106	0	8,700	SH		DFND	4.12	8,700	0	0
NII HLDGS INC	CL B NEW	62913F201	0	1,730	SH		DFND	4,5,14,15	1,730	0	0
NIKE INC	CL B	654106103	0	191,841	SH		DFND	4.5	191,841	0	0
NIKE INC	CL B	654106103	0	971,813	SH		DFND	4.5	971,813	0	0
NIKE INC	CL B	654106103	0	4,400	SH		DFND	4,5,14,15	4,400	0	0
NIKE INC	CL B	654106103	0	17,488	SH		DFND	4,5,14,15	17,488	0	0
NIKE INC	CL B	654106103	0	5,600	SH		DFND	4.6	5,600	0	0
NIKE INC	CL B	654106103	0	5,252	SH		DFND	4.12	5,252	0	0
NIKE INC	CL B	654106103	0	5,252	SH		DFND	4.12	5,252	0	0
NIKE INC	CL B	654106103	0	16,100	SH		DFND	4.12	16,100	0	0
NISOURCE INC	COM	65473P105	0	22,164	SH		DFND	4.5	22,164	0	0
NISOURCE INC	COM	65473P105	0	22,402	SH		DFND	4.5	22,402	0	0
NISOURCE INC	COM	65473P105	0	15,864	SH		DFND	4,5,14,15	15,864	0	0
NISOURCE INC	COM	65473P105	0	814,727	SH		DFND	4,5,14,15	814,727	0	0
NISOURCE INC	COM	65473P105	0	17,600	SH		DFND	4.6	17,600	0	0
NISOURCE INC	COM	65473P105	0	287	SH		DFND	1	287	0	0
NISOURCE INC	COM	65473P105	0	4,489	SH		DFND	4.11	4,489	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	25,226	SH		DFND	4.5	25,226	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	33,935	SH		DFND	4.5	33,935	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	6,914	SH		DFND	4,5,7,8	6,914	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	19,289	SH		DFND	4,5,7,8	19,289	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	5,600	SH		DFND	4,5,14,15	5,600	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	6,882	SH		DFND	4,5,14,15	6,882	0	0
NOBLE CORPORATION BAAR	NAMEN -AKT	H5833N103	0	7,000	SH		DFND	4.6	7,000	0	0
NOBLE ENERGY INC	COM	655044105	0	31,134	SH		DFND	4.5	31,134	0	0
NOBLE ENERGY INC	COM	655044105	0	57,795	SH		DFND	4.5	57,795	0	0
NOBLE ENERGY INC	COM	655044105	0	3,600	SH		DFND	4,5,7,8	3,600	0	0
NOBLE ENERGY INC	COM	655044105	0	12,434	SH		DFND	4,5,14,15	12,434	0	0
NOBLE ENERGY INC	COM	655044105	0	270,800	SH		DFND	4,5,14,15	270,800	0	0
NOBLE ENERGY INC	COM	655044105	0	17,320	SH		DFND	4.13	17,320	0	0
NOBLE ENERGY INC	COM	655044105	0	7,200	SH		DFND	4.6	7,200	0	0
NOBLE ENERGY INC	COM	655044105	0	8,800	SH		DFND	4.6	8,800	0	0
NOBLE ENERGY INC	COM	655044105	0	17,600	SH		DFND	4.6	17,600	0	0
NOBLE ENERGY INC	COM	655044105	0	6,420	SH		DFND	4.12	6,420	0	0
NOKIA CORP	SPONSORED ADR	654902204	0	800	SH		DFND	blank	800	0	0
NORDSTROM INC	COM	655664100	0	12,255	SH		DFND	4.5	12,255	0	0
NORDSTROM INC	COM	655664100	0	17,712	SH		DFND	4.5	17,712	0	0
NORDSTROM INC	COM	655664100	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
NORDSTROM INC	COM	655664100	0	5,656	SH		DFND	4,5,14,15	5,656	0	0
NORDSTROM INC	COM	655664100	0	1,300	SH		DFND	4.6	1,300	0	0
NORDSTROM INC	COM	655664100	0	10,000	SH		DFND	4.6	10,000	0	0
NORDSTROM INC	COM	655664100	0	15,000	SH		DFND	4.6	15,000	0	0
NORDSTROM INC	COM	655664100	0	47,500	SH		DFND	4.6	47,500	0	0
NORDSTROM INC	COM	655664100	0	6,681	SH		DFND	4.12	6,681	0	0
NORDSTROM INC	COM	655664100	0	6,681	SH		DFND	4.12	6,681	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	25,013	SH		DFND	4.5	25,013	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	25,077	SH		DFND	4.5	25,077	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	931	SH		DFND	4,5,7,8	931	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	7,035	SH		DFND	4,5,14,15	7,035	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	1,752	SH		DFND	4.12	1,752	0	0
NORFOLK SOUTHERN CORP	COM	655844108	0	1,752	SH		DFND	4.12	1,752	0	0
NORTEK INC	COM NEW	656559309	0	94,043	SH		DFND	4,5,7,8	94,043	0	0
NORTEL INVERSORA S A	SPON ADR PFD B	656567401	0	153,300	SH		DFND	4.5	153,300	0	0
NORTEL INVERSORA S A	SPON ADR PFD B	656567401	0	277,232	SH		DFND	4.5	277,232	0	0
NORTH VALLEY BANCORP	COM NEW	66304M204	0	7,749	SH		DFND	4,5,7,8	7,749	0	0
NORTHEAST CMNTY BANCORP INC	COM	664112109	0	4,525	SH		DFND	4,5,7,8	4,525	0	0
NORTHEAST UTILS	COM	664397106	0	21,390	SH		DFND	4.5	21,390	0	0
NORTHEAST UTILS	COM	664397106	0	26,477	SH		DFND	4.5	26,477	0	0
NORTHEAST UTILS	COM	664397106	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
NORTHEAST UTILS	COM	664397106	0	5,565	SH		DFND	4,5,14,15	5,565	0	0
NORTHEAST UTILS	COM	664397106	0	22,975	SH		DFND	1.3	22,975	0	0
NORTHEAST UTILS	COM	664397106	0	19,344	SH		DFND	1.2	19,344	0	0
NORTHEAST UTILS	COM	664397106	0	3,012	SH		DFND	4.11	3,012	0	0
NORTHERN TR CORP	COM	665859104	0	14,695	SH		DFND	4.5	14,695	0	0
NORTHERN TR CORP	COM	665859104	0	14,988	SH		DFND	4.5	14,988	0	0
NORTHERN TR CORP	COM	665859104	0	2,250	SH		DFND	4,5,14,15	2,250	0	0
NORTHERN TR CORP	COM	665859104	0	6,979	SH		DFND	4,5,14,15	6,979	0	0
NORTHERN TR CORP	COM	665859104	0	2,750	SH		DFND	4.12	2,750	0	0
NORTHERN TR CORP	COM	665859104	0	2,750	SH		DFND	4.12	2,750	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	16,805	SH		DFND	4.5	16,805	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	36,145	SH		DFND	4.5	36,145	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	800	SH		DFND	4,5,14,15	800	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	6,505	SH		DFND	4,5,14,15	6,505	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	7,500	SH		DFND	4.6	7,500	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	78	SH		DFND	1	78	0	0
NORTHROP GRUMMAN CORP	COM	666807102	0	1,090,602	SH		DFND	4.11	1,090,602	0	0
NORWEGIAN CRUISE LINE HLDGS LT	SHS	G66721104	0	7,102	SH		DFND	4,5,7,8	7,102	0	0
NOVACOPPER INC	COM	66988K102	0	156,055	SH		DFND	4,5,7,8	156,055	0	0
NOVAGOLD RES INC	COM NEW	66987E206	0	961,444	SH		DFND	4,5,7,8	961,444	0	0
NOVARTIS A G	SPONSORED ADR	66987V109	0	7,700	SH		DFND	4.12	7,700	0	0
NQ MOBILE INC	ADR REPSTG CL A	64118U108	0	1,948	SH		DFND	4,5,7,8	1,948	0	0
NRG ENERGY INC	COM NEW	629377508	0	32,693	SH		DFND	4.5	32,693	0	0
NRG ENERGY INC	COM NEW	629377508	0	34,343	SH		DFND	4.5	34,343	0	0
NRG ENERGY INC	COM NEW	629377508	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
NRG ENERGY INC	COM NEW	629377508	0	6,020	SH		DFND	4,5,14,15	6,020	0	0
NRG ENERGY INC	COM NEW	629377508	0	29,800	SH		DFND	4.6	29,800	0	0
NRG ENERGY INC	COM NEW	629377508	0	40,700	SH		DFND	4.6	40,700	0	0
NRG ENERGY INC	COM NEW	629377508	0	4,374	SH		DFND	4.11	4,374	0	0
NUANCE COMMUNICATIONS INC	SR SB CV 2.75%27	67020YAB6	0	3,460,000	PRN		DFND	4.5	0	0	3,460,000
NUANCE COMMUNICATIONS INC	SR CV NT 2.75%31	67020YAF7	0	6,513,000	PRN		DFND	4.5	0	0	6,513,000
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	23,273	SH		DFND	4.5	23,273	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	77,185	SH		DFND	4.5	77,185	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	13,957	SH		DFND	4,5,7,8	13,957	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	3,944	SH		DFND	4,5,14,15	3,944	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	30,300	SH		DFND	4.13	30,300	0	0
NUCOR CORP	COM	670346105	0	103,100	SH		DFND	4.5	103,100	0	0
NUCOR CORP	COM	670346105	0	227,257	SH		DFND	4.5	227,257	0	0
NUCOR CORP	COM	670346105	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
NUCOR CORP	COM	670346105	0	8,577	SH		DFND	4,5,14,15	8,577	0	0
NUCOR CORP	COM	670346105	0	9,500	SH		DFND	4.6	9,500	0	0
NVIDIA CORP	COM	67066G104	0	75,609	SH		DFND	4.5	75,609	0	0
NVIDIA CORP	COM	67066G104	0	596,751	SH		DFND	4.5	596,751	0	0
NVIDIA CORP	COM	67066G104	0	33,453	SH		DFND	4,5,14,15	33,453	0	0
NVIDIA CORP	COM	67066G104	0	1,576,000	SH		DFND	4,5,14,15	1,576,000	0	0
NVIDIA CORP	COM	67066G104	0	20,000	SH		DFND	4.6	20,000	0	0
NVIDIA CORP	COM	67066G104	0	23,000	SH		DFND	4.6	23,000	0	0
NVIDIA CORP	COM	67066G104	0	99,600	SH		DFND	4.6	99,600	0	0
NVIDIA CORP	COM	67066G104	0	28,100	SH		DFND	4.12	28,100	0	0
NVR INC	COM	62944T105	0	254	SH		DFND	4.5	254	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	0	6,194	SH		DFND	4.5	6,194	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	0	6,981	SH		DFND	4,5,7,8	6,981	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	0	14,889	SH		DFND	4,5,7,8	14,889	0	0
NXSTAGE MEDICAL INC	COM	67072V103	0	34,442	SH		DFND	4,5,7,8	34,442	0	0
NYSE EURONEXT	COM	629491101	0	18,499	SH		DFND	4.5	18,499	0	0
NYSE EURONEXT	COM	629491101	0	30,810	SH		DFND	4.5	30,810	0	0
NYSE EURONEXT	COM	629491101	0	484,685	SH		DFND	4.5	484,685	0	0
NYSE EURONEXT	COM	629491101	0	93,538	SH		DFND	4,5,7,8	93,538	0	0
NYSE EURONEXT	COM	629491101	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
NYSE EURONEXT	COM	629491101	0	2,661	SH		DFND	4,5,14,15	2,661	0	0
NYSE EURONEXT	COM	629491101	0	44,900	SH		DFND	4.6	44,900	0	0
NYSE EURONEXT	COM	629491101	0	2,086	SH		DFND	4.11	2,086	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	8,750	SH		DFND	4.5	8,750	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	23,711	SH		DFND	4.5	23,711	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	300	SH		DFND	4,5,14,15	300	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	3,743	SH		DFND	4,5,14,15	3,743	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	4,100	SH		DFND	4.6	4,100	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	5,100	SH		DFND	1	5,100	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	3,382	SH		DFND	4.12	3,382	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	0	3,382	SH		DFND	4.12	3,382	0	0
OASIS PETE INC NEW	COM	674215108	0	6,200	SH		DFND	4,5,7,8	6,200	0	0
OBA FINL SVCS INC	COM	67424G101	0	1,299	SH		DFND	4,5,7,8	1,299	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	4,060	SH		DFND	4.5	4,060	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	109,866	SH		DFND	4.5	109,866	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	276,567	SH		DFND	4.5	276,567	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	5,300	SH		DFND	4,5,7,8	5,300	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	6,100	SH		DFND	4,5,7,8	6,100	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	7,900	SH		DFND	4,5,7,8	7,900	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	21,128	SH		DFND	4,5,14,15	21,128	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	148,200	SH		DFND	4,5,14,15	148,200	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	12,880	SH		DFND	4.13	12,880	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	1,500	SH		DFND	4.6	1,500	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	3,000	SH		DFND	4.6	3,000	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	7,500	SH		DFND	4.6	7,500	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	8,000	SH		DFND	4.6	8,000	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	9,800	SH		DFND	4.6	9,800	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	12,600	SH		DFND	4.6	12,600	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	42,900	SH		DFND	4.6	42,900	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	304,090	SH		DFND	1.3	304,090	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	44	SH		DFND	1	44	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	37,153	SH		DFND	1.2	37,153	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	12,700	SH		DFND	4.12	12,700	0	0
OCCIDENTAL PETE CORP DEL	COM	674599105	0	12,880	SH		DFND	4.11	12,880	0	0
OCEAN RIG UDW INC	SHS	Y64354205	0	600	SH		DFND	4,5,7,8	600	0	0
OCEAN RIG UDW INC	SHS	Y64354205	0	182,200	SH		DFND	4,5,7,8	182,200	0	0
OCEAN SHORE HLDG CO NEW	COM	67501R103	0	6,202	SH		DFND	4,5,7,8	6,202	0	0
OCEANEERING INTL INC	COM	675232102	0	7,600	SH		DFND	4.5	7,600	0	0
OCEANEERING INTL INC	COM	675232102	0	73,085	SH		DFND	4.5	73,085	0	0
OCEANEERING INTL INC	COM	675232102	0	600	SH		DFND	4,5,14,15	600	0	0
OCEANEERING INTL INC	COM	675232102	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
OCEANEERING INTL INC	COM	675232102	0	8,200	SH		DFND	1	8,200	0	0
OCEANEERING INTL INC	COM	675232102	0	1,321	SH		DFND	4.11	1,321	0	0
OCWEN FINL CORP	COM NEW	675746309	0	9,001	SH		DFND	4,5,7,8	9,001	0	0
OCWEN FINL CORP	COM NEW	675746309	0	9,700	SH		DFND	4,5,7,8	9,700	0	0
OCWEN FINL CORP	COM NEW	675746309	0	8,600	SH		DFND	4.6	8,600	0	0
OFFICE DEPOT INC	COM	676220106	0	74,554	SH		DFND	4,5,7,8	74,554	0	0
OFFICE DEPOT INC	COM	676220106	0	93,442	SH		DFND	4,5,7,8	93,442	0	0
OFFICE DEPOT INC	COM	676220106	0	1,610,276	SH		DFND	4,5,7,8	1,610,276	0	0
OFFICEMAX INC DEL	COM	67622P101	0	14	SH		DFND	4,5,7,8	14	0	0
OFG BANCORP	COM	67103X102	0	4,000	SH		DFND	4.6	4,000	0	0
OFG BANCORP	COM	67103X102	0	20,000	SH		DFND	4.6	20,000	0	0
OFG BANCORP	COM	67103X102	0	49,500	SH		DFND	4.6	49,500	0	0
OFS CAP CORP	COM	67103B100	0	4,584	SH		DFND	4,5,7,8	4,584	0	0
OGE ENERGY CORP	COM	670837103	0	5,812	SH		DFND	4.5	5,812	0	0
OGE ENERGY CORP	COM	670837103	0	8,500	SH		DFND	4.5	8,500	0	0
OGE ENERGY CORP	COM	670837103	0	4,000	SH		DFND	4,5,14,15	4,000	0	0
OIL STS INTL INC	COM	678026105	0	167,801	SH		DFND	4,5,7,8	167,801	0	0
OIL STS INTL INC	COM	678026105	0	168,663	SH		DFND	4,5,7,8	168,663	0	0
OIL STS INTL INC	COM	678026105	0	500	SH		DFND	4.6	500	0	0
OIL STS INTL INC	COM	678026105	0	3,500	SH		DFND	4.6	3,500	0	0
OIL STS INTL INC	COM	678026105	0	6,300	SH		DFND	4.6	6,300	0	0
OLD LINE BANCSHARES INC	COM	67984M100	0	1,915	SH		DFND	4,5,7,8	1,915	0	0
OLD REP INTL CORP	COM	680223104	0	20,770	SH		DFND	4.5	20,770	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	0	21,929	SH		DFND	4.5	21,929	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	0	2,979	SH		DFND	4,5,7,8	2,979	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	0	17,600	SH		DFND	4,5,14,15	17,600	0	0
OMNIAMERICAN BANCORP INC	COM	68216R107	0	4,066	SH		DFND	4,5,7,8	4,066	0	0
OMNICARE INC	COM	681904108	0	4,372	SH		DFND	4.5	4,372	0	0
OMNICARE INC	COM	681904108	0	27,646	SH		DFND	4.5	27,646	0	0
OMNICARE INC	COM	681904108	0	700	SH		DFND	4,5,14,15	700	0	0
OMNICARE INC	COM	681904108	0	4,392	SH		DFND	4,5,14,15	4,392	0	0
OMNICARE INC	COM	681904108	0	6,500	SH		DFND	4.6	6,500	0	0
OMNICOM GROUP INC	NT ZERO CV 32	681919AV8	0	4,350,000	PRN		DFND	4.5	0	0	4,350,000
OMNICOM GROUP INC	COM	681919106	0	107,093	SH		DFND	4.5	107,093	0	0
OMNICOM GROUP INC	COM	681919106	0	509,931	SH		DFND	4.5	509,931	0	0
OMNICOM GROUP INC	COM	681919106	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
OMNICOM GROUP INC	COM	681919106	0	6,196	SH		DFND	4,5,14,15	6,196	0	0
OMNICOM GROUP INC	COM	681919106	0	8,386	SH		DFND	4.6	8,386	0	0
OMNICOM GROUP INC	COM	681919106	0	11,300	SH		DFND	4.6	11,300	0	0
OMNICOM GROUP INC	COM	681919106	0	12,800	SH		DFND	4.6	12,800	0	0
OMNICOM GROUP INC	COM	681919106	0	701,700	SH		DFND	4.11	701,700	0	0
OMNIVISION TECHNOLOGIES INC	COM	682128103	0	64	SH		DFND	4,5,7,8	64	0	0
ON SEMICONDUCTOR CORP	COM	682189105	0	3,431	SH		DFND	4,5,7,8	3,431	0	0
ON SEMICONDUCTOR CORP	COM	682189105	0	24,477	SH		DFND	4,5,7,8	24,477	0	0
ONE LIBERTY PPTYS INC	COM	682406103	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
ONEOK INC NEW	COM	682680103	0	18,322	SH		DFND	4.5	18,322	0	0
ONEOK INC NEW	COM	682680103	0	172,745	SH		DFND	4.5	172,745	0	0
ONEOK INC NEW	COM	682680103	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
ONEOK INC NEW	COM	682680103	0	5,390	SH		DFND	4,5,14,15	5,390	0	0
ONEOK INC NEW	COM	682680103	0	11,300	SH		DFND	4.6	11,300	0	0
ONEOK INC NEW	COM	682680103	0	2,641	SH		DFND	4.11	2,641	0	0
ONEOK INC NEW	COM	682680103	0	11,415	SH		DFND	4.11	11,415	0	0
ONYX PHARMACEUTICALS INC	COM	683399109	0	5,100	SH		DFND	4.5	5,100	0	0
ONYX PHARMACEUTICALS INC	COM	683399109	0	5,700	SH		DFND	4.5	5,700	0	0
ONYX PHARMACEUTICALS INC	COM	683399109	0	2,031	SH		DFND	4,5,7,8	2,031	0	0
OPEN TEXT CORP	COM	683715106	0	20,128	SH		DFND	4.5	20,128	0	0
OPEN TEXT CORP	COM	683715106	0	25,972	SH		DFND	4.5	25,972	0	0
OPEN TEXT CORP	COM	683715106	0	400	SH		DFND	4,5,14,15	400	0	0
OPTIMER PHARMACEUTICALS INC	COM	68401H104	0	33,627	SH		DFND	4,5,7,8	33,627	0	0
ORACLE CORP	COM	68389X105	0	327,387	SH		DFND	4.5	327,387	0	0
ORACLE CORP	COM	68389X105	0	1,509,582	SH		DFND	4.5	1,509,582	0	0
ORACLE CORP	COM	68389X105	0	905	SH		DFND	4,5,7,8	905	0	0
ORACLE CORP	COM	68389X105	0	1,394	SH		DFND	4,5,7,8	1,394	0	0
ORACLE CORP	COM	68389X105	0	7,700	SH		DFND	4,5,7,8	7,700	0	0
ORACLE CORP	COM	68389X105	0	102,379	SH		DFND	4,5,14,15	102,379	0	0
ORACLE CORP	COM	68389X105	0	1,533,120	SH		DFND	4,5,14,15	1,533,120	0	0
ORACLE CORP	COM	68389X105	0	76,020	SH		DFND	4.13	76,020	0	0
ORACLE CORP	COM	68389X105	0	1,700	SH		DFND	4.6	1,700	0	0
ORACLE CORP	COM	68389X105	0	3,300	SH		DFND	4.6	3,300	0	0
ORACLE CORP	COM	68389X105	0	10,000	SH		DFND	4.6	10,000	0	0
ORACLE CORP	COM	68389X105	0	16,500	SH		DFND	4.6	16,500	0	0
ORACLE CORP	COM	68389X105	0	16,900	SH		DFND	4.6	16,900	0	0
ORACLE CORP	COM	68389X105	0	22,200	SH		DFND	4.6	22,200	0	0
ORACLE CORP	COM	68389X105	0	24,900	SH		DFND	4.6	24,900	0	0
ORACLE CORP	COM	68389X105	0	25,000	SH		DFND	4.6	25,000	0	0
ORACLE CORP	COM	68389X105	0	28,000	SH		DFND	4.6	28,000	0	0
ORACLE CORP	COM	68389X105	0	30,713	SH		DFND	4.6	30,713	0	0
ORACLE CORP	COM	68389X105	0	155,300	SH		DFND	4.6	155,300	0	0
ORACLE CORP	COM	68389X105	0	211,344	SH		DFND	1.3	211,344	0	0
ORACLE CORP	COM	68389X105	0	118	SH		DFND	1	118	0	0
ORACLE CORP	COM	68389X105	0	128,537	SH		DFND	1.2	128,537	0	0
ORACLE CORP	COM	68389X105	0	12,500	SH		DFND	4.12	12,500	0	0
ORACLE CORP	COM	68389X105	0	76,020	SH		DFND	4.11	76,020	0	0
ORACLE CORP	COM	68389X105	0	1,837,666	SH		DFND	4.11	1,837,666	0	0
ORBITAL SCIENCES CORP	COM	685564106	0	3,500	SH		DFND	4.12	3,500	0	0
ORIENT-EXPRESS HOTELS LTD	CL A	G67743107	0	61,346	SH		DFND	4,5,7,8	61,346	0	0
ORIENT-EXPRESS HOTELS LTD	CL A	G67743107	0	22,990	SH		DFND	4,5,16	22,990	0	0
OSHKOSH CORP	COM	688239201	0	683	SH		DFND	4,5,7,8	683	0	0
OSI SYSTEMS INC	COM	671044105	0	69,677	SH		DFND	4,5,7,8	69,677	0	0
OWENS CORNING NEW	COM	690742101	0	161,018	SH		DFND	4,5,7,8	161,018	0	0
OWENS ILL INC	COM NEW	690768403	0	15,384	SH		DFND	4.5	15,384	0	0
OWENS ILL INC	COM NEW	690768403	0	18,603	SH		DFND	4.5	18,603	0	0
OWENS ILL INC	COM NEW	690768403	0	900	SH		DFND	4,5,14,15	900	0	0
OWENS ILL INC	COM NEW	690768403	0	3,629	SH		DFND	4,5,14,15	3,629	0	0
OWENS ILL INC	COM NEW	690768403	0	3,264	SH		DFND	4.11	3,264	0	0
PACCAR INC	COM	693718108	0	21,691	SH		DFND	4.5	21,691	0	0
PACCAR INC	COM	693718108	0	21,753	SH		DFND	4.5	21,753	0	0
PACCAR INC	COM	693718108	0	900	SH		DFND	4,5,14,15	900	0	0
PACCAR INC	COM	693718108	0	5,410	SH		DFND	4,5,14,15	5,410	0	0
PACIFIC MERCANTILE BANCORP	COM	694552100	0	3,844	SH		DFND	4,5,7,8	3,844	0	0
PACIFIC PREMIER BANCORP	COM	69478X105	0	11,933	SH		DFND	4,5,7,8	11,933	0	0
PACKAGING CORP AMER	COM	695156109	0	90	SH		DFND	4.5	90	0	0
PALL CORP	COM	696429307	0	7,329	SH		DFND	4.5	7,329	0	0
PALL CORP	COM	696429307	0	9,268	SH		DFND	4.5	9,268	0	0
PALL CORP	COM	696429307	0	700	SH		DFND	4,5,14,15	700	0	0
PALL CORP	COM	696429307	0	3,215	SH		DFND	4,5,14,15	3,215	0	0
PALL CORP	COM	696429307	0	10,990	SH		DFND	4.13	10,990	0	0
PALL CORP	COM	696429307	0	16,902	SH		DFND	4.13	16,902	0	0
PALL CORP	COM	696429307	0	16,902	SH		DFND	4.11	16,902	0	0
PALO ALTO NETWORKS INC	COM	697435105	0	9,220	SH		DFND	4.5	9,220	0	0
PARAMOUNT GOLD & SILVER CORP	COM	69924P102	0	63,394	SH		DFND	1	63,394	0	0
PARKER HANNIFIN CORP	COM	701094104	0	10,791	SH		DFND	4.5	10,791	0	0
PARKER HANNIFIN CORP	COM	701094104	0	13,013	SH		DFND	4.5	13,013	0	0
PARKER HANNIFIN CORP	COM	701094104	0	900	SH		DFND	4,5,14,15	900	0	0
PARKER HANNIFIN CORP	COM	701094104	0	2,356	SH		DFND	4,5,14,15	2,356	0	0
PARKERVISION INC	COM	701354102	0	100	SH		DFND	1.3	100	0	0
PARKWAY PPTYS INC	COM	70159Q104	0	8,099	SH		DFND	4.5	8,099	0	0
PARKWAY PPTYS INC	COM	70159Q104	0	4,600	SH		DFND	4,5,14,15	4,600	0	0
PARKWAY PPTYS INC	COM	70159Q104	0	17,869	SH		DFND	4,5,16	17,869	0	0
PARTNERRE LTD	COM	G6852T105	0	75	SH		DFND	4.5	75	0	0
PARTNERRE LTD	COM	G6852T105	0	18,498	SH		DFND	4.5	18,498	0	0
PARTNERRE LTD	COM	G6852T105	0	19,639	SH		DFND	4.5	19,639	0	0
PARTNERRE LTD	COM	G6852T105	0	400	SH		DFND	4,5,14,15	400	0	0
PARTNERRE LTD	COM	G6852T105	0	1,431	SH		DFND	4,5,14,15	1,431	0	0
PARTNERRE LTD	COM	G6852T105	0	4,200	SH		DFND	4.12	4,200	0	0
PATTERSON COMPANIES INC	COM	703395103	0	3,189	SH		DFND	4.5	3,189	0	0
PATTERSON COMPANIES INC	COM	703395103	0	12,100	SH		DFND	4.5	12,100	0	0
PATTERSON COMPANIES INC	COM	703395103	0	857	SH		DFND	4,5,7,8	857	0	0
PATTERSON COMPANIES INC	COM	703395103	0	3,189	SH		DFND	4,5,14,15	3,189	0	0
PATTERSON UTI ENERGY INC	COM	703481101	0	19,530	SH		DFND	4.5	19,530	0	0
PATTERSON UTI ENERGY INC	COM	703481101	0	1,590	SH		DFND	4,5,7,8	1,590	0	0
PATTERSON UTI ENERGY INC	COM	703481101	0	17,207	SH		DFND	4,5,7,8	17,207	0	0
PAYCHEX INC	COM	704326107	0	22,979	SH		DFND	4.5	22,979	0	0
PAYCHEX INC	COM	704326107	0	23,041	SH		DFND	4.5	23,041	0	0
PAYCHEX INC	COM	704326107	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
PAYCHEX INC	COM	704326107	0	3,693	SH		DFND	4,5,14,15	3,693	0	0
PBF ENERGY INC	CL A	69318G106	0	86,272	SH		DFND	4,5,7,8	86,272	0	0
PBF ENERGY INC	CL A	69318G106	0	94,129	SH		DFND	4,5,7,8	94,129	0	0
PDL BIOPHARMA INC	SR NT CV 3.75%15	69329YAC8	0	157,000	PRN		DFND	4,5,7,8	0	0	157,000
PDL BIOPHARMA INC	SR NT CV 3.75%15	69329YAC8	0	928,000	PRN		DFND	4,5,7,8	0	0	928,000
PDL BIOPHARMA INC	COM	69329Y104	0	10,000	SH		DFND	4,5,14,15	10,000	0	0
PDL BIOPHARMA INC	COM	69329Y104	0	813,800	SH		DFND	4,5,14,15	813,800	0	0
PDL BIOPHARMA INC	COM	69329Y104	0	73,400	SH		DFND	1	73,400	0	0
PEABODY ENERGY CORP	COM	704549104	0	24,135	SH		DFND	4.5	24,135	0	0
PEABODY ENERGY CORP	COM	704549104	0	26,553	SH		DFND	4.5	26,553	0	0
PEABODY ENERGY CORP	COM	704549104	0	2,200	SH		DFND	4,5,14,15	2,200	0	0
PEABODY ENERGY CORP	COM	704549104	0	7,801	SH		DFND	4,5,14,15	7,801	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	0	11,674	SH		DFND	4.5	11,674	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	0	9,613	SH		DFND	4,5,7,8	9,613	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	0	7,100	SH		DFND	4,5,14,15	7,100	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	0	6,200	SH		DFND	4,5,16	6,200	0	0
PEMBINA PIPELINE CORP	COM	706327103	0	14,456	SH		DFND	4.5	14,456	0	0
PEMBINA PIPELINE CORP	COM	706327103	0	29,282	SH		DFND	4.5	29,282	0	0
PEMBINA PIPELINE CORP	COM	706327103	0	1,850	SH		DFND	4,5,14,15	1,850	0	0
PEMBINA PIPELINE CORP	COM	706327103	0	8,189	SH		DFND	4,5,14,15	8,189	0	0
PEMBINA PIPELINE CORP	COM	706327103	0	3,061	SH		DFND	4.11	3,061	0	0
PENDRELL CORP	COM	70686R104	0	87	SH		DFND	1.3	87	0	0
PENGROWTH ENERGY CORP	COM	70706P104	0	14,128	SH		DFND	4.5	14,128	0	0
PENGROWTH ENERGY CORP	COM	70706P104	0	40,104	SH		DFND	4.5	40,104	0	0
PENN NATL GAMING INC	COM	707569109	0	6,672	SH		DFND	4.13	6,672	0	0
PENN NATL GAMING INC	COM	707569109	0	6,672	SH		DFND	4.11	6,672	0	0
PENN WEST PETE LTD NEW	COM	707887105	0	18,761	SH		DFND	4.5	18,761	0	0
PENN WEST PETE LTD NEW	COM	707887105	0	36,933	SH		DFND	4.5	36,933	0	0
PENN WEST PETE LTD NEW	COM	707887105	0	2,900	SH		DFND	4,5,14,15	2,900	0	0
PENN WEST PETE LTD NEW	COM	707887105	0	10,846	SH		DFND	4,5,14,15	10,846	0	0
PENN WEST PETE LTD NEW	COM	707887105	0	1,757,973	SH		DFND	4.11	1,757,973	0	0
PENNEY J C INC	COM	708160106	0	10,268	SH		DFND	4.5	10,268	0	0
PENNEY J C INC	COM	708160106	0	17,690	SH		DFND	4.5	17,690	0	0
PENNEY J C INC	COM	708160106	0	3,382	SH		DFND	4,5,7,8	3,382	0	0
PENNEY J C INC	COM	708160106	0	19,090	SH		DFND	4,5,7,8	19,090	0	0
PENNEY J C INC	COM	708160106	0	2,970	SH		DFND	4,5,14,15	2,970	0	0
PENNEY J C INC	COM	708160106	0	5,961	SH		DFND	4,5,14,15	5,961	0	0
PENNSYLVANIA RL ESTATE INVT TR	SH BEN INT	709102107	0	9,837	SH		DFND	4.5	9,837	0	0
PENNSYLVANIA RL ESTATE INVT TR	SH BEN INT	709102107	0	8,100	SH		DFND	4,5,14,15	8,100	0	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	0	1,200	SH		DFND	4.12	1,200	0	0
PENTAIR LTD	SHS	H6169Q108	0	16,198	SH		DFND	4.5	16,198	0	0
PENTAIR LTD	SHS	H6169Q108	0	68,743	SH		DFND	4.5	68,743	0	0
PENTAIR LTD	SHS	H6169Q108	0	100,955	SH		DFND	4.5	100,955	0	0
PENTAIR LTD	SHS	H6169Q108	0	22,042	SH		DFND	4,5,7,8	22,042	0	0
PENTAIR LTD	SHS	H6169Q108	0	2,061	SH		DFND	4,5,14,15	2,061	0	0
PENTAIR LTD	SHS	H6169Q108	0	2,648	SH		DFND	4,5,14,15	2,648	0	0
PENTAIR LTD	SHS	H6169Q108	0	6,600	SH		DFND	4.12	6,600	0	0
PENTAIR LTD	SHS	H6169Q108	0	1,574	SH		DFND	4.11	1,574	0	0
PENTAIR LTD	SHS	H6169Q108	0	38,477	SH		DFND	4.11	38,477	0	0
PEOPLES FED BANCSHARES INC	COM	711037101	0	5,091	SH		DFND	4,5,7,8	5,091	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	0	74,493	SH		DFND	4.5	74,493	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	0	255,278	SH		DFND	4.5	255,278	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	0	2,500	SH		DFND	4,5,14,15	2,500	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	0	9,624	SH		DFND	4,5,14,15	9,624	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	0	32,800	SH		DFND	4.6	32,800	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	0	6,525	SH		DFND	4.11	6,525	0	0
PEPCO HOLDINGS INC	COM	713291102	0	14,433	SH		DFND	4.5	14,433	0	0
PEPCO HOLDINGS INC	COM	713291102	0	19,986	SH		DFND	4.5	19,986	0	0
PEPCO HOLDINGS INC	COM	713291102	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
PEPCO HOLDINGS INC	COM	713291102	0	91,395	SH		DFND	4,5,14,15	91,395	0	0
PEPSICO INC	COM	713448108	0	400	SH		DFND	4.5	400	0	0
PEPSICO INC	COM	713448108	0	126,970	SH		DFND	4.5	126,970	0	0
PEPSICO INC	COM	713448108	0	296,652	SH		DFND	4.5	296,652	0	0
PEPSICO INC	COM	713448108	0	567,829	SH		DFND	4.5	567,829	0	0
PEPSICO INC	COM	713448108	0	49,392	SH		DFND	4,5,14,15	49,392	0	0
PEPSICO INC	COM	713448108	0	231,731	SH		DFND	4,5,14,15	231,731	0	0
PEPSICO INC	COM	713448108	0	11,490	SH		DFND	4.13	11,490	0	0
PEPSICO INC	COM	713448108	0	1,600	SH		DFND	4.6	1,600	0	0
PEPSICO INC	COM	713448108	0	8,438	SH		DFND	4.6	8,438	0	0
PEPSICO INC	COM	713448108	0	10,100	SH		DFND	4.6	10,100	0	0
PEPSICO INC	COM	713448108	0	10,549	SH		DFND	4.6	10,549	0	0
PEPSICO INC	COM	713448108	0	11,500	SH		DFND	4.6	11,500	0	0
PEPSICO INC	COM	713448108	0	12,500	SH		DFND	4.6	12,500	0	0
PEPSICO INC	COM	713448108	0	24,355	SH		DFND	1.2	24,355	0	0
PEPSICO INC	COM	713448108	0	11,400	SH		DFND	4.12	11,400	0	0
PEPSICO INC	COM	713448108	0	56,200	SH		DFND	4.11	56,200	0	0
PERKINELMER INC	COM	714046109	0	3,424	SH		DFND	4.5	3,424	0	0
PERRIGO CO	COM	714290103	0	34,243	SH		DFND	4.5	34,243	0	0
PERRIGO CO	COM	714290103	0	133,126	SH		DFND	4.5	133,126	0	0
PERRIGO CO	COM	714290103	0	3,006	SH		DFND	4,5,14,15	3,006	0	0
PERRIGO CO	COM	714290103	0	62,500	SH		DFND	4,5,14,15	62,500	0	0
PETROLEO BRASILEIRO SA PETROBR	SP ADR NON VTG	71654V101	0	874,198	SH		DFND	4.5	874,198	0	0
PETROLEO BRASILEIRO SA PETROBR	SP ADR NON VTG	71654V101	0	2,345,052	SH		DFND	4.5	2,345,052	0	0
PETROLEO BRASILEIRO SA PETROBR	SPONSORED ADR	71654V408	0	1,024,400	SH		DFND	4.5	1,024,400	0	0
PETROLEO BRASILEIRO SA PETROBR	SPONSORED ADR	71654V408	0	1,705,362	SH		DFND	4.5	1,705,362	0	0
PETROLEO BRASILEIRO SA PETROBR	SP ADR NON VTG	71654V101	0	360,145	SH		DFND	1.3	360,145	0	0
PETROLEO BRASILEIRO SA PETROBR	SPONSORED ADR	71654V408	0	1,905,785	SH		DFND	1.3	1,905,785	0	0
PETROLEO BRASILEIRO SA PETROBR	SPONSORED ADR	71654V408	0	253,057	SH		DFND	1.2	253,057	0	0
PETSMART INC	COM	716768106	0	7,279	SH		DFND	4.5	7,279	0	0
PETSMART INC	COM	716768106	0	8,652	SH		DFND	4.5	8,652	0	0
PETSMART INC	COM	716768106	0	6,404	SH		DFND	4,5,14,15	6,404	0	0
PETSMART INC	COM	716768106	0	127,700	SH		DFND	4,5,14,15	127,700	0	0
PETSMART INC	COM	716768106	0	7,000	SH		DFND	4.6	7,000	0	0
PETSMART INC	COM	716768106	0	8,000	SH		DFND	1	8,000	0	0
PETSMART INC	COM	716768106	0	1,289	SH		DFND	4.11	1,289	0	0
PETSMART INC	COM	716768106	0	10,281	SH		DFND	4.11	10,281	0	0
PFIZER INC	COM	717081103	0	2,300	SH		DFND	4.5	2,300	0	0
PFIZER INC	COM	717081103	0	128,843	SH		DFND	4.5	128,843	0	0
PFIZER INC	COM	717081103	0	672,466	SH		DFND	4.5	672,466	0	0
PFIZER INC	COM	717081103	0	824,539	SH		DFND	4.5	824,539	0	0
PFIZER INC	COM	717081103	0	2,809,377	SH		DFND	4.5	2,809,377	0	0
PFIZER INC	COM	717081103	0	29,600	SH		DFND	4,5,7,8	29,600	0	0
PFIZER INC	COM	717081103	0	261,094	SH		DFND	4,5,14,15	261,094	0	0
PFIZER INC	COM	717081103	0	1,451,034	SH		DFND	4,5,14,15	1,451,034	0	0
PFIZER INC	COM	717081103	0	8,324	SH		DFND	4.6	8,324	0	0
PFIZER INC	COM	717081103	0	15,170	SH		DFND	4.6	15,170	0	0
PFIZER INC	COM	717081103	0	52,894	SH		DFND	4.6	52,894	0	0
PFIZER INC	COM	717081103	0	84,031	SH		DFND	4.6	84,031	0	0
PFIZER INC	COM	717081103	0	286,476	SH		DFND	4.6	286,476	0	0
PFIZER INC	COM	717081103	0	659,258	SH		DFND	1.3	659,258	0	0
PFIZER INC	COM	717081103	0	908	SH		DFND	1	908	0	0
PFIZER INC	COM	717081103	0	6,650	SH		DFND	1	6,650	0	0
PFIZER INC	COM	717081103	0	7,700	SH		DFND	1	7,700	0	0
PFIZER INC	COM	717081103	0	8,000	SH		DFND	1	8,000	0	0
PFIZER INC	COM	717081103	0	246	SH		DFND	blank	246	0	0
PFIZER INC	COM	717081103	0	37,800	SH		DFND	4.12	37,800	0	0
PFIZER INC	COM	717081103	0	82,803	SH		DFND	4.12	82,803	0	0
PFIZER INC	COM	717081103	0	2,700	SH		DFND	4.11	2,700	0	0
PFIZER INC	COM	717081103	0	3,873	SH		DFND	4.11	3,873	0	0
PFIZER INC	COM	717081103	0	44,318	SH		DFND	4.11	44,318	0	0
PFIZER INC	COM	717081103	0	285,300	SH		DFND	4.11	285,300	0	0
PFIZER INC	COM	717081103	0	412	SH		DFND	blank	412	0	0
PG&E CORP	COM	69331C108	0	45,472	SH		DFND	4.5	45,472	0	0
PG&E CORP	COM	69331C108	0	46,695	SH		DFND	4.5	46,695	0	0
PG&E CORP	COM	69331C108	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
PG&E CORP	COM	69331C108	0	11,419	SH		DFND	4,5,14,15	11,419	0	0
PG&E CORP	COM	69331C108	0	2,400	SH		DFND	4.6	2,400	0	0
PG&E CORP	COM	69331C108	0	15,500	SH		DFND	4.6	15,500	0	0
PG&E CORP	COM	69331C108	0	29,800	SH		DFND	4.6	29,800	0	0
PG&E CORP	COM	69331C108	0	322	SH		DFND	1	322	0	0
PHARMACYCLICS INC	COM	716933106	0	3,600	SH		DFND	4.12	3,600	0	0
PHARMERICA CORP	COM	71714F104	0	2,600	SH		DFND	4.6	2,600	0	0
PHARMERICA CORP	COM	71714F104	0	30,000	SH		DFND	4.6	30,000	0	0
PHARMERICA CORP	COM	71714F104	0	43,000	SH		DFND	4.6	43,000	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	300	SH		DFND	4.5	300	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	126,134	SH		DFND	4.5	126,134	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	803,888	SH		DFND	4.5	803,888	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	8,600	SH		DFND	4,5,14,15	8,600	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	83,116	SH		DFND	4,5,14,15	83,116	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	14,240	SH		DFND	4.13	14,240	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	1,600	SH		DFND	4.6	1,600	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	10,035	SH		DFND	4.6	10,035	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	11,200	SH		DFND	4.6	11,200	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	12,000	SH		DFND	4.6	12,000	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	75,100	SH		DFND	4.6	75,100	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	113,184	SH		DFND	1.3	113,184	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	652	SH		DFND	1	652	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	17,300	SH		DFND	1	17,300	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	59,698	SH		DFND	1.2	59,698	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	4,300	SH		DFND	blank	4,300	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	12,500	SH		DFND	4.12	12,500	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	800	SH		DFND	4.11	800	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	12,575	SH		DFND	4.11	12,575	0	0
PHILIP MORRIS INTL INC	COM	718172109	0	14,240	SH		DFND	4.11	14,240	0	0
PHILLIPS 66	COM	718546104	0	66,686	SH		DFND	4.5	66,686	0	0
PHILLIPS 66	COM	718546104	0	334,653	SH		DFND	4.5	334,653	0	0
PHILLIPS 66	COM	718546104	0	16,007	SH		DFND	4,5,14,15	16,007	0	0
PHILLIPS 66	COM	718546104	0	205,400	SH		DFND	4,5,14,15	205,400	0	0
PHILLIPS 66	COM	718546104	0	6,000	SH		DFND	4.6	6,000	0	0
PHILLIPS 66	COM	718546104	0	39,900	SH		DFND	4.6	39,900	0	0
PHILLIPS 66	COM	718546104	0	30,669	SH		DFND	1.3	30,669	0	0
PHILLIPS 66	COM	718546104	0	25,165	SH		DFND	1.2	25,165	0	0
PHILLIPS 66	COM	718546104	0	4,600	SH		DFND	4.12	4,600	0	0
PHILLIPS 66	COM	718546104	0	14,021	SH		DFND	4.11	14,021	0	0
PHOTRONICS INC	COM	719405102	0	672	SH		DFND	4,5,7,8	672	0	0
PIEDMONT OFFICE REALTY TR INC	COM CL A	720190206	0	32,254	SH		DFND	4.5	32,254	0	0
PIEDMONT OFFICE REALTY TR INC	COM CL A	720190206	0	22,600	SH		DFND	4,5,14,15	22,600	0	0
PIEDMONT OFFICE REALTY TR INC	COM CL A	720190206	0	11,300	SH		DFND	4,5,16	11,300	0	0
PIEDMONT OFFICE REALTY TR INC	COM CL A	720190206	0	55,885	SH		DFND	4,5,16	55,885	0	0
PIMCO ETF TR	TOTL RETN ETF	72201R775	0	2,500	SH		DFND	1	2,500	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	9,018	SH		DFND	4.5	9,018	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	17,165	SH		DFND	4.5	17,165	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	800	SH		DFND	4,5,14,15	800	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	26,299	SH		DFND	4,5,14,15	26,299	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	10,100	SH		DFND	4.6	10,100	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	10,300	SH		DFND	4.6	10,300	0	0
PINNACLE WEST CAP CORP	COM	723484101	0	48,500	SH		DFND	4.6	48,500	0	0
PIONEER ENERGY SVCS CORP	COM	723664108	0	9,222	SH		DFND	4,5,7,8	9,222	0	0
PIONEER NAT RES CO	COM	723787107	0	8,530	SH		DFND	4.5	8,530	0	0
PIONEER NAT RES CO	COM	723787107	0	27,891	SH		DFND	4.5	27,891	0	0
PIONEER NAT RES CO	COM	723787107	0	900	SH		DFND	4,5,14,15	900	0	0
PIONEER NAT RES CO	COM	723787107	0	3,206	SH		DFND	4,5,14,15	3,206	0	0
PIONEER NAT RES CO	COM	723787107	0	2,500	SH		DFND	4.12	2,500	0	0
PIONEER NAT RES CO	COM	723787107	0	3,656	SH		DFND	4.12	3,656	0	0
PIONEER NAT RES CO	COM	723787107	0	3,656	SH		DFND	4.12	3,656	0	0
PITNEY BOWES INC	COM	724479100	0	19,915	SH		DFND	4.5	19,915	0	0
PLUM CREEK TIMBER CO INC	COM	729251108	0	9,403	SH		DFND	4.5	9,403	0	0
PLUM CREEK TIMBER CO INC	COM	729251108	0	16,290	SH		DFND	4.5	16,290	0	0
PLUM CREEK TIMBER CO INC	COM	729251108	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
PLUM CREEK TIMBER CO INC	COM	729251108	0	4,517	SH		DFND	4,5,14,15	4,517	0	0
PLUM CREEK TIMBER CO INC	COM	729251108	0	13,800	SH		DFND	4,5,16	13,800	0	0
PLUM CREEK TIMBER CO INC	COM	729251108	0	604,787	SH		DFND	4.11	604,787	0	0
PMC-SIERRA INC	COM	69344F106	0	13,400	SH		DFND	4.12	13,400	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	141,718	SH		DFND	4.5	141,718	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	385,127	SH		DFND	4.5	385,127	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	13,499	SH		DFND	4,5,14,15	13,499	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	264,200	SH		DFND	4,5,14,15	264,200	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	1,950	SH		DFND	4.6	1,950	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	12,500	SH		DFND	4.6	12,500	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	19,200	SH		DFND	4.6	19,200	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	49,800	SH		DFND	4.6	49,800	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	17	SH		DFND	1	17	0	0
PNC FINL SVCS GROUP INC	COM	693475105	0	16,350	SH		DFND	4.12	16,350	0	0
PNM RES INC	COM	69349H107	0	8,800	SH		DFND	4.12	8,800	0	0
POLARIS INDS INC	COM	731068102	0	700	SH		DFND	4.5	700	0	0
POLARIS INDS INC	COM	731068102	0	7,507	SH		DFND	4.5	7,507	0	0
POLARIS INDS INC	COM	731068102	0	6,500	SH		DFND	4.6	6,500	0	0
POLARIS INDS INC	COM	731068102	0	12,000	SH		DFND	1	12,000	0	0
POLYCOM INC	COM	73172K104	0	2,300	SH		DFND	4.12	2,300	0	0
POLYPORE INTL INC	COM	73179V103	0	94,258	SH		DFND	4.5	94,258	0	0
POLYPORE INTL INC	COM	73179V103	0	225,200	SH		DFND	4.5	225,200	0	0
POOL CORPORATION	COM	73278L105	0	264	SH		DFND	4,5,7,8	264	0	0
POPULAR INC	COM NEW	733174700	0	296,740	SH		DFND	4,5,7,8	296,740	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	0	6,000	SH		DFND	4.12	6,000	0	0
POST HLDGS INC	COM	737446104	0	70,087	SH		DFND	4,5,7,8	70,087	0	0
POST PPTYS INC	COM	737464107	0	9,930	SH		DFND	4.5	9,930	0	0
POST PPTYS INC	COM	737464107	0	6,200	SH		DFND	4,5,14,15	6,200	0	0
POST PPTYS INC	COM	737464107	0	3,086	SH		DFND	4.6	3,086	0	0
POTASH CORP SASK INC	COM	73755L107	0	129,027	SH		DFND	4.5	129,027	0	0
POTASH CORP SASK INC	COM	73755L107	0	153,751	SH		DFND	4.5	153,751	0	0
POTASH CORP SASK INC	COM	73755L107	0	424,495	SH		DFND	4.5	424,495	0	0
POTASH CORP SASK INC	COM	73755L107	0	5,200	SH		DFND	4,5,14,15	5,200	0	0
POTASH CORP SASK INC	COM	73755L107	0	19,022	SH		DFND	4,5,14,15	19,022	0	0
POTASH CORP SASK INC	COM	73755L107	0	71,600	SH		DFND	4,5,14,15	71,600	0	0
POTASH CORP SASK INC	COM	73755L107	0	16,304	SH		DFND	1.3	16,304	0	0
POTASH CORP SASK INC	COM	73755L107	0	105,175	SH		DFND	1.3	105,175	0	0
POTASH CORP SASK INC	COM	73755L107	0	7,808	SH		DFND	1.2	7,808	0	0
POTASH CORP SASK INC	COM	73755L107	0	725	SH		DFND	blank	725	0	0
POTASH CORP SASK INC	COM	73755L107	0	12,075	SH		DFND	4.11	12,075	0	0
POTASH CORP SASK INC	COM	73755L107	0	863,573	SH		DFND	4.11	863,573	0	0
POWERSHARES DB CMDTY IDX TRACK	UNIT BEN INT	73935S105	0	4,375	SH		DFND	1	4,375	0	0
POWERSHARES ETF TR II	S&P500 LOW VOL	73937B779	0	100	SH		DFND	1	100	0	0
POWERSHARES GLOBAL ETF TRUST	GBL WTR PORT	73936T623	0	4,200	SH		DFND	4.5	4,200	0	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	0	1,000	SH		DFND	4.5	1,000	0	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	0	1,000	SH		DFND	4.5	1,000	0	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	0	1,523	SH		DFND	4.5	1,523	0	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	0	14,000	SH		DFND	4.5	14,000	0	0
POWERSHARES QQQ TRUST	UNIT SER 1	73935A104	0	100	SH		DFND	1	100	0	0
PPG INDS INC	COM	693506107	0	10,410	SH		DFND	4.5	10,410	0	0
PPG INDS INC	COM	693506107	0	20,655	SH		DFND	4.5	20,655	0	0
PPG INDS INC	COM	693506107	0	2,635	SH		DFND	4,5,14,15	2,635	0	0
PPG INDS INC	COM	693506107	0	32,000	SH		DFND	4,5,14,15	32,000	0	0
PPG INDS INC	COM	693506107	0	3,800	SH		DFND	4.6	3,800	0	0
PPG INDS INC	COM	693506107	0	3,903	SH		DFND	4.6	3,903	0	0
PPL CORP	COM	69351T106	0	47,072	SH		DFND	4.5	47,072	0	0
PPL CORP	COM	69351T106	0	77,452	SH		DFND	4.5	77,452	0	0
PPL CORP	COM	69351T106	0	19,887	SH		DFND	4,5,14,15	19,887	0	0
PPL CORP	COM	69351T106	0	507,500	SH		DFND	4,5,14,15	507,500	0	0
PPL CORP	COM	69351T106	0	2,800	SH		DFND	4.6	2,800	0	0
PPL CORP	COM	69351T106	0	22,500	SH		DFND	4.6	22,500	0	0
PPL CORP	COM	69351T106	0	37,900	SH		DFND	4.6	37,900	0	0
PRAXAIR INC	COM	74005P104	0	51,169	SH		DFND	4.5	51,169	0	0
PRAXAIR INC	COM	74005P104	0	234,485	SH		DFND	4.5	234,485	0	0
PRAXAIR INC	COM	74005P104	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
PRAXAIR INC	COM	74005P104	0	5,914	SH		DFND	4,5,14,15	5,914	0	0
PRAXAIR INC	COM	74005P104	0	7,470	SH		DFND	4.13	7,470	0	0
PRAXAIR INC	COM	74005P104	0	5,600	SH		DFND	4.6	5,600	0	0
PRAXAIR INC	COM	74005P104	0	5,900	SH		DFND	4.6	5,900	0	0
PRAXAIR INC	COM	74005P104	0	8,550	SH		DFND	4.6	8,550	0	0
PRAXAIR INC	COM	74005P104	0	4,860	SH		DFND	4.12	4,860	0	0
PRAXAIR INC	COM	74005P104	0	4,860	SH		DFND	4.12	4,860	0	0
PRECIDIAN ETFS TR	MAXIS NIKKEI	74016W106	0	2,900	SH		DFND	4,5,7,8	2,900	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	23,700	SH		DFND	4.5	23,700	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	55,587	SH		DFND	4.5	55,587	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	166,657	SH		DFND	4.5	166,657	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	900	SH		DFND	4,5,14,15	900	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	2,762	SH		DFND	4,5,14,15	2,762	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	5,350	SH		DFND	4.13	5,350	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	15,400	SH		DFND	4.6	15,400	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	1,364	SH		DFND	4.12	1,364	0	0
PRECISION CASTPARTS CORP	COM	740189105	0	1,364	SH		DFND	4.12	1,364	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	7,775	SH		DFND	4.5	7,775	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	16,417	SH		DFND	4.5	16,417	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	17,621	SH		DFND	4.5	17,621	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	2,800	SH		DFND	4,5,7,8	2,800	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	4,721	SH		DFND	4,5,14,15	4,721	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	15,000	SH		DFND	4.13	15,000	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	4,645	SH		DFND	4.6	4,645	0	0
PRICE T ROWE GROUP INC	COM	74144T108	0	6,400	SH		DFND	4.11	6,400	0	0
PRICELINE COM INC	SR BD CV REGS 18	741503AQ9	0	4,576,000	PRN		DFND	4.5	0	0	4,576,000
PRICELINE COM INC	COM NEW	741503403	0	5,325	SH		DFND	4.5	5,325	0	0
PRICELINE COM INC	COM NEW	741503403	0	7,729	SH		DFND	4.5	7,729	0	0
PRICELINE COM INC	COM NEW	741503403	0	25,162	SH		DFND	4.5	25,162	0	0
PRICELINE COM INC	SR BD CV REGS 18	741503AQ9	0	1,685,000	PRN		DFND	4,5,7,8	0	0	1,685,000
PRICELINE COM INC	COM NEW	741503403	0	1,328	SH		DFND	4,5,14,15	1,328	0	0
PRICELINE COM INC	COM NEW	741503403	0	20,050	SH		DFND	4,5,14,15	20,050	0	0
PRICELINE COM INC	COM NEW	741503403	0	690	SH		DFND	4.13	690	0	0
PRICELINE COM INC	COM NEW	741503403	0	350	SH		DFND	4.6	350	0	0
PRICELINE COM INC	COM NEW	741503403	0	750	SH		DFND	4.6	750	0	0
PRICELINE COM INC	COM NEW	741503403	0	1,100	SH		DFND	4.6	1,100	0	0
PRICELINE COM INC	COM NEW	741503403	0	4,200	SH		DFND	4.6	4,200	0	0
PRICELINE COM INC	COM NEW	741503403	0	620	SH		DFND	4.12	620	0	0
PRICELINE COM INC	COM NEW	741503403	0	620	SH		DFND	4.12	620	0	0
PRICELINE COM INC	COM NEW	741503403	0	1,230	SH		DFND	4.11	1,230	0	0
PRICESMART INC	COM	741511109	0	5,098	SH		DFND	4.5	5,098	0	0
PRIMERO MNG CORP	COM	74164W106	0	60,000	SH		DFND	4.5	60,000	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	0	21,223	SH		DFND	4.5	21,223	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	0	42,774	SH		DFND	4.5	42,774	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	0	6,639	SH		DFND	4,5,14,15	6,639	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	0	274,800	SH		DFND	4,5,14,15	274,800	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	0	3,800	SH		DFND	4.12	3,800	0	0
PRIVATEBANCORP INC	COM	742962103	0	4,498	SH		DFND	4,5,7,8	4,498	0	0
PROASSURANCE CORP	COM	74267C106	0	4,100	SH		DFND	4.12	4,100	0	0
PROCTER & GAMBLE CO	COM	742718109	0	700	SH		DFND	4.5	700	0	0
PROCTER & GAMBLE CO	COM	742718109	0	266,484	SH		DFND	4.5	266,484	0	0
PROCTER & GAMBLE CO	COM	742718109	0	307,702	SH		DFND	4.5	307,702	0	0
PROCTER & GAMBLE CO	COM	742718109	0	67,083	SH		DFND	4,5,7,8	67,083	0	0
PROCTER & GAMBLE CO	COM	742718109	0	68,087	SH		DFND	4,5,14,15	68,087	0	0
PROCTER & GAMBLE CO	COM	742718109	0	372,432	SH		DFND	4,5,14,15	372,432	0	0
PROCTER & GAMBLE CO	COM	742718109	0	3,350	SH		DFND	4.6	3,350	0	0
PROCTER & GAMBLE CO	COM	742718109	0	15,300	SH		DFND	4.6	15,300	0	0
PROCTER & GAMBLE CO	COM	742718109	0	16,800	SH		DFND	4.6	16,800	0	0
PROCTER & GAMBLE CO	COM	742718109	0	21,000	SH		DFND	4.6	21,000	0	0
PROCTER & GAMBLE CO	COM	742718109	0	28,097	SH		DFND	4.6	28,097	0	0
PROCTER & GAMBLE CO	COM	742718109	0	65,000	SH		DFND	4.6	65,000	0	0
PROCTER & GAMBLE CO	COM	742718109	0	168,404	SH		DFND	1.3	168,404	0	0
PROCTER & GAMBLE CO	COM	742718109	0	700	SH		DFND	1	700	0	0
PROCTER & GAMBLE CO	COM	742718109	0	124,841	SH		DFND	1.2	124,841	0	0
PROCTER & GAMBLE CO	COM	742718109	0	230	SH		DFND	blank	230	0	0
PROCTER & GAMBLE CO	COM	742718109	0	7,200	SH		DFND	4.12	7,200	0	0
PROCTER & GAMBLE CO	COM	742718109	0	15,400	SH		DFND	4.12	15,400	0	0
PROCTER & GAMBLE CO	COM	742718109	0	6,540	SH		DFND	4.11	6,540	0	0
PROCTER & GAMBLE CO	COM	742718109	0	7,080	SH		DFND	4.11	7,080	0	0
PROGRESSIVE CORP OHIO	COM	743315103	0	38,539	SH		DFND	4.5	38,539	0	0
PROGRESSIVE CORP OHIO	COM	743315103	0	52,479	SH		DFND	4.5	52,479	0	0
PROGRESSIVE CORP OHIO	COM	743315103	0	3,500	SH		DFND	4,5,14,15	3,500	0	0
PROGRESSIVE CORP OHIO	COM	743315103	0	8,408	SH		DFND	4,5,14,15	8,408	0	0
PROGRESSIVE CORP OHIO	COM	743315103	0	3,429	SH		DFND	4.11	3,429	0	0
PROLOGIS	EXCH NT 3.25%15	74340XAT8	0	915,000	PRN		DFND	4.5	0	0	915,000
PROLOGIS INC	COM	74340W103	0	261,663	SH		DFND	4.5	261,663	0	0
PROLOGIS INC	COM	74340W103	0	493,772	SH		DFND	4.5	493,772	0	0
PROLOGIS INC	COM	74340W103	0	6,374	SH		DFND	4,5,7,8	6,374	0	0
PROLOGIS INC	COM	74340W103	0	2,800	SH		DFND	4,5,14,15	2,800	0	0
PROLOGIS INC	COM	74340W103	0	78,365	SH		DFND	4,5,14,15	78,365	0	0
PROLOGIS INC	COM	74340W103	0	12,600	SH		DFND	4.6	12,600	0	0
PROLOGIS INC	COM	74340W103	0	14,600	SH		DFND	4.6	14,600	0	0
PROLOGIS INC	COM	74340W103	0	43,337	SH		DFND	4,5,16	43,337	0	0
PROLOGIS INC	COM	74340W103	0	48,000	SH		DFND	4,5,16	48,000	0	0
PROLOGIS INC	COM	74340W103	0	51,600	SH		DFND	4,5,16	51,600	0	0
PROLOGIS INC	COM	74340W103	0	63,348	SH		DFND	4,5,16	63,348	0	0
PROOFPOINT INC	COM	743424103	0	18,254	SH		DFND	4,5,7,8	18,254	0	0
PROSHARES TR	PSHS ULTSH 20YRS	74347B201	0	1,750	SH		DFND	4.5	1,750	0	0
PROSHARES TR	ULT R/EST NEW	74347X625	0	7,040	SH		DFND	4.5	7,040	0	0
PROSHARES TR	PSHS ULSHT SP500	74347B300	0	1,000	SH		DFND	1	1,000	0	0
PROSHARES TR	PSHS ULT S&P 500	74347R107	0	2,500	SH		DFND	1	2,500	0	0
PROTECTIVE LIFE CORP	COM	743674103	0	3,000	SH		DFND	4,5,14,15	3,000	0	0
PROTECTIVE LIFE CORP	COM	743674103	0	265,600	SH		DFND	4,5,14,15	265,600	0	0
PROTECTIVE LIFE CORP	COM	743674103	0	600	SH		DFND	4.12	600	0	0
PROTHENA CORP PLC	SHS	G72800108	0	734	SH		DFND	4.6	734	0	0
PROTHENA CORP PLC	SHS	G72800108	0	22	SH		DFND	1	22	0	0
PROTHENA CORP PLC	SHS	G72800108	0	932	SH		DFND	4.12	932	0	0
PROTHENA CORP PLC	SHS	G72800108	0	165	SH		DFND	4.11	165	0	0
PRUDENTIAL FINL INC	COM	744320102	0	31,583	SH		DFND	4.5	31,583	0	0
PRUDENTIAL FINL INC	COM	744320102	0	296,484	SH		DFND	4.5	296,484	0	0
PRUDENTIAL FINL INC	COM	744320102	0	17,426	SH		DFND	4,5,14,15	17,426	0	0
PRUDENTIAL FINL INC	COM	744320102	0	350,010	SH		DFND	4,5,14,15	350,010	0	0
PRUDENTIAL FINL INC	COM	744320102	0	13,000	SH		DFND	4.13	13,000	0	0
PRUDENTIAL FINL INC	COM	744320102	0	900	SH		DFND	4.6	900	0	0
PRUDENTIAL FINL INC	COM	744320102	0	4,500	SH		DFND	4.6	4,500	0	0
PRUDENTIAL FINL INC	COM	744320102	0	6,500	SH		DFND	4.6	6,500	0	0
PRUDENTIAL FINL INC	COM	744320102	0	8,100	SH		DFND	4.6	8,100	0	0
PRUDENTIAL FINL INC	COM	744320102	0	8,977	SH		DFND	4.6	8,977	0	0
PRUDENTIAL FINL INC	COM	744320102	0	11,400	SH		DFND	4.6	11,400	0	0
PRUDENTIAL FINL INC	COM	744320102	0	54,827	SH		DFND	4.6	54,827	0	0
PRUDENTIAL FINL INC	COM	744320102	0	45,656	SH		DFND	1.3	45,656	0	0
PRUDENTIAL FINL INC	COM	744320102	0	11,722	SH		DFND	1.2	11,722	0	0
PRUDENTIAL FINL INC	COM	744320102	0	500	SH		DFND	4.12	500	0	0
PRUDENTIAL FINL INC	COM	744320102	0	5,200	SH		DFND	4.12	5,200	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	0	3,309	SH		DFND	4.5	3,309	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	0	4,610	SH		DFND	4,5,16	4,610	0	0
PUBLIC STORAGE	COM	74460D109	0	40,275	SH		DFND	4.5	40,275	0	0
PUBLIC STORAGE	COM	74460D109	0	54,322	SH		DFND	4.5	54,322	0	0
PUBLIC STORAGE	COM	74460D109	0	159	SH		DFND	4,5,7,8	159	0	0
PUBLIC STORAGE	COM	74460D109	0	1,498	SH		DFND	4,5,7,8	1,498	0	0
PUBLIC STORAGE	COM	74460D109	0	600	SH		DFND	4,5,14,15	600	0	0
PUBLIC STORAGE	COM	74460D109	0	22,594	SH		DFND	4,5,14,15	22,594	0	0
PUBLIC STORAGE	COM	74460D109	0	9,800	SH		DFND	4,5,16	9,800	0	0
PUBLIC STORAGE	COM	74460D109	0	12,200	SH		DFND	4,5,16	12,200	0	0
PUBLIC STORAGE	COM	74460D109	0	538	SH		DFND	4.11	538	0	0
PUBLIC STORAGE	COM	74460D109	0	4,473	SH		DFND	4.11	4,473	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	0	36,050	SH		DFND	4.5	36,050	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	0	46,411	SH		DFND	4.5	46,411	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	0	11,147	SH		DFND	4,5,14,15	11,147	0	0
PULTE GROUP INC	COM	745867101	0	25,584	SH		DFND	4.5	25,584	0	0
PULTE GROUP INC	COM	745867101	0	27,445	SH		DFND	4.5	27,445	0	0
PULTE GROUP INC	COM	745867101	0	18,900	SH		DFND	4.6	18,900	0	0
PULTE GROUP INC	COM	745867101	0	3,692	SH		DFND	4.11	3,692	0	0
PVH CORP	COM	693656100	0	6,200	SH		DFND	4.5	6,200	0	0
PVH CORP	COM	693656100	0	7,286	SH		DFND	4.5	7,286	0	0
PVH CORP	COM	693656100	0	400	SH		DFND	4,5,14,15	400	0	0
PVH CORP	COM	693656100	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
PVH CORP	COM	693656100	0	214	SH		DFND	4.11	214	0	0
QEP RES INC	COM	74733V100	0	12,458	SH		DFND	4.5	12,458	0	0
QEP RES INC	COM	74733V100	0	17,434	SH		DFND	4.5	17,434	0	0
QEP RES INC	COM	74733V100	0	240,865	SH		DFND	4,5,7,8	240,865	0	0
QEP RES INC	COM	74733V100	0	277,500	SH		DFND	4,5,7,8	277,500	0	0
QEP RES INC	COM	74733V100	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
QEP RES INC	COM	74733V100	0	4,647	SH		DFND	4,5,14,15	4,647	0	0
QIAGEN NV	REG SHS	N72482107	0	1,427,954	SH		DFND	4.5	1,427,954	0	0
QIAGEN NV	REG SHS	N72482107	0	3,804,892	SH		DFND	4.5	3,804,892	0	0
QIAGEN NV	REG SHS	N72482107	0	1,505	SH		DFND	4,5,14,15	1,505	0	0
QIAGEN NV	REG SHS	N72482107	0	7,295	SH		DFND	4,5,14,15	7,295	0	0
QIAGEN NV	REG SHS	N72482107	0	45,000	SH		DFND	4.13	45,000	0	0
QIAGEN NV	REG SHS	N72482107	0	46,400	SH		DFND	4.13	46,400	0	0
QIAGEN NV	REG SHS	N72482107	0	2,724	SH		DFND	4.6	2,724	0	0
QIAGEN NV	REG SHS	N72482107	0	7,920	SH		DFND	4.6	7,920	0	0
QIAGEN NV	REG SHS	N72482107	0	15,161	SH		DFND	4.6	15,161	0	0
QIAGEN NV	REG SHS	N72482107	0	33,473	SH		DFND	4.6	33,473	0	0
QIAGEN NV	REG SHS	N72482107	0	33,781	SH		DFND	4.6	33,781	0	0
QIAGEN NV	REG SHS	N72482107	0	60,142	SH		DFND	4.6	60,142	0	0
QIAGEN NV	REG SHS	N72482107	0	158,150	SH		DFND	4.6	158,150	0	0
QIAGEN NV	REG SHS	N72482107	0	30,000	SH		DFND	4.5	30,000	0	0
QIAGEN NV	REG SHS	N72482107	0	360,000	SH		DFND	4.5	360,000	0	0
QIAGEN NV	REG SHS	N72482107	0	3,300,000	SH		DFND	4.5	3,300,000	0	0
QIAGEN NV	REG SHS	N72482107	0	22,395	SH		DFND	4.12	22,395	0	0
QIAGEN NV	REG SHS	N72482107	0	128,000	SH		DFND	4.12	128,000	0	0
QIAGEN NV	REG SHS	N72482107	0	3,142	SH		DFND	4.11	3,142	0	0
QIAGEN NV	REG SHS	N72482107	0	3,781	SH		DFND	4.11	3,781	0	0
QIAGEN NV	REG SHS	N72482107	0	4,475	SH		DFND	4.11	4,475	0	0
QIAGEN NV	REG SHS	N72482107	0	7,116	SH		DFND	4.11	7,116	0	0
QIAGEN NV	REG SHS	N72482107	0	11,405	SH		DFND	4.11	11,405	0	0
QIAGEN NV	REG SHS	N72482107	0	15,000	SH		DFND	4.11	15,000	0	0
QIAGEN NV	REG SHS	N72482107	0	20,000	SH		DFND	4.11	20,000	0	0
QIAGEN NV	REG SHS	N72482107	0	26,673	SH		DFND	4.11	26,673	0	0
QIAGEN NV	REG SHS	N72482107	0	30,000	SH		DFND	4.11	30,000	0	0
QIHOO 360 TECHNOLOGY CO LTD	ADS	74734M109	0	65,600	SH		DFND	4.5	65,600	0	0
QLIK TECHNOLOGIES INC	COM	74733T105	0	1,485	SH		DFND	4.5	1,485	0	0
QLIK TECHNOLOGIES INC	COM	74733T105	0	7,600	SH		DFND	4.5	7,600	0	0
QUALCOMM INC	COM	747525103	0	415,415	SH		DFND	4.5	415,415	0	0
QUALCOMM INC	COM	747525103	0	1,601,874	SH		DFND	4.5	1,601,874	0	0
QUALCOMM INC	COM	747525103	0	364	SH		DFND	4,5,7,8	364	0	0
QUALCOMM INC	COM	747525103	0	143,277	SH		DFND	4,5,7,8	143,277	0	0
QUALCOMM INC	COM	747525103	0	48,592	SH		DFND	4,5,14,15	48,592	0	0
QUALCOMM INC	COM	747525103	0	763,090	SH		DFND	4,5,14,15	763,090	0	0
QUALCOMM INC	COM	747525103	0	22,780	SH		DFND	4.13	22,780	0	0
QUALCOMM INC	COM	747525103	0	2,000	SH		DFND	4.6	2,000	0	0
QUALCOMM INC	COM	747525103	0	2,750	SH		DFND	4.6	2,750	0	0
QUALCOMM INC	COM	747525103	0	8,000	SH		DFND	4.6	8,000	0	0
QUALCOMM INC	COM	747525103	0	8,500	SH		DFND	4.6	8,500	0	0
QUALCOMM INC	COM	747525103	0	9,500	SH		DFND	4.6	9,500	0	0
QUALCOMM INC	COM	747525103	0	10,200	SH		DFND	4.6	10,200	0	0
QUALCOMM INC	COM	747525103	0	11,000	SH		DFND	4.6	11,000	0	0
QUALCOMM INC	COM	747525103	0	23,000	SH		DFND	4.6	23,000	0	0
QUALCOMM INC	COM	747525103	0	34,750	SH		DFND	4.6	34,750	0	0
QUALCOMM INC	COM	747525103	0	76,900	SH		DFND	4.6	76,900	0	0
QUALCOMM INC	COM	747525103	0	118,730	SH		DFND	1.3	118,730	0	0
QUALCOMM INC	COM	747525103	0	56,079	SH		DFND	1.2	56,079	0	0
QUALCOMM INC	COM	747525103	0	10,303	SH		DFND	4.12	10,303	0	0
QUALCOMM INC	COM	747525103	0	10,303	SH		DFND	4.12	10,303	0	0
QUALCOMM INC	COM	747525103	0	16,000	SH		DFND	4.12	16,000	0	0
QUANTA SVCS INC	COM	74762E102	0	12,098	SH		DFND	4.5	12,098	0	0
QUANTA SVCS INC	COM	74762E102	0	17,007	SH		DFND	4.5	17,007	0	0
QUANTA SVCS INC	COM	74762E102	0	1,105	SH		DFND	4,5,7,8	1,105	0	0
QUANTA SVCS INC	COM	74762E102	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
QUANTA SVCS INC	COM	74762E102	0	5,863	SH		DFND	4,5,14,15	5,863	0	0
QUANTA SVCS INC	COM	74762E102	0	21,500	SH		DFND	4.6	21,500	0	0
QUANTA SVCS INC	COM	74762E102	0	51,600	SH		DFND	1.3	51,600	0	0
QUANTA SVCS INC	COM	74762E102	0	45,504	SH		DFND	1.2	45,504	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	0	25,994	SH		DFND	4.5	25,994	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	0	502,746	SH		DFND	4.5	502,746	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	0	4,495	SH		DFND	4,5,14,15	4,495	0	0
QUESTAR CORP	COM	748356102	0	263,996	SH		DFND	4.5	263,996	0	0
QUESTAR CORP	COM	748356102	0	357,421	SH		DFND	4.5	357,421	0	0
QUINTILES TRANSNATIO HLDGS INC	COM	74876Y101	0	11,000	SH		DFND	4.13	11,000	0	0
RACKSPACE HOSTING INC	COM	750086100	0	390	SH		DFND	4.5	390	0	0
RACKSPACE HOSTING INC	COM	750086100	0	8,100	SH		DFND	4.5	8,100	0	0
RACKSPACE HOSTING INC	COM	750086100	0	15,086	SH		DFND	4.5	15,086	0	0
RACKSPACE HOSTING INC	COM	750086100	0	600	SH		DFND	4,5,14,15	600	0	0
RADIAN GROUP INC	SR NT CV 3%17	750236AK7	0	58,000	PRN		DFND	4,5,7,8	0	0	58,000
RADIAN GROUP INC	CV SR NT 2.25%19	750236AN1	0	667,000	PRN		DFND	4,5,7,8	0	0	667,000
RADIAN GROUP INC	CV SR NT 2.25%19	750236AN1	0	742,000	PRN		DFND	4,5,7,8	0	0	742,000
RADIAN GROUP INC	COM	750236101	0	7,095	SH		DFND	4,5,7,8	7,095	0	0
RADIAN GROUP INC	COM	750236101	0	87,450	SH		DFND	4,5,7,8	87,450	0	0
RADWARE LTD	ORD	M81873107	0	50,000	SH		DFND	4.5	50,000	0	0
RALPH LAUREN CORP	CL A	751212101	0	5,950	SH		DFND	4.5	5,950	0	0
RALPH LAUREN CORP	CL A	751212101	0	80,372	SH		DFND	4.5	80,372	0	0
RALPH LAUREN CORP	CL A	751212101	0	84	SH		DFND	4,5,7,8	84	0	0
RALPH LAUREN CORP	CL A	751212101	0	400	SH		DFND	4,5,14,15	400	0	0
RALPH LAUREN CORP	CL A	751212101	0	1,712	SH		DFND	4,5,14,15	1,712	0	0
RALPH LAUREN CORP	CL A	751212101	0	4,530	SH		DFND	4.13	4,530	0	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	0	11,232	SH		DFND	4.5	11,232	0	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	0	8,500	SH		DFND	4,5,14,15	8,500	0	0
RAMCO-GERSHENSON PPTYS TR	COM SH BEN INT	751452202	0	6,800	SH		DFND	4,5,16	6,800	0	0
RANDGOLD RES LTD	ADR	752344309	0	180,859	SH		DFND	4.5	180,859	0	0
RANGE RES CORP	COM	75281A109	0	10,186	SH		DFND	4.5	10,186	0	0
RANGE RES CORP	COM	75281A109	0	16,649	SH		DFND	4.5	16,649	0	0
RANGE RES CORP	COM	75281A109	0	2,900	SH		DFND	4,5,7,8	2,900	0	0
RANGE RES CORP	COM	75281A109	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
RANGE RES CORP	COM	75281A109	0	4,000	SH		DFND	4,5,14,15	4,000	0	0
RANGE RES CORP	COM	75281A109	0	1,262	SH		DFND	4.11	1,262	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	0	7,000	SH		DFND	4.5	7,000	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	0	9,400	SH		DFND	4.5	9,400	0	0
RAYONIER INC	COM	754907103	0	4,825	SH		DFND	4.5	4,825	0	0
RAYONIER INC	COM	754907103	0	9,745	SH		DFND	4.5	9,745	0	0
RAYONIER INC	COM	754907103	0	800	SH		DFND	4,5,14,15	800	0	0
RAYONIER INC	COM	754907103	0	3,471	SH		DFND	4,5,14,15	3,471	0	0
RAYONIER INC	COM	754907103	0	237,531	SH		DFND	4.11	237,531	0	0
RAYTHEON CO	COM NEW	755111507	0	21,723	SH		DFND	4.5	21,723	0	0
RAYTHEON CO	COM NEW	755111507	0	27,184	SH		DFND	4.5	27,184	0	0
RAYTHEON CO	COM NEW	755111507	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
RAYTHEON CO	COM NEW	755111507	0	5,561	SH		DFND	4,5,14,15	5,561	0	0
RDA MICROELECTRONICS INC	SPONSORED ADR	749394102	0	22,365	SH		DFND	4,5,7,8	22,365	0	0
REALOGY HLDGS CORP	COM	75605Y106	0	4,100	SH		DFND	4.5	4,100	0	0
REALOGY HLDGS CORP	COM	75605Y106	0	8,500	SH		DFND	4.5	8,500	0	0
REALTY INCOME CORP	COM	756109104	0	13,300	SH		DFND	4.5	13,300	0	0
REALTY INCOME CORP	COM	756109104	0	54,234	SH		DFND	4.5	54,234	0	0
REALTY INCOME CORP	COM	756109104	0	2,594	SH		DFND	4,5,7,8	2,594	0	0
REALTY INCOME CORP	COM	756109104	0	300	SH		DFND	4,5,14,15	300	0	0
REALTY INCOME CORP	COM	756109104	0	31,207	SH		DFND	4,5,14,15	31,207	0	0
REALTY INCOME CORP	COM	756109104	0	18,417	SH		DFND	4,5,16	18,417	0	0
RED HAT INC	COM	756577102	0	49,399	SH		DFND	4.5	49,399	0	0
RED HAT INC	COM	756577102	0	74,545	SH		DFND	4.5	74,545	0	0
RED HAT INC	COM	756577102	0	381	SH		DFND	4,5,7,8	381	0	0
RED HAT INC	COM	756577102	0	56,905	SH		DFND	4,5,7,8	56,905	0	0
RED HAT INC	COM	756577102	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
RED HAT INC	COM	756577102	0	4,416	SH		DFND	4,5,14,15	4,416	0	0
RED HAT INC	COM	756577102	0	3,925	SH		DFND	4.12	3,925	0	0
RED HAT INC	COM	756577102	0	3,925	SH		DFND	4.12	3,925	0	0
REDWOOD TR INC	SR NT CV4.625%18	758075AB1	0	171,000	PRN		DFND	4,5,7,8	0	0	171,000
REDWOOD TR INC	SR NT CV4.625%18	758075AB1	0	444,000	PRN		DFND	4,5,7,8	0	0	444,000
REDWOOD TR INC	SR NT CV4.625%18	758075AB1	0	1,648,000	PRN		DFND	4,5,7,8	0	0	1,648,000
REDWOOD TR INC	COM	758075402	0	11,100	SH		DFND	4,5,7,8	11,100	0	0
REGAL BELOIT CORP	COM	758750103	0	409	SH		DFND	4,5,7,8	409	0	0
REGAL BELOIT CORP	COM	758750103	0	2,400	SH		DFND	4.12	2,400	0	0
REGENCY CTRS CORP	COM	758849103	0	7,000	SH		DFND	4.5	7,000	0	0
REGENCY CTRS CORP	COM	758849103	0	36,049	SH		DFND	4.5	36,049	0	0
REGENCY CTRS CORP	COM	758849103	0	530	SH		DFND	4,5,7,8	530	0	0
REGENCY CTRS CORP	COM	758849103	0	8,573	SH		DFND	4,5,7,8	8,573	0	0
REGENCY CTRS CORP	COM	758849103	0	600	SH		DFND	4,5,14,15	600	0	0
REGENCY CTRS CORP	COM	758849103	0	14,331	SH		DFND	4,5,14,15	14,331	0	0
REGENCY CTRS CORP	COM	758849103	0	10,958	SH		DFND	4,5,16	10,958	0	0
REGENCY CTRS CORP	COM	758849103	0	11,500	SH		DFND	4,5,16	11,500	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	4,800	SH		DFND	4.5	4,800	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	8,777	SH		DFND	4.5	8,777	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	791	SH		DFND	4,5,7,8	791	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	400	SH		DFND	4,5,14,15	400	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	1,193	SH		DFND	4,5,14,15	1,193	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	498	SH		DFND	4.12	498	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	498	SH		DFND	4.12	498	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	0	110	SH		DFND	4.11	110	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	93,473	SH		DFND	4.5	93,473	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	450,363	SH		DFND	4.5	450,363	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	86,762	SH		DFND	4,5,7,8	86,762	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	8,600	SH		DFND	4,5,14,15	8,600	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	14,967	SH		DFND	4,5,14,15	14,967	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	35,000	SH		DFND	4.6	35,000	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	45,000	SH		DFND	4.6	45,000	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	50,000	SH		DFND	4.6	50,000	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	65,000	SH		DFND	4.6	65,000	0	0
REGIONS FINL CORP NEW	COM	7591EP100	0	17,600	SH		DFND	4.12	17,600	0	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	0	150	SH		DFND	4.5	150	0	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	0	2,700	SH		DFND	4.12	2,700	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	0	2,082	SH		DFND	4.5	2,082	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	0	11,015	SH		DFND	4.5	11,015	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	0	300	SH		DFND	4,5,14,15	300	0	0
RENAISSANCERE HOLDINGS LTD	COM	G7496G103	0	3,300	SH		DFND	4.12	3,300	0	0
RENASANT CORP	COM	75970E107	0	1,810	SH		DFND	4,5,7,8	1,810	0	0
RENTECH NITROGEN PARTNERS L P	COM UNIT	760113100	0	26,900	SH		DFND	4.5	26,900	0	0
RENTECH NITROGEN PARTNERS L P	COM UNIT	760113100	0	7,100	SH		DFND	4,5,14,15	7,100	0	0
REPUBLIC SVCS INC	COM	760759100	0	24,633	SH		DFND	4.5	24,633	0	0
REPUBLIC SVCS INC	COM	760759100	0	31,108	SH		DFND	4.5	31,108	0	0
REPUBLIC SVCS INC	COM	760759100	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
REPUBLIC SVCS INC	COM	760759100	0	3,746	SH		DFND	4,5,14,15	3,746	0	0
RESEARCH IN MOTION LTD	COM	760975102	0	22,311	SH		DFND	4.5	22,311	0	0
RESEARCH IN MOTION LTD	COM	760975102	0	75,000	SH		DFND	4.5	75,000	0	0
RESEARCH IN MOTION LTD	COM	760975102	0	97,730	SH		DFND	4.5	97,730	0	0
RESEARCH IN MOTION LTD	COM	760975102	0	2,521	SH		DFND	4,5,14,15	2,521	0	0
RESEARCH IN MOTION LTD	COM	760975102	0	2,900	SH		DFND	4,5,14,15	2,900	0	0
RESEARCH IN MOTION LTD	COM	760975102	0	617,557	SH		DFND	1.3	617,557	0	0
RESMED INC	COM	761152107	0	7,100	SH		DFND	4.5	7,100	0	0
RESMED INC	COM	761152107	0	8,200	SH		DFND	4.5	8,200	0	0
RESMED INC	COM	761152107	0	11,900	SH		DFND	1	11,900	0	0
RESOLUTE ENERGY CORP	COM	76116A108	0	1,249	SH		DFND	4,5,7,8	1,249	0	0
RESOLUTE ENERGY CORP	COM	76116A108	0	5,334	SH		DFND	4,5,7,8	5,334	0	0
RESPONSYS INC	COM	761248103	0	51	SH		DFND	4,5,7,8	51	0	0
RESPONSYS INC	COM	761248103	0	2,726	SH		DFND	4,5,7,8	2,726	0	0
RESTORATION HARDWARE HLDGS INC	COM	761283100	0	599	SH		DFND	4,5,7,8	599	0	0
RETAIL OPPORTUNITY INVTS CORP	COM	76131N101	0	8,731	SH		DFND	4.5	8,731	0	0
RETAIL OPPORTUNITY INVTS CORP	COM	76131N101	0	6,600	SH		DFND	4,5,14,15	6,600	0	0
RETAIL OPPORTUNITY INVTS CORP	COM	76131N101	0	24,100	SH		DFND	4,5,16	24,100	0	0
RETAIL OPPORTUNITY INVTS CORP	COM	76131N101	0	40,185	SH		DFND	4,5,16	40,185	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	0	3,300	SH		DFND	4,5,14,15	3,300	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	0	14,200	SH		DFND	4,5,16	14,200	0	0
REYNOLDS AMERICAN INC	COM	761713106	0	80,669	SH		DFND	4.5	80,669	0	0
REYNOLDS AMERICAN INC	COM	761713106	0	148,406	SH		DFND	4.5	148,406	0	0
REYNOLDS AMERICAN INC	COM	761713106	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
REYNOLDS AMERICAN INC	COM	761713106	0	15,114	SH		DFND	4,5,14,15	15,114	0	0
REYNOLDS AMERICAN INC	COM	761713106	0	3,697	SH		DFND	1	3,697	0	0
RF MICRODEVICES INC	COM	749941100	0	13,302	SH		DFND	4,5,7,8	13,302	0	0
RF MICRODEVICES INC	COM	749941100	0	19,300	SH		DFND	4.12	19,300	0	0
RIO TINTO PLC	SPONSORED ADR	767204100	0	8,968	SH		DFND	4,5,7,8	8,968	0	0
RIO TINTO PLC	SPONSORED ADR	767204100	0	45,720	SH		DFND	1.3	45,720	0	0
RITE AID CORP	COM	767754104	0	9,800	SH		DFND	4.12	9,800	0	0
RIVERBED TECHNOLOGY INC	COM	768573107	0	983	SH		DFND	4,5,7,8	983	0	0
RLJ LODGING TR	COM	74965L101	0	21,484	SH		DFND	4.5	21,484	0	0
RLJ LODGING TR	COM	74965L101	0	14,200	SH		DFND	4,5,14,15	14,200	0	0
RLJ LODGING TR	COM	74965L101	0	20,600	SH		DFND	4,5,16	20,600	0	0
RLJ LODGING TR	COM	74965L101	0	32,255	SH		DFND	4,5,16	32,255	0	0
ROBERT HALF INTL INC	COM	770323103	0	11,574	SH		DFND	4.5	11,574	0	0
ROBERT HALF INTL INC	COM	770323103	0	11,969	SH		DFND	4.5	11,969	0	0
ROBERT HALF INTL INC	COM	770323103	0	800	SH		DFND	4,5,14,15	800	0	0
ROBERT HALF INTL INC	COM	770323103	0	3,979	SH		DFND	4,5,14,15	3,979	0	0
ROCK-TENN CO	CL A	772739207	0	4,013	SH		DFND	4.5	4,013	0	0
ROCK-TENN CO	CL A	772739207	0	4,648	SH		DFND	4.5	4,648	0	0
ROCK-TENN CO	CL A	772739207	0	600	SH		DFND	4,5,14,15	600	0	0
ROCK-TENN CO	CL A	772739207	0	1,142	SH		DFND	4,5,14,15	1,142	0	0
ROCKWELL AUTOMATION INC	COM	773903109	0	3,730	SH		DFND	4.5	3,730	0	0
ROCKWELL AUTOMATION INC	COM	773903109	0	9,930	SH		DFND	4.5	9,930	0	0
ROCKWELL AUTOMATION INC	COM	773903109	0	15,175	SH		DFND	4.5	15,175	0	0
ROCKWELL AUTOMATION INC	COM	773903109	0	3,686	SH		DFND	4,5,14,15	3,686	0	0
ROCKWELL AUTOMATION INC	COM	773903109	0	242,000	SH		DFND	4,5,14,15	242,000	0	0
ROCKWELL AUTOMATION INC	COM	773903109	0	3,520	SH		DFND	4.13	3,520	0	0
ROCKWELL COLLINS INC	COM	774341101	0	9,712	SH		DFND	4.5	9,712	0	0
ROCKWELL COLLINS INC	COM	774341101	0	10,693	SH		DFND	4.5	10,693	0	0
ROCKWELL COLLINS INC	COM	774341101	0	100	SH		DFND	4,5,14,15	100	0	0
ROCKWELL COLLINS INC	COM	774341101	0	5,300	SH		DFND	4,5,14,15	5,300	0	0
ROCKWELL COLLINS INC	COM	774341101	0	1,800	SH		DFND	4.6	1,800	0	0
ROCKWELL COLLINS INC	COM	774341101	0	6,500	SH		DFND	4.6	6,500	0	0
ROCKWELL COLLINS INC	COM	774341101	0	9,500	SH		DFND	4.6	9,500	0	0
ROCKWELL COLLINS INC	COM	774341101	0	18,200	SH		DFND	4.6	18,200	0	0
ROCKWOOD HLDGS INC	COM	774415103	0	75,295	SH		DFND	4,5,7,8	75,295	0	0
ROCKWOOD HLDGS INC	COM	774415103	0	147,372	SH		DFND	4,5,7,8	147,372	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	45,404	SH		DFND	4.5	45,404	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	61,207	SH		DFND	4.5	61,207	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	11,346	SH		DFND	4,5,14,15	11,346	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	22,600	SH		DFND	4,5,14,15	22,600	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	44,900	SH		DFND	4.6	44,900	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	4,475	SH		DFND	1.3	4,475	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	10,800	SH		DFND	1	10,800	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	2,683	SH		DFND	1.2	2,683	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	0	1,518	SH		DFND	4.11	1,518	0	0
ROPER INDS INC NEW	COM	776696106	0	75,883	SH		DFND	4.5	75,883	0	0
ROPER INDS INC NEW	COM	776696106	0	130,233	SH		DFND	4.5	130,233	0	0
ROPER INDS INC NEW	COM	776696106	0	600	SH		DFND	4,5,14,15	600	0	0
ROPER INDS INC NEW	COM	776696106	0	1,245	SH		DFND	4,5,14,15	1,245	0	0
ROPER INDS INC NEW	COM	776696106	0	7,250	SH		DFND	4.13	7,250	0	0
ROPER INDS INC NEW	COM	776696106	0	11,400	SH		DFND	4.13	11,400	0	0
ROPER INDS INC NEW	COM	776696106	0	4,600	SH		DFND	1	4,600	0	0
ROPER INDS INC NEW	COM	776696106	0	11,400	SH		DFND	4.11	11,400	0	0
ROSS STORES INC	COM	778296103	0	181,949	SH		DFND	4.5	181,949	0	0
ROSS STORES INC	COM	778296103	0	261,811	SH		DFND	4.5	261,811	0	0
ROSS STORES INC	COM	778296103	0	10,270	SH		DFND	4,5,14,15	10,270	0	0
ROSS STORES INC	COM	778296103	0	367,000	SH		DFND	4,5,14,15	367,000	0	0
ROSS STORES INC	COM	778296103	0	1,850	SH		DFND	4.6	1,850	0	0
ROSS STORES INC	COM	778296103	0	7,400	SH		DFND	4.6	7,400	0	0
ROSS STORES INC	COM	778296103	0	10,000	SH		DFND	4.6	10,000	0	0
ROSS STORES INC	COM	778296103	0	14,900	SH		DFND	4.6	14,900	0	0
ROSS STORES INC	COM	778296103	0	23,800	SH		DFND	1	23,800	0	0
ROSS STORES INC	COM	778296103	0	4,537	SH		DFND	4.12	4,537	0	0
ROSS STORES INC	COM	778296103	0	4,537	SH		DFND	4.12	4,537	0	0
ROUSE PPTYS INC	COM	779287101	0	6,567	SH		DFND	4.5	6,567	0	0
ROUSE PPTYS INC	COM	779287101	0	2,284	SH		DFND	4,5,14,15	2,284	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	8,352	SH		DFND	4.5	8,352	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	14,076	SH		DFND	4.5	14,076	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	6,481	SH		DFND	4,5,7,8	6,481	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	5,068	SH		DFND	4,5,14,15	5,068	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	12,467	SH		DFND	4.6	12,467	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	57,500	SH		DFND	4.6	57,500	0	0
ROWAN COMPANIES PLC	SHS CL A	G7665A101	0	9,800	SH		DFND	4.12	9,800	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	75,799	SH		DFND	4.5	75,799	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	135,612	SH		DFND	4.5	135,612	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	35,061	SH		DFND	4,5,14,15	35,061	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	321,300	SH		DFND	4,5,14,15	321,300	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	8,982	SH		DFND	4.6	8,982	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	9,400	SH		DFND	4.6	9,400	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	13,900	SH		DFND	4.6	13,900	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	86,700	SH		DFND	4.6	86,700	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	94,629	SH		DFND	1.3	94,629	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	238	SH		DFND	1	238	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	14,290	SH		DFND	1.2	14,290	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	0	550	SH		DFND	blank	550	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	12,159	SH		DFND	4.5	12,159	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	13,996	SH		DFND	4.5	13,996	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	94,509	SH		DFND	4,5,7,8	94,509	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	900	SH		DFND	4,5,14,15	900	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	3,725	SH		DFND	4,5,14,15	3,725	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	14,000	SH		DFND	4.6	14,000	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	0	800	SH		DFND	4.12	800	0	0
ROYAL DUTCH SHELL PLC	SPONS ADR A	780259206	0	228,786	SH		DFND	1.3	228,786	0	0
ROYAL GOLD INC	COM	780287108	0	6,300	SH		DFND	4.5	6,300	0	0
RTI INTL METALS INC	SR CV NT1.625%19	74973WAB3	0	1,283,000	PRN		DFND	4,5,7,8	0	0	1,283,000
RUE21 INC	COM	781295100	0	130,629	SH		DFND	4,5,7,8	130,629	0	0
RYDER SYS INC	COM	783549108	0	850	SH		DFND	4.5	850	0	0
RYDER SYS INC	COM	783549108	0	3,816	SH		DFND	4.5	3,816	0	0
RYDER SYS INC	COM	783549108	0	1,800	SH		DFND	4.12	1,800	0	0
RYLAND GROUP INC	COM	783764103	0	901	SH		DFND	4,5,7,8	901	0	0
RYLAND GROUP INC	COM	783764103	0	1,342	SH		DFND	4,5,7,8	1,342	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	0	63,638	SH		DFND	4,5,7,8	63,638	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	0	5,900	SH		DFND	4,5,14,15	5,900	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	0	6,444	SH		DFND	4.5	6,444	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	0	1,791	SH		DFND	4,5,7,8	1,791	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	0	3,620	SH		DFND	4,5,7,8	3,620	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	0	4,100	SH		DFND	4,5,14,15	4,100	0	0
SAFEWAY INC	COM NEW	786514208	0	31,469	SH		DFND	4.5	31,469	0	0
SAFEWAY INC	COM NEW	786514208	0	63,774	SH		DFND	4.5	63,774	0	0
SAFEWAY INC	COM NEW	786514208	0	50,370	SH		DFND	4,5,7,8	50,370	0	0
SAFEWAY INC	COM NEW	786514208	0	11,067	SH		DFND	4,5,14,15	11,067	0	0
SAFEWAY INC	COM NEW	786514208	0	311,000	SH		DFND	4,5,14,15	311,000	0	0
SAFEWAY INC	COM NEW	786514208	0	2,600	SH		DFND	4.6	2,600	0	0
SAFEWAY INC	COM NEW	786514208	0	9,800	SH		DFND	4.6	9,800	0	0
SAFEWAY INC	COM NEW	786514208	0	30,300	SH		DFND	4.6	30,300	0	0
SAFEWAY INC	COM NEW	786514208	0	3,968	SH		DFND	4.11	3,968	0	0
SAIC INC	COM	78390X101	0	49,028	SH		DFND	4.5	49,028	0	0
SAIC INC	COM	78390X101	0	423,401	SH		DFND	4.5	423,401	0	0
SAIC INC	COM	78390X101	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
SAIC INC	COM	78390X101	0	15,175	SH		DFND	4,5,14,15	15,175	0	0
SAIC INC	COM	78390X101	0	6,527	SH		DFND	4.11	6,527	0	0
SALESFORCE COM INC	COM	79466L302	0	92,465	SH		DFND	4.5	92,465	0	0
SALESFORCE COM INC	COM	79466L302	0	129,725	SH		DFND	4.5	129,725	0	0
SALESFORCE COM INC	COM	79466L302	0	329,996	SH		DFND	4.5	329,996	0	0
SALESFORCE COM INC	COM	79466L302	0	3	SH		DFND	4,5,7,8	3	0	0
SALESFORCE COM INC	COM	79466L302	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
SALESFORCE COM INC	COM	79466L302	0	12,624	SH		DFND	4,5,14,15	12,624	0	0
SALESFORCE COM INC	COM	79466L302	0	22,000	SH		DFND	4.13	22,000	0	0
SALESFORCE COM INC	COM	79466L302	0	8,025	SH		DFND	4.12	8,025	0	0
SALESFORCE COM INC	COM	79466L302	0	8,025	SH		DFND	4.12	8,025	0	0
SALIX PHARMACEUTICALS INC	SR NT CV 2.75%15	795435AC0	0	733,000	PRN		DFND	4,5,7,8	0	0	733,000
SALLY BEAUTY HLDGS INC	COM	79546E104	0	17,733	SH		DFND	4,5,7,8	17,733	0	0
SANDISK CORP	COM	80004C101	0	18,931	SH		DFND	4.5	18,931	0	0
SANDISK CORP	COM	80004C101	0	35,743	SH		DFND	4.5	35,743	0	0
SANDISK CORP	CV SR NT 1.5%17	80004CAD3	0	1,962,000	PRN		DFND	4,5,7,8	0	0	1,962,000
SANDISK CORP	COM	80004C101	0	34	SH		DFND	4,5,7,8	34	0	0
SANDISK CORP	COM	80004C101	0	9,529	SH		DFND	4,5,7,8	9,529	0	0
SANDISK CORP	COM	80004C101	0	5,428	SH		DFND	4,5,14,15	5,428	0	0
SANDISK CORP	COM	80004C101	0	61,700	SH		DFND	4,5,14,15	61,700	0	0
SANDRIDGE ENERGY INC	COM	80007P307	0	79,478	SH		DFND	4,5,7,8	79,478	0	0
SANDRIDGE ENERGY INC	COM	80007P307	0	3,886,174	SH		DFND	4,5,7,8	3,886,174	0	0
SANDSTORM GOLD LTD	COM NEW	80013R206	0	230,423	SH		DFND	4.5	230,423	0	0
SANOFI	SPONSORED ADR	80105N105	0	28,900	SH		DFND	4.12	28,900	0	0
SAUL CTRS INC	COM	804395101	0	2,548	SH		DFND	4.5	2,548	0	0
SAUL CTRS INC	COM	804395101	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	7,364	SH		DFND	4.5	7,364	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	11,662	SH		DFND	4.5	11,662	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	414	SH		DFND	4,5,7,8	414	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	700	SH		DFND	4,5,14,15	700	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	2,397	SH		DFND	4,5,14,15	2,397	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	15,310	SH		DFND	4.13	15,310	0	0
SBA COMMUNICATIONS CORP	COM	78388J106	0	1,710	SH		DFND	4.11	1,710	0	0
SCANA CORP NEW	COM	80589M102	0	11,158	SH		DFND	4.5	11,158	0	0
SCANA CORP NEW	COM	80589M102	0	12,938	SH		DFND	4.5	12,938	0	0
SCANA CORP NEW	COM	80589M102	0	800	SH		DFND	4,5,14,15	800	0	0
SCANA CORP NEW	COM	80589M102	0	3,062	SH		DFND	4,5,14,15	3,062	0	0
SCBT FINANCIAL CORP	COM	78401V102	0	1,280	SH		DFND	4,5,7,8	1,280	0	0
SCHEIN HENRY INC	COM	806407102	0	7,468	SH		DFND	4.5	7,468	0	0
SCHEIN HENRY INC	COM	806407102	0	27,984	SH		DFND	4.5	27,984	0	0
SCHEIN HENRY INC	COM	806407102	0	600	SH		DFND	4,5,14,15	600	0	0
SCHEIN HENRY INC	COM	806407102	0	2,014	SH		DFND	4,5,14,15	2,014	0	0
SCHEIN HENRY INC	COM	806407102	0	7,500	SH		DFND	4.6	7,500	0	0
SCHEIN HENRY INC	COM	806407102	0	1,214	SH		DFND	4.11	1,214	0	0
SCHLUMBERGER LTD	COM	806857108	0	320,143	SH		DFND	4.5	320,143	0	0
SCHLUMBERGER LTD	COM	806857108	0	1,063,177	SH		DFND	4.5	1,063,177	0	0
SCHLUMBERGER LTD	COM	806857108	0	2,772	SH		DFND	4,5,7,8	2,772	0	0
SCHLUMBERGER LTD	COM	806857108	0	8,543	SH		DFND	4,5,7,8	8,543	0	0
SCHLUMBERGER LTD	COM	806857108	0	28,238	SH		DFND	4,5,14,15	28,238	0	0
SCHLUMBERGER LTD	COM	806857108	0	364,700	SH		DFND	4,5,14,15	364,700	0	0
SCHLUMBERGER LTD	COM	806857108	0	12,480	SH		DFND	4.13	12,480	0	0
SCHLUMBERGER LTD	COM	806857108	0	1,100	SH		DFND	4.6	1,100	0	0
SCHLUMBERGER LTD	COM	806857108	0	1,500	SH		DFND	4.6	1,500	0	0
SCHLUMBERGER LTD	COM	806857108	0	5,645	SH		DFND	4.6	5,645	0	0
SCHLUMBERGER LTD	COM	806857108	0	7,000	SH		DFND	4.6	7,000	0	0
SCHLUMBERGER LTD	COM	806857108	0	8,394	SH		DFND	4.6	8,394	0	0
SCHLUMBERGER LTD	COM	806857108	0	10,100	SH		DFND	4.6	10,100	0	0
SCHLUMBERGER LTD	COM	806857108	0	11,100	SH		DFND	4.6	11,100	0	0
SCHLUMBERGER LTD	COM	806857108	0	15,000	SH		DFND	4.6	15,000	0	0
SCHLUMBERGER LTD	COM	806857108	0	20,300	SH		DFND	4.6	20,300	0	0
SCHLUMBERGER LTD	COM	806857108	0	52,100	SH		DFND	4.6	52,100	0	0
SCHLUMBERGER LTD	COM	806857108	0	354	SH		DFND	1	354	0	0
SCHLUMBERGER LTD	COM	806857108	0	700	SH		DFND	1	700	0	0
SCHLUMBERGER LTD	COM	806857108	0	3,800	SH		DFND	blank	3,800	0	0
SCHLUMBERGER LTD	COM	806857108	0	4,428	SH		DFND	4.12	4,428	0	0
SCHLUMBERGER LTD	COM	806857108	0	4,428	SH		DFND	4.12	4,428	0	0
SCHLUMBERGER LTD	COM	806857108	0	300	SH		DFND	4.11	300	0	0
SCHLUMBERGER LTD	COM	806857108	0	500	SH		DFND	4.11	500	0	0
SCHLUMBERGER LTD	COM	806857108	0	240	SH		DFND	blank	240	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	0	79,166	SH		DFND	4.5	79,166	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	0	84,896	SH		DFND	4.5	84,896	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	0	151,970	SH		DFND	4.5	151,970	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	0	6,600	SH		DFND	4,5,14,15	6,600	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	0	22,473	SH		DFND	4,5,14,15	22,473	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	0	718	SH		DFND	1	718	0	0
SCOTTS MIRACLE GRO CO	CL A	810186106	0	456,225	SH		DFND	4.11	456,225	0	0
SCRIPPS NETWORKS INTERACT INC	CL A COM	811065101	0	4,535	SH		DFND	4.5	4,535	0	0
SCRIPPS NETWORKS INTERACT INC	CL A COM	811065101	0	9,943	SH		DFND	4.5	9,943	0	0
SCRIPPS NETWORKS INTERACT INC	CL A COM	811065101	0	2,461	SH		DFND	4,5,7,8	2,461	0	0
SCRIPPS NETWORKS INTERACT INC	CL A COM	811065101	0	600	SH		DFND	4,5,14,15	600	0	0
SCRIPPS NETWORKS INTERACT INC	CL A COM	811065101	0	1,366	SH		DFND	4,5,14,15	1,366	0	0
SCRIPPS NETWORKS INTERACT INC	CL A COM	811065101	0	6,000	SH		DFND	4.6	6,000	0	0
SEADRILL LIMITED	SHS	G7945E105	0	64,190	SH		DFND	4.5	64,190	0	0
SEADRILL LIMITED	SHS	G7945E105	0	97,757	SH		DFND	4.5	97,757	0	0
SEADRILL LIMITED	SHS	G7945E105	0	9,026	SH		DFND	4,5,14,15	9,026	0	0
SEADRILL LIMITED	SHS	G7945E105	0	179,958	SH		DFND	4,5,14,15	179,958	0	0
SEADRILL LIMITED	SHS	G7945E105	0	13,330	SH		DFND	4.12	13,330	0	0
SEADRILL LIMITED	SHS	G7945E105	0	1,332	SH		DFND	4.11	1,332	0	0
SEADRILL LIMITED	SHS	G7945E105	0	2,113	SH		DFND	4.11	2,113	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	64,111	SH		DFND	4.5	64,111	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	167,789	SH		DFND	4.5	167,789	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	6,400	SH		DFND	4,5,7,8	6,400	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	800	SH		DFND	4,5,14,15	800	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	5,262	SH		DFND	4,5,14,15	5,262	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	13,500	SH		DFND	4.6	13,500	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	15,000	SH		DFND	4.6	15,000	0	0
SEAGATE TECHNOLOGY PLC	SHS	G7945M107	0	11,948	SH		DFND	4.11	11,948	0	0
SEALED AIR CORP NEW	COM	81211K100	0	23,229	SH		DFND	4.5	23,229	0	0
SEALED AIR CORP NEW	COM	81211K100	0	29,522	SH		DFND	4.5	29,522	0	0
SEALED AIR CORP NEW	COM	81211K100	0	302,310	SH		DFND	4.5	302,310	0	0
SEALED AIR CORP NEW	COM	81211K100	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
SEALED AIR CORP NEW	COM	81211K100	0	4,454	SH		DFND	4,5,14,15	4,454	0	0
SEALED AIR CORP NEW	COM	81211K100	0	3,982	SH		DFND	4.11	3,982	0	0
SEALED AIR CORP NEW	COM	81211K100	0	130,160	SH		DFND	4.11	130,160	0	0
SEARS HLDGS CORP	COM	812350106	0	5,212	SH		DFND	4.5	5,212	0	0
SEARS HLDGS CORP	COM	812350106	0	7,210	SH		DFND	4.5	7,210	0	0
SEARS HLDGS CORP	COM	812350106	0	200	SH		DFND	4,5,14,15	200	0	0
SEARS HLDGS CORP	COM	812350106	0	1,849	SH		DFND	4,5,14,15	1,849	0	0
SEI INVESTMENTS CO	COM	784117103	0	9,580	SH		DFND	4.5	9,580	0	0
SEI INVESTMENTS CO	COM	784117103	0	13,266	SH		DFND	4.5	13,266	0	0
SEI INVESTMENTS CO	COM	784117103	0	5,207	SH		DFND	4,5,14,15	5,207	0	0
SEI INVESTMENTS CO	COM	784117103	0	2,986	SH		DFND	4.11	2,986	0	0
SELECT INCOME REIT	COM SH BEN INT	81618T100	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
SEMPRA ENERGY	COM	816851109	0	15,375	SH		DFND	4.5	15,375	0	0
SEMPRA ENERGY	COM	816851109	0	29,672	SH		DFND	4.5	29,672	0	0
SEMPRA ENERGY	COM	816851109	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
SEMPRA ENERGY	COM	816851109	0	6,900	SH		DFND	4,5,14,15	6,900	0	0
SEMPRA ENERGY	COM	816851109	0	5,300	SH		DFND	4.6	5,300	0	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	0	35,337	SH		DFND	4.5	35,337	0	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	0	4,510	SH		DFND	4,5,7,8	4,510	0	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	0	27,500	SH		DFND	4,5,14,15	27,500	0	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	0	39,838	SH		DFND	4,5,16	39,838	0	0
SENSATA TECHNOLOGIES HLDG BV A	SHS	N7902X106	0	5,200	SH		DFND	4.5	5,200	0	0
SENSATA TECHNOLOGIES HLDG BV A	SHS	N7902X106	0	17,470	SH		DFND	4.5	17,470	0	0
SENSATA TECHNOLOGIES HLDG BV A	SHS	N7902X106	0	30,964	SH		DFND	4,5,7,8	30,964	0	0
SENSATA TECHNOLOGIES HLDG BV A	SHS	N7902X106	0	500	SH		DFND	4,5,14,15	500	0	0
SENSATA TECHNOLOGIES HLDG BV A	SHS	N7902X106	0	2,470	SH		DFND	4.11	2,470	0	0
SEQUANS COMMUNICATIONS S A	SPONSORED ADS	817323108	0	802,233	SH		DFND	4.5	802,233	0	0
SEQUENOM INC	COM NEW	817337405	0	20,652	SH		DFND	1.3	20,652	0	0
SERVICE CORP INTL	COM	817565104	0	28,100	SH		DFND	4,5,7,8	28,100	0	0
SERVICENOW INC	COM	81762P102	0	22,130	SH		DFND	4.5	22,130	0	0
SERVICESOURCE INTL LLC	COM	81763U100	0	1,944	SH		DFND	4,5,7,8	1,944	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	0	29,325	SH		DFND	4.5	29,325	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	0	53,130	SH		DFND	4.5	53,130	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	0	4,403	SH		DFND	4,5,14,15	4,403	0	0
SHAW COMMUNICATIONS INC	CL B CONV	82028K200	0	102,500	SH		DFND	4,5,14,15	102,500	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	8,788	SH		DFND	4.5	8,788	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	177,914	SH		DFND	4.5	177,914	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	500	SH		DFND	4,5,14,15	500	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	2,679	SH		DFND	4,5,14,15	2,679	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	700	SH		DFND	4.6	700	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	3,100	SH		DFND	4.6	3,100	0	0
SHERWIN WILLIAMS CO	COM	824348106	0	4,700	SH		DFND	4.6	4,700	0	0
SHIP FINANCE INTERNATIONAL LTD	SR CV NT 3.25%18	G81075AE6	0	352,000	PRN		DFND	4,5,7,8	0	0	352,000
SHIP FINANCE INTERNATIONAL LTD	SR CV NT 3.25%18	G81075AE6	0	2,452,000	PRN		DFND	4,5,7,8	0	0	2,452,000
SHIRE PLC	SPONSORED ADR	82481R106	0	161,576	SH		DFND	4,5,7,8	161,576	0	0
SHIRE PLC	SPONSORED ADR	82481R106	0	1,381	SH		DFND	4.12	1,381	0	0
SHIRE PLC	SPONSORED ADR	82481R106	0	1,381	SH		DFND	4.12	1,381	0	0
SHORE BANCSHARES INC	COM	825107105	0	2,932	SH		DFND	4,5,7,8	2,932	0	0
SI FINL GROUP INC MD	COM	78425V104	0	4,554	SH		DFND	4,5,7,8	4,554	0	0
SIBANYE GOLD LTD	SPONSORED ADR	825724206	0	86,687	SH		DFND	4.5	86,687	0	0
SIBANYE GOLD LTD	SPONSORED ADR	825724206	0	587,225	SH		DFND	4.11	587,225	0	0
SIFY TECHNOLOGIES LIMITED	SPONSORED ADR	82655M107	0	5	SH		DFND	1.3	5	0	0
SIGMA ALDRICH CORP	COM	826552101	0	9,992	SH		DFND	4.5	9,992	0	0
SIGMA ALDRICH CORP	COM	826552101	0	15,334	SH		DFND	4.5	15,334	0	0
SIGMA ALDRICH CORP	COM	826552101	0	700	SH		DFND	4,5,14,15	700	0	0
SIGMA ALDRICH CORP	COM	826552101	0	3,000	SH		DFND	4,5,14,15	3,000	0	0
SIGMA ALDRICH CORP	COM	826552101	0	1,290	SH		DFND	4.11	1,290	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	0	14,740	SH		DFND	4.13	14,740	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	0	1,500	SH		DFND	4.12	1,500	0	0
SIGNET JEWELERS LIMITED	SHS	G81276100	0	6,600	SH		DFND	4,5,7,8	6,600	0	0
SIGNET JEWELERS LIMITED	SHS	G81276100	0	6,500	SH		DFND	4,5,16	6,500	0	0
SILGAN HOLDINGS INC	COM	827048109	0	5,193	SH		DFND	4,5,7,8	5,193	0	0
SILICONWARE PRECISION INDS LTD	SPONSD ADR SPL	827084864	0	269,780	SH		DFND	4.5	269,780	0	0
SILICONWARE PRECISION INDS LTD	SPONSD ADR SPL	827084864	0	521,800	SH		DFND	4.5	521,800	0	0
SILVER BAY RLTY TR CORP	COM	82735Q102	0	7,100	SH		DFND	4.5	7,100	0	0
SILVER WHEATON CORP	COM	828336107	0	26,362	SH		DFND	4.5	26,362	0	0
SILVER WHEATON CORP	COM	828336107	0	105,255	SH		DFND	4.5	105,255	0	0
SILVER WHEATON CORP	COM	828336107	0	134,661	SH		DFND	4.5	134,661	0	0
SILVER WHEATON CORP	COM	828336107	0	322,600	SH		DFND	4.5	322,600	0	0
SILVER WHEATON CORP	COM	828336107	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
SILVER WHEATON CORP	COM	828336107	0	7,596	SH		DFND	4,5,14,15	7,596	0	0
SILVER WHEATON CORP	COM	828336107	0	4,861	SH		DFND	4.11	4,861	0	0
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	0	3,203	SH		DFND	4,5,7,8	3,203	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	65,425	SH		DFND	4.5	65,425	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	83,565	SH		DFND	4.5	83,565	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	47,129	SH		DFND	4,5,14,15	47,129	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	780	SH		DFND	4.6	780	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	2,800	SH		DFND	4.6	2,800	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	3,300	SH		DFND	4.6	3,300	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	5,500	SH		DFND	4.6	5,500	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	9,016	SH		DFND	4.6	9,016	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	24,100	SH		DFND	4.6	24,100	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	7	SH		DFND	1	7	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	17,300	SH		DFND	4,5,16	17,300	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	25,673	SH		DFND	4,5,16	25,673	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	26,700	SH		DFND	4,5,16	26,700	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	0	30,806	SH		DFND	4,5,16	30,806	0	0
SIMPLICITY BANCORP	COM	828867101	0	3,503	SH		DFND	4,5,7,8	3,503	0	0
SINA CORP	ORD	G81477104	0	285	SH		DFND	4.5	285	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	0	263,927	SH		DFND	4,5,7,8	263,927	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	146,807	SH		DFND	4.5	146,807	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	458,695	SH		DFND	4.5	458,695	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	136,800	SH		DFND	4,5,7,8	136,800	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	22,800	SH		DFND	4,5,14,15	22,800	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	110,290	SH		DFND	4,5,14,15	110,290	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	350,000	SH		DFND	4.13	350,000	0	0
SIRIUS XM RADIO INC	COM	82967N108	0	176,400	SH		DFND	1	176,400	0	0
SK TELECOM LTD	SPONSORED ADR	78440P108	0	61,303	SH		DFND	4.5	61,303	0	0
SK TELECOM LTD	SPONSORED ADR	78440P108	0	83,700	SH		DFND	4.5	83,700	0	0
SL GREEN RLTY CORP	COM	78440X101	0	4,200	SH		DFND	4.5	4,200	0	0
SL GREEN RLTY CORP	COM	78440X101	0	28,621	SH		DFND	4.5	28,621	0	0
SL GREEN RLTY CORP	COM	78440X101	0	1,993	SH		DFND	4,5,7,8	1,993	0	0
SL GREEN RLTY CORP	COM	78440X101	0	500	SH		DFND	4,5,14,15	500	0	0
SL GREEN RLTY CORP	COM	78440X101	0	11,754	SH		DFND	4,5,14,15	11,754	0	0
SL GREEN RLTY CORP	COM	78440X101	0	7,100	SH		DFND	4,5,16	7,100	0	0
SL GREEN RLTY CORP	COM	78440X101	0	11,211	SH		DFND	4,5,16	11,211	0	0
SL GREEN RLTY CORP	COM	78440X101	0	22,741	SH		DFND	4,5,16	22,741	0	0
SLM CORP	COM	78442P106	0	44,827	SH		DFND	4.5	44,827	0	0
SLM CORP	COM	78442P106	0	45,035	SH		DFND	4.5	45,035	0	0
SLM CORP	COM	78442P106	0	355,505	SH		DFND	4.5	355,505	0	0
SLM CORP	COM	78442P106	0	17,748	SH		DFND	4,5,14,15	17,748	0	0
SLM CORP	COM	78442P106	0	412,400	SH		DFND	4,5,14,15	412,400	0	0
SLM CORP	COM	78442P106	0	152,555	SH		DFND	4.11	152,555	0	0
SM ENERGY CO	COM	78454L100	0	7,000	SH		DFND	4,5,7,8	7,000	0	0
SMITH A O	COM	831865209	0	8,300	SH		DFND	4.12	8,300	0	0
SMITHFIELD FOODS INC	COM	832248108	0	17,824	SH		DFND	4.5	17,824	0	0
SMITHFIELD FOODS INC	COM	832248108	0	151,000	SH		DFND	4.5	151,000	0	0
SMITHFIELD FOODS INC	COM	832248108	0	200,968	SH		DFND	4,5,7,8	200,968	0	0
SMITHFIELD FOODS INC	COM	832248108	0	291,929	SH		DFND	4,5,7,8	291,929	0	0
SMITHFIELD FOODS INC	COM	832248108	0	40,600	SH		DFND	4,5,14,15	40,600	0	0
SMITHFIELD FOODS INC	COM	832248108	0	20,000	SH		DFND	4.6	20,000	0	0
SMITHFIELD FOODS INC	COM	832248108	0	11,000	SH		DFND	1	11,000	0	0
SMUCKER J M CO	COM NEW	832696405	0	26,558	SH		DFND	4.5	26,558	0	0
SMUCKER J M CO	COM NEW	832696405	0	76,913	SH		DFND	4.5	76,913	0	0
SMUCKER J M CO	COM NEW	832696405	0	700	SH		DFND	4,5,14,15	700	0	0
SMUCKER J M CO	COM NEW	832696405	0	3,129	SH		DFND	4,5,14,15	3,129	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	0	5,600	SH		DFND	1	5,600	0	0
SMUCKER J M CO	COM NEW	832696405	0	1,090	SH		DFND	4.11	1,090	0	0
SNAP ON INC	COM	833034101	0	626	SH		DFND	4.5	626	0	0
SNAP ON INC	COM	833034101	0	3,500	SH		DFND	4.12	3,500	0	0
SOCIEDAD QUIMICA MINERA DE CHI	SPON ADR SER B	833635105	0	54,500	SH		DFND	4.5	54,500	0	0
SOCIEDAD QUIMICA MINERA DE CHI	SPON ADR SER B	833635105	0	104,736	SH		DFND	4.5	104,736	0	0
SOCIEDAD QUIMICA MINERA DE CHI	SPON ADR SER B	833635105	0	10,100	SH		DFND	4,5,14,15	10,100	0	0
SODASTREAM INTERNATIONAL LTD	USD SHS	M9068E105	0	29,842	SH		DFND	4,5,7,8	29,842	0	0
SOLAR CAP LTD	COM	83413U100	0	3,895	SH		DFND	4,5,7,8	3,895	0	0
SOLARWINDS INC	COM	83416B109	0	460	SH		DFND	4,5,7,8	460	0	0
SONY CORP	ADR NEW	835699307	0	10,900	SH		DFND	4,5,7,8	10,900	0	0
SOTHEBYS	COM	835898107	0	6,000	SH		DFND	4,5,7,8	6,000	0	0
SOTHEBYS	COM	835898107	0	9,900	SH		DFND	4.12	9,900	0	0
SOURCEFIRE INC	COM	83616T108	0	30,000	SH		DFND	4.5	30,000	0	0
SOUTHERN CO	COM	842587107	0	86,622	SH		DFND	4.5	86,622	0	0
SOUTHERN CO	COM	842587107	0	97,896	SH		DFND	4.5	97,896	0	0
SOUTHERN CO	COM	842587107	0	5,300	SH		DFND	4,5,14,15	5,300	0	0
SOUTHERN CO	COM	842587107	0	19,114	SH		DFND	4,5,14,15	19,114	0	0
SOUTHERN CO	COM	842587107	0	1,500	SH		DFND	4.6	1,500	0	0
SOUTHERN CO	COM	842587107	0	9,000	SH		DFND	4.6	9,000	0	0
SOUTHERN CO	COM	842587107	0	10,400	SH		DFND	4.6	10,400	0	0
SOUTHERN CO	COM	842587107	0	12,000	SH		DFND	4.6	12,000	0	0
SOUTHERN CO	COM	842587107	0	13,000	SH		DFND	4.6	13,000	0	0
SOUTHERN CO	COM	842587107	0	8,566	SH		DFND	1	8,566	0	0
SOUTHERN CO	COM	842587107	0	2,845	SH		DFND	4.11	2,845	0	0
SOUTHERN CO	COM	842587107	0	16,725	SH		DFND	4.11	16,725	0	0
SOUTHERN COPPER CORP	COM	84265V105	0	88,758	SH		DFND	4.5	88,758	0	0
SOUTHERN COPPER CORP	COM	84265V105	0	192,760	SH		DFND	4.5	192,760	0	0
SOUTHERN COPPER CORP	COM	84265V105	0	75	SH		DFND	1	75	0	0
SOUTHERN MO BANCORP INC	COM	843380106	0	372	SH		DFND	4,5,7,8	372	0	0
SOUTHERN NATL BANCORP OF VA IN	COM	843395104	0	3,352	SH		DFND	4,5,7,8	3,352	0	0
SOUTHWEST AIRLS CO	COM	844741108	0	31,528	SH		DFND	4.5	31,528	0	0
SOUTHWEST AIRLS CO	COM	844741108	0	32,307	SH		DFND	4.5	32,307	0	0
SOUTHWEST AIRLS CO	COM	844741108	0	40,900	SH		DFND	1	40,900	0	0
SOUTHWEST GAS CORP	COM	844895102	0	1,860	SH		DFND	4.12	1,860	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	0	27,964	SH		DFND	4.5	27,964	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	0	41,514	SH		DFND	4.5	41,514	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	0	2,100	SH		DFND	4,5,14,15	2,100	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	0	5,910	SH		DFND	4,5,14,15	5,910	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	0	17,809	SH		DFND	4.12	17,809	0	0
SOVRAN SELF STORAGE INC	COM	84610H108	0	5,329	SH		DFND	4.5	5,329	0	0
SOVRAN SELF STORAGE INC	COM	84610H108	0	3,900	SH		DFND	4,5,14,15	3,900	0	0
SOVRAN SELF STORAGE INC	COM	84610H108	0	10,201	SH		DFND	4,5,16	10,201	0	0
SP BANCORP INC	COM	78468K106	0	3,175	SH		DFND	4,5,7,8	3,175	0	0
SPANSION INC	COM CL A NEW	84649R200	0	8,602	SH		DFND	4,5,7,8	8,602	0	0
SPDR DOW JONES INDL AVRG ETF	UT SER 1	78467X109	0	5,400	SH		DFND	4.5	5,400	0	0
SPDR DOW JONES INDL AVRG ETF	UT SER 1	78467X109	0	8,500	SH		DFND	4.5	8,500	0	0
SPDR DOW JONES INDL AVRG ETF	UT SER 1	78467X109	0	100	SH		DFND	1	100	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	0	201,676	SH		DFND	4.5	201,676	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	0	1,800	SH		DFND	1	1,800	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	0	5,000	SH		DFND	4.5	5,000	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	0	54,376	SH		DFND	4.5	54,376	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	0	586	SH		DFND	4,5,7,8	586	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	0	2,000	SH		DFND	1	2,000	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	0	3,000	SH		DFND	1	3,000	0	0
SPDR SERIES TRUST	OILGAS EQUIP	78464A748	0	5,000	SH		DFND	4.5	5,000	0	0
SPDR SERIES TRUST	S&P BK ETF	78464A797	0	66,366	SH		DFND	4.5	66,366	0	0
SPDR SERIES TRUST	S&P REGL BKG	78464A698	0	887	SH		DFND	4,5,7,8	887	0	0
SPECTRA ENERGY CORP	COM	847560109	0	44,783	SH		DFND	4.5	44,783	0	0
SPECTRA ENERGY CORP	COM	847560109	0	76,632	SH		DFND	4.5	76,632	0	0
SPECTRA ENERGY CORP	COM	847560109	0	3,900	SH		DFND	4,5,14,15	3,900	0	0
SPECTRA ENERGY CORP	COM	847560109	0	18,698	SH		DFND	4,5,14,15	18,698	0	0
SPECTRA ENERGY CORP	COM	847560109	0	18,900	SH		DFND	4.6	18,900	0	0
SPECTRA ENERGY CORP	COM	847560109	0	21,200	SH		DFND	4.6	21,200	0	0
SPECTRA ENERGY CORP	COM	847560109	0	7,873	SH		DFND	4.11	7,873	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	0	5,200	SH		DFND	4.12	5,200	0	0
SPIRIT RLTY CAP INC	COM	84860F109	0	14,678	SH		DFND	4.5	14,678	0	0
SPIRIT RLTY CAP INC	COM	84860F109	0	2,034	SH		DFND	4,5,7,8	2,034	0	0
SPIRIT RLTY CAP INC	COM	84860F109	0	14,953	SH		DFND	4,5,7,8	14,953	0	0
SPLUNK INC	COM	848637104	0	80,992	SH		DFND	4.5	80,992	0	0
SPREADTRUM COMMUNICATIONS INC	ADR	849415203	0	287,984	SH		DFND	4.5	287,984	0	0
SPREADTRUM COMMUNICATIONS INC	ADR	849415203	0	360,724	SH		DFND	4.5	360,724	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	275,656	SH		DFND	4.5	275,656	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	365,423	SH		DFND	4.5	365,423	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	179	SH		DFND	4,5,7,8	179	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	1,800	SH		DFND	4,5,7,8	1,800	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	427,456	SH		DFND	4,5,7,8	427,456	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	963,722	SH		DFND	4,5,7,8	963,722	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	7,684,241	SH		DFND	4,5,7,8	7,684,241	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	18,100	SH		DFND	4,5,14,15	18,100	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	50,655	SH		DFND	4,5,14,15	50,655	0	0
SPRINT NEXTEL CORP	COM SER 1	852061100	0	93	SH		DFND	1	93	0	0
SPX CORP	COM	784635104	0	3,704	SH		DFND	4.5	3,704	0	0
SPX CORP	COM	784635104	0	36,152	SH		DFND	4.5	36,152	0	0
SPX CORP	COM	784635104	0	2,437	SH		DFND	4,5,14,15	2,437	0	0
SPX CORP	COM	784635104	0	386,900	SH		DFND	4,5,14,15	386,900	0	0
ST JUDE MED INC	COM	790849103	0	21,842	SH		DFND	4.5	21,842	0	0
ST JUDE MED INC	COM	790849103	0	35,612	SH		DFND	4.5	35,612	0	0
ST JUDE MED INC	COM	790849103	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
ST JUDE MED INC	COM	790849103	0	7,937	SH		DFND	4,5,14,15	7,937	0	0
ST JUDE MED INC	COM	790849103	0	8	SH		DFND	1	8	0	0
STAG INDL INC	COM	85254J102	0	8,337	SH		DFND	4.5	8,337	0	0
STAG INDL INC	COM	85254J102	0	1,325	SH		DFND	4,5,7,8	1,325	0	0
STAG INDL INC	COM	85254J102	0	1,975	SH		DFND	4,5,7,8	1,975	0	0
STAG INDL INC	COM	85254J102	0	4,800	SH		DFND	4,5,14,15	4,800	0	0
STAGE STORES INC	COM NEW	85254C305	0	655	SH		DFND	4,5,7,8	655	0	0
STANDARD FINL CORP MD	COM	853393106	0	122	SH		DFND	4,5,7,8	122	0	0
STANDARD FINL CORP MD	COM	853393106	0	2,257	SH		DFND	4,5,7,8	2,257	0	0
STANDARD PAC CORP NEW	SR CV NT 1.25%32	85375CBC4	0	3,920,000	PRN		DFND	4.5	0	0	3,920,000
STANLEY BLACK & DECKER INC	COM	854502101	0	10,113	SH		DFND	4.5	10,113	0	0
STANLEY BLACK & DECKER INC	COM	854502101	0	10,958	SH		DFND	4.5	10,958	0	0
STANLEY BLACK & DECKER INC	CORP UNIT	854502309	0	43,736	SH		DFND	4.5	43,736	0	0
STANLEY BLACK & DECKER INC	COM	854502101	0	3,030	SH		DFND	4,5,14,15	3,030	0	0
STANLEY BLACK & DECKER INC	COM	854502101	0	81,200	SH		DFND	4,5,14,15	81,200	0	0
STANLEY BLACK & DECKER INC	COM	854502101	0	4,000	SH		DFND	4.12	4,000	0	0
STANLEY BLACK & DECKER INC	COM	854502101	0	550	SH		DFND	4.11	550	0	0
STANTEC INC	COM	85472N109	0	23,100	SH		DFND	4.5	23,100	0	0
STAPLES INC	COM	855030102	0	51,778	SH		DFND	4.5	51,778	0	0
STAPLES INC	COM	855030102	0	191,093	SH		DFND	4.5	191,093	0	0
STAPLES INC	COM	855030102	0	4,300	SH		DFND	4,5,14,15	4,300	0	0
STAPLES INC	COM	855030102	0	36,354	SH		DFND	4,5,14,15	36,354	0	0
STAPLES INC	COM	855030102	0	6,255	SH		DFND	4.11	6,255	0	0
STARBUCKS CORP	COM	855244109	0	84,150	SH		DFND	4.5	84,150	0	0
STARBUCKS CORP	COM	855244109	0	139,649	SH		DFND	4.5	139,649	0	0
STARBUCKS CORP	COM	855244109	0	191,366	SH		DFND	4.5	191,366	0	0
STARBUCKS CORP	COM	855244109	0	4,500	SH		DFND	4,5,14,15	4,500	0	0
STARBUCKS CORP	COM	855244109	0	17,837	SH		DFND	4,5,14,15	17,837	0	0
STARBUCKS CORP	COM	855244109	0	26,890	SH		DFND	4.13	26,890	0	0
STARBUCKS CORP	COM	855244109	0	900	SH		DFND	4.6	900	0	0
STARBUCKS CORP	COM	855244109	0	7,300	SH		DFND	4.6	7,300	0	0
STARBUCKS CORP	COM	855244109	0	7,500	SH		DFND	4.6	7,500	0	0
STARBUCKS CORP	COM	855244109	0	9,561	SH		DFND	4.6	9,561	0	0
STARBUCKS CORP	COM	855244109	0	14,050	SH		DFND	1	14,050	0	0
STARBUCKS CORP	COM	855244109	0	7,540	SH		DFND	4.12	7,540	0	0
STARBUCKS CORP	COM	855244109	0	7,540	SH		DFND	4.12	7,540	0	0
STARBUCKS CORP	COM	855244109	0	15,400	SH		DFND	4.12	15,400	0	0
STARBUCKS CORP	COM	855244109	0	4,198	SH		DFND	4.11	4,198	0	0
STARBUCKS CORP	COM	855244109	0	26,890	SH		DFND	4.11	26,890	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	64,039	SH		DFND	4.5	64,039	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	331,581	SH		DFND	4.5	331,581	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	2,050	SH		DFND	4,5,14,15	2,050	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	2,726	SH		DFND	4,5,14,15	2,726	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	8,910	SH		DFND	4.13	8,910	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	5,800	SH		DFND	4,5,16	5,800	0	0
STARWOOD HOTELS&RESORTS WRLDWD	COM	85590A401	0	8,000	SH		DFND	4,5,16	8,000	0	0
STARWOOD PPTY TR INC	SR CV NT 4.55%18	85571BAA3	0	185,000	PRN		DFND	4,5,7,8	0	0	185,000
STARWOOD PPTY TR INC	SR CV NT 4.55%18	85571BAA3	0	777,000	PRN		DFND	4,5,7,8	0	0	777,000
STARWOOD PPTY TR INC	SR CV NT 4.55%18	85571BAA3	0	1,495,000	PRN		DFND	4,5,7,8	0	0	1,495,000
STARWOOD PPTY TR INC	SR CV NT 4.55%18	85571BAA3	0	1,563,000	PRN		DFND	4,5,7,8	0	0	1,563,000
STARZ	COM SER A	85571Q102	0	12,802	SH		DFND	4.5	12,802	0	0
STARZ	COM SER A	85571Q102	0	8,221	SH		DFND	4,5,7,8	8,221	0	0
STATE BK FINL CORP	COM	856190103	0	3,590	SH		DFND	4,5,7,8	3,590	0	0
STATE STR CORP	COM	857477103	0	38,005	SH		DFND	4.5	38,005	0	0
STATE STR CORP	COM	857477103	0	98,304	SH		DFND	4.5	98,304	0	0
STATE STR CORP	COM	857477103	0	272,690	SH		DFND	4.5	272,690	0	0
STATE STR CORP	COM	857477103	0	4,600	SH		DFND	4,5,14,15	4,600	0	0
STATE STR CORP	COM	857477103	0	8,640	SH		DFND	4,5,14,15	8,640	0	0
STATE STR CORP	COM	857477103	0	7,000	SH		DFND	4.12	7,000	0	0
STATE STR CORP	COM	857477103	0	10,500	SH		DFND	4.12	10,500	0	0
STATE STR CORP	COM	857477103	0	117,100	SH		DFND	4.11	117,100	0	0
STEEL DYNAMICS INC	COM	858119100	0	4,600	SH		DFND	4.12	4,600	0	0
STERICYCLE INC	COM	858912108	0	90,857	SH		DFND	4.5	90,857	0	0
STERICYCLE INC	COM	858912108	0	139,516	SH		DFND	4.5	139,516	0	0
STERICYCLE INC	COM	858912108	0	500	SH		DFND	4,5,14,15	500	0	0
STERICYCLE INC	COM	858912108	0	2,280	SH		DFND	4,5,14,15	2,280	0	0
STERICYCLE INC	COM	858912108	0	10,100	SH		DFND	4.13	10,100	0	0
STERICYCLE INC	COM	858912108	0	1,203	SH		DFND	4.11	1,203	0	0
STERLING FINL CORP WASH	COM NEW	859319303	0	2,279	SH		DFND	4,5,7,8	2,279	0	0
STERLITE INDS INDIA LTD	SR NT CV 4%14	859737AB4	0	205,000	PRN		DFND	4,5,7,8	0	0	205,000
STERLITE INDS INDIA LTD	SR NT CV 4%14	859737AB4	0	1,176,000	PRN		DFND	4,5,7,8	0	0	1,176,000
STILLWATER MNG CO	SR NT CV 1.75%32	86074QAL6	0	124,000	PRN		DFND	4,5,7,8	0	0	124,000
STONE ENERGY CORP	SR NT CV 1.75%17	861642AN6	0	3,020,000	PRN		DFND	4,5,7,8	0	0	3,020,000
STRATEGIC HOTELS & RESORTS INC	COM	86272T106	0	33,841	SH		DFND	4.5	33,841	0	0
STRATEGIC HOTELS & RESORTS INC	COM	86272T106	0	20,500	SH		DFND	4,5,14,15	20,500	0	0
STRATEGIC HOTELS & RESORTS INC	COM	86272T106	0	72,225	SH		DFND	4,5,16	72,225	0	0
STRYKER CORP	COM	863667101	0	20,952	SH		DFND	4.5	20,952	0	0
STRYKER CORP	COM	863667101	0	391,201	SH		DFND	4.5	391,201	0	0
STRYKER CORP	COM	863667101	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
STRYKER CORP	COM	863667101	0	8,231	SH		DFND	4,5,14,15	8,231	0	0
STRYKER CORP	COM	863667101	0	35,000	SH		DFND	4.6	35,000	0	0
STRYKER CORP	COM	863667101	0	13,900	SH		DFND	4.12	13,900	0	0
STRYKER CORP	COM	863667101	0	974	SH		DFND	4.11	974	0	0
SUFFOLK BANCORP	COM	864739107	0	8,833	SH		DFND	4,5,7,8	8,833	0	0
SUMMIT HOTEL PPTYS	COM	866082100	0	1,590	SH		DFND	4,5,7,8	1,590	0	0
SUMMIT HOTEL PPTYS	COM	866082100	0	7,626	SH		DFND	4,5,7,8	7,626	0	0
SUMMIT HOTEL PPTYS	COM	866082100	0	7,300	SH		DFND	4,5,14,15	7,300	0	0
SUN CMNTYS INC	COM	866674104	0	5,832	SH		DFND	4.5	5,832	0	0
SUN CMNTYS INC	COM	866674104	0	5,500	SH		DFND	4,5,14,15	5,500	0	0
SUN LIFE FINL INC	COM	866796105	0	35,008	SH		DFND	4.5	35,008	0	0
SUN LIFE FINL INC	COM	866796105	0	56,441	SH		DFND	4.5	56,441	0	0
SUN LIFE FINL INC	COM	866796105	0	3,200	SH		DFND	4,5,14,15	3,200	0	0
SUN LIFE FINL INC	COM	866796105	0	17,620	SH		DFND	4,5,14,15	17,620	0	0
SUN LIFE FINL INC	COM	866796105	0	35,644	SH		DFND	1.3	35,644	0	0
SUN LIFE FINL INC	COM	866796105	0	200	SH		DFND	1	200	0	0
SUN LIFE FINL INC	COM	866796105	0	7,264	SH		DFND	1.2	7,264	0	0
SUNCOKE ENERGY INC	COM	86722A103	0	168	SH		DFND	1	168	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	151,780	SH		DFND	4.5	151,780	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	420,967	SH		DFND	4.5	420,967	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	42,497	SH		DFND	4,5,14,15	42,497	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	639,292	SH		DFND	4,5,14,15	639,292	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	12,000	SH		DFND	4.6	12,000	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	75,000	SH		DFND	4.6	75,000	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	51,092	SH		DFND	1.3	51,092	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	23	SH		DFND	1	23	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	19,100	SH		DFND	1	19,100	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	25,215	SH		DFND	1.2	25,215	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	3,065	SH		DFND	4.11	3,065	0	0
SUNCOR ENERGY INC NEW	COM	867224107	0	24,179	SH		DFND	4.11	24,179	0	0
SUNPOWER CORP	SR DEB CV4.75%14	867652AC3	0	249,000	PRN		DFND	4,5,7,8	0	0	249,000
SUNPOWER CORP	SR DEB CV4.75%14	867652AC3	0	303,000	PRN		DFND	4,5,7,8	0	0	303,000
SUNPOWER CORP	SR DEB CV 4.5%15	867652AE9	0	102,000	PRN		DFND	4,5,7,8	0	0	102,000
SUNPOWER CORP	SR DEB CV 4.5%15	867652AE9	0	303,000	PRN		DFND	4,5,7,8	0	0	303,000
SUNSTONE HOTEL INVS INC NEW	COM	867892101	0	30,116	SH		DFND	4.5	30,116	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	0	8,694	SH		DFND	4,5,7,8	8,694	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	0	18,861	SH		DFND	4,5,14,15	18,861	0	0
SUNTECH PWR HLDGS CO LTD	ADR	86800C104	0	2,206	SH		DFND	1	2,206	0	0
SUNTRUST BKS INC	COM	867914103	0	38,690	SH		DFND	4.5	38,690	0	0
SUNTRUST BKS INC	COM	867914103	0	364,946	SH		DFND	4.5	364,946	0	0
SUNTRUST BKS INC	COM	867914103	0	5,138	SH		DFND	4,5,7,8	5,138	0	0
SUNTRUST BKS INC	COM	867914103	0	1,200	SH		DFND	4,5,14,15	1,200	0	0
SUNTRUST BKS INC	COM	867914103	0	8,314	SH		DFND	4,5,14,15	8,314	0	0
SUNTRUST BKS INC	COM	867914103	0	2,181	SH		DFND	1	2,181	0	0
SUNTRUST BKS INC	COM	867914103	0	12,100	SH		DFND	4.12	12,100	0	0
SUNTRUST BKS INC	COM	867914103	0	17,612	SH		DFND	4.11	17,612	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	0	13,888	SH		DFND	4.5	13,888	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	0	69,511	SH		DFND	4.5	69,511	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	0	14,928	SH		DFND	4,5,7,8	14,928	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	0	13,300	SH		DFND	4.12	13,300	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	0	15,081	SH		DFND	4.11	15,081	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	0	9,304	SH		DFND	4,5,7,8	9,304	0	0
SUPERVALU INC	COM	868536103	0	546,067	SH		DFND	4,5,7,8	546,067	0	0
SUPERVALU INC	COM	868536103	0	572,688	SH		DFND	4,5,7,8	572,688	0	0
SUPERVALU INC	COM	868536103	0	859,490	SH		DFND	4,5,7,8	859,490	0	0
SUSQUEHANNA BANCSHARES INC PA	COM	869099101	0	55,700	SH		DFND	4.6	55,700	0	0
SVB FINL GROUP	COM	78486Q101	0	65,474	SH		DFND	4.5	65,474	0	0
SVB FINL GROUP	COM	78486Q101	0	310,682	SH		DFND	4.5	310,682	0	0
SVB FINL GROUP	COM	78486Q101	0	1,307	SH		DFND	4,5,7,8	1,307	0	0
SVB FINL GROUP	COM	78486Q101	0	204	SH		DFND	1	204	0	0
SVB FINL GROUP	COM	78486Q101	0	1,300	SH		DFND	4.12	1,300	0	0
SWIFT ENERGY CO	COM	870738101	0	65,625	SH		DFND	4,5,7,8	65,625	0	0
SYMANTEC CORP	COM	871503108	0	3,700	SH		DFND	4.5	3,700	0	0
SYMANTEC CORP	COM	871503108	0	87,390	SH		DFND	4.5	87,390	0	0
SYMANTEC CORP	COM	871503108	0	145,260	SH		DFND	4.5	145,260	0	0
SYMANTEC CORP	COM	871503108	0	2,000	SH		DFND	4,5,14,15	2,000	0	0
SYMANTEC CORP	COM	871503108	0	9,896	SH		DFND	4,5,14,15	9,896	0	0
SYMANTEC CORP	COM	871503108	0	115,066	SH		DFND	4.6	115,066	0	0
SYMANTEC CORP	COM	871503108	0	561	SH		DFND	1	561	0	0
SYMANTEC CORP	COM	871503108	0	22,900	SH		DFND	4.12	22,900	0	0
SYMETRA FINL CORP	COM	87151Q106	0	6,300	SH		DFND	4.12	6,300	0	0
SYNAPTICS INC	COM	87157D109	0	409	SH		DFND	4,5,7,8	409	0	0
SYNOPSYS INC	COM	871607107	0	14,481	SH		DFND	4.5	14,481	0	0
SYNOPSYS INC	COM	871607107	0	21,367	SH		DFND	4.5	21,367	0	0
SYNOPSYS INC	COM	871607107	0	900	SH		DFND	4,5,14,15	900	0	0
SYNOPSYS INC	COM	871607107	0	4,757	SH		DFND	4,5,14,15	4,757	0	0
SYNOPSYS INC	COM	871607107	0	2,831	SH		DFND	4.11	2,831	0	0
SYNOVUS FINL CORP	COM	87161C105	0	765	SH		DFND	4.5	765	0	0
SYNOVUS FINL CORP	COM	87161C105	0	11,365	SH		DFND	4,5,7,8	11,365	0	0
SYSCO CORP	COM	871829107	0	40,541	SH		DFND	4.5	40,541	0	0
SYSCO CORP	COM	871829107	0	70,207	SH		DFND	4.5	70,207	0	0
SYSCO CORP	COM	871829107	0	3,600	SH		DFND	4,5,14,15	3,600	0	0
SYSCO CORP	COM	871829107	0	19,868	SH		DFND	4,5,14,15	19,868	0	0
SYSCO CORP	COM	871829107	0	2,024,836	SH		DFND	4.11	2,024,836	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	0	186,787	SH		DFND	4.5	186,787	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	0	1,135,184	SH		DFND	4.5	1,135,184	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	0	367	SH		DFND	1	367	0	0
TAKE-TWO INTERACTIVE SOFTWARE	SR NT CV 1%18	874054AD1	0	537,000	PRN		DFND	4,5,7,8	0	0	537,000
TAKE-TWO INTERACTIVE SOFTWARE	SRNT CV 4.375%14	874054AA7	0	194,000	PRN		DFND	4,5,7,8	0	0	194,000
TAKE-TWO INTERACTIVE SOFTWARE	SRNT CV 4.375%14	874054AA7	0	1,694,000	PRN		DFND	4,5,7,8	0	0	1,694,000
TALISMAN ENERGY INC	COM	87425E103	0	58,824	SH		DFND	4.5	58,824	0	0
TALISMAN ENERGY INC	COM	87425E103	0	71,063	SH		DFND	4.5	71,063	0	0
TALISMAN ENERGY INC	COM	87425E103	0	6,300	SH		DFND	4,5,14,15	6,300	0	0
TALISMAN ENERGY INC	COM	87425E103	0	29,619	SH		DFND	4,5,14,15	29,619	0	0
TALISMAN ENERGY INC	COM	87425E103	0	50,185	SH		DFND	1.3	50,185	0	0
TALISMAN ENERGY INC	COM	87425E103	0	47	SH		DFND	1	47	0	0
TALISMAN ENERGY INC	COM	87425E103	0	34,625	SH		DFND	1.2	34,625	0	0
TALISMAN ENERGY INC	COM	87425E103	0	8,338	SH		DFND	4.11	8,338	0	0
TANGER FACTORY OUTLET CTRS INC	COM	875465106	0	19,432	SH		DFND	4.5	19,432	0	0
TANGER FACTORY OUTLET CTRS INC	COM	875465106	0	1,431	SH		DFND	4,5,7,8	1,431	0	0
TANGER FACTORY OUTLET CTRS INC	COM	875465106	0	8,977	SH		DFND	4,5,7,8	8,977	0	0
TANGER FACTORY OUTLET CTRS INC	COM	875465106	0	11,300	SH		DFND	4,5,14,15	11,300	0	0
TARGET CORP	COM	87612E106	0	45,710	SH		DFND	4.5	45,710	0	0
TARGET CORP	COM	87612E106	0	55,876	SH		DFND	4.5	55,876	0	0
TARGET CORP	COM	87612E106	0	2,900	SH		DFND	4,5,14,15	2,900	0	0
TARGET CORP	COM	87612E106	0	12,777	SH		DFND	4,5,14,15	12,777	0	0
TARGET CORP	COM	87612E106	0	1,750	SH		DFND	4.6	1,750	0	0
TARGET CORP	COM	87612E106	0	10,000	SH		DFND	4.6	10,000	0	0
TARGET CORP	COM	87612E106	0	11,700	SH		DFND	4.6	11,700	0	0
TARGET CORP	COM	87612E106	0	14,500	SH		DFND	4.6	14,500	0	0
TARGET CORP	COM	87612E106	0	64,853	SH		DFND	4.6	64,853	0	0
TARGET CORP	COM	87612E106	0	8,000	SH		DFND	1	8,000	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	0	19,700	SH		DFND	4.5	19,700	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	0	31,030	SH		DFND	4,5,7,8	31,030	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	0	19,800	SH		DFND	4.6	19,800	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	0	87,309	SH		DFND	1.3	87,309	0	0
TATA MTRS LTD	SPONSORED ADR	876568502	0	54,319	SH		DFND	1.2	54,319	0	0
TAUBMAN CTRS INC	COM	876664103	0	12,493	SH		DFND	4.5	12,493	0	0
TAUBMAN CTRS INC	COM	876664103	0	7,800	SH		DFND	4,5,14,15	7,800	0	0
TAUBMAN CTRS INC	COM	876664103	0	17,700	SH		DFND	4,5,16	17,700	0	0
TAYLOR MORRISON HOME CORP	CL A	87724P106	0	636	SH		DFND	4,5,7,8	636	0	0
TAYLOR MORRISON HOME CORP	CL A	87724P106	0	7,500	SH		DFND	4,5,7,8	7,500	0	0
TAYLOR MORRISON HOME CORP	CL A	87724P106	0	33,278	SH		DFND	4,5,7,8	33,278	0	0
TCF FINL CORP	COM	872275102	0	390	SH		DFND	4.5	390	0	0
TCP CAP CORP	COM	87238Q103	0	7,743	SH		DFND	4,5,7,8	7,743	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	19,016	SH		DFND	4.5	19,016	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	41,674	SH		DFND	4.5	41,674	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	398	SH		DFND	4,5,7,8	398	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	400	SH		DFND	4,5,7,8	400	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	1,400	SH		DFND	4,5,14,15	1,400	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	5,298	SH		DFND	4,5,14,15	5,298	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	7,825	SH		DFND	4.12	7,825	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	7,825	SH		DFND	4.12	7,825	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	31,898	SH		DFND	4.5	31,898	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	391,259	SH		DFND	4.5	391,259	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	2,600	SH		DFND	4,5,14,15	2,600	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	12,622	SH		DFND	4,5,14,15	12,622	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	10,700	SH		DFND	4.6	10,700	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	53,930	SH		DFND	1.3	53,930	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	52,250	SH		DFND	1.2	52,250	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	0	111,400	SH		DFND	4.11	111,400	0	0
TEAM HEALTH HOLDINGS INC	COM	87817A107	0	6,800	SH		DFND	4,5,7,8	6,800	0	0
TECH DATA CORP	COM	878237106	0	3,400	SH		DFND	4.12	3,400	0	0
TECK RESOURCES LTD	CL B	878742204	0	43,541	SH		DFND	4.5	43,541	0	0
TECK RESOURCES LTD	CL B	878742204	0	46,811	SH		DFND	4.5	46,811	0	0
TECK RESOURCES LTD	CL B	878742204	0	721	SH		DFND	4,5,14,15	721	0	0
TECK RESOURCES LTD	CL B	878742204	0	3,500	SH		DFND	4,5,14,15	3,500	0	0
TECK RESOURCES LTD	CL B	878742204	0	12,738	SH		DFND	4,5,14,15	12,738	0	0
TECK RESOURCES LTD	CL B	878742204	0	33,018	SH		DFND	1.3	33,018	0	0
TECK RESOURCES LTD	CL B	878742204	0	7,852	SH		DFND	1.2	7,852	0	0
TECO ENERGY INC	COM	872375100	0	2,608	SH		DFND	4.5	2,608	0	0
TECO ENERGY INC	COM	872375100	0	6,630	SH		DFND	4.5	6,630	0	0
TEEKAY CORPORATION	COM	Y8564W103	0	72,432	SH		DFND	4,5,7,8	72,432	0	0
TEEKAY CORPORATION	COM	Y8564W103	0	88,963	SH		DFND	4,5,7,8	88,963	0	0
TELEFLEX INC	COM	879369106	0	395	SH		DFND	4,5,7,8	395	0	0
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	0	849,599	SH		DFND	4.5	849,599	0	0
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	0	1,666,028	SH		DFND	4.5	1,666,028	0	0
TELEFONICA BRASIL SA	SPONSORED ADR	87936R106	0	14,344	SH		DFND	1.3	14,344	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	0	38,000	SH		DFND	4.6	38,000	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	0	5,000	SH		DFND	4.12	5,000	0	0
TELUS CORP	COM	87971M103	0	13,420	SH		DFND	4.5	13,420	0	0
TELUS CORP	COM	87971M103	0	15,300	SH		DFND	4.5	15,300	0	0
TELUS CORP	COM	87971M103	0	6,216	SH		DFND	4,5,14,15	6,216	0	0
TELUS CORP	COM	87971M103	0	7,990	SH		DFND	1.3	7,990	0	0
TELUS CORP	COM	87971M103	0	7,990	SH		DFND	1.2	7,990	0	0
TELUS CORP	COM	87971M103	0	872	SH		DFND	4.11	872	0	0
TEMPUR PEDIC INTL INC	COM	88023U101	0	275	SH		DFND	4,5,7,8	275	0	0
TEMPUR PEDIC INTL INC	COM	88023U101	0	15,200	SH		DFND	4.6	15,200	0	0
TENARIS S A	SPONSORED ADR	88031M109	0	1	SH		DFND	1	1	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	0	1,509	SH		DFND	4.5	1,509	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	0	4,300	SH		DFND	4,5,7,8	4,300	0	0
TENNECO INC	COM	880349105	0	145	SH		DFND	4.5	145	0	0
TERADATA CORP DEL	COM	88076W103	0	18,239	SH		DFND	4.5	18,239	0	0
TERADATA CORP DEL	COM	88076W103	0	53,216	SH		DFND	4.5	53,216	0	0
TERADATA CORP DEL	COM	88076W103	0	5,100	SH		DFND	4,5,7,8	5,100	0	0
TERADATA CORP DEL	COM	88076W103	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
TERADATA CORP DEL	COM	88076W103	0	1,957	SH		DFND	4,5,14,15	1,957	0	0
TERADYNE INC	COM	880770102	0	660	SH		DFND	4.5	660	0	0
TERADYNE INC	COM	880770102	0	5,700	SH		DFND	4.5	5,700	0	0
TERADYNE INC	COM	880770102	0	1,021	SH		DFND	4,5,7,8	1,021	0	0
TEREX CORP NEW	COM	880779103	0	363,485	SH		DFND	4.5	363,485	0	0
TEREX CORP NEW	COM	880779103	0	13,000	SH		DFND	4.12	13,000	0	0
TEREX CORP NEW	COM	880779103	0	162,790	SH		DFND	4.11	162,790	0	0
TERNIUM SA	SPON ADR	880890108	0	398,730	SH		DFND	4.5	398,730	0	0
TERNIUM SA	SPON ADR	880890108	0	439,700	SH		DFND	4.5	439,700	0	0
TERRENO RLTY CORP	COM	88146M101	0	12,622	SH		DFND	4,5,7,8	12,622	0	0
TERRENO RLTY CORP	COM	88146M101	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
TESLA MTRS INC	COM	88160R101	0	400	SH		DFND	4.5	400	0	0
TESLA MTRS INC	COM	88160R101	0	3,580	SH		DFND	4.5	3,580	0	0
TESLA MTRS INC	COM	88160R101	0	31,100	SH		DFND	4.5	31,100	0	0
TESLA MTRS INC	SR CONV NT1.5%18	88160RAA9	0	548,000	PRN		DFND	4,5,7,8	0	0	548,000
TESLA MTRS INC	SR CONV NT1.5%18	88160RAA9	0	683,000	PRN		DFND	4,5,7,8	0	0	683,000
TESLA MTRS INC	COM	88160R101	0	700	SH		DFND	4.12	700	0	0
TESLA MTRS INC	COM	88160R101	0	700	SH		DFND	4.12	700	0	0
TESORO CORP	COM	881609101	0	435	SH		DFND	4.5	435	0	0
TESORO CORP	COM	881609101	0	14,000	SH		DFND	4.5	14,000	0	0
TESORO CORP	COM	881609101	0	51,959	SH		DFND	4.5	51,959	0	0
TESORO CORP	COM	881609101	0	700	SH		DFND	4,5,14,15	700	0	0
TESORO CORP	COM	881609101	0	3,100	SH		DFND	4,5,14,15	3,100	0	0
TESORO CORP	COM	881609101	0	6,300	SH		DFND	4.6	6,300	0	0
TESORO CORP	COM	881609101	0	70,272	SH		DFND	1.3	70,272	0	0
TESORO CORP	COM	881609101	0	10,100	SH		DFND	1	10,100	0	0
TESORO CORP	COM	881609101	0	62,703	SH		DFND	1.2	62,703	0	0
TESORO CORP	COM	881609101	0	4,600	SH		DFND	4.12	4,600	0	0
TETRA TECH INC NEW	COM	88162G103	0	300	SH		DFND	4.5	300	0	0
TETRA TECH INC NEW	COM	88162G103	0	31,200	SH		DFND	4.5	31,200	0	0
TEXAS INSTRS INC	COM	882508104	0	75,065	SH		DFND	4.5	75,065	0	0
TEXAS INSTRS INC	COM	882508104	0	76,982	SH		DFND	4.5	76,982	0	0
TEXAS INSTRS INC	COM	882508104	0	28,926	SH		DFND	4,5,14,15	28,926	0	0
TEXAS INSTRS INC	COM	882508104	0	322,720	SH		DFND	4,5,14,15	322,720	0	0
TEXAS INSTRS INC	COM	882508104	0	13,800	SH		DFND	4.6	13,800	0	0
TEXAS INSTRS INC	COM	882508104	0	19,700	SH		DFND	4.6	19,700	0	0
TEXAS INSTRS INC	COM	882508104	0	66,568	SH		DFND	1.3	66,568	0	0
TEXAS INSTRS INC	COM	882508104	0	361	SH		DFND	1	361	0	0
TEXAS INSTRS INC	COM	882508104	0	34,183	SH		DFND	4.12	34,183	0	0
TEXAS INSTRS INC	COM	882508104	0	2,654	SH		DFND	4.11	2,654	0	0
TEXTAINER GROUP HOLDINGS LTD	SHS	G8766E109	0	2,323,097	SH		DFND	1.3	2,323,097	0	0
TEXTRON INC	COM	883203101	0	15,948	SH		DFND	4.5	15,948	0	0
TEXTRON INC	COM	883203101	0	16,292	SH		DFND	4.5	16,292	0	0
TEXTRON INC	COM	883203101	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
TEXTRON INC	COM	883203101	0	11,792	SH		DFND	4,5,14,15	11,792	0	0
TF FINL CORP	COM	872391107	0	135	SH		DFND	4,5,7,8	135	0	0
TF FINL CORP	COM	872391107	0	202	SH		DFND	4,5,7,8	202	0	0
THE ADT CORPORATION	COM	00101J106	0	17,096	SH		DFND	4.5	17,096	0	0
THE ADT CORPORATION	COM	00101J106	0	146,775	SH		DFND	4.5	146,775	0	0
THE ADT CORPORATION	COM	00101J106	0	32,577	SH		DFND	4,5,7,8	32,577	0	0
THE ADT CORPORATION	COM	00101J106	0	3,050	SH		DFND	4,5,14,15	3,050	0	0
THE ADT CORPORATION	COM	00101J106	0	6,581	SH		DFND	4,5,14,15	6,581	0	0
THE ADT CORPORATION	COM	00101J106	0	311	SH		DFND	4.11	311	0	0
THE ADT CORPORATION	COM	00101J106	0	40,450	SH		DFND	4.11	40,450	0	0
THERAVANCE INC	SB CV NT2.125%23	88338TAB0	0	324,000	PRN		DFND	4,5,7,8	0	0	324,000
THERAVANCE INC	SB CV NT2.125%23	88338TAB0	0	3,653,000	PRN		DFND	4,5,7,8	0	0	3,653,000
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	28,209	SH		DFND	4.5	28,209	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	77,690	SH		DFND	4.5	77,690	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	222,751	SH		DFND	4.5	222,751	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	334,298	SH		DFND	4,5,7,8	334,298	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	2,200	SH		DFND	4,5,14,15	2,200	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	7,970	SH		DFND	4,5,14,15	7,970	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	450	SH		DFND	4.6	450	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	3,500	SH		DFND	4.6	3,500	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	5,000	SH		DFND	4.6	5,000	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	8,397	SH		DFND	4.6	8,397	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	44,900	SH		DFND	4.6	44,900	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	4,500	SH		DFND	4.12	4,500	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	1,307	SH		DFND	4.11	1,307	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	4,093	SH		DFND	4.11	4,093	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	0	34,700	SH		DFND	4.11	34,700	0	0
THL CR INC	COM	872438106	0	9,143	SH		DFND	4,5,7,8	9,143	0	0
THOMPSON CREEK METALS CO INC	COM	884768102	0	120,000	SH		DFND	4.5	120,000	0	0
THOMSON REUTERS CORP	COM	884903105	0	32,467	SH		DFND	4.5	32,467	0	0
THOMSON REUTERS CORP	COM	884903105	0	39,707	SH		DFND	4.5	39,707	0	0
THOMSON REUTERS CORP	COM	884903105	0	2,300	SH		DFND	4,5,14,15	2,300	0	0
THOMSON REUTERS CORP	COM	884903105	0	11,440	SH		DFND	4,5,14,15	11,440	0	0
THOMSON REUTERS CORP	COM	884903105	0	6,135	SH		DFND	1.3	6,135	0	0
THOMSON REUTERS CORP	COM	884903105	0	550	SH		DFND	1	550	0	0
THOMSON REUTERS CORP	COM	884903105	0	8,025	SH		DFND	1.2	8,025	0	0
THOMSON REUTERS CORP	COM	884903105	0	2,731	SH		DFND	4.11	2,731	0	0
THOR INDS INC	COM	885160101	0	13,900	SH		DFND	1	13,900	0	0
THORATEC CORP	COM NEW	885175307	0	989	SH		DFND	4,5,7,8	989	0	0
TIBCO SOFTWARE INC	SR CV NT 2.25%32	88632QAB9	0	8,139,000	PRN		DFND	4.5	0	0	8,139,000
TIBCO SOFTWARE INC	COM	88632Q103	0	374	SH		DFND	4,5,7,8	374	0	0
TIBCO SOFTWARE INC	COM	88632Q103	0	1,392	SH		DFND	4,5,7,8	1,392	0	0
TIBCO SOFTWARE INC	COM	88632Q103	0	20,380	SH		DFND	4.13	20,380	0	0
TIBCO SOFTWARE INC	COM	88632Q103	0	20,380	SH		DFND	4.11	20,380	0	0
TICC CAPITAL CORP	COM	87244T109	0	5,174	SH		DFND	4,5,7,8	5,174	0	0
TIFFANY & CO NEW	COM	886547108	0	73,394	SH		DFND	4.5	73,394	0	0
TIFFANY & CO NEW	COM	886547108	0	686,229	SH		DFND	4.5	686,229	0	0
TIFFANY & CO NEW	COM	886547108	0	1,111	SH		DFND	4,5,7,8	1,111	0	0
TIFFANY & CO NEW	COM	886547108	0	2,028	SH		DFND	4,5,7,8	2,028	0	0
TIFFANY & CO NEW	COM	886547108	0	800	SH		DFND	4,5,14,15	800	0	0
TIFFANY & CO NEW	COM	886547108	0	9,912	SH		DFND	4,5,14,15	9,912	0	0
TIFFANY & CO NEW	COM	886547108	0	42	SH		DFND	1	42	0	0
TILE SHOP HLDGS INC	COM	88677Q109	0	49,541	SH		DFND	4,5,7,8	49,541	0	0
TIM HORTONS INC	COM	88706M103	0	24,215	SH		DFND	4.5	24,215	0	0
TIM HORTONS INC	COM	88706M103	0	44,786	SH		DFND	4.5	44,786	0	0
TIM HORTONS INC	COM	88706M103	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
TIM HORTONS INC	COM	88706M103	0	1,533	SH		DFND	4,5,14,15	1,533	0	0
TIM HORTONS INC	COM	88706M103	0	4,409	SH		DFND	4,5,14,15	4,409	0	0
TIM HORTONS INC	COM	88706M103	0	4,663	SH		DFND	4.6	4,663	0	0
TIME WARNER CABLE INC	COM	88732J207	0	18,782	SH		DFND	4.5	18,782	0	0
TIME WARNER CABLE INC	COM	88732J207	0	23,707	SH		DFND	4.5	23,707	0	0
TIME WARNER CABLE INC	COM	88732J207	0	5,134	SH		DFND	4,5,7,8	5,134	0	0
TIME WARNER CABLE INC	COM	88732J207	0	2,117	SH		DFND	4,5,14,15	2,117	0	0
TIME WARNER CABLE INC	COM	88732J207	0	6,561	SH		DFND	4,5,14,15	6,561	0	0
TIME WARNER CABLE INC	COM	88732J207	0	1,200	SH		DFND	4.6	1,200	0	0
TIME WARNER CABLE INC	COM	88732J207	0	8,000	SH		DFND	4.6	8,000	0	0
TIME WARNER CABLE INC	COM	88732J207	0	14,600	SH		DFND	4.6	14,600	0	0
TIME WARNER CABLE INC	COM	88732J207	0	3	SH		DFND	4.11	3	0	0
TIME WARNER INC	COM NEW	887317303	0	130,242	SH		DFND	4.5	130,242	0	0
TIME WARNER INC	COM NEW	887317303	0	149,553	SH		DFND	4.5	149,553	0	0
TIME WARNER INC	COM NEW	887317303	0	454,713	SH		DFND	4.5	454,713	0	0
TIME WARNER INC	COM NEW	887317303	0	4,400	SH		DFND	4,5,14,15	4,400	0	0
TIME WARNER INC	COM NEW	887317303	0	34,944	SH		DFND	4,5,14,15	34,944	0	0
TIME WARNER INC	COM NEW	887317303	0	11,300	SH		DFND	4.6	11,300	0	0
TIME WARNER INC	COM NEW	887317303	0	11,800	SH		DFND	4.6	11,800	0	0
TIME WARNER INC	COM NEW	887317303	0	77,632	SH		DFND	1.3	77,632	0	0
TIME WARNER INC	COM NEW	887317303	0	947	SH		DFND	1	947	0	0
TIME WARNER INC	COM NEW	887317303	0	84,199	SH		DFND	1.2	84,199	0	0
TIME WARNER INC	COM NEW	887317303	0	5,700	SH		DFND	4.12	5,700	0	0
TIME WARNER INC	COM NEW	887317303	0	6,500	SH		DFND	4.12	6,500	0	0
TIME WARNER INC	COM NEW	887317303	0	29,147	SH		DFND	4.12	29,147	0	0
TIME WARNER INC	COM NEW	887317303	0	57,445	SH		DFND	4.11	57,445	0	0
TIMMINS GOLD CORP	COM	88741P103	0	320,100	SH		DFND	4.5	320,100	0	0
TJX COS INC NEW	COM	872540109	0	156,323	SH		DFND	4.5	156,323	0	0
TJX COS INC NEW	COM	872540109	0	204,773	SH		DFND	4.5	204,773	0	0
TJX COS INC NEW	COM	872540109	0	4,500	SH		DFND	4,5,14,15	4,500	0	0
TJX COS INC NEW	COM	872540109	0	30,754	SH		DFND	4,5,14,15	30,754	0	0
TJX COS INC NEW	COM	872540109	0	1,500	SH		DFND	4.6	1,500	0	0
TJX COS INC NEW	COM	872540109	0	9,000	SH		DFND	4.6	9,000	0	0
TJX COS INC NEW	COM	872540109	0	13,800	SH		DFND	4.6	13,800	0	0
TJX COS INC NEW	COM	872540109	0	15,000	SH		DFND	4.6	15,000	0	0
TJX COS INC NEW	COM	872540109	0	15,000	SH		DFND	4.6	15,000	0	0
TJX COS INC NEW	COM	872540109	0	18,300	SH		DFND	4.6	18,300	0	0
TJX COS INC NEW	COM	872540109	0	20,000	SH		DFND	4.6	20,000	0	0
TJX COS INC NEW	COM	872540109	0	57,900	SH		DFND	4.6	57,900	0	0
TJX COS INC NEW	COM	872540109	0	98,926	SH		DFND	1.3	98,926	0	0
TJX COS INC NEW	COM	872540109	0	11,400	SH		DFND	1	11,400	0	0
TJX COS INC NEW	COM	872540109	0	96,443	SH		DFND	1.2	96,443	0	0
TJX COS INC NEW	COM	872540109	0	18,200	SH		DFND	4.12	18,200	0	0
TJX COS INC NEW	COM	872540109	0	9,262	SH		DFND	4.11	9,262	0	0
T-MOBILE US INC	COM	872590104	0	18,400	SH		DFND	4.5	18,400	0	0
T-MOBILE US INC	COM	872590104	0	40,848	SH		DFND	4.5	40,848	0	0
T-MOBILE US INC	COM	872590104	0	688	SH		DFND	4,5,7,8	688	0	0
T-MOBILE US INC	COM	872590104	0	4,320	SH		DFND	4,5,7,8	4,320	0	0
T-MOBILE US INC	COM	872590104	0	543,228	SH		DFND	4,5,7,8	543,228	0	0
T-MOBILE US INC	COM	872590104	0	950	SH		DFND	4,5,14,15	950	0	0
T-MOBILE US INC	COM	872590104	0	1,779	SH		DFND	4.11	1,779	0	0
TOLL BROTHERS INC	COM	889478103	0	6,371	SH		DFND	4.5	6,371	0	0
TOLL BROTHERS INC	COM	889478103	0	25,008	SH		DFND	4.5	25,008	0	0
TOLL BROTHERS INC	COM	889478103	0	6,008	SH		DFND	4,5,7,8	6,008	0	0
TOLL BROTHERS INC	COM	889478103	0	900	SH		DFND	4,5,14,15	900	0	0
TOLL BROTHERS INC	COM	889478103	0	4,564	SH		DFND	4,5,14,15	4,564	0	0
TORCHMARK CORP	COM	891027104	0	7,109	SH		DFND	4.5	7,109	0	0
TORCHMARK CORP	COM	891027104	0	8,957	SH		DFND	4.5	8,957	0	0
TORCHMARK CORP	COM	891027104	0	700	SH		DFND	4,5,14,15	700	0	0
TORCHMARK CORP	COM	891027104	0	2,875	SH		DFND	4,5,14,15	2,875	0	0
TORCHMARK CORP	COM	891027104	0	4,831	SH		DFND	4.6	4,831	0	0
TORCHMARK CORP	COM	891027104	0	9,000	SH		DFND	4.6	9,000	0	0
TORCHMARK CORP	COM	891027104	0	10,700	SH		DFND	4.6	10,700	0	0
TORCHMARK CORP	COM	891027104	0	9,300	SH		DFND	1.3	9,300	0	0
TORO CO	COM	891092108	0	2,000	SH		DFND	4.6	2,000	0	0
TORO CO	COM	891092108	0	10,500	SH		DFND	4.6	10,500	0	0
TORO CO	COM	891092108	0	20,700	SH		DFND	4.6	20,700	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	48,522	SH		DFND	4.5	48,522	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	57,348	SH		DFND	4.5	57,348	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	65,115	SH		DFND	4,5,14,15	65,115	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	217,200	SH		DFND	4,5,14,15	217,200	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	7,900	SH		DFND	4.6	7,900	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	9,800	SH		DFND	4.6	9,800	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	19,900	SH		DFND	4.6	19,900	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	59,062	SH		DFND	1.3	59,062	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	22	SH		DFND	1	22	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	0	12,124	SH		DFND	1.2	12,124	0	0
TOTAL S A	SPONSORED ADR	89151E109	0	11,841	SH		DFND	4,5,7,8	11,841	0	0
TOTAL SYS SVCS INC	COM	891906109	0	4,145	SH		DFND	4.5	4,145	0	0
TOTAL SYS SVCS INC	COM	891906109	0	34,619	SH		DFND	4.5	34,619	0	0
TOTAL SYS SVCS INC	COM	891906109	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
TOTAL SYS SVCS INC	COM	891906109	0	6,033	SH		DFND	4,5,14,15	6,033	0	0
TOWERS WATSON & CO	CL A	891894107	0	15,013	SH		DFND	4,5,7,8	15,013	0	0
TOYOTA MOTOR CORP	SP ADR REP2COM	892331307	0	33,102	SH		DFND	1.3	33,102	0	0
TRACTOR SUPPLY CO	COM	892356106	0	3,500	SH		DFND	4.5	3,500	0	0
TRACTOR SUPPLY CO	COM	892356106	0	7,382	SH		DFND	4.5	7,382	0	0
TRACTOR SUPPLY CO	COM	892356106	0	400	SH		DFND	4,5,14,15	400	0	0
TRACTOR SUPPLY CO	COM	892356106	0	4,900	SH		DFND	4,5,14,15	4,900	0	0
TRACTOR SUPPLY CO	COM	892356106	0	5,220	SH		DFND	4.13	5,220	0	0
TRANSALTA CORP	COM	89346D107	0	33,699	SH		DFND	4.5	33,699	0	0
TRANSALTA CORP	COM	89346D107	0	77,633	SH		DFND	4.5	77,633	0	0
TRANSALTA CORP	COM	89346D107	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
TRANSALTA CORP	COM	89346D107	0	5,471	SH		DFND	4,5,14,15	5,471	0	0
TRANSCANADA CORP	COM	89353D107	0	43,875	SH		DFND	4.5	43,875	0	0
TRANSCANADA CORP	COM	89353D107	0	65,035	SH		DFND	4.5	65,035	0	0
TRANSCANADA CORP	COM	89353D107	0	4,300	SH		DFND	4,5,14,15	4,300	0	0
TRANSCANADA CORP	COM	89353D107	0	15,095	SH		DFND	4,5,14,15	15,095	0	0
TRANSCANADA CORP	COM	89353D107	0	9,900	SH		DFND	4.6	9,900	0	0
TRANSCANADA CORP	COM	89353D107	0	10,100	SH		DFND	4.6	10,100	0	0
TRANSCANADA CORP	COM	89353D107	0	26,427	SH		DFND	1.3	26,427	0	0
TRANSCANADA CORP	COM	89353D107	0	17	SH		DFND	1	17	0	0
TRANSCANADA CORP	COM	89353D107	0	4,764	SH		DFND	1.2	4,764	0	0
TRANSDIGM GROUP INC	COM	893641100	0	1,700	SH		DFND	4.5	1,700	0	0
TRANSDIGM GROUP INC	COM	893641100	0	5,579	SH		DFND	4.5	5,579	0	0
TRANSDIGM GROUP INC	COM	893641100	0	9,585	SH		DFND	4,5,7,8	9,585	0	0
TRANSDIGM GROUP INC	COM	893641100	0	18,999	SH		DFND	4,5,7,8	18,999	0	0
TRANSDIGM GROUP INC	COM	893641100	0	300	SH		DFND	4,5,14,15	300	0	0
TRANSDIGM GROUP INC	COM	893641100	0	400	SH		DFND	4,5,14,15	400	0	0
TRANSDIGM GROUP INC	COM	893641100	0	3,820	SH		DFND	4.13	3,820	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	36,740	SH		DFND	4.5	36,740	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	45,821	SH		DFND	4.5	45,821	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	101,912	SH		DFND	4.5	101,912	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	3,849	SH		DFND	4,5,7,8	3,849	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	2,321	SH		DFND	4,5,14,15	2,321	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	7,603	SH		DFND	4,5,14,15	7,603	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	2,796	SH		DFND	4.6	2,796	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	208,805	SH		DFND	1.3	208,805	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	35	SH		DFND	1	35	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	10,131	SH		DFND	1.2	10,131	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	1,920	SH		DFND	4.12	1,920	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	14,600	SH		DFND	4.12	14,600	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	1,526	SH		DFND	4.11	1,526	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	1,756	SH		DFND	4.11	1,756	0	0
TRANSOCEAN LTD	REG SHS	H8817H100	0	2,427	SH		DFND	4.11	2,427	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	29,649	SH		DFND	4.5	29,649	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	46,903	SH		DFND	4.5	46,903	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	179,390	SH		DFND	4.5	179,390	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	11,994	SH		DFND	4,5,14,15	11,994	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	200,856	SH		DFND	4,5,14,15	200,856	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	12,940	SH		DFND	4.13	12,940	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	2,826	SH		DFND	4.6	2,826	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	54,800	SH		DFND	4.6	54,800	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	5,200	SH		DFND	4.12	5,200	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	12,940	SH		DFND	4.11	12,940	0	0
TRAVELERS COMPANIES INC	COM	89417E109	0	74,980	SH		DFND	4.11	74,980	0	0
TREEHOUSE FOODS INC	COM	89469A104	0	1,900	SH		DFND	4.12	1,900	0	0
TRIMBLE NAVIGATION LTD	COM	896239100	0	45,108	SH		DFND	4.5	45,108	0	0
TRIMBLE NAVIGATION LTD	COM	896239100	0	64,600	SH		DFND	4.5	64,600	0	0
TRIMBLE NAVIGATION LTD	COM	896239100	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
TRIMBLE NAVIGATION LTD	COM	896239100	0	17,398	SH		DFND	4,5,14,15	17,398	0	0
TRIMBLE NAVIGATION LTD	COM	896239100	0	17,050	SH		DFND	4.13	17,050	0	0
TRINITY INDS INC	COM	896522109	0	759	SH		DFND	4,5,7,8	759	0	0
TRIPADVISOR INC	COM	896945201	0	833	SH		DFND	4.5	833	0	0
TRIPADVISOR INC	COM	896945201	0	12,030	SH		DFND	4.5	12,030	0	0
TRIPADVISOR INC	COM	896945201	0	13,140	SH		DFND	4.5	13,140	0	0
TRUE RELIGION APPAREL INC	COM	89784N104	0	19,871	SH		DFND	1	19,871	0	0
TRW AUTOMOTIVE HLDGS CORP	COM	87264S106	0	5,896	SH		DFND	4.5	5,896	0	0
TRW AUTOMOTIVE HLDGS CORP	COM	87264S106	0	9,295	SH		DFND	4.5	9,295	0	0
TRW AUTOMOTIVE HLDGS CORP	COM	87264S106	0	4,389	SH		DFND	4,5,14,15	4,389	0	0
TURQUOISE HILL RES LTD	COM	900435108	0	39,965	SH		DFND	4.5	39,965	0	0
TURQUOISE HILL RES LTD	COM	900435108	0	44,084	SH		DFND	4.5	44,084	0	0
TURQUOISE HILL RES LTD	COM	900435108	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
TURQUOISE HILL RES LTD	COM	900435108	0	15,579	SH		DFND	4,5,14,15	15,579	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	0	164,015	SH		DFND	4,5,7,8	164,015	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	33,855	SH		DFND	4.5	33,855	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	110,199	SH		DFND	4.5	110,199	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	286,010	SH		DFND	4.5	286,010	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	14,562	SH		DFND	4,5,14,15	14,562	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	78,800	SH		DFND	4,5,14,15	78,800	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	11,400	SH		DFND	4.12	11,400	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	2,665	SH		DFND	4.11	2,665	0	0
TYCO INTERNATIONAL LTD	SHS	H89128104	0	121,300	SH		DFND	4.11	121,300	0	0
TYSON FOODS INC	CL A	902494103	0	49,304	SH		DFND	4.5	49,304	0	0
TYSON FOODS INC	CL A	902494103	0	330,600	SH		DFND	4.5	330,600	0	0
TYSON FOODS INC	CL A	902494103	0	41,400	SH		DFND	4,5,14,15	41,400	0	0
TYSON FOODS INC	CL A	902494103	0	91,685	SH		DFND	4,5,14,15	91,685	0	0
TYSON FOODS INC	CL A	902494103	0	7,500	SH		DFND	4.6	7,500	0	0
TYSON FOODS INC	CL A	902494103	0	11,000	SH		DFND	4.6	11,000	0	0
TYSON FOODS INC	CL A	902494103	0	25,000	SH		DFND	4.6	25,000	0	0
TYSON FOODS INC	CL A	902494103	0	9,000	SH		DFND	4.12	9,000	0	0
TYSON FOODS INC	CL A	902494103	0	4,197	SH		DFND	4.11	4,197	0	0
U M H PROPERTIES INC	COM	903002103	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
UBS AG	SHS NEW	H89231338	0	1,319,803	SH		DFND	4.5	1,319,803	0	0
UBS AG	SHS NEW	H89231338	0	5,276,359	SH		DFND	4.5	5,276,359	0	0
UBS AG	SHS NEW	H89231338	0	46,481	SH		DFND	4,5,7,8	46,481	0	0
UBS AG	SHS NEW	H89231338	0	17,426	SH		DFND	4,5,14,15	17,426	0	0
UBS AG	SHS NEW	H89231338	0	87,206	SH		DFND	4,5,14,15	87,206	0	0
UBS AG	SHS NEW	H89231338	0	8,255	SH		DFND	4.6	8,255	0	0
UBS AG	SHS NEW	H89231338	0	12,123	SH		DFND	4.6	12,123	0	0
UBS AG	SHS NEW	H89231338	0	20,000	SH		DFND	4.6	20,000	0	0
UBS AG	SHS NEW	H89231338	0	92,391	SH		DFND	4.6	92,391	0	0
UBS AG	SHS NEW	H89231338	0	12,790,187	SH		DFND	1.3	12,790,187	0	0
UBS AG	SHS NEW	H89231338	0	1,428,916	SH		DFND	1	1,428,916	0	0
UBS AG	SHS NEW	H89231338	0	307,624	SH		DFND	1.2	307,624	0	0
UBS AG	SHS NEW	H89231338	0	126	SH		DFND	blank	126	0	0
UBS AG	SHS NEW	H89231338	0	122,500	SH		DFND	blank	122,500	0	0
UBS AG	SHS NEW	H89231338	0	9,500	SH		DFND	4.12	9,500	0	0
UBS AG	SHS NEW	H89231338	0	23,500	SH		DFND	4.12	23,500	0	0
UBS AG	SHS NEW	H89231338	0	57,210	SH		DFND	4.12	57,210	0	0
UBS AG	SHS NEW	H89231338	0	110,995	SH		DFND	4.12	110,995	0	0
UBS AG	SHS NEW	H89231338	0	151,388	SH		DFND	4.12	151,388	0	0
UBS AG	SHS NEW	H89231338	0	400	SH		DFND	4.11	400	0	0
UBS AG	SHS NEW	H89231338	0	2,058	SH		DFND	4.11	2,058	0	0
UBS AG	SHS NEW	H89231338	0	3,265	SH		DFND	4.11	3,265	0	0
UBS AG	SHS NEW	H89231338	0	40,383	SH		DFND	4.11	40,383	0	0
UBS AG	SHS NEW	H89231338	0	64,012	SH		DFND	4.11	64,012	0	0
UBS AG	SHS NEW	H89231338	0	70,000	SH		DFND	4.11	70,000	0	0
UBS AG	SHS NEW	H89231338	0	105,257	SH		DFND	4.11	105,257	0	0
UBS AG	SHS NEW	H89231338	0	1,533	SH		DFND	blank	1,533	0	0
UDR INC	COM	902653104	0	63,666	SH		DFND	4.5	63,666	0	0
UDR INC	COM	902653104	0	158,023	SH		DFND	4.5	158,023	0	0
UDR INC	COM	902653104	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
UDR INC	COM	902653104	0	44,083	SH		DFND	4,5,14,15	44,083	0	0
UDR INC	COM	902653104	0	16,300	SH		DFND	4.6	16,300	0	0
UDR INC	COM	902653104	0	49,428	SH		DFND	4,5,16	49,428	0	0
UDR INC	COM	902653104	0	50,854	SH		DFND	4,5,16	50,854	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	4,800	SH		DFND	4.5	4,800	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	5,155	SH		DFND	4.5	5,155	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	85,170	SH		DFND	4.5	85,170	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	400	SH		DFND	4,5,14,15	400	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	8,480	SH		DFND	4.13	8,480	0	0
ULTA SALON COSMETCS & FRAG INC	COM	90384S303	0	1,262	SH		DFND	4.11	1,262	0	0
ULTIMATE SOFTWARE GROUP INC	COM	90385D107	0	15,065	SH		DFND	4.5	15,065	0	0
ULTRA PETROLEUM CORP	COM	903914109	0	11,270	SH		DFND	4.5	11,270	0	0
ULTRA PETROLEUM CORP	COM	903914109	0	22,136	SH		DFND	4.5	22,136	0	0
ULTRA PETROLEUM CORP	COM	903914109	0	10,973	SH		DFND	4,5,14,15	10,973	0	0
ULTRA PETROLEUM CORP	COM	903914109	0	385,000	SH		DFND	4,5,14,15	385,000	0	0
ULTRA PETROLEUM CORP	COM	903914109	0	15,000	SH		DFND	4.6	15,000	0	0
UNDER ARMOUR INC	CL A	904311107	0	6,500	SH		DFND	4.5	6,500	0	0
UNDER ARMOUR INC	CL A	904311107	0	9,880	SH		DFND	4.5	9,880	0	0
UNDER ARMOUR INC	CL A	904311107	0	10,900	SH		DFND	4,5,7,8	10,900	0	0
UNDER ARMOUR INC	CL A	904311107	0	4,300	SH		DFND	4,5,14,15	4,300	0	0
UNDER ARMOUR INC	CL A	904311107	0	13,160	SH		DFND	4.13	13,160	0	0
UNI PIXEL INC	COM NEW	904572203	0	3,885	SH		DFND	4,5,7,8	3,885	0	0
UNIFIRST CORP MASS	COM	904708104	0	53,646	SH		DFND	4.11	53,646	0	0
UNILEVER N V	N Y SHS NEW	904784709	0	19,100	SH		DFND	4.12	19,100	0	0
UNION FIRST MKT BANKSH CP	COM	90662P104	0	3,853	SH		DFND	4,5,7,8	3,853	0	0
UNION PAC CORP	COM	907818108	0	41,067	SH		DFND	4.5	41,067	0	0
UNION PAC CORP	COM	907818108	0	54,205	SH		DFND	4.5	54,205	0	0
UNION PAC CORP	COM	907818108	0	18,391	SH		DFND	4,5,7,8	18,391	0	0
UNION PAC CORP	COM	907818108	0	12,923	SH		DFND	4,5,14,15	12,923	0	0
UNION PAC CORP	COM	907818108	0	223,800	SH		DFND	4,5,14,15	223,800	0	0
UNION PAC CORP	COM	907818108	0	6,190	SH		DFND	4.13	6,190	0	0
UNION PAC CORP	COM	907818108	0	10,120	SH		DFND	4.13	10,120	0	0
UNION PAC CORP	COM	907818108	0	1,680	SH		DFND	4.6	1,680	0	0
UNION PAC CORP	COM	907818108	0	4,250	SH		DFND	4.6	4,250	0	0
UNION PAC CORP	COM	907818108	0	5,154	SH		DFND	4.6	5,154	0	0
UNION PAC CORP	COM	907818108	0	6,000	SH		DFND	4.6	6,000	0	0
UNION PAC CORP	COM	907818108	0	6,500	SH		DFND	4.6	6,500	0	0
UNION PAC CORP	COM	907818108	0	8,250	SH		DFND	4.6	8,250	0	0
UNION PAC CORP	COM	907818108	0	13,000	SH		DFND	4.6	13,000	0	0
UNION PAC CORP	COM	907818108	0	18,000	SH		DFND	4.6	18,000	0	0
UNION PAC CORP	COM	907818108	0	55,301	SH		DFND	1.3	55,301	0	0
UNION PAC CORP	COM	907818108	0	54,347	SH		DFND	1.2	54,347	0	0
UNION PAC CORP	COM	907818108	0	4,224	SH		DFND	4.12	4,224	0	0
UNION PAC CORP	COM	907818108	0	4,224	SH		DFND	4.12	4,224	0	0
UNION PAC CORP	COM	907818108	0	7,680	SH		DFND	4.11	7,680	0	0
UNITED CMNTY BKS BLAIRSVLE GA	COM	90984P303	0	4,366	SH		DFND	4,5,7,8	4,366	0	0
UNITED CONTL HLDGS INC	COM	910047109	0	8,904	SH		DFND	4.5	8,904	0	0
UNITED CONTL HLDGS INC	COM	910047109	0	600	SH		DFND	4,5,14,15	600	0	0
UNITED MICROELECTRONICS CORP	SPON ADR NEW	910873405	0	9,700	SH		DFND	4.5	9,700	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	116,650	SH		DFND	4.5	116,650	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	126,603	SH		DFND	4.5	126,603	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	10,145	SH		DFND	4,5,7,8	10,145	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	19,274	SH		DFND	4,5,14,15	19,274	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	185,200	SH		DFND	4,5,14,15	185,200	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	2,050	SH		DFND	4.6	2,050	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	6,800	SH		DFND	4.6	6,800	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	9,700	SH		DFND	4.6	9,700	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	9,950	SH		DFND	4.6	9,950	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	10,000	SH		DFND	4.6	10,000	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	13,000	SH		DFND	4.6	13,000	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	21,913	SH		DFND	4.6	21,913	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	39,900	SH		DFND	4.6	39,900	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	55	SH		DFND	1	55	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	2,633	SH		DFND	4.12	2,633	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	2,633	SH		DFND	4.12	2,633	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	0	14,900	SH		DFND	4.12	14,900	0	0
UNITED RENTALS INC	COM	911363109	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
UNITED RENTALS INC	COM	911363109	0	194,600	SH		DFND	4,5,14,15	194,600	0	0
UNITED RENTALS INC	COM	911363109	0	16,140	SH		DFND	4.13	16,140	0	0
UNITED RENTALS INC	COM	911363109	0	10,000	SH		DFND	4.6	10,000	0	0
UNITED STATES STL CORP NEW	SR CV NT 2.75%19	912909AH1	0	2,065,000	PRN		DFND	4.5	0	0	2,065,000
UNITED STATES STL CORP NEW	COM	912909108	0	137	SH		DFND	4.5	137	0	0
UNITED STATES STL CORP NEW	COM	912909108	0	5,209	SH		DFND	4.5	5,209	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	242,805	SH		DFND	4.5	242,805	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	452,193	SH		DFND	4.5	452,193	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	25,004	SH		DFND	4,5,14,15	25,004	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	335,788	SH		DFND	4,5,14,15	335,788	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	1,200	SH		DFND	4.6	1,200	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	3,500	SH		DFND	4.6	3,500	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	8,000	SH		DFND	4.6	8,000	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	9,100	SH		DFND	4.6	9,100	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	9,400	SH		DFND	4.6	9,400	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	12,400	SH		DFND	4.6	12,400	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	52,896	SH		DFND	1.3	52,896	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	116	SH		DFND	blank	116	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	3,487	SH		DFND	4.12	3,487	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	3,487	SH		DFND	4.12	3,487	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	0	400	SH		DFND	4.11	400	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	0	1,400	SH		DFND	4.6	1,400	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	0	9,100	SH		DFND	4.6	9,100	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	0	10,000	SH		DFND	4.6	10,000	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	0	9,000	SH		DFND	1	9,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	91,294	SH		DFND	4.5	91,294	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	106,133	SH		DFND	4.5	106,133	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	3,700	SH		DFND	4,5,7,8	3,700	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	4,900	SH		DFND	4,5,14,15	4,900	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	23,672	SH		DFND	4,5,14,15	23,672	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	2,800	SH		DFND	4.6	2,800	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	6,000	SH		DFND	4.6	6,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	12,000	SH		DFND	4.6	12,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	15,500	SH		DFND	4.6	15,500	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	22,074	SH		DFND	4.6	22,074	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	67,900	SH		DFND	4.6	67,900	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	9,200	SH		DFND	1	9,200	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	12,274	SH		DFND	4.12	12,274	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	0	11,174	SH		DFND	4.11	11,174	0	0
UNIVERSAL AMERN CORP NEW	COM	91338E101	0	71,097	SH		DFND	4,5,7,8	71,097	0	0
UNIVERSAL DISPLAY CORP	COM	91347P105	0	240	SH		DFND	4.5	240	0	0
UNIVERSAL HEALTH RLTY INCM TR	SH BEN INT	91359E105	0	2,187	SH		DFND	4.5	2,187	0	0
UNIVERSAL HEALTH RLTY INCM TR	SH BEN INT	91359E105	0	2,300	SH		DFND	4,5,14,15	2,300	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	0	12,068	SH		DFND	4.5	12,068	0	0
UNUM GROUP	COM	91529Y106	0	22,242	SH		DFND	4.5	22,242	0	0
UNUM GROUP	COM	91529Y106	0	49,488	SH		DFND	4.5	49,488	0	0
UNUM GROUP	COM	91529Y106	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
UNUM GROUP	COM	91529Y106	0	8,213	SH		DFND	4,5,14,15	8,213	0	0
URBAN OUTFITTERS INC	COM	917047102	0	8,205	SH		DFND	4.5	8,205	0	0
URBAN OUTFITTERS INC	COM	917047102	0	27,199	SH		DFND	4.5	27,199	0	0
URBAN OUTFITTERS INC	COM	917047102	0	273	SH		DFND	4,5,7,8	273	0	0
URBAN OUTFITTERS INC	COM	917047102	0	700	SH		DFND	4,5,14,15	700	0	0
URBAN OUTFITTERS INC	COM	917047102	0	12,870	SH		DFND	4,5,14,15	12,870	0	0
URS CORP NEW	COM	903236107	0	196,744	SH		DFND	4,5,7,8	196,744	0	0
URS CORP NEW	COM	903236107	0	197,018	SH		DFND	4,5,7,8	197,018	0	0
URS CORP NEW	COM	903236107	0	2,800	SH		DFND	4.6	2,800	0	0
URS CORP NEW	COM	903236107	0	6,000	SH		DFND	4.6	6,000	0	0
URS CORP NEW	COM	903236107	0	11,500	SH		DFND	4.6	11,500	0	0
URS CORP NEW	COM	903236107	0	20,400	SH		DFND	4.6	20,400	0	0
URS CORP NEW	COM	903236107	0	21,200	SH		DFND	4.6	21,200	0	0
URSTADT BIDDLE PPTYS INC	CL A	917286205	0	3,510	SH		DFND	4.5	3,510	0	0
URSTADT BIDDLE PPTYS INC	CL A	917286205	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
US BANCORP DEL	COM NEW	902973304	0	433,088	SH		DFND	4.5	433,088	0	0
US BANCORP DEL	COM NEW	902973304	0	1,464,717	SH		DFND	4.5	1,464,717	0	0
US BANCORP DEL	COM NEW	902973304	0	13,950	SH		DFND	4,5,14,15	13,950	0	0
US BANCORP DEL	COM NEW	902973304	0	45,867	SH		DFND	4,5,14,15	45,867	0	0
US BANCORP DEL	COM NEW	902973304	0	2,800	SH		DFND	4.6	2,800	0	0
US BANCORP DEL	COM NEW	902973304	0	10,500	SH		DFND	4.6	10,500	0	0
US BANCORP DEL	COM NEW	902973304	0	18,700	SH		DFND	4.6	18,700	0	0
US BANCORP DEL	COM NEW	902973304	0	19,400	SH		DFND	4.6	19,400	0	0
US BANCORP DEL	COM NEW	902973304	0	30,300	SH		DFND	4.6	30,300	0	0
US BANCORP DEL	COM NEW	902973304	0	31,000	SH		DFND	4.6	31,000	0	0
US BANCORP DEL	COM NEW	902973304	0	34,600	SH		DFND	4.6	34,600	0	0
US BANCORP DEL	COM NEW	902973304	0	805,265	SH		DFND	4.11	805,265	0	0
UTI WORLDWIDE INC	ORD	G87210103	0	12,900	SH		DFND	4,5,7,8	12,900	0	0
V F CORP	COM	918204108	0	36,225	SH		DFND	4.5	36,225	0	0
V F CORP	COM	918204108	0	246,565	SH		DFND	4.5	246,565	0	0
V F CORP	COM	918204108	0	500	SH		DFND	4,5,14,15	500	0	0
V F CORP	COM	918204108	0	2,636	SH		DFND	4,5,14,15	2,636	0	0
V F CORP	COM	918204108	0	1,631	SH		DFND	4.12	1,631	0	0
V F CORP	COM	918204108	0	1,631	SH		DFND	4.12	1,631	0	0
V F CORP	COM	918204108	0	1,940	SH		DFND	4.12	1,940	0	0
VALE S A	ADR	91912E105	0	627,973	SH		DFND	4.5	627,973	0	0
VALE S A	ADR	91912E105	0	1,655,047	SH		DFND	4.5	1,655,047	0	0
VALE S A	ADR REPSTG PFD	91912E204	0	772,882	SH		DFND	4.5	772,882	0	0
VALE S A	ADR REPSTG PFD	91912E204	0	1,439,414	SH		DFND	4.5	1,439,414	0	0
VALE S A	ADR	91912E105	0	31,176	SH		DFND	4,5,7,8	31,176	0	0
VALE S A	ADR	91912E105	0	1,559,126	SH		DFND	1.3	1,559,126	0	0
VALE S A	ADR REPSTG PFD	91912E204	0	164,582	SH		DFND	1.3	164,582	0	0
VALE S A	ADR	91912E105	0	550	SH		DFND	1	550	0	0
VALEANT PHARMACEUTICALS INTL I	COM	91911K102	0	13,588	SH		DFND	4.5	13,588	0	0
VALEANT PHARMACEUTICALS INTL I	COM	91911K102	0	23,227	SH		DFND	4.5	23,227	0	0
VALEANT PHARMACEUTICALS INTL I	COM	91911K102	0	10,218	SH		DFND	4,5,14,15	10,218	0	0
VALEANT PHARMACEUTICALS INTL I	COM	91911K102	0	150,600	SH		DFND	4,5,14,15	150,600	0	0
VALEANT PHARMACEUTICALS INTL I	COM	91911K102	0	5,600	SH		DFND	4.12	5,600	0	0
VALEANT PHARMACEUTICALS INTL I	COM	91911K102	0	1,392	SH		DFND	4.11	1,392	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	3,640	SH		DFND	4.5	3,640	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	42,997	SH		DFND	4.5	42,997	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	240,880	SH		DFND	4.5	240,880	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	355,801	SH		DFND	4.5	355,801	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	3,990	SH		DFND	4,5,14,15	3,990	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	9,500	SH		DFND	4,5,14,15	9,500	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	2,000	SH		DFND	4.6	2,000	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	4,900	SH		DFND	4.6	4,900	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	18,500	SH		DFND	4.6	18,500	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	19,100	SH		DFND	4.6	19,100	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	21,700	SH		DFND	4.6	21,700	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	23,200	SH		DFND	4.6	23,200	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	112,678	SH		DFND	1.3	112,678	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	700	SH		DFND	1	700	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	128,224	SH		DFND	1.2	128,224	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	2,412	SH		DFND	4.11	2,412	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	11,997	SH		DFND	4.11	11,997	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	0	95,700	SH		DFND	4.11	95,700	0	0
VALMONT INDS INC	COM	920253101	0	8,500	SH		DFND	4.5	8,500	0	0
VALMONT INDS INC	COM	920253101	0	184	SH		DFND	4,5,7,8	184	0	0
VALMONT INDS INC	COM	920253101	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
VALSPAR CORP	COM	920355104	0	15,600	SH		DFND	1	15,600	0	0
VANGUARD INDEX FDS	REIT ETF	922908553	0	1,500	SH		DFND	1	1,500	0	0
VANGUARD INTL EQUITY INDEX FD	FTSE EMR MKT ETF	922042858	0	165,889	SH		DFND	4.5	165,889	0	0
VANGUARD INTL EQUITY INDEX FD	FTSE EUROPE ETF	922042874	0	1,000	SH		DFND	1	1,000	0	0
VANGUARD WORLD FDS	INF TECH ETF	92204A702	0	1,250	SH		DFND	4.5	1,250	0	0
VANTIV INC	CL A	92210H105	0	15,000	SH		DFND	4.13	15,000	0	0
VARIAN MED SYS INC	COM	92220P105	0	20	SH		DFND	4.5	20	0	0
VARIAN MED SYS INC	COM	92220P105	0	12,104	SH		DFND	4.5	12,104	0	0
VARIAN MED SYS INC	COM	92220P105	0	42,999	SH		DFND	4.5	42,999	0	0
VARIAN MED SYS INC	COM	92220P105	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
VARIAN MED SYS INC	COM	92220P105	0	3,508	SH		DFND	4,5,14,15	3,508	0	0
VARIAN MED SYS INC	COM	92220P105	0	1,575	SH		DFND	4.11	1,575	0	0
VECTOR GROUP LTD	SR CV VR5.75%26	92240MAL2	0	470,000	PRN		DFND	4,5,7,8	0	0	470,000
VECTOR GROUP LTD	SR CV VR5.75%26	92240MAL2	0	969,000	PRN		DFND	4,5,7,8	0	0	969,000
VECTOR GROUP LTD	SR VR CONV NT 19	92240MAY4	0	685,000	PRN		DFND	4,5,7,8	0	0	685,000
VECTREN CORP	COM	92240G101	0	55,332	SH		DFND	4,5,14,15	55,332	0	0
VENTAS INC	COM	92276F100	0	20,926	SH		DFND	4.5	20,926	0	0
VENTAS INC	COM	92276F100	0	80,353	SH		DFND	4.5	80,353	0	0
VENTAS INC	COM	92276F100	0	1,800	SH		DFND	4,5,14,15	1,800	0	0
VENTAS INC	COM	92276F100	0	44,060	SH		DFND	4,5,14,15	44,060	0	0
VENTAS INC	COM	92276F100	0	1,900	SH		DFND	4.6	1,900	0	0
VENTAS INC	COM	92276F100	0	10,000	SH		DFND	4.6	10,000	0	0
VENTAS INC	COM	92276F100	0	18,100	SH		DFND	4.6	18,100	0	0
VENTAS INC	COM	92276F100	0	20,000	SH		DFND	4,5,16	20,000	0	0
VENTAS INC	COM	92276F100	0	21,400	SH		DFND	4,5,16	21,400	0	0
VENTAS INC	COM	92276F100	0	23,672	SH		DFND	4,5,16	23,672	0	0
VENTAS INC	COM	92276F100	0	26,859	SH		DFND	4,5,16	26,859	0	0
VERIFONE SYS INC	COM	92342Y109	0	50,000	SH		DFND	4.5	50,000	0	0
VERIFONE SYS INC	COM	92342Y109	0	3,758	SH		DFND	4.11	3,758	0	0
VERISIGN INC	COM	92343E102	0	47,073	SH		DFND	4.5	47,073	0	0
VERISIGN INC	COM	92343E102	0	81,105	SH		DFND	4.5	81,105	0	0
VERISIGN INC	COM	92343E102	0	175,915	SH		DFND	4,5,7,8	175,915	0	0
VERISIGN INC	COM	92343E102	0	176,328	SH		DFND	4,5,7,8	176,328	0	0
VERISIGN INC	COM	92343E102	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
VERISIGN INC	COM	92343E102	0	5,185	SH		DFND	4,5,14,15	5,185	0	0
VERISIGN INC	COM	92343E102	0	1,500	SH		DFND	4.6	1,500	0	0
VERISIGN INC	COM	92343E102	0	7,500	SH		DFND	4.6	7,500	0	0
VERISIGN INC	COM	92343E102	0	9,000	SH		DFND	4.6	9,000	0	0
VERISIGN INC	COM	92343E102	0	10,000	SH		DFND	4.6	10,000	0	0
VERISIGN INC	COM	92343E102	0	14,100	SH		DFND	4.6	14,100	0	0
VERISIGN INC	COM	92343E102	0	34,900	SH		DFND	4.6	34,900	0	0
VERISIGN INC	COM	92343E102	0	1,959	SH		DFND	4.11	1,959	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	13,414	SH		DFND	4.5	13,414	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	29,874	SH		DFND	4.5	29,874	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	60,700	SH		DFND	4.5	60,700	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	800	SH		DFND	4,5,14,15	800	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	3,960	SH		DFND	4,5,14,15	3,960	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	1,600	SH		DFND	4.6	1,600	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	10,000	SH		DFND	4.6	10,000	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	11,000	SH		DFND	4.6	11,000	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	11,500	SH		DFND	4.6	11,500	0	0
VERISK ANALYTICS INC	CL A	92345Y106	0	44,900	SH		DFND	4.6	44,900	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	600	SH		DFND	4.5	600	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	248,761	SH		DFND	4.5	248,761	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	997,045	SH		DFND	4.5	997,045	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	72,397	SH		DFND	4,5,14,15	72,397	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	456,260	SH		DFND	4,5,14,15	456,260	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	4,300	SH		DFND	4.6	4,300	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	12,500	SH		DFND	4.6	12,500	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	16,900	SH		DFND	4.6	16,900	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	19,400	SH		DFND	4.6	19,400	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	23,000	SH		DFND	4.6	23,000	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	37,502	SH		DFND	4.6	37,502	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	133,589	SH		DFND	4.6	133,589	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	17,722	SH		DFND	1	17,722	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	3,267	SH		DFND	4.11	3,267	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	0	17,837	SH		DFND	4.11	17,837	0	0
VERMILION ENERGY INC	COM	923725105	0	5,000	SH		DFND	4.5	5,000	0	0
VERMILION ENERGY INC	COM	923725105	0	5,073	SH		DFND	4.5	5,073	0	0
VERMILION ENERGY INC	COM	923725105	0	600	SH		DFND	4,5,14,15	600	0	0
VERMILION ENERGY INC	COM	923725105	0	3,200	SH		DFND	1.3	3,200	0	0
VERMILION ENERGY INC	COM	923725105	0	3,200	SH		DFND	1.2	3,200	0	0
VERSO PAPER CORP	COM	92531L108	0	347,527	SH		DFND	4,5,7,8	347,527	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	450	SH		DFND	4.5	450	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	9,395	SH		DFND	4.5	9,395	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	20,568	SH		DFND	4.5	20,568	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	1,300	SH		DFND	4,5,14,15	1,300	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	4,990	SH		DFND	4,5,14,15	4,990	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	1,288	SH		DFND	4.12	1,288	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	1,288	SH		DFND	4.12	1,288	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	0	5,930	SH		DFND	4.12	5,930	0	0
VIACOM INC NEW	CL B	92553P201	0	31,423	SH		DFND	4.5	31,423	0	0
VIACOM INC NEW	CL B	92553P201	0	34,117	SH		DFND	4.5	34,117	0	0
VIACOM INC NEW	CL B	92553P201	0	4,662	SH		DFND	4,5,7,8	4,662	0	0
VIACOM INC NEW	CL B	92553P201	0	3,000	SH		DFND	4,5,14,15	3,000	0	0
VIACOM INC NEW	CL B	92553P201	0	11,869	SH		DFND	4,5,14,15	11,869	0	0
VIACOM INC NEW	CL B	92553P201	0	1,500	SH		DFND	4.6	1,500	0	0
VIACOM INC NEW	CL B	92553P201	0	11,600	SH		DFND	4.6	11,600	0	0
VIACOM INC NEW	CL B	92553P201	0	23,000	SH		DFND	4.6	23,000	0	0
VIACOM INC NEW	CL B	92553P201	0	19,064	SH		DFND	4.12	19,064	0	0
VIASAT INC	COM	92552V100	0	23,445	SH		DFND	4,5,7,8	23,445	0	0
VIMPELCOM LTD	SPONSORED ADR	92719A106	0	7,600	SH		DFND	4.5	7,600	0	0
VIMPELCOM LTD	SPONSORED ADR	92719A106	0	28,900	SH		DFND	4.5	28,900	0	0
VIROPHARMA INC	SR NT CV 2%17	928241AH1	0	43,000	PRN		DFND	4,5,7,8	0	0	43,000
VISA INC	COM CL A	92826C839	0	29,745	SH		DFND	4.5	29,745	0	0
VISA INC	COM CL A	92826C839	0	36,411	SH		DFND	4.5	36,411	0	0
VISA INC	COM CL A	92826C839	0	41,126	SH		DFND	4.5	41,126	0	0
VISA INC	COM CL A	92826C839	0	17,850	SH		DFND	4,5,7,8	17,850	0	0
VISA INC	COM CL A	92826C839	0	2,700	SH		DFND	4,5,14,15	2,700	0	0
VISA INC	COM CL A	92826C839	0	11,471	SH		DFND	4,5,14,15	11,471	0	0
VISA INC	COM CL A	92826C839	0	9,140	SH		DFND	4.13	9,140	0	0
VISA INC	COM CL A	92826C839	0	13,590	SH		DFND	4.13	13,590	0	0
VISA INC	COM CL A	92826C839	0	480	SH		DFND	4.6	480	0	0
VISA INC	COM CL A	92826C839	0	2,413	SH		DFND	4.6	2,413	0	0
VISA INC	COM CL A	92826C839	0	2,885	SH		DFND	4.6	2,885	0	0
VISA INC	COM CL A	92826C839	0	2,950	SH		DFND	4.6	2,950	0	0
VISA INC	COM CL A	92826C839	0	4,000	SH		DFND	4.6	4,000	0	0
VISA INC	COM CL A	92826C839	0	70,480	SH		DFND	1.3	70,480	0	0
VISA INC	COM CL A	92826C839	0	9,200	SH		DFND	1	9,200	0	0
VISA INC	COM CL A	92826C839	0	45,574	SH		DFND	1.2	45,574	0	0
VISA INC	COM CL A	92826C839	0	2,032	SH		DFND	4.12	2,032	0	0
VISA INC	COM CL A	92826C839	0	2,032	SH		DFND	4.12	2,032	0	0
VISA INC	COM CL A	92826C839	0	6,541	SH		DFND	4.12	6,541	0	0
VISA INC	COM CL A	92826C839	0	11,380	SH		DFND	4.11	11,380	0	0
VISA INC	COM CL A	92826C839	0	68,987	SH		DFND	4.11	68,987	0	0
VISTEON CORP	COM NEW	92839U206	0	84,229	SH		DFND	4,5,7,8	84,229	0	0
VISTEON CORP	COM NEW	92839U206	0	96,510	SH		DFND	4,5,7,8	96,510	0	0
VITAMIN SHOPPE INC	COM	92849E101	0	237	SH		DFND	4,5,7,8	237	0	0
VMWARE INC	CL A COM	928563402	0	8,302	SH		DFND	4.5	8,302	0	0
VMWARE INC	CL A COM	928563402	0	8,315	SH		DFND	4.5	8,315	0	0
VMWARE INC	CL A COM	928563402	0	40,648	SH		DFND	4.5	40,648	0	0
VMWARE INC	CL A COM	928563402	0	832	SH		DFND	4,5,7,8	832	0	0
VMWARE INC	CL A COM	928563402	0	7,400	SH		DFND	4,5,7,8	7,400	0	0
VMWARE INC	CL A COM	928563402	0	500	SH		DFND	4,5,14,15	500	0	0
VMWARE INC	CL A COM	928563402	0	2,611	SH		DFND	4,5,14,15	2,611	0	0
VODAFONE GROUP PLC NEW	SPONS ADR NEW	92857W209	0	8,225	SH		DFND	4,5,7,8	8,225	0	0
VODAFONE GROUP PLC NEW	SPONS ADR NEW	92857W209	0	159,508	SH		DFND	4,5,7,8	159,508	0	0
VODAFONE GROUP PLC NEW	SPONS ADR NEW	92857W209	0	53,026	SH		DFND	4.12	53,026	0	0
VOLCANO CORPORATION	SR CV NT 1.75%17	928645AB6	0	1,980,000	PRN		DFND	4.5	0	0	1,980,000
VOLCANO CORPORATION	COM	928645100	0	734	SH		DFND	4.5	734	0	0
VOLCANO CORPORATION	SR CV NT 1.75%17	928645AB6	0	2,972,000	PRN		DFND	4,5,7,8	0	0	2,972,000
VORNADO RLTY TR	SH BEN INT	929042109	0	11,121	SH		DFND	4.5	11,121	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	42,650	SH		DFND	4.5	42,650	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	1,109	SH		DFND	4,5,7,8	1,109	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	500	SH		DFND	4,5,14,15	500	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	24,595	SH		DFND	4,5,14,15	24,595	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	6,500	SH		DFND	4.6	6,500	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	13,700	SH		DFND	4,5,16	13,700	0	0
VORNADO RLTY TR	SH BEN INT	929042109	0	19,569	SH		DFND	4,5,16	19,569	0	0
VULCAN MATLS CO	COM	929160109	0	7,251	SH		DFND	4.5	7,251	0	0
VULCAN MATLS CO	COM	929160109	0	11,942	SH		DFND	4.5	11,942	0	0
VULCAN MATLS CO	COM	929160109	0	800	SH		DFND	4,5,14,15	800	0	0
VULCAN MATLS CO	COM	929160109	0	3,014	SH		DFND	4,5,14,15	3,014	0	0
VULCAN MATLS CO	COM	929160109	0	403,732	SH		DFND	4.11	403,732	0	0
W P CAREY INC	COM	92936U109	0	10,892	SH		DFND	4.5	10,892	0	0
W P CAREY INC	COM	92936U109	0	8,000	SH		DFND	4,5,14,15	8,000	0	0
W P CAREY INC	COM	92936U109	0	3,198	SH		DFND	4,5,16	3,198	0	0
WABCO HLDGS INC	COM	92927K102	0	15,771	SH		DFND	4,5,7,8	15,771	0	0
WABTEC CORP	COM	929740108	0	5,104	SH		DFND	4.5	5,104	0	0
WABTEC CORP	COM	929740108	0	5,940	SH		DFND	4.5	5,940	0	0
WABTEC CORP	COM	929740108	0	10,600	SH		DFND	1	10,600	0	0
WALGREEN CO	COM	931422109	0	260,620	SH		DFND	4.5	260,620	0	0
WALGREEN CO	COM	931422109	0	265,759	SH		DFND	4.5	265,759	0	0
WALGREEN CO	COM	931422109	0	5,300	SH		DFND	4,5,14,15	5,300	0	0
WALGREEN CO	COM	931422109	0	28,011	SH		DFND	4,5,14,15	28,011	0	0
WALGREEN CO	COM	931422109	0	1,800	SH		DFND	4.6	1,800	0	0
WALGREEN CO	COM	931422109	0	8,000	SH		DFND	4.6	8,000	0	0
WALGREEN CO	COM	931422109	0	21,000	SH		DFND	4.6	21,000	0	0
WALGREEN CO	COM	931422109	0	70,300	SH		DFND	4.6	70,300	0	0
WALGREEN CO	COM	931422109	0	8,483	SH		DFND	4.12	8,483	0	0
WALGREEN CO	COM	931422109	0	8,483	SH		DFND	4.12	8,483	0	0
WAL-MART STORES INC	COM	931142103	0	171,498	SH		DFND	4.5	171,498	0	0
WAL-MART STORES INC	COM	931142103	0	390,473	SH		DFND	4.5	390,473	0	0
WAL-MART STORES INC	COM	931142103	0	460	SH		DFND	4,5,7,8	460	0	0
WAL-MART STORES INC	COM	931142103	0	46,674	SH		DFND	4,5,14,15	46,674	0	0
WAL-MART STORES INC	COM	931142103	0	618,310	SH		DFND	4,5,14,15	618,310	0	0
WAL-MART STORES INC	COM	931142103	0	1,900	SH		DFND	4.6	1,900	0	0
WAL-MART STORES INC	COM	931142103	0	11,431	SH		DFND	4.6	11,431	0	0
WAL-MART STORES INC	COM	931142103	0	15,500	SH		DFND	4.6	15,500	0	0
WAL-MART STORES INC	COM	931142103	0	20,133	SH		DFND	4.6	20,133	0	0
WAL-MART STORES INC	COM	931142103	0	63,600	SH		DFND	4.6	63,600	0	0
WAL-MART STORES INC	COM	931142103	0	112,685	SH		DFND	1.3	112,685	0	0
WAL-MART STORES INC	COM	931142103	0	49	SH		DFND	1	49	0	0
WAL-MART STORES INC	COM	931142103	0	117,554	SH		DFND	1.2	117,554	0	0
WAL-MART STORES INC	COM	931142103	0	5,800	SH		DFND	4.12	5,800	0	0
WAL-MART STORES INC	COM	931142103	0	1,451	SH		DFND	4.11	1,451	0	0
WAL-MART STORES INC	COM	931142103	0	11,888	SH		DFND	4.11	11,888	0	0
WAL-MART STORES INC	COM	931142103	0	194,280	SH		DFND	4.11	194,280	0	0
WALTER ENERGY INC	COM	93317Q105	0	571,000	SH		DFND	1.2	571,000	0	0
WALTER INVT MGMT CORP	COM	93317W102	0	1,801	SH		DFND	4,5,7,8	1,801	0	0
WARNER CHILCOTT PLC IRELAND	SHS A	G94368100	0	29,821	SH		DFND	4.5	29,821	0	0
WARNER CHILCOTT PLC IRELAND	SHS A	G94368100	0	331,309	SH		DFND	4.5	331,309	0	0
WARNER CHILCOTT PLC IRELAND	SHS A	G94368100	0	153,363	SH		DFND	4,5,7,8	153,363	0	0
WARNER CHILCOTT PLC IRELAND	SHS A	G94368100	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
WARNER CHILCOTT PLC IRELAND	SHS A	G94368100	0	5,707	SH		DFND	4,5,14,15	5,707	0	0
WASHINGTON BKG CO OAK HBR WASH	COM	937303105	0	5,753	SH		DFND	4,5,7,8	5,753	0	0
WASHINGTON POST CO	CL B	939640108	0	105	SH		DFND	4.5	105	0	0
WASHINGTON REAL ESTATE INVT TR	SH BEN INT	939653101	0	12,206	SH		DFND	4.5	12,206	0	0
WASHINGTON REAL ESTATE INVT TR	SH BEN INT	939653101	0	9,400	SH		DFND	4,5,14,15	9,400	0	0
WASTE CONNECTIONS INC	COM	941053100	0	17,540	SH		DFND	4.13	17,540	0	0
WASTE CONNECTIONS INC	COM	941053100	0	17,540	SH		DFND	4.11	17,540	0	0
WASTE MGMT INC DEL	COM	94106L109	0	42,903	SH		DFND	4.5	42,903	0	0
WASTE MGMT INC DEL	COM	94106L109	0	129,746	SH		DFND	4.5	129,746	0	0
WASTE MGMT INC DEL	COM	94106L109	0	7,085	SH		DFND	4,5,14,15	7,085	0	0
WASTE MGMT INC DEL	COM	94106L109	0	162,000	SH		DFND	4,5,14,15	162,000	0	0
WASTE MGMT INC DEL	COM	94106L109	0	1,500	SH		DFND	4.6	1,500	0	0
WASTE MGMT INC DEL	COM	94106L109	0	10,000	SH		DFND	4.6	10,000	0	0
WASTE MGMT INC DEL	COM	94106L109	0	17,600	SH		DFND	4.6	17,600	0	0
WASTE MGMT INC DEL	COM	94106L109	0	246	SH		DFND	1	246	0	0
WATERS CORP	COM	941848103	0	6,556	SH		DFND	4.5	6,556	0	0
WATERS CORP	COM	941848103	0	43,786	SH		DFND	4.5	43,786	0	0
WATERS CORP	COM	941848103	0	500	SH		DFND	4,5,14,15	500	0	0
WATERS CORP	COM	941848103	0	2,308	SH		DFND	4,5,14,15	2,308	0	0
WATERS CORP	COM	941848103	0	3,140	SH		DFND	4.13	3,140	0	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	0	12,100	SH		DFND	4.5	12,100	0	0
WEATHERFORD INTERNATIONAL LTD	REG SHS	H27013103	0	4,725	SH		DFND	4.5	4,725	0	0
WEATHERFORD INTERNATIONAL LTD	REG SHS	H27013103	0	52,457	SH		DFND	4.5	52,457	0	0
WEATHERFORD INTERNATIONAL LTD	REG SHS	H27013103	0	73,568	SH		DFND	4.5	73,568	0	0
WEATHERFORD INTERNATIONAL LTD	REG SHS	H27013103	0	42,375	SH		DFND	4,5,7,8	42,375	0	0
WEATHERFORD INTERNATIONAL LTD	REG SHS	H27013103	0	8,400	SH		DFND	4,5,14,15	8,400	0	0
WEATHERFORD INTERNATIONAL LTD	REG SHS	H27013103	0	23,035	SH		DFND	4,5,14,15	23,035	0	0
WEBMD HEALTH CORP	SR CONV NT2.5%18	94770VAF9	0	219,000	PRN		DFND	4,5,7,8	0	0	219,000
WEBMD HEALTH CORP	SR CONV NT2.5%18	94770VAF9	0	2,540,000	PRN		DFND	4,5,7,8	0	0	2,540,000
WEBSTER FINL CORP CONN	COM	947890109	0	5,172	SH		DFND	4,5,7,8	5,172	0	0
WEIGHT WATCHERS INTL INC NEW	COM	948626106	0	5,165	SH		DFND	4.5	5,165	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	0	33,280	SH		DFND	4.5	33,280	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	0	9,254	SH		DFND	4,5,7,8	9,254	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	0	14,600	SH		DFND	4,5,14,15	14,600	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	0	665	SH		DFND	4,5,7,8	665	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	0	500	SH		DFND	4.12	500	0	0
WELLPOINT INC	COM	94973V107	0	30,078	SH		DFND	4.5	30,078	0	0
WELLPOINT INC	COM	94973V107	0	81,879	SH		DFND	4.5	81,879	0	0
WELLPOINT INC	COM	94973V107	0	4,500	SH		DFND	4,5,7,8	4,500	0	0
WELLPOINT INC	COM	94973V107	0	1,000	SH		DFND	4,5,14,15	1,000	0	0
WELLPOINT INC	COM	94973V107	0	6,242	SH		DFND	4,5,14,15	6,242	0	0
WELLPOINT INC	COM	94973V107	0	1,600	SH		DFND	4.6	1,600	0	0
WELLPOINT INC	COM	94973V107	0	9,000	SH		DFND	4.6	9,000	0	0
WELLPOINT INC	COM	94973V107	0	10,500	SH		DFND	4.6	10,500	0	0
WELLPOINT INC	COM	94973V107	0	18,800	SH		DFND	4.6	18,800	0	0
WELLPOINT INC	COM	94973V107	0	6,700	SH		DFND	4.12	6,700	0	0
WELLPOINT INC	COM	94973V107	0	22,500	SH		DFND	4.11	22,500	0	0
WELLPOINT INC	COM	94973V107	0	502,980	SH		DFND	4.11	502,980	0	0
WELLS FARGO & CO NEW	COM	949746101	0	413,124	SH		DFND	4.5	413,124	0	0
WELLS FARGO & CO NEW	COM	949746101	0	1,928,854	SH		DFND	4.5	1,928,854	0	0
WELLS FARGO & CO NEW	COM	949746101	0	2,566	SH		DFND	4,5,7,8	2,566	0	0
WELLS FARGO & CO NEW	COM	949746101	0	22,007	SH		DFND	4,5,7,8	22,007	0	0
WELLS FARGO & CO NEW	COM	949746101	0	133,433	SH		DFND	4,5,14,15	133,433	0	0
WELLS FARGO & CO NEW	COM	949746101	0	2,009,270	SH		DFND	4,5,14,15	2,009,270	0	0
WELLS FARGO & CO NEW	COM	949746101	0	24,260	SH		DFND	4.13	24,260	0	0
WELLS FARGO & CO NEW	COM	949746101	0	10,400	SH		DFND	4.6	10,400	0	0
WELLS FARGO & CO NEW	COM	949746101	0	21,000	SH		DFND	4.6	21,000	0	0
WELLS FARGO & CO NEW	COM	949746101	0	27,000	SH		DFND	4.6	27,000	0	0
WELLS FARGO & CO NEW	COM	949746101	0	31,400	SH		DFND	4.6	31,400	0	0
WELLS FARGO & CO NEW	COM	949746101	0	32,400	SH		DFND	4.6	32,400	0	0
WELLS FARGO & CO NEW	COM	949746101	0	45,900	SH		DFND	4.6	45,900	0	0
WELLS FARGO & CO NEW	COM	949746101	0	70,000	SH		DFND	4.6	70,000	0	0
WELLS FARGO & CO NEW	COM	949746101	0	89,920	SH		DFND	4.6	89,920	0	0
WELLS FARGO & CO NEW	COM	949746101	0	184,600	SH		DFND	4.6	184,600	0	0
WELLS FARGO & CO NEW	COM	949746101	0	354,990	SH		DFND	1.3	354,990	0	0
WELLS FARGO & CO NEW	COM	949746101	0	2,906	SH		DFND	1	2,906	0	0
WELLS FARGO & CO NEW	COM	949746101	0	241,525	SH		DFND	1.2	241,525	0	0
WELLS FARGO & CO NEW	COM	949746101	0	4,820	SH		DFND	4.12	4,820	0	0
WELLS FARGO & CO NEW	COM	949746101	0	31,300	SH		DFND	4.12	31,300	0	0
WELLS FARGO & CO NEW	COM	949746101	0	17,788	SH		DFND	4.11	17,788	0	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	0	17,440	SH		DFND	4,5,7,8	17,440	0	0
WESCO INTL INC	COM	95082P105	0	13,000	SH		DFND	4,5,7,8	13,000	0	0
WESTERN ALLIANCE BANCORP	COM	957638109	0	6,183	SH		DFND	4,5,7,8	6,183	0	0
WESTERN DIGITAL CORP	COM	958102105	0	45,589	SH		DFND	4.5	45,589	0	0
WESTERN DIGITAL CORP	COM	958102105	0	192,433	SH		DFND	4.5	192,433	0	0
WESTERN DIGITAL CORP	COM	958102105	0	10,700	SH		DFND	4,5,7,8	10,700	0	0
WESTERN DIGITAL CORP	COM	958102105	0	8,500	SH		DFND	4,5,14,15	8,500	0	0
WESTERN DIGITAL CORP	COM	958102105	0	257,200	SH		DFND	4,5,14,15	257,200	0	0
WESTERN DIGITAL CORP	COM	958102105	0	11,900	SH		DFND	4.6	11,900	0	0
WESTERN DIGITAL CORP	COM	958102105	0	12,800	SH		DFND	4.6	12,800	0	0
WESTERN DIGITAL CORP	COM	958102105	0	15,000	SH		DFND	4.6	15,000	0	0
WESTERN DIGITAL CORP	COM	958102105	0	62,800	SH		DFND	4.6	62,800	0	0
WESTERN DIGITAL CORP	COM	958102105	0	67,400	SH		DFND	4.11	67,400	0	0
WESTERN REFNG INC	COM	959319104	0	14,371	SH		DFND	4,5,7,8	14,371	0	0
WESTERN REFNG INC	COM	959319104	0	17,400	SH		DFND	1	17,400	0	0
WESTERN UN CO	COM	959802109	0	41,160	SH		DFND	4.5	41,160	0	0
WESTERN UN CO	COM	959802109	0	70,724	SH		DFND	4.5	70,724	0	0
WESTERN UN CO	COM	959802109	0	5,200	SH		DFND	4,5,14,15	5,200	0	0
WESTERN UN CO	COM	959802109	0	20,511	SH		DFND	4,5,14,15	20,511	0	0
WESTERN UN CO	COM	959802109	0	2,400	SH		DFND	4.6	2,400	0	0
WESTERN UN CO	COM	959802109	0	18,000	SH		DFND	4.6	18,000	0	0
WESTERN UN CO	COM	959802109	0	20,000	SH		DFND	4.6	20,000	0	0
WESTERN UN CO	COM	959802109	0	39,100	SH		DFND	4.6	39,100	0	0
WESTERN UN CO	COM	959802109	0	104,808	SH		DFND	4.6	104,808	0	0
WESTFIELD FINANCIAL INC NEW	COM	96008P104	0	7,941	SH		DFND	4,5,7,8	7,941	0	0
WESTLAKE CHEM CORP	COM	960413102	0	8,900	SH		DFND	4.5	8,900	0	0
WESTLAKE CHEM CORP	COM	960413102	0	16,800	SH		DFND	4.5	16,800	0	0
WEYERHAEUSER CO	COM	962166104	0	35,165	SH		DFND	4.5	35,165	0	0
WEYERHAEUSER CO	COM	962166104	0	840,603	SH		DFND	4.5	840,603	0	0
WEYERHAEUSER CO	COM	962166104	0	37	SH		DFND	4,5,7,8	37	0	0
WEYERHAEUSER CO	COM	962166104	0	1,700	SH		DFND	4,5,14,15	1,700	0	0
WEYERHAEUSER CO	COM	962166104	0	13,998	SH		DFND	4,5,14,15	13,998	0	0
WEYERHAEUSER CO	COM	962166104	0	2,299	SH		DFND	4.11	2,299	0	0
WEYERHAEUSER CO	COM	962166104	0	1,031,232	SH		DFND	4.11	1,031,232	0	0
WHIRLPOOL CORP	COM	963320106	0	8,679	SH		DFND	4.5	8,679	0	0
WHIRLPOOL CORP	COM	963320106	0	44,129	SH		DFND	4.5	44,129	0	0
WHIRLPOOL CORP	COM	963320106	0	500	SH		DFND	4,5,14,15	500	0	0
WHIRLPOOL CORP	COM	963320106	0	5,361	SH		DFND	4,5,14,15	5,361	0	0
WHIRLPOOL CORP	COM	963320106	0	20,000	SH		DFND	4.6	20,000	0	0
WHITE MTNS INS GROUP LTD	COM	G9618E107	0	1,062	SH		DFND	4.5	1,062	0	0
WHITESTONE REIT	COM	966084204	0	1,900	SH		DFND	4,5,14,15	1,900	0	0
WHITEWAVE FOODS CO	COM CL B	966244204	0	58,478	SH		DFND	4,5,7,8	58,478	0	0
WHITEWAVE FOODS CO	COM CL A	966244105	0	27,070	SH		DFND	4.13	27,070	0	0
WHITEWAVE FOODS CO	COM CL A	966244105	0	3,831	SH		DFND	4.6	3,831	0	0
WHITEWAVE FOODS CO	COM CL B	966244204	0	5,457	SH		DFND	4.6	5,457	0	0
WHITEWAVE FOODS CO	COM CL B	966244204	0	20,000	SH		DFND	1	20,000	0	0
WHITING PETE CORP NEW	COM	966387102	0	7,215	SH		DFND	4.5	7,215	0	0
WHITING PETE CORP NEW	COM	966387102	0	10,733	SH		DFND	4.5	10,733	0	0
WHITING PETE CORP NEW	COM	966387102	0	23,586	SH		DFND	4,5,7,8	23,586	0	0
WHITING PETE CORP NEW	COM	966387102	0	700	SH		DFND	4,5,14,15	700	0	0
WHITING PETE CORP NEW	COM	966387102	0	5,196	SH		DFND	4,5,14,15	5,196	0	0
WHITING PETE CORP NEW	COM	966387102	0	4,623	SH		DFND	4.6	4,623	0	0
WHITING PETE CORP NEW	COM	966387102	0	2,200	SH		DFND	4.12	2,200	0	0
WHITING PETE CORP NEW	COM	966387102	0	5,600	SH		DFND	4.12	5,600	0	0
WHOLE FOODS MKT INC	COM	966837106	0	30,326	SH		DFND	4.5	30,326	0	0
WHOLE FOODS MKT INC	COM	966837106	0	267,798	SH		DFND	4.5	267,798	0	0
WHOLE FOODS MKT INC	COM	966837106	0	8,540	SH		DFND	4,5,14,15	8,540	0	0
WHOLE FOODS MKT INC	COM	966837106	0	133,000	SH		DFND	4,5,14,15	133,000	0	0
WHOLE FOODS MKT INC	COM	966837106	0	18,160	SH		DFND	4.13	18,160	0	0
WHOLE FOODS MKT INC	COM	966837106	0	20,370	SH		DFND	4.13	20,370	0	0
WHOLE FOODS MKT INC	COM	966837106	0	22,000	SH		DFND	1	22,000	0	0
WHOLE FOODS MKT INC	COM	966837106	0	15,719	SH		DFND	4.12	15,719	0	0
WHOLE FOODS MKT INC	COM	966837106	0	15,719	SH		DFND	4.12	15,719	0	0
WHOLE FOODS MKT INC	COM	966837106	0	11,592	SH		DFND	4.11	11,592	0	0
WHOLE FOODS MKT INC	COM	966837106	0	17,260	SH		DFND	4.11	17,260	0	0
WILLIAMS COS INC DEL	COM	969457100	0	44,418	SH		DFND	4.5	44,418	0	0
WILLIAMS COS INC DEL	COM	969457100	0	152,701	SH		DFND	4.5	152,701	0	0
WILLIAMS COS INC DEL	COM	969457100	0	3,600	SH		DFND	4,5,14,15	3,600	0	0
WILLIAMS COS INC DEL	COM	969457100	0	11,960	SH		DFND	4,5,14,15	11,960	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	415	SH		DFND	4.5	415	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	7,453	SH		DFND	4.5	7,453	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	40,445	SH		DFND	4.5	40,445	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	6,524	SH		DFND	4,5,14,15	6,524	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	2,152	SH		DFND	4.11	2,152	0	0
WILLIS GROUP HOLDINGS PUBLIC L	SHS	G96666105	0	499,452	SH		DFND	4.11	499,452	0	0
WINDSTREAM CORP	COM	97381W104	0	51,631	SH		DFND	4.5	51,631	0	0
WINDSTREAM CORP	COM	97381W104	0	53,888	SH		DFND	4.5	53,888	0	0
WINDSTREAM CORP	COM	97381W104	0	8,000	SH		DFND	4,5,14,15	8,000	0	0
WINDSTREAM CORP	COM	97381W104	0	13,162	SH		DFND	4,5,14,15	13,162	0	0
WINTHROP RLTY TR	SH BEN INT NEW	976391300	0	9,016	SH		DFND	4.5	9,016	0	0
WINTHROP RLTY TR	SH BEN INT NEW	976391300	0	3,300	SH		DFND	4,5,14,15	3,300	0	0
WIPRO LTD	SPON ADR 1 SH	97651M109	0	55,083	SH		DFND	4.5	55,083	0	0
WIPRO LTD	SPON ADR 1 SH	97651M109	0	59,122	SH		DFND	4.5	59,122	0	0
WIPRO LTD	SPON ADR 1 SH	97651M109	0	37,373	SH		DFND	4.6	37,373	0	0
WISCONSIN ENERGY CORP	COM	976657106	0	19,011	SH		DFND	4.5	19,011	0	0
WISCONSIN ENERGY CORP	COM	976657106	0	44,904	SH		DFND	4.5	44,904	0	0
WISCONSIN ENERGY CORP	COM	976657106	0	1,500	SH		DFND	4,5,14,15	1,500	0	0
WISCONSIN ENERGY CORP	COM	976657106	0	6,030	SH		DFND	4,5,14,15	6,030	0	0
WISCONSIN ENERGY CORP	COM	976657106	0	12,283	SH		DFND	4.6	12,283	0	0
WISCONSIN ENERGY CORP	COM	976657106	0	3,075	SH		DFND	4.11	3,075	0	0
WISDOMTREE TR	INDIA ERNGS FD	97717W422	0	5,600	SH		DFND	1	5,600	0	0
WMS INDS INC	COM	929297109	0	10,040	SH		DFND	1	10,040	0	0
WNS HOLDINGS LTD	SPON ADR	92932M101	0	10,700	SH		DFND	4.6	10,700	0	0
WORKDAY INC	CL A	98138H101	0	9,535	SH		DFND	4.5	9,535	0	0
WORTHINGTON INDS INC	COM	981811102	0	365	SH		DFND	4.5	365	0	0
WPX ENERGY INC	COM	98212B103	0	5,807	SH		DFND	4.5	5,807	0	0
WPX ENERGY INC	COM	98212B103	0	5,849	SH		DFND	4.5	5,849	0	0
WUXI PHARMATECH CAYMAN INC	SPONS ADR SHS	929352102	0	38,600	SH		DFND	4.5	38,600	0	0
WUXI PHARMATECH CAYMAN INC	SPONS ADR SHS	929352102	0	6,376	SH		DFND	4.6	6,376	0	0
WUXI PHARMATECH CAYMAN INC	SPONS ADR SHS	929352102	0	9,400	SH		DFND	4.6	9,400	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	12,764	SH		DFND	4.5	12,764	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	21,794	SH		DFND	4.5	21,794	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	795	SH		DFND	4,5,7,8	795	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	5,989	SH		DFND	4,5,7,8	5,989	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	23,489	SH		DFND	4,5,7,8	23,489	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	31,963	SH		DFND	4,5,7,8	31,963	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	37,938	SH		DFND	4,5,7,8	37,938	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	209,499	SH		DFND	4,5,7,8	209,499	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	900	SH		DFND	4,5,14,15	900	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
WYNDHAM WORLDWIDE CORP	COM	98310W108	0	13,400	SH		DFND	1	13,400	0	0
WYNN RESORTS LTD	COM	983134107	0	12,210	SH		DFND	4.5	12,210	0	0
WYNN RESORTS LTD	COM	983134107	0	31,198	SH		DFND	4.5	31,198	0	0
WYNN RESORTS LTD	COM	983134107	0	2,400	SH		DFND	4,5,14,15	2,400	0	0
WYNN RESORTS LTD	COM	983134107	0	36,100	SH		DFND	4,5,14,15	36,100	0	0
WYNN RESORTS LTD	COM	983134107	0	4,700	SH		DFND	4.13	4,700	0	0
WYNN RESORTS LTD	COM	983134107	0	7,400	SH		DFND	4.6	7,400	0	0
WYNN RESORTS LTD	COM	983134107	0	2,496	SH		DFND	4.12	2,496	0	0
WYNN RESORTS LTD	COM	983134107	0	2,496	SH		DFND	4.12	2,496	0	0
XCEL ENERGY INC	COM	98389B100	0	123,203	SH		DFND	4.5	123,203	0	0
XCEL ENERGY INC	COM	98389B100	0	380,398	SH		DFND	4.5	380,398	0	0
XCEL ENERGY INC	COM	98389B100	0	17,742	SH		DFND	4,5,14,15	17,742	0	0
XCEL ENERGY INC	COM	98389B100	0	663,900	SH		DFND	4,5,14,15	663,900	0	0
XCEL ENERGY INC	COM	98389B100	0	21,600	SH		DFND	4.6	21,600	0	0
XEROX CORP	COM	984121103	0	62,551	SH		DFND	4.5	62,551	0	0
XEROX CORP	COM	984121103	0	93,763	SH		DFND	4.5	93,763	0	0
XEROX CORP	COM	984121103	0	35,461	SH		DFND	4,5,14,15	35,461	0	0
XEROX CORP	COM	984121103	0	292,200	SH		DFND	4,5,14,15	292,200	0	0
XEROX CORP	COM	984121103	0	78,400	SH		DFND	4.6	78,400	0	0
XEROX CORP	COM	984121103	0	34,000	SH		DFND	4.12	34,000	0	0
XILINX INC	SR NT CV2.625%17	983919AF8	0	4,029,000	PRN		DFND	4.5	0	0	4,029,000
XILINX INC	COM	983919101	0	28,565	SH		DFND	4.5	28,565	0	0
XILINX INC	COM	983919101	0	149,491	SH		DFND	4.5	149,491	0	0
XILINX INC	COM	983919101	0	1,600	SH		DFND	4,5,14,15	1,600	0	0
XILINX INC	COM	983919101	0	7,500	SH		DFND	4,5,14,15	7,500	0	0
XILINX INC	COM	983919101	0	24,090	SH		DFND	4.13	24,090	0	0
XILINX INC	COM	983919101	0	3	SH		DFND	1	3	0	0
XL GROUP PLC	SHS	G98290102	0	18,598	SH		DFND	4.5	18,598	0	0
XL GROUP PLC	SHS	G98290102	0	30,461	SH		DFND	4.5	30,461	0	0
XL GROUP PLC	SHS	G98290102	0	11,102	SH		DFND	4,5,14,15	11,102	0	0
XL GROUP PLC	SHS	G98290102	0	759,700	SH		DFND	4,5,14,15	759,700	0	0
XPLORE TECHNOLOGIES CORP	COM PAR $0.001	983950700	0	2	SH		DFND	1.3	2	0	0
XYLEM INC	COM	98419M100	0	19,609	SH		DFND	4.5	19,609	0	0
XYLEM INC	COM	98419M100	0	60,772	SH		DFND	4.5	60,772	0	0
XYLEM INC	COM	98419M100	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
XYLEM INC	COM	98419M100	0	5,875	SH		DFND	4,5,14,15	5,875	0	0
XYLEM INC	COM	98419M100	0	151	SH		DFND	1	151	0	0
XYLEM INC	COM	98419M100	0	7,500	SH		DFND	4.12	7,500	0	0
YADKIN FINL CORP	COM	984305102	0	5,403	SH		DFND	4,5,7,8	5,403	0	0
YAHOO INC	COM	984332106	0	113,191	SH		DFND	4.5	113,191	0	0
YAHOO INC	COM	984332106	0	183,357	SH		DFND	4.5	183,357	0	0
YAHOO INC	COM	984332106	0	2,868	SH		DFND	4,5,7,8	2,868	0	0
YAHOO INC	COM	984332106	0	3,300	SH		DFND	4,5,14,15	3,300	0	0
YAHOO INC	COM	984332106	0	22,329	SH		DFND	4,5,14,15	22,329	0	0
YAHOO INC	COM	984332106	0	14,840	SH		DFND	4.13	14,840	0	0
YAHOO INC	COM	984332106	0	2,650	SH		DFND	4.6	2,650	0	0
YAHOO INC	COM	984332106	0	17,500	SH		DFND	4.6	17,500	0	0
YAHOO INC	COM	984332106	0	29,100	SH		DFND	4.6	29,100	0	0
YAHOO INC	COM	984332106	0	114,600	SH		DFND	4.6	114,600	0	0
YAHOO INC	COM	984332106	0	195	SH		DFND	1	195	0	0
YAHOO INC	COM	984332106	0	17,167	SH		DFND	4.11	17,167	0	0
YAMANA GOLD INC	COM	98462Y100	0	202,216	SH		DFND	4.5	202,216	0	0
YAMANA GOLD INC	COM	98462Y100	0	427,500	SH		DFND	4.5	427,500	0	0
YAMANA GOLD INC	COM	98462Y100	0	1,529,465	SH		DFND	4.5	1,529,465	0	0
YAMANA GOLD INC	COM	98462Y100	0	28,181	SH		DFND	4,5,14,15	28,181	0	0
YAMANA GOLD INC	COM	98462Y100	0	809,000	SH		DFND	4,5,14,15	809,000	0	0
YAMANA GOLD INC	COM	98462Y100	0	41,501	SH		DFND	1.3	41,501	0	0
YAMANA GOLD INC	COM	98462Y100	0	20,641	SH		DFND	1.2	20,641	0	0
YANDEX N V	SHS CLASS A	N97284108	0	127,500	SH		DFND	4.5	127,500	0	0
YANDEX N V	SHS CLASS A	N97284108	0	243,800	SH		DFND	4.5	243,800	0	0
YANDEX N V	SHS CLASS A	N97284108	0	18,100	SH		DFND	4.6	18,100	0	0
YELP INC	CL A	985817105	0	11,726	SH		DFND	4.5	11,726	0	0
YOUKU TUDOU INC	SPONSORED ADR	98742U100	0	1,299	SH		DFND	4.5	1,299	0	0
YOUKU TUDOU INC	SPONSORED ADR	98742U100	0	112,109	SH		DFND	4,5,7,8	112,109	0	0
YUM BRANDS INC	COM	988498101	0	57,739	SH		DFND	4.5	57,739	0	0
YUM BRANDS INC	COM	988498101	0	115,062	SH		DFND	4.5	115,062	0	0
YUM BRANDS INC	COM	988498101	0	13,579	SH		DFND	4,5,14,15	13,579	0	0
YUM BRANDS INC	COM	988498101	0	86,360	SH		DFND	4,5,14,15	86,360	0	0
YUM BRANDS INC	COM	988498101	0	12,800	SH		DFND	1	12,800	0	0
YUM BRANDS INC	COM	988498101	0	3,924	SH		DFND	4.11	3,924	0	0
ZIMMER HLDGS INC	COM	98956P102	0	137,312	SH		DFND	4.5	137,312	0	0
ZIMMER HLDGS INC	COM	98956P102	0	281,332	SH		DFND	4.5	281,332	0	0
ZIMMER HLDGS INC	COM	98956P102	0	1,100	SH		DFND	4,5,14,15	1,100	0	0
ZIMMER HLDGS INC	COM	98956P102	0	4,475	SH		DFND	4,5,14,15	4,475	0	0
ZIMMER HLDGS INC	COM	98956P102	0	5,400	SH		DFND	4.6	5,400	0	0
ZIMMER HLDGS INC	COM	98956P102	0	7,300	SH		DFND	1	7,300	0	0
ZIONS BANCORPORATION	COM	989701107	0	1,700	SH		DFND	4.5	1,700	0	0
ZIONS BANCORPORATION	COM	989701107	0	8,642	SH		DFND	4.5	8,642	0	0
ZIONS BANCORPORATION	COM	989701107	0	3,885	SH		DFND	4,5,7,8	3,885	0	0
ZIONS BANCORPORATION	COM	989701107	0	2,800	SH		DFND	4.6	2,800	0	0
ZIONS BANCORPORATION	COM	989701107	0	28,200	SH		DFND	4.6	28,200	0	0
ZIONS BANCORPORATION	COM	989701107	0	40,400	SH		DFND	4.6	40,400	0	0
ZIONS BANCORPORATION	COM	989701107	0	74,800	SH		DFND	4.6	74,800	0	0
ZOETIS INC	CL A	98978V103	0	23,900	SH		DFND	4.5	23,900	0	0
ZOETIS INC	CL A	98978V103	0	60,179	SH		DFND	4.5	60,179	0	0
ZOETIS INC	CL A	98978V103	0	2,092	SH		DFND	4,5,7,8	2,092	0	0
ZOETIS INC	CL A	98978V103	0	38,465	SH		DFND	4,5,14,15	38,465	0	0
ZOETIS INC	CL A	98978V103	0	669	SH		DFND	4.6	669	0	0
ZOETIS INC	CL A	98978V103	0	4,064	SH		DFND	4.6	4,064	0	0
ZOETIS INC	CL A	98978V103	0	4,780	SH		DFND	4.6	4,780	0	0
ZOETIS INC	CL A	98978V103	0	7,172	SH		DFND	4.6	7,172	0	0
ZOETIS INC	CL A	98978V103	0	50,183	SH		DFND	1	50,183	0	0